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Date
8/7/2006
8/8/2006
8/9/2006
8/10/2006
8/11/2006
8/14/2006
8/15/2006
8/16/2006
8/17/2006
8/18/2006
8/21/2006
8/22/2006
8/23/2006
8/24/2006
8/25/2006
8/29/2006
8/30/2006
8/31/2006
9/1/2006
9/5/2006
9/6/2006
9/7/2006
9/8/2006
9/11/2006
9/12/2006
9/13/2006
9/14/2006
9/15/2006
9/19/2006
9/20/2006
9/21/2006
9/22/2006
9/25/2006
9/26/2006
9/27/2006
9/28/2006
9/29/2006
10/2/2006
10/3/2006
10/4/2006
10/5/2006
10/6/2006
10/10/2006

DATA
DJIA
FTSE 100
11219.38
11131.84
11173.59
11096.28
11076.18
11185.35
11124.37
11016.71
11088.02
11040.73
11097.87
11109.50
11230.26
11179.47
11327.12
11203.54
11334.96
11170.05
11381.47
11096.03
11345.04
11221.13
11339.84
11147.06
11297.90
11097.08
11304.46
11100.82
11284.05
11088.22
11369.94
11145.96
11382.91
11300.65
11381.15
11232.22
11464.15
11323.52
11469.28
11320.97
11406.20
11150.64
11331.44
10978.08
11392.11
10965.48
11396.84
10897.12
11498.09
11057.60
11543.32
11045.52
11527.39
11112.02
11560.77
11037.01
11540.91
11003.44
11613.19
11082.43
11533.23
11185.45
11508.10
11076.34
11575.81
11012.71
11669.39
11131.06
11689.24
11197.81
11718.45
11188.42
11679.07
11135.97
11670.35
11230.45
11727.34
11215.78
11850.61
11241.48
11866.69
11269.85
11850.21
11220.44
11867.17
11269.11

CAC 40
Nikkei 225
6373.89
131.77
6378.16
134.38
6474.04
135.94
6357.49
135.44
6364.76
134.10
6431.67
136.17
6540.95
136.32
6603.23
138.81
6617.16
138.67
6584.22
139.16
6594.30
137.83
6571.41
138.94
6502.98
138.70
6541.52
137.21
6515.14
135.88
6583.72
135.91
6651.42
135.60
6610.83
137.60
6636.94
137.52
6625.06
141.14
6541.59
139.62
6442.69
137.50
6427.94
137.75
6419.99
134.15
6504.21
133.47
6513.60
133.85
6533.02
135.78
6508.39
134.93
6498.97
135.47
6596.47
134.06
6625.52
135.59
6582.96
134.34
6556.87
134.21
6615.45
132.92
6663.83
135.88
6661.60
135.98
6649.79
136.57
6681.70
138.06
6650.26
137.77
6669.90
136.32
6710.48
139.77
6648.28
138.13
6658.04
137.71

43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87

10/11/2006
10/12/2006
10/13/2006
10/16/2006
10/17/2006
10/18/2006
10/19/2006
10/20/2006
10/23/2006
10/24/2006
10/25/2006
10/26/2006
10/27/2006
10/30/2006
10/31/2006
11/1/2006
11/2/2006
11/6/2006
11/7/2006
11/8/2006
11/9/2006
11/10/2006
11/13/2006
11/14/2006
11/15/2006
11/16/2006
11/17/2006
11/20/2006
11/21/2006
11/22/2006
11/24/2006
11/27/2006
11/28/2006
11/29/2006
11/30/2006
12/1/2006
12/4/2006
12/5/2006
12/6/2006
12/7/2006
12/8/2006
12/11/2006
12/12/2006
12/13/2006
12/14/2006

11852.13
11947.70
11960.51
11980.59
11950.02
11992.68
12011.73
12002.37
12116.91
12127.88
12134.68
12163.66
12090.26
12086.49
12080.73
12031.02
12018.54
12105.55
12156.77
12176.54
12103.30
12108.43
12131.88
12218.01
12251.71
12305.82
12342.55
12316.54
12321.59
12326.95
12280.17
12121.71
12136.44
12226.73
12221.93
12194.13
12283.85
12331.60
12309.25
12278.41
12307.48
12328.48
12315.58
12317.50
12416.76

11275.45
11364.81
11424.87
11481.90
11418.81
11482.80
11547.42
11574.85
11542.94
11571.17
11664.18
11672.57
11685.38
11656.24
11690.22
11727.29
11727.94
11804.76
11919.80
11874.69
11832.37
11870.46
11788.80
11714.95
11758.75
11816.13
11730.74
11771.80
11779.98
11790.81
11827.90
11719.04
11734.84
11860.93
11897.99
11926.79
11973.14
11996.29
11999.72
12044.72
12099.93
12035.63
12105.94
12181.89
12223.70

6667.32
6722.05
6688.19
6710.85
6649.52
6709.16
6752.00
6774.23
6792.78
6780.25
6825.63
6884.32
6865.18
6819.57
6826.71
6861.09
6779.97
6867.99
6960.80
6936.04
6971.08
7004.63
7035.57
7014.58
7058.82
7051.38
6978.46
6991.46
7002.76
7052.76
7056.11
6966.73
6978.22
7077.80
7062.09
7006.33
7056.74
7132.94
7125.61
7153.20
7169.32
7172.67
7184.99
7240.31
7257.09

137.14
136.97
137.95
139.98
139.95
139.85
139.90
140.20
140.72
140.46
140.18
141.75
141.73
139.19
139.99
140.00
139.61
138.26
139.58
137.51
136.94
137.16
135.66
138.36
137.54
136.84
136.74
133.07
133.45
136.46
135.81
136.84
136.40
138.40
140.72
141.72
141.24
141.33
142.48
143.05
142.16
141.19
142.11
142.36
143.07

88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132

12/15/2006
12/18/2006
12/19/2006
12/20/2006
12/21/2006
12/22/2006
12/27/2006
12/28/2006
12/29/2006
1/4/2007
1/5/2007
1/9/2007
1/10/2007
1/11/2007
1/12/2007
1/16/2007
1/17/2007
1/18/2007
1/19/2007
1/22/2007
1/23/2007
1/24/2007
1/25/2007
1/26/2007
1/29/2007
1/30/2007
1/31/2007
2/1/2007
2/2/2007
2/5/2007
2/6/2007
2/7/2007
2/8/2007
2/9/2007
2/13/2007
2/14/2007
2/15/2007
2/16/2007
2/20/2007
2/21/2007
2/22/2007
2/23/2007
2/26/2007
2/27/2007
2/28/2007

12445.52
12441.27
12471.32
12463.87
12421.25
12343.21
12510.57
12501.52
12463.15
12480.69
12398.01
12416.60
12442.16
12514.98
12556.08
12582.59
12577.15
12567.93
12565.53
12477.16
12533.80
12621.77
12502.56
12487.02
12490.78
12523.31
12621.69
12673.68
12653.49
12661.74
12666.31
12666.87
12637.63
12580.83
12654.85
12741.86
12765.01
12767.57
12786.64
12738.41
12686.02
12647.48
12632.26
12216.24
12268.63

12219.52
12156.19
12176.39
12183.97
12131.80
12133.64
12210.62
12231.54
12174.11
12226.33
11989.24
12024.15
11921.57
12095.74
12230.94
12188.99
12231.55
12247.95
12312.23
12289.42
12371.13
12411.74
12355.54
12204.39
12217.10
12243.06
12141.95
12379.08
12422.38
12383.72
12493.96
12548.55
12428.16
12436.25
12399.20
12590.05
12571.95
12518.03
12549.51
12410.97
12458.71
12564.86
12631.96
12355.96
12096.14

7254.38
7226.34
7222.49
7271.12
7254.33
7175.29
7272.26
7274.04
7307.17
7297.50
7167.25
7194.16
7123.19
7230.99
7265.42
7230.75
7202.51
7194.72
7268.22
7230.50
7265.83
7308.89
7279.00
7204.83
7269.99
7314.84
7288.25
7373.68
7366.42
7343.73
7353.34
7423.85
7386.05
7398.56
7395.48
7515.21
7518.57
7498.15
7515.72
7477.10
7481.79
7526.50
7590.28
7401.84
7288.04

143.71
143.60
142.03
143.75
143.92
143.97
145.33
144.77
144.56
145.54
143.94
144.37
141.62
139.79
141.73
142.48
143.21
143.19
142.61
143.31
143.42
144.71
144.34
143.40
143.31
143.92
143.72
145.39
144.85
144.19
144.50
143.31
142.70
143.83
145.27
146.98
149.79
149.83
149.36
148.06
149.12
150.22
151.11
152.61
148.60

133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177

3/1/2007
3/2/2007
3/5/2007
3/6/2007
3/7/2007
3/8/2007
3/9/2007
3/12/2007
3/13/2007
3/14/2007
3/15/2007
3/16/2007
3/19/2007
3/20/2007
3/22/2007
3/23/2007
3/26/2007
3/27/2007
3/28/2007
3/29/2007
3/30/2007
4/2/2007
4/3/2007
4/4/2007
4/5/2007
4/10/2007
4/11/2007
4/12/2007
4/13/2007
4/16/2007
4/17/2007
4/18/2007
4/19/2007
4/20/2007
4/23/2007
4/24/2007
4/25/2007
4/26/2007
4/27/2007
5/2/2007
5/8/2007
5/9/2007
5/10/2007
5/11/2007
5/14/2007

12234.34
12114.10
12050.41
12207.59
12192.45
12260.70
12276.32
12318.62
12075.96
12133.40
12159.68
12110.41
12226.17
12288.10
12461.14
12481.01
12469.07
12397.29
12300.36
12348.75
12354.35
12382.30
12510.93
12530.05
12560.83
12573.85
12484.62
12552.96
12612.13
12720.46
12773.04
12803.84
12808.63
12961.98
12919.40
12953.94
13089.89
13105.50
13120.94
13211.88
13309.07
13362.87
13215.13
13326.22
13346.78

11972.68
11891.12
11669.06
11819.68
11885.12
12020.08
12065.10
12024.66
11904.05
11603.55
11876.94
11908.08
12045.19
12178.73
12429.40
12445.51
12385.61
12366.85
12317.55
12414.40
12371.88
12490.16
12595.33
12584.28
12614.20
12658.47
12691.28
12699.98
12813.65
12967.89
13028.74
12933.63
12897.95
12996.30
12961.34
12877.00
12960.63
12886.40
12850.24
12905.45
13036.61
13078.90
12935.99
13016.50
12983.17

7184.94
7144.34
7054.01
7125.99
7171.12
7251.59
7262.74
7246.93
7171.25
7004.66
7140.77
7163.80
7260.21
7314.29
7478.45
7495.01
7435.07
7457.37
7422.39
7508.71
7500.21
7550.57
7638.29
7675.55
7713.80
7750.36
7730.04
7758.35
7823.43
7941.97
7948.63
7927.13
7931.75
8072.45
8027.84
8018.02
8123.66
8087.67
8099.93
8144.30
8163.22
8201.15
8124.25
8182.06
8159.25

148.36
147.14
143.46
144.90
143.83
145.65
145.33
147.09
146.85
143.35
143.76
143.41
144.65
146.28
147.92
148.35
148.65
147.25
148.16
146.43
146.43
144.53
145.18
147.90
147.54
148.34
148.08
147.46
145.55
147.14
146.96
149.41
146.88
146.80
147.02
147.38
145.48
145.99
145.66
144.82
147.30
148.26
147.28
146.16
146.88

178
179
180
181
182
183
184
185
186
187
188
189
190
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192
193
194
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196
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202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222

5/15/2007
5/16/2007
5/17/2007
5/18/2007
5/21/2007
5/22/2007
5/23/2007
5/24/2007
5/25/2007
5/29/2007
5/30/2007
5/31/2007
6/1/2007
6/4/2007
6/5/2007
6/6/2007
6/7/2007
6/8/2007
6/11/2007
6/12/2007
6/13/2007
6/14/2007
6/15/2007
6/18/2007
6/19/2007
6/20/2007
6/21/2007
6/22/2007
6/25/2007
6/26/2007
6/27/2007
6/28/2007
6/29/2007
7/2/2007
7/3/2007
7/5/2007
7/6/2007
7/9/2007
7/10/2007
7/11/2007
7/12/2007
7/13/2007
7/17/2007
7/18/2007
7/19/2007

13383.84
13487.53
13476.72
13556.53
13542.88
13539.95
13525.65
13441.13
13507.28
13521.34
13633.08
13627.64
13668.11
13676.32
13595.46
13465.67
13266.73
13424.39
13424.96
13295.01
13482.35
13553.73
13639.48
13612.98
13635.42
13489.42
13545.84
13360.26
13352.05
13337.66
13427.73
13422.28
13408.62
13535.43
13577.30
13565.84
13611.68
13649.97
13501.70
13577.87
13861.73
13907.25
13971.55
13918.22
14000.41

13032.10
13006.18
12995.43
13111.13
13069.85
13046.05
13160.02
13035.60
13041.13
13091.44
13038.49
13098.45
13213.19
13269.56
13218.51
12991.26
12884.00
12798.78
12919.59
12868.01
12940.78
13096.31
13309.28
13278.29
13215.94
13251.39
13142.53
13107.22
13154.40
13114.66
13034.31
13159.69
13258.09
13270.83
13389.16
13339.41
13467.84
13526.76
13419.62
13457.10
13588.96
13652.36
13615.20
13477.00
13611.75

8225.37
8169.85
8131.41
8233.66
8196.38
8198.33
8256.04
8126.17
8150.55
8165.55
8114.63
8213.13
8277.17
8260.26
8219.80
8066.21
7929.05
7859.06
7927.52
7853.74
7895.52
8051.16
8159.96
8154.25
8141.15
8176.72
8079.58
8088.16
8075.95
8014.75
7980.75
8087.13
8176.81
8214.46
8262.78
8240.89
8318.82
8319.24
8257.95
8267.10
8404.09
8426.94
8408.06
8279.44
8384.71

145.61
145.24
144.29
143.55
144.38
145.61
145.79
145.74
143.71
145.17
144.74
146.75
147.17
147.63
148.41
149.04
148.65
146.26
146.51
145.87
144.96
145.15
145.49
146.77
147.22
147.28
147.50
146.58
146.17
146.77
145.73
145.83
146.86
148.36
148.37
148.36
147.25
148.10
149.51
148.14
146.86
149.21
149.05
147.87
148.48

223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
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247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267

7/20/2007
7/23/2007
7/24/2007
7/25/2007
7/26/2007
7/27/2007
7/30/2007
7/31/2007
8/1/2007
8/2/2007
8/3/2007
8/6/2007
8/7/2007
8/8/2007
8/9/2007
8/10/2007
8/13/2007
8/14/2007
8/15/2007
8/16/2007
8/17/2007
8/20/2007
8/21/2007
8/22/2007
8/23/2007
8/24/2007
8/28/2007
8/29/2007
8/30/2007
8/31/2007
9/4/2007
9/5/2007
9/6/2007
9/7/2007
9/10/2007
9/11/2007
9/12/2007
9/13/2007
9/14/2007
9/18/2007
9/19/2007
9/20/2007
9/21/2007
9/25/2007
9/26/2007

13851.08
13943.42
13716.95
13785.79
13473.57
13265.47
13358.31
13211.99
13362.37
13463.33
13181.91
13468.78
13504.30
13657.86
13270.68
13239.54
13236.53
13028.92
12861.47
12845.78
13079.08
13121.35
13090.86
13236.13
13235.88
13378.87
13041.85
13289.29
13238.73
13357.74
13448.86
13305.47
13363.35
13113.38
13127.85
13308.39
13291.65
13424.88
13442.52
13739.39
13815.56
13766.70
13820.19
13778.65
13878.15

