|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - Apr 26, 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 |
|
97
| 97
| 91
| 88 |
74 |
59 |
3 |
28 |
-45 |
39 |
74 |
56 |
-32 |
63 |
8 |
26 |
57 |
-11 |
-7 |
-43 |
27 |
-92
| 73 |
66 |
-78 |
-62 |
-89 |
-82 |
-75 |
-69 |
30 |
-33 |
54 |
-25 |
34 |
ESM24 |
97
| |
98
| 90
| 95
| 58 |
40 |
-16 |
18 |
-57 |
23 |
67 |
41 |
-18 |
72 |
5 |
39 |
67 |
10 |
14 |
-29 |
46 |
-94
| 74 |
78 |
-74 |
-71 |
-92
| -85 |
-81 |
-64 |
37 |
-21 |
70 |
-15 |
37 |
NQM24 |
97
| 98
| |
87 |
93
| 62 |
47 |
-10 |
18 |
-56 |
25 |
67 |
45 |
-20 |
66 |
2 |
30 |
59 |
-1 |
3 |
-35 |
35 |
-93
| 74 |
72 |
-71 |
-72 |
-92
| -84 |
-77 |
-71 |
35 |
-28 |
63 |
-21 |
42 |
QRM24 |
91
| 90
| 87 |
|
76 |
77 |
61 |
13 |
44 |
-22 |
54 |
81 |
60 |
-47 |
54 |
25 |
30 |
56 |
-3 |
-0 |
-31 |
35 |
-79 |
58 |
56 |
-80 |
-43 |
-74 |
-68 |
-73 |
-40 |
34 |
-16 |
50 |
-9 |
6 |
NKM24 |
88 |
95
| 93
| 76 |
|
36 |
17 |
-38 |
-3 |
-75 |
1 |
48 |
18 |
6 |
72 |
-11 |
39 |
64 |
26 |
30 |
-14 |
57 |
-90
| 70 |
83 |
-60 |
-83 |
-95
| -89 |
-83 |
-67 |
47 |
-9 |
80 |
-4 |
46 |
USM24 |
74 |
58 |
62 |
77 |
36 |
|
97
| 64 |
78 |
33 |
83 |
87 |
86 |
-85 |
15 |
39 |
-2 |
17 |
-54 |
-51 |
-58 |
-18 |
-51 |
32 |
5 |
-64 |
-6 |
-40 |
-30 |
-29 |
-37 |
4 |
-39 |
-4 |
-30 |
-21 |
TYM24 |
59 |
40 |
47 |
61 |
17 |
97
| |
78 |
82 |
49 |
85 |
81 |
87 |
-90
| -5 |
34 |
-19 |
-3 |
-68 |
-66 |
-59 |
-39 |
-32 |
14 |
-17 |
-48 |
11 |
-22 |
-11 |
-11 |
-24 |
-4 |
-42 |
-24 |
-33 |
-29 |
SFM24 |
3 |
-16 |
-10 |
13 |
-38 |
64 |
78 |
|
77 |
77 |
71 |
53 |
63 |
-86 |
-44 |
31 |
-40 |
-42 |
-75 |
-76 |
-37 |
-65 |
26 |
-29 |
-63 |
-7 |
54 |
30 |
34 |
34 |
22 |
-21 |
-26 |
-69 |
-23 |
-44 |
EUM24 |
28 |
18 |
18 |
44 |
-3 |
78 |
82 |
77 |
|
54 |
66 |
80 |
76 |
-97
| -7 |
42 |
0 |
-1 |
-51 |
-51 |
-38 |
-32 |
-1 |
-5 |
-24 |
-27 |
26 |
4 |
18 |
15 |
16 |
-16 |
-34 |
-29 |
-31 |
-29 |
JYM24 |
-45 |
-57 |
-56 |
-22 |
-75 |
33 |
49 |
77 |
54 |
|
54 |
11 |
30 |
-61 |
-70 |
33 |
-43 |
-60 |
-48 |
-51 |
-1 |
-57 |
66 |
-66 |
-83 |
26 |
80 |
73 |
72 |
57 |
68 |
-22 |
7 |
-78 |
5 |
-65 |
CDM24 |
39 |
23 |
25 |
54 |
1 |
83 |
85 |
71 |
66 |
54 |
|
63 |
78 |
-78 |
-17 |
38 |
-21 |
-9 |
-43 |
-42 |
-23 |
-23 |
-13 |
-3 |
-25 |
-37 |
25 |
-5 |
-5 |
-15 |
6 |
7 |
-7 |
-27 |
-0 |
-39 |
BPM24 |
74 |
67 |
67 |
81 |
48 |
87 |
81 |
53 |
80 |
11 |
63 |
|
75 |
-81 |
30 |
30 |
16 |
32 |
-39 |
-36 |
-45 |
-1 |
-52 |
35 |
21 |
