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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 180 trading days) - Jul 27, 2026
  YMU26 ESU26 NQU26 USU26 TYU26 SFU26 EUU26 JYU26 CDU26 BPU26 ADU26 MPU26 DXU26 GCQ26 PLV26 SIU26 HGU26 CLU26 ITCOV26 HOU26 ITSU26 PILU26 DFU26 FXU26 SZU26 LQGU26 OBU26 GBU26 EPU26 LFGU26 LELU26 CCU26 LCCU26 SBV26 LSBV26
YMU26   89 81 -29 -44 -41 -31 -48 -45 27 28 57 30 -33 -19 -8 69 12 10 33 31 86 77 93 87 52 3 -10 -13 -7 -13 27 31 -33 35
ESU26 89   98 -55 -67 -45 -39 -58 -43 20 43 61 37 -39 -26 -11 76 44 42 57 56 66 56 81 74 47 -28 -37 -39 -41 -40 16 20 -13 48
NQU26 81 98   -61 -74 -52 -49 -62 -51 7 40 55 48 -47 -35 -19 70 49 48 62 60 56 42 74 66 40 -34 -44 -48 -49 -48 14 20 -5 55
USU26 -29 -55 -61   95 66 61 71 54 27 -21 -29 -61 69 61 54 -42 -71 -70 -80 -81 5 19 -23 -27 -2 88 75 74 87 74 -23 -32 -43 -76
TYU26 -44 -67 -74 95   75 73 81 70 36 -27 -45 -73 76 74 61 -53 -71 -69 -85 -84 -14 10 -43 -45 -18 75 78 75 83 76 -18 -30 -29 -80
SFU26 -41 -45 -52 66 75   90 73 91 56 14 -3 -93 82 69 64 -16 -29 -28 -51 -50 -29 1 -41 -46 -10 48 43 47 50 47 -37 -45 -17 -73
EUU26 -31 -39 -49 61 73 90   81 83 59 -7 -15 -99 64 66 55 -21 -47 -46 -64 -63 -20 14 -39 -45 -26 42 55 59 52 60 -9 -18 -22 -77
JYU26 -48 -58 -62 71 81 73 81   59 11 -49 -60 -80 35 31 15 -64 -69 -68 -84 -82 -34 -3 -61 -71 -61 54 69 79 65 80 20 11 -24 -82
CDU26 -45 -43 -51 54 70 91 83 59   62 24 1 -87 82 74 68 -7 -11 -10 -36 -34 -42 -8 -46 -44 -9 28 37 29 34 29 -39 -48 1 -60
BPU26 27 20 7 27 36 56 59 11 62   56 58 -62 59 67 71 53 9 9 3 2 18 41 28 27 39 19 17 2 26 3 -29 -32 -6 -16
ADU26 28 43 40 -21 -27 14 -7 -49 24 56   91 2 43 26 48 77 77 77 69 69 19 9 44 48 80 -21 -65 -63 -46 -64 -73 -70 8 29
MPU26 57 61 55 -29 -45 -3 -15 -60 1 58 91   11 27 21 43 89 64 64 66 65 48 35 72 73 88 -12 -62 -55 -33 -56 -55 -51 -5 36
DXU26 30 37 48 -61 -73 -93 -99 -80 -87 -62 2 11   -68 -68 -58 18 43 42 61 60 23 -13 39 45 23 -43 -54 -58 -52 -59 12 22 21 78
GCQ26 -33 -39 -47 69 76 82 64 35 82 59 43 27 -68   83 87 13 -4 -3 -24 -24 -19 4 -20 -18 28 50 30 21 55 21 -63 -70 -9 -50
PLV26 -19 -26 -35 61 74 69 66 31 74 67 26 21 -68 83   94 23 -15 -14 -32 -30 -14 22 -11 -13 16 42 46 23 61 24 -33 -42 3 -40
SIU26 -8 -11 -19 54 61 64 55 15 68 71 48 43 -58 87 94   41 5 5 -12 -11 -8 23 3 1 34 41 27 7 53 7 -50 -56 3 -28