13533.90
13633.02
13395.77
13228.09
12792.46
12620.59
12562.39
12925.00
12684.34
12805.99
12690.73
12572.54
12751.35
13034.60
12729.91
12194.95
12510.14
12287.00
12163.62
11610.00
12043.50
12070.47
12071.17
12338.09
12429.12
12499.91
12262.37
12352.70
12519.66
12714.39
12818.64
12666.19
12763.60
12538.42
12443.02
12751.08
12806.00
12901.53
12652.18
12546.49
12915.48
12947.36
13046.41
12896.79
12964.42

8241.78
8303.39
8167.39
7999.33
7785.77
7707.17
7725.22
7873.88
7732.90
7769.82
7706.35
7633.82
7736.27
7945.40
7708.35
7452.65
7582.41
7434.74
7331.25
7056.38
7247.17
7278.75
7310.82
7459.00
7498.41
7595.99
7469.19
7534.83
7627.56
7720.11
7707.50
7578.91
7635.02
7474.33
7429.56
7580.16
7648.95
7726.22
7682.27
7696.74
7999.47
8013.47
8034.74
7968.35
8036.68

149.82
148.03
149.20
148.51
148.37
145.49
145.95
144.86
142.31
142.74
143.45
143.59
142.92
142.34
144.70
142.33
141.93
142.84
140.52
141.37
134.24
137.01
139.07
138.23
140.36
140.19
141.69
139.13
139.50
142.94
141.31
140.08
141.06
142.11
139.16
139.16
138.33
137.09
140.15
136.45
140.89
143.29
141.34
143.42
142.05

268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312

9/27/2007
9/28/2007
10/1/2007
10/2/2007
10/3/2007
10/4/2007
10/5/2007
10/9/2007
10/10/2007
10/11/2007
10/12/2007
10/15/2007
10/16/2007
10/17/2007
10/18/2007
10/19/2007
10/22/2007
10/23/2007
10/24/2007
10/25/2007
10/26/2007
10/29/2007
10/30/2007
10/31/2007
11/1/2007
11/2/2007
11/5/2007
11/6/2007
11/7/2007
11/8/2007
11/9/2007
11/12/2007
11/13/2007
11/14/2007
11/15/2007
11/16/2007
11/19/2007
11/20/2007
11/21/2007
11/26/2007
11/27/2007
11/28/2007
11/29/2007
11/30/2007
12/3/2007

13912.94
13895.63
14087.55
14047.31
13968.05
13974.31
14066.01
14164.53
14078.69
14015.12
14093.08
13984.80
13912.94
13892.54
13888.96
13522.02
13566.97
13676.23
13675.25
13671.92
13806.70
13870.26
13792.47
13930.01
13567.87
13595.10
13543.40
13660.94
13300.02
13266.29
13042.74
12987.55
13307.09
13231.01
13110.05
13176.79
12958.44
13010.14
12799.04
12743.44
12958.44
13289.45
13311.73
13371.72
13314.57

13127.82
13175.46
13292.17
13266.02
13312.20
13366.23
13466.64
13453.08
13555.86
13707.89
13694.96
13569.40
13439.60
13607.15
13525.48
13354.78
13096.88
13343.28
13267.36
13479.44
13670.99
13820.40
13764.82
13963.45
13710.28
13596.71
13443.59
13517.00
13434.25
13453.68
13207.50
13051.00
13185.44
13284.86
13007.29
12869.91
12559.27
12855.23
12476.31
12780.04
12710.02
13061.40
13095.02
13225.86
13203.02

8114.02
8130.43
8222.85
8207.29
8213.58
8204.08
8263.67
8258.57
8269.82
8348.04
8281.07
8260.94
8174.35
8260.65
8236.56
8178.49
8008.59
8126.85
8073.23
8240.77
8337.94
8407.07
8371.46
8461.80
8273.31
8284.46
8225.47
8308.24
8335.61
8272.08
8108.29
8047.04
8088.36
8248.02
8133.87
8082.57
7960.98
8139.96
7978.21
8099.70
8075.75
8207.22
8269.00
8324.38
8253.13

145.52
145.94
145.65
147.08
147.32
146.77
146.23
146.68
146.72
148.49
147.59
147.78
147.02
145.31
147.89
146.29
144.12
143.46
143.39
142.53
144.60
145.58
145.14
145.18
146.85
143.93
142.09
142.15
142.13
139.87
140.84
138.94
137.23
139.13
138.79
137.01
136.53
138.09
136.85
139.80
140.21
137.81
141.46
141.42
141.48

313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357

12/4/2007
12/5/2007
12/6/2007
12/7/2007
12/10/2007
12/11/2007
12/12/2007
12/13/2007
12/14/2007
12/17/2007
12/18/2007
12/19/2007
12/20/2007
12/21/2007
12/27/2007
12/28/2007
1/4/2008
1/7/2008
1/8/2008
1/9/2008
1/10/2008
1/11/2008
1/15/2008
1/16/2008
1/17/2008
1/18/2008
1/22/2008
1/23/2008
1/24/2008
1/25/2008
1/28/2008
1/29/2008
1/30/2008
1/31/2008
2/1/2008
2/4/2008
2/5/2008
2/6/2008
2/7/2008
2/8/2008
2/12/2008
2/13/2008
2/14/2008
2/15/2008
2/19/2008

13248.73
13444.96
13619.89
13625.58
13727.03
13432.77
13473.90
13517.96
13339.85
13167.20
13232.47
13207.27
13245.64
13450.65
13359.61
13365.87
12800.18
12827.49
12589.07
12735.31
12853.09
12606.30
12501.11
12466.16
12159.21
12099.30
11971.19
12270.17
12378.61
12207.17
12383.89
12480.30
12442.83
12650.36
12743.19
12635.16
12265.13
12200.10
12247.00
12182.13
12373.41
12552.24
12376.98
12348.21
12337.22

13001.10
13166.83
13135.93
13303.17
13434.12
13328.74
13418.73
12968.33
12919.38
12650.39
12671.63
12590.37
12572.54
12765.90
12918.93
12907.81
12534.48
12516.18
12544.55
12283.83
12180.94
12145.38
11878.87
11677.20
11668.45
11530.74
11255.19
10935.33
11584.73
11639.40
11504.86
11696.25
11607.47
11690.22
11869.08
11905.96
11528.27
11516.96
11113.91
11257.98
11585.96
11540.87
11592.80
11359.90
11643.21

8184.14
8294.11
8296.18
8379.12
8462.21
8411.34
8431.18
8165.49
8092.05
7928.23
7935.14
7909.96
7905.12
8052.27
8198.54
8274.15
8047.86
8025.95
8086.62
7973.33
7958.19
7945.87
7799.79
7673.11
7575.04
7448.30
7077.67
6749.29
7230.49
7169.49
7173.10
7296.88
7206.23
7210.23
7379.28
7369.45
6994.96
7060.14
6851.05
6827.56
7063.64
7071.66
7104.33
7010.12
7204.11

141.22
140.71
142.55
142.89
142.55
143.76
141.95
138.55
136.86
134.67
134.33
132.58
133.13
133.93
136.34
135.31
135.74
133.41
132.43
133.28
131.42
129.43
130.81
126.40
128.66
129.46
117.70
121.34
122.74
127.02
122.56
126.06
124.31
127.84
127.03
129.80
128.56
122.72
123.87
121.15
121.21
120.73
125.97
126.58
127.93

358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402

2/20/2008
2/21/2008
2/22/2008
2/25/2008
2/26/2008
2/27/2008
2/28/2008
2/29/2008
3/3/2008
3/4/2008
3/5/2008
3/6/2008
3/7/2008
3/10/2008
3/11/2008
3/12/2008
3/13/2008
3/14/2008
3/17/2008
3/18/2008
3/19/2008
3/25/2008
3/26/2008
3/27/2008
3/28/2008
3/31/2008
4/1/2008
4/2/2008
4/3/2008
4/4/2008
4/7/2008
4/8/2008
4/9/2008
4/10/2008
4/11/2008
4/14/2008
4/15/2008
4/16/2008
4/17/2008
4/18/2008
4/21/2008
4/22/2008
4/23/2008
4/24/2008
4/25/2008

12427.26
12284.30
12381.02
12570.22
12684.92
12694.28
12582.18
12266.39
12258.90
12213.80
12254.99
12040.39
11893.69
11740.15
12156.81
12110.24
12145.74
11951.09
11972.25
12392.66
12099.66
12532.60
12422.86
12302.46
12216.40
12262.89
12654.36
12608.92
12626.03
12609.42
12612.43
12576.44
12527.26
12581.98
12325.42
12302.06
12362.47
12619.27
12620.49
12849.36
12825.02
12720.23
12763.22
12848.95
12891.86

11437.12
11627.11
11581.50
11806.42
12005.57
12083.12
11869.36
11705.05
11535.37
11455.23
11646.71
11587.00
11480.17
11351.64
11401.85
11674.10
11561.26
11427.28
10833.13
11331.56
11012.45
11376.49
11331.55
11489.89
11322.61
11332.92
11561.81
11721.17
11754.32
11860.30
11967.05
11789.91
11812.82
11803.14
11622.98
11568.73
11591.70
11946.08
11874.08
12096.04
11989.78
12036.21
12047.35
11936.82
12113.36

7049.67
7186.58
7147.48
7295.36
7400.40
7501.24
7384.99
7271.80
7208.79
7123.57
7262.82
7184.84
7093.00
7019.66
7093.33
7277.81
7215.51
7165.16
6984.62
7232.62
7126.47
7317.53
7370.65
7455.81
7399.81
7458.52
7588.90
7667.76
7642.07
7715.49
7768.42
7717.08
7691.65
7673.17
7590.46
7550.28
7554.80
7743.38
7732.41
7806.31
7816.54
7783.77
7851.14
7739.91
7795.51

123.21
127.32
126.22
128.73
128.42
131.72
131.66
130.67
125.66
126.40
124.78
128.19
124.13
123.08
123.04
125.60
123.61
122.16
121.63
121.79
123.41
127.35
128.18
126.20
128.56
125.86
124.25
128.44
130.93
130.88
131.18
129.17
128.18
128.18
131.79
128.25
128.18
129.76
130.88
129.01
132.81
131.29
131.05
130.18
133.14

403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447

4/28/2008
4/30/2008
5/2/2008
5/7/2008
5/8/2008
5/9/2008
5/12/2008
5/13/2008
5/14/2008
5/15/2008
5/16/2008
5/19/2008
5/20/2008
5/21/2008
5/22/2008
5/23/2008
5/27/2008
5/28/2008
5/29/2008
5/30/2008
6/2/2008
6/3/2008
6/4/2008
6/5/2008
6/6/2008
6/9/2008
6/10/2008
6/11/2008
6/12/2008
6/13/2008
6/16/2008
6/17/2008
6/18/2008
6/19/2008
6/20/2008
6/23/2008
6/24/2008
6/25/2008
6/26/2008
6/27/2008
6/30/2008
7/1/2008
7/2/2008
7/3/2008
7/7/2008

12871.75
12820.13
13058.20
12814.35
12866.78
12745.88
12876.05
12832.18
12898.38
12992.66
12986.80
13028.16
12828.68
12601.19
12625.62
12479.63
12548.35
12594.03
12646.22
12638.32
12503.82
12402.85
12390.48
12604.45
12209.81
12280.32
12289.76
12083.77
12141.58
12307.35
12269.08
12160.30
12029.06
12063.09
11842.69
11842.36
11807.43
11811.83
11453.42
11346.51
11350.01
11382.26
11215.51
11288.53
11231.96

12149.13
12054.68
12275.61
12217.72
12267.57
12074.97
12199.84
12091.46
12069.61
12168.50
12316.71
12426.52
12188.16
12174.31
12246.99
12064.42
11963.72
12022.06
11996.03
11962.93
11797.12
11912.47
11663.78
11719.01
11635.21
11617.66
11378.97
11237.70
11267.15
11284.12
11378.28
11445.95
11274.31
11251.83
11104.45
11104.31
11106.56
11150.88
10975.70
11012.24
11196.10
10912.67
10810.27
10858.45
10857.26

7841.00
7780.35
7810.37
7814.18
7795.81
7655.19
7713.86
7741.47
7813.35
7827.75
7897.42
7977.20
7904.43
7927.39
7903.10
7779.52
7713.50
7768.57
7728.95
7792.20
7663.37
7705.18
7593.19
7623.21
7545.74
7548.57
7370.09
7241.94
7203.67
7184.75
7201.21
7265.63
7166.41
7111.82
7049.04
6985.71
6976.08
7060.37
6970.38
6926.00
6987.32
6838.71
6816.56
6825.88
6802.30

132.97
132.52
133.40
133.88
134.56
132.28
132.57
133.59
134.13
135.98
136.62
136.58
136.36
134.85
134.47
135.55
133.46
130.88
134.00
135.82
138.12
134.99
137.44
135.15
137.58
133.70
130.81
132.84
128.56
129.36
132.57
132.68
133.95
130.86
129.83
128.41
128.58
127.85
128.95
127.61
127.17
127.00
125.21
124.35
124.26

448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492

7/8/2008
7/9/2008
7/10/2008
7/11/2008
7/14/2008
7/15/2008
7/16/2008
7/17/2008
7/18/2008
7/22/2008
7/23/2008
7/24/2008
7/25/2008
7/28/2008
7/29/2008
7/30/2008
7/31/2008
8/1/2008
8/4/2008
8/5/2008
8/6/2008
8/7/2008
8/8/2008
8/11/2008
8/12/2008
8/13/2008
8/14/2008
8/15/2008
8/18/2008
8/19/2008
8/20/2008
8/21/2008
8/22/2008
8/26/2008
8/27/2008
8/28/2008
8/29/2008
9/2/2008
9/3/2008
9/4/2008
9/5/2008
9/8/2008
9/9/2008
9/10/2008
9/11/2008

11384.21
11147.44
11229.02
11100.54
11055.19
10962.54
11239.28
11446.66
11496.57
11602.50
11632.38
11349.28
11370.69
11131.08
11397.56
11583.69
11378.02
11326.32
11284.15
11615.77
11656.07
11431.43
11734.32
11782.35
11642.47
11532.96
11615.93
11659.90
11479.39
11348.55
11417.43
11430.21
11628.06
11412.87
11502.51
11715.18
11543.55
11516.92
11532.88
11188.23
11220.96
11510.74
11230.73
11268.92
11433.71

10727.58
10940.87
10694.65
10462.17
10557.34
10369.14
10282.14
10609.08
10732.91
10709.96
10881.82
10632.90
10637.76
10578.45
10536.27
10729.19
10720.97
10569.64
10457.92
10663.55
10702.28
10650.45
10516.76
10626.96
10522.74
10162.18
10308.72
10163.38
10168.98
9907.12
9984.03
10075.03
10230.51
10058.43
10162.31
10245.72
10279.47
10040.26
9769.67
9503.25
9259.27
9608.91
9553.66
9418.75
9310.92

6703.68
6827.66
6682.82
6523.45
6584.85
6486.42
6506.01
6712.18
6815.73
6852.35
6920.01
6813.96
6859.71
6805.87
6738.13
6846.97
6853.42
6714.93
6682.22
6793.17
6859.41
6853.37
6751.62
6807.39
6736.96
6546.19
6585.60
6540.78
6541.45
6370.81
6429.85
6405.67
6519.19
6399.87
6431.95
6567.78
6598.85
6590.78
6430.21
6189.26
5986.68
6165.90
6068.33
6021.45
5916.28

