 |
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) - Nov 27, 2023 |
|
YMZ23 |
ESZ23 |
USZ23 |
TYZ23 |
SFZ23 |
EUZ23 |
JYZ23 |
CDZ23 |
BPZ23 |
ADZ23 |
DXZ23 |
GCZ23 |
PLF24 |
SIZ23 |
HGZ23 |
CLF24 |
ITCOG24 |
HOZ23 |
ITSZ23 |
PILZ23 |
DFZ23 |
FXZ23 |
SZZ23 |
LQGZ23 |
OBZ23 |
GBZ23 |
EPZ23 |
LFGZ23 |
LELZ23 |
CCZ23 |
LCCZ23 |
SBH24 |
LSBH24 |
YMZ23 |
|
90 |
8 |
-5 |
69 |
45 |
-26 |
52 |
73 |
11 |
-32 |
-12 |
-15 |
29 |
9 |
22 |
23 |
24 |
21 |
66 |
60 |
72 |
37 |
11 |
-10 |
-30 |
-47 |
-1 |
-47 |
42 |
23 |
25 |
32 |
ESZ23 |
90 |
|
-23 |
-38 |
50 |
18 |
-54 |
42 |
63 |
-11 |
-5 |
-40 |
-43 |
-0 |
-21 |
31 |
32 |
36 |
34 |
42 |
41 |
55 |
18 |
-17 |
-34 |
-56 |
-70 |
-41 |
-71 |
64 |
46 |
42 |
48 |
USZ23 |
8 |
-23 |
|
98
| 48 |
80 |
93
| 63 |
51 |
87 |
-88 |
73 |
80 |
75 |
76 |
-74 |
-74 |
-80 |
-82 |
71 |
77 |
67 |
76 |
58 |
93
| 84 |
71 |
75 |
71 |
-83 |
-92
| -74 |
-76 |
TYZ23 |
-5 |
-38 |
98
| |
40 |
74 |
96
| 52 |
39 |
84 |
-83 |
79 |
85 |
75 |
75 |
-74 |
-74 |
-80 |
-82 |
62 |
68 |
57 |
71 |
61 |
94
| 91
| 80 |
82 |
80 |
-87 |
-93
| -73 |
-76 |
SFZ23 |
69 |
50 |
48 |
40 |
|
84 |
26 |
65 |
89 |
50 |
-77 |
34 |
32 |
63 |
38 |
-18 |
-18 |
-21 |
-24 |
72 |
70 |
74 |
50 |
23 |
30 |
13 |
-9 |
25 |
-9 |
-6 |
-26 |
-14 |
-8 |
EUZ23 |
45 |
18 |
80 |
74 |
84 |
|
63 |
70 |
82 |
83 |
-98
| 61 |
57 |
75 |
69 |
-54 |
-53 |
-56 |
-59 |
72 |
76 |
74 |
56 |
36 |
64 |
49 |
28 |
54 |
27 |
-41 |
-58 |
-47 |
-43 |
JYZ23 |
-26 |
-54 |
93
| 96
| 26 |
63 |
|
37 |
21 |
81 |
-76 |
74 |
81 |
59 |
79 |
-68 |
-68 |
-74 |
-76 |
35 |
44 |
27 |
44 |
51 |
87 |
88 |
84 |
79 |
84 |
-92
| -95
| -80 |
-83 |
CDZ23 |
52 |
42 |
63 |
52 |
65 |
70 |
37 |
|
79 |
71 |
-72 |
24 |
30 |
48 |
41 |
-33 |
-35 |
-41 |
-43 |
71 |
78 |
75 |
67 |
35 |
38 |
16 |
-6 |
25 |
-6 |
-29 |
-47 |
-29 |
-28 |
BPZ23 |
73 |
63 |
51 |
39 |
89 |
82 |
21 |
79 |
|
58 |
-76 |
21 |
19 |
51 |
36 |
-30 |
-30 |
-28 |
-32 |
72 |
77 |
79 |
53 |
7 |
33 |
10 |
-14 |
13 |
-14 |
-3 |
-26 |
-17 |
-12 |
ADZ23 |
11 |
-11 |
87 |
84 |
50 |
83 |
81 |
71 |
58 |
|
-90 |
69 |
69 |
66 |
76 |
-73 |
-73 |
-78 |
-79 |
56 |
69 |
58 |
55 |
45 |
79 |
66 |
51 |
62 |
51 |
-65 |
-77 |
