|
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 90 trading days) - Apr 18, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
ITCOM24 |
HOK24 |
ITSK24 |
PILM24 |
DFM24 |
FXM24 |
SZM24 |
LQGM24 |
OBM24 |
GBM24 |
EPM24 |
LFGM24 |
LELM24 |
CCN24 |
LCCN24 |
SBN24 |
LSBQ24 |
YMM24 |
|
88 |
90 |
-25 |
-32 |
-47 |
-21 |
-59 |
-19 |
17 |
-39 |
31 |
22 |
-44 |
2 |
15 |
53 |
52 |
67 |
71 |
72 |
68 |
75 |
74 |
35 |
-55 |
-60 |
-70 |
-21 |
-68 |
47 |
20 |
44 |
30 |
ESM24 |
88 |
|
97
| -57 |
-66 |
-79 |
-47 |
-82 |
-54 |
-7 |
-59 |
59 |
58 |
-33 |
40 |
49 |
82 |
81 |
78 |
88 |
90 |
89 |
94
| 86 |
58 |
-76 |
-83 |
-90
| -43 |
-89 |
78 |
2 |
24 |
16 |
NQM24 |
90 |
97
| |
-52 |
-58 |
-70 |
-46 |
-79 |
-48 |
-4 |
-61 |
56 |
43 |
-44 |
25 |
34 |
72 |
71 |
80 |
86 |
79 |
78 |
85 |
75 |
40 |
-74 |
-80 |
-87 |
-46 |
-86 |
65 |
11 |
36 |
27 |
USM24 |
-25 |
-57 |
-52 |
|
97
| 85 |
87 |
88 |
91
| 64 |
84 |
-92
| -56 |
32 |
-48 |
-56 |
-71 |
-72 |
-59 |
-64 |
-53 |
-56 |
-62 |
-42 |
-35 |
90
| 87 |
80 |
89 |
80 |
-75 |
13 |
-10 |
-15 |
TYM24 |
-32 |
-66 |
-58 |
97
| |
92
| 83 |
90 |
91
| 62 |
80 |
-90
| -67 |
22 |
-59 |
-66 |
-79 |
-80 |
-60 |
-69 |
-68 |
-69 |
-74 |
-54 |
-50 |
90 |
90
| 86 |
81 |
85 |
-84 |
15 |
-0 |
-2 |
SFM24 |
-47 |
-79 |
-70 |
85 |
92
| |
79 |
91
| 88 |
55 |
78 |
-89 |
-76 |
24 |
-65 |
-69 |
-88 |
-88 |
-66 |
-79 |
-81 |
-85 |
-87 |
-69 |
-63 |
83 |
87 |
88 |
66 |
88 |
-93
| 28 |
-3 |
-6 |
EUM24 |
-21 |
-47 |
-46 |
87 |
83 |
79 |
|
82 |
88 |
81 |
92
| -98
| -44 |
40 |
-33 |
-39 |
-57 |
-58 |
-54 |
-58 |
-39 |
-41 |
-50 |
-23 |
-25 |
74 |
70 |
66 |
84 |
67 |
-66 |
20 |
-21 |
-25 |
JYM24 |
-59 |
-82 |
-79 |
88 |
90 |
91
| 82 |
|
85 |
47 |
87 |
-91
| -62 |
42 |
-46 |
-55 |
-83 |
-83 |
-74 |
-82 |
-71 |
-74 |
-80 |
-64 |
-47 |
92
| 92
| 93
| 77 |
93
| -85 |
13 |
-19 |
-20 |
CDM24 |
-19 |
-54 |
-48 |
91
| 91
| 88 |
88 |
85 |
|
66 |
88 |
-93
| -60 |
34 |
-50 |
-54 |
-66 |
-66 |
-45 |
-56 |
-55 |
-61 |
-63 |
-43 |
-38 |
84 |
83 |
78 |
82 |
78 |
-76 |
20 |
-1 |
-4 |
BPM24 |
17 |
-7 |
-4 |
64 |
62 |
55 |
81 |
47 |
66 |
|
59 |
-76 |
-36 |
4 |
-37 |
-36 |
-34 |
-35 |
-16 |
-22 |
-8 |
-12 |
-15 |
13 |
-26 |
33 |
30 |
24 |
52 |
26 |
-48 |
43 |
11 |
-0 |
ADM24 |
-39 |
-59 |
-61 |
84 |
80 |
78 |
92
| 87 |
88 |
59 |
|
