 |
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 180 trading days) - May 17, 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 |
|
96
| 55 |
51 |
67 |
53 |
43 |
48 |
58 |
34 |
-56 |
-33 |
4 |
5 |
3 |
-56 |
-55 |
-60 |
-59 |
81 |
82 |
85 |
70 |
4 |
52 |
49 |
58 |
58 |
-63 |
59 |
-3 |
-41 |
-10 |
-36 |
ESM22 |
96
| |
62 |
54 |
71 |
49 |
45 |
38 |
55 |
32 |
-54 |
-28 |
1 |
8 |
6 |
-57 |
-55 |
-63 |
-60 |
79 |
78 |
81 |
71 |
0 |
57 |
53 |
62 |
65 |
-82 |
62 |
-10 |
-50 |
-9 |
-34 |
USM22 |
55 |
62 |
|
97
| 83 |
81 |
94
| 13 |
75 |
2 |
-84 |
-55 |
17 |
-14 |
-32 |
-84 |
-84 |
-91
| -90 |
50 |
70 |
69 |
7 |
-62 |
98
| 95
| 90
| 94
| 17 |
91
| -4 |
-44 |
-38 |
-70 |
TYM22 |
51 |
54 |
97
| |
79 |
89 |
97
| 20 |
80 |
4 |
-90
| -65 |
18 |
-19 |
-41 |
-88 |
-89 |
-93
| -93
| 44 |
73 |
70 |
-3 |
-71 |
98
| 98
| 92
| 93
| 79 |
93
| 2 |
-35 |
-35 |
-72 |
SFM22 |
67 |
71 |
83 |
79 |
|
81 |
83 |
49 |
89 |
44 |
-87 |
-26 |
35 |
25 |
7 |
-66 |
-66 |
-80 |
-75 |
50 |
65 |
67 |
18 |
-34 |
78 |
74 |
79 |
69 |
55 |
79 |
25 |
-29 |
-27 |
-57 |
EUM22 |
53 |
49 |
81 |
89 |
81 |
|
92
| 46 |
94
| 33 |
-99
| -62 |
20 |
-5 |
-33 |
-85 |
-85 |
-89 |
-89 |
35 |
77 |
71 |
-2 |
-62 |
84 |
83 |
84 |
73 |
84 |
84 |
29 |
-14 |
-24 |
-63 |
JYM22 |
43 |
45 |
94
| 97
| 83 |
92
| |
24 |
88 |
14 |
-95
| -58 |
23 |
-8 |
-37 |
-84 |
-85 |
-92
| -91
| 33 |
69 |
65 |
-11 |
-70 |
94
| 93
| 90 |
85 |
95
| 90 |
21 |
-23 |
-35 |
-71 |
CDM22 |
48 |
38 |
13 |
20 |
49 |
46 |
24 |
|
54 |
80 |
-47 |
-4 |
42 |
44 |
33 |
-15 |
-14 |
-24 |
-20 |
18 |
36 |
37 |
5 |
1 |
18 |
18 |
23 |
15 |
36 |
23 |
33 |
3 |
26 |
5 |
BPM22 |
58 |
55 |
75 |
80 |
89 |
94
| 88 |
54 |
|
41 |
-96
| -45 |
33 |
12 |
-9 |
-73 |
-73 |
-83 |
-81 |
44 |
72 |
71 |
5 |
-44 |
77 |
75 |
82 |
60 |
74 |
81 |
41 |
-10 |
-31 |
-64 |
ADM22 |
34 |
32 |
2 |
4 |
44 |
33 |
14 |
80 |
41 |
|
-34 |
28 |
38 |
68 |
51 |
2 |
4 |
-7 |
-2 |
-10 |
3 |
8 |
3 |
-5 |
4 |
5 |
10 |
-4 |
57 |
9 |
31 |
2 |
47 |
32 |
DXM22 |
-56 |
-54 |
-84 |
-90
| -87 |
-99
| -95
| -47 |
-96
| -34 |
|
58 |
-24 |
1 |
28 |
84 |
84 |
91
| 89 |
-41 |
-77 |
-73 |
-0 |
59 |
-86 |
-85 |
-87 |
-75 |
-78 |
-86 |
-30 |
16 |
27 |
65 |
GCM22 |
