Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
17 May 2024 
24 May 2024 
Value
Percent
24 May 2024
 VOLmCC
RealVol Cocoa Indices
120.21
119.18
-1.03
-0.86%
99.96
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmW
RealVol Wheat Indices
35.07
39.14
4.07
11.61%
90.97
 VOLmSI
RealVol Silver Indices
35.13
36.93
1.80
5.12%
84.00
 VOLmBO
RealVol Soybean Oil Indices
31.37
32.30
0.93
2.96%
83.70
 VOLmJY
RealVol USD/JPY Indices
13.04
13.11
0.07
0.54%
82.25
 VOLmKC
RealVol Coffee Indices
41.04
40.98
-0.06
-0.15%
81.92
 VOLmOJ
RealVol Orange Juice Indices
35.36
35.37
0.01
0.03%
79.87
 VOLmNG
RealVol Natural Gas Indices
60.57
62.67
2.10
3.47%
79.72
 VOLmCT
RealVol Cotton Indices
28.25
28.14
-0.11
-0.39%
75.24
 VOLmLC
RealVol Live Cattle Indices
18.29
18.29
0.00
0.00%
74.91
 VOLmSM
RealVol Soybean Meal Indices
27.66
27.49
-0.17
-0.61%
73.87
 VOLmBL
RealVol Euro-Bund Indices
6.31
6.33
0.02
0.32%
73.75
 VOLmGC
RealVol Gold Indices
17.21
17.33
0.12
0.70%
66.32
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmBS
RealVol Euro-Schatz Indices
1.19
1.19
0.00
0.00%
59.67
 VOLmC
RealVol Corn Indices
19.70
19.88
0.18
0.91%
58.06
 VOLmFC
RealVol Feeder Cattle Indices
11.64
11.63
-0.01
-0.09%
50.31
 VOLmS
RealVol Soybean Indices
18.12
18.31
0.19
1.05%
45.80
 VOLmFV
RealVol 5 Yr Note Indices
3.31
3.31
0.00
0.00%
44.23
 VOLmNQ
RealVol Tech 100 Indices
16.68
15.18
-1.50
-8.99%
39.67
 VOLmES
RealVol US 500 Indices
12.06
11.66
-0.40
-3.32%
38.18
 VOLmSB
RealVol Sugar Indices
27.56
29.34
1.78
6.46%
38.08
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.62
8.52
-0.10
-1.16%
37.74
 VOLmMD
RealVol Mid 400 Indices
13.00
12.95
-0.05
-0.38%
35.27
 VOLmTY
RealVol 10 Yr Note Indices
5.02
4.98
-0.04
-0.80%
34.93
 VOLmYM
RealVol Indu 30 Indices
10.39
10.37
-0.02
-0.19%
34.14
 VOLmSPY
RealVol SPY Indices
12.20
11.16
-1.04
-8.52%
34.00
 VOLmNK
RealVol Japan 225 Indices
15.06
14.52
-0.54
-3.59%
21.92
 VOLmLN
RealVol Lean Hogs Indices
15.97
15.97
0.00
0.00%
19.79
 VOLmRB
RealVol NYH RBOB Gas Indices
23.80
24.24
0.44
1.85%
18.20
 VOLmG
RealVol Gasoil Indices
16.79
16.80
0.01
0.06%
15.22
 VOLmCL
RealVol Crude Oil Indices
18.27
18.31
0.04
0.22%
13.69
 VOLmHO
RealVol Heating Oil Indices
15.83
15.79
-0.04
-0.25%
9.99
 VOLmB
RealVol Brent Crude Oil Indices
17.09
17.11
0.02
0.12%
8.98
 VOLmBP
RealVol GBP/USD Indices
5.66
5.34
-0.32
-5.65%
7.65
 VOLmSF
RealVol CHF/USD Indices
5.87
5.85
-0.02
-0.34%
5.83
 VOLmEC
RealVol EUR/USD Indices
4.17
4.18
0.01
0.24%
3.07
 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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