|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 60 trading days) - Dec 03, 2024 |
|
YMZ24 |
ESZ24 |
NQZ24 |
QRZ24 |
NKZ24 |
USH25 |
TYH25 |
SFZ24 |
EUZ24 |
JYZ24 |
CDZ24 |
BPZ24 |
ADZ24 |
MPZ24 |
DXZ24 |
GCG25 |
PLF25 |
SIH25 |
HGH25 |
CLF25 |
CBG25 |
HOF25 |
RBF25 |
NGF25 |
KCH25 |
CCH25 |
SBH25 |
W_H25 |
C_H25 |
S_F25 |
SMF25 |
BOF25 |
CTH25 |
LCG25 |
HEG25 |
FCF25 |
JOF25 |
YMZ24 |
|
96
| 89 |
96
| 48 |
-65 |
-67 |
-83 |
-82 |
-65 |
-72 |
-71 |
-59 |
-59 |
79 |
1 |
-46 |
-11 |
-45 |
10 |
9 |
20 |
18 |
-24 |
75 |
84 |
13 |
-66 |
20 |
-45 |
-67 |
29 |
-28 |
53 |
75 |
82 |
54 |
ESZ24 |
96
| |
98
| 93
| 60 |
-76 |
-78 |
-85 |
-82 |
-76 |
-77 |
-69 |
-61 |
-60 |
82 |
18 |
-30 |
9 |
-36 |
15 |
14 |
25 |
26 |
-34 |
63 |
78 |
24 |
-61 |
22 |
-49 |
-72 |
43 |
-25 |
65 |
82 |
82 |
47 |
NQZ24 |
89 |
98
| |
88 |
67 |
-79 |
-80 |
-83 |
-78 |
-78 |
-75 |
-64 |
-58 |
-57 |
78 |
24 |
-23 |
15 |
-27 |
19 |
17 |
30 |
29 |
-37 |
52 |
71 |
29 |
-55 |
28 |
-44 |
-70 |
54 |
-20 |
67 |
83 |
78 |
38 |
QRZ24 |
96
| 93
| 88 |
|
41 |
-64 |
-68 |
-82 |
-80 |
-64 |
-72 |
-70 |
-63 |
-62 |
77 |
-0 |
-46 |
-14 |
-49 |
2 |
-1 |
13 |
10 |
-31 |
72 |
82 |
7 |
-72 |
22 |
-46 |
-72 |
34 |
-34 |
41 |
76 |
72 |
53 |
NKZ24 |
48 |
60 |
67 |
41 |
|
-59 |
-56 |
-42 |
-34 |
-61 |
-37 |
-20 |
-14 |
-12 |
39 |
47 |
9 |
37 |
31 |
56 |
56 |
60 |
63 |
-28 |
-2 |
19 |
62 |
8 |
24 |
-14 |
-29 |
60 |
22 |
76 |
53 |
54 |
-8 |
USH25 |
-65 |
-76 |
-79 |
-64 |
-59 |
|
99
| 89 |
85 |
99
| 91
| 79 |
79 |
70 |
-90
| -40 |
14 |
-29 |
33 |
-24 |
-23 |
-43 |
-37 |
60 |
-30 |
-63 |
-23 |
53 |
-17 |
68 |
85 |
-64 |
44 |
-67 |
-90 |
-73 |
-39 |
TYH25 |
-67 |
-78 |
-80 |
-68 |
-56 |
99
| |
92
| 88 |
98
| 93
| 84 |
83 |
74 |
-93
| -33 |
21 |
-21 |
40 |
-20 |
-19 |
-41 |
-33 |
61 |
-34 |
-68 |
-16 |
59 |
-18 |
70 |
89 |
-63 |
50 |
-62 |
-91
| -73 |
-43 |
SFZ24 |
-83 |
-85 |
-83 |
-82 |
-42 |
89 |
92
| |
99
| 90
| 95
| 95
| 90
| 80 |
-99
| -10 |
42 |
2 |
62 |
-5 |
-4 |
-25 |
-17 |
49 |
-60 |
