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

Index Variance Swap Levels

  3 Mth Change 6 Mth Change 1 Yr Change 2 Yr Change
US
SPX 11.30% 0.00% 12.60% 0.20% 13.60% 0.20% 14.80% 0.20%
NDX 16.80% -0.30% 17.60% -0.20% 18.50% -0.20% 19.50% -0.2
Asia
Nikkei 16.30% -0.40% 17.00% 0.10% 17.50% -0.20% 18.30% 0
Kospi 16.80% -0.40% 18.10% -0.30% 19.00% -0.30% 19.70% -0.1
3 Mth Change 6 Mth Change 1 Yr Change 2 Yr Change
Europe
Eurostoxx 15.20% 0.00% 16.40% 0.00% 17.30% 0.20% 18.20% 0.30%
DAX 15.40% -0.20% 16.90% 0.30% 17.80% 0.50% 19.00% 0.70%
Source: Bank of America


We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree