 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - Jun 29, 2022 |
|
YMU22 |
ESU22 |
NQU22 |
QRU22 |
NKU22 |
USU22 |
TYU22 |
EDU22 |
SFU22 |
EUU22 |
JYU22 |
CDU22 |
BPU22 |
ADU22 |
DXU22 |
GCQ22 |
PLN22 |
SIN22 |
HGN22 |
CLQ22 |
CBU22 |
HOQ22 |
RBQ22 |
NGQ22 |
KCN22 |
CCN22 |
SBN22 |
W_N22 |
C_N22 |
S_N22 |
SMN22 |
BON22 |
CTN22 |
LCQ22 |
HEQ22 |
FCQ22 |
LBN22 |
JON22 |
YMU22 |
|
98
| 94
| 89 |
70 |
74 |
74 |
79 |
79 |
81 |
76 |
55 |
84 |
57 |
-83 |
-19 |
30 |
42 |
42 |
-77 |
-76 |
-83 |
-82 |
-72 |
7 |
50 |
-16 |
-66 |
-72 |
-67 |
-37 |
-72 |
-60 |
25 |
-36 |
43 |
44 |
-70 |
ESU22 |
98
| |
97
| 90
| 68 |
78 |
77 |
81 |
82 |
81 |
79 |
49 |
83 |
56 |
-84 |
-17 |
28 |
44 |
42 |
-80 |
-79 |
-86 |
-85 |
-76 |
12 |
46 |
-16 |
-65 |
-72 |
-69 |
-35 |
-76 |
-64 |
27 |
-35 |
47 |
46 |
-74 |
NQU22 |
94
| 97
| |
95
| 72 |
84 |
83 |
88 |
84 |
86 |
84 |
45 |
84 |
49 |
-87 |
-30 |
27 |
37 |
28 |
-89 |
-88 |
-91
| -92
| -83 |
8 |
36 |
-19 |
-74 |
-83 |
-82 |
-51 |
-86 |
-74 |
16 |
-50 |
41 |
36 |
-83 |
QRU22 |
89 |
90
| 95
| |
77 |
82 |
81 |
89 |
79 |
87 |
81 |
58 |
82 |
57 |
-87 |
-29 |
40 |
43 |
26 |
-84 |
-83 |
-86 |
-86 |
-78 |
-10 |
32 |
-6 |
-69 |
-83 |
-84 |
-62 |
-82 |
-74 |
-1 |
-57 |
25 |
22 |
-82 |
NKU22 |
70 |
68 |
72 |
77 |
|
26 |
27 |
58 |
43 |
57 |
40 |
52 |
48 |
37 |
-54 |
-50 |
5 |
3 |
-2 |
-56 |
-57 |
-52 |
-53 |
-41 |
-11 |
2 |
9 |
-58 |
-63 |
-69 |
-64 |
-61 |
-43 |
-17 |
-62 |
-3 |
-19 |
-43 |
USU22 |
74 |
78 |
84 |
82 |
26 |
|
100
| 97
| 87 |
90
| 97
| 19 |
88 |
29 |
-92
| -13 |
44 |
35 |
34 |
-89 |
-89 |
-93
| -91
| -91
| 40 |
55 |
-55 |
-70 |
-89 |
-79 |
-21 |
-86 |
-82 |
38 |
-31 |
71 |
77 |
-91
|
TYU22 |
74 |
77 |
83 |
81 |
27 |
100
| |
98
| 86 |
90
| 96
| 17 |
88 |
24 |
-92
| -18 |
43 |
31 |
30 |
-90
| -90 |
-93
| -91
| -90 |
41 |
53 |
-57 |
-72 |
-91
| -80 |
-25 |
-86 |
-82 |
36 |
-36 |
70 |
76 |
-90 |
EDU22 |
79 |
81 |
88 |
89 |
58 |
97
| 98
| |
83 |
93
| 95
| 42 |
88 |
35 |
-94
| -45 |
41 |
28 |
15 |
-94
| -94
| -95
| -94
| -88 |
2 |
35 |
-31 |
-81 |
-95
| -90 |
-68 |
-90 |
-84 |
-5 |
-68 |
36 |
33 |
-90 |
SFU22 |
79 |
82 |
84 |
