 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 60 trading days) - Sep 29, 2023 |
|
YMZ23 |
ESZ23 |
NQZ23 |
QRZ23 |
NKZ23 |
USZ23 |
TYZ23 |
SFZ23 |
EUZ23 |
JYZ23 |
CDZ23 |
BPZ23 |
ADZ23 |
DXZ23 |
GCZ23 |
PLF24 |
SIZ23 |
HGZ23 |
CLX23 |
CBZ24 |
HOX23 |
RBX23 |
NGX23 |
KCZ23 |
CCZ23 |
SBH24 |
W_Z23 |
C_Z23 |
S_F24 |
SMZ23 |
BOZ23 |
CTZ23 |
LCZ23 |
HEZ23 |
FCX23 |
JOX23 |
YMZ23 |
|
89 |
75 |
87 |
30 |
66 |
67 |
75 |
63 |
55 |
46 |
61 |
47 |
-63 |
66 |
34 |
47 |
70 |
-40 |
-24 |
-31 |
6 |
62 |
66 |
1 |
-40 |
70 |
58 |
38 |
42 |
50 |
-5 |
-36 |
45 |
-34 |
-44 |
ESZ23 |
89 |
|
96
| 92
| 46 |
85 |
85 |
83 |
76 |
73 |
61 |
76 |
68 |
-77 |
85 |
58 |
68 |
85 |
-55 |
-45 |
-53 |
-20 |
48 |
68 |
-2 |
-40 |
74 |
65 |
57 |
57 |
46 |
-24 |
-42 |
59 |
-39 |
-61 |
NQZ23 |
75 |
96
| |
85 |
55 |
81 |
82 |
75 |
71 |
70 |
60 |
70 |
69 |
-72 |
84 |
63 |
70 |
84 |
-49 |
-43 |
-52 |
-25 |
28 |
59 |
3 |
-30 |
63 |
60 |
57 |
58 |
33 |
-25 |
-31 |
60 |
-31 |
-57 |
QRZ23 |
87 |
92
| 85 |
|
20 |
87 |
90
| 91
| 88 |
85 |
71 |
85 |
76 |
-88 |
81 |
51 |
64 |
83 |
-69 |
-60 |
-66 |
-37 |
61 |
70 |
-30 |
-65 |
83 |
70 |
42 |
47 |
38 |
-38 |
-55 |
51 |
-63 |
-75 |
NKZ23 |
30 |
46 |
55 |
20 |
|
21 |
17 |
-1 |
-3 |
3 |
21 |
-7 |
19 |
0 |
40 |
28 |
22 |
35 |
25 |
21 |
7 |
24 |
-25 |
36 |
46 |
43 |
11 |
20 |
23 |
20 |
-5 |
21 |
37 |
57 |
38 |
6 |
USZ23 |
66 |
85 |
81 |
87 |
21 |
|
98
| 91
| 94
| 93
| 81 |
91
| 90
| -95
| 90
| 63 |
72 |
75 |
-83 |
-80 |
-85 |
-58 |
52 |
65 |
-42 |
-63 |
85 |
74 |
53 |
52 |
35 |
-60 |
-54 |
54 |
-63 |
-86 |
TYZ23 |
67 |
85 |
82 |
90
| 17 |
98
| |
93
| 96
| 94
| 80 |
92
| 90 |
-96
| 88 |
62 |
71 |
76 |
-80 |
-76 |
-82 |
-57 |
54 |
63 |
-45 |
-65 |
83 |
71 |
48 |
49 |
32 |
-58 |
-53 |
52 |
-65 |
-87 |
SFZ23 |
75 |
83 |
75 |
91
| -1 |
91
| 93
| |
96
| 90 |
70 |
96
| 79 |
-96
| 81 |
58 |
71 |
75 |
-83 |
-72 |
-75 |
-48 |
65 |
56 |
-43 |
-73 |
82 |
