| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 13.50% | -1.90% | 14.10% | -1.30% | 14.80% | -0.70% | 15.80% | -0.60% |
| NDX | 19.10% | -0.70% | 19.30% | -0.60% | 19.60% | -0.70% | 20.40% | -0.50% |
| Asia | ||||||||
| Nikkei | 20.50% | 3.00% | 19.40% | 1.50% | 19.00% | 0.90% | 19.20% | 0.50% |
| Kospi | 18.70% | -0.40% | 19.60% | -0.10% | 20.30% | 0.00% | 20.80% | 0.00% |
| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| Europe | ||||||||
| Eurostoxx | 18.50% | -1.20% | 18.00% | -1.40% | 18.40% | -0.90% | 19.20% | -0.70% |
| DAX | 18.30% | -0.90% | 18.10% | -1.10% | 18.60% | -0.80% | 19.40% | -0.70% |
| Source: Bank of America |
Index Variance Swap Levels
