Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
15 Sep 2023 
22 Sep 2023 
Value
Percent
22 Sep 2023
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmFV
RealVol 5 Yr Note Indices
11.35
11.35
0.00
0.00%
99.82
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmTY
RealVol 10 Yr Note Indices
10.91
10.91
0.00
0.00%
95.98
 VOLmUS
RealVol U.S. Treasury Bond Indices
16.42
16.42
0.00
0.00%
90.17
 VOLmLN
RealVol Lean Hogs Indices
29.46
28.86
-0.60
-2.04%
84.53
 VOLmG
RealVol Gasoil Indices
30.95
36.15
5.20
16.80%
82.28
 VOLmHO
RealVol Heating Oil Indices
35.77
37.24
1.47
4.11%
76.80
 VOLmBS
RealVol Euro-Schatz Indices
1.45
1.45
0.00
0.00%
71.78
 VOLmBL
RealVol Euro-Bund Indices
6.03
6.03
0.00
0.00%
70.63
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmW
RealVol Wheat Indices
27.05
23.78
-3.27
-12.09%
60.29
 VOLmNG
RealVol Natural Gas Indices
44.21
48.77
4.56
10.31%
58.75
 VOLmCT
RealVol Cotton Indices
23.22
22.86
-0.36
-1.55%
56.57
 VOLmBO
RealVol Soybean Oil Indices
24.47
22.18
-2.29
-9.36%
55.46
 VOLmFC
RealVol Feeder Cattle Indices
11.10
11.10
0.00
0.00%
46.83
 VOLmOJ
RealVol Orange Juice Indices
30.15
24.68
-5.47
-18.14%
46.04
 VOLmNQ
RealVol Tech 100 Indices
16.31
16.13
-0.18
-1.10%
45.09
 VOLmC
RealVol Corn Indices
18.79
16.83
-1.96
-10.43%
44.41
 VOLmMD
RealVol Mid 400 Indices
14.14
14.14
0.00
0.00%
42.85
 VOLmSPY
RealVol SPY Indices
11.56
12.27
0.71
6.14%
40.90
 VOLmSM
RealVol Soybean Meal Indices
19.55
18.95
-0.60
-3.07%
40.59
 VOLmYM
RealVol Indu 30 Indices
11.39
11.39
0.00
0.00%
39.87
 VOLmES
RealVol US 500 Indices
10.77
11.62
0.85
7.89%
37.64
 VOLmCC
RealVol Cocoa Indices
19.55
23.56
4.01
20.51%
33.00
 VOLmSB
RealVol Sugar Indices
26.67
26.78
0.11
0.41%
30.77
 VOLmLC
RealVol Live Cattle Indices
10.38
11.26
0.88
8.48%
30.66
 VOLmS
RealVol Soybean Indices
15.58
16.01
0.43
2.76%
30.05
 VOLmKC
RealVol Coffee Indices
25.69
24.26
-1.43
-5.57%
28.54
 VOLmSI
RealVol Silver Indices
23.97
18.40
-5.57
-23.24%
27.46
 VOLmJY
RealVol USD/JPY Indices
7.98
7.41
-0.57
-7.14%
22.28
 VOLmNK
RealVol Japan 225 Indices
11.71
13.52
1.81
15.46%
16.65
 VOLmBP
RealVol GBP/USD Indices
5.99
6.39
0.40
6.68%
15.46
 VOLmEC
RealVol EUR/USD Indices
6.49
6.27
-0.22
-3.39%
15.43
 VOLmRB
RealVol NYH RBOB Gas Indices
22.17
22.93
0.76
3.43%
14.68
 VOLmCL
RealVol Crude Oil Indices
18.54
17.74
-0.80
-4.31%
12.11
 VOLmGC
RealVol Gold Indices
7.80
8.38
0.58
7.44%
10.76
 VOLmB
RealVol Brent Crude Oil Indices
15.64
15.27
-0.37
-2.37%
6.30
 VOLmSF
RealVol CHF/USD Indices
5.22
5.70
0.48
9.20%
5.13
 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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