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This spreadsheet illustates the the historical simulation method of calculating VAR. VAR is calculated for Portfolio 1 in
sheet VAR - Historical simulation? A second but incorrect method of calculating VAR using the historical simulation
approach is given in sheet VAR absolute changes? beyond curiosity the reader has no need to look at this sheet.

The original data series from which the daily percentage price changes have been generated are given in sheet istoric
Price Series? The generation of the volatilities and correlation used in the Covariance VAR model in file Covar1 is give
in sheet Covariance statistics? Again the reader has no need to refer to these two sheets - except for curiosity !

Therefore the reader should concentrate his attention on sheet VAR - Historical simulation? Ignoring the top box -
portfolio composition - for a moment, the first three columns hold the daily percentage price changes in each of the thre
assets. The next column calculates the resultant change in portfolio value for each day. This column applies the daily
price change to the position in each asset, in dollar terms. This is the heart of the historical simulation approach - the
portfolio is re-valued each day using that day percentage price changes. After this it is merely a matter of extracting t
VAR figure from the pseudo history of portfolio value changes.

The first step is to order the portofolio value changes - this is shown in column 5. Now the VAR can be read directly from
the ordered series of portfolio value changes, by simply reading off the value which corresponds to the confidence leve
perecentage required, this shown in the last box on the right. The resulting 95% confidence VAR is shown in the bright
blue box at the top of the sheet.
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Page 1
Read me

AR is calculated for Portfolio 1 in


using the historical simulation
o need to look at this sheet.

nerated are given in sheet istorical


VAR model in file Covar1 is given
ets - except for curiosity !

ation? Ignoring the top box -


price changes in each of the three
y. This column applies the daily
orical simulation approach - the
is merely a matter of extracting the

the VAR can be read directly from


rresponds to the confidence level
ence VAR is shown in the bright

Page 2
VAR - Historical simulation

Historical Simulation using relative changes in asset values

Portfolio composition ($m): 95% confidence VAR for Portfolio 1 is:


Gold Rand GBP
2,000,000 1,000,000 3,000,000

Percentage changes Portfolio Ordered Offset


Gold Rand Sterling Value changes
Changes
-0.596 -0.165 -0.139 -17,743.20 -162,956.31 13
0.450 -0.429 -1.669 -45,372.93 -135,453.43 26
-0.651 0.000 0.057 -11,329.75 -103,727.53 39
0.082 -0.525 -0.170 -8,704.17 -89,259.91 52
0.437 -0.163 0.652 26,648.64 -89,167.39 65
-1.141 0.000 -0.281 -31,272.76 -87,447.84 78
0.316 -0.717 0.113 2,536.85 -87,222.19 91
-0.041 -0.453 1.128 28,477.05 -85,156.93 104
0.932 -0.483 0.948 42,244.89 -85,009.21 117
0.693 -0.160 -0.221 5,621.45 -77,969.69 130
-0.620 -0.672 0.083 -16,642.25 -73,804.32
-0.638 -1.781 0.111 -27,250.99 -72,714.99
-1.885 0.250 -0.055 -36,857.23 -72,501.38
-0.070 -1.128 0.442 596.63 -72,127.01 Tim
160
0.209 0.000 0.248 11,609.27 -70,827.33
-0.653 -4.988 -0.055 -64,591.34 -68,970.48
0.182 3.275 0.247 43,806.97 -68,744.78 140
0.000 0.244 0.466 16,413.12 -65,436.49
0.154 -0.092 1.445 45,515.32 -64,763.93
120
0.293 0.978 0.887 42,247.61 -64,702.66
0.056 0.000 -0.027 313.14 -64,649.17
0.000 0.000 0.000 0.00 -64,591.34 100
0.000 0.000 0.000 0.00 -62,556.42
Times

-1.779 0.000 0.080 -33,181.54 -60,060.06


-0.453 1.882 -0.559 -7,012.45 -59,318.69 80
0.441 0.252 0.214 17,756.22 -57,339.02
0.000 0.000 0.000 0.00 -56,925.20 60
-0.297 0.000 -0.187 -11,555.93 -56,299.77
-0.028 0.536 -1.124 -28,943.32 -55,989.65
-1.022 -0.222 1.652 26,888.68 -55,982.79 40
0.287 0.380 -0.240 2,340.80 -54,921.55
0.215 0.000 -0.027 3,490.16 -54,776.04 20
0.985 -0.476 -2.324 -54,776.04 -52,696.02
1.131 -1.264 -1.887 -46,627.16 -51,562.96
-1.062 -1.061 0.502 -16,802.14 -51,560.63 0
-2 -1.5 -1
-0.014 -0.062 -0.638 -20,034.78 -50,665.54
0.184 -1.635 -1.982 -72,127.01 -50,441.08
0.874 0.638 0.256 31,550.11 -50,188.04
-0.363 0.489 0.909 24,883.79 -49,590.51
0.581 0.000 0.816 36,104.14 -49,212.06
-0.117 0.399 0.865 27,610.93 -48,887.24
-0.196 0.092 0.028 -2,155.50 -47,991.68

Page 3
VAR - Historical simulation

-0.350 0.154 -0.609 -23,716.50 -47,479.22


-0.393 0.556 0.529 13,566.96 -47,370.36
0.423 -0.497 -1.606 -44,699.09 -47,192.14
-0.028 -0.155 1.070 29,977.93 -47,165.34
-0.028 -0.309 0.613 14,730.19 -47,073.51
0.056 -3.724 -1.771 -89,259.91 -46,732.84
-0.211 -0.861 0.873 13,387.51 -46,627.16
0.366 1.000 0.559 34,078.42 -46,332.24
-0.112 1.605 0.028 14,638.10 -46,321.22
-0.688 -1.268 0.389 -14,774.02 -46,046.50
0.438 -2.833 0.498 -4,634.30 -45,866.41
0.281 -0.957 1.184 31,564.54 -45,727.04
-0.337 0.029 -0.653 -26,033.24 -45,372.93
0.225 -0.920 -1.342 -44,942.81 -45,245.02
0.309 -0.541 -0.722 -20,878.87 -44,942.81
-0.196 -2.521 -1.006 -59,318.69 -44,699.09
-0.673 -0.442 -0.113 -21,276.78 -44,373.14
0.141 0.000 0.311 12,154.80 -44,213.43
-0.635 0.825 -1.297 -43,338.26 -44,195.67
0.298 1.913 0.029 25,953.10 -44,001.68
0.028 -2.969 -0.057 -30,832.90 -43,507.44
-0.509 0.247 -0.200 -13,713.87 -43,398.48
-0.512 -1.294 0.029 -22,317.26 -43,338.26
0.114 -0.924 0.544 9,356.90 -42,796.47
-0.243 -0.835 -0.626 -31,983.18 -42,424.13
1.274 -1.709 0.515 23,850.35 -42,018.14
-0.170 -0.971 0.114 -9,686.78 -41,661.79
-0.665 2.704 -0.085 11,172.99 -41,550.16
0.257 0.000 -0.883 -21,357.78 -41,517.66
-0.512 -0.374 -0.948 -42,424.13 -41,465.00
0.200 -1.225 -0.406 -20,431.01 -41,138.40
-0.271 0.395 0.117 2,022.27 -40,288.19
-0.229 -0.396 0.262 -680.58 -38,581.15
-0.115 1.131 -0.435 -4,041.70 -38,052.95
0.143 -2.634 0.554 -6,854.12 -38,015.97
-0.372 0.000 -0.957 -36,145.51 -37,923.14
-0.201 -1.115 0.234 -8,148.43 -37,839.28
-1.095 -2.128 0.175 -37,923.14 -37,816.89
-1.107 0.402 0.933 9,851.72 -37,191.50
0.354 6.502 0.058 73,824.07 -37,165.99
-1.101 2.695 -1.212 -31,429.42 -37,019.80
0.653 1.108 -0.292 15,378.28 -36,995.15
0.000 1.120 0.498 26,147.35 -36,876.50
-0.074 -1.983 0.292 -12,558.38 -36,862.15
0.797 0.000 0.669 35,996.75 -36,857.23
-0.234 0.278 -0.520 -17,500.85 -36,773.15
0.323 0.279 0.929 37,109.28 -36,633.20
-0.038 1.397 -0.403 1,126.42 -36,519.59
0.258 1.133 0.231 23,413.02 -36,145.51
0.423 -0.287 -0.663 -14,278.41 -36,027.00
-0.930 0.286 0.348 -5,306.67 -35,703.26
0.103 0.860 0.780 34,060.38 -35,217.80

Page 4
VAR - Historical simulation

-0.484 0.289 0.401 5,261.75 -35,205.85


-0.295 0.290 -0.086 -5,563.16 -35,063.64
0.015 0.000 0.000 295.42 -34,375.76
0.044 0.000 1.001 30,903.28 -34,213.98
0.797 0.291 -0.142 14,604.61 -34,068.53
-0.117 0.875 -0.142 2,151.36 -33,909.69
-0.528 0.029 0.568 6,767.87 -33,733.70
-0.531 0.000 -0.875 -36,862.15 -33,278.29
-0.163 1.147 -0.484 -6,307.90 -33,181.54
0.000 -0.006 0.000 -59.52 -32,966.60
0.000 0.000 0.000 0.00 -32,744.66
0.520 0.304 0.029 14,284.28 -32,122.21
0.030 -1.194 0.858 14,394.08 -31,983.18
0.015 -0.590 0.113 -2,201.17 -31,832.57
-0.649 -0.587 0.397 -6,956.02 -31,555.68
-0.193 -1.458 0.423 -5,742.47 -31,512.05
0.327 0.144 -0.253 399.95 -31,429.42
-0.312 0.000 -0.254 -13,837.09 -31,272.76
0.164 1.007 0.226 20,123.99 -31,233.27
0.223 0.000 0.592 22,209.13 -31,156.63
0.000 0.581 0.000 5,813.95 -31,011.34
-0.104 0.877 -0.140 2,494.64 -30,832.90
-0.030 0.000 0.673 19,602.71 -30,399.59
-0.148 -0.590 0.111 -5,525.28 -30,288.31
-0.119 -0.293 -0.529 -21,175.56 -30,249.34
0.119 -0.292 0.364 10,369.83 -29,558.74
-0.327 0.000 1.059 25,239.65 -29,438.63
0.030 0.583 0.055 8,082.73 -29,377.51
0.507 -0.293 0.469 21,268.83 -29,188.24
0.712 -0.292 -0.137 7,202.99 -29,122.49
-0.206 0.000 0.879 22,255.95 -29,037.13
-0.325 0.292 0.191 2,140.54 -28,943.32
-0.089 -0.292 -0.489 -19,383.12 -28,841.18
-0.119 -0.292 -0.683 -25,779.03 -28,723.99
0.237 -1.453 -0.165 -14,737.56 -28,721.37
0.000 0.000 0.000 0.00 -28,531.71
0.118 1.719 0.744 41,881.14 -28,495.64
0.192 -0.875 -1.477 -49,212.06 -28,046.27
-0.487 0.000 0.305 -580.12 -27,997.87
-0.044 0.000 1.246 36,475.13 -27,910.15
0.074 -1.156 -0.328 -19,918.24 -27,900.50
0.504 0.286 0.110 16,231.46 -27,851.54
0.177 0.287 -0.466 -7,566.41 -27,837.49
-0.280 0.000 0.495 9,267.28 -27,822.82
0.030 -0.575 0.548 11,277.48 -27,504.19
0.030 0.286 -0.082 996.08 -27,499.59
-0.236 -0.860 -0.055 -14,955.00 -27,315.60
0.015 1.136 0.027 12,477.87 -27,311.85
0.104 -1.149 0.682 11,029.44 -27,250.99
0.443 0.000 0.325 18,617.37 -27,165.24
0.927 -2.841 0.243 -2,582.08 -27,114.39
-0.248 -0.552 0.189 -4,825.33 -26,932.33

Page 5
VAR - Historical simulation

0.058 1.099 -0.349 1,674.22 -26,725.55


-0.117 0.000 0.647 17,085.92 -26,642.75
0.468 0.000 -0.322 -290.79 -26,212.69
-0.277 -6.667 0.108 -68,970.48 -26,169.41
0.569 0.260 0.107 17,210.91 -26,050.99
-0.551 0.261 0.778 14,925.26 -26,033.24
0.204 0.785 0.719 33,504.70 -26,002.37
0.087 1.319 0.026 15,733.12 -25,812.17
-0.407 0.267 0.793 18,310.33 -25,779.03
0.380 -1.609 -0.157 -13,208.46 -25,681.78
0.175 -1.055 0.368 3,968.26 -25,670.81
0.610 0.783 0.340 30,240.96 -25,665.53
-0.072 -1.316 -0.443 -27,900.50 -25,448.44
0.159 -2.857 0.052 -23,820.73 -24,936.70
-0.260 1.263 0.838 32,563.10 -24,919.18
0.593 -3.581 -0.337 -34,068.53 -24,442.00
-0.014 1.235 -1.198 -23,888.79 -24,381.05
0.230 2.250 1.318 66,648.86 -24,380.35
0.072 -0.512 0.416 8,810.08 -24,303.91
0.531 0.254 -0.855 -12,498.95 -24,105.06
0.371 1.531 0.653 42,325.76 -24,021.78
0.199 1.813 0.571 39,252.09 -23,888.79
1.617 -0.792 0.671 44,559.70 -23,820.73
-0.056 0.000 -1.616 -49,590.51 -23,771.22
-0.056 -1.047 -0.469 -25,665.53 -23,716.50
0.391 -0.518 -0.288 -6,000.11 -23,472.08
-0.139 -1.546 0.525 -2,487.05 -23,194.52
-0.362 -0.761 -0.706 -36,027.00 -23,186.71
0.154 1.008 0.816 37,626.60 -23,159.96
0.126 0.763 0.679 30,507.77 -23,044.28
-0.446 0.513 -0.596 -21,688.67 -22,970.95
-0.070 0.773 0.104 9,460.70 -22,967.10
0.379 -0.260 0.052 6,537.42 -22,955.01
-1.243 0.000 0.208 -18,613.81 -22,951.77
-0.212 1.554 -0.104 8,182.26 -22,861.13
-0.680 0.526 -0.442 -21,611.64 -22,784.98
-0.485 2.116 -0.287 2,836.50 -22,667.14
0.660 1.081 1.127 57,809.59 -22,560.24
-0.128 0.000 -0.130 -6,451.49 -22,405.22
-0.528 -0.820 -0.285 -27,315.60 -22,317.26
-0.660 -0.271 0.338 -5,755.45 -22,209.89
-2.339 -0.541 0.182 -46,732.84 -22,133.13
-0.828 -1.613 -0.777 -55,982.79 -22,107.56
0.551 -0.794 0.496 17,964.31 -22,100.55
-0.341 0.262 0.182 1,257.53 -22,090.07
0.372 0.921 0.285 25,199.12 -21,925.38
0.222 1.461 0.207 25,255.55 -21,710.99
-0.207 0.000 0.438 9,010.93 -21,688.67
1.408 -0.270 2.413 97,857.41 -21,619.72
-0.263 0.000 -0.175 -10,524.56 -21,611.64
-0.776 -0.538 -0.201 -26,932.33 -21,369.08
0.221 1.070 -0.453 1,536.21 -21,357.78

Page 6
VAR - Historical simulation

0.177 -0.541 0.202 4,196.98 -21,356.80


0.000 -1.613 0.000 -16,129.03 -21,276.78
0.721 0.529 0.757 42,407.11 -21,201.34
-0.920 1.596 0.351 8,076.37 -21,175.56
0.619 -0.541 -0.998 -22,967.10 -20,957.63
0.029 -1.882 0.580 -842.27 -20,908.68
0.483 0.000 -0.125 5,904.79 -20,887.62
-0.219 -2.375 0.552 -11,560.02 -20,878.87
0.000 -1.289 -1.447 -56,299.77 -20,745.19
-0.029 1.272 0.101 15,176.51 -20,682.29
-0.599 1.443 -2.681 -77,969.69 -20,656.29
1.852 -0.157 -1.637 -13,653.87 -20,618.52
-0.058 0.261 -1.110 -31,832.57 -20,431.01
0.881 -0.785 -3.233 -87,222.19 -20,208.82
-0.329 -3.117 -1.657 -87,447.84 -20,165.43
1.077 -2.519 -2.302 -72,714.99 -20,164.82
-1.349 0.983 -1.609 -65,436.49 -20,154.01
0.749 -0.248 -0.175 7,236.40 -20,038.19
-0.429 -0.619 -0.029 -15,640.93 -20,034.78
0.000 -0.369 0.059 -1,934.11 -20,032.31
0.287 0.735 0.322 22,746.24 -19,954.93
-0.343 -0.741 0.875 11,961.76 -19,918.24
0.000 0.490 2.283 73,399.07 -19,872.05
0.201 -0.739 0.678 16,976.82 -19,854.08
-0.172 -5.623 -2.526 -135,453.43 -19,703.80
-0.029 -1.157 -0.605 -30,288.31 -19,673.93
0.833 0.000 -1.506 -28,531.71 -19,638.29
-0.256 -3.547 0.706 -19,420.11 -19,420.11
0.171 3.536 0.292 47,547.90 -19,383.12
-0.029 0.573 -1.573 -42,018.14 -19,286.58
0.057 0.691 0.059 9,828.33 -19,260.13
-1.439 0.000 0.828 -3,949.86 -19,246.83
-0.709 -2.552 0.704 -18,577.71 -18,926.71
0.029 0.679 -0.437 -5,734.43 -18,748.77
-0.422 3.531 -0.468 12,824.59 -18,731.91
0.132 0.708 -2.615 -68,744.78 -18,660.58
0.146 -2.021 -1.509 -62,556.42 -18,613.81
0.175 -1.119 -0.398 -19,638.29 -18,577.71
0.116 -0.507 -0.677 -23,044.28 -18,539.50
-0.218 0.000 0.434 8,646.02 -18,474.11
0.015 0.000 -0.524 -15,434.80 -18,451.33
-0.583 1.835 -1.612 -41,661.79 -18,405.89
-0.850 -0.935 -0.504 -41,465.00 -18,311.29
0.089 0.231 -0.095 1,238.22 -18,125.46
0.295 -0.232 -0.475 -10,677.46 -18,096.52
0.000 -1.505 -0.478 -29,377.51 -17,972.08
0.029 -2.623 -1.984 -85,156.93 -17,930.43
-0.309 -4.000 1.077 -13,859.76 -17,886.78
-0.413 -0.214 0.323 -713.73 -17,883.05
0.504 -1.812 -0.966 -37,019.80 -17,743.20
-1.460 1.571 -0.065 -15,447.32 -17,697.79
0.120 -0.638 -1.041 -35,217.80 -17,684.50

Page 7
VAR - Historical simulation

-1.390 0.740 -0.460 -34,213.98 -17,682.57


0.713 0.000 0.793 38,029.13 -17,500.85
0.271 0.639 -0.131 7,877.17 -17,479.36
1.021 -0.750 1.673 63,111.53 -17,417.71
-0.208 0.532 -1.936 -56,925.20 -16,918.28
-0.477 -1.818 0.033 -26,725.55 -16,883.13
0.254 -2.311 0.066 -16,048.02 -16,802.14
-0.254 -0.821 0.756 9,394.27 -16,642.25
0.658 -0.204 -0.783 -12,359.95 -16,615.84
-0.595 -3.435 -0.132 -50,188.04 -16,515.91
0.090 0.079 0.000 2,580.54 -16,451.91
-0.239 0.944 0.395 16,512.22 -16,391.77
0.255 0.000 -0.164 172.46 -16,302.79
-0.194 3.713 -0.690 12,544.75 -16,240.50
0.120 0.206 0.132 8,426.27 -16,129.03
0.060 -2.789 1.520 18,893.12 -16,067.59
0.538 1.508 0.781 49,262.76 -16,048.02
-0.208 2.041 1.162 51,119.53 -16,023.58
-0.089 2.083 -0.575 1,810.41 -15,913.36
-0.089 0.638 1.926 62,379.25 -15,797.82
0.179 0.107 0.598 22,603.91 -15,640.93
-0.596 -2.144 -1.722 -85,009.21 -15,509.61
0.120 -0.735 -0.796 -28,841.18 -15,466.52
0.171 0.625 0.096 12,551.81 -15,447.32
0.099 -1.887 0.417 -4,384.10 -15,434.80
0.000 -0.370 0.192 2,047.10 -15,362.37
0.597 0.000 0.574 29,157.90 -15,335.06
0.386 0.574 -0.222 6,795.83 -15,290.18
-0.355 -1.567 -0.508 -38,015.97 -15,215.97
-0.949 -0.081 -0.064 -21,710.99 -15,086.92
-0.494 0.811 -1.630 -50,665.54 -15,006.78
0.166 0.613 -0.812 -14,921.24 -15,004.79
0.090 -1.029 0.360 2,323.59 -14,955.00
0.000 0.000 0.000 0.00 -14,939.36
0.000 -0.305 0.000 -3,054.99 -14,921.24
-0.150 0.711 -1.208 -32,122.21 -14,916.02
0.120 0.491 -0.066 5,330.75 -14,774.02
0.000 0.329 0.099 6,263.33 -14,766.91
0.000 0.000 0.000 0.00 -14,758.68
-1.171 -1.856 -0.760 -64,763.93 -14,737.56
0.000 0.101 2.862 86,869.05 -14,702.08
0.061 0.709 -0.226 1,513.53 -14,498.98
-0.061 1.837 -0.389 5,479.68 -14,418.12
0.030 -1.663 0.391 -4,305.64 -14,417.61
-0.577 0.613 0.746 16,967.13 -14,389.48
0.825 0.412 -0.869 -5,458.83 -14,278.41
-0.788 0.331 -0.032 -13,423.43 -14,266.66
0.031 0.083 -0.130 -2,457.40 -14,242.79
0.092 0.000 -0.488 -12,802.36 -14,214.98
0.092 0.000 1.275 40,065.40 -14,205.42
0.335 0.000 -0.065 4,768.14 -14,176.70
0.091 0.415 -0.484 -8,558.49 -14,114.27

Page 8
VAR - Historical simulation

0.152 -0.625 -1.493 -47,991.68 -14,026.87


-0.242 0.000 1.087 27,760.95 -13,978.53
-0.152 0.940 1.629 55,238.24 -13,865.07
0.700 -0.113 -1.379 -28,495.64 -13,859.76
-0.121 1.044 -1.528 -37,816.89 -13,837.09
-0.151 1.582 0.132 16,760.14 -13,819.35
0.061 -0.750 -1.945 -64,649.17 -13,812.96
-0.151 -0.319 -2.253 -73,804.32 -13,713.87
0.091 0.212 -0.516 -11,539.98 -13,653.87
-0.560 -0.106 -0.830 -37,165.99 -13,608.13
-0.046 0.637 0.767 28,468.18 -13,505.77
-0.046 0.641 0.138 9,648.29 -13,423.43
0.046 0.860 -0.518 -6,032.63 -13,396.00
0.000 0.434 -0.625 -14,418.12 -13,318.43
0.609 0.109 -0.210 6,987.37 -13,311.77
0.485 2.399 -0.630 14,769.65 -13,254.21
-0.995 -0.335 -0.035 -24,303.91 -13,208.46
0.030 0.000 0.000 608.92 -13,193.77
1.004 -3.452 2.080 47,978.96 -13,109.08
-0.512 0.431 -0.242 -13,193.77 -12,940.11
-0.030 0.108 0.104 3,591.64 -12,880.21
0.061 2.056 0.519 37,340.26 -12,846.62
0.151 0.331 0.138 10,472.31 -12,845.22
-0.317 -0.776 0.275 -5,862.32 -12,802.36
0.106 -0.110 -1.508 -44,213.43 -12,740.75
-0.121 0.440 -0.487 -12,642.05 -12,642.05
-0.576 0.000 -0.490 -26,212.69 -12,558.38
0.244 -0.265 1.195 38,072.54 -12,557.41
0.122 -0.286 0.590 17,281.10 -12,498.95
0.122 -0.768 0.104 -2,145.22 -12,492.03
-0.622 0.203 0.276 -2,146.76 -12,430.28
0.810 0.670 -0.550 6,388.94 -12,412.59
-0.849 -0.440 -0.035 -22,405.22 -12,401.01
-0.214 -0.109 -0.726 -27,165.24 -12,359.95
-0.123 -0.109 -0.174 -8,769.98 -12,320.65
0.337 -0.655 0.279 8,574.18 -12,295.45
0.183 0.000 -0.174 -1,552.98 -12,216.57
0.275 -0.759 0.035 -1,054.17 -12,078.67
0.030 -1.615 0.732 6,421.03 -12,058.03
0.091 0.742 0.415 21,697.10 -12,050.21
0.365 0.961 1.654 66,519.80 -11,968.32
0.363 0.927 0.983 46,025.99 -11,944.66
0.211 0.152 -0.101 2,725.45 -11,903.35
-0.120 0.109 -0.302 -10,391.81 -11,669.93
-0.090 0.436 -0.067 531.21 -11,639.24
0.468 0.099 -0.573 -6,862.07 -11,560.02
-0.165 -0.153 1.153 29,761.51 -11,555.93
-0.180 -0.274 0.000 -6,346.29 -11,540.41
1.296 0.382 0.268 37,784.57 -11,539.98
0.506 0.712 0.702 38,308.05 -11,528.72
-0.296 -0.331 1.328 30,622.82 -11,496.87
0.861 0.462 -0.524 6,106.26 -11,492.80

Page 9
VAR - Historical simulation

-0.177 -0.354 0.231 -149.43 -11,397.53


-0.295 0.000 -0.460 -19,703.80 -11,338.22
-0.444 -0.275 0.099 -8,652.85 -11,329.75
0.089 -0.165 0.627 18,940.49 -11,322.16
0.000 0.000 0.000 0.00 -11,159.96
0.000 0.000 0.000 0.00 -11,148.59
-0.119 -4.605 2.230 18,458.37 -11,078.08
0.787 -1.363 -0.417 -10,386.82 -11,061.94
-0.310 -0.310 -0.386 -20,887.62 -11,045.73
0.192 -0.619 -1.293 -41,138.40 -11,011.61
0.251 -1.742 0.852 13,148.32 -10,917.52
0.177 8.157 0.162 89,975.76 -10,902.84
-0.367 -1.107 -0.357 -29,122.49 -10,867.97
0.339 -0.857 0.748 20,670.89 -10,789.84
1.176 0.000 1.744 75,844.62 -10,677.46
2.136 1.677 0.952 88,059.55 -10,578.32
-0.270 -0.569 -0.755 -33,733.70 -10,524.56
0.314 -0.913 -0.412 -15,215.97 -10,521.45
1.024 1.509 -0.032 34,606.61 -10,473.65
0.141 0.109 -0.127 89.79 -10,434.22
0.000 -0.548 0.000 -5,476.45 -10,391.81
-0.295 0.054 0.096 -2,490.29 -10,386.82
-0.296 0.381 -0.127 -5,926.22 -10,304.34
0.792 -0.219 0.096 16,515.66 -10,078.88
0.379 0.164 0.318 18,766.39 -10,067.94
-0.293 -0.711 -2.540 -89,167.39 -10,018.39
-0.084 -0.217 0.456 9,827.38 -9,920.91
0.196 -4.009 -0.551 -52,696.02 -9,834.75
3.360 2.135 -0.522 72,902.35 -9,791.48
-0.366 -0.373 0.852 14,525.90 -9,686.78
0.109 0.848 -0.357 -66.07 -9,685.12
0.557 -0.321 -0.098 4,991.28 -9,627.88
1.864 1.493 0.653 71,786.13 -9,623.37
-1.034 0.000 0.941 7,537.84 -9,616.42
0.509 -0.541 -0.932 -23,186.71 -9,560.56
0.426 0.140 -0.422 -2,720.74 -9,510.77
-0.080 0.075 0.489 13,819.97 -9,463.92
-0.266 0.108 0.194 1,600.64 -9,423.90
0.333 0.151 0.615 26,611.19 -9,420.02
0.810 0.173 0.386 29,499.30 -9,209.35
0.000 0.000 0.000 0.00 -9,184.35
-1.185 -0.108 -0.641 -44,001.68 -9,129.80
-1.332 -0.108 -0.645 -47,073.51 -9,001.37
0.810 0.432 -0.097 17,609.41 -8,994.55
0.362 -0.054 -1.397 -35,205.85 -8,851.92
-0.107 0.271 0.329 10,458.78 -8,770.74
0.307 -0.326 -0.295 -5,982.06 -8,769.98
-0.759 0.000 -0.230 -22,100.55 -8,704.17
-0.872 -0.108 0.297 -9,623.37 -8,680.44
0.515 0.108 0.395 23,220.56 -8,652.85
-1.940 -0.542 0.131 -40,288.19 -8,615.47
0.495 0.162 -0.360 707.63 -8,568.12

Page 10
VAR - Historical simulation

0.984 -0.486 -1.183 -20,656.29 -8,558.49


0.487 -0.054 0.765 32,148.05 -8,413.34
0.296 0.484 -1.287 -27,837.49 -8,386.85
-0.739 -1.566 -0.568 -47,479.22 -8,331.51
-0.365 -0.744 -0.639 -33,909.69 -8,287.19
-0.041 0.190 -0.372 -10,078.88 -8,197.38
1.576 0.656 -0.272 29,928.32 -8,148.43
0.709 0.151 0.647 35,097.71 -8,056.56
-0.319 -0.791 1.015 16,161.43 -8,039.22
0.400 0.264 0.737 32,741.92 -8,032.02
0.398 0.208 -0.698 -10,902.84 -7,954.15
1.388 0.249 1.004 60,376.59 -7,952.57
1.695 1.992 -0.066 51,830.74 -7,693.96
-0.551 0.000 0.265 -3,065.44 -7,641.50
1.006 -0.326 -0.099 13,872.82 -7,566.41
0.574 0.488 -1.159 -18,405.89 -7,339.14
0.368 0.163 0.201 15,023.65 -7,215.25
-0.683 -0.545 -0.936 -47,192.14 -7,147.58
0.331 -0.325 -0.236 -3,721.22 -7,133.01
-0.076 0.162 1.049 31,560.41 -7,044.31
-0.381 0.704 0.603 17,497.73 -7,026.26
0.446 -0.218 -0.965 -22,209.89 -7,012.45
-0.127 1.415 -0.605 -6,537.42 -6,956.02
0.381 0.110 1.318 48,281.39 -6,943.56
-0.759 0.276 0.200 -6,421.44 -6,862.07
-0.408 0.166 0.866 19,472.81 -6,854.12
0.026 -1.332 -0.429 -25,681.78 -6,843.45
0.000 1.752 -0.729 -4,358.65 -6,706.79
0.691 -0.279 0.334 21,061.40 -6,637.65
-0.432 0.389 -0.799 -28,723.99 -6,626.87
0.690 0.335 0.168 22,174.87 -6,539.87
-0.025 -0.672 -0.402 -19,286.58 -6,537.42
2.956 0.222 -0.101 58,319.50 -6,519.90
-0.616 -0.669 0.303 -9,920.91 -6,476.22
0.099 0.332 1.007 35,517.62 -6,469.88
-0.533 -0.222 -0.233 -19,854.08 -6,464.86
-3.300 -1.774 -0.666 -103,727.53 -6,457.14
-3.026 -1.362 0.469 -60,060.06 -6,451.49
1.527 -1.021 -0.300 11,322.91 -6,421.44
-0.798 0.745 -0.937 -36,633.20 -6,415.98
-1.042 -1.018 -0.439 -44,195.67 -6,381.43
-0.466 0.477 -0.679 -24,919.18 -6,377.66
-1.272 -0.426 -0.239 -36,876.50 -6,356.50
1.356 0.531 1.679 82,786.21 -6,346.29
-0.281 0.534 0.270 7,803.70 -6,334.64
0.134 0.376 1.647 55,833.65 -6,307.90
-0.054 0.054 -0.463 -14,417.61 -6,299.56
0.067 -0.086 0.365 11,438.23 -6,227.18
0.201 -0.345 -0.563 -16,302.79 -6,199.16
-0.147 0.161 -0.399 -13,311.77 -6,123.40
-0.589 -0.752 -0.936 -47,370.36 -6,106.96
-1.010 -0.160 1.686 28,788.20 -6,032.63