67 |
51 |
51 |
50 |
-53 |
-64 |
36 |
-69 |
-81 |
EUZ23 |
63 |
76 |
71 |
88 |
-3 |
94
| 96
| 96
| |
95
| 80 |
97
| 88 |
-100
| 81 |
58 |
68 |
69 |
-88 |
-83 |
-87 |
-64 |
60 |
58 |
-58 |
-78 |
83 |
68 |
41 |
42 |
32 |
-66 |
-61 |
40 |
-75 |
-89 |
JYZ23 |
55 |
73 |
70 |
85 |
3 |
93
| 94
| 90 |
95
| |
88 |
93
| 94
| -98
| 83 |
56 |
67 |
72 |
-85 |
-85 |
-89 |
-69 |
48 |
62 |
-57 |
-74 |
85 |
72 |
38 |
42 |
20 |
-70 |
-56 |
47 |
-73 |
-90 |
CDZ23 |
46 |
61 |
60 |
71 |
21 |
81 |
80 |
70 |
80 |
88 |
|
71 |
96
| -84 |
80 |
55 |
62 |
63 |
-63 |
-72 |
-80 |
-62 |
31 |
68 |
-53 |
-54 |
82 |
76 |
23 |
31 |
-3 |
-59 |
-30 |
57 |
-59 |
-73 |
BPZ23 |
61 |
76 |
70 |
85 |
-7 |
91
| 92
| 96
| 97
| 93
| 71 |
|
82 |
-97
| 76 |
54 |
64 |
70 |
-91
| -84 |
-85 |
-63 |
63 |
52 |
-53 |
-80 |
77 |
60 |
45 |
41 |
42 |
-67 |
-72 |
37 |
-76 |
-89 |
ADZ23 |
47 |
68 |
69 |
76 |
19 |
90
| 90 |
79 |
88 |
94
| 96
| 82 |
|
-91
| 84 |
65 |
70 |
70 |
-73 |
-79 |
-87 |
-70 |
35 |
62 |
-54 |
-57 |
82 |
76 |
37 |
42 |
7 |
-63 |
-40 |
54 |
-64 |
-80 |
DXZ23 |
-63 |
-77 |
-72 |
-88 |
0 |
-95
| -96
| -96
| -100
| -98
| -84 |
-97
| -91
| |
-83 |
-58 |
-69 |
-72 |
87 |
87 |
88 |
65 |
-58 |
-60 |
57 |
77 |
-85 |
-70 |
-41 |
-43 |
-30 |
67 |
60 |
-43 |
75 |
89 |
GCZ23 |
66 |
85 |
84 |
81 |
40 |
90
| 88 |
81 |
81 |
83 |
80 |
76 |
84 |
-83 |
|
75 |
84 |
78 |
-63 |
-61 |
-71 |
-44 |
30 |
71 |
-19 |
-40 |
77 |
71 |
53 |
58 |
30 |
-41 |
-32 |
59 |
-39 |
-68 |
PLF24 |
34 |
58 |
63 |
51 |
28 |
63 |
62 |
58 |
58 |
56 |
55 |
54 |
65 |
-58 |
75 |
|
93
| 64 |
-45 |
-46 |
-50 |
-41 |
8 |
38 |
-9 |
-13 |
46 |
54 |
66 |
71 |
34 |
-15 |
-18 |
33 |
-23 |
-36 |
SIZ23 |
47 |
68 |
70 |
64 |
22 |
72 |
71 |
71 |
68 |
67 |
62 |
64 |
70 |
-69 |
84 |
93
| |
74 |
-56 |
-54 |
-57 |
-42 |
14 |
45 |
-14 |
-28 |
60 |
64 |
70 |
77 |
40 |
-23 |
-33 |
33 |
-37 |
-45 |
HGZ23 |
70 |
85 |
84 |
83 |
35 |
75 |
76 |
75 |
69 |
