|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 30 trading days) - Apr 24, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
CBM24 |
HOK24 |
RBK24 |
NGK24 |
KCK24 |
CCK24 |
SBK24 |
W_K24 |
C_K24 |
S_K24 |
SMK24 |
BOK24 |
CTK24 |
LCM24 |
HEM24 |
FCK24 |
JOK24 |
YMM24 |
|
90
| 80 |
94
| 82 |
88 |
89 |
57 |
76 |
66 |
85 |
71 |
65 |
-74 |
-82 |
-64 |
-87 |
-85 |
-42 |
-48 |
28 |
-40 |
46 |
-89 |
-60 |
87 |
-9 |
34 |
88 |
-14 |
81 |
84 |
57 |
-38 |
60 |
-8 |
ESM24 |
90
| |
97
| 96
| 92
| 83 |
83 |
47 |
72 |
64 |
76 |
73 |
71 |
-71 |
-67 |
-32 |
-69 |
-85 |
-15 |
-21 |
51 |
-13 |
50 |
-82 |
-55 |
90 |
-11 |
15 |
80 |
-34 |
85 |
80 |
34 |
-28 |
36 |
4 |
NQM24 |
80 |
97
| |
89 |
89 |
80 |
79 |
49 |
68 |
66 |
68 |
73 |
67 |
-69 |
-64 |
-18 |
-65 |
-87 |
-17 |
-22 |
52 |
-10 |
45 |
-79 |
-59 |
83 |
-22 |
9 |
75 |
-36 |
80 |
79 |
33 |
-36 |
33 |
5 |
QRM24 |
94
| 96
| 89 |
|
85 |
87 |
86 |
48 |
74 |
65 |
82 |
72 |
74 |
-73 |
-67 |
-37 |
-72 |
-82 |
-21 |
-27 |
41 |
-24 |
44 |
-82 |
-54 |
92
| -6 |
23 |
83 |
-27 |
84 |
80 |
36 |
-23 |
38 |
4 |
NKM24 |
82 |
92
| 89 |
85 |
|
69 |
69 |
25 |
52 |
40 |
56 |
53 |
48 |
-49 |
-57 |
-36 |
-59 |
-74 |
-5 |
-10 |
45 |
3 |
37 |
-70 |
-35 |
77 |
-8 |
7 |
69 |
-25 |
71 |
66 |
26 |
-36 |
28 |
11 |
USM24 |
88 |
83 |
80 |
87 |
69 |
|
99
| 75 |
85 |
86 |
87 |
83 |
73 |
-87 |
-86 |
-45 |
-87 |
-92
| -53 |
-59 |
33 |
-48 |
42 |
-92
| -76 |
88 |
-34 |
33 |
88 |
-21 |
84 |
92
| 64 |
-50 |
64 |
-7 |
TYM24 |
89 |
83 |
79 |
86 |
69 |
99
| |
76 |
87 |
86 |
88 |
84 |
74 |
-88 |
-87 |
-48 |
-88 |
-92
| -53 |
-59 |
34 |
-48 |
41 |
-92
| -77 |
88 |
-33 |
33 |
90 |
-20 |
85 |
92
| 65 |
-50 |
66 |
-9 |
SFM24 |
57 |
47 |
49 |
48 |
25 |
75 |
76 |
|
87 |
93
| 80 |
89 |
70 |
-92
| -82 |
-31 |
-74 |
-71 |
-70 |
-73 |
32 |
-55 |
43 |
-80 |
-96
| 58 |
-48 |
45 |
72 |
-17 |
69 |
83 |
85 |
-47 |
84 |
-39 |
EUM24 |
76 |
72 |
68 |
74 |
52 |
85 |
87 |
87 |
|
91
| 95
| 97
| 93
| -99
| -80 |
-33 |
-73 |
-74 |
-47 |
-53 |
49 |
-43 |
53 |
-86 |
-88 |
79 |
-30 |
36 |
84 |
-27 |
87 |
86 |
69 |
-25 |
70 |
-28 |
JYM24 |
66 |
64 |
66 |
65 |
40 |
86 |
86 |
93
| 91
| |
86 |
93
| 79 |
-95
| -82 |
-22 |
-76 |
-81 |
-56 |
-61 |
46 |
-48 |
49 |
-87 |
-93
| 77 |
-50 |
30 |
77 |
-35 |
82 |
92
| 71 |
-41 |
70 |
-18 |
CDM24 |
85 |
76 |
68 |
82 |
56 |
87 |
88 |
80 |
95
| 86 |
|
91
| 88 |
-94
| -81 |
-46 |
-79 |
-76 |
-44 |
-51 |
44 |
-45 |
56 |
-89 |
-81 |
87 |
-20 |
40 |
86 |
-29 |
88 |
87 |
66 |
-22 |
68 |
-21 |
BPM24 |
71 |
73 |
73 |
72 |
53 |
83 |
84 |
