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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
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US+European
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60 Day
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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) - Jun 14, 2019
  YMU19 ESU19 USU19 TYU19 SFU19 EUU19 JYU19 CDU19 BPU19 ADU19 DXU19 GCQ19 PLN19 SIN19 HGN19 CLN19 ITCOQ19 HON19 ITSN19 PILU19 DFU19 FXU19 SZU19 LQGU19 OBU19 GBU19 EPU19 LFGU19 LFLU19 LELU19 CCN19 LCCN19 SBN19 LSBQ19
YMU19   97 26 37 -77 -68 -70 15 35 -14 58 4 61 -32 65 84 85 82 82 91 84 89 83 90 67 48 52 33 68 51 -17 -0 -5 -35
ESU19 97   39 52 -83 -78 -68 -1 22 -28 69 -7 61 -49 53 85 88 80 82 97 93 96 92 95 78 62 66 48 77 64 -7 11 -20 -51
USU19 26 39   98 -31 -63 13 -34 -58 -68 60 15 -17 -61 -38 2 11 -8 0 49 47 52 62 51 87 94 88 95 78 89 49 55 -48 -64
TYU19 37 52 98   -42 -72 1 -38 -51 -68 67 6 -2 -68 -28 18 26 7 14 61 58 64 71 63 92 96 93 95 84 93 44 54 -52 -71
SFU19 -77 -83 -31 -42   88 69 32 -1 51 -86 37 -44 64 -36 -76 -82 -75 -78 -85 -86 -85 -81 -80 -67 -58 -61 -34 -66 -61 8 -17 49 65
EUU19 -68 -78 -63 -72 88   55 49 23 72 -98 33 -29 81 -15 -64 -71 -58 -63 -86 -85 -86 -89 -83 -86 -83 -84 -68 -86 -84 -14 -35 60 80
JYU19 -70 -68 13 1 69 55   21 -40 11 -55 38 -68 39 -79 -75 -73 -74 -74 -71 -66 -64 -58 -65 -22 -6 -22 -4 -38 -25 30 9 10 35
CDU19 15 -1 -34 -38 32 49 21   49 70 -61 64 3 71 29 -0 -5 8 2 -21 -40 -28 -42 -15 -30 -41 -48 -46 -29 -46 -25 -41 70 71
BPU19 35 22 -58 -51 -1 23 -40 49   61 -35 18 52 46 76 40 31 46 40 7 -8 4 -16 2 -26 -49 -45 -56 -18 -47 -71 -75 47 41
ADU19 -14 -28 -68 -68 51 72 11 70 61   -77 30 24 79 37 -6 -18 -4 -11 -44 -51 -49 -60 -40 -67 -76 -75 -68 -60 -74 -35 -49 78 76
DXU19 58 69 60 67 -86 -98 -55 -61 -35 -77   -43 24 -85 8 56 65 51 56 80 82 80 85 77 78 79 82 65 79 82 20 44 -66 -83
GCQ19 4 -7 15 6 37 33 38 64 18 30 -43   -23 60 3 -33 -33 -27 -30 -17 -37 -17 -23 -10 8 3 -8 11 4 -11 -9 -19 52 48
PLN19 61 61 -17 -2 -44 -29 -68 3 52 24 24 -23   -11 73 76 70 69 69 56 51 55 37 54 15 -2 9 -15 24 7 -19 -7 11 -19
SIN19 -32 -49 -61 -68 64 81 39 71 46 79 -85 60 -11   15 -36 -44 -28 -35 -65 -78 -66 -79 -59 -65 -71 -79 -64 -63 -82 -31 -47 73 85
HGN19 65 53 -38 -28 -36 -15 -79 29 76 37 8 3 73 15   67 60 70 66 46 29 40 23 45 1 -23 -13 -25 16 -13 -56 -44 32 9
