|
MRCI's Inter-Market Correlations |
Symbol | Market |
PIL | CAC-40(EURONEXT) |
DF | Dax Index(EUREX) |
FX | DJ EuroSTOXX 50(EUREX) |
SZ | Swiss Market Index(EUREX) |
LQG | FT-SE 100(EURONEXT) |
OB | Euro-Bund(EUREX) |
GB | Euro-Bobl(EUREX) |
EP | 3-Mth Euribor(EUREX) |
LFG | Long Gilt(LIFFE) |
LFL | Short Sterling(LIFFE) |
LEL | 3-Mth Euribor(LIFFE) |
LCC | London Cocoa(LCE) |
LSB | London Sugar(LCE) |
MRCI's Inter-Market Correlations(prev 180 trading days) - May 02, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIN24 |
HGN24 |
CLM24 |
ITCON24 |
HOM24 |
ITSM24 |
PILM24 |
DFM24 |
FXM24 |
SZM24 |
LQGM24 |
OBM24 |
GBM24 |
EPM24 |
LFGM24 |
LELM24 |
CCN24 |
LCCN24 |
SBN24 |
LSBQ24 |
YMM24 |
|
97
| 97
| 72 |
56 |
1 |
30 |
-45 |
38 |
75 |
56 |
-32 |
62 |
8 |
27 |
56 |
-10 |
-7 |
-45 |
-22 |
89 |
93
| 91
| 85 |
51 |
70 |
41 |
38 |
74 |
38 |
64 |
27 |
-74 |
-77 |
ESM24 |
97
| |
99
| 56 |
36 |
-18 |
19 |
-58 |
22 |
68 |
41 |
-17 |
72 |
6 |
40 |
66 |
11 |
13 |
-30 |
-4 |
95
| 97
| 97
| 90 |
61 |
53 |
20 |
18 |
59 |
17 |
77 |
19 |
-72 |
-74 |
NQM24 |
97
| 99
| |
61 |
44 |
-11 |
21 |
-55 |
25 |
69 |
45 |
-21 |
65 |
2 |
31 |
58 |
1 |
3 |
-37 |
-11 |
90 |
93
| 93
| 84 |
52 |
59 |
28 |
26 |
64 |
25 |
70 |
25 |
-68 |
-71 |
USM24 |
72 |
56 |
61 |
|
96
| 64 |
78 |
34 |
83 |
86 |
86 |
-85 |
11 |
37 |
-5 |
10 |
-54 |
-53 |
-60 |
-53 |
48 |
55 |
46 |
55 |
12 |
94
| 84 |
75 |
96
| 75 |
1 |
29 |
-56 |
-58 |
TYM24 |
56 |
36 |
44 |
96
| |
79 |
83 |
52 |
86 |
80 |
85 |
-91
| -10 |
31 |
-23 |
-11 |
-69 |
-68 |
-61 |
-61 |
26 |
35 |
24 |
35 |
-10 |
92
| 91
| 83 |
90 |
83 |
-22 |
32 |
-38 |
-40 |
SFM24 |
1 |
-18 |
-11 |
64 |
79 |
|
77 |
79 |
72 |
50 |
61 |
-86 |
-48 |
27 |
-44 |
-49 |
-76 |
-76 |
-40 |
-60 |
-28 |
-21 |
-30 |
-20 |
-53 |
66 |
83 |
71 |
54 |
71 |
-65 |
34 |
1 |
-1 |
EUM24 |
30 |
19 |
21 |
78 |
83 |
77 |
|
52 |
66 |
80 |
77 |
-97
| -8 |
42 |
-2 |
-7 |
-55 |
-55 |
-42 |
-52 |
14 |
19 |
11 |
17 |
-22 |
75 |
76 |
57 |
78 |
57 |
-25 |
24 |
-23 |
-23 |
JYM24 |
-45 |
-58 |
-55 |
34 |
52 |
79 |
52 |
|
54 |
8 |
29 |
-61 |
-72 |
29 |
-48 |
-67 |
-51 |
-53 |
-2 |
-30 |
-58 |
-57 |
-65 |
-44 |
-58 |
27 |
54 |
37 |
27 |
37 |
-84 |
10 |
31 |
31 |
CDM24 |
38 |
22 |
25 |
83 |
86 |
72 |
66 |
54 |
|
61 |
77 |
-79 |
-19 |
37 |
-24 |
-16 |
-45 |
-44 |
-28 |
-34 |
18 |
21 |
12 |
33 |
3 |
71 |
71 |
59 |
79 |
