|
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) - Apr 18, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
ITCOM24 |
HOK24 |
ITSK24 |
PILM24 |
DFM24 |
FXM24 |
SZM24 |
LQGM24 |
OBM24 |
GBM24 |
EPM24 |
LFGM24 |
LELM24 |
CCN24 |
LCCN24 |
SBN24 |
LSBQ24 |
YMM24 |
|
68 |
76 |
42 |
26 |
-2 |
48 |
8 |
38 |
43 |
32 |
-38 |
-20 |
-45 |
-29 |
-27 |
-1 |
-4 |
10 |
17 |
53 |
45 |
49 |
54 |
15 |
-8 |
-19 |
-31 |
54 |
-26 |
-1 |
17 |
32 |
18 |
ESM24 |
68 |
|
89 |
-15 |
-37 |
-65 |
12 |
-50 |
-28 |
11 |
6 |
11 |
52 |
15 |
44 |
39 |
63 |
61 |
27 |
58 |
92
| 91
| 94
| 83 |
70 |
-55 |
-69 |
-81 |
27 |
-78 |
63 |
-19 |
-32 |
-33 |
NQM24 |
76 |
89 |
|
7 |
-12 |
-38 |
26 |
-26 |
-6 |
24 |
15 |
-9 |
21 |
-9 |
12 |
3 |
34 |
32 |
22 |
40 |
70 |
71 |
73 |
62 |
40 |
-41 |
-55 |
-68 |
29 |
-61 |
32 |
-2 |
-12 |
-18 |
USM24 |
42 |
-15 |
7 |
|
96
| 74 |
71 |
84 |
83 |
71 |
59 |
-82 |
-60 |
-48 |
-68 |
-68 |
-68 |
-69 |
-23 |
-40 |
-28 |
-29 |
-33 |
-6 |
-48 |
80 |
71 |
53 |
79 |
54 |
-68 |
35 |
59 |
42 |
TYM24 |
26 |
-37 |
-12 |
96
| |
86 |
65 |
91
| 88 |
65 |
57 |
-81 |
-71 |
-51 |
-75 |
-74 |
-77 |
-78 |
-23 |
-49 |
-50 |
-50 |
-55 |
-27 |
-62 |
88 |
85 |
73 |
68 |
73 |
-79 |
34 |
69 |
55 |
SFM24 |
-2 |
-65 |
-38 |
74 |
86 |
|
56 |
94
| 84 |
57 |
48 |
-77 |
-86 |
-50 |
-83 |
-78 |
-89 |
-90 |
-24 |
-61 |
-72 |
-79 |
-79 |
-52 |
-86 |
70 |
77 |
78 |
28 |
78 |
-96
| 58 |
67 |
50 |
EUM24 |
48 |
12 |
26 |
71 |
65 |
56 |
|
68 |
74 |
97
| 87 |
-95
| -40 |
-29 |
-43 |
-38 |
-36 |
-39 |
-9 |
-20 |
10 |
4 |
2 |
32 |
-29 |
30 |
22 |
14 |
66 |
17 |
-51 |
46 |
40 |
22 |
JYM24 |
8 |
-50 |
-26 |
84 |
91
| 94
| 68 |
|
88 |
69 |
62 |
-86 |
-76 |
-42 |
-76 |
-73 |
-81 |
-82 |
-18 |
-52 |
-59 |
-63 |
-65 |
-33 |
-74 |
76 |
78 |
73 |
48 |
73 |
-89 |
52 |
69 |
51 |
CDM24 |
38 |
-28 |
-6 |
83 |
88 |
84 |
74 |
88 |
|
73 |
72 |
-87 |
-75 |
-50 |
-76 |
-72 |
-69 |
-70 |
1 |
-31 |
-42 |
-49 |
-49 |
-20 |
-61 |
66 |
68 |
63 |
54 |
64 |
-80 |
45 |
80 |
63 |
BPM24 |
43 |
11 |
24 |
71 |
65 |
57 |
97
| 69 |
73 |
|
86 |
-95
| -37 |
-25 |
-40 |
-37 |
-36 |
-39 |
-5 |
-17 |
10 |
2 |
1 |
31 |
-32 |
32 |
23 |
14 |
65 |
17 |
-51 |
52 |
35 |
16 |
ADM24 |
32 |
6 |
15 |
59 |
57 |
48 |
87 |
62 |
72 |
86 |
|
-84 |
-25 |
2 |
-23 |
-19 |
-21 |
