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