 |
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 120 trading days) - Jun 20, 2025 |
|
YMU25 |
ESU25 |
NQU25 |
USU25 |
TYU25 |
SFU25 |
EUU25 |
JYU25 |
CDU25 |
BPU25 |
ADU25 |
MPU25 |
DXU25 |
GCQ25 |
PLN25 |
SIN25 |
HGN25 |
CLQ25 |
ITCOQ25 |
HON25 |
ITSN25 |
PILU25 |
DFU25 |
FXU25 |
SZU25 |
LQGU25 |
OBU25 |
GBU25 |
EPU25 |
LFGU25 |
LELU25 |
CCU25 |
LCCU25 |
SBV25 |
LSBV25 |
YMU25 |
|
94
| 87 |
-13 |
-68 |
-70 |
-69 |
-69 |
-47 |
-59 |
-10 |
-41 |
68 |
-59 |
14 |
1 |
-24 |
71 |
71 |
67 |
68 |
60 |
4 |
43 |
37 |
43 |
29 |
-24 |
-61 |
9 |
-61 |
64 |
78 |
-8 |
-16 |
ESU25 |
94
| |
98
| -34 |
-69 |
-50 |
-51 |
-59 |
-23 |
-40 |
11 |
-17 |
51 |
-43 |
33 |
11 |
-24 |
65 |
64 |
65 |
63 |
57 |
18 |
48 |
29 |
51 |
36 |
-8 |
-45 |
4 |
-45 |
71 |
74 |
-28 |
-34 |
NQU25 |
87 |
98
| |
-45 |
-68 |
-38 |
-41 |
-51 |
-9 |
-29 |
20 |
-5 |
40 |
-33 |
41 |
13 |
-26 |
58 |
56 |
61 |
57 |
51 |
22 |
46 |
21 |
51 |
40 |
3 |
-33 |
1 |
-33 |
73 |
70 |
-37 |
-43 |
USU25 |
-13 |
-34 |
-45 |
|
63 |
-22 |
-12 |
10 |
-37 |
-8 |
-27 |
-26 |
8 |
-9 |
-27 |
6 |
35 |
-4 |
-2 |
-13 |
-7 |
22 |
3 |
12 |
44 |
4 |
-27 |
-33 |
-15 |
53 |
-15 |
-53 |
-37 |
65 |
65 |
TYU25 |
-68 |
-69 |
-68 |
63 |
|
59 |
67 |
77 |
41 |
68 |
30 |
49 |
-70 |
66 |
6 |
33 |
56 |
-64 |
-64 |
-60 |
-62 |
-3 |
40 |
11 |
24 |
11 |
-31 |
3 |
52 |
40 |
52 |
-64 |
-80 |
26 |
29 |
SFU25 |
-70 |
-50 |
-38 |
-22 |
59 |
|
97
| 89 |
93
| 93
| 69 |
87 |
-97
| 92
| 38 |
37 |
33 |
-74 |
-76 |
-60 |
-69 |
-28 |
43 |
-1 |
-22 |
8 |
-2 |
43 |
84 |
5 |
83 |
-25 |
-62 |
-36 |
-33 |
EUU25 |
-69 |
-51 |
-41 |
-12 |
67 |
97
| |
91
| 89 |
97
| 73 |
91
| -100
| 95
| 44 |
49 |
48 |
-72 |
-74 |
-58 |
-67 |
-16 |
54 |
10 |
-6 |
18 |
-19 |
26 |
76 |
5 |
75 |
-32 |
-69 |
-26 |
-23 |
JYU25 |
-69 |
-59 |
-51 |
10 |
77 |
89 |
91
| |
79 |
89 |
65 |
77 |
-93
| 92
| 26 |
43 |
52 |
-79 |
-80 |
-67 |
-75 |
-7 |
53 |
16 |
9 |
19 |
-13 |
25 |
77 |
19 |
76 |
-41 |
-71 |
-5 |
-5 |
CDU25 |
-47 |
-23 |
-9 |
-37 |
41 |
93
| 89 |
79 |
|
88 |
81 |
90
| -89 |
89 |
55 |
47 |
31 |
-57 |
-59 |
-40 |
-51 |
-16 |
49 |
11 |
-16 |
23 |
15 |
50 |
79 |
9 |
78 |
-5 |
-43 |
-47 |
-46 |
BPU25 |
-59 |
-40 |
-29 |
-8 |
68 |
93
| 97
| 89 |
88 |
|
80 |
95
| -98
| 94
| 49 |
57 |
55 |
-69 |
-71 |
-57 |
-66 |
1 |
68 |
28 |
10 |
34 |
-20 |
23 |
73 |
8 |
73 |
-28 |
-66 |
-20 |
-18 |
ADU25 |
-10 |
11 |
20 |
-27 |
30 |
69 |
73 |
