 |
MRCI's Inter-Market Correlations |
Symbol | Market |
PIL | CAC-40(EURONEXT) |
DF | Dax Index(EUREX) |
FX | DJ EuroSTOXX 50(EUREX) |
SZ | Swiss Market Index(EUREX) |
LQG | FT-SE 100(EURONEXT) |
OB | Euro-Bund(EUREX) |
GB | Euro-Bobl(EUREX) |
EP | 3-Mth Euribor(EUREX) |
LFG | Long Gilt(LIFFE) |
LFL | Short Sterling(LIFFE) |
LEL | 3-Mth Euribor(LIFFE) |
LCC | London Cocoa(LCE) |
LSB | London Sugar(LCE) |
MRCI's Inter-Market Correlations(prev 60 trading days) - Nov 27, 2023 |
|
YMZ23 |
ESZ23 |
USZ23 |
TYZ23 |
SFZ23 |
EUZ23 |
JYZ23 |
CDZ23 |
BPZ23 |
ADZ23 |
DXZ23 |
GCZ23 |
PLF24 |
SIZ23 |
HGZ23 |
CLF24 |
ITCOG24 |
HOZ23 |
ITSZ23 |
PILZ23 |
DFZ23 |
FXZ23 |
SZZ23 |
LQGZ23 |
OBZ23 |
GBZ23 |
EPZ23 |
LFGZ23 |
LELZ23 |
CCZ23 |
LCCZ23 |
SBH24 |
LSBH24 |
YMZ23 |
|
98
| 84 |
85 |
69 |
82 |
37 |
44 |
89 |
76 |
-88 |
21 |
39 |
61 |
81 |
-20 |
-14 |
1 |
-9 |
88 |
94
| 95
| 61 |
34 |
81 |
61 |
36 |
78 |
35 |
39 |
7 |
6 |
19 |
ESZ23 |
98
| |
83 |
85 |
69 |
80 |
39 |
41 |
90 |
71 |
-86 |
12 |
31 |
52 |
78 |
-23 |
-18 |
-4 |
-14 |
87 |
93
| 95
| 62 |
32 |
80 |
61 |
40 |
73 |
38 |
34 |
3 |
-0 |
12 |
USZ23 |
84 |
83 |
|
98
| 55 |
62 |
68 |
59 |
80 |
56 |
-73 |
4 |
48 |
52 |
85 |
11 |
14 |
25 |
16 |
90
| 89 |
81 |
74 |
40 |
77 |
56 |
52 |
66 |
51 |
7 |
-28 |
-18 |
-10 |
TYZ23 |
85 |
85 |
98
| |
57 |
67 |
65 |
55 |
84 |
62 |
-77 |
3 |
47 |
50 |
86 |
1 |
5 |
16 |
7 |
89 |
89 |
83 |
73 |
35 |
82 |
64 |
56 |
69 |
55 |
10 |
-24 |
-20 |
-10 |
SFZ23 |
69 |
69 |
55 |
57 |
|
80 |
33 |
12 |
83 |
51 |
-83 |
59 |
47 |
77 |
63 |
-19 |
-9 |
-8 |
-18 |
47 |
59 |
59 |
14 |
-5 |
70 |
61 |
50 |
39 |
49 |
50 |
23 |
17 |
34 |
EUZ23 |
82 |
80 |
62 |
67 |
80 |
|
12 |
10 |
92
| 84 |
-97
| 50 |
42 |
72 |
73 |
-50 |
-42 |
-33 |
-41 |
59 |
72 |
81 |
18 |
-11 |
81 |
72 |
43 |
73 |
41 |
70 |
43 |
18 |
41 |
JYZ23 |
37 |
39 |
68 |
65 |
33 |
12 |
|
71 |
43 |
13 |
-33 |
-26 |
49 |
25 |
56 |
59 |
59 |
59 |
53 |
62 |
55 |
33 |
73 |
52 |
26 |
10 |
43 |
4 |
42 |
-49 |
-76 |
-48 |
-53 |
CDZ23 |
44 |
41 |
59 |
55 |
12 |
10 |
71 |
|
31 |
33 |
-29 |
-32 |
41 |
26 |
43 |
60 |
58 |
65 |
65 |
69 |
58 |
42 |
84 |
85 |
13 |
-13 |
-10 |
28 |
-12 |
-46 |
-67 |
-26 |
-35 |
BPZ23 |
89 |
90 |
80 |
84 |
83 |
92
| 43 |
31 |
|
