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 90 trading days) - Oct 15, 2026

YMZ26 ESZ26 NQZ26 QRZ26 NKZ26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GVV26 GCZ26 PLF27 SIZ26 HGZ26 CLX26 CBZ26 HOX26 RBX26 NGX26 KCZ26 CCZ26 SBH27 W_Z26 C_Z26 S_X26 SMZ26 BOZ26 CTZ26 LCZ26 HEZ26 FCX26 JOX26

YMZ26 31 -25 79 -11 37 50 41 58 -3 52 68 35 64 -59 -35 41 26 20 16 -43 -49 -25 -44 -39 64 51 -14 13 -1 -22 -36 -3 54 -20 29 -35 -3

ESZ26 31 56 -16 -37 -63 -54 -49 -10 48 5 25 43 9 -5 59 44 46 24 73 44 49 60 53 -48 41 53 74 44 50 51 51 -7 54 -50 -58 -47 -32

NQZ26 -25 56 -27 -66 -35 -38 -33 -40 19 -44 -40 -15 -39 36 38 3 8 17 27 13 25 13 24 29 -27 -12 36 -19 -2 11 20 -35 -17 23 -57 33 8

QRZ26 79 -16 -27 -11 76 85 74 66 -32 48 50 8 61 -56 -71 24 7 22 -20 -76 -83 -67 -78 -2 32 8 -59 -22 -37 -60 -75 -3 17 15 57 1 22

NKZ26 -11 -37 -66 -11 1 -2 2 22 22 34 22 30 29 -25 -0 -1 7 -5 -8 27 16 21 15 -25 -2 4 -3 34 27 23 17 37 12 -27 29 -30 -6

USZ26 37 -63 -35 76 1 97 89 55 -47 30 17 -16 37 -39 -81 -1 -15 15 -52 -80 -88 -87 -91 46 -18 -36 -84 -48 -60 -77 -83 -6 -23 52 64 40 44

TYZ26 50 -54 -38 85 -2 97 92 59 -50 37 29 -14 41 -45 -87 2 -14 14 -46 -86 -92 -88 -94 33 -1 -28 -82 -48 -64 -82 -90 -2 -16 45 68 30 41

SFZ26 41 -49 -33 74 2 89 92 75 -29 54 43 6 50 -63 -72 21 9 37 -32 -71 -78 -79 -84 32 -10 -35 -73 -40 -52 -74 -82 7 -8 40 59 23 53

EUZ26 58 -10 -40 66 22 55 59 75 19 92 82 65 91 -98 -31 67 61 68 14 -24 -40 -27 -41 -20 13 1 -30 15 9 -24 -39 24 48 -16 33 -35 29

JYZ26 -3 48 19 -32 22 -47 -50 -29 19 31 27 61 28 -37 55 43 63 38 52 64 58 61 54 -36 -11 19 57 38 55 52 52 -1 37 -30 -53 -32 -3

CDZ26 52 5 -44 48 34 30 37 54 92 31 89 81 91 -95 -11 74 70 66 30 5 -11 4 -12 -39 21 15 -4 40 31 0 -15 45 63 -43 24 -58 7

BPZ26 68 25 -40 50 22 17 29 43 82 27 89 76 84 -88 -5 69 62 49 33 2 -10 10 -9 -58 55 43 7 45 34 7 -10 41 72 -52 19 -66 -4

ADZ26 35 43 -15 8 30 -16 -14 6 65 61 81 76 78 -76 43 83 89 70 64 47 34 49 35 -54 23 35 42 73 72 50 38 37 81 -67 -16 -75 -14

MPZ26 64 9 -39 61 29 37 41 50 91 28 91 84 78 -92 -14 72 68 64 28 -6 -23 -2 -19 -40 28 26 -9 41 34 3 -14 31 67 -40 26 -55 5

DXZ26 -59 -5 36 -56 -25 -39 -45 -63 -98 -37 -95 -88 -76 -92 18 -73 -70 -69 -26 9 23 10 26 32 -18 -11 14 -26 -21 11 25 -27 -56 27 -21 45 -22

GVV26 -35 59 38 -71 -0 -81 -87 -72 -31 55 -11 -5 43 -14 18 31 45 17 57 83 86 85 89 -34 4 32 87 65 81 88 91 5 40 -57 -71 -44 -35

GCZ26 41 44 3 24 -1 -1 2 21 67 43 74 69 83 72 -73 31 91 89 57 25 16 27 16 -32 21 20 35 45 51 25 14 12 73 -48 -28 -57 0

PLF27 26 46 8 7 7 -15 -14 9 61 63 70 62 89 68 -70 45 91 87 68 41 30 39 30 -38 7 16 39 53 61 38 30 17 69 -50 -32 -57 -2

SIZ26 20 24 17 22 -5 15 14 37 68 38 66 49 70 64 -69 17 89 87 47 12 3 4 -0 -2 -14 -16 11 20 29 4 -2 7 45 -17 -20 -27 25

HGZ26 16 73 27 -20 -8 -52 -46 -32 14 52 30 33 64 28 -26 57 57 68 47 50 49 57 52 -50 21 23 54 51 54 48 50 8 53 -57 -38 -60 -21

