 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - Nov 29, 2023 |
|
YMZ23 |
ESZ23 |
NQZ23 |
QRZ23 |
NKZ23 |
USH24 |
TYH24 |
SFZ23 |
EUZ23 |
JYZ23 |
CDZ23 |
BPZ23 |
ADZ23 |
DXZ23 |
GCZ23 |
PLF24 |
SIH24 |
HGH24 |
CLF24 |
CBG24 |
HOF24 |
RBF24 |
NGF24 |
KCH24 |
CCH24 |
SBH24 |
W_H24 |
C_H24 |
S_H24 |
SMH24 |
BOH24 |
CTH24 |
LCG24 |
HEG24 |
FCF24 |
JOF24 |
YMZ23 |
|
89 |
70 |
78 |
61 |
70 |
70 |
69 |
46 |
-24 |
50 |
73 |
14 |
-34 |
-12 |
-15 |
30 |
15 |
21 |
22 |
24 |
47 |
-18 |
-19 |
40 |
22 |
5 |
-17 |
49 |
8 |
61 |
20 |
42 |
7 |
42 |
13 |
ESZ23 |
89 |
|
94
| 69 |
86 |
77 |
76 |
51 |
18 |
-53 |
40 |
62 |
-9 |
-6 |
-41 |
-44 |
-1 |
-15 |
31 |
31 |
35 |
45 |
-29 |
-45 |
62 |
39 |
-16 |
-34 |
53 |
2 |
61 |
27 |
62 |
-15 |
59 |
34 |
NQZ23 |
70 |
94
| |
46 |
95
| 56 |
57 |
26 |
-10 |
-74 |
18 |
40 |
-31 |
23 |
-56 |
-64 |
-26 |
-40 |
39 |
39 |
45 |
39 |
-43 |
-56 |
78 |
55 |
-38 |
-49 |
50 |
4 |
48 |
29 |
66 |
-38 |
59 |
55 |
QRZ23 |
78 |
69 |
46 |
|
36 |
89 |
88 |
72 |
61 |
16 |
77 |
83 |
45 |
-59 |
-5 |
5 |
30 |
38 |
-11 |
-11 |
-8 |
26 |
27 |
-14 |
-9 |
-29 |
48 |
21 |
23 |
-27 |
68 |
10 |
36 |
46 |
41 |
-39 |
NKZ23 |
61 |
86 |
95
| 36 |
|
47 |
46 |
14 |
-20 |
-78 |
17 |
30 |
-34 |
32 |
-56 |
-60 |
-31 |
-50 |
36 |
35 |
40 |
31 |
-43 |
-48 |
77 |
63 |
-44 |
-48 |
37 |
-1 |
35 |
25 |
65 |
-40 |
60 |
55 |
USH24 |
70 |
77 |
56 |
89 |
47 |
|
99
| 77 |
87 |
90 |
90 |
89 |
84 |
-89 |
32 |
64 |
60 |
80 |
-61 |
-61 |
-61 |
-4 |
37 |
7 |
-60 |
-79 |
83 |
60 |
26 |
-21 |
67 |
-27 |
13 |
81 |
22 |
-87 |
TYH24 |
70 |
76 |
57 |
88 |
46 |
99
| |
79 |
89 |
90
| 90
| 90
| 87 |
-91
| 33 |
64 |
59 |
80 |
-63 |
-64 |
-64 |
-9 |
36 |
9 |
-60 |
-79 |
84 |
62 |
23 |
-20 |
62 |
-31 |
9 |
79 |
17 |
-85 |
SFZ23 |
69 |
51 |
26 |
72 |
14 |
77 |
79 |
|
84 |
26 |
64 |
89 |
51 |
-77 |
34 |
32 |
65 |
40 |
-19 |
-18 |
-19 |
14 |
17 |
12 |
-8 |
-15 |
43 |
16 |
