How can MRCI research be used to trade options?
 

Moore Research Center, Inc.

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Home News Newsflash How can MRCI research be used to trade options?

How can MRCI research be used to trade options?

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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.

MRCI ONLINE subscribers & Free Trial Guests can automatically receive a copy of this report via email each night! Join this list!


MRCI's Implied Volatility Report as of Monday March 25, 2015
Website charts: http://www.mrci.com/client/options

 

       
/==================================================================================\
|           Contract           |  IV   |  HV   | +1SD  | CTHV  | -1SD  |IV+-% |D2EX|
|==============================|=======|=======|=======|=======|=======|======|====|
|Apr15 Live Cattle(CME)        |  15.02|  17.94|  18.89|  14.58|  10.27|   +3%|   9|
|Jun15 Live Cattle(CME)        |  15.49|  17.10|  16.30|  12.59|   8.88|  +23%|  72|
|Aug15 Live Cattle(CME)        |  14.32|  14.37|  13.90|  10.41|   6.91|  +37%| 135|
|Oct15 Live Cattle(CME)        |  13.39|  11.71|  12.89|   9.47|   6.06|  +41%| 191|
|Dec15 Live Cattle(CME)        |  13.02|  11.34|  12.61|   9.15|   5.70|  +42%| 254|
|Mar15 Feeder Cattle(CME)      |   3.29|  15.44|  13.23|  10.08|   6.92|  -67%|   1|
|Apr15 Feeder Cattle(CME)      |  13.43|  17.35|  16.17|  12.51|   8.85|   +7%|  36|
|May15 Feeder Cattle(CME)      |  15.27|  17.99|  16.02|  12.55|   9.08|  +21%|  64|
|Aug15 Feeder Cattle(CME)      |  14.97|  17.07|  14.38|  11.31|   8.24|  +32%| 155|
|Sep15 Feeder Cattle(CME)      |  14.54|  16.34|  13.83|  10.73|   7.63|  +35%| 183|
|Apr15 Lean Hogs(CME)          |  24.36|  33.97|  27.84|  22.68|  17.51|   +7%|  20|
|May15 Lean Hogs(CME)          |  31.45|  32.34|  21.49|  18.14|  14.79|  +73%|  50|
|Jun15 Lean Hogs(CME)          |  28.24|  21.74|  24.37|  19.90|  15.44|  +41%|  79|
|Jul15 Lean Hogs(CME)          |  27.49|  21.86|  21.19|  17.87|  14.55|  +53%| 111|
|Aug15 Lean Hogs(CME)          |  25.97|  22.66|  20.45|  16.71|  12.97|  +55%| 142|
|Oct15 Lean Hogs(CME)          |  26.28|  25.56|  20.80|  16.46|  12.12|  +59%| 203|
|Dec15 Lean Hogs(CME)          |  25.26|  25.36|  19.23|  15.11|  10.98|  +67%| 264|
|May15 Soybeans(CBOT)          |  20.67|  16.96|  32.31|  22.89|  13.46|   -9%|  30|
|Jul15 Soybeans(CBOT)          |  20.95|  16.31|  32.12|  22.50|  12.88|   -6%|  93|
|Aug15 Soybeans(CBOT)          |  21.92|  15.61|  31.41|  22.05|  12.69|   +0%| 121|
|Sep15 Soybeans(CBOT)          |  22.25|  14.83|  30.38|  20.88|  11.39|   +6%| 149|
|Nov15 Soybeans(CBOT)          |  20.76|  13.97|  29.63|  19.70|   9.78|   +5%| 212|
|May15 Soybean Oil(CBOT)       |  20.59|  19.72|  33.73|  25.06|  16.39|  -17%|  30|
|Jul15 Soybean Oil(CBOT)       |  20.46|  19.30|  32.89|  24.28|  15.68|  -15%|  93|
|Aug15 Soybean Oil(CBOT)       |  19.87|  18.90|  32.44|  23.81|  15.19|  -16%| 121|
|Sep15 Soybean Oil(CBOT)       |  19.57|  18.39|  31.75|  23.26|  14.77|  -15%| 149|
|Oct15 Soybean Oil(CBOT)       |  19.72|  17.40|  29.99|  21.98|  13.98|  -10%| 184|
|May15 Soybean Meal(CBOT)      |  25.73|  19.98|  35.50|  24.94|  14.37|   +3%|  30|
|Jul15 Soybean Meal(CBOT)      |  24.02|  18.51|  34.71|  24.32|  13.93|   -1%|  93|
|Aug15 Soybean Meal(CBOT)      |  23.85|  17.46|  34.18|  23.64|  13.09|   +0%| 121|
|Sep15 Soybean Meal(CBOT)      |  23.41|  16.98|  33.47|  22.77|  12.07|   +2%| 149|
|Oct15 Soybean Meal(CBOT)      |  22.68|  16.87|  35.23|  22.35|   9.47|   +1%| 184|
|May15 Corn(CBOT)              |  27.97|  20.02|  33.39|  24.55|  15.71|  +13%|  30|
|Jul15 Corn(CBOT)              |  27.72|  19.26|  32.27|  23.46|  14.66|  +18%|  93|
|Sep15 Corn(CBOT)              |  29.43|  18.43|  30.34|  21.81|  13.28|  +34%| 149|
|May15 Wheat(CBOT)             |  30.53|  29.53|  50.34|  33.85|  17.37|   -9%|  30|
|Jul15 Wheat(CBOT)             |  30.70|  28.46|  48.85|  32.29|  15.74|   -4%|  93|
|Sep15 Wheat(CBOT)             |  30.06|  27.43|  46.76|  30.74|  14.72|   -2%| 149|
|May15 Wheat(KCBT)             |  29.10|  27.66|  45.81|  30.19|  14.58|   -3%|  30|
|Jul15 Wheat(KCBT)             |  29.43|  26.81|  43.91|  29.43|  14.95|   +0%|  93|