-62 |
-63 |
DXZ23 |
-32 |
-5 |
-88 |
-83 |
-77 |
-98
| -76 |
-72 |
-76 |
-90 |
|
-66 |
-66 |
-75 |
-76 |
62 |
62 |
65 |
68 |
-70 |
-76 |
-70 |
-59 |
-42 |
-75 |
-61 |
-42 |
-58 |
-42 |
57 |
72 |
59 |
57 |
GCZ23 |
-12 |
-40 |
73 |
79 |
34 |
61 |
74 |
24 |
21 |
69 |
-66 |
|
82 |
81 |
60 |
-58 |
-56 |
-65 |
-66 |
34 |
40 |
32 |
40 |
48 |
74 |
78 |
64 |
79 |
64 |
-54 |
-58 |
-37 |
-37 |
PLF24 |
-15 |
-43 |
80 |
85 |
32 |
57 |
81 |
30 |
19 |
69 |
-66 |
82 |
|
78 |
57 |
-58 |
-59 |
-70 |
-70 |
53 |
55 |
42 |
66 |
70 |
70 |
77 |
61 |
78 |
60 |
-72 |
-77 |
-38 |
-41 |
SIZ23 |
29 |
-0 |
75 |
75 |
63 |
75 |
59 |
48 |
51 |
66 |
-75 |
81 |
78 |
|
61 |
-35 |
-35 |
-46 |
-47 |
66 |
65 |
61 |
63 |
58 |
58 |
55 |
37 |
75 |
36 |
-39 |
-50 |
-20 |
-19 |
HGZ23 |
9 |
-21 |
76 |
75 |
38 |
69 |
79 |
41 |
36 |
76 |
-76 |
60 |
57 |
61 |
|
-40 |
-38 |
-42 |
-45 |
41 |
47 |
36 |
28 |
41 |
69 |
62 |
61 |
64 |
61 |
-61 |
-68 |
-70 |
-70 |
CLF24 |
22 |
31 |
-74 |
-74 |
-18 |
-54 |
-68 |
-33 |
-30 |
-73 |
62 |
-58 |
-58 |
-35 |
-40 |
|
100
| 95
| 96
| -25 |
-44 |
-33 |
-39 |
-14 |
-79 |
-73 |
-56 |
-45 |
-55 |
62 |
69 |
59 |
60 |
ITCOG24 |
23 |
32 |
-74 |
-74 |
-18 |
-53 |
-68 |
-35 |
-30 |
-73 |
62 |
-56 |
-59 |
-35 |
-38 |
100
| |
96
| 96
| -28 |
-46 |
-36 |
-42 |
-17 |
-77 |
-71 |
-53 |
-44 |
-53 |
64 |
70 |
58 |
59 |
HOZ23 |
24 |
36 |
-80 |
-80 |
-21 |
-56 |
-74 |
-41 |
-28 |
-78 |
65 |
-65 |
-70 |
-46 |
-42 |
95
| 96
| |
100
| -33 |
-50 |
-38 |
-52 |
-32 |
-77 |
-73 |
-53 |
-54 |
-53 |
70 |
76 |
55 |
57 |
ITSZ23 |
21 |
34 |
-82 |
-82 |
-24 |
-59 |
-76 |
-43 |
-32 |
-79 |
68 |
-66 |
-70 |
-47 |
-45 |
96
| 96
| 100
| |
-37 |
-53 |
-42 |
-52 |
-31 |
-79 |
-74 |
-54 |
-53 |
-53 |
70 |
77 |
57 |
60 |
PILZ23 |
66 |
42 |
71 |
62 |
72 |
72 |
35 |
71 |
72 |
56 |
-70 |
34 |
53 |
66 |
41 |
-25 |
-28 |
-33 |
-37 |
|
94
| 95
| 87 |
65 |
39 |
25 |
-1 |
54 |
-1 |
-24 |
-41 |
-10 |
-7 |
DFZ23 |
60 |
41 |
77 |
68 |
70 |
76 |
44 |
78 |
77 |
69 |
-76 |
40 |
55 |
65 |
47 |
-44 |
-46 |
-50 |
-53 |
94
| |
96
| 87 |
57 |
52 |
35 |
7 |
49 |
7 |
-32 |
-50 |
-22 |
-20 |
FXZ23 |
72 |
55 |
67 |
57 |
74 |
74 |
27 |
75 |
79 |
58 |
-70 |
32 |
42 |
61 |
