Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
17 Mar 2017 
24 Mar 2017 
Value
Percent
24 Mar 2017
 VOLmOJ
RealVol Orange Juice Indices
31.15
35.58
4.43
14.22%
81.49
 VOLmFC
RealVol Feeder Cattle Indices
15.71
16.47
0.76
4.84%
77.65
 VOLmCC
RealVol Cocoa Indices
27.96
31.95
3.99
14.27%
67.10
 VOLmBO
RealVol Soybean Oil Indices
22.61
24.51
1.90
8.40%
64.79
 VOLmLC
RealVol Live Cattle Indices
14.24
15.36
1.12
7.87%
61.81
 VOLmLN
RealVol Lean Hogs Indices
24.00
21.99
-2.01
-8.38%
59.72
 VOLmW
RealVol Wheat Indices
23.09
22.18
-0.91
-3.94%
56.69
 VOLmBL
RealVol Euro-Bund Indices
4.90
4.80
-0.10
-2.04%
50.35
 VOLmBM
RealVol Euro-Bobl Indices
2.67
2.62
-0.05
-1.87%
44.84
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.61
8.89
0.28
3.25%
43.07
 VOLmG
RealVol Gasoil Indices
26.44
24.14
-2.30
-8.70%
41.67
 VOLmJY
RealVol USD/JPY Indices
9.30
9.05
-0.25
-2.69%
39.59
 VOLmCL
RealVol Crude Oil Indices
26.63
26.53
-0.10
-0.38%
37.45
 VOLmBS
RealVol Euro-Schatz Indices
0.91
0.90
-0.01
-1.10%
36.12
 VOLmBP
RealVol GBP/USD Indices
7.86
7.79
-0.07
-0.89%
35.42
 VOLmC
RealVol Corn Indices
16.35
14.78
-1.57
-9.60%
35.23
 VOLmMD
RealVol Mid 400 Indices
11.11
12.67
1.56
14.04%
32.80
 VOLmSI
RealVol Silver Indices
19.70
19.72
0.02
0.10%
32.40
 VOLmR
RealVol Long Gilt Indices
4.78
4.92
0.14
2.93%
30.96
 VOLmKC
RealVol Coffee Indices
20.79
22.93
2.14
10.29%
30.82
 VOLmSB
RealVol Sugar Indices
27.07
27.49
0.42
1.55%
30.28
 VOLmFV
RealVol 5 Yr Note Indices
3.06
2.93
-0.13
-4.25%
29.38
 VOLmB
RealVol Brent Crude Oil Indices
24.51
23.83
-0.68
-2.77%
26.14
 VOLmHO
RealVol Heating Oil Indices
21.34
20.71
-0.63
-2.95%
25.37
 VOLmNG
RealVol Natural Gas Indices
47.14
34.37
-12.77
-27.09%
24.99
 VOLmGC
RealVol Gold Indices
11.80
10.94
-0.86
-7.29%
23.83
 VOLmEC
RealVol EUR/USD Indices
7.74
7.11
-0.63
-8.14%
21.39
 VOLmTU
RealVol 2 Yr Note Indices
0.92
0.87
-0.05
-5.43%
21.26
 VOLmTY
RealVol 10 Yr Note Indices
4.53
4.37
-0.16
-3.53%
20.55
 VOLmCT
RealVol Cotton Indices
16.55
14.80
-1.75
-10.57%
14.92
 VOLmHG
RealVol Copper Indices
18.56
15.33
-3.23
-17.40%
14.91
 VOLmS
RealVol Soybean Indices
13.56
12.45
-1.11
-8.19%
10.92
 VOLmSPY
RealVol SPY Indices
7.06
8.14
1.08
15.30%
10.36
 VOLmRB
RealVol NYH RBOB Gas Indices
21.08
19.49
-1.59
-7.54%
7.50
 VOLmSM
RealVol Soybean Meal Indices
11.64
10.20
-1.44
-12.37%
7.16
 VOLmES
RealVol US 500 Indices
6.27
7.32
1.05
16.75%
7.13
 VOLmYM
RealVol Indu 30 Indices
5.82
6.76
0.94
16.15%
5.67
 VOLmSF
RealVol CHF/USD Indices
6.85
5.71
-1.14
-16.64%
3.72
 VOLmNK
RealVol Japan 225 Indices
10.88
10.59
-0.29
-2.67%
2.97
 VOLmNQ
RealVol Tech 100 Indices
5.63
7.66
2.03
36.06%
2.36

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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