-86 |
1 |
76 |
-15 |
73 |
93
| -42 |
62 |
-51 |
-88 |
-79 |
-61 |
EUZ24 |
-82 |
-82 |
-78 |
-80 |
-34 |
85 |
88 |
99
| |
86 |
94
| 97
| 91
| 81 |
-99
| -4 |
46 |
8 |
67 |
-2 |
-1 |
-21 |
-13 |
43 |
-63 |
-88 |
10 |
77 |
-15 |
74 |
90
| -33 |
65 |
-48 |
-85 |
-80 |
-66 |
JYZ24 |
-65 |
-76 |
-78 |
-64 |
-61 |
99
| 98
| 90
| 86 |
|
89 |
81 |
79 |
71 |
-91
| -37 |
15 |
-27 |
33 |
-22 |
-22 |
-43 |
-37 |
55 |
-31 |
-64 |
-23 |
51 |
-18 |
67 |
84 |
-63 |
44 |
-68 |
-89 |
-73 |
-41 |
CDZ24 |
-72 |
-77 |
-75 |
-72 |
-37 |
91
| 93
| 95
| 94
| 89 |
|
92
| 94
| 79 |
-96
| -18 |
32 |
-7 |
62 |
-2 |
-1 |
-21 |
-15 |
64 |
-47 |
-80 |
7 |
74 |
0 |
84 |
95
| -39 |
65 |
-49 |
-89 |
-74 |
-61 |
BPZ24 |
-71 |
-69 |
-64 |
-70 |
-20 |
79 |
84 |
95
| 97
| 81 |
92
| |
95
| 79 |
-96
| 6 |
51 |
17 |
75 |
1 |
1 |
-21 |
-10 |
43 |
-59 |
-85 |
24 |
76 |
-8 |
78 |
91
| -24 |
75 |
-34 |
-78 |
-72 |
-67 |
ADZ24 |
-59 |
-61 |
-58 |
-63 |
-14 |
79 |
83 |
90
| 91
| 79 |
94
| 95
| |
83 |
-92
| 1 |
44 |
11 |
79 |
15 |
15 |
-7 |
4 |
59 |
-46 |
-77 |
32 |
80 |
7 |
86 |
95
| -24 |
80 |
-24 |
-78 |
-59 |
-67 |
MPZ24 |
-59 |
-60 |
-57 |
-62 |
-12 |
70 |
74 |
80 |
81 |
71 |
79 |
79 |
83 |
|
-81 |
-5 |
40 |
10 |
65 |
36 |
37 |
12 |
27 |
48 |
-47 |
-72 |
21 |
77 |
4 |
66 |
78 |
-31 |
71 |
-20 |
-74 |
-48 |
-58 |
DXZ24 |
79 |
82 |
78 |
77 |
39 |
-90
| -93
| -99
| -99
| -91
| -96
| -96
| -92
| -81 |
|
11 |
-41 |
-1 |
-63 |
5 |
2 |
26 |
17 |
-48 |
57 |
85 |
-4 |
-74 |
14 |
-76 |
-92
| 40 |
-64 |
51 |
88 |
79 |
63 |
GCG25 |
1 |
18 |
24 |
-0 |
47 |
-40 |
-33 |
-10 |
-4 |
-37 |
-18 |
6 |
1 |
-5 |
11 |
|
71 |
91
| 49 |
31 |
30 |
25 |
34 |
-31 |
-24 |
-11 |
58 |
20 |
-8 |
-21 |
-8 |
34 |
34 |
64 |
40 |
26 |
2 |
PLF25 |
-46 |
-30 |
-23 |
-46 |
9 |
14 |
21 |
42 |
46 |
15 |
32 |
51 |
44 |
40 |
-41 |
71 |
|
83 |
65 |
10 |
11 |
-7 |
10 |
-8 |
-58 |
-59 |
36 |
54 |
-18 |
14 |
40 |
1 |
48 |
19 |
-21 |
-29 |
-36 |
SIH25 |
-11 |
9 |
15 |
-14 |
37 |
-29 |
-21 |
2 |
8 |
-27 |
-7 |
17 |
11 |
