Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home Sample Pages Daily Volatility #'s Report

MRCI's Implied Volatility Report - Sample from March 26, 2019

E-mail Print

How can MRCI research be used to trade options?

Timing and direction of price movement are at least as important to options traders as to futures traders. Both win if price moves favorably. But one primary component of an option's premium is time, passage of which makes an option a decaying asset. If prices move sideways over time, the value of a futures contract does not change but that of an option declines. Further, if prices move unfavorably, a futures position can usually be rolled over into another delivery month at minimal additional cost whereas an option eventually expires worthless.

Thus, MRCI's seasonal analysis lends itself to options trading because the strength of seasonal research is discovering historical reliability in timing and direction. Traders know well in advance how strong is a market's tendency to move which way, when, and for how long.

Although there is often a direct relationship between a long call or put and the direction of a seasonal tendency in futures, sometimes an options trader must make certain accommodations with seasonal strategies. For instance, options may expire in a market before a seasonal strategy exits. In certain cases, then, an options trader wanting to take advantage of a seasonal tendency must devise a practical options strategy --- be it short or long an option for a deferred delivery month. MRCI provides the research for a trader to better make his own trading decisions.

But another primary component of option premium is volatility, a measure of risk (for prices to move). Much like an insurance policy, risk is directly reflected in the premium. MRCI has found that volatility also has seasonal tendencies. For example, prices for soybeans and corn are far more likely to move sharply during July --- when crops are most needy, weather most erratic, but production most determined.

An options trader can be right on price direction but, if he buys high volatility or sells low volatility can still lose money. MRCI volatility charts, available to MRCI Online subscribers, overlay current historical and implied volatility levels onto a graph depicting "normal" levels throughout the year. Daily updates available via e-mail provide numerical details which apprise an options trader of whether and how much volatility is greater or lesser than average. Again, MRCI provides the research for a trader to better make his own trading decisions.


*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-Scholes).

*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 expire.

For a complete description of the IV, HV, and CTHV columns click here, or click on each column header for individual descriptions.

MRCI Online also provides daily, weekly & monthly volatility charts for ALL the major commodity markets!

Please visit: http://www.mrci.com/web/sample-pages/volatility-charts.html to view a SAMPLE of these 3 charts.

This table is a sample from March 26, 2019.

