|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 30 trading days) - May 03, 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 |
|
92
| 83 |
95
| 89 |
92
| 92
| 86 |
82 |
81 |
88 |
74 |
49 |
-87 |
-81 |
-53 |
-78 |
-83 |
-11 |
-22 |
38 |
-13 |
35 |
-90 |
-44 |
88 |
-30 |
16 |
83 |
-19 |
79 |
86 |
55 |
-11 |
40 |
-39 |
ESM24 |
92
| |
98
| 97
| 97
| 88 |
87 |
82 |
82 |
84 |
82 |
82 |
57 |
-88 |
-68 |
-24 |
-61 |
-85 |
14 |
4 |
58 |
11 |
33 |
-84 |
-46 |
91
| -36 |
3 |
76 |
-32 |
85 |
89 |
32 |
-4 |
14 |
-35 |
NQM24 |
83 |
98
| |
90
| 96
| 83 |
82 |
78 |
74 |
82 |
70 |
78 |
50 |
-81 |
-62 |
-11 |
-54 |
-85 |
16 |
8 |
60 |
18 |
29 |
-79 |
-46 |
86 |
-42 |
-3 |
70 |
-32 |
81 |
86 |
27 |
-11 |
7 |
-30 |
QRM24 |
95
| 97
| 90
| |
92
| 91
| 90
| 82 |
86 |
83 |
89 |
85 |
64 |
-91
| -73 |
-31 |
-69 |
-80 |
2 |
-8 |
46 |
-4 |
34 |
-88 |
-53 |
90 |
-26 |
16 |
82 |
-19 |
79 |
83 |
37 |
-6 |
20 |
-33 |
NKM24 |
89 |
97
| 96
| 92
| |
89 |
88 |
81 |
77 |
81 |
75 |
78 |
45 |
-83 |
-74 |
-26 |
-66 |
-90 |
7 |
-3 |
56 |
9 |
22 |
-86 |
-47 |
90
| -47 |
-3 |
72 |
-35 |
83 |
91
| 40 |
-16 |
20 |
-34 |
USM24 |
92
| 88 |
83 |
91
| 89 |
|
99
| 89 |
82 |
88 |
81 |
77 |
46 |
-88 |
-79 |
-36 |
-73 |
-89 |
-10 |
-21 |
43 |
-13 |
25 |
-89 |
-51 |
91
| -48 |
6 |
79 |
-24 |
79 |
86 |
44 |
-21 |
24 |
-37 |
TYM24 |
92
| 87 |
82 |
90
| 88 |
99
| |
91
| 83 |
89 |
82 |
78 |
49 |
-90 |
-80 |
-39 |
-73 |
-88 |
-11 |
-22 |
42 |
-14 |
26 |
-90 |
-53 |
90 |
-46 |
9 |
82 |
-21 |
79 |
85 |
46 |
-22 |
27 |
-36 |
SFM24 |
86 |
82 |
78 |
82 |
81 |
89 |
91
| |
83 |
89 |
79 |
73 |
49 |
-89 |
-65 |
-34 |
-57 |
-79 |
-4 |
-13 |
48 |
-3 |
32 |
-78 |
-45 |
82 |
-46 |
12 |
79 |
-23 |
81 |
82 |
54 |
-12 |
34 |
-47 |
EUM24 |
82 |
82 |
74 |
86 |
77 |
82 |
83 |
83 |
|
74 |
92
| 95
| 81 |
-98
| -66 |
-29 |
-58 |
-63 |
-1 |
-10 |
42 |
-9 |
30 |
-77 |
-59 |
78 |
-18 |
16 |
78 |
-13 |
73 |
69 |
37 |
4 |
24 |
-41 |
JYM24 |
81 |
84 |
82 |
83 |
81 |
88 |
89 |
89 |
74 |
|
71 |
67 |
40 |
-85 |
-54 |
-14 |
-45 |
-87 |
13 |
4 |
62 |
7 |
42 |
-75 |
-37 |
89 |
-60 |
-5 |
70 |
-36 |
85 |
85 |
24 |
1 |
0 |
-39 |
CDM24 |
88 |
82 |
70 |
89 |
75 |
81 |
82 |
79 |
92
| 71 |
|
85 |
73 |
-92
| -68 |
-47 |
-65 |
-63 |
3 |
-8 |
41 |
-6 |
34 |
-78 |
-48 |
82 |
-11 |
21 |
77 |
-18 |
76 |
73 |
45 |
7 |
35 |
-33 |
BPM24 |
74 |
82 |
78 |
85 |
78 |
77 |
78 |
73 |
95
| 67 |
85 |
|
84 |
-92
| -61 |
-14 |
-55 |
-58 |
3 |
-5 |
40 |
-3 |
20 |
-75 |
-69 |
