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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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120 Day
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180 Day
Correlations
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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 90 trading days) - Mar 19, 2019
  YMM19 ESM19 USM19 TYM19 SFM19 EUM19 JYM19 CDM19 BPM19 ADM19 DXM19 GCJ19 PLJ19 SIK19 HGK19 CLK19 ITCOM19 HOJ19 ITSJ19 PILM19 DFM19 FXM19 SZM19 LQGM19 OBM19 GBM19 EPM19 LFGM19 LFLM19 LELM19 CCK19 LCCK19 SBK19 LSBK19
YMM19   99 -20 -11 -72 -45 -48 64 71 24 27 9 56 -3 78 86 86 85 85 89 90 88 87 86 22 6 25 -4 37 23 -46 -28 35 21
ESM19 99   -19 -9 -72 -46 -48 63 71 23 28 8 55 -5 79 86 85 84 83 90 91 90 88 87 24 8 28 -2 38 24 -50 -32 33 18
USM19 -20 -19   98 -23 -40 64 -31 10 -70 3 88 -47 83 11 -26 -33 -31 -35 3 -18 6 20 4 89 93 48 89 74 40 25 40 -27 -17
TYM19 -11 -9 98   -30 -44 64 -23 21 -69 2 91 -37 85 19 -17 -24 -22 -26 13 -7 17 29 15 92 95 55 87 79 45 22 38 -26 -17
SFM19 -72 -72 -23 -30   87 30 -19 -64 34 -62 -36 -20 -16 -76 -62 -60 -62 -61 -84 -72 -83 -85 -81 -62 -49 -50 -34 -70 -45 38 12 9 15
EUM19 -45 -46 -40 -44 87   23 15 -35 54 -81 -35 8 -15 -60 -32 -32 -32 -31 -65 -47 -64 -69 -62 -69 -61 -52 -54 -71 -45 35 3 24 28
JYM19 -48 -48 64 64 30 23   -6 -5 -32 -61 62 -36 78 -47 -37 -44 -39 -44 -44 -45 -39 -25 -34 38 50 5 35 18 -3 61 43 -4 16
CDM19 64 63 -31 -23 -19 15 -6   48 62 -37 7 55 12 31 67 64 66 65 40 49 36 34 47 -11 -18 -23 -27 2 -23 -21 -29 64 57
BPM19 71 71 10 21 -64 -35 -5 48   -9 -7 37 59 27 63 73 68 71 69 78 80 80 78 65 41 26 42 -1 43 43 -20 -18 18 16
ADM19 24 23 -70 -69 34 54 -32 62 -9   -35 -53 29 -44 -8 21 22 19 21 -9 9 -14 -22 -6 -66 -66 -50 -58 -58 -44 -31 -52 55 47
DXM19 27 28 3 2 -62 -81 -61 -37 -7 -35   -13 -15 -33 45 12 29 15 28 46 27 40 39 42 27 21 28 25 33 27 -45 -5 -33 -38
GCJ19 9 8 88 91 -36 -35 62 7 37 -53 -13   -19 95 29 2 -6 -2 -6 23 5 25 38 27 88 88 47 77 79 44 27 40 0 7
PLJ19 56 55 -47 -37 -20 8 -36 55 59 29 -15 -19   -21 46 65 68 69 71 56 66 53 40 49 -26 -39 10 -51 -8 10 -14 -12 20 7
SIK19 -3 -5 83 85 -16 -15 78 12 27 -44 -33 95 -21   7 -5 -13 -10 -15 4 -10 6 20 12 74 79 31 66 62 25 43 46 4 14
HGK19 78 79 11 19 -76 -60 -47 31 63 -8 45 29 46 7   61 60 61 61 89 77 86 84 82 49 33 50 31 65 48 -54 -21 6 -11
CLK19 86 86 -26 -17 -62 -32 -37 67 73 21 12 2 65 -5 61   99 97 96 81 84 79 73 77 10 -6 9 -18 21 6 -30 -20 38 28
ITCOM19 86 85 -33 -24 -60 -32 -44 64 68 22 29 -6 68 -13 60 99   99 97 82 82 77 69 80 4 -11 6 -10 29 4 -28 -20 37 21
HOJ19 85 84 -31 -22 -62 -32 -39 66 71 19 15 -2 69 -10 61 97 99   99 79 82 76 70 76 5 -11 6 -24 20 4 -27 -16 36 25
ITSJ19 85 83 -35 -26 -61 -31 -44 65 69 21 28 -6 71 -15 61 96 97 99   81 82 76 68 79 3 -13 4 -14 28 4 -31 -22 35 20
PILM19 89 90 3 13 -84 -65 -44 40 78 -9 46 23 56 4 89 81 82 79 81   93 99 95 94 45 28 50 21 62 47 -45 -19 8 -6
DFM19 90 91 -18 -7 -72 -47 -45 49 80 9 27 5 66 -10 77 84 82 82 82 93   95 89 86 22 5 38 -10 34 39 -43 -29 17 6
FXM19 88 90 6 17 -83 -64 -39 36 80 -14 40 25 53 6 86 79 77 76 76 99 95   97 93 47 29 51 17 58 51 -41 -15 5 -6
SZM19 87 88 20 29 -85 -69 -25 34 78 -22 39 38 40 20 84 73 69 70 68 95 89 97   91 57 43 54 29 64 52 -35 -8 7 -0
LQGM19 86 87 4 15 -81 -62 -34 47 65 -6 42 27 49 12 82 77 80 76 79 94 86 93 91   46 31 46 24 64 39 -36 -8 14 1
OBM19 22 24 89 92 -62 -69 38 -11 41 -66 27 88 -26 74 49 10 4 5 3 45 22 47 57 46   98 62 89 93 55 -3 25 -20 -13
GBM19 6 8 93 95 -49 -61 50 -18 26 -66 21 88 -39 79 33 -6 -11 -11 -13 28 5 29 43 31 98   57 91 87 49 7 31 -21 -11
EPM19 25 28 48 55 -50 -52 5 -23 42 -50 28 47 10 31 50 9 6 6 4 50 38 51 54 46 62 57   42 59 91 -2 22 -32 -28
LFGM19 -4 -2 89 87 -34 -54 35 -27 -1 -58 25 77 -51 66 31 -18 -10 -24 -14 21 -10 17 29 24 89 91 42   81 38 -2 38 -24 -15
LFLM19 37 38 74 79 -70 -71 18 2 43 -58 33 79 -8 62 65 21 29 20 28 62 34 58 64 64 93 87 59 81   53 -17 22 -20 -17
LELM19 23 24 40 45 -45 -45 -3 -23 43 -44 27 44 10 25 48 6 4 4 4 47 39 51 52 39 55 49 91 38 53   -5 18 -19 -17
CCK19 -46 -50 25 22 38 35 61 -21 -20 -31 -45 27 -14 43 -54 -30 -28 -27 -31 -45 -43 -41 -35 -36 -3 7 -2 -2 -17 -5   87 -0 16
LCCK19 -28 -32 40 38 12 3 43 -29 -18 -52 -5 40 -12 46 -21 -20 -20 -16 -22 -19 -29 -15 -8 -8 25 31 22 38 22 18 87   -11 -4
SBK19 35 33 -27 -26 9 24 -4 64 18 55 -33 0 20 4 6 38 37 36 35 8 17 5 7 14 -20 -21 -32 -24 -20 -19 -0 -11   95
LSBK19 21 18 -17 -17 15 28 16 57 16 47 -38 7 7 14 -11 28 21 25 20 -6 6 -6 -0 1 -13 -11 -28 -15 -17 -17 16 -4 95  
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