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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
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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 180 trading days) - May 17, 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   96 55 51 67 53 43 48 58 34 -56 -33 4 5 3 -56 -55 -60 -59 81 82 85 70 4 52 49 58 58 -63 59 -3 -41 -10 -36
ESM22 96   62 54 71 49 45 38 55 32 -54 -28 1 8 6 -57 -55 -63 -60 79 78 81 71 0 57 53 62 65 -82 62 -10 -50 -9 -34
USM22 55 62   97 83 81 94 13 75 2 -84 -55 17 -14 -32 -84 -84 -91 -90 50 70 69 7 -62 98 95 90 94 17 91 -4 -44 -38 -70
TYM22 51 54 97   79 89 97 20 80 4 -90 -65 18 -19 -41 -88 -89 -93 -93 44 73 70 -3 -71 98 98 92 93 79 93 2 -35 -35 -72
SFM22 67 71 83 79   81 83 49 89 44 -87 -26 35 25 7 -66 -66 -80 -75 50 65 67 18 -34 78 74 79 69 55 79 25 -29 -27 -57
EUM22 53 49 81 89 81   92 46 94 33 -99 -62 20 -5 -33 -85 -85 -89 -89 35 77 71 -2 -62 84 83 84 73 84 84 29 -14 -24 -63
JYM22 43 45 94 97 83 92   24 88 14 -95 -58 23 -8 -37 -84 -85 -92 -91 33 69 65 -11 -70 94 93 90 85 95 90 21 -23 -35 -71
CDM22 48 38 13 20 49 46 24   54 80 -47 -4 42 44 33 -15 -14 -24 -20 18 36 37 5 1 18 18 23 15 36 23 33 3 26 5
BPM22 58 55 75 80 89 94 88 54   41 -96 -45 33 12 -9 -73 -73 -83 -81 44 72 71 5 -44 77 75 82 60 74 81 41 -10 -31 -64
ADM22 34 32 2 4 44 33 14 80 41   -34 28 38 68 51 2 4 -7 -2 -10 3 8 3 -5 4 5 10 -4 57 9 31 2 47 32
DXM22 -56 -54 -84 -90 -87 -99 -95 -47 -96 -34   58 -24 1 28 84 84 91 89 -41 -77 -73 -0 59 -86 -85 -87 -75 -78 -86 -30 16 27 65
GCM22 -33 -28 -55 -65 -26 -62 -58 -4 -45 28 58   37 76 77 79 81 70 75 -36 -69 -62 -6 52 -63 -66 -65 -64 21 -64 10 17 33 61
PLN22 4 1 17 18 35 20 23 42 33 38 -24 37   64 41 14 14 -2 2 1 3 6 -35 1 11 10 4 4 52 4 35 8 -3 -8
SIN22 5 8 -14 -19 25 -5 -8 44 12 68 1 76 64   74 35 37 21 28 -17 -26 -17 -5 17 -15 -17 -17 -22 63 -17 24 1 40 40
HGN22 3 6 -32 -41 7 -33 -37 33 -9 51 28 77 41 74   60 61 44 51 -9 -37 -31 9 56 -40 -44 -37 -45 3 -38 27 17 20 40
CLM22 -56 -57 -84 -88 -66 -85 -84 -15 -73 2 84 79 14 35 60   100 96 97 -49 -85 -79 -22 64 -89 -89 -89 -88 -85 -89 7 37 28 68
ITCON22 -55 -55 -84 -89 -66 -85 -85 -14 -73 4 84 81 14 37 61 100   96 98 -52 -85 -80 -21 63 -89 -89 -89 -88 -86 -89 6 36 31 69
HOM22 -60 -63 -91 -93 -80 -89 -92 -24 -83 -7 91 70 -2 21 44 96 96   99 -54 -85 -81 -18 60 -93 -92 -93 -89 -82 -93 -4 36 32 72
ITSM22 -59 -60 -90 -93 -75 -89 -91 -20 -81 -2 89 75 2 28 51 97 98 99   -55 -86 -82 -18 60 -93 -92 -93 -89 -87 -93 -1 36 35 73
PILM22 81 79 50 44 50 35 33 18 44 -10 -41 -36 1 -17 -9 -49 -52 -54 -55   87 87 74 28 44 39 51 52 -74 52 -5 -35 -40 -54
DFM22 82 78 70 73 65 77 69 36 72 3 -77 -69 3 -26 -37 -85 -85 -85 -86 87   99 50 -20 74 73 79 73 -50 79 -3 -36 -29 -62
FXM22 85 81 69 70 67 71 65 37 71 8 -73 -62 6 -17 -31 -79 -80 -81 -82 87 99   55 -17 72 69 76 71 -72 77 -1 -38 -27 -60
SZM22 70 71 7 -3 18 -2 -11 5 5 3 -0 -6 -35 -5 9 -22 -21 -18 -18 74 50 55   53 5 1 18 19 -54 18 -27 -37 0 -2
LQGM22 4 0 -62 -71 -34 -62 -70 1 -44 -5 59 52 1 17 56 64 63 60 60 28 -20 -17 53   -70 -74 -58 -66 -80 -58 7 19 -5 29
OBM22 52 57 98 98 78 84 94 18 77 4 -86 -63 11 -15 -40 -89 -89 -93 -93 44 74 72 5 -70   99 94 97 47 94 -4 -42 -28 -67
GBM22 49 53 95 98 74 83 93 18 75 5 -85 -66 10 -17 -44 -89 -89 -92 -92 39 73 69 1 -74 99   93 97 62 93 -7 -42 -23 -64
EPM22 58 62 90 92 79 84 90 23 82 10 -87 -65 4 -17 -37 -89 -89 -93 -93 51 79 76 18 -58 94 93   89 78 100 0 -39 -31 -68
LFGM22 58 65 94 93 69 73 85 15 60 -4 -75 -64 4 -22 -45 -88 -88 -89 -89 52 73 71 19 -66 97 97 89   27 89 -25 -57 -20 -58
LFLM22 -63 -82 17 79 55 84 95 36 74 57 -78 21 52 63 3 -85 -86 -82 -87 -74 -50 -72 -54 -80 47 62 78 27   77 -37 -43 -77 -74
LELM22 -32 -51 37 53 29 47 72 -2 39 22 -43 -0 15 28 -16 -76 -76 -77 -77 -45 -33 -47 -0 -55 69 79 97 44 77   -30 -29 -52 -50
CCN22 10 32 -62 10 -34 -29 -27 -18 -16 -32 7 -19 -39 -49 -2 52 51 53 52 30 -34 35 -68 16 -43 -27 -28 -71 -38 -30   94 67 66
LCCN22 -1 39 -53 22 -55 -45 -37 -38 -36 -51 15 -38 -55 -67 -19 57 55 55 56 32 -54 33 -75 12 -36 -19 -28 -62 -43 -29 94   73 71
SBN22 60 87 -41 -41 -57 -77 -72 -52 -65 -77 60 -19 -77 -76 -11 81 79 74 79 81 58 80 13 64 -29 -20 -55 -27 -77 -52 67 73   100
LSBQ22 60 86 -35 -42 -54 -76 -71 -49 -63 -75 59 -16 -75 -73 -8 80 78 74 77 82 60 80 21 64 -21 -14 -54 -17 -74 -50 66 71 100  
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