Annualized Actual Volatility (AAV) is measured as annualised standard deviation of the continuously compounded daily returns of the asset. It is also often referred to as realized, historical, or actual, asset volatility. Here the daily closing prices of front month futures contract are being used for the measurement of asset volatility and the volatilities are expressed in annualized terms.

The annualised 6-, 12-, 18-, 24- and 52-day volatilities of important global commodities relevant to all business days are daily published, which would help in capturing weekly, fortnightly, monthly and bimonthly volatility trends in the underlying commodities. The availability of historical AAV series will sure act as a ready reckoner for volatility trends and will contribute to various research and other purposes.