Professional Documents
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Indiabulls (Ibulhsgfin)
Indiabulls (Ibulhsgfin)
WEEKLY
Time Stamp Expiry Date SETTLE_PRICE RISK FREE INTEREST RATE RETURNS SHARPE RATIO
10-Apr-15 30-Apr-15 584.25 0.1488076923 0 0
17-Apr-15 30-Apr-15 555.5 0.1499615385 -0.0504604 -1.1221081242
24-Apr-15 30-Apr-15 554.4 0.1499230769 -0.0019822 -0.075182828
8-May-15 28-May-15 560.8 0.1498076923 0.0114779 0.2155202325
15-May-15 28-May-15 560.65 0.1511730769 -0.0002675 -0.0384238301
22-May-15 28-May-15 595.9 0.1535192308 0.060976 1.2836621887
29-May-15 25-Jun-15 599.95 0.1527884615 0.0067735 0.1132812658
5-Jun-15 25-Jun-15 588.15 0.1510961538 -0.0198643 -0.4616121077
12-Jun-15 25-Jun-15 579.5 0.1469807692 -0.0148164 -0.3517098187
19-Jun-15 25-Jun-15 598.95 0.1497884615 0.0330125 0.6805768705
26-Jun-15 30-Jul-15 619.5 0.1516730769 0.0337346 0.6957644963
3-Jul-15 30-Jul-15 657.65 0.1483269231 0.0597602 1.2585260516
10-Jul-15 30-Jul-15 634.8 0.1502692308 -0.0353629 -0.7961351301
17-Jul-15 30-Jul-15 664.4 0.1500769231 0.0455744 0.951797271
24-Jul-15 30-Jul-15 721.45 0.1501153846 0.0823787 1.7466009388
31-Jul-15 27-Aug-15 743 0.1506153846 0.029433 0.6030969663
7-Aug-15 27-Aug-15 798 0.1504615385 0.0714126 1.5097054475
14-Aug-15 27-Aug-15 795.55 0.1501346154 -0.0030749 -0.0988268448
21-Aug-15 27-Aug-15 772.35 0.1501923077 -0.0295959 -0.6715765165
28-Aug-15 24-Sep-15 779.1 0.1489230769 0.0087016 0.1557554366
4-Sep-15 24-Sep-15 720.6 0.14975 -0.0780552 -1.7179902989
11-Sep-15 24-Sep-15 726.85 0.1495576923 0.0086359 0.154200384
18-Sep-15 24-Sep-15 721.55 0.1491153846 -0.0073185 -0.1902489465
9-Oct-15 29-Oct-15 744.95 0.1494807692 0.0319154 0.6569522024
16-Oct-15 29-Oct-15 733.55 0.1480192308 -0.0154213 -0.3649991266
23-Oct-15 29-Oct-15 744.6 0.1483653846 0.0149514 0.2908443631
30-Oct-15 26-Nov-15 713.65 0.1454423077 -0.0424545 -0.9482408733
6-Nov-15 26-Nov-15 708.85 0.1450961538 -0.0067487 -0.1770769601
13-Nov-15 26-Nov-15 646.35 0.1454807692 -0.0923028 -2.0247536269
20-Nov-15 26-Nov-15 656.8 0.1458269231 0.0160384 0.3148671216
27-Nov-15 31-Dec-15 691.15 0.1469423077 0.0509773 1.0691538424
4-Dec-15 31-Dec-15 712.8 0.1478076923 0.030844 0.6341753824
11-Dec-15 31-Dec-15 664.7 0.1470961538 -0.0698651 -1.5405459254
18-Dec-15 31-Dec-15 704.55 0.1480192308 0.0582235 1.2254068569
1-Jan-16 28-Jan-16 738.15 0.1493653846 0.0465878 0.9738351967
8-Jan-16 28-Jan-16 732.8 0.1491730769 -0.0072742 -0.189306655
15-Jan-16 28-Jan-16 664.35 0.1495961538 -0.0980637 -2.1500527767
22-Jan-16 28-Jan-16 709.95 0.1485769231 0.0663854 1.4015485088
29-Jan-16 25-Feb-16 702.1 0.1489807692 -0.0111187 -0.2722885981
5-Feb-16 25-Feb-16 686.55 0.1486538462 -0.0223968 -0.5157753156
12-Feb-16 25-Feb-16 604.7 0.1489230769 -0.1269466 -2.7736515101
19-Feb-16 25-Feb-16 598.55 0.1502307692 -0.0102224 -0.2532024424
26-Feb-16 31-Mar-16 580.45 0.1495769231 -0.0307064 -0.6954258774
4-Mar-16 31-Mar-16 664.3 0.1496730769 0.1349302 2.8815786555
11-Mar-16 31-Mar-16 640.25 0.1504038462 -0.0368751 -0.8288220377
18-Mar-16 31-Mar-16 614.65 0.1485384615 -0.0408057 -0.9133028514
1-Apr-16 28-Apr-16 650.1 0.1488269231 0.0560732 1.1787955142
8-Apr-16 28-Apr-16 611.05 0.1496730769 -0.0619474 -1.3701156985
22-Apr-16 28-Apr-16 673.55 0.1469423077 0.0973834 2.0713230036
29-Apr-16 26-May-16 696.8 0.1466730769 0.0339362 0.7011982682
6-May-16 26-May-16 679.8 0.1446153846 -0.0246998 -0.5646379045
13-May-16 26-May-16 716.45 0.1444230769 0.0525098 1.1027932887
20-May-16 26-May-16 689.95 0.1435576923 -0.0376893 -0.8449267323
27-May-16 30-Jun-16 747.8 0.1432307692 0.0805164 1.707870906
3-Jun-16 30-Jun-16 755.3 0.1429807692 0.0099795 0.1846350401
10-Jun-16 30-Jun-16 714.25 0.1434230769 -0.055882 -1.2377792741
17-Jun-16 30-Jun-16 696.25 0.143 -0.0255242 -0.5820938137
24-Jun-16 30-Jun-16 658.45 0.1429423077 -0.0558202 -1.2363413336
1-Jul-16 28-Jul-16 684.15 0.14325 0.0382886 0.7959305137
8-Jul-16 28-Jul-16 691.15 0.1438076923 0.0101797 0.1887804728
15-Jul-16 28-Jul-16 711.1 0.1436730769 0.0284562 0.5835020501
22-Jul-16 28-Jul-16 737.95 0.1440192308 0.037063 0.7692968213
29-Jul-16 25-Aug-16 761.05 0.1440769231 0.030823 0.6345272949
5-Aug-16 25-Aug-16 799 0.1442692308 0.0486619 1.0197279196
12-Aug-16 25-Aug-16 801.05 0.1437692308 0.0025624 0.0242892237
19-Aug-16 25-Aug-16 802.2 0.1426730769 0.0014346 0.0001696439
26-Aug-16 29-Sep-16 825.2 0.1420192308 0.0282678 0.5797914112
2-Sep-16 29-Sep-16 834.3 0.1398461538 0.0109673 0.2066443506
9-Sep-16 29-Sep-16 797.7 0.1394423077 -0.0448605 -0.9989030734
16-Sep-16 29-Sep-16 809.7 0.1378269231 0.0149312 0.2926844513
23-Sep-16 29-Sep-16 815.1 0.1378461538 0.006647 0.1137772919
30-Sep-16 27-Oct-16 830.25 0.1365961538 0.0184161 0.3682073909
7-Oct-16 27-Oct-16 860.2 0.1365769231 0.0354381 0.7358123423
14-Oct-16 27-Oct-16 841.35 0.1370961538 -0.0221572 -0.5081047782
21-Oct-16 27-Oct-16 878 0.1368846154 0.0426388 0.8912514158
28-Oct-16 24-Nov-16 842.4 0.1354807692 -0.0413916 -0.9231360064
4-Nov-16 24-Nov-16 791.7 0.1320769231 -0.0620724 -1.369015591
11-Nov-16 24-Nov-16 699.8 0.1308461538 -0.123388 -2.6928967198
18-Nov-16 24-Nov-16 667.3 0.1310961538 -0.0475549 -1.0552878516
25-Nov-16 29-Dec-16 703.75 0.1295192308 0.0531835 1.1205594484
2-Dec-16 29-Dec-16 740.3 0.1298846154 0.0506323 1.0653873097
9-Dec-16 29-Dec-16 708.3 0.1300192308 -0.0441878 -0.9823410216
16-Dec-16 29-Dec-16 638.6 0.1306538462 -0.1035895 -2.2652942564
23-Dec-16 29-Dec-16 640.05 0.1315576923 0.002268 0.0205685587
30-Dec-16 25-Jan-17 651.45 0.1293461538 0.0176543 0.3533235622
6-Jan-17 25-Jan-17 659.85 0.1236346154 0.0128119 0.2499810533
13-Jan-17 25-Jan-17 748.95 0.1198653846 0.1266597 2.7094091979
20-Jan-17 25-Jan-17 752.55 0.1200576923 0.0047952 0.0776284262
27-Jan-17 23-Feb-17 748.35 0.1238653846 -0.0055967 -0.1476127868
3-Feb-17 23-Feb-17 786.1 0.1251153846 0.0492132 1.0357708596
10-Feb-17 23-Feb-17 816.9 0.1258461538 0.0384327 0.8028003478
17-Feb-17 23-Feb-17 856 0.1252884615 0.0467537 0.9826181837
3-Mar-17 30-Mar-17 844.65 0.1228653846 -0.013348 -0.3147926911
10-Mar-17 30-Mar-17 857.65 0.1234038462 0.0152738 0.3031963255
17-Mar-17 30-Mar-17 967.2 0.1243269231 0.1202092 2.5691435525
24-Mar-17 30-Mar-17 960.35 0.1231153846 -0.0071075 -0.1800783791
31-Mar-17 27-Apr-17 1000.55 0.12325 0.0410073 0.8589621497
7-Apr-17 27-Apr-17 959.15 0.1308653846 -0.0422577 -0.9408415134
21-Apr-17 27-Apr-17 990.25 0.1317692308 0.03191 0.6606590943
28-Apr-17 25-May-17 1011.1 0.133 0.0208367 0.4212591111
5-May-17 25-May-17 1107.7 0.1304615385 0.0912469 1.9423606573
12-May-17 25-May-17 1057.75 0.1327692308 -0.0461418 -1.0251328828
19-May-17 25-May-17 1042.25 0.1319807692 -0.0147622 -0.3473003859
26-May-17 29-Jun-17 1089 0.1313653846 0.043878 0.9192036987
2-Jun-17 29-Jun-17 1138.5 0.1284615385 0.0444518 0.9322214291
9-Jun-17 29-Jun-17 1157.9 0.1311730769 0.0168964 0.3365609218
16-Jun-17 29-Jun-17 1133.55 0.1311923077 -0.0212537 -0.487319084
23-Jun-17 29-Jun-17 1103.4 0.1331538462 -0.026958 -0.6109297554
30-Jun-17 27-Jul-17 1079.4 0.1339038462 -0.021991 -0.5038265093
7-Jul-17 27-Jul-17 1070.95 0.1335192308 -0.0078592 -0.1985591935
14-Jul-17 27-Jul-17 1124.25 0.1329230769 0.04857 1.0201947334
21-Jul-17 27-Jul-17 1135.5 0.1290384615 0.0099569 0.1871595726
28-Jul-17 31-Aug-17 1172.4 0.1279230769 0.0319798 0.6629989349
4-Aug-17 31-Aug-17 1216.8 0.1274423077 0.0371715 0.7752204272
11-Aug-17 31-Aug-17 1154.45 0.1250576923 -0.0526004 -1.162945859
18-Aug-17 31-Aug-17 1206.75 0.1247884615 0.0443068 0.9298831344
1-Sep-17 28-Sep-17 1228.4 0.1242307692 0.0177817 0.357178781
8-Sep-17 28-Sep-17 1313 0.1252115385 0.0666021 1.4112733114
15-Sep-17 28-Sep-17 1269 0.1256153846 -0.0340854 -0.7632230092
22-Sep-17 28-Sep-17 1240.7 0.1243076923 -0.0225535 -0.5139008689
29-Sep-17 26-Oct-17 1207.95 0.1237692308 -0.026751 -0.6044338588
6-Oct-17 26-Oct-17 1269.4 0.1295 0.0496196 1.0436006979
13-Oct-17 26-Oct-17 1284.8 0.13 0.0120587 0.2323411797
27-Oct-17 30-Nov-17 1265.05 0.1308653846 -0.0154914 -0.362807996
3-Nov-17 30-Nov-17 1226.55 0.1318846154 -0.0309063 -0.6959220327
10-Nov-17 30-Nov-17 1226.75 0.1337884615 0.000163 -0.0253713782
17-Nov-17 30-Nov-17 1187.7 0.1355576923 -0.0323497 -0.7278871428
24-Nov-17 30-Nov-17 1173.55 0.1346730769 -0.0119853 -0.2879139575
1-Dec-17 28-Dec-17 1150.75 0.13575 -0.0196194 -0.4530100685
8-Dec-17 28-Dec-17 1212.15 0.1363461538 0.0519817 1.0931332206
15-Dec-17 28-Dec-17 1207 0.1371923077 -0.0042577 -0.121575222
22-Dec-17 28-Dec-17 1194.75 0.1398269231 -0.010201 -0.25049309
29-Dec-17 25-Jan-18 1202.6 0.1408846154 0.0065489 0.1110031209
5-Jan-18 25-Jan-18 1204.95 0.1401538462 0.0019522 0.0118917209
12-Jan-18 25-Jan-18 1233.55 0.1400384615 0.0234581 0.4763505105
19-Jan-18 25-Jan-18 1304.2 0.1402884615 0.0556936 1.1724425628
MONTHLY
Time Stamp Expiry Date SETTLE_PRICE Risk free interest rate(%) RETURN SHARPE RATIO
30-Apr-15 30-Apr-15 593.65 0.644750 0 0
29-May-15 25-Jun-15 599.95 0.655250 0.0105564 0.0443727688
30-Jun-15 30-Jul-15 623.55 0.636917 0.0385826 0.357002281
31-Jul-15 27-Aug-15 743 0.655000 0.1752671 1.8697888625
31-Aug-15 24-Sep-15 754.2 0.650583 0.0149615 0.0937094536
30-Sep-15 29-Oct-15 791.4 0.648833 0.0481459 0.4616659553
30-Oct-15 26-Nov-15 713.65 0.628333 -0.1034109 -1.2156742587
30-Nov-15 31-Dec-15 691.55 0.636750 -0.0314572 -0.4191880373
31-Dec-15 31-Dec-15 736.7 0.648833 0.0632453 0.6290029145
29-Jan-16 25-Feb-16 702.1 0.646750 -0.0481049 -0.6047928137
29-Feb-16 31-Mar-16 579.2 0.648583 -0.192428 -2.2044410256
31-Mar-16 31-Mar-16 649.9 0.635500 0.1151707 1.2059377972
29-Apr-16 26-May-16 696.8 0.622083 0.0696799 0.7032784552
31-May-16 30-Jun-16 724.4 0.619667 0.0388453 0.3618249446
30-Jun-16 30-Jun-16 671.05 0.622667 -0.0765001 -0.9168101587
29-Jul-16 25-Aug-16 761.05 0.620833 0.1258554 1.3259757433
31-Aug-16 29-Sep-16 825.4 0.597250 0.0811691 0.8333577082
30-Sep-16 27-Oct-16 830.25 0.592417 0.0058587 -0.0007250514
30-Oct-16 24-Nov-16 840.8 0.568083 0.012627 0.076979688
30-Nov-16 29-Dec-16 768.5 0.566167 -0.0899133 -1.0591987253
30-Dec-16 25-Jan-17 651.45 0.520583 -0.1652399 -1.8889465308
31-Jan-17 23-Feb-17 745 0.542917 0.1341836 1.4269067242
28-Feb-17 30-Mar-17 872.75 0.533917 0.1582649 1.6947831663
31-Mar-17 27-Apr-17 1000.55 0.572583 0.136656 1.4510191757
28-Apr-17 25-May-17 1011.1 0.556667 0.010489 0.0545512068
31-May-17 29-Jun-17 1162.15 0.580250 0.1392329 1.4787278399
30-Jun-17 27-Jul-17 1079.4 0.555167 -0.0738664 -0.8801421878
31-Jul-17 31-Aug-17 1170.8 0.542583 0.0812819 0.8406671296
31-Aug-17 31-Aug-17 1215.5 0.539083 0.0374682 0.35549437
29-Sep-17 26-Oct-17 1207.95 0.543750 -0.0062308 -0.1293127456
31-Oct-17 30-Nov-17 1243.1 0.555250 0.0286836 0.2563473748
30-Nov-17 30-Nov-17 1205.85 0.571833 -0.0304235 -0.4005384744
29-Dec-17 25-Jan-18 1202.6 0.588250 -0.0026988 -0.0951016908
31-Jan-18 22-Feb-18 1384.95 0.610500 0.1411782 1.4969336328
DAILY Returns
0.1
0.08
0.06
0.04
0.02
0
1-Apr-15
-0.02 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-16 1-Dec-
-0.04
-0.06
-0.08
-0.1
WEEKLY RETURNS
0.15
0.1
0.05
0
10-Apr-15 10-Jun-15 10-Aug-15 10-Oct-15 10-Dec-15 10-Feb-16 10-Apr-16 10-Jun-16 10-Aug-16 10-Oct-16 10-De
-0.05
-0.1
-0.15
MONTHLY RETURN
0.2
0.15
0.1
0.05
0
1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-16 1-De
-0.05
-0.1
-0.15
-0.2
-0.25
0
1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-16 1-De
-0.05
-0.1
-0.15
-0.2
-0.25
0.1
0.05
0
10-Apr-15 10-Jun-15 10-Aug-15 10-Oct-15 10-Dec-15 10-Feb-16 10-Apr-16 10-Jun-16 10-Aug-16 10-Oct-16 10-Dec-16 10-Fe
-0.05
-0.1
-0.15
Adjusted Returns
0
-0.0519599797
-0.003481392
0.0099798109
-0.0017792416
0.0594408505
0.005245566
-0.0213752625
-0.0162861623
0.0315145748
0.0322178481
0.0582769046
-0.0368655786
0.0440736199
0.0808775442
0.0279268151
0.0699079373
-0.0045762442
-0.0310978073
0.0072123614
-0.079552709
0.0071403536
-0.0088096068
0.0304206185
-0.0169015328
0.013467746
-0.0439089384
-0.0081996691
-0.0937575935
0.0145801362
0.0495078957
0.0293659223
-0.0713360266
0.0567432978
0.045094101
-0.0087659734
-0.0995596559
0.0648996568
-0.0126085087
-0.0238833267
-0.1284358193
-0.0117247113
-0.0322021681
0.1334334591
-0.0383791681
-0.0422911096
0.0545849279
-0.0634441391
0.0959140202
0.0324694626
-0.0261459421
0.0510655931
-0.0391249069
0.0790841237
0.0085496511
-0.057316211
-0.0269542499
-0.0572496262
0.0368561037
0.0087416082
0.0270194592
0.0356228124
0.0293822179
0.0472191947
0.001124729
7.85547399847E-06
0.0268476356
0.0095688072
-0.0462548861
0.0135529525
0.0052685349
0.0170500936
0.0340722909
-0.0235281373
0.0412700029
-0.0427464405
-0.0633931979
-0.1246964138
-0.0488658216
0.0518882672
0.0493334838
-0.045487969
-0.1048959909
0.0009524411
0.0163608878
0.0115755427
0.1254610353
0.0035946371
-0.0068353105
0.047962074
0.037174216
0.0455008032
-0.0145766896
0.014039712
0.1189659392
-0.0083386518
0.0397748264
-0.0435663061
0.0305922686
0.0195066896
0.089942331
-0.0474694752
-0.0160819805
0.0425643523
0.0431671472
0.0155846823
-0.0225656416
-0.0282895178
-0.0233300291
-0.0091944185
0.0472408109
0.0086665513
0.0307006165
0.035897109
-0.0538509988
0.0430588709
0.0165394063
0.0653499704
-0.0353415604
-0.0237965292
-0.0279887208
0.04832464
0.0107587163
-0.016800071
-0.0322251429
-0.0011748389
-0.0337053091
-0.0133320516
-0.0209769393
0.0506182771
-0.0056296233
-0.0115992529
0.005140075
0.0005506542
0.0220577343
0.0542907501
Adjusted Returns
0
0.0040038983
0.0322134693
0.1687170904
0.0084557068
0.0416576108
-0.1096942162
-0.037824691
0.0567569653
-0.0545724097
-0.1989138363
0.1088156638
0.0634590873
0.0326486338
-0.0827267428
0.1196470755
0.0751965586
-6.54237282921E-05
0.006946126
-0.0955749233
-0.1704457487
0.1287544041
0.1529257609
0.1309301485
0.0049223316
0.1334303908
-0.0794180733
0.0758561113
0.0320774056
-0.0116683068
0.0231310519
-0.0361418807
-0.0085813328
0.1350731583
DAILY Returns
RETURNS
WEEKLY RETURNS
RETURNS
MONTHLY RETURN
RETURN
Adjusted Returns
Adjusted Returns
Adjusted Returns
Adjusted Returns
Adjusted Returns
Adjusted Returns
Adjusted Returns
0.0045237018
0.1334334591
-0.1284358193
0.0463107596
Adjusted Returns
0.0191173842
0.1687170904
-0.1989138363
0.0901904533
RETURNS
RETURNS
RETURN
Formulae Used:
(1) Return = log[(Settlement Price)/(Previous Day Settlement Price)]
(2) Adjusted Return = Return-Risk Free Rate
(3)Sharpe Ratio = (Return-Risk Free Rate)/(Standard Deviation of Returns
Time Stamp Expiry Date SETTLE_PR Risk Free Return Rate(%) RETURNS SHARPE RATIO
1-Apr-15 28-May-15 573.15 0.0211972603 0 0
6-Apr-15 28-May-15 576.25 0.0211589041 0.0053941 0.2467243046
7-Apr-15 28-May-15 567.3 0.021339726 -0.0156533 -0.7553642034
8-Apr-15 28-May-15 558 0.0213369863 -0.0165293 -0.7970651268
9-Apr-15 28-May-15 578.7 0.0212986301 0.0364252 1.723950027
10-Apr-15 28-May-15 582.75 0.0213643836 0.0069741 0.3218422644
13-Apr-15 28-May-15 583.4 0.0213643836 0.0011148 0.0429001915
15-Apr-15 28-May-15 574.3 0.0213232877 -0.0157211 -0.7585850515
16-Apr-15 28-May-15 567.3 0.021369863 -0.0122636 -0.5940064063
17-Apr-15 28-May-15 553.05 0.0213589041 -0.0254399 -1.2212783392
20-Apr-15 28-May-15 533.7 0.0213561644 -0.0356145 -1.7056610039
21-Apr-15 28-May-15 549.2 0.0213041096 0.0286288 1.3527830681
22-Apr-15 28-May-15 560.4 0.0212410959 0.0201881 0.9509806816
23-Apr-15 28-May-15 557.7 0.0212520548 -0.0048296 -0.2400407331
24-Apr-15 28-May-15 546.95 0.0213424658 -0.0194638 -0.936769473
27-Apr-15 28-May-15 552.6 0.0213205479 0.010277 0.4791061558
28-Apr-15 28-May-15 572.05 0.0212712329 0.034592 1.6366874865
29-Apr-15 28-May-15 586.5 0.0214027397 0.0249463 1.1774229745
30-Apr-15 28-May-15 588.5 0.0215424658 0.0034043 0.1518101988
4-May-15 25-Jun-15 586.85 0.0215123288 -0.0028077 -0.1439058262
5-May-15 25-Jun-15 595.6 0.0216219178 0.0148001 0.6942896153
6-May-15 25-Jun-15 566.05 0.0219041096 -0.0508869 -2.4329900112
7-May-15 25-Jun-15 544.25 0.0218712329 -0.0392737 -1.8801082454
8-May-15 25-Jun-15 565.55 0.0216136986 0.03839 1.8173361077
11-May-15 25-Jun-15 561.95 0.0217780822 -0.0063858 -0.3143768667
12-May-15 25-Jun-15 552.65 0.0217972603 -0.016688 -0.8048387943
13-May-15 25-Jun-15 570.7 0.0217479452 0.0321388 1.5196715289
14-May-15 25-Jun-15 565.95 0.0217671233 -0.0083579 -0.4082575765
15-May-15 25-Jun-15 563.4 0.0216438356 -0.0045159 -0.225290544
18-May-15 25-Jun-15 570.9 0.0215342466 0.0132242 0.6193105136
19-May-15 25-Jun-15 570.3 0.0215287671 -0.0010515 -0.0603088958
20-May-15 25-Jun-15 578.8 0.0215753425 0.0147945 0.6940454916
21-May-15 25-Jun-15 584.9 0.0215260274 0.0104839 0.4888570281
22-May-15 25-Jun-15 600.1 0.0215452055 0.0256554 1.2111154033
25-May-15 25-Jun-15 595.35 0.0210246575 -0.0079468 -0.3883328417
26-May-15 25-Jun-15 598.25 0.0210356164 0.0048593 0.2213194096
27-May-15 25-Jun-15 593.75 0.0209506849 -0.0075504 -0.3694230193
28-May-15 25-Jun-15 597.15 0.020939726 0.00571 0.2618653063
29-May-15 30-Jul-15 604.4 0.020939726 0.0120679 0.5645450705
1-Jun-15 30-Jul-15 617.3 0.021139726 0.0211189 0.9953393766
2-Jun-15 30-Jul-15 604.35 0.0212191781 -0.0212016 -1.0194436133
3-Jun-15 30-Jul-15 600.4 0.0213561644 -0.0065574 -0.3223438825
4-Jun-15 30-Jul-15 596.35 0.021339726 -0.0067684 -0.3323790071
5-Jun-15 30-Jul-15 593.35 0.0213808219 -0.0050433 -0.2502740787
8-Jun-15 30-Jul-15 594 0.0213452055 0.0010949 0.041961743
9-Jun-15 30-Jul-15 578 0.0214356164 -0.0273055 -1.3101301025
10-Jun-15 30-Jul-15 585.3 0.0215835616 0.0125507 0.5872219528
11-Jun-15 30-Jul-15 584.75 0.0216082192 -0.0009401 -0.055043609