89 |
97
| 93
| 91
| |
90 |
-98
| -79 |
-24 |
-71 |
-77 |
-44 |
-50 |
54 |
-35 |
51 |
-86 |
-91
| 78 |
-38 |
29 |
80 |
-35 |
86 |
88 |
67 |
-31 |
68 |
-29 |
ADM24 |
65 |
71 |
67 |
74 |
48 |
73 |
74 |
70 |
93
| 79 |
88 |
90 |
|
-90
| -58 |
-10 |
-51 |
-57 |
-23 |
-27 |
56 |
-26 |
50 |
-71 |
-74 |
74 |
-10 |
29 |
74 |
-29 |
80 |
70 |
43 |
3 |
45 |
-20 |
DXM24 |
-74 |
-71 |
-69 |
-73 |
-49 |
-87 |
-88 |
-92
| -99
| -95
| -94
| -98
| -90
| |
83 |
31 |
76 |
78 |
52 |
57 |
-49 |
45 |
-53 |
89 |
92
| -79 |
36 |
-36 |
-84 |
29 |
-87 |
-90 |
-72 |
31 |
-73 |
28 |
GCM24 |
-82 |
-67 |
-64 |
-67 |
-57 |
-86 |
-87 |
-82 |
-80 |
-82 |
-81 |
-79 |
-58 |
83 |
|
65 |
97
| 87 |
71 |
76 |
-23 |
55 |
-38 |
95
| 83 |
-74 |
34 |
-45 |
-88 |
6 |
-76 |
-92
| -86 |
63 |
-88 |
12 |
PLN24 |
-64 |
-32 |
-18 |
-37 |
-36 |
-45 |
-48 |
-31 |
-33 |
-22 |
-46 |
-24 |
-10 |
31 |
65 |
|
72 |
44 |
53 |
56 |
20 |
49 |
-8 |
52 |
29 |
-37 |
-12 |
-39 |
-50 |
-21 |
-31 |
-43 |
-56 |
35 |
-64 |
16 |
SIK24 |
-87 |
-69 |
-65 |
-72 |
-59 |
-87 |
-88 |
-74 |
-73 |
-76 |
-79 |
-71 |
-51 |
76 |
97
| 72 |
|
89 |
72 |
77 |
-12 |
61 |
-34 |
92
| 75 |
-75 |
28 |
-43 |
-85 |
3 |
-72 |
-90 |
-80 |
61 |
-83 |
8 |
HGK24 |
-85 |
-85 |
-87 |
-82 |
-74 |
-92
| -92
| -71 |
-74 |
-81 |
-76 |
-77 |
-57 |
78 |
87 |
44 |
89 |
|
53 |
58 |
-33 |
41 |
-40 |
91
| 76 |
-83 |
43 |
-21 |
-83 |
26 |
-81 |
-93
| -63 |
64 |
-63 |
3 |
CLM24 |
-42 |
-15 |
-17 |
-21 |
-5 |
-53 |
-53 |
-70 |
-47 |
-56 |
-44 |
-44 |
-23 |
52 |
71 |
53 |
72 |
53 |
|
100
| 40 |
89 |
-4 |
53 |
62 |
-20 |
41 |
-40 |
-49 |
-33 |
-22 |
-53 |
-82 |
62 |
-81 |
29 |
CBM24 |
-48 |
-21 |
-22 |
-27 |
-10 |
-59 |
-59 |
-73 |
-53 |
-61 |
-51 |
-50 |
-27 |
57 |
76 |
56 |
77 |
58 |
100
| |
34 |
89 |
-10 |
59 |
66 |
-27 |
43 |
-41 |
-54 |
-27 |
-29 |
-59 |
-85 |
63 |
-84 |
29 |
HOK24 |
28 |
51 |
52 |
41 |
45 |
33 |
34 |
32 |
49 |
46 |
44 |
54 |
56 |
-49 |
-23 |
20 |
-12 |
-33 |
40 |
34 |
|
50 |
52 |
-43 |
-41 |
57 |
-14 |
-3 |
38 |
-67 |
69 |
46 |
5 |
7 |
6 |
5 |
RBK24 |
-40 |
-13 |
-10 |
-24 |
3 |
-48 |
-48 |
-55 |
-43 |
-48 |
-45 |
-35 |
-26 |
45 |
55 |
49 |
61 |
41 |
89 |
89 |
50 |
|
-6 |
41 |
46 |
-20 |
22 |
-36 |
-40 |
-31 |
-16 |
-42 |
-59 |
33 |
-59 |
26 |
NGK24 |
46 |
50 |
45 |
44 |
37 |
42 |
41 |
43 |
53 |
49 |
56 |
51 |
50 |
-53 |
-38 |
-8 |
-34 |
-40 |
-4 |
-10 |
52 |
-6 |
|
-52 |
-45 |
53 |
-17 |
20 |
41 |
-43 |
60 |
52 |
29 |
-0 |
29 |
-23 |
KCK24 |
-89 |
-82 |
-79 |
-82 |
-70 |
-92
| -92
| -80 |
-86 |
-87 |
-89 |
-86 |
-71 |
89 |
95
| 52 |
92
