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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 90 trading days) - Jul 16, 2026
  YMU26 ESU26 NQU26 QRU26 NKU26 USU26 TYU26 SFU26 EUU26 JYU26 CDU26 BPU26 ADU26 MPU26 DXU26 GVN26 GCQ26 PLV26 SIU26 HGU26 CLQ26 CBU26 HOQ26 RBQ26 NGQ26 KCU26 CCU26 SBV26 W_U26 C_U26 S_X26 SMV26 BOV26 CTZ26 LCQ26 HEQ26 FCQ26 JOU26
YMU26   93 92 97 -70 -34 -65 -60 -42 -70 -64 12 5 77 42 -42 -72 -68 -56 77 -33 -35 29 41 -58 15 80 -53 -11 -71 30 -17 60 51 32 -85 15 -69
ESU26 93   99 95 -54 -49 -69 -38 -19 -49 -43 29 32 87 19 -14 -58 -47 -33 90 -0 -1 46 61 -61 -6 67 -45 9 -50 45 5 77 68 41 -79 12 -59
NQU26 92 99   95 -58 -48 -73 -43 -26 -52 -49 19 26 83 25 -21 -63 -52 -37 89 -2 -3 42 58 -55 -12 66 -42 4 -55 38 -2 78 63 42 -83 11 -61
QRU26 97 95 95   -64 -35 -65 -53 -31 -62 -58 19 14 82 32 -30 -72 -63 -51 79 -23 -25 35 50 -64 6 75 -50 -7 -65 33 -16 66 62 45 -85 26 -64
NKU26 -70 -54 -58 -64   13 48 73 68 79 78 30 39 -29 -69 72 71 76 69 -39 54 57 1 1 20 -24 -66 33 36 77 0 33 -32 -2 5 72 10 67
USU26 -34 -49 -48 -35 13   87 28 18 25 22 -11 -8 -32 -16 -2 50 36 31 -37 -44 -42 -80 -77 49 -2 -39 -27 -47 1 -58 -39 -67 -54 -17 44 8 39
TYU26 -65 -69 -73 -65 48 87   60 47 57 59 9 12 -46 -46 33 79 68 58 -54 -14 -10 -64 -67 52 1 -60 -3 -17 42 -40 -6 -74 -50 -29 77 -3 63
SFU26 -60 -38 -43 -53 73 28 60   89 92 96 57 72 -9 -93 83 88 94 92 -15 57 61 -11 -10 33 -37 -72 18 30 78 5 47 -22 -3 -6 70 -13 68
EUU26 -42 -19 -26 -31 68 18 47 89   82 84 74 78 19 -99 85 69 82 79 1 59 61 11 10 -5 -37 -62 3 28 66 13 45 -6 26 26 51 19 62
JYU26 -70 -49 -52 -62 79 25 57 92 82   91 44 58 -23 -85 80 82 88 85 -31 58 63 -10 -7 33 -37 -72 37 32 82 2 37 -23 -3 -0 73 -3 74
CDU26 -64 -43 -49 -58 78 22 59 96 84 91   55 69 -18 -89 84 87 92 87 -24 64 68 -1 -2 31 -32 -72 23 41 85 9 47 -20 -3 -12 75 -16 65
BPU26 12 29 19 19 30 -11 9 57 74 44 55   82 55 -77 65 28 42 41 35 42 46 41 42 -41 -1 -5 -10 38 40 46 51 29 55 18 12 9 17
ADU26 5 32 26 14 39 -8 12 72 78 58 69 82   55 -82 79 47 62 68 48 64 65 32 43 -20 -40 -24 -16 44 47 40 53 34 54 29 16 2 27
MPU26 77 87 83 82 -29 -32 -46 -9 19 -23 -18 55 55   -17 12 -36 -20 -9 88 11 8 44 56 -69 -17 43 -54 8 -36 37 13 62 74 57 -62 32 -33
DXU26 42 19 25 32 -69 -16 -46 -93 -99 -85 -89 -77 -82 -17   -88 -73 -85 -82 -1 -62 -69 -12 -13 0 36 61 -7 -34 -71 -17 -48 4 -25 -19 -54 -10 -61
GVN26 -42 -14 -21 -30 72 -2 33 83 85 80 84 65 79 12 -88   67 80 78 -1 69 72 25 33 -7 -22 -46 22 60 83 39 58 1 40 21 57 11 55
GCQ26 -72 -58 -63 -72 71 50 79 88 69 82 87 28 47 -36 -73 67   96 92 -32 36 35 -32 -35 50 -25 -72 14 20 72 -9 35 -46 -27 -22 85 -17 77
PLV26 -68 -47 -52 -63 76 36 68 94 82 88 92 42 62 -20 -85 80 96   97 -19 51 51 -15 -17 35 -32 -71 17 31 79 4 47 -32 -7 -8 80 -10 75
