MRCI's Inter-Market Futures 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) Correlation Help 30 Day Correlations 60 Day Correlations 90 Day Correlations 120 Day Correlations 180 Day Correlations Note: Use Next/Prev 30 Day US+European Correlations 60 Day US+European Correlations 90 Day US+European Correlations 120 Day US+European Correlations 180 Day US+European Correlations MRCI's Inter-Market Futures Correlation Matrix measures the historical relationships between commodity, energy, currency, metal and financial futures markets over the last 30, 60, 90, 120 and 180 trading days. Positive values indicate markets moving together, while negative values indicate inverse relationships. Traders use correlation analysis to diversify portfolios, manage risk and identify confirming market trends. MRCI's Inter-Market Futures Correlations(prev 30 trading days) - Jul 16, 2026   YMU26 ESU26 NQU26 USU26 TYU26 SFU26 EUU26 JYU26 CDU26 BPU26 ADU26 MPU26 DXU26 GCQ26 PLV26 SIU26 HGU26 CLQ26 ITCOU26 HOQ26 ITSQ26 PILU26 DFU26 FXU26 SZU26 LQGU26 OBU26 GBU26 EPU26 LFGU26 LELU26 CCU26 LCCU26 SBV26 LSBV26 YMU26   43 0 -5 6 -62 -62 -77 -71 3 -52 -18 60 -49 -55 -60 -42 -77 -73 -5 -4 74 75 84 88 85 24 24 64 16 65 82 82 45 75 ESU26 43   68 -32 -15 23 26 -5 20 57 46 43 -29 35 34 27 51 10 12 35 35 10 53 24 3 18 -24 -21 -4 -30 -3 24 23 44 25 NQU26 0 68   28 30 44 42 28 25 6 52 49 -37 56 51 59 62 15 11 -19 -21 5 26 10 -32 -9 24 26 9 20 9 -25 -26 -6 -21 USU26 -5 -32 28   93 2 -9 9 -28 -69 -22 -3 19 -0 -3 7 -15 -36 -43 -81 -84 36 -7 18 1 14 90 88 59 92 59 -29 -27 -46 -24 TYU26 6 -15 30 93   11 1 9 -19 -43 -13 10 6 1 1 6 -9 -33 -39 -66 -68 35 -3 16 7 22 82 82 60 80 60 -21 -19 -24 -9 SFU26 -62 23 44 2 11   97 92 89 44 90 64 -96 90 91 92 80 76 71 7 9 -51 -26 -63 -86 -51 -21 -15 -44 -19 -45 -77 -79 -8 -52 EUU26 -62 26 42 -9 1 97   88 92 54 92 74 -99 84 87 88 85 79 75 16 18 -50 -32 -63 -83 -54 -33 -28 -53 -30 -54 -75 -76 -9 -52 JYU26 -77 -5 28 9 9 92 88   84 22 78 51 -87 83 85 88 69 76 71 -6 -5 -53 -39 -70 -90 -57 -15 -10 -45 -9 -46 -88 -89 -33 -70 CDU26 -71 20 25 -28 -19 89 92 84   58 92 58 -94 76 85 78 81 94 93 43 43 -69 -42 -78 -86 -67 -53 -51 -75 -50 -76 -69 -71 -9 -57 BPU26 3 57 6 -69 -43 44 54 22 58   59 56 -62 29 36 24 50 48 51 70 74 -31 3 -25 -17 -12 -74 -69 -49 -77 -48 6 3 47 16 ADU26 -52 46 52 -22 -13 90 92 78 92 59   73 -94 86 92 87 93 82 81 32 32 -47 -16 -53 -80 -50 -44 -40 -60 -40 -61 -62 -64 -9 -54 MPU26 -18 43 49 -3 10 64 74 51 58 56 73   -73 53 57 59 81 39 38 7 8 5 -3 -7 -37 -11 -18 -15 -22 -15 -21 -43 -45 -15 -30 DXU26 60 -29 -37 19 6 -96 -99 -87 -94 -62 -94 -73   -82 -87 -85 -85 -82 -73 -26 -22 43 36 57 75 47 43 38 53 39 53 69 69 4 42 GCQ26 -49 35 56 -0 1 90 84 83 76 29 86 53 -82   96 97 83 