Derivatives (Gur-Ncdex) (Jan11-Jan15)

Date
Price
Close Price
10-Aug-10 1017.15
855.6
11-Aug-10
1020
855.6
12-Aug-10
1017
861.2
13-Aug-10 1015.55
859.2
14-Aug-10
1014.1
871.4
17-Aug-10
1009.3
888.8
20-Aug-10
1003.3
877.4
21-Aug-10
1002.1
874
23-Aug-10
998.45
869.4
24-Aug-10
993.45
869.4
25-Aug-10
991.15
866.2
26-Aug-10
990.05
870
27-Aug-10
986.3
870
28-Aug-10
984.5
878
30-Aug-10
987.2
879.2
31-Aug-10
983.35
877.8
1-Sep-10
990.9
884.2
2-Sep-10
999.4
886
3-Sep-10 1002.05
886.6
4-Sep-10
1005.8
886.6
6-Sep-10
1012
887.8
7-Sep-10
1009.3
881.2
8-Sep-10
1001.2
875.2
9-Sep-10 1000.55
883.2
13-Sep-10
1011.7
889.6
14-Sep-10 1029.95
907.8
15-Sep-10 1035.05
906
16-Sep-10 1032.25
902.8
17-Sep-10 1032.45
904.6
18-Sep-10 1036.25
908.2
20-Sep-10 1074.55
925.6
21-Sep-10 1069.45
919.8
22-Sep-10 1077.95
925.8
23-Sep-10 1078.95
928.2
24-Sep-10
1081.5
941.4
25-Sep-10 1079.45
933.8
27-Sep-10
1045
929.2
28-Sep-10 1043.35
939.8
29-Sep-10
1037.8
940.2
30-Sep-10
1038
957.4
1-Oct-10
1031.1
959.6
4-Oct-10
1025
948.6
5-Oct-10
1025.4
952.4
6-Oct-10
1025.9
953.8
S.D. OF SPOT
69.41234
CORRELATION
-0.372491
Hedge ratio
-0.696074
7-Oct-10
8-Oct-10
9-Oct-10
11-Oct-10
12-Oct-10
13-Oct-10
14-Oct-10
15-Oct-10
16-Oct-10
18-Oct-10
19-Oct-10
20-Oct-10
21-Oct-10
23-Oct-10
25-Oct-10
26-Oct-10
27-Oct-10
28-Oct-10
29-Oct-10
30-Oct-10
1-Nov-10
2-Nov-10
3-Nov-10
4-Nov-10
8-Nov-10
9-Nov-10
10-Nov-10
11-Nov-10
12-Nov-10
13-Nov-10
15-Nov-10
16-Nov-10
18-Nov-10
19-Nov-10
20-Nov-10
22-Nov-10
23-Nov-10
24-Nov-10
25-Nov-10
26-Nov-10
27-Nov-10
29-Nov-10
30-Nov-10
1-Dec-10
2-Dec-10
1026.5
1025.45
1027.5
1030
1031.85
1025
1027
1025.25
1028.3
1028.8
1159.8
1145.15
1128.15
1119.45
1109.8
1123.55
1130.65
1132.05
1138.7
1131.85
1096
1077.25
1011.55
977.3
953.45
924
919
922.15
936.1
934.6
911.5
900.95
898.75
906.6
906.1
901.7
898.1
897.5
899.65
903.2
900.05
894.7
896.7
892.7
898.6
959.4
941.6
938.8
936
926.8
931
934.4
931
922.6
937.6
940.2
936.6
940.4
937.2
938.2
943.4
945
938.4
948
951
963
968.4
949.6
948.2
945.6
932.8
958.4
964.4
972
967.4
970
965.6
965.8
971.4
968.4
964
967.8
961
963
963.6
958.8
964.6
963.4
966.5
969
3-Dec-10
4-Dec-10
6-Dec-10
7-Dec-10
8-Dec-10
9-Dec-10
10-Dec-10
11-Dec-10
13-Dec-10
14-Dec-10
15-Dec-10
16-Dec-10
17-Dec-10
18-Dec-10
20-Dec-10
21-Dec-10
22-Dec-10
23-Dec-10
24-Dec-10
27-Dec-10
28-Dec-10
29-Dec-10
30-Dec-10
31-Dec-10
1-Jan-11
3-Jan-11
4-Jan-11
5-Jan-11
6-Jan-11
7-Jan-11
8-Jan-11
10-Jan-11
11-Jan-11
12-Jan-11
13-Jan-11
14-Jan-11
15-Jan-11
17-Jan-11
18-Jan-11
19-Jan-11
20-Jan-11
900.95
901.1
910.05
914.55
910.85
914.05
909.25
912.85
908.6
907.05
906.5
912.05
923.95
930.1
929.85
934.5
940.25
942.15
944.2
939.15
945.65
944.4
947.4
942.85
940
937.5
943.4
941.3
947.75
947.5
950.4
937.65
932.6
926.75
925.75
926.45
926.35
915.55
918.75
909.7
910.95
968
968
977.5
981.5
975.5
979
969
971
982
984.5
983
975
982.5
979
979.5
990
994.5
994.5
998
993
981.5
974
975.5
971.5
971.5
968
963.5
959
953
955.5
956
938
940
928.5
930.5
919
908
911.5
920.5
919.5
914
S.D. OF FUTURE
37.14475
Date
Price
Close Price
11-Oct-10
1030
957.4
12-Oct-10 1031.85
949.4
13-Oct-10
1025
945.4
14-Oct-10
1027
950
15-Oct-10 1025.25
945.2
16-Oct-10
1028.3
938.8
18-Oct-10
1028.8
957
19-Oct-10
1159.8
958.2
20-Oct-10 1145.15
957
21-Oct-10 1128.15
954.4
23-Oct-10 1119.45
951
25-Oct-10
1109.8
955.4
26-Oct-10 1123.55
959
27-Oct-10 1130.65
961.8
28-Oct-10 1132.05
959.2
29-Oct-10
1138.7
963.2
30-Oct-10 1131.85
968.2
1-Nov-10
1096
974.2
2-Nov-10 1077.25
981.6
3-Nov-10 1011.55
964.6
4-Nov-10
977.3
966.4
8-Nov-10
953.45
962.4
9-Nov-10
924
955.8
10-Nov-10
919
968.6
11-Nov-10
922.15
981.4
12-Nov-10
936.1
988.6
13-Nov-10
934.6
988
15-Nov-10
911.5
996.8
16-Nov-10
900.95
986.6
18-Nov-10
898.75
987.4
19-Nov-10
906.6
1002.2
20-Nov-10
906.1
1002.8
22-Nov-10
901.7
1005.2
23-Nov-10
898.1
1018.4
24-Nov-10
897.5
1018.2
25-Nov-10
899.65
1017
26-Nov-10
903.2
1015.8
27-Nov-10
900.05
1015.8
29-Nov-10
894.7
1017.8
30-Nov-10
896.7
1022.2
1-Dec-10
892.7
1018.5
2-Dec-10
898.6
1021.5
3-Dec-10
900.95
1027
4-Dec-10
901.1
1033
sd of spot
sd of future
74.30445 74.30445 61.45288
correlation
0.253175
hedge ratio
0.306121
6-Dec-10
7-Dec-10
8-Dec-10
9-Dec-10
10-Dec-10
11-Dec-10
13-Dec-10
14-Dec-10
15-Dec-10
16-Dec-10
17-Dec-10
18-Dec-10
20-Dec-10
21-Dec-10
22-Dec-10
23-Dec-10
24-Dec-10
27-Dec-10
28-Dec-10
29-Dec-10
30-Dec-10
31-Dec-10
1-Jan-11
3-Jan-11
4-Jan-11
5-Jan-11
6-Jan-11
7-Jan-11
8-Jan-11
10-Jan-11
11-Jan-11
12-Jan-11
13-Jan-11
14-Jan-11
15-Jan-11
17-Jan-11
18-Jan-11
19-Jan-11
20-Jan-11
21-Jan-11
22-Jan-11
24-Jan-11
25-Jan-11
27-Jan-11
28-Jan-11
910.05
914.55
910.85
914.05
909.25
912.85
908.6
907.05
906.5
912.05
923.95
930.1
929.85
934.5
940.25
942.15
944.2
939.15
945.65
944.4
947.4
942.85
940
937.5
943.4
941.3
947.75
947.5
950.4
937.65
932.6
926.75
925.75
926.45
926.35
915.55
918.75
909.7
910.95
900.65
903
902.75
905.15
902
902.55
1030.5
1031.5
1029
1030.5
1020
1028.5
1045.5
1050
1053
1047.5
1055
1055.5
1057
1074
1070.5
1067.5
1074.5
1074
1070
1063
1056.5
1046
1054
1048.5
1043
1031
1021
1011.5
1008
977
991
974.5
971
959.5
961.5
945.5
959.5
956
947.5
946
944
946.5
947
943
945.5
29-Jan-11
31-Jan-11
1-Feb-11
2-Feb-11
3-Feb-11
4-Feb-11
5-Feb-11
7-Feb-11
8-Feb-11
9-Feb-11
10-Feb-11
11-Feb-11
12-Feb-11
14-Feb-11
15-Feb-11
16-Feb-11
17-Feb-11
18-Feb-11
19-Feb-11
21-Feb-11
22-Feb-11
23-Feb-11
24-Feb-11
25-Feb-11
26-Feb-11
28-Feb-11
1-Mar-11
3-Mar-11
4-Mar-11
5-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
12-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
900.45
893.4
884.9
884.05
887.6
889.6
891.55
884.65
877.35
869.25
867.75
868.35
861.6
872.15
874.25
865.95
862.2
861.45
865.35
859.45
853.1
853.8
855.7
857.85