Market IV HV +1SD CTHV -1SD IV+-% D2Ex Daily Weekly Monthly
Apr19 Live Cattle(CME) 10.94 12.27 19.06 15.10 11.14 -27% 10 Chart Chart Chart
Jun19 Live Cattle(CME) 15.90 11.87 16.89 13.89 10.89 +14% 73 Chart Chart Chart
Aug19 Live Cattle(CME) 15.41 10.54 14.25 11.59 8.93 +32% 129 Chart Chart Chart
Oct19 Live Cattle(CME) 14.50 9.72 13.21 10.53 7.84 +37% 192 Chart Chart Chart
Mar19 Feeder Cattle(CME) 6.50 10.21 13.65 11.39 9.13 -42% 2 Chart Chart Chart
Apr19 Feeder Cattle(CME) 10.63 14.30 17.36 14.56 11.76 -26% 30 Chart Chart Chart
May19 Feeder Cattle(CME) 13.48 15.16 17.44 14.48 11.53 -6% 65 Chart Chart Chart
Aug19 Feeder Cattle(CME) 13.32 11.64 15.65 13.11 10.57 +1% 156 Chart Chart Chart
Sep19 Feeder Cattle(CME) 13.33 10.59 14.92 12.56 10.20 +6% 184 Chart Chart Chart
Oct19 Feeder Cattle(CME) 13.19 10.05 14.90 12.15 9.39 +8% 219 Chart Chart Chart
Apr19 Lean Hogs(CME) 30.76 41.88 28.93 23.63 18.33 +30% 17 Chart Chart Chart
May19 Lean Hogs(CME) 40.81 35.09 24.66 19.70 14.75 +107% 49 Chart Chart Chart
Jun19 Lean Hogs(CME) 39.69 32.03 24.29 20.41 16.53 +94% 80 Chart Chart Chart
Jul19 Lean Hogs(CME) 37.94 30.08 21.26 18.22 15.18 +108% 108 Chart Chart Chart
Aug19 Lean Hogs(CME) 35.39 29.40 21.20 17.54 13.87 +101% 141 Chart Chart Chart
Oct19 Lean Hogs(CME) 35.47 32.77 21.38 17.30 13.22 +105% 202 Chart Chart Chart
May19 Soybeans(CBOT) 11.24 9.87 32.21 21.88 11.55 -48% 31 Chart Chart Chart
Jul19 Soybeans(CBOT) 12.76 9.83 31.91 21.41 10.90 -40% 87 Chart Chart Chart
Aug19 Soybeans(CBOT) 14.85 9.59 31.13 20.91 10.68 -28% 122 Chart Chart Chart
Sep19 Soybeans(CBOT) 15.55 9.17 29.80 19.63 9.47 -20% 150 Chart Chart Chart
Nov19 Soybeans(CBOT) 15.71 9.01 28.68 18.24 7.79 -13% 213 Chart Chart Chart
May19 Soybean Oil(CBOT) 13.36 11.03 32.67 23.77 14.87 -43% 31 Chart Chart Chart
Jul19 Soybean Oil(CBOT) 14.15 11.02 31.98 23.23 14.49 -39% 87 Chart Chart Chart
Aug19 Soybean Oil(CBOT) 14.62 11.14 31.59 22.91 14.23 -36% 122 Chart Chart Chart
Sep19 Soybean Oil(CBOT) 14.55 10.97 30.92 22.53 14.14 -35% 150 Chart Chart Chart
Oct19 Soybean Oil(CBOT) 14.15 10.87 29.13 21.34 13.56 -33% 178 Chart Chart Chart
Dec19 Soybean Oil(CBOT) 14.70 10.68 28.40 20.96 13.52 -29% 241 Chart Chart Chart
May19 Soybean Meal(CBOT) 12.81 12.80 35.64 24.48 13.31 -47% 31 Chart Chart Chart
Jul19 Soybean Meal(CBOT) 14.24 12.30 34.67 23.68 12.69 -39% 87 Chart Chart Chart
Aug19 Soybean Meal(CBOT) 15.72 11.96 33.97 22.82 11.66 -31% 122 Chart Chart Chart
Sep19 Soybean Meal(CBOT) 16.22 11.65 33.20 21.88 10.57 -25% 150 Chart Chart Chart
Oct19 Soybean Meal(CBOT) 16.19 11.58 34.89 21.60 8.31 -25% 178 Chart Chart Chart
Dec19 Soybean Meal(CBOT) 16.31 11.37 34.88 21.39 7.90 -23% 241 Chart Chart Chart
