Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
3 Aug 2018 
10 Aug 2018 
Value
Percent
10 Aug 2018
 VOLmW
RealVol Wheat Indices
37.40
34.42
-2.98
-7.97%
86.05
 VOLmCC
RealVol Cocoa Indices
34.68
36.18
1.50
4.33%
80.15
 VOLmLN
RealVol Lean Hogs Indices
22.80
24.80
2.00
8.77%
73.91
 VOLmS
RealVol Soybean Indices
26.38
24.94
-1.44
-5.46%
70.25
 VOLmFC
RealVol Feeder Cattle Indices
14.84
14.50
-0.34
-2.29%
66.48
 VOLmLC
RealVol Live Cattle Indices
16.41
16.26
-0.15
-0.91%
65.08
 VOLmC
RealVol Corn Indices
22.19
19.69
-2.50
-11.27%
57.63
 VOLmSM
RealVol Soybean Meal Indices
19.65
18.24
-1.41
-7.18%
37.73
 VOLmHG
RealVol Copper Indices
22.71
19.50
-3.21
-14.13%
37.48
 VOLmBL
RealVol Euro-Bund Indices
3.62
4.14
0.52
14.36%
35.96
 VOLmCL
RealVol Crude Oil Indices
29.08
25.73
-3.35
-11.52%
35.16
 VOLmG
RealVol Gasoil Indices
24.66
20.95
-3.71
-15.04%
33.31
 VOLmRB
RealVol NYH RBOB Gas Indices
29.44
29.03
-0.41
-1.39%
33.04
 VOLmHO
RealVol Heating Oil Indices
28.24
22.15
-6.09
-21.57%
32.72
 VOLmOJ
RealVol Orange Juice Indices
19.41
20.58
1.17
6.03%
32.12
 VOLmB
RealVol Brent Crude Oil Indices
33.51
24.73
-8.78
-26.20%
31.90
 VOLmNQ
RealVol Tech 100 Indices
15.14
12.69
-2.45
-16.18%
28.31
 VOLmBO
RealVol Soybean Oil Indices
17.22
16.12
-1.10
-6.39%
22.31
 VOLmEC
RealVol EUR/USD Indices
5.57
7.00
1.43
25.67%
22.20
 VOLmR
RealVol Long Gilt Indices
4.01
4.37
0.36
8.98%
22.16
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.11
7.11
1.00
16.37%
20.45
 VOLmBP
RealVol GBP/USD Indices
6.17
6.75
0.58
9.40%
19.45
 VOLmTU
RealVol 2 Yr Note Indices
0.54
0.61
0.07
12.96%
14.51
 VOLmBS
RealVol Euro-Schatz Indices
0.34
0.39
0.05
14.71%
12.47
 VOLmSB
RealVol Sugar Indices
19.50
20.98
1.48
7.59%
11.85
 VOLmBM
RealVol Euro-Bobl Indices
1.52
1.75
0.23
15.13%
10.17
 VOLmFV
RealVol 5 Yr Note Indices
1.72
2.06
0.34
19.77%
9.41
 VOLmKC
RealVol Coffee Indices
23.39
16.12
-7.27
-31.08%
8.58
 VOLmTY
RealVol 10 Yr Note Indices
2.76
3.35
0.59
21.38%
7.88
 VOLmES
RealVol US 500 Indices
8.72
6.80
-1.92
-22.02%
7.06
 VOLmYM
RealVol Indu 30 Indices
8.95
6.59
-2.36
-26.37%
6.79
 VOLmCT
RealVol Cotton Indices
24.62
11.97
-12.65
-51.38%
5.37
 VOLmGC
RealVol Gold Indices
7.12
6.43
-0.69
-9.69%
4.75
 VOLmJY
RealVol USD/JPY Indices
6.15
5.46
-0.69
-11.22%
4.53
 VOLmMD
RealVol Mid 400 Indices
9.57
8.36
-1.21
-12.64%
4.35
 VOLmSPY
RealVol SPY Indices
8.43
6.61
-1.82
-21.59%
3.97
 VOLmNK
RealVol Japan 225 Indices
11.95
10.38
-1.57
-13.14%
3.65
 VOLmSI
RealVol Silver Indices
11.79
10.58
-1.21
-10.26%
3.62
 VOLmSF
RealVol CHF/USD Indices
5.24
4.35
-0.89
-16.98%
1.07
 VOLmNG
RealVol Natural Gas Indices
18.33
17.64
-0.69
-3.76%
0.22

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 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 1 year) 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 realvol.com for more information.


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