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
Next/Prev 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 90 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 93 92 -34 -65 -60 -42 -70 -64 12 5 77 42 -72 -68 -56 77 -33 -35 29 24 92 92 97 95 61 26 8 40 3 39 80 81 -53 30

ESU26 93 99 -49 -69 -38 -19 -49 -43 29 32 87 19 -58 -47 -33 90 -0 -1 46 44 80 90 86 81 50 5 -10 23 -18 23 67 68 -45 18

NQU26 92 99 -48 -73 -43 -26 -52 -49 19 26 83 25 -63 -52 -37 89 -2 -3 42 39 78 87 85 79 43 10 -7 21 -15 20 66 68 -42 22

USU26 -34 -49 -48 87 28 18 25 22 -11 -8 -32 -16 50 36 31 -37 -44 -42 -80 -77 -10 -25 -23 -31 8 65 75 41 74 42 -39 -40 -27 -45

TYU26 -65 -69 -73 87 60 47 57 59 9 12 -46 -46 79 68 58 -54 -14 -10 -64 -57 -44 -50 -58 -61 -8 30 51 23 48 23 -60 -63 -3 -55

SFU26 -60 -38 -43 28 60 89 92 96 57 72 -9 -93 88 94 92 -15 57 61 -11 1 -59 -40 -67 -76 -27 -25 0 -8 -11 -8 -72 -75 18 -64

EUU26 -42 -19 -26 18 47 89 82 84 74 78 19 -99 69 82 79 1 59 61 11 22 -37 -25 -49 -59 -6 -37 -19 -23 -27 -23 -62 -65 3 -64

JYU26 -70 -49 -52 25 57 92 82 91 44 58 -23 -85 82 88 85 -31 58 63 -10 2 -70 -54 -76 -82 -40 -27 -7 -25 -16 -25 -72 -75 37 -52

CDU26 -64 -43 -49 22 59 96 84 91 55 69 -18 -89 87 92 87 -24 64 68 -1 10 -67 -47 -74 -80 -35 -35 -9 -15 -22 -15 -72 -75 23 -61

BPU26 12 29 19 -11 9 57 74 44 55 82 55 -77 28 42 41 35 42 46 41 47 5 21 -1 -8 16 -37 -25 -5 -36 -5 -5 -9 -10 -32

ADU26 5 32 26 -8 12 72 78 58 69 82 55 -82 47 62 68 48 64 65 32 39 -4 21 -9 -22 9 -29 -14 4 -35 4 -24 -28 -16 -56

MPU26 77 87 83 -32 -46 -9 19 -23 -18 55 55 -17 -36 -20 -9 88 11 8 44 43 74 79 71 62 59 -5 -13 20 -20 19 43 43 -54 -11

DXU26 42 19 25 -16 -46 -93 -99 -85 -89 -77 -82 -17 -73 -85 -82 -1 -62 -69 -12 -29 43 27 53 62 13 38 18 21 28 21 61 65 -7 63

GCQ26 -72 -58 -63 50 79 88 69 82 87 28 47 -36 -73 96 92 -32 36 35 -32 -25 -62 -49 -72 -77 -19 -8 22 14 10 14 -72 -75 14 -68

PLV26 -68 -47 -52 36 68 94 82 88 92 42 62 -20 -85 96 97 -19 51 51 -15 -7 -60 -45 -70 -77 -19 -22 6 0 -6 0 -71 -74 17 -69

SIU26 -56 -33 -37 31 58 92 79 85 87 41 68 -9 -82 92 97 -2 53 52 -16 -7 -53 -34 -60 -69 -17 -17 10 7 -6 7 -65 -68 13 -67

HGU26 77 90 89 -37 -54 -15 1 -31 -24 35 48 88 -1 -32 -19 -2 13 10 38 38 68 79 71 61 47 -1 -8 27 -16 26 45 45 -49 -8

CLQ26 -33 -0 -2 -44 -14 57 59 58 64 42 64 11 -62 36 51 53 13 99 60 64 -48 -24 -46 -49 -39 -72 -62 -53 -72 -53 -46 -46 34 -28

ITCOU26 -35 -1 -3 -42 -10 61 61 63 68 46 65 8 -69 35 51 52 10 99 62 65 -53 -30 -51 -52 -43 -72 -63 -55 -75 -55 -43 -45 37 -28

HOQ26 29 46 42 -80 -64 -11 11 -10 -1 41 32 44 -12 -32 -15 -16 38 60 62 98 9 23 16 22 1 -75 -83 -54 -83 -54 29 31 18 24

ITSQ26 24 44 39 -77 -57 1 22 2 10 47 39 43 -29 -25 -7 -7 38 64 65 98 1 17 6 15 0 -77 -82 -50 -85 -51 24 23 21 19

PILU26 92 80 78 -10 -44 -59 -37 -70 -67 5 -4 74 43 -62 -60 -53 68 -48 -53 9 1 91 97 92 79 41 26 51 26 51 68 70 -71 14

DFU26 92 90 87 -25 -50 -40 -25 -54 -47 21 21 79 27 -49 -45 -34 79 -24 -30 23 17 91 92 86 74 33 23 55 13 55 66 68 -59 12

FXU26 97 86 85 -23 -58 -67 -49 -76 -74 -1 -9 71 53 -72 -70 -60 71 -46 -51 16 6 97 92 95 69 39 21 49 20 48 77 79 -59 29

SZU26 95 81 79 -31 -61 -76 -59 -82 -80 -8 -22 62 62 -77 -77 -69 61 -49 -52 22 15 92 86 95 67 28 10 34 12 34 85 87 -48 41

LQGU26 61 50 43 8 -8 -27 -6 -40 -35 16 9 59 13 -19 -19 -17 47 -39 -43 1 0 79 74 69 67 30 29 50 35 50 38 39 -70 -16

OBU26 26 5 10 65 30 -25 -37 -27 -35 -37 -29 -5 38 -8 -22 -17 -1 -72 -72 -75 -77 41 33 39 28 30 93 69 87 70 15 17 -38 1

GBU26 8 -10 -7 75 51 0 -19 -7 -9 -25 -14 -13 18 22 6 10 -8 -62 -63 -83 -82 26 23 21 10 29 93 81 89 81 -3 -3 -39 -21

EPU26 40 23 21 41 23 -8 -23 -25 -15 -5 4 20 21 14 0 7 27 -53 -55 -54 -50 51 55 49 34 50 69 81 69 100 22 22 -57 -23

LFGU26 3 -18 -15 74 48 -11 -27 -16 -22 -36 -35 -20 28 10 -6 -6 -16 -72 -75 -83 -85 26 13 20 12 35 87 89 69 70 -3 -2 -41 -18

LELU26 39 23 20 42 23 -8 -23 -25 -15 -5 4 19 21 14 0 7 26 -53 -55 -54 -51 51 55 48 34 50 70 81 100 70 22 22 -56 -22

CCU26 80 67 66 -39 -60 -72 -62 -72 -72 -5 -24 43 61 -72 -71 -65 45 -46 -43 29 24 68 66 77 85 38 15 -3 22 -3 22 100 -15 60

LCCU26 81 68 68 -40 -63 -75 -65 -75 -75 -9 -28 43 65 -75 -74 -68 45 -46 -45 31 23 70 68 79 87 39 17 -3 22 -2 22 100 -15 61

SBV26 -53 -45 -42 -27 -3 18 3 37 23 -10 -16 -54 -7 14 17 13 -49 34 37 18 21 -71 -59 -59 -48 -70 -38 -39 -57 -41 -56 -15 -15 54

LSBV26 30 18 22 -45 -55 -64 -64 -52 -61 -32 -56 -11 63 -68 -69 -67 -8 -28 -28 24 19 14 12 29 41 -16 1 -21 -23 -18 -22 60 61 54

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