|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - May 17, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIN24 |
HGN24 |
CLM24 |
CBN24 |
HOM24 |
RBM24 |
NGM24 |
KCN24 |
CCN24 |
SBN24 |
W_N24 |
C_N24 |
S_N24 |
SMN24 |
BON24 |
CTN24 |
LCM24 |
HEM24 |
FCQ24 |
JON24 |
YMM24 |
|
97
| 98
| 94
| 88 |
68 |
50 |
-3 |
36 |
-47 |
33 |
81 |
57 |
-32 |
64 |
25 |
38 |
57 |
-10 |
-7 |
-49 |
27 |
-92
| 72 |
65 |
-79 |
-53 |
-87 |
-81 |
-72 |
-69 |
15 |
-29 |
52 |
-17 |
45 |
ESM24 |
97
| |
99
| 93
| 95
| 51 |
30 |
-24 |
23 |
-61 |
15 |
72 |
42 |
-15 |
74 |
25 |
51 |
68 |
11 |
14 |
-36 |
45 |
-92
| 74 |
78 |
-77 |
-59 |
-91
| -84 |
-77 |
-67 |
18 |
-19 |
68 |
-11 |
51 |
NQM24 |
98
| 99
| |
92
| 93
| 57 |
38 |
-15 |
29 |
-56 |
20 |
76 |
46 |
-23 |
67 |
20 |
42 |
60 |
0 |
3 |
-41 |
36 |
-92
| 72 |
70 |
-75 |
-59 |
-90 |
-83 |
-74 |
-70 |
19 |
-23 |
61 |
-13 |
50 |
QRM24 |
94
| 93
| 92
| |
81 |
71 |
52 |
0 |
42 |
-33 |
44 |
81 |
61 |
-39 |
59 |
36 |
40 |
56 |
-1 |
1 |
-39 |
33 |
-84 |
63 |
59 |
-79 |
-45 |
-78 |
-72 |
-70 |
-50 |
18 |
-18 |
52 |
-9 |
29 |
NKM24 |
88 |
95
| 93
| 81 |
|
31 |
9 |
-41 |
5 |
-74 |
-3 |
56 |
20 |
4 |
73 |
8 |
48 |
63 |
27 |
29 |
-19 |
59 |
-88 |
69 |
82 |
-65 |
-71 |
-94
| -88 |
-82 |
-66 |
30 |
-5 |
79 |
2 |
52 |
USM24 |
68 |
51 |
57 |
71 |
31 |
|
96
| 62 |
78 |
32 |
82 |
86 |
83 |
-84 |
8 |
27 |
-6 |
5 |
-54 |
-53 |
-55 |
-24 |
-49 |
27 |
-0 |
-49 |
-17 |
-36 |
-26 |
-27 |
-25 |
7 |
-38 |
-6 |
-21 |
-10 |
TYM24 |
50 |
30 |
38 |
52 |
9 |
96
| |
78 |
82 |
52 |
86 |
78 |
81 |
-91
| -15 |
17 |
-26 |
-18 |
-69 |
-68 |
-52 |
-44 |
-27 |
6 |
-24 |
-28 |
-5 |
-15 |
-6 |
-9 |
-9 |
6 |
-39 |
-28 |
-21 |
-24 |
SFM24 |
-3 |
-24 |
-15 |
0 |
-41 |
62 |
78 |
|
73 |
81 |
74 |
42 |
54 |
-85 |
-54 |
1 |
-55 |
-57 |
-73 |
-74 |
-27 |
-69 |
23 |
-32 |
-67 |
17 |
23 |
31 |
36 |
32 |
24 |
2 |
-27 |
-67 |
-14 |
-46 |
EUM24 |
36 |
23 |
29 |
42 |
5 |
78 |
82 |
73 |
|
44 |
68 |
79 |
83 |
-96
| -5 |
33 |
-5 |
-7 |
-55 |
-55 |
-43 |
-40 |
-14 |
4 |
-22 |
-18 |
-2 |
-4 |
12 |
14 |
0 |
-9 |
-45 |
-27 |
-36 |
-4 |
JYM24 |
-47 |
-61 |
-56 |
-33 |
-74 |
32 |
52 |
81 |
44 |
|
58 |
-1 |
22 |
-60 |
-77 |
-6 |
-64 |
-76 |
-48 |
-51 |
10 |
-60 |
59 |
-66 |
-84 |
48 |
41 |
68 |
69 |
52 |
67 |
7 |
3 |
-73 |
4 |
-67 |
CDM24 |
33 |
15 |
20 |
44 |
-3 |
82 |
86 |
74 |
68 |
58 |
|
59 |
72 |
-81 |
-26 |
21 |
-30 |
-24 |
-44 |
-45 |
-20 |
-30 |
-13 |
-8 |
-32 |
-17 |
6 |
-3 |
-1 |
-13 |
12 |
17 |
-7 |
-29 |
7 |
-38 |
BPM24 |
81 |
72 |
76 |
81 |
56 |
86 |
