EUR/USD IV jumped on Fri. shocker.
Soybean Nov is also up 13%. Many traders are expecting the seasonal move.
/==================================================================================\
| Contract | IV | HV | +1SD | CTHV | -1SD |IV+-% |D2EX|
|==============================|=======|=======|=======|=======|=======|======|====|
|Jun10 Eurodollars(CME) | 93.36| 60.18| 34.15| 18.44| 2.73| +406%| 45|
|Sep10 Eurodollars(CME) | 86.04| 81.64| 46.00| 27.20| 8.41| +216%| 136|
|Dec10 Eurodollars(CME) | 95.69| 82.42| 54.10| 31.82| 9.53| +200%| 227|
|Oct10 Natural Gas(NYM) | 50.80| 48.53| 42.49| 29.70| 16.90| +71%| 150|
|Sep10 Canadian Dollar(CME) | 11.09| 10.39| 9.86| 6.64| 3.41| +67%| 126|
|Sep10 British Pound(CME) | 12.84| 8.22| 10.84| 7.78| 4.72| +65%| 126|
|Nov10 Natural Gas(NYM) | 42.77| 40.95| 37.00| 25.97| 14.94| +64%| 179|
|Jun10 British Pound(CME) | 12.69| 8.23| 10.79| 7.74| 4.68| +63%| 35|
|Jun10 Canadian Dollar(CME) | 10.79| 10.56| 9.88| 6.63| 3.38| +62%| 35|
|Dec10 Natural Gas(NYM) | 37.49| 34.72| 33.25| 23.22| 13.18| +61%| 209|
|Sep10 Natural Gas(NYM) | 48.00| 50.59| 43.90| 30.88| 17.86| +55%| 118|
|Sep10 Corn(CBOT) | 32.46| 29.62| 28.27| 21.01| 13.74| +54%| 119|
|Sep10 Lumber(CME) | 27.50| 23.02| 23.04| 18.29| 13.55| +50%| 119|
|Oct10 Sugar #11(ICE) | 39.34| 38.49| 32.98| 26.05| 19.13| +50%| 133|
|Dec10 Lean Hogs(CME) | 22.84| 17.62| 23.09| 15.42| 7.75| +48%| 228|
|Nov10 Orange Juice(ICE) | 35.30| 21.09| 34.22| 23.71| 13.19| +48%| 154|
|Mar11 Sugar #11(ICE) | 33.76| 34.30| 29.12| 22.76| 16.41| +48%| 287|
|Dec10 Corn(CBOT) | 30.02| 28.10| 27.30| 20.23| 13.17| +48%| 210|
|Jan11 Feeder Cattle(CME) | 15.20| 8.47| 15.83| 10.28| 4.72| +47%| 272|
|Jul10 Corn(CBOT) | 32.00| 30.75| 29.76| 21.90| 14.05| +46%| 56|
|Dec10 Gold(CMX) | 19.65| 13.00| 19.96| 13.48| 7.00| +45%| 196|
|Dec10 Live Cattle(CME) | 13.81| 10.19| 13.69| 9.53| 5.37| +44%| 217|
|Aug10 Natural Gas(NYM) | 45.38| 52.05| 45.11| 31.96| 18.81| +41%| 88|
|Dec10 Wheat(MGE) | 30.04| 26.24| 31.87| 21.46| 11.06| +39%| 245|
|Oct10 Gold(CMX) | 18.63| 12.96| 19.97| 13.52| 7.08| +37%| 133|
|Jul10 Copper(CMX) | 36.40| 23.01| 36.76| 26.49| 16.22| +37%| 42|
|Sep10 Wheat(MGE) | 29.85| 26.34| 32.45| 21.73| 11.02| +37%| 153|
|Sep10 US Dollar Index(ICE) | 10.61| 6.36| 10.07| 7.79| 5.50| +36%| 126|