861.8
861.95
867.95
871.3
870.65
869.1
868.7
866.1
864.15
860.05
860.1
862.7
873.15
881
876.5
874.6
871.6
945
924
906.5
905.5
922.5
921.5
920.5
908
893.5
887.5
892.5
887.5
882.5
885
890
877.5
879.5
884.5
888
887
886.5
888.5
890.5
888
889.5
890
891
885
877.5
872.5
875
877
873.5
872.5
869.5
873
890
896
892
884
879.5
Date
Price
Close Price
10-Dec-10
909.25
1083
11-Dec-10
912.85
1078.5
13-Dec-10
908.6
1104.5
14-Dec-10
907.05
1107.5
15-Dec-10
906.5
1118
16-Dec-10
912.05
1117.5
17-Dec-10
923.95
1124.5
18-Dec-10
930.1
1120.5
20-Dec-10
929.85
1122
21-Dec-10
934.5
1132.5
22-Dec-10
940.25
1132
23-Dec-10
942.15
1130.5
24-Dec-10
944.2
1140
27-Dec-10
939.15
1142.5
28-Dec-10
945.65
1140
29-Dec-10
944.4
1139
30-Dec-10
947.4
1136
31-Dec-10
942.85
1126.5
1-Jan-11
940
1140.5
3-Jan-11
937.5
1136.5
4-Jan-11
943.4
1135
5-Jan-11
941.3
1122.5
6-Jan-11
947.75
1100
7-Jan-11
947.5
1088
8-Jan-11
950.4
1089
10-Jan-11
937.65
1054
11-Jan-11
932.6
1065.5
12-Jan-11
926.75
1053.5
13-Jan-11
925.75
1049.5
14-Jan-11
926.45
1035.5
15-Jan-11
926.35
1030.5
17-Jan-11
915.55
1025.5
18-Jan-11
918.75
1049
19-Jan-11
909.7
1053
20-Jan-11
910.95
1046.5
21-Jan-11
900.65
1050
22-Jan-11
903
1051.5
24-Jan-11
902.75
1052
25-Jan-11
905.15
1054
27-Jan-11
902
1050.5
28-Jan-11
902.55
1056.5
29-Jan-11
900.45
1059.5
31-Jan-11
893.4
1044
1-Feb-11
884.9
1024.5
SD OF SPOT
64.45381
correlation
0.152869
H*
0.199739
sd of future
49.32914
2-Feb-11
3-Feb-11
4-Feb-11
5-Feb-11
7-Feb-11
8-Feb-11
9-Feb-11
10-Feb-11
11-Feb-11
12-Feb-11
14-Feb-11
15-Feb-11
16-Feb-11
17-Feb-11
18-Feb-11
19-Feb-11
21-Feb-11
22-Feb-11
23-Feb-11
24-Feb-11
25-Feb-11
26-Feb-11
28-Feb-11
1-Mar-11
3-Mar-11
4-Mar-11
5-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
12-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
19-Mar-11
21-Mar-11
22-Mar-11
23-Mar-11
24-Mar-11
25-Mar-11
26-Mar-11
884.05
887.6
889.6
891.55
884.65
877.35
869.25
867.75
868.35
861.6
872.15
874.25
865.95
862.2
861.45
865.35
859.45
853.1
853.8
855.7
857.85
861.8
861.95
867.95
871.3
870.65
869.1
868.7
866.1
864.15
860.05
860.1
862.7
873.15
881
876.5
874.6
871.6
870
871.6
871.25
872.85
874.9
879.05
880.15
1020.5
1044
1041
1040
1024
992.5
971.5
979
984.5
983
989
993.5
979.5
980
987.5
991
987.5
988
988.5
991
990.5
999
1010.5
1016.5
1010.5
1005
996.5
999.5
997
989
989
990
996
1010
1010.5
1001.5
1006
1004.5
1006
1000
997.5
1003.5
1014.5
1028.5
1017.5
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
2-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
9-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
15-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
23-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11
28-Apr-11
29-Apr-11
30-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
7-May-11
9-May-11
10-May-11
11-May-11
12-May-11
13-May-11
16-May-11
18-May-11
19-May-11
20-May-11
21-May-11
23-May-11
24-May-11
25-May-11
872.05
869.75
866.45
861.25
860.15
860.25
855.25
844.95
851.35
850.5
848.05
850.05
854.15
864.35
872.5
865.35
869.5
881.65
903.3
986.85
993.55
994.5
1004.3
1011.35
1004.85
1001
1014.9
1023.85
1047.15
1067.8
1071.2
1066.4
1054.9
1064.3
1060.35
1072.9
1069.45
1057.25
1038.65
1029.8
1035.35
1045.8
1038.9
1045.45
1048.6
1002
1004.5
999
982
982.5
977.5
951.5
945
959.5
957.5
959.5
962
974.5
983.5
989.5
987.5
992.5
1026
1039.5
1054
1076
1057.5
1064
1062
1061.5
1058
1075
1073.5
1084
1087.5
1060
1059
1032
1036
1042.5
1045
1039.5
1024
1000.5
996
1004.5
1013
994
994.5
1015
26-May-11
27-May-11
28-May-11
30-May-11
31-May-11
1-Jun-11
2-Jun-11
3-Jun-11
4-Jun-11
6-Jun-11
7-Jun-11
8-Jun-11
9-Jun-11
10-Jun-11
11-Jun-11
13-Jun-11
14-Jun-11
15-Jun-11
16-Jun-11
17-Jun-11
18-Jun-11
20-Jun-11
21-Jun-11
22-Jun-11
23-Jun-11
24-Jun-11
25-Jun-11
27-Jun-11
28-Jun-11
29-Jun-11
30-Jun-11
1-Jul-11
2-Jul-11
4-Jul-11
5-Jul-11
6-Jul-11
7-Jul-11
8-Jul-11
9-Jul-11
11-Jul-11
12-Jul-11
13-Jul-11
14-Jul-11
15-Jul-11
16-Jul-11
1053.95
1061.95
1072.3
1047.45
1051
1041.75
1050.8
1058.6
969.3
972.5
973.35
968.55
971.85
970.5
963.65
957.45
960
958.9
958.7
954.7
957.9
961.9
959.2
962.5
957.9
959.85
962.85
960.65
964.6
960.5
955.65
952.95
954.3
960.4
963.05
965.8
961.65
965.8
962.35
960.65
959.45
969.3
966.55
971.45
969.4
999.5
1000
997
984
982
987.5
981.5
982.5
984
976.5
976
975
979.5
972
965.5
973.5
987
976.5
975
975
981.5
988.5
987
989.5
988.5
984.5
982.5
984
981.5
985
977
975
983
998.5
1005
1002
991
991
991
985.5
983.5
988
991
987.5
981.5
18-Jul-11
19-Jul-11
20-Jul-11
973.9
974.05
977.45
986
982.5
979
Date
Price
Close Price
10-Jan-11
937.65
1082
11-Jan-11
932.6
1089.5
12-Jan-11
926.75
1072
13-Jan-11
925.75
1072
14-Jan-11
926.45
1066.5
15-Jan-11
926.35
1062.5
17-Jan-11
915.55
1062.5
18-Jan-11
918.75
1071.5
19-Jan-11
909.7
1082.5
20-Jan-11
910.95
1078.5
21-Jan-11
900.65
1078.5
22-Jan-11
903
1078.5
24-Jan-11
902.75
1078.5
25-Jan-11
905.15
1092
27-Jan-11
902
1090
28-Jan-11
902.55
1099
29-Jan-11
900.45
1089
31-Jan-11
893.4
1082
1-Feb-11
884.9
1065
2-Feb-11
884.05
1060.5
3-Feb-11
887.6
1069
4-Feb-11
889.6
1064.5
5-Feb-11
891.55
1064.5
7-Feb-11
884.65
1064.5
8-Feb-11
877.35
1035.5
9-Feb-11
869.25
1014.5
10-Feb-11
867.75
1005.5
11-Feb-11
868.35
1011.5
12-Feb-11
861.6
1010
14-Feb-11
872.15
1023
15-Feb-11
874.25
1018.5
16-Feb-11
865.95
1012.5
17-Feb-11
862.2
1008
18-Feb-11
861.45
1009.5
19-Feb-11
865.35
1017
21-Feb-11
859.45
1021
22-Feb-11
853.1
1011.5
23-Feb-11
853.8
1006
24-Feb-11
855.7
1012
25-Feb-11
857.85
1010
26-Feb-11
861.8
1024
28-Feb-11
861.95
1026
1-Mar-11
867.95
1033.5
4-Mar-11
870.65
1027
sd of spot
72.03783
sd of future
33.83154
co relation
0.405472
H*
0.863376
5-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
