COPPER 0.00% $2.71 copper futures

lme spot price correlations to asx miners

  1. 3,424 Posts.
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    intFX runs daily statistical correlations between LME spot prices and ASX listed miners. For those that are interested here is the CSV output from Jan 1 2007 to now.

    See here for detailed graphs:
    http://www.intfx.com/wiki/LME_Spot_Price_Correlations

    {ticker, metal, today's date, correlation, number of days}

    "ZNC","Zinc","2008-03-04","0.87","195"
    "UCL","Zinc","2008-03-04","0.87","294"
    "PEM","Zinc","2008-03-04","0.84","294"
    "CUO","Lead","2008-03-04","0.82","294"
    "MRE","Nickel","2008-03-04","0.8","294"
    "GME","Zinc","2008-03-04","0.79","294"
    "OXR","Lead","2008-03-04","0.79","294"
    "TRO","Zinc","2008-03-04","0.78","294"
    "LAF","Nickel","2008-03-04","0.78","294"
    "EQN","Lead","2008-03-04","0.77","294"
    "AIM","Zinc","2008-03-04","0.77","294"
    "FCN","Zinc","2008-03-04","0.77","294"
    "LAF","Zinc","2008-03-04","0.77","294"
    "PNA","Lead","2008-03-04","0.77","294"
    "UCL","Nickel","2008-03-04","0.77","294"
    "ZNC","Nickel","2008-03-04","0.76","195"
    "ZFX","Zinc","2008-03-04","0.75","294"
    "RBM","Nickel","2008-03-04","0.75","294"
    "ABY","Lead","2008-03-04","0.74","294"
    "FXR","Zinc","2008-03-04","0.73","294"
    "SVM","Zinc","2008-03-04","0.7","282"
    "ALB","Copper","2008-03-04","0.7","294"
    "MRX","Lead","2008-03-04","0.69","294"
    "GME","Nickel","2008-03-04","0.69","294"
    "RBM","Zinc","2008-03-04","0.68","294"
    "AVM","Copper","2008-03-04","0.66","294"
    "CSM","Lead","2008-03-04","0.64","270"
    "TZN","Lead","2008-03-04","0.64","294"
    "SRL","Lead","2008-03-04","0.62","294"
    "TMR","Lead","2008-03-04","0.62","294"
    "MLM","Zinc","2008-03-04","0.61","294"
    "CBH","Zinc","2008-03-04","0.6","294"
    "OXR","Copper","2008-03-04","0.6","294"
    "MRE","Zinc","2008-03-04","0.6","294"
    "MBN","Copper","2008-03-04","0.59","294"
    "FXR","Nickel","2008-03-04","0.59","294"
    "URL","Zinc","2008-03-04","0.59","294"
    "TGS","Zinc","2008-03-04","0.58","294"
    "WSA","Copper","2008-03-04","0.58","294"
    "ABY","Copper","2008-03-04","0.57","294"
    "URL","Nickel","2008-03-04","0.56","294"
    "HRR","Nickel","2008-03-04","0.56","294"
    "AVM","Lead","2008-03-04","0.56","294"
    "CUO","Copper","2008-03-04","0.53","294"
    "IRN","Lead","2008-03-04","0.53","294"
    "AUZ","Zinc","2008-03-04","0.53","294"
    "IGO","Copper","2008-03-04","0.53","294"
    "ALB","Lead","2008-03-04","0.52","294"
    "MCR","Copper","2008-03-04","0.52","294"
    "MCR","Lead","2008-03-04","0.51","294"
    "FCN","Nickel","2008-03-04","0.51","294"
    "POS","Nickel","2008-03-04","0.5","155"
    "EQN","Copper","2008-03-04","0.49","294"
    "PNA","Copper","2008-03-04","0.49","294"
    "IRN","Copper","2008-03-04","0.49","294"
    "SMY","Copper","2008-03-04","0.49","294"
    "PEM","Nickel","2008-03-04","0.48","294"
    "SEG","Nickel","2008-03-04","0.48","294"
    "OVR","Copper","2008-03-04","0.48","294"
    "TRO","Nickel","2008-03-04","0.47","294"
    "CDU","Zinc","2008-03-04","0.47","294"
