 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 60 trading days) - Mar 27, 2023 |
|
YMM23 |
ESM23 |
NQM23 |
QRM23 |
NKM23 |
USM23 |
TYM23 |
EDM23 |
SFM23 |
EUM23 |
JYM23 |
CDM23 |
BPM23 |
ADM23 |
DXM23 |
GCJ23 |
PLJ23 |
SIK23 |
HGK23 |
CLK23 |
CBM23 |
HOJ23 |
RBJ23 |
NGJ23 |
KCK23 |
CCK23 |
SBK23 |
W_K23 |
C_K23 |
S_K23 |
SMK23 |
BOK23 |
CTK23 |
LCJ23 |
HEJ23 |
FCJ23 |
LBK23 |
JOK23 |
YMM23 |
|
65 |
-11 |
75 |
-10 |
11 |
13 |
2 |
30 |
46 |
48 |
91
| 19 |
85 |
-47 |
-9 |
29 |
43 |
41 |
70 |
68 |
55 |
36 |
34 |
-37 |
-52 |
-57 |
79 |
82 |
58 |
0 |
68 |
75 |
-15 |
40 |
-68 |
40 |
-57 |
ESM23 |
65 |
|
67 |
87 |
56 |
12 |
2 |
-17 |
13 |
33 |
14 |
60 |
12 |
56 |
-32 |
3 |
-37 |
-11 |
50 |
33 |
39 |
7 |
47 |
-42 |
23 |
-3 |
16 |
38 |
47 |
38 |
35 |
7 |
49 |
34 |
-28 |
-19 |
63 |
14 |
NQM23 |
-11 |
67 |
|
34 |
77 |
11 |
-2 |
-15 |
-6 |
4 |
-21 |
-10 |
2 |
-9 |
-2 |
22 |
-71 |
-48 |
24 |
-31 |
-21 |
-45 |
23 |
-88 |
61 |
49 |
74 |
-26 |
-16 |
-14 |
38 |
-61 |
-17 |
52 |
-79 |
39 |
44 |
71 |
QRM23 |
75 |
87 |
34 |
|
44 |
-11 |
-20 |
-37 |
-2 |
20 |
6 |
65 |
-4 |
61 |
-18 |
-27 |
-28 |
-15 |
53 |
60 |
65 |
24 |
50 |
-15 |
15 |
-19 |
-5 |
50 |
54 |
65 |
45 |
41 |
70 |
34 |
6 |
-30 |
51 |
-4 |
NKM23 |
-10 |
56 |
77 |
44 |
|
-22 |
-38 |
-55 |
-28 |
-15 |
-51 |
-19 |
-21 |
-17 |
22 |
-14 |
-76 |
-71 |
28 |
2 |
11 |
-29 |
43 |
-70 |
63 |
41 |
76 |
-33 |
-28 |
8 |
60 |
-46 |
8 |
72 |
-52 |
56 |
34 |
62 |
USM23 |
11 |
12 |
11 |
-11 |
-22 |
|
97
| 82 |
74 |
76 |
80 |
34 |
79 |
45 |
-80 |
88 |
45 |
62 |
33 |
-16 |
-18 |
22 |
3 |
-7 |
-50 |
-32 |
-21 |
3 |
20 |
-31 |
-44 |
-23 |
3 |
-66 |
-29 |
-44 |
53 |
-29 |
TYM23 |
13 |
2 |
-2 |
-20 |
-38 |
97
| |
89 |
76 |
79 |
86 |
37 |
83 |
47 |
-84 |
88 |
57 |
75 |
29 |
-14 |
-17 |
30 |
-1 |
7 |
-60 |
-33 |
-34 |
8 |
26 |
-36 |
-60 |
-14 |
2 |
-75 |
-20 |
-53 |
43 |
-39 |
EDM23 |
2 |
-17 |
-15 |
-37 |
-55 |
82 |
89 |
|
69 |
64 |
76 |
28 |
74 |
37 |
-70 |
80 |
61 |
79 |
2 |
-25 |
-30 |
26 |
-20 |
22 |
-52 |
-36 |
-36 |
15 |
23 |
-34 |
-62 |
-5 |
-7 |
-78 |
-5 |
-52 |
32 |
-42 |
SFM23 |
30 |
13 |
-6 |
