|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - May 02, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIN24 |
HGN24 |
CLM24 |
CBN24 |
HOM24 |
RBM24 |
NGM24 |
KCN24 |
CCN24 |
SBN24 |
W_N24 |
C_N24 |
S_N24 |
SMN24 |
BON24 |
CTN24 |
LCM24 |
HEM24 |
FCQ24 |
JON24 |
YMM24 |
|
97
| 97
| 92
| 87 |
72 |
56 |
1 |
30 |
-45 |
38 |
75 |
56 |
-32 |
62 |
8 |
27 |
56 |
-10 |
-7 |
-45 |
25 |
-93
| 72 |
64 |
-74 |
-70 |
-88 |
-82 |
-75 |
-67 |
32 |
-32 |
54 |
-15 |
44 |
ESM24 |
97
| |
99
| 91
| 95
| 56 |
36 |
-18 |
19 |
-58 |
22 |
68 |
41 |
-17 |
72 |
6 |
40 |
66 |
11 |
13 |
-30 |
45 |
-94
| 74 |
77 |
-72 |
-78 |
-92
| -85 |
-81 |
-63 |
39 |
-21 |
71 |
-7 |
47 |
NQM24 |
97
| 99
| |
89 |
93
| 61 |
44 |
-11 |
21 |
-55 |
25 |
69 |
45 |
-21 |
65 |
2 |
31 |
58 |
1 |
3 |
-37 |
34 |
-93
| 73 |
70 |
-68 |
-78 |
-91
| -84 |
-77 |
-69 |
38 |
-27 |
63 |
-10 |
50 |
QRM24 |
92
| 91
| 89 |
|
78 |
75 |
59 |
9 |
42 |
-25 |
52 |
81 |
60 |
-44 |
54 |
26 |
31 |
53 |
-3 |
-1 |
-34 |
32 |
-82 |
59 |
56 |
-77 |
-55 |
-76 |
-69 |
-73 |
-41 |
35 |
-18 |
51 |
-6 |
18 |
NKM24 |
87 |
95
| 93
| 78 |
|
34 |
14 |
-39 |
-2 |
-75 |
1 |
49 |
19 |
6 |
72 |
-9 |
40 |
64 |
28 |
29 |
-14 |
57 |
-90 |
70 |
82 |
-58 |
-87 |
-95
| -89 |
-84 |
-66 |
48 |
-9 |
80 |
5 |
53 |
USM24 |
72 |
56 |
61 |
75 |
34 |
|
96
| 64 |
78 |
34 |
83 |
86 |
86 |
-85 |
11 |
37 |
-5 |
10 |
-54 |
-53 |
-60 |
-23 |
-50 |
29 |
1 |
-56 |
-17 |
-36 |
-27 |
-27 |
-30 |
6 |
-38 |
-5 |
-22 |
-10 |
TYM24 |
56 |
36 |
44 |
59 |
14 |
96
| |
79 |
83 |
52 |
86 |
80 |
85 |
-91
| -10 |
31 |
-23 |
-11 |
-69 |
-68 |
-61 |
-44 |
-30 |
10 |
-22 |
-38 |
1 |
-17 |
-8 |
-8 |
-16 |
-1 |
-40 |
-27 |
-23 |
-22 |
SFM24 |
1 |
-18 |
-11 |
9 |
-39 |
64 |
79 |
|
77 |
79 |
72 |
50 |
61 |
-86 |
-48 |
27 |
-44 |
-49 |
-76 |
-76 |
-40 |
-70 |
25 |
-32 |
-65 |
1 |
45 |
32 |
36 |
36 |
23 |
-18 |
-25 |
-70 |
-20 |
-42 |
EUM24 |
30 |
19 |
21 |
42 |
-2 |
78 |
83 |
77 |
|
52 |
66 |
80 |
77 |
-97
| -8 |
42 |
-2 |
-7 |
-55 |
-55 |
-42 |
-38 |
-5 |
-4 |
-25 |
-23 |
13 |
3 |
18 |
16 |
14 |
-16 |
-37 |
-30 |
-38 |
-19 |
JYM24 |
-45 |
-58 |
-55 |
-25 |
-75 |
34 |
52 |
79 |
52 |
|
54 |
8 |
29 |
-61 |
-72 |
29 |
-48 |
-67 |
-51 |
-53 |
-2 |
-61 |
64 |
-68 |
-84 |
31 |
73 |
73 |
73 |
59 |
67 |
-19 |
7 |
-78 |
-2 |
-65 |
CDM24 |
38 |
22 |
25 |
52 |
1 |
83 |
86 |
72 |
66 |
54 |
|
61 |
77 |
-79 |
-19 |
37 |
-24 |
-16 |
-45 |
-44 |
-28 |
-29 |
-14 |
-5 |
-28 |
-29 |
14 |
-4 |
-3 |
-12 |
7 |
9 |
-7 |
-28 |
5 |
-32 |
BPM24 |
75 |
68 |
69 |
81 |
49 |
86 |
80 |
50 |
80 |
8 |
61 |
|
75 |
-80 |
30 |
30 |
16 |
29 |
-39 |
-37 |
-49 |
-5 |
-56 |
36 |
20 |
-60 |
-29 |
-50 |
-37 |
-38 |
-23 |
11 |
-36 |
14 |
-28 |
4 |
ADM24 |
56 |
41 |
45 |
60 |
19 |
86 |
85 |
61 |
77 |
29 |
77 |
75 |
|
-82 |
19 |
54 |
9 |
19 |
-53 |
-51 |
-63 |
-35 |
-38 |
33 |
0 |
-50 |
-9 |
-21 |
-12 |
-5 |
-28 |
-21 |
-58 |
-15 |
-46 |
10 |
DXM24 |
-32 |
-17 |
-21 |
-44 |
6 |
-85 |
-91
| -86 |
-97
| -61 |
-79 |
-80 |
-82 |
|
17 |
-41 |
15 |
17 |
64 |
64 |
46 |
47 |
5 |
8 |
34 |
24 |
-16 |
-5 |
-16 |
-13 |
-12 |
10 |
35 |
38 |
32 |
24 |
GCM24 |
62 |
72 |
65 |
54 |
72 |
11 |
-10 |
-48 |
-8 |
-72 |
-19 |
30 |
19 |
17 |
|
31 |
85 |
91
| 41 |
45 |
-18 |
58 |
-76 |
90 |
93
| -67 |
-64 |
-70 |
-66 |
-54 |
-59 |
-7 |
-38 |
75 |
-35 |
56 |
PLN24 |
8 |
6 |
2 |
26 |
-9 |
37 |
31 |
27 |
42 |
29 |
37 |
30 |
54 |
-41 |
31 |
|
52 |
34 |
2 |
5 |
-11 |
4 |
-7 |
24 |
7 |
-34 |
14 |
9 |
14 |
13 |
13 |
-36 |
-27 |
-6 |
-34 |
-11 |
SIN24 |
27 |
40 |
31 |
31 |
40 |
-5 |
-23 |
-44 |
-2 |
-48 |
-24 |
16 |
9 |
15 |
85 |
52 |
|
84 |
52 |
55 |
5 |
59 |
-43 |
66 |
73 |
-47 |
-32 |
-34 |
-28 |
-25 |
-17 |
-26 |
-28 |
60 |
-36 |
33 |
HGN24 |
56 |
66 |
58 |
53 |
64 |
10 |
-11 |
-49 |
-7 |
-67 |
-16 |
29 |
19 |
17 |
91
| 34 |
84 |
|
43 |
46 |
-17 |
61 |
-70 |
85 |
88 |
-70 |
-49 |
-62 |
-58 |
-51 |
-46 |
-16 |
-28 |
74 |
-25 |
43 |
CLM24 |
-10 |
11 |
1 |
-3 |
28 |
-54 |
-69 |
-76 |
-55 |
-51 |
-45 |
-39 |
-53 |
64 |
41 |
2 |
52 |
43 |
|
100
| 77 |
90
| -9 |
15 |
51 |
8 |
-27 |
-18 |
-20 |
-32 |
13 |
27 |
47 |
65 |
40 |
10 |
CBN24 |
-7 |
13 |
3 |
-1 |
29 |
-53 |
-68 |
-76 |
-55 |
-53 |
-44 |
-37 |
-51 |
64 |
45 |
5 |
55 |
46 |
100
| |
75 |
91
| -12 |
19 |
54 |
4 |
-28 |
-20 |
-22 |
-33 |
11 |
24 |
44 |
66 |
38 |
12 |
HOM24 |
-45 |
-30 |
-37 |
-34 |
-14 |
-60 |
-61 |
-40 |
-42 |
-2 |
-28 |
-49 |
-63 |
46 |
-18 |
-11 |
5 |
-17 |
77 |
75 |
|
60 |
37 |
-41 |
-7 |
55 |
10 |
23 |
23 |
1 |
56 |
36 |
74 |
19 |
63 |
-25 |
RBM24 |
25 |
45 |
34 |
32 |
57 |
-23 |
-44 |
-70 |
-38 |
-61 |
-29 |
-5 |
-35 |
47 |
58 |
4 |
59 |
61 |
90
| 91
| 60 |
|
-40 |
36 |
70 |
-22 |
-45 |
-49 |
-47 |
-59 |
-1 |
38 |
42 |
81 |
39 |
14 |
NGM24 |
-93
| -94
| -93
| -82 |
-90 |
-50 |
-30 |
25 |
-5 |
64 |
-14 |
-56 |
-38 |
5 |
-76 |
-7 |
-43 |
-70 |
-9 |
-12 |
37 |
-40 |
|
-84 |
-80 |
75 |
77 |
91
| 87 |
77 |
74 |
-27 |
33 |
-65 |
18 |
-58 |
KCN24 |
72 |
74 |
73 |
59 |
70 |
29 |
10 |
-32 |
-4 |
-68 |
-5 |
36 |
33 |
8 |
90 |
24 |
66 |
85 |
15 |
19 |
-41 |
36 |
-84 |
|
84 |
