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 180 trading days) - Sep 10, 2026   YMU26 ESU26 NQU26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GCZ26 PLV26 SIZ26 HGZ26 CLV26 ITCOX26 HOV26 ITSV26 PILZ26 DFZ26 FXZ26 SZZ26 LQGZ26 OBZ26 GBZ26 EPZ26 LFGZ26 LELZ26 CCZ26 LCCZ26 SBV26 LSBV26 YMU26   91 81 -61 -73 -65 -40 -43 -59 26 23 72 37 -59 -55 -52 36 22 19 53 52 88 10 96 93 65 -27 -45 -22 -20 -23 72 75 29 60 ESU26 91   96 -58 -68 -65 -45 -51 -56 19 43 77 42 -61 -58 -50 42 49 47 69 67 73 7 87 82 59 -28 -40 -47 -33 -47 61 64 35 64 NQU26 81 96   -38 -54 -62 -52 -58 -60 3 41 68 50 -66 -61 -51 42 53 51 65 62 60 6 76 71 46 -8 -19 -54 -12 -54 49 54 26 56 USZ26 -61 -58 -38   93 65 31 9 19 -42 -27 -66 -18 35 38 43 -21 -57 -52 -90 -89 -43 -4 -60 -62 -55 80 88 53 77 54 -73 -71 -66 -78 TYZ26 -73 -68 -54 93   78 51 26 42 -26 -16 -68 -39 57 58 58 -25 -47 -40 -86 -83 -51 -9 -72 -73 -54 68 80 42 65 43 -81 -80 -57 -76 SFZ26 -65 -65 -62 65 78   87 79 87 35 -4 -44 -85 85 79 80 -23 -50 -48 -75 -74 -53 2 -70 -74 -51 44 65 66 24 67 -65 -71 -52 -80 EUZ26 -40 -45 -52 31 51 87   89 87 66 -5 -24 -99 77 83 78 -18 -51 -49 -64 -61 -31 4 -46 -55 -38 -2 18 68 -7 69 -32 -41 -26 -58 JYZ26 -43 -51 -58 9 26 79 89   82 53 -14 -33 -92 73 79 72 -18 -54 -52 -64 -61 -36 6 -47 -56 -42 -12 5 70 -19 71 -27 -34 -16 -51 CDZ26 -59 -56 -60 19 42 87 87 82   51 12 -30 -89 86 79 76 -22 -27 -24 -50 -47 -55 -3 -65 -69 -42 -4 18 50 -27 51 -50 -58 -16 -53 BPZ26 26 19 3 -42 -26 35 66 53 51   31 37 -70 37 38 39 4 -12 -12 -4 -3 18 3 18 9 11 -48 -42 33 -48 33 18 12 15 2 ADZ26 23 43 41 -27 -16 -4 -5 -14 12 31   78 -0 11 -27 -6 23 73 74 63 62 14 -5 25 25 58 -36 -24 -49 -48 -50 -25 -23 27 31 MPZ26 72 77 68 -66 -68 -44 -24 -33 -30 37 78   20 -25 -49 -32 33 62 61 76 75 61 1 77 72 81 -54 -62 -46 -49 -47 24 28 43 62 DXZ26 37 42 50 -18 -39 -85 -99 -92 -89 -70 -0 20   -78 -82 -77 17 48 42 60 53 30 -3 44 53 35 11 -9 -67 19 -67 30 39 21 53 GCZ26 -59 -61 -66 35 57 85 77 73 86 37 11 -25 -78   82 87 -23 -36 -34 -55 -53 -44 -5 -56 -61 -24 12 32 61 -2 60 -61 -67 -24 -56 PLV26 -55 -58 -61 38 58 79 83 79 79 38 -27 -49 -82 82   93 -20 -57 -55 -71 -69 -46 3 -58 -67 -51 12 34 71 -3 71 -32 -40 -25 -61 SIZ26 -52 -50 -51 43 58 80 78 72 76 39 -6 -32 -77 87 93   -13 -44 -42 -62 -60 -44 1 -53 -62 -41 22 43 63 3 62 -46 -52 -28 -60 HGZ26 36 42 42 -21 -25 -23 -18 -18 -22 4 23 33 17 -23 -20 -13   24 22 28 27 