Page 11
VAR - Historical simulation

0.408 -0.053 -0.464 -6,299.56 -6,020.29


0.000 -0.053 0.000 -532.20 -6,014.55
0.637 0.000 -0.866 -13,254.21 -6,012.49
-0.431 -0.319 1.345 28,527.44 -6,000.11
-1.420 -0.583 -0.431 -47,165.34 -5,982.06
-0.069 -0.063 1.699 48,961.70 -5,977.74
0.027 0.000 0.033 1,531.71 -5,977.10
-2.772 -1.359 1.015 -38,581.15 -5,965.26
-0.706 -1.143 -0.130 -29,438.63 -5,926.22
0.682 0.822 0.682 42,315.96 -5,862.32
-1.214 -0.104 -0.129 -29,188.24 -5,841.25
-1.601 -1.139 -0.420 -55,989.65 -5,755.45
0.290 0.307 0.259 16,659.93 -5,742.47
0.681 3.285 0.323 56,166.85 -5,734.43
1.338 1.221 -1.160 4,157.93 -5,683.19
-0.071 0.860 0.065 9,134.39 -5,624.40
0.511 0.108 -0.163 6,423.70 -5,601.02
-0.141 -0.705 -0.587 -27,504.19 -5,563.16
0.269 0.000 -0.164 453.37 -5,550.50
0.847 1.616 -0.954 4,491.97 -5,527.86
0.000 0.657 -0.299 -2,392.40 -5,525.28
-0.840 4.190 0.699 46,080.42 -5,476.45
0.550 2.762 0.298 47,555.70 -5,458.83
-1.123 -0.118 -0.264 -31,555.68 -5,387.05
0.866 2.707 -1.124 10,669.25 -5,348.49
-0.014 -2.053 0.669 -753.45 -5,347.47
-0.690 0.833 0.631 13,468.88 -5,306.67
0.142 1.080 0.132 17,599.59 -5,300.96
0.708 -0.485 0.593 27,098.20 -5,166.47
0.548 1.147 -0.229 15,555.45 -5,142.58
-0.126 -2.443 0.887 -350.03 -5,133.27
0.840 0.000 -0.326 7,029.34 -5,124.71
0.250 0.060 0.065 7,552.34 -5,124.22
1.551 0.358 -0.620 15,988.86 -5,105.56
-0.477 0.479 -0.624 -23,472.08 -5,060.12
-0.068 0.469 -0.033 2,331.87 -5,040.33
0.754 -1.076 -0.959 -24,442.00 -5,011.73
-0.136 0.359 -0.401 -11,148.59 -4,996.59
1.362 1.200 -0.134 35,231.31 -4,904.03
0.363 -1.276 -0.201 -11,540.41 -4,837.99
-1.433 -0.780 -0.941 -64,702.66 -4,825.33
1.019 0.702 0.883 53,880.82 -4,817.02
-1.210 -0.791 -0.437 -45,245.02 -4,769.19
1.225 0.024 -0.034 23,730.51 -4,740.17
-0.538 -0.595 0.879 9,660.41 -4,719.85
-0.257 0.414 -0.369 -12,058.03 -4,656.41
-1.640 -0.653 -0.370 -50,441.08 -4,634.30
-0.482 -0.224 0.101 -8,851.92 -4,616.03
0.956 -1.248 -0.135 2,586.96 -4,600.34
2.209 -0.058 -0.068 41,568.42 -4,572.28
1.141 -1.569 0.473 21,324.22 -4,561.84
-0.133 -5.606 -0.404 -70,827.33 -4,499.45

Page 12
VAR - Historical simulation

-0.173 5.092 -0.811 23,149.65 -4,452.38


0.306 -1.484 0.511 6,605.11 -4,434.57
-0.133 0.000 0.169 2,427.02 -4,412.52
-0.279 3.037 0.304 33,920.68 -4,393.97
-0.253 -2.030 0.438 -12,216.57 -4,384.10
0.200 2.899 -0.269 24,945.37 -4,358.65
-0.800 -1.288 -0.572 -46,046.50 -4,305.64
1.411 1.040 0.000 38,630.43 -4,249.27
0.358 -0.643 -0.339 -9,423.90 -4,211.71
0.106 -0.290 0.170 4,306.24 -4,196.00
-0.726 -1.389 0.746 -6,020.29 -4,192.82
-0.066 0.799 0.168 11,710.77 -4,108.38
0.426 0.000 0.034 9,518.70 -4,077.55
-0.159 -1.669 -0.571 -36,995.15 -4,041.70
-1.525 -0.973 0.541 -24,021.78 -4,025.76
-0.337 0.123 -0.235 -12,557.41 -3,954.69
1.473 0.449 -0.269 25,865.27 -3,949.86
-0.133 0.000 0.135 1,389.21 -3,914.31
0.280 -0.225 0.540 19,534.83 -3,765.24
0.160 0.112 0.570 21,424.70 -3,721.22
-0.080 1.971 -0.467 4,104.67 -3,707.52
1.847 -0.345 0.201 39,524.49 -3,667.22
-0.117 -0.630 0.033 -7,641.50 -3,605.45
-0.013 -0.284 -0.033 -4,108.38 -3,592.67
0.954 -0.227 -0.301 7,773.54 -3,463.70
0.155 -1.311 -0.134 -14,026.87 -3,418.78
-0.517 0.847 -0.336 -11,944.66 -3,379.00
0.338 0.000 0.371 17,875.59 -3,372.92
-0.026 -0.563 0.134 -2,121.99 -3,370.91
0.880 0.381 -0.369 10,350.58 -3,360.52
-0.308 -0.101 0.236 -104.10 -3,300.75
-0.566 -0.225 0.403 -1,487.07 -3,285.19
-0.181 0.448 0.602 18,919.44 -3,256.02
0.324 0.000 -0.133 2,495.72 -3,065.44
0.000 0.957 0.000 9,572.07 -3,062.03
0.000 0.910 0.000 9,096.08 -3,054.99
-0.013 -0.172 -0.699 -22,951.77 -3,003.76
0.983 1.489 -0.992 4,775.97 -2,839.12
0.064 0.233 0.190 9,294.35 -2,832.48
0.000 -0.175 0.000 -1,748.25 -2,720.74
0.896 -1.338 0.155 9,198.13 -2,648.25
0.571 -0.057 0.310 20,153.02 -2,622.05
-1.955 1.320 0.108 -22,667.14 -2,618.89
-0.129 0.651 0.168 8,979.60 -2,582.08
-1.326 -0.187 0.329 -18,539.50 -2,576.58
0.561 0.234 -0.281 5,134.83 -2,575.79
0.247 -0.351 0.677 21,738.19 -2,574.41
0.790 -0.700 -0.360 -1,996.89 -2,556.66
0.193 1.159 -0.261 7,619.67 -2,553.25
0.641 0.000 -0.020 12,217.30 -2,545.18
-0.318 -1.876 0.362 -14,266.66 -2,490.29
0.038 -0.921 -0.361 -19,260.13 -2,487.05

Page 13
VAR - Historical simulation

0.230 0.798 0.523 28,267.43 -2,475.33


-1.861 -1.092 -0.307 -57,339.02 -2,457.40
-1.234 -0.625 0.074 -28,721.37 -2,400.26
0.539 0.339 -0.134 10,161.52 -2,392.40
0.288 0.113 -0.100 3,876.38 -2,345.83
-0.313 0.114 0.000 -5,124.71 -2,274.87
-0.994 -0.795 0.744 -5,527.86 -2,216.20
-0.040 0.676 -0.319 -3,605.45 -2,201.17
1.718 -0.397 0.554 47,009.34 -2,155.50
-0.039 0.396 -0.803 -20,908.68 -2,146.76
0.494 -0.057 0.201 15,332.93 -2,145.22
0.310 0.284 -0.414 -3,370.91 -2,122.47
-0.774 -0.853 -0.724 -45,727.04 -2,121.99
-1.118 -0.672 -0.749 -51,562.96 -2,077.46
0.368 -1.174 -0.646 -23,771.22 -2,021.71
0.118 -0.727 0.075 -2,648.25 -2,002.67
-0.392 -0.596 0.328 -3,954.69 -1,996.89
0.525 -0.173 0.205 14,916.55 -1,934.34
0.457 0.273 0.429 24,735.39 -1,934.11
-0.260 -1.313 0.244 -11,011.61 -1,870.32
0.652 1.188 -0.352 14,370.62 -1,820.69
-1.943 0.109 0.326 -27,997.87 -1,783.31
0.423 0.000 -0.230 1,556.94 -1,781.02
-0.342 -0.978 0.203 -10,521.45 -1,748.25
-0.092 -1.640 -0.129 -22,107.56 -1,702.53
-0.092 -0.424 0.210 206.32 -1,693.90
0.159 -0.096 0.723 23,913.46 -1,683.32
0.819 0.189 -0.282 9,804.80 -1,598.58
-0.131 0.376 -0.007 940.19 -1,552.98
-1.456 0.141 0.619 -9,129.80 -1,489.73
0.413 1.203 -0.020 19,674.04 -1,487.07
-0.186 0.331 -0.314 -9,834.75 -1,471.91
0.266 -0.566 0.027 454.33 -1,441.33
-0.424 1.100 -0.215 -3,914.31 -1,389.69
0.944 0.999 0.323 38,553.18 -1,360.63
1.436 1.300 0.623 60,413.04 -1,338.71
0.519 -1.087 0.067 1,517.80 -1,305.90
0.026 0.272 -0.532 -12,740.75 -1,302.30
-0.220 -0.728 -0.201 -17,697.79 -1,276.08
-0.091 -0.365 0.027 -4,656.41 -1,269.39
-0.713 0.635 0.375 3,359.43 -1,209.11
0.796 -0.668 -0.588 -8,386.85 -1,137.63
0.000 -0.293 -0.282 -11,397.53 -1,132.26
0.790 -0.598 0.115 13,249.07 -1,093.18
-0.090 -0.603 0.484 6,702.79 -1,054.17
-0.437 -0.093 -0.027 -10,473.65 -1,018.76
0.568 0.000 0.295 20,204.90 -1,017.62
0.103 -2.181 -0.053 -21,356.80 -1,003.83
-0.936 -0.477 -0.267 -31,512.05 -959.00
0.142 -3.044 -0.911 -54,921.55 -953.60
0.789 -0.067 0.372 26,258.48 -912.05
0.000 0.000 -0.674 -20,208.82 -909.84

Page 14
VAR - Historical simulation

0.000 0.000 -0.610 -18,311.29 -842.27


-1.116 -0.674 -0.123 -32,744.66 -766.38
-0.389 0.000 0.273 414.28 -753.45
0.026 0.000 -0.048 -909.84 -713.73
0.573 -1.506 0.511 11,731.86 -704.20
-1.411 -13.310 -0.054 -162,956.31 -680.58
-0.722 6.390 0.102 52,511.46 -652.28
0.053 -1.405 -0.014 -13,396.00 -611.38
-0.185 0.432 0.136 4,681.19 -580.12
-0.066 -0.324 -0.237 -11,669.93 -532.20
0.119 1.748 -0.238 12,743.16 -438.43
-1.297 7.182 0.551 62,403.55 -381.71
-0.268 -1.448 0.521 -4,211.71 -350.03
0.242 1.619 0.740 43,243.95 -324.16
-0.859 1.002 -0.775 -30,399.59 -311.97
0.880 -0.420 0.424 26,119.37 -293.54
0.255 3.713 0.670 62,339.33 -290.79
0.187 0.000 0.333 13,736.33 -285.10
0.214 0.000 0.053 5,866.60 -277.63
0.240 1.798 0.597 40,692.05 -271.48
0.000 0.323 0.145 7,581.51 -209.03
-0.213 0.228 -0.665 -21,925.38 -158.18
0.053 -2.830 -0.636 -46,332.24 -149.43
-0.213 -1.290 -0.140 -21,369.08 -131.14
0.160 1.831 -0.314 12,086.89 -104.10
1.585 -0.690 0.261 32,645.30 -92.99
-0.275 0.000 -0.328 -15,335.06 -66.07
0.710 0.106 -0.168 10,231.07 -59.52
-1.019 0.000 0.732 1,597.57 -4.83
0.356 -3.331 0.060 -24,380.35 0.00
-0.039 -1.083 0.233 -4,616.03 0.00
0.710 0.913 0.027 24,128.82 0.00
-0.078 -1.024 0.153 -7,215.25 0.00
0.288 -0.101 0.080 7,126.60 0.00
0.130 0.429 0.139 11,076.25 0.00
0.924 0.925 -0.232 20,775.62 0.00
-0.387 0.049 0.139 -3,062.03 0.00
0.311 0.096 0.159 11,951.78 0.00
-0.710 1.533 -0.060 -652.28 0.00
0.260 0.240 -0.093 4,817.25 0.00
0.000 0.000 0.040 1,193.24 0.00
0.544 0.000 0.172 16,057.94 0.00
-0.542 0.002 0.357 -92.99 0.00
-0.622 -0.105 -0.310 -22,784.98 0.00
-0.730 0.104 -0.516 -29,037.13 4.33
-0.447 -0.837 0.199 -11,322.16 26.87
0.475 0.519 -0.040 13,496.47 89.79
0.394 0.417 0.000 12,053.30 172.46
0.340 -0.733 0.027 270.94 177.61
0.026 0.457 0.040 6,289.56 206.32
-0.196 0.167 0.723 19,443.85 231.46
0.300 -0.418 -0.099 -1,137.63 270.94

Page 15
VAR - Historical simulation

0.742 0.625 0.185 26,633.40 295.42


-0.168 0.314 -0.013 -611.38 308.17
0.026 0.105 -0.039 385.31 313.14
1.088 0.088 1.303 61,728.98 374.59
0.077 0.070 -0.117 -1,276.08 385.31
0.000 0.369 -0.117 177.61 399.95
0.000 0.006 0.189 5,729.03 414.28
0.256 0.169 0.234 13,832.07 427.42
-1.532 -0.367 0.817 -9,791.48 453.37
0.259 -0.199 -0.521 -12,430.28 454.33
-0.362 0.000 0.026 -6,464.86 531.21
0.701 -0.034 -0.233 6,696.49 596.63
-0.773 -0.004 -0.350 -26,002.37 608.92
0.506 0.000 0.020 10,715.05 641.58
-0.039 -3.789 0.143 -34,375.76 674.35
-0.595 0.020 0.584 5,837.37 684.32
-0.078 3.331 -0.620 13,159.15 707.63
-0.208 0.416 0.000 -4.83 761.66
0.678 1.601 1.546 75,941.49 777.86
0.052 0.675 0.563 24,672.73 785.24
-0.518 0.227 -0.420 -20,682.29 805.24
-0.273 2.321 -0.128 13,915.99 887.50
0.535 1.435 -0.339 14,886.04 940.19
0.337 -0.333 0.366 14,395.43 996.08
-0.505 -1.456 -0.288 -33,278.29 1,023.39
0.637 0.221 -0.699 -6,014.55 1,043.58
-0.181 -0.221 -0.736 -27,910.15 1,126.42
-0.414 -1.104 -0.624 -38,052.95 1,193.24
0.130 0.218 0.406 16,956.41 1,194.19
0.286 0.219 -0.541 -8,331.51 1,238.22
0.544 -0.570 0.328 15,001.53 1,257.53
-0.283 0.240 0.065 -1,305.90 1,291.41
-0.878 -1.421 0.307 -22,560.24 1,311.11
-0.182 0.216 0.130 2,413.37 1,335.60
-0.718 1.512 0.065 2,715.92 1,389.21
-0.460 0.219 0.026 -6,227.18 1,470.15
-0.132 0.000 -0.058 -4,393.97 1,489.16
0.079 -0.220 0.156 4,067.02 1,513.53
-0.132 -0.219 0.039 -3,667.22 1,517.80
0.000 -0.438 -0.188 -10,018.39 1,531.71
0.106 -0.980 0.078 -5,348.49 1,536.21
-0.317 -0.324 -0.493 -24,381.05 1,551.85
0.080 2.366 0.907 52,453.47 1,556.94
-0.040 -0.220 -0.278 -11,338.22 1,574.41
-0.146 0.220 -0.143 -4,996.59 1,597.57
0.305 0.551 -0.091 8,883.55 1,600.64
0.661 1.329 0.448 39,971.21 1,674.22
0.434 -0.337 0.168 10,353.52 1,681.01
0.157 -2.013 0.116 -13,505.77 1,805.88
-0.183 0.658 0.245 10,275.57 1,810.41
0.589 -0.894 0.129 6,701.21 1,856.19
-0.221 0.116 -0.212 -9,627.88 1,959.16

Page 16
VAR - Historical simulation

-0.026 0.662 -0.683 -14,389.48 2,020.85


0.000 -0.662 -0.707 -27,822.82 2,022.27
0.835 0.110 0.150 22,299.25 2,047.10
-0.065 1.305 0.209 18,015.59 2,056.38
-0.065 -0.444 0.247 1,681.01 2,140.54
0.324 0.011 0.286 15,157.05 2,151.36
-0.013 0.000 0.214 6,150.78 2,226.56
0.116 -0.111 0.103 4,318.96 2,319.45
0.529 0.000 -0.187 4,962.20 2,323.59
0.462 0.331 -0.084 10,031.30 2,331.87
0.089 0.000 0.356 12,464.84 2,340.80
-0.115 0.554 0.748 25,685.02 2,344.05
-0.434 0.111 -0.083 -10,067.94 2,371.45
0.205 0.670 0.474 25,021.98 2,377.74
-0.576 0.112 -0.325 -20,154.01 2,377.94
0.605 0.630 1.311 57,739.64 2,413.37
-0.090 0.498 -1.010 -27,114.39 2,427.02
0.910 0.000 0.529 34,073.57 2,494.64
0.203 0.114 0.114 8,626.38 2,495.72
-0.203 -0.456 -0.127 -12,412.59 2,499.71
0.559 2.268 0.165 38,797.85 2,536.85
-0.013 1.555 -0.279 6,931.41 2,580.54
-0.164 0.306 0.172 4,925.77 2,586.96
0.051 -0.236 0.089 1,311.11 2,596.07
0.000 0.708 0.158 11,827.12 2,691.47
-0.430 -1.425 -0.247 -30,249.34 2,702.98
0.279 -0.351 0.063 3,976.06 2,715.92
-0.633 1.050 0.032 -1,209.11 2,725.45
0.076 0.708 0.564 25,519.32 2,836.50
-0.229 0.713 0.038 3,676.17 2,859.51
0.230 0.359 0.157 12,905.62 2,879.32
-0.560 0.000 -0.333 -21,201.34 2,910.14
-0.576 2.281 -0.233 4,283.17 2,978.98
0.039 0.491 -0.057 3,979.46 3,016.53
-0.386 -1.358 0.038 -20,165.43 3,034.93
0.181 0.122 0.715 26,275.95 3,080.69
0.413 0.732 0.936 43,642.08 3,107.61
0.077 2.162 0.498 38,094.19 3,157.90
0.385 0.050 0.210 14,518.67 3,187.23
-0.026 1.005 0.074 11,762.61 3,253.63
-0.051 -1.147 0.494 2,319.45 3,258.01
-0.307 0.130 0.000 -4,837.99 3,359.43
-0.026 0.503 0.534 20,543.59 3,425.81
-0.103 0.253 -0.251 -7,044.31 3,490.16
-0.051 -1.013 0.312 -1,783.31 3,590.80
-0.489 -0.576 -0.867 -41,550.16 3,591.64
-0.620 -0.424 0.431 -3,707.52 3,676.17
-0.195 -1.067 0.258 -6,843.45 3,721.07
-0.013 -0.417 0.483 10,063.66 3,808.28
0.000 -0.002 -1.528 -45,866.41 3,876.38
0.078 -0.120 -0.575 -16,883.13 3,890.77
-0.247 0.977 0.305 13,960.75 3,919.12

Page 17
VAR - Historical simulation

0.535 1.159 0.329 32,150.99 3,959.04


-0.182 -1.173 -0.914 -42,796.47 3,968.26
-0.039 -0.863 -0.424 -22,133.13 3,976.06
0.312 0.000 0.163 11,130.70 3,979.46
-0.065 -0.274 -0.907 -31,233.27 3,999.80
0.454 0.388 -0.145 8,609.52 4,007.80
-0.194 -0.977 -0.714 -35,063.64 4,067.02
0.052 -0.688 0.185 -311.97 4,104.67
-0.621 0.809 -0.330 -14,242.79 4,145.87
-0.221 0.413 -0.057 -2,021.71 4,150.81
0.300 -0.292 0.166 8,052.35 4,157.93
0.182 -1.045 -0.038 -7,952.57 4,196.98
-0.130 0.000 -0.510 -17,883.05 4,283.17
0.117 -0.241 0.064 1,856.19 4,306.24
-0.247 -0.605 0.006 -10,789.84 4,318.96
-0.169 1.507 0.294 20,514.65 4,491.97
-0.091 0.363 -0.172 -3,360.52 4,634.91
-0.783 -1.045 0.134 -22,090.07 4,681.19
-0.211 0.192 -0.472 -16,451.91 4,768.14
-0.659 0.361 -0.045 -10,917.52 4,773.02
-0.133 -0.605 0.257 -1,003.83 4,775.97
0.027 -0.481 0.083 -1,781.02 4,817.25
-0.053 0.598 -0.026 4,150.81 4,877.56
0.399 0.000 -0.275 -271.48 4,925.77
0.053 -0.002 0.276 9,306.08 4,945.56
0.185 0.602 -0.115 6,269.68 4,962.20
0.159 0.366 0.000 6,826.50 4,991.28
0.198 -1.458 -0.045 -11,968.32 5,062.94
0.250 0.000 0.096 7,883.82 5,090.59
-0.394 3.713 -0.109 25,984.64 5,134.83
0.712 0.498 -0.064 17,290.40 5,137.69
0.052 -0.625 -0.038 -6,356.50 5,261.75
-0.157 -1.491 -0.942 -46,321.22 5,330.75
-0.079 -0.125 0.117 674.35 5,332.25
0.000 0.000 0.000 0.00 5,377.95
0.000 0.736 -0.019 6,777.39 5,396.26
0.184 -0.616 -0.116 -5,977.74 5,479.68
0.602 0.122 0.958 42,009.32 5,480.76
-0.403 0.000 0.321 1,551.85 5,573.08
0.000 0.000 0.000 0.00 5,620.63
-0.640 0.490 -0.109 -11,159.96 5,621.45
-1.104 0.739 -0.026 -15,466.52 5,729.03
-0.425 -0.571 0.064 -12,295.45 5,773.50
0.334 -0.419 -0.633 -16,515.91 5,790.24
-0.732 -0.369 0.064 -16,391.77 5,813.95
0.456 -0.612 0.367 13,995.65 5,837.37
0.320 -1.703 0.006 -10,434.22 5,844.51
1.383 -0.957 0.551 34,632.84 5,866.60
-0.499 0.225 0.045 -6,381.43 5,904.79
-0.422 0.000 0.013 -8,056.56 6,068.60
0.636 0.891 -0.229 14,738.31 6,106.26
0.789 1.510 0.338 41,038.49 6,128.06

Page 18
VAR - Historical simulation

0.000 -1.095 -0.127 -14,766.91 6,150.78


0.287 0.602 0.803 35,845.08 6,263.33
-0.781 -1.090 0.784 -3,003.76 6,269.68
0.052 0.719 0.113 11,621.86 6,272.22
0.013 0.241 -0.370 -8,413.34 6,289.56
-0.092 0.846 0.088 9,269.59 6,316.32
-0.696 1.220 0.013 -1,338.71 6,346.32
-0.727 -0.617 -0.075 -22,970.95 6,370.66
-0.240 -0.687 -0.207 -17,886.78 6,388.94
0.400 1.292 -0.372 9,774.18 6,421.03
-0.027 -0.123 0.044 -438.43 6,423.70
-0.053 -0.247 -1.100 -36,519.59 6,519.08
-0.239 0.615 -0.313 -8,032.02 6,537.42
-0.053 1.535 -0.173 9,087.56 6,548.56
0.000 -0.302 -0.283 -11,492.80 6,574.81
0.293 -0.251 0.180 8,772.77 6,605.11
0.186 0.125 0.328 14,809.20 6,696.49
-0.531 1.001 0.179 4,773.02 6,701.21
0.347 -0.655 -0.441 -12,846.62 6,702.79
0.133 1.781 0.437 33,574.97 6,767.87
0.186 -0.128 0.806 26,617.20 6,777.39
0.345 0.616 0.000 13,050.53 6,791.82
0.264 0.000 0.489 19,941.84 6,792.95
-0.158 2.079 -0.183 12,136.10 6,795.83
0.040 -0.787 0.405 5,062.94 6,818.49
0.013 0.000 0.265 8,201.89 6,826.50
-0.818 -0.781 -0.641 -43,398.48 6,839.86
0.053 -1.163 0.076 -8,287.19 6,873.14
0.106 0.128 -0.139 -766.38 6,931.41
-0.385 0.000 0.019 -7,133.01 6,987.37
0.093 -0.256 0.557 16,011.39 7,022.63
0.400 1.020 2.227 85,013.22 7,029.34
0.398 0.644 1.009 44,683.62 7,083.12
0.951 0.649 -1.066 -6,476.22 7,126.60
-0.157 0.653 -0.012 3,016.53 7,156.67
0.052 1.445 -0.289 6,818.49 7,185.34
-0.026 -0.267 -2.310 -72,501.38 7,202.99
1.048 1.596 0.632 55,897.84 7,224.39
-0.156 1.911 -0.226 9,208.79 7,236.40
0.442 0.725 0.548 32,517.88 7,537.84
-0.776 0.916 -0.288 -15,004.79 7,552.34
-0.156 -0.784 -0.490 -25,670.81 7,581.51
-0.131 -0.892 -0.133 -15,509.61 7,606.14
0.105 0.000 -0.107 -1,132.26 7,619.67
-0.131 0.540 0.487 17,405.13 7,755.02
0.366 0.269 0.359 20,777.05 7,773.54
-0.469 -0.200 -0.031 -12,320.65 7,803.70
-0.026 0.008 0.207 5,773.50 7,877.17
0.065 0.236 0.263 11,557.58 7,883.82
0.301 0.336 0.756 32,058.02 7,945.04
0.026 -0.354 -0.998 -32,966.60 7,985.59
2.178 0.253 2.010 106,397.45 8,052.35

Page 19
VAR - Historical simulation

0.038 0.111 -0.731 -20,038.19 8,076.37


0.000 -0.112 -0.736 -23,194.52 8,080.60
0.102 -0.106 -0.093 -1,820.69 8,082.73
0.433 0.047 0.312 18,494.32 8,089.40
-0.127 0.058 -0.106 -5,124.22 8,182.26
-1.093 -0.220 -0.828 -48,887.24 8,201.89
0.308 -0.128 0.169 9,971.37 8,353.25
-0.077 -0.072 -0.489 -16,918.28 8,426.27
-0.256 -0.164 0.982 22,700.47 8,467.51
0.000 0.000 -0.062 -1,870.32 8,574.18
0.000 0.000 0.780 23,393.64 8,609.52
1.234 0.523 -0.167 24,891.39 8,626.38
0.711 0.058 0.254 22,427.80 8,646.02
-0.807 -0.320 -0.272 -27,499.59 8,665.66
-0.762 -0.278 -0.384 -29,558.74 8,772.77
0.230 0.125 0.100 8,843.49 8,810.08
-0.358 -0.152 0.379 2,702.98 8,843.49
-0.359 -0.069 -0.198 -13,819.35 8,883.55
-0.335 0.000 0.435 6,346.32 8,911.39
0.336 -0.064 -0.525 -9,685.12 8,979.60
-0.309 0.000 0.435 6,873.14 9,010.93
0.310 -0.171 -0.148 26.87 9,087.56
0.000 -0.141 0.161 3,425.81 9,096.08
0.489 -0.107 0.068 10,745.55 9,134.39
-0.333 0.193 -1.032 -35,703.26 9,198.13
0.000 0.097 0.412 13,333.24 9,208.79
-0.283 -0.097 -1.163 -41,517.66 9,267.28
-1.237 -0.234 -0.548 -43,507.44 9,269.59
0.235 -0.113 -0.646 -15,797.82 9,294.35
-0.182 -0.371 0.159 -2,576.58 9,306.08
0.235 -0.107 -0.789 -20,032.31 9,315.34
0.091 -0.055 0.564 18,197.08 9,356.90
-0.208 -0.052 0.070 -2,574.41 9,374.45
-0.273 -0.866 -0.401 -26,169.41 9,394.27
0.131 -0.024 0.640 21,554.36 9,398.99
-0.313 -0.027 -0.407 -18,731.91 9,403.31
0.026 0.068 0.249 8,665.66 9,460.70
0.366 -0.274 0.255 12,225.81 9,518.70
0.521 0.354 1.765 66,913.13 9,572.07
0.337 0.561 0.250 19,839.92 9,648.29
0.000 0.000 -0.554 -16,615.84 9,660.41
-0.543 0.172 0.144 -4,817.02 9,774.18
-0.195 -0.533 -0.731 -31,156.63 9,804.80
0.039 -0.149 0.157 4,007.80 9,827.38
-0.039 0.388 -0.006 2,910.14 9,828.33
-0.208 -0.158 0.226 1,043.58 9,851.72
0.287 0.033 -0.420 -6,539.87 9,971.37
0.377 -0.019 0.258 15,098.92 10,006.26
-0.078 -0.103 -0.232 -9,560.56 10,031.30
0.674 0.158 0.674 35,271.42 10,063.66
-0.167 0.000 -0.156 -8,039.22 10,161.52
-0.039 0.177 -0.119 -2,575.79 10,231.07

Page 20
VAR - Historical simulation

0.155 0.074 0.959 32,618.18 10,237.25


0.464 -0.169 -0.894 -19,246.83 10,275.57
0.128 0.272 0.783 28,792.19 10,297.91
0.231 -0.068 -0.585 -13,608.13 10,335.21
-0.153 0.000 0.307 6,128.06 10,350.58
0.026 0.327 0.069 5,844.51 10,353.52
-0.218 0.274 0.137 2,499.71 10,369.83
-0.026 -0.082 -0.168 -6,377.66 10,458.78
-0.154 0.329 -1.247 -37,191.50 10,472.31
0.026 -0.041 -0.013 -277.63 10,669.25
-0.424 -0.248 -0.170 -16,067.59 10,715.05
0.077 -0.151 0.468 14,078.71 10,727.21
-0.567 0.370 0.145 -3,300.75 10,745.55
-0.259 0.124 0.528 11,892.27 10,753.46
0.052 0.000 -0.269 -7,026.26 10,756.73
-0.260 -0.069 -0.201 -11,903.35 10,803.26
0.117 0.014 0.433 15,486.09 10,835.85
0.429 -0.289 -0.332 -4,249.27 11,002.01
-0.013 -0.014 -0.276 -8,680.44 11,029.44
-0.168 -0.137 0.000 -4,740.17 11,066.40
0.597 -0.055 0.164 16,299.51 11,076.25
0.310 0.041 0.478 20,927.93 11,130.70
0.154 0.041 -0.225 -3,256.02 11,172.99
-0.103 -0.014 -0.094 -5,011.73 11,277.48
0.129 0.082 0.125 7,156.67 11,322.91
0.411 0.137 -0.006 9,398.99 11,438.23
-0.997 0.063 0.207 -13,109.08 11,500.23
-0.336 -0.104 -0.356 -18,451.33 11,557.58
0.130 0.074 0.232 10,297.91 11,609.27
0.116 0.165 -0.595 -13,865.07 11,621.86
-0.194 -0.061 0.542 11,766.03 11,652.99
-0.130 0.160 -0.038 -2,122.47 11,710.77
-0.571 0.143 0.382 1,489.16 11,731.86
-0.078 0.152 -0.112 -3,418.78 11,762.61
-0.183 0.152 -0.081 -4,572.28 11,766.03
0.092 -0.221 0.081 2,056.38 11,799.54
0.327 0.124 0.331 17,710.90 11,827.12
-0.130 0.097 0.224 5,090.59 11,892.27
0.183 0.194 -0.354 -5,040.33 11,951.78
0.039 -0.083 -0.044 -1,360.63 11,961.76
0.065 0.000 -0.156 -3,379.00 12,053.30
-0.104 -0.111 -0.725 -24,936.70 12,086.89
-0.052 -0.512 -0.705 -27,311.85 12,136.10
0.052 -0.036 -0.076 -1,598.58 12,154.80
0.625 -0.693 -1.447 -37,839.28 12,217.30
-1.009 0.096 -0.058 -20,957.63 12,225.81
0.496 0.041 -0.857 -15,362.37 12,229.58
0.000 0.000 0.383 11,500.23 12,437.21
-0.078 -0.077 -0.239 -9,510.77 12,459.51
-0.156 -0.137 -0.234 -11,496.87 12,464.84
-0.182 0.186 0.338 8,353.25 12,477.87
0.104 -0.164 -0.091 -2,274.87 12,544.75

Page 21
VAR - Historical simulation

-0.209 0.014 0.169 1,023.39 12,551.81


0.000 0.109 0.505 16,247.15 12,743.16
0.157 -0.027 -0.309 -6,415.98 12,824.59
-0.235 -0.082 -0.200 -11,528.72 12,868.07
0.000 0.109 0.330 11,002.01 12,905.62
-0.327 -0.096 0.219 -912.05 13,050.53
-0.289 0.000 0.013 -5,387.05 13,148.32
-0.184 0.000 0.303 5,396.26 13,159.15
0.290 -0.082 -0.610 -13,318.43 13,249.07
0.421 0.041 0.226 15,606.17 13,283.61
0.157 -0.178 -0.193 -4,434.57 13,333.24
-0.052 0.204 -0.006 805.24 13,334.39
0.497 -0.027 0.316 19,159.65 13,387.51
0.104 -0.068 -0.264 -6,519.90 13,468.88
0.221 1.425 -0.123 14,985.99 13,496.47
0.039 -1.791 0.355 -6,469.88 13,566.96
-0.039 0.038 -0.528 -16,240.50 13,575.17
-0.220 -0.052 0.052 -3,372.92 13,721.27
0.026 0.000 0.440 13,721.27 13,736.33
-0.156 0.503 1.031 32,837.94 13,740.27
-0.234 0.000 0.784 18,845.99 13,819.97
-0.104 0.082 -0.557 -17,972.08 13,832.07
0.235 0.068 -0.172 231.46 13,872.82
-0.026 0.164 0.127 4,945.56 13,899.07
-0.026 -0.027 0.707 20,402.55 13,915.99
0.052 -0.041 0.044 1,959.16 13,951.57
-0.287 -0.260 0.278 4.33 13,960.75
-0.078 -0.109 -0.403 -14,758.68 13,995.65
0.131 0.082 0.063 5,332.25 14,004.59
0.104 -0.101 0.051 2,596.07 14,058.13
-0.026 0.101 -0.101 -2,545.18 14,078.71
0.391 0.000 0.247 15,230.68 14,112.21
0.208 0.232 -0.454 -7,147.58 14,166.83
-0.208 -0.014 -0.285 -12,845.22 14,284.28
-0.013 -0.096 -0.044 -2,553.25 14,370.62
-0.117 -0.049 0.000 -2,832.48 14,394.08
-0.052 0.068 0.248 7,083.12 14,395.43
-0.117 0.090 -0.159 -6,199.16 14,518.67
0.078 0.027 -0.261 -5,977.10 14,525.90
-0.456 0.005 0.115 -5,624.40 14,604.61
0.000 0.214 0.286 10,727.21 14,638.10
0.183 0.189 0.317 15,076.41 14,725.97
-0.091 -0.014 0.032 -1,017.62 14,730.19
0.144 -0.039 -0.126 -1,302.30 14,738.31
0.026 0.055 -0.342 -9,184.35 14,769.65
-0.078 0.014 0.381 10,006.26 14,803.89
-0.065 -0.358 -0.190 -10,578.32 14,809.20
0.065 0.033 0.051 3,157.90 14,886.04
-0.131 0.000 0.038 -1,471.91 14,916.55
-0.026 -0.008 0.158 4,145.87 14,925.26
0.157 -0.041 -0.070 641.58 14,985.99
-0.131 0.214 0.006 -285.10 15,001.53

