|
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 120 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 |
|
91
| 93
| 32 |
11 |
-20 |
-21 |
-31 |
28 |
48 |
-0 |
10 |
33 |
-3 |
2 |
25 |
35 |
35 |
27 |
43 |
79 |
81 |
79 |
88 |
47 |
19 |
-12 |
-18 |
31 |
-19 |
46 |
16 |
-52 |
-60 |
ESM24 |
91
| |
97
| -2 |
-24 |
-54 |
-41 |
-60 |
-7 |
25 |
-26 |
38 |
58 |
-7 |
30 |
48 |
66 |
66 |
51 |
68 |
92
| 93
| 94
| 93
| 63 |
-15 |
-45 |
-52 |
3 |
-53 |
72 |
2 |
-48 |
-54 |
NQM24 |
93
| 97
| |
7 |
-12 |
-42 |
-34 |
-51 |
2 |
33 |
-23 |
29 |
43 |
-12 |
13 |
32 |
55 |
55 |
50 |
65 |
83 |
84 |
86 |
87 |
48 |
-8 |
-37 |
-45 |
8 |
-46 |
58 |
11 |
-41 |
-47 |
USM24 |
32 |
-2 |
7 |
|
96
| 78 |
67 |
76 |
92
| 75 |
77 |
-81 |
-43 |
31 |
-50 |
-50 |
-59 |
-59 |
-43 |
-44 |
-12 |
-7 |
-18 |
11 |
-27 |
94
| 85 |
76 |
92
| 76 |
-52 |
29 |
-18 |
-25 |
TYM24 |
11 |
-24 |
-12 |
96
| |
90 |
76 |
87 |
91
| 70 |
77 |
-89 |
-62 |
22 |
-62 |
-65 |
-73 |
-73 |
-47 |
-54 |
-37 |
-31 |
-42 |
-13 |
-49 |
91
| 91
| 84 |
84 |
84 |
-71 |
31 |
4 |
-1 |
SFM24 |
-20 |
-54 |
-42 |
78 |
90 |
|
81 |
93
| 82 |
55 |
75 |
-91
| -77 |
21 |
-67 |
-74 |
-86 |
-86 |
-55 |
-68 |
-65 |
-62 |
-70 |
-45 |
-68 |
77 |
89 |
85 |
64 |
85 |
-88 |
39 |
23 |
19 |
EUM24 |
-21 |
-41 |
-34 |
67 |
76 |
81 |
|
83 |
73 |
66 |
84 |
-96
| -55 |
35 |
-40 |
-55 |
-58 |
-59 |
-34 |
-46 |
-45 |
-44 |
-52 |
-28 |
-48 |
58 |
67 |
59 |
64 |
59 |
-71 |
28 |
26 |
24 |
JYM24 |
-31 |
-60 |
-51 |
76 |
87 |
93
| 83 |
|
76 |
47 |
78 |
-91
| -70 |
32 |
-55 |
-70 |
-82 |
-82 |
-55 |
-68 |
-63 |
-61 |
-70 |
-48 |
-63 |
78 |
90
| 87 |
68 |
87 |
-85 |
28 |
23 |
20 |
CDM24 |
28 |
-7 |
2 |
92
| 91
| 82 |
73 |
76 |
|
76 |
85 |
-85 |
-46 |
35 |
-49 |
-46 |
-56 |
-56 |
-38 |
-42 |
-18 |
-14 |
-24 |
5 |
-28 |
87 |
82 |
76 |
84 |
77 |
-55 |
32 |
-12 |
-18 |
BPM24 |
48 |
25 |
33 |
75 |
70 |
55 |
66 |
47 |
76 |
|
67 |
-73 |
-24 |
24 |
-32 |
-29 |
-28 |
-29 |
-12 |
-11 |
14 |
19 |
10 |
37 |
-15 |
58 |
47 |
37 |
62 |
38 |
-32 |
39 |
-12 |
-19 |
ADM24 |
-0 |
-26 |
-23 |
77 |
77 |
75 |
84 |
78 |
85 |
67 |
|
-87 |
-30 |
65 |
-19 |
-25 |
-50 |
-49 |
-48 |
-51 |
-26 |
-21 |
-34 |
-7 |
-13 |
79 |
80 |
76 |
78 |
76 |
-51 |
6 |
-17 |
