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 90 trading days) - May 16, 2022
  YMM22 ESM22 USM22 TYM22 SFM22 EUM22 JYM22 CDM22 BPM22 ADM22 DXM22 GCM22 PLN22 SIN22 HGN22 CLM22 ITCON22 HOM22 ITSM22 PILM22 DFM22 FXM22 SZM22 LQGM22 OBM22 GBM22 EPM22 LFGM22 LFLM22 LELM22 CCN22 LCCN22 SBN22 LSBQ22
YMM22   97 42 41 65 69 42 73 71 38 -67 -28 -4 6 32 -59 -56 -62 -59 79 78 80 73 47 43 37 60 39 -54 58 43 -7 -26 -36
ESM22 97   49 46 74 71 48 81 74 52 -71 -15 6 20 44 -54 -51 -63 -58 72 71 74 66 40 48 42 63 44 -59 62 46 -12 -21 -30
USM22 42 49   99 85 85 98 26 85 3 -89 -22 65 15 13 -66 -67 -84 -81 50 55 57 -15 -38 98 96 86 93 17 86 45 -21 -65 -73
TYM22 41 46 99   81 86 98 20 85 -8 -88 -30 62 7 4 -71 -73 -86 -85 54 59 61 -13 -38 98 97 88 94 79 88 42 -21 -70 -79
SFM22 65 74 85 81   90 86 64 95 43 -93 2 60 44 50 -61 -59 -82 -75 56 57 61 16 -4 82 77 80 74 15 80 62 -12 -39 -51
EUM22 69 71 85 86 90   90 48 97 12 -99 -31 50 11 19 -80 -80 -94 -91 76 78 80 21 5 82 77 83 74 67 83 64 -4 -68 -77
JYM22 42 48 98 98 86 90   26 90 -0 -93 -24 68 15 12 -71 -72 -89 -86 54 59 61 -13 -32 96 93 85 89 95 85 53 -13 -69 -78
CDM22 73 81 26 20 64 48 26   55 77 -50 18 8 50 68 -20 -17 -37 -28 44 42 46 57 47 26 20 41 22 -41 40 39 -7 18 9
BPM22 71 74 85 85 95 97 90 55   23 -99 -20 54 23 30 -75 -75 -91 -87 73 74 77 23 5 84 79 86 75 49 86 63 -10 -58 -69
ADM22 38 52 3 -8 43 12 -0 77 23   -16 69 21 80 90 26 31 3 16 -10 -13 -8 25 21 -3 -7 3 -9 -17 2 26 -7 53 48
DXM22 -67 -71 -89 -88 -93 -99 -93 -50 -99 -16   26 -54 -17 -23 78 79 94 90 -73 -76 -78 -17 -1 -86 -81 -86 -78 -65 -86 -63 8 64 75
GCM22 -28 -15 -22 -30 2 -31 -24 18 -20 69 26   34 87 72 65 68 44 56 -67 -69 -65 -32 -22 -28 -28 -39 -36 -18 -39 3 3 68 66
PLN22 -4 6 65 62 60 50 68 8 54 21 -54 34   52 39 -9 -11 -38 -31 -4 -1 3 -55 -48 59 58 39 47 -34 40 49 5 -26 -32
SIN22 6 20 15 7 44 11 15 50 23 80 -17 87 52   87 31 34 3 17 -31 -32 -27 -16 -17 12 10 3 0 -13 2 28 -3 48 40
HGN22 32 44 13 4 50 19 12 68 30 90 -23 72 39 87   25 29 -2 11 -13 -16 -10 9 9 9 4 6 -1 -53 5 37 2 47 38
CLM22 -59 -54 -66 -71 -61 -80 -71 -20 -75 26 78 65 -9 31 25   100 91 94 -84 -87 -86 -37 -11 -70 -67 -79 -67 -76 -79 -33 13 76 84
