Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
13 Sep 2019 
20 Sep 2019 
Value
Percent
20 Sep 2019
 VOLmLN
RealVol Lean Hogs Indices
54.06
53.41
-0.65
-1.20%
99.34
 VOLmB
RealVol Brent Crude Oil Indices
22.71
57.22
34.51
151.96%
95.33
 VOLmG
RealVol Gasoil Indices
27.97
45.18
17.21
61.53%
94.36
 VOLmRB
RealVol NYH RBOB Gas Indices
31.93
54.85
22.92
71.78%
94.10
 VOLmCL
RealVol Crude Oil Indices
29.50
58.93
29.43
99.76%
93.24
 VOLmHO
RealVol Heating Oil Indices
23.70
45.81
22.11
93.29%
90.38
 VOLmR
RealVol Long Gilt Indices
8.35
8.30
-0.05
-0.60%
88.26
 VOLmLC
RealVol Live Cattle Indices
20.48
20.46
-0.02
-0.10%
81.23
 VOLmSI
RealVol Silver Indices
31.99
33.00
1.01
3.16%
77.14
 VOLmOJ
RealVol Orange Juice Indices
35.30
31.10
-4.20
-11.90%
70.51
 VOLmUS
RealVol U.S. Treasury Bond Indices
10.56
10.54
-0.02
-0.19%
64.27
 VOLmBL
RealVol Euro-Bund Indices
5.55
5.27
-0.28
-5.05%
64.04
 VOLmBP
RealVol GBP/USD Indices
8.85
9.44
0.59
6.67%
60.15
 VOLmFC
RealVol Feeder Cattle Indices
12.59
12.94
0.35
2.78%
57.95
 VOLmW
RealVol Wheat Indices
22.83
22.77
-0.06
-0.26%
57.85
 VOLmMD
RealVol Mid 400 Indices
18.46
16.32
-2.14
-11.59%
57.54
 VOLmCT
RealVol Cotton Indices
21.93
22.18
0.25
1.14%
54.72
 VOLmTU
RealVol 2 Yr Note Indices
1.47
1.36
-0.11
-7.48%
54.22
 VOLmYM
RealVol Indu 30 Indices
14.84
13.13
-1.71
-11.52%
50.68
 VOLmC
RealVol Corn Indices
20.23
17.73
-2.50
-12.36%
49.50
 VOLmGC
RealVol Gold Indices
14.11
14.27
0.16
1.13%
49.09
 VOLmFV
RealVol 5 Yr Note Indices
3.51
3.37
-0.14
-3.99%
49.08
 VOLmSPY
RealVol SPY Indices
15.09
13.17
-1.92
-12.72%
47.24
 VOLmTY
RealVol 10 Yr Note Indices
5.41
5.23
-0.18
-3.33%
43.53
 VOLmES
RealVol US 500 Indices
14.81
12.49
-2.32
-15.67%
43.34
 VOLmNQ
RealVol Tech 100 Indices
17.34
15.10
-2.24
-12.92%
41.92
 VOLmBS
RealVol Euro-Schatz Indices
0.81
0.80
-0.01
-1.23%
40.87
 VOLmS
RealVol Soybean Indices
18.25
17.49
-0.76
-4.16%
40.39
 VOLmKC
RealVol Coffee Indices
23.79
26.55
2.76
11.60%
38.65
 VOLmHG
RealVol Copper Indices
16.35
17.95
1.60
9.79%
29.41
 VOLmNG
RealVol Natural Gas Indices
34.66
34.47
-0.19
-0.55%
28.96
 VOLmBO
RealVol Soybean Oil Indices
13.78
16.86
3.08
22.35%
27.74
 VOLmSM
RealVol Soybean Meal Indices
15.99
15.36
-0.63
-3.94%
24.82
 VOLmBM
RealVol Euro-Bobl Indices
2.10
2.03
-0.07
-3.33%
22.87
 VOLmCC
RealVol Cocoa Indices
19.28
20.77
1.49
7.73%
19.71
 VOLmNK
RealVol Japan 225 Indices
15.29
14.08
-1.21
-7.91%
19.11
 VOLmJY
RealVol USD/JPY Indices
6.68
6.60
-0.08
-1.20%
14.48
 VOLmEC
RealVol EUR/USD Indices
4.93
5.74
0.81
16.43%
11.55
 VOLmSF
RealVol CHF/USD Indices
6.33
6.28
-0.05
-0.79%
7.60
 VOLmSB
RealVol Sugar Indices
15.08
15.52
0.44
2.92%
2.33

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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