GARCH Investexcel.net

5/25/2018 GARCH Investexcel.net

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GARCH(1,1) Analysishttp://investexcel.net

Unconditional

Variance 0.00009403

0.00000397 The default data is the GBP/CAD exchange rate between 1st

0.08242922 Go to Data>Solver and click Solve to run the analysis

0.87405664

Date Rate Residual Squared Lagged Conditional Log

Residual Squared Variance Likelihood

Change Function

2007-05-01 2.2227

2007-05-02 2.2188 -0.0039 0.0000 0.0001

2007-05-03 2.2144 -0.0044 0.0000 0.0000 0.0001 3.6428

2007-05-04 2.204 -0.0104 0.0001 0.0000 0.0001 3.1259

2007-05-05 2.2006 -0.0034 0.0000 0.0001 0.0001 3.7019

2007-05-06 2.2053 0.0047 0.0000 0.0000 0.0001 3.6651

2007-05-07 2.2053 0 0.0000 0.0000 0.0001 3.8322

2007-05-08 2.2035 -0.0018 0.0000 0.0000 0.0001 3.8466

2007-05-09 2.1969 -0.0066 0.0000 0.0000 0.0001 3.5672

2007-05-10 2.2033 0.0064 0.0000 0.0000 0.0001 3.5889

2007-05-11 2.2019 -0.0014 0.0000 0.0000 0.0001 3.8984

2007-05-12 2.2018 -0.0001 0.0000 0.0000 0.0001 3.9451

2007-05-13 2.199 -0.0028 0.0000 0.0000 0.0001 3.9058

2007-05-14 2.1991 0.0001 0.0000 0.0000 0.0001 3.9979

2007-05-15 2.1981 -0.001 0.0000 0.0000 0.0001 4.0148

2007-05-16 2.1844 -0.0137 0.0002 0.0000 0.0000 2.1124

2007-05-17 2.1814 -0.003 0.0000 0.0002 0.0001 3.85402007-05-18 2.1774 -0.004 0.0000 0.0000 0.0001 3.8161

2007-05-19 2.1622 -0.0152 0.0002 0.0000 0.0001 1.9307

2007-05-20 2.1483 -0.0139 0.0002 0.0002 0.0001 2.5147

2007-05-21 2.1483 0 0.0000 0.0002 0.0001 3.7777

2007-05-22 2.1432 -0.0051 0.0000 0.0000 0.0001 3.6490

2007-05-23 2.1402 -0.003 0.0000 0.0000 0.0001 3.7807

2007-05-24 2.1482 0.008 0.0001 0.0000 0.0001 3.4081

2007-05-25 2.1508 0.0026 0.0000 0.0001 0.0001 3.8208

2007-05-26 2.15 -0.0008 0.0000 0.0000 0.0001 3.8960

2007-05-27 2.1415 -0.0085 0.0001 0.0000 0.0001 3.3410

2007-05-28 2.1416 1E-04 0.0000 0.0001 0.0001 3.9158

2007-05-29 2.1419 0.0003 0.0000 0.0000 0.0001 3.94772007-05-30 2.1394 -0.0025 0.0000 0.0000 0.0001 3.9226

2007-05-31 2.1227 -0.0167 0.0003 0.0000 0.0001 1.3800

2007-06-01 2.1183 -0.0044 0.0000 0.0003 0.0001 3.7087

2007-06-02 2.1127 -0.0056 0.0000 0.0000 0.0001 3.6415

2007-06-03 2.1017 -0.011 0.0001 0.0000 0.0001 2.9866

2007-06-04 2.1016 -0.0001 0.0000 0.0001 0.0001 3.8437

2007-06-05 2.1027 0.0011 0.0000 0.0000 0.0001 3.8719

2007-06-06 2.1101 0.0074 0.0001 0.0000 0.0001 3.4823

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2007-06-07 2.1129 0.0028 0.0000 0.0001 0.0001 3.8495

2007-06-08 2.1048 -0.0081 0.0001 0.0000 0.0001 3.3952

2007-06-09 2.0964 -0.0084 0.0001 0.0001 0.0001 3.3564

2007-06-10 2.0883 -0.0081 0.0001 0.0001 0.0001 3.3968

2007-06-11 2.0883 0 0.0000 0.0001 0.0001 3.8984

2007-06-12 2.0884 0.0001 0.0000 0.0000 0.0001 3.9320

2007-06-13 2.0936 0.0052 0.0000 0.0000 0.0001 3.72812007-06-14 2.1069 0.0133 0.0002 0.0000 0.0001 2.4043

2007-06-15 2.103 -0.0039 0.0000 0.0002 0.0001 3.7681

2007-06-16 2.1025 -0.0005 0.0000 0.0000 0.0001 3.9034

2007-06-17 2.1086 0.0061 0.0000 0.0000 0.0001 3.6303

2007-06-18 2.1086 0 0.0000 0.0000 0.0001 3.9431

2007-06-19 2.1201 0.0115 0.0001 0.0000 0.0001 2.7985

2007-06-20 2.122 0.0019 0.0000 0.0001 0.0001 3.8808

2007-06-21 2.1176 -0.0044 0.0000 0.0000 0.0001 3.7789

2007-06-22 2.1284 0.0108 0.0001 0.0000 0.0001 2.9550

2007-06-23 2.1386 0.0102 0.0001 0.0001 0.0001 3.0989

2007-06-24 2.1337 -0.0049 0.0000 0.0001 0.0001 3.6982

2007-06-25 2.1337 0 0.0000 0.0000 0.0001 3.89262007-06-26 2.1387 0.005 0.0000 0.0000 0.0001 3.7245

2007-06-27 2.1387 0 0.0000 0.0000 0.0001 3.9411

2007-06-28 2.1387 0 0.0000 0.0000 0.0001 3.9720

2007-06-29 2.1332 -0.0055 0.0000 0.0000 0.0001 3.7170

2007-06-30 2.1218 -0.0114 0.0001 0.0000 0.0001 2.7787

2007-07-01 2.1379 0.0161 0.0003 0.0001 0.0001 1.8107

2007-07-02 2.137 -0.0009 0.0000 0.0003 0.0001 3.8007

2007-07-03 2.131 -0.006 0.0000 0.0000 0.0001 3.5976

2007-07-04 2.1325 0.0015 0.0000 0.0000 0.0001 3.8443

2007-07-05 2.1356 0.0031 0.0000 0.0000 0.0001 3.8220

2007-07-06 2.131 -0.0046 0.0000 0.0000 0.0001 3.7528

2007-07-07 2.1182 -0.0128 0.0002 0.0000 0.0001 2.5792

2007-07-08 2.1088 -0.0094 0.0001 0.0002 0.0001 3.2336

2007-07-09 2.1088 0 0.0000 0.0001 0.0001 3.8469

2007-07-10 2.1089 0.0001 0.0000 0.0000 0.0001 3.8837

2007-07-11 2.119 0.0101 0.0001 0.0000 0.0001 3.1069

2007-07-12 2.1427 0.0237 0.0006 0.0001 0.0001 -0.2881

2007-07-13 2.1356 -0.0071 0.0001 0.0006 0.0001 3.4116

2007-07-14 2.1253 -0.0103 0.0001 0.0001 0.0001 3.1565

2007-07-15 2.1297 0.0044 0.0000 0.0001 0.0001 3.5768

2007-07-16 2.1297 0 0.0000 0.0000 0.0001 3.7080

2007-07-17 2.1288 -0.0009 0.0000 0.0000 0.0001 3.7475

2007-07-18 2.1295 0.0007 0.0000 0.0000 0.0001 3.7907

2007-07-19 2.1395 0.01 0.0001 0.0000 0.0001 3.1623

2007-07-20 2.1407 0.0012 0.0000 0.0001 0.0001 3.80542007-07-21 2.1418 0.0011 0.0000 0.0000 0.0001 3.8442

2007-07-22 2.1549 0.0131 0.0002 0.0000 0.0001 2.6026

2007-07-23 2.1549 0 0.0000 0.0002 0.0001 3.8205

2007-07-24 2.1513 -0.0036 0.0000 0.0000 0.0001 3.7674

2007-07-25 2.1515 0.0002 0.0000 0.0000 0.0001 3.8868

2007-07-26 2.1345 -0.017 0.0003 0.0000 0.0001 1.6080

2007-07-27 2.1425 0.008 0.0001 0.0003 0.0001 3.3947

2007-07-28 2.1539 0.0114 0.0001 0.0001 0.0001 2.9903

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2007-07-29 2.1527 -0.0012 0.0000 0.0001 0.0001 3.7550

2007-07-30 2.1527 0 0.0000 0.0000 0.0001 3.8041

2007-07-31 2.158 0.0053 0.0000 0.0000 0.0001 3.6511

2007-08-01 2.1613 0.0033 0.0000 0.0000 0.0001 3.7861

2007-08-02 2.1587 -0.0026 0.0000 0.0000 0.0001 3.8418

2007-08-03 2.1451 -0.0136 0.0002 0.0000 0.0001 2.4392

2007-08-04 2.1472 0.0021 0.0000 0.0002 0.0001 3.80882007-08-05 2.1554 0.0082 0.0001 0.0000 0.0001 3.3846

2007-08-06 2.1553 -0.0001 0.0000 0.0001 0.0001 3.8672

2007-08-07 2.149 -0.0063 0.0000 0.0000 0.0001 3.5969

2007-08-08 2.1369 -0.0121 0.0001 0.0000 0.0001 2.7645

2007-08-09 2.1334 -0.0035 0.0000 0.0001 0.0001 3.7660

2007-08-10 2.1374 0.004 0.0000 0.0000 0.0001 3.7624

2007-08-11 2.1351 -0.0023 0.0000 0.0000 0.0001 3.8640

2007-08-12 2.1292 -0.0059 0.0000 0.0000 0.0001 3.6486

2007-08-13 2.1291 -1E-04 0.0000 0.0000 0.0001 3.9414

2007-08-14 2.1249 -0.0042 0.0000 0.0000 0.0001 3.8160

2007-08-15 2.1229 -0.002 0.0000 0.0000 0.0001 3.9509

2007-08-16 2.1368 0.0139 0.0002 0.0000 0.0001 2.15952007-08-17 2.1411 0.0043 0.0000 0.0002 0.0001 3.7567

2007-08-18 2.1216 -0.0195 0.0004 0.0000 0.0001 0.8886

2007-08-19 2.0984 -0.0232 0.0005 0.0004 0.0001 0.7527

2007-08-20 2.0983 -1E-04 0.0000 0.0005 0.0001 3.5662

2007-08-21 2.1006 0.0023 0.0000 0.0000 0.0001 3.5930

2007-08-22 2.1006 0 0.0000 0.0000 0.0001 3.6618

2007-08-23 2.1091 0.0085 0.0001 0.0000 0.0001 3.3307

2007-08-24 2.1131 0.004 0.0000 0.0001 0.0001 3.6338

2007-08-25 2.1117 -0.0014 0.0000 0.0000 0.0001 3.7439

2007-08-26 2.1175 0.0058 0.0000 0.0000 0.0001 3.5865

2007-08-27 2.1176 1E-04 0.0000 0.0000 0.0001 3.8174

2007-08-28 2.117 -0.0006 0.0000 0.0000 0.0001 3.8536

2007-08-29 2.1227 0.0057 0.0000 0.0000 0.0001 3.6470

2007-08-30 2.1335 0.0108 0.0001 0.0000 0.0001 3.0015

2007-08-31 2.1356 0.0021 0.0000 0.0001 0.0001 3.8331

2007-09-01 2.128 -0.0076 0.0001 0.0000 0.0001 3.4569

2007-09-02 2.1279 -0.0001 0.0000 0.0001 0.0001 3.8939

2007-09-03 2.1279 0 0.0000 0.0000 0.0001 3.9280

2007-09-04 2.1252 -0.0027 0.0000 0.0000 0.0001 3.8968

2007-09-05 2.1213 -0.0039 0.0000 0.0000 0.0001 3.8459

2007-09-06 2.1175 -0.0038 0.0000 0.0000 0.0001 3.8645

2007-09-07 2.1291 0.0116 0.0001 0.0000 0.0001 2.7172

2007-09-08 2.1291 0 0.0000 0.0001 0.0001 3.9384

2007-09-09 2.1391 0.01 0.0001 0.0000 0.0001 3.0885

2007-09-10 2.1391 0 0.0000 0.0001 0.0001 3.92672007-09-11 2.1416 0.0025 0.0000 0.0000 0.0001 3.9047

2007-09-12 2.126 -0.0156 0.0002 0.0000 0.0001 1.7786

2007-09-13 2.1145 -0.0115 0.0001 0.0002 0.0001 2.9336

2007-09-14 2.0988 -0.0157 0.0002 0.0001 0.0001 2.2309

2007-09-15 2.0815 -0.0173 0.0003 0.0002 0.0001 2.1074

2007-09-16 2.0658 -0.0157 0.0002 0.0003 0.0001 2.5153

2007-09-17 2.0658 0 0.0000 0.0002 0.0001 3.5951

2007-09-18 2.059 -0.0068 0.0000 0.0000 0.0001 3.4314

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2007-09-19 2.045 -0.014 0.0002 0.0000 0.0001 2.7197

2007-09-20 2.033 -0.012 0.0001 0.0002 0.0001 2.9842

2007-09-21 2.0225 -0.0105 0.0001 0.0001 0.0001 3.1374

2007-09-22 2.0132 -0.0093 0.0001 0.0001 0.0001 3.2444

2007-09-23 2.0205 0.0073 0.0001 0.0001 0.0001 3.4007

2007-09-24 2.0205 0 0.0000 0.0001 0.0001 3.6721

2007-09-25 2.0228 0.0023 0.0000 0.0000 0.0001 3.68962007-09-26 2.0211 -0.0017 0.0000 0.0000 0.0001 3.7422

2007-09-27 2.0273 0.0062 0.0000 0.0000 0.0001 3.5582

2007-09-28 2.0256 -0.0017 0.0000 0.0000 0.0001 3.7989

2007-09-29 2.0278 0.0022 0.0000 0.0000 0.0001 3.8207

2007-09-30 2.0302 0.0024 0.0000 0.0000 0.0001 3.8450

2007-10-01 2.0301 -1E-04 0.0000 0.0000 0.0001 3.9186

2007-10-02 2.0298 -0.0003 0.0000 0.0000 0.0001 3.9503

2007-10-03 2.0316 0.0018 0.0000 0.0000 0.0001 3.9519

2007-10-04 2.0327 0.0011 0.0000 0.0000 0.0001 3.9950

2007-10-05 2.0305 -0.0022 0.0000 0.0000 0.0001 3.9832

2007-10-06 2.0213 -0.0092 0.0001 0.0000 0.0000 3.1730

2007-10-07 2.0009 -0.0204 0.0004 0.0001 0.0001 0.08202007-10-08 2.0009 0 0.0000 0.0004 0.0001 3.7695

