bondindexdata(1).xls

57
 Year Month day nbbh nbbi rf sp500 futures r_nbbh 2004 1 2 152.162 112.778 0.004 1108.48 1229.9 0.002198 2004 1 5 153.31 112.781 0.004 1122.22 1241 0.007518 2004 1 6 154.473 113.323 0.004 1123.67 1243 0.007552 2004 1 7 155.128 113.531 0.004 1126.33 1246.6 0.004236 2004 1 8 155.766 113.638 0.004 1131.92 1250.4 0.004106 2004 1 9 155.975 114.296 0.004 1121.86 1240.9 0.001337 2004 1 12 155.926 114.469 0.004 1127.23 1249.3 -0.000313 2004 1 13 155.801 114.584 0.004 1121.22 1242.3 -0.000803 2004 1 14 156.263 114.801 0.004 1130.52 1252.3 0.002961 2004 1 15 156.34 114.927 0.004 1132.05 1254.2 0.000491 2004 1 16 156.392 115.003 0.004 1139.83 1259.1 0.000333 2004 1 20 156.672 114.74 0.004 1138.77 1258.5 0.001792 2004 1 21 156.902 114.715 0.004 1147.62 1266.9 0.001466 2004 1 22 157.102 115.011 0.004 1143.94 1265 0.001275 2004 1 23 156.981 114.978 0.004 1141.55 1261.2 -0.000772 2004 1 26 156.542 114.429 0.004 1155.37 1275.3 -0.0028 2004 1 27 156.237 114.595 0.004 1144.05 1263.6 -0.001948 2004 1 28 155.525 114.548 0.004 1128.48 1250.2 -0.00457 2004 1 29 154.098 113.834 0.004 1134.11 1251.2 -0.00922 2004 1 30 154.395 114.091 0.004 1131.13 1250.9 0.001927 2004 2 2 153.985 114.028 0.003 1135.26 1255.6 - 0.00266 2004 2 3 153.911 114.249 0.003 1136.03 1254 -0.000476 2004 2 4 153.402 114.161 0.003 1126.52 1244.9 -0.003316 2004 2 5 152.478 114.004 0.003 1128.59 1247.4 -0.006039 2004 2 6 152.806 114.251 0.003 1142.76 1260 0.002147 2004 2 9 153.997 114.603 0.003 1139.81 1260.9 0.007761 2004 2 10 153.719 114.45 0.003 1145.54 1264.2 -0.001804 2004 2 11 153.982 114.732 0.003 1157.76 1276.3 0.001711 2004 2 12 154.475 114.913 0.003 1152.11 1272 0.003194 2004 2 13 154.507 114.974 0.003 1145.81 1266.7 0.000207 2004 2 17 154.463 115.029 0.003 1156.99 1277.6 -0.000283 2004 2 18 153.969 115.139 0.003 1151.82 1272.2 -0.003205 2004 2 19 153.869 115.001 0.003 1147.06 1268.3 -0.00065 2004 2 20 153.418 114.83 0.003 1144.11 1264.7 -0.002937 2004 2 23 152.994 114.86 0.003 1140.99 1261.1 -0.002765 2004 2 24 152.684 115.044 0.003 1139.09 1259.5 -0.002026 2004 2 25 153.137 115.074 0.003 1143.67 1264 0.002961 2004 2 26 153.187 114.992 0.003 1144.91 1264.2 0.000324 2004 2 27 153.132 115.188 0.003 1144.94 1265.6 -0.000358 2004 3 1 153.628 115.484 0.004 1155.97 1276.4 0.003233 2004 3 2 153.483 115.13 0.004 1149.1 1270 -0.000944 2004 3 3 153.407 114.843 0.004 1151.03 1271.7 -0.000493 2004 3 4 153.57 115.062 0.004 1154.87 1275.2 0.001063 2004 3 5 154.132 115.963 0.004 1156.86 1278.8 0.003648

Upload: phuong-ho

Post on 04-Jun-2018

216 views

Category:

Documents


0 download

TRANSCRIPT

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 1/57

 Year Month day nbbh nbbi rf sp500 futures r_nbbh

2004 1 2 152.162 112.778 0.004 1108.48 1229.9 0.002198

2004 1 5 153.31 112.781 0.004 1122.22 1241 0.007518

2004 1 6 154.473 113.323 0.004 1123.67 1243 0.007552

2004 1 7 155.128 113.531 0.004 1126.33 1246.6 0.004236

2004 1 8 155.766 113.638 0.004 1131.92 1250.4 0.0041062004 1 9 155.975 114.296 0.004 1121.86 1240.9 0.001337

2004 1 12 155.926 114.469 0.004 1127.23 1249.3 -0.000313

2004 1 13 155.801 114.584 0.004 1121.22 1242.3 -0.000803

2004 1 14 156.263 114.801 0.004 1130.52 1252.3 0.002961

2004 1 15 156.34 114.927 0.004 1132.05 1254.2 0.000491

2004 1 16 156.392 115.003 0.004 1139.83 1259.1 0.000333

2004 1 20 156.672 114.74 0.004 1138.77 1258.5 0.001792

2004 1 21 156.902 114.715 0.004 1147.62 1266.9 0.001466

2004 1 22 157.102 115.011 0.004 1143.94 1265 0.001275

2004 1 23 156.981 114.978 0.004 1141.55 1261.2 -0.000772

2004 1 26 156.542 114.429 0.004 1155.37 1275.3 -0.0028

2004 1 27 156.237 114.595 0.004 1144.05 1263.6 -0.001948

2004 1 28 155.525 114.548 0.004 1128.48 1250.2 -0.00457

2004 1 29 154.098 113.834 0.004 1134.11 1251.2 -0.00922

2004 1 30 154.395 114.091 0.004 1131.13 1250.9 0.001927

2004 2 2 153.985 114.028 0.003 1135.26 1255.6 -0.00266

2004 2 3 153.911 114.249 0.003 1136.03 1254 -0.000476

2004 2 4 153.402 114.161 0.003 1126.52 1244.9 -0.003316

2004 2 5 152.478 114.004 0.003 1128.59 1247.4 -0.006039

2004 2 6 152.806 114.251 0.003 1142.76 1260 0.002147

2004 2 9 153.997 114.603 0.003 1139.81 1260.9 0.0077612004 2 10 153.719 114.45 0.003 1145.54 1264.2 -0.001804

2004 2 11 153.982 114.732 0.003 1157.76 1276.3 0.001711

2004 2 12 154.475 114.913 0.003 1152.11 1272 0.003194

2004 2 13 154.507 114.974 0.003 1145.81 1266.7 0.000207

2004 2 17 154.463 115.029 0.003 1156.99 1277.6 -0.000283

2004 2 18 153.969 115.139 0.003 1151.82 1272.2 -0.003205

2004 2 19 153.869 115.001 0.003 1147.06 1268.3 -0.00065

2004 2 20 153.418 114.83 0.003 1144.11 1264.7 -0.002937

2004 2 23 152.994 114.86 0.003 1140.99 1261.1 -0.002765

2004 2 24 152.684 115.044 0.003 1139.09 1259.5 -0.002026

2004 2 25 153.137 115.074 0.003 1143.67 1264 0.0029612004 2 26 153.187 114.992 0.003 1144.91 1264.2 0.000324

2004 2 27 153.132 115.188 0.003 1144.94 1265.6 -0.000358

2004 3 1 153.628 115.484 0.004 1155.97 1276.4 0.003233

2004 3 2 153.483 115.13 0.004 1149.1 1270 -0.000944

2004 3 3 153.407 114.843 0.004 1151.03 1271.7 -0.000493

2004 3 4 153.57 115.062 0.004 1154.87 1275.2 0.001063

2004 3 5 154.132 115.963 0.004 1156.86 1278.8 0.003648

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 2/57

2004 3 8 154.647 116.375 0.004 1147.2 1265 0.003337

2004 3 9 155.003 116.584 0.004 1140.58 1260.4 0.002299

2004 3 10 154.578 116.575 0.004 1123.89 1241.3 -0.002746

2004 3 11 154.187 116.475 0.004 1106.78 1226.5 -0.002529

2004 3 12 153.562 116.463 0.004 1120.57 1240.3 -0.004062

2004 3 15 153.48 116.337 0.004 1104.49 1227.2 -0.0005332004 3 16 153.085 116.366 0.004 1110.7 1232.5 -0.002581

2004 3 17 153.606 116.803 0.004 1123.75 1244.7 0.0034

2004 3 18 153.389 116.624 0.004 1122.32 1245 -0.001412

2004 3 19 153.543 116.472 0.004 1109.78 1229.5 0.000998

2004 3 22 153.25 116.625 0.004 1095.4 1215.5 -0.001909

2004 3 23 152.96 116.743 0.004 1093.95 1213.5 -0.001895

2004 3 24 153.125 116.689 0.004 1091.33 1213.7 0.001082

2004 3 25 153.323 116.608 0.004 1109.19 1228.2 0.001288

2004 3 26 153.727 116.338 0.004 1108.06 1228.3 0.002635

2004 3 29 153.897 116.027 0.004 1122.47 1243.9 0.001103

2004 3 30 153.814 116.128 0.004 1127 1248.3 -0.0005362004 3 31 153.98 116.233 0.004 1126.21 1247.1 0.001074

2004 4 1 154.231 116.136 0.004 1132.17 1255.8 0.001631

2004 4 2 153.751 115.041 0.004 1141.81 1264.3 -0.003118

2004 4 5 153.689 114.623 0.004 1150.57 1270.4 -0.000405

2004 4 6 153.892 114.807 0.004 1148.16 1267 0.001321

2004 4 7 154.167 114.962 0.004 1140.53 1264.5 0.001786

2004 4 8 154.126 114.851 0.004 1139.32 1261.8 -0.000265

2004 4 12 154.372 114.639 0.004 1145.2 1266.2 0.001595

2004 4 13 153.983 114.244 0.004 1129.44 1250.4 -0.002525

2004 4 14 153.3 113.724 0.004 1128.17 1251.9 -0.004443

2004 4 15 153.459 113.778 0.004 1128.84 1247.2 0.001035

2004 4 16 153.702 113.971 0.004 1134.61 1256.3 0.001584

2004 4 19 153.822 114.02 0.004 1135.82 1255.9 0.000778

2004 4 20 153.488 113.764 0.004 1118.15 1236.7 -0.002168

2004 4 21 153.246 113.491 0.004 1124.09 1244.8 -0.001582

2004 4 22 153.64 113.768 0.004 1139.93 1259 0.00257

2004 4 23 153.616 113.608 0.004 1140.6 1261.7 -0.000155

2004 4 26 153.822 113.621 0.004 1135.53 1260.1 0.00134

2004 4 27 153.932 113.73 0.004 1138.11 1260.1 0.000713

2004 4 28 153.56 113.497 0.004 1122.41 1245.6 -0.002422

2004 4 29 153.015 113.103 0.004 1113.89 1236.3 -0.0035532004 4 30 152.897 113.224 0.004 1107.3 1228.3 -0.00077

2004 5 3 152.613 113.217 0.003 1117.49 1238.2 -0.00186

2004 5 4 152.139 113.099 0.003 1119.55 1237.7 -0.003109

2004 5 5 152.061 112.821 0.003 1121.53 1244.2 -0.000513

2004 5 6 151.026 112.425 0.003 1113.99 1235.2 -0.006833

2004 5 7 150.064 111.498 0.003 1098.7 1217.7 -0.006385

2004 5 10 148.422 111.186 0.003 1087.12 1205.6 -0.011004

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 3/57

2004 5 11 148.371 111.295 0.003 1095.45 1214.4 -0.000346

2004 5 12 148.138 111.323 0.003 1097.28 1220.9 -0.001572

2004 5 13 147.34 111.021 0.003 1096.44 1216 -0.005401

2004 5 14 146.981 111.229 0.003 1095.7 1216.9 -0.00244

2004 5 17 146.959 111.72 0.003 1084.1 1207.6 -0.000149

2004 5 18 147.723 111.728 0.003 1091.49 1212.5 0.0051852004 5 19 148.414 111.553 0.003 1088.68 1209 0.004671

2004 5 20 148.333 111.744 0.003 1089.19 1212.8 -0.000548

2004 5 21 148.764 111.854 0.003 1093.56 1214.7 0.0029

2004 5 24 149.208 111.803 0.003 1095.41 1218.8 0.002984

2004 5 25 149.418 111.861 0.003 1113.05 1234.6 0.001403

2004 5 26 150.152 112.102 0.003 1114.94 1238.2 0.004902

2004 5 27 150.398 112.512 0.003 1121.28 1244.9 0.001638

2004 5 28 150.335 112.507 0.003 1120.68 1242.5 -0.000418

2004 6 1 149.821 112.054 0.004 1121.2 1243.5 -0.00343

2004 6 2 150.09 111.953 0.004 1124.99 1247.6 0.001799

2004 6 3 150.081 111.916 0.004 1116.64 1237.1 -0.0000622004 6 4 150.305 111.868 0.004 1122.5 1245.4 0.00149

2004 6 7 150.709 111.766 0.004 1140.42 1262.5 0.002682

2004 6 8 150.916 111.788 0.004 1142.18 1264.3 0.001377

2004 6 9 150.964 111.732 0.004 1131.33 1253.6 0.000315

2004 6 10 151.053 111.645 0.004 1136.47 1258.7 0.000589

2004 6 14 150.807 111.477 0.004 1125.29 1248 -0.001631

2004 6 15 151.304 112.088 0.004 1132.01 1256.2 0.003295

2004 6 16 151.601 112.13 0.004 1133.56 1255.5 0.001959

2004 6 17 151.839 112.142 0.004 1132.05 1254.1 0.00157

2004 6 18 152.17 112.34 0.004 1135.02 1256.5 0.002178

2004 6 21 152.384 112.467 0.004 1130.3 1251.7 0.001403

2004 6 22 152.689 112.352 0.004 1134.41 1257.4 0.002001

2004 6 23 152.584 112.392 0.004 1144.06 1266.6 -0.000691

2004 6 24 152.869 112.732 0.004 1140.65 1263.8 0.001869

2004 6 25 152.755 112.669 0.004 1134.43 1257.7 -0.000745

2004 6 28 152.91 112.406 0.004 1133.35 1254.3 0.001012

2004 6 29 152.676 112.371 0.004 1136.2 1258.3 -0.001527

2004 6 30 153.033 112.782 0.004 1140.84 1262.9 0.002332

2004 7 1 153.226 113.038 0.005 1128.94 1248.7 0.00126

2004 7 2 153.53 113.695 0.005 1125.38 1248.3 0.001981

2004 7 6 153.772 113.628 0.005 1116.21 1237.5 0.0015762004 7 7 154.054 113.641 0.005 1118.33 1240.6 0.001836

2004 7 8 154.225 113.712 0.005 1109.11 1233.2 0.00111

2004 7 9 154.322 113.75 0.005 1112.81 1235.3 0.000626

2004 7 12 154.502 113.984 0.005 1114.35 1235.9 0.001169

2004 7 13 154.653 113.773 0.005 1115.14 1236.7 0.000972

2004 7 14 154.866 113.816 0.005 1111.47 1233.8 0.001381

2004 7 15 155.138 113.816 0.005 1106.69 1225.9 0.00175

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 4/57

2004 7 16 155.495 114.353 0.005 1101.39 1225.3 0.002299

2004 7 19 155.737 114.574 0.005 1100.9 1221.2 0.001558

2004 7 20 155.804 114.36 0.005 1108.67 1234.5 0.000426

2004 7 21 155.494 113.891 0.005 1093.88 1213.1 -0.001988

2004 7 22 155.204 114.028 0.005 1096.84 1216.2 -0.001871

2004 7 23 155.168 114.076 0.005 1086.2 1208 -0.0002272004 7 26 154.752 113.943 0.005 1084.07 1205.4 -0.002683

2004 7 27 154.148 113.612 0.005 1094.83 1215 -0.003915

2004 7 28 153.964 113.427 0.005 1095.42 1218 -0.00119

2004 7 29 154.367 113.524 0.005 1100.43 1222.7 0.002613

2004 7 30 154.456 113.995 0.005 1101.72 1223.6 0.000576

2004 8 2 154.738 114.191 0.005 1106.62 1228 0.001823

2004 8 3 154.325 114.3 0.005 1099.69 1219.8 -0.002674

2004 8 4 154.359 114.398 0.005 1098.63 1219.4 0.000223

2004 8 5 154.392 114.461 0.005 1080.7 1201 0.000213

2004 8 6 154.791 115.256 0.005 1063.97 1186.1 0.002582

2004 8 9 155.042 115.325 0.005 1065.22 1186.8 0.0016162004 8 10 154.688 115.259 0.005 1079.04 1198.7 -0.002284

2004 8 11 154.663 115.151 0.005 1075.79 1198.3 -0.000164

2004 8 12 154.63 115.229 0.005 1063.23 1186.3 -0.00021

2004 8 13 154.816 115.534 0.005 1064.8 1188.7 0.001202

2004 8 16 154.7 115.428 0.005 1079.34 1199.9 -0.000749

2004 8 17 155.011 115.678 0.005 1081.71 1205.6 0.002004

2004 8 18 155.581 115.801 0.005 1095.17 1217 0.003672

2004 8 19 155.639 115.805 0.005 1091.23 1213.8 0.00037

2004 8 20 155.96 115.815 0.005 1098.35 1221.2 0.002064

2004 8 23 155.97 115.582 0.005 1095.68 1218.7 0.000061

2004 8 24 156.118 115.562 0.005 1096.19 1219.9 0.000951

2004 8 25 156.294 115.789 0.005 1104.96 1226.3 0.001129

2004 8 26 156.682 115.939 0.005 1105.09 1226.9 0.002476

2004 8 27 156.863 116.12 0.005 1107.77 1230.7 0.001156

2004 8 30 156.886 116.199 0.005 1099.15 1221.5 0.000145

2004 8 31 157.166 116.523 0.005 1104.24 1226.6 0.001786

2004 9 1 157.342 116.621 0.005 1105.91 1229.2 0.001119

2004 9 2 157.415 116.41 0.005 1118.31 1242.1 0.000461

2004 9 3 157.484 116.002 0.005 1113.63 1236.9 0.000441

2004 9 7 157.299 116.071 0.005 1121.3 1244.7 -0.001177

2004 9 8 157.61 116.213 0.005 1116.27 1241.2 0.0019752004 9 9 158.095 116.515 0.005 1118.38 1240.1 0.003073

