Index Variance Swap Levels
| |
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% |
|
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| Source: Bank of America |
