|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - Apr 19, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
CBM24 |
HOK24 |
RBK24 |
NGK24 |
KCK24 |
CCK24 |
SBK24 |
W_K24 |
C_K24 |
S_K24 |
SMK24 |
BOK24 |
CTK24 |
LCM24 |
HEM24 |
FCK24 |
JOK24 |
YMM24 |
|
97
| 97
| 89 |
87 |
77 |
63 |
5 |
27 |
-44 |
39 |
73 |
56 |
-33 |
63 |
8 |
23 |
60 |
-14 |
-10 |
-43 |
25 |
-93
| 75 |
68 |
-78 |
-60 |
-88 |
-82 |
-75 |
-68 |
34 |
-33 |
53 |
-25 |
33 |
ESM24 |
97
| |
99
| 89 |
94
| 62 |
45 |
-13 |
18 |
-55 |
24 |
67 |
41 |
-20 |
72 |
6 |
36 |
69 |
6 |
10 |
-28 |
44 |
-93
| 75 |
79 |
-73 |
-68 |
-91
| -85 |
-80 |
-63 |
43 |
-21 |
70 |
-15 |
35 |
NQM24 |
97
| 99
| |
85 |
93
| 65 |
51 |
-9 |
17 |
-56 |
24 |
65 |
44 |
-20 |
67 |
2 |
28 |
62 |
-3 |
0 |
-35 |
33 |
-94
| 76 |
74 |
-71 |
-70 |
-92
| -84 |
-76 |
-71 |
40 |
-28 |
63 |
-21 |
42 |
QRM24 |
89 |
89 |
85 |
|
73 |
79 |
65 |
18 |
47 |
-15 |
58 |
82 |
61 |
-52 |
53 |
26 |
29 |
61 |
-5 |
-2 |
-29 |
34 |
-76 |
58 |
56 |
-82 |
-34 |
-69 |
-67 |
-72 |
-35 |
36 |
-15 |
50 |
-8 |
-0 |
NKM24 |
87 |
94
| 93
| 73 |
|
39 |
22 |
-37 |
-4 |
-75 |
1 |
47 |
18 |
5 |
72 |
-10 |
34 |
64 |
23 |
26 |
-13 |
54 |
-91
| 70 |
85 |
-56 |
-81 |
-95
| -88 |
-82 |
-67 |
54 |
-10 |
80 |
-4 |
47 |
USM24 |
77 |
62 |
65 |
79 |
39 |
|
97
| 63 |
78 |
29 |
82 |
87 |
86 |
-85 |
23 |
38 |
4 |
30 |
-52 |
-49 |
-61 |
-15 |
-58 |
43 |
13 |
-72 |
-7 |
-44 |
-34 |
-32 |
-43 |
0 |
-40 |
2 |
-31 |
-18 |
TYM24 |
63 |
45 |
51 |
65 |
22 |
97
| |
77 |
81 |
45 |
85 |
82 |
88 |
-90 |
5 |
34 |
-11 |
12 |
-66 |
-64 |
-65 |
-34 |
-40 |
28 |
-8 |
-59 |
11 |
-28 |
-18 |
-15 |
-33 |
-10 |
-44 |
-17 |
-35 |
-26 |
SFM24 |
5 |
-13 |
-9 |
18 |
-37 |
63 |
77 |
|
78 |
75 |
72 |
55 |
65 |
-85 |
-37 |
31 |
-31 |
-29 |
-72 |
-72 |
-42 |
-60 |
22 |
-20 |
-59 |
-19 |
58 |
29 |
30 |
30 |
20 |
-32 |
-27 |
-64 |
-23 |
-45 |
EUM24 |
27 |
18 |
17 |
47 |
-4 |
78 |
81 |
78 |
|
56 |
67 |
80 |
75 |
-97
| -2 |
41 |
8 |
12 |
-47 |
-47 |
-37 |
-26 |
-0 |
1 |
-21 |
-35 |
34 |
7 |
16 |
12 |
20 |
-22 |
-30 |
-24 |
-27 |
-35 |
JYM24 |
-44 |
-55 |
-56 |
-15 |
-75 |
29 |
45 |
75 |
56 |
|
56 |
14 |
31 |
-62 |
-63 |
32 |
-31 |
-45 |
-41 |
-44 |
-3 |
-48 |
64 |
-59 |
-79 |
14 |
87 |
74 |
69 |
53 |
69 |
-34 |
9 |
-70 |
7 |
-69 |
CDM24 |
39 |
24 |
24 |
58 |
1 |
82 |
85 |
72 |
67 |
56 |
|
64 |
78 |
-79 |
-13 |
38 |
-15 |
2 |
-40 |
-39 |
-23 |
-18 |
-13 |
2 |
-23 |
-44 |
31 |
-3 |
-7 |
-17 |
9 |
2 |
-5 |
-22 |
1 |
-42 |
BPM24 |
73 |
67 |
65 |
82 |
47 |
87 |
