MRCI's Inter-Market Futures Correlations

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MRCI's Inter-Market Futures Correlations

Correlation
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Correlations 60 Day
Correlations 90 Day
Correlations 120 Day
Correlations 180 Day
Correlations

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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 24, 2026

YMU26 ESU26 NQU26 QRU26 NKU26 USU26 TYU26 SFU26 EUU26 JYU26 CDU26 BPU26 ADU26 MPU26 DXU26 GVN26 GCQ26 PLV26 SIU26 HGU26 CLU26 CBV26 HOU26 RBU26 NGU26 KCU26 CCU26 SBV26 W_U26 C_U26 S_X26 SMV26 BOV26 CTZ26 LCQ26 HEQ26 FCQ26 JOU26

YMU26 88 81 88 -59 -27 -43 -40 -30 -48 -43 28 28 56 29 -42 -32 -17 -7 69 12 10 32 34 -49 -9 26 -32 15 -59 28 -28 39 43 36 -33 35 -40

ESU26 88 98 91 -56 -55 -67 -44 -38 -57 -42 21 43 60 37 -14 -38 -25 -10 75 43 42 57 60 -58 -26 15 -13 42 -32 51 -17 61 70 47 -42 34 -43

NQU26 81 98 88 -62 -61 -75 -52 -49 -61 -51 7 40 54 48 -18 -47 -35 -19 70 49 48 62 64 -57 -30 13 -5 45 -31 55 -18 66 73 48 -52 30 -46

QRU26 88 91 88 -57 -50 -68 -45 -44 -73 -42 30 60 79 43 -30 -24 -16 4 84 51 50 66 69 -76 -41 -8 -10 46 -37 56 -45 73 74 67 -20 60 -40

NKU26 -59 -56 -62 -57 30 48 59 57 52 67 20 -4 -23 -58 60 51 44 34 -33 -11 -9 -29 -28 30 4 -22 9 -9 57 -25 22 -35 -29 -17 51 -9 48

USU26 -27 -55 -61 -50 30 95 65 60 70 53 26 -21 -28 -60 -1 69 60 53 -42 -71 -70 -80 -79 60 8 -22 -44 -66 -14 -67 -22 -69 -74 -33 57 -4 49

TYU26 -43 -67 -75 -68 48 95 75 72 81 69 35 -27 -45 -72 20 76 73 60 -53 -71 -69 -84 -84 68 18 -18 -30 -66 6 -72 -7 -80 -78 -45 69 -16 63

SFU26 -40 -44 -52 -45 59 65 75 90 71 91 56 16 -1 -93 58 82 68 64 -14 -28 -27 -50 -45 41 -14 -37 -18 -35 31 -45 2 -41 -43 -7 61 2 57

EUU26 -30 -38 -49 -44 57 60 72 90 79 83 58 -6 -13 -99 60 64 65 54 -20 -46 -45 -63 -60 50 10 -8 -23 -53 17 -60 10 -59 -48 -18 44 -6 57

JYU26 -48 -57 -61 -73 52 70 81 71 79 56 7 -51 -60 -79 47 32 28 12 -65 -70 -68 -83 -81 84 43 23 -25 -64 14 -69 44 -82 -74 -61 12 -53 47

CDU26 -43 -42 -51 -42 67 53 69 91 83 56 62 25 4 -86 71 82 74 68 -5 -10 -9 -34 -30 27 -19 -39 1 -20 49 -34 -6 -29 -29 2 72 11 57

BPU26 28 21 7 30 20 26 35 56 58 7 62 58 60 -62 53 59 67 72 55 11 11 5 8 -25 -26 -30 -6 -0 6 -5 -39 11 15 43 56 56 30

ADU26 28 43 40 60 -4 -21 -27 16 -6 -51 25 58 91 1 69 44 27 49 77 77 77 70 74 -73 -81 -74 8 63 24 61 -49 79 69 84 45 78 -5

MPU26 56 60 54 79 -23 -28 -45 -1 -13 -60 4 60 91 10 4 29 23 45 89 64 64 66 70 -79 -71 -57 -4 51 -9 54 -58 76 68 85 30 83 -15

DXU26 29 37 48 43 -58 -60 -72 -93 -99 -79 -86 -62 1 10 -62 -67 -67 -57 17 42 42 60 56 -47 -7 12 22 49 -21 57 -8 55 46 16 -48 4 -58

GVN26 -42 -14 -18 -30 60 -1 20 58 60 47 71 53 69 4 -62 48 65 62 -3 32 36 -0 9 15 -21 -39 19 24 73 5 29 -9 22 22 45 16 56

GCQ26 -32 -38 -47 -24 51 69 76 82 64 32 82 59 44 29 -67 48 83 87 15 -3 -2 -23 -19 8 -35 -63 -9 -12 30 -23 -27 -12 -23 22 87 34 57

