Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
14 Apr 2017 
21 Apr 2017 
Value
Percent
21 Apr 2017
 VOLmOJ
RealVol Orange Juice Indices
37.99
38.17
0.18
0.47%
86.40
 VOLmBP
RealVol GBP/USD Indices
7.31
10.19
2.88
39.40%
67.84
 VOLmCC
RealVol Cocoa Indices
30.67
31.27
0.60
1.96%
64.82
 VOLmLN
RealVol Lean Hogs Indices
18.94
22.74
3.80
20.06%
64.07
 VOLmFC
RealVol Feeder Cattle Indices
13.36
12.23
-1.13
-8.46%
54.94
 VOLmCT
RealVol Cotton Indices
16.18
20.48
4.30
26.58%
46.30
 VOLmBO
RealVol Soybean Oil Indices
16.97
19.18
2.21
13.02%
38.79
 VOLmKC
RealVol Coffee Indices
16.51
25.24
8.73
52.88%
37.88
 VOLmHG
RealVol Copper Indices
18.84
19.72
0.88
4.67%
37.79
 VOLmC
RealVol Corn Indices
13.94
14.68
0.74
5.31%
34.89
 VOLmW
RealVol Wheat Indices
13.41
17.66
4.25
31.69%
33.93
 VOLmBS
RealVol Euro-Schatz Indices
0.79
0.78
-0.01
-1.27%
31.21
 VOLmLC
RealVol Live Cattle Indices
13.85
10.96
-2.89
-20.87%
27.77
 VOLmBM
RealVol Euro-Bobl Indices
1.97
2.00
0.03
1.52%
25.23
 VOLmCL
RealVol Crude Oil Indices
17.23
22.05
4.82
27.97%
24.39
 VOLmG
RealVol Gasoil Indices
14.09
17.07
2.98
21.15%
16.32
 VOLmSM
RealVol Soybean Meal Indices
12.26
13.15
0.89
7.26%
15.81
 VOLmB
RealVol Brent Crude Oil Indices
14.50
20.23
5.73
39.52%
15.51
 VOLmFV
RealVol 5 Yr Note Indices
2.24
2.41
0.17
7.59%
15.12
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.17
6.74
0.57
9.24%
14.55
 VOLmHO
RealVol Heating Oil Indices
13.27
17.09
3.82
28.79%
14.00
 VOLmTU
RealVol 2 Yr Note Indices
0.61
0.63
0.02
3.28%
13.10
 VOLmMD
RealVol Mid 400 Indices
11.09
10.15
-0.94
-8.48%
12.65
 VOLmGC
RealVol Gold Indices
11.67
8.72
-2.95
-25.28%
12.45
 VOLmSI
RealVol Silver Indices
15.60
14.36
-1.24
-7.95%
12.42
 VOLmSB
RealVol Sugar Indices
22.82
21.01
-1.81
-7.93%
12.06
 VOLmNG
RealVol Natural Gas Indices
33.36
29.67
-3.69
-11.06%
11.86
 VOLmBL
RealVol Euro-Bund Indices
3.19
3.37
0.18
5.64%
11.85
 VOLmTY
RealVol 10 Yr Note Indices
3.45
3.82
0.37
10.72%
11.69
 VOLmJY
RealVol USD/JPY Indices
7.06
6.35
-0.71
-10.06%
9.46
 VOLmR
RealVol Long Gilt Indices
4.39
3.72
-0.67
-15.26%
9.00
 VOLmEC
RealVol EUR/USD Indices
5.39
5.57
0.18
3.34%
8.24
 VOLmS
RealVol Soybean Indices
10.97
11.48
0.51
4.65%
7.02
 VOLmRB
RealVol NYH RBOB Gas Indices
14.39
18.78
4.39
30.51%
6.22
 VOLmYM
RealVol Indu 30 Indices
5.63
6.38
0.75
13.32%
4.18
 VOLmSF
RealVol CHF/USD Indices
4.97
5.25
0.28
5.63%
2.61
 VOLmNK
RealVol Japan 225 Indices
10.41
10.08
-0.33
-3.17%
2.24
 VOLmSPY
RealVol SPY Indices
6.67
6.22
-0.45
-6.75%
1.69
 VOLmES
RealVol US 500 Indices
5.93
5.79
-0.14
-2.36%
1.66
 VOLmNQ
RealVol Tech 100 Indices
7.10
5.80
-1.30
-18.31%
0.31

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 volx.us for more information.


© Copyright 2016 The VolX Group Corporation. All rights reserved • Site Map