 |
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 180 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
| 83 |
-13 |
-68 |
-60 |
-68 |
-58 |
-21 |
-58 |
14 |
-51 |
66 |
-67 |
-0 |
-13 |
-46 |
64 |
66 |
57 |
64 |
11 |
-30 |
-7 |
2 |
7 |
40 |
6 |
-28 |
10 |
-29 |
6 |
19 |
20 |
16 |
ESM25 |
94
| |
96
| -34 |
-70 |
-48 |
-56 |
-55 |
-12 |
-44 |
18 |
-31 |
55 |
-54 |
18 |
-4 |
-43 |
62 |
61 |
57 |
61 |
16 |
-16 |
4 |
2 |
17 |
45 |
16 |
-22 |
4 |
-22 |
18 |
26 |
1 |
-2 |
NQM25 |
83 |
96
| |
-45 |
-70 |
-42 |
-48 |
-52 |
-12 |
-36 |
8 |
-16 |
48 |
-39 |
26 |
-1 |
-38 |
54 |
51 |
52 |
52 |
22 |
0 |
16 |
3 |
26 |
48 |
21 |
-17 |
1 |
-17 |
35 |
40 |
-19 |
-22 |
USU25 |
-13 |
-34 |
-45 |
|
62 |
-21 |
-11 |
11 |
-36 |
-7 |
-26 |
-25 |
7 |
-7 |
-26 |
7 |
35 |
-6 |
-2 |
-13 |
-6 |
22 |
4 |
12 |
44 |
6 |
-27 |
-32 |
-15 |
53 |
-15 |
-53 |
-38 |
65 |
65 |
TYU25 |
-68 |
-70 |
-70 |
62 |
|
60 |
68 |
78 |
42 |
69 |
31 |
50 |
-71 |
68 |
7 |
36 |
59 |
-64 |
-65 |
-61 |
-65 |
4 |
43 |
16 |
24 |
17 |
-35 |
-4 |
50 |
40 |
49 |
-65 |
-81 |
28 |
30 |
SFU25 |
-60 |
-48 |
-42 |
-21 |
60 |
|
96
| 87 |
85 |
92
| 54 |
78 |
-95
| 65 |
39 |
37 |
32 |
-64 |
-64 |
-54 |
-62 |
-17 |
19 |
-1 |
-14 |
6 |
-9 |
21 |
65 |
4 |
65 |
-30 |
-50 |
-13 |
-10 |
EUU25 |
-68 |
-56 |
-48 |
-11 |
68 |
96
| |
88 |
75 |
97
| 45 |
87 |
-100
| 78 |
46 |
50 |
54 |
-64 |
-67 |
-53 |
-65 |
4 |
39 |
20 |
8 |
23 |
-29 |
1 |
53 |
4 |
52 |
-22 |
-43 |
-17 |
-16 |
JYU25 |
-58 |
-55 |
-52 |
11 |
78 |
87 |
88 |
|
71 |
87 |
49 |
72 |
-91
| 66 |
29 |
40 |
52 |
-64 |
-63 |
-55 |
-63 |
8 |
31 |
20 |
14 |
24 |
-23 |
4 |
57 |
19 |
55 |
-30 |
-47 |
4 |
4 |
CDU25 |
-21 |
-12 |
-12 |
-36 |
42 |
85 |
75 |
71 |
|
74 |
85 |
58 |
-75 |
30 |
45 |
36 |
13 |
-29 |
-27 |
-21 |
-26 |
-21 |
-12 |
-17 |
-21 |
-3 |
5 |
28 |
54 |
9 |
54 |
-53 |
-68 |
12 |
14 |
BPU25 |
-58 |
-44 |
-36 |
-7 |
69 |
92
| 97
| 87 |
74 |
|
50 |
90 |
-98
| 76 |
52 |
56 |
57 |
-62 |
-64 |
-53 |
-63 |
15 |
46 |
31 |
19 |
35 |
-27 |
3 |
53 |
7 |
53 |
-20 |
-42 |
-12 |
-11 |
ADU25 |
14 |
18 |
8 |
-26 |
31 |
54 |
45 |
49 |
85 |
50 |
|
30 |
-46 |
-6 |
36 |
35 |
8 |
1 |
8 |
4 |
5 |
-5 |
-27 |
-15 |
-4 |
-0 |
-0 |
13 |
25 |
13 |
24 |
-68 |
-75 |
43 |
43 |
MPU25 |
-51 |
-31 |
-16 |
-25 |
50 |
78 |
87 |
72 |
