MRCI's Inter-Market Futures Correlations

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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
Help 30 Day
Correlations 60 Day
Correlations 90 Day
Correlations 120 Day
Correlations 180 Day
Correlations

Note: Use
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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) - Aug 28, 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 82 8 -56 -43 -52 16 33 13 54 32 62 -26 29 19 -24 -4 -10 -4 46 47 82 -10 92 81 78 -34 -32 6 -27 7 78 76 66 73

ESU26 82 42 -58 -42 -17 52 56 50 71 64 78 -60 61 56 -7 4 21 27 53 53 64 -11 78 42 53 -45 -40 -21 -37 -21 52 47 74 72

NQU26 8 42 39 48 48 27 31 5 -5 11 8 -23 33 35 21 8 -29 -25 -40 -41 2 -1 5 -40 -41 42 48 31 46 31 -23 -24 2 -5

USZ26 -56 -58 39 96 52 -31 -29 -53 -73 -57 -66 42 -32 -27 16 -7 -64 -66 -91 -92 -49 6 -62 -57 -73 90 89 64 89 63 -59 -55 -65 -69

TYZ26 -43 -42 48 96 55 -20 -17 -45 -61 -51 -56 29 -26 -22 13 -7 -66 -67 -87 -88 -37 3 -52 -53 -68 90 91 67 89 66 -55 -52 -57 -59

SFU26 -52 -17 48 52 55 52 35 29 -2 18 -12 -44 30 44 33 -2 2 0 -45 -44 -50 3 -57 -81 -62 34 39 5 37 4 -69 -71 -26 -38

EUU26 16 52 27 -31 -20 52 75 89 73 87 76 -99 85 89 15 -8 54 57 40 42 8 -11 21 -18 19 -42 -35 -45 -33 -45 -12 -18 58 46

JYU26 33 56 31 -29 -17 35 75 59 49 57 56 -81 55 64 10 4 20 23 19 22 40 -5 35 -8 26 -20 -13 -20 -7 -20 -5 -10 37 30

CDU26 13 50 5 -53 -45 29 89 59 79 91 78 -90 80 83 8 -5 81 84 67 68 6 -14 20 -10 26 -67 -62 -72 -60 -72 -3 -11 64 54

BPU26 54 71 -5 -73 -61 -2 73 49 79 82 85 -80 65 61 -10 -12 59 64 78 79 31 -15 53 38 55 -79 -74 -56 -73 -56 48 42 81 78

ADU26 32 64 11 -57 -51 18 87 57 91 82 87 -88 87 88 7 -6 71 75 68 69 17 -14 39 6 42 -69 -64 -64 -60 -64 12 6 72 59

MPU26 62 78 8 -66 -56 -12 76 56 78 85 87 -79 79 72 -8 -8 53 59 73 75 50 -19 72 41 66 -66 -61 -44 -56 -43 39 32 88 83

DXU26 -26 -60 -23 42 29 -44 -99 -81 -90 -80 -88 -79 -82 -87 -12 6 -55 -57 -47 -53 -26 13 -38 -2 -36 52 45 46 42 46 2 1 -62 -58

