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MRCI Implied Volatility Charts as of Friday April 24, 2015 Contents Page

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MRCI's Implied Volatility Charts as of Friday April 24, 2015
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For a complete description of the IV, HV, and CTHV columns click here, or click on each column header for individual descriptions.
Implied Volatilty Numbers Reports
1. Implied Volatity Numbers Email TXT
2. SORTED Imp Vol Nbrs Email TXT
Market IV HV +1SD CTHV -1SD IV+-% D2Ex Daily Weekly Monthly
Jun15 Live Cattle(CME) 16.26 17.62 19.45 14.93 10.41 +8% 42 Chart Chart Chart
Aug15 Live Cattle(CME) 15.42 16.01 16.92 12.78 8.64 +20% 105 Chart Chart Chart
Oct15 Live Cattle(CME) 14.84 13.91 15.19 11.16 7.12 +32% 161 Chart Chart Chart
Dec15 Live Cattle(CME) 14.02 11.65 13.78 10.15 6.52 +38% 224 Chart Chart Chart
Apr15 Feeder Cattle(CME) 4.55 12.04 15.94 11.85 7.76 -61% 6 Chart Chart Chart
May15 Feeder Cattle(CME) 12.15 16.96 18.65 14.14 9.62 -14% 34 Chart Chart Chart
Aug15 Feeder Cattle(CME) 13.23 16.56 17.77 13.33 8.90 +0% 125 Chart Chart Chart
Sep15 Feeder Cattle(CME) 13.24 16.32 17.15 12.66 8.16 +4% 153 Chart Chart Chart
May15 Lean Hogs(CME) 24.95 22.00 30.30 21.89 13.48 +13% 20 Chart Chart Chart
Jun15 Lean Hogs(CME) 23.96 25.59 28.40 22.22 16.03 +7% 49 Chart Chart Chart
Jul15 Lean Hogs(CME) 25.65 22.86 26.97 20.43 13.90 +25% 81 Chart Chart Chart
Aug15 Lean Hogs(CME) 24.32 20.95 26.23 19.64 13.06 +23% 112 Chart Chart Chart
Oct15 Lean Hogs(CME) 23.97 22.20 26.06 18.90 11.74 +26% 173 Chart Chart Chart
Dec15 Lean Hogs(CME) 23.50 20.92 23.99 17.09 10.19 +37% 234 Chart Chart Chart
Jul15 Soybeans(CBOT) 17.34 13.06 30.37 22.11 13.85 -21% 63 Chart Chart Chart
Aug15 Soybeans(CBOT) 19.69 12.97 30.79 21.75 12.72 -9% 91 Chart Chart Chart
Sep15 Soybeans(CBOT) 19.91 12.17 30.34 21.08 11.82 -5% 119 Chart Chart Chart
Nov15 Soybeans(CBOT) 19.23 11.94 30.58 20.72 10.86 -7% 182 Chart Chart Chart
Jan16 Soybeans(CBOT) 18.67 11.81 29.95 20.21 10.46 -7% 245 Chart Chart Chart
Jul15 Soybean Oil(CBOT) 17.53 14.58 31.21 22.67 14.12 -22% 63 Chart Chart Chart
Aug15 Soybean Oil(CBOT) 17.92 14.22 30.66 22.13 13.61 -19% 91 Chart Chart Chart
Sep15 Soybean Oil(CBOT) 18.04 13.92 30.09 21.66 13.22 -16% 119 Chart Chart Chart
Oct15 Soybean Oil(CBOT) 18.11 13.76 30.10 21.43 12.75 -15% 154 Chart Chart Chart
Dec15 Soybean Oil(CBOT) 17.68 13.95 29.88 21.08 12.28 -16% 210 Chart Chart Chart
