|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 120 trading days) - Dec 03, 2024 |
|
YMZ24 |
ESZ24 |
NQZ24 |
QRZ24 |
NKZ24 |
USH25 |
TYH25 |
SFZ24 |
EUZ24 |
JYZ24 |
CDZ24 |
BPZ24 |
ADZ24 |
MPZ24 |
DXZ24 |
GCG25 |
PLF25 |
SIH25 |
HGH25 |
CLF25 |
CBG25 |
HOF25 |
RBF25 |
NGF25 |
KCH25 |
CCH25 |
SBH25 |
W_H25 |
C_H25 |
S_F25 |
SMF25 |
BOF25 |
CTH25 |
LCG25 |
HEG25 |
FCF25 |
JOF25 |
YMZ24 |
|
91
| 57 |
91
| 20 |
-29 |
-31 |
-11 |
-41 |
-0 |
-51 |
9 |
-22 |
-69 |
25 |
79 |
-12 |
46 |
-11 |
-62 |
-64 |
-68 |
-58 |
-71 |
86 |
64 |
66 |
-45 |
-11 |
-64 |
-66 |
7 |
4 |
18 |
83 |
-4 |
85 |
ESZ24 |
91
| |
85 |
80 |
51 |
-48 |
-51 |
-34 |
-51 |
-29 |
-50 |
-0 |
-13 |
-50 |
41 |
70 |
15 |
65 |
16 |
-38 |
-41 |
-45 |
-35 |
-54 |
77 |
66 |
71 |
-26 |
7 |
-43 |
-58 |
33 |
23 |
39 |
79 |
20 |
75 |
NQZ24 |
57 |
85 |
|
50 |
80 |
-64 |
-68 |
-63 |
-56 |
-63 |
-40 |
-21 |
-5 |
-6 |
57 |
33 |
40 |
65 |
42 |
7 |
5 |
2 |
10 |
-15 |
47 |
56 |
55 |
1 |
28 |
-1 |
-35 |
61 |
39 |
60 |
51 |
54 |
37 |
QRZ24 |
91
| 80 |
50 |
|
20 |
-36 |
-37 |
-22 |
-44 |
-8 |
-58 |
-0 |
-34 |
-53 |
31 |
61 |
-20 |
29 |
-25 |
-49 |
-52 |
-52 |
-45 |
-65 |
77 |
64 |
45 |
-58 |
-18 |
-60 |
-71 |
10 |
-11 |
20 |
68 |
6 |
67 |
NKZ24 |
20 |
51 |
80 |
20 |
|
-58 |
-57 |
-57 |
-28 |
-69 |
-7 |
-6 |
23 |
35 |
38 |
5 |
55 |
55 |
63 |
44 |
42 |
38 |
44 |
9 |
4 |
14 |
38 |
24 |
20 |
27 |
-7 |
69 |
52 |
64 |
10 |
60 |
-2 |
USH25 |
-29 |
-48 |
-64 |
-36 |
-58 |
|
99
| 88 |
83 |
92
| 74 |
67 |
56 |
1 |
-90 |
-9 |
-23 |
-37 |
-8 |
-27 |
-26 |
-31 |
-35 |
15 |
-17 |
-49 |
-30 |
6 |
-32 |
-5 |
44 |
-72 |
-4 |
-73 |
-43 |
-74 |
-8 |
TYH25 |
-31 |
-51 |
-68 |
-37 |
-57 |
99
| |
90 |
86 |
92
| 75 |
71 |
58 |
4 |
-92
| -8 |
-20 |
-35 |
-6 |
-25 |
-24 |
-29 |
-32 |
15 |
-20 |
-55 |
-28 |
9 |
-36 |
-3 |
46 |
-70 |
-4 |
-69 |
-46 |
-73 |
-12 |
SFZ24 |
-11 |
-34 |
-63 |
-22 |
-57 |
88 |
90 |
|
85 |
93
| 65 |
80 |
55 |
-24 |
-94
| 22 |
-20 |
-16 |
-4 |
-42 |
-41 |
-47 |
-48 |
-15 |
-11 |
-51 |
-6 |
