Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
15 Mar 2024 
22 Mar 2024 
Value
Percent
22 Mar 2024
 VOLmCC
RealVol Cocoa Indices
63.81
63.01
-0.80
-1.25%
99.98
 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
 VOLmCT
RealVol Cotton Indices
34.71
32.65
-2.06
-5.93%
85.57
 VOLmOJ
RealVol Orange Juice Indices
33.50
36.36
2.86
8.54%
81.73
 VOLmW
RealVol Wheat Indices
31.65
29.19
-2.46
-7.77%
75.22
 VOLmLC
RealVol Live Cattle Indices
18.29
18.29
0.00
0.00%
74.91
 VOLmNG
RealVol Natural Gas Indices
68.36
55.68
-12.68
-18.55%
71.27
 VOLmBM
RealVol Euro-Bobl Indices
3.36
3.36
0.00
0.00%
63.91
 VOLmBS
RealVol Euro-Schatz Indices
1.19
1.19
0.00
0.00%
59.67
 VOLmBL
RealVol Euro-Bund Indices
5.30
5.17
-0.13
-2.45%
57.49
 VOLmSB
RealVol Sugar Indices
35.11
35.04
-0.07
-0.20%
55.09
 VOLmHO
RealVol Heating Oil Indices
28.37
28.60
0.23
0.81%
53.04
 VOLmBO
RealVol Soybean Oil Indices
18.20
20.49
2.29
12.58%
46.88
 VOLmFC
RealVol Feeder Cattle Indices
11.97
11.01
-0.96
-8.02%
46.01
 VOLmG
RealVol Gasoil Indices
23.65
25.15
1.50
6.34%
45.64
 VOLmFV
RealVol 5 Yr Note Indices
3.21
3.23
0.02
0.62%
41.35
 VOLmGC
RealVol Gold Indices
12.39
13.03
0.64
5.17%
41.16
 VOLmNK
RealVol Japan 225 Indices
18.40
18.08
-0.32
-1.74%
40.67
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.59
8.68
0.09
1.05%
40.22
 VOLmC
RealVol Corn Indices
18.18
15.77
-2.41
-13.26%
39.23
 VOLmSM
RealVol Soybean Meal Indices
19.07
18.54
-0.53
-2.78%
38.26
 VOLmSI
RealVol Silver Indices
24.60
20.98
-3.62
-14.72%
37.85
 VOLmNQ
RealVol Tech 100 Indices
17.49
14.58
-2.91
-16.64%
36.80
 VOLmKC
RealVol Coffee Indices
28.09
24.68
-3.41
-12.14%
29.76
 VOLmTY
RealVol 10 Yr Note Indices
4.56
4.59
0.03
0.66%
26.06
 VOLmES
RealVol US 500 Indices
11.52
9.53
-1.99
-17.27%
23.15
 VOLmCL
RealVol Crude Oil Indices
22.30
21.92
-0.38
-1.70%
22.81
 VOLmS
RealVol Soybean Indices
13.71
14.65
0.94
6.86%
22.73
 VOLmMD
RealVol Mid 400 Indices
12.36
11.14
-1.22
-9.87%
22.44
 VOLmJY
RealVol USD/JPY Indices
5.79
7.34
1.55
26.77%
21.57
 VOLmSPY
RealVol SPY Indices
11.35
9.26
-2.09
-18.41%
19.90
 VOLmLN
RealVol Lean Hogs Indices
15.97
15.97
0.00
0.00%
19.79
 VOLmRB
RealVol NYH RBOB Gas Indices
26.61
24.64
-1.97
-7.40%
18.57
 VOLmYM
RealVol Indu 30 Indices
7.68
8.02
0.34
4.43%
16.11
 VOLmB
RealVol Brent Crude Oil Indices
19.13
19.89
0.76
3.97%
14.22
 VOLmBP
RealVol GBP/USD Indices
4.03
5.60
1.57
38.96%
9.33
 VOLmSF
RealVol CHF/USD Indices
4.58
5.98
1.40
30.57%
6.23
 VOLmEC
RealVol EUR/USD Indices
4.02
4.77
0.75
18.66%
4.87
 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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