2007-10-09 2.0048 0.0039 0.0000 0.0000 0.0001 3.7131

2007-10-10 2.0051 0.0003 0.0000 0.0000 0.0001 3.8404

2007-10-11 2.0029 -0.0022 0.0000 0.0000 0.0001 3.8427

2007-10-12 1.994 -0.0089 0.0001 0.0000 0.0001 3.2904

2007-10-13 1.9833 -0.0107 0.0001 0.0001 0.0001 3.0286

2007-10-14 1.9772 -0.0061 0.0000 0.0001 0.0001 3.5941

2007-10-15 1.9773 1E-04 0.0000 0.0000 0.0001 3.8684

2007-10-16 1.9834 0.0061 0.0000 0.0000 0.0001 3.6165

2007-10-17 1.9917 0.0083 0.0001 0.0000 0.0001 3.3709

2007-10-18 1.9892 -0.0025 0.0000 0.0001 0.0001 3.8521

2007-10-19 1.9901 0.0009 0.0000 0.0000 0.0001 3.9228

2007-10-20 1.9862 -0.0039 0.0000 0.0000 0.0001 3.8289

2007-10-21 1.9822 -0.004 0.0000 0.0000 0.0001 3.8350

2007-10-22 1.9823 1E-04 0.0000 0.0000 0.0001 3.9942

2007-10-23 1.9866 0.0043 0.0000 0.0000 0.0001 3.8406

2007-10-24 1.9836 -0.003 0.0000 0.0000 0.0001 3.9410

2007-10-25 1.9833 -0.0003 0.0000 0.0000 0.0000 4.0460

2007-10-26 1.982 -0.0013 0.0000 0.0000 0.0000 4.0513

2007-10-27 1.9772 -0.0048 0.0000 0.0000 0.0000 3.8310

2007-10-28 1.9729 -0.0043 0.0000 0.0000 0.0000 3.8803

2007-10-29 1.973 1E-04 0.0000 0.0000 0.0000 4.0877

2007-10-30 1.9718 -0.0012 0.0000 0.0000 0.0000 4.0901

2007-10-31 1.9692 -0.0026 0.0000 0.0000 0.0000 4.0417

2007-11-01 1.9732 0.004 0.0000 0.0000 0.0000 3.93652007-11-02 1.9677 -0.0055 0.0000 0.0000 0.0000 3.7626

2007-11-03 1.9649 -0.0028 0.0000 0.0000 0.0000 4.0223

2007-11-04 1.9521 -0.0128 0.0002 0.0000 0.0000 2.1597

2007-11-05 1.952 -1E-04 0.0000 0.0002 0.0001 3.9948

2007-11-06 1.9477 -0.0043 0.0000 0.0000 0.0001 3.8409

2007-11-07 1.9365 -0.0112 0.0001 0.0000 0.0001 2.7811

2007-11-08 1.9162 -0.0203 0.0004 0.0001 0.0001 0.4149

2007-11-09 1.9555 0.0393 0.0015 0.0004 0.0001 -4.9525

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WEEKLY

2007-11-10 1.9659 0.0104 0.0001 0.0015 0.0002 3.0590

2007-11-11 1.973 0.0071 0.0001 0.0001 0.0002 3.2222

2007-11-12 1.9733 0.0003 0.0000 0.0001 0.0002 3.3950

2007-11-13 1.9761 0.0028 0.0000 0.0000 0.0002 3.4255

2007-11-14 1.9879 0.0118 0.0001 0.0000 0.0001 3.0203

2007-11-15 1.9836 -0.0043 0.0000 0.0001 0.0001 3.4457

2007-11-16 1.9874 0.0038 0.0000 0.0000 0.0001 3.50072007-11-17 2.0068 0.0194 0.0004 0.0000 0.0001 2.0131

2007-11-18 1.9983 -0.0085 0.0001 0.0004 0.0001 3.2625

2007-11-19 1.9986 0.0003 0.0000 0.0001 0.0001 3.5508

2007-11-20 2.0031 0.0045 0.0000 0.0000 0.0001 3.5159

2007-11-21 2.0203 0.0172 0.0003 0.0000 0.0001 2.2878

2007-11-22 2.0284 0.0081 0.0001 0.0003 0.0001 3.3145

2007-11-23 2.0312 0.0028 0.0000 0.0001 0.0001 3.5718

2007-11-24 2.0321 0.0009 0.0000 0.0000 0.0001 3.6467

2007-11-25 2.0395 0.0074 0.0001 0.0000 0.0001 3.4171

2007-11-26 2.0394 -1E-04 0.0000 0.0001 0.0001 3.7167

2007-11-27 2.0349 -0.0045 0.0000 0.0000 0.0001 3.6430

2007-11-28 2.0512 0.0163 0.0003 0.0000 0.0001 2.15132007-11-29 2.0562 0.005 0.0000 0.0003 0.0001 3.5739

2007-11-30 2.0488 -0.0074 0.0001 0.0000 0.0001 3.4336

2007-12-01 2.0566 0.0078 0.0001 0.0001 0.0001 3.4052

2007-12-02 2.0557 -0.0009 0.0000 0.0001 0.0001 3.7595

2007-12-03 2.0524 -0.0033 0.0000 0.0000 0.0001 3.7362

2007-12-04 2.0607 0.0083 0.0001 0.0000 0.0001 3.3714

2007-12-05 2.0719 0.0112 0.0001 0.0001 0.0001 2.9898

2007-12-06 2.0746 0.0027 0.0000 0.0001 0.0001 3.7574

2007-12-07 2.0544 -0.0202 0.0004 0.0000 0.0001 1.0707

2007-12-08 2.0441 -0.0103 0.0001 0.0004 0.0001 3.1563

2007-12-09 2.0398 -0.0043 0.0000 0.0001 0.0001 3.5861

2007-12-10 2.0396 -0.0002 0.0000 0.0000 0.0001 3.7140

2007-12-11 2.0495 0.0099 0.0001 0.0000 0.0001 3.1923

2007-12-12 2.062 0.0125 0.0002 0.0001 0.0001 2.8613

2007-12-13 2.0637 0.0017 0.0000 0.0002 0.0001 3.7041

2007-12-14 2.0724 0.0087 0.0001 0.0000 0.0001 3.3216

2007-12-15 2.0719 -0.0005 0.0000 0.0001 0.0001 3.7639

2007-12-16 2.0512 -0.0207 0.0004 0.0000 0.0001 1.0811

2007-12-17 2.051 -0.0002 0.0000 0.0004 0.0001 3.6476

2007-12-18 2.0459 -0.0051 0.0000 0.0000 0.0001 3.5622

2007-12-19 2.0309 -0.015 0.0002 0.0000 0.0001 2.5059

2007-12-20 2.0194 -0.0115 0.0001 0.0002 0.0001 3.0295

2007-12-21 1.9938 -0.0256 0.0007 0.0001 0.0001 0.5389

2007-12-22 1.9799 -0.0139 0.0002 0.0007 0.0001 2.8392

2007-12-23 1.9659 -0.014 0.0002 0.0002 0.0002 2.83092007-12-24 1.9658 -1E-04 0.0000 0.0002 0.0002 3.4772

2007-12-25 1.961 -0.0048 0.0000 0.0000 0.0001 3.4456

2007-12-26 1.947 -0.014 0.0002 0.0000 0.0001 2.7915

2007-12-27 1.9493 0.0023 0.0000 0.0002 0.0001 3.5358

2007-12-28 1.9507 0.0014 0.0000 0.0000 0.0001 3.5961

2007-12-29 1.9561 0.0054 0.0000 0.0000 0.0001 3.5159

2007-12-30 1.9582 0.0021 0.0000 0.0000 0.0001 3.6643

2007-12-31 1.9584 0.0002 0.0000 0.0000 0.0001 3.7293

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2008-01-01 1.9592 0.0008 0.0000 0.0000 0.0001 3.7688

2008-01-02 1.9795 0.0203 0.0004 0.0000 0.0001 1.1568

2008-01-03 1.9652 -0.0143 0.0002 0.0004 0.0001 2.6914

2008-01-04 1.9641 -0.0011 0.0000 0.0002 0.0001 3.6187

2008-01-05 1.9558 -0.0083 0.0001 0.0000 0.0001 3.3369

2008-01-06 1.9779 0.0221 0.0005 0.0001 0.0001 1.2388

2008-01-07 1.9782 0.0003 0.0000 0.0005 0.0001 3.54942008-01-08 1.9764 -0.0018 0.0000 0.0000 0.0001 3.5864

2008-01-09 1.9771 0.0007 0.0000 0.0000 0.0001 3.6450

2008-01-10 1.977 -1E-04 0.0000 0.0000 0.0001 3.6938

2008-01-11 1.9774 0.0004 0.0000 0.0000 0.0001 3.7377

2008-01-12 1.9837 0.0063 0.0000 0.0000 0.0001 3.5412

2008-01-13 1.9927 0.009 0.0001 0.0000 0.0001 3.2915

2008-01-14 1.9928 1E-04 0.0000 0.0001 0.0001 3.7967

2008-01-15 1.9949 0.0021 0.0000 0.0000 0.0001 3.8067

2008-01-16 1.9937 -0.0012 0.0000 0.0000 0.0001 3.8610

2008-01-17 2.0023 0.0086 0.0001 0.0000 0.0001 3.3321

2008-01-18 2.0135 0.0112 0.0001 0.0001 0.0001 2.9463

2008-01-19 2.0185 0.005 0.0000 0.0001 0.0001 3.67532008-01-20 2.0073 -0.0112 0.0001 0.0000 0.0001 2.9643

2008-01-21 2.0071 -0.0002 0.0000 0.0001 0.0001 3.8308

2008-01-22 2.0077 0.0006 0.0000 0.0000 0.0001 3.8663

2008-01-23 2.0097 0.002 0.0000 0.0000 0.0001 3.8733

2008-01-24 2.0104 0.0007 0.0000 0.0000 0.0001 3.9309

2008-01-25 1.9961 -0.0143 0.0002 0.0000 0.0001 2.1773

2008-01-26 1.99 -0.0061 0.0000 0.0002 0.0001 3.5961

2008-01-27 1.9975 0.0075 0.0001 0.0000 0.0001 3.4643

2008-01-28 1.9979 0.0004 0.0000 0.0001 0.0001 3.8717

2008-01-29 1.9971 -0.0008 0.0000 0.0000 0.0001 3.9031

2008-01-30 1.9897 -0.0074 0.0001 0.0000 0.0001 3.4852

2008-01-31 1.983 -0.0067 0.0000 0.0001 0.0001 3.5654

2008-02-01 1.9825 -0.0005 0.0000 0.0000 0.0001 3.9313

2008-02-02 1.9837 0.0012 0.0000 0.0000 0.0001 3.9520

2008-02-03 1.9542 -0.0295 0.0009 0.0000 0.0001 -4.0378

2008-02-04 1.9543 1E-04 0.0000 0.0009 0.0001 3.5824

2008-02-05 1.9613 0.007 0.0000 0.0000 0.0001 3.4120

2008-02-06 1.9666 0.0053 0.0000 0.0000 0.0001 3.5263

2008-02-07 1.9738 0.0072 0.0001 0.0000 0.0001 3.4306

2008-02-08 1.9684 -0.0054 0.0000 0.0001 0.0001 3.5608

2008-02-09 1.9557 -0.0127 0.0002 0.0000 0.0001 2.8376

2008-02-10 1.9423 -0.0134 0.0002 0.0002 0.0001 2.7664

2008-02-11 1.9425 0.0002 0.0000 0.0002 0.0001 3.6775

2008-02-12 1.9462 0.0037 0.0000 0.0000 0.0001 3.6494

2008-02-13 1.954 0.0078 0.0001 0.0000 0.0001 3.40742008-02-14 1.9602 0.0062 0.0000 0.0001 0.0001 3.5433

2008-02-15 1.9609 0.0007 0.0000 0.0000 0.0001 3.7891

2008-02-16 1.9652 0.0043 0.0000 0.0000 0.0001 3.7081

2008-02-17 1.9734 0.0082 0.0001 0.0000 0.0001 3.3840

2008-02-18 1.9731 -0.0003 0.0000 0.0001 0.0001 3.8539

2008-02-19 1.9688 -0.0043 0.0000 0.0000 0.0001 3.7517

2008-02-20 1.9662 -0.0026 0.0000 0.0000 0.0001 3.8598

2008-02-21 1.976 0.0098 0.0001 0.0000 0.0001 3.1416

Page 6


7/51

WEEKLY

2008-02-22 1.9728 -0.0032 0.0000 0.0001 0.0001 3.8269

2008-02-23 1.989 0.0162 0.0003 0.0000 0.0001 1.7846

2008-02-24 1.9907 0.0017 0.0000 0.0003 0.0001 3.7858

2008-02-25 1.9904 -0.0003 0.0000 0.0000 0.0001 3.8412

2008-02-26 1.9802 -0.0102 0.0001 0.0000 0.0001 3.1141

2008-02-27 1.956 -0.0242 0.0006 0.0001 0.0001 -0.2168

2008-02-28 1.9482 -0.0078 0.0001 0.0006 0.0001 3.35152008-02-29 1.9414 -0.0068 0.0000 0.0001 0.0001 3.4293

2008-03-01 1.9436 0.0022 0.0000 0.0000 0.0001 3.6451

2008-03-02 1.963 0.0194 0.0004 0.0000 0.0001 1.7302

2008-03-03 1.9633 0.0003 0.0000 0.0004 0.0001 3.6032

2008-03-04 1.9568 -0.0065 0.0000 0.0000 0.0001 3.4547

2008-03-05 1.9669 0.0101 0.0001 0.0000 0.0001 3.1763

2008-03-06 1.9691 0.0022 0.0000 0.0001 0.0001 3.6586

2008-03-07 1.9672 -0.0019 0.0000 0.0000 0.0001 3.7062

2008-03-08 1.9817 0.0145 0.0002 0.0000 0.0001 2.5310

2008-03-09 1.9936 0.0119 0.0001 0.0002 0.0001 2.9682

2008-03-10 1.9936 0 0.0000 0.0001 0.0001 3.6901

2008-03-11 1.9972 0.0036 0.0000 0.0000 0.0001 3.66362008-03-12 1.9965 -0.0007 0.0000 0.0000 0.0001 3.7686

2008-03-13 1.9941 -0.0024 0.0000 0.0000 0.0001 3.7753

2008-03-14 2.0053 0.0112 0.0001 0.0000 0.0001 2.9813

2008-03-15 2.0003 -0.005 0.0000 0.0001 0.0001 3.6521

2008-03-16 1.9963 -0.004 0.0000 0.0000 0.0001 3.7296

2008-03-17 1.9965 0.0002 0.0000 0.0000 0.0001 3.8656

2008-03-18 1.9957 -0.0008 0.0000 0.0000 0.0001 3.8967

2008-03-19 1.9974 0.0017 0.0000 0.0000 0.0001 3.9110

2008-03-20 1.9928 -0.0046 0.0000 0.0000 0.0001 3.7796

2008-03-21 2.0198 0.027 0.0007 0.0000 0.0001 -2.5464

2008-03-22 2.0303 0.0105 0.0001 0.0007 0.0001 3.1373

2008-03-23 2.0261 -0.0042 0.0000 0.0001 0.0001 3.5518

2008-03-24 2.0261 0 0.0000 0.0000 0.0001 3.6710

2008-03-25 2.0307 0.0046 0.0000 0.0000 0.0001 3.6043

2008-03-26 2.0255 -0.0052 0.0000 0.0000 0.0001 3.5967

2008-03-27 2.0363 0.0108 0.0001 0.0000 0.0001 3.0769

2008-03-28 2.044 0.0077 0.0001 0.0001 0.0001 3.4166

2008-03-29 2.0344 -0.0096 0.0001 0.0001 0.0001 3.2249

2008-03-30 2.0381 0.0037 0.0000 0.0001 0.0001 3.6862

2008-03-31 2.0383 0.0002 0.0000 0.0000 0.0001 3.8005

2008-04-01 2.0367 -0.0016 0.0000 0.0000 0.0001 3.8228

2008-04-02 2.0297 -0.007 0.0000 0.0000 0.0001 3.5179

2008-04-03 2.0202 -0.0095 0.0001 0.0000 0.0001 3.2150

2008-04-04 2.0121 -0.0081 0.0001 0.0001 0.0001 3.3956

2008-04-05 2.0091 -0.003 0.0000 0.0001 0.0001 3.79312008-04-06 2.0088 -0.0003 0.0000 0.0000 0.0001 3.8865

