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) - Jun 14, 2019
  YMU19 ESU19 USU19 TYU19 SFU19 EUU19 JYU19 CDU19 BPU19 ADU19 DXU19 GCQ19 PLN19 SIN19 HGN19 CLN19 ITCOQ19 HON19 ITSN19 PILU19 DFU19 FXU19 SZU19 LQGU19 OBU19 GBU19 EPU19 LFGU19 LFLU19 LELU19 CCN19 LCCN19 SBN19 LSBQ19
YMU19   99 -38 -35 -26 35 -44 51 51 24 -32 0 48 43 49 20 20 21 16 88 88 88 45 70 -31 -33 -26 -35 -61 -31 17 20 23 17
ESU19 99   -46 -43 -34 31 -49 44 58 26 -29 -6 56 43 57 28 28 29 24 87 89 87 36 64 -39 -41 -35 -43 -66 -40 8 12 17 11
USU19 -38 -46   100 90 33 90 41 -80 -18 -34 82 -76 6 -92 -94 -91 -94 -91 -26 -55 -31 45 10 98 97 90 98 86 92 66 64 69 66
TYU19 -35 -43 100   91 36 92 43 -79 -18 -37 85 -73 10 -91 -94 -92 -94 -91 -24 -52 -29 46 11 98 97 90 97 85 92 64 62 71 68
SFU19 -26 -34 90 91   58 89 63 -67 -6 -57 85 -64 17 -83 -87 -85 -88 -86 -18 -46 -22 37 17 88 87 80 89 82 82 60 53 67 71
EUU19 35 31 33 36 58   50 82 14 53 -99 69 15 68 -13 -46 -48 -49 -51 25 6 20 26 26 33 31 13 30 18 14 25 22 62 66
JYU19 -44 -49 90 92 89 50   40 -62 -3 -52 85 -55 22 -81 -85 -85 -86 -83 -41 -64 -46 15 -13 89 89 73 85 86 76 41 33 61 57
CDU19 51 44 41 43 63 82 40   -15 15 -77 64 -13 39 -28 -47 -46 -49 -51 49 29 45 62 66 46 45 38 44 23 38 59 49 65 64
BPU19 51 58 -80 -79 -67 14 -62 -15   66 -18 -42 96 48 90 63 58 62 57 32 50 34 -37 -16 -82 -84 -87 -86 -82 -89 -65 -54 -29 -25
ADU19 24 26 -18 -18 -6 53 -3 15 66   -60 12 59 67 38 -1 -8 -6 -11 9 8 9 -12 -25 -27 -31 -41 -28 -30 -41 -36 -16 18 30
DXU19 -32 -29 -34 -37 -57 -99 -52 -77 -18 -60   -71 -20 -74 12 47 50 50 52 -26 -3 -21 -20 -17 -31 -28 -9 -29 -19 -10 -18 -18 -63 -68
GCQ19 0 -6 82 85 85 69 85 64 -42 12 -71   -34 54 -67 -88 -88 -88 -88 0 -28 -6 44 20 82 79 69 76 59 70 49 50 88 87
PLN19 48 56 -76 -73 -64 15 -55 -13 96 59 -20 -34   52 88 61 56 60 57 32 49 34 -35 -13 -78 -80 -83 -84 -82 -85 -70 -60 -24 -20
SIN19 43 43 6 10 17 68 22 39 48 67 -74 54 52   15 -24 -29 -26 -30 23 15 20 9 -2 3 -3 -12 -1 -9 -14 -15 -5 50 54
HGN19 49 57 -92 -91 -83 -13 -81 -28 90 38 12 -67 88 15   83 79 82 80 37 61 42 -27 -4 -92 -93 -90 -94 -90 -92 -63 -57 -52 -50
CLN19 20 28 -94 -94 -87 -46 -85 -47 63 -1 47 -88 61 -24 83   99 99 99 13 43 18 -52 -12 -90 -88 -84 -90 -73 -84 -66 -71 -80 -75
