 |
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) - May 16, 2022 |
|
YMM22 |
ESM22 |
USM22 |
TYM22 |
SFM22 |
EUM22 |
JYM22 |
CDM22 |
BPM22 |
ADM22 |
DXM22 |
GCM22 |
PLN22 |
SIN22 |
HGN22 |
CLM22 |
ITCON22 |
HOM22 |
ITSM22 |
PILM22 |
DFM22 |
FXM22 |
SZM22 |
LQGM22 |
OBM22 |
GBM22 |
EPM22 |
LFGM22 |
LFLM22 |
LELM22 |
CCN22 |
LCCN22 |
SBN22 |
LSBQ22 |
YMM22 |
|
97
| 9 |
-1 |
57 |
49 |
9 |
94
| 55 |
86 |
-48 |
43 |
1 |
58 |
77 |
-15 |
-7 |
-33 |
-21 |
64 |
63 |
69 |
67 |
58 |
5 |
-4 |
32 |
-4 |
-64 |
30 |
47 |
-12 |
34 |
23 |
ESM22 |
97
| |
28 |
17 |
71 |
61 |
27 |
96
| 66 |
93
| -62 |
51 |
16 |
66 |
83 |
-18 |
-11 |
-45 |
-31 |
58 |
59 |
65 |
54 |
45 |
23 |
13 |
47 |
15 |
-56 |
45 |
57 |
-16 |
29 |
18 |
USM22 |
9 |
28 |
|
99
| 81 |
80 |
98
| 21 |
78 |
34 |
-84 |
50 |
86 |
60 |
45 |
-35 |
-38 |
-74 |
-69 |
-1 |
5 |
12 |
-55 |
-57 |
98
| 96
| 82 |
94
| 4 |
83 |
53 |
-36 |
-45 |
-57 |
TYM22 |
-1 |
17 |
99
| |
76 |
77 |
98
| 10 |
75 |
23 |
-81 |
45 |
88 |
55 |
36 |
-36 |
-41 |
-74 |
-70 |
-5 |
1 |
8 |
-61 |
-60 |
99
| 98
| 83 |
94
| 66 |
83 |
48 |
-37 |
-51 |
-64 |
SFM22 |
57 |
71 |
81 |
76 |
|
92
| 82 |
66 |
96
| 75 |
-95
| 72 |
71 |
84 |
80 |
-43 |
-39 |
-81 |
-69 |
32 |
34 |
44 |
-3 |
-10 |
79 |
71 |
83 |
68 |
-51 |
81 |
76 |
-26 |
-11 |
-30 |
EUM22 |
49 |
61 |
80 |
77 |
92
| |
85 |
54 |
96
| 58 |
-99
| 50 |
72 |
67 |
59 |
-59 |
-59 |
-90
| -84 |
48 |
53 |
60 |
-7 |
-7 |
76 |
69 |
86 |
65 |
6 |
85 |
67 |
-35 |
-38 |
-54 |
JYM22 |
9 |
27 |
98
| 98
| 82 |
85 |
|
20 |
83 |
32 |
-89 |
49 |
89 |
60 |
42 |
-44 |
-47 |
-82 |
-77 |
5 |
12 |
19 |
-52 |
-51 |
97
| 95
| 85 |
90 |
80 |
86 |
55 |
-37 |
-48 |
-63 |
CDM22 |
94
| 96
| 21 |
10 |
66 |
54 |
20 |
|
61 |
94
| -55 |
51 |
11 |
65 |
84 |
-9 |
-2 |
-40 |
-25 |
56 |
57 |
63 |
58 |
51 |
16 |
6 |
41 |
9 |
-42 |
39 |
53 |
-12 |
39 |
31 |
BPM22 |
55 |
66 |
78 |
75 |
96
| 96
| 83 |
61 |
|
66 |
-98
| 61 |
73 |
77 |
70 |
-52 |
-50 |
-86 |
-77 |
44 |
48 |
56 |
-2 |
-4 |
77 |
71 |
87 |
64 |
-20 |
86 |
72 |
-33 |
-24 |
-43 |
ADM22 |
86 |
93
| 34 |
23 |
75 |
58 |
32 |
94
| 66 |
|
-61 |
71 |
29 |
80 |
92
| -4 |
5 |
-41 |
-24 |
34 |
36 |
44 |
40 |
28 |
30 |
20 |
44 |
19 |
-46 |
41 |
64 |
-6 |
43 |
34 |
DXM22 |
-48 |
-62 |
-84 |
-81 |
-95
| -99
| -89 |
