Index Variance Swap Levels

November 22, 2006 12:00 am

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	3 Mth	Change	6 Mth	Change	1 Yr	Change	2 Yr	Change
US
SPX	11.10%	-0.20%	12.30%	0.00%	13.40%	0.20%	14.70%	0.40%
NDX	17.10%	0.20%	18.00%	0.50%	18.80%	0.70%	19.90%	0.80%
Asia
Nikkei	16.20%	0.30%	16.20%	0.20%	16.50%	0.10%	17.30%	0.10%
Kospi	16.30%	-1.70%	16.90%	-1.60%	18.80%	-1.70%	18.90%	-1.70%
Europe
Eurostoxx	14.30%	-0.10%	15.40%	0.20%	16.50%	0.30%	17.40%	0.20%
DAX	14.20%	-0.10%	15.50%	-0.10%	16.70%	0.00%	17.90%	0.00%
Source: Bank of America

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