 |
| MRCI's Inter-Market Correlations |
| MRCI's Inter-Market Correlations(prev 160 trading days) - May 09, 2008 |
| |
#DX |
#HUI |
#XAU |
SIN |
GCM |
HGN |
PLN |
GLD |
SLV |
ABX |
AEM |
AU |
BGO |
CBJ |
CDE |
CEF |
EGO |
FCX |
GFI |
GG |
GLG |
GOLD |
GSS |
HMY |
KGC |
HL |
IAG |
LIHRY |
MDG |
NEM |
PAAS |
PDG |
PMU |
RANGY |
RIO |
RGLD |
SWC |
| #DX |
|
-58 |
-50 |
-79 |
-76 |
-60 |
-72 |
-79 |
-81 |
-27 |
-82 |
72 |
-inf
| 28 |
7 |
-84 |
-67 |
-1 |
57 |
-82 |
56 |
-84 |
11 |
-55 |
-75 |
-80 |
55 |
|
-93
| 5 |
-81 |
-inf
| 37 |
67 |
-44 |
29 |
-73 |
| #HUI |
-58 |
|
95
| 86 |
87 |
39 |
57 |
86 |
86 |
89 |
83 |
-41 |
|
66 |
58 |
82 |
57 |
-25 |
-23 |
91
| 8 |
81 |
43 |
60 |
93
| 54 |
4 |
inf
| 98
| 59 |
90 |
|
23 |
-62 |
2 |
12 |
64 |
| #XAU |
-50 |
95
| |
77 |
76 |
43 |
50 |
74 |
76 |
84 |
76 |
-27 |
inf
| 56 |
52 |
70 |
63 |
0 |
-8 |
85 |
5 |
71 |
46 |
61 |
84 |
47 |
10 |
|
98
| 57 |
81 |
|
34 |
-52 |
16 |
29 |
59 |
| SIN |
-79 |
86 |
77 |
|
96
| 62 |
89 |
96
| 100
| 69 |
93
| -75 |
|
58 |
34 |
98
| 59 |
-20 |
-57 |
95
| -21 |
94
| 28 |
64 |
94
| 61 |
-39 |
inf
| 72 |
25 |
90
| -inf
| -14 |
-79 |
17 |
-19 |
86 |
| GCM |
-76 |
87 |
76 |
96
| |
46 |
83 |
100
| 96
| 75 |
89 |
-69 |
inf
| 73 |
43 |
96
| 51 |
-34 |
-62 |
94
| -19 |
93
| 21 |
54 |
97
| 56 |
-33 |
inf
| 92
| 37 |
93
| |
-16 |
-78 |
5 |
-24 |
75 |
| HGN |
-60 |
39 |
43 |
62 |
46 |
|
91
| 48 |
62 |
17 |
74 |
-69 |
-inf
| -31 |
-31 |
61 |
76 |
42 |
-34 |
59 |
-58 |
65 |
42 |
58 |
48 |
33 |
-63 |
-inf
| 29 |
-43 |
41 |
|
-27 |
-37 |
51 |
14 |
82 |
| PLN |
-72 |
57 |
50 |
89 |
83 |
91
| |
86 |
90
| 35 |
88 |
-86 |
|
24 |
-10 |
93
| 64 |
17 |
-64 |
84 |
-46 |
91
| 57 |
60 |
78 |
35 |
-66 |
|
-23 |
-35 |
69 |
|
-33 |
-83 |
31 |
-2 |
94
|
| GLD |
-79 |
86 |
74 |
96
| 100
| 48 |
86 |
|
97
| 72 |
90
| -71 |
inf
| 70 |
40 |
97
| 52 |
-33 |
-65 |
94
| -26 |
95
| 19 |
53 |
96
| 56 |
-37 |
|
92
| 33 |
93
| inf
| -20 |
-79 |
7 |
-27 |
76 |
| SLV |
-81 |
86 |
76 |
100
| 96
| 62 |
90
| 97
| |
67 |
94
| -76 |
inf
| 55 |
32 |
99
| 59 |
-19 |
-59 |
95
| -25 |
95
| 27 |
64 |
94
| 61 |
-41 |
-inf
| 79 |
23 |
90
| -inf
| -17 |
-80 |
18 |
-21 |
87 |
| ABX |
-27 |
89 |
84 |
69 |
75 |
17 |
35 |
72 |
67 |
|
62 |
-22 |
|
81 |
71 |
63 |
30 |
-45 |
-14 |
70 |
23 |
62 |
54 |
36 |
78 |
20 |
23 |
|
95
| 73 |
68 |
inf
| 36 |
-61 |
-30 |
16 |
41 |
| AEM |
-82 |
83 |
76 |
93
| 89 |
74 |
88 |
90
| 94
| 62 |
|
-77 |
|
40 |
14 |
94
| 77 |
-4 |
-53 |
94
| -39 |
93
| 35 |
63 |
91
| 54 |
-46 |
|
93
