|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - Mar 18, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCJ24 |
PLJ24 |
SIK24 |
HGK24 |
CLK24 |
CBK24 |
HOJ24 |
RBJ24 |
NGJ24 |
KCK24 |
CCK24 |
SBK24 |
W_K24 |
C_K24 |
S_K24 |
SMK24 |
BOK24 |
CTK24 |
LCJ24 |
HEJ24 |
FCK24 |
JOK24 |
YMM24 |
|
96
| 97
| 79 |
86 |
84 |
79 |
31 |
18 |
-32 |
28 |
59 |
41 |
-27 |
67 |
-1 |
-8 |
55 |
-33 |
-28 |
-24 |
6 |
-92
| 87 |
79 |
-71 |
-44 |
-77 |
-78 |
-68 |
-65 |
36 |
-43 |
6 |
-24 |
31 |
ESM24 |
96
| |
98
| 84 |
91
| 74 |
67 |
26 |
25 |
-27 |
31 |
65 |
41 |
-32 |
68 |
-1 |
1 |
61 |
-27 |
-23 |
-21 |
17 |
-88 |
78 |
83 |
-68 |
-40 |
-74 |
-78 |
-73 |
-54 |
47 |
-27 |
27 |
-9 |
22 |
NQM24 |
97
| 98
| |
76 |
91
| 74 |
69 |
22 |
16 |
-36 |
23 |
57 |
37 |
-24 |
67 |
-8 |
-7 |
54 |
-30 |
-25 |
-23 |
8 |
-92
| 84 |
84 |
-63 |
-49 |
-79 |
-79 |
-69 |
-66 |
43 |
-36 |
17 |
-18 |
33 |
QRM24 |
79 |
84 |
76 |
|
59 |
87 |
81 |
59 |
60 |
25 |
70 |
85 |
68 |
-68 |
55 |
35 |
27 |
74 |
-35 |
-33 |
-32 |
14 |
-58 |
56 |
47 |
-83 |
6 |
-36 |
-51 |
-60 |
-13 |
27 |
-13 |
32 |
-1 |
-25 |
NKM24 |
86 |
91
| 91
| 59 |
|
50 |
41 |
-9 |
-5 |
-56 |
1 |
37 |
10 |
1 |
60 |
-28 |
-17 |
39 |
-6 |
-2 |
-2 |
28 |
-88 |
69 |
92
| -44 |
-63 |
-86 |
-86 |
-77 |
-66 |
64 |
-15 |
34 |
3 |
40 |
USM24 |
84 |
74 |
74 |
87 |
50 |
|
98
| 78 |
79 |
35 |
85 |
89 |
87 |
-88 |
59 |
47 |
25 |
72 |
-66 |
-63 |
-60 |
-16 |
-71 |
82 |
41 |
-87 |
-12 |
-55 |
-44 |
-39 |
-51 |
-6 |
-55 |
-7 |
-36 |
-19 |
TYM24 |
79 |
67 |
69 |
81 |
41 |
98
| |
84 |
81 |
40 |
84 |
87 |
89 |
-90 |
54 |
49 |
24 |
67 |
-73 |
-70 |
-64 |
-28 |
-63 |
80 |
30 |
-82 |
-2 |
-47 |
-35 |
-30 |
-48 |
-19 |
-62 |
-16 |
-44 |
-23 |
SFM24 |
31 |
26 |
22 |
59 |
-9 |
78 |
84 |
|
84 |
67 |
74 |
79 |
81 |
-89 |
35 |
67 |
51 |
55 |
-55 |
-54 |
-50 |
-29 |
-1 |
27 |
-19 |
-57 |
52 |
21 |
11 |
8 |
20 |
-43 |
-37 |
-15 |
-37 |
-48 |
EUM24 |
18 |
25 |
16 |
60 |
-5 |
79 |
81 |
84 |
|
75 |
78 |
86 |
84 |
-98
| 36 |
66 |
68 |
64 |
-51 |
-51 |
-54 |
-19 |
9 |
10 |
-15 |
-50 |
57 |
30 |
19 |
9 |
36 |
-37 |
-16 |
15 |
-22 |
-58 |
JYM24 |
-32 |
-27 |
-36 |
25 |
-56 |
35 |
40 |
67 |
75 |
|
74 |
46 |
61 |
-76 |
-12 |
68 |
57 |
30 |
-31 |
-34 |
-36 |
-19 |
54 |
-37 |
-62 |
-23 |
87 |
73 |
54 |
32 |
73 |
-48 |
15 |
9 |
3 |
-82 |
CDM24 |
28 |
31 |
23 |
70 |
1 |
85 |
84 |
74 |
78 |
74 |
|
73 |
86 |
-85 |
24 |
62 |
46 |
56 |
-45 |
-45 |
-45 |
-12 |
-2 |
15 |
-14 |
-61 |
58 |
23 |
-3 |
-19 |
29 |
-20 |
-1 |
21 |
1 |
-66 |
BPM24 |
59 |
