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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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90 Day
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120 Day
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180 Day
Correlations
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30 Day
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 120 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 56 56 67 71 51 41 69 24 -70 -45 -23 -14 3 -65 -64 -68 -67 83 83 84 80 11 56 53 68 53 -59 68 9 -30 -20 -39
ESM22 97   66 65 75 75 59 40 70 28 -74 -44 -21 -9 3 -70 -68 -75 -72 77 80 82 74 -5 66 63 75 65 -72 75 1 -41 -17 -38
USM22 56 66   99 82 85 96 -5 74 -14 -86 -53 10 -19 -25 -82 -83 -91 -89 58 67 67 19 -60 98 97 91 94 17 91 -8 -52 -51 -72
TYM22 56 65 99   80 86 96 -8 75 -21 -87 -57 10 -23 -29 -84 -85 -92 -91 61 70 71 19 -59 99 98 92 93 79 93 -8 -52 -56 -77
SFM22 67 75 82 80   91 87 43 93 31 -94 -18 32 22 23 -62 -62 -80 -74 60 61 65 28 -20 78 73 80 65 37 79 28 -29 -38 -56
EUM22 71 75 85 86 91   92 26 94 1 -99 -47 20 -8 -5 -78 -79 -91 -88 78 80 82 34 -19 82 77 85 71 78 84 25 -29 -62 -78
JYM22 51 59 96 96 87 92   5 85 -12 -93 -46 28 -9 -15 -76 -78 -90 -88 59 67 67 9 -50 94 92 88 84 95 88 11 -39 -61 -78
CDM22 41 40 -5 -8 43 26 5   44 76 -30 33 25 56 71 14 15 -4 3 25 17 21 29 52 -6 -10 8 -14 -16 8 46 16 21 20
BPM22 69 70 74 75 93 94 85 44   19 -96 -26 38 14 18 -61 -62 -79 -74 72 71 74 29 -4 71 66 78 55 64 77 40 -18 -55 -68
ADM22 24 28 -14 -21 31 1 -12 76 19   -6 67 31 79 87 36 38 18 28 -13 -20 -16 14 33 -19 -23 -12 -26 11 -12 35 11 51 51
DXM22 -70 -74 -86 -87 -94 -99 -93 -30 -96 -6   42 -25 2 0 76 76 91 87 -75 -78 -79 -30 21 -83 -79 -86 -72 -76 -86 -26 29 59 76
GCM22 -45 -44 -53 -57 -18 -47 -46 33 -26 67 42   52 87 79 80 81 66 74 -69 -76 -73 -45 24 -58 -59 -61 -66 -2 -61 35 40 55 67
PLN22 -23 -21 10 10 32 20 28 25 38 31 -25 52   63 54 31 30 7 13 -18 -22 -19 -57 -3 4 2 -1 -15 14 -1 59 31 -17 -10
SIN22 -14 -9 -19 -23 22 -8 -9 56 14 79 2 87 63   89 50 52 30 40 -39 -44 -39 -29 13 -22 -24 -23 -34 35 -24 43 24 45 46
HGN22 3 3 -25 -29 23 -5 -15 71 18 87 0 79 54 89   52 54 31 41 -25 -34 -29 -11 39 -29 -33 -26 -43 -34 -26 53 33 42 46
CLM22 -65 -70 -82 -84 -62 -78 -76 14 -61 36 76 80 31 50 52   100 94 96 -75 -85 -83 -50 41 -85 -84 -86 -86 -80 -86 25 55 52 74
ITCON22 -64 -68 -83 -85 -62 -79 -78 15 -62 38 76 81 30 52 54 100   95 97 -76 -86 -84 -48 40 -85 -85 -86 -87 -82 -87 24 54 56 76
HOM22 -68 -75 -91 -92 -80 -91 -90 -4 -79 18 91 66 7 30 31 94 95   99 -76 -85 -84 -41 40 -91 -89 -92 -88 -77 -92 7 50 55 76
ITSM22 -67 -72 -89 -91 -74 -88 -88 3 -74 28 87 74 13 40 41 96 97 99   -77 -86 -85 -42 40 -90 -89 -91 -88 -83 -91 12 51 59 79
PILM22 83 77 58 61 60 78 59 25 72 -13 -75 -69 -18 -39 -25 -75 -76 -76 -77   97 98 73 17 59 56 73 55 -64 72 13 -22 -53 -67
DFM22 83 80 67 70 61 80 67 17 71 -20 -78 -76 -22 -44 -34 -85 -86 -85 -86 97   100 69 -1 70 68 81 68 -50 80 1 -33 -51 -68
FXM22 84 82 67 71 65 82 67 21 74 -16 -79 -73 -19 -39 -29 -83 -84 -84 -85 98 100   70 2 70 68 81 67 -59 81 4 -32 -51 -68
SZM22 80 74 19 19 28 34 9 29 29 14 -30 -45 -57 -29 -11 -50 -48 -41 -42 73 69 70   38 22 20 41 27 -54 40 -11 -23 3 -10
LQGM22 11 -5 -60 -59 -20 -19 -50 52 -4 33 21 24 -3 13 39 41 40 40 40 17 -1 2 38   -62 -66 -39 -65 -79 -41 46 54 11 25
OBM22 56 66 98 99 78 82 94 -6 71 -19 -83 -58 4 -22 -29 -85 -85 -91 -90 59 70 70 22 -62   100 94 97 47 94 -16 -57 -47 -70
GBM22 53 63 97 98 73 77 92 -10 66 -23 -79 -59 2 -24 -33 -84 -85 -89 -89 56 68 68 20 -66 100   93 97 62 93 -22 -61 -45 -67
EPM22 68 75 91 92 80 85 88 8 78 -12 -86 -61 -1 -23 -26 -86 -86 -92 -91 73 81 81 41 -39 94 93   89 81 100 -15 -60 -51 -72
LFGM22 53 65 94 93 65 71 84 -14 55 -26 -72 -66 -15 -34 -43 -86 -87 -88 -88 55 68 67 27 -65 97 97 89   27 90 -31 -64 -35 -60
LFLM22 -59 -72 17 79 37 78 95 -16 64 11 -76 -2 14 35 -34 -80 -82 -77 -83 -64 -50 -59 -54 -79 47 62 81 27   82 -17 -15 -62 -58
LELM22 -37 -43 37 53 33 47 74 -32 41 -17 -46 -0 -7 16 -21 -79 -80 -75 -80 -33 -33 -39 -0 -57 69 79 97 44 82   -15 -13 -42 -39
CCN22 -3 -3 -62 10 -33 1 -4 7 10 3 -4 -31 -32 -45 -8 38 37 41 38 -2 -34 13 -68 13 -43 -27 -11 -71 -18 -15   95 66 65
LCCN22 -16 -12 -53 22 -46 -6 -6 -2 -1 -10 2 -43 -38 -55 -16 35 33 38 36 -14 -54 -3 -75 7 -36 -19 -9 -62 -15 -13 95   62 60
SBN22 46 62 -41 -41 -42 -52 -52 -11 -45 -29 50 -7 -47 -61 3 56 57 53 59 56 58 64 13 64 -29 -20 -44 -27 -63 -42 66 62   99
LSBQ22 47 62 -35 -42 -43 -52 -51 -11 -45 -30 48 -5 -45 -58 2 54 55 51 56 57 60 65 21 64 -21 -14 -42 -17 -58 -39 65 60 99  
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