12-Jun-15 30-Jul-15 582.4 0.0215534247 -0.0040269 -0.2019691521
15-Jun-15 30-Jul-15 561.4 0.0216054795 -0.0367238 -1.7585900649
16-Jun-15 30-Jul-15 562.2 0.021509589 0.001424 0.0575518035
17-Jun-15 30-Jul-15 587.55 0.0212630137 0.0441037 2.0895131809
18-Jun-15 30-Jul-15 602.25 0.0211315068 0.0247113 1.1663656796
19-Jun-15 30-Jul-15 602.65 0.0211945205 0.000664 0.0215187682
22-Jun-15 30-Jul-15 612.2 0.0212383562 0.0157224 0.7383837449
23-Jun-15 30-Jul-15 603.9 0.0213671233 -0.0136504 -0.6600243952
24-Jun-15 30-Jul-15 601.35 0.0214383562 -0.0042315 -0.2116540089
25-Jun-15 30-Jul-15 610.4 0.0214082192 0.0149374 0.7009278577
26-Jun-15 27-Aug-15 618.7 0.0216219178 0.013506 0.63268509
29-Jun-15 27-Aug-15 618.6 0.0215342466 -0.0001616 -0.0179470399
30-Jun-15 27-Aug-15 620 0.0214246575 0.0022606 0.0974211971
1-Jul-15 27-Aug-15 630.1 0.0214054795 0.0161591 0.7590907155
2-Jul-15 27-Aug-15 666.85 0.0213808219 0.0566866 2.6884890505
3-Jul-15 27-Aug-15 655.6 0.0212465753 -0.0170143 -0.8201106359
6-Jul-15 27-Aug-15 666.2 0.0213260274 0.0160391 0.7534166746
7-Jul-15 27-Aug-15 661.55 0.0213205479 -0.0070044 -0.3436052039
8-Jul-15 27-Aug-15 635 0.0213424658 -0.0409606 -1.9601622561
9-Jul-15 27-Aug-15 623 0.0213863014 -0.0190785 -0.9184468336
10-Jul-15 27-Aug-15 633.8 0.0215561644 0.0171869 0.8079525658
13-Jul-15 27-Aug-15 635.5 0.0214547945 0.0026786 0.1173077127
14-Jul-15 27-Aug-15 637.25 0.0214821918 0.00275 0.1206894755
15-Jul-15 27-Aug-15 633.25 0.021490411 -0.0062968 -0.3099992613
16-Jul-15 27-Aug-15 656.1 0.0214575342 0.0354479 1.6773473548
17-Jul-15 27-Aug-15 666.15 0.021490411 0.0152017 0.7134712953
20-Jul-15 27-Aug-15 676.1 0.0214712329 0.0148261 0.6956026242
21-Jul-15 27-Aug-15 658.5 0.0214465753 -0.0263765 -1.265909655
22-Jul-15 27-Aug-15 708.7 0.0213808219 0.0734678 3.4873878343
23-Jul-15 27-Aug-15 710.45 0.0214356164 0.0024663 0.1072062471
24-Jul-15 27-Aug-15 724.15 0.0214575342 0.0191 0.8990738486
27-Jul-15 27-Aug-15 740.6 0.0213835616 0.0224621 1.0591695286
28-Jul-15 27-Aug-15 745.95 0.0214027397 0.0071979 0.3324801219
29-Jul-15 27-Aug-15 740.55 0.0214356164 -0.0072654 -0.3560882735
30-Jul-15 27-Aug-15 735.25 0.0213890411 -0.0071826 -0.3521221376
31-Jul-15 24-Sep-15 744 0.0214109589 0.0118305 0.5530172151
3-Aug-15 24-Sep-15 760.55 0.0214821918 0.0220008 1.0371618254
4-Aug-15 24-Sep-15 788.85 0.0214712329 0.0365343 1.7290611279
5-Aug-15 24-Sep-15 794.1 0.0213863014 0.0066332 0.3056045676
6-Aug-15 24-Sep-15 807.35 0.0213972603 0.0165479 0.7776052265
7-Aug-15 24-Sep-15 798.5 0.0213424658 -0.0110223 -0.5348975183
10-Aug-15 24-Sep-15 804.35 0.0213643836 0.0072995 0.3373364157
11-Aug-15 24-Sep-15 805.35 0.0213616438 0.0012425 0.0489803223
12-Aug-15 24-Sep-15 757.8 0.0212136986 -0.0608575 -2.9073287792
13-Aug-15 24-Sep-15 761.95 0.0212164384 0.0054614 0.2499011572
14-Aug-15 24-Sep-15 797.15 0.0212219178 0.0451619 2.1399121626
17-Aug-15 24-Sep-15 799.95 0.0212082192 0.0035064 0.1568299899
18-Aug-15 24-Sep-15 796.9 0.0212219178 -0.00382 -0.1919622806
19-Aug-15 24-Sep-15 804 0.0213342466 0.0088701 0.4121190889
20-Aug-15 24-Sep-15 793.15 0.0216191781 -0.0135869 -0.6571216023
21-Aug-15 24-Sep-15 775.05 0.0214191781 -0.0230848 -1.1091913143
24-Aug-15 24-Sep-15 713.65 0.0213479452 -0.0825349 -3.9393859092
25-Aug-15 24-Sep-15 742 0.0212849315 0.0389566 1.844466079
26-Aug-15 24-Sep-15 758.3 0.0213068493 0.0217298 1.024344885
27-Aug-15 24-Sep-15 773.55 0.0213315068 0.0199112 0.9377545007
28-Aug-15 29-Oct-15 779.7 0.0212438356 0.0079189 0.3668810303
31-Aug-15 29-Oct-15 754.3 0.0212356164 -0.0331191 -1.5868024232
1-Sep-15 29-Oct-15 726.9 0.0212246575 -0.0370013 -1.7716157247
2-Sep-15 29-Oct-15 710.25 0.0212438356 -0.0231719 -1.1132534545
3-Sep-15 29-Oct-15 711 0.0213780822 0.0010554 0.0400672326
4-Sep-15 29-Oct-15 730.2 0.0212958904 0.026646 1.2583945326
7-Sep-15 29-Oct-15 732.45 0.0212767123 0.0030766 0.1363384097
8-Sep-15 29-Oct-15 725.15 0.0213013699 -0.0100165 -0.4869968136
9-Sep-15 29-Oct-15 712.6 0.0212958904 -0.0174583 -0.8412710893
10-Sep-15 29-Oct-15 721.8 0.0212465753 0.0128278 0.6005776269
11-Sep-15 29-Oct-15 726.55 0.0212547945 0.0065592 0.3021443825
14-Sep-15 29-Oct-15 764.95 0.0212493151 0.0515032 2.4417852217
15-Sep-15 29-Oct-15 750.15 0.0210876712 -0.0195373 -0.9401469333
16-Sep-15 29-Oct-15 732.25 0.0211041096 -0.0241512 -1.1598085217
18-Sep-15 29-Oct-15 722.35 0.021139726 -0.0136122 -0.6580972984
21-Sep-15 29-Oct-15 721.55 0.0211342466 -0.0011081 -0.0628149218
22-Sep-15 29-Oct-15 699.5 0.021139726 -0.0310359 -1.487583147
23-Sep-15 29-Oct-15 727.85 0.021169863 0.0397292 1.881301488
24-Sep-15 29-Oct-15 723.1 0.0208520548 -0.0065475 -0.3216305511
28-Sep-15 26-Nov-15 736.45 0.0206575342 0.0182938 0.8610759334
29-Sep-15 26-Nov-15 754 0.0207178082 0.023551 1.1113258967
30-Sep-15 26-Nov-15 803.25 0.0205835616 0.0632736 3.0024562432
1-Oct-15 26-Nov-15 804.9 0.0206219178 0.002052 0.0878740193
5-Oct-15 26-Nov-15 796.5 0.0206630137 -0.0104909 -0.5092760379
6-Oct-15 26-Nov-15 795.85 0.0206465753 -0.0008164 -0.0486955368
7-Oct-15 26-Nov-15 790 0.0206712329 -0.0073778 -0.3610734737
8-Oct-15 26-Nov-15 758 0.0207589041 -0.0413496 -1.9784031182
9-Oct-15 26-Nov-15 741.55 0.0207178082 -0.0219408 -1.0543942765
12-Oct-15 26-Nov-15 742.3 0.0206958904 0.0010109 0.0382723029
13-Oct-15 26-Nov-15 735.55 0.0206849315 -0.009135 -0.4447334848
14-Oct-15 26-Nov-15 743.9 0.0207260274 0.0112881 0.5275233143
15-Oct-15 26-Nov-15 749.15 0.020739726 0.0070326 0.3249267346
16-Oct-15 26-Nov-15 729.8 0.0207671233 -0.0261687 -1.2556950936
19-Oct-15 26-Nov-15 742.1 0.0207863014 0.0167135 0.78577975
20-Oct-15 26-Nov-15 735.45 0.0207753425 -0.0090014 -0.4384206745
21-Oct-15 26-Nov-15 733.05 0.0208520548 -0.0032686 -0.1655367158
23-Oct-15 26-Nov-15 739.8 0.0208328767 0.009166 0.4264445451
26-Oct-15 26-Nov-15 738.65 0.0208027397 -0.0015557 -0.0839646485
27-Oct-15 26-Nov-15 743.75 0.0209013699 0.0068808 0.317620583
28-Oct-15 26-Nov-15 735.3 0.0209342466 -0.0114264 -0.5539394691
29-Oct-15 26-Nov-15 720.25 0.0209013699 -0.0206802 -0.9944689906
30-Oct-15 31-Dec-15 722.75 0.0209506849 0.003465 0.1549839604
2-Nov-15 31-Dec-15 728.4 0.020969863 0.007787 0.3607295423
3-Nov-15 31-Dec-15 730.4 0.0210438356 0.002742 0.1205186795
4-Nov-15 31-Dec-15 719.2 0.0210575342 -0.0154528 -0.745685465
5-Nov-15 31-Dec-15 714.75 0.021169863 -0.0062067 -0.3055571703
6-Nov-15 31-Dec-15 712.7 0.0210520548 -0.0028723 -0.1467611777
9-Nov-15 31-Dec-15 705 0.0209561644 -0.0108628 -0.5271184238
10-Nov-15 31-Dec-15 701 0.0209726027 -0.0056899 -0.2808631021
13-Nov-15 31-Dec-15 649.45 0.0210136986 -0.076382 -3.6463087191
16-Nov-15 31-Dec-15 634.8 0.0210520548 -0.0228159 -1.0962125334
17-Nov-15 31-Dec-15 627.4 0.0210191781 -0.0117257 -0.5682293447
18-Nov-15 31-Dec-15 608.15 0.0210876712 -0.0311627 -1.4935973799
19-Nov-15 31-Dec-15 619.15 0.0211506849 0.017926 0.8433307981
20-Nov-15 31-Dec-15 660.8 0.0211041096 0.0651037 3.0893299556
23-Nov-15 31-Dec-15 684.35 0.0211616438 0.0350183 1.6570331444
24-Nov-15 31-Dec-15 696.35 0.0212794521 0.0173829 0.8174150609
26-Nov-15 31-Dec-15 685.45 0.0213315068 -0.0157769 -0.7612407136
27-Nov-15 28-Jan-16 693 0.0211506849 0.0109544 0.5114368428
30-Nov-15 28-Jan-16 693.35 0.0212 0.0005049 0.0139451289
1-Dec-15 28-Jan-16 722.5 0.0211315068 0.0411825 1.9505071419
2-Dec-15 28-Jan-16 719.65 0.0212520548 -0.0039524 -0.1982803387
3-Dec-15 28-Jan-16 722.35 0.0212493151 0.0037448 0.168162002
4-Dec-15 28-Jan-16 710.5 0.0213561644 -0.0165408 -0.7976234722
7-Dec-15 28-Jan-16 695 0.021309589 -0.0220571 -1.0602129863
8-Dec-15 28-Jan-16 681.45 0.0213150685 -0.019689 -0.9474761431
9-Dec-15 28-Jan-16 674.95 0.0213123288 -0.0095843 -0.4664224488
10-Dec-15 28-Jan-16 675.85 0.0214191781 0.0013325 0.053241171
11-Dec-15 28-Jan-16 662 0.0213369863 -0.0207056 -0.9958854321
14-Dec-15 28-Jan-16 673.9 0.0211972603 0.0178162 0.8380798943
15-Dec-15 28-Jan-16 675.45 0.0211205479 0.0022974 0.0993172224
16-Dec-15 28-Jan-16 690.95 0.0211671233 0.0226883 1.0700417798
17-Dec-15 28-Jan-16 712.15 0.0212931507 0.0302211 1.4285931058
18-Dec-15 28-Jan-16 703.6 0.021260274 -0.0120786 -0.585142547
21-Dec-15 28-Jan-16 706.3 0.021230137 0.0038301 0.1722301019
22-Dec-15 28-Jan-16 702.35 0.0212630137 -0.0056082 -0.2771121366
23-Dec-15 28-Jan-16 703.25 0.0212547945 0.0012806 0.0508461704
24-Dec-15 28-Jan-16 709.2 0.0212328767 0.0084251 0.390985083
28-Dec-15 28-Jan-16 711.6 0.0212630137 0.0033784 0.1507113149
29-Dec-15 28-Jan-16 733.7 0.0211780822 0.0305843 1.4459371926
30-Dec-15 28-Jan-16 733.4 0.0211616438 -0.000409 -0.029544142
31-Dec-15 28-Jan-16 738.1 0.0212054795 0.0063881 0.2940199351
1-Jan-16 25-Feb-16 743.95 0.0211972603 0.0078945 0.3657411378
4-Jan-16 25-Feb-16 721.45 0.0211972603 -0.0307108 -1.4721321724
5-Jan-16 25-Feb-16 741.05 0.0212164384 0.026805 1.2660010891
6-Jan-16 25-Feb-16 730 0.0212438356 -0.0150236 -0.7253374664
7-Jan-16 25-Feb-16 709.4 0.0212575342 -0.028625 -1.3728644608
8-Jan-16 25-Feb-16 732.5 0.0212794521 0.0320438 1.5153724295
11-Jan-16 25-Feb-16 743 0.0213452055 0.0142327 0.6674117975
12-Jan-16 25-Feb-16 709.8 0.0214027397 -0.0457128 -2.1864297706
13-Jan-16 25-Feb-16 723.25 0.0214054795 0.0187717 0.8834703862
14-Jan-16 25-Feb-16 689.9 0.0213150685 -0.0472083 -2.2575830496
15-Jan-16 25-Feb-16 657.65 0.0213616438 -0.0478738 -2.2892875678
18-Jan-16 25-Feb-16 652.7 0.021230137 -0.0075553 -0.3697892277
19-Jan-16 25-Feb-16 691 0.021309589 0.0570222 2.7045008539
20-Jan-16 25-Feb-16 685.6 0.0213835616 -0.0078455 -0.3836771545
21-Jan-16 25-Feb-16 693.65 0.0213369863 0.0116731 0.5455632066
22-Jan-16 25-Feb-16 703.65 0.0213835616 0.0143136 0.6712429803
25-Jan-16 25-Feb-16 703.05 0.0213232877 -0.0008531 -0.0507628173
27-Jan-16 25-Feb-16 699.3 0.0213479452 -0.0053482 -0.2647727622
28-Jan-16 25-Feb-16 692.15 0.0215041096 -0.0102771 -0.4994992084
29-Jan-16 31-Mar-16 716.5 0.021509589 0.0345756 1.63579157
1-Feb-16 31-Mar-16 717.55 0.0214739726 0.0014644 0.059491589
2-Feb-16 31-Mar-16 700 0.0214273973 -0.0247623 -1.1890547453
3-Feb-16 31-Mar-16 684.6 0.0214767123 -0.0222456 -1.0692667633
4-Feb-16 31-Mar-16 667.8 0.0214739726 -0.024846 -1.1930617038
5-Feb-16 31-Mar-16 690 0.0214164384 0.0327029 1.5466835051
8-Feb-16 31-Mar-16 676.9 0.0211479452 -0.019168 -0.9225973097
9-Feb-16 31-Mar-16 633.65 0.0211616438 -0.0660268 -3.1533994318
10-Feb-16 31-Mar-16 634.25 0.0212438356 0.0009464 0.0349438047
11-Feb-16 31-Mar-16 612.2 0.0213232877 -0.0353842 -1.6946787419
12-Feb-16 31-Mar-16 603.05 0.021339726 -0.0150589 -0.7270659803
15-Feb-16 31-Mar-16 639.85 0.0212027397 0.0592337 2.8098314937
16-Feb-16 31-Mar-16 619 0.0212958904 -0.0331285 -1.5872804185
17-Feb-16 31-Mar-16 616.05 0.021430137 -0.0047771 -0.2376267523
18-Feb-16 31-Mar-16 611.95 0.0214383562 -0.0066775 -0.3281029071
19-Feb-16 31-Mar-16 601.5 0.0215780822 -0.017224 -0.8302543744
22-Feb-16 31-Mar-16 587.7 0.0213232877 -0.0232099 -1.1151015773
23-Feb-16 31-Mar-16 569.45 0.0208931507 -0.0315456 -1.5117332879
24-Feb-16 31-Mar-16 556.65 0.0208438356 -0.0227343 -1.0922308026
25-Feb-16 31-Mar-16 564.65 0.0208849315 0.0142694 0.669377621
26-Feb-16 28-Apr-16 583.7 0.0209917808 0.0331811 1.5696518149
29-Feb-16 28-Apr-16 583.2 0.0209342466 -0.000857 -0.0507638027
1-Mar-16 28-Apr-16 631.9 0.0209369863 0.080201 3.8081447257
2-Mar-16 28-Apr-16 650 0.0209589041 0.0282412 1.3344958948
3-Mar-16 28-Apr-16 651.05 0.0209205479 0.0016141 0.0668816497
4-Mar-16 28-Apr-16 677.6 0.0208958904 0.0399707 1.8929294495
8-Mar-16 28-Apr-16 668.8 0.0208356164 -0.0130721 -0.6322392209
9-Mar-16 28-Apr-16 663.25 0.0207726027 -0.0083331 -0.4065999591
10-Mar-16 28-Apr-16 651 0.0207506849 -0.0186424 -0.8973815142
11-Mar-16 28-Apr-16 654.25 0.0206082192 0.0049799 0.2272661796
14-Mar-16 28-Apr-16 659.4 0.0206027397 0.0078408 0.3634666243
15-Mar-16 28-Apr-16 656.15 0.0205561644 -0.0049409 -0.2450070429
16-Mar-16 28-Apr-16 634.8 0.0205643836 -0.0330794 -1.5845961765
17-Mar-16 28-Apr-16 632 0.0205753425 -0.0044206 -0.2202456478
18-Mar-16 28-Apr-16 618.4 0.0205424658 -0.0217539 -1.0454131571
21-Mar-16 28-Apr-16 652.7 0.0205863014 0.0539821 2.5601152729
22-Mar-16 28-Apr-16 650.85 0.0205342466 -0.0028384 -0.1449030818
23-Mar-16 28-Apr-16 648.85 0.0204520548 -0.0030776 -0.1562529767
28-Mar-16 28-Apr-16 637.05 0.0203150685 -0.0183534 -0.8834190466
29-Mar-16 28-Apr-16 620.9 0.0204410959 -0.0256781 -1.2321840106
30-Mar-16 28-Apr-16 644 0.0204383562 0.0365287 1.729284097
31-Mar-16 28-Apr-16 653.25 0.0204 0.0142612 0.6692173582
1-Apr-16 26-May-16 654.65 0.0203232877 0.0021408 0.0922431563
4-Apr-16 26-May-16 637.8 0.0203178082 -0.026076 -1.2510671151
5-Apr-16 26-May-16 619.5 0.0203780822 -0.0291121 -1.3956332338
6-Apr-16 26-May-16 631 0.0203205479 0.0183932 0.8659657037
7-Apr-16 26-May-16 620.25 0.0203780822 -0.0171832 -0.8277405234
8-Apr-16 26-May-16 611.85 0.0204821918 -0.0136355 -0.658892002
11-Apr-16 26-May-16 630.8 0.0204328767 0.0305017 1.4423611019
12-Apr-16 26-May-16 626.4 0.020460274 -0.0069997 -0.3429743376
13-Apr-16 26-May-16 632.4 0.0204712329 0.009533 0.4440881073
18-Apr-16 26-May-16 649.7 0.0204410959 0.0269886 1.2751102856
20-Apr-16 26-May-16 662.05 0.0203863014 0.0188304 0.8867482117
21-Apr-16 26-May-16 669.25 0.0203726027 0.0108166 0.5052450602
22-Apr-16 26-May-16 677.25 0.0203863014 0.0118828 0.5559968175
25-Apr-16 26-May-16 670.25 0.0203890411 -0.0103897 -0.5043271854
26-Apr-16 26-May-16 683.7 0.0203616438 0.0198684 0.9361798093
27-Apr-16 26-May-16 706.3 0.020369863 0.0325209 1.5385164227
28-Apr-16 26-May-16 699.1 0.0203643836 -0.0102463 -0.4974876333
29-Apr-16 30-Jun-16 701.95 0.0203424658 0.0040684 0.1839983167
2-May-16 30-Jun-16 701.85 0.0203479452 -0.0001425 -0.0164695692
3-May-16 30-Jun-16 692.1 0.0203479452 -0.0139893 -0.6756706173
4-May-16 30-Jun-16 678 0.020339726 -0.0205832 -0.9895818774
5-May-16 30-Jun-16 676.25 0.0204082192 -0.0025845 -0.1327534811
6-May-16 30-Jun-16 681.9 0.0204219178 0.0083202 0.3863754172
9-May-16 30-Jun-16 698.7 0.0204191781 0.0243384 1.1489547569
10-May-16 30-Jun-16 693.4 0.0204767123 -0.0076144 -0.3722471094
11-May-16 30-Jun-16 687.5 0.0204684932 -0.0085452 -0.4165542499
12-May-16 30-Jun-16 722.9 0.0204876712 0.0502091 2.3805399446
13-May-16 30-Jun-16 721.2 0.0204547945 -0.0023544 -0.1218237511
16-May-16 30-Jun-16 731.55 0.0204520548 0.0142491 0.6686165913
17-May-16 30-Jun-16 727.2 0.0204493151 -0.005964 -0.2936635871
18-May-16 30-Jun-16 732.55 0.0204630137 0.0073301 0.3392187222
19-May-16 30-Jun-16 695.25 0.0204684932 -0.0522601 -2.4976810613
20-May-16 30-Jun-16 693.85 0.0204410959 -0.0020157 -0.1056921199
23-May-16 30-Jun-16 696.7 0.0204712329 0.0040991 0.1853995111
24-May-16 30-Jun-16 687.8 0.0205150685 -0.0128568 -0.6218379428
25-May-16 30-Jun-16 702.35 0.0205041096 0.0209338 0.9868279672
26-May-16 30-Jun-16 724.45 0.0205178082 0.0309809 1.4651333899
27-May-16 28-Jul-16 754.65 0.0204739726 0.0408413 1.9345777568
30-May-16 28-Jul-16 746.85 0.0205013699 -0.0103897 -0.5043806615
31-May-16 28-Jul-16 726.75 0.0205205479 -0.0272818 -1.3085695962
1-Jun-16 28-Jul-16 734.55 0.0205123288 0.0106755 0.4984624949
2-Jun-16 28-Jul-16 739.55 0.0205260274 0.0067838 0.3131845157
3-Jun-16 28-Jul-16 759.6 0.0206136986 0.0267501 1.2636726192
6-Jun-16 28-Jul-16 752.45 0.0206 -0.0094574 -0.460045022
7-Jun-16 28-Jul-16 745.3 0.0205945205 -0.0095477 -0.4643411956
8-Jun-16 28-Jul-16 746.35 0.0205671233 0.0014078 0.0572312814
9-Jun-16 28-Jul-16 744 0.0205534247 -0.0031536 -0.1599188062
10-Jun-16 28-Jul-16 718.45 0.0205369863 -0.0349449 -1.6733930809
13-Jun-16 28-Jul-16 703.95 0.0205506849 -0.0203888 -0.9804283478
14-Jun-16 28-Jul-16 699.6 0.0204821918 -0.0061986 -0.3048458816
15-Jun-16 28-Jul-16 712.7 0.0204958904 0.0185518 0.8734359955
16-Jun-16 28-Jul-16 702 0.0204821918 -0.0151272 -0.7299071858
17-Jun-16 28-Jul-16 701 0.0204328767 -0.0014255 -0.0775917506
20-Jun-16 28-Jul-16 706.95 0.0204164384 0.0084521 0.3926557276
21-Jun-16 28-Jul-16 701.1 0.0203945205 -0.0083094 -0.4052937354
22-Jun-16 28-Jul-16 694.9 0.0204109589 -0.0088826 -0.4325882621
23-Jun-16 28-Jul-16 689.1 0.0203260274 -0.0083816 -0.4086954893
24-Jun-16 28-Jul-16 662.3 0.0203424658 -0.0396678 -1.8981403606
27-Jun-16 28-Jul-16 665.75 0.0202465753 0.0051956 0.2377071348
28-Jun-16 28-Jul-16 671.45 0.0202246575 0.0085253 0.3962353375
29-Jun-16 28-Jul-16 666.45 0.0202328767 -0.0074744 -0.3654662013
30-Jun-16 28-Jul-16 675.2 0.0202328767 0.0130438 0.6113426293
1-Jul-16 25-Aug-16 684 0.0201013699 0.012949 0.6068896875
4-Jul-16 25-Aug-16 694.4 0.0199561644 0.0150902 0.7088979062
5-Jul-16 25-Aug-16 680.05 0.0199589041 -0.0208818 -1.0036194268
7-Jul-16 25-Aug-16 678.95 0.0199232877 -0.0016188 -0.0865525346
8-Jul-16 25-Aug-16 690.95 0.0199863014 0.01752 0.8245552139
11-Jul-16 25-Aug-16 721.4 0.0199452055 0.0431263 2.0436104128
12-Jul-16 25-Aug-16 743.85 0.0199232877 0.0306456 1.4494558664
13-Jul-16 25-Aug-16 712.4 0.0199013699 -0.0431999 -2.066081288
14-Jul-16 25-Aug-16 698.9 0.0198657534 -0.0191319 -0.9202651921
15-Jul-16 25-Aug-16 708.6 0.0198575342 0.0137835 0.6467359158
18-Jul-16 25-Aug-16 707.4 0.0198657534 -0.0016949 -0.0901469715
19-Jul-16 25-Aug-16 711 0.0198684932 0.0050762 0.232200677
20-Jul-16 25-Aug-16 712.35 0.0197013699 0.0018969 0.0809277691
21-Jul-16 25-Aug-16 710.65 0.0196356164 -0.0023893 -0.1230957584
22-Jul-16 25-Aug-16 733.75 0.0195589041 0.0319883 1.513550702
25-Jul-16 25-Aug-16 739.85 0.0196630137 0.0082791 0.3847801836
