MRCI Logo
MRCI's Inter-Market Futures Correlations

Correlation
Help
30 Day
Correlations
60 Day
Correlations
90 Day
Correlations
120 Day
Correlations
180 Day
Correlations
Note: Use
Next/Prev
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 90 trading days) - Aug 28, 2026
  YMU26 ESU26 NQU26 QRU26 NKU26 USZ26 TYZ26 SFU26 EUU26 JYU26 CDU26 BPU26 ADU26 MPU26 DXU26 GVU26 GCZ26 PLV26 SIZ26 HGZ26 CLV26 CBX26 HOV26 RBV26 NGV26 KCZ26 CCZ26 SBV26 W_Z26 C_Z26 S_X26 SMV26 BOV26 CTZ26 LCV26 HEV26 FCU26 JOX26
YMU26   79 39 92 -62 -53 -68 -85 -63 -49 -71 -3 -46 56 58 -63 -57 -68 -60 2 -44 -48 46 4 -70 71 86 42 8 -18 28 11 -24 17 -68 -73 -60 -76
ESU26 79   73 76 -60 -59 -64 -48 -25 -12 -34 20 -1 71 19 -29 -18 -25 -29 12 -5 -8 50 23 -52 45 65 57 18 2 32 27 10 36 -60 -56 -62 -47
NQU26 39 73   55 -62 -2 -21 -11 -20 -9 -34 -19 -10 25 19 -30 -15 -14 -2 16 -19 -22 -11 -20 12 -16 20 9 -27 -35 -14 -12 20 -10 -6 -51 -9 -12
QRU26 92 76 55   -70 -31 -50 -77 -63 -49 -73 -13 -48 48 59 -63 -57 -66 -53 4 -53 -55 28 -10 -53 57 79 32 -7 -29 16 -4 -21 6 -53 -74 -44 -65
NKU26 -62 -60 -62 -70   4 22 44 39 37 50 13 33 -31 -38 48 31 42 33 1 43 44 -5 24 14 -23 -44 -21 21 32 3 17 8 3 27 68 23 45
USZ26 -53 -59 -2 -31 4   90 52 19 9 12 -35 -6 -62 -12 9 15 21 31 -8 -39 -34 -88 -73 77 -63 -60 -63 -60 -39 -62 -59 -16 -53 74 18 74 48
TYZ26 -68 -64 -21 -50 22 90   72 50 39 46 -2 24 -52 -45 37 44 50 43 -8 -17 -9 -76 -56 70 -57 -69 -48 -44 -13 -54 -50 -16 -31 75 42 73 64
SFU26 -85 -48 -11 -77 44 52 72   85 75 83 31 70 -30 -83 75 78 87 67 -1 41 47 -46 -9 69 -68 -81 -22 -10 25 -28 -11 21 1 64 60 53 85
EUU26 -63 -25 -20 -63 39 19 50 85   87 95 68 92 17 -99 85 94 94 57 -6 59 66 -4 22 33 -36 -59 21 19 56 -1 10 12 42 29 47 18 72
JYU26 -49 -12 -9 -49 37 9 39 75 87   82 58 78 14 -90 70 78 82 50 1 45 52 -9 11 26 -35 -47 18 7 39 -14 -5 3 38 38 36 28 71
CDU26 -71 -34 -34 -73 50 12 46 83 95 82   65 90 7 -95 88 91 93 55 -6 71 78 4 35 30 -35 -61 19 29 62 6 18 24 41 27 62 17 68
BPU26 -3 20 -19 -13 13 -35 -2 31 68 58 65   75 60 -73 61 63 54 14 -12 53 59 53 56 -33 33 9 65 53 72 47 41 15 74 -33 20 -37 20
ADU26 -46 -1 -10 -48 33 -6 24 70 92 78 90 75   37 -93 87 92 91 50 -3 72 78 22 47 13 -20 -39 40 45 73 27 38 27 61 3 45 -9 55
MPU26 56 71 25 48 -31 -62 -52 -30 17 14 7 60 37   -21 11 22 8 -20 -3 26 27 72 53 -60 53 49 83 48 45 50 41 -7 71 -69 -42 -71 -33
DXU26 58 19 19 59 -38 -12 -45 -83 -99 -90 -95 -73 -93 -21   -84 -92 -93 -54 6 -60 -70 -1 -26 -27 31 54 -25 -22 -57 -2 -12 -14 -46 -26 -46 -14 -69
GVU26 -63 -29 -30 -63 48 9 37 75 85 70 88 61 87 11 -84   88 89 51 -15 61 68 3 38 24 -20 -43 28 48 78 30 40 14 55 17 62 10 60
GCZ26 -57 -18 -15 -57 31 15 44 78 94 78 91 63 92 22 -92 88   96 53 -9 58 66 0 26 33 -30 -53 32 27 63 8 18 8 50 21 46 11 62
