| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| U.S. | ||||||||
| SPX | 11.80% | -0.70% | 12.60% | -0.60% | 13.50% | -0.50% | 14.90% | -0.20% |
| NDX | 16.10% | -0.90% | 16.90% | -0.60% | 17.70% | -0.40% | 18.80% | -0.30% |
| Asia | ||||||||
| Nikkei | 18.70% | -0.10% | 18.90% | -0.10% | 19.20% | -0.10% | 19.60% | 0.10% |
| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| Europe | ||||||||
| Eurostoxx | 15.00% | -0.20% | 15.60% | -0.60% | 16.60% | -0.40% | 18.00% | -0.20% |
| DAX | 15.90% | -0.50% | 16.60% | -0.60% | 17.50% | -0.60% | 19.20% | -0.20% |
| Source: Bank of America |
Index Variance Swap Levels