26-Jul-16 25-Aug-16 759.15 0.0197123288 0.0257519 1.216582407
27-Jul-16 25-Aug-16 769.95 0.0196465753 0.0141262 0.6631497421
28-Jul-16 25-Aug-16 767.3 0.0196383562 -0.0034477 -0.173484059
29-Jul-16 29-Sep-16 773.55 0.0196520548 0.0081124 0.3768521158
1-Aug-16 29-Sep-16 771.3 0.0195178082 -0.0029129 -0.1479659662
2-Aug-16 29-Sep-16 792.4 0.0194547945 0.0269889 1.2755940824
3-Aug-16 29-Sep-16 796.15 0.0194054795 0.0047213 0.2155274683
4-Aug-16 29-Sep-16 808.4 0.019460274 0.0152694 0.7176617673
5-Aug-16 29-Sep-16 805.95 0.0194657534 -0.0030353 -0.1537669942
8-Aug-16 29-Sep-16 816.35 0.019569863 0.0128215 0.6010730621
9-Aug-16 29-Sep-16 814.8 0.0194575342 -0.0019005 -0.0997398556
10-Aug-16 29-Sep-16 790.15 0.0196191781 -0.0307199 -1.471815594
11-Aug-16 29-Sep-16 790.8 0.0196136986 0.0008223 0.029809166
12-Aug-16 29-Sep-16 806.1 0.0195479452 0.0191627 0.9029694051
16-Aug-16 29-Sep-16 822.35 0.0195150685 0.0199583 0.9408599795
17-Aug-16 29-Sep-16 814.75 0.0195315068 -0.0092848 -0.4513169251
18-Aug-16 29-Sep-16 813.8 0.0195150685 -0.0011667 -0.0648325114
19-Aug-16 29-Sep-16 807.25 0.0194794521 -0.0080812 -0.3939948989
22-Aug-16 29-Sep-16 800.5 0.0194767123 -0.0083969 -0.4090207435
23-Aug-16 29-Sep-16 811.85 0.019509589 0.0140791 0.6609712601
24-Aug-16 29-Sep-16 814.05 0.0195013699 0.0027062 0.1195493276
25-Aug-16 29-Sep-16 829.55 0.0194465753 0.0188616 0.8886824416
26-Aug-16 27-Oct-16 826.7 0.0193315068 -0.0034415 -0.1730425462
29-Aug-16 27-Oct-16 838.35 0.0193013699 0.0139938 0.6570114555
30-Aug-16 27-Oct-16 840.05 0.0187616438 0.0020257 0.0875071674
31-Aug-16 27-Oct-16 829.25 0.018830137 -0.0129397 -0.6249839288
1-Sep-16 27-Oct-16 839.4 0.0188575342 0.0121657 0.5701913665
2-Sep-16 27-Oct-16 838.2 0.0188164384 -0.0014306 -0.0770649353
6-Sep-16 27-Oct-16 843.6 0.0188493151 0.0064217 0.2967436927
7-Sep-16 27-Oct-16 826.2 0.0188712329 -0.0208416 -1.0011847416
8-Sep-16 27-Oct-16 825.45 0.0187671233 -0.0009082 -0.0521701097
9-Sep-16 27-Oct-16 801.2 0.0186575342 -0.0298181 -1.4284262011
12-Sep-16 27-Oct-16 776.05 0.0186410959 -0.0318937 -1.5272293626
14-Sep-16 27-Oct-16 801 0.0186 0.031644 1.4976147072
15-Sep-16 27-Oct-16 791.45 0.0186109589 -0.0119942 -0.5798675829
16-Sep-16 27-Oct-16 814.8 0.0185835616 0.029076 1.3753674105
19-Sep-16 27-Oct-16 804.85 0.0188027397 -0.0122868 -0.5938847676
20-Sep-16 27-Oct-16 809.95 0.0186767123 0.0063166 0.2918214169
21-Sep-16 27-Oct-16 801.8 0.0185561644 -0.0101133 -0.4902967238
22-Sep-16 27-Oct-16 808.65 0.0184438356 0.008507 0.3962101175
23-Sep-16 27-Oct-16 819.95 0.0182849315 0.0138772 0.6519429722
26-Sep-16 27-Oct-16 817.85 0.0183452055 -0.0025644 -0.1308172727
27-Sep-16 27-Oct-16 818.3 0.0184520548 0.0005501 0.0174027289
28-Sep-16 27-Oct-16 822.9 0.0183972603 0.0056057 0.2581096516
29-Sep-16 27-Oct-16 790.75 0.0184438356 -0.0398528 -1.9060461968
30-Sep-16 24-Nov-16 832.3 0.0185041096 0.0512111 2.4291872314
3-Oct-16 24-Nov-16 863.7 0.0184876712 0.0370325 1.754199245
4-Oct-16 24-Nov-16 880.3 0.0184164384 0.0190373 0.8975362429
5-Oct-16 24-Nov-16 866.5 0.0184438356 -0.0158006 -0.7609989654
6-Oct-16 24-Nov-16 855 0.0185205479 -0.0133606 -0.6448744465
7-Oct-16 24-Nov-16 860.15 0.0185232877 0.0060053 0.2770759343
10-Oct-16 24-Nov-16 851.25 0.0185205479 -0.0104009 -0.5039723432
13-Oct-16 24-Nov-16 824.65 0.0185589041 -0.0317468 -1.5201992159
14-Oct-16 24-Nov-16 839.85 0.0185589041 0.0182643 0.8606673297
17-Oct-16 24-Nov-16 838.85 0.0186109589 -0.0011914 -0.0655787481
18-Oct-16 24-Nov-16 863.3 0.0186136986 0.0287303 1.3588987612
19-Oct-16 24-Nov-16 880.7 0.0186821918 0.0199548 0.941089846
20-Oct-16 24-Nov-16 871.25 0.0186712329 -0.0107881 -0.5224749857
21-Oct-16 24-Nov-16 873.2 0.018690411 0.0022357 0.0975348478
24-Oct-16 24-Nov-16 869.75 0.0187424658 -0.0039588 -0.1973890191
25-Oct-16 24-Nov-16 865.8 0.0187260274 -0.0045519 -0.2256152846
26-Oct-16 24-Nov-16 850.2 0.0186246575 -0.0181823 -0.8744687394
27-Oct-16 24-Nov-16 841.5 0.0182684932 -0.0102856 -0.4983617177
28-Oct-16 29-Dec-16 858.65 0.0182493151 0.0201754 0.9517972354
1-Nov-16 29-Dec-16 869.6 0.0184273973 0.0126719 0.5944982435
2-Nov-16 29-Dec-16 842.6 0.0179013699 -0.031541 -1.5100878803
3-Nov-16 29-Dec-16 819.75 0.0176575342 -0.0274929 -1.3172569512
4-Nov-16 29-Dec-16 792.45 0.0175890411 -0.03387 -1.6208162595
7-Nov-16 29-Dec-16 799.85 0.0176136986 0.0092948 0.4341103156
8-Nov-16 29-Dec-16 788 0.017290411 -0.0149261 -0.7188163205
9-Nov-16 29-Dec-16 724.25 0.0172876712 -0.0843615 -4.0244094338
10-Nov-16 29-Dec-16 706.9 0.0172054795 -0.0242474 -1.1625333613
11-Nov-16 29-Dec-16 704.1 0.0169506849 -0.0039688 -0.1970126016
15-Nov-16 29-Dec-16 679.15 0.0170767123 -0.0360784 -1.7257058842
16-Nov-16 29-Dec-16 670.8 0.0173342466 -0.012371 -0.5971954252
17-Nov-16 29-Dec-16 674.85 0.0173123288 0.0060194 0.2783232273
18-Nov-16 29-Dec-16 670.6 0.0171150685 -0.0063176 -0.3089091666
21-Nov-16 29-Dec-16 655.9 0.0170273973 -0.0221645 -1.0632870455
22-Nov-16 29-Dec-16 674.9 0.0171041096 0.0285562 1.3513264377
23-Nov-16 29-Dec-16 676.35 0.0170328767 0.0021462 0.094063099
24-Nov-16 29-Dec-16 679.8 0.0169945205 0.0050879 0.2341302009
25-Nov-16 25-Jan-17 710.4 0.0175561644 0.0440296 2.0877485205
28-Nov-16 25-Jan-17 713.35 0.0175315068 0.004144 0.1889360267
29-Nov-16 25-Jan-17 733.75 0.0176465753 0.0281962 1.3339294576
30-Nov-16 25-Jan-17 771 0.0175863014 0.04952 2.3491168655
1-Dec-16 25-Jan-17 758.05 0.0175506849 -0.016939 -0.8147682922
2-Dec-16 25-Jan-17 741.05 0.0178684932 -0.0226812 -1.0882883476
5-Dec-16 25-Jan-17 749.15 0.0178246575 0.0108711 0.5090540771
6-Dec-16 25-Jan-17 737.95 0.0178356164 -0.0150632 -0.725599847
7-Dec-16 25-Jan-17 721.5 0.0177534247 -0.0225437 -1.0816850743
8-Dec-16 25-Jan-17 727 0.0177068493 0.0075941 0.3531011467
9-Dec-16 25-Jan-17 709.6 0.0178876712 -0.024225 -1.1617928366
12-Dec-16 25-Jan-17 698.85 0.0179287671 -0.0152653 -0.7352676805
13-Dec-16 25-Jan-17 673.6 0.0180109589 -0.0367997 -1.7604889025
14-Dec-16 25-Jan-17 651.25 0.0181232877 -0.0337429 -1.6150181733
15-Dec-16 25-Jan-17 652.5 0.0180410959 0.0019175 0.0826994568
16-Dec-16 25-Jan-17 640.75 0.0178712329 -0.0181718 -0.873608038
19-Dec-16 25-Jan-17 655.55 0.0178493151 0.0228352 1.0786140493
20-Dec-16 25-Jan-17 645.75 0.0175589041 -0.0150621 -0.7254198925
21-Dec-16 25-Jan-17 644.1 0.0176575342 -0.0025584 -0.1302052694
22-Dec-16 25-Jan-17 642.15 0.0174849315 -0.0030321 -0.1526712945
23-Dec-16 25-Jan-17 643 0.0174986301 0.0013228 0.0546438857
26-Dec-16 25-Jan-17 631.95 0.0175041096 -0.0173344 -0.8335708075
27-Dec-16 25-Jan-17 639.35 0.0175260274 0.0116418 0.545883339
28-Dec-16 25-Jan-17 648.2 0.0175287671 0.0137473 0.6461180353
29-Dec-16 25-Jan-17 644.8 0.0175178082 -0.0052591 -0.2587085986
30-Dec-16 23-Feb-17 649.65 0.017460274 0.0074936 0.348432422
2-Jan-17 23-Feb-17 676.1 0.0175808219 0.0399072 1.8914864534
3-Jan-17 23-Feb-17 662.2 0.0176465753 -0.0207734 -0.9973547153
4-Jan-17 23-Feb-17 642.65 0.0175945205 -0.0299674 -1.435027077
5-Jan-17 23-Feb-17 659.45 0.0176821918 0.0258059 1.2201186265
6-Jan-17 23-Feb-17 655.85 0.0177424658 -0.0054741 -0.2690486574
9-Jan-17 23-Feb-17 671.8 0.0177123288 0.0240286 1.1354913322
10-Jan-17 23-Feb-17 685.85 0.0176794521 0.0206983 0.976961792
11-Jan-17 23-Feb-17 710.65 0.0176465753 0.0355211 1.6826451059
12-Jan-17 23-Feb-17 723.4 0.0176027397 0.0177823 0.8381772276
13-Jan-17 23-Feb-17 745.2 0.017539726 0.0296903 1.4051111595
16-Jan-17 23-Feb-17 762.25 0.0175506849 0.0226219 1.0686033254
17-Jan-17 23-Feb-17 772.8 0.0175534247 0.0137457 0.6460321052
18-Jan-17 23-Feb-17 759.95 0.0176191781 -0.0167676 -0.8066417701
19-Jan-17 23-Feb-17 750.9 0.0175369863 -0.0119802 -0.5786856903
20-Jan-17 23-Feb-17 748.25 0.0175589041 -0.0035353 -0.1766654962
23-Jan-17 23-Feb-17 751.05 0.0175726027 0.0037351 0.1694495075
24-Jan-17 23-Feb-17 747.8 0.0176191781 -0.0043367 -0.214842692
25-Jan-17 23-Feb-17 752.05 0.0184630137 0.0056672 0.2610099508
27-Jan-17 30-Mar-17 750.8 0.0187863014 -0.0016635 -0.0881377837
30-Jan-17 30-Mar-17 764 0.0186438356 0.0174285 0.8208387414
31-Jan-17 30-Mar-17 746.3 0.0187068493 -0.0234401 -1.1248152152
1-Feb-17 30-Mar-17 764.55 0.0188356164 0.0241598 1.1412020315
2-Feb-17 30-Mar-17 779.5 0.0188 0.0193653 0.9129682388
3-Feb-17 30-Mar-17 801.95 0.0187561644 0.0283936 1.3427981206
6-Feb-17 30-Mar-17 794.5 0.0187726027 -0.0093333 -0.453264486
7-Feb-17 30-Mar-17 835.7 0.0189123288 0.0505567 2.3978399718
8-Feb-17 30-Mar-17 832.4 0.0190109589 -0.0039566 -0.1974117168
9-Feb-17 30-Mar-17 826.8 0.0189479452 -0.0067503 -0.3303791484
10-Feb-17 30-Mar-17 819.3 0.0188465753 -0.0091125 -0.4427897785
13-Feb-17 30-Mar-17 836.25 0.0188246575 0.0204773 0.965896756
14-Feb-17 30-Mar-17 830.2 0.0189808219 -0.007261 -0.3547080295
15-Feb-17 30-Mar-17 820.1 0.0187534247 -0.0122404 -0.5916519477
16-Feb-17 30-Mar-17 838.2 0.0185863014 0.0218305 1.0304297197
17-Feb-17 30-Mar-17 860.9 0.0188438356 0.0267216 1.2631599406
20-Feb-17 30-Mar-17 854.3 0.0187232877 -0.0076959 -0.3752923716
21-Feb-17 30-Mar-17 874.45 0.0187917808 0.0233127 1.1008968803
22-Feb-17 30-Mar-17 877.25 0.0187972603 0.0031969 0.1432452877
23-Feb-17 30-Mar-17 865.2 0.0189150685 -0.0138313 -0.6674698444
27-Feb-17 27-Apr-17 871.45 0.0189123288 0.0071978 0.3336605635
28-Feb-17 27-Apr-17 880.4 0.018709589 0.0102179 0.4775325771
1-Mar-17 27-Apr-17 879.55 0.0187424658 -0.0009659 -0.0549078458
2-Mar-17 27-Apr-17 857.35 0.0188027397 -0.0255642 -1.2259801678
3-Mar-17 27-Apr-17 847.95 0.0188849315 -0.0110246 -0.5338348306
6-Mar-17 27-Apr-17 859.55 0.0188684932 0.0135873 0.6378664423
7-Mar-17 27-Apr-17 860.1 0.0186767123 0.0006397 0.0215610246
8-Mar-17 27-Apr-17 861.45 0.018709589 0.0015684 0.0657573067
9-Mar-17 27-Apr-17 857.2 0.0187150685 -0.0049458 -0.2443611197
10-Mar-17 27-Apr-17 863 0.0183863014 0.0067434 0.3122799123
14-Mar-17 27-Apr-17 912.9 0.018490411 0.0562117 2.6672546287
15-Mar-17 27-Apr-17 920.1 0.0183506849 0.007856 0.3652635688
16-Mar-17 27-Apr-17 954.75 0.0183013699 0.0369672 1.7511760128
17-Mar-17 27-Apr-17 971.55 0.0182219178 0.0174432 0.8217405531
20-Mar-17 27-Apr-17 971.15 0.0182219178 -0.0004118 -0.0282792614
21-Mar-17 27-Apr-17 941.8 0.0185452055 -0.030688 -1.4697863656
22-Mar-17 27-Apr-17 915 0.0186876712 -0.0288689 -1.3832514137
23-Mar-17 27-Apr-17 940.55 0.0188082192 0.0275407 1.3021729209
24-Mar-17 27-Apr-17 965.25 0.0186575342 0.0259223 1.225196819
27-Mar-17 27-Apr-17 962.7 0.0185808219 -0.0026453 -0.1347799413
28-Mar-17 27-Apr-17 968.55 0.018690411 0.0060583 0.2795170217
29-Mar-17 27-Apr-17 967.55 0.0187589041 -0.001033 -0.0581085638
30-Mar-17 27-Apr-17 992.15 0.0188054795 0.0251072 1.1863210213
31-Mar-17 25-May-17 1007.85 0.0187835616 0.0157003 0.7384999518
3-Apr-17 25-May-17 1001.2 0.0188410959 -0.0066201 -0.3241299588
5-Apr-17 25-May-17 985.7 0.018969863 -0.0156025 -0.7518166527
6-Apr-17 25-May-17 985.55 0.0190191781 -0.0001522 -0.0162995934
7-Apr-17 25-May-17 957.7 0.0190054795 -0.0286653 -1.3737105335
10-Apr-17 25-May-17 936.2 0.0190465753 -0.0227054 -1.0900013051
11-Apr-17 25-May-17 940.95 0.0190219178 0.0050609 0.231876335
12-Apr-17 25-May-17 937.85 0.0190767123 -0.0033 -0.1661834018
13-Apr-17 25-May-17 956.85 0.0191424658 0.0200566 0.9457183959
17-Apr-17 25-May-17 974.2 0.0190520548 0.01797 0.8464233706
18-Apr-17 25-May-17 957.35 0.019090411 -0.0174476 -0.8397114391
19-Apr-17 25-May-17 957.15 0.0190219178 -0.0002089 -0.0190023049
20-Apr-17 25-May-17 976.85 0.0189863014 0.020373 0.9608542109
21-Apr-17 25-May-17 987.1 0.0190219178 0.0104382 0.4878756514
24-Apr-17 25-May-17 1006 0.0190191781 0.018966 0.8938562205
25-Apr-17 25-May-17 1010.8 0.0189369863 0.00476 0.2175942849
26-Apr-17 25-May-17 1007.45 0.0186630137 -0.0033197 -0.1669256883
27-Apr-17 25-May-17 1000.4 0.0182712329 -0.0070225 -0.3430155162
28-Apr-17 29-Jun-17 1028.3 0.0182986301 0.027507 1.3008105978
2-May-17 29-Jun-17 1068.4 0.0182931507 0.0382552 1.8125014279
3-May-17 29-Jun-17 1079.8 0.0183835616 0.0106136 0.4965295082
4-May-17 29-Jun-17 1085.9 0.0182657534 0.0056333 0.2594875558
5-May-17 29-Jun-17 1113.75 0.0182876712 0.0253236 1.1968677983
8-May-17 29-Jun-17 1126.1 0.0183041096 0.0110276 0.5162765204
9-May-17 29-Jun-17 1094.75 0.0182575342 -0.0282343 -1.3528370973
10-May-17 29-Jun-17 1092.7 0.0182246575 -0.0018743 -0.0979069992
11-May-17 29-Jun-17 1078 0.0182739726 -0.0135442 -0.65349695
12-May-17 29-Jun-17 1063.95 0.0182547945 -0.0131191 -0.6332477886
15-May-17 29-Jun-17 1071.45 0.0182520548 0.0070245 0.3257235475
16-May-17 29-Jun-17 1060.65 0.0181506849 -0.0101309 -0.4909428242
17-May-17 29-Jun-17 1088.65 0.0181561644 0.0260565 1.2318216809
18-May-17 29-Jun-17 1058 0.0182109589 -0.0285581 -1.3682278209
19-May-17 29-Jun-17 1047.5 0.0181972603 -0.009974 -0.4834915414
22-May-17 29-Jun-17 1057.55 0.0179917808 0.0095485 0.4460101461
23-May-17 29-Jun-17 1054.9 0.0178958904 -0.0025089 -0.1279621118
24-May-17 29-Jun-17 1044.3 0.0178164384 -0.0100992 -0.4892711201
25-May-17 29-Jun-17 1051.7 0.0178547945 0.0070611 0.3276562263
26-May-17 27-Jul-17 1092.9 0.0177917808 0.0384268 1.8209076403
29-May-17 27-Jul-17 1118.85 0.0177369863 0.0234667 1.1087286376
30-May-17 27-Jul-17 1121.15 0.0177589041 0.0020536 0.0893095637
31-May-17 27-Jul-17 1163.15 0.0177780822 0.0367769 1.7423670554
1-Jun-17 27-Jul-17 1152.9 0.0177178082 -0.0088513 -0.4298186576
2-Jun-17 27-Jul-17 1143.15 0.0176739726 -0.0084929 -0.4127337344
5-Jun-17 27-Jul-17 1180.5 0.0176109589 0.0321505 1.5221970615
6-Jun-17 27-Jul-17 1150.15 0.0176958904 -0.0260457 -1.2483774551
7-Jun-17 27-Jul-17 1150.55 0.0176986301 0.0003477 0.0081280985
8-Jun-17 27-Jul-17 1156.5 0.0177068493 0.0051581 0.2371316558
9-Jun-17 27-Jul-17 1162.2 0.0178027397 0.0049166 0.2255863051
12-Jun-17 27-Jul-17 1162.35 0.0178273973 0.0001291 -0.0023430516
13-Jun-17 27-Jul-17 1162.45 0.0178383562 8.6029E-05 -0.0043967102
14-Jun-17 27-Jul-17 1167.75 0.0179835616 0.004549 0.2080007037
15-Jun-17 27-Jul-17 1158.75 0.0179424658 -0.007737 -0.3768748588
16-Jun-17 27-Jul-17 1137.7 0.0179479452 -0.0183332 -0.8813275056
19-Jun-17 27-Jul-17 1139.3 0.0179123288 0.0014054 0.0583771254
20-Jun-17 27-Jul-17 1140.2 0.0178958904 0.0007896 0.0290729046
21-Jun-17 27-Jul-17 1131.35 0.0177369863 -0.0077921 -0.3793998478
22-Jun-17 27-Jul-17 1119.95 0.0177671233 -0.0101276 -0.4905995456
23-Jun-17 27-Jul-17 1109 0.0176958904 -0.0098253 -0.476177173
27-Jun-17 27-Jul-17 1086.55 0.0176876712 -0.0204512 -0.982035386
28-Jun-17 27-Jul-17 1083.15 0.017709589 -0.0031341 -0.1576343364
29-Jun-17 27-Jul-17 1099.85 0.0176876712 0.0153003 0.7199799849
30-Jun-17 31-Aug-17 1081 0.0176876712 -0.0172873 -0.8314121571
3-Jul-17 31-Aug-17 1086.75 0.0176684932 0.0053051 0.2441451864
4-Jul-17 31-Aug-17 1062.15 0.0176767123 -0.0228964 -1.0984414592
5-Jul-17 31-Aug-17 1063.5 0.0176328767 0.0012702 0.0520757094
6-Jul-17 31-Aug-17 1083.05 0.0175726027 0.0182158 0.8588293162
7-Jul-17 31-Aug-17 1068.25 0.0176164384 -0.0137593 -0.6634248263
10-Jul-17 31-Aug-17 1079.5 0.0176547945 0.0104762 0.4903323662
11-Jul-17 31-Aug-17 1095.1 0.0176438356 0.0143477 0.6746490888
12-Jul-17 31-Aug-17 1112.85 0.0177068493 0.0160786 0.757021553
13-Jul-17 31-Aug-17 1128.45 0.0177232877 0.0139207 0.6542833983
14-Jul-17 31-Aug-17 1121.85 0.0176493151 -0.0058659 -0.2876591029
17-Jul-17 31-Aug-17 1141.85 0.017709589 0.0176706 0.8328120332
18-Jul-17 31-Aug-17 1140.05 0.0176164384 -0.0015776 -0.0834926917
19-Jul-17 31-Aug-17 1148 0.0176465753 0.0069492 0.3224271402
20-Jul-17 31-Aug-17 1156.45 0.0176931507 0.0073337 0.3407094583
21-Jul-17 31-Aug-17 1134.15 0.0176931507 -0.0194715 -0.935398882
24-Jul-17 31-Aug-17 1156.8 0.0177150685 0.0197741 0.9329481965
25-Jul-17 31-Aug-17 1195.1 0.0177917808 0.0325723 1.5421926581
26-Jul-17 31-Aug-17 1187.2 0.0178273973 -0.0066323 -0.3242282667
27-Jul-17 31-Aug-17 1160.3 0.0178630137 -0.022919 -1.0996044444
28-Jul-17 28-Sep-17 1188.4 0.0178986301 0.0239293 1.1306752518
31-Jul-17 28-Sep-17 1187.5 0.0178438356 -0.0007576 -0.0445621619
1-Aug-17 28-Sep-17 1226.4 0.0178356164 0.0322328 1.5260092873
2-Aug-17 28-Sep-17 1208.05 0.0179041096 -0.0150756 -0.7262227945
3-Aug-17 28-Sep-17 1212.2 0.0179123288 0.0034294 0.1547353472
4-Aug-17 28-Sep-17 1222 0.0179123288 0.008052 0.3748010953
7-Aug-17 28-Sep-17 1210.3 0.0179945205 -0.0096206 -0.4665725572
8-Aug-17 28-Sep-17 1206.4 0.0178986301 -0.0032275 -0.1621740501
9-Aug-17 28-Sep-17 1164.75 0.017909589 -0.0351342 -1.6811554385
10-Aug-17 28-Sep-17 1171.3 0.0178767123 0.0056078 0.2584575517
11-Aug-17 28-Sep-17 1159.45 0.0177616438 -0.0101685 -0.4925450019
14-Aug-17 28-Sep-17 1184.9 0.0177972603 0.0217126 1.0251961633
16-Aug-17 28-Sep-17 1217.35 0.0178082192 0.027018 1.277761912
17-Aug-17 28-Sep-17 1209.2 0.0178273973 -0.0067174 -0.328280116
18-Aug-17 28-Sep-17 1211.7 0.0178520548 0.0020653 0.089825844
21-Aug-17 28-Sep-17 1205.1 0.0179260274 -0.0054618 -0.2685519665
22-Aug-17 28-Sep-17 1184.35 0.0179780822 -0.0173685 -0.8354152259
23-Aug-17 28-Sep-17 1227.3 0.0179561644 0.0356225 1.6873266918
24-Aug-17 28-Sep-17 1218.5 0.0180438356 -0.007196 -0.3511705987
28-Aug-17 28-Sep-17 1230.4 0.0180547945 0.0097187 0.4540821761
29-Aug-17 28-Sep-17 1207.35 0.0180739726 -0.0189114 -0.9089179101
30-Aug-17 28-Sep-17 1215.5 0.018109589 0.0067276 0.311660033
31-Aug-17 28-Sep-17 1221.7 0.018060274 0.0050878 0.2336167802
1-Sep-17 26-Oct-17 1232.35 0.0180191781 0.0086796 0.4046289271
4-Sep-17 26-Oct-17 1240 0.0182876712 0.0061885 0.2859068254
5-Sep-17 26-Oct-17 1245 0.0182547945 0.0040242 0.1828864175
