|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - Mar 28, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLK24 |
CBM24 |
HOK24 |
RBK24 |
NGK24 |
KCK24 |
CCK24 |
SBK24 |
W_K24 |
C_K24 |
S_K24 |
SMK24 |
BOK24 |
CTK24 |
LCM24 |
HEM24 |
FCK24 |
JOK24 |
YMM24 |
|
97
| 97
| 83 |
87 |
82 |
74 |
15 |
19 |
-37 |
30 |
61 |
42 |
-26 |
72 |
-4 |
-0 |
62 |
-30 |
-27 |
-41 |
14 |
-93
| 87 |
77 |
-77 |
-48 |
-79 |
-81 |
-72 |
-65 |
39 |
-29 |
48 |
-21 |
31 |
ESM24 |
97
| |
98
| 86 |
92
| 71 |
62 |
8 |
22 |
-35 |
29 |
64 |
38 |
-27 |
74 |
-6 |
9 |
68 |
-18 |
-15 |
-31 |
29 |
-90
| 78 |
83 |
-71 |
-47 |
-77 |
-80 |
-76 |
-55 |
51 |
-14 |
64 |
-7 |
26 |
NQM24 |
97
| 98
| |
79 |
92
| 73 |
65 |
6 |
16 |
-42 |
23 |
58 |
36 |
-22 |
72 |
-10 |
-0 |
60 |
-25 |
-21 |
-37 |
18 |
-93
| 84 |
80 |
-68 |
-53 |
-81 |
-82 |
-73 |
-66 |
46 |
-23 |
58 |
-15 |
35 |
QRM24 |
83 |
86 |
79 |
|
64 |
85 |
77 |
43 |
56 |
13 |
67 |
83 |
65 |
-62 |
60 |
30 |
31 |
77 |
-26 |
-25 |
-36 |
24 |
-65 |
60 |
54 |
-84 |
-4 |
-43 |
-55 |
-64 |
-18 |
34 |
-7 |
46 |
-1 |
-19 |
NKM24 |
87 |
92
| 92
| 64 |
|
49 |
37 |
-24 |
-6 |
-63 |
-0 |
38 |
9 |
4 |
69 |
-30 |
-5 |
50 |
4 |
7 |
-12 |
41 |
-89 |
69 |
91
| -49 |
-67 |
-87 |
-86 |
-79 |
-65 |
66 |
-2 |
75 |
5 |
43 |
USM24 |
82 |
71 |
73 |
85 |
49 |
|
98
| 69 |
78 |
26 |
84 |
88 |
87 |
-87 |
56 |
47 |
26 |
67 |
-59 |
-56 |
-64 |
-10 |
-70 |
82 |
35 |
-86 |
-15 |
-55 |
-44 |
-40 |
-52 |
-4 |
-44 |
12 |
-34 |
-17 |
TYM24 |
74 |
62 |
65 |
77 |
37 |
98
| |
77 |
80 |
36 |
83 |
86 |
89 |
-89 |
47 |
49 |
23 |
60 |
-68 |
-65 |
-69 |
-24 |
-60 |
78 |
22 |
-81 |
-3 |
-45 |
-34 |
-29 |
-48 |
-18 |
-53 |
-2 |
-43 |
-22 |
SFM24 |
15 |
8 |
6 |
43 |
-24 |
69 |
77 |
|
83 |
74 |
77 |
72 |
79 |
-88 |
12 |
67 |
41 |
34 |
-64 |
-64 |
-53 |
-42 |
10 |
17 |
-37 |
-49 |
59 |
30 |
20 |
17 |
25 |
-50 |
-37 |
-41 |
-35 |
-56 |
EUM24 |
19 |
22 |
16 |
56 |
-6 |
78 |
80 |
83 |
|
72 |
77 |
85 |
83 |
-98
| 29 |
67 |
67 |
58 |
-48 |
-48 |
-48 |
-17 |
6 |
11 |
-14 |
-46 |
54 |
28 |
19 |
11 |
35 |
-34 |
-23 |
-9 |
-23 |
-57 |
JYM24 |
-37 |
-35 |
-42 |
13 |
-63 |
26 |
36 |
74 |
72 |
|
70 |
39 |
57 |
-74 |
-25 |
70 |
49 |
15 |
-29 |
-32 |
-19 |
-25 |
56 |
-39 |
-64 |
-12 |
88 |
76 |
59 |
40 |
73 |
-49 |
4 |
-42 |
0 |
-81 |
CDM24 |
30 |
29 |
23 |
67 |
-0 |
84 |
83 |
77 |
77 |
70 |
|
73 |
85 |
-85 |
20 |
66 |
46 |
52 |
-38 |
-38 |
-36 |
-7 |
-7 |
18 |
-12 |
-57 |
53 |
21 |
-1 |
-16 |
26 |
-15 |
-3 |
-5 |
-0 |
-61 |
BPM24 |
61 |
64 |
58 |
83 |
38 |
88 |
