|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 90 trading days) - Apr 25, 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 |
|
85 |
87 |
68 |
77 |
-20 |
-26 |
-41 |
-21 |
-44 |
-23 |
13 |
-38 |
25 |
5 |
-53 |
-10 |
-4 |
38 |
36 |
59 |
50 |
-59 |
-26 |
33 |
50 |
-59 |
-64 |
-53 |
-68 |
-18 |
82 |
76 |
51 |
74 |
55 |
ESM24 |
85 |
|
94
| 59 |
95
| -57 |
-64 |
-78 |
-51 |
-75 |
-62 |
-16 |
-61 |
58 |
51 |
-38 |
36 |
38 |
76 |
75 |
73 |
84 |
-84 |
18 |
72 |
22 |
-85 |
-82 |
-74 |
-85 |
-33 |
67 |
66 |
83 |
59 |
69 |
NQM24 |
87 |
94
| |
58 |
90
| -45 |
-49 |
-62 |
-43 |
-64 |
-50 |
-3 |
-58 |
47 |
27 |
-49 |
12 |
13 |
59 |
57 |
76 |
70 |
-75 |
0 |
51 |
42 |
-74 |
-78 |
-70 |
-82 |
-33 |
78 |
73 |
68 |
69 |
61 |
QRM24 |
68 |
59 |
58 |
|
44 |
16 |
3 |
-17 |
25 |
-2 |
13 |
35 |
17 |
-17 |
12 |
7 |
8 |
0 |
30 |
28 |
29 |
29 |
-35 |
-21 |
19 |
9 |
-36 |
-19 |
-5 |
-23 |
19 |
54 |
28 |
30 |
23 |
34 |
NKM24 |
77 |
95
| 90
| 44 |
|
-67 |
-71 |
-81 |
-59 |
-84 |
-72 |
-23 |
-73 |
67 |
47 |
-52 |
31 |
36 |
74 |
73 |
69 |
83 |
-82 |
19 |
71 |
21 |
-89 |
-92
| -85 |
-93
| -47 |
68 |
67 |
82 |
63 |
62 |
USM24 |
-20 |
-57 |
-45 |
16 |
-67 |
|
98
| 88 |
88 |
94
| 92
| 72 |
84 |
-93
| -66 |
32 |
-58 |
-69 |
-78 |
-79 |
-51 |
-82 |
75 |
-67 |
-81 |
12 |
62 |
76 |
79 |
73 |
59 |
-10 |
-29 |
-77 |
-25 |
-47 |
TYM24 |
-26 |
-64 |
-49 |
3 |
-71 |
98
| |
93
| 86 |
94
| 92
| 72 |
80 |
-92
| -74 |
24 |
-67 |
-75 |
-84 |
-85 |
-51 |
-87 |
82 |
-70 |
-89 |
21 |
69 |
77 |
79 |
74 |
57 |
-14 |
-30 |
-84 |
-24 |
-58 |
SFM24 |
-41 |
-78 |
-62 |
-17 |
-81 |
88 |
93
| |
83 |
94
| 91
| 65 |
79 |
-90
| -80 |
25 |
-70 |
-74 |
-92
| -92
| -59 |
-94
| 88 |
-65 |
-95
| 14 |
78 |
77 |
74 |
75 |
44 |
-22 |
-32 |
-90
| -24 |
-68 |
EUM24 |
-21 |
-51 |
-43 |
25 |
-59 |
88 |
86 |
83 |
|
88 |
90
| 84 |
93
| -98
| -55 |
39 |
-45 |
-53 |
-66 |
-67 |
-51 |
-73 |
72 |
-63 |
-73 |
-0 |
54 |
71 |
76 |
67 |
64 |
-11 |
-33 |
-66 |
-28 |
-54 |
JYM24 |
-44 |
-75 |
-64 |
-2 |
-84 |
94
| 94
| 94
| 88 |
|
93
| 65 |
90 |
-94
| -67 |
45 |
-54 |
-63 |
-83 |
-83 |
-60 |
-88 |
84 |
-58 |
-87 |
1 |
76 |
87 |
88 |
85 |
62 |
-29 |
-45 |
-86 |
-40 |
-58 |
CDM24 |
-23 |
-62 |
-50 |
13 |
-72 |
92
| 92
| 91
| 90
| 93
| |
71 |
90
| -95
| -70 |
34 |
-59 |
-64 |
-77 |
-78 |
-47 |
-82 |
74 |
-64 |
-84 |
14 |
72 |
78 |
80 |
74 |
60 |
-16 |
-30 |
-79 |
-25 |
-52 |
BPM24 |
13 |
-16 |
-3 |
35 |
-23 |
72 |
72 |
65 |
84 |
65 |
71 |
|
65 |
-83 |
-55 |
6 |
-53 |
-59 |
-51 |
-53 |
-16 |
-50 |
