 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 60 trading days) - Jun 29, 2022 |
|
YMU22 |
ESU22 |
NQU22 |
QRU22 |
NKU22 |
USU22 |
TYU22 |
EDU22 |
SFU22 |
EUU22 |
JYU22 |
CDU22 |
BPU22 |
ADU22 |
DXU22 |
GCQ22 |
PLN22 |
SIN22 |
HGN22 |
CLQ22 |
CBU22 |
HOQ22 |
RBQ22 |
NGQ22 |
KCN22 |
CCN22 |
SBN22 |
W_N22 |
C_N22 |
S_N22 |
SMN22 |
BON22 |
CTN22 |
LCQ22 |
HEQ22 |
FCQ22 |
LBN22 |
JON22 |
YMU22 |
|
99
| 96
| 97
| 52 |
73 |
70 |
82 |
64 |
81 |
75 |
79 |
89 |
88 |
-86 |
83 |
51 |
85 |
86 |
-57 |
-52 |
-75 |
-68 |
-18 |
4 |
90
| 57 |
11 |
4 |
-13 |
50 |
1 |
3 |
52 |
77 |
29 |
73 |
-23 |
ESU22 |
99
| |
99
| 98
| 50 |
77 |
72 |
81 |
69 |
84 |
79 |
80 |
92
| 92
| -89 |
85 |
50 |
88 |
88 |
-61 |
-56 |
-78 |
-73 |
-26 |
7 |
92
| 58 |
7 |
-2 |
-20 |
54 |
-9 |
1 |
51 |
78 |
30 |
71 |
-31 |
NQU22 |
96
| 99
| |
97
| 46 |
77 |
69 |
75 |
73 |
83 |
77 |
77 |
91
| 91
| -88 |
85 |
45 |
88 |
85 |
-66 |
-60 |
-79 |
-77 |
-38 |
9 |
90
| 51 |
-1 |
-5 |
-28 |
59 |
-20 |
-3 |
53 |
78 |
35 |
71 |
-40 |
QRU22 |
97
| 98
| 97
| |
59 |
74 |
68 |
77 |
71 |
85 |
73 |
86 |
92
| 93
| -89 |
84 |
54 |
87 |
88 |
-51 |
-45 |
-71 |
-65 |
-22 |
15 |
87 |
57 |
4 |
-6 |
-10 |
56 |
-10 |
-0 |
53 |
79 |
34 |
64 |
-24 |
NKU22 |
52 |
50 |
46 |
59 |
|
32 |
30 |
35 |
32 |
49 |
15 |
76 |
42 |
52 |
-45 |
20 |
61 |
24 |
44 |
24 |
27 |
-0 |
14 |
23 |
40 |
32 |
28 |
-14 |
-41 |
27 |
13 |
3 |
-9 |
9 |
25 |
25 |
-3 |
23 |
USU22 |
73 |
77 |
77 |
74 |
32 |
|
96
| 80 |
68 |
74 |
88 |
61 |
77 |
72 |
-81 |
59 |
26 |
61 |
65 |
-63 |
-63 |
-80 |
-69 |
-27 |
-1 |
73 |
54 |
15 |
-14 |
-33 |
40 |
-17 |
-2 |
12 |
58 |
-7 |
56 |
-47 |
TYU22 |
70 |
72 |
69 |
68 |
30 |
96
| |
86 |
59 |
69 |
87 |
57 |
72 |
66 |
-77 |
53 |
30 |
54 |
62 |
-54 |
-56 |
-76 |
-59 |
-9 |
-6 |
68 |
62 |
31 |
-10 |
-25 |
29 |
-4 |
3 |
1 |
52 |
-21 |
51 |
-36 |
EDU22 |
82 |
81 |
75 |
77 |
35 |
80 |
86 |
|
44 |
69 |
88 |
64 |
77 |
73 |
-78 |
66 |
53 |
67 |
81 |
-49 |
-50 |
-79 |
-59 |
11 |
-18 |
79 |
74 |
50 |
4 |
-14 |
20 |
19 |
25 |
18 |
55 |
-10 |
58 |
-18 |
SFU22 |
64 |
69 |
73 |
71 |
32 |
