 |
| MRCI's Inter-Market Correlations |
| MRCI's Inter-Market Correlations(prev 180 trading days) - Feb 03, 2012 |
| |
DJH12 |
SPH12 |
NDH12 |
MDH12 |
USH12 |
TYH12 |
EDM12 |
SFH12 |
EUH12 |
JYH12 |
CDH12 |
BPH12 |
ADH12 |
DXH12 |
GCJ12 |
PLJ12 |
SIH12 |
HGH12 |
CLH12 |
HOH12 |
RBH12 |
NGH12 |
KCH12 |
CCH12 |
SBH12 |
W_H12 |
C_H12 |
S_H12 |
SMH12 |
BOH12 |
CTH12 |
LCJ12 |
LHJ12 |
FCH12 |
LBH12 |
JOH12 |
| DJH12 |
|
97
| 85 |
85 |
-19 |
-23 |
-17 |
-28 |
-23 |
-40 |
30 |
-4 |
62 |
18 |
-45 |
-18 |
-25 |
26 |
86 |
58 |
61 |
-28 |
-22 |
-20 |
-29 |
-7 |
-35 |
-17 |
-19 |
-2 |
3 |
-6 |
-46 |
18 |
1 |
72 |
| SPH12 |
97
| |
83 |
95
| -37 |
-45 |
-11 |
-13 |
-1 |
-54 |
47 |
12 |
68 |
-1 |
-54 |
1 |
-10 |
43 |
84 |
66 |
70 |
-5 |
-3 |
2 |
-20 |
14 |
-21 |
3 |
0 |
19 |
23 |
-17 |
-45 |
-2 |
21 |
65 |
| NDH12 |
85 |
83 |
|
69 |
-9 |
-5 |
-2 |
-36 |
-27 |
-10 |
20 |
-16 |
57 |
20 |
-21 |
-22 |
-23 |
10 |
59 |
50 |
53 |
-36 |
-32 |
-23 |
-14 |
-20 |
-32 |
-21 |
-21 |
-14 |
-9 |
22 |
-14 |
38 |
-6 |
67 |
| MDH12 |
85 |
95
| 69 |
|
-60 |
-66 |
-5 |
9 |
24 |
-69 |
65 |
32 |
69 |
-24 |
-59 |
26 |
11 |
63 |
79 |
71 |
76 |
22 |
22 |
29 |
-8 |
36 |
-3 |
26 |
21 |
44 |
43 |
-31 |
-44 |
-27 |
45 |
54 |
| USH12 |
-19 |
-37 |
-9 |
-60 |
|
98
| -18 |
-69 |
-75 |
67 |
-85 |
-65 |
-47 |
72 |
43 |
-60 |
-53 |
-82 |
-17 |
-45 |
-53 |
-76 |
-57 |
-80 |
-64 |
-64 |
-35 |
-65 |
-61 |
-75 |
-59 |
24 |
-9 |
68 |
-78 |
-4 |
| TYH12 |
-23 |
-45 |
-5 |
-66 |
98
| |
6 |
-53 |
-74 |
82 |
-74 |
-65 |
-34 |
65 |
65 |
-59 |
-40 |
-73 |
-33 |
-46 |
-49 |
-83 |
-64 |
-77 |
-17 |
-74 |
-29 |
-63 |
-56 |
-77 |
-74 |
60 |
19 |
79 |
-75 |
7 |
| EDM12 |
-17 |
-11 |
-2 |
-5 |
-18 |
6 |
|
51 |
28 |
27 |
39 |
34 |
41 |
-39 |
38 |
47 |
53 |
41 |
-37 |
5 |
34 |
9 |
23 |
34 |
48 |
26 |
55 |
47 |
54 |
30 |
15 |
15 |
-5 |
-10 |
16 |
17 |
| SFH12 |
-28 |
-13 |
-36 |
9 |
-69 |
-53 |
51 |
|
85 |
-17 |
73 |
84 |
36 |
-89 |
7 |
