Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
14 Jan 2022 
21 Jan 2022 
Value
Percent
21 Jan 2022
 VOLmYM
RealVol Indu 30 Indices
10.74
1312.31
1301.57
12118.90%
100.00
 VOLmNG
RealVol Natural Gas Indices
87.79
92.85
5.06
5.76%
97.32
 VOLmLN
RealVol Lean Hogs Indices
29.78
28.87
-0.91
-3.06%
83.51
 VOLmOJ
RealVol Orange Juice Indices
38.79
35.13
-3.66
-9.44%
80.67
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmSM
RealVol Soybean Meal Indices
24.95
27.97
3.02
12.10%
75.51
 VOLmNQ
RealVol Tech 100 Indices
22.55
23.44
0.89
3.95%
74.17
 VOLmW
RealVol Wheat Indices
23.47
27.39
3.92
16.70%
72.40
 VOLmBO
RealVol Soybean Oil Indices
24.01
25.85
1.84
7.66%
70.24
 VOLmCT
RealVol Cotton Indices
25.41
24.99
-0.42
-1.65%
66.17
 VOLmS
RealVol Soybean Indices
20.10
22.44
2.34
11.64%
64.25
 VOLmHG
RealVol Copper Indices
24.28
25.02
0.74
3.05%
63.11
 VOLmMD
RealVol Mid 400 Indices
16.70
17.01
0.31
1.86%
60.52
 VOLmSPY
RealVol SPY Indices
14.19
15.52
1.33
9.37%
59.52
 VOLmSI
RealVol Silver Indices
26.76
27.15
0.39
1.46%
59.47
 VOLmES
RealVol US 500 Indices
13.96
15.39
1.43
10.24%
58.94
 VOLmC
RealVol Corn Indices
19.61
20.13
0.52
2.65%
58.46
 VOLmUS
RealVol U.S. Treasury Bond Indices
9.07
9.81
0.74
8.16%
58.29
 VOLmCC
RealVol Cocoa Indices
26.73
26.04
-0.69
-2.58%
43.85
 VOLmG
RealVol Gasoil Indices
36.22
23.40
-12.82
-35.39%
40.90
 VOLmGC
RealVol Gold Indices
13.49
13.07
-0.42
-3.11%
39.46
 VOLmFV
RealVol 5 Yr Note Indices
2.93
3.08
0.15
5.12%
38.82
 VOLmTU
RealVol 2 Yr Note Indices
1.00
1.09
0.09
9.00%
38.57
 VOLmR
RealVol Long Gilt Indices
5.24
5.08
-0.16
-3.05%
36.77
 VOLmCL
RealVol Crude Oil Indices
30.90
25.46
-5.44
-17.61%
33.41
 VOLmTY
RealVol 10 Yr Note Indices
4.51
4.83
0.32
7.10%
33.38
 VOLmHO
RealVol Heating Oil Indices
28.12
22.44
-5.68
-20.20%
32.87
 VOLmKC
RealVol Coffee Indices
29.46
24.53
-4.93
-16.73%
29.11
 VOLmEC
RealVol EUR/USD Indices
6.45
6.67
0.22
3.41%
27.17
 VOLmB
RealVol Brent Crude Oil Indices
29.36
23.11
-6.25
-21.29%
24.37
 VOLmLC
RealVol Live Cattle Indices
10.41
10.19
-0.22
-2.11%
21.09
 VOLmSF
RealVol CHF/USD Indices
7.82
7.50
-0.32
-4.09%
20.86
 VOLmBS
RealVol Euro-Schatz Indices
0.47
0.42
-0.05
-10.64%
20.21
 VOLmBL
RealVol Euro-Bund Indices
4.12
3.48
-0.64
-15.53%
16.65
 VOLmBP
RealVol GBP/USD Indices
6.36
6.13
-0.23
-3.62%
13.57
 VOLmNK
RealVol Japan 225 Indices
12.67
12.83
0.16
1.26%
12.82
 VOLmRB
RealVol NYH RBOB Gas Indices
27.20
22.09
-5.11
-18.79%
12.08
 VOLmBM
RealVol Euro-Bobl Indices
1.78
1.49
-0.29
-16.29%
9.32
 VOLmSB
RealVol Sugar Indices
21.64
18.94
-2.70
-12.48%
7.50
 VOLmJY
RealVol USD/JPY Indices
5.08
5.30
0.22
4.33%
7.02

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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