78 |
-97
| 31 |
50 |
67 |
84 |
-29 |
-22 |
-12 |
-22 |
76 |
84 |
85 |
45 |
7 |
85 |
73 |
60 |
64 |
58 |
45 |
10 |
-1 |
17 |
ADZ23 |
76 |
71 |
56 |
62 |
51 |
84 |
13 |
33 |
78 |
|
-85 |
30 |
50 |
58 |
71 |
-38 |
-33 |
-18 |
-23 |
64 |
69 |
78 |
35 |
13 |
64 |
55 |
16 |
75 |
15 |
54 |
27 |
19 |
35 |
DXZ23 |
-88 |
-86 |
-73 |
-77 |
-83 |
-97
| -33 |
-29 |
-97
| -85 |
|
-39 |
-49 |
-73 |
-81 |
35 |
30 |
17 |
26 |
-71 |
-82 |
-86 |
-33 |
-6 |
-80 |
-65 |
-39 |
-71 |
-37 |
-54 |
-30 |
-7 |
-38 |
GCZ23 |
21 |
12 |
4 |
3 |
59 |
50 |
-26 |
-32 |
31 |
30 |
-39 |
|
46 |
75 |
25 |
-29 |
-15 |
-20 |
-25 |
-12 |
-2 |
9 |
-45 |
-41 |
41 |
44 |
18 |
27 |
19 |
76 |
69 |
58 |
77 |
PLF24 |
39 |
31 |
48 |
47 |
47 |
42 |
49 |
41 |
50 |
50 |
-49 |
46 |
|
74 |
67 |
24 |
32 |
33 |
28 |
42 |
41 |
34 |
30 |
18 |
42 |
34 |
35 |
28 |
34 |
13 |
-13 |
1 |
11 |
SIZ23 |
61 |
52 |
52 |
50 |
77 |
72 |
25 |
26 |
67 |
58 |
-73 |
75 |
74 |
|
64 |
-6 |
5 |
6 |
-1 |
43 |
51 |
51 |
15 |
5 |
63 |
51 |
36 |
50 |
35 |
50 |
25 |
21 |
41 |
HGZ23 |
81 |
78 |
85 |
86 |
63 |
73 |
56 |
43 |
84 |
71 |
-81 |
25 |
67 |
64 |
|
2 |
9 |
20 |
9 |
81 |
82 |
79 |
54 |
23 |
73 |
58 |
52 |
60 |
51 |
29 |
-7 |
-1 |
10 |
CLF24 |
-20 |
-23 |
11 |
1 |
-19 |
-50 |
59 |
60 |
-29 |
-38 |
35 |
-29 |
24 |
-6 |
2 |
|
99
| 92
| 92
| 12 |
-2 |
-24 |
39 |
57 |
-37 |
-53 |
-16 |
-38 |
-17 |
-70 |
-72 |
-22 |
-42 |
ITCOG24 |
-14 |
-18 |
14 |
5 |
-9 |
-42 |
59 |
58 |
-22 |
-33 |
30 |
-15 |
32 |
5 |
9 |
99
| |
94
| 92
| 12 |
-1 |
-22 |
36 |
54 |
-31 |
-48 |
-11 |
-34 |
-12 |
-59 |
-67 |
-14 |
-35 |
HOZ23 |
1 |
-4 |
25 |
16 |
-8 |
-33 |
59 |
65 |
-12 |
-18 |
17 |
-20 |
33 |
6 |
20 |
92
| 94
| |
97
| 27 |
16 |
-4 |
47 |
63 |
-21 |
-40 |
-13 |
-18 |
-13 |
-53 |
-62 |
-16 |
-32 |
ITSZ23 |
-9 |
-14 |
16 |
7 |
-18 |
-41 |
53 |
65 |
-22 |
-23 |
26 |
-25 |
28 |
-1 |
9 |
92
| 92
| 97
| |
20 |
7 |
-14 |
46 |
64 |
-30 |
-50 |
-20 |
-24 |
-21 |
-59 |
-68 |
-16 |
-40 |
PILZ23 |
88 |
87 |
90
| 89 |
47 |
59 |
62 |
69 |
76 |
64 |
-71 |
-12 |
42 |
43 |
81 |
12 |
12 |
27 |
20 |
|
97
| 91
| 86 |
63 |
65 |
40 |
28 |
66 |
21 |
0 |
-27 |
-18 |
-7 |
DFZ23 |
94
| 93
| 89 |
89 |
59 |
72 |
55 |
58 |
84 |
69 |
-82 |
-2 |
41 |
51 |
82 |
-3 |
-1 |
16 |
7 |
