|
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 30 trading days) - May 03, 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 |
|
92
| 83 |
92
| 92
| 86 |
82 |
81 |
88 |
74 |
49 |
-87 |
-81 |
-53 |
-78 |
-83 |
-11 |
-22 |
38 |
32 |
88 |
81 |
83 |
92
| -34 |
71 |
72 |
72 |
89 |
71 |
-44 |
10 |
88 |
86 |
ESM24 |
92
| |
98
| 88 |
87 |
82 |
82 |
84 |
82 |
82 |
57 |
-88 |
-68 |
-24 |
-61 |
-85 |
14 |
4 |
58 |
55 |
74 |
82 |
80 |
87 |
-37 |
77 |
79 |
74 |
88 |
75 |
-46 |
-4 |
91
| 92
|
NQM24 |
83 |
98
| |
83 |
82 |
78 |
74 |
82 |
70 |
78 |
50 |
-81 |
-62 |
-11 |
-54 |
-85 |
16 |
8 |
60 |
59 |
63 |
73 |
72 |
79 |
-41 |
77 |
79 |
69 |
84 |
70 |
-46 |
-6 |
86 |
87 |
USM24 |
92
| 88 |
83 |
|
99
| 89 |
82 |
88 |
81 |
77 |
46 |
-88 |
-79 |
-36 |
-73 |
-89 |
-10 |
-21 |
43 |
40 |
79 |
79 |
77 |
88 |
-40 |
88 |
88 |
84 |
96
| 84 |
-51 |
-8 |
91
| 90
|
TYM24 |
92
| 87 |
82 |
99
| |
91
| 83 |
89 |
82 |
78 |
49 |
-90 |
-80 |
-39 |
-73 |
-88 |
-11 |
-22 |
42 |
39 |
80 |
79 |
77 |
88 |
-40 |
86 |
86 |
84 |
95
| 84 |
-53 |
-6 |
90 |
89 |
SFM24 |
86 |
82 |
78 |
89 |
91
| |
83 |
89 |
79 |
73 |
49 |
-89 |
-65 |
-34 |
-57 |
-79 |
-4 |
-13 |
48 |
44 |
70 |
48 |
53 |
68 |
-57 |
60 |
63 |
53 |
83 |
54 |
-45 |
27 |
82 |
72 |
EUM24 |
82 |
82 |
74 |
82 |
83 |
83 |
|
74 |
92
| 95
| 81 |
-98
| -66 |
-29 |
-58 |
-63 |
-1 |
-10 |
42 |
36 |
76 |
71 |
73 |
81 |
-30 |
57 |
59 |
64 |
77 |
64 |
-59 |
4 |
78 |
81 |
JYM24 |
81 |
84 |
82 |
88 |
89 |
89 |
74 |
|
71 |
67 |
40 |
-85 |
-54 |
-14 |
-45 |
-87 |
13 |
4 |
62 |
58 |
62 |
64 |
60 |
75 |
-58 |
84 |
86 |
77 |
92
| 78 |
-37 |
-0 |
89 |
88 |
CDM24 |
88 |
82 |
70 |
81 |
82 |
79 |
92
| 71 |
|
85 |
73 |
-92
| -68 |
-47 |
-65 |
-63 |
3 |
-8 |
41 |
33 |
83 |
79 |
81 |
87 |
-22 |
53 |
56 |
65 |
76 |
65 |
-48 |
7 |
82 |
81 |
BPM24 |
74 |
82 |
78 |
77 |
78 |
73 |
95
| 67 |
85 |
|
84 |
-92
| -61 |
-14 |
-55 |
-58 |
3 |
-5 |
40 |
37 |
69 |
67 |
67 |
74 |
-26 |
53 |
55 |
58 |
69 |
59 |
-69 |
-2 |
74 |
78 |
ADM24 |
49 |
57 |
50 |
46 |
49 |
49 |
81 |
40 |
73 |
84 |
|
-75 |
-38 |
1 |
-34 |
-16 |
-5 |
-7 |
16 |
12 |
50 |
61 |
60 |
61 |
19 |
30 |
31 |
45 |
42 |
41 |
-66 |
-19 |
41 |
53 |
