 |
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 90 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
| 42 |
41 |
65 |
69 |
42 |
73 |
71 |
38 |
-67 |
-28 |
-4 |
6 |
32 |
-59 |
-56 |
-62 |
-59 |
79 |
78 |
80 |
73 |
47 |
43 |
37 |
60 |
39 |
-54 |
58 |
43 |
-7 |
-26 |
-36 |
ESM22 |
97
| |
49 |
46 |
74 |
71 |
48 |
81 |
74 |
52 |
-71 |
-15 |
6 |
20 |
44 |
-54 |
-51 |
-63 |
-58 |
72 |
71 |
74 |
66 |
40 |
48 |
42 |
63 |
44 |
-59 |
62 |
46 |
-12 |
-21 |
-30 |
USM22 |
42 |
49 |
|
99
| 85 |
85 |
98
| 26 |
85 |
3 |
-89 |
-22 |
65 |
15 |
13 |
-66 |
-67 |
-84 |
-81 |
50 |
55 |
57 |
-15 |
-38 |
98
| 96
| 86 |
93
| 17 |
86 |
45 |
-21 |
-65 |
-73 |
TYM22 |
41 |
46 |
99
| |
81 |
86 |
98
| 20 |
85 |
-8 |
-88 |
-30 |
62 |
7 |
4 |
-71 |
-73 |
-86 |
-85 |
54 |
59 |
61 |
-13 |
-38 |
98
| 97
| 88 |
94
| 79 |
88 |
42 |
-21 |
-70 |
-79 |
SFM22 |
65 |
74 |
85 |
81 |
|
90 |
86 |
64 |
95
| 43 |
-93
| 2 |
60 |
44 |
50 |
-61 |
-59 |
-82 |
-75 |
56 |
57 |
61 |
16 |
-4 |
82 |
77 |
80 |
74 |
15 |
80 |
62 |
-12 |
-39 |
-51 |
EUM22 |
69 |
71 |
85 |
86 |
90 |
|
90
| 48 |
97
| 12 |
-99
| -31 |
50 |
11 |
19 |
-80 |
-80 |
-94
| -91
| 76 |
78 |
80 |
21 |
5 |
82 |
77 |
83 |
74 |
67 |
83 |
64 |
-4 |
-68 |
-77 |
JYM22 |
42 |
48 |
98
| 98
| 86 |
90
| |
26 |
90 |
-0 |
-93
| -24 |
68 |
15 |
12 |
-71 |
-72 |
-89 |
-86 |
54 |
59 |
61 |
-13 |
-32 |
96
| 93
| 85 |
89 |
95
| 85 |
53 |
-13 |
-69 |
-78 |
CDM22 |
73 |
81 |
26 |
20 |
64 |
48 |
26 |
|
55 |
77 |
-50 |
18 |
8 |
50 |
68 |
-20 |
-17 |
-37 |
-28 |
44 |
42 |
46 |
57 |
47 |
26 |
20 |
41 |
22 |
-41 |
40 |
39 |
-7 |
18 |
9 |
BPM22 |
71 |
74 |
85 |
85 |
95
| 97
| 90 |
55 |
|
23 |
-99
| -20 |
54 |
23 |
30 |
-75 |
-75 |
-91
| -87 |
73 |
74 |
77 |
23 |
5 |
84 |
79 |
86 |
75 |
49 |
86 |
63 |
-10 |
-58 |
-69 |
ADM22 |
38 |
52 |
3 |
-8 |
43 |
12 |
-0 |
77 |
23 |
|
-16 |
69 |
21 |
80 |
90
| 26 |
31 |
3 |
16 |
-10 |
-13 |
-8 |
25 |
21 |
-3 |
-7 |
3 |
-9 |
-17 |
2 |
26 |
-7 |
53 |
48 |
DXM22 |
-67 |
-71 |
-89 |
-88 |
-93
| -99
| -93
| -50 |
-99
| -16 |
|
26 |
-54 |
-17 |
-23 |
78 |
79 |
94
| 90
| -73 |
-76 |
-78 |
-17 |
-1 |
-86 |
-81 |
-86 |
-78 |
-65 |
-86 |
-63 |
8 |
64 |
75 |
GCM22 |
-28 |
-15 |
