Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
4 Oct 2019 
11 Oct 2019 
Value
Percent
11 Oct 2019
 VOLmLN
RealVol Lean Hogs Indices
44.87
38.55
-6.32
-14.09%
96.31
 VOLmB
RealVol Brent Crude Oil Indices
56.47
56.09
-0.38
-0.67%
94.80
 VOLmG
RealVol Gasoil Indices
43.19
42.48
-0.71
-1.64%
92.99
 VOLmCL
RealVol Crude Oil Indices
56.62
55.74
-0.88
-1.55%
92.41
 VOLmRB
RealVol NYH RBOB Gas Indices
49.78
49.78
0.00
0.00%
90.89
 VOLmHO
RealVol Heating Oil Indices
42.31
42.12
-0.19
-0.45%
86.76
 VOLmR
RealVol Long Gilt Indices
6.99
7.87
0.88
12.59%
85.19
 VOLmC
RealVol Corn Indices
21.62
28.68
7.06
32.65%
83.27
 VOLmBP
RealVol GBP/USD Indices
7.71
11.82
4.11
53.31%
81.18
 VOLmSI
RealVol Silver Indices
33.02
30.95
-2.07
-6.27%
72.29
 VOLmTU
RealVol 2 Yr Note Indices
1.42
1.54
0.12
8.45%
64.90
 VOLmUS
RealVol U.S. Treasury Bond Indices
10.45
10.41
-0.04
-0.38%
63.09
 VOLmBL
RealVol Euro-Bund Indices
4.93
5.20
0.27
5.48%
62.44
 VOLmFV
RealVol 5 Yr Note Indices
3.53
3.71
0.18
5.10%
60.32
 VOLmLC
RealVol Live Cattle Indices
20.81
14.11
-6.70
-32.20%
53.27
 VOLmFC
RealVol Feeder Cattle Indices
12.42
11.81
-0.61
-4.91%
51.50
 VOLmOJ
RealVol Orange Juice Indices
20.70
25.64
4.94
23.86%
51.04
 VOLmTY
RealVol 10 Yr Note Indices
5.28
5.54
0.26
4.92%
50.48
 VOLmES
RealVol US 500 Indices
11.75
13.72
1.97
16.77%
49.86
 VOLmMD
RealVol Mid 400 Indices
12.95
14.86
1.91
14.75%
48.64
 VOLmGC
RealVol Gold Indices
13.88
14.17
0.29
2.09%
48.59
 VOLmYM
RealVol Indu 30 Indices
11.44
12.62
1.18
10.31%
48.53
 VOLmSPY
RealVol SPY Indices
10.75
12.98
2.23
20.74%
46.16
 VOLmNQ
RealVol Tech 100 Indices
14.01
15.82
1.81
12.92%
46.03
 VOLmW
RealVol Wheat Indices
17.53
19.26
1.73
9.87%
41.35
 VOLmCT
RealVol Cotton Indices
20.98
19.51
-1.47
-7.01%
40.25
 VOLmBO
RealVol Soybean Oil Indices
18.18
17.65
-0.53
-2.92%
32.94
 VOLmCC
RealVol Cocoa Indices
19.92
23.24
3.32
16.67%
30.57
 VOLmSM
RealVol Soybean Meal Indices
17.76
16.52
-1.24
-6.98%
29.80
 VOLmKC
RealVol Coffee Indices
25.98
23.95
-2.03
-7.81%
28.02
 VOLmS
RealVol Soybean Indices
18.36
13.95
-4.41
-24.02%
19.90
 VOLmBM
RealVol Euro-Bobl Indices
2.00
1.93
-0.07
-3.50%
19.51
 VOLmBS
RealVol Euro-Schatz Indices
0.75
0.45
-0.30
-40.00%
18.95
 VOLmSB
RealVol Sugar Indices
22.50
23.07
0.57
2.53%
18.02
 VOLmNG
RealVol Natural Gas Indices
32.55
30.79
-1.76
-5.41%
17.63
 VOLmHG
RealVol Copper Indices
14.01
14.91
0.90
6.42%
13.24
 VOLmNK
RealVol Japan 225 Indices
11.52
12.71
1.19
10.33%
12.71
 VOLmEC
RealVol EUR/USD Indices
5.42
5.05
-0.37
-6.83%
5.99
 VOLmSF
RealVol CHF/USD Indices
5.82
5.67
-0.15
-2.58%
5.27
 VOLmJY
RealVol USD/JPY Indices
4.71
5.24
0.53
11.25%
4.41

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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