79 |
43 |
87 |
86 |
83 |
|
90
| 89 |
52 |
93
| 56 |
-93
| -10 |
50 |
53 |
39 |
-79 |
-77 |
-85 |
-84 |
-88 |
19 |
53 |
-33 |
-72 |
-79 |
-65 |
-29 |
-82 |
-80 |
21 |
-29 |
56 |
50 |
-85 |
EUU22 |
81 |
81 |
86 |
87 |
57 |
90
| 90
| 93
| 90
| |
93
| 59 |
96
| 50 |
-99
| -36 |
51 |
38 |
27 |
-87 |
-87 |
-90
| -89 |
-88 |
7 |
52 |
-38 |
-84 |
-93
| -80 |
-55 |
-86 |
-81 |
7 |
-52 |
47 |
36 |
-90 |
JYU22 |
76 |
79 |
84 |
81 |
40 |
97
| 96
| 95
| 89 |
93
| |
37 |
92
| 38 |
-95
| -27 |
51 |
41 |
29 |
-89 |
-89 |
-95
| -93
| -92
| 14 |
50 |
-40 |
-74 |
-88 |
-77 |
-47 |
-85 |
-82 |
12 |
-47 |
53 |
53 |
-94
|
CDU22 |
55 |
49 |
45 |
58 |
52 |
19 |
17 |
42 |
52 |
59 |
37 |
|
61 |
84 |
-58 |
3 |
53 |
53 |
54 |
-25 |
-24 |
-33 |
-31 |
-29 |
-25 |
48 |
20 |
-31 |
-41 |
-33 |
-29 |
-28 |
-26 |
-16 |
-14 |
2 |
-1 |
-34 |
BPU22 |
84 |
83 |
84 |
82 |
48 |
88 |
88 |
88 |
93
| 96
| 92
| 61 |
|
57 |
-98
| -18 |
57 |
51 |
45 |
-81 |
-80 |
-88 |
-86 |
-85 |
14 |
65 |
-37 |
-76 |
-84 |
-67 |
-37 |
-78 |
-73 |
20 |
-35 |
56 |
52 |
-85 |
ADU22 |
57 |
56 |
49 |
57 |
37 |
29 |
24 |
35 |
56 |
50 |
38 |
84 |
57 |
|
-52 |
38 |
54 |
78 |
75 |
-21 |
-18 |
-33 |
-31 |
-29 |
-31 |
53 |
33 |
-9 |
-24 |
-20 |
-4 |
-22 |
-21 |
-0 |
10 |
7 |
19 |
-36 |
DXU22 |
-83 |
-84 |
-87 |
-87 |
-54 |
-92
| -92
| -94
| -93
| -99
| -95
| -58 |
-98
| -52 |
|
30 |
-53 |
-43 |
-33 |
87 |
87 |
92
| 91
| 89 |
-10 |
-55 |
36 |
81 |
91
| 78 |
50 |
86 |
80 |
-11 |
48 |
-50 |
-43 |
90
|
GCQ22 |
-19 |
-17 |
-30 |
-29 |
-50 |
-13 |
-18 |
-45 |
-10 |
-36 |
-27 |
3 |
-18 |
38 |
30 |
|
32 |
67 |
61 |
51 |
54 |
37 |
39 |
32 |
-3 |
28 |
37 |
65 |
60 |
65 |
75 |
53 |
43 |
35 |
83 |
6 |
29 |
32 |
PLN22 |
30 |
28 |
27 |
40 |
5 |
44 |
43 |
41 |
50 |
51 |
51 |
53 |
57 |
54 |
-53 |
32 |
|
70 |
53 |
-19 |
-18 |
-31 |
-26 |
-37 |
-4 |
57 |
-7 |
-18 |
-34 |
-14 |
-5 |
-20 |
-29 |
7 |
3 |
31 |
28 |
-45 |
SIN22 |
42 |
44 |
37 |
43 |
3 |
35 |
31 |
28 |
53 |
38 |
41 |
53 |
51 |
78 |
-43 |
67 |
70 |
|
79 |
-17 |
-13 |
-32 |
-30 |
-34 |
-12 |
58 |
23 |
4 |
-11 |
-4 |
20 |
-13 |
-18 |
27 |
33 |
26 |
42 |
-35 |
HGN22 |
42 |
42 |
28 |
