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) - Aug 31, 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   78 36 -53 -67 -85 -61 -49 -70 -2 -44 56 57 -55 -67 -70 2 -44 -47 46 42 93 -4 97 93 82 -16 -24 50 14 50 85 86 42 75 ESU26 78   70 -58 -62 -46 -21 -11 -31 23 2 73 16 -14 -22 -21 12 -6 -8 50 48 65 -5 75 60 56 -27 -29 28 -2 28 65 62 57 67 NQU26 36 70   3 -15 -7 -16 -7 -31 -18 -8 24 16 -11 -11 4 16 -21 -24 -15 -18 25 2 32 12 -7 30 30 43 42 43 16 16 7 10 USZ26 -53 -58 3   90 51 16 9 9 -37 -9 -63 -9 12 19 27 -8 -40 -35 -88 -88 -44 5 -53 -56 -65 84 86 25 66 25 -60 -56 -63 -69 TYZ26 -67 -62 -15 90   72 47 38 42 -6 21 -54 -42 41 48 50 -9 -18 -11 -76 -74 -57 1 -68 -70 -67 68 73 2 42 2 -69 -68 -49 -65 SFU26 -85 -46 -7 51 72   84 75 82 29 68 -30 -82 77 87 89 -1 42 47 -45 -40 -83 1 -86 -93 -74 21 32 -39 -6 -39 -80 -83 -22 -60 EUU26 -61 -21 -16 16 47 84   87 95 68 92 18 -99 94 94 89 -6 60 68 -2 5 -61 -7 -60 -71 -39 -18 -6 -56 -34 -56 -56 -62 23 -19 JYU26 -49 -11 -7 9 38 75 87   82 57 78 14 -90 77 82 77 1 45 51 -9 -2 -42 -3 -48 -61 -30 -9 2 -47 -23 -47 -46 -50 18 -18 CDU26 -70 -31 -31 9 42 82 95 82   65 90 8 -95 91 93 86 -5 72 79 6 13 -68 -7 -68 -73 -42 -28 -17 -69 -48 -69 -59 -65 21 -22 BPU26 -2 23 -18 -37 -6 29 68 57 65   76 61 -73 62 54 41 -11 54 60 55 59 -8 -13 -1 -8 18 -60 -52 -49 -58 -48 12 4 66 43 ADU26 -44 2 -8 -9 21 68 92 78 90 76   39 -93 92 91 85 -2 73 79 25 31 -49 -8 -42 -53 -21 -40 -30 -61 -50 -61 -36 -44 42 -2 MPU26 56 73 24 -63 -54 -30 18 14 8 61 39   -22 24 9 3 -2 27 28 73 74 48 -15 59 46 62 -58 -57 -8 -36 -7 51 44 83 80 DXU26 57 16 16 -9 -42 -82 -99 -90 -95 -73 -93 -22   -92 -93 -87 5 -62 -71 -4 -16 55 7 55 67 33 25 14 57 40 57 51 55 -27 11 GCZ26 -55 -14 -11 12 41 77 94 77 91 62 92 24 -92   96 92 -9 60 68 3 9 -58 -13 -53 -65 -33 -20 -9 -51 -35 -51 -50 -56 34 -9 PLV26 -67 -22 -11 19 48 87 94 82 93 54 91 9 -93 96   97 -1 61 68 -9 -2 -68 -7 -67 -76 -45 -13 -2 -54 -33 -54 -59 -64 17 -28 SIZ26 -70 -21 4 27 50 89 89 77 86 41 85 3 -87 92 97   2 56 62 -20 -14 -71 -6 -69 -81 -55 -2 9 -46 -22 -46 -65 -69 8 -35 HGZ26 2 12 16 -8 -9 -1 -6 1 -5 -11 -2 -2 5 -9 -1 2   3 2 -0 -1 7 67 2 -3 -6 0 -0 4 1 5 0 -1 -8 -6 CLV26 -44 -6 -21 -40 -18 42 60 45 72 54 73 27 -62 60 61 56 3   99 52 56 -49 -8 -41 -42 -18 -69 -64 -79 -77 -80 -30 -36 37 3 ITCOX26 -47 -8 -24 -35 -11 47 68 51 79 60 79 28 -71 68 68 62 2 99   50 56 -54 -9 -46 -46 -21 -68 -62 -81 -79 -81 -31 -37 40 4 HOV26 46 50 -15 -88 -76 -45 -2 -9 6 55 25 73 -4 3 -9 -20 -0 52 50   99 36 -11 47 50 63 -89 -92 -37 -73 -37 58 53 76 76 ITSV26 42 48 -18 -88 -74 -40 5 -2 13 59 31 74 -16 9 -2 -14 -1 56 56 99   27 -12 38 43 61 -91 -92 -43 -77 -43 54 46 77 73 PILU26 93 65 25 -44 -57 -83 -61 -42 -68 -8 -49 48 55 -58 -68 -71 7 -49 -54 36 27   -2 96 88 82 -1 -9 55 25 55 72 73 25 62 DFU26 -4 -5 2 5 1 1 -7 -3 -7 -13 -8 -15 7 -13 -7 -6 67 -8 -9 -11 -12 -2   -3 -3 -7 7 7 10 7 10 0 -0 -12 -9 FXU26 97 75 32 -53 -68 -86 -60 -48 -68 -1 -42 59 55 -53 -67 -69 2 -41 -46 47 38 96 -3   93 84 -13 -20 52 17 53 82 82 42 74 SZU26 93 60 12 -56 -70 -93 -71 -61 -73 -8 -53 46 67 -65 -76 -81 -3 -42 -46 50 43 88 -3 93   87 -21 -29 48 5 48 88 89 36 72 LQGU26 82 56 -7 -65 -67 -74 -39 -30 -42 18 -21 62 33 -33 -45 -55 -6 -18 -21 63 61 82 -7 84 87   -36 -41 30 -10 31 73 72 50 74 OBU26 -16 -26 31 84 68 21 -18 -9 -28 -60 -40 -58 25 -20 -13 -2 0 -69 -68 -89 -91 -1 7 -13 -21 -36   99 64 92 64 -37 -30 -67 -54 GBU26 -24 -27 31 86 73 32 -6 2 -17 -52 -30 -57 14 -9 -2 9 -0 -64 -62 -92 -92 -9 7 -20 -29 -41 99   61 89 61 -44 -37 -65 -56 EPU26 50 28 43 25 2 -39 -56 -47 -69 -49 -61 -8 57 -51 -54 -46 4 -79 -81 -37 -43 55 10 52 48 30 64 61   80 100 26 30 -28 4 LFGU26 14 -3 39 66 42 -6 -34 -23 -48 -58 -50 -36 40 -35 -33 -21 1 -77 -79 -73 -77 25 7 17 5 -10 92 89 80   80 -13 -8 -53 -33 LELU26 50 28 43 25 2 -39 -56 -47 -69 -48 -61 -7 57 -51 -54 -47 5 -79 -81 -37 -43 55 10 53 48 31 64 61 100 80   27 31 -28 4 CCZ26 85 64 16 -60 -69 -80 -56 -46 -59 12 -36 51 51 -50 -59 -66 0 -33 -31 58 54 72 0 82 88 73 -37 -44 26 -13 27   100 53 77 LCCZ26 86 63 20 -56 -68 -83 -62 -50 -65 4 -44 44 55 -56 -64 -70 -1 -35 -37 53 46 73 -0 82 89 72 -30 -37 30 -8 31 100   46 74 SBV26 42 56 7 -63 -49 -22 23 18 21 66 42 83 -27 34 17 9 -8 36 40 76 77 25 -12 42 36 50 -67 -65 -28 -53 -28 53 46   87 LSBV26 75 67 13 -69 -65 -60 -19 -18 -22 43 -2 80 11 -9 -28 -37 -6 4 4 76 73 62 -9 74 72 74 -54 -56 4 -33 4 77 74 87   Copyright © 1989- Moore Research Center, Inc. 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