MRCI's Inter-Market Futures Correlations

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MRCI's Inter-Market Futures Correlations

Correlation
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Correlations 60 Day
Correlations 90 Day
Correlations 120 Day
Correlations 180 Day
Correlations

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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 60 trading days) - Sep 29, 2026

YMZ26 ESZ26 NQZ26 QRZ26 NKZ26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GVV26 GCZ26 PLV26 SIZ26 HGZ26 CLX26 CBZ26 HOV26 RBV26 NGX26 KCZ26 CCZ26 SBH27 W_Z26 C_Z26 S_X26 SMZ26 BOZ26 CTZ26 LCV26 HEV26 FCV26 JOX26

YMZ26 51 8 88 -35 48 66 66 63 -0 47 65 19 50 -58 -40 38 23 16 24 -55 -57 -47 -62 -32 67 46 -6 -20 -33 -54 -62 -18 37 10 11 -12 20

ESZ26 51 78 24 -53 -33 -20 -9 44 49 38 36 52 49 -50 35 65 68 27 72 17 19 27 18 -24 3 34 59 15 30 14 14 -30 52 -29 -60 -32 10

NQZ26 8 78 -5 -67 -36 -35 -28 -7 29 -13 -9 13 -1 -0 37 28 35 18 43 15 19 18 23 21 -20 18 41 -4 19 20 24 -25 12 -2 -55 11 11

QRZ26 88 24 -5 -35 70 87 80 49 -31 37 59 -5 34 -40 -65 20 -2 14 1 -72 -73 -66 -77 -21 80 32 -32 -35 -56 -73 -83 -1 16 23 36 2 12

NKZ26 -35 -53 -67 -35 -7 -15 -13 2 22 18 -2 17 13 -7 6 -15 -6 -23 -21 36 32 31 26 -19 -26 -17 2 31 22 29 25 27 -6 -19 21 -18 -9

USZ26 48 -33 -36 70 -7 94 83 14 -59 2 27 -34 1 -1 -67 -21 -40 -0 -46 -78 -81 -80 -79 11 59 20 -63 -35 -61 -64 -72 16 -17 42 65 28 2

TYZ26 66 -20 -35 87 -15 94 89 27 -57 14 41 -31 8 -14 -78 -13 -35 4 -35 -86 -88 -85 -89 -4 77 23 -61 -42 -70 -79 -88 11 -9 40 64 21 6

SFZ26 66 -9 -28 80 -13 83 89 55 -31 38 65 -5 29 -44 -55 10 -9 7 -25 -69 -71 -69 -76 -10 76 39 -38 -27 -50 -62 -75 10 15 29 45 11 20

EUZ26 63 44 -7 49 2 14 27 55 42 92 95 76 90 -98 13 77 70 20 37 6 4 13 -6 -54 46 53 48 34 27 2 -13 1 79 -41 -22 -56 14

JYZ26 -0 49 29 -31 22 -59 -57 -31 42 43 28 69 51 -59 55 45 67 -3 50 65 64 67 54 -36 -42 16 69 34 56 53 53 -20 38 -30 -63 -25 17

CDZ26 47 38 -13 37 18 2 14 38 92 43 89 83 93 -92 20 76 71 18 40 27 25 33 15 -60 28 42 55 51 39 18 1 25 77 -58 -15 -69 -9

BPZ26 65 36 -9 59 -2 27 41 65 95 28 89 64 82 -92 -1 68 57 15 23 -5 -6 1 -18 -52 55 53 34 26 13 -11 -27 12 69 -32 -9 -46 6

ADZ26 19 52 13 -5 17 -34 -31 -5 76 69 83 64 88 -81 66 83 91 21 61 61 60 67 54 -49 -11 35 84 75 78 61 50 7 82 -77 -49 -77 -2

MPZ26 50 49 -1 34 13 1 8 29 90 51 93 82 88 -90 27 82 79 19 49 31 28 38 21 -55 20 44 62 52 46 26 11 10 80 -55 -28 -67 -4

DXZ26 -58 -50 -0 -40 -7 -1 -14 -44 -98 -59 -92 -92 -81 -90 -20 -77 -75 -17 -43 -18 -15 -24 -4 57 -32 -50 -55 -35 -33 -10 3 2 -76 41 31 54 -15

GVV26 -40 35 37 -65 6 -67 -78 -55 13 55 20 -1 66 27 -20 52 68 17 48 78 80 78 83 -2 -53 6 80 70 92 89 89 -7 48 -69 -67 -52 2

GCZ26 38 65 28 20 -15 -21 -13 10 77 45 76 68 83 82 -77 52 91 37 59 37 37 44 33 -34 21 37 78 48 59 35 25 -12 83 -65 -58 -68 4

PLV26 23 68 35 -2 -6 -40 -35 -9 70 67 71 57 91 79 -75 68 91 32 72 56 56 62 51 -41 -6 31 85 57 71 53 46 -12 79 -68 -66 -68 6

