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 13.10% -0.30% 14.10% -0.50% 15.10% -0.40% 16.40% -0.40%
NDX 18.60% -1.70% 19.50% -1.70% 20.40% -2.10% 21.40% -2.80%
Asia
Nikkei 19.00% -1.10% 19.00% -0.90% 19.10% -0.60% 19.90% -0.40%
Kospi 20.80% -0.70% 20.20% -0.60% 21.30% -0.40% 21.00% -0.30%
Europe
Eurostoxx 17.00% -0.40% 17.50% -0.40% 18.20% -0.30% 18.90% -0.30%
DAX 16.90% -1.30% 17.80% -1.40% 18.20% -1.40% 18.90% -1.60%
Source: Bank of America

Related articles

Gift this article