 |
| 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) - 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 |
|
|