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MRCI's Inter-Market Correlations

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MRCI's Inter-Market Correlations(prev 120 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 90 86 85 56 56 65 67 71 51 41 69 24 -70 -45 -23 -14 3 -65 -64 -68 -72 -61 43 9 -20 -69 -66 -59 -29 -74 -54 51 -34 44 16 -47
ESM22 97   97 94 85 66 65 72 75 75 59 40 70 28 -74 -44 -21 -9 3 -70 -68 -75 -78 -68 42 1 -17 -68 -71 -67 -35 -81 -64 46 -36 42 11 -58
NQM22 90 97   97 84 78 76 84 75 78 69 24 68 13 -77 -56 -25 -20 -14 -82 -80 -84 -87 -76 45 -12 -23 -74 -81 -81 -54 -90 -75 43 -50 40 5 -69
QRM22 86 94 97   80 75 74 79 73 74 67 26 66 21 -74 -44 -17 -7 -5 -74 -73 -78 -82 -74 40 -13 -16 -64 -75 -74 -46 -84 -75 39 -43 38 11 -69
NKM22 85 85 84 80   42 42 58 39 49 30 23 38 8 -46 -60 -50 -37 -23 -63 -62 -56 -62 -42 26 -20 -9 -60 -56 -67 -52 -64 -38 30 -51 15 -14 -33
USM22 56 66 78 75 42   99 93 82 85 96 -5 74 -14 -86 -53 10 -19 -25 -82 -83 -91 -88 -95 54 -8 -51 -75 -91 -79 -54 -92 -96 40 -51 55 32 -91
TYM22 56 65 76 74 42 99   95 80 86 96 -8 75 -21 -87 -57 10 -23 -29 -84 -85 -92 -88 -94 56 -8 -56 -78 -94 -80 -57 -92 -96 42 -56 57 34 -90
EDM22 65 72 84 79 58 93 95   74 84 89 -5 72 -26 -84 -71 -9 -36 -40 -92 -93 -95 -94 -89 57 -19 -51 -85 -96 -91 -72 -95 -91 41 -69 48 16 -81
SFM22 67 75 75 73 39 82 80 74   91 87 43 93 31 -94 -18 32 22 23 -62 -62 -80 -77 -86 63 28 -38 -68 -77 -50 -15 -79 -80 55 -10 70 43 -77
EUM22 71 75 78 74 49 85 86 84 91   92 26 94 1 -99 -47 20 -8 -5 -78 -79 -91 -87 -92 75 25 -62 -87 -91 -64 -33 -88 -84 71 -29 80 42 -84
JYM22 51 59 69 67 30 96 96 89 87 92   5 85 -12 -93 -46 28 -9 -15 -76 -78 -90 -84 -96 67 11 -61 -78 -92 -69 -42 -87 -94 51 -39 70 43 -93
CDM22 41 40 24 26 23 -5 -8 -5 43 26 5   44 76 -30 33 25 56 71 14 15 -4 -3 -8 21 46 21 -3 -1 17 37 -5 7 22 45 25 11 1
BPM22 69 70 68 66 38 74 75 72 93 94 85 44   19 -96 -26 38 14 18 -61 -62 -79 -74 -84 73 40 -55 -76 -79 -45 -11 -75 -73 70 -10 82 51 -73
ADM22 24 28 13 21 8 -14 -21 -26 31 1 -12 76 19   -6 67 31 79 87 36 38 18 18 8 -12 35 51 33 26 37 60 11 13 -4 63 2 10 8
DXM22 -70 -74 -77 -74 -46 -86 -87 -84 -94 -99 -93 -30 -96 -6   42 -25 2 0 76 76 91 86 93 -74 -26 59 84 91 63 30 87 85 -68 27 -79 -43 85
GCM22 -45 -44 -56 -44 -60 -53 -57 -71 -18 -47 -46 33 -26 67 42   52 87 79 80 81 66 68 49 -38 35 55 76 72 82 84 65 48 -29 85 -20 16 43
PLN22 -23 -21 -25 -17 -50 10 10 -9 32 20 28 25 38 31 -25 52   63 54 31 30 7 18 -16 23 59 -17 12 2 40 53 12 -9 24 55 49 53 -22
SIN22 -14 -9 -20 -7 -37 -19 -23 -36 22 -8 -9 56 14 79 2 87 63   89 50 52 30 32 12 -12 43 45 48 37 56 70 30 14 -5 78 6 24 11
