|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 30 trading days) - Apr 25, 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 |
|
91
| 81 |
94
| 84 |
90
| 90
| 60 |
77 |
70 |
85 |
72 |
64 |
-76 |
-82 |
-58 |
-87 |
-87 |
-43 |
-50 |
34 |
-44 |
49 |
-90 |
-63 |
88 |
-18 |
26 |
88 |
-19 |
82 |
85 |
56 |
-38 |
58 |
-13 |
ESM24 |
91
| |
97
| 96
| 93
| 86 |
85 |
50 |
73 |
69 |
76 |
74 |
70 |
-73 |
-67 |
-27 |
-70 |
-87 |
-14 |
-22 |
57 |
-13 |
54 |
-83 |
-59 |
90
| -22 |
7 |
80 |
-38 |
86 |
82 |
33 |
-29 |
34 |
-4 |
NQM24 |
81 |
97
| |
90 |
92
| 81 |
80 |
50 |
67 |
69 |
66 |
72 |
65 |
-69 |
-63 |
-13 |
-63 |
-88 |
-13 |
-20 |
60 |
-4 |
50 |
-79 |
-60 |
85 |
-32 |
-1 |
75 |
-41 |
82 |
80 |
30 |
-37 |
30 |
-1 |
QRM24 |
94
| 96
| 90 |
|
87 |
88 |
88 |
51 |
75 |
69 |
82 |
73 |
73 |
-74 |
-67 |
-32 |
-72 |
-83 |
-19 |
-27 |
48 |
-24 |
47 |
-83 |
-56 |
92
| -16 |
15 |
83 |
-32 |
85 |
81 |
34 |
-23 |
36 |
-1 |
NKM24 |
84 |
93
| 92
| 87 |
|
75 |
75 |
34 |
56 |
50 |
59 |
57 |
50 |
-55 |
-60 |
-30 |
-63 |
-81 |
-10 |
-17 |
49 |
-3 |
45 |
-73 |
-43 |
80 |
-22 |
1 |
71 |
-30 |
73 |
72 |
28 |
-38 |
29 |
-1 |
USM24 |
90
| 86 |
81 |
88 |
75 |
|
99
| 74 |
83 |
86 |
84 |
81 |
68 |
-85 |
-84 |
-38 |
-84 |
-93
| -47 |
-54 |
46 |
-42 |
49 |
-92
| -74 |
90
| -43 |
18 |
88 |
-29 |
87 |
92
| 59 |
-49 |
59 |
-11 |
TYM24 |
90
| 85 |
80 |
88 |
75 |
99
| |
75 |
84 |
86 |
86 |
82 |
69 |
-86 |
-85 |
-42 |
-85 |
-92
| -47 |
-55 |
47 |
-41 |
48 |
-92
| -76 |
90 |
-43 |
18 |
89 |
-28 |
88 |
92
| 60 |
-50 |
61 |
-13 |
SFM24 |
60 |
50 |
50 |
51 |
34 |
74 |
75 |
|
87 |
92
| 79 |
89 |
68 |
-91
| -82 |
-28 |
-72 |
-69 |
-63 |
-68 |
47 |
-44 |
46 |
-82 |
-95
| 61 |
-51 |
33 |
74 |
-24 |
74 |
83 |
84 |
-48 |
83 |
-36 |
EUM24 |
77 |
73 |
67 |
75 |
56 |
83 |
84 |
87 |
|
89 |
95
| 97
| 92
| -99
| -79 |
-31 |
-72 |
-71 |
-41 |
-48 |
58 |
-35 |
52 |
-86 |
-88 |
79 |
-31 |
27 |
84 |
-32 |
88 |
85 |
66 |
-24 |
67 |
-25 |
JYM24 |
70 |
69 |
69 |
69 |
50 |
86 |
86 |
92
| 89 |
|
84 |
91
| 75 |
-94
| -81 |
-17 |
-73 |
-82 |
-47 |
-54 |
62 |
-36 |
56 |
-89 |
-91
| 82 |
-57 |
13 |
78 |
-45 |
87 |
92
| 66 |
-42 |
65 |
-19 |
CDM24 |
85 |
76 |
66 |
82 |
59 |
84 |
86 |
79 |
95
| 84 |
|
90
| 87 |
-94
| -80 |
-45 |
-78 |
-72 |
-39 |
-47 |
51 |
-41 |
53 |
-88 |
-80 |
85 |
-20 |
33 |
85 |
-32 |
88 |
86 |
64 |
-21 |
66 |
-18 |
BPM24 |
72 |
74 |
72 |
73 |
57 |
81 |
82 |
89 |
97
| 91
| 90
| |
89 |
-98
| -78 |
-22 |
-69 |
-74 |
-37 |
-44 |
64 |
-25 |
51 |
-86 |
