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) - Mar 19, 2019
  YMM19 ESM19 USM19 TYM19 SFM19 EUM19 JYM19 CDM19 BPM19 ADM19 DXM19 GCJ19 PLJ19 SIK19 HGK19 CLK19 ITCOM19 HOJ19 ITSJ19 PILM19 DFM19 FXM19 SZM19 LQGM19 OBM19 GBM19 EPM19 LFGM19 LFLM19 LELM19 CCK19 LCCK19 SBK19 LSBK19
YMM19   87 -10 -3 6 2 -61 12 67 11 -9 15 78 -10 76 73 80 81 86 73 75 70 77 55 -2 -26 61 -24 4 81 4 26 35 32
ESM19 87   3 22 -12 -14 -76 -16 78 -9 4 -14 70 -38 73 90 87 69 77 92 88 90 93 74 17 -15 79 -19 10 91 -26 -3 8 -1
USM19 -10 3   92 -24 -28 24 -18 -16 1 21 27 -30 22 -7 11 15 -9 -9 2 -14 -0 2 32 86 89 7 84 59 11 17 30 5 -0
TYM19 -3 22 92   -36 -38 -2 -36 13 -18 27 1 -12 -6 13 34 32 -0 2 29 13 27 28 43 89 79 32 69 51 31 -12 3 -14 -23
SFM19 6 -12 -24 -36   91 47 79 5 68 -89 61 29 62 -3 -22 -30 -23 -23 -33 -24 -32 -31 -29 -59 -42 -46 -35 -47 -30 39 13 68 61
EUM19 2 -14 -28 -38 91   53 84 5 80 -98 59 26 64 -9 -27 -36 -34 -32 -36 -22 -35 -33 -34 -65 -48 -47 -40 -63 -37 43 10 64 59
JYM19 -61 -76 24 -2 47 53   57 -66 55 -47 60 -52 78 -66 -72 -72 -68 -74 -87 -83 -87 -86 -56 -13 22 -84 31 -18 -83 59 29 42 45
CDM19 12 -16 -18 -36 79 84 57   -9 83 -83 82 23 84 -10 -23 -24 -16 -15 -43 -31 -44 -37 -35 -53 -29 -50 -22 -45 -34 68 44 81 79
BPM19 67 78 -16 13 5 5 -66 -9   -7 -19 -23 85 -40 84 74 66 54 64 80 82 80 82 36 -5 -34 71 -50 -22 74 -38 -32 -3 -11
ADM19 11 -9 1 -18 68 80 55 83 -7   -80 72 16 75 -12 -19 -23 -24 -22 -33 -21 -35 -30 -20 -36 -19 -35 -10 -51 -30 55 28 70 71
DXM19 -9 4 21 27 -89 -98 -47 -83 -19 -80   -58 -36 -61 -1 13 17 28 14 14 3 13 9 12 52 40 32 34 54 15 -40 -15 -65 -52
GCJ19 15 -14 27 1 61 59 60 82 -23 72 -58   3 95 -12 -17 -11 -8 -11 -41 -39 -44 -36 -17 -8 17 -43 24 -4 -22 84 74 88 85
PLJ19 78 70 -30 -12 29 26 -52 23 85 16 -36 3   -14 88 61 59 62 68 63 74 63 67 23 -26 -49 53 -56 -34 62 -15 -10 23 18
SIK19 -10 -38 22 -6 62 64 78 84 -40 75 -61 95 -14   -31 -41 -36 -31 -34 -63 -58 -65 -58 -36 -15 17 -63 24 -12 -47 83 65 81 80
HGK19 76 73 -7 13 -3 -9 -66 -10 84 -12 -1 -12 88 -31   69 74 74 79 76 82 75 80 37 9 -21 71 -31 -8 76 -30 -9 5 3
CLK19 73 90 11 34 -22 -27 -72 -23 74 -19 13 -17 61 -41 69   95 73 79 90 84 88 88 72 29 -5 85 -12 7 88 -29 -7 4 -0
