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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) - Dec 03, 2024 |
|
YMZ24 |
ESZ24 |
NQZ24 |
USH25 |
TYH25 |
SFZ24 |
EUZ24 |
JYZ24 |
CDZ24 |
BPZ24 |
ADZ24 |
MPZ24 |
DXZ24 |
GCG25 |
PLF25 |
SIH25 |
HGH25 |
CLF25 |
ITCOG25 |
HOF25 |
ITSF25 |
PILH25 |
DFH25 |
FXH25 |
SZH25 |
LQGJ25 |
OBH25 |
GBH25 |
EPH25 |
LFGH25 |
LELH25 |
CCH25 |
LCCH25 |
SBH25 |
LSBH25 |
YMZ24 |
|
93
| 76 |
-29 |
-31 |
32 |
-21 |
5 |
-49 |
48 |
10 |
-77 |
-1 |
80 |
-13 |
47 |
-32 |
-72 |
-75 |
-77 |
-77 |
-69 |
67 |
-42 |
30 |
|
29 |
43 |
85 |
-55 |
86 |
26 |
13 |
55 |
39 |
ESZ24 |
93
| |
94
| -48 |
-51 |
29 |
-20 |
-13 |
-47 |
52 |
22 |
-79 |
2 |
76 |
2 |
61 |
-21 |
-62 |
-65 |
-70 |
-70 |
-71 |
63 |
-35 |
48 |
|
1 |
14 |
72 |
-66 |
73 |
20 |
7 |
49 |
35 |
NQZ24 |
76 |
94
| |
-64 |
-68 |
12 |
-24 |
-35 |
-41 |
42 |
27 |
-64 |
13 |
58 |
17 |
64 |
-8 |
-39 |
-43 |
-48 |
-48 |
-59 |
55 |
-19 |
55 |
|
-38 |
-32 |
47 |
-70 |
48 |
15 |
5 |
38 |
30 |
USH25 |
-29 |
-48 |
-64 |
|
99
| 88 |
83 |
92
| 74 |
67 |
56 |
1 |
-90 |
-9 |
-23 |
-37 |
-8 |
-27 |
-26 |
-31 |
-28 |
16 |
-34 |
-6 |
25 |
|
79 |
69 |
5 |
92
| 4 |
-49 |
-58 |
-30 |
-34 |
TYH25 |
-31 |
-51 |
-68 |
99
| |
90 |
86 |
92
| 75 |
71 |
58 |
4 |
-92
| -8 |
-20 |
-35 |
-6 |
-25 |
-24 |
-29 |
-26 |
19 |
-34 |
-3 |
30 |
|
78 |
69 |
3 |
94
| 2 |
-55 |
-63 |
-28 |
-31 |
SFZ24 |
32 |
29 |
12 |
88 |
90 |
|
72 |
78 |
35 |
85 |
56 |
-58 |
-87 |
43 |
-26 |
8 |
-33 |
-58 |
-58 |
-62 |
-61 |
-47 |
-4 |
-38 |
45 |
|
74 |
72 |
55 |
73 |
53 |
-41 |
-58 |
11 |
2 |
EUZ24 |
-21 |
-20 |
-24 |
83 |
86 |
72 |
|
69 |
80 |
69 |
74 |
7 |
-96
| -4 |
6 |
-7 |
10 |
-8 |
-8 |
-11 |
-11 |
15 |
-17 |
18 |
43 |
|
44 |
37 |
-5 |
78 |
-7 |
-69 |
-79 |
-16 |
-14 |
JYZ24 |
5 |
-13 |
-35 |
92
| 92
| 78 |
69 |
|
49 |
51 |
29 |
-16 |
-82 |
12 |
-40 |
-31 |
-35 |
-39 |
-38 |
-36 |
-35 |
-11 |
-17 |
-24 |
-1 |
|
83 |
81 |
38 |
79 |
37 |
-29 |
-39 |
4 |
-1 |
CDZ24 |
-49 |
-47 |
-41 |
74 |
75 |
35 |
80 |
49 |
|
32 |
66 |
45 |
-70 |
-43 |
7 |
-30 |
25 |
31 |
32 |
31 |
32 |
53 |
-24 |
50 |
16 |
|
25 |
15 |
-39 |
72 |
-40 |
-58 |
-60 |
-15 |
-4 |
BPZ24 |
48 |
52 |
42 |
67 |
71 |
85 |
69 |
51 |
32 |
|
77 |
-56 |
-80 |
57 |
5 |
41 |
-5 |
-57 |
-59 |
-65 |
-65 |
-40 |
30 |
-13 |
68 |
|
51 |
53 |
50 |
51 |
48 |
-42 |
-61 |
24 |
16 |
ADZ24 |
10 |
22 |
27 |
56 |
58 |
56 |
74 |
29 |
66 |
77 |
|
-11 |
-72 |
20 |
36 |
36 |
39 |
-11 |
-12 |
-21 |
-21 |
5 |
22 |
33 |
65 |
|
21 |
15 |
0 |
48 |
-1 |
-54 |
-67 |
9 |
10 |
MPZ24 |
-77 |
-79 |
-64 |
1 |
4 |
-58 |
7 |
-16 |
45 |
-56 |
-11 |
|
15 |
-76 |
27 |
-41 |
43 |
80 |
81 |
85 |
85 |
90 |
-27 |
68 |
-40 |
|
-42 |
-57 |
-80 |
30 |
-80 |
-18 |
-3 |
-28 |
-11 |
DXZ24 |
-1 |
2 |
13 |
-90 |
-92
| -87 |
-96
| -82 |
-70 |
-80 |
-72 |
15 |
|
-14 |
8 |
4 |
7 |
29 |
30 |
32 |
34 |
5 |
9 |
-0 |
-43 |
|
-58 |
-54 |
-20 |
-81 |
-18 |
60 |
73 |
3 |
6 |
GCG25 |
80 |
76 |