    "PMH","Nickel","2008-03-04","0.46","294"
    "SVM","Nickel","2008-03-04","0.46","282"
    "TMR","Copper","2008-03-04","0.45","294"
    "JML","Lead","2008-03-04","0.44","294"
    "SMY","Lead","2008-03-04","0.44","294"
    "KZL","Zinc","2008-03-04","0.43","294"
    "IGO","Lead","2008-03-04","0.43","294"
    "AIM","Nickel","2008-03-04","0.42","294"
    "MRX","Copper","2008-03-04","0.42","294"
    "EXS","Lead","2008-03-04","0.41","294"
    "WSA","Lead","2008-03-04","0.4","294"
    "TNG","Lead","2008-03-04","0.4","294"
    "SEG","Zinc","2008-03-04","0.4","294"
    "POS","Zinc","2008-03-04","0.4","155"
    "MBN","Lead","2008-03-04","0.39","294"
    "ZFX","Nickel","2008-03-04","0.39","294"
    "TZN","Copper","2008-03-04","0.38","294"
    "AGM","Copper","2008-03-04","0.38","294"
    "SRL","Copper","2008-03-04","0.38","294"
    "MLM","Nickel","2008-03-04","0.38","294"
    "AUZ","Copper","2008-03-04","0.37","294"
    "JML","Copper","2008-03-04","0.37","294"
    "POS","Lead","2008-03-04","0.37","155"
    "TNG","Copper","2008-03-04","0.35","294"
    "OVR","Lead","2008-03-04","0.34","294"
    "CBH","Nickel","2008-03-04","0.33","294"
    "AUZ","Nickel","2008-03-04","0.33","294"
    "PMH","Zinc","2008-03-04","0.32","294"
    "TNG","Zinc","2008-03-04","0.31","294"
    "CDU","Nickel","2008-03-04","0.31","294"
    "BSM","Zinc","2008-03-04","0.3","294"
    "BSM","Lead","2008-03-04","0.3","294"
    "TGS","Copper","2008-03-04","0.29","294"
    "TTR","Zinc","2008-03-04","0.28","294"
    "HER","Lead","2008-03-04","0.27","294"
    "EXS","Copper","2008-03-04","0.25","294"
    "MRE","Copper","2008-03-04","0.24","294"
    "JBM","Lead","2008-03-04","0.23","294"
    "TTR","Nickel","2008-03-04","0.22","294"
    "HRR","Zinc","2008-03-04","0.22","294"
    "BSM","Copper","2008-03-04","0.21","294"
    "GME","Copper","2008-03-04","0.21","294"
    "JML","Zinc","2008-03-04","0.2","294"
    "TGS","Nickel","2008-03-04","0.2","294"
    "KZL","Nickel","2008-03-04","0.19","294"
    "ZNC","Copper","2008-03-04","0.17","195"
    "HER","Copper","2008-03-04","0.16","294"
    "BSM","Nickel","2008-03-04","0.16","294"
    "AGM","Nickel","2008-03-04","0.14","294"
    "CSM","Copper","2008-03-04","0.14","270"
    "KZL","Copper","2008-03-04","0.14","294"
    "AUZ","Lead","2008-03-04","0.11","294"
    "FCN","Copper","2008-03-04","0.1","294"
    "IRN","Zinc","2008-03-04","0.09","294"
    "ZFX","Copper","2008-03-04","0.09","294"
    "ABY","Zinc","2008-03-04","0.08","294"
    "KZL","Lead","2008-03-04","0.07","294"
    "OVR","Zinc","2008-03-04","0.07","294"
    "OVR","Nickel","2008-03-04","0.06","294"
    "TMR","Zinc","2008-03-04","0.05","294"
    "JBM","Copper","2008-03-04","0.05","294"
    "TGS","Lead","2008-03-04","0.04","294"
    "JML","Nickel","2008-03-04","0.03","294"
    "AIM","Copper","2008-03-04","0.02","294"
    "SVM","Copper","2008-03-04","0.01","282"
    "EXS","Zinc","2008-03-04","-0.01","294"
    "MRX","Zinc","2008-03-04","-0.01","294"
    "MCR","Nickel","2008-03-04","-0.02","294"
    "AVM","Nickel","2008-03-04","-0.03","294"
    "MBN","Nickel","2008-03-04","-0.03","294"
    "ZFX","Lead","2008-03-04","-0.03","294"
