| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 16.20% | -2.00% | 16.50% | -1.50% | 16.60% | -1.50% | 17.10% | 0.00% |
| NDX | 20.00% | -1.80% | 20.50% | -1.60% | 20.90% | -1.20% | 22.10% | -0.10% |
| Asia | ||||||||
| Nikkei | 23.60% | -0.70% | 22.00% | -0.50% | 21.00% | -0.30% | 21.00% | 0.20% |
| Kospi | 25.50% | -2.30% | 24.60% | -2.00% | 24.10% | -2.10% | 24.50% | -1.50% |
| Europe | ||||||||
| Eurostoxx | 18.90% | -4.10% | 18.60% | -4.20% | 18.70% | -3.40% | 19.60% | -2.70% |
| DAX | 19.60% | -4.30% | 19.60% | -4.40% | 19.80% | -3.70% | 20.80% | -2.90% |
| Source: Bank of America |
Index Variance Swap Levels
