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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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US+European
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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 60 trading days) - Jan 18, 2019
  YMH19 ESH19 USH19 TYH19 SFH19 EUH19 JYH19 CDH19 BPH19 ADH19 DXH19 GCG19 PLF19 SIH19 HGH19 CLH19 ITCOH19 HOG19 ITSG19 PILH19 DFH19 FXH19 SZH19 LQGH19 OBH19 GBH19 EPH19 LFGH19 LFLH19 LELH19 CCH19 LCCH19 SBH19 LSBH19
YMH19   100 -83 -81 -58 9 -63 78 68 68 -1 -72 67 -59 66 71 72 72 72 92 89 91 83 83 -77 -73 -14 -68 -55 7 -42 -44 54 46
ESH19 100   -83 -81 -56 11 -61 81 68 67 -3 -70 66 -57 67 72 73 73 72 91 90 91 82 84 -77 -73 -14 -68 -51 6 -44 -46 57 49
USH19 -83 -83   99 68 -12 76 -75 -68 -45 -9 89 -81 77 -71 -80 -81 -82 -84 -92 -90 -88 -60 -81 97 95 29 84 56 4 47 38 -57 -52
TYH19 -81 -81 99   69 -11 78 -72 -67 -41 -11 89 -79 78 -71 -80 -81 -82 -84 -91 -88 -86 -56 -77 98 97 34 84 56 8 46 37 -57 -53
SFH19 -58 -56 68 69   48 66 -37 -42 -30 -49 70 -47 67 -39 -49 -50 -52 -52 -72 -63 -66 -62 -61 56 54 1 63 56 -8 29 29 -22 -20
EUH19 9 11 -12 -11 48   26 34 39 -7 -86 18 35 28 7 32 31 32 31 3 18 10 -14 6 -31 -32 -25 -23 11 -7 27 34 36 35
JYH19 -63 -61 76 78 66 26   -29 -19 -51 -61 90 -35 93 -78 -36 -38 -37 -40 -67 -57 -61 -41 -47 69 70 24 42 54 11 66 61 -22 -16
CDH19 78 81 -75 -72 -37 34 -29   72 44 -36 -50 74 -32 50 88 88 88 87 80 82 79 63 82 -70 -68 -31 -69 -21 -5 -31 -25 78 73
BPH19 68 68 -68 -67 -42 39 -19 72   33 -47 -38 80 -23 30 67 68 72 72 71 76 72 57 67 -70 -67 -7 -89 -59 18 4 -2 50 47
ADH19 68 67 -45 -41 -30 -7 -51 44 33   11 -48 33 -48 62 14 16 17 17 60 48 56 68 59 -22 -15 26 -22 -52 31 -50 -67 10 -4
DXH19 -1 -3 -9 -11 -49 -86 -61 -36 -47 11   -44 -30 -57 23 -24 -19 -25 -18 6 -11 -3 5 -6 6 5 4 20 -16 -9 -47 -45 -30 -30
GCG19 -72 -70 89 89 70 18 90 -50 -38 -48 -44   -57 96 -71 -55 -57 -59 -61 -80 -73 -75 -49 -64 84 83 27 60 55 10 65 58 -30 -25
PLF19 67 66 -81 -79 -47 35 -35 74 80 33 -30 -57   -38 42 71 73 76 76 80 78 76 53 80 -81 -77 -10 -87 -54 9 -7 -4 38 34
SIH19 -59 -57 77 78 67 28 93 -32 -23 -48 -57 96 -38   -69 -37 -39 -40 -43 -66 -60 -62 -41 -48 70 69 16 45 51 4 71 66 -19 -14
HGH19 66 67 -71 -71 -39 7 -78 50 30 62 23 -71 42 -69   44 45 43 44 66 62 63 43 53 -67 -65 -28 -39 -32 -6 -69 -65 45 38
