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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
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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 90 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   31 -25 37 50 41 58 -3 52 68 35 64 -59 41 26 20 16 -43 -49 -25 -29 79 80 87 83 67 37 31 41 37 41 51 43 -14 -4
ESZ26 31   56 -63 -54 -49 -10 48 5 25 43 9 -5 44 46 24 73 44 49 60 60 -18 59 44 15 38 -55 -55 -40 -54 -41 53 52 74 77
NQZ26 -25 56   -35 -38 -33 -40 19 -44 -40 -15 -39 36 3 8 17 27 13 25 13 17 -41 -13 -10 -45 -42 -21 -15 -8 -17 -7 -12 -8 36 30
USZ26 37 -63 -35   97 89 55 -47 30 17 -16 37 -39 -1 -15 15 -52 -80 -88 -87 -89 71 -9 15 25 -11 91 90 79 94 79 -36 -41 -84 -82
TYZ26 50 -54 -38 97   92 59 -50 37 29 -14 41 -45 2 -14 14 -46 -86 -92 -88 -91 81 4 27 38 -3 94 92 85 93 85 -28 -33 -82 -78
SFZ26 41 -49 -33 89 92   75 -29 54 43 6 50 -63 21 9 37 -32 -71 -78 -79 -81 72 2 21 18 -8 81 83 72 82 72 -35 -44 -73 -72
EUZ26 58 -10 -40 55 59 75   19 92 82 65 91 -98 67 61 68 14 -24 -40 -27 -31 67 48 53 30 36 33 32 24 41 24 1 -11 -30 -27
JYZ26 -3 48 19 -47 -50 -29 19   31 27 61 28 -37 43 63 38 52 64 58 61 61 -29 27 8 -29 22 -60 -59 -57 -50 -57 19 17 57 55
CDZ26 52 5 -44 30 37 54 92 31   89 81 91 -95 74 70 66 30 5 -11 4 -2 50 53 48 28 44 8 6 -2 12 -2 15 2 -4 -0
BPZ26 68 25 -40 17 29 43 82 27 89   76 84 -88 69 62 49 33 2 -10 10 4 50 67 62 48 57 2 1 -0 2 -0 43 32 7 15
ADZ26 35 43 -15 -16 -14 6 65 61 81 76   78 -76 83 89 70 64 47 34 49 45 9 60 43 12 53 -40 -42 -44 -32 -44 35 25 42 43
MPZ26 64 9 -39 37 41 50 91 28 91 84 78   -92 72 68 64 28 -6 -23 -2 -7 60 63 64 40 53 13 8 4 22 4 26 14 -9 -4
DXZ26 -59 -5 36 -39 -45 -63 -98 -37 -95 -88 -76 -92   -73 -70 -69 -26 9 23 10 10 -59 -61 -64 -36 -48 -14 -13 -9 -23 -8 -11 -5 14 7
GCZ26 41 44 3 -1 2 21 67 43 74 69 83 72 -73   91 89 57 25 16 27 25 21 64 52 14 45 -18 -19 -17 -10 -17 20 11 35 36
PLF27 26 46 8 -15 -14 9 61 63 70 62 89 68 -70 91   87 68 41 30 39 38 7 55 41 -4 39 -35 -35 -36 -23 -36 16 8 39 38
SIZ26 20 24 17 15 14 37 68 38 66 49 70 64 -69 89 87   47 12 3 4 4 20 38 33 -15 15 -2 -0 -4 9 -4 -16 -25 11 8
HGZ26 16 73 27 -52 -46 -32 14 52 30 33 64 28 -26 57 68 47   50 49 57 58 -8 53 39 5 48 -53 -56 -49 -49 -50 23 19 54 55
CLX26 -43 44 13 -80 -86 -71 -24 64 5 2 47 -6 9 25 41 12 50   97 95 95 -71 2 -27 -39 11 -94 -93 -94 -91 -94 24 26 81 77
ITCOZ26 -49 49 25 -88 -92 -78 -40 58 -11 -10 34 -23 23 16 30 3 49 97   94 96 -81 -5 -37 -47 4 -94 -93 -90 -94 -91 23 30 86 83
HOX26 -25 60 13 -87 -88 -79 -27 61 4 10 49 -2 10 27 39 4 57 95 94   99 -63 22 -7 -17 29 -95 -96 -91 -94 -92 46 47 89 88
ITSX26 -29 60 17 -89 -91 -81 -31 61 -2 4 45 -7 10 25 38 4 58 95 96 99   -69 14 -18 -29 26 -97 -98 -93 -95 -93 42 46 88 87
PILZ26 79 -18 -41 71 81 72 67 -29 50 50 9 60 -59 21 7 20 -8 -71 -81 -63 -69   51 76 71 42 72 67 65 74 65 2 -10 -64 -57
DFZ26 80 59 -13 -9 4 2 48 27 53 67 60 63 -61 64 55 38 53 2 -5 22 14 51   91 65 84 -6 -11 0 -3 0 61 50 28 35
FXZ26 87 44 -10 15 27 21 53 8 48 62 43 64 -64 52 41 33 39 -27 -37 -7 -18 76 91   70 71 24 18 27 26 27 49 32 -0 4
SZZ26 83 15 -45 25 38 18 30 -29 28 48 12 40 -36 14 -4 -15 5 -39 -47 -17 -29 71 65 70   75 37 30 38 31 37 57 46 -14 -8
LQGZ26 67 38 -42 -11 -3 -8 36 22 44 57 53 53 -48 45 39 15 48 11 4 29 26 42 84 71 75   -16 -26 -15 -13 -15 57 49 23 31
OBZ26 37 -55 -21 91 94 81 33 -60 8 2 -40 13 -14 -18 -35 -2 -53 -94 -94 -95 -97 72 -6 24 37 -16   99 95 97 95 -38 -43 -83 -80
GBZ26 31 -55 -15 90 92 83 32 -59 6 1 -42 8 -13 -19 -35 -0 -56 -93 -93 -96 -98 67 -11 18 30 -26 99   96 95 96 -42 -45 -82 -81
EPZ26 41 -40 -8 79 85 72 24 -57 -2 -0 -44 4 -9 -17 -36 -4 -49 -94 -90 -91 -93 65 0 27 38 -15 95 96   90 100 -28 -33 -70 -67
LFGZ26 37 -54 -17 94 93 82 41 -50 12 2 -32 22 -23 -10 -23 9 -49 -91 -94 -94 -95 74 -3 26 31 -13 97 95 90   90 -42 -46 -85 -83
LELZ26 41 -41 -7 79 85 72 24 -57 -2 -0 -44 4 -8 -17 -36 -4 -50 -94 -91 -92 -93 65 0 27 37 -15 95 96 100 90   -28 -33 -70 -68
CCZ26 51 53 -12 -36 -28 -35 1 19 15 43 35 26 -11 20 16 -16 23 24 23 46 42 2 61 49 57 57 -38 -42 -28 -42 -28   99 51 59
LCCZ26 43 52 -8 -41 -33 -44 -11 17 2 32 25 14 -5 11 8 -25 19 26 30 47 46 -10 50 32 46 49 -43 -45 -33 -46 -33 99   52 60
SBH27 -14 74 36 -84 -82 -73 -30 57 -4 7 42 -9 14 35 39 11 54 81 86 89 88 -64 28 -0 -14 23 -83 -82 -70 -85 -70 51 52   99
LSBH27 -4 77 30 -82 -78 -72 -27 55 -0 15 43 -4 7 36 38 8 55 77 83 88 87 -57 35 4 -8 31 -80 -81 -67 -83 -68 59 60 99  
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