| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 14.90% | 0.20% | 15.50% | 0.10% | 16.10% | 0.20% | 17.10% | 0.40% |
| NDX | 21.30% | 1.40% | 21.30% | 1.20% | 21.70% | 1.20% | 22.20% | 1.20% |
| Asia | ||||||||
| Nikkei | 27.80% | 5.70% | 21.50% | 0.90% | 20.20% | 0.70% | 20.40% | 1.00% |
| Kospi | 27.70% | 5.50% | 27.40% | 6.00% | 21.50% | 0.40% | 20.20% | -0.90% |
| Europe | ||||||||
| Eurostoxx | 22.00% | 3.50% | 21.80% | 3.00% | 20.90% | 1.80% | 20.90% | 1.00% |
| DAX | 22.40% | 4.00% | 22.20% | 3.20% | 21.50% | 1.80% | 21.70% | 1.00% |
| Source: Bank of America |
Index Variance Swap Levels