97
| |
96
| 77 |
51 |
72 |
49 |
33 |
71 |
26 |
14 |
-13 |
-16 |
1 |
FXZ23 |
95
| 95
| 81 |
83 |
59 |
81 |
33 |
42 |
85 |
78 |
-86 |
9 |
34 |
51 |
79 |
-25 |
-22 |
-4 |
-14 |
91
| 96
| |
63 |
38 |
78 |
59 |
28 |
81 |
23 |
35 |
11 |
-1 |
20 |
SZZ23 |
61 |
62 |
74 |
73 |
14 |
18 |
73 |
84 |
45 |
35 |
-33 |
-45 |
30 |
15 |
54 |
37 |
36 |
47 |
46 |
86 |
77 |
63 |
|
85 |
33 |
9 |
12 |
40 |
5 |
-44 |
-66 |
-41 |
-43 |
LQGZ23 |
34 |
32 |
40 |
35 |
-5 |
-11 |
52 |
85 |
7 |
13 |
-6 |
-41 |
18 |
5 |
23 |
58 |
54 |
63 |
64 |
63 |
51 |
38 |
85 |
|
-0 |
-27 |
-36 |
24 |
-38 |
-49 |
-61 |
-16 |
-32 |
OBZ23 |
81 |
80 |
77 |
82 |
70 |
81 |
26 |
13 |
85 |
64 |
-80 |
41 |
42 |
63 |
73 |
-38 |
-31 |
-21 |
-30 |
65 |
72 |
78 |
33 |
-0 |
|
93
| 58 |
81 |
54 |
50 |
31 |
8 |
41 |
GBZ23 |
61 |
61 |
56 |
64 |
61 |
72 |
10 |
-13 |
73 |
55 |
-65 |
44 |
34 |
51 |
58 |
-53 |
-48 |
-40 |
-50 |
40 |
49 |
59 |
9 |
-27 |
93
| |
64 |
66 |
60 |
53 |
43 |
8 |
43 |
EPZ23 |
36 |
40 |
52 |
56 |
50 |
43 |
43 |
-10 |
60 |
16 |
-39 |
18 |
35 |
36 |
52 |
-17 |
-11 |
-13 |
-20 |
28 |
33 |
28 |
12 |
-36 |
58 |
64 |
|
6 |
100
| 11 |
-5 |
-32 |
-6 |
LFGZ23 |
78 |
73 |
66 |
69 |
39 |
73 |
4 |
28 |
64 |
75 |
-71 |
27 |
28 |
50 |
60 |
-36 |
-34 |
-18 |
-24 |
66 |
71 |
81 |
40 |
24 |
81 |
66 |
6 |
|
5 |
50 |
34 |
19 |
40 |
LELZ23 |
35 |
38 |
51 |
55 |
49 |
41 |
42 |
-12 |
58 |
15 |
-37 |
19 |
34 |
35 |
51 |
-16 |
-12 |
-13 |
-21 |
21 |
26 |
23 |
5 |
-38 |
54 |
60 |
100
| 5 |
|
12 |
-4 |
-31 |
-5 |
CCZ23 |
39 |
34 |
7 |
10 |
50 |
70 |
-49 |
-46 |
45 |
54 |
-54 |
76 |
13 |
50 |
29 |
-67 |
-59 |
-53 |
-59 |
0 |
14 |
35 |
-44 |
-49 |
50 |
53 |
11 |
50 |
12 |
|
91
| 57 |
79 |
LCCZ23 |
7 |
3 |
-28 |
-24 |
23 |
43 |
-76 |
-67 |
10 |
27 |
-30 |
69 |
-13 |
25 |
-7 |
-71 |
-67 |
-62 |
-68 |
-27 |
-13 |
11 |
-66 |
-61 |
31 |
43 |
-5 |
34 |
-4 |
91
| |
62 |
80 |
SBH24 |
6 |
-0 |
-18 |
-20 |
17 |
18 |
-48 |
-26 |
-1 |
19 |
-7 |
58 |
1 |
21 |
-1 |
-22 |
-14 |
-16 |
-16 |
-18 |
-16 |
-1 |
-41 |
-16 |
8 |
8 |
-32 |
19 |
-31 |
57 |
62 |
|
93
|
LSBH24 |
19 |
12 |
-10 |
-10 |
34 |
41 |
-53 |
-35 |
17 |
35 |
-38 |
77 |
11 |
41 |
10 |
-40 |
-35 |
-32 |
-40 |
-7 |
1 |
20 |
-43 |
-32 |
41 |
43 |
-6 |
40 |
-5 |
79 |
80 |
93
| |
|