-2 |
-28 |
74 |
76 |
69 |
|
80 |
77 |
52 |
74 |
58 |
-82 |
60 |
46 |
70 |
29 |
16 |
12 |
40 |
12 |
14 |
-41 |
-43 |
-32 |
36 |
47 |
-5 |
-41 |
6 |
20 |
-55 |
8 |
-56 |
39 |
-42 |
EUM23 |
46 |
33 |
4 |
20 |
-15 |
76 |
79 |
64 |
80 |
|
83 |
65 |
88 |
75 |
-99
| 72 |
49 |
72 |
62 |
31 |
29 |
60 |
40 |
11 |
-50 |
-29 |
-32 |
26 |
50 |
-6 |
-47 |
9 |
38 |
-56 |
-9 |
-64 |
61 |
-49 |
JYM23 |
48 |
14 |
-21 |
6 |
-51 |
80 |
86 |
76 |
77 |
83 |
|
64 |
77 |
72 |
-89 |
67 |
68 |
89 |
35 |
25 |
20 |
57 |
17 |
33 |
-68 |
-53 |
-58 |
45 |
61 |
-1 |
-57 |
26 |
30 |
-78 |
10 |
-80 |
46 |
-64 |
CDM23 |
91
| 60 |
-10 |
65 |
-19 |
34 |
37 |
28 |
52 |
65 |
64 |
|
47 |
96
| -68 |
16 |
36 |
58 |
49 |
61 |
59 |
60 |
34 |
30 |
-41 |
-54 |
-60 |
78 |
84 |
45 |
-15 |
61 |
75 |
-32 |
31 |
-81 |
49 |
-59 |
BPM23 |
19 |
12 |
2 |
-4 |
-21 |
79 |
83 |
74 |
74 |
88 |
77 |
47 |
|
60 |
-91
| 85 |
45 |
69 |
58 |
13 |
12 |
55 |
35 |
4 |
-44 |
-17 |
-27 |
8 |
34 |
-22 |
-54 |
-2 |
19 |
-65 |
-21 |
-57 |
48 |
-41 |
ADM23 |
85 |
56 |
-9 |
61 |
-17 |
45 |
47 |
37 |
58 |
75 |
72 |
96
| 60 |
|
-78 |
29 |
41 |
63 |
58 |
60 |
59 |
67 |
40 |
28 |
-43 |
-55 |
-57 |
71 |
82 |
40 |
-21 |
56 |
74 |
-41 |
27 |
-84 |
59 |
-64 |
DXM23 |
-47 |
-32 |
-2 |
-18 |
22 |
-80 |
-84 |
-70 |
-82 |
-99
| -89 |
-68 |
-91
| -78 |
|
-75 |
-51 |
-77 |
-59 |
-28 |
-28 |
-60 |
-37 |
-12 |
53 |
33 |
38 |
-31 |
-55 |
6 |
50 |
-11 |
-36 |
62 |
9 |
70 |
-59 |
51 |
GCJ23 |
-9 |
3 |
22 |
-27 |
-14 |
88 |
88 |
80 |
60 |
72 |
67 |
16 |
85 |
29 |
-75 |
|
37 |
56 |
35 |
-27 |
-27 |
20 |
13 |
-18 |
-37 |
-1 |
-2 |
-20 |
3 |
-52 |
-56 |
-39 |
-15 |
-60 |
-50 |
-28 |
44 |
-15 |
PLJ23 |
29 |
-37 |
-71 |
-28 |
-76 |
45 |
57 |
61 |
46 |
49 |
68 |
36 |
45 |
41 |
-51 |
37 |
|
85 |
-1 |
19 |
9 |
56 |
-13 |
76 |
-84 |
-56 |
-76 |
25 |
26 |
-12 |
-65 |
41 |
23 |
-80 |
47 |
-56 |
-3 |
-81 |
SIK23 |
43 |
-11 |
-48 |
-15 |
-71 |
62 |
75 |
79 |
70 |
72 |
89 |
58 |
69 |
63 |
-77 |
56 |
85 |
|
15 |
20 |
13 |
60 |
-1 |
57 |
-72 |
-51 |
-72 |
47 |
59 |
-9 |
-75 |
38 |
25 |
-82 |
33 |
-78 |
23 |
-78 |
HGK23 |
41 |
50 |
