|
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 30 trading days) - May 31, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USU24 |
TYU24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCQ24 |
PLN24 |
SIN24 |
HGN24 |
CLN24 |
ITCOQ24 |
HON24 |
ITSN24 |
PILU24 |
DFU24 |
FXU24 |
SZU24 |
LQGU24 |
OBU24 |
GBU24 |
EPU24 |
LFGU24 |
LELU24 |
CCN24 |
LCCN24 |
SBN24 |
LSBQ24 |
YMM24 |
|
81 |
70 |
88 |
89 |
25 |
76 |
-10 |
58 |
50 |
76 |
-75 |
54 |
73 |
47 |
79 |
-49 |
-51 |
-38 |
-42 |
89 |
86 |
86 |
79 |
88 |
38 |
20 |
-15 |
81 |
-11 |
-71 |
-72 |
-45 |
-47 |
ESM24 |
81 |
|
98
| 82 |
76 |
7 |
94
| -48 |
53 |
87 |
91
| -90
| 36 |
92
| 76 |
83 |
-64 |
-68 |
-67 |
-67 |
77 |
93
| 89 |
94
| 88 |
-5 |
-26 |
-58 |
49 |
-59 |
-70 |
-78 |
-73 |
-70 |
NQM24 |
70 |
98
| |
75 |
68 |
-2 |
92
| -54 |
45 |
91
| 88 |
-88 |
31 |
91
| 80 |
80 |
-64 |
-68 |
-69 |
-70 |
66 |
87 |
81 |
91
| 80 |
-18 |
-39 |
-67 |
36 |
-67 |
-66 |
-76 |
-76 |
-73 |
USU24 |
88 |
82 |
75 |
|
98
| 28 |
81 |
-11 |
44 |
61 |
81 |
-81 |
39 |
81 |
48 |
72 |
-75 |
-77 |
-64 |
-68 |
77 |
82 |
79 |
79 |
85 |
39 |
17 |
-20 |
79 |
-20 |
-80 |
-82 |
-52 |
-54 |
TYU24 |
89 |
76 |
68 |
98
| |
40 |
77 |
4 |
49 |
52 |
80 |
-79 |
36 |
73 |
37 |
66 |
-73 |
-74 |
-61 |
-65 |
74 |
78 |
74 |
69 |
82 |
47 |
28 |
-6 |
83 |
-6 |
-81 |
-80 |
-41 |
-45 |
SFM24 |
25 |
7 |
-2 |
28 |
40 |
|
15 |
51 |
43 |
-13 |
25 |
-27 |
10 |
6 |
-18 |
-7 |
-19 |
-16 |
-18 |
-17 |
16 |
7 |
8 |
-14 |
13 |
56 |
60 |
61 |
48 |
49 |
-9 |
-3 |
15 |
6 |
EUM24 |
76 |
94
| 92
| 81 |
77 |
15 |
|
-42 |
67 |
91
| 95
| -98
| 34 |
92
| 72 |
83 |
-65 |
-69 |
-70 |
-72 |
71 |
85 |
81 |
90
| 85 |
-7 |
-26 |
-55 |
44 |
-56 |
-74 |
-83 |
-78 |
-75 |
JYM24 |
-10 |
-48 |
-54 |
-11 |
4 |
51 |
-42 |
|
-6 |
-60 |
-32 |
24 |
-3 |
-48 |
-56 |
-43 |
19 |
24 |
36 |
28 |
-40 |
-52 |
-53 |
-66 |
-42 |
59 |
70 |
80 |
24 |
83 |
15 |
33 |
61 |
54 |
CDM24 |
58 |
53 |
45 |
44 |
49 |
43 |
67 |
-6 |
|
49 |
68 |
-71 |
31 |
46 |
29 |
53 |
-12 |
-15 |
-20 |
-25 |
50 |
48 |
51 |
50 |
59 |
14 |
9 |
-5 |
37 |
-10 |
-43 |
-47 |
-40 |
-42 |
BPM24 |
50 |
87 |
91
| 61 |
52 |
-13 |
91
| -60 |
49 |
|
84 |
-87 |
24 |
87 |
80 |
76 |
-59 |
-64 |
-71 |
-70 |
48 |
70 |
65 |
86 |
68 |
-36 |
-54 |
-76 |
10 |
-78 |
-64 |
-76 |
-86 |
-80 |
ADM24 |
76 |
91
