Merrill Lynch & Co. Inc. S&P 500 Market Index TargetTerm Securities

Historical seasonal analysis for MLMT - Merrill Lynch & Co. Inc. S&P 500 Market Index TargetTerm Securities This table shows the historical average percentage move if the stock was bought at the Open on the date in the first column and held for a number of trading days. The column headers - 1 to 10 - represent the trading days held and then a sell at the Close of the trading day.
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Day of Month 1 2 3 4 5 6 7 8 9 10
Jan 10.000.000.000.000.000.000.000.000.000.00
Jan 20.450.290.950.550.420.950.170.39-0.430.66
Jan 30.280.770.640.390.730.070.19-0.460.471.02
Jan 40.00-0.04-0.33-0.11-0.71-0.57-1.33-0.140.52-0.10
Jan 50.00-0.30-0.15-0.58-0.23-1.16-0.23-0.10-0.170.02
Jan 60.000.04-0.340.18-0.29-0.120.05-0.15-0.10-0.10
Jan 70.00-0.160.36-0.26-0.09-0.010.180.900.210.56
Jan 80.000.42-0.20-0.03-0.790.230.810.250.680.36
Jan 90.34-0.33-0.16-0.810.030.570.110.460.190.24
Jan 10-0.39-0.27-0.920.000.550.040.400.090.080.04
Jan 11-0.75-1.51-0.330.34-0.29-0.31-0.68-0.68-0.51-1.46
Jan 120.241.201.331.271.461.211.081.320.510.53
Jan 13-0.030.14-0.06-0.01-0.010.560.530.37-0.01-0.05
Jan 14-1.19-0.99-0.27-0.96-0.64-1.01-0.77-1.14-1.55-1.63
Jan 15-0.160.79-0.120.350.230.540.15-0.66-0.58-0.69
Jan 16-2.54-3.01-2.69-2.60-2.68-3.05-3.26-3.87-3.85-3.35
Jan 17-0.44-0.17-0.14-0.27-0.63-0.84-1.64-1.58-0.86-0.65
Jan 180.000.03-0.10-0.23-0.17-0.99-1.00-0.15-0.04-0.51
Jan 19-0.06-0.37-0.53-0.30-1.36-1.34-0.43-0.15-0.46-0.33
Jan 20-0.25-0.25-0.29-0.50-0.620.16-0.03-0.10-0.06-0.42
Jan 21-0.04-0.33-0.22-0.72-1.09-1.23-1.31-1.27-1.27-0.73
Jan 220.020.090.10-1.02-0.89-0.56-0.10-0.48-0.280.25
Jan 230.540.68-0.44-0.330.110.490.180.350.620.49
Jan 24-0.26-1.47-1.42-0.84-0.55-0.86-0.65-0.50-0.71-0.58
Jan 25-0.58-0.540.170.520.150.030.22-0.27-0.14-0.65
Jan 26-0.070.811.050.740.850.690.670.560.500.33
Jan 270.200.090.040.07-0.210.220.250.630.640.49
Jan 28-0.14-0.22-0.04-0.20-0.040.520.310.730.140.37
Jan 29-0.000.460.080.290.830.680.890.290.240.52
Jan 300.810.490.660.930.800.910.400.380.620.58
Jan 310.020.230.380.180.31-0.12-0.14-0.11-0.01-0.07
Feb 1-0.21-0.02-0.51-0.38-0.89-0.77-0.86-0.85-0.81-1.12
Feb 20.060.04-0.06-0.12-0.29-0.49-0.48-0.19-0.47-0.47
Feb 3-0.19-0.160.230.230.080.020.530.490.340.48
Feb 40.570.350.770.180.420.820.860.710.700.53
Feb 50.110.34-0.27-0.32-0.03-0.09-0.21-0.46-0.43-0.69
Feb 60.33-0.18-0.200.04-0.01-0.03-0.30-0.28-0.49-0.06
Feb 7-0.02-0.04-0.010.100.03-0.23-0.23-0.350.120.71
Feb 8-0.30-0.38-0.37-0.33-0.64-0.64-0.44-0.530.17-0.70
Feb 9-0.28-0.270.02-0.27-0.27-0.30-0.380.33-0.50-0.46
Feb 10-0.180.340.290.140.280.110.330.790.87-0.01
Feb 110.170.200.050.04-0.13-0.260.200.28-0.80-0.18
Feb 120.12-0.03-0.34-0.31-0.61-0.04-0.04-1.79-1.34-1.67
Feb 13-0.16-0.48-0.45-0.69-0.240.29-1.11-0.75-1.10-0.03