78 |
42 |
79 |
-1 |
59 |
|
80 |
-76 |
34 |
30 |
18 |
29 |
-38 |
-36 |
-51 |
-5 |
-64 |
44 |
25 |
-57 |
-36 |
-57 |
-44 |
-40 |
-38 |
8 |
-40 |
18 |
-28 |
19 |
ADM24 |
57 |
42 |
46 |
61 |
20 |
83 |
81 |
54 |
83 |
22 |
72 |
80 |
|
-82 |
23 |
56 |
18 |
25 |
-52 |
-50 |
-64 |
-34 |
-37 |
34 |
3 |
-53 |
2 |
-20 |
-12 |
-3 |
-29 |
-28 |
-57 |
-16 |
-47 |
13 |
DXM24 |
-32 |
-15 |
-23 |
-39 |
4 |
-84 |
-91
| -85 |
-96
| -60 |
-81 |
-76 |
-82 |
|
20 |
-24 |
23 |
23 |
63 |
65 |
40 |
48 |
10 |
5 |
34 |
13 |
0 |
-1 |
-14 |
-10 |
-7 |
-2 |
39 |
36 |
28 |
19 |
GCM24 |
64 |
74 |
67 |
59 |
73 |
8 |
-15 |
-54 |
-5 |
-77 |
-26 |
34 |
23 |
20 |
|
50 |
90
| 91
| 38 |
42 |
-29 |
55 |
-71 |
88 |
91
| -76 |
-36 |
-67 |
-64 |
-47 |
-64 |
-28 |
-34 |
69 |
-36 |
64 |
PLN24 |
25 |
25 |
20 |
36 |
8 |
27 |
17 |
1 |
33 |
-6 |
21 |
30 |
56 |
-24 |
50 |
|
66 |
60 |
5 |
8 |
-28 |
5 |
-14 |
35 |
21 |
-50 |
27 |
-4 |
-1 |
9 |
-11 |
-52 |
-27 |
-0 |
-33 |
27 |
SIN24 |
38 |
51 |
42 |
40 |
48 |
-6 |
-26 |
-55 |
-5 |
-64 |
-30 |
18 |
18 |
23 |
90
| 66 |
|
89 |
47 |
51 |
-14 |
53 |
-45 |
70 |
75 |
-60 |
-12 |
-38 |
-34 |
-21 |
-35 |
-44 |
-27 |
56 |
-36 |
58 |
HGN24 |
57 |
68 |
60 |
56 |
63 |
5 |
-18 |
-57 |
-7 |
-76 |
-24 |
29 |
25 |
23 |
91
| 60 |
89 |
|
35 |
39 |
-33 |
49 |
-60 |
77 |
80 |
-76 |
-12 |
-55 |
-53 |
-36 |
-55 |
-41 |
-23 |
59 |
-26 |
62 |
CLM24 |
-10 |
11 |
0 |
-1 |
27 |
-54 |
-69 |
-73 |
-55 |
-48 |
-44 |
-38 |
-52 |
63 |
38 |
5 |
47 |
35 |
|
100
| 72 |
90
| -7 |
14 |
50 |
5 |
-23 |
-17 |
-19 |
-31 |
18 |
22 |
50 |
65 |
39 |
9 |
CBN24 |
-7 |
14 |
3 |
1 |
29 |
-53 |
-68 |
-74 |
-55 |
-51 |
-45 |
-36 |
-50 |
65 |
42 |
8 |
51 |
39 |
100
| |
70 |
91
| -11 |
19 |
53 |
1 |
-23 |
-20 |
-22 |
-32 |
14 |
18 |
46 |
66 |
36 |
11 |
HOM24 |
-49 |
-36 |
-41 |
-39 |
-19 |
-55 |
-52 |
-27 |
-43 |
10 |
-20 |
-51 |
-64 |
40 |
-29 |
-28 |
-14 |
-33 |
72 |
70 |
|
55 |
37 |
-44 |
-13 |
61 |
-6 |
24 |
25 |
-1 |
64 |
47 |
72 |
18 |
63 |
-33 |
RBM24 |
27 |
45 |
36 |
33 |
59 |
-24 |
-44 |
-69 |
-40 |
-60 |
-30 |
-5 |
-34 |
48 |
55 |
5 |
53 |
49 |
90
| 91
| 55 |
|
-42 |
38 |
70 |
-22 |
-46 |
-51 |
-48 |
-59 |
-3 |
32 |
42 |
82 |
38 |
17 |
NGM24 |
-92
| -92
| -92
| -84 |
-88 |
-49 |
-27 |
23 |
-14 |
59 |
-13 |
-64 |
-37 |
10 |
-71 |
-14 |
-45 |
-60 |
-7 |
-11 |
37 |
-42 |
|
-82 |
-79 |
77 |
65 |
91
| 86 |
77 |
72 |
-17 |
29 |
-64 |
20 |
-49 |
KCN24 |
72 |
74 |
72 |
63 |
69 |
27 |
6 |
-32 |
4 |
-66 |
-8 |
44 |
34 |
5 |
88 |
35 |
70 |
77 |
14 |
19 |
-44 |
38 |
-82 |
|
84 |
-80 |
