MRCI Logo
MRCI's Inter-Market Correlations

Correlation
Help
30 Day
Correlations
60 Day
Correlations
90 Day
Correlations
120 Day
Correlations
180 Day
Correlations
Note: Use
Next/Prev
30 Day
US+European
Correlations
60 Day
US+European
Correlations
90 Day
US+European
Correlations
120 Day
US+European
Correlations
180 Day
US+European
Correlations

MRCI's Inter-Market Correlations(prev 180 trading days) - May 16, 2022
  YMM22 ESM22 NQM22 QRM22 NKM22 USM22 TYM22 EDM22 SFM22 EUM22 JYM22 CDM22 BPM22 ADM22 DXM22 GCM22 PLN22 SIN22 HGN22 CLM22 CBN22 HOM22 RBM22 NGM22 KCN22 CCN22 SBN22 W_N22 C_N22 S_N22 SMN22 BON22 CTN22 LCM22 HEM22 FCQ22 LBN22 JON22
YMM22   96 88 76 64 54 50 51 66 52 42 47 57 33 -55 -34 3 3 2 -55 -54 -60 -61 -56 16 -4 -8 -56 -52 -52 -30 -65 -39 30 -34 22 -4 -52
ESM22 96   93 75 62 61 53 49 70 48 44 38 54 31 -52 -28 -0 7 5 -55 -54 -62 -63 -59 23 -11 -7 -52 -51 -51 -26 -68 -41 34 -29 27 1 -56
NQM22 88 93   90 77 78 74 75 76 69 67 36 67 27 -72 -52 -3 -6 -22 -79 -77 -82 -83 -75 0 -14 -7 -71 -75 -77 -56 -87 -67 10 -56 5 -24 -70
QRM22 76 75 90   80 73 76 84 72 79 71 52 72 43 -79 -52 14 5 -28 -78 -77 -79 -82 -74 -29 -7 11 -70 -80 -84 -71 -84 -74 -17 -65 -21 -46 -71
NKM22 64 62 77 80   51 57 71 45 67 52 35 56 28 -64 -63 -21 -21 -40 -71 -70 -66 -70 -53 -39 -8 9 -68 -69 -75 -67 -71 -59 -31 -68 -37 -54 -40
USM22 54 61 78 73 51   97 87 82 81 94 12 75 0 -84 -56 16 -16 -34 -84 -84 -91 -88 -95 7 -5 -36 -77 -87 -77 -57 -92 -92 6 -58 19 -6 -89
TYM22 50 53 74 76 57 97   95 79 88 97 19 80 2 -90 -66 17 -22 -43 -88 -88 -93 -91 -94 -8 1 -34 -83 -94 -84 -69 -93 -96 -8 -68 6 -18 -87
EDM22 51 49 75 84 71 87 95   71 91 92 30 81 12 -91 -77 5 -24 -55 -93 -93 -93 -94 -87 -35 2 -16 -89 -98 -94 -86 -93 -93 -29 -83 -23 -50 -73
SFM22 66 70 76 72 45 82 79 71   81 83 49 89 43 -86 -28 35 23 5 -66 -65 -80 -77 -86 5 24 -24 -69 -74 -57 -35 -79 -74 14 -30 25 -5 -77
EUM22 52 48 69 79 67 81 88 91 81   92 45 94 32 -99 -63 19 -7 -35 -84 -85 -89 -88 -87 -35 28 -22 -89 -94 -78 -68 -86 -90 -20 -64 -11 -44 -70
JYM22 42 44 67 71 52 94 97 92 83 92   23 88 12 -94 -59 22 -9 -39 -84 -85 -92 -89 -94 -21 20 -33 -84 -93 -77 -63 -89 -95 -14 -61 1 -28 -80
CDM22 47 38 36 52 35 12 19 30 49 45 23   53 80 -47 -4 41 43 33 -14 -13 -23 -23 -24 -21 33 28 -26 -31 -29 -27 -25 -18 -15 -10 -14 -26 -29
BPM22 57 54 67 72 56 75 80 81 89 94 88 53   39 -96 -46 32 10 -11 -72 -73 -83 -80 -85 -16 40 -29 -83 -86 -64 -49 -79 -81 -3 -45 9 -22 -69
ADM22 33 31 27 43 28 0 2 12 43 32 12 80 39   -32 27 38 67 50 4 6 -6 -7 -11 -35 30 50 1 -10 -6 -3 -11 -15 -26 10 -24 -25 -14
DXM22 -55 -52 -72 -79 -64 -84 -90 -91 -86 -99 -94 -47 -96 -32   60 -23 2 30 84 84 91 89 90 28 -29 25 89 94 78 65 88 90 14 60 4 37 75
GCM22 -34 -28 -52 -52 -63 -56 -66 -77 -28 -63 -59 -4 -46 27 60   36 76 77 81 82 71 73 57 27 10 34 81 78 82 82 70 63 25 84 23 45 47