59 |
-28 |
27 |
-29 |
-32 |
BPM24 |
75 |
68 |
69 |
86 |
80 |
50 |
80 |
8 |
61 |
|
75 |
-80 |
30 |
30 |
16 |
29 |
-39 |
-37 |
-49 |
-43 |
61 |
66 |
60 |
62 |
13 |
84 |
66 |
54 |
85 |
54 |
20 |
30 |
-60 |
-61 |
ADM24 |
56 |
41 |
45 |
86 |
85 |
61 |
77 |
29 |
77 |
75 |
|
-82 |
19 |
54 |
9 |
19 |
-53 |
-51 |
-63 |
-59 |
35 |
43 |
34 |
37 |
15 |
87 |
84 |
80 |
86 |
80 |
0 |
18 |
-50 |
-50 |
DXM24 |
-32 |
-17 |
-21 |
-85 |
-91
| -86 |
-97
| -61 |
-79 |
-80 |
-82 |
|
17 |
-41 |
15 |
17 |
64 |
64 |
46 |
57 |
-12 |
-18 |
-8 |
-17 |
25 |
-81 |
-84 |
-69 |
-80 |
-69 |
34 |
-31 |
24 |
25 |
GCM24 |
62 |
72 |
65 |
11 |
-10 |
-48 |
-8 |
-72 |
-19 |
30 |
19 |
17 |
|
31 |
85 |
91
| 41 |
45 |
-18 |
9 |
76 |
78 |
79 |
61 |
73 |
23 |
-5 |
1 |
23 |
0 |
93
| -21 |
-67 |
-63 |
PLN24 |
8 |
6 |
2 |
37 |
31 |
27 |
42 |
29 |
37 |
30 |
54 |
-41 |
31 |
|
52 |
34 |
2 |
5 |
-11 |
-12 |
14 |
14 |
8 |
14 |
29 |
44 |
43 |
34 |
47 |
34 |
7 |
-25 |
-34 |
-29 |
SIN24 |
27 |
40 |
31 |
-5 |
-23 |
-44 |
-2 |
-48 |
-24 |
16 |
9 |
15 |
85 |
52 |
|
84 |
52 |
55 |
5 |
21 |
53 |
51 |
51 |
40 |
64 |
5 |
-14 |
-14 |
10 |
-14 |
73 |
-39 |
-47 |
-41 |
HGN24 |
56 |
66 |
58 |
10 |
-11 |
-49 |
-7 |
-67 |
-16 |
29 |
19 |
17 |
91
| 34 |
84 |
|
43 |
46 |
-17 |
7 |
76 |
75 |
76 |
64 |
81 |
19 |
-9 |
-3 |
22 |
-4 |
88 |
-27 |
-70 |
-65 |
CLM24 |
-10 |
11 |
1 |
-54 |
-69 |
-76 |
-55 |
-51 |
-45 |
-39 |
-53 |
64 |
41 |
2 |
52 |
43 |
|
100
| 77 |
88 |
24 |
14 |
21 |
22 |
52 |
-60 |
-75 |
-75 |
-41 |
-75 |
51 |
-35 |
8 |
11 |
ITCON24 |
-7 |
13 |
3 |
-53 |
-68 |
-76 |
-55 |
-53 |
-44 |
-37 |
-51 |
64 |
45 |
5 |
55 |
46 |
100
| |
75 |
87 |
25 |
16 |
22 |
23 |
54 |
-57 |
-73 |
-73 |
-39 |
-73 |
54 |
-37 |
4 |
8 |
HOM24 |
-45 |
-30 |
-37 |
-60 |
-61 |
-40 |
-42 |
-2 |
-28 |
-49 |
-63 |
46 |
-18 |
-11 |
5 |
-17 |
77 |
75 |
|
93
| -20 |
-31 |
-25 |
-14 |
1 |
-70 |
-70 |
-77 |
-58 |
-76 |
-7 |
-16 |
55 |
55 |
ITSM24 |
-22 |
-4 |
-11 |
-53 |
-61 |
-60 |
-52 |
-30 |
-34 |
-43 |
-59 |
57 |
9 |
-12 |
21 |
7 |
88 |
87 |
93
| |
6 |
-5 |
3 |
7 |
24 |
-65 |
-73 |
-79 |
-47 |
-78 |
22 |
-15 |
35 |
35 |
PILM24 |
89 |
95
| 90 |
48 |
26 |
-28 |
14 |
-58 |
18 |
61 |
35 |
-12 |
76 |
14 |
53 |
76 |
24 |
25 |
-20 |
6 |
|
98
| 99
| 94
| 74 |
43 |
8 |
5 |
53 |
5 |
82 |
15 |
-75 |
-76 |
DFM24 |
93
| 97
| 93
| 55 |
35 |
-21 |
19 |
-57 |
21 |
66 |
43 |
-18 |
78 |
