Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
10 May 2019 
17 May 2019 
Value
Percent
17 May 2019
 VOLmOJ
RealVol Orange Juice Indices
35.04
48.38
13.34
38.07%
95.30
 VOLmFC
RealVol Feeder Cattle Indices
15.44
17.48
2.04
13.21%
81.44
 VOLmCT
RealVol Cotton Indices
23.15
26.88
3.73
16.11%
73.12
 VOLmW
RealVol Wheat Indices
22.35
26.80
4.45
19.91%
71.09
 VOLmC
RealVol Corn Indices
16.71
22.59
5.88
35.19%
69.81
 VOLmLC
RealVol Live Cattle Indices
14.67
16.77
2.10
14.31%
68.07
 VOLmLN
RealVol Lean Hogs Indices
23.60
23.21
-0.39
-1.65%
65.84
 VOLmNQ
RealVol Tech 100 Indices
11.24
19.64
8.40
74.73%
63.30
 VOLmMD
RealVol Mid 400 Indices
12.63
16.85
4.22
33.41%
60.95
 VOLmYM
RealVol Indu 30 Indices
9.47
13.64
4.17
44.03%
53.93
 VOLmES
RealVol US 500 Indices
8.91
14.05
5.14
57.69%
51.73
 VOLmS
RealVol Soybean Indices
13.57
19.17
5.60
41.27%
50.44
 VOLmSM
RealVol Soybean Meal Indices
15.04
20.43
5.39
35.84%
49.01
 VOLmSPY
RealVol SPY Indices
8.90
13.41
4.51
50.67%
48.56
 VOLmSB
RealVol Sugar Indices
30.89
31.01
0.12
0.39%
41.41
 VOLmG
RealVol Gasoil Indices
19.17
22.29
3.12
16.28%
39.08
 VOLmCC
RealVol Cocoa Indices
26.55
24.57
-1.98
-7.46%
36.00
 VOLmHG
RealVol Copper Indices
19.81
18.97
-0.84
-4.24%
34.40
 VOLmNK
RealVol Japan 225 Indices
13.24
17.24
4.00
30.21%
34.07
 VOLmKC
RealVol Coffee Indices
30.32
25.31
-5.01
-16.52%
33.45
 VOLmBO
RealVol Soybean Oil Indices
14.09
17.32
3.23
22.92%
30.76
 VOLmTU
RealVol 2 Yr Note Indices
0.78
0.84
0.06
7.69%
24.85
 VOLmCL
RealVol Crude Oil Indices
20.83
20.79
-0.04
-0.19%
20.64
 VOLmBP
RealVol GBP/USD Indices
5.87
6.65
0.78
13.29%
18.16
 VOLmRB
RealVol NYH RBOB Gas Indices
21.39
22.83
1.44
6.73%
15.53
 VOLmSI
RealVol Silver Indices
16.02
15.15
-0.87
-5.43%
15.41
 VOLmB
RealVol Brent Crude Oil Indices
19.31
19.65
0.34
1.76%
14.64
 VOLmHO
RealVol Heating Oil Indices
14.66
16.62
1.96
13.37%
13.23
 VOLmFV
RealVol 5 Yr Note Indices
2.13
2.18
0.05
2.35%
13.17
 VOLmGC
RealVol Gold Indices
9.07
8.45
-0.62
-6.84%
11.72
 VOLmR
RealVol Long Gilt Indices
4.51
3.82
-0.69
-15.30%
11.59
 VOLmBL
RealVol Euro-Bund Indices
3.90
3.29
-0.61
-15.64%
10.85
 VOLmTY
RealVol 10 Yr Note Indices
3.41
3.40
-0.01
-0.29%
9.55
 VOLmUS
RealVol U.S. Treasury Bond Indices
5.76
5.74
-0.02
-0.35%
5.11
 VOLmNG
RealVol Natural Gas Indices
24.90
23.67
-1.23
-4.94%
3.75
 VOLmEC
RealVol EUR/USD Indices
4.56
4.50
-0.06
-1.32%
3.41
 VOLmBS
RealVol Euro-Schatz Indices
0.29
0.24
-0.05
-17.24%
2.73
 VOLmJY
RealVol USD/JPY Indices
4.91
4.82
-0.09
-1.83%
2.55
 VOLmBM
RealVol Euro-Bobl Indices
1.61
1.24
-0.37
-22.98%
1.33
 VOLmSF
RealVol CHF/USD Indices
3.94
4.18
0.24
6.09%
1.12

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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