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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) - Jul 28, 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   48 -4 35 -24 -11 4 -14 -22 -20 -39 29 -34 -21 15 -12 -29 -35 -38 -38 -43 -40 3 -8 -20 66 62 65 0 12 17 13 -22 25 -17 12 -13 -2
ESU26 48   55 12 -47 -13 -1 42 47 25 27 62 37 41 -53 40 30 27 26 33 -15 -11 -3 -8 -8 27 19 33 2 -3 -6 2 1 29 -3 -19 -9 14
NQU26 -4 55   54 -76 64 62 75 57 76 -2 -8 8 23 -53 -15 56 45 64 12 -57 -56 -75 -73 70 -51 -37 -25 -67 -75 -77 -73 -56 -37 74 -83 70 57
QRU26 35 12 54   -54 66 66 14 -17 23 -64 -41 -60 -39 20 -65 -16 -28 -8 -51 -77 -77 -63 -63 55 -15 5 -0 -61 -64 -56 -60 -71 -50 50 -48 60 41
NKU26 -24 -47 -76 -54   -51 -53 -54 -34 -62 21 3 16 -4 33 23 -33 -28 -36 6 61 59 62 66 -55 30 9 9 57 61 60 58 49 21 -59 72 -58 -37
USU26 -11 -13 64 66 -51   96 57 30 69 -30 -54 -31 -10 -21 -62 30 25 41 -30 -77 -79 -92 -89 85 -68 -50 -45 -86 -91 -90 -92 -82 -78 90 -82 91 48
TYU26 4 -1 62 66 -53 96   64 37 70 -22 -33 -27 -5 -31 -58 26 24 35 -31 -79 -81 -86 -86 77 -57 -39 -30 -82 -87 -85 -86 -76 -79 82 -79 83 45
SFU26 -14 42 75 14 -54 57 64   91 92 40 23 39 51 -90 9 76 74 79 30 -40 -40 -65 -62 61 -57 -55 -25 -57 -64 -71 -64 -37 -47 66 -76 56 54
EUU26 -22 47 57 -17 -34 30 37 91   77 68 41 69 77 -98 38 81 84 82 59 -7 -8 -36 -33 34 -48 -59 -24 -31 -37 -48 -36 -8 -29 41 -53 26 39
JYU26 -20 25 76 23 -62 69 70 92 77   22 -1 21 35 -74 -7 70 69 77 15 -51 -52 -78 -76 70 -69 -59 -45 -69 -77 -83 -78 -49 -53 79 -88 72 51
CDU26 -39 27 -2 -64 21 -30 -22 40 68 22   63 88 77 -72 71 40 58 38 76 60 61 36 40 -30 -17 -36 -19 39 25 13 27 60 7 -26 10 -39 -17
BPU26 29 62 -8 -41 3 -54 -33 23 41 -1 63   55 47 -54 63 7 15 -3 37 34 39 48 45 -49 46 34 50 48 42 40 46 58 38 -51 28 -53 -19
ADU26 -34 37 8 -60 16 -31 -27 39 69 21 88 55   90 -70 84 59 71 55 91 54 54 28 34 -23 -14 -40 -22 37 29 15 28 46 21 -19 10 -34 -6
MPU26 -21 41 23 -39 -4 -10 -5 51 77 35 77 47 90   -77 67 65 73 64 88 33 32 8 13 -9 -21 -48 -16 14 11 -2 12 24 2 -1 -8 -18 15
DXU26 15 -53 -53 20 33 -21 -31 -90 -98 -74 -72 -54 -70 -77   -44 -75 -80 -75 -58 3 15 28 25 -25 38 48 16 22 29 39 28 -1 22 -31 47 -18 -32
GVN26 -12 40 -15 -65 23 -62 -58 9 38 -7 71 63 84 67 -44   39 49 28 78 64 66 52 56 -49 21 -5 3 61 56 47 57 65 52 -47 34 -57 -25
GCQ26 -29 30 56 -16 -33 30 26 76 81 70 40 7 59 65 -75 39   92 97 61 -12 -15 -48 -42 48 -51 -64 -34 -35 -31 -44 -36 -25 -14 53 -56 35 49
PLV26 -35 27 45 -28 -28 25 24 74 84 69 58 15 71 73 -80 49 92   91 71 1 -1 -36 -31 33 -54 -68 -49 -21 -25 -40 -29 -10 -11 45 -52 26 24
SIU26 -38 26 64 -8 -36 41 35 79 82 77 38 -3 55 64 -75 28 97 91   58 -16 -20 -57 -50 56 -63 -75 -46 -46 -45 -58 -49 -33 -27 64 -65 46 55
