Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
12 Apr 2019 
19 Apr 2019 
Value
Percent
19 Apr 2019
 VOLmOJ
RealVol Orange Juice Indices
32.68
35.74
3.06
9.36%
82.03
 VOLmLN
RealVol Lean Hogs Indices
35.81
27.54
-8.27
-23.09%
81.69
 VOLmBP
RealVol GBP/USD Indices
9.60
9.65
0.05
0.52%
62.57
 VOLmKC
RealVol Coffee Indices
26.37
31.47
5.10
19.34%
58.39
 VOLmC
RealVol Corn Indices
19.45
19.60
0.15
0.77%
57.37
 VOLmBL
RealVol Euro-Bund Indices
4.59
4.94
0.35
7.63%
56.68
 VOLmMD
RealVol Mid 400 Indices
15.32
14.97
-0.35
-2.28%
49.29
 VOLmCT
RealVol Cotton Indices
17.68
19.63
1.95
11.03%
41.31
 VOLmR
RealVol Long Gilt Indices
5.20
5.18
-0.02
-0.38%
39.45
 VOLmLC
RealVol Live Cattle Indices
12.80
11.87
-0.93
-7.27%
35.67
 VOLmYM
RealVol Indu 30 Indices
10.57
10.43
-0.14
-1.32%
34.16
 VOLmES
RealVol US 500 Indices
10.37
10.35
-0.02
-0.19%
31.08
 VOLmHG
RealVol Copper Indices
16.93
18.30
1.37
8.09%
31.06
 VOLmBM
RealVol Euro-Bobl Indices
2.17
2.25
0.08
3.69%
30.17
 VOLmTU
RealVol 2 Yr Note Indices
1.06
0.96
-0.10
-9.43%
30.04
 VOLmSPY
RealVol SPY Indices
10.64
10.44
-0.20
-1.88%
29.83
 VOLmW
RealVol Wheat Indices
15.44
16.59
1.15
7.45%
27.52
 VOLmNQ
RealVol Tech 100 Indices
12.48
12.39
-0.09
-0.72%
26.84
 VOLmCC
RealVol Cocoa Indices
20.91
21.99
1.08
5.16%
24.85
 VOLmBS
RealVol Euro-Schatz Indices
0.50
0.51
0.01
2.00%
23.01
 VOLmGC
RealVol Gold Indices
9.76
10.15
0.39
4.00%
20.45
 VOLmSM
RealVol Soybean Meal Indices
13.37
13.86
0.49
3.66%
18.50
 VOLmFV
RealVol 5 Yr Note Indices
2.58
2.35
-0.23
-8.91%
17.73
 VOLmNK
RealVol Japan 225 Indices
13.97
13.69
-0.28
-2.00%
17.12
 VOLmCL
RealVol Crude Oil Indices
19.44
19.19
-0.25
-1.29%
16.71
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.65
6.68
0.03
0.45%
15.40
 VOLmTY
RealVol 10 Yr Note Indices
3.64
3.71
0.07
1.92%
13.96
 VOLmRB
RealVol NYH RBOB Gas Indices
21.90
22.18
0.28
1.28%
13.94
 VOLmSB
RealVol Sugar Indices
19.11
21.20
2.09
10.94%
12.48
 VOLmSI
RealVol Silver Indices
14.55
14.11
-0.44
-3.02%
11.76
 VOLmFC
RealVol Feeder Cattle Indices
6.30
6.21
-0.09
-1.43%
9.43
 VOLmG
RealVol Gasoil Indices
15.35
14.42
-0.93
-6.06%
8.66
 VOLmBO
RealVol Soybean Oil Indices
11.81
12.72
0.91
7.71%
8.61
 VOLmS
RealVol Soybean Indices
10.70
11.25
0.55
5.14%
6.82
 VOLmB
RealVol Brent Crude Oil Indices
15.39
15.02
-0.37
-2.40%
6.32
 VOLmHO
RealVol Heating Oil Indices
14.00
13.56
-0.44
-3.14%
6.18
 VOLmEC
RealVol EUR/USD Indices
5.34
4.97
-0.37
-6.93%
4.60
 VOLmJY
RealVol USD/JPY Indices
5.22
4.57
-0.65
-12.45%
1.79
 VOLmNG
RealVol Natural Gas Indices
20.22
20.46
0.24
1.19%
1.29
 VOLmSF
RealVol CHF/USD Indices
4.43
3.63
-0.80
-18.06%
0.18

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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