MRCI's Inter-Market Futures Correlations

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MRCI's Inter-Market Futures Correlations

Correlation
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Correlations 60 Day
Correlations 90 Day
Correlations 120 Day
Correlations 180 Day
Correlations

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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) - Jun 29, 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 KCN26 CCN26 SBN26 W_U26 C_U26 S_X26 SMV26 BOV26 CTZ26 LCQ26 HEQ26 FCQ26 JOU26

YMU26 86 77 84 -46 -4 -23 -9 3 -35 -7 38 38 57 -1 -21 2 17 27 71 11 9 17 24 -39 -42 -5 -56 2 -50 14 -22 32 35 37 -16 29 -29

ESU26 86 97 89 -46 -45 -59 -24 -17 -45 -15 27 48 57 17 6 -14 -0 15 72 43 43 48 54 -49 -49 -9 -33 35 -21 44 -12 57 66 48 -31 28 -33

NQU26 77 97 85 -55 -57 -72 -39 -35 -49 -31 11 42 49 34 -0 -28 -15 1 65 49 48 55 60 -48 -48 -7 -24 41 -20 49 -12 61 70 48 -42 24 -38

QRU26 84 89 85 -46 -37 -59 -21 -21 -64 -9 41 69 80 22 -9 9 16 35 85 55 54 61 66 -72 -69 -39 -31 41 -24 50 -43 72 73 73 -3 59 -30

NKU26 -46 -46 -55 -46 18 40 50 48 34 57 22 -2 -14 -49 54 39 32 21 -24 -8 -6 -16 -17 14 21 -6 22 3 54 -10 22 -27 -16 -16 47 -5 37

USU26 -4 -45 -57 -37 18 93 52 46 60 37 23 -28 -21 -47 -26 60 47 37 -34 -74 -73 -74 -75 47 36 3 -40 -59 -25 -56 -5 -64 -72 -55 52 -17 30

TYU26 -23 -59 -72 -59 40 93 64 61 73 58 32 -36 -40 -61 -2 67 63 44 -48 -75 -74 -80 -81 56 52 12 -21 -59 -3 -63 13 -77 -76 -69 66 -31 49

SFU26 -9 -24 -39 -21 50 52 64 84 47 82 67 20 14 -89 42 70 53 46 1 -21 -20 -31 -29 19 3 -17 -9 -15 24 -20 6 -25 -29 -8 60 7 37

EUU26 3 -17 -35 -21 48 46 61 84 58 70 66 -5 -1 -99 46 45 49 35 -8 -45 -44 -51 -49 32 29 16 -12 -43 5 -44 12 -49 -37 -21 36 -2 41

JYU26 -35 -45 -49 -64 34 60 73 47 58 12 -8 -68 -71 -62 27 -15 -18 -37 -73 -73 -72 -78 -78 80 76 65 4 -60 -6 -67 30 -80 -69 -59 -15 -41 42

CDU26 -7 -15 -31 -9 57 37 58 82 70 12 74 42 32 -73 61 78 70 65 23 7 8 -4 -3 -7 -17 -33 6 8 47 2 -1 -2 -5 6 75 17 29

BPU26 38 27 11 41 22 23 32 67 66 -8 74 59 64 -68 53 67 72 74 58 16 17 12 15 -34 -37 -37 -7 4 6 2 -38 19 21 46 59 56 25

ADU26 38 48 42 69 -2 -28 -36 20 -5 -68 42 59 94 3 62 60 44 65 83 79 79 78 79 -81 -89 -85 -10 71 29 73 -34 84 73 77 52 65 -18

MPU26 57 57 49 80 -14 -21 -40 14 -1 -71 32 64 94 2 12 56 49 70 91 66 66 68 70 -81 -88 -78 -23 54 3 60 -40 78 67 76 44 67 -22

DXU26 -1 17 34 22 -49 -47 -61 -89 -99 -62 -73 -68 3 2 -48 -47 -48 -34 9 42 41 49 48 -32 -27 -15 9 39 -8 43 -7 47 36 18 -39 -1 -45

GVN26 -21 6 -0 -9 54 -26 -2 42 46 27 61 53 62 12 -48 28 51 47 7 37 41 25 29 -11 30 -4 26 49 71 38 48 6 40 13 34 9 46

GCQ26 2 -14 -28 9 39 60 67 70 45 -15 78 67 60 56 -47 28 82 86 43 16 17 9 10 -27 -41 -64 -9 16 26 13 -22 18 2 27 89 39 26

PLV26 17 -0 -15 16 32 47 63 53 49 -18 70 72 44 49 -48 51 82 93 52 5 5 -1 1 -27 -24 -36 3 -2 12 -8 -29 4 2 25 77 39 45

SIU26 27 15 1 35 21 37 44 46 35 -37 65 74 65 70 -34 47 86 93 69 26 26 22 24 -42 -46 -58 -4 19 12 16 -32 30 21 40 76 47 25