72 |
63 |
70 |
70 |
-72 |
78 |
64 |
74 |
|
-50 |
-43 |
-49 |
-27 |
29 |
70 |
-7 |
-39 |
65 |
58 |
48 |
53 |
35 |
-27 |
-42 |
58 |
-39 |
-56 |
CLX23 |
-40 |
-55 |
-49 |
-69 |
25 |
-83 |
-80 |
-83 |
-88 |
-85 |
-63 |
-91
| -73 |
87 |
-63 |
-45 |
-56 |
-50 |
|
96
| 92
| 80 |
-57 |
-41 |
65 |
86 |
-72 |
-55 |
-40 |
-36 |
-35 |
77 |
78 |
-20 |
81 |
90 |
CBZ24 |
-24 |
-45 |
-43 |
-60 |
21 |
-80 |
-76 |
-72 |
-83 |
-85 |
-72 |
-84 |
-79 |
87 |
-61 |
-46 |
-54 |
-43 |
96
| |
97
| 91
| -44 |
-39 |
72 |
80 |
-70 |
-57 |
-33 |
-30 |
-17 |
81 |
68 |
-23 |
80 |
89 |
HOX23 |
-31 |
-53 |
-52 |
-66 |
7 |
-85 |
-82 |
-75 |
-87 |
-89 |
-80 |
-85 |
-87 |
88 |
-71 |
-50 |
-57 |
-49 |
92
| 97
| |
89 |
-43 |
-46 |
69 |
76 |
-75 |
-63 |
-33 |
-30 |
-14 |
79 |
64 |
-34 |
79 |
90
|
RBX23 |
6 |
-20 |
-25 |
-37 |
24 |
-58 |
-57 |
-48 |
-64 |
-69 |
-62 |
-63 |
-70 |
65 |
-44 |
-41 |
-42 |
-27 |
80 |
91
| 89 |
|
-19 |
-22 |
73 |
65 |
-48 |
-42 |
-15 |
-15 |
10 |
78 |
52 |
-16 |
70 |
76 |
NGX23 |
62 |
48 |
28 |
61 |
-25 |
52 |
54 |
65 |
60 |
48 |
31 |
63 |
35 |
-58 |
30 |
8 |
14 |
29 |
-57 |
-44 |
-43 |
-19 |
|
32 |
-48 |
-69 |
57 |
37 |
15 |
13 |
45 |
-24 |
-63 |
6 |
-63 |
-54 |
KCZ23 |
66 |
68 |
59 |
70 |
36 |
65 |
63 |
56 |
58 |
62 |
68 |
52 |
62 |
-60 |
71 |
38 |
45 |
70 |
-41 |
-39 |
-46 |
-22 |
32 |
|
-14 |
-38 |
68 |
53 |
12 |
25 |
12 |
-30 |
-22 |
66 |
-29 |
-55 |
CCZ23 |
1 |
-2 |
3 |
-30 |
46 |
-42 |
-45 |
-43 |
-58 |
-57 |
-53 |
-53 |
-54 |
57 |
-19 |
-9 |
-14 |
-7 |
65 |
72 |
69 |
73 |
-48 |
-14 |
|
75 |
-47 |
-34 |
12 |
4 |
16 |
63 |
49 |
5 |
78 |
67 |
SBH24 |
-40 |
-40 |
-30 |
-65 |
43 |
-63 |
-65 |
-73 |
-78 |
-74 |
-54 |
-80 |
-57 |
77 |
-40 |
-13 |
-28 |
-39 |
86 |
80 |
76 |
65 |
-69 |
-38 |
75 |
|
-65 |
-40 |
-6 |
-10 |
-20 |
70 |
79 |
-7 |
87 |
81 |
W_Z23 |
70 |
74 |
63 |
83 |
11 |
85 |
83 |
82 |
83 |
85 |
82 |
77 |
82 |
-85 |
77 |
46 |
60 |
65 |
-72 |
-70 |
