|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 180 trading days) - Apr 25, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIK24 |
HGK24 |
CLM24 |
CBM24 |
HOK24 |
RBK24 |
NGK24 |
KCK24 |
CCK24 |
SBK24 |
W_K24 |
C_K24 |
S_K24 |
SMK24 |
BOK24 |
CTK24 |
LCM24 |
HEM24 |
FCK24 |
JOK24 |
YMM24 |
|
97
| 97
| 91
| 87 |
74 |
60 |
3 |
28 |
-45 |
39 |
73 |
55 |
-32 |
63 |
8 |
26 |
58 |
-12 |
-8 |
-43 |
27 |
-92
| 73 |
66 |
-78 |
-61 |
-89 |
-82 |
-75 |
-69 |
30 |
-33 |
53 |
-25 |
34 |
ESM24 |
97
| |
98
| 90 |
95
| 59 |
41 |
-16 |
18 |
-57 |
23 |
67 |
41 |
-19 |
72 |
5 |
39 |
67 |
9 |
13 |
-29 |
46 |
-93
| 74 |
78 |
-74 |
-70 |
-92
| -85 |
-81 |
-64 |
38 |
-21 |
70 |
-15 |
37 |
NQM24 |
97
| 98
| |
87 |
93
| 63 |
48 |
-10 |
18 |
-56 |
25 |
66 |
44 |
-20 |
66 |
2 |
30 |
60 |
-2 |
2 |
-35 |
34 |
-94
| 74 |
72 |
-71 |
-71 |
-92
| -84 |
-77 |
-71 |
36 |
-28 |
62 |
-21 |
42 |
QRM24 |
91
| 90 |
87 |
|
76 |
77 |
62 |
14 |
44 |
-20 |
55 |
81 |
60 |
-48 |
53 |
25 |
30 |
56 |
-4 |
-1 |
-30 |
35 |
-78 |
58 |
56 |
-80 |
-41 |
-73 |
-68 |
-73 |
-39 |
35 |
-16 |
50 |
-9 |
4 |
NKM24 |
87 |
95
| 93
| 76 |
|
37 |
18 |
-38 |
-3 |
-75 |
1 |
47 |
18 |
5 |
72 |
-10 |
38 |
64 |
25 |
29 |
-14 |
56 |
-90
| 70 |
83 |
-59 |
-82 |
-95
| -88 |
-83 |
-67 |
49 |
-10 |
80 |
-4 |
46 |
USM24 |
74 |
59 |
63 |
77 |
37 |
|
97
| 64 |
78 |
32 |
83 |
87 |
86 |
-85 |
17 |
38 |
-1 |
19 |
-53 |
-51 |
-58 |
-18 |
-53 |
34 |
7 |
-66 |
-6 |
-41 |
-31 |
-30 |
-38 |
3 |
-39 |
-3 |
-30 |
-20 |
TYM24 |
60 |
41 |
48 |
62 |
18 |
97
| |
78 |
82 |
48 |
85 |
82 |
87 |
-90
| -3 |
34 |
-17 |
-0 |
-68 |
-66 |
-61 |
-38 |
-33 |
16 |
-15 |
-50 |
11 |
-23 |
-13 |
-12 |
-26 |
-5 |
-42 |
-23 |
-34 |
-28 |
SFM24 |
3 |
-16 |
-10 |
14 |
-38 |
64 |
78 |
|
78 |
77 |
71 |
53 |
64 |
-86 |
-43 |
31 |
-39 |
-40 |
-75 |
-75 |
-38 |
-64 |
25 |
-27 |
-62 |
-10 |
55 |
30 |
34 |
33 |
21 |
-23 |
-26 |
-68 |
-23 |
-44 |
EUM24 |
28 |
18 |
18 |
44 |
-3 |
78 |
82 |
78 |
|
54 |
66 |
80 |
76 |
-97
| -6 |
41 |
1 |
1 |
-50 |
-50 |
-38 |
-30 |
-0 |
-4 |
-23 |
-29 |
28 |
5 |
17 |
14 |
17 |
-17 |
-33 |
-28 |
-30 |
-30 |
JYM24 |
-45 |
-57 |
-56 |
-20 |
-75 |
32 |
48 |
77 |
54 |
|
54 |
12 |
31 |
-61 |
-68 |
32 |
-41 |
-57 |
-46 |
-49 |
-1 |
-55 |
66 |
-65 |
-82 |
23 |
82 |
74 |
72 |
57 |
68 |
-24 |
8 |
-77 |
6 |
-65 |
CDM24 |
39 |
23 |
25 |
55 |
1 |
83 |
85 |
71 |
66 |
54 |
|
63 |
78 |
-79 |
-16 |
38 |
-21 |
-7 |
-42 |
-42 |
-23 |
-22 |
-13 |
-2 |
-25 |
-38 |
26 |
-4 |
-5 |
-15 |
7 |
6 |
-7 |
-26 |
0 |
-39 |
BPM24 |
73 |
