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MRCI's Inter-Market Correlations

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MRCI's Inter-Market Correlations(prev 60 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   74 82 85 62 78 75 53 74 64 74 67 51 -73 -55 -51 -59 -63 -29 -34 26 -27 36 -80 -43 73 -32 -4 42 -29 61 76 57 -21 48 -28
ESM24 74   84 84 86 46 37 1 54 25 30 51 50 -43 7 8 2 -13 30 26 42 31 9 -37 10 31 -43 9 45 -22 65 42 8 31 -7 -9
NQM24 82 84   86 72 74 69 44 68 60 58 68 51 -68 -37 -19 -40 -58 -12 -16 42 -10 36 -66 -36 61 -44 -5 34 -37 61 72 38 -11 28 -27
QRM24 85 84 86   76 72 66 35 73 53 60 69 62 -68 -29 -19 -34 -45 -8 -13 26 -11 27 -64 -29 52 -43 1 35 -28 54 66 35 3 23 -25
NKM24 62 86 72 76   35 25 -6 43 10 13 38 30 -31 4 1 1 -11 29 23 25 25 11 -33 11 16 -51 -21 11 -37 39 40 7 31 -6 3
USM24 78 46 74 72 35   99 80 84 90 84 83 54 -90 -68 -49 -72 -84 -59 -63 16 -59 55 -87 -71 75 -47 -1 31 -31 49 84 71 -43 65 -39
TYM24 75 37 69 66 25 99   85 81 92 88 80 52 -90 -75 -55 -79 -88 -65 -69 16 -65 54 -88 -78 79 -39 -0 32 -28 47 84 74 -53 70 -42
SFM24 53 1 44 35 -6 80 85   72 92 87 72 42 -86 -89 -61 -87 -90 -82 -84 6 -80 60 -84 -93 73 -27 -15 8 -33 25 81 86 -66 88 -43
EUM24 74 54 68 73 43 84 81 72   80 83 97 81 -97 -54 -33 -56 -61 -43 -48 15 -44 51 -80 -63 59 -46 -1 30 -30 48 76 70 -17 63 -32
JYM24 64 25 60 53 10 90 92 92 80   87 80 51 -92 -75 -44 -75 -88 -65 -69 23 -65 55 -85 -81 79 -45 -6 26 -35 47 86 75 -49 72 -44
CDM24 74 30 58 60 13 84 88 87 83 87   81 66 -90 -78 -57 -78 -80 -62 -65 21 -62 45 -85 -78 82 -21 -1 33 -25 48 79 77 -48 75 -37
BPM24 67 51 68 69 38 83 80 72 97 80 81   81 -95 -53 -28 -55 -60 -44 -48 15 -44 49 -79 -66 56 -45 2 30 -26 44 73 69 -23 63 -35
ADM24 51 50 51 62 30 54 52 42 81 51 66 81   -73 -25 2 -26 -23 -22 -24 5 -26 23 -51 -42 33 -15 17 39 7 29 37 38 -2 32 -8
DXM24 -73 -43 -68 -68 -31 -90 -90 -86 -97 -92 -90 -95 -73   68 41 69 76 56 61 -17 57 -56 87 76 -70 46 5 -28 33 -48 -84 -78 34 -72 39
GCM24 -55 7 -37 -29 4 -68 -75 -89 -54 -75 -78 -53 -25 68   77 98 90 85 87 3 81 -47 86 91 -76 6 21 -5 25 -15 -75 -81 79 -85 36
PLN24 -51 8 -19 -19 1 -49 -55 -61 -33 -44 -57 -28 2 41 77   81 67 64 67 12 61 -44 61 58 -53 -12 14 1 21 -9 -54 -68 55 -74 34
SIN24 -59 2 -40 -34 1 -72 -79 -87 -56 -75 -78 -55 -26 69 98 81   89 87 90 11 84 -53 87 90 -74 3 16 -6 22 -13 -75 -81 78 -85 36