-90
| 78 |
-38 |
19 |
80 |
-40 |
87 |
86 |
65 |
-30 |
65 |
-25 |
ADM24 |
64 |
70 |
65 |
73 |
50 |
68 |
69 |
68 |
92
| 75 |
87 |
89 |
|
-89 |
-56 |
-9 |
-48 |
-52 |
-14 |
-19 |
62 |
-16 |
46 |
-69 |
-71 |
72 |
-9 |
23 |
73 |
-32 |
79 |
67 |
40 |
5 |
41 |
-15 |
DXM24 |
-76 |
-73 |
-69 |
-74 |
-55 |
-85 |
-86 |
-91
| -99
| -94
| -94
| -98
| -89 |
|
82 |
28 |
74 |
76 |
45 |
52 |
-60 |
36 |
-54 |
89 |
91
| -81 |
39 |
-25 |
-85 |
35 |
-89 |
-89 |
-69 |
31 |
-70 |
25 |
GCM24 |
-82 |
-67 |
-63 |
-67 |
-60 |
-84 |
-85 |
-82 |
-79 |
-81 |
-80 |
-78 |
-56 |
82 |
|
63 |
97
| 85 |
71 |
76 |
-31 |
54 |
-38 |
95
| 83 |
-73 |
34 |
-37 |
-88 |
10 |
-77 |
-91
| -85 |
63 |
-87 |
10 |
PLN24 |
-58 |
-27 |
-13 |
-32 |
-30 |
-38 |
-42 |
-28 |
-31 |
-17 |
-45 |
-22 |
-9 |
28 |
63 |
|
71 |
37 |
56 |
58 |
23 |
55 |
-0 |
47 |
26 |
-30 |
-18 |
-42 |
-47 |
-23 |
-26 |
-38 |
-56 |
33 |
-64 |
9 |
SIK24 |
-87 |
-70 |
-63 |
-72 |
-63 |
-84 |
-85 |
-72 |
-72 |
-73 |
-78 |
-69 |
-48 |
74 |
97
| 71 |
|
86 |
70 |
76 |
-19 |
59 |
-34 |
92
| 73 |
-74 |
27 |
-35 |
-85 |
7 |
-72 |
-88 |
-79 |
61 |
-81 |
4 |
HGK24 |
-87 |
-87 |
-88 |
-83 |
-81 |
-93
| -92
| -69 |
-71 |
-82 |
-72 |
-74 |
-52 |
76 |
85 |
37 |
86 |
|
46 |
53 |
-47 |
32 |
-48 |
91
| 74 |
-86 |
52 |
-6 |
-82 |
34 |
-84 |
-93
| -58 |
64 |
-57 |
8 |
CLM24 |
-43 |
-14 |
-13 |
-19 |
-10 |
-47 |
-47 |
-63 |
-41 |
-47 |
-39 |
-37 |
-14 |
45 |
71 |
56 |
70 |
46 |
|
99
| 32 |
86 |
-3 |
52 |
55 |
-19 |
40 |
-30 |
-48 |
-31 |
-23 |
-49 |
-83 |
66 |
-81 |
20 |
CBM24 |
-50 |
-22 |
-20 |
-27 |
-17 |
-54 |
-55 |
-68 |
-48 |
-54 |
-47 |
-44 |
-19 |
52 |
76 |
58 |
76 |
53 |
99
| |
24 |
86 |
-11 |
59 |
60 |
-28 |
43 |
-30 |
-54 |
-24 |
-31 |
-56 |
-86 |
67 |
-84 |
22 |
HOK24 |
34 |
57 |
60 |
48 |
49 |
46 |
47 |
47 |
58 |
62 |
51 |
64 |
62 |
-60 |
-31 |
23 |
-19 |
-47 |
32 |
24 |
|
44 |
60 |
-51 |
-55 |
64 |
-28 |
-5 |
44 |
-69 |
73 |
56 |
10 |
2 |
11 |
-11 |
RBK24 |
-44 |
-13 |
-4 |
-24 |
-3 |
-42 |
-41 |
-44 |
-35 |
-36 |
-41 |
-25 |
-16 |
36 |
54 |
55 |
59 |
32 |
86 |
86 |
44 |
|
-6 |
40 |
33 |
-20 |
23 |
-23 |
-39 |
-31 |
-17 |
-36 |
-57 |
35 |
-57 |
15 |
NGK24 |
49 |
54 |
50 |
47 |
45 |
49 |
48 |
46 |
52 |
56 |
53 |
51 |
46 |
-54 |
-38 |
-0 |
-34 |
-48 |
-3 |
-11 |
60 |
-6 |
|
-54 |
-48 |
58 |
-37 |
5 |
42 |
-48 |
64 |
55 |
26 |
-4 |
25 |
-34 |
KCK24 |
-90 |
-83 |
-79 |
-83 |
-73 |
-92
| -92
| -82 |
-86 |
-89 |
-88 |
-86 |
-69 |
89 |
95
| 47 |
92
| 91
| 52 |
59 |
-51 |
40 |
-54 |
|
84 |
-89 |