Page 22
VAR - Historical simulation

0.576 0.008 -0.120 7,985.59 15,023.65


0.143 0.124 0.133 8,089.40 15,076.41
0.013 -0.080 -0.108 -3,765.24 15,087.28
1.013 0.140 -0.203 15,576.83 15,098.92
-0.244 -0.028 -1.054 -36,773.15 15,133.50
-0.528 -0.226 0.340 -2,622.05 15,157.05
-0.052 0.110 -0.390 -11,639.24 15,176.51
-0.091 -0.173 -0.103 -6,626.87 15,230.68
0.350 -0.060 -0.270 -1,693.90 15,332.93
-0.078 -0.145 -0.374 -14,214.98 15,378.28
0.000 0.186 0.821 26,500.95 15,486.09
-0.388 -0.074 0.148 -4,077.55 15,555.45
-0.584 0.000 0.102 -8,615.47 15,576.83
0.248 -0.132 -0.134 -381.71 15,606.17
0.222 -0.164 -0.583 -14,702.08 15,607.88
1.079 -0.027 -0.342 11,066.40 15,689.43
0.219 -0.027 -0.802 -19,954.93 15,733.12
-0.424 -0.041 -0.293 -17,682.57 15,824.57
-0.361 -0.167 0.085 -6,334.64 15,974.82
-0.026 0.226 0.170 6,839.86 15,988.86
0.104 -0.087 0.463 15,087.28 16,011.39
0.414 -0.109 -0.013 6,792.95 16,057.94
0.103 0.041 -0.162 -2,400.26 16,156.39
0.129 -0.041 -0.676 -18,125.46 16,161.43
0.064 0.008 0.412 13,740.27 16,231.46
-0.193 -0.022 -0.150 -8,568.12 16,247.15
-0.232 0.000 0.072 -2,475.33 16,299.51
-0.490 0.027 0.437 3,590.80 16,413.12
0.013 0.014 0.013 785.24 16,511.50
0.324 0.087 -0.052 5,790.24 16,512.22
0.194 -0.060 0.305 12,437.21 16,515.66
-0.064 0.055 -0.343 -11,045.73 16,659.93
0.000 0.055 0.072 2,691.47 16,760.14
-0.064 -0.041 0.156 2,978.98 16,939.58
0.000 0.000 0.000 0.00 16,956.41
0.000 0.000 0.876 26,273.11 16,967.13
-0.065 0.314 0.354 12,459.51 16,976.82
-0.077 0.082 -0.276 -8,994.55 16,982.53
0.026 0.082 -0.231 -5,601.02 17,085.92
0.000 0.000 0.000 0.00 17,210.91
0.659 0.060 0.271 21,895.38 17,281.10
1.065 0.296 -0.366 13,283.61 17,290.40
-0.051 0.069 -0.129 -4,196.00 17,309.87
0.686 0.055 0.232 21,243.90 17,405.13
0.000 -0.105 -0.180 -6,457.14 17,497.73
-0.429 0.118 -0.284 -15,913.36 17,599.59
1.065 0.110 -0.032 21,421.99 17,609.41
0.050 -0.138 -0.019 -959.00 17,710.90
0.100 -0.124 0.162 5,620.63 17,714.30
-1.039 -0.041 -0.097 -24,105.06 17,756.22
0.531 -0.198 -0.459 -5,133.27 17,875.59
0.025 0.000 -0.526 -15,290.18 17,964.31

Page 23
VAR - Historical simulation

0.000 -0.104 -0.568 -18,096.52 18,015.59


-0.138 -0.077 -0.743 -25,812.17 18,197.08
1.361 0.027 0.291 36,227.19 18,310.33
0.162 0.036 -0.059 1,805.88 18,458.37
-0.012 -0.123 -0.066 -3,463.70 18,494.32
1.129 0.101 0.112 26,973.20 18,617.37
0.000 -0.228 -0.772 -25,448.44 18,703.95
0.086 0.030 0.326 11,799.54 18,766.39
-0.589 0.027 -0.239 -18,660.58 18,845.99
0.099 0.082 0.445 16,156.39 18,893.12
1.183 0.014 0.139 27,966.27 18,919.44
1.181 -0.041 0.383 34,715.48 18,940.49
-0.156 0.156 0.909 25,687.97 19,159.65
-0.892 0.077 0.502 -2,002.67 19,443.85
0.292 -0.008 -0.162 887.50 19,472.81
-1.019 -0.082 -0.059 -22,955.01 19,534.83
-0.221 0.019 -0.325 -13,978.53 19,553.13
-0.761 -0.055 -0.072 -17,930.43 19,602.71
-0.520 -0.005 0.163 -5,550.50 19,674.04
0.199 0.077 0.333 14,725.97 19,839.92
0.397 -0.313 -0.052 3,258.01 19,843.85
0.049 -3.129 0.689 -9,616.42 19,941.84
0.235 0.000 -0.078 2,371.45 20,123.99
-0.777 -2.360 -0.175 -44,373.14 20,153.02
-1.292 -2.591 0.006 -51,560.63 20,204.90
1.108 1.010 -0.078 29,928.03 20,402.55
-0.946 1.786 -0.188 -6,706.79 20,514.65
0.553 0.532 -0.026 15,607.88 20,543.59
-0.200 0.104 -0.065 -4,904.03 20,670.89
-0.476 0.418 -0.253 -12,940.11 20,775.62
1.032 -1.339 -0.274 -953.60 20,777.05
-0.673 -0.829 -0.163 -26,642.75 20,927.93
-1.254 -0.257 -0.013 -28,046.27 21,061.40
-0.076 0.769 -0.026 5,377.95 21,243.90
0.076 -0.181 0.105 2,859.51 21,268.83
0.102 -0.322 0.033 -209.03 21,324.22
0.305 -0.784 -0.242 -9,001.37 21,421.99
0.304 -0.382 -0.131 -1,683.32 21,424.70
-0.088 0.203 -0.282 -8,197.38 21,554.36
0.202 0.636 0.230 17,309.87 21,697.10
-0.239 -0.768 0.072 -10,304.34 21,738.19
-0.126 -0.140 -0.046 -5,300.96 21,895.38
-0.126 0.266 0.518 15,689.43 22,005.80
0.152 -0.025 0.039 3,959.04 22,174.87
-0.139 0.102 0.241 5,480.76 22,209.13
0.456 0.000 0.085 11,652.99 22,255.95
0.189 0.178 -0.163 684.32 22,299.25
0.151 -0.299 -0.632 -18,926.71 22,427.80
0.477 -0.308 -0.190 761.66 22,603.91
0.000 -1.126 -0.250 -18,748.77 22,672.15
-0.375 -0.140 0.323 777.86 22,700.47
-0.502 0.303 0.210 -704.20 22,746.24

Page 24
VAR - Historical simulation

-0.454 -0.723 -0.072 -18,474.11 23,149.65


-0.101 0.157 -0.072 -2,618.89 23,220.56
0.152 -3.404 0.105 -27,851.54 23,393.64
-0.304 0.604 0.105 3,107.61 23,413.02
0.000 1.439 0.085 16,939.58 23,730.51
0.000 -1.460 0.124 -10,867.97 23,850.35
0.584 -0.972 -0.372 -9,209.35 23,913.46
-0.353 -0.722 -0.557 -31,011.34 23,986.68
0.405 0.777 -0.185 10,335.21 24,128.82
-0.530 -0.421 -0.178 -20,164.82 24,369.99
-0.381 -0.959 -0.199 -23,159.96 24,489.05
-0.051 -0.534 0.013 -5,965.26 24,672.73
-0.255 0.000 0.020 -4,499.45 24,735.39
0.000 -0.413 -0.066 -6,123.40 24,883.79
-0.077 -0.294 0.677 15,824.57 24,891.39
0.077 0.235 -0.422 -8,770.74 24,945.37
0.153 0.412 0.205 13,334.39 25,021.98
-0.293 -0.590 -0.106 -14,939.36 25,199.12
0.857 -3.404 -0.093 -19,673.93 25,239.65
-0.596 -1.135 -0.093 -26,050.99 25,255.55
-0.191 1.908 -0.079 12,868.07 25,519.32
0.153 0.629 -0.543 -6,943.56 25,685.02
0.562 0.000 -0.273 3,034.93 25,687.97
-0.178 -0.461 0.194 -2,345.83 25,865.27
0.305 -0.573 0.207 6,574.81 25,953.10
0.000 -0.285 0.266 5,137.69 25,984.64
-0.203 0.341 0.319 8,911.39 26,119.37
0.305 -2.166 0.324 -5,841.25 26,147.35
-0.557 -0.781 0.462 -5,105.56 26,258.48
-0.025 2.436 -0.039 22,672.15 26,273.11
-0.306 0.795 -0.558 -14,916.02 26,275.95
0.102 0.915 0.079 13,575.17 26,500.95
0.243 0.173 -0.145 2,226.56 26,518.76
-0.191 -0.752 -0.093 -14,114.27 26,611.19
0.000 0.804 0.265 15,974.82 26,617.20
-0.179 -0.058 -0.231 -11,078.08 26,633.40
-0.319 -0.174 0.093 -5,347.47 26,648.64
0.423 -0.316 -0.225 -1,441.33 26,888.68
0.026 -0.490 0.159 374.59 26,973.20
-0.268 0.057 0.020 -4,192.82 27,098.20
0.000 0.000 0.000 0.00 27,610.93
0.371 -0.745 -0.033 -1,018.76 27,760.95
-0.230 0.171 0.456 10,803.26 27,966.27
0.013 0.399 1.007 34,455.48 28,267.43
-0.089 0.343 0.964 30,576.21 28,468.18
-0.026 0.057 -0.006 -131.14 28,477.05
-0.230 -0.425 0.039 -7,693.96 28,527.44
-0.590 0.000 -0.110 -15,086.92 28,788.20
-0.490 0.320 -0.472 -20,745.19 28,792.19
-0.078 -0.149 0.052 -1,489.73 29,157.90
0.130 0.344 -0.675 -14,205.42 29,499.30
-0.492 -0.046 0.274 -2,077.46 29,761.51

Page 25
VAR - Historical simulation

0.091 0.736 -0.065 7,224.39 29,928.03


0.091 0.000 -0.326 -7,954.15 29,928.32
-0.130 -0.903 0.490 3,080.69 29,977.93
0.182 0.000 0.540 19,843.85 30,240.96
0.000 0.275 -0.097 -158.18 30,507.77
0.182 -0.230 0.000 1,335.60 30,576.21
-0.337 -0.103 -0.143 -12,050.21 30,622.82
0.000 -0.011 -0.091 -2,839.12 30,903.28
0.013 0.000 -0.019 -324.16 31,550.11
0.221 0.000 0.065 6,370.66 31,560.41
-0.376 0.000 0.104 -4,412.52 31,564.54
-0.221 0.000 0.227 2,377.74 32,058.02
-0.183 0.722 0.505 18,703.95 32,148.05
-0.196 -0.728 0.129 -7,339.14 32,150.99
0.079 0.000 0.026 2,344.05 32,517.88
0.118 0.000 0.180 7,755.02 32,563.10
-0.353 0.000 0.083 -4,561.84 32,618.18
0.210 0.550 -0.333 -293.54 32,645.30
0.118 -0.553 -0.051 -4,719.85 32,741.92
0.196 0.000 -0.167 -1,093.18 32,837.94
-0.052 0.688 0.116 9,315.34 33,504.70
0.196 -0.353 0.142 4,634.91 33,574.97
0.130 -1.592 -0.219 -19,872.05 33,920.68
-0.182 -0.566 -0.103 -12,401.01 34,060.38
0.574 0.169 0.445 26,518.76 34,073.57
-0.493 0.970 -0.584 -17,684.50 34,078.42
0.052 0.000 -0.194 -4,769.19 34,455.48
0.365 -0.023 0.123 10,756.73 34,606.61
-0.052 0.000 0.162 3,808.28 34,632.84
-0.234 -0.934 0.065 -12,078.67 34,715.48
0.104 0.237 0.213 10,835.85 35,097.71
0.156 -0.170 0.187 7,022.63 35,231.31
0.026 -0.632 -0.122 -9,463.92 35,271.42
-0.130 0.045 0.180 3,253.63 35,517.62
0.026 -0.258 -0.103 -5,142.58 35,845.08
0.156 -0.907 0.045 -4,600.34 35,996.75
0.298 0.011 0.006 6,272.22 36,104.14
-0.013 0.610 -0.957 -22,861.13 36,227.19
0.854 0.380 0.104 23,986.68 36,475.13
-0.308 -0.303 -0.415 -21,619.72 37,109.28
-0.103 -0.525 0.293 1,470.15 37,340.26
0.000 -0.256 0.493 12,229.58 37,626.60
-0.155 0.000 -0.006 -3,285.19 37,784.57
0.065 -0.721 0.155 -1,269.39 38,029.13
-0.116 0.165 -0.052 -2,216.20 38,072.54
-0.219 -0.551 -0.039 -11,061.94 38,094.19
-0.052 -0.055 0.006 -1,389.69 38,308.05
-0.026 0.241 -0.148 -2,556.66 38,553.18
0.104 -0.110 -0.181 -4,452.38 38,630.43
0.207 -0.187 0.110 5,573.08 38,797.85
-0.065 0.077 0.220 6,068.60 39,252.09
-0.052 0.088 -0.129 -4,025.76 39,524.49

Page 26
VAR - Historical simulation

0.142 0.329 0.362 16,982.53 39,971.21


0.000 0.220 0.180 7,606.14 40,065.40
0.374 0.221 -0.083 7,185.34 40,692.05
-0.116 0.332 0.231 7,945.04 41,038.49
-0.116 -0.067 -0.122 -6,637.65 41,568.42
-0.374 0.477 0.360 8,080.60 41,881.14
0.052 0.000 -0.224 -5,683.19 42,009.32
0.039 0.078 0.539 17,714.30 42,244.89
-0.401 0.011 -0.153 -12,492.03 42,247.61
0.246 -0.301 0.153 6,519.08 42,315.96
-0.207 -0.156 -0.293 -14,498.98 42,325.76
-0.545 0.222 -0.211 -15,006.78 42,407.11
0.000 0.033 -0.212 -6,012.49 43,243.95
0.052 0.401 -0.128 1,194.19 43,642.08
-0.417 -0.570 0.039 -12,880.21 43,806.97
0.262 0.022 -0.058 3,721.07 44,559.70
-0.065 0.322 0.154 6,548.56 44,683.62
0.196 -0.033 -0.109 308.17 45,515.32
-0.052 0.000 0.347 9,374.45 46,025.99
-0.130 0.045 -0.615 -20,618.52 46,080.42
-0.287 0.000 0.271 2,377.94 47,009.34
-0.131 -0.602 0.116 -5,166.47 47,547.90
0.210 0.000 0.071 6,316.32 47,555.70
0.131 0.000 0.417 15,133.50 47,978.96
-0.431 -0.476 -0.134 -17,417.71 48,281.39
0.066 0.011 0.083 3,919.12 48,961.70
-0.669 -0.022 -0.019 -14,176.70 49,262.76
0.013 -0.099 0.077 1,574.41 51,119.53
0.462 0.000 0.185 14,803.89 51,830.74
-0.276 0.209 -0.089 -6,106.96 52,453.47
0.290 -0.199 -0.192 -1,934.34 52,511.46
-0.079 0.066 0.045 427.42 53,880.82
0.263 -0.011 -0.038 3,999.80 55,238.24
0.079 -0.088 0.083 3,187.23 55,833.65
0.131 -0.319 0.115 2,879.32 55,897.84
-0.157 0.242 0.575 16,511.50 56,166.85
0.026 0.088 0.267 9,403.31 57,739.64
0.000 -0.044 0.177 4,877.56 57,809.59
0.079 -0.242 0.158 3,890.77 58,319.50
-0.341 0.000 0.107 -3,592.67 60,376.59
-0.079 -0.033 0.290 6,791.82 60,413.04
0.289 -0.264 -0.038 2,020.85 61,728.98
0.630 -0.142 0.440 24,369.99 62,339.33
-0.013 -0.273 -0.069 -5,060.12 62,379.25
0.026 -0.055 -0.313 -9,420.02 62,403.55
-0.300 -0.719 0.798 10,753.46 63,111.53
0.157 -0.963 0.499 8,467.51 66,519.80
-0.431 -0.514 -0.124 -17,479.36 66,648.86
-0.380 -1.194 1.385 22,005.80 66,913.13
-0.079 1.022 -0.245 1,291.41 71,786.13
-0.474 0.277 0.565 10,237.25 72,902.35
0.265 -0.278 0.568 19,553.13 73,399.07

Page 27
VAR - Historical simulation

0.106 -0.181 -0.067 -1,702.53 73,824.07


-0.369 -0.117 -0.249 -16,023.58 75,844.62
0.661 0.212 0.305 24,489.05 75,941.49
-0.407 -0.202 -0.121 -13,812.96 82,786.21
0.515 0.096 0.0973 14,166.83 85,013.22
0.512 0.096 0.0972 14,112.21 86,869.05
0.509 0.096 0.0971 14,058.13 88,059.55
0.507 0.096 0.0970 14,004.59 89,975.76
0.504 0.096 0.0969 13,951.57 97,857.41
0.502 0.096 0.0968 13,899.07 106,397.45

Page 28
VAR - Historical simulation

43,000

Percentile VAR 1
rank % 2
3
99 - 72,715 4
98 - 59,319 5
97 - 50,188 6
96 - 46,321 7
95 - 43,398 8
94 - 38,016 9
93 - 36,520 10
92 - 33,182 11
91 - 30,833 12
90 - 28,721 13
14
-42823.55913 0.048499 15
16
Time Distribution Chart of value 17
160
18
19
140 20
21
22
120
23
24
100 25
26
Times

27
80 28
29
60 30
31
32
40 33
34
20 35
36
37
0 38
-2 -1.5 -1 -0.5 0 0.5 1 1.5
39
value 5
x 10 40
41
42
43
44
45

Page 29
VAR - Historical simulation

46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61

Page 30
VAR - Historical simulation

count = 1300
min = -162,956
max = 106,397

Bins Count
-162,956 1
-158467.07756 0
-153977.84822 0
-149488.61888 0
-144999.38954 0
-140510.16019 0
-136020.93085 0
-131531.70151 1
-127042.47217 0
-122553.24282 0
-118064.01348 0
-113574.78414 0
-109085.5548 0
-104596.32545 0
-100107.09611 1
Time Distribution Chart of Value
-95617.866768 0 160
-91128.637425 0
-86639.408083 4
-82150.17874 2 140
-77660.949398 1
-73171.720055 1 120
-68682.490713 6
-64193.26137 5
-59704.032028 2 100
-55214.802685 6
-50725.573342 5 80
-46236.344 16
Times

-41747.114657 17
-37257.885315 12 60
-32768.655972 24
-28279.42663 27 40
-23790.197287 38
-19300.967945 58
-14811.738602 59 20
-10322.50926 90
-5833.279917 93 0
-1344.0505744 128
56 89 21 53 86 18 50 82 15 47 79 12 44 24 91 59 27 94 62 30 97
3145.17876815 158 2,9 9,4 6,0 2,5 9,0 5,6 2,1 8,6 5,2 1,7 8,2 4,8 1,3 2,1 5,5 9,0 2,5 5,9 9,4 2,9 6,3
6 4 3 2 0 9 8 6 5 4 2 1 - 1 2 3 5 6 7 9 10
7634.40811069 111 -1 -1 -1 -1 -1 - - - - - - -
12123.6374532 102 Value
16612.8667958 93
21102.0961383 54
25591.3254809 40
30080.5548234 34
34569.784166 24

Page 31
VAR - Historical simulation

39059.0135085 23
43548.2428511 15
48037.4721936 11
52526.7015362 7
57015.9308787 5
61505.1602213 5
65994.3895638 5
70483.6189064 3
74972.8482489 4
79462.0775915 2
83951.306934 1
88440.5362766 3
92929.7656191 1
97418.9949617 0
101908.224304 1
106397.453647 1

Page 32
VAR - Historical simulation

7 94 62 30 97
,9 ,4 ,9 ,3
65 79 92 106

Page 33
VAR - Absolute changes

VAR - Historical simulation using absolute price changes.


This sheet is for interest only and shows how not to
undertake historical simulation VAR calculations. The
method used here uses absolute changes in the asset
prices to generate portfolio value changes, rather than
percentage changes. The use of absolute changes
distorts the method and fails to give the right result.
Compare the result produced here against the correct
result given in sheet 'VAR - Historical simulation'.

Portfolio 1 composition in σ:
3 2 1
Original asset positions
1,667,130 5,420 3,028,000
GBP Gold Rand

Portfolio Portfolio Ordered Offset Percentile VAR


Value Value changes rank %
Change
6,000,000 13 99 - 66,647
5,982,260 - 17,740 - 117,689 26 98 - 53,236
5,936,928 - 45,332 - 101,728 39 97 - 46,373
5,925,587 - 11,341 - 100,189 52 96 - 41,204
5,917,017 - 8,570 - 90,507 65 95 - 38,464
5,943,249 26,232 - 88,040 78 94 - 34,613
5,912,149 - 31,100 - 85,727 91 93 - 31,929
5,914,685 2,536 - 80,020 104 92 - 29,473
5,942,792 28,107 - 77,050 117 91 - 27,912
5,984,867 42,075 - 70,692 130 90 - 26,257
5,990,465 5,598 - 70,308
5,974,023 - 16,442 - 68,786
5,947,766 - 26,257 - 66,767
5,911,072 - 36,694 - 66,647
5,912,474 1,403 - 65,040
5,924,041 11,567 - 65,040
5,865,074 - 58,967 - 60,878
5,906,354 41,280 - 60,608
5,922,785 16,431 - 58,967
5,969,096 46,311 - 58,377
6,011,429 42,333 - 58,276
6,011,679 250 - 57,959
6,011,679 - - 54,886
6,011,679 - - 54,754
5,979,492 - 32,188 - 54,384
5,971,237 - 8,255 - 53,599
5,988,708 17,471 - 53,236
5,988,708 - - 53,103
5,977,182 - 11,526 - 52,930
5,946,774 - 30,408 - 51,685
5,975,984 29,211 - 50,363

Page 34
VAR - Absolute changes

5,977,550 1,566 - 49,498


5,980,782 3,231 - 49,144
5,922,405 - 58,377 - 48,247
5,874,629 - 47,776 - 47,827
5,859,120 - 15,509 - 47,776
5,839,100 - 20,020 - 47,330
5,768,407 - 70,692 - 46,628
5,798,609 30,202 - 46,431
5,822,782 24,173 - 46,373
5,858,175 35,393 - 45,332
5,885,465 27,290 - 44,872
5,883,368 - 2,096 - 44,480
5,859,698 - 23,670 - 44,437
5,873,182 13,484 - 43,611
5,828,310 - 44,872 - 43,016
5,857,998 29,688 - 42,473
5,872,917 14,919 - 42,467
5,787,190 - 85,727 - 41,863
5,801,300 14,109 - 41,772
5,834,018 32,719 - 41,559
5,847,360 13,341 - 41,555
5,834,295 - 13,065 - 41,204
5,832,819 - 1,476 - 40,927
5,865,757 32,938 - 40,280
5,839,497 - 26,260 - 40,123
5,795,060 - 44,437 - 40,094
5,774,710 - 20,350 - 40,088
5,719,825 - 54,886 - 39,920
5,699,801 - 20,023 - 39,552
5,711,681 11,879 - 39,449
5,668,070 - 43,611 - 39,233
5,690,976 22,906 - 39,159
5,665,169 - 25,807 - 38,809
5,651,638 - 13,531 - 38,788
5,632,070 - 19,567 - 38,464
5,642,543 10,473 - 38,321
5,612,849 - 29,694 - 37,944
5,638,387 25,538 - 37,458
5,630,822 - 7,566 - 37,224
5,637,465 6,644 - 36,694
5,616,503 - 20,962 - 35,665
5,576,223 - 40,280 - 35,606
5,558,593 - 17,630 - 35,597
5,559,933 1,340 - 35,512
5,559,944 11 - 35,360
5,554,383 - 5,561 - 35,037
5,552,260 - 2,123 - 34,677
5,517,707 - 34,554 - 34,613
5,511,930 - 5,777 - 34,554
5,480,164 - 31,766 - 34,322
5,489,306 9,143 - 34,024
5,550,545 61,239 - 33,852

Page 35
VAR - Absolute changes

5,517,819 - 32,726 - 33,658


5,530,806 12,987 - 33,278
5,554,587 23,782 - 33,082
5,544,889 - 9,699 - 33,053
5,578,695 33,806 - 32,726
5,561,698 - 16,997 - 32,188
5,596,690 34,992 - 32,101
5,596,295 - 394 - 31,974
5,617,565 21,270 - 31,929
5,603,773 - 13,792 - 31,924
5,598,911 - 4,862 - 31,766
5,630,837 31,926 - 31,100
5,636,100 5,263 - 30,741
5,630,731 - 5,369 - 30,716
5,631,002 271 - 30,703
5,660,990 29,988 - 30,439
5,674,022 13,033 - 30,408
5,675,476 1,454 - 30,073
5,682,653 7,177 - 30,046
5,647,056 - 35,597 - 29,694
5,640,245 - 6,811 - 29,481
5,640,191 - 54 - 29,473
5,640,191 - - 29,427
5,653,254 13,062 - 29,277
5,668,137 14,884 - 29,269
5,666,504 - 1,634 - 29,196
5,661,072 - 5,432 - 29,151
5,657,369 - 3,703 - 28,923
5,657,080 - 288 - 28,900
5,643,887 - 13,193 - 28,883
5,662,403 18,515 - 28,860
5,683,972 21,570 - 28,592
5,689,120 5,148 - 28,191
5,690,890 1,770 - 27,952
5,710,354 19,464 - 27,912
5,705,739 - 4,615 - 27,802
5,685,137 - 20,602 - 27,627
5,695,560 10,423 - 27,550
5,721,274 25,713 - 27,518
5,728,661 7,387 - 27,372
5,749,449 20,788 - 27,290
5,755,708 6,259 - 27,286
5,778,588 22,880 - 26,983
5,781,042 2,454 - 26,590
5,761,831 - 19,211 - 26,495
5,736,257 - 25,573 - 26,360
5,722,981 - 13,276 - 26,260
5,722,981 - - 26,257
5,762,832 39,851 - 26,067
5,713,689 - 49,144 - 25,923
5,713,915 226 - 25,874
5,750,612 36,697 - 25,822

Page 36
VAR - Absolute changes

5,731,963 - 18,649 - 25,807


5,746,990 15,027 - 25,573
5,738,565 - 8,425 - 25,384
5,748,420 9,855 - 25,338
5,760,661 12,241 - 25,290
5,761,181 520 - 25,250
5,747,783 - 13,398 - 25,140
5,758,776 10,992 - 24,948
5,771,624 12,848 - 24,436
5,789,757 18,133 - 24,302
5,790,569 812 - 24,278
5,787,201 - 3,368 - 24,091
5,786,692 - 509 - 24,023
5,804,529 17,838 - 24,001
5,803,199 - 1,331 - 23,842
5,748,814 - 54,384 - 23,670
5,764,777 15,962 - 23,384
5,780,721 15,945 - 23,305
5,813,296 32,575 - 23,298
5,826,437 13,141 - 23,218
5,846,026 19,589 - 23,074
5,835,219 - 10,807 - 22,963
5,841,797 6,578 - 22,893
5,870,257 28,460 - 22,856
5,844,383 - 25,874 - 22,786
5,827,184 - 17,199 - 22,560
5,858,758 31,574 - 22,457
5,832,263 - 26,495 - 22,435
5,802,993 - 29,269 - 22,317
5,866,432 63,439 - 22,023
5,877,183 10,751 - 21,968
5,861,668 - 15,515 - 21,846
5,901,560 39,892 - 21,832
5,938,181 36,621 - 21,506
5,984,474 46,293 - 21,493
5,930,875 - 53,599 - 21,390
5,906,573 - 24,302 - 21,282
5,900,948 - 5,625 - 21,282
5,903,025 2,077 - 21,069
5,867,665 - 35,360 - 20,985
5,904,250 36,585 - 20,980
5,934,288 30,039 - 20,962
5,910,446 - 23,842 - 20,779
5,918,507 8,060 - 20,760
5,925,453 6,947 - 20,602
5,908,003 - 17,451 - 20,442
5,912,990 4,987 - 20,369
5,890,027 - 22,963 - 20,358
5,888,964 - 1,063 - 20,350
5,946,217 57,253 - 20,242
5,939,610 - 6,607 - 20,031
5,913,688 - 25,923 - 20,023

Page 37
VAR - Absolute changes

5,909,840 - 3,848 - 20,020


5,867,373 - 42,467 - 19,932
5,814,270 - 53,103 - 19,864
5,833,827 19,557 - 19,693
5,835,520 1,693 - 19,668
5,858,872 23,352 - 19,609
5,881,528 22,656 - 19,567
5,891,905 10,377 - 19,510
5,993,811 101,906 - 19,405
5,983,098 - 10,713 - 19,221
5,957,714 - 25,384 - 19,211
5,955,527 - 2,186 - 19,129
5,961,048 5,521 - 19,091
5,948,128 - 12,920 - 18,980
5,990,675 42,547 - 18,980
5,998,331 7,656 - 18,970
5,971,970 - 26,360 - 18,944
5,976,651 4,680 - 18,922
5,981,426 4,775 - 18,783
5,977,167 - 4,259 - 18,777
5,918,891 - 58,276 - 18,649
5,931,612 12,721 - 18,540
5,843,572 - 88,040 - 18,414
5,823,963 - 19,609 - 18,377
5,789,939 - 34,024 - 18,265
5,699,432 - 90,507 - 18,085
5,619,412 - 80,020 - 17,879
5,552,645 - 66,767 - 17,740
5,487,605 - 65,040 - 17,631
5,494,836 7,231 - 17,630
5,481,263 - 13,573 - 17,451
5,480,191 - 1,071 - 17,417
5,500,278 20,087 - 17,403
5,513,283 13,005 - 17,396
5,582,791 69,508 - 17,199
5,601,120 18,329 - 17,147
5,483,431 - 117,689 - 17,090
5,457,364 - 26,067 - 17,063
5,429,737 - 27,627 - 17,052
5,421,129 - 8,607 - 16,997
5,457,246 36,116 - 16,784
5,415,687 - 41,559 - 16,679
5,423,295 7,607 - 16,671
5,419,263 - 4,031 - 16,442
5,408,505 - 10,758 - 16,291
5,401,225 - 7,280 - 16,160
5,405,274 4,049 - 16,160
5,338,627 - 66,647 - 16,126
5,285,391 - 53,236 - 16,126
5,269,997 - 15,394 - 16,047
5,250,304 - 19,693 - 16,012
5,257,909 7,605 - 15,970

Page 38
VAR - Absolute changes

5,244,009 - 13,900 - 15,732


5,202,805 - 41,204 - 15,655
5,167,199 - 35,606 - 15,645
5,167,951 752 - 15,626
5,159,241 - 8,710 - 15,600
5,136,348 - 22,893 - 15,562
5,067,562 - 68,786 - 15,515
5,063,498 - 4,064 - 15,509
5,062,866 - 632 - 15,501
5,035,580 - 27,286 - 15,450
5,017,203 - 18,377 - 15,394
4,988,611 - 28,592 - 15,389
4,956,510 - 32,101 - 15,370
4,989,252 32,743 - 15,300
4,994,944 5,691 - 15,269
5,051,050 56,106 - 15,236
5,000,687 - 50,363 - 15,218
4,981,283 - 19,405 - 15,175
4,973,188 - 8,094 - 15,169
4,982,688 9,500 - 15,111
4,973,353 - 9,335 - 15,071
4,938,741 - 34,613 - 15,004
4,940,835 2,094 - 14,966
4,952,176 11,341 - 14,885
4,952,615 439 - 14,837
4,954,766 2,151 - 14,764
4,961,558 6,792 - 14,547
4,984,009 22,451 - 14,469
5,023,087 39,078 - 14,456
5,062,175 39,088 - 14,170
5,058,967 - 3,208 - 14,036
5,111,494 52,527 - 13,900
5,131,278 19,785 - 13,879
5,060,970 - 70,308 - 13,861
5,037,665 - 23,305 - 13,860
5,047,223 9,558 - 13,833
5,048,092 869 - 13,797
5,050,795 2,702 - 13,792
5,076,639 25,844 - 13,765
5,081,434 4,795 - 13,662
5,051,960 - 29,473 - 13,653
5,032,450 - 19,510 - 13,573
4,986,020 - 46,431 - 13,531
4,971,984 - 14,036 - 13,502
4,976,434 4,451 - 13,475
4,976,434 - - 13,398
4,974,556 - 1,878 - 13,397
4,945,405 - 29,151 - 13,276
4,948,960 3,555 - 13,199
4,953,513 4,554 - 13,193
4,953,513 - - 13,096
4,901,829 - 51,685 - 13,093