|Sep15 Wheat(KCBT)             |  28.44|  25.88|  43.01|  28.29|  13.56|   +0%| 149|
|May15 Wheat(MGE)              |  24.74|  23.17|  42.57|  26.63|  10.69|   -7%|  30|
|Jul15 Wheat(MGE)              |  25.53|  22.46|  45.38|  27.08|   8.78|   -5%|  93|
|Sep15 Wheat(MGE)              |  26.27|  22.12|  42.83|  25.79|   8.75|   +1%| 149|
|May15 Cotton(ICE)             |  22.43|  21.34|  39.32|  28.21|  17.09|  -20%|  23|
|Jul15 Cotton(ICE)             |  20.61|  19.79|  38.34|  26.87|  15.40|  -23%|  86|
|Jun15 S & P 500(CME)          |  15.12|  13.97|  31.06|  19.45|   7.85|  -22%|  85|
|Sep15 S & P 500(CME)          |  16.05|  14.00|  31.23|  19.56|   7.89|  -17%| 176|
|Dec15 S & P 500(CME)          |  16.72|  14.05|  31.44|  19.67|   7.89|  -14%| 267|
|Jun15 DJIA Index(CBOT)        |  14.90|  14.46|  30.05|  18.78|   7.51|  -20%|  85|
|Jun15 NASDAQ 100(CME)         |  16.76|  14.71|  44.98|  26.73|   8.48|  -37%|  85|
|Jun15 30-Year T-Bonds(CBOT)   |  12.14|  12.66|  13.78|   9.92|   6.06|  +22%|  58|
|Jun15 10-Year T-Notes(CBOT)   |   5.62|   5.70|   9.87|   6.59|   3.30|  -14%|  58|
|Jun15 Eurodollars(CME)        |  63.48|  58.74|  63.36|  36.74|  10.12|  +72%|  82|
|Sep15 Eurodollars(CME)        |  63.62|  80.51|  78.78|  47.26|  15.74|  +34%| 173|
|Dec15 Eurodollars(CME)        |  61.63|  82.84|  84.53|  52.24|  19.94|  +17%| 264|
|Apr15 Gold(CMX)               |  13.81|  13.84|  26.16|  18.30|  10.45|  -24%|   1|
|Jun15 Gold(CMX)               |  15.30|  13.83|  26.14|  18.27|  10.40|  -16%|  62|
|Aug15 Gold(CMX)               |  16.53|  13.86|  26.10|  18.24|  10.39|   -9%| 124|
|Dec15 Gold(CMX)               |  17.32|  13.84|  25.99|  18.14|  10.29|   -4%| 245|
|May15 Copper(CMX)             |  20.89|  26.94|  34.99|  25.77|  16.56|  -18%|  33|
|Jul15 Copper(CMX)             |  20.81|  26.74|  34.21|  25.22|  16.24|  -17%|  92|
|Sep15 Copper(CMX)             |  21.12|  26.40|  33.59|  24.72|  15.85|  -14%| 154|
|Dec15 Copper(CMX)             |  21.01|  26.19|  32.89|  24.15|  15.42|  -13%| 245|
|May15 Silver(CMX)             |  25.60|  24.73|  44.73|  28.67|  12.60|  -10%|  33|
|Jul15 Silver(CMX)             |  27.29|  24.73|  44.66|  28.53|  12.41|   -4%|  92|
|Sep15 Silver(CMX)             |  27.85|  24.70|  44.59|  28.44|  12.30|   -2%| 154|
|Dec15 Silver(CMX)             |  28.23|  24.67|  44.48|  28.30|  12.11|   +0%| 245|
|Jun15 Swiss Franc(CME)        |  11.23|  13.83|  14.44|  11.21|   7.98|   +0%|  72|
|Jun15 EuroFX(CME)             |  11.18|  16.33|  12.60|   9.90|   7.21|  +12%|  72|
|Jun15 Japanese Yen(CME)       |   8.59|   5.37|  15.05|  11.59|   8.12|  -25%|  72|
|Jun15 Canadian Dollar(CME)    |   9.48|   9.59|  11.74|   8.20|   4.66|  +15%|  72|
|Jun15 British Pound(CME)      |  11.86|  11.74|  12.35|   8.74|   5.12|  +35%|  72|
|Jun15 Australian Dollar(CME)  |  11.23|  14.72|  16.17|  11.70|   7.24|   -4%|  72|
|Jun15 US Dollar Index(ICE)    |   9.74|  12.68|  10.89|   8.45|   6.01|  +15%|  72|
|May15 Crude Oil(NYM)          |  44.99|  40.76|  51.07|  33.52|  15.97|  +34%|  22|
|Jun15 Crude Oil(NYM)          |  46.21|  38.67|  47.73|  31.63|  15.52|  +46%|  51|
|Jul15 Crude Oil(NYM)          |  44.13|  37.63|  45.06|  30.16|  15.26|  +46%|  84|
|Aug15 Crude Oil(NYM)          |  42.85|  36.92|  43.44|  29.29|  15.13|  +46%| 113|
|Sep15 Crude Oil(NYM)          |  40.57|  36.24|  42.09|  28.36|  14.63|  +43%| 145|
|Oct15 Crude Oil(NYM)          |  38.97|  35.46|  41.13|  27.73|  14.34|  +40%| 176|
|Nov15 Crude Oil(NYM)          |  36.99|  34.60|  40.42|  27.24|  14.06|  +35%| 204|
|Dec15 Crude Oil(NYM)          |  35.59|  33.71|  39.75|  26.77|  13.80|  +32%| 237|
|May15 Brent Crude Oil(ICE)    |  43.57|  42.96|  50.06|  32.84|  15.62|  +32%|  16|
|Jun15 Brent Crude Oil(ICE)    |  43.51|  41.38|  46.47|  30.96|  15.45|  +40%|  47|
|Jul15 Brent Crude Oil(ICE)    |  42.74|  40.10|  44.53|  29.83|  15.13|  +43%|  77|
|Aug15 Brent Crude Oil(ICE)    |  40.75|  39.06|  43.13|  29.01|  14.89|  +40%| 110|
|Sep15 Brent Crude Oil(ICE)    |  39.19|  38.07|  42.14|  28.41|  14.68|  +37%| 139|
|Apr15 NY Harbor ULSD(NYM)     |  55.47|  39.17|  53.82|  34.96|  16.10|  +58%|   1|
|May15 NY Harbor ULSD(NYM)     |  35.79|  36.96|  50.54|  33.13|  15.72|   +8%|  33|