-41 |
-73 |
-70 |
-51 |
-75 |
-27 |
-50 |
59 |
-44 |
54 |
CCN24 |
65 |
78 |
70 |
59 |
82 |
-0 |
-24 |
-67 |
-22 |
-84 |
-32 |
25 |
3 |
34 |
91
| 21 |
75 |
80 |
50 |
53 |
-13 |
70 |
-79 |
84 |
|
-68 |
-56 |
-77 |
-76 |
-66 |
-61 |
-1 |
-17 |
85 |
-18 |
57 |
SBN24 |
-79 |
-77 |
-75 |
-79 |
-65 |
-49 |
-28 |
17 |
-18 |
48 |
-17 |
-57 |
-53 |
13 |
-76 |
-50 |
-60 |
-76 |
5 |
1 |
61 |
-22 |
77 |
-80 |
-68 |
|
24 |
67 |
69 |
55 |
67 |
25 |
38 |
-43 |
33 |
-39 |
W_N24 |
-53 |
-59 |
-59 |
-45 |
-71 |
-17 |
-5 |
23 |
-2 |
41 |
6 |
-36 |
2 |
0 |
-36 |
27 |
-12 |
-12 |
-23 |
-23 |
-6 |
-46 |
65 |
-41 |
-56 |
24 |
|
75 |
68 |
71 |
43 |
-58 |
-1 |
-63 |
-9 |
-30 |
C_N24 |
-87 |
-91
| -90 |
-78 |
-94
| -36 |
-15 |
31 |
-4 |
68 |
-3 |
-57 |
-20 |
-1 |
-67 |
-4 |
-38 |
-55 |
-17 |
-20 |
24 |
-51 |
91
| -73 |
-77 |
67 |
75 |
|
95
| 87 |
72 |
-31 |
10 |
-72 |
-2 |
-45 |
S_N24 |
-81 |
-84 |
-83 |
-72 |
-88 |
-26 |
-6 |
36 |
12 |
69 |
-1 |
-44 |
-12 |
-14 |
-64 |
-1 |
-34 |
-53 |
-19 |
-22 |
25 |
-48 |
86 |
-70 |
-76 |
69 |
68 |
95
| |
92
| 76 |
-33 |
2 |
-70 |
-10 |
-40 |
SMN24 |
-72 |
-77 |
-74 |
-70 |
-82 |
-27 |
-9 |
32 |
14 |
52 |
-13 |
-40 |
-3 |
-10 |
-47 |
9 |
-21 |
-36 |
-31 |
-32 |
-1 |
-59 |
77 |
-51 |
-66 |
55 |
71 |
87 |
92
| |
47 |
-56 |
-21 |
-72 |
-32 |
-18 |
BON24 |
-69 |
-67 |
-70 |
-50 |
-66 |
-25 |
-9 |
24 |
0 |
67 |
12 |
-38 |
-29 |
-7 |
-64 |
-11 |
-35 |
-55 |
18 |
14 |
64 |
-3 |
72 |
-75 |
-61 |
67 |
43 |
72 |
76 |
47 |
|
12 |
46 |
-37 |
36 |
-65 |
CTN24 |
15 |
18 |
19 |
18 |
30 |
7 |
6 |
2 |
-9 |
7 |
17 |
8 |
-28 |
-2 |
-28 |
-52 |
-44 |
-41 |
22 |
18 |
47 |
32 |
-17 |
-27 |
-1 |
25 |
-58 |
-31 |
-33 |
-56 |
12 |
|
57 |
30 |
62 |
-19 |
LCM24 |
-29 |
-19 |
-23 |
-18 |
-5 |
-38 |
-39 |
-27 |
-45 |
3 |
-7 |
-40 |
-57 |
39 |
-34 |
-27 |
-27 |
-23 |
50 |
46 |
72 |
42 |
29 |
-50 |
-17 |
38 |
-1 |
10 |
2 |
-21 |
46 |
57 |
|
18 |
96
| -32 |
HEM24 |
52 |
68 |
61 |
52 |
79 |
-6 |
-28 |
-67 |
-27 |
-73 |
-29 |
18 |
-16 |
36 |
69 |
-0 |
56 |
59 |
65 |
66 |
18 |
82 |
-64 |
59 |
85 |
-43 |
-63 |
-72 |
-70 |
-72 |
-37 |
30 |
18 |
|
17 |
39 |
FCQ24 |
-17 |
-11 |
-13 |
-9 |
2 |
-21 |
-21 |
-14 |
-36 |
4 |
7 |
-28 |
-47 |
28 |
-36 |
-33 |
-36 |
-26 |
39 |
36 |
63 |
38 |
20 |
-44 |
-18 |
33 |
-9 |
-2 |
-10 |
-32 |
36 |
62 |
96
| 17 |
|
-37 |
JON24 |
45 |
51 |
50 |
29 |
52 |
-10 |
-24 |
-46 |
-4 |
-67 |
-38 |
19 |
13 |
19 |
64 |
27 |
58 |
62 |
9 |
11 |
-33 |
17 |
-49 |
54 |
57 |
-39 |
-30 |
-45 |
-40 |
-18 |
-65 |
-19 |
-32 |
39 |
-37 |
|
|