Page 39
VAR - Absolute changes

4,974,136 72,308 - 13,065


4,973,768 - 368 - 13,065
4,974,244 476 - 13,054
4,974,490 246 - 13,051
4,987,186 12,696 - 13,035
4,981,889 - 5,298 - 12,962
4,969,038 - 12,851 - 12,920
4,966,767 - 2,271 - 12,851
4,955,889 - 10,877 - 12,850
4,990,024 34,135 - 12,500
4,994,319 4,295 - 12,457
4,986,059 - 8,260 - 12,402
4,946,507 - 39,552 - 12,344
4,969,679 23,172 - 12,327
5,014,595 44,917 - 12,268
4,990,505 - 24,091 - 12,234
4,955,828 - 34,677 - 12,230
4,966,722 10,895 - 12,142
4,913,792 - 52,930 - 12,070
4,853,184 - 60,608 - 12,025
4,843,671 - 9,513 - 11,952
4,812,955 - 30,716 - 11,936
4,834,602 21,646 - 11,923
4,841,297 6,696 - 11,860
4,835,257 - 6,040 - 11,772
4,823,115 - 12,142 - 11,627
4,829,673 6,558 - 11,535
4,839,575 9,902 - 11,526
4,818,594 - 20,980 - 11,504
4,819,136 542 - 11,431
4,863,699 44,563 - 11,386
4,851,469 - 12,230 - 11,357
4,854,136 2,667 - 11,341
4,881,484 27,347 - 11,341
4,889,754 8,270 - 11,328
4,885,561 - 4,193 - 11,313
4,850,049 - 35,512 - 11,269
4,839,149 - 10,900 - 10,974
4,817,181 - 21,968 - 10,900
4,848,092 30,911 - 10,877
4,862,528 14,436 - 10,844
4,862,128 - 400 - 10,835
4,859,025 - 3,103 - 10,825
4,864,511 5,486 - 10,807
4,845,589 - 18,922 - 10,798
4,823,566 - 22,023 - 10,758
4,816,507 - 7,058 - 10,725
4,824,836 8,328 - 10,713
4,823,920 - 916 - 10,628
4,824,682 762 - 10,553
4,832,371 7,689 - 10,534
4,848,792 16,421 - 10,486

Page 40
VAR - Absolute changes

4,901,576 52,783 - 10,384


4,938,357 36,782 - 10,340
4,940,655 2,298 - 10,323
4,931,704 - 8,951 - 10,104
4,931,305 - 400 - 10,034
4,926,190 - 5,115 - 9,740
4,950,532 24,343 - 9,699
4,945,471 - 5,061 - 9,625
4,977,981 32,511 - 9,592
5,009,462 31,480 - 9,528
5,035,178 25,716 - 9,513
5,040,652 5,474 - 9,470
5,040,876 224 - 9,457
5,023,786 - 17,090 - 9,448
5,016,325 - 7,461 - 9,438
5,032,695 16,370 - 9,405
5,032,695 - - 9,351
5,032,695 - - 9,348
5,057,975 25,280 - 9,339
5,052,968 - 5,007 - 9,335
5,035,337 - 17,631 - 9,325
5,001,680 - 33,658 - 9,268
5,017,337 15,657 - 9,228
5,078,923 61,586 - 9,007
5,055,705 - 23,218 - 8,951
5,075,531 19,826 - 8,950
5,142,224 66,693 - 8,941
5,218,178 75,954 - 8,936
5,189,278 - 28,900 - 8,766
5,178,443 - 10,835 - 8,710
5,207,117 28,674 - 8,644
5,207,219 101 - 8,607
5,203,606 - 3,613 - 8,583
5,200,775 - 2,831 - 8,570
5,194,277 - 6,498 - 8,463
5,210,507 16,230 - 8,437
5,227,245 16,737 - 8,429
5,150,195 - 77,050 - 8,425
5,158,814 8,619 - 8,339
5,123,149 - 35,665 - 8,292
5,188,618 65,468 - 8,260
5,200,581 11,963 - 8,259
5,199,074 - 1,506 - 8,255
5,205,613 6,539 - 8,154
5,269,465 63,852 - 8,113
5,272,500 3,035 - 8,094
5,255,098 - 17,403 - 8,079
5,253,847 - 1,251 - 8,037
5,265,217 11,370 - 8,005
5,265,504 287 - 8,003
5,289,107 23,603 - 7,798
5,316,776 27,669 - 7,722

Page 41
VAR - Absolute changes

5,316,776 - - 7,720
5,275,005 - 41,772 - 7,691
5,230,525 - 44,480 - 7,677
5,247,128 16,603 - 7,657
5,218,245 - 28,883 - 7,574
5,226,200 7,955 - 7,573
5,222,787 - 3,413 - 7,566
5,201,505 - 21,282 - 7,522
5,190,680 - 10,825 - 7,512
5,211,693 21,013 - 7,500
5,172,460 - 39,233 - 7,461
5,174,105 1,646 - 7,373
5,160,443 - 13,662 - 7,359
5,189,021 28,578 - 7,359
5,165,637 - 23,384 - 7,280
5,126,478 - 39,159 - 7,260
5,098,566 - 27,912 - 7,127
5,089,801 - 8,766 - 7,117
5,118,795 28,994 - 7,067
5,149,971 31,177 - 7,058
5,163,408 13,437 - 6,954
5,191,574 28,167 - 6,922
5,183,537 - 8,037 - 6,921
5,238,604 55,066 - 6,822
5,285,280 46,677 - 6,811
5,280,296 - 4,985 - 6,795
5,296,794 16,498 - 6,742
5,283,028 - 13,765 - 6,718
5,296,967 13,939 - 6,626
5,255,412 - 41,555 - 6,607
5,254,493 - 919 - 6,579
5,279,771 25,278 - 6,507
5,291,293 11,522 - 6,498
5,275,168 - 16,126 - 6,439
5,266,909 - 8,259 - 6,439
5,308,287 41,378 - 6,422
5,298,882 - 9,405 - 6,366
5,312,999 14,118 - 6,168
5,293,871 - 19,129 - 6,127
5,287,364 - 6,507 - 6,085
5,308,457 21,093 - 6,053
5,281,867 - 26,590 - 6,040
5,302,940 21,073 - 6,030
5,287,869 - 15,071 - 6,002
5,350,014 62,145 - 5,944
5,339,480 - 10,534 - 5,909
5,368,890 29,410 - 5,858
5,349,910 - 18,980 - 5,784
5,249,722 - 100,189 - 5,777
5,188,844 - 60,878 - 5,742
5,205,929 17,086 - 5,727
5,170,892 - 35,037 - 5,723

Page 42
VAR - Absolute changes

5,132,104 - 38,788 - 5,714


5,109,030 - 23,074 - 5,667
5,074,708 - 34,322 - 5,654
5,146,084 71,376 - 5,629
5,150,529 4,445 - 5,625
5,196,533 46,004 - 5,561
5,184,130 - 12,402 - 5,541
5,194,092 9,962 - 5,535
5,181,748 - 12,344 - 5,511
5,169,812 - 11,936 - 5,494
5,129,688 - 40,123 - 5,432
5,150,009 20,321 - 5,369
5,146,126 - 3,883 - 5,298
5,145,784 - 343 - 5,277
5,136,848 - 8,936 - 5,231
5,159,469 22,621 - 5,217
5,116,453 - 43,016 - 5,192
5,157,206 40,753 - 5,183
5,158,582 1,376 - 5,176
5,121,124 - 37,458 - 5,150
5,097,122 - 24,001 - 5,115
5,132,795 35,673 - 5,061
5,105,505 - 27,290 - 5,051
5,057,258 - 48,247 - 5,009
5,071,256 13,998 - 5,007
5,113,450 42,194 - 4,996
5,116,590 3,140 - 4,985
5,122,547 5,956 - 4,982
5,128,847 6,301 - 4,977
5,106,530 - 22,317 - 4,951
5,107,511 981 - 4,939
5,110,320 2,808 - 4,920
5,107,205 - 3,114 - 4,912
5,137,647 30,442 - 4,910
5,175,512 37,865 - 4,862
5,146,316 - 29,196 - 4,816
5,154,422 8,106 - 4,793
5,156,019 1,598 - 4,782
5,164,637 8,617 - 4,777
5,178,621 13,985 - 4,770
5,203,625 25,004 - 4,751
5,216,848 13,223 - 4,688
5,219,268 2,419 - 4,661
5,227,192 7,925 - 4,618
5,234,168 6,976 - 4,615
5,251,279 17,111 - 4,613
5,229,448 - 21,832 - 4,574
5,230,695 1,248 - 4,535
5,213,632 - 17,063 - 4,521
5,203,528 - 10,104 - 4,323
5,236,128 32,600 - 4,259
5,229,174 - 6,954 - 4,212

Page 43
VAR - Absolute changes

5,171,214 - 57,959 - 4,210


5,218,312 47,098 - 4,193
5,177,385 - 40,927 - 4,165
5,201,114 23,728 - 4,150
5,207,685 6,572 - 4,120
5,196,344 - 11,341 - 4,083
5,149,716 - 46,628 - 4,072
5,141,133 - 8,583 - 4,072
5,147,710 6,577 - 4,064
5,189,266 41,555 - 4,031
5,213,100 23,834 - 3,917
5,163,602 - 49,498 - 3,910
5,175,277 11,674 - 3,883
5,183,904 8,627 - 3,876
5,185,362 1,458 - 3,848
5,208,510 23,148 - 3,844
5,200,218 - 8,292 - 3,836
5,218,175 17,957 - 3,771
5,178,726 - 39,449 - 3,748
5,214,543 35,816 - 3,726
5,209,007 - 5,535 - 3,703
5,213,309 4,302 - 3,699
5,207,141 - 6,168 - 3,650
5,215,522 8,382 - 3,616
5,225,028 9,506 - 3,613
5,196,168 - 28,860 - 3,490
5,171,732 - 24,436 - 3,447
5,159,960 - 11,772 - 3,419
5,185,896 25,936 - 3,414
5,186,520 624 - 3,413
5,204,012 17,492 - 3,368
5,222,202 18,190 - 3,358
5,222,616 414 - 3,230
5,262,898 40,281 - 3,227
5,256,954 - 5,944 - 3,215
5,253,896 - 3,059 - 3,208
5,264,621 10,726 - 3,201
5,255,671 - 8,950 - 3,199
5,242,274 - 13,397 - 3,163
5,258,489 16,215 - 3,114
5,257,459 - 1,031 - 3,103
5,269,313 11,854 - 3,062
5,267,955 - 1,358 - 3,059
5,264,508 - 3,447 - 3,044
5,278,776 14,268 - 2,966
5,282,217 3,441 - 2,962
5,288,808 6,591 - 2,932
5,295,129 6,321 - 2,847
5,276,159 - 18,970 - 2,831
5,282,568 6,409 - 2,814
5,290,232 7,664 - 2,813
5,289,000 - 1,232 - 2,772

Page 44
VAR - Absolute changes

5,302,502 13,502 - 2,738


5,321,967 19,465 - 2,707
5,291,921 - 30,046 - 2,702
5,297,994 6,073 - 2,670
5,276,925 - 21,069 - 2,567
5,283,233 6,308 - 2,521
5,302,738 19,505 - 2,414
5,305,354 2,616 - 2,409
5,311,144 5,790 - 2,380
5,324,194 13,050 - 2,374
5,313,349 - 10,844 - 2,366
5,298,803 - 14,547 - 2,294
5,322,240 23,438 - 2,271
5,267,486 - 54,754 - 2,236
5,239,296 - 28,191 - 2,232
5,249,400 10,104 - 2,186
5,253,641 4,241 - 2,156
5,247,918 - 5,723 - 2,123
5,240,396 - 7,522 - 2,101
5,236,230 - 4,165 - 2,096
5,282,578 46,347 - 1,899
5,264,313 - 18,265 - 1,878
5,279,222 14,910 - 1,878
5,277,344 - 1,878 - 1,854
5,237,250 - 40,094 - 1,710
5,190,876 - 46,373 - 1,705
5,174,751 - 16,126 - 1,679
5,174,186 - 565 - 1,674
5,170,114 - 4,072 - 1,667
5,184,814 14,700 - 1,662
5,206,610 21,795 - 1,634
5,198,605 - 8,005 - 1,627
5,211,348 12,743 - 1,524
5,179,424 - 31,924 - 1,506
5,182,428 3,004 - 1,476
5,173,965 - 8,463 - 1,462
5,158,311 - 15,655 - 1,394
5,158,854 544 - 1,367
5,179,331 20,477 - 1,358
5,190,346 11,015 - 1,331
5,189,898 - 447 - 1,331
5,176,065 - 13,833 - 1,328
5,191,839 15,774 - 1,281
5,182,382 - 9,457 - 1,251
5,184,771 2,389 - 1,232
5,178,029 - 6,742 - 1,224
5,211,936 33,907 - 1,215
5,265,764 53,828 - 1,178
5,271,004 5,240 - 1,071
5,260,029 - 10,974 - 1,063
5,245,573 - 14,456 - 1,052
5,241,923 - 3,650 - 1,031

Page 45
VAR - Absolute changes

5,240,593 - 1,331 - 1,026


5,238,026 - 2,567 - 931
5,229,085 - 8,941 - 919
5,244,520 15,435 - 916
5,250,686 6,166 - 831
5,240,200 - 10,486 - 781
5,259,459 19,259 - 773
5,246,367 - 13,093 - 766
5,216,885 - 29,481 - 674
5,178,421 - 38,464 - 666
5,203,707 25,286 - 636
5,187,036 - 16,671 - 632
5,172,032 - 15,004 - 625
5,141,328 - 30,703 - 582
5,139,867 - 1,462 - 567
5,139,242 - 625 - 565
5,154,583 15,341 - 558
5,052,855 - 101,728 - 511
5,076,790 23,935 - 509
5,069,663 - 7,127 - 490
5,071,634 1,971 - 447
5,062,627 - 9,007 - 442
5,069,221 6,594 - 400
5,100,378 31,157 - 400
5,099,011 - 1,367 - 394
5,132,215 33,204 - 368
5,101,776 - 30,439 - 365
5,127,290 25,514 - 343
5,173,035 45,744 - 309
5,185,164 12,130 - 297
5,190,834 5,670 - 288
5,222,515 31,681 - 269
5,228,308 5,793 - 267
5,208,640 - 19,668 - 229
5,175,559 - 33,082 - 186
5,159,547 - 16,012 - 135
5,166,775 7,228 - 65
5,201,102 34,326 - 54
5,187,242 - 13,860 - 18
5,198,387 11,145 -
5,195,420 - 2,966 -
5,183,560 - 11,860 -
5,181,933 - 1,627 -
5,202,892 20,959 -
5,198,820 - 4,072 -
5,206,162 7,342 -
5,215,015 8,853 -
5,234,168 19,154 -
5,229,845 - 4,323 -
5,240,951 11,106 -
5,234,233 - 6,718 -
5,238,840 4,606 -

Page 46
VAR - Absolute changes

5,239,840 1,000 -
5,255,557 15,717 -
5,253,190 - 2,366 11
5,231,685 - 21,506 30
5,204,167 - 27,518 101
5,194,697 - 9,470 111
5,206,728 12,031 212
5,217,503 10,775 224
5,220,602 3,099 226
5,225,037 4,435 229
5,240,202 15,165 246
5,241,295 1,093 250
5,265,377 24,083 271
5,263,524 - 1,854 287
5,263,736 212 365
5,320,073 56,338 414
5,319,142 - 931 439
5,318,506 - 636 440
5,323,382 4,875 451
5,335,890 12,509 459
5,322,030 - 13,861 476
5,312,679 - 9,351 495
5,305,757 - 6,921 520
5,314,175 8,417 542
5,288,885 - 25,290 544
5,299,954 11,069 553
5,279,513 - 20,442 558
5,282,176 2,663 607
5,285,732 3,557 624
5,284,054 - 1,679 717
5,348,218 64,165 752
5,368,387 20,169 762
5,348,028 - 20,358 812
5,354,571 6,543 869
5,366,612 12,041 900
5,380,906 14,293 944
5,353,104 - 27,802 950
5,349,690 - 3,414 961
5,325,412 - 24,278 981
5,293,438 - 31,974 1,000
5,307,931 14,493 1,005
5,301,509 - 6,422 1,040
5,317,462 15,953 1,069
5,314,754 - 2,707 1,071
5,294,890 - 19,864 1,077
5,295,840 950 1,093
5,292,641 - 3,199 1,097
5,285,282 - 7,359 1,141
5,281,072 - 4,210 1,228
5,285,239 4,168 1,248
5,282,077 - 3,163 1,274
5,274,355 - 7,722 1,284

Page 47
VAR - Absolute changes

5,272,119 - 2,236 1,304


5,250,837 - 21,282 1,336
5,291,414 40,577 1,340
5,281,966 - 9,448 1,376
5,276,783 - 5,183 1,403
5,284,375 7,592 1,454
5,318,461 34,086 1,458
5,329,458 10,997 1,494
5,322,341 - 7,117 1,566
5,329,280 6,939 1,598
5,338,886 9,606 1,609
5,329,546 - 9,339 1,610
5,315,750 - 13,797 1,646
5,293,190 - 22,560 1,693
5,315,096 21,906 1,730
5,327,855 12,759 1,770
5,329,858 2,003 1,799
5,344,043 14,185 1,893
5,349,273 5,231 1,910
5,353,640 4,366 1,971
5,359,916 6,276 2,003
5,369,730 9,814 2,077
5,380,797 11,066 2,094
5,401,439 20,642 2,151
5,390,811 - 10,628 2,194
5,412,040 21,229 2,214
5,392,108 - 19,932 2,219
5,443,340 51,232 2,263
5,418,200 - 25,140 2,268
5,451,279 33,078 2,285
5,459,400 8,122 2,293
5,448,602 - 10,798 2,298
5,480,791 32,190 2,308
5,484,279 3,487 2,319
5,487,450 3,171 2,359
5,489,180 1,730 2,389
5,498,437 9,257 2,419
5,472,614 - 25,822 2,454
5,477,761 5,147 2,536
5,472,545 - 5,217 2,608
5,494,097 21,552 2,616
5,495,381 1,284 2,663
5,507,036 11,655 2,666
5,486,276 - 20,760 2,667
5,484,882 - 1,394 2,695
5,487,869 2,987 2,702
5,470,722 - 17,147 2,808
5,494,254 23,532 2,883
5,533,210 38,956 2,962
5,564,614 31,405 2,987
5,578,795 14,180 3,004
5,587,977 9,182 3,035

Page 48
VAR - Absolute changes

5,591,514 3,536 3,084


5,586,002 - 5,511 3,099
5,603,807 17,804 3,100
5,596,739 - 7,067 3,140
5,596,473 - 267 3,148
5,558,152 - 38,321 3,160
5,553,631 - 4,521 3,171
5,548,635 - 4,996 3,205
5,558,444 9,809 3,214
5,516,581 - 41,863 3,231
5,501,817 - 14,764 3,441
5,512,131 10,314 3,487
5,540,835 28,703 3,518
5,503,611 - 37,224 3,536
5,485,071 - 18,540 3,555
5,495,910 10,839 3,557
5,468,359 - 27,550 3,558
5,476,884 8,524 3,587
5,446,811 - 30,073 3,596
5,447,711 900 3,718
5,431,979 - 15,732 3,753
5,428,917 - 3,062 3,972
5,437,332 8,415 4,041
5,432,516 - 4,816 4,049
5,416,469 - 16,047 4,056
5,418,828 2,359 4,069
5,409,480 - 9,348 4,102
5,424,676 15,196 4,156
5,420,950 - 3,726 4,168
5,400,581 - 20,369 4,183
5,385,312 - 15,269 4,241
5,373,242 - 12,070 4,295
5,372,800 - 442 4,302
5,372,026 - 773 4,346
5,374,634 2,608 4,366
5,375,595 961 4,374
5,383,830 8,235 4,435
5,389,035 5,204 4,445
5,394,977 5,942 4,451
5,387,300 - 7,677 4,554
5,394,950 7,650 4,606
5,411,950 17,000 4,624
5,428,683 16,733 4,680
5,424,065 - 4,618 4,692
5,385,257 - 38,809 4,708
5,385,707 451 4,720
5,385,707 - 4,749
5,390,696 4,988 4,775
5,386,925 - 3,771 4,795
5,424,973 38,048 4,821
5,424,907 - 65 4,822
5,424,907 - 4,875

Page 49
VAR - Absolute changes

5,412,450 - 12,457 4,917


5,394,571 - 17,879 4,920
5,383,302 - 11,269 4,987
5,370,452 - 12,850 4,988
5,354,482 - 15,970 5,029
5,368,690 14,208 5,055
5,363,023 - 5,667 5,089
5,398,678 35,655 5,090
5,391,166 - 7,512 5,147
5,382,827 - 8,339 5,148
5,396,296 13,469 5,166
5,432,515 36,219 5,204
5,421,201 - 11,313 5,231
5,452,581 31,379 5,240
5,449,091 - 3,490 5,263
5,458,425 9,334 5,271
5,450,626 - 7,798 5,274
5,457,314 6,688 5,303
5,452,402 - 4,912 5,387
5,430,910 - 21,493 5,474
5,415,459 - 15,450 5,486
5,423,411 7,952 5,521
5,423,114 - 297 5,598
5,391,185 - 31,929 5,663
5,382,748 - 8,437 5,670
5,388,844 6,096 5,691
5,379,219 - 9,625 5,790
5,387,952 8,733 5,791
5,401,196 13,244 5,793
5,402,690 1,494 5,824
5,393,251 - 9,438 5,933
5,421,090 27,839 5,942
5,444,901 23,811 5,956
5,456,738 11,837 5,984
5,474,995 18,257 6,020
5,483,433 8,438 6,073
5,488,706 5,274 6,096
5,495,979 7,273 6,139
5,456,060 - 39,920 6,162
5,450,151 - 5,909 6,166
5,449,640 - 511 6,170
5,442,281 - 7,359 6,259
5,456,873 14,592 6,274
5,531,983 75,110 6,276
5,572,515 40,532 6,301
5,567,980 - 4,535 6,308
5,569,589 1,609 6,321
5,574,509 4,920 6,409
5,509,469 - 65,040 6,413
5,560,880 51,411 6,474
5,567,568 6,689 6,539
5,597,376 29,808 6,543

Page 50
VAR - Absolute changes

5,581,216 - 16,160 6,558


5,558,360 - 22,856 6,572
5,544,707 - 13,653 6,577
5,544,041 - 666 6,578
5,558,696 14,655 6,591
5,578,046 19,350 6,594
5,565,778 - 12,268 6,644
5,570,807 5,029 6,688
5,581,146 10,339 6,689
5,610,390 29,243 6,696
5,581,113 - 29,277 6,727
5,682,017 100,904 6,727
5,663,931 - 18,085 6,792
5,643,152 - 20,779 6,927
5,641,928 - 1,224 6,939
5,659,876 17,948 6,947
5,654,825 - 5,051 6,976
5,607,495 - 47,330 7,107
5,617,426 9,931 7,124
5,602,190 - 15,236 7,155
5,621,406 19,215 7,169
5,619,738 - 1,667 7,177
5,640,578 20,839 7,228
5,666,503 25,925 7,231
5,689,007 22,504 7,273
5,661,635 - 27,372 7,342
5,632,712 - 28,923 7,371
5,641,303 8,591 7,387
5,642,607 1,304 7,438
5,629,105 - 13,502 7,511
5,633,728 4,624 7,592
5,626,071 - 7,657 7,599
5,631,237 5,166 7,605
5,632,309 1,071 7,607
5,635,469 3,160 7,650
5,646,705 11,236 7,656
5,613,427 - 33,278 7,664
5,625,237 11,810 7,689
5,587,293 - 37,944 7,717
5,544,820 - 42,473 7,803
5,531,754 - 13,065 7,918
5,529,052 - 2,702 7,925
5,512,374 - 16,679 7,952
5,528,489 16,115 7,955
5,525,557 - 2,932 8,060
5,502,259 - 23,298 8,106
5,521,440 19,181 8,122
5,504,045 - 17,396 8,131
5,511,644 7,599 8,235
5,523,662 12,018 8,270
5,583,754 60,092 8,328
5,602,102 18,348 8,382

Page 51
VAR - Absolute changes

5,587,265 - 14,837 8,415


5,581,138 - 6,127 8,417
5,553,186 - 27,952 8,438
5,556,939 3,753 8,491
5,559,158 2,219 8,524
5,559,524 365 8,591
5,554,585 - 4,939 8,617
5,569,122 14,538 8,619
5,560,478 - 8,644 8,627
5,593,706 33,229 8,733
5,586,015 - 7,691 8,825
5,583,495 - 2,521 8,853
5,612,862 29,367 9,143
5,597,216 - 15,645 9,182
5,623,017 25,801 9,257
5,611,660 - 11,357 9,278
5,616,577 4,917 9,292
5,621,667 5,090 9,334
5,623,004 1,336 9,407
5,617,276 - 5,727 9,495
5,583,425 - 33,852 9,500
5,583,289 - 135 9,506
5,567,788 - 15,501 9,558
5,580,499 12,711 9,606
5,575,489 - 5,009 9,616
5,585,105 9,616 9,646
5,579,020 - 6,085 9,667
5,567,692 - 11,328 9,768
5,581,749 14,057 9,809
5,579,455 - 2,294 9,814
5,571,735 - 7,720 9,836
5,567,073 - 4,661 9,855
5,583,420 16,346 9,902
5,602,935 19,515 9,931
5,600,526 - 2,409 9,962
5,595,744 - 4,782 10,104
5,602,471 6,727 10,225
5,612,116 9,646 10,314
5,597,005 - 15,111 10,315
5,579,588 - 17,417 10,338
5,589,083 9,495 10,339
5,577,058 - 12,025 10,377
5,586,826 9,768 10,417
5,584,446 - 2,380 10,423
5,583,888 - 558 10,473
5,580,531 - 3,358 10,570
5,575,842 - 4,688 10,599
5,578,056 2,214 10,726
5,594,707 16,651 10,751
5,598,809 4,102 10,775
5,594,726 - 4,083 10,839
5,593,675 - 1,052 10,895

Page 52
VAR - Absolute changes

5,590,862 - 2,813 10,954


5,568,427 - 22,435 10,992
5,544,404 - 24,023 10,997
5,543,190 - 1,215 11,015
5,512,449 - 30,741 11,066
5,490,603 - 21,846 11,069
5,479,068 - 11,535 11,106
5,488,904 9,836 11,145
5,480,475 - 8,429 11,236
5,470,091 - 10,384 11,341
5,476,504 6,413 11,362
5,474,981 - 1,524 11,370
5,475,092 111 11,405
5,489,000 13,908 11,522
5,484,024 - 4,977 11,567
5,473,299 - 10,725 11,655
5,482,706 9,407 11,674
5,480,808 - 1,899 11,810
5,475,179 - 5,629 11,837
5,479,221 4,041 11,854
5,468,667 - 10,553 11,878
5,483,513 14,846 11,879
5,480,298 - 3,215 11,923
5,480,739 440 11,925
5,498,980 18,241 11,963
5,493,749 - 5,231 12,018
5,507,131 13,382 12,031
5,502,361 - 4,770 12,041
5,488,191 - 14,170 12,130
5,484,492 - 3,699 12,241
5,496,371 11,878 12,302
5,523,956 27,586 12,509
5,539,584 15,628 12,514
5,523,424 - 16,160 12,696
5,524,368 944 12,711
5,528,524 4,156 12,721
5,546,259 17,736 12,743
5,548,169 1,910 12,759
5,547,389 - 781 12,848
5,534,189 - 13,199 12,908
5,539,244 5,055 12,987
5,541,910 2,666 13,005
5,539,536 - 2,374 13,033
5,554,168 14,632 13,050
5,548,427 - 5,742 13,062
5,536,475 - 11,952 13,141
5,534,243 - 2,232 13,223
5,531,397 - 2,847 13,244
5,537,381 5,984 13,282
5,531,522 - 5,858 13,289
5,526,540 - 4,982 13,341
5,520,102 - 6,439 13,362

Page 53
VAR - Absolute changes

5,529,380 9,278 13,382


5,543,087 13,707 13,431
5,541,909 - 1,178 13,437
5,541,235 - 674 13,469
5,533,233 - 8,003 13,476
5,541,724 8,491 13,484
5,532,399 - 9,325 13,502
5,535,361 2,962 13,546
5,533,651 - 1,710 13,707
5,537,209 3,558 13,851
5,538,286 1,077 13,853
5,537,520 - 766 13,854
5,546,345 8,825 13,855
5,553,857 7,511 13,856
5,550,630 - 3,227 13,857
5,567,601 16,971 13,908
5,534,549 - 33,053 13,939
5,530,398 - 4,150 13,985
5,520,058 - 10,340 13,998
5,514,056 - 6,002 14,019
5,513,870 - 186 14,057
5,501,370 - 12,500 14,109
5,524,089 22,718 14,118
5,519,179 - 4,910 14,180
5,509,651 - 9,528 14,185
5,510,209 558 14,208
5,498,286 - 11,923 14,262
5,511,718 13,431 14,268
5,495,426 - 16,291 14,293
5,478,643 - 16,784 14,320
5,471,848 - 6,795 14,436
5,477,511 5,663 14,493
5,490,793 13,282 14,511
5,498,231 7,438 14,538
5,496,569 - 1,662 14,592
5,481,603 - 14,966 14,632
5,493,529 11,925 14,655
5,485,449 - 8,079 14,700
5,482,405 - 3,044 14,846
5,483,502 1,097 14,884
5,484,219 717 14,910
5,490,381 6,162 14,919
5,501,786 11,405 15,027
5,492,046 - 9,740 15,105
5,494,331 2,285 15,165
5,496,638 2,308 15,196
5,496,638 - 15,205
5,519,145 22,506 15,341
5,529,561 10,417 15,343
5,521,448 - 8,113 15,435
5,516,671 - 4,777 15,461
5,516,671 - 15,468

Page 54
VAR - Absolute changes

5,537,996 21,324 15,628


5,553,456 15,461 15,657
5,549,612 - 3,844 15,717
5,570,707 21,095 15,774
5,565,167 - 5,541 15,945
5,549,605 - 15,562 15,953
5,572,457 22,852 15,962
5,571,890 - 567 16,115
5,577,192 5,303 16,215
5,551,854 - 25,338 16,230
5,549,753 - 2,101 16,346
5,536,792 - 12,962 16,370
5,521,421 - 15,370 16,421
5,498,964 - 22,457 16,431
5,535,796 36,831 16,498
5,538,114 2,319 16,603
5,535,153 - 2,962 16,651
5,563,489 28,337 16,733
5,542,099 - 21,390 16,737
5,552,414 10,315 16,971
5,533,631 - 18,783 17,000
5,547,650 14,019 17,086
5,577,281 29,631 17,111
5,612,897 35,616 17,471
5,633,676 20,780 17,492
5,627,097 - 6,579 17,631
5,629,365 2,268 17,736
5,604,417 - 24,948 17,804
5,591,363 - 13,054 17,838
5,572,271 - 19,091 17,948
5,565,011 - 7,260 17,957
5,578,487 13,476 18,133
5,583,236 4,749 18,190
5,576,870 - 6,366 18,241
5,580,018 3,148 18,257
5,539,930 - 40,088 18,329
5,492,103 - 47,827 18,348
5,521,753 29,650 18,515
5,510,367 - 11,386 19,135
5,525,834 15,468 19,154
5,520,658 - 5,176 19,181
5,507,182 - 13,475 19,215
5,511,902 4,720 19,259
5,486,652 - 25,250 19,350
5,457,225 - 29,427 19,464
5,460,943 3,718 19,465
5,463,826 2,883 19,505
5,464,320 495 19,515
5,458,607 - 5,714 19,557
5,458,836 229 19,589
5,451,335 - 7,500 19,785
5,466,440 15,105 19,826

Page 55
VAR - Absolute changes

5,457,212 - 9,228 20,087


5,452,261 - 4,951 20,169
5,464,775 12,514 20,321
5,468,831 4,056 20,477
5,472,803 3,972 20,642
5,484,726 11,923 20,780
5,486,001 1,274 20,788
5,470,782 - 15,218 20,839
5,473,882 3,100 20,959
5,458,997 - 14,885 21,013
5,457,971 - 1,026 21,073
5,454,771 - 3,201 21,093
5,437,718 - 17,052 21,095
5,434,905 - 2,814 21,229
5,415,925 - 18,980 21,270
5,416,532 607 21,324
5,429,439 12,908 21,552
5,421,866 - 7,573 21,570
5,417,746 - 4,120 21,646
5,390,763 - 26,983 21,697
5,400,430 9,667 21,795
5,381,487 - 18,944 21,906
5,361,456 - 20,031 22,451
5,356,882 - 4,574 22,504
5,351,962 - 4,920 22,506
5,347,349 - 4,613 22,621
5,360,638 13,289 22,656
5,353,265 - 7,373 22,718
5,364,628 11,362 22,852
5,351,531 - 13,096 22,880
5,343,957 - 7,574 22,906
5,321,171 - 22,786 23,130
5,328,326 7,155 23,148
5,322,295 - 6,030 23,172
5,327,384 5,089 23,253
5,325,228 - 2,156 23,352
5,332,945 7,717 23,438
5,337,653 4,708 23,532
5,343,673 6,020 23,603
5,343,703 30 23,728
5,338,210 - 5,494 23,735
5,353,415 15,205 23,782
5,338,246 - 15,169 23,811
5,348,815 10,570 23,834
5,351,510 2,695 23,935
5,339,883 - 11,627 24,083
5,352,185 12,302 24,173
5,342,150 - 10,034 24,343
5,336,496 - 5,654 24,581
5,337,565 1,069 25,004
5,338,707 1,141 25,163
5,333,913 - 4,793 25,278

