NAV

SBI GROWTH FRANKLIN

OPTION GROWTH OPTION birla sun life-growth option
40.14 9.9307 20.6104

39.75 -0.009715994 9.8929 -0.003806378201 20.3704

39.72 -0.000754717 9.7371 -0.015748668237 20.3389
39.46 -0.0065458207 9.6894 -0.004898789167 20.2402
38.9 -0.0141915864 9.5641 -0.012931657275 19.8522
39.79 0.02287917738 9.7264 0.016969709643 20.3509
39.33 -0.0115606936 9.6854 -0.004215331469 20.1359
39.46 0.00330536486 9.6636 -0.002250810498 20.1975
39.77 0.00785605677 9.8076 0.014901279026 20.3063
39.38 -0.0098063867 9.7297 -0.007942819854 20.15
39.22 -0.0040629761 9.5255 -0.02098728635 19.9342
39.22 0 9.5921 0.006991758963 19.9493
38.37 -0.021672616 9.5307 -0.006401100906 19.409
38.53 0.00416992442 9.4632 -0.007082375901 19.5151
38.38 -0.0038930703 9.3256 -0.014540535971 19.4272
38.48 0.00260552371 9.5111 0.019891481513 19.4626
37.62 -0.0223492723 9.3107 -0.021070118073 19.01
38.21 0.01568314726 9.4197 0.011706960809 19.3634
39.03 0.02146035069 9.5569 0.014565219699 19.6807
39.36 0.00845503459 9.631 0.007753560255 19.9298
38.81 -0.0139735772 9.7247 0.009729000104 20.0797
39.16 0.00901829425 9.6489 -0.007794584923 19.8009
39.62 0.01174668029 9.6397 -0.000953476562 20.0259
39.77 0.00378596668 9.7936 0.015965227134 20.3115
39.35 -0.0105607242 9.8367 0.004400833197 20.3476
39.15 -0.0050825921 9.6421 -0.019783057326 19.9907
39.48 0.00842911877 9.6408 -0.000134825401 19.8505
40.09 0.0154508612 9.6403 -5.18629159E-05 19.9698
40.25 0.0039910202 9.7156 0.00781096024 20.2476
40.56 0.00770186335 9.7913 0.007791592902 20.3767
40.69 0.00320512821 9.8733 0.008374781694 20.5864
40.72 0.00073728189 9.8918 0.001873740289 20.6502
40.97 0.00613948919 9.9576 0.006651974363 20.68
40.86 -0.0026848914 9.9913 0.003384349642 20.8189
41.41 0.01346059716 9.9509 -0.004043517861 20.7837
41.18 -0.005554214 10.1717 0.022188947733 21.0142
41.24 0.00145701797 10.1557 -0.001572991732 20.88
41.22 -0.0004849661 10.1112 -0.004381775752 20.95
41.18 -0.0009704027 10.1481 0.003649418467 20.9704
41.57 0.0094706168 10.0379 -0.010859175609 20.7944
41.19 -0.0091412076 10.0187 -0.001912750675 21.0076
41.55 0.00873998543 9.8841 -0.01343487678 20.8195
41.19 -0.0086642599 9.8517 -0.003277991926 20.9328
41.2 0.00024277737 9.7951 -0.005745201336 20.7483
41.56 0.00873786408 9.7202 -0.007646680483 20.7123
41.34 -0.0052935515 9.7595 0.004043126685 20.7311
41.68 0.00822447992 9.89 0.013371586659 20.925
42.07 0.00935700576 9.8787 -0.001142568251 20.8089
42.09 0.00047539815 9.9443 0.00664054987 20.9957
42.14 0.00118793062 10.079 0.013545448146 21.2314
42.06 -0.0018984338 10.0989 0.001974402222 21.3936
41.94 -0.002853067 10.0554 -0.004307399816 21.436
42.04 0.00238435861 10.1401 0.008423334726 21.3815
42 -0.0009514748 10.0556 -0.008333251151 21.2482
41.77 -0.0054761905 10.0545 -0.000109391782 21.3747
41.94 0.00406990663 10.0684 0.001382465563 21.3578
42.11 0.00405340963 10.1874 0.011819156966 21.2525
42.25 0.00332462598 10.2283 0.004014763335 21.3596
42.03 -0.0052071006 10.2279 -3.9107183E-05 21.5383
42.26 0.0054722817 10.3219 0.009190547424 21.5977
42.26 0 10.3701 0.004669682907 21.5096
42.24 -0.0004732608 10.3791 0.00086787977 21.5501
42.09 -0.0035511364 10.3658 -0.001281421318 21.4998
-1 10.3221 -0.004215786529 21.5083
#DIV/0! 10.2969 -0.002441363676 21.4088
un life-growth option TATA MUTUAL FUND - GROWTH
76.9983 UTI - Equity
Fund-Growth
Option

