 |
| 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 13, 2026 |
| |
YMU26 |
ESU26 |
NQU26 |
QRU26 |
NKU26 |
USU26 |
TYU26 |
SFU26 |
EUU26 |
JYU26 |
CDU26 |
BPU26 |
ADU26 |
MPU26 |
DXU26 |
GVN26 |
GCQ26 |
PLV26 |
SIU26 |
HGU26 |
CLQ26 |
CBU26 |
HOQ26 |
RBQ26 |
NGQ26 |
KCU26 |
CCU26 |
SBV26 |
W_U26 |
C_U26 |
S_X26 |
SMV26 |
BOV26 |
CTZ26 |
LCQ26 |
HEQ26 |
FCQ26 |
JOU26 |
| YMU26 |
|
87 |
79 |
86 |
-60 |
-16 |
-35 |
-29 |
-18 |
-40 |
-34 |
31 |
30 |
54 |
18 |
-37 |
-18 |
-4 |
8 |
67 |
4 |
3 |
21 |
27 |
-41 |
-20 |
14 |
-34 |
1 |
-61 |
17 |
-36 |
34 |
39 |
42 |
-29 |
38 |
-32 |
| ESU26 |
87 |
|
98
| 90 |
-56 |
-50 |
-64 |
-36 |
-30 |
-50 |
-34 |
22 |
43 |
56 |
29 |
-8 |
-28 |
-15 |
1 |
72 |
38 |
38 |
50 |
56 |
-52 |
-35 |
6 |
-13 |
34 |
-32 |
46 |
-23 |
58 |
67 |
52 |
-39 |
35 |
-36 |
| NQU26 |
79 |
98
| |
87 |
-63 |
-60 |
-74 |
-49 |
-44 |
-55 |
-46 |
7 |
39 |
50 |
43 |
-13 |
-40 |
-27 |
-10 |
66 |
45 |
44 |
57 |
62 |
-51 |
-37 |
6 |
-5 |
40 |
-30 |
52 |
-21 |
63 |
71 |
51 |
-49 |
31 |
-42 |
| QRU26 |
86 |
90 |
87 |
|
-58 |
-43 |
-64 |
-36 |
-36 |
-70 |
-31 |
34 |
63 |
78 |
35 |
-25 |
-9 |
-1 |
19 |
83 |
48 |
47 |
62 |
67 |
-72 |
-52 |
-21 |
-8 |
39 |
-36 |
52 |
-54 |
72 |
73 |
75 |
-14 |
65 |
-34 |
| NKU26 |
-60 |
-56 |
-63 |
-58 |
|
29 |
50 |
63 |
60 |
51 |
69 |
21 |
-4 |
-21 |
-61 |
63 |
48 |
41 |
29 |
-31 |
-7 |
-5 |
-26 |
-27 |
25 |
10 |
-17 |
9 |
-3 |
59 |
-23 |
27 |
-35 |
-27 |
-20 |
51 |
-11 |
48 |
| USU26 |
-16 |
-50 |
-60 |
-43 |
29 |
|
93
| 57 |
52 |
64 |
44 |
25 |
-24 |
-24 |
-52 |
-13 |
63 |
52 |
44 |
-36 |
-69 |
-68 |
-75 |
-76 |
51 |
24 |
-11 |
-49 |
-59 |
-16 |
-60 |
-4 |
-66 |
-73 |
-52 |
56 |
-17 |
38 |
| TYU26 |
-35 |
-64 |
-74 |
-64 |
50 |
93
| |
69 |
66 |
77 |
64 |
35 |
-30 |
-42 |
-67 |
11 |
71 |
68 |
52 |
-49 |
-67 |
-66 |
-80 |
-82 |
60 |
35 |
-6 |
-33 |
-58 |
7 |
-66 |
14 |
-78 |
-78 |
-66 |
70 |
-30 |
56 |
| SFU26 |
-29 |
-36 |
-49 |
-36 |
63 |
57 |
69 |
|
88 |
60 |
89 |
61 |
19 |
6 |
-91
| 54 |
75 |
60 |
53 |
-6 |
-18 |
-17 |
-37 |
-37 |
29 |
-4 |
-27 |
-20 |
-18 |
34 |
-30 |
13 |
-32 |
-37 |
-14 |
63 |
-1 |
