 |
MRCI's Inter-Market Correlations |
Symbol | Market |
PIL | CAC-40(EURONEXT) |
DF | Dax Index(EUREX) |
FX | DJ EuroSTOXX 50(EUREX) |
SZ | Swiss Market Index(EUREX) |
LQG | FT-SE 100(EURONEXT) |
OB | Euro-Bund(EUREX) |
GB | Euro-Bobl(EUREX) |
EP | 3-Mth Euribor(EUREX) |
LFG | Long Gilt(LIFFE) |
LFL | Short Sterling(LIFFE) |
LEL | 3-Mth Euribor(LIFFE) |
LCC | London Cocoa(LCE) |
LSB | London Sugar(LCE) |
MRCI's Inter-Market Correlations(prev 30 trading days) - Jul 07, 2025 |
|
YMU25 |
ESU25 |
NQU25 |
USU25 |
TYU25 |
SFU25 |
EUU25 |
JYU25 |
CDU25 |
BPU25 |
ADU25 |
MPU25 |
DXU25 |
GCQ25 |
PLV25 |
SIU25 |
HGU25 |
CLQ25 |
ITCOU25 |
HOQ25 |
ITSQ25 |
PILU25 |
DFU25 |
FXU25 |
SZU25 |
LQGU25 |
OBU25 |
GBU25 |
EPU25 |
LFGU25 |
LELU25 |
CCU25 |
LCCU25 |
SBV25 |
LSBV25 |
YMU25 |
|
96
| 94
| 67 |
66 |
87 |
86 |
-36 |
48 |
77 |
76 |
85 |
-84 |
-37 |
76 |
50 |
84 |
17 |
12 |
42 |
37 |
-22 |
-1 |
-25 |
-48 |
0 |
-30 |
-38 |
-30 |
48 |
-31 |
-60 |
-70 |
-75 |
-40 |
ESU25 |
96
| |
100
| 78 |
74 |
89 |
92
| -49 |
57 |
79 |
79 |
93
| -90 |
-25 |
87 |
67 |
86 |
36 |
30 |
57 |
54 |
-40 |
-18 |
-41 |
-60 |
7 |
-18 |
-36 |
-46 |
66 |
-47 |
-64 |
-77 |
-82 |
-49 |
NQU25 |
94
| 100
| |
79 |
76 |
89 |
92
| -50 |
56 |
80 |
79 |
92
| -90 |
-25 |
87 |
68 |
87 |
36 |
30 |
57 |
55 |
-42 |
-18 |
-42 |
-62 |
7 |
-18 |
-37 |
-47 |
68 |
-48 |
-62 |
-76 |
-81 |
-48 |
USU25 |
67 |
78 |
79 |
|
95
| 79 |
85 |
-41 |
50 |
72 |
66 |
75 |
-83 |
-5 |
80 |
60 |
70 |
45 |
40 |
58 |
62 |
-70 |
-47 |
-68 |
-70 |
-5 |
16 |
-10 |
-53 |
86 |
-53 |
-65 |
-78 |
-85 |
-67 |
TYU25 |
66 |
74 |
76 |
95
| |
83 |
84 |
-31 |
38 |
77 |
59 |
68 |
-83 |
-17 |
74 |
43 |
70 |
30 |
24 |
48 |
53 |
-73 |
-43 |
-70 |
-75 |
-27 |
8 |
-6 |
-39 |
76 |
-39 |
-62 |
-76 |
-76 |
-51 |
SFU25 |
87 |
89 |
89 |
79 |
83 |
|
97
| -27 |
53 |
85 |
78 |
86 |
-98
| -15 |
83 |
51 |
84 |
31 |
25 |
56 |
53 |
-52 |
-34 |
-57 |
-71 |
-18 |
-25 |
-33 |
-39 |
