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MRCI Implied Volatility Charts as of Friday May 22, 2015 Contents Page

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MRCI's Implied Volatility Charts as of Friday May 22, 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) 11.47 11.72 18.55 13.86 9.17 -17% 14 Chart Chart Chart
Aug15 Live Cattle(CME) 12.30 10.57 16.69 13.02 9.35 -5% 77 Chart Chart Chart
Oct15 Live Cattle(CME) 11.90 9.49 14.73 11.49 8.26 +3% 133 Chart Chart Chart
Dec15 Live Cattle(CME) 11.48 8.76 13.85 10.70 7.56 +7% 196 Chart Chart Chart
May15 Feeder Cattle(CME) 0.97 8.46 14.33 11.10 7.87 -91% 6 Chart Chart Chart
Aug15 Feeder Cattle(CME) 12.10 8.64 15.45 12.82 10.19 -5% 97 Chart Chart Chart
Sep15 Feeder Cattle(CME) 12.31 8.81 15.21 12.57 9.94 -2% 125 Chart Chart Chart
Jun15 Lean Hogs(CME) 17.00 14.85 27.32 20.93 14.54 -18% 21 Chart Chart Chart
Jul15 Lean Hogs(CME) 21.76 13.96 24.80 19.56 14.31 +11% 53 Chart Chart Chart
Aug15 Lean Hogs(CME) 22.25 13.05 22.11 17.33 12.54 +28% 84 Chart Chart Chart
Oct15 Lean Hogs(CME) 21.50 9.98 23.09 17.10 11.11 +25% 145 Chart Chart Chart
Dec15 Lean Hogs(CME) 20.77 9.06 22.30 16.01 9.73 +29% 206 Chart Chart Chart
Jul15 Soybeans(CBOT) 16.10 13.98 31.00 22.32 13.63 -27% 35 Chart Chart Chart
Aug15 Soybeans(CBOT) 18.94 13.89 29.59 21.50 13.42 -11% 63 Chart Chart Chart
Sep15 Soybeans(CBOT) 19.91 13.46 27.40 20.27 13.14 -1% 91 Chart Chart Chart
Nov15 Soybeans(CBOT) 19.45 12.95 26.29 19.68 13.07 -1% 154 Chart Chart Chart
Jan16 Soybeans(CBOT) 18.76 12.73 25.41 18.98 12.54 -1% 217 Chart Chart Chart
Jul15 Soybean Oil(CBOT) 20.96 19.60 28.75 21.33 13.91 -1% 35 Chart Chart Chart
Aug15 Soybean Oil(CBOT) 20.12 19.54 27.82 20.67 13.53 -2% 63 Chart Chart Chart
Sep15 Soybean Oil(CBOT) 19.76 19.31 26.23 19.96 13.69 -1% 91 Chart Chart Chart
Oct15 Soybean Oil(CBOT) 19.76 19.30 25.40 19.53 13.66 +1% 126 Chart Chart Chart
Dec15 Soybean Oil(CBOT) 19.00 19.35 25.76 19.64 13.53 -3% 182 Chart Chart Chart
Jan16 Soybean Oil(CBOT) 18.64 19.27 25.03 19.15 13.27 -2% 217 Chart Chart Chart
Jul15 Soybean Meal(CBOT) 21.12 16.22 33.01 25.20 17.38 -16% 35 Chart Chart Chart
Aug15 Soybean Meal(CBOT) 21.63 15.18 31.31 23.81 16.31 -9% 63 Chart Chart Chart
Sep15 Soybean Meal(CBOT) 22.10 14.55 29.42 22.67 15.92 -2% 91 Chart Chart Chart
Oct15 Soybean Meal(CBOT) 21.43 14.12 28.76 21.99 15.22 -2% 126 Chart Chart Chart
