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Rough Rice Historical Volatility
Rough Rice 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 |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1986 | 10.1 | 8.9 | 5.4 | 9.1 |
8.4 |
||||||||
| 1987 | 8.2 | 15.5 | 10.2 | 9.8 | 10.4 | 10.1 | 14.0 | 48.6 | 42.1 | 48.5 | 39.1 | 35.6 |
24.3 |
| 1988 | 28.4 | 29.0 | 37.9 | 41.5 | 48.6 | 47.9 | 27.4 | 30.1 | 20.1 | 16.5 | 11.8 | 8.6 |
29.0 |
| 1989 | 14.5 | 6.0 | 8.2 | 18.7 | 12.0 | 17.9 | 16.1 | 20.4 | 19.1 | 17.2 | 15.6 | 15.2 |
15.1 |
| 1990 | 21.3 | 12.7 | 16.5 | 11.6 | 27.5 | 14.3 | 12.2 | 12.5 | 26.1 | 16.7 | 13.7 | 14.9 |
16.7 |
| 1991 | 19.1 | 15.4 | 10.4 | 7.35 | 15.4 | 22.6 | 15.6 | 10.1 | 10.0 | 16.1 | 11.2 | 6.5 |
13.3 |
| 1992 | 6.8 | 13.8 | 11.8 | 11.5 | 9.9 | 9.7 | 7.3 | 14.5 | 8.6 | 8.5 | 6.7 | 7.4 |
9.7 |
| 1993 | 14.9 | 20.5 | 24.4 | 23.8 | 14.1 | 27.0 | 29.9 | 20.9 | 30.1 | 21.2 | 21.9 | 15.7 |
21.5 |
| 1994 | 26.8 | 24.9 | 27.0 | 33.1 | 39.7 | 38.6 | 33.6 | 33.9 | 24.2 | 19.6 | 21.9 | 23.8 |
28.9 |
| 1995 | 26.4 | 17.7 | 14.7 | 10.9 | 26.5 | 30.8 | 19.9 | 20.9 | 30.1 | 23.2 | 21.9 | 15.7 |
21.5 |
| 1996 | 20.9 | 15.3 | 19.4 | 25.3 | 18.2 | 12.8 | 14.4 | 18.1 | 13.4 | 8.7 | 10.3 | 10.8 |
15.6 |
| 1997 | 13.1 | 22.3 | 18.4 | 19.1 | 17.4 | 15.8 | 24.6 | 12.4 | 15.3 | 15.9 | 13.4 | 10.5 |
16.5 |
| 1998 | 15.6 | 9.5 | 16.1 | 14.3 | 18.2 | 20.0 | 20.0 | 21.5 | 17.9 | 10.6 | 14.6 | 15.3 |
16.1 |
| 1999 | 20.1 | 17.9 | 31.3 | 27.1 | 23.2 | 23.7 | 25.5 | 26.4 | 20.4 | 17.7 | 25.3 | 19.7 |
23.2 |
| 2000 | 22.4 | 16.7 | 24.1 | 17.3 | 17.6 | 27.4 | 25.2 | 42.9 | 30.7 | 20.4 | 13.6 | 12.5 |
22.6 |
| 2001 | 22.2 | 20.7 | 25.4 | 21.5 | 28.4 | 66.8 | 17.3 | 26.7 | 26.3 | 20.9 | 28.4 | 35.2 |
28.3 |
| 2002 | 26.1 | 21.2 | 19.8 | 19.9 | 26.7 | 37.0 | 36.4 | 38.3 | 25.1 | 22.9 | 20.5 | 22.5 |
26.4 |
| 2003 | 25.2 | 28.8 | 23.9 | 41.5 | 34.8 | 29.7 | 41.4 | 29.8 | 17.5 | 30.2 | 33.1 | 20.3 |
29.7 |
| 2004 | 28.4 | 26.3 | 32.7 | 23.8 | 30.8 | 38.1 | 28.9 | 34.1 | 26.8 | 22.0 | 22.2 |
24.7 |
28.2 |
| 2005 | 21.9 | 29.6 | 23.5 | 24.9 | 19.9 | 20.2 | 21.3 | 24.2 | 22.7 | 19.7 | 16.3 | 18.2 |
21.9 |
| 2006 | 18.5 | 16.2 | 24.8 | 10.8 | 21.6 | 26.5 | 16.1 | 35.3 | 16.7 | 17.5 | 11.2 | 9.8 |
18.8 |
| 2007 | 13.8 | 19.0 | 24.6 | 12.5 | 21.9 | 21.6 | 18.0 | 13.9 | 13.5 | 12.2 | 20.8 | 10.7 |
16.9 |
| 2008 | 17.0 | 21.8 | 35.4 | 38.3 | 42.9 | 43.6 | 50.5 | 30.0 | 34.1 | 31.6 | 31.8 | 25.3 |
33.5 |
| 2009 | 31.7 | 32.5 | 39.0 | 21.3 | 20.1 |
29.3 |
22.6 |
18.8 |
22.6 | 22.8 | 21.7 | 26.9 |
25.8 |
| 2010 | 27.5 | 21.1 | 21.8 | 22.9 | 22.9 | 30.0 | 24.0 | 29.1 | 22.1 | 26.6 | 33.4 | 25.6 | 25.4 |
| 2011 | 33.6 | 40.7 | 32.2 | 27.5 | 29.4 | 24.1 | 40.2 | -- | -- | -- | -- | -- | 32.5 |
| Mean | 21.0 | 20.6 | 22.9 | 21.5 | 23.9 | 27.4 | 24.1 | 25.5 | 21.7 | 20.9 | 20.1 | 18.1 |
-- |
| High | 33.6 | 40.7 | 39.0 | 41.5 | 48.6 | 66.8 | 50.5 | 48.6 | 42.1 | 48.5 | 39.1 | 35.6 |
-- |
| Low | 6.8 | 6.0 | 8.2 | 7.5 | 9.9 | 9.7 | 7.3 | 10.1 | 8.6 | 8.5 | 5.4 | 6.5 |
-- |
