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GARCH(1,1) Example Using S&P 500 Index Data on 10/1/02 to

Date

10/01/02
10/02/02
10/03/02
10/04/02
10/07/02
10/08/02
10/09/02
10/10/02
10/11/02
10/14/02
10/15/02
10/16/02
10/17/02
10/18/02
10/21/02
10/22/02
10/23/02
10/24/02
10/25/02
10/28/02
10/29/02
10/30/02
10/31/02
11/01/02
11/04/02
11/05/02
11/06/02
11/07/02
11/08/02
11/11/02
11/12/02
11/13/02
11/14/02
11/15/02
11/18/02
11/19/02
11/20/02
11/21/02
11/22/02
11/25/02
11/26/02

S&P500
Index

Log
Return

Squared
Log Return

GARCH(1,1)

Maximum
Likelihood

[A]

[B = LN(A/Lag(A))

[C = B^2]

[D = + *Lag(D)
+*Lag(C)]

[E = (-0.5*LN(2*)0.5*LN(D)-0.5*(C/D))

847.91
827.91
818.95
800.58
785.28
798.55
776.76
803.92
835.32
841.44
881.27
860.02
879.20
884.39
899.72
890.16
896.14
882.50
897.65
890.23
882.15
890.71
885.76
900.96
908.35
915.39
923.76
902.65
894.74
876.19
882.95
882.53
904.27
909.83
900.36
896.74
914.15
933.76
930.55
932.87
913.31

-2.39%
-1.09%
-2.27%
-1.93%
1.68%
-2.77%
3.44%
3.83%
0.73%
4.62%
-2.44%
2.21%
0.59%
1.72%
-1.07%
0.67%
-1.53%
1.70%
-0.83%
-0.91%
0.97%
-0.56%
1.70%
0.82%
0.77%
0.91%
-2.31%
-0.88%
-2.10%
0.77%
-0.05%
2.43%
0.61%
-1.05%
-0.40%
1.92%
2.12%
-0.34%
0.25%
-2.12%

0.0570%
0.0118%
0.0515%
0.0372%
0.0281%
0.0765%
0.1181%
0.1468%
0.0053%
0.2139%
0.0596%
0.0487%
0.0035%
0.0295%
0.0114%
0.0045%
0.0235%
0.0290%
0.0069%
0.0083%
0.0093%
0.0031%
0.0290%
0.0067%
0.0060%
0.0083%
0.0534%
0.0077%
0.0439%
0.0059%
0.0000%
0.0592%
0.0038%
0.0109%
0.0016%
0.0370%
0.0450%
0.0012%
0.0006%
0.0449%

0.000075
0.000104
0.000104
0.000127
0.000141
0.000148
0.000182
0.000239
0.000307
0.000288
0.000392
0.000399
0.000398
0.000371
0.000361
0.000342
0.000320
0.000311
0.000305
0.000287
0.000272
0.000258
0.000241
0.000241
0.000228
0.000215
0.000205
0.000222
0.000211
0.000222
0.000209
0.000195
0.000216
0.000203
0.000195
0.000182
0.000191
0.000204
0.000191
0.000178

0.038098
3.097280
1.194163
2.104025
2.517541
0.898594
0.145460
0.174107
3.038265
-0.552930
2.243533
2.384582
2.952062
2.632658
2.885932
3.005993
2.737148
2.653168
3.015577
3.013968
3.015073
3.152838
2.645828
3.108092
3.143811
3.110555
2.023557
3.113343
2.272004
3.155235
3.316186
1.832489
3.214734
3.062826
3.310706
2.372090
2.184513
3.300012
3.347179
2.135845

11/27/02
11/29/02
12/02/02
12/03/02
12/04/02
12/05/02
12/06/02
12/09/02
12/10/02
12/11/02
12/12/02
12/13/02
12/16/02
12/17/02
12/18/02
12/19/02
12/20/02
12/23/02
12/24/02
12/26/02
12/27/02
12/30/02
12/31/02
01/02/03
01/03/03
01/06/03
01/07/03
01/08/03
01/09/03
01/10/03
01/13/03
01/14/03
01/15/03
01/16/03
01/17/03
01/21/03
01/22/03
01/23/03
01/24/03
01/27/03
01/28/03
01/29/03
01/30/03
01/31/03
02/03/03
02/04/03
02/05/03
02/06/03
02/07/03

938.87
936.31
934.53
920.75
917.58
906.55
912.23
892.00
904.45
904.96
901.58
889.48
910.40
902.99
891.12
884.25
895.76
897.38
892.47
889.66
875.40
879.39
879.82
909.03
908.59
929.01
922.93
909.93
927.57
927.57
926.26
931.66
918.22
914.60
901.78
887.62
878.36
887.34
861.40
847.48
858.54
864.36
844.61
855.70
860.32
848.20
843.59
838.15
829.69

2.76%
-0.27%
-0.19%
-1.49%
-0.34%
-1.21%
0.62%
-2.24%
1.39%
0.06%
-0.37%
-1.35%
2.32%
-0.82%
-1.32%
-0.77%
1.29%
0.18%
-0.55%
-0.32%
-1.62%
0.45%
0.05%
3.27%
-0.05%
2.22%
-0.66%
-1.42%
1.92%
0.00%
-0.14%
0.58%
-1.45%
-0.40%
-1.41%
-1.58%
-1.05%
1.02%
-2.97%
-1.63%
1.30%
0.68%
-2.31%
1.30%
0.54%
-1.42%
-0.54%
-0.65%
-1.01%

0.0762%
0.0007%
0.0004%
0.0221%
0.0012%
0.0146%
0.0039%
0.0503%
0.0192%
0.0000%
0.0014%
0.0183%
0.0540%
0.0067%
0.0175%
0.0060%
0.0167%
0.0003%
0.0030%
0.0010%
0.0261%
0.0021%
0.0000%
0.1067%
0.0000%
0.0494%
0.0043%
0.0201%
0.0369%
0.0000%
0.0002%
0.0034%
0.0211%
0.0016%
0.0199%
0.0250%
0.0110%
0.0103%
0.0880%
0.0265%
0.0168%
0.0046%
0.0534%
0.0170%
0.0029%
0.0201%
0.0030%
0.0042%
0.0103%

0.000192
0.000223
0.000208
0.000193
0.000193
0.000180
0.000176
0.000166
0.000184
0.000183
0.000170
0.000159
0.000159
0.000180
0.000171
0.000170
0.000161
0.000160
0.000149
0.000141
0.000132
0.000139
0.000130
0.000122
0.000176
0.000164
0.000181
0.000171
0.000171
0.000181
0.000169
0.000157
0.000148
0.000151
0.000141
0.000143
0.000148
0.000145
0.000141
0.000183
0.000186
0.000183
0.000173
0.000192
0.000189
0.000177
0.000177
0.000166
0.000157

1.374067
3.268862
3.312296
2.785877
3.327361
2.986071
3.292526
1.919411
2.859292
3.384248
3.379726
2.880318
1.754383
3.207504
2.906015
3.245630
2.928736
3.440679
3.384831
3.479135
2.558812
3.448662
3.552483
-0.792660
3.403097
1.931753
3.269601
2.829777
2.341153
3.389423
3.419313
3.352866
2.777382
3.429618
2.808285
2.632693
3.118328
3.143932
0.393112
2.658701
2.924096
3.260147
1.865880
2.916945
3.292350
2.832148
3.317694
3.306331
3.132662

02/10/03
02/11/03
02/12/03
02/13/03
02/14/03
02/18/03
02/19/03
02/20/03
02/21/03
02/24/03
02/25/03
02/26/03
02/27/03
02/28/03
03/03/03
03/04/03
03/05/03
03/06/03
03/07/03
03/10/03
03/11/03
03/12/03
03/13/03
03/14/03
03/17/03
03/18/03
03/19/03
03/20/03
03/21/03
03/24/03
03/25/03
03/26/03
03/27/03
03/28/03
03/31/03
04/01/03
04/02/03
04/03/03
04/04/03
04/07/03
04/08/03
04/09/03
04/10/03
04/11/03
04/14/03
04/15/03
04/16/03
04/17/03
04/21/03

835.97
829.20
818.68
817.37
834.89
851.17
845.13
837.10
848.17
832.58
838.57
827.55
837.28
841.15
834.81
821.99
829.85
822.10
828.89
807.48
800.73
804.19
831.90
833.27
862.79
866.45
874.02
875.67
895.79
864.23
874.74
869.95
868.52
863.50
848.18
858.48
880.90
876.45
878.85
879.93
878.29
865.99
871.58
868.30
885.23
890.81
879.91
893.58
892.01

0.75%
-0.81%
-1.28%
-0.16%
2.12%
1.93%
-0.71%
-0.95%
1.31%
-1.86%
0.72%
-1.32%
1.17%
0.46%
-0.76%
-1.55%
0.95%
-0.94%
0.82%
-2.62%
-0.84%
0.43%
3.39%
0.16%
3.48%
0.42%
0.87%
0.19%
2.27%
-3.59%
1.21%
-0.55%
-0.16%
-0.58%
-1.79%
1.21%
2.58%
-0.51%
0.27%
0.12%
-0.19%
-1.41%
0.64%
-0.38%
1.93%
0.63%
-1.23%
1.54%
-0.18%

0.0057%
0.0066%
0.0163%
0.0003%
0.0450%
0.0373%
0.0051%
0.0091%
0.0173%
0.0344%
0.0051%
0.0175%
0.0137%
0.0021%
0.0057%
0.0240%
0.0091%
0.0088%
0.0068%
0.0685%
0.0070%
0.0019%
0.1148%
0.0003%
0.1212%
0.0018%
0.0076%
0.0004%
0.0516%
0.1286%
0.0146%
0.0030%
0.0003%
0.0034%
0.0320%
0.0146%
0.0665%
0.0026%
0.0007%
0.0002%
0.0003%
0.0199%
0.0041%
0.0014%
0.0373%
0.0039%
0.0152%
0.0238%
0.0003%

0.000153
0.000145
0.000140
0.000140
0.000130
0.000148
0.000160
0.000152
0.000147
0.000147
0.000157
0.000149
0.000149
0.000147
0.000139
0.000133
0.000138
0.000134
0.000130
0.000125
0.000157
0.000150
0.000141
0.000199
0.000185
0.000243
0.000227
0.000215
0.000200
0.000216
0.000276
0.000265
0.000248
0.000230
0.000216
0.000220
0.000213
0.000237
0.000221
0.000206
0.000192
0.000179
0.000178
0.000168
0.000157
0.000168
0.000159
0.000157
0.000160

3.288751
3.271542
2.935479
3.510057
1.829069
2.230063
3.293387
3.177380
2.906408
2.322585
3.296911
2.899820
3.028219
3.420440
3.316593
2.642051
3.197392
3.211692
3.294896
0.840000
3.236452
3.420590
-0.549706
3.336265
0.102210
3.205778
3.110159
3.294972
2.050425
0.327303
2.913765
3.142091
3.226897
3.195877
2.559587
2.961120
1.746647
3.201470
3.272039
3.320672
3.351277
2.839440
3.281593
3.384127
2.275070
3.308292
2.977689
2.704093
3.440583

04/22/03
04/23/03
04/24/03
04/25/03
04/28/03
04/29/03
04/30/03
05/01/03
05/02/03
05/05/03
05/06/03
05/07/03
05/08/03
05/09/03
05/12/03
05/13/03
05/14/03
05/15/03
05/16/03
05/19/03
05/20/03
05/21/03
05/22/03
05/23/03
05/27/03
05/28/03
05/29/03
05/30/03
06/02/03
06/03/03
06/04/03
06/05/03
06/06/03
06/09/03
06/10/03
06/11/03
06/12/03
06/13/03
06/16/03
06/17/03
06/18/03
06/19/03
06/20/03
06/23/03
06/24/03
06/25/03
06/26/03
06/27/03
06/30/03

911.37
919.02
911.43
898.81
914.84
917.84
916.92
916.30
930.08
926.55
934.39
929.62
920.27
933.41
945.11
942.30
939.28
946.67
944.30
920.77
919.73
923.42
931.87
933.22
951.48
953.22
949.64
963.59
967.00
971.56
986.24
990.14
987.76
975.93
984.84
997.48
998.51
988.61
1,010.74
1,011.66
1,010.09
994.70
995.69
981.64
983.45
975.32
985.82
976.22
974.50

2.15%
0.84%
-0.83%
-1.39%
1.77%
0.33%
-0.10%
-0.07%
1.49%
-0.38%
0.84%
-0.51%
-1.01%
1.42%
1.25%
-0.30%
-0.32%
0.78%
-0.25%
-2.52%
-0.11%
0.40%
0.91%
0.14%
1.94%
0.18%
-0.38%
1.46%
0.35%
0.47%
1.50%
0.39%
-0.24%
-1.20%
0.91%
1.28%
0.10%
-1.00%
2.21%
0.09%
-0.16%
-1.54%
0.10%
-1.42%
0.18%
-0.83%
1.07%
-0.98%
-0.18%

0.0461%
0.0070%
0.0069%
0.0194%
0.0312%
0.0011%
0.0001%
0.0000%
0.0223%
0.0014%
0.0071%
0.0026%
0.0102%
0.0201%
0.0155%
0.0009%
0.0010%
0.0061%
0.0006%
0.0637%
0.0001%
0.0016%
0.0083%
0.0002%
0.0375%
0.0003%
0.0014%
0.0213%
0.0012%
0.0022%
0.0225%
0.0016%
0.0006%
0.0145%
0.0083%
0.0163%
0.0001%
0.0099%
0.0490%
0.0001%
0.0002%
0.0236%
0.0001%
0.0202%
0.0003%
0.0069%
0.0115%
0.0096%
0.0003%

0.000150
0.000166
0.000159
0.000152
0.000153
0.000161
0.000151
0.000140
0.000131
0.000135
0.000127
0.000123
0.000116
0.000115
0.000119
0.000120
0.000113
0.000106
0.000103
0.000096
0.000127
0.000119
0.000112
0.000110
0.000103
0.000118
0.000110
0.000104
0.000110
0.000103
0.000098
0.000105
0.000099
0.000093
0.000096
0.000095
0.000098
0.000092
0.000092
0.000115
0.000107
0.000100
0.000108
0.000101
0.000106
0.000100
0.000097
0.000098
0.000097

1.943646
3.221831
3.238122
2.837502
2.452904
3.414903
3.478153
3.514758
2.700898
3.481641
3.287058
3.476894
3.171444
2.741027
2.947025
3.557937
3.580864
3.367532
3.642408
0.403827
3.559832
3.531557
3.258903
3.630232
1.845309
3.589136
3.572264
2.644936
3.582454
3.562292
2.549540
3.587758
3.661398
2.942455
3.276624
2.854044
3.690757
3.188261
1.061606
3.614073
3.639992
2.510683
3.644132
2.680839
3.640147
3.342376
3.110615
3.207779
3.684863

07/01/03
07/02/03
07/03/03
07/07/03
07/08/03
07/09/03
07/10/03
07/11/03
07/14/03
07/15/03
07/16/03
07/17/03
07/18/03
07/21/03
07/22/03
07/23/03
07/24/03
07/25/03
07/28/03
07/29/03
07/30/03
07/31/03
08/01/03
08/04/03
08/05/03
08/06/03
08/07/03
08/08/03
08/11/03
08/12/03
08/13/03
08/14/03
08/15/03
08/18/03
08/19/03
08/20/03
08/21/03
08/22/03
08/25/03
08/26/03
08/27/03
08/28/03
08/29/03
09/02/03
09/03/03
09/04/03
09/05/03
09/08/03
09/09/03

982.32
993.75
985.70
1,004.42
1,007.84
1,002.21
988.70
998.14
1,003.86
1,000.42
994.09
981.73
993.32
978.80
988.11
988.61
981.60
998.68
996.52
989.28
987.49
990.31
980.15
982.82
965.46
967.08
974.12
977.59
980.59
990.35
984.03
990.51
990.67
999.74
1,002.35
1,000.30
1,003.27
993.06
993.71
996.73
996.79
1,002.84
1,008.01
1,021.99
1,026.27
1,027.97
1,021.39
1,031.64
1,023.17

0.80%
1.16%
-0.81%
1.88%
0.34%
-0.56%
-1.36%
0.95%
0.57%
-0.34%
-0.63%
-1.25%
1.17%
-1.47%
0.95%
0.05%
-0.71%
1.73%
-0.22%
-0.73%
-0.18%
0.29%
-1.03%
0.27%
-1.78%
0.17%
0.73%
0.36%
0.31%
0.99%
-0.64%
0.66%
0.02%
0.91%
0.26%
-0.20%
0.30%
-1.02%
0.07%
0.30%
0.01%
0.61%
0.51%
1.38%
0.42%
0.17%
-0.64%
1.00%
-0.82%

0.0064%
0.0134%
0.0066%
0.0354%
0.0012%
0.0031%
0.0184%
0.0090%
0.0033%
0.0012%
0.0040%
0.0157%
0.0138%
0.0217%
0.0090%
0.0000%
0.0051%
0.0298%
0.0005%
0.0053%
0.0003%
0.0008%
0.0106%
0.0007%
0.0318%
0.0003%
0.0053%
0.0013%
0.0009%
0.0098%
0.0041%
0.0043%
0.0000%
0.0083%
0.0007%
0.0004%
0.0009%
0.0105%
0.0000%
0.0009%
0.0000%
0.0037%
0.0026%
0.0190%
0.0017%
0.0003%
0.0041%
0.0100%
0.0068%

0.000091
0.000089
0.000091
0.000090
0.000105
0.000099
0.000094
0.000099
0.000098
0.000094
0.000088
0.000085
0.000089
0.000092
0.000098
0.000097
0.000091
0.000088
0.000100
0.000094
0.000091
0.000086
0.000081
0.000082
0.000078
0.000091
0.000086
0.000084
0.000079
0.000075
0.000076
0.000074
0.000072
0.000068
0.000069
0.000065
0.000062
0.000059
0.000062
0.000058
0.000055
0.000052
0.000052
0.000051
0.000059
0.000057
0.000054
0.000053
0.000056

3.382171
2.993055
3.369304
1.764668
3.608636
3.534432
2.737805
3.235249
3.530227
3.656634
3.520194
2.847614
2.970810
2.545977
3.238901
3.698084
3.454593
2.065631
3.661311
3.433932
3.713569
3.715390
3.135085
3.739042
1.767206
3.715500
3.456021
3.699950
3.743347
3.176097
3.553174
3.545649
3.849504
3.268070
3.824192
3.868498
3.856962
3.061118
3.925735
3.878727
3.981524
3.659996
3.760139
2.151159
3.802130
3.945556
3.612989
3.065523
3.369810

09/10/03
09/11/03
09/12/03
09/15/03
09/16/03
09/17/03
09/18/03
09/19/03
09/22/03
09/23/03
09/24/03
09/25/03
09/26/03
09/29/03
09/30/03
10/01/03
10/02/03
10/03/03
10/06/03
10/07/03
10/08/03
10/09/03
10/10/03
10/13/03
10/14/03
10/15/03
10/16/03
10/17/03
10/20/03
10/21/03
10/22/03
10/23/03
10/24/03
10/27/03
10/28/03
10/29/03
10/30/03
10/31/03
11/03/03
11/04/03
11/05/03
11/06/03
11/07/03
11/10/03
11/11/03
11/12/03
11/13/03
11/14/03
11/17/03

1,010.92
1,016.42
1,018.63
1,014.81
1,029.32
1,025.97
1,039.58
1,036.30
1,022.82
1,029.03
1,009.38
1,003.27
996.85
1,006.58
995.97
1,018.22
1,020.24
1,029.85
1,034.35
1,039.25
1,033.78
1,038.73
1,038.06
1,045.35
1,049.48
1,046.76
1,050.07
1,039.32
1,044.68
1,046.03
1,030.36
1,033.77
1,028.91
1,031.13
1,046.79
1,048.11
1,046.94
1,050.71
1,059.02
1,053.25
1,051.81
1,058.05
1,053.21
1,047.11
1,046.57
1,058.53
1,058.41
1,050.35
1,043.63

-1.20%
0.54%
0.22%
-0.38%
1.42%
-0.33%
1.32%
-0.32%
-1.31%
0.61%
-1.93%
-0.61%
-0.64%
0.97%
-1.06%
2.21%
0.20%
0.94%
0.44%
0.47%
-0.53%
0.48%
-0.06%
0.70%
0.39%
-0.26%
0.32%
-1.03%
0.51%
0.13%
-1.51%
0.33%
-0.47%
0.22%
1.51%
0.13%
-0.11%
0.36%
0.79%
-0.55%
-0.14%
0.59%
-0.46%
-0.58%
-0.05%
1.14%
-0.01%
-0.76%
-0.64%

0.0145%
0.0029%
0.0005%
0.0014%
0.0202%
0.0011%
0.0174%
0.0010%
0.0171%
0.0037%
0.0372%
0.0037%
0.0041%
0.0094%
0.0112%
0.0488%
0.0004%
0.0088%
0.0019%
0.0022%
0.0028%
0.0023%
0.0000%
0.0049%
0.0016%
0.0007%
0.0010%
0.0106%
0.0026%
0.0002%
0.0228%
0.0011%
0.0022%
0.0005%
0.0227%
0.0002%
0.0001%
0.0013%
0.0062%
0.0030%
0.0002%
0.0035%
0.0021%
0.0034%
0.0000%
0.0129%
0.0000%
0.0058%
0.0041%

0.000057
0.000062
0.000061
0.000058
0.000055
0.000064
0.000061
0.000068
0.000064
0.000071
0.000069
0.000086
0.000083
0.000080
0.000081
0.000083
0.000106
0.000099
0.000098
0.000093
0.000088
0.000085
0.000081
0.000076
0.000074
0.000071
0.000067
0.000064
0.000066
0.000064
0.000060
0.000070
0.000067
0.000064
0.000061
0.000071
0.000067
0.000063
0.000060
0.000060
0.000059
0.000055
0.000054
0.000053
0.000052
0.000049
0.000054
0.000051
0.000052

2.696839
3.685795
3.897320
3.839989
2.157287
3.826692
2.508593
3.808031
2.573604
3.600845
1.164341
3.546501
3.530967
3.208509
3.098378
0.826112
3.638678
3.247126
3.598671
3.602309
3.590052
3.635018
3.790811
3.501688
3.731104
3.812591
3.813111
3.079791
3.693074
3.897654
2.049662
3.785438
3.722237
3.872093
2.065296
3.849198
3.880707
3.816329
3.424458
3.692052
3.937673
3.665615
3.797019
3.686180
4.011372
2.728635
3.992458
3.450388
3.617098

11/18/03
11/19/03
11/20/03
11/21/03
11/24/03
11/25/03
11/26/03
11/28/03
12/01/03
12/02/03
12/03/03
12/04/03
12/05/03
12/08/03
12/09/03
12/10/03
12/11/03
12/12/03
12/15/03
12/16/03
12/17/03
12/18/03
12/19/03
12/22/03
12/23/03
12/24/03
12/26/03
12/29/03
12/30/03
12/31/03
01/02/04
01/05/04
01/06/04
01/07/04
01/08/04
01/09/04
01/12/04
01/13/04
01/14/04
01/15/04
01/16/04
01/20/04
01/21/04
01/22/04
01/23/04
01/26/04
01/27/04
01/28/04
01/29/04

1,034.15
1,042.44
1,033.65
1,035.28
1,052.08
1,053.89
1,058.45
1,058.20
1,070.12
1,066.62
1,064.73
1,069.72
1,061.50
1,069.30
1,060.18
1,059.05
1,071.21
1,074.14
1,068.04
1,075.13
1,076.48
1,089.18
1,088.66
1,092.94
1,096.02
1,094.04
1,095.89
1,109.48
1,109.64
1,111.92
1,108.48
1,122.22
1,123.67
1,126.33
1,131.92
1,121.86
1,127.23
1,121.22
1,130.52
1,132.05
1,139.83
1,138.77
1,147.62
1,143.94
1,141.55
1,155.37
1,144.05
1,128.48
1,134.11

-0.91%
0.80%
-0.85%
0.16%
1.61%
0.17%
0.43%
-0.02%
1.12%
-0.33%
-0.18%
0.47%
-0.77%
0.73%
-0.86%
-0.11%
1.14%
0.27%
-0.57%
0.66%
0.13%
1.17%
-0.05%
0.39%
0.28%
-0.18%
0.17%
1.23%
0.01%
0.21%
-0.31%
1.23%
0.13%
0.24%
0.50%
-0.89%
0.48%
-0.53%
0.83%
0.14%
0.68%
-0.09%
0.77%
-0.32%
-0.21%
1.20%
-0.98%
-1.37%
0.50%

0.0083%
0.0064%
0.0072%
0.0002%
0.0259%
0.0003%
0.0019%
0.0000%
0.0125%
0.0011%
0.0003%
0.0022%
0.0060%
0.0054%
0.0073%
0.0001%
0.0130%
0.0007%
0.0032%
0.0044%
0.0002%
0.0138%
0.0000%
0.0015%
0.0008%
0.0003%
0.0003%
0.0152%
0.0000%
0.0004%
0.0010%
0.0152%
0.0002%
0.0006%
0.0025%
0.0080%
0.0023%
0.0029%
0.0068%
0.0002%
0.0047%
0.0001%
0.0060%
0.0010%
0.0004%
0.0145%
0.0097%
0.0188%
0.0025%

0.000052
0.000054
0.000055
0.000056
0.000053
0.000065
0.000062
0.000059
0.000056
0.000060
0.000057
0.000055
0.000053
0.000054
0.000054
0.000055
0.000052
0.000057
0.000054
0.000053
0.000053
0.000050
0.000056
0.000053
0.000051
0.000049
0.000046
0.000044
0.000051
0.000048
0.000046
0.000044
0.000051
0.000048
0.000046
0.000045
0.000048
0.000047
0.000046
0.000048
0.000045
0.000046
0.000044
0.000045
0.000043
0.000042
0.000048
0.000051
0.000059

3.210450
3.403682
3.332196
3.955269
1.557426
3.877116
3.776816
3.947280
2.855591
3.850544
3.935596
3.789058
3.442132
3.498038
3.314226
3.973317
2.763491
3.901237
3.692588
3.590111
3.988382
2.662604
3.976668
3.860464
3.946979
4.013387
4.040440
2.374726
4.024164
4.007519
3.970340
2.378900
4.007203
3.991662
3.806993
3.202793
3.817121
3.761206
3.332648
4.037662
3.564424
4.066897
3.414007
3.971024
4.053544
2.382076
3.043534
2.187779
3.737799

01/30/04
02/02/04
02/03/04
02/04/04
02/05/04
02/06/04
02/09/04
02/10/04
02/11/04
02/12/04
02/13/04
02/17/04
02/18/04
02/19/04
02/20/04
02/23/04
02/24/04
02/25/04
02/26/04
02/27/04
03/01/04
03/02/04
03/03/04
03/04/04
03/05/04
03/08/04
03/09/04
03/10/04
03/11/04
03/12/04
03/15/04
03/16/04
03/17/04
03/18/04
03/19/04
03/22/04
03/23/04
03/24/04
03/25/04
03/26/04
03/29/04
03/30/04
03/31/04
04/01/04
04/02/04
04/05/04
04/06/04
04/07/04
04/08/04

1,131.13
1,135.26
1,136.03
1,126.52
1,128.59
1,142.76
1,139.81
1,145.54
1,157.76
1,152.11
1,145.81
1,156.99
1,151.82
1,147.06
1,144.11
1,140.99
1,139.09
1,143.67
1,144.91
1,144.94
1,155.97
1,149.10
1,151.03
1,154.87
1,156.86
1,147.20
1,140.58
1,123.89
1,106.78
1,120.57
1,104.49
1,110.70
1,123.75
1,122.32
1,109.78
1,095.40
1,093.95
1,091.33
1,109.19
1,108.06
1,122.47
1,127.00
1,126.21
1,132.17
1,141.81
1,150.57
1,148.16
1,140.53
1,139.32

-0.26%
0.36%
0.07%
-0.84%
0.18%
1.25%
-0.26%
0.50%
1.06%
-0.49%
-0.55%
0.97%
-0.45%
-0.41%
-0.26%
-0.27%
-0.17%
0.40%
0.11%
0.00%
0.96%
-0.60%
0.17%
0.33%
0.17%
-0.84%
-0.58%
-1.47%
-1.53%
1.24%
-1.45%
0.56%
1.17%
-0.13%
-1.12%
-1.30%
-0.13%
-0.24%
1.62%
-0.10%
1.29%
0.40%
-0.07%
0.53%
0.85%
0.76%
-0.21%
-0.67%
-0.11%

0.0007%
0.0013%
0.0000%
0.0071%
0.0003%
0.0156%
0.0007%
0.0025%
0.0113%
0.0024%
0.0030%
0.0094%
0.0020%
0.0017%
0.0007%
0.0007%
0.0003%
0.0016%
0.0001%
0.0000%
0.0092%
0.0036%
0.0003%
0.0011%
0.0003%
0.0070%
0.0033%
0.0217%
0.0235%
0.0153%
0.0209%
0.0031%
0.0136%
0.0002%
0.0126%
0.0170%
0.0002%
0.0006%
0.0264%
0.0001%
0.0167%
0.0016%
0.0000%
0.0028%
0.0072%
0.0058%
0.0004%
0.0044%
0.0001%

0.000058
0.000055
0.000053
0.000050
0.000051
0.000049
0.000055
0.000053
0.000052
0.000055
0.000054
0.000053
0.000055
0.000053
0.000052
0.000049
0.000047
0.000045
0.000044
0.000042
0.000040
0.000043
0.000043
0.000041
0.000040
0.000038
0.000041
0.000041
0.000052
0.000063
0.000068
0.000076
0.000073
0.000077
0.000072
0.000076
0.000081
0.000076
0.000072
0.000083
0.000078
0.000083
0.000079
0.000074
0.000071
0.000071
0.000070
0.000067
0.000065

3.901883
3.865492
4.002594
3.325622
3.986081
2.452230
3.920664
3.767192
2.924932
3.765747
3.716958
3.111400
3.800934
3.838733
3.952514
3.964227
4.032287
3.906803
4.086804
4.124274
2.990040
3.694615
4.073208
3.994179
4.107337
3.248522
3.724206
1.470268
1.734796
2.695276
2.342199
3.615951
2.911600
3.806269
2.976175
2.700560
3.781217
3.785078
2.017863
3.773328
2.739812
3.681868
3.802147
3.648273
3.351256
3.445804
3.830113
3.555783
3.890618

04/12/04
04/13/04
04/14/04
04/15/04
04/16/04
04/19/04
04/20/04
04/21/04
04/22/04
04/23/04
04/26/04
04/27/04
04/28/04
04/29/04
04/30/04
05/03/04
05/04/04
05/05/04
05/06/04
05/07/04
05/10/04
05/11/04
05/12/04
05/13/04
05/14/04
05/17/04
05/18/04
05/19/04
05/20/04
05/21/04
05/24/04
05/25/04
05/26/04
05/27/04
05/28/04
06/01/04
06/02/04
06/03/04
06/04/04
06/07/04
06/08/04
06/09/04
06/10/04
06/14/04
06/15/04
06/16/04
06/17/04
06/18/04
06/21/04

1,145.20
1,129.44
1,128.17
1,128.84
1,134.61
1,135.82
1,118.15
1,124.09
1,139.93
1,140.60
1,135.53
1,138.11
1,122.41
1,113.89
1,107.30
1,117.49
1,119.55
1,121.53
1,113.99
1,098.70
1,087.12
1,095.45
1,097.28
1,096.44
1,095.70
1,084.10
1,091.49
1,088.68
1,089.19
1,093.56
1,095.41
1,113.05
1,114.94
1,121.28
1,120.68
1,121.20
1,124.99
1,116.64
1,122.50
1,140.42
1,142.18
1,131.33
1,136.47
1,125.29
1,132.01
1,133.56
1,132.05
1,135.02
1,130.30

0.51%
-1.39%
-0.11%
0.06%
0.51%
0.11%
-1.57%
0.53%
1.40%
0.06%
-0.45%
0.23%
-1.39%
-0.76%
-0.59%
0.92%
0.18%
0.18%
-0.67%
-1.38%
-1.06%
0.76%
0.17%
-0.08%
-0.07%
-1.06%
0.68%
-0.26%
0.05%
0.40%
0.17%
1.60%
0.17%
0.57%
-0.05%
0.05%
0.34%
-0.74%
0.52%
1.58%
0.15%
-0.95%
0.45%
-0.99%
0.60%
0.14%
-0.13%
0.26%
-0.42%

0.0026%
0.0192%
0.0001%
0.0000%
0.0026%
0.0001%
0.0246%
0.0028%
0.0196%
0.0000%
0.0020%
0.0005%
0.0193%
0.0058%
0.0035%
0.0084%
0.0003%
0.0003%
0.0046%
0.0191%
0.0112%
0.0058%
0.0003%
0.0001%
0.0000%
0.0113%
0.0046%
0.0007%
0.0000%
0.0016%
0.0003%
0.0255%
0.0003%
0.0032%
0.0000%
0.0000%
0.0011%
0.0056%
0.0027%
0.0251%
0.0002%
0.0091%
0.0021%
0.0098%
0.0035%
0.0002%
0.0002%
0.0007%
0.0017%

0.000062
0.000060
0.000068
0.000064
0.000060
0.000058
0.000055
0.000066
0.000064
0.000072
0.000068
0.000065
0.000062
0.000069
0.000069
0.000067
0.000068
0.000064
0.000061
0.000060
0.000068
0.000070
0.000069
0.000066
0.000062
0.000058
0.000062
0.000061
0.000058
0.000055
0.000053
0.000050
0.000062
0.000059
0.000058
0.000054
0.000052
0.000049
0.000050
0.000049
0.000061
0.000058
0.000060
0.000058
0.000060
0.000059
0.000056
0.000053
0.000051

