 |
| 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) - Oct 02, 2026 |
| |
YMZ26 |
ESZ26 |
NQZ26 |
QRZ26 |
NKZ26 |
USZ26 |
TYZ26 |
SFZ26 |
EUZ26 |
JYZ26 |
CDZ26 |
BPZ26 |
ADZ26 |
MPZ26 |
DXZ26 |
GVV26 |
GCZ26 |
PLF27 |
SIZ26 |
HGZ26 |
CLX26 |
CBZ26 |
HOX26 |
RBX26 |
NGX26 |
KCZ26 |
CCZ26 |
SBH27 |
W_Z26 |
C_Z26 |
S_X26 |
SMZ26 |
BOZ26 |
CTZ26 |
LCZ26 |
HEZ26 |
FCX26 |
JOX26 |
| YMZ26 |
|
88 |
77 |
92
| -55 |
-43 |
-48 |
-58 |
-36 |
-37 |
-55 |
25 |
21 |
78 |
33 |
-48 |
-58 |
-53 |
-49 |
80 |
20 |
15 |
49 |
39 |
-70 |
46 |
83 |
34 |
37 |
4 |
43 |
29 |
41 |
57 |
-47 |
-76 |
-55 |
-68 |
| ESZ26 |
88 |
|
96
| 92
| -56 |
-55 |
-60 |
-68 |
-49 |
-45 |
-60 |
9 |
39 |
74 |
46 |
6 |
-67 |
-59 |
-53 |
92
| 54 |
51 |
71 |
69 |
-80 |
23 |
77 |
50 |
57 |
26 |
64 |
46 |
68 |
77 |
-42 |
-78 |
-52 |
-70 |
| NQZ26 |
77 |
96
| |
89 |
-61 |
-43 |
-53 |
-66 |
-56 |
-53 |
-64 |
-7 |
34 |
61 |
54 |
-2 |
-72 |
-62 |
-53 |
86 |
56 |
54 |
67 |
69 |
-73 |
5 |
67 |
43 |
50 |
17 |
58 |
38 |
73 |
73 |
-27 |
-74 |
-37 |
-65 |
| QRZ26 |
92
| 92
| 89 |
|
-57 |
-23 |
-30 |
-59 |
-44 |
-55 |
-60 |
12 |
27 |
75 |
43 |
-67 |
-70 |
-62 |
-54 |
80 |
33 |
29 |
54 |
50 |
-76 |
28 |
74 |
29 |
41 |
2 |
44 |
19 |
62 |
70 |
-28 |
-70 |
-39 |
-66 |
| NKZ26 |
-55 |
-56 |
-61 |
-57 |
|
21 |
27 |
51 |
51 |
50 |
62 |
20 |
9 |
-23 |
-51 |
30 |
51 |
50 |
40 |
-47 |
-14 |
-13 |
-31 |
-30 |
43 |
-19 |
-48 |
-26 |
-13 |
10 |
-24 |
-9 |
-35 |
-32 |
24 |
63 |
27 |
48 |
| USZ26 |
-43 |
-55 |
-43 |
-23 |
21 |
|
96
| 79 |
55 |
-9 |
44 |
-3 |
-12 |
-27 |
-43 |
-43 |
42 |
38 |
45 |
-55 |
-73 |
-72 |
-90 |
-89 |
70 |
-42 |
-64 |
-78 |
-64 |
-58 |
-81 |
-80 |
-36 |
-44 |
73 |
68 |
71 |
64 |
| TYZ26 |
-48 |
-60 |
-53 |
-30 |
27 |
96
| |
86 |
66 |
-2 |
57 |
8 |
-7 |
-28 |
-55 |
-39 |
53 |
48 |
52 |
-58 |
-72 |
-70 |
-90 |
-90
| 70 |
-33 |
-68 |
-75 |
-61 |
-54 |
-84 |
-83 |
-39 |
-40 |
70 |
77 |
67 |
69 |
| SFZ26 |
-58 |
-68 |
-66 |
-59 |
51 |
79 |
86 |
|
89 |
65 |
89 |
42 |
4 |
-35 |
-86 |
6 |
85 |
78 |
77 |
-58 |
-66 |
-64 |
-85 |
-80 |
85 |
-32 |
-77 |
-70 |
-65 |
-40 |
-77 |
-60 |
-64 |
-65 |
58 |
82 |
60 |
78 |
| EUZ26 |
-36 |
-49 |