121.57
121.85
122.25
122.97
122.22
122.21
121.75
122.03
119.96
123.35
123.46
126.39
123.58
124.08
121.63
123.55
123.78
121.78
119.77
119.52
121.45
119.76
119.52
122.21
121.24
119.87
118.24
117.88
119.39
117.23
116.94
117.79
115.22
116.34
116.22
116.70
120.47
115.85
117.03
116.18
114.72
116.93
115.40
114.79
113.62

493
494
495
496
497
498
499
500

9/12/2008
9/16/2008
9/17/2008
9/18/2008
9/19/2008
9/22/2008
9/24/2008
9/25/2008

11421.99
11059.02
10609.66
11019.69
11388.44
11015.69
10825.17
11022.06

9673.68
8916.92
8820.21
8878.18
9734.02
9656.26
9438.58
9599.90

6142.13
5770.72
5677.14
5689.85
6230.01
6181.95
6033.93
6200.40

113.85
110.68
112.17
109.55
111.62
113.23
114.26
112.82

DJIA
-0.0040813
-0.0087179
0.00435078
-0.0032676
0.00088835
0.01192932
0.00862491
0.00069214
0.00410323
-0.0032008
-0.0004584
-0.0036985
0.00058064
-0.0018055
0.00761163
0.00114073
-0.0001546
0.00729276
0.00044748
-0.0054999
-0.0065543
0.00535413
0.0004152
0.00888404
0.0039337
-0.00138
0.00289571
-0.0017179
0.00626294
-0.0068853
-0.0021789
0.00588368
0.0080841
0.00170103
0.00249888
-0.0033605
-0.0007466
0.00488332
0.01051134
0.00135689
-0.0013888
0.0014312

RETURNS
FTSE 100
CAC 40
-0.0031946
0.00802701
-0.0150771
0.00218047
0.00622915
0.0062978
0.0021531
-0.0029895
-0.0066263
0.01127464
-0.0066013
-0.0044835
0.00033646
-0.0011351
0.00520803
0.01387855
-0.0060556
0.00812804
-0.0002253
-0.015045
-0.0154755
-0.0011475
-0.0062348
0.01472727
-0.0010926
0.0060209
-0.0067509
-0.0030412
0.00717819
0.00929627
-0.0097543
-0.0057449
0.01074651
0.0059966
-0.0008379
-0.0046886
0.0084848
-0.0013069
0.00229204
0.0025231
-0.0043836
0.00433724

0.00066952
0.01503234
-0.0180033
0.00114487
0.01051157
0.01699064
0.00952155
0.00210978
-0.0049779
0.00153171
-0.0034713
-0.0104134
0.00592595
-0.0040318
0.01052577
0.01028358
-0.0061034
0.00394984
-0.0017893
-0.0126004
-0.0151177
-0.0022903
-0.0012362
0.01311884
0.00144372
0.00298147
-0.003771
-0.0014468
0.01500198
0.00440385
-0.0064234
-0.0039627
0.00893359
0.00731292
-0.0003338
-0.0017733
0.0047985
-0.0047052
0.00295344
0.00608384
-0.0092689
0.00146834

nikkei 225
0.01978674
0.01161973
-0.0037163
-0.0098776
0.01544136
0.00111615
0.01823981
-0.0009863
0.00349027
-0.0095294
0.00806341
-0.0017211
-0.0107403
-0.009719
0.00022246
-0.0022761
0.01476431
-0.0005737
0.02627309
-0.0107329
-0.0151638
0.00175512
-0.0261327
-0.0050046
0.00280514
0.01445353
-0.0062568
0.00396374
-0.0103938
0.01140602
-0.0092094
-0.0009992
-0.0095606
0.02221319
0.00073434
0.00436529
0.0109386
-0.0021067
-0.010578
0.02532638
-0.0117232
-0.0030238

Std Devs
alpha's
Variance-Covariance

Portfolio Variance
Portfolio SD

One-Day 99% VaR

-0.0012674
0.00806353
0.00107217
0.00167886
-0.0025516
0.00356987
0.00158847
-0.0007792
0.00954312
0.00090535
0.00056069
0.0023882
-0.0060344
-0.0003118
-0.0004766
-0.0041148
-0.0010373
0.00723965
0.00423112
0.00162625
-0.0060148
0.00042385
0.00193667
0.00709948
0.00275822
0.00441653
0.00298477
-0.0021073
0.00041002
0.00043501
-0.0037949
-0.0129037
0.00121518
0.00743958
-0.0003926
-0.0022746
0.00735764
0.00388722
-0.0018124
-0.0025054
0.00236757
0.00170628
-0.0010464
0.0001559
0.00805845

0.0005629
0.00792454
0.00528514
0.0049916
-0.005495
0.00560399
0.00562825
0.00237532
-0.0027572
0.00244546
0.00803858
0.00071932
0.0010971
-0.0024939
0.00291571
0.00317052
5.609E-005
0.00655011
0.00974452
-0.0037842
-0.0035636
0.00321902
-0.0068792
-0.0062649
0.00373896
0.00488012
-0.0072264
0.00349968
0.00069489
0.00091989
0.00314508
-0.0092031
0.00134772
0.01074507
0.00312456
0.00242019
0.00388634
0.00193415
0.0002854
0.00375013
0.00458346
-0.0053134
0.00584196
0.00627304
0.00343211

0.00139373
0.00820873
-0.0050372
0.00338771
-0.0091395
0.00896953
0.0063857
0.00329163
0.002739
-0.0018445
0.00669237
0.00859786
-0.0027798
-0.006643
0.0010471
0.00503536
-0.0118234
0.01298266
0.01351416
-0.0035579
0.00505291
0.00481189
0.00441743
-0.0029841
0.00630795
-0.0010542
-0.0103416
0.00186333
0.00161541
0.00714058
0.00047535
-0.0126673
0.00164922
0.01426957
-0.0022195
-0.007895
0.00719368
0.01079862
-0.0010275
0.00387272
0.00225299
0.00046726
0.00171697
0.00770058
0.00231643

-0.0041543
-0.0012684
0.0072129
0.01469524
-0.0002516
-0.0007062
0.0003652
0.00216162
0.00367552
-0.0018359
-0.001997
0.01122369
-0.0001318
-0.0179449
0.00573241
6.520E-005
-0.002735
-0.009669
0.00951226
-0.0147804
-0.0041834
0.00162563
-0.0109705
0.01994934
-0.0059529
-0.0050689
-0.0007408
-0.0268662
0.00289756
0.02254726
-0.0048018
0.0075825
-0.0031841
0.01463311
0.01678864
0.00709554
-0.0033644
0.00062701
0.00815159
0.0039635
-0.0062193
-0.0067915
0.00647071
0.00177461
0.0049922

0.00231622
-0.0003415
0.00241535
-0.0005974
-0.0034195
-0.0062828
0.01355887
-0.0007234
-0.0030692
0.00140735
-0.0066246
0.00149943
0.00205853
0.00585268
0.00328406
0.00211133
-0.0004323
-0.0007331
-0.000191
-0.0070327
0.00453949
0.00701862
-0.0094448
-0.0012429
0.00030111
0.00260432
0.00785575
0.0041191
-0.0015931
0.00065199
0.00036093
4.421E-005
-0.0023084
-0.0044945
0.00588355
0.00687562
0.00181685
0.00020055
0.00149363
-0.0037719
-0.0041128
-0.003038
-0.0012034
-0.0329331
0.00428855

-0.0003416
-0.0051826
0.001662
0.00062199
-0.0042816
0.00015142
0.0063441
0.00171366
-0.0046956
0.0042897
-0.0193914
0.00291169
-0.0085313
0.01460953
0.0111772
-0.0034297
0.00349197
0.00134099
0.00524815
-0.0018525
0.00664828
0.00328281
-0.0045282
-0.0122332
0.00104154
0.00212478
-0.0082586
0.01952958
0.00349788
-0.0031121
0.00890242
0.0043694
-0.0095945
0.00065113
-0.0029791
0.01539193
-0.001437
-0.0042897
0.00251536
-0.01104
0.00384667
0.0085207
0.00533992
-0.0218495
-0.0210278

-0.0003731
-0.0038647
-0.0005329
0.00673341
-0.0023094
-0.0108954
0.01351448
0.00024394
0.00455537
-0.0013238
-0.0178484
0.00375469
-0.0098656
0.01513366
0.00476133
-0.0047713
-0.0039054
-0.0010825
0.01021644
-0.0051892
0.00488543
0.00592702
-0.0040895
-0.0101905
0.00904394
0.00616898
-0.0036342
0.01172152
-0.0009848
-0.0030801
0.00130878
0.00958829
-0.0050915
0.00169343
-0.0004154
0.01618932
0.00044685
-0.002716
0.00234324
-0.0051384
0.00062756
0.00597599
0.00847338
-0.0248263
-0.0153742

0.00445954
-0.0007397
-0.0109202
0.01207231
0.00123204
0.00031096
0.00941885
-0.003815
-0.0014514
0.00674552
-0.010955
0.00297783
-0.0190247
-0.0129179
0.01383837
0.00526966
0.00517162
-0.0001223
-0.0040569
0.00491479
0.00075036
0.00900219
-0.0025572
-0.0065188
-0.0006692
0.00425967
-0.0013385
0.01159182
-0.0037155
-0.0045447
0.00216171
-0.0082268
-0.0042819
0.00792584
0.01001059
0.01178231
0.0191138
0.00021737
-0.0031336
-0.0087072
0.00717221
0.00738363
0.00596709
0.00992582
-0.0263337

-0.0027949
-0.0098281
-0.0052575
0.01304354
-0.0012402
0.00559773
0.00127399
0.00344566
-0.0196986
0.00475656
0.00216592
-0.0040519
0.00955872
0.00506536
0.01408192
0.00159456
-0.0009567
-0.0057566
-0.0078186
0.00393403
0.00045349
0.00226236
0.01038822
0.00152826
0.00245649
0.00103656
-0.0070965
0.00547394
0.00471363
0.00858935
0.0041335
0.00241133
0.00037411
0.0119724
-0.003285
0.0026735
0.01049488
0.00119252
0.00117813
0.00693091
0.00735626
0.00404236
-0.011056
0.00840627
0.00154282

-0.0102064
-0.0068126
-0.0186744
0.01290812
0.00553665
0.01135542
0.00374524
-0.0033521
-0.0100298
-0.0252436
0.02356073
0.00262152
0.01151436
0.01108609
0.02058311
0.00129601
-0.0048134
-0.0015145
-0.0039858
0.00786274
-0.0034254
0.00956071
0.00841979
-0.0008768
0.00237688
0.00350974
0.00259199
0.0006856
0.00895011
0.01203739
0.00469229
-0.0073002
-0.0027588
0.00762588
-0.00269
-0.0065071
0.00649454
-0.0057277
-0.0028061
0.00429677
0.0101627
0.00324395
-0.0109268
0.00622409
-0.0025608

-0.0141467
-0.0056504
-0.0126443
0.01020429
0.00633304
0.01122135
0.00153796
-0.0021773
-0.0104426
-0.0232311
0.0194314
0.00322519
0.01345814
0.00744884
0.0224445
0.00221421
-0.007998
0.00299946
-0.0046904
0.01162922
-0.0011312
0.00671386
0.0116173
0.00487885
0.0049829
0.00474017
-0.0026227
0.00366328
0.00838823
0.01515194
0.0008382
-0.0027053
0.00058281
0.01773912
-0.0055261
-0.0012228
0.01317481
-0.0044296
0.00151567
0.00547717
0.00232317
0.00464706
-0.0093765
0.00711474
-0.0027876

-0.0015603
-0.0082708
-0.0250199
0.0100632
-0.0073892
0.01265073
-0.0021488
0.01210559
-0.0016409
-0.0238787
0.00290005
-0.0024714
0.00868001
0.01126915
0.01120967
0.00292925
0.00202532
-0.0094593
0.00618918
-0.0116865
1.628E-005
-0.0129892
0.00447903
0.01877194
-0.0024135
0.00541112
-0.0017911
-0.0041661
-0.012965
0.01090253
-0.0012193
0.01667526
-0.0168841
-0.0005966
0.00150538
0.00249568
-0.0129381
0.00349054
-0.0022351
-0.0057255
0.01708959
0.00651314
-0.0066036
-0.0076116
0.00490109

0.0027767
0.0077474
-0.0008015
0.00592206
-0.0010069
-0.0002163
-0.0010561
-0.0062489
0.00492146
0.00104092
0.00826397
-0.000399
0.0029697
0.00060067
-0.0059124
-0.0095466
-0.0147739
0.01188386
0.00004246
-0.0096797
0.014091
0.00529433
0.00632667
-0.0019429
0.00164843
-0.0107074
0.00418254
-0.0137001
-0.0006145
-0.0010777
0.00675306
-0.0004059
-0.0010177
0.00945735
0.00309336
-0.0008441
0.00337908
0.00281303
-0.0108623
0.00564151
0.02090608
0.00328386
0.00462349
-0.003817
0.00590521

0.00376908
-0.0019894
-0.000826
0.00890278
-0.0031484
-0.0018208
0.00873571
-0.0094542
0.00042397
0.00385795
-0.0040449
0.00459917
0.00875949
0.00426594
-0.0038471
-0.0171915
-0.0082564
-0.0066142
0.00943853
-0.0039921
0.00565507
0.01201892
0.01626171
-0.0023284
-0.0046957
0.00268218
-0.008215
-0.0026869
0.00359974
-0.0030207
-0.0061269
0.00961874
0.00747778
0.00096104
0.00891614
-0.0037157
0.00962818
0.00437497
-0.0079211
0.00279311
0.00979896
0.00466562
-0.0027225
-0.0101499
0.00999802

0.00810409
-0.0067502
-0.004705
0.01257454
-0.0045275
0.00023804
0.00703876
-0.0157296
0.00300011
0.00184042
-0.0062368
0.01213945
0.00779745
-0.0020432
-0.0048987
-0.0186847
-0.0170048
-0.0088272
0.00871124
-0.0093065
0.00531906
0.01971356
0.01351261
-0.000699
-0.0016069
0.00436882
-0.0118799
0.00106157
-0.0015098
-0.0075768
-0.0042425
0.01332905
0.01108984
0.00460424
0.00588249
-0.0026489
0.00945651
5.017E-005
-0.0073675
0.00110833
0.01657012
0.0027192
-0.0022402
-0.0152978
0.01271483

-0.0085901
-0.0025684
-0.0065087
-0.0051665
0.00580364
0.00850892
0.00125306
-0.000378
-0.0138973
0.01011562
-0.0029683
0.01392589
0.00283921
0.00311128
0.00529842
0.00423967
-0.0026057
-0.0160844
0.00171457
-0.0043705
-0.0062365
0.00134662
0.00234854
0.00876289
0.0030475
0.00045714
0.00149052
-0.0062881
-0.0027484
0.00409297
-0.0070814
0.00064625
0.00707033
0.01025318
3.486E-005
-6.149E-005
-0.0074908
0.00577419
0.00956042
-0.0091826
-0.0086662
0.01599383
-0.0010252
-0.0079056
0.00412214

-0.0106661
0.00666663
-0.0162421
0.00501861
-0.022648
-0.0154451
0.00699862
-0.0109535
0.01138209
0.00755555
-0.0209027
0.0217624
0.00263721
0.01137119
-0.0283485
-0.0023465
-0.0002273
-0.0156846
-0.0128522
-0.0012199
0.01816161
0.00323188
-0.0023237
0.01109706
-1.889E-005
0.01080321
-0.0251905
0.01897277
-0.0038046
0.00898953
0.00682151
-0.0106619
0.00435009
-0.0187056
0.00110345
0.01375244
-0.0012579
0.01002359
0.00131398
0.0220844
0.00554391
-0.0035366
0.00388546
-0.0030057
0.00722132

