Commodities: 30 Day Correlation Analysis as at Dec 04, 2020

30 Day
COCOA
COFFEE
COPPER
CORN
COTTON
CRUDE
FEEDCATTLE
GASOLINE
GOIL
GOLD
HEATOIL
LEANHOGS
LIVECATTLE
LUMBER
NATGAS
OATS
ORANGE
SILVER
SOYBEANOIL
SOYBEANS
SOYMEAL
SUGAR
WHEAT
COCOA 0.73 0.71 0.78 0.74 0.77 -0.01 0.70 0.79 -0.77 0.82 0.58 -0.01 0.75 -0.62 -0.74 0.84 -0.74 0.78 0.81 0.57 -0.03 -0.26
COFFEE 0.73 0.56 0.65 0.33 0.59 -0.05 0.45 0.59 -0.57 0.59 0.33 -0.10 0.68 -0.62 -0.63 0.89 -0.54 0.77 0.70 0.47 0.20 -0.29
COPPER 0.71 0.56 0.34 0.28 0.86 0.36 0.78 0.87 -0.71 0.86 0.73 0.00 0.88 -0.68 -0.86 0.57 -0.51 0.46 0.41 0.08 -0.49 -0.71
CORN 0.78 0.65 0.34 0.76 0.60 -0.08 0.59 0.61 -0.60 0.63 0.30 0.16 0.51 -0.40 -0.38 0.76 -0.67 0.73 0.88 0.85 0.18 0.22
COTTON 0.74 0.33 0.28 0.76 0.45 -0.01 0.48 0.45 -0.60 0.49 0.41 0.18 0.31 -0.22 -0.34 0.47 -0.68 0.48 0.64 0.62 0.09 0.23
CRUDE 0.77 0.59 0.86 0.60 0.45 0.45 0.97 1.00 -0.88 0.99 0.71 0.32 0.87 -0.56 -0.75 0.67 -0.76 0.62 0.67 0.44 -0.43 -0.49
FEEDCATTLE -0.01 -0.05 0.36 -0.08 -0.01 0.45 0.50 0.43 -0.54 0.39 0.64 0.79 0.23 0.12 -0.39 -0.09 -0.40 -0.27 -0.08 -0.04 -0.65 -0.37
GASOLINE 0.70 0.45 0.78 0.59 0.48 0.97 0.50 0.97 -0.87 0.97 0.69 0.40 0.76 -0.46 -0.65 0.52 -0.77 0.49 0.59 0.45 -0.51 -0.37
GOIL 0.79 0.59 0.87 0.61 0.45 1.00 0.43 0.97 -0.88 1.00 0.71 0.30 0.87 -0.57 -0.76 0.66 -0.76 0.61 0.67 0.43 -0.45 -0.49
GOLD -0.77 -0.57 -0.71 -0.60 -0.60 -0.88 -0.54 -0.87 -0.88 -0.88 -0.77 -0.45 -0.66 0.28 0.76 -0.60 0.95 -0.52 -0.65 -0.50 0.42 0.34
HEATOIL 0.82 0.59 0.86 0.63 0.49 0.99 0.39 0.97 1.00 -0.88 0.71 0.27 0.86 -0.58 -0.75 0.66 -0.77 0.63 0.68 0.45 -0.43 -0.47
LEANHOGS 0.58 0.33 0.73 0.30 0.41 0.71 0.64 0.69 0.71 -0.77 0.71 0.46 0.52 -0.21 -0.85 0.41 -0.63 0.18 0.34 0.20 -0.50 -0.48
LIVECATTLE -0.01 -0.10 0.00 0.16 0.18 0.32 0.79 0.40 0.30 -0.45 0.27 0.46 0.00 0.29 -0.13 -0.02 -0.40 -0.12 0.16 0.33 -0.27 0.08
LUMBER 0.75 0.68 0.88 0.51 0.31 0.87 0.23 0.76 0.87 -0.66 0.86 0.52 0.00 -0.81 -0.69 0.73 -0.51 0.70 0.63 0.25 -0.27 -0.68
NATGAS -0.62 -0.62 -0.68 -0.40 -0.22 -0.56 0.12 -0.46 -0.57 0.28 -0.58 -0.21 0.29 -0.81 0.46 -0.60 0.16 -0.60 -0.43 -0.05 -0.08 0.49
OATS -0.74 -0.63 -0.86 -0.38 -0.34 -0.75 -0.39 -0.65 -0.76 0.76 -0.75 -0.85 -0.13 -0.69 0.46 -0.68 0.60 -0.44 -0.49 -0.21 0.32 0.57
ORANGE 0.84 0.89 0.57 0.76 0.47 0.67 -0.09 0.52 0.66 -0.60 0.66 0.41 -0.02 0.73 -0.60 -0.68 -0.56 0.87 0.89 0.64 0.26 -0.24
SILVER -0.74 -0.54 -0.51 -0.67 -0.68 -0.76 -0.40 -0.77 -0.76 0.95 -0.77 -0.63 -0.40 -0.51 0.16 0.60 -0.56 -0.52 -0.67 -0.59 0.29 0.12
SOYBEANOIL 0.78 0.77 0.46 0.73 0.48 0.62 -0.27 0.49 0.61 -0.52 0.63 0.18 -0.12 0.70 -0.60 -0.44 0.87 -0.52 0.90 0.60 0.23 -0.19
SOYBEANS 0.81 0.70 0.41 0.88 0.64 0.67 -0.08 0.59 0.67 -0.65 0.68 0.34 0.16 0.63 -0.43 -0.49 0.89 -0.67 0.90 0.85 0.20 -0.01
SOYMEAL 0.57 0.47 0.08 0.85 0.62 0.44 -0.04 0.45 0.43 -0.50 0.45 0.20 0.33 0.25 -0.05 -0.21 0.64 -0.59 0.60 0.85 0.23 0.35
SUGAR -0.03 0.20 -0.49 0.18 0.09 -0.43 -0.65 -0.51 -0.45 0.42 -0.43 -0.50 -0.27 -0.27 -0.08 0.32 0.26 0.29 0.23 0.20 0.23 0.52
WHEAT -0.26 -0.29 -0.71 0.22 0.23 -0.49 -0.37 -0.37 -0.49 0.34 -0.47 -0.48 0.08 -0.68 0.49 0.57 -0.24 0.12 -0.19 -0.01 0.35 0.52
NOTE: For any symbols showing 'n/a' there's not enough data for a meaningful calculation.