Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
17 Feb 2017 
24 Feb 2017 
Value
Percent
24 Feb 2017
 VOLmFC
RealVol Feeder Cattle Indices
15.87
18.42
2.55
16.07%
84.91
 VOLmLN
RealVol Lean Hogs Indices
22.79
25.26
2.47
10.84%
75.47
 VOLmOJ
RealVol Orange Juice Indices
33.16
32.58
-0.58
-1.75%
74.63
 VOLmHG
RealVol Copper Indices
24.99
27.02
2.03
8.12%
69.55
 VOLmW
RealVol Wheat Indices
23.27
23.41
0.14
0.60%
61.22
 VOLmLC
RealVol Live Cattle Indices
14.47
15.23
0.76
5.25%
61.10
 VOLmCC
RealVol Cocoa Indices
29.64
30.01
0.37
1.25%
59.83
 VOLmNG
RealVol Natural Gas Indices
37.30
47.53
10.23
27.43%
56.34
 VOLmR
RealVol Long Gilt Indices
5.98
6.04
0.06
1.00%
54.83
 VOLmJY
RealVol USD/JPY Indices
10.34
9.72
-0.62
-6.00%
47.34
 VOLmBL
RealVol Euro-Bund Indices
5.09
4.42
-0.67
-13.16%
40.76
 VOLmC
RealVol Corn Indices
16.51
15.84
-0.67
-4.06%
40.24
 VOLmBP
RealVol GBP/USD Indices
8.70
8.08
-0.62
-7.13%
40.01
 VOLmS
RealVol Soybean Indices
16.37
16.64
0.27
1.65%
33.24
 VOLmG
RealVol Gasoil Indices
19.36
21.68
2.32
11.98%
32.96
 VOLmBO
RealVol Soybean Oil Indices
17.91
17.84
-0.07
-0.39%
31.54
 VOLmSM
RealVol Soybean Meal Indices
16.85
16.93
0.08
0.47%
30.80
 VOLmRB
RealVol NYH RBOB Gas Indices
30.67
28.66
-2.01
-6.55%
28.25
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.42
7.54
-0.88
-10.45%
24.34
 VOLmHO
RealVol Heating Oil Indices
21.20
19.86
-1.34
-6.32%
22.50
 VOLmKC
RealVol Coffee Indices
19.03
19.42
0.39
2.05%
21.52
 VOLmSB
RealVol Sugar Indices
20.92
23.63
2.71
12.95%
19.00
 VOLmBM
RealVol Euro-Bobl Indices
1.99
1.94
-0.05
-2.51%
18.40
 VOLmGC
RealVol Gold Indices
9.82
10.09
0.27
2.75%
18.34
 VOLmCL
RealVol Crude Oil Indices
18.92
19.06
0.14
0.74%
16.78
 VOLmFV
RealVol 5 Yr Note Indices
2.69
2.46
-0.23
-8.55%
16.48
 VOLmTU
RealVol 2 Yr Note Indices
0.81
0.75
-0.06
-7.41%
16.39
 VOLmCT
RealVol Cotton Indices
16.87
15.10
-1.77
-10.49%
16.31
 VOLmBS
RealVol Euro-Schatz Indices
0.48
0.60
0.12
25.00%
15.06
 VOLmNK
RealVol Japan 225 Indices
13.74
13.85
0.11
0.80%
14.45
 VOLmEC
RealVol EUR/USD Indices
6.35
6.15
-0.20
-3.15%
12.65
 VOLmB
RealVol Brent Crude Oil Indices
19.93
18.40
-1.53
-7.68%
11.72
 VOLmTY
RealVol 10 Yr Note Indices
4.22
3.75
-0.47
-11.14%
10.42
 VOLmSI
RealVol Silver Indices
13.51
13.58
0.07
0.52%
10.00
 VOLmYM
RealVol Indu 30 Indices
7.32
6.79
-0.53
-7.24%
5.67
 VOLmSF
RealVol CHF/USD Indices
6.36
6.33
-0.03
-0.47%
5.17
 VOLmMD
RealVol Mid 400 Indices
9.74
8.40
-1.34
-13.76%
3.68
 VOLmES
RealVol US 500 Indices
6.43
5.60
-0.83
-12.91%
1.28
 VOLmSPY
RealVol SPY Indices
6.54
5.58
-0.96
-14.68%
0.64
 VOLmNQ
RealVol Tech 100 Indices
7.36
6.40
-0.96
-13.04%
0.49

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.


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