86 |
72 |
85 |
39 |
73 |
|
81 |
-88 |
54 |
46 |
51 |
75 |
-50 |
-50 |
-53 |
-3 |
-39 |
45 |
25 |
-72 |
20 |
-17 |
-26 |
-32 |
1 |
-2 |
-26 |
20 |
-22 |
-34 |
ADM24 |
42 |
38 |
36 |
65 |
9 |
87 |
89 |
79 |
83 |
57 |
85 |
81 |
|
-89 |
44 |
71 |
53 |
63 |
-62 |
-61 |
-67 |
-34 |
-22 |
42 |
1 |
-63 |
33 |
8 |
-2 |
-1 |
-1 |
-34 |
-44 |
-12 |
-42 |
-32 |
DXM24 |
-26 |
-27 |
-22 |
-62 |
4 |
-87 |
-89 |
-88 |
-98
| -74 |
-85 |
-88 |
-89 |
|
-30 |
-69 |
-62 |
-60 |
54 |
52 |
53 |
22 |
1 |
-19 |
13 |
56 |
-54 |
-24 |
-13 |
-5 |
-29 |
33 |
27 |
11 |
26 |
56 |
GCM24 |
72 |
74 |
72 |
60 |
69 |
56 |
47 |
12 |
29 |
-25 |
20 |
54 |
44 |
-30 |
|
21 |
46 |
70 |
-15 |
-11 |
-37 |
15 |
-70 |
73 |
75 |
-54 |
-40 |
-53 |
-50 |
-36 |
-50 |
20 |
-36 |
43 |
-34 |
33 |
PLN24 |
-4 |
-6 |
-10 |
30 |
-30 |
47 |
49 |
67 |
67 |
70 |
66 |
46 |
71 |
-69 |
21 |
|
70 |
47 |
-26 |
-25 |
-27 |
-17 |
18 |
-1 |
-28 |
-26 |
47 |
40 |
39 |
31 |
38 |
-39 |
-14 |
-28 |
-15 |
-44 |
SIK24 |
-0 |
9 |
-0 |
31 |
-5 |
26 |
23 |
41 |
67 |
49 |
46 |
51 |
53 |
-62 |
46 |
70 |
|
63 |
-3 |
-3 |
-13 |
12 |
9 |
-3 |
4 |
-11 |
35 |
33 |
35 |
26 |
41 |
-21 |
-6 |
7 |
-12 |
-29 |
HGK24 |
62 |
68 |
60 |
77 |
50 |
67 |
60 |
34 |
58 |
15 |
52 |
75 |
63 |
-60 |
70 |
47 |
63 |
|
-10 |
-9 |
-27 |
29 |
-49 |
48 |
52 |
-57 |
-4 |
-27 |
-26 |
-32 |
-6 |
14 |
-13 |
45 |
-11 |
-9 |
CLK24 |
-30 |
-18 |
-25 |
-26 |
4 |
-59 |
-68 |
-64 |
-48 |
-29 |
-38 |
-50 |
-62 |
54 |
-15 |
-26 |
-3 |
-10 |
|
100
| 91
| 82 |
18 |
-42 |
15 |
50 |
-18 |
1 |
4 |
-12 |
27 |
50 |
73 |
42 |
70 |
5 |
CBM24 |
-27 |
-15 |
-21 |
-25 |
7 |
-56 |
-65 |
-64 |
-48 |
-32 |
-38 |
-50 |
-61 |
52 |
-11 |
-25 |
-3 |
-9 |
100
| |
91
| 83 |
15 |
-38 |
18 |
48 |
-21 |
-2 |
1 |
-14 |
23 |
51 |
71 |
42 |
69 |
8 |
HOK24 |
-41 |
-31 |
-37 |
-36 |
-12 |
-64 |
-69 |
-53 |
-48 |
-19 |
-36 |
-53 |
-67 |
53 |
-37 |
-27 |
-13 |
-27 |
91
| 91
| |
74 |
31 |
-51 |
-9 |
58 |
-3 |
12 |
15 |
-4 |
38 |
40 |
77 |
24 |
74 |
-4 |
RBK24 |
14 |
29 |
18 |
24 |
41 |
-10 |
-24 |
-42 |
-17 |
-25 |
-7 |
-3 |
-34 |
22 |
15 |
-17 |
12 |
29 |
82 |
83 |
74 |
|
-17 |
-13 |
45 |
9 |
-18 |
-24 |
-26 |
-48 |
21 |
69 |
73 |
68 |
73 |
-7 |
NGK24 |
-93
| -90
| -93
| -65 |
-89 |
-70 |
-60 |
10 |
6 |
56 |
-7 |
-39 |
-22 |
1 |
-70 |
18 |
9 |
-49 |
18 |
15 |
31 |
-17 |
|
-86 |
-84 |
63 |
67 |
87 |
84 |
71 |
76 |
-48 |
28 |
-51 |
21 |
-53 |
KCK24 |
87 |
78 |
84 |
60 |
69 |
82 |
78 |
17 |
11 |
-39 |
18 |
45 |
42 |
-19 |
73 |
-1 |
-3 |
48 |
-42 |
-38 |
-51 |
-13 |
-86 |
