Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
8 Sep 2017 
15 Sep 2017 
Value
Percent
15 Sep 2017
 VOLmOJ
RealVol Orange Juice Indices
44.41
46.58
2.17
4.89%
94.33
 VOLmRB
RealVol NYH RBOB Gas Indices
56.11
56.15
0.04
0.07%
94.24
 VOLmLN
RealVol Lean Hogs Indices
27.68
31.35
3.67
13.26%
90.61
 VOLmCT
RealVol Cotton Indices
20.72
26.41
5.69
27.46%
71.14
 VOLmLC
RealVol Live Cattle Indices
18.52
16.67
-1.85
-9.99%
67.84
 VOLmBP
RealVol GBP/USD Indices
6.19
9.56
3.37
54.44%
60.89
 VOLmR
RealVol Long Gilt Indices
3.51
6.07
2.56
72.93%
56.24
 VOLmFC
RealVol Feeder Cattle Indices
15.76
12.26
-3.50
-22.21%
54.64
 VOLmC
RealVol Corn Indices
24.26
18.79
-5.47
-22.55%
53.45
 VOLmJY
RealVol USD/JPY Indices
9.32
10.12
0.80
8.58%
53.06
 VOLmHO
RealVol Heating Oil Indices
27.14
26.68
-0.46
-1.69%
45.52
 VOLmCL
RealVol Crude Oil Indices
29.31
28.17
-1.14
-3.89%
44.17
 VOLmSB
RealVol Sugar Indices
33.25
31.82
-1.43
-4.30%
42.66
 VOLmW
RealVol Wheat Indices
25.74
18.79
-6.95
-27.00%
39.46
 VOLmSF
RealVol CHF/USD Indices
9.63
9.72
0.09
0.93%
39.35
 VOLmSM
RealVol Soybean Meal Indices
20.43
17.74
-2.69
-13.17%
35.08
 VOLmHG
RealVol Copper Indices
17.88
17.36
-0.52
-2.91%
25.78
 VOLmKC
RealVol Coffee Indices
22.81
20.78
-2.03
-8.90%
25.08
 VOLmNQ
RealVol Tech 100 Indices
14.81
12.29
-2.52
-17.02%
24.63
 VOLmEC
RealVol EUR/USD Indices
7.15
7.32
0.17
2.38%
24.58
 VOLmB
RealVol Brent Crude Oil Indices
25.06
23.34
-1.72
-6.86%
24.32
 VOLmG
RealVol Gasoil Indices
19.70
18.86
-0.84
-4.26%
22.40
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.78
7.09
0.31
4.57%
19.32
 VOLmCC
RealVol Cocoa Indices
26.74
20.28
-6.46
-24.16%
18.26
 VOLmS
RealVol Soybean Indices
16.77
13.58
-3.19
-19.02%
17.01
 VOLmYM
RealVol Indu 30 Indices
7.70
8.12
0.42
5.45%
16.36
 VOLmGC
RealVol Gold Indices
9.54
9.53
-0.01
-0.10%
15.95
 VOLmSPY
RealVol SPY Indices
9.88
8.80
-1.08
-10.93%
15.81
 VOLmES
RealVol US 500 Indices
9.58
8.30
-1.28
-13.36%
15.20
 VOLmMD
RealVol Mid 400 Indices
11.63
10.25
-1.38
-11.87%
13.81
 VOLmTU
RealVol 2 Yr Note Indices
0.66
0.62
-0.04
-6.06%
13.30
 VOLmBO
RealVol Soybean Oil Indices
16.26
13.97
-2.29
-14.08%
12.12
 VOLmNK
RealVol Japan 225 Indices
12.57
12.40
-0.17
-1.35%
9.63
 VOLmTY
RealVol 10 Yr Note Indices
3.66
3.60
-0.06
-1.64%
9.20
 VOLmFV
RealVol 5 Yr Note Indices
2.22
2.13
-0.09
-4.05%
8.99
 VOLmNG
RealVol Natural Gas Indices
28.68
28.12
-0.56
-1.95%
8.38
 VOLmBS
RealVol Euro-Schatz Indices
0.30
0.33
0.03
10.00%
8.16
 VOLmSI
RealVol Silver Indices
15.26
12.12
-3.14
-20.58%
6.09
 VOLmBL
RealVol Euro-Bund Indices
2.61
3.07
0.46
17.62%
5.00
 VOLmBM
RealVol Euro-Bobl Indices
1.20
1.42
0.22
18.33%
4.84

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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