65 |
57 |
85 |
37 |
89 |
87 |
79 |
86 |
46 |
73 |
|
81 |
-90 |
56 |
48 |
50 |
77 |
-54 |
-53 |
-51 |
-8 |
-34 |
42 |
25 |
-72 |
26 |
-13 |
-23 |
-30 |
4 |
-7 |
-26 |
21 |
-22 |
-37 |
ADM24 |
41 |
41 |
37 |
68 |
10 |
87 |
89 |
81 |
84 |
61 |
86 |
81 |
|
-90 |
50 |
69 |
54 |
68 |
-65 |
-64 |
-68 |
-38 |
-19 |
40 |
1 |
-65 |
37 |
10 |
-2 |
-2 |
2 |
-37 |
-41 |
-5 |
-41 |
-37 |
DXM24 |
-27 |
-32 |
-24 |
-68 |
1 |
-88 |
-90 |
-89 |
-98
| -76 |
-85 |
-90 |
-90 |
|
-39 |
-68 |
-64 |
-68 |
55 |
56 |
57 |
22 |
0 |
-18 |
11 |
60 |
-55 |
-24 |
-11 |
-1 |
-30 |
35 |
21 |
-11 |
24 |
57 |
GCJ24 |
67 |
68 |
67 |
55 |
60 |
59 |
54 |
35 |
36 |
-12 |
24 |
56 |
50 |
-39 |
|
31 |
43 |
64 |
-27 |
-24 |
-34 |
-3 |
-64 |
73 |
67 |
-51 |
-31 |
-47 |
-43 |
-25 |
-49 |
11 |
-47 |
-6 |
-41 |
28 |
PLJ24 |
-1 |
-1 |
-8 |
35 |
-28 |
47 |
49 |
67 |
66 |
68 |
62 |
48 |
69 |
-68 |
31 |
|
75 |
57 |
-21 |
-21 |
-29 |
-12 |
17 |
1 |
-27 |
-27 |
45 |
39 |
39 |
30 |
38 |
-37 |
-9 |
-12 |
-15 |
-40 |
SIK24 |
-8 |
1 |
-7 |
27 |
-17 |
25 |
24 |
51 |
68 |
57 |
46 |
50 |
54 |
-64 |
43 |
75 |
|
61 |
-8 |
-9 |
-18 |
5 |
19 |
-8 |
-13 |
-8 |
42 |
41 |
43 |
34 |
45 |
-26 |
-1 |
8 |
-13 |
-31 |
HGK24 |
55 |
61 |
54 |
74 |
39 |
72 |
67 |
55 |
64 |
30 |
56 |
77 |
68 |
-68 |
64 |
57 |
61 |
|
-20 |
-18 |
-26 |
16 |
-39 |
44 |
39 |
-53 |
8 |
-17 |
-17 |
-23 |
0 |
5 |
-19 |
25 |
-14 |
-14 |
CLK24 |
-33 |
-27 |
-30 |
-35 |
-6 |
-66 |
-73 |
-55 |
-51 |
-31 |
-45 |
-54 |
-65 |
55 |
-27 |
-21 |
-8 |
-20 |
|
100
| 93
| 82 |
21 |
-41 |
2 |
60 |
-21 |
2 |
11 |
-3 |
23 |
52 |
65 |
27 |
65 |
17 |
CBK24 |
-28 |
-23 |
-25 |
-33 |
-2 |
-63 |
-70 |
-54 |
-51 |
-34 |
-45 |
-53 |
-64 |
56 |
-24 |
-21 |
-9 |
-18 |
100
| |
94
| 84 |
16 |
-37 |
6 |
57 |
-24 |
-2 |
6 |
-7 |
19 |
54 |
64 |
27 |
64 |
19 |
HOJ24 |
-24 |
-21 |
-23 |
-32 |
-2 |
-60 |
-64 |
-50 |
-54 |
-36 |
-45 |
-51 |
-68 |
57 |
-34 |
-29 |
-18 |
-26 |
93
| 94
| |
82 |
14 |
-34 |
2 |
58 |
-20 |
-4 |
4 |
-9 |
20 |
51 |
63 |
24 |
64 |
18 |
RBJ24 |
6 |
17 |
8 |
14 |
28 |
-16 |
-28 |
-29 |
-19 |
-19 |
-12 |
-8 |
-38 |
22 |
-3 |
-12 |
5 |
16 |
82 |
84 |
82 |
|
-7 |
-19 |
29 |
22 |
-13 |
-17 |
-17 |
-39 |
24 |
70 |
69 |
57 |
74 |
-3 |
NGJ24 |
-92
| -88 |
-92
| -58 |
-88 |
-71 |
-63 |
-1 |
9 |
54 |
-2 |
-34 |
-19 |
0 |
-64 |
17 |
19 |
-39 |
21 |
16 |
14 |
-7 |
|
-86 |
-89 |
55 |
66 |
87 |
82 |
66 |
78 |
-46 |
43 |
1 |
25 |
-55 |
KCK24 |
87 |
78 |
84 |
56 |
69 |
82 |
80 |
27 |
10 |
-37 |
15 |
42 |
40 |
-18 |
73 |
1 |
-8 |
44 |
-41 |
-37 |
