 |
| 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) - 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 |
|
|