Jan16 Soybean Oil(CBOT) 17.54 13.94 29.62 20.86 12.10 -15% 245 Chart Chart Chart
Jul15 Soybean Meal(CBOT) 20.26 16.62 32.68 24.88 17.08 -18% 63 Chart Chart Chart
Aug15 Soybean Meal(CBOT) 21.56 15.74 31.94 23.72 15.50 -9% 91 Chart Chart Chart
Sep15 Soybean Meal(CBOT) 21.83 14.47 31.36 22.76 14.15 -4% 119 Chart Chart Chart
Oct15 Soybean Meal(CBOT) 21.37 13.67 33.04 23.00 12.96 -7% 154 Chart Chart Chart
Dec15 Soybean Meal(CBOT) 20.83 13.31 32.25 22.99 13.72 -9% 210 Chart Chart Chart
Jan16 Soybean Meal(CBOT) 20.01 12.92 31.15 22.38 13.61 -10% 245 Chart Chart Chart
Jul15 Corn(CBOT) 22.72 23.16 35.05 26.10 17.16 -12% 63 Chart Chart Chart
Sep15 Corn(CBOT) 26.08 22.26 32.10 24.30 16.51 +7% 119 Chart Chart Chart
Dec15 Corn(CBOT) 24.92 20.90 30.59 23.12 15.66 +7% 210 Chart Chart Chart
Jul15 Wheat(CBOT) 27.27 33.50 38.78 29.77 20.76 -8% 63 Chart Chart Chart
Sep15 Wheat(CBOT) 26.97 32.90 37.20 28.23 19.25 -4% 119 Chart Chart Chart
Dec15 Wheat(CBOT) 25.49 30.85 34.72 26.26 17.81 -2% 210 Chart Chart Chart
Jul15 Wheat(KCBT) 26.89 34.62 36.08 27.96 19.85 -3% 63 Chart Chart Chart
Sep15 Wheat(KCBT) 26.04 33.54 34.94 26.92 18.90 -3% 119 Chart Chart Chart
Dec15 Wheat(KCBT) 24.29 31.94 33.36 25.82 18.28 -5% 210 Chart Chart Chart
Jul15 Wheat(MGE) 22.58 26.47 35.24 25.06 14.87 -9% 63 Chart Chart Chart
Sep15 Wheat(MGE) 22.96 25.16 32.66 23.94 15.23 -4% 119 Chart Chart Chart
Dec15 Wheat(MGE) 21.34 24.78 31.64 23.07 14.50 -7% 210 Chart Chart Chart
Jul15 Cotton(ICE) 21.11 21.49 31.81 24.99 18.18 -15% 56 Chart Chart Chart
Oct15 Cotton(ICE) 18.22 17.65 28.18 20.74 13.30 -12% 147 Chart Chart Chart
Dec15 Cotton(ICE) 17.97 14.60 27.56 19.31 11.07 -6% 203 Chart Chart Chart
Jun15 S & P 500(CME) 11.74 8.85 26.27 17.24 8.22 -31% 55 Chart Chart Chart
Sep15 S & P 500(CME) 13.97 8.89 26.39 17.32 8.25 -19% 146 Chart Chart Chart
Dec15 S & P 500(CME) 15.20 8.89 26.58 17.41 8.25 -12% 237 Chart Chart Chart
Jun15 DJIA Index(CBOT) 12.02 10.12 24.82 16.17 7.53 -25% 55 Chart Chart Chart
Jun15 NASDAQ 100(CME) 13.41 12.08 53.91 28.23 2.54 -52% 55 Chart Chart Chart
Jun15 30-Year T-Bonds(CBOT) 10.43 11.05 11.42 8.67 5.92 +20% 28 Chart Chart Chart
Sep15 30-Year T-Bonds(CBOT) 11.33 11.16 11.54 8.81 6.09 +28% 119 Chart Chart Chart
Jun15 10-Year T-Notes(CBOT) 4.52 3.61 7.57 5.54 3.51 -18% 28 Chart Chart Chart
Sep15 10-Year T-Notes(CBOT) 5.13 3.72 7.81 5.72 3.63 -10% 119 Chart Chart Chart
Jun15 Eurodollars(CME) 62.11 22.87 42.22 26.71 11.21 +132% 52 Chart Chart Chart
Sep15 Eurodollars(CME) 70.02 42.35 60.77 38.56 16.35 +81% 143 Chart Chart Chart
Dec15 Eurodollars(CME) 66.70 50.00 68.02 43.89 19.76 +51% 234 Chart Chart Chart
Jun15 Gold(CMX) 14.00 15.62 27.42 17.56 7.71 -20% 32 Chart Chart Chart
Aug15 Gold(CMX) 15.74 15.62 27.44 17.55 7.66 -10% 94 Chart Chart Chart
Dec15 Gold(CMX) 17.41 15.63 27.42 17.50 7.59 +0% 215 Chart Chart Chart
May15 Copper(CMX) 18.73 18.65 33.97 25.60 17.24 -26% 3 Chart Chart Chart
Jul15 Copper(CMX) 19.66 17.66 33.70 25.18 16.65 -21% 62 Chart Chart Chart
Sep15 Copper(CMX) 19.53 17.29 33.18 24.79 16.39 -21% 124 Chart Chart Chart
Dec15 Copper(CMX) 20.12 17.00 32.48 24.21 15.94 -16% 215 Chart Chart Chart
May15 Silver(CMX) 21.56 24.85 55.31 33.12 10.94 -34% 3 Chart Chart Chart
Jul15 Silver(CMX) 27.32 24.83 55.30 33.05 10.81 -17% 62 Chart Chart Chart
Sep15 Silver(CMX) 27.28 24.79 55.00 32.92 10.85 -17% 124 Chart Chart Chart
Dec15 Silver(CMX) 27.73 24.76 54.78 32.81 10.84 -15% 215 Chart Chart Chart
Jun15 Swiss Franc(CME) 12.35 12.73 13.23 10.04 6.85 +23% 42 Chart Chart Chart
Jun15 EuroFX(CME) 12.16 11.86 11.84 8.91 5.98 +36% 42 Chart Chart Chart
Jun15 Japanese Yen(CME) 8.49 6.93 14.63 10.70 6.77 -20% 42 Chart Chart Chart
Jun15 Canadian Dollar(CME) 8.88 10.44 10.48 7.51 4.55 +18% 42 Chart Chart Chart
Jun15 British Pound(CME) 11.28 8.71 10.88 7.79 4.71 +44% 42 Chart Chart Chart
Jun15 Australian Dollar(CME) 12.20 12.06 16.26 11.10 5.94 +9% 42 Chart Chart Chart
Jun15 US Dollar Index(ICE) 9.63 10.01 9.59 7.26 4.94 +32% 42 Chart Chart Chart
Jun15 Crude Oil(NYM) 33.18 50.17 43.44 31.11 18.78 +6% 21 Chart Chart Chart
Jul15 Crude Oil(NYM) 34.08 47.19 40.21 29.25 18.30 +16% 54 Chart Chart Chart
Aug15 Crude Oil(NYM) 33.35 44.72 38.14 28.05 17.96 +18% 83 Chart Chart Chart
Sep15 Crude Oil(NYM) 32.49 42.68 36.53 27.07 17.61 +20% 115 Chart Chart Chart
Oct15 Crude Oil(NYM) 31.85 41.07 35.40 26.41 17.43 +20% 146 Chart Chart Chart
Nov15 Crude Oil(NYM) 31.49 39.64 34.26 25.65 17.04 +22% 174 Chart Chart Chart
Dec15 Crude Oil(NYM) 30.34 38.12 33.46 25.09 16.72 +20% 207 Chart Chart Chart
Jun15 Brent Crude Oil(ICE) 31.27 48.81 43.52 30.64 17.76 +2% 17 Chart Chart Chart
Jul15 Brent Crude Oil(ICE) 32.71 47.43 41.23 29.11 17.00 +12% 47 Chart Chart Chart
Aug15 Brent Crude Oil(ICE) 32.14 46.15 39.25 27.97 16.69 +14% 80 Chart Chart Chart
Sep15 Brent Crude Oil(ICE) 31.88 44.64 37.59 27.03 16.47 +17% 109 Chart Chart Chart
Oct15 Brent Crude Oil(ICE) 31.35 42.97 36.24 26.23 16.22 +19% 139 Chart Chart Chart
May15 NY Harbor ULSD(NYM) 23.34 41.10 46.06 32.76 19.47 -28% 3 Chart Chart Chart