82 |
55 |
80 |
14 |
64 |
|
75 |
-82 |
33 |
30 |
20 |
43 |
-38 |
-36 |
-45 |
1 |
-51 |
39 |
24 |
-68 |
-9 |
-46 |
-37 |
-39 |
-19 |
9 |
-33 |
17 |
-27 |
-11 |
ADM24 |
56 |
41 |
44 |
61 |
18 |
86 |
88 |
65 |
75 |
31 |
78 |
75 |
|
-83 |
23 |
54 |
13 |
29 |
-53 |
-51 |
-61 |
-33 |
-36 |
36 |
3 |
-59 |
1 |
-22 |
-14 |
-7 |
-26 |
-24 |
-56 |
-14 |
-51 |
-2 |
DXM24 |
-33 |
-20 |
-20 |
-52 |
5 |
-85 |
-90 |
-85 |
-97
| -62 |
-79 |
-82 |
-83 |
|
7 |
-42 |
2 |
-7 |
56 |
58 |
43 |
33 |
5 |
-1 |
26 |
42 |
-36 |
-5 |
-11 |
-7 |
-15 |
19 |
31 |
30 |
27 |
37 |
GCM24 |
63 |
72 |
67 |
53 |
72 |
23 |
5 |
-37 |
-2 |
-63 |
-13 |
33 |
23 |
7 |
|
34 |
81 |
89 |
34 |
38 |
-20 |
51 |
-75 |
88 |
91
| -60 |
-66 |
-70 |
-63 |
-51 |
-57 |
1 |
-40 |
70 |
-39 |
45 |
PLN24 |
8 |
6 |
2 |
26 |
-10 |
38 |
34 |
31 |
41 |
32 |
38 |
30 |
54 |
-42 |
34 |
|
58 |
45 |
2 |
4 |
-15 |
3 |
-5 |
26 |
7 |
-32 |
13 |
9 |
16 |
14 |
14 |
-38 |
-26 |
-6 |
-26 |
-15 |
SIK24 |
23 |
36 |
28 |
29 |
34 |
4 |
-11 |
-31 |
8 |
-31 |
-15 |
20 |
13 |
2 |
81 |
58 |
|
85 |
47 |
49 |
2 |
52 |
-36 |
59 |
66 |
-34 |
-32 |
-28 |
-19 |
-17 |
-8 |
-22 |
-26 |
53 |
-29 |
19 |
HGK24 |
60 |
69 |
62 |
61 |
64 |
30 |
12 |
-29 |
12 |
-45 |
2 |
43 |
29 |
-7 |
89 |
45 |
85 |
|
37 |
40 |
-14 |
57 |
-68 |
80 |
84 |
-62 |
-50 |
-60 |
-53 |
-51 |
-34 |
-2 |
-28 |
71 |
-26 |
23 |
CLM24 |
-14 |
6 |
-3 |
-5 |
23 |
-52 |
-66 |
-72 |
-47 |
-41 |
-40 |
-38 |
-53 |
56 |
34 |
2 |
47 |
37 |
|
100
| 79 |
88 |
-3 |
5 |
45 |
21 |
-27 |
-10 |
-13 |
-27 |
19 |
33 |
51 |
62 |
48 |
5 |
CBM24 |
-10 |
10 |
0 |
-2 |
26 |
-49 |
-64 |
-72 |
-47 |
-44 |
-39 |
-36 |
-51 |
58 |
38 |
4 |
49 |
40 |
100
| |
77 |
89 |
-7 |
10 |
49 |
17 |
-30 |
-15 |
-17 |
-30 |
16 |
33 |
49 |
64 |
46 |
6 |
HOK24 |
-43 |
-28 |
-35 |
-29 |
-13 |
-61 |
-65 |
-42 |
-37 |
-3 |
-23 |
-45 |
-61 |
43 |
-20 |
-15 |
2 |
-14 |
79 |
77 |
|
64 |
34 |
-42 |
-8 |
54 |
12 |
24 |
19 |
-2 |
53 |
38 |
78 |
23 |
75 |
-23 |
RBK24 |
25 |
44 |
33 |
34 |
54 |
-15 |
-34 |
-60 |
-26 |
-48 |
-18 |
1 |
-33 |
33 |
51 |
3 |
52 |
57 |
88 |
89 |
64 |
|
-36 |
28 |
65 |
-13 |
-39 |
-42 |
-43 |
-59 |
6 |
50 |
48 |
78 |
48 |
1 |
NGK24 |
-93
| -93
| -94
| -76 |
-91
| -58 |
-40 |
22 |
-0 |
64 |
-13 |
-51 |
-36 |
5 |
-75 |
-5 |
-36 |
-68 |
-3 |
-7 |
34 |
-36 |
|
-84 |
-81 |
72 |
76 |
93
| 86 |
76 |
76 |
-35 |
33 |
-64 |
27 |
-53 |
KCK24 |
75 |
75 |
76 |
58 |
70 |
43 |
28 |
-20 |
1 |
-59 |
2 |
39 |
36 |
-1 |
88 |
26 |
59 |
80 |
5 |
10 |
-42 |
28 |
-84 |
|
80 |
-72 |
-61 |
-76 |