23 |
2 |
43 |
-8 |
6 |
30 |
9 |
-29 |
EUZ23 |
46 |
18 |
-10 |
61 |
-20 |
87 |
89 |
84 |
|
63 |
69 |
82 |
83 |
-98
| 61 |
57 |
76 |
70 |
-54 |
-53 |
-55 |
-20 |
23 |
43 |
-42 |
-48 |
68 |
49 |
2 |
8 |
19 |
-43 |
-34 |
58 |
-28 |
-60 |
JYZ23 |
-24 |
-53 |
-74 |
16 |
-78 |
90 |
90
| 26 |
63 |
|
39 |
22 |
80 |
-76 |
74 |
81 |
60 |
75 |
-68 |
-68 |
-73 |
-44 |
52 |
65 |
-93
| -80 |
78 |
75 |
-46 |
-17 |
-20 |
-45 |
-63 |
72 |
-52 |
-89 |
CDZ23 |
50 |
40 |
18 |
77 |
17 |
90 |
90
| 64 |
69 |
39 |
|
78 |
72 |
-72 |
22 |
31 |
47 |
42 |
-34 |
-36 |
-41 |
-6 |
31 |
13 |
-35 |
-33 |
66 |
51 |
-6 |
-34 |
36 |
-13 |
16 |
56 |
22 |
-58 |
BPZ23 |
73 |
62 |
40 |
83 |
30 |
89 |
90
| 89 |
82 |
22 |
78 |
|
59 |
-77 |
21 |
19 |
51 |
39 |
-31 |
-31 |
-28 |
3 |
13 |
3 |
-6 |
-21 |
46 |
20 |
21 |
-8 |
49 |
-18 |
11 |
38 |
15 |
-35 |
ADZ23 |
14 |
-9 |
-31 |
45 |
-34 |
84 |
87 |
51 |
83 |
80 |
72 |
59 |
|
-90
| 69 |
69 |
67 |
74 |
-73 |
-73 |
-76 |
-47 |
28 |
61 |
-66 |
-62 |
79 |
74 |
-25 |
-6 |
-6 |
-55 |
-50 |
68 |
-43 |
-77 |
DXZ23 |
-34 |
-6 |
23 |
-59 |
32 |
-89 |
-91
| -77 |
-98
| -76 |
-72 |
-77 |
-90
| |
-66 |
-66 |
-76 |
-75 |
62 |
62 |
64 |
27 |
-33 |
-49 |
58 |
60 |
-77 |
-60 |
10 |
3 |
-14 |
45 |
40 |
-67 |
32 |
73 |
GCZ23 |
-12 |
-41 |
-56 |
-5 |
-56 |
32 |
33 |
34 |
61 |
74 |
22 |
21 |
69 |
-66 |
|
81 |
80 |
60 |
-58 |
-56 |
-64 |
-42 |
9 |
83 |
-54 |
-38 |
49 |
50 |
-34 |
20 |
-42 |
-57 |
-74 |
38 |
-68 |
-52 |
PLF24 |
-15 |
-44 |
-64 |
5 |
-60 |
64 |
64 |
32 |
57 |
81 |
31 |
19 |
69 |
-66 |
81 |
|
78 |
55 |
-58 |
-59 |
-69 |
-41 |
33 |
78 |
-74 |
-39 |
48 |
53 |
-54 |
-15 |
-38 |
-38 |
-57 |
49 |
-42 |
-69 |
SIH24 |
30 |
-1 |
-26 |
30 |
-31 |
60 |
59 |
65 |
76 |
60 |
47 |
51 |
67 |
-76 |
80 |
78 |
|
64 |
-35 |
-34 |
-44 |
-10 |
7 |
60 |
-40 |
-22 |
44 |
38 |
-11 |
10 |
-4 |
-25 |
-37 |
40 |
-29 |
-46 |
HGH24 |
15 |
-15 |
-40 |
38 |
-50 |