May19 Corn(CBOT) 14.81 12.80 33.17 23.76 14.36 -37% 31 Chart Chart Chart
Jul19 Corn(CBOT) 18.80 11.90 31.99 22.73 13.47 -17% 87 Chart Chart Chart
Sep19 Corn(CBOT) 22.40 10.98 30.12 21.10 12.08 +6% 150 Chart Chart Chart
Dec19 Corn(CBOT) 20.57 10.01 28.91 19.69 10.47 +4% 241 Chart Chart Chart
May19 Wheat(CBOT) 23.36 30.08 50.39 34.08 17.77 -31% 31 Chart Chart Chart
Jul19 Wheat(CBOT) 22.99 28.26 48.73 32.59 16.45 -29% 87 Chart Chart Chart
Sep19 Wheat(CBOT) 22.67 26.88 46.60 30.93 15.26 -26% 150 Chart Chart Chart
Dec19 Wheat(CBOT) 20.45 25.35 45.59 29.68 13.77 -31% 241 Chart Chart Chart
May19 Wheat(KCBT) 23.39 29.07 47.15 32.47 17.80 -27% 31 Chart Chart Chart
Jul19 Wheat(KCBT) 23.62 27.91 44.58 31.28 17.98 -24% 87 Chart Chart Chart
Sep19 Wheat(KCBT) 23.27 26.39 43.63 30.13 16.64 -22% 150 Chart Chart Chart
Dec19 Wheat(KCBT) 20.60 23.97 41.70 28.28 14.86 -27% 241 Chart Chart Chart
May19 Wheat(MGE) 21.59 15.49 42.73 27.44 12.15 -21% 31 Chart Chart Chart
Jul19 Wheat(MGE) 21.54 13.73 44.98 27.68 10.38 -22% 87 Chart Chart Chart
Sep19 Wheat(MGE) 20.64 12.96 42.20 26.13 10.05 -20% 150 Chart Chart Chart
May19 Cotton(ICE) 19.24 20.11 38.21 26.74 15.26 -28% 17 Chart Chart Chart
Jul19 Cotton(ICE) 20.27 18.00 37.34 25.45 13.55 -20% 80 Chart Chart Chart
Oct19 Cotton(ICE) 16.93 10.48 32.14 20.11 8.08 -15% 171 Chart Chart Chart
Dec19 Cotton(ICE) 16.95 8.28 33.78 19.77 5.77 -14% 227 Chart Chart Chart
Jun19 S & P 500 E-Mini(CME) 13.75 11.83 26.92 16.13 5.35 -14% 87 Chart Chart Chart
Jun19 NASDAQ 100 E-Mini(CME) 17.59 14.98 27.76 17.96 8.16 -2% 87 Chart Chart Chart
Jun19 E-mini DJIA Index(CBOT) 14.09 10.54 25.08 15.15 5.23 -7% 87 Chart Chart Chart
Jun19 30-Year T-Bonds(CBOT) 6.70 7.51 13.94 9.98 6.03 -32% 59 Chart Chart Chart
Jun19 10-Year T-Notes(CBOT) 3.76 4.09 9.51 6.18 2.85 -39% 59 Chart Chart Chart
Jun19 Eurodollars(CME) 9.12 7.70 65.10 38.89 12.69 -76% 83 Chart Chart Chart
Sep19 Eurodollars(CME) 14.07 17.88 81.85 50.06 18.26 -71% 174 Chart Chart Chart
Dec19 Eurodollars(CME) 17.60 24.56 88.20 55.49 22.78 -68% 265 Chart Chart Chart
Jun19 Swiss Franc(CME) 5.37 6.15 14.54 10.70 6.87 -49% 73 Chart Chart Chart
Jun19 EuroFX(CME) 5.81 7.32 13.10 9.97 6.84 -41% 73 Chart Chart Chart
Jun19 Japanese Yen(CME) 6.15 5.89 14.27 10.40 6.54 -40% 73 Chart Chart Chart
Jun19 British Pound(CME) 10.94 9.57 12.92 9.58 6.24 +14% 73 Chart Chart Chart
Jun19 Canadian Dollar(CME) 5.86 6.76 12.16 8.92 5.69 -34% 73 Chart Chart Chart
Jun19 Australian Dollar(CME) 7.72 7.20 16.49 11.91 7.33 -35% 73 Chart Chart Chart
Jun19 US Dollar Index(ICE) 5.32 5.98 11.22 8.50 5.79 -37% 73 Chart Chart Chart
Jun19 Gold(CMX) 9.22 10.73 25.62 17.61 9.60 -47% 62 Chart Chart Chart
