|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 120 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 |
|
94
| 95
| 95
| 79 |
53 |
31 |
-8 |
1 |
-28 |
44 |
67 |
18 |
-11 |
39 |
-2 |
10 |
39 |
27 |
29 |
13 |
54 |
-89 |
44 |
53 |
-71 |
-50 |
-82 |
-83 |
-89 |
-62 |
65 |
43 |
51 |
52 |
-6 |
ESM24 |
94
| |
98
| 89 |
93
| 27 |
2 |
-37 |
-17 |
-53 |
16 |
50 |
-5 |
13 |
59 |
-7 |
30 |
55 |
54 |
55 |
35 |
76 |
-94
| 53 |
74 |
-62 |
-72 |
-90
| -88 |
-93
| -65 |
70 |
52 |
74 |
58 |
14 |
NQM24 |
95
| 98
| |
89 |
90
| 34 |
11 |
-27 |
-11 |
-46 |
23 |
56 |
-1 |
5 |
47 |
-11 |
18 |
43 |
44 |
45 |
33 |
69 |
-91
| 47 |
63 |
-59 |
-66 |
-89 |
-87 |
-91
| -65 |
73 |
53 |
65 |
60 |
8 |
QRM24 |
95
| 89 |
89 |
|
71 |
61 |
39 |
-1 |
16 |
-14 |
53 |
71 |
35 |
-24 |
41 |
18 |
16 |
40 |
26 |
28 |
7 |
49 |
-83 |
43 |
49 |
-76 |
-44 |
-71 |
-72 |
-79 |
-52 |
58 |
32 |
45 |
40 |
-11 |
NKM24 |
79 |
93
| 90
| 71 |
|
-2 |
-25 |
-59 |
-36 |
-75 |
-13 |
29 |
-32 |
37 |
59 |
-26 |
31 |
52 |
67 |
68 |
50 |
85 |
-85 |
47 |
79 |
-43 |
-85 |
-94
| -89 |
-91
| -68 |
75 |
64 |
83 |
67 |
24 |
USM24 |
53 |
27 |
34 |
61 |
-2 |
|
95
| 72 |
66 |
63 |
92
| 80 |
80 |
-80 |
-20 |
30 |
-31 |
-19 |
-51 |
-49 |
-47 |
-32 |
-22 |
-7 |
-27 |
-52 |
27 |
-3 |
-11 |
-18 |
-4 |
13 |
-14 |
-32 |
-4 |
-43 |
TYM24 |
31 |
2 |
11 |
39 |
-25 |
95
| |
86 |
75 |
77 |
91
| 73 |
82 |
-88 |
-43 |
25 |
-47 |
-40 |
-68 |
-67 |
-51 |
-53 |
4 |
-28 |
-52 |
-30 |
46 |
19 |
12 |
5 |
14 |
-0 |
-23 |
-54 |
-13 |
-51 |
SFM24 |
-8 |
-37 |
-27 |
-1 |
-59 |
72 |
86 |
|
78 |
90
| 79 |
51 |
77 |
-88 |
-67 |
26 |
-59 |
-60 |
-86 |
-85 |
-58 |
-80 |
41 |
-49 |
-81 |
-1 |
69 |
49 |
41 |
38 |
33 |
-22 |
-35 |
-80 |
-27 |
-53 |
EUM24 |
1 |
-17 |
-11 |
16 |
-36 |
66 |
75 |
78 |
|
76 |
73 |
67 |
87 |
-96
| -40 |
38 |
-27 |
-34 |
-53 |
-54 |
-40 |
-53 |
28 |
-44 |
-55 |
-0 |
36 |
40 |
41 |
33 |
47 |
-12 |
-34 |
-53 |
-27 |
-27 |
JYM24 |
-28 |
-53 |
-46 |
-14 |
-75 |
63 |
77 |
90
| 76 |
|
68 |
34 |
78 |
-84 |
-63 |
39 |
-48 |
-58 |
-82 |
-82 |
-61 |
-85 |
53 |
-53 |
-81 |
7 |
76 |
70 |
64 |
58 |
56 |
-37 |
-51 |
-84 |
-48 |
-41 |
CDM24 |
44 |
16 |
23 |
53 |
-13 |
92
| 91
| 79 |
73 |
68 |
|
78 |
88 |
-86 |
-29 |
37 |
-34 |
-23 |
-51 |
-49 |
-38 |
-36 |
-11 |
-14 |
-38 |
-40 |
37 |
5 |
-2 |
-9 |
4 |
8 |
-12 |
-40 |
-3 |
-48 |
BPM24 |
67 |
50 |
56 |
71 |
29 |
80 |
73 |
51 |
67 |
34 |
78 |
|
70 |
-74 |
-2 |
21 |
-12 |
-1 |
-22 |
-21 |
-17 |
-2 |
-41 |
-4 |
-6 |