-22 |
6 |
-7 |
3 |
1 |
-3 |
31 |
-13 |
38 |
32 |
27 |
63 |
30 |
-40 |
22 |
40 |
32 |
DXM24 |
-38 |
11 |
-9 |
-82 |
-81 |
-77 |
-95
| -86 |
-87 |
-95
| -84 |
|
60 |
39 |
62 |
58 |
59 |
61 |
12 |
32 |
16 |
24 |
25 |
-8 |
52 |
-50 |
-45 |
-38 |
-62 |
-39 |
72 |
-56 |
-55 |
-35 |
GCM24 |
-20 |
52 |
21 |
-60 |
-71 |
-86 |
-40 |
-76 |
-75 |
-37 |
-25 |
60 |
|
78 |
98
| 93
| 88 |
89 |
17 |
53 |
64 |
75 |
70 |
55 |
85 |
-49 |
-57 |
-59 |
-12 |
-60 |
92
| -57 |
-75 |
-56 |
PLN24 |
-45 |
15 |
-9 |
-48 |
-51 |
-50 |
-29 |
-42 |
-50 |
-25 |
2 |
39 |
78 |
|
84 |
81 |
64 |
66 |
16 |
37 |
32 |
39 |
35 |
35 |
63 |
-22 |
-25 |
-22 |
-11 |
-23 |
60 |
-45 |
-56 |
-37 |
SIK24 |
-29 |
44 |
12 |
-68 |
-75 |
-83 |
-43 |
-76 |
-76 |
-40 |
-23 |
62 |
98
| 84 |
|
96
| 89 |
91
| 24 |
57 |
59 |
68 |
65 |
50 |
83 |
-51 |
-57 |
-55 |
-20 |
-56 |
90 |
-56 |
-75 |
-53 |
HGK24 |
-27 |
39 |
3 |
-68 |
-74 |
-78 |
-38 |
-73 |
-72 |
-37 |
-19 |
58 |
93
| 81 |
96
| |
87 |
88 |
17 |
49 |
60 |
68 |
63 |
55 |
82 |
-51 |
-55 |
-50 |
-19 |
-51 |
87 |
-52 |
-69 |
-48 |
CLM24 |
-1 |
63 |
34 |
-68 |
-77 |
-89 |
-36 |
-81 |
-69 |
-36 |
-21 |
59 |
88 |
64 |
89 |
87 |
|
100
| 46 |
76 |
71 |
79 |
76 |
60 |
87 |
-64 |
-68 |
-63 |
-18 |
-64 |
91
| -58 |
-58 |
-37 |
ITCOM24 |
-4 |
61 |
32 |
-69 |
-78 |
-90 |
-39 |
-82 |
-70 |
-39 |
-22 |
61 |
89 |
66 |
91
| 88 |
100
| |
46 |
74 |
69 |
77 |
74 |
57 |
87 |
-63 |
-67 |
-62 |
-19 |
-62 |
92
| -59 |
-59 |
-38 |
HOK24 |
10 |
27 |
22 |
-23 |
-23 |
-24 |
-9 |
-18 |
1 |
-5 |
6 |
12 |
17 |
16 |
24 |
17 |
46 |
46 |
|
85 |
23 |
21 |
26 |
12 |
20 |
-32 |
-26 |
-17 |
-12 |
-13 |
21 |
-14 |
14 |
25 |
ITSK24 |
17 |
58 |
40 |
-40 |
-49 |
-61 |
-20 |
-52 |
-31 |
-17 |
-7 |
32 |
53 |
37 |
57 |
49 |
76 |
74 |
85 |
|
57 |
56 |
61 |
40 |
56 |
-52 |
-53 |
-51 |
-8 |
-47 |
59 |
-32 |
-23 |
-10 |
PILM24 |
53 |
92
| 70 |
-28 |
-50 |
-72 |
10 |
-59 |
-42 |
10 |
3 |
16 |
64 |
32 |
59 |
60 |
71 |
69 |
23 |
57 |
|
95
| 98
| 91
| 79 |
-60 |
-74 |
-82 |
21 |
-82 |
74 |
-17 |
-52 |
-51 |
DFM24 |
45 |
91
| 72 |
-29 |
-50 |
-79 |
4 |
-63 |
-49 |
2 |
1 |
24 |
75 |
39 |
68 |
68 |
80 |
77 |
21 |
56 |
95
| |
97
| 89 |
86 |
-54 |
-69 |
-77 |
25 |
-76 |
82 |
-39 |
-53 |
-44 |
FXM24 |
49 |
94
| 75 |
-33 |
-55 |
-79 |
2 |
-65 |
