 |
| MRCI's Inter-Market Futures 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 180 trading days) - Oct 30, 2026 |
| |
YMZ26 |
ESZ26 |
NQZ26 |
QRZ26 |
NKZ26 |
USZ26 |
TYZ26 |
SFZ26 |
EUZ26 |
JYZ26 |
CDZ26 |
BPZ26 |
ADZ26 |
MPZ26 |
DXZ26 |
GVX26 |
GCZ26 |
PLF27 |
SIZ26 |
HGZ26 |
CLZ26 |
CBF27 |
HOZ26 |
RBZ26 |
NGZ26 |
KCZ26 |
CCZ26 |
SBH27 |
W_Z26 |
C_Z26 |
S_X26 |
SMZ26 |
BOZ26 |
CTZ26 |
LCZ26 |
HEZ26 |
FCX26 |
JOF27 |
| YMZ26 |
|
88 |
78 |
90 |
-49 |
-37 |
-42 |
-59 |
-37 |
-41 |
-55 |
29 |
17 |
51 |
36 |
-10 |
-61 |
-63 |
-61 |
80 |
23 |
18 |
50 |
41 |
-78 |
55 |
83 |
33 |
33 |
-2 |
45 |
29 |
50 |
61 |
-46 |
-67 |
-52 |
-73 |
| ESZ26 |
88 |
|
96
| 83 |
-50 |
-59 |
-63 |
-70 |
-51 |
-41 |
-62 |
13 |
25 |
36 |
49 |
22 |
-69 |
-64 |
-61 |
93
| 53 |
50 |
72 |
70 |
-85 |
38 |
82 |
53 |
46 |
14 |
64 |
50 |
69 |
73 |
-43 |
-75 |
-48 |
-74 |
| NQZ26 |
78 |
96
| |
81 |
-57 |
-48 |
-54 |
-64 |
-51 |
-47 |
-64 |
-1 |
19 |
31 |
51 |
24 |
-70 |
-62 |
-56 |
87 |
48 |
46 |
63 |
65 |
-74 |
19 |
72 |
43 |
38 |
6 |
55 |
40 |
74 |
67 |
-28 |
-67 |
-34 |
-65 |
| QRZ26 |
90 |
83 |
81 |
|
-51 |
-4 |
-9 |
-40 |
-18 |
-50 |
-44 |
32 |
24 |
65 |
21 |
-7 |
-58 |
-53 |
-47 |
74 |
8 |
2 |
32 |
28 |
-60 |
34 |
68 |
8 |
33 |
-6 |
29 |
5 |
65 |
67 |
-26 |
-45 |
-37 |
-55 |
| NKZ26 |
-49 |
-50 |
-57 |
-51 |
|
20 |
21 |
39 |
33 |
46 |
55 |
17 |
22 |
-19 |
-38 |
-23 |
41 |
42 |
37 |
-42 |
3 |
4 |
-19 |
-17 |
31 |
-22 |
-45 |
-18 |
-10 |
10 |
-18 |
-9 |
-32 |
-25 |
25 |
40 |
26 |
38 |
| USZ26 |
-37 |
-59 |
-48 |
-4 |
20 |
|
97
| 85 |
71 |
-5 |
60 |
20 |
4 |
20 |
-64 |
-30 |
53 |
50 |
57 |
-55 |
-75 |
-75 |
-90
| -90
| 77 |
-44 |
-64 |
-86 |
-45 |
-40 |
-82 |
-84 |
-22 |
-30 |
63 |
73 |
55 |
67 |
| TYZ26 |
-42 |
-63 |
-54 |
-9 |
21 |
97
| |
90
| 79 |
0 |
68 |
27 |
8 |
22 |
-72 |
-25 |
63 |
59 |
65 |
-58 |
-78 |
-77 |
-93
| -92
| 82 |
-38 |
-68 |
-85 |
-40 |
-34 |
-84 |
-86 |
-23 |
-26 |
61 |
81 |
52 |
72 |
| SFZ26 |
-59 |
-70 |
-64 |
-40 |
39 |
85 |
90
| |
90 |
49 |
88 |
35 |
26 |
11 |
-88 |
-6 |
84 |
85 |
88 |
-60 |
-71 |
-70 |
-89 |
-84 |
87 |
-53 |
-83 |
-78 |
-43 |
-20 |
-78 |
-69 |
-49 |
-50 |
57 |
87 |
