All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group
Derivatives

Index Variance Swap Levels

31-Jan 3 Month Change 6 Month Change 1 Year Change 2 Year Change
US
SPX 11.30% 0.10% 12.40% -0.30% 13.40% -0.30% 14.70% 0.10%
NDX 17.70% 0.20% 18.30% 0.00% 19.10% 0.00% 20.00% 0.00%
Asia
Nikkei 16.60% -0.40% 17.00% -0.40% 17.50% -0.60% 18.00% -0.60%
Kospi 17.90% 0.30% 18.80% 0.10% 19.50% -0.20% 19.90% -0.30%
  3 Month Change 6 Month Change 1 Year Change 2 Year Change
Europe
Eurostoxx 15.50% -0.40% 16.30% -0.10% 17.00% -0.10% 18.00% -0.10%
DAX 16.50% -0.40% 17.20% -0.20% 17.70% -0.20% 18.60% -0.20%
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree