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