|Jun15 NY Harbor ULSD(NYM)     |  36.45|  35.67|  47.10|  30.96|  14.83|  +17%|  62|
|Jul15 NY Harbor ULSD(NYM)     |  35.98|  34.57|  45.19|  29.85|  14.52|  +20%|  92|
|Aug15 NY Harbor ULSD(NYM)     |  33.88|  33.43|  43.59|  28.94|  14.29|  +17%| 125|
|Sep15 NY Harbor ULSD(NYM)     |  32.89|  32.37|  42.37|  28.21|  14.06|  +16%| 154|
|Apr15 RBOB Gasoline(NYM)      |  57.81|  34.84|  49.60|  35.70|  21.81|  +61%|   1|
|May15 RBOB Gasoline(NYM)      |  35.84|  34.78|  47.40|  33.71|  20.02|   +6%|  33|
|Jun15 RBOB Gasoline(NYM)      |  36.51|  34.82|  44.46|  31.43|  18.39|  +16%|  62|
|Jul15 RBOB Gasoline(NYM)      |  36.52|  34.90|  42.95|  30.19|  17.44|  +20%|  92|
|Aug15 RBOB Gasoline(NYM)      |  36.49|  34.73|  41.92|  29.34|  16.77|  +24%| 125|
|Sep15 RBOB Gasoline(NYM)      |  35.57|  34.45|  41.41|  28.86|  16.31|  +23%| 154|
|Apr15 Natural Gas(NYM)        |  79.79|  48.10|  62.91|  43.32|  23.74|  +84%|   1|
|May15 Natural Gas(NYM)        |  42.46|  45.79|  52.29|  39.05|  25.80|   +8%|  33|
|Jun15 Natural Gas(NYM)        |  41.43|  43.17|  49.21|  36.90|  24.59|  +12%|  62|
|Jul15 Natural Gas(NYM)        |  40.53|  40.74|  46.73|  35.01|  23.29|  +15%|  92|
|Aug15 Natural Gas(NYM)        |  38.41|  38.47|  45.24|  33.78|  22.33|  +13%| 125|
|May15 Coffee "C"(ICE)         |  39.04|  48.29|  48.40|  34.60|  20.80|  +12%|  16|
|Jul15 Coffee "C"(ICE)         |  38.62|  46.84|  46.95|  33.39|  19.84|  +15%|  79|
|Sep15 Coffee "C"(ICE)         |  38.89|  45.73|  45.75|  32.37|  19.00|  +20%| 142|
|Dec15 Coffee "C"(ICE)         |  37.58|  44.24|  44.40|  31.05|  17.70|  +21%| 233|
|May15 Cocoa(ICE)              |  22.15|  18.39|  48.92|  34.98|  21.05|  -36%|   9|
|Jul15 Cocoa(ICE)              |  19.91|  17.89|  48.03|  34.02|  20.00|  -41%|  72|
|Sep15 Cocoa(ICE)              |  19.87|  17.41|  46.92|  33.33|  19.73|  -40%| 135|
|Dec15 Cocoa(ICE)              |  19.59|  16.77|  46.10|  32.61|  19.13|  -39%| 226|
|May15 Sugar #11(ICE)          |  26.68|  23.73|  52.56|  38.15|  23.73|  -30%|  21|
|Jul15 Sugar #11(ICE)          |  26.98|  23.72|  47.65|  33.96|  20.27|  -20%|  82|
|Oct15 Sugar #11(ICE)          |  24.40|  23.33|  43.92|  30.65|  17.38|  -20%| 174|
|May15 Lumber(CME)             |  30.56|  25.00|  33.90|  27.53|  21.16|  +10%|  30|
|Jul15 Lumber(CME)             |  27.44|  23.25|  28.68|  23.09|  17.50|  +18%|  93|
|May15 Orange Juice(ICE)       |  43.53|  63.00|  33.22|  24.74|  16.26|  +75%|   9|
|Jul15 Orange Juice(ICE)       |  32.02|  59.05|  29.58|  22.22|  14.85|  +44%|  72|
|Sep15 Orange Juice(ICE)       |  28.88|  55.88|  28.07|  20.98|  13.89|  +37%| 135|
|Nov15 Orange Juice(ICE)       |  25.22|  53.79|  26.58|  19.49|  12.39|  +29%| 191|
|Mar15 Class III Milk(CME)     |   5.58|   8.06|  13.70|   9.52|   5.34|  -41%|   8|
|Apr15 Class III Milk(CME)     |   9.04|  16.07|  30.96|  20.78|  10.59|  -56%|  40|
|May15 Class III Milk(CME)     |  18.69|  17.43|  29.93|  20.59|  11.24|   -9%|  71|
|Jun15 Class III Milk(CME)     |  21.94|  18.44|  26.58|  18.66|  10.74|  +17%|  99|
|Jul15 Class III Milk(CME)     |  22.59|  14.50|  21.77|  16.43|  11.10|  +37%| 132|
\==================================================================================/

Implied Volatility Description (IV)
  Current daily level of Implied Volatility (IV) for options on this futures
  contract, as derived from (implied by) options premiums (Black Model).

Historical Volatility Description (HV)
  Current daily level of 20-day Historical Volatility (HV) for this futures
  contract, as calculated from futures price movement.

Central Tendency Description (CTHV)
  Current daily level of the Central Tendency of Historical Volatility (CTHV),
  the 15-year average of 20-day historical volatility (of futures prices).  Thus, 
  CTHV is the historical reference against which to compare IV and HV.  CTHV is
  also used to calculate +1 and -1 STD (Standard Deviation), between which HV has
  theoretically been found 67% of the time.

Implied Volatility Over/Under Percentage Description (IV+-%)
  The percentage the current Implied Volatility (IV) is above or below the Central
  Tendency (CTHV).

Days to Expiration Description (D2Ex)
  Conveniently enumerates how many days until options on that futures contract expires.
