Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
27 Mar 2020 
3 Apr 2020 
Value
Percent
3 Apr 2020
 VOLmB
RealVol Brent Crude Oil Indices
141.14
165.40
24.26
17.19%
100.00
 VOLmCL
RealVol Crude Oil Indices
180.75
200.11
19.36
10.71%
100.00
 VOLmFC
RealVol Feeder Cattle Indices
47.02
53.07
6.05
12.87%
100.00
 VOLmG
RealVol Gasoil Indices
93.75
101.32
7.57
8.07%
100.00
 VOLmLC
RealVol Live Cattle Indices
51.13
56.76
5.63
11.01%
100.00
 VOLmLN
RealVol Lean Hogs Indices
63.69
87.97
24.28
38.12%
100.00
 VOLmRB
RealVol NYH RBOB Gas Indices
219.22
231.20
11.98
5.46%
100.00
 VOLmMD
RealVol Mid 400 Indices
115.22
115.75
0.53
0.46%
99.97
 VOLmBL
RealVol Euro-Bund Indices
12.46
12.68
0.22
1.77%
99.94
 VOLmUS
RealVol U.S. Treasury Bond Indices
32.78
32.61
-0.17
-0.52%
99.93
 VOLmYM
RealVol Indu 30 Indices
92.58
92.19
-0.39
-0.42%
99.85
 VOLmSPY
RealVol SPY Indices
90.09
89.16
-0.93
-1.03%
99.80
 VOLmHO
RealVol Heating Oil Indices
96.01
105.02
9.01
9.38%
99.77
 VOLmES
RealVol US 500 Indices
85.70
85.86
0.16
0.19%
99.70
 VOLmNQ
RealVol Tech 100 Indices
83.89
83.95
0.06
0.07%
99.53
 VOLmNK
RealVol Japan 225 Indices
82.13
84.46
2.33
2.84%
99.45
 VOLmR
RealVol Long Gilt Indices
14.32
14.40
0.08
0.56%
99.40
 VOLmBP
RealVol GBP/USD Indices
25.05
25.29
0.24
0.96%
99.34
 VOLmSI
RealVol Silver Indices
78.85
76.21
-2.64
-3.35%
99.20
 VOLmJY
RealVol USD/JPY Indices
24.28
23.28
-1.00
-4.12%
99.00
 VOLmTY
RealVol 10 Yr Note Indices
13.44
12.80
-0.64
-4.76%
98.23
 VOLmBM
RealVol Euro-Bobl Indices
5.87
5.92
0.05
0.85%
98.15
 VOLmGC
RealVol Gold Indices
44.19
40.98
-3.21
-7.26%
97.82
 VOLmFV
RealVol 5 Yr Note Indices
7.46
6.90
-0.56
-7.51%
97.80
 VOLmEC
RealVol EUR/USD Indices
15.98
16.11
0.13
0.81%
97.11
 VOLmKC
RealVol Coffee Indices
63.48
58.02
-5.46
-8.60%
95.29
 VOLmOJ
RealVol Orange Juice Indices
46.54
46.10
-0.44
-0.95%
94.21
 VOLmHG
RealVol Copper Indices
37.47
40.13
2.66
7.10%
93.15
 VOLmCT
RealVol Cotton Indices
31.45
37.23
5.78
18.38%
92.68
 VOLmSF
RealVol CHF/USD Indices
15.59
15.53
-0.06
-0.38%
89.67
 VOLmBO
RealVol Soybean Oil Indices
33.62
34.41
0.79
2.35%
87.22
 VOLmBS
RealVol Euro-Schatz Indices
1.69
1.67
-0.02
-1.18%
83.69
 VOLmW
RealVol Wheat Indices
30.02
32.27
2.25
7.50%
82.58
 VOLmTU
RealVol 2 Yr Note Indices
2.36
1.83
-0.53
-22.46%
77.91
 VOLmNG
RealVol Natural Gas Indices
58.75
58.14
-0.61
-1.04%
77.54
 VOLmC
RealVol Corn Indices
25.85
25.34
-0.51
-1.97%
76.76
 VOLmSM
RealVol Soybean Meal Indices
25.35
27.42
2.07
8.17%
74.47
 VOLmSB
RealVol Sugar Indices
38.54
42.87
4.33
11.24%
73.53
 VOLmS
RealVol Soybean Indices
21.96
23.36
1.40
6.38%
66.91
 VOLmCC
RealVol Cocoa Indices
31.34
31.28
-0.06
-0.19%
64.85

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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