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MRCI's Inter-Market Correlations

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MRCI's Inter-Market Correlations(prev 180 trading days) - Apr 12, 2024
  YMM24 ESM24 NQM24 QRM24 NKM24 USM24 TYM24 SFM24 EUM24 JYM24 CDM24 BPM24 ADM24 DXM24 GCM24 PLN24 SIK24 HGK24 CLK24 CBM24 HOK24 RBK24 NGK24 KCK24 CCK24 SBK24 W_K24 C_K24 S_K24 SMK24 BOK24 CTK24 LCM24 HEM24 FCK24 JOK24
YMM24   97 97 88 87 79 67 7 27 -42 38 72 54 -33 68 6 20 64 -17 -13 -42 23 -93 84 72 -79 -55 -86 -83 -75 -66 37 -32 53 -25 32
ESM24 97   98 88 94 65 51 -8 22 -50 28 68 43 -24 75 3 32 73 2 6 -27 41 -93 81 83 -73 -59 -87 -84 -80 -59 48 -20 70 -13 33
NQM24 97 98   83 93 68 55 -6 18 -54 25 64 44 -22 72 -1 23 66 -7 -3 -34 30 -94 84 79 -71 -63 -89 -85 -76 -69 44 -27 63 -20 40
QRM24 88 88 83   71 80 68 23 51 -7 62 83 63 -56 59 28 34 72 -7 -4 -29 35 -73 65 59 -84 -23 -61 -64 -71 -29 37 -13 51 -6 -6
NKM24 87 94 93 71   43 27 -34 -3 -72 2 46 18 3 74 -15 26 63 20 23 -12 51 -90 74 88 -54 -75 -93 -88 -82 -66 60 -9 79 -3 46
USM24 79 65 68 80 43   97 63 77 25 83 87 86 -86 36 42 14 46 -51 -48 -63 -11 -64 64 23 -82 -12 -50 -40 -36 -50 -3 -42 7 -33 -17
TYM24 67 51 55 68 27 97   75 80 39 84 83 87 -89 21 40 2 31 -64 -61 -69 -29 -50 53 4 -73 4 -35 -26 -21 -43 -16 -48 -11 -39 -24
SFM24 7 -8 -6 23 -34 63 75   77 73 71 58 66 -85 -24 42 -11 -9 -70 -69 -46 -54 18 -4 -52 -33 57 29 26 27 20 -42 -29 -59 -26 -49
EUM24 27 22 18 51 -3 77 80 77   59 69 82 77 -97 13 50 32 36 -43 -42 -39 -17 -1 14 -13 -46 41 12 14 10 23 -29 -29 -16 -28 -41
JYM24 -42 -50 -54 -7 -72 25 39 73 59   58 19 36 -63 -51 45 -4 -22 -34 -37 -7 -37 61 -49 -73 1 88 76 65 49 71 -44 8 -61 5 -74
CDM24 38 28 25 62 2 83 84 71 69 58   66 79 -80 2 49 10 27 -34 -33 -25 -8 -14 18 -14 -56 39 4 -9 -20 13 -6 -5 -14 0 -48
BPM24 72 68 64 83 46 87 83 58 82 19 66   77 -84 43 35 33 60 -37 -35 -45 4 -50 50 29 -74 1 -38 -37 -39 -14 6 -31 21 -26 -17
ADM24 54 43 44 63 18 86 87 66 77 36 79 77   -84 35 60 31 49 -51 -48 -62 -28 -36 50 8 -66 11 -15 -14 -8 -21 -29 -54 -9 -50 -9
DXM24 -33 -24 -22 -56 3 -86 -89 -85 -97 -63 -80 -84 -84   -9 -52 -23 -33 52 52 46 25 7 -18 17 54 -42 -9 -9 -4 -17 27 31 22 28 42
GCM24 68 75 72 59 74 36 21 -24 13 -51 2 43 35 -9   30 72 84 25 30 -19 43 -73 83 88 -53 -56 -66 -59 -49 -52 15 -40 67 -38 43
PLN24 6 3 -1 28 -15 42 40 42 50 45 49 35 60 -52 30   61 47 -4 -2 -14 -1 2 19 -2 -30 25 18 23 19 22 -36 -22 -11 -23 -23
SIK24 20 32 23 34 26 14 2 -11 32 -4 10 33 31 -23 72 61   79 38 40 8 44 -23 39 51 -22 -8 -10 -2 -6 10 -13 -22 44 -25 7
HGK24 64 73 66 72 63 46 31 -9 36 -22 27 60 49 -33 84 47 79   27 31 -10 52 -62 69 75 -57 -31 -49 -44 -47 -22 12 -24 67 -22 13
CLK24 -17 2 -7 -7 20 -51 -64 -70 -43 -34 -34 -37 -51 52 25 -4 38 27   100 84 86 3 -11 39 32 -22 -6 -8 -24 24 42 57 59 54 3
CBM24 -13 6 -3 -4 23 -48 -61 -69 -42 -37 -33 -35 -48 52 30 -2 40 31 100   82 87 -1 -5 43 28 -24 -10 -12 -27 20 41 53 61 51 5
HOK24 -42 -27 -34 -29 -12 -63 -69 -46 -39 -7 -25 -45 -62 46 -19 -14 8 -10 84 82   70 33 -44 -4 55 9 21 17 -4 50 36 78 27 75 -21
RBK24 23 41 30 35 51 -11 -29 -54 -17 -37 -8 4 -28 25 43 -1 44 52 86 87 70   -30 14 60 -4 -28 -35 -37 -56 14 60 54 76 55 -4
NGK24 -93 -93 -94 -73 -90 -64 -50 18 -1 61 -14 -50 -36 7 -73 2 -23 -62 3 -1 33 -30   -86 -81 68 72 91 85 75 75 -43 32 -60 25 -54
KCK24 84 81 84 65 74 64 53 -4 14 -49 18 50 50 -18 83 19 39 69 -11 -5 -44 14 -86   74 -68 -54 -76 -69 -50 -75 6 -58 48 -53 48
CCK24 72 83 79 59 88 23 4 -52 -13 -73 -14 29 8 17 88 -2 51 75 39 43 -4 60 -81 74   -47 -72 -80 -75 -70 -56 44 -16 83 -13 50
SBK24 -79 -73 -71 -84 -54 -82 -73 -33 -46 1 -56 -74 -66 54 -53 -30 -22 -57 32 28 55 -4 68 -68 -47   19 55 61 60 40 -13 37 -26 30 3
W_K24 -55 -59 -63 -23 -75 -12 4 57 41 88 39 1 11 -42 -56 25 -8 -31 -22 -24 9 -28 72 -54 -72 19   82 68 53 75 -45 15 -57 11 -77
C_K24 -86 -87 -89 -61 -93 -50 -35 29 12 76 4 -38 -15 -9 -66 18 -10 -49 -6 -10 21 -35 91 -76 -80 55 82   92 80 78 -52 19 -64 11 -53
S_K24 -83 -84 -85 -64 -88 -40 -26 26 14 65 -9 -37 -14 -9 -59 23 -2 -44 -8 -12 17 -37 85 -69 -75 61 68 92   92 74 -63 5 -65 -2 -37
SMK24 -75 -80 -76 -71 -82 -36 -21 27 10 49 -20 -39 -8 -4 -49 19 -6 -47 -24 -27 -4 -56 75 -50 -70 60 53 80 92   44 -74 -21 -70 -28 -13
BOK24 -66 -59 -69 -29 -66 -50 -43 20 23 71 13 -14 -21 -17 -52 22 10 -22 24 20 50 14 75 -75 -56 40 75 78 74 44   -20 50 -30 44 -73
CTK24 37 48 44 37 60 -3 -16 -42 -29 -44 -6 6 -29 27 15 -36 -13 12 42 41 36 60 -43 6 44 -13 -45 -52 -63 -74 -20   60 63 63 16
LCM24 -32 -20 -27 -13 -9 -42 -48 -29 -29 8 -5 -31 -54 31 -40 -22 -22 -24 57 53 78 54 32 -58 -16 37 15 19 5 -21 50 60   23 99 -38
HEM24 53 70 63 51 79 7 -11 -59 -16 -61 -14 21 -9 22 67 -11 44 67 59 61 27 76 -60 48 83 -26 -57 -64 -65 -70 -30 63 23   25 30
FCK24 -25 -13 -20 -6 -3 -33 -39 -26 -28 5 0 -26 -50 28 -38 -23 -25 -22 54 51 75 55 25 -53 -13 30 11 11 -2 -28 44 63 99 25   -38
JOK24 32 33 40 -6 46 -17 -24 -49 -41 -74 -48 -17 -9 42 43 -23 7 13 3 5 -21 -4 -54 48 50 3 -77 -53 -37 -13 -73 16 -38 30 -38  
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