Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
17 Jun 2022 
24 Jun 2022 
Value
Percent
24 Jun 2022
 VOLmCT
RealVol Cotton Indices
28.96
98.50
69.54
240.12%
100.00
 VOLmBL
RealVol Euro-Bund Indices
9.53
12.47
2.94
30.85%
99.95
 VOLmBM
RealVol Euro-Bobl Indices
5.80
7.59
1.79
30.86%
99.72
 VOLmBS
RealVol Euro-Schatz Indices
2.34
2.95
0.61
26.07%
99.45
 VOLmR
RealVol Long Gilt Indices
9.95
12.68
2.73
27.44%
98.37
 VOLmNG
RealVol Natural Gas Indices
91.95
93.24
1.29
1.40%
97.08
 VOLmTU
RealVol 2 Yr Note Indices
2.83
2.82
-0.01
-0.35%
96.27
 VOLmW
RealVol Wheat Indices
42.16
45.91
3.75
8.89%
96.10
 VOLmFV
RealVol 5 Yr Note Indices
6.28
6.38
0.10
1.59%
95.92
 VOLmSPY
RealVol SPY Indices
28.43
30.97
2.54
8.93%
94.02
 VOLmMD
RealVol Mid 400 Indices
32.84
34.17
1.33
4.05%
93.87
 VOLmES
RealVol US 500 Indices
28.25
30.49
2.24
7.93%
93.40
 VOLmNQ
RealVol Tech 100 Indices
36.36
37.91
1.55
4.26%
91.28
 VOLmTY
RealVol 10 Yr Note Indices
8.55
8.99
0.44
5.15%
89.99
 VOLmBP
RealVol GBP/USD Indices
14.57
13.40
-1.17
-8.03%
88.09
 VOLmUS
RealVol U.S. Treasury Bond Indices
14.10
15.21
1.11
7.87%
87.81
 VOLmJY
RealVol USD/JPY Indices
13.65
14.21
0.56
4.10%
87.47
 VOLmBO
RealVol Soybean Oil Indices
27.80
34.37
6.57
23.63%
86.97
 VOLmSF
RealVol CHF/USD Indices
15.65
13.86
-1.79
-11.44%
82.22
 VOLmHG
RealVol Copper Indices
27.17
31.99
4.82
17.74%
82.03
 VOLmFC
RealVol Feeder Cattle Indices
17.03
17.03
0.00
0.00%
79.73
 VOLmSM
RealVol Soybean Meal Indices
30.29
28.89
-1.40
-4.62%
77.52
 VOLmC
RealVol Corn Indices
22.40
25.80
3.40
15.18%
77.18
 VOLmG
RealVol Gasoil Indices
36.51
33.32
-3.19
-8.74%
75.75
 VOLmS
RealVol Soybean Indices
22.88
26.24
3.36
14.69%
75.39
 VOLmHO
RealVol Heating Oil Indices
38.13
35.76
-2.37
-6.22%
74.20
 VOLmNK
RealVol Japan 225 Indices
22.96
24.16
1.20
5.23%
69.08
 VOLmLC
RealVol Live Cattle Indices
16.44
16.74
0.30
1.82%
68.69
 VOLmCL
RealVol Crude Oil Indices
32.54
35.59
3.05
9.37%
68.61
 VOLmEC
RealVol EUR/USD Indices
10.90
9.18
-1.72
-15.78%
61.72
 VOLmOJ
RealVol Orange Juice Indices
35.12
28.10
-7.02
-19.99%
58.93
 VOLmRB
RealVol NYH RBOB Gas Indices
35.25
35.90
0.65
1.84%
57.95
 VOLmB
RealVol Brent Crude Oil Indices
28.85
30.48
1.63
5.65%
55.22
 VOLmKC
RealVol Coffee Indices
30.39
30.51
0.12
0.39%
53.64
 VOLmLN
RealVol Lean Hogs Indices
20.59
21.03
0.44
2.14%
51.27
 VOLmSI
RealVol Silver Indices
22.91
22.76
-0.15
-0.65%
43.61
 VOLmYM
RealVol Indu 30 Indices
11.81
11.81
0.00
0.00%
42.94
 VOLmGC
RealVol Gold Indices
14.94
13.35
-1.59
-10.64%
41.12
 VOLmCC
RealVol Cocoa Indices
19.80
17.53
-2.27
-11.46%
8.16
 VOLmSB
RealVol Sugar Indices
17.51
17.25
-0.26
-1.48%
4.87

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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