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) - May 16, 2022   YMM22 ESM22 NQM22 QRM22 NKM22 USM22 TYM22 EDM22 SFM22 EUM22 JYM22 CDM22 BPM22 ADM22 DXM22 GCM22 PLN22 SIN22 HGN22 CLM22 CBN22 HOM22 RBM22 NGM22 KCN22 CCN22 SBN22 W_N22 C_N22 S_N22 SMN22 BON22 CTN22 LCM22 HEM22 FCQ22 LBN22 JON22 YMM22   97 94 88 80 42 41 55 65 69 42 73 71 38 -67 -28 -4 6 32 -59 -56 -62 -70 -50 49 43 -26 -63 -58 -50 3 -70 -40 52 -2 52 25 -36 ESM22 97   98 94 77 49 46 56 74 71 48 81 74 52 -71 -15 6 20 44 -54 -51 -63 -69 -55 47 46 -21 -57 -59 -46 12 -72 -46 47 9 52 28 -44 NQM22 94 98   94 74 61 58 68 80 79 59 76 81 44 -79 -22 14 16 37 -62 -60 -72 -77 -66 54 47 -33 -66 -70 -57 3 -81 -56 49 1 60 35 -54 QRM22 88 94 94   63 60 56 60 81 74 58 75 78 56 -75 -0 23 35 49 -50 -48 -65 -69 -65 45 44 -24 -51 -60 -42 20 -74 -61 43 15 58 48 -57 NKM22 80 77 74 63   5 5 28 26 35 4 61 34 26 -32 -40 -39 -21 7 -37 -35 -30 -38 -15 24 12 -14 -46 -33 -43 -17 -39 1 29 -15 21 -4 -3 USM22 42 49 61 60 5   99 90 85 85 98 26 85 3 -89 -22 65 15 13 -66 -67 -84 -78 -94 60 45 -65 -66 -87 -60 -10 -85 -94 45 -11 76 68 -90 TYM22 41 46 58 56 5 99   93 81 86 98 20 85 -8 -88 -30 62 7 4 -71 -73 -86 -80 -94 64 42 -70 -71 -90 -65 -20 -85 -94 46 -20 76 68 -87 EDM22 55 56 68 60 28 90 93   77 87 90 28 86 -14 -88 -50 41 -10 -8 -85 -86 -91 -89 -87 67 35 -71 -84 -95 -83 -41 -91 -85 47 -38 71 53 -73 SFM22 65 74 80 81 26 85 81 77   90 86 64 95 43 -93 2 60 44 50 -61 -59 -82 -81 -86 68 62 -39 -62 -77 -46 16 -84 -83 55 20 75 57 -77 EUM22 69 71 79 74 35 85 86 87 90   90 48 97 12 -99 -31 50 11 19 -80 -80 -94 -91 -91 81 64 -68 -85 -92 -62 -5 -92 -84 74 -2 89 61 -83 JYM22 42 48 59 58 4 98 98 90 86 90   26 90 -0 -93 -24 68 15 12 -71 -72 -89 -82 -95 70 53 -69 -72 -91 -60 -10 -87 -95 54 -9 83 69 -91 CDM22 73 81 76 75 61 26 20 28 64 48 26   55 77 -50 18 8 50 68 -20 -17 -37 -41 -32 28 39 18 -25 -28 -19 27 -46 -23 26 35 26 7 -22 BPM22 71 74 81 78 34 85 85 86 95 97 90 55   23 -99 -20 54 23 30 -75 -75 -91 -90 -89 79 63 -58 -79 -88 -57 2 -90 -84 70 4 84 61 -79 ADM22 38 52 44 56 26 3 -8 -14 43 12 -0 77 23   -16 69 21 80 90 26 31 3 1 -5 -6 26 53 26 15 31 68 -9 -5 -3 68 -0 1 -8 DXM22 -67 -71 -79 -75 -32 -89 -88 -88 -93 -99 -93 -50 -99 -16   26 -54 -17 -23 78 79 94 91 93 -79 -63 64 82 92 61 3 93 87 -69 -1 -88 -61 84 GCM22 -28 -15 -22 -0 -40 -22 -30 -50 2 -31 -24 18 -20 69 26   34 87 72 65 68 44 44 25 -35 3 68 69 56 71 77 40 14 -28 76 -28 0 14 PLN22 -4 6 14 23 -39 65 62 41 60 50 68 8 54 21 -54 34   52 39 -9 -11 -38 -27 -56 40 49 -26 -16 -40 1 32 -38 -63 33 35 57 56 -68 SIN22 6 20 16 35 -21 15 7 -10 44 11 15 50 23 80 -17 87 52   87 31 34 3 3 -15 -5 28 48 34 16 42 73 -2 -22 -1 77 6 21 -17 HGN22 32 44 37 49 7 13 4 -8 50 19 12 68 30 90 -23 72 