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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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US+European
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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 180 trading days) - Mar 19, 2019
  YMM19 ESM19 USM19 TYM19 SFM19 EUM19 JYM19 CDM19 BPM19 ADM19 DXM19 GCJ19 PLJ19 SIK19 HGK19 CLK19 ITCOM19 HOJ19 ITSJ19 PILM19 DFM19 FXM19 SZM19 LQGM19 OBM19 GBM19 EPM19 LFGM19 LFLM19 LELM19 CCK19 LCCK19 SBK19 LSBK19
YMM19   93 -40 -38 23 26 -36 71 54 15 -29 -39 23 -32 39 70 71 73 72 76 90 65 69 58 -31 -45 -37 -37 -12 -39 -43 -46 -21 -15
ESM19 93   -43 -43 45 53 -15 80 62 37 -54 -51 20 -21 36 82 81 81 80 91 93 84 63 80 -39 -53 -60 -44 -25 -62 -27 -35 -43 -36
USM19 -40 -43   99 -44 -61 59 -64 -24 -37 46 89 -55 81 -2 -69 -71 -70 -72 -26 -45 -19 26 -22 91 90 68 84 78 64 42 48 -26 -34
TYM19 -38 -43 99   -52 -68 58 -65 -21 -38 51 92 -47 82 1 -70 -72 -70 -71 -26 -45 -19 32 -21 95 93 74 85 82 70 42 50 -19 -29
SFM19 23 45 -44 -52   85 28 58 24 41 -83 -65 -14 -26 -25 56 53 48 47 39 21 37 -57 40 -71 -71 -73 -59 -66 -73 14 -10 -54 -41
EUM19 26 53 -61 -68 85   29 69 53 67 -98 -56 17 4 6 69 67 61 60 59 44 62 -42 65 -82 -84 -77 -83 -65 -78 27 5 -50 -41
JYM19 -36 -15 59 58 28 29   2 5 20 -39 25 -28 61 -28 -7 -11 -14 -17 -2 -46 8 -24 16 36 39 -19 32 8 -21 52 42 -28 -26
CDM19 71 80 -64 -65 58 69 2   57 46 -72 -55 32 -13 23 88 87 86 85 70 74 64 9 64 -68 -75 -76 -74 -51 -75 -22 -36 -23 -12
BPM19 54 62 -24 -21 24 53 5 57   32 -62 -5 54 24 58 64 64 64 64 69 77 69 56 58 -22 -35 -29 -40 -13 -31 11 -3 -13 -8
ADM19 15 37 -37 -38 41 67 20 46 32   -63 -33 28 23 20 29 27 23 22 47 10 55 -11 62 -35 -30 -45 -4 -44 -47 22 6 -42 -46
DXM19 -29 -54 46 51 -83 -98 -39 -72 -62 -63   45 -19 -13 -8 -69 -66 -62 -61 -60 -47 -63 30 -63 69 74 74 73 60 75 -29 -0 47 38
GCJ19 -39 -51 89 92 -65 -56 25 -55 -5 -33 45   0 70 24 -62 -62 -59 -60 -39 -41 -33 34 -36 91 90 74 76 78 72 31 44 37 28
PLJ19 23 20 -55 -47 -14 17 -28 32 54 28 -19 0   13 58 32 35 38 39 28 51 27 28 22 -30 -33 1 -42 -16 1 2 2 28 24
SIK19 -32 -21 81 82 -26 4 61 -13 24 23 -13 70 13   33 -22 -24 -25 -26 5 -32 16 23 20 76 74 17 55 43 14 51 54 -2 -10
HGK19 39 36 -2 1 -25 6 -28 23 58 20 -8 24 58 33   28 29 31 31 52 62 51 75 44 21 8 6 -2 31 4 -12 -1 6 -0
