|
 |
| MRCI's Historical Limit Report |
Orange Juice(ICE) Last 200 Days Limit Statistics(1974-2008 Contracts) |
|
Limit Up |
Tot Pct Exceed |
Limit Down |
Tot Pct Exceed |
| Total Limits |
379 |
|
374 |
|
| Exceed Day 1 |
227(60%) |
60% |
214(57%) |
57% |
| Exceed Day 2 |
19(5%) |
65% |
15(4%) |
61% |
| Exceed Day 3 |
57(15%) |
80% |
62(17%) |
78% |
| Exceed Days 4-7 |
22(6%) |
86% |
29(8%) |
86% |
| Exceed Days 8-20 |
14(4%) |
89% |
24(6%) |
92% |
| Exceed Days 21-50 |
12(3%) |
93% |
11(3%) |
95% |
| Exceed Days 51-100 |
2(1%) |
93% |
6(2%) |
97% |
| Exceed > Day 100 |
26(7%) |
100% |
13(3%) |
100% |
Exceed by Later Contracts |
24(6%) |
|
15(4%) |
|
| Limits by Month |
| Type |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| Up |
103 |
25 |
44 |
23 |
14 |
20 |
16 |
21 |
10 |
47 |
9 |
47 |
| Down |
51 |
36 |
24 |
22 |
14 |
38 |
25 |
22 |
16 |
58 |
23 |
45 |
| Total |
154 |
61 |
68 |
45 |
28 |
58 |
41 |
43 |
26 |
105 |
32 |
92 |
|
|