Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
11 Aug 2017 
18 Aug 2017 
Value
Percent
18 Aug 2017
 VOLmFC
RealVol Feeder Cattle Indices
23.01
23.29
0.28
1.22%
95.12
 VOLmLC
RealVol Live Cattle Indices
20.65
21.18
0.53
2.57%
83.35
 VOLmW
RealVol Wheat Indices
25.09
28.10
3.01
12.00%
74.69
 VOLmC
RealVol Corn Indices
25.53
24.43
-1.10
-4.31%
74.17
 VOLmCC
RealVol Cocoa Indices
29.21
33.96
4.75
16.26%
73.59
 VOLmOJ
RealVol Orange Juice Indices
27.53
30.60
3.07
11.15%
68.88
 VOLmS
RealVol Soybean Indices
22.03
21.50
-0.53
-2.41%
59.24
 VOLmSM
RealVol Soybean Meal Indices
24.15
22.97
-1.18
-4.89%
59.02
 VOLmKC
RealVol Coffee Indices
24.03
28.27
4.24
17.64%
49.81
 VOLmLN
RealVol Lean Hogs Indices
17.79
19.55
1.76
9.89%
44.85
 VOLmSB
RealVol Sugar Indices
29.45
31.64
2.19
7.44%
42.18
 VOLmBO
RealVol Soybean Oil Indices
17.68
18.92
1.24
7.01%
37.69
 VOLmB
RealVol Brent Crude Oil Indices
22.29
25.93
3.64
16.33%
34.85
 VOLmCL
RealVol Crude Oil Indices
22.73
25.85
3.12
13.73%
34.71
 VOLmG
RealVol Gasoil Indices
21.75
22.23
0.48
2.21%
34.47
 VOLmHO
RealVol Heating Oil Indices
23.20
23.40
0.20
0.86%
34.41
 VOLmBL
RealVol Euro-Bund Indices
4.01
4.13
0.12
2.99%
33.09
 VOLmCT
RealVol Cotton Indices
18.82
17.60
-1.22
-6.48%
30.16
 VOLmHG
RealVol Copper Indices
16.97
18.14
1.17
6.89%
29.86
 VOLmSF
RealVol CHF/USD Indices
8.02
8.82
0.80
9.98%
28.44
 VOLmNQ
RealVol Tech 100 Indices
10.16
12.63
2.47
24.31%
26.83
 VOLmSI
RealVol Silver Indices
16.61
17.88
1.27
7.65%
25.46
 VOLmMD
RealVol Mid 400 Indices
9.45
11.53
2.08
22.01%
25.31
 VOLmR
RealVol Long Gilt Indices
5.05
4.48
-0.57
-11.29%
23.53
 VOLmJY
RealVol USD/JPY Indices
6.86
7.53
0.67
9.77%
22.15
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.14
7.23
0.09
1.26%
20.89
 VOLmEC
RealVol EUR/USD Indices
7.36
6.42
-0.94
-12.77%
15.46
 VOLmES
RealVol US 500 Indices
5.80
8.24
2.44
42.07%
14.96
 VOLmTU
RealVol 2 Yr Note Indices
0.57
0.65
0.08
14.04%
14.26
 VOLmRB
RealVol NYH RBOB Gas Indices
22.95
23.11
0.16
0.70%
14.10
 VOLmGC
RealVol Gold Indices
9.01
8.97
-0.04
-0.44%
13.45
 VOLmSPY
RealVol SPY Indices
5.87
8.38
2.51
42.76%
13.24
 VOLmBP
RealVol GBP/USD Indices
6.58
5.98
-0.60
-9.12%
11.85
 VOLmNG
RealVol Natural Gas Indices
29.45
29.20
-0.25
-0.85%
10.77
 VOLmBM
RealVol Euro-Bobl Indices
1.63
1.63
0.00
0.00%
8.70
 VOLmBS
RealVol Euro-Schatz Indices
0.35
0.35
0.00
0.00%
8.42
 VOLmFV
RealVol 5 Yr Note Indices
1.94
2.11
0.17
8.76%
8.26
 VOLmTY
RealVol 10 Yr Note Indices
3.26
3.46
0.20
6.13%
7.18
 VOLmYM
RealVol Indu 30 Indices
4.85
6.51
1.66
34.23%
5.56
 VOLmNK
RealVol Japan 225 Indices
9.33
10.75
1.42
15.22%
4.13

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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