-34 |
-19 |
-86 |
|
69 |
-59 |
-46 |
-70 |
-63 |
-38 |
-78 |
9 |
-68 |
-21 |
-53 |
46 |
CCK24 |
79 |
83 |
84 |
47 |
92
| 41 |
30 |
-19 |
-15 |
-62 |
-14 |
25 |
1 |
11 |
67 |
-27 |
-13 |
39 |
2 |
6 |
2 |
29 |
-89 |
69 |
|
-39 |
-72 |
-86 |
-81 |
-69 |
-71 |
64 |
-20 |
20 |
-4 |
56 |
SBK24 |
-71 |
-68 |
-63 |
-83 |
-44 |
-87 |
-82 |
-57 |
-50 |
-23 |
-61 |
-72 |
-65 |
60 |
-51 |
-27 |
-8 |
-53 |
60 |
57 |
58 |
22 |
55 |
-59 |
-39 |
|
-2 |
37 |
52 |
54 |
27 |
-4 |
38 |
-1 |
27 |
20 |
W_K24 |
-44 |
-40 |
-49 |
6 |
-63 |
-12 |
-2 |
52 |
57 |
87 |
58 |
26 |
37 |
-55 |
-31 |
45 |
42 |
8 |
-21 |
-24 |
-20 |
-13 |
66 |
-46 |
-72 |
-2 |
|
83 |
60 |
39 |
77 |
-45 |
24 |
15 |
10 |
-81 |
C_K24 |
-77 |
-74 |
-79 |
-36 |
-86 |
-55 |
-47 |
21 |
30 |
73 |
23 |
-13 |
10 |
-24 |
-47 |
39 |
41 |
-17 |
2 |
-2 |
-4 |
-17 |
87 |
-70 |
-86 |
37 |
83 |
|
86 |
70 |
80 |
-53 |
29 |
-4 |
8 |
-58 |
S_K24 |
-78 |
-78 |
-79 |
-51 |
-86 |
-44 |
-35 |
11 |
19 |
54 |
-3 |
-23 |
-2 |
-11 |
-43 |
39 |
43 |
-17 |
11 |
6 |
4 |
-17 |
82 |
-63 |
-81 |
52 |
60 |
86 |
|
90
| 73 |
-63 |
12 |
-22 |
-8 |
-33 |
SMK24 |
-68 |
-73 |
-69 |
-60 |
-77 |
-39 |
-30 |
8 |
9 |
32 |
-19 |
-30 |
-2 |
-1 |
-25 |
30 |
34 |
-23 |
-3 |
-7 |
-9 |
-39 |
66 |
-38 |
-69 |
54 |
39 |
70 |
90
| |
39 |
-74 |
-19 |
-44 |
-38 |
-5 |
BOK24 |
-65 |
-54 |
-66 |
-13 |
-66 |
-51 |
-48 |
20 |
36 |
73 |
29 |
4 |
2 |
-30 |
-49 |
38 |
45 |
0 |
23 |
19 |
20 |
24 |
78 |
-78 |
-71 |
27 |
77 |
80 |
73 |
39 |
|
-24 |
57 |
27 |
42 |
-74 |
CTK24 |
36 |
47 |
43 |
27 |
64 |
-6 |
-19 |
-43 |
-37 |
-48 |
-20 |
-7 |
-37 |
35 |
11 |
-37 |
-26 |
5 |
52 |
54 |
51 |
70 |
-46 |
9 |
64 |
-4 |
-45 |
-53 |
-63 |
-74 |
-24 |
|
49 |
54 |
61 |
26 |
LCJ24 |
-43 |
-27 |
-36 |
-13 |
-15 |
-55 |
-62 |
-37 |
-16 |
15 |
-1 |
-26 |
-41 |
21 |
-47 |
-9 |
-1 |
-19 |
65 |
64 |
63 |
69 |
43 |
-68 |
-20 |
38 |
24 |
29 |
12 |
-19 |
57 |
49 |
|
68 |
96
| -40 |
HEJ24 |
6 |
27 |
17 |
32 |
34 |
-7 |
-16 |
-15 |
15 |
9 |
21 |
21 |
-5 |
-11 |
-6 |
-12 |
8 |
25 |
27 |
27 |
24 |
57 |
1 |
-21 |
20 |
-1 |
15 |
-4 |
-22 |
-44 |
27 |
54 |
68 |
|
71 |
-35 |
FCK24 |
-24 |
-9 |
-18 |
-1 |
3 |
-36 |
-44 |
-37 |
-22 |
3 |
1 |
-22 |
-41 |
24 |
-41 |
-15 |
-13 |
-14 |
65 |
64 |
64 |
74 |
25 |
-53 |
-4 |
27 |
10 |
8 |
-8 |
-38 |
42 |
61 |
96
| 71 |
|
-33 |
JOK24 |
31 |
22 |
33 |
-25 |
40 |
-19 |
-23 |
-48 |
-58 |
-82 |
-66 |
-37 |
-37 |
57 |
28 |
-40 |
-31 |
-14 |
17 |
19 |
18 |
-3 |
-55 |
46 |
56 |
20 |
-81 |
-58 |
-33 |
-5 |
-74 |
26 |
-40 |
-35 |
-33 |
|
|