| 3 Mth | Change | 6 Mth | Change | 1 Yr | Change | 2 Yr | Change | |
| US | ||||||||
| SPX | 11.40% | -1.60% | 12.80% | -1.00% | 13.70% | -1.10% | 14.80% | -0.70% |
| DAX | 14.10% | -2.10% | 15.60% | -1.90% | 17.00% | -1.90% | 18.30% | -1.50% |
| Asia | ||||||||
| Nikkei | 17.30% | -1.50% | 17.40% | -0.90% | 17.50% | -0.50% | 18.60% | -0.20% |
| Kospi | 17.80% | -0.90% | 18.80% | -0.40% | 20.90% | -0.30% | 20.80% | -0.20% |
| Europe | ||||||||
| Eurostoxx | 13.70% | -2.30% | 15.00% | -1.40% | 16.30% | -1.30% | 17.50% | -1.10% |
| NDX | 17.50% | -1.20% | 18.40% | -0.90% | 19.00% | -1.10% | 20.10% | -0.60% |
| Source: Bank of America |
Index Variance Swap Levels