-22 |
-30 |
2 |
-31 |
-24 |
18 |
-20 |
69 |
26 |
|
34 |
87 |
72 |
65 |
68 |
44 |
56 |
-67 |
-69 |
-65 |
-32 |
-22 |
-28 |
-28 |
-39 |
-36 |
-18 |
-39 |
3 |
3 |
68 |
66 |
PLN22 |
-4 |
6 |
65 |
62 |
60 |
50 |
68 |
8 |
54 |
21 |
-54 |
34 |
|
52 |
39 |
-9 |
-11 |
-38 |
-31 |
-4 |
-1 |
3 |
-55 |
-48 |
59 |
58 |
39 |
47 |
-34 |
40 |
49 |
5 |
-26 |
-32 |
SIN22 |
6 |
20 |
15 |
7 |
44 |
11 |
15 |
50 |
23 |
80 |
-17 |
87 |
52 |
|
87 |
31 |
34 |
3 |
17 |
-31 |
-32 |
-27 |
-16 |
-17 |
12 |
10 |
3 |
0 |
-13 |
2 |
28 |
-3 |
48 |
40 |
HGN22 |
32 |
44 |
13 |
4 |
50 |
19 |
12 |
68 |
30 |
90
| -23 |
72 |
39 |
87 |
|
25 |
29 |
-2 |
11 |
-13 |
-16 |
-10 |
9 |
9 |
9 |
4 |
6 |
-1 |
-53 |
5 |
37 |
2 |
47 |
38 |
CLM22 |
-59 |
-54 |
-66 |
-71 |
-61 |
-80 |
-71 |
-20 |
-75 |
26 |
78 |
65 |
-9 |
31 |
25 |
|
100
| 91
| 94
| -84 |
-87 |
-86 |
-37 |
-11 |
-70 |
-67 |
-79 |
-67 |
-76 |
-79 |
-33 |
13 |
76 |
84 |
ITCON22 |
-56 |
-51 |
-67 |
-73 |
-59 |
-80 |
-72 |
-17 |
-75 |
31 |
79 |
68 |
-11 |
34 |
29 |
100
| |
91
| 95
| -84 |
-87 |
-86 |
-31 |
-10 |
-71 |
-68 |
-79 |
-69 |
-78 |
-79 |
-32 |
13 |
80 |
87 |
HOM22 |
-62 |
-63 |
-84 |
-86 |
-82 |
-94
| -89 |
-37 |
-91
| 3 |
94
| 44 |
-38 |
3 |
-2 |
91
| 91
| |
98
| -78 |
-82 |
-82 |
-23 |
0 |
-85 |
-81 |
-88 |
-80 |
-73 |
-88 |
-48 |
15 |
69 |
80 |
ITSM22 |
-59 |
-58 |
-81 |
-85 |
-75 |
-91
| -86 |
-28 |
-87 |
16 |
90
| 56 |
-31 |
17 |
11 |
94
| 95
| 98
| |
-80 |
-84 |
-84 |
-21 |
-2 |
-83 |
-79 |
-87 |
-79 |
-78 |
-87 |
-42 |
15 |
77 |
86 |
PILM22 |
79 |
72 |
50 |
54 |
56 |
76 |
54 |
44 |
73 |
-10 |
-73 |
-67 |
-4 |
-31 |
-13 |
-84 |
-84 |
-78 |
-80 |
|
99
| 99
| 64 |
48 |
53 |
48 |
69 |
53 |
-56 |
68 |
40 |
-1 |
-62 |
-69 |
DFM22 |
78 |
71 |
55 |
59 |
57 |
78 |
59 |
42 |
74 |
-13 |
-76 |
-69 |
-1 |
-32 |
-16 |
-87 |
-87 |
-82 |
-84 |
99
| |
100
| 60 |
41 |
59 |
54 |
74 |
59 |
-50 |
73 |
38 |
-5 |
-65 |
-71 |
FXM22 |
80 |
74 |
57 |
61 |
61 |
80 |
61 |
46 |
77 |
-8 |
-78 |
-65 |
3 |
-27 |
-10 |
-86 |
-86 |
-82 |
-84 |
99
| 100
| |
60 |
41 |
60 |
56 |
75 |
60 |
-45 |
74 |
41 |
-5 |
-63 |
-71 |
SZM22 |
73 |
66 |
-15 |
-13 |
16 |
21 |
-13 |
57 |
23 |
25 |
-17 |
-32 |
-55 |
-16 |
9 |
-37 |
-31 |