|Nov10 Feeder Cattle(CME) | 15.42| 10.66| 17.30| 11.32| 5.35| +36%| 202|
|Oct10 Live Cattle(CME) | 14.70| 10.40| 15.82| 10.89| 5.97| +34%| 154|
|Jul10 Natural Gas(NYM) | 45.32| 54.00| 46.63| 33.60| 20.57| +34%| 56|
|Jul10 Sugar #11(ICE) | 40.51| 46.14| 38.11| 30.29| 22.47| +33%| 42|
|Jun10 US Dollar Index(ICE) | 10.42| 6.32| 10.12| 7.80| 5.48| +33%| 35|
|Jul10 Lumber(CME) | 31.41| 27.99| 29.64| 23.64| 17.65| +32%| 56|
|Aug10 Gold(CMX) | 17.77| 12.92| 20.02| 13.55| 7.07| +31%| 70|
|Sep10 Copper(CMX) | 33.25| 22.84| 35.66| 25.23| 14.80| +31%| 105|
|Jul10 Wheat(MGE) | 30.03| 27.29| 34.83| 23.08| 11.32| +30%| 91|
|Dec10 Wheat(KCBT) | 31.43| 29.80| 33.91| 24.35| 14.78| +29%| 245|
|Oct10 Lean Hogs(CME) | 22.42| 18.00| 24.78| 17.61| 10.44| +27%| 167|
|Dec10 Cocoa(ICE) | 34.01| 21.61| 35.47| 26.97| 18.46| +26%| 189|
|Oct10 Gasoline(NYMEX) | 32.01| 15.72| 33.90| 25.26| 16.62| +26%| 150|
|Dec10 Crude Oil(NYM) | 30.22| 16.64| 31.09| 23.90| 16.70| +26%| 201|
|Jun10 Natural Gas(NYM) | 45.56| 56.44| 48.68| 35.94| 23.21| +26%| 26|
|Dec10 Gasoline(NYMEX) | 31.31| 15.36| 33.43| 24.86| 16.28| +25%| 209|
|Sep10 Wheat(KCBT) | 31.66| 30.84| 35.44| 25.15| 14.86| +25%| 153|
|Dec10 Cotton(ICE) | 22.81| 7.18| 24.96| 18.12| 11.27| +25%| 196|
|Nov10 Gasoline(NYMEX) | 31.39| 15.56| 33.66| 25.09| 16.52| +25%| 179|
|Oct10 Feeder Cattle(CME) | 15.44| 11.22| 18.35| 12.36| 6.37| +24%| 181|
|Sep10 EuroFX(CME) | 11.96| 8.82| 12.96| 9.64| 6.31| +24%| 153|
|Nov10 Crude Oil(NYM) | 30.28| 17.02| 31.92| 24.54| 17.16| +23%| 168|
|Dec10 Heating Oil(NYM) | 29.68| 16.00| 30.91| 24.46| 18.00| +21%| 209|
|Sep10 Gasoline(NYMEX) | 31.13| 15.34| 33.91| 25.62| 17.33| +21%| 118|
|Aug10 Live Cattle(CME) | 15.62| 12.13| 17.86| 12.82| 7.78| +21%| 98|
|Dec10 Wheat(CBOT) | 29.71| 27.60| 34.56| 24.75| 14.94| +20%| 210|
|Sep10 Feeder Cattle(CME) | 15.55| 13.07| 19.10| 12.89| 6.68| +20%| 153|
|Oct10 Cotton(ICE) | 23.61| 13.01| 26.35| 19.71| 13.06| +19%| 140|
|Jul10 Wheat(KCBT) | 31.81| 31.37| 37.43| 26.59| 15.74| +19%| 91|
|Sep10 S & P 500(CME) | 21.11| 15.64| 26.59| 17.76| 8.93| +18%| 139|
|Nov10 Heating Oil(NYM) | 29.83| 16.36| 31.78| 25.20| 18.62| +18%| 179|
|Sep10 Orange Juice(ICE) | 29.86| 21.70| 35.83| 25.27| 14.71| +18%| 98|