68 |
59 |
44 |
|
88 |
58 |
72 |
84 |
82 |
-86 |
73 |
30 |
75 |
58 |
-48 |
-42 |
-54 |
-58 |
-51 |
40 |
59 |
47 |
-33 |
-35 |
-16 |
81 |
-62 |
-41 |
32 |
79 |
27 |
30 |
-38 |
EUU22 |
81 |
84 |
83 |
85 |
49 |
74 |
69 |
69 |
88 |
|
73 |
87 |
95
| 94
| -98
| 80 |
55 |
82 |
81 |
-44 |
-39 |
-62 |
-58 |
-28 |
30 |
72 |
61 |
-6 |
-31 |
-9 |
61 |
-36 |
-14 |
41 |
81 |
29 |
39 |
-29 |
JYU22 |
75 |
79 |
77 |
73 |
15 |
88 |
87 |
88 |
58 |
73 |
|
56 |
80 |
76 |
-83 |
68 |
31 |
71 |
77 |
-66 |
-67 |
-89 |
-77 |
-15 |
-15 |
79 |
70 |
41 |
2 |
-29 |
34 |
-4 |
19 |
19 |
63 |
-13 |
63 |
-43 |
CDU22 |
79 |
80 |
77 |
86 |
76 |
61 |
57 |
64 |
72 |
87 |
56 |
|
84 |
90
| -86 |
65 |
71 |
70 |
81 |
-13 |
-7 |
-41 |
-30 |
-3 |
47 |
64 |
61 |
-2 |
-34 |
18 |
50 |
-17 |
-10 |
33 |
68 |
25 |
22 |
-5 |
BPU22 |
89 |
92
| 91
| 92
| 42 |
77 |
72 |
77 |
84 |
95
| 80 |
84 |
|
96
| -98
| 89 |
51 |
93
| 89 |
-56 |
-51 |
-75 |
-71 |
-27 |
19 |
85 |
69 |
8 |
-7 |
-8 |
68 |
-24 |
-1 |
51 |
87 |
24 |
56 |
-31 |
ADU22 |
88 |
92
| 91
| 93
| 52 |
72 |
66 |
73 |
82 |
94
| 76 |
90
| 96
| |
-96
| 86 |
61 |
89 |
91
| -46 |
-39 |
-66 |
-63 |
-25 |
29 |
82 |
64 |
1 |
-19 |
-6 |
62 |
-26 |
-1 |
50 |
82 |
32 |
48 |
-28 |
DXU22 |
-86 |
-89 |
-88 |
-89 |
-45 |
-81 |
-77 |
-78 |
-86 |
-98
| -83 |
-86 |
-98
| -96
| |
-83 |
-53 |
-86 |
-86 |
51 |
42 |
72 |
66 |
25 |
-23 |
-79 |
-68 |
-5 |
22 |
11 |
-61 |
28 |
7 |
-39 |
-83 |
-20 |
-48 |
32 |
GCQ22 |
83 |
85 |
85 |
84 |
20 |
59 |
53 |
66 |
73 |
80 |
68 |
65 |
89 |
86 |
-83 |
|
43 |
98
| 85 |
-62 |
-55 |
-73 |
-77 |
-34 |
4 |
82 |
56 |
3 |
16 |
-9 |
71 |
-16 |
4 |
70 |
88 |
38 |
66 |
-24 |
PLN22 |
51 |
50 |
45 |
54 |
61 |
26 |
30 |
53 |
30 |
55 |
31 |
71 |
51 |
61 |
-53 |
43 |
|
43 |
63 |
12 |
17 |
-11 |
1 |
33 |
35 |
47 |
43 |
13 |
-29 |
19 |
2 |
10 |
21 |
21 |
32 |
23 |
4 |
21 |
SIN22 |
85 |
88 |
88 |
87 |
24 |
61 |
54 |
67 |
75 |
82 |
71 |
70 |
93
| 89 |
-86 |
98
| 43 |
|
88 |
-61 |
-54 |
-74 |
-77 |
-36 |
10 |
84 |
61 |
5 |
12 |
-8 |
73 |
-20 |
4 |
69 |
92
| 36 |
65 |
-27 |
HGN22 |
86 |
88 |
85 |
88 |
