|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 90 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 |
|
79 |
84 |
73 |
70 |
2 |
-5 |
-24 |
-3 |
-19 |
-4 |
23 |
-25 |
4 |
-8 |
-47 |
-16 |
-18 |
27 |
23 |
55 |
36 |
-46 |
-36 |
16 |
52 |
-57 |
-51 |
-36 |
-58 |
15 |
81 |
73 |
40 |
58 |
48 |
ESM24 |
79 |
|
93
| 62 |
94
| -47 |
-55 |
-73 |
-43 |
-64 |
-54 |
-14 |
-54 |
50 |
47 |
-29 |
39 |
34 |
74 |
71 |
74 |
80 |
-80 |
16 |
64 |
11 |
-78 |
-75 |
-66 |
-79 |
-10 |
59 |
59 |
81 |
31 |
75 |
NQM24 |
84 |
93
| |
63 |
87 |
-29 |
-34 |
-52 |
-31 |
-47 |
-38 |
3 |
-49 |
33 |
19 |
-42 |
11 |
5 |
53 |
50 |
73 |
62 |
-67 |
-6 |
38 |
37 |
-73 |
-71 |
-60 |
-76 |
-5 |
74 |
69 |
62 |
49 |
60 |
QRM24 |
73 |
62 |
63 |
|
47 |
21 |
9 |
-11 |
29 |
5 |
18 |
38 |
21 |
-22 |
7 |
6 |
4 |
-8 |
27 |
24 |
34 |
26 |
-30 |
-24 |
11 |
17 |
-39 |
-16 |
-2 |
-25 |
31 |
56 |
31 |
28 |
13 |
28 |
NKM24 |
70 |
94
| 87 |
47 |
|
-58 |
-64 |
-78 |
-53 |
-75 |
-67 |
-22 |
-68 |
60 |
45 |
-43 |
36 |
34 |
73 |
70 |
69 |
80 |
-79 |
18 |
66 |
6 |
-84 |
-87 |
-79 |
-88 |
-23 |
57 |
59 |
81 |
33 |
72 |
USM24 |
2 |
-47 |
-29 |
21 |
-58 |
|
98
| 89 |
89 |
94
| 92
| 77 |
77 |
-94
| -70 |
16 |
-67 |
-76 |
-76 |
-78 |
-43 |
-80 |
73 |
-73 |
-81 |
39 |
40 |
68 |
74 |
59 |
56 |
14 |
-12 |
-73 |
8 |
-60 |
TYM24 |
-5 |
-55 |
-34 |
9 |
-64 |
98
| |
94
| 86 |
95
| 92
| 76 |
74 |
-93
| -77 |
8 |
-74 |
-81 |
-82 |
-83 |
-45 |
-85 |
79 |
-75 |
-88 |
46 |
47 |
70 |
75 |
62 |
54 |
10 |
-14 |
-80 |
10 |
-69 |
SFM24 |
-24 |
-73 |
-52 |
-11 |
-78 |
89 |
94
| |
84 |
96
| 92
| 69 |
76 |
-91
| -81 |
13 |
-75 |
-78 |
-89 |
-90
| -56 |
-92
| 86 |
-69 |
-93
| 36 |
59 |
74 |
75 |
68 |
44 |
-2 |
-20 |
-87 |
8 |
-76 |
EUM24 |
-3 |
-43 |
-31 |
29 |
-53 |
89 |
86 |
84 |
|
89 |
90
| 87 |
90 |
-98
| -58 |
26 |
-52 |
-60 |
-65 |
-66 |
-44 |
-71 |
72 |
-67 |
-74 |
23 |
39 |
68 |
75 |
59 |
61 |
7 |
-19 |
-63 |
-3 |
-64 |
JYM24 |
-19 |
-64 |
-47 |
5 |
-75 |
94
| 95
| 96
| 89 |
|
94
| 71 |
83 |
-95
| -71 |
27 |
-64 |
-74 |
-81 |
-82 |
-50 |
-86 |
82 |
-67 |
-86 |
32 |
52 |
77 |
82 |
70 |
56 |
-0 |
-26 |
-82 |
-3 |
-71 |
CDM24 |
-4 |
-54 |
-38 |
18 |
-67 |
92
| 92
| 92
| 90
| 94
| |
75 |
86 |
-95
| -72 |
20 |
-66 |
-70 |
-75 |
-76 |
-43 |
-80 |
72 |
-67 |
-83 |
38 |
55 |
73 |
79 |
66 |
56 |
5 |
-16 |
-76 |
5 |
-62 |
BPM24 |
23 |
-14 |
3 |
38 |
-22 |
77 |
76 |
69 |
87 |
71 |
75 |
|
67 |
-86 |
-59 |
-0 |
-58 |
-63 |
-52 |
-55 |
-17 |
-53 |
52 |
-77 |
-69 |
44 |
10 |