-0.011644606606 76.3808 -0.008019658 48.52

-0.001546361387 76.4167 0.000470013 47.92 -0.012366035
-0.004852769815 76.0841 -0.004352452 47.77 -0.003130217
-0.01916977105 74.766 -0.01732425 47.61 -0.003349382
0.025120641541 76.4115 0.022008667 46.81 -0.016803193
-0.010564643333 75.8963 -0.006742441 48.1 0.027558214
0.00305921265 76.3192 0.005572077 47.64 -0.00956341
0.005386805298 77.1099 0.010360434 47.99 0.007346767
-0.007697118628 76.5242 -0.007595652 48.36 0.00770994
-0.010709677419 76.356 -0.002197997 47.92 -0.009098428
0.000757492149 76.3994 0.00056839 47.57 -0.00730384
-0.027083657071 74.6037 -0.023504111 47.73 0.003363464
0.005466536143 74.8923 0.003868441 46.58 -0.024093861
-0.004504204437 74.3403 -0.007370584 46.96 0.008158008
0.001822187449 74.4928 0.002051377 46.57 -0.00830494
-0.023254858035 72.843 -0.022147107 46.68 0.002362036
0.018590215676 73.8718 0.014123526 45.63 -0.022493573
0.016386585001 74.5135 0.008686671 46.36 0.015998247
0.012657070125 75.2711 0.010167285 47.06 0.015099223
0.007521400114 75.829 0.007411875 47.56 0.010624734
-0.013884669592 74.8319 -0.013149323 47.9 0.007148865
0.011363119858 75.2965 0.006208582 47.24 -0.013778706
0.014261531317 76.1301 0.0110709 47.51 0.005715495
0.001777318268 76.3915 0.003433596 48.12 0.012839402
-0.017540152156 75.6626 -0.009541637 48.25 0.002701579
-0.007013261166 75.4066 -0.003383442 47.54 -0.014715026
0.006009924183 75.5974 0.002530282 47.3 -0.00504838
0.013911005618 76.2913 0.009178887 47.54 0.005073996
0.006376064324 76.458 0.002185046 48.1 0.011779554
0.01029116589 76.9782 0.006803735 48.32 0.004573805
0.003099133408 76.9605 -0.000229935 48.83 0.010554636
0.001443085297 77.1729 0.002759857 48.91 0.001638337
0.006716634429 77.5248 0.004559891 49.04 0.002657943
-0.001690771366 77.471 -0.000693971 49.33 0.00591354
0.011090421821 78.1552 0.008831692 49.27 -0.001216298
-0.006386157931 78.1366 -0.000237988 49.94 0.013598539
0.003352490421 78.3814 0.003132975 49.79 -0.003003604
 0.000973747017 78.3509 -0.000389123 49.94 0.003012653
-0.008392782207 77.9412 -0.00522904 49.92 -0.000400481
0.010252760359 78.6187 0.00869245 49.73 -0.00380609
-0.008953902397 78.2169 -0.005110743 50.35 0.012467324
0.005442013497 77.1882 -0.013151889 49.96 -0.00774578
-0.008813918826 78.6025 0.018322749 50.42 0.009207366
-0.00173508191 78.402 -0.002550809 50 -0.008330028
0.000907673218 78.4729 0.000904314 49.94 -0.0012
0.00935309752 78.877 0.005149548 49.96 0.000400481
-0.005548387097 78.626 -0.00318217 50.39 0.008606886
0.008976928141 79.0623 0.005549055 50.11 -0.005556658
0.011226108203 79.3896 0.004139773 50.62 0.010177609
0.007639628098 79.6648 0.003466449 50.92 0.005926511
0.001981901129 79.7358 0.000891234 51.04 0.002356638
-0.00254245195 79.5348 -0.002520825 51.08 0.000783699
-0.006234361481 79.5146 -0.000253977 50.96 -0.002349256
0.005953445468 79.8419 0.004116225 50.74 -0.004317111
-0.000790654372 79.866 0.000301847 50.99 0.004927079
-0.004930283082 79.5796 -0.003586007 50.84 -0.002941753
0.005039407129 79.8749 0.00371075 50.71 -0.002557042
0.00836626154 80.1484 0.003424104 50.89 0.003549596
0.002757877827 79.9391 -0.002611406 51.2 0.00609157
-0.004079138056 79.5031 -0.005454152 51.22 0.000390625
0.001882880202 79.5958 0.001165992 51.01 -0.004099961
-0.002334095897 79.7372 0.001776476 51.14 0.00254852
0.000395352515 79.8969 0.002002829 51.02 -0.0023465
-0.004626121079 79.9743 0.000968748 50.98 -0.000784006
50.75 -0.004511573
 Date Open High Low Close Up/Dn
7/8/2010 2162.84 2178.43 2162.84 2160.21
7/7/2010 2155.25 2162.36 2154.31 2156.35
7/6/2010 2146.09 2159.97 2144.05 2147.06
7/5/2010 2155.16 2159.52 2145.17 2156.34
7/3/2010 2163.87 2164.42 2154 2166.14
7/2/2010 2181.97 2181.97 2163.06 2184.47
7/1/2010 2185.09 2193.39 2183.23 2184.22

