|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 60 trading days) - Apr 22, 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 |
|
68 |
76 |
80 |
55 |
50 |
39 |
13 |
60 |
24 |
48 |
54 |
44 |
-51 |
-33 |
-48 |
-41 |
-40 |
-11 |
-15 |
11 |
-5 |
-4 |
-70 |
-13 |
45 |
-14 |
-16 |
20 |
-29 |
47 |
70 |
50 |
-2 |
48 |
20 |
ESM24 |
68 |
|
86 |
83 |
90
| -4 |
-22 |
-53 |
26 |
-34 |
-17 |
24 |
19 |
-4 |
39 |
12 |
31 |
23 |
55 |
52 |
24 |
60 |
-54 |
-12 |
52 |
-15 |
-68 |
-46 |
-13 |
-61 |
51 |
37 |
1 |
59 |
-9 |
39 |
NQM24 |
76 |
86 |
|
85 |
74 |
26 |
12 |
-15 |
44 |
2 |
14 |
45 |
34 |
-31 |
-2 |
-13 |
-9 |
-22 |
18 |
16 |
29 |
25 |
-21 |
-44 |
9 |
14 |
-39 |
-32 |
-2 |
-50 |
45 |
61 |
24 |
21 |
18 |
25 |
QRM24 |
80 |
83 |
85 |
|
76 |
30 |
16 |
-14 |
55 |
3 |
22 |
52 |
47 |
-39 |
2 |
-11 |
-5 |
-14 |
24 |
20 |
20 |
25 |
-25 |
-43 |
12 |
13 |
-46 |
-31 |
-1 |
-50 |
45 |
62 |
22 |
32 |
17 |
15 |
NKM24 |
55 |
90
| 74 |
76 |
|
-20 |
-37 |
-61 |
13 |
-50 |
-33 |
10 |
1 |
10 |
39 |
6 |
33 |
26 |
56 |
54 |
11 |
60 |
-59 |
-4 |
55 |
-34 |
-76 |
-68 |
-40 |
-75 |
24 |
37 |
1 |
61 |
-5 |
45 |
USM24 |
50 |
-4 |
26 |
30 |
-20 |
|
97
| 77 |
75 |
87 |
85 |
75 |
64 |
-85 |
-65 |
-47 |
-71 |
-73 |
-68 |
-70 |
-9 |
-69 |
60 |
-77 |
-71 |
66 |
34 |
48 |
53 |
36 |
18 |
54 |
58 |
-50 |
62 |
-15 |
TYM24 |
39 |
-22 |
12 |
16 |
-37 |
97
| |
86 |
69 |
92
| 89 |
70 |
62 |
-83 |
-73 |
-49 |
-77 |
-78 |
-75 |
-77 |
-6 |
-77 |
70 |
-76 |
-81 |
73 |
51 |
57 |
60 |
49 |
15 |
45 |
55 |
-63 |
61 |
-29 |
SFM24 |
13 |
-53 |
-15 |
-14 |
-61 |
77 |
86 |
|
59 |
94
| 86 |
60 |
51 |
-78 |
-86 |
-50 |
-84 |
-80 |
-88 |
-89 |
-9 |
-89 |
79 |
-70 |
-96
| 67 |
65 |
52 |
44 |
48 |
-9 |
40 |
61 |
-77 |
71 |
-40 |
EUM24 |
60 |
26 |
44 |
55 |
13 |
75 |
69 |
59 |
|
71 |
77 |
97
| 89 |
-96
| -45 |
-29 |
-48 |
-48 |
-37 |
-40 |
8 |
-37 |
38 |
-75 |
-52 |
47 |
-2 |
17 |
35 |
-1 |
34 |
67 |
61 |
-13 |
63 |
-16 |
JYM24 |
24 |
-34 |
2 |
3 |
-50 |
87 |
92
| 94
| 71 |
|
90
| 74 |
66 |
-88 |
-77 |
-41 |
-78 |
-77 |
-79 |
-80 |
0 |
-80 |
71 |
-75 |
-89 |
72 |
51 |
56 |
55 |
45 |
11 |
47 |
59 |
-65 |
65 |
-35 |
CDM24 |
48 |
-17 |
14 |
22 |
-33 |
85 |
89 |
86 |
77 |
90
| |
76 |
75 |
-89 |
-78 |
-49 |
-78 |
-75 |
-69 |
-70 |
13 |
-70 |
60 |
-80 |
-81 |
82 |
49 |
44 |
56 |
33 |
26 |
53 |
61 |
-58 |
67 |
-26 |
BPM24 |
54 |
24 |
45 |
52 |
10 |
75 |
70 |
60 |
97
| 74 |
76 |
|
87 |
-96
| -45 |
-25 |
-47 |
-50 |
-37 |
-40 |
13 |
-37 |
37 |
