Contact Us

CME Group/Chicago HQ
Main Switchboard
Local: 312-930-1000
Toll Free: 866-716-7274

Customer Service
Product inquiries, website issues, and specific questions
Phone: 800-331-3332
E-mail:info@cmegroup.com

More CME Group Direct Lines
Click for phone list by department

Historical Reports
Historical Volatility

Volatility is measurement of the change in price over a given period. It is often expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price.

Historical Volatility Methodology

Commodities
Butter
Cash Settled Butter
Class III Milk
Corn
Ethanol
Lean Hogs
Live Cattle
Oats
Rough Rice
Soybean
Soybean Oil
Soybean Meal
Wheat

 

Equity Indexes
DJIA Futures ($10)
S&P 500

 

FX
British Pound
Euro FX

 

Interest Rates
30 yr Bond
10 yr Note
5 yr Note
2 yr Note
Eurodollar