|
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) - Apr 24, 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 |
|
86 |
87 |
-24 |
-30 |
-44 |
-23 |
-48 |
-24 |
12 |
-40 |
28 |
9 |
-53 |
-7 |
0 |
42 |
40 |
61 |
66 |
69 |
66 |
71 |
70 |
23 |
-51 |
-54 |
-64 |
-27 |
-63 |
34 |
21 |
52 |
40 |
ESM24 |
86 |
|
95
| -58 |
-66 |
-79 |
-51 |
-77 |
-61 |
-15 |
-62 |
59 |
52 |
-38 |
37 |
40 |
77 |
76 |
74 |
86 |
90 |
90
| 94
| 84 |
51 |
-76 |
-81 |
-89 |
-51 |
-88 |
70 |
-0 |
24 |
18 |
NQM24 |
87 |
95
| |
-48 |
-52 |
-65 |
-45 |
-67 |
-51 |
-4 |
-60 |
50 |
30 |
-48 |
15 |
16 |
62 |
60 |
77 |
83 |
74 |
75 |
81 |
70 |
26 |
-69 |
-73 |
-81 |
-50 |
-80 |
50 |
11 |
43 |
35 |
USM24 |
-24 |
-58 |
-48 |
|
98
| 88 |
89 |
93
| 92
| 71 |
85 |
-93
| -65 |
32 |
-57 |
-67 |
-78 |
-79 |
-55 |
-63 |
-57 |
-58 |
-65 |
-42 |
-47 |
91
| 89 |
82 |
90 |
82 |
-81 |
16 |
8 |
2 |
TYM24 |
-30 |
-66 |
-52 |
98
| |
93
| 86 |
93
| 92
| 70 |
81 |
-92
| -74 |
23 |
-66 |
-74 |
-84 |
-85 |
-54 |
-67 |
-70 |
-70 |
-75 |
-52 |
-59 |
90
| 91
| 87 |
83 |
87 |
-89 |
17 |
16 |
13 |
SFM24 |
-44 |
-79 |
-65 |
88 |
93
| |
82 |
93
| 91
| 64 |
80 |
-90
| -79 |
25 |
-69 |
-73 |
-91
| -91
| -61 |
-76 |
-82 |
-84 |
-87 |
-67 |
-68 |
85 |
89 |
89 |
71 |
89 |
-94
| 29 |
11 |
7 |
EUM24 |
-23 |
-51 |
-45 |
89 |
86 |
82 |
|
88 |
90 |
84 |
93
| -98
| -54 |
39 |
-44 |
-52 |
-65 |
-66 |
-53 |
-60 |
-44 |
-46 |
-55 |
-26 |
-38 |
78 |
75 |
71 |
85 |
72 |
-74 |
21 |
-3 |
-8 |
JYM24 |
-48 |
-77 |
-67 |
93
| 93
| 93
| 88 |
|
92
| 63 |
90
| -94
| -66 |
44 |
-53 |
-62 |
-83 |
-83 |
-64 |
-75 |
-71 |
-73 |
-79 |
-59 |
-53 |
93
| 93
| 92
| 85 |
92
| -86 |
16 |
-3 |
-6 |
CDM24 |
-24 |
-61 |
-51 |
92
| 92
| 91
| 90 |
92
| |
70 |
90 |
-94
| -69 |
34 |
-58 |
-64 |
-75 |
-76 |
-48 |
-60 |
-61 |
-65 |
-69 |
-47 |
-49 |
87 |
88 |
84 |
84 |
84 |
-84 |
22 |
13 |
9 |
BPM24 |
12 |
-15 |
-4 |
71 |
70 |
64 |
84 |
63 |
70 |
|
64 |
-82 |
-53 |
6 |
-52 |
-58 |
-49 |
-51 |
-17 |
-26 |
-21 |
-22 |
-27 |
3 |
-46 |
46 |
44 |
37 |
56 |
38 |
-65 |
41 |
30 |
20 |
ADM24 |
-40 |
-62 |
-60 |
85 |
81 |
80 |
93
| 90
| 90 |
64 |
|
-92
| -41 |
62 |
-26 |
-36 |
-59 |
-59 |
-58 |
-63 |
-49 |
-50 |
-60 |
-36 |
-21 |
88 |
85 |
82 |
91
| 82 |
-66 |