|Jun10 EuroFX(CME) | 11.42| 8.81| 12.98| 9.66| 6.34| +18%| 61|
|Sep10 Soybeans(CBOT) | 24.24| 13.53| 28.34| 20.67| 13.00| +17%| 119|
|Sep10 Wheat(CBOT) | 30.78| 31.44| 36.36| 26.43| 16.51| +16%| 119|
|Oct10 Crude Oil(NYM) | 29.50| 17.44| 32.94| 25.35| 17.76| +16%| 139|
|Sep10 Cocoa(ICE) | 32.34| 23.86| 36.57| 28.00| 19.44| +15%| 98|
|Oct10 Heating Oil(NYM) | 29.83| 16.71| 32.83| 26.01| 19.20| +14%| 150|
|Jul10 Wheat(CBOT) | 31.70| 33.04| 37.64| 27.58| 17.52| +14%| 56|
|Nov10 Soybeans(CBOT) | 22.43| 13.65| 27.82| 19.79| 11.76| +13%| 175|
|Jul10 Cocoa(ICE) | 33.50| 24.99| 38.17| 29.60| 21.04| +13%| 35|
|Dec10 Oats(CBOT) | 26.96| 25.24| 35.11| 23.97| 12.82| +12%| 210|
|Sep10 Soybean Meal(CBOT) | 25.73| 22.72| 28.96| 22.88| 16.79| +12%| 119|
|Dec10 Soybean Meal(CBOT) | 24.76| 23.36| 29.88| 22.24| 14.59| +11%| 210|
|Aug10 Gasoline(NYMEX) | 30.01| 15.59| 35.19| 27.02| 18.84| +11%| 88|
|Oct10 Soybean Meal(CBOT) | 25.07| 23.30| 30.04| 22.48| 14.92| +11%| 147|
|Sep10 Australian Dollar(CME) | 11.86| 8.93| 15.94| 10.70| 5.46| +10%| 126|
|Sep10 Japanese Yen(CME) | 11.38| 9.05| 13.83| 10.39| 6.95| +9%| 126|
|Jul10 Cotton(ICE) | 25.99| 23.27| 29.97| 23.81| 17.66| +9%| 49|
|Sep10 Heating Oil(NYM) | 29.51| 17.13| 33.97| 26.87| 19.76| +9%| 118|
|Sep10 Crude Oil(NYM) | 29.02| 17.91| 34.19| 26.39| 18.58| +9%| 109|
|Aug10 Soybean Meal(CBOT) | 25.67| 22.41| 29.93| 23.60| 17.27| +8%| 84|
|Aug10 Feeder Cattle(CME) | 14.97| 12.38| 19.85| 13.79| 7.73| +8%| 118|
|Sep10 DJIA Index(CBOT) | 19.25| 12.26| 26.26| 17.66| 9.07| +8%| 139|
|Aug10 Soybeans(CBOT) | 22.94| 13.20| 29.24| 21.42| 13.59| +7%| 84|
|Jun10 S & P 500(CME) | 19.06| 15.60| 26.51| 17.71| 8.92| +7%| 48|
|Aug10 Lean Hogs(CME) | 20.26| 17.70| 25.63| 18.99| 12.35| +6%| 105|
|Dec10 Soybean Oil(CBOT) | 21.42| 13.63| 26.64| 20.04| 13.44| +6%| 210|
|Sep10 30-Year T-Bonds(CBOT) | 9.43| 10.83| 12.02| 9.07| 6.13| +3%| 119|
|Oct10 Soybean Oil(CBOT) | 20.65| 13.79| 26.33| 20.06| 13.79| +2%| 147|
|Aug10 Crude Oil(NYM) | 28.70| 18.57| 35.88| 27.87| 19.86| +2%| 76|
|Sep10 10-Year T-Notes(CBOT) | 6.22| 7.43| 8.05| 6.05| 4.05| +2%| 119|
|May10 Feeder Cattle(CME) | 15.47| 11.74| 21.53| 15.17| 8.81| +1%| 27|
|Jun10 10-Year T-Notes(CBOT) | 5.93| 7.08| 7.80| 5.85| 3.91| +1%| 21|