58 |
90 |
30 |
|
-88 |
84 |
63 |
56 |
60 |
-49 |
-56 |
-37 |
-52 |
31 |
67 |
52 |
28 |
54 |
-21 |
2 |
42 |
4 |
41 |
13 |
-9 |
-39 |
-39 |
DXU25 |
66 |
55 |
48 |
7 |
-71 |
-95
| -100
| -91
| -75 |
-98
| -46 |
-88 |
|
-78 |
-46 |
-51 |
-57 |
65 |
70 |
54 |
68 |
-8 |
-42 |
-24 |
-13 |
-26 |
30 |
-1 |
-54 |
-7 |
-53 |
22 |
44 |
14 |
12 |
GCQ25 |
-67 |
-54 |
-39 |
-7 |
68 |
65 |
78 |
66 |
30 |
76 |
-6 |
84 |
-78 |
|
45 |
54 |
71 |
-61 |
-69 |
-48 |
-64 |
36 |
80 |
59 |
37 |
56 |
-33 |
-11 |
39 |
13 |
39 |
29 |
10 |
-48 |
-50 |
PLN25 |
-0 |
18 |
26 |
-26 |
7 |
39 |
46 |
29 |
45 |
52 |
36 |
63 |
-46 |
45 |
|
79 |
42 |
14 |
6 |
23 |
9 |
39 |
43 |
44 |
34 |
59 |
-9 |
-10 |
8 |
11 |
7 |
2 |
-11 |
-30 |
-32 |
SIN25 |
-13 |
-4 |
-1 |
7 |
36 |
37 |
50 |
40 |
36 |
56 |
35 |
56 |
-51 |
54 |
79 |
|
71 |
1 |
-4 |
7 |
-3 |
51 |
50 |
53 |
56 |
63 |
-33 |
-27 |
3 |
14 |
2 |
-14 |
-25 |
-2 |
-6 |
HGN25 |
-46 |
-43 |
-38 |
35 |
59 |
32 |
54 |
52 |
13 |
57 |
8 |
60 |
-57 |
71 |
42 |
71 |
|
-22 |
-27 |
-15 |
-26 |
65 |
71 |
71 |
73 |
67 |
-63 |
-52 |
-6 |
6 |
-7 |
-1 |
-12 |
-2 |
-7 |
CLN25 |
64 |
62 |
54 |
-6 |
-64 |
-64 |
-64 |
-64 |
-29 |
-62 |
1 |
-49 |
65 |
-61 |
14 |
1 |
-22 |
|
99
| 96
| 98
| 10 |
-36 |
-10 |
3 |
-0 |
18 |
-13 |
-64 |
-4 |
-64 |
-2 |
11 |
17 |
16 |
ITCOQ25 |
66 |
61 |
51 |
-2 |
-65 |
-64 |
-67 |
-63 |
-27 |
-64 |
8 |
-56 |
70 |
-69 |
6 |
-4 |
-27 |
99
| |
94
| 98
| 4 |
-46 |
-18 |
-2 |
-8 |
20 |
-13 |
-63 |
-4 |
-63 |
-13 |
3 |
28 |
26 |
HON25 |
57 |
57 |
52 |
-13 |
-61 |
-54 |
-53 |
-55 |
-21 |
-53 |
4 |
-37 |
54 |
-48 |
23 |
7 |
-15 |
96
| 94
| |
96
| 16 |
-27 |
-3 |
5 |
7 |
17 |
-15 |
-61 |
-1 |
-61 |
1 |
11 |
8 |
6 |
ITSN25 |
64 |
61 |
52 |
-6 |
-65 |
-62 |
-65 |
-63 |
-26 |
-63 |
5 |
-52 |
68 |
-64 |
9 |
-3 |
-26 |
98
| 98
| 96
| |
6 |
-41 |
-14 |
-2 |
-4 |
20 |
-13 |
-63 |
-2 |
-63 |
-6 |
8 |
20 |
18 |
PILU25 |
11 |
16 |
22 |
22 |
4 |
-17 |
4 |
8 |
-21 |
15 |
-5 |
31 |
-8 |
36 |
39 |
51 |
65 |
10 |
4 |
16 |
6 |
|
75 |
94
| 95
| 88 |
-36 |
-56 |
-40 |
23 |
-41 |
30 |
27 |
-13 |
-20 |
DFU25 |
-30 |
-16 |
0 |
4 |
43 |
19 |
39 |
31 |
-12 |
46 |
-27 |
67 |
-42 |
80 |
43 |
50 |
71 |
-36 |
-46 |
-27 |
-41 |
75 |
|
92
| 72 |
86 |
-46 |
-40 |
4 |
15 |
3 |
56 |
43 |
-51 |
-55 |
FXU25 |
-7 |
4 |
16 |
12 |
16 |
-1 |
20 |
20 |
-17 |
31 |
-15 |
52 |
-24 |
59 |
44 |
53 |
71 |
-10 |
-18 |
-3 |
-14 |
94
| 92
| |
89 |
93
| -39 |
-50 |
-21 |
21 |
-21 |
46 |
37 |
-33 |
-38 |
SZU25 |
2 |
2 |
3 |
44 |
24 |
-14 |
8 |
14 |
-21 |
19 |
-4 |
28 |
-13 |
37 |
34 |
56 |
73 |
3 |
-2 |
5 |
-2 |
95
| 72 |
89 |
|
84 |
-49 |
-62 |
-35 |
29 |
-35 |
14 |
12 |
2 |
-4 |
LQGU25 |
7 |
17 |
26 |
6 |
17 |
6 |
23 |
24 |
-3 |
35 |
-0 |
54 |
-26 |
56 |
59 |
63 |
67 |
-0 |
-8 |
7 |
-4 |
88 |
86 |
93
| 84 |
|
-25 |
-37 |
-11 |
26 |
-12 |
40 |
31 |
-33 |
-39 |
OBU25 |
40 |
45 |
48 |
-27 |
-35 |
-9 |
-29 |
-23 |
5 |
-27 |
-0 |
-21 |
30 |
-33 |
-9 |
-33 |
-63 |
18 |
20 |
17 |
20 |
-36 |
-46 |
-39 |
-49 |
-25 |
|
87 |
37 |
44 |
37 |
49 |
50 |
-24 |
-21 |
GBU25 |
6 |
16 |
21 |
-32 |
-4 |
21 |
1 |
4 |
28 |
3 |
13 |
2 |
-1 |
-11 |
-10 |
-27 |
-52 |
-13 |
-13 |
-15 |
-13 |
-56 |
-40 |
-50 |
-62 |
-37 |
87 |
|
64 |
26 |
64 |
24 |
17 |
-18 |
-10 |
EPU25 |
-28 |
-22 |
-17 |
-15 |
50 |
65 |
53 |
57 |
54 |
53 |
25 |
42 |
-54 |
39 |
8 |
3 |
-6 |
-64 |
-63 |
-61 |
-63 |
-40 |
4 |
-21 |
-35 |
-11 |
37 |
64 |
|
25 |
100
| -3 |
-17 |
-12 |
-7 |
LFGU25 |
10 |
4 |
1 |
53 |
40 |
4 |
4 |
19 |
9 |
7 |
13 |
4 |
-7 |
13 |
11 |
14 |
6 |
-4 |
-4 |
-1 |
-2 |
23 |
15 |
21 |
29 |
26 |
44 |
26 |
25 |
|
25 |
5 |
1 |
5 |
3 |
LELU25 |
-29 |
-22 |
-17 |
-15 |
49 |
65 |
52 |
55 |
54 |
53 |
24 |
41 |
-53 |
39 |
7 |
2 |
-7 |
-64 |
-63 |
-61 |
-63 |
-41 |
3 |
-21 |
-35 |
-12 |
37 |
64 |
100
| 25 |
|
-3 |
-17 |
-13 |
-8 |
CCU25 |
6 |
18 |
35 |
-53 |
-65 |
-30 |
-22 |
-30 |
-53 |
-20 |
-68 |
13 |
22 |
29 |
2 |
-14 |
-1 |
-2 |
-13 |
1 |
-6 |
30 |
56 |
46 |
14 |
40 |
49 |
24 |
-3 |
5 |
-3 |
|
97
| -71 |
-74 |
LCCU25 |
19 |
26 |
40 |
-38 |
-81 |
-50 |
-43 |
-47 |
-68 |
-42 |
-75 |
-9 |
44 |
10 |
-11 |
-25 |
-12 |
11 |
3 |
11 |
8 |
27 |
43 |
37 |
12 |
31 |
50 |
17 |
-17 |
1 |
-17 |
97
| |
-62 |
-65 |
SBV25 |
20 |
1 |
-19 |
65 |
28 |
-13 |
-17 |
4 |
12 |
-12 |
43 |
-39 |
14 |
-48 |
-30 |
-2 |
-2 |
17 |
28 |
8 |
20 |
-13 |
-51 |
-33 |
2 |
-33 |
-24 |
-18 |
-12 |
5 |
-13 |
-71 |
-62 |
|
99
|
LSBV25 |
16 |
-2 |
-22 |
65 |
30 |
-10 |
-16 |
4 |
14 |
-11 |
43 |
-39 |
12 |
-50 |
-32 |
-6 |
-7 |
16 |
26 |
6 |
18 |
-20 |
-55 |
-38 |
-4 |
-39 |
-21 |
-10 |
-7 |
3 |
-8 |
-74 |
-65 |
99
| |
|