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  • 7/27/2019 HY Tr Correlation

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    1999-09-10 4.97 5.94 0.05

    1999-09-17 5.02 5.92 0.05

    1999-09-24 5.13 5.88 0.11

    1999-10-01 5.12 5.92 -0.01

    1999-10-08 5.04 6.02 -0.08

    1999-10-15 4.96 6.11 -0.08

    1999-10-22 4.96 6.18 0.001999-10-29 5.01 6.16 0.05

    1999-11-05 5.14 6.00 0.13

    1999-11-12 5.14 5.96 0.00

    1999-11-19 5.10 6.02 -0.04

    1999-11-26 5.00 6.10 -0.10

    1999-12-03 4.89 6.20 -0.11

    1999-12-10 4.89 6.13 0.00

    1999-12-17 4.77 6.24 -0.12

    1999-12-24 4.67 6.39 -0.10

    1999-12-31 4.70 6.41 0.03

    2000-01-07 4.79 6.56 0.09

    2000-01-14 4.77 6.66 -0.022000-01-21 4.75 6.77 -0.02

    2000-01-28 4.81 6.68 0.06

    2000-02-04 4.89 6.58 0.08

    2000-02-11 4.80 6.62 -0.09

    2000-02-18 4.86 6.55 0.06

    2000-02-25 4.99 6.38 0.13

    2000-03-03 5.09 6.39 0.10

    2000-03-10 5.15 6.39 0.06

    2000-03-17 5.33 6.28 0.18

    2000-03-24 5.48 6.14 0.15

    2000-03-31 5.66 6.13 0.18

    2000-04-07 5.89 5.92 0.232000-04-14 5.89 5.89 0.00

    2000-04-21 5.84 6.01 -0.05

    2000-04-28 5.76 6.15 -0.08

    2000-05-05 5.79 6.40 0.03

    2000-05-12 5.78 6.50 -0.01

    2000-05-19 5.82 6.49 0.04

    2000-05-26 6.05 6.42 0.23

    2000-06-02 6.19 6.26 0.14

    2000-06-09 6.18 6.13 -0.01

    2000-06-16 6.16 6.06 -0.02

    2000-06-23 6.09 6.09 -0.07

    2000-06-30 6.08 6.08 -0.012000-07-07 6.20 6.01 0.12

    2000-07-14 6.14 6.06 -0.06

    2000-07-21 6.03 6.10 -0.11

    2000-07-28 6.10 6.04 0.07

    2000-08-04 6.32 5.98 0.22

    2000-08-11 6.34 5.85 0.02

    2000-08-18 6.36 5.80 0.02

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    2000-08-25 6.42 5.75 0.06

    2000-09-01 6.37 5.76 -0.05

    2000-09-08 6.38 5.73 0.01

    2000-09-15 6.32 5.78 -0.06

    2000-09-22 6.43 5.88 0.11

    2000-09-29 6.62 5.82 0.19

    2000-10-06 6.79 5.86 0.172000-10-13 7.10 5.76 0.31

    2000-10-20 7.50 5.68 0.40

    2000-10-27 7.61 5.66 0.11

    2000-11-03 7.74 5.76 0.13

    2000-11-10 7.77 5.85 0.03

    2000-11-17 7.93 5.73 0.16

    2000-11-24 8.29 5.65 0.36

    2000-12-01 8.73 5.56 0.44

    2000-12-08 9.10 5.39 0.37

    2000-12-15 8.93 5.29 -0.17

    2000-12-22 8.97 5.10 0.04

    2000-12-29 9.03 5.10 0.062001-01-05 9.18 5.01 0.15

    2001-01-12 8.72 5.08 -0.46

    2001-01-19 8.31 5.19 -0.41

    2001-01-26 8.08 5.29 -0.23

    2001-02-02 7.90 5.20 -0.18

    2001-02-09 7.64 5.13 -0.26

    2001-02-16 7.50 5.11 -0.14

    2001-02-23 7.56 5.13 0.06

    2001-03-02 7.68 4.95 0.12

    2001-03-09 7.59 4.95 -0.09

    2001-03-16 7.79 4.86 0.20

    2001-03-23 8.21 4.78 0.422001-03-30 8.13 4.95 -0.08

    2001-04-06 8.48 4.95 0.35

    2001-04-13 8.57 5.08 0.09

    2001-04-20 8.48 5.24 -0.09

    2001-04-27 8.53 5.25 0.05

    2001-05-04 7.90 5.28 -0.63

    2001-05-11 7.79 5.29 -0.11

    2001-05-18 7.65 5.46 -0.14

    2001-05-25 7.58 5.46 -0.07

    2001-06-01 7.59 5.48 0.01

    2001-06-08 7.72 5.32 0.13

    2001-06-15 7.90 5.28 0.182001-06-22 8.34 5.23 0.44

    2001-06-29 8.33 5.29 -0.01

    2001-07-06 8.13 5.41 -0.20

    2001-07-13 8.22 5.31 0.09

    2001-07-20 8.37 5.17 0.15

    2001-07-27 8.32 5.16 -0.05

    2001-08-03 8.11 5.13 -0.21

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    2001-08-10 7.93 5.08 -0.18

    2001-08-17 8.04 4.95 0.11

    2001-08-24 8.12 4.90 0.08

    2001-08-31 8.17 4.84 0.05

    2001-09-07 8.03 4.91 -0.14

    2001-09-14 8.82 4.68 0.79

    2001-09-21 9.65 4.70 0.832001-09-28 10.02 4.66 0.37

    2001-10-05 10.14 4.53 0.12

    2001-10-12 9.91 4.65 -0.23

    2001-10-19 9.62 4.60 -0.29

    2001-10-26 9.60 4.60 -0.02

    2001-11-02 9.60 4.37 0.00

    2001-11-09 9.43 4.30 -0.17

    2001-11-16 8.92 4.66 -0.51

    2001-11-23 8.30 4.93 -0.62

    2001-11-30 8.24 4.92 -0.06

    2001-12-07 8.25 4.92 0.01

    2001-12-14 8.32 5.14 0.072001-12-21 8.32 5.14 0.00

    2001-12-28 8.31 5.17 -0.01

    2002-01-04 8.10 5.15 -0.21

    2002-01-11 8.08 5.04 -0.02

    2002-01-18 8.24 4.92 0.16

    2002-01-25 8.22 5.05 -0.02

    2002-02-01 8.07 5.05 -0.15

    2002-02-08 8.00 4.92 -0.07

    2002-02-15 8.05 4.94 0.05

    2002-02-22 8.18 4.87 0.13

    2002-03-01 8.21 4.90 0.03

    2002-03-08 7.67 5.13 -0.542002-03-15 7.28 5.34 -0.39

    2002-03-22 7.13 5.37 -0.15

    2002-03-29 7.11 5.38 -0.02

    2002-04-05 7.11 5.32 0.00

    2002-04-12 7.19 5.22 0.08

    2002-04-19 7.18 5.21 -0.01

    2002-04-26 7.20 5.13 0.02

    2002-05-03 6.95 5.11 -0.25

    2002-05-10 6.95 5.16 0.00

    2002-05-17 6.97 5.26 0.02

    2002-05-24 7.10 5.17 0.13

    2002-05-31 7.17 5.10 0.072002-06-07 7.34 5.06 0.17

    2002-06-14 7.68 4.97 0.34

    2002-06-21 7.95 4.83 0.27

    2002-06-28 8.78 4.84 0.83

    2002-07-05 8.90 4.83 0.12

    2002-07-12 9.11 4.71 0.21

    2002-07-19 9.23 4.68 0.12

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    2002-07-26 9.85 4.47 0.62