Feb 140.000.00-0.120.380.90-0.73-0.54-0.900.180.14
Feb 150.000.290.090.75-0.35-0.12-0.54-0.22-0.41-0.71
Feb 16-0.07-0.330.54-0.51-0.62-0.77-0.55-1.21-1.21-2.11
Feb 17-0.260.650.500.280.130.360.110.110.110.15
Feb 180.00-0.740.140.14-0.89-0.48-0.520.851.040.24
Feb 190.531.321.32-0.150.670.221.822.431.212.66
Feb 200.180.18-1.57-1.12-1.45-0.120.33-0.58-0.180.03
Feb 210.00-1.91-1.77-2.21-0.88-0.91-1.56-1.59-1.24-1.14
Feb 22-0.68-0.45-0.87-0.55-0.72-1.03-1.40-1.05-0.74-0.74
Feb 230.000.060.540.060.06-0.64-0.53-0.11-0.220.45
Feb 240.020.33-0.180.871.020.441.221.101.571.71
Feb 250.03-0.310.901.350.441.521.411.581.731.40
Feb 26-0.450.921.370.460.841.061.151.150.791.53
Feb 270.670.65-0.080.220.420.500.500.681.271.30
Feb 280.810.280.250.540.610.610.901.441.651.21
Feb 290.000.000.000.000.000.000.000.000.000.00
Feb 300.000.000.000.000.000.000.000.000.000.00
Feb 310.000.000.000.000.000.000.000.000.000.00
Mar 10.00-0.510.110.260.260.810.900.810.22-0.25
Mar 2-0.530.250.140.140.820.940.820.08-0.15-0.28
Mar 30.050.290.290.780.890.790.581.070.930.78
Mar 40.150.150.340.450.360.681.171.090.570.69
Mar 50.170.270.240.120.450.680.68-0.01-0.03-0.72
Mar 60.000.000.280.801.010.47-0.32-0.38-1.12-1.00
Mar 70.000.290.821.010.58-0.12-0.23-0.82-0.62-1.08
Mar 8-0.20-0.11-0.21-0.79-1.25-1.36-1.64-1.57-1.87-1.46
Mar 90.00-0.12-0.85-1.07-1.21-1.64-1.53-1.84-1.33-2.74
Mar 10-0.09-0.290.210.07-0.080.03-0.40-0.26-0.77-0.25
Mar 110.150.640.560.050.16-0.18-0.06-0.82-0.30-0.60
Mar 120.000.00-0.67-0.70-1.38-1.27-2.20-1.21-2.30-1.58
Mar 130.00-0.78-0.84-1.58-1.47-1.84-1.38-2.25-1.53-1.71
Mar 14-0.25-0.36-0.96-0.76-1.21-0.84-1.55-0.92-1.29-0.59
Mar 15-0.15-0.43-0.37-0.67-0.25-1.40-0.35-0.90-0.20-0.84
Mar 160.080.20-0.120.41-1.050.27-0.420.47-0.34-0.40
Mar 170.08-0.34-0.20-0.70-0.18-0.49-0.16-0.20-0.09-0.12
Mar 18-0.28-0.17-0.92-0.40-0.71-0.71-0.46-0.24-0.26-0.26
Mar 190.00-0.930.07-1.06-0.32-0.470.31-0.47-0.65-1.22
Mar 20-0.290.19-0.720.02-0.160.73-0.14-0.42-0.99-0.85
Mar 21-0.05-0.76-0.13-0.500.21-0.45-0.68-0.98-0.86-0.91
Mar 22-0.310.760.200.920.270.22-0.26-0.26-0.31-0.14
Mar 230.53-0.160.73-0.08-0.14-0.34-0.34-0.40-0.190.60
Mar 240.000.330.280.400.380.380.320.490.550.74
Mar 250.000.310.600.310.31-0.22-0.030.01-0.06-0.24
Mar 26-0.82-0.04-0.82-0.99-1.56-1.42-1.39-1.27-0.66-0.69
Mar 27-4.00-4.80-5.07-5.64-5.50-5.50-5.32-4.71-4.59-5.45
Mar 28-0.76-0.97-1.42-1.15-1.15-1.06-0.55-0.40-1.08-0.06
Mar 290.03-0.37-0.17-0.17-0.050.770.980.011.391.10
Mar 30-1.07-0.87-0.87-0.750.050.27-0.680.670.380.64
Mar 31-0.08-0.080.000.060.28-0.150.01-0.040.04-0.15
Apr 10.00-0.31-0.25-0.28-0.71-0.24-0.29-0.29-0.49-0.84
Apr 20.000.030.160.490.77-0.290.840.720.54-0.99
Apr 3-0.180.000.330.80-0.091.030.880.84-0.680.23
Apr 40.070.360.760.051.101.000.96-0.430.300.70
Apr 50.160.58-0.170.900.680.64-0.380.290.690.29
Apr 6-0.08-1.020.320.040.29-0.820.01-0.14-0.08-0.54
Apr 7-0.120.050.000.08-0.12-0.17-0.60-0.84-1.01-1.20
