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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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30 Day
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60 Day
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90 Day
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120 Day
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180 Day
Correlations
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30 Day
US+European
Correlations
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) - Jan 18, 2019
  YMH19 ESH19 USH19 TYH19 SFH19 EUH19 JYH19 CDH19 BPH19 ADH19 DXH19 GCG19 PLF19 SIH19 HGH19 CLH19 ITCOH19 HOG19 ITSG19 PILH19 DFH19 FXH19 SZH19 LQGH19 OBH19 GBH19 EPH19 LFGH19 LFLH19 LELH19 CCH19 LCCH19 SBH19 LSBH19
YMH19   99 -74 -81 45 66 -49 89 80 42 -62 -84 44 -60 63 85 85 84 84 94 94 94 77 90 -86 -86 -58 -81 -53 -51 -54 -67 -17 -1
ESH19 99   -69 -77 55 74 -42 90 83 37 -70 -83 37 -58 59 87 86 84 84 96 96 96 72 92 -86 -88 -62 -81 -47 -55 -52 -67 -24 -5
USH19 -74 -69   98 3 -32 69 -71 -67 -23 26 81 -76 70 -71 -75 -76 -79 -81 -67 -62 -63 -54 -59 84 76 42 78 59 36 56 50 -28 -40
TYH19 -81 -77 98   -11 -45 68 -77 -74 -19 38 86 -70 72 -73 -83 -84 -86 -87 -76 -73 -73 -55 -68 92 86 53 85 59 47 57 56 -17 -33
SFH19 45 55 3 -11   90 22 50 54 9 -88 -33 -17 -12 14 46 43 37 36 59 64 61 10 58 -43 -53 -48 -41 4 -47 -8 -30 -63 -41
EUH19 66 74 -32 -45 90   4 74 80 8 -98 -53 15 -25 39 74 72 68 67 79 81 78 24 74 -71 -78 -64 -71 -18 -62 -23 -42 -46 -20
JYH19 -49 -42 69 68 22 4   -27 -14 -41 -20 72 -35 80 -68 -29 -31 -32 -34 -42 -29 -36 -43 -35 47 42 20 31 50 19 63 55 -6 -4
CDH19 89 90 -71 -77 50 74 -27   85 22 -74 -72 51 -40 61 94 94 93 92 90 90 88 61 87 -84 -85 -69 -85 -33 -62 -52 -61 -5 16
BPH19 80 83 -67 -74 54 80 -14 85   13 -82 -64 52 -37 48 86 85 85 85 83 85 82 49 75 -86 -86 -57 -94 -55 -53 -30 -46 -12 12
ADH19 42 37 -23 -19 9 8 -41 22 13   -4 -30 26 -41 39 -1 -1 0 0 29 23 27 54 33 -4 -1 25 0 -31 23 -24 -37 -20 -29
DXH19 -62 -70 26 38 -88 -98 -20 -74 -82 -4   41 -17 10 -30 -72 -70 -67 -65 -73 -77 -73 -24 -70 65 71 59 70 15 57 14 33 40 14
GCG19 -84 -83 81 86 -33 -53 72 -72 -64 -30 41   -41 87 -66 -75 -75 -75 -76 -85 -83 -83 -57 -78 87 87 60 75 55 54 67 71 21 6
PLF19 44 37 -76 -70 -17 15 -35 51 52 26 -17 -41   -29 46 47 49 55 55 39 31 33 38 39 -51 -41 -9 -56 -51 -6 -16 -11 27 29
SIH19 -60 -58 70 72 -12 -25 80 -40 -37 -41 10 87 -29   -53 -43 -44 -44 -46 -56 -56 -56 -42 -47 63 60 28 45 49 22 56 57 9 2