-0.0057188
0.00732325
-0.0174022
-0.0125176
-0.0329324
-0.0134353
-0.0046113
0.02886454
-0.0186192
0.00959034
-0.0090008
-0.0093129
0.01422217
0.02221397
-0.0233759
-0.0420237
0.02584592
-0.0178368
-0.0100418
-0.0455144
0.03733894
0.00223966
5.767E-005
0.02211252
0.00737776
0.00569555
-0.0190035
0.00736667
0.01351616
0.01555326
0.00819992
-0.0118933
0.00769069
-0.0176424
-0.0076083
0.02475727
0.00430734
0.00746011
-0.0193271
-0.0083536
0.02940938
0.00246875
0.00764981
-0.0114681
0.00524431

-0.0170464
0.00747453
-0.0163788
-0.0205766
-0.0266967
-0.0100958
0.00234149
0.01924371
-0.0179038
0.00477389
-0.0081694
-0.0094117
0.01342101
0.02703218
-0.0298351
-0.0331717
0.01741168
-0.0194753
-0.0139198
-0.0374931
0.02703799
0.00435826
0.00440541
0.02026888
0.00528344
0.01301323
-0.0166929
0.00878863
0.01230674
0.01213296
-0.0016333
-0.016684
0.00740398
-0.0210468
-0.0059899
0.02027063
0.00907514
0.01010204
-0.005688
0.00188304
0.03933209
0.00174976
0.00265504
-0.0082635
0.00857495

0.00898142
-0.0119229
0.00786786
-0.0045951
-0.0009442
-0.0194374
0.00318872
-0.0074483
-0.017619
0.00298301
0.00498627
0.00096845
-0.0046376
-0.0040769
0.01662608
-0.0163801
-0.00285
0.0063933
-0.0162336
0.00605817
-0.0504321
0.02061998
0.01506467
-0.0060422
0.01537337
-0.0012066
0.01074187
-0.0180592
0.00261957
0.02464542
-0.0113577
-0.0087056
0.00697195
0.00744015
-0.0207742
-1.024E-006
-0.0059142
-0.0090068
0.0223676
-0.0264512
0.03258677
0.01701352
-0.0135701
0.01469495
-0.0095321

0.00250682
-0.0012442
0.01381154
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-7.166E-005
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9.668E-005
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0.00333957

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3.750E-006
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0.02993783
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-0.0052819
-0.0102026

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0.03864686
0.03346283
-0.0327306
-0.0172953
0.01818817

0.03896087
-0.078229
-0.0108454
0.00657238
0.09639759
-0.0079883
-0.022543
0.0170914

0.03817525
-0.0604698
-0.0162168
0.0022396
0.09493312
-0.0077132
-0.0239436
0.02758755

0.00203239
-0.0277858
0.01341753
-0.0233818
0.01890911
0.01442803
0.00910917
-0.0125877

iance-Covariance

tfolio Variance

e-Day 99% VaR

CORRELATIONS
DJIA
DJIA
FTSE 100
CAC40
Nikkei 225

FTSE 100

CAC40

Nikkei 225

1
0.489105943
1
0.495709627 0.91810825
1
-0.061899208 0.20094221 0.21095096

COVARIANCES

DJIA
FTSE 100
CAC40
Nikkei 225

DJIA
0.000122707
0.000076812
7.66715E-005
-9.4745E-006

FTSE 100

CAC40

Nikkei 225

0.00020099
0.00018174 0.00019496
3.936E-005 4.070E-005 0.00019093

0.011077298 0.01417725 0.01396281 0.01381775


4000

3000

0.0001227
0.0000768
0.0000767
-0.0000095

0.0000768
0.0002010
0.0001817
0.0000394

8761.832891
93.60466277
2.326347874
217.7570082

1000

2000

0.0000767 -0.0000095
0.0001817 0.0000394
0.0001950 0.0000407
0.0000407 0.0001909

alpha's
4000
3000
1000
2000

Day
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42

Date
8/7/2006
8/8/2006
8/9/2006
8/10/2006
8/11/2006
8/14/2006
8/15/2006
8/16/2006
8/17/2006
8/18/2006
8/21/2006
8/22/2006
8/23/2006
8/24/2006
8/25/2006
8/29/2006
8/30/2006
8/31/2006
9/1/2006
9/5/2006
9/6/2006
9/7/2006
9/8/2006
9/11/2006
9/12/2006
9/13/2006
9/14/2006
9/15/2006
9/19/2006
9/20/2006
9/21/2006
9/22/2006
9/25/2006
9/26/2006
9/27/2006
9/28/2006
9/29/2006
10/2/2006
10/3/2006
10/4/2006
10/5/2006
10/6/2006
10/10/2006

DATA
DJIA
FTSE 100
11219.38
11131.84
11173.59
11096.28
11076.18
11185.35
11124.37
11016.71
11088.02
11040.73
11097.87
11109.50
11230.26
11179.47
11327.12
11203.54
11334.96
11170.05
11381.47
11096.03
11345.04
11221.13
11339.84
11147.06
11297.90
11097.08
11304.46
11100.82
11284.05
11088.22
11369.94
11145.96
11382.91
11300.65
11381.15
11232.22
11464.15
11323.52
11469.28
11320.97
11406.20
11150.64
11331.44
10978.08
11392.11
10965.48
11396.84
10897.12
11498.09
11057.60
11543.32
11045.52
11527.39
11112.02
11560.77
11037.01
11540.91
11003.44
11613.19
11082.43
11533.23
11185.45
11508.10
11076.34
11575.81
11012.71
11669.39
11131.06
11689.24
11197.81
11718.45
11188.42
11679.07
11135.97
11670.35
11230.45
11727.34
11215.78
11850.61
11241.48
11866.69
11269.85
11850.21
11220.44
11867.17
11269.11

CAC 40
Nikkei 225
6373.89
131.77
6378.16
134.38
6474.04
135.94
6357.49
135.44
6364.76
134.10
6431.67
136.17
6540.95
136.32
6603.23
138.81
6617.16
138.67
6584.22
139.16
6594.30
137.83
6571.41
138.94
6502.98
138.70
6541.52
137.21
6515.14
135.88
6583.72
135.91
6651.42
135.60
6610.83
137.60
6636.94
137.52
6625.06
141.14
6541.59
139.62
6442.69
137.50
6427.94
137.75
6419.99
134.15
6504.21
133.47
6513.60
133.85
6533.02
135.78
6508.39
134.93
6498.97
135.47
6596.47
134.06
6625.52
135.59
6582.96
134.34
6556.87
134.21
6615.45
132.92
6663.83
135.88
6661.60
135.98
6649.79
136.57
6681.70
138.06
6650.26
137.77
6669.90
136.32
6710.48
139.77
6648.28
138.13
6658.04
137.71

43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87

10/11/2006
10/12/2006
10/13/2006
10/16/2006
10/17/2006
10/18/2006
10/19/2006
10/20/2006
10/23/2006
10/24/2006
10/25/2006
10/26/2006
10/27/2006
10/30/2006
10/31/2006
11/1/2006
11/2/2006
11/6/2006
11/7/2006
11/8/2006
11/9/2006
11/10/2006
11/13/2006
11/14/2006
11/15/2006
11/16/2006
11/17/2006
11/20/2006
11/21/2006
11/22/2006
11/24/2006
11/27/2006
11/28/2006
11/29/2006
11/30/2006
12/1/2006
12/4/2006
12/5/2006
12/6/2006
12/7/2006
12/8/2006
12/11/2006
12/12/2006
12/13/2006
12/14/2006

11852.13
11947.70
11960.51
11980.59
11950.02
11992.68
12011.73
12002.37
12116.91
12127.88
12134.68
12163.66
12090.26
12086.49
12080.73
12031.02
12018.54
12105.55
12156.77
12176.54
12103.30
12108.43
12131.88
12218.01
12251.71
12305.82
12342.55
12316.54
12321.59
12326.95
12280.17
12121.71
12136.44
12226.73
12221.93
12194.13
12283.85
12331.60
12309.25
12278.41
12307.48
12328.48
12315.58
12317.50
12416.76

11275.45
11364.81
11424.87
11481.90
11418.81
11482.80
11547.42
11574.85
11542.94
11571.17
11664.18
11672.57
11685.38
11656.24
11690.22
11727.29
11727.94
11804.76
11919.80
11874.69
11832.37
11870.46
11788.80
11714.95
11758.75
11816.13
11730.74
11771.80
11779.98
11790.81
11827.90
11719.04
11734.84
11860.93
11897.99
11926.79
11973.14
11996.29
11999.72
12044.72
12099.93
12035.63
12105.94
12181.89
12223.70

6667.32
6722.05
6688.19
6710.85
6649.52
6709.16
6752.00
6774.23
6792.78
6780.25
6825.63
6884.32
6865.18
6819.57
6826.71
6861.09
6779.97
6867.99
6960.80
6936.04
6971.08
7004.63
7035.57
7014.58
7058.82
7051.38
6978.46
6991.46
7002.76
7052.76
7056.11
6966.73
6978.22
7077.80
7062.09
7006.33
7056.74
7132.94
7125.61
7153.20
7169.32
7172.67
7184.99
7240.31
7257.09

137.14
136.97
137.95
139.98
139.95
139.85
139.90
140.20
140.72
140.46
140.18
141.75
141.73
139.19
139.99
140.00
139.61
138.26
139.58
137.51
136.94
137.16
135.66
138.36
137.54
136.84
136.74
133.07
133.45
136.46
135.81
136.84
136.40
138.40
140.72
141.72
141.24
141.33
142.48
143.05
142.16
141.19
142.11
142.36
143.07

88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132

12/15/2006
12/18/2006
12/19/2006
12/20/2006
12/21/2006
12/22/2006
12/27/2006
12/28/2006
12/29/2006
1/4/2007
1/5/2007
1/9/2007
1/10/2007
1/11/2007
1/12/2007
1/16/2007
1/17/2007
1/18/2007
1/19/2007
1/22/2007
1/23/2007
1/24/2007
1/25/2007
1/26/2007
1/29/2007
1/30/2007
1/31/2007
2/1/2007
2/2/2007
2/5/2007
2/6/2007
2/7/2007
2/8/2007
2/9/2007
2/13/2007
2/14/2007
2/15/2007
2/16/2007
2/20/2007
2/21/2007
2/22/2007
2/23/2007
2/26/2007
2/27/2007
2/28/2007

12445.52
12441.27
12471.32
12463.87
12421.25
12343.21
12510.57
12501.52
12463.15
12480.69
12398.01
12416.60
12442.16
12514.98
12556.08
12582.59
12577.15
12567.93
12565.53
12477.16
12533.80
12621.77
12502.56
12487.02
12490.78
12523.31
12621.69
12673.68
12653.49
12661.74
12666.31
12666.87
12637.63
12580.83
12654.85
12741.86
12765.01
12767.57
12786.64
12738.41
12686.02
12647.48
12632.26
12216.24
12268.63

12219.52
12156.19
12176.39
12183.97
12131.80
12133.64
12210.62
12231.54
12174.11
12226.33
11989.24
12024.15
11921.57
12095.74
12230.94
12188.99
12231.55
12247.95
12312.23
12289.42
12371.13
12411.74
12355.54
12204.39
12217.10
12243.06
12141.95
12379.08
12422.38
12383.72
12493.96
12548.55
12428.16
12436.25
12399.20
12590.05
12571.95
12518.03
12549.51
12410.97
12458.71
12564.86
12631.96
12355.96
12096.14

7254.38
7226.34
7222.49
7271.12
7254.33
7175.29
7272.26
7274.04
7307.17
7297.50
7167.25
7194.16
7123.19
7230.99
7265.42
7230.75
7202.51
7194.72
7268.22
7230.50
7265.83
7308.89
7279.00
7204.83
7269.99
7314.84
7288.25
7373.68
7366.42
7343.73
7353.34
7423.85
7386.05
7398.56
7395.48
7515.21
7518.57
7498.15
7515.72
7477.10
7481.79
7526.50
7590.28
7401.84
7288.04

143.71
143.60
142.03
143.75
143.92
143.97
145.33
144.77
144.56
145.54
143.94
144.37
141.62
139.79
141.73
142.48
143.21
143.19
142.61
143.31
143.42
144.71
144.34
143.40
143.31
143.92
143.72
145.39
144.85
144.19
144.50
143.31
142.70
143.83
145.27
146.98
149.79
149.83
149.36
148.06
149.12
150.22
151.11
152.61
148.60

133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177

3/1/2007
3/2/2007
3/5/2007
3/6/2007
3/7/2007
3/8/2007
3/9/2007
3/12/2007
3/13/2007
3/14/2007
3/15/2007
3/16/2007
3/19/2007
3/20/2007
3/22/2007
3/23/2007
3/26/2007
3/27/2007
3/28/2007
3/29/2007
3/30/2007
4/2/2007
4/3/2007
4/4/2007
4/5/2007
4/10/2007
4/11/2007
4/12/2007
4/13/2007
4/16/2007
4/17/2007
4/18/2007
4/19/2007
4/20/2007
4/23/2007
4/24/2007
4/25/2007
4/26/2007
4/27/2007
5/2/2007
5/8/2007
5/9/2007
5/10/2007
5/11/2007
5/14/2007

12234.34
12114.10
12050.41
12207.59
12192.45
12260.70
12276.32
12318.62
12075.96
12133.40
12159.68
12110.41
12226.17
12288.10
12461.14
12481.01
12469.07
12397.29
12300.36
12348.75
12354.35
12382.30
12510.93
12530.05
12560.83
12573.85
12484.62
12552.96
12612.13
12720.46
12773.04
12803.84
12808.63
12961.98
12919.40
12953.94
13089.89
13105.50
13120.94
13211.88
13309.07
13362.87
13215.13
13326.22
13346.78

11972.68
11891.12
11669.06
11819.68
11885.12
12020.08
12065.10
12024.66
11904.05
11603.55
11876.94
11908.08
12045.19
12178.73
12429.40
12445.51
12385.61
12366.85
12317.55
12414.40
12371.88
12490.16
12595.33
12584.28
12614.20
12658.47
12691.28
12699.98
12813.65
12967.89
13028.74
12933.63
12897.95
12996.30
12961.34
12877.00
12960.63
12886.40
12850.24
12905.45
13036.61
13078.90
12935.99
13016.50
12983.17

7184.94
7144.34
7054.01
7125.99
7171.12
7251.59
7262.74
7246.93
7171.25
7004.66
7140.77
7163.80
7260.21
7314.29
7478.45
7495.01
7435.07
7457.37
7422.39
7508.71
7500.21
7550.57
7638.29
7675.55
7713.80
7750.36
7730.04
7758.35
7823.43
7941.97
7948.63
7927.13
7931.75
8072.45
8027.84
8018.02
8123.66
8087.67
8099.93
8144.30
8163.22
8201.15
8124.25
8182.06
8159.25

148.36
147.14
143.46
144.90
143.83
145.65
145.33
147.09
146.85
143.35
143.76
143.41
144.65
146.28
147.92
148.35
148.65
147.25
148.16
146.43
146.43
144.53
145.18
147.90
147.54
148.34
148.08
147.46
145.55
147.14
146.96
149.41
146.88
146.80
147.02
147.38
145.48
145.99
145.66
144.82
147.30
148.26
147.28
146.16
146.88