| 9 |
85 |
-inf
| -17 |
-76 |
25 |
-4 |
86 |
| AU |
72 |
-41 |
-27 |
-75 |
-69 |
-69 |
-86 |
-71 |
-76 |
-22 |
-77 |
|
-inf
| 2 |
11 |
-81 |
-45 |
5 |
75 |
-66 |
41 |
-76 |
-14 |
-35 |
-62 |
-39 |
75 |
inf
| 69 |
30 |
-56 |
|
42 |
58 |
-28 |
42 |
-84 |
| BGO |
-inf
| |
inf
| |
inf
| -inf
| |
inf
| inf
| |
|
-inf
| |
|
|
|
|
|
-inf
| |
|
|
|
-inf
| inf
| inf
| inf
| |
inf
| |
inf
| |
|
inf
| |
|
-inf
|
| CBJ |
16 |
42 |
34 |
71 |
10 |
-3 |
|
14 |
62 |
36 |
38 |
17 |
8 |
|
61 |
24 |
30 |
73 |
16 |
15 |
50 |
53 |
32 |
30 |
55 |
73 |
21 |
48 |
4 |
-3 |
70 |
68 |
52 |
45 |
46 |
53 |
29 |
| CDE |
53 |
77 |
71 |
53 |
28 |
48 |
|
25 |
85 |
19 |
32 |
78 |
34 |
61 |
|
39 |
68 |
83 |
67 |
60 |
4 |
39 |
75 |
66 |
19 |
77 |
29 |
10 |
54 |
60 |
90 |
60 |
32 |
35 |
74 |
95
| 76 |
| CEF |
-39 |
80 |
84 |
70 |
90
| 51 |
|
90
| 80 |
72 |
71 |
64 |
81 |
24 |
39 |
|
78 |
57 |
70 |
83 |
38 |
71 |
63 |
46 |
27 |
25 |
56 |
94
| 76 |
73 |
19 |
86 |
45 |
75 |
49 |
36 |
49 |
| EGO |
-3 |
91
| 91
| 57 |
73 |
41 |
|
68 |
70 |
45 |
57 |
83 |
76 |
30 |
68 |
78 |
|
71 |
85 |
90 |
27 |
56 |
76 |
69 |
12 |
43 |
47 |
73 |
88 |
84 |
47 |
90 |
39 |
60 |
68 |
65 |
75 |
| FCX |
22 |
83 |
79 |
79 |
46 |
36 |
|
47 |
88 |
48 |
61 |
66 |
39 |
73 |
83 |
57 |
71 |
|
60 |
62 |
44 |
67 |
68 |
75 |
42 |
82 |
31 |
57 |
53 |
50 |
80 |
91
| 60 |
58 |
70 |
83 |
68 |
| GFI |
12 |
87 |
88 |
39 |
72 |
41 |
|
65 |
52 |
31 |
41 |
89 |
69 |
16 |
67 |
70 |
85 |
60 |
|
87 |
0 |
45 |
70 |
71 |
-3 |
26 |
32 |
40 |
86 |
92
| 37 |
86 |
15 |
47 |
65 |
67 |
75 |
| GG |
-11 |
89 |
93
| 52 |
84 |
37 |
|
79 |
70 |
50 |
55 |
90
| 78 |
15 |
60 |
83 |
90 |
62 |
87 |
|
10 |
53 |
79 |
63 |
6 |
30 |
46 |
75 |
91
| 92
| 36 |
80 |
31 |
59 |
69 |
60 |
75 |
| GLG |
-45 |
37 |
34 |
65 |
23 |
20 |
|
34 |
55 |
70 |
76 |
-4 |
35 |
50 |
4 |
38 |
27 |
44 |
0 |
10 |
|
73 |
22 |
15 |
82 |
49 |
49 |
87 |
7 |
-5 |
21 |
90 |
74 |
54 |
-11 |
4 |
-20 |
| GOLD |
-35 |
73 |
72 |
81 |
58 |
53 |
|
64 |
74 |
81 |
90
| 42 |
69 |
53 |
37 |
71 |
57 |
67 |
45 |
53 |
73 |
|
56 |
46 |
72 |
54 |
58 |
91
| 36 |
40 |
33 |
81 |
75 |
81 |
16 |
34 |
15 |
| GSS |
8 |
88 |
86 |
61 |
57 |
28 |
|
56 |
75 |
54 |
62 |
85 |
70 |
31 |
75 |
62 |
75 |
67 |
70 |
79 |
22 |
56 |
|
56 |
39 |
62 |
64 |
17 |
67 |
76 |
65 |
-1 |
46 |
43 |
53 |
74 |
55 |
| HMY |
33 |
73 |
71 |
41 |
40 |
29 |
|
37 |
50 |
14 |
40 |
70 |
37 |
30 |
66 |
45 |
68 |
75 |
72 |
63 |
15 |
46 |
56 |
|
2 |
56 |
-2 |
18 |
59 |
62 |
54 |
91
| 37 |
34 |
59 |
70 |
75 |
| KGC |