6-Sep-17 26-Oct-17 1275.25 0.0181342466 0.0240067 1.1342495472
7-Sep-17 26-Oct-17 1321.3 0.0182712329 0.0354739 1.6800989407
8-Sep-17 26-Oct-17 1322.1 0.0182657534 0.0006053 0.0201197579
11-Sep-17 26-Oct-17 1310.2 0.0181945205 -0.0090416 -0.4391027747
12-Sep-17 26-Oct-17 1301.2 0.0182547945 -0.0068929 -0.3368386055
13-Sep-17 26-Oct-17 1279.7 0.0182136986 -0.0166612 -0.8018593858
14-Sep-17 26-Oct-17 1275.55 0.0183616438 -0.0032482 -0.1633786433
15-Sep-17 26-Oct-17 1275.1 0.0184356164 -0.0003529 -0.0255747285
18-Sep-17 26-Oct-17 1313.5 0.0185123288 0.0296707 1.4037152327
19-Sep-17 26-Oct-17 1314.7 0.0185753425 0.0009132 0.0346301024
20-Sep-17 26-Oct-17 1314.65 0.0184684932 -3.803E-05 -0.0106028519
21-Sep-17 26-Oct-17 1292.15 0.0184684932 -0.017263 -0.8306272552
22-Sep-17 26-Oct-17 1246.6 0.0185013699 -0.0358877 -1.7173044074
25-Sep-17 26-Oct-17 1211.65 0.0184493151 -0.0284368 -1.362567315
26-Sep-17 26-Oct-17 1247.75 0.0184493151 0.0293589 1.3888985286
27-Sep-17 26-Oct-17 1228.85 0.0185287671 -0.0152632 -0.7354510912
28-Sep-17 26-Oct-17 1217.05 0.0185205479 -0.0096489 -0.4681691551
29-Sep-17 30-Nov-17 1205.5 0.0186191781 -0.0095355 -0.462817701
3-Oct-17 30-Nov-17 1230.45 0.0185616438 0.0204855 0.9664144009
4-Oct-17 30-Nov-17 1256.65 0.018660274 0.0210695 0.9941677488
5-Oct-17 30-Nov-17 1273.65 0.0186273973 0.0134373 0.6308411196
6-Oct-17 30-Nov-17 1268.15 0.0186438356 -0.0043276 -0.2149012606
9-Oct-17 30-Nov-17 1273.75 0.0188630137 0.0044062 0.2007831257
10-Oct-17 30-Nov-17 1283.5 0.0188 0.0076254 0.3540716089
11-Oct-17 30-Nov-17 1261.45 0.0188821918 -0.0173289 -0.8339612808
12-Oct-17 30-Nov-17 1273.95 0.0187972603 0.0098605 0.4604760847
13-Oct-17 30-Nov-17 1293.45 0.0187890411 0.0151908 0.7142385654
16-Oct-17 30-Nov-17 1296.25 0.0188849315 0.0021624 0.0939550859
17-Oct-17 30-Nov-17 1329.45 0.0189780822 0.0252898 1.1949337545
18-Oct-17 30-Nov-17 1358.2 0.0190136986 0.021395 1.0094944081
19-Oct-17 30-Nov-17 1350.55 0.0189890411 -0.0056484 -0.2779412541
23-Oct-17 30-Nov-17 1341.1 0.019060274 -0.0070217 -0.3433567985
24-Oct-17 30-Nov-17 1342.65 0.0191013699 0.0011551 0.0458970822
25-Oct-17 30-Nov-17 1276.45 0.0193205479 -0.0505625 -2.4163163355
26-Oct-17 30-Nov-17 1248.2 0.0192246575 -0.0223803 -1.074605596
27-Oct-17 28-Dec-17 1271.2 0.0193479452 0.0182588 0.86003329
30-Oct-17 28-Dec-17 1263.1 0.0193123288 -0.0063923 -0.3135118936
31-Oct-17 28-Dec-17 1248.75 0.0188767123 -0.011426 -0.5529403363
1-Nov-17 28-Dec-17 1262.65 0.018890411 0.0110696 0.5179968913
2-Nov-17 28-Dec-17 1246.65 0.0190630137 -0.0127527 -0.6161921907
3-Nov-17 28-Dec-17 1232.75 0.0191452055 -0.0112125 -0.5429060917
6-Nov-17 28-Dec-17 1237.4 0.0191863014 0.003765 0.170103639
7-Nov-17 28-Dec-17 1206.35 0.0193315068 -0.0254131 -1.2190411701
8-Nov-17 28-Dec-17 1212.45 0.019260274 0.0050438 0.2309516285
9-Nov-17 28-Dec-17 1243.6 0.0192547945 0.0253673 1.1984892167
10-Nov-17 28-Dec-17 1234.3 0.019339726 -0.0075064 -0.3665623456
13-Nov-17 28-Dec-17 1206.15 0.0194054795 -0.0230705 -1.1075530046
14-Nov-17 28-Dec-17 1205.35 0.0193424658 -0.0006635 -0.0407948498
15-Nov-17 28-Dec-17 1173.2 0.0192630137 -0.0270349 -1.2962168402
16-Nov-17 28-Dec-17 1189.7 0.0193287671 0.0139661 0.6556803826
17-Nov-17 28-Dec-17 1192.5 0.0194246575 0.0023508 0.1026651578
20-Nov-17 28-Dec-17 1208.65 0.0196575342 0.0134521 0.6310527363
21-Nov-17 28-Dec-17 1186.05 0.0196849315 -0.0188756 -0.9079772526
22-Nov-17 28-Dec-17 1183.8 0.0196520548 -0.0018989 -0.0997541335
23-Nov-17 28-Dec-17 1168.95 0.0195369863 -0.0126237 -0.6102746514
24-Nov-17 28-Dec-17 1179.6 0.0195452055 0.0090695 0.4224645057
27-Nov-17 28-Dec-17 1186.8 0.0196739726 0.0060852 0.2803313314
28-Nov-17 28-Dec-17 1207.3 0.0196657534 0.0171259 0.8059448707
29-Nov-17 28-Dec-17 1208.6 0.0197780822 0.0010762 0.0418189021
30-Nov-17 28-Dec-17 1212.15 0.0197643836 0.002933 0.1302204949
1-Dec-17 25-Jan-18 1155.85 0.0199205479 -0.0475596 -2.2736460053
4-Dec-17 25-Jan-18 1184.95 0.0199315068 0.0248646 1.1742342679
5-Dec-17 25-Jan-18 1199 0.0197780822 0.0117873 0.5517398202
6-Dec-17 25-Jan-18 1180.4 0.0202630137 -0.0156345 -0.7539557493
7-Dec-17 25-Jan-18 1204.6 0.0200712329 0.0202942 0.9565866497
8-Dec-17 25-Jan-18 1217.7 0.0201013699 0.0108163 0.5053585366
11-Dec-17 25-Jan-18 1207.4 0.0202356164 -0.0084945 -0.4140317402
12-Dec-17 25-Jan-18 1198.2 0.0200547945 -0.0076489 -0.3736850837
13-Dec-17 25-Jan-18 1190.65 0.020090411 -0.0063211 -0.3104896022
14-Dec-17 25-Jan-18 1192.65 0.0199671233 0.0016783 0.070394961
15-Dec-17 25-Jan-18 1211.5 0.0196520548 0.0156815 0.7371922788
18-Dec-17 25-Jan-18 1207.85 0.0195369863 -0.0030173 -0.1529469337
19-Dec-17 25-Jan-18 1211.15 0.0195452055 0.0027284 0.1205856496
20-Dec-17 25-Jan-18 1203.8 0.0196739726 -0.0060871 -0.2991536019
21-Dec-17 25-Jan-18 1200.15 0.0196657534 -0.0030367 -0.153928451
22-Dec-17 25-Jan-18 1200.8 0.0197780822 0.0005415 0.016361104
26-Dec-17 25-Jan-18 1207.1 0.0197643836 0.0052328 0.2397071016
27-Dec-17 25-Jan-18 1201.6 0.0199205479 -0.0045668 -0.2268936643
28-Dec-17 25-Jan-18 1207.45 0.0199315068 0.0048567 0.22172302
29-Dec-17 22-Feb-18 1202.1 0.0197780822 -0.0044407 -0.2208218512
1-Jan-18 22-Feb-18 1224.1 0.0202630137 0.0181359 0.8537434486
2-Jan-18 22-Feb-18 1187.95 0.0200712329 -0.0299767 -1.4366524758
3-Jan-18 22-Feb-18 1191.05 0.0201013699 0.0026061 0.1145003099
4-Jan-18 22-Feb-18 1186.9 0.0202356164 -0.0034904 -0.175800561
5-Jan-18 22-Feb-18 1200.9 0.0200547945 0.0117264 0.5487094585
8-Jan-18 22-Feb-18 1227.25 0.020090411 0.0217046 1.0237231456
9-Jan-18 22-Feb-18 1220 0.0201205479 -0.005925 -0.2916507513
10-Jan-18 22-Feb-18 1209.05 0.0201835616 -0.0090159 -0.4388284485
11-Jan-18 22-Feb-18 1230.85 0.019890411 0.0178701 0.8412673048
12-Jan-18 22-Feb-18 1227.85 0.0199013699 -0.0024403 -0.1256500184
15-Jan-18 22-Feb-18 1228.85 0.0199506849 0.0008141 0.0292588292
16-Jan-18 22-Feb-18 1206.95 0.0199150685 -0.0179823 -0.8655587199
17-Jan-18 22-Feb-18 1210.1 0.0202273973 0.0026065 0.1144567879
18-Jan-18 22-Feb-18 1245.1 0.0197863014 0.0285128 1.3479859532
19-Jan-18 22-Feb-18 1301.75 0.0198958904 0.0444937 2.1087294782
22-Jan-18 22-Feb-18 1353.95 0.0199863014 0.0393167 1.8622292416
23-Jan-18 22-Feb-18 1377.15 0.0199013699 0.0169899 0.7993604688
24-Jan-18 22-Feb-18 1357.95 0.0198712329 -0.0140399 -0.6778565986
25-Jan-18 22-Feb-18 1389.4 0.0199342466 0.0228958 1.0805053559
29-Jan-18 28-Mar-18 1417.15 0.0200191781 0.0197758 0.9319328122
30-Jan-18 28-Mar-18 1413.45 0.0203890411 -0.0026143 -0.1341644826
31-Jan-18 28-Mar-18 1393.45 0.0203671233 -0.0142508 -0.6881330111
WEEKLY
Time Stamp Expiry Date SETTLE_PR Risk free interest rate(%) RETURNS SHARPE RATIO
10-Apr-15 28-May-15 582.75 0.1488076923 0 0
17-Apr-15 28-May-15 553.05 0.1499615385 -0.0523099 -1.1327220102
24-Apr-15 28-May-15 546.95 0.1499230769 -0.011091 -0.2650324315
8-May-15 25-Jun-15 565.55 0.1498076923 0.0334413 0.6724245011
15-May-15 25-Jun-15 563.4 0.1511730769 -0.0038089 -0.1120015089
22-May-15 25-Jun-15 600.1 0.1535192308 0.0631065 1.2961121672
29-May-15 30-Jul-15 604.4 0.1527884615 0.0071399 0.1181367805
5-Jun-15 30-Jul-15 593.35 0.1510961538 -0.0184518 -0.420227883
12-Jun-15 30-Jul-15 582.4 0.1469807692 -0.0186269 -0.4230488132
19-Jun-15 30-Jul-15 602.65 0.1497884615 0.0341791 0.6879592999
26-Jun-15 27-Aug-15 618.7 0.1516730769 0.0262839 0.5213639674
3-Jul-15 27-Aug-15 655.6 0.1483269231 0.0579303 1.188244979
10-Jul-15 27-Aug-15 633.8 0.1502692308 -0.0338174 -0.7435092396
17-Jul-15 27-Aug-15 666.15 0.1500769231 0.0497814 1.0163368873
24-Jul-15 27-Aug-15 724.15 0.1501153846 0.0834837 1.7257816861
31-Jul-15 24-Sep-15 744 0.1506153846 0.0270425 0.5375551021
7-Aug-15 24-Sep-15 798.5 0.1504615385 0.0706939 1.4564768662
14-Aug-15 24-Sep-15 797.15 0.1501346154 -0.0016921 -0.0672239847
21-Aug-15 24-Sep-15 775.05 0.1501923077 -0.0281153 -0.6234609042
28-Aug-15 29-Oct-15 779.7 0.1489230769 0.0059817 0.0945689116
4-Sep-15 29-Oct-15 730.2 0.14975 -0.0655908 -1.4122483628
11-Sep-15 29-Oct-15 726.55 0.1495576923 -0.0050112 -0.1369708518
18-Sep-15 29-Oct-15 722.35 0.1491153846 -0.0057975 -0.1534309344
9-Oct-15 26-Nov-15 741.55 0.1494807692 0.0262328 0.5207497484
16-Oct-15 26-Nov-15 729.8 0.1480192308 -0.0159721 -0.3673805683
23-Oct-15 26-Nov-15 739.8 0.1483653846 0.0136094 0.2552533317
30-Oct-15 31-Dec-15 722.75 0.1454423077 -0.0233165 -0.5214428407
6-Nov-15 31-Dec-15 712.7 0.1450961538 -0.0140028 -0.3253111364
13-Nov-15 31-Dec-15 649.45 0.1454807692 -0.0929347 -1.9869565694
20-Nov-15 31-Dec-15 660.8 0.1458269231 0.0173254 0.3340120705
27-Nov-15 28-Jan-16 693 0.1469423077 0.0475788 0.9706297123
4-Dec-15 28-Jan-16 710.5 0.1478076923 0.0249389 0.4938654948
11-Dec-15 28-Jan-16 662 0.1470961538 -0.0707034 -1.5193136682
18-Dec-15 28-Jan-16 703.6 0.1480192308 0.0609445 1.2517586383
1-Jan-16 25-Feb-16 743.95 0.1493653846 0.0557638 1.142419636
8-Jan-16 25-Feb-16 732.5 0.1491730769 -0.0155105 -0.3579069476
15-Jan-16 25-Feb-16 657.65 0.1495961538 -0.1077905 -2.3005452194
22-Jan-16 25-Feb-16 703.65 0.1485769231 0.0676082 1.3919170209
29-Jan-16 31-Mar-16 716.5 0.1489807692 0.0180972 0.3495950745
5-Feb-16 31-Mar-16 690 0.1486538462 -0.0376866 -0.8246192391
12-Feb-16 31-Mar-16 603.05 0.1489230769 -0.1346915 -2.8666862212
19-Feb-16 31-Mar-16 601.5 0.1502307692 -0.0025736 -0.0857998232
26-Feb-16 28-Apr-16 583.7 0.1495769231 -0.0300394 -0.6638339804
4-Mar-16 28-Apr-16 677.6 0.1496730769 0.14917 3.1086112052
11-Mar-16 28-Apr-16 654.25 0.1504038462 -0.0350676 -0.7698550897
18-Mar-16 28-Apr-16 618.4 0.1485384615 -0.056354 -1.2175548632
1-Apr-16 26-May-16 654.65 0.1488269231 0.0569652 1.1678237903
8-Apr-16 26-May-16 611.85 0.1496730769 -0.0676136 -1.4548138806
22-Apr-16 26-May-16 677.25 0.1469423077 0.1015533 2.1068265371
29-Apr-16 30-Jun-16 701.95 0.1466730769 0.0358217 0.7231927291
6-May-16 30-Jun-16 681.9 0.1446153846 -0.0289792 -0.6404711432
13-May-16 30-Jun-16 721.2 0.1444230769 0.0560335 1.1491364513
20-May-16 30-Jun-16 693.85 0.1435576923 -0.0386607 -0.8440506572
27-May-16 28-Jul-16 754.65 0.1432307692 0.0839983 1.7380632417
3-Jun-16 28-Jul-16 759.6 0.1429807692 0.0065379 0.1075287049
10-Jun-16 28-Jul-16 718.45 0.1434230769 -0.0556959 -1.2026229816
17-Jun-16 28-Jul-16 701 0.143 -0.0245882 -0.5476993646
24-Jun-16 28-Jul-16 662.3 0.1429423077 -0.0567893 -1.225538428
1-Jul-16 25-Aug-16 684 0.14325 0.0322393 0.6485015566
8-Jul-16 25-Aug-16 690.95 0.1438076923 0.0101095 0.1825396257
15-Jul-16 25-Aug-16 708.6 0.1436730769 0.0252237 0.5007306856
22-Jul-16 25-Aug-16 733.75 0.1440192308 0.0348772 0.7038687325
29-Jul-16 29-Sep-16 773.55 0.1440769231 0.0528219 1.0816045955
5-Aug-16 29-Sep-16 805.95 0.1442692308 0.0410314 0.8333661064
12-Aug-16 29-Sep-16 806.1 0.1437692308 0.0001861 -0.0263468057
19-Aug-16 29-Sep-16 807.25 0.1426730769 0.0014256 -2.36907783E-05
26-Aug-16 27-Oct-16 826.7 0.1420192308 0.0238085 0.4712865944
2-Sep-16 27-Oct-16 838.2 0.1398461538 0.0138149 0.2613727451
9-Sep-16 27-Oct-16 801.2 0.1394423077 -0.0451461 -0.9797067507
16-Sep-16 27-Oct-16 814.8 0.1378269231 0.0168321 0.32531205
23-Sep-16 27-Oct-16 819.95 0.1378461538 0.0063007 0.1036156347
30-Sep-16 24-Nov-16 832.3 0.1365961538 0.0149496 0.2859435718
7-Oct-16 24-Nov-16 860.15 0.1365769231 0.0329138 0.6641059168
14-Oct-16 24-Nov-16 839.85 0.1370961538 -0.0238835 -0.5316213997
21-Oct-16 24-Nov-16 873.2 0.1368846154 0.0389413 0.7909232422
28-Oct-16 29-Dec-16 858.65 0.1354807692 -0.0168032 -0.3822377776
4-Nov-16 29-Dec-16 792.45 0.1320769231 -0.080232 -1.7167344819
11-Nov-16 29-Dec-16 704.1 0.1308461538 -0.118209 -2.5159150937
18-Nov-16 29-Dec-16 670.6 0.1310961538 -0.0487476 -1.0537620203
25-Nov-16 25-Jan-17 710.4 0.1295192308 0.0576554 1.1864154761
2-Dec-16 25-Jan-17 741.05 0.1298846154 0.0422399 0.8618340412
9-Dec-16 25-Jan-17 709.6 0.1300192308 -0.0433667 -0.9402643605
16-Dec-16 25-Jan-17 640.75 0.1306538462 -0.1020621 -2.1759714693
23-Dec-16 25-Jan-17 643 0.1315576923 0.0035054 0.0460962334
30-Dec-16 23-Feb-17 649.65 0.1293461538 0.010289 0.1893621861
6-Jan-17 23-Feb-17 655.85 0.1236346154 0.0094983 0.173920121
13-Jan-17 23-Feb-17 745.2 0.1198653846 0.1277205 2.6633619034
20-Jan-17 23-Feb-17 748.25 0.1200576923 0.0040845 0.0607084888
27-Jan-17 30-Mar-17 750.8 0.1238653846 0.0034022 0.045543067
3-Feb-17 30-Mar-17 801.95 0.1251153846 0.065907 1.3610436574
10-Feb-17 30-Mar-17 819.3 0.1258461538 0.0214041 0.4240769016
17-Feb-17 30-Mar-17 860.9 0.1252884615 0.049528 1.0162210665
3-Mar-17 27-Apr-17 847.95 0.1228653846 -0.0151567 -0.3449212003
10-Mar-17 27-Apr-17 863 0.1234038462 0.017593 0.3443664141
17-Mar-17 27-Apr-17 971.55 0.1243269231 0.118478 2.4678627068
24-Mar-17 27-Apr-17 965.25 0.1231153846 -0.0065056 -0.1628633173
31-Mar-17 25-May-17 1007.85 0.12325 0.0431875 0.883177907
7-Apr-17 25-May-17 957.7 0.1308653846 -0.0510401 -1.1019718237
21-Apr-17 25-May-17 987.1 0.1317692308 0.0302368 0.6087641321
28-Apr-17 29-Jun-17 1028.3 0.133 0.0408909 0.8327804037
5-May-17 29-Jun-17 1113.75 0.1304615385 0.0798257 1.652917174
12-May-17 29-Jun-17 1063.95 0.1327692308 -0.0457443 -0.9908938833
19-May-17 29-Jun-17 1047.5 0.1319807692 -0.015582 -0.355793763
26-May-17 27-Jul-17 1092.9 0.1313653846 0.0424283 0.865488962
2-Jun-17 27-Jul-17 1143.15 0.1284615385 0.0449529 0.9192436492
9-Jun-17 27-Jul-17 1162.2 0.1311730769 0.0165272 0.3202937707
16-Jun-17 27-Jul-17 1137.7 0.1311923077 -0.0213061 -0.4761226097
23-Jun-17 27-Jul-17 1109 0.1331538462 -0.02555 -0.5658720139
30-Jun-17 31-Aug-17 1081 0.1339038462 -0.0255722 -0.5664971645
7-Jul-17 31-Aug-17 1068.25 0.1335192308 -0.0118647 -0.2778666027
14-Jul-17 31-Aug-17 1121.85 0.1329230769 0.0489573 1.002599855
21-Jul-17 31-Aug-17 1134.15 0.1290384615 0.0109044 0.2023800517
28-Jul-17 28-Sep-17 1188.4 0.1279230769 0.0467244 0.9566480751
4-Aug-17 28-Sep-17 1222 0.1274423077 0.027881 0.5600844118
11-Aug-17 28-Sep-17 1159.45 0.1250576923 -0.0525431 -1.1323894732
18-Aug-17 28-Sep-17 1211.7 0.1247884615 0.0440786 0.9016119203
1-Sep-17 26-Oct-17 1232.35 0.1242307692 0.0168986 0.3295740477
8-Sep-17 26-Oct-17 1322.1 0.1252115385 0.0702985 1.4534673254
15-Sep-17 26-Oct-17 1275.1 0.1256153846 -0.0361968 -0.7884067355
22-Sep-17 26-Oct-17 1246.6 0.1243076923 -0.0226048 -0.5020113838
29-Sep-17 30-Nov-17 1205.5 0.1237692308 -0.0335254 -0.7317846249
6-Oct-17 30-Nov-17 1268.15 0.1295 0.0506647 1.0392625306
13-Oct-17 30-Nov-17 1293.45 0.13 0.0197539 0.3884661795
27-Oct-17 28-Dec-17 1271.2 0.1308653846 -0.0173517 -0.3928123534
3-Nov-17 28-Dec-17 1232.75 0.1318846154 -0.0307139 -0.6743084203
10-Nov-17 28-Dec-17 1234.3 0.1337884615 0.0012566 -0.0017118976
17-Nov-17 28-Dec-17 1192.5 0.1355576923 -0.0344521 -0.7537724399
24-Nov-17 28-Dec-17 1179.6 0.1346730769 -0.0108765 -0.2573073452
1-Dec-17 25-Jan-18 1155.85 0.13575 -0.0203394 -0.4567327042
8-Dec-17 25-Jan-18 1217.7 0.1363461538 0.0521278 1.0686205657
15-Dec-17 25-Jan-18 1211.5 0.1371923077 -0.0051046 -0.1363341333
22-Dec-17 25-Jan-18 1200.8 0.1398269231 -0.0088713 -0.2161797834
29-Dec-17 22-Feb-18 1202.1 0.1408846154 0.001082 -0.0068797616
5-Jan-18 22-Feb-18 1200.9 0.1401538462 -0.0009988 -0.0505275545
12-Jan-18 22-Feb-18 1227.85 0.1400384615 0.0221934 0.4377054474
19-Jan-18 22-Feb-18 1301.75 0.1402884615 0.0584448 1.2007675812
MONTHLY
Time Stamp Expiry Date SETTLE_PR Risk free interest rate(%) RETURNS SHARPE RATIO
30-Apr-15 28-May-15 588.5 0.644750 0 0
29-May-15 30-Jul-15 604.4 0.655250 0.0266593 0.2160435354
30-Jun-15 27-Aug-15 620 0.636917 0.0254832 0.2053769307
31-Jul-15 24-Sep-15 744 0.655000 0.1823216 1.888629795
31-Aug-15 29-Oct-15 754.3 0.650583 0.0137491 0.0778277781
30-Sep-15 26-Nov-15 803.25 0.648833 0.0628758 0.6058722489
30-Oct-15 31-Dec-15 722.75 0.628333 -0.1056026 -1.2021918875
30-Nov-15 28-Jan-16 693.35 0.636750 -0.0415285 -0.5146323803
31-Dec-15 28-Jan-16 738.1 0.648833 0.0625444 0.6023110302
29-Jan-16 31-Mar-16 716.5 0.646750 -0.0297011 -0.3886239575
29-Feb-16 28-Apr-16 583.2 0.648583 -0.2058481 -2.2814847701
31-Mar-16 28-Apr-16 653.25 0.635500 0.1134297 1.1504962303
29-Apr-16 30-Jun-16 701.95 0.622083 0.0719023 0.7057337623
31-May-16 28-Jul-16 726.75 0.619667 0.0347204 0.3064813431
30-Jun-16 28-Jul-16 675.2 0.622667 -0.0735736 -0.8574376695
29-Jul-16 29-Sep-16 773.55 0.620833 0.1359814 1.3943849638
31-Aug-16 27-Oct-16 829.25 0.597250 0.0695314 0.6829271771
30-Sep-16 24-Nov-16 832.3 0.592417 0.0036713 -0.0242068657
30-Oct-16 29-Dec-16 856.8 0.568083 0.0290116 0.2506840036
30-Nov-16 25-Jan-17 771 0.566167 -0.1055161 -1.1945830859
30-Dec-16 23-Feb-17 649.65 0.520583 -0.1712546 -1.8960318191
31-Jan-17 30-Mar-17 746.3 0.542917 0.1386939 1.4319026658
28-Feb-17 27-Apr-17 880.4 0.533917 0.1652487 1.7181954083
31-Mar-17 25-May-17 1007.85 0.572583 0.1351983 1.391155212
28-Apr-17 29-Jun-17 1028.3 0.556667 0.0200876 0.1560245342
31-May-17 27-Jul-17 1163.15 0.580250 0.1232249 1.2616797964
30-Jun-17 31-Aug-17 1081 0.555167 -0.0732453 -0.8466574913
31-Jul-17 28-Sep-17 1187.5 0.542583 0.0939637 0.9513216502
31-Aug-17 28-Sep-17 1221.7 0.539083 0.0283931 0.2471544248
29-Sep-17 30-Nov-17 1205.5 0.543750 -0.0133489 -0.2018562023
31-Oct-17 28-Dec-17 1248.75 0.555250 0.0352486 0.3190789304
30-Nov-17 28-Dec-17 1212.15 0.571833 -0.0297474 -0.3810722176
29-Dec-17 22-Feb-18 1202.1 0.588250 -0.0083256 -0.1526633198
31-Jan-18 28-Mar-18 1393.45 0.610500 0.1477127 1.5215456302
DAILY RETURN
0.1
0.08
0.06
0.04
0.02
0
1-Apr-15
-0.02 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-16 1-D
-0.04
-0.06
-0.08
