Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
9 Aug 2019 
16 Aug 2019 
Value
Percent
16 Aug 2019
 VOLmFC
RealVol Feeder Cattle Indices
10.81
29.65
18.84
174.28%
99.24
 VOLmC
RealVol Corn Indices
24.97
35.83
10.86
43.49%
92.21
 VOLmLN
RealVol Lean Hogs Indices
30.50
31.95
1.45
4.75%
90.73
 VOLmCL
RealVol Crude Oil Indices
44.12
45.16
1.04
2.36%
86.22
 VOLmB
RealVol Brent Crude Oil Indices
39.31
41.57
2.26
5.75%
86.00
 VOLmMD
RealVol Mid 400 Indices
18.68
23.04
4.36
23.34%
84.02
 VOLmYM
RealVol Indu 30 Indices
16.02
21.55
5.53
34.52%
84.00
 VOLmES
RealVol US 500 Indices
17.44
22.37
4.93
28.27%
83.28
 VOLmW
RealVol Wheat Indices
28.20
32.03
3.83
13.58%
82.08
 VOLmLC
RealVol Live Cattle Indices
8.86
20.29
11.43
129.01%
80.89
 VOLmSPY
RealVol SPY Indices
15.80
20.50
4.70
29.75%
78.43
 VOLmNQ
RealVol Tech 100 Indices
21.22
26.15
4.93
23.23%
78.07
 VOLmTU
RealVol 2 Yr Note Indices
1.58
1.78
0.20
12.66%
75.74
 VOLmHO
RealVol Heating Oil Indices
32.97
34.78
1.81
5.49%
73.56
 VOLmRB
RealVol NYH RBOB Gas Indices
35.78
39.15
3.37
9.42%
70.56
 VOLmCT
RealVol Cotton Indices
26.85
25.71
-1.14
-4.25%
69.45
 VOLmFV
RealVol 5 Yr Note Indices
3.50
3.99
0.49
14.00%
67.17
 VOLmOJ
RealVol Orange Juice Indices
31.86
29.85
-2.01
-6.31%
66.70
 VOLmG
RealVol Gasoil Indices
28.56
29.23
0.67
2.35%
65.61
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.69
10.48
1.79
20.60%
63.74
 VOLmNK
RealVol Japan 225 Indices
17.04
21.73
4.69
27.52%
58.16
 VOLmBO
RealVol Soybean Oil Indices
21.87
21.99
0.12
0.55%
56.28
 VOLmTY
RealVol 10 Yr Note Indices
5.01
5.71
0.70
13.97%
53.96
 VOLmS
RealVol Soybean Indices
18.19
18.08
-0.11
-0.60%
44.35
 VOLmKC
RealVol Coffee Indices
29.08
27.86
-1.22
-4.20%
44.08
 VOLmGC
RealVol Gold Indices
12.60
12.82
0.22
1.75%
40.07
 VOLmSI
RealVol Silver Indices
22.34
20.60
-1.74
-7.79%
38.24
 VOLmHG
RealVol Copper Indices
18.14
19.43
1.29
7.11%
37.30
 VOLmJY
RealVol USD/JPY Indices
7.29
8.53
1.24
17.01%
36.94
 VOLmNG
RealVol Natural Gas Indices
37.07
36.74
-0.33
-0.89%
34.71
 VOLmSM
RealVol Soybean Meal Indices
13.07
16.49
3.42
26.17%
29.56
 VOLmSB
RealVol Sugar Indices
26.04
25.50
-0.54
-2.07%
25.65
 VOLmR
RealVol Long Gilt Indices
4.27
4.46
0.19
4.45%
24.93
 VOLmBL
RealVol Euro-Bund Indices
3.50
3.68
0.18
5.14%
22.20
 VOLmBS
RealVol Euro-Schatz Indices
0.43
0.48
0.05
11.63%
21.82
 VOLmCC
RealVol Cocoa Indices
22.47
20.49
-1.98
-8.81%
18.39
 VOLmBP
RealVol GBP/USD Indices
7.97
6.61
-1.36
-17.06%
18.05
 VOLmSF
RealVol CHF/USD Indices
6.38
6.58
0.20
3.13%
9.58
 VOLmEC
RealVol EUR/USD Indices
5.24
5.19
-0.05
-0.95%
6.54
 VOLmBM
RealVol Euro-Bobl Indices
1.38
1.38
0.00
0.00%
3.29

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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