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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) - Oct 15, 2026
  YMZ26 ESZ26 NQZ26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GCZ26 PLF27 SIZ26 HGZ26 CLX26 ITCOZ26 HOX26 ITSX26 PILZ26 DFZ26 FXZ26 SZZ26 LQGZ26 OBZ26 GBZ26 EPZ26 LFGZ26 LELZ26 CCZ26 LCCZ26 SBH27 LSBH27
YMZ26   -10 -64 83 92 88 77 57 85 85 84 76 -79 80 63 63 8 -7 -57 -26 -52 77 86 68 72 75 63 54 22 68 22 74 63 -19 -15
ESZ26 -10   78 -40 -32 -36 -55 -59 -51 -46 -39 -46 54 -38 -41 -31 46 -58 8 -30 -23 -46 -19 -24 10 -21 28 32 47 -9 47 -22 -7 52 47
NQZ26 -64 78   -76 -75 -71 -76 -72 -81 -79 -72 -70 78 -68 -55 -48 34 -53 20 -28 -2 -69 -57 -41 -37 -61 -21 -11 21 -39 21 -63 -48 35 27
USZ26 83 -40 -76   95 90 88 64 92 85 92 90 -88 93 82 81 15 20 -57 -1 -26 89 83 70 56 81 46 29 -13 82 -13 51 33 -50 -45
TYZ26 92 -32 -75 95   95 87 66 94 91 92 87 -88 90 76 75 11 4 -59 -12 -45 83 85 68 60 73 63 52 13 78 14 66 50 -33 -28
SFZ26 88 -36 -71 90 95   93 76 97 95 95 92 -95 92 84 82 7 3 -62 -22 -49 84 80 72 44 61 51 41 3 71 4 65 46 -39 -35
EUZ26 77 -55 -76 88 87 93   81 97 93 96 97 -99 93 91 88 2 12 -68 -18 -37 92 79 80 35 62 23 13 -21 67 -21 51 30 -62 -57
JYZ26 57 -59 -72 64 66 76 81   82 85 79 76 -85 69 73 62 -13 32 -31 5 -20 62 52 50 3 37 14 9 -20 37 -20 47 27 -39 -31
CDZ26 85 -51 -81 92 94 97 97 82   97 97 95 -98 92 85 82 0 15 -59 -11 -38 88 80 73 41 64 39 29 -8 67 -8 63 43 -46 -40
BPZ26 85 -46 -79 85 91 95 93 85 97   94 91 -96 87 80 75 -8 16 -51 -6 -40 79 75 65 35 57 44 35 -3 60 -3 67 46 -35 -28
ADZ26 84 -39 -72 92 92 95 96 79 97 94   96 -96 94 90 88 15 8 -63 -13 -40 87 82 76 38 64 38 27 -11 71 -10 56 35 -49 -43
MPZ26 76 -46 -70 90 87 92 97 76 95 91 96   -96 94 91 91 8 11 -66 -12 -35 89 79 77 32 60 29 17 -23 71 -23 50 29 -57 -51
DXZ26 -79 54 78 -88 -88 -95 -99 -85 -98 -96 -96 -96   -92 -89 -86 -0 -14 64 14 38 -90 -79 -77 -35 -62 -28 -19 16 -67 16 -55 -35 56 52
GCZ26 80 -38 -68 93 90 92 93 69 92 87 94 94 -92   92 94 19 9 -65 -13 -34 88 80 75 40 66 37 24 -15 78 -15 47 27 -59 -54
PLF27 63 -41 -55 82 76 84 91 73 85 80 90 91 -89 92   97 30 5 -66 -22 -36 84 72 77 18 52 19 8 -22 71 -22 31 10 -67 -63
SIZ26 63 -31 -48 81 75 82 88 62 82 75 88 91 -86 94 97   32 -4 -72 -26 -37 82 71 77 21 51 20 9 -23 75 -23 27 7 -69 -65