47 |
| EUU26 |
-18 |
-30 |
-44 |
-36 |
60 |
52 |
66 |
88 |
|
69 |
79 |
61 |
-5 |
-7 |
-99
| 56 |
55 |
57 |
44 |
-13 |
-39 |
-38 |
-55 |
-54 |
39 |
19 |
2 |
-24 |
-43 |
18 |
-51 |
19 |
-52 |
-43 |
-25 |
43 |
-9 |
49 |
| JYU26 |
-40 |
-50 |
-55 |
-70 |
51 |
64 |
77 |
60 |
69 |
|
40 |
-3 |
-59 |
-66 |
-71 |
41 |
7 |
4 |
-16 |
-68 |
-67 |
-66 |
-79 |
-79 |
81 |
61 |
44 |
-28 |
-56 |
12 |
-65 |
53 |
-81 |
-71 |
-71 |
1 |
-59 |
40 |
| CDU26 |
-34 |
-34 |
-46 |
-31 |
69 |
44 |
64 |
89 |
79 |
40 |
|
66 |
32 |
14 |
-83 |
69 |
79 |
71 |
64 |
6 |
3 |
4 |
-19 |
-18 |
10 |
-16 |
-36 |
2 |
-3 |
52 |
-19 |
1 |
-17 |
-20 |
1 |
74 |
12 |
47 |
| BPU26 |
31 |
22 |
7 |
34 |
21 |
25 |
35 |
61 |
61 |
-3 |
66 |
|
60 |
64 |
-64 |
55 |
65 |
71 |
75 |
58 |
15 |
16 |
9 |
12 |
-31 |
-31 |
-35 |
-2 |
2 |
7 |
-1 |
-41 |
16 |
18 |
45 |
59 |
57 |
29 |
| ADU26 |
30 |
43 |
39 |
63 |
-4 |
-24 |
-30 |
19 |
-5 |
-59 |
32 |
60 |
|
93
| 0 |
68 |
54 |
38 |
59 |
81 |
78 |
78 |
75 |
77 |
-78 |
-85 |
-80 |
11 |
68 |
24 |
67 |
-48 |
82 |
70 |
84 |
48 |
77 |
-9 |
| MPU26 |
54 |
56 |
50 |
78 |
-21 |
-24 |
-42 |
6 |
-7 |
-66 |
14 |
64 |
93
| |
5 |
8 |
44 |
37 |
60 |
90 |
63 |
63 |
67 |
70 |
-81 |
-79 |
-68 |
1 |
51 |
-7 |
55 |
-59 |
77 |
67 |
87 |
37 |
82 |
-15 |
| DXU26 |
18 |
29 |
43 |
35 |
-61 |
-52 |
-67 |
-91
| -99
| -71 |
-83 |
-64 |
0 |
5 |
|
-58 |
-57 |
-58 |
-45 |
11 |
36 |
33 |
52 |
51 |
-38 |
-17 |
0 |
24 |
39 |
-22 |
48 |
-17 |
50 |
41 |
23 |
-46 |
7 |
-51 |
| GVN26 |
-37 |
-8 |
-13 |
-25 |
63 |
-13 |
11 |
54 |
56 |
41 |
69 |
55 |
68 |
8 |
-58 |
|
43 |
61 |
58 |
3 |
42 |
45 |
16 |
20 |
-0 |
-10 |
-31 |
19 |
45 |
75 |
23 |
49 |
0 |
29 |
13 |
43 |
7 |
52 |
| GCQ26 |
-18 |
-28 |
-40 |
-9 |
48 |
63 |
71 |
75 |
55 |
7 |
79 |
65 |
54 |
44 |
-57 |
43 |
|
83 |
86 |
32 |
12 |
13 |
-3 |
-3 |
-14 |
-37 |
-64 |
-5 |
8 |
31 |
-3 |
-24 |
6 |
-10 |
24 |
90 |
38 |
43 |
| PLV26 |
-4 |
-15 |
-27 |
-1 |
41 |
52 |
68 |
60 |
57 |
4 |
71 |
71 |
38 |
37 |
-58 |
61 |
83 |
|
93
| 40 |
0 |
1 |
-13 |
-11 |
-14 |
-18 |
-36 |
7 |
-10 |
17 |
-24 |
-32 |
-7 |
-9 |
23 |
77 |
39 |
61 |
| SIU26 |
8 |
1 |
