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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
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30 Day
Correlations
60 Day
Correlations
90 Day
Correlations
120 Day
Correlations
180 Day
Correlations
Note: Use
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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) - Aug 31, 2026
  YMU26 ESU26 NQU26 USZ26 TYZ26 SFU26 EUU26 JYU26 CDU26 BPU26 ADU26 MPU26 DXU26 GCZ26 PLV26 SIZ26 HGZ26 CLV26 ITCOX26 HOV26 ITSV26 PILU26 DFU26 FXU26 SZU26 LQGU26 OBU26 GBU26 EPU26 LFGU26 LELU26 CCZ26 LCCZ26 SBV26 LSBV26
YMU26   93 80 -34 18 24 58 76 45 53 52 65 -64 55 65 58 -1 -42 -26 4 7 72 -11 92 58 53 11 30 25 50 26 54 57 53 53
ESU26 93   94 -47 6 28 66 73 62 67 63 78 -72 68 73 72 2 -15 3 30 31 60 -10 95 33 31 -13 8 3 24 3 65 63 71 71
NQU26 80 94   -43 3 21 52 58 53 57 54 67 -57 59 62 64 6 -5 11 29 29 49 -8 83 10 1 -15 2 -3 11 -3 62 59 63 64
USZ26 -34 -47 -43   60 -9 -39 -52 -44 -41 -28 -40 45 -28 -30 -32 -22 -24 -29 -42 -45 -42 -6 -55 11 -18 32 20 4 21 6 -31 -20 -35 -41
TYZ26 18 6 3 60   6 -6 1 -13 -8 -16 -6 5 -6 -8 -9 -23 -51 -45 -38 -41 22 -17 4 38 4 57 62 42 50 39 -31 -15 -14 -4
SFU26 24 28 21 -9 6   78 59 65 77 61 55 -78 53 60 49 -21 16 24 27 34 -3 -4 23 4 23 -39 -26 -18 -17 -19 36 34 45 51
EUU26 58 66 52 -39 -6 78   71 92 97 90 92 -99 87 91 85 -20 23 38 58 64 14 -10 64 19 47 -54 -34 -35 -16 -35 63 54 84 84
JYU26 76 73 58 -52 1 59 71   50 64 47 57 -80 41 54 42 1 -34 -22 2 10 64 -2 76 32 54 -1 20 26 35 25 50 51 41 45
CDU26 45 62 53 -44 -13 65 92 50   94 89 94 -89 92 88 91 -19 47 62 80 82 5 -13 59 7 28 -65 -48 -49 -35 -49 57 44 91 94
BPU26 53 67 57 -41 -8 77 97 64 94   91 93 -96 89 91 88 -23 32 48 64 69 10 -16 62 10 32 -59 -39 -41 -27 -42 62 53 87 88
ADU26 52 63 54 -28 -16 61 90 47 89 91   93 -86 93 94 92 -20 36 50 67 71 -9 -12 55 10 35 -67 -50 -56 -28 -55 72 62 92 84
MPU26 65 78 67 -40 -6 55 92 57 94 93 93   -90 95 94 96 -16 30 47 71 74 17 -17 74 20 38 -56 -36 -42 -18 -43 67 56 96 94
DXU26 -64 -72 -57 45 5 -78 -99 -80 -89 -96 -86 -90   -82 -88 -81 17 -13 -29 -51 -57 -26 10 -70 -22 -49 46 25 24 8 24 -63 -55 -80 -81
GCZ26 55 68 59 -28 -6 53 87 41 92 89 93 95 -82   96 99 -24 41 56 71 73 3 -23 63 22 33 -58 -43 -52 -26 -51 57 50 95 91
PLV26 65 73 62 -30 -8 60 91 54 88 91 94 94 -88 96   96 -18 26 42 60 64 11 -16 68 26 42 -53 -36 -41 -16 -40 67 62 90 87
