|
MRCI's Inter-Market Correlations |
Symbol | Market |
PIL | CAC-40(EURONEXT) |
DF | Dax Index(EUREX) |
FX | DJ EuroSTOXX 50(EUREX) |
SZ | Swiss Market Index(EUREX) |
LQG | FT-SE 100(EURONEXT) |
OB | Euro-Bund(EUREX) |
GB | Euro-Bobl(EUREX) |
EP | 3-Mth Euribor(EUREX) |
LFG | Long Gilt(LIFFE) |
LFL | Short Sterling(LIFFE) |
LEL | 3-Mth Euribor(LIFFE) |
LCC | London Cocoa(LCE) |
LSB | London Sugar(LCE) |
MRCI's Inter-Market Correlations(prev 30 trading days) - Apr 25, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
ITCOM24 |
HOK24 |
ITSK24 |
PILM24 |
DFM24 |
FXM24 |
SZM24 |
LQGM24 |
OBM24 |
GBM24 |
EPM24 |
LFGM24 |
LELM24 |
CCN24 |
LCCN24 |
SBN24 |
LSBQ24 |
YMM24 |
|
91
| 81 |
90
| 90
| 60 |
77 |
70 |
85 |
72 |
64 |
-76 |
-82 |
-58 |
-87 |
-87 |
-43 |
-50 |
34 |
30 |
87 |
75 |
81 |
88 |
-24 |
66 |
69 |
66 |
88 |
68 |
-64 |
14 |
88 |
83 |
ESM24 |
91
| |
97
| 86 |
85 |
50 |
73 |
69 |
76 |
74 |
70 |
-73 |
-67 |
-27 |
-70 |
-87 |
-14 |
-22 |
57 |
57 |
70 |
77 |
78 |
80 |
-22 |
73 |
77 |
69 |
86 |
72 |
-61 |
-3 |
90
| 92
|
NQM24 |
81 |
97
| |
81 |
80 |
50 |
67 |
69 |
66 |
72 |
65 |
-69 |
-63 |
-13 |
-63 |
-88 |
-13 |
-20 |
60 |
62 |
57 |
65 |
66 |
73 |
-30 |
74 |
78 |
63 |
82 |
68 |
-63 |
-2 |
85 |
85 |
USM24 |
90
| 86 |
81 |
|
99
| 74 |
83 |
86 |
84 |
81 |
68 |
-85 |
-84 |
-38 |
-84 |
-93
| -47 |
-54 |
46 |
43 |
79 |
65 |
70 |
90 |
-43 |
84 |
84 |
75 |
97
| 78 |
-77 |
18 |
91
| 81 |
TYM24 |
90
| 85 |
80 |
99
| |
75 |
84 |
86 |
86 |
82 |
69 |
-86 |
-85 |
-42 |
-85 |
-92
| -47 |
-55 |
47 |
44 |
81 |
66 |
71 |
90 |
-44 |
82 |
83 |
77 |
96
| 79 |
-78 |
19 |
91
| 80 |
SFM24 |
60 |
50 |
50 |
74 |
75 |
|
87 |
92
| 79 |
89 |
68 |
-91
| -82 |
-28 |
-72 |
-69 |
-63 |
-68 |
47 |
34 |
59 |
12 |
25 |
71 |
-79 |
42 |
42 |
33 |
65 |
36 |
-95
| 66 |
63 |
42 |
EUM24 |
77 |
73 |
67 |
83 |
84 |
87 |
|
89 |
95
| 97
| 92
| -99
| -79 |
-31 |
-72 |
-71 |
-41 |
-48 |
58 |
46 |
74 |
48 |
58 |
86 |
-55 |
55 |
57 |
55 |
78 |
56 |
-88 |
40 |
79 |
70 |
JYM24 |
70 |
69 |
69 |
86 |
86 |
92
| 89 |
|
84 |
91
| 75 |
-94
| -81 |
-17 |
-73 |
-82 |
-47 |
-54 |
62 |
53 |
63 |
33 |
42 |
82 |
-70 |
61 |
62 |
54 |
78 |
58 |
-93
| 45 |
83 |
64 |
CDM24 |
85 |
76 |
66 |
84 |
86 |
79 |
95
| 84 |
|
90
| 87 |
-94
| -80 |
-45 |
-78 |
-72 |
-39 |
-47 |
51 |
39 |
82 |
60 |
69 |
92
| -41 |
56 |
58 |
61 |
78 |
60 |
-79 |
35 |
85 |
74 |
BPM24 |
72 |
74 |
72 |
