 |
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) - Nov 27, 2023 |
|
YMZ23 |
ESZ23 |
USZ23 |
TYZ23 |
SFZ23 |
EUZ23 |
JYZ23 |
CDZ23 |
BPZ23 |
ADZ23 |
DXZ23 |
GCZ23 |
PLF24 |
SIZ23 |
HGZ23 |
CLF24 |
ITCOG24 |
HOZ23 |
ITSZ23 |
PILZ23 |
DFZ23 |
FXZ23 |
SZZ23 |
LQGZ23 |
OBZ23 |
GBZ23 |
EPZ23 |
LFGZ23 |
LELZ23 |
CCZ23 |
LCCZ23 |
SBH24 |
LSBH24 |
YMZ23 |
|
99
| 89 |
86 |
61 |
87 |
-9 |
52 |
90 |
85 |
-88 |
-9 |
6 |
56 |
75 |
-73 |
-72 |
-51 |
-56 |
97
| 97
| 97
| 78 |
40 |
79 |
60 |
11 |
86 |
10 |
71 |
57 |
5 |
42 |
ESZ23 |
99
| |
89 |
85 |
62 |
85 |
-7 |
54 |
87 |
81 |
-86 |
-16 |
0 |
53 |
71 |
-70 |
-69 |
-49 |
-54 |
96
| 97
| 96
| 80 |
44 |
77 |
57 |
4 |
86 |
4 |
67 |
53 |
7 |
41 |
USZ23 |
89 |
89 |
|
99
| 46 |
86 |
-18 |
29 |
86 |
82 |
-84 |
-4 |
0 |
42 |
76 |
-86 |
-84 |
-67 |
-70 |
88 |
85 |
90
| 65 |
12 |
96
| 84 |
40 |
97
| 40 |
77 |
69 |
10 |
49 |
TYZ23 |
86 |
85 |
99
| |
47 |
85 |
-11 |
31 |
87 |
84 |
-84 |
3 |
9 |
46 |
77 |
-83 |
-81 |
-62 |
-64 |
84 |
83 |
87 |
63 |
10 |
97
| 88 |
45 |
97
| 44 |
74 |
66 |
8 |
47 |
SFZ23 |
61 |
62 |
46 |
47 |
|
75 |
41 |
63 |
74 |
64 |
-80 |
31 |
23 |
82 |
55 |
-26 |
-23 |
-11 |
-13 |
54 |
65 |
57 |
33 |
28 |
29 |
12 |
-30 |
40 |
-24 |
48 |
29 |
-17 |
15 |
EUZ23 |
87 |
85 |
86 |
85 |
75 |
|
-1 |
37 |
98
| 93
| -99
| 28 |
23 |
72 |
88 |
-77 |
-74 |
-60 |
-63 |
84 |
87 |
89 |
45 |
4 |
80 |
67 |
27 |
84 |
27 |
87 |
76 |
3 |
49 |
JYZ23 |
-9 |
-7 |
-18 |
-11 |
41 |
-1 |
|
48 |
6 |
8 |
-11 |
27 |
46 |
38 |
5 |
48 |
51 |
55 |
54 |
-16 |
-7 |
-19 |
10 |
36 |
-31 |
-32 |
-30 |
-23 |
-26 |
-21 |
-47 |
-7 |
-15 |
CDZ23 |
52 |
54 |
29 |
31 |
63 |
37 |
48 |
|
49 |
42 |
-48 |
-14 |
14 |
50 |
18 |
5 |
6 |
28 |
29 |
43 |
45 |
38 |
62 |
71 |
8 |
-11 |
-44 |
18 |
-39 |
3 |
-22 |
-6 |
-0 |
BPZ23 |
90 |
87 |
86 |
87 |
74 |
98
| 6 |
49 |
|
96
| -99
| 26 |
29 |
74 |
87 |
-73 |
-69 |
-51 |
-53 |
86 |
89 |
90 |
56 |
13 |
80 |
66 |
27 |
82 |
28 |
84 |
66 |
4 |
49 |
ADZ23 |
85 |
81 |
82 |
84 |
64 |
93
| 8 |
42 |
96
| |
-94
| 36 |
44 |
73 |
93
| -70 |
-66 |
-47 |
-51 |
82 |
82 |
84 |
51 |
7 |
79 |
71 |
42 |
80 |
