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 16.00% 0.80% 16.30% 0.70% 16.60% 0.40% 17.30% 0.40%
NDX 20.50% 1.00% 20.90% 0.70% 21.00% 0.40% 21.50% 0.30%
Asia
Nikkei 22.60% 2.10% 20.80% 1.70% 20.60% 2.10% 20.40% 1.9
Kospi 27.80% 3.90% 26.00% 2.20% 25.30% 1.30% 25.00% 0.80%
Europe
Eurostoxx 23.00% 2.70% 20.50% 0.50% 20.50% 0.70% 20.80% 0.60%
DAX 22.20% 0.10% 21.20% -0.50% 21.20% -2.00% 21.70% -1.50%
Source: Bank of America

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