81 |
82 |
89 |
97
| 91
| 90
| |
89 |
-98
| -78 |
-22 |
-69 |
-74 |
-37 |
-44 |
64 |
54 |
69 |
43 |
52 |
82 |
-64 |
55 |
57 |
51 |
74 |
52 |
-91
| 43 |
78 |
69 |
ADM24 |
64 |
70 |
65 |
68 |
69 |
68 |
92
| 75 |
87 |
89 |
|
-89 |
-56 |
-9 |
-48 |
-52 |
-14 |
-19 |
62 |
52 |
60 |
52 |
58 |
80 |
-33 |
51 |
53 |
55 |
67 |
53 |
-71 |
23 |
71 |
69 |
DXM24 |
-76 |
-73 |
-69 |
-85 |
-86 |
-91
| -99
| -94
| -94
| -98
| -89 |
|
82 |
28 |
74 |
76 |
45 |
52 |
-60 |
-48 |
-73 |
-44 |
-54 |
-86 |
62 |
-56 |
-58 |
-54 |
-79 |
-56 |
92
| -45 |
-81 |
-69 |
GCM24 |
-82 |
-67 |
-63 |
-84 |
-85 |
-82 |
-79 |
-81 |
-80 |
-78 |
-56 |
82 |
|
63 |
97
| 85 |
71 |
76 |
-31 |
-18 |
-86 |
-45 |
-57 |
-86 |
51 |
-54 |
-55 |
-45 |
-76 |
-46 |
83 |
-47 |
-75 |
-59 |
PLN24 |
-58 |
-27 |
-13 |
-38 |
-42 |
-28 |
-31 |
-17 |
-45 |
-22 |
-9 |
28 |
63 |
|
71 |
37 |
56 |
58 |
23 |
31 |
-70 |
-39 |
-48 |
-47 |
3 |
-13 |
-15 |
-23 |
-31 |
-16 |
22 |
-22 |
-31 |
-20 |
SIK24 |
-87 |
-70 |
-63 |
-84 |
-85 |
-72 |
-72 |
-73 |
-78 |
-69 |
-48 |
74 |
97
| 71 |
|
86 |
70 |
76 |
-19 |
-9 |
-86 |
-52 |
-62 |
-85 |
41 |
-58 |
-59 |
-52 |
-77 |
-51 |
72 |
-38 |
-75 |
-60 |
HGK24 |
-87 |
-87 |
-88 |
-93
| -92
| -69 |
-71 |
-82 |
-72 |
-74 |
-52 |
76 |
85 |
37 |
86 |
|
46 |
53 |
-47 |
-45 |
-71 |
-57 |
-61 |
-82 |
51 |
-77 |
-80 |
-66 |
-89 |
-70 |
77 |
-20 |
-88 |
-76 |
CLM24 |
-43 |
-14 |
-13 |
-47 |
-47 |
-63 |
-41 |
-47 |
-39 |
-37 |
-14 |
45 |
71 |
56 |
70 |
46 |
|
99
| 32 |
40 |
-45 |
5 |
-6 |
-46 |
50 |
-25 |
-21 |
-9 |
-41 |
-9 |
53 |
-58 |
-22 |
-1 |
ITCOM24 |
-50 |
-22 |
-20 |
-54 |
-55 |
-68 |
-48 |
-54 |
-47 |
-44 |
-19 |
52 |
76 |
58 |
76 |
53 |
99
| |
24 |
33 |
-51 |
-1 |
-13 |
-52 |
53 |
-30 |
-26 |
-14 |
-48 |
-16 |
59 |
-58 |
-31 |
-9 |
HOK24 |
34 |
57 |
60 |
46 |
47 |
47 |
58 |
62 |
51 |
64 |
62 |
-60 |
-31 |
23 |
-19 |
-47 |
32 |
24 |
|
95
| 27 |
33 |
34 |
36 |
-35 |
29 |
36 |
39 |
41 |
45 |
-59 |
3 |
63 |
66 |
ITSK24 |
30 |
57 |
62 |
43 |
44 |
34 |
46 |
53 |
39 |
54 |
52 |
-48 |
-18 |
31 |
-9 |
-45 |
40 |
33 |
95
| |
15 |
32 |
29 |
24 |
-29 |
33 |
40 |
42 |
39 |
50 |
-47 |
-12 |
59 |
64 |
PILM24 |
87 |
70 |
57 |
79 |
81 |
59 |
74 |
63 |
82 |
69 |
60 |
-73 |
-86 |
-70 |
-86 |
-71 |
-45 |
-51 |
27 |
15 |
|
74 |
84 |
87 |
-17 |
41 |
43 |
49 |
75 |
53 |
-61 |
26 |
80 |
72 |
DFM24 |
75 |
77 |
63 |
65 |
66 |
12 |
48 |
33 |
60 |
43 |
52 |
-44 |