39 87   25 29 -2 -2 -13 6 37 47 24 11 36 74 -9 -16 9 75 8 15 -15 CLM22 -59 -54 -62 -50 -37 -66 -71 -85 -61 -80 -71 -20 -75 26 78 65 -9 31 25   100 91 95 73 -69 -33 76 93 88 83 46 83 68 -55 44 -66 -38 55 CBN22 -56 -51 -60 -48 -35 -67 -73 -86 -59 -80 -72 -17 -75 31 79 68 -11 34 29 100   91 94 75 -70 -32 80 94 89 83 48 83 68 -57 45 -68 -40 58 HOM22 -62 -63 -72 -65 -30 -84 -86 -91 -82 -94 -89 -37 -91 3 94 44 -38 3 -2 91 91   96 90 -75 -48 69 88 95 74 22 94 85 -61 18 -79 -50 78 RBM22 -70 -69 -77 -69 -38 -78 -80 -89 -81 -91 -82 -41 -90 1 91 44 -27 3 -2 95 94 96   85 -72 -46 67 90 91 76 24 92 79 -61 21 -75 -47 68 NGM22 -50 -55 -66 -65 -15 -94 -94 -87 -86 -91 -95 -32 -89 -5 93 25 -56 -15 -13 73 75 90 85   -66 -50 66 73 91 63 7 90 95 -53 7 -82 -67 91 KCN22 49 47 54 45 24 60 64 67 68 81 70 28 79 -6 -79 -35 40 -5 6 -69 -70 -75 -72 -66   71 -60 -78 -73 -47 -11 -68 -57 76 -9 72 49 -58 CCN22 43 46 47 44 12 45 42 35 62 64 53 39 63 26 -63 3 49 28 37 -33 -32 -48 -46 -50 71   -26 -46 -46 -13 30 -51 -40 64 26 65 45 -52 SBN22 -26 -21 -33 -24 -14 -65 -70 -71 -39 -68 -69 18 -58 53 64 68 -26 48 47 76 80 69 67 66 -60 -26   82 79 61 41 61 60 -60 42 -74 -55 65 W_N22 -63 -57 -66 -51 -46 -66 -71 -84 -62 -85 -72 -25 -79 26 82 69 -16 34 24 93 94 88 90 73 -78 -46 82   91 80 43 83 62 -69 38 -76 -39 59 C_N22 -58 -59 -70 -60 -33 -87 -90 -95 -77 -92 -91 -28 -88 15 92 56 -40 16 11 88 89 95 91 91 -73 -46 79 91   83 36 95 84 -59 33 -83 -53 80 S_N22 -50 -46 -57 -42 -43 -60 -65 -83 -46 -62 -60 -19 -57 31 61 71 1 42 36 83 83 74 76 63 -47 -13 61 80 83   74 80 56 -22 69 -45 -24 41 SMN22 3 12 3 20 -17 -10 -20 -41 16 -5 -10 27 2 68 3 77 32 73 74 46 48 22 24 7 -11 30 41 43 36 74   21 4 13 89 4 11 -11 BON22 -70 -72 -81 -74 -39 -85 -85 -91 -84 -92 -87 -46 -90 -9 93 40 -38 -2 -9 83 83 94 92 90 -68 -51 61 83 95 80 21   84 -52 22 -78 -50 78 CTN22 -40 -46 -56 -61 1 -94 -94 -85 -83 -84 -95 -23 -84 -5 87 14 -63 -22 -16 68 68 85 79 95 -57 -40 60 62 84 56 4 84   -42 7 -75 -71 89 LCM22 52 47 49 43 29 45 46 47 55 74 54 26 70 -3 -69 -28 33 -1 9 -55 -57 -61 -61 -53 76 64 -60 -69 -59 -22 13 -52 -42   19 83 44 -54 HEM22 -2 9 1 15 -15 -11 -20 -38 20 -2 -9 35 4 68 -1 76 35 77 75 44 45 18 21 7 -9 26 42 38 33 69 89 22 7 19   7 -1 -8 FCQ22 52 52 60 58 21 76 76 71 75 89 83 26 84 -0 -88 -28 57 6 8 -66 -68 -79 -75 -82 72 65 -74 -76 -83 -45 4 -78 -75 83 7   65 -82 LBN22 25 28 35 48 -4 68 68 53 57 61 69 7 61 1 -61 0 56 21 15 -38 -40 -50 -47 -67 49 45 -55 -39 -53 -24 11 -50 -71 44 -1 65   -68 JON22 -36 -44 -54 -57 -3 -90 -87 -73 -77 -83 -91 -22 -79 -8 84 14 -68 -17 -15 55 58 78 68 91 -58 -52 65 59 80 41 -11 78 89 -54 -8 -82 -68   Copyright © 1989- Moore Research Center, Inc. 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