Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
13 Apr 2018 
20 Apr 2018 
Value
Percent
20 Apr 2018
 VOLmLN
RealVol Lean Hogs Indices
37.49
36.12
-1.37
-3.65%
95.37
 VOLmLC
RealVol Live Cattle Indices
22.64
23.03
0.39
1.72%
88.64
 VOLmYM
RealVol Indu 30 Indices
22.94
23.05
0.11
0.48%
87.06
 VOLmFC
RealVol Feeder Cattle Indices
19.28
18.70
-0.58
-3.01%
85.19
 VOLmCC
RealVol Cocoa Indices
33.77
38.40
4.63
13.71%
85.15
 VOLmSPY
RealVol SPY Indices
22.42
22.66
0.24
1.07%
84.15
 VOLmES
RealVol US 500 Indices
22.24
22.56
0.32
1.44%
83.29
 VOLmNQ
RealVol Tech 100 Indices
28.33
29.10
0.77
2.72%
81.96
 VOLmMD
RealVol Mid 400 Indices
21.44
21.79
0.35
1.63%
80.45
 VOLmW
RealVol Wheat Indices
27.82
26.48
-1.34
-4.82%
70.66
 VOLmNK
RealVol Japan 225 Indices
24.32
23.62
-0.70
-2.88%
65.36
 VOLmC
RealVol Corn Indices
19.23
18.74
-0.49
-2.55%
53.69
 VOLmSM
RealVol Soybean Meal Indices
23.60
20.28
-3.32
-14.07%
47.69
 VOLmR
RealVol Long Gilt Indices
4.86
5.34
0.48
9.88%
41.96
 VOLmGC
RealVol Gold Indices
13.18
12.92
-0.26
-1.97%
39.36
 VOLmG
RealVol Gasoil Indices
20.77
22.23
1.46
7.03%
38.04
 VOLmCL
RealVol Crude Oil Indices
26.92
26.23
-0.69
-2.56%
37.16
 VOLmB
RealVol Brent Crude Oil Indices
25.30
25.89
0.59
2.33%
36.57
 VOLmCT
RealVol Cotton Indices
21.51
18.74
-2.77
-12.88%
36.42
 VOLmHG
RealVol Copper Indices
17.57
18.63
1.06
6.03%
32.66
 VOLmS
RealVol Soybean Indices
18.20
16.12
-2.08
-11.43%
31.35
 VOLmSI
RealVol Silver Indices
17.85
19.11
1.26
7.06%
30.84
 VOLmJY
RealVol USD/JPY Indices
7.78
7.68
-0.10
-1.29%
24.49
 VOLmHO
RealVol Heating Oil Indices
22.03
19.95
-2.08
-9.44%
24.49
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.37
7.43
1.06
16.64%
24.27
 VOLmBP
RealVol GBP/USD Indices
6.90
7.07
0.17
2.46%
24.14
 VOLmBL
RealVol Euro-Bund Indices
3.31
3.74
0.43
12.99%
22.77
 VOLmTU
RealVol 2 Yr Note Indices
0.69
0.68
-0.01
-1.45%
16.64
 VOLmOJ
RealVol Orange Juice Indices
14.01
16.46
2.45
17.49%
16.29
 VOLmFV
RealVol 5 Yr Note Indices
2.14
2.26
0.12
5.61%
13.37
 VOLmBO
RealVol Soybean Oil Indices
15.49
13.61
-1.88
-12.14%
11.40
 VOLmTY
RealVol 10 Yr Note Indices
3.35
3.64
0.29
8.66%
10.95
 VOLmSB
RealVol Sugar Indices
20.34
19.83
-0.51
-2.51%
9.10
 VOLmEC
RealVol EUR/USD Indices
6.56
5.65
-0.91
-13.87%
8.72
 VOLmBS
RealVol Euro-Schatz Indices
0.31
0.32
0.01
3.23%
8.43
 VOLmKC
RealVol Coffee Indices
13.38
14.95
1.57
11.73%
6.66
 VOLmRB
RealVol NYH RBOB Gas Indices
21.19
18.81
-2.38
-11.23%
6.44
 VOLmBM
RealVol Euro-Bobl Indices
1.46
1.62
0.16
10.96%
5.89
 VOLmSF
RealVol CHF/USD Indices
6.57
6.15
-0.42
-6.39%
5.17
 VOLmNG
RealVol Natural Gas Indices
20.24
22.92
2.68
13.24%
1.57

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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