CLX26 -43 44 13 -76 27 -80 -86 -71 -24 64 5 2 47 -6 9 83 25 41 12 50 97 95 95 -39 -6 24 81 65 77 86 89 30 35 -60 -60 -49 -40

CBZ26 -49 49 25 -83 16 -88 -92 -78 -40 58 -11 -10 34 -23 23 86 16 30 3 49 97 94 97 -34 -5 23 86 57 70 83 89 22 27 -53 -67 -40 -41

HOX26 -25 60 13 -67 21 -87 -88 -79 -27 61 4 10 49 -2 10 85 27 39 4 57 95 94 96 -57 19 46 89 73 83 91 92 25 48 -72 -61 -62 -52

RBX26 -44 53 24 -78 15 -91 -94 -84 -41 54 -12 -9 35 -19 26 89 16 30 -0 52 95 97 96 -43 5 32 86 65 77 90 94 21 31 -62 -63 -49 -48

NGX26 -39 -48 29 -2 -25 46 33 32 -20 -36 -39 -58 -54 -40 32 -34 -32 -38 -2 -50 -39 -34 -57 -43 -70 -66 -42 -67 -60 -51 -40 -34 -64 79 5 83 50

KCZ26 64 41 -27 32 -2 -18 -1 -10 13 -11 21 55 23 28 -18 4 21 7 -14 21 -6 -5 19 5 -70 78 24 40 28 20 7 12 58 -54 9 -58 -39

CCZ26 51 53 -12 8 4 -36 -28 -35 1 19 15 43 35 26 -11 32 20 16 -16 23 24 23 46 32 -66 78 51 64 56 55 41 22 72 -61 -10 -59 -55

SBH27 -14 74 36 -59 -3 -84 -82 -73 -30 57 -4 7 42 -9 14 87 35 39 11 54 81 86 89 86 -42 24 51 62 74 82 82 7 51 -60 -74 -49 -43

W_Z26 13 44 -19 -22 34 -48 -48 -40 15 38 40 45 73 41 -26 65 45 53 20 51 65 57 73 65 -67 40 64 62 92 84 72 50 79 -88 -17 -83 -52

C_Z26 -1 50 -2 -37 27 -60 -64 -52 9 55 31 34 72 34 -21 81 51 61 29 54 77 70 83 77 -60 28 56 74 92 93 84 33 73 -83 -42 -77 -42

S_X26 -22 51 11 -60 23 -77 -82 -74 -24 52 0 7 50 3 11 88 25 38 4 48 86 83 91 90 -51 20 55 82 84 93 96 28 53 -72 -49 -59 -50

SMZ26 -36 51 20 -75 17 -83 -90 -82 -39 52 -15 -10 38 -14 25 91 14 30 -2 50 89 89 92 94 -40 7 41 82 72 84 96 16 38 -61 -60 -48 -45

BOZ26 -3 -7 -35 -3 37 -6 -2 7 24 -1 45 41 37 31 -27 5 12 17 7 8 30 22 25 21 -34 12 22 7 50 33 28 16 31 -47 39 -44 -26

CTZ26 54 54 -17 17 12 -23 -16 -8 48 37 63 72 81 67 -56 40 73 69 45 53 35 27 48 31 -64 58 72 51 79 73 53 38 31 -75 -16 -81 -36

LCZ26 -20 -50 23 15 -27 52 45 40 -16 -30 -43 -52 -67 -40 27 -57 -48 -50 -17 -57 -60 -53 -72 -62 79 -54 -61 -60 -88 -83 -72 -61 -47 -75 17 96 50

HEZ26 29 -58 -57 57 29 64 68 59 33 -53 24 19 -16 26 -21 -71 -28 -32 -20 -38 -60 -67 -61 -63 5 9 -10 -74 -17 -42 -49 -60 39 -16 17 10 11

FCX26 -35 -47 33 1 -30 40 30 23 -35 -32 -58 -66 -75 -55 45 -44 -57 -57 -27 -60 -49 -40 -62 -49 83 -58 -59 -49 -83 -77 -59 -48 -44 -81 96 10 42

JOX26 -3 -32 8 22 -6 44 41 53 29 -3 7 -4 -14 5 -22 -35 0 -2 25 -21 -40 -41 -52 -48 50 -39 -55 -43 -52 -42 -50 -45 -26 -36 50 11 42

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