    "AGM","Lead","2008-03-04","-0.04","294"
    "HRR","Copper","2008-03-04","-0.04","294"
    "POS","Copper","2008-03-04","-0.04","155"
    "EXS","Nickel","2008-03-04","-0.07","294"
    "MCR","Zinc","2008-03-04","-0.1","294"
    "MLM","Copper","2008-03-04","-0.1","294"
    "TNG","Nickel","2008-03-04","-0.11","294"
    "AIM","Lead","2008-03-04","-0.13","294"
    "AVM","Zinc","2008-03-04","-0.13","294"
    "ALB","Nickel","2008-03-04","-0.16","294"
    "RBM","Copper","2008-03-04","-0.16","294"
    "FCN","Lead","2008-03-04","-0.18","294"
    "ZNC","Lead","2008-03-04","-0.19","195"
    "PEM","Copper","2008-03-04","-0.19","294"
    "SVM","Lead","2008-03-04","-0.19","282"
    "IRN","Nickel","2008-03-04","-0.21","294"
    "IGO","Nickel","2008-03-04","-0.21","294"
    "AGM","Zinc","2008-03-04","-0.22","294"
    "MLM","Lead","2008-03-04","-0.23","294"
    "WSA","Zinc","2008-03-04","-0.24","294"
    "TRO","Copper","2008-03-04","-0.24","294"
    "TMR","Nickel","2008-03-04","-0.24","294"
    "GME","Lead","2008-03-04","-0.25","294"
    "PMH","Lead","2008-03-04","-0.26","294"
    "ABY","Nickel","2008-03-04","-0.27","294"
    "MBN","Zinc","2008-03-04","-0.28","294"
    "OXR","Zinc","2008-03-04","-0.3","294"
    "HRR","Lead","2008-03-04","-0.31","294"
    "JBM","Nickel","2008-03-04","-0.31","294"
    "CUO","Zinc","2008-03-04","-0.31","294"
    "PEM","Lead","2008-03-04","-0.31","294"
    "TRO","Lead","2008-03-04","-0.32","294"
    "CBH","Lead","2008-03-04","-0.34","294"
    "MRE","Lead","2008-03-04","-0.34","294"
    "ALB","Zinc","2008-03-04","-0.35","294"
    "PMH","Copper","2008-03-04","-0.35","294"
    "CDU","Copper","2008-03-04","-0.36","294"
    "SMY","Zinc","2008-03-04","-0.37","294"
    "CBH","Copper","2008-03-04","-0.37","294"
    "MRX","Nickel","2008-03-04","-0.38","294"
    "CDU","Lead","2008-03-04","-0.42","294"
    "OXR","Nickel","2008-03-04","-0.46","294"
    "LAF","Copper","2008-03-04","-0.47","294"
    "RBM","Lead","2008-03-04","-0.47","294"
    "FXR","Copper","2008-03-04","-0.48","294"
    "IGO","Zinc","2008-03-04","-0.48","294"
    "TTR","Lead","2008-03-04","-0.49","294"
    "TZN","Zinc","2008-03-04","-0.49","294"
    "TTR","Copper","2008-03-04","-0.52","294"
    "CUO","Nickel","2008-03-04","-0.53","294"
    "UCL","Lead","2008-03-04","-0.54","294"
    "HER","Nickel","2008-03-04","-0.55","294"
    "TZN","Nickel","2008-03-04","-0.56","294"
    "SRL","Nickel","2008-03-04","-0.61","294"
    "PNA","Nickel","2008-03-04","-0.66","294"
    "FXR","Lead","2008-03-04","-0.66","294"
    "URL","Copper","2008-03-04","-0.67","294"
    "JBM","Zinc","2008-03-04","-0.69","294"
    "SEG","Lead","2008-03-04","-0.69","294"
    "EQN","Nickel","2008-03-04","-0.7","294"
    "HER","Zinc","2008-03-04","-0.7","294"
    "URL","Lead","2008-03-04","-0.71","294"
    "SEG","Copper","2008-03-04","-0.71","294"
    "EQN","Zinc","2008-03-04","-0.74","294"
    "PNA","Zinc","2008-03-04","-0.75","294"
    "LAF","Lead","2008-03-04","-0.77","294"
    "CSM","Nickel","2008-03-04","-0.78","270"
    "SRL","Zinc","2008-03-04","-0.78","294"
    "CSM","Zinc","2008-03-04","-0.87","270"
 
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