 |
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) - May 16, 2022 |
|
YMM22 |
ESM22 |
USM22 |
TYM22 |
SFM22 |
EUM22 |
JYM22 |
CDM22 |
BPM22 |
ADM22 |
DXM22 |
GCM22 |
PLN22 |
SIN22 |
HGN22 |
CLM22 |
ITCON22 |
HOM22 |
ITSM22 |
PILM22 |
DFM22 |
FXM22 |
SZM22 |
LQGM22 |
OBM22 |
GBM22 |
EPM22 |
LFGM22 |
LFLM22 |
LELM22 |
CCN22 |
LCCN22 |
SBN22 |
LSBQ22 |
YMM22 |
|
97
| 56 |
56 |
67 |
71 |
51 |
41 |
69 |
24 |
-70 |
-45 |
-23 |
-14 |
3 |
-65 |
-64 |
-68 |
-67 |
83 |
83 |
84 |
80 |
11 |
56 |
53 |
68 |
53 |
-59 |
68 |
9 |
-30 |
-20 |
-39 |
ESM22 |
97
| |
66 |
65 |
75 |
75 |
59 |
40 |
70 |
28 |
-74 |
-44 |
-21 |
-9 |
3 |
-70 |
-68 |
-75 |
-72 |
77 |
80 |
82 |
74 |
-5 |
66 |
63 |
75 |
65 |
-72 |
75 |
1 |
-41 |
-17 |
-38 |
USM22 |
56 |
66 |
|
99
| 82 |
85 |
96
| -5 |
74 |
-14 |
-86 |
-53 |
10 |
-19 |
-25 |
-82 |
-83 |
-91
| -89 |
58 |
67 |
67 |
19 |
-60 |
98
| 97
| 91
| 94
| 17 |
91
| -8 |
-52 |
-51 |
-72 |
TYM22 |
56 |
65 |
99
| |
80 |
86 |
96
| -8 |
75 |
-21 |
-87 |
-57 |
10 |
-23 |
-29 |
-84 |
-85 |
-92
| -91
| 61 |
70 |
71 |
19 |
-59 |
99
| 98
| 92
| 93
| 79 |
93
| -8 |
-52 |
-56 |
-77 |
SFM22 |
67 |
75 |
82 |
80 |
|
91
| 87 |
43 |
93
| 31 |
-94
| -18 |
32 |
22 |
23 |
-62 |
-62 |
-80 |
-74 |
60 |
61 |
65 |
28 |
-20 |
78 |
73 |
80 |
65 |
37 |
79 |
28 |
-29 |
-38 |
-56 |
EUM22 |
71 |
75 |
85 |
86 |
91
| |
92
| 26 |
94
| 1 |
-99
| -47 |
20 |
-8 |
-5 |
-78 |
-79 |
-91
| -88 |
78 |
80 |
82 |
34 |
-19 |
82 |
77 |
85 |
71 |
78 |
84 |
25 |
-29 |
-62 |
-78 |
JYM22 |
51 |
59 |
96
| 96
| 87 |
92
| |
5 |
85 |
-12 |
-93
| -46 |
28 |
-9 |
-15 |
-76 |
-78 |
-90
| -88 |
59 |
67 |
67 |
9 |
-50 |
94
| 92
| 88 |
84 |
95
| 88 |
11 |
-39 |
-61 |
-78 |
CDM22 |
41 |
40 |
-5 |
-8 |
43 |
26 |
5 |
|
44 |
76 |
-30 |
33 |
25 |
56 |
71 |
14 |
15 |
-4 |
3 |
25 |
17 |
21 |
29 |
52 |
-6 |
-10 |
8 |
-14 |
-16 |
8 |
46 |
16 |
21 |
20 |
BPM22 |
69 |
70 |
74 |
75 |
93
| 94
| 85 |
44 |
|
19 |
-96
| -26 |
38 |
14 |
18 |
-61 |
-62 |
-79 |
-74 |
72 |
71 |
74 |
29 |
-4 |
71 |
66 |
78 |
55 |
64 |
77 |
40 |
-18 |
-55 |
-68 |
ADM22 |
24 |
28 |
-14 |
-21 |
31 |
1 |
-12 |
76 |
19 |
|
-6 |
67 |
31 |
79 |
87 |
36 |
38 |
18 |
28 |
-13 |
-20 |
-16 |
14 |
33 |
-19 |
-23 |
-12 |
-26 |
11 |
-12 |
35 |
11 |
51 |
51 |
DXM22 |
-70 |
-74 |
-86 |
-87 |
-94
| -99
| -93
| -30 |
-96
| -6 |
|
42 |
-25 |
2 |
0 |
76 |
76 |
91
| 87 |
-75 |
-78 |
-79 |
-30 |
21 |
-83 |
-79 |
-86 |
-72 |
-76 |
-86 |
-26 |
29 |
59 |
76 |
GCM22 |
-45 |
-44 |
-53 |
-57 |
-18 |
-47 |
-46 |
33 |
-26 |
67 |
42 |
|
52 |
87 |
79 |
80 |
81 |
66 |
74 |
-69 |
-76 |
-73 |
-45 |
24 |
-58 |
-59 |
-61 |
-66 |
-2 |
-61 |
35 |
40 |
55 |
67 |
PLN22 |
-23 |
-21 |
10 |
10 |
32 |
20 |
28 |
25 |
38 |
31 |
-25 |
52 |
|
63 |
54 |
31 |
30 |
7 |
13 |
-18 |
-22 |
-19 |
-57 |
-3 |
4 |
2 |
-1 |
-15 |
14 |
-1 |
59 |
31 |
-17 |
-10 |
SIN22 |
-14 |
-9 |
-19 |
-23 |
22 |
-8 |
-9 |
56 |
14 |
79 |
2 |
87 |
63 |
|
89 |
50 |
52 |
30 |
40 |
-39 |
-44 |
-39 |
-29 |
13 |
-22 |
-24 |
-23 |
-34 |
35 |
-24 |
43 |
24 |
45 |
46 |
HGN22 |
3 |
3 |
-25 |
-29 |
23 |
-5 |
-15 |
71 |
18 |
87 |
0 |
79 |
54 |
89 |
|
52 |
54 |
31 |
41 |
-25 |
-34 |
-29 |
-11 |
39 |
-29 |
-33 |
-26 |
-43 |
-34 |
-26 |
53 |
33 |
42 |
46 |
CLM22 |
-65 |
-70 |
-82 |
-84 |
-62 |
-78 |
-76 |
14 |
-61 |
36 |
76 |
80 |
31 |
50 |
52 |
|
100
| 94
| 96
| -75 |
-85 |
-83 |
-50 |
41 |
-85 |
-84 |
-86 |
-86 |
-80 |
-86 |
25 |
55 |
52 |
74 |
ITCON22 |
-64 |
-68 |
-83 |
-85 |
-62 |
-79 |
-78 |
15 |
-62 |
38 |
76 |
81 |
30 |
52 |
54 |
100
| |
95
| 97
| -76 |
-86 |
-84 |
-48 |
40 |
-85 |
-85 |
-86 |
-87 |
-82 |
-87 |
24 |
54 |
56 |
76 |
HOM22 |
-68 |
-75 |
-91
| -92
| -80 |
-91
| -90
| -4 |
-79 |
18 |
91
| 66 |
7 |
30 |
31 |
94
| 95
| |
99
| -76 |
-85 |
-84 |
-41 |
40 |
-91
| -89 |
-92
| -88 |
-77 |
-92
| 7 |
50 |
55 |
76 |
ITSM22 |
-67 |
-72 |
-89 |
-91
| -74 |
-88 |
-88 |
3 |
-74 |
28 |
87 |
74 |
13 |
40 |
41 |
96
| 97
| 99
| |
-77 |
-86 |
-85 |
-42 |
40 |
-90
| -89 |
-91
| -88 |
-83 |
-91
| 12 |
51 |
59 |
79 |
PILM22 |
83 |
77 |
58 |
61 |
60 |
78 |
59 |
25 |
72 |
-13 |
-75 |
-69 |
-18 |
-39 |
-25 |
-75 |
-76 |
-76 |
-77 |
|
97
| 98
| 73 |
17 |
59 |
56 |
73 |
55 |
-64 |
72 |
13 |
-22 |
-53 |
-67 |
DFM22 |
83 |
80 |
67 |
70 |
61 |
80 |
67 |
17 |
71 |
-20 |
-78 |
-76 |
-22 |
-44 |
-34 |
-85 |
-86 |
-85 |
-86 |
97
| |
100
| 69 |
-1 |
70 |
68 |
81 |
68 |
-50 |
80 |
1 |
-33 |
-51 |
-68 |
FXM22 |
84 |
82 |
67 |
71 |
65 |
82 |
67 |
21 |
74 |
-16 |
-79 |
-73 |
-19 |
-39 |
-29 |
-83 |
-84 |
-84 |
-85 |
98
| 100
| |
70 |
2 |
70 |
68 |
81 |
67 |
-59 |
81 |
4 |
-32 |
-51 |
-68 |
SZM22 |
80 |
74 |
19 |
19 |
28 |
34 |
9 |
29 |
29 |
14 |
-30 |
-45 |
-57 |
-29 |
-11 |
-50 |
-48 |
-41 |
-42 |
73 |
69 |
70 |
|
38 |
22 |
20 |
41 |
27 |
-54 |
40 |
-11 |
-23 |
3 |
-10 |
LQGM22 |
11 |
-5 |
-60 |
-59 |
-20 |
-19 |
-50 |
52 |
-4 |
33 |
21 |
24 |
-3 |
13 |
39 |
41 |
40 |
40 |
40 |
17 |
-1 |
2 |
38 |
|
-62 |
-66 |
-39 |
-65 |
-79 |
-41 |
46 |
54 |
11 |
25 |
OBM22 |
56 |
66 |
98
| 99
| 78 |
82 |
94
| -6 |
71 |
-19 |
-83 |
-58 |
4 |
-22 |
-29 |
-85 |
-85 |
-91
| -90
| 59 |
70 |
70 |
22 |
-62 |
|
100
| 94
| 97
| 47 |
94
| -16 |
-57 |
-47 |
-70 |
GBM22 |
53 |
63 |
97
| 98
| 73 |
77 |
92
| -10 |
66 |
-23 |
-79 |
-59 |
2 |
-24 |
-33 |
-84 |
-85 |
-89 |
-89 |
56 |
68 |
68 |
20 |
-66 |
100
| |
93
| 97
| 62 |
93
| -22 |
-61 |
-45 |
-67 |
EPM22 |
68 |
75 |
91
| 92
| 80 |
85 |
88 |
8 |
78 |
-12 |
-86 |
-61 |
-1 |
-23 |
-26 |
-86 |
-86 |
-92
| -91
| 73 |
81 |
81 |
41 |
-39 |
94
| 93
| |
89 |
81 |
100
| -15 |
-60 |
-51 |
-72 |
LFGM22 |
53 |
65 |
94
| 93
| 65 |
71 |
84 |
-14 |
55 |
-26 |
-72 |
-66 |
-15 |
-34 |
-43 |
-86 |
-87 |
-88 |
-88 |
55 |
68 |
67 |
27 |
-65 |
97
| 97
| 89 |
|
27 |
90 |
-31 |
-64 |
-35 |
-60 |
LFLM22 |
-59 |
-72 |
17 |
79 |
37 |
78 |
95
| -16 |
64 |
11 |
-76 |
-2 |
14 |
35 |
-34 |
-80 |
-82 |
-77 |
-83 |
-64 |
-50 |
-59 |
-54 |
-79 |
47 |
62 |
81 |
27 |
|
82 |
-17 |
-15 |
-62 |
-58 |
LELM22 |
-37 |
-43 |
37 |
53 |
33 |
47 |
74 |
-32 |
41 |
-17 |
-46 |
-0 |
-7 |
16 |
-21 |
-79 |
-80 |
-75 |
-80 |
-33 |
-33 |
-39 |
-0 |
-57 |
69 |
79 |
97
| 44 |
82 |
|
-15 |
-13 |
-42 |
-39 |
CCN22 |
-3 |
-3 |
-62 |
10 |
-33 |
1 |
-4 |
7 |
10 |
3 |
-4 |
-31 |
-32 |
-45 |
-8 |
38 |
37 |
41 |
38 |
-2 |
-34 |
13 |
-68 |
13 |
-43 |
-27 |
-11 |
-71 |
-18 |
-15 |
|
95
| 66 |
65 |
LCCN22 |
-16 |
-12 |
-53 |
22 |
-46 |
-6 |
-6 |
-2 |
-1 |
-10 |
2 |
-43 |
-38 |
-55 |
-16 |
35 |
33 |
38 |
36 |
-14 |
-54 |
-3 |
-75 |
7 |
-36 |
-19 |
-9 |
-62 |
-15 |
-13 |
95
| |
62 |
60 |
SBN22 |
46 |
62 |
-41 |
-41 |
-42 |
-52 |
-52 |
-11 |
-45 |
-29 |
50 |
-7 |
-47 |
-61 |
3 |
56 |
57 |
53 |
59 |
56 |
58 |
64 |
13 |
64 |
-29 |
-20 |
-44 |
-27 |
-63 |
-42 |
66 |
62 |
|
99
|
LSBQ22 |
47 |
62 |
-35 |
-42 |
-43 |
-52 |
-51 |
-11 |
-45 |
-30 |
48 |
-5 |
-45 |
-58 |
2 |
54 |
55 |
51 |
56 |
57 |
60 |
65 |
21 |
64 |
-21 |
-14 |
-42 |
-17 |
-58 |
-39 |
65 |
60 |
99
| |
|