-10 |
19 |
29 |
44 |
52 |
53 |
44 |
-16 |
64 |
75 |
59 |
60 |
-45 |
58 |
86 |
93
| |
59 |
21 |
21 |
10 |
12 |
-31 |
-38 |
-55 |
8 |
10 |
14 |
-1 |
-42 |
18 |
10 |
42 |
77 |
54 |
44 |
| HGU26 |
67 |
72 |
66 |
83 |
-31 |
-36 |
-49 |
-6 |
-13 |
-68 |
6 |
58 |
81 |
90 |
11 |
3 |
32 |
40 |
59 |
|
57 |
56 |
60 |
64 |
-77 |
-69 |
-46 |
1 |
43 |
-16 |
46 |
-56 |
71 |
66 |
79 |
23 |
73 |
-10 |
| CLQ26 |
4 |
38 |
45 |
48 |
-7 |
-69 |
-67 |
-18 |
-39 |
-67 |
3 |
15 |
78 |
63 |
36 |
42 |
12 |
0 |
21 |
57 |
|
100
| 96
| 95
| -75 |
-79 |
-67 |
42 |
89 |
45 |
84 |
-28 |
92
| 85 |
74 |
15 |
54 |
-19 |
| CBU26 |
3 |
38 |
44 |
47 |
-5 |
-68 |
-66 |
-17 |
-38 |
-66 |
4 |
16 |
78 |
63 |
33 |
45 |
13 |
1 |
21 |
56 |
100
| |
95
| 95
| -76 |
-78 |
-67 |
43 |
90
| 47 |
85 |
-28 |
91
| 86 |
74 |
16 |
54 |
-19 |
| HOQ26 |
21 |
50 |
57 |
62 |
-26 |
-75 |
-80 |
-37 |
-55 |
-79 |
-19 |
9 |
75 |
67 |
52 |
16 |
-3 |
-13 |
10 |
60 |
96
| 95
| |
99
| -82 |
-72 |
-57 |
38 |
88 |
28 |
90 |
-34 |
96
| 92
| 78 |
2 |
58 |
-32 |
| RBQ26 |
27 |
56 |
62 |
67 |
-27 |
-76 |
-82 |
-37 |
-54 |
-79 |
-18 |
12 |
77 |
70 |
51 |
20 |
-3 |
-11 |
12 |
64 |
95
| 95
| 99
| |
-83 |
-73 |
-55 |
37 |
89 |
27 |
90 |
-36 |
97
| 94
| 80 |
1 |
60 |
-32 |
| NGQ26 |
-41 |
-52 |
-51 |
-72 |
25 |
51 |
60 |
29 |
39 |
81 |
10 |
-31 |
-78 |
-81 |
-38 |
-0 |
-14 |
-14 |
-31 |
-77 |
-75 |
-76 |
-82 |
-83 |
|
72 |
56 |
-23 |
-65 |
-8 |
-66 |
55 |
-84 |
-81 |
-87 |
-20 |
-78 |
20 |
| KCU26 |
-20 |
-35 |
-37 |
-52 |
10 |
24 |
35 |
-4 |
19 |
61 |
-16 |
-31 |
-85 |
-79 |
-17 |
-10 |
-37 |
-18 |
-38 |
-69 |
-79 |
-78 |
-72 |
-73 |
72 |
|
81 |
-8 |
-61 |
-13 |
-60 |
46 |
-81 |
-61 |
-75 |
-30 |
-62 |
21 |
| CCU26 |
14 |
6 |
6 |
-21 |
-17 |
-11 |
-6 |
-27 |
2 |
44 |
-36 |
-35 |
-80 |
-68 |
0 |
-31 |
-64 |
-36 |
-55 |
-46 |
-67 |
-67 |
-57 |
-55 |
56 |
81 |
|
-11 |
-56 |
-32 |
-50 |
37 |
-63 |
-38 |
-61 |
-59 |
-57 |
2 |
| SBV26 |
-34 |
-13 |
-5 |
-8 |
9 |
-49 |
-33 |
-20 |
-24 |
-28 |
2 |
-2 |
11 |
1 |
24 |
19 |
-5 |
7 |
8 |
1 |
42 |
43 |
38 |
37 |
-23 |
-8 |
-11 |
|
40 |
50 |
32 |
-7 |
28 |
30 |
17 |
15 |
13 |
6 |