-49 |
1 |
-3 |
25 |
70 |
35 |
65 |
63 |
77 |
74 |
26 |
61 |
98
| 97
| |
87 |
83 |
-62 |
-76 |
-85 |
17 |
-85 |
80 |
-27 |
-56 |
-52 |
SZM24 |
54 |
83 |
63 |
-6 |
-27 |
-52 |
32 |
-33 |
-20 |
31 |
31 |
-8 |
55 |
35 |
50 |
55 |
60 |
57 |
12 |
40 |
91
| 89 |
87 |
|
74 |
-37 |
-52 |
-62 |
45 |
-61 |
59 |
-16 |
-35 |
-35 |
LQGM24 |
15 |
70 |
46 |
-48 |
-62 |
-86 |
-29 |
-74 |
-61 |
-32 |
-13 |
52 |
85 |
63 |
83 |
82 |
87 |
87 |
20 |
56 |
79 |
86 |
83 |
74 |
|
-45 |
-56 |
-60 |
9 |
-61 |
92
| -64 |
-54 |
-35 |
OBM24 |
-8 |
-55 |
-44 |
80 |
88 |
70 |
30 |
76 |
66 |
32 |
38 |
-50 |
-49 |
-22 |
-51 |
-51 |
-65 |
-63 |
-32 |
-52 |
-60 |
-54 |
-62 |
-37 |
-45 |
|
97
| 85 |
61 |
84 |
-60 |
4 |
55 |
51 |
GBM24 |
-19 |
-69 |
-57 |
71 |
85 |
77 |
22 |
78 |
68 |
23 |
32 |
-45 |
-57 |
-25 |
-57 |
-55 |
-69 |
-67 |
-26 |
-53 |
-74 |
-69 |
-76 |
-52 |
-56 |
97
| |
95
| 44 |
95
| -68 |
7 |
64 |
61 |
EPM24 |
-31 |
-81 |
-69 |
53 |
73 |
78 |
14 |
73 |
63 |
14 |
27 |
-38 |
-59 |
-22 |
-55 |
-50 |
-64 |
-62 |
-17 |
-51 |
-82 |
-77 |
-85 |
-62 |
-60 |
85 |
95
| |
23 |
100
| -69 |
6 |
66 |
68 |
LFGM24 |
54 |
27 |
24 |
79 |
68 |
28 |
66 |
48 |
54 |
65 |
63 |
-62 |
-12 |
-11 |
-20 |
-19 |
-15 |
-19 |
-12 |
-8 |
21 |
25 |
17 |
45 |
9 |
61 |
44 |
23 |
|
25 |
-17 |
-0 |
32 |
26 |
LELM24 |
-26 |
-78 |
-68 |
54 |
73 |
78 |
17 |
73 |
64 |
17 |
30 |
-39 |
-60 |
-23 |
-56 |
-51 |
-63 |
-62 |
-13 |
-47 |
-82 |
-76 |
-85 |
-61 |
-61 |
84 |
95
| 100
| 25 |
|
-69 |
7 |
67 |
68 |
CCN24 |
-1 |
63 |
43 |
-68 |
-79 |
-96
| -51 |
-89 |
-80 |
-51 |
-40 |
72 |
92
| 60 |
90 |
87 |
92
| 92
| 21 |
59 |
74 |
82 |
80 |
59 |
92
| -60 |
-68 |
-69 |
-17 |
-69 |
|
-63 |
-66 |
-47 |
LCCN24 |
17 |
-19 |
-4 |
35 |
34 |
58 |
46 |
52 |
45 |
52 |
22 |
-56 |
-57 |
-45 |
-56 |
-52 |
-57 |
-59 |
-14 |
-32 |
-17 |
-39 |
-27 |
-16 |
-64 |
4 |
7 |
6 |
-0 |
7 |
-63 |
|
20 |
-8 |
SBN24 |
32 |
-32 |
-23 |
59 |
69 |
67 |
40 |
69 |
80 |
35 |
40 |
-55 |
-75 |
-56 |
-75 |
-69 |
-58 |
-59 |
14 |
-23 |
-52 |
-53 |
-56 |
-35 |
-54 |
55 |
64 |
66 |
32 |
67 |
-66 |
20 |
|
93
|
LSBQ24 |
18 |
-33 |
-28 |
42 |
55 |
50 |
22 |
51 |
63 |
16 |
32 |
-35 |
-56 |
-37 |
-53 |
-48 |
-36 |
-38 |
25 |
-10 |
-51 |
-44 |
-52 |
-35 |
-35 |
51 |
61 |
68 |
26 |
68 |
-47 |
-8 |
93
| |
|