| Index Variance Swap Levels | ||||||||
| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 13.50% | 0.10% | 14.30% | -0.30% | 15.40% | -0.10% | 16.30% | -0.50% |
| NDX | 19.20% | -1.10% | 19.70% | -1.40% | 20.70% | -1.80% | 21.40% | -2.80% |
| Asia | ||||||||
| Nikkei | 18.20% | -1.80% | 18.30% | -1.60% | 19.20% | -0.60% | 19.90% | -0.40% |
| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| Europe | ||||||||
| Eurostoxx | 17.10% | -0.30% | 17.60% | -0.30% | 18.20% | -0.30% | 19.10% | -0.10% |
| DAX | 17.80% | -0.30% | 18.40% | -0.80% | 19.50% | -0.10% | 20.60% | 0.10% |
| Source: Bank of America |
Index Variance Swap Levels
