 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 90 trading days) - May 16, 2022 |
|
YMM22 |
ESM22 |
NQM22 |
QRM22 |
NKM22 |
USM22 |
TYM22 |
EDM22 |
SFM22 |
EUM22 |
JYM22 |
CDM22 |
BPM22 |
ADM22 |
DXM22 |
GCM22 |
PLN22 |
SIN22 |
HGN22 |
CLM22 |
CBN22 |
HOM22 |
RBM22 |
NGM22 |
KCN22 |
CCN22 |
SBN22 |
W_N22 |
C_N22 |
S_N22 |
SMN22 |
BON22 |
CTN22 |
LCM22 |
HEM22 |
FCQ22 |
LBN22 |
JON22 |
YMM22 |
|
97
| 94
| 88 |
80 |
42 |
41 |
55 |
65 |
69 |
42 |
73 |
71 |
38 |
-67 |
-28 |
-4 |
6 |
32 |
-59 |
-56 |
-62 |
-70 |
-50 |
49 |
43 |
-26 |
-63 |
-58 |
-50 |
3 |
-70 |
-40 |
52 |
-2 |
52 |
25 |
-36 |
ESM22 |
97
| |
98
| 94
| 77 |
49 |
46 |
56 |
74 |
71 |
48 |
81 |
74 |
52 |
-71 |
-15 |
6 |
20 |
44 |
-54 |
-51 |
-63 |
-69 |
-55 |
47 |
46 |
-21 |
-57 |
-59 |
-46 |
12 |
-72 |
-46 |
47 |
9 |
52 |
28 |
-44 |
NQM22 |
94
| 98
| |
94
| 74 |
61 |
58 |
68 |
80 |
79 |
59 |
76 |
81 |
44 |
-79 |
-22 |
14 |
16 |
37 |
-62 |
-60 |
-72 |
-77 |
-66 |
54 |
47 |
-33 |
-66 |
-70 |
-57 |
3 |
-81 |
-56 |
49 |
1 |
60 |
35 |
-54 |
QRM22 |
88 |
94
| 94
| |
63 |
60 |
56 |
60 |
81 |
74 |
58 |
75 |
78 |
56 |
-75 |
-0 |
23 |
35 |
49 |
-50 |
-48 |
-65 |
-69 |
-65 |
45 |
44 |
-24 |
-51 |
-60 |
-42 |
20 |
-74 |
-61 |
43 |
15 |
58 |
48 |
-57 |
NKM22 |
80 |
77 |
74 |
63 |
|
5 |
5 |
28 |
26 |
35 |
4 |
61 |
34 |
26 |
-32 |
-40 |
-39 |
-21 |
7 |
-37 |
-35 |
-30 |
-38 |
-15 |
24 |
12 |
-14 |
-46 |
-33 |
-43 |
-17 |
-39 |
1 |
29 |
-15 |
21 |
-4 |
-3 |
USM22 |
42 |
49 |
61 |
60 |
5 |
|
99
| 90 |
85 |
85 |
98
| 26 |
85 |
3 |
-89 |
-22 |
65 |
15 |
13 |
-66 |
-67 |
-84 |
-78 |
-94
| 60 |
45 |
-65 |
-66 |
-87 |
-60 |
-10 |
-85 |
-94
| 45 |
-11 |
76 |
68 |
-90 |
TYM22 |
41 |
46 |
58 |
56 |
5 |
99
| |
93
| 81 |
86 |
98
| 20 |
85 |
-8 |
-88 |
-30 |
62 |
7 |
4 |
-71 |
-73 |
-86 |
-80 |
-94
| 64 |
42 |
-70 |
-71 |
-90
| -65 |
-20 |
-85 |
-94
| 46 |
-20 |
76 |
68 |
-87 |
EDM22 |
55 |
56 |
68 |
60 |
28 |
90 |
93
| |
77 |
87 |
90
| 28 |
86 |
-14 |
-88 |
-50 |
41 |
-10 |
-8 |
-85 |
-86 |
-91
| -89 |
-87 |
67 |
35 |
-71 |
-84 |
-95
| -83 |
-41 |
-91
| -85 |
47 |
-38 |
71 |
53 |
-73 |
SFM22 |
65 |