79 |
81 |
74 |
-21 |
24 |
32 |
70 |
63 |
81 |
66 |
65 |
73 |
78 |
79 |
70 |
38 |
-21 |
9 |
-64 |
58 |
-19 |
| EUH12 |
-23 |
-1 |
-27 |
24 |
-75 |
-74 |
28 |
85 |
|
-39 |
74 |
90 |
34 |
-98
| -7 |
85 |
77 |
71 |
-11 |
36 |
32 |
89 |
80 |
91
| 57 |
77 |
69 |
80 |
77 |
80 |
63 |
-37 |
11 |
-79 |
68 |
-32 |
| JYH12 |
-40 |
-54 |
-10 |
-69 |
67 |
82 |
27 |
-17 |
-39 |
|
-47 |
-36 |
-20 |
26 |
73 |
-33 |
-10 |
-52 |
-53 |
-36 |
-36 |
-56 |
-45 |
-44 |
24 |
-56 |
0 |
-33 |
-24 |
-55 |
-65 |
66 |
47 |
64 |
-53 |
-4 |
| CDH12 |
30 |
47 |
20 |
65 |
-85 |
-74 |
39 |
73 |
74 |
-47 |
|
77 |
76 |
-78 |
-21 |
79 |
75 |
96
| 31 |
66 |
79 |
64 |
66 |
78 |
53 |
70 |
62 |
82 |
80 |
84 |
53 |
-32 |
-17 |
-61 |
78 |
18 |
| BPH12 |
-4 |
12 |
-16 |
32 |
-65 |
-65 |
34 |
84 |
90 |
-36 |
77 |
|
53 |
-93
| -1 |
83 |
77 |
75 |
7 |
48 |
46 |
72 |
68 |
79 |
48 |
80 |
73 |
76 |
75 |
76 |
57 |
-39 |
-7 |
-73 |
54 |
-12 |
| ADH12 |
62 |
68 |
57 |
69 |
-47 |
-34 |
41 |
36 |
34 |
-20 |
76 |
53 |
|
-47 |
-1 |
44 |
45 |
70 |
50 |
73 |
86 |
8 |
28 |
31 |
35 |
35 |
38 |
45 |
46 |
45 |
26 |
-2 |
-25 |
-13 |
33 |
59 |
| DXH12 |
18 |
-1 |
20 |
-24 |
72 |
65 |
-39 |
-89 |
-98
| 26 |
-78 |
-93
| -47 |
|
-5 |
-86 |
-82 |
-74 |
10 |
-41 |
-40 |
-79 |
-74 |
-87 |
-65 |
-73 |
-74 |
-81 |
-79 |
-77 |
-55 |
26 |
-13 |
69 |
-63 |
21 |
| GCJ12 |
-45 |
-54 |
-21 |
-59 |
43 |
65 |
38 |
7 |
-7 |
73 |
-21 |
-1 |
-1 |
-5 |
|
14 |
35 |
-20 |
-45 |
-13 |
-22 |
-29 |
-4 |
-14 |
36 |
-23 |
32 |
-3 |
2 |
-22 |
-37 |
47 |
37 |
32 |
-31 |
-10 |
| PLJ12 |
-18 |
1 |
-22 |
26 |
-60 |
-59 |
47 |
79 |
85 |
-33 |
79 |
83 |
44 |
-86 |
14 |
|
94
| 83 |
-4 |
47 |
50 |
77 |
85 |
87 |
54 |
83 |
82 |
90
| 88 |
88 |
66 |
-40 |
-7 |
-77 |
72 |
-13 |
| SIH12 |
-25 |
-10 |
-23 |
11 |
-53 |
-40 |
53 |
81 |
77 |
-10 |
75 |
77 |
45 |
-82 |
35 |
94
| |
77 |
-14 |
40 |
46 |
64 |
74 |
78 |
68 |
68 |
85 |
85 |
85 |
77 |
44 |
-22 |
6 |
-62 |
64 |
-13 |
| HGH12 |
26 |
43 |
10 |
63 |
-82 |
-73 |
41 |
74 |
71 |
-52 |
96
| 75 |
70 |
-74 |
-20 |
83 |
77 |
|
31 |
62 |
77 |
64 |
70 |
79 |
48 |
72 |
60 |
82 |
80 |
85 |
58 |
-38 |
-25 |
-65 |
79 |
20 |
| CLH12 |
86 |
84 |
59 |
79 |
-17 |
-33 |
-37 |
-21 |
-11 |
-53 |
31 |
7 |
50 |
10 |
-45 |
-4 |
-14 |
31 |
|
70 |
57 |
-9 |
-4 |
-15 |
-38 |
8 |
-25 |
-9 |
-15 |
12 |
18 |
-31 |
-48 |
-5 |
11 |
54 |
| HOH12 |
58 |
66 |
50 |
71 |
-45 |
-46 |
5 |
24 |
36 |
-36 |
66 |
48 |
73 |
-41 |
-13 |
47 |
40 |
62 |
70 |
|
82 |
26 |
37 |
34 |
19 |
39 |
31 |
40 |
37 |
51 |
40 |
-18 |
-13 |
-26 |
43 |
42 |
| RBH12 |
61 |
70 |
53 |
76 |
-53 |
-49 |
34 |
32 |
32 |
-36 |
79 |
46 |
86 |
-40 |
-22 |
50 |
46 |
77 |
57 |
82 |
|
23 |
39 |
41 |
30 |
48 |
39 |
56 |
56 |
60 |
42 |
-18 |
-32 |
-28 |
54 |
55 |
| NGH12 |
-28 |
-5 |
-36 |
22 |
-76 |
-83 |
9 |
70 |
89 |
-56 |
64 |
72 |
8 |
-79 |
-29 |
77 |
64 |
64 |
-9 |
26 |
23 |
|
80 |
89 |
39 |
80 |
58 |
78 |
72 |
83 |
71 |
-55 |
6 |
-89 |
79 |
-48 |
| KCH12 |
-22 |
-3 |
-32 |
22 |
-57 |
-64 |
23 |
63 |
80 |
-45 |
66 |
68 |
28 |
-74 |
-4 |
85 |
74 |
70 |
-4 |
37 |
39 |
80 |
|
83 |
45 |
83 |
74 |
87 |
83 |
89 |
74 |
-51 |
-13 |
-82 |
76 |
-32 |
| CCH12 |
-20 |
2 |
-23 |
29 |
-80 |
-77 |
34 |
81 |
91
| -44 |
78 |
79 |
31 |
-87 |
-14 |
87 |
78 |
79 |
-15 |
34 |
41 |
89 |
83 |
|
61 |
79 |
70 |
88 |
86 |
87 |
66 |
-34 |
6 |
-78 |
80 |
-26 |
| SBH12 |
-29 |
-20 |
-14 |
-8 |
-64 |
-17 |
48 |
66 |
57 |
24 |
53 |
48 |
35 |
-65 |
36 |
54 |
68 |
48 |
-38 |
19 |
30 |
39 |
45 |
61 |
|
22 |
62 |
61 |
64 |
44 |
3 |
31 |
45 |
-17 |
46 |
-14 |
| WH12 |
-7 |
14 |
-20 |
36 |
-64 |
-74 |
26 |
65 |
77 |
-56 |
70 |
80 |
35 |
-73 |
-23 |
83 |
68 |
72 |
8 |
39 |
48 |
80 |
83 |
79 |
22 |
|
74 |
86 |
83 |
91
| 81 |
-69 |
-34 |
-91
| 68 |
-19 |
| CH12 |
-35 |
-21 |
-32 |
-3 |
-35 |
-29 |
55 |
73 |
69 |
0 |
62 |
73 |
38 |
-74 |
32 |
82 |
85 |
60 |
-25 |
31 |
39 |
58 |
74 |
70 |
62 |
