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| MRCI's
Inter-Market Correlations(prev 180 trading days) - Aug 5, 2011 |
| |
SPU11 |
NDU11 |
MDU11 |
USU11 |
TYU11 |
EDZ11 |
SFU11 |
EUU11 |
JYU11 |
CDU11 |
BPU11 |
ADU11 |
DXU11 |
GCV11 |
PLV11 |
SIU11 |
HGU11 |
CLU11 |
HOU11 |
RBU11 |
NGU11 |
KCU11 |
CCU11 |
SBV11 |
W_U11 |
C_U11 |
S_U11 |
SMU11 |
BOU11 |
CTV11 |
LCV11 |
LHV11 |
FCV11 |
LBU11 |
JOU11 |
| DJU11 |
96 |
89 |
97 |
30 |
17 |
71 |
61 |
78 |
38 |
89 |
73 |
81 |
-80 |
58 |
56 |
72 |
41 |
68 |
82 |
87 |
-9 |
80 |
30 |
35 |
-6 |
80 |
71 |
60 |
55 |
48 |
64 |
74 |
78 |
-39 |
40 |
| SPU11 |
|
93 |
98 |
-3 |
-6 |
55 |
43 |
65 |
22 |
80 |
64 |
66 |
-66 |
38 |
65 |
62 |
54 |
74 |
77 |
80 |
-7 |
82 |
43 |
33 |
14 |
72 |
75 |
67 |
67 |
58 |
68 |
70 |
72 |
-17 |
27 |
| NDU11 |
|
|
87 |
-3 |
-5 |
42 |
39 |
52 |
28 |
76 |
57 |
60 |
-55 |
36 |
67 |
54 |
60 |
60 |
64 |
69 |
-14 |
66 |
44 |
43 |
16 |
60 |
71 |
64 |
61 |
38 |
61 |
65 |
66 |
-13 |
33 |
| MDU11 |
|
|
|
8 |
1 |
62 |
47 |
71 |
22 |
83 |
65 |
71 |
-71 |
45 |
55 |
69 |
44 |
77 |
81 |
84 |
-7 |
83 |
34 |
27 |
4 |
74 |
70 |
60 |
61 |
59 |
68 |
71 |
75 |
-25 |
25 |
| USU11 |
|
|
|
|
98 |
77 |
95 |
59 |
81 |
52 |
41 |
79 |
-68 |
90 |
-35 |
46 |
-48 |
-23 |
33 |
42 |
-8 |
-7 |
-54 |
26 |
-78 |
52 |
-6 |
-27 |
-53 |
-42 |
-22 |
23 |
35 |
-87 |
75 |
| TYU11 |
|
|
|
|
|
64 |
79 |
46 |
76 |
36 |
31 |
61 |
-53 |
79 |
-27 |
32 |
-35 |
-27 |
17 |
26 |
-5 |
-12 |
-50 |
30 |
-81 |
31 |
-5 |
-15 |
-39 |
-44 |
-19 |
14 |
25 |
-84 |
73 |
| EDZ11 |
|
|
|
|
|
|
81 |
90 |
61 |
77 |
79 |
86 |
-91 |
79 |
22 |
73 |
-8 |
45 |
74 |
78 |
-2 |
62 |
-9 |
16 |
-43 |
77 |
40 |
30 |
13 |
30 |
32 |
55 |
61 |
-74 |
48 |
| SFU11 |
|
|
|
|
|
|
|
78 |
84 |
77 |
62 |
91 |
-85 |
94 |
15 |
69 |
13 |
21 |
64 |
70 |
-13 |
38 |
-17 |
52 |
-61 |
72 |
44 |
30 |
10 |
-3 |
27 |
59 |
65 |
-79 |
79 |
| EUU11 |
|
|
|
|
|
|
|
|
51 |
85 |
88 |
88 |
-99 |
75 |
34 |
85 |
10 |
63 |
86 |
88 |
0 |
72 |
2 |
20 |
-33 |
83 |
51 |
41 |
26 |
44 |
50 |
69 |
71 |
-64 |
35 |
| JYU11 |
|
|
|
|
|
|
|
|
|
54 |
43 |
67 |
-62 |
75 |
10 |
42 |
13 |
-3 |
38 |
43 |
-8 |
16 |
-7 |
53 |
-57 |
43 |
29 |
25 |
-6 |
-25 |
7 |
38 |
43 |
-58 |
77 |
| CDU11 |
|
|
|
|
|
|
|
|
|
|
78 |
89 |
-89 |
77 |
46 |
88 |
39 |
69 |
90 |
95 |
-13 |
73 |
16 |
46 |
-27 |
81 |
65 |
53 |
42 |
35 |
64 |
83 |
85 |
-51 |
50 |
| BPU11 |
|
|
|
|
|
|
|
|
|
|
|
73 |
-89 |
61 |
54 |
77 |
19 |
65 |
82 |
82 |
-6 |
73 |
20 |
13 |
-5 |
83 |
55 |
50 |
35 |
54 |
50 |
67 |
58 |
-50 |
24 |
| ADU11 |
|
|
|
|
|
|
|
|
|
|
|
|
-91 |
91 |
32 |
81 |
16 |
45 |
75 |
83 |
-4 |
57 |
-12 |
39 |
-44 |
82 |
54 |
38 |
28 |
16 |
37 |
64 |
71 |
-77 |
65 |
| DXU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
-80 |
-36 |
