Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
10 Nov 2017 
17 Nov 2017 
Value
Percent
17 Nov 2017
 VOLmLC
RealVol Live Cattle Indices
19.95
20.14
0.19
0.95%
80.32
 VOLmLN
RealVol Lean Hogs Indices
24.69
26.74
2.05
8.30%
79.94
 VOLmFC
RealVol Feeder Cattle Indices
12.47
12.84
0.37
2.97%
58.11
 VOLmBP
RealVol GBP/USD Indices
8.40
8.50
0.10
1.19%
46.62
 VOLmCC
RealVol Cocoa Indices
27.58
25.16
-2.42
-8.77%
39.48
 VOLmW
RealVol Wheat Indices
17.76
18.63
0.87
4.90%
38.86
 VOLmR
RealVol Long Gilt Indices
5.61
5.17
-0.44
-7.84%
37.12
 VOLmC
RealVol Corn Indices
13.06
14.90
1.84
14.09%
35.77
 VOLmCT
RealVol Cotton Indices
19.28
18.34
-0.94
-4.88%
34.19
 VOLmOJ
RealVol Orange Juice Indices
25.54
20.30
-5.24
-20.52%
31.13
 VOLmSI
RealVol Silver Indices
19.76
19.19
-0.57
-2.88%
30.81
 VOLmBL
RealVol Euro-Bund Indices
4.22
3.92
-0.30
-7.11%
28.27
 VOLmEC
RealVol EUR/USD Indices
6.52
7.51
0.99
15.18%
27.59
 VOLmG
RealVol Gasoil Indices
19.14
19.41
0.27
1.41%
26.57
 VOLmNK
RealVol Japan 225 Indices
13.57
15.57
2.00
14.74%
25.23
 VOLmHO
RealVol Heating Oil Indices
19.79
20.16
0.37
1.87%
25.01
 VOLmKC
RealVol Coffee Indices
20.30
19.30
-1.00
-4.93%
21.77
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.45
7.25
-0.20
-2.68%
21.57
 VOLmB
RealVol Brent Crude Oil Indices
21.29
21.77
0.48
2.25%
19.21
 VOLmCL
RealVol Crude Oil Indices
18.62
20.13
1.51
8.11%
19.06
 VOLmSM
RealVol Soybean Meal Indices
11.94
13.99
2.05
17.17%
18.62
 VOLmHG
RealVol Copper Indices
18.78
15.87
-2.91
-15.50%
17.92
 VOLmNG
RealVol Natural Gas Indices
33.17
31.64
-1.53
-4.61%
17.69
 VOLmBO
RealVol Soybean Oil Indices
13.11
15.17
2.06
15.71%
16.92
 VOLmGC
RealVol Gold Indices
9.56
9.55
-0.01
-0.10%
16.13
 VOLmSB
RealVol Sugar Indices
22.28
21.81
-0.47
-2.11%
14.15
 VOLmS
RealVol Soybean Indices
10.15
12.60
2.45
24.14%
11.89
 VOLmNQ
RealVol Tech 100 Indices
9.32
10.22
0.90
9.66%
11.69
 VOLmSF
RealVol CHF/USD Indices
6.47
7.02
0.55
8.50%
10.42
 VOLmRB
RealVol NYH RBOB Gas Indices
19.00
20.21
1.21
6.37%
9.32
 VOLmBS
RealVol Euro-Schatz Indices
0.40
0.35
-0.05
-12.50%
8.91
 VOLmTU
RealVol 2 Yr Note Indices
0.53
0.48
-0.05
-9.43%
8.56
 VOLmJY
RealVol USD/JPY Indices
5.68
5.87
0.19
3.35%
6.32
 VOLmBM
RealVol Euro-Bobl Indices
1.78
1.60
-0.18
-10.11%
4.22
 VOLmYM
RealVol Indu 30 Indices
5.40
5.72
0.32
5.93%
3.29
 VOLmES
RealVol US 500 Indices
4.28
5.46
1.18
27.57%
2.31
 VOLmSPY
RealVol SPY Indices
4.78
5.98
1.20
25.10%
2.11
 VOLmTY
RealVol 10 Yr Note Indices
3.04
2.88
-0.16
-5.26%
1.92
 VOLmMD
RealVol Mid 400 Indices
6.54
7.58
1.04
15.90%
1.80
 VOLmFV
RealVol 5 Yr Note Indices
1.67
1.50
-0.17
-10.18%
1.63

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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