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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) - Oct 23, 2026
  YMZ26 ESZ26 NQZ26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GCZ26 PLF27 SIZ26 HGZ26 CLZ26 ITCOF27 HOX26 ITSX26 PILZ26 DFZ26 FXZ26 SZZ26 LQGZ26 OBZ26 GBZ26 EPZ26 LFGZ26 LELZ26 CCZ26 LCCZ26 SBH27 LSBH27
YMZ26   87 76 -36 -42 -56 -35 -37 -53 28 17 58 32 -59 -62 -60 80 20 15 49 44 73 31 96 93 73 -24 -36 -18 -13 -18 82 81 32 47
ESZ26 87   96 -59 -63 -70 -52 -43 -63 8 26 44 50 -69 -65 -61 93 55 52 72 68 42 24 84 79 56 -44 -51 -50 -47 -50 82 82 53 65
NQZ26 76 96   -48 -55 -66 -55 -50 -66 -7 19 36 54 -72 -65 -59 87 53 51 65 61 33 20 74 66 37 -32 -38 -54 -31 -54 71 73 45 56
USZ26 -36 -59 -48   97 85 72 -5 59 19 4 16 -63 51 48 56 -55 -77 -78 -90 -91 22 -5 -41 -43 -37 90 91 71 90 72 -64 -66 -85 -87
TYZ26 -42 -63 -55 97   90 78 0 68 26 7 15 -70 61 57 63 -58 -78 -78 -92 -93 19 -4 -46 -49 -38 89 92 71 87 72 -67 -70 -84 -86
SFZ26 -56 -70 -66 85 90   90 55 90 41 26 1 -88 85 85 88 -60 -72 -70 -89 -87 -3 -7 -62 -66 -44 76 84 72 67 72 -81 -85 -77 -87
EUZ26 -35 -52 -55 72 78 90   62 90 66 50 36 -99 81 83 83 -40 -64 -65 -72 -71 17 7 -38 -49 -20 53 60 62 53 62 -62 -67 -66 -73
JYZ26 -37 -43 -50 -5 0 55 62   67 42 38 -0 -71 71 71 64 -32 -23 -21 -33 -26 -23 -2 -39 -45 -16 -20 -11 50 -25 50 -45 -48 -11 -27
CDZ26 -53 -63 -66 59 68 90 90 67   57 51 12 -92 89 90 88 -50 -47 -47 -64 -62 -12 -7 -59 -64 -34 44 52 56 31 56 -70 -75 -53 -65
BPZ26 28 8 -7 19 26 41 66 42 57   73 64 -71 38 39 35 15 -21 -24 -15 -17 42 18 19 11 26 8 9 32 9 31 5 -2 -16 -17
ADZ26 17 26 19 4 7 26 50 38 51 73   61 -55 33 43 42 38 20 15 13 11 15 14 10 -3 19 -8 -3 -3 -11 -3 1 -5 4 -2
MPZ26 58 44 36 16 15 1 36 -0 12 64 61   -35 -3 0 2 50 -9 -19 10 4 73 43 60 42 49 3 -2 -2 21 -2 36 30 -9 1
DXZ26 32 50 54 -63 -70 -88 -99 -71 -92 -71 -55 -35   -83 -84 -83 37 58 55 66 61 -12 -6 38 47 17 -44 -51 -61 -40 -61 59 64 58 66
GCZ26 -59 -69 -72 51 61 85 81 71 89 38 33 -3 -83   96 95 -52 -54 -53 -68 -64 -16 -5 -58 -63 -26 37 47 70 30 70 -73 -78 -47 -62
PLF27 -62 -65 -65 48 57 85 83 71 90 39 43 0 -84 96   98 -46 -46 -44 -63 -59 -20 -6 -62 -69 -29 33 45 58 25 59 -75 -79 -47 -62
SIZ26 -60 -61 -59 56 63 88 83 64 88 35 42 2 -83 95 98   -43 -50 -49 -68 -65 -16 -6 -60 -68 -35 44 55 61 35 61 -78 -81 -54 -68