62 |
-40 |
-62 |
-76 |
-81 |
-42 |
EUU25 |
86 |
92
| 92
| 85 |
84 |
97
| |
-41 |
59 |
83 |
80 |
93
| -99
| -8 |
91
| 66 |
86 |
46 |
41 |
67 |
65 |
-59 |
-42 |
-63 |
-74 |
-6 |
-16 |
-34 |
-53 |
74 |
-55 |
-66 |
-80 |
-86 |
-49 |
JYU25 |
-36 |
-49 |
-50 |
-41 |
-31 |
-27 |
-41 |
|
-6 |
-8 |
-5 |
-47 |
27 |
13 |
-61 |
-58 |
-25 |
-63 |
-61 |
-69 |
-75 |
51 |
43 |
49 |
62 |
-5 |
-2 |
30 |
69 |
-50 |
70 |
53 |
58 |
48 |
25 |
CDU25 |
48 |
57 |
56 |
50 |
38 |
53 |
59 |
-6 |
|
51 |
78 |
71 |
-65 |
44 |
53 |
70 |
62 |
50 |
47 |
47 |
40 |
-20 |
-21 |
-28 |
-21 |
53 |
17 |
-6 |
-30 |
55 |
-34 |
-31 |
-42 |
-58 |
-58 |
BPU25 |
77 |
79 |
80 |
72 |
77 |
85 |
83 |
-8 |
51 |
|
80 |
75 |
-88 |
-23 |
66 |
42 |
81 |
4 |
-3 |
23 |
22 |
-42 |
-8 |
-36 |
-47 |
-14 |
-20 |
-25 |
-18 |
58 |
-18 |
-40 |
-53 |
-60 |
-34 |
ADU25 |
76 |
79 |
79 |
66 |
59 |
78 |
80 |
-5 |
78 |
80 |
|
84 |
-85 |
1 |
72 |
66 |
88 |
27 |
22 |
40 |
34 |
-26 |
-13 |
-28 |
-37 |
22 |
-14 |
-30 |
-31 |
60 |
-33 |
-39 |
-51 |
-71 |
-53 |
MPU25 |
85 |
93
| 92
| 75 |
68 |
86 |
93
| -47 |
71 |
75 |
84 |
|
-91
| -1 |
92
| 80 |
84 |
56 |
50 |
70 |
64 |
-44 |
-34 |
-48 |
-61 |
21 |
-15 |
-39 |
-54 |
73 |
-56 |
-60 |
-73 |
-83 |
-53 |
DXU25 |
-84 |
-90 |
-90 |
-83 |
-83 |
-98
| -99
| 27 |
-65 |
-88 |
-85 |
-91
| |
5 |
-87 |
-62 |
-87 |
-39 |
-18 |
-59 |
-42 |
40 |
27 |
46 |
62 |
9 |
52 |
49 |
39 |
-62 |
41 |
60 |
69 |
82 |
31 |
GCQ25 |
-37 |
-25 |
-25 |
-5 |
-17 |
-15 |
-8 |
13 |
44 |
-23 |
1 |
-1 |
5 |
|
-5 |
30 |
-9 |
52 |
55 |
32 |
32 |
-17 |
-46 |
-28 |
2 |
38 |
48 |
31 |
-13 |
18 |
-18 |
-4 |
-1 |
-7 |
-33 |
PLV25 |
76 |
87 |
87 |
80 |
74 |
83 |
91
| -61 |
53 |
66 |
72 |
92
| -87 |
-5 |
|
80 |
79 |
64 |
59 |
81 |
79 |
-62 |
-54 |
-66 |
-76 |
5 |
-14 |
-43 |
-70 |
78 |
-71 |
-62 |
-76 |
-86 |
-52 |
SIU25 |
50 |
67 |
68 |
60 |
43 |
51 |
66 |
-58 |
70 |
42 |
66 |
80 |
-62 |
30 |
80 |
|
67 |
77 |
74 |
75 |
75 |
-47 |
-44 |
