|
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 90 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 |
|
79 |
84 |
2 |
-5 |
-24 |
-3 |
-19 |
-4 |
23 |
-25 |
4 |
-8 |
-47 |
-16 |
-18 |
27 |
23 |
55 |
56 |
60 |
56 |
61 |
65 |
2 |
-27 |
-33 |
-49 |
0 |
-49 |
16 |
27 |
52 |
41 |
ESM24 |
79 |
|
93
| -47 |
-55 |
-73 |
-43 |
-64 |
-54 |
-14 |
-54 |
50 |
47 |
-29 |
39 |
34 |
74 |
71 |
74 |
83 |
90 |
90 |
93
| 84 |
45 |
-66 |
-73 |
-85 |
-38 |
-85 |
64 |
-4 |
11 |
6 |
NQM24 |
84 |
93
| |
-29 |
-34 |
-52 |
-31 |
-47 |
-38 |
3 |
-49 |
33 |
19 |
-42 |
11 |
5 |
53 |
50 |
73 |
77 |
70 |
69 |
75 |
67 |
14 |
-52 |
-58 |
-72 |
-30 |
-72 |
38 |
13 |
37 |
31 |
USM24 |
2 |
-47 |
-29 |
|
98
| 89 |
89 |
94
| 92
| 77 |
77 |
-94
| -70 |
16 |
-67 |
-76 |
-76 |
-78 |
-43 |
-53 |
-57 |
-57 |
-63 |
-37 |
-61 |
92
| 90 |
80 |
91
| 80 |
-81 |
33 |
39 |
31 |
TYM24 |
-5 |
-55 |
-34 |
98
| |
94
| 86 |
95
| 92
| 76 |
74 |
-93
| -77 |
8 |
-74 |
-81 |
-82 |
-83 |
-45 |
-58 |
-69 |
-68 |
-73 |
-46 |
-70 |
92
| 92
| 85 |
85 |
85 |
-88 |
34 |
46 |
40 |
SFM24 |
-24 |
-73 |
-52 |
89 |
94
| |
84 |
96
| 92
| 69 |
76 |
-91
| -81 |
13 |
-75 |
-78 |
-89 |
-90
| -56 |
-70 |
-81 |
-83 |
-86 |
-62 |
-75 |
88 |
91
| 90 |
75 |
90 |
-93
| 43 |
36 |
30 |
EUM24 |
-3 |
-43 |
-31 |
89 |
86 |
84 |
|
89 |
90
| 87 |
90 |
-98
| -58 |
26 |
-52 |
-60 |
-65 |
-66 |
-44 |
-53 |
-45 |
-46 |
-54 |
-23 |
-49 |
80 |
77 |
71 |
86 |
71 |
-74 |
35 |
23 |
16 |
JYM24 |
-19 |
-64 |
-47 |
94
| 95
| 96
| 89 |
|
94
| 71 |
83 |
-95
| -71 |
27 |
-64 |
-74 |
-81 |
-82 |
-50 |
-63 |
-71 |
-73 |
-78 |
-52 |
-66 |
94
| 94
| 90 |
87 |
90 |
-86 |
36 |
32 |
26 |
CDM24 |
-4 |
-54 |
-38 |
92
| 92
| 92
| 90
| 94
| |
75 |
86 |
-95
| -72 |
20 |
-66 |
-70 |
-75 |
-76 |
-43 |
-56 |
-62 |
-65 |
-68 |
-44 |
-59 |
88 |
89 |
84 |
84 |
84 |
-83 |
36 |
38 |
32 |
BPM24 |
23 |
-14 |
3 |
77 |
76 |
69 |
87 |
71 |
75 |
|
67 |
-86 |
-59 |
-0 |
-58 |
-63 |
-52 |
-55 |
-17 |
-28 |
-26 |
-27 |
-32 |
1 |
-53 |
56 |
52 |
43 |
65 |
43 |
-69 |
48 |
44 |
33 |
ADM24 |
-25 |
-54 |
-49 |
77 |
74 |
76 |
90 |
83 |
86 |
67 |
|
-87 |
-39 |
56 |
-30 |
-35 |
-57 |
-56 |
-54 |
-60 |
-48 |
-47 |
-57 |
-32 |
-21 |
82 |
80 |
79 |
83 |
79 |
-62 |
7 |
-3 |
-5 |