-63 |
-16 |
-48 |
-36 |
-38 |
-22 |
11 |
-35 |
14 |
-28 |
-7 |
ADM24 |
56 |
41 |
45 |
60 |
18 |
86 |
87 |
63 |
76 |
30 |
78 |
75 |
|
-82 |
19 |
54 |
10 |
21 |
-53 |
-51 |
-61 |
-34 |
-36 |
32 |
1 |
-54 |
-2 |
-23 |
-13 |
-6 |
-28 |
-22 |
-57 |
-16 |
-52 |
1 |
DXM24 |
-32 |
-18 |
-20 |
-47 |
6 |
-85 |
-90
| -86 |
-97
| -61 |
-78 |
-81 |
-82 |
|
14 |
-42 |
11 |
9 |
61 |
63 |
42 |
40 |
3 |
7 |
31 |
31 |
-29 |
-4 |
-15 |
-11 |
-13 |
11 |
33 |
36 |
29 |
32 |
GCM24 |
63 |
72 |
66 |
54 |
72 |
15 |
-5 |
-44 |
-7 |
-70 |
-17 |
30 |
19 |
14 |
|
29 |
84 |
91
| 40 |
44 |
-23 |
55 |
-76 |
90 |
92
| -64 |
-66 |
-71 |
-66 |
-53 |
-59 |
-8 |
-39 |
74 |
-37 |
47 |
PLN24 |
8 |
5 |
2 |
25 |
-11 |
39 |
34 |
31 |
42 |
33 |
38 |
30 |
54 |
-42 |
29 |
|
52 |
35 |
1 |
2 |
-14 |
1 |
-4 |
21 |
5 |
-29 |
12 |
9 |
17 |
15 |
14 |
-35 |
-26 |
-8 |
-27 |
-15 |
SIK24 |
26 |
39 |
30 |
30 |
39 |
-2 |
-19 |
-40 |
0 |
-43 |
-21 |
16 |
10 |
11 |
84 |
52 |
|
85 |
51 |
54 |
-2 |
56 |
-43 |
65 |
71 |
-41 |
-36 |
-33 |
-26 |
-21 |
-15 |
-28 |
-27 |
59 |
-29 |
26 |
HGK24 |
57 |
67 |
59 |
56 |
64 |
17 |
-3 |
-42 |
-1 |
-60 |
-9 |
32 |
21 |
9 |
91
| 35 |
85 |
|
43 |
47 |
-19 |
61 |
-70 |
84 |
88 |
-66 |
-51 |
-62 |
-57 |
-51 |
-41 |
-13 |
-27 |
75 |
-25 |
31 |
CLM24 |
-11 |
10 |
-1 |
-3 |
26 |
-54 |
-68 |
-75 |
-51 |
-48 |
-43 |
-39 |
-53 |
61 |
40 |
1 |
51 |
43 |
|
100
| 73 |
88 |
-9 |
14 |
50 |
13 |
-30 |
-14 |
-18 |
-30 |
15 |
26 |
49 |
64 |
46 |
8 |
CBM24 |
-7 |
14 |
3 |
-0 |
30 |
-51 |
-66 |
-76 |
-51 |
-51 |
-42 |
-36 |
-51 |
63 |
44 |
2 |
54 |
47 |
100
| |
70 |
90 |
-13 |
19 |
54 |
9 |
-32 |
-19 |
-22 |
-33 |
11 |
25 |
46 |
66 |
44 |
10 |
HOK24 |
-43 |
-29 |
-35 |
-31 |
-14 |
-58 |
-59 |
-37 |
-38 |
-1 |
-23 |
-45 |
-61 |
42 |
-23 |
-14 |
-2 |
-19 |
73 |
70 |
|
58 |
35 |
-43 |
-12 |
56 |
10 |
25 |
21 |
-0 |
54 |
40 |
78 |
17 |
75 |
-23 |
RBK24 |
27 |
46 |
35 |
35 |
57 |
-18 |
-39 |
-65 |
-32 |
-57 |
-23 |
-1 |
-34 |
40 |
55 |
1 |
56 |
61 |
88 |
90 |
58 |
|
-41 |
35 |
69 |
-19 |
-44 |
-47 |
-47 |
-60 |
-0 |
41 |
45 |
80 |
45 |
7 |
NGK24 |
-92
| -94
| -93
| -79 |
-90
| -51 |
-32 |
26 |
-1 |
66 |
-13 |
-52 |
-36 |
3 |
-76 |
-4 |
-43 |
-70 |
-9 |
-13 |
35 |
-41 |
|
-84 |
-82 |
76 |
75 |
93
| 87 |
77 |
76 |
-27 |
32 |
-67 |
26 |
-53 |
KCK24 |
73 |
74 |
74 |
58 |
70 |
32 |
14 |
-29 |
-5 |
-66 |
-3 |
35 |
32 |
7 |
90 |
21 |
65 |
84 |
14 |
19 |
-43 |
35 |
-84 |
|
83 |
-75 |
-60 |
-76 |
-72 |
-54 |
-75 |
-17 |
-51 |
61 |