74 |
80 |
81 |
26 |
85 |
81 |
77 |
|
90 |
86 |
64 |
95
| 43 |
-93
| 2 |
60 |
44 |
50 |
-61 |
-59 |
-82 |
-81 |
-86 |
68 |
62 |
-39 |
-62 |
-77 |
-46 |
16 |
-84 |
-83 |
55 |
20 |
75 |
57 |
-77 |
EUM22 |
69 |
71 |
79 |
74 |
35 |
85 |
86 |
87 |
90 |
|
90
| 48 |
97
| 12 |
-99
| -31 |
50 |
11 |
19 |
-80 |
-80 |
-94
| -91
| -91
| 81 |
64 |
-68 |
-85 |
-92
| -62 |
-5 |
-92
| -84 |
74 |
-2 |
89 |
61 |
-83 |
JYM22 |
42 |
48 |
59 |
58 |
4 |
98
| 98
| 90
| 86 |
90
| |
26 |
90 |
-0 |
-93
| -24 |
68 |
15 |
12 |
-71 |
-72 |
-89 |
-82 |
-95
| 70 |
53 |
-69 |
-72 |
-91
| -60 |
-10 |
-87 |
-95
| 54 |
-9 |
83 |
69 |
-91
|
CDM22 |
73 |
81 |
76 |
75 |
61 |
26 |
20 |
28 |
64 |
48 |
26 |
|
55 |
77 |
-50 |
18 |
8 |
50 |
68 |
-20 |
-17 |
-37 |
-41 |
-32 |
28 |
39 |
18 |
-25 |
-28 |
-19 |
27 |
-46 |
-23 |
26 |
35 |
26 |
7 |
-22 |
BPM22 |
71 |
74 |
81 |
78 |
34 |
85 |
85 |
86 |
95
| 97
| 90 |
55 |
|
23 |
-99
| -20 |
54 |
23 |
30 |
-75 |
-75 |
-91
| -90 |
-89 |
79 |
63 |
-58 |
-79 |
-88 |
-57 |
2 |
-90
| -84 |
70 |
4 |
84 |
61 |
-79 |
ADM22 |
38 |
52 |
44 |
56 |
26 |
3 |
-8 |
-14 |
43 |
12 |
-0 |
77 |
23 |
|
-16 |
69 |
21 |
80 |
90
| 26 |
31 |
3 |
1 |
-5 |
-6 |
26 |
53 |
26 |
15 |
31 |
68 |
-9 |
-5 |
-3 |
68 |
-0 |
1 |
-8 |
DXM22 |
-67 |
-71 |
-79 |
-75 |
-32 |
-89 |
-88 |
-88 |
-93
| -99
| -93
| -50 |
-99
| -16 |
|
26 |
-54 |
-17 |
-23 |
78 |
79 |
94
| 91
| 93
| -79 |
-63 |
64 |
82 |
92
| 61 |
3 |
93
| 87 |
-69 |
-1 |
-88 |
-61 |
84 |
GCM22 |
-28 |
-15 |
-22 |
-0 |
-40 |
-22 |
-30 |
-50 |
2 |
-31 |
-24 |
18 |
-20 |
69 |
26 |
|
34 |
87 |
72 |
65 |
68 |
44 |
44 |
25 |
-35 |
3 |
68 |
69 |
56 |
71 |
77 |
40 |
14 |
-28 |
76 |
-28 |
0 |
14 |
PLN22 |
-4 |
6 |
14 |
23 |
-39 |
65 |
62 |
41 |
60 |
50 |
68 |
8 |
54 |
21 |
-54 |
34 |
|
52 |
39 |
-9 |
-11 |
-38 |
-27 |
-56 |
40 |
49 |
-26 |
-16 |
-40 |
1 |
32 |
-38 |
-63 |
33 |
35 |
57 |
56 |
-68 |
SIN22 |
6 |
20 |
16 |
35 |
-21 |
15 |
7 |
-10 |
44 |
11 |
15 |
50 |
23 |
80 |
-17 |
87 |
52 |
|
87 |
31 |
34 |
3 |
3 |
-15 |
-5 |
28 |
48 |
34 |
16 |
42 |
73 |
-2 |
-22 |
-1 |
77 |
6 |
21 |
-17 |
HGN22 |
32 |
44 |
37 |
49 |
7 |
