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) - 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 94 85 -60 -75 -74 -44 -58 -63 32 10 83 41 -67 -69 -64 31 -6 -14 65 59 94 10 98 95 76 -22 -33 41 -22 41 87 88 15 59

ESU26 94 96 -57 -69 -54 -25 -42 -45 42 32 87 21 -55 -51 -42 37 16 11 64 59 83 12 88 83 63 -26 -35 28 -32 27 75 75 12 48

NQU26 85 96 -38 -57 -44 -26 -42 -46 27 27 75 23 -56 -50 -37 38 12 6 46 39 72 14 77 71 43 -7 -18 29 -20 28 62 63 -2 31

USZ26 -60 -57 -38 92 61 33 26 24 -34 -15 -59 -24 37 40 42 -18 -45 -39 -90 -89 -48 0 -59 -62 -51 77 82 4 69 4 -69 -67 -57 -73

TYZ26 -75 -69 -57 92 76 58 51 52 -13 1 -59 -51 62 64 61 -22 -29 -19 -81 -77 -60 -5 -73 -77 -51 57 66 -15 51 -15 -79 -79 -41 -68

SFU26 -74 -54 -44 61 76 82 79 86 15 46 -42 -81 81 89 90 -14 20 30 -61 -55 -74 -4 -80 -87 -62 28 44 -16 22 -16 -83 -85 -25 -68

EUU26 -44 -25 -26 33 58 82 81 87 58 73 5 -99 77 85 82 -10 39 49 -18 -11 -42 -7 -48 -59 -24 -10 5 -27 -7 -27 -57 -62 5 -34

JYU26 -58 -42 -42 26 51 79 81 83 32 49 -21 -85 77 83 78 -13 26 37 -33 -24 -53 -8 -59 -69 -39 3 17 -30 4 -29 -59 -63 13 -31

CDU26 -63 -45 -46 24 52 86 87 83 42 65 -21 -89 88 92 87 -16 48 59 -24 -15 -65 -10 -68 -75 -43 -11 8 -27 -9 -27 -66 -71 9 -37

BPU26 32 42 27 -34 -13 15 58 32 42 80 68 -64 23 27 22 6 47 51 52 55 25 -5 26 19 35 -51 -43 -6 -44 -6 25 19 38 32

ADU26 10 32 27 -15 1 46 73 49 65 80 53 -78 50 58 60 12 61 66 26 31 -0 -1 1 -10 11 -31 -19 1 -32 1 -8 -15 16 -6

MPU26 83 87 75 -59 -59 -42 5 -21 -21 68 53 -8 -29 -27 -24 26 28 24 74 72 78 3 81 74 74 -45 -48 22 -39 22 67 64 33 57

DXU26 41 21 23 -24 -51 -81 -99 -85 -89 -64 -78 -8 -77 -85 -82 8 -43 -55 13 2 41 8 46 57 22 14 -1 26 12 26 52 57 -10 28

GCZ26 -67 -55 -56 37 62 81 77 77 88 23 50 -29 -77 96 93 -22 22 29 -38 -31 -61 -14 -64 -72 -33 8 29 1 16 1 -65 -70 10 -36

PLV26 -69 -51 -50 40 64 89 85 83 92 27 58 -27 -85 96 97 -15 29 37 -40 -33 -64 -10 -69 -77 -39 8 28 -8 11 -8 -70 -74 1 -47

SIZ26 -64 -42 -37 42 61 90 82 78 87 22 60 -24 -82 93 97 -9 30 37 -43 -37 -62 -9 -65 -75 -43 15 34 -2 13 -2 -70 -74 -4 -50