    2002-08-02 9.80 4.52 -0.05

    2002-08-09 9.88 4.35 0.08

    2002-08-16 10.06 4.18 0.18

    2002-08-23 9.80 4.24 -0.26

    2002-08-30 9.50 4.21 -0.30

    2002-09-06 9.71 3.98 0.212002-09-13 9.65 4.00 -0.06

    2002-09-20 9.72 3.84 0.07

    2002-09-27 10.21 3.73 0.49

    2002-10-04 10.38 3.69 0.17

    2002-10-11 11.00 3.68 0.62

    2002-10-18 10.77 4.11 -0.23

    2002-10-25 10.54 4.21 -0.23

    2002-11-01 10.58 4.00 0.04

    2002-11-08 10.17 4.00 -0.41

    2002-11-15 10.03 3.94 -0.14

    2002-11-22 9.38 4.08 -0.65

    2002-11-29 9.01 4.19 -0.372002-12-06 8.81 4.17 -0.20

    2002-12-13 9.05 4.04 0.24

    2002-12-20 8.95 4.05 -0.10

    2002-12-27 9.04 3.92 0.09

    2003-01-03 8.81 3.94 -0.23

    2003-01-10 8.14 4.10 -0.67

    2003-01-17 7.99 4.10 -0.15

    2003-01-24 8.17 3.97 0.18

    2003-01-31 8.26 4.01 0.09

    2003-02-07 8.29 3.98 0.03

    2003-02-14 8.51 3.95 0.22

    2003-02-21 8.52 3.89 0.012003-02-28 8.42 3.78 -0.10

    2003-03-07 8.32 3.65 -0.10

    2003-03-14 8.27 3.65 -0.05

    2003-03-21 7.87 3.97 -0.40

    2003-03-28 7.78 3.96 -0.09

    2003-04-04 7.45 3.90 -0.33

    2003-04-11 7.22 3.97 -0.23

    2003-04-18 7.05 3.99 -0.17

    2003-04-25 6.77 3.97 -0.28

    2003-05-02 6.45 3.92 -0.32

    2003-05-09 6.43 3.77 -0.02

    2003-05-16 6.57 3.56 0.142003-05-23 6.79 3.38 0.22

    2003-05-30 6.86 3.39 0.07

    2003-06-06 6.66 3.36 -0.20

    2003-06-13 6.51 3.20 -0.15

    2003-06-20 6.13 3.31 -0.38

    2003-06-27 6.14 3.42 0.01

    2003-07-04 6.14 3.58 0.00

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    2003-07-11 6.01 3.72 -0.13

    2003-07-18 5.79 3.93 -0.22

    2003-07-25 5.68 4.18 -0.11

    2003-08-01 5.71 4.40 0.03

    2003-08-08 6.00 4.34 0.29

    2003-08-15 6.07 4.49 0.07

    2003-08-22 5.81 4.47 -0.262003-08-29 5.49 4.49 -0.32

    2003-09-05 5.32 4.52 -0.17

    2003-09-12 5.38 4.34 0.06

    2003-09-19 5.36 4.23 -0.02

    2003-09-26 5.36 4.16 0.00

    2003-10-03 5.38 4.05 0.02

    2003-10-10 5.10 4.26 -0.28

    2003-10-17 4.79 4.42 -0.31

    2003-10-24 4.78 4.33 -0.01

    2003-10-31 4.77 4.31 -0.01

    2003-11-07 4.61 4.41 -0.16

    2003-11-14 4.60 4.36 -0.012003-11-21 4.73 4.18 0.13

    2003-11-28 4.57 4.25 -0.16

    2003-12-05 4.35 4.36 -0.22

    2003-12-12 4.28 4.29 -0.07

    2003-12-19 4.32 4.20 0.04

    2003-12-26 4.24 4.21 -0.08

    2004-01-02 4.16 4.30 -0.08

    2004-01-09 3.95 4.27 -0.21

    2004-01-16 4.00 4.04 0.05

    2004-01-23 3.88 4.05 -0.12

    2004-01-30 3.88 4.17 0.00

    2004-02-06 4.17 4.16 0.292004-02-13 4.25 4.08 0.08

    2004-02-20 4.23 4.06 -0.02

    2004-02-27 4.34 4.03 0.11

    2004-03-05 4.28 4.00 -0.06

    2004-03-12 4.39 3.75 0.11

    2004-03-19 4.47 3.75 0.08

    2004-03-26 4.51 3.76 0.04

    2004-04-02 4.31 3.95 -0.20

    2004-04-09 4.11 4.21 -0.20

    2004-04-16 3.97 4.36 -0.14

    2004-04-23 3.90 4.43 -0.07

    2004-04-30 3.84 4.49 -0.062004-05-07 3.98 4.62 0.14

    2004-05-14 4.32 4.81 0.34

    2004-05-21 4.41 4.74 0.09

    2004-05-28 4.28 4.68 -0.13

    2004-06-04 4.23 4.74 -0.05

    2004-06-11 4.08 4.80 -0.15

    2004-06-18 4.05 4.75 -0.03

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    2004-06-25 4.00 4.69 -0.05

    2004-07-02 4.05 4.63 0.05

    2004-07-09 4.12 4.49 0.07

    2004-07-16 4.01 4.47 -0.11

    2004-07-23 3.91 4.46 -0.10

    2004-07-30 3.95 4.56 0.04

    2004-08-06 4.07 4.41 0.122004-08-13 4.15 4.28 0.08

    2004-08-20 4.13 4.23 -0.02

    2004-08-27 3.99 4.25 -0.14

    2004-09-03 4.00 4.19 0.01

    2004-09-10 3.91 4.21 -0.09

    2004-09-17 3.86 4.14 -0.05

    2004-09-24 3.83 4.04 -0.03

    2004-10-01 3.81 4.10 -0.02

    2004-10-08 3.73 4.20 -0.08

    2004-10-15 3.75 4.08 0.02

    2004-10-22 3.79 4.03 0.04

    2004-10-29 3.65 4.05 -0.142004-11-05 3.49 4.12 -0.16

    2004-11-12 3.28 4.22 -0.21

    2004-11-19 3.27 4.17 -0.01

    2004-11-26 3.20 4.20 -0.07

    2004-12-03 3.15 4.35 -0.05

    2004-12-10 3.19 4.19 0.04

    2004-12-17 3.11 4.16 -0.08

    2004-12-24 3.06 4.21 -0.05

    2004-12-31 3.01 4.29 -0.05

    2005-01-07 3.05 4.28 0.04

    2005-01-14 3.19 4.25 0.14

    2005-01-21 3.28 4.19 0.092005-01-28 3.29 4.19 0.01

    2005-02-04 3.22 4.14 -0.07

    2005-02-11 3.16 4.06 -0.06

    2005-02-18 3.02 4.16 -0.14

    2005-02-25 2.90 4.28 -0.12

    2005-03-04 2.83 4.37 -0.07

    2005-03-11 2.76 4.45 -0.07

    2005-03-18 2.88 4.51 0.12

    2005-03-25 3.13 4.59 0.25

    2005-04-01 3.38 4.55 0.25

    2005-04-08 3.48 4.48 0.10

    2005-04-15 3.66 4.37 0.182005-04-22 3.92 4.26 0.26

    2005-04-29 4.03 4.24 0.11

    2005-05-06 4.14 4.22 0.11

    2005-05-13 4.22 4.21 0.08

    2005-05-20 4.47 4.11 0.25

    2005-05-27 4.16 4.07 -0.31

    2005-06-03 4.04 3.95 -0.12

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    2005-06-10 3.98 3.97 -0.06