-1 |
-34 |
-24 |
25 |
-62 |
-2 |
-71 |
-19 |
-85 |
8 |
EUZ24 |
-41 |
-51 |
-56 |
-44 |
-28 |
83 |
86 |
85 |
|
74 |
86 |
83 |
77 |
24 |
-97
| -8 |
3 |
-17 |
20 |
-2 |
-2 |
-8 |
-10 |
13 |
-41 |
-74 |
-23 |
15 |
-35 |
6 |
43 |
-44 |
12 |
-59 |
-56 |
-67 |
-27 |
JYZ24 |
-0 |
-29 |
-63 |
-8 |
-69 |
92
| 92
| 93
| 74 |
|
52 |
70 |
39 |
-32 |
-86 |
21 |
-38 |
-29 |
-25 |
-53 |
-52 |
-57 |
-58 |
-20 |
6 |
-33 |
-13 |
-17 |
-39 |
-34 |
13 |
-75 |
-18 |
-76 |
-15 |
-86 |
18 |
CDZ24 |
-51 |
-50 |
-40 |
-58 |
-7 |
74 |
75 |
65 |
86 |
52 |
|
68 |
88 |
41 |
-81 |
-31 |
13 |
-18 |
37 |
21 |
22 |
16 |
12 |
46 |
-44 |
-70 |
-22 |
35 |
-9 |
38 |
63 |
-26 |
32 |
-44 |
-64 |
-41 |
-38 |
BPZ24 |
9 |
-0 |
-21 |
-0 |
-6 |
67 |
71 |
80 |
83 |
70 |
68 |
|
79 |
-8 |
-88 |
38 |
13 |
22 |
34 |
-34 |
-35 |
-44 |
-40 |
-20 |
-2 |
-47 |
24 |
8 |
-29 |
-14 |
22 |
-27 |
32 |
-38 |
-11 |
-63 |
17 |
ADZ24 |
-22 |
-13 |
-5 |
-34 |
23 |
56 |
58 |
55 |
77 |
39 |
88 |
79 |
|
34 |
-73 |
0 |
37 |
21 |
65 |
16 |
16 |
6 |
8 |
30 |
-23 |
-55 |
15 |
41 |
-3 |
32 |
53 |
-5 |
58 |
-19 |
-39 |
-29 |
-18 |
MPZ24 |
-69 |
-50 |
-6 |
-53 |
35 |
1 |
4 |
-24 |
24 |
-32 |
41 |
-8 |
34 |
|
-5 |
-70 |
39 |
-17 |
37 |
84 |
84 |
83 |
82 |
71 |
-63 |
-49 |
-45 |
37 |
8 |
67 |
48 |
20 |
24 |
24 |
-79 |
42 |
-79 |
DXZ24 |
25 |
41 |
57 |
31 |
38 |
-90 |
-92
| -94
| -97
| -86 |
-81 |
-88 |
-73 |
-5 |
|
-7 |
7 |
16 |
-11 |
21 |
19 |
28 |
29 |
-1 |
25 |
64 |
14 |
-7 |
37 |
7 |
-35 |
54 |
-8 |
66 |
41 |
77 |
9 |
GCG25 |
79 |
70 |
33 |
61 |
5 |
-9 |
-8 |
22 |
-8 |
21 |
-31 |
38 |
0 |
-70 |
-7 |
|
14 |
69 |
12 |
-67 |
-69 |
-77 |
-65 |
-77 |
62 |
30 |
75 |
-23 |
-18 |
-67 |
-50 |
0 |
14 |
7 |
76 |
-31 |
82 |
PLF25 |
-12 |
15 |
40 |
-20 |
55 |
-23 |
-20 |
-20 |
3 |
-38 |
13 |
13 |
37 |
39 |
7 |
14 |
|
71 |
76 |
33 |
32 |
26 |
34 |
17 |
-25 |
-27 |
34 |
45 |
20 |
34 |
28 |
43 |
63 |
52 |
-4 |
36 |
-14 |
SIH25 |
46 |
65 |
65 |
29 |
55 |
-37 |
-35 |
-16 |
-17 |
-29 |
-18 |
22 |
21 |
-17 |
16 |
69 |