HGZ26 80 93 87 -55 -58 -60 -40 -32 -50 15 38 50 37 -52 -46 -43   52 48 67 64 43 26 80 72 60 -45 -51 -43 -45 -43 72 71 48 57
CLZ26 20 55 53 -77 -78 -72 -64 -23 -47 -21 20 -9 58 -54 -46 -50 52   99 92 92 -38 -9 21 24 17 -85 -82 -83 -88 -83 50 52 82 81
ITCOF27 15 52 51 -78 -78 -70 -65 -21 -47 -24 15 -19 55 -53 -44 -49 48 99   90 90 -45 -12 14 20 12 -83 -80 -80 -88 -80 46 49 83 80
HOX26 49 72 65 -90 -92 -89 -72 -33 -64 -15 13 10 66 -68 -63 -68 67 92 90   99 -11 6 51 54 43 -92 -95 -80 -90 -80 75 77 89 93
ITSX26 44 68 61 -91 -93 -87 -71 -26 -62 -17 11 4 61 -64 -59 -65 64 92 90 99   -17 3 46 49 41 -95 -96 -78 -91 -78 72 74 90 92
PILZ26 73 42 33 22 19 -3 17 -23 -12 42 15 73 -12 -16 -20 -16 43 -38 -45 -11 -17   38 76 67 65 27 15 25 50 25 36 33 -29 -12
DFZ26 31 24 20 -5 -4 -7 7 -2 -7 18 14 43 -6 -5 -6 -6 26 -9 -12 6 3 38   36 26 29 -3 -6 5 4 5 22 20 -1 4
FXZ26 96 84 74 -41 -46 -62 -38 -39 -59 19 10 60 38 -58 -62 -60 80 21 14 51 46 76 36   93 78 -29 -41 -21 -13 -21 82 81 35 51
SZZ26 93 79 66 -43 -49 -66 -49 -45 -64 11 -3 42 47 -63 -69 -68 72 24 20 54 49 67 26 93   82 -31 -44 -20 -21 -20 84 84 39 55
LQGZ26 73 56 37 -37 -38 -44 -20 -16 -34 26 19 49 17 -26 -29 -35 60 17 12 43 41 65 29 78 82   -35 -46 -6 -18 -6 58 57 31 42
OBZ26 -24 -44 -32 90 89 76 53 -20 44 8 -8 3 -44 37 33 44 -45 -85 -83 -92 -95 27 -3 -29 -31 -35   98 86 93 86 -55 -56 -84 -83
GBZ26 -36 -51 -38 91 92 84 60 -11 52 9 -3 -2 -51 47 45 55 -51 -82 -80 -95 -96 15 -6 -41 -44 -46 98   85 91 85 -65 -66 -85 -87
EPZ26 -18 -50 -54 71 71 72 62 50 56 32 -3 -2 -61 70 58 61 -43 -83 -80 -80 -78 25 5 -21 -20 -6 86 85   87 100 -51 -54 -62 -69
LFGZ26 -13 -47 -31 90 87 67 53 -25 31 9 -11 21 -40 30 25 35 -45 -88 -88 -90 -91 50 4 -13 -21 -18 93 91 87   88 -50 -51 -84 -80
LELZ26 -18 -50 -54 72 72 72 62 50 56 31 -3 -2 -61 70 59 61 -43 -83 -80 -80 -78 25 5 -21 -20 -6 86 85 100 88   -51 -55 -62 -69
CCZ26 82 82 71 -64 -67 -81 -62 -45 -70 5 1 36 59 -73 -75 -78 72 50 46 75 72 36 22 82 84 58 -55 -65 -51 -50 -51   100 65 78
LCCZ26 81 82 73 -66 -70 -85 -67 -48 -75 -2 -5 30 64 -78 -79 -81 71 52 49 77 74 33 20 81 84 57 -56 -66 -54 -51 -55 100   66 79
SBH27 32 53 45 -85 -84 -77 -66 -11 -53 -16 4 -9 58 -47 -47 -54 48 82 83 89 90 -29 -1 35 39 31 -84 -85 -62 -84 -62 65 66   97
LSBH27 47 65 56 -87 -86 -87 -73 -27 -65 -17 -2 1 66 -62 -62 -68 57 81 80 93 92 -12 4 51 55 42 -83 -87 -69 -80 -69 78 79 97  
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