178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222

5/15/2007
5/16/2007
5/17/2007
5/18/2007
5/21/2007
5/22/2007
5/23/2007
5/24/2007
5/25/2007
5/29/2007
5/30/2007
5/31/2007
6/1/2007
6/4/2007
6/5/2007
6/6/2007
6/7/2007
6/8/2007
6/11/2007
6/12/2007
6/13/2007
6/14/2007
6/15/2007
6/18/2007
6/19/2007
6/20/2007
6/21/2007
6/22/2007
6/25/2007
6/26/2007
6/27/2007
6/28/2007
6/29/2007
7/2/2007
7/3/2007
7/5/2007
7/6/2007
7/9/2007
7/10/2007
7/11/2007
7/12/2007
7/13/2007
7/17/2007
7/18/2007
7/19/2007

13383.84
13487.53
13476.72
13556.53
13542.88
13539.95
13525.65
13441.13
13507.28
13521.34
13633.08
13627.64
13668.11
13676.32
13595.46
13465.67
13266.73
13424.39
13424.96
13295.01
13482.35
13553.73
13639.48
13612.98
13635.42
13489.42
13545.84
13360.26
13352.05
13337.66
13427.73
13422.28
13408.62
13535.43
13577.30
13565.84
13611.68
13649.97
13501.70
13577.87
13861.73
13907.25
13971.55
13918.22
14000.41

13032.10
13006.18
12995.43
13111.13
13069.85
13046.05
13160.02
13035.60
13041.13
13091.44
13038.49
13098.45
13213.19
13269.56
13218.51
12991.26
12884.00
12798.78
12919.59
12868.01
12940.78
13096.31
13309.28
13278.29
13215.94
13251.39
13142.53
13107.22
13154.40
13114.66
13034.31
13159.69
13258.09
13270.83
13389.16
13339.41
13467.84
13526.76
13419.62
13457.10
13588.96
13652.36
13615.20
13477.00
13611.75

8225.37
8169.85
8131.41
8233.66
8196.38
8198.33
8256.04
8126.17
8150.55
8165.55
8114.63
8213.13
8277.17
8260.26
8219.80
8066.21
7929.05
7859.06
7927.52
7853.74
7895.52
8051.16
8159.96
8154.25
8141.15
8176.72
8079.58
8088.16
8075.95
8014.75
7980.75
8087.13
8176.81
8214.46
8262.78
8240.89
8318.82
8319.24
8257.95
8267.10
8404.09
8426.94
8408.06
8279.44
8384.71

145.61
145.24
144.29
143.55
144.38
145.61
145.79
145.74
143.71
145.17
144.74
146.75
147.17
147.63
148.41
149.04
148.65
146.26
146.51
145.87
144.96
145.15
145.49
146.77
147.22
147.28
147.50
146.58
146.17
146.77
145.73
145.83
146.86
148.36
148.37
148.36
147.25
148.10
149.51
148.14
146.86
149.21
149.05
147.87
148.48

223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267

7/20/2007
7/23/2007
7/24/2007
7/25/2007
7/26/2007
7/27/2007
7/30/2007
7/31/2007
8/1/2007
8/2/2007
8/3/2007
8/6/2007
8/7/2007
8/8/2007
8/9/2007
8/10/2007
8/13/2007
8/14/2007
8/15/2007
8/16/2007
8/17/2007
8/20/2007
8/21/2007
8/22/2007
8/23/2007
8/24/2007
8/28/2007
8/29/2007
8/30/2007
8/31/2007
9/4/2007
9/5/2007
9/6/2007
9/7/2007
9/10/2007
9/11/2007
9/12/2007
9/13/2007
9/14/2007
9/18/2007
9/19/2007
9/20/2007
9/21/2007
9/25/2007
9/26/2007

13851.08
13943.42
13716.95
13785.79
13473.57
13265.47
13358.31
13211.99
13362.37
13463.33
13181.91
13468.78
13504.30
13657.86
13270.68
13239.54
13236.53
13028.92
12861.47
12845.78
13079.08
13121.35
13090.86
13236.13
13235.88
13378.87
13041.85
13289.29
13238.73
13357.74
13448.86
13305.47
13363.35
13113.38
13127.85
13308.39
13291.65
13424.88
13442.52
13739.39
13815.56
13766.70
13820.19
13778.65
13878.15

13533.90
13633.02
13395.77
13228.09
12792.46
12620.59
12562.39
12925.00
12684.34
12805.99
12690.73
12572.54
12751.35
13034.60
12729.91
12194.95
12510.14
12287.00
12163.62
11610.00
12043.50
12070.47
12071.17
12338.09
12429.12
12499.91
12262.37
12352.70
12519.66
12714.39
12818.64
12666.19
12763.60
12538.42
12443.02
12751.08
12806.00
12901.53
12652.18
12546.49
12915.48
12947.36
13046.41
12896.79
12964.42

8241.78
8303.39
8167.39
7999.33
7785.77
7707.17
7725.22
7873.88
7732.90
7769.82
7706.35
7633.82
7736.27
7945.40
7708.35
7452.65
7582.41
7434.74
7331.25
7056.38
7247.17
7278.75
7310.82
7459.00
7498.41
7595.99
7469.19
7534.83
7627.56
7720.11
7707.50
7578.91
7635.02
7474.33
7429.56
7580.16
7648.95
7726.22
7682.27
7696.74
7999.47
8013.47
8034.74
7968.35
8036.68

149.82
148.03
149.20
148.51
148.37
145.49
145.95
144.86
142.31
142.74
143.45
143.59
142.92
142.34
144.70
142.33
141.93
142.84
140.52
141.37
134.24
137.01
139.07
138.23
140.36
140.19
141.69
139.13
139.50
142.94
141.31
140.08
141.06
142.11
139.16
139.16
138.33
137.09
140.15
136.45
140.89
143.29
141.34
143.42
142.05

268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312

9/27/2007
9/28/2007
10/1/2007
10/2/2007
10/3/2007
10/4/2007
10/5/2007
10/9/2007
10/10/2007
10/11/2007
10/12/2007
10/15/2007
10/16/2007
10/17/2007
10/18/2007
10/19/2007
10/22/2007
10/23/2007
10/24/2007
10/25/2007
10/26/2007
10/29/2007
10/30/2007
10/31/2007
11/1/2007
11/2/2007
11/5/2007
11/6/2007
11/7/2007
11/8/2007
11/9/2007
11/12/2007
11/13/2007
11/14/2007
11/15/2007
11/16/2007
11/19/2007
11/20/2007
11/21/2007
11/26/2007
11/27/2007
11/28/2007
11/29/2007
11/30/2007
12/3/2007

13912.94
13895.63
14087.55
14047.31
13968.05
13974.31
14066.01
14164.53
14078.69
14015.12
14093.08
13984.80
13912.94
13892.54
13888.96
13522.02
13566.97
13676.23
13675.25
13671.92
13806.70
13870.26
13792.47
13930.01
13567.87
13595.10
13543.40
13660.94
13300.02
13266.29
13042.74
12987.55
13307.09
13231.01
13110.05
13176.79
12958.44
13010.14
12799.04
12743.44
12958.44
13289.45
13311.73
13371.72
13314.57

13127.82
13175.46
13292.17
13266.02
13312.20
13366.23
13466.64
13453.08
13555.86
13707.89
13694.96
13569.40
13439.60
13607.15
13525.48
13354.78
13096.88
13343.28
13267.36
13479.44
13670.99
13820.40
13764.82
13963.45
13710.28
13596.71
13443.59
13517.00
13434.25
13453.68
13207.50
13051.00
13185.44
13284.86
13007.29
12869.91
12559.27
12855.23
12476.31
12780.04
12710.02
13061.40
13095.02
13225.86
13203.02

8114.02
8130.43
8222.85
8207.29
8213.58
8204.08
8263.67
8258.57
8269.82
8348.04
8281.07
8260.94
8174.35
8260.65
8236.56
8178.49
8008.59
8126.85
8073.23
8240.77
8337.94
8407.07
8371.46
8461.80
8273.31
8284.46
8225.47
8308.24
8335.61
8272.08
8108.29
8047.04
8088.36
8248.02
8133.87
8082.57
7960.98
8139.96
7978.21
8099.70
8075.75
8207.22
8269.00
8324.38
8253.13

145.52
145.94
145.65
147.08
147.32
146.77
146.23
146.68
146.72
148.49
147.59
147.78
147.02
145.31
147.89
146.29
144.12
143.46
143.39
142.53
144.60
145.58
145.14
145.18
146.85
143.93
142.09
142.15
142.13
139.87
140.84
138.94
137.23
139.13
138.79
137.01
136.53
138.09
136.85
139.80
140.21
137.81
141.46
141.42
141.48

313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357

12/4/2007
12/5/2007
12/6/2007
12/7/2007
12/10/2007
12/11/2007
12/12/2007
12/13/2007
12/14/2007
12/17/2007
12/18/2007
12/19/2007
12/20/2007
12/21/2007
12/27/2007
12/28/2007
1/4/2008
1/7/2008
1/8/2008
1/9/2008
1/10/2008
1/11/2008
1/15/2008
1/16/2008
1/17/2008
1/18/2008
1/22/2008
1/23/2008
1/24/2008
1/25/2008
1/28/2008
1/29/2008
1/30/2008
1/31/2008
2/1/2008
2/4/2008
2/5/2008
2/6/2008
2/7/2008
2/8/2008
2/12/2008
2/13/2008
2/14/2008
2/15/2008
2/19/2008

13248.73
13444.96
13619.89
13625.58
13727.03
13432.77
13473.90
13517.96
13339.85
13167.20
13232.47
13207.27
13245.64
13450.65
13359.61
13365.87
12800.18
12827.49
12589.07
12735.31
12853.09
12606.30
12501.11
12466.16
12159.21
12099.30
11971.19
12270.17
12378.61
12207.17
12383.89
12480.30
12442.83
12650.36
12743.19
12635.16
12265.13
12200.10
12247.00
12182.13
12373.41
12552.24
12376.98
12348.21
12337.22

13001.10
13166.83
13135.93
13303.17
13434.12
13328.74
13418.73
12968.33
12919.38
12650.39
12671.63
12590.37
12572.54
12765.90
12918.93
12907.81
12534.48
12516.18
12544.55
12283.83
12180.94
12145.38
11878.87
11677.20
11668.45
11530.74
11255.19
10935.33
11584.73
11639.40
11504.86
11696.25
11607.47
11690.22
11869.08
11905.96
11528.27
11516.96
11113.91
11257.98
11585.96
11540.87
11592.80
11359.90
11643.21

8184.14
8294.11
8296.18
8379.12
8462.21
8411.34
8431.18
8165.49
8092.05
7928.23
7935.14
7909.96
7905.12
8052.27
8198.54
8274.15
8047.86
8025.95
8086.62
7973.33
7958.19
7945.87
7799.79
7673.11
7575.04
7448.30
7077.67
6749.29
7230.49
7169.49
7173.10
7296.88
7206.23
7210.23
7379.28
7369.45
6994.96
7060.14
6851.05
6827.56
7063.64
7071.66
7104.33
7010.12
7204.11

141.22
140.71
142.55
142.89
142.55
143.76
141.95
138.55
136.86
134.67
134.33
132.58
133.13
133.93
136.34
135.31
135.74
133.41
132.43
133.28
131.42
129.43
130.81
126.40
128.66
129.46
117.70
121.34
122.74
127.02
122.56
126.06
124.31
127.84
127.03
129.80
128.56
122.72
123.87
121.15
121.21
120.73
125.97
126.58
127.93

358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402

2/20/2008
2/21/2008
2/22/2008
2/25/2008
2/26/2008
2/27/2008
2/28/2008
2/29/2008
3/3/2008
3/4/2008
3/5/2008
3/6/2008
3/7/2008
3/10/2008
3/11/2008
3/12/2008
3/13/2008
3/14/2008
3/17/2008
3/18/2008
3/19/2008
3/25/2008
3/26/2008
3/27/2008
3/28/2008
3/31/2008
4/1/2008
4/2/2008
4/3/2008
4/4/2008
4/7/2008
4/8/2008
4/9/2008
4/10/2008
4/11/2008
4/14/2008
4/15/2008
4/16/2008
4/17/2008
4/18/2008
4/21/2008
4/22/2008
4/23/2008
4/24/2008
4/25/2008

12427.26
12284.30
12381.02
12570.22
12684.92
12694.28
12582.18
12266.39
12258.90
12213.80
12254.99
12040.39
11893.69
11740.15
12156.81
12110.24
12145.74
11951.09
11972.25
12392.66
12099.66
12532.60
12422.86
12302.46
12216.40
12262.89
12654.36
12608.92
12626.03
12609.42
12612.43
12576.44
12527.26
12581.98
12325.42
12302.06
12362.47
12619.27
12620.49
12849.36
12825.02
12720.23
12763.22
12848.95
12891.86

11437.12
11627.11
11581.50
11806.42
12005.57
12083.12
11869.36
11705.05
11535.37
11455.23
11646.71
11587.00
11480.17
11351.64
11401.85
11674.10
11561.26
11427.28
10833.13
11331.56
11012.45
11376.49
11331.55
11489.89
11322.61
11332.92
11561.81
11721.17
11754.32
11860.30
11967.05
11789.91
11812.82
11803.14
11622.98
11568.73
11591.70
11946.08
11874.08
12096.04
11989.78
12036.21
12047.35
11936.82
12113.36

7049.67
7186.58
7147.48
7295.36
7400.40
7501.24
7384.99
7271.80
7208.79
7123.57
7262.82
7184.84
7093.00
7019.66
7093.33
7277.81
7215.51
7165.16
6984.62
7232.62
7126.47
7317.53
7370.65
7455.81
7399.81
7458.52
7588.90
7667.76
7642.07
7715.49
7768.42
7717.08
7691.65
7673.17
7590.46
7550.28
7554.80
7743.38
7732.41
7806.31
7816.54
7783.77
7851.14
7739.91
7795.51

123.21
127.32
126.22
128.73
128.42
131.72
131.66
130.67
125.66
126.40
124.78
128.19
124.13
123.08
123.04
125.60
123.61
122.16
121.63
121.79
123.41
127.35
128.18
126.20
128.56
125.86
124.25
128.44
130.93
130.88
131.18
129.17
128.18
128.18
131.79
128.25
128.18
129.76
130.88
129.01
132.81
131.29
131.05
130.18
133.14

403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447

4/28/2008
4/30/2008
5/2/2008
5/7/2008
5/8/2008
5/9/2008
5/12/2008
5/13/2008
5/14/2008
5/15/2008
5/16/2008
5/19/2008
5/20/2008
5/21/2008
5/22/2008
5/23/2008
5/27/2008
5/28/2008
5/29/2008
5/30/2008
6/2/2008
6/3/2008
6/4/2008
6/5/2008
6/6/2008
6/9/2008
6/10/2008
6/11/2008
6/12/2008
6/13/2008
6/16/2008
6/17/2008
6/18/2008
6/19/2008
6/20/2008
6/23/2008
6/24/2008
6/25/2008
6/26/2008
6/27/2008
6/30/2008
7/1/2008
7/2/2008
7/3/2008
7/7/2008

12871.75
12820.13
13058.20
12814.35
12866.78
12745.88
12876.05
12832.18
12898.38
12992.66
12986.80
13028.16
12828.68
12601.19
12625.62
12479.63
12548.35
12594.03
12646.22
12638.32
12503.82
12402.85
12390.48
12604.45
12209.81
12280.32
12289.76
12083.77
12141.58
12307.35
12269.08
12160.30
12029.06
12063.09
11842.69
11842.36
11807.43
11811.83
11453.42
11346.51
11350.01
11382.26
11215.51
11288.53
11231.96

12149.13
12054.68
12275.61
12217.72
12267.57
12074.97
12199.84
12091.46
12069.61
12168.50
12316.71
12426.52
12188.16
12174.31
12246.99
12064.42
11963.72
12022.06
11996.03
11962.93
11797.12
11912.47
11663.78
11719.01
11635.21
11617.66
11378.97
11237.70
11267.15
11284.12
11378.28
11445.95
11274.31
11251.83
11104.45
11104.31
11106.56
11150.88
10975.70
11012.24
11196.10
10912.67
10810.27
10858.45
10857.26