-35 |
37 |
34 |
70 |
18 |
20 |
|
28 |
56 |
77 |
74 |
4 |
32 |
55 |
18 |
28 |
14 |
42 |
-2 |
7 |
82 |
72 |
39 |
2 |
|
58 |
66 |
73 |
-8 |
-6 |
37 |
85 |
70 |
47 |
-14 |
16 |
-31 |
| HL |
33 |
61 |
54 |
69 |
10 |
30 |
|
13 |
67 |
37 |
55 |
46 |
22 |
73 |
77 |
25 |
42 |
82 |
27 |
30 |
49 |
54 |
62 |
56 |
58 |
|
32 |
42 |
17 |
21 |
90
| 49 |
66 |
36 |
40 |
76 |
38 |
| IAG |
-43 |
58 |
57 |
59 |
46 |
18 |
|
49 |
55 |
75 |
67 |
39 |
67 |
21 |
27 |
56 |
48 |
31 |
32 |
46 |
49 |
58 |
64 |
-2 |
66 |
32 |
|
61 |
40 |
42 |
27 |
78 |
50 |
53 |
6 |
21 |
-4 |
| LIHRY |
-80 |
75 |
69 |
87 |
87 |
55 |
|
90 |
85 |
80 |
91
| -7 |
90
| 48 |
10 |
94
| 73 |
57 |
40 |
75 |
87 |
91
| 17 |
18 |
73 |
42 |
61 |
|
82 |
25 |
-21 |
92
| 58 |
91
| -14 |
-5 |
5 |
| MDG |
-51 |
79 |
75 |
74 |
81 |
44 |
|
79 |
67 |
58 |
71 |
19 |
71 |
42 |
32 |
85 |
85 |
69 |
60 |
86 |
64 |
70 |
27 |
47 |
42 |
45 |
36 |
82 |
|
46 |
1 |
72 |
51 |
72 |
24 |
20 |
48 |
| NEM |
14 |
70 |
79 |
22 |
39 |
42 |
|
36 |
62 |
35 |
25 |
83 |
30 |
23 |
47 |
34 |
67 |
62 |
88 |
62 |
6 |
36 |
67 |
85 |
7 |
35 |
18 |
25 |
46 |
|
36 |
91
| 46 |
14 |
54 |
66 |
61 |
| PAAS |
61 |
38 |
37 |
14 |
-20 |
30 |
|
-22 |
80 |
-5 |
-10 |
68 |
-16 |
58 |
90 |
-15 |
26 |
58 |
39 |
19 |
-16 |
-3 |
70 |
45 |
8 |
71 |
10 |
-21 |
1 |
36 |
|
83 |
29 |
-23 |
66 |
83 |
58 |
| PDG |
54 |
91
| 94
| 94
| 94
| |
|
93
| |
61 |
84 |
91
| 83 |
84 |
70 |
90
| 93
| 94
| 91
| 87 |
93
| 87 |
-13 |
94
| 90
| 44 |
81 |
95
| 72 |
91
| 83 |
|
59 |
41 |
89 |
88 |
95
|
| PMU |
61 |
48 |
55 |
48 |
54 |
|
|
53 |
|
46 |
30 |
51 |
34 |
22 |
39 |
43 |
52 |
67 |
48 |
50 |
48 |
54 |
-32 |
58 |
46 |
1 |
31 |
73 |
37 |
55 |
40 |
59 |
|
-58 |
71 |
43 |
48 |
| RANGY |
-45 |
-4 |
-11 |
2 |
-6 |
|
|
-4 |
|
-18 |
11 |
-4 |
9 |
19 |
-1 |
6 |
-21 |
-32 |
-1 |
-14 |
-13 |
-4 |
49 |
-10 |
-5 |
66 |
14 |
-32 |
0 |
-10 |
-2 |
-17 |
-58 |
|
-32 |
-8 |
-13 |
| RIO |
47 |
90
| 92
| 84 |
91
| |
|
90
| |
72 |
81 |
90 |
85 |
72 |
79 |
86 |
82 |
89 |
90
| 91
| 88 |
88 |
7 |
92
| 87 |
52 |
82 |
91
| 79 |
89 |
84 |
89 |
71 |
-32 |
|
82 |
89 |
| RGLD |
17 |
93
| 95
| 85 |
90
| |
|
91
| |
84 |
85 |
93
| 81 |
88 |
63 |
86 |
95
| 89 |
89 |
88 |
95
| 90
| 19 |
88 |
97
| 55 |
90 |
87 |
86 |
96
| 78 |
88 |
43 |
-8 |
82 |
|
85 |
| SWC |
45 |
95
| 95
| 96
| 96
| |
|
96
| |
61 |
93
| 92
| 93
| 88 |
84 |
96
| 88 |
88 |
95
| 94
| 95
| 90 |
5 |
95
| 91
| 62 |
88 |
89 |
81 |
90 |
93
| 95
| 48 |
-13 |
89 |
85 |
|
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