|
MRCI's Inter-Market Correlations |
Symbol | Market |
PIL | CAC-40(EURONEXT) |
DF | Dax Index(EUREX) |
FX | DJ EuroSTOXX 50(EUREX) |
SZ | Swiss Market Index(EUREX) |
LQG | FT-SE 100(EURONEXT) |
OB | Euro-Bund(EUREX) |
GB | Euro-Bobl(EUREX) |
EP | 3-Mth Euribor(EUREX) |
LFG | Long Gilt(LIFFE) |
LFL | Short Sterling(LIFFE) |
LEL | 3-Mth Euribor(LIFFE) |
LCC | London Cocoa(LCE) |
LSB | London Sugar(LCE) |
MRCI's Inter-Market Correlations(prev 60 trading days) - Mar 28, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLK24 |
ITCOM24 |
HOK24 |
ITSK24 |
PILM24 |
DFM24 |
FXM24 |
SZM24 |
LQGM24 |
OBM24 |
GBM24 |
EPM24 |
LFGM24 |
LELM24 |
CCK24 |
LCCK24 |
SBK24 |
LSBK24 |
YMM24 |
|
95
| 91
| -51 |
-71 |
-86 |
-49 |
-82 |
-63 |
-11 |
-58 |
64 |
57 |
-39 |
48 |
54 |
82 |
81 |
61 |
79 |
89 |
86 |
92
| 72 |
63 |
-71 |
-78 |
-84 |
-31 |
-84 |
85 |
-9 |
16 |
15 |
ESM24 |
95
| |
95
| -56 |
-76 |
-92
| -43 |
-85 |
-74 |
1 |
-60 |
62 |
68 |
-40 |
59 |
59 |
89 |
88 |
65 |
83 |
94
| 93
| 97
| 81 |
60 |
-79 |
-86 |
-93
| -35 |
-92
| 90
| -5 |
10 |
10 |
NQM24 |
91
| 95
| |
-62 |
-74 |
-89 |
-55 |
-87 |
-76 |
-6 |
-72 |
70 |
50 |
-56 |
39 |
41 |
80 |
79 |
71 |
84 |
81 |
81 |
88 |
65 |
38 |
-81 |
-85 |
-90 |
-52 |
-90 |
77 |
6 |
28 |
26 |
USM24 |
-51 |
-56 |
-62 |
|
92
| 69 |
62 |
81 |
73 |
33 |
72 |
-74 |
3 |
62 |
-2 |
-19 |
-61 |
-61 |
-66 |
-64 |
-47 |
-40 |
-51 |
-29 |
-3 |
89 |
83 |
71 |
85 |
71 |
-45 |
-5 |
-41 |
-37 |
TYM24 |
-71 |
-76 |
-74 |
92
| |
84 |
57 |
87 |
79 |
25 |
69 |
-72 |
-25 |
51 |
-26 |
-38 |
-76 |
-75 |
-66 |
-73 |
-72 |
-65 |
-74 |
-53 |
-31 |
94
| 93
| 88 |
71 |
88 |
-68 |
-6 |
-19 |
-14 |
SFM24 |
-86 |
-92
| -89 |
69 |
84 |
|
59 |
94
| 88 |
22 |
74 |
-79 |
-57 |
53 |
-48 |
-48 |
-88 |
-87 |
-65 |
-80 |
-84 |
-84 |
-88 |
-70 |
-52 |
84 |
89 |
92
| 45 |
91
| -90
| 13 |
-18 |
-23 |
EUM24 |
-49 |
-43 |
-55 |
62 |
57 |
59 |
|
69 |
61 |
76 |
88 |
-95
| 18 |
66 |
24 |
13 |
-37 |
-37 |
-66 |
-62 |
-23 |
-16 |
-32 |
6 |
3 |
50 |
45 |
43 |
67 |
45 |
-31 |
-3 |
-61 |
-57 |
JYM24 |
-82 |
-85 |
-87 |
81 |
87 |
94
| 69 |
|
89 |
30 |
86 |
-87 |
-33 |
71 |
-25 |
-33 |
-80 |
-79 |
-69 |
-79 |
-72 |
-69 |
-77 |
-53 |
-33 |
89 |
90
| 88 |
64 |
89 |
-77 |
7 |
-32 |
-35 |
CDM24 |
-63 |
-74 |
-76 |
73 |
79 |
88 |
61 |
89 |
|
30 |
83 |
-79 |
-35 |
68 |
-25 |
-29 |
-70 |
-69 |
-52 |
-64 |
-64 |
-66 |
-69 |
-50 |
-25 |
82 |
84 |
82 |
58 |
83 |