Aug19 Gold(CMX) 9.70 10.68 25.59 17.59 9.59 -44% 121 Chart Chart Chart
Dec19 Gold(CMX) 10.55 10.68 25.50 17.54 9.57 -39% 244 Chart Chart Chart
May19 Copper(CMX) 13.80 12.71 35.00 25.69 16.37 -46% 30 Chart Chart Chart
Jul19 Copper(CMX) 15.64 12.49 34.26 25.23 16.19 -37% 91 Chart Chart Chart
Sep19 Copper(CMX) 17.43 12.28 33.68 24.84 16.00 -29% 153 Chart Chart Chart
Dec19 Copper(CMX) 17.77 12.07 33.04 24.37 15.71 -27% 244 Chart Chart Chart
May19 Silver(CMX) 13.33 16.91 44.39 30.31 16.24 -56% 30 Chart Chart Chart
Jul19 Silver(CMX) 14.62 16.86 44.32 30.25 16.17 -51% 91 Chart Chart Chart
Sep19 Silver(CMX) 15.92 16.79 44.26 30.16 16.06 -47% 153 Chart Chart Chart
Dec19 Silver(CMX) 17.10 16.61 44.17 30.05 15.93 -43% 244 Chart Chart Chart
May19 Crude Oil(NYM) 26.06 21.00 47.02 31.46 15.90 -17% 22 Chart Chart Chart
Jun19 Crude Oil(NYM) 26.59 20.13 44.71 30.14 15.58 -11% 51 Chart Chart Chart
Jul19 Crude Oil(NYM) 26.81 19.28 42.94 29.13 15.33 -7% 83 Chart Chart Chart
Aug19 Crude Oil(NYM) 27.79 18.51 41.73 28.47 15.21 -2% 113 Chart Chart Chart
Sep19 Crude Oil(NYM) 28.08 17.79 40.66 27.70 14.73 +1% 142 Chart Chart Chart
Oct19 Crude Oil(NYM) 28.16 17.23 39.76 27.11 14.45 +3% 175 Chart Chart Chart
Nov19 Crude Oil(NYM) 28.15 16.67 39.02 26.59 14.16 +5% 205 Chart Chart Chart
Dec19 Crude Oil(NYM) 28.04 16.04 38.29 26.08 13.87 +7% 234 Chart Chart Chart
Jun19 Brent Crude Oil(ICE) 26.04 15.38 43.15 29.18 15.20 -10% 29 Chart Chart Chart
Jul19 Brent Crude Oil(ICE) 26.43 15.16 42.19 28.53 14.86 -7% 62 Chart Chart Chart
Aug19 Brent Crude Oil(ICE) 27.44 14.89 41.30 27.96 14.61 -1% 90 Chart Chart Chart
Sep19 Brent Crude Oil(ICE) 27.70 14.59 40.48 27.43 14.38 +0% 121 Chart Chart Chart
Oct19 Brent Crude Oil(ICE) 27.92 14.30 39.74 26.95 14.16 +3% 153 Chart Chart Chart
Nov19 Brent Crude Oil(ICE) 28.08 14.00 39.02 26.47 13.93 +6% 182 Chart Chart Chart
Dec19 Brent Crude Oil(ICE) 27.82 13.74 38.35 26.03 13.71 +6% 213 Chart Chart Chart
May19 NY Harbor ULSD(NYM) 22.61 11.67 43.77 28.98 14.20 -21% 30 Chart Chart Chart
Jun19 NY Harbor ULSD(NYM) 23.44 11.66 42.37 27.92 13.47 -16% 63 Chart Chart Chart
Jul19 NY Harbor ULSD(NYM) 24.27 11.64 41.14 27.17 13.20 -10% 91 Chart Chart Chart
Aug19 NY Harbor ULSD(NYM) 25.35 11.51 39.96 26.47 12.99 -4% 122 Chart Chart Chart
Sep19 NY Harbor ULSD(NYM) 24.41 11.35 38.95 25.89 12.82 -5% 154 Chart Chart Chart
May19 RBOB Gasoline(NYM) 24.78 15.69 41.59 30.09 18.58 -17% 30 Chart Chart Chart
Jun19 RBOB Gasoline(NYM) 25.80 14.86 40.51 28.94 17.37 -10% 63 Chart Chart Chart
Jul19 RBOB Gasoline(NYM) 28.04 14.51 39.81 28.20 16.59 +0% 91 Chart Chart Chart
Aug19 RBOB Gasoline(NYM) 28.82 14.36 39.26 27.63 16.00 +4% 122 Chart Chart Chart