DXM24 |
4 |
50 |
33 |
-94
| -93
| -91
| -98
| -95
| -95
| -86 |
-87 |
|
69 |
-22 |
63 |
71 |
74 |
76 |
44 |
56 |
57 |
58 |
64 |
34 |
61 |
-86 |
-84 |
-78 |
-87 |
-79 |
83 |
-40 |
-33 |
-24 |
GCM24 |
-8 |
47 |
19 |
-70 |
-77 |
-81 |
-58 |
-71 |
-72 |
-59 |
-39 |
69 |
|
36 |
98
| 91
| 84 |
86 |
34 |
50 |
68 |
74 |
69 |
53 |
85 |
-58 |
-63 |
-61 |
-43 |
-61 |
91
| -56 |
-66 |
-57 |
PLN24 |
-47 |
-29 |
-42 |
16 |
8 |
13 |
26 |
27 |
20 |
-0 |
56 |
-22 |
36 |
|
47 |
34 |
6 |
9 |
-25 |
-19 |
-6 |
-4 |
-13 |
-8 |
39 |
40 |
36 |
36 |
40 |
36 |
6 |
-39 |
-51 |
-46 |
SIN24 |
-16 |
39 |
11 |
-67 |
-74 |
-75 |
-52 |
-64 |
-66 |
-58 |
-30 |
63 |
98
| 47 |
|
91
| 82 |
84 |
33 |
48 |
62 |
66 |
62 |
45 |
82 |
-50 |
-55 |
-51 |
-38 |
-51 |
87 |
-55 |
-68 |
-57 |
HGN24 |
-18 |
34 |
5 |
-76 |
-81 |
-78 |
-60 |
-74 |
-70 |
-63 |
-35 |
71 |
91
| 34 |
91
| |
76 |
78 |
19 |
35 |
62 |
65 |
61 |
44 |
90 |
-62 |
-64 |
-55 |
-53 |
-55 |
84 |
-55 |
-71 |
-60 |
CLM24 |
27 |
74 |
53 |
-76 |
-82 |
-89 |
-65 |
-81 |
-75 |
-52 |
-57 |
74 |
84 |
6 |
82 |
76 |
|
100
| 73 |
83 |
84 |
87 |
86 |
69 |
73 |
-74 |
-79 |
-79 |
-55 |
-78 |
92
| -40 |
-30 |
-23 |
ITCON24 |
23 |
71 |
50 |
-78 |
-83 |
-90
| -66 |
-82 |
-76 |
-55 |
-56 |
76 |
86 |
9 |
84 |
78 |
100
| |
71 |
81 |
82 |
86 |
85 |
67 |
75 |
-74 |
-78 |
-78 |
-56 |
-77 |
93
| -43 |
-33 |
-24 |
HOM24 |
55 |
74 |
73 |
-43 |
-45 |
-56 |
-44 |
-50 |
-43 |
-17 |
-54 |
44 |
34 |
-25 |
33 |
19 |
73 |
71 |
|
96
| 65 |
64 |
70 |
58 |
17 |
-55 |
-58 |
-65 |
-37 |
-63 |
51 |
2 |
32 |
34 |
ITSM24 |
56 |
83 |
77 |
-53 |
-58 |
-70 |
-53 |
-63 |
-56 |
-28 |
-60 |
56 |
50 |
-19 |
48 |
35 |
83 |
81 |
96
| |
78 |
76 |
82 |
66 |
35 |
-64 |
-68 |
-76 |
-44 |
-75 |
66 |
-7 |
15 |
16 |
PILM24 |
60 |
90 |
70 |
-57 |
-69 |
-81 |
-45 |
-71 |
-62 |
-26 |
-48 |
57 |
68 |
-6 |
62 |
62 |
84 |
82 |
65 |
78 |
|
97
| 99
| 89 |
71 |
-68 |
-77 |
-84 |
-40 |
-84 |
80 |
-11 |
-22 |
-23 |
DFM24 |
56 |
90 |
70 |
-57 |
-68 |
-83 |
-46 |
-73 |
-65 |
-27 |
-47 |
58 |
74 |
-4 |
66 |
65 |
87 |
86 |
64 |
76 |
97
| |
97
| 90
| 75 |
-68 |
-76 |
-82 |
-39 |
-82 |
83 |
-28 |
-23 |
-20 |
FXM24 |
61 |
93
| 76 |
-63 |
-73 |
-86 |
-54 |
-78 |
-68 |
-32 |
-57 |
64 |
69 |
-13 |
62 |