| 91
| 53 |
59 |
-43 |
41 |
-52 |
|
82 |
-88 |
31 |
-39 |
-92
| 24 |
-89 |
-97
| -75 |
51 |
-77 |
7 |
CCK24 |
-60 |
-55 |
-59 |
-54 |
-35 |
-76 |
-77 |
-96
| -88 |
-93
| -81 |
-91
| -74 |
92
| 83 |
29 |
75 |
76 |
62 |
66 |
-41 |
46 |
-45 |
82 |
|
-62 |
45 |
-42 |
-73 |
25 |
-73 |
-85 |
-82 |
48 |
-81 |
32 |
SBK24 |
87 |
90 |
83 |
92
| 77 |
88 |
88 |
58 |
79 |
77 |
87 |
78 |
74 |
-79 |
-74 |
-37 |
-75 |
-83 |
-20 |
-27 |
57 |
-20 |
53 |
-88 |
-62 |
|
-22 |
17 |
82 |
-48 |
94
| 89 |
41 |
-27 |
44 |
12 |
W_K24 |
-9 |
-11 |
-22 |
-6 |
-8 |
-34 |
-33 |
-48 |
-30 |
-50 |
-20 |
-38 |
-10 |
36 |
34 |
-12 |
28 |
43 |
41 |
43 |
-14 |
22 |
-17 |
31 |
45 |
-22 |
|
35 |
-17 |
32 |
-30 |
-42 |
-40 |
64 |
-36 |
10 |
C_K24 |
34 |
15 |
9 |
23 |
7 |
33 |
33 |
45 |
36 |
30 |
40 |
29 |
29 |
-36 |
-45 |
-39 |
-43 |
-21 |
-40 |
-41 |
-3 |
-36 |
20 |
-39 |
-42 |
17 |
35 |
|
49 |
41 |
23 |
31 |
54 |
-14 |
53 |
-31 |
S_K24 |
88 |
80 |
75 |
83 |
69 |
88 |
90 |
72 |
84 |
77 |
86 |
80 |
74 |
-84 |
-88 |
-50 |
-85 |
-83 |
-49 |
-54 |
38 |
-40 |
41 |
-92
| -73 |
82 |
-17 |
49 |
|
1 |
87 |
88 |
66 |
-44 |
68 |
-10 |
SMK24 |
-14 |
-34 |
-36 |
-27 |
-25 |
-21 |
-20 |
-17 |
-27 |
-35 |
-29 |
-35 |
-29 |
29 |
6 |
-21 |
3 |
26 |
-33 |
-27 |
-67 |
-31 |
-43 |
24 |
25 |
-48 |
32 |
41 |
1 |
|
-46 |
-34 |
9 |
-12 |
10 |
-23 |
BOK24 |
81 |
85 |
80 |
84 |
71 |
84 |
85 |
69 |
87 |
82 |
88 |
86 |
80 |
-87 |
-76 |
-31 |
-72 |
-81 |
-22 |
-29 |
69 |
-16 |
60 |
-89 |
-73 |
94
| -30 |
23 |
87 |
-46 |
|
90 |
50 |
-28 |
52 |
1 |
CTK24 |
84 |
80 |
79 |
80 |
66 |
92
| 92
| 83 |
86 |
92
| 87 |
88 |
70 |
-90 |
-92
| -43 |
-90 |
-93
| -53 |
-59 |
46 |
-42 |
52 |
-97
| -85 |
89 |
-42 |
31 |
88 |
-34 |
90 |
|
72 |
-53 |
73 |
-4 |
LCM24 |
57 |
34 |
33 |
36 |
26 |
64 |
65 |
85 |
69 |
71 |
66 |
67 |
43 |
-72 |
-86 |
-56 |
-80 |
-63 |
-82 |
-85 |
5 |
-59 |
29 |
-75 |
-82 |
41 |
-40 |
54 |
66 |
9 |
50 |
72 |
|
-65 |
99
| -37 |
HEM24 |
-38 |
-28 |
-36 |
-23 |
-36 |
-50 |
-50 |
-47 |
-25 |
-41 |
-22 |
-31 |
3 |
31 |
63 |
35 |
61 |
64 |
62 |
63 |
7 |
33 |
-0 |
51 |
48 |
-27 |
64 |
-14 |
-44 |
-12 |
-28 |
-53 |
-65 |
|
-62 |
6 |
FCK24 |
60 |
36 |
33 |
38 |
28 |
64 |
66 |
84 |
70 |
70 |
68 |
68 |
45 |
-73 |
-88 |
-64 |
-83 |
-63 |
-81 |
-84 |
6 |
-59 |
29 |
-77 |
-81 |
44 |
-36 |
53 |
68 |
10 |
52 |
73 |
99
| -62 |
|
-38 |
JOK24 |
-8 |
4 |
5 |
4 |
11 |
-7 |
-9 |
-39 |
-28 |
-18 |
-21 |
-29 |
-20 |
28 |
12 |
16 |
8 |
3 |
29 |
29 |
5 |
26 |
-23 |
7 |
32 |
12 |
10 |
-31 |
-10 |
-23 |
1 |
-4 |
-37 |
6 |
-38 |
|
|