 |
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - May 26, 2023 |
|
YMM23 |
ESM23 |
NQM23 |
QRM23 |
NKM23 |
USM23 |
TYM23 |
SFM23 |
EUM23 |
JYM23 |
CDM23 |
BPM23 |
ADM23 |
DXM23 |
GCM23 |
PLN23 |
SIN23 |
HGN23 |
CLN23 |
CBN23 |
HOM23 |
RBM23 |
NGM23 |
KCN23 |
CCN23 |
SBV23 |
W_N23 |
C_N23 |
S_N23 |
SMN23 |
BON23 |
CTN23 |
LCM23 |
HEM23 |
FCQ23 |
JON23 |
YMM23 |
|
78 |
31 |
59 |
34 |
36 |
40 |
67 |
76 |
60 |
45 |
79 |
68 |
-76 |
55 |
72 |
67 |
68 |
13 |
8 |
-24 |
22 |
-36 |
-64 |
51 |
29 |
-51 |
-33 |
41 |
47 |
1 |
10 |
51 |
6 |
31 |
38 |
ESM23 |
78 |
|
81 |
48 |
70 |
49 |
49 |
77 |
77 |
47 |
53 |
80 |
59 |
-78 |
70 |
57 |
61 |
60 |
-5 |
-12 |
-53 |
27 |
-59 |
-13 |
70 |
62 |
-67 |
-55 |
9 |
43 |
-43 |
28 |
75 |
-38 |
63 |
62 |
NQM23 |
31 |
81 |
|
3 |
84 |
44 |
43 |
66 |
58 |
17 |
22 |
61 |
18 |
-57 |
71 |
35 |
46 |
34 |
-33 |
-40 |
-76 |
21 |
-71 |
28 |
77 |
84 |
-73 |
-72 |
-34 |
25 |
-79 |
14 |
79 |
-79 |
84 |
79 |
QRM23 |
59 |
48 |
3 |
|
-2 |
-1 |
-7 |
9 |
22 |
35 |
55 |
20 |
66 |
-25 |
-2 |
4 |
-2 |
47 |
43 |
46 |
29 |
33 |
2 |
-36 |
-4 |
-26 |
9 |
26 |
58 |
36 |
43 |
38 |
5 |
47 |
-21 |
-15 |
NKM23 |
34 |
70 |
84 |
-2 |
|
14 |
19 |
50 |
40 |
-13 |
16 |
51 |
-3 |
-38 |
48 |
39 |
35 |
9 |
-24 |
-29 |
-61 |
18 |
-47 |
17 |
65 |
79 |
-64 |
-72 |
-51 |
-4 |
-66 |
6 |
72 |
-70 |
76 |
69 |
USM23 |
36 |
49 |
44 |
-1 |
14 |
|
95
| 77 |
74 |
76 |
22 |
69 |
61 |
-75 |
76 |
51 |
73 |
61 |
-33 |
-42 |
-54 |
-14 |
-50 |
-7 |
50 |
39 |
-58 |
-43 |
21 |
56 |
-47 |
32 |
40 |
-31 |
39 |
40 |
TYM23 |
40 |
49 |
43 |
-7 |
19 |
95
| |
75 |
71 |
68 |
33 |
71 |
56 |
-72 |
74 |
61 |
78 |
50 |
-30 |
-39 |
-49 |
-16 |
-41 |
-16 |
46 |
40 |
-53 |
-42 |
8 |
35 |
-43 |
22 |
34 |
-33 |
36 |
36 |
SFM23 |
67 |
77 |
66 |
9 |
50 |
77 |
75 |
|
96
| 72 |
26 |
93
| 61 |
-95
| 92
| 79 |
89 |
73 |
-29 |
-40 |
-73 |
7 |
-74 |
-19 |
84 |
73 |
-85 |
-71 |
14 |
59 |
-59 |
18 |
78 |
-46 |
72 |
72 |
EUM23 |
76 |
77 |
58 |
22 |
40 |
74 |
71 |
96
| |
80 |
22 |
97
| 66 |
-100
| 93
| 80 |
90 |
85 |
-22 |
-32 |
-66 |
17 |
-77 |
-36 |
84 |
64 |
-85 |
-66 |
26 |
69 |
-50 |
12 |
76 |
-37 |
67 |
71 |
JYM23 |
60 |
47 |
17 |
35 |
-13 |
76 |
68 |
72 |
80 |
|
24 |
69 |
84 |
-83 |
68 |
55 |
69 |
86 |
-10 |
-16 |
-31 |
8 |
-50 |
-47 |
46 |
15 |
-48 |
-24 |
60 |
77 |
-12 |
26 |
34 |
6 |
21 |
27 |
CDM23 |
45 |
53 |
22 |
55 |
16 |
22 |
33 |
26 |
22 |
24 |
|
23 |
61 |
-26 |
11 |
19 |
17 |
20 |
42 |
39 |
19 |
23 |
9 |
-2 |
-1 |
-4 |
11 |
18 |
24 |
-3 |
21 |
65 |
7 |
