Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
12 Jan 2018 
19 Jan 2018 
Value
Percent
19 Jan 2018
 VOLmFC
RealVol Feeder Cattle Indices
17.80
18.59
0.79
4.44%
84.94
 VOLmLC
RealVol Live Cattle Indices
17.67
18.78
1.11
6.28%
76.07
 VOLmLN
RealVol Lean Hogs Indices
19.51
22.89
3.38
17.32%
64.72
 VOLmCC
RealVol Cocoa Indices
28.37
29.99
1.62
5.71%
59.57
 VOLmNG
RealVol Natural Gas Indices
50.42
48.24
-2.18
-4.32%
59.34
 VOLmCT
RealVol Cotton Indices
23.37
22.12
-1.25
-5.35%
54.41
 VOLmOJ
RealVol Orange Juice Indices
19.66
23.28
3.62
18.41%
42.31
 VOLmSB
RealVol Sugar Indices
24.38
30.12
5.74
23.54%
37.85
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.38
8.05
-0.33
-3.94%
31.62
 VOLmKC
RealVol Coffee Indices
20.63
22.48
1.85
8.97%
30.31
 VOLmBL
RealVol Euro-Bund Indices
3.92
3.96
0.04
1.02%
29.65
 VOLmW
RealVol Wheat Indices
15.80
16.16
0.36
2.28%
25.63
 VOLmEC
RealVol EUR/USD Indices
7.32
7.23
-0.09
-1.23%
24.30
 VOLmR
RealVol Long Gilt Indices
4.80
4.46
-0.34
-7.08%
23.40
 VOLmG
RealVol Gasoil Indices
18.42
17.91
-0.51
-2.77%
20.95
 VOLmBP
RealVol GBP/USD Indices
7.87
6.82
-1.05
-13.34%
20.46
 VOLmYM
RealVol Indu 30 Indices
7.23
7.82
0.59
8.16%
15.70
 VOLmSM
RealVol Soybean Meal Indices
11.57
12.81
1.24
10.72%
14.76
 VOLmBS
RealVol Euro-Schatz Indices
0.45
0.45
0.00
0.00%
14.65
 VOLmBO
RealVol Soybean Oil Indices
13.30
14.11
0.81
6.09%
12.87
 VOLmC
RealVol Corn Indices
7.20
8.83
1.63
22.64%
12.51
 VOLmHO
RealVol Heating Oil Indices
17.21
16.32
-0.89
-5.17%
12.05
 VOLmNK
RealVol Japan 225 Indices
12.44
12.73
0.29
2.33%
12.04
 VOLmJY
RealVol USD/JPY Indices
6.47
6.44
-0.03
-0.46%
10.54
 VOLmBM
RealVol Euro-Bobl Indices
1.78
1.78
0.00
0.00%
9.55
 VOLmNQ
RealVol Tech 100 Indices
9.63
9.78
0.15
1.56%
9.50
 VOLmCL
RealVol Crude Oil Indices
16.32
16.31
-0.01
-0.06%
9.13
 VOLmTU
RealVol 2 Yr Note Indices
0.58
0.49
-0.09
-15.52%
8.99
 VOLmB
RealVol Brent Crude Oil Indices
16.76
16.61
-0.15
-0.89%
8.88
 VOLmGC
RealVol Gold Indices
7.86
7.77
-0.09
-1.15%
8.70
 VOLmMD
RealVol Mid 400 Indices
8.64
9.05
0.41
4.75%
7.93
 VOLmES
RealVol US 500 Indices
6.69
6.83
0.14
2.09%
7.75
 VOLmSF
RealVol CHF/USD Indices
6.31
6.53
0.22
3.49%
6.94
 VOLmRB
RealVol NYH RBOB Gas Indices
21.68
19.12
-2.56
-11.81%
6.94
 VOLmSPY
RealVol SPY Indices
7.12
7.12
0.00
0.00%
6.67
 VOLmSI
RealVol Silver Indices
12.42
11.72
-0.70
-5.64%
5.28
 VOLmTY
RealVol 10 Yr Note Indices
3.19
3.08
-0.11
-3.45%
4.09
 VOLmHG
RealVol Copper Indices
12.63
10.33
-2.30
-18.21%
2.95
 VOLmS
RealVol Soybean Indices
9.90
9.35
-0.55
-5.56%
2.49
 VOLmFV
RealVol 5 Yr Note Indices
1.68
1.52
-0.16
-9.52%
1.90

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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