-56 |
-44 |
51 |
55 |
66 |
89 |
|
78 |
89 |
71 |
19 |
-3 |
-99
| 33 |
83 |
82 |
76 |
-36 |
-56 |
-55 |
-67 |
-68 |
69 |
-10 |
-53 |
-46 |
-49 |
-20 |
-60 |
-38 |
-65 |
-46 |
38 |
62 |
39 |
70 |
| JYZ26 |
-37 |
-45 |
-53 |
-55 |
50 |
-9 |
-2 |
65 |
78 |
|
74 |
53 |
13 |
-13 |
-83 |
65 |
75 |
75 |
62 |
-33 |
-36 |
-35 |
-44 |
-48 |
62 |
-9 |
-40 |
-14 |
-37 |
3 |
-34 |
-2 |
-67 |
-49 |
19 |
39 |
24 |
58 |
| CDZ26 |
-55 |
-60 |
-64 |
-60 |
62 |
44 |
57 |
89 |
89 |
74 |
|
57 |
29 |
-17 |
-91
| 45 |
89 |
80 |
73 |
-46 |
-39 |
-38 |
-59 |
-57 |
71 |
-20 |
-65 |
-39 |
-34 |
-2 |
-50 |
-33 |
-53 |
-44 |
32 |
75 |
32 |
69 |
| BPZ26 |
25 |
9 |
-7 |
12 |
20 |
-3 |
8 |
42 |
71 |
53 |
57 |
|
44 |
49 |
-75 |
26 |
42 |
44 |
37 |
17 |
-23 |
-25 |
-16 |
-24 |
15 |
35 |
11 |
-2 |
-5 |
7 |
-14 |
-3 |
-28 |
4 |
-10 |
10 |
-13 |
19 |
| ADZ26 |
21 |
39 |
34 |
27 |
9 |
-12 |
-7 |
4 |
19 |
13 |
29 |
44 |
|
64 |
-25 |
68 |
9 |
-6 |
-7 |
46 |
54 |
52 |
43 |
46 |
-31 |
-23 |
3 |
30 |
55 |
55 |
48 |
37 |
48 |
57 |
-12 |
-5 |
-22 |
-22 |
| MPZ26 |
78 |
74 |
61 |
75 |
-23 |
-27 |
-28 |
-35 |
-3 |
-13 |
-17 |
49 |
64 |
|
-0 |
6 |
-30 |
-33 |
-34 |
75 |
40 |
33 |
55 |
47 |
-64 |
24 |
58 |
43 |
55 |
35 |
52 |
39 |
47 |
70 |
-40 |
-53 |
-51 |
-53 |
| DXZ26 |
33 |
46 |
54 |
43 |
-51 |
-43 |
-55 |
-86 |
-99
| -83 |
-91
| -75 |
-25 |
-0 |
|
-40 |
-84 |
-82 |
-74 |
32 |
51 |
50 |
61 |
64 |
-66 |
7 |
49 |
39 |
44 |
14 |
54 |
31 |
64 |
43 |
-32 |
-58 |
-33 |
-67 |
| GVV26 |
-48 |
6 |
-2 |
-67 |
30 |
-43 |
-39 |
6 |
33 |
65 |
45 |
26 |
68 |
6 |
-40 |
|
60 |
66 |
36 |
19 |
72 |
77 |
48 |
66 |
2 |
-13 |
-9 |
57 |
60 |
81 |
61 |
65 |
10 |
50 |
-15 |
6 |
-12 |
22 |
| GCZ26 |
-58 |
-67 |
-72 |
-70 |
51 |
42 |
53 |
85 |
83 |
75 |
89 |
42 |
9 |
-30 |
-84 |
60 |
|
89 |
83 |
-49 |
-52 |
-50 |
-66 |
-66 |
78 |
-16 |
-66 |
-39 |
-46 |
-9 |
-54 |
-29 |
-70 |
-60 |
28 |
69 |
33 |
74 |
| PLF27 |
-53 |
-59 |
-62 |
-62 |
50 |
38 |
48 |
78 |
82 |
75 |
80 |
44 |
-6 |
-33 |
-82 |
66 |
89 |
|
91
| -41 |
-52 |
-51 |
-65 |
-65 |
78 |
-5 |
-54 |
-36 |
-49 |
-13 |
-56 |
-27 |
-73 |
-57 |
28 |
62 |
34 |
81 |
| SIZ26 |
-49 |
-53 |
-53 |
-54 |
40 |