| 88 |
81 |
80 |
25 |
95
| -32 |
68 |
84 |
|
-94
| 22 |
84 |
56 |
77 |
-68 |
-69 |
-71 |
-72 |
66 |
82 |
77 |
81 |
91
| 1 |
-16 |
-42 |
47 |
-44 |
-82 |
-86 |
-65 |
-60 |
DXM24 |
-75 |
-90
| -88 |
-81 |
-79 |
-27 |
-98
| 24 |
-71 |
-87 |
-94
| |
-35 |
-88 |
-68 |
-78 |
64 |
66 |
69 |
71 |
-63 |
-78 |
-73 |
-84 |
-80 |
1 |
19 |
46 |
-46 |
48 |
73 |
80 |
73 |
71 |
GCQ24 |
54 |
36 |
31 |
39 |
36 |
10 |
34 |
-3 |
31 |
24 |
22 |
-35 |
|
47 |
61 |
66 |
8 |
3 |
11 |
13 |
45 |
35 |
39 |
25 |
15 |
23 |
13 |
-8 |
45 |
-1 |
-13 |
-14 |
-32 |
-43 |
PLN24 |
73 |
92
| 91
| 81 |
73 |
6 |
92
| -48 |
46 |
87 |
84 |
-88 |
47 |
|
82 |
87 |
-66 |
-71 |
-70 |
-70 |
68 |
83 |
78 |
90 |
79 |
-6 |
-28 |
-58 |
47 |
-59 |
-70 |
-81 |
-81 |
-80 |
SIN24 |
47 |
76 |
80 |
48 |
37 |
-18 |
72 |
-56 |
29 |
80 |
56 |
-68 |
61 |
82 |
|
76 |
-33 |
-41 |
-42 |
-40 |
43 |
60 |
56 |
78 |
43 |
-35 |
-52 |
-71 |
14 |
-70 |
-31 |
-45 |
-79 |
-80 |
HGN24 |
79 |
83 |
80 |
72 |
66 |
-7 |
83 |
-43 |
53 |
76 |
77 |
-78 |
66 |
87 |
76 |
|
-39 |
-44 |
-40 |
-41 |
70 |
77 |
76 |
88 |
78 |
-3 |
-22 |
-50 |
48 |
-44 |
-68 |
-76 |
-70 |
-71 |
CLN24 |
-49 |
-64 |
-64 |
-75 |
-73 |
-19 |
-65 |
19 |
-12 |
-59 |
-68 |
64 |
8 |
-66 |
-33 |
-39 |
|
99
| 94
| 94
| -46 |
-63 |
-53 |
-67 |
-72 |
-5 |
14 |
35 |
-36 |
40 |
74 |
77 |
50 |
43 |
ITCOQ24 |
-51 |
-68 |
-68 |
-77 |
-74 |
-16 |
-69 |
24 |
-15 |
-64 |
-69 |
66 |
3 |
-71 |
-41 |
-44 |
99
| |
95
| 95
| -50 |
-67 |
-57 |
-72 |
-73 |
-1 |
19 |
42 |
-35 |
46 |
73 |
77 |
57 |
50 |
HON24 |
-38 |
-67 |
-69 |
-64 |
-61 |
-18 |
-70 |
36 |
-20 |
-71 |
-71 |
69 |
11 |
-70 |
-42 |
-40 |
94
| 95
| |
98
| -43 |
-64 |
-54 |
-72 |
-70 |
17 |
34 |
52 |
-18 |
57 |
66 |
74 |
65 |
55 |
ITSN24 |
-42 |
-67 |
-70 |
-68 |
-65 |
-17 |
-72 |
28 |
-25 |
-70 |
-72 |
71 |
13 |
-70 |
-40 |
-41 |
94
| 95
| 98
| |
-43 |
-63 |
-53 |
-71 |
-73 |
12 |
30 |
51 |
-23 |
55 |
69 |
74 |
64 |
51 |
PILU24 |
89 |
77 |
66 |
77 |
74 |
16 |
71 |
-40 |
50 |
48 |
66 |
-63 |
45 |
68 |
43 |
70 |
-46 |
-50 |
-43 |
-43 |
|
94
| 97
| 83 |
86 |
17 |
-2 |
-32 |
72 |
-26 |
-58 |
-63 |
-44 |
-45 |
DFU24 |
86 |
93
| 87 |
82 |
78 |
7 |
85 |
-52 |
48 |
70 |
82 |
-78 |
35 |
83 |
60 |
77 |
-65 |
-67 |
-64 |
-63 |
94
| |
99
| 93
| 92
| 0 |
-21 |
-51 |
61 |
-47 |
-69 |
-76 |
-60 |
-56 |