/==================================================================================\
|           Contract           |  IV   |  HV   | +1SD  | CTHV  | -1SD  |IV+-% |D2EX|
|==============================|=======|=======|=======|=======|=======|======|====|
|Aug11 Live Cattle(CME)        |  19.31|  22.04|  17.53|  13.35|   9.16|  +44%|  39|
|Oct11 Live Cattle(CME)        |  17.62|  19.05|  14.72|  11.30|   7.87|  +55%| 102|
|Dec11 Live Cattle(CME)        |  16.83|  18.04|  13.34|  10.03|   6.71|  +67%| 158|
|Feb12 Live Cattle(CME)        |  15.79|  17.36|  12.08|   9.06|   6.04|  +74%| 221|
|Aug11 Feeder Cattle(CME)      |  19.56|  18.94|  17.80|  13.71|   9.63|  +42%|  59|
|Sep11 Feeder Cattle(CME)      |  17.89|  18.59|  17.35|  13.18|   9.00|  +35%|  94|
|Oct11 Feeder Cattle(CME)      |  18.56|  18.04|  16.96|  12.94|   8.91|  +43%| 122|
|Nov11 Feeder Cattle(CME)      |  18.73|  17.50|  16.11|  12.26|   8.40|  +52%| 143|
|Jan12 Feeder Cattle(CME)      |  17.80|  16.03|  15.18|  11.55|   7.93|  +54%| 213|
|Jul11 Lean Hogs(CME)          |  19.72|  20.15|  28.48|  21.80|  15.13|   -9%|  17|
|Aug11 Lean Hogs(CME)          |  21.57|  20.34|  28.48|  22.00|  15.52|   -1%|  46|
|Oct11 Lean Hogs(CME)          |  20.27|  18.42|  27.37|  21.16|  14.95|   -4%| 109|
|Dec11 Lean Hogs(CME)          |  19.16|  18.65|  26.54|  20.06|  13.58|   -4%| 170|
|Feb12 Lean Hogs(CME)          |  18.33|  16.10|  22.27|  16.56|  10.85|  +10%| 232|
|Aug11 Soybeans(CBOT)          |  26.91|  15.00|  30.87|  23.49|  16.11|  +14%|  25|
|Sep11 Soybeans(CBOT)          |  25.60|  14.73|  31.58|  23.89|  16.21|   +7%|  60|
|Nov11 Soybeans(CBOT)          |  23.80|  14.62|  32.15|  24.18|  16.20|   -1%| 116|
|Jan12 Soybeans(CBOT)          |  23.57|  14.20|  31.44|  23.53|  15.62|   +0%| 179|
|Mar12 Soybeans(CBOT)          |  23.93|  13.66|  30.99|  23.01|  15.03|   +4%| 242|
|Aug11 Soybean Oil(CBOT)       |  20.22|  12.35|  29.15|  22.31|  15.47|   -9%|  25|
|Sep11 Soybean Oil(CBOT)       |  21.56|  12.34|  28.56|  21.97|  15.38|   -1%|  60|
|Oct11 Soybean Oil(CBOT)       |  21.22|  12.27|  27.12|  21.27|  15.41|   +0%|  88|
|Dec11 Soybean Oil(CBOT)       |  21.19|  12.30|  28.72|  22.03|  15.34|   -3%| 151|
|Jan12 Soybean Oil(CBOT)       |  20.39|  12.04|  28.10|  21.51|  14.91|   -5%| 179|
|Mar12 Soybean Oil(CBOT)       |  21.41|  11.83|  27.21|  21.20|  15.20|   +0%| 242|
|Aug11 Soybean Meal(CBOT)      |  25.73|  20.80|  35.74|  27.22|  18.71|   -5%|  25|
|Sep11 Soybean Meal(CBOT)      |  24.74|  19.29|  35.13|  26.92|  18.70|   -8%|  60|
|Oct11 Soybean Meal(CBOT)      |  22.33|  19.50|  36.82|  27.51|  18.20|  -18%|  88|
|Dec11 Soybean Meal(CBOT)      |  21.98|  19.86|  37.10|  27.71|  18.31|  -20%| 151|
|Jan12 Soybean Meal(CBOT)      |  21.95|  19.69|  37.13|  27.43|  17.74|  -19%| 179|
|Mar12 Soybean Meal(CBOT)      |  20.97|  19.06|  36.39|  26.87|  17.36|  -21%| 242|
|Sep11 Corn(CBOT)              |  42.50|  35.37|  34.97|  27.55|  20.12|  +54%|  60|
|Dec11 Corn(CBOT)              |  36.73|  35.38|  33.82|  26.70|  19.59|  +37%| 151|
|Mar12 Corn(CBOT)              |  34.72|  34.26|  32.14|  25.05|  17.96|  +38%| 242|
|Sep11 Wheat(CBOT)             |  41.11|  39.45|  37.84|  28.69|  19.53|  +43%|  60|
|Dec11 Wheat(CBOT)             |  36.17|  35.15|  36.06|  27.12|  18.19|  +33%| 151|
|Mar12 Wheat(CBOT)             |  34.31|  33.10|  34.36|  25.51|  16.67|  +34%| 242|
|Sep11 Wheat(KCBT)             |  33.24|  33.36|  34.66|  26.36|  18.06|  +26%|  95|
|Dec11 Wheat(KCBT)             |  32.10|  31.78|  32.67|  24.84|  17.02|  +29%| 186|
|Mar12 Wheat(KCBT)             |  30.92|  30.79|  32.26|  24.13|  16.01|  +28%| 277|
|Sep11 Wheat(MGE)              |  39.79|  32.93|  32.78|  24.41|  16.04|  +63%|  95|
|Dec11 Wheat(MGE)              |  37.83|  31.36|  31.69|  23.33|  14.98|  +62%| 186|
|Mar12 Wheat(MGE)              |  34.07|  30.13|  31.24|  22.33|  13.41|  +52%| 277|
|Sep11 Oats(CBOT)              |  31.70|  34.20|  45.43|  33.98|  22.53|   -6%|  60|
|Dec11 Oats(CBOT)              |  28.33|  32.86|  41.52|  31.32|  21.11|   -9%| 151|