3.713305
2.335683
3.872970
3.908925
3.724600
3.946728
1.753098
3.679392
2.383485
3.848206
3.734477
3.862289
2.361094
3.450670
3.617899
3.259643
3.856091
3.885141
3.561418
2.345670
3.051475
3.448154
3.848375
3.892905
3.923062
2.984897
3.553611
3.879401
3.957595
3.841236
3.979440
1.483231
3.899417
3.677655
3.959769
3.988445
3.907433
3.477151
3.758217
1.488568
3.912122
3.172814
3.770227
3.115296
3.644922
3.933642
3.961212
3.939295
3.855683

06/22/04
06/23/04
06/24/04
06/25/04
06/28/04
06/29/04
06/30/04
07/01/04
07/02/04
07/06/04
07/07/04
07/08/04
07/09/04
07/12/04
07/13/04
07/14/04
07/15/04
07/16/04
07/19/04
07/20/04
07/21/04
07/22/04
07/23/04
07/26/04
07/27/04
07/28/04
07/29/04
07/30/04
08/02/04
08/03/04
08/04/04
08/05/04
08/06/04
08/09/04
08/10/04
08/11/04
08/12/04
08/13/04
08/16/04
08/17/04
08/18/04
08/19/04
08/20/04
08/23/04
08/24/04
08/25/04
08/26/04
08/27/04
08/30/04

1,134.41
1,144.06
1,140.65
1,134.43
1,133.35
1,136.20
1,140.84
1,128.94
1,125.38
1,116.21
1,118.33
1,109.11
1,112.81
1,114.35
1,115.14
1,111.47
1,106.69
1,101.39
1,100.90
1,108.67
1,093.88
1,096.84
1,086.20
1,084.07
1,094.83
1,095.42
1,100.43
1,101.72
1,106.62
1,099.69
1,098.63
1,080.70
1,063.97
1,065.22
1,079.04
1,075.79
1,063.23
1,064.80
1,079.34
1,081.71
1,095.17
1,091.23
1,098.35
1,095.68
1,096.19
1,104.96
1,105.09
1,107.77
1,099.15

0.36%
0.85%
-0.30%
-0.55%
-0.10%
0.25%
0.41%
-1.05%
-0.32%
-0.82%
0.19%
-0.83%
0.33%
0.14%
0.07%
-0.33%
-0.43%
-0.48%
-0.04%
0.70%
-1.34%
0.27%
-0.97%
-0.20%
0.99%
0.05%
0.46%
0.12%
0.44%
-0.63%
-0.10%
-1.65%
-1.56%
0.12%
1.29%
-0.30%
-1.17%
0.15%
1.36%
0.22%
1.24%
-0.36%
0.65%
-0.24%
0.05%
0.80%
0.01%
0.24%
-0.78%

0.0013%
0.0072%
0.0009%
0.0030%
0.0001%
0.0006%
0.0017%
0.0110%
0.0010%
0.0067%
0.0004%
0.0069%
0.0011%
0.0002%
0.0001%
0.0011%
0.0019%
0.0023%
0.0000%
0.0049%
0.0180%
0.0007%
0.0095%
0.0004%
0.0098%
0.0000%
0.0021%
0.0001%
0.0020%
0.0039%
0.0001%
0.0271%
0.0243%
0.0001%
0.0166%
0.0009%
0.0138%
0.0002%
0.0184%
0.0005%
0.0153%
0.0013%
0.0042%
0.0006%
0.0000%
0.0063%
0.0000%
0.0006%
0.0061%

0.000049
0.000047
0.000049
0.000047
0.000046
0.000044
0.000042
0.000041
0.000046
0.000044
0.000046
0.000044
0.000046
0.000044
0.000042
0.000040
0.000039
0.000038
0.000038
0.000036
0.000037
0.000046
0.000044
0.000048
0.000046
0.000049
0.000047
0.000045
0.000043
0.000042
0.000043
0.000041
0.000054
0.000066
0.000062
0.000068
0.000065
0.000069
0.000065
0.000072
0.000068
0.000073
0.000070
0.000068
0.000064
0.000061
0.000061
0.000058
0.000055

3.909164
3.301326
3.952285
3.745810
4.061015
4.024325
3.920142
2.796229
3.968415
3.336227
4.037457
3.316133
3.957263
4.075202
4.114585
4.008613
3.920329
3.866167
4.170476
3.510611
1.769017
3.992231
3.022438
4.015093
3.009079
4.039836
3.845160
4.066079
3.877840
3.649963
4.102292
0.801802
1.756405
3.885386
2.585819
3.810731
2.838800
3.855247
2.489295
3.815979
2.756181
3.753941
3.563777
3.836028
3.905242
3.412771
3.933704
3.911734
3.430070

08/31/04
09/01/04
09/02/04
09/03/04
09/07/04
09/08/04
09/09/04
09/10/04
09/13/04
09/14/04
09/15/04
09/16/04
09/17/04
09/20/04
09/21/04
09/22/04
09/23/04
09/24/04
09/27/04
09/28/04
09/29/04
09/30/04
10/01/04
10/04/04
10/05/04
10/06/04
10/07/04
10/08/04
10/11/04
10/12/04
10/13/04
10/14/04
10/15/04
10/18/04
10/19/04
10/20/04
10/21/04
10/22/04
10/25/04
10/26/04
10/27/04
10/28/04
10/29/04
11/01/04
11/02/04
11/03/04
11/04/04
11/05/04
11/08/04

1,104.24
1,105.91
1,118.31
1,113.63
1,121.30
1,116.27
1,118.38
1,123.92
1,125.82
1,128.33
1,120.37
1,123.50
1,128.55
1,122.20
1,129.30
1,113.56
1,108.36
1,110.11
1,103.52
1,110.06
1,114.80
1,114.58
1,131.50
1,135.17
1,134.48
1,142.05
1,130.65
1,122.14
1,124.39
1,121.84
1,113.65
1,103.29
1,108.20
1,114.02
1,103.23
1,103.66
1,106.49
1,095.74
1,094.80
1,111.09
1,125.40
1,127.44
1,130.20
1,130.51
1,130.56
1,143.20
1,161.67
1,166.17
1,164.89

0.46%
0.15%
1.12%
-0.42%
0.69%
-0.45%
0.19%
0.49%
0.17%
0.22%
-0.71%
0.28%
0.45%
-0.56%
0.63%
-1.40%
-0.47%
0.16%
-0.60%
0.59%
0.43%
-0.02%
1.51%
0.32%
-0.06%
0.67%
-1.00%
-0.76%
0.20%
-0.23%
-0.73%
-0.93%
0.44%
0.52%
-0.97%
0.04%
0.26%
-0.98%
-0.09%
1.48%
1.28%
0.18%
0.24%
0.03%
0.00%
1.11%
1.60%
0.39%
-0.11%

0.0021%
0.0002%
0.0124%
0.0018%
0.0047%
0.0020%
0.0004%
0.0024%
0.0003%
0.0005%
0.0050%
0.0008%
0.0020%
0.0032%
0.0040%
0.0197%
0.0022%
0.0002%
0.0035%
0.0035%
0.0018%
0.0000%
0.0227%
0.0010%
0.0000%
0.0044%
0.0101%
0.0057%
0.0004%
0.0005%
0.0054%
0.0087%
0.0020%
0.0027%
0.0095%
0.0000%
0.0007%
0.0095%
0.0001%
0.0218%
0.0164%
0.0003%
0.0006%
0.0000%
0.0000%
0.0124%
0.0257%
0.0015%
0.0001%

0.000055
0.000054
0.000051
0.000055
0.000053
0.000053
0.000052
0.000049
0.000048
0.000046
0.000044
0.000045
0.000043
0.000042
0.000042
0.000042
0.000052
0.000050
0.000048
0.000047
0.000047
0.000046
0.000043
0.000055
0.000052
0.000049
0.000050
0.000053
0.000053
0.000051
0.000048
0.000049
0.000052
0.000050
0.000049
0.000052
0.000049
0.000047
0.000050
0.000048
0.000058
0.000064
0.000061
0.000058
0.000055
0.000052
0.000056
0.000068
0.000065

3.789408
3.977182
2.801456
3.822748
3.558762
3.811119
3.982056
3.793059
4.023226
4.023053
3.526768
4.003079
3.875408
3.741105
3.646554
1.781552
3.804533
4.006038
3.684668
3.691266
3.870526
4.077353
1.489826
3.893018
4.007395
3.591081
3.021336
3.465049
3.962875
3.974812
3.494395
3.151780
3.825999
3.758297
3.076590
4.011432
3.973430
3.051166
4.022421
1.770816
2.547240
3.881013
3.885288
3.959624
3.988578
2.820250
1.687738
3.768719
3.892479

11/09/04
11/10/04
11/11/04
11/12/04
11/15/04
11/16/04
11/17/04
11/18/04
11/19/04
11/22/04
11/23/04
11/24/04
11/26/04
11/29/04
11/30/04
12/01/04
12/02/04
12/03/04
12/06/04
12/07/04
12/08/04
12/09/04
12/10/04
12/13/04
12/14/04
12/15/04
12/16/04
12/17/04
12/20/04
12/21/04
12/22/04
12/23/04
12/27/04
12/28/04
12/29/04
12/30/04
12/31/04
01/03/05
01/04/05
01/05/05
01/06/05
01/07/05
01/10/05
01/11/05
01/12/05
01/13/05
01/14/05
01/18/05
01/19/05

1,164.08
1,162.91
1,173.48
1,184.17
1,183.81
1,175.43
1,181.94
1,183.55
1,170.34
1,177.24
1,176.94
1,181.76
1,182.65
1,178.57
1,173.82
1,191.37
1,190.33
1,191.17
1,190.25
1,177.07
1,182.81
1,189.24
1,188.00
1,198.68
1,203.38
1,205.72
1,203.21
1,194.20
1,194.65
1,205.45
1,209.57
1,210.13
1,204.92
1,213.54
1,213.45
1,213.55
1,211.92
1,202.08
1,188.05
1,183.74
1,187.89
1,186.19
1,190.25
1,182.99
1,187.70
1,177.45
1,184.52
1,195.98
1,184.63

-0.07%
-0.10%
0.90%
0.91%
-0.03%
-0.71%
0.55%
0.14%
-1.12%
0.59%
-0.03%
0.41%
0.08%
-0.35%
-0.40%
1.48%
-0.09%
0.07%
-0.08%
-1.11%
0.49%
0.54%
-0.10%
0.89%
0.39%
0.19%
-0.21%
-0.75%
0.04%
0.90%
0.34%
0.05%
-0.43%
0.71%
-0.01%
0.01%
-0.13%
-0.82%
-1.17%
-0.36%
0.35%
-0.14%
0.34%
-0.61%
0.40%
-0.87%
0.60%
0.96%
-0.95%

0.0000%
0.0001%
0.0082%
0.0082%
0.0000%
0.0050%
0.0031%
0.0002%
0.0126%
0.0035%
0.0000%
0.0017%
0.0001%
0.0012%
0.0016%
0.0220%
0.0001%
0.0000%
0.0001%
0.0124%
0.0024%
0.0029%
0.0001%
0.0080%
0.0015%
0.0004%
0.0004%
0.0056%
0.0000%
0.0081%
0.0012%
0.0000%
0.0019%
0.0051%
0.0000%
0.0000%
0.0002%
0.0066%
0.0138%
0.0013%
0.0012%
0.0002%
0.0012%
0.0037%
0.0016%
0.0075%
0.0036%
0.0093%
0.0091%

0.000061
0.000058
0.000055
0.000057
0.000058
0.000055
0.000055
0.000054
0.000051
0.000056
0.000055
0.000052
0.000050
0.000047
0.000046
0.000044
0.000055
0.000052
0.000049
0.000047
0.000052
0.000050
0.000049
0.000047
0.000049
0.000048
0.000045
0.000043
0.000045
0.000042
0.000045
0.000044
0.000042
0.000041
0.000042
0.000040
0.000038
0.000036
0.000039
0.000045
0.000044
0.000042
0.000040
0.000039
0.000039
0.000039
0.000041
0.000041
0.000045

3.926804
3.950757
3.239804
3.244254
3.955411
3.526314
3.707741
3.978738
2.788470
3.668576
3.987276
3.854199
4.027166
3.933262
3.899140
1.612214
3.977556
4.007104
4.032723
2.742786
3.786912
3.737193
4.026889
3.211636
3.884538
4.017283
4.032733
3.452871
4.087866
3.160772
3.954839
4.098765
3.901647
3.511234
4.123361
4.147523
4.147231
3.277948
2.378718
3.939073
3.961570
4.094222
3.996337
3.677096
3.951001
3.188979
3.694595
3.007521
3.073585

01/20/05
01/21/05
01/24/05
01/25/05
01/26/05
01/27/05
01/28/05
01/31/05
02/01/05
02/02/05
02/03/05
02/04/05
02/07/05
02/08/05
02/09/05
02/10/05
02/11/05
02/14/05
02/15/05
02/16/05
02/17/05
02/18/05
02/22/05
02/23/05
02/24/05
02/25/05
02/28/05
03/01/05
03/02/05
03/03/05
03/04/05
03/07/05
03/08/05
03/09/05
03/10/05
03/11/05
03/14/05
03/15/05
03/16/05
03/17/05
03/18/05
03/21/05
03/22/05
03/23/05
03/24/05
03/28/05
03/29/05
03/30/05
03/31/05

1,175.41
1,167.87
1,163.75
1,168.41
1,174.07
1,174.55
1,171.36
1,181.27
1,189.41
1,193.19
1,189.89
1,203.03
1,201.72
1,202.30
1,191.99
1,197.01
1,205.30
1,206.14
1,210.12
1,210.34
1,200.75
1,201.59
1,184.16
1,190.80
1,200.20
1,211.37
1,203.60
1,210.41
1,210.08
1,210.47
1,222.12
1,225.31
1,219.43
1,207.01
1,209.25
1,200.08
1,206.83
1,197.75
1,188.07
1,190.21
1,189.65
1,183.78
1,171.71
1,172.53
1,171.42
1,174.28
1,165.36
1,181.41
1,180.59

-0.78%
-0.64%
-0.35%
0.40%
0.48%
0.04%
-0.27%
0.84%
0.69%
0.32%
-0.28%
1.10%
-0.11%
0.05%
-0.86%
0.42%
0.69%
0.07%
0.33%
0.02%
-0.80%
0.07%
-1.46%
0.56%
0.79%
0.93%
-0.64%
0.56%
-0.03%
0.03%
0.96%
0.26%
-0.48%
-1.02%
0.19%
-0.76%
0.56%
-0.76%
-0.81%
0.18%
-0.05%
-0.49%
-1.02%
0.07%
-0.09%
0.24%
-0.76%
1.37%
-0.07%

0.0061%
0.0041%
0.0012%
0.0016%
0.0023%
0.0000%
0.0007%
0.0071%
0.0047%
0.0010%
0.0008%
0.0121%
0.0001%
0.0000%
0.0074%
0.0018%
0.0048%
0.0000%
0.0011%
0.0000%
0.0063%
0.0000%
0.0214%
0.0031%
0.0062%
0.0086%
0.0041%
0.0032%
0.0000%
0.0000%
0.0092%
0.0007%
0.0023%
0.0105%
0.0003%
0.0058%
0.0031%
0.0057%
0.0066%
0.0003%
0.0000%
0.0024%
0.0105%
0.0000%
0.0001%
0.0006%
0.0058%
0.0187%
0.0000%

0.000048
0.000049
0.000049
0.000047
0.000046
0.000045
0.000043
0.000041
0.000043
0.000044
0.000042
0.000041
0.000046
0.000044
0.000042
0.000044
0.000043
0.000044
0.000041
0.000040
0.000038
0.000040
0.000038
0.000049
0.000048
0.000050
0.000052
0.000052
0.000051
0.000048
0.000046
0.000049
0.000047
0.000046
0.000050
0.000047
0.000048
0.000048
0.000048
0.000050
0.000047
0.000045
0.000044
0.000048
0.000046
0.000044
0.000042
0.000043
0.000052

3.417138
3.620195
3.915784
3.892665
3.822174
4.085783
4.025964
3.266529
3.560102
3.983249
4.025317
2.655750
4.062551
4.097575
3.233163
3.896356
3.554133
4.096134
3.995372
4.141935
3.340071
4.134697
1.388039
3.723178
3.410587
3.171696
3.614979
3.708237
4.023866
4.050346
3.074216
3.975356
3.819270
2.930992
4.002819
3.447730
3.724919
3.458150
3.369034
4.002138
4.056935
3.813458
2.906923
4.046033
4.067200
4.033633
3.426806
1.940318
4.008299

04/01/05
04/04/05
04/05/05
04/06/05
04/07/05
04/08/05
04/11/05
04/12/05
04/13/05
04/14/05
04/15/05
04/18/05
04/19/05
04/20/05
04/21/05
04/22/05
04/25/05
04/26/05
04/27/05
04/28/05
04/29/05
05/02/05
05/03/05
05/04/05
05/05/05
05/06/05
05/09/05
05/10/05
05/11/05
05/12/05
05/13/05
05/16/05
05/17/05
05/18/05
05/19/05
05/20/05
05/23/05
05/24/05
05/25/05
05/26/05
05/27/05
05/31/05
06/01/05
06/02/05
06/03/05
06/06/05
06/07/05
06/08/05
06/09/05