-85 |
-16 |
-58 |
-86 |
-89 |
5 |
-70 |
-5 |
-31 |
37 |
-85 |
-55 |
-45 |
-27 |
-38 |
-51 |
-73 |
-74 |
66 |
-47 |
| GCV11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
11 |
77 |
0 |
24 |
62 |
70 |
-12 |
34 |
-26 |
39 |
-61 |
68 |
34 |
18 |
4 |
-8 |
18 |
52 |
57 |
-84 |
72 |
| PLV11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34 |
62 |
59 |
52 |
49 |
17 |
60 |
50 |
26 |
56 |
61 |
81 |
81 |
83 |
55 |
43 |
47 |
29 |
8 |
8 |
| SIU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22 |
75 |
88 |
92 |
-6 |
72 |
5 |
21 |
-23 |
77 |
50 |
39 |
33 |
40 |
56 |
74 |
71 |
-50 |
28 |
| HGU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
42 |
43 |
38 |
-16 |
40 |
59 |
66 |
32 |
31 |
71 |
71 |
70 |
34 |
61 |
59 |
48 |
34 |
21 |
| CLU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
85 |
82 |
8 |
88 |
39 |
2 |
29 |
65 |
63 |
60 |
64 |
78 |
69 |
66 |
58 |
2 |
-17 |
| HOU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
98 |
-11 |
86 |
29 |
33 |
-9 |
85 |
71 |
63 |
53 |
64 |
73 |
86 |
81 |
-34 |
26 |
| RBU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-11 |
84 |
23 |
34 |
-17 |
86 |
67 |
57 |
48 |
54 |
69 |
84 |
83 |
-43 |
33 |
| NGU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-6 |
-28 |
-26 |
19 |
1 |
10 |
14 |
15 |
-6 |
-34 |
-29 |
-33 |
4 |
-11 |
| KCU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
46 |
7 |
19 |
75 |
65 |
61 |
60 |
80 |
73 |
71 |
67 |
-13 |
1 |
| CCU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
25 |
41 |
8 |
33 |
39 |
40 |
48 |
54 |
33 |
28 |
50 |
-14 |
| SBV11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-32 |
28 |
50 |
44 |
28 |
-17 |
42 |
56 |
59 |
-11 |
70 |
| WU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-1 |
30 |
39 |
59 |
48 |
8 |
-11 |
-35 |
60 |
-59 |
| CU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79 |
68 |
60 |
54 |
50 |
73 |
62 |
-55 |
41 |
| SU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
96 |
90 |
53 |
59 |
71 |
57 |
-9 |
33 |
| SMU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
84 |
55 |
57 |
66 |
47 |
8 |
18 |
| BOU11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
61 |
51 |
50 |
35 |
16 |
5 |
| CTV11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
62 |
50 |
37 |
18 |
-36 |
| LCV11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
87 |
87 |
10 |
2 |
| LHV11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
91 |
-21 |
32 |
| FCV11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-30 |
42 |
| LBU11 |
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
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|
|
|
|
|
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|
|
-63 |
|
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