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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
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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 30 trading days) - Feb 24, 2020
  YMH20 ESH20 USH20 TYH20 SFH20 EUH20 JYH20 CDH20 BPH20 ADH20 DXH20 GCJ20 PLJ20 SIH20 HGH20 CLJ20 ITCOK20 HOH20 ITSH20 PILH20 DFH20 FXH20 SZH20 LQGH20 OBH20 GBH20 EPH20 LFGH20 LFLH20 LELH20 CCK20 LCCK20 SBK20 LSBK20
YMH20   92 -30 -33 -33 -26 -38 1 -22 15 27 -34 21 -32 22 9 9 18 16 90 89 89 65 55 -20 -23 -12 -31 -9 -7 39 34 37 32
ESH20 92   7 3 -62 -60 -57 -28 -42 -22 60 -1 3 -16 -7 -19 -17 -12 -16 80 89 89 87 22 15 11 21 -9 -34 26 61 57 66 63
USH20 -30 7   100 -59 -76 -24 -85 -46 -96 75 77 -53 27 -88 -84 -82 -89 -92 -42 -18 -17 46 -88 97 95 82 79 -56 85 62 63 63 75
TYH20 -33 3 100   -56 -73 -17 -85 -42 -96 72 74 -55 23 -90 -85 -83 -91 -93 -46 -22 -21 43 -90 97 96 82 80 -56 85 61 61 58 72
SFH20 -33 -62 -59 -56   94 63 62 70 71 -95 -60 37 -24 49 48 46 44 51 -34 -56 -57 -83 39 -59 -54 -68 -16 64 -66 -53 -52 -65 -71
EUH20 -26 -60 -76 -73 94   59 73 64 84 -99 -68 37 -25 62 63 60 62 69 -20 -45 -45 -85 54 -76 -72 -76 -40 62 -77 -70 -68 -78 -85
JYH20 -38 -57 -24 -17 63 59   12 63 34 -66 -55 -8 -53 -7 -4 -4 -1 6 -49 -56 -58 -60 -2 -15 -8 -28 8 27 -20 -31 -46 -64 -51
CDH20 1 -28 -85 -85 62 73 12   52 89 -73 -42 64 11 92 96 96 94 95 22 -0 -4 -59 73 -90 -91 -79 -65 73 -85 -71 -64 -60 -78
BPH20 -22 -42 -46 -42 70 64 63 52   56 -72 -42 32 -17 33 42 44 37 42 -26 -35 -42 -57 18 -38 -34 -52 -17 47 -47 -38 -51 -59 -60
ADH20 15 -22 -96 -96 71 84 34 89 56   -84 -74 57 -23 88 83 82 87 90 27 3 0 -59 82 -95 -93 -86 -69 68 -88 -67 -67 -66 -79
DXH20 27 60 75 72 -95 -99 -66 -73 -72 -84   69 -37 28 -61 -62 -56 -61 -66 26 49 51 84 -50 73 68 76 26 -74 75 69 70 80 88
GCJ20 -34 -1 77 74 -60 -68 -55 -42 -42 -74 69   -21 76 -44 -34 -32 -44 -50 -28 -10 -10 33 -71 65 60 60 45 -34 54 34 43 51 51
PLJ20 21 3 -53 -55 37 37 -8 64 32 57 -37 -21   17 63 63 65 55 56 25 14 7 -15 55 -52 -55 -67 -19 76 -70 -16 -9 -13 -31
SIH20 -32 -16 27 23 -24 -25 -53 11 -17 -23 28 76 17   12 19 20 9 3 -14 -10 -10 -1 -29 12 7 7 1 -4 -1 -6 8 13 3
HGH20 22 -7 -88 -90 49 62 -7 92 33 88 -61 -44 63 12   93 92 95 94 43 19 18 -43 80 -94 -96 -78 -78 60 -85 -60 -53 -44 -64
CLJ20 9 -19 -84 -85 48 63 -4 96 42 83 -62 -34 63 19 93   100 97 97 31 10 8 -48 72 -89 -91 -75 -73 63 -83 -66 -59 -54 -73
ITCOK20 9 -17 -82 -83 46 60 -4 96 44 82 -56 -32 65 20 92 100   96 96 31 11 7 -37 71 -85 -87 -75 -65 80 -81 -65 -42 -53 -65
HOH20 18 -12 -89 -91 44 62 -1 94 37 87 -61 -44 55 9 95 97 96   99 41 20 18 -44 79 -94 -96 -75 -84 55 -82 -70 -64 -55 -73
ITSH20 16 -16 -92 -93 51 69 6 95 42 90 -66 -50 56 3 94 97 96 99   37 14 10 -41 83 -95 -96 -82 -72 80 -87 -70 -46 -61 -69
PILH20 90 80 -42 -46 -34 -20 -49 22 -26 27 26 -28 25 -14 43 31 31 41 37   94 95 62 66 -37 -41 -16 -66 -2 -17 14 32 29 27
DFH20 89 89 -18 -22 -56 -45 -56 -0 -35 3 49 -10 14 -10 19 10 11 20 14 94   98 81 44 -10 -15 4 -48 -20 5 32 46 44 45
FXH20 89 89 -17 -21 -57 -45 -58 -4 -42 0 51 -10 7 -10 18 8 7 18 10 95 98   82 43 -9 -13 9 -50 -27 10 31 49 46 50
SZH20 65 87 46 43 -83 -85 -60 -59 -57 -59 84 33 -15 -1 -43 -48 -37 -44 -41 62 81 82   -9 46 41 48 2 -59 51 77 77 80 81
LQGH20 55 22 -88 -90 39 54 -2 73 18 82 -50 -71 55 -29 80 72 71 79 83 66 44 43 -9   -87 -88 -73 -69 61 -74 -39 -23 -32 -43
OBH20 -20 15 97 97 -59 -76 -15 -90 -38 -95 73 65 -52 12 -94 -89 -85 -94 -95 -37 -10 -9 46 -87   99 83 78 -74 87 70 52 61 70
GBH20 -23 11 95 96 -54 -72 -8 -91 -34 -93 68 60 -55 7 -96 -91 -87 -96 -96 -41 -15 -13 41 -88 99   84 78 -75 88 67 46 56 66
EPH20 -12 21 82 82 -68 -76 -28 -79 -52 -86 76 60 -67 7 -78 -75 -75 -75 -82 -16 4 9 48 -73 83 84   47 -81 96 50 44 58 75
LFGH20 -31 -9 79 80 -16 -40 8 -65 -17 -69 26 45 -19 1 -78 -73 -65 -84 -72 -66 -48 -50 2 -69 78 78 47   -24 50 63 28 43 30
LFLH20 -9 -34 -56 -56 64 62 27 73 47 68 -74 -34 76 -4 60 63 80 55 80 -2 -20 -27 -59 61 -74 -75 -81 -24   -86 -34 -52 -44 -77
LELH20 -7 26 85 85 -66 -77 -20 -85 -47 -88 75 54 -70 -1 -85 -83 -81 -82 -87 -17 5 10 51 -74 87 88 96 50 -86   57 46 58 73
CCK20 39 61 62 61 -53 -70 -31 -71 -38 -67 69 34 -16 -6 -60 -66 -65 -70 -70 14 32 31 77 -39 70 67 50 63 -34 57   95 77 87
LCCK20 34 57 63 61 -52 -68 -46 -64 -51 -67 70 43 -9 8 -53 -59 -42 -64 -46 32 46 49 77 -23 52 46 44 28 -52 46 95   82 78
SBK20 37 66 63 58 -65 -78 -64 -60 -59 -66 80 51 -13 13 -44 -54 -53 -55 -61 29 44 46 80 -32 61 56 58 43 -44 58 77 82   95
LSBK20 32 63 75 72 -71 -85 -51 -78 -60 -79 88 51 -31 3 -64 -73 -65 -73 -69 27 45 50 81 -43 70 66 75 30 -77 73 87 78 95  
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