38 |
46 |
26 |
51 |
36 |
15 |
-42 |
28 |
-47 |
ADM24 |
-25 |
-54 |
-49 |
21 |
-68 |
77 |
74 |
76 |
90 |
83 |
86 |
67 |
|
-87 |
-39 |
56 |
-30 |
-35 |
-57 |
-56 |
-54 |
-67 |
69 |
-40 |
-62 |
-3 |
60 |
82 |
85 |
78 |
50 |
-25 |
-45 |
-64 |
-31 |
-60 |
DXM24 |
4 |
50 |
33 |
-22 |
60 |
-94
| -93
| -91
| -98
| -95
| -95
| -86 |
-87 |
|
69 |
-22 |
63 |
71 |
74 |
76 |
44 |
79 |
-76 |
73 |
83 |
-33 |
-42 |
-70 |
-76 |
-60 |
-59 |
-11 |
15 |
71 |
-4 |
67 |
GCM24 |
-8 |
47 |
19 |
7 |
45 |
-70 |
-77 |
-81 |
-58 |
-71 |
-72 |
-59 |
-39 |
69 |
|
36 |
98
| 91
| 84 |
86 |
34 |
79 |
-60 |
86 |
91
| -66 |
-36 |
-35 |
-40 |
-32 |
-27 |
-33 |
-20 |
76 |
-47 |
55 |
PLN24 |
-47 |
-29 |
-42 |
6 |
-43 |
16 |
8 |
13 |
26 |
27 |
20 |
-0 |
56 |
-22 |
36 |
|
47 |
34 |
6 |
9 |
-25 |
-6 |
17 |
35 |
6 |
-51 |
30 |
52 |
50 |
53 |
17 |
-55 |
-66 |
-13 |
-71 |
-12 |
SIN24 |
-16 |
39 |
11 |
4 |
36 |
-67 |
-74 |
-75 |
-52 |
-64 |
-66 |
-58 |
-30 |
63 |
98
| 47 |
|
91
| 82 |
84 |
33 |
75 |
-56 |
88 |
87 |
-68 |
-30 |
-27 |
-32 |
-25 |
-22 |
-38 |
-28 |
71 |
-54 |
49 |
HGN24 |
-18 |
34 |
5 |
-8 |
34 |
-76 |
-81 |
-78 |
-60 |
-74 |
-70 |
-63 |
-35 |
71 |
91
| 34 |
91
| |
76 |
78 |
19 |
71 |
-58 |
87 |
84 |
-71 |
-17 |
-28 |
-36 |
-19 |
-43 |
-47 |
-20 |
68 |
-41 |
52 |
CLM24 |
27 |
74 |
53 |
27 |
73 |
-76 |
-82 |
-89 |
-65 |
-81 |
-75 |
-52 |
-57 |
74 |
84 |
6 |
82 |
76 |
|
100
| 73 |
98
| -79 |
68 |
92
| -30 |
-57 |
-61 |
-58 |
-63 |
-16 |
7 |
11 |
89 |
-19 |
67 |
CBN24 |
23 |
71 |
50 |
24 |
70 |
-78 |
-83 |
-90
| -66 |
-82 |
-76 |
-55 |
-56 |
76 |
86 |
9 |
84 |
78 |
100
| |
71 |
97
| -79 |
71 |
93
| -33 |
-54 |
-59 |
-57 |
-60 |
-18 |
2 |
7 |
88 |
-22 |
66 |
HOM24 |
55 |
74 |
73 |
34 |
69 |
-43 |
-45 |
-56 |
-44 |
-50 |
-43 |
-17 |
-54 |
44 |
34 |
-25 |
33 |
19 |
73 |
71 |
|
77 |
-67 |
19 |
51 |
32 |
-64 |
-62 |
-51 |
-72 |
16 |
53 |
45 |
66 |
24 |
53 |
RBM24 |
36 |
80 |
62 |
26 |
80 |
-80 |
-85 |
-92
| -71 |
-86 |
-80 |
-53 |
-67 |
79 |
79 |
-6 |
75 |
71 |
98
| 97
| 77 |
|
-86 |
62 |
91
| -23 |
-64 |
-69 |
-66 |
-70 |
-20 |
17 |
27 |
89 |
-3 |
72 |
NGM24 |
-46 |
-80 |
-67 |
-30 |
-79 |
73 |
79 |
86 |
72 |
82 |
72 |
52 |
69 |
-76 |
-60 |
17 |
-56 |
-58 |
-79 |
-79 |
-67 |
-86 |
|
-51 |
-78 |
11 |
66 |
75 |
71 |
71 |
36 |
-29 |
-48 |
-80 |
-21 |
-86 |
KCN24 |
-36 |
16 |
-6 |
-24 |
18 |
-73 |
-75 |
-69 |
-67 |
-67 |
-67 |
-77 |
-40 |
73 |
86 |
35 |
88 |
87 |
68 |
71 |
19 |
62 |
-51 |
|
79 |
-66 |
-8 |
-24 |
-34 |
-16 |
-44 |