-45 |
-39 |
-52 |
-57 |
13 |
-1 |
33 |
32 |
74 |
|
98
| 68 |
30 |
54 |
57 |
69 |
71 |
78 |
-22 |
-39 |
77 |
87 |
FXM24 |
81 |
78 |
63 |
70 |
71 |
25 |
58 |
42 |
69 |
52 |
58 |
-54 |
-57 |
-48 |
-62 |
-61 |
4 |
-13 |
34 |
29 |
84 |
98
| |
76 |
20 |
50 |
53 |
66 |
73 |
74 |
-34 |
-22 |
81 |
86 |
SZM24 |
88 |
80 |
72 |
90 |
90 |
71 |
86 |
82 |
92
| 82 |
80 |
-86 |
-86 |
-47 |
-85 |
-82 |
-46 |
-52 |
36 |
24 |
87 |
68 |
76 |
|
-22 |
67 |
68 |
66 |
85 |
66 |
-76 |
23 |
90 |
79 |
LQGM24 |
-24 |
-22 |
-23 |
-43 |
-44 |
-79 |
-55 |
-70 |
-41 |
-64 |
-33 |
62 |
51 |
3 |
41 |
51 |
51 |
53 |
-35 |
-29 |
-17 |
30 |
20 |
-22 |
|
-6 |
-7 |
3 |
-31 |
-7 |
77 |
-68 |
-35 |
-14 |
OBM24 |
66 |
73 |
72 |
84 |
82 |
42 |
55 |
61 |
56 |
55 |
51 |
-56 |
-54 |
-13 |
-58 |
-77 |
-34 |
-30 |
29 |
33 |
41 |
54 |
50 |
67 |
-6 |
|
99
| 83 |
90 |
84 |
-48 |
-19 |
74 |
72 |
GBM24 |
69 |
77 |
75 |
84 |
83 |
42 |
57 |
62 |
58 |
57 |
53 |
-58 |
-55 |
-15 |
-59 |
-80 |
-31 |
-26 |
36 |
40 |
43 |
57 |
53 |
68 |
-7 |
99
| |
87 |
90 |
89 |
-51 |
-20 |
77 |
76 |
EPM24 |
66 |
69 |
62 |
75 |
77 |
33 |
55 |
54 |
61 |
51 |
55 |
-54 |
-45 |
-23 |
-52 |
-66 |
-16 |
-14 |
39 |
42 |
49 |
69 |
66 |
66 |
3 |
83 |
87 |
|
78 |
100
| -41 |
-29 |
77 |
77 |
LFGM24 |
88 |
86 |
81 |
97
| 96
| 65 |
78 |
78 |
78 |
74 |
67 |
-79 |
-76 |
-31 |
-77 |
-89 |
-42 |
-48 |
41 |
39 |
75 |
71 |
73 |
85 |
-31 |
90 |
90 |
78 |
|
81 |
-68 |
5 |
91
| 85 |
LELM24 |
68 |
72 |
65 |
78 |
79 |
36 |
56 |
58 |
60 |
52 |
53 |
-56 |
-46 |
-16 |
-51 |
-70 |
-7 |
-16 |
45 |
50 |
53 |
78 |
74 |
66 |
-7 |
84 |
89 |
100
| 81 |
|
-45 |
-29 |
79 |
80 |
CCN24 |
-64 |
-61 |
-61 |
-77 |
-78 |
-95
| -88 |
-93
| -79 |
-91
| -71 |
92
| 83 |
22 |
72 |
77 |
53 |
59 |
-59 |
-47 |
-61 |
-22 |
-34 |
-76 |
77 |
-48 |
-51 |
-41 |
-68 |
-45 |
|
-58 |
-70 |
-52 |
LCCN24 |
14 |
-3 |
-2 |
18 |
19 |
66 |
40 |
45 |
35 |
43 |
23 |
-45 |
-47 |
-22 |
-38 |
-20 |
-59 |
-58 |
3 |
-12 |
26 |
-39 |
-22 |
23 |
-68 |
-19 |
-20 |
-29 |
5 |
-29 |
-58 |
|
7 |
-15 |
SBN24 |
88 |
90
| 83 |
91
| 91
| 63 |
79 |
83 |
85 |
78 |
71 |
-81 |
-75 |
-31 |
-75 |
-88 |
-20 |
-31 |
63 |
59 |
80 |
77 |
81 |
90 |
-35 |
74 |
77 |
77 |
91
| 79 |
-70 |
7 |
|
95
|
LSBQ24 |
83 |
92
| 84 |
81 |
80 |
42 |
70 |
64 |
74 |
69 |
69 |
-69 |
-59 |
-20 |
-60 |
-76 |
1 |
-9 |
66 |
64 |
72 |
87 |
86 |
79 |
-14 |
72 |
76 |
77 |
85 |
80 |
-52 |
-15 |
95
| |
|