| W_U26 |
1 |
34 |
40 |
39 |
-3 |
-59 |
-58 |
-18 |
-43 |
-56 |
-3 |
2 |
68 |
51 |
39 |
45 |
8 |
-10 |
10 |
43 |
89 |
90
| 88 |
89 |
-65 |
-61 |
-56 |
40 |
|
57 |
92
| -7 |
83 |
82 |
60 |
11 |
40 |
-24 |
| C_U26 |
-61 |
-32 |
-30 |
-36 |
59 |
-16 |
7 |
34 |
18 |
12 |
52 |
7 |
24 |
-7 |
-22 |
75 |
31 |
17 |
14 |
-16 |
45 |
47 |
28 |
27 |
-8 |
-13 |
-32 |
50 |
57 |
|
40 |
34 |
16 |
23 |
3 |
39 |
-4 |
21 |
| S_X26 |
17 |
46 |
52 |
52 |
-23 |
-60 |
-66 |
-30 |
-51 |
-65 |
-19 |
-1 |
67 |
55 |
48 |
23 |
-3 |
-24 |
-1 |
46 |
84 |
85 |
90 |
90 |
-66 |
-60 |
-50 |
32 |
92
| 40 |
|
-3 |
89 |
84 |
59 |
-5 |
37 |
-43 |
| SMV26 |
-36 |
-23 |
-21 |
-54 |
27 |
-4 |
14 |
13 |
19 |
53 |
1 |
-41 |
-48 |
-59 |
-17 |
49 |
-24 |
-32 |
-42 |
-56 |
-28 |
-28 |
-34 |
-36 |
55 |
46 |
37 |
-7 |
-7 |
34 |
-3 |
|
-42 |
-30 |
-69 |
-36 |
-79 |
-12 |
| BOV26 |
34 |
58 |
63 |
72 |
-35 |
-66 |
-78 |
-32 |
-52 |
-81 |
-17 |
16 |
82 |
77 |
50 |
0 |
6 |
-7 |
18 |
71 |
92
| 91
| 96
| 97
| -84 |
-81 |
-63 |
28 |
83 |
16 |
89 |
-42 |
|
89 |
82 |
5 |
63 |
-36 |
| CTZ26 |
39 |
67 |
71 |
73 |
-27 |
-73 |
-78 |
-37 |
-43 |
-71 |
-20 |
18 |
70 |
67 |
41 |
29 |
-10 |
-9 |
10 |
66 |
85 |
86 |
92
| 94
| -81 |
-61 |
-38 |
30 |
82 |
23 |
84 |
-30 |
89 |
|
79 |
-8 |
60 |
-28 |
| LCQ26 |
42 |
52 |
51 |
75 |
-20 |
-52 |
-66 |
-14 |
-25 |
-71 |
1 |
45 |
84 |
87 |
23 |
13 |
24 |
23 |
42 |
79 |
74 |
74 |
78 |
80 |
-87 |
-75 |
-61 |
17 |
60 |
3 |
59 |
-69 |
82 |
79 |
|
29 |
94
| -7 |
| HEQ26 |
-29 |
-39 |
-49 |
-14 |
51 |
56 |
70 |
63 |
43 |
1 |
74 |
59 |
48 |
37 |
-46 |
43 |
90 |
77 |
77 |
23 |
15 |
16 |
2 |
1 |
-20 |
-30 |
-59 |
15 |
11 |
39 |
-5 |
-36 |
5 |
-8 |
29 |
|
47 |
48 |
| FCQ26 |
38 |
35 |
31 |
65 |
-11 |
-17 |
-30 |
-1 |
-9 |
-59 |
12 |
57 |
77 |
82 |
7 |
7 |
38 |
39 |
54 |
73 |
54 |
54 |
58 |
60 |
-78 |
-62 |
-57 |
13 |
40 |
-4 |
37 |
-79 |
63 |
60 |
94
| 47 |
|
10 |
| JOU26 |
-32 |
-36 |
-42 |
-34 |
48 |
38 |
56 |
47 |
49 |
40 |
47 |
29 |
-9 |
-15 |
-51 |
52 |
43 |
61 |
44 |
-10 |
-19 |
-19 |
-32 |
-32 |
20 |
21 |
2 |
6 |
-24 |
21 |
-43 |
-12 |
-36 |
-28 |
-7 |
48 |
10 |
|
|