HGZ26 8 46 34 15 11 7 2 -13 0 -8 15 8 -0 19 30 32   -39 -31 -34 -21 15 21 27 17 24 19 12 20 40 21 -26 -27 -9 -12
CLX26 -7 -58 -53 20 4 3 12 32 15 16 8 11 -14 9 5 -4 -39   57 76 71 3 -14 -29 -20 15 -28 -41 -62 -18 -61 6 1 -10 -2
ITCOZ26 -57 8 20 -57 -59 -62 -68 -31 -59 -51 -63 -66 64 -65 -66 -72 -31 57   67 68 -76 -75 -89 -48 -50 -23 -21 -11 -74 -11 -20 -4 59 65
HOX26 -26 -30 -28 -1 -12 -22 -18 5 -11 -6 -13 -12 14 -13 -22 -26 -34 76 67   77 -29 -35 -55 -29 -8 -12 -23 -39 -28 -38 -9 -11 16 22
ITSX26 -52 -23 -2 -26 -45 -49 -37 -20 -38 -40 -40 -35 38 -34 -36 -37 -21 71 68 77   -38 -58 -62 -35 -18 -57 -64 -60 -54 -59 -39 -32 -2 3
PILZ26 77 -46 -69 89 83 84 92 62 88 79 87 89 -90 88 84 82 15 3 -76 -29 -38   91 92 57 82 25 13 -17 81 -17 45 27 -66 -66
DFZ26 86 -19 -57 83 85 80 79 52 80 75 82 79 -79 80 72 71 21 -14 -75 -35 -58 91   91 72 84 53 43 14 88 15 58 46 -39 -38
FXZ26 68 -24 -41 70 68 72 80 50 73 65 76 77 -77 75 77 77 27 -29 -89 -55 -62 92 91   53 69 25 20 1 79 1 36 22 -61 -62
SZZ26 72 10 -37 56 60 44 35 3 41 35 38 32 -35 40 18 21 17 -20 -48 -29 -35 57 72 53   85 55 46 33 65 33 47 46 -5 -8
LQGZ26 75 -21 -61 81 73 61 62 37 64 57 64 60 -62 66 52 51 24 15 -50 -8 -18 82 84 69 85   39 21 -5 76 -4 42 36 -37 -36
OBZ26 63 28 -21 46 63 51 23 14 39 44 38 29 -28 37 19 20 19 -28 -23 -12 -57 25 53 25 55 39   96 71 61 71 55 53 35 33
GBZ26 54 32 -11 29 52 41 13 9 29 35 27 17 -19 24 8 9 12 -41 -21 -23 -64 13 43 20 46 21 96   85 47 85 55 55 43 39
EPZ26 22 47 21 -13 13 3 -21 -20 -8 -3 -11 -23 16 -15 -22 -23 20 -62 -11 -39 -60 -17 14 1 33 -5 71 85   15 100 32 41 55 48
LFGZ26 68 -9 -39 82 78 71 67 37 67 60 71 71 -67 78 71 75 40 -18 -74 -28 -54 81 88 79 65 76 61 47 15   14 28 17 -46 -46
LELZ26 22 47 21 -13 14 4 -21 -20 -8 -3 -10 -23 16 -15 -22 -23 21 -61 -11 -38 -59 -17 15 1 33 -4 71 85 100 14   33 42 57 50
CCZ26 74 -22 -63 51 66 65 51 47 63 67 56 50 -55 47 31 27 -26 6 -20 -9 -39 45 58 36 47 42 55 55 32 28 33   97 20 25
LCCZ26 63 -7 -48 33 50 46 30 27 43 46 35 29 -35 27 10 7 -27 1 -4 -11 -32 27 46 22 46 36 53 55 41 17 42 97   37 38
SBH27 -19 52 35 -50 -33 -39 -62 -39 -46 -35 -49 -57 56 -59 -67 -69 -9 -10 59 16 -2 -66 -39 -61 -5 -37 35 43 55 -46 57 20 37   99
LSBH27 -15 47 27 -45 -28 -35 -57 -31 -40 -28 -43 -51 52 -54 -63 -65 -12 -2 65 22 3 -66 -38 -62 -8 -36 33 39 48 -46 50 25 38 99  
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