Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
10 Mar 2023 
17 Mar 2023 
Value
Percent
17 Mar 2023
 VOLmTU
RealVol 2 Yr Note Indices
2.74
5.30
2.56
93.43%
99.79
 VOLmFV
RealVol 5 Yr Note Indices
5.56
9.09
3.53
63.49%
99.65
 VOLmR
RealVol Long Gilt Indices
10.93
14.13
3.20
29.28%
98.29
 VOLmNG
RealVol Natural Gas Indices
94.72
97.89
3.17
3.35%
96.68
 VOLmOJ
RealVol Orange Juice Indices
58.20
51.52
-6.68
-11.48%
96.03
 VOLmTY
RealVol 10 Yr Note Indices
7.40
10.81
3.41
46.08%
95.83
 VOLmUS
RealVol U.S. Treasury Bond Indices
13.37
16.47
3.10
23.19%
90.24
 VOLmLN
RealVol Lean Hogs Indices
24.09
31.44
7.35
30.51%
89.66
 VOLmG
RealVol Gasoil Indices
27.10
41.65
14.55
53.69%
89.53
 VOLmCT
RealVol Cotton Indices
29.21
31.80
2.59
8.87%
83.86
 VOLmMD
RealVol Mid 400 Indices
18.97
22.18
3.21
16.92%
80.18
 VOLmSI
RealVol Silver Indices
23.13
34.36
11.23
48.55%
79.65
 VOLmHO
RealVol Heating Oil Indices
36.55
36.42
-0.13
-0.36%
75.04
 VOLmCL
RealVol Crude Oil Indices
26.24
37.01
10.77
41.04%
72.04
 VOLmBS
RealVol Euro-Schatz Indices
1.45
1.45
0.00
0.00%
71.78
 VOLmB
RealVol Brent Crude Oil Indices
25.26
35.06
9.80
38.80%
71.10
 VOLmBL
RealVol Euro-Bund Indices
6.03
6.03
0.00
0.00%
70.63
 VOLmKC
RealVol Coffee Indices
35.37
35.23
-0.14
-0.40%
69.46
 VOLmBP
RealVol GBP/USD Indices
10.85
10.24
-0.61
-5.62%
68.76
 VOLmW
RealVol Wheat Indices
29.10
26.20
-2.90
-9.97%
68.42
 VOLmSPY
RealVol SPY Indices
16.01
17.86
1.85
11.56%
67.54
 VOLmNQ
RealVol Tech 100 Indices
19.67
22.06
2.39
12.15%
67.17
 VOLmBO
RealVol Soybean Oil Indices
26.43
24.76
-1.67
-6.32%
65.91
 VOLmGC
RealVol Gold Indices
12.06
17.33
5.27
43.70%
65.63
 VOLmES
RealVol US 500 Indices
16.14
17.52
1.38
8.55%
65.48
 VOLmYM
RealVol Indu 30 Indices
15.45
15.95
0.50
3.24%
65.27
 VOLmSF
RealVol CHF/USD Indices
8.81
11.76
2.95
33.48%
64.62
 VOLmJY
RealVol USD/JPY Indices
9.01
11.04
2.03
22.53%
64.01
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmEC
RealVol EUR/USD Indices
7.68
9.13
1.45
18.88%
55.50
 VOLmRB
RealVol NYH RBOB Gas Indices
29.65
34.31
4.66
15.72%
51.07
 VOLmC
RealVol Corn Indices
18.42
18.04
-0.38
-2.06%
50.47
 VOLmNK
RealVol Japan 225 Indices
13.03
18.21
5.18
39.75%
40.34
 VOLmSM
RealVol Soybean Meal Indices
20.26
17.92
-2.34
-11.55%
35.71
 VOLmFC
RealVol Feeder Cattle Indices
8.29
9.16
0.87
10.49%
31.89
 VOLmSB
RealVol Sugar Indices
23.45
22.71
-0.74
-3.16%
17.79
 VOLmCC
RealVol Cocoa Indices
18.42
19.89
1.47
7.98%
16.37
 VOLmS
RealVol Soybean Indices
12.70
12.35
-0.35
-2.76%
10.57
 VOLmLC
RealVol Live Cattle Indices
5.67
6.45
0.78
13.76%
2.20
 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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