-17 |
DXM24 |
10 |
38 |
29 |
-81 |
-89 |
-91
| -96
| -91
| -85 |
-73 |
-87 |
|
62 |
-34 |
52 |
63 |
69 |
72 |
42 |
56 |
45 |
42 |
52 |
24 |
55 |
-74 |
-81 |
-73 |
-73 |
-74 |
77 |
-35 |
-19 |
-17 |
GCM24 |
33 |
58 |
43 |
-43 |
-62 |
-77 |
-55 |
-70 |
-46 |
-24 |
-30 |
62 |
|
33 |
91
| 92
| 83 |
84 |
35 |
55 |
72 |
74 |
73 |
60 |
86 |
-36 |
-54 |
-52 |
-23 |
-53 |
92
| -48 |
-59 |
-53 |
PLN24 |
-3 |
-7 |
-12 |
31 |
22 |
21 |
35 |
32 |
35 |
24 |
65 |
-34 |
33 |
|
46 |
33 |
3 |
6 |
-21 |
-15 |
4 |
8 |
-2 |
9 |
35 |
46 |
41 |
39 |
47 |
38 |
5 |
-33 |
-42 |
-37 |
SIN24 |
2 |
30 |
13 |
-50 |
-62 |
-67 |
-40 |
-55 |
-49 |
-32 |
-19 |
52 |
91
| 46 |
|
87 |
75 |
76 |
33 |
46 |
49 |
50 |
49 |
34 |
73 |
-37 |
-45 |
-42 |
-28 |
-43 |
77 |
-52 |
-42 |
-33 |
HGN24 |
25 |
48 |
32 |
-50 |
-65 |
-74 |
-55 |
-70 |
-46 |
-29 |
-25 |
63 |
92
| 33 |
87 |
|
76 |
78 |
23 |
42 |
66 |
66 |
66 |
53 |
90 |
-39 |
-55 |
-48 |
-30 |
-48 |
85 |
-49 |
-61 |
-53 |
CLM24 |
35 |
66 |
55 |
-59 |
-73 |
-86 |
-58 |
-82 |
-56 |
-28 |
-50 |
69 |
83 |
3 |
75 |
76 |
|
100
| 76 |
86 |
74 |
71 |
77 |
60 |
71 |
-61 |
-75 |
-77 |
-40 |
-77 |
90 |
-33 |
-26 |
-22 |
ITCON24 |
35 |
66 |
55 |
-59 |
-73 |
-86 |
-59 |
-82 |
-56 |
-29 |
-49 |
72 |
84 |
6 |
76 |
78 |
100
| |
75 |
85 |
73 |
71 |
76 |
59 |
73 |
-59 |
-74 |
-75 |
-40 |
-75 |
91
| -36 |
-29 |
-23 |
HOM24 |
27 |
51 |
50 |
-43 |
-47 |
-55 |
-34 |
-55 |
-38 |
-12 |
-48 |
42 |
35 |
-21 |
33 |
23 |
76 |
75 |
|
95
| 48 |
42 |
53 |
38 |
19 |
-55 |
-60 |
-69 |
-34 |
-67 |
50 |
2 |
24 |
24 |
ITSM24 |
43 |
68 |
65 |
-44 |
-54 |
-68 |
-46 |
-68 |
-42 |
-11 |
-51 |
56 |
55 |
-15 |
46 |
42 |
86 |
85 |
95
| |
66 |
61 |
71 |
54 |
40 |
-54 |
-67 |
-75 |
-35 |
-74 |
68 |
-4 |
2 |
3 |
PILM24 |
79 |
92
| 83 |
-12 |
-37 |
-65 |
-45 |
-63 |
-18 |
14 |
-26 |
45 |
72 |
4 |
49 |
66 |
74 |
73 |
48 |
66 |
|
98
| 99
| 94
| 79 |
-18 |
-49 |
-53 |
-0 |
-54 |
82 |
-3 |
-58 |
-61 |
DFM24 |
81 |
93
| 85 |
-7 |
-31 |
-62 |
-44 |
-61 |
-14 |
19 |
-21 |
42 |
74 |
8 |
50 |
66 |
71 |
71 |
42 |
61 |
98
| |
98
| 95
| 81 |
-11 |
-41 |
-45 |
4 |
-47 |
82 |
-14 |
-62 |
-63 |
FXM24 |
79 |
94
| 87 |
-18 |
-42 |
-70 |
-52 |
-70 |
-24 |
10 |
-34 |
52 |
73 |
-2 |
49 |
66 |