Page 56
VAR - Absolute changes

5,333,913 - 25,280
5,335,806 1,893 25,286
5,343,609 7,803 25,514
5,372,151 28,542 25,538
5,397,314 25,163 25,713
5,397,004 - 309 25,716
5,390,182 - 6,822 25,801
5,374,882 - 15,300 25,844
5,354,640 - 20,242 25,925
5,353,312 - 1,328 25,936
5,341,078 - 12,234 26,232
5,337,462 - 3,616 27,290
5,342,849 5,387 27,347
5,336,410 - 6,439 27,586
5,339,928 3,518 27,669
5,357,559 17,631 27,839
5,356,978 - 582 28,107
5,359,172 2,194 28,167
5,347,740 - 11,431 28,337
5,345,327 - 2,414 28,460
5,345,098 - 229 28,542
5,351,372 6,274 28,578
5,346,180 - 5,192 28,674
5,347,408 1,228 28,703
5,361,671 14,262 28,994
5,355,887 - 5,784 29,211
5,358,180 2,293 29,243
5,365,287 7,107 29,367
5,360,137 - 5,150 29,410
5,359,647 - 490 29,631
5,356,909 - 2,738 29,650
5,356,640 - 269 29,688
5,363,367 6,727 29,808
5,368,638 5,271 29,988
5,354,759 - 13,879 30,039
5,344,436 - 10,323 30,202
5,369,017 24,581 30,442
5,350,240 - 18,777 30,911
5,346,323 - 3,917 31,157
5,356,921 10,599 31,177
5,360,005 3,084 31,379
5,350,413 - 9,592 31,405
5,359,706 9,292 31,480
5,366,633 6,927 31,574
5,359,711 - 6,922 31,681
5,361,974 2,263 31,926
5,358,098 - 3,876 32,190
5,356,424 - 1,674 32,511
5,362,898 6,474 32,575
5,341,913 - 20,985 32,600
5,365,043 23,130 32,719
5,345,822 - 19,221 32,743

Page 57
VAR - Absolute changes

5,347,621 1,799 32,938


5,358,575 10,954 33,078
5,355,156 - 3,419 33,204
5,355,709 553 33,229
5,353,039 - 2,670 33,806
5,343,771 - 9,268 33,907
5,342,490 - 1,281 34,086
5,339,717 - 2,772 34,135
5,336,487 - 3,230 34,326
5,342,420 5,933 34,992
5,347,242 4,822 35,393
5,343,406 - 3,836 35,616
5,357,917 14,511 35,655
5,364,056 6,139 35,673
5,371,225 7,169 35,816
5,377,016 5,791 36,116
5,370,962 - 6,053 36,219
5,375,655 4,692 36,585
5,370,904 - 4,751 36,621
5,386,247 15,343 36,697
5,373,920 - 12,327 36,782
5,381,044 7,124 36,831
5,367,993 - 13,051 37,865
5,352,605 - 15,389 38,048
5,347,328 - 5,277 38,956
5,347,787 459 39,078
5,336,283 - 11,504 39,088
5,340,352 4,069 39,851
5,345,173 4,821 39,892
5,346,179 1,005 40,281
5,354,097 7,918 40,532
5,335,683 - 18,414 40,577
5,336,723 1,040 40,753
5,332,975 - 3,748 41,280
5,339,145 6,170 41,378
5,352,691 13,546 41,555
5,337,065 - 15,626 42,075
5,340,661 3,596 42,194
5,326,193 - 14,469 42,333
5,327,802 1,610 42,547
5,342,122 14,320 44,563
5,335,496 - 6,626 44,917
5,335,131 - 365 45,744
5,335,113 - 18 46,004
5,339,459 4,346 46,293
5,342,665 3,205 46,311
5,346,252 3,587 46,347
5,359,614 13,362 46,677
5,367,745 8,131 47,098
5,372,119 4,374 51,232
5,376,302 4,183 51,411
5,372,090 - 4,212 52,527

Page 58
VAR - Absolute changes

5,377,914 5,824 52,783


5,381,128 3,214 53,828
5,404,863 23,735 55,066
5,400,953 - 3,910 56,106
5,392,800 - 8,154 56,338
5,403,025 10,225 57,253
5,413,363 10,338 60,092
5,397,763 - 15,600 61,239
5,419,460 21,697 61,586
5,417,755 - 1,705 62,145
5,425,126 7,371 63,439
5,444,261 19,135 63,852
5,443,430 - 831 64,165
5,428,256 - 15,175 65,468
5,451,509 23,253 66,693
5,438,474 - 13,035 69,508
5,452,326 13,851 71,376
5,466,178 13,853 72,308
5,480,032 13,854 75,110
5,493,887 13,855 75,954
5,507,743 13,856 100,904
5,521,600 13,857 101,906

Page 59
Historical Price Series

Historical Data Series (Source: Data stream)


These columns are for interest only
Number of data items: 1300 and are not used in the VAR
calculation.

Prices and percentage price changes Ordered price changes (%)


Date Gold Gld%chng Rand R%chng Sterling ? chng Gold
11/25/1991 369.00 3.0280 1.7995
11/26/1991 366.80 -0.596 3.0330 -0.165 1.7970 -0.139 -3.300
11/27/1991 368.45 0.45 3.05 -0.43 1.77 -1.67 -3.026
11/28/1991 366.05 -0.65 3.05 0.00 1.77 0.06 -2.772
11/29/1991 366.35 0.08 3.06 -0.53 1.77 -0.17 -2.339
12/2/1991 367.95 0.44 3.07 -0.16 1.78 0.65 -1.955
12/3/1991 363.75 -1.14 3.07 0.00 1.77 -0.28 -1.943
12/4/1991 364.90 0.32 3.09 -0.72 1.77 0.11 -1.940
12/5/1991 364.75 -0.04 3.10 -0.45 1.79 1.13 -1.885
12/6/1991 368.15 0.93 3.12 -0.48 1.81 0.95 -1.861
12/9/1991 370.70 0.69 3.12 -0.16 1.81 -0.22 -1.779
12/10/1991 368.40 -0.62 3.14 -0.67 1.81 0.08 -1.640
12/11/1991 366.05 -0.64 3.20 -1.78 1.81 0.11 -1.601
12/12/1991 359.15 -1.88 3.19 0.25 1.81 -0.06 -1.532
12/13/1991 358.90 -0.07 3.23 -1.13 1.82 0.44 -1.525
12/16/1991 359.65 0.21 3.23 0.00 1.82 0.25 -1.460
12/17/1991 357.30 -0.65 3.39 -4.99 1.82 -0.05 -1.456
12/18/1991 357.95 0.18 3.28 3.28 1.83 0.25 -1.439
12/19/1991 357.95 0.00 3.27 0.24 1.83 0.47 -1.433
12/20/1991 358.50 0.15 3.27 -0.09 1.86 1.45 -1.420
12/23/1991 359.55 0.29 3.24 0.98 1.88 0.89 -1.411
12/24/1991 359.75 0.06 3.24 0.00 1.88 -0.03 -1.390
12/25/1991 359.75 0.00 3.24 0.00 1.88 0.00 -1.349
12/26/1991 359.75 0.00 3.24 0.00 1.88 0.00 -1.332
12/27/1991 353.35 -1.78 3.24 0.00 1.88 0.08 -1.326
12/30/1991 351.75 -0.45 3.18 1.88 1.87 -0.56 -1.297
12/31/1991 353.30 0.44 3.17 0.25 1.87 0.21 -1.292
1/1/1992 353.30 0.00 3.17 0.00 1.87 0.00 -1.272
1/2/1992 352.25 -0.30 3.17 0.00 1.87 -0.19 -1.254
1/3/1992 352.15 -0.03 3.16 0.54 1.85 -1.12 -1.243
1/6/1992 348.55 -1.02 3.16 -0.22 1.88 1.65 -1.237
1/7/1992 349.55 0.29 3.15 0.38 1.87 -0.24 -1.234
1/8/1992 350.30 0.21 3.15 0.00 1.87 -0.03 -1.214
1/9/1992 353.75 0.98 3.17 -0.48 1.83 -2.32 -1.210
1/10/1992 357.75 1.13 3.21 -1.26 1.79 -1.89 -1.185
1/13/1992 353.95 -1.06 3.24 -1.06 1.80 0.50 -1.171
1/14/1992 353.90 -0.01 3.24 -0.06 1.79 -0.64 -1.141
1/15/1992 354.55 0.18 3.29 -1.64 1.76 -1.98 -1.123
1/16/1992 357.65 0.87 3.27 0.64 1.76 0.26 -1.118
1/17/1992 356.35 -0.36 3.26 0.49 1.78 0.91 -1.116
1/20/1992 358.42 0.58 3.26 0.00 1.79 0.82 -1.107
1/21/1992 358.00 -0.12 3.24 0.40 1.81 0.87 -1.104

Page 60
Historical Price Series

1/22/1992 357.30 -0.20 3.24 0.09 1.81 0.03 -1.101


1/23/1992 356.05 -0.35 3.24 0.15 1.80 -0.61 -1.095
1/24/1992 354.65 -0.39 3.22 0.56 1.81 0.53 -1.093
1/27/1992 356.15 0.42 3.23 -0.50 1.78 -1.61 -1.062
1/28/1992 356.05 -0.03 3.24 -0.15 1.80 1.07 -1.042
1/29/1992 355.95 -0.03 3.25 -0.31 1.81 0.61 -1.039
1/30/1992 356.15 0.06 3.37 -3.72 1.77 -1.77 -1.034
1/31/1992 355.40 -0.21 3.40 -0.86 1.79 0.87 -1.022
2/3/1992 356.70 0.37 3.37 1.00 1.80 0.56 -1.019
2/4/1992 356.30 -0.11 3.31 1.60 1.80 0.03 -1.019
2/5/1992 353.85 -0.69 3.35 -1.27 1.81 0.39 -1.010
2/6/1992 355.40 0.44 3.45 -2.83 1.82 0.50 -1.009
2/7/1992 356.40 0.28 3.48 -0.96 1.84 1.18 -0.997
2/10/1992 355.20 -0.34 3.48 0.03 1.83 -0.65 -0.995
2/11/1992 356.00 0.23 3.51 -0.92 1.80 -1.34 -0.994
2/12/1992 357.10 0.31 3.53 -0.54 1.79 -0.72 -0.949
2/13/1992 356.40 -0.20 3.62 -2.52 1.77 -1.01 -0.946
2/14/1992 354.00 -0.67 3.64 -0.44 1.77 -0.11 -0.936
2/17/1992 354.50 0.14 3.64 0.00 1.77 0.31 -0.930
2/18/1992 352.25 -0.63 3.61 0.83 1.75 -1.30 -0.920
2/19/1992 353.30 0.30 3.54 1.91 1.75 0.03 -0.892
2/20/1992 353.40 0.03 3.64 -2.97 1.75 -0.06 -0.878
2/21/1992 351.60 -0.51 3.63 0.25 1.75 -0.20 -0.872
2/24/1992 349.80 -0.51 3.68 -1.29 1.75 0.03 -0.859
2/25/1992 350.20 0.11 3.71 -0.92 1.76 0.54 -0.850
2/26/1992 349.35 -0.24 3.75 -0.83 1.75 -0.63 -0.849
2/27/1992 353.80 1.27 3.81 -1.71 1.76 0.52 -0.840
2/28/1992 353.20 -0.17 3.85 -0.97 1.76 0.11 -0.828
3/2/1992 350.85 -0.67 3.74 2.70 1.76 -0.09 -0.818
3/3/1992 351.75 0.26 3.74 0.00 1.74 -0.88 -0.807
3/4/1992 349.95 -0.51 3.76 -0.37 1.72 -0.95 -0.800
3/5/1992 350.65 0.20 3.80 -1.22 1.72 -0.41 -0.798
3/6/1992 349.70 -0.27 3.79 0.39 1.72 0.12 -0.788
3/9/1992 348.90 -0.23 3.80 -0.40 1.72 0.26 -0.783
3/10/1992 348.50 -0.11 3.76 1.13 1.72 -0.44 -0.781
3/11/1992 349.00 0.14 3.86 -2.63 1.73 0.55 -0.777
3/12/1992 347.70 -0.37 3.86 0.00 1.71 -0.96 -0.776
3/13/1992 347.00 -0.20 3.90 -1.11 1.71 0.23 -0.776
3/16/1992 343.20 -1.10 3.98 -2.13 1.72 0.18 -0.774
3/17/1992 339.40 -1.11 3.97 0.40 1.73 0.93 -0.773
3/18/1992 340.60 0.35 3.71 6.50 1.73 0.06 -0.762
3/19/1992 336.85 -1.10 3.61 2.70 1.71 -1.21 -0.761
3/20/1992 339.05 0.65 3.57 1.11 1.71 -0.29 -0.759
3/23/1992 339.05 0.00 3.53 1.12 1.72 0.50 -0.759
3/24/1992 338.80 -0.07 3.60 -1.98 1.72 0.29 -0.739
3/25/1992 341.50 0.80 3.60 0.00 1.73 0.67 -0.732
3/26/1992 340.70 -0.23 3.59 0.28 1.72 -0.52 -0.730
3/27/1992 341.80 0.32 3.58 0.28 1.74 0.93 -0.727
3/30/1992 341.67 -0.04 3.53 1.40 1.73 -0.40 -0.726
3/31/1992 342.55 0.26 3.49 1.13 1.74 0.23 -0.722
4/1/1992 344.00 0.42 3.50 -0.29 1.72 -0.66 -0.718
4/2/1992 340.80 -0.93 3.49 0.29 1.73 0.35 -0.713

Page 61
Historical Price Series

4/3/1992 341.15 0.10 3.46 0.86 1.74 0.78 -0.710


4/6/1992 339.50 -0.48 3.45 0.29 1.75 0.40 -0.709
4/7/1992 338.50 -0.29 3.44 0.29 1.75 -0.09 -0.706
4/8/1992 338.55 0.01 3.44 0.00 1.75 0.00 -0.696
4/9/1992 338.70 0.04 3.44 0.00 1.77 1.00 -0.690
4/10/1992 341.40 0.80 3.43 0.29 1.76 -0.14 -0.688
4/13/1992 341.00 -0.12 3.40 0.87 1.76 -0.14 -0.683
4/14/1992 339.20 -0.53 3.40 0.03 1.77 0.57 -0.680
4/15/1992 337.40 -0.53 3.40 0.00 1.76 -0.87 -0.673
4/16/1992 336.85 -0.16 3.36 1.15 1.75 -0.48 -0.673
4/17/1992 336.85 0.00 3.36 -0.01 1.75 0.00 -0.669
4/20/1992 336.85 0.00 3.36 0.00 1.75 0.00 -0.665
4/21/1992 338.60 0.52 3.35 0.30 1.75 0.03 -0.660
4/22/1992 338.70 0.03 3.39 -1.19 1.76 0.86 -0.659
4/23/1992 338.75 0.01 3.41 -0.59 1.77 0.11 -0.653
4/24/1992 336.55 -0.65 3.43 -0.59 1.77 0.40 -0.651
4/27/1992 335.90 -0.19 3.48 -1.46 1.78 0.42 -0.649
4/28/1992 337.00 0.33 3.48 0.14 1.78 -0.25 -0.640
4/29/1992 335.95 -0.31 3.48 0.00 1.77 -0.25 -0.638
4/30/1992 336.50 0.16 3.44 1.01 1.77 0.23 -0.635
5/1/1992 337.25 0.22 3.44 0.00 1.79 0.59 -0.633
5/4/1992 337.25 0.00 3.42 0.58 1.79 0.00 -0.622
5/5/1992 336.90 -0.10 3.39 0.88 1.78 -0.14 -0.622
5/6/1992 336.80 -0.03 3.39 0.00 1.79 0.67 -0.621
5/7/1992 336.30 -0.15 3.41 -0.59 1.80 0.11 -0.620
5/8/1992 335.90 -0.12 3.42 -0.29 1.79 -0.53 -0.620
5/11/1992 336.30 0.12 3.43 -0.29 1.79 0.36 -0.616
5/12/1992 335.20 -0.33 3.43 0.00 1.81 1.06 -0.599
5/13/1992 335.30 0.03 3.41 0.58 1.81 0.06 -0.596
5/14/1992 337.00 0.51 3.42 -0.29 1.82 0.47 -0.596
5/15/1992 339.40 0.71 3.43 -0.29 1.82 -0.14 -0.596
5/18/1992 338.70 -0.21 3.43 0.00 1.84 0.88 -0.595
5/19/1992 337.60 -0.32 3.42 0.29 1.84 0.19 -0.595
5/20/1992 337.30 -0.09 3.43 -0.29 1.83 -0.49 -0.590
5/21/1992 336.90 -0.12 3.44 -0.29 1.82 -0.68 -0.589
5/22/1992 337.70 0.24 3.49 -1.45 1.81 -0.17 -0.589
5/25/1992 337.70 0.00 3.49 0.00 1.81 0.00 -0.584
5/26/1992 338.10 0.12 3.43 1.72 1.83 0.74 -0.583
5/27/1992 338.75 0.19 3.46 -0.87 1.80 -1.48 -0.577
5/28/1992 337.10 -0.49 3.46 0.00 1.81 0.31 -0.576
5/29/1992 336.95 -0.04 3.46 0.00 1.83 1.25 -0.576
6/1/1992 337.20 0.07 3.50 -1.16 1.82 -0.33 -0.576
6/2/1992 338.90 0.50 3.49 0.29 1.83 0.11 -0.571
6/3/1992 339.50 0.18 3.48 0.29 1.82 -0.47 -0.567
6/4/1992 338.55 -0.28 3.48 0.00 1.83 0.50 -0.566
6/5/1992 338.65 0.03 3.50 -0.57 1.84 0.55 -0.560
6/8/1992 338.75 0.03 3.49 0.29 1.83 -0.08 -0.560
6/9/1992 337.95 -0.24 3.52 -0.86 1.83 -0.05 -0.557
6/10/1992 338.00 0.01 3.48 1.14 1.83 0.03 -0.551
6/11/1992 338.35 0.10 3.52 -1.15 1.85 0.68 -0.551
6/12/1992 339.85 0.44 3.52 0.00 1.85 0.33 -0.545
6/15/1992 343.00 0.93 3.62 -2.84 1.86 0.24 -0.543

Page 62
Historical Price Series

6/16/1992 342.15 -0.25 3.64 -0.55 1.86 0.19 -0.542


6/17/1992 342.35 0.06 3.60 1.10 1.85 -0.35 -0.538
6/18/1992 341.95 -0.12 3.60 0.00 1.87 0.65 -0.533
6/19/1992 343.55 0.47 3.60 0.00 1.86 -0.32 -0.531
6/22/1992 342.60 -0.28 3.84 -6.67 1.86 0.11 -0.531
6/23/1992 344.55 0.57 3.83 0.26 1.86 0.11 -0.530
6/24/1992 342.65 -0.55 3.82 0.26 1.88 0.78 -0.528
6/25/1992 343.35 0.20 3.79 0.79 1.89 0.72 -0.528
6/26/1992 343.65 0.09 3.74 1.32 1.89 0.03 -0.528
6/29/1992 342.25 -0.41 3.73 0.27 1.91 0.79 -0.520
6/30/1992 343.55 0.38 3.79 -1.61 1.90 -0.16 -0.518
7/1/1992 344.15 0.17 3.83 -1.06 1.91 0.37 -0.517
7/2/1992 346.25 0.61 3.80 0.78 1.92 0.34 -0.512
7/3/1992 346.00 -0.07 3.85 -1.32 1.91 -0.44 -0.512
7/6/1992 346.55 0.16 3.96 -2.86 1.91 0.05 -0.512
7/7/1992 345.65 -0.26 3.91 1.26 1.93 0.84 -0.509
7/8/1992 347.70 0.59 4.05 -3.58 1.92 -0.34 -0.505
7/9/1992 347.65 -0.01 4.00 1.23 1.90 -1.20 -0.502
7/10/1992 348.45 0.23 3.91 2.25 1.92 1.32 -0.499
7/13/1992 348.70 0.07 3.93 -0.51 1.93 0.42 -0.494
7/14/1992 350.55 0.53 3.92 0.25 1.91 -0.86 -0.493
7/15/1992 351.85 0.37 3.86 1.53 1.93 0.65 -0.492
7/16/1992 352.55 0.20 3.79 1.81 1.94 0.57 -0.490
7/17/1992 358.25 1.62 3.82 -0.79 1.95 0.67 -0.490
7/20/1992 358.05 -0.06 3.82 0.00 1.92 -1.62 -0.489
7/21/1992 357.85 -0.06 3.86 -1.05 1.91 -0.47 -0.487
7/22/1992 359.25 0.39 3.88 -0.52 1.90 -0.29 -0.485
7/23/1992 358.75 -0.14 3.94 -1.55 1.91 0.53 -0.484
7/24/1992 357.45 -0.36 3.97 -0.76 1.90 -0.71 -0.482
7/27/1992 358.00 0.15 3.93 1.01 1.92 0.82 -0.477
7/28/1992 358.45 0.13 3.90 0.76 1.93 0.68 -0.477
7/29/1992 356.85 -0.45 3.88 0.51 1.92 -0.60 -0.476
7/30/1992 356.60 -0.07 3.85 0.77 1.92 0.10 -0.474
7/31/1992 357.95 0.38 3.86 -0.26 1.92 0.05 -0.469
8/3/1992 353.50 -1.24 3.86 0.00 1.92 0.21 -0.466
8/4/1992 352.75 -0.21 3.80 1.55 1.92 -0.10 -0.460
8/5/1992 350.35 -0.68 3.78 0.53 1.91 -0.44 -0.456
8/6/1992 348.65 -0.49 3.70 2.12 1.91 -0.29 -0.454
8/7/1992 350.95 0.66 3.66 1.08 1.93 1.13 -0.453
8/10/1992 350.50 -0.13 3.66 0.00 1.93 -0.13 -0.447
8/11/1992 348.65 -0.53 3.69 -0.82 1.92 -0.29 -0.446
8/12/1992 346.35 -0.66 3.70 -0.27 1.93 0.34 -0.444
8/13/1992 338.25 -2.34 3.72 -0.54 1.93 0.18 -0.437
8/14/1992 335.45 -0.83 3.78 -1.61 1.92 -0.78 -0.434
8/17/1992 337.30 0.55 3.81 -0.79 1.93 0.50 -0.432
8/18/1992 336.15 -0.34 3.80 0.26 1.93 0.18 -0.431
8/19/1992 337.40 0.37 3.77 0.92 1.94 0.29 -0.431
8/20/1992 338.15 0.22 3.71 1.46 1.94 0.21 -0.431
8/21/1992 337.45 -0.21 3.71 0.00 1.95 0.44 -0.430
8/24/1992 342.20 1.41 3.72 -0.27 1.99 2.41 -0.429
8/25/1992 341.30 -0.26 3.72 0.00 1.99 -0.18 -0.429
8/26/1992 338.65 -0.78 3.74 -0.54 1.99 -0.20 -0.425

Page 63
Historical Price Series

8/27/1992 339.40 0.22 3.70 1.07 1.98 -0.45 -0.424


8/28/1992 340.00 0.18 3.72 -0.54 1.98 0.20 -0.424
8/31/1992 340.00 0.00 3.78 -1.61 1.98 0.00 -0.424
9/1/1992 342.45 0.72 3.76 0.53 2.00 0.76 -0.422
9/2/1992 339.30 -0.92 3.70 1.60 2.00 0.35 -0.422
9/3/1992 341.40 0.62 3.72 -0.54 1.98 -1.00 -0.417
9/4/1992 341.50 0.03 3.79 -1.88 2.00 0.58 -0.414
9/7/1992 343.15 0.48 3.79 0.00 1.99 -0.13 -0.413
9/8/1992 342.40 -0.22 3.88 -2.37 2.00 0.55 -0.408
9/9/1992 342.40 0.00 3.93 -1.29 1.98 -1.45 -0.407
9/10/1992 342.30 -0.03 3.88 1.27 1.98 0.10 -0.407
9/11/1992 340.25 -0.60 3.82 1.44 1.92 -2.68 -0.403
9/14/1992 346.55 1.85 3.83 -0.16 1.89 -1.64 -0.401
9/15/1992 346.35 -0.06 3.82 0.26 1.87 -1.11 -0.394
9/16/1992 349.40 0.88 3.85 -0.79 1.81 -3.23 -0.393
9/17/1992 348.25 -0.33 3.97 -3.12 1.78 -1.66 -0.392
9/18/1992 352.00 1.08 4.07 -2.52 1.74 -2.30 -0.389
9/21/1992 347.25 -1.35 4.03 0.98 1.71 -1.61 -0.388
9/22/1992 349.85 0.75 4.04 -0.25 1.71 -0.18 -0.387
9/23/1992 348.35 -0.43 4.07 -0.62 1.71 -0.03 -0.386
9/24/1992 348.35 0.00 4.08 -0.37 1.71 0.06 -0.385
9/25/1992 349.35 0.29 4.05 0.74 1.72 0.32 -0.381
9/28/1992 348.15 -0.34 4.08 -0.74 1.73 0.87 -0.381
9/29/1992 348.15 0.00 4.06 0.49 1.77 2.28 -0.380
9/30/1992 348.85 0.20 4.09 -0.74 1.78 0.68 -0.376
10/1/1992 348.25 -0.17 4.32 -5.62 1.74 -2.53 -0.375
10/2/1992 348.15 -0.03 4.37 -1.16 1.73 -0.60 -0.374
10/5/1992 351.05 0.83 4.37 0.00 1.70 -1.51 -0.372
10/6/1992 350.15 -0.26 4.53 -3.55 1.71 0.71 -0.369
10/7/1992 350.75 0.17 4.37 3.54 1.72 0.29 -0.367
10/8/1992 350.65 -0.03 4.34 0.57 1.69 -1.57 -0.366
10/9/1992 350.85 0.06 4.31 0.69 1.69 0.06 -0.365
10/12/1992 345.80 -1.44 4.31 0.00 1.71 0.83 -0.363
10/13/1992 343.35 -0.71 4.42 -2.55 1.72 0.70 -0.362
10/14/1992 343.45 0.03 4.39 0.68 1.71 -0.44 -0.362
10/15/1992 342.00 -0.42 4.24 3.53 1.70 -0.47 -0.361
10/16/1992 342.45 0.13 4.21 0.71 1.66 -2.62 -0.359
10/19/1992 342.95 0.15 4.29 -2.02 1.63 -1.51 -0.358
10/20/1992 343.55 0.17 4.34 -1.12 1.63 -0.40 -0.355
10/21/1992 343.95 0.12 4.36 -0.51 1.61 -0.68 -0.353
10/22/1992 343.20 -0.22 4.36 0.00 1.62 0.43 -0.353
10/23/1992 343.25 0.01 4.36 0.00 1.61 -0.52 -0.350
10/26/1992 341.25 -0.58 4.28 1.83 1.59 -1.61 -0.343
10/27/1992 338.35 -0.85 4.32 -0.93 1.58 -0.50 -0.342
10/28/1992 338.65 0.09 4.31 0.23 1.58 -0.09 -0.341
10/29/1992 339.65 0.30 4.32 -0.23 1.57 -0.48 -0.341
10/30/1992 339.65 0.00 4.39 -1.50 1.56 -0.48 -0.337
11/2/1992 339.75 0.03 4.50 -2.62 1.53 -1.98 -0.337
11/3/1992 338.70 -0.31 4.68 -4.00 1.55 1.08 -0.337
11/4/1992 337.30 -0.41 4.69 -0.21 1.55 0.32 -0.336
11/5/1992 339.00 0.50 4.78 -1.81 1.54 -0.97 -0.335
11/6/1992 334.05 -1.46 4.70 1.57 1.54 -0.07 -0.333

Page 64
Historical Price Series

11/9/1992 334.45 0.12 4.73 -0.64 1.52 -1.04 -0.329


11/10/1992 329.80 -1.39 4.70 0.74 1.51 -0.46 -0.327
11/11/1992 332.15 0.71 4.70 0.00 1.53 0.79 -0.327
11/12/1992 333.05 0.27 4.67 0.64 1.52 -0.13 -0.325
11/13/1992 336.45 1.02 4.70 -0.75 1.55 1.67 -0.319
11/16/1992 335.75 -0.21 4.68 0.53 1.52 -1.94 -0.319
11/17/1992 334.15 -0.48 4.76 -1.82 1.52 0.03 -0.318
11/18/1992 335.00 0.25 4.87 -2.31 1.52 0.07 -0.317
11/19/1992 334.15 -0.25 4.91 -0.82 1.53 0.76 -0.317
11/20/1992 336.35 0.66 4.92 -0.20 1.52 -0.78 -0.313
11/23/1992 334.35 -0.59 5.09 -3.43 1.52 -0.13 -0.313
11/24/1992 334.65 0.09 5.09 0.08 1.52 0.00 -0.312
11/25/1992 333.85 -0.24 5.04 0.94 1.52 0.40 -0.310
11/26/1992 334.70 0.25 5.04 0.00 1.52 -0.16 -0.309
11/27/1992 334.05 -0.19 4.85 3.71 1.51 -0.69 -0.309
11/30/1992 334.45 0.12 4.84 0.21 1.51 0.13 -0.308
12/1/1992 334.65 0.06 4.98 -2.79 1.54 1.52 -0.308
12/2/1992 336.45 0.54 4.90 1.51 1.55 0.78 -0.307
12/3/1992 335.75 -0.21 4.80 2.04 1.57 1.16 -0.306
12/4/1992 335.45 -0.09 4.70 2.08 1.56 -0.57 -0.304
12/7/1992 335.15 -0.09 4.67 0.64 1.59 1.93 -0.300
12/8/1992 335.75 0.18 4.67 0.11 1.60 0.60 -0.297
12/9/1992 333.75 -0.60 4.77 -2.14 1.57 -1.72 -0.296
12/10/1992 334.15 0.12 4.80 -0.73 1.56 -0.80 -0.296
12/11/1992 334.72 0.17 4.77 0.63 1.56 0.10 -0.295
12/14/1992 335.05 0.10 4.86 -1.89 1.57 0.42 -0.295
12/15/1992 335.05 0.00 4.88 -0.37 1.57 0.19 -0.295
12/16/1992 337.05 0.60 4.88 0.00 1.58 0.57 -0.293
12/17/1992 338.35 0.39 4.85 0.57 1.57 -0.22 -0.293
12/18/1992 337.15 -0.35 4.93 -1.57 1.57 -0.51 -0.289
12/21/1992 333.95 -0.95 4.93 -0.08 1.56 -0.06 -0.287
12/22/1992 332.30 -0.49 4.89 0.81 1.54 -1.63 -0.287
12/23/1992 332.85 0.17 4.86 0.61 1.53 -0.81 -0.283
12/24/1992 333.15 0.09 4.91 -1.03 1.53 0.36 -0.283
12/25/1992 333.15 0.00 4.91 0.00 1.53 0.00 -0.281
12/28/1992 333.15 0.00 4.93 -0.31 1.53 0.00 -0.280
12/29/1992 332.65 -0.15 4.89 0.71 1.51 -1.21 -0.279
12/30/1992 333.05 0.12 4.87 0.49 1.51 -0.07 -0.277
12/31/1992 333.05 0.00 4.85 0.33 1.51 0.10 -0.276
1/1/1993 333.05 0.00 4.85 0.00 1.51 0.00 -0.275
1/4/1993 329.15 -1.17 4.94 -1.86 1.50 -0.76 -0.273
1/5/1993 329.15 0.00 4.94 0.10 1.55 2.86 -0.273
1/6/1993 329.35 0.06 4.90 0.71 1.54 -0.23 -0.271
1/7/1993 329.15 -0.06 4.81 1.84 1.54 -0.39 -0.270
1/8/1993 329.25 0.03 4.89 -1.66 1.54 0.39 -0.268
1/11/1993 327.35 -0.58 4.86 0.61 1.55 0.75 -0.268
1/12/1993 330.05 0.82 4.84 0.41 1.54 -0.87 -0.266
1/13/1993 327.45 -0.79 4.82 0.33 1.54 -0.03 -0.263
1/14/1993 327.55 0.03 4.82 0.08 1.54 -0.13 -0.260
1/15/1993 327.85 0.09 4.82 0.00 1.53 -0.49 -0.260
1/18/1993 328.15 0.09 4.82 0.00 1.55 1.27 -0.260
1/19/1993 329.25 0.34 4.82 0.00 1.55 -0.06 -0.259

