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 11.60% 0.20% 12.60% -0.20% 13.50% -0.20% 14.50% -0.30%
NDX 17.80% 0.30% 18.50% 0.10% 18.90% -0.20% 19.70% -0.40%
Asia
Nikkei 17.00% -0.30% 17.20% -0.20% 18.20% 0.70% 18.90% 0.30%
Kospi 16.50% -1.30% 16.70% -2.10% 16.90% -4.00% 17.30% -3.60%
Europe
Eurostoxx 14.20% 0.50% 15.40% 0.40% 16.30% 0.00% 17.30% -0.20%
DAX 14.30% 0.20% 15.80% 0.20% 16.90% -0.10% 18.00% -0.40%
Source: Bank of America

Related articles

Gift this article