10 |
-1 |
91
| 83 |
|
54 |
28 |
28 |
18 |
32 |
-24 |
-35 |
-26 |
57 |
26 |
-8 |
-12 |
4 |
29 |
42 |
56 |
25 |
12 |
-13 |
HGH25 |
-45 |
-36 |
-27 |
-49 |
31 |
33 |
40 |
62 |
67 |
33 |
62 |
75 |
79 |
65 |
-63 |
49 |
65 |
54 |
|
44 |
45 |
29 |
37 |
29 |
-55 |
-68 |
65 |
80 |
21 |
65 |
69 |
19 |
84 |
25 |
-34 |
-27 |
-63 |
CLF25 |
10 |
15 |
19 |
2 |
56 |
-24 |
-20 |
-5 |
-2 |
-22 |
-2 |
1 |
15 |
36 |
5 |
31 |
10 |
28 |
44 |
|
100
| 93
| 97
| 5 |
-17 |
-10 |
50 |
37 |
33 |
12 |
2 |
34 |
44 |
54 |
16 |
33 |
-22 |
CBG25 |
9 |
14 |
17 |
-1 |
56 |
-23 |
-19 |
-4 |
-1 |
-22 |
-1 |
1 |
15 |
37 |
2 |
30 |
11 |
28 |
45 |
100
| |
93
| 97
| 6 |
-18 |
-12 |
50 |
39 |
32 |
12 |
4 |
33 |
44 |
54 |
14 |
33 |
-23 |
HOF25 |
20 |
25 |
30 |
13 |
60 |
-43 |
-41 |
-25 |
-21 |
-43 |
-21 |
-21 |
-7 |
12 |
26 |
25 |
-7 |
18 |
29 |
93
| 93
| |
93
| -1 |
-5 |
8 |
46 |
20 |
43 |
2 |
-18 |
50 |
21 |
56 |
33 |
44 |
-13 |
RBF25 |
18 |
26 |
29 |
10 |
63 |
-37 |
-33 |
-17 |
-13 |
-37 |
-15 |
-10 |
4 |
27 |
17 |
34 |
10 |
32 |
37 |
97
| 97
| 93
| |
-4 |
-13 |
-1 |
54 |
30 |
30 |
0 |
-11 |
42 |
33 |
60 |
24 |
40 |
-17 |
NGF25 |
-24 |
-34 |
-37 |
-31 |
-28 |
60 |
61 |
49 |
43 |
55 |
64 |
43 |
59 |
48 |
-48 |
-31 |
-8 |
-24 |
29 |
5 |
6 |
-1 |
-4 |
|
14 |
-23 |
13 |
36 |
28 |
65 |
63 |
-40 |
43 |
-12 |
-52 |
-14 |
-12 |
KCH25 |
75 |
63 |
52 |
72 |
-2 |
-30 |
-34 |
-60 |
-63 |
-31 |
-47 |
-59 |
-46 |
-47 |
57 |
-24 |
-58 |
-35 |
-55 |
-17 |
-18 |
-5 |
-13 |
14 |
|
87 |
-5 |
-72 |
13 |
-31 |
-49 |
-13 |
-38 |
23 |
45 |
68 |
68 |
CCH25 |
84 |
78 |
71 |
82 |
19 |
-63 |
-68 |
-86 |
-88 |
-64 |
-80 |
-85 |
-77 |
-72 |
85 |
-11 |
-59 |
-26 |
-68 |
-10 |
-12 |
8 |
-1 |
-23 |
87 |
|
-8 |
-84 |
7 |
-60 |
-80 |
12 |
-61 |
35 |
72 |
79 |
73 |
SBH25 |
13 |
24 |
29 |
7 |
62 |
-23 |
-16 |
1 |
10 |
-23 |
7 |
24 |
32 |
21 |
-4 |
58 |
36 |
57 |
65 |
50 |
50 |
46 |
54 |
13 |
-5 |
-8 |
|
29 |
26 |
29 |
14 |
48 |
57 |
69 |
21 |
31 |
-18 |
W_H25 |
-66 |
-61 |
-55 |
-72 |
8 |
53 |
59 |
76 |
77 |