45 |
52 |
77 |
76 |
62 |
73 |
37 |
-7 |
-34 |
-74 |
36 |
83 |
91
| |
-36 |
-54 |
-53 |
-67 |
-65 |
76 |
-10 |
-55 |
-43 |
-51 |
-23 |
-59 |
-35 |
-65 |
-55 |
33 |
60 |
37 |
78 |
| HGZ26 |
80 |
92
| 86 |
80 |
-47 |
-55 |
-58 |
-58 |
-36 |
-33 |
-46 |
17 |
46 |
75 |
32 |
19 |
-49 |
-41 |
-36 |
|
52 |
48 |
66 |
64 |
-71 |
19 |
68 |
47 |
55 |
29 |
60 |
50 |
58 |
70 |
-47 |
-69 |
-58 |
-60 |
| CLX26 |
20 |
54 |
56 |
33 |
-14 |
-73 |
-72 |
-66 |
-56 |
-36 |
-39 |
-23 |
54 |
40 |
51 |
72 |
-52 |
-52 |
-54 |
52 |
|
100
| 92
| 96
| -68 |
-13 |
37 |
74 |
83 |
75 |
87 |
71 |
80 |
76 |
-40 |
-48 |
-46 |
-55 |
| CBZ26 |
15 |
51 |
54 |
29 |
-13 |
-72 |
-70 |
-64 |
-55 |
-35 |
-38 |
-25 |
52 |
33 |
50 |
77 |
-50 |
-51 |
-53 |
48 |
100
| |
90
| 96
| -66 |
-15 |
33 |
73 |
82 |
74 |
85 |
69 |
79 |
75 |
-37 |
-45 |
-42 |
-53 |
| HOX26 |
49 |
71 |
67 |
54 |
-31 |
-90 |
-90 |
-85 |
-67 |
-44 |
-59 |
-16 |
43 |
55 |
61 |
48 |
-66 |
-65 |
-67 |
66 |
92
| 90
| |
97
| -85 |
17 |
65 |
84 |
87 |
71 |
94
| 78 |
78 |
83 |
-60 |
-71 |
-66 |
-73 |
| RBX26 |
39 |
69 |
69 |
50 |
-30 |
-89 |
-90
| -80 |
-68 |
-48 |
-57 |
-24 |
46 |
47 |
64 |
66 |
-66 |
-65 |
-65 |
64 |
96
| 96
| 97
| |
-81 |
2 |
54 |
77 |
86 |
69 |
92
| 74 |
84 |
83 |
-48 |
-63 |
-53 |
-69 |
| NGX26 |
-70 |
-80 |
-73 |
-76 |
43 |
70 |
70 |
85 |
69 |
62 |
71 |
15 |
-31 |
-64 |
-66 |
2 |
78 |
78 |
76 |
-71 |
-68 |
-66 |
-85 |
-81 |
|
-28 |
-72 |
-61 |
-73 |
-41 |
-77 |
-52 |
-77 |
-83 |
49 |
72 |
57 |
80 |
| KCZ26 |
46 |
23 |
5 |
28 |
-19 |
-42 |
-33 |
-32 |
-10 |
-9 |
-20 |
35 |
-23 |
24 |
7 |
-13 |
-16 |
-5 |
-10 |
19 |
-13 |
-15 |
17 |
2 |
-28 |
|
66 |
34 |
19 |
13 |
16 |
16 |
-14 |
19 |
-57 |
-34 |
-54 |
-23 |
| CCZ26 |
83 |
77 |
67 |
74 |
-48 |
-64 |
-68 |
-77 |
-53 |
-40 |
-65 |
11 |
3 |
58 |
49 |
-9 |
-66 |
-54 |
-55 |
68 |
37 |
33 |
65 |
54 |
-72 |
66 |
|
63 |
55 |
31 |
62 |
51 |
41 |
63 |
-66 |
-79 |
-69 |
-68 |
| SBH27 |
34 |
50 |
43 |
29 |
-26 |
-78 |
-75 |
-70 |
-46 |
-14 |
-39 |
-2 |
30 |
43 |
39 |
57 |
-39 |
-36 |
-43 |
47 |
74 |
73 |
84 |
77 |
-61 |
34 |
63 |
|
78 |
80 |
83 |
78 |
47 |
67 |
-70 |
-65 |
-70 |
-53 |
| W_Z26 |
37 |
57 |
