| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 11.70% | 0.20% | 12.90% | 0.10% | 13.80% | 0.20% | 15.10% | 0.20% |
| NDX | 15.70% | 0.00% | 17.10% | 0.10% | 17.90% | 0.00% | 18.90% | 0.00% |
| Asia | ||||||||
| Nikkei | 18.10% | -0.10% | 18.00% | -0.10% | 16.60% | -1.60% | 17.80% | -1.10% |
| Kospi | 19.60% | 0.00% | 20.00% | 0.00% | 21.20% | 0.10% | 23.00% | 0.20% |
| Europe | ||||||||
| Eurostoxx | 15.00% | 0.80% | 15.90% | 0.50% | 16.60% | 0.40% | 17.80% | 0.20% |
| DAX | 16.00% | 0.40% | 16.80% | 0.20% | 17.60% | 0.50% | 19.00% | 0.10% |
| Source: Bank of America |
Index Variance Swap Levels
