Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
10 Sep 2021 
17 Sep 2021 
Value
Percent
17 Sep 2021
 VOLmLN
RealVol Lean Hogs Indices
27.92
30.57
2.65
9.49%
87.01
 VOLmBO
RealVol Soybean Oil Indices
31.33
33.09
1.76
5.62%
85.45
 VOLmOJ
RealVol Orange Juice Indices
39.07
37.08
-1.99
-5.09%
84.68
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmNG
RealVol Natural Gas Indices
50.50
55.71
5.21
10.32%
73.16
 VOLmC
RealVol Corn Indices
23.01
23.97
0.96
4.17%
72.62
 VOLmHG
RealVol Copper Indices
26.53
27.10
0.57
2.15%
70.36
 VOLmS
RealVol Soybean Indices
25.20
24.52
-0.68
-2.70%
70.19
 VOLmHO
RealVol Heating Oil Indices
30.58
30.56
-0.02
-0.07%
60.72
 VOLmRB
RealVol NYH RBOB Gas Indices
37.47
36.15
-1.32
-3.52%
59.15
 VOLmCL
RealVol Crude Oil Indices
31.60
32.03
0.43
1.36%
57.86
 VOLmSI
RealVol Silver Indices
23.77
26.48
2.71
11.40%
57.17
 VOLmLC
RealVol Live Cattle Indices
13.66
14.28
0.62
4.54%
55.07
 VOLmB
RealVol Brent Crude Oil Indices
31.10
30.10
-1.00
-3.22%
53.95
 VOLmG
RealVol Gasoil Indices
29.85
25.76
-4.09
-13.70%
49.70
 VOLmGC
RealVol Gold Indices
12.51
13.87
1.36
10.87%
44.51
 VOLmW
RealVol Wheat Indices
24.98
19.76
-5.22
-20.90%
43.59
 VOLmMD
RealVol Mid 400 Indices
13.08
13.25
0.17
1.30%
37.80
 VOLmSM
RealVol Soybean Meal Indices
17.04
17.83
0.79
4.64%
36.52
 VOLmNK
RealVol Japan 225 Indices
16.78
17.69
0.91
5.42%
36.08
 VOLmCC
RealVol Cocoa Indices
23.91
22.07
-1.84
-7.70%
25.71
 VOLmKC
RealVol Coffee Indices
24.03
22.04
-1.99
-8.28%
21.36
 VOLmBL
RealVol Euro-Bund Indices
3.39
3.56
0.17
5.01%
18.96
 VOLmSPY
RealVol SPY Indices
8.28
8.43
0.15
1.81%
15.08
 VOLmYM
RealVol Indu 30 Indices
7.86
7.81
-0.05
-0.64%
14.26
 VOLmBP
RealVol GBP/USD Indices
6.89
6.08
-0.81
-11.76%
12.78
 VOLmES
RealVol US 500 Indices
8.28
7.71
-0.57
-6.88%
11.90
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.45
6.37
-0.08
-1.24%
11.79
 VOLmSF
RealVol CHF/USD Indices
6.41
6.38
-0.03
-0.47%
10.26
 VOLmSB
RealVol Sugar Indices
18.97
20.03
1.06
5.59%
9.54
 VOLmNQ
RealVol Tech 100 Indices
10.50
9.70
-0.80
-7.62%
8.64
 VOLmCT
RealVol Cotton Indices
14.61
12.38
-2.23
-15.26%
6.53
 VOLmBM
RealVol Euro-Bobl Indices
1.28
1.31
0.03
2.34%
4.68
 VOLmR
RealVol Long Gilt Indices
2.84
3.22
0.38
13.38%
3.33
 VOLmBS
RealVol Euro-Schatz Indices
0.23
0.22
-0.01
-4.35%
2.44
 VOLmTY
RealVol 10 Yr Note Indices
2.86
2.74
-0.12
-4.20%
2.38
 VOLmFV
RealVol 5 Yr Note Indices
1.43
1.33
-0.10
-6.99%
2.27
 VOLmTU
RealVol 2 Yr Note Indices
0.23
0.21
-0.02
-8.70%
1.71
 VOLmEC
RealVol EUR/USD Indices
4.05
3.68
-0.37
-9.14%
1.64
 VOLmJY
RealVol USD/JPY Indices
4.61
3.72
-0.89
-19.31%
0.44

Please note: Each RealVol Index above refers to only VOLm, the 1-month realized volatility of the underlying asset. Percentile rankings of latest closing VOLm are based on all available data in the database (generally back to the very first listing day of the underlying asset) and refer to the percentage of all previous VOLm readings that were lower than the current level. The full suite of RealVol Indices encompasses other time frames (1 day, 1 week, 1 quarter, 1 half year, and 1year) other formulas (vol of vol, variance, correlation, overnight/intraday vol), and two cutting-edge models forecasting realized volatility (Rough vol and HARK vol). Please visit demandderivatives.com for information on traded derivatives and realvol.com for details relating to RealVol indices. Note that 40 gold indices are free on Quandl (find an orange button on the main page of realvol.com) and Bloomberg (type RVOL on a Bloomberg terminal) Subscriptions also available to receive all 1,600 indices 40 risk indices on 40 major underlying assets.


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