Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
19 May 2023 
26 May 2023 
Value
Percent
26 May 2023
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmFV
RealVol 5 Yr Note Indices
11.35
11.35
0.00
0.00%
99.82
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmTY
RealVol 10 Yr Note Indices
10.91
10.91
0.00
0.00%
95.98
 VOLmUS
RealVol U.S. Treasury Bond Indices
16.42
16.42
0.00
0.00%
90.17
 VOLmOJ
RealVol Orange Juice Indices
34.03
40.43
6.40
18.81%
89.01
 VOLmCT
RealVol Cotton Indices
30.73
33.99
3.26
10.61%
87.83
 VOLmW
RealVol Wheat Indices
35.25
35.40
0.15
0.43%
86.62
 VOLmBO
RealVol Soybean Oil Indices
31.56
31.60
0.04
0.13%
82.80
 VOLmNG
RealVol Natural Gas Indices
59.59
63.41
3.82
6.41%
80.55
 VOLmC
RealVol Corn Indices
23.23
25.27
2.04
8.78%
76.37
 VOLmG
RealVol Gasoil Indices
34.19
33.80
-0.39
-1.14%
76.10
 VOLmCL
RealVol Crude Oil Indices
38.03
37.78
-0.25
-0.66%
74.03
 VOLmBS
RealVol Euro-Schatz Indices
1.45
1.45
0.00
0.00%
71.78
 VOLmBL
RealVol Euro-Bund Indices
6.03
6.03
0.00
0.00%
70.63
 VOLmB
RealVol Brent Crude Oil Indices
36.11
34.37
-1.74
-4.82%
68.46
 VOLmLN
RealVol Lean Hogs Indices
20.36
23.56
3.20
15.72%
66.64
 VOLmJY
RealVol USD/JPY Indices
10.86
11.20
0.34
3.13%
65.62
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmHO
RealVol Heating Oil Indices
33.39
31.45
-1.94
-5.81%
62.74
 VOLmMD
RealVol Mid 400 Indices
17.62
16.30
-1.32
-7.49%
55.26
 VOLmS
RealVol Soybean Indices
18.85
20.22
1.37
7.27%
55.08
 VOLmNQ
RealVol Tech 100 Indices
17.05
18.04
0.99
5.81%
54.98
 VOLmRB
RealVol NYH RBOB Gas Indices
33.22
34.98
1.76
5.30%
53.90
 VOLmSI
RealVol Silver Indices
23.97
25.08
1.11
4.63%
53.79
 VOLmFC
RealVol Feeder Cattle Indices
11.10
11.10
0.00
0.00%
46.83
 VOLmSM
RealVol Soybean Meal Indices
20.71
20.05
-0.66
-3.19%
46.36
 VOLmSPY
RealVol SPY Indices
14.04
12.95
-1.09
-7.76%
44.07
 VOLmNK
RealVol Japan 225 Indices
16.38
18.69
2.31
14.10%
43.24
 VOLmYM
RealVol Indu 30 Indices
12.63
11.90
-0.73
-5.78%
43.22
 VOLmES
RealVol US 500 Indices
13.90
12.92
-0.98
-7.05%
43.10
 VOLmGC
RealVol Gold Indices
13.41
12.93
-0.48
-3.58%
39.78
 VOLmKC
RealVol Coffee Indices
26.34
25.77
-0.57
-2.16%
34.47
 VOLmBP
RealVol GBP/USD Indices
7.45
7.16
-0.29
-3.89%
25.76
 VOLmSB
RealVol Sugar Indices
28.90
24.84
-4.06
-14.05%
24.58
 VOLmLC
RealVol Live Cattle Indices
7.96
9.19
1.23
15.45%
14.98
 VOLmEC
RealVol EUR/USD Indices
6.54
5.61
-0.93
-14.22%
9.37
 VOLmSF
RealVol CHF/USD Indices
6.48
6.31
-0.17
-2.62%
7.41
 VOLmCC
RealVol Cocoa Indices
18.78
15.47
-3.31
-17.63%
3.88
 VOLmHG
RealVol Copper Indices
0.00
0.00
0.00
0.00

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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