 |
| 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) - Aug 21, 2026 |
| |
YMU26 |
ESU26 |
NQU26 |
QRU26 |
NKU26 |
USU26 |
TYU26 |
SFU26 |
EUU26 |
JYU26 |
CDU26 |
BPU26 |
ADU26 |
MPU26 |
DXU26 |
GVQ26 |
GCZ26 |
PLV26 |
SIU26 |
HGU26 |
CLV26 |
CBX26 |
HOU26 |
RBU26 |
NGU26 |
KCU26 |
CCU26 |
SBV26 |
W_U26 |
C_U26 |
S_X26 |
SMV26 |
BOV26 |
CTZ26 |
LCV26 |
HEV26 |
FCU26 |
JOU26 |
| YMU26 |
|
91
| 81 |
90
| -62 |
-52 |
-59 |
-61 |
-42 |
-46 |
-61 |
17 |
19 |
63 |
40 |
-52 |
-55 |
-48 |
-43 |
76 |
17 |
14 |
47 |
40 |
-58 |
33 |
55 |
7 |
28 |
-51 |
40 |
-0 |
39 |
52 |
-10 |
-68 |
-10 |
-60 |
| ESU26 |
91
| |
96
| 94
| -60 |
-67 |
-74 |
-60 |
-47 |
-56 |
-57 |
14 |
39 |
69 |
44 |
-28 |
-56 |
-50 |
-41 |
85 |
46 |
44 |
65 |
63 |
-66 |
12 |
41 |
18 |
49 |
-29 |
58 |
7 |
61 |
74 |
4 |
-64 |
-4 |
-60 |
| NQU26 |
81 |
96
| |
92
| -64 |
-65 |
-76 |
-60 |
-53 |
-62 |
-61 |
-1 |
38 |
63 |
52 |
-26 |
-61 |
-55 |
-41 |
80 |
52 |
50 |
64 |
66 |
-62 |
-4 |
33 |
15 |
49 |
-29 |
58 |
-1 |
67 |
75 |
14 |
-67 |
4 |
-58 |
| QRU26 |
90
| 94
| 92
| |
-63 |
-63 |
-75 |
-65 |
-56 |
-67 |
-67 |
7 |
45 |
79 |
55 |
-41 |
-55 |
-55 |
-42 |
84 |
50 |
47 |
70 |
69 |
-75 |
6 |
29 |
12 |
53 |
-35 |
63 |
-9 |
69 |
77 |
18 |
-60 |
13 |
-63 |
| NKU26 |
-62 |
-60 |
-64 |
-63 |
|
39 |
50 |
57 |
52 |
50 |
62 |
16 |
-6 |
-37 |
-52 |
57 |
50 |
50 |
44 |
-45 |
-18 |
-17 |
-38 |
-33 |
38 |
-17 |
-36 |
-25 |
-18 |
45 |
-30 |
22 |
-38 |
-38 |
7 |
69 |
10 |
52 |
| USU26 |
-52 |
-67 |
-65 |
-63 |
39 |
|
95
| 76 |
62 |
67 |
58 |
11 |
-26 |
-50 |
-60 |
24 |
70 |
66 |
60 |
-58 |
-70 |
-68 |
-86 |
-81 |
74 |
-28 |
-43 |
-57 |
-71 |
-10 |
-72 |
-27 |
-68 |
-80 |
20 |
51 |
30 |
63 |
| TYU26 |
-59 |
-74 |
-76 |
-75 |
50 |
95
| |
81 |
74 |
78 |
72 |
23 |
-31 |
-58 |
-72 |
41 |
77 |
77 |
64 |
-64 |
-73 |
-71 |
-88 |
-86 |
77 |
-15 |
-36 |
-44 |
-71 |
6 |
-76 |
-16 |
-79 |
-83 |
6 |
60 |
17 |
72 |
| SFU26 |
-61 |
-60 |
-60 |
-65 |
57 |
76 |
81 |
|
89 |
81 |
91
| 49 |
5 |
-28 |
-90 |
77 |
85 |
77 |
74 |
-42 |
-41 |
-39 |
-68 |
-60 |
67 |
-36 |
-50 |
-38 |
-49 |
26 |
-57 |
-2 |
-53 |
-59 |
19 |
67 |
20 |
69 |