-70 |
-52 |
-74 |
-8 |
-54 |
55 |
-50 |
46 |
CCK24 |
68 |
79 |
74 |
56 |
85 |
13 |
-8 |
-59 |
-21 |
-79 |
-23 |
24 |
3 |
26 |
91
| 7 |
66 |
84 |
45 |
49 |
-8 |
65 |
-81 |
80 |
|
-55 |
-77 |
-81 |
-76 |
-70 |
-58 |
27 |
-19 |
84 |
-17 |
49 |
SBK24 |
-78 |
-73 |
-71 |
-82 |
-56 |
-72 |
-59 |
-19 |
-35 |
14 |
-44 |
-68 |
-59 |
42 |
-60 |
-32 |
-34 |
-62 |
21 |
17 |
54 |
-13 |
72 |
-72 |
-55 |
|
30 |
63 |
66 |
63 |
47 |
-5 |
38 |
-33 |
33 |
-2 |
W_K24 |
-60 |
-68 |
-70 |
-34 |
-81 |
-7 |
11 |
58 |
34 |
87 |
31 |
-9 |
1 |
-36 |
-66 |
13 |
-32 |
-50 |
-27 |
-30 |
12 |
-39 |
76 |
-61 |
-77 |
30 |
|
82 |
72 |
58 |
74 |
-40 |
15 |
-67 |
12 |
-74 |
C_K24 |
-88 |
-91
| -92
| -69 |
-95
| -44 |
-28 |
29 |
7 |
74 |
-3 |
-46 |
-22 |
-5 |
-70 |
9 |
-28 |
-60 |
-10 |
-15 |
24 |
-42 |
93
| -76 |
-81 |
63 |
82 |
|
93
| 83 |
77 |
-46 |
20 |
-70 |
12 |
-49 |
S_K24 |
-82 |
-85 |
-84 |
-67 |
-88 |
-34 |
-18 |
30 |
16 |
69 |
-7 |
-37 |
-14 |
-11 |
-63 |
16 |
-19 |
-53 |
-13 |
-17 |
19 |
-43 |
86 |
-70 |
-76 |
66 |
72 |
93
| |
93
| 75 |
-53 |
7 |
-69 |
-0 |
-36 |
SMK24 |
-75 |
-80 |
-76 |
-72 |
-82 |
-32 |
-15 |
30 |
12 |
53 |
-17 |
-39 |
-7 |
-7 |
-51 |
14 |
-17 |
-51 |
-27 |
-30 |
-2 |
-59 |
76 |
-52 |
-70 |
63 |
58 |
83 |
93
| |
46 |
-66 |
-19 |
-72 |
-26 |
-13 |
BOK24 |
-68 |
-63 |
-71 |
-35 |
-67 |
-43 |
-33 |
20 |
20 |
69 |
9 |
-19 |
-26 |
-15 |
-57 |
14 |
-8 |
-34 |
19 |
16 |
53 |
6 |
76 |
-74 |
-58 |
47 |
74 |
77 |
75 |
46 |
|
-14 |
51 |
-36 |
46 |
-71 |
CTK24 |
34 |
43 |
40 |
36 |
54 |
0 |
-10 |
-32 |
-22 |
-34 |
2 |
9 |
-24 |
19 |
1 |
-38 |
-22 |
-2 |
33 |
33 |
38 |
50 |
-35 |
-8 |
27 |
-5 |
-40 |
-46 |
-53 |
-66 |
-14 |
|
61 |
51 |
64 |
12 |
LCM24 |
-33 |
-21 |
-28 |
-15 |
-10 |
-40 |
-44 |
-27 |
-30 |
9 |
-5 |
-33 |
-56 |
31 |
-40 |
-26 |
-26 |
-28 |
51 |
49 |
78 |
48 |
33 |
-54 |
-19 |
38 |
15 |
20 |
7 |
-19 |
51 |
61 |
|
18 |
99
| -38 |
HEM24 |
53 |
70 |
63 |
50 |
80 |
2 |
-17 |
-64 |
-24 |
-70 |
-22 |
17 |
-14 |
30 |
70 |
-6 |
53 |
71 |
62 |
64 |
23 |
78 |
-64 |
55 |
84 |
-33 |
-67 |
-70 |
-69 |
-72 |
-36 |
51 |
18 |
|
20 |
34 |
FCK24 |
-25 |
-15 |
-21 |
-8 |
-4 |
-31 |
-35 |
-23 |
-27 |
7 |
1 |
-27 |
-51 |
27 |
-39 |
-26 |
-29 |
-26 |
48 |
46 |
75 |
48 |
27 |
-50 |
-17 |
33 |
12 |
12 |
-0 |
-26 |
46 |
64 |
99
| 20 |
|
-39 |
JOK24 |
33 |
35 |
42 |
-0 |
47 |
-18 |
-26 |
-45 |
-35 |
-69 |
-42 |
-11 |
-2 |
37 |
45 |
-15 |
19 |
23 |
5 |
6 |
-23 |
1 |
-53 |
46 |
49 |
-2 |
-74 |
-49 |
-36 |
-13 |
-71 |
12 |
-38 |
34 |
-39 |
|
|