50 |
82 |
| EUZ26 |
-37 |
-51 |
-51 |
-18 |
33 |
71 |
79 |
90 |
|
55 |
87 |
61 |
49 |
47 |
-99
| 20 |
80 |
84 |
84 |
-39 |
-65 |
-67 |
-72 |
-73 |
68 |
-38 |
-63 |
-67 |
-15 |
6 |
-56 |
-52 |
-35 |
-20 |
37 |
78 |
26 |
70 |
| JYZ26 |
-41 |
-41 |
-47 |
-50 |
46 |
-5 |
0 |
49 |
55 |
|
64 |
35 |
40 |
1 |
-65 |
19 |
67 |
67 |
60 |
-30 |
-15 |
-11 |
-26 |
-28 |
35 |
-30 |
-45 |
-7 |
-15 |
23 |
-15 |
4 |
-55 |
-33 |
18 |
31 |
19 |
46 |
| CDZ26 |
-55 |
-62 |
-64 |
-44 |
55 |
60 |
68 |
88 |
87 |
64 |
|
53 |
53 |
16 |
-91
| -3 |
88 |
88 |
87 |
-50 |
-43 |
-43 |
-63 |
-61 |
71 |
-38 |
-71 |
-52 |
-17 |
11 |
-52 |
-45 |
-41 |
-30 |
33 |
76 |
26 |
71 |
| BPZ26 |
29 |
13 |
-1 |
32 |
17 |
20 |
27 |
35 |
61 |
35 |
53 |
|
76 |
65 |
-67 |
5 |
34 |
35 |
32 |
19 |
-15 |
-18 |
-10 |
-17 |
-3 |
23 |
6 |
-13 |
21 |
23 |
-4 |
-11 |
3 |
34 |
-11 |
16 |
-22 |
8 |
| ADZ26 |
17 |
25 |
19 |
24 |
22 |
4 |
8 |
26 |
49 |
40 |
53 |
76 |
|
57 |
-56 |
17 |
34 |
44 |
42 |
38 |
17 |
13 |
11 |
12 |
-8 |
-10 |
1 |
3 |
40 |
48 |
21 |
16 |
23 |
47 |
-11 |
11 |
-22 |
10 |
| MPZ26 |
51 |
36 |
31 |
65 |
-19 |
20 |
22 |
11 |
47 |
1 |
16 |
65 |
57 |
|
-44 |
29 |
6 |
12 |
13 |
42 |
-24 |
-33 |
-3 |
-10 |
-13 |
14 |
29 |
-17 |
47 |
33 |
14 |
-3 |
35 |
53 |
-27 |
9 |
-42 |
-9 |
| DXZ26 |
36 |
49 |
51 |
21 |
-38 |
-64 |
-72 |
-88 |
-99
| -65 |
-91
| -67 |
-56 |
-44 |
|
-17 |
-82 |
-85 |
-84 |
36 |
58 |
55 |
66 |
67 |
-63 |
34 |
60 |
59 |
14 |
-10 |
51 |
46 |
38 |
20 |
-33 |
-72 |
-23 |
-67 |
| GVX26 |
-10 |
22 |
24 |
-7 |
-23 |
-30 |
-25 |
-6 |
20 |
19 |
-3 |
5 |
17 |
29 |
-17 |
|
33 |
44 |
33 |
22 |
-3 |
-5 |
15 |
15 |
10 |
4 |
16 |
23 |
51 |
52 |
40 |
40 |
20 |
32 |
-35 |
17 |
-35 |
4 |
| GCZ26 |
-61 |
-69 |
-70 |
-58 |
41 |
53 |
63 |
84 |
80 |
67 |
88 |
34 |
34 |
6 |
-82 |
33 |
|
96
| 95
| -52 |
-54 |
-53 |
-67 |
-67 |
75 |
-38 |
-74 |
-48 |
-25 |
10 |
-51 |
-36 |
-62 |
-48 |
29 |
74 |
27 |
75 |
| PLF27 |
-63 |
-64 |
-62 |
-53 |
42 |
50 |
59 |
85 |
84 |
67 |
88 |
35 |
44 |
12 |
-85 |
44 |
96
| |
98
| -45 |
-49 |
-48 |
-64 |
-61 |
74 |
-46 |
-75 |
-49 |
-17 |
16 |
-47 |
-33 |
-51 |
-38 |
34 |
78 |
30 |
78 |
| SIZ26 |
-61 |