| EUU26 |
-42 |
-47 |
-53 |
-56 |
52 |
62 |
74 |
89 |
|
90
| 87 |
66 |
-12 |
-28 |
-99
| 81 |
71 |
76 |
65 |
-37 |
-54 |
-52 |
-69 |
-68 |
65 |
-5 |
-18 |
-27 |
-58 |
18 |
-64 |
8 |
-67 |
-55 |
-1 |
46 |
4 |
65 |
| JYU26 |
-46 |
-56 |
-62 |
-67 |
50 |
67 |
78 |
81 |
90
| |
80 |
46 |
-33 |
-48 |
-91
| 68 |
62 |
66 |
52 |
-54 |
-68 |
-66 |
-79 |
-80 |
78 |
7 |
-6 |
-21 |
-67 |
12 |
-73 |
10 |
-79 |
-70 |
-19 |
36 |
-13 |
60 |
| CDU26 |
-61 |
-57 |
-61 |
-67 |
62 |
58 |
72 |
91
| 87 |
80 |
|
54 |
7 |
-29 |
-90 |
83 |
83 |
76 |
67 |
-41 |
-28 |
-26 |
-53 |
-49 |
58 |
-21 |
-41 |
-14 |
-34 |
49 |
-46 |
12 |
-49 |
-47 |
2 |
68 |
2 |
64 |
| BPU26 |
17 |
14 |
-1 |
7 |
16 |
11 |
23 |
49 |
66 |
46 |
54 |
|
33 |
36 |
-70 |
46 |
45 |
48 |
44 |
26 |
-10 |
-10 |
-9 |
-12 |
7 |
14 |
0 |
-1 |
-7 |
12 |
-11 |
9 |
-16 |
2 |
5 |
23 |
9 |
26 |
| ADU26 |
19 |
39 |
38 |
45 |
-6 |
-26 |
-31 |
5 |
-12 |
-33 |
7 |
33 |
|
82 |
7 |
73 |
24 |
-7 |
13 |
61 |
76 |
76 |
64 |
70 |
-57 |
-52 |
-56 |
8 |
68 |
33 |
66 |
-2 |
75 |
65 |
56 |
23 |
45 |
-19 |
| MPU26 |
63 |
69 |
63 |
79 |
-37 |
-50 |
-58 |
-28 |
-28 |
-48 |
-29 |
36 |
82 |
|
24 |
-10 |
-6 |
-24 |
-8 |
83 |
63 |
62 |
71 |
71 |
-74 |
-20 |
-18 |
14 |
62 |
-7 |
66 |
-9 |
73 |
73 |
40 |
-16 |
35 |
-41 |
| DXU26 |
40 |
44 |
52 |
55 |
-52 |
-60 |
-72 |
-90 |
-99
| -91
| -90 |
-70 |
7 |
24 |
|
-82 |
-73 |
-76 |
-66 |
34 |
51 |
48 |
66 |
65 |
-63 |
5 |
19 |
24 |
54 |
-21 |
61 |
-9 |
64 |
53 |
1 |
-47 |
-3 |
-64 |
| GVQ26 |
-52 |
-28 |
-26 |
-41 |
57 |
24 |
41 |
77 |
81 |
68 |
83 |
46 |
73 |
-10 |
-82 |
|
66 |
77 |
67 |
-19 |
43 |
50 |
-17 |
4 |
27 |
-37 |
-53 |
4 |
23 |
79 |
4 |
29 |
-8 |
14 |
38 |
65 |
30 |
62 |
| GCZ26 |
-55 |
-56 |
-61 |
-55 |
50 |
70 |
77 |
85 |
71 |
62 |
83 |
45 |
24 |
-6 |
-73 |
66 |
|
82 |
81 |
-24 |
-24 |
-22 |
-46 |
-42 |
45 |
-31 |
-61 |
-21 |
-28 |
33 |
-38 |
-9 |
-36 |
-44 |
21 |
77 |
24 |
65 |
| PLV26 |
-48 |
-50 |
-55 |
-55 |
50 |
66 |
77 |
77 |
76 |
66 |
76 |
48 |
-7 |
-24 |
-76 |
77 |
82 |
|
87 |
-22 |
-43 |
-41 |
-61 |
-58 |
52 |
-8 |
-29 |
-18 |
-47 |
20 |
-59 |
-11 |
-56 |
-51 |
10 |
62 |
17 |
83 |