26 |
-2 |
34 |
30 |
15 |
39 |
27 |
29 |
54 |
45 |
75 |
-33 |
61 |
53 |
79 |
|
-2 |
1 |
-21 |
-15 |
-14 |
3 |
66 |
18 |
13 |
1 |
15 |
34 |
5 |
4 |
37 |
46 |
32 |
52 |
-16 |
CLQ22 |
-77 |
-80 |
-89 |
-84 |
-56 |
-89 |
-90
| -94
| -79 |
-87 |
-89 |
-25 |
-81 |
-21 |
87 |
51 |
-19 |
-17 |
-2 |
|
100
| 97
| 99
| 90 |
-9 |
-28 |
40 |
85 |
91
| 91
| 65 |
93
| 83 |
-6 |
66 |
-40 |
-35 |
89 |
CBU22 |
-76 |
-79 |
-88 |
-83 |
-57 |
-89 |
-90 |
-94
| -77 |
-87 |
-89 |
-24 |
-80 |
-18 |
87 |
54 |
-18 |
-13 |
1 |
100
| |
97
| 98
| 89 |
-10 |
-26 |
41 |
86 |
92
| 92
| 66 |
93
| 83 |
-5 |
68 |
-39 |
-33 |
88 |
HOQ22 |
-83 |
-86 |
-91
| -86 |
-52 |
-93
| -93
| -95
| -85 |
-90
| -95
| -33 |
-88 |
-33 |
92
| 37 |
-31 |
-32 |
-21 |
97
| 97
| |
99
| 91
| -11 |
-42 |
35 |
79 |
89 |
84 |
54 |
89 |
81 |
-13 |
54 |
-46 |
-47 |
91
|
RBQ22 |
-82 |
-85 |
-92
| -86 |
-53 |
-91
| -91
| -94
| -84 |
-89 |
-93
| -31 |
-86 |
-31 |
91
| 39 |
-26 |
-30 |
-15 |
99
| 98
| 99
| |
92
| -10 |
-37 |
37 |
82 |
89 |
87 |
57 |
91
| 82 |
-13 |
57 |
-45 |
-43 |
90
|
NGQ22 |
-72 |
-76 |
-83 |
-78 |
-41 |
-91
| -90 |
-88 |
-88 |
-88 |
-92
| -29 |
-85 |
-29 |
89 |
32 |
-37 |
-34 |
-14 |
90 |
89 |
91
| 92
| |
-17 |
-41 |
49 |
83 |
88 |
78 |
44 |
92
| 89 |
-16 |
49 |
-58 |
-49 |
94
|
KCN22 |
7 |
12 |
8 |
-10 |
-11 |
40 |
41 |
2 |
19 |
7 |
14 |
-25 |
14 |
-31 |
-10 |
-3 |
-4 |
-12 |
3 |
-9 |
-10 |
-11 |
-10 |
-17 |
|
22 |
-46 |
-24 |
-9 |
11 |
29 |
-15 |
-8 |
60 |
19 |
60 |
35 |
-6 |
CCN22 |
50 |
46 |
36 |
32 |
2 |
55 |
53 |
35 |
53 |
52 |
50 |
48 |
65 |
53 |
-55 |
28 |
57 |
58 |
66 |
-28 |
-26 |
-42 |
-37 |
-41 |
22 |
|
-19 |
-27 |
-29 |
-8 |
16 |
-22 |
-19 |
40 |
20 |
53 |
65 |
-41 |
SBN22 |
-16 |
-16 |
-19 |
-6 |
9 |
-55 |
-57 |
-31 |
-33 |
-38 |
-40 |
20 |
-37 |
33 |
36 |
37 |
-7 |
23 |
18 |
40 |
41 |
35 |
37 |
49 |
-46 |
-19 |
|
60 |
42 |
21 |
3 |
38 |
41 |
-38 |
18 |
-71 |
-46 |
40 |
W_N22 |
-66 |
-65 |
-74 |
-69 |
-58 |
-70 |
-72 |
-81 |
-72 |
-84 |
-74 |
-31 |
-76 |
-9 |
81 |
65 |
-18 |
4 |
13 |
85 |
86 |
79 |
82 |
83 |
-24 |
-27 |
60 |
|
92
| 82 |
61 |
88 |
80 |
-8 |
67 |
-48 |
-21 |
75 |