31 63 34 30 23 -10 -13 -17 -10 -18 18 19 5 17 CLV26 22 49 53 -57 -47 -50 -51 -54 -27 -12 73 62 48 -36 -57 -44 24   100 91 90 3 -10 26 29 44 -76 -64 -91 -82 -91 -1 4 54 63 ITCOX26 19 47 51 -52 -40 -48 -49 -52 -24 -12 74 61 42 -34 -55 -42 22 100   90 89 -1 -10 23 27 43 -75 -63 -91 -82 -91 -3 4 55 63 HOV26 53 69 65 -90 -86 -75 -64 -64 -50 -4 63 76 60 -55 -71 -62 28 91 90   100 34 -7 58 62 64 -87 -93 -87 -81 -88 33 38 67 85 ITSV26 52 67 62 -89 -83 -74 -61 -61 -47 -3 62 75 53 -53 -69 -60 27 90 89 100   31 -7 56 60 64 -90 -94 -86 -83 -86 33 39 69 86 PILZ26 88 73 60 -43 -51 -53 -31 -36 -55 18 14 61 30 -44 -46 -44 31 3 -1 34 31   11 92 89 74 -8 -28 -4 10 -5 54 55 5 39 DFZ26 10 7 6 -4 -9 2 4 6 -3 3 -5 1 -3 -5 3 1 63 -10 -10 -7 -7 11   9 7 1 -1 -2 12 0 12 9 9 -9 -6 FXZ26 96 87 76 -60 -72 -70 -46 -47 -65 18 25 77 44 -56 -58 -53 34 26 23 58 56 92 9   96 77 -27 -46 -27 -13 -27 67 70 32 64 SZZ26 93 82 71 -62 -73 -74 -55 -56 -69 9 25 72 53 -61 -67 -62 30 29 27 62 60 89 7 96   81 -30 -51 -32 -19 -32 66 68 31 65 LQGZ26 65 59 46 -55 -54 -51 -38 -42 -42 11 58 81 35 -24 -51 -41 23 44 43 64 64 74 1 77 81   -38 -53 -35 -17 -37 21 24 26 53 OBZ26 -27 -28 -8 80 68 44 -2 -12 -4 -48 -36 -54 11 12 12 22 -10 -76 -75 -87 -90 -8 -1 -27 -30 -38   95 77 88 77 -49 -46 -76 -70 GBZ26 -45 -40 -19 88 80 65 18 5 18 -42 -24 -62 -9 32 34 43 -13 -64 -63 -93 -94 -28 -2 -46 -51 -53 95   72 82 73 -66 -63 -76 -80 EPZ26 -22 -47 -54 53 42 66 68 70 50 33 -49 -46 -67 61 71 63 -17 -91 -91 -87 -86 -4 12 -27 -32 -35 77 72   84 100 -14 -21 -51 -67 LFGZ26 -20 -33 -12 77 65 24 -7 -19 -27 -48 -48 -49 19 -2 -3 3 -10 -82 -82 -81 -83 10 0 -13 -19 -17 88 82 84   84 -39 -37 -65 -56 LELZ26 -23 -47 -54 54 43 67 69 71 51 33 -50 -47 -67 60 71 62 -18 -91 -91 -88 -86 -5 12 -27 -32 -37 77 73 100 84   -12 -19 -51 -67 CCZ26 72 61 49 -73 -81 -65 -32 -27 -50 18 -25 24 30 -61 -32 -46 18 -1 -3 33 33 54 9 67 66 21 -49 -66 -14 -39 -12   100 47 60 LCCZ26 75 64 54 -71 -80 -71 -41 -34 -58 12 -23 28 39 -67 -40 -52 19 4 4 38 39 55 9 70 68 24 -46 -63 -21 -37 -19 100   46 64 SBV26 29 35 26 -66 -57 -52 -26 -16 -16 15 27 43 21 -24 -25 -28 5 54 55 67 69 5 -9 32 31 26 -76 -76 -51 -65 -51 47 46   87 LSBV26 60 64 56 -78 -76 -80 -58 -51 -53 2 31 62 53 -56 -61 -60 17 63 63 85 86 39 -6 64 65 53 -70 -80 -67 -56 -67 60 64 87   Copyright © 1989- Moore Research Center, Inc. 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