|
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 60 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 |
|
74 |
82 |
78 |
75 |
53 |
74 |
64 |
74 |
67 |
51 |
-73 |
-55 |
-51 |
-59 |
-63 |
-29 |
-34 |
26 |
17 |
24 |
19 |
18 |
45 |
-38 |
57 |
52 |
27 |
80 |
27 |
-43 |
34 |
73 |
66 |
ESM24 |
74 |
|
84 |
46 |
37 |
1 |
54 |
25 |
30 |
51 |
50 |
-43 |
7 |
8 |
2 |
-13 |
30 |
26 |
42 |
47 |
71 |
74 |
73 |
80 |
13 |
25 |
10 |
-28 |
73 |
-27 |
10 |
-7 |
31 |
34 |
NQM24 |
82 |
84 |
|
74 |
69 |
44 |
68 |
60 |
58 |
68 |
51 |
-68 |
-37 |
-19 |
-40 |
-58 |
-12 |
-16 |
42 |
39 |
25 |
28 |
26 |
44 |
-35 |
59 |
50 |
14 |
78 |
15 |
-36 |
22 |
61 |
57 |
USM24 |
78 |
46 |
74 |
|
99
| 80 |
84 |
90
| 84 |
83 |
54 |
-90
| -68 |
-49 |
-72 |
-84 |
-59 |
-63 |
16 |
5 |
-13 |
-14 |
-17 |
18 |
-66 |
88 |
84 |
56 |
87 |
56 |
-71 |
49 |
75 |
60 |
TYM24 |
75 |
37 |
69 |
99
| |
85 |
81 |
92
| 88 |
80 |
52 |
-90 |
-75 |
-55 |
-79 |
-88 |
-65 |
-69 |
16 |
3 |
-25 |
-26 |
-29 |
7 |
-72 |
89 |
88 |
66 |
81 |
67 |
-78 |
52 |
79 |
65 |
SFM24 |
53 |
1 |
44 |
80 |
85 |
|
72 |
92
| 87 |
72 |
42 |
-86 |
-89 |
-61 |
-87 |
-90 |
-82 |
-84 |
6 |
-13 |
-50 |
-60 |
-59 |
-23 |
-90 |
70 |
75 |
69 |
50 |
69 |
-93
| 77 |
73 |
54 |
EUM24 |
74 |
54 |
68 |
84 |
81 |
72 |
|
80 |
83 |
97
| 81 |
-97
| -54 |
-33 |
-56 |
-61 |
-43 |
-48 |
15 |
5 |
19 |
9 |
11 |
45 |
-49 |
56 |
48 |
20 |
77 |
21 |
-63 |
54 |
59 |
44 |
JYM24 |
64 |
25 |
60 |
90
| 92
| 92
| 80 |
|
87 |
80 |
51 |
-92
| -75 |
-44 |
-75 |
-88 |
-65 |
-69 |
23 |
7 |
-32 |
-38 |
-39 |
1 |
-82 |
82 |
83 |
65 |
72 |
65 |
-81 |
65 |
79 |
62 |
CDM24 |
74 |
30 |
58 |
84 |
88 |
87 |
83 |
87 |
|
81 |
66 |
-90
| -78 |
-57 |
-78 |
-80 |
-62 |
-65 |
21 |
2 |
-25 |
-32 |
-31 |
5 |
-67 |
69 |
72 |
64 |
64 |
65 |
-78 |
58 |
82 |
69 |
BPM24 |
67 |
51 |
68 |
83 |
80 |
72 |
97
| 80 |
81 |
|
81 |
-95
| -53 |
-28 |
-55 |
-60 |
-44 |
-48 |
15 |
5 |
14 |
5 |
7 |
41 |
-50 |
56 |
49 |
22 |
72 |
23 |
-66 |
54 |
56 |
42 |
ADM24 |
51 |
50 |
51 |
54 |
52 |
42 |
81 |
51 |
66 |
81 |
|
-73 |
-25 |
2 |
-26 |
-23 |
-22 |
-24 |
5 |
-1 |
23 |
19 |
21 |
48 |
-8 |
37 |
30 |
12 |
53 |
10 |
-42 |
19 |
33 |
28 |
DXM24 |
-73 |
-43 |
-68 |
