 |
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 120 trading days) - Nov 27, 2023 |
|
YMZ23 |
ESZ23 |
USZ23 |
TYZ23 |
SFZ23 |
EUZ23 |
JYZ23 |
CDZ23 |
BPZ23 |
ADZ23 |
DXZ23 |
GCZ23 |
PLF24 |
SIZ23 |
HGZ23 |
CLF24 |
ITCOG24 |
HOZ23 |
ITSZ23 |
PILZ23 |
DFZ23 |
FXZ23 |
SZZ23 |
LQGZ23 |
OBZ23 |
GBZ23 |
EPZ23 |
LFGZ23 |
LELZ23 |
CCZ23 |
LCCZ23 |
SBH24 |
LSBH24 |
YMZ23 |
|
96
| 64 |
61 |
78 |
76 |
51 |
55 |
77 |
53 |
-74 |
32 |
39 |
62 |
77 |
-23 |
-21 |
-14 |
-19 |
87 |
82 |
86 |
63 |
37 |
65 |
54 |
37 |
55 |
36 |
-8 |
-37 |
-44 |
-36 |
ESZ23 |
96
| |
68 |
65 |
79 |
80 |
54 |
60 |
81 |
61 |
-78 |
32 |
40 |
64 |
79 |
-31 |
-29 |
-23 |
-29 |
87 |
84 |
88 |
63 |
34 |
67 |
53 |
27 |
56 |
26 |
-10 |
-39 |
-45 |
-40 |
USZ23 |
64 |
68 |
|
99
| 69 |
83 |
91
| 91
| 86 |
88 |
-88 |
43 |
70 |
64 |
83 |
-69 |
-70 |
-71 |
-74 |
84 |
91
| 87 |
86 |
34 |
91
| 75 |
42 |
51 |
41 |
-64 |
-85 |
-77 |
-79 |
TYZ23 |
61 |
65 |
99
| |
67 |
82 |
92
| 89 |
84 |
90 |
-88 |
45 |
72 |
63 |
82 |
-72 |
-72 |
-74 |
-77 |
82 |
90
| 86 |
85 |
34 |
92
| 79 |
46 |
52 |
46 |
-65 |
-85 |
-76 |
-78 |
SFZ23 |
78 |
79 |
69 |
67 |
|
92
| 71 |
66 |
92
| 66 |
-91
| 50 |
51 |
75 |
76 |
-36 |
-34 |
-32 |
-37 |
72 |
72 |
74 |
47 |
9 |
65 |
53 |
29 |
29 |
29 |
-27 |
-54 |
-63 |
-56 |
EUZ23 |
76 |
80 |
83 |
82 |
92
| |
79 |
79 |
97
| 84 |
-99
| 53 |
57 |
73 |
83 |
-62 |
-60 |
-58 |
-62 |
78 |
82 |
86 |
58 |
10 |
79 |
63 |
25 |
44 |
25 |
-34 |
-62 |
-71 |
-66 |
JYZ23 |
51 |
54 |
91
| 92
| 71 |
79 |
|
90
| 82 |
88 |
-87 |
43 |
75 |
65 |
77 |
-63 |
-64 |
-69 |
-71 |
73 |
82 |
75 |
79 |
33 |
77 |
65 |
47 |
30 |
46 |
-76 |
-92
| -79 |
-82 |
CDZ23 |
55 |
60 |
91
| 89 |
66 |
79 |
90
| |
80 |
88 |
-86 |
34 |
62 |
57 |
76 |
-56 |
-58 |
-64 |
-66 |
78 |
83 |
79 |
83 |
46 |
73 |
53 |
19 |
40 |
18 |
-71 |
-87 |
-76 |
-80 |
BPZ23 |
77 |
81 |
86 |
84 |
92
| 97
| 82 |
80 |
|
82 |
-98
| 45 |
59 |
71 |
86 |
-59 |
-57 |
-54 |
-59 |
82 |
85 |
86 |
65 |
10 |
78 |
62 |
31 |
35 |
30 |
-42 |
-70 |
-75 |
-71 |
ADZ23 |
53 |
61 |
88 |
90 |
66 |
84 |
88 |
88 |
82 |
|
-89 |
58 |
73 |
68 |
80 |
-75 |
-76 |
-79 |
-81 |
71 |
83 |
81 |
71 |
32 |
80 |
65 |
29 |
52 |