-75 |
-48 |
57 |
68 |
-47 |
-65 |
|
92
| 48 |
51 |
36 |
-47 |
-53 |
48 |
-71 |
-73 |
C_Z23 |
58 |
65 |
60 |
70 |
20 |
74 |
71 |
67 |
68 |
72 |
76 |
60 |
76 |
-70 |
71 |
54 |
64 |
58 |
-55 |
-57 |
-63 |
-42 |
37 |
53 |
-34 |
-40 |
92
| |
62 |
64 |
32 |
-31 |
-36 |
46 |
-59 |
-53 |
S_F24 |
38 |
57 |
57 |
42 |
23 |
53 |
48 |
51 |
41 |
38 |
23 |
45 |
37 |
-41 |
53 |
66 |
70 |
48 |
-40 |
-33 |
-33 |
-15 |
15 |
12 |
12 |
-6 |
48 |
62 |
|
89 |
71 |
-2 |
-30 |
21 |
-20 |
-22 |
SMZ23 |
42 |
57 |
58 |
47 |
20 |
52 |
49 |
51 |
42 |
42 |
31 |
41 |
42 |
-43 |
58 |
71 |
77 |
53 |
-36 |
-30 |
-30 |
-15 |
13 |
25 |
4 |
-10 |
51 |
64 |
89 |
|
48 |
6 |
-20 |
24 |
-19 |
-23 |
BOZ23 |
50 |
46 |
33 |
38 |
-5 |
35 |
32 |
50 |
32 |
20 |
-3 |
42 |
7 |
-30 |
30 |
34 |
40 |
35 |
-35 |
-17 |
-14 |
10 |
45 |
12 |
16 |
-20 |
36 |
32 |
71 |
48 |
|
2 |
-47 |
-4 |
-22 |
-15 |
CTZ23 |
-5 |
-24 |
-25 |
-38 |
21 |
-60 |
-58 |
-53 |
-66 |
-70 |
-59 |
-67 |
-63 |
67 |
-41 |
-15 |
-23 |
-27 |
77 |
81 |
79 |
78 |
-24 |
-30 |
63 |
70 |
-47 |
-31 |
-2 |
6 |
2 |
|
46 |
-22 |
58 |
78 |
LCZ23 |
-36 |
-42 |
-31 |
-55 |
37 |
-54 |
-53 |
-64 |
-61 |
-56 |
-30 |
-72 |
-40 |
60 |
-32 |
-18 |
-33 |
-42 |
78 |
68 |
64 |
52 |
-63 |
-22 |
49 |
79 |
-53 |
-36 |
-30 |
-20 |
-47 |
46 |
|
-0 |
85 |
62 |
HEZ23 |
45 |
59 |
60 |
51 |
57 |
54 |
52 |
36 |
40 |
47 |
57 |
37 |
54 |
-43 |
59 |
33 |
33 |
58 |
-20 |
-23 |
-34 |
-16 |
6 |
66 |
5 |
-7 |
48 |
46 |
21 |
24 |
-4 |
-22 |
-0 |
|
-7 |
-39 |
FCX23 |
-34 |
-39 |
-31 |
-63 |
38 |
-63 |
-65 |
-69 |
-75 |
-73 |
-59 |
-76 |
-64 |
75 |
-39 |
-23 |
-37 |
-39 |
81 |
80 |
79 |
70 |
-63 |
-29 |
78 |
87 |
-71 |
-59 |
-20 |
-19 |
-22 |
58 |
85 |
-7 |
|
74 |
JOX23 |
-44 |
-61 |
-57 |
-75 |
6 |
-86 |
-87 |
-81 |
-89 |
-90 |
-73 |
-89 |
-80 |
89 |
-68 |
-36 |
-45 |
-56 |
90 |
89 |
90
| 76 |
-54 |
-55 |
67 |
81 |
-73 |
-53 |
-22 |
-23 |
-15 |
78 |
62 |
-39 |
74 |
|
|