| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 11.60% | -0.20% | 12.70% | 0.10% | 13.60% | 0.10% | 14.90% | 0.00% |
| NDX | 15.70% | -0.40% | 16.90% | 0.10% | 17.90% | 0.20% | 18.90% | 0.10% |
| Asia | ||||||||
| Nikkei | 18.20% | -0.50% | 18.00% | 0.90% | 18.20% | -0.10% | 18.80% | -0.80% |
| Kospi | 19.60% | 20.00% | 21.10% | 22.80% | ||||
| Europe | ||||||||
| Eurostoxx | 14.20% | -0.80% | 15.40% | -0.30% | 16.20% | -0.40% | 17.50% | -0.50% |
| DAX | 15.60% | -0.30% | 16.60% | 0.00% | 17.10% | -0.40% | 18.80% | -0.40% |
| Source: Bank of America |
Index Variance Swap Levels
