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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
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90 Day
US+European
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120 Day
US+European
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180 Day
US+European
Correlations

MRCI's Inter-Market Correlations(prev 120 trading days) - Jun 12, 2024
  YMM24 ESM24 NQM24 USU24 TYU24 SFM24 EUM24 JYM24 CDM24 BPM24 ADM24 DXM24 GCQ24 PLN24 SIN24 HGN24 CLN24 ITCOQ24 HON24 ITSN24 PILU24 DFU24 FXU24 SZU24 LQGU24 OBU24 GBU24 EPU24 LFGU24 LELU24 CCN24 LCCN24 SBN24 LSBQ24
YMM24   71 69 -12 -17 -35 -10 -32 -17 14 -19 17 16 -1 11 18 28 25 27 35 64 59 62 51 29 -32 -44 -45 12 -45 18 17 12 7
ESM24 71   95 -56 -66 -79 -46 -79 -69 4 -32 60 66 25 64 62 57 56 12 33 89 92 94 86 68 -78 -83 -88 -41 -88 70 68 -35 -36
NQM24 69 95   -42 -50 -64 -36 -69 -58 20 -26 47 48 21 54 49 39 37 5 23 73 78 81 81 54 -70 -77 -77 -37 -77 53 50 -24 -27
USU24 -12 -56 -42   97 90 88 88 90 60 67 -94 -71 -11 -60 -66 -72 -74 -21 -39 -64 -64 -69 -42 -58 89 87 85 89 84 -80 -82 44 37
TYU24 -17 -66 -50 97   95 83 92 92 54 57 -93 -82 -25 -72 -76 -74 -76 -14 -35 -75 -76 -79 -56 -71 91 88 91 85 91 -88 -89 57 52
SFM24 -35 -79 -64 90 95   80 95 92 46 55 -92 -86 -28 -76 -79 -78 -79 -18 -41 -85 -88 -89 -68 -77 89 90 94 73 94 -90 -91 54 49
EUM24 -10 -46 -36 88 83 80   78 86 75 83 -96 -55 10 -40 -46 -63 -65 -28 -44 -47 -47 -55 -27 -41 73 75 70 75 70 -73 -75 23 17
JYM24 -32 -79 -69 88 92 95 78   94 34 50 -91 -81 -31 -78 -82 -60 -62 4 -20 -78 -84 -85 -75 -80 96 94 94 80 95 -84 -85 60 55
CDM24 -17 -69 -58 90 92 92 86 94   48 64 -94 -78 -19 -70 -72 -63 -64 -4 -26 -69 -75 -77 -62 -68 91 90 90 79 90 -85 -86 53 49
BPM24 14 4 20 60 54 46 75 34 48   62 -67 -32 15 -10 -20 -49 -52 -34 -40 -17 -13 -18 20 -16 27 27 26 40 24 -45 -49 10 2
ADM24 -19 -32 -26 67 57 55 83 50 64 62   -72 -19 52 1 -3 -53 -53 -53 -60 -30 -24 -37 -4 4 53 62 51 47 51 -49 -51 -21 -24
DXM24 17 60 47 -94 -93 -92 -96 -91 -94 -67 -72   72 10 60 66 68 70 17 36 64 67 71 48 63 -86 -86 -84 -82 -84 83 85 -43 -36
GCQ24 16 66 48 -71 -82 -86 -55 -81 -78 -32 -19 72   61 93 91 68 70 -3 20 77 84 79 70 88 -71 -67 -77 -54 -77 86 87 -76 -70
PLN24 -1 25 21 -11 -25 -28 10 -31 -19 15 52 10 61   76 73 6 8 -47 -34 35 44 32 53 73 -22 -12 -24 -23 -24 23 23 -77 -74
SIN24 11 64 54 -60 -72 -76 -40 -78 -70 -10 1 60 93 76   94 50 51 -23 -1 69 78 72 78 90 -70 -62 -72 -56 -72 75 74 -85 -79