Date Open High Low Close Up/Dn

7/20/2010 2227.45 2227.45 2213.02 2226.59
7/19/2010 2217.36 2231.38 2217.36 2217.84
7/17/2010 2209.48 2218.69 2208.12 2209.21
7/16/2010 2207.31 2216.46 2207.03 2205.42
7/15/2010 2194.88 2211.55 2191.83 2194.2
7/14/2010 2188.82 2200.64 2187.5 2186.95
7/13/2010 2192.39 2196.14 2184 2192.67
7/12/2010 2182.29 2193.99 2177.78 2182.09
7/10/2010 2177.93 2185.31 2177.93 2177.07
7/9/2010 2175.49 2180.12 2171.78 2175.68

52 week Low:
week High: 2575.76 (12/01/2009) 1657.74
(10/03/2009)

Date Open High Low Close Up/Dn

7/31/2010 2282.25 2299.2 2280.69 2280.42
7/30/2010 2301.83 2305.91 2277.99 2301.67
7/29/2010 2283.06 2318.85 2283.06 2279.02
7/28/2010 2275.26 2281.47 2267.62 2271.23
7/27/2010 2252.18 2273.8 2247.68 2249.4
7/26/2010 2279.19 2279.22 2248.58 2274.95
7/24/2010 2268.14 2278.28 2268.09 2264.09
7/23/2010 2280.33 2287.98 2262.68 2279.37
7/22/2010 2254.5 2289.59 2254.3 2254.59
7/21/2010 2226.45 2256.42 2226.45 2222.74
52 week Low:
1657.74
(10/03/2009)
MCX AGRI

Date Close
7/31/2010 2280.42
7/30/2010 2301.67
7/29/2010 2279.02
7/28/2010 2271.23
7/27/2010 2249.4
7/26/2010 2274.95
7/24/2010 2264.09
7/23/2010 2279.37
7/22/2010 2254.59
7/21/2010 2222.74
7/20/2010 2226.59
7/19/2010 2217.84
7/17/2010 2209.21
7/16/2010 2205.42
7/15/2010 2194.2
7/14/2010 2186.95
7/13/2010 2192.67
7/12/2010 2182.09
7/10/2010 2177.07
7/9/2010 2175.68
7/8/2010 2160.21
7/7/2010 2156.35
7/6/2010 2147.06
7/5/2010 2156.34
7/3/2010 2166.14
7/2/2010 2184.47
7/1/2010 2184.22
mcx ENERGY

Date Open Up/Dn

7/31/2010 2673.94
7/30/2010 2684.86
7/29/2010 2659.52
7/28/2010 2652.84
7/27/2010 2697.14
7/26/2010 2701.94
7/24/2010 2695.12
7/23/2010 2689.05
7/22/2010 2638.82
7/21/2010 2659.7

7/20/2010 2624.27
7/19/2010 2610.61
7/17/2010 2609.29
7/16/2010 2611.09
7/15/2010 2634.5
7/14/2010 2614.42
7/13/2010 2582.95
7/12/2010 2601.28
7/10/2010 2580.9
7/9/2010 2594.94
7/8/2010 2565.01
7/7/2010 2521.09
7/6/2010 2515.54
7/5/2010 2516.18
7/3/2010 2513.97
7/2/2010 2553.41
7/1/2010 2593.42
MCX META

Date Close Up/Dn

7/31/2010 3330.96
7/30/2010 3303.54
7/29/2010 3292.36
7/28/2010 3282.28 Close
3360
7/27/2010 3338.5
3340
7/26/2010 3333.44 3320
7/24/2010 3327.35 3300
7/23/2010 3315.31 3280
7/22/2010 3292.77 3260
7/21/2010 3259.69 3240
7/20/2010 3233.21 3220
7/19/2010 3236
3200
3180
7/17/2010 3237.29
3160
7/16/2010 3267.79
10 10 10 10 10 10 10 10 10 10 10 10 10 10
7/15/2010 3266.05 20 20 20 20 20 20 20 20 20 20 20 20 20 20
/1/ /3/ /5/ /7/ /9/ 1 1/ 1 3/ 1 5/ 1 7/ 1 9/ 2 1/ 2 3/ 2 5/ 2 7/
7/14/2010 3271.76 7 7 7 7 7 7/ 7/ 7/ 7/ 7/ 7/ 7/ 7/ 7/ 7/
7/13/2010 3258.48
7/12/2010 3278.87
7/10/2010 3272.3
7/9/2010 3260.12
7/8/2010 3265.68
7/7/2010 3247.68
7/6/2010 3240.93
7/5/2010 3242.02
7/3/2010 3236.94
7/2/2010 3231.86
7/1/2010 3290.67
 Clos
e

