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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
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) - Feb 20, 2018
  YMH18 ESH18 USH18 TYH18 SFH18 EUH18 JYH18 CDH18 BPH18 ADH18 DXH18 GCJ18 PLJ18 SIH18 HGH18 CLJ18 ITCOJ18 HOJ18 ITSJ18 PILH18 DFH18 FXH18 SZH18 LQGH18 OBH18 GBH18 EPH18 LFGH18 LFLH18 LELH18 CCK18 LCCK18 SBK18 LSBK18
YMH18   99 -52 -79 -22 70 -20 33 85 23 -68 48 21 -16 76 97 97 95 96 75 68 48 75 64 16 19 73 -41 -46 72 -12 -71 -46 -73
ESH18 99   -51 -79 -18 69 -18 34 85 25 -67 50 22 -13 73 96 96 94 95 77 69 51 77 67 13 16 70 -41 -44 69 -11 -70 -46 -71
USH18 -52 -51   91 -35 -53 -16 -9 -68 -18 53 -24 -18 32 -24 -54 -48 -40 -43 -23 -10 2 -5 -2 61 49 -10 85 33 -10 -27 25 50 55
TYH18 -79 -79 91   -17 -60 -4 -4 -82 -8 59 -32 -18 33 -44 -80 -75 -68 -71 -48 -37 -18 -35 -28 34 29 -33 75 37 -32 -10 51 57 69
SFH18 -22 -18 -35 -17   27 78 22 17 49 -32 31 56 16 -31 -18 -28 -34 -31 -54 -63 -63 -54 -40 -71 -75 -36 -20 41 -37 -7 -9 -22 -3
EUH18 70 69 -53 -60 27   28 77 85 74 -100 76 61 13 76 73 69 71 71 19 3 -6 24 23 -16 -5 64 -36 -28 62 -8 -61 -32 -60
JYH18 -20 -18 -16 -4 78 28   13 6 42 -32 49 73 39 -17 -15 -23 -28 -26 -55 -65 -62 -49 -33 -32 -39 -7 6 62 -8 1 1 -13 2
CDH18 33 34 -9 -4 22 77 13   53 87 -79 60 46 26 60 36 35 42 41 1 -14 -8 7 12 -18 0 45 -1 -28 44 -10 -38 -0 -27
BPH18 85 85 -68 -82 17 85 6 53   48 -86 63 37 -6 63 87 84 81 83 49 37 23 47 31 -17 -7 57 -65 -48 56 -2 -68 -47 -72
ADH18 23 25 -18 -8 49 74 42 87 48   -77 65 67 35 44 25 21 24 24 -12 -30 -21 -5 12 -38 -29 30 0 2 28 -12 -35 -11 -23
DXH18 -68 -67 53 59 -32 -100 -32 -79 -86 -77   -78 -63 -15 -73 -71 -66 -68 -67 -18 -1 8 -21 -21 19 8 -60 38 22 -58 8 60 32 58
GCJ18 48 50 -24 -32 31 76 49 60 63 65 -78   83 66 60 55 52 52 53 16 6 0 18 28 7 13 62 -15 -3 60 3 -39 -22 -40
PLJ18 21 22 -18 -18 56 61 73 46 37 67 -63 83   61 30 27 21 19 20 -14 -26 -26 -10 13 -17 -20 28 6 37 27 -2 -25 -14 -16
SIH18 -16 -13 32 33 16 13 39 26 -6 35 -15 66 61   16 -8 -8 -4 -6 -8 -8 2 -4 14 25 28 21 26 24 20 21 20 22 20
HGH18 76 73 -24 -44 -31 76 -17 60 63 44 -73 60 30 16   77 80 85 83 49 45 30 56 52 31 44 85 -13 -47 84 -0 -47 -17 -53
CLJ18 97 96 -54 -80 -18 73 -15 36 87 25 -71 55 27 -8 77   99 97 98 70 62 43 69 58 12 18 73 -44 -44 71 -2 -65 -36 -66
