Index Variance Swap Levels

GLOBALCAPITAL INTERNATIONAL LIMITED, a company

incorporated in England and Wales (company number 15236213),

having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

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 12.10% 0.00% 13.50% 0.10% 14.30% 0.10% 15.10% 0.00%
NDX 18.20% -0.20% 19.20% -0.20% 19.80% -0.10% 20.10% -0.20%
Asia
Nikkei 16.00% -1.40% 16.70% -0.70% 17.90% 0.30% 18.40% 0.80%
Kospi 17.00% -0.70% 18.20% -0.70% 19.20% -0.60% 20.10% -0.50%
Europe
Eurostoxx 15.70% 0.40% 16.70% 0.50% 17.30% 0.40% 18.30% 0.50%
DAX 16.20% 0.80% 17.40% 0.80% 18.00% 0.70% 19.00% 0.70%
Source: Bank of America

Related articles

Gift this article