-0.1
WEEKLY RETURN
0.2
0.15
0.1
0.05
0
10-Apr-15 10-Jun-15 10-Aug-15 10-Oct-15 10-Dec-15 10-Feb-16 10-Apr-16 10-Jun-16 10-Aug-16 10-Oct-16 1
-0.05
-0.1
-0.15
MONTHLY RETURN
0.25
0.2
0.15
0.1
0.05
0
-0.05 1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-16 1-De
-0.1
-0.15
-0.2
-0.25
0.05
0
-0.05 1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-16 1-De
-0.1
-0.15
-0.2
-0.25
-0.04
-0.06
-0.08
-0.1
0.15
0.1
0.05
0
10-Apr-15 10-Jun-15 10-Aug-15 10-Oct-15 10-Dec-15 10-Feb-16 10-Apr-16 10-Jun-16 10-Aug-16 10-Oct-16 10-Dec-
-0.05
-0.1
-0.15
-0.2
Monthly Adjusted Re
0.2
0.15
0.1
0.05
Monthly Adjusted Re
0.2
0.15
0.1
0.05
0
1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-16 1-Dec-
-0.05
-0.1
-0.15
-0.2
-0.25
Adjusted Returns
0 DAILY
0.0051825427
-0.0158667272
-0.0167426718
0.0362122599
0.0067604255 DAILY
0.0009011357 Return Sharpe Ratio
-0.0159343824 Mean 0.0012673188 0.0509749566
-0.0124773422 Max 0.0802009731 3.8081447257
-0.0256534400 Min -0.0843614532 -4.024409434
-0.0358280917 Std Dev 0.0210054001 1.000007823
0.0284157495
0.0199757296
-0.0050421516 WEEKLY
-0.0196772175 Return Sharpe Ratio
0.0100638164 Mean 0.0506215587 0.0953335107
0.0343792753 Max 3.1086112052 3.1086112052
0.0247322405 Min -2.8666862212 -2.866686221
0.0031888339 Std Dev 0.0475045769 1.0037921854
-0.0030227994
0.0145838311
-0.0511059284 MONTHLY
-0.0394924257 Return Sharpe Ratio
0.0381738719 Mean 0.0253517953 0.2100995701
-0.0066036118 Max 0.1823215568 1.888629795
-0.0169059608 Min -0.2058480666 -2.28148477
0.0319213083 Std Dev 0.0930682957 0.999503669
-0.0085756137
-0.0047323180
0.0130088651
-0.0012668125
0.0145787032
0.0102686374
0.0254399635
-0.0081570867
0.0046489027
-0.0077598783
0.0055005855
0.0118584950
0.0209075017
-0.0214138209
-0.0067709622
-0.0069817540
-0.0052571071
0.0008814232
-0.0275198069
0.0123348320
-0.0011562130
-0.0042424428
-0.0369398877
0.0012088987
0.0438910602
0.0244999776
0.0004520103
0.0155100459
-0.0138640764
-0.0044458771
0.0147232700
0.0132898034
-0.0003769848
0.0020463712
0.0159450041
0.0564727879
-0.0172267520
0.0158258186
-0.0072175648
-0.0411739923
-0.0192923431
0.0169713668
0.0024640954
0.0025351307
-0.0065116585
0.0352333521
0.0149867499
0.0146114114
-0.0265909387
0.0732539764
0.0022519101
0.0188854058
0.0222482796
0.0069838780
-0.0074797766
-0.0073964663
0.0116163478
0.0217859990
0.0363196206
0.0064193462
0.0163339088
-0.0112357363
0.0070858863
0.0010288513
-0.0610696039
0.0052492738
0.0449497109
0.0032942767
-0.0040322445
0.0086567263
-0.0138031021
-0.0232990072
-0.0827483768
0.0387437478
0.0215167740
0.0196979084
0.0077064828
-0.0333314196
-0.0372134969
-0.0233843341
0.0008416282
0.0264330805
0.0028638428
-0.0102295629
-0.0176712357
0.0126153733
0.0063466636
0.0512906753
-0.0197481624
-0.0243622419
-0.0138235970
-0.0013194526
-0.0312472790
0.0395174903
-0.0067559784
0.0180872444
0.0233438450
0.0630677944
0.0018458289
-0.0106975469
-0.0010228692
-0.0075844927
-0.0415571489
-0.0221479735
0.0008039250
-0.0093418047
0.0110808382
0.0068252160
-0.0263763777
0.0165056180
-0.0092092016
-0.0034771649
0.0089576382
-0.0017637110
0.0066717474
-0.0116357201
-0.0208892189
0.0032555001
0.0075772683
0.0025315431
-0.0156634215
-0.0064183506
-0.0030827772
-0.0110723333
-0.0058996418
-0.0765921732
-0.0230263827
-0.0119358847
-0.0313736104
0.0177145007
0.0648926114
0.0348066440
0.0171701303
-0.0159901657
0.0107429355
0.0002929230
0.0409711827
-0.0041649578
0.0035323101
-0.0167544001
-0.0222701979
-0.0199021154
-0.0097973901
0.0011183521
-0.0209189719
0.0176042034
0.0020861980
0.0224766556
0.0300081696
-0.0122911533
0.0036177622
-0.0058208513
0.0010680441
0.0082127981
0.0031657515
0.0303724891
-0.0006205865
0.0061760063
0.0076825389
-0.0309227251
0.0265928593
-0.0152360036
-0.0288375671
0.0318310040
0.0140192518
-0.0459268319
0.0185576488
-0.0474214350
-0.0480874011
-0.0077675706
0.0568091222
-0.0080592921
0.0114597734
0.0140997273
-0.0010662933
-0.0055616578
-0.0104921807
0.0343604562
0.0012496446
-0.0249765705
-0.0224603761
-0.0250607383
0.0324887057
-0.0193795255
-0.0662384164
0.0007340086
-0.0355974048
-0.0152723117
0.0590216345
-0.0333414601
-0.0049914450
-0.0068919328
-0.0174398252
-0.0234231547
-0.0317545624
-0.0229427449
0.0140605447
0.0329711642
-0.0010663140
0.0799916032
0.0280316201
0.0014048758
0.0397617403
-0.0132804377
-0.0085407948
-0.0188498577
0.0047738170
0.0076347618
-0.0051464709
-0.0332850765
-0.0046263479
-0.0219593215
0.0537762454
-0.0030437472
-0.0032821563
-0.0185565704
-0.0258825180
0.0363243042
0.0140571783
0.0019376044
-0.0262791652
-0.0293158343
0.0181899560
-0.0173870208
-0.0138402901
0.0302973719
-0.0072043132
0.0093282483
0.0267842016
0.0186265009
0.0106128746
0.0116789356
-0.0105935943
0.0196648314
0.0323171529
-0.0104499267
0.0038649582
-0.0003459499
-0.0141927316
-0.0207865632
-0.0027885400
0.0081159702
0.0241342543
-0.0078191994
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0.0500041938
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0.0140445589
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0.0071254249
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-0.0022201053
0.0038943909
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0.0207287162
0.0307757129
0.0406365796
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0.0104704041
0.0065785660
0.0265439488
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0.0012021660
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0.0183468725
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0.0082478906
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0.0049931334
0.0083230818
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0.0128414965
0.0127479606
0.0148906841
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0.0173201121
0.0429268542
0.0304464003
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0.0135849466
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0.0048774681
0.0016999202
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0.0317927379
0.0080824617
0.0255548001
0.0139297256
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0.0079159294
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0.0267943639
0.0045272407
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0.0126257801
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0.0006261535
0.0189672335
0.0197631402
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0.0138839657
0.0025111814
0.0186671302
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0.0138007884
0.0018381231
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0.0119770977
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0.0062332200
-0.0210302860
-0.0010958540
-0.0300046637
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0.0314579960
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0.0288901426
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0.0061298256
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0.0083225520
0.0136943229
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0.0003655513
0.0054216965
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0.0510260495
0.0368476568
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0.0020487585
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0.0199928816
0.0124876734
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0.0091186608
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0.0058462907
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0.0283851524
0.0019758330
0.0049179985
0.0438539928
0.0039686768
0.0280197218
0.0493441394
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0.0106928845
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0.0074170308
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0.0011478167
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0.0295149219
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0.0172420461
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0.0239714052
0.0191772630
0.0282060116
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0.0503675877
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0.0202890477
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0.0560267504
0.0076725074
0.0367841526
0.0172609890
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0.0273526631
0.0257357493
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0.0093686215
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0.0068825501
0.0382488933
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0.0018759831
0.0365991169
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0.0319743582
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0.0001707340
0.0049810453
0.0047385306
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0.0043691380
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0.0012262349
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0.0354429721
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0.0007274192
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0.0291743692
-0.0154484444
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0.0202999211
0.0208828912
0.0132510701
-0.0045140869
0.0042175299
0.0074374158
-0.0175176903
0.0096724844
0.0150028668
0.0019735642
0.0251000615
0.0212048338
-0.0058382672
-0.0072123469
0.0009640866
-0.0507556912
-0.0225725204
0.0180653433
-0.0065854427
-0.0116147329
0.0108807319
-0.0129433634
-0.0114039596
0.0035730950
-0.0256064474
0.0048512313
0.0251747454
-0.0076997887
-0.0232645939
-0.0008569121
-0.0272275532
0.0137728287
0.0021565227
0.0132555151
-0.0190724254
-0.0020953755
-0.0128190632
0.0088740359
0.0058884717
0.0169291944
0.0008784228
0.0027353336
-0.0477588438
0.0246652605
0.0115895156
-0.0158371421
0.0200934852
0.0106152582
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0.0014786743
0.0154850187
-0.0032127115
0.0025329498
-0.0062838411
-0.0032333287
0.0003436715
0.0050351436
-0.0047659922
0.0046573807
-0.0046384513
0.0179332226
-0.0301774599
0.0024051248
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0.0115258617
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0.0442947062
0.0391168701
0.0167908864
-0.0142386490
0.0226964472
0.0195756215
-0.0028181786
-0.0144545092
Adjusted Returns
0
-0.05380948
-0.0125902536
0.0319432415
-0.0053205843
0.0615712602
0.0056120378
-0.0199627478
-0.0200967549
0.0326812155
0.0247671747
0.0564470751
-0.0353200919
0.0482806539
0.081982529
0.0255363277
0.0691893174
-0.003193447
-0.0296172465
0.0044924561
-0.0670882611
-0.0065067424
-0.0072886716
0.0247379965
-0.0174522585
0.0121257015
-0.0247709216
-0.0154537679
-0.0943895313
0.0158671021
0.0461093539
0.0234608714
-0.0721743531
0.0594642646
0.0542701616
-0.0170022182
-0.1092864275
0.0661224293
0.0166073661
-0.0391731881
-0.1361807163
-0.0040758843
-0.0315351524
0.1476732604
-0.0365716404
-0.0578394288
0.0554769752
-0.069110318
0.1000839035
0.0343549647
-0.0304253107
0.054589241
-0.0400962694
0.0825659591
0.0051081056
-0.057130096
-0.0260182266
-0.0582186846
0.0308067921
0.0086714677
0.0237869994
0.0334369864
0.0513811688
0.0395887044
-0.0012515939
-1.1254204015E-06
0.0223882703
0.0124164017
-0.0465405548
0.0154538113
0.0049222169
0.0135836284
0.0315480707
-0.0252544497
0.0375724741
-0.0181580439
-0.0815527454
-0.1195174823
-0.050058519
0.0563601653
0.0409410616
-0.0446668607
-0.1033686042
0.0021897821
0.0089955706
0.0082620018
0.1265218806
0.0028839311
0.0021635041
0.0646558032
0.0201455938
0.0482751519
-0.0163853357
0.0163589808
0.117234774
-0.007736753
0.0419549929
-0.0523487054
0.0289190826
0.0395608808
0.0785211312
-0.0470719948
-0.0169018322
0.041114687
0.0436682807
0.0152154201
-0.0226180032
-0.0268815107
-0.0269112082
-0.0131999354
0.047628082
0.0096139788
0.0454451621
0.0266065731
-0.0537936829
0.0428306929
0.0156562757
0.0690463505
-0.0374529285
-0.0238478384
-0.0347631191
0.0493697269
0.0184539215
-0.0186603847
-0.0320327363
-0.000081323
-0.0358076409
-0.0122232766
-0.0216968939
0.0507643679
-0.0064764953
-0.0102695292
-0.0003268202
-0.0024002901
0.0207930121
0.057041956
Adjusted Returns
0
0.0201068037
0.019114081
0.1757715568
0.0072432987
0.0563874978
-0.1118859504
-0.0478959587
0.0560560612
-0.0361685695
-0.2123338999
0.1070747237
0.0656814387
0.0285236964
-0.0798002628
0.1297730325
0.0635588687
-0.0022528917
0.023330733
-0.1111778122
-0.1764604506
0.1332647411
0.1599095188
0.129472445
0.0145209375
0.1174223888
-0.07879697
0.0885378849
0.0230022412
-0.0187864128
0.0296961323
-0.0354657419
-0.014208115
0.1416076591
DAILY RETURNS
RETURNS
-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
WEEKLY RETURNS
RETURNS
un-16 10-Aug-16 10-Oct-16 10-Dec-16 10-Feb-17 10-Apr-17 10-Jun-17 10-Aug-17 10-Oct-17 10-Dec-17
MONTHLY RETURNS
RETURNS
-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
RETURNS
-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
Adjusted Returns
Adjusted Returns
Adjusted Returns
Monthly Adjusted Returns
Adjusted Returns
Adjusted Return
0.0045287781
0.1476732604
-0.1361807163
0.0475093956
Adjusted Return
0.0195536090
0.1757715568
-0.2123338999
0.0930221033
RETURNS
RETURNS
-17
RETURNS
RETURNS
Adjusted Returns
Adjusted Returns
Adjusted Returns
Adjusted Returns
Formulae Used:
(1) Return = log[(Settlement Price)/(Previous Day Settlement Price)]
(2) Adjusted Return = Return-Risk Free Rate
(3)Sharpe Ratio = (Return-Risk Free Rate)/(Standard Deviation of Returns
Time Stamp Expiry Date SETTLE_PR Risk Free Return Rate(%) RETURNS
1-Apr-15 25-Jun-15 585.1 0.0211972603 0
6-Apr-15 25-Jun-15 584.1 0.0211589041 -0.0017105717
7-Apr-15 25-Jun-15 570.9 0.021339726 -0.0228581381
8-Apr-15 25-Jun-15 567.6 0.0213369863 -0.0057971177
9-Apr-15 25-Jun-15 591.6 0.0212986301 0.0414137856
10-Apr-15 25-Jun-15 590.55 0.0213643836 -0.0017764248
13-Apr-15 25-Jun-15 590.35 0.0213643836 -0.0003387247
15-Apr-15 25-Jun-15 582.65 0.0213232877 -0.0131289183
16-Apr-15 25-Jun-15 579.3 0.021369863 -0.0057661849
17-Apr-15 25-Jun-15 563.45 0.0213589041 -0.0277418797
20-Apr-15 25-Jun-15 544.35 0.0213561644 -0.0344861761
21-Apr-15 25-Jun-15 558.5 0.0213041096 0.0256621962
22-Apr-15 25-Jun-15 569.4 0.0212410959 0.0193285563
23-Apr-15 25-Jun-15 567.95 0.0212520548 -0.0025497882
24-Apr-15 25-Jun-15 562.2 0.0213424658 -0.0101757282
27-Apr-15 25-Jun-15 564.9 0.0213205479 0.0047910659
28-Apr-15 25-Jun-15 578 0.0212712329 0.0229251443
29-Apr-15 25-Jun-15 592 0.0214027397 0.0239327662
30-Apr-15 25-Jun-15 593.05 0.0215424658 0.0017720776
4-May-15 30-Jul-15 599.45 0.0215123288 0.0107338557
5-May-15 30-Jul-15 600.35 0.0216219178 0.0015002503
6-May-15 30-Jul-15 569.7 0.0219041096 -0.052402912
7-May-15 30-Jul-15 552.3 0.0218712329 -0.0310185296
8-May-15 30-Jul-15 570.1 0.0216136986 0.0317204071
11-May-15 30-Jul-15 566.5 0.0217780822 -0.0063347036
12-May-15 30-Jul-15 559.55 0.0217972603 -0.0123441912
13-May-15 30-Jul-15 574.8 0.0217479452 0.0268892649
14-May-15 30-Jul-15 570.5 0.0217671233 -0.0075089849
15-May-15 30-Jul-15 567.95 0.0216438356 -0.0044797826
18-May-15 30-Jul-15 573.55 0.0215342466 0.00981173
19-May-15 30-Jul-15 574.45 0.0215287671 0.0015679446
20-May-15 30-Jul-15 583.05 0.0215753425 0.0148598847
21-May-15 30-Jul-15 589.6 0.0215260274 0.0111713949
22-May-15 30-Jul-15 603.8 0.0215452055 0.0237986764
25-May-15 30-Jul-15 601.85 0.0210246575 -0.0032347724
26-May-15 30-Jul-15 602.35 0.0210356164 0.0008304269
27-May-15 30-Jul-15 599.55 0.0209506849 -0.0046592979
28-May-15 30-Jul-15 601.6 0.020939726 0.0034133988
29-May-15 27-Aug-15 608.2 0.020939726 0.0109110026
1-Jun-15 27-Aug-15 621.25 0.021139726 0.0212298022
2-Jun-15 27-Aug-15 608.1 0.0212191781 -0.0213942353
3-Jun-15 27-Aug-15 607.15 0.0213561644 -0.0015634646
4-Jun-15 27-Aug-15 600.05 0.021339726 -0.0117628924
5-Jun-15 27-Aug-15 595.9 0.0213808219 -0.0069401173
8-Jun-15 27-Aug-15 598.7 0.0213452055 0.0046877702
9-Jun-15 27-Aug-15 583 0.0214356164 -0.0265734516
10-Jun-15 27-Aug-15 588.9 0.0215835616 0.0100692036
11-Jun-15 27-Aug-15 589.2 0.0216082192 0.0005092946
12-Jun-15 27-Aug-15 587.3 0.0215534247 -0.0032299221
15-Jun-15 27-Aug-15 565.3 0.0216054795 -0.0381791988
16-Jun-15 27-Aug-15 565.7 0.021509589 0.0007073387
17-Jun-15 27-Aug-15 589.75 0.0212630137 0.0416348159
18-Jun-15 27-Aug-15 605.7 0.0211315068 0.0266860957
19-Jun-15 27-Aug-15 607.05 0.0211945205 0.002226346
22-Jun-15 27-Aug-15 616.3 0.0212383562 0.015122698
23-Jun-15 27-Aug-15 608.55 0.0213671233 -0.0126547796
24-Jun-15 27-Aug-15 600.7 0.0214383562 -0.0129834365
25-Jun-15 27-Aug-15 610.5 0.0214082192 0.0161826517
26-Jun-15 24-Sep-15 628.9 0.0216219178 0.029693968
29-Jun-15 24-Sep-15 622.5 0.0215342466 -0.0102286332
30-Jun-15 24-Sep-15 634.5 0.0214246575 0.0190936588
1-Jul-15 24-Sep-15 642.25 0.0214054795 0.0121403488
2-Jul-15 24-Sep-15 679.8 0.0213808219 0.0568210013
3-Jul-15 24-Sep-15 666.65 0.0212465753 -0.0195334667
6-Jul-15 24-Sep-15 674.75 0.0213260274 0.0120770813
7-Jul-15 24-Sep-15 665.55 0.0213205479 -0.0137284854
8-Jul-15 24-Sep-15 642.9 0.0213424658 -0.0346245753
9-Jul-15 24-Sep-15 631.4 0.0213863014 -0.018049615
10-Jul-15 24-Sep-15 642.35 0.0215561644 0.0171937504
13-Jul-15 24-Sep-15 637.95 0.0214547945 -0.0068734161
14-Jul-15 24-Sep-15 649.55 0.0214821918 0.0180199051
15-Jul-15 24-Sep-15 644.1 0.021490411 -0.0084258219
16-Jul-15 24-Sep-15 666.7 0.0214575342 0.0344861761
17-Jul-15 24-Sep-15 667.75 0.021490411 0.0015736824
20-Jul-15 24-Sep-15 688.75 0.0214712329 0.0309645085
21-Jul-15 24-Sep-15 674.5 0.0214465753 -0.0209066848
