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

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US+European
Correlations 60 Day
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Correlations 120 Day
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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) - 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 21 -33 78 86 84 77 -2 74 80 51 72 -76 57 43 49 30 -70 -78 -67 -72 88 91 90 84 80 78 79 73 82 74 52 36 -41 -32

ESZ26 21 83 -34 -24 -18 -9 33 -7 4 14 -6 1 33 33 34 68 10 21 24 24 -11 31 25 -10 -16 -17 -11 2 -15 2 33 37 58 62

NQZ26 -33 83 -73 -67 -61 -50 26 -50 -42 -20 -45 44 -3 7 5 51 37 54 48 53 -52 -20 -20 -54 -60 -54 -49 -33 -53 -33 -3 8 67 65

USZ26 78 -34 -73 95 90 81 -22 78 73 50 79 -75 45 33 40 0 -63 -80 -68 -74 85 68 69 82 85 79 75 58 88 58 27 8 -68 -63

TYZ26 86 -24 -67 95 93 78 -29 75 76 40 73 -72 43 24 34 1 -78 -89 -80 -86 92 75 78 89 82 91 89 78 92 78 29 9 -68 -60

SFZ26 84 -18 -61 90 93 90 -8 87 89 58 82 -87 58 46 51 7 -66 -79 -69 -75 85 76 77 77 78 77 77 66 82 66 41 20 -56 -47

EUZ26 77 -9 -50 81 78 90 20 97 95 81 96 -99 75 71 73 15 -40 -61 -43 -49 74 78 76 59 71 50 50 38 65 38 51 29 -38 -32

JYZ26 -2 33 26 -22 -29 -8 20 21 20 47 22 -33 23 49 30 28 50 39 49 48 -22 3 -4 -43 -13 -47 -45 -44 -31 -44 26 31 40 40

CDZ26 74 -7 -50 78 75 87 97 21 95 86 96 -97 79 71 75 11 -28 -49 -31 -40 67 73 69 54 66 46 46 35 57 35 55 34 -26 -18

BPZ26 80 4 -42 73 76 89 95 20 95 81 90 -96 80 71 74 16 -37 -53 -37 -46 69 80 75 58 66 52 54 45 58 45 60 39 -22 -13

ADZ26 51 14 -20 50 40 58 81 47 86 81 86 -85 84 89 86 30 7 -13 6 -1 30 57 46 20 43 6 7 -1 23 -1 61 47 10 13

MPZ26 72 -6 -45 79 73 82 96 22 96 90 86 -95 76 73 78 17 -30 -52 -33 -40 68 73 71 50 65 43 42 28 60 28 50 29 -32 -26

DXZ26 -76 1 44 -75 -72 -87 -99 -33 -97 -96 -85 -95 -77 -75 -75 -19 32 53 35 42 -70 -77 -74 -53 -67 -44 -45 -33 -58 -33 -54 -36 29 21

GCZ26 57 33 -3 45 43 58 75 23 79 80 84 76 -77 90 96 40 -5 -18 -2 -7 37 68 59 32 42 16 19 15 29 15 54 39 16 22

PLF27 43 33 7 33 24 46 71 49 71 71 89 73 -75 90 95 49 11 -5 12 8 23 55 47 9 30 -5 -3 -6 15 -6 52 40 20 23

SIZ26 49 34 5 40 34 51 73 30 75 74 86 78 -75 96 95 46 1 -14 3 -1 32 62 56 20 33 6 9 4 24 4 50 34 15 20

HGZ26 30 68 51 0 1 7 15 28 11 16 30 17 -19 40 49 46 -9 -6 -2 3 13 39 38 9 18 1 3 12 15 12 17 14 20 21

CLX26 -70 10 37 -63 -78 -66 -40 50 -28 -37 7 -30 32 -5 11 1 -9 95 96 96 -82 -60 -70 -81 -61 -91 -91 -90 -86 -90 -5 8 73 67

ITCOZ26 -78 21 54 -80 -89 -79 -61 39 -49 -53 -13 -52 53 -18 -5 -14 -6 95 95 96 -92 -71 -79 -86 -74 -90 -89 -82 -94 -82 -11 6 82 77

HOX26 -67 24 48 -68 -80 -69 -43 49 -31 -37 6 -33 35 -2 12 3 -2 96 95 98 -84 -55 -67 -81 -64 -89 -88 -84 -86 -84 -1 12 81 76

ITSX26 -72 24 53 -74 -86 -75 -49 48 -40 -46 -1 -40 42 -7 8 -1 3 96 96 98 -86 -63 -70 -84 -65 -95 -94 -89 -90 -89 -8 7 78 72

PILZ26 88 -11 -52 85 92 85 74 -22 67 69 30 68 -70 37 23 32 13 -82 -92 -84 -86 83 90 87 83 86 85 75 93 75 23 4 -74 -64

DFZ26 91 31 -20 68 75 76 78 3 73 80 57 73 -77 68 55 62 39 -60 -71 -55 -63 83 95 77 77 67 70 66 75 66 57 40 -27 -18

FXZ26 90 25 -20 69 78 77 76 -4 69 75 46 71 -74 59 47 56 38 -70 -79 -67 -70 90 95 77 73 70 72 68 80 69 42 24 -43 -34

SZZ26 84 -10 -54 82 89 77 59 -43 54 58 20 50 -53 32 9 20 9 -81 -86 -81 -84 87 77 77 89 88 87 82 89 82 24 12 -60 -52

LQGZ26 80 -16 -60 85 82 78 71 -13 66 66 43 65 -67 42 30 33 18 -61 -74 -64 -65 83 77 73 89 71 68 58 83 58 29 16 -56 -50

OBZ26 78 -17 -54 79 91 77 50 -47 46 52 6 43 -44 16 -5 6 1 -91 -90 -89 -95 86 67 70 88 71 99 92 92 93 14 -1 -69 -60

GBZ26 79 -11 -49 75 89 77 50 -45 46 54 7 42 -45 19 -3 9 3 -91 -89 -88 -94 85 70 72 87 68 99 96 89 96 19 4 -63 -54

EPZ26 73 2 -33 58 78 66 38 -44 35 45 -1 28 -33 15 -6 4 12 -90 -82 -84 -89 75 66 68 82 58 92 96 79 100 22 10 -50 -41

LFGZ26 82 -15 -53 88 92 82 65 -31 57 58 23 60 -58 29 15 24 15 -86 -94 -86 -90 93 75 80 89 83 92 89 79 79 13 -3 -76 -69

LELZ26 74 2 -33 58 78 66 38 -44 35 45 -1 28 -33 15 -6 4 12 -90 -82 -84 -89 75 66 69 82 58 93 96 100 79 22 10 -50 -41

CCZ26 52 33 -3 27 29 41 51 26 55 60 61 50 -54 54 52 50 17 -5 -11 -1 -8 23 57 42 24 29 14 19 22 13 22 97 27 35

LCCZ26 36 37 8 8 9 20 29 31 34 39 47 29 -36 39 40 34 14 8 6 12 7 4 40 24 12 16 -1 4 10 -3 10 97 40 44

SBH27 -41 58 67 -68 -68 -56 -38 40 -26 -22 10 -32 29 16 20 15 20 73 82 81 78 -74 -27 -43 -60 -56 -69 -63 -50 -76 -50 27 40 98

LSBH27 -32 62 65 -63 -60 -47 -32 40 -18 -13 13 -26 21 22 23 20 21 67 77 76 72 -64 -18 -34 -52 -50 -60 -54 -41 -69 -41 35 44 98

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