DXM24 |
-87 |
-88 |
-81 |
-88 |
-90 |
-89 |
-98
| -85 |
-92
| -92
| -75 |
|
67 |
26 |
58 |
74 |
-3 |
7 |
-50 |
-44 |
-76 |
-72 |
-72 |
-83 |
39 |
-65 |
-68 |
-68 |
-85 |
-69 |
57 |
-5 |
-86 |
-87 |
GCM24 |
-81 |
-68 |
-62 |
-79 |
-80 |
-65 |
-66 |
-54 |
-68 |
-61 |
-38 |
67 |
|
66 |
97
| 70 |
47 |
57 |
-1 |
6 |
-82 |
-62 |
-65 |
-78 |
10 |
-50 |
-51 |
-50 |
-69 |
-51 |
60 |
-7 |
-65 |
-62 |
PLN24 |
-53 |
-24 |
-11 |
-36 |
-39 |
-34 |
-29 |
-14 |
-47 |
-14 |
1 |
26 |
66 |
|
70 |
33 |
36 |
45 |
16 |
23 |
-69 |
-37 |
-46 |
-48 |
7 |
-7 |
-9 |
-18 |
-30 |
-18 |
3 |
-28 |
-31 |
-21 |
SIN24 |
-78 |
-61 |
-54 |
-73 |
-73 |
-57 |
-58 |
-45 |
-65 |
-55 |
-34 |
58 |
97
| 70 |
|
62 |
54 |
63 |
11 |
17 |
-80 |
-63 |
-65 |
-74 |
-2 |
-45 |
-45 |
-50 |
-60 |
-50 |
59 |
-0 |
-58 |
-54 |
HGN24 |
-83 |
-85 |
-85 |
-89 |
-88 |
-79 |
-63 |
-87 |
-63 |
-58 |
-16 |
74 |
70 |
33 |
62 |
|
-6 |
4 |
-57 |
-54 |
-67 |
-66 |
-64 |
-78 |
64 |
-84 |
-86 |
-74 |
-90 |
-75 |
31 |
-6 |
-89 |
-86 |
CLM24 |
-11 |
14 |
16 |
-10 |
-11 |
-4 |
-1 |
13 |
3 |
3 |
-5 |
-3 |
47 |
36 |
54 |
-6 |
|
99
| 81 |
81 |
-24 |
4 |
1 |
-9 |
-32 |
4 |
8 |
7 |
3 |
12 |
46 |
-3 |
22 |
22 |
ITCON24 |
-22 |
4 |
8 |
-21 |
-22 |
-13 |
-10 |
4 |
-8 |
-5 |
-7 |
7 |
57 |
45 |
63 |
4 |
99
| |
75 |
76 |
-36 |
-7 |
-10 |
-21 |
-25 |
-6 |
-2 |
-3 |
-8 |
2 |
48 |
-5 |
10 |
11 |
HOM24 |
38 |
58 |
60 |
43 |
42 |
48 |
42 |
62 |
41 |
40 |
16 |
-50 |
-1 |
16 |
11 |
-57 |
81 |
75 |
|
98
| 32 |
44 |
44 |
48 |
-64 |
60 |
66 |
57 |
58 |
58 |
11 |
7 |
67 |
70 |
ITSM24 |
32 |
55 |
59 |
40 |
39 |
44 |
36 |
58 |
33 |
37 |
12 |
-44 |
6 |
23 |
17 |
-54 |
81 |
76 |
98
| |
22 |
38 |
36 |
39 |
-64 |
60 |
65 |
56 |
53 |
56 |
12 |
1 |
62 |
64 |
PILM24 |
88 |
74 |
63 |
79 |
80 |
70 |
76 |
62 |
83 |
69 |
50 |
-76 |
-82 |
-69 |
-80 |
-67 |
-24 |
-36 |
32 |
22 |
|
82 |
89 |
93
| -22 |
56 |
58 |
58 |
75 |
60 |
-46 |
21 |
77 |
72 |
DFM24 |
81 |
82 |
72 |
79 |
79 |
48 |
71 |
64 |
79 |
67 |
61 |
-72 |
-62 |
-37 |
-63 |
-66 |
5 |
-7 |
44 |
38 |
82 |
|
98
| 89 |
-5 |
70 |
71 |
80 |
77 |
80 |
-39 |
-26 |
85 |
86 |
FXM24 |
83 |
80 |
71 |
77 |
77 |
53 |
73 |
60 |
81 |
67 |
60 |
-72 |
-65 |
-46 |
-65 |
