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