48 |
-75 |
-63 |
32 |
22 |
36 |
42 |
28 |
47 |
29 |
8 |
-42 |
12 |
-37 |
ADM24 |
-38 |
-61 |
-58 |
17 |
-73 |
84 |
80 |
79 |
93
| 90 |
90
| 65 |
|
-92
| -41 |
63 |
-26 |
-36 |
-59 |
-59 |
-57 |
-71 |
71 |
-41 |
-65 |
-18 |
66 |
83 |
86 |
81 |
66 |
-36 |
-55 |
-67 |
-51 |
-53 |
DXM24 |
25 |
58 |
47 |
-17 |
67 |
-93
| -92
| -90
| -98
| -94
| -95
| -83 |
-92
| |
65 |
-37 |
55 |
63 |
76 |
76 |
52 |
81 |
-77 |
68 |
83 |
-7 |
-62 |
-75 |
-79 |
-71 |
-62 |
11 |
31 |
75 |
26 |
56 |
GCM24 |
5 |
51 |
27 |
12 |
47 |
-66 |
-74 |
-80 |
-55 |
-67 |
-70 |
-55 |
-41 |
65 |
|
27 |
96
| 93
| 85 |
87 |
27 |
77 |
-62 |
84 |
91
| -51 |
-59 |
-41 |
-42 |
-39 |
-26 |
-21 |
-10 |
78 |
-20 |
45 |
PLN24 |
-53 |
-38 |
-49 |
7 |
-52 |
32 |
24 |
25 |
39 |
45 |
34 |
6 |
63 |
-37 |
27 |
|
44 |
29 |
-2 |
-1 |
-38 |
-19 |
27 |
29 |
-5 |
-56 |
30 |
57 |
58 |
60 |
39 |
-61 |
-69 |
-22 |
-73 |
-18 |
SIK24 |
-10 |
36 |
12 |
8 |
31 |
-58 |
-67 |
-70 |
-45 |
-54 |
-59 |
-53 |
-26 |
55 |
96
| 44 |
|
94
| 80 |
81 |
21 |
69 |
-54 |
86 |
83 |
-60 |
-46 |
-25 |
-25 |
-22 |
-14 |
-35 |
-25 |
67 |
-35 |
39 |
HGK24 |
-4 |
38 |
13 |
0 |
36 |
-69 |
-75 |
-74 |
-53 |
-63 |
-64 |
-59 |
-36 |
63 |
93
| 29 |
94
| |
81 |
82 |
19 |
72 |
-59 |
87 |
86 |
-54 |
-44 |
-32 |
-34 |
-28 |
-28 |
-31 |
-13 |
73 |
-21 |
42 |
CLM24 |
38 |
76 |
59 |
30 |
74 |
-78 |
-84 |
-92
| -66 |
-83 |
-77 |
-51 |
-59 |
76 |
85 |
-2 |
80 |
81 |
|
100
| 66 |
97
| -82 |
66 |
93
| -18 |
-72 |
-65 |
-61 |
-65 |
-28 |
15 |
20 |
90 |
12 |
60 |
CBM24 |
36 |
75 |
57 |
28 |
73 |
-79 |
-85 |
-92
| -67 |
-83 |
-78 |
-53 |
-59 |
76 |
87 |
-1 |
81 |
82 |
100
| |
64 |
97
| -82 |
68 |
94
| -19 |
-71 |
-65 |
-61 |
-64 |
-28 |
12 |
18 |
89 |
10 |
59 |
HOK24 |
59 |
73 |
76 |
29 |
69 |
-51 |
-51 |
-59 |
-51 |
-60 |
-47 |
-16 |
-57 |
52 |
27 |
-38 |
21 |
19 |
66 |
64 |
|
74 |
-69 |
12 |
46 |
44 |
-59 |
-65 |
-57 |
-70 |
-14 |
55 |
59 |
61 |
53 |
55 |
RBK24 |
50 |
84 |
70 |
29 |
83 |
-82 |
-87 |
-94
| -73 |
-88 |
-82 |
-50 |
-71 |
81 |
77 |
-19 |
69 |
72 |
97
| 97
| 74 |
|
-90 |
58 |
92
| -6 |
-79 |
-75 |
-70 |
-76 |
-33 |
29 |
39 |
90 |
30 |
66 |
NGK24 |
-59 |
-84 |
-75 |
-35 |
-82 |
75 |
82 |
88 |
72 |
84 |
74 |
48 |
71 |
-77 |
-62 |
27 |
-54 |
-59 |
-82 |
-82 |
-69 |
-90 |
|
-50 |
-82 |
-0 |
78 |
79 |
73 |
77 |
46 |
-44 |
-57 |
-84 |
-49 |
-80 |
KCK24 |
-26 |
18 |
0 |
-21 |
19 |
-67 |
-70 |
-65 |
-63 |
-58 |
-64 |
-75 |
-41 |
68 |
84 |
29 |
86 |
87 |
66 |
68 |
12 |
58 |
-50 |
|
73 |
-57 |
-27 |
-25 |
-32 |
-18 |
