|
 |
| MRCI's Historical Limit Report |
Cotton(ICE) Last 200 Days Limit Statistics(1974-2014 Contracts) |
|
Limit Up |
Tot Pct Exceed |
Limit Down |
Tot Pct Exceed |
| Total Limits |
874 |
|
793 |
|
| Exceed Day 1 |
528(60%) |
60% |
540(68%) |
68% |
| Exceed Day 2 |
16(2%) |
62% |
21(3%) |
71% |
| Exceed Day 3 |
143(16%) |
79% |
73(9%) |
80% |
| Exceed Days 4-7 |
64(7%) |
86% |
73(9%) |
89% |
| Exceed Days 8-20 |
44(5%) |
91% |
42(5%) |
94% |
| Exceed Days 21-50 |
23(3%) |
94% |
22(3%) |
97% |
| Exceed Days 51-100 |
9(1%) |
95% |
7(1%) |
98% |
| Exceed > Day 100 |
47(5%) |
100% |
14(2%) |
100% |
Exceed by Later Contracts |
53(6%) |
|
19(2%) |
|
| Limits by Month |
| Type |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| Up |
63 |
99 |
59 |
67 |
38 |
120 |
71 |
87 |
101 |
47 |
66 |
56 |
| Down |
75 |
62 |
85 |
55 |
50 |
98 |
70 |
60 |
79 |
67 |
57 |
35 |
| Total |
138 |
161 |
144 |
122 |
88 |
218 |
141 |
147 |
180 |
114 |
123 |
91 |
|
|