10 10 10 10 10 10
20 20 20 20 20 20
2 3/ 2 5/ 2 7/ 2 9/ 3 1/
7/ 7/ 7/ 7/ 7/
mcvcomdex

Date Close Up/Dn

7/31/2010 2746.88
7/30/2010 2746.35
7/29/2010 2725.43
7/28/2010 2717.52
7/27/2010 2753.19
7/26/2010 2757.28
7/24/2010 2750.64
7/23/2010 2745.49
7/22/2010 2715.94
7/21/2010 2703.7
7/20/2010 2681.07
7/19/2010 2675.2
7/17/2010 2673.54
7/16/2010 2685.22
7/15/2010 2691.41
7/14/2010 2684.48
7/13/2010 2668.37
7/12/2010 2681.23
7/10/2010 2669.9
7/9/2010 2670.35

7/8/2010 2658
7/7/2010 2633.44
7/6/2010 2626.92
7/5/2010 2629.37
7/3/2010 2628.45
7/2/2010 2645.2
7/1/2010 2683.15
FUTURES

Date COMDEX AGRI ENERGY METAL COMDEX AGRI ENERGY METAL

1-Jul-10 2683.15 2184.22 2593.42 3290.67 100 100 100 100
2-Jul-10 2645.2 2184.47 2553.41 3231.86 -0.018033 98.58562 100.0114 98.45725 98.21283
3-Jul-10 2628.45 2166.14 2513.97 108
3236.94 0.001571 97.96135 99.17224 96.93648 98.3672
5-Jul-10 2629.37 2156.34 2516.18 3242.02
106 0.001568 97.99564 98.72357 97.02169 98.52158
6-Jul-10 2626.92 2147.06 2515.54 3240.93 -0.000336 97.90433 98.29871 96.99702 98.48845
7-Jul-10 2633.44 2156.35 2521.09 104
3247.68 0.002081 98.14733 98.72403 97.21102 98.69358
8-Jul-10 2658 2160.21 2565.01 3265.68
102 0.005527 99.06267 98.90075 98.90454 99.24058
COMDE
9-Jul-10 2670.35 2175.68 2594.94 3260.12 -0.001704 99.52295 99.60901 100.0586 99.07162 X
10-Jul-10 2669.9 2177.07 2580.9 100
3272.3 0.003729 99.50618 99.67265 99.51724 99.44176 AGRI
12-Jul-10 2681.23 2182.09 2601.28 3278.87
98 0.002006 99.92844 99.90248 100.3031 99.64141 ENERGY
METAL
13-Jul-10 2668.37 2192.67 2582.95 3258.48 -0.006238 99.44915 100.3869 99.59629 99.02178
14-Jul-10 2684.48 2186.95 2614.42 96
3271.76 0.004067 100.0496 100.125 100.8097 99.42534
15-Jul-10 2691.41 2194.2 2634.5 3266.05 -0.001747 100.3078 100.4569 101.584 99.25182
94
16-Jul-10 2685.22 2205.42 2611.09 3267.79 0.000533 100.0771 100.9706 100.6813 99.3047
17-Jul-10 2673.54 2209.21 2609.29 92
3237.29 -0.009377 99.64184 101.1441 100.6119 98.37784
19-Jul-10 2675.2 2217.84 2610.61 3236 1 -0.000399 9 11 13 1101.5392
3 5 7 99.70371 5 17 19 2100.6628
1 23 25 298.33864
7
20-Jul-10 2681.07 2226.59 2624.27 3233.21 -0.000863 99.92248 101.9398 101.1895 98.25385
21-Jul-10 2703.7 2222.74 2659.7 3259.69 0.008157 100.7659 101.7636 102.5557 99.05855
22-Jul-10 2715.94 2254.59 2638.82 3292.77 0.010097 101.2221 103.2217 101.7506 100.0638
23-Jul-10 2745.49 2279.37 2689.05 3315.31 0.006822 102.3234 104.3562 103.6874 100.7488
24-Jul-10 2750.64 2264.09 2695.12 3327.35 0.003625 102.5153 103.6567 103.9215 101.1147
26-Jul-10 2757.28 2274.95 2701.94 3333.44 0.001829 102.7628 104.1539 104.1844 101.2997
27-Jul-10 2753.19 2249.4 2697.14 3338.5 0.001517 102.6104 102.9841 103.9994 101.4535
28-Jul-10 2717.52 2271.23 2652.84 3282.28 -0.016983 101.281 103.9836 102.2912 99.74504
29-Jul-10 2725.43 2279.02 2659.52 3292.36 0.003066 101.5758 104.3402 102.5488 100.0514
30-Jul-10 2746.35 2301.67 2684.86 3303.54 0.00339 102.3554 105.3772 103.5258 100.3911
31-Jul-10 2746.88 2280.42 2673.94 3330.96 0.008266 102.3752 104.4043 103.1048 101.2244