GCZ26 29 61 33 -32 -26 30 85 55 80 65 87 79 -82 94 7 -14 50 55 44 45 13 -21 36 -6 28 -41 -35 -37 -32 -37 2 -4 73 60

PLV26 19 56 35 -27 -22 44 89 64 83 61 88 72 -87 94 16 -6 52 56 37 39 8 -15 24 -20 19 -38 -32 -43 -28 -43 -11 -17 58 43

SIZ26 -24 -7 21 16 13 33 15 10 8 -10 7 -8 -12 7 16 65 3 2 -17 -17 -19 92 -21 -34 -25 10 12 2 10 4 -25 -25 -9 -13

HGZ26 -4 4 8 -7 -7 -2 -8 4 -5 -12 -6 -8 6 -14 -6 65 3 1 -2 -3 11 68 -1 -9 -8 1 -0 0 -1 1 -5 -5 -10 -7

CLV26 -10 21 -29 -64 -66 2 54 20 81 59 71 53 -55 50 52 3 3 99 78 78 -13 -10 1 -8 21 -81 -82 -89 -81 -90 -2 -8 45 37

ITCOX26 -4 27 -25 -66 -67 0 57 23 84 64 75 59 -57 55 56 2 1 99 81 84 -5 -12 12 6 30 -87 -87 -90 -85 -90 4 6 53 50

HOV26 46 53 -40 -91 -87 -45 40 19 67 78 68 73 -47 44 37 -17 -2 78 81 100 32 -12 52 52 67 -95 -95 -74 -93 -74 55 50 75 76

ITSV26 47 53 -41 -92 -88 -44 42 22 68 79 69 75 -53 45 39 -17 -3 78 84 100 31 -13 51 54 70 -95 -95 -75 -93 -75 54 51 76 76

PILU26 82 64 2 -49 -37 -50 8 40 6 31 17 50 -26 13 8 -19 11 -13 -5 32 31 -5 87 65 71 -15 -14 13 -9 14 49 40 38 45

DFU26 -10 -11 -1 6 3 3 -11 -5 -14 -15 -14 -19 13 -21 -15 92 68 -10 -12 -12 -13 -5 -10 -7 -10 7 7 11 6 12 -1 0 -13 -11

FXU26 92 78 5 -62 -52 -57 21 35 20 53 39 72 -38 36 24 -21 -1 1 12 52 51 87 -10 76 80 -36 -34 1 -30 2 70 62 70 75

SZU26 81 42 -40 -57 -53 -81 -18 -8 -10 38 6 41 -2 -6 -20 -34 -9 -8 6 52 54 65 -7 76 85 -40 -41 2 -40 3 85 84 50 63

LQGU26 78 53 -41 -73 -68 -62 19 26 26 55 42 66 -36 28 19 -25 -8 21 30 67 70 71 -10 80 85 -56 -56 -19 -51 -18 66 61 62 68

OBU26 -34 -45 42 90 90 34 -42 -20 -67 -79 -69 -66 52 -41 -38 10 1 -81 -87 -95 -95 -15 7 -36 -40 -56 99 84 98 84 -49 -46 -67 -64

GBU26 -32 -40 48 89 91 39 -35 -13 -62 -74 -64 -61 45 -35 -32 12 -0 -82 -87 -95 -95 -14 7 -34 -41 -56 99 86 98 85 -50 -46 -62 -60

EPU26 6 -21 31 64 67 5 -45 -20 -72 -56 -64 -44 46 -37 -43 2 0 -89 -90 -74 -75 13 11 1 2 -19 84 86 82 100 -8 -9 -38 -30

LFGU26 -27 -37 46 89 89 37 -33 -7 -60 -73 -60 -56 42 -32 -28 10 -1 -81 -85 -93 -93 -9 6 -30 -40 -51 98 98 82 81 -48 -46 -60 -60

LELU26 7 -21 31 63 66 4 -45 -20 -72 -56 -64 -43 46 -37 -43 4 1 -90 -90 -74 -75 14 12 2 3 -18 84 85 100 81 -7 -8 -38 -29

CCZ26 78 52 -23 -59 -55 -69 -12 -5 -3 48 12 39 2 2 -11 -25 -5 -2 4 55 54 49 -1 70 85 66 -49 -50 -8 -48 -7 100 59 69

LCCZ26 76 47 -24 -55 -52 -71 -18 -10 -11 42 6 32 1 -4 -17 -25 -5 -8 6 50 51 40 0 62 84 61 -46 -46 -9 -46 -8 100 54 63

SBV26 66 74 2 -65 -57 -26 58 37 64 81 72 88 -62 73 58 -9 -10 45 53 75 76 38 -13 70 50 62 -67 -62 -38 -60 -38 59 54 96

LSBV26 73 72 -5 -69 -59 -38 46 30 54 78 59 83 -58 60 43 -13 -7 37 50 76 76 45 -11 75 63 68 -64 -60 -30 -60 -29 69 63 96

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