1,172.92
1,176.12
1,181.39
1,184.07
1,191.14
1,181.20
1,181.21
1,187.76
1,173.79
1,162.05
1,142.62
1,145.98
1,152.78
1,137.50
1,159.95
1,152.12
1,162.10
1,151.83
1,156.38
1,143.22
1,156.85
1,162.16
1,161.17
1,175.65
1,172.63
1,171.35
1,178.84
1,166.22
1,171.11
1,159.36
1,154.05
1,165.69
1,173.80
1,185.56
1,191.08
1,189.28
1,193.86
1,194.07
1,190.01
1,197.62
1,198.78
1,191.50
1,202.22
1,204.29
1,196.02
1,197.51
1,197.26
1,194.67
1,200.93

-0.65%
0.27%
0.45%
0.23%
0.60%
-0.84%
0.00%
0.55%
-1.18%
-1.01%
-1.69%
0.29%
0.59%
-1.33%
1.95%
-0.68%
0.86%
-0.89%
0.39%
-1.14%
1.19%
0.46%
-0.09%
1.24%
-0.26%
-0.11%
0.64%
-1.08%
0.42%
-1.01%
-0.46%
1.00%
0.69%
1.00%
0.46%
-0.15%
0.38%
0.02%
-0.34%
0.64%
0.10%
-0.61%
0.90%
0.17%
-0.69%
0.12%
-0.02%
-0.22%
0.52%

0.0042%
0.0007%
0.0020%
0.0005%
0.0035%
0.0070%
0.0000%
0.0031%
0.0140%
0.0101%
0.0284%
0.0009%
0.0035%
0.0178%
0.0382%
0.0046%
0.0074%
0.0079%
0.0016%
0.0131%
0.0140%
0.0021%
0.0001%
0.0154%
0.0007%
0.0001%
0.0041%
0.0116%
0.0018%
0.0102%
0.0021%
0.0101%
0.0048%
0.0099%
0.0022%
0.0002%
0.0015%
0.0000%
0.0012%
0.0041%
0.0001%
0.0037%
0.0080%
0.0003%
0.0047%
0.0002%
0.0000%
0.0005%
0.0027%

0.000049
0.000049
0.000047
0.000046
0.000044
0.000044
0.000046
0.000044
0.000043
0.000049
0.000053
0.000066
0.000063
0.000062
0.000068
0.000087
0.000084
0.000083
0.000083
0.000079
0.000081
0.000085
0.000081
0.000076
0.000080
0.000076
0.000071
0.000069
0.000072
0.000069
0.000071
0.000068
0.000070
0.000068
0.000070
0.000067
0.000064
0.000061
0.000057
0.000055
0.000054
0.000051
0.000051
0.000053
0.000050
0.000050
0.000048
0.000045
0.000043

3.608979
3.965105
3.850297
4.019485
3.694148
3.297757
4.076448
3.750815
2.486141
3.014990
1.306578
3.825882
3.639146
2.482371
1.085740
3.492934
3.330587
3.304658
3.687325
2.972938
2.926305
3.645816
3.789410
2.811331
3.755525
3.817754
3.570769
3.034089
3.728591
3.134273
3.710447
3.137747
3.521856
3.149775
3.709292
3.866794
3.796454
3.934591
3.862695
3.615918
3.982689
3.657905
3.235895
3.976421
3.557826
4.013156
4.053900
4.028857
3.788585

06/10/05
06/13/05
06/14/05
06/15/05
06/16/05
06/17/05
06/20/05
06/21/05
06/22/05
06/23/05
06/24/05
06/27/05
06/28/05
06/29/05
06/30/05
07/01/05
07/05/05
07/06/05
07/07/05
07/08/05
07/11/05
07/12/05
07/13/05
07/14/05
07/15/05
07/18/05
07/19/05
07/20/05
07/21/05
07/22/05
07/25/05
07/26/05
07/27/05
07/28/05
07/29/05
08/01/05
08/02/05
08/03/05
08/04/05
08/05/05
08/08/05
08/09/05
08/10/05
08/11/05
08/12/05
08/15/05
08/16/05
08/17/05
08/18/05

1,198.11
1,200.82
1,203.91
1,206.58
1,210.96
1,216.96
1,216.10
1,213.61
1,213.88
1,200.73
1,191.57
1,190.69
1,201.57
1,199.85
1,191.33
1,194.44
1,204.99
1,194.94
1,197.87
1,211.86
1,219.44
1,222.21
1,223.29
1,226.50
1,227.92
1,221.13
1,229.35
1,235.20
1,227.04
1,233.68
1,229.03
1,231.16
1,236.79
1,243.72
1,234.18
1,235.35
1,244.12
1,245.04
1,235.86
1,226.42
1,223.13
1,231.38
1,229.13
1,237.81
1,230.39
1,233.87
1,219.34
1,220.24
1,219.02

-0.24%
0.23%
0.26%
0.22%
0.36%
0.49%
-0.07%
-0.20%
0.02%
-1.09%
-0.77%
-0.07%
0.91%
-0.14%
-0.71%
0.26%
0.88%
-0.84%
0.24%
1.16%
0.62%
0.23%
0.09%
0.26%
0.12%
-0.55%
0.67%
0.47%
-0.66%
0.54%
-0.38%
0.17%
0.46%
0.56%
-0.77%
0.09%
0.71%
0.07%
-0.74%
-0.77%
-0.27%
0.67%
-0.18%
0.70%
-0.60%
0.28%
-1.18%
0.07%
-0.10%

0.0006%
0.0005%
0.0007%
0.0005%
0.0013%
0.0024%
0.0000%
0.0004%
0.0000%
0.0119%
0.0059%
0.0001%
0.0083%
0.0002%
0.0051%
0.0007%
0.0077%
0.0070%
0.0006%
0.0135%
0.0039%
0.0005%
0.0001%
0.0007%
0.0001%
0.0031%
0.0045%
0.0023%
0.0044%
0.0029%
0.0014%
0.0003%
0.0021%
0.0031%
0.0059%
0.0001%
0.0050%
0.0001%
0.0055%
0.0059%
0.0007%
0.0045%
0.0003%
0.0050%
0.0036%
0.0008%
0.0140%
0.0001%
0.0001%

0.000043
0.000041
0.000040
0.000038
0.000037
0.000036
0.000036
0.000034
0.000033
0.000032
0.000038
0.000039
0.000038
0.000041
0.000039
0.000040
0.000039
0.000041
0.000044
0.000042
0.000048
0.000048
0.000045
0.000043
0.000042
0.000040
0.000040
0.000040
0.000040
0.000041
0.000040
0.000039
0.000038
0.000037
0.000038
0.000039
0.000038
0.000039
0.000037
0.000039
0.000040
0.000039
0.000040
0.000038
0.000039
0.000040
0.000038
0.000045
0.000043

4.044295
4.067397
4.066131
4.103565
4.008112
3.858125
4.192666
4.159748
4.237476
2.395227
3.394962
4.146288
3.074153
4.110341
3.505733
4.057961
3.161603
3.280463
4.032563
2.510490
3.648777
4.003714
4.071968
4.026025
4.109202
3.760967
3.581190
3.860132
3.595103
3.778135
3.962574
4.113887
3.897433
3.760761
3.386128
4.141646
3.509738
4.152098
3.443995
3.401206
4.050344
3.577530
4.104815
3.519122
3.693218
4.047916
2.335073
4.081696
4.100877

08/19/05
08/22/05
08/23/05
08/24/05
08/25/05
08/26/05
08/29/05
08/30/05
08/31/05
09/01/05
09/02/05
09/06/05
09/07/05
09/08/05
09/09/05
09/12/05
09/13/05
09/14/05
09/15/05
09/16/05
09/19/05
09/20/05
09/21/05
09/22/05
09/23/05
09/26/05
09/27/05
09/28/05
09/29/05
09/30/05
10/03/05
10/04/05
10/05/05
10/06/05
10/07/05
10/10/05
10/11/05
10/12/05
10/13/05
10/14/05
10/17/05
10/18/05
10/19/05
10/20/05
10/21/05
10/24/05
10/25/05
10/26/05
10/27/05

1,219.71
1,221.73
1,217.59
1,209.59
1,212.37
1,205.10
1,212.28
1,208.41
1,220.33
1,221.59
1,218.02
1,233.39
1,236.36
1,231.67
1,241.48
1,240.56
1,231.20
1,227.16
1,227.73
1,237.91
1,231.02
1,221.34
1,210.20
1,214.62
1,215.29
1,215.63
1,215.66
1,216.89
1,227.68
1,228.81
1,226.70
1,214.47
1,196.39
1,191.49
1,195.90
1,187.33
1,184.87
1,177.68
1,176.84
1,186.57
1,190.10
1,178.14
1,195.76
1,177.80
1,179.59
1,199.38
1,196.54
1,191.38
1,178.90

0.06%
0.17%
-0.34%
-0.66%
0.23%
-0.60%
0.59%
-0.32%
0.98%
0.10%
-0.29%
1.25%
0.24%
-0.38%
0.79%
-0.07%
-0.76%
-0.33%
0.05%
0.83%
-0.56%
-0.79%
-0.92%
0.36%
0.06%
0.03%
0.00%
0.10%
0.88%
0.09%
-0.17%
-1.00%
-1.50%
-0.41%
0.37%
-0.72%
-0.21%
-0.61%
-0.07%
0.82%
0.30%
-1.01%
1.48%
-1.51%
0.15%
1.66%
-0.24%
-0.43%
-1.05%

0.0000%
0.0003%
0.0012%
0.0043%
0.0005%
0.0036%
0.0035%
0.0010%
0.0096%
0.0001%
0.0009%
0.0157%
0.0006%
0.0014%
0.0063%
0.0001%
0.0057%
0.0011%
0.0000%
0.0068%
0.0031%
0.0062%
0.0084%
0.0013%
0.0000%
0.0000%
0.0000%
0.0001%
0.0078%
0.0001%
0.0003%
0.0100%
0.0225%
0.0017%
0.0014%
0.0052%
0.0004%
0.0037%
0.0001%
0.0068%
0.0009%
0.0102%
0.0220%
0.0229%
0.0002%
0.0277%
0.0006%
0.0019%
0.0111%

0.000041
0.000039
0.000037
0.000036
0.000037
0.000036
0.000036
0.000037
0.000036
0.000040
0.000038
0.000037
0.000045
0.000043
0.000042
0.000043
0.000041
0.000043
0.000041
0.000039
0.000041
0.000041
0.000043
0.000046
0.000044
0.000042
0.000040
0.000038
0.000037
0.000040
0.000038
0.000036
0.000041
0.000052
0.000050
0.000048
0.000049
0.000047
0.000046
0.000044
0.000046
0.000044
0.000048
0.000058
0.000068
0.000065
0.000077
0.000073
0.000070

4.132463
4.124644
4.025933
3.594164
4.109721
3.694616
3.706784
4.045660
2.857439
4.130757
4.054824
2.060021
4.025189
3.942261
3.367921
4.098975
3.433467
3.986016
4.126961
3.285529
3.750727
3.374108
3.132278
3.931136
4.089344
4.116710
4.141931
4.152224
3.125497
4.138212
4.132654
2.811715
1.369626
3.851972
3.895376
3.514668
4.000269
3.670500
4.064411
3.327084
3.979202
2.939736
1.755744
1.993250
3.858683
1.762721
3.780057
3.716970
3.070433

10/28/05
10/31/05
11/01/05
11/02/05
11/03/05
11/04/05
11/07/05
11/08/05
11/09/05
11/10/05
11/11/05
11/14/05
11/15/05
11/16/05
11/17/05
11/18/05
11/21/05
11/22/05
11/23/05
11/25/05
11/28/05
11/29/05
11/30/05
12/01/05
12/02/05
12/05/05
12/06/05
12/07/05
12/08/05
12/09/05
12/12/05
12/13/05
12/14/05
12/15/05
12/16/05
12/19/05
12/20/05
12/21/05
12/22/05
12/23/05
12/27/05
12/28/05
12/29/05
12/30/05
01/03/06
01/04/06
01/05/06
01/06/06
01/09/06

1,198.41
1,207.01
1,202.76
1,214.76
1,219.94
1,220.14
1,222.81
1,218.59
1,220.65
1,230.96
1,234.72
1,233.76
1,229.01
1,231.21
1,242.80
1,248.27
1,254.85
1,261.23
1,265.61
1,268.25
1,257.46
1,257.48
1,249.48
1,264.67
1,265.08
1,262.09
1,263.70
1,257.37
1,255.84
1,259.37
1,260.43
1,267.43
1,272.74
1,270.94
1,267.32
1,259.92
1,259.62
1,262.79
1,268.12
1,268.66
1,256.54
1,258.17
1,254.42
1,248.29
1,268.80
1,273.46
1,273.48
1,285.45
1,290.15

1.64%
0.72%
-0.35%
0.99%
0.43%
0.02%
0.22%
-0.35%
0.17%
0.84%
0.30%
-0.08%
-0.39%
0.18%
0.94%
0.44%
0.53%
0.51%
0.35%
0.21%
-0.85%
0.00%
-0.64%
1.21%
0.03%
-0.24%
0.13%
-0.50%
-0.12%
0.28%
0.08%
0.55%
0.42%
-0.14%
-0.29%
-0.59%
-0.02%
0.25%
0.42%
0.04%
-0.96%
0.13%
-0.30%
-0.49%
1.63%
0.37%
0.00%
0.94%
0.36%

0.0269%
0.0051%
0.0012%
0.0099%
0.0018%
0.0000%
0.0005%
0.0012%
0.0003%
0.0071%
0.0009%
0.0001%
0.0015%
0.0003%
0.0088%
0.0019%
0.0028%
0.0026%
0.0012%
0.0004%
0.0073%
0.0000%
0.0041%
0.0146%
0.0000%
0.0006%
0.0002%
0.0025%
0.0001%
0.0008%
0.0001%
0.0031%
0.0017%
0.0002%
0.0008%
0.0034%
0.0000%
0.0006%
0.0018%
0.0000%
0.0092%
0.0002%
0.0009%
0.0024%
0.0266%
0.0013%
0.0000%
0.0088%
0.0013%

0.000072
0.000083
0.000081
0.000077
0.000078
0.000074
0.000070
0.000066
0.000063
0.000060
0.000060
0.000058
0.000054
0.000052
0.000050
0.000052
0.000051
0.000050
0.000049
0.000047
0.000045
0.000047
0.000044
0.000045
0.000051
0.000048
0.000046
0.000044
0.000043
0.000041
0.000040
0.000038
0.000038
0.000037
0.000036
0.000035
0.000035
0.000034
0.000033
0.000033
0.000031
0.000036
0.000034
0.000033
0.000033
0.000047
0.000046
0.000044
0.000047

1.977758
3.470545
3.713636
3.176907
3.693931
3.833726
3.830553
3.802506
3.894381
3.351533
3.861224
3.957052
3.853627
3.979098
3.153273
3.825809
3.753386
3.777381
3.923616
4.019689
3.272092
4.066496
3.633498
2.452837
4.022650
3.992501
4.055558
3.810583
4.088212
4.033513
4.138329
3.766458
3.939382
4.151012
4.085270
3.721254
4.204889
4.133975
3.972565
4.243587
2.796511
4.179895
4.093177
3.875905
0.250816
3.917153
4.076074
3.097220
3.925368

01/10/06
01/11/06
01/12/06
01/13/06
01/17/06
01/18/06
01/19/06
01/20/06
01/23/06
01/24/06
01/25/06
01/26/06
01/27/06
01/30/06
01/31/06
02/01/06
02/02/06
02/03/06
02/06/06
02/07/06
02/08/06
02/09/06
02/10/06
02/13/06
02/14/06
02/15/06
02/16/06
02/17/06
02/21/06
02/22/06
02/23/06
02/24/06
02/27/06
02/28/06
03/01/06
03/02/06
03/03/06
03/06/06
03/07/06
03/08/06
03/09/06
03/10/06
03/13/06
03/14/06
03/15/06
03/16/06
03/17/06
03/20/06
03/21/06

1,289.69
1,294.18
1,286.06
1,287.61
1,283.03
1,277.93
1,285.04
1,261.49
1,263.82
1,266.86
1,264.68
1,273.83
1,283.72
1,285.19
1,280.08
1,282.46
1,270.84
1,264.03
1,265.02
1,254.78
1,265.65
1,263.78
1,266.99
1,262.86
1,275.53
1,280.00
1,289.38
1,287.24
1,283.03
1,292.67
1,287.79
1,289.43
1,294.12
1,280.66
1,291.24
1,289.14
1,287.23
1,278.26
1,275.88
1,278.47
1,272.23
1,281.42
1,284.13
1,297.48
1,303.02
1,305.33
1,307.25
1,305.08
1,297.23