MIN 2147.06
MMAX 3338.5
 AGRI
2350

2300

2250

2200
AGR
COMDE 2150 I
X
AGRI 2100
ENERGY
METAL 2050
10 10 10 10 10
20 20 20 20 20
/1/ /8/ 1 5/ 2 2/ 2 9/
7 7 7/ 7/ 7/

27 METAL
3360
3340
3320
3300
3280
3260
3240 META
3220 L
3200
3180
3160

0 10 10 10 10 10
/2 /2
0 20 20 20
1 8 5/ 2/ 9/
7/ 7/ 7/
1
7/
2
7/
2
 S&P
CNX
Date NIFTY COMDEX
1-Jul-10 5251.4 2683.15 Tracking Error
2-Jul-10 5237.1 -0.00273 2645.2 -0.014245 0.011518003 0.000132664 100 100
5-Jul-10 5235.9 -0.00023 2629.37 -0.006002 0.005773242 3.333033E-05 8.404022769 42.1375013
6-Jul-10 5289.05 0.0101 2626.92 -0.000932 0.011032113 0.000121708 -370.3940446 6.544258085
7-Jul-10 5241.1 -0.00911 2633.44 0.002479 -0.011586165 0.000134239 333.9905135 -17.40227278
8-Jul-10 5296.85 0.010581 2658 0.009283 0.00129792 1.684597E-06 -388.0340761 -65.16752477
9-Jul-10 5352.45 0.010442 2670.35 0.004636 0.005806506 3.371551E-05 -382.9435439 -32.5423275
10-Jul-10 5352.45 0 2669.9 -0.000169 0.000168531 2.840284E-08 0 1.183108424
12-Jul-10 5383 0.005691 2681.23 0.004235 0.001456814 2.122306E-06 -208.7224718 -29.72751983
13-Jul-10 5400.65 0.003273 2668.37 -0.004808 0.008081322 6.530777E-05 -120.0484038 33.75158057
14-Jul-10 5386.15 -0.00269 2684.48 0.006019 -0.008707714 7.582429E-05 98.59450554 -42.25570954 Cha
15-Jul-10 5378.75 -0.00137 2691.41 0.002578 -0.003953018 1.562635E-05 50.41953828
0.015 -18.09908926
16-Jul-10 5393.9 0.002813 2685.22 -0.002303 0.005115239 2.616567E-05 -103.1495755 16.16420354
17-Jul-10 5393.9 0 2673.54 -0.004359 0.004359224 1.900284E-05 00.01 30.60221373
19-Jul-10 5386.45 -0.00138 2675.2 0.000621 -0.002002852 4.011414E-06 50.68746326 -4.357428152
0.005
20-Jul-10 5368 -0.00343 2681.07 0.002192 -0.005622966 3.161774E-05 125.8304262 -15.38683989
21-Jul-10 5399.35 0.005823 2703.7 0.008405 -0.00258206 6.667036E-06 -213.55365950 -59.00564652
22-Jul-10 5441.95 0.007859 2715.94 0.004517 0.003341964 1.116872E-05 -288.2090062 1 3 5 7 9 1 1 13 1 5 1 7
-31.7092038
-0.005
23-Jul-10 5449.1 0.001313 2745.49 0.010821 -0.009508442 9.041048E-05 -48.15189999 -75.967699
24-Jul-10 5449.1 0 2750.64 0.001874 -0.001874046 3.51205E-06 0
-0.01 -13.15600349
26-Jul-10 5418.6 -0.00561 2757.28 0.002411 -0.008024053 6.438542E-05 205.8450435 -16.92599805
27-Jul-10 5430.6 0.002212 2753.19 -0.001484 0.003696593 1.36648E-05 -0.015
-81.12613462 10.42097528
28-Jul-10 5397.55 -0.0061 2717.52 -0.013041 0.006936062 4.810895E-05 223.8698587 91.54596155
-0.02
29-Jul-10 5408.9 0.002101 2725.43 0.002907 -0.000805916 6.495007E-07 -77.035348 -20.40403524
30-Jul-10 5367.6 -0.00766 2746.35 0.007647 -0.015311407 0.000234439 281.0939644 -53.67954043
31-Jul-10 5367.6 0 2746.88 0.000193 -0.000192965 3.723541E-08 0 -1.354633178
0.000875 0.000939 Variance 0.001170092

SD 0.034206603

var 4.874962E-05
150 400
sd 0.7%
300
100 200

100
50 Column I
0 Column H
Linear
-100 (Column H)
0
1 3 5 7 9 11 13 15 17 19 21 23 25 -200

-50 -300

-400
 100
50 Column I
0 Column H
Linear
-100 (Column H)
0
1 3 5 7 9 11 13 15 17 19 21 23 25 -200