-47 |
48 |
CCK24 |
66 |
78 |
72 |
56 |
83 |
5 |
-17 |
-63 |
-24 |
-83 |
-25 |
21 |
1 |
31 |
92
| 5 |
71 |
88 |
50 |
54 |
-12 |
69 |
-82 |
83 |
|
-61 |
-75 |
-80 |
-77 |
-70 |
-59 |
14 |
-18 |
87 |
-16 |
50 |
SBK24 |
-78 |
-74 |
-71 |
-80 |
-60 |
-64 |
-48 |
-7 |
-27 |
26 |
-37 |
-63 |
-54 |
31 |
-64 |
-29 |
-41 |
-66 |
13 |
9 |
56 |
-19 |
76 |
-75 |
-61 |
|
36 |
67 |
69 |
64 |
53 |
2 |
39 |
-40 |
33 |
-9 |
W_K24 |
-62 |
-71 |
-72 |
-43 |
-83 |
-6 |
11 |
54 |
26 |
80 |
25 |
-16 |
-2 |
-29 |
-66 |
12 |
-36 |
-51 |
-30 |
-32 |
10 |
-44 |
75 |
-60 |
-75 |
36 |
|
81 |
75 |
63 |
72 |
-39 |
12 |
-70 |
9 |
-69 |
C_K24 |
-89 |
-92
| -92
| -74 |
-95
| -40 |
-22 |
30 |
4 |
73 |
-5 |
-48 |
-23 |
-4 |
-71 |
9 |
-33 |
-62 |
-14 |
-19 |
25 |
-47 |
93
| -76 |
-80 |
67 |
81 |
|
94
| 85 |
77 |
-39 |
18 |
-72 |
11 |
-46 |
S_K24 |
-82 |
-85 |
-84 |
-68 |
-89 |
-30 |
-11 |
34 |
18 |
72 |
-5 |
-36 |
-13 |
-15 |
-66 |
17 |
-26 |
-57 |
-18 |
-22 |
21 |
-47 |
87 |
-72 |
-77 |
69 |
75 |
94
| |
93
| 77 |
-44 |
7 |
-70 |
0 |
-38 |
SMK24 |
-75 |
-81 |
-77 |
-73 |
-83 |
-29 |
-11 |
34 |
15 |
57 |
-15 |
-38 |
-6 |
-11 |
-53 |
15 |
-21 |
-51 |
-30 |
-33 |
-0 |
-60 |
77 |
-54 |
-70 |
64 |
63 |
85 |
93
| |
49 |
-60 |
-18 |
-72 |
-25 |
-15 |
BOK24 |
-69 |
-64 |
-71 |
-40 |
-67 |
-37 |
-24 |
22 |
16 |
68 |
6 |
-22 |
-28 |
-13 |
-59 |
14 |
-15 |
-41 |
15 |
11 |
54 |
-0 |
76 |
-75 |
-59 |
53 |
72 |
77 |
77 |
49 |
|
-8 |
50 |
-41 |
45 |
-69 |
CTK24 |
30 |
37 |
35 |
34 |
47 |
4 |
-4 |
-21 |
-16 |
-22 |
7 |
11 |
-22 |
11 |
-8 |
-35 |
-28 |
-13 |
26 |
25 |
40 |
41 |
-27 |
-17 |
14 |
2 |
-39 |
-39 |
-44 |
-60 |
-8 |
|
61 |
38 |
65 |
7 |
LCM24 |
-33 |
-21 |
-28 |
-16 |
-9 |
-39 |
-42 |
-26 |
-34 |
7 |
-7 |
-35 |
-57 |
33 |
-39 |
-26 |
-27 |
-27 |
49 |
46 |
78 |
45 |
32 |
-51 |
-18 |
39 |
12 |
18 |
7 |
-18 |
50 |
61 |
|
15 |
99
| -37 |
HEM24 |
54 |
70 |
63 |
50 |
80 |
-4 |
-24 |
-69 |
-29 |
-78 |
-27 |
14 |
-16 |
36 |
74 |
-8 |
59 |
75 |
64 |
66 |
17 |
80 |
-67 |
61 |
87 |
-40 |
-70 |
-72 |
-70 |
-72 |
-41 |
38 |
15 |
|
18 |
38 |
FCK24 |
-25 |
-15 |
-21 |
-9 |
-4 |
-30 |
-33 |
-23 |
-31 |
5 |
-0 |
-28 |
-52 |
29 |
-37 |
-27 |
-29 |
-25 |
46 |
44 |
75 |
45 |
26 |
-47 |
-16 |
33 |
9 |
11 |
0 |
-25 |
45 |
65 |
99
| 18 |
|
-38 |
JOK24 |
34 |
37 |
42 |
6 |
46 |
-21 |
-29 |
-44 |
-29 |
-65 |
-39 |
-7 |
1 |
32 |
47 |
-15 |
26 |
31 |
8 |
10 |
-23 |
7 |
-53 |
48 |
50 |
-9 |
-69 |
-46 |
-38 |
-15 |
-69 |
7 |
-37 |
38 |
-38 |
|
|