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MRCI's Inter-Market Futures Correlations

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 30 trading days) - Oct 26, 2026
  YMZ26 ESZ26 NQZ26 QRZ26 NKZ26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GVV26 GCZ26 PLF27 SIZ26 HGZ26 CLZ26 CBF27 HOX26 RBX26 NGX26 KCZ26 CCZ26 SBH27 W_Z26 C_Z26 S_X26 SMZ26 BOZ26 CTZ26 LCZ26 HEZ26 FCX26 JOX26
YMZ26   -23 -66 -2 66 75 75 61 14 29 68 77 49 -1 -31 -31 1 -14 -19 -31 65 44 49 -67 -46 38 32 5 -30 -26 -31 -20 -20 41 53 -43 34 -15
ESZ26 -23   83 -4 -68 -53 -53 -44 -38 -60 -65 -55 -35 -18 48 69 -9 -3 7 64 -47 -18 -44 17 50 -8 -12 40 1 -5 10 24 -4 -14 -1 16 11 22
NQZ26 -66 83   18 -88 -73 -76 -51 -18 -47 -73 -73 -38 2 35 75 6 22 31 65 -81 -54 -74 42 57 -38 -31 8 28 27 36 31 16 -20 -39 50 -22 36
QRZ26 -2 -4 18   -9 26 21 58 84 64 45 34 72 88 -78 -0 79 87 87 19 -56 -75 -30 10 11 -76 0 -70 81 85 81 40 74 63 -71 80 -80 40
NKZ26 66 -68 -88 -9   66 70 55 18 44 74 80 45 3 -35 -69 1 -14 -20 -59 73 50 67 -41 -61 44 34 -3 -26 -27 -36 -40 -9 20 34 -40 19 -37
USZ26 75 -53 -73 26 66   96 80 48 49 89 78 75 37 -61 -44 34 17 13 -18 53 19 56 -35 -46 -7 3 -40 4 11 5 3 -6 51 10 -21 -12 -20
TYZ26 75 -53 -76 21 70 96   79 40 54 86 81 70 31 -55 -52 27 8 4 -33 58 28 65 -34 -48 2 10 -28 0 3 -1 -5 -0 43 17 -24 -5 -25
SFZ26 61 -44 -51 58 55 80 79   74 69 88 84 83 64 -83 -33 61 51 46 -23 18 -16 29 -26 -20 -25 19 -47 40 43 33 12 31 69 -14 24 -37 7
EUZ26 14 -38 -18 84 18 48 40 74   78 69 55 83 94 -98 -25 87 87 83 5 -34 -69 -8 -11 11 -66 3 -80 80 87 76 47 61 73 -64 64 -79 43
JYZ26 29 -60 -47 64 44 49 54 69 78   74 72 74 68 -85 -60 51 50 43 -46 -2 -31 20 -26 -22 -32 29 -54 50 54 43 9 63 55 -32 38 -47 20
CDZ26 68 -65 -73 45 74 89 86 88 69 74   92 87 55 -81 -54 45 34 28 -35 38 1 46 -41 -46 -9 19 -51 22 29 18 -1 21 63 -2 2 -25 -0
BPZ26 77 -55 -73 34 80 78 81 84 55 72 92   76 39 -71 -53 31 20 13 -49 46 15 52 -53 -50 13 31 -27 8 11 -0 -19 23 53 17 -5 -5 -4
ADZ26 49 -35 -38 72 45 75 70 83 83 74 87 76   78 -89 -34 68 63 60 1 0 -32 23 -29 -21 -41 9 -63 51 58 52 28 43 78 -33 31 -53 22
MPZ26 -1 -18 2 88 3 37 31 64 94 68 55 39 78   -88 -18 91 91 91 23 -48 -75 -11 5 26 -77 3 -70 91 92 87 60 71 73 -75 75 -87 45
DXZ26 -31 48 35 -78 -35 -61 -55 -83 -98 -85 -81 -71 -89 -88   36 -80 -77 -72 9 17 53 -7 22 4 52 -10 75 -69 -76 -64 -35 -57 -75 50 -51 68 -34
GVV26 -31 69 75 -0 -69 -44 -52 -33 -25 -60 -54 -53 -34 -18 36   -11 5 9 58 -50 -30 -69 13 23 -7 -51 8 -4 4 5 2 -23 -23 -9 22 3 21
GCZ26 1 -9 6 79 1 34 27 61 87 51 45 31 68 91 -80 -11   94 94 35 -46 -73 -10 12 38 -77 -0 -66 88 86 84 68 57 67 -72 67 -83 40
PLF27 -14 -3 22 87 -14 17 8 51 87 50 34 20 63 91 -77 5 94   98 39 -63 -86 -31 13 38 -80 -5 -70 91 92 88 63 65 64 -82 81 -88 51