65 60 -2 -1 -39 -1 -45 -81 -39 -14 -9 -35 -11 -36 -66 -67 -6 -50 PLV26 -55 34 51 -3 1 91 87 85 85 36 92 57 -87 96   95 88 75 71 11 10 -43 -10 -53 -83 -44 -22 -18 -46 -18 -47 -68 -70 -14 -60 SIU26 -60 27 59 7 6 92 88 88 78 24 87 59 -85 97 95   85 68 62 -8 -8 -40 -10 -48 -86 -45 -9 -5 -36 -6 -36 -76 -78 -19 -60 HGU26 -42 51 62 -15 -9 80 85 69 81 50 93 81 -85 83 88 85   68 66 20 19 -27 -7 -33 -69 -38 -30 -28 -48 -28 -48 -57 -59 -14 -51 CLQ26 -77 10 15 -36 -33 76 79 76 94 48 82 39 -82 65 75 68 68   99 54 53 -80 -50 -85 -86 -76 -62 -62 -86 -58 -87 -65 -66 -10 -58 ITCOU26 -73 12 11 -43 -39 71 75 71 93 51 81 38 -73 60 71 62 66 99   61 57 -75 -60 -81 -78 -74 -73 -74 -91 -66 -92 -58 -56 -8 -54 HOQ26 -5 35 -19 -81 -66 7 16 -6 43 70 32 7 -26 -2 11 -8 20 54 61   99 -50 -14 -37 -8 -26 -86 -88 -71 -89 -71 24 22 43 15 ITSQ26 -4 35 -21 -84 -68 9 18 -5 43 74 32 8 -22 -1 10 -8 19 53 57 99   -49 -17 -35 1 -19 -88 -89 -67 -92 -65 24 29 47 23 PILU26 74 10 5 36 35 -51 -50 -53 -69 -31 -47 5 43 -39 -43 -40 -27 -80 -75 -50 -49   75 93 65 80 58 57 76 58 77 41 34 -11 28 DFU26 75 53 26 -7 -3 -26 -32 -39 -42 3 -16 -3 36 -1 -10 -10 -7 -50 -60 -14 -17 75   84 61 80 26 30 66 21 66 51 49 40 56 FXU26 84 24 10 18 16 -63 -63 -70 -78 -25 -53 -7 57 -45 -53 -48 -33 -85 -81 -37 -35 93 84   77 80 47 47 75 43 76 61 55 11 49 SZU26 88 3 -32 1 7 -86 -83 -90 -86 -17 -80 -37 75 -81 -83 -86 -69 -86 -78 -8 1 65 61 77   81 28 27 63 20 65 86 86 30 74 LQGU26 85 18 -9 14 22 -51 -54 -57 -67 -12 -50 -11 47 -39 -44 -45 -38 -76 -74 -26 -19 80 80 80 81   42 44 76 36 78 60 56 28 63 OBU26 24 -24 24 90 82 -21 -33 -15 -53 -74 -44 -18 43 -14 -22 -9 -30 -62 -73 -86 -88 58 26 47 28 42   99 83 97 83 -5 -5 -26 6 GBU26 24 -21 26 88 82 -15 -28 -10 -51 -69 -40 -15 38 -9 -18 -5 -28 -62 -74 -88 -89 57 30 47 27 44 99   86 96 85 -7 -7 -23 9 EPU26 64 -4 9 59 60 -44 -53 -45 -75 -49 -60 -22 53 -35 -46 -36 -48 -86 -91 -71 -67 76 66 75 63 76 83 86   77 100 34 31 6 47 LFGU26 16 -30 20 92 80 -19 -30 -9 -50 -77 -40 -15 39 -11 -18 -6 -28 -58 -66 -89 -92 58 21 43 20 36 97 96 77   76 -12 -13 -40 -9 LELU26 65 -3 9 59 60 -45 -54 -46 -76 -48 -61 -21 53 -36 -47 -36 -48 -87 -92 -71 -65 77 66 76 65 78 83 85 100 76   36 33 7 49 CCU26 82 24 -25 -29 -21 -77 -75 -88 -69 6 -62 -43 69 -66 -68 -76 -57 -65 -58 24 24 41 51 61 86 60 -5 -7 34 -12 36   100 55 77 LCCU26 82 23 -26 -27 -19 -79 -76 -89 -71 3 -64 -45 69 -67 -70 -78 -59 -66 -56 22 29 34 49 55 86 56 -5 -7 31 -13 33 100   53 74 SBV26 45 44 -6 -46 -24 -8 -9 -33 -9 47 -9 -15 4 -6 -14 -19 -14 -10 -8 43 47 -11 40 11 30 28 -26 -23 6 -40 7 55 53   82 LSBV26 75 25 -21 -24 -9 -52 -52 -70 -57 16 -54 -30 42 -50 -60 -60 -51 -58 -54 15 23 28 56 49 74 63 6 9 47 -9 49 77 74 82   Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.