-23 |
-21 |
64 |
60 |
60 |
|
82 |
-11 |
-16 |
18 |
-5 |
-54 |
16 |
9 |
-1 |
5 |
-0 |
LQGM22 |
47 |
40 |
-38 |
-38 |
-4 |
5 |
-32 |
47 |
5 |
21 |
-1 |
-22 |
-48 |
-17 |
9 |
-11 |
-10 |
0 |
-2 |
48 |
41 |
41 |
82 |
|
-36 |
-42 |
-8 |
-36 |
-75 |
-10 |
20 |
26 |
12 |
12 |
OBM22 |
43 |
48 |
98
| 98
| 82 |
82 |
96
| 26 |
84 |
-3 |
-86 |
-28 |
59 |
12 |
9 |
-70 |
-71 |
-85 |
-83 |
53 |
59 |
60 |
-11 |
-36 |
|
99
| 92
| 97
| 47 |
92
| 35 |
-28 |
-64 |
-74 |
GBM22 |
37 |
42 |
96
| 97
| 77 |
77 |
93
| 20 |
79 |
-7 |
-81 |
-28 |
58 |
10 |
4 |
-67 |
-68 |
-81 |
-79 |
48 |
54 |
56 |
-16 |
-42 |
99
| |
90
| 97
| 62 |
91
| 28 |
-32 |
-63 |
-73 |
EPM22 |
60 |
63 |
86 |
88 |
80 |
83 |
85 |
41 |
86 |
3 |
-86 |
-39 |
39 |
3 |
6 |
-79 |
-79 |
-88 |
-87 |
69 |
74 |
75 |
18 |
-8 |
92
| 90
| |
91
| 80 |
100
| 26 |
-39 |
-62 |
-72 |
LFGM22 |
39 |
44 |
93
| 94
| 74 |
74 |
89 |
22 |
75 |
-9 |
-78 |
-36 |
47 |
0 |
-1 |
-67 |
-69 |
-80 |
-79 |
53 |
59 |
60 |
-5 |
-36 |
97
| 97
| 91
| |
27 |
91
| 23 |
-34 |
-60 |
-70 |
LFLM22 |
-54 |
-59 |
17 |
79 |
15 |
67 |
95
| -41 |
49 |
-17 |
-65 |
-18 |
-34 |
-13 |
-53 |
-76 |
-78 |
-73 |
-78 |
-56 |
-50 |
-45 |
-54 |
-75 |
47 |
62 |
80 |
27 |
|
82 |
35 |
38 |
-24 |
-14 |
LELM22 |
-35 |
-34 |
37 |
53 |
11 |
34 |
70 |
-53 |
23 |
-39 |
-30 |
-6 |
-36 |
-14 |
-38 |
-79 |
-79 |
-75 |
-79 |
-33 |
-33 |
-35 |
-0 |
-53 |
69 |
79 |
96
| 44 |
82 |
|
10 |
18 |
-34 |
-17 |
CCN22 |
-43 |
-68 |
-62 |
10 |
-17 |
56 |
40 |
31 |
63 |
43 |
-58 |
-26 |
13 |
4 |
-10 |
13 |
11 |
20 |
11 |
-61 |
-34 |
-40 |
-68 |
-49 |
-43 |
-27 |
17 |
-71 |
35 |
10 |
|
93
| 21 |
19 |
LCCN22 |
-58 |
-78 |
-53 |
22 |
-31 |
46 |
38 |
16 |
48 |
22 |
-46 |
-43 |
-2 |
-20 |
-18 |
8 |
6 |
16 |
7 |
-71 |
-54 |
-59 |
-75 |
-55 |
-36 |
-19 |
26 |
-62 |
38 |
18 |
93
| |
11 |
9 |
SBN22 |
37 |
28 |
-41 |
-41 |
-18 |
-5 |
-29 |
38 |
2 |
36 |
4 |
45 |
47 |
44 |
22 |
55 |
55 |
52 |
53 |
32 |
58 |
51 |
13 |
36 |
-29 |
-20 |
-40 |
-27 |
-26 |
-34 |
21 |
11 |
|
95
|
LSBQ22 |
39 |
29 |
-35 |
-42 |
-19 |
-7 |
-22 |
30 |
1 |
26 |
5 |
47 |
46 |
43 |
16 |
42 |
41 |
39 |
38 |
39 |
60 |
54 |
21 |
37 |
-21 |
-14 |
-23 |
-17 |
-14 |
-17 |
19 |
9 |
95
| |
|