Index Variance Swap Levels

February 02, 2007 12:00 am

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31-Jan	3 Month	Change	6 Month	Change	1 Year	Change	2 Year	Change
US
SPX	11.30%	0.10%	12.40%	-0.30%	13.40%	-0.30%	14.70%	0.10%
NDX	17.70%	0.20%	18.30%	0.00%	19.10%	0.00%	20.00%	0.00%
Asia
Nikkei	16.60%	-0.40%	17.00%	-0.40%	17.50%	-0.60%	18.00%	-0.60%
Kospi	17.90%	0.30%	18.80%	0.10%	19.50%	-0.20%	19.90%	-0.30%
	3 Month	Change	6 Month	Change	1 Year	Change	2 Year	Change
Europe
Eurostoxx	15.50%	-0.40%	16.30%	-0.10%	17.00%	-0.10%	18.00%	-0.10%
DAX	16.50%	-0.40%	17.20%	-0.20%	17.70%	-0.20%	18.60%	-0.20%

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