S&P 500 = September 2010 S&P 500 Index e-mini contract
10yr T-note = September 2010 10-year U.S. T-note contract
Gold = August 2010 Comex Gold contract
Oil = August 2010 Light Sweet Crude Oil contract
CHART 1
- strong positive correlation
- moderate positive correlation
- negligible correlation
Correlation Symbol - Moderate Negative - moderate negative correlation
The correlation matrix shown above is based on correlation coefficients derived from 15-minute chart closing prices on GFTs DealBook 360 platform, from June 1 through 30, 2010.
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- strong positive correlation
- moderate positive correlation
- negligible correlation
Correlation Symbol - Moderate Negative - moderate negative correlation
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