|
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 180 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 |
|
97
| 97
| 72 |
56 |
1 |
30 |
-45 |
38 |
75 |
56 |
-32 |
62 |
8 |
27 |
55 |
-10 |
-7 |
-45 |
-22 |
89 |
93
| 91
| 85 |
51 |
70 |
40 |
38 |
74 |
37 |
64 |
25 |
-74 |
-77 |
ESM24 |
97
| |
99
| 55 |
36 |
-19 |
19 |
-58 |
21 |
68 |
41 |
-17 |
72 |
7 |
41 |
66 |
11 |
13 |
-30 |
-4 |
95
| 97
| 97
| 90 |
61 |
53 |
19 |
17 |
59 |
16 |
77 |
17 |
-72 |
-74 |
NQM24 |
97
| 99
| |
60 |
44 |
-11 |
22 |
-55 |
25 |
69 |
45 |
-22 |
66 |
3 |
31 |
58 |
1 |
3 |
-37 |
-12 |
90 |
93
| 93
| 84 |
52 |
59 |
27 |
25 |
63 |
25 |
70 |
23 |
-69 |
-71 |
USM24 |
72 |
55 |
60 |
|
96
| 64 |
78 |
34 |
83 |
86 |
85 |
-85 |
11 |
36 |
-5 |
9 |
-54 |
-53 |
-59 |
-53 |
48 |
54 |
45 |
55 |
11 |
94
| 84 |
75 |
96
| 75 |
1 |
29 |
-55 |
-58 |
TYM24 |
56 |
36 |
44 |
96
| |
79 |
83 |
52 |
86 |
80 |
85 |
-91
| -10 |
30 |
-23 |
-12 |
-69 |
-68 |
-60 |
-60 |
25 |
34 |
23 |
35 |
-11 |
92
| 91
| 83 |
89 |
83 |
-22 |
32 |
-37 |
-39 |
SFM24 |
1 |
-19 |
-11 |
64 |
79 |
|
77 |
79 |
72 |
49 |
60 |
-86 |
-48 |
27 |
-45 |
-50 |
-76 |
-76 |
-38 |
-58 |
-29 |
-22 |
-31 |
-20 |
-54 |
66 |
83 |
72 |
54 |
71 |
-65 |
36 |
3 |
1 |
EUM24 |
30 |
19 |
22 |
78 |
83 |
77 |
|
51 |
66 |
80 |
78 |
-97
| -8 |
43 |
-2 |
-7 |
-55 |
-55 |
-42 |
-51 |
14 |
19 |
11 |
17 |
-22 |
75 |
76 |
59 |
78 |
59 |
-25 |
25 |
-22 |
-22 |
JYM24 |
-45 |
-58 |
-55 |
34 |
52 |
79 |
51 |
|
55 |
7 |
28 |
-61 |
-73 |
28 |
-48 |
-68 |
-51 |
-53 |
-1 |
-29 |
-58 |
-57 |
-66 |
-44 |
-59 |
27 |
54 |
38 |
27 |
38 |
-84 |
12 |
33 |
32 |
CDM24 |
38 |
21 |
25 |
83 |
86 |
72 |
66 |
55 |
|
61 |
77 |
-79 |
-20 |
36 |
-24 |
-17 |
-44 |
-44 |
-27 |
-33 |
17 |
20 |
11 |
33 |
2 |
71 |
71 |
60 |
79 |
60 |
-28 |
29 |
-27 |
-30 |
BPM24 |
75 |
68 |
69 |
86 |
80 |
49 |
80 |
7 |
61 |
|
76 |
-79 |
30 |
30 |
16 |
29 |
-39 |
-37 |
-49 |
-43 |
61 |
66 |
60 |
62 |
13 |
83 |
66 |
54 |
85 |
54 |
21 |
30 |
-59 |
-60 |
ADM24 |
56 |
41 |
45 |
85 |
85 |
60 |
78 |
28 |
77 |
76 |
|
-82 |
19 |
54 |
9 |
19 |
-52 |
-51 |
-63 |
-60 |
35 |
43 |
34 |
37 |
16 |
87 |
84 |
80 |
86 |
79 |
1 |
17 |
-50 |
-50 |
