 |
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) - Jun 02, 2023 |
|
YMM23 |
ESM23 |
USU23 |
TYU23 |
SFM23 |
EUM23 |
JYM23 |
CDM23 |
BPM23 |
ADM23 |
DXM23 |
GCQ23 |
PLN23 |
SIN23 |
HGN23 |
CLN23 |
ITCOQ23 |
HON23 |
ITSN23 |
PILU23 |
DFU23 |
FXU23 |
SZU23 |
LQGU23 |
OBU23 |
GBU23 |
EPU23 |
LFGU23 |
LELU23 |
CCN23 |
LCCN23 |
SBV23 |
LSBV23 |
YMM23 |
|
42 |
27 |
15 |
22 |
36 |
29 |
76 |
16 |
62 |
-39 |
-7 |
30 |
39 |
28 |
58 |
56 |
41 |
40 |
2 |
4 |
3 |
35 |
41 |
10 |
36 |
18 |
15 |
18 |
-23 |
-31 |
-16 |
-20 |
ESM23 |
42 |
|
11 |
20 |
49 |
43 |
-40 |
49 |
53 |
-5 |
-37 |
51 |
11 |
23 |
-3 |
2 |
-1 |
-45 |
-40 |
77 |
81 |
81 |
76 |
50 |
15 |
-28 |
-28 |
-29 |
-29 |
62 |
61 |
64 |
64 |
USU23 |
27 |
11 |
|
92
| 50 |
71 |
56 |
39 |
53 |
36 |
-79 |
60 |
36 |
59 |
31 |
10 |
7 |
6 |
7 |
-5 |
-2 |
-1 |
9 |
-19 |
84 |
66 |
69 |
69 |
69 |
-14 |
-26 |
-2 |
-2 |
TYU23 |
15 |
20 |
92
| |
70 |
79 |
33 |
34 |
75 |
13 |
-84 |
79 |
52 |
75 |
6 |
-9 |
-15 |
-20 |
-20 |
8 |
9 |
11 |
26 |
-28 |
83 |
55 |
57 |
47 |
57 |
16 |
3 |
26 |
26 |
SFM23 |
22 |
49 |
50 |
70 |
|
83 |
-17 |
34 |
85 |
-16 |
-77 |
78 |
67 |
81 |
-19 |
-4 |
-15 |
-48 |
-48 |
47 |
45 |
47 |
66 |
16 |
31 |
-3 |
-9 |
-8 |
-9 |
55 |
49 |
70 |
70 |
EUM23 |
36 |
43 |
71 |
79 |
83 |
|
22 |
51 |
78 |
19 |
-98
| 79 |
58 |
77 |
28 |
23 |
14 |
-17 |
-15 |
43 |
42 |
44 |
55 |
28 |
36 |
8 |
2 |
30 |
3 |
37 |
27 |
43 |
44 |
JYM23 |
29 |
-40 |
56 |
33 |
-17 |
22 |
|
35 |
-20 |
76 |
-37 |
-10 |
0 |
10 |
67 |
45 |
49 |
71 |
70 |
-47 |
-46 |
-47 |
-41 |
-6 |
29 |
60 |
56 |
85 |
57 |
-65 |
-70 |
-70 |
-67 |
CDM23 |
76 |
49 |
39 |
34 |
34 |
51 |
35 |
|
35 |
68 |
-59 |
27 |
30 |
43 |
38 |
49 |
46 |
29 |
29 |
18 |
22 |
21 |
47 |
42 |
19 |
31 |
14 |
22 |
14 |
-1 |
-6 |
-3 |
-1 |
BPM23 |
16 |
53 |
53 |
75 |
85 |
78 |
-20 |
35 |
|
-13 |
-75 |
82 |
60 |
78 |
-15 |
-13 |
-22 |
-48 |
-47 |
43 |
43 |
46 |
64 |
-3 |
51 |
12 |
9 |
-10 |
8 |
57 |
46 |
66 |
65 |
ADM23 |
62 |
-5 |
36 |
13 |
-16 |
19 |
76 |
68 |
-13 |
|
-32 |
-21 |
1 |
2 |
67 |
51 |
56 |
73 |
73 |
-28 |
-23 |
-26 |
-6 |
23 |
21 |
58 |
45 |
60 |
47 |
-61 |
-66 |
-64 |
-64 |
DXM23 |
-39 |
-37 |
-79 |
-84 |
-77 |
-98
| -37 |
-59 |
-75 |
-32 |
|
-77 |
-55 |
-76 |
-36 |
-27 |
-19 |
6 |
2 |
-33 |
-32 |
-34 |
-49 |
-23 |
-45 |
-23 |
-16 |
-43 |
-21 |
-26 |
-15 |
-31 |
-31 |
GCQ23 |
-7 |
51 |
60 |
79 |
78 |
79 |
-10 |
27 |
82 |
-21 |
-77 |
|
47 |
63 |
1 |
-15 |
-22 |
-57 |
-54 |
62 |
62 |
64 |
58 |
12 |
41 |
-13 |
-13 |
6 |
-13 |
71 |
64 |
71 |
73 |
PLN23 |
30 |
11 |
36 |
52 |
67 |
58 |
0 |
30 |
60 |
1 |
-55 |
47 |
|
78 |
-23 |
1 |
-10 |
-17 |
-21 |
10 |
8 |
9 |
51 |
1 |
17 |
23 |
3 |
-16 |
4 |
26 |
19 |
36 |
33 |
SIN23 |
39 |
23 |
59 |
75 |
81 |
77 |
10 |
43 |
78 |
2 |
-76 |
63 |
78 |
|
-13 |
11 |
-1 |
-17 |
-20 |
7 |
4 |
8 |
44 |
-10 |
38 |
31 |
20 |
4 |
20 |
26 |
16 |
38 |
37 |
HGN23 |
28 |
-3 |
31 |
6 |
-19 |
28 |
67 |
38 |
-15 |
67 |
-36 |
1 |
-23 |
-13 |
|
59 |
65 |
57 |
63 |
9 |
9 |
8 |
-12 |
43 |
8 |
12 |
12 |
67 |
14 |
-31 |
-37 |
-47 |
-44 |
CLN23 |
58 |
2 |
10 |
-9 |
-4 |
23 |
45 |
49 |
-13 |
51 |
-27 |
-15 |
1 |
11 |
59 |
|
99
| 74 |
76 |
-2 |
-3 |
-3 |
3 |
49 |
-26 |
3 |
-10 |
24 |
-9 |
-28 |
-31 |
-35 |
-31 |
ITCOQ23 |
56 |
-1 |
7 |
-15 |
-15 |
14 |
49 |
46 |
-22 |
56 |
-19 |
-22 |
-10 |
-1 |
65 |
99
| |
79 |
83 |
-7 |
-8 |
-8 |
-4 |
49 |
-26 |
6 |
-4 |
29 |
-0 |
-35 |
-37 |
-43 |
-40 |
HON23 |
41 |
-45 |
6 |
-20 |
-48 |
-17 |
71 |
29 |
-48 |
73 |
6 |
-57 |
-17 |
-17 |
57 |
74 |
79 |
|
99
| -59 |
-58 |
-59 |
-46 |
5 |
-15 |
43 |
32 |
49 |
33 |
-79 |
-80 |
-85 |
-84 |
ITSN23 |
40 |
-40 |
7 |
-20 |
-48 |
-15 |
70 |
29 |
-47 |
73 |
2 |
-54 |
-21 |
-20 |
63 |
76 |
83 |
99
| |
-52 |
-51 |
-53 |
-43 |
13 |
-13 |
40 |
31 |
48 |
33 |
-76 |
-77 |
-83 |
-82 |
PILU23 |
2 |
77 |
-5 |
8 |
47 |
43 |
-47 |
18 |
43 |
-28 |
-33 |
62 |
10 |
7 |
9 |
-2 |
-7 |
-59 |
-52 |
|
98
| 99
| 74 |
71 |
-8 |
-63 |
-62 |
-48 |
-61 |
83 |
83 |
77 |
78 |
DFU23 |
4 |
81 |
-2 |
9 |
45 |
42 |
-46 |
22 |
43 |
-23 |
-32 |
62 |
8 |
4 |
9 |
-2 |
-8 |
-58 |
-51 |
98
| |
100
| 75 |
70 |
-2 |
-58 |
-59 |
-48 |
-58 |
81 |
81 |
75 |
76 |
FXU23 |
3 |
81 |
-1 |
11 |
47 |
44 |
-47 |
21 |
46 |
-26 |
-34 |
64 |
9 |
8 |
8 |
-2 |
-8 |
-59 |
-53 |
99
| 100
| |
75 |
68 |
-2 |
-60 |
-59 |
-49 |
-58 |
84 |
83 |
77 |
78 |
SZU23 |
35 |
76 |
9 |
26 |
66 |
55 |
-41 |
47 |
64 |
-6 |
-49 |
58 |
51 |
44 |
-12 |
3 |
-4 |
-46 |
-43 |
74 |
75 |
75 |
|
59 |
6 |
-20 |
-39 |
-50 |
-40 |
69 |
64 |
74 |
71 |
LQGU23 |
41 |
50 |
-19 |
-28 |
16 |
28 |
-6 |
42 |
-3 |
23 |
-23 |
12 |
1 |
-10 |
43 |
49 |
49 |
5 |
13 |
71 |
70 |
68 |
59 |
|
-39 |
-44 |
-59 |
-14 |
-57 |
31 |
28 |
24 |
21 |
OBU23 |
10 |
15 |
84 |
83 |
31 |
36 |
29 |
19 |
51 |
21 |
-45 |
41 |
17 |
38 |
8 |
-26 |
-26 |
-15 |
-13 |
-8 |
-2 |
-2 |
6 |
-39 |
|
69 |
76 |
62 |
76 |
-10 |
-19 |
-0 |
-2 |
GBU23 |
36 |
-28 |
66 |
55 |
-3 |
8 |
60 |
31 |
12 |
58 |
-23 |
-13 |
23 |
31 |
12 |
3 |
6 |
43 |
40 |
-63 |
-58 |
-60 |
-20 |
-44 |
69 |
|
90 |
60 |
90 |
-63 |
-70 |
-54 |
-55 |
EPU23 |
18 |
-28 |
69 |
57 |
-9 |
2 |
56 |
14 |
9 |
45 |
-16 |
-13 |
3 |
20 |
12 |
-12 |
-4 |
32 |
31 |
-62 |
-59 |
-59 |
-39 |
-59 |
76 |
90 |
|
77 |
100
| -61 |
-68 |
-53 |
-55 |
LFGU23 |
15 |
-29 |
69 |
47 |
-8 |
30 |
85 |
22 |
-10 |
60 |
-43 |
6 |
-16 |
4 |
67 |
23 |
29 |
49 |
48 |
-48 |
-48 |
-49 |
-50 |
-14 |
62 |
60 |
77 |
|
76 |
-66 |
-73 |
-57 |
-56 |
LELU23 |
18 |
-29 |
69 |
57 |
-9 |
3 |
57 |
14 |
8 |
47 |
-21 |
-13 |
4 |
20 |
14 |
-9 |
-0 |
33 |
33 |
-61 |
-58 |
-58 |
-40 |
-57 |
76 |
90 |
100
| 76 |
|
-62 |
-69 |
-54 |
-56 |
CCN23 |
-23 |
62 |
-14 |
16 |
55 |
37 |
-65 |
-1 |
57 |
-61 |
-26 |
71 |
26 |
26 |
-31 |
-27 |
-35 |
-79 |
-76 |
83 |
81 |
84 |
69 |
31 |
-10 |
-63 |
-61 |
-66 |
-62 |
|
98
| 92
| 94
|
LCCN23 |
-31 |
61 |
-26 |
3 |
49 |
27 |
-70 |
-6 |
46 |
-66 |
-15 |
64 |
19 |
16 |
-37 |
-30 |
-37 |
-80 |
-77 |
83 |
81 |
83 |
64 |
28 |
-19 |
-70 |
-68 |
-73 |
-69 |
98
| |
92
| 93
|
SBV23 |
-16 |
64 |
-2 |
26 |
70 |
43 |
-70 |
-3 |
66 |
-64 |
-31 |
71 |
36 |
38 |
-47 |
-34 |
-43 |
-85 |
-83 |
77 |
75 |
77 |
74 |
24 |
-0 |
-54 |
-53 |
-57 |
-54 |
92
| 92
| |
100
|
LSBV23 |
-20 |
64 |
-2 |
26 |
70 |
44 |
-67 |
-1 |
65 |
-64 |
-31 |
73 |
33 |
37 |
-44 |
-30 |
-40 |
-84 |
-82 |
78 |
76 |
78 |
71 |
21 |
-2 |
-55 |
-55 |
-56 |
-56 |
94
| 93
| 100
| |
|