 |
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 60 trading days) - Jun 18, 2025 |
|
YMM25 |
ESM25 |
NQM25 |
USU25 |
TYU25 |
SFU25 |
EUU25 |
JYU25 |
CDU25 |
BPU25 |
ADU25 |
MPU25 |
DXU25 |
GCQ25 |
PLN25 |
SIN25 |
HGN25 |
CLN25 |
ITCOQ25 |
HON25 |
ITSN25 |
PILU25 |
DFU25 |
FXU25 |
SZU25 |
LQGU25 |
OBU25 |
GBU25 |
EPU25 |
LFGU25 |
LELU25 |
CCU25 |
LCCU25 |
SBV25 |
LSBV25 |
YMM25 |
|
94
| 89 |
-35 |
-52 |
-19 |
-3 |
-42 |
13 |
37 |
57 |
53 |
-1 |
13 |
58 |
65 |
48 |
46 |
42 |
44 |
40 |
88 |
83 |
88 |
78 |
84 |
-33 |
-49 |
-45 |
-31 |
-47 |
50 |
47 |
-24 |
-23 |
ESM25 |
94
| |
99
| -52 |
-56 |
6 |
23 |
-21 |
40 |
61 |
73 |
76 |
-27 |
35 |
72 |
68 |
35 |
39 |
33 |
43 |
35 |
85 |
91
| 90
| 65 |
89 |
-8 |
-25 |
-22 |
-19 |
-23 |
66 |
57 |
-49 |
-50 |
NQM25 |
89 |
99
| |
-60 |
-59 |
17 |
33 |
-12 |
49 |
68 |
75 |
82 |
-37 |
41 |
75 |
64 |
25 |
33 |
25 |
38 |
29 |
79 |
91
| 87 |
54 |
85 |
3 |
-14 |
-12 |
-18 |
-13 |
70 |
58 |
-58 |
-61 |
USU25 |
-35 |
-52 |
-60 |
|
86 |
-58 |
-58 |
-36 |
-62 |
-67 |
-62 |
-67 |
61 |
-55 |
-43 |
-23 |
17 |
14 |
21 |
5 |
17 |
-28 |
-52 |
-41 |
8 |
-36 |
-30 |
-26 |
-32 |
43 |
-31 |
-58 |
-50 |
64 |
71 |
TYU25 |
-52 |
-56 |
-59 |
86 |
|
-17 |
-18 |
6 |
-25 |
-33 |
-42 |
-42 |
20 |
-21 |
-35 |
-29 |
-4 |
-11 |
-7 |
-15 |
-5 |
-38 |
-46 |
-45 |
-15 |
-35 |
14 |
19 |
11 |
70 |
12 |
-43 |
-44 |
31 |
36 |
SFU25 |
-19 |
6 |
17 |
-58 |
-17 |
|
96
| 89 |
90
| 75 |
57 |
61 |
-95
| 82 |
32 |
7 |
-36 |
-36 |
-44 |
-26 |
-35 |
-22 |
13 |
-6 |
-46 |
4 |
87 |
83 |
79 |
25 |
78 |
30 |
13 |
-79 |
-84 |
EUU25 |
-3 |
23 |
33 |
-58 |
-18 |
96
| |
83 |
96
| 87 |
72 |
76 |
-100
| 90 |
50 |
29 |
-17 |
-17 |
-26 |
-8 |
-17 |
-4 |
29 |
11 |
-29 |
24 |
86 |
76 |
71 |
33 |
71 |
41 |
19 |
-84 |
-87 |
JYU25 |
-42 |
-21 |
-12 |
-36 |
6 |
89 |
83 |
|
72 |
59 |
40 |
36 |
-83 |
73 |
4 |
-11 |
-28 |
-50 |
-54 |
-43 |
-47 |
-35 |
-5 |
-22 |
-46 |
-11 |
86 |
87 |
86 |
27 |
86 |
17 |
4 |
-53 |
-59 |
CDU25 |
13 |
40 |
49 |
-62 |
-25 |
90
| 96
| 72 |
|
91
| 78 |
85 |
-97
| 87 |
60 |
37 |
-14 |
-12 |
-21 |
-3 |
-13 |
7 |
41 |
22 |
-21 |
34 |
79 |
68 |
64 |
29 |
63 |
46 |
23 |
-90
| -92
|
BPU25 |
37 |
61 |
68 |
-67 |
-33 |
75 |
87 |
59 |
91
| |
90
| 94
| -90
| 88 |
67 |
50 |
8 |
-3 |
-12 |
5 |
-3 |
39 |
68 |
54 |
12 |
62 |
63 |
49 |
50 |
18 |
49 |
66 |
44 |
-82 |
-86 |
ADU25 |
57 |
73 |
75 |
-62 |
-42 |
57 |
72 |
40 |