2008-04-07 2.0087 -1E-04 0.0000 0.0000 0.0001 3.9215

2008-04-08 2.0138 0.0051 0.0000 0.0000 0.0001 3.7317

2008-04-09 2.0056 -0.0082 0.0001 0.0000 0.0001 3.3779

2008-04-10 2.0009 -0.0047 0.0000 0.0001 0.0001 3.7597

2008-04-11 2.0122 0.0113 0.0001 0.0000 0.0001 2.8566

2008-04-12 2.0096 -0.0026 0.0000 0.0001 0.0001 3.8490

2008-04-13 2.0133 0.0037 0.0000 0.0000 0.0001 3.8185

Page 7


8/51

WEEKLY

2008-04-14 2.0133 0 0.0000 0.0000 0.0001 3.9519

2008-04-15 2.0208 0.0075 0.0001 0.0000 0.0001 3.4738

2008-04-16 2.0079 -0.0129 0.0002 0.0001 0.0001 2.5074

2008-04-17 1.9902 -0.0177 0.0003 0.0002 0.0001 1.5621

2008-04-18 1.9859 -0.0043 0.0000 0.0003 0.0001 3.6415

2008-04-19 2.0093 0.0234 0.0005 0.0000 0.0001 0.4844

2008-04-20 2.005 -0.0043 0.0000 0.0005 0.0001 3.51192008-04-21 2.005 0 0.0000 0.0000 0.0001 3.6300

2008-04-22 2.0013 -0.0037 0.0000 0.0000 0.0001 3.6101

2008-04-23 1.9997 -0.0016 0.0000 0.0000 0.0001 3.7032

2008-04-24 2.0117 0.012 0.0001 0.0000 0.0001 2.9260

2008-04-25 2.0099 -0.0018 0.0000 0.0001 0.0001 3.7137

2008-04-26 2.0086 -0.0013 0.0000 0.0000 0.0001 3.7628

2008-04-27 2.0118 0.0032 0.0000 0.0000 0.0001 3.7470

2008-04-28 2.0118 0 0.0000 0.0000 0.0001 3.8460

2008-04-29 2.0097 -0.0021 0.0000 0.0000 0.0001 3.8503

2008-04-30 2.0076 -0.0021 0.0000 0.0000 0.0001 3.8800

2008-05-01 1.9924 -0.0152 0.0002 0.0000 0.0001 2.0084

2008-05-02 2.006 0.0136 0.0002 0.0002 0.0001 2.59872008-05-03 2.0144 0.0084 0.0001 0.0002 0.0001 3.3525

2008-05-04 2.0086 -0.0058 0.0000 0.0001 0.0001 3.5731

2008-05-05 2.0086 0 0.0000 0.0000 0.0001 3.7967

2008-05-06 2.0056 -0.003 0.0000 0.0000 0.0001 3.7757

2008-05-07 1.991 -0.0146 0.0002 0.0000 0.0001 2.3337

2008-05-08 1.9686 -0.0224 0.0005 0.0002 0.0001 0.7332

2008-05-09 1.9766 0.008 0.0001 0.0005 0.0001 3.3338

2008-05-10 1.9741 -0.0025 0.0000 0.0001 0.0001 3.6030

2008-05-11 1.9627 -0.0114 0.0001 0.0000 0.0001 3.0394

2008-05-12 1.9627 0 0.0000 0.0001 0.0001 3.6669

2008-05-13 1.9662 0.0035 0.0000 0.0000 0.0001 3.6482

2008-05-14 1.9606 -0.0056 0.0000 0.0000 0.0001 3.5725

2008-05-15 1.9493 -0.0113 0.0001 0.0000 0.0001 3.0113

2008-05-16 1.9501 0.0008 0.0000 0.0001 0.0001 3.7502

2008-05-17 1.9487 -0.0014 0.0000 0.0000 0.0001 3.7833

2008-05-18 1.954 0.0053 0.0000 0.0000 0.0001 3.6454

2008-05-19 1.954 0 0.0000 0.0000 0.0001 3.8554

2008-05-20 1.9459 -0.0081 0.0001 0.0000 0.0001 3.3969

2008-05-21 1.9419 -0.004 0.0000 0.0001 0.0001 3.7652

2008-05-22 1.9436 0.0017 0.0000 0.0000 0.0001 3.8858

2008-05-23 1.9452 0.0016 0.0000 0.0000 0.0001 3.9182

2008-05-24 1.9537 0.0085 0.0001 0.0000 0.0001 3.3332

2008-05-25 1.9581 0.0044 0.0000 0.0001 0.0001 3.7824

2008-05-26 1.9582 1E-04 0.0000 0.0000 0.0001 3.9613

2008-05-27 1.9584 0.0002 0.0000 0.0000 0.0001 3.99042008-05-28 1.9608 0.0024 0.0000 0.0000 0.0001 3.9620

2008-05-29 1.9632 0.0024 0.0000 0.0000 0.0000 3.9799

2008-05-30 1.9545 -0.0087 0.0001 0.0000 0.0000 3.2629

2008-05-31 1.9597 0.0052 0.0000 0.0001 0.0001 3.7537

2008-06-01 1.9677 0.008 0.0001 0.0000 0.0001 3.3968

2008-06-02 1.9676 -1E-04 0.0000 0.0001 0.0001 3.9914

2008-06-03 1.9617 -0.0059 0.0000 0.0000 0.0001 3.6803

2008-06-04 1.9693 0.0076 0.0001 0.0000 0.0001 3.4576

Page 8


9/51

WEEKLY

2008-06-05 1.9789 0.0096 0.0001 0.0001 0.0001 3.1411

2008-06-06 1.9866 0.0077 0.0001 0.0001 0.0001 3.4476

2008-06-07 1.998 0.0114 0.0001 0.0001 0.0001 2.8609

2008-06-08 2.005 0.007 0.0000 0.0001 0.0001 3.5201

2008-06-09 2.0076 0.0026 0.0000 0.0000 0.0001 3.8370

2008-06-10 2.0104 0.0028 0.0000 0.0000 0.0001 3.8553

2008-06-11 2.0113 0.0009 0.0000 0.0000 0.0001 3.93772008-06-12 1.9974 -0.0139 0.0002 0.0000 0.0001 2.2550

2008-06-13 1.9968 -0.0006 0.0000 0.0002 0.0001 3.8691

2008-06-14 1.9965 -0.0003 0.0000 0.0000 0.0001 3.9062

2008-06-15 2.0034 0.0069 0.0000 0.0000 0.0001 3.5446

2008-06-16 2.0035 1E-04 0.0000 0.0000 0.0001 3.9374

2008-06-17 2.0081 0.0046 0.0000 0.0000 0.0001 3.7825

2008-06-18 2.001 -0.0071 0.0001 0.0000 0.0001 3.5266

2008-06-19 1.9911 -0.0099 0.0001 0.0001 0.0001 3.1047

2008-06-20 1.9962 0.0051 0.0000 0.0001 0.0001 3.7179

2008-06-21 2.0056 0.0094 0.0001 0.0000 0.0001 3.2047

2008-06-22 2.0073 0.0017 0.0000 0.0001 0.0001 3.8900

2008-06-23 2.0072 -1E-04 0.0000 0.0000 0.0001 3.94342008-06-24 1.9994 -0.0078 0.0001 0.0000 0.0001 3.4331

2008-06-25 1.9964 -0.003 0.0000 0.0001 0.0001 3.8801

2008-06-26 1.9935 -0.0029 0.0000 0.0000 0.0001 3.9047

2008-06-27 1.9992 0.0057 0.0000 0.0000 0.0001 3.6965

2008-06-28 2.0097 0.0105 0.0001 0.0000 0.0001 2.9650

2008-06-29 2.0146 0.0049 0.0000 0.0001 0.0001 3.7440

2008-06-30 2.0146 0 0.0000 0.0000 0.0001 3.9589

2008-07-01 2.0162 0.0016 0.0000 0.0000 0.0001 3.9651

2008-07-02 2.0324 0.0162 0.0003 0.0000 0.0001 1.4872

2008-07-03 2.0295 -0.0029 0.0000 0.0003 0.0001 3.7983

2008-07-04 2.0183 -0.0112 0.0001 0.0000 0.0001 2.9485

2008-07-05 2.0167 -0.0016 0.0000 0.0001 0.0001 3.8285

2008-07-06 2.0196 0.0029 0.0000 0.0000 0.0001 3.8194

2008-07-07 2.0197 1E-04 0.0000 0.0000 0.0001 3.9108

2008-07-08 2.0131 -0.0066 0.0000 0.0000 0.0001 3.5792

2008-07-09 2.0101 -0.003 0.0000 0.0000 0.0001 3.8682

2008-07-10 2.0038 -0.0063 0.0000 0.0000 0.0001 3.6192

2008-07-11 2.0001 -0.0037 0.0000 0.0000 0.0001 3.8470

2008-07-12 2.001 0.0009 0.0000 0.0000 0.0001 3.9782

2008-07-13 2.0057 0.0047 0.0000 0.0000 0.0001 3.8004

2008-07-14 2.0057 0 0.0000 0.0000 0.0001 4.0200

2008-07-15 2.0042 -0.0015 0.0000 0.0000 0.0000 4.0218

2008-07-16 2.0072 0.003 0.0000 0.0000 0.0000 3.9695

2008-07-17 2.0058 -0.0014 0.0000 0.0000 0.0000 4.0570

2008-07-18 2.0037 -0.0021 0.0000 0.0000 0.0000 4.04642008-07-19 2.0075 0.0038 0.0000 0.0000 0.0000 3.9418

2008-07-20 2.0089 0.0014 0.0000 0.0000 0.0000 4.0901

2008-07-21 2.0089 0 0.0000 0.0000 0.0000 4.1278

2008-07-22 2.0046 -0.0043 0.0000 0.0000 0.0000 3.9125

2008-07-23 2.0065 0.0019 0.0000 0.0000 0.0000 4.0930

2008-07-24 2.0124 0.0059 0.0000 0.0000 0.0000 3.7097

2008-07-25 2.0118 -0.0006 0.0000 0.0000 0.0000 4.1210

2008-07-26 2.0211 0.0093 0.0001 0.0000 0.0000 3.0679

Page 9


10/51

WEEKLY

2008-07-27 2.0294 0.0083 0.0001 0.0001 0.0000 3.3275

2008-07-28 2.0294 0 0.0000 0.0001 0.0001 4.0312

2008-07-29 2.0294 0 0.0000 0.0000 0.0000 4.0552

2008-07-30 2.0349 0.0055 0.0000 0.0000 0.0000 3.7466

2008-07-31 2.0267 -0.0082 0.0001 0.0000 0.0000 3.3459

2008-08-01 2.0279 0.0012 0.0000 0.0001 0.0001 4.0172

2008-08-02 2.0261 -0.0018 0.0000 0.0000 0.0000 4.02042008-08-03 2.0274 0.0013 0.0000 0.0000 0.0000 4.0550

2008-08-04 2.0274 0 0.0000 0.0000 0.0000 4.0921

2008-08-05 2.0278 0.0004 0.0000 0.0000 0.0000 4.1088

2008-08-06 2.0366 0.0088 0.0001 0.0000 0.0000 3.1917

2008-08-07 2.0391 0.0025 0.0000 0.0001 0.0000 4.0016

2008-08-08 2.0415 0.0024 0.0000 0.0000 0.0000 4.0200

2008-08-09 2.0432 0.0017 0.0000 0.0000 0.0000 4.0648

2008-08-10 2.0475 0.0043 0.0000 0.0000 0.0000 3.8959

2008-08-11 2.0475 0 0.0000 0.0000 0.0000 4.1115

2008-08-12 2.0447 -0.0028 0.0000 0.0000 0.0000 4.0333

2008-08-13 2.0331 -0.0116 0.0001 0.0000 0.0000 2.4834

2008-08-14 2.0099 -0.0232 0.0005 0.0001 0.0001 -1.28602008-08-15 1.9855 -0.0244 0.0006 0.0005 0.0001 0.5105

2008-08-16 1.9834 -0.0021 0.0000 0.0006 0.0001 3.5234

2008-08-17 1.9748 -0.0086 0.0001 0.0000 0.0001 3.2846

2008-08-18 1.9749 1E-04 0.0000 0.0001 0.0001 3.6110

2008-08-19 1.9773 0.0024 0.0000 0.0000 0.0001 3.6319

2008-08-20 1.9815 0.0042 0.0000 0.0000 0.0001 3.6117

2008-08-21 1.9777 -0.0038 0.0000 0.0000 0.0001 3.6589

2008-08-22 1.9698 -0.0079 0.0001 0.0000 0.0001 3.4022

2008-08-23 1.9498 -0.02 0.0004 0.0001 0.0001 1.3547

2008-08-24 1.94 -0.0098 0.0001 0.0004 0.0001 3.2026

2008-08-25 1.9387 -0.0013 0.0000 0.0001 0.0001 3.6441

2008-08-26 1.9384 -0.0003 0.0000 0.0000 0.0001 3.6973

2008-08-27 1.9354 -0.003 0.0000 0.0000 0.0001 3.6920

2008-08-28 1.9257 -0.0097 0.0001 0.0000 0.0001 3.2125

2008-08-29 1.9199 -0.0058 0.0000 0.0001 0.0001 3.5727

2008-08-30 1.9251 0.0052 0.0000 0.0000 0.0001 3.6276

2008-08-31 1.9361 0.011 0.0001 0.0000 0.0001 3.0288

2008-09-01 1.9357 -0.0004 0.0000 0.0001 0.0001 3.7925

2008-09-02 1.9232 -0.0125 0.0002 0.0000 0.0001 2.7849

2008-09-03 1.9114 -0.0118 0.0001 0.0002 0.0001 2.9364

2008-09-04 1.8983 -0.0131 0.0002 0.0001 0.0001 2.7702

2008-09-05 1.8851 -0.0132 0.0002 0.0002 0.0001 2.7915

2008-09-06 1.8802 -0.0049 0.0000 0.0002 0.0001 3.5635

2008-09-07 1.8749 -0.0053 0.0000 0.0000 0.0001 3.5678

2008-09-08 1.8752 0.0003 0.0000 0.0000 0.0001 3.74722008-09-09 1.8818 0.0066 0.0000 0.0000 0.0001 3.5219

