Any correlation between the eurodollar and the 30 yr. T_bond

Discussion in 'Economics' started by larrybf, Feb 18, 2004.

  1. What , if any, are the correlations between the eurodollar and the US bonds????
  2. saxon


    About 70% (lately).
  3. 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.
  4. yes.
  5. wdscott



    Check out this website for market correlations.

    Dave Scott
  6. thanks for the replies....WD SCOTT..........great link info