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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) - Sep 11, 2026
  YMU26 ESU26 NQU26 QRU26 NKZ26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GVU26 GCZ26 PLV26 SIZ26 HGZ26 CLV26 CBX26 HOV26 RBV26 NGV26 KCZ26 CCZ26 SBV26 W_Z26 C_Z26 S_X26 SMV26 BOV26 CTZ26 LCV26 HEV26 FCV26 JOX26
YMU26   82 64 81 -69 60 72 14 -23 -38 -35 -15 -37 -24 32 -39 9 -8 4 -4 -74 -71 -67 -68 -28 37 4 -34 -43 -46 -58 -58 -42 -21 27 -12 20 15
ESU26 82   95 73 -67 30 41 -17 -8 -21 4 1 -3 21 11 -19 33 20 37 6 -32 -27 -20 -24 -11 17 22 12 -16 -16 -24 -31 -0 4 -3 -23 1 -19
NQU26 64 95   65 -62 12 26 -29 -8 -9 11 2 5 28 7 -18 31 25 39 11 -16 -11 -5 -9 -14 5 20 20 -12 -11 -15 -24 14 5 -4 -22 3 -30
QRU26 81 73 65   -75 52 85 28 -13 -52 -18 6 -44 -20 24 -55 17 -8 12 -4 -72 -67 -63 -63 -42 60 -22 -35 -55 -56 -70 -77 -32 -26 26 -33 17 7
NKZ26 -69 -67 -62 -75   -50 -64 -24 -3 53 8 -17 22 3 -14 30 -30 -10 -27 12 55 50 45 42 27 -50 -8 15 30 32 44 51 15 -5 -8 46 -1 13
USZ26 60 30 12 52 -50   80 63 19 -44 -15 18 -13 -15 -2 -2 22 11 15 -27 -67 -65 -63 -57 -5 50 2 -27 -11 -15 -32 -31 -44 7 -5 -24 -19 25
TYZ26 72 41 26 85 -64 80   57 -8 -64 -34 5 -53 -41 27 -50 6 -20 -4 -17 -89 -86 -83 -81 -41 73 -25 -54 -52 -57 -74 -77 -49 -26 28 -27 11 25
SFZ26 14 -17 -29 28 -24 63 57   54 -30 14 53 -7 -11 -41 4 26 18 15 -25 -39 -38 -42 -36 -19 61 -15 -25 -18 -15 -26 -30 -31 7 4 -33 -11 42
EUZ26 -23 -8 -8 -13 -3 19 -8 54   3 83 93 73 73 -92 73 79 80 75 -31 40 44 41 47 29 29 27 63 48 63 52 41 21 68 -68 -58 -68 8
JYZ26 -38 -21 -9 -52 53 -44 -64 -30 3   15 -18 32 17 -39 24 -23 14 -14 12 55 52 41 40 4 -73 -12 17 7 18 39 45 4 -22 12 29 29 15
CDZ26 -35 4 11 -18 8 -15 -34 14 83 15   80 82 91 -83 71 79 79 82 -15 68 72 72 76 46 1 28 83 57 70 67 53 51 65 -73 -42 -65 -24
BPZ26 -15 1 2 6 -17 18 5 53 93 -18 80   60 69 -80 58 87 78 82 -37 29 35 32 40 20 49 16 56 34 50 33 20 16 64 -63 -69 -64 -4
ADZ26 -37 -3 5 -44 22 -13 -53 -7 73 32 82 60   90 -75 93 67 83 74 -11 74 76 76 82 66 -28 47 88 82 92 89 84 42 74 -83 -23 -71 -19
MPZ26 -24 21 28 -20 3 -15 -41 -11 73 17 91 69 90   -73 78 81 85 87 -13 71 76 78 80 56 -9 42 94 68 82 76 65 51 74 -83 -40 -73 -34
DXZ26 32 11 7 24 -14 -2 27 -41 -92 -39 -83 -80 -75 -73   -71 -66 -79 -65 24 -55 -57 -50 -56 -24 -2 -14 -61 -40 -59 -56 -48 -19 -49 54 44 47 -12
GVU26 -39 -19 -18 -55 30 -2 -50 4 73 24 71 58 93 78 -71   62 75 65 -20 66 67 65 72 68 -23 53 79 85 94 88 86 33 78 -84 -22 -76 -8
GCZ26 9 33 31 17 -30 22 6 26 79 -23 79 87 67 81 -66 62   85 97 -28 29 36 37 43 34 39 28 70 43 56 38 26 19 71 -72 -68 -71 -27
PLV26 -8 20 25 -8 -10 11 -20 18 80 14 79 78 83 85 -79 75 85   90 -17 47 52 49 55 32 8 35 73 52 66 57 49 27 68 -69 -47 -61 -12
