|
 |
| MRCI's Historical Limit Report |
Lumber(CME)
Last 200 Days Limit Statistics(1974-2008 Contracts) |
|
Limit
Up |
Tot Pct
Exceed |
Limit
Down |
Tot Pct
Exceed |
| Total Limits |
2060 |
|
1772 |
|
| Exceed Day 1 |
1313(64%) |
64% |
1232(70%) |
70% |
| Exceed Day 2 |
63(3%) |
67% |
65(4%) |
73% |
| Exceed Day 3 |
282(14%) |
80% |
221(12%) |
86% |
| Exceed Days 4-7 |
163(8%) |
88% |
112(6%) |
92% |
| Exceed Days 8-20 |
90(4%) |
93% |
58(3%) |
95% |
| Exceed Days 21-50 |
52(3%) |
95% |
30(2%) |
97% |
| Exceed Days 51-100 |
20(1%) |
96% |
18(1%) |
98% |
| Exceed > Day 100 |
73(4%) |
100% |
36(2%) |
100% |
Exceed by
Later Contracts |
93(5%) |
|
41(2%) |
|
| Limits Not Exceeded |
| Date |
Up |
Down |
| Mar 2005-02/28/2005 |
418.5 |
|
| Limits by Month |
| Type |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| Up |
218 |
206 |
155 |
189 |
165 |
160 |
111 |
184 |
141 |
207 |
149 |
175 |
| Down |
133 |
149 |
155 |
169 |
141 |
186 |
131 |
167 |
164 |
139 |
119 |
119 |
| Total |
351 |
355 |
310 |
358 |
306 |
346 |
242 |
351 |
305 |
346 |
268 |
294 |
|
|