SIZ26 58 72 64 -32 -9 49 85 42 91 88 92 96 -81 99 96   -19 40 56 72 74 7 -20 67 21 32 -58 -41 -50 -24 -49 62 54 95 92
HGZ26 -1 2 6 -22 -23 -21 -20 1 -19 -23 -20 -16 17 -24 -18 -19   -6 -7 -6 -10 17 69 2 -15 -16 6 4 19 4 23 5 6 -12 -8
CLV26 -42 -15 -5 -24 -51 16 23 -34 47 32 36 30 -13 41 26 40 -6   98 82 80 -61 -5 -22 -55 -38 -83 -87 -83 -91 -83 14 -2 45 45
ITCOX26 -26 3 11 -29 -45 24 38 -22 62 48 50 47 -29 56 42 56 -7 98   90 87 -51 -7 -4 -48 -32 -86 -86 -83 -88 -84 26 10 61 62
HOV26 4 30 29 -42 -38 27 58 2 80 64 67 71 -51 71 60 72 -6 82 90   98 -29 -10 25 -27 -6 -84 -76 -75 -72 -76 42 22 78 80
ITSV26 7 31 29 -45 -41 34 64 10 82 69 71 74 -57 73 64 74 -10 80 87 98   -28 -11 27 -26 1 -86 -78 -77 -71 -78 46 26 79 81
PILU26 72 60 49 -42 22 -3 14 64 5 10 -9 17 -26 3 11 7 17 -61 -51 -29 -28   -4 74 62 47 55 68 71 68 69 1 11 -1 13
DFU26 -11 -10 -8 -6 -17 -4 -10 -2 -13 -16 -12 -17 10 -23 -16 -20 69 -5 -7 -10 -11 -4   -11 -13 -11 -5 -6 11 -6 17 9 10 -9 -8
FXU26 92 95 83 -55 4 23 64 76 59 62 55 74 -70 63 68 67 2 -22 -4 25 27 74 -11   48 50 -2 19 15 32 15 53 52 63 65
SZU26 58 33 10 11 38 4 19 32 7 10 10 20 -22 22 26 21 -15 -55 -48 -27 -26 62 -13 48   80 50 57 49 69 50 -10 2 7 9
LQGU26 53 31 1 -18 4 23 47 54 28 32 35 38 -49 33 42 32 -16 -38 -32 -6 1 47 -11 50 80   15 27 24 34 25 13 12 22 21
OBU26 11 -11 -13 32 57 -39 -54 -1 -65 -59 -67 -56 46 -58 -53 -58 6 -83 -86 -84 -86 55 -5 -2 50 15   97 88 88 88 -56 -38 -68 -63
GBU26 30 12 6 20 62 -26 -34 20 -48 -39 -50 -36 25 -43 -36 -40 4 -89 -86 -76 -78 68 -6 19 57 27 97   91 93 90 -42 -24 -52 -44
EPU26 25 6 -0 4 42 -18 -35 26 -49 -41 -56 -42 24 -52 -41 -49 19 -82 -83 -75 -77 71 11 15 49 24 88 91   84 99 -37 -22 -57 -44
LFGU26 50 19 9 21 50 -17 -16 35 -35 -27 -28 -18 8 -26 -16 -29 4 -90 -88 -72 -71 68 -6 32 69 34 88 93 84   84 -9 -7 -32 -36
LELU26 26 6 0 6 39 -19 -35 25 -49 -42 -55 -43 24 -51 -40 -47 23 -83 -84 -76 -78 69 17 15 50 25 88 90 99 84   -35 -20 -57 -45
CCZ26 54 71 67 -31 -31 36 63 50 57 62 72 67 -63 57 67 64 5 4 26 42 46 1 9 53 -10 13 -56 -42 -37 -9 -35   98 70 65
LCCZ26 57 63 59 -20 -15 34 54 51 44 53 62 56 -55 50 62 53 6 -1 10 22 26 11 10 52 2 12 -38 -24 -22 -7 -20 98   59 53
SBV26 53 71 63 -35 -14 45 84 41 91 87 92 96 -80 95 90 96 -12 42 61 78 79 -1 -9 63 7 22 -68 -52 -57 -32 -57 70 59   96
LSBV26 53 71 65 -41 -4 51 84 45 94 88 84 94 -81 91 87 91 -8 45 62 80 81 13 -8 65 9 21 -63 -44 -44 -36 -45 65 53 96  
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