|
 |
| MRCI's Historical Limit Report |
Cotton(ICE)
Last 200 Days Limit Statistics(1974-2008 Contracts) |
|
Limit
Up |
Tot Pct
Exceed |
Limit
Down |
Tot Pct
Exceed |
| Total Limits |
841 |
|
760 |
|
| Exceed Day 1 |
507(60%) |
60% |
517(68%) |
68% |
| Exceed Day 2 |
16(2%) |
62% |
21(3%) |
71% |
| Exceed Day 3 |
136(16%) |
78% |
65(9%) |
79% |
| Exceed Days 4-7 |
62(7%) |
86% |
72(9%) |
89% |
| Exceed Days 8-20 |
44(5%) |
91% |
41(5%) |
94% |
| Exceed Days 21-50 |
21(2%) |
93% |
22(3%) |
97% |
| Exceed Days 51-100 |
9(1%) |
95% |
7(1%) |
98% |
| Exceed > Day 100 |
43(5%) |
100% |
15(2%) |
100% |
Exceed by
Later Contracts |
48(6%) |
|
20(3%) |
|
| Limits Not Exceeded |
| Date |
Up |
Down |
| Dec 2008-08/12/2008 |
71.74 |
|
| Limits by Month |
| Type |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| Up |
62 |
94 |
59 |
65 |
36 |
111 |
69 |
81 |
101 |
46 |
63 |
54 |
| Down |
75 |
61 |
85 |
52 |
46 |
84 |
68 |
57 |
79 |
63 |
57 |
33 |
| Total |
137 |
155 |
144 |
117 |
82 |
195 |
137 |
138 |
180 |
109 |
120 |
87 |
|
|
