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 120 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 60 16 -8 -10 -44 -22 -34 -38 19 -22 49 23 -40 -53 -56 39 -28 -34 16 11 78 85 94 91 80 0 -13 20 17 20 75 73 16 35

ESZ26 60 71 -63 -61 -60 -41 6 -43 -1 -0 16 34 -20 -23 -29 80 33 34 61 59 12 70 65 50 54 -50 -55 -28 -39 -28 65 65 67 73

NQZ26 16 71 -33 -39 -30 -40 -2 -46 -39 -19 -20 38 -18 -14 -6 54 11 18 18 19 -14 15 23 1 -9 -16 -15 1 -7 0 15 16 31 28

USZ26 -8 -63 -33 97 80 65 -19 49 28 13 28 -54 31 28 41 -49 -73 -79 -89 -90 43 -28 -26 -20 -33 91 91 75 89 75 -52 -54 -85 -85

TYZ26 -10 -61 -39 97 87 72 -16 59 39 19 29 -63 40 36 48 -48 -74 -78 -89 -91 44 -24 -28 -21 -32 92 93 77 84 77 -52 -56 -83 -83

SFZ26 -44 -60 -30 80 87 86 19 82 46 49 22 -81 69 71 80 -38 -41 -44 -76 -75 7 -42 -59 -57 -53 72 80 51 58 52 -72 -76 -68 -78

EUZ26 -22 -41 -40 65 72 86 42 94 77 78 60 -99 83 80 80 -15 -19 -28 -46 -47 19 -9 -34 -40 -22 45 50 25 38 26 -47 -55 -44 -51

JYZ26 -34 6 -2 -19 -16 19 42 51 38 69 21 -54 57 65 51 17 55 52 31 33 -39 -4 -30 -47 -10 -36 -29 -45 -38 -45 -16 -18 34 22

CDZ26 -38 -43 -46 49 59 82 94 51 74 84 47 -96 88 87 83 -17 2 -5 -30 -31 -2 -18 -49 -51 -27 29 37 7 16 7 -51 -58 -29 -39

BPZ26 19 -1 -39 28 39 46 77 38 74 75 74 -81 63 54 44 10 -0 -10 -4 -7 32 35 9 4 23 11 12 4 7 3 8 -1 -2 -1

ADZ26 -22 -0 -19 13 19 49 78 69 84 75 59 -84 87 86 76 27 37 28 12 12 -14 9 -25 -37 -2 -11 -5 -26 -16 -26 -20 -28 13 1

MPZ26 49 16 -20 28 29 22 60 21 47 74 59 -60 39 29 24 30 -6 -22 2 -3 58 55 42 31 45 9 4 4 20 4 25 17 -4 1

DXZ26 23 34 38 -54 -63 -81 -99 -54 -96 -81 -84 -60 -86 -83 -80 9 8 15 35 31 -16 -1 28 39 16 -31 -37 -13 -25 -13 42 47 32 37

GCZ26 -40 -20 -18 31 40 69 83 57 88 63 87 39 -86 95 92 4 15 11 -17 -15 -17 -10 -45 -54 -26 14 23 -1 4 -1 -46 -53 -6 -20

PLF27 -53 -23 -14 28 36 71 80 65 87 54 86 29 -83 95 96 6 21 18 -17 -14 -29 -24 -57 -67 -37 10 20 -8 -1 -8 -53 -58 -9 -26

SIZ26 -56 -29 -6 41 48 80 80 51 83 44 76 24 -80 92 96 1 6 4 -34 -31 -25 -34 -61 -71 -49 28 38 9 15 9 -64 -69 -25 -41

HGZ26 39 80 54 -49 -48 -38 -15 17 -17 10 27 30 9 4 6 1 39 36 53 52 9 53 46 30 46 -45 -49 -35 -36 -35 40 36 48 50

CLX26 -28 33 11 -73 -74 -41 -19 55 2 -0 37 -6 8 15 21 6 39 97 86 87 -65 -0 -15 -22 8 -87 -82 -91 -88 -91 16 17 75 66

ITCOZ26 -34 34 18 -79 -78 -44 -28 52 -5 -10 28 -22 15 11 18 4 36 97 85 87 -76 -8 -23 -28 1 -87 -81 -88 -91 -88 14 16 80 69

