Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
29 May 2020 
5 Jun 2020 
Value
Percent
5 Jun 2020
 VOLmLC
RealVol Live Cattle Indices
35.94
34.49
-1.45
-4.03%
99.24
 VOLmG
RealVol Gasoil Indices
77.18
69.14
-8.04
-10.42%
98.92
 VOLmFC
RealVol Feeder Cattle Indices
31.75
29.71
-2.04
-6.43%
98.84
 VOLmLN
RealVol Lean Hogs Indices
50.32
45.48
-4.84
-9.62%
98.08
 VOLmHO
RealVol Heating Oil Indices
79.04
66.75
-12.29
-15.55%
96.58
 VOLmRB
RealVol NYH RBOB Gas Indices
71.39
62.12
-9.27
-12.99%
95.23
 VOLmMD
RealVol Mid 400 Indices
39.47
38.69
-0.78
-1.98%
95.17
 VOLmCL
RealVol Crude Oil Indices
113.69
66.74
-46.95
-41.30%
94.17
 VOLmB
RealVol Brent Crude Oil Indices
68.87
54.21
-14.66
-21.29%
93.58
 VOLmYM
RealVol Indu 30 Indices
26.51
27.48
0.97
3.66%
91.21
 VOLmSI
RealVol Silver Indices
35.50
38.34
2.84
8.00%
85.28
 VOLmES
RealVol US 500 Indices
24.00
23.12
-0.88
-3.67%
84.47
 VOLmSPY
RealVol SPY Indices
21.85
21.74
-0.11
-0.50%
81.36
 VOLmNG
RealVol Natural Gas Indices
72.69
57.92
-14.77
-20.32%
76.77
 VOLmNK
RealVol Japan 225 Indices
26.47
26.03
-0.44
-1.66%
75.58
 VOLmGC
RealVol Gold Indices
16.95
19.76
2.81
16.58%
74.33
 VOLmUS
RealVol U.S. Treasury Bond Indices
10.49
11.48
0.99
9.44%
72.54
 VOLmOJ
RealVol Orange Juice Indices
31.06
31.15
0.09
0.29%
70.69
 VOLmCT
RealVol Cotton Indices
24.42
25.69
1.27
5.20%
69.45
 VOLmBP
RealVol GBP/USD Indices
10.26
9.79
-0.47
-4.58%
64.58
 VOLmNQ
RealVol Tech 100 Indices
21.27
18.83
-2.44
-11.47%
60.27
 VOLmW
RealVol Wheat Indices
19.76
21.15
1.39
7.03%
50.78
 VOLmCC
RealVol Cocoa Indices
24.40
27.77
3.37
13.81%
50.33
 VOLmHG
RealVol Copper Indices
19.54
21.60
2.06
10.54%
49.54
 VOLmBO
RealVol Soybean Oil Indices
21.59
20.16
-1.43
-6.62%
47.04
 VOLmEC
RealVol EUR/USD Indices
8.12
8.27
0.15
1.85%
45.42
 VOLmKC
RealVol Coffee Indices
28.84
27.41
-1.43
-4.96%
41.65
 VOLmSB
RealVol Sugar Indices
41.34
28.84
-12.50
-30.24%
35.53
 VOLmBL
RealVol Euro-Bund Indices
4.74
4.05
-0.69
-14.56%
34.35
 VOLmC
RealVol Corn Indices
14.82
13.21
-1.61
-10.86%
28.34
 VOLmBS
RealVol Euro-Schatz Indices
0.70
0.54
-0.16
-22.86%
26.88
 VOLmTY
RealVol 10 Yr Note Indices
3.63
4.28
0.65
17.91%
22.55
 VOLmR
RealVol Long Gilt Indices
3.61
4.29
0.68
18.84%
21.01
 VOLmS
RealVol Soybean Indices
15.47
13.38
-2.09
-13.51%
17.17
 VOLmFV
RealVol 5 Yr Note Indices
1.94
2.25
0.31
15.98%
14.93
 VOLmBM
RealVol Euro-Bobl Indices
2.42
1.74
-0.68
-28.10%
14.06
 VOLmTU
RealVol 2 Yr Note Indices
0.53
0.56
0.03
5.66%
11.74
 VOLmJY
RealVol USD/JPY Indices
5.44
6.15
0.71
13.05%
11.49
 VOLmSF
RealVol CHF/USD Indices
7.19
6.49
-0.70
-9.74%
9.91
 VOLmSM
RealVol Soybean Meal Indices
12.92
9.94
-2.98
-23.07%
6.30

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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