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