Interest rates and Treasuries

Figure 1: Range of Treasury yield CVOL index levels by year

Table 1: Realized vol of 10-Year Treasury

Figure 2: Range of SOFR CVOL index levels by year

FX

Figure 3: Range of G5 FX CVOL index levels by year

Table 2: Realized volatility of front futures for currency pairs

Energy

Figure 4: Range of energy CVOL index levels by year

Figure 5: Range of front futures prices for WTI crude oil

Table 3: Realized volatility of front futures for WTI and natural gas

Agricultural

Figure 6: Range of agricultural CVOL index levels by year

Figure 7: Range of front futures prices for agricultural markets

Table 4: Realized volatility of front futures for ags

Metals

Figure 8: Range of front futures prices for silver and gold

Table 5: Realized volatility of front futures for metals

Figure 9: Range of metals CVOL index levels by year

Conclusion