36 |
-30 |
-91
| 29 |
-90 |
-98
| -73 |
51 |
-74 |
10 |
CCK24 |
-63 |
-59 |
-60 |
-56 |
-43 |
-74 |
-76 |
-95
| -88 |
-91
| -80 |
-90
| -71 |
91
| 83 |
26 |
73 |
74 |
55 |
60 |
-55 |
33 |
-48 |
84 |
|
-65 |
48 |
-30 |
-74 |
32 |
-77 |
-85 |
-80 |
49 |
-79 |
29 |
SBK24 |
88 |
90
| 85 |
92
| 80 |
90
| 90 |
61 |
79 |
82 |
85 |
78 |
72 |
-81 |
-73 |
-30 |
-74 |
-86 |
-19 |
-28 |
64 |
-20 |
58 |
-89 |
-65 |
|
-34 |
7 |
81 |
-52 |
94
| 90
| 38 |
-28 |
41 |
3 |
W_K24 |
-18 |
-22 |
-32 |
-16 |
-22 |
-43 |
-43 |
-51 |
-31 |
-57 |
-20 |
-38 |
-9 |
39 |
34 |
-18 |
27 |
52 |
40 |
43 |
-28 |
23 |
-37 |
36 |
48 |
-34 |
|
44 |
-21 |
39 |
-38 |
-47 |
-34 |
59 |
-30 |
27 |
C_K24 |
26 |
7 |
-1 |
15 |
1 |
18 |
18 |
33 |
27 |
13 |
33 |
19 |
23 |
-25 |
-37 |
-42 |
-35 |
-6 |
-30 |
-30 |
-5 |
-23 |
5 |
-30 |
-30 |
7 |
44 |
|
42 |
44 |
15 |
19 |
49 |
-10 |
49 |
-14 |
S_K24 |
88 |
80 |
75 |
83 |
71 |
88 |
89 |
74 |
84 |
78 |
85 |
80 |
73 |
-85 |
-88 |
-47 |
-85 |
-82 |
-48 |
-54 |
44 |
-39 |
42 |
-91
| -74 |
81 |
-21 |
42 |
|
-3 |
87 |
88 |
65 |
-44 |
67 |
-11 |
SMK24 |
-19 |
-38 |
-41 |
-32 |
-30 |
-29 |
-28 |
-24 |
-32 |
-45 |
-32 |
-40 |
-32 |
35 |
10 |
-23 |
7 |
34 |
-31 |
-24 |
-69 |
-31 |
-48 |
29 |
32 |
-52 |
39 |
44 |
-3 |
|
-50 |
-40 |
8 |
-9 |
8 |
-12 |
BOK24 |
82 |
86 |
82 |
85 |
73 |
87 |
88 |
74 |
88 |
87 |
88 |
87 |
79 |
-89 |
-77 |
-26 |
-72 |
-84 |
-23 |
-31 |
73 |
-17 |
64 |
-90 |
-77 |
94
| -38 |
15 |
87 |
-50 |
|
92
| 48 |
-29 |
50 |
-7 |
CTK24 |
85 |
82 |
80 |
81 |
72 |
92
| 92
| 83 |
85 |
92
| 86 |
86 |
67 |
-89 |
-91
| -38 |
-88 |
-93
| -49 |
-56 |
56 |
-36 |
55 |
-98
| -85 |
90
| -47 |
19 |
88 |
-40 |
92
| |
69 |
-53 |
69 |
-7 |
LCM24 |
56 |
33 |
30 |
34 |
28 |
59 |
60 |
84 |
66 |
66 |
64 |
65 |
40 |
-69 |
-85 |
-56 |
-79 |
-58 |
-83 |
-86 |
10 |
-57 |
26 |
-73 |
-80 |
38 |
-34 |
49 |
65 |
8 |
48 |
69 |
|
-64 |
99
| -31 |
HEM24 |
-38 |
-29 |
-37 |
-23 |
-38 |
-49 |
-50 |
-48 |
-24 |
-42 |
-21 |
-30 |
5 |
31 |
63 |
33 |
61 |
64 |
66 |
67 |
2 |
35 |
-4 |
51 |
49 |
-28 |
59 |
-10 |
-44 |
-9 |
-29 |
-53 |
-64 |
|
-61 |
6 |
FCK24 |
58 |
34 |
30 |
36 |
29 |
59 |
61 |
83 |
67 |
65 |
66 |
65 |
41 |
-70 |
-87 |
-64 |
-81 |
-57 |
-81 |
-84 |
11 |
-57 |
25 |
-74 |
-79 |
41 |
-30 |
49 |
67 |
8 |
50 |
69 |
99
| -61 |
|
-31 |
JOK24 |
-13 |
-4 |
-1 |
-1 |
-1 |
-11 |
-13 |
-36 |
-25 |
-19 |
-18 |
-25 |
-15 |
25 |
10 |
9 |
4 |
8 |
20 |
22 |
-11 |
15 |
-34 |
10 |
29 |
3 |
27 |
-14 |
-11 |
-12 |
-7 |
-7 |
-31 |
6 |
-31 |
|
|