CLN19 84 85 2 18 -76 -64 -75 -0 40 -6 56 -33 76 -36 67   99 97 97 79 74 78 63 79 46 27 33 5 53 32 -25 -10 -15 -40
ITCOQ19 85 88 11 26 -82 -71 -73 -5 31 -18 65 -33 70 -44 60 99   97 97 84 81 83 71 83 54 38 43 15 59 41 -19 -2 -23 -46
HON19 82 80 -8 7 -75 -58 -74 8 46 -4 51 -27 69 -28 70 97 97   99 73 67 71 56 72 37 18 22 -7 45 22 -34 -19 -11 -30
ITSN19 82 82 0 14 -78 -63 -74 2 40 -11 56 -30 69 -35 66 97 97 99   77 72 75 62 75 44 26 31 3 51 30 -31 -14 -18 -37
PILU19 91 97 49 61 -85 -86 -71 -21 7 -44 80 -17 56 -65 46 79 84 73 77   96 100 96 97 83 70 77 58 83 76 3 20 -34 -64
DFU19 84 93 47 58 -86 -85 -66 -40 -8 -51 82 -37 51 -78 29 74 81 67 72 96   98 95 92 79 69 78 52 73 77 14 31 -45 -69
FXU19 89 96 52 64 -85 -86 -64 -28 4 -49 80 -17 55 -66 40 78 83 71 75 100 98   97 97 83 71 79 58 82 79 9 26 -39 -67
SZU19 83 92 62 71 -81 -89 -58 -42 -16 -60 85 -23 37 -79 23 63 71 56 62 96 95 97   93 89 80 85 70 84 86 16 34 -46 -71
LQGU19 90 95 51 63 -80 -83 -65 -15 2 -40 77 -10 54 -59 45 79 83 72 75 97 92 97 93   83 70 75 60 84 75 9 27 -28 -61
OBU19 67 78 87 92 -67 -86 -22 -30 -26 -67 78 8 15 -65 1 46 54 37 44 83 79 83 89 83   96 92 93 94 93 27 37 -48 -70
GBU19 48 62 94 96 -58 -83 -6 -41 -49 -76 79 3 -2 -71 -23 27 38 18 26 70 69 71 80 70 96   95 93 88 95 45 54 -57 -74
EPU19 52 66 88 93 -61 -84 -22 -48 -45 -75 82 -8 9 -79 -13 33 43 22 31 77 78 79 85 75 92 95   87 85 100 47 56 -56 -77
LFGU19 33 48 95 95 -34 -68 -4 -46 -56 -68 65 11 -15 -64 -25 5 15 -7 3 58 52 58 70 60 93 93 87   89 88 39 47 -47 -65
LFLU19 68 77 78 84 -66 -86 -38 -29 -18 -60 79 4 24 -63 16 53 59 45 51 83 73 82 84 84 94 88 85 89   85 13 27 -49 -73
LELU19 51 64 89 93 -61 -84 -25 -46 -47 -74 82 -11 7 -82 -13 32 41 22 30 76 77 79 86 75 93 95 100 88 85   43 53 -55 -77
CCN19 -17 -7 49 44 8 -14 30 -25 -71 -35 20 -9 -19 -31 -56 -25 -19 -34 -31 3 14 9 16 9 27 45 47 39 13 43   92 -22 -30
LCCN19 -0 11 55 54 -17 -35 9 -41 -75 -49 44 -19 -7 -47 -44 -10 -2 -19 -14 20 31 26 34 27 37 54 56 47 27 53 92   -35 -46
SBN19 -5 -20 -48 -52 49 60 10 70 47 78 -66 52 11 73 32 -15 -23 -11 -18 -34 -45 -39 -46 -28 -48 -57 -56 -47 -49 -55 -22 -35   88
LSBQ19 -35 -51 -64 -71 65 80 35 71 41 76 -83 48 -19 85 9 -40 -46 -30 -37 -64 -69 -67 -71 -61 -70 -74 -77 -65 -73 -77 -30 -46 88  
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