74 |
-15 |
13 |
71 |
-11 |
64 |
63 |
27 |
-6 |
14 |
-34 |
ADM24 |
49 |
57 |
50 |
64 |
45 |
46 |
49 |
49 |
81 |
40 |
73 |
84 |
|
-75 |
-38 |
1 |
-34 |
-16 |
-5 |
-7 |
16 |
-16 |
33 |
-52 |
-66 |
41 |
27 |
40 |
64 |
24 |
32 |
25 |
14 |
5 |
10 |
-13 |
DXM24 |
-87 |
-88 |
-81 |
-91
| -83 |
-88 |
-90 |
-89 |
-98
| -85 |
-92
| -92
| -75 |
|
67 |
26 |
58 |
74 |
-3 |
7 |
-50 |
4 |
-35 |
82 |
57 |
-86 |
30 |
-12 |
-81 |
20 |
-80 |
-78 |
-36 |
-2 |
-20 |
42 |
GCM24 |
-81 |
-68 |
-62 |
-73 |
-74 |
-79 |
-80 |
-65 |
-66 |
-54 |
-68 |
-61 |
-38 |
67 |
|
66 |
97
| 70 |
47 |
57 |
-1 |
41 |
-17 |
92
| 60 |
-65 |
11 |
-35 |
-81 |
-12 |
-50 |
-63 |
-71 |
48 |
-61 |
12 |
PLN24 |
-53 |
-24 |
-11 |
-31 |
-26 |
-36 |
-39 |
-34 |
-29 |
-14 |
-47 |
-14 |
1 |
26 |
66 |
|
70 |
33 |
36 |
45 |
16 |
30 |
6 |
44 |
3 |
-31 |
-12 |
-23 |
-40 |
-2 |
-28 |
-34 |
-68 |
15 |
-73 |
12 |
SIN24 |
-78 |
-61 |
-54 |
-69 |
-66 |
-73 |
-73 |
-57 |
-58 |
-45 |
-65 |
-55 |
-34 |
58 |
97
| 70 |
|
62 |
54 |
63 |
11 |
50 |
-17 |
88 |
59 |
-58 |
3 |
-39 |
-76 |
-19 |
-40 |
-55 |
-70 |
51 |
-62 |
9 |
HGN24 |
-83 |
-85 |
-85 |
-80 |
-90 |
-89 |
-88 |
-79 |
-63 |
-87 |
-63 |
-58 |
-16 |
74 |
70 |
33 |
62 |
|
-6 |
4 |
-57 |
-8 |
-17 |
79 |
31 |
-89 |
67 |
15 |
-62 |
48 |
-86 |
-92
| -37 |
15 |
-14 |
38 |
CLM24 |
-11 |
14 |
16 |
2 |
7 |
-10 |
-11 |
-4 |
-1 |
13 |
3 |
3 |
-5 |
-3 |
47 |
36 |
54 |
-6 |
|
99
| 81 |
93
| -3 |
30 |
46 |
22 |
-22 |
-47 |
-31 |
-72 |
41 |
25 |
-52 |
71 |
-53 |
-16 |
CBN24 |
-22 |
4 |
8 |
-8 |
-3 |
-21 |
-22 |
-13 |
-10 |
4 |
-8 |
-5 |
-7 |
7 |
57 |
45 |
63 |
4 |
99
| |
75 |
93
| -6 |
40 |
48 |
10 |
-17 |
-46 |
-38 |
-65 |
30 |
13 |
-58 |
70 |
-57 |
-11 |
HOM24 |
38 |
58 |
60 |
46 |
56 |
43 |
42 |
48 |
42 |
62 |
41 |
40 |
16 |
-50 |
-1 |
16 |
11 |
-57 |
81 |
75 |
|
77 |
16 |
-21 |
11 |
67 |
-55 |
-42 |
15 |
-79 |
82 |
70 |
-20 |
49 |
-32 |
-39 |
RBM24 |
-13 |
11 |
18 |
-4 |
9 |
-13 |
-14 |
-3 |
-9 |
7 |
-6 |
-3 |
-16 |
4 |
41 |
30 |
50 |
-8 |
93
| 93
| 77 |
|
-14 |
32 |
45 |
16 |
-25 |
-46 |
-32 |
-68 |
37 |
25 |
-33 |
55 |
-33 |
-15 |
NGM24 |
35 |
33 |
29 |
34 |
22 |
25 |
26 |
32 |
30 |
42 |
34 |
20 |
33 |
-35 |
-17 |
6 |
-17 |
-17 |
-3 |
-6 |
16 |
-14 |
|
-35 |
-27 |
30 |
3 |
32 |
41 |
14 |
24 |
23 |
6 |
12 |
-0 |
-11 |
KCN24 |
-90 |
-84 |
-79 |
-88 |
-86 |
-89 |
-90 |
-78 |
-77 |
-75 |
-78 |
-75 |
-52 |
82 |
92
| 44 |
88 |
79 |
30 |
40 |
-21 |
32 |
-35 |
|
67 |
-80 |
23 |
-32 |
-87 |
-2 |
-63 |