12-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
19-Mar-11
21-Mar-11
22-Mar-11
23-Mar-11
24-Mar-11
25-Mar-11
26-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
2-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
9-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
15-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
23-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11
28-Apr-11
29-Apr-11
30-Apr-11
869.1
868.7
866.1
864.15
860.05
860.1
862.7
873.15
881
876.5
874.6
871.6
870
871.6
871.25
872.85
874.9
879.05
880.15
872.05
869.75
866.45
861.25
860.15
860.25
855.25
844.95
851.35
850.5
848.05
850.05
854.15
864.35
872.5
865.35
869.5
881.65
903.3
986.85
993.55
994.5
1004.3
1011.35
1004.85
1001
1019
1018.5
1022.5
1014.5
1013
1015.5
1016
1028.5
1032.5
1023
1026
1026
1032.5
1028
1023
1028.5
1039.5
1051
1042.5
1028
1024.5
1022.5
1002.5
995
987
962
954
967.5
964
975.5
981
999
1003.5
1004.5
1003
1004.5
1045
1070
1075.5
1095
1080.5
1081
1080.5
1080.5
1073
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
7-May-11
9-May-11
10-May-11
11-May-11
12-May-11
13-May-11
16-May-11
18-May-11
19-May-11
20-May-11
21-May-11
23-May-11
24-May-11
25-May-11
26-May-11
27-May-11
28-May-11
30-May-11
31-May-11
1-Jun-11
2-Jun-11
3-Jun-11
4-Jun-11
6-Jun-11
7-Jun-11
8-Jun-11
9-Jun-11
10-Jun-11
11-Jun-11
13-Jun-11
14-Jun-11
15-Jun-11
16-Jun-11
17-Jun-11
18-Jun-11
20-Jun-11
21-Jun-11
22-Jun-11
23-Jun-11
24-Jun-11
1014.9
1023.85
1047.15
1067.8
1071.2
1066.4
1054.9
1064.3
1060.35
1072.9
1069.45
1057.25
1038.65
1029.8
1035.35
1045.8
1038.9
1045.45
1048.6
1053.95
1061.95
1072.3
1047.45
1051
1041.75
1050.8
1058.6
969.3
972.5
973.35
968.55
971.85
970.5
963.65
957.45
960
958.9
958.7
954.7
957.9
961.9
959.2
962.5
957.9
959.85
1094.5
1105
1107
1108.5
1081.5
1082
1053
1055
1060
1063
1060
1046.5
1017
1016.5
1024.5
1031.5
1014
1012
1034
1015
1015
1010
1001.5
1001
1004.5
1003.5
1003.5
1002.5
996
994
989.5
993
986
976
985
998
988.5
985
989
995.5
1003
1003.5
1008.5
1008.5
1003.5
25-Jun-11
27-Jun-11
28-Jun-11
29-Jun-11
30-Jun-11
1-Jul-11
2-Jul-11
4-Jul-11
5-Jul-11
6-Jul-11
7-Jul-11
8-Jul-11
9-Jul-11
11-Jul-11
12-Jul-11
13-Jul-11
14-Jul-11
15-Jul-11
16-Jul-11
18-Jul-11
19-Jul-11
20-Jul-11
21-Jul-11
22-Jul-11
23-Jul-11
25-Jul-11
26-Jul-11
27-Jul-11
28-Jul-11
29-Jul-11
30-Jul-11
1-Aug-11
2-Aug-11
3-Aug-11
4-Aug-11
5-Aug-11
6-Aug-11
8-Aug-11
9-Aug-11
10-Aug-11
11-Aug-11
12-Aug-11
13-Aug-11
16-Aug-11
17-Aug-11
962.85
960.65
964.6
960.5
955.65
952.95
954.3
960.4
963.05
965.8
961.65
965.8
962.35
960.65
959.45
969.3
966.55
971.45
969.4
973.9
974.05
977.45
981.2
983
986.75
990.5
992.15
993.9
993.5
994.15
994.65
992.45
995.95
991.85
987.2
990
984.75
980.2
982.1
981.25
980.9
981
978.65
981.2
981.55
1002
1003
1001
1010
1002
995
1010
1027
1036.5
1038
1023
1027.5
1026.5
1026
1031.5
1037.5
1041.5
1042
1033
1043
1043
1045.5
1042
1044.5
1058.5
1055
1044.5
1040.5
1046
1049
1044
1041.5
1037.5
1033
1027
1031
1025.5
1021
1030
1028
1028
1028.5
1019
1017
1015.5
18-Aug-11
19-Aug-11
20-Aug-11
22-Aug-11
23-Aug-11
24-Aug-11
25-Aug-11
26-Aug-11
27-Aug-11
29-Aug-11
30-Aug-11
2-Sep-11
3-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
10-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
17-Sep-11
19-Sep-11
20-Sep-11
980.9
984.15
985.75
988.75
989.65
990.65
995.8
998.9
999.65
1004.9
1013.55
1032.35
1049.3
1075.85
1088.9
1083.45
1080
1074.95
1070.3
1067.25
1063.9
1068.5
1080
1085
1079.4
1072
1073.85
1027.5
1033
1038.5
1049.5
1046.5
1053
1047.5
1047.5
1055
1058.5
1053
1074.5
1090
1116.5
1111
1104
1103.5
1095
1082
1077.5
1074.5
1080.5
1089
1087
1077.5
1067
1076
d of future
Date
Price
Close Price
10-Mar-11
860.05
900
11-Mar-11
860.1
900
12-Mar-11
862.7
900
14-Mar-11
873.15
900
15-Mar-11
881
900
16-Mar-11
876.5
920
17-Mar-11
874.6
933
18-Mar-11
871.6
923
19-Mar-11
870
921
21-Mar-11
871.6
929
22-Mar-11
871.25
925
23-Mar-11
872.85
940
24-Mar-11
874.9
935
25-Mar-11
879.05
934.5
26-Mar-11
880.15
934.5
28-Mar-11
872.05
931
29-Mar-11
869.75
928.5
30-Mar-11
866.45
924.5
31-Mar-11
861.25
911
1-Apr-11
860.15
916
2-Apr-11
860.25
920.5
4-Apr-11
855.25
913
5-Apr-11
844.95
901.5
6-Apr-11
851.35
907.5
7-Apr-11
850.5
899
8-Apr-11
848.05
896.5
9-Apr-11
850.05
913
11-Apr-11
854.15
922.5
12-Apr-11
864.35
926
13-Apr-11
872.5
929.5
15-Apr-11
865.35
930
19-Apr-11
869.5
931.5
20-Apr-11
881.65
952.5
21-Apr-11
903.3
966.5
23-Apr-11
986.85
974.5
25-Apr-11
993.55
980
26-Apr-11
994.5
972
27-Apr-11
1004.3
971.5
28-Apr-11 1011.35
968.5
29-Apr-11 1004.85
977
30-Apr-11
1001
978
2-May-11
1014.9
982.5
3-May-11 1023.85
987
4-May-11 1047.15
989.5
SD OF SPOT
72.43492
CO RELATION
0.716027
H*
1.642219
5-May-11
6-May-11
7-May-11
9-May-11
10-May-11
11-May-11
12-May-11
13-May-11
16-May-11
18-May-11
19-May-11
20-May-11
21-May-11
23-May-11
24-May-11
25-May-11
26-May-11
27-May-11
28-May-11
30-May-11
31-May-11
1-Jun-11
2-Jun-11
3-Jun-11
4-Jun-11
6-Jun-11
7-Jun-11
8-Jun-11
9-Jun-11
10-Jun-11
11-Jun-11
13-Jun-11
14-Jun-11
15-Jun-11
16-Jun-11
17-Jun-11
18-Jun-11
20-Jun-11
21-Jun-11
22-Jun-11
23-Jun-11
24-Jun-11
25-Jun-11
27-Jun-11
28-Jun-11
1067.8
1071.2
1066.4
1054.9
1064.3
1060.35
1072.9
1069.45
1057.25
1038.65
1029.8
1035.35
1045.8
1038.9
1045.45
1048.6
1053.95
1061.95
1072.3
1047.45
1051
1041.75
1050.8
1058.6
969.3
972.5
973.35
968.55
971.85
970.5
963.65
957.45
960
958.9
958.7
954.7
957.9
961.9
959.2
962.5
957.9
959.85
962.85
960.65
964.6
990
975.5
973.5
953
952.5
963
966.5
964
960
950
940.5
948
945
937.5
939.5
951.5
949.5
949.5
945.5
938.5
938.5
943
943
941.5
944.5
943
943
942
940
936.5
936
930.5
939.5
931.5
927.5
929.5
932.5
936
932.5
938.5
934
933.5
932
926
926.5
29-Jun-11
30-Jun-11
1-Jul-11
2-Jul-11
4-Jul-11
5-Jul-11
6-Jul-11