|Jun10 Live Cattle(CME) | 16.42| 12.81| 21.48| 16.11| 10.74| +1%| 35|
|Sep10 Soybean Oil(CBOT) | 20.58| 14.00| 26.69| 20.52| 14.35| +0%| 119|
|Sep10 Coffee "C"(ICE) | 31.72| 17.25| 40.77| 32.03| 23.30| +0%| 98|
|Aug10 Heating Oil(NYM) | 27.71| 17.53| 35.28| 27.89| 20.51| +0%| 88|
|Jun10 Australian Dollar(CME) | 10.74| 9.06| 15.91| 10.66| 5.40| +0%| 35|
|Sep10 Oats(CBOT) | 27.54| 27.13| 38.38| 27.42| 16.46| +0%| 119|
|Jul10 Gasoline(NYMEX) | 29.01| 15.95| 37.64| 29.29| 20.93| +0%| 56|
|Sep10 Swiss Franc(CME) | 10.84| 8.05| 14.47| 11.02| 7.58| -1%| 126|
|Jun10 Japanese Yen(CME) | 10.35| 9.14| 14.07| 10.47| 6.87| -1%| 35|
|Dec10 Coffee "C"(ICE) | 30.11| 16.77| 39.00| 30.57| 22.15| -1%| 189|
|Jun10 30-Year T-Bonds(CBOT) | 8.73| 9.20| 11.88| 8.95| 6.02| -2%| 21|
|Jul10 Heating Oil(NYM) | 28.26| 18.13| 37.08| 29.38| 21.69| -3%| 56|
|Jul10 Lean Hogs(CME) | 20.08| 18.70| 27.23| 20.71| 14.19| -3%| 75|
|Dec10 Silver(CMX) | 28.84| 22.75| 52.92| 30.24| 7.56| -4%| 196|
|Aug10 Soybean Oil(CBOT) | 20.14| 14.05| 27.36| 21.01| 14.66| -4%| 84|
|Jun10 DJIA Index(CBOT) | 16.66| 12.17| 26.24| 17.62| 9.00| -5%| 48|
|Jul10 Crude Oil(NYM) | 28.36| 19.74| 38.48| 29.96| 21.44| -5%| 48|
|Jul10 Oats(CBOT) | 28.54| 28.24| 41.29| 30.68| 20.08| -6%| 56|
|Jun10 Swiss Franc(CME) | 10.26| 8.09| 14.51| 11.06| 7.61| -7%| 35|
|Jul10 Soybean Meal(CBOT) | 23.11| 22.72| 31.61| 24.89| 18.17| -7%| 56|
|Jul10 Orange Juice(ICE) | 24.91| 23.06| 37.95| 27.41| 16.87| -9%| 35|
|Sep10 Silver(CMX) | 27.42| 22.73| 53.24| 30.49| 7.75| -10%| 105|
|Jun10 Lean Hogs(CME) | 20.57| 19.92| 30.36| 23.24| 16.11| -11%| 45|
|Jun10 Gasoline(NYMEX) | 27.88| 16.65| 40.86| 31.86| 22.86| -12%| 26|
|Jun10 Crude Oil(NYM) | 28.89| 21.78| 42.85| 32.99| 23.12| -12%| 17|
|Jul10 Soybean Oil(CBOT) | 18.85| 14.02| 28.34| 21.78| 15.22| -13%| 56|
|Jul10 Soybeans(CBOT) | 18.75| 12.97| 29.98| 21.93| 13.88| -14%| 56|
|Jun10 Heating Oil(NYM) | 26.61| 18.77| 39.71| 31.44| 23.17| -15%| 26|
|Jul10 Silver(CMX) | 25.38| 22.70| 53.62| 30.62| 7.63| -17%| 42|
|Jul10 Coffee "C"(ICE) | 27.24| 17.86| 43.65| 33.88| 24.12| -19%| 35|
\==================================================================================/
Sunday, May 2, 2010
IV overview as of 04/30
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