61 |
87 |
85 |
70 |
82 |
99
| 97
| |
87 |
69 |
-75 |
-82 |
-89 |
-49 |
-89 |
82 |
-15 |
-17 |
-17 |
SZM24 |
65 |
84 |
68 |
-37 |
-46 |
-62 |
-23 |
-52 |
-44 |
1 |
-32 |
34 |
53 |
-8 |
45 |
44 |
70 |
67 |
58 |
66 |
89 |
90
| 87 |
|
57 |
-55 |
-62 |
-71 |
-24 |
-71 |
62 |
-7 |
-4 |
-5 |
LQGM24 |
2 |
45 |
13 |
-61 |
-70 |
-75 |
-49 |
-66 |
-59 |
-53 |
-21 |
61 |
85 |
39 |
82 |
90 |
75 |
75 |
17 |
35 |
71 |
75 |
69 |
57 |
|
-50 |
-55 |
-52 |
-35 |
-52 |
82 |
-64 |
-67 |
-56 |
OBM24 |
-27 |
-66 |
-54 |
92
| 92
| 88 |
80 |
94
| 88 |
56 |
82 |
-86 |
-58 |
40 |
-50 |
-62 |
-74 |
-74 |
-55 |
-64 |
-68 |
-68 |
-75 |
-55 |
-50 |
|
99
| 93
| 92
| 93
| -75 |
10 |
20 |
13 |
GBM24 |
-33 |
-73 |
-60 |
90 |
92
| 91
| 77 |
94
| 89 |
52 |
80 |
-84 |
-63 |
36 |
-55 |
-64 |
-78 |
-78 |
-58 |
-68 |
-77 |
-76 |
-82 |
-62 |
-55 |
99
| |
97
| 87 |
97
| -79 |
10 |
23 |
17 |
EPM24 |
-49 |
-85 |
-73 |
80 |
85 |
90 |
71 |
90 |
84 |
43 |
79 |
-78 |
-61 |
36 |
-51 |
-55 |
-78 |
-78 |
-65 |
-76 |
-84 |
-82 |
-89 |
-71 |
-52 |
93
| 97
| |
77 |
100
| -78 |
4 |
14 |
13 |
LFGM24 |
0 |
-38 |
-30 |
91
| 85 |
75 |
86 |
87 |
84 |
65 |
83 |
-87 |
-43 |
40 |
-38 |
-53 |
-55 |
-56 |
-37 |
-44 |
-40 |
-39 |
-49 |
-24 |
-35 |
92
| 87 |
77 |
|
77 |
-58 |
14 |
21 |
12 |
LELM24 |
-49 |
-85 |
-72 |
80 |
85 |
90 |
71 |
90 |
84 |
43 |
79 |
-79 |
-61 |
36 |
-51 |
-55 |
-79 |
-77 |
-63 |
-75 |
-84 |
-82 |
-89 |
-71 |
-52 |
93
| 97
| 100
| 77 |
|
-78 |
6 |
15 |
14 |
CCN24 |
16 |
64 |
38 |
-81 |
-88 |
-93
| -74 |
-86 |
-83 |
-69 |
-62 |
83 |
91
| 6 |
87 |
84 |
92
| 93
| 51 |
66 |
80 |
83 |
82 |
62 |
82 |
-75 |
-79 |
-78 |
-58 |
-78 |
|
-48 |
-47 |
-40 |
LCCN24 |
27 |
-4 |
13 |
33 |
34 |
43 |
35 |
36 |
36 |
48 |
7 |
-40 |
-56 |
-39 |
-55 |
-55 |
-41 |
-43 |
2 |
-7 |
-11 |
-28 |
-15 |
-7 |
-64 |
10 |
10 |
4 |
14 |
6 |
-48 |
|
40 |
19 |
SBN24 |
52 |
11 |
38 |
39 |
46 |
36 |
23 |
32 |
38 |
44 |
-3 |
-33 |
-66 |
-51 |
-68 |
-71 |
-31 |
-33 |
32 |
15 |
-22 |
-23 |
-17 |
-4 |
-67 |
20 |
23 |
14 |
21 |
15 |
-47 |
40 |
|
95
|
LSBQ24 |
41 |
6 |
32 |
31 |
40 |
30 |
16 |
26 |
32 |
33 |
-5 |
-24 |
-57 |
-46 |
-57 |
-60 |
-23 |
-24 |
34 |
16 |
-23 |
-20 |
-17 |
-5 |
-56 |
13 |
17 |
13 |
12 |
14 |
-40 |
19 |
95
| |
|