Sep19 RBOB Gasoline(NYM) 28.46 14.28 39.08 27.32 15.57 +4% 154 Chart Chart Chart
Oct19 RBOB Gasoline(NYM) 31.68 14.95 40.83 28.13 15.43 +12% 183 Chart Chart Chart
Nov19 RBOB Gasoline(NYM) 14.93 40.59 27.92 15.25 216 Chart Chart Chart
May19 Natural Gas(NYM) 20.77 21.20 46.64 34.61 22.58 -39% 30 Chart Chart Chart
Jun19 Natural Gas(NYM) 20.37 19.37 44.66 32.95 21.25 -38% 63 Chart Chart Chart
Jul19 Natural Gas(NYM) 20.51 17.85 42.53 31.42 20.32 -34% 91 Chart Chart Chart
Aug19 Natural Gas(NYM) 20.68 17.24 41.49 30.49 19.49 -32% 122 Chart Chart Chart
Sep19 Natural Gas(NYM) 20.80 16.91 40.77 29.95 19.13 -30% 154 Chart Chart Chart
Oct19 Natural Gas(NYM) 20.58 16.46 39.77 29.20 18.64 -29% 183 Chart Chart Chart
May19 Coffee "C"(ICE) 27.11 24.09 46.38 31.95 17.52 -15% 17 Chart Chart Chart
Jul19 Coffee "C"(ICE) 27.56 23.19 45.43 31.19 16.94 -11% 80 Chart Chart Chart
Sep19 Coffee "C"(ICE) 27.79 22.31 44.65 30.50 16.35 -8% 136 Chart Chart Chart
May19 Cocoa(ICE) 34.85 29.02 45.00 31.71 18.41 +9% 10 Chart Chart Chart
Jul19 Cocoa(ICE) 27.92 27.18 44.37 30.89 17.40 -9% 73 Chart Chart Chart
Sep19 Cocoa(ICE) 26.19 25.25 43.36 30.18 16.99 -13% 129 Chart Chart Chart
May19 Sugar #11(ICE) 21.02 19.55 52.41 36.90 21.40 -43% 20 Chart Chart Chart
Jul19 Sugar #11(ICE) 22.23 18.81 47.37 33.09 18.81 -32% 83 Chart Chart Chart
Oct19 Sugar #11(ICE) 21.49 17.01 43.28 29.80 16.33 -27% 174 Chart Chart Chart
May19 Orange Juice(ICE) 20.58 22.95 42.26 30.14 18.02 -31% 10 Chart Chart Chart
Jul19 Orange Juice(ICE) 19.59 21.08 38.60 27.17 15.75 -27% 73 Chart Chart Chart
Sep19 Orange Juice(ICE) 21.39 19.90 36.60 25.83 15.05 -17% 129 Chart Chart Chart
Nov19 Orange Juice(ICE) 21.90 18.14 35.06 23.97 12.87 -8% 192 Chart Chart Chart
May19 Rough Rice(CBOT) 20.84 13.82 32.73 23.72 14.71 -12% 31 Chart Chart Chart
Jul19 Rough Rice(CBOT) 19.41 12.93 31.98 22.56 13.14 -13% 87 Chart Chart Chart
Mar19 Class III Milk(CME) 4.65 5.68 13.26 8.95 4.63 -48% 9 Chart Chart Chart
Apr19 Class III Milk(CME) 9.25 15.54 31.24 21.86 12.49 -57% 37 Chart Chart Chart
May19 Class III Milk(CME) 11.57 11.61 30.53 21.38 12.22 -45% 70 Chart Chart Chart
Jun19 Class III Milk(CME) 12.08 9.86 26.91 19.52 12.14 -38% 100 Chart Chart Chart
May19 London Coffee(LCE) 18.43 14.73 40.25 27.46 14.68 -32% 22 Chart Chart Chart
Jul19 London Coffee(LCE) 18.04 12.99 36.58 24.79 13.01 -27% 85 Chart Chart Chart
May19 London Sugar(LCE) 17.40 13.73 40.12 27.09 14.05 -35% 6 Chart Chart Chart
May19 London Cocoa(LCE) 28.82 27.10 35.76 25.34 14.92 +13% 35 Chart Chart Chart
Jul19 London Cocoa(LCE) 22.60 22.86 35.00 24.32 13.63 -7% 94 Chart Chart Chart
Sep19 London Cocoa(LCE) 19.45 19.05 33.41 23.16 12.92 -16% 157 Chart Chart Chart