PLV26 -17 -25 -35 -16 44 60 73 68 65 28 74 67 27 23 -67 65 83 94 25 -14 -13 -30 -26 6 -15 -33 4 -26 17 -41 -36 -23 -21 20 75 37 73

SIU26 -7 -10 -19 4 34 53 60 64 54 12 68 72 49 45 -57 62 87 94 43 6 7 -10 -5 -9 -34 -51 4 -8 14 -21 -47 0 -3 39 77 52 61

HGU26 69 75 70 84 -33 -42 -53 -14 -20 -65 -5 55 77 89 17 -3 15 25 43 58 57 61 65 -76 -58 -32 -2 45 -18 46 -53 70 67 75 15 72 -13

CLU26 12 43 49 51 -11 -71 -71 -28 -46 -70 -10 11 77 64 42 32 -3 -14 6 58 100 94 96 -76 -70 -56 39 88 41 84 -23 93 86 69 7 51 -25

CBV26 10 42 48 50 -9 -70 -69 -27 -45 -68 -9 11 77 64 42 36 -2 -13 7 57 100 94 96 -76 -70 -57 40 88 43 84 -23 92 87 70 9 52 -24

HOU26 32 57 62 66 -29 -80 -84 -50 -63 -83 -34 5 70 66 60 -0 -23 -30 -10 61 94 94 99 -84 -56 -39 33 89 23 91 -22 97 91 66 -7 50 -42

RBU26 34 60 64 69 -28 -79 -84 -45 -60 -81 -30 8 74 70 56 9 -19 -26 -5 65 96 96 99 -84 -61 -42 33 90 24 90 -26 97 93 72 -5 55 -39

NGU26 -49 -58 -57 -76 30 60 68 41 50 84 27 -25 -73 -79 -47 15 8 6 -9 -76 -76 -76 -84 -84 57 38 -21 -69 -4 -69 46 -84 -82 -78 -10 -72 28

KCU26 -9 -26 -30 -41 4 8 18 -14 10 43 -19 -26 -81 -71 -7 -21 -35 -15 -34 -58 -70 -70 -56 -61 57 80 -5 -44 -13 -42 50 -69 -52 -76 -28 -63 8

CCU26 26 15 13 -8 -22 -22 -18 -37 -8 23 -39 -30 -74 -57 12 -39 -63 -33 -51 -32 -56 -57 -39 -42 38 80 -8 -38 -32 -31 40 -49 -28 -59 -58 -56 -13

SBV26 -32 -13 -5 -10 9 -44 -30 -18 -23 -25 1 -6 8 -4 22 19 -9 4 4 -2 39 40 33 33 -21 -5 -8 36 51 28 -4 26 28 14 12 9 6

W_U26 15 42 45 46 -9 -66 -66 -35 -53 -64 -20 -0 63 51 49 24 -12 -26 -8 45 88 88 89 90 -69 -44 -38 36 49 93 3 84 81 49 4 34 -36

C_U26 -59 -32 -31 -37 57 -14 6 31 17 14 49 6 24 -9 -21 73 30 17 14 -18 41 43 23 24 -4 -13 -32 51 49 36 34 14 22 3 39 -4 22

S_X26 28 51 55 56 -25 -67 -72 -45 -60 -69 -34 -5 61 54 57 5 -23 -41 -21 46 84 84 91 90 -69 -42 -31 28 93 36 7 88 83 47 -11 31 -51

SMV26 -28 -17 -18 -45 22 -22 -7 2 10 44 -6 -39 -49 -58 -8 29 -27 -36 -47 -53 -23 -23 -22 -26 46 50 40 -4 3 34 7 -33 -24 -70 -35 -78 -18

BOV26 39 61 66 73 -35 -69 -80 -41 -59 -82 -29 11 79 76 55 -9 -12 -23 0 70 93 92 97 97 -84 -69 -49 26 84 14 88 -33 89 74 -2 58 -41

CTZ26 43 70 73 74 -29 -74 -78 -43 -48 -74 -29 15 69 68 46 22 -23 -21 -3 67 86 87 91 93 -82 -52 -28 28 81 22 83 -24 89 73 -13 57 -33

LCQ26 36 47 48 67 -17 -33 -45 -7 -18 -61 2 43 84 85 16 22 22 20 39 75 69 70 66 72 -78 -76 -59 14 49 3 47 -70 74 73 27 94 0

HEQ26 -33 -42 -52 -20 51 57 69 61 44 12 72 56 45 30 -48 45 87 75 77 15 7 9 -7 -5 -10 -28 -58 12 4 39 -11 -35 -2 -13 27 45 52

FCQ26 35 34 30 60 -9 -4 -16 2 -6 -53 11 56 78 83 4 16 34 37 52 72 51 52 50 55 -72 -63 -56 9 34 -4 31 -78 58 57 94 45 13

JOU26 -40 -43 -46 -40 48 49 63 57 57 47 57 30 -5 -15 -58 56 57 73 61 -13 -25 -24 -42 -39 28 8 -13 6 -36 22 -51 -18 -41 -33 0 52 13

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