|Oct11 Cotton(ICE)             |  45.97|  36.65|  32.24|  24.92|  17.59|  +84%|  81|
|Dec11 Cotton(ICE)             |  45.53|  41.32|  30.14|  23.15|  16.16|  +96%| 137|
|Mar12 Cotton(ICE)             |  44.15|  40.02|  28.27|  21.34|  14.41| +106%| 228|
|Oct11 Sugar #11(ICE)          |  40.01|  29.07|  39.70|  30.49|  21.27|  +31%|  74|
|Mar12 Sugar #11(ICE)          |  36.52|  27.06|  32.18|  24.81|  17.44|  +47%| 228|
|Sep11 S & P 500(CME)          |  18.27|  17.36|  21.46|  16.20|  10.93|  +12%|  80|
|Dec11 S & P 500(CME)          |  19.78|  17.44|  21.56|  16.22|  10.87|  +21%| 171|
|Sep11 NASDAQ 100(CME)         |  20.25|  19.81|  37.29|  26.07|  14.84|  -22%|  80|
|Sep11 30-Year T-Bonds(CBOT)   |  11.88|   9.65|  12.66|   9.49|   6.31|  +25%|  60|
|Dec11 30-Year T-Bonds(CBOT)   |  11.95|  10.30|  13.02|   9.90|   6.78|  +20%| 151|
|Sep11 10-Year T-Notes(CBOT)   |   7.31|   6.10|   8.40|   6.34|   4.28|  +15%|  60|
|Dec11 10-Year T-Notes(CBOT)   |   7.38|   6.25|   8.69|   6.52|   4.35|  +13%| 151|
|Sep11 5-Year T-Notes(CBOT)    |   4.66|   3.98|   6.14|   4.52|   2.90|   +3%|  60|
|Aug11 Gold(CMX)               |  14.22|  11.88|  24.47|  16.39|   8.31|  -13%|  29|
|Oct11 Gold(CMX)               |  15.86|  11.88|  24.43|  16.38|   8.33|   -3%|  91|
|Dec11 Gold(CMX)               |  17.05|  11.85|  24.39|  16.35|   8.32|   +4%| 150|
|Sep11 Copper(CMX)             |  22.20|  17.11|  46.02|  29.52|  13.02|  -24%|  59|
|Dec11 Copper(CMX)             |  24.07|  16.86|  43.46|  27.81|  12.15|  -13%| 150|
|Sep11 Silver(CMX)             |  40.31|  37.52|  43.35|  26.55|   9.74|  +51%|  59|
|Dec11 Silver(CMX)             |  39.80|  37.52|  42.85|  26.30|   9.76|  +51%| 150|
|Sep11 Swiss Franc(CME)        |  12.50|   8.33|  13.63|  10.46|   7.29|  +19%|  74|
|Dec11 Swiss Franc(CME)        |  12.62|   8.31|  13.59|  10.43|   7.28|  +20%| 165|
|Sep11 EuroFX(CME)             |  13.72|  13.34|  13.23|  10.42|   7.61|  +31%|  74|
|Dec11 EuroFX(CME)             |  13.64|  13.16|  13.18|  10.38|   7.58|  +31%| 165|
|Sep11 Japanese Yen(CME)       |   9.72|   7.25|  15.98|  11.21|   6.44|  -13%|  74|
|Dec11 Japanese Yen(CME)       |  10.74|   7.24|  15.94|  11.16|   6.37|   -3%| 165|
|Sep11 Canadian Dollar(CME)    |   9.72|  10.37|  11.69|   7.73|   3.77|  +25%|  74|
|Dec11 Canadian Dollar(CME)    |  10.01|  10.32|  11.65|   7.70|   3.75|  +30%| 165|
|Sep11 British Pound(CME)      |  10.01|   8.92|  12.05|   8.81|   5.57|  +13%|  74|
|Dec11 British Pound(CME)      |  10.59|   8.90|  12.06|   8.81|   5.56|  +20%| 165|
|Sep11 Australian Dollar(CME)  |  13.48|  10.09|  17.72|  12.20|   6.68|  +10%|  74|
|Dec11 Australian Dollar(CME)  |  14.18|  10.02|  17.74|  12.20|   6.66|  +16%| 165|
|Sep11 US Dollar Index(ICE)    |  10.87|  11.01|  10.97|   8.49|   6.01|  +28%|  74|
|Dec11 US Dollar Index(ICE)    |  11.26|  11.00|  10.94|   8.50|   6.07|  +32%| 165|
|Aug11 Crude Oil(NYM)          |  31.47|  33.85|  41.59|  33.39|  25.19|   -5%|  18|
|Sep11 Crude Oil(NYM)          |  31.41|  33.48|  37.84|  30.85|  23.86|   +1%|  51|
|Oct11 Crude Oil(NYM)          |  31.35|  33.02|  35.77|  28.96|  22.15|   +8%|  80|
|Nov11 Crude Oil(NYM)          |  31.81|  32.42|  34.43|  27.60|  20.76|  +15%| 112|
|Dec11 Crude Oil(NYM)          |  31.96|  31.84|  33.41|  26.48|  19.54|  +20%| 143|
|Jan12 Crude Oil(NYM)          |  31.49|  31.30|  32.71|  25.71|  18.70|  +22%| 171|
|Feb12 Crude Oil(NYM)          |  31.24|  30.77|  32.10|  25.09|  18.08|  +24%| 204|
|Aug11 Heating Oil(NYM)        |  28.35|  34.54|  39.64|  32.30|  24.97|  -12%|  29|
|Sep11 Heating Oil(NYM)        |  29.30|  34.02|  38.12|  30.69|  23.26|   -4%|  60|
|Oct11 Heating Oil(NYM)        |  29.22|  33.47|  36.75|  29.28|  21.81|   +0%|  92|
|Nov11 Heating Oil(NYM)        |  29.72|  33.06|  35.52|  28.03|  20.54|   +6%| 121|
|Dec11 Heating Oil(NYM)        |  30.01|  32.60|  34.47|  26.97|  19.48|  +11%| 151|
|Jan12 Heating Oil(NYM)        |  30.02|  32.22|  33.51|  26.02|  18.52|  +15%| 183|