 

 

 


Market IV HV +1SD CTHV -1SD IV+-% D2Ex Daily Weekly Monthly
Oct11 Live Cattle(CME) 16.35 15.07 18.37 13.96 9.54 +17% 44 Chart Chart Chart
Dec11 Live Cattle(CME) 15.82 13.75 15.42 11.55 7.67 +36% 100 Chart Chart Chart
Feb12 Live Cattle(CME) 15.45 11.73 13.27 9.66 6.06 +59% 163 Chart Chart Chart
Aug11 Feeder Cattle(CME) 6.33 11.14 14.15 10.11 6.07 -37% 1 Chart Chart Chart
Sep11 Feeder Cattle(CME) 14.09 14.86 16.31 11.80 7.30 +19% 36 Chart Chart Chart
Oct11 Feeder Cattle(CME) 16.74 16.41 16.45 11.84 7.22 +41% 64 Chart Chart Chart
Nov11 Feeder Cattle(CME) 16.35 14.97 15.60 11.25 6.90 +45% 85 Chart Chart Chart
Jan12 Feeder Cattle(CME) 15.82 14.11 13.94 9.94 5.94 +59% 155 Chart Chart Chart
Mar12 Feeder Cattle(CME) 15.07 13.35 13.18 9.31 5.43 +61% 218 Chart Chart Chart
Oct11 Lean Hogs(CME) 22.40 20.60 35.40 27.57 19.74 -18% 51 Chart Chart Chart
Dec11 Lean Hogs(CME) 24.04 19.95 30.87 23.63 16.39 +1% 112 Chart Chart Chart
Feb12 Lean Hogs(CME) 22.26 18.55 25.98 18.94 11.91 +17% 174 Chart Chart Chart
Sep11 Soybeans(CBOT) 22.81 17.37 39.53 28.44 17.35 -19% 2 Chart Chart Chart
Nov11 Soybeans(CBOT) 21.55 17.71 39.46 28.53 17.60 -24% 58 Chart Chart Chart
Jan12 Soybeans(CBOT) 20.64 17.34 38.53 27.74 16.95 -25% 121 Chart Chart Chart
Mar12 Soybeans(CBOT) 20.94 16.58 36.83 26.36 15.88 -20% 184 Chart Chart Chart
Sep11 Soybean Oil(CBOT) 21.15 18.18 36.57 26.55 16.52 -20% 2 Chart Chart Chart
Oct11 Soybean Oil(CBOT) 19.15 18.30 37.15 26.59 16.04 -27% 30 Chart Chart Chart
Dec11 Soybean Oil(CBOT) 18.86 18.81 37.33 27.00 16.66 -30% 93 Chart Chart Chart
Jan12 Soybean Oil(CBOT) 19.08 18.64 36.63 26.55 16.46 -28% 121 Chart Chart Chart
Mar12 Soybean Oil(CBOT) 18.43 18.22 35.89 25.80 15.70 -28% 184 Chart Chart Chart
Sep11 Soybean Meal(CBOT) 21.69 18.82 40.41 28.54 16.67 -23% 2 Chart Chart Chart
Oct11 Soybean Meal(CBOT) 20.43 19.30 40.82 29.11 17.39 -29% 30 Chart Chart Chart
Dec11 Soybean Meal(CBOT) 19.41 19.90 41.00 29.55 18.09 -34% 93 Chart Chart Chart
Jan12 Soybean Meal(CBOT) 19.02 19.46 40.45 29.23 18.01 -34% 121 Chart Chart Chart
Mar12 Soybean Meal(CBOT) 19.21 18.54 38.84 27.69 16.53 -30% 184 Chart Chart Chart
Sep11 Corn(CBOT) 36.98 29.28 39.50 29.06 18.61 +27% 2 Chart Chart Chart
Dec11 Corn(CBOT) 32.55 28.86 38.82 28.21 17.60 +15% 93 Chart Chart Chart
Mar12 Corn(CBOT) 31.32 27.70 36.96 26.31 15.66 +19% 184 Chart Chart Chart
Sep11 Wheat(CBOT) 45.31 40.33 44.52 30.06 15.60 +50% 2 Chart Chart Chart
Dec11 Wheat(CBOT) 34.17 36.31 42.61 28.66 14.70 +19% 93 Chart Chart Chart
Mar12 Wheat(CBOT) 32.62 33.30 39.91 26.91 13.91 +21% 184 Chart Chart Chart
Sep11 Wheat(KCBT) 42.83 36.91 38.64 26.17 13.70 +63% 37 Chart Chart Chart
Dec11 Wheat(KCBT) 32.05 35.64 38.21 25.38 12.55 +26% 128 Chart Chart Chart
Mar12 Wheat(KCBT) 29.91 35.22 35.88 24.18 12.48 +23% 219 Chart Chart Chart