Page 65
Historical Price Series

1/20/1993 329.55 0.09 4.80 0.41 1.54 -0.48 -0.257


1/21/1993 330.05 0.15 4.83 -0.63 1.52 -1.49 -0.256
1/22/1993 329.25 -0.24 4.83 0.00 1.53 1.09 -0.256
1/25/1993 328.75 -0.15 4.78 0.94 1.56 1.63 -0.255
1/26/1993 331.05 0.70 4.79 -0.11 1.54 -1.38 -0.254
1/27/1993 330.65 -0.12 4.74 1.04 1.51 -1.53 -0.253
1/28/1993 330.15 -0.15 4.67 1.58 1.52 0.13 -0.248
1/29/1993 330.35 0.06 4.70 -0.75 1.49 -1.95 -0.247
2/1/1993 329.85 -0.15 4.72 -0.32 1.45 -2.25 -0.247
2/2/1993 330.15 0.09 4.71 0.21 1.45 -0.52 -0.244
2/3/1993 328.30 -0.56 4.71 -0.11 1.43 -0.83 -0.243
2/4/1993 328.15 -0.05 4.68 0.64 1.45 0.77 -0.242
2/5/1993 328.00 -0.05 4.65 0.64 1.45 0.14 -0.240
2/8/1993 328.15 0.05 4.61 0.86 1.44 -0.52 -0.239
2/9/1993 328.15 0.00 4.59 0.43 1.43 -0.63 -0.239
2/10/1993 330.15 0.61 4.59 0.11 1.43 -0.21 -0.239
2/11/1993 331.75 0.48 4.48 2.40 1.42 -0.63 -0.236
2/12/1993 328.45 -0.99 4.49 -0.34 1.42 -0.04 -0.235
2/15/1993 328.55 0.03 4.49 0.00 1.42 0.00 -0.234
2/16/1993 331.85 1.00 4.65 -3.45 1.45 2.08 -0.234
2/17/1993 330.15 -0.51 4.63 0.43 1.44 -0.24 -0.234
2/18/1993 330.05 -0.03 4.62 0.11 1.45 0.10 -0.232
2/19/1993 330.25 0.06 4.53 2.06 1.45 0.52 -0.230
2/22/1993 330.75 0.15 4.51 0.33 1.46 0.14 -0.230
2/23/1993 329.70 -0.32 4.55 -0.78 1.46 0.27 -0.229
2/24/1993 330.05 0.11 4.55 -0.11 1.44 -1.51 -0.229
2/25/1993 329.65 -0.12 4.53 0.44 1.43 -0.49 -0.221
2/26/1993 327.75 -0.58 4.53 0.00 1.42 -0.49 -0.221
3/1/1993 328.55 0.24 4.54 -0.26 1.44 1.19 -0.221
3/2/1993 328.95 0.12 4.56 -0.29 1.45 0.59 -0.221
3/3/1993 329.35 0.12 4.59 -0.77 1.45 0.10 -0.220
3/4/1993 327.30 -0.62 4.58 0.20 1.45 0.28 -0.220
3/5/1993 329.95 0.81 4.55 0.67 1.45 -0.55 -0.219
3/8/1993 327.15 -0.85 4.57 -0.44 1.45 -0.03 -0.219
3/9/1993 326.45 -0.21 4.58 -0.11 1.44 -0.73 -0.218
3/10/1993 326.05 -0.12 4.58 -0.11 1.43 -0.17 -0.218
3/11/1993 327.15 0.34 4.61 -0.66 1.44 0.28 -0.214
3/12/1993 327.75 0.18 4.61 0.00 1.43 -0.17 -0.213
3/15/1993 328.65 0.27 4.65 -0.76 1.43 0.03 -0.213
3/16/1993 328.75 0.03 4.72 -1.61 1.45 0.73 -0.212
3/17/1993 329.05 0.09 4.69 0.74 1.45 0.42 -0.211
3/18/1993 330.25 0.36 4.64 0.96 1.48 1.65 -0.211
3/19/1993 331.45 0.36 4.60 0.93 1.49 0.98 -0.209
3/22/1993 332.15 0.21 4.59 0.15 1.49 -0.10 -0.208
3/23/1993 331.75 -0.12 4.59 0.11 1.48 -0.30 -0.208
3/24/1993 331.45 -0.09 4.57 0.44 1.48 -0.07 -0.208
3/25/1993 333.00 0.47 4.56 0.10 1.47 -0.57 -0.208
3/26/1993 332.45 -0.17 4.57 -0.15 1.49 1.15 -0.208
3/29/1993 331.85 -0.18 4.58 -0.27 1.49 0.00 -0.208
3/30/1993 336.15 1.30 4.56 0.38 1.50 0.27 -0.207
3/31/1993 337.85 0.51 4.53 0.71 1.51 0.70 -0.207
4/1/1993 336.85 -0.30 4.55 -0.33 1.53 1.33 -0.206

Page 66
Historical Price Series

4/2/1993 339.75 0.86 4.52 0.46 1.52 -0.52 -0.203


4/5/1993 339.15 -0.18 4.54 -0.35 1.52 0.23 -0.203
4/6/1993 338.15 -0.29 4.54 0.00 1.51 -0.46 -0.201
4/7/1993 336.65 -0.44 4.55 -0.28 1.52 0.10 -0.200
4/8/1993 336.95 0.09 4.56 -0.16 1.53 0.63 -0.196
4/9/1993 336.95 0.00 4.56 0.00 1.53 0.00 -0.196
4/12/1993 336.95 0.00 4.56 0.00 1.53 0.00 -0.196
4/13/1993 336.55 -0.12 4.77 -4.61 1.56 2.23 -0.196
4/14/1993 339.20 0.79 4.84 -1.36 1.55 -0.42 -0.195
4/15/1993 338.15 -0.31 4.85 -0.31 1.55 -0.39 -0.195
4/16/1993 338.80 0.19 4.88 -0.62 1.53 -1.29 -0.194
4/19/1993 339.65 0.25 4.97 -1.74 1.54 0.85 -0.194
4/20/1993 340.25 0.18 4.56 8.16 1.54 0.16 -0.194
4/21/1993 339.00 -0.37 4.61 -1.11 1.54 -0.36 -0.193
4/22/1993 340.15 0.34 4.65 -0.86 1.55 0.75 -0.193
4/23/1993 344.15 1.18 4.65 0.00 1.58 1.74 -0.191
4/26/1993 351.50 2.14 4.57 1.68 1.59 0.95 -0.191
4/27/1993 350.55 -0.27 4.60 -0.57 1.58 -0.75 -0.186
4/28/1993 351.65 0.31 4.64 -0.91 1.57 -0.41 -0.185
4/29/1993 355.25 1.02 4.57 1.51 1.57 -0.03 -0.184
4/30/1993 355.75 0.14 4.57 0.11 1.57 -0.13 -0.183
5/3/1993 355.75 0.00 4.59 -0.55 1.57 0.00 -0.183
5/4/1993 354.70 -0.30 4.59 0.05 1.57 0.10 -0.183
5/5/1993 353.65 -0.30 4.57 0.38 1.57 -0.13 -0.182
5/6/1993 356.45 0.79 4.58 -0.22 1.57 0.10 -0.182
5/7/1993 357.80 0.38 4.57 0.16 1.58 0.32 -0.182
5/10/1993 356.75 -0.29 4.61 -0.71 1.54 -2.54 -0.182
5/11/1993 356.45 -0.08 4.62 -0.22 1.54 0.46 -0.182
5/12/1993 357.15 0.20 4.80 -4.01 1.53 -0.55 -0.181
5/13/1993 369.15 3.36 4.70 2.14 1.53 -0.52 -0.181
5/14/1993 367.80 -0.37 4.72 -0.37 1.54 0.85 -0.180
5/17/1993 368.20 0.11 4.68 0.85 1.53 -0.36 -0.179
5/18/1993 370.25 0.56 4.69 -0.32 1.53 -0.10 -0.178
5/19/1993 377.15 1.86 4.62 1.49 1.54 0.65 -0.177
5/20/1993 373.25 -1.03 4.62 0.00 1.56 0.94 -0.173
5/21/1993 375.15 0.51 4.65 -0.54 1.54 -0.93 -0.172
5/24/1993 376.75 0.43 4.64 0.14 1.54 -0.42 -0.170
5/25/1993 376.45 -0.08 4.64 0.08 1.54 0.49 -0.169
5/26/1993 375.45 -0.27 4.63 0.11 1.55 0.19 -0.168
5/27/1993 376.70 0.33 4.62 0.15 1.56 0.61 -0.168
5/28/1993 379.75 0.81 4.62 0.17 1.56 0.39 -0.167
5/31/1993 379.75 0.00 4.62 0.00 1.56 0.00 -0.165
6/1/1993 375.25 -1.18 4.62 -0.11 1.55 -0.64 -0.164
6/2/1993 370.25 -1.33 4.63 -0.11 1.54 -0.64 -0.163
6/3/1993 373.25 0.81 4.61 0.43 1.54 -0.10 -0.159
6/4/1993 374.60 0.36 4.61 -0.05 1.52 -1.40 -0.158
6/7/1993 374.20 -0.11 4.60 0.27 1.52 0.33 -0.157
6/8/1993 375.35 0.31 4.61 -0.33 1.52 -0.30 -0.157
6/9/1993 372.50 -0.76 4.61 0.00 1.52 -0.23 -0.157
6/10/1993 369.25 -0.87 4.62 -0.11 1.52 0.30 -0.156
6/11/1993 371.15 0.51 4.61 0.11 1.53 0.39 -0.156
6/14/1993 363.95 -1.94 4.64 -0.54 1.53 0.13 -0.156

Page 67
Historical Price Series

6/15/1993 365.75 0.49 4.63 0.16 1.52 -0.36 -0.156


6/16/1993 369.35 0.98 4.65 -0.49 1.50 -1.18 -0.156
6/17/1993 371.15 0.49 4.65 -0.05 1.52 0.76 -0.155
6/18/1993 372.25 0.30 4.63 0.48 1.50 -1.29 -0.154
6/21/1993 369.50 -0.74 4.70 -1.57 1.49 -0.57 -0.153
6/22/1993 368.15 -0.37 4.74 -0.74 1.48 -0.64 -0.152
6/23/1993 368.00 -0.04 4.73 0.19 1.47 -0.37 -0.151
6/24/1993 373.80 1.58 4.70 0.66 1.47 -0.27 -0.151
6/25/1993 376.45 0.71 4.69 0.15 1.48 0.65 -0.150
6/28/1993 375.25 -0.32 4.73 -0.79 1.49 1.01 -0.148
6/29/1993 376.75 0.40 4.72 0.26 1.50 0.74 -0.147
6/30/1993 378.25 0.40 4.71 0.21 1.49 -0.70 -0.146
7/1/1993 383.50 1.39 4.69 0.25 1.51 1.00 -0.141
7/2/1993 390.00 1.69 4.60 1.99 1.51 -0.07 -0.139
7/5/1993 387.85 -0.55 4.60 0.00 1.51 0.27 -0.139
7/6/1993 391.75 1.01 4.62 -0.33 1.51 -0.10 -0.138
7/7/1993 394.00 0.57 4.59 0.49 1.49 -1.16 -0.136
7/8/1993 395.45 0.37 4.59 0.16 1.50 0.20 -0.133
7/9/1993 392.75 -0.68 4.61 -0.55 1.48 -0.94 -0.133
7/12/1993 394.05 0.33 4.63 -0.33 1.48 -0.24 -0.133
7/13/1993 393.75 -0.08 4.62 0.16 1.49 1.05 -0.133
7/14/1993 392.25 -0.38 4.59 0.70 1.50 0.60 -0.132
7/15/1993 394.00 0.45 4.60 -0.22 1.49 -0.97 -0.132
7/16/1993 393.50 -0.13 4.53 1.41 1.48 -0.60 -0.131
7/19/1993 395.00 0.38 4.53 0.11 1.50 1.32 -0.131
7/20/1993 392.00 -0.76 4.51 0.28 1.50 0.20 -0.131
7/21/1993 390.40 -0.41 4.51 0.17 1.51 0.87 -0.131
7/22/1993 390.50 0.03 4.57 -1.33 1.51 -0.43 -0.131
7/23/1993 390.50 0.00 4.49 1.75 1.50 -0.73 -0.131
7/26/1993 393.20 0.69 4.50 -0.28 1.50 0.33 -0.130
7/27/1993 391.50 -0.43 4.48 0.39 1.49 -0.80 -0.130
7/28/1993 394.20 0.69 4.47 0.33 1.49 0.17 -0.130
7/29/1993 394.10 -0.03 4.50 -0.67 1.49 -0.40 -0.130
7/30/1993 405.75 2.96 4.49 0.22 1.49 -0.10 -0.130
8/2/1993 403.25 -0.62 4.52 -0.67 1.49 0.30 -0.130
8/3/1993 403.65 0.10 4.50 0.33 1.50 1.01 -0.129
8/4/1993 401.50 -0.53 4.51 -0.22 1.50 -0.23 -0.128
8/5/1993 388.25 -3.30 4.59 -1.77 1.49 -0.67 -0.127
8/6/1993 376.50 -3.03 4.65 -1.36 1.50 0.47 -0.127
8/9/1993 382.25 1.53 4.70 -1.02 1.49 -0.30 -0.126
8/10/1993 379.20 -0.80 4.67 0.74 1.48 -0.94 -0.126
8/11/1993 375.25 -1.04 4.71 -1.02 1.47 -0.44 -0.126
8/12/1993 373.50 -0.47 4.69 0.48 1.46 -0.68 -0.123
8/13/1993 368.75 -1.27 4.71 -0.43 1.46 -0.24 -0.121
8/16/1993 373.75 1.36 4.69 0.53 1.48 1.68 -0.121
8/17/1993 372.70 -0.28 4.66 0.53 1.49 0.27 -0.120
8/18/1993 373.20 0.13 4.64 0.38 1.51 1.65 -0.119
8/19/1993 373.00 -0.05 4.64 0.05 1.51 -0.46 -0.119
8/20/1993 373.25 0.07 4.64 -0.09 1.51 0.37 -0.119
8/23/1993 374.00 0.20 4.66 -0.34 1.50 -0.56 -0.117
8/24/1993 373.45 -0.15 4.65 0.16 1.50 -0.40 -0.117
8/25/1993 371.25 -0.59 4.69 -0.75 1.48 -0.94 -0.117

Page 68
Historical Price Series

8/26/1993 367.50 -1.01 4.70 -0.16 1.51 1.69 -0.117


8/27/1993 369.00 0.41 4.70 -0.05 1.50 -0.46 -0.117
8/30/1993 369.00 0.00 4.70 -0.05 1.50 0.00 -0.117
8/31/1993 371.35 0.64 4.70 0.00 1.49 -0.87 -0.116
9/1/1993 369.75 -0.43 4.72 -0.32 1.51 1.34 -0.116
9/2/1993 364.50 -1.42 4.74 -0.58 1.50 -0.43 -0.116
9/3/1993 364.25 -0.07 4.75 -0.06 1.53 1.70 -0.115
9/6/1993 364.35 0.03 4.75 0.00 1.53 0.03 -0.115
9/7/1993 354.25 -2.77 4.81 -1.36 1.54 1.02 -0.112
9/8/1993 351.75 -0.71 4.87 -1.14 1.54 -0.13 -0.107
9/9/1993 354.15 0.68 4.83 0.82 1.55 0.68 -0.104
9/10/1993 349.85 -1.21 4.83 -0.10 1.55 -0.13 -0.104
9/13/1993 344.25 -1.60 4.89 -1.14 1.54 -0.42 -0.104
9/14/1993 345.25 0.29 4.87 0.31 1.55 0.26 -0.103
9/15/1993 347.60 0.68 4.71 3.29 1.55 0.32 -0.103
9/16/1993 352.25 1.34 4.65 1.22 1.53 -1.16 -0.103
9/17/1993 352.00 -0.07 4.61 0.86 1.53 0.07 -0.101
9/20/1993 353.80 0.51 4.61 0.11 1.53 -0.16 -0.092
9/21/1993 353.30 -0.14 4.64 -0.71 1.52 -0.59 -0.092
9/22/1993 354.25 0.27 4.64 0.00 1.52 -0.16 -0.092
9/23/1993 357.25 0.85 4.57 1.62 1.51 -0.95 -0.091
9/24/1993 357.25 0.00 4.54 0.66 1.50 -0.30 -0.091
9/27/1993 354.25 -0.84 4.35 4.19 1.51 0.70 -0.091
9/28/1993 356.20 0.55 4.23 2.76 1.52 0.30 -0.091
9/29/1993 352.20 -1.12 4.23 -0.12 1.51 -0.26 -0.090
9/30/1993 355.25 0.87 4.12 2.71 1.50 -1.12 -0.090
10/1/1993 355.20 -0.01 4.20 -2.05 1.51 0.67 -0.090
10/4/1993 352.75 -0.69 4.17 0.83 1.52 0.63 -0.089
10/5/1993 353.25 0.14 4.12 1.08 1.52 0.13 -0.089
10/6/1993 355.75 0.71 4.14 -0.49 1.53 0.59 -0.089
10/7/1993 357.70 0.55 4.09 1.15 1.52 -0.23 -0.089
10/8/1993 357.25 -0.13 4.19 -2.44 1.54 0.89 -0.088
10/11/1993 360.25 0.84 4.19 0.00 1.53 -0.33 -0.084
10/12/1993 361.15 0.25 4.19 0.06 1.53 0.07 -0.080
10/13/1993 366.75 1.55 4.18 0.36 1.52 -0.62 -0.080
10/14/1993 365.00 -0.48 4.16 0.48 1.51 -0.62 -0.079
10/15/1993 364.75 -0.07 4.14 0.47 1.51 -0.03 -0.079
10/18/1993 367.50 0.75 4.18 -1.08 1.50 -0.96 -0.079
10/19/1993 367.00 -0.14 4.17 0.36 1.49 -0.40 -0.079
10/20/1993 372.00 1.36 4.12 1.20 1.49 -0.13 -0.078
10/21/1993 373.35 0.36 4.17 -1.28 1.49 -0.20 -0.078
10/22/1993 368.00 -1.43 4.20 -0.78 1.47 -0.94 -0.078
10/25/1993 371.75 1.02 4.17 0.70 1.49 0.88 -0.078
10/26/1993 367.25 -1.21 4.20 -0.79 1.48 -0.44 -0.078
10/27/1993 371.75 1.23 4.20 0.02 1.48 -0.03 -0.078
10/28/1993 369.75 -0.54 4.23 -0.59 1.49 0.88 -0.078
10/29/1993 368.80 -0.26 4.21 0.41 1.49 -0.37 -0.078
11/1/1993 362.75 -1.64 4.24 -0.65 1.48 -0.37 -0.078
11/2/1993 361.00 -0.48 4.25 -0.22 1.48 0.10 -0.077
11/3/1993 364.45 0.96 4.30 -1.25 1.48 -0.13 -0.077
11/4/1993 372.50 2.21 4.30 -0.06 1.48 -0.07 -0.077
11/5/1993 376.75 1.14 4.37 -1.57 1.49 0.47 -0.076

Page 69
Historical Price Series

11/8/1993 376.25 -0.13 4.62 -5.61 1.48 -0.40 -0.076


11/9/1993 375.60 -0.17 4.38 5.09 1.47 -0.81 -0.074
11/10/1993 376.75 0.31 4.45 -1.48 1.48 0.51 -0.072
11/11/1993 376.25 -0.13 4.45 0.00 1.48 0.17 -0.071
11/12/1993 375.20 -0.28 4.31 3.04 1.48 0.30 -0.070
11/15/1993 374.25 -0.25 4.40 -2.03 1.49 0.44 -0.070
11/16/1993 375.00 0.20 4.27 2.90 1.49 -0.27 -0.069
11/17/1993 372.00 -0.80 4.33 -1.29 1.48 -0.57 -0.068
11/18/1993 377.25 1.41 4.28 1.04 1.48 0.00 -0.066
11/19/1993 378.60 0.36 4.31 -0.64 1.47 -0.34 -0.066
11/22/1993 379.00 0.11 4.32 -0.29 1.47 0.17 -0.065
11/23/1993 376.25 -0.73 4.38 -1.39 1.49 0.75 -0.065
11/24/1993 376.00 -0.07 4.35 0.80 1.49 0.17 -0.065
11/25/1993 377.60 0.43 4.35 0.00 1.49 0.03 -0.065
11/26/1993 377.00 -0.16 4.42 -1.67 1.48 -0.57 -0.065
11/29/1993 371.25 -1.53 4.46 -0.97 1.49 0.54 -0.065
11/30/1993 370.00 -0.34 4.46 0.12 1.48 -0.24 -0.065
12/1/1993 375.45 1.47 4.44 0.45 1.48 -0.27 -0.064
12/2/1993 374.95 -0.13 4.44 0.00 1.48 0.14 -0.064
12/3/1993 376.00 0.28 4.45 -0.23 1.49 0.54 -0.061
12/6/1993 376.60 0.16 4.44 0.11 1.50 0.57 -0.058
12/7/1993 376.30 -0.08 4.35 1.97 1.49 -0.47 -0.056
12/8/1993 383.25 1.85 4.37 -0.34 1.50 0.20 -0.056
12/9/1993 382.80 -0.12 4.40 -0.63 1.50 0.03 -0.054
12/10/1993 382.75 -0.01 4.41 -0.28 1.50 -0.03 -0.053
12/13/1993 386.40 0.95 4.42 -0.23 1.49 -0.30 -0.053
12/14/1993 387.00 0.16 4.48 -1.31 1.49 -0.13 -0.053
12/15/1993 385.00 -0.52 4.44 0.85 1.48 -0.34 -0.052
12/16/1993 386.30 0.34 4.44 0.00 1.49 0.37 -0.052
12/17/1993 386.20 -0.03 4.46 -0.56 1.49 0.13 -0.052
12/20/1993 389.60 0.88 4.45 0.38 1.49 -0.37 -0.052
12/21/1993 388.40 -0.31 4.45 -0.10 1.49 0.24 -0.052
12/22/1993 386.20 -0.57 4.46 -0.22 1.50 0.40 -0.052
12/23/1993 385.50 -0.18 4.44 0.45 1.50 0.60 -0.052
12/24/1993 386.75 0.32 4.44 0.00 1.50 -0.13 -0.052
12/27/1993 386.75 0.00 4.40 0.96 1.50 0.00 -0.052
12/28/1993 386.75 0.00 4.36 0.91 1.50 0.00 -0.051
12/29/1993 386.70 -0.01 4.37 -0.17 1.49 -0.70 -0.051
12/30/1993 390.50 0.98 4.30 1.49 1.48 -0.99 -0.051
12/31/1993 390.75 0.06 4.29 0.23 1.48 0.19 -0.051
1/3/1994 390.75 0.00 4.30 -0.17 1.48 0.00 -0.046
1/4/1994 394.25 0.90 4.36 -1.34 1.48 0.16 -0.046
1/5/1994 396.50 0.57 4.36 -0.06 1.49 0.31 -0.044
1/6/1994 388.75 -1.95 4.30 1.32 1.49 0.11 -0.041
1/7/1994 388.25 -0.13 4.27 0.65 1.49 0.17 -0.041
1/10/1994 383.10 -1.33 4.28 -0.19 1.50 0.33 -0.040
1/11/1994 385.25 0.56 4.27 0.23 1.49 -0.28 -0.040
1/12/1994 386.20 0.25 4.29 -0.35 1.50 0.68 -0.039
1/13/1994 389.25 0.79 4.32 -0.70 1.50 -0.36 -0.039
1/14/1994 390.00 0.19 4.27 1.16 1.49 -0.26 -0.039
1/17/1994 392.50 0.64 4.27 0.00 1.49 -0.02 -0.039
1/18/1994 391.25 -0.32 4.35 -1.88 1.50 0.36 -0.039

Page 70
Historical Price Series

1/19/1994 391.40 0.04 4.39 -0.92 1.49 -0.36 -0.039


1/20/1994 392.30 0.23 4.35 0.80 1.50 0.52 -0.039
1/21/1994 385.00 -1.86 4.40 -1.09 1.49 -0.31 -0.038
1/24/1994 380.25 -1.23 4.43 -0.63 1.50 0.07 -0.030
1/25/1994 382.30 0.54 4.41 0.34 1.49 -0.13 -0.030
1/26/1994 383.40 0.29 4.41 0.11 1.49 -0.10 -0.029
1/27/1994 382.20 -0.31 4.40 0.11 1.49 0.00 -0.029
1/28/1994 378.40 -0.99 4.44 -0.80 1.50 0.74 -0.029
1/31/1994 378.25 -0.04 4.41 0.68 1.50 -0.32 -0.028
2/1/1994 384.75 1.72 4.42 -0.40 1.51 0.55 -0.028
2/2/1994 384.60 -0.04 4.41 0.40 1.50 -0.80 -0.028
2/3/1994 386.50 0.49 4.41 -0.06 1.50 0.20 -0.027
2/4/1994 387.70 0.31 4.40 0.28 1.49 -0.41 -0.026
2/7/1994 384.70 -0.77 4.43 -0.85 1.48 -0.72 -0.026
2/8/1994 380.40 -1.12 4.46 -0.67 1.47 -0.75 -0.026
2/9/1994 381.80 0.37 4.51 -1.17 1.46 -0.65 -0.026
2/10/1994 382.25 0.12 4.55 -0.73 1.46 0.08 -0.026
2/11/1994 380.75 -0.39 4.57 -0.60 1.47 0.33 -0.026
2/14/1994 382.75 0.53 4.58 -0.17 1.47 0.20 -0.026
2/15/1994 384.50 0.46 4.57 0.27 1.48 0.43 -0.026
2/16/1994 383.50 -0.26 4.63 -1.31 1.48 0.24 -0.026
2/17/1994 386.00 0.65 4.58 1.19 1.47 -0.35 -0.026
2/18/1994 378.50 -1.94 4.57 0.11 1.48 0.33 -0.026
2/21/1994 380.10 0.42 4.57 0.00 1.48 -0.23 -0.026
2/22/1994 378.80 -0.34 4.61 -0.98 1.48 0.20 -0.026
2/23/1994 378.45 -0.09 4.69 -1.64 1.48 -0.13 -0.026
2/24/1994 378.10 -0.09 4.71 -0.42 1.48 0.21 -0.025
2/25/1994 378.70 0.16 4.71 -0.10 1.49 0.72 -0.025
2/28/1994 381.80 0.82 4.71 0.19 1.49 -0.28 -0.014
3/1/1994 381.30 -0.13 4.69 0.38 1.49 -0.01 -0.014
3/2/1994 375.75 -1.46 4.68 0.14 1.50 0.62 -0.014
3/3/1994 377.30 0.41 4.63 1.20 1.49 -0.02 -0.013
3/4/1994 376.60 -0.19 4.61 0.33 1.49 -0.31 -0.013
3/7/1994 377.60 0.27 4.64 -0.57 1.49 0.03 -0.013
3/8/1994 376.00 -0.42 4.59 1.10 1.49 -0.21 -0.013
3/9/1994 379.55 0.94 4.54 1.00 1.49 0.32 -0.013
3/10/1994 385.00 1.44 4.48 1.30 1.50 0.62 -0.013
3/11/1994 387.00 0.52 4.53 -1.09 1.50 0.07 -0.013
3/14/1994 387.10 0.03 4.52 0.27 1.49 -0.53 -0.013
3/15/1994 386.25 -0.22 4.55 -0.73 1.49 -0.20 -0.013
3/16/1994 385.90 -0.09 4.57 -0.36 1.49 0.03 -0.012
3/17/1994 383.15 -0.71 4.54 0.64 1.50 0.38 0.000
3/18/1994 386.20 0.80 4.57 -0.67 1.49 -0.59 0.000
3/21/1994 386.20 0.00 4.58 -0.29 1.48 -0.28 0.000
3/22/1994 389.25 0.79 4.61 -0.60 1.49 0.11 0.000
3/23/1994 388.90 -0.09 4.64 -0.60 1.49 0.48 0.000
3/24/1994 387.20 -0.44 4.64 -0.09 1.49 -0.03 0.000
3/25/1994 389.40 0.57 4.64 0.00 1.50 0.29 0.000
3/28/1994 389.80 0.10 4.74 -2.18 1.50 -0.05 0.000
3/29/1994 386.15 -0.94 4.76 -0.48 1.49 -0.27 0.000
3/30/1994 386.70 0.14 4.91 -3.04 1.48 -0.91 0.000
3/31/1994 389.75 0.79 4.91 -0.07 1.48 0.37 0.000

Page 71
Historical Price Series

4/1/1994 389.75 0.00 4.91 0.00 1.47 -0.67 0.000


4/4/1994 389.75 0.00 4.91 0.00 1.47 -0.61 0.000
4/5/1994 385.40 -1.12 4.95 -0.67 1.46 -0.12 0.000
4/6/1994 383.90 -0.39 4.95 0.00 1.47 0.27 0.000
4/7/1994 384.00 0.03 4.95 0.00 1.47 -0.05 0.000
4/8/1994 386.20 0.57 5.02 -1.51 1.47 0.51 0.000
4/11/1994 380.75 -1.41 5.69 -13.31 1.47 -0.05 0.000
4/12/1994 378.00 -0.72 5.32 6.39 1.48 0.10 0.000
4/13/1994 378.20 0.05 5.40 -1.40 1.48 -0.01 0.000
4/14/1994 377.50 -0.19 5.38 0.43 1.48 0.14 0.000
4/15/1994 377.25 -0.07 5.39 -0.32 1.47 -0.24 0.000
4/18/1994 377.70 0.12 5.30 1.75 1.47 -0.24 0.000
4/19/1994 372.80 -1.30 4.92 7.18 1.48 0.55 0.000
4/20/1994 371.80 -0.27 4.99 -1.45 1.49 0.52 0.000
4/21/1994 372.70 0.24 4.91 1.62 1.50 0.74 0.000
4/22/1994 369.50 -0.86 4.86 1.00 1.49 -0.77 0.000
4/25/1994 372.75 0.88 4.88 -0.42 1.49 0.42 0.000
4/26/1994 373.70 0.25 4.70 3.71 1.50 0.67 0.000
4/27/1994 374.40 0.19 4.70 0.00 1.51 0.33 0.000
4/28/1994 375.20 0.21 4.70 0.00 1.51 0.05 0.000
4/29/1994 376.10 0.24 4.61 1.80 1.52 0.60 0.000
5/2/1994 376.10 0.00 4.60 0.32 1.52 0.15 0.000
5/3/1994 375.30 -0.21 4.59 0.23 1.51 -0.67 0.000
5/4/1994 375.50 0.05 4.72 -2.83 1.50 -0.64 0.000
5/5/1994 374.70 -0.21 4.78 -1.29 1.50 -0.14 0.000
5/6/1994 375.30 0.16 4.69 1.83 1.49 -0.31 0.000
5/9/1994 381.25 1.59 4.73 -0.69 1.50 0.26 0.000
5/10/1994 380.20 -0.28 4.73 0.00 1.49 -0.33 0.000
5/11/1994 382.90 0.71 4.72 0.11 1.49 -0.17 0.000
5/12/1994 379.00 -1.02 4.72 0.00 1.50 0.73 0.000
5/13/1994 380.35 0.36 4.88 -3.33 1.50 0.06 0.000
5/16/1994 380.20 -0.04 4.93 -1.08 1.50 0.23 0.000
5/17/1994 382.90 0.71 4.89 0.91 1.50 0.03 0.000
5/18/1994 382.60 -0.08 4.94 -1.02 1.51 0.15 0.000
5/19/1994 383.70 0.29 4.94 -0.10 1.51 0.08 0.000
5/20/1994 384.20 0.13 4.92 0.43 1.51 0.14 0.000
5/23/1994 387.75 0.92 4.87 0.93 1.51 -0.23 0.000
5/24/1994 386.25 -0.39 4.87 0.05 1.51 0.14 0.000
5/25/1994 387.45 0.31 4.87 0.10 1.51 0.16 0.000
5/26/1994 384.70 -0.71 4.79 1.53 1.51 -0.06 0.000
5/27/1994 385.70 0.26 4.78 0.24 1.51 -0.09 0.000
5/30/1994 385.70 0.00 4.78 0.00 1.51 0.04 0.000
5/31/1994 387.80 0.54 4.78 0.00 1.51 0.17 0.000
6/1/1994 385.70 -0.54 4.78 0.00 1.52 0.36 0.000
6/2/1994 383.30 -0.62 4.79 -0.10 1.51 -0.31 0.000
6/3/1994 380.50 -0.73 4.78 0.10 1.50 -0.52 0.000
6/6/1994 378.80 -0.45 4.82 -0.84 1.51 0.20 0.000
6/7/1994 380.60 0.48 4.80 0.52 1.51 -0.04 0.000
6/8/1994 382.10 0.39 4.78 0.42 1.51 0.00 0.000
6/9/1994 383.40 0.34 4.81 -0.73 1.51 0.03 0.000
6/10/1994 383.50 0.03 4.79 0.46 1.51 0.04 0.000
6/13/1994 382.75 -0.20 4.78 0.17 1.52 0.72 0.000