36 |
-33 |
-36 |
-38 |
-42 |
95
| 96
| |
81 |
50 |
38 |
20 |
-10 |
44 |
-10 |
-12 |
-31 |
-7 |
-4 |
SZZ23 |
37 |
18 |
76 |
71 |
50 |
56 |
44 |
67 |
53 |
55 |
-59 |
40 |
66 |
63 |
28 |
-39 |
-42 |
-52 |
-52 |
87 |
87 |
81 |
|
73 |
46 |
39 |
11 |
59 |
10 |
-43 |
-55 |
-9 |
-10 |
LQGZ23 |
11 |
-17 |
58 |
61 |
23 |
36 |
51 |
35 |
7 |
45 |
-42 |
48 |
70 |
58 |
41 |
-14 |
-17 |
-32 |
-31 |
65 |
57 |
50 |
73 |
|
36 |
40 |
26 |
74 |
25 |
-49 |
-51 |
-9 |
-13 |
OBZ23 |
-10 |
-34 |
93
| 94
| 30 |
64 |
87 |
38 |
33 |
79 |
-75 |
74 |
70 |
58 |
69 |
-78 |
-77 |
-77 |
-79 |
39 |
52 |
38 |
46 |
36 |
|
94
| 80 |
78 |
80 |
-75 |
-82 |
-72 |
-72 |
GBZ23 |
-30 |
-56 |
84 |
91
| 13 |
49 |
88 |
16 |
10 |
66 |
-61 |
78 |
77 |
55 |
62 |
-73 |
-71 |
-73 |
-74 |
25 |
35 |
20 |
39 |
40 |
94
| |
90
| 85 |
90
| -79 |
-80 |
-65 |
-67 |
EPZ23 |
-47 |
-70 |
71 |
80 |
-9 |
28 |
84 |
-6 |
-14 |
51 |
-42 |
64 |
61 |
37 |
61 |
-55 |
-53 |
-53 |
-54 |
-1 |
7 |
-10 |
11 |
26 |
80 |
90
| |
83 |
100
| -78 |
-72 |
-71 |
-73 |
LFGZ23 |
-1 |
-41 |
75 |
82 |
25 |
54 |
79 |
25 |
13 |
62 |
-58 |
79 |
78 |
75 |
64 |
-45 |
-44 |
-54 |
-53 |
54 |
49 |
44 |
59 |
74 |
78 |
85 |
83 |
|
83 |
-62 |
-62 |
-41 |
-44 |
LELZ23 |
-47 |
-71 |
71 |
80 |
-9 |
27 |
84 |
-6 |
-14 |
51 |
-42 |
64 |
60 |
36 |
61 |
-56 |
-53 |
-53 |
-53 |
-1 |
7 |
-10 |
10 |
25 |
80 |
90
| 100
| 83 |
|
-77 |
-72 |
-71 |
-73 |
CCZ23 |
42 |
64 |
-83 |
-87 |
-6 |
-41 |
-92
| -29 |
-3 |
-65 |
57 |
-54 |
-72 |
-39 |
-61 |
63 |
64 |
70 |
70 |
-24 |
-32 |
-12 |
-43 |
-49 |
-75 |
-79 |
-78 |
-62 |
-77 |
|
97
| 78 |
83 |
LCCZ23 |
23 |
46 |
-92
| -93
| -26 |
-58 |
-95
| -47 |
-26 |
-77 |
72 |
-58 |
-77 |
-50 |
-68 |
69 |
70 |
76 |
77 |
-41 |
-50 |
-31 |
-55 |
-51 |
-82 |
-80 |
-72 |
-62 |
-72 |
97
| |
81 |
83 |
SBH24 |
25 |
42 |
-74 |
-73 |
-14 |
-47 |
-80 |
-29 |
-17 |
-62 |
59 |
-37 |
-38 |
-20 |
-70 |
59 |
58 |
55 |
57 |
-10 |
-22 |
-7 |
-9 |
-9 |
-72 |
-65 |
-71 |
-41 |
-71 |
78 |
81 |
|
99
|
LSBH24 |
32 |
48 |
-76 |
-76 |
-8 |
-43 |
-83 |
-28 |
-12 |
-63 |
57 |
-37 |
-41 |
-19 |
-70 |
61 |
59 |
57 |
60 |
-7 |
-20 |
-4 |
-10 |
-13 |
-72 |
-67 |
-73 |
-44 |
-73 |
83 |
83 |
99
| |
|