Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
5 Oct 2018 
12 Oct 2018 
Value
Percent
12 Oct 2018
 VOLmLN
RealVol Lean Hogs Indices
31.78
28.98
-2.80
-8.81%
85.89
 VOLmCC
RealVol Cocoa Indices
35.58
37.97
2.39
6.72%
84.25
 VOLmSB
RealVol Sugar Indices
44.76
42.47
-2.29
-5.12%
72.04
 VOLmNQ
RealVol Tech 100 Indices
12.06
22.04
9.98
82.75%
71.37
 VOLmYM
RealVol Indu 30 Indices
7.87
15.64
7.77
98.73%
64.59
 VOLmKC
RealVol Coffee Indices
29.92
32.53
2.61
8.72%
61.89
 VOLmSPY
RealVol SPY Indices
6.11
15.42
9.31
152.37%
59.01
 VOLmES
RealVol US 500 Indices
6.14
15.24
9.10
148.21%
58.30
 VOLmC
RealVol Corn Indices
22.21
19.09
-3.12
-14.05%
54.90
 VOLmHG
RealVol Copper Indices
22.60
22.42
-0.18
-0.80%
52.89
 VOLmMD
RealVol Mid 400 Indices
8.48
14.63
6.15
72.52%
47.72
 VOLmBP
RealVol GBP/USD Indices
8.54
8.39
-0.15
-1.76%
45.87
 VOLmGC
RealVol Gold Indices
8.55
13.71
5.16
60.35%
45.00
 VOLmLC
RealVol Live Cattle Indices
14.55
12.67
-1.88
-12.92%
42.26
 VOLmW
RealVol Wheat Indices
24.05
19.24
-4.81
-20.00%
41.57
 VOLmNK
RealVol Japan 225 Indices
15.48
18.31
2.83
18.28%
39.89
 VOLmBL
RealVol Euro-Bund Indices
4.35
4.27
-0.08
-1.84%
39.81
 VOLmFC
RealVol Feeder Cattle Indices
10.52
10.03
-0.49
-4.66%
39.39
 VOLmCT
RealVol Cotton Indices
19.47
19.30
-0.17
-0.87%
39.17
 VOLmSM
RealVol Soybean Meal Indices
18.91
18.19
-0.72
-3.81%
37.42
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.61
8.28
0.67
8.80%
35.67
 VOLmS
RealVol Soybean Indices
16.89
16.62
-0.27
-1.60%
34.12
 VOLmOJ
RealVol Orange Juice Indices
22.14
20.40
-1.74
-7.86%
31.57
 VOLmCL
RealVol Crude Oil Indices
23.64
23.83
0.19
0.80%
29.71
 VOLmB
RealVol Brent Crude Oil Indices
21.61
23.97
2.36
10.92%
29.12
 VOLmR
RealVol Long Gilt Indices
4.45
4.68
0.23
5.17%
27.97
 VOLmHO
RealVol Heating Oil Indices
18.56
20.26
1.70
9.16%
26.19
 VOLmNG
RealVol Natural Gas Indices
29.41
33.36
3.95
13.43%
24.64
 VOLmSI
RealVol Silver Indices
14.43
17.45
3.02
20.93%
24.35
 VOLmBM
RealVol Euro-Bobl Indices
2.10
2.13
0.03
1.43%
23.15
 VOLmRB
RealVol NYH RBOB Gas Indices
19.81
23.63
3.82
19.28%
17.35
 VOLmBS
RealVol Euro-Schatz Indices
0.44
0.45
0.01
2.27%
16.99
 VOLmBO
RealVol Soybean Oil Indices
13.68
14.87
1.19
8.70%
16.51
 VOLmG
RealVol Gasoil Indices
15.12
16.38
1.26
8.33%
15.43
 VOLmEC
RealVol EUR/USD Indices
6.50
6.33
-0.17
-2.62%
15.03
 VOLmTU
RealVol 2 Yr Note Indices
0.61
0.54
-0.07
-11.48%
11.15
 VOLmSF
RealVol CHF/USD Indices
7.46
6.82
-0.64
-8.58%
9.98
 VOLmTY
RealVol 10 Yr Note Indices
3.28
3.38
0.10
3.05%
8.59
 VOLmFV
RealVol 5 Yr Note Indices
1.99
1.86
-0.13
-6.53%
6.44
 VOLmJY
RealVol USD/JPY Indices
4.95
5.23
0.28
5.66%
3.56

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 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 1 year) 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 realvol.com for more information.


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