-45 |
-9 |
-29 |
-31 |
-40 |
-10 |
38 |
6 |
-4 |
15 |
-24 |
ADM24 |
18 |
-5 |
-1 |
35 |
-32 |
80 |
82 |
77 |
87 |
78 |
88 |
70 |
|
-92
| -20 |
63 |
-11 |
-13 |
-47 |
-46 |
-49 |
-45 |
8 |
-15 |
-40 |
-33 |
43 |
30 |
25 |
17 |
31 |
-21 |
-43 |
-48 |
-36 |
-39 |
DXM24 |
-11 |
13 |
5 |
-24 |
37 |
-80 |
-88 |
-88 |
-96
| -84 |
-86 |
-74 |
-92
| |
45 |
-38 |
37 |
40 |
64 |
66 |
48 |
59 |
-21 |
42 |
60 |
12 |
-44 |
-36 |
-33 |
-25 |
-38 |
8 |
32 |
59 |
25 |
37 |
GCM24 |
39 |
59 |
47 |
41 |
59 |
-20 |
-43 |
-67 |
-40 |
-63 |
-29 |
-2 |
-20 |
45 |
|
32 |
91
| 94
| 80 |
81 |
26 |
78 |
-63 |
85 |
92
| -53 |
-64 |
-55 |
-55 |
-53 |
-41 |
4 |
6 |
78 |
5 |
24 |
PLN24 |
-2 |
-7 |
-11 |
18 |
-26 |
30 |
25 |
26 |
38 |
39 |
37 |
21 |
63 |
-38 |
32 |
|
47 |
36 |
4 |
6 |
-24 |
-6 |
1 |
30 |
4 |
-37 |
16 |
23 |
18 |
15 |
19 |
-42 |
-43 |
-15 |
-44 |
-12 |
SIK24 |
10 |
30 |
18 |
16 |
31 |
-31 |
-47 |
-59 |
-27 |
-48 |
-34 |
-12 |
-11 |
37 |
91
| 47 |
|
89 |
71 |
72 |
19 |
60 |
-39 |
74 |
75 |
-34 |
-46 |
-24 |
-22 |
-21 |
-12 |
-24 |
-20 |
59 |
-24 |
35 |
HGK24 |
39 |
55 |
43 |
40 |
52 |
-19 |
-40 |
-60 |
-34 |
-58 |
-23 |
-1 |
-13 |
40 |
94
| 36 |
89 |
|
75 |
77 |
20 |
74 |
-63 |
87 |
87 |
-55 |
-55 |
-50 |
-50 |
-48 |
-40 |
-4 |
3 |
74 |
3 |
24 |
CLM24 |
27 |
54 |
44 |
26 |
67 |
-51 |
-68 |
-86 |
-53 |
-82 |
-51 |
-22 |
-47 |
64 |
80 |
4 |
71 |
75 |
|
100
| 72 |
93
| -51 |
58 |
86 |
-14 |
-74 |
-58 |
-50 |
-50 |
-33 |
27 |
37 |
86 |
33 |
41 |
CBM24 |
29 |
55 |
45 |
28 |
68 |
-49 |
-67 |
-85 |
-54 |
-82 |
-49 |
-21 |
-46 |
66 |
81 |
6 |
72 |
77 |
100
| |
71 |
94
| -53 |
61 |
87 |
-17 |
-74 |
-59 |
-52 |
-52 |
-35 |
26 |
37 |
86 |
33 |
39 |
HOK24 |
13 |
35 |
33 |
7 |
50 |
-47 |
-51 |
-58 |
-40 |
-61 |
-38 |
-17 |
-49 |
48 |
26 |
-24 |
19 |
20 |
72 |
71 |
|
70 |
-26 |
9 |
40 |
29 |
-56 |
-43 |
-33 |
-35 |
-14 |
46 |
63 |
56 |
57 |
42 |
RBK24 |
54 |
76 |
69 |
49 |
85 |
-32 |
-53 |
-80 |
-53 |
-85 |
-36 |
-2 |
-45 |
59 |
78 |
-6 |
60 |
74 |
93
| 94
| 70 |
|
-74 |
64 |
91
| -32 |
-83 |
-79 |
-73 |
-73 |
-51 |
47 |
54 |
90
| 52 |
35 |
NGK24 |
-89 |
-94
| -91
| -83 |
-85 |
-22 |
4 |
41 |
28 |
53 |
-11 |
-41 |
8 |
-21 |
-63 |
1 |
-39 |
-63 |
-51 |
-53 |
-26 |
-74 |
|
-66 |
-76 |
70 |
66 |
87 |
86 |
89 |
66 |
-58 |
-42 |
-70 |
-46 |
-20 |
KCK24 |
44 |
53 |
47 |
43 |
47 |
-7 |
-28 |
-49 |
-44 |
-53 |
-14 |
-4 |
-15 |
42 |
85 |
30 |
74 |
87 |
58 |
61 |
9 |
64 |
-66 |
|
78 |
-67 |
-40 |
-53 |
-58 |
-53 |
-57 |
-7 |
