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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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30 Day
Correlations
60 Day
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90 Day
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120 Day
Correlations
180 Day
Correlations
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30 Day
US+European
Correlations
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 90 trading days) - Apr 18, 2024
  YMM24 ESM24 NQM24 USM24 TYM24 SFM24 EUM24 JYM24 CDM24 BPM24 ADM24 DXM24 GCM24 PLN24 SIK24 HGK24 CLM24 ITCOM24 HOK24 ITSK24 PILM24 DFM24 FXM24 SZM24 LQGM24 OBM24 GBM24 EPM24 LFGM24 LELM24 CCN24 LCCN24 SBN24 LSBQ24
YMM24   88 90 -25 -32 -47 -21 -59 -19 17 -39 31 22 -44 2 15 53 52 67 71 72 68 75 74 35 -55 -60 -70 -21 -68 47 20 44 30
ESM24 88   97 -57 -66 -79 -47 -82 -54 -7 -59 59 58 -33 40 49 82 81 78 88 90 89 94 86 58 -76 -83 -90 -43 -89 78 2 24 16
NQM24 90 97   -52 -58 -70 -46 -79 -48 -4 -61 56 43 -44 25 34 72 71 80 86 79 78 85 75 40 -74 -80 -87 -46 -86 65 11 36 27
USM24 -25 -57 -52   97 85 87 88 91 64 84 -92 -56 32 -48 -56 -71 -72 -59 -64 -53 -56 -62 -42 -35 90 87 80 89 80 -75 13 -10 -15
TYM24 -32 -66 -58 97   92 83 90 91 62 80 -90 -67 22 -59 -66 -79 -80 -60 -69 -68 -69 -74 -54 -50 90 90 86 81 85 -84 15 -0 -2
SFM24 -47 -79 -70 85 92   79 91 88 55 78 -89 -76 24 -65 -69 -88 -88 -66 -79 -81 -85 -87 -69 -63 83 87 88 66 88 -93 28 -3 -6
EUM24 -21 -47 -46 87 83 79   82 88 81 92 -98 -44 40 -33 -39 -57 -58 -54 -58 -39 -41 -50 -23 -25 74 70 66 84 67 -66 20 -21 -25
JYM24 -59 -82 -79 88 90 91 82   85 47 87 -91 -62 42 -46 -55 -83 -83 -74 -82 -71 -74 -80 -64 -47 92 92 93 77 93 -85 13 -19 -20
CDM24 -19 -54 -48 91 91 88 88 85   66 88 -93 -60 34 -50 -54 -66 -66 -45 -56 -55 -61 -63 -43 -38 84 83 78 82 78 -76 20 -1 -4
BPM24 17 -7 -4 64 62 55 81 47 66   59 -76 -36 4 -37 -36 -34 -35 -16 -22 -8 -12 -15 13 -26 33 30 24 52 26 -48 43 11 -0
ADM24 -39 -59 -61 84 80 78 92 87 88 59   -93 -34 64 -17 -26 -54 -54 -59 -62 -46 -48 -57 -35 -12 86 83 79 89 80 -61 -1 -35 -34
DXM24 31 59 56 -92 -90 -89 -98 -91 -93 -76 -93   57 -37 45 51 70 72 60 69 53 57 63 39 39 -82 -81 -78 -83 -78 78 -24 15 20
GCM24 22 58 43 -56 -67 -76 -44 -62 -60 -36 -34 57   33 95 93 85 86 41 58 68 76 70 62 83 -45 -52 -56 -24 -56 90 -46 -40 -32
PLN24 -44 -33 -44 32 22 24 40 42 34 4 64 -37 33   52 42 1 2 -35 -27 -10 -9 -19 -9 42 53 48 45 57 44 0 -37 -67 -57
