 |
| MRCI's Inter-Market Futures 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 |
|
|