    2005-06-17 3.83 4.10 -0.15

    2005-06-24 3.87 4.00 0.04

    2005-07-01 3.85 3.97 -0.02

    2005-07-08 3.73 4.09 -0.12

    2005-07-15 3.51 4.16 -0.22

    2005-07-22 3.40 4.22 -0.112005-07-29 3.32 4.25 -0.08

    2005-08-05 3.30 4.34 -0.02

    2005-08-12 3.35 4.36 0.05

    2005-08-19 3.39 4.24 0.04

    2005-08-26 3.38 4.20 -0.01

    2005-09-02 3.58 4.09 0.20

    2005-09-09 3.63 4.13 0.05

    2005-09-16 3.56 4.19 -0.07

    2005-09-23 3.71 4.23 0.15

    2005-09-30 3.64 4.30 -0.07

    2005-10-07 3.52 4.37 -0.12

    2005-10-14 3.69 4.45 0.172005-10-21 3.59 4.46 -0.10

    2005-10-28 3.53 4.55 -0.06

    2005-11-04 3.54 4.61 0.01

    2005-11-11 3.53 4.60 -0.01

    2005-11-18 3.68 4.52 0.15

    2005-11-25 3.71 4.45 0.03

    2005-12-02 3.65 4.48 -0.06

    2005-12-09 3.65 4.52 0.00

    2005-12-16 3.63 4.49 -0.02

    2005-12-23 3.66 4.45 0.03

    2005-12-30 3.69 4.37 0.03

    2006-01-06 3.67 4.37 -0.022006-01-13 3.53 4.41 -0.14

    2006-01-20 3.61 4.36 0.08

    2006-01-27 3.48 4.46 -0.13

    2006-02-03 3.37 4.55 -0.11

    2006-02-10 3.38 4.56 0.01

    2006-02-17 3.33 4.59 -0.05

    2006-02-24 3.29 4.56 -0.04

    2006-03-03 3.32 4.61 0.03

    2006-03-10 3.30 4.74 -0.02

    2006-03-17 3.31 4.71 0.01

    2006-03-24 3.22 4.69 -0.09

    2006-03-31 3.14 4.80 -0.082006-04-07 3.10 4.89 -0.04

    2006-04-14 3.08 4.98 -0.02

    2006-04-21 3.07 5.02 -0.01

    2006-04-28 3.00 5.07 -0.07

    2006-05-05 2.97 5.14 -0.03

    2006-05-12 2.90 5.14 -0.07

    2006-05-19 3.02 5.11 0.12

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    2006-05-26 3.14 5.05 0.12

    2006-06-02 3.14 5.08 0.00

    2006-06-09 3.24 5.01 0.10

    2006-06-16 3.29 5.05 0.05

    2006-06-23 3.30 5.18 0.01

    2006-06-30 3.34 5.22 0.04

    2006-07-07 3.31 5.18 -0.032006-07-14 3.36 5.10 0.05

    2006-07-21 3.41 5.07 0.05

    2006-07-28 3.39 5.05 -0.02

    2006-08-04 3.43 4.96 0.04

    2006-08-11 3.41 4.94 -0.02

    2006-08-18 3.39 4.90 -0.02

    2006-08-25 3.43 4.81 0.04

    2006-09-01 3.44 4.76 0.01

    2006-09-08 3.43 4.79 -0.01

    2006-09-15 3.37 4.79 -0.06

    2006-09-22 3.43 4.71 0.06

    2006-09-29 3.47 4.60 0.042006-10-06 3.41 4.62 -0.06

    2006-10-13 3.24 4.78 -0.17

    2006-10-20 3.18 4.78 -0.06

    2006-10-27 3.18 4.77 0.00

    2006-11-03 3.23 4.64 0.05

    2006-11-10 3.14 4.64 -0.09

    2006-11-17 3.07 4.61 -0.07

    2006-11-24 3.13 4.58 0.06

    2006-12-01 3.19 4.49 0.06

    2006-12-08 3.09 4.48 -0.10

    2006-12-15 3.01 4.56 -0.08

    2006-12-22 2.97 4.60 -0.042006-12-29 2.86 4.67 -0.11

    2007-01-05 2.92 4.66 0.06

    2007-01-12 2.86 4.70 -0.06

    2007-01-19 2.74 4.77 -0.12

    2007-01-26 2.63 4.83 -0.11

    2007-02-02 2.65 4.86 0.02

    2007-02-09 2.65 4.77 0.00

    2007-02-16 2.59 4.75 -0.06

    2007-02-23 2.54 4.70 -0.05

    2007-03-02 2.79 4.55 0.25

    2007-03-09 2.89 4.53 0.10

    2007-03-16 2.88 4.54 -0.012007-03-23 2.85 4.58 -0.03

    2007-03-30 2.82 4.63 -0.03

    2007-04-06 2.85 4.68 0.03

    2007-04-13 2.75 4.74 -0.10

    2007-04-20 2.71 4.69 -0.04

    2007-04-27 2.66 4.67 -0.05

    2007-05-04 2.71 4.65 0.05

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    2007-05-11 2.66 4.65 -0.05

    2007-05-18 2.56 4.74 -0.10

    2007-05-25 2.46 4.84 -0.10

    2007-06-01 2.43 4.90 -0.03

    2007-06-08 2.46 5.02 0.03

    2007-06-15 2.50 5.20 0.04

    2007-06-22 2.61 5.14 0.112007-06-29 2.84 5.09 0.23

    2007-07-06 2.97 5.10 0.13

    2007-07-13 3.07 5.10 0.10

    2007-07-20 3.18 5.03 0.11

    2007-07-27 3.83 4.88 0.65

    2007-08-03 4.23 4.77 0.40

    2007-08-10 4.11 4.79 -0.12

    2007-08-17 4.32 4.70 0.21

    2007-08-24 4.42 4.62 0.10

    2007-08-31 4.44 4.55 0.02

    2007-09-07 4.59 4.48 0.15

    2007-09-14 4.67 4.42 0.082007-09-21 4.33 4.57 -0.34

    2007-09-28 4.14 4.61 -0.19

    2007-10-05 4.15 4.57 0.01

    2007-10-12 3.91 4.67 -0.24

    2007-10-19 4.07 4.57 0.16

    2007-10-26 4.39 4.39 0.32

    2007-11-02 4.46 4.39 0.07

    2007-11-09 4.81 4.32 0.35

    2007-11-16 5.15 4.22 0.34

    2007-11-23 5.77 4.04 0.62

    2007-11-30 5.80 3.94 0.03

    2007-12-07 5.80 3.97 0.002007-12-14 5.59 4.12 -0.21

    2007-12-21 5.68 4.12 0.09

    2007-12-28 5.65 4.21 -0.03

    2008-01-04 6.14 3.94 0.49

    2008-01-11 6.60 3.85 0.46

    2008-01-18 6.85 3.72 0.25

    2008-01-25 7.21 3.58 0.36

    2008-02-01 6.91 3.67 -0.30

    2008-02-08 7.08 3.66 0.17

    2008-02-15 7.33 3.72 0.25

    2008-02-22 7.30 3.85 -0.03

    2008-02-29 7.32 3.78 0.022008-03-07 7.78 3.61 0.46

    2008-03-14 8.16 3.51 0.38

    2008-03-21 8.45 3.39 0.29

    2008-03-28 7.99 3.52 -0.46

    2008-04-04 7.93 3.55 -0.06

    2008-04-11 7.66 3.54 -0.27

    2008-04-18 7.47 3.67 -0.19

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    2008-04-25 7.00 3.81 -0.47