7-Jul-11
8-Jul-11
9-Jul-11
11-Jul-11
12-Jul-11
13-Jul-11
14-Jul-11
15-Jul-11
16-Jul-11
18-Jul-11
19-Jul-11
20-Jul-11
21-Jul-11
22-Jul-11
23-Jul-11
25-Jul-11
26-Jul-11
27-Jul-11
28-Jul-11
29-Jul-11
30-Jul-11
1-Aug-11
2-Aug-11
3-Aug-11
4-Aug-11
5-Aug-11
6-Aug-11
8-Aug-11
9-Aug-11
10-Aug-11
11-Aug-11
12-Aug-11
13-Aug-11
16-Aug-11
17-Aug-11
18-Aug-11
19-Aug-11
20-Aug-11
960.5
955.65
952.95
954.3
960.4
963.05
965.8
961.65
965.8
962.35
960.65
959.45
969.3
966.55
971.45
969.4
973.9
974.05
977.45
981.2
983
986.75
990.5
992.15
993.9
993.5
994.15
994.65
992.45
995.95
991.85
987.2
990
984.75
980.2
982.1
981.25
980.9
981
978.65
981.2
981.55
980.9
984.15
985.75
931
927.5
920
929.5
936.5
935
940.5
930
933.5
935
933
931.5
935
943.5
944.5
943
946
944.5
951
950.5
954
961
963
957.5
954.5
959
962.5
958
950.5
946
945
944
947.5
951
949
956
952.5
950
953.5
948
949
949
953.5
957
960
22-Aug-11
23-Aug-11
24-Aug-11
25-Aug-11
26-Aug-11
27-Aug-11
29-Aug-11
30-Aug-11
2-Sep-11
3-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
10-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
17-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
24-Sep-11
26-Sep-11
27-Sep-11
28-Sep-11
29-Sep-11
30-Sep-11
1-Oct-11
3-Oct-11
4-Oct-11
5-Oct-11
7-Oct-11
8-Oct-11
10-Oct-11
11-Oct-11
12-Oct-11
13-Oct-11
14-Oct-11
15-Oct-11
988.75
989.65
990.65
995.8
998.9
999.65
1004.9
1013.55
1032.35
1049.3
1075.85
1088.9
1083.45
1080
1074.95
1070.3
1067.25
1063.9
1068.5
1080
1085
1079.4
1072
1073.85
1066.35
1061.05
1052.1
1047.8
1045.85
1034.55
1033.7
1029.7
1026
1023.9
1022.85
1019.55
1020.75
1017.65
1015.75
1009.6
1156.4
1148.95
1143.05
1144.4
1144.1
968.5
964.5
968.5
966.5
967
966.5
978
974
982.5
991
995
986
982.5
987
991
990.5
1000.5
1009
1018
1023
1006.5
1000.5
1004
998
993
994.5
988
967.5
970.5
968.5
965.5
972.5
962
960
975
964
960.5
955.5
960.5
961.5
970.5
963.5
969.5
967
968.5
17-Oct-11
18-Oct-11
19-Oct-11
20-Oct-11
21-Oct-11
22-Oct-11
24-Oct-11
25-Oct-11
29-Oct-11
31-Oct-11
1-Nov-11
2-Nov-11
3-Nov-11
4-Nov-11
5-Nov-11
8-Nov-11
9-Nov-11
11-Nov-11
12-Nov-11
14-Nov-11
15-Nov-11
16-Nov-11
17-Nov-11
18-Nov-11
1129.3
1113.55
1104.25
1095.25
1086.1
1077.65
1039.55
1028.75
1018.85
1032.1
1042.25
1055.1
1066.4
1074.6
1062.15
1043.1
1045.5
1061.75
1065.3
1054.8
1045.1
1040.9
1039.25
1034.45
965.5
969
967.5
970.5
974
974
970.5
983
980.5
1001
1015
1027.5
1026
1038
1032.5
1019.5
1027
1042
1040.5
1028
1026
1034.5
1037
1044
SD OF FUT
31.58247
O RELATION
Date
Price
Close Price
10-May-11
1064.3
915
11-May-11 1060.35
915
12-May-11
1072.9
942.5
13-May-11 1069.45
953.5
16-May-11 1057.25
953.5
18-May-11 1038.65
944
19-May-11
1029.8
934
20-May-11 1035.35
934
21-May-11
1045.8
934
23-May-11
1038.9
934
24-May-11 1045.45
934
25-May-11
1048.6
945
26-May-11 1053.95
946
27-May-11 1061.95
946
28-May-11
1072.3
940
30-May-11 1047.45
940
31-May-11
1051
940
1-Jun-11 1041.75
940
2-Jun-11
1050.8
940
3-Jun-11
1058.6
940
4-Jun-11
969.3
940
6-Jun-11
972.5
940
7-Jun-11
973.35
940
8-Jun-11
968.55
940
9-Jun-11
971.85
928
10-Jun-11
970.5
930
11-Jun-11
963.65
930
13-Jun-11
957.45
930
14-Jun-11
960
930
15-Jun-11
958.9
930
16-Jun-11
958.7
934.5
17-Jun-11
954.7
933
18-Jun-11
957.9
933
20-Jun-11
961.9
933
21-Jun-11
959.2
933
22-Jun-11
962.5
933
23-Jun-11
957.9
926
24-Jun-11
959.85
926.5
25-Jun-11
962.85
926.5
27-Jun-11
960.65
926.5
28-Jun-11
964.6
925
29-Jun-11
960.5
930
30-Jun-11
955.65
935
1-Jul-11
952.95
932.5
sd of spot
44.35755
co relation
0.460339
H*
0.673005
2-Jul-11
4-Jul-11
5-Jul-11
6-Jul-11
7-Jul-11
8-Jul-11
9-Jul-11
11-Jul-11
12-Jul-11
13-Jul-11
14-Jul-11
15-Jul-11
16-Jul-11
18-Jul-11
19-Jul-11
20-Jul-11
21-Jul-11
22-Jul-11
23-Jul-11
25-Jul-11
26-Jul-11
27-Jul-11
28-Jul-11
29-Jul-11
30-Jul-11
1-Aug-11
2-Aug-11
3-Aug-11
4-Aug-11
5-Aug-11
6-Aug-11
8-Aug-11
9-Aug-11
10-Aug-11
11-Aug-11
12-Aug-11
13-Aug-11
16-Aug-11
17-Aug-11
18-Aug-11
19-Aug-11
20-Aug-11
22-Aug-11
23-Aug-11
24-Aug-11
954.3
960.4
963.05
965.8
961.65
965.8
962.35
960.65
959.45
969.3
966.55
971.45
969.4
973.9
974.05
977.45
981.2
983
986.75
990.5
992.15
993.9
993.5
994.15
994.65
992.45
995.95
991.85
987.2
990
984.75
980.2
982.1
981.25
980.9
981
978.65
981.2
981.55
980.9
984.15
985.75
988.75
989.65
990.65
936.5
940
940
940
932
935
935
935
936
936
953.5
953.5
953.5
951
951
951
953
958
965.5
962
961
961
961
961
961
960.5
958
958
948
949
949
949.5
956
952.5
953
958
952
950.5
950.5
955
956.5
956.5
956.5
964.5
968.5
25-Aug-11
26-Aug-11
27-Aug-11
29-Aug-11
30-Aug-11
2-Sep-11
3-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
10-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
17-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
24-Sep-11
26-Sep-11
27-Sep-11
28-Sep-11
29-Sep-11
30-Sep-11
1-Oct-11
3-Oct-11
5-Oct-11
8-Oct-11
11-Oct-11
12-Oct-11
14-Oct-11
17-Oct-11
19-Oct-11
21-Oct-11
24-Oct-11
25-Oct-11
31-Oct-11
1-Nov-11
2-Nov-11
995.8
998.9
999.65
1004.9
1013.55
1032.35
1049.3
1075.85
1088.9
1083.45
1080
1074.95
1070.3
1067.25
1063.9
1068.5
1080
1085
1079.4
1072
1073.85
1066.35
1061.05
1052.1
1047.8
1045.85
1034.55
1033.7
1029.7
1026
1023.9
1022.85
1020.75
1015.75
1156.4
1148.95
1144.4
1129.3
1104.25
1086.1
1039.55
1028.75
1032.1
1042.25
1055.1
966.5
967
945
964
969.5
982.5
984
986
975
972
977
975.5
977.5
985.5
999
1006.5
1008
999
997.5
1001
1000.5
995
992
987.5
973.5
973
974
973.5
974
971
972
980
967
968.5
970.5
965.5
971
966
968
971.5
970
982
991
1010.5
1019
3-Nov-11
4-Nov-11
5-Nov-11
8-Nov-11
9-Nov-11
11-Nov-11
12-Nov-11
14-Nov-11
15-Nov-11
16-Nov-11
17-Nov-11
18-Nov-11
21-Nov-11
22-Nov-11
23-Nov-11
24-Nov-11
25-Nov-11
26-Nov-11
28-Nov-11
29-Nov-11
30-Nov-11
2-Dec-11
3-Dec-11
5-Dec-11
6-Dec-11
7-Dec-11
8-Dec-11
9-Dec-11