65 |
81 |
80 |
|
86 |
-74 |
78 |
64 |
70 |
53 |
-35 |
-37 |
-22 |
-32 |
35 |
78 |
56 |
31 |
65 |
-1 |
16 |
49 |
14 |
48 |
7 |
-27 |
-29 |
-32 |
MPU25 |
-41 |
-17 |
-5 |
-26 |
49 |
87 |
91
| 77 |
90
| 95
| 86 |
|
-91
| 90
| 66 |
63 |
49 |
-53 |
-56 |
-37 |
-49 |
9 |
72 |
36 |
9 |
45 |
-10 |
25 |
67 |
5 |
66 |
-9 |
-50 |
-34 |
-34 |
DXU25 |
68 |
51 |
40 |
8 |
-70 |
-97
| -100
| -93
| -89 |
-98
| -74 |
-91
| |
-96
| -43 |
-51 |
-51 |
73 |
72 |
60 |
63 |
13 |
-58 |
-15 |
0 |
-22 |
19 |
-27 |
-77 |
-8 |
-77 |
33 |
71 |
21 |
19 |
GCQ25 |
-59 |
-43 |
-33 |
-9 |
66 |
92
| 95
| 92
| 89 |
94
| 78 |
90
| -96
| |
48 |
59 |
59 |
-66 |
-68 |
-50 |
-61 |
-1 |
63 |
25 |
11 |
33 |
-9 |
29 |
79 |
14 |
77 |
-27 |
-63 |
-18 |
-19 |
PLN25 |
14 |
33 |
41 |
-27 |
6 |
38 |
44 |
26 |
55 |
49 |
64 |
66 |
-43 |
48 |
|
80 |
37 |
17 |
13 |
30 |
20 |
31 |
57 |
45 |
25 |
65 |
5 |
5 |
17 |
12 |
16 |
14 |
-14 |
-43 |
-45 |
SIN25 |
1 |
11 |
13 |
6 |
33 |
37 |
49 |
43 |
47 |
57 |
70 |
63 |
-51 |
59 |
80 |
|
78 |
4 |
2 |
13 |
6 |
49 |
71 |
61 |
56 |
73 |
-26 |
-22 |
13 |
15 |
12 |
-17 |
-38 |
-2 |
-6 |
HGN25 |
-24 |
-24 |
-26 |
35 |
56 |
33 |
48 |
52 |
31 |
55 |
53 |
49 |
-51 |
59 |
37 |
78 |
|
-19 |
-19 |
-16 |
-19 |
46 |
66 |
56 |
65 |
57 |
-53 |
-38 |
13 |
7 |
12 |
-47 |
-59 |
38 |
34 |
CLQ25 |
71 |
65 |
58 |
-4 |
-64 |
-74 |
-72 |
-79 |
-57 |
-69 |
-35 |
-53 |
73 |
-66 |
17 |
4 |
-19 |
|
100
| 96
| 98
| 25 |
-31 |
5 |
13 |
14 |
15 |
-29 |
-74 |
-3 |
-74 |
36 |
56 |
2 |
1 |
ITCOQ25 |
71 |
64 |
56 |
-2 |
-64 |
-76 |
-74 |
-80 |
-59 |
-71 |
-37 |
-56 |
72 |
-68 |
13 |
2 |
-19 |
100
| |
96
| 97
| 24 |
-33 |
3 |
11 |
13 |
15 |
-29 |
-74 |
-2 |
-73 |
35 |
54 |
4 |
0 |
HON25 |
67 |
65 |
61 |
-13 |
-60 |
-60 |
-58 |
-67 |
-40 |
-57 |
-22 |
-37 |
60 |
-50 |
30 |
13 |
-16 |
96
| 96
| |
98
| 24 |
-23 |
8 |
9 |
20 |
21 |
-21 |
-61 |
0 |
-61 |
41 |
54 |
-11 |
-13 |
ITSN25 |
68 |
63 |
57 |
-7 |
-62 |
-69 |
-67 |
-75 |
-51 |
-66 |
-32 |
-49 |
63 |
-61 |
20 |
6 |
-19 |
98
| 97
| 98
| |
21 |
-28 |
3 |
7 |
16 |
18 |
-23 |
-65 |
2 |
-65 |
36 |
48 |
-4 |
-8 |
PILU25 |
60 |
57 |
51 |
22 |
-3 |
-28 |
-16 |
-7 |
-16 |
1 |
35 |
9 |
13 |
-1 |
31 |
49 |
46 |
25 |
24 |
24 |
21 |
|
70 |
95
| 94
| 87 |
-21 |
-52 |
-39 |
22 |
-39 |
20 |
21 |
26 |
17 |
DFU25 |
4 |
18 |
22 |
3 |
40 |
43 |
54 |
53 |
49 |
68 |
78 |
72 |
-58 |
63 |
57 |
71 |
66 |
-31 |
-33 |
-23 |
-28 |
70 |
|
88 |
73 |
86 |
-29 |
-20 |
24 |
16 |
24 |
-1 |
-29 |
-1 |
-5 |
FXU25 |
43 |
48 |
46 |
12 |
11 |
-1 |
10 |
16 |
11 |
28 |
56 |
36 |
-15 |
25 |
45 |
61 |
56 |
5 |
3 |
8 |
3 |
95
| 88 |
|
91
| 93
| -21 |
-38 |
-13 |
20 |
-14 |
15 |
4 |
15 |
9 |
SZU25 |
37 |
29 |
21 |
44 |
24 |
-22 |
-6 |
9 |
-16 |
10 |
31 |
9 |
0 |
11 |
25 |
56 |
65 |
13 |
11 |
9 |
7 |
94
| 73 |
91
| |
82 |
-40 |
-60 |
-32 |
28 |
-32 |
-10 |
-8 |
45 |
38 |
LQGU25 |
43 |
51 |
51 |
4 |
11 |
8 |
18 |
19 |
23 |
34 |
65 |
45 |
-22 |
33 |
65 |
73 |
57 |
14 |
13 |
20 |
16 |
87 |
86 |
93
| 82 |
|
-8 |
-26 |
-6 |
27 |
-7 |
19 |
2 |
-5 |
-12 |
OBU25 |
29 |
36 |
40 |
-27 |
-31 |
-2 |
-19 |
-13 |
15 |
-20 |
-1 |
-10 |
19 |
-9 |
5 |
-26 |
-53 |
15 |
15 |
21 |
18 |
-21 |
-29 |
-21 |
-40 |
-8 |
|
80 |
33 |
44 |
33 |
48 |
44 |
-44 |
-43 |
GBU25 |
-24 |
-8 |
3 |
-33 |
3 |
43 |
26 |
25 |
50 |
23 |
16 |
25 |
-27 |
29 |
5 |
-22 |
-38 |
-29 |
-29 |
-21 |
-23 |
-52 |
-20 |
-38 |
-60 |
-26 |
80 |
|
74 |
27 |
74 |
18 |
-0 |
-45 |
-37 |
EPU25 |
-61 |
-45 |
-33 |
-15 |
52 |
84 |
76 |
77 |
79 |
73 |
49 |
67 |
-77 |
79 |
17 |
13 |
13 |
-74 |
-74 |
-61 |
-65 |
-39 |
24 |
-13 |
-32 |
-6 |
33 |
74 |
|
25 |
100
| -14 |
-46 |
-30 |
-26 |
LFGU25 |
9 |
4 |
1 |
53 |
40 |
5 |
5 |
19 |
9 |
8 |
14 |
5 |
-8 |
14 |
12 |
15 |
7 |
-3 |
-2 |
0 |
2 |
22 |
16 |
20 |
28 |
27 |
44 |
27 |
25 |
|
25 |
4 |
-1 |
4 |
2 |
LELU25 |
-61 |
-45 |
-33 |
-15 |
52 |
83 |
75 |
76 |
78 |
73 |
48 |
66 |
-77 |
77 |
16 |
12 |
12 |
-74 |
-73 |
-61 |
-65 |
-39 |
24 |
-14 |
-32 |
-7 |
33 |
74 |
100
| 25 |
|
-14 |
-46 |
-30 |
-26 |
CCU25 |
64 |
71 |
73 |
-53 |
-64 |
-25 |
-32 |
-41 |
-5 |
-28 |
7 |
-9 |
33 |
-27 |
14 |
-17 |
-47 |
36 |
35 |
41 |
36 |
20 |
-1 |
15 |
-10 |
19 |
48 |
18 |
-14 |
4 |
-14 |
|
89 |
-42 |
-48 |
LCCU25 |
78 |
74 |
70 |
-37 |
-80 |
-62 |
-69 |
-71 |
-43 |
-66 |
-27 |
-50 |
71 |
-63 |
-14 |
-38 |
-59 |
56 |
54 |
54 |
48 |
21 |
-29 |
4 |
-8 |
2 |
44 |
-0 |
-46 |
-1 |
-46 |
89 |
|
-21 |
-26 |
SBV25 |
-8 |
-28 |
-37 |
65 |
26 |
-36 |
-26 |
-5 |
-47 |
-20 |
-29 |
-34 |
21 |
-18 |
-43 |
-2 |
38 |
2 |
4 |
-11 |
-4 |
26 |
-1 |
15 |
45 |
-5 |
-44 |
-45 |
-30 |
4 |
-30 |
-42 |
-21 |
|
98
|
LSBV25 |
-16 |
-34 |
-43 |
65 |
29 |
-33 |
-23 |
-5 |
-46 |
-18 |
-32 |
-34 |
19 |
-19 |
-45 |
-6 |
34 |
1 |
0 |
-13 |
-8 |
17 |
-5 |
9 |
38 |
-12 |
-43 |
-37 |
-26 |
2 |
-26 |
-48 |
-26 |
98
| |
|