HGN22 3 3 -14 -5 -23 -25 -29 -40 23 -5 -15 71 18 87 0 79 54 89   52 54 31 34 16 -5 53 42 42 38 59 77 30 23 3 80 9 24 18
CLM22 -65 -70 -82 -74 -63 -82 -84 -92 -62 -78 -76 14 -61 36 76 80 31 50 52   100 94 97 80 -55 25 52 89 91 93 77 92 83 -44 73 -41 -4 71
CBN22 -64 -68 -80 -73 -62 -83 -85 -93 -62 -79 -78 15 -62 38 76 81 30 52 54 100   95 97 81 -56 24 56 90 92 92 76 91 83 -45 73 -43 -6 73
HOM22 -68 -75 -84 -78 -56 -91 -92 -95 -80 -91 -90 -4 -79 18 91 66 7 30 31 94 95   98 92 -65 7 55 89 97 85 60 96 91 -53 55 -57 -18 85
RBM22 -72 -78 -87 -82 -62 -88 -88 -94 -77 -87 -84 -3 -74 18 86 68 18 32 34 97 97 98   88 -60 13 50 89 94 89 65 95 89 -50 60 -51 -12 78
NGM22 -61 -68 -76 -74 -42 -95 -94 -89 -86 -92 -96 -8 -84 8 93 49 -16 12 16 80 81 92 88   -61 -7 57 80 93 72 42 91 95 -51 41 -68 -41 92
KCN22 43 42 45 40 26 54 56 57 63 75 67 21 73 -12 -74 -38 23 -12 -5 -55 -56 -65 -60 -61   44 -52 -71 -65 -40 -24 -56 -52 71 -19 64 32 -56
CCN22 9 1 -12 -13 -20 -8 -8 -19 28 25 11 46 40 35 -26 35 59 43 53 25 24 7 13 -7 44   -14 -7 3 39 57 8 11 44 52 52 49 -5
SBN22 -20 -17 -23 -16 -9 -51 -56 -51 -38 -62 -61 21 -55 51 59 55 -17 45 42 52 56 55 50 57 -52 -14   72 64 36 26 45 48 -57 33 -71 -48 55
W_N22 -69 -68 -74 -64 -60 -75 -78 -85 -68 -87 -78 -3 -76 33 84 76 12 48 42 89 90 89 89 80 -71 -7 72   92 77 58 85 72 -64 57 -65 -23 68
C_N22 -66 -71 -81 -75 -56 -91 -94 -96 -77 -91 -92 -1 -79 26 91 72 2 37 38 91 92 97 94 93 -65 3 64 92   87 64 96 90 -53 61 -64 -23 86
S_N22 -59 -67 -81 -74 -67 -79 -80 -91 -50 -64 -69 17 -45 37 63 82 40 56 59 93 92 85 89 72 -40 39 36 77 87   90 89 78 -21 85 -22 10 65
SMN22 -29 -35 -54 -46 -52 -54 -57 -72 -15 -33 -42 37 -11 60 30 84 53 70 77 77 76 60 65 42 -24 57 26 58 64 90   62 52 -1 91 6 31 38
BON22 -74 -81 -90 -84 -64 -92 -92 -95 -79 -88 -87 -5 -75 11 87 65 12 30 30 92 91 96 95 91 -56 8 45 85 96 89 62   91 -44 60 -53 -17 84
CTN22 -54 -64 -75 -75 -38 -96 -96 -91 -80 -84 -94 7 -73 13 85 48 -9 14 23 83 83 91 89 95 -52 11 48 72 90 78 52 91   -38 49 -54 -34 91
LCM22 51 46 43 39 30 40 42 41 55 71 51 22 70 -4 -68 -29 24 -5 3 -44 -45 -53 -50 -51 71 44 -57 -64 -53 -21 -1 -44 -38   5 82 37 -50
HEM22 -34 -36 -50 -43 -51 -51 -56 -69 -10 -29 -39 45 -10 63 27 85 55 78 80 73 73 55 60 41 -19 52 33 57 61 85 91 60 49 5   6 16 33
FCQ22 44 42 40 38 15 55 57 48 70 80 70 25 82 2 -79 -20 49 6 9 -41 -43 -57 -51 -68 64 52 -71 -65 -64 -22 6 -53 -54 82 6   62 -65
LBN22 16 11 5 11 -14 32 34 16 43 42 43 11 51 10 -43 16 53 24 24 -4 -6 -18 -12 -41 32 49 -48 -23 -23 10 31 -17 -34 37 16 62   -37
JON22 -47 -58 -69 -69 -33 -91 -90 -81 -77 -84 -93 1 -73 8 85 43 -22 11 18 71 73 85 78 92 -56 -5 55 68 86 65 38 84 91 -50 33 -65 -37  
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