-0.04%
0.35%
-0.63%
0.12%
-0.36%
-0.40%
0.55%
-1.85%
0.18%
0.24%
-0.17%
0.72%
0.77%
0.11%
-0.40%
0.19%
-0.91%
-0.54%
0.08%
-0.81%
0.86%
-0.15%
0.25%
-0.33%
1.00%
0.35%
0.73%
-0.17%
-0.33%
0.75%
-0.38%
0.13%
0.36%
-1.05%
0.82%
-0.16%
-0.15%
-0.70%
-0.19%
0.20%
-0.49%
0.72%
0.21%
1.03%
0.43%
0.18%
0.15%
-0.17%
-0.60%

0.0000%
0.0012%
0.0040%
0.0001%
0.0013%
0.0016%
0.0031%
0.0342%
0.0003%
0.0006%
0.0003%
0.0052%
0.0060%
0.0001%
0.0016%
0.0003%
0.0083%
0.0029%
0.0001%
0.0066%
0.0074%
0.0002%
0.0006%
0.0011%
0.0100%
0.0012%
0.0053%
0.0003%
0.0011%
0.0056%
0.0014%
0.0002%
0.0013%
0.0109%
0.0068%
0.0003%
0.0002%
0.0049%
0.0003%
0.0004%
0.0024%
0.0052%
0.0004%
0.0107%
0.0018%
0.0003%
0.0002%
0.0003%
0.0036%

0.000045
0.000043
0.000041
0.000042
0.000040
0.000039
0.000038
0.000038
0.000056
0.000053
0.000051
0.000048
0.000049
0.000050
0.000047
0.000046
0.000044
0.000047
0.000046
0.000044
0.000045
0.000047
0.000045
0.000043
0.000042
0.000046
0.000044
0.000045
0.000043
0.000042
0.000043
0.000042
0.000040
0.000039
0.000043
0.000045
0.000043
0.000041
0.000042
0.000040
0.000039
0.000038
0.000040
0.000038
0.000043
0.000042
0.000040
0.000038
0.000037

4.084020
3.969500
3.648715
4.104939
3.986393
3.955021
3.764993
-0.320765
3.942774
3.945239
3.994269
3.512234
3.432565
4.019977
3.891700
4.037241
3.154115
3.758332
4.068626
3.344161
3.261724
4.035477
4.011928
3.981149
2.931699
3.943772
3.491286
4.053704
3.983063
3.451308
3.942620
4.104398
3.981238
2.749710
3.323597
4.053661
4.081028
3.536147
4.077346
4.089393
3.851624
3.490016
4.092425
2.764994
3.899528
4.086378
4.118812
4.131594
3.691542

03/22/06
03/23/06
03/24/06
03/27/06
03/28/06
03/29/06
03/30/06
03/31/06
04/03/06
04/04/06
04/05/06
04/06/06
04/07/06
04/10/06
04/11/06
04/12/06
04/13/06
04/17/06
04/18/06
04/19/06
04/20/06
04/21/06
04/24/06
04/25/06
04/26/06
04/27/06
04/28/06
05/01/06
05/02/06
05/03/06
05/04/06
05/05/06
05/08/06
05/09/06
05/10/06
05/11/06
05/12/06
05/15/06
05/16/06
05/17/06
05/18/06
05/19/06
05/22/06
05/23/06
05/24/06
05/25/06
05/26/06
05/30/06
05/31/06

1,305.04
1,301.67
1,302.95
1,301.61
1,293.23
1,302.89
1,300.25
1,294.87
1,297.81
1,305.93
1,311.56
1,309.04
1,295.50
1,296.62
1,286.57
1,288.12
1,289.12
1,285.33
1,307.28
1,309.93
1,311.46
1,311.28
1,308.11
1,301.74
1,305.41
1,309.72
1,310.61
1,305.19
1,313.21
1,308.12
1,312.25
1,325.76
1,324.66
1,325.14
1,322.85
1,305.92
1,291.24
1,294.50
1,292.08
1,270.32
1,261.81
1,267.03
1,262.07
1,256.58
1,258.57
1,272.88
1,280.16
1,259.87
1,270.09

0.60%
-0.26%
0.10%
-0.10%
-0.65%
0.74%
-0.20%
-0.41%
0.23%
0.62%
0.43%
-0.19%
-1.04%
0.09%
-0.78%
0.12%
0.08%
-0.29%
1.69%
0.20%
0.12%
-0.01%
-0.24%
-0.49%
0.28%
0.33%
0.07%
-0.41%
0.61%
-0.39%
0.32%
1.02%
-0.08%
0.04%
-0.17%
-1.29%
-1.13%
0.25%
-0.19%
-1.70%
-0.67%
0.41%
-0.39%
-0.44%
0.16%
1.13%
0.57%
-1.60%
0.81%

0.0036%
0.0007%
0.0001%
0.0001%
0.0042%
0.0055%
0.0004%
0.0017%
0.0005%
0.0039%
0.0019%
0.0004%
0.0108%
0.0001%
0.0061%
0.0001%
0.0001%
0.0009%
0.0287%
0.0004%
0.0001%
0.0000%
0.0006%
0.0024%
0.0008%
0.0011%
0.0000%
0.0017%
0.0038%
0.0015%
0.0010%
0.0105%
0.0001%
0.0000%
0.0003%
0.0166%
0.0128%
0.0006%
0.0004%
0.0288%
0.0045%
0.0017%
0.0015%
0.0019%
0.0003%
0.0128%
0.0033%
0.0255%
0.0065%

0.000037
0.000038
0.000036
0.000035
0.000033
0.000035
0.000036
0.000035
0.000035
0.000033
0.000034
0.000034
0.000033
0.000038
0.000036
0.000038
0.000037
0.000035
0.000034
0.000049
0.000047
0.000045
0.000043
0.000041
0.000040
0.000039
0.000038
0.000036
0.000036
0.000036
0.000036
0.000035
0.000039
0.000038
0.000036
0.000035
0.000043
0.000048
0.000046
0.000044
0.000059
0.000058
0.000056
0.000054
0.000052
0.000049
0.000054
0.000053
0.000065

3.696406
4.085922
4.178626
4.197911
3.610282
3.416227
4.135491
3.965286
4.142875
3.652274
3.951014
4.170790
2.597822
4.161936
3.358302
4.148347
4.180749
4.086873
0.017775
3.997260
4.048266
4.087531
4.044176
3.841939
4.041488
4.017973
4.165958
3.957119
3.675618
3.984987
4.062677
2.704025
4.143347
4.173121
4.155756
1.820345
2.618988
3.984676
4.034813
0.822388
3.567689
3.810998
3.839468
3.819868
3.989345
2.744678
3.692145
1.604769
3.399521

06/01/06
06/02/06
06/05/06
06/06/06
06/07/06
06/08/06
06/09/06
06/12/06
06/13/06
06/14/06
06/15/06
06/16/06
06/19/06
06/20/06
06/21/06
06/22/06
06/23/06
06/26/06
06/27/06
06/28/06
06/29/06
06/30/06
07/03/06
07/05/06
07/06/06
07/07/06
07/10/06
07/11/06
07/12/06
07/13/06
07/14/06
07/17/06
07/18/06
07/19/06
07/20/06
07/21/06
07/24/06
07/25/06
07/26/06
07/27/06
07/28/06
07/31/06
08/01/06
08/02/06
08/03/06
08/04/06
08/07/06
08/08/06
08/09/06

1,285.71
1,288.22
1,265.29
1,263.85
1,256.15
1,257.93
1,252.30
1,237.44
1,223.69
1,230.04
1,256.16
1,251.54
1,240.13
1,240.12
1,252.20
1,245.60
1,244.50
1,250.56
1,239.20
1,246.00
1,272.87
1,270.20
1,280.19
1,270.91
1,274.08
1,265.48
1,267.34
1,272.43
1,258.60
1,242.28
1,236.20
1,234.49
1,236.86
1,259.81
1,249.13
1,240.29
1,260.91
1,268.88
1,268.40
1,263.20
1,278.55
1,276.66
1,270.92
1,277.41
1,280.27
1,279.36
1,275.77
1,271.48
1,265.95

1.22%
0.20%
-1.80%
-0.11%
-0.61%
0.14%
-0.45%
-1.19%
-1.12%
0.52%
2.10%
-0.37%
-0.92%
-0.00%
0.97%
-0.53%
-0.09%
0.49%
-0.91%
0.55%
2.13%
-0.21%
0.78%
-0.73%
0.25%
-0.68%
0.15%
0.40%
-1.09%
-1.31%
-0.49%
-0.14%
0.19%
1.84%
-0.85%
-0.71%
1.65%
0.63%
-0.04%
-0.41%
1.21%
-0.15%
-0.45%
0.51%
0.22%
-0.07%
-0.28%
-0.34%
-0.44%

0.0149%
0.0004%
0.0323%
0.0001%
0.0037%
0.0002%
0.0020%
0.0142%
0.0125%
0.0027%
0.0442%
0.0014%
0.0084%
0.0000%
0.0094%
0.0028%
0.0001%
0.0024%
0.0083%
0.0030%
0.0455%
0.0004%
0.0061%
0.0053%
0.0006%
0.0046%
0.0002%
0.0016%
0.0119%
0.0170%
0.0024%
0.0002%
0.0004%
0.0338%
0.0072%
0.0050%
0.0272%
0.0040%
0.0000%
0.0017%
0.0146%
0.0002%
0.0020%
0.0026%
0.0005%
0.0001%
0.0008%
0.0011%
0.0019%

0.000065
0.000070
0.000066
0.000081
0.000076
0.000074
0.000070
0.000067
0.000071
0.000074
0.000071
0.000093
0.000088
0.000087
0.000082
0.000082
0.000079
0.000074
0.000071
0.000072
0.000069
0.000092
0.000086
0.000085
0.000082
0.000078
0.000076
0.000071
0.000068
0.000071
0.000077
0.000074
0.000069
0.000065
0.000081
0.000081
0.000079
0.000090
0.000086
0.000081
0.000077
0.000081
0.000076
0.000073
0.000070
0.000066
0.000062
0.000059
0.000057

2.755756
3.835372
1.461706
3.781400
3.576193
3.822947
3.722150
2.821609
2.979625
3.654317
0.764939
3.649581
3.273579
3.753840
3.212401
3.613580
3.799310
3.676289
3.271254
3.643198
0.586379
3.704926
3.404303
3.457149
3.745265
3.517127
3.811122
3.742747
3.001005
2.658107
3.661640
3.826810
3.843174
1.315682
3.343921
3.481076
2.078189
3.519119
3.758143
3.686866
2.870427
3.778078
3.688963
3.666811
3.828965
3.888926
3.858948
3.851844
3.802619

08/10/06
08/11/06
08/14/06
08/15/06
08/16/06
08/17/06
08/18/06
08/21/06
08/22/06
08/23/06
08/24/06
08/25/06
08/28/06
08/29/06
08/30/06
08/31/06
09/01/06
09/05/06
09/06/06
09/07/06
09/08/06
09/11/06
09/12/06
09/13/06
09/14/06
09/15/06
09/18/06
09/19/06
09/20/06
09/21/06
09/22/06
09/25/06
09/26/06
09/27/06
09/28/06
09/29/06
10/02/06
10/03/06
10/04/06
10/05/06
10/06/06
10/09/06
10/10/06
10/11/06
10/12/06
10/13/06
10/16/06
10/17/06
10/18/06

1,271.81
1,266.74
1,268.21
1,285.58
1,295.43
1,297.48
1,302.30
1,297.52
1,298.82
1,292.99
1,296.06
1,295.09
1,301.78
1,304.28
1,305.37
1,303.82
1,311.01
1,313.25
1,300.26
1,294.02
1,298.92
1,299.54
1,313.00
1,318.07
1,316.28
1,319.66
1,321.18
1,317.64
1,325.18
1,318.03
1,314.78
1,326.37
1,336.35
1,336.59
1,338.88
1,335.85
1,331.32
1,334.11
1,350.20
1,353.22
1,349.59
1,350.66
1,353.42
1,349.95
1,362.83
1,365.62
1,369.06
1,364.05
1,365.80

0.46%
-0.40%
0.12%
1.36%
0.76%
0.16%
0.37%
-0.37%
0.10%
-0.45%
0.24%
-0.07%
0.52%
0.19%
0.08%
-0.12%
0.55%
0.17%
-0.99%
-0.48%
0.38%
0.05%
1.03%
0.39%
-0.14%
0.26%
0.12%
-0.27%
0.57%
-0.54%
-0.25%
0.88%
0.75%
0.02%
0.17%
-0.23%
-0.34%
0.21%
1.20%
0.22%
-0.27%
0.08%
0.20%
-0.26%
0.95%
0.20%
0.25%
-0.37%
0.13%

0.0021%
0.0016%
0.0001%
0.0185%
0.0058%
0.0003%
0.0014%
0.0014%
0.0001%
0.0020%
0.0006%
0.0001%
0.0027%
0.0004%
0.0001%
0.0001%
0.0030%
0.0003%
0.0099%
0.0023%
0.0014%
0.0000%
0.0106%
0.0015%
0.0002%
0.0007%
0.0001%
0.0007%
0.0033%
0.0029%
0.0006%
0.0077%
0.0056%
0.0000%
0.0003%
0.0005%
0.0012%
0.0004%
0.0144%
0.0005%
0.0007%
0.0001%
0.0004%
0.0007%
0.0090%
0.0004%
0.0006%
0.0013%
0.0002%

0.000055
0.000053
0.000051
0.000048
0.000057
0.000057
0.000054
0.000052
0.000050
0.000047
0.000046
0.000044
0.000042
0.000042
0.000040
0.000038
0.000037
0.000037
0.000035
0.000040
0.000039
0.000038
0.000036
0.000041
0.000040
0.000038
0.000037
0.000035
0.000034
0.000035
0.000035
0.000034
0.000037
0.000039
0.000037
0.000036
0.000034
0.000034
0.000033
0.000040
0.000038
0.000037
0.000035
0.000034
0.000033
0.000037
0.000036
0.000034
0.000034

3.793106
3.853402
4.009040
2.139412
3.456208
3.944789
3.866451
3.883337
4.022584
3.845531
4.010949
4.087351
3.803343
4.079605
4.136502
4.149719
3.775818
4.147637
2.806825
3.857392
3.973031
4.164841
2.735136
3.950143
4.120815
4.080182
4.165759
4.103310
3.746574
3.793355
4.122797
3.092757
3.424701
4.159763
4.143614
4.130928
4.052432
4.166046
2.038202
4.086078
4.073957
4.177132
4.148268
4.128391
2.874955
4.127200
4.113714
4.023857
4.203886

10/19/06
10/20/06
10/23/06
10/24/06
10/25/06
10/26/06
10/27/06
10/30/06
10/31/06
11/01/06
11/02/06
11/03/06
11/06/06
11/07/06
11/08/06
11/09/06
11/10/06
11/13/06
11/14/06
11/15/06
11/16/06
11/17/06
11/20/06
11/21/06
11/22/06
11/24/06
11/27/06
11/28/06
11/29/06
11/30/06
12/01/06
12/04/06
12/05/06
12/06/06
12/07/06
12/08/06
12/11/06
12/12/06
12/13/06
12/14/06
12/15/06
12/18/06
12/19/06
12/20/06
12/21/06
12/22/06
12/26/06
12/27/06
12/28/06

1,366.96
1,368.60
1,377.02
1,377.38
1,382.22
1,389.08
1,377.34
1,377.93
1,377.94
1,367.81
1,367.34
1,364.30
1,379.78
1,382.84
1,385.72
1,378.33
1,380.90
1,384.42
1,393.22
1,396.57
1,399.76
1,401.20
1,400.50
1,402.81
1,406.09
1,400.95
1,381.96
1,386.72
1,399.48
1,400.63
1,396.71
1,409.12
1,414.76
1,412.90
1,407.29
1,409.84
1,413.04
1,411.56
1,413.21
1,425.49
1,427.09
1,422.48
1,425.55
1,423.53
1,418.30
1,410.76
1,416.90
1,426.84
1,424.73

0.08%
0.12%
0.61%
0.03%
0.35%
0.50%
-0.85%
0.04%
0.00%
-0.74%
-0.03%
-0.22%
1.13%
0.22%
0.21%
-0.53%
0.19%
0.25%
0.63%
0.24%
0.23%
0.10%
-0.05%
0.16%
0.23%
-0.37%
-1.36%
0.34%
0.92%
0.08%
-0.28%
0.88%
0.40%
-0.13%
-0.40%
0.18%
0.23%
-0.10%
0.12%
0.87%
0.11%
-0.32%
0.22%
-0.14%
-0.37%
-0.53%
0.43%
0.70%
-0.15%

0.0001%
0.0001%
0.0038%
0.0000%
0.0012%
0.0025%
0.0072%
0.0000%
0.0000%
0.0054%
0.0000%
0.0005%
0.0127%
0.0005%
0.0004%
0.0029%
0.0003%
0.0006%
0.0040%
0.0006%
0.0005%
0.0001%
0.0000%
0.0003%
0.0005%
0.0013%
0.0186%
0.0012%
0.0084%
0.0001%
0.0008%
0.0078%
0.0016%
0.0002%
0.0016%
0.0003%
0.0005%
0.0001%
0.0001%
0.0075%
0.0001%
0.0010%
0.0005%
0.0002%
0.0014%
0.0028%
0.0019%
0.0049%
0.0002%