-76 |
-58 |
-74 |
-71 |
-53 |
-75 |
-15 |
-53 |
61 |
-43 |
58 |
CCN24 |
64 |
77 |
70 |
56 |
82 |
1 |
-22 |
-65 |
-25 |
-84 |
-28 |
20 |
0 |
34 |
93
| 7 |
73 |
88 |
51 |
54 |
-7 |
70 |
-80 |
84 |
|
-63 |
-71 |
-78 |
-76 |
-70 |
-58 |
14 |
-19 |
86 |
-15 |
56 |
SBN24 |
-74 |
-72 |
-68 |
-77 |
-58 |
-56 |
-38 |
1 |
-23 |
31 |
-29 |
-60 |
-50 |
24 |
-67 |
-34 |
-47 |
-70 |
8 |
4 |
55 |
-22 |
75 |
-76 |
-63 |
|
39 |
65 |
66 |
61 |
51 |
8 |
39 |
-42 |
31 |
-18 |
W_N24 |
-70 |
-78 |
-78 |
-55 |
-87 |
-17 |
1 |
45 |
13 |
73 |
14 |
-29 |
-9 |
-16 |
-64 |
14 |
-32 |
-49 |
-27 |
-28 |
10 |
-45 |
77 |
-58 |
-71 |
39 |
|
85 |
80 |
71 |
70 |
-50 |
9 |
-70 |
-5 |
-69 |
C_N24 |
-88 |
-92
| -91
| -76 |
-95
| -36 |
-17 |
32 |
3 |
73 |
-4 |
-50 |
-21 |
-5 |
-70 |
9 |
-34 |
-62 |
-18 |
-20 |
23 |
-49 |
91
| -74 |
-78 |
65 |
85 |
|
95
| 87 |
73 |
-43 |
14 |
-73 |
-3 |
-50 |
S_N24 |
-82 |
-85 |
-84 |
-69 |
-89 |
-27 |
-8 |
36 |
18 |
73 |
-3 |
-37 |
-12 |
-16 |
-66 |
14 |
-28 |
-58 |
-20 |
-22 |
23 |
-47 |
87 |
-71 |
-76 |
66 |
80 |
95
| |
93
| 76 |
-45 |
6 |
-71 |
-13 |
-45 |
SMN24 |
-75 |
-81 |
-77 |
-73 |
-84 |
-27 |
-8 |
36 |
16 |
59 |
-12 |
-38 |
-5 |
-13 |
-54 |
13 |
-25 |
-51 |
-32 |
-33 |
1 |
-59 |
77 |
-53 |
-70 |
61 |
71 |
87 |
93
| |
48 |
-60 |
-18 |
-73 |
-32 |
-23 |
BON24 |
-67 |
-63 |
-69 |
-41 |
-66 |
-30 |
-16 |
23 |
14 |
67 |
7 |
-23 |
-28 |
-12 |
-59 |
13 |
-17 |
-46 |
13 |
11 |
56 |
-1 |
74 |
-75 |
-58 |
51 |
70 |
73 |
76 |
48 |
|
-8 |
49 |
-40 |
34 |
-73 |
CTN24 |
32 |
39 |
38 |
35 |
48 |
6 |
-1 |
-18 |
-16 |
-19 |
9 |
11 |
-21 |
10 |
-7 |
-36 |
-26 |
-16 |
27 |
24 |
36 |
38 |
-27 |
-15 |
14 |
8 |
-50 |
-43 |
-45 |
-60 |
-8 |
|
58 |
39 |
64 |
8 |
LCM24 |
-32 |
-21 |
-27 |
-18 |
-9 |
-38 |
-40 |
-25 |
-37 |
7 |
-7 |
-36 |
-58 |
35 |
-38 |
-27 |
-28 |
-28 |
47 |
44 |
74 |
42 |
33 |
-53 |
-19 |
39 |
9 |
14 |
6 |
-18 |
49 |
58 |
|
14 |
96
| -40 |
HEM24 |
54 |
71 |
63 |
51 |
80 |
-5 |
-27 |
-70 |
-30 |
-78 |
-28 |
14 |
-15 |
38 |
75 |
-6 |
60 |
74 |
65 |
66 |
19 |
81 |
-65 |
61 |
86 |
-42 |
-70 |
-73 |
-71 |
-73 |
-40 |
39 |
14 |
|
19 |
44 |
FCQ24 |
-15 |
-7 |
-10 |
-6 |
5 |
-22 |
-23 |
-20 |
-38 |
-2 |
5 |
-28 |
-46 |
32 |
-35 |
-34 |
-36 |
-25 |
40 |
38 |
63 |
39 |
18 |
-43 |
-15 |
31 |
-5 |
-3 |
-13 |
-32 |
34 |
64 |
96
| 19 |
|
-38 |
JON24 |
44 |
47 |
50 |
18 |
53 |
-10 |
-22 |
-42 |
-19 |
-65 |
-32 |
4 |
10 |
24 |
56 |
-11 |
33 |
43 |
10 |
12 |
-25 |
14 |
-58 |
58 |
56 |
-18 |
-69 |
-50 |
-45 |
-23 |
-73 |
8 |
-40 |
44 |
-38 |
|
|