|
MRCI's Inter-Market Correlations |
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 |
|
|