MRCI Logo
MRCI's Inter-Market Correlations

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 90 trading days) - Apr 18, 2024
  YMM24 ESM24 NQM24 QRM24 NKM24 USM24 TYM24 SFM24 EUM24 JYM24 CDM24 BPM24 ADM24 DXM24 GCM24 PLN24 SIK24 HGK24 CLM24 CBM24 HOK24 RBK24 NGK24 KCK24 CCK24 SBK24 W_K24 C_K24 S_K24 SMK24 BOK24 CTK24 LCM24 HEM24 FCK24 JOK24
YMM24   88 90 75 82 -25 -32 -47 -21 -59 -19 17 -39 31 22 -44 2 15 53 52 67 65 -66 -7 49 38 -66 -75 -69 -77 -42 80 81 65 81 45
ESM24 88   97 69 96 -57 -66 -79 -47 -82 -54 -7 -59 59 58 -33 40 49 82 81 78 89 -87 27 80 21 -88 -86 -80 -88 -46 73 72 90 68 60
NQM24 90 97   66 93 -52 -58 -70 -46 -79 -48 -4 -61 56 43 -44 25 34 72 71 80 82 -82 19 67 32 -80 -86 -81 -88 -53 78 79 82 76 53
QRM24 75 69 66   55 6 -9 -29 18 -25 10 33 9 -4 32 6 24 25 49 48 41 49 -49 2 41 -4 -48 -40 -32 -42 -10 53 42 50 41 30
NKM24 82 96 93 55   -67 -73 -82 -56 -90 -65 -14 -71 68 53 -47 34 44 79 78 75 87 -84 24 78 22 -91 -93 -88 -93 -56 75 72 88 70 54
USM24 -25 -57 -52 6 -67   97 85 87 88 91 64 84 -92 -56 32 -48 -56 -71 -72 -59 -74 71 -55 -74 -11 65 71 69 68 46 -30 -31 -69 -26 -45
TYM24 -32 -66 -58 -9 -73 97   92 83 90 91 62 80 -90 -67 22 -59 -66 -79 -80 -60 -81 79 -59 -84 0 74 73 70 71 46 -34 -34 -78 -27 -57
SFM24 -47 -79 -70 -29 -82 85 92   79 91 88 55 78 -89 -76 24 -65 -69 -88 -88 -66 -89 87 -58 -93 -3 82 74 68 72 36 -39 -37 -87 -29 -67
EUM24 -21 -47 -46 18 -56 87 83 79   82 88 81 92 -98 -44 40 -33 -39 -57 -58 -54 -63 66 -51 -64 -21 53 62 63 59 51 -25 -32 -56 -27 -54
JYM24 -59 -82 -79 -25 -90 88 90 91 82   85 47 87 -91 -62 42 -46 -55 -83 -83 -74 -89 83 -50 -85 -18 84 90 88 89 60 -51 -56 -85 -53 -52
CDM24 -19 -54 -48 10 -65 91 91 88 88 85   66 88 -93 -60 34 -50 -54 -66 -66 -45 -69 67 -53 -76 -3 68 64 63 62 44 -27 -26 -68 -19 -51
BPM24 17 -7 -4 33 -14 64 62 55 81 47 66   59 -76 -36 4 -37 -36 -34 -35 -16 -32 36 -58 -45 11 15 21 21 15 22 19 15 -20 19 -36
ADM24 -39 -59 -61 9 -71 84 80 78 92 87 88 59   -93 -34 64 -17 -26 -54 -54 -59 -64 68 -32 -60 -35 65 75 76 74 58 -49 -54 -62 -50 -51
DXM24 31 59 56 -4 68 -92 -90 -89 -98 -91 -93 -76 -93   57 -37 45 51 70 72 60 75 -74 58 77 15 -65 -71 -71 -68 -52 29 35 69 30 55
GCM24 22 58 43 32 53 -56 -67 -76 -44 -62 -60 -36 -34 57   33 95 93 85 86 41 76 -60 81 90 -39 -65 -44 -42 -44 -19 -3 -0 75 -6 40
PLN24 -44 -33 -44 6 -47 32 22 24 40 42 34 4 64 -37 33   52 42 1 2 -35 -15 25 40 -1 -66 29 49 49 51 35 -65 -62 -19 -63 -17
SIK24 2 40 25 24 34 -48 -59 -65 -33 -46 -50 -37 -17 45 95 52   95 77 78 31 65 -49 84 79 -51 -49 -25 -22 -24 -4 -22 -18 63 -25 35