CLH19 71 72 -80 -80 -49 32 -36 88 67 14 -24 -55 71 -37 44   100 99 98 76 75 69 43 70 -79 -80 -50 -74 -18 -25 -22 -6 83 81
ITCOH19 72 73 -81 -81 -50 31 -38 88 68 16 -19 -57 73 -39 45 100   99 99 78 76 71 44 71 -80 -81 -50 -76 -20 -25 -22 -6 81 79
HOG19 72 73 -82 -82 -52 32 -37 88 72 17 -25 -59 76 -40 43 99 99   99 79 78 72 46 72 -82 -83 -48 -80 -25 -23 -20 -6 78 76
ITSG19 72 72 -84 -84 -52 31 -40 87 72 17 -18 -61 76 -43 44 98 99 99   79 79 73 46 72 -83 -84 -49 -80 -27 -24 -23 -8 78 75
PILH19 92 91 -92 -91 -72 3 -67 80 71 60 6 -80 80 -66 66 76 78 79 79   98 99 81 94 -88 -84 -17 -81 -61 8 -38 -38 53 46
DFH19 89 90 -90 -88 -63 18 -57 82 76 48 -11 -73 78 -60 62 75 76 78 79 98   99 82 95 -85 -81 -11 -83 -53 6 -34 -34 56 51
FXH19 91 91 -88 -86 -66 10 -61 79 72 56 -3 -75 76 -62 63 69 71 72 73 99 99   86 95 -82 -78 -10 -79 -59 6 -34 -36 50 44
SZH19 83 82 -60 -56 -62 -14 -41 63 57 68 5 -49 53 -41 43 43 44 46 46 81 82 86   86 -48 -42 12 -51 -55 24 -26 -38 29 21
LQGH19 83 84 -81 -77 -61 6 -47 82 67 59 -6 -64 80 -48 53 70 71 72 72 94 95 95 86   -75 -69 -4 -75 -50 19 -30 -34 49 42
OBH19 -77 -77 97 98 56 -31 69 -70 -70 -22 6 84 -81 70 -67 -79 -80 -82 -83 -88 -85 -82 -48 -75   99 35 88 53 19 34 25 -54 -52
GBH19 -73 -73 95 97 54 -32 70 -68 -67 -15 5 83 -77 69 -65 -80 -81 -83 -84 -84 -81 -78 -42 -69 99   42 86 48 27 33 22 -56 -54
EPH19 -14 -14 29 34 1 -25 24 -31 -7 26 4 27 -10 16 -28 -50 -50 -48 -49 -17 -11 -10 12 -4 35 42   18 -15 82 22 4 -43 -45
LFGH19 -68 -68 84 84 63 -23 42 -69 -89 -22 20 60 -87 45 -39 -74 -76 -80 -80 -81 -83 -79 -51 -75 88 86 18   63 -8 5 7 -49 -48
LFLH19 -55 -51 56 56 56 11 54 -21 -59 -52 -16 55 -54 51 -32 -18 -20 -25 -27 -61 -53 -59 -55 -50 53 48 -15 63   -25 8 26 7 14
LELH19 7 6 4 8 -8 -7 11 -5 18 31 -9 10 9 4 -6 -25 -25 -23 -24 8 6 6 24 19 19 27 82 -8 -25   11 -7 -20 -25
CCH19 -42 -44 47 46 29 27 66 -31 4 -50 -47 65 -7 71 -69 -22 -22 -20 -23 -38 -34 -34 -26 -30 34 33 22 5 8 11   93 -26 -20
LCCH19 -44 -46 38 37 29 34 61 -25 -2 -67 -45 58 -4 66 -65 -6 -6 -6 -8 -38 -34 -36 -38 -34 25 22 4 7 26 -7 93   -13 -4
SBH19 54 57 -57 -57 -22 36 -22 78 50 10 -30 -30 38 -19 45 83 81 78 78 53 56 50 29 49 -54 -56 -43 -49 7 -20 -26 -13   98
LSBH19 46 49 -52 -53 -20 35 -16 73 47 -4 -30 -25 34 -14 38 81 79 76 75 46 51 44 21 42 -52 -54 -45 -48 14 -25 -20 -4 98  
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