SIZ26 4 37 39 12 -27 15 -4 15 75 -14 82 82 74 87 -65 65 97 90   -20 38 44 46 51 39 25 34 77 49 61 46 33 32 73 -73 -59 -68 -33
HGZ26 -4 6 11 -4 12 -27 -17 -25 -31 12 -15 -37 -11 -13 24 -20 -28 -17 -20   5 4 5 2 1 -32 10 -4 0 -13 -1 1 17 -12 25 29 31 -15
CLV26 -74 -32 -16 -72 55 -67 -89 -39 40 55 68 29 74 71 -55 66 29 47 38 5   100 97 96 52 -53 24 78 63 74 85 81 59 44 -53 1 -37 -31
CBX26 -71 -27 -11 -67 50 -65 -86 -38 44 52 72 35 76 76 -57 67 36 52 44 4 100   98 97 52 -48 25 82 63 75 84 79 61 48 -56 -5 -41 -33
HOV26 -67 -20 -5 -63 45 -63 -83 -42 41 41 72 32 76 78 -50 65 37 49 46 5 97 98   97 55 -46 33 85 68 77 86 79 70 53 -61 -4 -47 -41
RBV26 -68 -24 -9 -63 42 -57 -81 -36 47 40 76 40 82 80 -56 72 43 55 51 2 96 97 97   63 -43 33 86 73 82 89 83 64 57 -67 -8 -53 -40
NGV26 -28 -11 -14 -42 27 -5 -41 -19 29 4 46 20 66 56 -24 68 34 32 39 1 52 52 55 63   -30 47 63 77 75 72 71 34 59 -66 18 -62 -30
KCZ26 37 17 5 60 -50 50 73 61 29 -73 1 49 -28 -9 -2 -23 39 8 25 -32 -53 -48 -46 -43 -30   -13 -19 -33 -28 -50 -59 -24 9 -3 -53 -19 14
CCZ26 4 22 20 -22 -8 2 -25 -15 27 -12 28 16 47 42 -14 53 28 35 34 10 24 25 33 33 47 -13   53 69 60 57 53 61 74 -56 -1 -55 -14
SBV26 -34 12 20 -35 15 -27 -54 -25 63 17 83 56 88 94 -61 79 70 73 77 -4 78 82 85 86 63 -19 53   77 86 83 73 62 80 -84 -30 -72 -43
W_Z26 -43 -16 -12 -55 30 -11 -52 -18 48 7 57 34 82 68 -40 85 43 52 49 0 63 63 68 73 77 -33 69 77   95 91 89 59 83 -85 -5 -80 -31
C_Z26 -46 -16 -11 -56 32 -15 -57 -15 63 18 70 50 92 82 -59 94 56 66 61 -13 74 75 77 82 75 -28 60 86 95   95 91 52 82 -91 -17 -83 -22
S_X26 -58 -24 -15 -70 44 -32 -74 -26 52 39 67 33 89 76 -56 88 38 57 46 -1 85 84 86 89 72 -50 57 83 91 95   97 61 70 -78 0 -67 -22
SMV26 -58 -31 -24 -77 51 -31 -77 -30 41 45 53 20 84 65 -48 86 26 49 33 1 81 79 79 83 71 -59 53 73 89 91 97   49 62 -70 9 -59 -16
BOV26 -42 -0 14 -32 15 -44 -49 -31 21 4 51 16 42 51 -19 33 19 27 32 17 59 61 70 64 34 -24 61 62 59 52 61 49   54 -45 5 -41 -42
CTZ26 -21 4 5 -26 -5 7 -26 7 68 -22 65 64 74 74 -49 78 71 68 73 -12 44 48 53 57 59 9 74 80 83 82 70 62 54   -86 -36 -85 -36
LCV26 27 -3 -4 26 -8 -5 28 4 -68 12 -73 -63 -83 -83 54 -84 -72 -69 -73 25 -53 -56 -61 -67 -66 -3 -56 -84 -85 -91 -78 -70 -45 -86   40 97 25
HEV26 -12 -23 -22 -33 46 -24 -27 -33 -58 29 -42 -69 -23 -40 44 -22 -68 -47 -59 29 1 -5 -4 -8 18 -53 -1 -30 -5 -17 0 9 5 -36 40   41 0
FCV26 20 1 3 17 -1 -19 11 -11 -68 29 -65 -64 -71 -73 47 -76 -71 -61 -68 31 -37 -41 -47 -53 -62 -19 -55 -72 -80 -83 -67 -59 -41 -85 97 41   17
JOX26 15 -19 -30 7 13 25 25 42 8 15 -24 -4 -19 -34 -12 -8 -27 -12 -33 -15 -31 -33 -41 -40 -30 14 -14 -43 -31 -22 -22 -16 -42 -36 25 0 17  
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