7841.00
7780.35
7810.37
7814.18
7795.81
7655.19
7713.86
7741.47
7813.35
7827.75
7897.42
7977.20
7904.43
7927.39
7903.10
7779.52
7713.50
7768.57
7728.95
7792.20
7663.37
7705.18
7593.19
7623.21
7545.74
7548.57
7370.09
7241.94
7203.67
7184.75
7201.21
7265.63
7166.41
7111.82
7049.04
6985.71
6976.08
7060.37
6970.38
6926.00
6987.32
6838.71
6816.56
6825.88
6802.30

132.97
132.52
133.40
133.88
134.56
132.28
132.57
133.59
134.13
135.98
136.62
136.58
136.36
134.85
134.47
135.55
133.46
130.88
134.00
135.82
138.12
134.99
137.44
135.15
137.58
133.70
130.81
132.84
128.56
129.36
132.57
132.68
133.95
130.86
129.83
128.41
128.58
127.85
128.95
127.61
127.17
127.00
125.21
124.35
124.26

448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492

7/8/2008
7/9/2008
7/10/2008
7/11/2008
7/14/2008
7/15/2008
7/16/2008
7/17/2008
7/18/2008
7/22/2008
7/23/2008
7/24/2008
7/25/2008
7/28/2008
7/29/2008
7/30/2008
7/31/2008
8/1/2008
8/4/2008
8/5/2008
8/6/2008
8/7/2008
8/8/2008
8/11/2008
8/12/2008
8/13/2008
8/14/2008
8/15/2008
8/18/2008
8/19/2008
8/20/2008
8/21/2008
8/22/2008
8/26/2008
8/27/2008
8/28/2008
8/29/2008
9/2/2008
9/3/2008
9/4/2008
9/5/2008
9/8/2008
9/9/2008
9/10/2008
9/11/2008

11384.21
11147.44
11229.02
11100.54
11055.19
10962.54
11239.28
11446.66
11496.57
11602.50
11632.38
11349.28
11370.69
11131.08
11397.56
11583.69
11378.02
11326.32
11284.15
11615.77
11656.07
11431.43
11734.32
11782.35
11642.47
11532.96
11615.93
11659.90
11479.39
11348.55
11417.43
11430.21
11628.06
11412.87
11502.51
11715.18
11543.55
11516.92
11532.88
11188.23
11220.96
11510.74
11230.73
11268.92
11433.71

10727.58
10940.87
10694.65
10462.17
10557.34
10369.14
10282.14
10609.08
10732.91
10709.96
10881.82
10632.90
10637.76
10578.45
10536.27
10729.19
10720.97
10569.64
10457.92
10663.55
10702.28
10650.45
10516.76
10626.96
10522.74
10162.18
10308.72
10163.38
10168.98
9907.12
9984.03
10075.03
10230.51
10058.43
10162.31
10245.72
10279.47
10040.26
9769.67
9503.25
9259.27
9608.91
9553.66
9418.75
9310.92

6703.68
6827.66
6682.82
6523.45
6584.85
6486.42
6506.01
6712.18
6815.73
6852.35
6920.01
6813.96
6859.71
6805.87
6738.13
6846.97
6853.42
6714.93
6682.22
6793.17
6859.41
6853.37
6751.62
6807.39
6736.96
6546.19
6585.60
6540.78
6541.45
6370.81
6429.85
6405.67
6519.19
6399.87
6431.95
6567.78
6598.85
6590.78
6430.21
6189.26
5986.68
6165.90
6068.33
6021.45
5916.28

121.57
121.85
122.25
122.97
122.22
122.21
121.75
122.03
119.96
123.35
123.46
126.39
123.58
124.08
121.63
123.55
123.78
121.78
119.77
119.52
121.45
119.76
119.52
122.21
121.24
119.87
118.24
117.88
119.39
117.23
116.94
117.79
115.22
116.34
116.22
116.70
120.47
115.85
117.03
116.18
114.72
116.93
115.40
114.79
113.62

493
494
495
496
497
498
499
500

9/12/2008
9/16/2008
9/17/2008
9/18/2008
9/19/2008
9/22/2008
9/24/2008
9/25/2008

11421.99
11059.02
10609.66
11019.69
11388.44
11015.69
10825.17
11022.06

9673.68
8916.92
8820.21
8878.18
9734.02
9656.26
9438.58
9599.90

6142.13
5770.72
5677.14
5689.85
6230.01
6181.95
6033.93
6200.40

113.85
110.68
112.17
109.55
111.62
113.23
114.26
112.82

DJIA
-0.0040813
-0.0087179
0.00435078
-0.0032676
0.00088835
0.01192932
0.00862491
0.00069214
0.00410323
-0.0032008
-0.0004584
-0.0036985
0.00058064
-0.0018055
0.00761163
0.00114073
-0.0001546
0.00729276
0.00044748
-0.0054999
-0.0065543
0.00535413
0.0004152
0.00888404
0.0039337
-0.00138
0.00289571
-0.0017179
0.00626294
-0.0068853
-0.0021789
0.00588368
0.0080841
0.00170103
0.00249888
-0.0033605
-0.0007466
0.00488332
0.01051134
0.00135689
-0.0013888
0.0014312

RETURNS
FTSE 100
CAC 40
-0.0031946
0.00802701
-0.0150771
0.00218047
0.00622915
0.0062978
0.0021531
-0.0029895
-0.0066263
0.01127464
-0.0066013
-0.0044835
0.00033646
-0.0011351
0.00520803
0.01387855
-0.0060556
0.00812804
-0.0002253
-0.015045
-0.0154755
-0.0011475
-0.0062348
0.01472727
-0.0010926
0.0060209
-0.0067509
-0.0030412
0.00717819
0.00929627
-0.0097543
-0.0057449
0.01074651
0.0059966
-0.0008379
-0.0046886
0.0084848
-0.0013069
0.00229204
0.0025231
-0.0043836
0.00433724

0.00066952
0.01503234
-0.0180033
0.00114487
0.01051157
0.01699064
0.00952155
0.00210978
-0.0049779
0.00153171
-0.0034713
-0.0104134
0.00592595
-0.0040318
0.01052577
0.01028358
-0.0061034
0.00394984
-0.0017893
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0.01311884
0.00144372
0.00298147
-0.003771
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0.01500198
0.00440385
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0.00893359
0.00731292
-0.0003338
-0.0017733
0.0047985
-0.0047052
0.00295344
0.00608384
-0.0092689
0.00146834

Nikkei 225
0.01978674
0.01161973
-0.0037163
-0.0098776
0.01544136
0.00111615
0.01823981
-0.0009863
0.00349027
-0.0095294
0.00806341
-0.0017211
-0.0107403
-0.009719
0.00022246
-0.0022761
0.01476431
-0.0005737
0.02627309
-0.0107329
-0.0151638
0.00175512
-0.0261327
-0.0050046
0.00280514
0.01445353
-0.0062568
0.00396374
-0.0103938
0.01140602
-0.0092094
-0.0009992
-0.0095606
0.02221319
0.00073434
0.00436529
0.0109386
-0.0021067
-0.010578
0.02532638
-0.0117232
-0.0030238

lambda
0.94

-0.0012674
0.00806353
0.00107217
0.00167886
-0.0025516
0.00356987
0.00158847
-0.0007792
0.00954312
0.00090535
0.00056069
0.0023882
-0.0060344
-0.0003118
-0.0004766
-0.0041148
-0.0010373
0.00723965
0.00423112
0.00162625
-0.0060148
0.00042385
0.00193667
0.00709948
0.00275822
0.00441653
0.00298477
-0.0021073
0.00041002
0.00043501
-0.0037949
-0.0129037
0.00121518
0.00743958
-0.0003926
-0.0022746
0.00735764
0.00388722
-0.0018124
-0.0025054
0.00236757
0.00170628
-0.0010464
0.0001559
0.00805845

0.0005629
0.00792454
0.00528514
0.0049916
-0.005495
0.00560399
0.00562825
0.00237532
-0.0027572
0.00244546
0.00803858
0.00071932
0.0010971
-0.0024939
0.00291571
0.00317052
5.609E-005
0.00655011
0.00974452
-0.0037842
-0.0035636
0.00321902
-0.0068792
-0.0062649
0.00373896
0.00488012
-0.0072264
0.00349968
0.00069489
0.00091989
0.00314508
-0.0092031
0.00134772
0.01074507
0.00312456
0.00242019
0.00388634
0.00193415
0.0002854
0.00375013
0.00458346
-0.0053134
0.00584196
0.00627304
0.00343211

0.00139373
0.00820873
-0.0050372
0.00338771
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0.00896953
0.0063857
0.00329163
0.002739
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0.00669237
0.00859786
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0.0010471
0.00503536
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0.01298266
0.01351416
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0.00441743
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0.00630795
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0.00186333
0.00161541
0.00714058
0.00047535
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0.00164922
0.01426957
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0.00719368
0.01079862
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0.00387272
0.00225299
0.00046726
0.00171697
0.00770058
0.00231643

-0.0041543
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0.0072129
0.01469524
-0.0002516
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0.0003652
0.00216162
0.00367552
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0.01122369
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0.00573241
6.520E-005
-0.002735
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0.00951226
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0.00162563
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0.01994934
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0.00289756
0.02254726
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0.0075825
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0.01463311
0.01678864
0.00709554
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0.00062701
0.00815159
0.0039635
-0.0062193
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0.00647071
0.00177461
0.0049922

0.00231622
-0.0003415
0.00241535
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0.01355887
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0.00140735
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0.00149943
0.00205853
0.00585268
0.00328406
0.00211133
-0.0004323
-0.0007331
-0.000191
-0.0070327
0.00453949
0.00701862
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0.00030111
0.00260432
0.00785575
0.0041191
-0.0015931
0.00065199
0.00036093
4.421E-005
-0.0023084
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0.00588355
0.00687562
0.00181685
0.00020055
0.00149363
-0.0037719
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0.00428855

-0.0003416
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0.001662
0.00062199
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0.00015142
0.0063441
0.00171366
-0.0046956
0.0042897
-0.0193914
0.00291169
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0.01460953
0.0111772
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0.00349197
0.00134099
0.00524815
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0.00664828
0.00328281
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0.00104154
0.00212478
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0.01952958
0.00349788
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0.00890242
0.0043694
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0.00065113
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0.01539193
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0.00384667
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-0.0003731
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0.00673341
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0.01351448
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0.00455537
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0.00375469
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0.01513366
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0.00904394
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0.01172152
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0.00958829
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0.00169343
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0.01618932
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0.00234324
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0.00847338
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0.00445954
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0.01207231
0.00123204
0.00031096
0.00941885
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0.00297783
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0.00526966
0.00517162
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0.00075036
0.00900219
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0.00425967
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0.01159182
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0.00216171
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0.00792584
0.01001059
0.01178231
0.0191138
0.00021737
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0.00717221
0.00738363
0.00596709
0.00992582
-0.0263337

-0.0027949
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0.01304354
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0.00559773
0.00127399
0.00344566
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0.00475656
0.00216592
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0.00955872
0.00506536
0.01408192
0.00159456
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0.00393403
0.00045349
0.00226236
0.01038822
0.00152826
0.00245649
0.00103656
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0.00547394
0.00471363
0.00858935
0.0041335
0.00241133
0.00037411
0.0119724
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0.0026735
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0.00119252
0.00117813
0.00693091
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0.00840627
0.00154282

-0.0102064
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0.00553665
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0.00374524
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0.02356073
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0.01151436
0.01108609
0.02058311
0.00129601
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0.00786274
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0.00956071
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0.00622409
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0.01020429
0.00633304
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0.00153796
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0.00711474
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0.01210559
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0.01120967
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0.00618918
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1.628E-005
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0.0027767
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0.00376908
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0.00810409
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0.00945651
5.017E-005
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0.0027192
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0.01271483

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3.486E-005
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0.02438865
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0.01296259
0.02913369
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0.00449979
-0.0200903
0.02493954

-0.0083593
0.01343676
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0.00641126
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0.01789242
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0.030881
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0.03485569
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0.0286189
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0.02176367
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0.00937265
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0.00054883
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0.04338499
0.00482364
0.01068702

0.00729824
-0.0115037
0.00787346
0.01528146
0.00912474
0.00073788
-0.0088307
-0.0250982
-0.0006106
-0.003679
0.00337241
-0.0175112
-0.012184
-0.0129094
0.03549018
-0.0038308
0.0029314
-0.0160262
0.00177055
0.03511537
-0.023643
0.03578117
-0.0087564
-0.0096918
-0.0069953
0.00380554
0.03192314
-0.0035909
0.00135698
-0.0013155
0.00023871
-0.0028535
-0.0039105
0.00436807
-0.0203911
-0.0018953
0.00491056
0.02077255
9.668E-005
0.0181348
-0.0018943
-0.0081707
0.00337966
0.00671696
0.00333957

-0.0177006
0.01661186
-0.0039227
0.01942013
0.01686831
0.0064595
-0.0176911
-0.013843
-0.0144959
-0.0069478
0.01671551
-0.0051263
-0.0092203
-0.0111954
0.00442327
0.02387769
-0.0096658
-0.0115889
-0.0519941
0.04601002
-0.0281613
0.0330572
-0.0039501
0.01397277
-0.0145588
0.000911
0.02019669
0.01378343
0.00282814
0.00901624
0.00900015
-0.0148019
0.00194279
-0.0008189
-0.0152642
-0.0046675
0.00198574
0.03057199
-0.0060269
0.01869261
-0.0087846
0.00387219
0.00092587
-0.0091748
0.01478929

-0.0214382
0.01942139
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0.02068934
0.01439869
0.01362577
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0.01049532
0.02600751
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0.03550771
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0.02681037
0.00725989
0.01155386
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0.00793344
0.01748055
0.01039265
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0.00960708
0.00686021
-0.0066096
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0.00059956
0.02496122
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0.00955692
0.00131052
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0.00865561
-0.0141675
0.00718273

-0.0369179
0.03336623
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0.03368535
0.0193739
-0.0003783
0.00233758
-0.0153349
-0.0076501
3.750E-006
0.02811317
-0.0268307
-0.0005946
0.01237362
0.00862885
-0.0142915
0.02943916
-0.0114341
-0.0018461
-0.0066543
0.02274263

-0.0015599
-0.0040103
0.01857001
-0.0186741
0.00409151
-0.0093963
0.01021271
-0.0034071
0.00515891
0.00730945
-0.000451
0.00318477
-0.0153114
-0.0177329
0.00193871
-0.011563
0.00550657
0.00364032
0.00414403
-0.0006247
-0.0106422
-0.0080751
-0.0009974
0.0172689
-0.0313096
0.00577486
0.00076871
-0.0167611
0.0047841
0.01365308
-0.0031095
-0.0088662
-0.0107925
0.00282898
-0.0182706
-2.787E-005
-0.0029496
0.00037265
-0.0303433
-0.0093343
0.00030846
0.00284141
-0.01465
0.00651063
-0.0050113

0.00295309
-0.0077742
0.01832751
-0.0047164
0.00408019
-0.0156999
0.01034156
-0.0088835
-0.0018076
0.00819383
0.01217959
0.00891572
-0.0191814
-0.0011369
0.00596978
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0.00487614
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0.00977721
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0.00473504
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-0.0124149
0.00262112
0.00150615
0.00834373
0.00594724
-0.0149951
-0.0019944
-0.0130979
-1.268E-005
0.00020222
0.00399112
-0.0157104
0.00332945
0.01669603
-0.0253151
-0.0093834
0.00445687
-0.0001098