HGH19 63 59 -71 -73 14 39 -68 61 48 39 -30 -66 46 -53   59 59 58 59 62 49 55 40 56 -63 -60 -45 -57 -37 -46 -71 -69 4 13
CLH19 85 87 -75 -83 46 74 -29 94 86 -1 -72 -75 47 -43 59   100 99 99 88 87 85 48 81 -91 -92 -78 -90 -34 -72 -50 -54 -0 24
ITCOH19 85 86 -76 -84 43 72 -31 94 85 -1 -70 -75 49 -44 59 100   100 99 87 87 84 49 81 -91 -91 -78 -90 -35 -71 -50 -52 2 26
HOG19 84 84 -79 -86 37 68 -32 93 85 0 -67 -75 55 -44 58 99 100   100 85 84 82 50 79 -91 -90 -75 -91 -38 -69 -49 -51 6 28
ITSG19 84 84 -81 -87 36 67 -34 92 85 0 -65 -76 55 -46 59 99 99 100   85 84 82 50 79 -91 -91 -75 -91 -39 -68 -50 -51 7 29
PILH19 94 96 -67 -76 59 79 -42 90 83 29 -73 -85 39 -56 62 88 87 85 85   99 100 70 97 -88 -91 -66 -85 -47 -61 -52 -66 -36 -15
DFH19 94 96 -62 -73 64 81 -29 90 85 23 -77 -83 31 -56 49 87 87 84 84 99   99 68 97 -88 -91 -63 -85 -43 -58 -42 -60 -38 -16
FXH19 94 96 -63 -73 61 78 -36 88 82 27 -73 -83 33 -56 55 85 84 82 82 100 99   73 98 -87 -89 -63 -83 -46 -59 -47 -64 -41 -20
SZH19 77 72 -54 -55 10 24 -43 61 49 54 -24 -57 38 -42 40 48 49 50 50 70 68 73   74 -49 -48 -18 -49 -49 -14 -36 -50 -16 -13
LQGH19 90 92 -59 -68 58 74 -35 87 75 33 -70 -78 39 -47 56 81 81 79 79 97 97 98 74   -80 -84 -59 -78 -40 -55 -48 -64 -41 -23
OBH19 -86 -86 84 92 -43 -71 47 -84 -86 -4 65 87 -51 63 -63 -91 -91 -91 -91 -88 -88 -87 -49 -80   99 69 95 56 64 51 58 14 -8
GBH19 -86 -88 76 86 -53 -78 42 -85 -86 -1 71 87 -41 60 -60 -92 -91 -90 -91 -91 -91 -89 -48 -84 99   75 93 50 70 50 59 24 0
EPH19 -58 -62 42 53 -48 -64 20 -69 -57 25 59 60 -9 28 -45 -78 -78 -75 -75 -66 -63 -63 -18 -59 69 75   65 20 92 50 52 19 -2
LFGH19 -81 -81 78 85 -41 -71 31 -85 -94 0 70 75 -56 45 -57 -90 -90 -91 -91 -85 -85 -83 -49 -78 95 93 65   60 62 43 53 8 -15
LFLH19 -53 -47 59 59 4 -18 50 -33 -55 -31 15 55 -51 49 -37 -34 -35 -38 -39 -47 -43 -46 -49 -40 56 50 20 60   17 27 39 9 7
LELH19 -51 -55 36 47 -47 -62 19 -62 -53 23 57 54 -6 22 -46 -72 -71 -69 -68 -61 -58 -59 -14 -55 64 70 92 62 17   51 51 22 1
CCH19 -54 -52 56 57 -8 -23 63 -52 -30 -24 14 67 -16 56 -71 -50 -50 -49 -50 -52 -42 -47 -36 -48 51 50 50 43 27 51   93 2 -5
LCCH19 -67 -67 50 56 -30 -42 55 -61 -46 -37 33 71 -11 57 -69 -54 -52 -51 -51 -66 -60 -64 -50 -64 58 59 52 53 39 51 93   23 12
SBH19 -17 -24 -28 -17 -63 -46 -6 -5 -12 -20 40 21 27 9 4 -0 2 6 7 -36 -38 -41 -16 -41 14 24 19 8 9 22 2 23   95
LSBH19 -1 -5 -40 -33 -41 -20 -4 16 12 -29 14 6 29 2 13 24 26 28 29 -15 -16 -20 -13 -23 -8 0 -2 -15 7 1 -5 12 95  
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