Historical Volatility
Milk Historical Volatility
 
Historical volatility data is no longer available on this page. Historical volatility data is available in our End-of-Day product in CME Datamine

 

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average

2003  5.1  25.7 6.1 14.2 17.9 4.0 75.6 58.2 10.0 30.2 12.1 49.3

25.7

2004  7.7  5.6  45.6 94.1  10.2  63.2  61.4  19.4  11.6  16.7  6.3  50.7

32.7

2005  60.9  18.3 16.7  27.2  2.6  4.5  13.9  20.2  16.9  4.6  23.6  5.2

17.9

2006 3.9 30.6 30.7  3.6  5.8  16.9  3.9  4.5  40.9  6.7  10.7  14.3

14.4

2007 6.3 16.8 20.8  4.9  27.5  47.6  15.7  23.8  6.4  32.6  5.6  20.8

19.1

2008 17.8 24.8  5.7  26.2  42.8  4.0 36.0  7.5  25.4 35.2 6.0 10.0 

20.1

2009 51.0 36.8  7.6  20.1  5.2  3.9  37.1  6.9  28.2  35.3  4.1  32.6 

22.4

2010 6.2 11.2 35.1 12.2 6.4 4.4 30.3 2.9  23.0 3.4 32.6 39.3 17.3
2011 4.9 76.9 46.0 10.4 4.8 47.5  6.7  -- -- -- -- -- 28.2
Mean 18.2 27.4 23.8 23.7 13.7 21.8 31.2 27.9 20.3 20.6 12.6 27.8 --
High 60.9 76.9 46.0 94.1 42.8 63.2 75.6 58.2 40.9 35.3 32.6 50.7 --
Low 3.9 5.6 5.7 3.6 2.6 3.9 3.9 2.9 6.4 3.4 4.1 5.2 --