Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
19 May 2017 
26 May 2017 
Value
Percent
26 May 2017
 VOLmFC
RealVol Feeder Cattle Indices
25.49
25.27
-0.22
-0.86%
97.61
 VOLmLC
RealVol Live Cattle Indices
24.06
21.28
-2.78
-11.55%
83.67
 VOLmCT
RealVol Cotton Indices
31.00
30.46
-0.54
-1.74%
82.12
 VOLmCC
RealVol Cocoa Indices
31.23
36.55
5.32
17.03%
81.01
 VOLmW
RealVol Wheat Indices
27.97
27.98
0.01
0.04%
74.60
 VOLmC
RealVol Corn Indices
21.75
21.34
-0.41
-1.89%
64.45
 VOLmCL
RealVol Crude Oil Indices
27.63
31.86
4.23
15.31%
57.10
 VOLmB
RealVol Brent Crude Oil Indices
26.51
30.47
3.96
14.94%
54.64
 VOLmOJ
RealVol Orange Juice Indices
26.83
26.05
-0.78
-2.91%
52.37
 VOLmSB
RealVol Sugar Indices
34.12
34.94
0.82
2.40%
52.06
 VOLmHO
RealVol Heating Oil Indices
24.65
26.28
1.63
6.61%
43.64
 VOLmKC
RealVol Coffee Indices
25.40
25.63
0.23
0.91%
39.32
 VOLmG
RealVol Gasoil Indices
24.94
23.42
-1.52
-6.09%
39.18
 VOLmJY
RealVol USD/JPY Indices
9.41
8.49
-0.92
-9.78%
33.60
 VOLmHG
RealVol Copper Indices
18.69
18.89
0.20
1.07%
33.34
 VOLmBO
RealVol Soybean Oil Indices
16.28
17.60
1.32
8.11%
30.33
 VOLmS
RealVol Soybean Indices
15.45
15.83
0.38
2.46%
29.03
 VOLmGC
RealVol Gold Indices
11.34
11.26
-0.08
-0.71%
26.45
 VOLmSI
RealVol Silver Indices
17.37
17.77
0.40
2.30%
24.87
 VOLmBL
RealVol Euro-Bund Indices
4.77
3.81
-0.96
-20.13%
23.46
 VOLmEC
RealVol EUR/USD Indices
9.33
7.23
-2.10
-22.51%
22.90
 VOLmSM
RealVol Soybean Meal Indices
17.24
15.01
-2.23
-12.94%
22.69
 VOLmRB
RealVol NYH RBOB Gas Indices
27.31
26.68
-0.63
-2.31%
22.18
 VOLmNQ
RealVol Tech 100 Indices
12.17
11.54
-0.63
-5.18%
19.04
 VOLmSF
RealVol CHF/USD Indices
8.04
7.99
-0.05
-0.62%
18.97
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.40
6.96
-0.44
-5.95%
17.45
 VOLmMD
RealVol Mid 400 Indices
11.44
10.68
-0.76
-6.64%
17.09
 VOLmNG
RealVol Natural Gas Indices
30.83
31.48
0.65
2.11%
16.86
 VOLmR
RealVol Long Gilt Indices
4.17
4.08
-0.09
-2.16%
15.35
 VOLmTU
RealVol 2 Yr Note Indices
0.78
0.70
-0.08
-10.26%
14.99
 VOLmBS
RealVol Euro-Schatz Indices
0.83
0.47
-0.36
-43.37%
13.92
 VOLmLN
RealVol Lean Hogs Indices
20.38
14.59
-5.79
-28.41%
13.22
 VOLmBP
RealVol GBP/USD Indices
4.88
5.95
1.07
21.93%
11.58
 VOLmFV
RealVol 5 Yr Note Indices
2.37
2.27
-0.10
-4.22%
11.33
 VOLmBM
RealVol Euro-Bobl Indices
2.40
1.66
-0.74
-30.83%
9.36
 VOLmSPY
RealVol SPY Indices
8.59
7.82
-0.77
-8.96%
8.61
 VOLmES
RealVol US 500 Indices
8.07
7.41
-0.66
-8.18%
8.19
 VOLmTY
RealVol 10 Yr Note Indices
3.65
3.50
-0.15
-4.11%
7.18
 VOLmYM
RealVol Indu 30 Indices
8.33
6.84
-1.49
-17.89%
6.56
 VOLmNK
RealVol Japan 225 Indices
12.75
10.62
-2.13
-16.71%
3.28

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