HGN24 -63 -13 -58 -45 -11 -84 -88 -90 -61 -88 -80 -60 -23 76 90 67 89   72 76 -19 71 -53 85 84 -84 32 23 -9 44 -36 -87 -73 66 -73 45
CLM24 -29 30 -12 -8 29 -59 -65 -82 -43 -65 -62 -44 -22 56 85 64 87 72   100 44 97 -51 68 88 -44 -2 9 5 -2 19 -48 -76 81 -82 25
CBN24 -34 26 -16 -13 23 -63 -69 -84 -48 -69 -65 -48 -24 61 87 67 90 76 100   41 97 -54 73 90 -48 3 11 5 4 15 -54 -78 79 -84 27
HOM24 26 42 42 26 25 16 16 6 15 23 21 15 5 -17 3 12 11 -19 44 41   47 -12 -8 10 47 -28 4 36 -41 80 32 -7 19 -14 -31
RBM24 -27 31 -10 -11 25 -59 -65 -80 -44 -65 -62 -44 -26 57 81 61 84 71 97 97 47   -55 65 86 -43 0 18 15 4 25 -48 -67 72 -75 17
NGM24 36 9 36 27 11 55 54 60 51 55 45 49 23 -56 -47 -44 -53 -53 -51 -54 -12 -55   -53 -58 32 -15 -18 -20 -28 -5 51 50 -26 54 -23
KCN24 -80 -37 -66 -64 -33 -87 -88 -84 -80 -85 -85 -79 -51 87 86 61 87 85 68 73 -8 65 -53   82 -78 32 8 -28 28 -40 -86 -82 57 -78 35
CCN24 -43 10 -36 -29 11 -71 -78 -93 -63 -81 -78 -66 -42 76 91 58 90 84 88 90 10 86 -58 82   -64 12 12 -2 18 -5 -69 -79 76 -83 38
SBN24 73 31 61 52 16 75 79 73 59 79 82 56 33 -70 -76 -53 -74 -84 -44 -48 47 -43 32 -78 -64   -23 -10 35 -40 65 82 55 -50 53 -40
W_N24 -32 -43 -44 -43 -51 -47 -39 -27 -46 -45 -21 -45 -15 46 6 -12 3 32 -2 3 -28 0 -15 32 12 -23   36 3 57 -40 -52 -26 -12 -13 13
C_N24 -4 9 -5 1 -21 -1 -0 -15 -1 -6 -1 2 17 5 21 14 16 23 9 11 4 18 -18 8 12 -10 36   73 70 24 -27 -2 -4 -7 -22
S_N24 42 45 34 35 11 31 32 8 30 26 33 30 39 -28 -5 1 -6 -9 5 5 36 15 -20 -28 -2 35 3 73   48 68 10 17 -13 7 -27
SMN24 -29 -22 -37 -28 -37 -31 -28 -33 -30 -35 -25 -26 7 33 25 21 22 44 -2 4 -41 4 -28 28 18 -40 57 70 48   -29 -62 -18 -13 -17 11
BON24 61 65 61 54 39 49 47 25 48 47 48 44 29 -48 -15 -9 -13 -36 19 15 80 25 -5 -40 -5 65 -40 24 68 -29   54 23 6 11 -37
CTN24 76 42 72 66 40 84 84 81 76 86 79 73 37 -84 -75 -54 -75 -87 -48 -54 32 -48 51 -86 -69 82 -52 -27 10 -62 54   71 -37 66 -41
LCM24 57 8 38 35 7 71 74 86 70 75 77 69 38 -78 -81 -68 -81 -73 -76 -78 -7 -67 50 -82 -79 55 -26 -2 17 -18 23 71   -62 97 -39
HEM24 -21 31 -11 3 31 -43 -53 -66 -17 -49 -48 -23 -2 34 79 55 78 66 81 79 19 72 -26 57 76 -50 -12 -4 -13 -13 6 -37 -62   -66 28
FCQ24 48 -7 28 23 -6 65 70 88 63 72 75 63 32 -72 -85 -74 -85 -73 -82 -84 -14 -75 54 -78 -83 53 -13 -7 7 -17 11 66 97 -66   -38
JON24 -28 -9 -27 -25 3 -39 -42 -43 -32 -44 -37 -35 -8 39 36 34 36 45 25 27 -31 17 -23 35 38 -40 13 -22 -27 11 -37 -41 -39 28 -38  
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