Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
3 May 2024 
10 May 2024 
Value
Percent
10 May 2024
 VOLmCC
RealVol Cocoa Indices
86.85
99.03
12.18
14.02%
99.99
 VOLmTU
RealVol 2 Yr Note Indices
5.89
5.89
0.00
0.00%
99.83
 VOLmR
RealVol Long Gilt Indices
14.68
14.68
0.00
0.00%
98.75
 VOLmKC
RealVol Coffee Indices
44.16
43.62
-0.54
-1.22%
85.89
 VOLmW
RealVol Wheat Indices
26.72
32.53
5.81
21.74%
81.55
 VOLmBL
RealVol Euro-Bund Indices
7.30
6.94
-0.36
-4.93%
80.26
 VOLmJY
RealVol USD/JPY Indices
12.62
12.77
0.15
1.19%
79.94
 VOLmSM
RealVol Soybean Meal Indices
24.89
28.66
3.77
15.15%
76.49
 VOLmLC
RealVol Live Cattle Indices
18.29
18.29
0.00
0.00%
74.91
 VOLmBO
RealVol Soybean Oil Indices
24.26
27.39
3.13
12.90%
73.38
 VOLmCT
RealVol Cotton Indices
24.60
27.12
2.52
10.24%
72.29
 VOLmNG
RealVol Natural Gas Indices
58.12
56.00
-2.12
-3.65%
71.67
 VOLmSI
RealVol Silver Indices
25.90
29.45
3.55
13.71%
67.86
 VOLmOJ
RealVol Orange Juice Indices
32.18
29.95
-2.23
-6.93%
65.09
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmUS
RealVol U.S. Treasury Bond Indices
12.89
10.46
-2.43
-18.85%
60.82
 VOLmBS
RealVol Euro-Schatz Indices
1.19
1.19
0.00
0.00%
59.67
 VOLmGC
RealVol Gold Indices
15.76
15.60
-0.16
-1.02%
57.43
 VOLmNQ
RealVol Tech 100 Indices
19.32
18.22
-1.10
-5.69%
56.67
 VOLmC
RealVol Corn Indices
15.11
19.38
4.27
28.26%
55.67
 VOLmS
RealVol Soybean Indices
16.01
19.87
3.86
24.11%
53.88
 VOLmTY
RealVol 10 Yr Note Indices
7.56
5.82
-1.74
-23.02%
53.44
 VOLmSPY
RealVol SPY Indices
13.78
13.22
-0.56
-4.06%
46.97
 VOLmES
RealVol US 500 Indices
13.80
13.20
-0.60
-4.35%
45.93
 VOLmFV
RealVol 5 Yr Note Indices
3.31
3.31
0.00
0.00%
44.23
 VOLmMD
RealVol Mid 400 Indices
15.06
14.21
-0.85
-5.64%
42.82
 VOLmFC
RealVol Feeder Cattle Indices
12.73
10.40
-2.33
-18.30%
41.24
 VOLmG
RealVol Gasoil Indices
25.61
23.54
-2.07
-8.08%
40.04
 VOLmYM
RealVol Indu 30 Indices
11.35
10.98
-0.37
-3.26%
38.07
 VOLmNK
RealVol Japan 225 Indices
17.15
17.28
0.13
0.76%
35.89
 VOLmSB
RealVol Sugar Indices
27.48
26.88
-0.60
-2.18%
31.24
 VOLmHO
RealVol Heating Oil Indices
21.42
18.99
-2.43
-11.34%
20.13
 VOLmLN
RealVol Lean Hogs Indices
15.97
15.97
0.00
0.00%
19.79
 VOLmRB
RealVol NYH RBOB Gas Indices
23.56
24.73
1.17
4.97%
19.16
 VOLmCL
RealVol Crude Oil Indices
21.02
20.27
-0.75
-3.57%
18.51
 VOLmB
RealVol Brent Crude Oil Indices
20.03
19.43
-0.60
-3.00%
13.51
 VOLmBP
RealVol GBP/USD Indices
6.78
5.72
-1.06
-15.63%
9.96
 VOLmSF
RealVol CHF/USD Indices
6.89
5.69
-1.20
-17.42%
5.15
 VOLmEC
RealVol EUR/USD Indices
6.02
4.82
-1.20
-19.93%
5.01
 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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