44 |
65 |
62 |
81 |
58 |
81 |
77 |
81 |
89 |
91
| -86 |
85 |
63 |
88 |
|
-42 |
-37 |
-69 |
-61 |
-5 |
11 |
82 |
69 |
28 |
4 |
9 |
45 |
9 |
27 |
54 |
78 |
21 |
55 |
-13 |
CLQ22 |
-57 |
-61 |
-66 |
-51 |
24 |
-63 |
-54 |
-49 |
-48 |
-44 |
-66 |
-13 |
-56 |
-46 |
51 |
-62 |
12 |
-61 |
-42 |
|
99
| 87 |
95
| 62 |
34 |
-69 |
-23 |
-2 |
-23 |
64 |
-46 |
24 |
2 |
-39 |
-54 |
-16 |
-82 |
69 |
CBU22 |
-52 |
-56 |
-60 |
-45 |
27 |
-63 |
-56 |
-50 |
-42 |
-39 |
-67 |
-7 |
-51 |
-39 |
42 |
-55 |
17 |
-54 |
-37 |
99
| |
87 |
93
| 55 |
39 |
-66 |
-24 |
-10 |
-24 |
64 |
-38 |
19 |
-1 |
-29 |
-48 |
-5 |
-80 |
69 |
HOQ22 |
-75 |
-78 |
-79 |
-71 |
-0 |
-80 |
-76 |
-79 |
-54 |
-62 |
-89 |
-41 |
-75 |
-66 |
72 |
-73 |
-11 |
-74 |
-69 |
87 |
87 |
|
94
| 36 |
32 |
-81 |
-58 |
-30 |
-21 |
42 |
-48 |
6 |
-7 |
-32 |
-66 |
2 |
-82 |
52 |
RBQ22 |
-68 |
-73 |
-77 |
-65 |
14 |
-69 |
-59 |
-59 |
-58 |
-58 |
-77 |
-30 |
-71 |
-63 |
66 |
-77 |
1 |
-77 |
-61 |
95
| 93
| 94
| |
58 |
28 |
-77 |
-39 |
-9 |
-25 |
50 |
-58 |
22 |
-3 |
-48 |
-69 |
-16 |
-83 |
62 |
NGQ22 |
-18 |
-26 |
-38 |
-22 |
23 |
-27 |
-9 |
11 |
-51 |
-28 |
-15 |
-3 |
-27 |
-25 |
25 |
-34 |
33 |
-36 |
-5 |
62 |
55 |
36 |
58 |
|
-10 |
-22 |
18 |
57 |
14 |
58 |
-58 |
70 |
50 |
-33 |
-35 |
-38 |
-32 |
70 |
KCN22 |
4 |
7 |
9 |
15 |
40 |
-1 |
-6 |
-18 |
40 |
30 |
-15 |
47 |
19 |
29 |
-23 |
4 |
35 |
10 |
11 |
34 |
39 |
32 |
28 |
-10 |
|
1 |
10 |
-39 |
-54 |
31 |
24 |
-42 |
-25 |
5 |
16 |
25 |
-41 |
12 |
CCN22 |
90
| 92
| 90
| 87 |
32 |
73 |
68 |
79 |
59 |
72 |
79 |
64 |
85 |
82 |
-79 |
82 |
47 |
84 |
82 |
-69 |
-66 |
-81 |
-77 |
-22 |
1 |
|
61 |
19 |
11 |
-25 |
44 |
-1 |
19 |
51 |
72 |
24 |
78 |
-30 |
SBN22 |
57 |
58 |
51 |
57 |
28 |
54 |
62 |
74 |
47 |
61 |
70 |
61 |
69 |
64 |
-68 |
56 |
43 |
61 |
69 |
-23 |
-24 |
-58 |
-39 |
18 |
10 |
61 |
|
57 |
5 |
22 |
35 |
8 |
20 |
7 |
61 |
-28 |
28 |
-2 |
W_N22 |
11 |
7 |
-1 |
4 |
-14 |
15 |
31 |
50 |
-33 |
-6 |
41 |
-2 |
8 |
1 |
-5 |
3 |
13 |
5 |
28 |
-2 |
-10 |
-30 |
-9 |
57 |
-39 |
19 |
57 |
|
49 |
24 |
-33 |
65 |
66 |
-14 |
2 |
-59 |