22-Jul-15 24-Sep-15 723.6 0.0213808219 0.0702670779
23-Jul-15 24-Sep-15 726.95 0.0214356164 0.0046189459
24-Jul-15 24-Sep-15 737.9 0.0214575342 0.0149506147
27-Jul-15 24-Sep-15 742 0.0213835616 0.0055409291
28-Jul-15 24-Sep-15 746 0.0214027397 0.005376357
29-Jul-15 24-Sep-15 753.95 0.0214356164 0.0106004526
30-Jul-15 24-Sep-15 734.45 0.0213890411 -0.026204133
31-Jul-15 29-Oct-15 752.65 0.0214109589 0.0244783925
3-Aug-15 29-Oct-15 769.3 0.0214821918 0.0218806982
4-Aug-15 29-Oct-15 800.5 0.0214712329 0.039755522
5-Aug-15 29-Oct-15 804.55 0.0213863014 0.0050465825
6-Aug-15 29-Oct-15 816.7 0.0213972603 0.0149887155
7-Aug-15 29-Oct-15 809 0.0213424658 -0.0094729133
10-Aug-15 29-Oct-15 807.55 0.0213643836 -0.0017939444
11-Aug-15 29-Oct-15 814.45 0.0213616438 0.0085080661
12-Aug-15 29-Oct-15 767.75 0.0212136986 -0.0590488795
13-Aug-15 29-Oct-15 769.15 0.0212164384 0.0018218497
14-Aug-15 29-Oct-15 806 0.0212219178 0.0467977335
17-Aug-15 29-Oct-15 809.15 0.0212082192 0.0039005715
18-Aug-15 29-Oct-15 807.8 0.0212219178 -0.0016698108
19-Aug-15 29-Oct-15 812.55 0.0213342466 0.0058629476
20-Aug-15 29-Oct-15 791.9 0.0216191781 -0.0257423296
21-Aug-15 29-Oct-15 785.4 0.0214191781 -0.0082419791
24-Aug-15 29-Oct-15 726.25 0.0213479452 -0.078298834
25-Aug-15 29-Oct-15 743 0.0212849315 0.0228017366
26-Aug-15 29-Oct-15 770.4 0.0213068493 0.0362138158
27-Aug-15 29-Oct-15 772.45 0.0213315068 0.0026574213
28-Aug-15 26-Nov-15 792.3 0.0212438356 0.0253728262
31-Aug-15 26-Nov-15 769.2 0.0212356164 -0.0295890943
1-Sep-15 26-Nov-15 741 0.0212246575 -0.0373503884
2-Sep-15 26-Nov-15 724.15 0.0212438356 -0.023002072
3-Sep-15 26-Nov-15 723.5 0.0213780822 -0.0008980072
4-Sep-15 26-Nov-15 734.55 0.0212958904 0.0151575207
7-Sep-15 26-Nov-15 736.8 0.0212767123 0.0030584181
8-Sep-15 26-Nov-15 733.95 0.0213013699 -0.0038755785
9-Sep-15 26-Nov-15 727.95 0.0212958904 -0.0082085419
10-Sep-15 26-Nov-15 736.35 0.0212465753 0.0114731847
11-Sep-15 26-Nov-15 741.5 0.0212547945 0.0069696124
14-Sep-15 26-Nov-15 778.45 0.0212493151 0.0486296016
15-Sep-15 26-Nov-15 761.45 0.0210876712 -0.0220802528
16-Sep-15 26-Nov-15 741.8 0.0211041096 -0.0261448452
18-Sep-15 26-Nov-15 730.55 0.021139726 -0.0152819899
21-Sep-15 26-Nov-15 727 0.0211342466 -0.0048711976
22-Sep-15 26-Nov-15 711.15 0.021139726 -0.0220430995
23-Sep-15 26-Nov-15 742.8 0.021169863 0.0435434515
24-Sep-15 26-Nov-15 726.15 0.0208520548 -0.0226702244
28-Sep-15 31-Dec-15 741.9 0.0206575342 0.0214578581
29-Sep-15 31-Dec-15 759.4 0.0207178082 0.0233141846
30-Sep-15 31-Dec-15 808.95 0.0205835616 0.0632084627
1-Oct-15 31-Dec-15 810.55 0.0206219178 0.0019759191
5-Oct-15 31-Dec-15 802.1 0.0206630137 -0.0104797412
6-Oct-15 31-Dec-15 801.4 0.0206465753 -0.0008730902
7-Oct-15 31-Dec-15 797.7 0.0206712329 -0.0046276113
8-Oct-15 31-Dec-15 767.3 0.0207589041 -0.0388547277
9-Oct-15 31-Dec-15 755.65 0.0207178082 -0.0152995532
12-Oct-15 31-Dec-15 751.8 0.0206958904 -0.0051079749
13-Oct-15 31-Dec-15 744.85 0.0206849315 -0.0092874753
14-Oct-15 31-Dec-15 755.85 0.0207260274 0.014660088
15-Oct-15 31-Dec-15 745.8 0.020739726 -0.013385476
16-Oct-15 31-Dec-15 742.65 0.0207671233 -0.0042325973
19-Oct-15 31-Dec-15 745 0.0207863014 0.0031593479
20-Oct-15 31-Dec-15 748.1 0.0207753425 0.0041524405
21-Oct-15 31-Dec-15 746.5 0.0208520548 -0.0021410419
23-Oct-15 31-Dec-15 754.4 0.0208328767 0.0105271143
26-Oct-15 31-Dec-15 754.8 0.0208027397 0.0005300822
27-Oct-15 31-Dec-15 757.35 0.0209013699 0.0033726845
28-Oct-15 31-Dec-15 749.2 0.0209342466 -0.0108195274
29-Oct-15 31-Dec-15 724 0.0209013699 -0.0342145782
30-Oct-15 28-Jan-16 733.75 0.0209506849 0.0133769788
2-Nov-15 28-Jan-16 734.75 0.020969863 0.0013619342
3-Nov-15 28-Jan-16 738.05 0.0210438356 0.0044812677
4-Nov-15 28-Jan-16 727.25 0.0210575342 -0.0147412756
5-Nov-15 28-Jan-16 718.8 0.021169863 -0.0116871425
6-Nov-15 28-Jan-16 716.75 0.0210520548 -0.0028560501
9-Nov-15 28-Jan-16 711.25 0.0209561644 -0.0077031193
10-Nov-15 28-Jan-16 709.35 0.0209726027 -0.0026749277
13-Nov-15 28-Jan-16 653.45 0.0210136986 -0.0820830387
16-Nov-15 28-Jan-16 638.8 0.0210520548 -0.0226746027
17-Nov-15 28-Jan-16 630.05 0.0210191781 -0.013792235
18-Nov-15 28-Jan-16 610.05 0.0210876712 -0.0322582603
19-Nov-15 28-Jan-16 624.1 0.0211506849 0.0227696909
20-Nov-15 28-Jan-16 661.45 0.0211041096 0.058123783
23-Nov-15 28-Jan-16 684.75 0.0211616438 0.0346194132
24-Nov-15 28-Jan-16 694.85 0.0212794521 0.0146421868
26-Nov-15 28-Jan-16 684.75 0.0213315068 -0.0146421868
27-Nov-15 25-Feb-16 700.1 0.0211506849 0.0221693738
30-Nov-15 25-Feb-16 698.9 0.0212 -0.0017155115
1-Dec-15 25-Feb-16 730.95 0.0211315068 0.0448373875
2-Dec-15 25-Feb-16 731.55 0.0212520548 0.0008205129
3-Dec-15 25-Feb-16 726.45 0.0212493151 -0.0069959133
4-Dec-15 25-Feb-16 720.15 0.0213561644 -0.0087101339
7-Dec-15 25-Feb-16 705.75 0.021309589 -0.0201984565
8-Dec-15 25-Feb-16 688.6 0.0213150685 -0.0246005162
9-Dec-15 25-Feb-16 679.15 0.0213123288 -0.0138185346
10-Dec-15 25-Feb-16 683.4 0.0214191781 0.0062383234
11-Dec-15 25-Feb-16 671.55 0.0213369863 -0.0174918663
14-Dec-15 25-Feb-16 678.85 0.0211972603 0.0108117167
15-Dec-15 25-Feb-16 681.75 0.0211205479 0.0042628317
16-Dec-15 25-Feb-16 698 0.0211671233 0.023556081
17-Dec-15 25-Feb-16 722.55 0.0212931507 0.034567519
18-Dec-15 25-Feb-16 712.6 0.021260274 -0.0138663686
21-Dec-15 25-Feb-16 713.05 0.021230137 0.000631291
22-Dec-15 25-Feb-16 709.55 0.0212630137 -0.0049205779
23-Dec-15 25-Feb-16 710 0.0212547945 0.0006340038
24-Dec-15 25-Feb-16 716.35 0.0212328767 0.0089039043
28-Dec-15 25-Feb-16 719.5 0.0212630137 0.004387652
29-Dec-15 25-Feb-16 741.05 0.0211780822 0.0295115731
30-Dec-15 25-Feb-16 732.75 0.0211616438 -0.0112635198
31-Dec-15 25-Feb-16 739 0.0212054795 0.0084933414
1-Jan-16 31-Mar-16 749.3 0.0211972603 0.0138415164
4-Jan-16 31-Mar-16 736.4 0.0211972603 -0.017365988
5-Jan-16 31-Mar-16 746.35 0.0212164384 0.0134212097
6-Jan-16 31-Mar-16 748.75 0.0212438356 0.0032104904
7-Jan-16 31-Mar-16 729.7 0.0212575342 -0.0257716587
8-Jan-16 31-Mar-16 747.85 0.0212794521 0.0245689323
11-Jan-16 31-Mar-16 748.35 0.0213452055 0.0006683599
12-Jan-16 31-Mar-16 725.55 0.0214027397 -0.030940795
13-Jan-16 31-Mar-16 728.5 0.0214054795 0.0040576377
14-Jan-16 31-Mar-16 703.2 0.0213150685 -0.0353462793
15-Jan-16 31-Mar-16 675.65 0.0213616438 -0.0399661559
18-Jan-16 31-Mar-16 666.9 0.021230137 -0.0130350808
19-Jan-16 31-Mar-16 707.55 0.021309589 0.0591681888
20-Jan-16 31-Mar-16 699.95 0.0213835616 -0.0107993945
21-Jan-16 31-Mar-16 708.7 0.0213369863 0.0124234019
22-Jan-16 31-Mar-16 719.05 0.0213835616 0.0144985905
25-Jan-16 31-Mar-16 718.15 0.0213232877 -0.0012524355
27-Jan-16 31-Mar-16 713.75 0.0213479452 -0.0061456999
28-Jan-16 31-Mar-16 691.6 0.0215041096 -0.0315250072
29-Jan-16 28-Apr-16 720.85 0.021509589 0.0414233174
1-Feb-16 28-Apr-16 721.85 0.0214739726 0.0013862898
2-Feb-16 28-Apr-16 706.95 0.0214273973 -0.020857419
3-Feb-16 28-Apr-16 688.8 0.0214767123 -0.0260089889
4-Feb-16 28-Apr-16 671.9 0.0214739726 -0.0248414332
5-Feb-16 28-Apr-16 694.9 0.0214164384 0.0336584304
8-Feb-16 28-Apr-16 684.2 0.0211479452 -0.0155176778
9-Feb-16 28-Apr-16 638 0.0211616438 -0.0699119892
10-Feb-16 28-Apr-16 636.05 0.0212438356 -0.0030611067
11-Feb-16 28-Apr-16 624.85 0.0213232877 -0.0177655557
12-Feb-16 28-Apr-16 611.4 0.021339726 -0.0217602115
15-Feb-16 28-Apr-16 644.9 0.0212027397 0.0533438566
16-Feb-16 28-Apr-16 625.7 0.0212958904 -0.030224243
17-Feb-16 28-Apr-16 621.15 0.021430137 -0.0072984243
18-Feb-16 28-Apr-16 616.5 0.0214383562 -0.0075142761
19-Feb-16 28-Apr-16 606.7 0.0215780822 -0.0160238877
22-Feb-16 28-Apr-16 591.9 0.0213232877 -0.0246967333
23-Feb-16 28-Apr-16 573.95 0.0208931507 -0.0307954172
24-Feb-16 28-Apr-16 560.95 0.0208438356 -0.0229105095
25-Feb-16 28-Apr-16 568.25 0.0208849315 0.0129296877
26-Feb-16 26-May-16 587.45 0.0209917808 0.0332296733
29-Feb-16 26-May-16 586.9 0.0209342466 -0.0009366884
1-Mar-16 26-May-16 635.95 0.0209369863 0.0802654963
2-Mar-16 26-May-16 662 0.0209589041 0.040145612
3-Mar-16 26-May-16 661.75 0.0209205479 -0.0003777148
4-Mar-16 26-May-16 681.8 0.0208958904 0.0298485186
8-Mar-16 26-May-16 673 0.0208356164 -0.0129910301
9-Mar-16 26-May-16 667.4 0.0207726027 -0.0083557633
10-Mar-16 26-May-16 666.3 0.0207506849 -0.0016495467
11-Mar-16 26-May-16 658.35 0.0206082192 -0.0120033148
14-Mar-16 26-May-16 663.55 0.0206027397 0.0078675041
15-Mar-16 26-May-16 660.3 0.0205561644 -0.0049099317
16-Mar-16 26-May-16 646.3 0.0205643836 -0.0214304849
17-Mar-16 26-May-16 645.85 0.0205753425 -0.0006965136
18-Mar-16 26-May-16 621.95 0.0205424658 -0.037707575
21-Mar-16 26-May-16 655.25 0.0205863014 0.0521571385
22-Mar-16 26-May-16 654.65 0.0205342466 -0.0009161005
23-Mar-16 26-May-16 653.55 0.0204520548 -0.0016817004
28-Mar-16 26-May-16 639.55 0.0203150685 -0.0216542372
29-Mar-16 26-May-16 622.9 0.0204410959 -0.0263788118
30-Mar-16 26-May-16 647.9 0.0204383562 0.0393503712
31-Mar-16 26-May-16 658.05 0.0204 0.0155445528
1-Apr-16 30-Jun-16 659.8 0.0203232877 0.0026558425
4-Apr-16 30-Jun-16 643.05 0.0203178082 -0.0257142771
5-Apr-16 30-Jun-16 626.75 0.0203780822 -0.0256747447
6-Apr-16 30-Jun-16 634.2 0.0203205479 0.0118166251
7-Apr-16 30-Jun-16 624.55 0.0203780822 -0.0153329717
8-Apr-16 30-Jun-16 617.75 0.0204821918 -0.0109475455
11-Apr-16 30-Jun-16 635.15 0.0204328767 0.0277773466
12-Apr-16 30-Jun-16 630.5 0.020460274 -0.0073480361
13-Apr-16 30-Jun-16 636.8 0.0204712329 0.0099424791
18-Apr-16 30-Jun-16 650.95 0.0204410959 0.0219771998
20-Apr-16 30-Jun-16 664.9 0.0203863014 0.0212038191
21-Apr-16 30-Jun-16 674.95 0.0203726027 0.0150019606
22-Apr-16 30-Jun-16 683.25 0.0203863014 0.0122222108
25-Apr-16 30-Jun-16 672.4 0.0203890411 -0.0160074233
26-Apr-16 30-Jun-16 689 0.0203616438 0.0243878695
27-Apr-16 30-Jun-16 711.95 0.020369863 0.0327664132
28-Apr-16 30-Jun-16 705.95 0.0203643836 -0.0084632708
29-Apr-16 28-Jul-16 705.9 0.0203424658 -7.0829054E-05
2-May-16 28-Jul-16 705.8 0.0203479452 -0.0001416732
3-May-16 28-Jul-16 696 0.0203479452 -0.0139822509
4-May-16 28-Jul-16 681.85 0.020339726 -0.020539968
5-May-16 28-Jul-16 680.5 0.0204082192 -0.0019818702
6-May-16 28-Jul-16 687.8 0.0204219178 0.0106702759
9-May-16 28-Jul-16 702.6 0.0204191781 0.0212896418
10-May-16 28-Jul-16 697.3 0.0204767123 -0.0075720056
11-May-16 28-Jul-16 691.35 0.0204684932 -0.0085695264
12-May-16 28-Jul-16 724 0.0204876712 0.0461451846
13-May-16 28-Jul-16 727.15 0.0204547945 0.0043413912
16-May-16 28-Jul-16 735.45 0.0204520548 0.0113497731
17-May-16 28-Jul-16 731.25 0.0204493151 -0.0057271582
18-May-16 28-Jul-16 739.45 0.0204630137 0.0111512681
19-May-16 28-Jul-16 702.75 0.0204684932 -0.0509054568
20-May-16 28-Jul-16 697.35 0.0204410959 -0.007713773
23-May-16 28-Jul-16 700.45 0.0204712329 0.0044355488
24-May-16 28-Jul-16 691.5 0.0205150685 -0.0128598345
25-May-16 28-Jul-16 705 0.0205041096 0.0193346517
26-May-16 28-Jul-16 728 0.0205178082 0.0321032454
27-May-16 25-Aug-16 757.2 0.0204739726 0.0393263711
30-May-16 25-Aug-16 751 0.0205013699 -0.0082217676
31-May-16 25-Aug-16 730.8 0.0205205479 -0.0272658273
1-Jun-16 25-Aug-16 738.6 0.0205123288 0.0106166779
2-Jun-16 25-Aug-16 743.65 0.0205260274 0.0068139916
3-Jun-16 25-Aug-16 763.8 0.0206136986 0.0267354808
6-Jun-16 25-Aug-16 756.65 0.0206 -0.0094051797
7-Jun-16 25-Aug-16 749.45 0.0205945205 -0.009561191
8-Jun-16 25-Aug-16 752.05 0.0205671233 0.0034632069
9-Jun-16 25-Aug-16 748.1 0.0205534247 -0.0052661522
10-Jun-16 25-Aug-16 722.4 0.0205369863 -0.0349576568
13-Jun-16 25-Aug-16 706.9 0.0205506849 -0.0216897889
14-Jun-16 25-Aug-16 703.5 0.0204821918 -0.0048213366
15-Jun-16 25-Aug-16 716.3 0.0204958904 0.0180311971
16-Jun-16 25-Aug-16 708.55 0.0204821918 -0.0108784453
17-Jun-16 25-Aug-16 700 0.0204328767 -0.0121402932
20-Jun-16 25-Aug-16 709.15 0.0204164384 0.0129867347
21-Jun-16 25-Aug-16 703.55 0.0203945205 -0.0079281225
22-Jun-16 25-Aug-16 699.75 0.0204109589 -0.0054158188
23-Jun-16 25-Aug-16 691.8 0.0203260274 -0.0114262319
24-Jun-16 25-Aug-16 664 0.0203424658 -0.041014747
27-Jun-16 25-Aug-16 666.9 0.0202465753 0.0043579602
28-Jun-16 25-Aug-16 673 0.0202246575 0.00910522
29-Jun-16 25-Aug-16 669.2 0.0202328767 -0.0056623605
30-Jun-16 25-Aug-16 680 0.0202328767 0.0160098291
1-Jul-16 29-Sep-16 691.8 0.0201013699 0.0172040983
4-Jul-16 29-Sep-16 699.1 0.0199561644 0.010496897
5-Jul-16 29-Sep-16 690.1 0.0199589041 -0.0129572789
7-Jul-16 29-Sep-16 686.75 0.0199232877 -0.0048661897
8-Jul-16 29-Sep-16 699.35 0.0199863014 0.0181810072
11-Jul-16 29-Sep-16 726.3 0.0199452055 0.0378118204
12-Jul-16 29-Sep-16 755.45 0.0199232877 0.0393504456
13-Jul-16 29-Sep-16 724.9 0.0199013699 -0.0412798839
14-Jul-16 29-Sep-16 706.9 0.0198657534 -0.0251445011
15-Jul-16 29-Sep-16 718.4 0.0198575342 0.0161373038
18-Jul-16 29-Sep-16 719.9 0.0198657534 0.0020857965
19-Jul-16 29-Sep-16 721.55 0.0198684932 0.0022893624
20-Jul-16 29-Sep-16 723.1 0.0197013699 0.0021458493
21-Jul-16 29-Sep-16 723.65 0.0196356164 0.0007603249
22-Jul-16 29-Sep-16 745.3 0.0195589041 0.0294789718
25-Jul-16 29-Sep-16 752.2 0.0196630137 0.0092154241
26-Jul-16 29-Sep-16 773.65 0.0197123288 0.0281173289
27-Jul-16 29-Sep-16 784.9 0.0196465753 0.0144367462
28-Jul-16 29-Sep-16 771.85 0.0196383562 -0.0167660905
29-Jul-16 27-Oct-16 777.7 0.0196520548 0.0075506151
1-Aug-16 27-Oct-16 775.4 0.0195178082 -0.0029618205
2-Aug-16 27-Oct-16 796.6 0.0194547945 0.0269736455
3-Aug-16 27-Oct-16 800.4 0.0194054795 0.004758932
4-Aug-16 27-Oct-16 812.7 0.019460274 0.015250435
5-Aug-16 27-Oct-16 810.2 0.0194657534 -0.003080907
8-Aug-16 27-Oct-16 819 0.019569863 0.0108029531
9-Aug-16 27-Oct-16 819.05 0.0194575342 6.1048198E-05
10-Aug-16 27-Oct-16 793.15 0.0196191781 -0.0321327732
11-Aug-16 27-Oct-16 793.9 0.0196136986 0.0009451499
12-Aug-16 27-Oct-16 810 0.0195479452 0.0200767389
16-Aug-16 27-Oct-16 826.5 0.0195150685 0.0201656696
17-Aug-16 27-Oct-16 820.15 0.0195315068 -0.0077126669
18-Aug-16 27-Oct-16 815.65 0.0195150685 -0.005501909
19-Aug-16 27-Oct-16 810.65 0.0194794521 -0.0061489464
22-Aug-16 27-Oct-16 803.3 0.0194767123 -0.0091081518
23-Aug-16 27-Oct-16 814.5 0.019509589 0.0138461849
24-Aug-16 27-Oct-16 817.55 0.0195013699 0.0037376349
25-Aug-16 27-Oct-16 830 0.0194465753 0.0151136378
26-Aug-16 24-Nov-16 833.1 0.0193315068 0.0037279822
29-Aug-16 24-Nov-16 842.85 0.0193013699 0.0116353232
30-Aug-16 24-Nov-16 844.5 0.0187616438 0.00195573
31-Aug-16 24-Nov-16 832.5 0.018830137 -0.0143115144
1-Sep-16 24-Nov-16 849.35 0.0188575342 0.0200381292
2-Sep-16 24-Nov-16 842.3 0.0188164384 -0.0083351057
6-Sep-16 24-Nov-16 846.75 0.0188493151 0.0052692464
7-Sep-16 24-Nov-16 833.1 0.0188712329 -0.0162518087
8-Sep-16 24-Nov-16 829.9 0.0187671233 -0.0038484714
9-Sep-16 24-Nov-16 807.3 0.0186575342 -0.0276098652
12-Sep-16 24-Nov-16 776.85 0.0186410959 -0.0384480649
14-Sep-16 24-Nov-16 804.2 0.0186 0.0346007129
15-Sep-16 24-Nov-16 796.75 0.0186109589 -0.0093070412
16-Sep-16 24-Nov-16 818.75 0.0185835616 0.0272378337
19-Sep-16 24-Nov-16 807.6 0.0188027397 -0.0137119005
20-Sep-16 24-Nov-16 814.9 0.0186767123 0.0089985199
21-Sep-16 24-Nov-16 805.85 0.0185561644 -0.0111677854
22-Sep-16 24-Nov-16 811.15 0.0184438356 0.0065553729
23-Sep-16 24-Nov-16 823.95 0.0182849315 0.0156568546
26-Sep-16 24-Nov-16 822.8 0.0183452055 -0.0013966907
27-Sep-16 24-Nov-16 821.7 0.0184520548 -0.0013377928
28-Sep-16 24-Nov-16 825.45 0.0183972603 0.0045533272
29-Sep-16 24-Nov-16 795.75 0.0184438356 -0.036643626
30-Sep-16 29-Dec-16 841.6 0.0185041096 0.0560197758
3-Oct-16 29-Dec-16 869.4 0.0184876712 0.0324984766
4-Oct-16 29-Dec-16 887.7 0.0184164384 0.0208305295
5-Oct-16 29-Dec-16 878.95 0.0184438356 -0.0099058348
6-Oct-16 29-Dec-16 863.45 0.0185205479 -0.0177920212
7-Oct-16 29-Dec-16 869.95 0.0185232877 0.0074997467
10-Oct-16 29-Dec-16 856.7 0.0185205479 -0.0153479398
13-Oct-16 29-Dec-16 834 0.0185589041 -0.0268543966
14-Oct-16 29-Dec-16 849.45 0.0185589041 0.0183556789
17-Oct-16 29-Dec-16 849.35 0.0186109589 -0.0001177302
18-Oct-16 29-Dec-16 874.1 0.0186136986 0.0287234345
19-Oct-16 29-Dec-16 892.2 0.0186821918 0.0204955371
20-Oct-16 29-Dec-16 883.45 0.0186712329 -0.0098556256
21-Oct-16 29-Dec-16 888.25 0.018690411 0.0054185378
24-Oct-16 29-Dec-16 882.25 0.0187424658 -0.0067777723
25-Oct-16 29-Dec-16 878.5 0.0187260274 -0.0042595549
26-Oct-16 29-Dec-16 864.4 0.0186246575 -0.016180283
27-Oct-16 29-Dec-16 854.05 0.0182684932 -0.0120458845
28-Oct-16 25-Jan-17 862.9 0.0182493151 0.0103090694
1-Nov-16 25-Jan-17 873.9 0.0184273973 0.0126671431
2-Nov-16 25-Jan-17 846.8 0.0179013699 -0.0315014134
3-Nov-16 25-Jan-17 814.3 0.0176575342 -0.0391356908
4-Nov-16 25-Jan-17 800.15 0.0175890411 -0.0175296384
7-Nov-16 25-Jan-17 803.9 0.0176136986 0.0046756732
8-Nov-16 25-Jan-17 797.4 0.017290411 -0.0081184484
9-Nov-16 25-Jan-17 731.75 0.0172876712 -0.0859175094
10-Nov-16 25-Jan-17 710.3 0.0172054795 -0.0297515096
11-Nov-16 25-Jan-17 709.9 0.0169506849 -0.000563301
15-Nov-16 25-Jan-17 682.9 0.0170767123 -0.0387756791
16-Nov-16 25-Jan-17 678.2 0.0173342466 -0.0069062063
17-Nov-16 25-Jan-17 677.45 0.0173123288 -0.0011064804
18-Nov-16 25-Jan-17 675.9 0.0171150685 -0.0022906132
21-Nov-16 25-Jan-17 660.75 0.0170273973 -0.0226695826
22-Nov-16 25-Jan-17 679.35 0.0171041096 0.0277609052
23-Nov-16 25-Jan-17 680.55 0.0170328767 0.0017648361
24-Nov-16 25-Jan-17 684 0.0169945205 0.0050566228
25-Nov-16 23-Feb-17 714 0.0175561644 0.0429250447
28-Nov-16 23-Feb-17 718.5 0.0175315068 0.0062827432