Page 72
Historical Price Series

6/14/1994 383.90 0.30 4.80 -0.42 1.52 -0.10 0.000


6/15/1994 386.75 0.74 4.77 0.63 1.52 0.18 0.000
6/16/1994 386.10 -0.17 4.76 0.31 1.52 -0.01 0.000
6/17/1994 386.20 0.03 4.75 0.11 1.52 -0.04 0.000
6/20/1994 390.40 1.09 4.75 0.09 1.54 1.30 0.000
6/21/1994 390.70 0.08 4.74 0.07 1.54 -0.12 0.000
6/22/1994 390.70 0.00 4.73 0.37 1.54 -0.12 0.000
6/23/1994 390.70 0.00 4.72 0.01 1.54 0.19 0.000
6/24/1994 391.70 0.26 4.72 0.17 1.54 0.23 0.000
6/27/1994 385.70 -1.53 4.73 -0.37 1.55 0.82 0.000
6/28/1994 386.70 0.26 4.74 -0.20 1.55 -0.52 0.000
6/29/1994 385.30 -0.36 4.74 0.00 1.55 0.03 0.000
6/30/1994 388.00 0.70 4.75 -0.03 1.54 -0.23 0.000
7/1/1994 385.00 -0.77 4.75 0.00 1.54 -0.35 0.000
7/4/1994 386.95 0.51 4.75 0.00 1.54 0.02 0.000
7/5/1994 386.80 -0.04 4.93 -3.79 1.54 0.14 0.013
7/6/1994 384.50 -0.59 4.92 0.02 1.55 0.58 0.013
7/7/1994 384.20 -0.08 4.76 3.33 1.54 -0.62 0.013
7/8/1994 383.40 -0.21 4.74 0.42 1.54 0.00 0.013
7/11/1994 386.00 0.68 4.66 1.60 1.56 1.55 0.013
7/12/1994 386.20 0.05 4.63 0.68 1.57 0.56 0.013
7/13/1994 384.20 -0.52 4.62 0.23 1.57 -0.42 0.013
7/14/1994 383.15 -0.27 4.52 2.32 1.56 -0.13 0.015
7/15/1994 385.20 0.54 4.45 1.44 1.56 -0.34 0.015
7/18/1994 386.50 0.34 4.47 -0.33 1.56 0.37 0.015
7/19/1994 384.55 -0.50 4.53 -1.46 1.56 -0.29 0.015
7/20/1994 387.00 0.64 4.52 0.22 1.55 -0.70 0.025
7/21/1994 386.30 -0.18 4.53 -0.22 1.54 -0.74 0.026
7/22/1994 384.70 -0.41 4.58 -1.10 1.53 -0.62 0.026
7/25/1994 385.20 0.13 4.57 0.22 1.53 0.41 0.026
7/26/1994 386.30 0.29 4.56 0.22 1.53 -0.54 0.026
7/27/1994 388.40 0.54 4.59 -0.57 1.53 0.33 0.026
7/28/1994 387.30 -0.28 4.58 0.24 1.53 0.07 0.026
7/29/1994 383.90 -0.88 4.64 -1.42 1.54 0.31 0.026
8/1/1994 383.20 -0.18 4.63 0.22 1.54 0.13 0.026
8/2/1994 380.45 -0.72 4.56 1.51 1.54 0.06 0.026
8/3/1994 378.70 -0.46 4.55 0.22 1.54 0.03 0.026
8/4/1994 378.20 -0.13 4.55 0.00 1.54 -0.06 0.026
8/5/1994 378.50 0.08 4.56 -0.22 1.54 0.16 0.026
8/8/1994 378.00 -0.13 4.57 -0.22 1.54 0.04 0.026
8/9/1994 378.00 0.00 4.59 -0.44 1.54 -0.19 0.026
8/10/1994 378.40 0.11 4.64 -0.98 1.54 0.08 0.026
8/11/1994 377.20 -0.32 4.65 -0.32 1.53 -0.49 0.026
8/12/1994 377.50 0.08 4.54 2.37 1.55 0.91 0.026
8/15/1994 377.35 -0.04 4.55 -0.22 1.54 -0.28 0.027
8/16/1994 376.80 -0.15 4.54 0.22 1.54 -0.14 0.027
8/17/1994 377.95 0.31 4.52 0.55 1.54 -0.09 0.028
8/18/1994 380.45 0.66 4.46 1.33 1.55 0.45 0.029
8/19/1994 382.10 0.43 4.47 -0.34 1.55 0.17 0.029
8/22/1994 382.70 0.16 4.56 -2.01 1.55 0.12 0.029
8/23/1994 382.00 -0.18 4.53 0.66 1.55 0.25 0.030
8/24/1994 384.25 0.59 4.57 -0.89 1.56 0.13 0.030

Page 73
Historical Price Series

8/25/1994 383.40 -0.22 4.57 0.12 1.55 -0.21 0.030


8/26/1994 383.30 -0.03 4.54 0.66 1.54 -0.68 0.030
8/29/1994 383.30 0.00 4.57 -0.66 1.53 -0.71 0.030
8/30/1994 386.50 0.83 4.56 0.11 1.53 0.15 0.030
8/31/1994 386.25 -0.06 4.50 1.30 1.54 0.21 0.030
9/1/1994 386.00 -0.06 4.52 -0.44 1.54 0.25 0.031
9/2/1994 387.25 0.32 4.52 0.01 1.54 0.29 0.038
9/5/1994 387.20 -0.01 4.52 0.00 1.55 0.21 0.038
9/6/1994 387.65 0.12 4.53 -0.11 1.55 0.10 0.039
9/7/1994 389.70 0.53 4.53 0.00 1.55 -0.19 0.039
9/8/1994 391.50 0.46 4.51 0.33 1.55 -0.08 0.039
9/9/1994 391.85 0.09 4.51 0.00 1.55 0.36 0.039
9/12/1994 391.40 -0.11 4.49 0.55 1.56 0.75 0.039
9/13/1994 389.70 -0.43 4.48 0.11 1.56 -0.08 0.040
9/14/1994 390.50 0.21 4.45 0.67 1.57 0.47 0.044
9/15/1994 388.25 -0.58 4.45 0.11 1.56 -0.33 0.046
9/16/1994 390.60 0.61 4.42 0.63 1.58 1.31 0.049
9/19/1994 390.25 -0.09 4.40 0.50 1.57 -1.01 0.050
9/20/1994 393.80 0.91 4.40 0.00 1.58 0.53 0.051
9/21/1994 394.60 0.20 4.39 0.11 1.58 0.11 0.052
9/22/1994 393.80 -0.20 4.41 -0.46 1.58 -0.13 0.052
9/23/1994 396.00 0.56 4.31 2.27 1.58 0.16 0.052
9/26/1994 395.95 -0.01 4.24 1.55 1.57 -0.28 0.052
9/27/1994 395.30 -0.16 4.23 0.31 1.58 0.17 0.052
9/28/1994 395.50 0.05 4.24 -0.24 1.58 0.09 0.052
9/29/1994 395.50 0.00 4.21 0.71 1.58 0.16 0.052
9/30/1994 393.80 -0.43 4.27 -1.43 1.58 -0.25 0.052
10/3/1994 394.90 0.28 4.29 -0.35 1.58 0.06 0.052
10/4/1994 392.40 -0.63 4.24 1.05 1.58 0.03 0.052
10/5/1994 392.70 0.08 4.21 0.71 1.59 0.56 0.052
10/6/1994 391.80 -0.23 4.18 0.71 1.59 0.04 0.053
10/7/1994 392.70 0.23 4.17 0.36 1.59 0.16 0.053
10/10/1994 390.50 -0.56 4.17 0.00 1.59 -0.33 0.053
10/11/1994 388.25 -0.58 4.07 2.28 1.58 -0.23 0.053
10/12/1994 388.40 0.04 4.05 0.49 1.58 -0.06 0.056
10/13/1994 386.90 -0.39 4.11 -1.36 1.58 0.04 0.056
10/14/1994 387.60 0.18 4.10 0.12 1.59 0.71 0.057
10/17/1994 389.20 0.41 4.07 0.73 1.61 0.94 0.058
10/18/1994 389.50 0.08 3.98 2.16 1.62 0.50 0.060
10/19/1994 391.00 0.39 3.98 0.05 1.62 0.21 0.061
10/20/1994 390.90 -0.03 3.94 1.01 1.62 0.07 0.061
10/21/1994 390.70 -0.05 3.99 -1.15 1.63 0.49 0.061
10/24/1994 389.50 -0.31 3.98 0.13 1.63 0.00 0.064
10/25/1994 389.40 -0.03 3.96 0.50 1.64 0.53 0.064
10/26/1994 389.00 -0.10 3.95 0.25 1.63 -0.25 0.065
10/27/1994 388.80 -0.05 3.99 -1.01 1.64 0.31 0.065
10/28/1994 386.90 -0.49 4.01 -0.58 1.62 -0.87 0.065
10/31/1994 384.50 -0.62 4.03 -0.42 1.63 0.43 0.065
11/1/1994 383.75 -0.20 4.07 -1.07 1.63 0.26 0.066
11/2/1994 383.70 -0.01 4.09 -0.42 1.64 0.48 0.067
11/3/1994 383.70 0.00 4.09 0.00 1.62 -1.53 0.072
11/4/1994 384.00 0.08 4.10 -0.12 1.61 -0.57 0.074

Page 74
Historical Price Series

11/7/1994 383.05 -0.25 4.06 0.98 1.61 0.30 0.076


11/8/1994 385.10 0.54 4.01 1.16 1.62 0.33 0.076
11/9/1994 384.40 -0.18 4.06 -1.17 1.60 -0.91 0.077
11/10/1994 384.25 -0.04 4.09 -0.86 1.60 -0.42 0.077
11/11/1994 385.45 0.31 4.09 0.00 1.60 0.16 0.077
11/14/1994 385.20 -0.06 4.10 -0.27 1.58 -0.91 0.077
11/15/1994 386.95 0.45 4.09 0.39 1.58 -0.15 0.078
11/16/1994 386.20 -0.19 4.13 -0.98 1.57 -0.71 0.078
11/17/1994 386.40 0.05 4.15 -0.69 1.57 0.18 0.079
11/18/1994 384.00 -0.62 4.12 0.81 1.57 -0.33 0.079
11/21/1994 383.15 -0.22 4.10 0.41 1.57 -0.06 0.079
11/22/1994 384.30 0.30 4.12 -0.29 1.57 0.17 0.079
11/23/1994 385.00 0.18 4.16 -1.04 1.57 -0.04 0.080
11/24/1994 384.50 -0.13 4.16 0.00 1.56 -0.51 0.082
11/25/1994 384.95 0.12 4.17 -0.24 1.56 0.06 0.086
11/28/1994 384.00 -0.25 4.19 -0.60 1.56 0.01 0.087
11/29/1994 383.35 -0.17 4.13 1.51 1.57 0.29 0.089
11/30/1994 383.00 -0.09 4.12 0.36 1.57 -0.17 0.089
12/1/1994 380.00 -0.78 4.16 -1.04 1.57 0.13 0.089
12/2/1994 379.20 -0.21 4.15 0.19 1.56 -0.47 0.090
12/5/1994 376.70 -0.66 4.14 0.36 1.56 -0.04 0.090
12/6/1994 376.20 -0.13 4.16 -0.60 1.56 0.26 0.091
12/7/1994 376.30 0.03 4.18 -0.48 1.56 0.08 0.091
12/8/1994 376.10 -0.05 4.16 0.60 1.56 -0.03 0.091
12/9/1994 377.60 0.40 4.16 0.00 1.56 -0.27 0.091
12/12/1994 377.80 0.05 4.16 0.00 1.56 0.28 0.091
12/13/1994 378.50 0.19 4.13 0.60 1.56 -0.12 0.091
12/14/1994 379.10 0.16 4.12 0.37 1.56 0.00 0.092
12/15/1994 379.85 0.20 4.18 -1.46 1.56 -0.04 0.092
12/16/1994 380.80 0.25 4.18 0.00 1.56 0.10 0.092
12/19/1994 379.30 -0.39 4.02 3.71 1.56 -0.11 0.093
12/20/1994 382.00 0.71 4.00 0.50 1.56 -0.06 0.099
12/21/1994 382.20 0.05 4.03 -0.63 1.56 -0.04 0.099
12/22/1994 381.60 -0.16 4.09 -1.49 1.55 -0.94 0.099
12/23/1994 381.30 -0.08 4.09 -0.12 1.55 0.12 0.100
12/26/1994 381.30 0.00 4.09 0.00 1.55 0.00 0.102
12/27/1994 381.30 0.00 4.06 0.74 1.55 -0.02 0.102
12/28/1994 382.00 0.18 4.09 -0.62 1.54 -0.12 0.102
12/29/1994 384.30 0.60 4.08 0.12 1.56 0.96 0.103
12/30/1994 382.75 -0.40 4.08 0.00 1.56 0.32 0.103
1/2/1995 382.75 0.00 4.08 0.00 1.56 0.00 0.103
1/3/1995 380.30 -0.64 4.06 0.49 1.56 -0.11 0.104
1/4/1995 376.10 -1.10 4.03 0.74 1.56 -0.03 0.104
1/5/1995 374.50 -0.43 4.05 -0.57 1.56 0.06 0.104
1/6/1995 375.75 0.33 4.07 -0.42 1.55 -0.63 0.104
1/9/1995 373.00 -0.73 4.09 -0.37 1.55 0.06 0.104
1/10/1995 374.70 0.46 4.11 -0.61 1.56 0.37 0.104
1/11/1995 375.90 0.32 4.18 -1.70 1.56 0.01 0.104
1/12/1995 381.10 1.38 4.22 -0.96 1.57 0.55 0.105
1/13/1995 379.20 -0.50 4.21 0.23 1.57 0.04 0.106
1/16/1995 377.60 -0.42 4.21 0.00 1.57 0.01 0.106
1/17/1995 380.00 0.64 4.17 0.89 1.57 -0.23 0.106

Page 75
Historical Price Series

1/18/1995 383.00 0.79 4.11 1.51 1.57 0.34 0.106


1/19/1995 383.00 0.00 4.16 -1.09 1.57 -0.13 0.106
1/20/1995 384.10 0.29 4.13 0.60 1.58 0.80 0.109
1/23/1995 381.10 -0.78 4.18 -1.09 1.59 0.78 0.114
1/24/1995 381.30 0.05 4.15 0.72 1.60 0.11 0.116
1/25/1995 381.35 0.01 4.14 0.24 1.59 -0.37 0.116
1/26/1995 381.00 -0.09 4.10 0.85 1.59 0.09 0.116
1/27/1995 378.35 -0.70 4.05 1.22 1.59 0.01 0.117
1/30/1995 375.60 -0.73 4.08 -0.62 1.59 -0.08 0.117
1/31/1995 374.70 -0.24 4.10 -0.69 1.59 -0.21 0.118
2/1/1995 376.20 0.40 4.05 1.29 1.58 -0.37 0.118
2/2/1995 376.10 -0.03 4.06 -0.12 1.58 0.04 0.118
2/3/1995 375.90 -0.05 4.07 -0.25 1.56 -1.10 0.118
2/6/1995 375.00 -0.24 4.04 0.62 1.56 -0.31 0.119
2/7/1995 374.80 -0.05 3.98 1.53 1.56 -0.17 0.119
2/8/1995 374.80 0.00 3.99 -0.30 1.55 -0.28 0.120
2/9/1995 375.90 0.29 4.00 -0.25 1.56 0.18 0.120
2/10/1995 376.60 0.19 4.00 0.12 1.56 0.33 0.120
2/13/1995 374.60 -0.53 3.96 1.00 1.56 0.18 0.120
2/14/1995 375.90 0.35 3.98 -0.65 1.56 -0.44 0.122
2/15/1995 376.40 0.13 3.91 1.78 1.56 0.44 0.122
2/16/1995 377.10 0.19 3.92 -0.13 1.58 0.81 0.126
2/17/1995 378.40 0.34 3.89 0.62 1.58 0.00 0.128
2/20/1995 379.40 0.26 3.89 0.00 1.58 0.49 0.129
2/21/1995 378.80 -0.16 3.81 2.08 1.58 -0.18 0.129
2/22/1995 378.95 0.04 3.84 -0.79 1.59 0.40 0.130
2/23/1995 379.00 0.01 3.84 0.00 1.59 0.26 0.130
2/24/1995 375.90 -0.82 3.87 -0.78 1.58 -0.64 0.130
2/27/1995 376.10 0.05 3.92 -1.16 1.58 0.08 0.130
2/28/1995 376.50 0.11 3.91 0.13 1.58 -0.14 0.130
3/1/1995 375.05 -0.39 3.91 0.00 1.58 0.02 0.131
3/2/1995 375.40 0.09 3.92 -0.26 1.59 0.56 0.131
3/3/1995 376.90 0.40 3.88 1.02 1.62 2.23 0.131
3/6/1995 378.40 0.40 3.86 0.64 1.64 1.01 0.131
3/7/1995 382.00 0.95 3.83 0.65 1.62 -1.07 0.132
3/8/1995 381.40 -0.16 3.81 0.65 1.62 -0.01 0.133
3/9/1995 381.60 0.05 3.75 1.45 1.62 -0.29 0.134
3/10/1995 381.50 -0.03 3.76 -0.27 1.58 -2.31 0.141
3/13/1995 385.50 1.05 3.70 1.60 1.59 0.63 0.141
3/14/1995 384.90 -0.16 3.63 1.91 1.59 -0.23 0.142
3/15/1995 386.60 0.44 3.60 0.72 1.60 0.55 0.142
3/16/1995 383.60 -0.78 3.57 0.92 1.59 -0.29 0.142
3/17/1995 383.00 -0.16 3.60 -0.78 1.58 -0.49 0.143
3/20/1995 382.50 -0.13 3.63 -0.89 1.58 -0.13 0.143
3/21/1995 382.90 0.10 3.63 0.00 1.58 -0.11 0.144
3/22/1995 382.40 -0.13 3.61 0.54 1.59 0.49 0.146
3/23/1995 383.80 0.37 3.60 0.27 1.59 0.36 0.151
3/24/1995 382.00 -0.47 3.61 -0.20 1.59 -0.03 0.151
3/27/1995 381.90 -0.03 3.61 0.01 1.60 0.21 0.152
3/28/1995 382.15 0.07 3.60 0.24 1.60 0.26 0.152
3/29/1995 383.30 0.30 3.59 0.34 1.61 0.76 0.152
3/30/1995 383.40 0.03 3.60 -0.35 1.60 -1.00 0.153

Page 76
Historical Price Series

3/31/1995 391.75 2.18 3.59 0.25 1.63 2.01 0.153


4/3/1995 391.90 0.04 3.59 0.11 1.62 -0.73 0.154
4/4/1995 391.90 0.00 3.59 -0.11 1.61 -0.74 0.154
4/5/1995 392.30 0.10 3.59 -0.11 1.60 -0.09 0.154
4/6/1995 394.00 0.43 3.59 0.05 1.61 0.31 0.155
4/7/1995 393.50 -0.13 3.59 0.06 1.61 -0.11 0.155
4/10/1995 389.20 -1.09 3.60 -0.22 1.59 -0.83 0.156
4/11/1995 390.40 0.31 3.60 -0.13 1.60 0.17 0.156
4/12/1995 390.10 -0.08 3.61 -0.07 1.59 -0.49 0.157
4/13/1995 389.10 -0.26 3.61 -0.16 1.60 0.98 0.157
4/14/1995 389.10 0.00 3.61 0.00 1.60 -0.06 0.157
4/17/1995 389.10 0.00 3.61 0.00 1.62 0.78 0.157
4/18/1995 393.90 1.23 3.59 0.52 1.61 -0.17 0.157
4/19/1995 396.70 0.71 3.59 0.06 1.62 0.25 0.159
4/20/1995 393.50 -0.81 3.60 -0.32 1.61 -0.27 0.159
4/21/1995 390.50 -0.76 3.61 -0.28 1.61 -0.38 0.159
4/24/1995 391.40 0.23 3.61 0.12 1.61 0.10 0.160
4/25/1995 390.00 -0.36 3.61 -0.15 1.61 0.38 0.160
4/26/1995 388.60 -0.36 3.62 -0.07 1.61 -0.20 0.162
4/27/1995 387.30 -0.33 3.62 0.00 1.62 0.43 0.164
4/28/1995 388.60 0.34 3.62 -0.06 1.61 -0.53 0.166
5/1/1995 387.40 -0.31 3.62 0.00 1.62 0.43 0.171
5/2/1995 388.60 0.31 3.62 -0.17 1.61 -0.15 0.171
5/3/1995 388.60 0.00 3.63 -0.14 1.62 0.16 0.175
5/4/1995 390.50 0.49 3.63 -0.11 1.62 0.07 0.175
5/5/1995 389.20 -0.33 3.63 0.19 1.60 -1.03 0.177
5/8/1995 389.20 0.00 3.62 0.10 1.61 0.41 0.177
5/9/1995 388.10 -0.28 3.63 -0.10 1.59 -1.16 0.177
5/10/1995 383.30 -1.24 3.63 -0.23 1.58 -0.55 0.179
5/11/1995 384.20 0.23 3.64 -0.11 1.57 -0.65 0.181
5/12/1995 383.50 -0.18 3.65 -0.37 1.57 0.16 0.182
5/15/1995 384.40 0.23 3.66 -0.11 1.56 -0.79 0.182
5/16/1995 384.75 0.09 3.66 -0.05 1.57 0.56 0.182
5/17/1995 383.95 -0.21 3.66 -0.05 1.57 0.07 0.182
5/18/1995 382.90 -0.27 3.69 -0.87 1.56 -0.40 0.183
5/19/1995 383.40 0.13 3.69 -0.02 1.57 0.64 0.183
5/22/1995 382.20 -0.31 3.69 -0.03 1.57 -0.41 0.183
5/23/1995 382.30 0.03 3.69 0.07 1.57 0.25 0.184
5/24/1995 383.70 0.37 3.70 -0.27 1.58 0.25 0.184
5/25/1995 385.70 0.52 3.69 0.35 1.60 1.76 0.185
5/26/1995 387.00 0.34 3.67 0.56 1.61 0.25 0.186
5/29/1995 387.00 0.00 3.67 0.00 1.60 -0.55 0.186
5/30/1995 384.90 -0.54 3.66 0.17 1.60 0.14 0.187
5/31/1995 384.15 -0.19 3.68 -0.53 1.59 -0.73 0.189
6/1/1995 384.30 0.04 3.69 -0.15 1.59 0.16 0.192
6/2/1995 384.15 -0.04 3.67 0.39 1.59 -0.01 0.192
6/5/1995 383.35 -0.21 3.68 -0.16 1.59 0.23 0.193
6/6/1995 384.45 0.29 3.68 0.03 1.59 -0.42 0.194
6/7/1995 385.90 0.38 3.68 -0.02 1.59 0.26 0.196
6/8/1995 385.60 -0.08 3.68 -0.10 1.59 -0.23 0.196
6/9/1995 388.20 0.67 3.68 0.16 1.60 0.67 0.196
6/12/1995 387.55 -0.17 3.68 0.00 1.60 -0.16 0.196

Page 77
Historical Price Series

6/13/1995 387.40 -0.04 3.67 0.18 1.59 -0.12 0.198


6/14/1995 388.00 0.15 3.67 0.07 1.61 0.96 0.199
6/15/1995 389.80 0.46 3.67 -0.17 1.60 -0.89 0.199
6/16/1995 390.30 0.13 3.66 0.27 1.61 0.78 0.200
6/19/1995 391.20 0.23 3.66 -0.07 1.60 -0.58 0.200
6/20/1995 390.60 -0.15 3.66 0.00 1.60 0.31 0.201
6/21/1995 390.70 0.03 3.65 0.33 1.60 0.07 0.201
6/22/1995 389.85 -0.22 3.64 0.27 1.61 0.14 0.202
6/23/1995 389.75 -0.03 3.65 -0.08 1.60 -0.17 0.203
6/26/1995 389.15 -0.15 3.63 0.33 1.58 -1.25 0.204
6/27/1995 389.25 0.03 3.64 -0.04 1.58 -0.01 0.205
6/28/1995 387.60 -0.42 3.64 -0.25 1.58 -0.17 0.207
6/29/1995 387.90 0.08 3.65 -0.15 1.59 0.47 0.208
6/30/1995 385.70 -0.57 3.64 0.37 1.59 0.14 0.209
7/3/1995 384.70 -0.26 3.63 0.12 1.60 0.53 0.210
7/4/1995 384.90 0.05 3.63 0.00 1.60 -0.27 0.210
7/5/1995 383.90 -0.26 3.63 -0.07 1.59 -0.20 0.211
7/6/1995 384.35 0.12 3.63 0.01 1.60 0.43 0.214
7/7/1995 386.00 0.43 3.64 -0.29 1.59 -0.33 0.215
7/10/1995 385.95 -0.01 3.64 -0.01 1.59 -0.28 0.219
7/11/1995 385.30 -0.17 3.65 -0.14 1.59 0.00 0.221
7/12/1995 387.60 0.60 3.65 -0.05 1.59 0.16 0.221
7/13/1995 388.80 0.31 3.65 0.04 1.60 0.48 0.221
7/14/1995 389.40 0.15 3.65 0.04 1.60 -0.23 0.222
7/17/1995 389.00 -0.10 3.65 -0.01 1.59 -0.09 0.222
7/18/1995 389.50 0.13 3.65 0.08 1.60 0.13 0.223
7/19/1995 391.10 0.41 3.64 0.14 1.60 -0.01 0.225
7/20/1995 387.20 -1.00 3.64 0.06 1.60 0.21 0.230
7/21/1995 385.90 -0.34 3.64 -0.10 1.59 -0.36 0.230
7/24/1995 386.40 0.13 3.64 0.07 1.60 0.23 0.230
7/25/1995 386.85 0.12 3.63 0.16 1.59 -0.59 0.230
7/26/1995 386.10 -0.19 3.64 -0.06 1.60 0.54 0.231
7/27/1995 385.60 -0.13 3.63 0.16 1.60 -0.04 0.235
7/28/1995 383.40 -0.57 3.63 0.14 1.60 0.38 0.235
7/31/1995 383.10 -0.08 3.62 0.15 1.60 -0.11 0.235
8/1/1995 382.40 -0.18 3.61 0.15 1.60 -0.08 0.235
8/2/1995 382.75 0.09 3.62 -0.22 1.60 0.08 0.237
8/3/1995 384.00 0.33 3.62 0.12 1.61 0.33 0.240
8/4/1995 383.50 -0.13 3.61 0.10 1.61 0.22 0.242
8/7/1995 384.20 0.18 3.61 0.19 1.60 -0.35 0.243
8/8/1995 384.35 0.04 3.61 -0.08 1.60 -0.04 0.244
8/9/1995 384.60 0.07 3.61 0.00 1.60 -0.16 0.246
8/10/1995 384.20 -0.10 3.61 -0.11 1.59 -0.72 0.247
8/11/1995 384.00 -0.05 3.63 -0.51 1.58 -0.71 0.248
8/14/1995 384.20 0.05 3.63 -0.04 1.58 -0.08 0.250
8/15/1995 386.60 0.62 3.66 -0.69 1.55 -1.45 0.250
8/16/1995 382.70 -1.01 3.66 0.10 1.55 -0.06 0.251
8/17/1995 384.60 0.50 3.65 0.04 1.54 -0.86 0.254
8/18/1995 384.60 0.00 3.65 0.00 1.55 0.38 0.255
8/21/1995 384.30 -0.08 3.66 -0.08 1.54 -0.24 0.255
8/22/1995 383.70 -0.16 3.66 -0.14 1.54 -0.23 0.256
8/23/1995 383.00 -0.18 3.66 0.19 1.54 0.34 0.257

Page 78
Historical Price Series

8/24/1995 383.40 0.10 3.66 -0.16 1.54 -0.09 0.258


8/25/1995 382.60 -0.21 3.66 0.01 1.54 0.17 0.259
8/28/1995 382.60 0.00 3.66 0.11 1.55 0.51 0.260
8/29/1995 383.20 0.16 3.66 -0.03 1.55 -0.31 0.262
8/30/1995 382.30 -0.23 3.66 -0.08 1.54 -0.20 0.263
8/31/1995 382.30 0.00 3.66 0.11 1.55 0.33 0.264
9/1/1995 381.05 -0.33 3.66 -0.10 1.55 0.22 0.265
9/4/1995 379.95 -0.29 3.66 0.00 1.55 0.01 0.266
9/5/1995 379.25 -0.18 3.66 0.00 1.56 0.30 0.269
9/6/1995 380.35 0.29 3.66 -0.08 1.55 -0.61 0.271
9/7/1995 381.95 0.42 3.66 0.04 1.55 0.23 0.275
9/8/1995 382.55 0.16 3.67 -0.18 1.55 -0.19 0.279
9/11/1995 382.35 -0.05 3.66 0.20 1.55 -0.01 0.280
9/12/1995 384.25 0.50 3.66 -0.03 1.55 0.32 0.281
9/13/1995 384.65 0.10 3.66 -0.07 1.55 -0.26 0.286
9/14/1995 385.50 0.22 3.61 1.42 1.55 -0.12 0.287
9/15/1995 385.65 0.04 3.68 -1.79 1.55 0.36 0.287
9/18/1995 385.50 -0.04 3.68 0.04 1.54 -0.53 0.287
9/19/1995 384.65 -0.22 3.68 -0.05 1.55 0.05 0.287
9/20/1995 384.75 0.03 3.68 0.00 1.55 0.44 0.288
9/21/1995 384.15 -0.16 3.66 0.50 1.57 1.03 0.288
9/22/1995 383.25 -0.23 3.66 0.00 1.58 0.78 0.289
9/25/1995 382.85 -0.10 3.66 0.08 1.57 -0.56 0.290
9/26/1995 383.75 0.24 3.65 0.07 1.57 -0.17 0.290
9/27/1995 383.65 -0.03 3.65 0.16 1.57 0.13 0.290
9/28/1995 383.55 -0.03 3.65 -0.03 1.58 0.71 0.292
9/29/1995 383.75 0.05 3.65 -0.04 1.58 0.04 0.293
10/2/1995 382.65 -0.29 3.66 -0.26 1.59 0.28 0.293
10/3/1995 382.35 -0.08 3.66 -0.11 1.58 -0.40 0.295
10/4/1995 382.85 0.13 3.66 0.08 1.58 0.06 0.296
10/5/1995 383.25 0.10 3.66 -0.10 1.58 0.05 0.298
10/6/1995 383.15 -0.03 3.66 0.10 1.58 -0.10 0.298
10/9/1995 384.65 0.39 3.66 0.00 1.58 0.25 0.300
10/10/1995 385.45 0.21 3.65 0.23 1.58 -0.45 0.300
10/11/1995 384.65 -0.21 3.65 -0.01 1.57 -0.29 0.301
10/12/1995 384.60 -0.01 3.66 -0.10 1.57 -0.04 0.304
10/13/1995 384.15 -0.12 3.66 -0.05 1.57 0.00 0.305
10/16/1995 383.95 -0.05 3.66 0.07 1.58 0.25 0.305
10/17/1995 383.50 -0.12 3.65 0.09 1.57 -0.16 0.305
10/18/1995 383.80 0.08 3.65 0.03 1.57 -0.26 0.305
10/19/1995 382.05 -0.46 3.65 0.01 1.57 0.11 0.306
10/20/1995 382.05 0.00 3.64 0.21 1.58 0.29 0.307
10/23/1995 382.75 0.18 3.64 0.19 1.58 0.32 0.308
10/24/1995 382.40 -0.09 3.64 -0.01 1.58 0.03 0.309
10/25/1995 382.95 0.14 3.64 -0.04 1.58 -0.13 0.310
10/26/1995 383.05 0.03 3.64 0.05 1.57 -0.34 0.310
10/27/1995 382.75 -0.08 3.64 0.01 1.58 0.38 0.310
10/30/1995 382.50 -0.07 3.65 -0.36 1.58 -0.19 0.311
10/31/1995 382.75 0.07 3.65 0.03 1.58 0.05 0.312
11/1/1995 382.25 -0.13 3.65 0.00 1.58 0.04 0.314
11/2/1995 382.15 -0.03 3.65 -0.01 1.58 0.16 0.316
11/3/1995 382.75 0.16 3.65 -0.04 1.58 -0.07 0.320

Page 79
Historical Price Series

11/6/1995 382.25 -0.13 3.64 0.21 1.58 0.01 0.323


11/7/1995 384.45 0.58 3.64 0.01 1.58 -0.12 0.324
11/8/1995 385.00 0.14 3.64 0.12 1.58 0.13 0.324
11/9/1995 385.05 0.01 3.64 -0.08 1.58 -0.11 0.324
11/10/1995 388.95 1.01 3.63 0.14 1.58 -0.20 0.327
11/13/1995 388.00 -0.24 3.64 -0.03 1.56 -1.05 0.327
11/14/1995 385.95 -0.53 3.64 -0.23 1.56 0.34 0.331
11/15/1995 385.75 -0.05 3.64 0.11 1.56 -0.39 0.333
11/16/1995 385.40 -0.09 3.65 -0.17 1.56 -0.10 0.334
11/17/1995 386.75 0.35 3.65 -0.06 1.55 -0.27 0.335
11/20/1995 386.45 -0.08 3.65 -0.15 1.55 -0.37 0.336
11/21/1995 386.45 0.00 3.65 0.19 1.56 0.82 0.337
11/22/1995 384.95 -0.39 3.65 -0.07 1.56 0.15 0.337
11/23/1995 382.70 -0.58 3.65 0.00 1.56 0.10 0.337
11/24/1995 383.65 0.25 3.65 -0.13 1.56 -0.13 0.338
11/27/1995 384.50 0.22 3.66 -0.16 1.55 -0.58 0.339
11/28/1995 388.65 1.08 3.66 -0.03 1.55 -0.34 0.340
11/29/1995 389.50 0.22 3.66 -0.03 1.53 -0.80 0.345
11/30/1995 387.85 -0.42 3.66 -0.04 1.53 -0.29 0.347
12/1/1995 386.45 -0.36 3.67 -0.17 1.53 0.08 0.350
12/4/1995 386.35 -0.03 3.66 0.23 1.53 0.17 0.354
12/5/1995 386.75 0.10 3.66 -0.09 1.54 0.46 0.356
12/6/1995 388.35 0.41 3.67 -0.11 1.54 -0.01 0.358
12/7/1995 388.75 0.10 3.67 0.04 1.54 -0.16 0.362
12/8/1995 389.25 0.13 3.67 -0.04 1.53 -0.68 0.363
12/11/1995 389.50 0.06 3.67 0.01 1.53 0.41 0.363
12/12/1995 388.75 -0.19 3.67 -0.02 1.53 -0.15 0.365
12/13/1995 387.85 -0.23 3.67 0.00 1.53 0.07 0.365
12/14/1995 385.95 -0.49 3.67 0.03 1.54 0.44 0.366
12/15/1995 386.00 0.01 3.67 0.01 1.54 0.01 0.366
12/18/1995 387.25 0.32 3.66 0.09 1.54 -0.05 0.366
12/19/1995 388.00 0.19 3.67 -0.06 1.54 0.31 0.368
12/20/1995 387.75 -0.06 3.66 0.05 1.54 -0.34 0.368
12/21/1995 387.75 0.00 3.66 0.05 1.54 0.07 0.371
12/22/1995 387.50 -0.06 3.66 -0.04 1.54 0.16 0.371
12/25/1995 387.50 0.00 3.66 0.00 1.54 0.00 0.372
12/26/1995 387.50 0.00 3.66 0.00 1.56 0.88 0.374
12/27/1995 387.25 -0.06 3.65 0.31 1.56 0.35 0.377
12/28/1995 386.95 -0.08 3.65 0.08 1.56 -0.28 0.379
12/29/1995 387.05 0.03 3.65 0.08 1.55 -0.23 0.379
1/1/1996 387.05 0.00 3.65 0.00 1.55 0.00 0.380
1/2/1996 389.60 0.66 3.64 0.06 1.56 0.27 0.381
1/3/1996 393.75 1.07 3.63 0.30 1.55 -0.37 0.385
1/4/1996 393.55 -0.05 3.63 0.07 1.55 -0.13 0.386
1/5/1996 396.25 0.69 3.63 0.06 1.55 0.23 0.391
1/8/1996 396.25 0.00 3.63 -0.10 1.55 -0.18 0.391
1/9/1996 394.55 -0.43 3.63 0.12 1.55 -0.28 0.394
1/10/1996 398.75 1.06 3.62 0.11 1.55 -0.03 0.397
1/11/1996 398.95 0.05 3.63 -0.14 1.54 -0.02 0.398
1/12/1996 399.35 0.10 3.63 -0.12 1.55 0.16 0.398
1/15/1996 395.20 -1.04 3.64 -0.04 1.55 -0.10 0.399
1/16/1996 397.30 0.53 3.64 -0.20 1.54 -0.46 0.400

