This month we shift our focus to the UK and US markets. Most noticeably, for each of the product types the Global index has a higher correlation with the US index than it does with the UK index. The highest correlation between indexes is that of the US and Global income, which have performed best in all three regions: the US and global indexes are at similar levels, 127.82 and 133.66 respectively, while the UK version has outperformed both and is at 148.15 of its initial level.
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The week on Risk.net, July 7-13, 2018Receive this by email