41 |
83 |
65 |
12 |
57 |
DXZ23 |
-88 |
-86 |
-84 |
-84 |
-80 |
-99
| -11 |
-48 |
-99
| -94
| |
-27 |
-27 |
-76 |
-87 |
70 |
66 |
51 |
52 |
-86 |
-91
| -90 |
-65 |
-23 |
-78 |
-62 |
-18 |
-82 |
-19 |
-82 |
-68 |
-1 |
-45 |
GCZ23 |
-9 |
-16 |
-4 |
3 |
31 |
28 |
27 |
-14 |
26 |
36 |
-27 |
|
71 |
58 |
44 |
-8 |
-2 |
-2 |
-2 |
-15 |
-10 |
-11 |
-47 |
-53 |
2 |
17 |
40 |
-4 |
46 |
40 |
28 |
-3 |
24 |
PLF24 |
6 |
0 |
0 |
9 |
23 |
23 |
46 |
14 |
29 |
44 |
-27 |
71 |
|
54 |
48 |
4 |
10 |
26 |
23 |
4 |
7 |
3 |
-2 |
-12 |
7 |
20 |
38 |
2 |
39 |
21 |
1 |
-6 |
9 |
SIZ23 |
56 |
53 |
42 |
46 |
82 |
72 |
38 |
50 |
74 |
73 |
-76 |
58 |
54 |
|
66 |
-36 |
-32 |
-16 |
-17 |
50 |
60 |
52 |
30 |
14 |
35 |
29 |
3 |
40 |
10 |
56 |
34 |
-24 |
15 |
HGZ23 |
75 |
71 |
76 |
77 |
55 |
88 |
5 |
18 |
87 |
93
| -87 |
44 |
48 |
66 |
|
-70 |
-65 |
-49 |
-56 |
74 |
76 |
78 |
39 |
-5 |
76 |
72 |
50 |
77 |
49 |
85 |
70 |
16 |
60 |
CLF24 |
-73 |
-70 |
-86 |
-83 |
-26 |
-77 |
48 |
5 |
-73 |
-70 |
70 |
-8 |
4 |
-36 |
-70 |
|
100
| 91
| 91
| -71 |
-68 |
-76 |
-36 |
18 |
-89 |
-84 |
-55 |
-87 |
-54 |
-83 |
-85 |
-6 |
-49 |
ITCOG24 |
-72 |
-69 |
-84 |
-81 |
-23 |
-74 |
51 |
6 |
-69 |
-66 |
66 |
-2 |
10 |
-32 |
-65 |
100
| |
92
| 91
| -71 |
-68 |
-75 |
-48 |
9 |
-89 |
-83 |
-51 |
-88 |
-49 |
-79 |
-85 |
-5 |
-44 |
HOZ23 |
-51 |
-49 |
-67 |
-62 |
-11 |
-60 |
55 |
28 |
-51 |
-47 |
51 |
-2 |
26 |
-16 |
-49 |
91
| 92
| |
96
| -50 |
-47 |
-57 |
-13 |
34 |
-72 |
-68 |
-48 |
-72 |
-47 |
-71 |
-85 |
-5 |
-40 |
ITSZ23 |
-56 |
-54 |
-70 |
-64 |
-13 |
-63 |
54 |
29 |
-53 |
-51 |
52 |
-2 |
23 |
-17 |
-56 |
91
| 91
| 96
| |
-58 |
-55 |
-63 |
-31 |
21 |
-77 |
-72 |
-46 |
-79 |
-45 |
-76 |
-87 |
-15 |
-45 |
PILZ23 |
97
| 96
| 88 |
84 |
54 |
84 |
-16 |
43 |
86 |
82 |
-86 |
-15 |
4 |
50 |
74 |
-71 |
-71 |
-50 |
-58 |
|
98
| 99
| 82 |
46 |
80 |
62 |
15 |
86 |
10 |
69 |
63 |
12 |
47 |
DFZ23 |
97
| 97
| 85 |
83 |
65 |
87 |
-7 |
45 |
89 |
82 |
-91
| -10 |
7 |
60 |
76 |
-67 |
-68 |
-47 |
-55 |
98
| |
99
| 80 |
46 |
77 |
58 |
8 |
85 |
3 |
69 |
61 |
5 |
41 |
FXZ23 |
97
| 96
| 90
| 87 |
57 |
89 |
