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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 180 trading days) - Jul 31, 2026
  YMU26 ESU26 NQU26 QRU26 NKU26 USU26 TYU26 SFU26 EUU26 JYU26 CDU26 BPU26 ADU26 MPU26 DXU26 GVN26 GCQ26 PLV26 SIU26 HGU26 CLU26 CBV26 HOU26 RBU26 NGU26 KCU26 CCU26 SBV26 W_U26 C_U26 S_X26 SMV26 BOV26 CTZ26 LCQ26 HEQ26 FCQ26 JOU26
YMU26   89 80 88 -54 -33 -47 -46 -35 -49 -49 24 26 57 34 -45 -40 -25 -16 70 13 11 36 36 -51 -0 33 -37 19 -59 31 -22 39 44 31 -38 30 -43
ESU26 89   97 92 -52 -56 -68 -47 -41 -58 -46 18 42 62 39 -17 -44 -31 -17 78 44 43 58 60 -60 -20 20 -16 43 -33 53 -13 62 70 45 -47 30 -45
NQU26 80 97   89 -60 -60 -73 -52 -49 -62 -52 5 40 57 48 -18 -50 -38 -23 72 49 48 61 64 -57 -28 17 -7 45 -31 55 -16 66 73 48 -55 29 -46
QRU26 88 92 89   -53 -53 -70 -51 -49 -72 -49 23 57 79 47 -33 -33 -24 -7 84 51 50 67 69 -76 -32 0 -15 48 -37 57 -39 73 75 63 -27 55 -42
NKU26 -54 -52 -60 -53   23 41 50 52 47 62 23 -2 -21 -52 54 48 42 33 -31 -8 -6 -23 -23 24 6 -23 9 -6 55 -20 23 -33 -25 -17 52 -9 42
USU26 -33 -56 -60 -53 23   95 69 62 71 56 26 -21 -32 -62 6 71 63 57 -45 -71 -69 -82 -79 65 -2 -26 -39 -68 -11 -69 -28 -68 -75 -25 58 4 54
TYU26 -47 -68 -73 -70 41 95   77 74 81 71 35 -27 -47 -74 25 78 75 63 -55 -71 -69 -86 -84 71 8 -22 -26 -68 7 -74 -14 -79 -79 -38 69 -8 66
SFU26 -46 -47 -52 -51 50 69 77   90 78 91 55 12 -8 -93 60 84 70 67 -22 -32 -31 -57 -51 51 -18 -38 -16 -40 30 -50 0 -46 -47 -6 60 2 62
EUU26 -35 -41 -49 -49 52 62 74 90   85 84 60 -9 -19 -99 62 66 68 57 -26 -49 -48 -67 -64 56 6 -10 -22 -56 17 -64 8 -62 -51 -18 44 -6 61
JYU26 -49 -58 -62 -72 47 71 81 78 85   67 21 -45 -56 -85 49 45 41 27 -62 -69 -67 -84 -82 83 31 12 -18 -67 14 -71 34 -81 -74 -53 20 -44 49
CDU26 -49 -46 -52 -49 62 56 71 91 84 67   61 20 -5 -88 73 83 75 69 -15 -16 -14 -42 -37 37 -20 -39 -1 -25 49 -40 -4 -36 -35 -1 70 9 62
BPU26 24 18 5 23 23 26 35 55 60 21 61   52 53 -64 53 55 64 68 47 5 5 -2 2 -15 -19 -22 -14 -4 7 -11 -33 3 10 36 52 50 37
ADU26 26 42 40 57 -2 -21 -27 12 -9 -45 20 52   90 3 69 37 20 42 75 76 77 67 73 -69 -76 -70 2 64 25 60 -43 77 68 82 40 75 -3
MPU26 57 62 57 79 -21 -32 -47 -8 -19 -56 -5 53 90   14 0 18 12 34 87 64 64 66 70 -77 -63 -49 -14 54 -10 55 -50 75 69 82 23 79 -15
DXU26 34 39 48 47 -52 -62 -74 -93 -99 -85 -88 -64 3 14   -63 -70 -70 -61 22 45 43 64 60 -54 -2 13 21 52 -21 61 -6 59 49 15 -48 3 -62
GVN26 -45 -17 -18 -33 54 6 25 60 62 49 73 53 69 0 -63   51 67 64 -7 29 33 -7 3 21 -28 -42 20 19 72 -0 23 -10 18 26 47 21 59
GCQ26 -40 -44 -50 -33 48 71 78 84 66 45 83 55 37 18 -70 51   83 87 3 -10 -9 -33 -28 21 -34 -62 -12 -18 32 -31 -24 -20 -30 17 85 30 64
PLV26 -25 -31 -38 -24 42 63 75 70 68 41 75 64 20 12 -70 67 83   94 14 -21 -20 -39 -35 18 -13 -30 0 -32 18 -48 -33 -32 -29 15 74 33 80