0.00583569
-0.0077349
0.00385836
0.00048806
-0.0023514
-0.018038
0.0076645
0.00358006
0.009285
0.00184264
0.00890003
0.01010163
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0.00290515
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0.0071393
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0.00818297
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0.0054558
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0.00395387
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0.00037441
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0.00229074
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0.01208325
-0.0127466
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0.00885254
-0.0212688
-0.0032377
0.00136673
-0.0034541

-0.0012241
-0.0033849
0.00658624
0.00359752
0.00512149
-0.0169494
0.00217424
0.00772503
0.00402577
0.01376768
0.00473438
-0.0003165
-0.001559
-0.0110821
-0.0028207
0.00803817
-0.0154377
-0.0193576
0.02382249
0.01361741
0.01691103
-0.0226323
0.01815811
-0.0166544
0.01792081
-0.0281815
-0.0216279
0.01555529
-0.0322113
0.00622263
0.0247731
0.00087609
0.00952005
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0.00137776
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0.00858809
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-0.006913
-0.0007339

0.01355507
-0.0207981
0.00731827
-0.0114418
-0.0040854
-0.0083807
0.02524415
0.01845136
0.00436022
0.00921405
0.00257531
-0.0243372
0.00188646
-0.0210726
0.02394017
0.01633069
-0.0177551
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0.02938812
0.00346942
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0.02649625
0.00409312
-0.011872
-0.0094061
0.00719416
0.00378532
-0.0154813
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0.0060695
0.00111934
0.01730939
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0.00785429
0.01848901
-0.0146502
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0.00138579
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0.0029254
0.02582488
-0.024326
0.00340049
0.01462341

-0.0119445
0.01988228
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0.00909671
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0.03179616
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0.00045637
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0.00055098
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0.00776317
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0.01543158
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0.01032738
0.00820767
0.00329429
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0.0377609
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0.01849347
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0.02111799
0.0047316
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0.02993783
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-0.0077244
-0.0174665

-0.0216507
0.00230153
0.0033096
0.00589293
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0.00231359
-0.0169623
0.02823589
0.00090372
0.02371063
-0.0221944
0.00403181
-0.0197443
0.01573808
0.00187849
-0.0161818
-0.0164425
-0.0020789
0.0160942
-0.0138661
-0.0020644
0.02253263
-0.0079443
-0.0112667
-0.0136217
-0.0030827
0.01286777
-0.0180979
-0.0024928
0.00729084
-0.0218461
0.0097221
-0.0010146
0.00412722
0.03225453
-0.0382833
0.01015922
-0.0072839
-0.012525
0.01920231
-0.0130665
-0.0052819
-0.0102026

-0.001025
-0.0317782
-0.0406329
0.03864686
0.03346283
-0.0327306
-0.0172953
0.01818817

0.03896087
-0.078229
-0.0108454
0.00657238
0.09639759
-0.0079883
-0.022543
0.0170914

0.03817525
-0.0604698
-0.0162168
0.0022396
0.09493312
-0.0077132
-0.0239436
0.02758755

0.00203239
-0.0277858
0.01341753
-0.0233818
0.01890911
0.01442803
0.00910917
-0.0125877

DJIA
0.00012271
0.00011634
0.00011392
0.00010822
0.00010237
9.628E-005
9.904E-005
9.756E-005
9.173E-005
8.724E-005
8.262E-005
7.768E-005
7.384E-005
6.943E-005
6.546E-005
6.500E-005
6.118E-005
5.751E-005
5.725E-005
5.383E-005
5.242E-005
5.185E-005
5.046E-005
4.744E-005
4.933E-005
4.730E-005
4.457E-005
4.240E-005
4.004E-005
3.999E-005
4.043E-005
3.829E-005
3.807E-005
3.971E-005
3.750E-005
3.562E-005
3.416E-005
3.215E-005
3.165E-005
3.638E-005
3.431E-005
3.236E-005

VARIANCEs
FTSE 100
CAC 40
0.00020099
0.00018955
0.00018204
0.00018476
0.00017396
0.00016585
0.00015828
0.00014906
0.00014065
0.00013485
0.00013438
0.00012893
0.0001224
0.00011507
0.00010824
0.00010337
0.00010873
0.0001044
0.0001021
9.598E-005
0.0001038
0.00011194
0.00010531
0.00010132
0.00010825
0.00010183
9.790E-005
9.476E-005
8.963E-005
8.734E-005
8.729E-005
8.776E-005
8.447E-005
8.633E-005
8.331E-005
7.835E-005
7.497E-005
7.479E-005
7.041E-005
6.650E-005
6.289E-005
6.027E-005

0.00019496
0.00018329
0.00018585
0.00019415
0.00018258
0.00017825
0.00018488
0.00017922
0.00016874
0.0001601
0.00015063
0.00014232
0.00014029
0.00013398
0.00012691
0.00012595
0.00012473
0.00011949
0.00011325
0.00010665
0.00010978
0.0001169
0.0001102
0.00010368
0.00010779
0.00010145
9.589E-005
9.099E-005
8.566E-005
9.402E-005
8.954E-005
8.665E-005
8.239E-005
8.224E-005
8.051E-005
7.569E-005
7.133E-005
6.844E-005
6.566E-005
6.224E-005
6.073E-005
6.224E-005

Nikkei 225
0.00019093
0.00020297
0.00019889
0.00018778
0.00018237
0.00018573
0.00017467
0.00018415
0.00017316
0.0001635
0.00015914
0.00015349
0.00014446
0.00014271
0.00013982
0.00013143
0.00012386
0.0001295
0.00012175
0.00015586
0.00015342
0.00015802
0.00014872
0.00018077
0.00017143
0.00016161
0.00016445
0.00015693
0.00014846
0.00014603
0.00014508
0.00014146
0.00013303
0.00013054
0.00015231
0.0001432
0.00013575
0.00013479
0.00012697
0.00012606
0.00015698
0.00015581

3.055E-005
2.881E-005
3.098E-005
2.919E-005
2.761E-005
2.634E-005
2.553E-005
2.415E-005
2.274E-005
2.684E-005
2.527E-005
2.378E-005
2.269E-005
2.352E-005
2.211E-005
2.080E-005
2.057E-005
1.940E-005
2.138E-005
2.117E-005
2.006E-005
2.102E-005
1.977E-005
1.881E-005
2.071E-005
1.992E-005
1.990E-005
1.924E-005
1.835E-005
1.726E-005
1.623E-005
1.612E-005
2.515E-005
2.373E-005
2.562E-005
2.410E-005
2.296E-005
2.483E-005
2.425E-005
2.299E-005
2.199E-005
2.100E-005
1.992E-005
1.879E-005
1.766E-005

5.778E-005
5.433E-005
5.484E-005
5.323E-005
5.153E-005
5.025E-005
4.912E-005
4.807E-005
4.553E-005
4.325E-005
4.101E-005
4.243E-005
3.992E-005
3.759E-005
3.571E-005
3.408E-005
3.264E-005
3.068E-005
3.141E-005
3.522E-005
3.397E-005
3.269E-005
3.135E-005
3.231E-005
3.273E-005
3.160E-005
3.114E-005
3.240E-005
3.119E-005
2.935E-005
2.764E-005
2.657E-005
3.006E-005
2.837E-005
3.359E-005
3.216E-005
3.058E-005
2.966E-005
2.810E-005
2.642E-005
2.568E-005
2.540E-005
2.557E-005
2.608E-005
2.688E-005

5.863E-005
5.523E-005
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0.00015526
0.00015678
0.00014737
0.00014453
0.00014176
0.00013542
0.00012763
0.00017955
0.00017363
0.0001878
0.00017658
0.00016659
0.00015662
0.00016801
0.00017773
0.00017217
0.00020672
0.00019476
0.0001865
0.00018709
0.00017608
0.00016566
0.000176
0.00018127
0.00018019
0.00018618
0.00032357
0.00043332
0.00071232
0.00067385
0.00063343
0.0006133
0.00058576
0.00055063
0.00055058
0.00051765
0.00064152
0.00060824
0.00062437
0.00058762
0.00062409
0.00058673
0.0005528
0.00053019

0.00015519
0.00014608
0.00013809
0.00014005
0.00013199
0.0001244
0.00012123
0.00012346
0.00015052
0.00015037
0.00015675
0.00014771
0.00014908
0.00014116
0.00013485
0.00014625
0.0001409
0.00013305
0.00014275
0.00013745
0.00013167
0.00013539
0.00014101
0.0001393
0.00019902
0.00020628
0.00019622
0.00067929
0.00069575
0.00066203
0.0006952
0.00072752
0.00073301
0.00070062
0.000707
0.00066701
0.00065541
0.00062154
0.00070797
0.00067076
0.00065954
0.00061998
0.00058372
0.00066163
0.00062333

0.00017106
0.000164
0.0001621
0.00015609
0.00016074
0.00015609
0.00014675
0.00014263
0.00017187
0.00016158
0.00015269
0.00014421
0.00015396
0.00015363
0.00015441
0.00022072
0.00020836
0.00019637
0.0002
0.00018819
0.00025088
0.00026937
0.00033002
0.00031482
0.00030157
0.00028641
0.0002701
0.00031503
0.00029691
0.0002792
0.00026255
0.0002468
0.00023248
0.00021945
0.00020743
0.00021993
0.00020695
0.00019598
0.00021011
0.00019751
0.00020539
0.00019328
0.00018569
0.00017523
0.00016743

0.00038806
0.00038357
0.00037712
0.00035541
0.00035672
0.00035239
0.00033375
0.0003325
0.00032405
0.00031721
0.00030108
0.00029978
0.00028337
0.00027147
0.0002627
0.00024811
0.00026743
0.00025699
0.00024963
0.00039686
0.00050006
0.00051764
0.00055215
0.00051995
0.00050047
0.00048316
0.00045422
0.00045144
0.00043575
0.00041009
0.00039036
0.0003718
0.00036264
0.00034111
0.00032068
0.00031542
0.0002978
0.00028017
0.00031944
0.00030245
0.00030527
0.00029158
0.00027499
0.00025854
0.00024808

0.00054432
0.00053924
0.00052952
0.00049952
0.00049523
0.00047796
0.00046042
0.00044721
0.00043447
0.00041291
0.00039652
0.00039565
0.00037883
0.0003659
0.00035036
0.00033595
0.00035638
0.00033939
0.00032195
0.00034073
0.00039593
0.0003851
0.00040512
0.00038398
0.00036895
0.0003502
0.00033296
0.00033132
0.00031792
0.00029952
0.00028708
0.00027268
0.00025894
0.00024406
0.00022976
0.00022295
0.00021125
0.0001986
0.00022407
0.00021074
0.00020358
0.00019147
0.00018103
0.00017467
0.00017623

0.00059278
0.00063899
0.00066745
0.00063189
0.00061774
0.00058102
0.00058582
0.00055068
0.000521
0.00057797
0.00054534
0.00052244
0.000536
0.00056414
0.00053457
0.0005025
0.00049828
0.00048347
0.00046267
0.00043603
0.00040996
0.000396
0.00043351
0.00041006
0.00039983
0.00039696
0.00039971
0.0003855
0.00043045
0.00042714
0.00040152
0.00037776
0.0003692
0.00035056
0.00032953
0.00035718
0.00037894
0.00035623
0.00034404
0.00032786
0.00032045
0.00035322
0.00033987
0.00031968
0.00030316

0.00015805
0.00014871
0.00014076
0.000153
0.00016474
0.00015586
0.00015181
0.00014896
0.00014072
0.00013387
0.00012904
0.00012131
0.00011464
0.00012183
0.00013339
0.00012561
0.0001261
0.00012035
0.00011392
0.00010812
0.00010166
0.00010235
0.00010012
9.418E-005
0.00010642
0.00015885
0.00015132
0.00014228
0.0001506
0.00014293
0.00014554
0.00013739
0.00013386
0.00013282
0.00012533
0.00013784
0.00012957
0.00012232
0.00011499
0.00016333
0.00015876
0.00014924
0.00014077
0.0001452
0.00013903

0.00024632
0.00023206
0.00022176
0.00022861
0.00021623
0.00020425
0.00020679
0.0002008
0.00019349
0.00018207
0.00017518
0.00017357
0.00016792
0.00017992
0.0001692
0.00016119
0.00016485
0.00015914
0.00015102
0.00014224
0.00013416
0.00013764
0.00013511
0.00015316
0.00014531
0.00013966
0.00013142
0.00014886
0.00014918
0.00014064
0.00013234
0.00012857
0.00012298
0.00012909
0.00012159
0.00012458
0.00011711
0.00011009
0.00010444
0.00011298
0.00010687
0.00011718
0.0001486
0.00014497
0.00013746

0.00016875
0.00016067
0.00015462
0.00014623
0.00013748
0.00012956
0.00014131
0.00013635
0.00012894
0.00012638
0.000119
0.00011661
0.00011574
0.00011379
0.00010746
0.00010158
0.00011016
0.00010787
0.00010445
9.975E-005
9.778E-005
0.00010831
0.0001036
0.00011006
0.00010439
0.00010433
9.808E-005
0.00012573
0.00013633
0.00012983
0.00012245
0.00011542
0.00011329
0.00011769
0.00011411
0.00011194
0.00011006
0.00010357
0.00010612
0.0001095
0.00010536
0.00010374
0.00012466
0.00011781
0.00011085

0.000316
0.00029713
0.00027999
0.0002658
0.00025062
0.00023716
0.00024017
0.00022604
0.00021606
0.00020407
0.0002032
0.00019235
0.00018082
0.00017011
0.00016727
0.00015772
0.00015213
0.0001573
0.00017035
0.00019418
0.00019365
0.00019919
0.00021797
0.00022468
0.00022784
0.00023344
0.00026708
0.00027912
0.00027689
0.00032254
0.00030551
0.000324
0.0003046
0.00029177
0.00030613
0.0002915
0.00028121
0.00026445
0.00025051
0.0002399
0.00023202
0.0002188
0.00020578
0.0002053
0.00019585

0.0001322
0.00013529
0.00015312
0.00014715
0.00014618
0.00013841
0.00013432
0.00016449
0.00017505
0.00016569
0.00016084
0.00015159
0.00017803
0.00016756
0.00018415
0.00020749
0.00021104
0.0002173
0.0002055
0.000194
0.00023418
0.00022085
0.00022988
0.00025821
0.00024373
0.00023756
0.00022861
0.000218
0.00020578
0.00020782
0.00020314
0.00019316
0.00018165
0.00018873
0.00019795
0.00018978
0.0001989
0.00019984
0.00018817
0.000177
0.00021996
0.00020728
0.00023486
0.00025627
0.00024159

0.00012921
0.00013002
0.00014594
0.00016757
0.00018587
0.00017968
0.00018797
0.00018091
0.00023072
0.00022505
0.00021182
0.00021456
0.00023308
0.00021911
0.00020782
0.00019631
0.00020465
0.0001924
0.00019281
0.00018795
0.00019987
0.00018867
0.00017876
0.00017748
0.00017342
0.00016879
0.00022911
0.00022784
0.00022609
0.00021254
0.00023958
0.00022882
0.00022008
0.00022116
0.00022487
0.00021777
0.00020875
0.00019687
0.00021755
0.00024808
0.00027781
0.00030069
0.0003682
0.0003481
0.00033917

