Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
14 Feb 2020 
21 Feb 2020 
Value
Percent
21 Feb 2020
 VOLmLN
RealVol Lean Hogs Indices
35.23
36.95
1.72
4.88%
95.14
 VOLmG
RealVol Gasoil Indices
33.97
33.47
-0.50
-1.47%
78.72
 VOLmKC
RealVol Coffee Indices
32.99
38.96
5.97
18.10%
78.58
 VOLmHO
RealVol Heating Oil Indices
32.80
33.02
0.22
0.67%
69.00
 VOLmNQ
RealVol Tech 100 Indices
18.72
20.08
1.36
7.26%
65.25
 VOLmYM
RealVol Indu 30 Indices
14.00
14.27
0.27
1.93%
58.27
 VOLmES
RealVol US 500 Indices
13.87
14.26
0.39
2.81%
53.70
 VOLmLC
RealVol Live Cattle Indices
13.08
14.11
1.03
7.87%
53.57
 VOLmB
RealVol Brent Crude Oil Indices
29.17
28.84
-0.33
-1.13%
51.01
 VOLmBO
RealVol Soybean Oil Indices
21.29
20.78
-0.51
-2.40%
50.71
 VOLmBP
RealVol GBP/USD Indices
8.46
8.64
0.18
2.13%
49.82
 VOLmSPY
RealVol SPY Indices
13.14
13.46
0.32
2.44%
49.45
 VOLmW
RealVol Wheat Indices
15.72
20.78
5.06
32.19%
49.10
 VOLmNK
RealVol Japan 225 Indices
18.05
19.74
1.69
9.36%
48.76
 VOLmMD
RealVol Mid 400 Indices
14.49
14.43
-0.06
-0.41%
46.64
 VOLmFC
RealVol Feeder Cattle Indices
10.27
10.80
0.53
5.16%
44.64
 VOLmNG
RealVol Natural Gas Indices
37.47
39.68
2.21
5.90%
41.97
 VOLmSI
RealVol Silver Indices
20.09
21.44
1.35
6.72%
41.68
 VOLmRB
RealVol NYH RBOB Gas Indices
30.90
30.89
-0.01
-0.03%
40.51
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.49
8.44
-0.05
-0.59%
38.99
 VOLmC
RealVol Corn Indices
21.99
15.46
-6.53
-29.70%
38.49
 VOLmCL
RealVol Crude Oil Indices
26.28
25.71
-0.57
-2.17%
35.24
 VOLmHG
RealVol Copper Indices
19.73
18.57
-1.16
-5.88%
33.14
 VOLmTU
RealVol 2 Yr Note Indices
0.95
0.99
0.04
4.21%
32.09
 VOLmOJ
RealVol Orange Juice Indices
18.95
20.26
1.31
6.91%
30.86
 VOLmGC
RealVol Gold Indices
8.83
11.35
2.52
28.54%
29.87
 VOLmCC
RealVol Cocoa Indices
25.60
23.04
-2.56
-10.00%
29.70
 VOLmFV
RealVol 5 Yr Note Indices
2.65
2.68
0.03
1.13%
26.55
 VOLmSB
RealVol Sugar Indices
23.42
25.22
1.80
7.69%
25.46
 VOLmTY
RealVol 10 Yr Note Indices
4.34
4.36
0.02
0.46%
23.97
 VOLmJY
RealVol USD/JPY Indices
4.43
7.14
2.71
61.17%
20.96
 VOLmBL
RealVol Euro-Bund Indices
3.88
3.49
-0.39
-10.05%
16.44
 VOLmR
RealVol Long Gilt Indices
4.05
3.99
-0.06
-1.48%
13.88
 VOLmCT
RealVol Cotton Indices
20.25
13.72
-6.53
-32.25%
9.99
 VOLmBS
RealVol Euro-Schatz Indices
0.32
0.30
-0.02
-6.25%
7.17
 VOLmEC
RealVol EUR/USD Indices
4.17
4.81
0.64
15.35%
6.62
 VOLmSM
RealVol Soybean Meal Indices
7.62
8.65
1.03
13.52%
3.61
 VOLmSF
RealVol CHF/USD Indices
4.45
4.72
0.27
6.07%
2.88
 VOLmBM
RealVol Euro-Bobl Indices
1.46
1.32
-0.14
-9.59%
2.48
 VOLmS
RealVol Soybean Indices
10.65
9.28
-1.37
-12.86%
2.40

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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