74 |
|
88 |
90
| 77 |
47 |
-21 |
0 |
-60 |
55 |
-23 |
| SH12 |
-17 |
3 |
-21 |
26 |
-65 |
-63 |
47 |
78 |
80 |
-33 |
82 |
76 |
45 |
-81 |
-3 |
90
| 85 |
82 |
-9 |
40 |
56 |
78 |
87 |
88 |
61 |
86 |
88 |
|
99
| 95
| 67 |
-39 |
-11 |
-77 |
82 |
-16 |
| SMH12 |
-19 |
0 |
-21 |
21 |
-61 |
-56 |
54 |
79 |
77 |
-24 |
80 |
75 |
46 |
-79 |
2 |
88 |
85 |
80 |
-15 |
37 |
56 |
72 |
83 |
86 |
64 |
83 |
90
| 99
| |
91
| 60 |
-34 |
-9 |
-71 |
77 |
-13 |
| BOH12 |
-2 |
19 |
-14 |
44 |
-75 |
-77 |
30 |
70 |
80 |
-55 |
84 |
76 |
45 |
-77 |
-22 |
88 |
77 |
85 |
12 |
51 |
60 |
83 |
89 |
87 |
44 |
91
| 77 |
95
| 91
| |
78 |
-55 |
-22 |
-85 |
87 |
-13 |
| CTH12 |
3 |
23 |
-9 |
43 |
-59 |
-74 |
15 |
38 |
63 |
-65 |
53 |
57 |
26 |
-55 |
-37 |
66 |
44 |
58 |
18 |
40 |
42 |
71 |
74 |
66 |
3 |
81 |
47 |
67 |
60 |
78 |
|
-63 |
-32 |
-77 |
60 |
-8 |
| LCJ12 |
-6 |
-17 |
22 |
-31 |
24 |
60 |
15 |
-21 |
-37 |
66 |
-32 |
-39 |
-2 |
26 |
47 |
-40 |
-22 |
-38 |
-31 |
-18 |
-18 |
-55 |
-51 |
-34 |
31 |
-69 |
-21 |
-39 |
-34 |
-55 |
-63 |
|
61 |
82 |
-40 |
23 |
| LHJ12 |
-46 |
-45 |
-14 |
-44 |
-9 |
19 |
-5 |
9 |
11 |
47 |
-17 |
-7 |
-25 |
-13 |
37 |
-7 |
6 |
-25 |
-48 |
-13 |
-32 |
6 |
-13 |
6 |
45 |
-34 |
0 |
-11 |
-9 |
-22 |
-32 |
61 |
|
29 |
-4 |
-28 |
| FCH12 |
18 |
-2 |
38 |
-27 |
68 |
79 |
-10 |
-64 |
-79 |
64 |
-61 |
-73 |
-13 |
69 |
32 |
-77 |
-62 |
-65 |
-5 |
-26 |
-28 |
-89 |
-82 |
-78 |
-17 |
-91
| -60 |
-77 |
-71 |
-85 |
-77 |
82 |
29 |
|
-70 |
39 |
| LBH12 |
1 |
21 |
-6 |
45 |
-78 |
-75 |
16 |
58 |
68 |
-53 |
78 |
54 |
33 |
-63 |
-31 |
72 |
64 |
79 |
11 |
43 |
54 |
79 |
76 |
80 |
46 |
68 |
55 |
82 |
77 |
87 |
60 |
-40 |
-4 |
-70 |
|
-16 |
| JOH12 |
72 |
65 |
67 |
54 |
-4 |
7 |
17 |
-19 |
-32 |
-4 |
18 |
-12 |
59 |
21 |
-10 |
-13 |
-13 |
20 |
54 |
42 |
55 |
-48 |
-32 |
-26 |
-14 |
-19 |
-23 |
-16 |
-13 |
-13 |
-8 |
23 |
-28 |
39 |
-16 |
|
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