Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
7 Jun 2019 
14 Jun 2019 
Value
Percent
14 Jun 2019
 VOLmFC
RealVol Feeder Cattle Indices
23.55
23.90
0.35
1.49%
96.22
 VOLmW
RealVol Wheat Indices
42.70
41.20
-1.50
-3.51%
93.39
 VOLmOJ
RealVol Orange Juice Indices
49.75
43.03
-6.72
-13.51%
91.88
 VOLmC
RealVol Corn Indices
33.91
33.76
-0.15
-0.44%
90.21
 VOLmCL
RealVol Crude Oil Indices
37.70
40.83
3.13
8.30%
80.84
 VOLmKC
RealVol Coffee Indices
37.66
39.71
2.05
5.44%
80.07
 VOLmB
RealVol Brent Crude Oil Indices
31.13
34.55
3.42
10.99%
70.87
 VOLmG
RealVol Gasoil Indices
32.31
31.03
-1.28
-3.96%
70.76
 VOLmLC
RealVol Live Cattle Indices
15.16
16.81
1.65
10.88%
68.31
 VOLmCT
RealVol Cotton Indices
30.27
24.35
-5.92
-19.56%
64.92
 VOLmSM
RealVol Soybean Meal Indices
26.77
23.87
-2.90
-10.83%
63.22
 VOLmTU
RealVol 2 Yr Note Indices
1.49
1.50
0.01
0.67%
62.69
 VOLmNQ
RealVol Tech 100 Indices
24.17
19.32
-4.85
-20.07%
62.18
 VOLmHO
RealVol Heating Oil Indices
28.94
30.46
1.52
5.25%
61.67
 VOLmS
RealVol Soybean Indices
24.39
21.83
-2.56
-10.50%
61.40
 VOLmLN
RealVol Lean Hogs Indices
21.71
21.90
0.19
0.88%
58.15
 VOLmRB
RealVol NYH RBOB Gas Indices
30.42
33.74
3.32
10.91%
51.09
 VOLmMD
RealVol Mid 400 Indices
18.16
14.99
-3.17
-17.46%
49.44
 VOLmYM
RealVol Indu 30 Indices
16.59
12.86
-3.73
-22.48%
49.42
 VOLmSPY
RealVol SPY Indices
16.33
13.27
-3.06
-18.74%
47.66
 VOLmES
RealVol US 500 Indices
16.94
13.16
-3.78
-22.31%
46.50
 VOLmBO
RealVol Soybean Oil Indices
19.51
19.87
0.36
1.85%
45.10
 VOLmFV
RealVol 5 Yr Note Indices
3.13
3.10
-0.03
-0.96%
39.41
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.71
7.72
0.01
0.13%
29.28
 VOLmCC
RealVol Cocoa Indices
21.13
22.05
0.92
4.35%
25.13
 VOLmGC
RealVol Gold Indices
10.32
10.61
0.29
2.81%
23.98
 VOLmTY
RealVol 10 Yr Note Indices
4.36
4.35
-0.01
-0.23%
23.56
 VOLmNK
RealVol Japan 225 Indices
19.27
14.42
-4.85
-25.17%
20.99
 VOLmSI
RealVol Silver Indices
12.53
16.01
3.48
27.77%
18.93
 VOLmNG
RealVol Natural Gas Indices
28.47
30.43
1.96
6.88%
16.79
 VOLmR
RealVol Long Gilt Indices
3.96
4.04
0.08
2.02%
15.05
 VOLmSB
RealVol Sugar Indices
20.98
21.11
0.13
0.62%
12.32
 VOLmBS
RealVol Euro-Schatz Indices
0.30
0.31
0.01
3.33%
8.19
 VOLmEC
RealVol EUR/USD Indices
4.63
5.33
0.70
15.12%
7.41
 VOLmJY
RealVol USD/JPY Indices
6.09
5.69
-0.40
-6.57%
7.04
 VOLmBP
RealVol GBP/USD Indices
4.96
5.25
0.29
5.85%
7.01
 VOLmSF
RealVol CHF/USD Indices
6.19
6.12
-0.07
-1.13%
6.88
 VOLmHG
RealVol Copper Indices
13.39
12.66
-0.73
-5.45%
6.53
 VOLmBL
RealVol Euro-Bund Indices
2.33
2.58
0.25
10.73%
1.39
 VOLmBM
RealVol Euro-Bobl Indices
0.94
0.91
-0.03
-3.19%
0.14

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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