Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
14 Jul 2017 
21 Jul 2017 
Value
Percent
21 Jul 2017
 VOLmFC
RealVol Feeder Cattle Indices
25.23
26.15
0.92
3.65%
98.08
 VOLmW
RealVol Wheat Indices
45.18
43.37
-1.81
-4.01%
94.78
 VOLmC
RealVol Corn Indices
29.41
30.73
1.32
4.49%
86.15
 VOLmOJ
RealVol Orange Juice Indices
39.04
37.53
-1.51
-3.87%
85.39
 VOLmLC
RealVol Live Cattle Indices
20.36
21.67
1.31
6.43%
84.57
 VOLmSM
RealVol Soybean Meal Indices
29.09
29.45
0.36
1.24%
77.47
 VOLmS
RealVol Soybean Indices
25.06
25.29
0.23
0.92%
70.79
 VOLmBL
RealVol Euro-Bund Indices
5.59
5.76
0.17
3.04%
69.17
 VOLmKC
RealVol Coffee Indices
33.59
32.04
-1.55
-4.61%
62.82
 VOLmSB
RealVol Sugar Indices
38.53
37.08
-1.45
-3.76%
57.95
 VOLmG
RealVol Gasoil Indices
27.03
28.09
1.06
3.92%
56.98
 VOLmCC
RealVol Cocoa Indices
34.17
27.88
-6.29
-18.41%
50.75
 VOLmCT
RealVol Cotton Indices
21.26
21.37
0.11
0.52%
50.52
 VOLmBM
RealVol Euro-Bobl Indices
2.53
2.59
0.06
2.37%
44.32
 VOLmEC
RealVol EUR/USD Indices
7.99
8.62
0.63
7.88%
43.86
 VOLmR
RealVol Long Gilt Indices
4.75
5.37
0.62
13.05%
41.71
 VOLmCL
RealVol Crude Oil Indices
27.37
27.06
-0.31
-1.13%
39.70
 VOLmSI
RealVol Silver Indices
22.61
21.31
-1.30
-5.75%
39.01
 VOLmNQ
RealVol Tech 100 Indices
15.77
14.55
-1.22
-7.74%
37.95
 VOLmHO
RealVol Heating Oil Indices
22.63
23.74
1.11
4.90%
35.61
 VOLmLN
RealVol Lean Hogs Indices
16.97
17.93
0.96
5.66%
33.65
 VOLmB
RealVol Brent Crude Oil Indices
25.04
24.71
-0.33
-1.32%
29.69
 VOLmBP
RealVol GBP/USD Indices
7.81
7.35
-0.46
-5.89%
28.42
 VOLmBO
RealVol Soybean Oil Indices
19.14
16.28
-2.86
-14.94%
22.09
 VOLmGC
RealVol Gold Indices
11.26
10.00
-1.26
-11.19%
18.01
 VOLmBS
RealVol Euro-Schatz Indices
0.52
0.52
0.00
0.00%
17.35
 VOLmNG
RealVol Natural Gas Indices
36.21
31.37
-4.84
-13.37%
16.62
 VOLmRB
RealVol NYH RBOB Gas Indices
21.34
23.77
2.43
11.39%
15.34
 VOLmSF
RealVol CHF/USD Indices
6.39
7.41
1.02
15.96%
13.48
 VOLmJY
RealVol USD/JPY Indices
6.82
6.34
-0.48
-7.04%
9.35
 VOLmTU
RealVol 2 Yr Note Indices
0.56
0.49
-0.07
-12.50%
8.95
 VOLmMD
RealVol Mid 400 Indices
10.06
9.48
-0.58
-5.77%
8.85
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.00
6.23
0.23
3.83%
8.76
 VOLmSPY
RealVol SPY Indices
8.53
7.55
-0.98
-11.49%
7.03
 VOLmES
RealVol US 500 Indices
6.85
6.54
-0.31
-4.53%
4.46
 VOLmHG
RealVol Copper Indices
13.29
11.19
-2.10
-15.80%
3.99
 VOLmTY
RealVol 10 Yr Note Indices
3.07
3.05
-0.02
-0.65%
3.07
 VOLmYM
RealVol Indu 30 Indices
5.91
5.76
-0.15
-2.54%
2.80
 VOLmFV
RealVol 5 Yr Note Indices
1.68
1.50
-0.18
-10.71%
1.56
 VOLmNK
RealVol Japan 225 Indices
7.61
7.11
-0.50
-6.57%
0.06

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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