Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
8 Jun 2018 
15 Jun 2018 
Value
Percent
15 Jun 2018
 VOLmW
RealVol Wheat Indices
29.79
35.44
5.65
18.97%
87.74
 VOLmLC
RealVol Live Cattle Indices
22.43
22.28
-0.15
-0.67%
86.43
 VOLmCC
RealVol Cocoa Indices
37.60
38.89
1.29
3.43%
86.22
 VOLmBL
RealVol Euro-Bund Indices
6.65
6.69
0.04
0.60%
81.47
 VOLmFC
RealVol Feeder Cattle Indices
16.30
17.41
1.11
6.81%
80.99
 VOLmCT
RealVol Cotton Indices
26.54
28.12
1.58
5.95%
76.47
 VOLmC
RealVol Corn Indices
18.16
24.79
6.63
36.51%
75.41
 VOLmBM
RealVol Euro-Bobl Indices
3.56
3.67
0.11
3.09%
72.85
 VOLmFV
RealVol 5 Yr Note Indices
3.79
3.72
-0.07
-1.85%
59.05
 VOLmTU
RealVol 2 Yr Note Indices
1.39
1.42
0.03
2.16%
56.89
 VOLmR
RealVol Long Gilt Indices
6.14
5.92
-0.22
-3.58%
54.26
 VOLmOJ
RealVol Orange Juice Indices
23.62
26.48
2.86
12.11%
54.25
 VOLmS
RealVol Soybean Indices
18.44
19.60
1.16
6.29%
52.10
 VOLmSB
RealVol Sugar Indices
33.84
34.59
0.75
2.22%
51.97
 VOLmBS
RealVol Euro-Schatz Indices
0.97
1.02
0.05
5.15%
51.89
 VOLmEC
RealVol EUR/USD Indices
7.67
8.94
1.27
16.56%
51.36
 VOLmUS
RealVol U.S. Treasury Bond Indices
10.09
9.34
-0.75
-7.43%
50.71
 VOLmLN
RealVol Lean Hogs Indices
21.09
20.47
-0.62
-2.94%
50.69
 VOLmTY
RealVol 10 Yr Note Indices
5.76
5.53
-0.23
-3.99%
48.62
 VOLmSI
RealVol Silver Indices
14.56
20.77
6.21
42.65%
37.77
 VOLmYM
RealVol Indu 30 Indices
11.68
10.94
-0.74
-6.34%
37.34
 VOLmG
RealVol Gasoil Indices
21.29
21.23
-0.06
-0.28%
34.22
 VOLmHO
RealVol Heating Oil Indices
19.06
22.43
3.37
17.68%
33.88
 VOLmCL
RealVol Crude Oil Indices
23.49
25.23
1.74
7.41%
33.78
 VOLmHG
RealVol Copper Indices
17.12
18.44
1.32
7.71%
31.79
 VOLmB
RealVol Brent Crude Oil Indices
21.64
24.42
2.78
12.85%
30.63
 VOLmSM
RealVol Soybean Meal Indices
16.85
15.51
-1.34
-7.95%
25.04
 VOLmJY
RealVol USD/JPY Indices
7.57
7.36
-0.21
-2.77%
20.89
 VOLmSPY
RealVol SPY Indices
9.76
8.86
-0.90
-9.22%
17.32
 VOLmES
RealVol US 500 Indices
9.41
8.42
-0.99
-10.52%
16.75
 VOLmGC
RealVol Gold Indices
9.21
9.57
0.36
3.91%
16.45
 VOLmRB
RealVol NYH RBOB Gas Indices
19.52
22.82
3.30
16.91%
15.21
 VOLmNK
RealVol Japan 225 Indices
12.74
12.88
0.14
1.10%
13.01
 VOLmBO
RealVol Soybean Oil Indices
12.11
14.02
1.91
15.77%
12.91
 VOLmKC
RealVol Coffee Indices
18.84
18.23
-0.61
-3.24%
12.33
 VOLmMD
RealVol Mid 400 Indices
9.98
9.67
-0.31
-3.11%
11.46
 VOLmBP
RealVol GBP/USD Indices
5.24
5.40
0.16
3.05%
8.10
 VOLmNQ
RealVol Tech 100 Indices
10.27
9.40
-0.87
-8.47%
7.74
 VOLmSF
RealVol CHF/USD Indices
4.89
5.79
0.90
18.40%
4.50
 VOLmNG
RealVol Natural Gas Indices
22.94
22.54
-0.40
-1.74%
1.72

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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