-50 -300

-400

-100 -500
 105

S & P CNX
NIFTY COMDEX 104
100 100
99.72769 98.58562 103
99.70484 97.99564
100.717 97.90433 102
99.80386 98.14733
100.8655 99.06267
101
101.9242 99.52295
101.9242 99.50618
102.506 99.92844 100
102.8421 99.44915
Chart Title
102.566 100.0496 99
102.4251 100.3078
102.7136 100.0771
98
102.7136 99.64184
102.5717 99.70371
102.2204 99.92248 97
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19
102.8173 100.7659 Tracking Error
5 7 9 11 13 15 17 103.6286 Linear (Tracking
19 21 23 101.2221
25 Error)
103.7647 102.3234
103.7647 102.5153
103.1839 102.7628
103.4124 102.6104
102.7831 101.281
102.9992 101.5758
102.2127 102.3554
102.2127 102.3752

3.42066

Column I
Column H
Linear
(Column H)
Column I
Column H
Linear
(Column H)
 104

103

102

101

100
S & P CNX
NIFTY
99 COMDEX

98

97

96

95
14 15 16 17 18 19 20 21 22 23 24 25 26
FUTURES

Date COMDEX AGRI Tracking Error ENERGY

1-Jul-10 2683.15 2184.22 2593.42
2-Jul-10 2645.2 -0.014245 2184.47 0.000114 -0.014359251 2553.41 0.984572
3-Jul-10 2628.45 -0.006352 2166.14 -0.008426 0.002074096 2513.97 Chart
0.984554Title
5-Jul-10 2629.37 0.015
0.00035 2156.34 -0.004534 0.004884397 2516.18 1.000879
6-Jul-10 2626.92 -0.000932 2147.06 -0.004313 0.003380659
0.01 2515.54 0.999746
7-Jul-10 2633.44 0.002479 2156.35 0.004318 -0.001838594 2521.09 1.002206
0.005
8-Jul-10 2658 0.009283 2160.21 0.001788 0.007494522 2565.01 1.017421
9-Jul-10 2670.35 0.004636 2175.68 0.007136 -0.00250023 0 2594.94 1.011669
Tr
10-Jul-10 2669.9 -0.000169 2177.07 0.000639 -0.0008072081 3 11 13 150.994589
5 7 9 2580.9 17 1 9 21 2 3 25 Lin
-0.005
12-Jul-10 2681.23 0.004235 2182.09 0.002303 0.001931429 2601.28 1.007896 Er
13-Jul-10 2668.37 -0.01
-0.004808 2192.67 0.004837 -0.009644692 2582.95 0.992953
14-Jul-10 2684.48 0.006019 2186.95 -0.002612 0.008631342
-0.015 2614.42 1.012184
15-Jul-10 2691.41 0.002578 2194.2 0.00331 -0.000731457 2634.5 1.00768
16-Jul-10 2685.22 -0.002303 2205.42 -0.02
0.0051 -0.00740301 2611.09 0.991114
17-Jul-10 2673.54 -0.004359 2209.21 0.001717 -0.006076243
-0.025 2609.29 0.999311
19-Jul-10 2675.2 0.000621 2217.84 0.003899 -0.003278057 2610.61 1.000506
20-Jul-10 2681.07 0.002192 2226.59 0.003938 -0.001745693 2624.27 1.005232
21-Jul-10 2703.7 0.008405 2222.74 -0.001731 0.010135835 2659.7 1.013501
22-Jul-10 2715.94 0.004517 2254.59 0.014227 -0.009710556 2638.82 0.992149
23-Jul-10 2745.49 0.010821 2279.37 0.010931 -0.000109503 2689.05 1.019035
24-Jul-10 2750.64 0.001874 2264.09 -0.006726 0.008600223 2695.12 1.002257
26-Jul-10 2757.28 0.002411 2274.95 0.004785 -0.002374087 2701.94 1.00253
27-Jul-10 2753.19 -0.001484 2249.4 -0.011295 0.009810113 2697.14 0.998223
28-Jul-10 2717.52 -0.013041 2271.23 0.009658 -0.022698561 2652.84 0.983575
29-Jul-10 2725.43 0.002907 2279.02 0.003424 -0.000517477 2659.52 1.002518
30-Jul-10 2746.35 0.007647 2301.67 0.009889 -0.002242877 2684.86 1.009528
31-Jul-10 2746.88 0.000193 2280.42 -0.009275 0.009468275 2673.94 0.995933
Correlation 0.922312 0.978169
VAR Var 6.231069E-05 104 MIN
SD SD 0.789371216 103 MMAX

102

101

100

99

98

97

96

95
1 3 5 7 9 11 13 15 17 19 21
96

95
1 3 5 7 9 11 13 15 17 19 21
 104 106

METAL 103
COMDEX AGRI ENERGY METAL
104
3290.67 102 100 100 100 100
3231.86 0.982128 98.58562 100.0114 98.45725 98.21283
Chart Title 3236.94 1.001572
101
97.96135 99.17224 96.93648 98.3672
102

3242.02 1.001569 97.99564

100 98.72357 97.02169 98.52158
100 COMDE
3240.93 0.999664 97.90433
99 98.29871 96.99702 98.48845 X
3247.68 1.002083 98.14733 98.72403 97.21102 98.69358 AGRI
3265.68 1.005542 98
99.06267 98.90075 98.90454 99.24058 98