HGN24 18 62 49 -66 -76 -79 -46 -82 -72 -20 -3 66 91 73 94   47 50 -27 -5 71 79 73 75 95 -73 -66 -73 -58 -73 70 71 -85 -79
CLN24 28 57 39 -72 -74 -78 -63 -60 -63 -49 -53 68 68 6 50 47   100 66 80 72 68 72 36 44 -56 -62 -66 -44 -66 80 81 -20 -15
ITCOQ24 25 56 37 -74 -76 -79 -65 -62 -64 -52 -53 70 70 8 51 50 100   64 78 71 68 71 36 46 -57 -62 -66 -47 -66 81 82 -23 -17
HON24 27 12 5 -21 -14 -18 -28 4 -4 -34 -53 17 -3 -47 -23 -27 66 64   95 20 8 18 -23 -30 1 -12 -9 5 -8 18 19 52 54
ITSN24 35 33 23 -39 -35 -41 -44 -20 -26 -40 -60 36 20 -34 -1 -5 80 78 95   42 30 41 -3 -7 -20 -33 -32 -13 -31 40 41 33 34
PILU24 64 89 73 -64 -75 -85 -47 -78 -69 -17 -30 64 77 35 69 71 72 71 20 42   97 98 80 76 -74 -78 -87 -44 -87 78 78 -48 -47
DFU24 59 92 78 -64 -76 -88 -47 -84 -75 -13 -24 67 84 44 78 79 68 68 8 30 97   98 87 85 -78 -80 -89 -45 -89 81 81 -57 -53
FXU24 62 94 81 -69 -79 -89 -55 -85 -77 -18 -37 71 79 32 72 73 72 71 18 41 98 98   83 77 -81 -85 -93 -51 -92 82 82 -48 -46
SZU24 51 86 81 -42 -56 -68 -27 -75 -62 20 -4 48 70 53 78 75 36 36 -23 -3 80 87 83   82 -72 -71 -77 -34 -77 63 61 -59 -60
LQGU24 29 68 53 -58 -71 -77 -41 -80 -68 -16 4 63 88 73 90 95 44 46 -30 -7 76 85 77 82   -69 -62 -73 -49 -73 70 71 -83 -78
OBU24 -32 -78 -70 89 91 89 73 96 91 27 53 -86 -71 -22 -70 -73 -57 -57 1 -20 -74 -78 -81 -72 -69   97 95 88 95 -78 -79 53 47
GBU24 -44 -83 -77 87 88 90 75 94 90 27 62 -86 -67 -12 -62 -66 -62 -62 -12 -33 -78 -80 -85 -71 -62 97   96 82 96 -77 -77 39 34
EPU24 -45 -88 -77 85 91 94 70 94 90 26 51 -84 -77 -24 -72 -73 -66 -66 -9 -32 -87 -89 -93 -77 -73 95 96   74 100 -84 -84 53 49
LFGU24 12 -41 -38 89 85 73 75 80 79 40 47 -82 -54 -23 -56 -58 -44 -47 5 -13 -44 -45 -51 -34 -49 88 82 74   74 -62 -63 51 47
LELU24 -45 -88 -77 84 91 94 70 95 90 24 51 -84 -77 -24 -72 -73 -66 -66 -8 -31 -87 -89 -92 -77 -73 95 96 100 74   -84 -84 53 49
CCN24 18 70 52 -80 -88 -90 -73 -84 -85 -45 -49 83 86 23 75 70 80 81 18 40 78 81 82 63 70 -78 -77 -84 -62 -84   100 -51 -46
LCCN24 17 68 49 -82 -89 -91 -75 -85 -86 -49 -51 85 87 23 74 71 81 82 19 41 78 81 82 61 71 -79 -77 -84 -63 -84 100   -53 -47
SBN24 12 -35 -23 44 57 54 23 60 53 10 -21 -43 -76 -77 -85 -85 -20 -23 52 33 -48 -57 -48 -59 -83 53 39 53 51 53 -51 -53   98
LSBQ24 7 -36 -25 37 52 49 17 55 49 2 -24 -36 -70 -74 -79 -79 -14 -17 54 34 -47 -53 -46 -60 -78 47 34 49 47 49 -46 -47 98  
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