|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 60 trading days) - Apr 18, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
CBM24 |
HOK24 |
RBK24 |
NGK24 |
KCK24 |
CCK24 |
SBK24 |
W_K24 |
C_K24 |
S_K24 |
SMK24 |
BOK24 |
CTK24 |
LCM24 |
HEM24 |
FCK24 |
JOK24 |
YMM24 |
|
68 |
76 |
79 |
57 |
42 |
26 |
-2 |
48 |
8 |
38 |
43 |
32 |
-38 |
-20 |
-45 |
-29 |
-27 |
-1 |
-4 |
10 |
6 |
-20 |
-62 |
3 |
29 |
-24 |
-25 |
2 |
-35 |
36 |
68 |
51 |
13 |
47 |
32 |
ESM24 |
68 |
|
89 |
82 |
91
| -15 |
-37 |
-65 |
12 |
-50 |
-28 |
11 |
6 |
11 |
52 |
15 |
44 |
39 |
63 |
61 |
27 |
68 |
-65 |
0 |
67 |
-32 |
-75 |
-54 |
-30 |
-66 |
38 |
35 |
5 |
72 |
-7 |
51 |
NQM24 |
76 |
89 |
|
85 |
80 |
7 |
-12 |
-38 |
26 |
-26 |
-6 |
24 |
15 |
-9 |
21 |
-9 |
12 |
3 |
34 |
32 |
22 |
40 |
-41 |
-26 |
36 |
-13 |
-53 |
-43 |
-23 |
-56 |
31 |
53 |
23 |
45 |
13 |
37 |
QRM24 |
79 |
82 |
85 |
|
77 |
20 |
2 |
-28 |
44 |
-13 |
11 |
41 |
36 |
-26 |
16 |
-8 |
8 |
2 |
33 |
30 |
17 |
34 |
-37 |
-32 |
29 |
-4 |
-53 |
-38 |
-15 |
-52 |
35 |
58 |
21 |
46 |
14 |
24 |
NKM24 |
57 |
91
| 80 |
77 |
|
-27 |
-48 |
-70 |
3 |
-62 |
-41 |
1 |
-8 |
21 |
48 |
9 |
42 |
38 |
62 |
60 |
14 |
66 |
-67 |
5 |
66 |
-47 |
-79 |
-72 |
-50 |
-77 |
15 |
38 |
5 |
69 |
-3 |
52 |
USM24 |
42 |
-15 |
7 |
20 |
-27 |
|
96
| 74 |
71 |
84 |
83 |
71 |
59 |
-82 |
-60 |
-48 |
-68 |
-68 |
-68 |
-69 |
-23 |
-68 |
55 |
-73 |
-66 |
59 |
34 |
49 |
47 |
40 |
10 |
45 |
54 |
-45 |
59 |
-15 |
TYM24 |
26 |
-37 |
-12 |
2 |
-48 |
96
| |
86 |
65 |
91
| 88 |
65 |
57 |
-81 |
-71 |
-51 |
-75 |
-74 |
-77 |
-78 |
-23 |
-79 |
70 |
-71 |
-79 |
69 |
54 |
63 |
59 |
57 |
9 |
32 |
47 |
-62 |
54 |
-34 |
SFM24 |
-2 |
-65 |
-38 |
-28 |
-70 |
74 |
86 |
|
56 |
94
| 84 |
57 |
48 |
-77 |
-86 |
-50 |
-83 |
-78 |
-89 |
-90 |
-24 |
-90 |
79 |
-67 |
-96
| 66 |
69 |
58 |
47 |
57 |
-13 |
28 |
51 |
-77 |
62 |
-46 |
EUM24 |
48 |
12 |
26 |
44 |
3 |
71 |
65 |
56 |
|
68 |
74 |
97
| 87 |
-95
| -40 |
-29 |
-43 |
-38 |
-36 |
-39 |
-9 |
-38 |
38 |
-70 |
-47 |
40 |
2 |
23 |
35 |
9 |
29 |
57 |
53 |
-9 |
57 |
-23 |
JYM24 |
8 |
-50 |
-26 |
-13 |
-62 |
84 |
91
| 94
| 68 |
|
88 |
69 |
62 |
-86 |
-76 |
-42 |
-76 |
-73 |
-81 |
-82 |
-18 |
-82 |
73 |
-71 |
-88 |
69 |
57 |
63 |
57 |
56 |
6 |
33 |
49 |
-65 |
57 |
-43 |
CDM24 |
38 |
-28 |
-6 |
11 |
-41 |
83 |
88 |
84 |
74 |
88 |
|
73 |
72 |
-87 |
-75 |
-50 |
-76 |
-72 |
-69 |
-70 |
1 |
-70 |
57 |
-78 |
-79 |
79 |
50 |
46 |
52 |
39 |
20 |
43 |
55 |
-55 |
62 |
-28 |
BPM24 |
43 |
11 |
24 |
41 |
1 |
71 |
65 |