HGU26 69 76 70 -42 -53 -16 -21 -64 -7 53 77 89 18 13 23 41   58 57 61 60 54 48 77 75 76 -21 -43 -50 -30 -51 -30 -28 -3 41
CLU26 12 44 49 -71 -71 -29 -47 -69 -11 9 77 64 43 -4 -15 5 58   100 94 94 -5 -28 24 31 54 -72 -87 -92 -90 -92 -55 -49 38 62
ITCOV26 10 42 48 -70 -69 -28 -46 -68 -10 9 77 64 42 -3 -14 5 57 100   94 94 -7 -28 22 29 52 -71 -86 -92 -90 -92 -56 -49 40 60
HOU26 33 57 62 -80 -85 -51 -64 -84 -36 3 69 66 61 -24 -32 -12 61 94 94   100 14 -16 43 52 60 -73 -90 -92 -92 -92 -38 -29 33 76
ITSU26 31 56 60 -81 -84 -50 -63 -82 -34 2 69 65 60 -24 -30 -11 60 94 94 100   12 -16 41 50 58 -75 -89 -92 -92 -92 -37 -28 34 74
PILU26 86 66 56 5 -14 -29 -20 -34 -42 18 19 48 23 -19 -14 -8 54 -5 -7 14 12   82 90 82 60 30 7 6 21 6 17 20 -54 11
DFU26 77 56 42 19 10 1 14 -3 -8 41 9 35 -13 4 22 23 48 -28 -28 -16 -16 82   74 61 40 45 39 35 47 34 30 28 -50 -14
FXU26 93 81 74 -23 -43 -41 -39 -61 -46 28 44 72 39 -20 -11 3 77 24 22 43 41 90 74   94 73 9 -20 -25 -1 -25 4 9 -31 40
SZU26 87 74 66 -27 -45 -46 -45 -71 -44 27 48 73 45 -18 -13 1 75 31 29 52 50 82 61 94   77 2 -24 -34 -10 -34 -3 2 -17 52
LQGU26 52 47 40 -2 -18 -10 -26 -61 -9 39 80 88 23 28 16 34 76 54 52 60 58 60 40 73 77   10 -44 -46 -3 -46 -55 -50 -19 29
OBU26 3 -28 -34 88 75 48 42 54 28 19 -21 -12 -43 50 42 41 -21 -72 -71 -73 -75 30 45 9 2 10   68 77 91 77 -9 -14 -51 -60
GBU26 -10 -37 -44 75 78 43 55 69 37 17 -65 -62 -54 30 46 27 -43 -87 -86 -90 -89 7 39 -20 -24 -44 68   85 88 85 38 29 -29 -63
EPU26 -13 -39 -48 74 75 47 59 79 29 2 -63 -55 -58 21 23 7 -50 -92 -92 -92 -92 6 35 -25 -34 -46 77 85   91 100 42 34 -51 -77
LFGU26 -7 -41 -49 87 83 50 52 65 34 26 -46 -33 -52 55 61 53 -30 -90 -90 -92 -92 21 47 -1 -10 -3 91 88 91   91 2 -6 -48 -71
LELU26 -13 -40 -48 74 76 47 60 80 29 3 -64 -56 -59 21 24 7 -51 -92 -92 -92 -92 6 34 -25 -34 -46 77 85 100 91   43 34 -50 -77
CCU26 27 16 14 -23 -18 -37 -9 20 -39 -29 -73 -55 12 -63 -33 -50 -30 -55 -56 -38 -37 17 30 4 -3 -55 -9 38 42 2 43   99 -7 1
LCCU26 31 20 20 -32 -30 -45 -18 11 -48 -32 -70 -51 22 -70 -42 -56 -28 -49 -49 -29 -28 20 28 9 2 -50 -14 29 34 -6 34 99   -5 12
SBV26 -33 -13 -5 -43 -29 -17 -22 -24 1 -6 8 -5 21 -9 3 3 -3 38 40 33 34 -54 -50 -31 -17 -19 -51 -29 -51 -48 -50 -7 -5   63
LSBV26 35 48 55 -76 -80 -73 -77 -82 -60 -16 29 36 78 -50 -40 -28 41 62 60 76 74 11 -14 40 52 29 -60 -63 -77 -71 -77 1 12 63  
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