Carbon dioxide has a measured magnetic susceptibility.

Susceptibility of a magnet is the ability of a medium to get affected by an external field.

it is a method for measuring the magnetic susceptibility of a samples using special tools such as vibrating magnetometer

Please see the link for a value for magnetic susceptibility according to fermilab.

William F. Hanna has written:

'Weak-field magnetic susceptibility anisotropy and its dynamic measurement' -- subject(s): Magnetic properties, Magnetic susceptibility, Measurement, Rocks