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MRCI's Inter-Market Correlations
SymbolMarket
PILCAC-40(EURONEXT)
DFDax Index(EUREX)
FXDJ EuroSTOXX 50(EUREX)
SZSwiss Market Index(EUREX)
LQGFT-SE 100(EURONEXT)
OBEuro-Bund(EUREX)
GBEuro-Bobl(EUREX)
EP3-Mth Euribor(EUREX)
LFGLong Gilt(LIFFE)
LFLShort Sterling(LIFFE)
LEL3-Mth Euribor(LIFFE)
LCCLondon Cocoa(LCE)
LSBLondon Sugar(LCE)

Correlation
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120 Day
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180 Day
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30 Day
US+European
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60 Day
US+European
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90 Day
US+European
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120 Day
US+European
Correlations
180 Day
US+European
Correlations

MRCI's Inter-Market Correlations(prev 60 trading days) - Mar 28, 2024
  YMM24 ESM24 NQM24 USM24 TYM24 SFM24 EUM24 JYM24 CDM24 BPM24 ADM24 DXM24 GCM24 PLN24 SIK24 HGK24 CLK24 ITCOM24 HOK24 ITSK24 PILM24 DFM24 FXM24 SZM24 LQGM24 OBM24 GBM24 EPM24 LFGM24 LELM24 CCK24 LCCK24 SBK24 LSBK24
YMM24   95 91 -51 -71 -86 -49 -82 -63 -11 -58 64 57 -39 48 54 82 81 61 79 89 86 92 72 63 -71 -78 -84 -31 -84 85 -9 16 15
ESM24 95   95 -56 -76 -92 -43 -85 -74 1 -60 62 68 -40 59 59 89 88 65 83 94 93 97 81 60 -79 -86 -93 -35 -92 90 -5 10 10
NQM24 91 95   -62 -74 -89 -55 -87 -76 -6 -72 70 50 -56 39 41 80 79 71 84 81 81 88 65 38 -81 -85 -90 -52 -90 77 6 28 26
USM24 -51 -56 -62   92 69 62 81 73 33 72 -74 3 62 -2 -19 -61 -61 -66 -64 -47 -40 -51 -29 -3 89 83 71 85 71 -45 -5 -41 -37
TYM24 -71 -76 -74 92   84 57 87 79 25 69 -72 -25 51 -26 -38 -76 -75 -66 -73 -72 -65 -74 -53 -31 94 93 88 71 88 -68 -6 -19 -14
SFM24 -86 -92 -89 69 84   59 94 88 22 74 -79 -57 53 -48 -48 -88 -87 -65 -80 -84 -84 -88 -70 -52 84 89 92 45 91 -90 13 -18 -23
EUM24 -49 -43 -55 62 57 59   69 61 76 88 -95 18 66 24 13 -37 -37 -66 -62 -23 -16 -32 6 3 50 45 43 67 45 -31 -3 -61 -57
JYM24 -82 -85 -87 81 87 94 69   89 30 86 -87 -33 71 -25 -33 -80 -79 -69 -79 -72 -69 -77 -53 -33 89 90 88 64 89 -77 7 -32 -35
CDM24 -63 -74 -76 73 79 88 61 89   30 83 -79 -35 68 -25 -29 -70 -69 -52 -64 -64 -66 -69 -50 -25 82 84 82 58 83 -71 2 -19 -23
BPM24 -11 1 -6 33 25 22 76 30 30   52 -68 41 37 42 33 3 2 -18 -12 15 17 9 34 5 11 3 -0 34 1 -3 12 -34 -38
ADM24 -58 -60 -72 72 69 74 88 86 83 52   -94 -2 83 10 2 -51 -51 -68 -70 -40 -37 -49 -13 5 73 69 67 75 68 -47 -8 -55 -51
DXM24 64 62 70 -74 -72 -79 -95 -87 -79 -68 -94   3 -73 -5 5 57 55 68 68 42 36 50 15 19 -65 -61 -60 -64 -61 54 -7 52 48
GCM24 57 68 50 3 -25 -57 18 -33 -35 41 -2 3   19 93 77 66 67 18 38 77 83 73 87 76 -28 -41 -52 33 -53 79 -27 -33 -23
