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) - Jul 06, 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 78 85 -54 -7 -28 -20 -9 -38 -21 33 34 56 10 -30 -9 7 18 69 7 5 18 25 -39 -31 2 -41 -0 -57 14 -31 32 35 40 -22 33 -28

ESU26 87 97 89 -51 -46 -61 -30 -24 -48 -24 23 46 57 24 -2 -21 -7 9 72 41 40 48 55 -50 -43 -4 -18 34 -28 44 -18 57 66 50 -34 31 -33

NQU26 78 97 86 -59 -57 -73 -45 -40 -52 -39 8 40 50 39 -8 -35 -21 -4 65 46 45 55 61 -49 -44 -1 -9 40 -27 50 -18 62 70 49 -45 27 -39

QRU26 85 89 86 -52 -38 -61 -30 -30 -66 -21 36 65 79 29 -18 -1 7 28 83 50 49 60 66 -71 -62 -31 -13 39 -32 49 -50 71 72 74 -8 62 -30

NKU26 -54 -51 -59 -52 21 43 56 54 41 63 23 -3 -18 -55 59 44 36 24 -27 -7 -5 -20 -21 18 17 -10 13 2 58 -14 27 -30 -20 -19 49 -8 40

USU26 -7 -46 -57 -38 21 93 52 47 60 38 24 -27 -22 -47 -22 59 48 38 -35 -72 -71 -74 -75 48 36 -1 -49 -58 -21 -57 -2 -64 -72 -55 53 -18 31

TYU26 -28 -61 -73 -61 43 93 65 63 74 60 34 -34 -41 -63 4 68 65 47 -48 -72 -70 -79 -81 57 49 6 -33 -58 2 -63 16 -77 -76 -69 67 -32 51

SFU26 -20 -30 -45 -30 56 52 65 86 54 85 65 18 9 -90 49 72 55 48 -4 -20 -18 -33 -33 24 4 -19 -16 -15 30 -24 10 -28 -32 -11 60 3 41

EUU26 -9 -24 -40 -30 54 47 63 86 64 74 65 -6 -5 -99 52 49 52 38 -11 -42 -41 -52 -51 35 29 12 -21 -41 13 -46 17 -50 -39 -23 39 -5 43

JYU26 -38 -48 -52 -66 41 60 74 54 64 24 -3 -64 -69 -67 35 -4 -9 -29 -71 -70 -68 -78 -78 80 72 57 -18 -57 4 -65 40 -80 -69 -63 -9 -47 39

CDU26 -21 -24 -39 -21 63 38 60 85 74 24 70 37 23 -77 66 78 70 64 15 6 7 -10 -10 0 -14 -33 3 5 51 -6 3 -8 -11 2 74 13 35

BPU26 33 23 8 36 23 24 34 65 65 -3 70 59 62 -67 55 67 72 74 57 15 16 10 13 -32 -31 -36 -3 2 7 -0 -39 17 19 45 59 56 29

ADU26 34 46 40 65 -3 -27 -34 18 -6 -64 37 59 93 3 65 56 41 63 82 79 79 77 78 -80 -88 -83 6 70 26 71 -40 84 72 79 51 68 -14

MPU26 56 57 50 79 -18 -22 -41 9 -5 -69 23 62 93 5 9 49 44 65 91 65 64 67 70 -81 -83 -74 -5 52 -2 58 -49 78 67 81 41 72 -18

DXU26 10 24 39 29 -55 -47 -63 -90 -99 -67 -77 -67 3 5 -54 -52 -52 -38 11 39 35 50 49 -34 -27 -10 20 38 -17 45 -14 48 38 21 -41 3 -46

GVN26 -30 -2 -8 -18 59 -22 4 49 52 35 66 55 65 9 -54 37 57 54 5 41 44 23 25 -7 8 -19 22 49 74 34 52 5 36 11 39 6 47

GCQ26 -9 -21 -35 -1 44 59 68 72 49 -4 78 67 56 49 -52 37 82 86 37 15 15 4 4 -21 -35 -63 -5 13 29 6 -22 12 -3 25 90 38 34

PLV26 7 -7 -21 7 36 48 65 55 52 -9 70 72 41 44 -52 57 82 93 47 3 4 -5 -4 -22 -18 -35 6 -4 16 -14 -29 -0 -2 23 77 38 52

SIU26 18 9 -4 28 24 38 47 48 38 -29 64 74 63 65 -38 54 86 93 65 24 25 17 19 -38 -40 -56 6 16 13 10 -36 25 17 40 77 49 35

HGU26 69 72 65 83 -27 -35 -48 -4 -11 -71 15 57 82 91 11 5 37 47 65 59 58 61 65 -77 -74 -53 -4 45 -11 49 -46 71 66 73 28 63 -13

