MRCI Logo
MRCI's Inter-Market Correlations

Correlation
Help
30 Day
Correlations
60 Day
Correlations
90 Day
Correlations
120 Day
Correlations
180 Day
Correlations
Note: Use
Next/Prev
30 Day
US+European
Correlations
60 Day
US+European
Correlations
90 Day
US+European
Correlations
120 Day
US+European
Correlations
180 Day
US+European
Correlations

MRCI's Inter-Market Correlations(prev 60 trading days) - Apr 22, 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   68 76 80 55 50 39 13 60 24 48 54 44 -51 -33 -48 -41 -40 -11 -15 11 -5 -4 -70 -13 45 -14 -16 20 -29 47 70 50 -2 48 20
ESM24 68   86 83 90 -4 -22 -53 26 -34 -17 24 19 -4 39 12 31 23 55 52 24 60 -54 -12 52 -15 -68 -46 -13 -61 51 37 1 59 -9 39
NQM24 76 86   85 74 26 12 -15 44 2 14 45 34 -31 -2 -13 -9 -22 18 16 29 25 -21 -44 9 14 -39 -32 -2 -50 45 61 24 21 18 25
QRM24 80 83 85   76 30 16 -14 55 3 22 52 47 -39 2 -11 -5 -14 24 20 20 25 -25 -43 12 13 -46 -31 -1 -50 45 62 22 32 17 15
NKM24 55 90 74 76   -20 -37 -61 13 -50 -33 10 1 10 39 6 33 26 56 54 11 60 -59 -4 55 -34 -76 -68 -40 -75 24 37 1 61 -5 45
USM24 50 -4 26 30 -20   97 77 75 87 85 75 64 -85 -65 -47 -71 -73 -68 -70 -9 -69 60 -77 -71 66 34 48 53 36 18 54 58 -50 62 -15
TYM24 39 -22 12 16 -37 97   86 69 92 89 70 62 -83 -73 -49 -77 -78 -75 -77 -6 -77 70 -76 -81 73 51 57 60 49 15 45 55 -63 61 -29
SFM24 13 -53 -15 -14 -61 77 86   59 94 86 60 51 -78 -86 -50 -84 -80 -88 -89 -9 -89 79 -70 -96 67 65 52 44 48 -9 40 61 -77 71 -40
EUM24 60 26 44 55 13 75 69 59   71 77 97 89 -96 -45 -29 -48 -48 -37 -40 8 -37 38 -75 -52 47 -2 17 35 -1 34 67 61 -13 63 -16
JYM24 24 -34 2 3 -50 87 92 94 71   90 74 66 -88 -77 -41 -78 -77 -79 -80 0 -80 71 -75 -89 72 51 56 55 45 11 47 59 -65 65 -35
CDM24 48 -17 14 22 -33 85 89 86 77 90   76 75 -89 -78 -49 -78 -75 -69 -70 13 -70 60 -80 -81 82 49 44 56 33 26 53 61 -58 67 -26
BPM24 54 24 45 52 10 75 70 60 97 74 76   87 -96 -45 -25 -47 -50 -37 -40 13 -37 37 -74 -54 46 -2 19 36 -1 34 66 60 -17 62 -19
ADM24 44 19 34 47 1 64 62 51 89 66 75 87   -86 -31 0 -30 -31 -22 -24 20 -28 33 -56 -43 49 8 26 46 14 38 41 33 -4 35 -21
DXM24 -51 -4 -31 -39 10 -85 -83 -78 -96 -88 -89 -96 -86   64 38 66 65 58 60 -6 58 -53 82 72 -61 -20 -30 -43 -14 -26 -67 -67 36 -72 24
GCM24 -33 39 -2 2 39 -65 -73 -86 -45 -77 -78 -45 -31 64   76 98 93 87 88 2 82 -60 82 93 -74 -62 -26 -30 -24 6 -60 -70 85 -80 26
PLN24 -48 12 -13 -11 6 -47 -49 -50 -29 -41 -49 -25 0 38 76   82 76 65 67 12 57 -36 67 59 -50 -37 -2 -7 3 4 -60 -67 62 -74 10