0.000033
0.000031
0.000030
0.000031
0.000030
0.000030
0.000030
0.000033
0.000032
0.000031
0.000033
0.000031
0.000031
0.000037
0.000036
0.000034
0.000035
0.000033
0.000032
0.000033
0.000032
0.000031
0.000030
0.000029
0.000028
0.000028
0.000028
0.000038
0.000037
0.000040
0.000038
0.000037
0.000040
0.000039
0.000037
0.000037
0.000035
0.000034
0.000033
0.000031
0.000035
0.000033
0.000033
0.000032
0.000030
0.000030
0.000031
0.000031
0.000032

4.236355
4.243800
3.662135
4.265745
4.081846
3.880451
3.090381
4.234345
4.257324
3.389753
4.242961
4.185973
2.195084
4.118958
4.142812
3.804502
4.167603
4.138604
3.629981
4.147778
4.169057
4.247602
4.278614
4.254645
4.220022
4.085746
0.955482
4.018471
3.042539
4.137143
4.065531
3.123954
3.946205
4.135668
3.967343
4.144471
4.135586
4.209493
4.224589
3.075014
4.198126
4.079048
4.175911
4.231114
4.058134
3.814535
3.969494
3.480412
4.216185

12/29/06
01/03/07
01/04/07
01/05/07
01/08/07
01/09/07
01/10/07
01/11/07
01/12/07
01/16/07
01/17/07
01/18/07
01/19/07
01/22/07
01/23/07
01/24/07
01/25/07
01/26/07
01/29/07
01/30/07
01/31/07
02/01/07
02/02/07
02/05/07
02/06/07
02/07/07
02/08/07
02/09/07
02/12/07
02/13/07
02/14/07
02/15/07
02/16/07
02/20/07
02/21/07
02/22/07
02/23/07
02/26/07
02/27/07
02/28/07
03/01/07
03/02/07
03/05/07
03/06/07
03/07/07
03/08/07
03/09/07
03/12/07
03/13/07

1,418.30
1,416.60
1,418.34
1,409.71
1,412.84
1,412.11
1,414.85
1,423.82
1,430.73
1,431.90
1,430.62
1,426.37
1,430.50
1,422.95
1,427.99
1,440.13
1,423.90
1,422.18
1,420.62
1,428.82
1,438.24
1,445.94
1,448.39
1,446.99
1,448.00
1,450.02
1,448.31
1,438.06
1,433.37
1,444.26
1,455.30
1,456.81
1,455.54
1,459.68
1,457.63
1,456.38
1,451.19
1,449.37
1,399.04
1,406.82
1,403.17
1,387.17
1,374.12
1,395.41
1,391.97
1,401.89
1,402.84
1,406.60
1,377.95

-0.45%
-0.12%
0.12%
-0.61%
0.22%
-0.05%
0.19%
0.63%
0.48%
0.08%
-0.09%
-0.30%
0.29%
-0.53%
0.35%
0.85%
-1.13%
-0.12%
-0.11%
0.58%
0.66%
0.53%
0.17%
-0.10%
0.07%
0.14%
-0.12%
-0.71%
-0.33%
0.76%
0.76%
0.10%
-0.09%
0.28%
-0.14%
-0.09%
-0.36%
-0.13%
-3.53%
0.55%
-0.26%
-1.15%
-0.95%
1.54%
-0.25%
0.71%
0.07%
0.27%
-2.06%

0.0020%
0.0001%
0.0002%
0.0037%
0.0005%
0.0000%
0.0004%
0.0040%
0.0023%
0.0001%
0.0001%
0.0009%
0.0008%
0.0028%
0.0013%
0.0072%
0.0128%
0.0001%
0.0001%
0.0033%
0.0043%
0.0029%
0.0003%
0.0001%
0.0000%
0.0002%
0.0001%
0.0050%
0.0011%
0.0057%
0.0058%
0.0001%
0.0001%
0.0008%
0.0002%
0.0001%
0.0013%
0.0002%
0.1249%
0.0031%
0.0007%
0.0132%
0.0089%
0.0236%
0.0006%
0.0050%
0.0000%
0.0007%
0.0423%

0.000031
0.000031
0.000030
0.000029
0.000030
0.000029
0.000028
0.000028
0.000029
0.000029
0.000028
0.000028
0.000027
0.000027
0.000028
0.000027
0.000031
0.000037
0.000036
0.000034
0.000035
0.000036
0.000036
0.000035
0.000033
0.000032
0.000031
0.000030
0.000032
0.000031
0.000033
0.000035
0.000034
0.000032
0.000032
0.000031
0.000029
0.000029
0.000028
0.000100
0.000096
0.000090
0.000092
0.000091
0.000099
0.000093
0.000091
0.000085
0.000080

3.940452
4.244602
4.260459
3.663722
4.201910
4.292233
4.248512
3.607263
3.900601
4.285587
4.300220
4.170097
4.183876
3.822152
4.103597
3.026163
2.184800
4.162864
4.186736
3.738450
3.593007
3.801892
4.158998
4.204733
4.231190
4.227909
4.253503
3.443728
4.093834
3.347562
3.363799
4.192733
4.217262
4.124341
4.229835
4.266568
4.080625
4.274830
-17.778019
3.531946
3.673670
3.007983
3.242367
2.437988
3.658383
3.450260
3.733521
3.725998
1.152687

03/14/07
03/15/07
03/16/07
03/19/07
03/20/07
03/21/07
03/22/07
03/23/07
03/26/07
03/27/07
03/28/07
03/29/07
03/30/07
04/02/07
04/03/07
04/04/07
04/05/07
04/09/07
04/10/07
04/11/07
04/12/07
04/13/07
04/16/07
04/17/07
04/18/07
04/19/07
04/20/07
04/23/07
04/24/07
04/25/07
04/26/07
04/27/07
04/30/07
05/01/07
05/02/07
05/03/07
05/04/07
05/07/07
05/08/07
05/09/07
05/10/07
05/11/07
05/14/07
05/15/07
05/16/07
05/17/07
05/18/07
05/21/07
05/22/07

1,387.17
1,392.28
1,386.95
1,402.06
1,410.94
1,435.04
1,434.54
1,436.11
1,437.50
1,428.61
1,417.23
1,422.53
1,420.86
1,424.55
1,437.77
1,439.37
1,443.76
1,444.61
1,448.39
1,438.87
1,447.80
1,452.85
1,468.33
1,471.48
1,472.50
1,470.73
1,484.35
1,480.93
1,480.41
1,495.42
1,494.25
1,494.07
1,482.37
1,486.30
1,495.92
1,502.39
1,505.62
1,509.48
1,507.72
1,512.58
1,491.47
1,505.85
1,503.15
1,501.19
1,514.14
1,512.75
1,522.75
1,525.10
1,524.12

0.67%
0.37%
-0.38%
1.08%
0.63%
1.69%
-0.03%
0.11%
0.10%
-0.62%
-0.80%
0.37%
-0.12%
0.26%
0.92%
0.11%
0.30%
0.06%
0.26%
-0.66%
0.62%
0.35%
1.06%
0.21%
0.07%
-0.12%
0.92%
-0.23%
-0.04%
1.01%
-0.08%
-0.01%
-0.79%
0.26%
0.65%
0.43%
0.21%
0.26%
-0.12%
0.32%
-1.41%
0.96%
-0.18%
-0.13%
0.86%
-0.09%
0.66%
0.15%
-0.06%

0.0044%
0.0014%
0.0015%
0.0117%
0.0040%
0.0287%
0.0000%
0.0001%
0.0001%
0.0038%
0.0064%
0.0014%
0.0001%
0.0007%
0.0085%
0.0001%
0.0009%
0.0000%
0.0007%
0.0043%
0.0038%
0.0012%
0.0112%
0.0005%
0.0000%
0.0001%
0.0085%
0.0005%
0.0000%
0.0102%
0.0001%
0.0000%
0.0062%
0.0007%
0.0042%
0.0019%
0.0005%
0.0007%
0.0001%
0.0010%
0.0198%
0.0092%
0.0003%
0.0002%
0.0074%
0.0001%
0.0043%
0.0002%
0.0000%

0.000100
0.000096
0.000091
0.000086
0.000088
0.000084
0.000096
0.000090
0.000084
0.000079
0.000077
0.000076
0.000072
0.000068
0.000064
0.000066
0.000062
0.000059
0.000056
0.000053
0.000053
0.000052
0.000050
0.000054
0.000051
0.000049
0.000046
0.000049
0.000047
0.000044
0.000048
0.000046
0.000043
0.000045
0.000043
0.000044
0.000042
0.000041
0.000039
0.000038
0.000036
0.000046
0.000049
0.000047
0.000045
0.000047
0.000045
0.000045
0.000043

3.464195
3.635764
3.653451
3.078992
3.525206
2.071605
3.706427
3.733062
3.766008
3.559964
3.401993
3.733235
3.840911
3.830812
3.243429
3.887875
3.851417
3.947898
3.917873
3.593361
3.643221
3.895388
2.910914
3.951316
4.014122
4.030679
3.153854
3.988948
4.065038
2.946315
4.045078
4.077080
3.391878
4.007830
3.624162
3.888250
4.059861
4.054807
4.136857
4.038366
1.482491
3.078205
4.005684
4.044699
3.264380
4.055697
3.603277
4.059688
4.104966

05/23/07
05/24/07
05/25/07
05/29/07
05/30/07
05/31/07
06/01/07
06/04/07
06/05/07
06/06/07
06/07/07
06/08/07
06/11/07
06/12/07
06/13/07
06/14/07
06/15/07
06/18/07
06/19/07
06/20/07
06/21/07
06/22/07
06/25/07
06/26/07
06/27/07
06/28/07
06/29/07
07/02/07
07/03/07
07/05/07
07/06/07
07/09/07
07/10/07
07/11/07
07/12/07
07/13/07
07/16/07
07/17/07
07/18/07
07/19/07
07/20/07
07/23/07
07/24/07
07/25/07
07/26/07
07/27/07
07/30/07
07/31/07
08/01/07

1,522.28
1,507.51
1,515.73
1,518.11
1,530.23
1,530.62
1,536.34
1,539.18
1,530.95
1,517.38
1,490.72
1,507.67
1,509.12
1,493.00
1,515.67
1,522.97
1,532.91
1,531.05
1,533.70
1,512.84
1,522.19
1,502.56
1,497.74
1,492.89
1,506.34
1,505.71
1,503.35
1,519.43
1,524.87
1,525.40
1,530.44
1,531.85
1,510.12
1,518.76
1,547.70
1,552.50
1,549.52
1,549.37
1,546.17
1,553.08
1,534.10
1,541.57
1,511.04
1,518.09
1,482.66
1,458.95
1,473.91
1,455.27
1,465.81

-0.12%
-0.97%
0.54%
0.16%
0.80%
0.03%
0.37%
0.18%
-0.54%
-0.89%
-1.77%
1.13%
0.10%
-1.07%
1.51%
0.48%
0.65%
-0.12%
0.17%
-1.37%
0.62%
-1.30%
-0.32%
-0.32%
0.90%
-0.04%
-0.16%
1.06%
0.36%
0.03%
0.33%
0.09%
-1.43%
0.57%
1.89%
0.31%
-0.19%
-0.01%
-0.21%
0.45%
-1.23%
0.49%
-2.00%
0.47%
-2.36%
-1.61%
1.02%
-1.27%
0.72%

0.0001%
0.0095%
0.0030%
0.0002%
0.0063%
0.0000%
0.0014%
0.0003%
0.0029%
0.0079%
0.0314%
0.0128%
0.0001%
0.0115%
0.0227%
0.0023%
0.0042%
0.0001%
0.0003%
0.0188%
0.0038%
0.0168%
0.0010%
0.0011%
0.0080%
0.0000%
0.0002%
0.0113%
0.0013%
0.0000%
0.0011%
0.0001%
0.0204%
0.0033%
0.0356%
0.0010%
0.0004%
0.0000%
0.0004%
0.0020%
0.0151%
0.0024%
0.0400%
0.0022%
0.0558%
0.0260%
0.0104%
0.0162%
0.0052%

0.000041
0.000039
0.000043
0.000042
0.000041
0.000042
0.000040
0.000039
0.000038
0.000038
0.000041
0.000057
0.000061
0.000058
0.000062
0.000071
0.000068
0.000067
0.000063
0.000060
0.000067
0.000066
0.000072
0.000068
0.000065
0.000066
0.000062
0.000059
0.000062
0.000059
0.000056
0.000053
0.000051
0.000060
0.000058
0.000076
0.000072
0.000068
0.000064
0.000061
0.000058
0.000064
0.000062
0.000082
0.000078
0.000106
0.000114
0.000113
0.000115

4.116210
2.938570
3.765125
4.085493
3.358078
4.114655
3.967464
4.109677
3.792695
3.123127
0.274371
2.847222
3.922321
2.964582
2.083898
3.693391
3.566612
3.875996
3.892489
2.373827
3.602122
2.613260
3.780746
3.801479
3.282249
3.895158
3.906197
2.987177
3.822878
3.947773
3.879956
3.991422
2.011357
3.670766
0.907222
3.760385
3.824904
3.879395
3.876047
3.772696
2.659938
3.725365
0.683277
3.655538
0.227408
2.428575
3.164262
2.907589
3.390631

08/02/07
08/03/07
08/06/07
08/07/07
08/08/07
08/09/07
08/10/07
08/13/07
08/14/07
08/15/07
08/16/07
08/17/07
08/20/07
08/21/07
08/22/07
08/23/07
08/24/07
08/27/07
08/28/07
08/29/07
08/30/07
08/31/07
09/04/07
09/05/07
09/06/07
09/07/07
09/10/07
09/11/07
09/12/07
09/13/07
09/14/07
09/17/07
09/18/07
09/19/07
09/20/07
09/21/07
09/24/07
09/25/07
09/26/07
09/27/07
09/28/07

1,472.20
1,433.06
1,467.67
1,476.71
1,497.49
1,453.09
1,453.64
1,452.92
1,426.54
1,406.70
1,411.27
1,445.94
1,445.55
1,447.12
1,464.07
1,462.50
1,479.37
1,466.79
1,432.36
1,463.76
1,457.64
1,473.99
1,489.42
1,472.29
1,478.55
1,453.55
1,451.70
1,471.49
1,471.56
1,483.95
1,484.25
1,476.65
1,519.78
1,529.03
1,518.75
1,525.75
1,517.73
1,517.21
1,525.42
1,531.38
1526.75

Source: Yahoo! Finance.