57 |
97
| 69 |
73 |
|
86 |
-95
| -37 |
-25 |
-40 |
-37 |
-36 |
-39 |
-5 |
-37 |
35 |
-68 |
-47 |
36 |
-1 |
24 |
33 |
9 |
26 |
55 |
56 |
-9 |
58 |
-23 |
ADM24 |
32 |
6 |
15 |
36 |
-8 |
59 |
57 |
48 |
87 |
62 |
72 |
86 |
|
-84 |
-25 |
2 |
-23 |
-19 |
-21 |
-22 |
6 |
-29 |
33 |
-49 |
-37 |
42 |
11 |
30 |
44 |
23 |
33 |
28 |
24 |
0 |
28 |
-27 |
DXM24 |
-38 |
11 |
-9 |
-26 |
21 |
-82 |
-81 |
-77 |
-95
| -86 |
-87 |
-95
| -84 |
|
60 |
39 |
62 |
58 |
59 |
61 |
12 |
60 |
-53 |
79 |
69 |
-55 |
-23 |
-37 |
-43 |
-25 |
-20 |
-56 |
-60 |
33 |
-66 |
30 |
GCM24 |
-20 |
52 |
21 |
16 |
48 |
-60 |
-71 |
-86 |
-40 |
-76 |
-75 |
-37 |
-25 |
60 |
|
78 |
98
| 93
| 88 |
89 |
17 |
83 |
-59 |
80 |
92
| -72 |
-65 |
-31 |
-30 |
-33 |
12 |
-50 |
-62 |
84 |
-74 |
32 |
PLN24 |
-45 |
15 |
-9 |
-8 |
9 |
-48 |
-51 |
-50 |
-29 |
-42 |
-50 |
-25 |
2 |
39 |
78 |
|
84 |
81 |
64 |
66 |
16 |
56 |
-35 |
72 |
60 |
-51 |
-36 |
-3 |
-7 |
-1 |
5 |
-60 |
-64 |
61 |
-72 |
12 |
SIK24 |
-29 |
44 |
12 |
8 |
42 |
-68 |
-75 |
-83 |
-43 |
-76 |
-76 |
-40 |
-23 |
62 |
98
| 84 |
|
96
| 89 |
91
| 24 |
84 |
-60 |
84 |
89 |
-71 |
-61 |
-30 |
-29 |
-30 |
11 |
-56 |
-65 |
82 |
-76 |
28 |
HGK24 |
-27 |
39 |
3 |
2 |
38 |
-68 |
-74 |
-78 |
-38 |
-73 |
-72 |
-37 |
-19 |
58 |
93
| 81 |
96
| |
87 |
88 |
17 |
81 |
-54 |
79 |
87 |
-66 |
-56 |
-26 |
-23 |
-24 |
11 |
-57 |
-64 |
79 |
-72 |
22 |
CLM24 |
-1 |
63 |
34 |
33 |
62 |
-68 |
-77 |
-89 |
-36 |
-81 |
-69 |
-36 |
-21 |
59 |
88 |
64 |
89 |
87 |
|
100
| 46 |
96
| -66 |
64 |
92
| -55 |
-62 |
-41 |
-29 |
-48 |
30 |
-33 |
-58 |
84 |
-68 |
28 |
CBM24 |
-4 |
61 |
32 |
30 |
60 |
-69 |
-78 |
-90 |
-39 |
-82 |
-70 |
-39 |
-22 |
61 |
89 |
66 |
91
| 88 |
100
| |
46 |
96
| -66 |
67 |
92
| -55 |
-60 |
-40 |
-29 |
-46 |
29 |
-37 |
-60 |
83 |
-70 |
28 |
HOK24 |
10 |
27 |
22 |
17 |
14 |
-23 |
-23 |
-24 |
-9 |
-18 |
1 |
-5 |
6 |
12 |
17 |
16 |
24 |
17 |
46 |
46 |
|
51 |
-31 |
7 |
23 |
14 |
-7 |
-3 |
9 |
-23 |
57 |
-2 |
-7 |
22 |
-17 |
9 |
RBK24 |
6 |
68 |
40 |
34 |
66 |
-68 |
-79 |
-90 |
-38 |
-82 |
-70 |
-37 |
-29 |
60 |
83 |
56 |
84 |
81 |
96
| 96
| 51 |
|
-75 |
57 |
92
| -55 |
-67 |
-43 |
-29 |
-52 |
36 |
-25 |
-42 |
77 |
-56 |
32 |
NGK24 |
-20 |
-65 |
-41 |
-37 |
-67 |
55 |
70 |
79 |
38 |
73 |
57 |
35 |
33 |
-53 |
-59 |
-35 |
-60 |
-54 |
-66 |
-66 |
-31 |
-75 |
|
-40 |
-75 |
54 |
74 |
64 |
47 |
64 |
-14 |
-3 |
8 |
-61 |
24 |
-61 |
KCK24 |
-62 |
0 |
-26 |
-32 |
5 |
-73 |
-71 |
-67 |
-70 |
-71 |
-78 |
-68 |
-49 |
79 |
80 |
72 |
84 |
79 |
64 |
67 |