71 |
|
65 |
-13 |
-15 |
-23 |
-11 |
-32 |
29 |
17 |
75 |
21 |
16 |
-11 |
-15 |
46 |
55 |
50 |
53 |
20 |
43 |
HGH25 |
-11 |
16 |
42 |
-25 |
63 |
-8 |
-6 |
-4 |
20 |
-25 |
37 |
34 |
65 |
37 |
-11 |
12 |
76 |
65 |
|
37 |
36 |
28 |
34 |
29 |
-21 |
-26 |
48 |
68 |
40 |
52 |
47 |
53 |
80 |
49 |
-3 |
31 |
-16 |
CLF25 |
-62 |
-38 |
7 |
-49 |
44 |
-27 |
-25 |
-42 |
-2 |
-53 |
21 |
-34 |
16 |
84 |
21 |
-67 |
33 |
-13 |
37 |
|
100
| 98
| 99
| 68 |
-60 |
-30 |
-35 |
37 |
20 |
64 |
36 |
37 |
25 |
36 |
-59 |
58 |
-76 |
CBG25 |
-64 |
-41 |
5 |
-52 |
42 |
-26 |
-24 |
-41 |
-2 |
-52 |
22 |
-35 |
16 |
84 |
19 |
-69 |
32 |
-15 |
36 |
100
| |
98
| 99
| 69 |
-62 |
-31 |
-37 |
38 |
21 |
65 |
38 |
35 |
23 |
34 |
-61 |
57 |
-78 |
HOF25 |
-68 |
-45 |
2 |
-52 |
38 |
-31 |
-29 |
-47 |
-8 |
-57 |
16 |
-44 |
6 |
83 |
28 |
-77 |
26 |
-23 |
28 |
98
| 98
| |
97
| 72 |
-63 |
-27 |
-43 |
35 |
23 |
69 |
38 |
38 |
15 |
34 |
-61 |
61 |
-81 |
RBF25 |
-58 |
-35 |
10 |
-45 |
44 |
-35 |
-32 |
-48 |
-10 |
-58 |
12 |
-40 |
8 |
82 |
29 |
-65 |
34 |
-11 |
34 |
99
| 99
| 97
| |
64 |
-58 |
-26 |
-31 |
35 |
20 |
61 |
31 |
41 |
22 |
41 |
-55 |
62 |
-74 |
NGF25 |
-71 |
-54 |
-15 |
-65 |
9 |
15 |
15 |
-15 |
13 |
-20 |
46 |
-20 |
30 |
71 |
-1 |
-77 |
17 |
-32 |
29 |
68 |
69 |
72 |
64 |
|
-50 |
-26 |
-42 |
54 |
48 |
81 |
72 |
5 |
28 |
16 |
-62 |
41 |
-70 |
KCH25 |
86 |
77 |
47 |
77 |
4 |
-17 |
-20 |
-11 |
-41 |
6 |
-44 |
-2 |
-23 |
-63 |
25 |
62 |
-25 |
29 |
-21 |
-60 |
-62 |
-63 |
-58 |
-50 |
|
77 |
52 |
-48 |
-8 |
-56 |
-60 |
-8 |
-8 |
6 |
70 |
-1 |
83 |
CCH25 |
64 |
66 |
56 |
64 |
14 |
-49 |
-55 |
-51 |
-74 |
-33 |
-70 |
-47 |
-55 |
-49 |
64 |
30 |
-27 |
17 |
-26 |
-30 |
-31 |
-27 |
-26 |
-26 |
77 |
|
29 |
-34 |
22 |
-31 |
-55 |
14 |
-21 |
27 |
66 |
35 |
55 |
SBH25 |
66 |
71 |
55 |
45 |
38 |
-30 |
-28 |
-6 |
-23 |
-13 |
-22 |
24 |
15 |
-45 |
14 |
75 |
34 |
75 |
48 |
-35 |
-37 |
-43 |
-31 |
-42 |
52 |
29 |
|
14 |
19 |
-16 |
-17 |
41 |
53 |
46 |
72 |
12 |
61 |
W_H25 |
-45 |
-26 |
