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 120 trading days) - Jul 17, 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 88 81 -22 -42 -40 -25 -36 -54 13 5 75 26 -53 -46 -37 74 -21 -22 13 12 85 82 95 91 48 12 2 13 0 13 75 75 -46 21

ESU26 88 98 -52 -66 -46 -32 -49 -50 5 31 77 32 -60 -46 -36 88 23 22 46 47 63 62 79 73 31 -22 -32 -21 -36 -21 66 68 -21 35

NQU26 81 98 -60 -75 -57 -45 -59 -59 -10 25 68 45 -69 -54 -43 85 33 32 55 55 54 49 73 66 21 -30 -42 -35 -45 -35 63 68 -9 47

USU26 -22 -52 -60 95 62 53 64 47 24 -4 -12 -53 71 54 49 -36 -69 -69 -82 -82 14 18 -12 -12 32 88 90 76 89 76 -46 -52 -51 -72

TYU26 -42 -66 -75 95 77 66 75 68 35 6 -22 -67 86 68 61 -47 -59 -58 -79 -78 -7 3 -34 -33 20 74 83 73 80 73 -57 -63 -38 -78

SFU26 -40 -46 -57 62 77 94 94 94 71 42 0 -96 91 87 83 -21 -32 -30 -68 -63 -25 7 -44 -52 -7 43 61 66 53 66 -55 -64 -23 -82

EUU26 -25 -32 -45 53 66 94 90 85 84 43 20 -99 79 83 80 -9 -33 -31 -62 -56 -11 18 -29 -41 -0 34 51 61 45 61 -43 -52 -30 -80

JYU26 -36 -49 -59 64 75 94 90 85 68 23 -4 -93 84 82 80 -29 -45 -42 -75 -71 -21 10 -38 -46 -12 50 66 71 59 71 -45 -54 -21 -78

CDU26 -54 -50 -59 47 68 94 85 85 64 51 -12 -88 88 83 78 -27 -7 -5 -47 -42 -45 -14 -61 -67 -20 21 41 45 31 45 -62 -70 -7 -72

BPU26 13 5 -10 24 35 71 84 68 64 47 45 -85 49 60 60 18 -30 -27 -42 -35 9 40 2 -12 1 17 33 53 26 54 2 -7 -30 -54

ADU26 5 31 25 -4 6 42 43 23 51 47 54 -46 28 27 29 45 48 48 24 27 1 15 -6 -15 16 -16 -9 -7 -22 -7 -27 -28 -10 -30

MPU26 75 77 68 -12 -22 0 20 -4 -12 45 54 -19 -20 -11 -3 81 0 -0 12 14 73 75 72 61 53 5 1 12 -3 12 35 34 -48 -12

DXU26 26 32 45 -53 -67 -96 -99 -93 -88 -85 -46 -19 -81 -84 -81 10 32 23 62 52 15 -14 34 43 3 -36 -53 -63 -46 -63 43 53 29 80

GCQ26 -53 -60 -69 71 86 91 79 84 88 49 28 -20 -81 90 87 -32 -33 -33 -67 -64 -29 -4 -51 -55 1 48 65 63 59 63 -63 -70 -21 -80

PLV26 -46 -46 -54 54 68 87 83 82 83 60 27 -11 -84 90 97 -18 -27 -26 -59 -56 -31 0 -46 -56 -12 33 50 55 47 55 -49 -57 -12 -70

SIU26 -37 -36 -43 49 61 83 80 80 78 60 29 -3 -81 87 97 -5 -26 -26 -58 -54 -27 6 -38 -50 -12 34 49 55 45 55 -43 -50 -12 -66

HGU26 74 88 85 -36 -47 -21 -9 -29 -27 18 45 81 10 -32 -18 -5 20 19 31 32 57 59 67 56 32 -15 -20 -8 -24 -8 45 46 -30 11

CLQ26 -21 23 33 -69 -59 -32 -33 -45 -7 -30 48 0 32 -33 -27 -26 20 100 86 87 -40 -48 -29 -27 -25 -80 -83 -85 -86 -85 -16 -9 55 46