67 |
66 |
81 |
47 |
87 |
82 |
53 |
80 |
12 |
63 |
|
75 |
-82 |
30 |
29 |
16 |
34 |
-38 |
-36 |
-45 |
-1 |
-51 |
35 |
21 |
-64 |
-14 |
-47 |
-36 |
-38 |
-21 |
11 |
-34 |
14 |
-28 |
-8 |
ADM24 |
55 |
41 |
44 |
60 |
18 |
86 |
87 |
64 |
76 |
31 |
78 |
75 |
|
-83 |
19 |
54 |
10 |
22 |
-53 |
-51 |
-61 |
-34 |
-36 |
32 |
1 |
-55 |
-2 |
-22 |
-12 |
-6 |
-28 |
-22 |
-57 |
-16 |
-52 |
0 |
DXM24 |
-32 |
-19 |
-20 |
-48 |
5 |
-85 |
-90
| -86 |
-97
| -61 |
-79 |
-82 |
-83 |
|
13 |
-42 |
10 |
6 |
60 |
62 |
42 |
39 |
3 |
5 |
30 |
34 |
-31 |
-4 |
-14 |
-10 |
-13 |
13 |
33 |
35 |
29 |
32 |
GCM24 |
63 |
72 |
66 |
53 |
72 |
17 |
-3 |
-43 |
-6 |
-68 |
-16 |
30 |
19 |
13 |
|
30 |
83 |
91
| 38 |
43 |
-23 |
54 |
-76 |
89 |
92
| -63 |
-66 |
-71 |
-65 |
-53 |
-59 |
-6 |
-39 |
74 |
-38 |
47 |
PLN24 |
8 |
5 |
2 |
25 |
-10 |
38 |
34 |
31 |
41 |
32 |
38 |
29 |
54 |
-42 |
30 |
|
53 |
37 |
1 |
3 |
-14 |
1 |
-5 |
22 |
5 |
-29 |
11 |
8 |
16 |
15 |
13 |
-36 |
-26 |
-8 |
-27 |
-14 |
SIK24 |
26 |
39 |
30 |
30 |
38 |
-1 |
-17 |
-39 |
1 |
-41 |
-21 |
16 |
10 |
10 |
83 |
53 |
|
85 |
50 |
53 |
-2 |
55 |
-42 |
64 |
71 |
-39 |
-36 |
-32 |
-24 |
-21 |
-14 |
-27 |
-27 |
58 |
-29 |
25 |
HGK24 |
58 |
67 |
60 |
56 |
64 |
19 |
-0 |
-40 |
1 |
-57 |
-7 |
34 |
22 |
6 |
91
| 37 |
85 |
|
41 |
45 |
-18 |
60 |
-70 |
83 |
87 |
-65 |
-52 |
-62 |
-56 |
-51 |
-41 |
-11 |
-28 |
75 |
-25 |
29 |
CLM24 |
-12 |
9 |
-2 |
-4 |
25 |
-53 |
-68 |
-75 |
-50 |
-46 |
-42 |
-38 |
-53 |
60 |
38 |
1 |
50 |
41 |
|
100
| 74 |
88 |
-7 |
12 |
49 |
15 |
-29 |
-13 |
-17 |
-29 |
16 |
28 |
49 |
64 |
47 |
7 |
CBM24 |
-8 |
13 |
2 |
-1 |
29 |
-51 |
-66 |
-75 |
-50 |
-49 |
-42 |
-36 |
-51 |
62 |
43 |
3 |
53 |
45 |
100
| |
72 |
89 |
-12 |
17 |
53 |
11 |
-32 |
-17 |
-21 |
-32 |
12 |
27 |
46 |
66 |
44 |
9 |
HOK24 |
-43 |
-29 |
-35 |
-30 |
-14 |
-58 |
-61 |
-38 |
-38 |
-1 |
-23 |
-45 |
-61 |
42 |
-23 |
-14 |
-2 |
-18 |
74 |
72 |
|
60 |
35 |
-43 |
-11 |
56 |
11 |
25 |
20 |
-1 |
54 |
39 |
78 |
17 |
75 |
-23 |
RBK24 |
27 |
46 |
34 |
35 |
56 |
-18 |
-38 |
-64 |
-30 |
-55 |
-22 |
-1 |
-34 |
39 |
54 |
1 |
55 |
60 |
88 |
89 |
60 |
|
-40 |
33 |
68 |
-17 |
-42 |
-46 |
-46 |
-60 |
1 |
43 |
45 |
79 |
46 |
5 |
NGK24 |
-92
| -93
| -94
| -78 |
-90
| -53 |
-33 |
25 |
-0 |
66 |
-13 |
-51 |
-36 |
3 |
-76 |
-5 |
-42 |
-70 |
-7 |
-12 |
35 |
-40 |
|
-84 |
-82 |
75 |
76 |
93
| 87 |
77 |
76 |
-28 |
32 |
-66 |
26 |
-53 |
KCK24 |
73 |
74 |
74 |
58 |
70 |
34 |
16 |
-27 |
-4 |
-65 |
-2 |
35 |
32 |
5 |
89 |
22 |
64 |
83 |
12 |
17 |
-43 |
33 |
-84 |
|