-93
| -34 |
64 |
-17 |
-26 |
-54 |
-54 |
-59 |
-62 |
-46 |
-48 |
-57 |
-35 |
-12 |
86 |
83 |
79 |
89 |
80 |
-61 |
-1 |
-35 |
-34 |
DXM24 |
31 |
59 |
56 |
-92
| -90
| -89 |
-98
| -91
| -93
| -76 |
-93
| |
57 |
-37 |
45 |
51 |
70 |
72 |
60 |
69 |
53 |
57 |
63 |
39 |
39 |
-82 |
-81 |
-78 |
-83 |
-78 |
78 |
-24 |
15 |
20 |
GCM24 |
22 |
58 |
43 |
-56 |
-67 |
-76 |
-44 |
-62 |
-60 |
-36 |
-34 |
57 |
|
33 |
95
| 93
| 85 |
86 |
41 |
58 |
68 |
76 |
70 |
62 |
83 |
-45 |
-52 |
-56 |
-24 |
-56 |
90 |
-46 |
-40 |
-32 |
PLN24 |
-44 |
-33 |
-44 |
32 |
22 |
24 |
40 |
42 |
34 |
4 |
64 |
-37 |
33 |
|
52 |
42 |
1 |
2 |
-35 |
-27 |
-10 |
-9 |
-19 |
-9 |
42 |
53 |
48 |
45 |
57 |
44 |
0 |
-37 |
-67 |
-57 |
SIK24 |
2 |
40 |
25 |
-48 |
-59 |
-65 |
-33 |
-46 |
-50 |
-37 |
-17 |
45 |
95
| 52 |
|
95
| 77 |
78 |
31 |
47 |
58 |
63 |
56 |
48 |
81 |
-30 |
-36 |
-38 |
-13 |
-40 |
80 |
-50 |
-53 |
-40 |
HGK24 |
15 |
49 |
34 |
-56 |
-66 |
-69 |
-39 |
-55 |
-54 |
-36 |
-26 |
51 |
93
| 42 |
95
| |
82 |
83 |
38 |
53 |
66 |
70 |
64 |
60 |
83 |
-40 |
-46 |
-47 |
-21 |
-48 |
84 |
-42 |
-40 |
-30 |
CLM24 |
53 |
82 |
72 |
-71 |
-79 |
-88 |
-57 |
-83 |
-66 |
-34 |
-54 |
70 |
85 |
1 |
77 |
82 |
|
100
| 77 |
87 |
83 |
87 |
87 |
76 |
77 |
-70 |
-75 |
-78 |
-45 |
-78 |
93
| -31 |
-5 |
-0 |
ITCOM24 |
52 |
81 |
71 |
-72 |
-80 |
-88 |
-58 |
-83 |
-66 |
-35 |
-54 |
72 |
86 |
2 |
78 |
83 |
100
| |
76 |
86 |
82 |
85 |
85 |
75 |
77 |
-69 |
-75 |
-77 |
-45 |
-77 |
94
| -32 |
-6 |
-0 |
HOK24 |
67 |
78 |
80 |
-59 |
-60 |
-66 |
-54 |
-74 |
-45 |
-16 |
-59 |
60 |
41 |
-35 |
31 |
38 |
77 |
76 |
|
96
| 64 |
62 |
72 |
57 |
33 |
-70 |
-70 |
-73 |
-52 |
-72 |
60 |
4 |
41 |
39 |
ITSK24 |
71 |
88 |
86 |
-64 |
-69 |
-79 |
-58 |
-82 |
-56 |
-22 |
-62 |
69 |
58 |
-27 |
47 |
53 |
87 |
86 |
96
| |
79 |
76 |
85 |
69 |
51 |
-74 |
-78 |
-82 |
-52 |
-81 |
76 |
-3 |
27 |
25 |
PILM24 |
72 |
90 |
79 |
-53 |
-68 |
-81 |
-39 |
-71 |
-55 |
-8 |
-46 |
53 |
68 |
-10 |
58 |
66 |
83 |
82 |
64 |
79 |
|
97
| 98
| 92
| 74 |
-67 |
-76 |
-83 |
-32 |
-82 |
83 |
-2 |
-1 |
-7 |
DFM24 |
68 |
89 |
77 |
-56 |
-69 |
-85 |
-41 |
-74 |
-61 |
-12 |
-48 |
57 |
76 |
-9 |
63 |
70 |
87 |
85 |
62 |
76 |
97
| |
97
| 92
| 79 |
-67 |
-76 |
-82 |
-33 |
-82 |
89 |
-19 |
-2 |
-2 |
FXM24 |
75 |
94
| 85 |
-62 |
-74 |
-87 |
