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MRCI's Futures Seasonal & Correlation Charts As of Thursday March 05, 2015

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MRCI's Futures Seasonal & Correlation Charts
As of Thursday March 05, 2015
Computers compare daily the price behavior of previous years with the current market to date at the end of each trading day. A good way to also monitor new correlations is via our weekly MRCI Online Update. Each week Jerry writes a short commentary on all of our new and current futures correlations.

Bold - at least one year correlates >= 90%.
Green - currently correlates to year(s) with significant upward movement within 30 days.
Red - currently correlates to year(s) with significant downward movement within 30 days.
E-mail me the PDF Charts (approximatelay 2 megabytes)
INDICES AND FINANCIALS
DJIA Index(CBOT) DJIA Index Mar15 Jun15        
E-mini DJIA Index(CBOT) Mar15 Jun15          
Dow Jones Transportation Dow Jones Transportation            
Dow Jones Utilities Dow Jones Utilities
(97,96,77)
           
S & P 500(CME) S & P 500 Stock Index Mar15 Jun15
(05)
       
S & P 500 E-Mini(Globex) Mar15 Jun15          
S & P 100(OEX) S & P 100(OEX)            
NASDAQ 100 Index NASDAQ 100 Index
(14,00)
Mar15 Jun15
(14)
       
NASDAQ 100 E-Mini(Globex) Mar15 Jun15
(14)
         
Russell 2000(CME) Russell 2000 Index Mar15 Jun15        
S & P Midcap 400(CME) S & P Midcap 400 Index            
Value Line(KCBT) Value Line Index            
INTERNATIONAL MARKETS
DAX Index(EUREX) DAX Index Mar15 Jun15
(06,97,96,93)
       
FT-SE 100 Index(LIFFE) FT-SE 100 Index Mar15 Jun15        
CAC-40 Index(EURONEXT) CAC-40 Index Mar15 Apr15        
Nikkei 225(SGX) Nikkei 225 Index Mar15 Jun15        
SPI 200(SFE) Mar15 Jun15          
INTEREST RATES
30-Year T-Bonds(CBOT) 30-Yr Treasury Constant Maturity Rate
(08,98)
Mar15 Jun15
(08,98,91,87)
Sep15      
10-Year T-Notes(CBOT) 10-Yr Treasury Constant Maturity Rate
(08,01,98,71)
Mar15 Jun15
(08)
Sep15      
5-Year T-Notes(CBOT) 5-Yr Treasury Constant Maturity Rate Mar15 Jun15        
2 Year T-Notes(CBOT) Mar15 Jun15          
Eurodollars(CME) Mar15 Jun15
(83)
Sep15 Dec15      
METALS AND CURRENCIES
Gold(CMX) Gold: 24-HR Composite Apr15 Jun15 Aug15 Oct15    
Platinum(NYMEX) Platinum: Industrial Apr15
(84,71)
Jul15
(91,84,76)
Oct15 Jan16    
Silver(CMX) Silver: 24-HR Composite Mar15 May15
(09,84,72)
Jul15 Sep15 Dec15  
Copper(CMX) Copper: High Grade/Scrap #2 wire
(07,71)
Mar15 May15
(99,98)
Jul15
(07,99,98,96,71)
Sep15
(07,96)
   
EuroFX(CME) EuroFX
(12,97,85,81)
Mar15 Jun15
(99)
       
Swiss Franc(CME) Swiss Franc: NY 3:30PM Mar15 Jun15        
Japanese Yen(CME) Japanese Yen: NY 3:30PM
(06,98,80,76,74)
Mar15 Jun15
(06,98,96,85,80)
       
British Pound(CME) British Pound: NY 3:30PM
(09,93,85,84,
83,74)
Mar15 Jun15
(09,84,83)
       
Canadian Dollar(CME) Canadian Dollar: NY 3:30PM
(14,07,98,86,
84,81,77,75)
Mar15 Jun15
(14,07,98,86,
84,81)
       
Australian Dollar(CME) Australian Dollar
(09,98,93)
Mar15 Jun15        
US Dollar Index(ICE) US Dollar Index
(12,09,93,85,
81,74)
Mar15 Jun15
(97,93)
       