SIK24 -41 31 -9 -5 33 -71 -77 -84 -48 -78 -78 -47 -30 66 98 82   95 88 90 9 83 -61 85 90 -74 -59 -25 -29 -21 5 -65 -73 82 -82 22
HGK24 -40 23 -22 -14 26 -73 -78 -80 -48 -77 -75 -50 -31 65 93 76 95   84 85 -1 78 -56 83 88 -72 -52 -22 -26 -14 0 -67 -69 80 -76 18
CLM24 -11 55 18 24 56 -68 -75 -88 -37 -79 -69 -37 -22 58 87 65 88 84   100 36 96 -65 63 90 -53 -59 -36 -24 -41 30 -41 -68 83 -76 19
CBM24 -15 52 16 20 54 -70 -77 -89 -40 -80 -70 -40 -24 60 88 67 90 85 100   35 96 -65 66 91 -54 -58 -35 -24 -39 29 -45 -70 83 -78 19
HOK24 11 24 29 20 11 -9 -6 -9 8 0 13 13 20 -6 2 12 9 -1 36 35   41 -15 -9 5 32 4 9 30 -15 69 5 -9 5 -16 -11
RBK24 -5 60 25 25 60 -69 -77 -89 -37 -80 -70 -37 -28 58 82 57 83 78 96 96 41   -73 57 89 -52 -64 -37 -22 -44 38 -33 -53 75 -65 20
NGK24 -4 -54 -21 -25 -59 60 70 79 38 71 60 37 33 -53 -60 -36 -61 -56 -65 -65 -15 -73   -43 -74 52 71 57 37 53 -19 11 23 -57 37 -48
KCK24 -70 -12 -44 -43 -4 -77 -76 -70 -75 -75 -80 -74 -56 82 82 67 85 83 63 66 -9 57 -43   72 -73 -26 -15 -37 -1 -29 -82 -77 54 -81 11
CCK24 -13 52 9 12 55 -71 -81 -96 -52 -89 -81 -54 -43 72 93 59 90 88 90 91 5 89 -74 72   -67 -65 -40 -33 -36 14 -48 -64 82 -73 36
SBK24 45 -15 14 13 -34 66 73 67 47 72 82 46 49 -61 -74 -50 -74 -72 -53 -54 32 -52 52 -73 -67   63 47 63 32 43 42 36 -62 42 -25
W_K24 -14 -68 -39 -46 -76 34 51 65 -2 51 49 -2 8 -20 -62 -37 -59 -52 -59 -58 4 -64 71 -26 -65 63   59 43 61 -14 -12 5 -68 18 -44
C_K24 -16 -46 -32 -31 -68 48 57 52 17 56 44 19 26 -30 -26 -2 -25 -22 -36 -35 9 -37 57 -15 -40 47 59   83 87 28 -25 2 -45 2 -56
S_K24 20 -13 -2 -1 -40 53 60 44 35 55 56 36 46 -43 -30 -7 -29 -26 -24 -24 30 -22 37 -37 -33 63 43 83   75 63 -7 12 -39 9 -44
SMK24 -29 -61 -50 -50 -75 36 49 48 -1 45 33 -1 14 -14 -24 3 -21 -14 -41 -39 -15 -44 53 -1 -36 32 61 87 75   1 -44 -6 -49 -3 -46
BOK24 47 51 45 45 24 18 15 -9 34 11 26 34 38 -26 6 4 5 0 30 29 69 38 -19 -29 14 43 -14 28 63 1   16 4 11 -7 -10
CTK24 70 37 61 62 37 54 45 40 67 47 53 66 41 -67 -60 -60 -65 -67 -41 -45 5 -33 11 -82 -48 42 -12 -25 -7 -44 16   74 -25 75 13
LCM24 50 1 24 22 1 58 55 61 61 59 61 60 33 -67 -70 -67 -73 -69 -68 -70 -9 -53 23 -77 -64 36 5 2 12 -6 4 74   -54 97 1
HEM24 -2 59 21 32 61 -50 -63 -77 -13 -65 -58 -17 -4 36 85 62 82 80 83 83 5 75 -57 54 82 -62 -68 -45 -39 -49 11 -25 -54   -60 35
FCK24 48 -9 18 17 -5 62 61 71 63 65 67 62 35 -72 -80 -74 -82 -76 -76 -78 -16 -65 37 -81 -73 42 18 2 9 -3 -7 75 97 -60   -3
JOK24 20 39 25 15 45 -15 -29 -40 -16 -35 -26 -19 -21 24 26 10 22 18 19 19 -11 20 -48 11 36 -25 -44 -56 -44 -46 -10 13 1 35 -3  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.