|Aug11 Gasoline(NYMEX)         |  29.57|  35.86|  40.41|  32.30|  24.18|   -8%|  29|
|Sep11 Gasoline(NYMEX)         |  31.08|  35.56|  37.96|  30.04|  22.13|   +3%|  60|
|Oct11 Gasoline(NYMEX)         |  31.54|  35.61|  37.12|  29.30|  21.48|   +7%|  92|
|Nov11 Gasoline(NYMEX)         |  31.66|  35.29|  36.14|  27.96|  19.79|  +13%| 121|
|Dec11 Gasoline(NYMEX)         |  31.17|  34.75|  35.51|  26.82|  18.13|  +16%| 151|
|Jan12 Gasoline(NYMEX)         |  30.83|  34.44|  34.91|  26.45|  17.99|  +16%| 183|
|Aug11 Natural Gas(NYM)        |  34.32|  33.98|  62.35|  45.32|  28.30|  -24%|  29|
|Sep11 Natural Gas(NYM)        |  35.46|  33.09|  58.06|  42.58|  27.10|  -16%|  60|
|Oct11 Natural Gas(NYM)        |  36.39|  31.99|  55.50|  40.52|  25.53|  -10%|  92|
|Nov11 Natural Gas(NYM)        |  34.25|  29.44|  48.52|  34.97|  21.41|   -2%| 121|
|Dec11 Natural Gas(NYM)        |  31.71|  26.92|  43.47|  30.76|  18.05|   +3%| 151|
|Jan12 Natural Gas(NYM)        |  30.77|  25.57|  41.91|  29.25|  16.60|   +5%| 183|
|Sep11 Coffee "C"(ICE)         |  37.23|  31.78|  53.41|  36.04|  18.68|   +3%|  39|
|Dec11 Coffee "C"(ICE)         |  35.73|  30.64|  48.21|  33.29|  18.37|   +7%| 130|
|Sep11 Cocoa(ICE)              |  28.30|  21.74|  43.05|  30.47|  17.88|   -7%|  39|
|Dec11 Cocoa(ICE)              |  28.76|  21.11|  40.91|  28.89|  16.88|   +0%| 130|
|Sep11 Lumber(CME)             |  45.62|  32.86|  34.67|  26.90|  19.14|  +69%|  60|
|Nov11 Lumber(CME)             |  32.95|  31.42|  31.97|  22.90|  13.83|  +43%| 123|
|Sep11 Orange Juice(ICE)       |  26.92|  24.13|  32.49|  22.70|  12.90|  +18%|  39|
|Nov11 Orange Juice(ICE)       |  27.72|  19.27|  30.89|  21.32|  11.74|  +30%| 102|
|Jan12 Orange Juice(ICE)       |  22.41|  17.37|  30.53|  21.11|  11.70|   +6%| 158|
|Mar12 Orange Juice(ICE)       |  24.05|  16.56|  29.78|  20.44|  11.10|  +17%| 221|
\==================================================================================//==================================================================================\
|           Contract           |  IV   |  HV   | +1SD  | CTHV  | -1SD  |IV+-% |D2EX|
|==============================|=======|=======|=======|=======|=======|======|====|
|Aug11 Live Cattle(CME)        |  19.31|  22.04|  17.53|  13.35|   9.16|  +44%|  39|
|Oct11 Live Cattle(CME)        |  17.62|  19.05|  14.72|  11.30|   7.87|  +55%| 102|
|Dec11 Live Cattle(CME)        |  16.83|  18.04|  13.34|  10.03|   6.71|  +67%| 158|
|Feb12 Live Cattle(CME)        |  15.79|  17.36|  12.08|   9.06|   6.04|  +74%| 221|
|Aug11 Feeder Cattle(CME)      |  19.56|  18.94|  17.80|  13.71|   9.63|  +42%|  59|
|Sep11 Feeder Cattle(CME)      |  17.89|  18.59|  17.35|  13.18|   9.00|  +35%|  94|
|Oct11 Feeder Cattle(CME)      |  18.56|  18.04|  16.96|  12.94|   8.91|  +43%| 122|
|Nov11 Feeder Cattle(CME)      |  18.73|  17.50|  16.11|  12.26|   8.40|  +52%| 143|
|Jan12 Feeder Cattle(CME)      |  17.80|  16.03|  15.18|  11.55|   7.93|  +54%| 213|
|Jul11 Lean Hogs(CME)          |  19.72|  20.15|  28.48|  21.80|  15.13|   -9%|  17|
|Aug11 Lean Hogs(CME)          |  21.57|  20.34|  28.48|  22.00|  15.52|   -1%|  46|
|Oct11 Lean Hogs(CME)          |  20.27|  18.42|  27.37|  21.16|  14.95|   -4%| 109|
|Dec11 Lean Hogs(CME)          |  19.16|  18.65|  26.54|  20.06|  13.58|   -4%| 170|
|Feb12 Lean Hogs(CME)          |  18.33|  16.10|  22.27|  16.56|  10.85|  +10%| 232|
|Aug11 Soybeans(CBOT)          |  26.91|  15.00|  30.87|  23.49|  16.11|  +14%|  25|
|Sep11 Soybeans(CBOT)          |  25.60|  14.73|  31.58|  23.89|  16.21|   +7%|  60|
|Nov11 Soybeans(CBOT)          |  23.80|  14.62|  32.15|  24.18|  16.20|   -1%| 116|
|Jan12 Soybeans(CBOT)          |  23.57|  14.20|  31.44|  23.53|  15.62|   +0%| 179|
|Mar12 Soybeans(CBOT)          |  23.93|  13.66|  30.99|  23.01|  15.03|   +4%| 242|
|Aug11 Soybean Oil(CBOT)       |  20.22|  12.35|  29.15|  22.31|  15.47|   -9%|  25|
|Sep11 Soybean Oil(CBOT)       |  21.56|  12.34|  28.56|  21.97|  15.38|   -1%|  60|
|Oct11 Soybean Oil(CBOT)       |  21.22|  12.27|  27.12|  21.27|  15.41|   +0%|  88|