-50 |
-80 |
-63 |
-15 |
-57 |
63 |
70 |
-19 |
56 |
64 |
87 |
85 |
72 |
85 |
98
| 97
| |
90 |
71 |
-74 |
-83 |
-89 |
-43 |
-89 |
87 |
-5 |
7 |
3 |
SZM24 |
74 |
86 |
76 |
-42 |
-54 |
-69 |
-23 |
-64 |
-43 |
13 |
-35 |
39 |
62 |
-9 |
48 |
60 |
76 |
75 |
57 |
69 |
92
| 92
| 90 |
|
70 |
-61 |
-71 |
-77 |
-22 |
-76 |
75 |
-3 |
4 |
-0 |
LQGM24 |
35 |
58 |
41 |
-35 |
-50 |
-63 |
-25 |
-47 |
-38 |
-26 |
-12 |
39 |
83 |
42 |
81 |
83 |
76 |
77 |
33 |
51 |
74 |
79 |
71 |
70 |
|
-28 |
-37 |
-44 |
1 |
-45 |
82 |
-52 |
-37 |
-28 |
OBM24 |
-55 |
-76 |
-73 |
90
| 90 |
83 |
74 |
92
| 84 |
33 |
86 |
-82 |
-45 |
53 |
-30 |
-40 |
-70 |
-69 |
-70 |
-74 |
-67 |
-67 |
-74 |
-61 |
-28 |
|
98
| 94
| 88 |
94
| -70 |
-10 |
-29 |
-28 |
GBM24 |
-60 |
-83 |
-79 |
87 |
90
| 87 |
70 |
92
| 83 |
30 |
83 |
-81 |
-52 |
48 |
-36 |
-46 |
-76 |
-75 |
-70 |
-78 |
-76 |
-76 |
-83 |
-71 |
-37 |
98
| |
97
| 81 |
97
| -76 |
-9 |
-21 |
-19 |
EPM24 |
-70 |
-90
| -86 |
80 |
86 |
88 |
66 |
93
| 78 |
24 |
79 |
-78 |
-56 |
45 |
-38 |
-47 |
-78 |
-77 |
-73 |
-82 |
-83 |
-82 |
-89 |
-77 |
-44 |
94
| 97
| |
72 |
100
| -79 |
-9 |
-19 |
-14 |
LFGM24 |
-21 |
-43 |
-48 |
89 |
81 |
66 |
84 |
77 |
82 |
52 |
89 |
-83 |
-24 |
57 |
-13 |
-21 |
-43 |
-45 |
-52 |
-52 |
-32 |
-33 |
-43 |
-22 |
1 |
88 |
81 |
72 |
|
73 |
-46 |
-10 |
-32 |
-35 |
LELM24 |
-68 |
-89 |
-87 |
80 |
85 |
88 |
67 |
93
| 78 |
26 |
80 |
-78 |
-56 |
44 |
-40 |
-48 |
-78 |
-77 |
-72 |
-81 |
-82 |
-82 |
-89 |
-76 |
-45 |
94
| 97
| 100
| 73 |
|
-79 |
-9 |
-16 |
-12 |
CCN24 |
47 |
78 |
69 |
-75 |
-84 |
-93
| -66 |
-85 |
-76 |
-48 |
-61 |
78 |
90 |
0 |
80 |
84 |
94
| 94
| 60 |
76 |
83 |
89 |
87 |
75 |
82 |
-70 |
-76 |
-79 |
-46 |
-79 |
|
-40 |
-13 |
-8 |
LCCN24 |
20 |
2 |
11 |
13 |
15 |
28 |
20 |
13 |
20 |
43 |
-1 |
-24 |
-46 |
-37 |
-50 |
-42 |
-31 |
-32 |
4 |
-3 |
-2 |
-19 |
-5 |
-3 |
-52 |
-10 |
-9 |
-9 |
-10 |
-9 |
-40 |
|
22 |
-1 |
SBN24 |
44 |
24 |
36 |
-10 |
-0 |
-3 |
-21 |
-19 |
-1 |
11 |
-35 |
15 |
-40 |
-67 |
-53 |
-40 |
-2 |
-6 |
41 |
27 |
-1 |
-2 |
7 |
4 |
-37 |
-29 |
-21 |
-19 |
-32 |
-16 |
-13 |
22 |
|
95
|
LSBQ24 |
30 |
16 |
26 |
-15 |
-2 |
-6 |
-25 |
-20 |
-4 |
-0 |
-34 |
20 |
-32 |
-57 |
-40 |
-30 |
3 |
-0 |
39 |
25 |
-7 |
-2 |
3 |
-0 |
-28 |
-28 |
-19 |
-14 |
-35 |
-12 |
-8 |
-1 |
95
| |
|