1 |
-21 |
-21 |
DXM24 |
28 |
59 |
50 |
-93
| -92
| -90
| -98
| -94
| -94
| -82 |
-92
| |
65 |
-36 |
54 |
62 |
75 |
76 |
54 |
64 |
56 |
58 |
65 |
39 |
49 |
-84 |
-83 |
-79 |
-85 |
-80 |
83 |
-25 |
-3 |
3 |
GCM24 |
9 |
52 |
30 |
-65 |
-74 |
-79 |
-54 |
-66 |
-69 |
-53 |
-41 |
65 |
|
29 |
96
| 93
| 85 |
86 |
30 |
50 |
67 |
74 |
68 |
57 |
84 |
-52 |
-57 |
-58 |
-35 |
-58 |
91
| -47 |
-50 |
-41 |
PLN24 |
-53 |
-38 |
-48 |
32 |
23 |
25 |
39 |
44 |
34 |
6 |
62 |
-36 |
29 |
|
46 |
32 |
-1 |
-0 |
-37 |
-30 |
-11 |
-10 |
-19 |
-13 |
36 |
51 |
46 |
45 |
56 |
46 |
-3 |
-36 |
-59 |
-51 |
SIK24 |
-7 |
37 |
15 |
-57 |
-66 |
-69 |
-44 |
-53 |
-58 |
-52 |
-26 |
54 |
96
| 46 |
|
94
| 79 |
81 |
23 |
42 |
59 |
63 |
57 |
46 |
83 |
-38 |
-44 |
-43 |
-25 |
-44 |
83 |
-50 |
-60 |
-48 |
HGK24 |
0 |
40 |
16 |
-67 |
-74 |
-73 |
-52 |
-62 |
-64 |
-58 |
-36 |
62 |
93
| 32 |
94
| |
81 |
82 |
23 |
42 |
63 |
66 |
62 |
51 |
84 |
-48 |
-53 |
-50 |
-36 |
-50 |
87 |
-41 |
-53 |
-42 |
CLM24 |
42 |
77 |
62 |
-78 |
-84 |
-91
| -65 |
-83 |
-75 |
-49 |
-59 |
75 |
85 |
-1 |
79 |
81 |
|
100
| 68 |
82 |
84 |
87 |
87 |
72 |
77 |
-73 |
-77 |
-78 |
-55 |
-78 |
92
| -35 |
-15 |
-8 |
ITCOM24 |
40 |
76 |
60 |
-79 |
-85 |
-91
| -66 |
-83 |
-76 |
-51 |
-59 |
76 |
86 |
-0 |
81 |
82 |
100
| |
68 |
81 |
82 |
86 |
85 |
71 |
78 |
-73 |
-77 |
-78 |
-55 |
-78 |
93
| -36 |
-16 |
-8 |
HOK24 |
61 |
74 |
77 |
-55 |
-54 |
-61 |
-53 |
-64 |
-48 |
-17 |
-58 |
54 |
30 |
-37 |
23 |
23 |
68 |
68 |
|
95
| 60 |
58 |
67 |
52 |
22 |
-65 |
-64 |
-67 |
-55 |
-66 |
47 |
3 |
44 |
44 |
ITSK24 |
66 |
86 |
83 |
-63 |
-67 |
-76 |
-60 |
-75 |
-60 |
-26 |
-63 |
64 |
50 |
-30 |
42 |
42 |
82 |
81 |
95
| |
77 |
75 |
83 |
65 |
43 |
-72 |
-74 |
-79 |
-56 |
-79 |
66 |
-5 |
28 |
27 |
PILM24 |
69 |
90 |
74 |
-57 |
-70 |
-82 |
-44 |
-71 |
-61 |
-21 |
-49 |
56 |
67 |
-11 |
59 |
63 |
84 |
82 |
60 |
77 |
|
97
| 98
| 91
| 74 |
-68 |
-76 |
-83 |
-39 |
-82 |
80 |
-5 |
-9 |
-12 |
DFM24 |
66 |
90
| 75 |
-58 |
-70 |
-84 |
-46 |
-73 |
-65 |
-22 |
-50 |
58 |
74 |
-10 |
63 |
66 |
87 |
86 |
58 |
75 |
97
| |
97
| 91
| 77 |
-68 |
-76 |
-82 |
-38 |
-82 |
84 |
-21 |
-8 |
-7 |
FXM24 |
71 |
94
| 81 |
-65 |
-75 |
-87 |
-55 |
-79 |
-69 |
-27 |
-60 |
65 |
68 |