DXM24 |
-32 |
-17 |
-22 |
-85 |
-91
| -86 |
-97
| -61 |
-79 |
-79 |
-82 |
|
17 |
-41 |
15 |
18 |
64 |
64 |
45 |
56 |
-11 |
-17 |
-7 |
-17 |
25 |
-81 |
-84 |
-70 |
-80 |
-70 |
34 |
-33 |
23 |
24 |
GCM24 |
62 |
72 |
66 |
11 |
-10 |
-48 |
-8 |
-73 |
-20 |
30 |
19 |
17 |
|
31 |
85 |
91
| 41 |
45 |
-19 |
8 |
76 |
78 |
80 |
61 |
73 |
22 |
-6 |
0 |
23 |
-1 |
93
| -23 |
-68 |
-64 |
PLN24 |
8 |
7 |
3 |
36 |
30 |
27 |
43 |
28 |
36 |
30 |
54 |
-41 |
31 |
|
53 |
35 |
2 |
5 |
-12 |
-13 |
14 |
15 |
8 |
14 |
29 |
43 |
42 |
33 |
47 |
33 |
7 |
-27 |
-34 |
-30 |
SIN24 |
27 |
41 |
31 |
-5 |
-23 |
-45 |
-2 |
-48 |
-24 |
16 |
9 |
15 |
85 |
53 |
|
84 |
52 |
55 |
4 |
21 |
53 |
52 |
52 |
40 |
64 |
5 |
-15 |
-14 |
10 |
-15 |
74 |
-40 |
-48 |
-41 |
HGN24 |
55 |
66 |
58 |
9 |
-12 |
-50 |
-7 |
-68 |
-17 |
29 |
19 |
18 |
91
| 35 |
84 |
|
42 |
45 |
-18 |
5 |
76 |
75 |
76 |
64 |
81 |
17 |
-11 |
-5 |
21 |
-5 |
88 |
-30 |
-71 |
-66 |
CLM24 |
-10 |
11 |
1 |
-54 |
-69 |
-76 |
-55 |
-51 |
-44 |
-39 |
-52 |
64 |
41 |
2 |
52 |
42 |
|
100
| 76 |
88 |
24 |
14 |
21 |
22 |
51 |
-60 |
-75 |
-76 |
-41 |
-76 |
51 |
-35 |
8 |
11 |
ITCON24 |
-7 |
13 |
3 |
-53 |
-68 |
-76 |
-55 |
-53 |
-44 |
-37 |
-51 |
64 |
45 |
5 |
55 |
45 |
100
| |
74 |
86 |
25 |
16 |
22 |
23 |
53 |
-57 |
-73 |
-74 |
-39 |
-74 |
54 |
-37 |
4 |
8 |
HOM24 |
-45 |
-30 |
-37 |
-59 |
-60 |
-38 |
-42 |
-1 |
-27 |
-49 |
-63 |
45 |
-19 |
-12 |
4 |
-18 |
76 |
74 |
|
93
| -21 |
-31 |
-26 |
-15 |
-1 |
-69 |
-68 |
-76 |
-57 |
-74 |
-8 |
-13 |
55 |
56 |
ITSM24 |
-22 |
-4 |
-12 |
-53 |
-60 |
-58 |
-51 |
-29 |
-33 |
-43 |
-60 |
56 |
8 |
-13 |
21 |
5 |
88 |
86 |
93
| |
5 |
-6 |
2 |
7 |
22 |
-64 |
-72 |
-78 |
-47 |
-78 |
21 |
-13 |
36 |
35 |
PILM24 |
89 |
95
| 90 |
48 |
25 |
-29 |
14 |
-58 |
17 |
61 |
35 |
-11 |
76 |
14 |
53 |
76 |
24 |
25 |
-21 |
5 |
|
98
| 99
| 94
| 73 |
43 |
8 |
5 |
53 |
4 |
83 |
13 |
-76 |
-76 |
DFM24 |
93
| 97
| 93
| 54 |
34 |
-22 |
19 |
-57 |
20 |
66 |
43 |
-17 |
78 |
15 |
52 |
75 |
14 |
16 |
-31 |
-6 |
98
| |
99
| 92
| 70 |
52 |
18 |
17 |
59 |
16 |
82 |
9 |
-79 |
-79 |
FXM24 |
91
| 97
| 93
| 45 |
23 |
-31 |
11 |
-66 |
11 |
60 |
34 |
-7 |
80 |
8 |
52 |
76 |