    2008-05-02 6.80 3.83 -0.20

    2008-05-09 6.76 3.85 -0.04

    2008-05-16 6.73 3.86 -0.03

    2008-05-23 6.64 3.84 -0.09

    2008-05-30 6.63 4.03 -0.01

    2008-06-06 6.68 3.98 0.052008-06-13 6.49 4.15 -0.19

    2008-06-20 6.51 4.20 0.02

    2008-06-27 7.09 4.09 0.58

    2008-07-04 7.52 4.00 0.43

    2008-07-11 7.85 3.90 0.33

    2008-07-18 7.88 3.98 0.03

    2008-07-25 7.58 4.11 -0.30

    2008-08-01 7.91 4.04 0.33

    2008-08-08 8.12 3.99 0.21

    2008-08-15 8.10 3.91 -0.02

    2008-08-22 8.25 3.83 0.15

    2008-08-29 8.31 3.79 0.062008-09-05 8.45 3.69 0.14

    2008-09-12 8.54 3.66 0.09

    2008-09-19 9.40 3.54 0.86

    2008-09-26 9.68 3.84 0.28

    2008-10-03 11.44 3.70 1.76

    2008-10-10 13.81 3.69 2.37

    2008-10-17 15.34 4.02 1.53

    2008-10-24 16.14 3.74 0.80

    2008-10-31 16.35 3.92 0.21

    2008-11-07 16.21 3.82 -0.14

    2008-11-14 16.75 3.78 0.54

    2008-11-21 18.68 3.38 1.932008-11-28 19.81 3.10 1.13

    2008-12-05 20.32 2.66 0.51

    2008-12-12 20.82 2.67 0.50

    2008-12-19 21.09 2.26 0.27

    2008-12-26 19.84 2.18 -1.25

    2009-01-02 18.42 2.24 -1.42

    2009-01-09 16.77 2.48 -1.65

    2009-01-16 16.82 2.30 0.05

    2009-01-23 16.75 2.56 -0.07

    2009-01-30 16.47 2.75 -0.28

    2009-02-06 16.22 2.92 -0.25

    2009-02-13 16.14 2.88 -0.082009-02-20 16.47 2.75 0.33

    2009-02-27 17.16 2.91 0.69

    2009-03-06 18.14 2.90 0.98

    2009-03-13 18.46 2.92 0.32

    2009-03-20 17.73 2.75 -0.73

    2009-03-27 17.22 2.74 -0.51

    2009-04-03 16.87 2.76 -0.35

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    14/36

    2009-04-10 16.36 2.93 -0.51

    2009-04-17 15.65 2.87 -0.71

    2009-04-24 15.17 2.96 -0.48

    2009-05-01 14.19 3.10 -0.98

    2009-05-08 12.84 3.23 -1.35

    2009-05-15 12.78 3.14 -0.06

    2009-05-22 12.48 3.29 -0.302009-05-29 11.92 3.59 -0.56

    2009-06-05 11.19 3.70 -0.73

    2009-06-12 10.49 3.89 -0.70

    2009-06-19 10.62 3.75 0.13

    2009-06-26 11.03 3.63 0.41

    2009-07-03 10.63 3.53 -0.40

    2009-07-10 10.75 3.42 0.12

    2009-07-17 10.64 3.55 -0.11

    2009-07-24 10.10 3.62 -0.54

    2009-07-31 9.44 3.67 -0.66

    2009-08-07 8.79 3.77 -0.65

    2009-08-14 8.77 3.67 -0.022009-08-21 9.20 3.48 0.43

    2009-08-28 9.10 3.46 -0.10

    2009-09-04 9.16 3.37 0.06

    2009-09-11 8.96 3.41 -0.20

    2009-09-18 8.22 3.46 -0.74

    2009-09-25 7.91 3.43 -0.31

    2009-10-02 8.02 3.28 0.11

    2009-10-09 8.04 3.28 0.02

    2009-10-16 7.79 3.43 -0.25

    2009-10-23 7.58 3.43 -0.21

    2009-10-30 7.53 3.49 -0.05

    2009-11-06 7.59 3.53 0.062009-11-13 7.53 3.48 -0.06

    2009-11-20 7.54 3.35 0.01

    2009-11-27 7.57 3.30 0.03

    2009-12-04 7.47 3.34 -0.10

    2009-12-11 7.22 3.47 -0.25

    2009-12-18 6.88 3.56 -0.34

    2009-12-25 6.63 3.76 -0.25

    2010-01-01 6.47 3.83 -0.16

    2010-01-08 6.17 3.83 -0.30

    2010-01-15 6.05 3.77 -0.12

    2010-01-22 6.19 3.66 0.14

    2010-01-29 6.43 3.66 0.242010-02-05 6.58 3.66 0.15

    2010-02-12 6.93 3.69 0.35

    2010-02-19 6.81 3.74 -0.12

    2010-02-26 6.60 3.69 -0.21

    2010-03-05 6.56 3.63 -0.04

    2010-03-12 6.18 3.72 -0.38

    2010-03-19 6.08 3.68 -0.10

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  • 7/27/2019 HY Tr Correlation

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    2011-03-11 4.75 3.46 0.04

    2011-03-18 5.06 3.29 0.31

    2011-03-25 4.88 3.38 -0.18

    2011-04-01 4.75 3.47 -0.13

    2011-04-08 4.61 3.54 -0.14

    2011-04-15 4.62 3.51 0.01

    2011-04-22 4.70 3.41 0.082011-04-29 4.70 3.36 0.00

    2011-05-06 4.77 3.24 0.07

    2011-05-13 4.79 3.20 0.02

    2011-05-20 4.80 3.15 0.01

    2011-05-27 4.94 3.10 0.14

    2011-06-03 5.13 3.01 0.19

    2011-06-10 5.34 3.00 0.21

    2011-06-17 5.53 2.99 0.19

    2011-06-24 5.70 2.96 0.17

    2011-07-01 5.54 3.11 -0.16

    2011-07-08 5.36 3.12 -0.18

    2011-07-15 5.55 2.94 0.192011-07-22 5.45 2.97 -0.10

    2011-07-29 5.38 2.97 -0.07

    2011-08-05 5.88 2.62 0.50

    2011-08-12 7.20 2.27 1.32

    2011-08-19 7.16 2.17 -0.04

    2011-08-26 7.43 2.19 0.27

    2011-09-02 7.33 2.17 -0.10

    2011-09-09 7.44 1.99 0.11

    2011-09-16 7.55 2.03 0.11

    2011-09-23 7.75 1.87 0.20

    2011-09-30 8.10 1.97 0.35

    2011-10-07 8.81 1.93 0.712011-10-14 8.18 2.22 -0.63

    2011-10-21 7.71 2.20 -0.47

    2011-10-28 7.10 2.28 -0.61

    2011-11-04 7.27 2.07 0.17

    2011-11-11 7.38 2.05 0.11

    2011-11-18 7.54 2.02 0.16

    2011-11-25 7.95 1.94 0.41

    2011-12-02 7.81 2.04 -0.14

    2011-12-09 7.54 2.04 -0.27

    2011-12-16 7.62 1.94 0.08

    2011-12-23 7.50 1.95 -0.12

    2011-12-30 7.38 1.94 -0.122012-01-06 7.06 1.99 -0.32

    2012-01-13 6.97 1.95 -0.09

    2012-01-20 6.87 1.96 -0.10

    2012-01-27 6.60 2.01 -0.27

    2012-02-03 6.55 1.88 -0.05

    2012-02-10 6.34 1.99 -0.21

    2012-02-17 6.25 1.97 -0.09

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    17/36

    2012-02-24 6.12 2.01 -0.13

    2012-03-02 5.99 1.97 -0.13

    2012-03-09 6.13 2.00 0.14

    2012-03-16 5.92 2.21 -0.21

    2012-03-23 5.86 2.32 -0.06

    2012-03-30 5.95 2.22 0.09

    2012-04-06 5.99 2.21 0.042012-04-13 6.27 2.04 0.28

    2012-04-20 6.17 2.00 -0.10

    2012-04-27 6.09 1.98 -0.08

    2012-05-04 5.96 1.95 -0.13

    2012-05-11 6.00 1.88 0.04

    2012-05-18 6.29 1.74 0.29

    2012-05-25 6.62 1.76 0.33

    2012-06-01 6.81 1.61 0.19

    2012-06-08 7.07 1.61 0.26

    2012-06-15 6.88 1.62 -0.19

    2012-06-22 6.61 1.64 -0.27

    2012-06-29 6.51 1.64 -0.102012-07-06 6.42 1.61 -0.09

    2012-07-13 6.41 1.52 -0.01

    2012-07-20 6.32 1.52 -0.09

    2012-07-27 6.35 1.47 0.03

    2012-08-03 6.12 1.54 -0.23

    2012-08-10 5.94 1.65 -0.18

    2012-08-17 5.91 1.76 -0.03

    2012-08-24 5.87 1.74 -0.04

    2012-08-31 5.89 1.63 0.02

    2012-09-07 5.87 1.64 -0.02

    2012-09-14 5.53 1.76 -0.34

    2012-09-21 5.36 1.81 -0.172012-09-28 5.66 1.68 0.30

    2012-10-05 5.67 1.67 0.01

    2012-10-12 5.57 1.71 -0.10

    2012-10-19 5.34 1.79 -0.23

    2012-10-26 5.36 1.81 0.02

    2012-11-02 5.55 1.74 0.19

    2012-11-09 5.63 1.68 0.08

    2012-11-16 5.87 1.59 0.24

    2012-11-23 5.76 1.67 -0.11

    2012-11-30 5.64 1.63 -0.12

    2012-12-07 5.52 1.62 -0.12

    2012-12-14 5.32 1.69 -0.202012-12-21 5.23 1.80 -0.09

    2012-12-28 5.27 1.76 0.04

    2013-01-04 5.15 1.87 -0.12

    2013-01-11 4.98 1.90 -0.17

    2013-01-18 4.92 1.87 -0.06

    2013-01-25 4.83 1.90 -0.09

    2013-02-01 4.85 2.02 0.02

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    2013-02-08 5.04 2.00 0.19

