Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
26 May 2023 
2 Jun 2023 
Value
Percent
2 Jun 2023
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmFV
RealVol 5 Yr Note Indices
11.35
11.35
0.00
0.00%
99.82
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmTY
RealVol 10 Yr Note Indices
10.91
10.91
0.00
0.00%
95.98
 VOLmLN
RealVol Lean Hogs Indices
23.56
34.09
10.53
44.69%
93.12
 VOLmBO
RealVol Soybean Oil Indices
31.60
39.81
8.21
25.98%
92.21
 VOLmOJ
RealVol Orange Juice Indices
40.43
42.02
1.59
3.93%
90.78
 VOLmUS
RealVol U.S. Treasury Bond Indices
16.42
16.42
0.00
0.00%
90.17
 VOLmCT
RealVol Cotton Indices
33.99
35.21
1.22
3.59%
89.42
 VOLmW
RealVol Wheat Indices
35.40
34.36
-1.04
-2.94%
84.99
 VOLmNG
RealVol Natural Gas Indices
63.41
63.42
0.01
0.02%
80.54
 VOLmC
RealVol Corn Indices
25.27
26.58
1.31
5.18%
79.23
 VOLmBS
RealVol Euro-Schatz Indices
1.45
1.45
0.00
0.00%
71.78
 VOLmMD
RealVol Mid 400 Indices
16.30
19.65
3.35
20.55%
71.56
 VOLmBL
RealVol Euro-Bund Indices
6.03
6.03
0.00
0.00%
70.63
 VOLmS
RealVol Soybean Indices
20.22
24.08
3.86
19.09%
68.11
 VOLmG
RealVol Gasoil Indices
33.80
30.50
-3.30
-9.76%
66.43
 VOLmCL
RealVol Crude Oil Indices
37.78
34.66
-3.12
-8.26%
65.65
 VOLmHO
RealVol Heating Oil Indices
31.45
32.03
0.58
1.84%
64.32
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmB
RealVol Brent Crude Oil Indices
34.37
32.17
-2.20
-6.40%
60.51
 VOLmSI
RealVol Silver Indices
25.08
26.00
0.92
3.67%
56.64
 VOLmNQ
RealVol Tech 100 Indices
18.04
18.32
0.28
1.55%
55.88
 VOLmSM
RealVol Soybean Meal Indices
20.05
21.62
1.57
7.83%
53.09
 VOLmNK
RealVol Japan 225 Indices
18.69
20.01
1.32
7.06%
50.58
 VOLmYM
RealVol Indu 30 Indices
11.90
12.97
1.07
8.99%
49.31
 VOLmKC
RealVol Coffee Indices
25.77
28.64
2.87
11.14%
46.93
 VOLmFC
RealVol Feeder Cattle Indices
11.10
11.10
0.00
0.00%
46.83
 VOLmSPY
RealVol SPY Indices
12.95
13.31
0.36
2.78%
46.21
 VOLmES
RealVol US 500 Indices
12.92
13.17
0.25
1.93%
44.15
 VOLmLC
RealVol Live Cattle Indices
9.19
12.68
3.49
37.98%
43.21
 VOLmJY
RealVol USD/JPY Indices
11.20
8.91
-2.29
-20.45%
40.06
 VOLmGC
RealVol Gold Indices
12.93
12.82
-0.11
-0.85%
38.93
 VOLmRB
RealVol NYH RBOB Gas Indices
34.98
30.90
-4.08
-11.66%
38.47
 VOLmBP
RealVol GBP/USD Indices
7.16
7.05
-0.11
-1.54%
23.76
 VOLmSB
RealVol Sugar Indices
24.84
22.24
-2.60
-10.47%
16.37
 VOLmEC
RealVol EUR/USD Indices
5.61
6.14
0.53
9.45%
13.94
 VOLmSF
RealVol CHF/USD Indices
6.31
6.19
-0.12
-1.90%
6.76
 VOLmCC
RealVol Cocoa Indices
15.47
14.45
-1.02
-6.59%
2.43
 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.


© Copyright 2010-2021 RealVol LLC. All rights reserved • Site Map