Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
16 Jun 2017 
23 Jun 2017 
Value
Percent
23 Jun 2017
 VOLmFC
RealVol Feeder Cattle Indices
21.48
22.94
1.46
6.80%
94.85
 VOLmCC
RealVol Cocoa Indices
38.60
36.34
-2.26
-5.85%
80.39
 VOLmLC
RealVol Live Cattle Indices
18.45
19.55
1.10
5.96%
78.96
 VOLmOJ
RealVol Orange Juice Indices
26.20
32.25
6.05
23.09%
73.72
 VOLmKC
RealVol Coffee Indices
23.87
33.39
9.52
39.88%
66.69
 VOLmCL
RealVol Crude Oil Indices
32.77
34.01
1.24
3.78%
64.30
 VOLmC
RealVol Corn Indices
20.03
21.15
1.12
5.59%
63.68
 VOLmW
RealVol Wheat Indices
23.86
23.44
-0.42
-1.76%
61.28
 VOLmBP
RealVol GBP/USD Indices
8.80
9.10
0.30
3.41%
55.07
 VOLmR
RealVol Long Gilt Indices
5.65
5.62
-0.03
-0.53%
46.79
 VOLmSB
RealVol Sugar Indices
32.42
31.83
-0.59
-1.82%
42.74
 VOLmHO
RealVol Heating Oil Indices
25.79
25.71
-0.08
-0.31%
41.54
 VOLmB
RealVol Brent Crude Oil Indices
30.28
27.25
-3.03
-10.01%
41.46
 VOLmG
RealVol Gasoil Indices
23.38
23.69
0.31
1.33%
40.18
 VOLmRB
RealVol NYH RBOB Gas Indices
29.93
29.67
-0.26
-0.87%
31.98
 VOLmNQ
RealVol Tech 100 Indices
11.82
12.76
0.94
7.95%
27.46
 VOLmBO
RealVol Soybean Oil Indices
18.02
16.83
-1.19
-6.60%
25.52
 VOLmGC
RealVol Gold Indices
10.77
10.90
0.13
1.21%
23.73
 VOLmSI
RealVol Silver Indices
18.96
17.15
-1.81
-9.55%
22.66
 VOLmLN
RealVol Lean Hogs Indices
13.18
16.11
2.93
22.23%
22.01
 VOLmNG
RealVol Natural Gas Indices
32.68
33.25
0.57
1.74%
22.01
 VOLmHG
RealVol Copper Indices
14.83
15.86
1.03
6.95%
17.74
 VOLmJY
RealVol USD/JPY Indices
7.22
7.11
-0.11
-1.52%
17.15
 VOLmBS
RealVol Euro-Schatz Indices
0.51
0.50
-0.01
-1.96%
16.25
 VOLmCT
RealVol Cotton Indices
15.06
14.96
-0.10
-0.66%
15.73
 VOLmS
RealVol Soybean Indices
15.98
12.94
-3.04
-19.02%
13.31
 VOLmSM
RealVol Soybean Meal Indices
13.85
12.19
-1.66
-11.99%
12.78
 VOLmBM
RealVol Euro-Bobl Indices
1.79
1.72
-0.07
-3.91%
11.08
 VOLmTU
RealVol 2 Yr Note Indices
0.45
0.44
-0.01
-2.22%
7.50
 VOLmMD
RealVol Mid 400 Indices
8.60
9.00
0.40
4.65%
6.32
 VOLmUS
RealVol U.S. Treasury Bond Indices
5.70
5.98
0.28
4.91%
6.30
 VOLmBL
RealVol Euro-Bund Indices
3.38
3.15
-0.23
-6.80%
6.26
 VOLmEC
RealVol EUR/USD Indices
5.98
5.02
-0.96
-16.05%
5.09
 VOLmSF
RealVol CHF/USD Indices
5.58
5.27
-0.31
-5.56%
2.76
 VOLmFV
RealVol 5 Yr Note Indices
1.59
1.58
-0.01
-0.63%
2.03
 VOLmSPY
RealVol SPY Indices
5.80
6.02
0.22
3.79%
1.31
 VOLmNK
RealVol Japan 225 Indices
8.95
8.98
0.03
0.34%
0.90
 VOLmTY
RealVol 10 Yr Note Indices
2.66
2.66
0.00
0.00%
0.70
 VOLmES
RealVol US 500 Indices
5.13
4.81
-0.32
-6.24%
0.69
 VOLmYM
RealVol Indu 30 Indices
4.85
4.36
-0.49
-10.10%
0.15

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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