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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) - Oct 16, 2026
  YMZ26 ESZ26 NQZ26 QRZ26 NKZ26 USZ26 TYZ26 SFZ26 EUZ26 JYZ26 CDZ26 BPZ26 ADZ26 MPZ26 DXZ26 GVV26 GCZ26 PLF27 SIZ26 HGZ26 CLZ26 CBF27 HOX26 RBX26 NGX26 KCZ26 CCZ26 SBH27 W_Z26 C_Z26 S_X26 SMZ26 BOZ26 CTZ26 LCZ26 HEZ26 FCX26 JOX26
YMZ26   58 13 76 -43 -7 -7 -42 -20 -34 -37 21 -21 48 21 -48 -38 -51 -55 38 -30 -36 15 -12 -68 69 74 15 12 -6 9 -2 -16 26 -57 -47 -61 -60
ESZ26 58   69 18 -53 -62 -60 -59 -39 7 -41 0 1 14 32 19 -16 -21 -28 79 34 34 60 48 -58 44 64 66 31 29 51 52 -5 31 -66 -67 -64 -55
NQZ26 13 69   5 -64 -31 -36 -27 -36 -2 -43 -38 -17 -19 36 11 -15 -11 -3 52 13 17 15 20 4 -17 11 28 -19 -10 13 21 -6 -19 -10 -45 -4 -17
QRZ26 76 18 5   -34 48 48 11 21 -40 -3 32 -9 61 -14 -70 -13 -24 -18 8 -71 -77 -40 -60 -27 38 33 -38 -18 -34 -37 -53 -3 11 -16 1 -24 -17
NKZ26 -43 -53 -64 -34   14 16 33 39 37 51 27 41 15 -42 21 32 39 33 -27 20 16 0 6 13 -19 -27 -12 27 27 5 3 23 16 13 49 9 32
USZ26 -7 -62 -31 48 14   97 80 65 -20 49 28 13 31 -54 -54 31 27 41 -48 -76 -79 -89 -90 56 -36 -51 -85 -48 -52 -79 -84 9 -18 60 66 50 55
TYZ26 -7 -60 -36 48 16 97   87 72 -16 59 39 20 32 -63 -52 39 35 47 -47 -77 -78 -90 -91 54 -27 -51 -83 -45 -51 -82 -88 13 -10 59 74 47 60
SFZ26 -42 -59 -27 11 33 80 87   86 19 81 46 49 24 -81 -12 69 70 80 -37 -44 -45 -76 -67 69 -50 -71 -68 -31 -27 -67 -69 29 0 65 83 52 81
EUZ26 -20 -39 -36 21 39 65 72 86   41 94 77 78 62 -99 1 83 80 80 -13 -26 -32 -47 -46 36 -27 -46 -45 5 10 -38 -47 33 39 30 68 14 66
JYZ26 -34 7 -2 -40 37 -20 -16 19 41   51 38 69 21 -53 61 57 65 51 18 51 49 31 37 6 -26 -16 34 30 52 31 32 7 39 6 5 2 35
CDZ26 -37 -41 -43 -3 51 49 59 81 94 51   74 84 49 -96 21 88 87 83 -15 -3 -8 -30 -26 37 -29 -49 -29 18 24 -24 -32 42 44 27 70 14 65
BPZ26 21 0 -38 32 27 28 39 46 77 38 74   75 74 -81 7 64 54 44 11 -5 -12 -4 -15 -19 29 9 -3 37 34 -2 -17 37 69 -20 32 -32 24
ADZ26 -21 1 -17 -9 41 13 20 49 78 69 84 75   60 -84 50 87 87 77 27 30 23 11 13 8 -15 -20 11 51 60 20 13 41 68 -10 36 -21 41
MPZ26 48 14 -19 61 15 31 32 24 62 21 49 74 60   -62 -16 41 31 26 29 -17 -30 -2 -19 -32 24 23 -9 39 32 5 -13 25 62 -36 13 -49 -2
DXZ26 21 32 36 -14 -42 -54 -63 -81 -99 -53 -96 -81 -84 -62   -11 -86 -83 -80 7 15 19 35 35 -30 24 41 33 -12 -19 29 37 -34 -46 -25 -62 -10 -64
GVV26 -48 19 11 -70 21 -54 -52 -12 1 61 21 7 50 -16 -11   44 50 36 25 75 78 57 72 -1 -8 -1 64 58 77 67 70 5 42 -18 -11 -11 11
GCZ26 -38 -16 -15 -13 32 31 39 69 83 57 88 64 87 41 -86 44   95 92 7 11 9 -16 -8 37 -29 -44 -6 21 36 -9 -13 25 51 20 49 10 61
PLF27 -51 -21 -11 -24 39 27 35 70 80 65 87 54 87 31 -83 50 95   96 8 16 15 -17 -4 43 -41 -52 -10 20 35 -8 -8 31 43 28 56 18 67