-90
| -90 |
-86 |
-97
| -92
| -90
| -95
| -73 |
|
68 |
41 |
69 |
76 |
56 |
61 |
-17 |
-4 |
3 |
13 |
11 |
-27 |
66 |
-68 |
-64 |
-40 |
-76 |
-40 |
76 |
-63 |
-70 |
-53 |
GCM24 |
-55 |
7 |
-37 |
-68 |
-75 |
-89 |
-54 |
-75 |
-78 |
-53 |
-25 |
68 |
|
77 |
98
| 90 |
85 |
87 |
3 |
22 |
55 |
65 |
64 |
33 |
82 |
-59 |
-67 |
-70 |
-34 |
-71 |
91
| -64 |
-76 |
-61 |
PLN24 |
-51 |
8 |
-19 |
-49 |
-55 |
-61 |
-33 |
-44 |
-57 |
-28 |
2 |
41 |
77 |
|
81 |
67 |
64 |
67 |
12 |
27 |
36 |
43 |
43 |
29 |
60 |
-31 |
-39 |
-47 |
-21 |
-48 |
58 |
-51 |
-53 |
-40 |
SIN24 |
-59 |
2 |
-40 |
-72 |
-79 |
-87 |
-56 |
-75 |
-78 |
-55 |
-26 |
69 |
98
| 81 |
|
89 |
87 |
90 |
11 |
29 |
51 |
59 |
59 |
28 |
78 |
-61 |
-67 |
-69 |
-38 |
-69 |
90 |
-61 |
-74 |
-57 |
HGN24 |
-63 |
-13 |
-58 |
-84 |
-88 |
-90 |
-61 |
-88 |
-80 |
-60 |
-23 |
76 |
90 |
67 |
89 |
|
72 |
76 |
-19 |
-3 |
51 |
54 |
56 |
24 |
90
| -80 |
-85 |
-73 |
-58 |
-74 |
84 |
-61 |
-84 |
-69 |
CLM24 |
-29 |
30 |
-12 |
-59 |
-65 |
-82 |
-43 |
-65 |
-62 |
-44 |
-22 |
56 |
85 |
64 |
87 |
72 |
|
100
| 44 |
60 |
64 |
73 |
72 |
43 |
70 |
-55 |
-62 |
-68 |
-20 |
-66 |
88 |
-60 |
-44 |
-26 |
ITCON24 |
-34 |
26 |
-16 |
-63 |
-69 |
-84 |
-48 |
-69 |
-65 |
-48 |
-24 |
61 |
87 |
67 |
90 |
76 |
100
| |
41 |
56 |
61 |
70 |
70 |
40 |
73 |
-57 |
-63 |
-67 |
-24 |
-66 |
90 |
-63 |
-48 |
-30 |
HOM24 |
26 |
42 |
42 |
16 |
16 |
6 |
15 |
23 |
21 |
15 |
5 |
-17 |
3 |
12 |
11 |
-19 |
44 |
41 |
|
95
| 17 |
22 |
21 |
21 |
-20 |
17 |
20 |
9 |
34 |
13 |
10 |
2 |
47 |
58 |
ITSM24 |
17 |
47 |
39 |
5 |
3 |
-13 |
5 |
7 |
2 |
5 |
-1 |
-4 |
22 |
27 |
29 |
-3 |
60 |
56 |
95
| |
31 |
38 |
37 |
31 |
-4 |
7 |
5 |
-11 |
30 |
-7 |
28 |
-13 |
30 |
42 |
PILM24 |
24 |
71 |
25 |
-13 |
-25 |
-50 |
19 |
-32 |
-25 |
14 |
23 |
3 |
55 |
36 |
51 |
51 |
64 |
61 |
17 |
31 |
|
95
| 98
| 91
| 63 |
-34 |
-51 |
-78 |
27 |
-75 |
58 |
-26 |
-32 |
-28 |
DFM24 |
19 |
74 |
29 |
-14 |
-26 |
-60 |
9 |
-38 |
-32 |
5 |
19 |
13 |
65 |
43 |
59 |
54 |
74 |
70 |
22 |
38 |
95
| |
99
| 86 |
71 |
-28 |
-45 |
-72 |
28 |
-69 |
65 |
-48 |
-34 |
-24 |
FXM24 |
18 |
73 |
27 |
-17 |
-29 |
-59 |
11 |
-39 |
-31 |
7 |
21 |
11 |
64 |
43 |
59 |
56 |
75 |
70 |
21 |