Apr 8-0.00-0.05-0.05-0.25-0.60-1.19-1.11-0.66-1.40-1.20
Apr 9-0.560.920.720.56-1.46-0.260.390.06-0.26-0.33
Apr 100.720.570.53-0.99-0.090.40-0.17-0.38-0.43-0.74
Apr 11-0.23-0.27-1.64-0.94-0.55-0.94-1.13-1.18-1.30-0.83
Apr 120.04-0.99-0.270.09-0.31-0.50-0.52-0.89-0.35-0.88
Apr 13-0.30-0.26-0.33-0.65-0.65-0.87-0.91-0.91-0.76-0.84
Apr 14-2.52-3.17-3.05-3.09-3.29-3.35-3.62-3.27-3.49-3.49
Apr 15-0.43-0.350.27-0.45-0.44-0.80-0.54-0.53-1.00-1.02
Apr 16-0.121.440.570.740.080.500.270.360.020.08
Apr 170.51-0.18-0.15-0.77-0.36-0.72-0.63-0.99-0.93-0.78
Apr 180.330.33-0.090.350.080.30-0.28-0.28-0.16-0.06
Apr 190.05-0.42-0.23-0.43-0.27-0.60-0.60-0.50-0.42-0.42
Apr 200.140.38-0.040.630.230.230.350.140.140.29
Apr 210.140.170.100.140.050.020.020.080.08-0.12
Apr 220.00-0.070.15-0.40-0.43-0.43-0.37-0.06-0.26-0.62
Apr 230.150.160.13-0.19-0.190.010.12-0.08-0.300.29
Apr 240.170.15-0.21-0.210.000.100.10-0.030.100.24
Apr 250.780.320.320.460.550.550.440.550.650.68
Apr 260.270.270.370.460.460.320.300.330.721.19
Apr 270.030.15-0.06-0.060.09-0.250.100.581.160.69
Apr 280.000.000.060.06-0.14-0.190.250.250.25-0.28
Apr 290.000.060.370.18-0.190.540.230.23-0.330.07
Apr 300.160.270.07-0.150.430.560.560.500.44-0.10
Apr 310.000.000.000.000.000.000.000.000.000.00
May 1-0.15-0.15-0.28-0.15-0.020.010.570.50-0.01-0.22
May 20.00-0.110.000.110.130.570.520.180.010.22
May 3-0.32-0.35-0.310.070.540.48-0.21-0.37-0.160.46
May 40.000.360.831.420.950.270.060.320.730.90
May 50.000.450.450.45-0.09-0.09-0.21-0.160.010.26
May 60.770.460.46-0.110.29-0.07-0.020.150.640.64
May 70.000.00-0.06-0.12-0.66-0.83-0.600.180.18-0.26
May 80.000.550.49-0.02-0.220.040.760.760.351.05
May 90.230.19-0.15-0.31-0.110.490.600.320.880.31
May 100.33-0.36-0.52-0.320.300.440.270.830.130.69
May 11-0.36-0.56-0.300.100.270.340.890.480.870.87
May 12-0.05-0.18-0.120.050.290.290.320.180.450.14
May 130.200.260.420.910.910.660.810.610.720.72
May 140.000.231.011.010.581.290.571.211.210.59
May 150.110.830.830.421.130.411.101.100.300.13
May 164.004.123.824.443.824.434.433.713.553.63
May 17-0.11-0.270.28-0.400.140.14-0.65-0.78-0.65-0.91
May 18-0.450.09-0.310.060.06-0.92-1.14-0.97-1.09-0.67
May 190.000.02-0.110.16-0.15-0.15-0.09-0.090.330.13
May 20-0.27-0.12-0.31-0.20-0.20-0.11-0.080.34-0.07-0.32
May 210.00-0.70-0.08-0.08-0.67-0.86-0.55-0.88-1.14-1.23
May 22-0.370.320.32-0.47-0.64-0.55-0.85-0.85-0.95-0.85
May 230.360.36-0.28-0.42-0.35-0.59-0.41-0.64-0.57-0.58
May 240.00-0.78-0.92-0.78-1.04-0.71-0.94-1.07-1.08-0.98
May 25-0.22-0.45-0.28-0.400.02-0.17-0.43-0.54-0.160.15
May 260.000.080.080.640.380.04-0.110.400.800.44
May 270.040.000.560.30-0.04-0.19-0.190.220.220.22
May 280.080.420.42-0.21-0.21-0.33-0.21-0.08-0.41-0.41
May 290.240.39-0.05-0.05-0.18-0.050.07-0.26-0.26-0.05
May 30-0.28-0.59-0.59-0.68-0.59-0.50-0.37-0.37-0.48-1.05
May 31-0.25-0.02-0.31-0.22-0.24-0.100.200.08-0.33-0.72
