2007 CRC/RA and GRIP Spring or Base Prices

February CBOT Closing Prices (19 of 19 Days) CRC/RA/GrIP

Use only Last 5 days of the month to estimate volatility.
Date

December Corn Price

  Corn Volatility

November Soybean Price

 Soybean Volatility
02/01/07 3.9250   7.7400  
02/02/07 3.9725   7.8975  
02/05/07 3.9500   7.9300  
02/06/07 3.9150   7.9125  
02/07/07 3.9100   7.9150  
02/08/07 3.9650   7.9475  
02/09/07 3.9925   8.0100  
02/12/07 3.9850   7.9775  
02/13/07 4.0100   8.0700  
02/14/07 4.0125   8.0275  
02/15/07 4.0450   8.1050  
02/16/07 4.1325   8.1650  
02/20/07 4.1325   8.2250  
02/21/07 4.2300   8.3200  
02/22/07 4.2775 .2654 8.3775 .1882
02/23/07 4.2075 .2596 8.3075 .1877
02/26/07 4.1800 .2584 8.3200 .1853
02/27/07 4.0950 .2581 8.1650 .1815
02/28/07 4.2000 .2681 8.2425 .1833
Ave. Price GRIP

CRC/RA

 $ 4.06/Bu.  

.26

 		 $ 8.09/Bu. .19

 

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Last Modified:  02/13/07