2008-09-10 1.875 -0.0068 0.0000 0.0000 0.0001 3.5125

2008-09-11 1.8819 0.0069 0.0000 0.0000 0.0001 3.5090

2008-09-12 1.8828 0.0009 0.0000 0.0000 0.0001 3.8264

2008-09-13 1.8919 0.0091 0.0001 0.0000 0.0001 3.2722

2008-09-14 1.9006 0.0087 0.0001 0.0001 0.0001 3.3246

2008-09-15 1.9007 1E-04 0.0000 0.0001 0.0001 3.8460

2008-09-16 1.9136 0.0129 0.0002 0.0000 0.0001 2.6497

Page 10


11/51

WEEKLY

2008-09-17 1.9163 0.0027 0.0000 0.0002 0.0001 3.7716

2008-09-18 1.9136 -0.0027 0.0000 0.0000 0.0001 3.8025

2008-09-19 1.9405 0.0269 0.0007 0.0000 0.0001 -1.5039

2008-09-20 1.9185 -0.022 0.0005 0.0007 0.0001 1.6068

2008-09-21 1.9147 -0.0038 0.0000 0.0005 0.0002 3.4331

2008-09-22 1.9146 -1E-04 0.0000 0.0000 0.0001 3.5290

2008-09-23 1.921 0.0064 0.0000 0.0000 0.0001 3.41442008-09-24 1.9195 -0.0015 0.0000 0.0000 0.0001 3.6047

2008-09-25 1.9187 -0.0008 0.0000 0.0000 0.0001 3.6585

2008-09-26 1.9161 -0.0026 0.0000 0.0000 0.0001 3.6722

2008-09-27 1.9028 -0.0133 0.0002 0.0000 0.0001 2.7468

2008-09-28 1.9052 0.0024 0.0000 0.0002 0.0001 3.6780

2008-09-29 1.9051 -1E-04 0.0000 0.0000 0.0001 3.7494

2008-09-30 1.8856 -0.0195 0.0004 0.0000 0.0001 1.4443

2008-10-01 1.89 0.0044 0.0000 0.0004 0.0001 3.5654

2008-10-02 1.8877 -0.0023 0.0000 0.0000 0.0001 3.6678

2008-10-03 1.8863 -0.0014 0.0000 0.0000 0.0001 3.7262

2008-10-04 1.9075 0.0212 0.0004 0.0000 0.0001 1.0744

2008-10-05 1.9167 0.0092 0.0001 0.0004 0.0001 3.24992008-10-06 1.9162 -0.0005 0.0000 0.0001 0.0001 3.6362

2008-10-07 1.9155 -0.0007 0.0000 0.0000 0.0001 3.6819

2008-10-08 1.9259 0.0104 0.0001 0.0000 0.0001 3.1399

2008-10-09 1.9354 0.0095 0.0001 0.0001 0.0001 3.2373

2008-10-10 1.9493 0.0139 0.0002 0.0001 0.0001 2.6824

2008-10-11 1.993 0.0437 0.0019 0.0002 0.0001 -5.7741

2008-10-12 1.9966 0.0036 0.0000 0.0019 0.0002 3.2028

2008-10-13 1.996 -0.0006 0.0000 0.0000 0.0002 3.2839

2008-10-14 2.0061 0.0101 0.0001 0.0000 0.0002 3.0857

2008-10-15 2.002 -0.0041 0.0000 0.0001 0.0002 3.3297

2008-10-16 2.0349 0.0329 0.0011 0.0000 0.0002 0.2104

2008-10-17 2.0516 0.0167 0.0003 0.0011 0.0002 2.6676

2008-10-18 2.0477 -0.0039 0.0000 0.0003 0.0002 3.2227

2008-10-19 2.0401 -0.0076 0.0001 0.0000 0.0002 3.1737

2008-10-20 2.0397 -0.0004 0.0000 0.0001 0.0002 3.3535

2008-10-21 2.0501 0.0104 0.0001 0.0000 0.0002 3.0986

2008-10-22 2.0486 -0.0015 0.0000 0.0001 0.0002 3.4295

2008-10-23 2.0239 -0.0247 0.0006 0.0000 0.0001 1.4317

2008-10-24 2.0406 0.0167 0.0003 0.0006 0.0002 2.6233

2008-10-25 2.0039 -0.0367 0.0013 0.0003 0.0002 -0.2174

2008-10-26 2.0329 0.029 0.0008 0.0013 0.0003 1.6661

2008-10-27 2.0289 -0.004 0.0000 0.0008 0.0003 3.0839

2008-10-28 2.0003 -0.0286 0.0008 0.0000 0.0003 1.7193

2008-10-29 2.0166 0.0163 0.0003 0.0008 0.0003 2.6900

2008-10-30 2.0286 0.012 0.0001 0.0003 0.0003 2.89342008-10-31 1.9903 -0.0383 0.0015 0.0001 0.0003 0.5643

2008-11-01 1.9697 -0.0206 0.0004 0.0015 0.0004 2.4588

2008-11-02 1.9449 -0.0248 0.0006 0.0004 0.0004 2.1947

2008-11-03 1.945 1E-04 0.0000 0.0006 0.0004 3.0291

2008-11-04 1.9281 -0.0169 0.0003 0.0000 0.0003 2.6567

2008-11-05 1.8598 -0.0683 0.0047 0.0003 0.0003 -4.2848

2008-11-06 1.8425 -0.0173 0.0003 0.0047 0.0007 2.5143

2008-11-07 1.8611 0.0186 0.0003 0.0003 0.0006 2.4988

Page 11


12/51

WEEKLY

2008-11-08 1.8707 0.0096 0.0001 0.0003 0.0006 2.7389

2008-11-09 1.8588 -0.0119 0.0001 0.0001 0.0005 2.7361

2008-11-10 1.8589 1E-04 0.0000 0.0001 0.0005 2.9261

2008-11-11 1.8586 -0.0003 0.0000 0.0000 0.0004 2.9884

2008-11-12 1.8632 0.0046 0.0000 0.0000 0.0004 3.0205

2008-11-13 1.8518 -0.0114 0.0001 0.0000 0.0003 2.9038

2008-11-14 1.8357 -0.0161 0.0003 0.0001 0.0003 2.70652008-11-15 1.8055 -0.0302 0.0009 0.0003 0.0003 1.5460

2008-11-16 1.8203 0.0148 0.0002 0.0009 0.0003 2.7601

2008-11-17 1.82 -0.0003 0.0000 0.0002 0.0003 3.1273

2008-11-18 1.8271 0.0071 0.0001 0.0000 0.0003 3.0944

2008-11-19 1.8423 0.0152 0.0002 0.0001 0.0002 2.7667

2008-11-20 1.8521 0.0098 0.0001 0.0002 0.0002 3.0518

2008-11-21 1.8792 0.0271 0.0007 0.0001 0.0002 1.6192

2008-11-22 1.9069 0.0277 0.0008 0.0007 0.0003 1.7184

2008-11-23 1.8895 -0.0174 0.0003 0.0008 0.0003 2.6320

2008-11-24 1.8888 -0.0007 0.0000 0.0003 0.0003 3.1645

2008-11-25 1.8884 -0.0004 0.0000 0.0000 0.0003 3.2243

2008-11-26 1.8742 -0.0142 0.0002 0.0000 0.0002 2.83292008-11-27 1.8885 0.0143 0.0002 0.0002 0.0002 2.8278

2008-11-28 1.8919 0.0034 0.0000 0.0002 0.0002 3.2878

2008-11-29 1.9009 0.009 0.0001 0.0000 0.0002 3.1545

2008-11-30 1.9036 0.0027 0.0000 0.0001 0.0002 3.3846

2008-12-01 1.9033 -0.0003 0.0000 0.0000 0.0002 3.4577

2008-12-02 1.881 -0.0223 0.0005 0.0000 0.0001 1.7594

2008-12-03 1.8555 -0.0255 0.0007 0.0005 0.0002 1.5003

2008-12-04 1.8581 0.0026 0.0000 0.0007 0.0002 3.3101

2008-12-05 1.8515 -0.0066 0.0000 0.0000 0.0002 3.2630

2008-12-06 1.8789 0.0274 0.0008 0.0000 0.0002 1.1963

2008-12-07 1.8656 -0.0133 0.0002 0.0008 0.0002 2.8929

2008-12-08 1.8649 -0.0007 0.0000 0.0002 0.0002 3.3267

2008-12-09 1.8681 0.0032 0.0000 0.0000 0.0002 3.3562

2008-12-10 1.8614 -0.0067 0.0000 0.0000 0.0002 3.3004

2008-12-11 1.8612 -0.0002 0.0000 0.0000 0.0002 3.4778

2008-12-12 1.8564 -0.0048 0.0000 0.0000 0.0001 3.4461

2008-12-13 1.8595 0.0031 0.0000 0.0000 0.0001 3.5354

2008-12-14 1.8543 -0.0052 0.0000 0.0000 0.0001 3.5014

2008-12-15 1.8609 0.0066 0.0000 0.0000 0.0001 3.4516

2008-12-16 1.8639 0.003 0.0000 0.0000 0.0001 3.6402

2008-12-17 1.8826 0.0187 0.0003 0.0000 0.0001 1.8323

2008-12-18 1.8682 -0.0144 0.0002 0.0003 0.0001 2.7094

2008-12-19 1.8363 -0.0319 0.0010 0.0002 0.0001 -0.6369

2008-12-20 1.8244 -0.0119 0.0001 0.0010 0.0002 2.9906

2008-12-21 1.8129 -0.0115 0.0001 0.0001 0.0002 3.02172008-12-22 1.8128 -1E-04 0.0000 0.0001 0.0002 3.4036

2008-12-23 1.8042 -0.0086 0.0001 0.0000 0.0002 3.2238

2008-12-24 1.8037 -0.0005 0.0000 0.0001 0.0001 3.4895

2008-12-25 1.7925 -0.0112 0.0001 0.0000 0.0001 3.0720

2008-12-26 1.7898 -0.0027 0.0000 0.0001 0.0001 3.5239

2008-12-27 1.7937 0.0039 0.0000 0.0000 0.0001 3.5356

2008-12-28 1.7774 -0.0163 0.0003 0.0000 0.0001 2.4256

2008-12-29 1.7772 -0.0002 0.0000 0.0003 0.0001 3.5895

Page 12


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WEEKLY

2008-12-30 1.7804 0.0032 0.0000 0.0000 0.0001 3.5920

2008-12-31 1.7686 -0.0118 0.0001 0.0000 0.0001 2.9919

2009-01-01 1.7658 -0.0028 0.0000 0.0001 0.0001 3.6303

2009-01-02 1.782 0.0162 0.0003 0.0000 0.0001 2.3330

2009-01-03 1.7759 -0.0061 0.0000 0.0003 0.0001 3.4729

2009-01-04 1.7501 -0.0258 0.0007 0.0000 0.0001 0.4185

2009-01-05 1.7499 -0.0002 0.0000 0.0007 0.0001 3.48952009-01-06 1.7536 0.0037 0.0000 0.0000 0.0001 3.4906

2009-01-07 1.7452 -0.0084 0.0001 0.0000 0.0001 3.2980

2009-01-08 1.7756 0.0304 0.0009 0.0001 0.0001 -0.3650

2009-01-09 1.8059 0.0303 0.0009 0.0009 0.0002 0.8616

2009-01-10 1.8029 -0.003 0.0000 0.0009 0.0002 3.2328

2009-01-11 1.7967 -0.0062 0.0000 0.0000 0.0002 3.2176

2009-01-12 1.7964 -0.0003 0.0000 0.0000 0.0002 3.3561

2009-01-13 1.7948 -0.0016 0.0000 0.0000 0.0002 3.4046

2009-01-14 1.7927 -0.0021 0.0000 0.0000 0.0002 3.4514

2009-01-15 1.7852 -0.0075 0.0001 0.0000 0.0001 3.3166

2009-01-16 1.8239 0.0387 0.0015 0.0001 0.0001 -2.1587

2009-01-17 1.8426 0.0187 0.0003 0.0015 0.0002 2.52192009-01-18 1.8304 -0.0122 0.0001 0.0003 0.0002 2.9349

2009-01-19 1.8312 0.0008 0.0000 0.0001 0.0002 3.2687

2009-01-20 1.8296 -0.0016 0.0000 0.0000 0.0002 3.3213

2009-01-21 1.7781 -0.0515 0.0027 0.0000 0.0002 -3.8518

2009-01-22 1.7502 -0.0279 0.0008 0.0027 0.0004 1.9983

2009-01-23 1.7461 -0.0041 0.0000 0.0008 0.0004 2.9688

2009-01-24 1.7199 -0.0262 0.0007 0.0000 0.0004 2.0890

2009-01-25 1.6986 -0.0213 0.0005 0.0007 0.0004 2.4198

2009-01-26 1.6987 1E-04 0.0000 0.0005 0.0004 3.0357

2009-01-27 1.6898 -0.0089 0.0001 0.0000 0.0003 2.9750

2009-01-28 1.7234 0.0336 0.0011 0.0001 0.0003 1.2299

2009-01-29 1.7389 0.0155 0.0002 0.0011 0.0004 2.7146

2009-01-30 1.7321 -0.0068 0.0000 0.0002 0.0003 3.0145

2009-01-31 1.7594 0.0273 0.0007 0.0000 0.0003 1.8933

2009-02-01 1.7863 0.0269 0.0007 0.0007 0.0003 1.9876

2009-02-02 1.7857 -0.0006 0.0000 0.0007 0.0003 3.0600

2009-02-03 1.766 -0.0197 0.0004 0.0000 0.0003 2.4944

2009-02-04 1.7724 0.0064 0.0000 0.0004 0.0003 3.0594

2009-02-05 1.7782 0.0058 0.0000 0.0000 0.0003 3.1189

2009-02-06 1.7863 0.0081 0.0001 0.0000 0.0002 3.1008

2009-02-07 1.8151 0.0288 0.0008 0.0001 0.0002 1.4408

2009-02-08 1.8018 -0.0133 0.0002 0.0008 0.0003 2.8624

2009-02-09 1.8018 0 0.0000 0.0002 0.0003 3.2200

2009-02-10 1.8135 0.0117 0.0001 0.0000 0.0002 2.9756

2009-02-11 1.8104 -0.0031 0.0000 0.0001 0.0002 3.28602009-02-12 1.7961 -0.0143 0.0002 0.0000 0.0002 2.8273

2009-02-13 1.7775 -0.0186 0.0003 0.0002 0.0002 2.4496

2009-02-14 1.7833 0.0058 0.0000 0.0003 0.0002 3.2630

2009-02-15 1.7722 -0.0111 0.0001 0.0000 0.0002 3.0514

2009-02-16 1.7711 -0.0011 0.0000 0.0001 0.0002 3.4170

2009-02-17 1.77 -0.0011 0.0000 0.0000 0.0002 3.4704

2009-02-18 1.7861 0.0161 0.0003 0.0000 0.0001 2.5847

2009-02-19 1.7945 0.0084 0.0001 0.0003 0.0001 3.2561

Page 13


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WEEKLY

2009-02-20 1.796 0.0015 0.0000 0.0001 0.0001 3.5204

2009-02-21 1.7968 0.0008 0.0000 0.0000 0.0001 3.5763

2009-02-22 1.8056 0.0088 0.0001 0.0000 0.0001 3.2834

2009-02-23 1.8049 -0.0007 0.0000 0.0001 0.0001 3.6429

2009-02-24 1.81 0.0051 0.0000 0.0000 0.0001 3.5603

2009-02-25 1.8098 -0.0002 0.0000 0.0000 0.0001 3.7247

2009-02-26 1.7987 -0.0111 0.0001 0.0000 0.0001 3.04242009-02-27 1.7856 -0.0131 0.0002 0.0001 0.0001 2.7768