|Dec11 Soybean Oil(CBOT)       |  21.19|  12.30|  28.72|  22.03|  15.34|   -3%| 151|
|Jan12 Soybean Oil(CBOT)       |  20.39|  12.04|  28.10|  21.51|  14.91|   -5%| 179|
|Mar12 Soybean Oil(CBOT)       |  21.41|  11.83|  27.21|  21.20|  15.20|   +0%| 242|
|Aug11 Soybean Meal(CBOT)      |  25.73|  20.80|  35.74|  27.22|  18.71|   -5%|  25|
|Sep11 Soybean Meal(CBOT)      |  24.74|  19.29|  35.13|  26.92|  18.70|   -8%|  60|
|Oct11 Soybean Meal(CBOT)      |  22.33|  19.50|  36.82|  27.51|  18.20|  -18%|  88|
|Dec11 Soybean Meal(CBOT)      |  21.98|  19.86|  37.10|  27.71|  18.31|  -20%| 151|
|Jan12 Soybean Meal(CBOT)      |  21.95|  19.69|  37.13|  27.43|  17.74|  -19%| 179|
|Mar12 Soybean Meal(CBOT)      |  20.97|  19.06|  36.39|  26.87|  17.36|  -21%| 242|
|Sep11 Corn(CBOT)              |  42.50|  35.37|  34.97|  27.55|  20.12|  +54%|  60|
|Dec11 Corn(CBOT)              |  36.73|  35.38|  33.82|  26.70|  19.59|  +37%| 151|
|Mar12 Corn(CBOT)              |  34.72|  34.26|  32.14|  25.05|  17.96|  +38%| 242|
|Sep11 Wheat(CBOT)             |  41.11|  39.45|  37.84|  28.69|  19.53|  +43%|  60|
|Dec11 Wheat(CBOT)             |  36.17|  35.15|  36.06|  27.12|  18.19|  +33%| 151|
|Mar12 Wheat(CBOT)             |  34.31|  33.10|  34.36|  25.51|  16.67|  +34%| 242|
|Sep11 Wheat(KCBT)             |  33.24|  33.36|  34.66|  26.36|  18.06|  +26%|  95|
|Dec11 Wheat(KCBT)             |  32.10|  31.78|  32.67|  24.84|  17.02|  +29%| 186|
|Mar12 Wheat(KCBT)             |  30.92|  30.79|  32.26|  24.13|  16.01|  +28%| 277|
|Sep11 Wheat(MGE)              |  39.79|  32.93|  32.78|  24.41|  16.04|  +63%|  95|
|Dec11 Wheat(MGE)              |  37.83|  31.36|  31.69|  23.33|  14.98|  +62%| 186|
|Mar12 Wheat(MGE)              |  34.07|  30.13|  31.24|  22.33|  13.41|  +52%| 277|
|Sep11 Oats(CBOT)              |  31.70|  34.20|  45.43|  33.98|  22.53|   -6%|  60|
|Dec11 Oats(CBOT)              |  28.33|  32.86|  41.52|  31.32|  21.11|   -9%| 151|
|Oct11 Cotton(ICE)             |  45.97|  36.65|  32.24|  24.92|  17.59|  +84%|  81|
|Dec11 Cotton(ICE)             |  45.53|  41.32|  30.14|  23.15|  16.16|  +96%| 137|
|Mar12 Cotton(ICE)             |  44.15|  40.02|  28.27|  21.34|  14.41| +106%| 228|
|Oct11 Sugar #11(ICE)          |  40.01|  29.07|  39.70|  30.49|  21.27|  +31%|  74|
|Mar12 Sugar #11(ICE)          |  36.52|  27.06|  32.18|  24.81|  17.44|  +47%| 228|
|Sep11 S & P 500(CME)          |  18.27|  17.36|  21.46|  16.20|  10.93|  +12%|  80|
|Dec11 S & P 500(CME)          |  19.78|  17.44|  21.56|  16.22|  10.87|  +21%| 171|
|Sep11 NASDAQ 100(CME)         |  20.25|  19.81|  37.29|  26.07|  14.84|  -22%|  80|
|Sep11 30-Year T-Bonds(CBOT)   |  11.88|   9.65|  12.66|   9.49|   6.31|  +25%|  60|
|Dec11 30-Year T-Bonds(CBOT)   |  11.95|  10.30|  13.02|   9.90|   6.78|  +20%| 151|
|Sep11 10-Year T-Notes(CBOT)   |   7.31|   6.10|   8.40|   6.34|   4.28|  +15%|  60|
|Dec11 10-Year T-Notes(CBOT)   |   7.38|   6.25|   8.69|   6.52|   4.35|  +13%| 151|
|Sep11 5-Year T-Notes(CBOT)    |   4.66|   3.98|   6.14|   4.52|   2.90|   +3%|  60|
|Aug11 Gold(CMX)               |  14.22|  11.88|  24.47|  16.39|   8.31|  -13%|  29|
|Oct11 Gold(CMX)               |  15.86|  11.88|  24.43|  16.38|   8.33|   -3%|  91|
|Dec11 Gold(CMX)               |  17.05|  11.85|  24.39|  16.35|   8.32|   +4%| 150|
|Sep11 Copper(CMX)             |  22.20|  17.11|  46.02|  29.52|  13.02|  -24%|  59|
|Dec11 Copper(CMX)             |  24.07|  16.86|  43.46|  27.81|  12.15|  -13%| 150|
|Sep11 Silver(CMX)             |  40.31|  37.52|  43.35|  26.55|   9.74|  +51%|  59|
|Dec11 Silver(CMX)             |  39.80|  37.52|  42.85|  26.30|   9.76|  +51%| 150|
|Sep11 Swiss Franc(CME)        |  12.50|   8.33|  13.63|  10.46|   7.29|  +19%|  74|
|Dec11 Swiss Franc(CME)        |  12.62|   8.31|  13.59|  10.43|   7.28|  +20%| 165|
|Sep11 EuroFX(CME)             |  13.72|  13.34|  13.23|  10.42|   7.61|  +31%|  74|
|Dec11 EuroFX(CME)             |  13.64|  13.16|  13.18|  10.38|   7.58|  +31%| 165|