SIK24 2 40 25 -48 -59 -65 -33 -46 -50 -37 -17 45 95 52   95 77 78 31 47 58 63 56 48 81 -30 -36 -38 -13 -40 80 -50 -53 -40
HGK24 15 49 34 -56 -66 -69 -39 -55 -54 -36 -26 51 93 42 95   82 83 38 53 66 70 64 60 83 -40 -46 -47 -21 -48 84 -42 -40 -30
CLM24 53 82 72 -71 -79 -88 -57 -83 -66 -34 -54 70 85 1 77 82   100 77 87 83 87 87 76 77 -70 -75 -78 -45 -78 93 -31 -5 -0
ITCOM24 52 81 71 -72 -80 -88 -58 -83 -66 -35 -54 72 86 2 78 83 100   76 86 82 85 85 75 77 -69 -75 -77 -45 -77 94 -32 -6 -0
HOK24 67 78 80 -59 -60 -66 -54 -74 -45 -16 -59 60 41 -35 31 38 77 76   96 64 62 72 57 33 -70 -70 -73 -52 -72 60 4 41 39
ITSK24 71 88 86 -64 -69 -79 -58 -82 -56 -22 -62 69 58 -27 47 53 87 86 96   79 76 85 69 51 -74 -78 -82 -52 -81 76 -3 27 25
PILM24 72 90 79 -53 -68 -81 -39 -71 -55 -8 -46 53 68 -10 58 66 83 82 64 79   97 98 92 74 -67 -76 -83 -32 -82 83 -2 -1 -7
DFM24 68 89 77 -56 -69 -85 -41 -74 -61 -12 -48 57 76 -9 63 70 87 85 62 76 97   97 92 79 -67 -76 -82 -33 -82 89 -19 -2 -2
FXM24 75 94 85 -62 -74 -87 -50 -80 -63 -15 -57 63 70 -19 56 64 87 85 72 85 98 97   90 71 -74 -83 -89 -43 -89 87 -5 7 3
SZM24 74 86 76 -42 -54 -69 -23 -64 -43 13 -35 39 62 -9 48 60 76 75 57 69 92 92 90   70 -61 -71 -77 -22 -76 75 -3 4 -0
LQGM24 35 58 41 -35 -50 -63 -25 -47 -38 -26 -12 39 83 42 81 83 76 77 33 51 74 79 71 70   -28 -37 -44 1 -45 82 -52 -37 -28
OBM24 -55 -76 -73 90 90 83 74 92 84 33 86 -82 -45 53 -30 -40 -70 -69 -70 -74 -67 -67 -74 -61 -28   98 94 88 94 -70 -10 -29 -28
GBM24 -60 -83 -79 87 90 87 70 92 83 30 83 -81 -52 48 -36 -46 -76 -75 -70 -78 -76 -76 -83 -71 -37 98   97 81 97 -76 -9 -21 -19
EPM24 -70 -90 -86 80 86 88 66 93 78 24 79 -78 -56 45 -38 -47 -78 -77 -73 -82 -83 -82 -89 -77 -44 94 97   72 100 -79 -9 -19 -14
LFGM24 -21 -43 -48 89 81 66 84 77 82 52 89 -83 -24 57 -13 -21 -43 -45 -52 -52 -32 -33 -43 -22 1 88 81 72   73 -46 -10 -32 -35
LELM24 -68 -89 -87 80 85 88 67 93 78 26 80 -78 -56 44 -40 -48 -78 -77 -72 -81 -82 -82 -89 -76 -45 94 97 100 73   -79 -9 -16 -12
CCN24 47 78 69 -75 -84 -93 -66 -85 -76 -48 -61 78 90 0 80 84 94 94 60 76 83 89 87 75 82 -70 -76 -79 -46 -79   -40 -13 -8
LCCN24 20 2 11 13 15 28 20 13 20 43 -1 -24 -46 -37 -50 -42 -31 -32 4 -3 -2 -19 -5 -3 -52 -10 -9 -9 -10 -9 -40   22 -1
SBN24 44 24 36 -10 -0 -3 -21 -19 -1 11 -35 15 -40 -67 -53 -40 -2 -6 41 27 -1 -2 7 4 -37 -29 -21 -19 -32 -16 -13 22   95
LSBQ24 30 16 26 -15 -2 -6 -25 -20 -4 -0 -34 20 -32 -57 -40 -30 3 -0 39 25 -7 -2 3 -0 -28 -28 -19 -14 -35 -12 -8 -1 95  
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