Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
18 Nov 2022 
25 Nov 2022 
Value
Percent
25 Nov 2022
 VOLmBL
RealVol Euro-Bund Indices
12.49
11.46
-1.03
-8.25%
98.64
 VOLmR
RealVol Long Gilt Indices
19.90
14.33
-5.57
-27.99%
98.50
 VOLmBP
RealVol GBP/USD Indices
20.56
20.04
-0.52
-2.53%
97.95
 VOLmCT
RealVol Cotton Indices
47.70
48.99
1.29
2.70%
97.85
 VOLmNG
RealVol Natural Gas Indices
106.11
105.17
-0.94
-0.89%
97.55
 VOLmBM
RealVol Euro-Bobl Indices
6.79
6.28
-0.51
-7.51%
97.53
 VOLmJY
RealVol USD/JPY Indices
18.89
18.15
-0.74
-3.92%
96.09
 VOLmTU
RealVol 2 Yr Note Indices
2.83
2.65
-0.18
-6.36%
94.87
 VOLmEC
RealVol EUR/USD Indices
14.84
14.62
-0.22
-1.48%
94.41
 VOLmFV
RealVol 5 Yr Note Indices
6.54
6.11
-0.43
-6.57%
93.71
 VOLmHO
RealVol Heating Oil Indices
50.72
50.73
0.01
0.02%
91.53
 VOLmHG
RealVol Copper Indices
40.89
37.86
-3.03
-7.41%
91.18
 VOLmBS
RealVol Euro-Schatz Indices
2.24
2.02
-0.22
-9.82%
90.66
 VOLmKC
RealVol Coffee Indices
48.25
49.72
1.47
3.05%
90.57
 VOLmSF
RealVol CHF/USD Indices
15.47
15.80
0.33
2.13%
90.54
 VOLmUS
RealVol U.S. Treasury Bond Indices
17.79
16.49
-1.30
-7.31%
90.30
 VOLmNQ
RealVol Tech 100 Indices
37.46
35.52
-1.94
-5.18%
88.91
 VOLmW
RealVol Wheat Indices
36.18
36.81
0.63
1.74%
88.38
 VOLmTY
RealVol 10 Yr Note Indices
9.34
8.81
-0.53
-5.67%
88.35
 VOLmMD
RealVol Mid 400 Indices
29.05
27.35
-1.70
-5.85%
88.35
 VOLmSPY
RealVol SPY Indices
27.68
25.88
-1.80
-6.50%
88.05
 VOLmES
RealVol US 500 Indices
27.67
25.87
-1.80
-6.51%
87.71
 VOLmRB
RealVol NYH RBOB Gas Indices
43.24
44.79
1.55
3.58%
82.30
 VOLmG
RealVol Gasoil Indices
34.85
34.53
-0.32
-0.92%
79.42
 VOLmYM
RealVol Indu 30 Indices
22.07
19.89
-2.18
-9.88%
78.46
 VOLmCL
RealVol Crude Oil Indices
37.74
39.28
1.54
4.08%
77.42
 VOLmSI
RealVol Silver Indices
33.41
33.02
-0.39
-1.17%
76.73
 VOLmOJ
RealVol Orange Juice Indices
33.70
32.61
-1.09
-3.23%
73.91
 VOLmLN
RealVol Lean Hogs Indices
26.90
25.25
-1.65
-6.13%
73.82
 VOLmBO
RealVol Soybean Oil Indices
26.40
26.04
-0.36
-1.36%
70.14
 VOLmB
RealVol Brent Crude Oil Indices
32.36
33.84
1.48
4.57%
67.09
 VOLmGC
RealVol Gold Indices
17.12
16.81
-0.31
-1.81%
62.83
 VOLmSM
RealVol Soybean Meal Indices
22.96
19.84
-3.12
-13.59%
45.37
 VOLmS
RealVol Soybean Indices
18.79
17.91
-0.88
-4.68%
42.50
 VOLmC
RealVol Corn Indices
13.79
14.85
1.06
7.69%
35.24
 VOLmFC
RealVol Feeder Cattle Indices
7.09
9.31
2.22
31.31%
33.27
 VOLmCC
RealVol Cocoa Indices
22.94
22.39
-0.55
-2.40%
27.07
 VOLmSB
RealVol Sugar Indices
22.53
22.44
-0.09
-0.40%
16.83
 VOLmNK
RealVol Japan 225 Indices
13.17
12.41
-0.76
-5.77%
10.60
 VOLmLC
RealVol Live Cattle Indices
9.03
7.94
-1.09
-12.07%
7.53

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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