Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
13 May 2022 
20 May 2022 
Value
Percent
20 May 2022
 VOLmBL
RealVol Euro-Bund Indices
9.90
9.72
-0.18
-1.82%
97.97
 VOLmBM
RealVol Euro-Bobl Indices
5.46
5.56
0.10
1.83%
96.66
 VOLmHO
RealVol Heating Oil Indices
64.92
65.62
0.70
1.08%
96.49
 VOLmES
RealVol US 500 Indices
31.86
34.47
2.61
8.19%
96.14
 VOLmSPY
RealVol SPY Indices
32.02
34.75
2.73
8.53%
95.87
 VOLmNG
RealVol Natural Gas Indices
91.63
84.14
-7.49
-8.17%
95.05
 VOLmNQ
RealVol Tech 100 Indices
43.25
45.62
2.37
5.48%
94.97
 VOLmMD
RealVol Mid 400 Indices
31.99
34.63
2.64
8.25%
94.14
 VOLmG
RealVol Gasoil Indices
56.92
48.31
-8.61
-15.13%
94.06
 VOLmCT
RealVol Cotton Indices
34.98
38.79
3.81
10.89%
93.83
 VOLmOJ
RealVol Orange Juice Indices
56.66
44.79
-11.87
-20.95%
93.48
 VOLmW
RealVol Wheat Indices
31.62
40.15
8.53
26.98%
92.56
 VOLmBP
RealVol GBP/USD Indices
12.33
14.38
2.05
16.63%
91.11
 VOLmR
RealVol Long Gilt Indices
8.98
8.84
-0.14
-1.56%
91.08
 VOLmBS
RealVol Euro-Schatz Indices
1.91
1.89
-0.02
-1.05%
90.45
 VOLmB
RealVol Brent Crude Oil Indices
47.50
45.42
-2.08
-4.38%
89.09
 VOLmCL
RealVol Crude Oil Indices
49.65
48.06
-1.59
-3.20%
88.58
 VOLmBO
RealVol Soybean Oil Indices
32.83
35.39
2.56
7.80%
88.32
 VOLmKC
RealVol Coffee Indices
39.80
43.57
3.77
9.47%
85.65
 VOLmUS
RealVol U.S. Treasury Bond Indices
14.70
14.15
-0.55
-3.74%
84.82
 VOLmTU
RealVol 2 Yr Note Indices
2.21
2.07
-0.14
-6.33%
83.71
 VOLmFV
RealVol 5 Yr Note Indices
5.17
4.94
-0.23
-4.45%
83.59
 VOLmNK
RealVol Japan 225 Indices
27.58
28.70
1.12
4.06%
82.91
 VOLmRB
RealVol NYH RBOB Gas Indices
41.65
44.67
3.02
7.25%
82.69
 VOLmEC
RealVol EUR/USD Indices
10.12
11.50
1.38
13.64%
82.28
 VOLmLN
RealVol Lean Hogs Indices
27.13
27.98
0.85
3.13%
81.13
 VOLmJY
RealVol USD/JPY Indices
13.55
12.59
-0.96
-7.08%
80.11
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmTY
RealVol 10 Yr Note Indices
7.76
7.58
-0.18
-2.32%
78.71
 VOLmSM
RealVol Soybean Meal Indices
23.90
25.33
1.43
5.98%
68.26
 VOLmHG
RealVol Copper Indices
25.82
25.93
0.11
0.43%
66.44
 VOLmC
RealVol Corn Indices
20.24
21.26
1.02
5.04%
63.34
 VOLmLC
RealVol Live Cattle Indices
16.05
15.40
-0.65
-4.05%
61.84
 VOLmGC
RealVol Gold Indices
16.43
16.22
-0.21
-1.28%
59.03
 VOLmSF
RealVol CHF/USD Indices
9.12
10.87
1.75
19.19%
57.47
 VOLmCC
RealVol Cocoa Indices
28.34
28.63
0.29
1.02%
55.04
 VOLmS
RealVol Soybean Indices
20.08
19.92
-0.16
-0.80%
54.52
 VOLmSI
RealVol Silver Indices
27.52
25.73
-1.79
-6.50%
54.44
 VOLmYM
RealVol Indu 30 Indices
11.81
11.81
0.00
0.00%
42.94
 VOLmSB
RealVol Sugar Indices
24.79
25.13
0.34
1.37%
24.52

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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