-33 |
-28 |
-55 |
-65 |
-26 |
-62 |
-58 |
-4 |
-45 |
28 |
58 |
|
37 |
76 |
77 |
79 |
81 |
70 |
75 |
-36 |
-69 |
-62 |
-6 |
52 |
-63 |
-66 |
-65 |
-64 |
21 |
-64 |
10 |
17 |
33 |
61 |
PLN22 |
4 |
1 |
17 |
18 |
35 |
20 |
23 |
42 |
33 |
38 |
-24 |
37 |
|
64 |
41 |
14 |
14 |
-2 |
2 |
1 |
3 |
6 |
-35 |
1 |
11 |
10 |
4 |
4 |
52 |
4 |
35 |
8 |
-3 |
-8 |
SIN22 |
5 |
8 |
-14 |
-19 |
25 |
-5 |
-8 |
44 |
12 |
68 |
1 |
76 |
64 |
|
74 |
35 |
37 |
21 |
28 |
-17 |
-26 |
-17 |
-5 |
17 |
-15 |
-17 |
-17 |
-22 |
63 |
-17 |
24 |
1 |
40 |
40 |
HGN22 |
3 |
6 |
-32 |
-41 |
7 |
-33 |
-37 |
33 |
-9 |
51 |
28 |
77 |
41 |
74 |
|
60 |
61 |
44 |
51 |
-9 |
-37 |
-31 |
9 |
56 |
-40 |
-44 |
-37 |
-45 |
3 |
-38 |
27 |
17 |
20 |
40 |
CLM22 |
-56 |
-57 |
-84 |
-88 |
-66 |
-85 |
-84 |
-15 |
-73 |
2 |
84 |
79 |
14 |
35 |
60 |
|
100
| 96
| 97
| -49 |
-85 |
-79 |
-22 |
64 |
-89 |
-89 |
-89 |
-88 |
-85 |
-89 |
7 |
37 |
28 |
68 |
ITCON22 |
-55 |
-55 |
-84 |
-89 |
-66 |
-85 |
-85 |
-14 |
-73 |
4 |
84 |
81 |
14 |
37 |
61 |
100
| |
96
| 98
| -52 |
-85 |
-80 |
-21 |
63 |
-89 |
-89 |
-89 |
-88 |
-86 |
-89 |
6 |
36 |
31 |
69 |
HOM22 |
-60 |
-63 |
-91
| -93
| -80 |
-89 |
-92
| -24 |
-83 |
-7 |
91
| 70 |
-2 |
21 |
44 |
96
| 96
| |
99
| -54 |
-85 |
-81 |
-18 |
60 |
-93
| -92
| -93
| -89 |
-82 |
-93
| -4 |
36 |
32 |
72 |
ITSM22 |
-59 |
-60 |
-90 |
-93
| -75 |
-89 |
-91
| -20 |
-81 |
-2 |
89 |
75 |
2 |
28 |
51 |
97
| 98
| 99
| |
-55 |
-86 |
-82 |
-18 |
60 |
-93
| -92
| -93
| -89 |
-87 |
-93
| -1 |
36 |
35 |
73 |
PILM22 |
81 |
79 |
50 |
44 |
50 |
35 |
33 |
18 |
44 |
-10 |
-41 |
-36 |
1 |
-17 |
-9 |
-49 |
-52 |
-54 |
-55 |
|
87 |
87 |
74 |
28 |
44 |
39 |
51 |
52 |
-74 |
52 |
-5 |
-35 |
-40 |
-54 |
DFM22 |
82 |
78 |
70 |
73 |
65 |
77 |
69 |
36 |
72 |
3 |
-77 |
-69 |
3 |
-26 |
-37 |
-85 |
-85 |
-85 |
-86 |
87 |
|
99
| 50 |
-20 |
74 |
73 |
79 |
73 |
-50 |
79 |
-3 |
-36 |
-29 |
-62 |
FXM22 |
85 |
81 |
69 |
70 |
67 |
71 |
65 |
37 |
71 |
8 |
-73 |
-62 |
6 |
-17 |
-31 |
-79 |
-80 |
-81 |
-82 |
87 |
99
| |
55 |
-17 |
72 |
69 |
76 |
71 |
-72 |
77 |
-1 |
-38 |
-27 |
-60 |
SZM22 |
70 |
71 |
7 |
-3 |
18 |
-2 |
-11 |
5 |
5 |
3 |
-0 |
-6 |
-35 |
-5 |
9 |
-22 |
-21 |
-18 |
-18 |
74 |