0.43%
-2.69%
2.39%
0.61%
1.40%
-3.01%
0.04%
-0.05%
-1.83%
-1.40%
0.32%
2.43%
-0.03%
0.11%
1.16%
-0.11%
1.15%
-0.85%
-2.38%
2.17%
-0.42%
1.12%
1.04%
-1.16%
0.42%
-1.71%
-0.13%
1.35%
0.00%
0.84%
0.02%
-0.51%
2.88%
0.61%
-0.67%
0.46%
-0.53%
-0.03%
0.54%
0.39%
-0.30%

0.0019%
0.0726%
0.0569%
0.0038%
0.0195%
0.0906%
0.0000%
0.0000%
0.0336%
0.0196%
0.0011%
0.0589%
0.0000%
0.0001%
0.0136%
0.0001%
0.0132%
0.0073%
0.0564%
0.0470%
0.0018%
0.0124%
0.0108%
0.0134%
0.0018%
0.0291%
0.0002%
0.0183%
0.0000%
0.0070%
0.0000%
0.0026%
0.0829%
0.0037%
0.0046%
0.0021%
0.0028%
0.0000%
0.0029%
0.0015%
0.0009%

0.000110
0.000104
0.000140
0.000164
0.000155
0.000156
0.000198
0.000184
0.000171
0.000179
0.000178
0.000166
0.000189
0.000176
0.000164
0.000161
0.000150
0.000147
0.000142
0.000165
0.000181
0.000170
0.000165
0.000160
0.000157
0.000147
0.000154
0.000144
0.000145
0.000135
0.000130
0.000122
0.000115
0.000156
0.000147
0.000140
0.000132
0.000125
0.000117
0.000111
0.000104

3.551648
0.181368
1.482246
3.324761
2.836917
0.552889
3.344937
3.380722
2.437007
2.847233
3.368008
1.662182
3.366713
3.399520
3.025372
3.445041
3.045071
3.244797
1.521263
2.011285
3.340607
3.055227
3.106920
3.032915
3.402949
2.506088
3.463558
2.867383
3.500310
3.275375
3.553743
3.479997
0.016645
3.345999
3.337684
3.441988
3.442284
3.575023
3.484742
3.567086
3.621185

dex Data on 10/1/02 to 9/28/07


GARCH Parameters

S.D. 95%
Confidence Bands
[F = 2 x
SQRT(D)]

=
=
=
persistence=

0.0000011872
0.0583111896
0.9243179628
0.9826291524

Overall MLE=

4,304.11

1.73%
2.04%
2.04%
2.26%
2.37%
2.43%
2.70%
3.09%
3.51%
3.40%
3.96%
3.99%
3.99%
3.85%
3.80%
3.70%
3.58%
3.52%
3.49%
3.39%
3.30%
3.21%
3.11%
3.10%
3.02%
2.93%
2.86%
2.98%
2.90%
2.98%
2.89%
2.79%
2.94%
2.85%
2.79%
2.70%
2.77%
2.86%
2.76%
2.67%

[G = -2 x
SQRT(D)]

-1.73%
-2.04%
-2.04%
-2.26%
-2.37%
-2.43%
-2.70%
-3.09%
-3.51%
-3.40%
-3.96%
-3.99%
-3.99%
-3.85%
-3.80%
-3.70%
-3.58%
-3.52%
-3.49%
-3.39%
-3.30%
-3.21%
-3.11%
-3.10%
-3.02%
-2.93%
-2.86%
-2.98%
-2.90%
-2.98%
-2.89%
-2.79%
-2.94%
-2.85%
-2.79%
-2.70%
-2.77%
-2.86%
-2.76%
-2.67%

2.77%
2.99%
2.88%
2.78%
2.78%
2.68%
2.65%
2.58%
2.71%
2.70%
2.61%
2.52%
2.52%
2.68%
2.62%
2.60%
2.54%
2.53%
2.44%
2.37%
2.30%
2.35%
2.28%
2.21%
2.65%
2.56%
2.69%
2.62%
2.62%
2.69%
2.60%
2.51%
2.44%
2.45%
2.38%
2.40%
2.44%
2.41%
2.37%
2.70%
2.73%
2.70%
2.63%
2.77%
2.75%
2.66%
2.66%
2.58%
2.51%

-2.77%
-2.99%
-2.88%
-2.78%
-2.78%
-2.68%
-2.65%
-2.58%
-2.71%
-2.70%
-2.61%
-2.52%
-2.52%
-2.68%
-2.62%
-2.60%
-2.54%
-2.53%
-2.44%
-2.37%
-2.30%
-2.35%
-2.28%
-2.21%
-2.65%
-2.56%
-2.69%
-2.62%
-2.62%
-2.69%
-2.60%
-2.51%
-2.44%
-2.45%
-2.38%
-2.40%
-2.44%
-2.41%
-2.37%
-2.70%
-2.73%
-2.70%
-2.63%
-2.77%
-2.75%
-2.66%
-2.66%
-2.58%
-2.51%

2.47%
2.41%
2.36%
2.36%
2.28%
2.43%
2.53%
2.46%
2.42%
2.42%
2.51%
2.44%
2.44%
2.43%
2.35%
2.30%
2.35%
2.31%
2.28%
2.24%
2.51%
2.45%
2.38%
2.82%
2.72%
3.12%
3.01%
2.93%
2.83%
2.94%
3.32%
3.26%
3.15%
3.04%
2.94%
2.96%
2.92%
3.08%
2.98%
2.87%
2.77%
2.67%
2.67%
2.59%
2.51%
2.60%
2.52%
2.51%
2.53%

-2.47%
-2.41%
-2.36%
-2.36%
-2.28%
-2.43%
-2.53%
-2.46%
-2.42%
-2.42%
-2.51%
-2.44%
-2.44%
-2.43%
-2.35%
-2.30%
-2.35%
-2.31%
-2.28%
-2.24%
-2.51%
-2.45%
-2.38%
-2.82%
-2.72%
-3.12%
-3.01%
-2.93%
-2.83%
-2.94%
-3.32%
-3.26%
-3.15%
-3.04%
-2.94%
-2.96%
-2.92%
-3.08%
-2.98%
-2.87%
-2.77%
-2.67%
-2.67%
-2.59%
-2.51%
-2.60%
-2.52%
-2.51%
-2.53%

2.45%
2.58%
2.52%
2.47%
2.48%
2.54%
2.45%
2.37%
2.29%
2.33%
2.25%
2.22%
2.16%
2.14%
2.18%
2.19%
2.12%
2.06%
2.03%
1.96%
2.26%
2.18%
2.12%
2.10%
2.03%
2.17%
2.10%
2.04%
2.10%
2.03%
1.98%
2.05%
1.99%
1.93%
1.96%
1.94%
1.98%
1.92%
1.92%
2.14%
2.07%
2.00%
2.08%
2.01%
2.06%
2.00%
1.97%
1.98%
1.97%

-2.45%
-2.58%
-2.52%
-2.47%
-2.48%
-2.54%
-2.45%
-2.37%
-2.29%
-2.33%
-2.25%
-2.22%
-2.16%
-2.14%
-2.18%
-2.19%
-2.12%
-2.06%
-2.03%
-1.96%
-2.26%
-2.18%
-2.12%
-2.10%
-2.03%
-2.17%
-2.10%
-2.04%
-2.10%
-2.03%
-1.98%
-2.05%
-1.99%
-1.93%
-1.96%
-1.94%
-1.98%
-1.92%
-1.92%
-2.14%
-2.07%
-2.00%
-2.08%
-2.01%
-2.06%
-2.00%
-1.97%
-1.98%
-1.97%

1.91%
1.89%
1.91%
1.89%
2.05%
1.99%
1.94%
1.99%
1.98%
1.93%
1.88%
1.85%
1.89%
1.91%
1.98%
1.97%
1.91%
1.88%
2.00%
1.94%
1.91%
1.85%
1.80%
1.81%
1.76%
1.91%
1.85%
1.83%
1.78%
1.73%
1.75%
1.72%
1.70%
1.65%
1.66%
1.61%
1.57%
1.53%
1.57%
1.52%
1.49%
1.45%
1.44%
1.42%
1.54%
1.51%
1.47%
1.46%
1.50%

-1.91%
-1.89%
-1.91%
-1.89%
-2.05%
-1.99%
-1.94%
-1.99%
-1.98%
-1.93%
-1.88%
-1.85%
-1.89%
-1.91%
-1.98%
-1.97%
-1.91%
-1.88%
-2.00%
-1.94%
-1.91%
-1.85%
-1.80%
-1.81%
-1.76%
-1.91%
-1.85%
-1.83%
-1.78%
-1.73%
-1.75%
-1.72%
-1.70%
-1.65%
-1.66%
-1.61%
-1.57%
-1.53%
-1.57%
-1.52%
-1.49%
-1.45%
-1.44%
-1.42%
-1.54%
-1.51%
-1.47%
-1.46%
-1.50%

1.51%
1.58%
1.56%
1.52%
1.49%
1.60%
1.56%
1.64%
1.60%
1.68%
1.66%
1.86%
1.82%
1.79%
1.80%
1.82%
2.06%
1.99%
1.98%
1.93%
1.88%
1.84%
1.80%
1.74%
1.72%
1.68%
1.64%
1.59%
1.63%
1.60%
1.55%
1.68%
1.63%
1.60%
1.56%
1.68%
1.63%
1.58%
1.55%
1.55%
1.53%
1.49%
1.48%
1.45%
1.44%
1.40%
1.47%
1.43%
1.44%

-1.51%
-1.58%
-1.56%
-1.52%
-1.49%
-1.60%
-1.56%
-1.64%
-1.60%
-1.68%
-1.66%
-1.86%
-1.82%
-1.79%
-1.80%
-1.82%
-2.06%
-1.99%
-1.98%
-1.93%
-1.88%
-1.84%
-1.80%
-1.74%
-1.72%
-1.68%
-1.64%
-1.59%
-1.63%
-1.60%
-1.55%
-1.68%
-1.63%
-1.60%
-1.56%
-1.68%
-1.63%
-1.58%
-1.55%
-1.55%
-1.53%
-1.49%
-1.48%
-1.45%
-1.44%
-1.40%
-1.47%
-1.43%
-1.44%

1.44%
1.47%
1.48%
1.49%
1.46%
1.62%
1.57%
1.54%
1.50%
1.55%
1.52%
1.48%
1.45%
1.46%
1.47%
1.49%
1.45%
1.51%
1.47%
1.46%
1.46%
1.42%
1.49%
1.45%
1.43%
1.39%
1.36%
1.33%
1.43%
1.39%
1.36%
1.33%
1.43%
1.39%
1.36%
1.35%
1.38%
1.37%
1.36%
1.38%
1.35%
1.35%
1.32%
1.34%
1.32%
1.29%
1.39%
1.43%
1.54%

-1.44%
-1.47%
-1.48%
-1.49%
-1.46%
-1.62%
-1.57%
-1.54%
-1.50%
-1.55%
-1.52%
-1.48%
-1.45%
-1.46%
-1.47%
-1.49%
-1.45%
-1.51%
-1.47%
-1.46%
-1.46%
-1.42%
-1.49%
-1.45%
-1.43%
-1.39%
-1.36%
-1.33%
-1.43%
-1.39%
-1.36%
-1.33%
-1.43%
-1.39%
-1.36%
-1.35%
-1.38%
-1.37%
-1.36%
-1.38%
-1.35%
-1.35%
-1.32%
-1.34%
-1.32%
-1.29%
-1.39%
-1.43%
-1.54%

1.52%
1.48%
1.45%
1.41%
1.43%
1.40%
1.49%
1.45%
1.44%
1.49%
1.47%
1.45%
1.49%
1.46%
1.44%
1.40%
1.37%
1.34%
1.32%
1.29%
1.26%
1.31%
1.31%
1.29%
1.26%
1.24%
1.28%
1.28%
1.44%
1.58%
1.65%
1.75%
1.71%
1.76%
1.70%
1.74%
1.80%
1.74%
1.70%
1.82%
1.77%
1.82%
1.78%
1.72%
1.69%
1.69%
1.68%
1.63%
1.62%

-1.52%
-1.48%
-1.45%
-1.41%
-1.43%
-1.40%
-1.49%
-1.45%
-1.44%
-1.49%
-1.47%
-1.45%
-1.49%
-1.46%
-1.44%
-1.40%
-1.37%
-1.34%
-1.32%
-1.29%
-1.26%
-1.31%
-1.31%
-1.29%
-1.26%
-1.24%
-1.28%
-1.28%
-1.44%
-1.58%
-1.65%
-1.75%
-1.71%
-1.76%
-1.70%
-1.74%
-1.80%
-1.74%
-1.70%
-1.82%
-1.77%
-1.82%
-1.78%
-1.72%
-1.69%
-1.69%
-1.68%
-1.63%
-1.62%

1.57%
1.55%
1.64%
1.60%
1.55%
1.53%
1.48%
1.63%
1.60%
1.70%
1.65%
1.61%
1.57%
1.67%
1.66%
1.63%
1.65%
1.60%
1.56%
1.55%
1.64%
1.68%
1.67%
1.62%
1.57%
1.53%
1.57%
1.56%
1.52%
1.48%
1.45%
1.42%
1.58%
1.54%
1.52%
1.48%
1.44%
1.41%
1.42%
1.40%
1.56%
1.52%
1.55%
1.52%
1.55%
1.54%
1.50%
1.46%
1.42%

-1.57%
-1.55%
-1.64%
-1.60%
-1.55%
-1.53%
-1.48%
-1.63%
-1.60%
-1.70%
-1.65%
-1.61%
-1.57%
-1.67%
-1.66%
-1.63%
-1.65%
-1.60%
-1.56%
-1.55%
-1.64%
-1.68%
-1.67%
-1.62%
-1.57%
-1.53%
-1.57%
-1.56%
-1.52%
-1.48%
-1.45%
-1.42%
-1.58%
-1.54%
-1.52%
-1.48%
-1.44%
-1.41%
-1.42%
-1.40%
-1.56%
-1.52%
-1.55%
-1.52%
-1.55%
-1.54%
-1.50%
-1.46%
-1.42%

1.40%
1.37%
1.40%
1.37%
1.36%
1.33%
1.30%
1.28%
1.35%
1.33%
1.35%
1.32%
1.35%
1.33%
1.30%
1.26%
1.25%
1.23%
1.23%
1.20%
1.22%
1.36%
1.33%
1.38%
1.35%
1.40%
1.36%
1.35%
1.31%
1.30%
1.30%
1.27%
1.48%
1.62%
1.58%
1.65%
1.61%
1.66%
1.61%
1.70%
1.65%
1.71%
1.67%
1.65%
1.60%
1.56%
1.56%
1.52%
1.48%

-1.40%
-1.37%
-1.40%
-1.37%
-1.36%
-1.33%
-1.30%
-1.28%
-1.35%
-1.33%
-1.35%
-1.32%
-1.35%
-1.33%
-1.30%
-1.26%
-1.25%
-1.23%
-1.23%
-1.20%
-1.22%
-1.36%
-1.33%
-1.38%
-1.35%
-1.40%
-1.36%
-1.35%
-1.31%
-1.30%
-1.30%
-1.27%
-1.48%
-1.62%
-1.58%
-1.65%
-1.61%
-1.66%
-1.61%
-1.70%
-1.65%
-1.71%
-1.67%
-1.65%
-1.60%
-1.56%
-1.56%
-1.52%
-1.48%

1.49%
1.46%
1.43%
1.49%
1.46%
1.46%
1.44%
1.40%
1.39%
1.35%
1.32%
1.34%
1.31%
1.30%
1.29%
1.30%
1.44%
1.42%
1.38%
1.38%
1.37%
1.35%
1.32%
1.48%
1.45%
1.41%
1.41%
1.45%
1.46%
1.42%
1.39%
1.40%
1.44%
1.41%
1.40%
1.44%
1.40%
1.37%
1.42%
1.38%
1.52%
1.60%
1.56%
1.52%
1.48%
1.44%
1.50%
1.65%
1.61%

-1.49%
-1.46%
-1.43%
-1.49%
-1.46%
-1.46%
-1.44%
-1.40%
-1.39%
-1.35%
-1.32%
-1.34%
-1.31%
-1.30%
-1.29%
-1.30%
-1.44%
-1.42%
-1.38%
-1.38%
-1.37%
-1.35%
-1.32%
-1.48%
-1.45%
-1.41%
-1.41%
-1.45%
-1.46%
-1.42%
-1.39%
-1.40%
-1.44%
-1.41%
-1.40%
-1.44%
-1.40%
-1.37%
-1.42%
-1.38%
-1.52%
-1.60%
-1.56%
-1.52%
-1.48%
-1.44%
-1.50%
-1.65%
-1.61%

1.57%
1.52%
1.48%
1.50%
1.53%
1.48%
1.48%
1.47%
1.43%
1.49%
1.48%
1.44%
1.41%
1.38%
1.35%
1.33%
1.48%
1.44%
1.41%
1.37%
1.44%
1.42%
1.41%
1.37%
1.40%
1.38%
1.35%
1.32%
1.34%
1.30%
1.34%
1.32%
1.29%
1.27%
1.29%
1.26%
1.23%
1.21%
1.24%
1.34%
1.32%
1.30%
1.27%
1.25%
1.26%
1.24%
1.28%
1.29%
1.34%

-1.57%
-1.52%
-1.48%
-1.50%
-1.53%
-1.48%
-1.48%
-1.47%
-1.43%
-1.49%
-1.48%
-1.44%
-1.41%
-1.38%
-1.35%
-1.33%
-1.48%
-1.44%
-1.41%
-1.37%
-1.44%
-1.42%
-1.41%
-1.37%
-1.40%
-1.38%
-1.35%
-1.32%
-1.34%
-1.30%
-1.34%
-1.32%
-1.29%
-1.27%
-1.29%
-1.26%
-1.23%
-1.21%
-1.24%
-1.34%
-1.32%
-1.30%
-1.27%
-1.25%
-1.26%
-1.24%
-1.28%
-1.29%
-1.34%

1.38%
1.40%
1.40%
1.37%
1.35%
1.34%
1.31%
1.28%
1.31%
1.33%
1.30%
1.28%
1.36%
1.32%
1.29%
1.33%
1.31%
1.32%
1.29%
1.27%
1.24%
1.27%
1.24%
1.40%
1.39%
1.41%
1.44%
1.44%
1.43%
1.39%
1.35%
1.40%
1.37%
1.35%
1.41%
1.37%
1.39%
1.38%
1.39%
1.41%
1.38%
1.34%
1.33%
1.39%
1.35%
1.32%
1.29%
1.31%
1.44%

-1.38%
-1.40%
-1.40%
-1.37%
-1.35%
-1.34%
-1.31%
-1.28%
-1.31%
-1.33%
-1.30%
-1.28%
-1.36%
-1.32%
-1.29%
-1.33%
-1.31%
-1.32%
-1.29%
-1.27%
-1.24%
-1.27%
-1.24%
-1.40%
-1.39%
-1.41%
-1.44%
-1.44%
-1.43%
-1.39%
-1.35%
-1.40%
-1.37%
-1.35%
-1.41%
-1.37%
-1.39%
-1.38%
-1.39%
-1.41%
-1.38%
-1.34%
-1.33%
-1.39%
-1.35%
-1.32%
-1.29%
-1.31%
-1.44%