FXU24 |
86 |
89 |
82 |
79 |
74 |
8 |
81 |
-53 |
51 |
65 |
77 |
-73 |
39 |
78 |
56 |
76 |
-56 |
-57 |
-54 |
-53 |
97
| 99
| |
91
| 90 |
4 |
-17 |
-46 |
63 |
-42 |
-64 |
-71 |
-56 |
-54 |
SZU24 |
79 |
94
| 91
| 79 |
69 |
-14 |
90
| -66 |
50 |
86 |
81 |
-84 |
25 |
90 |
78 |
88 |
-67 |
-72 |
-72 |
-71 |
83 |
93
| 91
| |
84 |
-25 |
-46 |
-71 |
46 |
-72 |
-64 |
-74 |
-83 |
-80 |
LQGU24 |
88 |
88 |
81 |
85 |
82 |
13 |
85 |
-42 |
59 |
68 |
91
| -80 |
15 |
79 |
43 |
78 |
-73 |
-73 |
-70 |
-73 |
86 |
92
| 90 |
84 |
|
4 |
-16 |
-45 |
62 |
-44 |
-84 |
-85 |
-54 |
-48 |
OBU24 |
38 |
-5 |
-21 |
39 |
47 |
56 |
-7 |
59 |
14 |
-36 |
1 |
1 |
23 |
-6 |
-35 |
-3 |
-1 |
-1 |
17 |
12 |
17 |
0 |
4 |
-25 |
4 |
|
96
| 76 |
76 |
75 |
-15 |
0 |
42 |
30 |
GBU24 |
20 |
-26 |
-42 |
17 |
28 |
60 |
-26 |
70 |
9 |
-54 |
-16 |
19 |
13 |
-28 |
-52 |
-22 |
19 |
19 |
34 |
30 |
-2 |
-21 |
-17 |
-46 |
-16 |
96
| |
90 |
60 |
89 |
3 |
20 |
58 |
45 |
EPU24 |
-15 |
-58 |
-69 |
-20 |
-6 |
61 |
-55 |
80 |
-5 |
-76 |
-42 |
46 |
-8 |
-58 |
-71 |
-50 |
39 |
42 |
52 |
51 |
-32 |
-51 |
-46 |
-71 |
-45 |
76 |
90 |
|
27 |
100
| 30 |
47 |
78 |
65 |
LFGU24 |
81 |
49 |
39 |
79 |
83 |
48 |
44 |
24 |
37 |
10 |
47 |
-46 |
45 |
47 |
14 |
48 |
-41 |
-35 |
-18 |
-23 |
72 |
61 |
63 |
46 |
62 |
76 |
60 |
27 |
|
30 |
-51 |
-46 |
-6 |
-14 |
LELU24 |
-11 |
-59 |
-67 |
-20 |
-6 |
49 |
-56 |
83 |
-10 |
-78 |
-44 |
48 |
-1 |
-59 |
-70 |
-44 |
35 |
46 |
57 |
55 |
-26 |
-47 |
-42 |
-72 |
-44 |
75 |
89 |
100
| 30 |
|
25 |
45 |
79 |
67 |
CCN24 |
-71 |
-70 |
-68 |
-80 |
-81 |
-9 |
-74 |
15 |
-43 |
-64 |
-82 |
73 |
-13 |
-70 |
-31 |
-68 |
78 |
73 |
66 |
69 |
-58 |
-69 |
-64 |
-64 |
-84 |
-15 |
3 |
30 |
-51 |
25 |
|
99
| 49 |
46 |
LCCN24 |
-72 |
-78 |
-77 |
-82 |
-80 |
-3 |
-83 |
33 |
-47 |
-76 |
-86 |
80 |
-14 |
-81 |
-45 |
-76 |
79 |
77 |
74 |
74 |
-63 |
-76 |
-71 |
-74 |
-85 |
0 |
20 |
47 |
-46 |
45 |
99
| |
63 |
56 |
SBN24 |
-45 |
-73 |
-76 |
-52 |
-41 |
15 |
-78 |
61 |
-40 |
-86 |
-65 |
73 |
-32 |
-81 |
-79 |
-70 |
47 |
57 |
65 |
64 |
-44 |
-60 |
-56 |
-83 |
-54 |
42 |
58 |
78 |
-6 |
79 |
49 |
63 |
|
97
|
LSBQ24 |
-47 |
-70 |
-72 |
-54 |
-45 |
6 |
-75 |
54 |
-42 |
-80 |
-60 |
71 |
-43 |
-80 |
-80 |
-71 |
40 |
50 |
55 |
51 |
-45 |
-56 |
-54 |
-80 |
-48 |
30 |
45 |
65 |
-14 |
67 |
46 |
56 |
97
| |
|