2009-02-28 1.7957 0.0101 0.0001 0.0002 0.0001 3.1751

2009-03-01 1.8258 0.0301 0.0009 0.0001 0.0001 -1.0260

2009-03-02 1.8259 1E-04 0.0000 0.0009 0.0002 3.4441

2009-03-03 1.8141 -0.0118 0.0001 0.0000 0.0001 3.0202

2009-03-04 1.8128 -0.0013 0.0000 0.0001 0.0001 3.5018

2009-03-05 1.8139 0.0011 0.0000 0.0000 0.0001 3.5542

2009-03-06 1.8105 -0.0034 0.0000 0.0000 0.0001 3.5590

2009-03-07 1.8202 0.0097 0.0001 0.0000 0.0001 3.2127

2009-03-08 1.8128 -0.0074 0.0001 0.0001 0.0001 3.4004

2009-03-09 1.8126 -0.0002 0.0000 0.0001 0.0001 3.6835

2009-03-10 1.8037 -0.0089 0.0001 0.0000 0.0001 3.29762009-03-11 1.7821 -0.0216 0.0005 0.0001 0.0001 1.1645

2009-03-12 1.7653 -0.0168 0.0003 0.0005 0.0001 2.4288

2009-03-13 1.7805 0.0152 0.0002 0.0003 0.0001 2.6769

2009-03-14 1.7788 -0.0017 0.0000 0.0002 0.0001 3.5082

2009-03-15 1.7794 0.0006 0.0000 0.0000 0.0001 3.5675

2009-03-16 1.7794 0 0.0000 0.0000 0.0001 3.6184

2009-03-17 1.7874 0.008 0.0001 0.0000 0.0001 3.3588

2009-03-18 1.7863 -0.0011 0.0000 0.0001 0.0001 3.6792

2009-03-19 1.7763 -0.01 0.0001 0.0000 0.0001 3.1843

2009-03-20 1.7804 0.0041 0.0000 0.0001 0.0001 3.6351

2009-03-21 1.7931 0.0127 0.0002 0.0000 0.0001 2.8242

2009-03-22 1.7931 0 0.0000 0.0002 0.0001 3.7253

2009-03-23 1.793 -1E-04 0.0000 0.0000 0.0001 3.7686

2009-03-24 1.7919 -0.0011 0.0000 0.0000 0.0001 3.8021

2009-03-25 1.7947 0.0028 0.0000 0.0000 0.0001 3.7940

2009-03-26 1.7994 0.0047 0.0000 0.0000 0.0001 3.7174

2009-03-27 1.7893 -0.0101 0.0001 0.0000 0.0001 3.1173

2009-03-28 1.7741 -0.0152 0.0002 0.0001 0.0001 2.2021

2009-03-29 1.7769 0.0028 0.0000 0.0002 0.0001 3.7291

2009-03-30 1.776 -0.0009 0.0000 0.0000 0.0001 3.8075

2009-03-31 1.7745 -0.0015 0.0000 0.0000 0.0001 3.8354

2009-04-01 1.7986 0.0241 0.0006 0.0000 0.0001 -0.4472

2009-04-02 1.8158 0.0172 0.0003 0.0006 0.0001 2.2971

2009-04-03 1.8247 0.0089 0.0001 0.0003 0.0001 3.2580

2009-04-04 1.8256 0.0009 0.0000 0.0001 0.0001 3.59322009-04-05 1.8235 -0.0021 0.0000 0.0000 0.0001 3.6246

2009-04-06 1.8235 0 0.0000 0.0000 0.0001 3.6899

2009-04-07 1.8285 0.005 0.0000 0.0000 0.0001 3.5971

2009-04-08 1.8245 -0.004 0.0000 0.0000 0.0001 3.6717

2009-04-09 1.8193 -0.0052 0.0000 0.0000 0.0001 3.6293

2009-04-10 1.8098 -0.0095 0.0001 0.0000 0.0001 3.2297

2009-04-11 1.7954 -0.0144 0.0002 0.0001 0.0001 2.4797

2009-04-12 1.7975 0.0021 0.0000 0.0002 0.0001 3.7191

Page 14


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WEEKLY

2009-04-13 1.7973 -0.0002 0.0000 0.0000 0.0001 3.7838

2009-04-14 1.8011 0.0038 0.0000 0.0000 0.0001 3.7293

2009-04-15 1.8114 0.0103 0.0001 0.0000 0.0001 3.1119

2009-04-16 1.8099 -0.0015 0.0000 0.0001 0.0001 3.8140

2009-04-17 1.8021 -0.0078 0.0001 0.0000 0.0001 3.4301

2009-04-18 1.7985 -0.0036 0.0000 0.0001 0.0001 3.7717

2009-04-19 1.7939 -0.0046 0.0000 0.0000 0.0001 3.73232009-04-20 1.7938 -1E-04 0.0000 0.0000 0.0001 3.9122

2009-04-21 1.7921 -0.0017 0.0000 0.0000 0.0001 3.9208

2009-04-22 1.8047 0.0126 0.0002 0.0000 0.0001 2.5635

2009-04-23 1.8066 0.0019 0.0000 0.0002 0.0001 3.8648

2009-04-24 1.797 -0.0096 0.0001 0.0000 0.0001 3.1828

2009-04-25 1.7882 -0.0088 0.0001 0.0001 0.0001 3.3072

2009-04-26 1.7787 -0.0095 0.0001 0.0001 0.0001 3.2154

2009-04-27 1.7743 -0.0044 0.0000 0.0001 0.0001 3.7220

2009-04-28 1.7747 0.0004 0.0000 0.0000 0.0001 3.8818

2009-04-29 1.7824 0.0077 0.0001 0.0000 0.0001 3.4467

2009-04-30 1.7805 -0.0019 0.0000 0.0001 0.0001 3.8820

2009-05-01 1.7708 -0.0097 0.0001 0.0000 0.0001 3.15812009-05-02 1.7649 -0.0059 0.0000 0.0001 0.0001 3.6365

2009-05-03 1.7677 0.0028 0.0000 0.0000 0.0001 3.8549

2009-05-04 1.7677 0 0.0000 0.0000 0.0001 3.9442

2009-05-05 1.7654 -0.0023 0.0000 0.0000 0.0001 3.9277

2009-05-06 1.7666 0.0012 0.0000 0.0000 0.0001 3.9857

2009-05-07 1.7695 0.0029 0.0000 0.0000 0.0001 3.9418

2009-05-08 1.7613 -0.0082 0.0001 0.0000 0.0000 3.3572

2009-05-09 1.7506 -0.0107 0.0001 0.0001 0.0001 2.9172

2009-05-10 1.7498 -0.0008 0.0000 0.0001 0.0001 3.9427

2009-05-11 1.75 0.0002 0.0000 0.0000 0.0001 3.9776

2009-05-12 1.7499 -1E-04 0.0000 0.0000 0.0001 4.0060

2009-05-13 1.768 0.0181 0.0003 0.0000 0.0001 0.7608

2009-05-14 1.7698 0.0018 0.0000 0.0003 0.0001 3.8101

2009-05-15 1.7775 0.0077 0.0001 0.0000 0.0001 3.4415

2009-05-16 1.7836 0.0061 0.0000 0.0001 0.0001 3.5999

2009-05-17 1.7864 0.0028 0.0000 0.0000 0.0001 3.8219

2009-05-18 1.7863 -1E-04 0.0000 0.0000 0.0001 3.9094

2009-05-19 1.7845 -0.0018 0.0000 0.0000 0.0001 3.9154

2009-05-20 1.7876 0.0031 0.0000 0.0000 0.0001 3.8859

2009-05-21 1.7891 0.0015 0.0000 0.0000 0.0001 3.9714

2009-05-22 1.7962 0.0071 0.0001 0.0000 0.0001 3.5286

2009-05-23 1.7921 -0.0041 0.0000 0.0001 0.0001 3.8439

2009-05-24 1.7819 -0.0102 0.0001 0.0000 0.0001 3.0114

2009-05-25 1.782 1E-04 0.0000 0.0001 0.0001 3.9597

2009-05-26 1.7868 0.0048 0.0000 0.0000 0.0001 3.77812009-05-27 1.7877 0.0009 0.0000 0.0000 0.0001 3.9909

2009-05-28 1.7822 -0.0055 0.0000 0.0000 0.0001 3.7270

2009-05-29 1.7827 0.0005 0.0000 0.0000 0.0001 4.0214

2009-05-30 1.7706 -0.0121 0.0001 0.0000 0.0000 2.5383

2009-05-31 1.7661 -0.0045 0.0000 0.0001 0.0001 3.7817

2009-06-01 1.7662 1E-04 0.0000 0.0000 0.0001 3.9698

2009-06-02 1.7737 0.0075 0.0001 0.0000 0.0001 3.4733

2009-06-03 1.7909 0.0172 0.0003 0.0001 0.0001 1.3114

Page 15


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WEEKLY

2009-06-04 1.798 0.0071 0.0001 0.0003 0.0001 3.4901

2009-06-05 1.7989 0.0009 0.0000 0.0001 0.0001 3.8231

2009-06-06 1.7749 -0.024 0.0006 0.0000 0.0001 -0.2602

2009-06-07 1.7869 0.012 0.0001 0.0006 0.0001 2.9873

2009-06-08 1.7867 -0.0002 0.0000 0.0001 0.0001 3.6200

2009-06-09 1.7854 -0.0013 0.0000 0.0000 0.0001 3.6598

2009-06-10 1.7917 0.0063 0.0000 0.0000 0.0001 3.50372009-06-11 1.805 0.0133 0.0002 0.0000 0.0001 2.7566

2009-06-12 1.8149 0.0099 0.0001 0.0002 0.0001 3.1963

2009-06-13 1.8346 0.0197 0.0004 0.0001 0.0001 1.7024

2009-06-14 1.8388 0.0042 0.0000 0.0004 0.0001 3.5187

2009-06-15 1.8388 0 0.0000 0.0000 0.0001 3.6339

2009-06-16 1.8432 0.0044 0.0000 0.0000 0.0001 3.5853

2009-06-17 1.8508 0.0076 0.0001 0.0000 0.0001 3.4102

2009-06-18 1.8547 0.0039 0.0000 0.0001 0.0001 3.6509

2009-06-19 1.849 -0.0057 0.0000 0.0000 0.0001 3.5780

2009-06-20 1.8559 0.0069 0.0000 0.0000 0.0001 3.4988

2009-06-21 1.8698 0.0139 0.0002 0.0000 0.0001 2.5749

2009-06-22 1.87 0.0002 0.0000 0.0002 0.0001 3.74802009-06-23 1.8781 0.0081 0.0001 0.0000 0.0001 3.3864

2009-06-24 1.8829 0.0048 0.0000 0.0001 0.0001 3.6523

2009-06-25 1.8916 0.0087 0.0001 0.0000 0.0001 3.3255

2009-06-26 1.8929 0.0013 0.0000 0.0001 0.0001 3.8077

2009-06-27 1.8954 0.0025 0.0000 0.0000 0.0001 3.8124

2009-06-28 1.9034 0.008 0.0001 0.0000 0.0001 3.4090

2009-06-29 1.9033 -1E-04 0.0000 0.0001 0.0001 3.8824

2009-06-30 1.9083 0.005 0.0000 0.0000 0.0001 3.7188

2009-07-01 1.9161 0.0078 0.0001 0.0000 0.0001 3.4347

2009-07-02 1.9025 -0.0136 0.0002 0.0001 0.0001 2.4399

2009-07-03 1.893 -0.0095 0.0001 0.0002 0.0001 3.2266

2009-07-04 1.8967 0.0037 0.0000 0.0001 0.0001 3.7341

2009-07-05 1.8944 -0.0023 0.0000 0.0000 0.0001 3.8175

2009-07-06 1.8945 1E-04 0.0000 0.0000 0.0001 3.8877

2009-07-07 1.8862 -0.0083 0.0001 0.0000 0.0001 3.3700

2009-07-08 1.8814 -0.0048 0.0000 0.0001 0.0001 3.7285

2009-07-09 1.8733 -0.0081 0.0001 0.0000 0.0001 3.3961

2009-07-10 1.8792 0.0059 0.0000 0.0001 0.0001 3.6391

2009-07-11 1.8895 0.0103 0.0001 0.0000 0.0001 3.0718

2009-07-12 1.8854 -0.0041 0.0000 0.0001 0.0001 3.7597

2009-07-13 1.8854 0 0.0000 0.0000 0.0001 3.9084

2009-07-14 1.88 -0.0054 0.0000 0.0000 0.0001 3.6986

2009-07-15 1.8643 -0.0157 0.0002 0.0000 0.0001 1.8567

2009-07-16 1.846 -0.0183 0.0003 0.0002 0.0001 1.6138

2009-07-17 1.8352 -0.0108 0.0001 0.0003 0.0001 3.10102009-07-18 1.8267 -0.0085 0.0001 0.0001 0.0001 3.3263

2009-07-19 1.8175 -0.0092 0.0001 0.0001 0.0001 3.2655

2009-07-20 1.8178 0.0003 0.0000 0.0001 0.0001 3.7099

2009-07-21 1.8228 0.005 0.0000 0.0000 0.0001 3.6111

2009-07-22 1.8216 -0.0012 0.0000 0.0000 0.0001 3.7749

2009-07-23 1.8113 -0.0103 0.0001 0.0000 0.0001 3.1256

2009-07-24 1.8073 -0.004 0.0000 0.0001 0.0001 3.7020

2009-07-25 1.7894 -0.0179 0.0003 0.0000 0.0001 1.6827

Page 16


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WEEKLY

2009-07-26 1.7839 -0.0055 0.0000 0.0003 0.0001 3.5509

2009-07-27 1.7842 0.0003 0.0000 0.0000 0.0001 3.7388

2009-07-28 1.7835 -0.0007 0.0000 0.0000 0.0001 3.7790

2009-07-29 1.7813 -0.0022 0.0000 0.0000 0.0001 3.7904

2009-07-30 1.7798 -0.0015 0.0000 0.0000 0.0001 3.8419

2009-07-31 1.786 0.0062 0.0000 0.0000 0.0001 3.6022

2009-08-01 1.7899 0.0039 0.0000 0.0000 0.0001 3.78472009-08-02 1.7997 0.0098 0.0001 0.0000 0.0001 3.1509

2009-08-03 1.7999 0.0002 0.0000 0.0001 0.0001 3.8929

2009-08-04 1.8031 0.0032 0.0000 0.0000 0.0001 3.8443

2009-08-05 1.8094 0.0063 0.0000 0.0000 0.0001 3.6143

2009-08-06 1.8202 0.0108 0.0001 0.0000 0.0001 2.9585

2009-08-07 1.8138 -0.0064 0.0000 0.0001 0.0001 3.5870

2009-08-08 1.8072 -0.0066 0.0000 0.0000 0.0001 3.5690

2009-08-09 1.8027 -0.0045 0.0000 0.0000 0.0001 3.7538

2009-08-10 1.8029 0.0002 0.0000 0.0000 0.0001 3.9318

2009-08-11 1.8001 -0.0028 0.0000 0.0000 0.0001 3.8953

2009-08-12 1.8029 0.0028 0.0000 0.0000 0.0001 3.9154

2009-08-13 1.8101 0.0072 0.0001 0.0000 0.0001 3.51472009-08-14 1.7994 -0.0107 0.0001 0.0001 0.0001 2.9358