50 |
55 |
|
53 |
5 |
1 |
18 |
19 |
-54 |
18 |
-27 |
-37 |
0 |
-2 |
LQGM22 |
4 |
0 |
-62 |
-71 |
-34 |
-62 |
-70 |
1 |
-44 |
-5 |
59 |
52 |
1 |
17 |
56 |
64 |
63 |
60 |
60 |
28 |
-20 |
-17 |
53 |
|
-70 |
-74 |
-58 |
-66 |
-80 |
-58 |
7 |
19 |
-5 |
29 |
OBM22 |
52 |
57 |
98
| 98
| 78 |
84 |
94
| 18 |
77 |
4 |
-86 |
-63 |
11 |
-15 |
-40 |
-89 |
-89 |
-93
| -93
| 44 |
74 |
72 |
5 |
-70 |
|
99
| 94
| 97
| 47 |
94
| -4 |
-42 |
-28 |
-67 |
GBM22 |
49 |
53 |
95
| 98
| 74 |
83 |
93
| 18 |
75 |
5 |
-85 |
-66 |
10 |
-17 |
-44 |
-89 |
-89 |
-92
| -92
| 39 |
73 |
69 |
1 |
-74 |
99
| |
93
| 97
| 62 |
93
| -7 |
-42 |
-23 |
-64 |
EPM22 |
58 |
62 |
90
| 92
| 79 |
84 |
90 |
23 |
82 |
10 |
-87 |
-65 |
4 |
-17 |
-37 |
-89 |
-89 |
-93
| -93
| 51 |
79 |
76 |
18 |
-58 |
94
| 93
| |
89 |
78 |
100
| 0 |
-39 |
-31 |
-68 |
LFGM22 |
58 |
65 |
94
| 93
| 69 |
73 |
85 |
15 |
60 |
-4 |
-75 |
-64 |
4 |
-22 |
-45 |
-88 |
-88 |
-89 |
-89 |
52 |
73 |
71 |
19 |
-66 |
97
| 97
| 89 |
|
27 |
89 |
-25 |
-57 |
-20 |
-58 |
LFLM22 |
-63 |
-82 |
17 |
79 |
55 |
84 |
95
| 36 |
74 |
57 |
-78 |
21 |
52 |
63 |
3 |
-85 |
-86 |
-82 |
-87 |
-74 |
-50 |
-72 |
-54 |
-80 |
47 |
62 |
78 |
27 |
|
77 |
-37 |
-43 |
-77 |
-74 |
LELM22 |
-32 |
-51 |
37 |
53 |
29 |
47 |
72 |
-2 |
39 |
22 |
-43 |
-0 |
15 |
28 |
-16 |
-76 |
-76 |
-77 |
-77 |
-45 |
-33 |
-47 |
-0 |
-55 |
69 |
79 |
97
| 44 |
77 |
|
-30 |
-29 |
-52 |
-50 |
CCN22 |
10 |
32 |
-62 |
10 |
-34 |
-29 |
-27 |
-18 |
-16 |
-32 |
7 |
-19 |
-39 |
-49 |
-2 |
52 |
51 |
53 |
52 |
30 |
-34 |
35 |
-68 |
16 |
-43 |
-27 |
-28 |
-71 |
-38 |
-30 |
|
94
| 67 |
66 |
LCCN22 |
-1 |
39 |
-53 |
22 |
-55 |
-45 |
-37 |
-38 |
-36 |
-51 |
15 |
-38 |
-55 |
-67 |
-19 |
57 |
55 |
55 |
56 |
32 |
-54 |
33 |
-75 |
12 |
-36 |
-19 |
-28 |
-62 |
-43 |
-29 |
94
| |
73 |
71 |
SBN22 |
60 |
87 |
-41 |
-41 |
-57 |
-77 |
-72 |
-52 |
-65 |
-77 |
60 |
-19 |
-77 |
-76 |
-11 |
81 |
79 |
74 |
79 |
81 |
58 |
80 |
13 |
64 |
-29 |
-20 |
-55 |
-27 |
-77 |
-52 |
67 |
73 |
|
100
|
LSBQ22 |
60 |
86 |
-35 |
-42 |
-54 |
-76 |
-71 |
-49 |
-63 |
-75 |
59 |
-16 |
-75 |
-73 |
-8 |
80 |
78 |
74 |
77 |
82 |
60 |
80 |
21 |
64 |
-21 |
-14 |
-54 |
-17 |
-74 |
-50 |
66 |
71 |
100
| |
|