1.40%
1.40%
1.37%
1.36%
1.33%
1.32%
1.35%
1.32%
1.31%
1.40%
1.45%
1.63%
1.59%
1.57%
1.65%
1.86%
1.83%
1.82%
1.82%
1.77%
1.80%
1.84%
1.80%
1.74%
1.79%
1.74%
1.69%
1.67%
1.70%
1.66%
1.68%
1.65%
1.67%
1.65%
1.68%
1.64%
1.59%
1.56%
1.52%
1.48%
1.47%
1.43%
1.43%
1.45%
1.42%
1.42%
1.38%
1.35%
1.32%

-1.40%
-1.40%
-1.37%
-1.36%
-1.33%
-1.32%
-1.35%
-1.32%
-1.31%
-1.40%
-1.45%
-1.63%
-1.59%
-1.57%
-1.65%
-1.86%
-1.83%
-1.82%
-1.82%
-1.77%
-1.80%
-1.84%
-1.80%
-1.74%
-1.79%
-1.74%
-1.69%
-1.67%
-1.70%
-1.66%
-1.68%
-1.65%
-1.67%
-1.65%
-1.68%
-1.64%
-1.59%
-1.56%
-1.52%
-1.48%
-1.47%
-1.43%
-1.43%
-1.45%
-1.42%
-1.42%
-1.38%
-1.35%
-1.32%

1.31%
1.28%
1.26%
1.24%
1.21%
1.20%
1.20%
1.17%
1.15%
1.13%
1.23%
1.25%
1.23%
1.28%
1.25%
1.27%
1.24%
1.29%
1.32%
1.29%
1.38%
1.38%
1.35%
1.32%
1.29%
1.26%
1.26%
1.27%
1.26%
1.27%
1.27%
1.26%
1.23%
1.22%
1.22%
1.25%
1.23%
1.25%
1.22%
1.24%
1.27%
1.25%
1.26%
1.24%
1.25%
1.26%
1.24%
1.34%
1.31%

-1.31%
-1.28%
-1.26%
-1.24%
-1.21%
-1.20%
-1.20%
-1.17%
-1.15%
-1.13%
-1.23%
-1.25%
-1.23%
-1.28%
-1.25%
-1.27%
-1.24%
-1.29%
-1.32%
-1.29%
-1.38%
-1.38%
-1.35%
-1.32%
-1.29%
-1.26%
-1.26%
-1.27%
-1.26%
-1.27%
-1.27%
-1.26%
-1.23%
-1.22%
-1.22%
-1.25%
-1.23%
-1.25%
-1.22%
-1.24%
-1.27%
-1.25%
-1.26%
-1.24%
-1.25%
-1.26%
-1.24%
-1.34%
-1.31%

1.28%
1.25%
1.22%
1.20%
1.22%
1.20%
1.21%
1.22%
1.20%
1.27%
1.24%
1.22%
1.34%
1.31%
1.29%
1.32%
1.28%
1.31%
1.28%
1.25%
1.29%
1.29%
1.31%
1.35%
1.33%
1.30%
1.27%
1.24%
1.21%
1.26%
1.23%
1.21%
1.28%
1.44%
1.42%
1.39%
1.40%
1.37%
1.36%
1.33%
1.36%
1.33%
1.38%
1.53%
1.66%
1.61%
1.76%
1.71%
1.67%

-1.28%
-1.25%
-1.22%
-1.20%
-1.22%
-1.20%
-1.21%
-1.22%
-1.20%
-1.27%
-1.24%
-1.22%
-1.34%
-1.31%
-1.29%
-1.32%
-1.28%
-1.31%
-1.28%
-1.25%
-1.29%
-1.29%
-1.31%
-1.35%
-1.33%
-1.30%
-1.27%
-1.24%
-1.21%
-1.26%
-1.23%
-1.21%
-1.28%
-1.44%
-1.42%
-1.39%
-1.40%
-1.37%
-1.36%
-1.33%
-1.36%
-1.33%
-1.38%
-1.53%
-1.66%
-1.61%
-1.76%
-1.71%
-1.67%

1.70%
1.83%
1.80%
1.75%
1.77%
1.73%
1.67%
1.63%
1.59%
1.54%
1.55%
1.52%
1.48%
1.45%
1.41%
1.45%
1.42%
1.41%
1.39%
1.37%
1.34%
1.37%
1.33%
1.34%
1.43%
1.39%
1.36%
1.33%
1.32%
1.28%
1.26%
1.23%
1.23%
1.22%
1.20%
1.18%
1.19%
1.16%
1.15%
1.14%
1.12%
1.19%
1.17%
1.15%
1.15%
1.38%
1.35%
1.32%
1.36%

-1.70%
-1.83%
-1.80%
-1.75%
-1.77%
-1.73%
-1.67%
-1.63%
-1.59%
-1.54%
-1.55%
-1.52%
-1.48%
-1.45%
-1.41%
-1.45%
-1.42%
-1.41%
-1.39%
-1.37%
-1.34%
-1.37%
-1.33%
-1.34%
-1.43%
-1.39%
-1.36%
-1.33%
-1.32%
-1.28%
-1.26%
-1.23%
-1.23%
-1.22%
-1.20%
-1.18%
-1.19%
-1.16%
-1.15%
-1.14%
-1.12%
-1.19%
-1.17%
-1.15%
-1.15%
-1.38%
-1.35%
-1.32%
-1.36%

1.34%
1.31%
1.29%
1.29%
1.26%
1.25%
1.23%
1.23%
1.50%
1.46%
1.43%
1.39%
1.40%
1.41%
1.38%
1.36%
1.32%
1.37%
1.36%
1.32%
1.35%
1.38%
1.34%
1.32%
1.29%
1.35%
1.33%
1.34%
1.31%
1.29%
1.31%
1.29%
1.26%
1.24%
1.32%
1.35%
1.31%
1.28%
1.30%
1.27%
1.24%
1.24%
1.26%
1.23%
1.31%
1.29%
1.26%
1.24%
1.21%

-1.34%
-1.31%
-1.29%
-1.29%
-1.26%
-1.25%
-1.23%
-1.23%
-1.50%
-1.46%
-1.43%
-1.39%
-1.40%
-1.41%
-1.38%
-1.36%
-1.32%
-1.37%
-1.36%
-1.32%
-1.35%
-1.38%
-1.34%
-1.32%
-1.29%
-1.35%
-1.33%
-1.34%
-1.31%
-1.29%
-1.31%
-1.29%
-1.26%
-1.24%
-1.32%
-1.35%
-1.31%
-1.28%
-1.30%
-1.27%
-1.24%
-1.24%
-1.26%
-1.23%
-1.31%
-1.29%
-1.26%
-1.24%
-1.21%

1.22%
1.23%
1.21%
1.18%
1.16%
1.18%
1.21%
1.18%
1.18%
1.16%
1.17%
1.17%
1.15%
1.23%
1.20%
1.24%
1.21%
1.18%
1.17%
1.41%
1.37%
1.34%
1.31%
1.28%
1.27%
1.25%
1.23%
1.20%
1.19%
1.21%
1.19%
1.18%
1.26%
1.23%
1.20%
1.18%
1.31%
1.39%
1.36%
1.33%
1.53%
1.52%
1.50%
1.47%
1.44%
1.41%
1.47%
1.46%
1.62%

-1.22%
-1.23%
-1.21%
-1.18%
-1.16%
-1.18%
-1.21%
-1.18%
-1.18%
-1.16%
-1.17%
-1.17%
-1.15%
-1.23%
-1.20%
-1.24%
-1.21%
-1.18%
-1.17%
-1.41%
-1.37%
-1.34%
-1.31%
-1.28%
-1.27%
-1.25%
-1.23%
-1.20%
-1.19%
-1.21%
-1.19%
-1.18%
-1.26%
-1.23%
-1.20%
-1.18%
-1.31%
-1.39%
-1.36%
-1.33%
-1.53%
-1.52%
-1.50%
-1.47%
-1.44%
-1.41%
-1.47%
-1.46%
-1.62%

1.62%
1.68%
1.63%
1.80%
1.75%
1.72%
1.67%
1.63%
1.69%
1.72%
1.69%
1.93%
1.88%
1.87%
1.81%
1.82%
1.78%
1.72%
1.69%
1.70%
1.67%
1.92%
1.86%
1.84%
1.82%
1.76%
1.74%
1.69%
1.65%
1.69%
1.75%
1.72%
1.66%
1.62%
1.80%
1.80%
1.77%
1.89%
1.86%
1.80%
1.76%
1.80%
1.75%
1.71%
1.67%
1.63%
1.58%
1.54%
1.51%

-1.62%
-1.68%
-1.63%
-1.80%
-1.75%
-1.72%
-1.67%
-1.63%
-1.69%
-1.72%
-1.69%
-1.93%
-1.88%
-1.87%
-1.81%
-1.82%
-1.78%
-1.72%
-1.69%
-1.70%
-1.67%
-1.92%
-1.86%
-1.84%
-1.82%
-1.76%
-1.74%
-1.69%
-1.65%
-1.69%
-1.75%
-1.72%
-1.66%
-1.62%
-1.80%
-1.80%
-1.77%
-1.89%
-1.86%
-1.80%
-1.76%
-1.80%
-1.75%
-1.71%
-1.67%
-1.63%
-1.58%
-1.54%
-1.51%

1.48%
1.46%
1.43%
1.39%
1.51%
1.51%
1.47%
1.44%
1.41%
1.38%
1.36%
1.33%
1.30%
1.29%
1.26%
1.24%
1.21%
1.21%
1.19%
1.26%
1.25%
1.24%
1.21%
1.28%
1.27%
1.24%
1.22%
1.19%
1.17%
1.18%
1.19%
1.17%
1.22%
1.25%
1.22%
1.19%
1.17%
1.16%
1.14%
1.26%
1.23%
1.21%
1.19%
1.17%
1.15%
1.22%
1.19%
1.17%
1.16%

-1.48%
-1.46%
-1.43%
-1.39%
-1.51%
-1.51%
-1.47%
-1.44%
-1.41%
-1.38%
-1.36%
-1.33%
-1.30%
-1.29%
-1.26%
-1.24%
-1.21%
-1.21%
-1.19%
-1.26%
-1.25%
-1.24%
-1.21%
-1.28%
-1.27%
-1.24%
-1.22%
-1.19%
-1.17%
-1.18%
-1.19%
-1.17%
-1.22%
-1.25%
-1.22%
-1.19%
-1.17%
-1.16%
-1.14%
-1.26%
-1.23%
-1.21%
-1.19%
-1.17%
-1.15%
-1.22%
-1.19%
-1.17%
-1.16%

1.14%
1.12%
1.10%
1.12%
1.10%
1.09%
1.10%
1.15%
1.13%
1.11%
1.14%
1.12%
1.11%
1.21%
1.19%
1.17%
1.18%
1.15%
1.14%
1.16%
1.14%
1.12%
1.10%
1.08%
1.07%
1.05%
1.05%
1.23%
1.21%
1.26%
1.23%
1.21%
1.26%
1.25%
1.22%
1.21%
1.19%
1.17%
1.14%
1.12%
1.18%
1.15%
1.14%
1.12%
1.10%
1.10%
1.11%
1.11%
1.14%

-1.14%
-1.12%
-1.10%
-1.12%
-1.10%
-1.09%
-1.10%
-1.15%
-1.13%
-1.11%
-1.14%
-1.12%
-1.11%
-1.21%
-1.19%
-1.17%
-1.18%
-1.15%
-1.14%
-1.16%
-1.14%
-1.12%
-1.10%
-1.08%
-1.07%
-1.05%
-1.05%
-1.23%
-1.21%
-1.26%
-1.23%
-1.21%
-1.26%
-1.25%
-1.22%
-1.21%
-1.19%
-1.17%
-1.14%
-1.12%
-1.18%
-1.15%
-1.14%
-1.12%
-1.10%
-1.10%
-1.11%
-1.11%
-1.14%

1.12%
1.12%
1.10%
1.08%
1.10%
1.09%
1.07%
1.05%
1.08%
1.09%
1.07%
1.05%
1.04%
1.04%
1.05%
1.05%
1.11%
1.22%
1.19%
1.17%
1.18%
1.20%
1.20%
1.17%
1.15%
1.13%
1.11%
1.09%
1.12%
1.11%
1.15%
1.19%
1.16%
1.14%
1.13%
1.11%
1.09%
1.08%
1.06%
2.00%
1.96%
1.90%
1.92%
1.91%
1.99%
1.93%
1.90%
1.84%
1.79%

-1.12%
-1.12%
-1.10%
-1.08%
-1.10%
-1.09%
-1.07%
-1.05%
-1.08%
-1.09%
-1.07%
-1.05%
-1.04%
-1.04%
-1.05%
-1.05%
-1.11%
-1.22%
-1.19%
-1.17%
-1.18%
-1.20%
-1.20%
-1.17%
-1.15%
-1.13%
-1.11%
-1.09%
-1.12%
-1.11%
-1.15%
-1.19%
-1.16%
-1.14%
-1.13%
-1.11%
-1.09%
-1.08%
-1.06%
-2.00%
-1.96%
-1.90%
-1.92%
-1.91%
-1.99%
-1.93%
-1.90%
-1.84%
-1.79%

2.00%
1.96%
1.91%
1.85%
1.87%
1.84%
1.96%
1.90%
1.84%
1.78%
1.75%
1.74%
1.70%
1.65%
1.60%
1.62%
1.57%
1.54%
1.49%
1.46%
1.45%
1.44%
1.42%
1.47%
1.43%
1.40%
1.36%
1.40%
1.37%
1.33%
1.39%
1.35%
1.32%
1.34%
1.31%
1.32%
1.30%
1.28%
1.25%
1.23%
1.21%
1.36%
1.41%
1.37%
1.34%
1.37%
1.34%
1.34%
1.31%

-2.00%
-1.96%
-1.91%
-1.85%
-1.87%
-1.84%
-1.96%
-1.90%
-1.84%
-1.78%
-1.75%
-1.74%
-1.70%
-1.65%
-1.60%
-1.62%
-1.57%
-1.54%
-1.49%
-1.46%
-1.45%
-1.44%
-1.42%
-1.47%
-1.43%
-1.40%
-1.36%
-1.40%
-1.37%
-1.33%
-1.39%
-1.35%
-1.32%
-1.34%
-1.31%
-1.32%
-1.30%
-1.28%
-1.25%
-1.23%
-1.21%
-1.36%
-1.41%
-1.37%
-1.34%
-1.37%
-1.34%
-1.34%
-1.31%

1.28%
1.25%
1.31%
1.30%
1.27%
1.30%
1.27%
1.25%
1.23%
1.23%
1.28%
1.51%
1.57%
1.52%
1.57%
1.69%
1.65%
1.64%
1.59%
1.55%
1.64%
1.62%
1.69%
1.65%
1.61%
1.62%
1.57%
1.53%
1.57%
1.54%
1.49%
1.46%
1.42%
1.55%
1.53%
1.74%
1.70%
1.65%
1.60%
1.56%
1.53%
1.60%
1.57%
1.81%
1.76%
2.06%
2.14%
2.12%
2.14%

-1.28%
-1.25%
-1.31%
-1.30%
-1.27%
-1.30%
-1.27%
-1.25%
-1.23%
-1.23%
-1.28%
-1.51%
-1.57%
-1.52%
-1.57%
-1.69%
-1.65%
-1.64%
-1.59%
-1.55%
-1.64%
-1.62%
-1.69%
-1.65%
-1.61%
-1.62%
-1.57%
-1.53%
-1.57%
-1.54%
-1.49%
-1.46%
-1.42%
-1.55%
-1.53%
-1.74%
-1.70%
-1.65%
-1.60%
-1.56%
-1.53%
-1.60%
-1.57%
-1.81%
-1.76%
-2.06%
-2.14%
-2.12%
-2.14%

2.10%
2.04%
2.37%
2.56%
2.49%
2.49%
2.81%
2.71%
2.62%
2.68%
2.67%
2.58%
2.75%
2.66%
2.56%
2.54%
2.45%
2.43%
2.38%
2.57%
2.69%
2.61%
2.57%
2.53%
2.51%
2.43%
2.49%
2.40%
2.41%
2.33%
2.28%
2.21%
2.15%
2.50%
2.43%
2.37%
2.30%
2.23%
2.16%
2.10%
2.04%

-2.10%
-2.04%
-2.37%
-2.56%
-2.49%
-2.49%
-2.81%
-2.71%
-2.62%
-2.68%
-2.67%
-2.58%
-2.75%
-2.66%
-2.56%
-2.54%
-2.45%
-2.43%
-2.38%
-2.57%
-2.69%
-2.61%
-2.57%
-2.53%
-2.51%
-2.43%
-2.49%
-2.40%
-2.41%
-2.33%
-2.28%
-2.21%
-2.15%
-2.50%
-2.43%
-2.37%
-2.30%
-2.23%
-2.16%
-2.10%
-2.04%

NOTES:
1.
2
3.
4.

Use Solver to set the value of $H$12


By changing $H$7:$H$9
The constraint is that $H$10 <= 1.
Click on "Options" and select Assume Non-Negative

S&P500 Index Returns


October 2002 to September 2007
6%

4%

S.D. Band 2
2%

Returns
0%

-2%

-4%

-6%

S.D. Band 2-