0 |
63 |
3 |
7 |
CCK24 |
53 |
74 |
63 |
49 |
79 |
-27 |
-52 |
-81 |
-55 |
-81 |
-38 |
-6 |
-40 |
60 |
92
| 4 |
75 |
87 |
86 |
87 |
40 |
91
| -76 |
78 |
|
-48 |
-77 |
-73 |
-70 |
-69 |
-53 |
29 |
30 |
89 |
29 |
33 |
SBK24 |
-71 |
-62 |
-59 |
-76 |
-43 |
-52 |
-30 |
-1 |
-0 |
7 |
-40 |
-45 |
-33 |
12 |
-53 |
-37 |
-34 |
-55 |
-14 |
-17 |
29 |
-32 |
70 |
-67 |
-48 |
|
24 |
53 |
62 |
63 |
56 |
-14 |
-0 |
-32 |
-8 |
27 |
W_K24 |
-50 |
-72 |
-66 |
-44 |
-85 |
27 |
46 |
69 |
36 |
76 |
37 |
-9 |
43 |
-44 |
-64 |
16 |
-46 |
-55 |
-74 |
-74 |
-56 |
-83 |
66 |
-40 |
-77 |
24 |
|
79 |
70 |
70 |
49 |
-62 |
-60 |
-80 |
-58 |
-43 |
C_K24 |
-82 |
-90
| -89 |
-71 |
-94
| -3 |
19 |
49 |
40 |
70 |
5 |
-29 |
30 |
-36 |
-55 |
23 |
-24 |
-50 |
-58 |
-59 |
-43 |
-79 |
87 |
-53 |
-73 |
53 |
79 |
|
97
| 97
| 81 |
-71 |
-64 |
-77 |
-70 |
-13 |
S_K24 |
-83 |
-88 |
-87 |
-72 |
-89 |
-11 |
12 |
41 |
41 |
64 |
-2 |
-31 |
25 |
-33 |
-55 |
18 |
-22 |
-50 |
-50 |
-52 |
-33 |
-73 |
86 |
-58 |
-70 |
62 |
70 |
97
| |
98
| 88 |
-67 |
-60 |
-72 |
-66 |
-1 |
SMK24 |
-89 |
-93
| -91
| -79 |
-91
| -18 |
5 |
38 |
33 |
58 |
-9 |
-40 |
17 |
-25 |
-53 |
15 |
-21 |
-48 |
-50 |
-52 |
-35 |
-73 |
89 |
-53 |
-69 |
63 |
70 |
97
| 98
| |
79 |
-71 |
-59 |
-71 |
-65 |
-1 |
BOK24 |
-62 |
-65 |
-65 |
-52 |
-68 |
-4 |
14 |
33 |
47 |
56 |
4 |
-10 |
31 |
-38 |
-41 |
19 |
-12 |
-40 |
-33 |
-35 |
-14 |
-51 |
66 |
-57 |
-53 |
56 |
49 |
81 |
88 |
79 |
|
-50 |
-55 |
-59 |
-63 |
5 |
CTK24 |
65 |
70 |
73 |
58 |
75 |
13 |
-0 |
-22 |
-12 |
-37 |
8 |
38 |
-21 |
8 |
4 |
-42 |
-24 |
-4 |
27 |
26 |
46 |
47 |
-58 |
-7 |
29 |
-14 |
-62 |
-71 |
-67 |
-71 |
-50 |
|
80 |
47 |
82 |
22 |
LCM24 |
43 |
52 |
53 |
32 |
64 |
-14 |
-23 |
-35 |
-34 |
-51 |
-12 |
6 |
-43 |
32 |
6 |
-43 |
-20 |
3 |
37 |
37 |
63 |
54 |
-42 |
0 |
30 |
-0 |
-60 |
-64 |
-60 |
-59 |
-55 |
80 |
|
51 |
98
| 21 |
HEM24 |
51 |
74 |
65 |
45 |
83 |
-32 |
-54 |
-80 |
-53 |
-84 |
-40 |
-4 |
-48 |
59 |
78 |
-15 |
59 |
74 |
86 |
86 |
56 |
90
| -70 |
63 |
89 |
-32 |
-80 |
-77 |
-72 |
-71 |
-59 |
47 |
51 |
|
50 |
40 |
FCK24 |
52 |
58 |
60 |
40 |
67 |
-4 |
-13 |
-27 |
-27 |
-48 |
-3 |
15 |
-36 |
25 |
5 |
-44 |
-24 |
3 |
33 |
33 |
57 |
52 |
-46 |
3 |
29 |
-8 |
-58 |
-70 |
-66 |
-65 |
-63 |
82 |
98
| 50 |
|
13 |
JOK24 |
-6 |
14 |
8 |
-11 |
24 |
-43 |
-51 |
-53 |
-27 |
-41 |
-48 |
-24 |
-39 |
37 |
24 |
-12 |
35 |
24 |
41 |
39 |
42 |
35 |
-20 |
7 |
33 |
27 |
-43 |
-13 |
-1 |
-1 |
5 |
22 |
21 |
40 |
13 |
|
|