ITCOQ19 20 28 -91 -92 -85 -48 -85 -46 58 -8 50 -88 56 -29 79 99   99 98 10 43 15 -48 -8 -87 -85 -80 -87 -70 -81 -61 -68 -80 -74
HON19 21 29 -94 -94 -88 -49 -86 -49 62 -6 50 -88 60 -26 82 99 99   99 16 46 21 -51 -10 -90 -87 -82 -90 -74 -83 -64 -68 -79 -76
ITSN19 16 24 -91 -91 -86 -51 -83 -51 57 -11 52 -88 57 -30 80 99 98 99   9 42 14 -51 -11 -88 -85 -79 -88 -71 -80 -63 -69 -81 -79
PILU19 88 87 -26 -24 -18 25 -41 49 32 9 -26 0 32 23 37 13 10 16 9   93 99 58 85 -10 -12 -0 -20 -50 -6 27 33 29 19
DFU19 88 89 -55 -52 -46 6 -64 29 50 8 -3 -28 49 15 61 43 43 46 42 93   96 38 71 -48 -49 -36 -48 -70 -41 1 6 -2 -11
FXU19 88 87 -31 -29 -22 20 -46 45 34 9 -21 -6 34 20 42 18 15 21 14 99 96   56 83 -16 -18 -5 -23 -51 -11 22 30 21 13
SZU19 45 36 45 46 37 26 15 62 -37 -12 -20 44 -35 9 -27 -52 -48 -51 -51 58 38 56   80 47 43 56 50 11 52 82 90 64 54
LQGU19 70 64 10 11 17 26 -13 66 -16 -25 -17 20 -13 -2 -4 -12 -8 -10 -11 85 71 83 80   24 24 34 17 -15 31 61 58 41 32
OBU19 -31 -39 98 98 88 33 89 46 -82 -27 -31 82 -78 3 -92 -90 -87 -90 -88 -10 -48 -16 47 24   99 90 98 86 93 69 66 68 71
GBU19 -33 -41 97 97 87 31 89 45 -84 -31 -28 79 -80 -3 -93 -88 -85 -87 -85 -12 -49 -18 43 24 99   91 98 86 93 69 64 64 67
EPU19 -26 -35 90 90 80 13 73 38 -87 -41 -9 69 -83 -12 -90 -84 -80 -82 -79 -0 -36 -5 56 34 90 91   90 74 99 74 72 60 58
LFGU19 -35 -43 98 97 89 30 85 44 -86 -28 -29 76 -84 -1 -94 -90 -87 -90 -88 -20 -48 -23 50 17 98 98 90   89 93 73 67 58 60
LFLU19 -61 -66 86 85 82 18 86 23 -82 -30 -19 59 -82 -9 -90 -73 -70 -74 -71 -50 -70 -51 11 -15 86 86 74 89   79 48 33 26 34
LELU19 -31 -40 92 92 82 14 76 38 -89 -41 -10 70 -85 -14 -92 -84 -81 -83 -80 -6 -41 -11 52 31 93 93 99 93 79   72 70 60 60
CCN19 17 8 66 64 60 25 41 59 -65 -36 -18 49 -70 -15 -63 -66 -61 -64 -63 27 1 22 82 61 69 69 74 73 48 72   91 58 46
LCCN19 20 12 64 62 53 22 33 49 -54 -16 -18 50 -60 -5 -57 -71 -68 -68 -69 33 6 30 90 58 66 64 72 67 33 70 91   67 57
SBN19 23 17 69 71 67 62 61 65 -29 18 -63 88 -24 50 -52 -80 -80 -79 -81 29 -2 21 64 41 68 64 60 58 26 60 58 67   95
LSBQ19 17 11 66 68 71 66 57 64 -25 30 -68 87 -20 54 -50 -75 -74 -76 -79 19 -11 13 54 32 71 67 58 60 34 60 46 57 95  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.