37 |
98
| 99
| |
87 |
70 |
-33 |
-50 |
-77 |
25 |
-74 |
65 |
-41 |
-36 |
-28 |
SZM24 |
45 |
80 |
45 |
18 |
7 |
-23 |
45 |
1 |
5 |
41 |
48 |
-27 |
33 |
29 |
28 |
24 |
46 |
40 |
21 |
31 |
91
| 86 |
87 |
|
43 |
-1 |
-19 |
-53 |
55 |
-51 |
32 |
-12 |
-4 |
-4 |
LQGM24 |
-38 |
13 |
-35 |
-66 |
-72 |
-90 |
-49 |
-82 |
-67 |
-50 |
-8 |
66 |
82 |
60 |
78 |
90
| 75 |
73 |
-20 |
-4 |
63 |
71 |
70 |
43 |
|
-64 |
-71 |
-67 |
-35 |
-67 |
81 |
-76 |
-71 |
-52 |
OBM24 |
57 |
25 |
56 |
88 |
89 |
70 |
56 |
82 |
69 |
56 |
37 |
-68 |
-59 |
-31 |
-61 |
-80 |
-57 |
-57 |
17 |
7 |
-34 |
-28 |
-33 |
-1 |
-64 |
|
97
| 71 |
80 |
71 |
-63 |
28 |
74 |
65 |
GBM24 |
52 |
10 |
46 |
84 |
88 |
75 |
48 |
83 |
72 |
49 |
30 |
-64 |
-67 |
-39 |
-67 |
-85 |
-64 |
-63 |
20 |
5 |
-51 |
-45 |
-50 |
-19 |
-71 |
97
| |
85 |
68 |
85 |
-69 |
32 |
80 |
72 |
EPM24 |
27 |
-28 |
11 |
56 |
66 |
69 |
20 |
65 |
64 |
22 |
12 |
-40 |
-70 |
-47 |
-69 |
-73 |
-71 |
-67 |
9 |
-11 |
-78 |
-72 |
-77 |
-53 |
-67 |
71 |
85 |
|
27 |
100
| -69 |
26 |
74 |
71 |
LFGM24 |
80 |
73 |
78 |
87 |
81 |
50 |
77 |
72 |
64 |
72 |
53 |
-76 |
-34 |
-21 |
-38 |
-58 |
-21 |
-24 |
34 |
30 |
27 |
28 |
25 |
55 |
-35 |
80 |
68 |
27 |
|
28 |
-35 |
26 |
63 |
54 |
LELM24 |
27 |
-27 |
15 |
56 |
67 |
69 |
21 |
65 |
65 |
23 |
10 |
-40 |
-71 |
-48 |
-69 |
-74 |
-68 |
-66 |
13 |
-7 |
-75 |
-69 |
-74 |
-51 |
-67 |
71 |
85 |
100
| 28 |
|
-69 |
27 |
75 |
72 |
CCN24 |
-43 |
10 |
-36 |
-71 |
-78 |
-93
| -63 |
-81 |
-78 |
-66 |
-42 |
76 |
91
| 58 |
90 |
84 |
89 |
90 |
10 |
28 |
58 |
65 |
65 |
32 |
81 |
-63 |
-69 |
-69 |
-35 |
-69 |
|
-65 |
-64 |
-47 |
LCCN24 |
34 |
-7 |
21 |
49 |
52 |
77 |
54 |
65 |
58 |
54 |
19 |
-63 |
-64 |
-51 |
-61 |
-61 |
-63 |
-63 |
2 |
-13 |
-26 |
-48 |
-41 |
-12 |
-76 |
28 |
32 |
26 |
26 |
27 |
-65 |
|
41 |
18 |
SBN24 |
73 |
31 |
61 |
75 |
79 |
73 |
59 |
79 |
82 |
56 |
33 |
-70 |
-76 |
-53 |
-74 |
-84 |
-47 |
-48 |
47 |
30 |
-32 |
-34 |
-36 |
-4 |
-71 |
74 |
80 |
74 |
63 |
75 |
-64 |
41 |
|
95
|
LSBQ24 |
66 |
34 |
57 |
60 |
65 |
54 |
44 |
62 |
69 |
42 |
28 |
-53 |
-61 |
-40 |
-57 |
-69 |
-28 |
-30 |
58 |
42 |
-28 |
-24 |
-28 |
-4 |
-52 |
65 |
72 |
71 |
54 |
72 |
-47 |
18 |
95
| |
|