Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
24 Nov 2023 
1 Dec 2023 
Value
Percent
1 Dec 2023
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmFC
RealVol Feeder Cattle Indices
19.29
27.27
7.98
41.37%
98.71
 VOLmUS
RealVol U.S. Treasury Bond Indices
15.46
16.20
0.74
4.79%
89.51
 VOLmTY
RealVol 10 Yr Note Indices
8.47
8.91
0.44
5.19%
88.87
 VOLmFV
RealVol 5 Yr Note Indices
5.75
5.52
-0.23
-4.00%
88.80
 VOLmBL
RealVol Euro-Bund Indices
6.31
7.54
1.23
19.49%
85.57
 VOLmOJ
RealVol Orange Juice Indices
36.97
37.15
0.18
0.49%
84.08
 VOLmKC
RealVol Coffee Indices
40.91
41.57
0.66
1.61%
82.99
 VOLmBO
RealVol Soybean Oil Indices
30.79
30.04
-0.75
-2.44%
79.71
 VOLmBS
RealVol Euro-Schatz Indices
1.02
1.61
0.59
57.84%
78.08
 VOLmHO
RealVol Heating Oil Indices
35.98
37.60
1.62
4.50%
77.53
 VOLmMD
RealVol Mid 400 Indices
19.98
20.75
0.77
3.85%
76.30
 VOLmLC
RealVol Live Cattle Indices
17.93
18.29
0.36
2.01%
74.91
 VOLmSM
RealVol Soybean Meal Indices
30.06
27.90
-2.16
-7.19%
74.75
 VOLmLN
RealVol Lean Hogs Indices
28.32
25.28
-3.04
-10.73%
73.42
 VOLmCL
RealVol Crude Oil Indices
39.18
37.38
-1.80
-4.59%
72.77
 VOLmBP
RealVol GBP/USD Indices
10.10
10.59
0.49
4.85%
72.55
 VOLmW
RealVol Wheat Indices
24.20
26.87
2.67
11.03%
69.65
 VOLmB
RealVol Brent Crude Oil Indices
36.29
34.16
-2.13
-5.87%
67.80
 VOLmC
RealVol Corn Indices
18.88
21.79
2.91
15.41%
66.02
 VOLmG
RealVol Gasoil Indices
28.92
30.15
1.23
4.25%
64.53
 VOLmRB
RealVol NYH RBOB Gas Indices
36.84
37.70
0.86
2.33%
64.20
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmS
RealVol Soybean Indices
20.36
20.24
-0.12
-0.59%
55.14
 VOLmSI
RealVol Silver Indices
26.20
25.13
-1.07
-4.08%
53.92
 VOLmNG
RealVol Natural Gas Indices
56.91
46.40
-10.51
-18.47%
52.64
 VOLmEC
RealVol EUR/USD Indices
8.52
8.80
0.28
3.29%
51.99
 VOLmCT
RealVol Cotton Indices
23.41
21.73
-1.68
-7.18%
50.92
 VOLmCC
RealVol Cocoa Indices
25.77
27.50
1.73
6.71%
50.52
 VOLmJY
RealVol USD/JPY Indices
10.00
9.12
-0.88
-8.80%
42.74
 VOLmSPY
RealVol SPY Indices
14.17
12.34
-1.83
-12.91%
41.14
 VOLmYM
RealVol Indu 30 Indices
12.56
11.50
-1.06
-8.44%
40.87
 VOLmES
RealVol US 500 Indices
14.15
12.25
-1.90
-13.43%
40.58
 VOLmGC
RealVol Gold Indices
10.66
12.84
2.18
20.45%
39.59
 VOLmNQ
RealVol Tech 100 Indices
17.68
14.56
-3.12
-17.65%
36.44
 VOLmSB
RealVol Sugar Indices
21.96
24.62
2.66
12.11%
24.00
 VOLmSF
RealVol CHF/USD Indices
7.12
7.15
0.03
0.42%
14.64
 VOLmNK
RealVol Japan 225 Indices
16.08
12.51
-3.57
-22.20%
11.58
 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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