MRCI Logo
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
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 30 trading days) - Apr 25, 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   91 81 90 90 60 77 70 85 72 64 -76 -82 -58 -87 -87 -43 -50 34 30 87 75 81 88 -24 66 69 66 88 68 -64 14 88 83
ESM24 91   97 86 85 50 73 69 76 74 70 -73 -67 -27 -70 -87 -14 -22 57 57 70 77 78 80 -22 73 77 69 86 72 -61 -3 90 92
NQM24 81 97   81 80 50 67 69 66 72 65 -69 -63 -13 -63 -88 -13 -20 60 62 57 65 66 73 -30 74 78 63 82 68 -63 -2 85 85
USM24 90 86 81   99 74 83 86 84 81 68 -85 -84 -38 -84 -93 -47 -54 46 43 79 65 70 90 -43 84 84 75 97 78 -77 18 91 81
TYM24 90 85 80 99   75 84 86 86 82 69 -86 -85 -42 -85 -92 -47 -55 47 44 81 66 71 90 -44 82 83 77 96 79 -78 19 91 80
SFM24 60 50 50 74 75   87 92 79 89 68 -91 -82 -28 -72 -69 -63 -68 47 34 59 12 25 71 -79 42 42 33 65 36 -95 66 63 42
EUM24 77 73 67 83 84 87   89 95 97 92 -99 -79 -31 -72 -71 -41 -48 58 46 74 48 58 86 -55 55 57 55 78 56 -88 40 79 70
JYM24 70 69 69 86 86 92 89   84 91 75 -94 -81 -17 -73 -82 -47 -54 62 53 63 33 42 82 -70 61 62 54 78 58 -93 45 83 64
CDM24 85 76 66 84 86 79 95 84   90 87 -94 -80 -45 -78 -72 -39 -47 51 39 82 60 69 92 -41 56 58 61 78 60 -79 35 85 74
BPM24 72 74 72 81 82 89 97 91 90   89 -98 -78 -22 -69 -74 -37 -44 64 54 69 43 52 82 -64 55 57 51 74 52 -91 43 78 69
ADM24 64 70 65 68 69 68 92 75 87 89   -89 -56 -9 -48 -52 -14 -19 62 52 60 52 58 80 -33 51 53 55 67 53 -71 23 71 69
DXM24 -76 -73 -69 -85 -86 -91 -99 -94 -94 -98 -89   82 28 74 76 45 52 -60 -48 -73 -44 -54 -86 62 -56 -58 -54 -79 -56 92 -45 -81 -69
GCM24 -82 -67 -63 -84 -85 -82 -79 -81 -80 -78 -56 82   63 97 85 71 76 -31 -18 -86 -45 -57 -86 51 -54 -55 -45 -76 -46 83 -47 -75 -59
PLN24 -58 -27 -13 -38 -42 -28 -31 -17 -45 -22 -9 28 63   71 37 56 58 23 31 -70 -39 -48 -47 3 -13 -15 -23 -31 -16 22 -22 -31 -20
SIK24 -87 -70 -63 -84 -85 -72 -72 -73 -78 -69 -48 74 97 71   86 70 76 -19 -9 -86 -52 -62 -85 41 -58 -59 -52 -77 -51 72 -38 -75 -60
HGK24 -87 -87 -88 -93 -92 -69 -71 -82 -72 -74 -52 76 85 37 86   46 53 -47 -45 -71 -57 -61 -82 51 -77 -80 -66 -89 -70 77 -20 -88 -76
CLM24 -43 -14 -13 -47 -47 -63 -41 -47 -39 -37 -14 45 71 56 70 46   99 32 40 -45 5 -6 -46 50 -25 -21 -9 -41 -9 53 -58 -22 -1
ITCOM24 -50 -22 -20 -54 -55 -68 -48 -54 -47 -44 -19 52 76 58 76 53 99   24 33 -51 -1 -13 -52 53 -30 -26 -14 -48 -16 59 -58 -31 -9
HOK24 34 57 60 46 47 47 58 62 51 64 62 -60 -31 23 -19 -47 32 24   95 27 33 34 36 -35 29 36 39 41 45 -59 3 63 66
ITSK24 30 57 62 43 44 34 46 53 39 54 52 -48 -18 31 -9 -45 40 33 95   15 32 29 24 -29 33 40 42 39 50 -47 -12 59 64
PILM24 87 70 57 79 81 59 74 63 82 69 60 -73 -86 -70 -86 -71 -45 -51 27 15   74 84 87 -17 41 43 49 75 53 -61 26 80 72
DFM24 75 77 63 65 66 12 48 33 60 43 52 -44 -45 -39 -52 -57 13 -1 33 32 74   98 68 30 54 57 69 71 78 -22 -39 77 87
FXM24 81 78 63 70 71 25 58 42 69 52 58 -54 -57 -48 -62 -61 4 -13 34 29 84 98   76 20 50 53 66 73 74 -34 -22 81 86
SZM24 88 80 72 90 90 71 86 82 92 82 80 -86 -86 -47 -85 -82 -46 -52 36 24 87 68 76   -22 67 68 66 85 66 -76 23 90 79
LQGM24 -24 -22 -23 -43 -44 -79 -55 -70 -41 -64 -33 62 51 3 41 51 51 53 -35 -29 -17 30 20 -22   -6 -7 3 -31 -7 77 -68 -35 -14
OBM24 66 73 72 84 82 42 55 61 56 55 51 -56 -54 -13 -58 -77 -34 -30 29 33 41 54 50 67 -6   99 83 90 84 -48 -19 74 72
GBM24 69 77 75 84 83 42 57 62 58 57 53 -58 -55 -15 -59 -80 -31 -26 36 40 43 57 53 68 -7 99   87 90 89 -51 -20 77 76
EPM24 66 69 62 75 77 33 55 54 61 51 55 -54 -45 -23 -52 -66 -16 -14 39 42 49 69 66 66 3 83 87   78 100 -41 -29 77 77
LFGM24 88 86 81 97 96 65 78 78 78 74 67 -79 -76 -31 -77 -89 -42 -48 41 39 75 71 73 85 -31 90 90 78   81 -68 5 91 85
LELM24 68 72 65 78 79 36 56 58 60 52 53 -56 -46 -16 -51 -70 -7 -16 45 50 53 78 74 66 -7 84 89 100 81   -45 -29 79 80
CCN24 -64 -61 -61 -77 -78 -95 -88 -93 -79 -91 -71 92 83 22 72 77 53 59 -59 -47 -61 -22 -34 -76 77 -48 -51 -41 -68 -45   -58 -70 -52
LCCN24 14 -3 -2 18 19 66 40 45 35 43 23 -45 -47 -22 -38 -20 -59 -58 3 -12 26 -39 -22 23 -68 -19 -20 -29 5 -29 -58   7 -15
SBN24 88 90 83 91 91 63 79 83 85 78 71 -81 -75 -31 -75 -88 -20 -31 63 59 80 77 81 90 -35 74 77 77 91 79 -70 7   95
LSBQ24 83 92 84 81 80 42 70 64 74 69 69 -69 -59 -20 -60 -76 1 -9 66 64 72 87 86 79 -14 72 76 77 85 80 -52 -15 95  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.