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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 60 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   66 62 2 -45 -86 -88 -86 -93 -58 -81 -3 87 -87 -86 -81 15 -81 -83 -35 -43 90 77 96 93 62 53 44 69 63 69 78 80 -28 69
ESU26 66   94 -37 -64 -36 -44 -40 -50 -25 -21 45 42 -42 -35 -22 68 -21 -24 4 -0 43 65 58 49 16 14 7 31 23 31 51 51 12 44
NQU26 62 94   -22 -60 -39 -47 -40 -55 -42 -26 43 46 -45 -39 -23 68 -23 -28 -16 -20 46 59 60 45 9 30 21 34 37 34 40 41 -1 34
USU26 2 -37 -22   80 1 6 -2 -6 -11 -10 -10 -1 4 -3 -5 -24 -44 -43 -71 -72 30 1 12 -1 23 75 78 42 62 42 -16 -16 -53 -25
TYU26 -45 -64 -60 80   49 55 43 48 40 37 -6 -52 53 46 37 -34 -1 3 -32 -27 -19 -31 -38 -41 4 31 41 6 14 6 -42 -43 -21 -45
SFU26 -86 -36 -39 1 49   98 94 96 76 96 33 -98 97 96 94 11 79 80 30 40 -80 -50 -85 -91 -45 -41 -29 -50 -52 -51 -73 -76 35 -65
EUU26 -88 -44 -47 6 55 98   92 97 81 95 33 -100 96 95 91 7 76 79 31 40 -79 -56 -86 -92 -47 -44 -32 -55 -55 -55 -73 -76 30 -66
JYU26 -86 -40 -40 -2 43 94 92   93 72 91 27 -94 90 91 88 2 78 81 31 40 -80 -54 -84 -88 -52 -42 -32 -60 -55 -60 -66 -69 43 -60
CDU26 -93 -50 -55 -6 48 96 97 93   79 93 18 -98 94 94 87 -4 84 87 45 53 -87 -62 -93 -93 -51 -55 -44 -65 -66 -66 -73 -76 37 -65
BPU26 -58 -25 -42 -11 40 76 81 72 79   79 33 -84 71 71 63 1 58 63 53 60 -59 -33 -63 -62 -31 -53 -44 -51 -59 -51 -32 -36 44 -28
ADU26 -81 -21 -26 -10 37 96 95 91 93 79   45 -96 93 96 94 26 83 85 42 51 -78 -46 -81 -88 -51 -50 -41 -59 -60 -59 -65 -68 40 -61
MPU26 -3 45 43 -10 -6 33 33 27 18 33 45   -32 26 34 44 79 23 22 6 10 -1 7 -0 -18 -12 -12 -9 -1 -11 -1 -12 -16 9 -20
DXU26 87 42 46 -1 -52 -98 -100 -94 -98 -84 -96 -32   -95 -95 -90 -6 -78 -86 -36 -53 82 53 86 90 54 49 40 65 61 65 71 72 -35 60
GCQ26 -87 -42 -45 4 53 97 96 90 94 71 93 26 -95   98 95 9 73 76 26 36 -79 -50 -85 -90 -41 -41 -28 -49 -53 -49 -71 -74 31 -66
PLV26 -86 -35 -39 -3 46 96 95 91 94 71 96 34 -95 98   97 18 78 80 33 43 -81 -52 -85 -89 -44 -46 -35 -54 -57 -54 -67 -70 37 -64
SIU26 -81 -22 -23 -5 37 94 91 88 87 63 94 44 -90 95 97   33 77 78 26 36 -77 -47 -79 -87 -47 -41 -31 -49 -52 -49 -66 -69 36 -62
HGU26 15 68 68 -24 -34 11 7 2 -4 1 26 79 -6 9 18 33   20 16 8 8 5 18 13 -7 -14 -9 -11 2 -3 1 -3 -5 2 -11