-61 |
-56 |
-47 |
37 |
57 |
65 |
88 |
84 |
60 |
87 |
32 |
42 |
13 |
-84 |
33 |
95
| 98
| |
-42 |
-53 |
-52 |
-69 |
-65 |
77 |
-53 |
-77 |
-55 |
-22 |
8 |
-53 |
-40 |
-46 |
-39 |
40 |
79 |
34 |
80 |
| HGZ26 |
80 |
93
| 87 |
74 |
-42 |
-55 |
-58 |
-60 |
-39 |
-30 |
-50 |
19 |
38 |
42 |
36 |
22 |
-52 |
-45 |
-42 |
|
50 |
47 |
67 |
66 |
-79 |
31 |
72 |
48 |
48 |
20 |
62 |
52 |
62 |
69 |
-48 |
-65 |
-55 |
-64 |
| CLZ26 |
23 |
53 |
48 |
8 |
3 |
-75 |
-78 |
-71 |
-65 |
-15 |
-43 |
-15 |
17 |
-24 |
58 |
-3 |
-54 |
-49 |
-53 |
50 |
|
99
| 91
| 95
| -71 |
20 |
50 |
82 |
44 |
38 |
76 |
73 |
50 |
51 |
-38 |
-69 |
-32 |
-55 |
| CBF27 |
18 |
50 |
46 |
2 |
4 |
-75 |
-77 |
-70 |
-67 |
-11 |
-43 |
-18 |
13 |
-33 |
55 |
-5 |
-53 |
-48 |
-52 |
47 |
99
| |
89 |
94
| -69 |
19 |
46 |
83 |
38 |
34 |
73 |
71 |
45 |
47 |
-33 |
-68 |
-26 |
-53 |
| HOZ26 |
50 |
72 |
63 |
32 |
-19 |
-90
| -93
| -89 |
-72 |
-26 |
-63 |
-10 |
11 |
-3 |
66 |
15 |
-67 |
-64 |
-69 |
67 |
91
| 89 |
|
97
| -88 |
45 |
76 |
90 |
59 |
45 |
90 |
83 |
56 |
64 |
-60 |
-82 |
-55 |
-74 |
| RBZ26 |
41 |
70 |
65 |
28 |
-17 |
-90
| -92
| -84 |
-73 |
-28 |
-61 |
-17 |
12 |
-10 |
67 |
15 |
-67 |
-61 |
-65 |
66 |
95
| 94
| 97
| |
-82 |
32 |
68 |
86 |
56 |
43 |
87 |
80 |
62 |
63 |
-49 |
-76 |
-44 |
-68 |
| NGZ26 |
-78 |
-85 |
-74 |
-60 |
31 |
77 |
82 |
87 |
68 |
35 |
71 |
-3 |
-8 |
-13 |
-63 |
10 |
75 |
74 |
77 |
-79 |
-71 |
-69 |
-88 |
-82 |
|
-55 |
-85 |
-73 |
-44 |
-20 |
-76 |
-65 |
-52 |
-64 |
55 |
89 |
52 |
83 |
| KCZ26 |
55 |
38 |
19 |
34 |
-22 |
-44 |
-38 |
-53 |
-38 |
-30 |
-38 |
23 |
-10 |
14 |
34 |
4 |
-38 |
-46 |
-53 |
31 |
20 |
19 |
45 |
32 |
-55 |
|
72 |
48 |
39 |
22 |
44 |
32 |
13 |
42 |
-61 |
-45 |
-59 |
-57 |
| CCZ26 |
83 |
82 |
72 |
68 |
-45 |
-64 |
-68 |
-83 |
-63 |
-45 |
-71 |
6 |
1 |
29 |
60 |
16 |
-74 |
-75 |
-77 |
72 |
50 |
46 |
76 |
68 |
-85 |
72 |
|
66 |
58 |
27 |
75 |
57 |
58 |
71 |
-65 |
-76 |
-65 |
-83 |
| SBH27 |
33 |
53 |
43 |
8 |
-18 |
-86 |
-85 |
-78 |
-67 |
-7 |
-52 |
-13 |
3 |
-17 |
59 |
23 |
-48 |
-49 |
-55 |
48 |
82 |
83 |
90 |
86 |
-73 |
48 |
66 |
|
52 |
49 |
83 |
81 |
32 |
50 |
-58 |
-75 |
-50 |
-62 |
| W_Z26 |
