 |
MRCI's Inter-Market Correlations |
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 |
|
|