3260.12 0.998297 99.52295

97 99.60901 100.0586 99.07162
Tracking Error 96
15 17 19 21 3272.3
2 3 25 1.003736
Linear (Tracking 99.50618 99.67265 99.51724 99.44176
96
3278.87 1.002008
Error) 99.92844 99.90248 100.3031 99.64141
3258.48 0.993781 95
99.44915 100.3869 99.59629 99.02178 94
1.004076 1 3
100.0496 5 100.125
7 9 11 13 15
100.8097 17 19 21
99.42534 23 25 27
3271.76
3266.05 0.998255 100.3078 100.4569 101.584 99.25182
3267.79 1.000533 102
100.0771 100.9706 100.6813 99.3047 104
3237.29 0.990666 99.64184 101.1441 100.6119 98.37784 103
3236 0.999602 101
99.70371 101.5392 100.6628 98.33864
102
3233.21 0.999138 99.92248 101.9398 101.1895 98.25385
1.00819 100
100.7659 101.7636 102.5557 99.05855 101
3259.69
3292.77 1.010148 101.2221 103.2217 101.7506 100.0638 100
1.006845 99
102.3234 104.3562 103.6874 100.7488 METAL
3315.31
99 COMDE
3327.35 1.003632 102.5153 103.6567 103.9215 101.1147 X
98 98
3333.44 1.00183 102.7628 104.1539 104.1844 101.2997
3338.5 1.001518 102.6104 102.9841 103.9994 101.4535 97
97
3282.28 0.98316 101.281 103.9836 102.2912 99.74504 96
3292.36 1.003071 101.5758 104.3402 102.5488 100.0514
96 95
3303.54 1.003396 102.3554 105.3772 103.5258 100.3911
1 3 5 7 9 11 1 3 15 17 19 21 23 25 27
3330.96 1.0083 102.3752 104.4043 103.1048 101.2244
0.889539
-0.022699 106
3338.5
104

102

100
COMDE
98 X
ENERGY
96

94

92
7 9 11 13 15 17 19 21 23 25 27
 94

92
7 9 11 13 15 17 19 21 23 25 27
 106

104

102

100 COMDE
X
AGRI
98

96

94
27

104
103
102
101
100
METAL
99 COMDE
X
98
97
96
95
25 27
SPOT

Date COMDEXCOMDEX SPOTAGRI AGRI SPOT ENERGYENERGY SPOTMETAL METAL SPOT

1-Jul-10 2647.68 100 2155.73 100 2585.24 100 3250 100
2-Jul-10 2625.41 99.15889 2159.53 100.1763 2522.99 97.5921 3252.19 100.0674
3-Jul-10 2600.68 98.22486 2144.43 99.47582 2510.13 97.09466 3208.04 98.70892
5-Jul-10 2586.75 97.69874 2135.36 99.05508 2470.85 95.57527 3215.47 98.93754
6-Jul-10 2583.13 97.56202 2126.71 98.65382 2509.14 97.05637 3210.34 98.77969
7-Jul-10 2601.88 98.27018 2125.08 98.57821 2509.14 97.05637 3221.82 99.13292
8-Jul-10 2606.68 98.45147 2128.42 98.73314 2520.56 97.4981 3221.27 99.116
9-Jul-10 2643.68 99.84892 2142.97 99.40809 2578.88 99.75399 3252.28 100.0702
10-Jul-10 2628.65 99.28126 2142.9 99.40484 2558.84 98.97882 3233.11 99.48031
12-Jul-10 2645.37 99.91275 2149.53 99.71239 2568.03 99.3343 3256.58 100.2025
13-Jul-10 2641.14 99.75299 2149.2 99.69709 2568.03 99.3343 3253.39 100.1043
14-Jul-10 2654.92 100.2734 2155.1 99.97078 2612.49 101.0541 3241.97 99.75292
15-Jul-10 2654.78 100.2682 2164.15 100.3906 2584.45 99.96944 3265.11 100.4649
16-Jul-10 2642.18 99.79227 2168.69 100.6012 2555.68 98.85659 3258.72 100.2683
17-Jul-10 2658.02 100.3905 2180.29 101.1393 2595.44 100.3945 3254.51 100.1388
19-Jul-10 2643.43 99.83948 2187.28 101.4635 2614.65 101.1376 3224.53 99.21631
20-Jul-10 2654.92 100.2734 2214.92 102.7457 2614.65 101.1376 3209.89 98.76585
21-Jul-10 2650.16 100.0937 2217.73 102.8761 2601.01 100.61 3209.7 98.76
22-Jul-10 2699.3 101.9496 2235.74 103.7115 2668.19 103.2086 3261.81 100.3634
23-Jul-10 2718.68 102.6816 2256.24 104.6625 2695.73 104.2739 3288.5 101.1846
24-Jul-10 2735.69 103.324 2256.24 104.6625 2695.76 104.275 3319.02 102.1237
26-Jul-10 2729.96 103.1076 2250.26 104.3851 2674.62 103.4573 3314.08 101.9717
27-Jul-10 2720.27 102.7416 2233.73 103.6183 2674.62 103.4573 3311.14 101.8812
28-Jul-10 2716.01 102.5807 2233.43 103.6043 2664.2 103.0543 3310.58 101.864
29-Jul-10 2681.63 101.2823 2249.93 104.3697 2612.98 101.073 3263.81 100.4249
30-Jul-10 2701.66 102.0388 2269.4 105.2729 2667.32 103.1749 3252.01 100.0618
31-Jul-10 2696.69 101.8511 2267.73 105.1955 2613.36 101.0877 3293.83 101.3486