|
63 |
-65 |
-48 |
-71 |
-65 |
-43 |
-78 |
11 |
-58 |
23 |
-51 |
47 |
CCK24 |
77 |
83 |
80 |
54 |
91
| 35 |
22 |
-37 |
-14 |
-64 |
-12 |
25 |
1 |
13 |
75 |
-28 |
4 |
52 |
15 |
18 |
-9 |
45 |
-84 |
63 |
|
-43 |
-69 |
-79 |
-76 |
-69 |
-61 |
60 |
-5 |
72 |
-1 |
51 |
SBK24 |
-77 |
-71 |
-68 |
-84 |
-49 |
-86 |
-81 |
-49 |
-46 |
-12 |
-57 |
-72 |
-63 |
56 |
-54 |
-26 |
-11 |
-57 |
50 |
48 |
58 |
9 |
63 |
-65 |
-43 |
|
9 |
45 |
56 |
56 |
33 |
-13 |
33 |
-17 |
27 |
10 |
W_K24 |
-48 |
-47 |
-53 |
-4 |
-67 |
-15 |
-3 |
59 |
54 |
88 |
53 |
20 |
33 |
-54 |
-40 |
47 |
35 |
-4 |
-18 |
-21 |
-3 |
-18 |
67 |
-48 |
-69 |
9 |
|
85 |
65 |
47 |
77 |
-46 |
13 |
-42 |
7 |
-80 |
C_K24 |
-79 |
-77 |
-81 |
-43 |
-87 |
-55 |
-45 |
30 |
28 |
76 |
21 |
-17 |
8 |
-24 |
-53 |
40 |
33 |
-27 |
1 |
-2 |
12 |
-24 |
87 |
-71 |
-79 |
45 |
85 |
|
89 |
74 |
80 |
-54 |
16 |
-52 |
7 |
-59 |
S_K24 |
-81 |
-80 |
-82 |
-55 |
-86 |
-44 |
-34 |
20 |
19 |
59 |
-1 |
-26 |
-2 |
-13 |
-50 |
39 |
35 |
-26 |
4 |
1 |
15 |
-26 |
84 |
-65 |
-76 |
56 |
65 |
89 |
|
91
| 74 |
-67 |
0 |
-58 |
-9 |
-38 |
SMK24 |
-72 |
-76 |
-73 |
-64 |
-79 |
-40 |
-29 |
17 |
11 |
40 |
-16 |
-32 |
-1 |
-5 |
-36 |
31 |
26 |
-32 |
-12 |
-14 |
-4 |
-48 |
71 |
-43 |
-69 |
56 |
47 |
74 |
91
| |
43 |
-78 |
-29 |
-66 |
-37 |
-11 |
BOK24 |
-65 |
-55 |
-66 |
-18 |
-65 |
-52 |
-48 |
25 |
35 |
73 |
26 |
1 |
-1 |
-29 |
-50 |
38 |
41 |
-6 |
27 |
23 |
38 |
21 |
76 |
-78 |
-61 |
33 |
77 |
80 |
74 |
43 |
|
-24 |
48 |
-23 |
41 |
-75 |
CTK24 |
39 |
51 |
46 |
34 |
66 |
-4 |
-18 |
-50 |
-34 |
-49 |
-15 |
-2 |
-34 |
33 |
20 |
-39 |
-21 |
14 |
50 |
51 |
40 |
69 |
-48 |
11 |
60 |
-13 |
-46 |
-54 |
-67 |
-78 |
-24 |
|
59 |
79 |
63 |
22 |
LCM24 |
-29 |
-14 |
-23 |
-7 |
-2 |
-44 |
-53 |
-37 |
-23 |
4 |
-3 |
-26 |
-44 |
27 |
-36 |
-14 |
-6 |
-13 |
73 |
71 |
77 |
73 |
28 |
-58 |
-5 |
33 |
13 |
16 |
0 |
-29 |
48 |
59 |
|
45 |
99
| -34 |
HEM24 |
48 |
64 |
58 |
46 |
75 |
12 |
-2 |
-41 |
-9 |
-42 |
-5 |
20 |
-12 |
11 |
43 |
-28 |
7 |
45 |
42 |
42 |
24 |
68 |
-51 |
23 |
72 |
-17 |
-42 |
-52 |
-58 |
-66 |
-23 |
79 |
45 |
|
48 |
20 |
FCK24 |
-21 |
-7 |
-15 |
-1 |
5 |
-34 |
-43 |
-35 |
-23 |
0 |
-0 |
-22 |
-42 |
26 |
-34 |
-15 |
-12 |
-11 |
70 |
69 |
74 |
73 |
21 |
-51 |
-1 |
27 |
7 |
7 |
-9 |
-37 |
41 |
63 |
99
| 48 |
|
-33 |
JOK24 |
31 |
26 |
35 |
-19 |
43 |
-17 |
-22 |
-56 |
-57 |
-81 |
-61 |
-34 |
-32 |
56 |
33 |
-44 |
-29 |
-9 |
5 |
8 |
-4 |
-7 |
-53 |
47 |
51 |
10 |
-80 |
-59 |
-38 |
-11 |
-75 |
22 |
-34 |
20 |
-33 |
|
|