16 |
-10 |
-14 |
BPM23 |
79 |
80 |
61 |
20 |
51 |
69 |
71 |
93
| 97
| 69 |
23 |
|
60 |
-96
| 90 |
82 |
88 |
76 |
-23 |
-32 |
-65 |
14 |
-70 |
-40 |
83 |
66 |
-85 |
-69 |
16 |
58 |
-50 |
6 |
75 |
-39 |
68 |
70 |
ADM23 |
68 |
59 |
18 |
66 |
-3 |
61 |
56 |
61 |
66 |
84 |
61 |
60 |
|
-71 |
48 |
45 |
52 |
76 |
8 |
4 |
-11 |
9 |
-28 |
-39 |
29 |
1 |
-28 |
-6 |
63 |
61 |
7 |
52 |
25 |
23 |
4 |
5 |
DXM23 |
-76 |
-78 |
-57 |
-25 |
-38 |
-75 |
-72 |
-95
| -100
| -83 |
-26 |
-96
| -71 |
|
-92
| -78 |
-89 |
-86 |
21 |
30 |
63 |
-16 |
75 |
37 |
-82 |
-61 |
83 |
63 |
-30 |
-71 |
46 |
-17 |
-74 |
32 |
-64 |
-67 |
GCM23 |
55 |
70 |
71 |
-2 |
48 |
76 |
74 |
92
| 93
| 68 |
11 |
90 |
48 |
-92
| |
75 |
88 |
75 |
-32 |
-42 |
-76 |
21 |
-88 |
-16 |
91
| 79 |
-89 |
-75 |
3 |
58 |
-69 |
7 |
80 |
-63 |
80 |
82 |
PLN23 |
72 |
57 |
35 |
4 |
39 |
51 |
61 |
79 |
80 |
55 |
19 |
82 |
45 |
-78 |
75 |
|
89 |
55 |
-12 |
-22 |
-48 |
10 |
-51 |
-46 |
68 |
58 |
-70 |
-59 |
6 |
31 |
-35 |
-3 |
61 |
-31 |
55 |
54 |
SIN23 |
67 |
61 |
46 |
-2 |
35 |
73 |
78 |
89 |
90 |
69 |
17 |
88 |
52 |
-89 |
88 |
89 |
|
67 |
-17 |
-28 |
-59 |
10 |
-64 |
-34 |
76 |
63 |
-75 |
-59 |
14 |
48 |
-46 |
3 |
67 |
-41 |
60 |
65 |
HGN23 |
68 |
60 |
34 |
47 |
9 |
61 |
50 |
73 |
85 |
86 |
20 |
76 |
76 |
-86 |
75 |
55 |
67 |
|
0 |
-6 |
-37 |
33 |
-68 |
-43 |
64 |
32 |
-61 |
-36 |
57 |
85 |
-21 |
23 |
54 |
-8 |
40 |
47 |
CLN23 |
13 |
-5 |
-33 |
43 |
-24 |
-33 |
-30 |
-29 |
-22 |
-10 |
42 |
-23 |
8 |
21 |
-32 |
-12 |
-17 |
0 |
|
98
| 74 |
67 |
35 |
-9 |
-34 |
-39 |
47 |
59 |
34 |
-15 |
56 |
25 |
-21 |
40 |
-39 |
-34 |
CBN23 |
8 |
-12 |
-40 |
46 |
-29 |
-42 |
-39 |
-40 |
-32 |
-16 |
39 |
-32 |
4 |
30 |
-42 |
-22 |
-28 |
-6 |
98
| |
81 |
64 |
43 |
-12 |
-44 |
-49 |
56 |
66 |
33 |
-20 |
66 |
19 |
-32 |
48 |
-48 |
-42 |
HOM23 |
-24 |
-53 |
-76 |
29 |
-61 |
-54 |
-49 |
-73 |
-66 |
-31 |
19 |
-65 |
-11 |
63 |
-76 |
-48 |
-59 |
-37 |
74 |
81 |
|
21 |
79 |
-13 |
-83 |
-85 |
87 |
88 |
25 |
-42 |
87 |
11 |
-77 |
73 |
-86 |
-83 |
RBM23 |
22 |
27 |
21 |
33 |
18 |
-14 |
-16 |
7 |
17 |
8 |
23 |
14 |
9 |
-16 |
21 |
10 |
10 |
33 |
67 |
64 |
21 |
|
-31 |
-7 |
26 |
15 |
-9 |
5 |
10 |
12 |
1 |
13 |
31 |
-17 |
23 |
28 |
NGM23 |
-36 |
-59 |
-71 |
2 |
-47 |
-50 |
-41 |
-74 |
-77 |
-50 |
9 |
-70 |
-28 |
75 |
-88 |
-51 |
-64 |
-68 |
35 |
43 |
79 |
-31 |
|
2 |
-91
| -80 |
85 |
72 |
1 |
-62 |
74 |
5 |
-85 |
67 |
-86 |
-89 |
KCN23 |
-64 |
-13 |
28 |
-36 |
17 |
-7 |
-16 |
-19 |
-36 |
-47 |
-2 |
-40 |
-39 |