104 104
106
103 103
f(x) = 0.178495245119611 x + 97.8955279108621
102
102 104
101
101
100 102
100 COMDEX FUTURES
99
COMDEX SPOT 100
99
98 Linear (COMDEX
98 SPOT)
97 98
97 96
96 95 96

95 94
1 3 5 7 9 1 1 13 15 17 19 21 23 25 2 7 94
1 3 5 7 9
96 95 96

95 94
1 3 5 7 9 1 1 13 15 17 19 21 23 25 2 7 94
1 3 5 7 9

106 106
102
104 104
101
102
102
100 100
100
98 ENERGY FUTURE
99
98 ENERGY SPOT
96
96 98
94
94 92 97

92 90
96
1 3 5 7 9 1 1 1 3 15 17 1 9 2 1 2 3 2 5 2 7
1 3 5 7 9
 FUTURES

COMDEX
COMDEX FUTURES
AGRI FUTURE
AGRI FUTUREENERGYENERGY FUTUREMETALMETAL FUTURE
2683.15 100 2184.22 100 2593.42 100 3290.67 100
2645.2 98.58562 2184.47 100.0114 2553.41 98.45725 3231.86 98.21283
2628.45 97.96135 2166.14 99.17224 2513.97 96.93648 3236.94 98.3672
2629.37 97.99564 2156.34 98.72357 2516.18 97.02169 3242.02 98.52158
2626.92 97.90433 2147.06 98.29871 2515.54 96.99702 3240.93 98.48845
2633.44 98.14733 2156.35 98.72403 2521.09 97.21102 3247.68 98.69358
2658 99.06267 2160.21 98.90075 2565.01 98.90454 3265.68 99.24058
2670.35 99.52295 2175.68 99.60901 2594.94 100.0586 3260.12 99.07162
2669.9 99.50618 2177.07 99.67265 2580.9 99.51724 3272.3 99.44176
2681.23 99.92844 2182.09 99.90248 2601.28 100.3031 3278.87 99.64141
2668.37 99.44915 2192.67 100.3869 2582.95 99.59629 3258.48 99.02178
2684.48 100.0496 2186.95 100.125 2614.42 100.8097 3271.76 99.42534
2691.41 100.3078 2194.2 100.4569 2634.5 101.584 3266.05 99.25182
2685.22 100.0771 2205.42 100.9706 2611.09 100.6813 3267.79 99.3047
2673.54 99.64184 2209.21 101.1441 2609.29 100.6119 3237.29 98.37784
2675.2 99.70371 2217.84 101.5392 2610.61 100.6628 3236 98.33864
2681.07 99.92248 2226.59 101.9398 2624.27 101.1895 3233.21 98.25385
2703.7 100.7659 2222.74 101.7636 2659.7 102.5557 3259.69 99.05855
2715.94 101.2221 2254.59 103.2217 2638.82 101.7506 3292.77 100.0638
2745.49 102.3234 2279.37 104.3562 2689.05 103.6874 3315.31 100.7488
2750.64 102.5153 2264.09 103.6567 2695.12 103.9215 3327.35 101.1147
2757.28 102.7628 2274.95 104.1539 2701.94 104.1844 3333.44 101.2997
2753.19 102.6104 2249.4 102.9841 2697.14 103.9994 3338.5 101.4535
2717.52 101.281 2271.23 103.9836 2652.84 102.2912 3282.28 99.74504
2725.43 101.5758 2279.02 104.3402 2659.52 102.5488 3292.36 100.0514
2746.35 102.3554 2301.67 105.3772 2684.86 103.5258 3303.54 100.3911
2746.88 102.3752 2280.42 104.4043 2673.94 103.1048 3330.96 101.2244

106 106

104 104

102 102

100 100 AGRI FUTURE

AGRI SPOT
98 98

96 96

94 94
1 3 5 7 9 11 13 1 5 1 7 19 2 1 23 25 2 7
96 96

94 94
1 3 5 7 9 11 13 1 5 1 7 19 2 1 23 25 2 7

102 103

101 102

100 101

99 100 METAL FUTURE

METAL SPOT
98 99

97 98

96 97
1 3 5 7 9 11 13 15 1 7 1 9 2 1 2 3 25 27