-55 |
-98
| -61 |
|
-56 |
-75 |
-72 |
-63 |
55 |
55 |
90
| 82 |
-44 |
-49 |
-56 |
12 |
11 |
-81 |
-75 |
-88 |
-71 |
-2 |
-88 |
-69 |
37 |
34 |
53 |
GCM22 |
43 |
51 |
50 |
45 |
72 |
50 |
49 |
51 |
61 |
71 |
-56 |
|
59 |
95
| 82 |
4 |
12 |
-35 |
-16 |
-12 |
-11 |
0 |
-8 |
-25 |
51 |
46 |
40 |
34 |
-47 |
37 |
65 |
8 |
37 |
21 |
PLN22 |
1 |
16 |
86 |
88 |
71 |
72 |
89 |
11 |
73 |
29 |
-75 |
59 |
|
62 |
41 |
-19 |
-22 |
-60 |
-53 |
-11 |
-4 |
3 |
-60 |
-57 |
87 |
87 |
72 |
78 |
-48 |
72 |
58 |
-17 |
-35 |
-51 |
SIN22 |
58 |
66 |
60 |
55 |
84 |
67 |
60 |
65 |
77 |
80 |
-72 |
95
| 62 |
|
89 |
-10 |
-3 |
-52 |
-34 |
7 |
8 |
20 |
-0 |
-16 |
61 |
56 |
58 |
46 |
-58 |
55 |
68 |
-10 |
27 |
10 |
HGN22 |
77 |
83 |
45 |
36 |
80 |
59 |
42 |
84 |
70 |
92
| -63 |
82 |
41 |
89 |
|
-2 |
6 |
-43 |
-25 |
22 |
22 |
33 |
25 |
9 |
45 |
37 |
51 |
35 |
-60 |
48 |
62 |
-13 |
42 |
25 |
CLM22 |
-15 |
-18 |
-35 |
-36 |
-43 |
-59 |
-44 |
-9 |
-52 |
-4 |
55 |
4 |
-19 |
-10 |
-2 |
|
99
| 77 |
83 |
-49 |
-51 |
-50 |
-8 |
-10 |
-33 |
-28 |
-48 |
-25 |
-34 |
-48 |
-28 |
22 |
55 |
66 |
ITCON22 |
-7 |
-11 |
-38 |
-41 |
-39 |
-59 |
-47 |
-2 |
-50 |
5 |
55 |
12 |
-22 |
-3 |
6 |
99
| |
77 |
85 |
-51 |
-54 |
-52 |
1 |
-5 |
-38 |
-35 |
-52 |
-32 |
-35 |
-52 |
-23 |
29 |
64 |
75 |
HOM22 |
-33 |
-45 |
-74 |
-74 |
-81 |
-90
| -82 |
-40 |
-86 |
-41 |
90
| -35 |
-60 |
-52 |
-43 |
77 |
77 |
|
96
| -41 |
-49 |
-52 |
10 |
11 |
-72 |
-66 |
-80 |
-64 |
-29 |
-80 |
-54 |
36 |
40 |
57 |
ITSM22 |
-21 |
-31 |
-69 |
-70 |
-69 |
-84 |
-77 |
-25 |
-77 |
-24 |
82 |
-16 |
-53 |
-34 |
-25 |
83 |
85 |
96
| |
-43 |
-52 |
-52 |
15 |
10 |
-68 |
-63 |
-77 |
-62 |
-29 |
-78 |
-42 |
41 |
54 |
70 |
PILM22 |
64 |
58 |
-1 |
-5 |
32 |
48 |
5 |
56 |
44 |
34 |
-44 |
-12 |
-11 |
7 |
22 |
-49 |
-51 |
-41 |
-43 |
|
97
| 98
| 64 |
71 |
-4 |
-12 |
31 |
-7 |
-48 |
30 |
31 |
-14 |
-17 |
-26 |
DFM22 |
63 |
59 |
5 |
1 |
34 |
53 |
12 |
57 |
48 |
36 |
-49 |
-11 |
-4 |
8 |
22 |
-51 |
-54 |
-49 |
-52 |
97
| |
98
| 58 |
64 |
2 |
-6 |
36 |
-1 |
-52 |
35 |
30 |
-20 |
-20 |
-30 |
FXM22 |
69 |
65 |
12 |
8 |
44 |
60 |
19 |
63 |
56 |
44 |
-56 |
0 |
3 |
20 |
33 |
-50 |
-52 |
-52 |
-52 |
98
| 98
| |
58 |
64 |
9 |
1 |
42 |
4 |
-58 |
41 |
38 |
-20 |
-18 |
-29 |
SZM22 |
67 |
54 |