-47 |
-50 |
48 |
7 |
-38 |
-76 |
78 |
-79 |
-43 |
-54 |
-73 |
-64 |
HGU25 |
84 |
86 |
87 |
70 |
70 |
84 |
86 |
-25 |
62 |
81 |
88 |
84 |
-87 |
-9 |
79 |
67 |
|
31 |
25 |
50 |
48 |
-40 |
-17 |
-41 |
-57 |
0 |
-27 |
-43 |
-39 |
57 |
-40 |
-54 |
-67 |
-76 |
-49 |
CLQ25 |
17 |
36 |
36 |
45 |
30 |
31 |
46 |
-63 |
50 |
4 |
27 |
56 |
-39 |
52 |
64 |
77 |
31 |
|
100
| 93
| 91
| -54 |
-73 |
-66 |
-57 |
37 |
23 |
-17 |
-78 |
64 |
-80 |
-46 |
-53 |
-61 |
-50 |
ITCOU25 |
12 |
30 |
30 |
40 |
24 |
25 |
41 |
-61 |
47 |
-3 |
22 |
50 |
-18 |
55 |
59 |
74 |
25 |
100
| |
91
| 90 |
-55 |
-81 |
-69 |
-56 |
31 |
16 |
-23 |
-79 |
54 |
-81 |
-43 |
-46 |
-56 |
-34 |
HOQ25 |
42 |
57 |
57 |
58 |
48 |
56 |
67 |
-69 |
47 |
23 |
40 |
70 |
-59 |
32 |
81 |
75 |
50 |
93
| 91
| |
97
| -62 |
-74 |
-75 |
-77 |
14 |
2 |
-29 |
-78 |
66 |
-80 |
-61 |
-71 |
-75 |
-48 |
ITSQ25 |
37 |
54 |
55 |
62 |
53 |
53 |
65 |
-75 |
40 |
22 |
34 |
64 |
-42 |
32 |
79 |
75 |
48 |
91
| 90 |
97
| |
-76 |
-86 |
-87 |
-82 |
2 |
-1 |
-32 |
-82 |
64 |
-84 |
-64 |
-73 |
-73 |
-29 |
PILU25 |
-22 |
-40 |
-42 |
-70 |
-73 |
-52 |
-59 |
51 |
-20 |
-42 |
-26 |
-44 |
40 |
-17 |
-62 |
-47 |
-40 |
-54 |
-55 |
-62 |
-76 |
|
85 |
95
| 86 |
45 |
-9 |
13 |
65 |
-66 |
65 |
59 |
57 |
60 |
13 |
DFU25 |
-1 |
-18 |
-18 |
-47 |
-43 |
-34 |
-42 |
43 |
-21 |
-8 |
-13 |
-34 |
27 |
-46 |
-54 |
-44 |
-17 |
-73 |
-81 |
-74 |
-86 |
85 |
|
93
| 73 |
19 |
-31 |
-1 |
69 |
-58 |
71 |
49 |
51 |
49 |
20 |
FXU25 |
-25 |
-41 |
-42 |
-68 |
-70 |
-57 |
-63 |
49 |
-28 |
-36 |
-28 |
-48 |
46 |
-28 |
-66 |
-47 |
-41 |
-66 |
-69 |
-75 |
-87 |
95
| 93
| |
91
| 38 |
-9 |
11 |
67 |
-61 |
68 |
65 |
68 |
65 |
16 |
SZU25 |
-48 |
-60 |
-62 |
-70 |
-75 |
-71 |
-74 |
62 |
-21 |
-47 |
-37 |
-61 |
62 |
2 |
-76 |
-50 |
-57 |
-57 |
-56 |
-77 |
-82 |
86 |
73 |
91
| |
43 |
10 |
28 |
63 |
-58 |
63 |
72 |
81 |
70 |
18 |
LQGU25 |
0 |
7 |
7 |
-5 |
-27 |
-18 |
-6 |
-5 |
53 |
-14 |
22 |