37 |
-16 |
-46 |
-34 |
-43 |
-9 |
-12 |
-13 |
-7 |
2 |
|
-6 |
20 |
14 |
2 |
-38 |
-24 |
-36 |
21 |
6 |
-40 |
15 |
4 |
CCN23 |
51 |
70 |
77 |
-4 |
65 |
50 |
46 |
84 |
84 |
46 |
-1 |
83 |
29 |
-82 |
91
| 68 |
76 |
64 |
-34 |
-44 |
-83 |
26 |
-91
| -6 |
|
89 |
-94
| -85 |
-9 |
53 |
-76 |
1 |
92
| -71 |
93
| 92
|
SBV23 |
29 |
62 |
84 |
-26 |
79 |
39 |
40 |
73 |
64 |
15 |
-4 |
66 |
1 |
-61 |
79 |
58 |
63 |
32 |
-39 |
-49 |
-85 |
15 |
-80 |
20 |
89 |
|
-86 |
-87 |
-38 |
23 |
-86 |
-6 |
89 |
-86 |
96
| 91
|
W_N23 |
-51 |
-67 |
-73 |
9 |
-64 |
-58 |
-53 |
-85 |
-85 |
-48 |
11 |
-85 |
-28 |
83 |
-89 |
-70 |
-75 |
-61 |
47 |
56 |
87 |
-9 |
85 |
14 |
-94
| -86 |
|
92
| 12 |
-53 |
78 |
4 |
-87 |
66 |
-90
| -88 |
C_N23 |
-33 |
-55 |
-72 |
26 |
-72 |
-43 |
-42 |
-71 |
-66 |
-24 |
18 |
-69 |
-6 |
63 |
-75 |
-59 |
-59 |
-36 |
59 |
66 |
88 |
5 |
72 |
2 |
-85 |
-87 |
92
| |
36 |
-31 |
81 |
11 |
-76 |
70 |
-88 |
-82 |
S_N23 |
41 |
9 |
-34 |
58 |
-51 |
21 |
8 |
14 |
26 |
60 |
24 |
16 |
63 |
-30 |
3 |
6 |
14 |
57 |
34 |
33 |
25 |
10 |
1 |
-38 |
-9 |
-38 |
12 |
36 |
|
68 |
50 |
26 |
-9 |
60 |
-32 |
-22 |
SMN23 |
47 |
43 |
25 |
36 |
-4 |
56 |
35 |
59 |
69 |
77 |
-3 |
58 |
61 |
-71 |
58 |
31 |
48 |
85 |
-15 |
-20 |
-42 |
12 |
-62 |
-24 |
53 |
23 |
-53 |
-31 |
68 |
|
-24 |
19 |
48 |
-1 |
36 |
41 |
BON23 |
1 |
-43 |
-79 |
43 |
-66 |
-47 |
-43 |
-59 |
-50 |
-12 |
21 |
-50 |
7 |
46 |
-69 |
-35 |
-46 |
-21 |
56 |
66 |
87 |
1 |
74 |
-36 |
-76 |
-86 |
78 |
81 |
50 |
-24 |
|
3 |
-74 |
87 |
-88 |
-79 |
CTN23 |
10 |
28 |
14 |
38 |
6 |
32 |
22 |
18 |
12 |
26 |
65 |
6 |
52 |
-17 |
7 |
-3 |
3 |
23 |
25 |
19 |
11 |
13 |
5 |
21 |
1 |
-6 |
4 |
11 |
26 |
19 |
3 |
|
8 |
15 |
-6 |
-17 |
LCM23 |
51 |
75 |
79 |
5 |
72 |
40 |
34 |
78 |
76 |
34 |
7 |
75 |
25 |
-74 |
80 |
61 |
67 |
54 |
-21 |
-32 |
-77 |
31 |
-85 |
6 |
92
| 89 |
-87 |
-76 |
-9 |
48 |
-74 |
8 |
|
-66 |
93
| 90
|
HEM23 |
6 |
-38 |
-79 |
47 |
-70 |
-31 |
-33 |
-46 |
-37 |
6 |
16 |
-39 |
23 |
32 |
-63 |
-31 |
-41 |
-8 |
40 |
48 |
73 |
-17 |
67 |
-40 |
-71 |
-86 |
66 |
70 |
60 |
-1 |
87 |
15 |
-66 |
|
-83 |
-79 |
FCQ23 |
31 |
63 |
84 |
-21 |
76 |
39 |
36 |
72 |
67 |
21 |
-10 |
68 |
4 |
-64 |
80 |
55 |
60 |
40 |
-39 |
-48 |
-86 |
23 |
-86 |
15 |
93
| 96
| -90
| -88 |
-32 |
36 |
-88 |
-6 |
93
| -83 |
|
95
|
JON23 |
38 |
62 |
79 |
-15 |
69 |
40 |
36 |
72 |
71 |
27 |
-14 |
70 |
5 |
-67 |
82 |
54 |
65 |
47 |
-34 |
-42 |
-83 |
28 |
-89 |
4 |
92
| 91
| -88 |
-82 |
-22 |
41 |
-79 |
-17 |
90
| -79 |
95
| |
|