HGZ26 31 37 38 -18 -22 -14 -10 -13 -16 6 12 26 8 -22 -15 -9 9 5 17 14 30 67 28 24 16 -5 -8 15 -9 15 21 20 -12 2

CLV26 -6 16 12 -45 -29 20 39 26 48 47 61 28 -43 22 29 30 9 99 54 57 -20 -5 -12 -12 -9 -69 -62 -47 -74 -47 -8 -12 35 13

ITCOX26 -14 11 6 -39 -19 30 49 37 59 51 66 24 -55 29 37 37 5 99 51 54 -30 -8 -22 -20 -15 -67 -60 -51 -74 -51 -12 -17 39 12

HOV26 65 64 46 -90 -81 -61 -18 -33 -24 52 26 74 13 -38 -40 -43 17 54 51 99 56 -2 65 68 61 -83 -88 -21 -76 -21 72 69 59 77

ITSV26 59 59 39 -89 -77 -55 -11 -24 -15 55 31 72 2 -31 -33 -37 14 57 54 99 47 -4 56 61 59 -86 -89 -22 -78 -22 67 62 63 75

PILU26 94 83 72 -48 -60 -74 -42 -53 -65 25 -0 78 41 -61 -64 -62 30 -20 -30 56 47 11 97 93 85 -11 -21 50 -5 50 78 79 4 51

DFU26 10 12 14 0 -5 -4 -7 -8 -10 -5 -1 3 8 -14 -10 -9 67 -5 -8 -2 -4 11 9 9 4 6 4 14 3 14 8 8 -14 -6

FXU26 98 88 77 -59 -73 -80 -48 -59 -68 26 1 81 46 -64 -69 -65 28 -12 -22 65 56 97 9 96 82 -19 -30 46 -14 46 87 87 19 63

SZU26 95 83 71 -62 -77 -87 -59 -69 -75 19 -10 74 57 -72 -77 -75 24 -12 -20 68 61 93 9 96 83 -27 -39 30 -23 29 91 92 18 65

LQGU26 76 63 43 -51 -51 -62 -24 -39 -43 35 11 74 22 -33 -39 -43 16 -9 -15 61 59 85 4 82 83 -30 -33 38 -13 38 68 68 16 52

OBU26 -22 -25 -6 77 57 28 -10 3 -11 -51 -31 -45 14 8 8 14 -5 -68 -67 -83 -86 -11 6 -19 -27 -30 97 49 89 49 -40 -33 -61 -54

GBU26 -33 -34 -17 82 66 44 5 17 8 -43 -19 -48 -1 29 28 33 -8 -62 -60 -88 -89 -21 4 -30 -39 -33 97 54 89 54 -50 -45 -59 -61

EPU26 41 28 29 4 -15 -16 -27 -30 -27 -6 1 22 26 1 -8 -2 15 -47 -51 -21 -22 50 14 46 30 38 49 54 58 100 20 21 -35 -10

LFGU26 -22 -33 -22 69 51 22 -7 4 -9 -44 -32 -39 12 16 11 16 -9 -74 -74 -76 -78 -5 3 -14 -23 -13 89 89 58 58 -33 -32 -49 -46

LELU26 41 27 28 4 -15 -16 -27 -29 -27 -6 1 22 26 1 -8 -2 15 -47 -51 -21 -22 50 14 46 29 38 49 54 100 58 20 21 -34 -10

CCZ26 87 75 63 -69 -79 -83 -57 -59 -66 25 -8 67 52 -65 -70 -71 21 -10 -12 72 67 78 8 87 91 68 -40 -50 20 -33 20 100 39 75

LCCZ26 88 75 64 -67 -79 -85 -62 -63 -71 19 -15 64 57 -70 -74 -74 20 -11 -17 69 62 79 8 87 92 68 -33 -45 21 -32 21 100 34 74

SBV26 15 10 -4 -57 -41 -25 5 13 9 38 16 33 -10 10 1 -3 -12 34 39 59 63 4 -14 19 18 16 -61 -59 -35 -49 -34 39 34 83

LSBV26 59 48 32 -73 -68 -68 -34 -31 -37 32 -6 57 28 -36 -47 -51 2 13 12 77 75 51 -6 63 65 52 -54 -61 -10 -46 -10 75 74 83

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