10-Dec-11
12-Dec-11
13-Dec-11
14-Dec-11
15-Dec-11
16-Dec-11
17-Dec-11
19-Dec-11
20-Dec-11
1066.4
1074.6
1062.15
1043.1
1045.5
1058.15
1065.3
1054.8
1045.1
1040.9
1039.25
1034.45
1015.9
1006.75
1004.65
999.2
1004.55
1003.7
1001.65
1002.4
999.45
987.45
986.25
997.65
1001.6
1006.05
1009.15
1009.15
1010.4
1011.55
1018.3
1028.85
1035.95
1036.25
1036.9
1040.4
1042.5
1012
1012.5
1007
998.5
1004.5
1025
1016.5
1014
1011.5
1010.5
1012
1012.5
1001
999.5
998.5
995.5
996.5
1002
1002.5
999.5
998
993
987.5
1002.5
997.5
1003
1003.5
1006.5
1004
1004
1011
1032
1034
1031
1035
1043
1049
o relation
sd of fut
30.34079
Date
Price
Date
10-Aug-11
981.25
11-Aug-11
980.9
12-Aug-11
981
13-Aug-11
978.65
16-Aug-11
981.2
17-Aug-11
981.55
18-Aug-11
980.9
19-Aug-11
984.15
20-Aug-11
985.75
22-Aug-11
988.75
23-Aug-11
989.65
24-Aug-11
990.65
25-Aug-11
995.8
26-Aug-11
998.9
27-Aug-11
999.65
29-Aug-11
1004.9
30-Aug-11 1013.55
2-Sep-11 1032.35
3-Sep-11
1049.3
5-Sep-11 1075.85
6-Sep-11
1088.9
7-Sep-11 1083.45
8-Sep-11
1080
9-Sep-11 1074.95
10-Sep-11
1070.3
12-Sep-11 1067.25
13-Sep-11
1063.9
14-Sep-11
1068.5
15-Sep-11
1080
16-Sep-11
1085
17-Sep-11
1079.4
19-Sep-11
1072
20-Sep-11 1073.85
21-Sep-11 1066.35
22-Sep-11 1061.05
23-Sep-11
1052.1
24-Sep-11
1047.8
26-Sep-11 1045.85
27-Sep-11 1034.55
28-Sep-11
1033.7
29-Sep-11
1029.7
30-Sep-11
1026
1-Oct-11
1023.9
3-Oct-11 1022.85
Close Price
10-Aug-11
952.5
11-Aug-11
956
12-Aug-11
962.5
13-Aug-11
956
16-Aug-11
952
17-Aug-11
952
18-Aug-11
956.5
19-Aug-11
956.5
20-Aug-11
956.5
22-Aug-11
956.5
23-Aug-11
964.5
24-Aug-11
968.5
25-Aug-11
966.5
26-Aug-11
967
27-Aug-11
945
29-Aug-11
965
30-Aug-11
969.5
2-Sep-11
982.5
3-Sep-11
984
5-Sep-11
992
6-Sep-11
992
7-Sep-11
985
8-Sep-11
990
9-Sep-11
990
10-Sep-11
990
12-Sep-11
990
13-Sep-11
1000.5
14-Sep-11
1020
15-Sep-11
1027.5
16-Sep-11
1008.5
17-Sep-11
1007.5
19-Sep-11
1013.5
20-Sep-11
1015
21-Sep-11
1008
22-Sep-11
1007
23-Sep-11
1009
24-Sep-11
1000
26-Sep-11
999
27-Sep-11
999
28-Sep-11
995
29-Sep-11
998.5
30-Sep-11
999
1-Oct-11
992.5
3-Oct-11
1000.5
4-Oct-11
5-Oct-11
7-Oct-11
8-Oct-11
10-Oct-11
11-Oct-11
12-Oct-11
13-Oct-11
14-Oct-11
15-Oct-11
17-Oct-11
18-Oct-11
19-Oct-11
20-Oct-11
21-Oct-11
22-Oct-11
24-Oct-11
25-Oct-11
29-Oct-11
31-Oct-11
1-Nov-11
2-Nov-11
3-Nov-11
4-Nov-11
5-Nov-11
8-Nov-11
9-Nov-11
11-Nov-11
12-Nov-11
14-Nov-11
15-Nov-11
16-Nov-11
17-Nov-11
18-Nov-11
19-Nov-11
21-Nov-11
22-Nov-11
23-Nov-11
24-Nov-11
25-Nov-11
26-Nov-11
28-Nov-11
29-Nov-11
30-Nov-11
2-Dec-11
1019.55
1020.75
1017.65
1015.75
1009.6
1156.4
1148.95
1143.05
1144.4
1144.1
1129.3
1113.55
1104.25
1095.25
1086.1
1077.65
1039.55
1028.75
1018.85
1032.1
1042.25
1055.1
1066.4
1074.6
1062.15
1043.1
1045.5
1061.75
1065.3
1054.8
1045.1
1040.9
1039.25
1034.45
1031.45
1015.9
1006.75
1004.65
999.2
1004.55
1003.7
1001.65
1002.4
999.45
987.45
4-Oct-11
5-Oct-11
7-Oct-11
8-Oct-11
10-Oct-11
11-Oct-11
12-Oct-11
13-Oct-11
14-Oct-11
15-Oct-11
17-Oct-11
18-Oct-11
19-Oct-11
20-Oct-11
21-Oct-11
22-Oct-11
24-Oct-11
25-Oct-11
29-Oct-11
31-Oct-11
1-Nov-11
2-Nov-11
3-Nov-11
4-Nov-11
5-Nov-11
8-Nov-11
9-Nov-11
11-Nov-11
12-Nov-11
14-Nov-11
15-Nov-11
16-Nov-11
17-Nov-11
18-Nov-11
19-Nov-11
21-Nov-11
22-Nov-11
23-Nov-11
24-Nov-11
25-Nov-11
26-Nov-11
28-Nov-11
29-Nov-11
30-Nov-11
2-Dec-11
1000
988.5
989.5
989.5
989.5
989.5
988
989
987.5
986
984
985
983
988
991
991
996.5
1003.5
1018
1028
1042
1056
1046
1045.5
1040.5
1032.5
1043.5
1059.5
1049.5
1049
1050.5
1051
1052
1052.5
1052.5
1042
1042
1043.5
1041
1042.5
1043
1044
1041
1040
1032.5
3-Dec-11
5-Dec-11
6-Dec-11
7-Dec-11
8-Dec-11
9-Dec-11
10-Dec-11
12-Dec-11
13-Dec-11
14-Dec-11
15-Dec-11
16-Dec-11
17-Dec-11
19-Dec-11
20-Dec-11
21-Dec-11
22-Dec-11
23-Dec-11
24-Dec-11
26-Dec-11
27-Dec-11
28-Dec-11
29-Dec-11
30-Dec-11
31-Dec-11
2-Jan-12
3-Jan-12
4-Jan-12
5-Jan-12
6-Jan-12
7-Jan-12
9-Jan-12
10-Jan-12
11-Jan-12
12-Jan-12
13-Jan-12
14-Jan-12
16-Jan-12
17-Jan-12
18-Jan-12
19-Jan-12
20-Jan-12
986.25
997.65
1001.6
1006.05
1009.15
1009.15
1010.4
1011.55
1018.3
1028.85
1035.95
1036.25
1036.9
1040.4
1042.5
1042.15
1045.15
1046.65
1040
1040.3
1040.8
1038.4
1038.75
1032.25
1034.85
1037.75
1040.4
1037.95
1040
1040.4
1048.85
1050.45
1053.9
1053.3
1056.25
1047.65
1051.4
1057.25
1061.75
1061.75
1060.35
1056
3-Dec-11
5-Dec-11
6-Dec-11
7-Dec-11
8-Dec-11
9-Dec-11
10-Dec-11
12-Dec-11
13-Dec-11
14-Dec-11
15-Dec-11
16-Dec-11
17-Dec-11
19-Dec-11
20-Dec-11
21-Dec-11
22-Dec-11
23-Dec-11
24-Dec-11
26-Dec-11
27-Dec-11
28-Dec-11
29-Dec-11
30-Dec-11
31-Dec-11
2-Jan-12
3-Jan-12
4-Jan-12
5-Jan-12
6-Jan-12
7-Jan-12
9-Jan-12
10-Jan-12
11-Jan-12
12-Jan-12
13-Jan-12
14-Jan-12
16-Jan-12
17-Jan-12
18-Jan-12
19-Jan-12
20-Jan-12
1031.5
1047.5
1040.5
1046
1042.5
1043
1041
1043.5
1054.5
1064
1065
1065.5
1060.5
1080
1083
1081.5
1077
1078
1073
1070
1065.5
1066.5
1063
1062
1064
1068
1065.5
1063
1064.5
1063.5
1066
1059
1057
1057
1063
1038.5
1044
1045.5
1052
1058
1061.5
1064
SD OF SPOT
37.74257
CO RELATION
0.074923
H*
0.075182
SD OF FUT
37.61286
Date
Price
Close Price
10-Oct-11
1009.6
1012.5
11-Oct-11
1156.4
1008.5
12-Oct-11 1148.95
1010.5
13-Oct-11 1143.05
1009
14-Oct-11
1144.4
1012
15-Oct-11
1144.1
1020
17-Oct-11
1129.3
1002
18-Oct-11 1113.55
1002
19-Oct-11 1104.25
1002
20-Oct-11 1095.25
1014
21-Oct-11
1086.1
1014
22-Oct-11 1077.65
1013
24-Oct-11 1039.55
1023
25-Oct-11 1028.75
1025
29-Oct-11 1018.85
1042.5
31-Oct-11
1032.1
1051
1-Nov-11 1042.25
1066.5
2-Nov-11
1055.1
1086.5
3-Nov-11
1066.4
1067
4-Nov-11
1074.6
1059
5-Nov-11 1062.15
1055
8-Nov-11
1043.1
1054.5
9-Nov-11
1045.5
1062
11-Nov-11 1061.75
1080
12-Nov-11
1065.3
1072
14-Nov-11
1054.8
1071.5
15-Nov-11
1045.1
1068.5
16-Nov-11
1040.9
1085
17-Nov-11 1039.25
1081
18-Nov-11 1034.45