-71 |
2 |
-19 |
-23 |
BPM24 |
-11 |
1 |
-6 |
33 |
25 |
22 |
76 |
30 |
30 |
|
52 |
-68 |
41 |
37 |
42 |
33 |
3 |
2 |
-18 |
-12 |
15 |
17 |
9 |
34 |
5 |
11 |
3 |
-0 |
34 |
1 |
-3 |
12 |
-34 |
-38 |
ADM24 |
-58 |
-60 |
-72 |
72 |
69 |
74 |
88 |
86 |
83 |
52 |
|
-94
| -2 |
83 |
10 |
2 |
-51 |
-51 |
-68 |
-70 |
-40 |
-37 |
-49 |
-13 |
5 |
73 |
69 |
67 |
75 |
68 |
-47 |
-8 |
-55 |
-51 |
DXM24 |
64 |
62 |
70 |
-74 |
-72 |
-79 |
-95
| -87 |
-79 |
-68 |
-94
| |
3 |
-73 |
-5 |
5 |
57 |
55 |
68 |
68 |
42 |
36 |
50 |
15 |
19 |
-65 |
-61 |
-60 |
-64 |
-61 |
54 |
-7 |
52 |
48 |
GCM24 |
57 |
68 |
50 |
3 |
-25 |
-57 |
18 |
-33 |
-35 |
41 |
-2 |
3 |
|
19 |
93
| 77 |
66 |
67 |
18 |
38 |
77 |
83 |
73 |
87 |
76 |
-28 |
-41 |
-52 |
33 |
-53 |
79 |
-27 |
-33 |
-23 |
PLN24 |
-39 |
-40 |
-56 |
62 |
51 |
53 |
66 |
71 |
68 |
37 |
83 |
-73 |
19 |
|
33 |
27 |
-29 |
-27 |
-48 |
-47 |
-17 |
-17 |
-27 |
10 |
26 |
63 |
58 |
52 |
74 |
52 |
-24 |
-6 |
-47 |
-46 |
SIK24 |
48 |
59 |
39 |
-2 |
-26 |
-48 |
24 |
-25 |
-25 |
42 |
10 |
-5 |
93
| 33 |
|
86 |
66 |
67 |
21 |
38 |
73 |
76 |
66 |
86 |
76 |
-25 |
-36 |
-43 |
34 |
-44 |
73 |
-33 |
-36 |
-26 |
HGK24 |
54 |
59 |
41 |
-19 |
-38 |
-48 |
13 |
-33 |
-29 |
33 |
2 |
5 |
77 |
27 |
86 |
|
71 |
71 |
26 |
42 |
73 |
74 |
66 |
85 |
74 |
-34 |
-41 |
-44 |
18 |
-44 |
71 |
-37 |
-12 |
-6 |
CLK24 |
82 |
89 |
80 |
-61 |
-76 |
-88 |
-37 |
-80 |
-70 |
3 |
-51 |
57 |
66 |
-29 |
66 |
71 |
|
100
| 71 |
84 |
90 |
88 |
90 |
81 |
62 |
-77 |
-81 |
-81 |
-31 |
-81 |
90 |
-22 |
10 |
16 |
ITCOM24 |
81 |
88 |
79 |
-61 |
-75 |
-87 |
-37 |
-79 |
-69 |
2 |
-51 |
55 |
67 |
-27 |
67 |
71 |
100
| |
72 |
83 |
89 |
87 |
88 |
80 |
67 |
-75 |
-80 |
-79 |
-24 |
-79 |
90 |
-26 |
12 |
12 |
HOK24 |
61 |
65 |
71 |
-66 |
-66 |
-65 |
-66 |
-69 |
-52 |
-18 |
-68 |
68 |
18 |
-48 |
21 |
26 |
71 |
72 |
|
94
| 55 |
46 |
60 |
33 |
11 |
-67 |
-64 |
-62 |
-63 |
-62 |
51 |
0 |
51 |
44 |
ITSK24 |
79 |
83 |
84 |
-64 |
-73 |
-80 |
-62 |
-79 |
-64 |
-12 |
-70 |
68 |
38 |
-47 |
38 |
42 |
84 |
83 |
94
| |
75 |
66 |
79 |
53 |
37 |
-72 |
-74 |
-75 |
-48 |
-76 |
70 |
-1 |
36 |
24 |
PILM24 |
89 |
94
| 81 |
-47 |
-72 |
-84 |
-23 |
-72 |
-64 |
15 |
-40 |
42 |
77 |
-17 |
73 |
73 |
90 |
89 |
55 |
75 |
|
97
| 99
| 92
| 76 |
-72 |
-81 |
-87 |
-16 |
-87 |
92
| -5 |
-10 |
-18 |
DFM24 |
86 |
93
| 81 |
-40 |
-65 |
-84 |
-16 |
-69 |
-66 |
17 |
-37 |
36 |
83 |
-17 |
76 |
74 |
88 |
87 |
