|
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 120 trading days) - Apr 25, 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 |
|
94
| 95
| 49 |
26 |
-11 |
-3 |
-29 |
41 |
64 |
14 |
-7 |
39 |
-1 |
9 |
37 |
28 |
30 |
16 |
34 |
84 |
87 |
84 |
90
| 60 |
36 |
-0 |
-10 |
47 |
-10 |
51 |
19 |
-65 |
-70 |
ESM24 |
94
| |
98
| 21 |
-4 |
-41 |
-22 |
-55 |
11 |
46 |
-10 |
18 |
59 |
-6 |
30 |
53 |
56 |
58 |
37 |
58 |
94
| 94
| 96
| 94
| 71 |
7 |
-30 |
-40 |
25 |
-40 |
72 |
10 |
-58 |
-62 |
NQM24 |
95
| 98
| |
29 |
6 |
-30 |
-16 |
-47 |
19 |
52 |
-6 |
10 |
47 |
-9 |
17 |
41 |
46 |
47 |
36 |
54 |
87 |
89 |
90 |
89 |
60 |
13 |
-23 |
-34 |
29 |
-34 |
60 |
17 |
-54 |
-59 |
USM24 |
49 |
21 |
29 |
|
95
| 73 |
66 |
65 |
91
| 79 |
79 |
-80 |
-25 |
33 |
-35 |
-26 |
-53 |
-52 |
-45 |
-41 |
14 |
22 |
9 |
30 |
2 |
94
| 81 |
72 |
92
| 72 |
-34 |
20 |
-44 |
-48 |
TYM24 |
26 |
-4 |
6 |
95
| |
87 |
75 |
80 |
91
| 72 |
81 |
-88 |
-47 |
27 |
-51 |
-47 |
-70 |
-69 |
-49 |
-53 |
-14 |
-6 |
-19 |
4 |
-24 |
91
| 89 |
82 |
84 |
82 |
-57 |
20 |
-21 |
-24 |
SFM24 |
-11 |
-41 |
-30 |
73 |
87 |
|
79 |
91
| 79 |
52 |
77 |
-89 |
-69 |
27 |
-61 |
-63 |
-86 |
-86 |
-56 |
-70 |
-51 |
-44 |
-55 |
-34 |
-53 |
73 |
87 |
85 |
59 |
85 |
-82 |
29 |
5 |
2 |
EUM24 |
-3 |
-22 |
-16 |
66 |
75 |
79 |
|
77 |
73 |
67 |
87 |
-96
| -43 |
39 |
-29 |
-38 |
-54 |
-55 |
-39 |
-47 |
-25 |
-20 |
-31 |
-13 |
-27 |
57 |
64 |
56 |
64 |
57 |
-59 |
19 |
5 |
3 |
JYM24 |
-29 |
-55 |
-47 |
65 |
80 |
91
| 77 |
|
69 |
36 |
79 |
-86 |
-65 |
39 |
-49 |
-61 |
-82 |
-82 |
-59 |
-72 |
-56 |
-52 |
-63 |
-45 |
-52 |
70 |
87 |
87 |
57 |
87 |
-83 |
14 |
10 |
9 |
CDM24 |
41 |
11 |
19 |
91
| 91
| 79 |
73 |
69 |
|
78 |
88 |
-85 |
-32 |
40 |
-37 |
-27 |
-52 |
-50 |
-37 |
-38 |
3 |
9 |
-3 |
19 |
-4 |
88 |
81 |
74 |
84 |
74 |
-42 |
25 |
-34 |
-37 |
BPM24 |
64 |
46 |
52 |
79 |
72 |
52 |
67 |
36 |
78 |
|
69 |
-73 |
-5 |
24 |
-15 |
-6 |
-23 |
-22 |
-15 |
-10 |
37 |
45 |
34 |
52 |
12 |
64 |
45 |
34 |
68 |
35 |
-13 |
33 |
-38 |
-43 |
ADM24 |
14 |
-10 |
-6 |
79 |
81 |
77 |
87 |
79 |
88 |
69 |
|
-92
| -22 |
65 |
-13 |
-16 |
-48 |
-47 |
-48 |
-49 |
-10 |
-3 |
-17 |
4 |
-1 |
81 |
82 |
75 |
80 |
76 |
-43 |
5 |