7 |
57 |
-40 |
|
68 |
-68 |
-27 |
-18 |
-32 |
-9 |
-20 |
-76 |
-74 |
50 |
-80 |
15 |
CCK24 |
3 |
67 |
36 |
29 |
66 |
-66 |
-79 |
-96
| -47 |
-88 |
-79 |
-47 |
-37 |
69 |
92
| 60 |
89 |
87 |
92
| 92
| 23 |
92
| -75 |
68 |
|
-64 |
-70 |
-47 |
-35 |
-47 |
20 |
-35 |
-53 |
82 |
-65 |
43 |
SBK24 |
29 |
-32 |
-13 |
-4 |
-47 |
59 |
69 |
66 |
40 |
69 |
79 |
36 |
42 |
-55 |
-72 |
-51 |
-71 |
-66 |
-55 |
-55 |
14 |
-55 |
54 |
-68 |
-64 |
|
69 |
55 |
65 |
45 |
39 |
26 |
24 |
-61 |
32 |
-35 |
W_K24 |
-24 |
-75 |
-53 |
-53 |
-79 |
34 |
54 |
69 |
2 |
57 |
50 |
-1 |
11 |
-23 |
-65 |
-36 |
-61 |
-56 |
-62 |
-60 |
-7 |
-67 |
74 |
-27 |
-70 |
69 |
|
64 |
50 |
67 |
-10 |
-20 |
-4 |
-72 |
10 |
-53 |
C_K24 |
-25 |
-54 |
-43 |
-38 |
-72 |
49 |
63 |
58 |
23 |
63 |
46 |
24 |
30 |
-37 |
-31 |
-3 |
-30 |
-26 |
-41 |
-40 |
-3 |
-43 |
64 |
-18 |
-47 |
55 |
64 |
|
87 |
89 |
33 |
-31 |
-7 |
-52 |
-5 |
-64 |
S_K24 |
2 |
-30 |
-23 |
-15 |
-50 |
47 |
59 |
47 |
35 |
57 |
52 |
33 |
44 |
-43 |
-30 |
-7 |
-29 |
-23 |
-29 |
-29 |
9 |
-29 |
47 |
-32 |
-35 |
65 |
50 |
87 |
|
82 |
62 |
-22 |
-3 |
-45 |
-3 |
-58 |
SMK24 |
-35 |
-66 |
-56 |
-52 |
-77 |
40 |
57 |
57 |
9 |
56 |
39 |
9 |
23 |
-25 |
-33 |
-1 |
-30 |
-24 |
-48 |
-46 |
-23 |
-52 |
64 |
-9 |
-47 |
45 |
67 |
89 |
82 |
|
11 |
-46 |
-14 |
-59 |
-8 |
-59 |
BOK24 |
36 |
38 |
31 |
35 |
15 |
10 |
9 |
-13 |
29 |
6 |
20 |
26 |
33 |
-20 |
12 |
5 |
11 |
11 |
30 |
29 |
57 |
36 |
-14 |
-20 |
20 |
39 |
-10 |
33 |
62 |
11 |
|
3 |
-5 |
12 |
-16 |
-19 |
CTK24 |
68 |
35 |
53 |
58 |
38 |
45 |
32 |
28 |
57 |
33 |
43 |
55 |
28 |
-56 |
-50 |
-60 |
-56 |
-57 |
-33 |
-37 |
-2 |
-25 |
-3 |
-76 |
-35 |
26 |
-20 |
-31 |
-22 |
-46 |
3 |
|
75 |
-11 |
75 |
21 |
LCM24 |
51 |
5 |
23 |
21 |
5 |
54 |
47 |
51 |
53 |
49 |
55 |
56 |
24 |
-60 |
-62 |
-64 |
-65 |
-64 |
-58 |
-60 |
-7 |
-42 |
8 |
-74 |
-53 |
24 |
-4 |
-7 |
-3 |
-14 |
-5 |
75 |
|
-41 |
97
| 15 |
HEM24 |
13 |
72 |
45 |
46 |
69 |
-45 |
-62 |
-77 |
-9 |
-65 |
-55 |
-9 |
0 |
33 |
84 |
61 |
82 |
79 |
84 |
83 |
22 |
77 |
-61 |
50 |
82 |
-61 |
-72 |
-52 |
-45 |
-59 |
12 |
-11 |
-41 |
|
-49 |
46 |
FCK24 |
47 |
-7 |
13 |
14 |
-3 |
59 |
54 |
62 |
57 |
57 |
62 |
58 |
28 |
-66 |
-74 |
-72 |
-76 |
-72 |
-68 |
-70 |
-17 |
-56 |
24 |
-80 |
-65 |
32 |
10 |
-5 |
-3 |
-8 |
-16 |
75 |
97
| -49 |
|
7 |
JOK24 |
32 |
51 |
37 |
24 |
52 |
-15 |
-34 |
-46 |
-23 |
-43 |
-28 |
-23 |
-27 |
30 |
32 |
12 |
28 |
22 |
28 |
28 |
9 |
32 |
-61 |
15 |
43 |
-35 |
-53 |
-64 |
-58 |
-59 |
-19 |
21 |
15 |
46 |
7 |
|
|