29-Nov-16 23-Feb-17 737.45 0.0176465753 0.0260325838
30-Nov-16 23-Feb-17 776.5 0.0175863014 0.0515983533
1-Dec-16 23-Feb-17 767.3 0.0175506849 -0.0119187834
2-Dec-16 23-Feb-17 747.6 0.0178684932 -0.0260097836
5-Dec-16 23-Feb-17 753.1 0.0178246575 0.0073299455
6-Dec-16 23-Feb-17 741.7 0.0178356164 -0.0152531724
7-Dec-16 23-Feb-17 726.25 0.0177534247 -0.0210505406
8-Dec-16 23-Feb-17 730.75 0.0177068493 0.0061770958
9-Dec-16 23-Feb-17 711.85 0.0178876712 -0.0262041889
12-Dec-16 23-Feb-17 703.2 0.0179287671 -0.0122258687
13-Dec-16 23-Feb-17 678.85 0.0180109589 -0.0352411563
14-Dec-16 23-Feb-17 655.6 0.0181232877 -0.0348493432
15-Dec-16 23-Feb-17 650 0.0180410959 -0.008578484
16-Dec-16 23-Feb-17 646.65 0.0178712329 -0.005167173
19-Dec-16 23-Feb-17 658.9 0.0178493151 0.0187665881
20-Dec-16 23-Feb-17 648.65 0.0175589041 -0.0156784979
21-Dec-16 23-Feb-17 649.4 0.0176575342 0.0011555797
22-Dec-16 23-Feb-17 644.5 0.0174849315 -0.0075740373
23-Dec-16 23-Feb-17 646.3 0.0174986301 0.0027889699
26-Dec-16 23-Feb-17 635.75 0.0175041096 -0.016458388
27-Dec-16 23-Feb-17 642.25 0.0175260274 0.0101722317
28-Dec-16 23-Feb-17 651.6 0.0175287671 0.0144532407
29-Dec-16 23-Feb-17 642.85 0.0175178082 -0.0135194612
30-Dec-16 30-Mar-17 660.75 0.017460274 0.027464138
2-Jan-17 30-Mar-17 689.2 0.0175808219 0.0421559512
3-Jan-17 30-Mar-17 672.4 0.0176465753 -0.0246781031
4-Jan-17 30-Mar-17 653.55 0.0175945205 -0.0284343603
5-Jan-17 30-Mar-17 663.6 0.0176821918 0.0152605171
6-Jan-17 30-Mar-17 667.4 0.0177424658 0.005710008
9-Jan-17 30-Mar-17 683.85 0.0177123288 0.024349029
10-Jan-17 30-Mar-17 698.7 0.0176794521 0.0214828702
11-Jan-17 30-Mar-17 726.2 0.0176465753 0.0386039934
12-Jan-17 30-Mar-17 735.95 0.0176027397 0.0133367227
13-Jan-17 30-Mar-17 758.9 0.017539726 0.0307078348
16-Jan-17 30-Mar-17 776.4 0.0175506849 0.0227978349
17-Jan-17 30-Mar-17 787.25 0.0175534247 0.0138780087
18-Jan-17 30-Mar-17 772.3 0.0176191781 -0.0191727844
19-Jan-17 30-Mar-17 763.2 0.0175369863 -0.0118529554
20-Jan-17 30-Mar-17 759.7 0.0175589041 -0.0045965016
23-Jan-17 30-Mar-17 764.55 0.0175726027 0.0063638069
24-Jan-17 30-Mar-17 760.1 0.0176191781 -0.0058374219
25-Jan-17 30-Mar-17 745 0.0184630137 -0.0200657852
27-Jan-17 27-Apr-17 765.85 0.0187863014 0.0276021097
30-Jan-17 27-Apr-17 779 0.0186438356 0.0170247178
31-Jan-17 27-Apr-17 762.5 0.0187068493 -0.0214085374
1-Feb-17 27-Apr-17 777.95 0.0188356164 0.0200597463
2-Feb-17 27-Apr-17 793.1 0.0188 0.0192870623
3-Feb-17 27-Apr-17 806 0.0187561644 0.0161344254
6-Feb-17 27-Apr-17 809.75 0.0187726027 0.0046418155
7-Feb-17 27-Apr-17 839.9 0.0189123288 0.0365572791
8-Feb-17 27-Apr-17 847.25 0.0190109589 0.0087129734
9-Feb-17 27-Apr-17 831.95 0.0189479452 -0.0182234676
10-Feb-17 27-Apr-17 824.55 0.0188465753 -0.0089345599
13-Feb-17 27-Apr-17 842.9 0.0188246575 0.022010544
14-Feb-17 27-Apr-17 834.45 0.0189808219 -0.0100755018
15-Feb-17 27-Apr-17 826.7 0.0187534247 -0.0093309529
16-Feb-17 27-Apr-17 842.4 0.0185863014 0.0188130886
17-Feb-17 27-Apr-17 865 0.0188438356 0.0264745461
20-Feb-17 27-Apr-17 857.95 0.0187232877 -0.0081836842
21-Feb-17 27-Apr-17 879.2 0.0187917808 0.0244665804
22-Feb-17 27-Apr-17 882.75 0.0187972603 0.0040296317
23-Feb-17 27-Apr-17 870.6 0.0189150685 -0.0138594057
27-Feb-17 25-May-17 881.45 0.0189123288 0.0123856496
28-Feb-17 25-May-17 884.85 0.018709589 0.0038498604
1-Mar-17 25-May-17 884 0.0187424658 -0.0009610765
2-Mar-17 25-May-17 864.9 0.0188027397 -0.0218431693
3-Mar-17 25-May-17 855.05 0.0188849315 -0.0114539466
6-Mar-17 25-May-17 866 0.0188684932 0.0127249618
7-Mar-17 25-May-17 864.4 0.0186767123 -0.0018492839
8-Mar-17 25-May-17 867.9 0.018709589 0.004040876
9-Mar-17 25-May-17 863.5 0.0187150685 -0.0050826031
10-Mar-17 25-May-17 868.3 0.0183863014 0.0055433795
14-Mar-17 25-May-17 919.4 0.018490411 0.0571840063
15-Mar-17 25-May-17 924.25 0.0183506849 0.0052613144
16-Mar-17 25-May-17 958.9 0.0183013699 0.0368041963
17-Mar-17 25-May-17 976.85 0.0182219178 0.0185463149
20-Mar-17 25-May-17 975.15 0.0182219178 -0.0017418037
21-Mar-17 25-May-17 942.5 0.0185452055 -0.034055386
22-Mar-17 25-May-17 915.8 0.0186876712 -0.0287379191
23-Mar-17 25-May-17 944.05 0.0188082192 0.0303811306
24-Mar-17 25-May-17 969.85 0.0186575342 0.0269622895
27-Mar-17 25-May-17 967.65 0.0185808219 -0.0022709687
28-Mar-17 25-May-17 972.4 0.018690411 0.0048967908
29-Mar-17 25-May-17 970.25 0.0187589041 -0.0022134722
30-Mar-17 25-May-17 994.7 0.0188054795 0.0248874139
31-Mar-17 29-Jun-17 1014.3 0.0187835616 0.0195128142
3-Apr-17 29-Jun-17 1011.6 0.0188410959 -0.0026654836
5-Apr-17 29-Jun-17 1001.4 0.018969863 -0.0101342149
6-Apr-17 29-Jun-17 991.7 0.0190191781 -0.0097336577
7-Apr-17 29-Jun-17 970.1 0.0190054795 -0.0220214832
10-Apr-17 29-Jun-17 948.6 0.0190465753 -0.0224119455
11-Apr-17 29-Jun-17 950.45 0.0190219178 0.0019483432
12-Apr-17 29-Jun-17 949.8 0.0190767123 -0.0006841205
13-Apr-17 29-Jun-17 970 0.0191424658 0.0210446354
17-Apr-17 29-Jun-17 989.9 0.0190520548 0.0203078564
18-Apr-17 29-Jun-17 974.75 0.019090411 -0.0154229001
19-Apr-17 29-Jun-17 969.4 0.0190219178 -0.0055037045
20-Apr-17 29-Jun-17 991.6 0.0189863014 0.0226424767
21-Apr-17 29-Jun-17 1002.2 0.0190219178 0.0106330624
24-Apr-17 29-Jun-17 1018.4 0.0190191781 0.0160351847
25-Apr-17 29-Jun-17 1027.55 0.0189369863 0.0089445597
26-Apr-17 29-Jun-17 1021.55 0.0186630137 -0.0058562463
27-Apr-17 29-Jun-17 1015.85 0.0182712329 -0.0055953812
28-Apr-17 27-Jul-17 1033.5 0.0182986301 0.0172253997
2-May-17 27-Jul-17 1089.25 0.0182931507 0.0525382859
3-May-17 27-Jul-17 1100.3 0.0183835616 0.0100934839
4-May-17 27-Jul-17 1093.3 0.0182657534 -0.0063822244
5-May-17 27-Jul-17 1122.7 0.0182876712 0.026535853
8-May-17 27-Jul-17 1136.2 0.0183041096 0.0119528627
9-May-17 27-Jul-17 1101.5 0.0182575342 -0.0310164739
10-May-17 27-Jul-17 1098.2 0.0182246575 -0.0030004114
11-May-17 27-Jul-17 1084.15 0.0182739726 -0.012876206
12-May-17 27-Jul-17 1068.3 0.0182547945 -0.0147276699
15-May-17 27-Jul-17 1076.85 0.0182520548 0.0079715127
16-May-17 27-Jul-17 1066.85 0.0181506849 -0.0093297313
17-May-17 27-Jul-17 1095.9 0.0181561644 0.0268655621
18-May-17 27-Jul-17 1067.2 0.0182109589 -0.0265375473
19-May-17 27-Jul-17 1053 0.0181972603 -0.013395163
22-May-17 27-Jul-17 1065.2 0.0179917808 0.0115193418
23-May-17 27-Jul-17 1060 0.0178958904 -0.0048936668
24-May-17 27-Jul-17 1051.35 0.0178164384 -0.0081938555
25-May-17 27-Jul-17 1066.8 0.0178547945 0.0145884607
26-May-17 31-Aug-17 1105.15 0.0177917808 0.035317559
29-May-17 31-Aug-17 1125.9 0.0177369863 0.0186016435
30-May-17 31-Aug-17 1132.4 0.0177589041 0.0057565584
31-May-17 31-Aug-17 1180 0.0177780822 0.0411751642
1-Jun-17 31-Aug-17 1164 0.0177178082 -0.0136520892
2-Jun-17 31-Aug-17 1150.4 0.0176739726 -0.0117526413
5-Jun-17 31-Aug-17 1188.65 0.0176109589 0.0327085014
6-Jun-17 31-Aug-17 1156.25 0.0176958904 -0.0276361995
7-Jun-17 31-Aug-17 1155.45 0.0176986301 -0.0006921314
8-Jun-17 31-Aug-17 1163.8 0.0177068493 0.0072006348
9-Jun-17 31-Aug-17 1172.65 0.0178027397 0.0075756317
12-Jun-17 31-Aug-17 1172.85 0.0178273973 0.0001705393
13-Jun-17 31-Aug-17 1170.1 0.0178383562 -0.002347469
14-Jun-17 31-Aug-17 1177.3 0.0179835616 0.0061344659
15-Jun-17 31-Aug-17 1165.1 0.0179424658 -0.0104167609
16-Jun-17 31-Aug-17 1144.5 0.0179479452 -0.0178390598
19-Jun-17 31-Aug-17 1144.3 0.0179123288 -0.0001747641
20-Jun-17 31-Aug-17 1144.15 0.0178958904 -0.0001310931
21-Jun-17 31-Aug-17 1136.15 0.0177369863 -0.0070166494
22-Jun-17 31-Aug-17 1128.35 0.0177671233 -0.0068889652
23-Jun-17 31-Aug-17 1115.75 0.0176958904 -0.0112295641
27-Jun-17 31-Aug-17 1092.7 0.0176876712 -0.0208751269
28-Jun-17 31-Aug-17 1087.6 0.017709589 -0.0046782638
29-Jun-17 31-Aug-17 1101.85 0.0176876712 0.0130171515
30-Jun-17 28-Sep-17 1093.7 0.0176876712 -0.007424142
3-Jul-17 28-Sep-17 1092.25 0.0176684932 -0.0013266545
4-Jul-17 28-Sep-17 1067.5 0.0176767123 -0.0229203227
5-Jul-17 28-Sep-17 1077.2 0.0176328767 0.0090456158
6-Jul-17 28-Sep-17 1099.6 0.0175726027 0.0205813954
7-Jul-17 28-Sep-17 1081.45 0.0176164384 -0.0166437441
10-Jul-17 28-Sep-17 1084.9 0.0176547945 0.0031850836
11-Jul-17 28-Sep-17 1100.6 0.0176438356 0.0143676688
12-Jul-17 28-Sep-17 1123.25 0.0177068493 0.0203707833
13-Jul-17 28-Sep-17 1144.85 0.0177232877 0.0190473551
14-Jul-17 28-Sep-17 1138.3 0.0176493151 -0.0057377027
17-Jul-17 28-Sep-17 1157.5 0.017709589 0.0167265856
18-Jul-17 28-Sep-17 1156.6 0.0176164384 -0.0007778402
19-Jul-17 28-Sep-17 1164.05 0.0176465753 0.006420637
20-Jul-17 28-Sep-17 1173.1 0.0176931507 0.0077445138
21-Jul-17 28-Sep-17 1151.3 0.0176931507 -0.0187580788
24-Jul-17 28-Sep-17 1170.75 0.0177150685 0.0167528304
25-Jul-17 28-Sep-17 1211.6 0.0177917808 0.0342972311
26-Jul-17 28-Sep-17 1202.75 0.0178273973 -0.0073311986
27-Jul-17 28-Sep-17 1171.75 0.0178630137 -0.0261122438
28-Jul-17 26-Oct-17 1194.25 0.0178986301 0.0190200155
31-Jul-17 26-Oct-17 1193.35 0.0178438356 -0.0007538952
1-Aug-17 26-Oct-17 1243.9 0.0178356164 0.0414871271
2-Aug-17 26-Oct-17 1213.8 0.0179041096 -0.0244956708
3-Aug-17 26-Oct-17 1217.3 0.0179123288 0.002879357
4-Aug-17 26-Oct-17 1230.7 0.0179123288 0.0109478218
7-Aug-17 26-Oct-17 1216.15 0.0179945205 -0.011892982
8-Aug-17 26-Oct-17 1212.25 0.0178986301 -0.0032119942
9-Aug-17 26-Oct-17 1174.75 0.017909589 -0.031422778
10-Aug-17 26-Oct-17 1172 0.0178767123 -0.0023436678
11-Aug-17 26-Oct-17 1165.1 0.0177616438 -0.0059047709
14-Aug-17 26-Oct-17 1190.65 0.0177972603 0.0216924562
16-Aug-17 26-Oct-17 1224.05 0.0178082192 0.0276656564
17-Aug-17 26-Oct-17 1215.05 0.0178273973 -0.0073798047
18-Aug-17 26-Oct-17 1216.85 0.0178520548 0.0014803243
21-Aug-17 26-Oct-17 1212.5 0.0179260274 -0.0035812087
22-Aug-17 26-Oct-17 1189.65 0.0179780822 -0.0190251976
23-Aug-17 26-Oct-17 1235.35 0.0179561644 0.0376951845
24-Aug-17 26-Oct-17 1223.6 0.0180438356 -0.0095569974
28-Aug-17 26-Oct-17 1235.75 0.0180547945 0.0098807399
29-Aug-17 26-Oct-17 1214.4 0.0180739726 -0.0174279455
30-Aug-17 26-Oct-17 1219.95 0.018109589 0.0045597466
31-Aug-17 26-Oct-17 1227.3 0.018060274 0.0060067603
1-Sep-17 30-Nov-17 1241.5 0.0180191781 0.0115036913
4-Sep-17 30-Nov-17 1254 0.0182876712 0.0100181162
5-Sep-17 30-Nov-17 1259.35 0.0182547945 0.0042572726
6-Sep-17 30-Nov-17 1283 0.0181342466 0.0186053708
7-Sep-17 30-Nov-17 1335.55 0.0182712329 0.0401421064
8-Sep-17 30-Nov-17 1330.1 0.0182657534 -0.0040890647
11-Sep-17 30-Nov-17 1315.95 0.0181945205 -0.0106952891
12-Sep-17 30-Nov-17 1309.05 0.0182547945 -0.005257155
13-Sep-17 30-Nov-17 1286 0.0182136986 -0.0177650575
14-Sep-17 30-Nov-17 1281.65 0.0183616438 -0.0033883155
15-Sep-17 30-Nov-17 1282.65 0.0184356164 0.00077994
18-Sep-17 30-Nov-17 1317.6 0.0185123288 0.0268836496
19-Sep-17 30-Nov-17 1324.35 0.0185753425 0.0051098732
20-Sep-17 30-Nov-17 1326.95 0.0184684932 0.0019613026
21-Sep-17 30-Nov-17 1297.45 0.0184684932 -0.022482276
22-Sep-17 30-Nov-17 1257.25 0.0185013699 -0.0314740036
25-Sep-17 30-Nov-17 1217.75 0.0184493151 -0.0319219024
26-Sep-17 30-Nov-17 1256.7 0.0184493151 0.0314843439
27-Sep-17 30-Nov-17 1236.7 0.0185287671 -0.0160426959
28-Sep-17 30-Nov-17 1223.45 0.0185205479 -0.0107718051
29-Sep-17 28-Dec-17 1225.65 0.0186191781 0.0017965788
3-Oct-17 28-Dec-17 1252.75 0.0185616438 0.0218698193
4-Oct-17 28-Dec-17 1275.65 0.018660274 0.0181147178
5-Oct-17 28-Dec-17 1279.85 0.0186273973 0.0032870309
6-Oct-17 28-Dec-17 1286.5 0.0186438356 0.0051824692
9-Oct-17 28-Dec-17 1290 0.0188630137 0.0027168656
10-Oct-17 28-Dec-17 1299.6 0.0188 0.0074143064
11-Oct-17 28-Dec-17 1277.55 0.0188821918 -0.0171123435
12-Oct-17 28-Dec-17 1289.55 0.0187972603 0.009349139
13-Oct-17 28-Dec-17 1299.7 0.0187890411 0.0078401483
16-Oct-17 28-Dec-17 1311.65 0.0188849315 0.009152418
17-Oct-17 28-Dec-17 1342.45 0.0189780822 0.0232104161
18-Oct-17 28-Dec-17 1368 0.0190136986 0.0188535164
19-Oct-17 28-Dec-17 1377.3 0.0189890411 0.0067752417
23-Oct-17 28-Dec-17 1353.15 0.019060274 -0.0176898532
24-Oct-17 28-Dec-17 1349.75 0.0191013699 -0.0025158177
25-Oct-17 28-Dec-17 1280.1 0.0193205479 -0.0529811902
26-Oct-17 28-Dec-17 1269.7 0.0192246575 -0.0081575478
27-Oct-17 25-Jan-18 1284.25 0.0193479452 0.0113942383
30-Oct-17 25-Jan-18 1280.4 0.0193123288 -0.0030023613
31-Oct-17 25-Jan-18 1262.9 0.0188767123 -0.0137618654
1-Nov-17 25-Jan-18 1264.15 0.018890411 0.0009892959
2-Nov-17 25-Jan-18 1247.85 0.0190630137 -0.0129778892
3-Nov-17 25-Jan-18 1236.85 0.0191452055 -0.0088542455
6-Nov-17 25-Jan-18 1244.2 0.0191863014 0.0059249282
7-Nov-17 25-Jan-18 1211.8 0.0193315068 -0.0263858956
8-Nov-17 25-Jan-18 1220 0.019260274 0.0067440012
9-Nov-17 25-Jan-18 1251.75 0.0192547945 0.0256917135
10-Nov-17 25-Jan-18 1241.45 0.019339726 -0.0082625209
13-Nov-17 25-Jan-18 1211.75 0.0194054795 -0.0242144555
14-Nov-17 25-Jan-18 1208.1 0.0193424658 -0.0030167182
15-Nov-17 25-Jan-18 1173.95 0.0192630137 -0.0286747465
16-Nov-17 25-Jan-18 1190.9 0.0193287671 0.0143351927
17-Nov-17 25-Jan-18 1195 0.0194246575 0.0034368616
20-Nov-17 25-Jan-18 1213.4 0.0196575342 0.0152801511
21-Nov-17 25-Jan-18 1191.15 0.0196849315 -0.0185071095
22-Nov-17 25-Jan-18 1180 0.0196520548 -0.0094047885
23-Nov-17 25-Jan-18 1172.5 0.0195369863 -0.0063762171
24-Nov-17 25-Jan-18 1184 0.0195452055 0.0097603151
27-Nov-17 25-Jan-18 1190 0.0196739726 0.0050547707
28-Nov-17 25-Jan-18 1212.3 0.0196657534 0.0185660746
29-Nov-17 25-Jan-18 1212.85 0.0197780822 0.0004535802
30-Nov-17 25-Jan-18 1217 0.0197643836 0.003415852
1-Dec-17 22-Feb-18 1161.5 0.0199205479 -0.0466765408
4-Dec-17 22-Feb-18 1192 0.0199315068 0.0259202954
5-Dec-17 22-Feb-18 1205.7 0.0197780822 0.0114277425
6-Dec-17 22-Feb-18 1189.3 0.0202630137 -0.0136954124
7-Dec-17 22-Feb-18 1209.45 0.0200712329 0.0168008121
8-Dec-17 22-Feb-18 1221.75 0.0201013699 0.0101185464
11-Dec-17 22-Feb-18 1214.05 0.0202356164 -0.0063223792
12-Dec-17 22-Feb-18 1205.15 0.0200547945 -0.0073578374
13-Dec-17 22-Feb-18 1195.85 0.020090411 -0.0077468109
14-Dec-17 22-Feb-18 1200.9 0.0199671233 0.0042140461
15-Dec-17 22-Feb-18 1220.2 0.0196520548 0.0159435041
18-Dec-17 22-Feb-18 1212.75 0.0195369863 -0.0061242716
19-Dec-17 22-Feb-18 1216.1 0.0195452055 0.0027585089
20-Dec-17 22-Feb-18 1208.4 0.0196739726 -0.0063518465
21-Dec-17 22-Feb-18 1206.2 0.0196657534 -0.0018222485
22-Dec-17 22-Feb-18 1206.55 0.0197780822 0.0002901254
26-Dec-17 22-Feb-18 1212 0.0197643836 0.0045068402
27-Dec-17 22-Feb-18 1200.8 0.0199205479 -0.0092838863
28-Dec-17 22-Feb-18 1208.15 0.0199315068 0.0061022627
29-Dec-17 28-Mar-18 1215.75 0.0197780822 0.0062709063
1-Jan-18 28-Mar-18 1236.85 0.0202630137 0.0172066546
2-Jan-18 28-Mar-18 1201.55 0.0200712329 -0.028955435
3-Jan-18 28-Mar-18 1203.5 0.0201013699 0.0016215883
4-Jan-18 28-Mar-18 1201.55 0.0202356164 -0.0016215883
5-Jan-18 28-Mar-18 1216.7 0.0200547945 0.0125298858
8-Jan-18 28-Mar-18 1242.8 0.020090411 0.0212246227
9-Jan-18 28-Mar-18 1234 0.0201205479 -0.0071059731
10-Jan-18 28-Mar-18 1221.15 0.0201835616 -0.0104678878
11-Jan-18 28-Mar-18 1245.85 0.019890411 0.0200249902
12-Jan-18 28-Mar-18 1241.65 0.0199013699 -0.0033768876
15-Jan-18 28-Mar-18 1241.55 0.0199506849 -8.0541237E-05
16-Jan-18 28-Mar-18 1220.85 0.0199150685 -0.0168132616
17-Jan-18 28-Mar-18 1225.2 0.0202273973 0.0035567585
18-Jan-18 28-Mar-18 1259.85 0.0197863014 0.0278885703
19-Jan-18 28-Mar-18 1309.8 0.0198958904 0.0388817875
22-Jan-18 28-Mar-18 1360 0.0199863014 0.0376102459
23-Jan-18 28-Mar-18 1396.1 0.0199013699 0.0261979353
24-Jan-18 28-Mar-18 1378.6 0.0198712329 -0.0126141435
25-Jan-18 28-Mar-18 1395.3 0.0199342466 0.0120409544
29-Jan-18 26-Apr-18 1445.35 0.0200191781 0.0352420609
30-Jan-18 26-Apr-18 1438.9 0.0203890411 -0.004472574
31-Jan-18 26-Apr-18 1414.3 0.0203671233 -0.0172442237
WEEKLY
Time Stamp Expiry Date SETTLE_PR Risk free interest rate(%) RETURNS
10-Apr-15 25-Jun-15 590.55 0.1488076923 0
17-Apr-15 25-Jun-15 563.45 0.1499615385 -0.0469757077
24-Apr-15 25-Jun-15 562.2 0.1499230769 -0.0022209399
8-May-15 30-Jul-15 570.1 0.1498076923 0.0139541256
15-May-15 30-Jul-15 567.95 0.1511730769 -0.0037783974
22-May-15 30-Jul-15 603.8 0.1535192308 0.0612096306
29-May-15 27-Aug-15 608.2 0.1527884615 0.007260758
5-Jun-15 27-Aug-15 595.9 0.1510961538 -0.0204309075
12-Jun-15 27-Aug-15 587.3 0.1469807692 -0.0145371052
19-Jun-15 27-Aug-15 607.05 0.1497884615 0.0330753975
26-Jun-15 24-Sep-15 628.9 0.1516730769 0.0353611016
3-Jul-15 24-Sep-15 666.65 0.1483269231 0.058292909
10-Jul-15 24-Sep-15 642.35 0.1502692308 -0.0371318441
17-Jul-15 24-Sep-15 667.75 0.1500769231 0.0387805255
24-Jul-15 24-Sep-15 737.9 0.1501153846 0.0998944621
31-Jul-15 29-Oct-15 752.65 0.1506153846 0.0197919982
7-Aug-15 29-Oct-15 809 0.1504615385 0.0721986048
14-Aug-15 29-Oct-15 806 0.1501346154 -0.0037151746
21-Aug-15 29-Oct-15 785.4 0.1501923077 -0.0258906004
28-Aug-15 26-Nov-15 792.3 0.1489230769 0.0087469658
4-Sep-15 26-Nov-15 734.55 0.14975 -0.0756820412
11-Sep-15 26-Nov-15 741.5 0.1495576923 0.0094170948
18-Sep-15 26-Nov-15 730.55 0.1491153846 -0.0148774865
9-Oct-15 31-Dec-15 755.65 0.1494807692 0.0337806309
16-Oct-15 31-Dec-15 742.65 0.1480192308 -0.0173534355
23-Oct-15 31-Dec-15 754.4 0.1483653846 0.0156978608
30-Oct-15 28-Jan-16 733.75 0.1454423077 -0.0277543602
6-Nov-15 28-Jan-16 716.75 0.1450961538 -0.0234412664
13-Nov-15 28-Jan-16 653.45 0.1454807692 -0.0924610857
20-Nov-15 28-Jan-16 661.45 0.1458269231 0.0121683759
27-Nov-15 25-Feb-16 700.1 0.1469423077 0.0567887871
4-Dec-15 25-Feb-16 720.15 0.1478076923 0.0282363417
