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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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