HGK24 15 49 34 25 44 -56 -66 -69 -39 -55 -54 -36 -26 51 93 42 95   82 83 38 73 -56 81 84 -39 -55 -36 -33 -34 -15 -11 -5 70 -10 38
CLM24 53 82 72 49 79 -71 -79 -88 -57 -83 -66 -34 -54 70 85 1 77 82   100 77 97 -81 64 94 -6 -78 -70 -65 -71 -30 32 33 90 28 52
CBM24 52 81 71 48 78 -72 -80 -88 -58 -83 -66 -35 -54 72 86 2 78 83 100   76 97 -80 66 94 -7 -78 -70 -65 -70 -31 30 32 89 27 51
HOK24 67 78 80 41 75 -59 -60 -66 -54 -74 -45 -16 -59 60 41 -35 31 38 77 76   84 -76 29 61 38 -65 -73 -69 -77 -33 57 66 74 62 49
RBK24 65 89 82 49 87 -74 -81 -89 -63 -89 -69 -32 -64 75 76 -15 65 73 97 97 84   -88 56 92 5 -85 -80 -75 -81 -38 46 52 90 46 55
NGK24 -66 -87 -82 -49 -84 71 79 87 66 83 67 36 68 -74 -60 25 -49 -56 -81 -80 -76 -88   -46 -82 -12 83 79 71 77 45 -60 -63 -84 -55 -75
KCK24 -7 27 19 2 24 -55 -59 -58 -51 -50 -53 -58 -32 58 81 40 84 81 64 66 29 56 -46   67 -44 -35 -28 -30 -24 -29 -29 -15 49 -19 29
CCK24 49 80 67 41 78 -74 -84 -93 -64 -85 -76 -45 -60 77 90 -1 79 84 94 94 61 92 -82 67   -13 -81 -69 -63 -68 -31 27 28 88 21 57
SBK24 38 21 32 -4 22 -11 0 -3 -21 -18 -3 11 -35 15 -39 -66 -51 -39 -6 -7 38 5 -12 -44 -13   1 -22 -21 -27 -7 47 43 6 45 6
W_K24 -66 -88 -80 -48 -91 65 74 82 53 84 68 15 65 -65 -65 29 -49 -55 -78 -78 -65 -85 83 -35 -81 1   86 81 85 49 -63 -64 -86 -58 -56
C_K24 -75 -86 -86 -40 -93 71 73 74 62 90 64 21 75 -71 -44 49 -25 -36 -70 -70 -73 -80 79 -28 -69 -22 86   97 98 73 -71 -75 -81 -75 -49
S_K24 -69 -80 -81 -32 -88 69 70 68 63 88 63 21 76 -71 -42 49 -22 -33 -65 -65 -69 -75 71 -30 -63 -21 81 97   97 82 -68 -74 -77 -75 -41
SMK24 -77 -88 -88 -42 -93 68 71 72 59 89 62 15 74 -68 -44 51 -24 -34 -71 -70 -77 -81 77 -24 -68 -27 85 98 97   68 -75 -77 -82 -76 -46
BOK24 -42 -46 -53 -10 -56 46 46 36 51 60 44 22 58 -52 -19 35 -4 -15 -30 -31 -33 -38 45 -29 -31 -7 49 73 82 68   -47 -58 -47 -64 -28
CTK24 80 73 78 53 75 -30 -34 -39 -25 -51 -27 19 -49 29 -3 -65 -22 -11 32 30 57 46 -60 -29 27 47 -63 -71 -68 -75 -47   87 53 85 49
LCM24 81 72 79 42 72 -31 -34 -37 -32 -56 -26 15 -54 35 -0 -62 -18 -5 33 32 66 52 -63 -15 28 43 -64 -75 -74 -77 -58 87   52 98 45
HEM24 65 90 82 50 88 -69 -78 -87 -56 -85 -68 -20 -62 69 75 -19 63 70 90 89 74 90 -84 49 88 6 -86 -81 -77 -82 -47 53 52   47 63
FCK24 81 68 76 41 70 -26 -27 -29 -27 -53 -19 19 -50 30 -6 -63 -25 -10 28 27 62 46 -55 -19 21 45 -58 -75 -75 -76 -64 85 98 47   36
JOK24 45 60 53 30 54 -45 -57 -67 -54 -52 -51 -36 -51 55 40 -17 35 38 52 51 49 55 -75 29 57 6 -56 -49 -41 -46 -28 49 45 63 36  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.