21 |
9 |
38 |
5 |
48 |
0 |
37 |
31 |
14 |
2 |
45 |
19 |
38 |
43 |
|
25 |
-7 |
-24 |
18 |
-26 |
19 |
28 |
-5 |
-27 |
OBU25 |
-30 |
-18 |
-18 |
16 |
8 |
-25 |
-16 |
-2 |
17 |
-20 |
-14 |
-15 |
52 |
48 |
-14 |
7 |
-27 |
23 |
16 |
2 |
-1 |
-9 |
-31 |
-9 |
10 |
25 |
|
84 |
15 |
9 |
13 |
-21 |
26 |
-3 |
1 |
GBU25 |
-38 |
-36 |
-37 |
-10 |
-6 |
-33 |
-34 |
30 |
-6 |
-25 |
-30 |
-39 |
49 |
31 |
-43 |
-38 |
-43 |
-17 |
-23 |
-29 |
-32 |
13 |
-1 |
11 |
28 |
-7 |
84 |
|
60 |
-28 |
58 |
-7 |
30 |
26 |
34 |
EPU25 |
-30 |
-46 |
-47 |
-53 |
-39 |
-39 |
-53 |
69 |
-30 |
-18 |
-31 |
-54 |
39 |
-13 |
-70 |
-76 |
-39 |
-78 |
-79 |
-78 |
-82 |
65 |
69 |
67 |
63 |
-24 |
15 |
60 |
|
-74 |
100
| 31 |
48 |
62 |
53 |
LFGU25 |
48 |
66 |
68 |
86 |
76 |
62 |
74 |
-50 |
55 |
58 |
60 |
73 |
-62 |
18 |
78 |
78 |
57 |
64 |
54 |
66 |
64 |
-66 |
-58 |
-61 |
-58 |
18 |
9 |
-28 |
-74 |
|
-75 |
-53 |
-48 |
-76 |
-47 |
LELU25 |
-31 |
-47 |
-48 |
-53 |
-39 |
-40 |
-55 |
70 |
-34 |
-18 |
-33 |
-56 |
41 |
-18 |
-71 |
-79 |
-40 |
-80 |
-81 |
-80 |
-84 |
65 |
71 |
68 |
63 |
-26 |
13 |
58 |
100
| -75 |
|
33 |
50 |
63 |
54 |
CCU25 |
-60 |
-64 |
-62 |
-65 |
-62 |
-62 |
-66 |
53 |
-31 |
-40 |
-39 |
-60 |
60 |
-4 |
-62 |
-43 |
-54 |
-46 |
-43 |
-61 |
-64 |
59 |
49 |
65 |
72 |
19 |
-21 |
-7 |
31 |
-53 |
33 |
|
96
| 75 |
55 |
LCCU25 |
-70 |
-77 |
-76 |
-78 |
-76 |
-76 |
-80 |
58 |
-42 |
-53 |
-51 |
-73 |
69 |
-1 |
-76 |
-54 |
-67 |
-53 |
-46 |
-71 |
-73 |
57 |
51 |
68 |
81 |
28 |
26 |
30 |
48 |
-48 |
50 |
96
| |
84 |
21 |
SBV25 |
-75 |
-82 |
-81 |
-85 |
-76 |
-81 |
-86 |
48 |
-58 |
-60 |
-71 |
-83 |
82 |
-7 |
-86 |
-73 |
-76 |
-61 |
-56 |
-75 |
-73 |
60 |
49 |
65 |
70 |
-5 |
-3 |
26 |
62 |
-76 |
63 |
75 |
84 |
|
82 |
LSBV25 |
-40 |
-49 |
-48 |
-67 |
-51 |
-42 |
-49 |
25 |
-58 |
-34 |
-53 |
-53 |
31 |
-33 |
-52 |
-64 |
-49 |
-50 |
-34 |
-48 |
-29 |
13 |
20 |
16 |
18 |
-27 |
1 |
34 |
53 |
-47 |
54 |
55 |
21 |
82 |
|
|