ITCOU26 -22 22 32 -69 -58 -30 -31 -42 -5 -27 48 -0 23 -33 -26 -26 19 100 87 86 -44 -47 -31 -28 -30 -81 -83 -84 -86 -84 -15 -8 57 45

HOQ26 13 46 55 -82 -79 -68 -62 -75 -47 -42 24 12 62 -67 -59 -58 31 86 87 99 -10 -30 6 13 -6 -82 -91 -91 -90 -91 24 33 48 73

ITSQ26 12 47 55 -82 -78 -63 -56 -71 -42 -35 27 14 52 -64 -56 -54 32 87 86 99 -13 -26 4 12 -9 -84 -91 -89 -91 -89 23 32 49 70

PILU26 85 63 54 14 -7 -25 -11 -21 -45 9 1 73 15 -29 -31 -27 57 -40 -44 -10 -13 88 94 90 78 42 31 33 32 33 47 48 -66 -4

DFU26 82 62 49 18 3 7 18 10 -14 40 15 75 -14 -4 0 6 59 -48 -47 -30 -26 88 85 74 64 47 44 54 41 54 46 43 -64 -23

FXU26 95 79 73 -12 -34 -44 -29 -38 -61 2 -6 72 34 -51 -46 -38 67 -29 -31 6 4 94 85 94 61 23 10 16 12 16 67 69 -51 19

SZU26 91 73 66 -12 -33 -52 -41 -46 -67 -12 -15 61 43 -55 -56 -50 56 -27 -28 13 12 90 74 94 66 21 7 11 9 11 69 71 -42 28

LQGU26 48 31 21 32 20 -7 -0 -12 -20 1 16 53 3 1 -12 -12 32 -25 -30 -6 -9 78 64 61 66 42 35 29 38 28 7 10 -59 -20

OBU26 12 -22 -30 88 74 43 34 50 21 17 -16 5 -36 48 33 34 -15 -80 -81 -82 -84 42 47 23 21 42 96 83 94 83 -17 -22 -56 -55

GBU26 2 -32 -42 90 83 61 51 66 41 33 -9 1 -53 65 50 49 -20 -83 -83 -91 -91 31 44 10 7 35 96 93 96 93 -24 -31 -58 -70

EPU26 13 -21 -35 76 73 66 61 71 45 53 -7 12 -63 63 55 55 -8 -85 -84 -91 -89 33 54 16 11 29 83 93 89 100 -8 -17 -62 -74

LFGU26 0 -36 -45 89 80 53 45 59 31 26 -22 -3 -46 59 47 45 -24 -86 -86 -90 -91 32 41 12 9 38 94 96 89 89 -22 -30 -58 -67

LELU26 13 -21 -35 76 73 66 61 71 45 54 -7 12 -63 63 55 55 -8 -85 -84 -91 -89 33 54 16 11 28 83 93 100 89 -8 -17 -62 -74

CCU26 75 66 63 -46 -57 -55 -43 -45 -62 2 -27 35 43 -63 -49 -43 45 -16 -15 24 23 47 46 67 69 7 -17 -24 -8 -22 -8 99 -1 51

LCCU26 75 68 68 -52 -63 -64 -52 -54 -70 -7 -28 34 53 -70 -57 -50 46 -9 -8 33 32 48 43 69 71 10 -22 -31 -17 -30 -17 99 3 58

SBV26 -46 -21 -9 -51 -38 -23 -30 -21 -7 -30 -10 -48 29 -21 -12 -12 -30 55 57 48 49 -66 -64 -51 -42 -59 -56 -58 -62 -58 -62 -1 3 67

LSBV26 21 35 47 -72 -78 -82 -80 -78 -72 -54 -30 -12 80 -80 -70 -66 11 46 45 73 70 -4 -23 19 28 -20 -55 -70 -74 -67 -74 51 58 67

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