CLQ26 7 41 46 50 -7 -72 -72 -20 -42 -70 6 15 79 65 39 41 15 3 24 59 100 97 96 -78 -81 -70 38 90 46 87 -23 93 87 72 17 50 -22

CBU26 5 40 45 49 -5 -71 -70 -18 -41 -68 7 16 79 64 35 44 15 4 25 58 100 97 96 -77 -80 -70 39 91 48 87 -23 93 88 71 18 50 -22

HOQ26 18 48 55 60 -20 -74 -79 -33 -52 -78 -10 10 77 67 50 23 4 -5 17 61 97 97 99 -82 -80 -66 34 88 34 90 -28 96 92 75 8 53 -30

RBQ26 25 55 61 66 -21 -75 -81 -33 -51 -78 -10 13 78 70 49 25 4 -4 19 65 96 96 99 -83 -79 -64 32 89 32 90 -30 97 94 78 7 55 -31

NGQ26 -39 -50 -49 -71 18 48 57 24 35 80 0 -32 -80 -81 -34 -7 -21 -22 -38 -77 -78 -77 -82 -83 80 65 -19 -65 -13 -66 51 -83 -81 -85 -26 -73 17

KCU26 -31 -43 -44 -62 17 36 49 4 29 72 -14 -31 -88 -83 -27 8 -35 -18 -40 -74 -81 -80 -80 -79 80 82 -6 -66 -12 -70 41 -88 -68 -74 -30 -59 32

CCU26 2 -4 -1 -31 -10 -1 6 -19 12 57 -33 -36 -83 -74 -10 -19 -63 -35 -56 -53 -70 -70 -66 -64 65 82 -10 -63 -30 -62 32 -72 -47 -61 -59 -54 14

SBV26 -41 -18 -9 -13 13 -49 -33 -16 -21 -18 3 -3 6 -5 20 22 -5 6 6 -4 38 39 34 32 -19 -6 -10 35 50 25 -10 23 26 18 14 15 12

W_U26 -0 34 40 39 2 -58 -58 -15 -41 -57 5 2 70 52 38 49 13 -4 16 45 90 91 88 89 -65 -66 -63 35 60 92 -2 84 82 58 16 35 -24

C_U26 -57 -28 -27 -32 58 -21 2 30 13 4 51 7 26 -2 -17 74 29 16 13 -11 46 48 34 32 -13 -12 -30 50 60 47 35 21 29 3 38 -4 15

S_X26 14 44 50 49 -14 -57 -63 -24 -46 -65 -6 -0 71 58 45 34 6 -14 10 49 87 87 90 90 -66 -70 -62 25 92 47 4 88 83 55 3 30 -42

SMV26 -31 -18 -18 -50 27 -2 16 10 17 40 3 -39 -40 -49 -14 52 -22 -29 -36 -46 -23 -23 -28 -30 51 41 32 -10 -2 35 4 -36 -25 -69 -33 -80 -18

BOV26 32 57 62 71 -30 -64 -77 -28 -50 -80 -8 17 84 78 48 5 12 -0 25 71 93 93 96 97 -83 -88 -72 23 84 21 88 -36 88 79 10 58 -35

CTZ26 35 66 70 72 -20 -72 -76 -32 -39 -69 -11 19 72 67 38 36 -3 -2 17 66 87 88 92 94 -81 -68 -47 26 82 29 83 -25 88 77 -2 56 -25

LCQ26 40 50 49 74 -19 -55 -69 -11 -23 -63 2 45 79 81 21 11 25 23 40 73 72 71 75 78 -85 -74 -61 18 58 3 55 -69 79 77 29 94 -3

HEQ26 -22 -34 -45 -8 49 53 67 60 39 -9 74 59 51 41 -41 39 90 77 77 28 17 18 8 7 -26 -30 -59 14 16 38 3 -33 10 -2 29 45 41

FCQ26 33 31 27 62 -8 -18 -32 3 -5 -47 13 56 68 72 3 6 38 38 49 63 50 50 53 55 -73 -59 -54 15 35 -4 30 -80 58 56 94 45 16

JOU26 -28 -33 -39 -30 40 31 51 41 43 39 35 29 -14 -18 -46 47 34 52 35 -13 -22 -22 -30 -31 17 32 14 12 -24 15 -42 -18 -35 -25 -3 41 16

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