CLK19 70 82 -69 -70 56 69 -7 88 64 29 -69 -62 32 -22 28   100 99 98 76 81 69 15 67 -70 -79 -77 -82 -48 -77 -18 -27 -22 -10
ITCOM19 71 81 -71 -72 53 67 -11 87 64 27 -66 -62 35 -24 29 100   99 99 75 81 68 15 66 -69 -78 -75 -81 -48 -74 -18 -28 -18 -9
HOJ19 73 81 -70 -70 48 61 -14 86 64 23 -62 -59 38 -25 31 99 99   100 73 81 65 19 63 -67 -76 -71 -80 -43 -70 -19 -26 -14 -3
ITSJ19 72 80 -72 -71 47 60 -17 85 64 22 -61 -60 39 -26 31 98 99 100   72 81 64 19 62 -67 -76 -70 -79 -44 -69 -21 -29 -12 -3
PILM19 76 91 -26 -26 39 59 -2 70 69 47 -60 -39 28 5 52 76 75 73 72   93 98 74 95 -23 -39 -58 -29 -17 -61 -11 -18 -57 -53
DFM19 90 93 -45 -45 21 44 -46 74 77 10 -47 -41 51 -32 62 81 81 81 81 93   92 54 88 -40 -55 -49 -54 -18 -50 -56 -54 -21 -12
FXM19 65 84 -19 -19 37 62 8 64 69 55 -63 -33 27 16 51 69 68 65 64 98 92   79 97 -16 -33 -57 -22 -17 -59 -0 -7 -60 -58
SZM19 69 63 26 32 -57 -42 -24 9 56 -11 30 34 28 23 75 15 15 19 19 74 54 79   73 46 33 33 27 56 30 -24 -5 -17 -23
LQGM19 58 80 -22 -21 40 65 16 64 58 62 -63 -36 22 20 44 67 66 63 62 95 88 97 73   -18 -33 -61 -20 -18 -65 4 -3 -63 -63
OBM19 -31 -39 91 95 -71 -82 36 -68 -22 -35 69 91 -30 76 21 -70 -69 -67 -67 -23 -40 -16 46 -18   98 82 89 91 80 29 49 3 -12
GBM19 -45 -53 90 93 -71 -84 39 -75 -35 -30 74 90 -33 74 8 -79 -78 -76 -76 -39 -55 -33 33 -33 98   86 94 85 84 37 55 11 -6
EPM19 -37 -60 68 74 -73 -77 -19 -76 -29 -45 74 74 1 17 6 -77 -75 -71 -70 -58 -49 -57 33 -61 82 86   87 67 99 15 31 47 38
LFGM19 -37 -44 84 85 -59 -83 32 -74 -40 -4 73 76 -42 55 -2 -82 -81 -80 -79 -29 -54 -22 27 -20 89 94 87   73 86 44 53 -40 -52
LFLM19 -12 -25 78 82 -66 -65 8 -51 -13 -44 60 78 -16 43 31 -48 -48 -43 -44 -17 -18 -17 56 -18 91 85 67 73   63 4 28 19 12
LELM19 -39 -62 64 70 -73 -78 -21 -75 -31 -47 75 72 1 14 4 -77 -74 -70 -69 -61 -50 -59 30 -65 80 84 99 86 63   14 31 51 41
CCK19 -43 -27 42 42 14 27 52 -22 11 22 -29 31 2 51 -12 -18 -18 -19 -21 -11 -56 -0 -24 4 29 37 15 44 4 14   92 -8 -13
LCCK19 -46 -35 48 50 -10 5 42 -36 -3 6 -0 44 2 54 -1 -27 -28 -26 -29 -18 -54 -7 -5 -3 49 55 31 53 28 31 92   3 -5
SBK19 -21 -43 -26 -19 -54 -50 -28 -23 -13 -42 47 37 28 -2 6 -22 -18 -14 -12 -57 -21 -60 -17 -63 3 11 47 -40 19 51 -8 3   97
LSBK19 -15 -36 -34 -29 -41 -41 -26 -12 -8 -46 38 28 24 -10 -0 -10 -9 -3 -3 -53 -12 -58 -23 -63 -12 -6 38 -52 12 41 -13 -5 97  
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