21 |
22 |
-26 |
2 |
99
| 99
| |
90
| 70 |
43 |
8 |
7 |
50 |
7 |
85 |
13 |
-75 |
-75 |
SZM24 |
85 |
90 |
84 |
55 |
35 |
-20 |
17 |
-44 |
33 |
62 |
37 |
-17 |
61 |
14 |
40 |
64 |
22 |
23 |
-15 |
7 |
94
| 92
| 90
| |
73 |
44 |
11 |
5 |
58 |
4 |
70 |
12 |
-71 |
-72 |
LQGM24 |
51 |
61 |
52 |
11 |
-11 |
-54 |
-22 |
-59 |
2 |
13 |
16 |
25 |
73 |
29 |
64 |
81 |
52 |
53 |
-1 |
22 |
73 |
70 |
70 |
73 |
|
9 |
-19 |
-17 |
24 |
-18 |
77 |
-36 |
-60 |
-57 |
OBM24 |
70 |
53 |
59 |
94
| 92
| 66 |
75 |
27 |
71 |
83 |
87 |
-81 |
22 |
43 |
5 |
17 |
-60 |
-57 |
-69 |
-64 |
43 |
52 |
43 |
44 |
9 |
|
93
| 88 |
95
| 88 |
8 |
21 |
-62 |
-63 |
GBM24 |
40 |
19 |
27 |
84 |
91
| 83 |
76 |
54 |
71 |
66 |
84 |
-84 |
-6 |
42 |
-15 |
-11 |
-75 |
-73 |
-68 |
-72 |
8 |
18 |
8 |
11 |
-19 |
93
| |
96
| 81 |
96
| -25 |
18 |
-35 |
-36 |
EPM24 |
38 |
17 |
26 |
75 |
83 |
72 |
59 |
38 |
60 |
54 |
80 |
-70 |
0 |
33 |
-14 |
-5 |
-75 |
-74 |
-76 |
-78 |
5 |
17 |
7 |
5 |
-17 |
88 |
96
| |
73 |
100
| -18 |
16 |
-38 |
-38 |
LFGM24 |
74 |
59 |
64 |
96
| 89 |
54 |
78 |
27 |
79 |
85 |
86 |
-80 |
23 |
47 |
10 |
21 |
-41 |
-39 |
-57 |
-47 |
53 |
59 |
50 |
58 |
24 |
95
| 81 |
73 |
|
73 |
12 |
18 |
-60 |
-62 |
LELM24 |
37 |
16 |
25 |
75 |
83 |
71 |
59 |
38 |
60 |
54 |
79 |
-70 |
-1 |
33 |
-15 |
-5 |
-76 |
-74 |
-74 |
-78 |
4 |
16 |
7 |
4 |
-18 |
88 |
96
| 100
| 73 |
|
-19 |
16 |
-37 |
-37 |
CCN24 |
64 |
77 |
70 |
1 |
-22 |
-65 |
-25 |
-84 |
-28 |
21 |
1 |
34 |
93
| 7 |
74 |
88 |
51 |
54 |
-8 |
21 |
83 |
82 |
85 |
70 |
77 |
8 |
-25 |
-18 |
12 |
-19 |
|
-20 |
-64 |
-62 |
LCCN24 |
25 |
17 |
25 |
29 |
32 |
36 |
25 |
12 |
29 |
30 |
17 |
-33 |
-23 |
-27 |
-40 |
-30 |
-36 |
-37 |
-13 |
-13 |
13 |
9 |
13 |
12 |
-36 |
21 |
18 |
16 |
18 |
16 |
-20 |
|
2 |
-8 |
SBN24 |
-74 |
-72 |
-69 |
-55 |
-37 |
3 |
-22 |
33 |
-27 |
-59 |
-50 |
23 |
-68 |
-34 |
-48 |
-71 |
8 |
4 |
55 |
36 |
-76 |
-79 |
-75 |
-71 |
-60 |
-62 |
-35 |
-38 |
-60 |
-37 |
-64 |
2 |
|
99
|
LSBQ24 |
-77 |
-74 |
-71 |
-58 |
-39 |
1 |
-22 |
32 |
-30 |
-60 |
-50 |
24 |
-64 |
-30 |
-41 |
-66 |
11 |
8 |
56 |
35 |
-76 |
-79 |
-75 |
-72 |
-57 |
-63 |
-36 |
-38 |
-62 |
-37 |
-62 |
-8 |
99
| |
|