-64 |
2 |
-10 |
44 |
36 |
89 |
98
| |
92
| -8 |
64 |
66 |
74 |
75 |
74 |
-39 |
-11 |
82 |
82 |
SZM24 |
92
| 87 |
79 |
88 |
88 |
68 |
81 |
75 |
87 |
74 |
61 |
-83 |
-78 |
-48 |
-74 |
-78 |
-11 |
-21 |
48 |
39 |
93
| 89 |
92
| |
-22 |
72 |
74 |
72 |
87 |
75 |
-51 |
3 |
90
| 89 |
LQGM24 |
-34 |
-37 |
-44 |
-40 |
-40 |
-57 |
-30 |
-58 |
-22 |
-26 |
19 |
39 |
10 |
7 |
-2 |
64 |
-19 |
-25 |
-64 |
-64 |
-22 |
-5 |
-8 |
-22 |
|
-47 |
-52 |
-29 |
-50 |
-30 |
-8 |
-42 |
-50 |
-43 |
OBM24 |
71 |
77 |
77 |
88 |
86 |
60 |
57 |
84 |
53 |
53 |
30 |
-65 |
-50 |
-7 |
-45 |
-84 |
4 |
-6 |
60 |
60 |
56 |
70 |
64 |
72 |
-47 |
|
99
| 85 |
93
| 86 |
-36 |
-16 |
85 |
84 |
GBM24 |
72 |
79 |
79 |
88 |
86 |
63 |
59 |
86 |
56 |
55 |
31 |
-68 |
-51 |
-9 |
-45 |
-86 |
8 |
-2 |
66 |
65 |
58 |
71 |
66 |
74 |
-52 |
99
| |
87 |
93
| 88 |
-37 |
-12 |
87 |
86 |
EPM24 |
72 |
74 |
68 |
84 |
84 |
53 |
64 |
77 |
65 |
58 |
45 |
-68 |
-50 |
-18 |
-50 |
-74 |
8 |
-3 |
57 |
56 |
58 |
80 |
74 |
72 |
-29 |
85 |
87 |
|
84 |
100
| -42 |
-29 |
86 |
86 |
LFGM24 |
89 |
88 |
84 |
96
| 95
| 83 |
77 |
92
| 76 |
69 |
42 |
-85 |
-69 |
-30 |
-60 |
-90 |
-1 |
-8 |
58 |
53 |
75 |
77 |
75 |
87 |
-50 |
93
| 93
| 84 |
|
84 |
-39 |
-0 |
93
| 92
|
LELM24 |
71 |
75 |
71 |
84 |
84 |
54 |
64 |
78 |
65 |
59 |
41 |
-69 |
-51 |
-18 |
-50 |
-75 |
8 |
2 |
58 |
56 |
60 |
80 |
74 |
75 |
-30 |
86 |
88 |
100
| 84 |
|
-41 |
-28 |
86 |
87 |
CCN24 |
-44 |
-46 |
-48 |
-51 |
-53 |
-45 |
-59 |
-37 |
-48 |
-69 |
-66 |
57 |
60 |
3 |
59 |
31 |
40 |
48 |
11 |
12 |
-46 |
-39 |
-39 |
-51 |
-8 |
-36 |
-37 |
-42 |
-39 |
-41 |
|
16 |
-34 |
-41 |
LCCN24 |
10 |
-4 |
-6 |
-8 |
-6 |
27 |
4 |
-0 |
7 |
-2 |
-19 |
-5 |
-7 |
-28 |
-0 |
-6 |
-12 |
-5 |
7 |
1 |
21 |
-26 |
-11 |
3 |
-42 |
-16 |
-12 |
-29 |
-0 |
-28 |
16 |
|
-4 |
-12 |
SBN24 |
88 |
91
| 87 |
91
| 90 |
82 |
78 |
89 |
82 |
74 |
41 |
-86 |
-65 |
-31 |
-58 |
-89 |
15 |
10 |
67 |
62 |
77 |
85 |
82 |
90
| -50 |
85 |
87 |
86 |
93
| 86 |
-34 |
-4 |
|
99
|
LSBQ24 |
86 |
92
| 88 |
90
| 89 |
72 |
81 |
88 |
81 |
78 |
53 |
-87 |
-62 |
-21 |
-54 |
-86 |
17 |
11 |
70 |
64 |
72 |
86 |
82 |
89 |
-43 |
84 |
86 |
86 |
92
| 87 |
-41 |
-12 |
99
| |
|