PLN22 3 -0 -3 14 -21 16 17 5 35 19 22 41 32 38 -23 36   64 41 16 15 -1 7 -19 11 35 -2 3 -8 9 11 1 -6 16 23 26 17 -34
SIN22 3 7 -6 5 -21 -16 -22 -24 23 -7 -9 43 10 67 2 76 64   73 37 38 23 25 9 2 24 43 38 27 35 40 23 14 9 51 8 13 4
HGN22 2 5 -22 -28 -40 -34 -43 -55 5 -35 -39 33 -11 50 30 77 41 73   62 63 46 49 31 36 27 21 53 51 62 70 44 44 35 75 37 51 22
CLM22 -55 -55 -79 -78 -71 -84 -88 -93 -66 -84 -84 -14 -72 4 84 81 16 37 62   100 96 98 83 22 8 26 92 93 92 80 93 88 15 81 14 45 67
CBN22 -54 -54 -77 -77 -70 -84 -88 -93 -65 -85 -85 -13 -73 6 84 82 15 38 63 100   96 98 84 21 7 29 93 93 91 80 93 88 14 81 13 44 68
HOM22 -60 -62 -82 -79 -66 -91 -93 -93 -80 -89 -92 -23 -83 -6 91 71 -1 23 46 96 96   98 93 11 -3 31 91 95 86 70 97 91 5 69 -1 33 79
RBM22 -61 -63 -83 -82 -70 -88 -91 -94 -77 -88 -89 -23 -80 -7 89 73 7 25 49 98 98 98   90 17 1 25 92 94 89 74 96 90 9 73 6 39 73
NGM22 -56 -59 -75 -74 -53 -95 -94 -87 -86 -87 -94 -24 -85 -11 90 57 -19 9 31 83 84 93 90   5 -13 37 83 91 76 56 92 91 -1 56 -16 14 87
KCN22 16 23 0 -29 -39 7 -8 -35 5 -35 -21 -21 -16 -35 28 27 11 2 36 22 21 11 17 5   2 -40 15 28 34 49 12 36 83 46 79 74 -7
CCN22 -4 -11 -14 -7 -8 -5 1 2 24 28 20 33 40 30 -29 10 35 24 27 8 7 -3 1 -13 2   -10 -17 -12 15 18 -1 -7 3 22 17 14 -4
SBN22 -8 -7 -7 11 9 -36 -34 -16 -24 -22 -33 28 -29 50 25 34 -2 43 21 26 29 31 25 37 -40 -10   43 28 6 -4 23 20 -44 7 -61 -45 34
W_N22 -56 -52 -71 -70 -68 -77 -83 -89 -69 -89 -84 -26 -83 1 89 81 3 38 53 92 93 91 92 83 15 -17 43   94 83 72 88 81 5 72 -1 33 66
C_N22 -52 -51 -75 -80 -69 -87 -94 -98 -74 -94 -93 -31 -86 -10 94 78 -8 27 51 93 93 95 94 91 28 -12 28 94   91 81 94 92 20 78 10 41 77
S_N22 -52 -51 -77 -84 -75 -77 -84 -94 -57 -78 -77 -29 -64 -6 78 82 9 35 62 92 91 86 89 76 34 15 6 83 91   94 90 81 33 90 32 55 68
SMN22 -30 -26 -56 -71 -67 -57 -69 -86 -35 -68 -63 -27 -49 -3 65 82 11 40 70 80 80 70 74 56 49 18 -4 72 81 94   71 69 50 93 52 68 51
BON22 -65 -68 -87 -84 -71 -92 -93 -93 -79 -86 -89 -25 -79 -11 88 70 1 23 44 93 93 97 96 92 12 -1 23 88 94 90 71   89 8 71 0 31 80
CTN22 -39 -41 -67 -74 -59 -92 -96 -93 -74 -90 -95 -18 -81 -15 90 63 -6 14 44 88 88 91 90 91 36 -7 20 81 92 81 69 89   28 69 15 38 73
LCM22 30 34 10 -17 -31 6 -8 -29 14 -20 -14 -15 -3 -26 14 25 16 9 35 15 14 5 9 -1 83 3 -44 5 20 33 50 8 28   47 89 65 -11
HEM22 -34 -29 -56 -65 -68 -58 -68 -83 -30 -64 -61 -10 -45 10 60 84 23 51 75 81 81 69 73 56 46 22 7 72 78 90 93 71 69 47   47 59 44
FCQ22 22 27 5 -21 -37 19 6 -23 25 -11 1 -14 9 -24 4 23 26 8 37 14 13 -1 6 -16 79 17 -61 -1 10 32 52 0 15 89 47   78 -23
LBN22 -4 1 -24 -46 -54 -6 -18 -50 -5 -44 -28 -26 -22 -25 37 45 17 13 51 45 44 33 39 14 74 14 -45 33 41 55 68 31 38 65 59 78   4
JON22 -52 -56 -70 -71 -40 -89 -87 -73 -77 -70 -80 -29 -69 -14 75 47 -34 4 22 67 68 79 73 87 -7 -4 34 66 77 68 51 80 73 -11 44 -23 4  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.