HGU26 71 72 65 85 -24 -34 -48 1 -8 -73 23 58 83 91 9 7 43 52 69 60 59 61 65 -77 -80 -58 -22 46 -6 51 -38 72 66 69 31 58 -17

CLQ26 11 43 49 55 -8 -74 -75 -21 -45 -73 7 16 79 66 42 37 16 5 26 60 100 99 98 -79 -78 -71 22 91 48 88 -21 94 89 71 18 48 -25

CBU26 9 43 48 54 -6 -73 -74 -20 -44 -72 8 17 79 66 41 41 17 5 26 59 100 98 98 -79 -78 -71 23 91 50 89 -21 94 89 71 19 48 -25

HOQ26 17 48 55 61 -16 -74 -80 -31 -51 -78 -4 12 78 68 49 25 9 -1 22 61 99 98 99 -82 -79 -69 16 89 39 90 -23 96 92 74 11 50 -31

RBQ26 24 54 60 66 -17 -75 -81 -29 -49 -78 -3 15 79 70 48 29 10 1 24 65 98 98 99 -83 -79 -68 14 90 38 89 -25 97 94 76 10 52 -32

NGQ26 -39 -49 -48 -72 14 47 56 19 32 80 -7 -34 -81 -81 -32 -11 -27 -27 -42 -77 -79 -79 -82 -83 82 69 -2 -66 -18 -66 44 -84 -81 -83 -30 -70 19

KCN26 -42 -49 -48 -69 21 36 52 3 29 76 -17 -37 -89 -88 -27 30 -41 -24 -46 -80 -78 -78 -79 -79 82 82 12 -64 -9 -70 39 -88 -68 -73 -33 -57 34

CCN26 -5 -9 -7 -39 -6 3 12 -17 16 65 -33 -37 -85 -78 -15 -4 -64 -36 -58 -58 -71 -71 -69 -68 69 82 3 -65 -30 -66 30 -75 -51 -61 -59 -53 19

SBN26 -56 -33 -24 -31 22 -40 -21 -9 -12 4 6 -7 -10 -23 9 26 -9 3 -4 -22 22 23 16 14 -2 12 3 20 49 5 -10 4 9 8 12 9 27

W_U26 2 35 41 41 3 -59 -59 -15 -43 -60 8 4 71 54 39 49 16 -2 19 46 91 91 89 90 -66 -64 -65 20 64 93 1 84 82 56 17 33 -27

C_U26 -50 -21 -20 -24 54 -25 -3 24 5 -6 47 6 29 3 -8 71 26 12 12 -6 48 50 39 38 -18 -9 -30 49 64 53 33 26 34 6 36 -3 9

S_X26 14 44 49 50 -10 -56 -63 -20 -44 -67 2 2 73 60 43 38 13 -8 16 51 88 89 90 89 -66 -70 -66 5 93 53 11 89 83 52 7 25 -45

SMV26 -22 -12 -12 -43 22 -5 13 6 12 30 -1 -38 -34 -40 -7 48 -22 -29 -32 -38 -21 -21 -23 -25 44 39 30 -10 1 33 11 -30 -21 -68 -33 -80 -25

BOV26 32 57 61 72 -27 -64 -77 -25 -49 -80 -2 19 84 78 47 6 18 4 30 72 94 94 96 97 -84 -88 -75 4 84 26 89 -30 88 77 14 54 -37

CTZ26 35 66 70 73 -16 -72 -76 -29 -37 -69 -5 21 73 67 36 40 2 2 21 66 89 89 92 94 -81 -68 -51 9 82 34 83 -21 88 76 1 53 -26

LCQ26 37 48 48 73 -16 -55 -69 -8 -21 -59 6 46 77 76 18 13 27 25 40 69 71 71 74 76 -83 -73 -61 8 56 6 52 -68 77 76 31 94 -0

HEQ26 -16 -31 -42 -3 47 52 66 60 36 -15 75 59 52 44 -39 34 89 77 76 31 18 19 11 10 -30 -33 -59 12 17 36 7 -33 14 1 31 46 36

FCQ26 29 28 24 59 -5 -17 -31 7 -2 -41 17 56 65 67 -1 9 39 39 47 58 48 48 50 52 -70 -57 -53 9 33 -3 25 -80 54 53 94 46 20

JOU26 -29 -33 -38 -30 37 30 49 37 41 42 29 25 -18 -22 -45 46 26 45 25 -17 -25 -25 -31 -32 19 34 19 27 -27 9 -45 -25 -37 -26 -0 36 20

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