50 |
41 |
-13 |
-64 |
-61 |
-65 |
-49 |
-37 |
-34 |
-5 |
55 |
55 |
44 |
60 |
-46 |
-49 |
-51 |
55 |
83 |
82 |
87 |
86 |
-73 |
19 |
55 |
78 |
|
85 |
91
| 74 |
73 |
83 |
-61 |
-46 |
-65 |
-62 |
| C_Z26 |
4 |
26 |
17 |
2 |
10 |
-58 |
-54 |
-40 |
-20 |
3 |
-2 |
7 |
55 |
35 |
14 |
81 |
-9 |
-13 |
-23 |
29 |
75 |
74 |
71 |
69 |
-41 |
13 |
31 |
80 |
85 |
|
83 |
83 |
40 |
59 |
-56 |
-27 |
-55 |
-32 |
| S_X26 |
43 |
64 |
58 |
44 |
-24 |
-81 |
-84 |
-77 |
-60 |
-34 |
-50 |
-14 |
48 |
52 |
54 |
61 |
-54 |
-56 |
-59 |
60 |
87 |
85 |
94
| 92
| -77 |
16 |
62 |
83 |
91
| 83 |
|
88 |
71 |
77 |
-62 |
-63 |
-64 |
-68 |
| SMZ26 |
29 |
46 |
38 |
19 |
-9 |
-80 |
-83 |
-60 |
-38 |
-2 |
-33 |
-3 |
37 |
39 |
31 |
65 |
-29 |
-27 |
-35 |
50 |
71 |
69 |
78 |
74 |
-52 |
16 |
51 |
78 |
74 |
83 |
88 |
|
36 |
50 |
-65 |
-55 |
-62 |
-50 |
| BOZ26 |
41 |
68 |
73 |
62 |
-35 |
-36 |
-39 |
-64 |
-65 |
-67 |
-53 |
-28 |
48 |
47 |
64 |
10 |
-70 |
-73 |
-65 |
58 |
80 |
79 |
78 |
84 |
-77 |
-14 |
41 |
47 |
73 |
40 |
71 |
36 |
|
82 |
-25 |
-44 |
-36 |
-64 |
| CTZ26 |
57 |
77 |
73 |
70 |
-32 |
-44 |
-40 |
-65 |
-46 |
-49 |
-44 |
4 |
57 |
70 |
43 |
50 |
-60 |
-57 |
-55 |
70 |
76 |
75 |
83 |
83 |
-83 |
19 |
63 |
67 |
83 |
59 |
77 |
50 |
82 |
|
-37 |
-55 |
-48 |
-61 |
| LCZ26 |
-47 |
-42 |
-27 |
-28 |
24 |
73 |
70 |
58 |
38 |
19 |
32 |
-10 |
-12 |
-40 |
-32 |
-15 |
28 |
28 |
33 |
-47 |
-40 |
-37 |
-60 |
-48 |
49 |
-57 |
-66 |
-70 |
-61 |
-56 |
-62 |
-65 |
-25 |
-37 |
|
57 |
97
| 55 |
| HEZ26 |
-76 |
-78 |
-74 |
-70 |
63 |
68 |
77 |
82 |
62 |
39 |
75 |
10 |
-5 |
-53 |
-58 |
6 |
69 |
62 |
60 |
-69 |
-48 |
-45 |
-71 |
-63 |
72 |
-34 |
-79 |
-65 |
-46 |
-27 |
-63 |
-55 |
-44 |
-55 |
57 |
|
60 |
72 |
| FCX26 |
-55 |
-52 |
-37 |
-39 |
27 |
71 |
67 |
60 |
39 |
24 |
32 |
-13 |
-22 |
-51 |
-33 |
-12 |
33 |
34 |
37 |
-58 |
-46 |
-42 |
-66 |
-53 |
57 |
-54 |
-69 |
-70 |
-65 |
-55 |
-64 |
-62 |
-36 |
-48 |
97
| 60 |
|
61 |
| JOX26 |
-68 |
-70 |
-65 |
-66 |
48 |
64 |
69 |
78 |
70 |
58 |
69 |
19 |
-22 |
-53 |
-67 |
22 |
74 |
81 |
78 |
-60 |
-55 |
-53 |
-73 |
-69 |
80 |
-23 |
-68 |
-53 |
-62 |
-32 |
-68 |
-50 |
-64 |
-61 |
55 |
72 |
61 |
|
|