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 |
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| MRCI's Inter-Market Correlations(prev 180 trading days) - Aug 17, 2009 |
| |
SPU |
NDU |
USU |
TYU |
EDZ |
SFU |
EUU |
BPU |
JYU |
CDU |
DXU |
GCZ |
PLV |
SIU |
HGU |
CLU |
HOU |
RBU |
NGU |
KCU |
CCU |
SBV |
W_U |
C_U |
S_U |
SMU |
BOU |
CTV |
LCV |
LHV |
FCU |
LBU |
JOU |
| DJU |
97
| 74 |
-27 |
-41 |
46 |
63 |
73 |
75 |
19 |
77 |
-78 |
-9 |
78 |
8 |
53 |
70 |
83 |
63 |
0 |
52 |
51 |
58 |
-4 |
-20 |
64 |
61 |
50 |
68 |
32 |
-52 |
16 |
48 |
72 |
| SPU |
|
86 |
-44 |
-54 |
61 |
70 |
80 |
84 |
3 |
87 |
-86 |
9 |
78 |
27 |
69 |
79 |
84 |
75 |
-21 |
57 |
57 |
71 |
-9 |
-23 |
73 |
71 |
60 |
79 |
37 |
-65 |
32 |
41 |
74 |
| NDU |
|
|
-75 |
-75 |
83 |
71 |
81 |
90 |
-33 |
93
| -89 |
45 |
78 |
61 |
93
| 86 |
72 |
91
| -65 |
56 |
62 |
90
| -32 |
-38 |
72 |
75 |
63 |
84 |
38 |
-87 |
57 |
17 |
66 |
| USU |
|
|
|
95
| -64 |
-36 |
-43 |
-70 |
55 |
-72 |
56 |
-68 |
-61 |
-81 |
-83 |
-73 |
-48 |
-83 |
76 |
-53 |
-39 |
-76 |
25 |
27 |
-56 |
-62 |
-53 |
-66 |
-16 |
75 |
-50 |
4 |
-37 |
| TYU |
|
|
|
|
-57 |
-42 |
-47 |
-77 |
41 |
-75 |
60 |
-56 |
-62 |
-71 |
-78 |
-79 |
-62 |
-84 |
59 |
-53 |
-42 |
-73 |
20 |
28 |
-60 |
-67 |
-49 |
-64 |
-14 |
76 |
-34 |
-18 |
-35 |
| EDZ |
|
|
|
|
|
76 |
75 |
74 |
-22 |
80 |
-81 |
57 |
56 |
64 |
81 |
67 |
45 |
76 |
-73 |
46 |
58 |
86 |
-25 |
-34 |
67 |
73 |
54 |
80 |
57 |
-79 |
75 |
-4 |
51 |
| SFU |
|
|
|
|
|
|
94
| 75 |
1 |
81 |
-91
| 38 |
69 |
44 |
57 |
68 |
60 |
67 |
-32 |
41 |
58 |
65 |
8 |
-9 |
70 |
74 |
49 |
67 |
55 |
-59 |
47 |
34 |
46 |
| EUU |
|
|
|
|
|
|
|
85 |
-7 |
87 |
-98
| 35 |
72 |
44 |
68 |
78 |
71 |
76 |
-36 |
45 |
60 |
73 |
-6 |
-16 |
68 |
73 |
49 |
69 |
46 |
-66 |
44 |
37 |
55 |
| BPU |
|
|
|
|
|
|
|
|
-19 |
92
| -92
| 35 |
73 |
51 |
83 |
91
| 83 |
90
| -45 |
49 |
51 |
83 |
-24 |
-37 |
69 |
75 |
52 |
75 |
36 |
-80 |
42 |
41 |
58 |
| JYU |
|
|
|
|
|
|
|
|
|
-19 |
9 |
-43 |
-16 |
-53 |
-55 |
-33 |
-4 |
-42 |
62 |
-11 |
8 |
-33 |
28 |
0 |
-13 |
-11 |
-34 |
-11 |
12 |
31 |
-32 |
11 |
-3 |
| CDU |
|
|
|
|
|
|
|
|
|
|
-94
| 46 |
74 |
61 |
84 |
87 |
77 |
90
| -50 |
67 |
63 |
86 |
-11 |
-25 |
78 |
81 |
64 |
85 |
41 |
-80 |
50 |
25 |
69 |
| DXU |
|
|
|
|
|
|
|
|
|
|
|
-39 |
-71 |
-50 |
-77 |
-85 |
-76 |
-84 |
44 |
-53 |
-62 |
-81 |
12 |
25 |
-74 |
-79 |
-54 |
-78 |
-46 |
75 |
-49 |
-33 |
-62 |
| GCZ |
|
|
|
|
|
|
|
|
|
|
|
|
16 |
93
| 52 |
34 |
4 |
49 |
-72 |
39 |
48 |
57 |
-11 |
-10 |
33 |
40 |
28 |
38 |
20 |
-57 |
50 |
-36 |
4 |
| PLV |
|
|
|
|
|
|
|
|
|
|
|
|
|
52 |
81 |
81 |
84 |
81 |
-43 |
62 |
65 |
62 |
1 |
-3 |
76 |
71 |
68 |
59 |
23 |
-64 |
13 |
64 |
54 |
| SIU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68 |
55 |
26 |
69 |
-76 |
58 |
46 |
68 |
-8 |
-3 |
53 |
58 |
52 |
52 |
14 |
-66 |
49 |
-19 |
20 |
| HGU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
84 |
63 |
92
| -77 |
51 |
51 |
92
| -44 |
-42 |
63 |
66 |
59 |
74 |
31 |
-87 |
60 |
7 |
60 |
| CLU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
91
| 97
| -44 |
60 |
47 |
78 |
-12 |
-17 |
77 |
80 |
65 |
70 |
29 |
-74 |
37 |
46 |
51 |
| HOU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
82 |
-9 |
55 |
43 |
61 |
-4 |
-14 |
69 |
69 |
54 |
57 |
22 |
-59 |
10 |
65 |
52 |
| RBU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-61 |
63 |
51 |
87 |
-21 |
-24 |
76 |
80 |
66 |
74 |
29 |
-84 |
47 |
29 |
54 |
| NGU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-28 |
-39 |
-71 |
47 |
37 |
-35 |
-42 |
-35 |
-51 |
-19 |
71 |
-66 |
39 |
-26 |
| KCU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46 |
53 |
31 |
24 |
76 |
71 |
75 |
65 |
12 |
-44 |
23 |
9 |
59 |
| CCU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57 |
-10 |
-24 |
47 |
49 |
27 |
53 |
43 |
-60 |
38 |
-4 |
37 |
| SBV |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-45 |
-51 |
62 |
67 |
49 |
76 |
38 |
-94
| 58 |
-2 |
62 |
| WU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
88 |
29 |
21 |
34 |
-1 |
3 |
52 |
-18 |
27 |
-14 |
| CU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
21 |
11 |
35 |
-17 |
-19 |
55 |
-26 |
22 |
-27 |
| SU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
97
| 88 |
81 |
40 |
-56 |
43 |
37 |
49 |
| SMU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
78 |
81 |
39 |
-64 |
45 |
35 |
44 |
| BOU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
74 |
28 |
-38 |
42 |
26 |
52 |
| CTV |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
47 |
-66 |
61 |
8 |
73 |
| LCV |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-23 |
78 |
3 |
27 |
| LHV |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-43 |
-2 |
-46 |
| FCU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-25 |
36 |
| LBU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
4 |
|
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