Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
17 Mar 2023 
24 Mar 2023 
Value
Percent
24 Mar 2023
 VOLmTU
RealVol 2 Yr Note Indices
5.30
5.74
0.44
8.30%
99.87
 VOLmFV
RealVol 5 Yr Note Indices
9.09
11.22
2.13
23.43%
99.86
 VOLmR
RealVol Long Gilt Indices
14.13
14.41
0.28
1.98%
98.60
 VOLmNG
RealVol Natural Gas Indices
97.89
94.27
-3.62
-3.70%
96.22
 VOLmOJ
RealVol Orange Juice Indices
51.52
52.19
0.67
1.30%
96.18
 VOLmTY
RealVol 10 Yr Note Indices
10.81
10.91
0.10
0.93%
95.98
 VOLmUS
RealVol U.S. Treasury Bond Indices
16.47
16.42
-0.05
-0.30%
90.17
 VOLmG
RealVol Gasoil Indices
41.65
40.33
-1.32
-3.17%
88.62
 VOLmMD
RealVol Mid 400 Indices
22.18
23.93
1.75
7.89%
84.17
 VOLmBO
RealVol Soybean Oil Indices
24.76
32.52
7.76
31.34%
84.05
 VOLmLN
RealVol Lean Hogs Indices
31.44
28.29
-3.15
-10.02%
83.34
 VOLmCT
RealVol Cotton Indices
31.80
31.18
-0.62
-1.95%
82.75
 VOLmSI
RealVol Silver Indices
34.36
34.96
0.60
1.75%
80.74
 VOLmW
RealVol Wheat Indices
26.20
31.32
5.12
19.54%
80.06
 VOLmGC
RealVol Gold Indices
17.33
20.46
3.13
18.06%
76.61
 VOLmBP
RealVol GBP/USD Indices
10.24
10.66
0.42
4.10%
72.67
 VOLmBS
RealVol Euro-Schatz Indices
1.45
1.45
0.00
0.00%
71.78
 VOLmJY
RealVol USD/JPY Indices
11.04
11.80
0.76
6.88%
71.46
 VOLmBL
RealVol Euro-Bund Indices
6.03
6.03
0.00
0.00%
70.63
 VOLmCL
RealVol Crude Oil Indices
37.01
35.82
-1.19
-3.22%
69.07
 VOLmEC
RealVol EUR/USD Indices
9.13
10.15
1.02
11.17%
68.13
 VOLmSPY
RealVol SPY Indices
17.86
17.75
-0.11
-0.62%
67.05
 VOLmSF
RealVol CHF/USD Indices
11.76
12.01
0.25
2.13%
66.95
 VOLmHO
RealVol Heating Oil Indices
36.42
32.48
-3.94
-10.82%
65.31
 VOLmES
RealVol US 500 Indices
17.52
17.22
-0.30
-1.71%
64.27
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmB
RealVol Brent Crude Oil Indices
35.06
33.07
-1.99
-5.68%
63.80
 VOLmYM
RealVol Indu 30 Indices
15.95
15.45
-0.50
-3.13%
62.97
 VOLmNQ
RealVol Tech 100 Indices
22.06
20.39
-1.67
-7.57%
62.62
 VOLmSM
RealVol Soybean Meal Indices
17.92
21.86
3.94
21.99%
54.19
 VOLmKC
RealVol Coffee Indices
35.23
29.32
-5.91
-16.78%
49.67
 VOLmC
RealVol Corn Indices
18.04
17.49
-0.55
-3.05%
47.94
 VOLmRB
RealVol NYH RBOB Gas Indices
34.31
31.65
-2.66
-7.75%
40.76
 VOLmNK
RealVol Japan 225 Indices
18.21
18.01
-0.20
-1.10%
39.05
 VOLmFC
RealVol Feeder Cattle Indices
9.16
8.74
-0.42
-4.59%
28.28
 VOLmCC
RealVol Cocoa Indices
19.89
22.04
2.15
10.81%
25.80
 VOLmS
RealVol Soybean Indices
12.35
14.86
2.51
20.32%
24.02
 VOLmSB
RealVol Sugar Indices
22.71
24.06
1.35
5.94%
21.79
 VOLmLC
RealVol Live Cattle Indices
6.45
6.51
0.06
0.93%
2.37
 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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