 |
| MRCI's Inter-Market Correlations |
| MRCI's Inter-Market Correlations(prev 180 trading days) - May 08, 2008 |
| |
DJM |
SPM |
NDM |
RUM |
USM |
TYM |
EDU |
SFM |
EUM |
BPM |
JYM |
CDM |
DXM |
GCM |
PLN |
SIN |
HGN |
CLM |
HOM |
RBM |
NGM |
KCN |
CCN |
SBN |
W_N |
C_N |
S_N |
SMN |
BON |
CTN |
LCM |
LHM |
FCQ |
LBN |
JON |
| DJM |
|
99
| 95
| 98
| -85 |
-92
| -93
| -79 |
-66 |
62 |
-87 |
25 |
66 |
-86 |
-73 |
-83 |
-37 |
-65 |
-65 |
-61 |
-62 |
-44 |
-79 |
-86 |
-84 |
-82 |
-84 |
-78 |
-85 |
-62 |
62 |
32 |
55 |
83 |
39 |
| SPM |
99
| |
96
| 99
| -85 |
-93
| -94
| -83 |
-70 |
63 |
-90 |
27 |
70 |
-86 |
-78 |
-85 |
-43 |
-69 |
-69 |
-64 |
-67 |
-43 |
-82 |
-87 |
-85 |
-86 |
-85 |
-79 |
-87 |
-63 |
65 |
36 |
59 |
86 |
44 |
| NDM |
95
| 96
| |
93
| -72 |
-84 |
-88 |
-75 |
-58 |
70 |
-83 |
41 |
57 |
-78 |
-81 |
-80 |
-47 |
-55 |
-58 |
-49 |
-62 |
-50 |
-79 |
-86 |
-82 |
-80 |
-79 |
-72 |
-81 |
-62 |
54 |
25 |
50 |
79 |
52 |
| RUM |
98
| 99
| 93
| |
-89 |
-95
| -95
| -84 |
-73 |
62 |
-89 |
24 |
73 |
-88 |
-75 |
-85 |
-39 |
-72 |
-72 |
-68 |
-66 |
-44 |
-83 |
-87 |
-86 |
-87 |
-88 |
-83 |
-89 |
-64 |
65 |
37 |
62 |
87 |
39 |
| USM |
-85 |
-85 |
-72 |
-89 |
|
94
| 90
| 80 |
75 |
-44 |
85 |
-9 |
-76 |
84 |
39 |
76 |
25 |
69 |
68 |
67 |
51 |
30 |
67 |
70 |
77 |
76 |
78 |
77 |
78 |
54 |
-70 |
-42 |
-64 |
-79 |
-20 |
| TYM |
-92
| -93
| -84 |
-95
| 94
| |
98
| 92
| 85 |
-54 |
94
| -14 |
-84 |
91
| 76 |
88 |
48 |
80 |
80 |
75 |
71 |
40 |
83 |
83 |
89 |
90
| 87 |
82 |
89 |
66 |
-79 |
-49 |
-72 |
-91
| -37 |
| EDU |
-93
| -94
| -88 |
-95
| 90
| 98
| |
88 |
80 |
-61 |
90 |
-11 |
-80 |
94
| 83 |
91
| 51 |
78 |
78 |
74 |
70 |
52 |
86 |
89 |
92
| 91
| 91
| 87 |
92
| 68 |
-72 |
-40 |
-65 |
-91
| -34 |
| SFM |
-79 |
-83 |
-75 |
-84 |
80 |
92
| 88 |
|
96
| -36 |
96
| -5 |
-96
| 85 |
78 |
87 |
66 |
88 |
90
| 81 |
85 |
29 |
84 |
73 |
81 |
90
| 78 |
69 |
85 |
68 |
-84 |
-61 |
-78 |
-88 |
-55 |
| EUM |
-66 |
-70 |
-58 |
-73 |
75 |
85 |
80 |
96
| |
-25 |
88 |
10 |
-99
| 81 |
69 |
82 |
64 |
94
| 95
| 89 |
85 |
23 |
81 |
65 |
73 |
88 |
75 |
67 |
81 |
63 |
-83 |
-61 |
-80 |
-85 |
-44 |
| BPM |
62 |
63 |
70 |
62 |
-44 |
-54 |
-61 |
-36 |
-25 |
|
-42 |
58 |
18 |
-45 |
-54 |
-41 |
-30 |
-34 |
-37 |
-31 |
-40 |
-39 |
-53 |
-65 |
-49 |
-63 |
-60 |
-63 |
-55 |
-28 |
23 |
11 |
44 |
60 |
28 |
| JYM |
-87 |
-90 |
-83 |
-89 |
85 |
94
| 90 |
96
| 88 |
-42 |
|
-20 |
-87 |
82 |
74 |
