Index Variance Swap Levels

© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 4 Bouverie Street, London, EC4Y 8AX. Part of the Delinian group. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions

Index Variance Swap Levels

  3 Mth Change 6 Mth Change 1 Yr Change 2 Yr Change
US
SPX 15.40% 4.10% 15.40% 2.80% 15.50% 1.90% 16.40% 1.60%
NDX 19.80% 3.10% 19.90% 2.30% 20.30% 1.80% 20.90% 1.50%
Asia
Nikkei 17.50% 1.20% 17.90% 0.90% 18.10% 0.60% 18.70% 0.40%
Kospi 19.10% 2.30% 19.60% 1.50% 20.30% 1.30% 20.80% 1.10%
Europe
Eurostoxx 19.70% 4.50% 19.40% 3.00% 19.30% 2.00% 19.90% 1.70%
DAX 19.20% 3.80% 19.20% 2.30% 19.40% 1.60% 20.10% 1.10%
Source: Bank of America

Related articles

Gift this article