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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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180 Day
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30 Day
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) - Feb 23, 2018
  YMH18 ESH18 USH18 TYH18 SFH18 EUH18 JYH18 CDH18 BPH18 ADH18 DXH18 GCJ18 PLJ18 SIH18 HGH18 CLJ18 ITCOJ18 HOJ18 ITSJ18 PILH18 DFH18 FXH18 SZH18 LQGH18 OBH18 GBH18 EPH18 LFGH18 LFLH18 LELH18 CCK18 LCCK18 SBK18 LSBK18
YMH18   99 -24 -38 41 59 28 79 65 85 -60 66 67 64 47 82 85 79 82 64 44 48 42 61 -36 -50 47 -17 36 32 -2 -54 -46 -43
ESH18 99   -21 -35 39 57 27 77 64 83 -58 66 68 67 47 83 85 81 83 68 48 52 46 63 -33 -46 46 -15 33 27 1 -51 -42 -38
USH18 -24 -21   98 -90 -83 -88 -38 -78 -56 83 -66 -68 -16 -25 -52 -30 -3 -14 42 67 61 71 46 94 88 8 95 42 4 -75 -38 63 62
TYH18 -38 -35 98   -93 -89 -88 -50 -85 -67 89 -73 -75 -25 -32 -63 -42 -15 -26 31 58 52 61 35 96 92 -2 92 32 -4 -70 -25 68 66
SFH18 41 39 -90 -93   96 92 60 93 72 -96 79 78 36 29 66 44 22 30 -28 -54 -46 -56 -35 -93 -91 3 -92 -32 1 74 25 -65 -65
EUH18 59 57 -83 -89 96   83 76 97 86 -100 90 89 55 42 81 63 43 51 -8 -35 -27 -36 -11 -91 -92 15 -84 -13 5 64 7 -62 -61
JYH18 28 27 -88 -88 92 83   38 80 56 -85 70 71 24 20 50 26 2 10 -35 -61 -52 -65 -45 -84 -78 -16 -89 -53 -18 82 45 -65 -64
CDH18 79 77 -38 -50 60 76 38   75 92 -76 85 80 81 55 89 87 79 81 35 15 18 19 42 -59 -69 46 -38 35 25 15 -43 -27 -26
BPH18 65 64 -78 -85 93 97 80 75   85 -97 84 86 49 30 81 64 45 52 3 -24 -15 -28 -9 -84 -86 18 -80 -14 11 60 1 -69 -69
ADH18 85 83 -56 -67 72 86 56 92 85   -87 91 88 77 62 92 87 74 79 29 6 9 7 36 -72 -82 45 -50 26 25 27 -33 -49 -46
DXH18 -60 -58 83 89 -96 -100 -85 -76 -97 -87   -90 -90 -55 -41 -81 -61 -43 -48 9 36 29 37 13 91 93 -11 84 18 -1 -64 -13 63 62
GCJ18 66 66 -66 -73 79 90 70 85 84 91 -90   96 82 61 87 78 61 66 11 -15 -11 -12 17 -78 -83 22 -64 1 -0 52 -4 -37 -34
PLJ18 67 68 -68 -75 78 89 71 80 86 88 -90 96   75 51 89 78 61 67 17 -11 -4 -11 14 -78 -82 14 -66 -4 -4 59 4 -41 -39
SIH18 64 67 -16 -25 36 55 24 81 49 77 -55 82 75   72 75 80 79 77 41 27 27 35 56 -37 -47 36 -15 31 2 14 -28 7 10
HGH18 47 47 -25 -32 29 42 20 55 30 62 -41 61 51 72   58 63 60 60 15 3 -1 17 46 -40 -50 47 -11 23 18 7 -19 5 10