Dec15 Soybean Meal(CBOT) 20.98 14.17 28.69 21.89 15.08 -4% 182 Chart Chart Chart
Jan16 Soybean Meal(CBOT) 19.72 14.06 28.50 21.75 14.99 -9% 217 Chart Chart Chart
Jul15 Corn(CBOT) 22.48 15.63 35.00 28.71 22.42 -21% 35 Chart Chart Chart
Sep15 Corn(CBOT) 27.06 15.60 32.99 26.98 20.96 +0% 91 Chart Chart Chart
Dec15 Corn(CBOT) 25.18 15.18 31.95 25.69 19.43 -1% 182 Chart Chart Chart
Jul15 Wheat(CBOT) 31.86 33.43 38.65 31.29 23.93 +1% 35 Chart Chart Chart
Sep15 Wheat(CBOT) 30.62 33.15 36.09 29.55 23.01 +3% 91 Chart Chart Chart
Dec15 Wheat(CBOT) 27.76 31.30 33.42 27.52 21.61 +0% 182 Chart Chart Chart
Jul15 Wheat(KCBT) 32.26 33.99 34.57 28.15 21.73 +14% 35 Chart Chart Chart
Sep15 Wheat(KCBT) 30.67 33.27 32.92 26.76 20.60 +14% 91 Chart Chart Chart
Dec15 Wheat(KCBT) 27.23 31.52 31.55 25.82 20.09 +5% 182 Chart Chart Chart
Jul15 Wheat(MGE) 26.73 29.10 30.96 23.80 16.64 +12% 35 Chart Chart Chart
Sep15 Wheat(MGE) 26.19 27.83 28.72 22.61 16.50 +15% 91 Chart Chart Chart
Dec15 Wheat(MGE) 23.83 26.51 27.99 21.87 15.76 +8% 182 Chart Chart Chart
Jul15 Cotton(ICE) 18.62 18.05 36.11 28.05 19.99 -33% 28 Chart Chart Chart
Oct15 Cotton(ICE) 18.29 16.29 32.05 24.13 16.21 -24% 119 Chart Chart Chart
Dec15 Cotton(ICE) 18.13 14.28 31.53 23.30 15.08 -22% 175 Chart Chart Chart
Jun15 S & P 500(CME) 10.43 10.15 23.02 15.87 8.73 -34% 27 Chart Chart Chart
Sep15 S & P 500(CME) 12.85 10.20 23.08 15.92 8.75 -19% 118 Chart Chart Chart
Dec15 S & P 500(CME) 14.34 10.25 23.17 15.97 8.77 -10% 209 Chart Chart Chart
Jun15 DJIA Index(CBOT) 10.72 9.59 20.78 14.58 8.38 -26% 27 Chart Chart Chart
Jun15 NASDAQ 100(CME) 11.96 12.95 42.20 24.95 7.70 -52% 27 Chart Chart Chart
Sep15 30-Year T-Bonds(CBOT) 12.78 15.21 12.28 9.23 6.19 +38% 91 Chart Chart Chart
Sep15 10-Year T-Notes(CBOT) 5.68 6.09 7.66 5.68 3.71 +0% 91 Chart Chart Chart
Jun15 Eurodollars(CME) 40.89 16.89 75.48 32.45 -10.59 +26% 24 Chart Chart Chart
Sep15 Eurodollars(CME) 64.26 45.72 73.16 41.29 9.42 +55% 115 Chart Chart Chart
Dec15 Eurodollars(CME) 63.72 52.26 67.27 42.91 18.56 +48% 206 Chart Chart Chart
Jun15 Gold(CMX) 8.55 17.59 22.13 16.83 11.53 -49% 4 Chart Chart Chart
Aug15 Gold(CMX) 13.33 17.58 22.12 16.82 11.52 -20% 66 Chart Chart Chart
Dec15 Gold(CMX) 15.65 17.56 22.14 16.78 11.42 -6% 187 Chart Chart Chart
Jul15 Copper(CMX) 19.62 17.38 41.30 28.76 16.23 -31% 34 Chart Chart Chart