|Sep11 Japanese Yen(CME)       |   9.72|   7.25|  15.98|  11.21|   6.44|  -13%|  74|
|Dec11 Japanese Yen(CME)       |  10.74|   7.24|  15.94|  11.16|   6.37|   -3%| 165|
|Sep11 Canadian Dollar(CME)    |   9.72|  10.37|  11.69|   7.73|   3.77|  +25%|  74|
|Dec11 Canadian Dollar(CME)    |  10.01|  10.32|  11.65|   7.70|   3.75|  +30%| 165|
|Sep11 British Pound(CME)      |  10.01|   8.92|  12.05|   8.81|   5.57|  +13%|  74|
|Dec11 British Pound(CME)      |  10.59|   8.90|  12.06|   8.81|   5.56|  +20%| 165|
|Sep11 Australian Dollar(CME)  |  13.48|  10.09|  17.72|  12.20|   6.68|  +10%|  74|
|Dec11 Australian Dollar(CME)  |  14.18|  10.02|  17.74|  12.20|   6.66|  +16%| 165|
|Sep11 US Dollar Index(ICE)    |  10.87|  11.01|  10.97|   8.49|   6.01|  +28%|  74|
|Dec11 US Dollar Index(ICE)    |  11.26|  11.00|  10.94|   8.50|   6.07|  +32%| 165|
|Aug11 Crude Oil(NYM)          |  31.47|  33.85|  41.59|  33.39|  25.19|   -5%|  18|
|Sep11 Crude Oil(NYM)          |  31.41|  33.48|  37.84|  30.85|  23.86|   +1%|  51|
|Oct11 Crude Oil(NYM)          |  31.35|  33.02|  35.77|  28.96|  22.15|   +8%|  80|
|Nov11 Crude Oil(NYM)          |  31.81|  32.42|  34.43|  27.60|  20.76|  +15%| 112|
|Dec11 Crude Oil(NYM)          |  31.96|  31.84|  33.41|  26.48|  19.54|  +20%| 143|
|Jan12 Crude Oil(NYM)          |  31.49|  31.30|  32.71|  25.71|  18.70|  +22%| 171|
|Feb12 Crude Oil(NYM)          |  31.24|  30.77|  32.10|  25.09|  18.08|  +24%| 204|
|Aug11 Heating Oil(NYM)        |  28.35|  34.54|  39.64|  32.30|  24.97|  -12%|  29|
|Sep11 Heating Oil(NYM)        |  29.30|  34.02|  38.12|  30.69|  23.26|   -4%|  60|
|Oct11 Heating Oil(NYM)        |  29.22|  33.47|  36.75|  29.28|  21.81|   +0%|  92|
|Nov11 Heating Oil(NYM)        |  29.72|  33.06|  35.52|  28.03|  20.54|   +6%| 121|
|Dec11 Heating Oil(NYM)        |  30.01|  32.60|  34.47|  26.97|  19.48|  +11%| 151|
|Jan12 Heating Oil(NYM)        |  30.02|  32.22|  33.51|  26.02|  18.52|  +15%| 183|
|Aug11 Gasoline(NYMEX)         |  29.57|  35.86|  40.41|  32.30|  24.18|   -8%|  29|
|Sep11 Gasoline(NYMEX)         |  31.08|  35.56|  37.96|  30.04|  22.13|   +3%|  60|
|Oct11 Gasoline(NYMEX)         |  31.54|  35.61|  37.12|  29.30|  21.48|   +7%|  92|
|Nov11 Gasoline(NYMEX)         |  31.66|  35.29|  36.14|  27.96|  19.79|  +13%| 121|
|Dec11 Gasoline(NYMEX)         |  31.17|  34.75|  35.51|  26.82|  18.13|  +16%| 151|
|Jan12 Gasoline(NYMEX)         |  30.83|  34.44|  34.91|  26.45|  17.99|  +16%| 183|
|Aug11 Natural Gas(NYM)        |  34.32|  33.98|  62.35|  45.32|  28.30|  -24%|  29|
|Sep11 Natural Gas(NYM)        |  35.46|  33.09|  58.06|  42.58|  27.10|  -16%|  60|
|Oct11 Natural Gas(NYM)        |  36.39|  31.99|  55.50|  40.52|  25.53|  -10%|  92|
|Nov11 Natural Gas(NYM)        |  34.25|  29.44|  48.52|  34.97|  21.41|   -2%| 121|
|Dec11 Natural Gas(NYM)        |  31.71|  26.92|  43.47|  30.76|  18.05|   +3%| 151|
|Jan12 Natural Gas(NYM)        |  30.77|  25.57|  41.91|  29.25|  16.60|   +5%| 183|
|Sep11 Coffee "C"(ICE)         |  37.23|  31.78|  53.41|  36.04|  18.68|   +3%|  39|
|Dec11 Coffee "C"(ICE)         |  35.73|  30.64|  48.21|  33.29|  18.37|   +7%| 130|
|Sep11 Cocoa(ICE)              |  28.30|  21.74|  43.05|  30.47|  17.88|   -7%|  39|
|Dec11 Cocoa(ICE)              |  28.76|  21.11|  40.91|  28.89|  16.88|   +0%| 130|
|Sep11 Lumber(CME)             |  45.62|  32.86|  34.67|  26.90|  19.14|  +69%|  60|
|Nov11 Lumber(CME)             |  32.95|  31.42|  31.97|  22.90|  13.83|  +43%| 123|
|Sep11 Orange Juice(ICE)       |  26.92|  24.13|  32.49|  22.70|  12.90|  +18%|  39|
|Nov11 Orange Juice(ICE)       |  27.72|  19.27|  30.89|  21.32|  11.74|  +30%| 102|
|Jan12 Orange Juice(ICE)       |  22.41|  17.37|  30.53|  21.11|  11.70|   +6%| 158|
|Mar12 Orange Juice(ICE)       |  24.05|  16.56|  29.78|  20.44|  11.10|  +17%| 221|
\==================================================================================/
Last Updated on Friday, 27 March 2015 08:25  
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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.