77 |
76 |
53 |
71 |
99
| 98
| |
93
| 78 |
-24 |
-54 |
-59 |
-8 |
-60 |
84 |
-6 |
-54 |
-56 |
SZM24 |
88 |
93
| 87 |
11 |
-13 |
-45 |
-28 |
-48 |
5 |
37 |
-7 |
24 |
60 |
9 |
34 |
53 |
59 |
59 |
38 |
54 |
94
| 95
| 93
| |
71 |
2 |
-30 |
-36 |
19 |
-37 |
69 |
2 |
-60 |
-64 |
LQGM24 |
47 |
63 |
48 |
-27 |
-49 |
-68 |
-48 |
-63 |
-28 |
-15 |
-13 |
55 |
86 |
35 |
73 |
90 |
73 |
73 |
19 |
40 |
79 |
81 |
78 |
71 |
|
-20 |
-43 |
-40 |
-8 |
-40 |
85 |
-52 |
-70 |
-63 |
OBM24 |
19 |
-15 |
-5 |
94
| 91
| 77 |
58 |
78 |
87 |
58 |
79 |
-74 |
-36 |
46 |
-37 |
-39 |
-59 |
-59 |
-55 |
-54 |
-18 |
-11 |
-24 |
2 |
-20 |
|
93
| 89 |
90
| 89 |
-49 |
9 |
-27 |
-33 |
GBM24 |
-12 |
-45 |
-35 |
85 |
91
| 89 |
67 |
90
| 82 |
47 |
80 |
-81 |
-54 |
41 |
-45 |
-55 |
-75 |
-74 |
-60 |
-67 |
-49 |
-41 |
-54 |
-30 |
-43 |
93
| |
96
| 79 |
96
| -70 |
8 |
1 |
-4 |
EPM24 |
-18 |
-52 |
-43 |
76 |
84 |
85 |
59 |
87 |
76 |
37 |
76 |
-73 |
-52 |
39 |
-42 |
-48 |
-76 |
-75 |
-69 |
-75 |
-53 |
-45 |
-59 |
-36 |
-40 |
89 |
96
| |
70 |
100
| -68 |
3 |
-5 |
-8 |
LFGM24 |
31 |
3 |
9 |
92
| 84 |
64 |
64 |
68 |
84 |
62 |
78 |
-73 |
-23 |
47 |
-28 |
-30 |
-40 |
-40 |
-34 |
-35 |
-0 |
4 |
-8 |
19 |
-8 |
90
| 79 |
70 |
|
70 |
-33 |
12 |
-27 |
-33 |
LELM24 |
-19 |
-53 |
-46 |
76 |
84 |
85 |
59 |
87 |
77 |
38 |
76 |
-74 |
-53 |
38 |
-43 |
-48 |
-77 |
-75 |
-67 |
-74 |
-54 |
-47 |
-60 |
-37 |
-40 |
89 |
96
| 100
| 70 |
|
-68 |
4 |
-4 |
-7 |
CCN24 |
46 |
72 |
58 |
-52 |
-71 |
-88 |
-71 |
-85 |
-55 |
-32 |
-51 |
77 |
92
| 5 |
77 |
85 |
90 |
91
| 50 |
68 |
82 |
82 |
84 |
69 |
85 |
-49 |
-70 |
-68 |
-33 |
-68 |
|
-39 |
-51 |
-48 |
LCCN24 |
16 |
2 |
13 |
29 |
31 |
39 |
28 |
28 |
32 |
39 |
6 |
-35 |
-48 |
-33 |
-52 |
-49 |
-34 |
-36 |
2 |
-4 |
-3 |
-14 |
-6 |
2 |
-52 |
9 |
8 |
3 |
12 |
4 |
-39 |
|
20 |
6 |
SBN24 |
-52 |
-48 |
-40 |
-18 |
4 |
23 |
26 |
23 |
-12 |
-12 |
-17 |
-19 |
-59 |
-42 |
-42 |
-61 |
-25 |
-29 |
24 |
2 |
-58 |
-62 |
-54 |
-60 |
-70 |
-27 |
1 |
-5 |
-27 |
-4 |
-51 |
20 |
|
98
|
LSBQ24 |
-60 |
-54 |
-47 |
-25 |
-1 |
19 |
24 |
20 |
-18 |
-19 |
-17 |
-17 |
-53 |
-37 |
-33 |
-53 |
-21 |
-23 |
24 |
3 |
-61 |
-63 |
-56 |
-64 |
-63 |
-33 |
-4 |
-8 |
-33 |
-7 |
-48 |
6 |
98
| |
|