The default multivariate report shows the standard correlation matrix and the scatterplot matrix. The platform menu lists additional correlation options and other techniques for looking at multiple variables. See Multivariate Platform Options.
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Select Analyze > Multivariate Methods > Multivariate.
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Click OK.
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In most of the analysis options, a missing value in an observation does not cause the entire observation to be deleted. However, the Pairwise Correlations option excludes rows that are missing for either of the variables under consideration. The Simple Statistics > Univariate option calculates its statistics column-by-column, without regard to missing values in other columns.