Jun15 NY Harbor ULSD(NYM) 26.41 40.74 41.94 30.52 19.10 -13% 32 Chart Chart Chart
Jul15 NY Harbor ULSD(NYM) 29.00 40.14 39.60 29.08 18.56 +0% 62 Chart Chart Chart
Aug15 NY Harbor ULSD(NYM) 28.58 39.19 37.87 28.01 18.15 +2% 95 Chart Chart Chart
Sep15 NY Harbor ULSD(NYM) 28.57 38.15 36.64 27.22 17.81 +4% 124 Chart Chart Chart
May15 RBOB Gasoline(NYM) 25.39 49.25 45.91 32.58 19.25 -22% 3 Chart Chart Chart
Jun15 RBOB Gasoline(NYM) 30.23 47.36 42.39 30.21 18.03 +0% 32 Chart Chart Chart
Jul15 RBOB Gasoline(NYM) 31.49 46.05 39.60 28.44 17.28 +10% 62 Chart Chart Chart
Aug15 RBOB Gasoline(NYM) 31.14 45.19 37.56 27.19 16.81 +14% 95 Chart Chart Chart
Sep15 RBOB Gasoline(NYM) 31.97 44.28 36.44 26.44 16.45 +20% 124 Chart Chart Chart
May15 Natural Gas(NYM) 33.10 35.70 49.18 38.28 27.39 -13% 3 Chart Chart Chart
Jun15 Natural Gas(NYM) 38.06 35.72 47.95 37.32 26.69 +1% 32 Chart Chart Chart
Jul15 Natural Gas(NYM) 38.80 34.72 46.02 35.87 25.72 +8% 62 Chart Chart Chart
Aug15 Natural Gas(NYM) 38.16 33.39 44.66 34.69 24.71 +10% 95 Chart Chart Chart
Jul15 Coffee "C"(ICE) 37.07 35.70 41.33 31.44 21.56 +17% 49 Chart Chart Chart
Sep15 Coffee "C"(ICE) 39.01 34.36 40.02 30.26 20.51 +28% 112 Chart Chart Chart
Dec15 Coffee "C"(ICE) 37.39 33.22 38.45 28.92 19.39 +29% 203 Chart Chart Chart
Jul15 Cocoa(ICE) 18.53 20.28 39.51 29.49 19.47 -37% 42 Chart Chart Chart
Sep15 Cocoa(ICE) 18.56 19.37 37.95 28.33 18.71 -34% 105 Chart Chart Chart
Dec15 Cocoa(ICE) 18.55 18.09 36.69 27.45 18.22 -32% 196 Chart Chart Chart
Jul15 Sugar #11(ICE) 27.76 32.16 40.86 30.89 20.93 -10% 52 Chart Chart Chart
Oct15 Sugar #11(ICE) 26.15 27.57 34.24 26.32 18.40 +0% 144 Chart Chart Chart
Jul15 Lumber(CME) 29.30 33.84 34.22 25.80 17.38 +13% 63 Chart Chart Chart
Jul15 Orange Juice(ICE) 29.91 30.79 35.16 25.31 15.47 +18% 42 Chart Chart Chart
Sep15 Orange Juice(ICE) 26.84 27.08 32.41 22.75 13.10 +17% 105 Chart Chart Chart
Nov15 Orange Juice(ICE) 22.14 26.90 31.38 21.76 12.14 +1% 161 Chart Chart Chart
Apr15 Class III Milk(CME) 6.48 4.90 13.45 8.81 4.17 -26% 10 Chart Chart Chart
May15 Class III Milk(CME) 10.34 18.28 26.22 19.00 11.77 -45% 41 Chart Chart Chart
Jun15 Class III Milk(CME) 18.50 22.16 27.39 20.10 12.81 -7% 69 Chart Chart Chart
Jul15 Class III Milk(CME) 21.20 19.50 25.41 18.40 11.40 +15% 102 Chart Chart Chart
Aug15 Class III Milk(CME) 20.50 16.69 21.77 15.65 9.52 +30% 132 Chart Chart Chart
Sep15 Class III Milk(CME) 20.15 12.86 19.89 13.64 7.38 +47% 161 Chart Chart Chart

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