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 60 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   96 -64 -62 -32 20 -76 40 46 51 -12 -29 72 34 65 57 53 49 43 80 52 72 14 79 -55 -51 -37 -60 -69 -41 2 12 49 33
ESU19 96   -57 -54 -50 3 -68 24 31 31 5 -33 64 15 48 53 54 49 44 88 71 84 34 80 -43 -36 -25 -57 -65 -29 11 28 30 11
USU19 -64 -57   100 36 -24 90 -11 -77 -64 17 64 -85 -42 -86 -94 -87 -91 -87 -33 -12 -25 50 -26 97 93 87 95 83 89 54 51 -24 -29
TYU19 -62 -54 100   33 -25 90 -12 -77 -65 18 66 -83 -42 -86 -93 -86 -90 -87 -29 -8 -21 52 -24 98 94 87 94 82 89 53 52 -23 -30
SFU19 -32 -50 36 33   67 41 63 14 29 -73 75 -20 50 3 -48 -62 -55 -56 -58 -78 -64 -46 -30 16 2 2 46 44 4 -4 -34 45 54
EUU19 20 3 -24 -25 67   -9 78 61 72 -98 44 38 77 50 3 -12 -4 -9 -19 -51 -30 -57 -4 -42 -53 -48 -20 -24 -48 -33 -55 64 74
JYU19 -76 -68 90 90 41 -9   -12 -61 -61 0 67 -82 -30 -84 -88 -83 -82 -78 -53 -29 -45 26 -52 86 81 67 87 82 69 28 20 -35 -26
CDU19 40 24 -11 -12 63 78 -12   38 59 -77 42 29 58 42 -1 -15 -13 -17 8 -26 -1 -26 30 -22 -29 -19 -4 -11 -20 11 -16 66 63
BPU19 46 31 -77 -77 14 61 -61 38   82 -63 -14 78 79 85 61 46 55 50 -4 -34 -15 -74 -7 -84 -88 -90 -68 -59 -91 -66 -70 47 58
ADU19 51 31 -64 -65 29 72 -61 59 82   -70 -1 80 81 88 48 31 36 29 6 -30 -7 -62 18 -73 -79 -70 -56 -49 -71 -41 -45 75 67
DXU19 -12 5 17 18 -73 -98 0 -77 -63 -70   -51 -33 -80 -46 4 22 11 19 28 59 39 62 15 37 48 47 12 14 47 35 58 -62 -74
GCQ19 -29 -33 64 66 75 44 67 42 -14 -1 -51   -31 36 -32 -75 -81 -78 -80 -38 -47 -39 -4 -24 51 38 33 64 51 34 16 -3 38 45
PLN19 72 64 -85 -83 -20 38 -82 29 78 80 -33 -31   63 89 77 67 69 64 40 16 30 -38 40 -82 -81 -75 -80 -71 -77 -41 -31 53 40
SIN19 34 15 -42 -42 50 77 -30 58 79 81 -80 36 63   71 23 6 13 7 -17 -52 -29 -67 -7 -54 -66 -67 -30 -28 -68 -54 -65 75 82
HGN19 65 48 -86 -86 3 50 -84 42 85 88 -46 -32 89 71   76 62 66 61 22 -13 9 -60 30 -89 -91 -83 -76 -69 -84 -49 -51 61 57
CLN19 57 53 -94 -93 -48 3 -88 -1 61 48 4 -75 77 23 76   98 98 96 36 26 30 -36 34 -84 -77 -73 -88 -70 -74 -44 -34 10 2
ITCOQ19 53 54 -87 -86 -62 -12 -83 -15 46 31 22 -81 67 6 62 98   98 98 42 39 39 -20 35 -74 -65 -62 -84 -67 -63 -37 -24 -5 -12
HON19 49 49 -91 -90 -55 -4 -82 -13 55 36 11 -78 69 13 66 98 98   99 34 29 30 -32 27 -81 -72 -70 -87 -69 -71 -44 -34 -4 -9
ITSN19 43 44 -87 -87 -56 -9 -78 -17 50 29 19 -80 64 7 61 96 98 99   31 29 28 -30 24 -76 -67 -66 -85 -66 -67 -43 -34 -10 -15
PILU19 80 88 -33 -29 -58 -19 -53 8 -4 6 28 -38 40 -17 22 36 42 34 31   89 98 59 89 -23 -14 4 -42 -58 0 34 50 14 -2
DFU19 52 71 -12 -8 -78 -51 -29 -26 -34 -30 59 -47 16 -52 -13 26 39 29 29 89   95 75 71 2 16 28 -29 -38 24 49 65 -27 -39
FXU19 72 84 -25 -21 -64 -30 -45 -1 -15 -7 39 -39 30 -29 9 30 39 30 28 98 95   68 85 -14 -3 13 -36 -49 10 41 58 1 -15
SZU19 14 34 50 52 -46 -57 26 -26 -74 -62 62 -4 -38 -67 -60 -36 -20 -32 -30 59 75 68   49 59 66 74 36 15 72 75 86 -33 -43
LQGU19 79 80 -26 -24 -30 -4 -52 30 -7 18 15 -24 40 -7 30 34 35 27 24 89 71 85 49   -19 -13 10 -31 -44 6 43 48 33 12
OBU19 -55 -43 97 98 16 -42 86 -22 -84 -73 37 51 -82 -54 -89 -84 -74 -81 -76 -23 2 -14 59 -19   98 89 92 82 91 60 58 -33 -40
GBU19 -51 -36 93 94 2 -53 81 -29 -88 -79 48 38 -81 -66 -91 -77 -65 -72 -67 -14 16 -3 66 -13 98   92 85 77 93 65 66 -44 -52
EPU19 -37 -25 87 87 2 -48 67 -19 -90 -70 47 33 -75 -67 -83 -73 -62 -70 -66 4 28 13 74 10 89 92   76 64 99 77 77 -32 -45
LFGU19 -60 -57 95 94 46 -20 87 -4 -68 -56 12 64 -80 -30 -76 -88 -84 -87 -85 -42 -29 -36 36 -31 92 85 76   90 78 47 36 -19 -16
LFLU19 -69 -65 83 82 44 -24 82 -11 -59 -49 14 51 -71 -28 -69 -70 -67 -69 -66 -58 -38 -49 15 -44 82 77 64 90   67 38 23 -32 -32
LELU19 -41 -29 89 89 4 -48 69 -20 -91 -71 47 34 -77 -68 -84 -74 -63 -71 -67 0 24 10 72 6 91 93 99 78 67   76 75 -33 -44
CCN19 2 11 54 53 -4 -33 28 11 -66 -41 35 16 -41 -54 -49 -44 -37 -44 -43 34 49 41 75 43 60 65 77 47 38 76   92 -15 -42
LCCN19 12 28 51 52 -34 -55 20 -16 -70 -45 58 -3 -31 -65 -51 -34 -24 -34 -34 50 65 58 86 48 58 66 77 36 23 75 92   -25 -46
SBN19 49 30 -24 -23 45 64 -35 66 47 75 -62 38 53 75 61 10 -5 -4 -10 14 -27 1 -33 33 -33 -44 -32 -19 -32 -33 -15 -25   91
LSBQ19 33 11 -29 -30 54 74 -26 63 58 67 -74 45 40 82 57 2 -12 -9 -15 -2 -39 -15 -43 12 -40 -52 -45 -16 -32 -44 -42 -46 91  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.