84 |
56 |
79 |
81 |
71 |
78 |
26 |
81 |
73 |
81 |
86 |
74 |
65 |
81 |
64 |
-82 |
-57 |
-72 |
-84 |
-57 |
| CDM |
25 |
27 |
41 |
24 |
-9 |
-14 |
-11 |
-5 |
10 |
58 |
-20 |
|
-18 |
16 |
-36 |
14 |
4 |
11 |
4 |
18 |
-8 |
17 |
-7 |
-7 |
0 |
-14 |
2 |
3 |
1 |
25 |
4 |
3 |
32 |
8 |
48 |
| DXM |
66 |
70 |
57 |
73 |
-76 |
-84 |
-80 |
-96
| -99
| 18 |
-87 |
-18 |
|
-82 |
-68 |
-84 |
-62 |
-92
| -93
| -88 |
-83 |
-23 |
-79 |
-64 |
-74 |
-85 |
-74 |
-65 |
-81 |
-65 |
82 |
61 |
76 |
83 |
42 |
| GCM |
-86 |
-86 |
-78 |
-88 |
84 |
91
| 94
| 85 |
81 |
-45 |
82 |
16 |
-82 |
|
84 |
97
| 51 |
79 |
77 |
77 |
67 |
61 |
85 |
91
| 93
| 86 |
94
| 90
| 94
| 80 |
-66 |
-38 |
-57 |
-87 |
-20 |
| PLN |
-73 |
-78 |
-81 |
-75 |
39 |
76 |
83 |
78 |
69 |
-54 |
74 |
-36 |
-68 |
84 |
|
89 |
91
| 72 |
74 |
63 |
82 |
57 |
91
| 86 |
81 |
88 |
85 |
67 |
94
| 74 |
-45 |
-23 |
-37 |
-85 |
-74 |
| SIN |
-83 |
-85 |
-80 |
-85 |
76 |
88 |
91
| 87 |
82 |
-41 |
84 |
14 |
-84 |
97
| 89 |
|
64 |
79 |
78 |
75 |
75 |
65 |
90 |
91
| 94
| 86 |
91
| 84 |
95
| 87 |
-65 |
-39 |
-54 |
-86 |
-32 |
| HGN |
-37 |
-43 |
-47 |
-39 |
25 |
48 |
51 |
66 |
64 |
-30 |
56 |
4 |
-62 |
51 |
91
| 64 |
|
61 |
66 |
52 |
84 |
36 |
68 |
55 |
52 |
66 |
49 |
37 |
59 |
64 |
-47 |
-38 |
-42 |
-62 |
-62 |
| CLM |
-65 |
-69 |
-55 |
-72 |
69 |
80 |
78 |
88 |
94
| -34 |
79 |
11 |
-92
| 79 |
72 |
79 |
61 |
|
99
| 98
| 89 |
26 |
86 |
68 |
70 |
90
| 79 |
72 |
85 |
57 |
-72 |
-52 |
-74 |
-87 |
-37 |
| HOM |
-65 |
-69 |
-58 |
-72 |
68 |
80 |
78 |
90
| 95
| -37 |
81 |
4 |
-93
| 77 |
74 |
78 |
66 |
99
| |
96
| 92
| 23 |
86 |
67 |
69 |
91
| 76 |
68 |
83 |
57 |
-74 |
-54 |
-76 |
-87 |
-46 |
| RBM |
-61 |
-64 |
-49 |
-68 |
67 |
75 |
74 |
81 |
89 |
-31 |
71 |
18 |
-88 |
77 |
63 |
75 |
52 |
98
| 96
| |
82 |
27 |
81 |
66 |
65 |
86 |
79 |
73 |
82 |
52 |
-65 |
-45 |
-69 |
-83 |
-27 |
| NGM |
-62 |
-67 |
-62 |
-66 |
51 |
71 |
70 |
85 |
85 |
-40 |
78 |
-8 |
-83 |
67 |
82 |
75 |
84 |
89 |
92
| 82 |
|
24 |
87 |
65 |
63 |
88 |
67 |
55 |
77 |
59 |
-66 |
-48 |
-65 |
-83 |
-65 |
| KCN |
-44 |
-43 |
-50 |
-44 |
30 |
40 |
52 |
29 |
23 |
-39 |
26 |
17 |
-23 |
61 |
57 |
65 |
36 |
26 |
23 |
27 |
24 |
|
57 |
74 |
66 |
40 |
69 |
68 |
64 |
69 |
-1 |
16 |
7 |
-40 |
12 |
| CCN |
-79 |
-82 |
-79 |
-83 |
67 |
83 |
86 |
84 |
81 |
-53 |
81 |
-7 |
-79 |
85 |
91
| 90 |
68 |
86 |
86 |
81 |
87 |
57 |
|
88 |
85 |
92
| 89 |
80 |
94
| 72 |
-56 |
-31 |
-55 |
-91
| -44 |