| SIU26 |
-43 |
-41 |
-41 |
-42 |
44 |
60 |
64 |
74 |
65 |
52 |
67 |
44 |
13 |
-8 |
-66 |
67 |
81 |
87 |
|
-10 |
-26 |
-24 |
-47 |
-40 |
43 |
-25 |
-44 |
-23 |
-32 |
16 |
-42 |
-15 |
-34 |
-38 |
26 |
61 |
29 |
73 |
| HGU26 |
76 |
85 |
80 |
84 |
-45 |
-58 |
-64 |
-42 |
-37 |
-54 |
-41 |
26 |
61 |
83 |
34 |
-19 |
-24 |
-22 |
-10 |
|
54 |
52 |
65 |
64 |
-71 |
-7 |
11 |
11 |
53 |
-21 |
56 |
-3 |
64 |
71 |
22 |
-34 |
16 |
-38 |
| CLV26 |
17 |
46 |
52 |
50 |
-18 |
-70 |
-73 |
-41 |
-54 |
-68 |
-28 |
-10 |
76 |
63 |
51 |
43 |
-24 |
-43 |
-26 |
54 |
|
100
| 91
| 95
| -73 |
-39 |
-33 |
40 |
89 |
41 |
86 |
9 |
93
| 84 |
36 |
-4 |
21 |
-41 |
| CBX26 |
14 |
44 |
50 |
47 |
-17 |
-68 |
-71 |
-39 |
-52 |
-66 |
-26 |
-10 |
76 |
62 |
48 |
50 |
-22 |
-41 |
-24 |
52 |
100
| |
90 |
95
| -72 |
-39 |
-34 |
42 |
88 |
44 |
86 |
9 |
92
| 85 |
37 |
-1 |
23 |
-39 |
| HOU26 |
47 |
65 |
64 |
70 |
-38 |
-86 |
-88 |
-68 |
-69 |
-79 |
-53 |
-9 |
64 |
71 |
66 |
-17 |
-46 |
-61 |
-47 |
65 |
91
| 90 |
|
98
| -87 |
-6 |
-2 |
49 |
91
| 22 |
93
| 13 |
92
| 92
| 16 |
-27 |
6 |
-61 |
| RBU26 |
40 |
63 |
66 |
69 |
-33 |
-81 |
-86 |
-60 |
-68 |
-80 |
-49 |
-12 |
70 |
71 |
65 |
4 |
-42 |
-58 |
-40 |
64 |
95
| 95
| 98
| |
-85 |
-21 |
-13 |
41 |
92
| 26 |
93
| 8 |
96
| 93
| 31 |
-21 |
19 |
-56 |
| NGU26 |
-58 |
-66 |
-62 |
-75 |
38 |
74 |
77 |
67 |
65 |
78 |
58 |
7 |
-57 |
-74 |
-63 |
27 |
45 |
52 |
43 |
-71 |
-73 |
-72 |
-87 |
-85 |
|
3 |
-5 |
-33 |
-76 |
-4 |
-78 |
-0 |
-80 |
-85 |
-26 |
28 |
-21 |
54 |
| KCU26 |
33 |
12 |
-4 |
6 |
-17 |
-28 |
-15 |
-36 |
-5 |
7 |
-21 |
14 |
-52 |
-20 |
5 |
-37 |
-31 |
-8 |
-25 |
-7 |
-39 |
-39 |
-6 |
-21 |
3 |
|
80 |
37 |
-11 |
-11 |
-9 |
28 |
-37 |
-8 |
-68 |
-32 |
-56 |
-14 |
| CCU26 |
55 |
41 |
33 |
29 |
-36 |
-43 |
-36 |
-50 |
-18 |
-6 |
-41 |
0 |
-56 |
-18 |
19 |
-53 |
-61 |
-29 |
-44 |
11 |
-33 |
-34 |
-2 |
-13 |
-5 |
80 |
|
25 |
-14 |
-33 |
-7 |
24 |
-25 |
5 |
-62 |
-63 |
-56 |
-30 |
| SBV26 |
7 |
18 |
15 |
12 |
-25 |
-57 |
-44 |
-38 |
-27 |
-21 |
-14 |
-1 |
8 |
14 |
24 |
4 |
-21 |
-18 |
-23 |
11 |
40 |
42 |
49 |
41 |
-33 |
37 |
25 |
|
45 |
43 |
40 |
14 |
27 |
