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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 120 trading days) - Sep 02, 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   94 85 97 -59 -60 -75 -74 -45 -57 -62 32 13 82 41 -40 -67 -68 -63 31 -5 -13 64 54 -82 53 87 17 31 -17 50 22 53 64 -45 -81 -44 -78
ESU26 94   95 96 -52 -57 -69 -53 -25 -41 -43 43 35 86 20 -19 -53 -49 -40 37 16 10 62 64 -74 34 75 14 34 -9 50 26 68 71 -34 -72 -37 -66
NQU26 85 95   92 -55 -37 -56 -42 -26 -40 -44 28 30 73 22 -22 -54 -47 -34 38 10 4 42 51 -55 11 61 -1 18 -24 33 10 71 57 -15 -71 -20 -57
QRU26 97 96 92   -57 -47 -64 -62 -38 -54 -57 32 19 80 34 -34 -66 -64 -56 33 -4 -11 54 53 -76 39 78 5 23 -23 42 13 60 63 -29 -79 -28 -70
NKU26 -59 -52 -55 -57   18 34 50 43 46 55 1 17 -38 -42 49 43 51 44 -10 31 35 -19 -6 30 -27 -51 -14 7 33 -9 12 -23 -19 26 70 24 52
USZ26 -60 -57 -37 -47 18   92 63 33 26 24 -35 -17 -61 -24 12 37 40 43 -19 -48 -42 -90 -80 75 -63 -71 -60 -67 -37 -69 -59 -44 -62 77 39 78 63
TYZ26 -75 -69 -56 -64 34 92   77 57 51 50 -15 -3 -61 -49 32 61 64 61 -23 -34 -25 -82 -74 72 -55 -80 -47 -58 -17 -66 -51 -55 -55 74 60 76 76
SFU26 -74 -53 -42 -62 50 63 77   82 78 84 14 42 -43 -80 68 79 88 89 -15 19 27 -61 -40 72 -67 -83 -29 -31 15 -46 -21 -28 -33 61 67 53 81
EUU26 -45 -25 -26 -38 43 33 57 82   81 89 58 72 5 -99 81 79 87 83 -10 39 47 -17 -4 29 -36 -56 4 1 42 -12 7 -18 15 35 47 29 63
JYU26 -57 -41 -40 -54 46 26 51 78 81   83 32 48 -20 -85 66 76 82 78 -13 27 36 -30 -21 43 -39 -58 10 -10 34 -29 -10 -32 -5 38 50 31 70
CDU26 -62 -43 -44 -57 55 24 50 84 89 83   44 65 -17 -91 84 88 91 86 -16 51 61 -19 -3 46 -37 -64 9 9 54 -12 11 -20 -1 25 66 17 64
BPU26 32 43 28 32 1 -35 -15 14 58 32 44   81 68 -63 53 24 27 22 6 48 51 52 55 -45 34 27 38 46 50 46 44 26 69 -27 -9 -30 -9
ADU26 13 35 30 19 17 -17 -3 42 72 48 65 81   56 -77 76 49 57 58 13 65 68 32 49 -13 -10 -4 21 43 54 35 43 30 60 -5 10 -15 14
MPU26 82 86 73 80 -38 -61 -61 -43 5 -20 -17 68 56   -9 6 -26 -25 -22 27 31 27 75 71 -77 45 68 38 50 21 61 44 47 84 -46 -63 -47 -54
DXU26 41 20 22 34 -42 -24 -49 -80 -99 -85 -91 -63 -77 -9   -82 -79 -86 -82 8 -44 -53 11 -1 -26 32 51 -9 -6 -45 8 -10 14 -19 -30 -45 -23 -60
GVU26 -40 -19 -22 -34 49 12 32 68 81 66 84 53 76 6 -82   75 81 77 -15 54 62 -0 20 23 -19 -36 23 39 73 23 40 -5 33 13 54 7 49
GCZ26 -67 -53 -54 -66 43 37 61 79 79 76 88 24 49 -26 -79 75   96 92 -22 27 35 -33 -25 55 -34 -65 9 -3 46 -20 3 -43 -12 24 64 20 74
PLV26 -68 -49 -47 -64 51 40 64 88 87 82 91 27 57 -25 -86 81 96   97 -15 32 40 -36 -22 55 -45 -69 -1 -5 43 -23 3 -34 -10 36 70 30 77