1081
19-Nov-11 1031.45
1083
21-Nov-11
1015.9
1076
22-Nov-11 1006.75
1080
23-Nov-11 1004.65
1087
24-Nov-11
999.2
1086
25-Nov-11 1004.55
1084.5
26-Nov-11
1003.7
1087
28-Nov-11 1001.65
1090
29-Nov-11
1002.4
1087.5
30-Nov-11
999.45
1082
2-Dec-11
987.45
1072.5
3-Dec-11
986.25
1070
5-Dec-11
997.65
1083
6-Dec-11
1001.6
1084.5
SD OF SPOT
34.58155
CO RELATE
-0.126759
H*
-0.142094
7-Dec-11
8-Dec-11
9-Dec-11
10-Dec-11
12-Dec-11
13-Dec-11
14-Dec-11
15-Dec-11
16-Dec-11
17-Dec-11
19-Dec-11
20-Dec-11
21-Dec-11
22-Dec-11
23-Dec-11
24-Dec-11
26-Dec-11
27-Dec-11
28-Dec-11
29-Dec-11
30-Dec-11
31-Dec-11
2-Jan-12
3-Jan-12
4-Jan-12
5-Jan-12
6-Jan-12
7-Jan-12
9-Jan-12
10-Jan-12
11-Jan-12
12-Jan-12
13-Jan-12
14-Jan-12
16-Jan-12
17-Jan-12
18-Jan-12
19-Jan-12
20-Jan-12
21-Jan-12
23-Jan-12
24-Jan-12
25-Jan-12
27-Jan-12
28-Jan-12
1006.05
1009.15
1009.15
1010.4
1011.55
1018.3
1028.85
1035.95
1036.25
1036.9
1040.4
1042.5
1042.15
1045.15
1046.65
1040
1040.3
1040.8
1038.4
1038.75
1032.25
1034.85
1037.75
1040.4
1037.95
1040
1040.4
1048.85
1050.45
1053.9
1053.3
1056.25
1047.65
1051.4
1057.25
1061.75
1061.75
1060.35
1056
1057.25
1061.2
1056.4
1061.3
1062.95
1067.15
1087
1081
1080
1078.5
1080
1092
1094.5
1095.5
1095
1089.5
1107
1102.5
1100
1096.5
1098.5
1093.5
1091.5
1087.5
1087.5
1088.5
1091
1091
1091
1090
1087.5
1087
1089.5
1087
1084.5
1078
1077.5
1082.5
1060.5
1059.5
1056.5
1058
1065
1069
1073.5
1073.5
1102.5
1083.5
1087.5
1092.5
1106.5
30-Jan-12
31-Jan-12
1-Feb-12
2-Feb-12
3-Feb-12
4-Feb-12
6-Feb-12
7-Feb-12
8-Feb-12
9-Feb-12
10-Feb-12
11-Feb-12
13-Feb-12
14-Feb-12
15-Feb-12
16-Feb-12
17-Feb-12
18-Feb-12
21-Feb-12
22-Feb-12
23-Feb-12
24-Feb-12
25-Feb-12
27-Feb-12
29-Feb-12
1-Mar-12
2-Mar-12
5-Mar-12
7-Mar-12
9-Mar-12
10-Mar-12
12-Mar-12
13-Mar-12
14-Mar-12
15-Mar-12
16-Mar-12
17-Mar-12
19-Mar-12
20-Mar-12
1082.9
1117.5
1106.25
1099.5
1096.9
1104.4
1094.05
1086.5
1090.85
1092.2
1089.8
1086.25
1081.25
1081.25
1074.7
1070.75
1069.5
1070.3
1047.2
1046.85
1046.8
1041.85
1043.95
1039.2
1039.15
1038.45
1031.45
1034.15
1025.3
1025.1
1024.45
1026.4
1027.65
1026.05
1026.4
1032.1
1036.5
1048.7
1052.65
1151
1158.5
1127.5
1113.5
1131
1132
1109.5
1107.5
1117
1123.5
1116
1115
1097
1100
1101
1097
1087
1083.5
1077
1079.5
1068
1068
1066
1066
1069
1054.5
1042.5
1062
1042
1040.5
1036.5
1036
1040.5
1044.5
1043.5
1044.5
1049
1049.5
1061.5
SD OF FUT
30.84948
O RELATE
Date
Price
Close Price
10-Dec-11
1010.4
1116
12-Dec-11 1011.55
1145.5
13-Dec-11
1018.3
1175
14-Dec-11 1028.85
1180.5
15-Dec-11 1035.95
1197
16-Dec-11 1036.25
1197
17-Dec-11
1036.9
1188
19-Dec-11
1040.4
1205.5
20-Dec-11
1042.5
1203
21-Dec-11 1042.15
1199
22-Dec-11 1045.15
1194
23-Dec-11 1046.65
1198
24-Dec-11
1040
1193
26-Dec-11
1040.3
1195
27-Dec-11
1040.8
1191.5
28-Dec-11
1038.4
1197
29-Dec-11 1038.75
1197
30-Dec-11 1032.25
1196
31-Dec-11 1034.85
1196
2-Jan-12 1037.75
1196
3-Jan-12
1040.4
1204
4-Jan-12 1037.95
1200.5
5-Jan-12
1040
1195
6-Jan-12
1040.4
1193.5
7-Jan-12 1048.85
1194
9-Jan-12 1050.45
1191.5
10-Jan-12
1053.9
1187.5
11-Jan-12
1053.3
1188
12-Jan-12 1056.25
1195
13-Jan-12 1047.65
1178
14-Jan-12
1051.4
1167
16-Jan-12 1057.25
1166
17-Jan-12 1061.75
1165
18-Jan-12 1061.75
1170.5
19-Jan-12 1060.35
1183
20-Jan-12
1056
1184.5
21-Jan-12 1057.25
1186
23-Jan-12
1061.2
1221.5
24-Jan-12
1056.4
1220
25-Jan-12
1061.3
1236.5
27-Jan-12 1062.95
1248
28-Jan-12 1067.15
1281.5
30-Jan-12
1082.9
1333
31-Jan-12
1117.5
1347
SD OF SPOT
47.60356
1-Feb-12
2-Feb-12
3-Feb-12
4-Feb-12
6-Feb-12
7-Feb-12
8-Feb-12
9-Feb-12
10-Feb-12
11-Feb-12
13-Feb-12
14-Feb-12
15-Feb-12
16-Feb-12
17-Feb-12
18-Feb-12
21-Feb-12
22-Feb-12
23-Feb-12
24-Feb-12
25-Feb-12
27-Feb-12
29-Feb-12
1-Mar-12
2-Mar-12
5-Mar-12
7-Mar-12
9-Mar-12
10-Mar-12
12-Mar-12
13-Mar-12
14-Mar-12
15-Mar-12
16-Mar-12
17-Mar-12
19-Mar-12
20-Mar-12
21-Mar-12
22-Mar-12
23-Mar-12
26-Mar-12
27-Mar-12
28-Mar-12
29-Mar-12
30-Mar-12
1106.25
1099.5
1096.9
1104.4
1094.05
1086.5
1090.85
1092.2
1089.8
1086.25
1081.25
1081.25
1074.7
1070.75
1069.5
1070.3
1047.2
1046.85
1046.8
1041.85
1043.95
1039.2
1039.15
1038.45
1031.45
1034.15
1025.3
1025.1
1024.45
1026.4
1027.65
1026.05
1026.4
1032.1
1036.5
1048.7
1052.65
1055.6
1065.65
1055.6
1049.3
1035.85
1026.85
1027.4
1031.45
1315.5
1296
1316.5
1319.5
1291.5
1297
1304.5
1304.5
1299
1298.5
1270
1267
1268
1268.5
1250.5
1243.5
1238.5
1246
1220
1219.5
1222.5
1215.5
1211
1189
1184
1221
1202
1201
1193
1199
1211.5
1211.5
1219.5
1225
1229.5
1241
1244
1272
1246.5
1238.5
1223
1208
1206
1209.5
1211.5
31-Mar-12
2-Apr-12
3-Apr-12
4-Apr-12
7-Apr-12
9-Apr-12
10-Apr-12
11-Apr-12
12-Apr-12
13-Apr-12
16-Apr-12
17-Apr-12
18-Apr-12
19-Apr-12
20-Apr-12
21-Apr-12
23-Apr-12
24-Apr-12
25-Apr-12
26-Apr-12
27-Apr-12
28-Apr-12
30-Apr-12
2-May-12
3-May-12
4-May-12
5-May-12
7-May-12
8-May-12
9-May-12
10-May-12
11-May-12
12-May-12
14-May-12
15-May-12
16-May-12
17-May-12
18-May-12
19-May-12
21-May-12
22-May-12
23-May-12
24-May-12
25-May-12
26-May-12
1032.65
1021.4
1016.15
1016.4
998.75
1009.15
1018.9
1023.3
1036.5
1043
1042.1
1050.95
1055.6
1044.7
1049.3
1052.4
1090.25
1099.05
1088.95
1085.3
1082
1090.95
1111.9
1119.45
1118.85
1118.4
1124.25
1124.75
1122
1126.05
1130
1132.1
1127.15
1124.95
1120.1
1121.35
1120.25
1120.7
1117.35
1115.15
1116.9
1116.45
1118.25
1125.1
1130.2
1201
1179.5
1154
1161
1137.5
1172
1193
1181.5
1199
1210
1214
1230
1189.5
1187.5
1191.5
1203
1235.5
1217.5
1218.5
1214
1215.5
1215
1222
1200.5
1198
1189
1201
1201.5
1201
1193.5
1196
1188.5
1181.5
1166.5
1168
1173.5
1159.5
1159.5
1140.5
1123
1135
1124.5
1127
1131.5
1137
28-May-12
29-May-12
30-May-12
1-Jun-12
2-Jun-12
4-Jun-12
5-Jun-12
6-Jun-12
7-Jun-12
8-Jun-12
9-Jun-12
11-Jun-12
12-Jun-12
13-Jun-12