-39 |
-45 |
-24 |
56 |
-30 |
34 |
CCK24 |
33 |
72 |
51 |
19 |
71 |
-81 |
-89 |
-95
| -73 |
-87 |
-84 |
-63 |
-65 |
83 |
91
| -5 |
83 |
86 |
93
| 94
| 46 |
92
| -82 |
73 |
|
-29 |
-73 |
-65 |
-63 |
-63 |
-37 |
6 |
17 |
88 |
8 |
61 |
SBK24 |
50 |
22 |
42 |
9 |
21 |
12 |
21 |
14 |
-0 |
1 |
14 |
32 |
-18 |
-7 |
-51 |
-56 |
-60 |
-54 |
-18 |
-19 |
44 |
-6 |
-0 |
-57 |
-29 |
|
1 |
-19 |
-14 |
-26 |
8 |
56 |
47 |
-10 |
51 |
-2 |
W_K24 |
-59 |
-85 |
-74 |
-36 |
-89 |
62 |
69 |
78 |
54 |
76 |
72 |
22 |
66 |
-62 |
-59 |
30 |
-46 |
-44 |
-72 |
-71 |
-59 |
-79 |
78 |
-27 |
-73 |
1 |
|
84 |
78 |
84 |
39 |
-56 |
-58 |
-79 |
-50 |
-61 |
C_K24 |
-64 |
-82 |
-78 |
-19 |
-92
| 76 |
77 |
77 |
71 |
87 |
78 |
36 |
83 |
-75 |
-41 |
57 |
-25 |
-32 |
-65 |
-65 |
-65 |
-75 |
79 |
-25 |
-65 |
-19 |
84 |
|
96
| 97
| 67 |
-63 |
-68 |
-77 |
-67 |
-61 |
S_K24 |
-53 |
-74 |
-70 |
-5 |
-85 |
79 |
79 |
74 |
76 |
88 |
80 |
42 |
86 |
-79 |
-42 |
58 |
-25 |
-34 |
-61 |
-61 |
-57 |
-70 |
73 |
-32 |
-63 |
-14 |
78 |
96
| |
96
| 78 |
-55 |
-65 |
-76 |
-64 |
-54 |
SMK24 |
-68 |
-85 |
-82 |
-23 |
-93
| 73 |
74 |
75 |
67 |
85 |
74 |
28 |
81 |
-71 |
-39 |
60 |
-22 |
-28 |
-65 |
-64 |
-70 |
-76 |
77 |
-18 |
-63 |
-26 |
84 |
97
| 96
| |
59 |
-68 |
-71 |
-77 |
-69 |
-57 |
BOK24 |
-18 |
-33 |
-33 |
19 |
-47 |
59 |
57 |
44 |
64 |
62 |
60 |
47 |
66 |
-62 |
-26 |
39 |
-14 |
-28 |
-28 |
-28 |
-14 |
-33 |
46 |
-39 |
-37 |
8 |
39 |
67 |
78 |
59 |
|
-26 |
-45 |
-48 |
-49 |
-38 |
CTK24 |
82 |
67 |
78 |
54 |
68 |
-10 |
-14 |
-22 |
-11 |
-29 |
-16 |
29 |
-36 |
11 |
-21 |
-61 |
-35 |
-31 |
15 |
12 |
55 |
29 |
-44 |
-45 |
6 |
56 |
-56 |
-63 |
-55 |
-68 |
-26 |
|
84 |
32 |
85 |
44 |
LCM24 |
76 |
66 |
73 |
28 |
67 |
-29 |
-30 |
-32 |
-33 |
-45 |
-30 |
8 |
-55 |
31 |
-10 |
-69 |
-25 |
-13 |
20 |
18 |
59 |
39 |
-57 |
-24 |
17 |
47 |
-58 |
-68 |
-65 |
-71 |
-45 |
84 |
|
40 |
98
| 53 |
HEM24 |
51 |
83 |
68 |
30 |
82 |
-77 |
-84 |
-90
| -66 |
-86 |
-79 |
-42 |
-67 |
75 |
78 |
-22 |
67 |
73 |
90 |
89 |
61 |
90 |
-84 |
56 |
88 |
-10 |
-79 |
-77 |
-76 |
-77 |
-48 |
32 |
40 |
|
33 |
70 |
FCK24 |
74 |
59 |
69 |
23 |
63 |
-25 |
-24 |
-24 |
-28 |
-40 |
-25 |
12 |
-51 |
26 |
-20 |
-73 |
-35 |
-21 |
12 |
10 |
53 |
30 |
-49 |
-30 |
8 |
51 |
-50 |
-67 |
-64 |
-69 |
-49 |
85 |
98
| 33 |
|
45 |
JOK24 |
55 |
69 |
61 |
34 |
62 |
-47 |
-58 |
-68 |
-54 |
-58 |
-52 |
-37 |
-53 |
56 |
45 |
-18 |
39 |
42 |
60 |
59 |
55 |
66 |
-80 |
34 |
61 |
-2 |
-61 |
-61 |
-54 |
-57 |
-38 |
44 |
53 |
70 |
45 |
|
|