SIU26 -16 -17 -23 -7 33 57 63 67 57 27 69 68 42 34 -61 64 87 94   32 -2 -1 -21 -15 5 -31 -47 -1 -15 16 -29 -43 -9 -12 33 75 47 70
HGU26 70 78 72 84 -31 -45 -55 -22 -26 -62 -15 47 75 87 22 -7 3 14 32   57 56 62 65 -74 -49 -22 -11 48 -19 47 -45 69 68 71 6 66 -13
CLU26 13 44 49 51 -8 -71 -71 -32 -49 -69 -16 5 76 64 45 29 -10 -21 -2 57   100 93 95 -75 -64 -52 35 88 41 84 -17 92 86 67 3 47 -26
CBV26 11 43 48 50 -6 -69 -69 -31 -48 -67 -14 5 77 64 43 33 -9 -20 -1 56 100   93 95 -75 -64 -53 37 88 43 84 -17 92 86 67 4 48 -25
HOU26 36 58 61 67 -23 -82 -86 -57 -67 -84 -42 -2 67 66 64 -7 -33 -39 -21 62 93 93   99 -85 -45 -31 27 90 21 91 -14 95 91 60 -13 44 -45
RBU26 36 60 64 69 -23 -79 -84 -51 -64 -82 -37 2 73 70 60 3 -28 -35 -15 65 95 95 99   -85 -52 -35 28 91 23 90 -19 97 93 67 -11 50 -42
NGU26 -51 -60 -57 -76 24 65 71 51 56 83 37 -15 -69 -77 -54 21 21 18 5 -74 -75 -75 -85 -85   45 27 -13 -72 -3 -71 37 -83 -83 -71 -1 -65 32
KCU26 -0 -20 -28 -32 6 -2 8 -18 6 31 -20 -19 -76 -63 -2 -28 -34 -13 -31 -49 -64 -64 -45 -52 45   79 -1 -37 -14 -34 47 -62 -44 -74 -24 -59 -1
CCU26 33 20 17 0 -23 -26 -22 -38 -10 12 -39 -22 -70 -49 13 -42 -62 -30 -47 -22 -52 -53 -31 -35 27 79   -3 -34 -35 -26 35 -44 -22 -56 -56 -51 -20
SBV26 -37 -16 -7 -15 9 -39 -26 -16 -22 -18 -1 -14 2 -14 21 20 -12 0 -1 -11 35 37 27 28 -13 -1 -3   33 52 24 1 21 24 9 9 3 11
W_U26 19 43 45 48 -6 -68 -68 -40 -56 -67 -25 -4 64 54 52 19 -18 -32 -15 48 88 88 90 91 -72 -37 -34 33   47 93 7 85 82 47 1 31 -40
C_U26 -59 -33 -31 -37 55 -11 7 30 17 14 49 7 25 -10 -21 72 32 18 16 -19 41 43 21 23 -3 -14 -35 52 47   34 35 15 21 4 41 -3 22
S_X26 31 53 55 57 -20 -69 -74 -50 -64 -71 -40 -11 60 55 61 -0 -31 -48 -29 47 84 84 91 90 -71 -34 -26 24 93 34   13 89 84 43 -15 26 -53
SMV26 -22 -13 -16 -39 23 -28 -14 0 8 34 -4 -33 -43 -50 -6 23 -24 -33 -43 -45 -17 -17 -14 -19 37 47 35 1 7 35 13   -27 -18 -67 -32 -76 -25
BOV26 39 62 66 73 -33 -68 -79 -46 -62 -81 -36 3 77 75 59 -10 -20 -32 -9 69 92 92 95 97 -83 -62 -44 21 85 15 89 -27   89 71 -9 54 -42
CTZ26 44 70 73 75 -25 -75 -79 -47 -51 -74 -35 10 68 69 49 18 -30 -29 -12 68 86 86 91 93 -83 -44 -22 24 82 21 84 -18 89   71 -18 53 -35
LCQ26 31 45 48 63 -17 -25 -38 -6 -18 -53 -1 36 82 82 15 26 17 15 33 71 67 67 60 67 -71 -74 -56 9 47 4 43 -67 71 71   22 93 6
HEQ26 -38 -47 -55 -27 52 58 69 60 44 20 70 52 40 23 -48 47 85 74 75 6 3 4 -13 -11 -1 -24 -56 9 1 41 -15 -32 -9 -18 22   41 56
FCQ26 30 30 29 55 -9 4 -8 2 -6 -44 9 50 75 79 3 21 30 33 47 66 47 48 44 50 -65 -59 -51 3 31 -3 26 -76 54 53 93 41   19
JOU26 -43 -45 -46 -42 42 54 66 62 61 49 62 37 -3 -15 -62 59 64 80 70 -13 -26 -25 -45 -42 32 -1 -20 11 -40 22 -53 -25 -42 -35 6 56 19  
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