Any correlation between the eurodollar and the 30 yr. T_bond

What , if any, are the correlations between the eurodollar and the US bonds????

 

About 70% (lately).

 

The correlation between the two exists because they are both interest rate products but on opposite ends of the yield curve.

Same could be said for JGB and euroyen.

 

yes.

 

larrybf,

Check out this website for market correlations.
http://mrci.com/special/correl.htm


Regards,
Dave Scott

 

thanks for the replies....WD SCOTT..........great link info