24 |
53 |
28 |
33 |
29 |
2 |
29 |
62 |
35 |
49 |
58 |
58 |
-59 |
35 |
-1 |
15 |
|
50 |
55 |
49 |
73 |
-22 |
-17 |
6 |
-8 |
5 |
34 |
16 |
-4 |
10 |
44 |
-10 |
-24 |
-39 |
45 |
-16 |
CLK23 |
70 |
33 |
-31 |
60 |
2 |
-16 |
-14 |
-25 |
16 |
31 |
25 |
61 |
13 |
60 |
-28 |
-27 |
19 |
20 |
50 |
|
99
| 80 |
73 |
45 |
-30 |
-42 |
-45 |
55 |
59 |
61 |
7 |
66 |
76 |
-8 |
50 |
-51 |
17 |
-54 |
CBM23 |
68 |
39 |
-21 |
65 |
11 |
-18 |
-17 |
-30 |
12 |
29 |
20 |
59 |
12 |
59 |
-28 |
-27 |
9 |
13 |
55 |
99
| |
77 |
78 |
36 |
-22 |
-37 |
-37 |
51 |
57 |
62 |
13 |
63 |
76 |
-1 |
43 |
-48 |
21 |
-46 |
HOJ23 |
55 |
7 |
-45 |
24 |
-29 |
22 |
30 |
26 |
40 |
60 |
57 |
60 |
55 |
67 |
-60 |
20 |
56 |
60 |
49 |
80 |
77 |
|
64 |
62 |
-59 |
-50 |
-62 |
43 |
57 |
27 |
-40 |
59 |
64 |
-54 |
42 |
-70 |
25 |
-77 |
RBJ23 |
36 |
47 |
23 |
50 |
43 |
3 |
-1 |
-20 |
12 |
40 |
17 |
34 |
35 |
40 |
-37 |
13 |
-13 |
-1 |
73 |
73 |
78 |
64 |
|
-8 |
-5 |
3 |
5 |
8 |
29 |
25 |
8 |
12 |
47 |
5 |
-14 |
-20 |
35 |
-14 |
NGJ23 |
34 |
-42 |
-88 |
-15 |
-70 |
-7 |
7 |
22 |
14 |
11 |
33 |
30 |
4 |
28 |
-12 |
-18 |
76 |
57 |
-22 |
45 |
36 |
62 |
-8 |
|
-65 |
-61 |
-78 |
43 |
32 |
21 |
-41 |
69 |
35 |
-54 |
80 |
-49 |
-24 |
-80 |
KCK23 |
-37 |
23 |
61 |
15 |
63 |
-50 |
-60 |
-52 |
-41 |
-50 |
-68 |
-41 |
-44 |
-43 |
53 |
-37 |
-84 |
-72 |
-17 |
-30 |
-22 |
-59 |
-5 |
-65 |
|
57 |
78 |
-21 |
-27 |
7 |
55 |
-34 |
-25 |
81 |
-34 |
60 |
3 |
77 |
CCK23 |
-52 |
-3 |
49 |
-19 |
41 |
-32 |
-33 |
-36 |
-43 |
-29 |
-53 |
-54 |
-17 |
-55 |
33 |
-1 |
-56 |
-51 |
6 |
-42 |
-37 |
-50 |
3 |
-61 |
57 |
|
64 |
-63 |
-51 |
-44 |
7 |
-54 |
-55 |
51 |
-61 |
62 |
-28 |
68 |
SBK23 |
-57 |
16 |
74 |
-5 |
76 |
-21 |
-34 |
-36 |
-32 |
-32 |
-58 |
-60 |
-27 |
-57 |
38 |
-2 |
-76 |
-72 |
-8 |
-45 |
-37 |
-62 |
5 |
-78 |
78 |
64 |
|
-59 |
-58 |
-19 |
51 |
-72 |
-44 |
68 |
-64 |
79 |
13 |
84 |
W_K23 |
79 |
38 |
-26 |
50 |
-33 |
3 |
8 |
15 |
36 |
26 |
45 |
78 |
8 |
71 |
-31 |
-20 |
25 |
47 |
5 |
55 |
51 |
43 |
8 |
43 |
-21 |
-63 |
-59 |
|
90
| 62 |
-3 |
74 |
57 |
-18 |
61 |
-73 |
24 |
-54 |
C_K23 |
82 |
47 |