13 |
4 |
-8 |
50 |
19 |
12 |
68 |
30 |
90
| -23 |
72 |
39 |
87 |
|
25 |
29 |
-2 |
-2 |
-13 |
6 |
37 |
47 |
24 |
11 |
36 |
74 |
-9 |
-16 |
9 |
75 |
8 |
15 |
-15 |
CLM22 |
-59 |
-54 |
-62 |
-50 |
-37 |
-66 |
-71 |
-85 |
-61 |
-80 |
-71 |
-20 |
-75 |
26 |
78 |
65 |
-9 |
31 |
25 |
|
100
| 91
| 95
| 73 |
-69 |
-33 |
76 |
93
| 88 |
83 |
46 |
83 |
68 |
-55 |
44 |
-66 |
-38 |
55 |
CBN22 |
-56 |
-51 |
-60 |
-48 |
-35 |
-67 |
-73 |
-86 |
-59 |
-80 |
-72 |
-17 |
-75 |
31 |
79 |
68 |
-11 |
34 |
29 |
100
| |
91
| 94
| 75 |
-70 |
-32 |
80 |
94
| 89 |
83 |
48 |
83 |
68 |
-57 |
45 |
-68 |
-40 |
58 |
HOM22 |
-62 |
-63 |
-72 |
-65 |
-30 |
-84 |
-86 |
-91
| -82 |
-94
| -89 |
-37 |
-91
| 3 |
94
| 44 |
-38 |
3 |
-2 |
91
| 91
| |
96
| 90 |
-75 |
-48 |
69 |
88 |
95
| 74 |
22 |
94
| 85 |
-61 |
18 |
-79 |
-50 |
78 |
RBM22 |
-70 |
-69 |
-77 |
-69 |
-38 |
-78 |
-80 |
-89 |
-81 |
-91
| -82 |
-41 |
-90 |
1 |
91
| 44 |
-27 |
3 |
-2 |
95
| 94
| 96
| |
85 |
-72 |
-46 |
67 |
90
| 91
| 76 |
24 |
92
| 79 |
-61 |
21 |
-75 |
-47 |
68 |
NGM22 |
-50 |
-55 |
-66 |
-65 |
-15 |
-94
| -94
| -87 |
-86 |
-91
| -95
| -32 |
-89 |
-5 |
93
| 25 |
-56 |
-15 |
-13 |
73 |
75 |
90 |
85 |
|
-66 |
-50 |
66 |
73 |
91
| 63 |
7 |
90
| 95
| -53 |
7 |
-82 |
-67 |
91
|
KCN22 |
49 |
47 |
54 |
45 |
24 |
60 |
64 |
67 |
68 |
81 |
70 |
28 |
79 |
-6 |
-79 |
-35 |
40 |
-5 |
6 |
-69 |
-70 |
-75 |
-72 |
-66 |
|
71 |
-60 |
-78 |
-73 |
-47 |
-11 |
-68 |
-57 |
76 |
-9 |
72 |
49 |
-58 |
CCN22 |
43 |
46 |
47 |
44 |
12 |
45 |
42 |
35 |
62 |
64 |
53 |
39 |
63 |
26 |
-63 |
3 |
49 |
28 |
37 |
-33 |
-32 |
-48 |
-46 |
-50 |
71 |
|
-26 |
-46 |
-46 |
-13 |
30 |
-51 |
-40 |
64 |
26 |
65 |
45 |
-52 |
SBN22 |
-26 |
-21 |
-33 |
-24 |
-14 |
-65 |
-70 |
-71 |
-39 |
-68 |
-69 |
18 |
-58 |
53 |
64 |
68 |
-26 |
48 |
47 |
76 |
80 |
69 |
67 |
66 |
-60 |
-26 |
|
82 |
79 |
61 |
41 |
61 |
60 |
-60 |
42 |
-74 |
-55 |
65 |
W_N22 |
-63 |
-57 |
-66 |
-51 |
-46 |
-66 |
-71 |
-84 |
-62 |
-85 |
-72 |
-25 |
-79 |
26 |
82 |
69 |
-16 |
34 |
24 |
93
| 94
| 88 |
90
| 73 |
-78 |
-46 |
82 |
|
91
| 80 |
43 |
83 |
62 |
-69 |
38 |
-76 |
-39 |
59 |
