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MRCI's Historical Limit Report

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MRCI's Historical Limit Report

Wheat(KCBT)
Last 200 Days Limit Statistics(1976-2012 Contracts)

Limit
Up
Tot Pct
Exceed
Limit
Down
Tot Pct
Exceed
Total Limits 132   66  
Exceed Day 1 89(67%) 67% 39(59%) 59%
Exceed Day 2 4(3%) 70% 2(3%) 62%
Exceed Day 3 19(14%) 85% 13(20%) 82%
Exceed Days 4-7 7(5%) 90% 3(5%) 86%
Exceed Days 8-20 5(4%) 94% 5(8%) 94%
Exceed Days 21-50 6(5%) 98% 3(5%) 98%
Exceed Days 51-100 0(0%) 98% 1(2%) 100%
Exceed > Day 100 2(2%) 100% 0(0%) 100%
Exceed by
Later Contracts
5(4%)   1(2%)  
Limits by Month
Type Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Up 21 25 10 3 1 14 3 6 18 13 8 10
Down 9 6 15 0 2 3 3 4 5 11 4 4
Total 30 31 25 3 3 17 6 10 23 24 12 14
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An options trader can be right on price direction; but, if he buys high volatility or sells low volatility, he can still lose money.

MRCI volatility charts, updated daily and available to MRCI ONLINE subscribers, overlay current historical and implied volatility
levels onto a graph depicting "normal" levels and seasonal trends throughout the year.

MRCI's Implied Volatility Report, (as shown below) apprises options traders of whether and by how much volatility may be greater or lesser than average.

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