CRUDE OIL COMPLEX AND NATURAL GAS
Crude Oil(NYM) West Texas Crude
(09,94,93,88,85)
Apr15 May15
(09,07,99,94,
88,85)
Jun15
(09,07,99,94,
88,85)
Jul15
(09,07,99,94,
88,85)
Aug15
(09,99,94,88,85)
Sep15
(09,99,94,92,
88,85)
Oct15
(09,99,98,94,
92,88,85)
Nov15
(99,94,92,85)
Dec15 Jan16 Feb16 Mar16    
Brent Crude Oil(ICE) Apr15 May15
(09,07,02,99,94)
Jun15
(09,07,02,99,
94,92)
Jul15
(09,07,99,94,92)
Aug15
(09,99,94,92)
Sep15
(09,99)
Oct15
(99,98)
Nov15 Dec15 Jan16 Feb16 Mar16      
NY Harbor ULSD(NYM) Fuel Oil: No 2 NY
(09)
Apr15
(09,07,02,99,
94,88,85)
May15
(09,07,02,99,
94,88,85,83)
Jun15
(09,07,02,99,
94,88,85)
Jul15
(09,07,02,99,
94,88,82)
Aug15
(09,99,94,88,82)
Sep15
(09,99,94,91,88)
Oct15
(09,99,98,94,92)
Nov15 Dec15          
RBOB Gasoline(NYM) Unleaded Gasoline
(09,94)
Apr15
(09,07,02,99,
94,93,88)
May15
(09,07,99,94,
93,88)
Jun15
(09,07,99,94,88)
Jul15
(09,99,94)
Aug15
(09,99,94)
Sep15
(09,99,94,92)
Oct15
(99,98,92)
Nov15 Dec15          
Natural Gas(NYM) Apr15
(12,09,02,99,
95,92)
May15
(12,09,02,99,
95,92)
Jun15
(12,09,02,99,
95,92,91)
Jul15
(12,09,99,95,
92,91)
Aug15
(12,09,99,95,
92,91)
Sep15
(12,09,99,95,
92,91)
Oct15
(12,09,02,99,
95,92,91)
Nov15
(12,09,02,99,
95,92,91)
Dec15            
COTTON AND LUMBER
Cotton(ICE) Cotton: 1 1/16" str lw-md Memphis
(12,97,96,92,
85,82)
Mar15 May15
(85,82,78)
Jul15 Oct15 Dec15  
Lumber(CME) Mar15 May15 Jul15
(08)
Sep15
(08)
     
SOFTS
Coffee "C"(ICE) Coffee: Brazilian NY Mar15 May15 Jul15 Sep15
(01,92,87)
   
Orange Juice(ICE) Mar15 May15 Jul15 Sep15 Nov15    
Sugar #11(ICE) Sugar: cane raw world fob May15
(07,02,91,85,
84,83,77,67,65)
Jul15
(13,07,02,91,
84,83,77,65)
Oct15
(85,84,81,65)
Mar16    
Cocoa(ICE) Cocoa: Metric Mar15 May15 Jul15 Sep15    
Rough Rice(CBOT) Mar15 May15
(09,02,01,99,93)
Jul15
(01,99,98)
Sep15
(09,02,01,99)
Nov15    
London Cocoa(LCE) Mar15 May15 Jul15 Sep15      
London Sugar(LCE) May15
(07)
Aug15
(13)
Oct15
(00,98)
Dec15      
London Coffee(LCE) Mar15 May15 Jul15 Sep15      
GRAINS AND OILSEEDS
Soybeans(CBOT) Soybeans: No 1 yellow Cent-Ill.
(06,98,95,90,
74,68,55)
Mar15 May15
(93,83)
Jul15 Aug15 Sep15 Nov15
Soybean Meal(CBOT) Soybean Meal: Cent-Ill Mar15 May15 Jul15 Aug15 Sep15 Oct15
Dec15              
Soybean Oil(CBOT) Soybean Oil: crd Decatur Ill
(14,09,01,86)
Mar15 May15
(09,83)
Jul15 Aug15 Sep15 Oct15
Dec15              
Corn(CBOT) Corn: No 2 yellow Cent-Ill
(95)
Mar15 May15 Jul15 Sep15 Dec15  
Oats(CBOT) Mar15 May15 Jul15
(75)
Sep15
(99)
Dec15    
Wheat(CBOT) Wheat: No 2 sft red St Louis Mar15 May15 Jul15 Sep15 Dec15  
Wheat(KCBT) Wheat: No 2 hard KC Mar15 May15
(90)
Jul15 Sep15 Dec15  
Wheat(MGE) Wheat: spring 14%-pro Mpls Mar15 May15
(10)
Jul15 Sep15 Dec15  
MEATS & DAIRY
Live Cattle(CME) Steers: Texas Panhandle Apr15 Jun15 Aug15 Oct15
(81)
Dec15 Feb16
Feeder Cattle(CME) Feeder Cattle (Ok. City) Mar15 Apr15 May15 Aug15
(96)
Sep15
(96,81)
 
Lean Hogs(CME) Apr15 May15 Jun15 Jul15 Aug15 Oct15
(87)
Dec15
Class III Milk(CME) Feb15 Mar15
(09,00)
Apr15
(09)
May15
(09)
Jun15
(09)
Jul15 Aug15

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