-52 |
-32 |
57 |
-48 |
43 |
CCN24 |
16 |
64 |
38 |
11 |
66 |
-81 |
-88 |
-93
| -74 |
-86 |
-83 |
-69 |
-62 |
83 |
91
| 6 |
87 |
84 |
92
| 93
| 51 |
91
| -78 |
79 |
|
-47 |
-50 |
-58 |
-59 |
-55 |
-29 |
-10 |
2 |
86 |
-26 |
69 |
SBN24 |
52 |
11 |
37 |
17 |
6 |
39 |
46 |
36 |
23 |
32 |
38 |
44 |
-3 |
-33 |
-66 |
-51 |
-68 |
-71 |
-30 |
-33 |
32 |
-23 |
11 |
-66 |
-47 |
|
-8 |
-8 |
5 |
-16 |
39 |
66 |
45 |
-23 |
56 |
-16 |
W_N24 |
-57 |
-78 |
-73 |
-39 |
-84 |
40 |
47 |
59 |
39 |
52 |
55 |
10 |
60 |
-42 |
-36 |
30 |
-30 |
-17 |
-57 |
-54 |
-64 |
-64 |
66 |
-8 |
-50 |
-8 |
|
81 |
72 |
85 |
11 |
-63 |
-59 |
-68 |
-35 |
-62 |
C_N24 |
-51 |
-75 |
-71 |
-16 |
-87 |
68 |
70 |
74 |
68 |
77 |
73 |
38 |
82 |
-70 |
-35 |
52 |
-27 |
-28 |
-61 |
-59 |
-62 |
-69 |
75 |
-24 |
-58 |
-8 |
81 |
|
95
| 95
| 46 |
-52 |
-60 |
-75 |
-41 |
-72 |
S_N24 |
-36 |
-66 |
-60 |
-2 |
-79 |
74 |
75 |
75 |
75 |
82 |
79 |
46 |
85 |
-76 |
-40 |
50 |
-32 |
-36 |
-58 |
-57 |
-51 |
-66 |
71 |
-34 |
-59 |
5 |
72 |
95
| |
92
| 63 |
-39 |
-54 |
-75 |
-38 |
-72 |
SMN24 |
-58 |
-79 |
-76 |
-25 |
-88 |
59 |
62 |
68 |
59 |
70 |
66 |
26 |
78 |
-60 |
-32 |
53 |
-25 |
-19 |
-63 |
-60 |
-72 |
-70 |
71 |
-16 |
-55 |
-16 |
85 |
95
| 92
| |
27 |
-63 |
-63 |
-76 |
-42 |
-67 |
BON24 |
15 |
-10 |
-5 |
31 |
-23 |
56 |
54 |
44 |
61 |
56 |
56 |
51 |
50 |
-59 |
-27 |
17 |
-22 |
-43 |
-16 |
-18 |
16 |
-20 |
36 |
-44 |
-29 |
39 |
11 |
46 |
63 |
27 |
|
18 |
-20 |
-33 |
-18 |
-48 |
CTN24 |
81 |
59 |
74 |
56 |
57 |
14 |
10 |
-2 |
7 |
-0 |
5 |
36 |
-25 |
-11 |
-33 |
-55 |
-38 |
-47 |
7 |
2 |
53 |
17 |
-29 |
-52 |
-10 |
66 |
-63 |
-52 |
-39 |
-63 |
18 |
|
77 |
23 |
70 |
31 |
LCM24 |
73 |
59 |
69 |
31 |
59 |
-12 |
-14 |
-20 |
-19 |
-26 |
-16 |
15 |
-45 |
15 |
-20 |
-66 |
-28 |
-20 |
11 |
7 |
45 |
27 |
-48 |
-32 |
2 |
45 |
-59 |
-60 |
-54 |
-63 |
-20 |
77 |
|
31 |
93
| 51 |
HEM24 |
40 |
81 |
62 |
28 |
81 |
-73 |
-80 |
-87 |
-63 |
-82 |
-76 |
-42 |
-64 |
71 |
76 |
-13 |
71 |
68 |
89 |
88 |
66 |
89 |
-80 |
57 |
86 |
-23 |
-68 |
-75 |
-75 |
-76 |
-33 |
23 |
31 |
|
4 |
76 |
FCQ24 |
58 |
31 |
49 |
13 |
33 |
8 |
10 |
8 |
-3 |
-3 |
5 |
28 |
-31 |
-4 |
-47 |
-71 |
-54 |
-41 |
-19 |
-22 |
24 |
-3 |
-21 |
-48 |
-26 |
56 |
-35 |
-41 |
-38 |
-42 |
-18 |
70 |
93
| 4 |
|
26 |
JON24 |
48 |
75 |
60 |
28 |
72 |
-60 |
-69 |
-76 |
-64 |
-71 |
-62 |
-47 |
-60 |
67 |
55 |
-12 |
49 |
52 |
67 |
66 |
53 |
72 |
-86 |
43 |
69 |
-16 |
-62 |
-72 |
-72 |
-67 |
-48 |
31 |
51 |
76 |
26 |
|
|