2004 9 10 158.477 116.569 0.005 1123.92 1245.9 0.002413

2004 9 13 158.862 116.661 0.005 1125.82 1250.3 0.002428

2004 9 14 158.919 116.796 0.005 1128.33 1252 0.000359

2004 9 15 158.88 116.744 0.005 1120.37 1242.8 -0.000246

2004 9 16 158.923 116.995 0.005 1123.5 1246.6 0.00027

2004 9 17 159.135 117.08 0.005 1128.55 1251 0.001336

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 5/57

2004 9 20 159.238 117.24 0.005 1122.2 1244.3 0.000646

2004 9 21 159.2 117.242 0.005 1129.3 1249.3 -0.000242

2004 9 22 159.364 117.39 0.005 1113.56 1234.9 0.001032

2004 9 23 159.663 117.472 0.005 1108.36 1229.2 0.001874

2004 9 24 159.239 117.195 0.005 1110.11 1233.5 -0.00266

2004 9 27 159.271 117.463 0.005 1103.52 1227.2 0.0002052004 9 28 159.22 117.472 0.005 1110.06 1231.7 -0.000323

2004 9 29 159.022 117.166 0.005 1114.8 1237.2 -0.001242

2004 9 30 159.24 116.972 0.005 1114.58 1236.9 0.00137

2004 10 1 159.382 116.845 0.005 1131.5 1255.2 0.00089

2004 10 4 159.614 116.84 0.005 1135.17 1257.5 0.001454

2004 10 5 159.643 116.953 0.005 1134.48 1258.4 0.000184

2004 10 6 159.815 116.769 0.005 1142.05 1264.8 0.001075

2004 10 7 160.002 116.58 0.005 1130.65 1253.4 0.001169

2004 10 8 160.682 117.069 0.005 1122.14 1244.1 0.004242

2004 10 11 160.85 117.294 0.005 1124.39 1248 0.001044

2004 10 12 160.556 117.382 0.005 1121.84 1244.4 -0.0018262004 10 13 160.698 117.483 0.005 1113.65 1234.2 0.000885

2004 10 14 160.909 117.763 0.005 1103.29 1225.1 0.001311

2004 10 15 160.641 117.644 0.005 1108.2 1230.3 -0.001666

2004 10 18 160.379 117.628 0.005 1114.02 1235.1 -0.001638

2004 10 19 160.233 117.566 0.005 1103.23 1225.5 -0.000906

2004 10 20 160.233 117.672 0.005 1103.66 1223.8 -0.000002

2004 10 21 160.478 117.806 0.005 1106.49 1229.7 0.001528

2004 10 22 160.81 117.824 0.005 1095.74 1217.9 0.002063

2004 10 25 161.256 118.051 0.005 1094.8 1217.3 0.002775

2004 10 26 161.55 118.055 0.005 1111.09 1233.5 0.001819

2004 10 27 161.655 117.825 0.005 1125.4 1246.8 0.00065

2004 10 28 162.158 117.693 0.005 1127.44 1249.6 0.003107

2004 10 29 162.863 117.865 0.005 1130.2 1252.3 0.004341

2004 11 1 162.868 117.834 0.007 1130.51 1252.8 0.000031

2004 11 2 163.242 117.821 0.007 1130.56 1252.6 0.002292

2004 11 3 163.866 117.833 0.007 1143.2 1267.1 0.003812

2004 11 4 164.623 118.104 0.007 1161.67 1282.5 0.00461

2004 11 5 164.727 117.598 0.007 1166.17 1289.7 0.00063

2004 11 8 164.756 117.411 0.007 1164.89 1288.5 0.00018

2004 11 9 164.619 117.429 0.007 1164.08 1286.2 -0.000835

2004 11 10 164.392 117.33 0.007 1162.91 1286.8 -0.001382004 11 11 164.877 117.412 0.007 1173.48 1295.7 0.002947

2004 11 12 164.794 117.557 0.007 1184.17 1304.7 -0.000502

2004 11 15 165.18 117.635 0.007 1183.81 1307.9 0.002337

2004 11 16 165.505 117.491 0.007 1175.43 1299.4 0.001965

2004 11 17 165.631 117.788 0.007 1181.94 1306.2 0.000764

2004 11 18 165.92 117.92 0.007 1183.55 1307 0.001742

2004 11 19 165.961 117.695 0.007 1170.34 1294.3 0.000246

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 6/57

2004 11 22 165.945 117.694 0.007 1177.24 1299.9 -0.000096

2004 11 23 166.056 117.737 0.007 1176.94 1301.3 0.000668

2004 11 24 166.343 117.751 0.007 1181.76 1303.9 0.001726

2004 11 26 166.63 117.541 0.007 1182.65 1302.8 0.001727

2004 11 29 165.974 117.134 0.007 1178.57 1298 -0.003945

2004 11 30 165.509 117.022 0.007 1173.82 1296.1 -0.0028072004 12 1 165.861 117.023 0.007 1191.37 1311.8 0.002122

2004 12 2 165.91 116.908 0.007 1190.33 1312.5 0.000298

2004 12 3 166.721 117.582 0.007 1191.17 1311.2 0.004873

2004 12 6 167.141 117.776 0.007 1190.25 1311.2 0.002521

2004 12 7 167.419 117.808 0.007 1177.07 1299.7 0.00166

2004 12 8 167.966 118.181 0.007 1182.81 1306.1 0.003264

2004 12 9 168.371 118.274 0.007 1189.24 1310.5 0.002405

2004 12 10 168.432 118.178 0.007 1188 1311.6 0.000362

2004 12 13 168.7 118.258 0.007 1198.68 1322.3 0.001592

2004 12 14 168.897 118.12 0.007 1203.38 1326.3 0.001168

2004 12 15 169.475 118.58 0.007 1205.72 1327 0.0034172004 12 16 169.762 118.248 0.007 1203.21 1326.3 0.001691

2004 12 17 169.799 118.044 0.007 1194.2 1318.1 0.000214

2004 12 20 169.621 118.221 0.007 1194.65 1318.5 -0.001045

2004 12 21 169.673 118.268 0.007 1205.45 1327.8 0.000306

2004 12 22 169.804 118.235 0.007 1209.57 1330.8 0.000769

2004 12 23 169.755 118.193 0.007 1210.13 1331.5 -0.000284

2004 12 27 169.736 117.929 0.007 1204.92 1328.2 -0.000113

2004 12 28 169.812 117.793 0.007 1213.54 1335.3 0.000445

2004 12 29 169.718 117.859 0.007 1213.45 1336.8 -0.000554

2004 12 30 169.931 118.034 0.007 1213.55 1334.5 0.001258

2004 12 31 170.069 118.2 0.007 1211.92 1333.5 0.000809

2005 1 3 170.575 118.355 0.008 1202.08 1326.1 0.002969

2005 1 4 170.517 118.169 0.008 1188.05 1310.8 -0.000337

2005 1 5 169.694 117.957 0.008 1183.74 1303 -0.004839

2005 1 6 169.699 117.989 0.008 1187.89 1308 0.000032

2005 1 7 169.542 117.939 0.008 1186.19 1306.1 -0.000929

2005 1 10 168.823 117.87 0.008 1190.25 1311.5 -0.004249

2005 1 11 168.603 117.994 0.008 1182.99 1303.7 -0.001304

2005 1 12 168.683 118.07 0.008 1187.7 1307.3 0.000477

2005 1 13 168.609 118.318 0.008 1177.45 1297.7 -0.000442

2005 1 14 168.194 118.212 0.008 1184.52 1303.6 -0.0024612005 1 18 168.042 118.079 0.008 1195.98 1315.5 -0.000902

2005 1 19 168.174 118.176 0.008 1184.63 1303.3 0.000785

2005 1 20 167.285 118.084 0.008 1175.41 1296.2 -0.005305

2005 1 21 167.368 118.194 0.008 1167.87 1288.4 0.0005

2005 1 24 167.478 118.473 0.008 1163.75 1286 0.000657

2005 1 25 167.697 118.13 0.008 1168.41 1289.5 0.001307

2005 1 26 167.906 118.18 0.008 1174.07 1293 0.001244

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 7/57

2005 1 27 168.274 118.08 0.008 1174.55 1294.5 0.002186

2005 1 28 168.482 118.339 0.008 1171.36 1294.5 0.001238

2005 1 31 168.678 118.456 0.008 1181.27 1301.5 0.001164

2005 2 1 169.105 118.49 0.008 1189.41 1309 0.002528

2005 2 2 169.572 118.486 0.008 1193.19 1313 0.002758

2005 2 3 169.887 118.433 0.008 1189.89 1309.4 0.0018542005 2 4 170.571 118.911 0.008 1203.03 1321.8 0.004016

2005 2 7 171.144 119.08 0.008 1201.72 1320.5 0.003354

2005 2 8 171.413 119.178 0.008 1202.3 1322 0.001575

2005 2 9 171.251 119.306 0.008 1191.99 1312.7 -0.00095

2005 2 10 170.924 119.155 0.008 1197.01 1316.4 -0.001911

2005 2 11 170.593 118.971 0.008 1205.3 1326.8 -0.001934

2005 2 14 170.773 119.042 0.008 1206.14 1326.1 0.001055

2005 2 15 171.171 118.98 0.008 1210.12 1330.5 0.002327

2005 2 16 171.224 118.766 0.008 1210.34 1330.3 0.000307

2005 2 17 171.303 118.661 0.008 1200.75 1320.8 0.00046

2005 2 18 171.032 118.352 0.008 1201.59 1322.1 -0.0015822005 2 22 170.748 118.139 0.008 1184.16 1304.5 -0.001658

2005 2 23 170.912 118.254 0.008 1190.8 1312.5 0.000957

2005 2 24 171.081 118.225 0.008 1200.2 1320.5 0.000987

2005 2 25 171.134 118.18 0.008 1211.37 1331.8 0.000313

2005 2 28 170.988 117.922 0.008 1203.6 1323.9 -0.000858

2005 3 1 170.877 117.796 0.01 1210.41 1329.9 -0.000649

2005 3 2 170.785 117.736 0.01 1210.08 1329.4 -0.000537

2005 3 3 171.032 117.802 0.01 1210.47 1329.7 0.001444

2005 3 4 171.289 117.918 0.01 1222.12 1344.1 0.001504

2005 3 7 171.696 118.124 0.01 1225.31 1345.1 0.002373

2005 3 8 171.944 117.817 0.01 1219.43 1340.4 0.001444

2005 3 9 171.287 117.285 0.01 1207.01 1326.8 -0.003831

2005 3 10 170.761 117.163 0.01 1209.25 1329.3 -0.003076

2005 3 11 170.715 117.065 0.01 1200.08 1320.8 -0.000267

2005 3 14 170.526 116.92 0.01 1206.83 1327.5 -0.001109

2005 3 15 170.082 116.95 0.01 1197.75 1318.1 -0.002608

2005 3 16 168.726 116.622 0.01 1188.07 1307.4 -0.008005

2005 3 17 168.15 116.667 0.01 1190.21 1309.5 -0.003418

2005 3 18 168.382 116.519 0.01 1189.65 1306.2 0.001379

2005 3 21 167.214 116.211 0.01 1183.78 1301.7 -0.006958

2005 3 22 166.725 116.044 0.01 1171.71 1289.6 -0.0029292005 3 23 165.829 115.529 0.01 1172.53 1290 -0.005392

2005 3 24 166.493 115.888 0.01 1171.42 1290.9 0.004

2005 3 28 166.298 115.718 0.01 1174.28 1292.8 -0.001172

2005 3 29 165.868 115.692 0.01 1165.36 1285.3 -0.002588

2005 3 30 165.095 115.75 0.01 1181.41 1300.8 -0.004673

2005 3 31 165.008 115.919 0.01 1180.59 1299.3 -0.00053

2005 4 1 165.062 116.011 0.01 1172.92 1293.1 0.000331

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 8/57

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 9/57

2005 6 7 167.992 119.123 0.01 1197.26 1314.4 0.002059

2005 6 8 167.752 119.007 0.01 1194.67 1311.3 -0.00143

2005 6 9 167.355 118.713 0.01 1200.93 1316.4 -0.002371

2005 6 10 167.947 118.558 0.01 1198.11 1314.2 0.003528

2005 6 13 168.225 118.338 0.01 1200.82 1317.8 0.001656

2005 6 14 168.859 118.273 0.01 1203.91 1320.4 0.0037622005 6 15 169.375 118.235 0.01 1206.58 1322 0.003051

2005 6 16 168.817 118.28 0.01 1210.96 1326 -0.003298

2005 6 17 168.92 118.412 0.01 1216.96 1330.7 0.000608

2005 6 20 168.849 118.306 0.01 1216.1 1330.4 -0.000423

2005 6 21 169.328 118.516 0.01 1213.61 1331.2 0.002835

2005 6 22 169.462 118.862 0.01 1213.88 1331.4 0.00079

2005 6 23 169.072 118.841 0.01 1200.73 1314.3 -0.002305

2005 6 24 168.656 118.935 0.01 1191.57 1306 -0.002458

2005 6 27 168.487 119.114 0.01 1190.69 1306.5 -0.001006

2005 6 28 169.253 119.023 0.01 1201.57 1317 0.004538

2005 6 29 169.587 119.042 0.01 1199.85 1313.2 0.0019712005 6 30 169.776 119.171 0.01 1191.33 1305.8 0.001116

2005 7 1 170.002 119.039 0.012 1194.44 1310.3 0.001327

2005 7 5 169.742 118.573 0.012 1204.99 1319.3 -0.001531

2005 7 6 169.738 118.624 0.012 1194.94 1308.9 -0.00002

2005 7 7 169.472 118.828 0.012 1197.87 1313.1 -0.001574

2005 7 8 170.096 118.694 0.012 1211.86 1326.7 0.003679

2005 7 11 170.881 118.594 0.012 1219.44 1333.7 0.004606

2005 7 12 171.246 118.604 0.012 1222.21 1335.9 0.002129

2005 7 13 171.255 118.482 0.012 1223.29 1338.2 0.000053

2005 7 14 171.994 118.537 0.012 1226.5 1342 0.004307

2005 7 15 172.133 118.496 0.012 1227.92 1341.5 0.000809

2005 7 18 172.272 118.501 0.012 1221.13 1336.8 0.000807

2005 7 19 172.06 118.445 0.012 1229.35 1343.5 -0.001231

2005 7 20 171.737 118.434 0.012 1235.2 1346.8 -0.001875

2005 7 21 171.973 118.256 0.012 1227.04 1340.3 0.00137

2005 7 22 172.158 118.391 0.012 1233.68 1347.3 0.001076

2005 7 25 172.378 118.451 0.012 1229.03 1344.4 0.001275

2005 7 26 172.563 118.429 0.012 1231.16 1345.3 0.001071

2005 7 27 172.871 118.433 0.012 1236.79 1350 0.001785

2005 7 28 173.405 118.668 0.012 1243.72 1357.3 0.003087

2005 7 29 173.531 118.553 0.012 1234.18 1347.1 0.0007272005 8 1 173.341 118.288 0.013 1235.35 1347.9 -0.001098

2005 8 2 173.258 118.273 0.013 1244.12 1355.4 -0.000479

2005 8 3 172.757 118.279 0.013 1245.04 1358.1 -0.002899

2005 8 4 172.682 118.308 0.013 1235.86 1348.3 -0.00043

2005 8 5 171.931 117.88 0.013 1226.42 1340.1 -0.004359

2005 8 8 171.379 117.771 0.013 1223.13 1337.6 -0.003215

2005 8 9 171.576 117.736 0.013 1231.38 1344.6 0.001149

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 10/57

2005 8 10 172.042 117.919 0.013 1229.13 1344.1 0.002711

2005 8 11 171.972 118.011 0.013 1237.81 1348.7 -0.000408

2005 8 12 172.063 118.331 0.013 1230.39 1341.3 0.000528

2005 8 15 172.214 118.449 0.013 1233.87 1347.8 0.000877

2005 8 16 172.198 118.63 0.013 1219.34 1331.8 -0.00009

2005 8 17 172.287 118.541 0.013 1220.24 1331.8 0.0005122005 8 18 172.618 118.673 0.013 1219.02 1331.3 0.001921

2005 8 19 173.023 118.716 0.013 1219.71 1334.1 0.002345

2005 8 22 173.127 118.862 0.013 1221.73 1334.3 0.000601

2005 8 23 173.376 119.008 0.013 1217.59 1331.7 0.001435

2005 8 24 173.562 119.013 0.013 1209.59 1320.2 0.001076

2005 8 25 173.621 119.11 0.013 1212.37 1323.9 0.00034

2005 8 26 173.787 119.051 0.013 1205.1 1316.2 0.000954

2005 8 29 173.328 119.077 0.013 1212.28 1324.7 -0.002648

2005 8 30 173.219 119.201 0.013 1208.41 1318.9 -0.000628

2005 8 31 172.896 119.597 0.013 1220.33 1331.7 -0.001864

2005 9 1 172.408 119.641 0.014 1221.59 1332.1 -0.0028262005 9 2 172.126 119.657 0.014 1218.02 1330 -0.001635