Sep11 Wheat(MGE) 39.71 31.15 38.47 26.43 14.39 +50% 37 Chart Chart Chart
Dec11 Wheat(MGE) 35.31 29.71 36.72 24.68 12.65 +43% 128 Chart Chart Chart
Mar12 Wheat(MGE) 31.47 30.27 34.61 23.23 11.85 +35% 219 Chart Chart Chart
Sep11 Oats(CBOT) 36.13 28.83 38.18 31.32 24.47 +15% 2 Chart Chart Chart
Dec11 Oats(CBOT) 25.12 26.70 34.50 28.04 21.58 -10% 93 Chart Chart Chart
Oct11 Cotton(ICE) 41.47 34.47 31.73 24.36 16.99 +70% 23 Chart Chart Chart
Dec11 Cotton(ICE) 39.78 36.54 31.53 24.36 17.20 +63% 79 Chart Chart Chart
Mar12 Cotton(ICE) 37.11 36.15 29.06 22.38 15.69 +65% 170 Chart Chart Chart
Oct11 Sugar #11(ICE) 43.75 39.59 40.53 31.31 22.08 +39% 16 Chart Chart Chart
Mar12 Sugar #11(ICE) 39.62 36.66 34.77 26.18 17.60 +51% 170 Chart Chart Chart
Sep11 S & P 500(CME) 31.26 50.18 25.30 17.58 9.87 +77% 22 Chart Chart Chart
Dec11 S & P 500(CME) 28.07 50.49 25.43 17.65 9.87 +59% 113 Chart Chart Chart
Sep11 30-Year T-Bonds(CBOT) 25.03 19.63 13.27 9.20 5.13 +172% 2 Chart Chart Chart
Dec11 30-Year T-Bonds(CBOT) 15.64 20.17 13.48 9.32 5.16 +67% 93 Chart Chart Chart
Sep11 10-Year T-Notes(CBOT) 13.30 9.21 8.55 6.04 3.53 +120% 2 Chart Chart Chart
Dec11 10-Year T-Notes(CBOT) 7.56 9.63 8.93 6.22 3.51 +21% 93 Chart Chart Chart
Sep11 5-Year T-Notes(CBOT) 6.47 4.81 5.82 4.19 2.56 +54% 2 Chart Chart Chart
Sep11 Eurodollars(CME) 107.62 114.27 35.91 17.38 -1.16 +519% 26 Chart Chart Chart
Dec11 Eurodollars(CME) 121.19 129.40 58.64 30.52 2.39 +297% 117 Chart Chart Chart
Mar12 Eurodollars(CME) 105.61 115.09 74.96 39.72 4.49 +165% 208 Chart Chart Chart
Oct11 Gold(CMX) 29.75 33.02 20.22 13.99 7.75 +112% 33 Chart Chart Chart
Dec11 Gold(CMX) 28.59 32.98 20.21 13.96 7.71 +104% 92 Chart Chart Chart
Feb12 Gold(CMX) 27.35 32.99 20.20 13.95 7.70 +96% 155 Chart Chart Chart
Sep11 Copper(CMX) 35.84 26.91 34.41 25.28 16.16 +41% 1 Chart Chart Chart
Dec11 Copper(CMX) 27.14 26.72 33.20 24.07 14.94 +12% 92 Chart Chart Chart
Mar12 Copper(CMX) 26.03 26.43 32.34 23.25 14.16 +11% 183 Chart Chart Chart
Sep11 Silver(CMX) 74.08 53.70 39.88 26.28 12.68 +181% 1 Chart Chart Chart
Dec11 Silver(CMX) 47.79 53.67 39.81 26.14 12.48 +82% 92 Chart Chart Chart
Mar12 Silver(CMX) 45.79 53.68 39.65 25.98 12.31 +76% 183 Chart Chart Chart
Sep11 Swiss Franc(CME) 17.48 30.43 11.90 9.81 7.72 +78% 16 Chart Chart Chart
Dec11 Swiss Franc(CME) 15.92 30.52 11.90 9.80 7.71 +62% 107 Chart Chart Chart
Sep11 EuroFX(CME) 13.38 10.25 11.44 9.48 7.52 +41% 16 Chart Chart Chart
Dec11 EuroFX(CME) 13.77 10.13 11.44 9.46 7.48 +45% 107 Chart Chart Chart
Sep11 Japanese Yen(CME) 11.52 12.58 13.04 10.11 7.18 +13% 16 Chart Chart Chart
Dec11 Japanese Yen(CME) 11.57 12.69 13.04 10.08 7.13 +14% 107 Chart Chart Chart
Sep11 Canadian Dollar(CME) 11.14 10.07 10.63 7.58 4.54 +46% 16 Chart Chart Chart
Dec11 Canadian Dollar(CME) 11.47 9.90 10.61 7.59 4.57 +51% 107 Chart Chart Chart