-19 |
38 |
90 |
84 |
-90 |
-11 |
3 |
52 |
78 |
-76 |
-75 |
-57 |
-63 |
99
| 99
| |
77 |
38 |
83 |
65 |
18 |
90 |
13 |
75 |
69 |
10 |
47 |
SZZ23 |
78 |
80 |
65 |
63 |
33 |
45 |
10 |
62 |
56 |
51 |
-65 |
-47 |
-2 |
30 |
39 |
-33 |
-48 |
-13 |
-31 |
82 |
80 |
77 |
|
74 |
55 |
36 |
-3 |
65 |
-7 |
24 |
25 |
-1 |
26 |
LQGZ23 |
40 |
44 |
12 |
10 |
28 |
4 |
36 |
71 |
13 |
7 |
-23 |
-53 |
-12 |
14 |
-5 |
20 |
9 |
34 |
21 |
46 |
46 |
38 |
74 |
|
-4 |
-24 |
-57 |
10 |
-60 |
-25 |
-31 |
-0 |
-3 |
OBZ23 |
79 |
77 |
96
| 97
| 29 |
80 |
-31 |
8 |
80 |
79 |
-78 |
2 |
7 |
35 |
76 |
-89 |
-89 |
-72 |
-77 |
80 |
77 |
83 |
55 |
-4 |
|
95
| 57 |
98
| 54 |
77 |
81 |
12 |
50 |
GBZ23 |
60 |
57 |
84 |
88 |
12 |
67 |
-32 |
-11 |
66 |
71 |
-62 |
17 |
20 |
29 |
72 |
-83 |
-83 |
-68 |
-72 |
62 |
58 |
65 |
36 |
-24 |
95
| |
74 |
89 |
73 |
71 |
77 |
11 |
44 |
EPZ23 |
11 |
4 |
40 |
45 |
-30 |
27 |
-30 |
-44 |
27 |
42 |
-18 |
40 |
38 |
3 |
50 |
-55 |
-51 |
-48 |
-46 |
15 |
8 |
18 |
-3 |
-57 |
57 |
74 |
|
44 |
99
| 50 |
51 |
3 |
29 |
LFGZ23 |
86 |
86 |
97
| 97
| 40 |
84 |
-23 |
18 |
82 |
80 |
-82 |
-4 |
2 |
40 |
77 |
-87 |
-88 |
-72 |
-79 |
86 |
85 |
90 |
65 |
10 |
98
| 89 |
44 |
|
42 |
76 |
81 |
13 |
53 |
LELZ23 |
10 |
4 |
40 |
44 |
-24 |
27 |
-26 |
-39 |
28 |
41 |
-19 |
46 |
39 |
10 |
49 |
-52 |
-49 |
-47 |
-45 |
10 |
3 |
13 |
-7 |
-60 |
54 |
73 |
99
| 42 |
|
49 |
52 |
3 |
31 |
CCZ23 |
71 |
67 |
77 |
74 |
48 |
87 |
-21 |
3 |
84 |
83 |
-82 |
40 |
21 |
56 |
85 |
-82 |
-79 |
-71 |
-76 |
69 |
69 |
75 |
24 |
-25 |
77 |
71 |
50 |
76 |
49 |
|
90
| 12 |
62 |
LCCZ23 |
57 |
53 |
69 |
66 |
29 |
76 |
-47 |
-22 |
66 |
65 |
-68 |
28 |
1 |
34 |
70 |
-85 |
-85 |
-85 |
-87 |
63 |
61 |
69 |
25 |
-31 |
81 |
77 |
51 |
81 |
52 |
90
| |
9 |
46 |
SBH24 |
5 |
7 |
10 |
8 |
-17 |
3 |
-7 |
-6 |
4 |
12 |
-1 |
-3 |
-6 |
-24 |
16 |
-9 |
-5 |
-5 |
-15 |
12 |
5 |
10 |
-1 |
-0 |
12 |
11 |
3 |
13 |
3 |
12 |
9 |
|
82 |
LSBH24 |
42 |
41 |
49 |
47 |
15 |
49 |
-15 |
-0 |
49 |
57 |
-45 |
24 |
9 |
15 |
60 |
-46 |
-44 |
-40 |
-45 |
47 |
41 |
47 |
26 |
-3 |
50 |
44 |
29 |
53 |
31 |
62 |
46 |
82 |
|
|