1 |
-58 |
24 |
6 |
9 |
-1 |
15 |
-17 |
35 |
8 |
41 |
37 |
-7 |
-23 |
45 |
21 |
68 |
37 |
38 |
35 |
35 |
54 |
-48 |
-34 |
14 |
|
67 |
75 |
78 |
35 |
57 |
35 |
-17 |
28 |
-40 |
C_H25 |
-11 |
7 |
28 |
-18 |
20 |
-32 |
-36 |
-34 |
-35 |
-39 |
-9 |
-29 |
-3 |
8 |
37 |
-18 |
20 |
16 |
40 |
20 |
21 |
23 |
20 |
48 |
-8 |
22 |
19 |
67 |
|
65 |
51 |
44 |
43 |
51 |
23 |
51 |
-17 |
S_F25 |
-64 |
-43 |
-1 |
-60 |
27 |
-5 |
-3 |
-24 |
6 |
-34 |
38 |
-14 |
32 |
67 |
7 |
-67 |
34 |
-11 |
52 |
64 |
65 |
69 |
61 |
81 |
-56 |
-31 |
-16 |
75 |
65 |
|
83 |
44 |
47 |
38 |
-45 |
52 |
-69 |
SMF25 |
-66 |
-58 |
-35 |
-71 |
-7 |
44 |
46 |
25 |
43 |
13 |
63 |
22 |
53 |
48 |
-35 |
-50 |
28 |
-15 |
47 |
36 |
38 |
38 |
31 |
72 |
-60 |
-55 |
-17 |
78 |
51 |
83 |
|
1 |
48 |
8 |
-48 |
11 |
-60 |
BOF25 |
7 |
33 |
61 |
10 |
69 |
-72 |
-70 |
-62 |
-44 |
-75 |
-26 |
-27 |
-5 |
20 |
54 |
0 |
43 |
46 |
53 |
37 |
35 |
38 |
41 |
5 |
-8 |
14 |
41 |
35 |
44 |
44 |
1 |
|
39 |
67 |
23 |
60 |
-12 |
CTH25 |
4 |
23 |
39 |
-11 |
52 |
-4 |
-4 |
-2 |
12 |
-18 |
32 |
32 |
58 |
24 |
-8 |
14 |
63 |
55 |
80 |
25 |
23 |
15 |
22 |
28 |
-8 |
-21 |
53 |
57 |
43 |
47 |
48 |
39 |
|
48 |
11 |
31 |
-3 |
LCG25 |
18 |
39 |
60 |
20 |
64 |
-73 |
-69 |
-71 |
-59 |
-76 |
-44 |
-38 |
-19 |
24 |
66 |
7 |
52 |
50 |
49 |
36 |
34 |
34 |
41 |
16 |
6 |
27 |
46 |
35 |
51 |
38 |
8 |
67 |
48 |
|
32 |
88 |
-5 |
HEG25 |
83 |
79 |
51 |
68 |
10 |
-43 |
-46 |
-19 |
-56 |
-15 |
-64 |
-11 |
-39 |
-79 |
41 |
76 |
-4 |
53 |
-3 |
-59 |
-61 |
-61 |
-55 |
-62 |
70 |
66 |
72 |
-17 |
23 |
-45 |
-48 |
23 |
11 |
32 |
|
8 |
79 |
FCF25 |
-4 |
20 |
54 |
6 |
60 |
-74 |
-73 |
-85 |
-67 |
-86 |
-41 |
-63 |
-29 |
42 |
77 |
-31 |
36 |
20 |
31 |
58 |
57 |
61 |
62 |
41 |
-1 |
35 |
12 |
28 |
51 |
52 |
11 |
60 |
31 |
88 |
8 |
|
-25 |
JOF25 |
85 |
75 |
37 |
67 |
-2 |
-8 |
-12 |
8 |
-27 |
18 |
-38 |
17 |
-18 |
-79 |
9 |
82 |
-14 |
43 |
-16 |
-76 |
-78 |
-81 |
-74 |
-70 |
83 |
55 |
61 |
-40 |
-17 |
-69 |
-60 |
-12 |
-3 |
-5 |
79 |
-25 |
|
|