SIZ26 16 27 18 14 -23 -0 4 7 20 -3 18 15 21 19 -17 17 37 32 31 0 1 5 6 -2 18 13 21 13 15 8 5 -8 26 -24 -22 -29 10

HGZ26 24 72 43 1 -21 -46 -35 -25 37 50 40 23 61 49 -43 48 59 72 31 34 35 43 39 -41 -13 -2 52 34 43 29 33 -28 47 -51 -46 -57 6

CLX26 -55 17 15 -72 36 -78 -86 -69 6 65 27 -5 61 31 -18 78 37 56 0 34 100 98 96 -15 -68 -9 76 67 84 88 88 18 33 -62 -57 -45 -20

CBZ26 -57 19 19 -73 32 -81 -88 -71 4 64 25 -6 60 28 -15 80 37 56 1 35 100 97 97 -13 -68 -9 78 66 84 89 88 17 33 -62 -59 -44 -19

HOV26 -47 27 18 -66 31 -80 -85 -69 13 67 33 1 67 38 -24 78 44 62 5 43 98 97 95 -27 -63 -7 81 68 86 86 86 12 39 -67 -62 -54 -21

RBV26 -62 18 23 -77 26 -79 -89 -76 -6 54 15 -18 54 21 -4 83 33 51 6 39 96 97 95 -6 -72 -19 72 66 84 90 92 11 26 -62 -58 -45 -21

NGX26 -32 -24 21 -21 -19 11 -4 -10 -54 -36 -60 -52 -49 -55 57 -2 -34 -41 -2 -41 -15 -13 -27 -6 -22 -4 -22 -23 -14 2 6 -6 -35 37 11 54 13

KCZ26 67 3 -20 80 -26 59 77 76 46 -42 28 55 -11 20 -32 -53 21 -6 18 -13 -68 -68 -63 -72 -22 30 -28 -35 -48 -68 -77 -8 19 15 28 -4 17

CCZ26 46 34 18 32 -17 20 23 39 53 16 42 53 35 44 -50 6 37 31 13 -2 -9 -9 -7 -19 -4 30 33 26 17 6 -7 24 63 -14 -6 -14 6

SBH27 -6 59 41 -32 2 -63 -61 -38 48 69 55 34 84 62 -55 80 78 85 21 52 76 78 81 72 -22 -28 33 68 86 76 68 1 74 -72 -72 -61 -5

W_Z26 -20 15 -4 -35 31 -35 -42 -27 34 34 51 26 75 52 -35 70 48 57 13 34 67 66 68 66 -23 -35 26 68 87 80 70 44 66 -86 -22 -76 -25

C_Z26 -33 30 19 -56 22 -61 -70 -50 27 56 39 13 78 46 -33 92 59 71 15 43 84 84 86 84 -14 -48 17 86 87 94 89 13 62 -82 -58 -67 -8

S_X26 -54 14 20 -73 29 -64 -79 -62 2 53 18 -11 61 26 -10 89 35 53 8 29 88 89 86 90 2 -68 6 76 80 94 96 22 40 -68 -49 -47 -9

SMZ26 -62 14 24 -83 25 -72 -88 -75 -13 53 1 -27 50 11 3 89 25 46 5 33 88 88 86 92 6 -77 -7 68 70 89 96 5 26 -59 -55 -39 -9

BOZ26 -18 -30 -25 -1 27 16 11 10 1 -20 25 12 7 10 2 -7 -12 -12 -8 -28 18 17 12 11 -6 -8 24 1 44 13 22 5 13 -25 48 -15 -37

CTZ26 37 52 12 16 -6 -17 -9 15 79 38 77 69 82 80 -76 48 83 79 26 47 33 33 39 26 -35 19 63 74 66 62 40 26 13 -68 -38 -73 -6

LCV26 10 -29 -2 23 -19 42 40 29 -41 -30 -58 -32 -77 -55 41 -69 -65 -68 -24 -51 -62 -62 -67 -62 37 15 -14 -72 -86 -82 -68 -59 -25 -68 33 93 22

HEV26 11 -60 -55 36 21 65 64 45 -22 -63 -15 -9 -49 -28 31 -67 -58 -66 -22 -46 -57 -59 -62 -58 11 28 -6 -72 -22 -58 -49 -55 48 -38 33 27 -16

FCV26 -12 -32 11 2 -18 28 21 11 -56 -25 -69 -46 -77 -67 54 -52 -68 -68 -29 -57 -45 -44 -54 -45 54 -4 -14 -61 -76 -67 -47 -39 -15 -73 93 27 22

JOX26 20 10 11 12 -9 2 6 20 14 17 -9 6 -2 -4 -15 2 4 6 10 6 -20 -19 -21 -21 13 17 6 -5 -25 -8 -9 -9 -37 -6 22 -16 22

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