Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
29 Jul 2022 
5 Aug 2022 
Value
Percent
5 Aug 2022
 VOLmR
RealVol Long Gilt Indices
13.51
13.51
0.00
0.00%
98.72
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmKC
RealVol Coffee Indices
38.24
38.24
0.00
0.00%
76.76
 VOLmSPY
RealVol SPY Indices
19.57
19.21
-0.36
-1.84%
72.62
 VOLmUS
RealVol U.S. Treasury Bond Indices
10.72
10.72
0.00
0.00%
66.31
 VOLmLN
RealVol Lean Hogs Indices
22.67
22.67
0.00
0.00%
62.09
 VOLmOJ
RealVol Orange Juice Indices
28.17
28.17
0.00
0.00%
60.37
 VOLmNG
RealVol Natural Gas Indices
47.92
47.92
0.00
0.00%
58.83
 VOLmW
RealVol Wheat Indices
22.34
22.34
0.00
0.00%
57.33
 VOLmCC
RealVol Cocoa Indices
27.84
27.84
0.00
0.00%
50.68
 VOLmHO
RealVol Heating Oil Indices
26.20
26.20
0.00
0.00%
45.18
 VOLmRB
RealVol NYH RBOB Gas Indices
32.66
32.66
0.00
0.00%
44.20
 VOLmTY
RealVol 10 Yr Note Indices
5.32
5.32
0.00
0.00%
43.44
 VOLmYM
RealVol Indu 30 Indices
11.81
11.81
0.00
0.00%
42.94
 VOLmBL
RealVol Euro-Bund Indices
4.36
4.36
0.00
0.00%
41.78
 VOLmC
RealVol Corn Indices
15.14
15.14
0.00
0.00%
36.79
 VOLmFV
RealVol 5 Yr Note Indices
3.05
3.05
0.00
0.00%
35.34
 VOLmBP
RealVol GBP/USD Indices
7.61
7.61
0.00
0.00%
33.49
 VOLmG
RealVol Gasoil Indices
20.78
20.78
0.00
0.00%
32.53
 VOLmBO
RealVol Soybean Oil Indices
17.37
17.37
0.00
0.00%
31.26
 VOLmGC
RealVol Gold Indices
11.79
11.79
0.00
0.00%
31.19
 VOLmLC
RealVol Live Cattle Indices
11.28
11.28
0.00
0.00%
30.37
 VOLmSI
RealVol Silver Indices
18.19
18.19
0.00
0.00%
26.82
 VOLmTU
RealVol 2 Yr Note Indices
0.94
0.94
0.00
0.00%
26.74
 VOLmSM
RealVol Soybean Meal Indices
15.28
15.28
0.00
0.00%
24.50
 VOLmHG
RealVol Copper Indices
16.92
16.92
0.00
0.00%
23.05
 VOLmCT
RealVol Cotton Indices
16.38
16.38
0.00
0.00%
23.05
 VOLmCL
RealVol Crude Oil Indices
20.60
20.60
0.00
0.00%
20.19
 VOLmES
RealVol US 500 Indices
8.22
8.22
0.00
0.00%
16.46
 VOLmSB
RealVol Sugar Indices
22.04
22.04
0.00
0.00%
14.90
 VOLmMD
RealVol Mid 400 Indices
10.22
10.22
0.00
0.00%
14.71
 VOLmBM
RealVol Euro-Bobl Indices
1.72
1.72
0.00
0.00%
13.09
 VOLmB
RealVol Brent Crude Oil Indices
18.56
18.56
0.00
0.00%
11.92
 VOLmNQ
RealVol Tech 100 Indices
10.20
10.20
0.00
0.00%
11.89
 VOLmBS
RealVol Euro-Schatz Indices
0.32
0.32
0.00
0.00%
9.53
 VOLmNK
RealVol Japan 225 Indices
10.88
10.88
0.00
0.00%
4.72
 VOLmSF
RealVol CHF/USD Indices
5.02
5.02
0.00
0.00%
3.52
 VOLmJY
RealVol USD/JPY Indices
4.56
4.56
0.00
0.00%
1.95
 VOLmEC
RealVol EUR/USD Indices
3.76
3.76
0.00
0.00%
1.87
 VOLmS
RealVol Soybean Indices
8.51
8.51
0.00
0.00%
1.27

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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