HOX26 16 61 18 -89 -89 -76 -46 31 -30 -4 12 2 35 -17 -17 -34 53 86 85 99 -36 37 30 24 45 -95 -96 -85 -88 -86 58 59 90 90

ITSX26 11 59 19 -90 -91 -75 -47 33 -31 -7 12 -3 31 -15 -14 -31 52 87 87 99 -44 30 22 18 42 -97 -98 -87 -90 -88 54 55 90 88

PILZ26 78 12 -14 43 44 7 19 -39 -2 32 -14 58 -16 -17 -29 -25 9 -65 -76 -36 -44 61 70 67 54 51 39 57 63 57 30 24 -41 -25

DFZ26 85 70 15 -28 -24 -42 -9 -4 -18 35 9 55 -1 -10 -24 -34 53 -0 -8 37 30 61 88 78 88 -19 -29 2 -4 2 71 66 39 51

FXZ26 94 65 23 -26 -28 -59 -34 -30 -49 9 -25 42 28 -45 -57 -61 46 -15 -23 30 22 70 88 90 83 -14 -26 10 7 10 77 75 28 44

SZZ26 91 50 1 -20 -21 -57 -40 -47 -51 4 -37 31 39 -54 -67 -71 30 -22 -28 24 18 67 78 90 86 -9 -23 13 6 13 80 79 20 39

LQGZ26 80 54 -9 -33 -32 -53 -22 -10 -27 23 -2 45 16 -26 -37 -49 46 8 1 45 42 54 88 83 86 -31 -44 -15 -15 -15 72 71 37 53

OBZ26 0 -50 -16 91 92 72 45 -36 29 11 -11 9 -31 14 10 28 -45 -87 -87 -95 -97 51 -19 -14 -9 -31 98 92 94 92 -48 -49 -84 -81

GBZ26 -13 -55 -15 91 93 80 50 -29 37 12 -5 4 -37 23 20 38 -49 -82 -81 -96 -98 39 -29 -26 -23 -44 98 89 90 89 -57 -58 -85 -84

EPZ26 20 -28 1 75 77 51 25 -45 7 4 -26 4 -13 -1 -8 9 -35 -91 -88 -85 -87 57 2 10 13 -15 92 89 90 100 -27 -28 -69 -62

LFGZ26 17 -39 -7 89 84 58 38 -38 16 7 -16 20 -25 4 -1 15 -36 -88 -91 -88 -90 63 -4 7 6 -15 94 90 90 90 -37 -37 -82 -76

LELZ26 20 -28 0 75 77 52 26 -45 7 3 -26 4 -13 -1 -8 9 -35 -91 -88 -86 -88 57 2 10 13 -15 92 89 100 90 -27 -28 -69 -63

CCZ26 75 65 15 -52 -52 -72 -47 -16 -51 8 -20 25 42 -46 -53 -64 40 16 14 58 54 30 71 77 80 72 -48 -57 -27 -37 -27 100 58 72

LCCZ26 73 65 16 -54 -56 -76 -55 -18 -58 -1 -28 17 47 -53 -58 -69 36 17 16 59 55 24 66 75 79 71 -49 -58 -28 -37 -28 100 58 72

SBH27 16 67 31 -85 -83 -68 -44 34 -29 -2 13 -4 32 -6 -9 -25 48 75 80 90 90 -41 39 28 20 37 -84 -85 -69 -82 -69 58 58 97

LSBH27 35 73 28 -85 -83 -78 -51 22 -39 -1 1 1 37 -20 -26 -41 50 66 69 90 88 -25 51 44 39 53 -81 -84 -62 -76 -63 72 72 97

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