-16 |
54 |
-28 |
20 |
26 |
23 |
47 |
50 |
61 |
84 |
34 |
82 |
-55 |
3 |
26 |
59 |
34 |
59 |
57 |
57 |
29 |
32 |
-27 |
-51 |
-58 |
90
| |
53 |
-19 |
67 |
58 |
-27 |
41 |
-84 |
38 |
-58 |
S_K23 |
58 |
38 |
-14 |
65 |
8 |
-31 |
-36 |
-34 |
-5 |
-6 |
-1 |
45 |
-22 |
40 |
6 |
-52 |
-12 |
-9 |
16 |
61 |
62 |
27 |
25 |
21 |
7 |
-44 |
-19 |
62 |
53 |
|
61 |
70 |
52 |
22 |
53 |
-31 |
20 |
-27 |
SMK23 |
0 |
35 |
38 |
45 |
60 |
-44 |
-60 |
-62 |
-41 |
-47 |
-57 |
-15 |
-54 |
-21 |
50 |
-56 |
-65 |
-75 |
-4 |
7 |
13 |
-40 |
8 |
-41 |
55 |
7 |
51 |
-3 |
-19 |
61 |
|
-4 |
8 |
71 |
-2 |
43 |
7 |
47 |
BOK23 |
68 |
7 |
-61 |
41 |
-46 |
-23 |
-14 |
-5 |
6 |
9 |
26 |
61 |
-2 |
56 |
-11 |
-39 |
41 |
38 |
10 |
66 |
63 |
59 |
12 |
69 |
-34 |
-54 |
-72 |
74 |
67 |
70 |
-4 |
|
59 |
-24 |
77 |
-66 |
-4 |
-70 |
CTK23 |
75 |
49 |
-17 |
70 |
8 |
3 |
2 |
-7 |
20 |
38 |
30 |
75 |
19 |
74 |
-36 |
-15 |
23 |
25 |
44 |
76 |
76 |
64 |
47 |
35 |
-25 |
-55 |
-44 |
57 |
58 |
52 |
8 |
59 |
|
-8 |
41 |
-54 |
44 |
-47 |
LCJ23 |
-15 |
34 |
52 |
34 |
72 |
-66 |
-75 |
-78 |
-55 |
-56 |
-78 |
-32 |
-65 |
-41 |
62 |
-60 |
-80 |
-82 |
-10 |
-8 |
-1 |
-54 |
5 |
-54 |
81 |
51 |
68 |
-18 |
-27 |
22 |
71 |
-24 |
-8 |
|
-20 |
69 |
-8 |
73 |
HEJ23 |
40 |
-28 |
-79 |
6 |
-52 |
-29 |
-20 |
-5 |
8 |
-9 |
10 |
31 |
-21 |
27 |
9 |
-50 |
47 |
33 |
-24 |
50 |
43 |
42 |
-14 |
80 |
-34 |
-61 |
-64 |
61 |
41 |
53 |
-2 |
77 |
41 |
-20 |
|
-40 |
-24 |
-66 |
FCJ23 |
-68 |
-19 |
39 |
-30 |
56 |
-44 |
-53 |
-52 |
-56 |
-64 |
-80 |
-81 |
-57 |
-84 |
70 |
-28 |
-56 |
-78 |
-39 |
-51 |
-48 |
-70 |
-20 |
-49 |
60 |
62 |
79 |
-73 |
-84 |
-31 |
43 |
-66 |
-54 |
69 |
-40 |
|
-33 |
77 |
LBK23 |
40 |
63 |
44 |
51 |
34 |
53 |
43 |
32 |
39 |
61 |
46 |
49 |
48 |
59 |
-59 |
44 |
-3 |
23 |
45 |
17 |
21 |
25 |
35 |
-24 |
3 |
-28 |
13 |
24 |
38 |
20 |
7 |
-4 |
44 |
-8 |
-24 |
-33 |
|
-9 |
JOK23 |
-57 |
14 |
71 |
-4 |
62 |
-29 |
-39 |
-42 |
-42 |
-49 |
-64 |
-59 |
-41 |
-64 |
51 |
-15 |
-81 |
-78 |
-16 |
-54 |
-46 |
-77 |
-14 |
-80 |
77 |
68 |
84 |
-54 |
-58 |
-27 |
47 |
-70 |
-47 |
73 |
-66 |
77 |
-9 |
|
|