Page 80
Historical Price Series

1/17/1996 397.40 0.03 3.64 0.00 1.53 -0.53 0.400


1/18/1996 397.40 0.00 3.65 -0.10 1.52 -0.57 0.400
1/19/1996 396.85 -0.14 3.65 -0.08 1.51 -0.74 0.405
1/22/1996 402.25 1.36 3.65 0.03 1.51 0.29 0.408
1/23/1996 402.90 0.16 3.65 0.04 1.51 -0.06 0.411
1/24/1996 402.85 -0.01 3.65 -0.12 1.51 -0.07 0.413
1/25/1996 407.40 1.13 3.65 0.10 1.51 0.11 0.413
1/26/1996 407.40 0.00 3.66 -0.23 1.50 -0.77 0.414
1/29/1996 407.75 0.09 3.65 0.03 1.51 0.33 0.421
1/30/1996 405.35 -0.59 3.65 0.03 1.50 -0.24 0.423
1/31/1996 405.75 0.10 3.65 0.08 1.51 0.45 0.423
2/1/1996 410.55 1.18 3.65 0.01 1.51 0.14 0.423
2/2/1996 415.40 1.18 3.65 -0.04 1.52 0.38 0.423
2/5/1996 414.75 -0.16 3.65 0.16 1.53 0.91 0.426
2/6/1996 411.05 -0.89 3.64 0.08 1.54 0.50 0.426
2/7/1996 412.25 0.29 3.64 -0.01 1.54 -0.16 0.429
2/8/1996 408.05 -1.02 3.65 -0.08 1.54 -0.06 0.433
2/9/1996 407.15 -0.22 3.65 0.02 1.53 -0.33 0.434
2/12/1996 404.05 -0.76 3.65 -0.05 1.53 -0.07 0.437
2/13/1996 401.95 -0.52 3.65 -0.01 1.53 0.16 0.438
2/14/1996 402.75 0.20 3.65 0.08 1.54 0.33 0.441
2/15/1996 404.35 0.40 3.66 -0.31 1.54 -0.05 0.442
2/16/1996 404.55 0.05 3.77 -3.13 1.55 0.69 0.443
2/19/1996 405.50 0.23 3.77 0.00 1.55 -0.08 0.446
2/20/1996 402.35 -0.78 3.86 -2.36 1.54 -0.17 0.450
2/21/1996 397.15 -1.29 3.96 -2.59 1.54 0.01 0.454
2/22/1996 401.55 1.11 3.92 1.01 1.54 -0.08 0.456
2/23/1996 397.75 -0.95 3.85 1.79 1.54 -0.19 0.456
2/26/1996 399.95 0.55 3.83 0.53 1.54 -0.03 0.457
2/27/1996 399.15 -0.20 3.83 0.10 1.54 -0.06 0.462
2/28/1996 397.25 -0.48 3.81 0.42 1.54 -0.25 0.462
2/29/1996 401.35 1.03 3.86 -1.34 1.53 -0.27 0.464
3/1/1996 398.65 -0.67 3.89 -0.83 1.53 -0.16 0.468
3/4/1996 393.65 -1.25 3.90 -0.26 1.53 -0.01 0.468
3/5/1996 393.35 -0.08 3.87 0.77 1.53 -0.03 0.475
3/6/1996 393.65 0.08 3.88 -0.18 1.53 0.10 0.477
3/7/1996 394.05 0.10 3.89 -0.32 1.53 0.03 0.483
3/8/1996 395.25 0.30 3.92 -0.78 1.53 -0.24 0.485
3/11/1996 396.45 0.30 3.94 -0.38 1.52 -0.13 0.487
3/12/1996 396.10 -0.09 3.93 0.20 1.52 -0.28 0.489
3/13/1996 396.90 0.20 3.90 0.64 1.52 0.23 0.494
3/14/1996 395.95 -0.24 3.93 -0.77 1.52 0.07 0.495
3/15/1996 395.45 -0.13 3.94 -0.14 1.52 -0.05 0.496
3/18/1996 394.95 -0.13 3.93 0.27 1.53 0.52 0.497
3/19/1996 395.55 0.15 3.93 -0.03 1.53 0.04 0.502
3/20/1996 395.00 -0.14 3.93 0.10 1.54 0.24 0.504
3/21/1996 396.80 0.46 3.93 0.00 1.54 0.08 0.504
3/22/1996 397.55 0.19 3.92 0.18 1.53 -0.16 0.504
3/25/1996 398.15 0.15 3.93 -0.30 1.53 -0.63 0.506
3/26/1996 400.05 0.48 3.94 -0.31 1.52 -0.19 0.506
3/27/1996 400.05 0.00 3.99 -1.13 1.52 -0.25 0.507
3/28/1996 398.55 -0.37 3.99 -0.14 1.52 0.32 0.507

Page 81
Historical Price Series

3/29/1996 396.55 -0.50 3.98 0.30 1.53 0.21 0.509


4/1/1996 394.75 -0.45 4.01 -0.72 1.53 -0.07 0.509
4/2/1996 394.35 -0.10 4.00 0.16 1.52 -0.07 0.511
4/3/1996 394.95 0.15 4.14 -3.40 1.53 0.10 0.512
4/4/1996 393.75 -0.30 4.12 0.60 1.53 0.10 0.515
4/5/1996 393.75 0.00 4.06 1.44 1.53 0.09 0.515
4/8/1996 393.75 0.00 4.12 -1.46 1.53 0.12 0.519
4/9/1996 396.05 0.58 4.16 -0.97 1.53 -0.37 0.520
4/10/1996 394.65 -0.35 4.19 -0.72 1.52 -0.56 0.521
4/11/1996 396.25 0.41 4.15 0.78 1.51 -0.18 0.525
4/12/1996 394.15 -0.53 4.17 -0.42 1.51 -0.18 0.529
4/15/1996 392.65 -0.38 4.21 -0.96 1.51 -0.20 0.531
4/16/1996 392.45 -0.05 4.23 -0.53 1.51 0.01 0.531
4/17/1996 391.45 -0.25 4.23 0.00 1.51 0.02 0.535
4/18/1996 391.45 0.00 4.25 -0.41 1.51 -0.07 0.535
4/19/1996 391.15 -0.08 4.26 -0.29 1.52 0.68 0.538
4/22/1996 391.45 0.08 4.25 0.23 1.51 -0.42 0.539
4/23/1996 392.05 0.15 4.24 0.41 1.51 0.21 0.544
4/24/1996 390.90 -0.29 4.26 -0.59 1.51 -0.11 0.544
4/25/1996 394.25 0.86 4.41 -3.40 1.51 -0.09 0.548
4/26/1996 391.90 -0.60 4.46 -1.14 1.51 -0.09 0.550
4/29/1996 391.15 -0.19 4.37 1.91 1.51 -0.08 0.551
4/30/1996 391.75 0.15 4.34 0.63 1.50 -0.54 0.553
5/1/1996 393.95 0.56 4.34 0.00 1.50 -0.27 0.557
5/2/1996 393.25 -0.18 4.36 -0.46 1.50 0.19 0.559
5/3/1996 394.45 0.31 4.39 -0.57 1.50 0.21 0.561
5/6/1996 394.45 0.00 4.40 -0.28 1.51 0.27 0.562
5/7/1996 393.65 -0.20 4.39 0.34 1.51 0.32 0.568
5/8/1996 394.85 0.30 4.48 -2.17 1.52 0.32 0.569
5/9/1996 392.65 -0.56 4.52 -0.78 1.52 0.46 0.571
5/10/1996 392.55 -0.03 4.41 2.44 1.52 -0.04 0.573
5/13/1996 391.35 -0.31 4.37 0.79 1.51 -0.56 0.574
5/14/1996 391.75 0.10 4.33 0.92 1.52 0.08 0.574
5/15/1996 392.70 0.24 4.32 0.17 1.51 -0.15 0.576
5/16/1996 391.95 -0.19 4.36 -0.75 1.51 -0.09 0.581
5/17/1996 391.95 0.00 4.32 0.80 1.52 0.26 0.584
5/20/1996 391.25 -0.18 4.32 -0.06 1.51 -0.23 0.589
5/21/1996 390.00 -0.32 4.33 -0.17 1.51 0.09 0.593
5/22/1996 391.65 0.42 4.34 -0.32 1.51 -0.22 0.597
5/23/1996 391.75 0.03 4.37 -0.49 1.51 0.16 0.597
5/24/1996 390.70 -0.27 4.36 0.06 1.51 0.02 0.602
5/27/1996 390.70 0.00 4.36 0.00 1.51 0.00 0.605
5/28/1996 392.15 0.37 4.40 -0.74 1.51 -0.03 0.609
5/29/1996 391.25 -0.23 4.39 0.17 1.52 0.46 0.610
5/30/1996 391.30 0.01 4.37 0.40 1.53 1.01 0.619
5/31/1996 390.95 -0.09 4.36 0.34 1.55 0.96 0.625
6/3/1996 390.85 -0.03 4.35 0.06 1.55 -0.01 0.630
6/4/1996 389.95 -0.23 4.37 -0.43 1.55 0.04 0.636
6/5/1996 387.65 -0.59 4.37 0.00 1.55 -0.11 0.637
6/6/1996 385.75 -0.49 4.36 0.32 1.54 -0.47 0.637
6/7/1996 385.45 -0.08 4.36 -0.15 1.54 0.05 0.641
6/10/1996 385.95 0.13 4.35 0.34 1.53 -0.67 0.652

Page 82
Historical Price Series

6/11/1996 384.05 -0.49 4.35 -0.05 1.54 0.27 0.653


6/12/1996 384.40 0.09 4.32 0.74 1.53 -0.07 0.658
6/13/1996 384.75 0.09 4.32 0.00 1.53 -0.33 0.659
6/14/1996 384.25 -0.13 4.36 -0.90 1.54 0.49 0.660
6/17/1996 384.95 0.18 4.36 0.00 1.55 0.54 0.661
6/18/1996 384.95 0.00 4.35 0.28 1.54 -0.10 0.661
6/19/1996 385.65 0.18 4.36 -0.23 1.54 0.00 0.674
6/20/1996 384.35 -0.34 4.36 -0.10 1.54 -0.14 0.678
6/21/1996 384.35 0.00 4.36 -0.01 1.54 -0.09 0.681
6/24/1996 384.40 0.01 4.36 0.00 1.54 -0.02 0.682
6/25/1996 385.25 0.22 4.36 0.00 1.54 0.06 0.686
6/26/1996 383.80 -0.38 4.36 0.00 1.54 0.10 0.690
6/27/1996 382.95 -0.22 4.36 0.00 1.55 0.23 0.691
6/28/1996 382.25 -0.18 4.33 0.72 1.55 0.50 0.693
7/1/1996 381.50 -0.20 4.36 -0.73 1.56 0.13 0.700
7/2/1996 381.80 0.08 4.36 0.00 1.56 0.03 0.701
7/3/1996 382.25 0.12 4.36 0.00 1.56 0.18 0.708
7/4/1996 380.90 -0.35 4.36 0.00 1.56 0.08 0.709
7/5/1996 381.70 0.21 4.34 0.55 1.56 -0.33 0.710
7/8/1996 382.15 0.12 4.36 -0.55 1.55 -0.05 0.710
7/9/1996 382.90 0.20 4.36 0.00 1.55 -0.17 0.711
7/10/1996 382.70 -0.05 4.33 0.69 1.55 0.12 0.712
7/11/1996 383.45 0.20 4.35 -0.35 1.56 0.14 0.712
7/12/1996 383.95 0.13 4.42 -1.59 1.55 -0.22 0.713
7/15/1996 383.25 -0.18 4.44 -0.57 1.55 -0.10 0.721
7/16/1996 385.45 0.57 4.43 0.17 1.56 0.44 0.742
7/17/1996 383.55 -0.49 4.39 0.97 1.55 -0.58 0.749
7/18/1996 383.75 0.05 4.39 0.00 1.55 -0.19 0.754
7/19/1996 385.15 0.36 4.39 -0.02 1.55 0.12 0.787
7/22/1996 384.95 -0.05 4.39 0.00 1.55 0.16 0.789
7/23/1996 384.05 -0.23 4.43 -0.93 1.55 0.06 0.789
7/24/1996 384.45 0.10 4.42 0.24 1.55 0.21 0.790
7/25/1996 385.05 0.16 4.43 -0.17 1.56 0.19 0.790
7/26/1996 385.15 0.03 4.46 -0.63 1.56 -0.12 0.792
7/29/1996 384.65 -0.13 4.45 0.04 1.56 0.18 0.796
7/30/1996 384.75 0.03 4.47 -0.26 1.56 -0.10 0.797
7/31/1996 385.35 0.16 4.51 -0.91 1.56 0.04 0.797
8/1/1996 386.50 0.30 4.51 0.01 1.56 0.01 0.810
8/2/1996 386.45 -0.01 4.48 0.61 1.54 -0.96 0.810
8/5/1996 389.75 0.85 4.46 0.38 1.54 0.10 0.810
8/6/1996 388.55 -0.31 4.48 -0.30 1.54 -0.41 0.819
8/7/1996 388.15 -0.10 4.50 -0.53 1.54 0.29 0.825
8/8/1996 388.15 0.00 4.51 -0.26 1.55 0.49 0.833
8/9/1996 387.55 -0.15 4.51 0.00 1.55 -0.01 0.835
8/12/1996 387.80 0.06 4.54 -0.72 1.55 0.15 0.840
8/13/1996 387.35 -0.12 4.54 0.17 1.55 -0.05 0.847
8/14/1996 386.50 -0.22 4.56 -0.55 1.55 -0.04 0.854
8/15/1996 386.30 -0.05 4.56 -0.05 1.55 0.01 0.857
8/16/1996 386.20 -0.03 4.55 0.24 1.55 -0.15 0.861
8/19/1996 386.60 0.10 4.56 -0.11 1.55 -0.18 0.866
8/20/1996 387.40 0.21 4.57 -0.19 1.55 0.11 0.874
8/21/1996 387.15 -0.06 4.56 0.08 1.55 0.22 0.880

Page 83
Historical Price Series

8/22/1996 386.95 -0.05 4.56 0.09 1.55 -0.13 0.880


8/23/1996 387.50 0.14 4.54 0.33 1.55 0.36 0.881
8/26/1996 387.50 0.00 4.53 0.22 1.56 0.18 0.896
8/27/1996 388.95 0.37 4.52 0.22 1.56 -0.08 0.910
8/28/1996 388.50 -0.12 4.51 0.33 1.56 0.23 0.924
8/29/1996 388.05 -0.12 4.51 -0.07 1.56 -0.12 0.927
8/30/1996 386.60 -0.37 4.49 0.48 1.56 0.36 0.932
9/2/1996 386.80 0.05 4.49 0.00 1.56 -0.22 0.944
9/3/1996 386.95 0.04 4.49 0.08 1.57 0.54 0.951
9/4/1996 385.40 -0.40 4.49 0.01 1.57 -0.15 0.954
9/5/1996 386.35 0.25 4.50 -0.30 1.57 0.15 0.956
9/6/1996 385.55 -0.21 4.51 -0.16 1.56 -0.29 0.983
9/9/1996 383.45 -0.54 4.50 0.22 1.56 -0.21 0.984
9/10/1996 383.45 0.00 4.49 0.03 1.56 -0.21 0.985
9/11/1996 383.65 0.05 4.48 0.40 1.55 -0.13 1.004
9/12/1996 382.05 -0.42 4.50 -0.57 1.56 0.04 1.006
9/13/1996 383.05 0.26 4.50 0.02 1.55 -0.06 1.013
9/16/1996 382.80 -0.07 4.49 0.32 1.56 0.15 1.019
9/17/1996 383.55 0.20 4.49 -0.03 1.56 -0.11 1.021
9/18/1996 383.35 -0.05 4.49 0.00 1.56 0.35 1.024
9/19/1996 382.85 -0.13 4.49 0.04 1.55 -0.62 1.032
9/20/1996 381.75 -0.29 4.49 0.00 1.56 0.27 1.048
9/23/1996 381.25 -0.13 4.51 -0.60 1.56 0.12 1.065
9/24/1996 382.05 0.21 4.51 0.00 1.56 0.07 1.065
9/25/1996 382.55 0.13 4.51 0.00 1.56 0.42 1.077
9/26/1996 380.90 -0.43 4.53 -0.48 1.56 -0.13 1.079
9/27/1996 381.15 0.07 4.53 0.01 1.56 0.08 1.088
9/30/1996 378.60 -0.67 4.53 -0.02 1.56 -0.02 1.108
10/1/1996 378.65 0.01 4.54 -0.10 1.56 0.08 1.129
10/2/1996 380.40 0.46 4.54 0.00 1.57 0.19 1.131
10/3/1996 379.35 -0.28 4.53 0.21 1.57 -0.09 1.141
10/4/1996 380.45 0.29 4.54 -0.20 1.56 -0.19 1.176
10/7/1996 380.15 -0.08 4.54 0.07 1.56 0.04 1.181
10/8/1996 381.15 0.26 4.54 -0.01 1.56 -0.04 1.183
10/9/1996 381.45 0.08 4.54 -0.09 1.56 0.08 1.225
10/10/1996 381.95 0.13 4.55 -0.32 1.57 0.12 1.234
10/11/1996 381.35 -0.16 4.54 0.24 1.58 0.57 1.274
10/14/1996 381.45 0.03 4.54 0.09 1.58 0.27 1.296
10/15/1996 381.45 0.00 4.54 -0.04 1.58 0.18 1.338
10/16/1996 381.75 0.08 4.55 -0.24 1.58 0.16 1.356
10/17/1996 380.45 -0.34 4.55 0.00 1.59 0.11 1.361
10/18/1996 380.15 -0.08 4.55 -0.03 1.59 0.29 1.362
10/21/1996 381.25 0.29 4.57 -0.26 1.59 -0.04 1.383
10/22/1996 383.65 0.63 4.57 -0.14 1.60 0.44 1.388
10/23/1996 383.60 -0.01 4.59 -0.27 1.60 -0.07 1.408
10/24/1996 383.70 0.03 4.59 -0.05 1.59 -0.31 1.411
10/25/1996 382.55 -0.30 4.62 -0.72 1.60 0.80 1.436
10/28/1996 383.15 0.16 4.67 -0.96 1.61 0.50 1.473
10/29/1996 381.50 -0.43 4.69 -0.51 1.61 -0.12 1.527
10/30/1996 380.05 -0.38 4.75 -1.19 1.63 1.39 1.551
10/31/1996 379.75 -0.08 4.70 1.02 1.63 -0.25 1.576
11/1/1996 377.95 -0.47 4.68 0.28 1.64 0.56 1.585

Page 84
Historical Price Series

11/4/1996 378.95 0.26 4.70 -0.28 1.65 0.57 1.617


11/5/1996 379.35 0.11 4.71 -0.18 1.65 -0.07 1.695
11/6/1996 377.95 -0.37 4.71 -0.12 1.64 -0.25 1.718
11/7/1996 380.45 0.66 4.70 0.21 1.647 0.30 1.847
11/8/1996 378.90 -0.41 4.71 -0.20 1.645 -0.12 1.852
11/11/1996 380.85 0.51 4.71 0.10 1.646 0.10 1.864
11/14/1996 382.80 0.51 4.70 0.10 1.648 0.10 2.136
11/17/1996 384.75 0.51 4.70 0.10 1.650 0.10 2.178
11/20/1996 386.70 0.51 4.69 0.10 1.651 0.10 2.209
11/23/1996 388.65 0.50 4.69 0.10 1.653 0.10 2.956
11/26/1996 390.60 0.50 4.68 0.10 1.654 0.10 3.360

Page 85
Historical Price Series

These columns are for interest only


and are not used in the VAR
calculation.

Ordered price changes (%)


Rand Sterling

-13.310 -3.233
-6.667 -2.681
-5.623 -2.615
-5.606 -2.540
-4.988 -2.526
-4.605 -2.324
-4.009 -2.310
-4.000 -2.302
-3.789 -2.253
-3.724 -1.984
-3.581 -1.982
-3.547 -1.945
-3.452 -1.936
-3.435 -1.887
-3.404 -1.771
-3.404 -1.722
-3.331 -1.669
-3.129 -1.657
-3.117 -1.637
-3.044 -1.630
-2.969 -1.616
-2.857 -1.612
-2.841 -1.609
-2.833 -1.606
-2.830 -1.573
-2.789 -1.528
-2.634 -1.528
-2.623 -1.509
-2.591 -1.508
-2.552 -1.506
-2.521 -1.493
-2.519 -1.477
-2.443 -1.447
-2.375 -1.447
-2.360 -1.397
-2.311 -1.379
-2.181 -1.342
-2.166 -1.297
-2.144 -1.293
-2.128 -1.287
-2.053 -1.247

Page 86
Historical Price Series

-2.030 -1.212
-2.021 -1.208
-2.013 -1.198
-1.983 -1.183
-1.887 -1.163
-1.882 -1.160
-1.876 -1.159
-1.856 -1.124
-1.818 -1.124
-1.812 -1.110
-1.791 -1.100
-1.781 -1.066
-1.774 -1.054
-1.742 -1.041
-1.709 -1.032
-1.703 -1.010
-1.669 -1.006
-1.663 -0.998
-1.640 -0.998
-1.635 -0.992
-1.615 -0.966
-1.613 -0.965
-1.613 -0.959
-1.609 -0.957
-1.592 -0.957
-1.569 -0.954
-1.567 -0.948
-1.566 -0.942
-1.546 -0.941
-1.506 -0.937
-1.505 -0.936
-1.491 -0.936
-1.484 -0.932
-1.460 -0.914
-1.458 -0.911
-1.458 -0.907
-1.456 -0.894
-1.453 -0.883
-1.448 -0.875
-1.425 -0.869
-1.421 -0.867
-1.405 -0.866
-1.389 -0.857
-1.363 -0.855
-1.362 -0.830
-1.359 -0.828
-1.358 -0.812
-1.339 -0.811
-1.338 -0.803
-1.332 -0.802
-1.316 -0.799
-1.313 -0.796

Page 87
Historical Price Series

-1.311 -0.789
-1.294 -0.783
-1.290 -0.777
-1.289 -0.775
-1.288 -0.772
-1.276 -0.760
-1.268 -0.755
-1.264 -0.749
-1.248 -0.743
-1.225 -0.736
-1.194 -0.736
-1.194 -0.731
-1.174 -0.731
-1.173 -0.729
-1.163 -0.726
-1.157 -0.725
-1.156 -0.724
-1.149 -0.722
-1.147 -0.714
-1.143 -0.707
-1.139 -0.706
-1.135 -0.705
-1.128 -0.699
-1.126 -0.699
-1.119 -0.698
-1.115 -0.690
-1.107 -0.683
-1.104 -0.683
-1.095 -0.679
-1.092 -0.677
-1.090 -0.676
-1.087 -0.675
-1.083 -0.674
-1.076 -0.666
-1.067 -0.665
-1.061 -0.663
-1.055 -0.653
-1.047 -0.646
-1.045 -0.646
-1.045 -0.645
-1.029 -0.641
-1.024 -0.641
-1.021 -0.639
-1.018 -0.638
-1.013 -0.636
-0.980 -0.633
-0.978 -0.632
-0.977 -0.630
-0.973 -0.626
-0.972 -0.625
-0.971 -0.624
-0.963 -0.624

Page 88
Historical Price Series

-0.959 -0.620
-0.957 -0.620
-0.957 -0.615
-0.935 -0.610
-0.934 -0.610
-0.924 -0.609
-0.921 -0.605
-0.920 -0.605
-0.913 -0.596
-0.907 -0.595
-0.903 -0.588
-0.894 -0.587
-0.892 -0.585
-0.875 -0.584
-0.866 -0.583
-0.863 -0.575
-0.861 -0.575
-0.860 -0.573
-0.857 -0.572
-0.853 -0.571
-0.837 -0.568
-0.835 -0.568
-0.829 -0.563
-0.821 -0.559
-0.820 -0.558
-0.795 -0.557
-0.794 -0.557
-0.792 -0.554
-0.791 -0.551
-0.791 -0.550
-0.787 -0.548
-0.785 -0.543
-0.784 -0.541
-0.784 -0.532
-0.781 -0.529
-0.781 -0.528
-0.780 -0.526
-0.776 -0.525
-0.768 -0.524
-0.768 -0.524
-0.761 -0.522
-0.759 -0.521
-0.752 -0.520
-0.752 -0.518
-0.750 -0.516
-0.750 -0.516
-0.745 -0.510
-0.744 -0.508
-0.741 -0.504
-0.739 -0.493
-0.735 -0.490
-0.733 -0.490

Page 89
Historical Price Series

-0.728 -0.489
-0.728 -0.489
-0.727 -0.488
-0.723 -0.487
-0.722 -0.484
-0.721 -0.484
-0.719 -0.478
-0.717 -0.475
-0.711 -0.472
-0.705 -0.472
-0.700 -0.469
-0.693 -0.468
-0.690 -0.467
-0.688 -0.466
-0.687 -0.464
-0.674 -0.463
-0.672 -0.460
-0.672 -0.460
-0.672 -0.459
-0.669 -0.454
-0.668 -0.453
-0.662 -0.443
-0.655 -0.442
-0.655 -0.441
-0.653 -0.439
-0.643 -0.437
-0.638 -0.437
-0.632 -0.435
-0.630 -0.431
-0.625 -0.429
-0.625 -0.424
-0.625 -0.422
-0.619 -0.422
-0.619 -0.420
-0.617 -0.420
-0.616 -0.420
-0.612 -0.417
-0.605 -0.415
-0.605 -0.414
-0.603 -0.412
-0.602 -0.407
-0.598 -0.406
-0.596 -0.404
-0.595 -0.403
-0.590 -0.403
-0.590 -0.402
-0.590 -0.401
-0.587 -0.401
-0.583 -0.399
-0.576 -0.398
-0.575 -0.390
-0.573 -0.389

Page 90
Historical Price Series

-0.571 -0.386
-0.570 -0.384
-0.570 -0.374
-0.569 -0.372
-0.566 -0.372
-0.566 -0.372
-0.563 -0.370
-0.553 -0.370
-0.552 -0.369
-0.551 -0.369
-0.548 -0.366
-0.545 -0.361
-0.542 -0.360
-0.541 -0.360
-0.541 -0.357
-0.541 -0.357
-0.541 -0.356
-0.541 -0.354
-0.538 -0.352
-0.534 -0.350
-0.533 -0.349
-0.525 -0.343
-0.525 -0.342
-0.518 -0.342
-0.514 -0.339
-0.512 -0.339
-0.512 -0.337
-0.507 -0.336
-0.497 -0.333
-0.490 -0.333
-0.486 -0.332
-0.485 -0.330
-0.483 -0.328
-0.481 -0.328
-0.477 -0.326
-0.476 -0.326
-0.476 -0.325
-0.461 -0.325
-0.456 -0.322
-0.453 -0.319
-0.444 -0.314
-0.442 -0.314
-0.440 -0.313
-0.438 -0.313
-0.429 -0.310
-0.426 -0.309
-0.425 -0.307
-0.424 -0.302
-0.424 -0.301
-0.421 -0.300
-0.420 -0.299
-0.419 -0.295

Page 91
Historical Price Series

-0.418 -0.293
-0.417 -0.293
-0.413 -0.292
-0.397 -0.289
-0.396 -0.288
-0.382 -0.288
-0.374 -0.288
-0.373 -0.287
-0.371 -0.285
-0.370 -0.285
-0.369 -0.284
-0.369 -0.283
-0.367 -0.282
-0.365 -0.282
-0.358 -0.282
-0.354 -0.281
-0.354 -0.281
-0.353 -0.279
-0.351 -0.278
-0.351 -0.276
-0.345 -0.276
-0.345 -0.275
-0.337 -0.274
-0.335 -0.273
-0.333 -0.272
-0.331 -0.272
-0.326 -0.270
-0.326 -0.269
-0.325 -0.269
-0.324 -0.269
-0.324 -0.267
-0.322 -0.264
-0.321 -0.264
-0.320 -0.261
-0.319 -0.261
-0.319 -0.254
-0.319 -0.253
-0.316 -0.253
-0.313 -0.251
-0.310 -0.250
-0.309 -0.249
-0.308 -0.247
-0.305 -0.245
-0.303 -0.242
-0.302 -0.242
-0.301 -0.240
-0.299 -0.239
-0.294 -0.239
-0.293 -0.239
-0.293 -0.238
-0.293 -0.237
-0.292 -0.236

Page 92
Historical Price Series

-0.292 -0.235
-0.292 -0.234
-0.292 -0.233
-0.292 -0.233
-0.290 -0.233
-0.289 -0.232
-0.287 -0.232
-0.286 -0.231
-0.285 -0.231
-0.284 -0.230
-0.279 -0.230
-0.278 -0.229
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-0.275 -0.226
-0.274 -0.226
-0.274 -0.225
-0.274 -0.225
-0.273 -0.224
-0.271 -0.222
-0.270 -0.221
-0.267 -0.219
-0.265 -0.215
-0.264 -0.212
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-0.258 -0.210
-0.257 -0.207
-0.256 -0.203
-0.256 -0.201
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-0.248 -0.201
-0.248 -0.201
-0.247 -0.200
-0.242 -0.200
-0.241 -0.199
-0.236 -0.198
-0.234 -0.194
-0.232 -0.193
-0.230 -0.192
-0.228 -0.190
-0.227 -0.190
-0.226 -0.188
-0.225 -0.188
-0.225 -0.187
-0.224 -0.187
-0.222 -0.185
-0.222 -0.183
-0.221 -0.181
-0.221 -0.180
-0.220 -0.178
-0.220 -0.175
-0.220 -0.175

Page 93
Historical Price Series

-0.219 -0.175
-0.219 -0.174
-0.218 -0.174
-0.217 -0.173
-0.214 -0.172
-0.204 -0.172
-0.202 -0.170
-0.200 -0.170
-0.199 -0.168
-0.199 -0.168
-0.198 -0.167
-0.187 -0.167
-0.187 -0.165
-0.181 -0.164
-0.181 -0.164
-0.178 -0.163
-0.175 -0.163
-0.174 -0.163
-0.173 -0.162
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-0.172 -0.159
-0.171 -0.157
-0.170 -0.156
-0.169 -0.156
-0.167 -0.153
-0.165 -0.150
-0.165 -0.148
-0.164 -0.148
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-0.163 -0.143
-0.160 -0.143
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-0.138 -0.132
-0.137 -0.131
-0.137 -0.131
-0.132 -0.130
-0.128 -0.130

Page 94
Historical Price Series

-0.128 -0.130
-0.125 -0.129
-0.124 -0.129
-0.123 -0.129
-0.123 -0.129
-0.120 -0.128
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-0.082 -0.097
-0.082 -0.097
-0.082 -0.095
-0.082 -0.094
-0.081 -0.093

Page 95
Historical Price Series

-0.080 -0.093
-0.077 -0.093
-0.077 -0.093
-0.074 -0.093
-0.072 -0.091
-0.069 -0.091
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-0.033 -0.057
-0.028 -0.055
-0.027 -0.055
-0.027 -0.055
-0.027 -0.054

Page 96
Historical Price Series

-0.027 -0.053
-0.027 -0.052
-0.027 -0.052
-0.025 -0.052
-0.024 -0.051
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0.000 -0.013
0.000 -0.013
0.000 -0.013
0.000 -0.012
0.000 -0.007
0.000 -0.006

Page 97
Historical Price Series

0.000 -0.006
0.000 -0.006
0.000 -0.006
0.000 -0.006
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0.000 0.013
0.000 0.013
0.000 0.013

Page 98
Historical Price Series

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