44 |
-27 |
-19 |
-30 |
-18 |
| W_U26 |
28 |
49 |
49 |
53 |
-18 |
-71 |
-71 |
-49 |
-58 |
-67 |
-34 |
-7 |
68 |
62 |
54 |
23 |
-28 |
-47 |
-32 |
53 |
89 |
88 |
91
| 92
| -76 |
-11 |
-14 |
45 |
|
47 |
94
| 30 |
86 |
84 |
17 |
-2 |
7 |
-51 |
| C_U26 |
-51 |
-29 |
-29 |
-35 |
45 |
-10 |
6 |
26 |
18 |
12 |
49 |
12 |
33 |
-7 |
-21 |
79 |
33 |
20 |
16 |
-21 |
41 |
44 |
22 |
26 |
-4 |
-11 |
-33 |
43 |
47 |
|
35 |
48 |
17 |
22 |
1 |
55 |
-6 |
19 |
| S_X26 |
40 |
58 |
58 |
63 |
-30 |
-72 |
-76 |
-57 |
-64 |
-73 |
-46 |
-11 |
66 |
66 |
61 |
4 |
-38 |
-59 |
-42 |
56 |
86 |
86 |
93
| 93
| -78 |
-9 |
-7 |
40 |
94
| 35 |
|
32 |
91
| 86 |
15 |
-15 |
6 |
-61 |
| SMV26 |
-0 |
7 |
-1 |
-9 |
22 |
-27 |
-16 |
-2 |
8 |
10 |
12 |
9 |
-2 |
-9 |
-9 |
29 |
-9 |
-11 |
-15 |
-3 |
9 |
9 |
13 |
8 |
-0 |
28 |
24 |
14 |
30 |
48 |
32 |
|
-0 |
8 |
-49 |
9 |
-53 |
-21 |
| BOV26 |
39 |
61 |
67 |
69 |
-38 |
-68 |
-79 |
-53 |
-67 |
-79 |
-49 |
-16 |
75 |
73 |
64 |
-8 |
-36 |
-56 |
-34 |
64 |
93
| 92
| 92
| 96
| -80 |
-37 |
-25 |
27 |
86 |
17 |
91
| -0 |
|
86 |
40 |
-18 |
27 |
-54 |
| CTZ26 |
52 |
74 |
75 |
77 |
-38 |
-80 |
-83 |
-59 |
-55 |
-70 |
-47 |
2 |
65 |
73 |
53 |
14 |
-44 |
-51 |
-38 |
71 |
84 |
85 |
92
| 93
| -85 |
-8 |
5 |
44 |
84 |
22 |
86 |
8 |
86 |
|
31 |
-31 |
21 |
-51 |
| LCV26 |
-10 |
4 |
14 |
18 |
7 |
20 |
6 |
19 |
-1 |
-19 |
2 |
5 |
56 |
40 |
1 |
38 |
21 |
10 |
26 |
22 |
36 |
37 |
16 |
31 |
-26 |
-68 |
-62 |
-27 |
17 |
1 |
15 |
-49 |
40 |
31 |
|
26 |
97
| 20 |
| HEV26 |
-68 |
-64 |
-67 |
-60 |
69 |
51 |
60 |
67 |
46 |
36 |
68 |
23 |
23 |
-16 |
-47 |
65 |
77 |
62 |
61 |
-34 |
-4 |
-1 |
-27 |
-21 |
28 |
-32 |
-63 |
-19 |
-2 |
55 |
-15 |
9 |
-18 |
-31 |
26 |
|
30 |
55 |
| FCU26 |
-10 |
-4 |
4 |
13 |
10 |
30 |
17 |
20 |
4 |
-13 |
2 |
9 |
45 |
35 |
-3 |
30 |
24 |
17 |
29 |
16 |
21 |
23 |
6 |
19 |
-21 |
-56 |
-56 |
-30 |
7 |
-6 |
6 |
-53 |
27 |
21 |
97
| 30 |
|
27 |
| JOU26 |
-60 |
-60 |
-58 |
-63 |
52 |
63 |
72 |
69 |
65 |
60 |
64 |
26 |
-19 |
-41 |
-64 |
62 |
65 |
83 |
73 |
-38 |
-41 |
-39 |
-61 |
-56 |
54 |
-14 |
-30 |
-18 |
-51 |
19 |
-61 |
-21 |
-54 |
-51 |
20 |
55 |
27 |
|
|