C_N22 |
-58 |
-59 |
-70 |
-60 |
-33 |
-87 |
-90
| -95
| -77 |
-92
| -91
| -28 |
-88 |
15 |
92
| 56 |
-40 |
16 |
11 |
88 |
89 |
95
| 91
| 91
| -73 |
-46 |
79 |
91
| |
83 |
36 |
95
| 84 |
-59 |
33 |
-83 |
-53 |
80 |
S_N22 |
-50 |
-46 |
-57 |
-42 |
-43 |
-60 |
-65 |
-83 |
-46 |
-62 |
-60 |
-19 |
-57 |
31 |
61 |
71 |
1 |
42 |
36 |
83 |
83 |
74 |
76 |
63 |
-47 |
-13 |
61 |
80 |
83 |
|
74 |
80 |
56 |
-22 |
69 |
-45 |
-24 |
41 |
SMN22 |
3 |
12 |
3 |
20 |
-17 |
-10 |
-20 |
-41 |
16 |
-5 |
-10 |
27 |
2 |
68 |
3 |
77 |
32 |
73 |
74 |
46 |
48 |
22 |
24 |
7 |
-11 |
30 |
41 |
43 |
36 |
74 |
|
21 |
4 |
13 |
89 |
4 |
11 |
-11 |
BON22 |
-70 |
-72 |
-81 |
-74 |
-39 |
-85 |
-85 |
-91
| -84 |
-92
| -87 |
-46 |
-90
| -9 |
93
| 40 |
-38 |
-2 |
-9 |
83 |
83 |
94
| 92
| 90
| -68 |
-51 |
61 |
83 |
95
| 80 |
21 |
|
84 |
-52 |
22 |
-78 |
-50 |
78 |
CTN22 |
-40 |
-46 |
-56 |
-61 |
1 |
-94
| -94
| -85 |
-83 |
-84 |
-95
| -23 |
-84 |
-5 |
87 |
14 |
-63 |
-22 |
-16 |
68 |
68 |
85 |
79 |
95
| -57 |
-40 |
60 |
62 |
84 |
56 |
4 |
84 |
|
-42 |
7 |
-75 |
-71 |
89 |
LCM22 |
52 |
47 |
49 |
43 |
29 |
45 |
46 |
47 |
55 |
74 |
54 |
26 |
70 |
-3 |
-69 |
-28 |
33 |
-1 |
9 |
-55 |
-57 |
-61 |
-61 |
-53 |
76 |
64 |
-60 |
-69 |
-59 |
-22 |
13 |
-52 |
-42 |
|
19 |
83 |
44 |
-54 |
HEM22 |
-2 |
9 |
1 |
15 |
-15 |
-11 |
-20 |
-38 |
20 |
-2 |
-9 |
35 |
4 |
68 |
-1 |
76 |
35 |
77 |
75 |
44 |
45 |
18 |
21 |
7 |
-9 |
26 |
42 |
38 |
33 |
69 |
89 |
22 |
7 |
19 |
|
7 |
-1 |
-8 |
FCQ22 |
52 |
52 |
60 |
58 |
21 |
76 |
76 |
71 |
75 |
89 |
83 |
26 |
84 |
-0 |
-88 |
-28 |
57 |
6 |
8 |
-66 |
-68 |
-79 |
-75 |
-82 |
72 |
65 |
-74 |
-76 |
-83 |
-45 |
4 |
-78 |
-75 |
83 |
7 |
|
65 |
-82 |
LBN22 |
25 |
28 |
35 |
48 |
-4 |
68 |
68 |
53 |
57 |
61 |
69 |
7 |
61 |
1 |
-61 |
0 |
56 |
21 |
15 |
-38 |
-40 |
-50 |
-47 |
-67 |
49 |
45 |
-55 |
-39 |
-53 |
-24 |
11 |
-50 |
-71 |
44 |
-1 |
65 |
|
-68 |
JON22 |
-36 |
-44 |
-54 |
-57 |
-3 |
-90 |
-87 |
-73 |
-77 |
-83 |
-91
| -22 |
-79 |
-8 |
84 |
14 |
-68 |
-17 |
-15 |
55 |
58 |
78 |
68 |
91
| -58 |
-52 |
65 |
59 |
80 |
41 |
-11 |
78 |
89 |
-54 |
-8 |
-82 |
-68 |
|
|