
Click on the above chart to view a larger version.
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Chart Key:
S&P 500 = June 2009 S&P 500 e-mini contract
Dow = Dow Jones mini contract
NASDAQ = June 2009 NASDAQ 100 e-mini contract
Gold = June 2009 Comex Gold contract
Oil = June 2009 Light Sweet Crude oil contract
5yr T-note = June 2009 5-year US T-note contract
10yr T-note = June 2009 10-year US T-note contract
30yr T-bond = June 2009 30-year US T-bond contract
- strong positive correlation
- moderate positive correlation
- negligible correlation
- moderate negative correlation
- strong negative correlation
The correlation table shown above is based on correlation coefficients derived from 15-minute chart closing prices on GFT’s DealBook 360 platform, from April 1 through 30, 2009.
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Curt. You’ve just been elevated to GOD status for these correlation charts! THANKYOU!!!!
fxWoody.