Sep11 British Pound(CME) 10.64 8.50 10.09 7.83 5.56 +35% 16 Chart Chart Chart
Dec11 British Pound(CME) 11.03 8.49 10.10 7.83 5.57 +40% 107 Chart Chart Chart
Sep11 Australian Dollar(CME) 16.31 18.69 15.70 11.82 7.93 +38% 16 Chart Chart Chart
Dec11 Australian Dollar(CME) 15.92 18.55 15.73 11.81 7.89 +34% 107 Chart Chart Chart
Sep11 US Dollar Index(ICE) 10.59 9.14 9.49 7.61 5.74 +39% 16 Chart Chart Chart
Dec11 US Dollar Index(ICE) 10.80 9.08 9.51 7.64 5.76 +41% 107 Chart Chart Chart
Oct11 Crude Oil(NYM) 43.51 50.83 35.34 28.82 22.30 +50% 22 Chart Chart Chart
Nov11 Crude Oil(NYM) 42.65 50.45 33.40 26.97 20.54 +58% 54 Chart Chart Chart
Dec11 Crude Oil(NYM) 42.81 50.06 32.11 25.63 19.16 +67% 85 Chart Chart Chart
Jan12 Crude Oil(NYM) 42.42 49.50 31.15 24.60 18.05 +72% 113 Chart Chart Chart
Feb12 Crude Oil(NYM) 40.65 48.92 30.37 23.71 17.06 +71% 146 Chart Chart Chart
Sep11 Heating Oil(NYM) 42.77 33.58 36.72 30.97 25.22 +38% 2 Chart Chart Chart
Oct11 Heating Oil(NYM) 31.23 33.47 35.61 29.80 23.98 +4% 34 Chart Chart Chart
Nov11 Heating Oil(NYM) 32.37 33.22 33.90 28.28 22.66 +14% 63 Chart Chart Chart
Dec11 Heating Oil(NYM) 32.47 32.97 32.17 26.80 21.42 +21% 93 Chart Chart Chart
Jan12 Heating Oil(NYM) 32.81 32.72 31.06 25.74 20.42 +27% 125 Chart Chart Chart
Sep11 Gasoline(NYMEX) 45.50 41.98 44.84 36.51 28.17 +24% 2 Chart Chart Chart
Oct11 Gasoline(NYMEX) 34.38 42.27 39.25 31.50 23.75 +9% 34 Chart Chart Chart
Nov11 Gasoline(NYMEX) 34.02 41.47 35.83 28.51 21.20 +19% 63 Chart Chart Chart
Dec11 Gasoline(NYMEX) 34.78 40.93 34.11 26.88 19.65 +29% 93 Chart Chart Chart
Jan12 Gasoline(NYMEX) 34.97 40.74 32.96 25.87 18.79 +35% 125 Chart Chart Chart
Sep11 Natural Gas(NYM) 41.40 27.91 69.96 53.15 36.34 -22% 2 Chart Chart Chart
Oct11 Natural Gas(NYM) 35.60 28.16 66.67 50.55 34.44 -29% 34 Chart Chart Chart
Nov11 Natural Gas(NYM) 33.66 25.95 53.40 40.93 28.46 -17% 63 Chart Chart Chart
Dec11 Natural Gas(NYM) 32.10 23.20 44.45 34.26 24.07 -6% 93 Chart Chart Chart
Jan12 Natural Gas(NYM) 31.14 21.85 41.44 31.75 22.05 -1% 125 Chart Chart Chart
Dec11 Coffee "C"(ICE) 35.73 25.43 43.57 34.47 25.38 +3% 72 Chart Chart Chart
Mar12 Coffee "C"(ICE) 33.84 24.56 40.25 31.68 23.10 +6% 163 Chart Chart Chart
Dec11 Cocoa(ICE) 27.23 23.01 36.38 26.67 16.96 +2% 72 Chart Chart Chart
Mar12 Cocoa(ICE) 26.95 21.72 35.58 25.78 15.97 +4% 163 Chart Chart Chart
Sep11 Lumber(CME) 48.32 38.26 35.29 29.74 24.19 +62% 2 Chart Chart Chart
Nov11 Lumber(CME) 39.81 41.04 31.25 25.05 18.85 +58% 65 Chart Chart Chart
Nov11 Orange Juice(ICE) 32.74 42.03 42.43 29.78 17.12 +9% 44 Chart Chart Chart
Jan12 Orange Juice(ICE) 27.47 36.07 39.64 27.68 15.71 +0% 100 Chart Chart Chart
Mar12 Orange Juice(ICE) 29.46 34.38 38.01 26.51 15.02 +11% 163 Chart Chart Chart
Last Updated on Wednesday, 27 March 2019 12:20  
Banner

Subscribe Today

Subscribe Today

Subscribe to our FREE Newsletters

Email: