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