SIU26 -56 -33 -37 -51 69 31 58 92 79 85 87 41 68 -9 -82 78 92 97   -2 53 52 -16 -12 34 -41 -65 13 32 72 8 46 -20 -1 -3 69 -13 72
HGU26 77 90 89 79 -39 -37 -54 -15 1 -31 -24 35 48 88 -1 -1 -32 -19 -2   13 10 38 50 -50 -26 45 -49 12 -40 37 16 70 61 37 -63 2 -38
CLQ26 -33 -0 -2 -23 54 -44 -14 57 59 58 64 42 64 11 -62 69 36 51 53 13   99 60 58 -9 -55 -46 34 59 64 33 53 43 37 21 25 -8 34
CBU26 -35 -1 -3 -25 57 -42 -10 61 61 63 68 46 65 8 -69 72 35 51 52 10 99   62 61 -13 -49 -43 37 63 68 37 55 42 41 20 28 -7 33
HOQ26 29 46 42 35 1 -80 -64 -11 11 -10 -1 41 32 44 -12 25 -32 -15 -16 38 60 62   90 -68 -1 29 18 58 16 66 45 75 72 27 -24 8 -23
RBQ26 41 61 58 50 1 -77 -67 -10 10 -7 -2 42 43 56 -13 33 -35 -17 -12 50 58 61 90   -66 -6 37 13 63 15 69 37 77 85 45 -32 20 -25
NGQ26 -58 -61 -55 -64 20 49 52 33 -5 33 31 -41 -20 -69 0 -7 50 35 34 -50 -9 -13 -68 -66   -18 -47 24 -26 22 -44 -10 -54 -75 -50 46 -44 33
KCU26 15 -6 -12 6 -24 -2 1 -37 -37 -37 -32 -1 -40 -17 36 -22 -25 -32 -41 -26 -55 -49 -1 -6 -18   55 18 11 -4 27 6 -28 -2 -35 6 -3 -27
CCU26 80 67 66 75 -66 -39 -60 -72 -62 -72 -72 -5 -24 43 61 -46 -72 -71 -65 45 -46 -43 29 37 -47 55   -15 2 -54 44 -5 41 40 3 -63 4 -69
SBV26 -53 -45 -42 -50 33 -27 -3 18 3 37 23 -10 -16 -54 -7 22 14 17 13 -49 34 37 18 13 24 18 -15   39 57 23 29 -6 -8 -25 41 -21 28
W_U26 -11 9 4 -7 36 -47 -17 30 28 32 41 38 44 8 -34 60 20 31 32 12 59 63 58 63 -26 11 2 39   66 72 68 30 47 3 29 -8 6
C_U26 -71 -50 -55 -65 77 1 42 78 66 82 85 40 47 -36 -71 83 72 79 72 -40 64 68 16 15 22 -4 -54 57 66   36 61 -17 8 -13 80 -12 61
S_X26 30 45 38 33 0 -58 -40 5 13 2 9 46 40 37 -17 39 -9 4 8 37 33 37 66 69 -44 27 44 23 72 36   68 57 68 11 -6 -2 -15
SMV26 -17 5 -2 -16 33 -39 -6 47 45 37 47 51 53 13 -48 58 35 47 46 16 53 55 45 37 -10 6 -5 29 68 61 68   18 30 -14 31 -28 13
BOV26 60 77 78 66 -32 -67 -74 -22 -6 -23 -20 29 34 62 4 1 -46 -32 -20 70 43 42 75 77 -54 -28 41 -6 30 -17 57 18   67 36 -59 -0 -39
CTZ26 51 68 63 62 -2 -54 -50 -3 26 -3 -3 55 54 74 -25 40 -27 -7 -1 61 37 41 72 85 -75 -2 40 -8 47 8 68 30 67   64 -33 44 -19
LCQ26 32 41 42 45 5 -17 -29 -6 26 -0 -12 18 29 57 -19 21 -22 -8 -3 37 21 20 27 45 -50 -35 3 -25 3 -13 11 -14 36 64   -34 86 4
HEQ26 -85 -79 -83 -85 72 44 77 70 51 73 75 12 16 -62 -54 57 85 80 69 -63 25 28 -24 -32 46 6 -63 41 29 80 -6 31 -59 -33 -34   -13 72
FCQ26 15 12 11 26 10 8 -3 -13 19 -3 -16 9 2 32 -10 11 -17 -10 -13 2 -8 -7 8 20 -44 -3 4 -21 -8 -12 -2 -28 -0 44 86 -13   12
JOU26 -69 -59 -61 -64 67 39 63 68 62 74 65 17 27 -33 -61 55 77 75 72 -38 34 33 -23 -25 33 -27 -69 28 6 61 -15 13 -39 -19 4 72 12  
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