SIZ26 -63 -40 -34 -56 44 43 61 89 83 78 86 22 58 -22 -82 77 92 97   -9 33 40 -39 -21 58 -55 -70 -6 -9 35 -25 -2 -24 -9 42 62 33 77
HGZ26 31 37 38 33 -10 -19 -23 -15 -10 -13 -16 6 13 27 8 -15 -22 -15 -9   9 6 18 21 -23 -4 21 -9 9 -17 11 7 32 20 2 -18 -1 -21
CLV26 -5 16 10 -4 31 -48 -34 19 39 27 51 48 65 31 -44 54 27 32 33 9   99 57 74 -11 -8 -4 41 61 64 48 58 51 45 -30 19 -39 2
CBX26 -13 10 4 -11 35 -42 -25 27 47 36 61 51 68 27 -53 62 35 40 40 6 99   53 71 -8 -8 -8 44 61 69 46 55 46 46 -26 25 -34 8
HOV26 64 62 42 54 -19 -90 -82 -61 -17 -30 -19 52 32 75 11 -0 -33 -36 -39 18 57 53   91 -80 64 73 65 77 48 83 68 55 78 -76 -41 -75 -63
RBV26 54 64 51 53 -6 -80 -74 -40 -4 -21 -3 55 49 71 -1 20 -25 -22 -21 21 74 71 91   -67 42 59 53 81 52 81 68 71 81 -58 -27 -60 -51
NGV26 -82 -74 -55 -76 30 75 72 72 29 43 46 -45 -13 -77 -26 23 55 55 58 -23 -11 -8 -80 -67   -71 -81 -31 -50 -9 -61 -38 -44 -70 54 53 49 67
KCZ26 53 34 11 39 -27 -63 -55 -67 -36 -39 -37 34 -10 45 32 -19 -34 -45 -55 -4 -8 -8 64 42 -71   77 54 50 30 60 42 -1 47 -69 -32 -60 -58
CCZ26 87 75 61 78 -51 -71 -80 -83 -56 -58 -64 27 -4 68 51 -36 -65 -69 -70 21 -4 -8 73 59 -81 77   43 50 8 68 42 42 65 -65 -66 -60 -80
SBV26 17 14 -1 5 -14 -60 -47 -29 4 10 9 38 21 38 -9 23 9 -1 -6 -9 41 44 65 53 -31 54 43   65 70 63 54 8 55 -66 -20 -65 -25
W_Z26 31 34 18 23 7 -67 -58 -31 1 -10 9 46 43 50 -6 39 -3 -5 -9 9 61 61 77 81 -50 50 50 65   80 90 87 40 73 -65 -4 -65 -37
C_Z26 -17 -9 -24 -23 33 -37 -17 15 42 34 54 50 54 21 -45 73 46 43 35 -17 64 69 48 52 -9 30 8 70 80   68 77 6 52 -46 32 -47 8
S_X26 50 50 33 42 -9 -69 -66 -46 -12 -29 -12 46 35 61 8 23 -20 -23 -25 11 48 46 83 81 -61 60 68 63 90 68   88 51 78 -71 -22 -68 -50
SMV26 22 26 10 13 12 -59 -51 -21 7 -10 11 44 43 44 -10 40 3 3 -2 7 58 55 68 68 -38 42 42 54 87 77 88   32 59 -65 4 -66 -30
BOV26 53 68 71 60 -23 -44 -55 -28 -18 -32 -20 26 30 47 14 -5 -43 -34 -24 32 51 46 55 71 -44 -1 42 8 40 6 51 32   52 -22 -33 -27 -41
CTZ26 64 71 57 63 -19 -62 -55 -33 15 -5 -1 69 60 84 -19 33 -12 -10 -9 20 45 46 78 81 -70 47 65 55 73 52 78 59 52   -42 -36 -43 -43
LCV26 -45 -34 -15 -29 26 77 74 61 35 38 25 -27 -5 -46 -30 13 24 36 42 2 -30 -26 -76 -58 54 -69 -65 -66 -65 -46 -71 -65 -22 -42   37 98 61
HEV26 -81 -72 -71 -79 70 39 60 67 47 50 66 -9 10 -63 -45 54 64 70 62 -18 19 25 -41 -27 53 -32 -66 -20 -4 32 -22 4 -33 -36 37   37 68
FCU26 -44 -37 -20 -28 24 78 76 53 29 31 17 -30 -15 -47 -23 7 20 30 33 -1 -39 -34 -75 -60 49 -60 -60 -65 -65 -47 -68 -66 -27 -43 98 37   58
JOX26 -78 -66 -57 -70 52 63 76 81 63 70 64 -9 14 -54 -60 49 74 77 77 -21 2 8 -63 -51 67 -58 -80 -25 -37 8 -50 -30 -41 -43 61 68 58  
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