51 |
74 |
76 |
80 |
77 |
-74 |
20 |
54 |
26 |
80 |
37 |
39 |
20 |
30 |
36 |
-72 |
-84 |
29 |
|
12 |
65 |
80 |
-6 |
70 |
-6 |
-62 |
-51 |
-71 |
C_H25 |
20 |
22 |
28 |
22 |
24 |
-17 |
-18 |
-15 |
-15 |
-18 |
0 |
-8 |
7 |
4 |
14 |
-8 |
-18 |
-8 |
21 |
33 |
32 |
43 |
30 |
28 |
13 |
7 |
26 |
12 |
|
45 |
4 |
55 |
14 |
25 |
17 |
20 |
-27 |
S_F25 |
-45 |
-49 |
-44 |
-46 |
-14 |
68 |
70 |
73 |
74 |
67 |
84 |
78 |
86 |
66 |
-76 |
-21 |
14 |
-12 |
65 |
12 |
12 |
2 |
0 |
65 |
-31 |
-60 |
29 |
65 |
45 |
|
84 |
2 |
64 |
-26 |
-65 |
-51 |
-66 |
SMF25 |
-67 |
-72 |
-70 |
-72 |
-29 |
85 |
89 |
93
| 90
| 84 |
95
| 91
| 95
| 78 |
-92
| -8 |
40 |
4 |
69 |
2 |
4 |
-18 |
-11 |
63 |
-49 |
-80 |
14 |
80 |
4 |
84 |
|
-37 |
71 |
-34 |
-84 |
-66 |
-63 |
BOF25 |
29 |
43 |
54 |
34 |
60 |
-64 |
-63 |
-42 |
-33 |
-63 |
-39 |
-24 |
-24 |
-31 |
40 |
34 |
1 |
29 |
19 |
34 |
33 |
50 |
42 |
-40 |
-13 |
12 |
48 |
-6 |
55 |
2 |
-37 |
|
-1 |
45 |
54 |
26 |
-21 |
CTH25 |
-28 |
-25 |
-20 |
-34 |
22 |
44 |
50 |
62 |
65 |
44 |
65 |
75 |
80 |
71 |
-64 |
34 |
48 |
42 |
84 |
44 |
44 |
21 |
33 |
43 |
-38 |
-61 |
57 |
70 |
14 |
64 |
71 |
-1 |
|
20 |
-35 |
-22 |
-49 |
LCG25 |
53 |
65 |
67 |
41 |
76 |
-67 |
-62 |
-51 |
-48 |
-68 |
-49 |
-34 |
-24 |
-20 |
51 |
64 |
19 |
56 |
25 |
54 |
54 |
56 |
60 |
-12 |
23 |
35 |
69 |
-6 |
25 |
-26 |
-34 |
45 |
20 |
|
67 |
80 |
24 |
HEG25 |
75 |
82 |
83 |
76 |
53 |
-90 |
-91
| -88 |
-85 |
-89 |
-89 |
-78 |
-78 |
-74 |
88 |
40 |
-21 |
25 |
-34 |
16 |
14 |
33 |
24 |
-52 |
45 |
72 |
21 |
-62 |
17 |
-65 |
-84 |
54 |
-35 |
67 |
|
80 |
56 |
FCF25 |
82 |
82 |
78 |
72 |
54 |
-73 |
-73 |
-79 |
-80 |
-73 |
-74 |
-72 |
-59 |
-48 |
79 |
26 |
-29 |
12 |
-27 |
33 |
33 |
44 |
40 |
-14 |
68 |
79 |
31 |
-51 |
20 |
-51 |
-66 |
26 |
-22 |
80 |
80 |
|
61 |
JOF25 |
54 |
47 |
38 |
53 |
-8 |
-39 |
-43 |
-61 |
-66 |
-41 |
-61 |
-67 |
-67 |
-58 |
63 |
2 |
-36 |
-13 |
-63 |
-22 |
-23 |
-13 |
-17 |
-12 |
68 |
73 |
-18 |
-71 |
-27 |
-66 |
-63 |
-21 |
-49 |
24 |
56 |
61 |
|
|