80 |
80 |
40 |
70 |
75 |
42 |
39 |
74 |
-75 |
60 |
55 |
64 |
|
-36 |
-34 |
-36 |
-6 |
27 |
44 |
-56 |
-66 |
72 |
64 |
6 |
18 |
17 |
-26 |
-45 |
69 |
-41 |
-62 |
CLF24 |
21 |
31 |
39 |
-11 |
36 |
-61 |
-63 |
-19 |
-54 |
-68 |
-34 |
-31 |
-73 |
62 |
-58 |
-58 |
-35 |
-36 |
|
100
| 96
| 88 |
-25 |
-63 |
63 |
59 |
-56 |
-59 |
52 |
12 |
40 |
81 |
69 |
-46 |
60 |
68 |
CBG24 |
22 |
31 |
39 |
-11 |
35 |
-61 |
-64 |
-18 |
-53 |
-68 |
-36 |
-31 |
-73 |
62 |
-56 |
-59 |
-34 |
-34 |
100
| |
97
| 89 |
-27 |
-62 |
65 |
58 |
-56 |
-60 |
55 |
17 |
41 |
79 |
66 |
-48 |
57 |
70 |
HOF24 |
24 |
35 |
45 |
-8 |
40 |
-61 |
-64 |
-19 |
-55 |
-73 |
-41 |
-28 |
-76 |
64 |
-64 |
-69 |
-44 |
-36 |
96
| 97
| |
86 |
-29 |
-70 |
70 |
54 |
-57 |
-65 |
62 |
20 |
48 |
77 |
66 |
-51 |
55 |
73 |
RBF24 |
47 |
45 |
39 |
26 |
31 |
-4 |
-9 |
14 |
-20 |
-44 |
-6 |
3 |
-47 |
27 |
-42 |
-41 |
-10 |
-6 |
88 |
89 |
86 |
|
-7 |
-55 |
46 |
34 |
-25 |
-43 |
58 |
6 |
66 |
78 |
68 |
-18 |
64 |
39 |
NGF24 |
-18 |
-29 |
-43 |
27 |
-43 |
37 |
36 |
17 |
23 |
52 |
31 |
13 |
28 |
-33 |
9 |
33 |
7 |
27 |
-25 |
-27 |
-29 |
-7 |
|
4 |
-67 |
-56 |
59 |
47 |
-26 |
-45 |
19 |
8 |
5 |
60 |
12 |
-68 |
KCH24 |
-19 |
-45 |
-56 |
-14 |
-48 |
7 |
9 |
12 |
43 |
65 |
13 |
3 |
61 |
-49 |
83 |
78 |
60 |
44 |
-63 |
-62 |
-70 |
-55 |
4 |
|
-53 |
-27 |
37 |
50 |
-54 |
12 |
-63 |
-64 |
-78 |
30 |
-68 |
-48 |
CCH24 |
40 |
62 |
78 |
-9 |
77 |
-60 |
-60 |
-8 |
-42 |
-93
| -35 |
-6 |
-66 |
58 |
-54 |
-74 |
-40 |
-56 |
63 |
65 |
70 |
46 |
-67 |
-53 |
|
78 |
-72 |
-75 |
60 |
40 |
23 |
33 |
48 |
-69 |
36 |
91
|
SBH24 |
22 |
39 |
55 |
-29 |
63 |
-79 |
-79 |
-15 |
-48 |
-80 |
-33 |
-21 |
-62 |
60 |
-38 |
-39 |
-22 |
-66 |
59 |
58 |
54 |
34 |
-56 |
-27 |
78 |
|
-78 |
-65 |
25 |
19 |
-9 |
39 |
44 |
-65 |
39 |
79 |
W_H24 |
5 |
-16 |
-38 |
48 |
-44 |
83 |
84 |
43 |
68 |
78 |
66 |
46 |
79 |
-77 |
49 |
48 |
44 |
72 |