2009-08-15 1.8033 0.0039 0.0000 0.0001 0.0001 3.8103

2009-08-16 1.8153 0.012 0.0001 0.0000 0.0001 2.7212

2009-08-17 1.8152 -1E-04 0.0000 0.0001 0.0001 3.8878

2009-08-18 1.8115 -0.0037 0.0000 0.0000 0.0001 3.8125

2009-08-19 1.8159 0.0044 0.0000 0.0000 0.0001 3.7825

2009-08-20 1.819 0.0031 0.0000 0.0000 0.0001 3.8781

2009-08-21 1.8072 -0.0118 0.0001 0.0000 0.0001 2.7217

2009-08-22 1.7912 -0.016 0.0003 0.0001 0.0001 1.9017

2009-08-23 1.7837 -0.0075 0.0001 0.0003 0.0001 3.4449

2009-08-24 1.7837 0 0.0000 0.0001 0.0001 3.8030

2009-08-25 1.7761 -0.0076 0.0001 0.0000 0.0001 3.4477

2009-08-26 1.7671 -0.009 0.0001 0.0001 0.0001 3.2886

2009-08-27 1.7764 0.0093 0.0001 0.0001 0.0001 3.2526

2009-08-28 1.777 0.0006 0.0000 0.0001 0.0001 3.8215

2009-08-29 1.771 -0.006 0.0000 0.0000 0.0001 3.6061

2009-08-30 1.7745 0.0035 0.0000 0.0000 0.0001 3.7863

2009-08-31 1.7745 0 0.0000 0.0000 0.0001 3.9031

2009-09-01 1.7821 0.0076 0.0001 0.0000 0.0001 3.4601

2009-09-02 1.7801 -0.002 0.0000 0.0001 0.0001 3.8951

2009-09-03 1.7877 0.0076 0.0001 0.0000 0.0001 3.4607

2009-09-04 1.7989 0.0112 0.0001 0.0001 0.0001 2.8930

2009-09-05 1.7915 -0.0074 0.0001 0.0001 0.0001 3.4786

2009-09-06 1.7833 -0.0082 0.0001 0.0001 0.0001 3.3847

2009-09-07 1.7831 -0.0002 0.0000 0.0001 0.0001 3.88112009-09-08 1.7702 -0.0129 0.0002 0.0000 0.0001 2.5983

2009-09-09 1.7686 -0.0016 0.0000 0.0002 0.0001 3.8269

2009-09-10 1.7826 0.014 0.0002 0.0000 0.0001 2.4362

2009-09-11 1.7916 0.009 0.0001 0.0002 0.0001 3.2915

2009-09-12 1.7961 0.0045 0.0000 0.0001 0.0001 3.6708

2009-09-13 1.7923 -0.0038 0.0000 0.0000 0.0001 3.7303

2009-09-14 1.7925 0.0002 0.0000 0.0000 0.0001 3.8552

2009-09-15 1.7992 0.0067 0.0000 0.0000 0.0001 3.5532

Page 17


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WEEKLY

2009-09-16 1.7885 -0.0107 0.0001 0.0000 0.0001 3.0244

2009-09-17 1.7635 -0.025 0.0006 0.0001 0.0001 -0.5577

2009-09-18 1.756 -0.0075 0.0001 0.0006 0.0001 3.3666

2009-09-19 1.7474 -0.0086 0.0001 0.0001 0.0001 3.3007

2009-09-20 1.7384 -0.009 0.0001 0.0001 0.0001 3.2736

2009-09-21 1.7382 -0.0002 0.0000 0.0001 0.0001 3.6647

2009-09-22 1.7413 0.0031 0.0000 0.0000 0.0001 3.66042009-09-23 1.7466 0.0053 0.0000 0.0000 0.0001 3.5906

2009-09-24 1.753 0.0064 0.0000 0.0000 0.0001 3.5321

2009-09-25 1.7501 -0.0029 0.0000 0.0000 0.0001 3.7450

2009-09-26 1.7428 -0.0073 0.0001 0.0000 0.0001 3.4755

2009-09-27 1.7391 -0.0037 0.0000 0.0001 0.0001 3.7465

2009-09-28 1.7393 0.0002 0.0000 0.0000 0.0001 3.8684

2009-09-29 1.7334 -0.0059 0.0000 0.0000 0.0001 3.6351

2009-09-30 1.7282 -0.0052 0.0000 0.0000 0.0001 3.7010

2009-10-01 1.7248 -0.0034 0.0000 0.0000 0.0001 3.8348

2009-10-02 1.7138 -0.011 0.0001 0.0000 0.0001 2.9223

2009-10-03 1.7254 0.0116 0.0001 0.0001 0.0001 2.8689

2009-10-04 1.7208 -0.0046 0.0000 0.0001 0.0001 3.70292009-10-05 1.7211 0.0003 0.0000 0.0000 0.0001 3.8728

2009-10-06 1.7149 -0.0062 0.0000 0.0000 0.0001 3.6088

2009-10-07 1.6972 -0.0177 0.0003 0.0000 0.0001 1.4355

2009-10-08 1.6849 -0.0123 0.0002 0.0003 0.0001 2.8775

2009-10-09 1.6928 0.0079 0.0001 0.0002 0.0001 3.3909

2009-10-10 1.6758 -0.017 0.0003 0.0001 0.0001 2.1135

2009-10-11 1.6502 -0.0256 0.0007 0.0003 0.0001 0.5430

2009-10-12 1.6502 0 0.0000 0.0007 0.0001 3.4841

2009-10-13 1.6419 -0.0083 0.0001 0.0000 0.0001 3.2812

2009-10-14 1.6336 -0.0083 0.0001 0.0001 0.0001 3.2944

2009-10-15 1.6414 0.0078 0.0001 0.0001 0.0001 3.3392

2009-10-16 1.6581 0.0167 0.0003 0.0001 0.0001 2.4031

2009-10-17 1.6899 0.0318 0.0010 0.0003 0.0001 -0.4040

2009-10-18 1.6949 0.005 0.0000 0.0010 0.0002 3.2801

2009-10-19 1.6945 -0.0004 0.0000 0.0000 0.0002 3.3928

2009-10-20 1.691 -0.0035 0.0000 0.0000 0.0002 3.4100

2009-10-21 1.6979 0.0069 0.0000 0.0000 0.0001 3.3346

2009-10-22 1.7292 0.0313 0.0010 0.0000 0.0001 -0.0859

2009-10-23 1.7378 0.0086 0.0001 0.0010 0.0002 3.1501

2009-10-24 1.7317 -0.0061 0.0000 0.0001 0.0002 3.2728

2009-10-25 1.7171 -0.0146 0.0002 0.0000 0.0002 2.7946

2009-10-26 1.7166 -0.0005 0.0000 0.0002 0.0002 3.4175

2009-10-27 1.7219 0.0053 0.0000 0.0000 0.0002 3.3808

2009-10-28 1.7452 0.0233 0.0005 0.0000 0.0001 1.5827

2009-10-29 1.7522 0.007 0.0000 0.0005 0.0002 3.27392009-10-30 1.7691 0.0169 0.0003 0.0000 0.0002 2.5532

2009-10-31 1.7714 0.0023 0.0000 0.0003 0.0002 3.4185

2009-11-01 1.7824 0.011 0.0001 0.0000 0.0001 3.0808

2009-11-02 1.7817 -0.0007 0.0000 0.0001 0.0001 3.5015

2009-11-03 1.771 -0.0107 0.0001 0.0000 0.0001 3.1147

2009-11-04 1.7613 -0.0097 0.0001 0.0001 0.0001 3.1962

2009-11-05 1.7542 -0.0071 0.0001 0.0001 0.0001 3.3783

2009-11-06 1.7611 0.0069 0.0000 0.0001 0.0001 3.4082

Page 18


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WEEKLY

2009-11-07 1.7715 0.0104 0.0001 0.0000 0.0001 3.1470

2009-11-08 1.7851 0.0136 0.0002 0.0001 0.0001 2.7915

2009-11-09 1.7854 0.0003 0.0000 0.0002 0.0001 3.6220

2009-11-10 1.7805 -0.0049 0.0000 0.0000 0.0001 3.5538

2009-11-11 1.7645 -0.016 0.0003 0.0000 0.0001 2.3753

2009-11-12 1.7466 -0.0179 0.0003 0.0003 0.0001 2.1750

2009-11-13 1.7354 -0.0112 0.0001 0.0003 0.0001 3.07292009-11-14 1.7517 0.0163 0.0003 0.0001 0.0001 2.5086

2009-11-15 1.7523 0.0006 0.0000 0.0003 0.0001 3.5367

2009-11-16 1.7529 0.0006 0.0000 0.0000 0.0001 3.5871

2009-11-17 1.7534 0.0005 0.0000 0.0000 0.0001 3.6363

2009-11-18 1.7688 0.0154 0.0002 0.0000 0.0001 2.5029

2009-11-19 1.7649 -0.0039 0.0000 0.0002 0.0001 3.5646

2009-11-20 1.768 0.0031 0.0000 0.0000 0.0001 3.6272

2009-11-21 1.7682 0.0002 0.0000 0.0000 0.0001 3.7153

2009-11-22 1.7666 -0.0016 0.0000 0.0000 0.0001 3.7445

2009-11-23 1.7666 0 0.0000 0.0000 0.0001 3.7996

2009-11-24 1.7585 -0.0081 0.0001 0.0000 0.0001 3.3937

2009-11-25 1.7548 -0.0037 0.0000 0.0001 0.0001 3.74572009-11-26 1.753 -0.0018 0.0000 0.0000 0.0001 3.8445

2009-11-27 1.747 -0.006 0.0000 0.0000 0.0001 3.6246

2009-11-28 1.7495 0.0025 0.0000 0.0000 0.0001 3.8621

2009-11-29 1.7512 0.0017 0.0000 0.0000 0.0001 3.9157

2009-11-30 1.7511 -1E-04 0.0000 0.0000 0.0001 3.9684

2009-12-01 1.7437 -0.0074 0.0001 0.0000 0.0001 3.4872

2009-12-02 1.7337 -0.01 0.0001 0.0001 0.0001 3.0790

2009-12-03 1.7399 0.0062 0.0000 0.0001 0.0001 3.6194

2009-12-04 1.748 0.0081 0.0001 0.0000 0.0001 3.3950

2009-12-05 1.7456 -0.0024 0.0000 0.0001 0.0001 3.8792

2009-12-06 1.7413 -0.0043 0.0000 0.0000 0.0001 3.7958

2009-12-07 1.7404 -0.0009 0.0000 0.0000 0.0001 3.9628

2009-12-08 1.7342 -0.0062 0.0000 0.0000 0.0001 3.6395

2009-12-09 1.726 -0.0082 0.0001 0.0000 0.0001 3.3717

2009-12-10 1.7242 -0.0018 0.0000 0.0001 0.0001 3.9413

2009-12-11 1.7144 -0.0098 0.0001 0.0000 0.0001 3.1036

2009-12-12 1.7139 -0.0005 0.0000 0.0001 0.0001 3.9487

2009-12-13 1.7226 0.0087 0.0001 0.0000 0.0001 3.2987

2009-12-14 1.7224 -0.0002 0.0000 0.0001 0.0001 3.9522

2009-12-15 1.7236 0.0012 0.0000 0.0000 0.0001 3.9695

2009-12-16 1.7246 0.001 0.0000 0.0000 0.0001 3.9997

2009-12-17 1.7286 0.004 0.0000 0.0000 0.0000 3.8737

2009-12-18 1.7311 0.0025 0.0000 0.0000 0.0000 3.9802

2009-12-19 1.7252 -0.0059 0.0000 0.0000 0.0000 3.6929

2009-12-20 1.7218 -0.0034 0.0000 0.0000 0.0000 3.93202009-12-21 1.7216 -0.0002 0.0000 0.0000 0.0000 4.0637

2009-12-22 1.714 -0.0076 0.0001 0.0000 0.0000 3.4438

2009-12-23 1.6975 -0.0165 0.0003 0.0001 0.0000 1.2215

2009-12-24 1.681 -0.0165 0.0003 0.0003 0.0001 1.8870

2009-12-25 1.6741 -0.0069 0.0000 0.0003 0.0001 3.4842

2009-12-26 1.6735 -0.0006 0.0000 0.0000 0.0001 3.7756

2009-12-27 1.6799 0.0064 0.0000 0.0000 0.0001 3.5516

2009-12-28 1.6726 -0.0073 0.0001 0.0000 0.0001 3.4758

Page 19


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WEEKLY

2009-12-29 1.6716 -0.001 0.0000 0.0001 0.0001 3.8337

2009-12-30 1.6655 -0.0061 0.0000 0.0000 0.0001 3.6046

2009-12-31 1.6708 0.0053 0.0000 0.0000 0.0001 3.6782

2010-01-01 1.694 0.0232 0.0005 0.0000 0.0001 -0.2624

2010-01-02 1.7004 0.0064 0.0000 0.0005 0.0001 3.4674

2010-01-03 1.6954 -0.005 0.0000 0.0000 0.0001 3.5652

2010-01-04 1.7001 0.0047 0.0000 0.0000 0.0001 3.60582010-01-05 1.6827 -0.0174 0.0003 0.0000 0.0001 2.0108

2010-01-06 1.6678 -0.0149 0.0002 0.0003 0.0001 2.6028

2010-01-07 1.6581 -0.0097 0.0001 0.0002 0.0001 3.2082

2010-01-08 1.6491 -0.009 0.0001 0.0001 0.0001 3.2690

2010-01-09 1.6519 0.0028 0.0000 0.0001 0.0001 3.6123

2010-01-10 1.6487 -0.0032 0.0000 0.0000 0.0001 3.6403

2010-01-11 1.649 0.0003 0.0000 0.0000 0.0001 3.7317

2010-01-12 1.6576 0.0086 0.0001 0.0000 0.0001 3.3334

2010-01-13 1.6693 0.0117 0.0001 0.0001 0.0001 2.9556

2010-01-14 1.6809 0.0116 0.0001 0.0001 0.0001 2.9856

2010-01-15 1.6769 -0.004 0.0000 0.0001 0.0001 3.6411

2010-01-16 1.6731 -0.0038 0.0000 0.0000 0.0001 3.67922010-01-17 1.6725 -0.0006 0.0000 0.0000 0.0001 3.7952