    2013-02-15 5.00 2.01 -0.04

    2013-02-22 4.95 2.00 -0.05

    2013-03-01 4.99 1.88 0.04

    2013-03-08 4.87 1.96 -0.12

    2013-03-15 4.74 2.04 -0.13

    2013-03-22 4.77 1.94 0.032013-03-29 4.79 1.90 0.02

    2013-04-05 4.88 1.81 0.09

    2013-04-12 4.81 1.79 -0.07

    2013-04-19 4.79 1.73 -0.02

    2013-04-26 4.67 1.73 -0.12

    2013-05-03 4.47 1.70 -0.20

    2013-05-10 4.25 1.83 -0.22

    2013-05-17 4.37 1.93 0.12

    2013-05-24 4.37 1.99 0.00

    2013-05-31 4.50 2.14 0.13

    2013-06-07 4.91 2.12 0.41

    2013-06-14 5.02 2.20 0.112013-06-21 5.00 2.33 -0.02

    2013-06-28 5.27 2.55 0.27

    2013-07-05 5.15 2.56 -0.12

    2013-07-12 4.97 2.64 -0.18

    2013-07-19 4.66 2.54 -0.31

    2013-07-26 4.59 2.57 -0.07

    2013-08-02 4.69 2.64 0.10

    2013-08-09 4.78 2.62 0.09

    2013-08-16 4.73 2.73 -0.05

    2013-08-23 4.75 2.86 0.02

    2013-08-30 4.78 2.76 0.03

    2013-09-06 4.67 2.92 -0.112013-09-13 4.62 2.92 -0.05

    2013-09-20 4.57 2.79 -0.05

    2013-09-27 4.68 2.66 0.11

    1997-07-11 2001-07-11 2005-

    -1

    -0.8

    -0.6

    -0.4

    -0.2

    0

    0.2

    0.4

  • 7/27/2019 HY Tr Correlation

    19/36

    A0HYM2), Percent, Weekly, Not Seasonally Adjusted

    sonally Adjusted

    Moves Correlation

    10Y Treasury

    0.02

    0.04

    -0.16

    -0.09

    -0.04

    0.170.09

    0.04

    0.10

    0.06

    0.11

    0.02

    -0.03

    0.00

    -0.13

    -0.06

    -0.02

    0.050.02

    -0.14

    -0.09

    -0.12

    0.05

    -0.03

    -0.16 -0.2913602341

    -0.03 -0.2779538103

    -0.05 -0.2704506544

    -0.07 -0.262782572

    0.15 -0.2776867811

    0.07 -0.2752739097-0.06 -0.309608066

    0.09 -0.1966288399

    -0.02 -0.172319466

    0.00 -0.1694505157

    -0.20 -0.2057977602

    -0.06 -0.2156389827

    -0.02 -0.5194000344

  • 7/27/2019 HY Tr Correlation

    20/36

    -0.02 -0.5352041044

    0.07 -0.5485213623

    -0.02 -0.5426529711

    -0.19 -0.5896267338

    0.02 -0.6089117892

    -0.04 -0.6179657301

    -0.04 -0.60694214770.02 -0.6054144193

    0.00 -0.6078592028

    0.01 -0.6600544905

    -0.10 -0.6738793206

    -0.03 -0.6807762187

    0.01 -0.6924969648

    -0.26 -0.7202234498

    -0.04 -0.7375813995

    0.14 -0.7706551181

    0.04 -0.7802524609

    -0.04 -0.7496935307

    -0.02 -0.7598560773-0.07 -0.749151078

    0.13 -0.7592303379

    0.12 -0.7590065862

    -0.13 -0.7643476824

    -0.05 -0.7788891746

    0.06 -0.8067156921

    -0.02 -0.8026000644

    -0.06 -0.8107293151

    0.06 -0.8077581312

    0.06 -0.8082516736

    0.08 -0.8119601351

    -0.07 -0.8104915450.02 -0.8078970219

    -0.06 -0.811016834

    -0.07 -0.8082455124

    0.00 -0.7324301796

    -0.06 -0.7307815155

    -0.04 -0.7211617407

    -0.01 -0.7206150497

    -0.02 -0.7109512236

    -0.03 -0.6390515096

    0.08 -0.6684215455

    -0.03 -0.5892357449

    0.04 -0.575437194-0.07 -0.5830844633

    -0.03 -0.5334079328

    -0.01 -0.5415048064

    -0.19 -0.6589423825

    -0.15 -0.6778855181

    -0.15 -0.7066749771

    -0.07 -0.7288805348

  • 7/27/2019 HY Tr Correlation

    21/36

    -0.16 -0.6410496652

    -0.21 -0.6056528965

    -0.05 -0.5952338542

    0.17 -0.4463918176

    0.01 -0.4314525901

    0.04 -0.4547831837

    0.20 -0.5399929049-0.01 -0.5063004198

    0.03 -0.5197480683

    -0.02 -0.5199723063

    -0.19 -0.5145775367

    -0.04 -0.5176333173

    -0.01 -0.5171706719

    0.16 -0.5396008104

    -0.05 -0.5374779028

    0.06 -0.538680695

    -0.01 -0.5288423312

    -0.05 -0.5273356801

    -0.03 -0.52325582410.17 -0.5229478906

    0.11 -0.5415201601

    0.08 -0.5529631121

    0.15 -0.4846630991

    0.20 -0.4160172469

    -0.17 -0.3878849611

    -0.07 -0.3616677888

    0.06 -0.3604306463

    0.04 -0.2925758048

    -0.13 -0.2622518488

    0.03 -0.440028153

    0.06 -0.44239015950.06 -0.4418015448

    0.19 -0.4488781151

    0.08 -0.5463654686

    0.08 -0.6309157149

    -0.05 -0.707333913

    0.24 -0.63694072

    0.09 -0.6243459564

    0.02 -0.6231877761

    0.07 -0.599966686

    -0.11 -0.6325708186

    0.00 -0.6450504583

    -0.15 -0.6596127140.00 -0.6542544742

    0.14 -0.626497124

    0.09 -0.629989935

    0.13 -0.6086540965

    -0.17 -0.6606132196

    -0.10 -0.6973168287

    0.16 -0.7192966317

  • 7/27/2019 HY Tr Correlation

    22/36

    -0.03 -0.7028064164

    -0.02 -0.7274249328

    -0.04 -0.7300445415

    0.04 -0.7308961389

    0.10 -0.7631606067

    0.09 -0.7963369677

    0.07 -0.8004857534-0.02 -0.8055856365

    -0.16 -0.8406098875

    -0.04 -0.8347820811

    0.06 -0.8359507283

    0.08 -0.8248822812

    0.10 -0.8232634687

    -0.07 -0.8054271662

    0.11 -0.81500066

    0.15 -0.8252729448

    0.02 -0.8088884987

    0.15 -0.702445034

    0.10 -0.70807567320.11 -0.710284409

    -0.09 -0.7413651185

    -0.10 -0.7514311098

    0.04 -0.7479159204

    -0.07 -0.7214723541

    -0.17 -0.7356436651

    0.01 -0.7219460452

    0.00 -0.7167116819

    -0.11 -0.7383137913

    -0.14 -0.7623799645

    -0.01 -0.7267344926

    -0.21 -0.7612059349-0.03 -0.7456399257

    0.12 -0.7539569276

    0.14 -0.7672756593

    0.25 -0.6822180621

    0.10 -0.6930406809

    -0.01 -0.6917843122

    -0.07 -0.6882573991

    -0.16 -0.694293221

    -0.13 -0.666750888

    -0.07 -0.624393852

    0.03 -0.5851097607

    -0.01 -0.578922427-0.07 -0.6348772841

    0.05 -0.6315129234

    0.04 -0.6223342575

    -0.06 -0.6253834496

    -0.06 -0.6128448576

    -0.13 -0.5786701318

    -0.05 -0.575070636

  • 7/27/2019 HY Tr Correlation

    23/36

    -0.05 -0.5622671163

    0.01 -0.5731616794

    -0.03 -0.5727113039

    0.05 -0.5667082527

    0.10 -0.4882755281

    -0.06 -0.5133625393

    0.04 -0.3761551067-0.10 -0.4261619627

    -0.08 -0.4123816538

    -0.02 -0.3651059937

    0.10 -0.356413716

    0.09 -0.3376770944

    -0.12 -0.3548533585

    -0.08 -0.3635415274

    -0.09 -0.3972332808

    -0.17 -0.5358967301

    -0.10 -0.4575291336

    -0.19 -0.3670905214

    0.00 -0.365308789-0.09 -0.3682589422

    0.07 -0.4202085753

    0.11 -0.4905440337

    0.10 -0.5345161595

    -0.09 -0.48385784

    -0.07 -0.4583871366

    -0.02 -0.4571319168

    0.02 -0.4532568966

    -0.18 -0.443664467

    0.00 -0.4475546465

    -0.09 -0.4485063843

    -0.08 -0.48802722920.17 -0.4853323071

    0.00 -0.4761246477

    0.13 -0.4298818227

    0.16 -0.4276887827

    0.01 -0.4269645874

    0.03 -0.4461151052

    0.01 -0.463160188

    0.17 -0.4552675439

    0.00 -0.4395097113

    0.02 -0.4119584962

    -0.16 -0.3666315745

    -0.04 -0.4019916268-0.05 -0.4193355245

    0.06 -0.4153840198

    0.12 -0.4138961347

    -0.10 -0.4097115724

    -0.14 -0.3877115878

    -0.01 -0.3593859728

    -0.03 -0.3821884849

  • 7/27/2019 HY Tr Correlation

    24/36

