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