Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
9 Apr 2021 
16 Apr 2021 
Value
Percent
16 Apr 2021
 VOLmBO
RealVol Soybean Oil Indices
40.48
43.70
3.22
7.95%
95.60
 VOLmB
RealVol Brent Crude Oil Indices
49.01
50.61
1.60
3.26%
93.08
 VOLmCL
RealVol Crude Oil Indices
51.71
53.72
2.01
3.89%
91.95
 VOLmHO
RealVol Heating Oil Indices
43.00
44.20
1.20
2.79%
88.57
 VOLmCT
RealVol Cotton Indices
30.08
31.74
1.66
5.52%
84.81
 VOLmC
RealVol Corn Indices
26.39
27.90
1.51
5.72%
81.96
 VOLmSM
RealVol Soybean Meal Indices
29.94
30.00
0.06
0.20%
79.87
 VOLmG
RealVol Gasoil Indices
32.66
32.83
0.17
0.52%
74.69
 VOLmS
RealVol Soybean Indices
23.76
25.15
1.39
5.85%
72.11
 VOLmMD
RealVol Mid 400 Indices
21.08
19.49
-1.59
-7.54%
71.92
 VOLmFC
RealVol Feeder Cattle Indices
13.92
14.78
0.86
6.18%
69.02
 VOLmNQ
RealVol Tech 100 Indices
21.19
20.52
-0.67
-3.16%
65.79
 VOLmRB
RealVol NYH RBOB Gas Indices
38.49
37.03
-1.46
-3.79%
61.83
 VOLmW
RealVol Wheat Indices
21.43
23.27
1.84
8.59%
60.20
 VOLmHG
RealVol Copper Indices
23.08
23.47
0.39
1.69%
57.16
 VOLmUS
RealVol U.S. Treasury Bond Indices
9.02
9.08
0.06
0.67%
48.90
 VOLmGC
RealVol Gold Indices
11.97
14.19
2.22
18.55%
46.30
 VOLmSI
RealVol Silver Indices
20.76
22.74
1.98
9.54%
44.11
 VOLmES
RealVol US 500 Indices
12.20
12.15
-0.05
-0.41%
40.75
 VOLmSPY
RealVol SPY Indices
12.14
12.11
-0.03
-0.25%
40.50
 VOLmKC
RealVol Coffee Indices
25.42
27.02
1.60
6.29%
39.60
 VOLmCC
RealVol Cocoa Indices
24.52
24.46
-0.06
-0.24%
36.15
 VOLmNK
RealVol Japan 225 Indices
16.77
16.64
-0.13
-0.78%
30.78
 VOLmLC
RealVol Live Cattle Indices
11.01
11.01
0.00
0.00%
27.80
 VOLmTY
RealVol 10 Yr Note Indices
4.44
4.55
0.11
2.48%
25.90
 VOLmSB
RealVol Sugar Indices
23.06
25.51
2.45
10.62%
24.86
 VOLmBL
RealVol Euro-Bund Indices
3.91
3.76
-0.15
-3.84%
24.72
 VOLmYM
RealVol Indu 30 Indices
9.79
9.24
-0.55
-5.62%
23.91
 VOLmOJ
RealVol Orange Juice Indices
21.54
17.13
-4.41
-20.47%
17.68
 VOLmFV
RealVol 5 Yr Note Indices
2.15
2.32
0.17
7.91%
16.16
 VOLmR
RealVol Long Gilt Indices
4.38
4.06
-0.32
-7.31%
15.17
 VOLmNG
RealVol Natural Gas Indices
35.46
30.01
-5.45
-15.37%
12.99
 VOLmSF
RealVol CHF/USD Indices
7.27
6.79
-0.48
-6.60%
12.95
 VOLmBP
RealVol GBP/USD Indices
6.33
5.99
-0.34
-5.37%
11.97
 VOLmBM
RealVol Euro-Bobl Indices
1.52
1.54
0.02
1.32%
8.93
 VOLmBS
RealVol Euro-Schatz Indices
0.30
0.31
0.01
3.33%
8.48
 VOLmEC
RealVol EUR/USD Indices
5.74
5.11
-0.63
-10.98%
7.80
 VOLmLN
RealVol Lean Hogs Indices
18.91
12.84
-6.07
-32.10%
5.32
 VOLmTU
RealVol 2 Yr Note Indices
0.31
0.30
-0.01
-3.23%
4.51
 VOLmJY
RealVol USD/JPY Indices
4.73
4.55
-0.18
-3.81%
2.64

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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