2010-01-18 1.6725 0 0.0000 0.0000 0.0001 3.8370

2010-01-19 1.6761 0.0036 0.0000 0.0000 0.0001 3.7800

2010-01-20 1.6842 0.0081 0.0001 0.0000 0.0001 3.3969

2010-01-21 1.6938 0.0096 0.0001 0.0001 0.0001 3.1964

2010-01-22 1.7 0.0062 0.0000 0.0001 0.0001 3.5918

2010-01-23 1.7022 0.0022 0.0000 0.0000 0.0001 3.8446

2010-01-24 1.7023 1E-04 0.0000 0.0000 0.0001 3.9119

2010-01-25 1.7025 0.0002 0.0000 0.0000 0.0001 3.9445

2010-01-26 1.707 0.0045 0.0000 0.0000 0.0001 3.7949

2010-01-27 1.7169 0.0099 0.0001 0.0000 0.0001 3.0917

2010-01-28 1.7201 0.0032 0.0000 0.0001 0.0001 3.8575

2010-01-29 1.7187 -0.0014 0.0000 0.0000 0.0001 3.9492

2010-01-30 1.7169 -0.0018 0.0000 0.0000 0.0001 3.9639

2010-01-31 1.7098 -0.0071 0.0001 0.0000 0.0001 3.5286

2010-02-01 1.7095 -0.0003 0.0000 0.0001 0.0001 4.0017

2010-02-02 1.7016 -0.0079 0.0001 0.0000 0.0001 3.4097

2010-02-03 1.6911 -0.0105 0.0001 0.0001 0.0001 2.9654

2010-02-04 1.6904 -0.0007 0.0000 0.0001 0.0001 3.9414

2010-02-05 1.6875 -0.0029 0.0000 0.0000 0.0001 3.9007

2010-02-06 1.6839 -0.0036 0.0000 0.0000 0.0001 3.8768

2010-02-07 1.677 -0.0069 0.0000 0.0000 0.0001 3.5555

2010-02-08 1.6765 -0.0005 0.0000 0.0000 0.0001 3.9986

2010-02-09 1.6693 -0.0072 0.0001 0.0000 0.0001 3.5146

2010-02-10 1.6727 0.0034 0.0000 0.0001 0.0001 3.89872010-02-11 1.6701 -0.0026 0.0000 0.0000 0.0001 3.9586

2010-02-12 1.6525 -0.0176 0.0003 0.0000 0.0000 0.8767

2010-02-13 1.6482 -0.0043 0.0000 0.0003 0.0001 3.7208

2010-02-14 1.6478 -0.0004 0.0000 0.0000 0.0001 3.8732

2010-02-15 1.6477 -1E-04 0.0000 0.0000 0.0001 3.9094

2010-02-16 1.6435 -0.0042 0.0000 0.0000 0.0001 3.7953

2010-02-17 1.642 -0.0015 0.0000 0.0000 0.0001 3.9411

2010-02-18 1.6437 0.0017 0.0000 0.0000 0.0001 3.9618

Page 20


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WEEKLY

2010-02-19 1.6311 -0.0126 0.0002 0.0000 0.0001 2.4863

2010-02-20 1.6137 -0.0174 0.0003 0.0002 0.0001 1.4989

2010-02-21 1.6066 -0.0071 0.0001 0.0003 0.0001 3.4744

2010-02-22 1.6065 -1E-04 0.0000 0.0001 0.0001 3.7906

2010-02-23 1.6096 0.0031 0.0000 0.0000 0.0001 3.7666

2010-02-24 1.618 0.0084 0.0001 0.0000 0.0001 3.3606

2010-02-25 1.6275 0.0095 0.0001 0.0001 0.0001 3.22222010-02-26 1.6198 -0.0077 0.0001 0.0001 0.0001 3.4367

2010-02-27 1.6097 -0.0101 0.0001 0.0001 0.0001 3.1455

2010-02-28 1.6013 -0.0084 0.0001 0.0001 0.0001 3.3591

2010-03-01 1.6011 -0.0002 0.0000 0.0001 0.0001 3.8197

2010-03-02 1.5737 -0.0274 0.0008 0.0000 0.0001 -1.4382

2010-03-03 1.5485 -0.0252 0.0006 0.0008 0.0001 1.0791

2010-03-04 1.5545 0.006 0.0000 0.0006 0.0002 3.3196

2010-03-05 1.5523 -0.0022 0.0000 0.0000 0.0002 3.4553

2010-03-06 1.5522 -1E-04 0.0000 0.0000 0.0001 3.5223

2010-03-07 1.5563 0.0041 0.0000 0.0000 0.0001 3.5064

2010-03-08 1.5562 -1E-04 0.0000 0.0000 0.0001 3.6169

2010-03-09 1.553 -0.0032 0.0000 0.0000 0.0001 3.61582010-03-10 1.5393 -0.0137 0.0002 0.0000 0.0001 2.7293

2010-03-11 1.5334 -0.0059 0.0000 0.0002 0.0001 3.5012

2010-03-12 1.5415 0.0081 0.0001 0.0000 0.0001 3.3629

2010-03-13 1.5437 0.0022 0.0000 0.0001 0.0001 3.6897

2010-03-14 1.5485 0.0048 0.0000 0.0000 0.0001 3.6242

2010-03-15 1.5482 -0.0003 0.0000 0.0000 0.0001 3.7863

2010-03-16 1.5364 -0.0118 0.0001 0.0000 0.0001 2.9043

2010-03-17 1.5385 0.0021 0.0000 0.0001 0.0001 3.7621

2010-03-18 1.5469 0.0084 0.0001 0.0000 0.0001 3.3595

2010-03-19 1.5451 -0.0018 0.0000 0.0001 0.0001 3.8037

2010-03-20 1.5326 -0.0125 0.0002 0.0000 0.0001 2.7525

2010-03-21 1.5257 -0.0069 0.0000 0.0002 0.0001 3.5042

2010-03-22 1.5261 0.0004 0.0000 0.0000 0.0001 3.8194

2010-03-23 1.5305 0.0044 0.0000 0.0000 0.0001 3.7221

2010-03-24 1.5313 0.0008 0.0000 0.0000 0.0001 3.8783

2010-03-25 1.5257 -0.0056 0.0000 0.0000 0.0001 3.6684

2010-03-26 1.5202 -0.0055 0.0000 0.0000 0.0001 3.6829

2010-03-27 1.5258 0.0056 0.0000 0.0000 0.0001 3.6791

2010-03-28 1.5284 0.0026 0.0000 0.0000 0.0001 3.8907

2010-03-29 1.5287 0.0003 0.0000 0.0000 0.0001 3.9723

2010-03-30 1.5294 0.0007 0.0000 0.0000 0.0001 3.9970

2010-03-31 1.5352 0.0058 0.0000 0.0000 0.0001 3.6947

2010-04-01 1.5388 0.0036 0.0000 0.0000 0.0001 3.8965

2010-04-02 1.5403 0.0015 0.0000 0.0000 0.0000 4.0148

2010-04-03 1.5402 -1E-04 0.0000 0.0000 0.0000 4.05882010-04-04 1.5363 -0.0039 0.0000 0.0000 0.0000 3.9132

2010-04-05 1.5366 0.0003 0.0000 0.0000 0.0000 4.0850

2010-04-06 1.5336 -0.003 0.0000 0.0000 0.0000 4.0011

2010-04-07 1.5218 -0.0118 0.0001 0.0000 0.0000 2.4768

2010-04-08 1.5244 0.0026 0.0000 0.0001 0.0001 3.9430

2010-04-09 1.5311 0.0067 0.0000 0.0000 0.0001 3.5833

2010-04-10 1.5392 0.0081 0.0001 0.0000 0.0001 3.3819

2010-04-11 1.5397 0.0005 0.0000 0.0001 0.0001 3.9858

Page 21


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WEEKLY

2010-04-12 1.5402 0.0005 0.0000 0.0000 0.0001 4.0128

2010-04-13 1.5479 0.0077 0.0001 0.0000 0.0000 3.4384

2010-04-14 1.543 -0.0049 0.0000 0.0001 0.0001 3.7828

2010-04-15 1.5411 -0.0019 0.0000 0.0000 0.0001 3.9846

2010-04-16 1.546 0.0049 0.0000 0.0000 0.0000 3.7972

2010-04-17 1.5523 0.0063 0.0000 0.0000 0.0000 3.6381

2010-04-18 1.5548 0.0025 0.0000 0.0000 0.0000 3.97052010-04-19 1.5546 -0.0002 0.0000 0.0000 0.0000 4.0510

2010-04-20 1.5525 -0.0021 0.0000 0.0000 0.0000 4.0258

2010-04-21 1.545 -0.0075 0.0001 0.0000 0.0000 3.4594

2010-04-22 1.5343 -0.0107 0.0001 0.0001 0.0000 2.8547

2010-04-23 1.5387 0.0044 0.0000 0.0001 0.0001 3.8091

2010-04-24 1.5377 -0.001 0.0000 0.0000 0.0001 3.9883

2010-04-25 1.5358 -0.0019 0.0000 0.0000 0.0001 3.9880

2010-04-26 1.5358 0 0.0000 0.0000 0.0000 4.0450

2010-04-27 1.5445 0.0087 0.0001 0.0000 0.0000 3.2561

2010-04-28 1.5446 1E-04 0.0000 0.0001 0.0001 4.0232

2010-04-29 1.5402 -0.0044 0.0000 0.0000 0.0000 3.8483

2010-04-30 1.5337 -0.0065 0.0000 0.0000 0.0000 3.61312010-05-01 1.545 0.0113 0.0001 0.0000 0.0000 2.7462

2010-05-02 1.5537 0.0087 0.0001 0.0001 0.0001 3.3052

2010-05-03 1.5539 0.0002 0.0000 0.0001 0.0001 3.9363

2010-05-04 1.5458 -0.0081 0.0001 0.0000 0.0001 3.3917

2010-05-05 1.5463 0.0005 0.0000 0.0001 0.0001 3.9466

2010-05-06 1.5542 0.0079 0.0001 0.0000 0.0001 3.4186

2010-05-07 1.5575 0.0033 0.0000 0.0001 0.0001 3.8661

2010-05-08 1.5393 -0.0182 0.0003 0.0000 0.0001 0.9915

2010-05-09 1.5429 0.0036 0.0000 0.0003 0.0001 3.7184

2010-05-10 1.5425 -0.0004 0.0000 0.0000 0.0001 3.8311

2010-05-11 1.5302 -0.0123 0.0002 0.0000 0.0001 2.7778

2010-05-12 1.52 -0.0102 0.0001 0.0002 0.0001 3.1413

2010-05-13 1.5166 -0.0034 0.0000 0.0001 0.0001 3.7264

2010-05-14 1.497 -0.0196 0.0004 0.0000 0.0001 1.2609

2010-05-15 1.4974 0.0004 0.0000 0.0004 0.0001 3.6808

2010-05-16 1.5037 0.0063 0.0000 0.0000 0.0001 3.5116

2010-05-17 1.5034 -0.0003 0.0000 0.0000 0.0001 3.7506

2010-05-18 1.4954 -0.008 0.0001 0.0000 0.0001 3.3968

2010-05-19 1.4885 -0.0069 0.0000 0.0001 0.0001 3.5007

2010-05-20 1.499 0.0105 0.0001 0.0000 0.0001 3.1029

2010-05-21 1.5203 0.0213 0.0005 0.0001 0.0001 0.9895

2010-05-22 1.5344 0.0141 0.0002 0.0005 0.0001 2.7424

2010-05-23 1.5331 -0.0013 0.0000 0.0002 0.0001 3.5948

2010-05-24 1.533 -1E-04 0.0000 0.0000 0.0001 3.6497

2010-05-25 1.5278 -0.0052 0.0000 0.0000 0.0001 3.55842010-05-26 1.5433 0.0155 0.0002 0.0000 0.0001 2.4209

2010-05-27 1.5359 -0.0074 0.0001 0.0002 0.0001 3.4032

2010-05-28 1.5307 -0.0052 0.0000 0.0001 0.0001 3.5531

2010-05-29 1.5237 -0.007 0.0000 0.0000 0.0001 3.4588

2010-05-30 1.5228 -0.0009 0.0000 0.0000 0.0001 3.7378

2010-05-31 1.522 -0.0008 0.0000 0.0000 0.0001 3.7805

2010-06-01 1.5191 -0.0029 0.0000 0.0000 0.0001 3.7690

2010-06-02 1.5293 0.0102 0.0001 0.0000 0.0001 3.1247

Page 22


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WEEKLY

2010-06-03 1.5358 0.0065 0.0000 0.0001 0.0001 3.5497

2010-06-04 1.5223 -0.0135 0.0002 0.0000 0.0001 2.5915

2010-06-05 1.5249 0.0026 0.0000 0.0002 0.0001 3.7416

2010-06-06 1.5347 0.0098 0.0001 0.0000 0.0001 3.1927

2010-06-07 1.5344 -0.0003 0.0000 0.0001 0.0001 3.8044

2010-06-08 1.5324 -0.002 0.0000 0.0000 0.0001 3.8168

2010-06-09 1.5205 -0.0119 0.0001 0.0000 0.0001 2.83802010-06-10 1.5156 -0.0049 0.0000 0.0001 0.0001 3.6696

2010-06-11 1.5141 -0.0015 0.0000 0.0000 0.0001 3.8376

2010-06-12 1.5106 -0.0035 0.0000 0.0000 0.0001 3.7967

2010-06-13 1.5011 -0.0095 0.0001 0.0000 0.0001 3.2020

2010-06-14 1.501 -0.0001 0.0000 0.0001 0.0001 3.8883

2010-06-15 1.5141 0.0131 0.0002 0.0000 0.0001 2.5457

2010-06-16 1.5201 0.006 0.0000 0.0002 0.0001 3.5985

2010-06-17 1.5189 -0.0012 0.0000 0.0000 0.0001 3.8516

2010-06-18 1.5168 -0.0021 0.0000 0.0000 0.0001 3.8634

2010-06-19 1.5202 0.0034 0.0000 0.0000 0.0001 3.8342

2010-06-20 1.5121 -0.0081 0.0001 0.0000 0.0001 3.3939

2010-06-21 1.5132 0.0011 0.0000 0.0001 0.0001 3.92512010-06-22 1.5105 -0.0027 0.0000 0.0000 0.0001 3.9017

2010-06-23 1.5115 0.001 0.0000 0.0000 0.0001 3.9798

2010-06-24 1.5426 0.0311 0.0010 0.0000 0.0001 -5.3276

2010-06-25 1.5582 0.0156 0.0002 0.0010 0.0001 2.6154

2010-06-26 1.5549 -0.0033 0.0000 0.0002 0.0001 3.4900

2010-06-27 1.5578 0.0029 0.0000 0.0000 0.0001 3.5433

2010-06-28 1.5578 0 0.0000 0.0000 0.0001 3.6234

2010-06-29 1.5593 0.0015 0.0000 0.0000 0.0001 3.6602

2010-06-30 1.579 0.0197 0.0004 0.0000 0.0001 1.6569

2010-07-01 1.5832 0.0042 0.0000 0.0004 0.0001 3.5275

2010-07-02 1.5968 0.0136 0.0002 0.0000 0.0001 2.7943

2010-07-03 1.6119 0.0151 0.0002 0.0002 0.0001 2.6223

2010-07-04 1.6127 0.0008 0.0000 0.0002 0.0001 3.5812

2010-07-05 1.6124 -0.0003 0.0000 0.0000 0.0001 3.6323

2010-07-06 1.61 -0.0024 0.0000 0.0000 0.0001 3.6515

2010-07-07 1.6034 -0.0066 0.0000 0.0000 0.0001 3.4885

2010-07-08 1.5972 -0.0062 0.0000 0.0000 0.0001 3.5292

2010-07-09 1.5826 -0.0146 0.0002 0.0000 0.0001 2.5115

2010-07-10 1.5678 -0.0148 0.0002 0.0002 0.0001 2.5633

2010-07-11 1.5562 -0.0116 0.0001 0.0002 0.0001 3.0219

2010-07-12 1.5561 -1E-04 0.0000 0.0001 0.0001 3.6506

2010-07-13 1.5529 -0.0032 0.0000 0.0000 0.0001 3.6449

2010-07-14 1.5598 0.0069 0.0000 0.0000 0.0001 3.4736

2010-07-15 1.5736 0.0138 0.0002 0.0000 0.0001 2.6603

2010-07-16 1.5892 0.0156 0.0002 0.0002 0.0001 2.43572010-07-17 1.6089 0.0197 0.0004 0.0002 0.0001 1.8458