Sep15 Copper(CMX) 19.46 16.92 40.36 28.01 15.66 -30% 96 Chart Chart Chart
Dec15 Copper(CMX) 19.61 16.56 39.05 27.28 15.50 -28% 187 Chart Chart Chart
Jul15 Silver(CMX) 23.47 32.16 50.65 32.23 13.81 -27% 34 Chart Chart Chart
Sep15 Silver(CMX) 24.78 32.13 50.48 32.13 13.77 -22% 96 Chart Chart Chart
Dec15 Silver(CMX) 26.09 32.05 50.25 31.92 13.59 -18% 187 Chart Chart Chart
Jun15 Swiss Franc(CME) 13.67 13.19 13.59 10.17 6.75 +34% 14 Chart Chart Chart
Jun15 EuroFX(CME) 13.67 13.94 14.26 10.18 6.10 +34% 14 Chart Chart Chart
Jun15 Japanese Yen(CME) 8.01 6.10 15.24 10.32 5.39 -22% 14 Chart Chart Chart
Jun15 Canadian Dollar(CME) 9.58 8.95 13.11 8.71 4.30 +10% 14 Chart Chart Chart
Jun15 British Pound(CME) 8.74 11.73 11.44 8.39 5.33 +4% 14 Chart Chart Chart
Jun15 Australian Dollar(CME) 12.31 14.37 16.93 12.04 7.16 +2% 14 Chart Chart Chart
Jun15 US Dollar Index(ICE) 10.52 11.03 10.90 8.23 5.57 +27% 14 Chart Chart Chart
Jul15 Crude Oil(NYM) 28.82 28.73 39.39 30.18 20.98 -4% 26 Chart Chart Chart
Aug15 Crude Oil(NYM) 30.14 27.85 38.03 28.84 19.65 +4% 55 Chart Chart Chart
Sep15 Crude Oil(NYM) 30.30 26.97 37.03 27.76 18.48 +9% 87 Chart Chart Chart
Oct15 Crude Oil(NYM) 30.15 26.18 36.29 26.92 17.55 +11% 118 Chart Chart Chart
Nov15 Crude Oil(NYM) 29.93 25.30 35.69 26.19 16.69 +14% 146 Chart Chart Chart
Dec15 Crude Oil(NYM) 29.30 24.37 35.26 25.68 16.09 +14% 179 Chart Chart Chart
Jul15 Brent Crude Oil(ICE) 28.21 26.26 38.09 28.40 18.71 +0% 19 Chart Chart Chart
Aug15 Brent Crude Oil(ICE) 29.24 25.53 36.90 27.43 17.96 +6% 52 Chart Chart Chart
Sep15 Brent Crude Oil(ICE) 29.58 24.85 36.14 26.67 17.20 +10% 81 Chart Chart Chart
Oct15 Brent Crude Oil(ICE) 29.50 24.25 35.52 25.99 16.46 +13% 111 Chart Chart Chart
Jun15 NY Harbor ULSD(NYM) 19.14 23.32 40.76 31.12 21.48 -38% 4 Chart Chart Chart
Jul15 NY Harbor ULSD(NYM) 26.27 23.04 39.20 29.86 20.53 -12% 34 Chart Chart Chart
Aug15 NY Harbor ULSD(NYM) 26.25 22.63 37.97 28.79 19.61 -8% 67 Chart Chart Chart
Sep15 NY Harbor ULSD(NYM) 26.38 22.20 36.96 27.90 18.85 -5% 96 Chart Chart Chart
Oct15 NY Harbor ULSD(NYM) 26.10 21.68 36.11 27.15 18.18 -3% 126 Chart Chart Chart
Nov15 NY Harbor ULSD(NYM) 25.35 21.14 35.40 26.51 17.62 -4% 158 Chart Chart Chart
Dec15 NY Harbor ULSD(NYM) 25.15 20.68 34.64 25.83 17.03 -2% 187 Chart Chart Chart
Jun15 RBOB Gasoline(NYM) 19.14 22.17 45.88 34.36 22.85 -44% 4 Chart Chart Chart
