Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
12 Apr 2024 
19 Apr 2024 
Value
Percent
19 Apr 2024
 VOLmCC
RealVol Cocoa Indices
59.52
64.06
4.54
7.63%
99.98
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmBL
RealVol Euro-Bund Indices
7.25
7.50
0.25
3.45%
85.22
 VOLmUS
RealVol U.S. Treasury Bond Indices
12.27
13.22
0.95
7.74%
79.41
 VOLmLC
RealVol Live Cattle Indices
18.29
18.29
0.00
0.00%
74.91
 VOLmTY
RealVol 10 Yr Note Indices
6.95
7.29
0.34
4.89%
74.09
 VOLmKC
RealVol Coffee Indices
25.11
34.24
9.13
36.36%
66.54
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmOJ
RealVol Orange Juice Indices
32.23
29.44
-2.79
-8.66%
63.08
 VOLmCT
RealVol Cotton Indices
22.41
24.09
1.68
7.50%
61.95
 VOLmBO
RealVol Soybean Oil Indices
24.84
23.72
-1.12
-4.51%
61.70
 VOLmC
RealVol Corn Indices
20.32
20.30
-0.02
-0.10%
59.76
 VOLmBS
RealVol Euro-Schatz Indices
1.19
1.19
0.00
0.00%
59.67
 VOLmW
RealVol Wheat Indices
23.68
22.33
-1.35
-5.70%
54.64
 VOLmFC
RealVol Feeder Cattle Indices
12.60
11.91
-0.69
-5.48%
51.87
 VOLmG
RealVol Gasoil Indices
23.95
26.16
2.21
9.23%
49.42
 VOLmNG
RealVol Natural Gas Indices
49.10
44.56
-4.54
-9.25%
48.25
 VOLmMD
RealVol Mid 400 Indices
15.85
15.08
-0.77
-4.86%
48.05
 VOLmGC
RealVol Gold Indices
12.82
13.70
0.88
6.86%
45.57
 VOLmFV
RealVol 5 Yr Note Indices
3.31
3.31
0.00
0.00%
44.23
 VOLmSI
RealVol Silver Indices
21.43
22.43
1.00
4.67%
43.43
 VOLmNQ
RealVol Tech 100 Indices
13.28
15.57
2.29
17.24%
41.91
 VOLmYM
RealVol Indu 30 Indices
11.97
11.23
-0.74
-6.18%
39.94
 VOLmSM
RealVol Soybean Meal Indices
18.59
18.43
-0.16
-0.86%
37.72
 VOLmES
RealVol US 500 Indices
11.18
11.35
0.17
1.52%
36.27
 VOLmNK
RealVol Japan 225 Indices
17.15
17.04
-0.11
-0.64%
34.96
 VOLmHO
RealVol Heating Oil Indices
23.13
23.07
-0.06
-0.26%
33.94
 VOLmSPY
RealVol SPY Indices
10.70
11.12
0.42
3.93%
33.92
 VOLmBP
RealVol GBP/USD Indices
7.59
7.58
-0.01
-0.13%
33.08
 VOLmS
RealVol Soybean Indices
13.61
14.55
0.94
6.91%
22.18
 VOLmSB
RealVol Sugar Indices
22.42
23.53
1.11
4.95%
20.34
 VOLmEC
RealVol EUR/USD Indices
6.93
6.58
-0.35
-5.05%
20.06
 VOLmLN
RealVol Lean Hogs Indices
15.97
15.97
0.00
0.00%
19.79
 VOLmSF
RealVol CHF/USD Indices
7.59
7.33
-0.26
-3.43%
16.62
 VOLmCL
RealVol Crude Oil Indices
18.81
18.71
-0.10
-0.53%
14.60
 VOLmRB
RealVol NYH RBOB Gas Indices
17.81
20.41
2.60
14.60%
9.82
 VOLmB
RealVol Brent Crude Oil Indices
17.26
17.52
0.26
1.51%
9.50
 VOLmJY
RealVol USD/JPY Indices
6.32
4.86
-1.46
-23.10%
2.46
 VOLmHG
RealVol Copper Indices
0.00
0.00
0.00
0.00

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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