-55 |
-61 |
-3 |
-7 |
-52 |
58 |
-2 |
40 |
12 |
-8 |
-60 |
-0 |
25 |
-8 |
1 |
10 |
15 |
64 |
58 |
58 |
|
94
| -57 |
-65 |
-21 |
-59 |
-50 |
-23 |
4 |
12 |
47 |
47 |
LQGM22 |
58 |
45 |
-57 |
-60 |
-10 |
-7 |
-51 |
51 |
-4 |
28 |
11 |
-25 |
-57 |
-16 |
9 |
-10 |
-5 |
11 |
10 |
71 |
64 |
64 |
94
| |
-58 |
-65 |
-18 |
-58 |
-65 |
-19 |
2 |
14 |
30 |
33 |
OBM22 |
5 |
23 |
98
| 99
| 79 |
76 |
97
| 16 |
77 |
30 |
-81 |
51 |
87 |
61 |
45 |
-33 |
-38 |
-72 |
-68 |
-4 |
2 |
9 |
-57 |
-58 |
|
99
| 85 |
96
| 31 |
85 |
47 |
-42 |
-44 |
-59 |
GBM22 |
-4 |
13 |
96
| 98
| 71 |
69 |
95
| 6 |
71 |
20 |
-75 |
46 |
87 |
56 |
37 |
-28 |
-35 |
-66 |
-63 |
-12 |
-6 |
1 |
-65 |
-65 |
99
| |
82 |
95
| 51 |
82 |
39 |
-44 |
-47 |
-60 |
EPM22 |
32 |
47 |
82 |
83 |
83 |
86 |
85 |
41 |
87 |
44 |
-88 |
40 |
72 |
58 |
51 |
-48 |
-52 |
-80 |
-77 |
31 |
36 |
42 |
-21 |
-18 |
85 |
82 |
|
80 |
55 |
99
| 45 |
-55 |
-45 |
-58 |
LFGM22 |
-4 |
15 |
94
| 94
| 68 |
65 |
90 |
9 |
64 |
19 |
-71 |
34 |
78 |
46 |
35 |
-25 |
-32 |
-64 |
-62 |
-7 |
-1 |
4 |
-59 |
-58 |
96
| 95
| 80 |
|
27 |
81 |
35 |
-47 |
-43 |
-54 |
LFLM22 |
-64 |
-56 |
4 |
66 |
-51 |
6 |
80 |
-42 |
-20 |
-46 |
-2 |
-47 |
-48 |
-58 |
-60 |
-34 |
-35 |
-29 |
-29 |
-48 |
-52 |
-58 |
-50 |
-65 |
31 |
51 |
55 |
27 |
|
63 |
22 |
40 |
-10 |
-8 |
LELM22 |
-38 |
-14 |
34 |
53 |
-49 |
-39 |
28 |
-66 |
-44 |
-66 |
44 |
-19 |
-56 |
-47 |
-28 |
-51 |
-53 |
-49 |
-51 |
-10 |
-32 |
-35 |
4 |
-33 |
64 |
75 |
91
| 44 |
63 |
|
-12 |
6 |
-26 |
-17 |
CCN22 |
-38 |
-68 |
-69 |
-0 |
-31 |
58 |
34 |
46 |
64 |
46 |
-58 |
-28 |
24 |
1 |
-0 |
58 |
58 |
66 |
61 |
-60 |
-34 |
-39 |
-67 |
-44 |
-61 |
-45 |
-1 |
-71 |
23 |
-12 |
|
95
| 31 |
24 |
LCCN22 |
-57 |
-80 |
-61 |
14 |
-46 |
49 |
43 |
28 |
50 |
26 |
-48 |
-45 |
3 |
-23 |
-7 |
41 |
41 |
51 |
46 |
-72 |
-53 |
-58 |
-74 |
-57 |
-48 |
-30 |
17 |
-62 |
40 |
6 |
95
| |
18 |
13 |
SBN22 |
40 |
19 |
-40 |
-44 |
-14 |
10 |
-25 |
38 |
19 |
35 |
-13 |
48 |
58 |
52 |
13 |
59 |
62 |
55 |
60 |
34 |
58 |
54 |
12 |
34 |
-28 |
-18 |
-35 |
-27 |
-11 |
-26 |
31 |
18 |
|
97
|
LSBQ22 |
40 |
24 |
-33 |
-47 |
-24 |
-2 |
-29 |
27 |
9 |
24 |
2 |
50 |
50 |
48 |
12 |
50 |
54 |
45 |
51 |
40 |
59 |
54 |
20 |
38 |
-17 |
-9 |
-26 |
-17 |
-8 |
-17 |
24 |
13 |
97
| |
|