|
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) - Apr 24, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
ITCOM24 |
HOK24 |
ITSK24 |
PILM24 |
DFM24 |
FXM24 |
SZM24 |
LQGM24 |
OBM24 |
GBM24 |
EPM24 |
LFGM24 |
LELM24 |
CCN24 |
LCCN24 |
SBN24 |
LSBQ24 |
YMM24 |
|
94
| 95
| 53 |
31 |
-8 |
1 |
-28 |
44 |
67 |
18 |
-11 |
39 |
-2 |
10 |
39 |
27 |
29 |
13 |
32 |
85 |
88 |
85 |
91
| 63 |
40 |
3 |
-7 |
51 |
-8 |
52 |
19 |
-67 |
-71 |
ESM24 |
94
| |
98
| 27 |
2 |
-37 |
-17 |
-53 |
16 |
50 |
-5 |
13 |
59 |
-7 |
30 |
55 |
54 |
55 |
35 |
55 |
94
| 95
| 96
| 94
| 73 |
12 |
-26 |
-37 |
30 |
-37 |
72 |
11 |
-59 |
-63 |
NQM24 |
95
| 98
| |
34 |
11 |
-27 |
-11 |
-46 |
23 |
56 |
-1 |
5 |
47 |
-11 |
18 |
43 |
44 |
45 |
33 |
51 |
88 |
90 |
90
| 90 |
62 |
18 |
-20 |
-31 |
33 |
-31 |
61 |
17 |
-55 |
-60 |
USM24 |
53 |
27 |
34 |
|
95
| 72 |
66 |
63 |
92
| 80 |
80 |
-80 |
-20 |
30 |
-31 |
-19 |
-51 |
-49 |
-47 |
-42 |
20 |
28 |
15 |
36 |
10 |
94
| 80 |
70 |
93
| 71 |
-28 |
19 |
-50 |
-53 |
TYM24 |
31 |
2 |
11 |
95
| |
86 |
75 |
77 |
91
| 73 |
82 |
-88 |
-43 |
25 |
-47 |
-40 |
-68 |
-67 |
-51 |
-54 |
-7 |
2 |
-12 |
10 |
-16 |
91
| 89 |
81 |
85 |
81 |
-52 |
20 |
-27 |
-30 |
SFM24 |
-8 |
-37 |
-27 |
72 |
86 |
|
78 |
90
| 79 |
51 |
77 |
-88 |
-67 |
26 |
-59 |
-60 |
-86 |
-85 |
-58 |
-71 |
-47 |
-40 |
-51 |
-31 |
-49 |
73 |
87 |
85 |
58 |
85 |
-81 |
29 |
1 |
-2 |
EUM24 |
1 |
-17 |
-11 |
66 |
75 |
78 |
|
76 |
73 |
67 |
87 |
-96
| -40 |
38 |
-27 |
-34 |
-53 |
-54 |
-40 |
-48 |
-19 |
-14 |
-26 |
-7 |
-22 |
57 |
64 |
56 |
64 |
56 |
-56 |
19 |
0 |
-1 |
JYM24 |
-28 |
-53 |
-46 |
63 |
77 |
90
| 76 |
|
68 |
34 |
78 |
-84 |
-63 |
39 |
-48 |
-58 |
-82 |
-82 |
-61 |
-74 |
-54 |
-49 |
-61 |
-43 |
-49 |
68 |
87 |
87 |
55 |
87 |
-82 |
13 |
7 |
7 |
CDM24 |
44 |
16 |
23 |
92
| 91
| 79 |
73 |
68 |
|
78 |
88 |
-86 |
-29 |
37 |
-34 |
-23 |
-51 |
-49 |
-38 |
-39 |
8 |
14 |
2 |
24 |
1 |
88 |
81 |
73 |
85 |
73 |
-38 |
24 |
-37 |
-41 |
BPM24 |
67 |
50 |
56 |
80 |
73 |
51 |
67 |
34 |
78 |
|
70 |
-74 |
-2 |
21 |
-12 |
-1 |
-22 |
-21 |
-17 |
-11 |
42 |
50 |
39 |
56 |
18 |
65 |
45 |
34 |
70 |
34 |
-9 |
32 |
-41 |
-46 |
ADM24 |
18 |
-5 |
-1 |
80 |
82 |
77 |
87 |
78 |
88 |
70 |
|
-92
| -20 |
63 |
-11 |
-13 |
-47 |
-46 |
-49 |
-50 |
-5 |
2 |
-12 |
8 |
4 |
82 |
82 |
75 |
81 |
75 |
-40 |
5 |
-32 |
-32 |
DXM24 |
-11 |
13 |
5 |
-80 |
-88 |
-88 |
-96
| -84 |
-86 |
-74 |
-92
| |
45 |
-38 |
37 |
40 |
64 |
66 |
48 |
55 |
22 |
16 |
29 |
3 |
27 |
-73 |
-78 |
-71 |
-72 |
-71 |
61 |
-25 |
11 |
11 |
GCM24 |
39 |
59 |
47 |
-20 |
-43 |
-67 |
-40 |
-63 |
-29 |
-2 |
-20 |
45 |
|
32 |
91
| 94
| 80 |
81 |
26 |
49 |
69 |
70 |
71 |
61 |
84 |
-15 |
-40 |
-44 |
-2 |
-45 |
92
| -37 |
-54 |
-50 |
PLN24 |
-2 |
-7 |
-11 |
30 |
25 |
26 |
38 |
39 |
37 |
21 |
63 |
-38 |
32 |
|
47 |
36 |
4 |
6 |
-24 |
-17 |
5 |
8 |
-1 |
6 |
34 |
45 |
44 |
40 |
46 |
41 |
4 |
-30 |
-39 |
-33 |
SIK24 |
10 |
30 |
18 |
-31 |
-47 |
-59 |
-27 |
-48 |
-34 |
-12 |
-11 |
37 |
91
| 47 |
|
89 |
71 |
72 |
19 |
37 |
46 |
46 |
46 |
33 |
70 |
-20 |
-33 |
-35 |
-10 |
-35 |
75 |
-45 |
-36 |
-29 |
HGK24 |
39 |
55 |
43 |
-19 |
-40 |
-60 |
-34 |
-58 |
-23 |
-1 |
-13 |
40 |
94
| 36 |
89 |
|
75 |
77 |
20 |
41 |
69 |
68 |
68 |
60 |
85 |
-11 |
-35 |
-37 |
1 |
-38 |
88 |
-32 |
-56 |
-51 |
CLM24 |
27 |
54 |
44 |
-51 |
-68 |
-86 |
-53 |
-82 |
-51 |
-22 |
-47 |
64 |
80 |
4 |
71 |
75 |
|
100
| 72 |
84 |
61 |
55 |
64 |
49 |
66 |
-53 |
-72 |
-75 |
-33 |
-75 |
86 |
-30 |
-14 |
-11 |
ITCOM24 |
29 |
55 |
45 |
-49 |
-67 |
-85 |
-54 |
-82 |
-49 |
-21 |
-46 |
66 |
81 |
6 |
72 |
77 |
100
| |
71 |
84 |
64 |
58 |
67 |
50 |
69 |
-51 |
-71 |
-73 |
-32 |
-73 |
87 |
-30 |
-18 |
-14 |
HOK24 |
13 |
35 |
33 |
-47 |
-51 |
-58 |
-40 |
-61 |
-38 |
-17 |
-49 |
48 |
26 |
-24 |
19 |
20 |
72 |
71 |
|
93
| 30 |
21 |
36 |
21 |
14 |
-58 |
-64 |
-68 |
-44 |
-67 |
39 |
3 |
31 |
29 |
ITSK24 |
32 |
55 |
51 |
-42 |
-54 |
-71 |
-48 |
-74 |
-39 |
-11 |
-50 |
55 |
49 |
-17 |
37 |
41 |
84 |
84 |
93
| |
56 |
48 |
61 |
42 |
41 |
-53 |
-69 |
-75 |
-35 |
-74 |
62 |
-2 |
8 |
6 |
PILM24 |
85 |
94
| 88 |
20 |
-7 |
-47 |
-19 |
-54 |
8 |
42 |
-5 |
22 |
69 |
5 |
46 |
69 |
61 |
64 |
30 |
56 |
|
98
| 99
| 96
| 84 |
8 |
-31 |
-40 |
24 |
-42 |
80 |
6 |
-64 |
-66 |
DFM24 |
88 |
95
| 90
| 28 |
2 |
-40 |
-14 |
-49 |
14 |
50 |
2 |
16 |
70 |
8 |
46 |
68 |
52 |
58 |
21 |
48 |
98
| |
98
| 96
| 84 |
17 |
-21 |
-30 |
31 |
-32 |
79 |
-3 |
-69 |
-69 |
FXM24 |
85 |
96
| 91
| 15 |
-12 |
-51 |
-26 |
-61 |
2 |
39 |
-12 |
29 |
71 |
-1 |
46 |
68 |
62 |
67 |
36 |
61 |
99
| 98
| |
94
| 82 |
2 |
-36 |
-45 |
17 |
-48 |
83 |
4 |
-60 |
-61 |
SZM24 |
91
| 94
| 90
| 36 |
10 |
-31 |
-7 |
-43 |
24 |
56 |
8 |
3 |
61 |
6 |
33 |
60 |
46 |
50 |
21 |
42 |
96
| 96
| 94
| |
80 |
25 |
-14 |
-24 |
40 |
-26 |
70 |
8 |
-68 |
-70 |
LQGM24 |
63 |
73 |
63 |
10 |
-16 |
-49 |
-22 |
-49 |
1 |
18 |
4 |
27 |
84 |
34 |
70 |
85 |
65 |
69 |
14 |
41 |
84 |
84 |
82 |
80 |
|
10 |
-21 |
-27 |
27 |
-28 |
86 |
-34 |
-68 |
-64 |
OBM24 |
40 |
12 |
22 |
94
| 91
| 73 |
57 |
68 |
88 |
65 |
82 |
-73 |
-15 |
45 |
-20 |
-11 |
-53 |
-51 |
-58 |
-53 |
8 |
17 |
2 |
25 |
10 |
|
91
| 85 |
91
| 86 |
-28 |
2 |
-55 |
-56 |
GBM24 |
3 |
-26 |
-16 |
80 |
89 |
87 |
64 |
87 |
81 |
45 |
82 |
-78 |
-40 |
44 |
-33 |
-35 |
-72 |
-71 |
-64 |
-69 |
-31 |
-21 |
-36 |
-14 |
-21 |
91
| |
97
| 75 |
97
| -57 |
-2 |
-23 |
-23 |
EPM24 |
-7 |
-37 |
-28 |
70 |
81 |
85 |
56 |
87 |
73 |
34 |
75 |
-71 |
-44 |
40 |
-35 |
-37 |
-75 |
-73 |
-68 |
-75 |
-40 |
-30 |
-45 |
-24 |
-27 |
85 |
97
| |
65 |
100
| -61 |
-4 |
-20 |
-19 |
LFGM24 |
51 |
30 |
34 |
93
| 85 |
58 |
64 |
55 |
85 |
70 |
81 |
-72 |
-2 |
46 |
-10 |
1 |
-32 |
-32 |
-44 |
-35 |
24 |
31 |
17 |
40 |
27 |
91
| 75 |
65 |
|
66 |
-12 |
2 |
-57 |
-59 |
LELM24 |
-8 |
-37 |
-31 |
71 |
81 |
85 |
56 |
87 |
73 |
34 |
75 |
-71 |
-45 |
41 |
-35 |
-38 |
-75 |
-73 |
-67 |
-74 |
-42 |
-32 |
-48 |
-26 |
-28 |
86 |
97
| 100
| 66 |
|
-61 |
-4 |
-18 |
-18 |
CCN24 |
52 |
72 |
62 |
-28 |
-52 |
-81 |
-56 |
-82 |
-38 |
-9 |
-40 |
61 |
92
| 4 |
75 |
88 |
86 |
87 |
39 |
62 |
80 |
79 |
83 |
70 |
86 |
-28 |
-57 |
-61 |
-12 |
-61 |
|
-30 |
-48 |
-46 |
LCCN24 |
19 |
11 |
17 |
19 |
20 |
29 |
19 |
13 |
24 |
32 |
5 |
-25 |
-37 |
-30 |
-45 |
-32 |
-29 |
-30 |
3 |
-2 |
6 |
-3 |
4 |
8 |
-34 |
2 |
-2 |
-4 |
2 |
-4 |
-30 |
|
2 |
-10 |
SBN24 |
-67 |
-59 |
-56 |
-50 |
-27 |
1 |
0 |
7 |
-37 |
-41 |
-32 |
11 |
-54 |
-39 |
-36 |
-56 |
-13 |
-18 |
31 |
8 |
-64 |
-69 |
-60 |
-68 |
-68 |
-55 |
-23 |
-20 |
-57 |
-18 |
-48 |
2 |
|
99
|
LSBQ24 |
-71 |
-63 |
-60 |
-53 |
-30 |
-2 |
-1 |
7 |
-41 |
-46 |
-32 |
11 |
-50 |
-33 |
-29 |
-51 |
-10 |
-14 |
29 |
6 |
-66 |
-69 |
-61 |
-70 |
-64 |
-56 |
-23 |
-19 |
-59 |
-18 |
-46 |
-10 |
99
| |
|