SIZ26 -55 -28 -3 -18 33 41 47 80 80 51 83 44 77 26 -80 36 92 96   2 2 1 -34 -20 58 -53 -63 -25 2 16 -25 -24 29 27 42 62 31 75
HGZ26 38 79 52 8 -27 -48 -47 -37 -13 18 -15 11 27 29 7 25 7 8 2   39 35 52 45 -47 22 38 47 37 34 44 47 9 36 -61 -42 -65 -35
CLZ26 -30 34 13 -71 20 -76 -77 -44 -26 51 -3 -5 30 -17 15 75 11 16 2 39   99 87 93 -24 -3 16 79 57 69 78 85 21 29 -43 -40 -36 -23
CBF27 -36 34 17 -77 16 -79 -78 -45 -32 49 -8 -12 23 -30 19 78 9 15 1 35 99   84 93 -19 -4 13 80 50 63 75 83 16 23 -36 -39 -28 -20
HOX26 15 60 15 -40 0 -89 -90 -76 -47 31 -30 -4 11 -2 35 57 -16 -17 -34 52 87 84   95 -64 38 58 90 67 71 91 92 5 39 -73 -66 -66 -58
RBX26 -12 48 20 -60 6 -90 -91 -67 -46 37 -26 -15 13 -19 35 72 -8 -4 -20 45 93 93 95   -45 19 38 86 63 72 89 93 8 30 -59 -54 -49 -43
NGX26 -68 -58 4 -27 13 56 54 69 36 6 37 -19 8 -32 -30 -1 37 43 58 -47 -24 -19 -64 -45   -79 -82 -52 -53 -40 -57 -46 7 -39 83 56 82 72
KCZ26 69 44 -17 38 -19 -36 -27 -50 -27 -26 -29 29 -15 24 24 -8 -29 -41 -53 22 -3 -4 38 19 -79   82 40 41 25 36 22 -17 46 -62 -37 -61 -57
CCZ26 74 64 11 33 -27 -51 -51 -71 -46 -16 -49 9 -20 23 41 -1 -44 -52 -63 38 16 13 58 38 -82 82   57 49 35 59 47 -9 45 -74 -59 -70 -75
SBH27 15 66 28 -38 -12 -85 -83 -68 -45 34 -29 -3 11 -9 33 64 -6 -10 -25 47 79 80 90 86 -52 40 57   59 66 84 83 -8 45 -62 -68 -53 -48
W_Z26 12 31 -19 -18 27 -48 -45 -31 5 30 18 37 51 39 -12 58 21 20 2 37 57 50 67 63 -53 41 49 59   91 81 69 29 76 -69 -14 -67 -32
C_Z26 -6 29 -10 -34 27 -52 -51 -27 10 52 24 34 60 32 -19 77 36 35 16 34 69 63 71 72 -40 25 35 66 91   86 77 21 73 -59 -19 -56 -17
S_X26 9 51 13 -37 5 -79 -82 -67 -38 31 -24 -2 20 5 29 67 -9 -8 -25 44 78 75 91 89 -57 36 59 84 81 86   96 11 48 -71 -53 -61 -50
SMZ26 -2 52 21 -53 3 -84 -88 -69 -47 32 -32 -17 13 -13 37 70 -13 -8 -24 47 85 83 92 93 -46 22 47 83 69 77 96   3 33 -62 -56 -52 -46
BOZ26 -16 -5 -6 -3 23 9 13 29 33 7 42 37 41 25 -34 5 25 31 29 9 21 16 5 8 7 -17 -9 -8 29 21 11 3   22 -19 38 -22 11
CTZ26 26 31 -19 11 16 -18 -10 0 39 39 44 69 68 62 -46 42 51 43 27 36 29 23 39 30 -39 46 45 45 76 73 48 33 22   -49 -1 -56 -10
LCZ26 -57 -66 -10 -16 13 60 59 65 30 6 27 -20 -10 -36 -25 -18 20 28 42 -61 -43 -36 -73 -59 83 -62 -74 -62 -69 -59 -71 -62 -19 -49   55 97 68
HEZ26 -47 -67 -45 1 49 66 74 83 68 5 70 32 36 13 -62 -11 49 56 62 -42 -40 -39 -66 -54 56 -37 -59 -68 -14 -19 -53 -56 38 -1 55   47 67
FCX26 -61 -64 -4 -24 9 50 47 52 14 2 14 -32 -21 -49 -10 -11 10 18 31 -65 -36 -28 -66 -49 82 -61 -70 -53 -67 -56 -61 -52 -22 -56 97 47   61
JOX26 -60 -55 -17 -17 32 55 60 81 66 35 65 24 41 -2 -64 11 61 67 75 -35 -23 -20 -58 -43 72 -57 -75 -48 -32 -17 -50 -46 11 -10 68 67 61  
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