83 |
-74 |
-60 |
-76 |
-72 |
-53 |
-75 |
-15 |
-52 |
60 |
-48 |
48 |
CCK24 |
66 |
78 |
72 |
56 |
83 |
7 |
-15 |
-62 |
-23 |
-82 |
-25 |
21 |
1 |
30 |
92
| 5 |
71 |
87 |
49 |
53 |
-11 |
68 |
-82 |
83 |
|
-60 |
-76 |
-80 |
-77 |
-70 |
-59 |
16 |
-19 |
87 |
-17 |
49 |
SBK24 |
-78 |
-74 |
-71 |
-80 |
-59 |
-66 |
-50 |
-10 |
-29 |
23 |
-38 |
-64 |
-55 |
34 |
-63 |
-29 |
-39 |
-65 |
15 |
11 |
56 |
-17 |
75 |
-74 |
-60 |
|
34 |
66 |
68 |
64 |
51 |
0 |
39 |
-39 |
33 |
-7 |
W_K24 |
-61 |
-70 |
-71 |
-41 |
-82 |
-6 |
11 |
55 |
28 |
82 |
26 |
-14 |
-2 |
-31 |
-66 |
11 |
-36 |
-52 |
-29 |
-32 |
11 |
-42 |
76 |
-60 |
-76 |
34 |
|
81 |
74 |
62 |
72 |
-39 |
13 |
-69 |
10 |
-71 |
C_K24 |
-89 |
-92
| -92
| -73 |
-95
| -41 |
-23 |
30 |
5 |
74 |
-4 |
-47 |
-22 |
-4 |
-71 |
8 |
-32 |
-62 |
-13 |
-17 |
25 |
-46 |
93
| -76 |
-80 |
66 |
81 |
|
94
| 84 |
77 |
-41 |
19 |
-71 |
12 |
-47 |
S_K24 |
-82 |
-85 |
-84 |
-68 |
-88 |
-31 |
-13 |
34 |
17 |
72 |
-5 |
-36 |
-12 |
-14 |
-65 |
16 |
-24 |
-56 |
-17 |
-21 |
20 |
-46 |
87 |
-72 |
-77 |
68 |
74 |
94
| |
93
| 76 |
-46 |
7 |
-70 |
0 |
-38 |
SMK24 |
-75 |
-81 |
-77 |
-73 |
-83 |
-30 |
-12 |
33 |
14 |
57 |
-15 |
-38 |
-6 |
-10 |
-53 |
15 |
-21 |
-51 |
-29 |
-32 |
-1 |
-60 |
77 |
-53 |
-70 |
64 |
62 |
84 |
93
| |
49 |
-61 |
-18 |
-71 |
-25 |
-15 |
BOK24 |
-69 |
-64 |
-71 |
-39 |
-67 |
-38 |
-26 |
21 |
17 |
68 |
7 |
-21 |
-28 |
-13 |
-59 |
13 |
-14 |
-41 |
16 |
12 |
54 |
1 |
76 |
-75 |
-59 |
51 |
72 |
77 |
76 |
49 |
|
-9 |
50 |
-40 |
45 |
-69 |
CTK24 |
30 |
38 |
36 |
35 |
49 |
3 |
-5 |
-23 |
-17 |
-24 |
6 |
11 |
-22 |
13 |
-6 |
-36 |
-27 |
-11 |
28 |
27 |
39 |
43 |
-28 |
-15 |
16 |
0 |
-39 |
-41 |
-46 |
-61 |
-9 |
|
62 |
40 |
65 |
8 |
LCM24 |
-33 |
-21 |
-28 |
-16 |
-10 |
-39 |
-42 |
-26 |
-33 |
8 |
-7 |
-34 |
-57 |
33 |
-39 |
-26 |
-27 |
-28 |
49 |
46 |
78 |
45 |
32 |
-52 |
-19 |
39 |
13 |
19 |
7 |
-18 |
50 |
62 |
|
15 |
99
| -37 |
HEM24 |
53 |
70 |
62 |
50 |
80 |
-3 |
-23 |
-68 |
-28 |
-77 |
-26 |
14 |
-16 |
35 |
74 |
-8 |
58 |
75 |
64 |
66 |
17 |
79 |
-66 |
60 |
87 |
-39 |
-69 |
-71 |
-70 |
-71 |
-40 |
40 |
15 |
|
18 |
37 |
FCK24 |
-25 |
-15 |
-21 |
-9 |
-4 |
-30 |
-34 |
-23 |
-30 |
6 |
0 |
-28 |
-52 |
29 |
-38 |
-27 |
-29 |
-25 |
47 |
44 |
75 |
46 |
26 |
-48 |
-17 |
33 |
10 |
12 |
0 |
-25 |
45 |
65 |
99
| 18 |
|
-38 |
JOK24 |
34 |
37 |
42 |
4 |
46 |
-20 |
-28 |
-44 |
-30 |
-65 |
-39 |
-8 |
0 |
32 |
47 |
-14 |
25 |
29 |
7 |
9 |
-23 |
5 |
-53 |
48 |
49 |
-7 |
-71 |
-47 |
-38 |
-15 |
-69 |
8 |
-37 |
37 |
-38 |
|
|