-19 |
57 |
62 |
87 |
85 |
67 |
83 |
98
| 97
| |
88 |
70 |
-75 |
-83 |
-89 |
-50 |
-89 |
83 |
-8 |
-1 |
-4 |
SZM24 |
70 |
84 |
70 |
-42 |
-52 |
-67 |
-26 |
-59 |
-47 |
3 |
-36 |
39 |
57 |
-13 |
46 |
51 |
73 |
71 |
52 |
65 |
91
| 91
| 88 |
|
66 |
-60 |
-67 |
-74 |
-27 |
-73 |
67 |
-5 |
3 |
0 |
LQGM24 |
23 |
51 |
28 |
-47 |
-59 |
-68 |
-38 |
-53 |
-49 |
-46 |
-21 |
49 |
84 |
36 |
83 |
84 |
77 |
78 |
22 |
43 |
74 |
77 |
70 |
66 |
|
-35 |
-42 |
-46 |
-13 |
-47 |
84 |
-53 |
-47 |
-37 |
OBM24 |
-51 |
-76 |
-69 |
91
| 90
| 85 |
78 |
93
| 87 |
46 |
88 |
-84 |
-52 |
51 |
-38 |
-48 |
-73 |
-73 |
-65 |
-72 |
-68 |
-68 |
-75 |
-60 |
-35 |
|
99
| 94
| 91
| 95
| -73 |
-6 |
-12 |
-14 |
GBM24 |
-54 |
-81 |
-72 |
89 |
91
| 89 |
75 |
93
| 88 |
44 |
85 |
-83 |
-57 |
46 |
-44 |
-53 |
-77 |
-77 |
-64 |
-74 |
-76 |
-76 |
-83 |
-67 |
-42 |
99
| |
97
| 86 |
98
| -78 |
-5 |
-6 |
-6 |
EPM24 |
-64 |
-89 |
-81 |
82 |
87 |
89 |
71 |
92
| 84 |
37 |
82 |
-79 |
-58 |
45 |
-43 |
-50 |
-78 |
-78 |
-67 |
-79 |
-83 |
-82 |
-89 |
-74 |
-46 |
94
| 97
| |
78 |
100
| -78 |
-6 |
-8 |
-5 |
LFGM24 |
-27 |
-51 |
-51 |
90 |
83 |
71 |
85 |
85 |
84 |
56 |
91
| -85 |
-35 |
56 |
-25 |
-36 |
-54 |
-55 |
-55 |
-56 |
-39 |
-38 |
-50 |
-27 |
-13 |
91
| 86 |
78 |
|
78 |
-57 |
-7 |
-16 |
-20 |
LELM24 |
-63 |
-88 |
-81 |
82 |
87 |
89 |
72 |
92
| 84 |
38 |
82 |
-80 |
-58 |
46 |
-44 |
-50 |
-78 |
-78 |
-66 |
-79 |
-82 |
-82 |
-89 |
-73 |
-47 |
95
| 98
| 100
| 78 |
|
-78 |
-6 |
-6 |
-4 |
CCN24 |
34 |
70 |
52 |
-81 |
-89 |
-94
| -74 |
-86 |
-84 |
-65 |
-66 |
83 |
91
| -3 |
83 |
87 |
92
| 93
| 47 |
66 |
80 |
84 |
83 |
67 |
84 |
-73 |
-78 |
-78 |
-57 |
-78 |
|
-42 |
-28 |
-21 |
LCCN24 |
21 |
-0 |
11 |
16 |
17 |
29 |
21 |
16 |
22 |
41 |
1 |
-25 |
-47 |
-36 |
-50 |
-41 |
-35 |
-36 |
3 |
-5 |
-5 |
-21 |
-8 |
-5 |
-53 |
-6 |
-5 |
-6 |
-7 |
-6 |
-42 |
|
24 |
2 |
SBN24 |
52 |
24 |
43 |
8 |
16 |
11 |
-3 |
-3 |
13 |
30 |
-21 |
-3 |
-50 |
-59 |
-60 |
-53 |
-13 |
-16 |
44 |
28 |
-9 |
-8 |
-1 |
3 |
-47 |
-12 |
-6 |
-8 |
-16 |
-6 |
-28 |
24 |
|
95
|
LSBQ24 |
40 |
18 |
35 |
2 |
13 |
7 |
-8 |
-6 |
9 |
20 |
-21 |
3 |
-41 |
-51 |
-48 |
-42 |
-6 |
-8 |
44 |
27 |
-12 |
-7 |
-4 |
0 |
-37 |
-14 |
-6 |
-5 |
-20 |
-4 |
-21 |
2 |
95
| |
|