-29 |
-29 |
DXM24 |
-7 |
18 |
10 |
-80 |
-88 |
-89 |
-96
| -86 |
-85 |
-73 |
-92
| |
49 |
-40 |
40 |
44 |
65 |
67 |
46 |
54 |
28 |
23 |
35 |
8 |
34 |
-72 |
-79 |
-72 |
-72 |
-72 |
65 |
-25 |
6 |
6 |
GCM24 |
39 |
59 |
47 |
-25 |
-47 |
-69 |
-43 |
-65 |
-32 |
-5 |
-22 |
49 |
|
32 |
91
| 93
| 81 |
82 |
25 |
49 |
70 |
71 |
71 |
61 |
85 |
-19 |
-43 |
-46 |
-5 |
-46 |
92
| -38 |
-55 |
-51 |
PLN24 |
-1 |
-6 |
-9 |
33 |
27 |
27 |
39 |
39 |
40 |
24 |
65 |
-40 |
32 |
|
46 |
34 |
3 |
5 |
-24 |
-17 |
6 |
9 |
-0 |
7 |
34 |
47 |
45 |
41 |
49 |
41 |
4 |
-30 |
-39 |
-34 |
SIK24 |
9 |
30 |
17 |
-35 |
-51 |
-61 |
-29 |
-49 |
-37 |
-15 |
-13 |
40 |
91
| 46 |
|
89 |
72 |
73 |
19 |
37 |
47 |
47 |
47 |
34 |
71 |
-23 |
-35 |
-36 |
-14 |
-37 |
76 |
-46 |
-38 |
-30 |
HGK24 |
37 |
53 |
41 |
-26 |
-47 |
-63 |
-38 |
-61 |
-27 |
-6 |
-16 |
44 |
93
| 34 |
89 |
|
76 |
78 |
18 |
40 |
69 |
68 |
68 |
59 |
86 |
-16 |
-39 |
-39 |
-6 |
-40 |
89 |
-32 |
-57 |
-52 |
CLM24 |
28 |
56 |
46 |
-53 |
-70 |
-86 |
-54 |
-82 |
-52 |
-23 |
-48 |
65 |
81 |
3 |
72 |
76 |
|
100
| 70 |
83 |
63 |
58 |
66 |
51 |
68 |
-55 |
-73 |
-75 |
-35 |
-75 |
86 |
-30 |
-17 |
-13 |
ITCOM24 |
30 |
58 |
47 |
-52 |
-69 |
-86 |
-55 |
-82 |
-50 |
-22 |
-47 |
67 |
82 |
5 |
73 |
78 |
100
| |
69 |
83 |
66 |
61 |
69 |
52 |
71 |
-53 |
-71 |
-74 |
-34 |
-74 |
88 |
-30 |
-20 |
-17 |
HOK24 |
16 |
37 |
36 |
-45 |
-49 |
-56 |
-39 |
-59 |
-37 |
-15 |
-48 |
46 |
25 |
-24 |
19 |
18 |
70 |
69 |
|
93
| 31 |
23 |
37 |
23 |
14 |
-57 |
-62 |
-67 |
-42 |
-66 |
38 |
4 |
31 |
29 |
ITSK24 |
34 |
58 |
54 |
-41 |
-53 |
-70 |
-47 |
-72 |
-38 |
-10 |
-49 |
54 |
49 |
-17 |
37 |
40 |
83 |
83 |
93
| |
58 |
50 |
63 |
45 |
41 |
-52 |
-68 |
-74 |
-34 |
-74 |
61 |
-1 |
8 |
5 |
PILM24 |
84 |
94
| 87 |
14 |
-14 |
-51 |
-25 |
-56 |
3 |
37 |
-10 |
28 |
70 |
6 |
47 |
69 |
63 |
66 |
31 |
58 |
|
98
| 99
| 95
| 83 |
2 |
-35 |
-42 |
19 |
-44 |
81 |
5 |
-64 |
-65 |
DFM24 |
87 |
94
| 89 |
22 |
-6 |
-44 |
-20 |
-52 |
9 |
45 |
-3 |
23 |
71 |
9 |
47 |
68 |
56 |
61 |
23 |
50 |
98
| |
98
| 96
| 84 |
12 |
-25 |
-33 |
25 |
-35 |
79 |
-4 |
-68 |
-68 |
FXM24 |
84 |
96
| 90 |
9 |
-19 |
-55 |
-31 |
-63 |
-3 |
34 |
-17 |
35 |
71 |
-0 |
47 |
68 |
