|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 120 trading days) - Apr 26, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
CBM24 |
HOK24 |
RBK24 |
NGK24 |
KCK24 |
CCK24 |
SBK24 |
W_K24 |
C_K24 |
S_K24 |
SMK24 |
BOK24 |
CTK24 |
LCM24 |
HEM24 |
FCK24 |
JOK24 |
YMM24 |
|
93
| 94
| 94
| 79 |
45 |
22 |
-13 |
-9 |
-30 |
37 |
61 |
10 |
-2 |
38 |
-0 |
8 |
35 |
30 |
32 |
19 |
55 |
-87 |
39 |
52 |
-68 |
-51 |
-82 |
-84 |
-90 |
-63 |
67 |
51 |
51 |
57 |
-4 |
ESM24 |
93
| |
98
| 87 |
94
| 15 |
-9 |
-44 |
-28 |
-57 |
7 |
42 |
-14 |
24 |
59 |
-6 |
30 |
52 |
58 |
60 |
40 |
78 |
-93
| 50 |
74 |
-60 |
-74 |
-91
| -90 |
-94
| -66 |
70 |
59 |
75 |
62 |
17 |
NQM24 |
94
| 98
| |
88 |
90
| 23 |
1 |
-33 |
-22 |
-49 |
14 |
48 |
-10 |
16 |
46 |
-9 |
17 |
39 |
48 |
49 |
40 |
70 |
-89 |
42 |
62 |
-56 |
-68 |
-89 |
-88 |
-92
| -65 |
74 |
62 |
66 |
66 |
11 |
QRM24 |
94
| 87 |
88 |
|
69 |
54 |
31 |
-6 |
7 |
-15 |
48 |
66 |
30 |
-16 |
40 |
21 |
14 |
35 |
29 |
30 |
11 |
49 |
-80 |
38 |
47 |
-73 |
-44 |
-69 |
-72 |
-80 |
-51 |
60 |
39 |
45 |
44 |
-10 |
NKM24 |
79 |
94
| 90
| 69 |
|
-12 |
-33 |
-63 |
-44 |
-76 |
-20 |
22 |
-40 |
45 |
59 |
-26 |
31 |
50 |
69 |
70 |
54 |
85 |
-84 |
45 |
78 |
-41 |
-85 |
-94
| -89 |
-91
| -68 |
74 |
68 |
84 |
70 |
26 |
USM24 |
45 |
15 |
23 |
54 |
-12 |
|
95
| 74 |
65 |
68 |
91
| 77 |
78 |
-80 |
-29 |
35 |
-39 |
-32 |
-55 |
-54 |
-44 |
-39 |
-9 |
-21 |
-37 |
-42 |
29 |
6 |
-3 |
-11 |
4 |
15 |
-11 |
-40 |
-3 |
-47 |
TYM24 |
22 |
-9 |
1 |
31 |
-33 |
95
| |
88 |
74 |
82 |
90
| 71 |
79 |
-88 |
-51 |
28 |
-54 |
-52 |
-71 |
-71 |
-47 |
-60 |
17 |
-41 |
-60 |
-18 |
47 |
27 |
19 |
12 |
22 |
2 |
-21 |
-61 |
-13 |
-53 |
SFM24 |
-13 |
-44 |
-33 |
-6 |
-63 |
74 |
88 |
|
79 |
91
| 80 |
52 |
77 |
-89 |
-71 |
27 |
-62 |
-65 |
-87 |
-86 |
-54 |
-82 |
49 |
-56 |
-84 |
7 |
67 |
53 |
45 |
41 |
37 |
-19 |
-34 |
-83 |
-27 |
-55 |
EUM24 |
-9 |
-28 |
-22 |
7 |
-44 |
65 |
74 |
79 |
|
79 |
72 |
65 |
86 |
-96
| -46 |
41 |
-33 |
-43 |
-56 |
-57 |
-37 |
-59 |
40 |
-54 |
-62 |
10 |
37 |
47 |
47 |
39 |
53 |
-11 |
-32 |
-59 |
-28 |
-29 |
JYM24 |
-30 |
-57 |
-49 |
-15 |
-76 |
68 |
82 |
91
| 79 |
|
71 |
38 |
79 |
-88 |
-66 |
39 |
-51 |
-63 |
-83 |
-83 |
-56 |
-85 |
58 |
-59 |
-83 |
13 |
71 |
71 |
65 |
59 |
58 |
-31 |
-50 |
-85 |
-48 |
-43 |
CDM24 |
37 |
7 |
14 |
48 |
-20 |
91
| 90
| 80 |
72 |
71 |
|
77 |
87 |
-85 |
-35 |
41 |
-40 |
-31 |
-53 |
-52 |
-35 |
-41 |
-1 |
-24 |
-44 |
-33 |
39 |
12 |
4 |
-4 |
9 |
8 |
-10 |
-46 |
-2 |
-50 |
BPM24 |
61 |
42 |
48 |
66 |
22 |