C_N22 |
-72 |
-72 |
-83 |
-83 |
-63 |
-89 |
-91
| -95
| -79 |
-93
| -88 |
-41 |
-84 |
-24 |
91
| 60 |
-34 |
-11 |
1 |
91
| 92
| 89 |
89 |
88 |
-9 |
-29 |
42 |
92
| |
92
| 73 |
94
| 87 |
9 |
74 |
-39 |
-21 |
88 |
S_N22 |
-67 |
-69 |
-82 |
-84 |
-69 |
-79 |
-80 |
-90 |
-65 |
-80 |
-77 |
-33 |
-67 |
-20 |
78 |
65 |
-14 |
-4 |
15 |
91
| 92
| 84 |
87 |
78 |
11 |
-8 |
21 |
82 |
92
| |
87 |
91
| 80 |
25 |
86 |
-12 |
-3 |
79 |
SMN22 |
-37 |
-35 |
-51 |
-62 |
-64 |
-21 |
-25 |
-68 |
-29 |
-55 |
-47 |
-29 |
-37 |
-4 |
50 |
75 |
-5 |
20 |
34 |
65 |
66 |
54 |
57 |
44 |
29 |
16 |
3 |
61 |
73 |
87 |
|
62 |
54 |
53 |
93
| 24 |
32 |
50 |
BON22 |
-72 |
-76 |
-86 |
-82 |
-61 |
-86 |
-86 |
-90 |
-82 |
-86 |
-85 |
-28 |
-78 |
-22 |
86 |
53 |
-20 |
-13 |
5 |
93
| 93
| 89 |
91
| 92
| -15 |
-22 |
38 |
88 |
94
| 91
| 62 |
|
90 |
0 |
68 |
-42 |
-24 |
88 |
CTN22 |
-60 |
-64 |
-74 |
-74 |
-43 |
-82 |
-82 |
-84 |
-80 |
-81 |
-82 |
-26 |
-73 |
-21 |
80 |
43 |
-29 |
-18 |
4 |
83 |
83 |
81 |
82 |
89 |
-8 |
-19 |
41 |
80 |
87 |
80 |
54 |
90 |
|
8 |
61 |
-39 |
-29 |
86 |
LCQ22 |
25 |
27 |
16 |
-1 |
-17 |
38 |
36 |
-5 |
21 |
7 |
12 |
-16 |
20 |
-0 |
-11 |
35 |
7 |
27 |
37 |
-6 |
-5 |
-13 |
-13 |
-16 |
60 |
40 |
-38 |
-8 |
9 |
25 |
53 |
0 |
8 |
|
49 |
77 |
59 |
-7 |
HEQ22 |
-36 |
-35 |
-50 |
-57 |
-62 |
-31 |
-36 |
-68 |
-29 |
-52 |
-47 |
-14 |
-35 |
10 |
48 |
83 |
3 |
33 |
46 |
66 |
68 |
54 |
57 |
49 |
19 |
20 |
18 |
67 |
74 |
86 |
93
| 68 |
61 |
49 |
|
15 |
25 |
50 |
FCQ22 |
43 |
47 |
41 |
25 |
-3 |
71 |
70 |
36 |
56 |
47 |
53 |
2 |
56 |
7 |
-50 |
6 |
31 |
26 |
32 |
-40 |
-39 |
-46 |
-45 |
-58 |
60 |
53 |
-71 |
-48 |
-39 |
-12 |
24 |
-42 |
-39 |
77 |
15 |
|
73 |
-48 |
LBN22 |
44 |
46 |
36 |
22 |
-19 |
77 |
76 |
33 |
50 |
36 |
53 |
-1 |
52 |
19 |
-43 |
29 |
28 |
42 |
52 |
-35 |
-33 |
-47 |
-43 |
-49 |
35 |
65 |
-46 |
-21 |
-21 |
-3 |
32 |
-24 |
-29 |
59 |
25 |
73 |
|
-42 |
JON22 |
-70 |
-74 |
-83 |
-82 |
-43 |
-91
| -90 |
-90 |
-85 |
-90 |
-94
| -34 |
-85 |
-36 |
90
| 32 |
-45 |
-35 |
-16 |
89 |
88 |
91
| 90
| 94
| -6 |
-41 |
40 |
75 |
88 |
79 |
50 |
88 |
86 |
-7 |
50 |
-48 |
-42 |
|
|