14 |
52 |
75 |
14 |
16 |
-31 |
-5 |
98
| |
99
| 92
| 70 |
53 |
19 |
18 |
60 |
17 |
82 |
12 |
-78 |
-78 |
FXM24 |
91
| 97
| 93
| 46 |
24 |
-31 |
10 |
-65 |
11 |
59 |
34 |
-8 |
79 |
8 |
51 |
76 |
20 |
22 |
-25 |
3 |
99
| 99
| |
90 |
70 |
43 |
9 |
8 |
50 |
8 |
85 |
16 |
-74 |
-75 |
SZM24 |
84 |
90 |
84 |
55 |
35 |
-20 |
17 |
-43 |
33 |
62 |
37 |
-17 |
61 |
14 |
40 |
64 |
22 |
23 |
-14 |
7 |
94
| 92
| 90 |
|
74 |
44 |
11 |
5 |
58 |
5 |
69 |
14 |
-71 |
-72 |
LQGM24 |
51 |
61 |
53 |
14 |
-8 |
-52 |
-21 |
-57 |
5 |
13 |
15 |
24 |
72 |
28 |
63 |
80 |
54 |
55 |
4 |
26 |
74 |
70 |
70 |
74 |
|
10 |
-17 |
-15 |
27 |
-16 |
78 |
-29 |
-57 |
-55 |
OBM24 |
70 |
53 |
59 |
94
| 92
| 66 |
75 |
27 |
71 |
84 |
87 |
-81 |
23 |
44 |
5 |
19 |
-60 |
-57 |
-70 |
-65 |
43 |
53 |
43 |
44 |
10 |
|
93
| 88 |
95
| 88 |
8 |
20 |
-64 |
-64 |
GBM24 |
41 |
20 |
28 |
84 |
91
| 83 |
76 |
54 |
71 |
66 |
84 |
-84 |
-5 |
43 |
-14 |
-9 |
-75 |
-73 |
-70 |
-73 |
8 |
19 |
9 |
11 |
-17 |
93
| |
97
| 81 |
97
| -24 |
16 |
-37 |
-38 |
EPM24 |
39 |
18 |
26 |
75 |
83 |
70 |
56 |
36 |
59 |
54 |
80 |
-69 |
1 |
34 |
-14 |
-3 |
-75 |
-73 |
-77 |
-79 |
5 |
18 |
8 |
5 |
-15 |
88 |
97
| |
73 |
100
| -17 |
15 |
-38 |
-39 |
LFGM24 |
74 |
60 |
64 |
96
| 90 |
54 |
78 |
27 |
79 |
85 |
86 |
-80 |
24 |
48 |
11 |
23 |
-41 |
-39 |
-59 |
-48 |
53 |
60 |
50 |
58 |
27 |
95
| 81 |
73 |
|
73 |
13 |
17 |
-62 |
-63 |
LELM24 |
38 |
17 |
26 |
75 |
83 |
71 |
57 |
37 |
59 |
54 |
80 |
-69 |
1 |
34 |
-14 |
-3 |
-75 |
-73 |
-77 |
-79 |
5 |
17 |
8 |
5 |
-16 |
88 |
97
| 100
| 73 |
|
-17 |
15 |
-39 |
-39 |
CCN24 |
64 |
77 |
70 |
2 |
-21 |
-65 |
-25 |
-84 |
-28 |
20 |
0 |
34 |
93
| 6 |
73 |
88 |
51 |
54 |
-7 |
23 |
82 |
82 |
85 |
69 |
78 |
8 |
-24 |
-17 |
13 |
-17 |
|
-17 |
-62 |
-60 |
LCCN24 |
29 |
21 |
29 |
29 |
31 |
32 |
22 |
6 |
26 |
31 |
19 |
-30 |
-18 |
-25 |
-38 |
-24 |
-36 |
-37 |
-19 |
-17 |
15 |
12 |
16 |
14 |
-29 |
20 |
16 |
15 |
17 |
15 |
-17 |
|
-3 |
-13 |
SBN24 |
-74 |
-72 |
-68 |
-57 |
-39 |
-1 |
-24 |
30 |
-30 |
-60 |
-50 |
26 |
-67 |
-33 |
-46 |
-69 |
9 |
5 |
54 |
35 |
-75 |
-78 |
-74 |
-71 |
-57 |
-64 |
-37 |
-38 |
-62 |
-39 |
-62 |
-3 |
|
99
|
LSBQ24 |
-77 |
-74 |
-70 |
-59 |
-41 |
-2 |
-24 |
29 |
-33 |
-61 |
-50 |
26 |
-63 |
-29 |
-40 |
-64 |
12 |
9 |
54 |
34 |
-76 |
-78 |
-75 |
-72 |
-55 |
-64 |
-38 |
-39 |
-63 |
-39 |
-60 |
-13 |
99
| |
|