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Quarterly Report on Price Volatility of Commodities, FX, Equity Indexes and Interest

Each
quarter, CME Group Research analyzes price volatility for the previous three months across key
asset classes and presents it in the Volatility Monitor Update. The purpose of the update is to
provide a solid understanding of volatility as one of the prime drivers of options premiums.The
volatility update includes a discussion of:What volatility is The difference between historic and
implied volatility How to calculate volatilityThe update provides volatility data on the
following:Major currencies: euro, British pound, Australian dollar, Japanese yen, Swiss franc,
Canadian dollar Grains Precious metals Energy products Livestock Benchmark stock IndexesComparative
historical graphs depict the volatility in each of these groups, along with short commentary. There
are also two charts of historical volatilities, one over a 1-year window, and the other over a
3-year window.The update here is the most recent publication. For comparison purposes, find earlier
editions in the Featured Information box.Read Full Report