-74 |
-54 |
46 |
-2 |
19 |
36 |
-1 |
34 |
66 |
60 |
-17 |
62 |
-19 |
ADM24 |
44 |
19 |
34 |
47 |
1 |
64 |
62 |
51 |
89 |
66 |
75 |
87 |
|
-86 |
-31 |
0 |
-30 |
-31 |
-22 |
-24 |
20 |
-28 |
33 |
-56 |
-43 |
49 |
8 |
26 |
46 |
14 |
38 |
41 |
33 |
-4 |
35 |
-21 |
DXM24 |
-51 |
-4 |
-31 |
-39 |
10 |
-85 |
-83 |
-78 |
-96
| -88 |
-89 |
-96
| -86 |
|
64 |
38 |
66 |
65 |
58 |
60 |
-6 |
58 |
-53 |
82 |
72 |
-61 |
-20 |
-30 |
-43 |
-14 |
-26 |
-67 |
-67 |
36 |
-72 |
24 |
GCM24 |
-33 |
39 |
-2 |
2 |
39 |
-65 |
-73 |
-86 |
-45 |
-77 |
-78 |
-45 |
-31 |
64 |
|
76 |
98
| 93
| 87 |
88 |
2 |
82 |
-60 |
82 |
93
| -74 |
-62 |
-26 |
-30 |
-24 |
6 |
-60 |
-70 |
85 |
-80 |
26 |
PLN24 |
-48 |
12 |
-13 |
-11 |
6 |
-47 |
-49 |
-50 |
-29 |
-41 |
-49 |
-25 |
0 |
38 |
76 |
|
82 |
76 |
65 |
67 |
12 |
57 |
-36 |
67 |
59 |
-50 |
-37 |
-2 |
-7 |
3 |
4 |
-60 |
-67 |
62 |
-74 |
10 |
SIK24 |
-41 |
31 |
-9 |
-5 |
33 |
-71 |
-77 |
-84 |
-48 |
-78 |
-78 |
-47 |
-30 |
66 |
98
| 82 |
|
95
| 88 |
90 |
9 |
83 |
-61 |
85 |
90
| -74 |
-59 |
-25 |
-29 |
-21 |
5 |
-65 |
-73 |
82 |
-82 |
22 |
HGK24 |
-40 |
23 |
-22 |
-14 |
26 |
-73 |
-78 |
-80 |
-48 |
-77 |
-75 |
-50 |
-31 |
65 |
93
| 76 |
95
| |
84 |
85 |
-1 |
78 |
-56 |
83 |
88 |
-72 |
-52 |
-22 |
-26 |
-14 |
0 |
-67 |
-69 |
80 |
-76 |
18 |
CLM24 |
-11 |
55 |
18 |
24 |
56 |
-68 |
-75 |
-88 |
-37 |
-79 |
-69 |
-37 |
-22 |
58 |
87 |
65 |
88 |
84 |
|
100
| 36 |
96
| -65 |
63 |
90
| -53 |
-59 |
-36 |
-24 |
-41 |
30 |
-41 |
-68 |
83 |
-76 |
19 |
CBM24 |
-15 |
52 |
16 |
20 |
54 |
-70 |
-77 |
-89 |
-40 |
-80 |
-70 |
-40 |
-24 |
60 |
88 |
67 |
90 |
85 |
100
| |
35 |
96
| -65 |
66 |
91
| -54 |
-58 |
-35 |
-24 |
-39 |
29 |
-45 |
-70 |
83 |
-78 |
19 |
HOK24 |
11 |
24 |
29 |
20 |
11 |
-9 |
-6 |
-9 |
8 |
0 |
13 |
13 |
20 |
-6 |
2 |
12 |
9 |
-1 |
36 |
35 |
|
41 |
-15 |
-9 |
5 |
32 |
4 |
9 |
30 |
-15 |
69 |
5 |
-9 |
5 |
-16 |
-11 |
RBK24 |
-5 |
60 |
25 |
25 |
60 |
-69 |
-77 |
-89 |
-37 |
-80 |
-70 |
-37 |
-28 |
58 |
82 |
57 |
83 |
78 |
96
| 96
| 41 |
|
-73 |
57 |
89 |
-52 |
-64 |
-37 |
-22 |
-44 |
38 |
-33 |
-53 |
75 |
-65 |
20 |
NGK24 |
-4 |
-54 |
-21 |
-25 |
-59 |
60 |
70 |
79 |
38 |
71 |
60 |
37 |
33 |
-53 |
-60 |
-36 |
-61 |
-56 |
-65 |
-65 |
-15 |
-73 |
|
-43 |
-74 |
52 |
71 |
57 |
37 |
53 |
-19 |
11 |
23 |
-57 |
37 |
-48 |
KCK24 |
-70 |
-12 |
-44 |
-43 |
-4 |
-77 |
-76 |
-70 |
-75 |
-75 |
-80 |
-74 |
-56 |
82 |
82 |
67 |
85 |
83 |
63 |
66 |
-9 |
57 |
-43 |
|
72 |
-73 |
-26 |
-15 |
-37 |
-1 |
-29 |
-82 |
-77 |
54 |
-81 |
11 |
CCK24 |
-13 |
52 |
9 |
12 |
55 |
-71 |
-81 |
-96
| -52 |
-89 |
-81 |
-54 |
-43 |
72 |
93
| 59 |
90
| 88 |
90
| 91
| 5 |
89 |
-74 |
72 |
|
-67 |
-65 |
-40 |
-33 |
-36 |
14 |
-48 |
-64 |
82 |
-73 |
36 |
SBK24 |
45 |
-15 |
14 |
13 |
-34 |
66 |
73 |
67 |
47 |
72 |
82 |
46 |
49 |
-61 |
-74 |
-50 |
-74 |
-72 |
-53 |
-54 |
32 |
-52 |
52 |
-73 |
-67 |
|
63 |
47 |
63 |
32 |
43 |
42 |
36 |
-62 |
42 |
-25 |
W_K24 |
-14 |
-68 |
-39 |
-46 |
-76 |
34 |
51 |
65 |
-2 |
51 |
49 |
-2 |
8 |
-20 |
-62 |
-37 |
-59 |
-52 |
-59 |
-58 |
4 |
-64 |
71 |
-26 |
-65 |
63 |
|
59 |
43 |
61 |
-14 |
-12 |
5 |
-68 |
18 |
-44 |
C_K24 |
-16 |
-46 |
-32 |
-31 |
-68 |
48 |
57 |
52 |
17 |
56 |
44 |
19 |
26 |
-30 |
-26 |
-2 |
-25 |
-22 |
-36 |
-35 |
9 |
-37 |
57 |
-15 |
-40 |
47 |
59 |
|
83 |
87 |
28 |
-25 |
2 |
-45 |
2 |
-56 |
S_K24 |
20 |
-13 |
-2 |
-1 |
-40 |
53 |
60 |
44 |
35 |
55 |
56 |
36 |
46 |
-43 |
-30 |
-7 |
-29 |
-26 |
-24 |
-24 |
30 |
-22 |
37 |
-37 |
-33 |
63 |
43 |
83 |
|
75 |
63 |
-7 |
12 |
-39 |
9 |
-44 |
SMK24 |
-29 |
-61 |
-50 |
-50 |
-75 |
36 |
49 |
48 |
-1 |
45 |
33 |
-1 |
14 |
-14 |
-24 |
3 |
-21 |
-14 |
-41 |
-39 |
-15 |
-44 |
53 |
-1 |
-36 |
32 |
61 |
87 |
75 |
|
1 |
-44 |
-6 |
-49 |
-3 |
-46 |
BOK24 |
47 |
51 |
45 |
45 |
24 |
18 |
15 |
-9 |
34 |
11 |
26 |
34 |
38 |
-26 |
6 |
4 |
5 |
0 |
30 |
29 |
69 |
38 |
-19 |
-29 |
14 |
43 |
-14 |
28 |
63 |
1 |
|
16 |
4 |
11 |
-7 |
-10 |
CTK24 |
70 |
37 |
61 |
62 |
37 |
54 |
45 |
40 |
67 |
47 |
53 |
66 |
41 |
-67 |
-60 |
-60 |
-65 |
-67 |
-41 |
-45 |
5 |
-33 |
11 |
-82 |
-48 |
42 |
-12 |
-25 |
-7 |
-44 |
16 |
|
74 |
-25 |
75 |
13 |
LCM24 |
50 |
1 |
24 |
22 |
1 |
58 |
55 |
61 |
61 |
59 |
61 |
60 |
33 |
-67 |
-70 |
-67 |
-73 |
-69 |
-68 |
-70 |
-9 |
-53 |
23 |
-77 |
-64 |
36 |
5 |
2 |
12 |
-6 |
4 |
74 |
|
-54 |
97
| 1 |
HEM24 |
-2 |
59 |
21 |
32 |
61 |
-50 |
-63 |
-77 |
-13 |
-65 |
-58 |
-17 |
-4 |
36 |
85 |
62 |
82 |
80 |
83 |
83 |
5 |
75 |
-57 |
54 |
82 |
-62 |
-68 |
-45 |
-39 |
-49 |
11 |
-25 |
-54 |
|
-60 |
35 |
FCK24 |
48 |
-9 |
18 |
17 |
-5 |
62 |
61 |
71 |
63 |
65 |
67 |
62 |
35 |
-72 |
-80 |
-74 |
-82 |
-76 |
-76 |
-78 |
-16 |
-65 |
37 |
-81 |
-73 |
42 |
18 |
2 |
9 |
-3 |
-7 |
75 |
97
| -60 |
|
-3 |
JOK24 |
20 |
39 |
25 |
15 |
45 |
-15 |
-29 |
-40 |
-16 |
-35 |
-26 |
-19 |
-21 |
24 |
26 |
10 |
22 |
18 |
19 |
19 |
-11 |
20 |
-48 |
11 |
36 |
-25 |
-44 |
-56 |
-44 |
-46 |
-10 |
13 |
1 |
35 |
-3 |
|
|