78 |
90
| |
88 |
-75 |
83 |
64 |
63 |
33 |
12 |
4 |
18 |
11 |
58 |
77 |
68 |
38 |
76 |
41 |
25 |
30 |
11 |
28 |
61 |
44 |
-67 |
-70 |
MPU25 |
53 |
76 |
82 |
-67 |
-42 |
61 |
76 |
36 |
85 |
94
| 88 |
|
-79 |
76 |
78 |
58 |
8 |
15 |
5 |
24 |
13 |
50 |
76 |
63 |
20 |
70 |
50 |
34 |
34 |
16 |
32 |
73 |
51 |
-82 |
-85 |
DXU25 |
-1 |
-27 |
-37 |
61 |
20 |
-95
| -100
| -83 |
-97
| -90
| -75 |
-79 |
|
-91
| -51 |
-29 |
16 |
20 |
26 |
10 |
17 |
-1 |
-35 |
-17 |
24 |
-28 |
-84 |
-75 |
-72 |
-30 |
-71 |
-45 |
-24 |
84 |
88 |
GCQ25 |
13 |
35 |
41 |
-55 |
-21 |
82 |
90 |
73 |
87 |
88 |
83 |
76 |
-91
| |
51 |
44 |
9 |
-5 |
-13 |
3 |
-4 |
17 |
46 |
30 |
-6 |
43 |
74 |
64 |
64 |
29 |
63 |
43 |
25 |
-74 |
-79 |
PLN25 |
58 |
72 |
75 |
-43 |
-35 |
32 |
50 |
4 |
60 |
67 |
64 |
78 |
-51 |
51 |
|
84 |
27 |
60 |
52 |
64 |
57 |
47 |
61 |
54 |
30 |
71 |
21 |
1 |
-10 |
11 |
-11 |
44 |
21 |
-69 |
-65 |
SIN25 |
65 |
68 |
64 |
-23 |
-29 |
7 |
29 |
-11 |
37 |
50 |
63 |
58 |
-29 |
44 |
84 |
|
70 |
74 |
68 |
71 |
71 |
59 |
59 |
60 |
58 |
77 |
-2 |
-24 |
-29 |
7 |
-30 |
24 |
6 |
-38 |
-35 |
HGN25 |
48 |
35 |
25 |
17 |
-4 |
-36 |
-17 |
-28 |
-14 |
8 |
33 |
8 |
16 |
9 |
27 |
70 |
|
61 |
62 |
50 |
60 |
60 |
37 |
50 |
78 |
58 |
-41 |
-54 |
-50 |
-4 |
-51 |
-4 |
-9 |
26 |
31 |
CLN25 |
46 |
39 |
33 |
14 |
-11 |
-36 |
-17 |
-50 |
-12 |
-3 |
12 |
15 |
20 |
-5 |
60 |
74 |
61 |
|
99
| 96
| 97
| 38 |
20 |
31 |
44 |
46 |
-38 |
-55 |
-66 |
-1 |
-67 |
1 |
-10 |
5 |
14 |
ITCOQ25 |
42 |
33 |
25 |
21 |
-7 |
-44 |
-26 |
-54 |
-21 |
-12 |
4 |
5 |
26 |
-13 |
52 |
68 |
62 |
99
| |
95
| 97
| 34 |
13 |
25 |
44 |
40 |
-45 |
-60 |
-70 |
-3 |
-71 |
-5 |
-14 |
15 |
24 |
HON25 |
44 |
43 |
38 |
5 |
-15 |
-26 |
-8 |
-43 |
-3 |
5 |
18 |
24 |
10 |
3 |
64 |
71 |
50 |
96
| 95
| |
97
| 37 |
22 |
31 |
36 |
46 |
-29 |
-45 |
-56 |
3 |
-57 |
11 |
-1 |
-5 |
3 |
ITSN25 |
40 |
35 |
29 |
17 |
-5 |
-35 |
-17 |
-47 |
-13 |
-3 |
11 |
13 |
17 |
-4 |
57 |
71 |
60 |
97
| 97
| 97
| |
38 |
18 |
30 |
44 |
46 |
-37 |
-53 |
-64 |
6 |
-65 |
-0 |
-11 |
6 |
15 |
PILU25 |
88 |
85 |
79 |
-28 |
-38 |
-22 |
-4 |
-35 |
7 |
39 |
58 |
50 |
-1 |
17 |
47 |
59 |
60 |
38 |
34 |
37 |
38 |
|
92
| 98
| 95
| 92
| -37 |
-51 |
-41 |
-18 |
-42 |
52 |
52 |
-9 |
-8 |
DFU25 |
83 |
91
| 91
| -52 |
-46 |
13 |
29 |
-5 |
41 |
68 |
77 |
76 |
-35 |
46 |
61 |
59 |
37 |
20 |
13 |
22 |
18 |
92
| |
97
| 76 |
94
| -4 |
-18 |
-10 |
-10 |
-11 |
68 |
61 |
-43 |
-45 |
FXU25 |
88 |
90
| 87 |
-41 |
-45 |
-6 |
11 |
-22 |
22 |
54 |
68 |
63 |
-17 |
30 |
54 |
60 |
50 |
31 |
25 |
31 |
30 |
98
| 97
| |
88 |
95
| -23 |
-38 |
-28 |
-16 |
-29 |
62 |
59 |
-25 |
-26 |
SZU25 |
78 |
65 |
54 |
8 |
-15 |
-46 |
-29 |
-46 |
-21 |
12 |
38 |
20 |
24 |
-6 |
30 |
58 |
78 |
44 |
44 |
36 |
44 |
95
| 76 |
88 |
|
83 |
-54 |
-65 |
-56 |
-9 |
-57 |
22 |
31 |
23 |
20 |
LQGU25 |
84 |
89 |
85 |
-36 |
-35 |
4 |
24 |
-11 |
34 |
62 |
76 |
70 |
-28 |
43 |
71 |
77 |
58 |
46 |
40 |
46 |
46 |
92
| 94
| 95
| 83 |
|
-9 |
-28 |
-24 |
-1 |
-25 |
56 |
47 |
-34 |
-37 |
OBU25 |
-33 |
-8 |
3 |
-30 |
14 |
87 |
86 |
86 |
79 |
63 |
41 |
50 |
-84 |
74 |
21 |
-2 |
-41 |
-38 |
-45 |
-29 |
-37 |
-37 |
-4 |
-23 |
-54 |
-9 |
|
97
| 90 |
50 |
89 |
22 |
0 |
-71 |
-72 |
GBU25 |
-49 |
-25 |
-14 |
-26 |
19 |
83 |
76 |
87 |
68 |
49 |
25 |
34 |
-75 |
64 |
1 |
-24 |
-54 |
-55 |
-60 |
-45 |
-53 |
-51 |
-18 |
-38 |
-65 |
-28 |
97
| |
95
| 43 |
96
| 15 |
-1 |
-59 |
-62 |
EPU25 |
-45 |
-22 |
-12 |
-32 |
11 |
79 |
71 |
86 |
64 |
50 |
30 |
34 |
-72 |
64 |
-10 |
-29 |
-50 |
-66 |
-70 |
-56 |
-64 |
-41 |
-10 |
-28 |
-56 |
-24 |
90 |
95
| |
36 |
100
| 22 |
10 |
-52 |
-57 |
LFGU25 |
-31 |
-19 |
-18 |
43 |
70 |
25 |
33 |
27 |
29 |
18 |
11 |
16 |
-30 |
29 |
11 |
7 |
-4 |
-1 |
-3 |
3 |
6 |
-18 |
-10 |
-16 |
-9 |
-1 |
50 |
43 |
36 |
|
36 |
-6 |
-22 |
-21 |
-16 |
LELU25 |
-47 |
-23 |
-13 |
-31 |
12 |
78 |
71 |
86 |
63 |
49 |
28 |
32 |
-71 |
63 |
-11 |
-30 |
-51 |
-67 |
-71 |
-57 |
-65 |
-42 |
-11 |
-29 |
-57 |
-25 |
89 |
96
| 100
| 36 |
|
21 |
9 |
-51 |
-56 |
CCU25 |
50 |
66 |
70 |
-58 |
-43 |
30 |
41 |
17 |
46 |
66 |
61 |
73 |
-45 |
43 |
44 |
24 |
-4 |
1 |
-5 |
11 |
-0 |
52 |
68 |
62 |
22 |
56 |
22 |
15 |
22 |
-6 |
21 |
|
94
| -43 |
-51 |
LCCU25 |
47 |
57 |
58 |
-50 |
-44 |
13 |
19 |
4 |
23 |
44 |
44 |
51 |
-24 |
25 |
21 |
6 |
-9 |
-10 |
-14 |
-1 |
-11 |
52 |
61 |
59 |
31 |
47 |
0 |
-1 |
10 |
-22 |
9 |
94
| |
-21 |
-24 |
SBV25 |
-24 |
-49 |
-58 |
64 |
31 |
-79 |
-84 |
-53 |
-90
| -82 |
-67 |
-82 |
84 |
-74 |
-69 |
-38 |
26 |
5 |
15 |
-5 |
6 |
-9 |
-43 |
-25 |
23 |
-34 |
-71 |
-59 |
-52 |
-21 |
-51 |
-43 |
-21 |
|
99
|
LSBV25 |
-23 |
-50 |
-61 |
71 |
36 |
-84 |
-87 |
-59 |
-92
| -86 |
-70 |
-85 |
88 |
-79 |
-65 |
-35 |
31 |
14 |
24 |
3 |
15 |
-8 |
-45 |
-26 |
20 |
-37 |
-72 |
-62 |
-57 |
-16 |
-56 |
-51 |
-24 |
99
| |
|