-74 |
-54 |
39 |
-38 |
20 |
CCN24 |
-44 |
-46 |
-46 |
-53 |
-47 |
-51 |
-53 |
-45 |
-59 |
-37 |
-48 |
-69 |
-66 |
57 |
60 |
3 |
59 |
31 |
46 |
48 |
11 |
45 |
-27 |
67 |
|
-34 |
-5 |
-49 |
-62 |
-39 |
-13 |
-19 |
-33 |
54 |
-24 |
7 |
SBN24 |
88 |
91
| 86 |
90 |
90
| 91
| 90 |
82 |
78 |
89 |
82 |
74 |
41 |
-86 |
-65 |
-31 |
-58 |
-89 |
22 |
10 |
67 |
16 |
30 |
-80 |
-34 |
|
-54 |
-12 |
65 |
-50 |
92
| 95
| 25 |
5 |
8 |
-39 |
W_N24 |
-30 |
-36 |
-42 |
-26 |
-47 |
-48 |
-46 |
-46 |
-18 |
-60 |
-11 |
-15 |
27 |
30 |
11 |
-12 |
3 |
67 |
-22 |
-17 |
-55 |
-25 |
3 |
23 |
-5 |
-54 |
|
64 |
-2 |
68 |
-57 |
-60 |
-1 |
3 |
19 |
41 |
C_N24 |
16 |
3 |
-3 |
16 |
-3 |
6 |
9 |
12 |
16 |
-5 |
21 |
13 |
40 |
-12 |
-35 |
-23 |
-39 |
15 |
-47 |
-46 |
-42 |
-46 |
32 |
-32 |
-49 |
-12 |
64 |
|
53 |
72 |
-20 |
-19 |
39 |
-35 |
42 |
20 |
S_N24 |
83 |
76 |
70 |
82 |
72 |
79 |
82 |
79 |
78 |
70 |
77 |
71 |
64 |
-81 |
-81 |
-40 |
-76 |
-62 |
-31 |
-38 |
15 |
-32 |
41 |
-87 |
-62 |
65 |
-2 |
53 |
|
25 |
57 |
61 |
56 |
-32 |
43 |
-16 |
SMN24 |
-19 |
-32 |
-32 |
-19 |
-35 |
-24 |
-21 |
-23 |
-13 |
-36 |
-18 |
-11 |
24 |
20 |
-12 |
-2 |
-19 |
48 |
-72 |
-65 |
-79 |
-68 |
14 |
-2 |
-39 |
-50 |
68 |
72 |
25 |
|
-65 |
-57 |
23 |
-48 |
33 |
31 |
BON24 |
79 |
85 |
81 |
79 |
83 |
79 |
79 |
81 |
73 |
85 |
76 |
64 |
32 |
-80 |
-50 |
-28 |
-40 |
-86 |
41 |
30 |
82 |
37 |
24 |
-63 |
-13 |
92
| -57 |
-20 |
57 |
-65 |
|
95
| 24 |
22 |
6 |
-41 |
CTN24 |
86 |
89 |
86 |
83 |
91
| 86 |
85 |
82 |
69 |
85 |
73 |
63 |
25 |
-78 |
-63 |
-34 |
-55 |
-92
| 25 |
13 |
70 |
25 |
23 |
-74 |
-19 |
95
| -60 |
-19 |
61 |
-57 |
95
| |
35 |
3 |
16 |
-37 |
LCM24 |
55 |
32 |
27 |
37 |
40 |
44 |
46 |
54 |
37 |
24 |
45 |
27 |
14 |
-36 |
-71 |
-68 |
-70 |
-37 |
-52 |
-58 |
-20 |
-33 |
6 |
-54 |
-33 |
25 |
-1 |
39 |
56 |
23 |
24 |
35 |
|
-50 |
95
| -17 |
HEM24 |
-11 |
-4 |
-11 |
-6 |
-16 |
-21 |
-22 |
-12 |
4 |
1 |
7 |
-6 |
5 |
-2 |
48 |
15 |
51 |
15 |
71 |
70 |
49 |
55 |
12 |
39 |
54 |
5 |
3 |
-35 |
-32 |
-48 |
22 |
3 |
-50 |
|
-43 |
-26 |
FCQ24 |
40 |
14 |
7 |
20 |
20 |
24 |
27 |
34 |
24 |
0 |
35 |
14 |
10 |
-20 |
-61 |
-73 |
-62 |
-14 |
-53 |
-57 |
-32 |
-33 |
-0 |
-38 |
-24 |
8 |
19 |
42 |
43 |
33 |
6 |
16 |
95
| -43 |
|
-12 |
JON24 |
-39 |
-35 |
-30 |
-33 |
-34 |
-37 |
-36 |
-47 |
-41 |
-39 |
-33 |
-34 |
-13 |
42 |
12 |
12 |
9 |
38 |
-16 |
-11 |
-39 |
-15 |
-11 |
20 |
7 |
-39 |
41 |
20 |
-16 |
31 |
-41 |
-37 |
-17 |
-26 |
-12 |
|
|