Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
5 Apr 2024 
12 Apr 2024 
Value
Percent
12 Apr 2024
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmCC
RealVol Cocoa Indices
59.78
59.52
-0.26
-0.43%
99.74
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmBL
RealVol Euro-Bund Indices
5.72
7.25
1.53
26.75%
83.25
 VOLmUS
RealVol U.S. Treasury Bond Indices
9.43
12.27
2.84
30.12%
74.98
 VOLmLC
RealVol Live Cattle Indices
18.29
18.29
0.00
0.00%
74.91
 VOLmOJ
RealVol Orange Juice Indices
31.19
32.23
1.04
3.33%
71.98
 VOLmTY
RealVol 10 Yr Note Indices
4.84
6.95
2.11
43.60%
70.22
 VOLmBO
RealVol Soybean Oil Indices
24.50
24.84
0.34
1.39%
65.64
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmC
RealVol Corn Indices
20.13
20.32
0.19
0.94%
59.82
 VOLmBS
RealVol Euro-Schatz Indices
1.19
1.19
0.00
0.00%
59.67
 VOLmW
RealVol Wheat Indices
24.30
23.68
-0.62
-2.55%
59.49
 VOLmNG
RealVol Natural Gas Indices
49.42
49.10
-0.32
-0.65%
58.85
 VOLmFC
RealVol Feeder Cattle Indices
11.94
12.60
0.66
5.53%
56.16
 VOLmCT
RealVol Cotton Indices
28.64
22.41
-6.23
-21.75%
54.37
 VOLmMD
RealVol Mid 400 Indices
13.70
15.85
2.15
15.69%
52.30
 VOLmYM
RealVol Indu 30 Indices
10.69
11.97
1.28
11.97%
45.08
 VOLmFV
RealVol 5 Yr Note Indices
3.31
3.31
0.00
0.00%
44.23
 VOLmG
RealVol Gasoil Indices
22.94
23.95
1.01
4.40%
41.61
 VOLmGC
RealVol Gold Indices
13.19
12.82
-0.37
-2.81%
39.56
 VOLmSI
RealVol Silver Indices
23.95
21.43
-2.52
-10.52%
39.54
 VOLmSM
RealVol Soybean Meal Indices
17.55
18.59
1.04
5.93%
38.64
 VOLmES
RealVol US 500 Indices
10.57
11.18
0.61
5.77%
35.49
 VOLmNK
RealVol Japan 225 Indices
18.31
17.15
-1.16
-6.34%
35.42
 VOLmHO
RealVol Heating Oil Indices
23.77
23.13
-0.64
-2.69%
34.22
 VOLmBP
RealVol GBP/USD Indices
6.23
7.59
1.36
21.83%
33.23
 VOLmKC
RealVol Coffee Indices
28.30
25.11
-3.19
-11.27%
31.42
 VOLmSPY
RealVol SPY Indices
10.11
10.70
0.59
5.84%
30.80
 VOLmNQ
RealVol Tech 100 Indices
13.82
13.28
-0.54
-3.91%
29.81
 VOLmEC
RealVol EUR/USD Indices
5.36
6.93
1.57
29.29%
24.08
 VOLmLN
RealVol Lean Hogs Indices
15.97
15.97
0.00
0.00%
19.79
 VOLmSF
RealVol CHF/USD Indices
6.44
7.59
1.15
17.86%
19.41
 VOLmS
RealVol Soybean Indices
15.23
13.61
-1.62
-10.64%
17.19
 VOLmSB
RealVol Sugar Indices
22.22
22.42
0.20
0.90%
17.00
 VOLmCL
RealVol Crude Oil Indices
19.70
18.81
-0.89
-4.52%
14.86
 VOLmJY
RealVol USD/JPY Indices
6.91
6.32
-0.59
-8.54%
10.95
 VOLmB
RealVol Brent Crude Oil Indices
18.33
17.26
-1.07
-5.84%
9.15
 VOLmRB
RealVol NYH RBOB Gas Indices
20.80
17.81
-2.99
-14.38%
4.31
 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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