0.00010492
0.00011123
0.00012508
0.00014458
0.00017002
0.00016514
0.00016864
0.00015907
0.00020977
0.00021147
0.00020051
0.00019433
0.00019676
0.00018766
0.0001801
0.00017523
0.00018038
0.00016961
0.00018393
0.00017432
0.0001804
0.00017528
0.00016481
0.00016815
0.00016216
0.00015885
0.00019743
0.00018776
0.00017927
0.00016851
0.00019923
0.00019243
0.00018173
0.00018967
0.00019839
0.00018799
0.00020347
0.00019261
0.00018114
0.00020589
0.00027778
0.00032539
0.00035964
0.00035309
0.00033549

0.00018413
0.00020121
0.00018946
0.00017875
0.0001701
0.00016214
0.00015241
0.00014409
0.00013577
0.00014488
0.00018403
0.00017303
0.00019638
0.00021416
0.00020228
0.00021354
0.00021558
0.00020286
0.0002064
0.00021024
0.00019788
0.00020155
0.00020099
0.00018919
0.0002083
0.00019959
0.00019523
0.00019465
0.00018354
0.00018246
0.00019117
0.00018007
0.00017246
0.00019074
0.00018497
0.00017393
0.00016452
0.00021707
0.00029198
0.00028066
0.000267
0.00026039
0.00026689
0.00026112
0.00024713

0.00023992
0.00022559
0.00027265
0.00035535
0.00042364
0.00046541
0.00050176
0.0004896
0.00048008

0.00032669
0.00039816
0.00074146
0.00070403
0.00066438
0.00118207
0.00111497
0.00107856
0.00103138

0.00033366
0.00040108
0.00059641
0.00057641
0.00054213
0.00105034
0.00099089
0.00096583
0.00095354

0.00023855
0.00022448
0.00025734
0.0002527
0.00027034
0.00027557
0.00027153
0.00026021
0.00025411

DJIA/FTSE

DJIA/CAC

0.000076812
7.29856E-005
6.44077E-005
5.66074E-005
5.27835E-005
4.99485E-005
5.14593E-005
0.000049486
4.63926E-005
4.19777E-005
3.72938E-005
3.52377E-005
3.41184E-005
0.000032083
0.000030281
3.08426E-005
2.99419E-005
2.82016E-005
3.00661E-005
0.000028256
3.15254E-005
3.57198E-005
0.000033208
3.10602E-005
3.70469E-005
3.45662E-005
3.19937E-005
2.89011E-005
2.74805E-005
2.85291E-005
2.29769E-005
2.28735E-005
0.000019473
2.35172E-005
2.27182E-005
2.12295E-005
2.09011E-005
1.92669E-005
0.000017728
1.81098E-005
1.72287E-005
1.65602E-005

7.66715E-005
7.19072E-005
5.97298E-005
5.14463E-005
4.81351E-005
4.58072E-005
0.00005522
5.68342E-005
5.35117E-005
4.90755E-005
4.58368E-005
4.31821E-005
0.000042902
4.05343E-005
0.000038539
4.10337E-005
3.92756E-005
3.69757E-005
3.64854E-005
3.42483E-005
3.63514E-005
4.01155E-005
3.69729E-005
3.47237E-005
3.96332E-005
3.75959E-005
3.50933E-005
3.23325E-005
3.05417E-005
3.43466E-005
3.04665E-005
2.94783E-005
2.63106E-005
2.90652E-005
2.80677E-005
2.63336E-005
2.51111E-005
2.33895E-005
2.06075E-005
2.12337E-005
0.000020455
0.00002

COVARIANCE
DJIA/Nikkei
FTSE/CAC
-9.4745E-006
-1.3751E-005
-1.9004E-005
-1.8834E-005
-1.5768E-005
-1.3998E-005
-1.2360E-005
-2.1791E-006
-2.0893E-006
-1.1046E-006
7.91735E-007
5.22479E-007
8.73053E-007
4.46497E-007
1.47256E-006
1.48580E-006
1.24087E-006
1.02945E-006
7.16637E-007
0.000001379
4.83811E-006
1.05112E-005
1.04443E-005
9.16663E-006
0.000005949
6.25412E-006
4.68210E-006
3.31410E-006
2.70670E-006
-1.3614E-006
-5.9918E-006
-4.4283E-006
-4.5153E-006
-8.8817E-006
-6.0817E-006
-5.6067E-006
-6.1505E-006
-6.2715E-006
-6.5125E-006
-0.000012793
-9.9635E-006
-8.3889E-006

0.00018174
0.00017071
0.00016771
0.00017393
0.00016365
0.00015776
0.00015471
0.00014666
0.00013748
0.00013121
0.00012437
0.00011829
0.00011399
0.00010727
0.00010111
9.833E-005
0.00010099
9.715E-005
9.325E-005
8.768E-005
9.379E-005
0.0001022
9.623E-005
9.092E-005
9.705E-005
9.114E-005
8.675E-005
8.307E-005
7.835E-005
8.011E-005
7.776E-005
7.685E-005
7.361E-005
7.495E-005
7.308E-005
6.872E-005
6.509E-005
6.363E-005
6.018E-005
5.698E-005
5.448E-005
5.365E-005

FTSE/Nikkei

CAC/Nikkei

3.93641E-005
3.32096E-005
3.68134E-005
3.79664E-005
3.43962E-005
3.81036E-005
3.62391E-005
3.64211E-005
3.44128E-005
3.09603E-005
2.26563E-005
1.81032E-005
0.00001748
1.62144E-005
1.59034E-005
1.50187E-005
1.22223E-005
6.12458E-006
5.47731E-006
4.79346E-006
1.41945E-005
2.74229E-005
2.56567E-005
3.38932E-005
2.74374E-005
2.56073E-005
2.92922E-005
0.000030069
2.75416E-005
2.14126E-005
2.64898E-005
3.02903E-005
2.88173E-005
2.09237E-005
2.76605E-005
0.000025964
2.31781E-005
2.73561E-005
0.00002588
2.28724E-005
2.53342E-005
2.68975E-005

4.06997E-005
3.90526E-005
4.71898E-005
4.83728E-005
4.47919E-005
5.18431E-005
4.98704E-005
5.72984E-005
5.37357E-005
4.94691E-005
4.56252E-005
4.12082E-005
3.98111E-005
3.36036E-005
3.39385E-005
3.20427E-005
2.87158E-005
2.15861E-005
2.01549E-005
1.61249E-005
2.32718E-005
3.56301E-005
3.32511E-005
3.31943E-005
2.72634E-005
2.58706E-005
2.69039E-005
2.67054E-005
0.000024759
1.39178E-005
1.60965E-005
1.86801E-005
1.77968E-005
1.16044E-005
2.06547E-005
1.94008E-005
1.77723E-005
1.98552E-005
1.92587E-005
1.62287E-005
2.44999E-005
2.95496E-005

0.000015939
1.49399E-005
1.78775E-005
1.71448E-005
0.000016619
1.64631E-005
1.66756E-005
1.62115E-005
1.51278E-005
1.26413E-005
1.20157E-005
1.15652E-005
1.09744E-005
9.91868E-006
9.37021E-006
8.72463E-006
7.41839E-006
6.96979E-006
9.39683E-006
1.13068E-005
1.02592E-005
1.09297E-005
1.03558E-005
8.93506E-006
5.73031E-006
6.00526E-006
6.93814E-006
5.22771E-006
4.47155E-006
4.22035E-006
3.99114E-006
3.03555E-006
9.97868E-006
9.47823E-006
1.37059E-005
1.28099E-005
0.000011711
0.000012724
1.24117E-005
1.16359E-005
0.000010374
1.04027E-005
9.23457E-006
8.31373E-006
7.87358E-006

1.89261E-005
1.76846E-005
0.000020595
1.90352E-005
1.82344E-005
1.85395E-005
1.93484E-005
1.87961E-005
1.75144E-005
1.80319E-005
1.68498E-005
1.60639E-005
1.63321E-005
1.63586E-005
1.55014E-005
1.45414E-005
1.24257E-005
0.000012416
1.73105E-005
1.97026E-005
1.81733E-005
1.52594E-005
1.44662E-005
1.41115E-005
1.19937E-005
0.000012318
1.12996E-005
8.76956E-006
8.00779E-006
7.56706E-006
7.29941E-006
6.75321E-006
1.61553E-005
1.53063E-005
2.07575E-005
1.95643E-005
1.94679E-005
2.14755E-005
2.27056E-005
0.000021455
1.95855E-005
1.87305E-005
1.76545E-005
1.64874E-005
1.55702E-005

-8.1452E-006
-7.3406E-006
-7.5138E-006
-0.000006599
-4.7228E-006
-4.4009E-006
-4.2881E-006
-0.000003996
-3.8573E-006
-1.5213E-006
-1.5298E-006
-1.5052E-006
1.93392E-007
2.29504E-007
5.51471E-007
3.54471E-007
3.17106E-007
4.68302E-007
-3.7598E-006
-1.1194E-006
-2.4944E-006
-0.000000835
-7.4354E-007
-1.9737E-006
6.64252E-006
5.25881E-006
3.60006E-006
3.25139E-006
6.45329E-006
6.13738E-006
6.35763E-006
7.06952E-006
7.74798E-007
4.96158E-007
6.99824E-006
6.18289E-006
4.84355E-006
3.06769E-006
3.02987E-006
1.96163E-006
1.24812E-006
2.89757E-007
-4.2292E-007
-8.0379E-007
-0.000000739

5.081E-005
4.781E-005
4.884E-005
4.432E-005
4.267E-005
4.312E-005
4.355E-005
4.310E-005
4.098E-005
3.807E-005
3.551E-005
0.00003661
3.478E-005
3.251E-005
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0.00022967
0.00021596
0.00024879
0.00023438
0.00023103
0.00021648
0.00020252
0.00019085
0.0001872

0.000100305
0.000133495
0.000158741
0.000151253
0.000165364
0.000153017
0.0001538
0.000145105
0.000142618
0.000167412
0.000154931
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0.000116421
0.000126975
0.000125026
0.000117434
0.00014017
0.000140957
0.000140632
0.000145624
0.000140324
0.000109407
0.000166228
0.000154707
0.000132447
0.000108113
0.000100476
7.89805E-005
0.0001021
9.92612E-005
9.31008E-005
8.87771E-005
9.70696E-005
9.03537E-005
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5.40889E-005
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7.41952E-005
6.66232E-005
4.65971E-005
2.82845E-005
2.39309E-005
2.23925E-005
2.47121E-005

0.000113318
0.000154007
0.000183647
0.000175452
0.000189627
0.000176179
0.000186627
0.000175896
0.000172228
0.000181831
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0.000146647
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9.95102E-005
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6.63984E-005
0.000061681
4.97851E-005
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0.000048089

0.000121677
0.0001141
0.000109125
0.000122998
0.000120902
0.00011465
0.000116622
0.000115962
0.00011082
0.000103611
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9.45993E-005
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0.000082309
7.55058E-005
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0.000067178
6.48884E-005

0.000096564
0.000090224
8.66717E-005
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0.000064541
5.85168E-005
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4.65447E-005
0.000052595
4.81463E-005
5.49346E-005
5.16535E-005
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4.61405E-005
6.65785E-005
6.61491E-005
0.000062344
5.49774E-005
5.45247E-005
5.17871E-005

-1.0719E-005
-9.9617E-006
-8.5495E-006
-6.9813E-007
-4.6871E-006
-3.1486E-006
6.59606E-006
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1.20705E-005
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0.00018234
0.00017243
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0.00016
0.00015026
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0.00014502
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0.00012534
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9.675E-005
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0.00011849
0.0001132
0.00010677

4.34102E-005
4.05887E-005
3.97323E-005
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3.96973E-005
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0.000051434
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-0.000006818
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5.50049E-005
0.000051276
4.97703E-005
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6.10281E-005
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9.66499E-005
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0.000167312
0.000154392

4.97184E-005
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0.000016248
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0.000185026
0.000172349

-2.3857E-005
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0.00002308
2.06175E-005

0.00010039
0.00010476
0.00012053
0.00014195
0.00016453
0.0001598
0.0001662
0.00015471
0.00020588
0.00020433
0.00019138
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0.00019907
0.00018731
0.0001787
0.00017036
0.00017788
0.00016717
0.00017425
0.00016689
0.00017646
0.000168
0.00015818
0.00015987
0.00015547
0.00015223
0.00020131
0.00019444
0.00018853
0.00017722
0.00020689
0.00019879
0.00018481
0.00019013
0.00019719
0.00018847
0.00018756
0.00017724
0.00016831
0.00019761
0.00024706
0.00028266
0.00033353
0.00031898
0.00030638

-0.000005761
1.01011E-005
1.22406E-005
7.03740E-006
-0.000001071
-4.3402E-006
-3.9636E-006
-1.8577E-006
2.66754E-006
-9.3718E-006
-1.2431E-005
-1.0815E-005
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-4.0753E-005
-3.9657E-005
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1.86237E-006
1.21789E-005
8.99554E-006
1.19636E-005
1.52752E-005
1.59135E-005
2.91249E-005
3.20516E-005
5.32917E-005
3.83086E-005
3.86178E-005
3.67261E-005
6.24854E-005
5.75752E-005
0.000058108
3.43944E-005
2.25192E-005
2.05393E-005
2.13394E-005
2.64344E-005
7.83013E-005
5.71755E-005
6.56628E-005
8.10166E-005
0.000119661
0.000116989
0.000114445

4.92009E-006
2.34581E-005
2.46044E-005
1.89156E-005
9.34874E-006
5.33859E-006
5.11569E-006
4.13637E-006
8.28715E-006
-7.9099E-006
1.66849E-006
2.10378E-006
-1.9824E-005
-0.000027575
-2.7819E-005
-1.4359E-005
1.75564E-006
1.75650E-006
2.12719E-005
2.48008E-005
2.12417E-005
2.93838E-005
2.83541E-005
2.84919E-005
3.79516E-005
4.06063E-005
0.000057312
0.000048954
4.72753E-005
4.45174E-005
7.01718E-005
6.45754E-005
5.90556E-005
3.22841E-005
1.96707E-005
1.81854E-005
2.23238E-005
3.01413E-005
3.11426E-005
1.44232E-005
2.99339E-005
5.27354E-005
8.40638E-005
9.14271E-005
8.83894E-005

0.000135084
0.000124583
0.000266266
0.000276731
0.000275367
0.000452389
0.000440934
0.000437871
0.000430251

0.000146682
0.000135534
0.000242699
0.000267673
0.000256806
0.000432001
0.000421229
0.000420802
0.00042566

1.04286E-005
9.67792E-006
6.20761E-005
0.00002564
-3.0116E-005
9.65573E-006
-1.9258E-005
-2.7555E-005
-3.9639E-005

0.0003
0.00037124
0.00063279
0.00060538
0.00056994
0.00108482
0.00102343
0.00099441
0.00096304

0.000114587
0.000112462
0.000236134
0.000213235
0.00019122
0.000289115
0.000264852
0.00023664
0.000209533

9.37783E-005
9.28069E-005
0.00018805
0.000163712
0.000150747
0.000249409
0.000227767
0.000201015
0.000168118

alpha's

4000

3000

1000

Variance-Covariance

0.0004801
0.0004303
0.0004257
-0.0000396

0.0004303
0.0010314
0.0009630
0.0002095

0.0004257
0.0009630
0.0009535
0.0001681

Standard Deviations

0.02191066 0.03211506 0.03087951

Portfolio Variance

40995.7647

Portfolio SD

202.474109
2.32634787

One-Day 99% VaR

Correl
Matrix

471.025212

0.02191066
0.03211506
0.03087951
0.01594079

0.02191066 0.03211506 0.03087951


1.000
0.611
0.629
0.611
1.000
0.971
0.629
0.971
1.000
-0.113
0.409
0.342

2000
-0.0000396
0.0002095
0.0001681
0.0002541
0.01594079

0.01594079
-0.113
0.409
0.342
1.000

alpha's
4000
3000
1000
2000

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