2005 9 6 172.216 119.443 0.014 1233.39 1344.5 0.00052

2005 9 7 171.872 119.208 0.014 1236.36 1345.8 -0.001998

2005 9 8 172.124 119.142 0.014 1231.67 1342.2 0.001466

2005 9 9 172.248 119.271 0.014 1241.48 1352.5 0.000721

2005 9 12 172.39 119.071 0.014 1240.56 1350.6 0.00082

2005 9 13 172.289 119.26 0.014 1231.2 1342.9 -0.000585

2005 9 14 172.46 119.247 0.014 1227.16 1338.6 0.000991

2005 9 15 172.043 119.019 0.014 1227.73 1337.5 -0.002417

2005 9 16 171.404 118.745 0.014 1237.91 1346.3 -0.003725

2005 9 19 170.692 118.767 0.014 1231.02 1342 -0.004161

2005 9 20 170.101 118.671 0.014 1221.34 1331.6 -0.003465

2005 9 21 169.776 118.955 0.014 1210.2 1319.9 -0.001915

2005 9 22 168.581 118.983 0.014 1214.62 1323.8 -0.007064

2005 9 23 169.499 118.801 0.014 1215.29 1324.5 0.005432

2005 9 26 169.942 118.591 0.014 1215.63 1325.5 0.002611

2005 9 27 169.37 118.522 0.014 1215.66 1325.7 -0.003373

2005 9 28 169.273 118.596 0.014 1216.89 1326.8 -0.000575

2005 9 29 169.141 118.59 0.014 1227.68 1335.8 -0.000777

2005 9 30 169.067 118.444 0.014 1228.81 1338.3 -0.000438

2005 10 3 169.047 118.202 0.013 1226.7 1335.8 -0.0001172005 10 4 169.393 118.256 0.013 1214.47 1320.8 0.002044

2005 10 5 169.115 118.318 0.013 1196.39 1304.7 -0.001642

2005 10 6 168.953 118.271 0.013 1191.49 1300.9 -0.000961

2005 10 7 168.435 118.165 0.013 1195.9 1304 -0.003068

2005 10 10 167.565 118.24 0.013 1187.33 1294 -0.005182

2005 10 11 166.364 118.119 0.013 1184.87 1292.4 -0.00719

2005 10 12 165.302 117.899 0.013 1177.68 1282.5 -0.006406

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 11/57

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 12/57

2005 12 16 166.749 118.333 0.015 1267.32 1370.1 0.001221

2005 12 19 166.813 118.322 0.015 1259.92 1363.4 0.000383

2005 12 20 166.355 118.229 0.015 1259.62 1363.8 -0.002748

2005 12 21 166.208 118.1 0.015 1262.79 1365.8 -0.000883

2005 12 22 166.223 118.324 0.015 1268.12 1371.4 0.00009

2005 12 23 166.157 118.449 0.015 1268.66 1372.4 -0.00042005 12 27 166.062 118.605 0.015 1256.54 1359.9 -0.000569

2005 12 28 166.372 118.703 0.015 1258.17 1361.1 0.001861

2005 12 29 166.073 118.677 0.015 1254.42 1356 -0.001799

2005 12 30 165.743 118.668 0.015 1248.29 1350.7 -0.001984

2006 1 3 166.691 118.675 0.017 1268.8 1370.6 0.005699

2006 1 4 167.668 118.799 0.017 1273.46 1376.4 0.005843

2006 1 5 168.62 118.822 0.017 1273.48 1377.2 0.005664

2006 1 6 168.94 118.755 0.017 1285.45 1387.7 0.001895

2006 1 9 170.439 118.793 0.017 1290.15 1390.8 0.008836

2006 1 10 170.159 118.607 0.017 1289.69 1392 -0.001644

2006 1 11 170.197 118.506 0.017 1294.18 1395.6 0.0002252006 1 12 169.656 118.581 0.017 1286.06 1389.5 -0.003183

2006 1 13 169.08 118.818 0.017 1287.61 1388.6 -0.003402

2006 1 17 168.325 118.971 0.017 1283.03 1385.4 -0.004477

2006 1 18 168.332 119.051 0.017 1277.93 1379.6 0.000043

2006 1 19 169.118 118.962 0.017 1285.04 1384.2 0.00466

2006 1 20 168.811 118.986 0.017 1261.49 1360.7 -0.00182

2006 1 23 169.326 119.072 0.017 1263.82 1365.1 0.003049

2006 1 24 169.92 119.029 0.017 1266.86 1366.3 0.0035

2006 1 25 170.223 118.781 0.017 1264.68 1366.9 0.001784

2006 1 26 169.839 118.495 0.017 1273.83 1373.7 -0.00226

2006 1 27 170.065 118.554 0.017 1283.72 1385.1 0.001326

2006 1 30 171.279 118.517 0.017 1285.19 1384.4 0.007115

2006 1 31 171.482 118.554 0.017 1280.08 1379.5 0.001183

2006 2 1 172.165 118.471 0.018 1282.46 1383.2 0.003978

2006 2 2 172.187 118.465 0.018 1270.84 1367.8 0.000124

2006 2 3 171.664 118.436 0.018 1264.03 1361.4 -0.003041

2006 2 6 171.424 118.598 0.018 1265.02 1364.6 -0.0014

2006 2 7 171.152 118.518 0.018 1254.78 1353.4 -0.001587

2006 2 8 170.671 118.432 0.018 1265.65 1364.1 -0.002813

2006 2 9 170.674 118.444 0.018 1263.78 1361.7 0.000016

2006 2 10 170.494 118.488 0.018 1266.99 1364.2 -0.0010522006 2 13 169.994 118.415 0.018 1262.86 1361.6 -0.002941

2006 2 14 169.841 118.349 0.018 1275.53 1374.2 -0.0009

2006 2 15 170.593 118.406 0.018 1280 1378.1 0.004418

2006 2 16 171.163 118.46 0.018 1289.38 1387.6 0.003335

2006 2 17 171.919 118.743 0.018 1287.24 1384.8 0.004412

2006 2 21 171.223 118.695 0.018 1283.03 1381.1 -0.00406

2006 2 22 170.883 118.758 0.018 1292.67 1388.1 -0.001989

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 13/57

2006 2 23 170.677 118.727 0.018 1287.79 1386.1 -0.001202

2006 2 24 170.573 118.718 0.018 1289.43 1388.9 -0.000614

2006 2 27 170.477 118.641 0.018 1294.12 1389.9 -0.000564

2006 2 28 170.797 118.802 0.018 1280.66 1378.3 0.001875

2006 3 1 170.813 118.759 0.016 1291.24 1387.8 0.000095

2006 3 2 170.211 118.509 0.016 1289.14 1387.5 -0.0035282006 3 3 169.768 118.336 0.016 1287.23 1382.3 -0.00261

2006 3 6 170.592 118.146 0.016 1278.26 1375.5 0.004844

2006 3 7 170.479 118.012 0.016 1275.88 1373.5 -0.000663

2006 3 8 170.583 118.046 0.016 1278.47 1375.5 0.000611

2006 3 9 171.112 118.077 0.016 1272.23 1367.9 0.003098

2006 3 10 171.347 117.978 0.016 1281.42 1378.9 0.00137

2006 3 13 171.793 118.031 0.016 1284.13 1381.6 0.002602

2006 3 14 171.93 118.339 0.016 1297.48 1394.6 0.000796

2006 3 15 172.411 118.312 0.016 1303.02 1400 0.002793

2006 3 16 172.782 118.691 0.016 1305.33 1402.6 0.002147

2006 3 17 172.445 118.674 0.016 1307.25 1403.2 -0.0019472006 3 20 173.066 118.811 0.016 1305.08 1401.2 0.003594

2006 3 21 173.581 118.574 0.016 1297.23 1393.3 0.002971

2006 3 22 173.663 118.546 0.016 1305.04 1400.4 0.000471

2006 3 23 173.521 118.449 0.016 1301.67 1397.6 -0.000819

2006 3 24 173.631 118.618 0.016 1302.95 1398.6 0.000635

2006 3 27 174.043 118.594 0.016 1301.61 1396.8 0.002372

2006 3 28 173.919 118.371 0.016 1293.23 1388.2 -0.000712

2006 3 29 173.432 118.147 0.016 1302.89 1395.9 -0.002807

2006 3 30 173.453 117.938 0.016 1300.25 1393.3 0.000119

2006 3 31 173.908 117.96 0.016 1294.87 1389.1 0.002621

2006 4 3 174.636 117.908 0.019 1297.81 1391.5 0.004175

2006 4 4 174.046 117.993 0.019 1305.93 1400.5 -0.003384

2006 4 5 174.006 118.113 0.019 1311.56 1404.8 -0.000229

2006 4 6 173.58 117.917 0.019 1309.04 1403.3 -0.002452

2006 4 7 173.206 117.677 0.019 1295.5 1389.7 -0.002152

2006 4 10 173.014 117.631 0.019 1296.62 1391.2 -0.001109

2006 4 11 173.5 117.783 0.019 1286.57 1379.8 0.002802

2006 4 12 173.474 117.734 0.019 1288.12 1381.3 -0.000152

2006 4 13 173.316 117.466 0.019 1289.12 1380.1 -0.00091

2006 4 17 173.427 117.543 0.019 1285.33 1378.7 0.000641

2006 4 18 173.833 117.753 0.019 1307.28 1399.3 0.0023412006 4 19 174.121 117.661 0.019 1309.93 1401.1 0.001654

2006 4 20 174.549 117.682 0.019 1311.46 1402.7 0.002456

2006 4 21 174.632 117.748 0.019 1311.28 1402.8 0.000476

2006 4 24 174.586 117.928 0.019 1308.11 1400.3 -0.000262

2006 4 25 174.476 117.696 0.019 1301.74 1395.2 -0.000633

2006 4 26 174.553 117.526 0.019 1305.41 1394.9 0.000441

2006 4 27 174.892 117.664 0.019 1309.72 1400.9 0.001939

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 14/57

2006 4 28 175.342 117.787 0.019 1310.61 1401.7 0.002571

2006 5 1 175.415 117.701 0.02 1305.19 1394 0.000417

2006 5 2 175.745 117.789 0.02 1313.21 1403.9 0.001881

2006 5 3 175.608 117.669 0.02 1308.12 1398.1 -0.000779

2006 5 4 175.404 117.621 0.02 1312.25 1402.8 -0.001162

2006 5 5 175.485 117.789 0.02 1325.76 1414.7 0.0004582006 5 8 175.687 117.806 0.02 1324.66 1413 0.001149

2006 5 9 176.034 117.764 0.02 1325.14 1415.1 0.001974

2006 5 10 176.819 117.877 0.02 1322.85 1413.6 0.004452

2006 5 11 177.07 117.674 0.02 1305.92 1397.5 0.001419

2006 5 12 176.788 117.507 0.02 1291.24 1380.1 -0.001594

2006 5 15 176.518 117.619 0.02 1294.5 1383 -0.001531

2006 5 16 176.351 117.762 0.02 1292.08 1380.7 -0.000943

2006 5 17 175.603 117.516 0.02 1270.32 1354.8 -0.004252

2006 5 18 175.484 117.796 0.02 1261.81 1348.9 -0.00068

2006 5 19 175.82 117.992 0.02 1267.03 1356.6 0.001913

2006 5 22 175.361 118.086 0.02 1262.07 1347.8 -0.0026162006 5 23 175.701 117.958 0.02 1256.58 1338.3 0.001937

2006 5 24 175.402 118.092 0.02 1258.57 1346.9 -0.001703

2006 5 25 176.092 118.056 0.02 1272.88 1361.9 0.003928

2006 5 26 176.571 118.137 0.02 1280.16 1368.5 0.002715

2006 5 30 176.45 118.007 0.02 1259.87 1345.8 -0.000687

2006 5 31 176.622 117.85 0.02 1270.09 1357.9 0.000976

2006 6 1 176.772 117.808 0.018 1285.71 1371.6 0.000852

2006 6 2 177.197 118.329 0.018 1288.22 1374 0.002397

2006 6 5 177.163 118.348 0.018 1265.29 1355.2 -0.000192

2006 6 6 176.823 118.265 0.018 1263.85 1351.5 -0.00192

2006 6 7 177.095 118.243 0.018 1256.15 1341.8 0.001537

2006 6 8 176.549 118.345 0.018 1257.93 1341.4 -0.003088

2006 6 9 177.007 118.409 0.018 1252.3 1336.6 0.002594

2006 6 12 177.452 118.417 0.018 1237.44 1322 0.002507

2006 6 13 176.746 118.446 0.018 1223.69 1307.5 -0.003985

2006 6 14 176.055 118.085 0.018 1230.04 1316.3 -0.003916

2006 6 15 175.778 117.763 0.018 1256.16 1342.8 -0.001575

2006 6 16 175.773 117.774 0.018 1251.54 1335.2 -0.000031

2006 6 19 175.923 117.633 0.018 1240.13 1323.6 0.000856

2006 6 20 175.546 117.562 0.018 1240.12 1327.5 -0.002146

2006 6 21 174.856 117.526 0.018 1252.2 1336.9 -0.0039412006 6 22 174.838 117.346 0.018 1245.6 1331 -0.000101

2006 6 23 174.518 117.195 0.018 1244.5 1330.6 -0.001835

2006 6 26 174.595 117.176 0.018 1250.56 1335.3 0.000442

2006 6 27 174.784 117.294 0.018 1239.2 1324.8 0.001084

2006 6 28 174.827 117.237 0.018 1246 1332.8 0.000247

2006 6 29 175.673 117.383 0.018 1272.87 1357.7 0.004827

2006 6 30 176.833 117.754 0.018 1270.2 1354.5 0.00658

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 15/57

2006 7 3 177.456 117.916 0.02 1280.19 1363.3 0.003519

2006 7 5 177.217 117.59 0.02 1270.91 1354.8 -0.001348

2006 7 6 177.166 117.731 0.02 1274.08 1357.9 -0.000288

2006 7 7 177.736 117.985 0.02 1265.48 1350.1 0.003214

2006 7 10 178.015 118.128 0.02 1267.34 1352.1 0.001566

2006 7 11 178.054 118.274 0.02 1272.43 1357.4 0.000222006 7 12 178.072 118.213 0.02 1258.6 1343.4 0.000099

2006 7 13 177.398 118.343 0.02 1242.28 1322.6 -0.003792

2006 7 14 177.109 118.452 0.02 1236.2 1317.3 -0.001632

2006 7 17 177.111 118.482 0.02 1234.49 1315.6 0.000012

2006 7 18 177.21 118.267 0.02 1236.86 1320.8 0.000562

2006 7 19 177.544 118.51 0.02 1259.81 1337.6 0.001882

2006 7 20 177.763 118.735 0.02 1249.13 1329.3 0.001234

2006 7 21 178.222 118.868 0.02 1240.29 1319.8 0.002576

2006 7 24 178.445 118.841 0.02 1260.91 1342.6 0.001253

2006 7 25 178.653 118.732 0.02 1268.88 1346.6 0.001163

2006 7 26 179.161 118.842 0.02 1268.4 1348.3 0.002842006 7 27 179.186 118.975 0.02 1263.2 1347.4 0.000137

2006 7 28 178.942 119.262 0.02 1278.55 1359.4 -0.001361

2006 7 31 179.06 119.361 0.02 1276.66 1356.9 0.000658

2006 8 1 179.167 119.366 0.018 1270.92 1351.8 0.000601

2006 8 2 179.868 119.499 0.018 1277.41 1359.3 0.003903

2006 8 3 179.706 119.528 0.018 1280.27 1362.3 -0.000899

2006 8 4 180.377 119.838 0.018 1279.36 1361.1 0.003726

2006 8 7 180.309 119.863 0.018 1275.77 1357.3 -0.000378

2006 8 8 180.681 119.854 0.018 1271.48 1351.9 0.002063

2006 8 9 180.854 119.813 0.018 1265.95 1346.5 0.000954

2006 8 10 180.427 119.815 0.018 1271.81 1350.6 -0.002365

2006 8 11 180.502 119.746 0.018 1266.74 1347.4 0.00042

2006 8 14 180.66 119.68 0.018 1268.21 1348.3 0.000871

2006 8 15 180.974 119.962 0.018 1285.58 1362.8 0.00174

2006 8 16 181.443 120.29 0.018 1295.43 1374 0.002584

2006 8 17 181.84 120.387 0.018 1297.48 1376.1 0.002186

2006 8 18 181.696 120.45 0.018 1302.3 1382.2 -0.000793

2006 8 21 181.355 120.615 0.018 1297.52 1377.4 -0.001878

2006 8 22 181.196 120.65 0.018 1298.82 1377.1 -0.000873

2006 8 23 181.291 120.606 0.018 1292.99 1372.9 0.000523

2006 8 24 181.334 120.691 0.018 1296.06 1371.2 0.0002372006 8 25 181.765 120.808 0.018 1295.09 1372.7 0.002374

2006 8 28 182.194 120.799 0.018 1301.78 1378.8 0.002354

2006 8 29 182.207 120.709 0.018 1304.28 1380.2 0.000074

2006 8 30 182.587 120.958 0.018 1305.37 1380.2 0.002084

2006 8 31 182.958 121.133 0.018 1303.82 1380.7 0.002029

2006 9 1 183.098 121.171 0.02 1311.01 1387.7 0.000765

2006 9 5 183.569 121.097 0.02 1313.25 1389.7 0.002567

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 16/57

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 17/57

2006 11 8 189.569 123.214 0.02 1385.72 1455.5 -0.000031

2006 11 9 189.995 123.348 0.02 1378.33 1447.9 0.002244

2006 11 10 190.438 123.576 0.02 1380.9 1448.7 0.002327

2006 11 13 190.655 123.474 0.02 1384.42 1451.9 0.001143

2006 11 14 191.193 123.665 0.02 1393.22 1461.6 0.002817

2006 11 15 191.861 123.499 0.02 1396.57 1465.4 0.0034882006 11 16 192.242 123.354 0.02 1399.76 1469 0.001984

2006 11 17 192.207 123.534 0.02 1401.2 1468.7 -0.000184

2006 11 20 192.272 123.64 0.02 1400.5 1469.2 0.000341

2006 11 21 191.865 123.722 0.02 1402.81 1470.1 -0.002122

2006 11 22 191.714 123.884 0.02 1406.09 1472.3 -0.000786

2006 11 24 191.768 123.904 0.02 1400.95 1466.8 0.000281

2006 11 27 191.862 123.957 0.02 1381.96 1447.5 0.000492

2006 11 28 191.783 124.2 0.02 1386.72 1452.5 -0.000414

2006 11 29 192.597 124.257 0.02 1399.48 1466.1 0.004235

2006 11 30 193.283 124.441 0.02 1400.63 1466.8 0.003557

2006 12 1 193.763 124.715 0.02 1396.71 1464.3 0.002482006 12 4 194.03 124.833 0.02 1409.12 1474.6 0.00138

2006 12 5 194.679 124.897 0.02 1414.76 1480.6 0.003337

2006 12 6 194.919 124.77 0.02 1412.9 1478.6 0.001231

2006 12 7 194.992 124.698 0.02 1407.29 1472.6 0.000376

2006 12 8 194.795 124.488 0.02 1409.84 1474 -0.001009

2006 12 11 195.075 124.494 0.02 1413.04 1478.6 0.001432

2006 12 12 195.019 124.596 0.02 1411.56 1476.8 -0.000283

2006 12 13 194.599 124.306 0.02 1413.21 1478.4 -0.002159

2006 12 14 194.349 124.12 0.02 1425.49 1490 -0.001284

2006 12 15 194.722 124.292 0.02 1427.09 1490 0.001915

2006 12 18 194.604 124.222 0.02 1422.48 1486.6 -0.000605

2006 12 19 194.871 124.265 0.02 1425.55 1488 0.001373

2006 12 20 195.083 124.253 0.02 1423.53 1487.1 0.001083

2006 12 21 195.365 124.356 0.02 1418.3 1481.6 0.001447

2006 12 22 195.436 124.285 0.02 1410.76 1472.1 0.000362

2006 12 26 195.372 124.265 0.02 1416.9 1480.6 -0.000329

2006 12 27 195.773 124.107 0.02 1426.84 1488.9 0.002054

2006 12 28 195.839 123.924 0.02 1424.73 1485.6 0.000335

2006 12 29 195.777 123.839 0.02 1418.3 1480.2 -0.000318

2007 1 4 196.334 124.344 0.022 1418.34 1479.3 0.000277

2007 1 5 196.402 124.185 0.022 1409.71 1468.2 0.0003462007 1 8 196.531 124.207 0.022 1412.84 1474.3 0.000656

2007 1 9 196.799 124.252 0.022 1412.11 1472.3 0.001365

2007 1 10 197.148 124.14 0.022 1414.85 1476.2 0.001772

2007 1 11 197.227 123.99 0.022 1423.82 1482.7 0.000402

2007 1 12 197.405 123.739 0.022 1430.73 1492.6 0.0009

2007 1 16 197.796 123.896 0.022 1431.9 1490.5 0.00198

2007 1 17 198.492 123.879 0.022 1430.62 1490.6 0.003509

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 18/57

2007 1 18 198.36 123.839 0.022 1426.37 1485 -0.000664

2007 1 19 198.242 123.83 0.022 1430.5 1488.5 -0.000595

2007 1 22 198.887 123.983 0.022 1422.95 1482.7 0.003247

2007 1 23 199.156 123.913 0.022 1427.99 1487.2 0.001355

2007 1 24 199.35 123.87 0.022 1440.13 1498 0.000972

2007 1 25 199.17 123.668 0.022 1423.9 1481.1 -0.0009012007 1 26 198.828 123.534 0.022 1422.18 1479.3 -0.001722

2007 1 29 198.91 123.569 0.022 1420.62 1478 0.000415

2007 1 30 198.5 123.571 0.022 1428.82 1485.8 -0.002066

2007 1 31 198.364 123.699 0.022 1438.24 1494.8 -0.000682

2007 2 1 198.88 123.895 0.02 1445.94 1502.6 0.002594

2007 2 2 199.069 123.971 0.02 1448.39 1504.9 0.000954

2007 2 5 199.258 124.108 0.02 1446.99 1505.5 0.000948

2007 2 6 199.594 124.273 0.02 1448 1505.1 0.001684

2007 2 7 200.241 124.554 0.02 1450.02 1507.5 0.003237

2007 2 8 200.072 124.562 0.02 1448.31 1505.7 -0.000846

2007 2 9 200.453 124.397 0.02 1438.06 1494.7 0.0019052007 2 12 200.256 124.312 0.02 1433.37 1489.7 -0.000986

2007 2 13 200.222 124.237 0.02 1444.26 1501.2 -0.000169

2007 2 14 200.634 124.616 0.02 1455.3 1510.4 0.002054

2007 2 15 201.198 124.994 0.02 1456.81 1511.4 0.00281

2007 2 16 201.277 125.102 0.02 1455.54 1510.7 0.00039

2007 2 20 201.407 125.153 0.02 1459.68 1513.6 0.000649

2007 2 21 201.661 125.138 0.02 1457.63 1512.2 0.00126

2007 2 22 201.758 124.999 0.02 1456.38 1511 0.00048

2007 2 23 201.374 125.194 0.02 1451.19 1505.6 -0.001908

2007 2 26 201.573 125.46 0.02 1449.37 1504.4 0.000987

2007 2 27 200.32 125.707 0.02 1399.04 1447.1 -0.006232

2007 2 28 200.403 125.713 0.02 1406.82 1460.7 0.000414

2007 3 1 199.891 125.833 0.02 1403.17 1456.7 -0.00256

2007 3 2 199.424 125.88 0.02 1387.17 1437.6 -0.002339

2007 3 5 198.211 125.831 0.02 1374.12 1424 -0.0061

2007 3 6 198.621 125.77 0.02 1395.41 1447.2 0.002065

2007 3 7 199.783 125.901 0.02 1391.97 1445 0.005833

2007 3 8 200.73 126.003 0.02 1401.89 1456.6 0.004731

2007 3 9 200.832 125.682 0.02 1402.84 1456.8 0.000505

2007 3 12 200.797 125.839 0.02 1406.6 1458.9 -0.000175

2007 3 13 200.115 125.995 0.02 1377.95 1431.3 -0.0034022007 3 14 199.18 125.876 0.02 1387.17 1441.1 -0.004681

2007 3 15 199.611 125.856 0.02 1392.28 1442.8 0.002162

2007 3 16 199.487 125.799 0.02 1386.95 1438.4 -0.000624

2007 3 19 199.607 125.681 0.02 1402.06 1455.2 0.000603

2007 3 20 199.589 125.75 0.02 1410.94 1462.8 -0.000091

2007 3 21 199.958 125.786 0.02 1435.04 1484.4 0.001848

2007 3 22 200.399 125.785 0.02 1434.54 1484.4 0.002205

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 19/57

2007 3 23 200.585 125.694 0.02 1436.11 1486.4 0.000926

2007 3 26 200.544 125.793 0.02 1437.5 1484.7 -0.000203

2007 3 27 200.342 125.675 0.02 1428.61 1480 -0.00101

2007 3 28 199.918 125.706 0.02 1417.23 1469 -0.002116

2007 3 29 200.037 125.555 0.02 1422.53 1470.9 0.000593

2007 3 30 200.034 125.463 0.02 1420.86 1470.6 -0.0000142007 4 2 199.917 125.54 0.022 1424.55 1472.7 -0.000588

2007 4 3 200.015 125.477 0.022 1437.77 1486.6 0.000495

2007 4 4 199.761 125.538 0.022 1439.37 1487.9 -0.001272

2007 4 5 200.04 125.556 0.022 1443.76 1492.1 0.001392

2007 4 9 200.256 125.202 0.022 1444.61 1493.9 0.00108

2007 4 10 200.333 125.347 0.022 1448.39 1495.4 0.000384

2007 4 11 200.629 125.426 0.022 1438.87 1488 0.00148

2007 4 12 200.663 125.362 0.022 1447.8 1494.9 0.000167

2007 4 13 200.764 125.227 0.022 1452.85 1500.7 0.000505

2007 4 16 201.113 125.348 0.022 1468.33 1514.8 0.001736

2007 4 17 201.426 125.654 0.022 1471.48 1518.4 0.0015532007 4 18 201.662 125.91 0.022 1472.5 1519.7 0.001172

2007 4 19 201.899 125.944 0.022 1470.73 1519.7 0.001173

2007 4 20 202.293 125.933 0.022 1484.35 1532.5 0.001951

2007 4 23 202.541 126.097 0.022 1480.93 1527.7 0.001225

2007 4 24 202.624 126.266 0.022 1480.41 1527.9 0.000413

2007 4 25 202.613 126.164 0.022 1495.42 1540.2 -0.000054

2007 4 26 202.86 125.989 0.022 1494.25 1542.2 0.001214

2007 4 27 202.738 125.891 0.022 1494.07 1541.4 -0.000598

2007 4 30 202.653 126.253 0.022 1482.37 1527.8 -0.000424

2007 5 1 202.562 126.238 0.019 1486.3 1532.1 -0.000446

2007 5 2 202.818 126.267 0.019 1495.92 1540.5 0.001261

2007 5 3 202.462 126.158 0.019 1502.39 1547.7 -0.001754

2007 5 4 203.179 126.355 0.019 1505.62 1553.6 0.003534

2007 5 7 203.277 126.433 0.019 1509.48 1553.7 0.000483

2007 5 8 203.463 126.485 0.019 1507.72 1551.6 0.000912

2007 5 9 203.592 126.379 0.019 1512.58 1555 0.000636

2007 5 10 203.891 126.346 0.019 1491.47 1538.6 0.001467

2007 5 11 203.921 126.383 0.019 1505.85 1551.6 0.000145

2007 5 14 204.361 126.274 0.019 1503.15 1548.1 0.002157

2007 5 15 204.545 126.253 0.019 1501.19 1547.8 0.000898

2007 5 16 204.447 126.221 0.019 1514.14 1557.4 -0.0004792007 5 17 204.53 126.045 0.019 1512.75 1554.6 0.000406

2007 5 18 204.602 125.881 0.019 1522.75 1567.3 0.000351

2007 5 21 204.747 125.782 0.019 1525.1 1567.3 0.000712

2007 5 22 204.814 125.717 0.019 1524.12 1564.7 0.000324

2007 5 23 205.115 125.505 0.019 1522.28 1564.9 0.001468

2007 5 24 205.087 125.439 0.019 1507.51 1551 -0.000135

2007 5 25 205.098 125.549 0.019 1515.73 1556.7 0.000056

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 20/57

2007 5 29 204.914 125.417 0.019 1518.11 1561.9 -0.0009

2007 5 30 204.678 125.382 0.019 1530.23 1573.3 -0.001151

2007 5 31 204.745 125.226 0.019 1530.62 1572.3 0.000328

2007 6 1 204.824 125.032 0.019 1536.34 1579 0.000385

2007 6 4 205.04 125.097 0.019 1539.18 1579.7 0.001054

2007 6 5 204.776 124.902 0.019 1530.95 1573.1 -0.001292007 6 6 204.532 124.843 0.019 1517.38 1555.8 -0.001192

2007 6 7 203.453 124.223 0.019 1490.72 1528.7 -0.005286

2007 6 8 203.067 123.906 0.019 1507.67 1547.5 -0.001902

2007 6 11 203.383 123.99 0.019 1509.12 1550.2 0.001556

2007 6 12 202.648 123.53 0.019 1493 1532.5 -0.003623

2007 6 13 202.571 123.544 0.019 1515.67 1555.2 -0.000378

2007 6 14 202.937 123.669 0.019 1522.97 1564.5 0.001806

2007 6 15 203.467 123.895 0.019 1532.91 1572.7 0.002608

2007 6 18 203.671 124.105 0.019 1531.05 1570.9 0.001002

2007 6 19 203.504 124.36 0.019 1533.7 1573.9 -0.000821

2007 6 20 203.064 124.238 0.019 1512.84 1552 -0.0021632007 6 21 202.443 124.007 0.019 1522.19 1560.8 -0.003063

2007 6 22 202.47 123.98 0.019 1502.56 1545.5 0.00013

2007 6 25 201.96 124.345 0.019 1497.74 1538.6 -0.002519

2007 6 26 201.716 124.347 0.019 1492.89 1522.8 -0.00121

2007 6 27 200.844 124.467 0.019 1506.34 1543.9 -0.004333

2007 6 28 201.294 124.393 0.019 1505.71 1542.2 0.002237

2007 6 29 201.274 124.637 0.019 1503.35 1540.4 -0.000098

2007 7 2 201.085 124.935 0.019 1519.43 1556 -0.000938

2007 7 3 201.275 125.017 0.019 1524.87 1561.2 0.000945

2007 7 5 200.95 124.445 0.019 1525.4 1559.6 -0.001617

2007 7 6 200.725 124.162 0.019 1530.44 1567.5 -0.00112

2007 7 9 200.506 124.238 0.019 1531.85 1567.5 -0.001093

2007 7 10 199.718 124.645 0.019 1510.12 1545 -0.003936

2007 7 11 198.863 124.564 0.019 1518.76 1556.1 -0.004291

2007 7 12 199.626 124.286 0.019 1547.7 1580.7 0.003826

2007 7 13 200.187 124.36 0.019 1552.5 1585.1 0.002809

2007 7 16 200.38 124.628 0.019 1549.52 1584.7 0.000963

2007 7 17 200.224 124.609 0.019 1549.37 1583.7 -0.00078

2007 7 18 199.382 124.686 0.019 1546.17 1579.8 -0.004211

2007 7 19 199.34 124.59 0.019 1553.08 1584.8 -0.000213

2007 7 20 198.091 124.884 0.019 1534.1 1570.1 -0.0062852007 7 23 197.088 124.784 0.019 1541.57 1574 -0.005074

2007 7 24 195.589 124.755 0.019 1511.04 1547.5 -0.007637

2007 7 25 194.886 124.767 0.019 1518.09 1549.7 -0.003598

2007 7 26 192.08 124.517 0.019 1482.66 1512.9 -0.014504

2007 7 27 190.261 124.452 0.019 1458.95 1483 -0.009515

2007 7 30 191.19 124.385 0.019 1473.91 1505.7 0.00487

2007 7 31 193.791 124.837 0.019 1455.27 1486.9 0.013514

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 21/57

2007 8 1 192.503 124.902 0.018 1465.81 1494.9 -0.006667

2007 8 2 194.003 125.002 0.018 1472.2 1506.7 0.007759

2007 8 3 193.574 125.193 0.018 1433.06 1468 -0.002214

2007 8 6 192.653 125.036 0.018 1467.67 1492.7 -0.00477

2007 8 7 193.511 125.065 0.018 1476.71 1507.4 0.004448

2007 8 8 195.532 124.811 0.018 1497.49 1528.9 0.0103892007 8 9 195.156 124.942 0.018 1453.09 1482.9 -0.001926

2007 8 10 193.951 124.775 0.018 1453.64 1476 -0.006195

2007 8 13 194.81 124.953 0.018 1452.92 1480.1 0.004422

2007 8 14 194.169 125.031 0.018 1426.54 1459.3 -0.003297

2007 8 15 192.835 124.847 0.018 1406.7 1439.4 -0.006893

2007 8 16 190.197 124.707 0.018 1411.27 1449.5 -0.013775

2007 8 17 191.335 124.855 0.018 1445.94 1474.9 0.005963

2007 8 20 191.567 125.13 0.018 1445.55 1474.1 0.001215

2007 8 21 191.711 125.337 0.018 1447.12 1475.3 0.000749

2007 8 22 193.124 125.247 0.018 1464.07 1493.7 0.007343

2007 8 23 194.082 125.454 0.018 1462.5 1491.4 0.0049522007 8 24 194.1 125.548 0.018 1479.37 1508.6 0.000092

2007 8 27 194.037 125.832 0.018 1466.79 1494.8 -0.000324

2007 8 28 193.53 125.956 0.018 1432.36 1463.3 -0.002617

2007 8 29 193.489 125.915 0.018 1463.76 1490.4 -0.000215

2007 8 30 193.173 126.024 0.018 1457.64 1486.6 -0.001635

2007 8 31 193.701 126.124 0.018 1473.99 1501.7 0.002733

2007 9 4 194.305 126.062 0.017 1489.42 1514.6 0.003111

2007 9 5 194.567 126.322 0.017 1472.29 1501.6 0.00135

2007 9 6 194.803 126.209 0.017 1478.55 1504.6 0.001213

2007 9 7 194.472 126.579 0.017 1453.55 1484.8 -0.001704

2007 9 10 194.489 126.957 0.017 1451.7 1480.3 0.00009

2007 9 11 194.343 126.808 0.017 1471.49 1497.8 -0.000753

2007 9 12 194.649 126.603 0.017 1471.56 1501.2 0.001574

2007 9 13 195.468 126.308 0.017 1483.95 1509.9 0.004195

2007 9 14 195.821 126.431 0.017 1484.25 1509.9 0.001808

2007 9 17 196.738 126.544 0.017 1476.65 1501.7 0.004672

2007 9 18 197.91 126.647 0.017 1519.78 1545 0.005938

2007 9 19 199.215 126.859 0.017 1529.03 1553.3 0.006571

2007 9 20 198.754 126.477 0.017 1518.75 1543.7 -0.002318

2007 9 21 199.717 126.68 0.017 1525.75 1546.3 0.004835

2007 9 24 200.436 126.92 0.017 1517.73 1543.6 0.0035962007 9 25 199.49 127.027 0.017 1517.21 1540.8 -0.004731

2007 9 26 200.57 126.927 0.017 1525.42 1548.1 0.005399

2007 9 27 200.7 127.255 0.017 1531.38 1556.5 0.000649

2007 9 28 200.427 127.429 0.017 1526.75 1550 -0.001362

2007 10 1 200.511 127.571 0.014 1547.04 1568.5 0.000418

2007 10 2 200.91 127.822 0.014 1546.63 1566.5 0.00199

2007 10 3 201.149 127.85 0.014 1539.59 1562.6 0.001185

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 22/57

2007 10 4 201.803 128.121 0.014 1542.84 1564.1 0.003249

2007 10 5 202.13 127.908 0.014 1557.59 1582.6 0.001617

2007 10 8 202.277 128.075 0.014 1552.58 1574.6 0.000726

2007 10 9 202.481 127.855 0.014 1565.15 1588.1 0.001009

2007 10 10 202.858 127.87 0.014 1562.47 1585.2 0.001862

2007 10 11 203.431 127.816 0.014 1554.41 1577.1 0.0028192007 10 12 203.619 127.803 0.014 1561.8 1586.5 0.000925

2007 10 15 204.018 127.787 0.014 1548.71 1572.1 0.001954

2007 10 16 202.961 127.92 0.014 1538.53 1559.5 -0.005194

2007 10 17 202.194 128.145 0.014 1541.24 1564.3 -0.003783

2007 10 18 201.185 128.388 0.014 1540.08 1558.7 -0.005007

2007 10 19 200.22 128.764 0.014 1500.63 1517.7 -0.004806

2007 10 22 199.94 128.744 0.014 1506.33 1525.3 -0.001399

2007 10 23 201.095 128.8 0.014 1519.59 1537.3 0.00576

2007 10 24 200.685 129.126 0.014 1515.88 1533.8 -0.002041

2007 10 25 201.015 129.096 0.014 1514.4 1537 0.001642

2007 10 26 200.811 129.002 0.014 1535.28 1554.5 -0.0010162007 10 29 201.045 129.085 0.014 1540.98 1558.9 0.001169

2007 10 30 200.792 129.091 0.014 1531.02 1547.9 -0.001261

2007 10 31 201.044 128.802 0.014 1549.38 1566.8 0.001255

2007 11 1 200.027 128.846 0.016 1508.44 1527.7 -0.00507

2007 11 2 199.368 128.883 0.016 1509.65 1529.5 -0.003302

2007 11 5 198.673 128.673 0.016 1502.17 1517.3 -0.00349

2007 11 6 199.07 128.465 0.016 1520.27 1536.9 0.001996

2007 11 7 197.762 128.277 0.016 1475.62 1494.7 -0.006593

2007 11 8 196.426 128.153 0.016 1474.77 1487.4 -0.006779

2007 11 9 195.356 128.304 0.016 1453.7 1466.8 -0.00546

2007 11 12 195.851 128.625 0.016 1439.18 1452.1 0.002529

2007 11 13 194.919 128.116 0.016 1481.05 1495.2 -0.00477

2007 11 14 195.309 128.217 0.016 1470.58 1490 0.001999

2007 11 15 193.922 128.465 0.016 1451.15 1469.8 -0.007127

2007 11 16 192.307 128.571 0.016 1458.74 1472.1 -0.008362

2007 11 19 190.441 128.621 0.016 1433.27 1449.4 -0.009755

2007 11 20 189.686 128.602 0.016 1439.7 1457.8 -0.003971

2007 11 21 188.575 128.817 0.016 1416.77 1429.7 -0.005874

2007 11 23 189.885 128.849 0.016 1440.7 1453.8 0.006924

2007 11 26 190.05 129.28 0.016 1407.22 1421.2 0.000866

2007 11 27 189.602 129.144 0.016 1428.23 1438.3 -0.002362007 11 28 191.36 128.915 0.016 1469.02 1482.5 0.009233

2007 11 29 192.521 129.204 0.016 1469.72 1483.3 0.006049

2007 11 30 194.322 129.348 0.016 1481.14 1495.6 0.009311

2007 12 3 193.986 129.647 0.013 1472.42 1487.4 -0.00173

2007 12 4 193.044 129.522 0.013 1462.79 1475.2 -0.004868

2007 12 5 193.406 129.283 0.013 1485.01 1498.8 0.00187

2007 12 6 193.178 128.951 0.013 1507.34 1519.4 -0.001179

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 23/57

2007 12 7 193.924 128.559 0.013 1504.66 1519.2 0.003856

2007 12 10 194.773 128.419 0.013 1515.96 1530.7 0.004368

2007 12 11 194.97 128.9 0.013 1477.65 1490 0.001013

2007 12 12 194.822 128.732 0.013 1486.59 1502.1 -0.000764

2007 12 13 193.933 128.462 0.013 1488.41 1500 -0.004569

2007 12 14 193.697 128.229 0.013 1467.95 1479.9 -0.0012182007 12 17 193.173 128.407 0.013 1445.9 1458.3 -0.002708

2007 12 18 193.232 128.814 0.013 1454.98 1468 0.000305

2007 12 19 192.678 129.164 0.013 1453 1466.4 -0.002871

2007 12 20 192.81 129.531 0.013 1460.12 1476.2 0.000684

2007 12 21 192.766 129.083 0.013 1484.46 1499.5 -0.000228

2007 12 24 192.429 128.999 0.013 1496.45 1508.1 -0.001749

2007 12 26 192.412 128.567 0.013 1497.66 1511.2 -0.000089

2007 12 27 192.783 128.805 0.013 1476.27 1491.3 0.001927

2007 12 28 192.557 129.396 0.013 1478.49 1487 -0.001174

2007 12 31 192.662 129.715 0.013 1468.36 1478.7 0.000543

2008 1 2 193.015 130.418 0.01 1447.16 1459.9 0.0018332008 1 3 192.354 130.465 0.01 1447.16 1460.2 -0.003429

2008 1 4 190.45 130.701 0.01 1411.63 1424.4 -0.00995

2008 1 7 189.339 130.646 0.01 1416.18 1423 -0.005852

2008 1 8 188.521 130.495 0.01 1390.19 1398.5 -0.004331

2008 1 9 186.529 130.343 0.01 1409.13 1413.1 -0.010622

2008 1 10 187.67 130.212 0.01 1420.33 1422.5 0.006097

2008 1 11 188.403 130.647 0.01 1401.02 1409.3 0.003899

2008 1 14 189.554 130.89 0.01 1416.25 1421.8 0.006094

2008 1 15 189.194 131.142 0.01 1380.95 1389.5 -0.001902

2008 1 16 188.305 131.163 0.01 1373.2 1377.6 -0.004713

2008 1 17 187.15 131.255 0.01 1333.25 1341.2 -0.006151

2008 1 18 187.499 131.12 0.01 1325.19 1326.8 0.001861

2008 1 22 185.152 131.32 0.01 1310.5 1310.8 -0.012597

2008 1 23 185.136 132 0.01 1338.6 1343 -0.000084

2008 1 24 187.688 131.277 0.01 1352.07 1353.7 0.013692

2008 1 25 189.908 131.498 0.01 1330.61 1335.6 0.011754

2008 1 28 189.789 131.701 0.01 1353.96 1356.1 -0.000624

2008 1 29 191.43 131.528 0.01 1362.3 1363.6 0.008607

2008 1 30 191.885 131.443 0.01 1355.81 1352.1 0.002375

2008 1 31 191.42 131.806 0.01 1378.55 1381.1 -0.002424

2008 2 1 192.89 132.175 0.006 1395.42 1398.6 0.0076482008 2 4 192.888 132.042 0.006 1380.82 1380.3 -0.000008

2008 2 5 191.845 132.397 0.006 1336.64 1344.7 -0.005423

2008 2 6 190.898 132.315 0.006 1326.45 1331.5 -0.004947

2008 2 7 189.807 131.913 0.006 1336.91 1341.7 -0.005732

2008 2 8 188.754 131.858 0.006 1331.29 1331.8 -0.005564

2008 2 11 188.227 132.071 0.006 1339.13 1339.7 -0.002794

2008 2 12 187.828 131.812 0.006 1348.86 1351.3 -0.002124

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 24/57

2008 2 13 188.287 131.723 0.006 1367.21 1365.2 0.002439

2008 2 14 188.623 131.411 0.006 1348.86 1352.6 0.001786

2008 2 15 187.92 131.396 0.006 1349.99 1352.8 -0.003734

2008 2 19 187.561 130.87 0.006 1348.78 1356.9 -0.001912

2008 2 20 187.092 130.454 0.006 1360.03 1360.5 -0.002507

2008 2 21 187.509 131.024 0.006 1342.53 1348.5 0.0022312008 2 22 187.509 131.25 0.006 1353.11 1357 -0.000001

2008 2 25 188.157 130.748 0.006 1371.8 1373.1 0.003451

2008 2 26 189.064 130.641 0.006 1381.29 1384.3 0.004806

2008 2 27 189.012 130.841 0.006 1380.02 1381.9 -0.000276

2008 2 28 187.823 131.102 0.006 1367.68 1367.3 -0.00631

2008 2 29 186.502 131.385 0.006 1330.63 1332.8 -0.007059

2008 3 3 185.839 131.529 0.008 1331.34 1333.4 -0.003559

2008 3 4 185.571 131.097 0.008 1326.75 1328.5 -0.001443

2008 3 5 185.945 130.549 0.008 1333.7 1337.1 0.002013

2008 3 6 185.1 130.196 0.008 1304.34 1309.4 -0.004557

2008 3 7 184.33 130.179 0.008 1293.37 1294.3 -0.0041682008 3 10 183.508 130.089 0.008 1273.37 1277.1 -0.004467

2008 3 11 182.648 129.281 0.008 1320.65 1325.4 -0.0047

2008 3 12 181.59 129.617 0.008 1308.77 1310.9 -0.005812

2008 3 13 179.56 129.458 0.008 1315.48 1314.7 -0.011241

2008 3 14 179.609 129.254 0.008 1288.14 1292.4 0.000275

2008 3 17 178.267 129.147 0.008 1276.6 1278.9 -0.007502

2008 3 18 180.046 129.118 0.008 1330.74 1333.4 0.009933

2008 3 19 181.637 129.324 0.008 1298.42 1298.8 0.008795

2008 3 20 181.502 129.465 0.008 1329.51 1324.1 -0.000742

2008 3 24 183.494 129.283 0.008 1349.88 1351 0.010917

2008 3 25 184.947 129.677 0.008 1352.99 1350.8 0.007886

2008 3 26 185.262 129.818 0.008 1341.13 1334.8 0.001699

2008 3 27 185.207 129.716 0.008 1325.76 1329.2 -0.000297

2008 3 28 184.686 129.868 0.008 1315.22 1318.3 -0.002814

2008 3 31 184.075 130.198 0.008 1322.7 1323.4 -0.003315

2008 4 1 184.911 129.939 0.008 1370.18 1370 0.004531

2008 4 2 186.25 129.89 0.008 1367.53 1370.3 0.007216

2008 4 3 187.289 130.207 0.008 1369.31 1372.8 0.005562

2008 4 4 188.863 131.032 0.008 1370.4 1371.3 0.008368

2008 4 7 190.174 131.091 0.008 1372.54 1371.6 0.006917

2008 4 8 189.873 131.124 0.008 1365.54 1370.4 -0.001582008 4 9 189.218 131.335 0.008 1354.49 1359.7 -0.00346

2008 4 10 188.87 131.272 0.008 1360.55 1362.2 -0.001839

2008 4 11 188.573 131.4 0.008 1332.83 1335 -0.001574

2008 4 14 188.165 131.303 0.008 1328.32 1330.7 -0.002163

2008 4 15 188.377 131.011 0.008 1334.43 1335.3 0.001126

2008 4 16 189.62 130.775 0.008 1364.71 1370.3 0.006577

2008 4 17 190.245 130.473 0.008 1365.56 1371.6 0.003291

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 25/57

2008 4 18 192.283 130.403 0.008 1390.33 1387.3 0.010654

2008 4 21 192.872 130.875 0.008 1388.17 1387.7 0.00306

2008 4 22 193.258 131.081 0.008 1375.94 1380.2 0.001995

2008 4 23 193.739 131.083 0.008 1379.93 1377.9 0.002486

2008 4 24 193.801 130.695 0.008 1388.82 1385.4 0.000325

2008 4 25 194.074 130.669 0.008 1397.84 1396.5 0.0014052008 4 28 195.04 130.918 0.008 1396.37 1397 0.004968

2008 4 29 194.393 131.3 0.008 1390.94 1390.7 -0.003325

2008 4 30 195.026 131.579 0.008 1385.59 1385.4 0.003249

2008 5 1 195.693 131.995 0.008 1409.34 1411 0.003418

2008 5 2 197.506 131.798 0.008 1413.9 1415.2 0.009219

2008 5 5 197.134 131.789 0.008 1407.49 1407.7 -0.001886

2008 5 6 196.313 131.685 0.008 1418.26 1420.1 -0.004172

2008 5 7 196.127 131.611 0.008 1392.57 1394.7 -0.000947

2008 5 8 196.003 131.938 0.008 1397.68 1391.4 -0.000632

2008 5 9 195.477 132.227 0.008 1388.28 1388.4 -0.002687

2008 5 12 195.588 132.213 0.008 1403.58 1404.1 0.0005642008 5 13 195.662 131.711 0.008 1403.04 1404.1 0.00038

2008 5 14 195.803 131.485 0.008 1408.66 1407.2 0.00072

2008 5 15 196.55 131.705 0.008 1423.57 1424 0.003807

2008 5 16 197.308 132.199 0.008 1425.35 1425.2 0.00385

2008 5 19 198.386 132.108 0.008 1426.63 1429.2 0.005448

2008 5 20 198.175 132.256 0.008 1413.4 1416.8 -0.001064

2008 5 21 197.922 132.164 0.008 1390.71 1392.3 -0.001275

2008 5 22 197.043 131.536 0.008 1394.35 1392.6 -0.004453

2008 5 23 196.421 131.779 0.008 1375.93 1372.8 -0.003159

2008 5 27 195.348 131.441 0.008 1385.35 1384.1 -0.005482

2008 5 28 195.417 131.007 0.008 1390.84 1390.9 0.000355

2008 5 29 195.606 130.529 0.008 1398.26 1397.2 0.000969

2008 5 30 195.564 130.915 0.008 1400.38 1400 -0.000215

2008 6 2 194.964 131.166 0.008 1385.67 1384.8 -0.003076

2008 6 3 194.69 131.25 0.008 1377.65 1378 -0.001407

2008 6 4 194.723 131.461 0.008 1377.2 1377 0.000169

2008 6 5 196.418 131.112 0.008 1404.05 1404.7 0.00867

2008 6 6 196.319 131.458 0.008 1360.68 1358.9 -0.000505

2008 6 9 196.19 131.163 0.008 1361.76 1362.9 -0.000655

2008 6 10 195.415 130.533 0.008 1358.44 1355.6 -0.003958

2008 6 11 195.214 130.453 0.008 1335.49 1335.2 -0.0010322008 6 12 195.135 129.965 0.008 1339.87 1340.5 -0.000403

2008 6 13 195.07 129.867 0.008 1360.03 1357 -0.000335

2008 6 16 195.312 129.73 0.008 1360.14 1357.3 0.00124

2008 6 17 195.486 129.897 0.008 1350.93 1350.3 0.000888

2008 6 18 194.944 130.099 0.008 1337.81 1336.1 -0.002773

2008 6 19 194.209 129.804 0.008 1342.83 1338.9 -0.003779

2008 6 20 192.602 129.881 0.008 1317.93 1316.3 -0.00831

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 26/57

2008 6 23 190.908 129.699 0.008 1318 1315.6 -0.008833

2008 6 24 188.257 129.667 0.008 1314.29 1312.8 -0.013986

2008 6 25 188.171 129.569 0.008 1321.97 1319.9 -0.000455

2008 6 26 186.091 129.559 0.008 1283.15 1281.7 -0.011114

2008 6 27 185.641 129.793 0.008 1278.38 1277.3 -0.002421

2008 6 30 185.68 129.795 0.008 1280 1278.4 0.0002062008 7 1 184.21 129.703 0.007 1284.91 1283.5 -0.007948

2008 7 2 183.513 129.788 0.007 1261.52 1260.1 -0.00379

2008 7 3 181.896 129.777 0.007 1262.9 1262.2 -0.008849

2008 7 7 181.98 129.885 0.007 1252.31 1249.1 0.000461

2008 7 8 181.365 130.009 0.007 1273.7 1271 -0.003382

2008 7 9 183.041 130.199 0.007 1244.69 1245.3 0.009194

2008 7 10 182.4 130.358 0.007 1253.39 1251.8 -0.003505

2008 7 11 180.988 129.738 0.007 1239.49 1237.1 -0.007774

2008 7 14 181.206 129.656 0.007 1228.3 1225.6 0.001209

2008 7 15 180.01 129.441 0.007 1214.91 1208.8 -0.006623

2008 7 16 180.715 128.888 0.007 1245.36 1238.4 0.0039052008 7 17 182.637 128.81 0.007 1260.32 1250.7 0.010583

2008 7 18 184.058 128.606 0.007 1260.68 1257.7 0.007751

2008 7 21 185.736 128.599 0.007 1260 1258.9 0.009075

2008 7 22 185.217 128.477 0.007 1277 1271.5 -0.002799

2008 7 23 186.853 128.425 0.007 1282.19 1279.7 0.008795

2008 7 24 185.848 128.815 0.007 1252.54 1251.1 -0.005395

2008 7 25 184.869 128.752 0.007 1257.76 1251.1 -0.005283

2008 7 28 183.6 128.897 0.007 1234.37 1232.4 -0.006886

2008 7 29 182.974 128.726 0.007 1263.2 1259 -0.003413

2008 7 30 183.131 128.842 0.007 1284.26 1282 0.000854

2008 7 31 182.114 129.428 0.007 1267.38 1264.4 -0.005569

2008 8 1 180.159 129.565 0.006 1260.31 1257.6 -0.010791

2008 8 4 179.205 129.645 0.006 1249.01 1246.1 -0.005312

2008 8 5 180.161 129.59 0.006 1284.88 1280.2 0.005322

2008 8 6 181.642 129.439 0.006 1289.19 1285 0.008185

2008 8 7 182.178 129.833 0.006 1266.07 1265.2 0.002948

2008 8 8 181.827 130.02 0.006 1296.32 1289.6 -0.001926

2008 8 11 183.523 129.865 0.006 1305.32 1302.4 0.009282

2008 8 12 184.198 130.119 0.006 1289.59 1288.8 0.003674

2008 8 13 183.872 130.041 0.006 1285.83 1281.9 -0.001771

2008 8 14 183.613 130.246 0.006 1292.93 1291.1 -0.0014132008 8 15 184.284 130.434 0.006 1298.2 1297 0.00365

2008 8 18 184.683 130.602 0.006 1278.6 1279.4 0.00216

2008 8 19 183.646 130.398 0.006 1266.69 1265.7 -0.005629

2008 8 20 183.254 130.419 0.006 1274.54 1271.1 -0.002135

2008 8 21 182.531 130.108 0.006 1277.72 1272.8 -0.003958

2008 8 22 183.008 130.151 0.006 1292.2 1289.5 0.002614

2008 8 25 182.506 130.41 0.006 1266.84 1263.7 -0.00275

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 27/57

2008 8 26 182.612 130.329 0.006 1271.51 1269 0.000583

2008 8 27 183.005 130.324 0.006 1281.66 1279.4 0.00215

2008 8 28 183.789 130.391 0.006 1300.68 1295.4 0.004276

2008 8 29 183.945 130.367 0.006 1282.83 1279.9 0.000847

2008 9 2 184.372 130.456 0.007 1277.58 1273.8 0.002315

2008 9 3 184.188 130.73 0.007 1274.98 1272.5 -0.0009952008 9 4 184.063 130.86 0.007 1236.83 1233.9 -0.000682

2008 9 5 183.633 130.925 0.007 1242.31 1238.4 -0.002335

2008 9 8 185.404 130.659 0.007 1267.79 1264.3 0.009595

2008 9 9 184.971 130.746 0.007 1224.51 1223.8 -0.002337

2008 9 10 184.753 130.216 0.007 1232.04 1230.6 -0.00118

2008 9 11 184.781 129.657 0.007 1249.05 1248.2 0.000155

2008 9 12 186.437 129.157 0.007 1251.7 1254.7 0.00892

2008 9 15 182.554 126.795 0.007 1192.7 1192.3 -0.021048

2008 9 16 178.891 124.184 0.007 1213.6 1212.4 -0.02027

2008 9 17 176.992 121.669 0.007 1156.39 1159.1 -0.010669

2008 9 18 175.271 120.881 0.007 1206.51 1199.4 -0.0097712008 9 19 179.706 123.946 0.007 1255.08 1242.2 0.024986

2008 9 22 178.234 124.133 0.007 1207.09 1210 -0.008225

2008 9 23 175.259 123.14 0.007 1188.22 1183.2 -0.016834

2008 9 24 172.854 122.928 0.007 1185.87 1189.2 -0.013815

2008 9 25 169.225 122.099 0.007 1209.18 1209.8 -0.021217

2008 9 26 165.986 120.028 0.007 1213.27 1210.7 -0.019326

2008 9 29 162.86 120.207 0.007 1106.42 1115 -0.019012

2008 9 30 161.705 120.091 0.007 1164.74 1165.2 -0.007116

2008 10 1 159.135 119.941 0.003 1161.06 1164.6 -0.016021

2008 10 2 153.419 120.054 0.003 1114.28 1120.6 -0.036584

2008 10 3 153.294 120.525 0.003 1099.23 1104.5 -0.000814

2008 10 6 148.829 119.613 0.003 1056.89 1049.5 -0.029561

2008 10 7 148.255 119.375 0.003 996.23 1002 -0.003864

2008 10 8 144.519 117.89 0.003 984.94 977.2 -0.025518

2008 10 9 140.426 116.533 0.003 909.92 908.7 -0.028736

2008 10 10 128.045 113.456 0.003 899.22 887.2 -0.092292

2008 10 13 129.556 115.439 0.003 1003.35 1012.9 0.011726

2008 10 14 136.962 118.167 0.003 998.01 998.5 0.055589

2008 10 15 132.584 117.737 0.003 907.84 899.5 -0.032487

2008 10 16 130.305 117.369 0.003 946.43 937.2 -0.017337

2008 10 17 132.319 117.25 0.003 940.55 929.7 0.0153382008 10 20 137.367 117.689 0.003 985.4 986.6 0.037443

2008 10 21 139.164 118.497 0.003 955.05 955.5 0.012998

2008 10 22 138.414 118.811 0.003 896.78 899 -0.005402

2008 10 23 137.271 118.75 0.003 908.11 911.4 -0.008297

2008 10 24 134.178 118.111 0.003 876.77 862.2 -0.022788

2008 10 27 134.998 118.21 0.003 848.92 830.9 0.006091

2008 10 28 138.34 118.128 0.003 940.51 934.9 0.024453

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 28/57

2008 10 29 144.16 118.357 0.003 930.09 923.2 0.041213

2008 10 30 147.337 118.667 0.003 954.09 957.7 0.021795

2008 10 31 144.731 119.094 0.003 968.75 963.5 -0.017842

2008 11 3 144.807 119.311 0.001 966.3 965.7 0.000522

2008 11 4 146.098 120.423 0.001 1005.75 999.4 0.008878

2008 11 5 145.895 121.52 0.001 952.77 954.2 -0.0013882008 11 6 144.841 121.636 0.001 904.88 900.7 -0.007251

2008 11 7 143.895 121.579 0.001 930.99 932.4 -0.006557

2008 11 10 142.054 122.174 0.001 919.21 917.7 -0.012873

2008 11 11 140.979 122.502 0.001 898.95 889.2 -0.007601

2008 11 12 138.161 122.238 0.001 852.3 849.7 -0.020191

2008 11 13 136.553 122.09 0.001 911.29 903.9 -0.011703

2008 11 14 135.64 122.192 0.001 873.29 857.7 -0.006708

2008 11 17 134.231 121.972 0.001 850.75 847.2 -0.010445

2008 11 18 130.953 122.11 0.001 859.12 862.7 -0.024718

2008 11 19 125.622 121.94 0.001 806.58 808.7 -0.041563

2008 11 20 121.39 121.437 0.001 752.44 744.5 -0.0342692008 11 21 117.049 120.543 0.001 800.03 788.2 -0.036417

2008 11 24 116.641 120.581 0.001 851.81 844.2 -0.00349

2008 11 25 119.261 121.321 0.001 857.39 849.4 0.022213

2008 11 26 121.392 121.803 0.001 887.68 882.4 0.01771

2008 11 28 122.649 122.031 0.001 896.24 891.5 0.010302

2008 12 1 123.432 122.628 0.004 816.21 812 0.006359

2008 12 2 125.557 122.663 0.004 848.81 845.2 0.017072

2008 12 3 126.978 123.148 0.004 870.74 864.7 0.011254

2008 12 4 126.514 123.322 0.004 845.22 843.7 -0.003659

2008 12 5 124.655 123.447 0.004 876.07 868.6 -0.014803

2008 12 8 126.904 123.437 0.004 909.7 900.9 0.017876

2008 12 9 127.649 123.801 0.004 888.67 885.7 0.005858

2008 12 10 126.558 124.152 0.004 899.24 892 -0.008584

2008 12 11 123.896 124.5 0.004 873.59 871.3 -0.02126

2008 12 12 121.857 124.483 0.004 879.73 882.2 -0.016598

2008 12 15 124.172 124.965 0.004 868.57 869.1 0.01882

2008 12 16 125.437 125.697 0.004 913.18 909.6 0.010139

2008 12 17 127.483 127.228 0.004 904.42 899.8 0.016177

2008 12 18 129.059 128.281 0.004 885.28 889.3 0.012289

2008 12 19 130.38 128.334 0.004 887.88 878.1 0.010181

2008 12 22 131.172 128.544 0.004 871.63 868.1 0.0060572008 12 23 132.195 129.015 0.004 863.16 855.4 0.007774

2008 12 24 131.656 129.274 0.004 868.15 861.8 -0.004086

2008 12 26 136.13 129.535 0.004 872.8 865.7 0.033416

2008 12 29 139.743 129.834 0.004 869.42 867.2 0.026195

2008 12 30 146.576 130.42 0.004 890.64 885 0.047735

2008 12 31 148.886 130.473 0.004 903.25 896.9 0.015642

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 29/57

r_nbbi r_sp500 r_futures

-0.003107 -0.0031 -0.00138

0.000029 0.01232 0.00898

0.004798 0.00129 0.00161

0.001829 0.00236 0.00289

0.000941 0.00495 0.003040.005772 -0.00893 -0.00763

0.001517 0.00478 0.00675

0.001005 -0.00535 -0.00562

0.001889 0.00826 0.00802

0.001097 0.00135 0.00152

0.000658 0.00685 0.0039

-0.00229 -0.00093 -0.00048

-0.000211 0.00774 0.00665

0.002577 -0.00321 -0.0015

-0.000289 -0.00209 -0.00301

-0.004784 0.01203 0.011120.001449 -0.00985 -0.00922

-0.00041 -0.0137 -0.01066

-0.006253 0.00498 0.0008

0.002249 -0.00263 -0.00024

-0.000545 0.00364 0.00375

0.001935 0.00068 -0.00128

-0.000774 -0.00841 -0.00728

-0.001374 0.00184 0.00201

0.002165 0.01248 0.01005

0.003077 -0.00258 0.00071

-0.001343 0.00501 0.00261

0.002461 0.01061 0.00953

0.001576 -0.00489 -0.00337

0.000535 -0.00548 -0.00418

0.000475 0.00971 0.00857

0.000956 -0.00448 -0.00424

-0.0012 -0.00414 -0.00307

-0.001485 -0.00258 -0.00284

0.000261 -0.00273 -0.00285

0.001598 -0.00167 -0.00127

0.000267 0.00401 0.00357-0.000712 0.00108 0.00016

0.001695 0.00003 0.00111

0.002568 0.00959 0.0085

-0.003072 -0.00596 -0.00503

-0.002489 0.00168 0.00134

0.001903 0.00333 0.00275

0.007797 0.00172 0.00282

Note: nbbh is the high yield bond index; nb

index; rf is the risk free interes rate; sp500 i

is the sp500 futures index, r_*** is the retu

Bloomberg

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 30/57

0.003547 -0.00839 -0.01085

0.001799 -0.00579 -0.00364

-0.000076 -0.01474 -0.01527

-0.000859 -0.01534 -0.01199

-0.00011 0.01238 0.01119

-0.001075 -0.01445 -0.010620.000247 0.00561 0.00431

0.003747 0.01168 0.00985

-0.001535 -0.00127 0.00024

-0.001302 -0.01124 -0.01253

0.001315 -0.01304 -0.01145

0.001007 -0.00132 -0.00165

-0.000461 -0.0024 0.00016

-0.000694 0.01623 0.01188

-0.002316 -0.00102 0.00008

-0.00268 0.01292 0.01262

0.000869 0.00403 0.003530.000909 -0.0007 -0.00096

-0.000837 0.00528 0.00695

-0.009477 0.00848 0.00675

-0.00364 0.00764 0.00481

0.00161 -0.0021 -0.00268

0.001347 -0.00667 -0.00198

-0.000969 -0.00106 -0.00214

-0.001844 0.00515 0.00348

-0.003456 -0.01386 -0.01256

-0.004558 -0.00113 0.0012

0.000476 0.00059 -0.00376

0.00169 0.0051 0.00727

0.000434 0.00107 -0.00032

-0.002253 -0.01568 -0.01541

-0.0024 0.0053 0.00653

0.002439 0.01399 0.01134

-0.001413 0.00059 0.00214

0.000118 -0.00445 -0.00127

0.000963 0.00227 0

-0.002053 -0.01389 -0.01157

-0.003484 -0.00762 -0.007490.001077 -0.00593 -0.00649

-0.000066 0.00916 0.00803

-0.001041 0.00184 -0.0004

-0.002464 0.00177 0.00524

-0.003514 -0.00675 -0.00726

-0.008281 -0.01382 -0.01427

-0.002805 -0.0106 -0.00999

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 31/57

0.000983 0.00763 0.00727

0.000256 0.00167 0.00534

-0.00272 -0.00077 -0.00402

0.001867 -0.00068 0.00074

0.00441 -0.01064 -0.00767

0.000067 0.00679 0.00405-0.001561 -0.00258 -0.00289

0.00171 0.00047 0.00314

0.000981 0.004 0.00157

-0.000453 0.00169 0.00337

0.000519 0.01598 0.01288

0.002149 0.0017 0.00291

0.003656 0.00567 0.0054

-0.000052 -0.00054 -0.00193

-0.004035 0.00046 0.0008

-0.000896 0.00337 0.00329

-0.000334 -0.00745 -0.00845-0.000427 0.00523 0.00669

-0.000915 0.01584 0.01364

0.000201 0.00154 0.00142

-0.0005 -0.00954 -0.0085

-0.000784 0.00453 0.00406

-0.001503 -0.00989 -0.00854

0.005462 0.00595 0.00655

0.00038 0.00137 -0.00056

0.000101 -0.00133 -0.00112

0.001764 0.00262 0.00191

0.001136 -0.00417 -0.00383

-0.001027 0.00363 0.00454

0.000357 0.00847 0.00729

0.003026 -0.00299 -0.00221

-0.00056 -0.00547 -0.00484

-0.002341 -0.00095 -0.00271

-0.000312 0.00251 0.00318

0.003653 0.00408 0.00365

0.002268 -0.01049 -0.01131

0.005791 -0.00316 -0.00032

-0.000589 -0.00818 -0.008690.000121 0.0019 0.0025

0.000618 -0.00828 -0.00598

0.000335 0.00333 0.0017

0.002057 0.00138 0.00049

-0.001851 0.00071 0.00065

0.000377 -0.0033 -0.00235

0 -0.00431 -0.00642

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 32/57

0.004711 -0.0048 -0.00049

0.00193 -0.00044 -0.00335

-0.00187 0.00703 0.01083

-0.004107 -0.01343 -0.01749

0.001199 0.0027 0.00255

0.000423 -0.00975 -0.00677-0.001172 -0.00196 -0.00215

-0.002907 0.00988 0.00793

-0.001627 0.00054 0.00247

0.000853 0.00456 0.00385

0.004137 0.00117 0.00074

0.001723 0.00444 0.00359

0.00095 -0.00628 -0.0067

0.000859 -0.00096 -0.00033

0.000553 -0.01645 -0.0152

0.006923 -0.0156 -0.01248

0.000594 0.00117 0.00059-0.000569 0.01289 0.00998

-0.000937 -0.00302 -0.00033

0.000675 -0.01174 -0.01006

0.002646 0.00148 0.00202

-0.00092 0.01356 0.00938

0.002162 0.00219 0.00474

0.00106 0.01237 0.00941

0.000037 -0.0036 -0.00263

0.000087 0.0065 0.00608

-0.002013 -0.00243 -0.00205

-0.000173 0.00047 0.00098

0.001959 0.00797 0.00523

0.001298 0.00012 0.00049

0.001557 0.00242 0.00309

0.000684 -0.00781 -0.0075

0.002778 0.00462 0.00417

0.000842 0.00151 0.00212

-0.001806 0.01115 0.01044

-0.003513 -0.00419 -0.0042

0.000589 0.00686 0.00629

0.001224 -0.0045 -0.002820.002595 0.00189 -0.00089

0.000463 0.00494 0.00467

0.000788 0.00169 0.00353

0.001162 0.00223 0.00136

-0.000446 -0.00708 -0.00738

0.002144 0.00279 0.00305

0.000728 0.00448 0.00352

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 33/57

0.001365 -0.00564 -0.00537

0.000023 0.00631 0.00401

0.00126 -0.01404 -0.01159

0.0007 -0.00468 -0.00463

-0.002362 0.00158 0.00349

0.002278 -0.00595 -0.005120.000082 0.00591 0.00366

-0.002609 0.00426 0.00446

-0.001656 -0.0002 -0.00024

-0.00109 0.01507 0.01469

-0.000041 0.00324 0.00183

0.000966 -0.00061 0.00072

-0.001571 0.00665 0.00507

-0.001619 -0.01003 -0.00905

0.004179 -0.00756 -0.00745

0.001925 0.002 0.00313

0.00075 -0.00227 -0.002890.000858 -0.00733 -0.00823

0.00238 -0.00935 -0.0074

-0.001012 0.00444 0.00424

-0.000139 0.00524 0.00389

-0.000523 -0.00973 -0.0078

0.000899 0.00039 -0.00139

0.001142 0.00256 0.00481

0.000148 -0.00976 -0.00964

0.00193 -0.00086 -0.00049

0.000031 0.01477 0.01322

-0.001949 0.0128 0.01072

-0.001125 0.00181 0.00224

0.001466 0.00245 0.00216

-0.000263 0.00027 0.0004

-0.000113 0.00004 -0.00016

0.000098 0.01112 0.01151

0.002299 0.01603 0.01208

-0.004292 0.00387 0.0056

-0.001587 -0.0011 -0.00093

0.00015 -0.0007 -0.00179

-0.000847 -0.00101 0.000470.000705 0.00905 0.00689

0.001234 0.00907 0.00692

0.000663 -0.0003 0.00245

-0.00123 -0.0071 -0.00652

0.002524 0.00552 0.00522

0.001123 0.00136 0.00061

-0.001913 -0.01122 -0.00976

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 34/57

-0.000003 0.00588 0.00432

0.000367 -0.00025 0.00108

0.000115 0.00409 0.002

-0.001784 0.00075 -0.00084

-0.003469 -0.00346 -0.00369

-0.000959 -0.00404 -0.001460.000014 0.01484 0.01204

-0.000986 -0.00087 0.00053

0.005749 0.00071 -0.00099

0.001647 -0.00077 0

0.000278 -0.01114 -0.00881

0.00316 0.00486 0.00491

0.000787 0.00542 0.00336

-0.000812 -0.00104 0.00084

0.000671 0.00895 0.00812

-0.001167 0.00391 0.00302

0.003889 0.00194 0.00053-0.002806 -0.00208 -0.00053

-0.001728 -0.00752 -0.0062

0.001498 0.00038 0.0003

0.000402 0.009 0.00703

-0.000277 0.00341 0.00226

-0.000359 0.00046 0.00053

-0.002234 -0.00431 -0.00248

-0.001159 0.00713 0.00533

0.000563 -0.00007 0.00112

0.001486 0.00008 -0.00172

0.001399 -0.00134 -0.00075

0.001317 -0.00815 -0.00556

-0.001574 -0.01174 -0.0116

-0.001802 -0.00363 -0.00597

0.000272 0.0035 0.00383

-0.00042 -0.00143 -0.00145

-0.000589 0.00342 0.00413

0.001052 -0.00612 -0.00597

0.000649 0.00397 0.00276

0.002097 -0.00867 -0.00737

-0.000898 0.00599 0.00454-0.001129 0.00963 0.00909

0.000824 -0.00954 -0.00932

-0.00078 -0.00781 -0.00546

0.000933 -0.00644 -0.00604

0.002359 -0.00353 -0.00186

-0.002897 0.004 0.00272

0.00042 0.00483 0.00271

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 35/57

-0.000848 0.00041 0.00116

0.002195 -0.00272 0

0.000985 0.00842 0.00539

0.000285 0.00687 0.00575

-0.000029 0.00317 0.00305

-0.000451 -0.00277 -0.002750.004029 0.01098 0.00943

0.001418 -0.00109 -0.00098

0.000829 0.00048 0.00114

0.001073 -0.00861 -0.00706

-0.001264 0.0042 0.00281

-0.001551 0.0069 0.00787

0.000599 0.0007 -0.00053

-0.000525 0.00329 0.00331

-0.001799 0.00018 -0.00015

-0.00088 -0.00795 -0.00717

-0.002609 0.0007 0.00098-0.001798 -0.01461 -0.0134

0.000967 0.00559 0.00611

-0.00024 0.00786 0.00608

-0.000382 0.00926 0.00852

-0.002186 -0.00643 -0.00595

-0.001069 0.00564 0.00452

-0.000509 -0.00027 -0.00038

0.000555 0.00032 0.00023

0.000986 0.00958 0.01077

0.001744 0.00261 0.00074

-0.0026 -0.00481 -0.0035

-0.004526 -0.01024 -0.0102

-0.00104 0.00185 0.00188

-0.000836 -0.00761 -0.00641

-0.00124 0.00561 0.00506

0.000253 -0.00755 -0.00711

-0.002802 -0.00811 -0.00815

0.000384 0.0018 0.0016

-0.001269 -0.00047 -0.00252

-0.002646 -0.00495 -0.00345

-0.001442 -0.01025 -0.00934-0.004447 0.0007 0.00031

0.003103 -0.00095 0.0007

-0.001472 0.00244 0.00147

-0.000225 -0.00763 -0.00582

0.000499 0.01368 0.01199

0.00146 -0.00069 -0.00115

0.000799 -0.00652 -0.00478

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 36/57

0.000392 0.00272 0.00162

0.000296 0.00447 0.00424

0.00144 0.00227 0.00299

0.000262 0.00595 0.00466

-0.002264 -0.00838 -0.00897

-0.001267 0.00001 0.000080.001192 0.00553 0.00484

0.001663 -0.01183 -0.01071

-0.001208 -0.01005 -0.01207

-0.001103 -0.01686 -0.01341

0.001452 0.00294 0.00254

0.002552 0.00592 0.00703

0.001707 -0.01334 -0.01259

0.001233 0.01954 0.01714

0.001177 -0.00677 -0.00337

0.000211 0.00862 0.00533

-0.001004 -0.00888 -0.008080.001139 0.00394 0.00275

0.001524 -0.01145 -0.01114

0.000003 0.01185 0.01216

-0.000346 0.00458 0.004

0.000183 -0.00085 0.00195

0.000936 0.01239 0.00715

-0.000267 -0.00257 -0.00031

-0.006012 -0.00109 -0.00287

0.000236 0.00637 0.0055

0.001529 -0.01076 -0.0094

0.000588 0.00418 0.0049

-0.000036 -0.01008 -0.01038

0.000243 -0.00459 -0.00196

0.000534 0.01004 0.00814

-0.000128 0.00693 0.0063

0.002509 0.00997 0.00895

0.000828 0.00465 0.00345

0.000206 -0.00151 -0.00084

0.002817 0.00384 0.00466

0.000508 0.00018 -0.00198

0.001338 -0.00341 -0.000840.00082 0.00637 0.0042

0.001452 0.00097 0.0016

0.002572 -0.00609 -0.00602

0.004138 0.00896 0.00678

0.002651 0.00172 0.00311

-0.000473 -0.00689 -0.00516

-0.002181 0.00125 -0.0003

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 37/57

0.002425 -0.00021 0.00068

-0.000971 -0.00217 -0.00236

-0.002479 0.00523 0.00388

-0.001301 -0.00235 -0.00167

-0.001857 0.00226 0.00274

-0.000548 0.00257 0.00197-0.000328 0.00222 0.00121

0.000384 0.00362 0.00302

0.001115 0.00494 0.00354

-0.000891 -0.00071 -0.00023

0.001766 -0.00205 0.0006

0.002916 0.00022 0.00015

-0.000176 -0.01089 -0.01293

0.000789 -0.00766 -0.00634

0.001509 -0.00074 0.00038

-0.000762 0.0091 0.008

0.000152 -0.00143 -0.002890.001083 -0.00713 -0.00565

-0.001102 0.00261 0.00344

-0.003925 0.00879 0.00685

0.000429 -0.00838 -0.00791

0.001716 0.00245 0.0032

-0.001127 0.01161 0.0103

-0.000844 0.00624 0.00526

0.000089 0.00227 0.00165

-0.001028 0.00088 0.00172

0.000464 0.00262 0.00284

-0.000346 0.00116 -0.00037

0.000039 -0.00555 -0.00351

-0.000468 0.00671 0.005

-0.000096 0.00475 0.00245

-0.001507 -0.00663 -0.00484

0.001148 0.0054 0.00521

0.000505 -0.00378 -0.00215

-0.000184 0.00173 0.00067

0.000026 0.00456 0.00349

0.001987 0.00559 0.00539

-0.000972 -0.0077 -0.00754-0.002236 0.00095 0.00059

-0.000123 0.00707 0.00555

0.000047 0.00074 0.00199

0.000245 -0.0074 -0.00724

-0.003623 -0.00767 -0.0061

-0.000927 -0.00269 -0.00187

-0.000296 0.00672 0.00522

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 38/57

0.001551 -0.00183 -0.00037

0.000779 0.00704 0.00342

0.002711 -0.00601 -0.0055

0.000994 0.00282 0.00483

0.001529 -0.01185 -0.01194

-0.000752 0.00074 00.001115 -0.001 -0.00038

0.000366 0.00057 0.0021

0.001223 0.00165 0.00015

0.001233 -0.00339 -0.00195

0.000038 -0.00659 -0.00867

0.000813 0.0023 0.0028

-0.000495 -0.00601 -0.00583

0.000218 0.00594 0.00644

0.001044 -0.0032 -0.00439

0.003314 0.00982 0.00966

0.000366 0.00103 0.00030.000134 -0.00293 -0.00158

-0.00179 0.01254 0.01084

-0.001964 0.00241 0.00097

-0.000553 -0.0038 -0.00268

0.001075 0.00793 0.00764

-0.001676 -0.00074 -0.00141

0.001584 -0.00757 -0.00572

-0.000106 -0.00329 -0.00321

-0.001913 0.00046 -0.00082

-0.002303 0.00826 0.00656

0.000179 -0.00558 -0.0032

-0.000806 -0.00789 -0.00778

0.002389 -0.00916 -0.00883

0.000241 0.00365 0.00295

-0.001532 0.00055 0.00053

-0.00177 0.00028 0.00075

-0.000579 0.00002 0.00015

0.000622 0.00101 0.00083

-0.000051 0.00883 0.00676

-0.001232 0.00092 0.00187

-0.002044 -0.00172 -0.001870.000456 -0.01002 -0.01129

0.000524 -0.015 -0.01226

-0.000402 -0.0041 -0.00292

-0.000891 0.00369 0.00238

0.000631 -0.00719 -0.0077

-0.001023 -0.00207 -0.00124

-0.001867 -0.00609 -0.00769

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 39/57

-0.002672 -0.00071 -0.00031

-0.000572 0.00823 0.00916

0.001937 0.00297 0.00332

0.00114 -0.0101 -0.00991

0.000554 0.01485 0.01467

-0.000769 -0.01513 -0.016150.00307 0.00152 0.00334

-0.000737 0.01664 0.01434

-0.002263 -0.00237 -0.00268

-0.003935 -0.00432 -0.00223

-0.000246 -0.01053 -0.01044

0.000008 0.01641 0.01328

0.000388 0.00715 0.00772

0.000028 -0.00353 -0.00267

-0.00125 0.00993 0.00897

-0.00111 0.00426 0.00423

-0.000743 0.00016 -0.001280.000481 0.00219 0.0006

0.002588 -0.00346 0

-0.001911 0.00169 0.00068

0.000751 0.00841 0.0075

0.001041 0.00305 0.00321

-0.00176 -0.00078 -0.0006

0.000858 -0.00386 -0.00351

0.002108 0.00179 0.00164

0.000832 0.00937 0.00781

-0.000087 0.00439 0.0037

0.001755 0.00526 0.00501

0.000555 0.00507 0.00374

0.000023 0.00347 0.00475

0.000512 0.00208 0.00109

0.002291 -0.00854 -0.00672

-0.00146 0.00002 -0.00117

-0.001257 -0.00638 -0.00603

-0.001074 0.01208 0.00991

-0.000831 0.00032 0.00102

-0.001146 -0.00237 -0.0019

0.001388 0.00127 0.00153-0.000076 -0.00502 -0.00556

0.002055 -0.00122 -0.00088

-0.001029 0.00281 0.00191

-0.000555 0.00084 0.00132

0.000416 0.00554 0.00577

0.003111 0.00418 0.00364

-0.000459 -0.00142 -0.00313

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 40/57

0.001727 -0.00285 -0.00262

-0.000095 -0.00586 -0.0049

-0.00078 -0.00024 0.00029

-0.001091 0.00251 0.00147

0.001888 0.00421 0.00409

0.001056 0.00043 0.000730.00132 -0.0096 -0.00915

0.000827 0.0013 0.00088

-0.000219 -0.00298 -0.00375

-0.000078 -0.0049 -0.00392

0.000056 0.0163 0.01463

0.001052 0.00367 0.00422

0.000187 0.00002 0.00058

-0.000562 0.00936 0.0076

0.000318 0.00365 0.00223

-0.001568 -0.00036 0.00086

-0.000851 0.00348 0.002580.000639 -0.00629 -0.00438

0.001997 0.0012 -0.00065

0.001287 -0.00356 -0.00231

0.000666 -0.00398 -0.0042

-0.000744 0.00555 0.00333

0.000201 -0.0185 -0.01712

0.000722 0.00185 0.00323

-0.000357 0.0024 0.00088

-0.002089 -0.00172 0.00044

-0.002412 0.00721 0.00496

0.000495 0.00773 0.00826

-0.00031 0.00114 -0.00051

0.000309 -0.00398 -0.00355

-0.000694 0.00186 0.00268

-0.000055 -0.0091 -0.0112

-0.00024 -0.00537 -0.00469

0.001368 0.00078 0.00235

-0.000676 -0.00813 -0.00824

-0.000726 0.00863 0.00787

0.000099 -0.00148 -0.00176

0.000372 0.00254 0.00183-0.000616 -0.00327 -0.00191

-0.00056 0.00998 0.00921

0.00048 0.0035 0.00283

0.00046 0.0073 0.00687

0.002384 -0.00166 -0.00202

-0.000406 -0.00328 -0.00268

0.000535 0.00749 0.00506

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 41/57

-0.000264 -0.00378 -0.00144

-0.00007 0.00127 0.00202

-0.00065 0.00363 0.00072

0.001354 -0.01046 -0.00838

-0.000357 0.00823 0.00687

-0.002114 -0.00163 -0.00022-0.001457 -0.00148 -0.00375

-0.001611 -0.00699 -0.00493

-0.001131 -0.00186 -0.00146

0.000291 0.00203 0.00146

0.000263 -0.00489 -0.00554

-0.000838 0.0072 0.00801

0.000444 0.00211 0.00196

0.002604 0.01034 0.00937

-0.000226 0.00426 0.00386

0.003201 0.00177 0.00186

-0.000144 0.00147 0.000430.001154 -0.00166 -0.00143

-0.001996 -0.00603 -0.00565

-0.000235 0.006 0.00508

-0.000816 -0.00259 -0.002

0.001425 0.00098 0.00072

-0.000206 -0.00103 -0.00129

-0.001878 -0.00646 -0.00618

-0.001901 0.00744 0.00553

-0.001769 -0.00203 -0.00186

0.000192 -0.00415 -0.00302

-0.000443 0.00227 0.00173

0.000723 0.00624 0.00645

0.001011 0.0043 0.00307

-0.001663 -0.00192 -0.00107

-0.002033 -0.0104 -0.00974

-0.000396 0.00086 0.00108

0.001296 -0.00778 -0.00823

-0.000414 0.0012 0.00109

-0.002285 0.00078 -0.00087

0.000657 -0.00294 -0.00101

0.001784 0.01693 0.01483-0.000777 0.00203 0.00129

0.000176 0.00117 0.00114

0.000565 -0.00014 0.00007

0.001522 -0.00242 -0.00178

-0.001971 -0.00488 -0.00365

-0.001441 0.00282 -0.00022

0.001171 0.0033 0.00429

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 42/57

0.001047 0.00068 0.00057

-0.000733 -0.00414 -0.00551

0.000747 0.00613 0.00708

-0.00102 -0.00388 -0.00414

-0.000402 0.00315 0.00336

0.001426 0.01024 0.008450.000143 -0.00083 -0.0012

-0.000357 0.00036 0.00149

0.000962 -0.00173 -0.00106

-0.001729 -0.01288 -0.01145

-0.001421 -0.0113 -0.01253

0.000959 0.00252 0.0021

0.001212 -0.00187 -0.00166

-0.002092 -0.01698 -0.01894

0.002382 -0.00672 -0.00436

0.00166 0.00413 0.00569

0.000797 -0.00392 -0.00651-0.001085 -0.00436 -0.00707

0.001135 0.00158 0.00641

-0.000301 0.01131 0.01108

0.000682 0.0057 0.00483

-0.001096 -0.01598 -0.01673

-0.001336 0.00808 0.00895

-0.000354 0.01222 0.01004

0.004414 0.00195 0.00175

0.000154 -0.01796 -0.01378

-0.0007 -0.00114 -0.00273

-0.000186 -0.00611 -0.0072

0.000864 0.00142 -0.0003

0.000545 -0.00449 -0.00358

0.000062 -0.01194 -0.01098

0.000245 -0.01117 -0.01103

-0.003047 0.00518 0.00671

-0.002731 0.02101 0.01993

0.000095 -0.00368 -0.00568

-0.001202 -0.00916 -0.00873

-0.000604 -0.00001 0.00294

-0.000306 0.00969 0.00706-0.001528 -0.00528 -0.00442

-0.001293 -0.00088 -0.0003

-0.000162 0.00486 0.00353

0.001008 -0.00913 -0.00789

-0.000487 0.00547 0.00602

0.001246 0.02134 0.01851

0.003156 -0.0021 -0.00236

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 43/57

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 44/57

-0.001715 -0.00994 -0.0086

0.000643 -0.00481 -0.00473

0.001637 0.00378 0.00226

-0.000998 0.00048 0.0008

0.000526 0.0103 0.00977

0.002005 0.00385 0.00288-0.000777 -0.00136 0.00022

-0.000373 0.00256 0.00201

-0.000981 0.00115 0.00143

0.002533 -0.00268 -0.00265

0.001434 0.00571 0.00429

0.002194 -0.00541 -0.00444

0.002618 -0.00247 -0.00316

0.002788 0.00878 0.00703

-0.000511 0.0075 0.00783

-0.000296 0.00018 0.00071

-0.001261 0.00171 -0.00028-0.000167 -0.00227 -0.00135

0.001148 -0.0034 -0.00355

-0.000015 0.00209 0.00199

0.001769 0.01199 0.01067

-0.00094 0.00223 0.00176

-0.002223 -0.00269 -0.0014

0.001628 0.00079 0.00028

-0.004427 0.00204 0.00105

-0.000511 -0.00257 -0.00112

-0.000168 0.0095 0.00812

-0.001113 0.00205 0.00202

0.001192 0.00252 0.00174

0.0018 -0.00367 -0.00306

-0.000148 0.00128 0.00056

-0.000342 0.00085 0.00125

-0.000379 0.0012 0.00042

-0.001002 0.00613 0.00402

0.000129 0.00026 0.00283

0.00146 0.00351 0.00303

0.002847 0.00495 0.00254

0.002594 -0.00849 -0.005580.001173 0.00043 -0.00111

0.002077 0.00001 0

0.002602 -0.00738 -0.00714

-0.00031 -0.00034 -0.00111

-0.004087 -0.00223 -0.00195

-0.000274 0.01128 0.01062

0.003413 0.00222 0.00359

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 45/57

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 46/57

-0.000327 -0.00298 -0.00376

-0.000075 0.00289 0.00235

0.00124 -0.00529 -0.0039

-0.00057 0.00354 0.00303

-0.000347 0.00847 0.00724

-0.00163 -0.01133 -0.01135-0.001085 -0.00121 -0.00122

0.000286 -0.0011 -0.00088

0.000015 0.00576 0.00526

0.001039 0.00657 0.00604

0.001581 0.00534 0.0052

0.000609 0.00169 0.00153

0.001108 -0.00097 0.0004

0.001329 0.0007 -0.00027

0.002259 0.00139 0.00159

0.000063 -0.00118 -0.00119

-0.001328 -0.0071 -0.00733-0.000684 -0.00327 -0.00335

-0.000604 0.00757 0.00769

0.003049 0.00761 0.00611

0.003028 0.00104 0.00066

0.000862 -0.00087 -0.00046

0.000412 0.00284 0.00192

-0.000124 -0.00141 -0.00093

-0.001111 -0.00086 -0.00079

0.001557 -0.00357 -0.00358

0.002127 -0.00125 -0.0008

0.001964 -0.03534 -0.03883

0.000049 0.00555 0.00935

0.000955 -0.0026 -0.00274

0.000369 -0.01147 -0.0132

-0.000389 -0.00945 -0.00951

-0.000482 0.01537 0.01616

0.001043 -0.00247 -0.00152

0.000809 0.0071 0.008

-0.002556 0.00068 0.00014

0.001253 0.00268 0.00144

0.001237 -0.02058 -0.0191-0.000943 0.00667 0.00682

-0.000156 0.00368 0.00118

-0.000456 -0.00384 -0.00305

-0.000936 0.01084 0.01161

0.000547 0.00631 0.00521

0.000285 0.01694 0.01466

-0.000009 -0.00035 0

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 47/57

-0.000727 0.00109 0.00135

0.000794 0.00097 -0.00114

-0.000938 -0.0062 -0.00317

0.000243 -0.008 -0.00746

-0.001201 0.00373 0.00129

-0.000731 -0.00117 -0.00020.00061 0.00259 0.00143

-0.000503 0.00924 0.00939

0.000491 0.00111 0.00087

0.00014 0.00305 0.00282

-0.002821 0.00059 0.00121

0.001153 0.00261 0.001

0.000632 -0.00659 -0.00496

-0.000507 0.00619 0.00463

-0.00108 0.00348 0.00387

0.000966 0.0106 0.00935

0.002436 0.00214 0.002370.002038 0.00069 0.00086

0.000266 -0.0012 0

-0.000085 0.00922 0.00839

0.001305 -0.00231 -0.00314

0.001335 -0.00035 0.00013

-0.000804 0.01009 0.00802

-0.00139 -0.00078 0.0013

-0.000779 -0.00012 -0.00052

0.002872 -0.00786 -0.00886

-0.000116 0.00265 0.00281

0.000227 0.00645 0.00547

-0.000868 0.00432 0.00466

0.001561 0.00215 0.0038

0.000617 0.00256 0.00006

0.000417 -0.00117 -0.00135

-0.000842 0.00322 0.00219

-0.000258 -0.01405 -0.0106

0.000291 0.0096 0.00841

-0.000865 -0.00179 -0.00226

-0.000168 -0.0013 -0.00019

-0.000246 0.00859 0.00618-0.001399 -0.00092 -0.0018

-0.0013 0.00659 0.00814

-0.000788 0.00154 0

-0.00052 -0.00064 -0.00166

-0.001686 -0.00121 0.00013

-0.000524 -0.00975 -0.00892

0.000875 0.00544 0.00367

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 48/57

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 49/57

0.00052 0.00722 0.00537

0.0008 0.00435 0.00786

0.001528 -0.02695 -0.02602

-0.001253 0.02386 0.01669

0.000226 0.00614 0.0098

-0.002027 0.01397 0.014160.001048 -0.0301 -0.03055

-0.001343 0.00038 -0.00466

0.00143 -0.0005 0.00277

0.00062 -0.01832 -0.01415

-0.00147 -0.01401 -0.01373

-0.001118 0.00324 0.00699

0.001182 0.02427 0.01737

0.002198 -0.00027 -0.00054

0.001655 0.00109 0.00081

-0.000717 0.01164 0.01239

0.001655 -0.00107 -0.001540.000746 0.01147 0.01147

0.00226 -0.00854 -0.00919

0.000983 -0.02375 -0.0213

-0.000322 0.02169 0.01835

0.000861 -0.00419 -0.00255

0.000794 0.01115 0.01011

-0.000494 0.01041 0.00855

0.002064 -0.01157 -0.00862

-0.000893 0.00424 0.002

0.002928 -0.01705 -0.01325

0.002976 -0.00127 -0.00304

-0.00117 0.01354 0.01175

-0.00162 0.00005 0.00227

-0.002328 0.00838 0.00578

0.000971 0.0002 0

0.000895 -0.00513 -0.00545

0.000813 0.02879 0.02843

0.001673 0.00607 0.00536

-0.003021 -0.00675 -0.0062

0.001604 0.0046 0.00168

0.001895 -0.00527 -0.001750.000842 -0.00034 -0.00182

-0.000784 0.0054 0.00473

0.002581 0.0039 0.00541

0.001365 -0.00303 -0.00418

0.001116 0.0132 0.01186

0.001966 -0.00027 -0.00128

0.000219 -0.00456 -0.00249

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 50/57

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 51/57

-0.003038 -0.00178 -0.00013

-0.001093 0.00748 0.00754

0.003739 -0.0256 -0.02695

-0.001305 0.00603 0.00809

-0.0021 0.00122 -0.0014

-0.001813 -0.01384 -0.013490.001389 -0.01513 -0.0147

0.003165 0.00626 0.00663

0.002715 -0.00136 -0.00109

0.002833 0.00489 0.00666

-0.003468 0.01653 0.01566

-0.000646 0.00804 0.00572

-0.003357 0.00081 0.00205

0.001849 -0.01439 -0.01326

0.00458 0.0015 -0.00289

0.002463 -0.00688 -0.0056

0.0054 -0.01454 -0.01280.000361 0 0.00021

0.00181 -0.02486 -0.02482

-0.00042 0.00322 -0.00098

-0.001159 -0.01852 -0.01737

-0.001165 0.01353 0.01039

-0.001006 0.00792 0.00663

0.003334 -0.01369 -0.00932

0.001861 0.01081 0.00883

0.00192 -0.02524 -0.02298

0.000161 -0.00563 -0.0086

0.000706 -0.02952 -0.02678

-0.001029 -0.00606 -0.01079

0.00152 -0.01115 -0.01213

0.005165 0.02122 0.02427

-0.005489 0.01001 0.00794

0.001678 -0.016 -0.01346

0.001541 0.0174 0.01523

-0.00131 0.00614 0.00552

-0.000649 -0.00478 -0.00847

0.002759 0.01663 0.02122

0.002795 0.01216 0.01259-0.001003 -0.01052 -0.01317

0.00268 -0.03252 -0.02613

-0.000621 -0.00765 -0.00986

-0.003038 0.00785 0.00763

-0.000416 -0.00421 -0.00741

0.001613 0.00587 0.00591

-0.001969 0.00724 0.00862

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 52/57

-0.000672 0.01351 0.01023

-0.002371 -0.01351 -0.00927

-0.000115 0.00084 0.00015

-0.00401 -0.0009 0.00303

-0.003184 0.00831 0.00265

0.004357 -0.01295 -0.008860.001729 0.00785 0.00628

-0.003838 0.01372 0.01179

-0.000818 0.00689 0.00812

0.001534 -0.00092 -0.00174

0.001991 -0.00898 -0.01062

0.002157 -0.02746 -0.02556

0.001095 0.00053 0.00045

-0.003291 -0.00345 -0.00368

-0.004191 0.00522 0.00645

-0.002704 -0.02226 -0.02093

-0.000131 -0.00845 -0.0116-0.000693 -0.01558 -0.01338

-0.00623 0.03646 0.03712

0.002597 -0.00904 -0.011

-0.001228 0.00511 0.00289

-0.001575 -0.021 -0.01711

-0.000835 -0.009 -0.0105

-0.000219 0.04153 0.04173

0.001589 -0.02459 -0.02629

0.001097 0.02366 0.01929

-0.001408 0.01521 0.02011

0.003038 0.0023 -0.00015

0.001092 -0.0088 -0.01192

-0.000791 -0.01153 -0.0042

0.001172 -0.00798 -0.00823

0.002539 0.00567 0.00386

-0.001994 0.03527 0.03461

-0.000378 -0.00194 0.00022

0.002438 0.0013 0.00182

0.006318 0.0008 -0.00109

0.000451 0.00156 0.00022

0.000254 -0.00511 -0.000880.001605 -0.00812 -0.00784

-0.000479 0.00446 0.00184

0.000976 -0.02058 -0.02017

-0.000738 -0.00339 -0.00323

-0.002228 0.00459 0.00345

-0.001803 0.02244 0.02587

-0.002309 0.00062 0.00095

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 53/57

-0.000543 0.01798 0.01138

0.003617 -0.00155 0.00029

0.00157 -0.00885 -0.00542

0.000015 0.0029 -0.00167

-0.002964 0.00642 0.00543

-0.000198 0.00647 0.007980.001902 -0.00105 0.00036

0.002915 -0.0039 -0.00452

0.002122 -0.00385 -0.00382

0.003161 0.017 0.01831

-0.001494 0.00323 0.00297

-0.000073 -0.00454 -0.00531

-0.000789 0.00762 0.00877

-0.000564 -0.01828 -0.01805

0.002488 0.00366 -0.00237

0.002185 -0.00675 -0.00216

-0.000105 0.01096 0.01124-0.003805 -0.00038 0

-0.001716 0.004 0.00221

0.001671 0.01053 0.01187

0.003742 0.00125 0.00084

-0.000691 0.0009 0.0028

0.001126 -0.00932 -0.00871

-0.0007 -0.01618 -0.01744

-0.004761 0.00261 0.00022

0.001842 -0.0133 -0.01432

-0.002567 0.00682 0.0082

-0.003308 0.00396 0.0049

-0.003654 0.00532 0.00452

0.002957 0.00152 0.002

0.001912 -0.01056 -0.01092

0.000642 -0.0058 -0.00492

0.001603 -0.00033 -0.00073

-0.00266 0.01931 0.01992

0.002642 -0.03138 -0.03315

-0.00225 0.00079 0.00294

-0.004812 -0.00244 -0.00537

-0.000618 -0.01704 -0.01516-0.003745 0.00327 0.00396

-0.000759 0.01493 0.01223

-0.001052 0.00008 0.00022

0.001287 -0.00679 -0.00517

0.001555 -0.00976 -0.01057

-0.002269 0.00375 0.00209

0.000588 -0.01872 -0.01702

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 54/57

-0.0014 0.00005 -0.00053

-0.000247 -0.00282 -0.00213

-0.000755 0.00583 0.00539

-0.000078 -0.02981 -0.02937

0.001803 -0.00372 -0.00344

0.000016 0.00127 0.00086-0.00071 0.00383 0.00398

0.000654 -0.01837 -0.0184

-0.000079 0.00109 0.00167

0.00083 -0.00842 -0.01043

0.000953 0.01694 0.01738

0.00146 -0.02304 -0.02043

0.001223 0.00697 0.00521

-0.004767 -0.01115 -0.01181

-0.000635 -0.00907 -0.00934

-0.00166 -0.01096 -0.0138

-0.004283 0.02475 0.02419-0.000602 0.01194 0.00988

-0.00159 0.00029 0.00558

-0.000051 -0.00054 0.00095

-0.000946 0.0134 0.00996

-0.000409 0.00406 0.00643

0.003034 -0.0234 -0.0226

-0.000493 0.00416 0

0.001126 -0.01877 -0.01506

-0.001326 0.02309 0.02135

0.000904 0.01653 0.0181

0.004539 -0.01323 -0.01382

0.001055 -0.00559 -0.00539

0.000616 -0.00901 -0.00919

-0.00042 0.02831 0.027

-0.001171 0.00335 0.00374

0.003042 -0.0181 -0.01553

0.001437 0.02361 0.0191

-0.001194 0.00692 0.00988

0.001957 -0.01212 -0.0105

-0.000597 -0.00292 -0.00537

0.001574 0.00551 0.007150.001444 0.00407 0.00456

0.001286 -0.01521 -0.01366

-0.001562 -0.00936 -0.01077

0.000159 0.00618 0.00426

-0.002385 0.00249 0.00134

0.00033 0.01127 0.01304

0.001989 -0.01982 -0.02021

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 55/57

-0.000622 0.00368 0.00419

-0.000038 0.00795 0.00816

0.000509 0.01473 0.01243

-0.000179 -0.01382 -0.01204

0.000678 -0.0041 -0.00478

0.002104 -0.00204 -0.001020.00099 -0.03038 -0.0308

0.000494 0.00442 0.00364

-0.002028 0.0203 0.0207

0.000662 -0.03473 -0.03256

-0.004057 0.00613 0.00554

-0.004303 0.01371 0.0142

-0.003868 0.00212 0.00519

-0.018453 -0.04828 -0.05101

-0.02081 0.01737 0.01672

-0.020458 -0.04829 -0.04496

-0.006498 0.04243 0.034180.025036 0.03947 0.03506

0.001512 -0.03899 -0.02626

-0.008038 -0.01576 -0.0224

-0.001718 -0.00198 0.00506

-0.006765 0.01947 0.01717

-0.01711 0.00338 0.00074

0.001493 -0.09219 -0.08234

-0.00097 0.05137 0.04404

-0.001246 -0.00316 -0.00052

0.000944 -0.04112 -0.03851

0.003915 -0.0136 -0.01447

-0.007596 -0.03928 -0.05108

-0.001997 -0.05911 -0.04632

-0.012514 -0.0114 -0.02506

-0.011577 -0.07922 -0.07268

-0.026762 -0.01183 -0.02394

0.01733 0.10957 0.1325

0.023353 -0.00534 -0.01432

-0.003648 -0.0947 -0.10442

-0.003129 0.04163 0.04106

-0.001015 -0.00623 -0.008030.003743 0.04658 0.0594

0.006842 -0.03128 -0.03203

0.002642 -0.06295 -0.06095

-0.000514 0.01255 0.0137

-0.005396 -0.03512 -0.05549

0.000838 -0.03228 -0.03698

-0.000691 0.10246 0.11793

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 56/57

0.001933 -0.01114 -0.01259

0.002619 0.02548 0.03669

0.003594 0.01525 0.00604

0.001813 -0.00253 0.00228

0.009284 0.04001 0.0343

0.009069 -0.05412 -0.046280.000952 -0.05157 -0.0577

-0.000474 0.02845 0.03459

0.004889 -0.01273 -0.01589

0.002682 -0.02229 -0.03155

-0.002162 -0.05329 -0.04544

-0.001208 0.06692 0.06184

0.000836 -0.04259 -0.05246

-0.001805 -0.02615 -0.01232

0.001133 0.00979 0.01813

-0.001394 -0.06311 -0.06464

-0.004136 -0.06948 -0.08272-0.007389 0.06133 0.05704

0.000318 0.06271 0.06864

0.006119 0.00653 0.00614

0.003964 0.03472 0.03812

0.001868 0.0096 0.01026

0.004878 -0.09354 -0.09341

0.000289 0.03916 0.04007

0.003943 0.02551 0.02281

0.00141 -0.02975 -0.02459

0.001014 0.03585 0.02909

-0.000082 0.03767 0.03651

0.002952 -0.02339 -0.01702

0.002831 0.01182 0.00709

0.002793 -0.02894 -0.02348

-0.00013 0.007 0.01243

0.003859 -0.01277 -0.01496

0.005845 0.05008 0.04555

0.012101 -0.00964 -0.01083

0.008247 -0.02139 -0.01174

0.000415 0.00293 -0.01267

0.00163 -0.01847 -0.011450.003661 -0.00976 -0.01474

0.002 0.00576 0.00745

0.002023 0.00534 0.00452

0.002305 -0.00388 0.00173

0.004503 0.02411 0.02032

0.000407 0.01406 0.01336

8/14/2019 BondIndexData(1).xls

http://slidepdf.com/reader/full/bondindexdata1xls 57/57

i is the investment grade bond

s the sp500 stock index; futures

n of the index. Datasource: