some examples of intercorrelated futures.
1. ES YM RTY NQ
2 OMXS30, Dax, CAC40
3.China A50, Hangseng
4. ES YM RTY NQ dax cac40 China A50, Hangseng ....
5. index futures, copper, crude oil
6. gold, Germany bund, US ZN ZB bond, Italy BTP
7. Euro gbp aud