14-Jun-12
15-Jun-12
16-Jun-12
18-Jun-12
19-Jun-12
20-Jun-12
21-Jun-12
22-Jun-12
23-Jun-12
25-Jun-12
26-Jun-12
27-Jun-12
28-Jun-12
29-Jun-12
30-Jun-12
2-Jul-12
3-Jul-12
4-Jul-12
5-Jul-12
6-Jul-12
7-Jul-12
9-Jul-12
10-Jul-12
11-Jul-12
12-Jul-12
13-Jul-12
14-Jul-12
16-Jul-12
17-Jul-12
18-Jul-12
19-Jul-12
1131.35
1126
1095.1
1089.2
1095.9
1099.05
1100.2
1107.6
1107.4
1112.45
1112.3
1114.3
1112.7
1112.55
1114.55
1114.15
1114.6
1117.1
1124.15
1130.35
1130.7
1134
1135.15
1132.7
1133.45
1133.6
1133.6
1135.4
1134.8
1138.95
1140.35
1143.5
1150.7
1158.55
1162.1
1172.95
1178.25
1173.1
1170.85
1172.5
1172.05
1196.45
1205
1209.3
1205
1117
1115.5
1116
1111
1112.5
1118
1125
1138
1141.5
1143.5
1132
1135
1137
1133.5
1133.5
1138.5
1140
1146
1161.5
1176
1164
1169
1157
1148.5
1147.5
1154.5
1156.5
1163.5
1162
1160.5
1154.5
1160.5
1169.5
1168
1184
1189
1183.5
1181
1178.5
1180.5
1185
1193
1205
1209.5
1213.5
20-Jul-12
1201.3
1214
D OF SPOT
SD OF FUT
46.81634
CO RELATE
-0.178277
H*
-0.181275
Date
Price
Close Price
10-Jan-12
1053.9
1187.5
11-Jan-12
1053.3
1188
12-Jan-12 1056.25
1195
13-Jan-12 1047.65
1200
14-Jan-12
1051.4
1200
16-Jan-12 1057.25
1172.5
17-Jan-12 1061.75
1172.5
18-Jan-12 1061.75
1181.5
19-Jan-12 1060.35
1190
20-Jan-12
1056
1208
21-Jan-12 1057.25
1214.5
23-Jan-12
1061.2
1238
24-Jan-12
1056.4
1236.5
25-Jan-12
1061.3
1247.5
27-Jan-12 1062.95
1261
28-Jan-12 1067.15
1295
30-Jan-12
1082.9
1318
31-Jan-12
1117.5
1371
1-Feb-12 1106.25
1361.5
2-Feb-12
1099.5
1356
3-Feb-12
1096.9
1353
4-Feb-12
1104.4
1364
6-Feb-12 1094.05
1345
7-Feb-12
1086.5
1343.5
8-Feb-12 1090.85
1360
9-Feb-12
1092.2
1360
10-Feb-12
1089.8
1352.5
11-Feb-12 1086.25
1352.5
13-Feb-12 1081.25
1328.5
14-Feb-12 1081.25
1324
15-Feb-12
1074.7
1316
16-Feb-12 1070.75
1319
17-Feb-12
1069.5
1295
18-Feb-12
1070.3
1282.5
21-Feb-12
1047.2
1276.5
22-Feb-12 1046.85
1280.5
23-Feb-12
1046.8
1255.5
24-Feb-12 1041.85
1260.5
25-Feb-12 1043.95
1261
27-Feb-12
1039.2
1261.5
29-Feb-12 1039.15
1247.5
1-Mar-12 1038.45
1242.5
2-Mar-12 1031.45
1219.5
5-Mar-12 1034.15
1250.5
SD OF SPOT
50.74115
7-Mar-12
9-Mar-12
10-Mar-12
12-Mar-12
13-Mar-12
14-Mar-12
15-Mar-12
16-Mar-12
17-Mar-12
19-Mar-12
20-Mar-12
21-Mar-12
22-Mar-12
23-Mar-12
24-Mar-12
26-Mar-12
27-Mar-12
28-Mar-12
29-Mar-12
30-Mar-12
31-Mar-12
2-Apr-12
3-Apr-12
4-Apr-12
7-Apr-12
9-Apr-12
10-Apr-12
11-Apr-12
12-Apr-12
13-Apr-12
16-Apr-12
17-Apr-12
18-Apr-12
19-Apr-12
20-Apr-12
21-Apr-12
23-Apr-12
24-Apr-12
25-Apr-12
26-Apr-12
27-Apr-12
28-Apr-12
30-Apr-12
2-May-12
3-May-12
1025.3
1025.1
1024.45
1026.4
1027.65
1026.05
1026.4
1032.1
1036.5
1048.7
1052.65
1055.6
1065.65
1055.6
1055.45
1049.3
1035.85
1026.85
1027.4
1031.45
1032.65
1021.4
1016.15
1016.4
998.75
1009.15
1018.9
1023.3
1036.5
1043
1042.1
1050.95
1055.6
1044.7
1049.3
1052.4
1090.25
1099.05
1088.95
1085.3
1082
1090.95
1111.9
1119.45
1118.85
1236
1231
1224.5
1225.5
1240.5
1243
1253.5
1253.5
1261.5
1267
1269
1303.5
1276
1262.5
1270
1249
1229.5
1231.5
1240
1240.5
1231
1215
1174.5
1179.5
1160.5
1189
1210
1205
1217.5
1225
1234
1255
1214
1209.5
1218.5
1227.5
1255.5
1240
1240.5
1239.5
1236
1237
1245.5
1231
1233
4-May-12
5-May-12
7-May-12
8-May-12
9-May-12
10-May-12
11-May-12
12-May-12
14-May-12
15-May-12
16-May-12
17-May-12
18-May-12
19-May-12
21-May-12
22-May-12
23-May-12
24-May-12
25-May-12
26-May-12
28-May-12
29-May-12
30-May-12
1-Jun-12
2-Jun-12
4-Jun-12
5-Jun-12
6-Jun-12
7-Jun-12
8-Jun-12
9-Jun-12
11-Jun-12
12-Jun-12
13-Jun-12
14-Jun-12
15-Jun-12
16-Jun-12
18-Jun-12
19-Jun-12
20-Jun-12
21-Jun-12
22-Jun-12
23-Jun-12
25-Jun-12
26-Jun-12
1118.4
1124.25
1124.75
1122
1126.05
1130
1132.1
1127.15
1124.95
1120.1
1121.35
1120.25
1120.7
1117.35
1115.15
1116.9
1116.45
1118.25
1125.1
1130.2
1131.35
1126
1095.1
1089.2
1095.9
1099.05
1100.2
1107.6
1107.4
1112.45
1112.3
1114.3
1112.7
1112.55
1114.55
1114.15
1114.6
1117.1
1124.15
1130.35
1130.7
1134
1135.15
1132.7
1133.45
1224
1229
1233.5
1232
1223.5
1223
1217.5
1206
1191
1190
1195
1179
1180
1162.5
1145
1161.5
1151.5
1154.5
1156
1162.5
1147.5
1139.5
1141.5
1132
1134
1139
1147
1159.5
1162
1166.5
1154
1157
1155
1156.5
1157
1165
1167
1176
1192
1207
1193.5
1203.5
1195
1192.5
1192.5
27-Jun-12
28-Jun-12
29-Jun-12
30-Jun-12
2-Jul-12
3-Jul-12
4-Jul-12
5-Jul-12
6-Jul-12
7-Jul-12
9-Jul-12
10-Jul-12
11-Jul-12
12-Jul-12
13-Jul-12
14-Jul-12
16-Jul-12
17-Jul-12
18-Jul-12
19-Jul-12
20-Jul-12
21-Jul-12
23-Jul-12
24-Jul-12
25-Jul-12
26-Jul-12
27-Jul-12
28-Jul-12
30-Jul-12
31-Jul-12
1-Aug-12
2-Aug-12
3-Aug-12
4-Aug-12
6-Aug-12
7-Aug-12
8-Aug-12
9-Aug-12
10-Aug-12
11-Aug-12
13-Aug-12
14-Aug-12
16-Aug-12
17-Aug-12
18-Aug-12
1133.6
1133.6
1135.4
1134.8
1138.95
1140.35
1143.5
1150.7
1158.55
1162.1
1172.95
1178.25
1173.1
1170.85
1172.5
1172.05
1196.45
1205
1209.3
1205
1201.3
1195.9
1195.45
1200.7
1195
1192.75
1187.95
1185.25
1177.9
1175.8
1177
1176.65
1173.35
1174.15
1170.05
1167.5
1163.3
1160.25
1156.3
1154.8
1150.45
1145.15
1143.65
1145.85
1149.35
1202
1210
1224
1241
1237.5
1230
1241
1259
1254.5
1267
1270.5
1264
1247.5
1264.5
1275.5
1269.5
1310.5
1299
1294
1311
1286.5
1315
1298
1301
1296
1262.5
1256.5
1248.5
1240
1244.5
1257
1244.5
1248.5
1251
1245.5
1222.5
1215
1219.5
1214
1208.5
1196.5
1188
1195
1209
1210
21-Aug-12
22-Aug-12
23-Aug-12
24-Aug-12
25-Aug-12
27-Aug-12
28-Aug-12
29-Aug-12
30-Aug-12
31-Aug-12
1-Sep-12
3-Sep-12
4-Sep-12
5-Sep-12
6-Sep-12
7-Sep-12
8-Sep-12
10-Sep-12
11-Sep-12
12-Sep-12
13-Sep-12
14-Sep-12
15-Sep-12
17-Sep-12
18-Sep-12
21-Sep-12
1151.65
1152.6
1153.75
1149.7
1141.5
1139.4
1138.35
1139.35
1133.75
1128.3
1124.75
1132.7
1131.25
1134.5
1140.25
1142.55
1144.5
1145.9
1147.05
1143.75
1140.65
1139.65
1139.95
1143.35
1145.35
1140.25
1201
1189
1185.5
1168.5