65 |
69 |
37 |
63 |
99
| 98
| |
94
| 81 |
-3 |
-40 |
-48 |
11 |
-50 |
83 |
3 |
-60 |
-61 |
SZM24 |
90
| 94
| 90 |
30 |
4 |
-34 |
-13 |
-45 |
19 |
52 |
4 |
8 |
61 |
7 |
34 |
59 |
49 |
52 |
23 |
45 |
95
| 96
| 94
| |
79 |
20 |
-18 |
-27 |
36 |
-29 |
70 |
7 |
-67 |
-69 |
LQGM24 |
60 |
71 |
61 |
2 |
-24 |
-53 |
-27 |
-52 |
-4 |
12 |
-1 |
34 |
85 |
34 |
71 |
86 |
68 |
71 |
14 |
41 |
83 |
84 |
81 |
79 |
|
4 |
-25 |
-30 |
20 |
-31 |
87 |
-35 |
-69 |
-64 |
OBM24 |
36 |
7 |
17 |
94
| 91
| 73 |
57 |
70 |
88 |
64 |
81 |
-72 |
-19 |
47 |
-23 |
-16 |
-54 |
-53 |
-57 |
-52 |
2 |
12 |
-3 |
20 |
4 |
|
92
| 86 |
91
| 87 |
-32 |
2 |
-51 |
-52 |
GBM24 |
-0 |
-30 |
-20 |
81 |
89 |
87 |
64 |
87 |
81 |
45 |
82 |
-79 |
-43 |
45 |
-35 |
-39 |
-73 |
-71 |
-62 |
-68 |
-35 |
-25 |
-40 |
-18 |
-25 |
92
| |
97
| 76 |
97
| -60 |
-2 |
-19 |
-20 |
EPM24 |
-10 |
-40 |
-31 |
72 |
82 |
85 |
56 |
87 |
74 |
34 |
75 |
-72 |
-46 |
41 |
-36 |
-39 |
-75 |
-74 |
-67 |
-74 |
-42 |
-33 |
-48 |
-27 |
-30 |
86 |
97
| |
67 |
100
| -62 |
-4 |
-18 |
-18 |
LFGM24 |
47 |
25 |
29 |
92
| 84 |
59 |
64 |
57 |
84 |
68 |
80 |
-72 |
-5 |
49 |
-14 |
-6 |
-34 |
-34 |
-42 |
-34 |
19 |
25 |
11 |
36 |
20 |
91
| 76 |
67 |
|
67 |
-17 |
3 |
-52 |
-54 |
LELM24 |
-10 |
-40 |
-34 |
72 |
82 |
85 |
57 |
87 |
74 |
35 |
76 |
-72 |
-46 |
41 |
-37 |
-40 |
-75 |
-74 |
-66 |
-74 |
-44 |
-35 |
-50 |
-29 |
-31 |
87 |
97
| 100
| 67 |
|
-63 |
-3 |
-16 |
-16 |
CCN24 |
51 |
72 |
61 |
-34 |
-57 |
-82 |
-59 |
-83 |
-42 |
-13 |
-43 |
65 |
92
| 4 |
76 |
89 |
86 |
88 |
38 |
61 |
81 |
79 |
83 |
70 |
87 |
-32 |
-60 |
-62 |
-17 |
-63 |
|
-31 |
-49 |
-47 |
LCCN24 |
19 |
10 |
17 |
20 |
20 |
29 |
19 |
14 |
25 |
33 |
5 |
-25 |
-38 |
-30 |
-46 |
-32 |
-30 |
-30 |
4 |
-1 |
5 |
-4 |
3 |
7 |
-35 |
2 |
-2 |
-4 |
3 |
-3 |
-31 |
|
3 |
-8 |
SBN24 |
-65 |
-58 |
-54 |
-44 |
-21 |
5 |
5 |
10 |
-34 |
-38 |
-29 |
6 |
-55 |
-39 |
-38 |
-57 |
-15 |
-20 |
31 |
8 |
-64 |
-68 |
-60 |
-67 |
-69 |
-51 |
-19 |
-18 |
-52 |
-16 |
-49 |
3 |
|
99
|
LSBQ24 |
-70 |
-62 |
-59 |
-48 |
-24 |
2 |
3 |
9 |
-37 |
-43 |
-29 |
6 |
-51 |
-34 |
-30 |
-52 |
-12 |
-17 |
29 |
5 |
-65 |
-68 |
-61 |
-69 |
-64 |
-52 |
-20 |
-18 |
-54 |
-16 |
-47 |
-8 |
99
| |
|