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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) - 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  
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