SIZ26 -19 7 31 87 -20 13 4 46 83 43 28 13 60 91 -72 9 94 98   46 -69 -88 -35 20 42 -84 -12 -69 92 93 91 67 64 60 -84 82 -90 50
HGZ26 -31 64 65 19 -59 -18 -33 -23 5 -46 -35 -49 1 23 9 58 35 39 46   -52 -46 -42 26 55 -52 -42 -16 31 32 46 63 -5 12 -41 29 -35 31
CLZ26 65 -47 -81 -56 73 53 58 18 -34 -2 38 46 0 -48 17 -50 -46 -63 -69 -52   90 74 -30 -58 67 25 34 -69 -71 -72 -51 -49 -12 76 -82 66 -56
CBF27 44 -18 -54 -75 50 19 28 -16 -69 -31 1 15 -32 -75 53 -30 -73 -86 -88 -46 90   61 -16 -50 79 22 63 -87 -91 -86 -61 -57 -39 87 -87 85 -60
HOX26 49 -44 -74 -30 67 56 65 29 -8 20 46 52 23 -11 -7 -69 -10 -31 -35 -42 74 61   -16 -34 34 31 23 -29 -38 -33 -16 -16 6 42 -52 28 -37
RBX26 -67 17 42 10 -41 -35 -34 -26 -11 -26 -41 -53 -29 5 22 13 12 13 20 26 -30 -16 -16   34 -42 -25 -6 24 16 30 25 17 -23 -31 28 -23 -4
NGX26 -46 50 57 11 -61 -46 -48 -20 11 -22 -46 -50 -21 26 4 23 38 38 42 55 -58 -50 -34 34   -47 11 10 52 41 51 72 24 20 -44 45 -37 44
KCZ26 38 -8 -38 -76 44 -7 2 -25 -66 -32 -9 13 -41 -77 52 -7 -77 -80 -84 -52 67 79 34 -42 -47   25 68 -82 -85 -89 -73 -52 -42 81 -71 85 -39
CCZ26 32 -12 -31 0 34 3 10 19 3 29 19 31 9 3 -10 -51 -0 -5 -12 -42 25 22 31 -25 11 25   41 5 -11 -12 -6 30 41 20 1 15 -4
SBH27 5 40 8 -70 -3 -40 -28 -47 -80 -54 -51 -27 -63 -70 75 8 -66 -70 -69 -16 34 63 23 -6 10 68 41   -56 -73 -62 -34 -30 -40 61 -43 70 -30
W_Z26 -30 1 28 81 -26 4 0 40 80 50 22 8 51 91 -69 -4 88 91 92 31 -69 -87 -29 24 52 -82 5 -56   95 93 69 77 60 -86 86 -90 52
C_Z26 -26 -5 27 85 -27 11 3 43 87 54 29 11 58 92 -76 4 86 92 93 32 -71 -91 -38 16 41 -85 -11 -73 95   94 66 68 61 -86 84 -91 57
S_X26 -31 10 36 81 -36 5 -1 33 76 43 18 -0 52 87 -64 5 84 88 91 46 -72 -86 -33 30 51 -89 -12 -62 93 94   80 69 59 -80 82 -85 61
SMZ26 -20 24 31 40 -40 3 -5 12 47 9 -1 -19 28 60 -35 2 68 63 67 63 -51 -61 -16 25 72 -73 -6 -34 69 66 80   31 51 -54 47 -58 55
BOZ26 -20 -4 16 74 -9 -6 -0 31 61 63 21 23 43 71 -57 -23 57 65 64 -5 -49 -57 -16 17 24 -52 30 -30 77 68 69 31   45 -58 78 -61 42
CTZ26 41 -14 -20 63 20 51 43 69 73 55 63 53 78 73 -75 -23 67 64 60 12 -12 -39 6 -23 20 -42 41 -40 60 61 59 51 45   -29 40 -47 43
LCZ26 53 -1 -39 -71 34 10 17 -14 -64 -32 -2 17 -33 -75 50 -9 -72 -82 -84 -41 76 87 42 -31 -44 81 20 61 -86 -86 -80 -54 -58 -29   -78 96 -30
HEZ26 -43 16 50 80 -40 -21 -24 24 64 38 2 -5 31 75 -51 22 67 81 82 29 -82 -87 -52 28 45 -71 1 -43 86 84 82 47 78 40 -78   -77 57
FCX26 34 11 -22 -80 19 -12 -5 -37 -79 -47 -25 -5 -53 -87 68 3 -83 -88 -90 -35 66 85 28 -23 -37 85 15 70 -90 -91 -85 -58 -61 -47 96 -77   -32
JOX26 -15 22 36 40 -37 -20 -25 7 43 20 -0 -4 22 45 -34 21 40 51 50 31 -56 -60 -37 -4 44 -39 -4 -30 52 57 61 55 42 43 -30 57 -32  
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