    -0.05 -0.407066284

    -0.13 -0.4226313623

    -0.05 -0.4278995899

    -0.06 -0.4248569132

    0.07 -0.4388751065

    -0.23 -0.5613490023

    0.02 -0.4417137949-0.04 -0.4410861523

    -0.13 -0.4495134018

    0.12 -0.5024723366

    -0.05 -0.4795095621

    0.00 -0.4823337168

    -0.23 -0.4213393547

    -0.07 -0.3968340353

    0.36 -0.5098142734

    0.27 -0.5952226809

    -0.01 -0.5957188943

    0.00 -0.5966347658

    0.22 -0.55080151140.00 -0.5543318994

    0.03 -0.5557965223

    -0.02 -0.5387015153

    -0.11 -0.5290687011

    -0.12 -0.5296211382

    0.13 -0.5213202329

    0.00 -0.5295341668

    -0.13 -0.5244048542

    0.02 -0.5200627892

    -0.07 -0.5223509738

    0.03 -0.5205672184

    0.23 -0.56580764490.21 -0.5181322813

    0.03 -0.6546066115

    0.01 -0.6785689241

    -0.06 -0.6660885295

    -0.10 -0.6722062215

    -0.01 -0.708164497

    -0.08 -0.7122992036

    -0.02 -0.7115126912

    0.05 -0.7263368709

    0.10 -0.6346194059

    -0.09 -0.532321103

    -0.07 -0.5436771818-0.04 -0.5470005292

    -0.09 -0.6772041265

    -0.14 -0.7039076994

    0.01 -0.4991858454

    -0.01 -0.5091960205

    -0.12 -0.542211652

    -0.03 -0.5375853494

  • 7/27/2019 HY Tr Correlation

    25/36

    -0.21 -0.6215503874

    0.05 -0.6265437354

    -0.17 -0.6416370796

    -0.17 -0.6374924323

    0.06 -0.6488674257

    -0.03 -0.6280255368

    -0.23 -0.5292645140.02 -0.4383711008

    -0.16 -0.3977814513

    -0.11 -0.4013412523

    -0.04 -0.3996808542

    -0.01 -0.3333095333

    0.43 -0.4102309862

    0.10 -0.4485366771

    -0.21 -0.4250042561

    0.00 -0.4113537544

    -0.06 -0.39756815

    0.14 -0.4640189584

    0.11 -0.4937353903-0.02 -0.4915967696

    -0.13 -0.4939930476

    0.01 -0.4865018888

    -0.13 -0.5835186871

    0.02 -0.5915500465

    0.16 -0.6206511928

    0.00 -0.6231508164

    -0.13 -0.5959466561

    0.04 -0.5862073959

    -0.03 -0.5826118655

    -0.03 -0.5638088008

    -0.06 -0.5588487725-0.11 -0.5596186805

    -0.13 -0.525564563

    0.00 -0.5258670818

    0.32 -0.5543840651

    -0.01 -0.5385960747

    -0.06 -0.5110425234

    0.07 -0.5916825609

    0.02 -0.690565971

    -0.02 -0.6835913274

    -0.05 -0.658490531

    -0.15 -0.6739295187

    -0.21 -0.6984072974-0.18 -0.6945688105

    0.01 -0.6550219935

    -0.03 -0.6531920411

    -0.16 -0.607284626

    0.11 -0.633765996

    0.11 -0.573790433

    0.16 -0.5140716989

  • 7/27/2019 HY Tr Correlation

    26/36

  • 7/27/2019 HY Tr Correlation

    27/36

    -0.06 -0.2166294072

    -0.06 -0.2142233006

    -0.14 -0.263731396

    -0.02 -0.2440838505

    -0.01 -0.239990533

    0.10 -0.231931533

    -0.15 -0.2786998374-0.13 -0.2855798506

    -0.05 -0.2832180506

    0.02 -0.274909295

    -0.06 -0.2833189598

    0.02 -0.2213660341

    -0.07 -0.2085809665

    -0.10 -0.2029594514

    0.06 -0.115905941

    0.10 0.0246056664

    -0.12 0.0938896278

    -0.05 0.1106111639

    0.02 0.10602537570.07 -0.0438866585

    0.10 -0.6471632272

    -0.05 -0.6464426129

    0.03 -0.6877842832

    0.15 -0.6465283384

    -0.16 -0.6465253077

    -0.03 -0.6412502521

    0.05 -0.6439998004

    0.08 -0.6312255021

    -0.01 -0.5852984559

    -0.03 -0.5673421752

    -0.06 -0.58276698850.00 -0.6479750919

    -0.05 -0.5855931379

    -0.08 -0.522582224

    0.10 -0.5531560702

    0.12 -0.580558685

    0.09 -0.5717048912

    0.08 -0.5738123247

    0.06 -0.496951473

    0.08 -0.3376637707

    -0.04 -0.3662387326

    -0.07 -0.3782113187

    -0.11 -0.4422200671-0.11 -0.5003890815

    -0.02 -0.5104422865

    -0.02 -0.4950961449

    -0.01 -0.4499735834

    -0.10 -0.5076426361

    -0.04 -0.3895581409

    -0.12 -0.2894024698

  • 7/27/2019 HY Tr Correlation

    28/36

    0.02 -0.3165244615

    0.13 -0.3865170397

    -0.10 -0.3692516087

    -0.03 -0.350240945

    0.12 -0.3893828155

    0.07 -0.4172026243

    0.06 -0.42200554790.03 -0.425927265

    0.09 -0.4403774394

    0.02 -0.468805972

    -0.12 -0.4343534906

    -0.04 -0.4005543934

    -0.11 -0.4210376272

    0.04 -0.3981937755

    0.06 -0.4434705019

    0.04 -0.5168330772

    0.07 -0.531838792

    0.07 -0.5381660044

    0.08 -0.42930486330.01 -0.3571658877

    0.09 -0.3549098806

    0.06 -0.3365059187

    -0.01 -0.3316180421

    -0.08 -0.289691089

    -0.07 -0.4260711121

    0.03 -0.545640351

    0.04 -0.5455575187

    -0.03 -0.4954879604

    -0.04 -0.4988295802

    -0.08 -0.5066247855

    0.00 -0.46688610550.04 -0.4420101471

    -0.05 -0.4370258647

    0.10 -0.4807642842

    0.09 -0.5150325277

    0.01 -0.5217306869

    0.03 -0.5361423109

    -0.03 -0.5285940112

    0.05 -0.4045742675

    0.13 -0.3973401037

    -0.03 -0.3884934303

    -0.02 -0.416987813

    0.11 -0.42729618190.09 -0.4056569346

    0.09 -0.5783489994

    0.04 -0.6010702349

    0.05 -0.5975203773

    0.07 -0.6146194227

    0.00 -0.5961862158

    -0.03 -0.5382828427

  • 7/27/2019 HY Tr Correlation

    29/36

    -0.06 -0.5700437801

    0.03 -0.5685939044

    -0.07 -0.6166191265

    0.04 -0.6043404862

    0.13 -0.5376883553

    0.04 -0.5210567446

    -0.04 -0.4991114145-0.08 -0.5434363477

    -0.03 -0.5282601732

    -0.02 -0.4743256297

    -0.09 -0.4492702636

    -0.02 -0.4368283656

    -0.04 -0.4154240969

    -0.09 -0.4576451815

    -0.05 -0.4702386768

    0.03 -0.475448416

    0.00 -0.4624474533

    -0.08 -0.5381464905

    -0.11 -0.48639307550.02 -0.4632382455

    0.16 -0.6060415689

    0.00 -0.5991131246

    -0.01 -0.582393047

    -0.13 -0.5801415788

    0.00 -0.5738196497

    -0.03 -0.5754509148

    -0.03 -0.5707018718

    -0.09 -0.5938981785

    -0.01 -0.5645985677

    0.08 -0.6452190832

    0.04 -0.75495219760.07 -0.8351871797

    -0.01 -0.8078929043

    0.04 -0.8039000838

    0.07 -0.8274743576

    0.06 -0.8355025326

    0.03 -0.7968946138

    -0.09 -0.7906108393

    -0.02 -0.7844319468

    -0.05 -0.7570691562

    -0.15 -0.7850061349

    -0.02 -0.7708121759

    0.01 -0.76915398920.04 -0.7563341649

    0.05 -0.7490520101

    0.05 -0.7178908347

    0.06 -0.6831161087

    -0.05 -0.6689366912

    -0.02 -0.6621615053

    -0.02 -0.6596571194

  • 7/27/2019 HY Tr Correlation

    30/36

    0.00 -0.6677177692

    0.09 -0.7059469446

    0.10 -0.7123663579

    0.06 -0.6885623994

    0.12 -0.6282233622

    0.18 -0.4726583825

    -0.06 -0.5073340461-0.05 -0.5138746961

    0.01 -0.4963595333

    0.00 -0.4919055425

    -0.07 -0.4960993448

    -0.15 -0.5841455095

    -0.11 -0.6232704301

    0.02 -0.6523367204

    -0.09 -0.6785833519

    -0.08 -0.6999237344

    -0.07 -0.6620398233

    -0.07 -0.6655021634

    -0.06 -0.66076664340.15 -0.7087443593

    0.04 -0.7039682501

    -0.04 -0.6997430614

    0.10 -0.7134300559

    -0.10 -0.7327063485

    -0.18 -0.7599578547

    0.00 -0.760308062

    -0.07 -0.7635161603

    -0.10 -0.7632673733

    -0.18 -0.7814817822

    -0.10 -0.7542159865

    0.03 -0.7764289840.15 -0.8590343005

    0.00 -0.8585100157

    0.09 -0.8532245298

    -0.27 -0.8664344523

    -0.09 -0.8583590942

    -0.13 -0.8598068801

    -0.14 -0.8729740988

    0.09 -0.8828935452

    -0.01 -0.8760762241

    0.06 -0.8334337801

    0.13 -0.8286840366

    -0.07 -0.8286840366-0.17 -0.8400169668

    -0.10 -0.8441648265

    -0.12 -0.8255973104

    0.13 -0.8383616222

    0.03 -0.8453279734

    -0.01 -0.8099976805

    0.13 -0.8247028639

  • 7/27/2019 HY Tr Correlation

    31/36

    0.14 -0.8391160688

    0.02 -0.8351403187

    0.02 -0.8368741338

    0.01 -0.8333539504

    -0.02 -0.8103639194

    0.19 -0.786198534

    -0.05 -0.78403766150.17 -0.7803861644

    0.05 -0.779017221

    -0.11 -0.782798628

    -0.09 -0.7693815626

    -0.10 -0.7712872308

    0.08 -0.7610874365

    0.13 -0.7580239366

    -0.07 -0.7612489726

    -0.05 -0.764675941

    -0.08 -0.7731817435

    -0.08 -0.7872564517

    -0.04 -0.7952942923-0.10 -0.76925901

    -0.03 -0.7571232843

    -0.12 -0.7444063244

    0.30 -0.5176296252

    -0.14 -0.5255720833

    -0.01 -0.4002776273

    0.33 -0.1104424173

    -0.28 -0.1173137858

    0.18 -0.122231632

    -0.10 -0.0946422895

    -0.04 -0.0957729308

    -0.40 -0.2865628641-0.28 -0.3004226536

    -0.44 -0.2734678138

    0.01 -0.2343470098

    -0.41 -0.1715838906

    -0.08 -0.1482050996

    0.06 -0.1923607535

    0.24 -0.2962459346

    -0.18 -0.2801717728

    0.26 -0.2748685926

    0.19 -0.2956436887

    0.17 -0.3117783231

    -0.04 -0.3142712675-0.13 -0.3151411922

    0.16 -0.296054888

    -0.01 -0.2945057702

    0.02 -0.2952887213

    -0.17 -0.2513938322

    -0.01 -0.2626881616

    0.02 -0.2510844566

  • 7/27/2019 HY Tr Correlation

    32/36

    0.17 -0.3163727484

    -0.06 -0.4813080023

    0.09 -0.4634721019

    0.14 -0.5098928976

    0.13 -0.5299129245

    -0.09 -0.5341680302

    0.15 -0.42238151080.30 -0.3532172372

    0.11 -0.2812490809

    0.19 -0.2928058423

    -0.14 -0.250627508

    -0.12 -0.3657151168

    -0.10 -0.371968649

    -0.11 -0.3088238113

    0.13 -0.2822628212

    0.07 -0.3229275288

    0.05 -0.3296958203

    0.10 -0.3496112073

    -0.10 -0.355460864-0.19 -0.3760229136

    -0.02 -0.4991872876

    -0.09 -0.5688152362

    0.04 -0.5939688123

    0.05 -0.6840369339

    -0.03 -0.6903571654

    -0.15 -0.7071227152

    0.00 -0.7049776183

    0.15 -0.7233890085

    0.00 -0.721291632

    0.06 -0.69518731

    0.04 -0.7037223446-0.05 -0.7045824678

    -0.13 -0.7152776275

    -0.05 -0.7199069582

    0.04 -0.6919254882

    0.13 -0.632666112

    0.09 -0.6265824938

    0.20 -0.5705053969

    0.07 -0.6263228384

    0.00 -0.599454199

    -0.06 -0.6304305042

    -0.11 -0.6438110493

    0.00 -0.63218990070.00 -0.5976098168

    0.03 -0.5371802609

    0.05 -0.4372379584

    -0.05 -0.4171872422

    -0.06 -0.4014536246

    0.09 -0.4248050433

    -0.04 -0.4493266478

  • 7/27/2019 HY Tr Correlation

    33/36

    0.11 -0.5020948014

    0.10 -0.4567161895

    0.05 -0.4551573524

    -0.09 -0.411241836

    -0.04 -0.4181467955

    -0.05 -0.4336673745

    -0.20 -0.5810793135-0.02 -0.5708912825

    -0.21 -0.6558235194

    -0.08 -0.6649853545

    0.06 -0.6533250382

    -0.09 -0.6461980546

    0.04 -0.6303621345

    -0.09 -0.5695933008

    -0.18 -0.5843699224

    0.03 -0.5897579758

    0.03 -0.6139824296

    -0.08 -0.5969905073

    0.05 -0.6340344943-0.08 -0.6472209689

    -0.18 -0.7378543071

    -0.15 -0.7351226075

    -0.05 -0.752187991

    0.03 -0.7573534234

    0.12 -0.7521372591

    0.03 -0.7608314928

    -0.13 -0.7400433749

    -0.09 -0.7454512076

    -0.07 -0.7261016348

    0.05 -0.744248427

    0.04 -0.73580489820.13 -0.7485057302

    -0.06 -0.7125944207

    0.07 -0.7617682922

    0.21 -0.5643098287

    -0.05 -0.5695128163

    0.09 -0.541895956

    0.25 -0.5990007663

    0.24 -0.6133502044

    -0.05 -0.6500883163

    0.01 -0.5999446897

    0.02 -0.5996411128

    -0.04 -0.62575802360.06 -0.6317409391

    -0.02 -0.6335821988

    0.14 -0.6285347679

    0.14 -0.5932179293

    -0.08 -0.5542978998

    -0.14 -0.5810176822

    0.01 -0.5778384644

  • 7/27/2019 HY Tr Correlation

    34/36

    -0.01 -0.5653242863

    -0.17 -0.6498835944

    0.09 -0.6567325649

    0.09 -0.666316428

    0.07 -0.707868504

    -0.03 -0.7125656761

    -0.10 -0.724899507-0.05 -0.7141346178

    -0.12 -0.7137591385

    -0.04 -0.7157826377

    -0.05 -0.8355831705

    -0.05 -0.8355831705

    -0.09 -0.8790877336

    -0.01 -0.8055231537

    -0.01 -0.7748575538

    -0.03 -0.7715488712

    0.15 -0.7822173271

    0.01 -0.772850946

    -0.18 -0.7900266870.03 -0.7865429706

    0.00 -0.7897150686

    -0.35 -0.8520851525

    -0.35 -0.8191489985

    -0.10 -0.8126970996

    0.02 -0.7972551215

    -0.02 -0.7967154212

    -0.18 -0.7793822179

    0.04 -0.7638170707

    -0.16 -0.7512999674

    0.10 -0.6639951797

    -0.04 -0.5908404610.29 -0.6843200797

    -0.02 -0.6639957289

    0.08 -0.6760007483

    -0.21 -0.6706702235

    -0.02 -0.670297684

    -0.03 -0.6704848264

    -0.08 -0.6696605684

    0.10 -0.6754053396

    0.00 -0.6767043162

    -0.10 -0.6777309904

    0.01 -0.6811034149

    -0.01 -0.6804982630.05 -0.6853834063

    -0.04 -0.6862634449

    0.01 -0.6857793484

    0.05 -0.6908411584

    -0.13 -0.6637642664

    0.11 -0.4985873655

    -0.02 -0.5056346359

  • 7/27/2019 HY Tr Correlation

    35/36

    0.04 -0.5304523462

    -0.04 -0.526610177

    0.03 -0.5099593832

    0.21 -0.5189082568

    0.11 -0.485357057

    -0.10 -0.5741914901

    -0.01 -0.6322312751-0.17 -0.571853932

    -0.04 -0.6198372264

    -0.02 -0.6219109264

    -0.03 -0.5821243301

    -0.07 -0.5925942038

    -0.14 -0.643818567

    0.02 -0.5606083675

    -0.15 -0.5911844926

    0.00 -0.5593313753

    0.01 -0.5511465692

    0.02 -0.5488005269

    0.00 -0.5511529843-0.03 -0.533117559

    -0.09 -0.534283072

    0.00 -0.5328915047

    -0.05 -0.5166402027

    0.07 -0.5716517397

    0.11 -0.5655183906

    0.11 -0.5524864075

    -0.02 -0.5442361268

    -0.11 -0.5535453392

    0.01 -0.5822949299

    0.12 -0.608296773

    0.05 -0.6375311395-0.13 -0.6644302153

    -0.01 -0.6661560813

    0.04 -0.624257137

    0.08 -0.6540519509

    0.02 -0.6505793583

    -0.07 -0.6748400709

    -0.06 -0.6794552528

    -0.09 -0.6599365731

    0.08 -0.7464990346

    -0.04 -0.7038459262

    -0.01 -0.7551857248

    0.07 -0.77107932280.11 -0.7707585306

    -0.04 -0.7770483167

    0.11 -0.7818190014

    0.03 -0.7932113088

    -0.03 -0.790027178

    0.03 -0.7874608833

    0.12 -0.7227123353

  • 7/27/2019 HY Tr Correlation

    36/36