| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 12.90% | 12.90% | 14.10% | 14.10% | 14.90% | 14.90% | 16.00% | 16.00% |
| NDX | 19.60% | 19.60% | 19.90% | 19.90% | 20.80% | 20.80% | 21.50% | 21.50% |
| Asia | ||||||||
| Nikkei | 18.50% | 0.30% | 18.50% | 0.20% | 19.40% | 0.20% | 19.90% | 0.00% |
| Kospi | 21.70% | - | 21.20% | - | 20.90% | - | 21.30% | - |
| Europe | ||||||||
| Eurostoxx | 16.90% | 16.90% | 17.50% | 17.50% | 18.20% | 18.20% | 18.90% | 18.90% |
| DAX | 17.70% | 17.70% | 18.80% | 18.80% | 19.40% | 19.40% | 20.30% | 20.30% |
| Source: Bank of America |
Index Variance Swap Levels