2010-07-18 1.6171 0.0082 0.0001 0.0004 0.0001 3.2965

2010-07-19 1.6168 -0.0003 0.0000 0.0001 0.0001 3.5819

2010-07-20 1.6083 -0.0085 0.0001 0.0000 0.0001 3.3077

2010-07-21 1.6024 -0.0059 0.0000 0.0001 0.0001 3.4883

2010-07-22 1.5857 -0.0167 0.0003 0.0000 0.0001 2.2986

2010-07-23 1.5875 0.0018 0.0000 0.0003 0.0001 3.6021

2010-07-24 1.5965 0.009 0.0001 0.0000 0.0001 3.2764

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WEEKLY

2010-07-25 1.5964 -1E-04 0.0000 0.0001 0.0001 3.6751

2010-07-26 1.5964 0 0.0000 0.0000 0.0001 3.7207

2010-07-27 1.6006 0.0042 0.0000 0.0000 0.0001 3.6612

2010-07-28 1.6027 0.0021 0.0000 0.0000 0.0001 3.7690

2010-07-29 1.6126 0.0099 0.0001 0.0000 0.0001 3.1755

2010-07-30 1.6152 0.0026 0.0000 0.0001 0.0001 3.7724

2010-07-31 1.6141 -0.0011 0.0000 0.0000 0.0001 3.84262010-08-01 1.6141 0 0.0000 0.0000 0.0001 3.8869

2010-08-02 1.6142 1E-04 0.0000 0.0000 0.0001 3.9213

2010-08-03 1.6201 0.0059 0.0000 0.0000 0.0001 3.6565

2010-08-04 1.6304 0.0103 0.0001 0.0000 0.0001 3.0443

2010-08-05 1.6254 -0.005 0.0000 0.0001 0.0001 3.7167

2010-08-06 1.6108 -0.0146 0.0002 0.0000 0.0001 2.1961

2010-08-07 1.627 0.0162 0.0003 0.0002 0.0001 2.0853

2010-08-08 1.6364 0.0094 0.0001 0.0003 0.0001 3.2478

2010-08-09 1.6364 0 0.0000 0.0001 0.0001 3.7326

2010-08-10 1.6377 0.0013 0.0000 0.0000 0.0001 3.7654

2010-08-11 1.6313 -0.0064 0.0000 0.0000 0.0001 3.5503

2010-08-12 1.6346 0.0033 0.0000 0.0000 0.0001 3.75842010-08-13 1.6322 -0.0024 0.0000 0.0000 0.0001 3.8216

2010-08-14 1.6221 -0.0101 0.0001 0.0000 0.0001 3.1207

2010-08-15 1.6231 0.001 0.0000 0.0001 0.0001 3.8577

2010-08-16 1.6232 1E-04 0.0000 0.0000 0.0001 3.9000

2010-08-17 1.6285 0.0053 0.0000 0.0000 0.0001 3.7033

2010-08-18 1.6185 -0.01 0.0001 0.0000 0.0001 3.1059

2010-08-19 1.607 -0.0115 0.0001 0.0001 0.0001 2.8785

2010-08-20 1.6116 0.0046 0.0000 0.0001 0.0001 3.7082

2010-08-21 1.6238 0.0122 0.0001 0.0000 0.0001 2.7831

2010-08-22 1.6257 0.0019 0.0000 0.0001 0.0001 3.8027

2010-08-23 1.6259 0.0002 0.0000 0.0000 0.0001 3.8623

2010-08-24 1.6302 0.0043 0.0000 0.0000 0.0001 3.7572

2010-08-25 1.6334 0.0032 0.0000 0.0000 0.0001 3.8382

2010-08-26 1.6382 0.0048 0.0000 0.0000 0.0001 3.7518

2010-08-27 1.6412 0.003 0.0000 0.0000 0.0001 3.8814

2010-08-28 1.6387 -0.0025 0.0000 0.0000 0.0001 3.9254

2010-08-29 1.6305 -0.0082 0.0001 0.0000 0.0001 3.3690

2010-08-30 1.6304 -1E-04 0.0000 0.0001 0.0001 3.9784

2010-08-31 1.6327 0.0023 0.0000 0.0000 0.0001 3.9564

2010-09-01 1.6354 0.0027 0.0000 0.0000 0.0001 3.9560

2010-09-02 1.6292 -0.0062 0.0000 0.0000 0.0000 3.6514

2010-09-03 1.6196 -0.0096 0.0001 0.0000 0.0000 3.1085

2010-09-04 1.6161 -0.0035 0.0000 0.0001 0.0001 3.8738

2010-09-05 1.6039 -0.0122 0.0001 0.0000 0.0001 2.6003

2010-09-06 1.6041 0.0002 0.0000 0.0001 0.0001 3.92012010-09-07 1.596 -0.0081 0.0001 0.0000 0.0001 3.3937

2010-09-08 1.5996 0.0036 0.0000 0.0001 0.0001 3.8292

2010-09-09 1.6109 0.0113 0.0001 0.0000 0.0001 2.8586

2010-09-10 1.5958 -0.0151 0.0002 0.0001 0.0001 2.1527

2010-09-11 1.5913 -0.0045 0.0000 0.0002 0.0001 3.6721

2010-09-12 1.5914 1E-04 0.0000 0.0000 0.0001 3.8274

2010-09-13 1.5913 -1E-04 0.0000 0.0000 0.0001 3.8654

2010-09-14 1.5886 -0.0027 0.0000 0.0000 0.0001 3.8452

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WEEKLY

2010-09-15 1.5871 -0.0015 0.0000 0.0000 0.0001 3.9116

2010-09-16 1.5996 0.0125 0.0002 0.0000 0.0001 2.6093

2010-09-17 1.6024 0.0028 0.0000 0.0002 0.0001 3.8253

2010-09-18 1.607 0.0046 0.0000 0.0000 0.0001 3.7465

2010-09-19 1.614 0.007 0.0000 0.0000 0.0001 3.5313

2010-09-20 1.6139 -0.0001 0.0000 0.0000 0.0001 3.9288

2010-09-21 1.6062 -0.0077 0.0001 0.0000 0.0001 3.44742010-09-22 1.6012 -0.005 0.0000 0.0001 0.0001 3.7365

2010-09-23 1.6072 0.006 0.0000 0.0000 0.0001 3.6486

2010-09-24 1.6185 0.0113 0.0001 0.0000 0.0001 2.8531

2010-09-25 1.6199 0.0014 0.0000 0.0001 0.0001 3.8880

2010-09-26 1.6194 -0.0005 0.0000 0.0000 0.0001 3.9332

2010-09-27 1.6195 1E-04 0.0000 0.0000 0.0001 3.9662

2010-09-28 1.623 0.0035 0.0000 0.0000 0.0001 3.8817

2010-09-29 1.6308 0.0078 0.0001 0.0000 0.0001 3.4283

2010-09-30 1.6262 -0.0046 0.0000 0.0001 0.0001 3.7955

2010-10-01 1.6273 0.0011 0.0000 0.0000 0.0001 3.9889

2010-10-02 1.6206 -0.0067 0.0000 0.0000 0.0001 3.5831

2010-10-03 1.6118 -0.0088 0.0001 0.0000 0.0001 3.26862010-10-04 1.6115 -0.0003 0.0000 0.0001 0.0001 3.9771

2010-10-05 1.6158 0.0043 0.0000 0.0000 0.0001 3.8308

2010-10-06 1.6183 0.0025 0.0000 0.0000 0.0001 3.9565

2010-10-07 1.6086 -0.0097 0.0001 0.0000 0.0000 3.0882

2010-10-08 1.6117 0.0031 0.0000 0.0001 0.0001 3.8972

2010-10-09 1.6153 0.0036 0.0000 0.0000 0.0001 3.8821

2010-10-10 1.6127 -0.0026 0.0000 0.0000 0.0001 3.9543

2010-10-11 1.6121 -0.0006 0.0000 0.0000 0.0000 4.0357

2010-10-12 1.6106 -0.0015 0.0000 0.0000 0.0000 4.0385

2010-10-13 1.6043 -0.0063 0.0000 0.0000 0.0000 3.6440

2010-10-14 1.5935 -0.0108 0.0001 0.0000 0.0000 2.8211

2010-10-15 1.6035 0.01 0.0001 0.0001 0.0001 3.0728

2010-10-16 1.6147 0.0112 0.0001 0.0001 0.0001 2.8955

2010-10-17 1.6144 -0.0003 0.0000 0.0001 0.0001 3.8882

2010-10-18 1.6144 0 0.0000 0.0000 0.0001 3.9232

LOG L 4154.5453

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ay 2007 and 18th October 2010

Conditional Unconditional

Standard Standard

Deviation Deviation

time weighted no time weight

0.0093 0.0097

0.0091 0.0097

0.0092 0.0097

0.0089 0.0097

0.0086 0.0097

0.0083 0.0097

0.0080 0.0097

0.0080 0.0097

0.0080 0.0097

0.0077 0.0097

0.0075 0.0097

0.0073 0.0097

0.0071 0.0097

0.0070 0.0097

0.0079 0.00970.0077 0.0097

0.0075 0.0097

0.0085 0.0097

0.0091 0.0097

0.0088 0.0097

0.0086 0.0097

0.0083 0.0097

0.0083 0.0097

0.0081 0.0097

0.0078 0.0097

0.0079 0.0097

0.0077 0.00970.0075 0.0097

0.0073 0.0097

0.0086 0.0097

0.0084 0.0097

0.0082 0.0097

0.0085 0.0097

0.0082 0.0097

0.0080 0.0097

0.0000

0.0050

0.0100

0.0150

0.0200

0.0250

0.0300

Standard

Deviation

Date

Conditionaland Unconditional GBP/CAD

Exchange Rate Volatility

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WEEKLY

0.0080 0.0097

0.0078 0.0097

0.0079 0.0097

0.0080 0.0097

0.0081 0.0097

0.0078 0.0097

0.0076 0.00970.0075 0.0097

0.0082 0.0097

0.0080 0.0097

0.0078 0.0097

0.0077 0.0097

0.0075 0.0097

0.0080 0.0097

0.0078 0.0097

0.0076 0.0097

0.0080 0.0097

0.0083 0.0097

0.0081 0.00970.0079 0.0097

0.0077 0.0097

0.0075 0.0097

0.0073 0.0097

0.0073 0.0097

0.0078 0.0097

0.0089 0.0097

0.0085 0.0097

0.0084 0.0097

0.0081 0.0097

0.0079 0.0097

0.0078 0.0097

0.0084 0.0097

0.0085 0.0097

0.0082 0.0097

0.0079 0.0097

0.0082 0.0097

0.0104 0.0097

0.0102 0.0097

0.0102 0.0097

0.0098 0.0097

0.0094 0.0097

0.0090 0.0097

0.0086 0.0097

0.0088 0.00970.0085 0.0097

0.0082 0.0097

0.0087 0.0097

0.0084 0.0097

0.0082 0.0097

0.0079 0.0097

0.0091 0.0097

0.0090 0.0097

Page 27


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WEEKLY

0.0093 0.0097

0.0089 0.0097

0.0085 0.0097

0.0084 0.0097

0.0081 0.0097

0.0079 0.0097

0.0086 0.00970.0083 0.0097

0.0083 0.0097

0.0081 0.0097

0.0080 0.0097

0.0085 0.0097

0.0082 0.0097

0.0080 0.0097

0.0078 0.0097

0.0077 0.0097

0.0075 0.0097

0.0074 0.0097

0.0072 0.00970.0081 0.0097

0.0079 0.0097

0.0095 0.0097

0.0113 0.0097

0.0107 0.0097

0.0102 0.0097

0.0098 0.0097

0.0097 0.0097

0.0093 0.0097

0.0090 0.0097

0.0088 0.0097

0.0084 0.0097

0.0081 0.0097

0.0080 0.0097

0.0084 0.0097

0.0081 0.0097

0.0081 0.0097

0.0079 0.0097

0.0076 0.0097

0.0074 0.0097

0.0073 0.0097

0.0072 0.0097

0.0078 0.0097

0.0075 0.0097

0.0079 0.00970.0076 0.0097

0.0074 0.0097

0.0085 0.0097

0.0088 0.0097

0.0096 0.0097

0.0105 0.0097

0.0110 0.0097

0.0104 0.0097

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WEEKLY

0.0101 0.0097

0.0105 0.0097

0.0106 0.0097

0.0105 0.0097

0.0104 0.0097

0.0101 0.0097

0.0097 0.00970.0093 0.0097

0.0089 0.0097

0.0088 0.0097

0.0085 0.0097

0.0082 0.0097

0.0079 0.0097

0.0077 0.0097

0.0074 0.0097

0.0073 0.0097

0.0071 0.0097

0.0069 0.0097

0.0073 0.00970.0092 0.0097

0.0088 0.0097

0.0086 0.0097

0.0083 0.0097

0.0080 0.0097

0.0081 0.0097

0.0085 0.0097

0.0083 0.0097

0.0080 0.0097

0.0080 0.0097

0.0081 0.0097

0.0078 0.0097

0.0076 0.0097

0.0075 0.0097

0.0073 0.0097

0.0072 0.0097

0.0071 0.0097

0.0070 0.0097

0.0068 0.0097

0.0067 0.0097

0.0067 0.0097

0.0067 0.0097

0.0066 0.0097

0.0065 0.0097

0.0064 0.00970.0064 0.0097

0.0065 0.0097

0.0065 0.0097

0.0073 0.0097

0.0071 0.0097

0.0071 0.0097

0.0076 0.0097

0.0094 0.0097

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WEEKLY

0.0145 0.0097

0.0140 0.0097

0.0134 0.0097

0.0127 0.0097

0.0120 0.0097

0.0119 0.0097

0.0114 0.00970.0109 0.0097

0.0118 0.0097

0.0114 0.0097

0.0109 0.0097

0.0105 0.0097

0.0111 0.0097

0.0108 0.0097

0.0104 0.0097

0.0099 0.0097

0.0097 0.0097

0.0093 0.0097

0.0090 0.00970.0098 0.0097

0.0095 0.0097

0.0094 0.0097

0.0092 0.0097

0.0089 0.0097

0.0086 0.0097

0.0086 0.0097

0.0089 0.0097

0.0086 0.0097

0.0101 0.0097

0.0101 0.0097

0.0097 0.0097

0.0093 0.0097

0.0094 0.0097

0.0097 0.0097

0.0093 0.0097

0.0092 0.0097

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