21 |
16 |
C_N22 |
4 |
-2 |
-5 |
-6 |
-41 |
-14 |
-10 |
4 |
-35 |
-31 |
2 |
-34 |
-7 |
-19 |
22 |
16 |
-29 |
12 |
4 |
-23 |
-24 |
-21 |
-25 |
14 |
-54 |
11 |
5 |
49 |
|
19 |
5 |
57 |
45 |
35 |
8 |
-18 |
51 |
15 |
S_N22 |
-13 |
-20 |
-28 |
-10 |
27 |
-33 |
-25 |
-14 |
-16 |
-9 |
-29 |
18 |
-8 |
-6 |
11 |
-9 |
19 |
-8 |
9 |
64 |
64 |
42 |
50 |
58 |
31 |
-25 |
22 |
24 |
19 |
|
2 |
44 |
20 |
6 |
3 |
-17 |
-37 |
69 |
SMN22 |
50 |
54 |
59 |
56 |
13 |
40 |
29 |
20 |
81 |
61 |
34 |
50 |
68 |
62 |
-61 |
71 |
2 |
73 |
45 |
-46 |
-38 |
-48 |
-58 |
-58 |
24 |
44 |
35 |
-33 |
5 |
2 |
|
-53 |
-44 |
52 |
75 |
32 |
37 |
-30 |
BON22 |
1 |
-9 |
-20 |
-10 |
3 |
-17 |
-4 |
19 |
-62 |
-36 |
-4 |
-17 |
-24 |
-26 |
28 |
-16 |
10 |
-20 |
9 |
24 |
19 |
6 |
22 |
70 |
-42 |
-1 |
8 |
65 |
57 |
44 |
-53 |
|
60 |
-1 |
-23 |
-31 |
18 |
52 |
CTN22 |
3 |
1 |
-3 |
-0 |
-9 |
-2 |
3 |
25 |
-41 |
-14 |
19 |
-10 |
-1 |
-1 |
7 |
4 |
21 |
4 |
27 |
2 |
-1 |
-7 |
-3 |
50 |
-25 |
19 |
20 |
66 |
45 |
20 |
-44 |
60 |
|
16 |
-5 |
-14 |
19 |
22 |
LCQ22 |
52 |
51 |
53 |
53 |
9 |
12 |
1 |
18 |
32 |
41 |
19 |
33 |
51 |
50 |
-39 |
70 |
21 |
69 |
54 |
-39 |
-29 |
-32 |
-48 |
-33 |
5 |
51 |
7 |
-14 |
35 |
6 |
52 |
-1 |
16 |
|
60 |
73 |
55 |
-8 |
HEQ22 |
77 |
78 |
78 |
79 |
25 |
58 |
52 |
55 |
79 |
81 |
63 |
68 |
87 |
82 |
-83 |
88 |
32 |
92
| 78 |
-54 |
-48 |
-66 |
-69 |
-35 |
16 |
72 |
61 |
2 |
8 |
3 |
75 |
-23 |
-5 |
60 |
|
26 |
56 |
-26 |
FCQ22 |
29 |
30 |
35 |
34 |
25 |
-7 |
-21 |
-10 |
27 |
29 |
-13 |
25 |
24 |
32 |
-20 |
38 |
23 |
36 |
21 |
-16 |
-5 |
2 |
-16 |
-38 |
25 |
24 |
-28 |
-59 |
-18 |
-17 |
32 |
-31 |
-14 |
73 |
26 |
|
19 |
-6 |
LBN22 |
73 |
71 |
71 |
64 |
-3 |
56 |
51 |
58 |
30 |
39 |
63 |
22 |
56 |
48 |
-48 |
66 |
4 |
65 |
55 |
-82 |
-80 |
-82 |
-83 |
-32 |
-41 |
78 |
28 |
21 |
51 |
-37 |
37 |
18 |
19 |
55 |
56 |
19 |
|
-38 |
JON22 |
-23 |
-31 |
-40 |
-24 |
23 |
-47 |
-36 |
-18 |
-38 |
-29 |
-43 |
-5 |
-31 |
-28 |
32 |
-24 |
21 |
-27 |
-13 |
69 |
69 |
52 |
62 |
70 |
12 |
-30 |
-2 |
16 |
15 |
69 |
-30 |
52 |
22 |
-8 |
-26 |
-6 |
-38 |
|
|