ITCOM19 80 87 15 32 -30 -36 -72 -24 66 -23 17 -11 59 -36 74 95   88 91 84 77 80 83 66 30 -1 82 -10 9 87 -18 9 5 12
HOJ19 81 69 -9 -0 -23 -34 -68 -16 54 -24 28 -8 62 -31 74 73 88   98 68 68 65 71 45 13 -14 71 -17 17 78 -8 22 6 13
ITSJ19 86 77 -9 2 -23 -32 -74 -15 64 -22 14 -11 68 -34 79 79 91 98   72 72 69 75 43 4 -22 72 -29 -2 79 -13 14 6 18
PILM19 73 92 2 29 -33 -36 -87 -43 80 -33 14 -41 63 -63 76 90 84 68 72   96 100 98 74 18 -21 90 -29 -9 92 -51 -34 -19 -23
DFM19 75 88 -14 13 -24 -22 -83 -31 82 -21 3 -39 74 -58 82 84 77 68 72 96   96 96 64 0 -38 87 -43 -30 86 -49 -37 -14 -17
FXM19 70 90 -0 27 -32 -35 -87 -44 80 -35 13 -44 63 -65 75 88 80 65 69 100 96   98 73 14 -25 89 -32 -12 90 -53 -39 -21 -27
SZM19 77 93 2 28 -31 -33 -86 -37 82 -30 9 -36 67 -58 80 88 83 71 75 98 96 98   69 15 -23 89 -32 -10 92 -46 -30 -16 -21
LQGM19 55 74 32 43 -29 -34 -56 -35 36 -20 12 -17 23 -36 37 72 66 45 43 74 64 73 69   32 6 56 16 10 66 -22 -5 1 -0
OBM19 -2 17 86 89 -59 -65 -13 -53 -5 -36 52 -8 -26 -15 9 29 30 13 4 18 0 14 15 32   90 33 79 68 23 -14 6 -25 -24
GBM19 -26 -15 89 79 -42 -48 22 -29 -34 -19 40 17 -49 17 -21 -5 -1 -14 -22 -21 -38 -25 -23 6 90   -6 92 74 -12 15 30 -8 -4
EPM19 61 79 7 32 -46 -47 -84 -50 71 -35 32 -43 53 -63 71 85 82 71 72 90 87 89 89 56 33 -6   -18 4 90 -51 -33 -32 -33
LFGM19 -24 -19 84 69 -35 -40 31 -22 -50 -10 34 24 -56 24 -31 -12 -10 -17 -29 -29 -43 -32 -32 16 79 92 -18   68 -19 23 38 3 9
LFLM19 4 10 59 51 -47 -63 -18 -45 -22 -51 54 -4 -34 -12 -8 7 9 17 -2 -9 -30 -12 -10 10 68 74 4 68   10 -1 28 -21 -19
LELM19 81 91 11 31 -30 -37 -83 -34 74 -30 15 -22 62 -47 76 88 87 78 79 92 86 90 92 66 23 -12 90 -19 10   -34 -17 -5 -11
CCK19 4 -26 17 -12 39 43 59 68 -38 55 -40 84 -15 83 -30 -29 -18 -8 -13 -51 -49 -53 -46 -22 -14 15 -51 23 -1 -34   88 71 73
LCCK19 26 -3 30 3 13 10 29 44 -32 28 -15 74 -10 65 -9 -7 9 22 14 -34 -37 -39 -30 -5 6 30 -33 38 28 -17 88   60 72
SBK19 35 8 5 -14 68 64 42 81 -3 70 -65 88 23 81 5 4 5 6 6 -19 -14 -21 -16 1 -25 -8 -32 3 -21 -5 71 60   95
LSBK19 32 -1 -0 -23 61 59 45 79 -11 71 -52 85 18 80 3 -0 12 13 18 -23 -17 -27 -21 -0 -24 -4 -33 9 -19 -11 73 72 95  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.