77 |
71 |
52 |
65 |
38 |
77 |
|
68 |
-72 |
-9 |
26 |
-19 |
-11 |
-24 |
-24 |
-12 |
-8 |
-30 |
-16 |
-14 |
-37 |
-8 |
-22 |
-26 |
-36 |
-5 |
40 |
11 |
-10 |
18 |
-26 |
ADM24 |
10 |
-14 |
-10 |
30 |
-40 |
78 |
79 |
77 |
86 |
79 |
87 |
68 |
|
-91
| -24 |
66 |
-14 |
-19 |
-48 |
-47 |
-47 |
-48 |
17 |
-22 |
-44 |
-27 |
45 |
37 |
30 |
22 |
35 |
-21 |
-42 |
-52 |
-36 |
-40 |
DXM24 |
-2 |
24 |
16 |
-16 |
45 |
-80 |
-88 |
-89 |
-96
| -88 |
-85 |
-72 |
-91
| |
52 |
-41 |
43 |
50 |
67 |
68 |
44 |
64 |
-34 |
53 |
67 |
1 |
-45 |
-43 |
-40 |
-31 |
-45 |
6 |
31 |
65 |
25 |
39 |
GCM24 |
38 |
59 |
46 |
40 |
59 |
-29 |
-51 |
-71 |
-46 |
-66 |
-35 |
-9 |
-24 |
52 |
|
31 |
91
| 93
| 81 |
83 |
24 |
79 |
-65 |
86 |
92
| -55 |
-61 |
-54 |
-55 |
-53 |
-44 |
-1 |
8 |
79 |
6 |
28 |
PLN24 |
-0 |
-6 |
-9 |
21 |
-26 |
35 |
28 |
27 |
41 |
39 |
41 |
26 |
66 |
-41 |
31 |
|
45 |
32 |
3 |
4 |
-24 |
-7 |
-0 |
28 |
3 |
-37 |
15 |
23 |
18 |
15 |
19 |
-40 |
-44 |
-15 |
-44 |
-13 |
SIK24 |
8 |
30 |
17 |
14 |
31 |
-39 |
-54 |
-62 |
-33 |
-51 |
-40 |
-19 |
-14 |
43 |
91
| 45 |
|
88 |
73 |
74 |
19 |
62 |
-41 |
76 |
76 |
-36 |
-43 |
-24 |
-23 |
-21 |
-15 |
-27 |
-18 |
61 |
-22 |
37 |
HGK24 |
35 |
52 |
39 |
35 |
50 |
-32 |
-52 |
-65 |
-43 |
-63 |
-31 |
-11 |
-19 |
50 |
93
| 32 |
88 |
|
77 |
79 |
17 |
75 |
-63 |
88 |
88 |
-56 |
-48 |
-48 |
-50 |
-47 |
-43 |
-10 |
6 |
74 |
5 |
28 |
CLM24 |
30 |
58 |
48 |
29 |
69 |
-55 |
-71 |
-87 |
-56 |
-83 |
-53 |
-24 |
-48 |
67 |
81 |
3 |
73 |
77 |
|
100
| 69 |
94
| -56 |
63 |
88 |
-19 |
-72 |
-60 |
-52 |
-51 |
-36 |
23 |
37 |
87 |
33 |
43 |
CBM24 |
32 |
60 |
49 |
30 |
70 |
-54 |
-71 |
-86 |
-57 |
-83 |
-52 |
-24 |
-47 |
68 |
83 |
4 |
74 |
79 |
100
| |
67 |
95
| -58 |
66 |
89 |
-22 |
-71 |
-61 |
-54 |
-53 |
-38 |
22 |
37 |
87 |
33 |
42 |
HOK24 |
19 |
40 |
40 |
11 |
54 |
-44 |
-47 |
-54 |
-37 |
-56 |
-35 |
-12 |
-47 |
44 |
24 |
-24 |
19 |
17 |
69 |
67 |
|
68 |
-30 |
9 |
39 |
28 |
-58 |
-46 |
-34 |
-37 |
-13 |
48 |
62 |
55 |
56 |
40 |
RBK24 |
55 |
78 |
70 |
49 |
85 |
-39 |
-60 |
-82 |
-59 |
-85 |
-41 |
-8 |
-48 |
64 |
79 |
-7 |
62 |
75 |
94
| 95
| 68 |
|
-77 |
66 |
92
| -34 |
-80 |
-79 |
-73 |
-73 |
-53 |
43 |
55 |
91
| 52 |
37 |
NGK24 |
-87 |
-93
| -89 |
-80 |
-84 |
-9 |
17 |
49 |
40 |
58 |
-1 |
-30 |
17 |
-34 |
-65 |
-0 |
-41 |
-63 |
-56 |
-58 |
-30 |
-77 |
|
-66 |
-78 |
69 |
65 |
86 |
87 |
89 |
68 |
-55 |
-48 |
-72 |
-49 |
-24 |
KCK24 |
39 |
50 |
42 |
38 |
45 |
-21 |
-41 |
-56 |
-54 |
-59 |
-24 |
-16 |
-22 |
53 |
86 |
28 |
76 |
88 |
63 |
66 |
9 |
66 |