28 |
-51 |
-73 |
-62 |
-65 |
DXZ23 |
-74 |
-78 |
-88 |
-88 |
-91
| -99
| -87 |
-86 |
-98
| -89 |
|
-52 |
-63 |
-74 |
-85 |
63 |
64 |
62 |
68 |
-81 |
-87 |
-87 |
-68 |
-19 |
-83 |
-71 |
-31 |
-42 |
-30 |
45 |
73 |
75 |
72 |
GCZ23 |
32 |
32 |
43 |
45 |
50 |
53 |
43 |
34 |
45 |
58 |
-52 |
|
63 |
74 |
49 |
-46 |
-41 |
-45 |
-48 |
27 |
40 |
42 |
15 |
4 |
57 |
56 |
32 |
45 |
32 |
8 |
-14 |
-14 |
-10 |
PLF24 |
39 |
40 |
70 |
72 |
51 |
57 |
75 |
62 |
59 |
73 |
-63 |
63 |
|
82 |
71 |
-46 |
-45 |
-49 |
-51 |
57 |
66 |
59 |
63 |
35 |
68 |
67 |
56 |
43 |
55 |
-45 |
-61 |
-39 |
-42 |
SIZ23 |
62 |
64 |
64 |
63 |
75 |
73 |
65 |
57 |
71 |
68 |
-74 |
74 |
82 |
|
76 |
-37 |
-35 |
-35 |
-39 |
64 |
70 |
68 |
50 |
25 |
68 |
61 |
46 |
50 |
45 |
-17 |
-42 |
-37 |
-33 |
HGZ23 |
77 |
79 |
83 |
82 |
76 |
83 |
77 |
76 |
86 |
80 |
-85 |
49 |
71 |
76 |
|
-44 |
-42 |
-41 |
-46 |
85 |
88 |
86 |
72 |
34 |
77 |
66 |
44 |
50 |
43 |
-35 |
-62 |
-55 |
-53 |
CLF24 |
-23 |
-31 |
-69 |
-72 |
-36 |
-62 |
-63 |
-56 |
-59 |
-75 |
63 |
-46 |
-46 |
-37 |
-44 |
|
100
| 96
| 96
| -39 |
-56 |
-57 |
-45 |
8 |
-73 |
-65 |
-27 |
-35 |
-27 |
39 |
54 |
59 |
60 |
ITCOG24 |
-21 |
-29 |
-70 |
-72 |
-34 |
-60 |
-64 |
-58 |
-57 |
-76 |
64 |
-41 |
-45 |
-35 |
-42 |
100
| |
97
| 97
| -40 |
-55 |
-57 |
-44 |
8 |
-69 |
-59 |
-12 |
-30 |
-11 |
45 |
55 |
61 |
62 |
HOZ23 |
-14 |
-23 |
-71 |
-74 |
-32 |
-58 |
-69 |
-64 |
-54 |
-79 |
62 |
-45 |
-49 |
-35 |
-41 |
96
| 97
| |
99
| -36 |
-54 |
-53 |
-48 |
-1 |
-69 |
-60 |
-22 |
-31 |
-22 |
51 |
62 |
60 |
64 |
ITSZ23 |
-19 |
-29 |
-74 |
-77 |
-37 |
-62 |
-71 |
-66 |
-59 |
-81 |
68 |
-48 |
-51 |
-39 |
-46 |
96
| 97
| 99
| |
-42 |
-58 |
-58 |
-48 |
3 |
-71 |
-58 |
-10 |
-29 |
-9 |
51 |
62 |
62 |
65 |
PILZ23 |
87 |
87 |
84 |
82 |
72 |
78 |
73 |
78 |
82 |
71 |
-81 |
27 |
57 |
64 |
85 |
-39 |
-40 |
-36 |
-42 |
|
96
| 96
| 89 |
53 |
78 |
66 |
40 |
54 |
40 |
-44 |
-68 |
-62 |
-61 |
DFZ23 |
82 |
84 |
91
| 90
| 72 |
82 |
82 |
83 |
85 |
83 |
-87 |
40 |
66 |
70 |
88 |
-57 |
-55 |
-54 |
-58 |
96
| |
98
| 89 |
49 |
85 |
72 |
43 |
57 |
42 |
-49 |
-71 |
-65 |
-63 |
FXZ23 |
86 |
88 |
87 |
86 |
74 |
86 |
75 |
79 |
86 |
81 |
-87 |
42 |
59 |
68 |
86 |
-58 |
-57 |
-53 |
-58 |
96
| 98
| |
82 |
44 |
85 |
73 |
38 |
62 |
37 |
-37 |
-63 |
-63 |
-60 |
SZZ23 |
63 |
63 |
86 |
85 |
47 |
58 |
79 |
83 |
65 |
71 |
-68 |
15 |
63 |
50 |
72 |
-46 |
-44 |
-48 |
-48 |
89 |
89 |
82 |
|
66 |
73 |
59 |
40 |
46 |
37 |
-71 |
-81 |
-63 |
-66 |
LQGZ23 |
37 |
34 |
34 |
34 |
9 |
10 |
33 |
46 |
10 |
32 |
-19 |
4 |
35 |
25 |
34 |
8 |
8 |
-1 |
3 |
53 |
49 |
44 |
66 |
|
25 |
17 |
15 |
49 |
14 |
-33 |
-32 |
-4 |
-8 |
OBZ23 |
65 |
67 |
91
| 92
| 65 |
79 |
77 |
73 |
78 |
80 |
-83 |
57 |
68 |
68 |
77 |
-73 |
-69 |
-69 |
-71 |
78 |
85 |
85 |
73 |
25 |
|
94
| 49 |
66 |
47 |
-43 |
-64 |
-65 |
-62 |
GBZ23 |
54 |
53 |
75 |
79 |
53 |
63 |
65 |
53 |
62 |
65 |
-71 |
56 |
67 |
61 |
66 |
-66 |
-59 |
-60 |
-58 |
66 |
72 |
73 |
59 |
17 |
94
| |
64 |
64 |
63 |
-34 |
-48 |
-52 |
-46 |
EPZ23 |
37 |
27 |
42 |
46 |
29 |
25 |
47 |
19 |
31 |
29 |
-31 |
32 |
56 |
46 |
44 |
-29 |
-12 |
-22 |
-10 |
40 |
43 |
38 |
40 |
15 |
49 |
64 |
|
20 |
100
| -31 |
-32 |
-30 |
-21 |
LFGZ23 |
55 |
56 |
51 |
52 |
29 |
44 |
30 |
40 |
35 |
52 |
-42 |
45 |
43 |
50 |
50 |
-35 |
-30 |
-31 |
-29 |
54 |
57 |
62 |
46 |
49 |
66 |
64 |
20 |
|
19 |
6 |
-7 |
-8 |
-3 |
LELZ23 |
36 |
26 |
41 |
46 |
29 |
25 |
46 |
18 |
30 |
28 |
-30 |
32 |
55 |
45 |
43 |
-27 |
-11 |
-22 |
-9 |
40 |
42 |
37 |
37 |
14 |
47 |
63 |
100
| 19 |
|
-30 |
-31 |
-30 |
-21 |
CCZ23 |
-8 |
-10 |
-64 |
-65 |
-27 |
-34 |
-76 |
-71 |
-42 |
-51 |
45 |
8 |
-45 |
-17 |
-35 |
42 |
45 |
51 |
51 |
-44 |
-49 |
-37 |
-71 |
-33 |
-43 |
-34 |
-31 |
6 |
-30 |
|
93
| 72 |
80 |
LCCZ23 |
-37 |
-39 |
-85 |
-85 |
-54 |
-62 |
-92
| -87 |
-70 |
-73 |
73 |
-14 |
-61 |
-42 |
-62 |
56 |
55 |
62 |
62 |
-68 |
-71 |
-63 |
-81 |
-32 |
-64 |
-48 |
-32 |
-7 |
-31 |
93
| |
84 |
89 |
SBH24 |
-44 |
-45 |
-77 |
-76 |
-63 |
-71 |
-79 |
-76 |
-75 |
-62 |
75 |
-14 |
-39 |
-37 |
-55 |
60 |
61 |
60 |
62 |
-62 |
-65 |
-63 |
-63 |
-4 |
-65 |
-52 |
-30 |
-8 |
-30 |
72 |
84 |
|
98
|
LSBH24 |
-36 |
-40 |
-79 |
-78 |
-56 |
-66 |
-82 |
-80 |
-71 |
-65 |
72 |
-10 |
-42 |
-33 |
-53 |
62 |
62 |
64 |
65 |
-61 |
-63 |
-60 |
-66 |
-8 |
-62 |
-46 |
-21 |
-3 |
-21 |
80 |
89 |
98
| |
|