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Main Switchboard
Local: 312-930-1000
Toll Free: 866-716-7274
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Phone: 800-331-3332
E-mail:info@cmegroup.com
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Historical Volatility
Live Cattle Historical Volatility
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003 | 13.8 | 15.0 | 22.6 | 9.6 | 35.3 | 13.7 | 22.9 | 16.0 | 16.9 | 23.1 | 41.0 | 29.8 |
21.6 |
| 2004 | 29.7 | 17.5 | 26.7 | 20.4 | 35.3 | 25.6 | 24.2 | 19.9 | 16.5 | 11.6 | 28.0 | 19.9 |
22.9 |
| 2005 | 16.4 | 12.0 | 16.8 | 13.7 | 36.0 | 11.5 | 20.1 | 12.7 | 15.4 | 14.5 | 11.1 | 15.1 |
16.3 |
| 2006 | 19.4 | 8.6 | 13.9 | 18.3 | 23.2 | 20.3 | 18.3 | 13.8 | 19.0 | 15.5 | 15.6 | 11.5 |
16.5 |
| 2007 | 15.9 | 11.1 | 17.7 | 15.6 | 16.1 | 15.0 | 19.3 | 15.1 | 16.6 | 10.0 | 10.1 | 17.2 |
15.0 |
| 2008 | 11.4 | 8.5 | 16.8 | 13.1 | 11.9 | 15.2 | 13.2 | 13.1 | 17.9 |
13.5 |
|||
| Mean | 17.8 | 12.1 | 19.1 | 15.1 | 26.3 | 17.2 | 21.0 | 15.1 | 17.0 | 14.9 | 21.2 | 18.7 | |
| High | 29.7 | 17.5 | 26.7 | 20.4 | 36.0 | 25.6 | 24.2 | 19.9 | 19.0 | 23.1 | 41.0 | 29.8 | |
| Low | 11.4 | 8.5 | 13.9 | 9.6 | 11.9 | 11.5 | 18.3 | 12.7 | 15.4 | 10.0 | 10.1 | 11.5 |