11-Dec-15 25-Feb-16 671.55 0.1470961538 -0.0698710503
18-Dec-15 25-Feb-16 712.6 0.1480192308 0.0593317798
1-Jan-16 31-Mar-16 749.3 0.1493653846 0.0502191842
8-Jan-16 31-Mar-16 747.85 0.1491730769 -0.0019370143
15-Jan-16 31-Mar-16 675.65 0.1495961538 -0.1015272326
22-Jan-16 31-Mar-16 719.05 0.1485769231 0.0622557058
29-Jan-16 28-Apr-16 720.85 0.1489807692 0.0025001749
5-Feb-16 28-Apr-16 694.9 0.1486538462 -0.0366631209
12-Feb-16 28-Apr-16 611.4 0.1489230769 -0.1280165409
19-Feb-16 28-Apr-16 606.7 0.1502307692 -0.0077169745
26-Feb-16 26-May-16 587.45 0.1495769231 -0.0322432989
4-Mar-16 26-May-16 681.8 0.1496730769 0.1489452237
11-Mar-16 26-May-16 658.35 0.1504038462 -0.0349996549
18-Mar-16 26-May-16 621.95 0.1485384615 -0.0568770011
1-Apr-16 30-Jun-16 659.8 0.1488269231 0.0590770551
8-Apr-16 30-Jun-16 617.75 0.1496730769 -0.0658529139
22-Apr-16 30-Jun-16 683.25 0.1469423077 0.1007769799
29-Apr-16 28-Jul-16 705.9 0.1466730769 0.0326127596
6-May-16 28-Jul-16 687.8 0.1446153846 -0.0259754864
13-May-16 28-Jul-16 727.15 0.1444230769 0.0556346856
20-May-16 28-Jul-16 697.35 0.1435576923 -0.0418453468
27-May-16 25-Aug-16 757.2 0.1432307692 0.0823399825
3-Jun-16 25-Aug-16 763.8 0.1429807692 0.0086785555
10-Jun-16 25-Aug-16 722.4 0.1434230769 -0.0557269727
17-Jun-16 25-Aug-16 700 0.143 -0.0314986671
24-Jun-16 25-Aug-16 664 0.1429423077 -0.0527981856
1-Jul-16 29-Sep-16 691.8 0.14325 0.041014747
8-Jul-16 29-Sep-16 699.35 0.1438076923 0.0108544357
15-Jul-16 29-Sep-16 718.4 0.1436730769 0.0268751848
22-Jul-16 29-Sep-16 745.3 0.1440192308 0.0367603049
29-Jul-16 27-Oct-16 777.7 0.1440769231 0.0425540238
5-Aug-16 27-Oct-16 810.2 0.1442692308 0.0409402851
12-Aug-16 27-Oct-16 810 0.1437692308 -0.0002468831
19-Aug-16 27-Oct-16 810.65 0.1426730769 0.0008021473
26-Aug-16 24-Nov-16 833.1 0.1420192308 0.027317288
2-Sep-16 24-Nov-16 842.3 0.1398461538 0.0109825623
9-Sep-16 24-Nov-16 807.3 0.1394423077 -0.0424408989
16-Sep-16 24-Nov-16 818.75 0.1378269231 0.0140834405
23-Sep-16 24-Nov-16 823.95 0.1378461538 0.0063310615
30-Sep-16 29-Dec-16 841.6 0.1365961538 0.0211949935
7-Oct-16 29-Dec-16 869.95 0.1365769231 0.0331308967
14-Oct-16 29-Dec-16 849.45 0.1370961538 -0.0238466575
21-Oct-16 29-Dec-16 888.25 0.1368846154 0.0446641537
28-Oct-16 25-Jan-17 862.9 0.1354807692 -0.0289544254
4-Nov-16 25-Jan-17 800.15 0.1320769231 -0.0754995994
11-Nov-16 25-Jan-17 709.9 0.1308461538 -0.119675095
18-Nov-16 25-Jan-17 675.9 0.1310961538 -0.0490789789
25-Nov-16 23-Feb-17 714 0.1295192308 0.0548378262
2-Dec-16 23-Feb-17 747.6 0.1298846154 0.0459851132
9-Dec-16 23-Feb-17 711.85 0.1300192308 -0.0490008605
16-Dec-16 23-Feb-17 646.65 0.1306538462 -0.0960620252
23-Dec-16 23-Feb-17 646.3 0.1315576923 -0.0005413976
30-Dec-16 30-Mar-17 660.75 0.1293461538 0.0221117612
6-Jan-17 30-Mar-17 667.4 0.1236346154 0.0100140128
13-Jan-17 30-Mar-17 758.9 0.1198653846 0.1284804501
20-Jan-17 30-Mar-17 759.7 0.1200576923 0.0010536021
27-Jan-17 27-Apr-17 765.85 0.1238653846 0.0080627096
3-Feb-17 27-Apr-17 806 0.1251153846 0.0510974144
10-Feb-17 27-Apr-17 824.55 0.1258461538 0.0227540405
17-Feb-17 27-Apr-17 865 0.1252884615 0.047891724
3-Mar-17 25-May-17 855.05 0.1228653846 -0.0115695602
10-Mar-17 25-May-17 868.3 0.1234038462 0.0153773303
17-Mar-17 25-May-17 976.85 0.1243269231 0.117795832
24-Mar-17 25-May-17 969.85 0.1231153846 -0.0071916887
31-Mar-17 29-Jun-17 1014.3 0.12325 0.044812578
7-Apr-17 29-Jun-17 970.1 0.1308653846 -0.0445548394
21-Apr-17 29-Jun-17 1002.2 0.1317692308 0.0325537036
28-Apr-17 27-Jul-17 1033.5 0.133 0.0307535166
5-May-17 27-Jul-17 1122.7 0.1304615385 0.0827853983
12-May-17 27-Jul-17 1068.3 0.1327692308 -0.0496678985
19-May-17 27-Jul-17 1053 0.1319807692 -0.0144253668
26-May-17 31-Aug-17 1105.15 0.1313653846 0.0483378392
2-Jun-17 31-Aug-17 1150.4 0.1284615385 0.0401286356
9-Jun-17 31-Aug-17 1172.65 0.1311730769 0.0191564369
16-Jun-17 31-Aug-17 1144.5 0.1311923077 -0.0242982845
23-Jun-17 31-Aug-17 1115.75 0.1331538462 -0.0254410359
30-Jun-17 28-Sep-17 1093.7 0.1339038462 -0.0199603812
7-Jul-17 28-Sep-17 1081.45 0.1335192308 -0.0112637101
14-Jul-17 28-Sep-17 1138.3 0.1329230769 0.0512331881
21-Jul-17 28-Sep-17 1151.3 0.1290384615 0.0113558173
28-Jul-17 26-Oct-17 1194.25 0.1279230769 0.0366266346
4-Aug-17 26-Oct-17 1230.7 0.1274423077 0.0300647399
11-Aug-17 26-Oct-17 1165.1 0.1250576923 -0.054776193
18-Aug-17 26-Oct-17 1216.85 0.1247884615 0.0434586323
1-Sep-17 30-Nov-17 1241.5 0.1242307692 0.0200547735
8-Sep-17 30-Nov-17 1330.1 0.1252115385 0.0689338014
15-Sep-17 30-Nov-17 1282.65 0.1256153846 -0.0363258771
22-Sep-17 30-Nov-17 1257.25 0.1243076923 -0.0200014542
29-Sep-17 28-Dec-17 1225.65 0.1237692308 -0.0254554806
6-Oct-17 28-Dec-17 1286.5 0.1295 0.0484540372
13-Oct-17 28-Dec-17 1299.7 0.13 0.0102081159
27-Oct-17 25-Jan-18 1284.25 0.1308653846 -0.0119585782
3-Nov-17 25-Jan-18 1236.85 0.1318846154 -0.0376070654
10-Nov-17 25-Jan-18 1241.45 0.1337884615 0.0037122264
17-Nov-17 25-Jan-18 1195 0.1355576923 -0.0381338659
24-Nov-17 25-Jan-18 1184 0.1346730769 -0.0092476489
1-Dec-17 22-Feb-18 1161.5 0.13575 -0.0191862632
8-Dec-17 22-Feb-18 1221.75 0.1363461538 0.0505719839
15-Dec-17 22-Feb-18 1220.2 0.1371923077 -0.0012694774
22-Dec-17 22-Feb-18 1206.55 0.1398269231 -0.0112497323
29-Dec-17 28-Mar-18 1215.75 0.1408846154 0.0075961229
5-Jan-18 28-Mar-18 1216.7 0.1401538462 0.0007811055
12-Jan-18 28-Mar-18 1241.65 0.1400384615 0.0202988644
19-Jan-18 28-Mar-18 1309.8 0.1402884615 0.0534333135
MONTHLY
Time Stamp Expiry Date SETTLE_PR Risk free interest rate(%) RETURNS
30-Apr-15 25-Jun-15 593.05 0.644750 0
29-May-15 27-Aug-15 608.2 0.655250 0.0252250628
30-Jun-15 24-Sep-15 634.5 0.636917 0.0423335119
31-Jul-15 29-Oct-15 752.65 0.655000 0.1707630252
31-Aug-15 26-Nov-15 769.2 0.650583 0.0217507014
30-Sep-15 31-Dec-15 808.95 0.648833 0.0503860967
30-Oct-15 28-Jan-16 733.75 0.628333 -0.0975687393
30-Nov-15 25-Feb-16 698.9 0.636750 -0.0486607007
31-Dec-15 25-Feb-16 739 0.648833 0.0557902505
29-Jan-16 28-Apr-16 720.85 0.646750 -0.0248668497
29-Feb-16 26-May-16 586.9 0.648583 -0.2055766237
31-Mar-16 26-May-16 658.05 0.635500 0.1144264687
29-Apr-16 28-Jul-16 705.9 0.622083 0.0701926681
31-May-16 25-Aug-16 730.8 0.619667 0.0346662401
30-Jun-16 25-Aug-16 680 0.622667 -0.0720470263
29-Jul-16 27-Oct-16 777.7 0.620833 0.1342480475
31-Aug-16 24-Nov-16 832.5 0.597250 0.0680923762
30-Sep-16 29-Dec-16 841.6 0.592417 0.0108716201
30-Oct-16 25-Jan-17 861.05 0.568083 0.0228477328
30-Nov-16 23-Feb-17 776.5 0.566167 -0.1033559322
30-Dec-16 30-Mar-17 660.75 0.520583 -0.1614210891
31-Jan-17 27-Apr-17 762.5 0.542917 0.143226955
28-Feb-17 25-May-17 884.85 0.533917 0.1488156306
31-Mar-17 29-Jun-17 1014.3 0.572583 0.1365358593
28-Apr-17 27-Jul-17 1033.5 0.556667 0.0187523807
31-May-17 31-Aug-17 1180 0.580250 0.1325633383
30-Jun-17 28-Sep-17 1093.7 0.555167 -0.0759479951
31-Jul-17 26-Oct-17 1193.35 0.542583 0.0871980348
31-Aug-17 26-Oct-17 1227.3 0.539083 0.0280521565
29-Sep-17 28-Dec-17 1225.65 0.543750 -0.0013453191
31-Oct-17 25-Jan-18 1262.9 0.555250 0.0299393482
30-Nov-17 25-Jan-18 1217 0.571833 -0.0370218497
29-Dec-17 28-Mar-18 1215.75 0.588250 -0.0010276437
31-Jan-18 26-Apr-18 1414.3 0.610500 0.1512735387
DAILY RETU
0.1
0.08
0.06
0.04
0.02
0
1-Apr-15
-0.02 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-1
-0.04
-0.06
-0.08
-0.1
WEEKLY RE
0.2
0.15
0.1
0.05
0
10-Apr-15 10-Jun-15 10-Aug-15 10-Oct-15 10-Dec-15 10-Feb-16 10-Apr-16 10-Jun-16 10-Aug-16 10-O
-0.05
-0.1
-0.15
MONTHLY RET
0.2
0.15
0.1
0.05
0
1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-1
-0.05
-0.1
-0.15
-0.2
-0.25
0
1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-1
-0.05
-0.1
-0.15
-0.2
-0.25
Daily Adjus
0.1
0.08
0.06
0.04
0.02
0
1-Apr-15
-0.02 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1-Oct-1
-0.04
-0.06
-0.08
-0.1
Weekly Adju
0.2
0.15
0.1
0.05
0
10-Apr-15 10-Jun-15 10-Aug-15 10-Oct-15 10-Dec-15 10-Feb-16 10-Apr-16 10-Jun-16 10-Aug-16 10-O
-0.05
-0.1
-0.15
Monthly Ad
0.2
0.15
0.1
0.05
0
Monthly Ad
0.2
0.15
0.1
0.05
0
1-Apr-15 1-Jun-15 1-Aug-15 1-Oct-15 1-Dec-15 1-Feb-16 1-Apr-16 1-Jun-16 1-Aug-16 1
-0.05
-0.1
-0.15
-0.2
-0.25
SHARPE RATIO Adjusted Returns
0 0 DAILY
-0.0919495036 -0.0019221608
-1.1036622087 -0.0230715353
-0.2875208721 -0.0060104875
1.9709032986 0.0412007992
-0.0951979784 -0.0019900686 DAILY
-0.0264233946 -0.0005523685 Returns
-0.6382422261 -0.0133421512 Mean 0.0012590688
-0.2860568829 -0.0059798835 Max 0.0802654963
-1.3372926392 -0.0279554687 Min -0.0859175094
-1.6599150689 -0.0346997377 Std Dev 0.020904526
1.2173992889 0.0254491551
0.9144500753 0.0191161454
-0.1321392657 -0.0027623087 WEEKLY
-0.49698103 -0.0103891529 Returns
0.2189889586 0.0045778604 Mean 0.0504028645
1.0864839515 0.0227124320 Max 3.1275573886
1.1346221777 0.0237187388 Min -2.7469709924
0.0744648759 0.0015566529 Std Dev 0.0471449357
0.503179665 0.0105187324
0.0614235953 0.0012840311
-2.5172516749 -0.0526219531 MONTHLY
-1.4942812819 -0.0312372419 Returns
1.5070549863 0.0315042701 Mean 0.0255620963
-0.3134481208 -0.0065524844 Max 0.1707630252
-0.6009303347 -0.0125621638 Min -0.2055766237
1.2758856857 0.0266717855 Std Dev 0.0909969182
-0.3696164235 -0.0077266561
-0.2246509192 -0.0046962210
0.4590578894 0.0095963876
0.0647064134 0.0013526569
0.7005244339 0.0146441312
0.5241034709 0.0109561346
1.1281396355 0.0235832243
-0.1647977583 -0.0034450190
0.0296620322 0.0006200707
-0.2329067273 -0.0048688047
0.1532683185 0.0032040015
0.5119276729 0.0107016053
1.0054475718 0.0210184049
-1.0335765119 -0.0216064271
-0.0850067717 -0.0017770263
-0.5729041492 -0.0119762897
-0.342218979 -0.0071539255
0.2140358563 0.0044743181
-1.2814357879 -0.0267878077
0.4713509402 0.0098533680
0.0140262662 0.0002932124
-0.1648186764 -0.0034454563
-1.83669573 -0.0383952536
0.0235471867 0.0004922428
1.9814936632 0.0414221858
1.2664616567 0.0264747806
0.0963619456 0.0020144008
0.7132577135 0.0149103144
-0.6155820457 -0.0128684509
-0.631337923 -0.0131978200
0.7638809654 0.0159685695
1.4101132368 0.0294777488
-0.4996035632 -0.0104439757
0.9031255834 0.0188794122
0.5705125312 0.0119262940
2.7078917289 0.0566071931
-0.9445769043 -0.0197459325
0.5675240406 0.0118638211
-0.6669221242 -0.0139416909
-1.6665290571 -0.0348380000
-0.873661428 -0.0182634780
0.8121776456 0.0169781887
-0.3390636102 -0.0070879641
0.8517334072 0.0178050832
-0.4133423546 -0.0086407260
1.6394344808 0.0342716007
0.0649992378 0.0013587783
1.4709635678 0.0307497961
-1.010362568 -0.0211211506
3.3511053852 0.0700532697
0.2107002901 0.0044045897
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-1.0843087725 -0.0226669609
-1.5144575533 -0.0316590173
-1.5358585751 -0.0321063955
1.4972762733 0.0312998508
-0.7762904332 -0.0162279835
-0.5241453715 -0.0109570105
0.077035329 0.0016103870
1.0372970381 0.0216842029
0.8576188252 0.0179281150
0.1483294558 0.0031007570
0.2389927817 0.0049960308
0.120942015 0.0025282355
0.3456814299 0.0072263064
-0.8276277327 -0.0173011655
0.4382384193 0.0091611664
0.3660574695 0.0076522579
0.4287860303 0.0089635687
1.1012273274 0.0230206353
0.8927913245 0.0186633795
0.3150203611 0.0065853513
-0.8553389774 -0.0178804559
-0.129485422 -0.0027068314
-2.5436786137 -0.0531743957
-0.3994251944 -0.0083497944
0.5358054433 0.0112007588
-0.1528608943 -0.0031954845
-0.6673498632 -0.0139506326
0.0382879665 0.0008003918
-0.6299362775 -0.0131685193
-0.4327147876 -0.0090456975
0.2742499468 0.0057330651
-1.271457226 -0.0265792106
0.3133961744 0.0065513985
1.2197916153 0.0254991655
-0.4045017904 -0.0084559182
-1.1676184547 -0.0244085103
-0.1535620974 -0.0032101429
-1.3809151482 -0.0288673766
0.6764996757 0.0141419051
0.1551154528 0.0032426150
0.721545937 0.0150835758
-0.8947325002 -0.0187039588
-0.4592933175 -0.0096013091
-0.3143619235 -0.0065715870
0.4575498659 0.0095648631
0.232391346 0.0048580309
0.8787291859 0.0183694171
0.0122365547 0.0002557994
0.1539479154 0.0032182082
-2.2423730754 -0.0468757463
1.2304024663 0.0257209803
0.5372024066 0.0112299617
-0.6648341382 -0.0138980425
0.7940911809 0.0166000997
0.4744203553 0.0099175327
-0.3121207045 -0.0065247354
-0.361566934 -0.0075583854
-0.3801911141 -0.0079477150
0.1920337657 0.0040143748
0.75328106 0.0157469835
-0.3023097226 -0.0063196415
0.1226077457 0.0025630568
-0.3132616449 -0.0065485862
-0.0965774603 -0.0020189060
0.0044174432 0.0000923446
0.2061370059 0.0043091964
-0.4536382116 -0.0094830918
0.2823765334 0.0059029476
0.290517254 0.0060731255
0.8134135404 0.0170040245
-1.3947289354 -0.0291561473
0.0679553588 0.0014205746
-0.0872511737 -0.0018239444
0.5897927506 0.0123293379
1.0057017612 0.0210237186
-0.3495500703 -0.0073071785
-0.5104025508 -0.0106697234
0.9484111752 0.0198260861
-0.1710587138 -0.0035759013
-0.0133965289 -0.0002800481
-0.8138147807 -0.0170124122
0.1604669029 0.0033544845
1.3246273686 0.0276907073
1.8504523202 0.0386828286
1.7895829321 0.0374103829
1.2436982099 0.0259989216
-0.6129225734 -0.0128128559
0.5664616352 0.0118416120
1.676281446 0.0350418691
-0.2237058325 -0.0046764644
-0.8346467639 -0.0174478950
1-Jun-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
WEEKLY RETURNS
10-Jun-16 10-Aug-16 10-Oct-16 10-Dec-16 10-Feb-17 10-Apr-17 10-Jun-17 10-Aug-17 10-Oct-17 10-Dec-17
MONTHLY RETURNS
1-Jun-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
R
1-Jun-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
1-Jun-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
10-Jun-16 10-Aug-16 10-Oct-16 10-Dec-16 10-Feb-17 10-Apr-17 10-Jun-17 10-Aug-17 10-Oct-17 10-Dec-17
16 1-Jun-16 1-Aug-16 1-Oct-16 1-Dec-16 1-Feb-17 1-Apr-17 1-Jun-17 1-Aug-17 1-Oct-17 1-Dec-17
Sharpe Ratio Adjusted Returns
0.05082628 0.0010640172
3.829607353 0.0800561265
-4.1182654 -0.0860903861
1.000008254 0.0209046985
t-17 1-Dec-17
RETURNS
10-Oct-17 10-Dec-17
RETURNS
17 1-Dec-17
RETURNS
17 1-Dec-17
Adjusted Returns
ct-17 1-Dec-17
Adjusted Returns
0-Oct-17 10-Dec-17
Adjusted Returns
Adjusted Returns
1-Oct-17 1-Dec-17
Date Expiry Option Type Strike Price Settle Price Open Int Returns
27-Oct-17 25-Jan-18 CE 1260 105.25 0
30-Oct-17 25-Jan-18 CE 1260 98.85 0 -0.0627349229
31-Oct-17 25-Jan-18 CE 1260 87.45 0 -0.1225363482
1-Nov-17 25-Jan-18 CE 1260 85.6 0 -0.0213819183
2-Nov-17 25-Jan-18 CE 1260 75.4 0 -0.1268780081
3-Nov-17 25-Jan-18 CE 1260 67.65 0 -0.1084599204
6-Nov-17 25-Jan-18 CE 1260 67.85 0 0.0029520317
7-Nov-17 25-Jan-18 CE 1260 55.4 0 -0.2027197925
8-Nov-17 25-Jan-18 CE 1260 52.85 0 -0.0471218814
9-Nov-17 25-Jan-18 CE 1260 76.2 0 0.3659037504
10-Nov-17 25-Jan-18 CE 1260 68.6 0 -0.105068928
13-Nov-17 25-Jan-18 CE 1260 55.15 0 -0.218235789
14-Nov-17 25-Jan-18 CE 1260 50.9 0 -0.0801938221
15-Nov-17 25-Jan-18 CE 1260 40.6 0 -0.2260948569
16-Nov-17 25-Jan-18 CE 1260 44.6 0 0.0939657924
17-Nov-17 25-Jan-18 CE 1260 45.15 0 0.0122564208
20-Nov-17 25-Jan-18 CE 1260 48.85 0 0.0787640986
21-Nov-17 25-Jan-18 CE 1260 39.8 0 -0.2048874662
22-Nov-17 25-Jan-18 CE 1260 37.6 0 -0.0568628619
23-Nov-17 25-Jan-18 CE 1260 30.4 0 -0.212561442
24-Nov-17 25-Jan-18 CE 1260 32.75 0 0.0744603537
27-Nov-17 25-Jan-18 CE 1260 33.2 0 0.0136469138
28-Nov-17 25-Jan-18 CE 1260 39.7 0 0.1788013118
29-Nov-17 25-Jan-18 CE 1260 37.7 0 -0.0516910932
30-Nov-17 25-Jan-18 CE 1260 37.6 0 -0.0026560441
1-Dec-17 25-Jan-18 CE 1260 29.5 0 -0.2426137871
4-Dec-17 25-Jan-18 CE 1260 39.25 0 0.2855611809
5-Dec-17 25-Jan-18 CE 1260 42.45 0 0.0783754685
6-Dec-17 25-Jan-18 CE 1260 34.85 0 -0.1972737756
7-Dec-17 25-Jan-18 CE 1260 41.2 0 0.1673851191
8-Dec-17 25-Jan-18 CE 1260 44.1 0 0.0680215261
11-Dec-17 25-Jan-18 CE 1260 37.55 0 -0.1607864042
12-Dec-17 25-Jan-18 CE 1260 32.25 0 -0.152155335
13-Dec-17 25-Jan-18 CE 1260 27.25 0 -0.1684645221
14-Dec-17 25-Jan-18 CE 1260 26.95 0 -0.0110702238
15-Dec-17 25-Jan-18 CE 1260 33.1 0 0.205549985
18-Dec-17 25-Jan-18 CE 1260 27.25 0 -0.1944797613
19-Dec-17 25-Jan-18 CE 1260 26.55 0 -0.0260237734
20-Dec-17 25-Jan-18 CE 1260 22.3 0 -0.1744430692
21-Dec-17 25-Jan-18 CE 1260 19 4000 -0.1601476993
22-Dec-17 25-Jan-18 CE 1260 22 9200 0.1466034742
26-Dec-17 25-Jan-18 CE 1260 18 10800 -0.2006706955
27-Dec-17 25-Jan-18 CE 1260 17.1 12800 -0.0512932944
28-Dec-17 25-Jan-18 CE 1260 17.2 29200 0.0058309203
29-Dec-17 25-Jan-18 CE 1260 15 80800 -0.1368591827
1-Jan-18 25-Jan-18 CE 1260 24.1 117600 0.4741616394
2-Jan-18 25-Jan-18 CE 1260 13.75 148800 -0.5611730164
3-Jan-18 25-Jan-18 CE 1260 12.8 150400 -0.0715936532
4-Jan-18 25-Jan-18 CE 1260 11.3 152400 -0.1246424452
5-Jan-18 25-Jan-18 CE 1260 14 159600 0.2142546039
8-Jan-18 25-Jan-18 CE 1260 23.5 169200 0.5179430915
9-Jan-18 25-Jan-18 CE 1260 19.5 174400 -0.1865859556
10-Jan-18 25-Jan-18 CE 1260 16.45 173600 -0.1700889884
11-Jan-18 25-Jan-18 CE 1260 22.85 196800 0.3286256401
12-Jan-18 25-Jan-18 CE 1260 20.75 182000 -0.0964048707
15-Jan-18 25-Jan-18 CE 1260 18.85 256000 -0.0960333328
16-Jan-18 25-Jan-18 CE 1260 10.25 282800 -0.6092352083
17-Jan-18 25-Jan-18 CE 1260 9.55 290800 -0.0707365511
18-Jan-18 25-Jan-18 CE 1260 22.45 277200 0.8547494597
19-Jan-18 25-Jan-18 CE 1260 51.45 210400 0.8293198481
22-Jan-18 25-Jan-18 CE 1260 97.1 123600 0.635130913
23-Jan-18 25-Jan-18 CE 1260 127.55 104000 0.2727670693
24-Jan-18 25-Jan-18 CE 1260 101.2 99600 -0.2314096877
25-Jan-18 25-Jan-18 CE 1260 0 88800 0
Returns
Stdev 0.268357
Risk-Free Rate 0.0636 1
Stock Price 1421.15 0.8
d1 1.082562 0.6
d2 0.948384 0.4
c (calculated) 195.4137 Returns
0.2
c (actual) 214.9
0
27-Oct-17 27-Nov-17 27-Dec-17
-0.2
-0.4
-0.6
-0.8
Returns