 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 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 |
|
96
| 88 |
76 |
64 |
54 |
50 |
51 |
66 |
52 |
42 |
47 |
57 |
33 |
-55 |
-34 |
3 |
3 |
2 |
-55 |
-54 |
-60 |
-61 |
-56 |
16 |
-4 |
-8 |
-56 |
-52 |
-52 |
-30 |
-65 |
-39 |
30 |
-34 |
22 |
-4 |
-52 |
ESM22 |
96
| |
93
| 75 |
62 |
61 |
53 |
49 |
70 |
48 |
44 |
38 |
54 |
31 |
-52 |
-28 |
-0 |
7 |
5 |
-55 |
-54 |
-62 |
-63 |
-59 |
23 |
-11 |
-7 |
-52 |
-51 |
-51 |
-26 |
-68 |
-41 |
34 |
-29 |
27 |
1 |
-56 |
NQM22 |
88 |
93
| |
90 |
77 |
78 |
74 |
75 |
76 |
69 |
67 |
36 |
67 |
27 |
-72 |
-52 |
-3 |
-6 |
-22 |
-79 |
-77 |
-82 |
-83 |
-75 |
0 |
-14 |
-7 |
-71 |
-75 |
-77 |
-56 |
-87 |
-67 |
10 |
-56 |
5 |
-24 |
-70 |
QRM22 |
76 |
75 |
90 |
|
80 |
73 |
76 |
84 |
72 |
79 |
71 |
52 |
72 |
43 |
-79 |
-52 |
14 |
5 |
-28 |
-78 |
-77 |
-79 |
-82 |
-74 |
-29 |
-7 |
11 |
-70 |
-80 |
-84 |
-71 |
-84 |
-74 |
-17 |
-65 |
-21 |
-46 |
-71 |
NKM22 |
64 |
62 |
77 |
80 |
|
51 |
57 |
71 |
45 |
67 |
52 |
35 |
56 |
28 |
-64 |
-63 |
-21 |
-21 |
-40 |
-71 |
-70 |
-66 |
-70 |
-53 |
-39 |
-8 |
9 |
-68 |
-69 |
-75 |
-67 |
-71 |
-59 |
-31 |
-68 |
-37 |
-54 |
-40 |
USM22 |
54 |
61 |
78 |
73 |
51 |
|
97
| 87 |
82 |
81 |
94
| 12 |
75 |
0 |
-84 |
-56 |
16 |
-16 |
-34 |
-84 |
-84 |
-91
| -88 |
-95
| 7 |
-5 |
-36 |
-77 |
-87 |
-77 |
-57 |
-92
| -92
| 6 |
-58 |
19 |
-6 |
-89 |
TYM22 |
50 |
53 |
74 |
76 |
57 |
97
| |
95
| 79 |
88 |
97
| 19 |
80 |
2 |
-90 |
-66 |
17 |
-22 |
-43 |
-88 |
-88 |
-93
| -91
| -94
| -8 |
1 |
-34 |
-83 |
-94
| -84 |
-69 |
-93
| -96
| -8 |
-68 |
6 |
-18 |
-87 |
EDM22 |
51 |
49 |
75 |
84 |
71 |
87 |
95
| |
71 |
91
| 92
| 30 |
81 |
12 |
-91
| -77 |
5 |
-24 |
-55 |
-93
| -93
| -93
| -94
| -87 |
-35 |
2 |
-16 |
-89 |
-98
| -94
| -86 |
-93
| -93
| -29 |
-83 |
-23 |
-50 |
-73 |
SFM22 |
66 |
70 |
76 |
72 |
45 |
82 |
79 |
71 |
|
81 |
83 |
49 |
89 |
43 |
-86 |
-28 |
35 |
23 |
5 |
-66 |
-65 |
-80 |
-77 |
-86 |
5 |
24 |
-24 |
-69 |
-74 |
-57 |
-35 |
-79 |
-74 |
14 |
-30 |
25 |
-5 |
-77 |
EUM22 |
52 |
48 |
69 |
79 |
67 |
81 |
88 |
91
| 81 |
|
92
| 45 |
94
| 32 |
-99
| -63 |
19 |
-7 |
-35 |
-84 |
-85 |
-89 |
-88 |
-87 |
-35 |
28 |
-22 |
-89 |
-94
| -78 |
-68 |
-86 |
-90
| -20 |
-64 |
-11 |
-44 |
-70 |
JYM22 |
42 |
44 |
67 |
71 |
52 |
94
| 97
| 92
| 83 |
92
| |
23 |
88 |
12 |
-94
| -59 |
22 |
-9 |
-39 |
-84 |
-85 |
-92
| -89 |
-94
| -21 |
20 |
-33 |
-84 |
-93
| -77 |
-63 |
-89 |
-95
| -14 |
-61 |
1 |
-28 |
-80 |
CDM22 |
47 |
38 |
36 |
52 |
35 |
12 |
19 |
30 |
49 |
45 |
23 |
|
53 |
80 |
-47 |
-4 |
41 |
43 |
33 |
-14 |
-13 |
-23 |
-23 |
-24 |
-21 |
33 |
28 |
-26 |
-31 |
-29 |
-27 |
-25 |
-18 |
-15 |
-10 |
-14 |
-26 |
-29 |
BPM22 |
57 |
54 |
67 |
72 |
56 |
75 |
80 |
81 |
89 |
94
| 88 |
53 |
|
39 |
-96
| -46 |
32 |
10 |
-11 |
-72 |
-73 |
-83 |
-80 |
-85 |
-16 |
40 |
-29 |
-83 |
-86 |
-64 |
-49 |
-79 |
-81 |
-3 |
-45 |
9 |
-22 |
-69 |
ADM22 |
33 |
31 |
27 |
43 |
28 |
0 |
2 |
12 |
43 |
32 |
12 |
80 |
39 |
|
-32 |
27 |
38 |
67 |
50 |
4 |
6 |
-6 |
-7 |
-11 |
-35 |
30 |
50 |
1 |
-10 |
-6 |
-3 |
-11 |
-15 |
-26 |
10 |
-24 |
-25 |
-14 |
DXM22 |
-55 |
-52 |
-72 |
-79 |
-64 |
-84 |
-90 |
-91
| -86 |
-99
| -94
| -47 |
-96
| -32 |
|
60 |
-23 |
2 |
30 |
84 |
84 |
91
| 89 |
90 |
28 |
-29 |
25 |
89 |
94
| 78 |
65 |
88 |
90
| 14 |
60 |
4 |
37 |
75 |
GCM22 |
-34 |
-28 |
-52 |
-52 |
-63 |
-56 |
-66 |
-77 |
-28 |
-63 |
-59 |
-4 |
-46 |
27 |
60 |
|
36 |
76 |
77 |
81 |
82 |
71 |
73 |
57 |
27 |
10 |
34 |
81 |
78 |
82 |
82 |
70 |
63 |
25 |
84 |
23 |
45 |
47 |
PLN22 |
3 |
-0 |
-3 |
14 |
-21 |
16 |
17 |
5 |
35 |
19 |
22 |
41 |
32 |
38 |
-23 |
36 |
|
64 |
41 |
16 |
15 |
-1 |
7 |
-19 |
11 |
35 |
-2 |
3 |
-8 |
9 |
11 |
1 |
-6 |
16 |
23 |
26 |
17 |
-34 |
SIN22 |
3 |
7 |
-6 |
5 |
-21 |
-16 |
-22 |
-24 |
23 |
-7 |
-9 |
43 |
10 |
67 |
2 |
76 |
64 |
|
73 |
37 |
38 |
23 |
25 |
9 |
2 |
24 |
43 |
38 |
27 |
35 |
40 |
23 |
14 |
9 |
51 |
8 |
13 |
4 |
HGN22 |
2 |
5 |
-22 |
-28 |
-40 |
-34 |
-43 |
-55 |
5 |
-35 |
-39 |
33 |
-11 |
50 |
30 |
77 |
41 |
73 |
|
62 |
63 |
46 |
49 |
31 |
36 |
27 |
21 |
53 |
51 |
62 |
70 |
44 |
44 |
35 |
75 |
37 |
51 |
22 |
CLM22 |
-55 |
-55 |
-79 |
-78 |
-71 |
-84 |
-88 |
-93
| -66 |
-84 |
-84 |
-14 |
-72 |
4 |
84 |
81 |
16 |
37 |
62 |
|
100
| 96
| 98
| 83 |
22 |
8 |
26 |
92
| 93
| 92
| 80 |
93
| 88 |
15 |
81 |
14 |
45 |
67 |
CBN22 |
-54 |
-54 |
-77 |
-77 |
-70 |
-84 |
-88 |
-93
| -65 |
-85 |
-85 |
-13 |
-73 |
6 |
84 |
82 |
15 |
38 |
63 |
100
| |
96
| 98
| 84 |
21 |
7 |
29 |
93
| 93
| 91
| 80 |
93
| 88 |
14 |
81 |
13 |
44 |
68 |
HOM22 |
-60 |
-62 |
-82 |
-79 |
-66 |
-91
| -93
| -93
| -80 |
-89 |
-92
| -23 |
-83 |
-6 |
91
| 71 |
-1 |
23 |
46 |
96
| 96
| |
98
| 93
| 11 |
-3 |
31 |
91
| 95
| 86 |
70 |
97
| 91
| 5 |
69 |
-1 |
33 |
79 |
RBM22 |
-61 |
-63 |
-83 |
-82 |
-70 |
-88 |
-91
| -94
| -77 |
-88 |
-89 |
-23 |
-80 |
-7 |
89 |
73 |
7 |
25 |
49 |
98
| 98
| 98
| |
90 |
17 |
1 |
25 |
92
| 94
| 89 |
74 |
96
| 90
| 9 |
73 |
6 |
39 |
73 |
NGM22 |
-56 |
-59 |
-75 |
-74 |
-53 |
-95
| -94
| -87 |
-86 |
-87 |
-94
| -24 |
-85 |
-11 |
90 |
57 |
-19 |
9 |
31 |
83 |
84 |
93
| 90 |
|
5 |
-13 |
37 |
83 |
91
| 76 |
56 |
92
| 91
| -1 |
56 |
-16 |
14 |
87 |
KCN22 |
16 |
23 |
0 |
-29 |
-39 |
7 |
-8 |
-35 |
5 |
-35 |
-21 |
-21 |
-16 |
-35 |
28 |
27 |
11 |
2 |
36 |
22 |
21 |
11 |
17 |
5 |
|
2 |
-40 |
15 |
28 |
34 |
49 |
12 |
36 |
83 |
46 |
79 |
74 |
-7 |
CCN22 |
-4 |
-11 |
-14 |
-7 |
-8 |
-5 |
1 |
2 |
24 |
28 |
20 |
33 |
40 |
30 |
-29 |
10 |
35 |
24 |
27 |
8 |
7 |
-3 |
1 |
-13 |
2 |
|
-10 |
-17 |
-12 |
15 |
18 |
-1 |
-7 |
3 |
22 |
17 |
14 |
-4 |
SBN22 |
-8 |
-7 |
-7 |
11 |
9 |
-36 |
-34 |
-16 |
-24 |
-22 |
-33 |
28 |
-29 |
50 |
25 |
34 |
-2 |
43 |
21 |
26 |
29 |
31 |
25 |
37 |
-40 |
-10 |
|
43 |
28 |
6 |
-4 |
23 |
20 |
-44 |
7 |
-61 |
-45 |
34 |
W_N22 |
-56 |
-52 |
-71 |
-70 |
-68 |
-77 |
-83 |
-89 |
-69 |
-89 |
-84 |
-26 |
-83 |
1 |
89 |
81 |
3 |
38 |
53 |
92
| 93
| 91
| 92
| 83 |
15 |
-17 |
43 |
|
94
| 83 |
72 |
88 |
81 |
5 |
72 |
-1 |
33 |
66 |
C_N22 |
-52 |
-51 |
-75 |
-80 |
-69 |
-87 |
-94
| -98
| -74 |
-94
| -93
| -31 |
-86 |
-10 |
94
| 78 |
-8 |
27 |
51 |
93
| 93
| 95
| 94
| 91
| 28 |
-12 |
28 |
94
| |
91
| 81 |
94
| 92
| 20 |
78 |
10 |
41 |
77 |
S_N22 |
-52 |
-51 |
-77 |
-84 |
-75 |
-77 |
-84 |
-94
| -57 |
-78 |
-77 |
-29 |
-64 |
-6 |
78 |
82 |
9 |
35 |
62 |
92
| 91
| 86 |
89 |
76 |
34 |
15 |
6 |
83 |
91
| |
94
| 90 |
81 |
33 |
90
| 32 |
55 |
68 |
SMN22 |
-30 |
-26 |
-56 |
-71 |
-67 |
-57 |
-69 |
-86 |
-35 |
-68 |
-63 |
-27 |
-49 |
-3 |
65 |
82 |
11 |
40 |
70 |
80 |
80 |
70 |
74 |
56 |
49 |
18 |
-4 |
72 |
81 |
94
| |
71 |
69 |
50 |
93
| 52 |
68 |
51 |
BON22 |
-65 |
-68 |
-87 |
-84 |
-71 |
-92
| -93
| -93
| -79 |
-86 |
-89 |
-25 |
-79 |
-11 |
88 |
70 |
1 |
23 |
44 |
93
| 93
| 97
| 96
| 92
| 12 |
-1 |
23 |
88 |
94
| 90 |
71 |
|
89 |
8 |
71 |
0 |
31 |
80 |
CTN22 |
-39 |
-41 |
-67 |
-74 |
-59 |
-92
| -96
| -93
| -74 |
-90
| -95
| -18 |
-81 |
-15 |
90
| 63 |
-6 |
14 |
44 |
88 |
88 |
91
| 90
| 91
| 36 |
-7 |
20 |
81 |
92
| 81 |
69 |
89 |
|
28 |
69 |
15 |
38 |
73 |
LCM22 |
30 |
34 |
10 |
-17 |
-31 |
6 |
-8 |
-29 |
14 |
-20 |
-14 |
-15 |
-3 |
-26 |
14 |
25 |
16 |
9 |
35 |
15 |
14 |
5 |
9 |
-1 |
83 |
3 |
-44 |
5 |
20 |
33 |
50 |
8 |
28 |
|
47 |
89 |
65 |
-11 |
HEM22 |
-34 |
-29 |
-56 |
-65 |
-68 |
-58 |
-68 |
-83 |
-30 |
-64 |
-61 |
-10 |
-45 |
10 |
60 |
84 |
23 |
51 |
75 |
81 |
81 |
69 |
73 |
56 |
46 |
22 |
7 |
72 |
78 |
90
| 93
| 71 |
69 |
47 |
|
47 |
59 |
44 |
FCQ22 |
22 |
27 |
5 |
-21 |
-37 |
19 |
6 |
-23 |
25 |
-11 |
1 |
-14 |
9 |
-24 |
4 |
23 |
26 |
8 |
37 |
14 |
13 |
-1 |
6 |
-16 |
79 |
17 |
-61 |
-1 |
10 |
32 |
52 |
0 |
15 |
89 |
47 |
|
78 |
-23 |
LBN22 |
-4 |
1 |
-24 |
-46 |
-54 |
-6 |
-18 |
-50 |
-5 |
-44 |
-28 |
-26 |
-22 |
-25 |
37 |
45 |
17 |
13 |
51 |
45 |
44 |
33 |
39 |
14 |
74 |
14 |
-45 |
33 |
41 |
55 |
68 |
31 |
38 |
65 |
59 |
78 |
|
4 |
JON22 |
-52 |
-56 |
-70 |
-71 |
-40 |
-89 |
-87 |
-73 |
-77 |
-70 |
-80 |
-29 |
-69 |
-14 |
75 |
47 |
-34 |
4 |
22 |
67 |
68 |
79 |
73 |
87 |
-7 |
-4 |
34 |
66 |
77 |
68 |
51 |
80 |
73 |
-11 |
44 |
-23 |
4 |
|
|