Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
8 Mar 2019 
15 Mar 2019 
Value
Percent
15 Mar 2019
 VOLmLN
RealVol Lean Hogs Indices
42.60
48.74
6.14
14.41%
99.02
 VOLmW
RealVol Wheat Indices
29.03
36.01
6.98
24.04%
88.36
 VOLmBP
RealVol GBP/USD Indices
8.70
10.04
1.34
15.40%
67.35
 VOLmOJ
RealVol Orange Juice Indices
23.07
27.03
3.96
17.17%
56.73
 VOLmCC
RealVol Cocoa Indices
29.77
28.69
-1.08
-3.63%
53.46
 VOLmFC
RealVol Feeder Cattle Indices
10.15
10.74
0.59
5.81%
44.49
 VOLmCT
RealVol Cotton Indices
19.31
19.95
0.64
3.31%
43.09
 VOLmRB
RealVol NYH RBOB Gas Indices
32.80
30.80
-2.00
-6.10%
39.28
 VOLmGC
RealVol Gold Indices
11.12
12.44
1.32
11.87%
37.02
 VOLmC
RealVol Corn Indices
14.36
14.20
-0.16
-1.11%
33.17
 VOLmSI
RealVol Silver Indices
17.86
19.36
1.50
8.40%
32.47
 VOLmKC
RealVol Coffee Indices
25.69
24.46
-1.23
-4.79%
30.10
 VOLmG
RealVol Gasoil Indices
21.26
19.88
-1.38
-6.49%
28.84
 VOLmCL
RealVol Crude Oil Indices
23.72
22.94
-0.78
-3.29%
26.96
 VOLmYM
RealVol Indu 30 Indices
10.69
9.43
-1.26
-11.79%
25.81
 VOLmLC
RealVol Live Cattle Indices
7.72
10.51
2.79
36.14%
23.84
 VOLmES
RealVol US 500 Indices
9.19
9.12
-0.07
-0.76%
21.95
 VOLmTU
RealVol 2 Yr Note Indices
0.84
0.75
-0.09
-10.71%
20.32
 VOLmSB
RealVol Sugar Indices
24.38
23.74
-0.64
-2.63%
19.47
 VOLmHG
RealVol Copper Indices
15.02
15.82
0.80
5.33%
17.50
 VOLmMD
RealVol Mid 400 Indices
10.38
10.43
0.05
0.48%
17.43
 VOLmSPY
RealVol SPY Indices
8.62
8.77
0.15
1.74%
17.36
 VOLmHO
RealVol Heating Oil Indices
19.02
17.89
-1.13
-5.94%
17.30
 VOLmB
RealVol Brent Crude Oil Indices
21.73
20.05
-1.68
-7.73%
15.27
 VOLmNQ
RealVol Tech 100 Indices
9.95
10.65
0.70
7.04%
14.15
 VOLmR
RealVol Long Gilt Indices
4.05
3.96
-0.09
-2.22%
13.76
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.38
6.53
0.15
2.35%
13.26
 VOLmSM
RealVol Soybean Meal Indices
11.65
11.86
0.21
1.80%
11.74
 VOLmEC
RealVol EUR/USD Indices
6.08
5.69
-0.39
-6.41%
9.22
 VOLmFV
RealVol 5 Yr Note Indices
2.17
2.01
-0.16
-7.37%
8.96
 VOLmNG
RealVol Natural Gas Indices
31.87
26.19
-5.68
-17.82%
6.56
 VOLmS
RealVol Soybean Indices
11.69
11.09
-0.60
-5.13%
6.27
 VOLmTY
RealVol 10 Yr Note Indices
3.35
3.15
-0.20
-5.97%
5.89
 VOLmBO
RealVol Soybean Oil Indices
12.67
11.36
-1.31
-10.34%
4.96
 VOLmBS
RealVol Euro-Schatz Indices
0.27
0.26
-0.01
-3.70%
3.80
 VOLmJY
RealVol USD/JPY Indices
5.19
5.20
0.01
0.19%
3.69
 VOLmNK
RealVol Japan 225 Indices
14.06
10.07
-3.99
-28.38%
3.15
 VOLmBL
RealVol Euro-Bund Indices
3.11
2.77
-0.34
-10.93%
2.40
 VOLmSF
RealVol CHF/USD Indices
4.58
4.69
0.11
2.40%
2.07
 VOLmBM
RealVol Euro-Bobl Indices
1.29
1.24
-0.05
-3.88%
1.34

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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