ITCON22 -56 -51 -67 -73 -59 -80 -72 -17 -75 31 79 68 -11 34 29 100   91 95 -84 -87 -86 -31 -10 -71 -68 -79 -69 -78 -79 -32 13 80 87
HOM22 -62 -63 -84 -86 -82 -94 -89 -37 -91 3 94 44 -38 3 -2 91 91   98 -78 -82 -82 -23 0 -85 -81 -88 -80 -73 -88 -48 15 69 80
ITSM22 -59 -58 -81 -85 -75 -91 -86 -28 -87 16 90 56 -31 17 11 94 95 98   -80 -84 -84 -21 -2 -83 -79 -87 -79 -78 -87 -42 15 77 86
PILM22 79 72 50 54 56 76 54 44 73 -10 -73 -67 -4 -31 -13 -84 -84 -78 -80   99 99 64 48 53 48 69 53 -56 68 40 -1 -62 -69
DFM22 78 71 55 59 57 78 59 42 74 -13 -76 -69 -1 -32 -16 -87 -87 -82 -84 99   100 60 41 59 54 74 59 -50 73 38 -5 -65 -71
FXM22 80 74 57 61 61 80 61 46 77 -8 -78 -65 3 -27 -10 -86 -86 -82 -84 99 100   60 41 60 56 75 60 -45 74 41 -5 -63 -71
SZM22 73 66 -15 -13 16 21 -13 57 23 25 -17 -32 -55 -16 9 -37 -31 -23 -21 64 60 60   82 -11 -16 18 -5 -54 16 9 -1 5 -0
LQGM22 47 40 -38 -38 -4 5 -32 47 5 21 -1 -22 -48 -17 9 -11 -10 0 -2 48 41 41 82   -36 -42 -8 -36 -75 -10 20 26 12 12
OBM22 43 48 98 98 82 82 96 26 84 -3 -86 -28 59 12 9 -70 -71 -85 -83 53 59 60 -11 -36   99 92 97 47 92 35 -28 -64 -74
GBM22 37 42 96 97 77 77 93 20 79 -7 -81 -28 58 10 4 -67 -68 -81 -79 48 54 56 -16 -42 99   90 97 62 91 28 -32 -63 -73
EPM22 60 63 86 88 80 83 85 41 86 3 -86 -39 39 3 6 -79 -79 -88 -87 69 74 75 18 -8 92 90   91 80 100 26 -39 -62 -72
LFGM22 39 44 93 94 74 74 89 22 75 -9 -78 -36 47 0 -1 -67 -69 -80 -79 53 59 60 -5 -36 97 97 91   27 91 23 -34 -60 -70
LFLM22 -54 -59 17 79 15 67 95 -41 49 -17 -65 -18 -34 -13 -53 -76 -78 -73 -78 -56 -50 -45 -54 -75 47 62 80 27   82 35 38 -24 -14
LELM22 -35 -34 37 53 11 34 70 -53 23 -39 -30 -6 -36 -14 -38 -79 -79 -75 -79 -33 -33 -35 -0 -53 69 79 96 44 82   10 18 -34 -17
CCN22 -43 -68 -62 10 -17 56 40 31 63 43 -58 -26 13 4 -10 13 11 20 11 -61 -34 -40 -68 -49 -43 -27 17 -71 35 10   93 21 19
LCCN22 -58 -78 -53 22 -31 46 38 16 48 22 -46 -43 -2 -20 -18 8 6 16 7 -71 -54 -59 -75 -55 -36 -19 26 -62 38 18 93   11 9
SBN22 37 28 -41 -41 -18 -5 -29 38 2 36 4 45 47 44 22 55 55 52 53 32 58 51 13 36 -29 -20 -40 -27 -26 -34 21 11   95
LSBQ22 39 29 -35 -42 -19 -7 -22 30 1 26 5 47 46 43 16 42 41 39 38 39 60 54 21 37 -21 -14 -23 -17 -14 -17 19 9 95  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.