ITCOJ18 97 96 -48 -75 -28 69 -23 35 84 21 -66 52 21 -8 80 99   99 99 74 67 49 73 61 19 26 75 -41 -47 74 -3 -63 -33 -64
HOJ18 95 94 -40 -68 -34 71 -28 42 81 24 -68 52 19 -4 85 97 99   100 74 69 51 76 62 26 35 80 -36 -53 79 -1 -61 -27 -62
ITSJ18 96 95 -43 -71 -31 71 -26 41 83 24 -67 53 20 -6 83 98 99 100   75 68 50 75 62 23 31 78 -38 -50 77 -3 -63 -31 -64
PILH18 75 77 -23 -48 -54 19 -55 1 49 -12 -18 16 -14 -8 49 70 74 74 75   97 93 90 77 37 40 54 -34 -57 53 7 -36 -33 -51
DFH18 68 69 -10 -37 -63 3 -65 -14 37 -30 -1 6 -26 -8 45 62 67 69 68 97   95 88 74 47 48 48 -25 -59 47 7 -30 -25 -42
FXH18 48 51 2 -18 -63 -6 -62 -8 23 -21 8 0 -26 2 30 43 49 51 50 93 95   84 71 46 50 39 -18 -51 39 15 -12 -18 -30
SZH18 75 77 -5 -35 -54 24 -49 7 47 -5 -21 18 -10 -4 56 69 73 76 75 90 88 84   86 43 41 53 -10 -42 51 -8 -47 -17 -37
LQGH18 64 67 -2 -28 -40 23 -33 12 31 12 -21 28 13 14 52 58 61 62 62 77 74 71 86   34 27 48 8 -13 46 -16 -42 -16 -28
OBH18 16 13 61 34 -71 -16 -32 -18 -17 -38 19 7 -17 25 31 12 19 26 23 37 47 46 43 34   93 55 46 -8 56 -9 -2 10 -4
GBH18 19 16 49 29 -75 -5 -39 0 -7 -29 8 13 -20 28 44 18 26 35 31 40 48 50 41 27 93   64 30 -30 64 13 7 16 -7
EPH18 73 70 -10 -33 -36 64 -7 45 57 30 -60 62 28 21 85 73 75 80 78 54 48 39 53 48 55 64   -8 -30 99 2 -41 -22 -54
LFGH18 -41 -41 85 75 -20 -36 6 -1 -65 0 38 -15 6 26 -13 -44 -41 -36 -38 -34 -25 -18 -10 8 46 30 -8   70 -7 -43 9 48 54
LFLH18 -46 -44 33 37 41 -28 62 -28 -48 2 22 -3 37 24 -47 -44 -47 -53 -50 -57 -59 -51 -42 -13 -8 -30 -30 70   -29 -25 13 22 45
LELH18 72 69 -10 -32 -37 62 -8 44 56 28 -58 60 27 20 84 71 74 79 77 53 47 39 51 46 56 64 99 -7 -29   2 -40 -23 -54
CCK18 -12 -11 -27 -10 -7 -8 1 -10 -2 -12 8 3 -2 21 -0 -2 -3 -1 -3 7 7 15 -8 -16 -9 13 2 -43 -25 2   73 20 15
LCCK18 -71 -70 25 51 -9 -61 1 -38 -68 -35 60 -39 -25 20 -47 -65 -63 -61 -63 -36 -30 -12 -47 -42 -2 7 -41 9 13 -40 73   45 59
SBK18 -46 -46 50 57 -22 -32 -13 -0 -47 -11 32 -22 -14 22 -17 -36 -33 -27 -31 -33 -25 -18 -17 -16 10 16 -22 48 22 -23 20 45   89
LSBK18 -73 -71 55 69 -3 -60 2 -27 -72 -23 58 -40 -16 20 -53 -66 -64 -62 -64 -51 -42 -30 -37 -28 -4 -7 -54 54 45 -54 15 59 89  
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