-66 |
|
80 |
-68 |
-36 |
-52 |
-58 |
-52 |
-59 |
-13 |
4 |
64 |
5 |
12 |
CCK24 |
52 |
74 |
62 |
47 |
78 |
-37 |
-60 |
-84 |
-62 |
-83 |
-44 |
-14 |
-44 |
67 |
92
| 3 |
76 |
88 |
88 |
89 |
39 |
92
| -78 |
80 |
|
-50 |
-73 |
-73 |
-70 |
-68 |
-55 |
24 |
32 |
89 |
30 |
36 |
SBK24 |
-68 |
-60 |
-56 |
-73 |
-41 |
-42 |
-18 |
7 |
10 |
13 |
-33 |
-37 |
-27 |
1 |
-55 |
-37 |
-36 |
-56 |
-19 |
-22 |
28 |
-34 |
69 |
-68 |
-50 |
|
22 |
51 |
62 |
62 |
57 |
-10 |
-4 |
-34 |
-10 |
23 |
W_K24 |
-51 |
-74 |
-68 |
-44 |
-85 |
29 |
47 |
67 |
37 |
71 |
39 |
-8 |
45 |
-45 |
-61 |
15 |
-43 |
-48 |
-72 |
-71 |
-58 |
-80 |
65 |
-36 |
-73 |
22 |
|
78 |
68 |
69 |
47 |
-61 |
-61 |
-78 |
-58 |
-42 |
C_K24 |
-82 |
-91
| -89 |
-69 |
-94
| 6 |
27 |
53 |
47 |
71 |
12 |
-22 |
37 |
-43 |
-54 |
23 |
-24 |
-48 |
-60 |
-61 |
-46 |
-79 |
86 |
-52 |
-73 |
51 |
78 |
|
97
| 97
| 81 |
-70 |
-68 |
-77 |
-72 |
-15 |
S_K24 |
-84 |
-90 |
-88 |
-72 |
-89 |
-3 |
19 |
45 |
47 |
65 |
4 |
-26 |
30 |
-40 |
-55 |
18 |
-23 |
-50 |
-52 |
-54 |
-34 |
-73 |
87 |
-58 |
-70 |
62 |
68 |
97
| |
98
| 88 |
-63 |
-62 |
-73 |
-68 |
-4 |
SMK24 |
-90 |
-94
| -92
| -80 |
-91
| -11 |
12 |
41 |
39 |
59 |
-4 |
-36 |
22 |
-31 |
-53 |
15 |
-21 |
-47 |
-51 |
-53 |
-37 |
-73 |
89 |
-52 |
-68 |
62 |
69 |
97
| 98
| |
79 |
-69 |
-62 |
-71 |
-67 |
-3 |
BOK24 |
-63 |
-66 |
-65 |
-51 |
-68 |
4 |
22 |
37 |
53 |
58 |
9 |
-5 |
35 |
-45 |
-44 |
19 |
-15 |
-43 |
-36 |
-38 |
-13 |
-53 |
68 |
-59 |
-55 |
57 |
47 |
81 |
88 |
79 |
|
-45 |
-56 |
-60 |
-63 |
1 |
CTK24 |
67 |
70 |
74 |
60 |
74 |
15 |
2 |
-19 |
-11 |
-31 |
8 |
40 |
-21 |
6 |
-1 |
-40 |
-27 |
-10 |
23 |
22 |
48 |
43 |
-55 |
-13 |
24 |
-10 |
-61 |
-70 |
-63 |
-69 |
-45 |
|
80 |
44 |
81 |
19 |
LCM24 |
51 |
59 |
62 |
39 |
68 |
-11 |
-21 |
-34 |
-32 |
-50 |
-10 |
11 |
-42 |
31 |
8 |
-44 |
-18 |
6 |
37 |
37 |
62 |
55 |
-48 |
4 |
32 |
-4 |
-61 |
-68 |
-62 |
-62 |
-56 |
80 |
|
52 |
98
| 22 |
HEM24 |
51 |
75 |
66 |
45 |
84 |
-40 |
-61 |
-83 |
-59 |
-85 |
-46 |
-10 |
-52 |
65 |
79 |
-15 |
61 |
74 |
87 |
87 |
55 |
91
| -72 |
64 |
89 |
-34 |
-78 |
-77 |
-73 |
-71 |
-60 |
44 |
52 |
|
50 |
42 |
FCK24 |
57 |
62 |
66 |
44 |
70 |
-3 |
-13 |
-27 |
-28 |
-48 |
-2 |
18 |
-36 |
25 |
6 |
-44 |
-22 |
5 |
33 |
33 |
56 |
52 |
-49 |
5 |
30 |
-10 |
-58 |
-72 |
-68 |
-67 |
-63 |
81 |
98
| 50 |
|
13 |
JOK24 |
-4 |
17 |
11 |
-10 |
26 |
-47 |
-53 |
-55 |
-29 |
-43 |
-50 |
-26 |
-40 |
39 |
28 |
-13 |
37 |
28 |
43 |
42 |
40 |
37 |
-24 |
12 |
36 |
23 |
-42 |
-15 |
-4 |
-3 |
1 |
19 |
22 |
42 |
13 |
|
|