Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
30 Nov 2018 
7 Dec 2018 
Value
Percent
7 Dec 2018
 VOLmNG
RealVol Natural Gas Indices
110.44
110.28
-0.16
-0.14%
98.45
 VOLmG
RealVol Gasoil Indices
28.84
40.56
11.72
40.64%
91.89
 VOLmCL
RealVol Crude Oil Indices
49.29
51.42
2.13
4.32%
91.40
 VOLmB
RealVol Brent Crude Oil Indices
43.78
46.64
2.86
6.53%
91.31
 VOLmRB
RealVol NYH RBOB Gas Indices
47.88
48.61
0.73
1.52%
89.72
 VOLmLN
RealVol Lean Hogs Indices
34.59
29.77
-4.82
-13.93%
87.26
 VOLmYM
RealVol Indu 30 Indices
19.94
22.40
2.46
12.34%
86.28
 VOLmSPY
RealVol SPY Indices
18.37
22.33
3.96
21.56%
83.51
 VOLmNQ
RealVol Tech 100 Indices
27.34
29.81
2.47
9.03%
83.04
 VOLmES
RealVol US 500 Indices
18.80
21.76
2.96
15.74%
81.77
 VOLmMD
RealVol Mid 400 Indices
17.46
21.20
3.74
21.42%
79.14
 VOLmHO
RealVol Heating Oil Indices
35.01
35.54
0.53
1.51%
75.06
 VOLmCC
RealVol Cocoa Indices
29.93
33.72
3.79
12.66%
72.72
 VOLmNK
RealVol Japan 225 Indices
18.72
25.21
6.49
34.67%
72.55
 VOLmW
RealVol Wheat Indices
23.78
25.70
1.92
8.07%
68.19
 VOLmBP
RealVol GBP/USD Indices
12.34
10.02
-2.32
-18.80%
66.91
 VOLmR
RealVol Long Gilt Indices
5.81
6.22
0.41
7.06%
60.92
 VOLmKC
RealVol Coffee Indices
39.00
32.25
-6.75
-17.31%
60.79
 VOLmCT
RealVol Cotton Indices
23.41
22.95
-0.46
-1.96%
58.70
 VOLmHG
RealVol Copper Indices
23.84
20.06
-3.78
-15.86%
40.52
 VOLmOJ
RealVol Orange Juice Indices
20.07
21.01
0.94
4.68%
34.00
 VOLmFC
RealVol Feeder Cattle Indices
10.84
9.20
-1.64
-15.13%
32.82
 VOLmEC
RealVol EUR/USD Indices
8.07
7.60
-0.47
-5.82%
31.41
 VOLmS
RealVol Soybean Indices
19.27
15.78
-3.49
-18.11%
29.13
 VOLmBO
RealVol Soybean Oil Indices
16.51
16.95
0.44
2.67%
27.84
 VOLmSI
RealVol Silver Indices
20.30
18.21
-2.09
-10.30%
27.40
 VOLmC
RealVol Corn Indices
12.35
12.04
-0.31
-2.51%
24.15
 VOLmTU
RealVol 2 Yr Note Indices
0.76
0.79
0.03
3.95%
22.11
 VOLmSB
RealVol Sugar Indices
25.36
24.15
-1.21
-4.77%
20.71
 VOLmLC
RealVol Live Cattle Indices
9.91
9.63
-0.28
-2.83%
17.30
 VOLmGC
RealVol Gold Indices
10.61
9.41
-1.20
-11.31%
15.99
 VOLmBL
RealVol Euro-Bund Indices
3.15
3.46
0.31
9.84%
15.11
 VOLmBS
RealVol Euro-Schatz Indices
0.33
0.38
0.05
15.15%
12.29
 VOLmSM
RealVol Soybean Meal Indices
14.36
12.12
-2.24
-15.60%
12.26
 VOLmUS
RealVol U.S. Treasury Bond Indices
4.95
6.18
1.23
24.85%
8.79
 VOLmFV
RealVol 5 Yr Note Indices
1.91
2.00
0.09
4.71%
8.67
 VOLmJY
RealVol USD/JPY Indices
5.09
5.72
0.63
12.38%
6.40
 VOLmBM
RealVol Euro-Bobl Indices
1.37
1.56
0.19
13.87%
5.82
 VOLmSF
RealVol CHF/USD Indices
6.05
5.95
-0.10
-1.65%
5.41
 VOLmTY
RealVol 10 Yr Note Indices
2.71
2.88
0.17
6.27%
2.66

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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