Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
12 Jul 2019 
19 Jul 2019 
Value
Percent
19 Jul 2019
 VOLmLN
RealVol Lean Hogs Indices
30.81
33.14
2.33
7.56%
91.99
 VOLmC
RealVol Corn Indices
31.91
32.09
0.18
0.56%
88.22
 VOLmFC
RealVol Feeder Cattle Indices
20.05
19.49
-0.56
-2.79%
87.37
 VOLmW
RealVol Wheat Indices
27.01
29.00
1.99
7.37%
76.21
 VOLmKC
RealVol Coffee Indices
36.79
37.19
0.40
1.09%
74.85
 VOLmCL
RealVol Crude Oil Indices
35.86
36.12
0.26
0.73%
71.30
 VOLmCT
RealVol Cotton Indices
24.38
25.60
1.22
5.00%
69.07
 VOLmOJ
RealVol Orange Juice Indices
27.26
30.54
3.28
12.03%
69.06
 VOLmGC
RealVol Gold Indices
16.84
16.92
0.08
0.48%
63.40
 VOLmRB
RealVol NYH RBOB Gas Indices
35.25
35.62
0.37
1.05%
58.61
 VOLmLC
RealVol Live Cattle Indices
15.60
14.65
-0.95
-6.09%
56.61
 VOLmHO
RealVol Heating Oil Indices
26.83
27.85
1.02
3.80%
53.22
 VOLmB
RealVol Brent Crude Oil Indices
30.46
29.36
-1.10
-3.61%
53.04
 VOLmTU
RealVol 2 Yr Note Indices
1.38
1.28
-0.10
-7.25%
50.40
 VOLmS
RealVol Soybean Indices
17.91
18.87
0.96
5.36%
48.92
 VOLmR
RealVol Long Gilt Indices
5.88
5.54
-0.34
-5.78%
48.36
 VOLmCC
RealVol Cocoa Indices
26.45
27.25
0.80
3.02%
47.84
 VOLmG
RealVol Gasoil Indices
22.89
23.34
0.45
1.97%
43.31
 VOLmNG
RealVol Natural Gas Indices
37.98
38.05
0.07
0.18%
37.94
 VOLmSI
RealVol Silver Indices
17.43
19.89
2.46
14.11%
35.14
 VOLmFV
RealVol 5 Yr Note Indices
2.95
2.95
0.00
0.00%
34.69
 VOLmSM
RealVol Soybean Meal Indices
17.31
17.36
0.05
0.29%
33.60
 VOLmBL
RealVol Euro-Bund Indices
4.68
3.91
-0.77
-16.45%
30.33
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.48
7.69
0.21
2.81%
29.09
 VOLmSB
RealVol Sugar Indices
22.51
24.96
2.45
10.88%
23.91
 VOLmBO
RealVol Soybean Oil Indices
17.53
16.13
-1.40
-7.99%
23.17
 VOLmTY
RealVol 10 Yr Note Indices
4.17
4.28
0.11
2.64%
22.50
 VOLmNQ
RealVol Tech 100 Indices
12.22
11.72
-0.50
-4.09%
21.75
 VOLmMD
RealVol Mid 400 Indices
10.90
10.34
-0.56
-5.14%
16.65
 VOLmBP
RealVol GBP/USD Indices
5.81
6.45
0.64
11.02%
16.48
 VOLmSF
RealVol CHF/USD Indices
7.95
7.39
-0.56
-7.04%
16.21
 VOLmES
RealVol US 500 Indices
8.24
8.21
-0.03
-0.36%
15.95
 VOLmSPY
RealVol SPY Indices
8.46
8.23
-0.23
-2.72%
13.64
 VOLmHG
RealVol Copper Indices
16.03
14.77
-1.26
-7.86%
12.71
 VOLmJY
RealVol USD/JPY Indices
5.94
6.26
0.32
5.39%
11.25
 VOLmYM
RealVol Indu 30 Indices
8.43
6.97
-1.46
-17.32%
9.14
 VOLmEC
RealVol EUR/USD Indices
5.61
5.56
-0.05
-0.89%
9.05
 VOLmBS
RealVol Euro-Schatz Indices
0.55
0.26
-0.29
-52.73%
3.89
 VOLmNK
RealVol Japan 225 Indices
9.25
10.10
0.85
9.19%
3.38
 VOLmBM
RealVol Euro-Bobl Indices
2.06
1.36
-0.70
-33.98%
2.73

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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