Jul15 RBOB Gasoline(NYM) 28.86 21.94 41.73 31.28 20.82 -7% 34 Chart Chart Chart
Aug15 RBOB Gasoline(NYM) 28.41 21.57 38.81 29.10 19.39 -2% 67 Chart Chart Chart
Sep15 RBOB Gasoline(NYM) 28.70 21.43 37.21 27.77 18.32 +3% 96 Chart Chart Chart
Nov15 RBOB Gasoline(NYM) 29.70 22.36 37.40 27.49 17.58 +8% 158 Chart Chart Chart
Dec15 RBOB Gasoline(NYM) 28.90 21.86 37.18 27.20 17.22 +6% 187 Chart Chart Chart
Oct15 RBOB Gasoline(NYM) 30.83 22.68 37.59 27.77 17.96 +11% 126 Chart Chart Chart
Jun15 Natural Gas(NYM) 31.55 38.00 56.83 44.59 32.35 -29% 4 Chart Chart Chart
Jul15 Natural Gas(NYM) 39.85 38.10 54.59 43.03 31.46 -7% 34 Chart Chart Chart
Aug15 Natural Gas(NYM) 41.35 37.29 51.82 41.25 30.67 +0% 67 Chart Chart Chart
Sep15 Natural Gas(NYM) 40.81 35.87 50.18 40.22 30.26 +1% 96 Chart Chart Chart
Oct15 Natural Gas(NYM) 40.05 33.38 47.89 38.85 29.81 +3% 126 Chart Chart Chart
Jul15 Coffee "C"(ICE) 32.69 37.45 40.87 32.16 23.46 +1% 21 Chart Chart Chart
Sep15 Coffee "C"(ICE) 34.76 36.18 39.27 30.84 22.42 +12% 84 Chart Chart Chart
Dec15 Coffee "C"(ICE) 34.94 34.53 37.63 29.37 21.10 +18% 175 Chart Chart Chart
Jul15 Cocoa(ICE) 18.67 17.91 36.73 28.15 19.58 -33% 14 Chart Chart Chart
Sep15 Cocoa(ICE) 20.31 17.16 34.93 26.86 18.80 -24% 77 Chart Chart Chart
Dec15 Cocoa(ICE) 20.34 16.80 33.69 25.94 18.19 -21% 168 Chart Chart Chart
Jul15 Sugar #11(ICE) 26.77 30.35 42.94 32.32 21.70 -17% 24 Chart Chart Chart
Oct15 Sugar #11(ICE) 25.20 27.90 36.72 27.99 19.26 -9% 116 Chart Chart Chart
Jul15 Lumber(CME) 26.78 31.28 35.72 27.46 19.21 -2% 35 Chart Chart Chart
Jul15 Orange Juice(ICE) 26.50 35.73 37.06 25.93 14.80 +2% 14 Chart Chart Chart
Sep15 Orange Juice(ICE) 25.83 32.70 34.73 23.81 12.89 +8% 77 Chart Chart Chart
Nov15 Orange Juice(ICE) 24.15 31.40 32.38 22.12 11.86 +9% 133 Chart Chart Chart
May15 Class III Milk(CME) 4.51 6.60 12.23 8.54 4.85 -47% 13 Chart Chart Chart
Jun15 Class III Milk(CME) 9.84 19.80 31.49 21.82 12.14 -54% 41 Chart Chart Chart
Jul15 Class III Milk(CME) 18.86 22.73 31.57 22.00 12.44 -14% 74 Chart Chart Chart
Aug15 Class III Milk(CME) 19.60 18.46 28.06 18.72 9.39 +4% 104 Chart Chart Chart
Sep15 Class III Milk(CME) 19.70 12.09 22.85 15.26 7.68 +29% 133 Chart Chart Chart
Oct15 Class III Milk(CME) 19.00 7.43 19.93 12.59 5.25 +50% 166 Chart Chart Chart

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