HGU26 -38 33 12 -51 6 -30 -31 30 59 15 76 37 91 88 -58 78 61 71 58   54 54 25 31 -22 -17 -44 -23 34 27 13 28 41 24 -15 6 -32 -2
CLU26 -43 -15 -57 -77 61 -77 -79 -40 -7 -51 60 34 54 33 3 64 -12 1 -16 54   99 84 89 -66 19 1 1 82 77 71 78 89 45 -73 69 -77 -45
CBV26 -40 -11 -56 -77 59 -79 -81 -40 -8 -52 61 39 54 32 15 66 -15 -1 -20 54 99   86 91 -69 23 7 3 85 78 73 79 92 49 -76 69 -79 -49
HOU26 3 -3 -75 -63 62 -92 -86 -65 -36 -78 36 48 28 8 28 52 -48 -36 -57 25 84 86   98 -91 64 48 39 93 91 91 93 89 64 -96 90 -94 -64
RBU26 -8 -8 -73 -63 66 -89 -86 -62 -33 -76 40 45 34 13 25 56 -42 -31 -50 31 89 91 98   -85 55 37 31 94 91 90 92 90 59 -94 90 -92 -56
NGU26 -20 -8 70 55 -55 85 77 61 34 70 -30 -49 -23 -9 -25 -49 48 33 56 -22 -66 -69 -91 -85   -73 -50 -39 -83 -80 -80 -84 -75 -63 91 -84 92 67
KCU26 66 27 -51 -15 30 -68 -57 -57 -48 -69 -17 46 -14 -21 38 21 -51 -54 -63 -17 19 23 64 55 -73   86 78 58 67 74 69 38 65 -72 66 -66 -41
CCU26 62 19 -37 5 9 -50 -39 -55 -59 -59 -36 34 -40 -48 48 -5 -64 -68 -75 -44 1 7 48 37 -50 86   75 40 48 61 51 31 57 -55 47 -40 -48
SBV26 65 33 -25 -0 9 -45 -30 -25 -24 -45 -19 50 -22 -16 16 3 -34 -49 -46 -23 1 3 39 31 -39 78 75   28 42 52 45 21 39 -50 40 -42 1
W_U26 0 2 -67 -61 57 -86 -82 -57 -31 -69 39 48 37 14 22 61 -35 -21 -46 34 82 85 93 94 -83 58 40 28   92 89 93 86 67 -91 84 -88 -62
C_U26 12 -3 -75 -64 61 -91 -87 -64 -37 -77 25 42 29 11 29 56 -31 -25 -45 27 77 78 91 91 -80 67 48 42 92   97 97 79 74 -88 86 -88 -54
S_X26 17 -6 -77 -56 60 -90 -85 -71 -48 -83 13 40 15 -2 39 47 -44 -40 -58 13 71 73 91 90 -80 74 61 52 89 97   97 78 71 -90 88 -84 -57
SMV26 13 2 -73 -60 58 -92 -86 -64 -36 -78 27 46 28 12 28 57 -36 -29 -49 28 78 79 93 92 -84 69 51 45 93 97 97   82 69 -92 87 -90 -57
BOV26 -22 1 -56 -71 49 -82 -76 -37 -8 -49 60 58 46 24 -1 65 -25 -10 -33 41 89 92 89 90 -75 38 31 21 86 79 78 82   52 -81 67 -79 -60
CTZ26 25 29 -37 -50 21 -78 -79 -47 -29 -53 7 38 21 2 22 52 -14 -11 -27 24 45 49 64 59 -63 65 57 39 67 74 71 69 52   -60 54 -62 -52
LCQ26 -17 -3 74 50 -59 90 82 66 41 79 -26 -51 -19 -1 -31 -47 53 45 64 -15 -73 -76 -96 -94 91 -72 -55 -50 -91 -88 -90 -92 -81 -60   -92 96 55
HEQ26 12 -19 -83 -48 72 -82 -79 -76 -53 -88 10 28 10 -8 47 34 -56 -52 -65 6 69 69 90 90 -84 66 47 40 84 86 88 87 67 54 -92   -87 -52
FCQ26 -13 -9 70 60 -58 91 83 56 26 72 -39 -53 -34 -18 -18 -57 35 26 46 -32 -77 -79 -94 -92 92 -66 -40 -42 -88 -88 -84 -90 -79 -62 96 -87   51
JOU26 -2 14 57 41 -37 48 45 54 39 51 -17 -19 -6 15 -32 -25 49 24 55 -2 -45 -49 -64 -56 67 -41 -48 1 -62 -54 -57 -57 -60 -52 55 -52 51  
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