Index Variance Swap Levels

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Index Variance Swap Levels

  3 Mth Change 6 Mth Change 1 Yr Change 2 Yr Change
US
SPX 14.70% -0.20% 15.30% -0.20% 16.00% -0.10% 17.00% -0.20%
NDX 20.60% -0.70% 20.90% -0.40% 21.50% -0.20% 22.10% 0.00%
Asia
Nikkei 22.80% -5.00% 20.90% -0.60% 20.30% 0.10% 20.20% -0.20%
Kospi 18.80% -8.90% 18.10% -9.20% 16.90% -4.60% 17.80% 2.50%
Europe
Eurostoxx 18.80% -3.20% 19.10% -2.80% 19.50% -1.40% 20.30% -0.70%
DAX 19.80% -2.60% 20.20% -2.00% 20.50% -1.00% 21.20% -0.50%
Source: Bank of America

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