PLN24 -39 -40 -56 62 51 53 66 71 68 37 83 -73 19   33 27 -29 -27 -48 -47 -17 -17 -27 10 26 63 58 52 74 52 -24 -6 -47 -46
SIK24 48 59 39 -2 -26 -48 24 -25 -25 42 10 -5 93 33   86 66 67 21 38 73 76 66 86 76 -25 -36 -43 34 -44 73 -33 -36 -26
HGK24 54 59 41 -19 -38 -48 13 -33 -29 33 2 5 77 27 86   71 71 26 42 73 74 66 85 74 -34 -41 -44 18 -44 71 -37 -12 -6
CLK24 82 89 80 -61 -76 -88 -37 -80 -70 3 -51 57 66 -29 66 71   100 71 84 90 88 90 81 62 -77 -81 -81 -31 -81 90 -22 10 16
ITCOM24 81 88 79 -61 -75 -87 -37 -79 -69 2 -51 55 67 -27 67 71 100   72 83 89 87 88 80 67 -75 -80 -79 -24 -79 90 -26 12 12
HOK24 61 65 71 -66 -66 -65 -66 -69 -52 -18 -68 68 18 -48 21 26 71 72   94 55 46 60 33 11 -67 -64 -62 -63 -62 51 0 51 44
ITSK24 79 83 84 -64 -73 -80 -62 -79 -64 -12 -70 68 38 -47 38 42 84 83 94   75 66 79 53 37 -72 -74 -75 -48 -76 70 -1 36 24
PILM24 89 94 81 -47 -72 -84 -23 -72 -64 15 -40 42 77 -17 73 73 90 89 55 75   97 99 92 76 -72 -81 -87 -16 -87 92 -5 -10 -18
DFM24 86 93 81 -40 -65 -84 -16 -69 -66 17 -37 36 83 -17 76 74 88 87 46 66 97   96 93 79 -66 -76 -83 -5 -83 95 -13 -13 -17
FXM24 92 97 88 -51 -74 -88 -32 -77 -69 9 -49 50 73 -27 66 66 90 88 60 79 99 96   87 72 -74 -83 -90 -23 -90 92 -0 -2 -12
SZM24 72 81 66 -29 -53 -70 6 -53 -50 34 -13 15 87 10 86 85 81 80 33 53 92 93 87   81 -54 -65 -71 10 -70 86 -13 -22 -23
LQGM24 63 60 36 -3 -31 -52 3 -33 -25 5 5 19 76 26 76 74 59 67 11 37 76 79 72 81   -27 -39 -47 33 -47 77 -38 -30 -16
OBM24 -71 -79 -81 89 94 84 50 89 82 11 73 -65 -28 63 -25 -34 -77 -75 -67 -72 -72 -66 -74 -54 -27   98 91 72 91 -68 -10 -24 -4
GBM24 -78 -86 -85 83 93 89 45 90 84 3 69 -61 -41 58 -36 -41 -82 -80 -64 -74 -81 -76 -83 -65 -39 98   97 61 97 -76 -12 -14 6
EPM24 -84 -93 -89 71 88 92 43 88 82 -0 67 -60 -52 52 -43 -44 -82 -79 -62 -75 -87 -83 -90 -71 -47 91 97   49 100 -81 -14 -7 13
LFGM24 -31 -35 -54 85 71 45 67 64 58 34 75 -64 33 74 34 18 -36 -24 -63 -48 -16 -5 -23 10 33 72 61 49   47 -11 -36 -54 -30
LELM24 -84 -92 -90 71 88 91 45 89 83 1 68 -61 -53 52 -44 -44 -82 -79 -62 -76 -87 -83 -90 -70 -47 91 97 100 47   -80 -11 -8 10
CCK24 85 90 77 -45 -68 -90 -31 -77 -71 -3 -47 54 79 -24 73 71 89 90 51 70 92 95 92 86 77 -68 -76 -81 -11 -80   -31 -2 9
LCCK24 -9 -5 9 -5 -6 13 -3 7 2 12 -8 -7 -27 -6 -33 -37 -17 -26 0 -1 -5 -13 -0 -13 -38 -10 -12 -14 -36 -11 -31   1 -29
SBK24 16 10 28 -41 -19 -18 -61 -32 -19 -34 -55 52 -33 -47 -36 -12 9 12 51 36 -10 -13 -2 -22 -30 -24 -14 -7 -54 -8 -2 1   94
LSBK24 15 10 24 -37 -14 -23 -57 -35 -23 -38 -51 48 -23 -46 -26 -6 12 12 44 24 -18 -17 -12 -23 -16 -4 6 13 -30 10 9 -29 94  
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