-56 |
-56 |
-57 |
-25 |
59 |
37 |
-72 |
-78 |
|
87 |
-10 |
-9 |
19 |
-33 |
-32 |
78 |
-29 |
-82 |
C_H24 |
-17 |
-34 |
-49 |
21 |
-48 |
60 |
62 |
16 |
49 |
75 |
51 |
20 |
74 |
-60 |
50 |
53 |
38 |
64 |
-59 |
-60 |
-65 |
-43 |
47 |
50 |
-75 |
-65 |
87 |
|
-27 |
-8 |
-10 |
-41 |
-43 |
69 |
-40 |
-73 |
S_H24 |
49 |
53 |
50 |
23 |
37 |
26 |
23 |
23 |
2 |
-46 |
-6 |
21 |
-25 |
10 |
-34 |
-54 |
-11 |
6 |
52 |
55 |
62 |
58 |
-26 |
-54 |
60 |
25 |
-10 |
-27 |
|
63 |
70 |
35 |
38 |
-11 |
23 |
47 |
SMH24 |
8 |
2 |
4 |
-27 |
-1 |
-21 |
-20 |
2 |
8 |
-17 |
-34 |
-8 |
-6 |
3 |
20 |
-15 |
10 |
18 |
12 |
17 |
20 |
6 |
-45 |
12 |
40 |
19 |
-9 |
-8 |
63 |
|
-5 |
-19 |
-34 |
-17 |
-48 |
41 |
BOH24 |
61 |
61 |
48 |
68 |
35 |
67 |
62 |
43 |
19 |
-20 |
36 |
49 |
-6 |
-14 |
-42 |
-38 |
-4 |
17 |
40 |
41 |
48 |
66 |
19 |
-63 |
23 |
-9 |
19 |
-10 |
70 |
-5 |
|
50 |
63 |
20 |
60 |
1 |
CTH24 |
20 |
27 |
29 |
10 |
25 |
-27 |
-31 |
-8 |
-43 |
-45 |
-13 |
-18 |
-55 |
45 |
-57 |
-38 |
-25 |
-26 |
81 |
79 |
77 |
78 |
8 |
-64 |
33 |
39 |
-33 |
-41 |
35 |
-19 |
50 |
|
72 |
-24 |
70 |
39 |
LCG24 |
42 |
62 |
66 |
36 |
65 |
13 |
9 |
6 |
-34 |
-63 |
16 |
11 |
-50 |
40 |
-74 |
-57 |
-37 |
-45 |
69 |
66 |
66 |
68 |
5 |
-78 |
48 |
44 |
-32 |
-43 |
38 |
-34 |
63 |
72 |
|
-19 |
97
| 36 |
HEG24 |
7 |
-15 |
-38 |
46 |
-40 |
81 |
79 |
30 |
58 |
72 |
56 |
38 |
68 |
-67 |
38 |
49 |
40 |
69 |
-46 |
-48 |
-51 |
-18 |
60 |
30 |
-69 |
-65 |
78 |
69 |
-11 |
-17 |
20 |
-24 |
-19 |
|
-10 |
-81 |
FCF24 |
42 |
59 |
59 |
41 |
60 |
22 |
17 |
9 |
-28 |
-52 |
22 |
15 |
-43 |
32 |
-68 |
-42 |
-29 |
-41 |
60 |
57 |
55 |
64 |
12 |
-68 |
36 |
39 |
-29 |
-40 |
23 |
-48 |
60 |
70 |
97
| -10 |
|
22 |
JOF24 |
13 |
34 |
55 |
-39 |
55 |
-87 |
-85 |
-29 |
-60 |
-89 |
-58 |
-35 |
-77 |
73 |
-52 |
-69 |
-46 |
-62 |
68 |
70 |
73 |
39 |
-68 |
-48 |
91
| 79 |
-82 |
-73 |
47 |
41 |
1 |
39 |
36 |
-81 |
22 |
|
|