Jun 1-0.02-0.22-0.47-0.58-0.200.10-0.17-0.28-0.67-0.96
Jun 20.13-0.13-0.240.140.450.170.07-0.26-0.30-0.03
Jun 30.03-0.18-0.080.320.070.07-0.11-0.45-0.190.09
Jun 40.000.090.19-0.06-0.060.09-0.170.04-0.15-0.28
Jun 50.000.090.220.220.11-0.46-0.22-0.44-0.52-0.32
Jun 60.600.700.960.860.410.330.080.020.23-0.13
Jun 70.000.240.16-0.18-0.49-0.48-0.56-0.34-0.50-0.48
Jun 80.00-0.27-0.37-0.76-1.06-1.32-1.04-1.24-1.06-1.25
Jun 90.00-0.11-0.44-0.47-0.20-0.16-0.210.15-0.34-0.40
Jun 100.00-0.17-0.52-0.250.030.130.48-0.00-0.220.21
Jun 110.20-0.42-0.10-0.39-0.49-0.34-0.93-1.37-0.60-0.81
Jun 12-0.37-0.13-0.35-0.42-0.23-0.67-1.00-0.43-0.58-0.29
Jun 130.11-0.13-0.190.02-0.34-0.33-0.01-0.180.060.50
Jun 140.110.200.390.290.240.260.070.300.551.22
Jun 15-0.23-0.01-0.13-0.03-0.17-0.250.050.350.890.00
Jun 160.150.180.460.02-0.060.650.510.570.280.29
Jun 170.000.28-0.16-0.390.17-0.12-0.07-0.000.220.26
Jun 180.04-0.37-0.74-0.17-0.46-0.410.130.830.370.61
Jun 19-0.64-0.97-0.41-0.56-0.270.300.96-0.020.361.01
Jun 200.120.450.280.520.971.510.701.001.551.43
Jun 210.410.220.450.701.380.551.091.301.151.15
Jun 220.030.330.641.180.291.031.231.041.04-0.03
Jun 23-0.20-0.35-0.29-0.58-0.56-0.36-0.62-0.04-0.23-0.23
Jun 24-0.08-0.030.030.250.30-0.060.590.480.480.33
Jun 250.000.541.250.781.031.681.501.500.470.87
Jun 26-0.180.49-0.49-0.120.530.380.38-0.71-0.300.17
Jun 27-0.09-0.89-0.59-0.06-0.18-0.18-1.13-0.82-0.44-0.90
Jun 280.260.801.010.860.86-0.110.220.830.06-0.00
Jun 29-0.130.07-0.10-0.10-1.14-1.14-0.39-1.09-1.17-1.09
Jun 30-0.14-0.400.19-0.00-0.000.020.05-0.380.08-0.12
Jun 310.000.000.000.000.000.000.000.000.000.00
Jul 10.030.680.570.570.420.850.410.580.110.43
Jul 20.00-0.17-0.17-1.17-0.77-0.47-1.04-1.45-1.13-0.92
Jul 30.000.00-1.08-0.68-0.21-0.82-1.13-0.82-0.42-0.42
Jul 40.000.000.000.000.000.000.000.000.000.00
Jul 50.00-1.20-0.79-0.04-0.99-0.93-0.87-0.22-0.222.10
Jul 6-0.30-0.300.48-0.24-0.33-0.240.180.240.321.08
Jul 70.000.030.05-0.380.08-0.110.210.030.340.17
Jul 8-2.32-1.89-2.31-2.16-2.61-2.30-2.33-2.030.15-1.95
Jul 90.000.33-0.27-0.67-0.35-0.14-0.022.100.480.03
Jul 100.60-0.01-0.33-0.010.390.392.701.150.700.26
Jul 110.23-0.020.230.550.552.411.320.960.610.23
Jul 120.060.120.590.642.561.561.060.550.181.15
Jul 13-0.150.270.330.411.170.550.530.530.042.50
Jul 14-0.060.260.080.390.220.140.140.292.592.45
Jul 150.00-0.020.292.430.340.34-0.13-0.880.68-0.71
Jul 160.050.172.300.660.220.01-0.740.30-0.93-0.03
Jul 170.002.300.760.31-0.13-0.590.471.832.730.02
Jul 181.980.890.530.17-0.200.501.582.310.140.12
Jul 190.18-0.31-0.81-1.18-0.220.651.34-0.92-0.83-0.76
Jul 20-0.21-0.24-0.24-0.711.752.46-0.25-0.25-0.16-0.13
Jul 210.030.030.182.482.34-0.52-0.52-0.40-0.52-0.29
Jul 220.00-0.45-1.190.33-1.04-0.88-0.89-0.89-0.66-0.42
Jul 230.40-0.350.71-0.540.360.510.480.771.070.86
Jul 240.001.122.433.330.620.600.690.980.780.47
Jul 250.701.762.480.310.300.