CLQ26 -81 -21 -23 -44 -1 79 76 78 84 58 83 23 -78 73 78 77 20   99 67 72 -88 -59 -85 -85 -69 -75 -71 -81 -78 -82 -66 -68 48 -52
ITCOU26 -83 -24 -28 -43 3 80 79 81 87 63 85 22 -86 76 80 78 16 99   70 76 -91 -63 -89 -86 -71 -76 -72 -84 -81 -84 -63 -67 51 -55
HOQ26 -35 4 -16 -71 -32 30 31 31 45 53 42 6 -36 26 33 26 8 67 70   98 -59 -35 -49 -32 -45 -86 -89 -72 -83 -72 -1 -3 59 4
ITSQ26 -43 -0 -20 -72 -27 40 40 40 53 60 51 10 -53 36 43 36 8 72 76 98   -69 -42 -62 -41 -45 -89 -88 -72 -88 -72 -8 -13 65 -3
PILU26 90 43 46 30 -19 -80 -79 -80 -87 -59 -78 -1 82 -79 -81 -77 5 -88 -91 -59 -69   76 98 87 72 70 64 83 81 83 59 62 -52 49
DFU26 77 65 59 1 -31 -50 -56 -54 -62 -33 -46 7 53 -50 -52 -47 18 -59 -63 -35 -42 76   81 71 76 55 55 79 62 79 54 55 -17 49
FXU26 96 58 60 12 -38 -85 -86 -84 -93 -63 -81 -0 86 -85 -85 -79 13 -85 -89 -49 -62 98 81   91 70 64 58 82 75 82 69 70 -39 59
SZU26 93 49 45 -1 -41 -91 -92 -88 -93 -62 -88 -18 90 -90 -89 -87 -7 -85 -86 -32 -41 87 71 91   69 50 42 70 59 71 82 84 -23 74
LQGU26 62 16 9 23 4 -45 -47 -52 -51 -31 -51 -12 54 -41 -44 -47 -14 -69 -71 -45 -45 72 76 70 69   56 56 81 63 81 39 47 -35 43
OBU26 53 14 30 75 31 -41 -44 -42 -55 -53 -50 -12 49 -41 -46 -41 -9 -75 -76 -86 -89 70 55 64 50 56   99 80 94 80 21 25 -53 17
GBU26 44 7 21 78 41 -29 -32 -32 -44 -44 -41 -9 40 -28 -35 -31 -11 -71 -72 -89 -88 64 55 58 42 56 99   81 91 81 12 16 -54 11
EPU26 69 31 34 42 6 -50 -55 -60 -65 -51 -59 -1 65 -49 -54 -49 2 -81 -84 -72 -72 83 79 82 70 81 80 81   87 100 37 45 -55 36
LFGU26 63 23 37 62 14 -52 -55 -55 -66 -59 -60 -11 61 -53 -57 -52 -3 -78 -81 -83 -88 81 62 75 59 63 94 91 87   87 25 30 -64 17
LELU26 69 31 34 42 6 -51 -55 -60 -66 -51 -59 -1 65 -49 -54 -49 1 -82 -84 -72 -72 83 79 82 71 81 80 81 100 87   39 46 -55 37
CCU26 78 51 40 -16 -42 -73 -73 -66 -73 -32 -65 -12 71 -71 -67 -66 -3 -66 -63 -1 -8 59 54 69 82 39 21 12 37 25 39   100 13 78
LCCU26 80 51 41 -16 -43 -76 -76 -69 -76 -36 -68 -16 72 -74 -70 -69 -5 -68 -67 -3 -13 62 55 70 84 47 25 16 45 30 46 100   12 77
SBV26 -28 12 -1 -53 -21 35 30 43 37 44 40 9 -35 31 37 36 2 48 51 59 65 -52 -17 -39 -23 -35 -53 -54 -55 -64 -55 13 12   41
LSBV26 69 44 34 -25 -45 -65 -66 -60 -65 -28 -61 -20 60 -66 -64 -62 -11 -52 -55 4 -3 49 49 59 74 43 17 11 36 17 37 78 77 41  
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