PLV26 -68 -25 -14 -66 42 21 50 87 94 82 93 54 91 8 -93 89 96   62 -2 59 67 -10 22 40 -42 -61 15 23 57 2 16 17 41 34 58 22 72
SIZ26 -60 -29 -2 -53 33 31 43 67 57 50 55 14 50 -20 -54 51 53 62   51 32 36 -30 -2 46 -52 -53 -13 -0 15 -14 -0 20 4 44 44 37 59
HGZ26 2 12 16 4 1 -8 -8 -1 -6 1 -6 -12 -3 -3 6 -15 -9 -2 51   3 1 -1 -1 0 -12 -0 -9 -4 -17 -8 -2 14 -8 8 4 7 -3
CLV26 -44 -5 -19 -53 43 -39 -17 41 59 45 71 53 72 26 -60 61 58 59 32 3   99 52 80 -1 -18 -32 36 56 66 40 54 61 45 -19 45 -29 31
CBX26 -48 -8 -22 -55 44 -34 -9 47 66 52 78 59 78 27 -70 68 66 67 36 1 99   49 79 1 -17 -33 39 57 71 40 51 56 51 -15 49 -25 36
HOV26 46 50 -11 28 -5 -88 -76 -46 -4 -9 4 53 22 72 -1 3 0 -10 -30 -1 52 49   87 -78 66 57 75 71 57 75 67 26 66 -84 -11 -85 -47
RBV26 4 23 -20 -10 24 -73 -56 -9 22 11 35 56 47 53 -26 38 26 22 -2 -1 80 79 87   -49 38 25 66 83 75 77 76 46 68 -61 24 -64 -14
NGV26 -70 -52 12 -53 14 77 70 69 33 26 30 -33 13 -60 -27 24 33 40 46 0 -1 1 -78 -49   -85 -77 -52 -50 -25 -56 -43 11 -45 77 24 72 63
KCZ26 71 45 -16 57 -23 -63 -57 -68 -36 -35 -35 33 -20 53 31 -20 -30 -42 -52 -12 -18 -17 66 38 -85   85 58 47 30 62 40 -27 50 -70 -24 -61 -61
CCZ26 86 65 20 79 -44 -60 -69 -81 -59 -47 -61 9 -39 49 54 -43 -53 -61 -53 -0 -32 -33 57 25 -77 85   51 32 6 55 34 -13 38 -70 -46 -60 -72
SBV26 42 57 9 32 -21 -63 -48 -22 21 18 19 65 40 83 -25 28 32 15 -13 -9 36 39 75 66 -52 58 51   61 65 65 50 -1 84 -63 -25 -63 -20
W_Z26 8 18 -27 -7 21 -60 -44 -10 19 7 29 53 45 48 -22 48 27 23 -0 -4 56 57 71 83 -50 47 32 61   86 88 88 23 75 -58 28 -57 -17
C_Z26 -18 2 -35 -29 32 -39 -13 25 56 39 62 72 73 45 -57 78 63 57 15 -17 66 71 57 75 -25 30 6 65 86   78 77 19 83 -38 40 -41 16
S_X26 28 32 -14 16 3 -62 -54 -28 -1 -14 6 47 27 50 -2 30 8 2 -14 -8 40 40 75 77 -56 62 55 65 88 78   91 29 72 -71 11 -69 -32
SMV26 11 27 -12 -4 17 -59 -50 -11 10 -5 18 41 38 41 -12 40 18 16 -0 -2 54 51 67 76 -43 40 34 50 88 77 91   38 63 -62 26 -66 -20
BOV26 -24 10 20 -21 8 -16 -16 21 12 3 24 15 27 -7 -14 14 8 17 20 14 61 56 26 46 11 -27 -13 -1 23 19 29 38   2 -13 28 -19 11
CTZ26 17 36 -10 6 3 -53 -31 1 42 38 41 74 61 71 -46 55 50 41 4 -8 45 51 66 68 -45 50 38 84 75 83 72 63 2   -47 10 -49 -4
LCV26 -68 -60 -6 -53 27 74 75 64 29 38 27 -33 3 -69 -26 17 21 34 44 8 -19 -15 -84 -61 77 -70 -70 -63 -58 -38 -71 -62 -13 -47   35 97 64
HEV26 -73 -56 -51 -74 68 18 42 60 47 36 62 20 45 -42 -46 62 46 58 44 4 45 49 -11 24 24 -24 -46 -25 28 40 11 26 28 10 35   32 49
FCU26 -60 -62 -9 -44 23 74 73 53 18 28 17 -37 -9 -71 -14 10 11 22 37 7 -29 -25 -85 -64 72 -61 -60 -63 -57 -41 -69 -66 -19 -49 97 32   55
JOX26 -76 -47 -12 -65 45 48 64 85 72 71 68 20 55 -33 -69 60 62 72 59 -3 31 36 -47 -14 63 -61 -72 -20 -17 16 -32 -20 11 -4 64 49 55  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.