46 |
66 |
97
| |
96
| 93
| 79 |
-66 |
-76 |
-83 |
-5 |
-83 |
95
| -13 |
-13 |
-17 |
FXM24 |
92
| 97
| 88 |
-51 |
-74 |
-88 |
-32 |
-77 |
-69 |
9 |
-49 |
50 |
73 |
-27 |
66 |
66 |
90 |
88 |
60 |
79 |
99
| 96
| |
87 |
72 |
-74 |
-83 |
-90
| -23 |
-90
| 92
| -0 |
-2 |
-12 |
SZM24 |
72 |
81 |
66 |
-29 |
-53 |
-70 |
6 |
-53 |
-50 |
34 |
-13 |
15 |
87 |
10 |
86 |
85 |
81 |
80 |
33 |
53 |
92
| 93
| 87 |
|
81 |
-54 |
-65 |
-71 |
10 |
-70 |
86 |
-13 |
-22 |
-23 |
LQGM24 |
63 |
60 |
36 |
-3 |
-31 |
-52 |
3 |
-33 |
-25 |
5 |
5 |
19 |
76 |
26 |
76 |
74 |
59 |
67 |
11 |
37 |
76 |
79 |
72 |
81 |
|
-27 |
-39 |
-47 |
33 |
-47 |
77 |
-38 |
-30 |
-16 |
OBM24 |
-71 |
-79 |
-81 |
89 |
94
| 84 |
50 |
89 |
82 |
11 |
73 |
-65 |
-28 |
63 |
-25 |
-34 |
-77 |
-75 |
-67 |
-72 |
-72 |
-66 |
-74 |
-54 |
-27 |
|
98
| 91
| 72 |
91
| -68 |
-10 |
-24 |
-4 |
GBM24 |
-78 |
-86 |
-85 |
83 |
93
| 89 |
45 |
90
| 84 |
3 |
69 |
-61 |
-41 |
58 |
-36 |
-41 |
-82 |
-80 |
-64 |
-74 |
-81 |
-76 |
-83 |
-65 |
-39 |
98
| |
97
| 61 |
97
| -76 |
-12 |
-14 |
6 |
EPM24 |
-84 |
-93
| -89 |
71 |
88 |
92
| 43 |
88 |
82 |
-0 |
67 |
-60 |
-52 |
52 |
-43 |
-44 |
-82 |
-79 |
-62 |
-75 |
-87 |
-83 |
-90
| -71 |
-47 |
91
| 97
| |
49 |
100
| -81 |
-14 |
-7 |
13 |
LFGM24 |
-31 |
-35 |
-54 |
85 |
71 |
45 |
67 |
64 |
58 |
34 |
75 |
-64 |
33 |
74 |
34 |
18 |
-36 |
-24 |
-63 |
-48 |
-16 |
-5 |
-23 |
10 |
33 |
72 |
61 |
49 |
|
47 |
-11 |
-36 |
-54 |
-30 |
LELM24 |
-84 |
-92
| -90 |
71 |
88 |
91
| 45 |
89 |
83 |
1 |
68 |
-61 |
-53 |
52 |
-44 |
-44 |
-82 |
-79 |
-62 |
-76 |
-87 |
-83 |
-90
| -70 |
-47 |
91
| 97
| 100
| 47 |
|
-80 |
-11 |
-8 |
10 |
CCK24 |
85 |
90
| 77 |
-45 |
-68 |
-90
| -31 |
-77 |
-71 |
-3 |
-47 |
54 |
79 |
-24 |
73 |
71 |
89 |
90 |
51 |
70 |
92
| 95
| 92
| 86 |
77 |
-68 |
-76 |
-81 |
-11 |
-80 |
|
-31 |
-2 |
9 |
LCCK24 |
-9 |
-5 |
9 |
-5 |
-6 |
13 |
-3 |
7 |
2 |
12 |
-8 |
-7 |
-27 |
-6 |
-33 |
-37 |
-17 |
-26 |
0 |
-1 |
-5 |
-13 |
-0 |
-13 |
-38 |
-10 |
-12 |
-14 |
-36 |
-11 |
-31 |
|
1 |
-29 |
SBK24 |
16 |
10 |
28 |
-41 |
-19 |
-18 |
-61 |
-32 |
-19 |
-34 |
-55 |
52 |
-33 |
-47 |
-36 |
-12 |
9 |
12 |
51 |
36 |
-10 |
-13 |
-2 |
-22 |
-30 |
-24 |
-14 |
-7 |
-54 |
-8 |
-2 |
1 |
|
94
|
LSBK24 |
15 |
10 |
24 |
-37 |
-14 |
-23 |
-57 |
-35 |
-23 |
-38 |
-51 |
48 |
-23 |
-46 |
-26 |
-6 |
12 |
12 |
44 |
24 |
-18 |
-17 |
-12 |
-23 |
-16 |
-4 |
6 |
13 |
-30 |
10 |
9 |
-29 |
94
| |
|