| SBN |
-86 |
-87 |
-86 |
-87 |
70 |
83 |
89 |
73 |
65 |
-65 |
73 |
-7 |
-64 |
91
| 86 |
91
| 55 |
68 |
67 |
66 |
65 |
74 |
88 |
|
90 |
85 |
95
| 91
| 95
| 79 |
-48 |
-22 |
-45 |
-84 |
-27 |
| WN |
-84 |
-85 |
-82 |
-86 |
77 |
89 |
92
| 81 |
73 |
-49 |
81 |
0 |
-74 |
93
| 81 |
94
| 52 |
70 |
69 |
65 |
63 |
66 |
85 |
90 |
|
82 |
90 |
85 |
90
| 79 |
-64 |
-38 |
-53 |
-83 |
-26 |
| CN |
-82 |
-86 |
-80 |
-87 |
76 |
90
| 91
| 90
| 88 |
-63 |
86 |
-14 |
-85 |
86 |
88 |
86 |
66 |
90
| 91
| 86 |
88 |
40 |
92
| 85 |
82 |
|
89 |
83 |
92
| 66 |
-73 |
-49 |
-78 |
-95
| -47 |
| SN |
-84 |
-85 |
-79 |
-88 |
78 |
87 |
91
| 78 |
75 |
-60 |
74 |
2 |
-74 |
94
| 85 |
91
| 49 |
79 |
76 |
79 |
67 |
69 |
89 |
95
| 90 |
89 |
|
98
| 98
| 76 |
-53 |
-27 |
-54 |
-88 |
-18 |
| SMN |
-78 |
-79 |
-72 |
-83 |
77 |
82 |
87 |
69 |
67 |
-63 |
65 |
3 |
-65 |
90
| 67 |
84 |
37 |
72 |
68 |
73 |
55 |
68 |
80 |
91
| 85 |
83 |
98
| |
92
| 69 |
-48 |
-24 |
-52 |
-82 |
-5 |
| BON |
-85 |
-87 |
-81 |
-89 |
78 |
89 |
92
| 85 |
81 |
-55 |
81 |
1 |
-81 |
94
| 94
| 95
| 59 |
85 |
83 |
82 |
77 |
64 |
94
| 95
| 90
| 92
| 98
| 92
| |
79 |
-59 |
-32 |
-56 |
-91
| -31 |
| CTN |
-62 |
-63 |
-62 |
-64 |
54 |
66 |
68 |
68 |
63 |
-28 |
64 |
25 |
-65 |
80 |
74 |
87 |
64 |
57 |
57 |
52 |
59 |
69 |
72 |
79 |
79 |
66 |
76 |
69 |
79 |
|
-45 |
-36 |
-35 |
-64 |
-21 |
| LCM |
62 |
65 |
54 |
65 |
-70 |
-79 |
-72 |
-84 |
-83 |
23 |
-82 |
4 |
82 |
-66 |
-45 |
-65 |
-47 |
-72 |
-74 |
-65 |
-66 |
-1 |
-56 |
-48 |
-64 |
-73 |
-53 |
-48 |
-59 |
-45 |
|
75 |
85 |
70 |
42 |
| LHM |
32 |
36 |
25 |
37 |
-42 |
-49 |
-40 |
-61 |
-61 |
11 |
-57 |
3 |
61 |
-38 |
-23 |
-39 |
-38 |
-52 |
-54 |
-45 |
-48 |
16 |
-31 |
-22 |
-38 |
-49 |
-27 |
-24 |
-32 |
-36 |
75 |
|
78 |
45 |
35 |
| FCQ |
55 |
59 |
50 |
62 |
-64 |
-72 |
-65 |
-78 |
-80 |
44 |
-72 |
32 |
76 |
-57 |
-37 |
-54 |
-42 |
-74 |
-76 |
-69 |
-65 |
7 |
-55 |
-45 |
-53 |
-78 |
-54 |
-52 |
-56 |
-35 |
85 |
78 |
|
71 |
45 |
| LBN |
83 |
86 |
79 |
87 |
-79 |
-91
| -91
| -88 |
-85 |
60 |
-84 |
8 |
83 |
-87 |
-85 |
-86 |
-62 |
-87 |
-87 |
-83 |
-83 |
-40 |
-91
| -84 |
-83 |
-95
| -88 |
-82 |
-91
| -64 |
70 |
45 |
71 |
|
42 |
| JON |
39 |
44 |
52 |
39 |
-20 |
-37 |
-34 |
-55 |
-44 |
28 |
-57 |
48 |
42 |
-20 |
-74 |
-32 |
-62 |
-37 |
-46 |
-27 |
-65 |
12 |
-44 |
-27 |
-26 |
-47 |
-18 |
-5 |
-31 |
-21 |
42 |
35 |
45 |
42 |
|
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