58 |
-9 |
-8 |
43 |
-4 |
12 |
-43 |
57 |
20 |
-76 |
-14 |
|
12 |
73 |
-3 |
-71 |
-73 |
-81 |
-81 |
-65 |
58 |
-40 |
28 |
|
38 |
53 |
81 |
-38 |
81 |
20 |
4 |
48 |
31 |
PLF25 |
-13 |
2 |
17 |
-23 |
-20 |
-26 |
6 |
-40 |
7 |
5 |
36 |
27 |
8 |
12 |
|
66 |
78 |
17 |
17 |
10 |
10 |
35 |
33 |
53 |
31 |
|
-34 |
-36 |
-34 |
-12 |
-34 |
-25 |
-23 |
-10 |
-7 |
SIH25 |
47 |
61 |
64 |
-37 |
-35 |
8 |
-7 |
-31 |
-30 |
41 |
36 |
-41 |
4 |
73 |
66 |
|
47 |
-34 |
-35 |
-46 |
-46 |
-27 |
60 |
6 |
47 |
|
-18 |
-9 |
27 |
-45 |
28 |
9 |
-1 |
25 |
16 |
HGH25 |
-32 |
-21 |
-8 |
-8 |
-6 |
-33 |
10 |
-35 |
25 |
-5 |
39 |
43 |
7 |
-3 |
78 |
47 |
|
32 |
33 |
26 |
25 |
57 |
27 |
69 |
9 |
|
-34 |
-37 |
-50 |
-12 |
-50 |
-12 |
-10 |
-7 |
-2 |
CLF25 |
-72 |
-62 |
-39 |
-27 |
-25 |
-58 |
-8 |
-39 |
31 |
-57 |
-11 |
80 |
29 |
-71 |
17 |
-34 |
32 |
|
100
| 97
| 97
| 64 |
-40 |
53 |
-26 |
|
-59 |
-71 |
-79 |
-3 |
-79 |
-10 |
3 |
-26 |
-7 |
ITCOG25 |
-75 |
-65 |
-43 |
-26 |
-24 |
-58 |
-8 |
-38 |
32 |
-59 |
-12 |
81 |
30 |
-73 |
17 |
-35 |
33 |
100
| |
98
| 98
| 65 |
-41 |
54 |
-25 |
|
-60 |
-72 |
-81 |
-2 |
-81 |
-10 |
2 |
-28 |
-9 |
HOF25 |
-77 |
-70 |
-48 |
-31 |
-29 |
-62 |
-11 |
-36 |
31 |
-65 |
-21 |
85 |
32 |
-81 |
10 |
-46 |
26 |
97
| 98
| |
99
| 69 |
-43 |
52 |
-35 |
|
-64 |
-76 |
-81 |
-5 |
-81 |
-9 |
6 |
-27 |
-8 |
ITSF25 |
-77 |
-70 |
-48 |
-28 |
-26 |
-61 |
-11 |
-35 |
32 |
-65 |
-21 |
85 |
34 |
-81 |
10 |
-46 |
25 |
97
| 98
| 99
| |
67 |
-45 |
51 |
-33 |
|
-63 |
-75 |
-82 |
-2 |
-82 |
-8 |
6 |
-30 |
-11 |
PILH25 |
-69 |
-71 |
-59 |
16 |
19 |
-47 |
15 |
-11 |
53 |
-40 |
5 |
90 |
5 |
-65 |
35 |
-27 |
57 |
64 |
65 |
69 |
67 |
|
-1 |
88 |
-23 |
|
-42 |
-50 |
-76 |
29 |
-76 |
-17 |
-7 |
-19 |
-4 |
DFH25 |
67 |
63 |
55 |
-34 |
-34 |
-4 |
-17 |
-17 |
-24 |
30 |
22 |
-27 |
9 |
58 |
33 |
60 |
27 |
-40 |
-41 |
-43 |
-45 |
-1 |
|
31 |
26 |
|
1 |
13 |
42 |
-53 |
42 |
21 |
14 |
60 |
52 |
FXH25 |
-42 |
-35 |
-19 |
-6 |
-3 |
-38 |
18 |
-24 |
50 |
-13 |
33 |
68 |
-0 |
-40 |
53 |
6 |
69 |
53 |
54 |
52 |
51 |
88 |
31 |
|
13 |
|
-42 |
-46 |
-63 |
0 |
-63 |
-20 |
-17 |
0 |
12 |
SZH25 |
30 |
48 |
55 |
25 |
30 |
45 |
43 |
-1 |
16 |
68 |
65 |
-40 |
-43 |
28 |
31 |
47 |
9 |
-26 |
-25 |
-35 |
-33 |
-23 |
26 |
13 |
|
|
-12 |
-20 |
5 |
38 |
5 |
-41 |
-54 |
-14 |
-20 |
LQGJ25 |
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OBH25 |
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GBH25 |
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EPH25 |
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LFGH25 |
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LELH25 |
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CCH25 |
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LCCH25 |
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SBH25 |
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LSBH25 |
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