33 |
46 |
38 |
33 |
-10 |
-45 |
-40 |
-43 |
-15 |
-15 |
-17 |
21 |
40 |
47 |
14 |
51 |
-25 |
-17 |
-22 |
48 |
44 |
38 |
59 |
56 |
-44 |
39 |
58 |
52 |
|
85 |
79 |
63 |
59 |
75 |
-66 |
-22 |
-69 |
-41 |
| C_Z26 |
-2 |
14 |
6 |
-6 |
10 |
-40 |
-34 |
-20 |
6 |
23 |
11 |
23 |
48 |
33 |
-10 |
52 |
10 |
16 |
8 |
20 |
38 |
34 |
45 |
43 |
-20 |
22 |
27 |
49 |
85 |
|
71 |
66 |
26 |
51 |
-56 |
-5 |
-55 |
-12 |
| S_X26 |
45 |
64 |
55 |
29 |
-18 |
-82 |
-84 |
-78 |
-56 |
-15 |
-52 |
-4 |
21 |
14 |
51 |
40 |
-51 |
-47 |
-53 |
62 |
76 |
73 |
90 |
87 |
-76 |
44 |
75 |
83 |
79 |
71 |
|
92
| 53 |
66 |
-68 |
-65 |
-63 |
-65 |
| SMZ26 |
29 |
50 |
40 |
5 |
-9 |
-84 |
-86 |
-69 |
-52 |
4 |
-45 |
-11 |
16 |
-3 |
46 |
40 |
-36 |
-33 |
-40 |
52 |
73 |
71 |
83 |
80 |
-65 |
32 |
57 |
81 |
63 |
66 |
92
| |
27 |
42 |
-61 |
-61 |
-52 |
-56 |
| BOZ26 |
50 |
69 |
74 |
65 |
-32 |
-22 |
-23 |
-49 |
-35 |
-55 |
-41 |
3 |
23 |
35 |
38 |
20 |
-62 |
-51 |
-46 |
62 |
50 |
45 |
56 |
62 |
-52 |
13 |
58 |
32 |
59 |
26 |
53 |
27 |
|
76 |
-31 |
-34 |
-39 |
-46 |
| CTZ26 |
61 |
73 |
67 |
67 |
-25 |
-30 |
-26 |
-50 |
-20 |
-33 |
-30 |
34 |
47 |
53 |
20 |
32 |
-48 |
-38 |
-39 |
69 |
51 |
47 |
64 |
63 |
-64 |
42 |
71 |
50 |
75 |
51 |
66 |
42 |
76 |
|
-39 |
-42 |
-48 |
-50 |
| LCZ26 |
-46 |
-43 |
-28 |
-26 |
25 |
63 |
61 |
57 |
37 |
18 |
33 |
-11 |
-11 |
-27 |
-33 |
-35 |
29 |
34 |
40 |
-48 |
-38 |
-33 |
-60 |
-49 |
55 |
-61 |
-65 |
-58 |
-66 |
-56 |
-68 |
-61 |
-31 |
-39 |
|
49 |
97
| 62 |
| HEZ26 |
-67 |
-75 |
-67 |
-45 |
40 |
73 |
81 |
87 |
78 |
31 |
76 |
16 |
11 |
9 |
-72 |
17 |
74 |
78 |
79 |
-65 |
-69 |
-68 |
-82 |
-76 |
89 |
-45 |
-76 |
-75 |
-22 |
-5 |
-65 |
-61 |
-34 |
-42 |
49 |
|
42 |
81 |
| FCX26 |
-52 |
-48 |
-34 |
-37 |
26 |
55 |
52 |
50 |
26 |
19 |
26 |
-22 |
-22 |
-42 |
-23 |
-35 |
27 |
30 |
34 |
-55 |
-32 |
-26 |
-55 |
-44 |
52 |
-59 |
-65 |
-50 |
-69 |
-55 |
-63 |
-52 |
-39 |
-48 |
97
| 42 |
|
59 |
| JOF27 |
-73 |
-74 |
-65 |
-55 |
38 |
67 |
72 |
82 |
70 |
46 |
71 |
8 |
10 |
-9 |
-67 |
4 |
75 |
78 |
80 |
-64 |
-55 |
-53 |
-74 |
-68 |
83 |
-57 |
-83 |
-62 |
-41 |
-12 |
-65 |
-56 |
-46 |
-50 |
62 |
81 |
59 |
|
|