CLJ18 82 83 -52 -63 66 81 50 89 81 92 -81 87 89 75 58   96 85 90 40 13 19 14 39 -66 -75 38 -47 19 18 31 -27 -40 -39
ITCOJ18 85 85 -30 -42 44 63 26 87 64 87 -61 78 78 80 63 96   95 97 56 34 37 38 61 -45 -58 43 -20 37 19 8 -42 -24 -19
HOJ18 79 81 -3 -15 22 43 2 79 45 74 -43 61 61 79 60 85 95   98 69 54 55 59 76 -23 -38 53 2 48 27 -11 -54 -5 -4
ITSJ18 82 83 -14 -26 30 51 10 81 52 79 -48 66 67 77 60 90 97 98   65 46 50 50 70 -31 -45 48 -5 46 25 -4 -50 -15 -12
PILH18 64 68 42 31 -28 -8 -35 35 3 29 9 11 17 41 15 40 56 69 65   92 96 90 85 34 21 33 47 48 21 -39 -58 5 9
DFH18 44 48 67 58 -54 -35 -61 15 -24 6 36 -15 -11 27 3 13 34 54 46 92   98 97 85 59 46 40 70 62 27 -64 -69 23 26
FXH18 48 52 61 52 -46 -27 -52 18 -15 9 29 -11 -4 27 -1 19 37 55 50 96 98   94 81 53 41 34 61 54 24 -53 -62 15 17
SZH18 42 46 71 61 -56 -36 -65 19 -28 7 37 -12 -11 35 17 14 38 59 50 90 97 94   91 58 44 43 74 66 26 -67 -68 35 38
LQGH18 61 63 46 35 -35 -11 -45 42 -9 36 13 17 14 56 46 39 61 76 70 85 85 81 91   31 15 50 57 71 29 -58 -74 22 29
OBH18 -36 -33 94 96 -93 -91 -84 -59 -84 -72 91 -78 -78 -37 -40 -66 -45 -23 -31 34 59 53 58 31   98 -2 92 25 -0 -66 -28 55 54
GBH18 -50 -46 88 92 -91 -92 -78 -69 -86 -82 93 -83 -82 -47 -50 -75 -58 -38 -45 21 46 41 44 15 98   -13 85 11 -8 -56 -14 54 52
EPH18 47 46 8 -2 3 15 -16 46 18 45 -11 22 14 36 47 38 43 53 48 33 40 34 43 50 -2 -13   21 62 51 -36 -59 -6 -2
LFGH18 -17 -15 95 92 -92 -84 -89 -38 -80 -50 84 -64 -66 -15 -11 -47 -20 2 -5 47 70 61 74 57 92 85 21   50 14 -79 -49 58 60
LFLH18 36 33 42 32 -32 -13 -53 35 -14 26 18 1 -4 31 23 19 37 48 46 48 62 54 66 71 25 11 62 50   50 -71 -82 14 16
LELH18 32 27 4 -4 1 5 -18 25 11 25 -1 -0 -4 2 18 18 19 27 25 21 27 24 26 29 -0 -8 51 14 50   -39 -49 -25 -19
CCK18 -2 1 -75 -70 74 64 82 15 60 27 -64 52 59 14 7 31 8 -11 -4 -39 -64 -53 -67 -58 -66 -56 -36 -79 -71 -39   80 -37 -36
LCCK18 -54 -51 -38 -25 25 7 45 -43 1 -33 -13 -4 4 -28 -19 -27 -42 -54 -50 -58 -69 -62 -68 -74 -28 -14 -59 -49 -82 -49 80   -2 -11
SBK18 -46 -42 63 68 -65 -62 -65 -27 -69 -49 63 -37 -41 7 5 -40 -24 -5 -15 5 23 15 35 22 55 54 -6 58 14 -25 -37 -2   99
LSBK18 -43 -38 62 66 -65 -61 -64 -26 -69 -46 62 -34 -39 10 10 -39 -19 -4 -12 9 26 17 38 29 54 52 -2 60 16 -19 -36 -11 99  
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