1157.5
1155.5
1163
1159.5
1155
1145.5
1146.5
1149.5
1149
1150.5
1156
1156
1165.5
1163.5
1164
1156.5
1148.5
1149.5
1145
1147
1150
1148
SD OF FUT
56.62791
CO RELATION
-0.045908
H*
-0.041135
Date
Price
Close Price
10-Mar-12 1024.45
1224.5
12-Mar-12
1026.4
1224.5
13-Mar-12 1027.65
1196.5
14-Mar-12 1026.05
1169.5
15-Mar-12
1026.4
1177.5
16-Mar-12
1032.1
1173.5
17-Mar-12
1036.5
1177
19-Mar-12
1048.7
1177
20-Mar-12 1052.65
1154
21-Mar-12
1055.6
1179.5
22-Mar-12 1065.65
1167
23-Mar-12
1055.6
1131.5
24-Mar-12 1055.45
1122.5
26-Mar-12
1049.3
1108
27-Mar-12 1035.85
1099.5
28-Mar-12 1026.85
1093
29-Mar-12 1030.55
1102
29-Mar-12
1027.4
1103.5
30-Mar-12 1031.45
1094.5
31-Mar-12 1032.65
1086.5
2-Apr-12
1021.4
1064
3-Apr-12 1016.15
1069
4-Apr-12
1016.4
1049.5
7-Apr-12
998.75
1066.5
9-Apr-12 1009.15
1086.5
10-Apr-12
1018.9
1083
11-Apr-12
1023.3
1090
12-Apr-12
1036.5
1101
13-Apr-12
1043
1091
16-Apr-12
1042.1
1092.5
17-Apr-12 1050.95
1072.5
18-Apr-12
1055.6
1059
19-Apr-12
1044.7
1059
20-Apr-12
1049.3
1059
21-Apr-12
1052.4
1083
23-Apr-12 1090.25
1083
24-Apr-12 1099.05
1079
25-Apr-12 1088.95
1082
26-Apr-12
1085.3
1077
27-Apr-12
1082
1077
28-Apr-12 1090.95
1077
30-Apr-12
1111.9
1064.5
2-May-12 1119.45
1068
3-May-12 1118.85
1073
SD OF SPOT
48.67893
4-May-12
5-May-12
7-May-12
8-May-12
9-May-12
10-May-12
11-May-12
12-May-12
14-May-12
15-May-12
16-May-12
17-May-12
18-May-12
19-May-12
21-May-12
22-May-12
23-May-12
24-May-12
25-May-12
26-May-12
28-May-12
29-May-12
30-May-12
1-Jun-12
2-Jun-12
4-Jun-12
5-Jun-12
6-Jun-12
7-Jun-12
8-Jun-12
9-Jun-12
11-Jun-12
12-Jun-12
13-Jun-12
14-Jun-12
15-Jun-12
16-Jun-12
18-Jun-12
19-Jun-12
20-Jun-12
21-Jun-12
22-Jun-12
23-Jun-12
25-Jun-12
26-Jun-12
1118.4
1124.25
1124.75
1122
1126.05
1130
1132.1
1127.15
1124.95
1120.1
1121.35
1120.25
1120.7
1117.35
1115.15
1116.9
1116.45
1118.25
1125.1
1130.2
1131.35
1126
1095.1
1089.2
1095.9
1099.05
1100.2
1107.6
1107.4
1112.45
1112.3
1114.3
1112.7
1112.55
1114.55
1114.15
1114.6
1117.1
1124.15
1130.35
1130.7
1134
1135.15
1132.7
1133.45
1065.5
1065.5
1065.5
1065.5
1065.5
1065.5
1050
1045.5
1033.5
1038.5
1035
1035
1029.5
1022
1027.5
1021.5
1021.5
1026
1030
1017.5
1019
1025
1017
1017
1023
1031.5
1035.5
1041
1048
1037
1037
1039
1040
1047
1062
1064
1064
1070
1070
1080
1100
1100
1100
1106.5
1114
27-Jun-12
28-Jun-12
29-Jun-12
30-Jun-12
2-Jul-12
3-Jul-12
4-Jul-12
5-Jul-12
6-Jul-12
7-Jul-12
9-Jul-12
10-Jul-12
11-Jul-12
12-Jul-12
13-Jul-12
14-Jul-12
16-Jul-12
17-Jul-12
18-Jul-12
19-Jul-12
20-Jul-12
21-Jul-12
23-Jul-12
24-Jul-12
25-Jul-12
26-Jul-12
27-Jul-12
28-Jul-12
30-Jul-12
31-Jul-12
1-Aug-12
2-Aug-12
3-Aug-12
4-Aug-12
6-Aug-12
7-Aug-12
8-Aug-12
9-Aug-12
10-Aug-12
11-Aug-12
13-Aug-12
14-Aug-12
16-Aug-12
17-Aug-12
18-Aug-12
1133.6
1133.6
1135.4
1134.8
1138.95
1140.35
1143.5
1150.7
1158.55
1162.1
1172.95
1178.25
1173.1
1170.85
1172.5
1172.05
1196.45
1205
1209.3
1205
1201.3
1195.9
1195.45
1200.7
1195
1192.75
1187.95
1185.25
1177.9
1175.8
1177
1176.65
1173.35
1174.15
1170.05
1167.5
1163.3
1160.25
1156.3
1154.8
1150.45
1145.15
1143.65
1145.85
1149.35
1114
1126
1127
1127
1121
1122
1133.5
1133.5
1134
1151
1137
1118
1134
1144.5
1143
1170.5
1163
1179
1187.5
1175.5
1196.5
1187.5
1191
1198.5
1179.5
1179
1171.5
1169
1169.5
1186
1187
1193.5
1210.5
1202
1194
1183
1187
1187
1186
1195.5
1193
1198
1207.5
1212
1205.5
21-Aug-12
22-Aug-12
23-Aug-12
24-Aug-12
25-Aug-12
27-Aug-12
28-Aug-12
29-Aug-12
30-Aug-12
31-Aug-12
1-Sep-12
3-Sep-12
4-Sep-12
5-Sep-12
6-Sep-12
7-Sep-12
8-Sep-12
10-Sep-12
11-Sep-12
12-Sep-12
13-Sep-12
14-Sep-12
15-Sep-12
17-Sep-12
18-Sep-12
21-Sep-12
22-Sep-12
24-Sep-12
25-Sep-12
26-Sep-12
27-Sep-12
28-Sep-12
29-Sep-12
1-Oct-12
3-Oct-12
4-Oct-12
5-Oct-12
6-Oct-12
8-Oct-12
9-Oct-12
10-Oct-12
11-Oct-12
12-Oct-12
13-Oct-12
15-Oct-12
1151.65
1152.6
1153.75
1149.7
1141.5
1139.4
1138.35
1139.35
1133.75
1128.3
1124.75
1132.7
1131.25
1134.5
1140.25
1142.55
1144.5
1145.9
1147.05
1143.75
1140.65
1139.65
1139.95
1143.35
1145.35
1140.25
1142.1
1140.85
1142.7
1145.45
1157.7
1158.05
1161.55
1154.35
1153.45
1151.2
1147.55
1146.4
1145
1144.15
1145.6
1145.9
1145.85
1146.05
1144.4
1200
1199
1193
1182
1173
1183.5
1184.5
1181
1177.5
1190.5
1204.5
1209
1213.5
1215
1210
1225.5
1218.5
1215.5
1212.5
1188.5
1197.5
1193
1191.5
1184
1167.5
1167.5
1182
1189.5
1184.5
1187.5
1172.5
1167
1156
1158
1156
1149.5
1156.5
1153.5
1162
1177
1169.5
1162.5
1162.5
1155
1160.5
16-Oct-12
17-Oct-12
18-Oct-12
19-Oct-12
20-Oct-12
22-Oct-12
23-Oct-12
25-Oct-12
27-Oct-12
29-Oct-12
30-Oct-12
31-Oct-12
1-Nov-12
2-Nov-12
3-Nov-12
5-Nov-12
6-Nov-12
7-Nov-12
8-Nov-12
9-Nov-12
10-Nov-12
12-Nov-12
16-Nov-12
17-Nov-12
19-Nov-12
20-Nov-12
1144.15
1150.1
1150
1149.3
1152.5
1137.65
1139
1145.95
1147.9
1152.95
1170.4
1186.4
1203.35
1216.35
1211.35
1196.6
1179.55
1160
1160.95
1132.35
1112.5
1098.6
1082
1074.35
1077.5
1074.5
1163.5
1165.5
1153.5
1157
1138
1109.5
1101
1101.5
1104
1108.5
1114
1119
1126.5
1126.5
1129.5
1114.5
1114.5
1121.5
1099
1094
1099
1099
1099
1101.5
1088.5
1083.5
D OF SPOT
SD OF FUT
59.07678
CO RELATE
0.374457
H*
0.30855
Date
Price
10-May-12
11-May-12
12-May-12
14-May-12
15-May-12
16-May-12
17-May-12
18-May-12
19-May-12
21-May-12
22-May-12
23-May-12
24-May-12
25-May-12
26-May-12
28-May-12
29-May-12
30-May-12
1-Jun-12
2-Jun-12
4-Jun-12
5-Jun-12
6-Jun-12
7-Jun-12
8-Jun-12
9-Jun-12
11-Jun-12
12-Jun-12
13-Jun-12
14-Jun-12
15-Jun-12
16-Jun-12
18-Jun-12
19-Jun-12
20-Jun-12
21-Jun-12
22-Jun-12
23-Jun-12
25-Jun-12
26-Jun-12
27-Jun-12
28-Jun-12
29-Jun-12
30-Jun-12
Close Price
1130
1065.5
1132.1
1065.5
1127.15
1065.5
1124.95
1065.5
1120.1
1065.5
1121.35
1065.5
1120.25
1065.5
1120.7
1065.5
1117.35
1065.5
1115.15
1022
1116.9
1027.5
1116.45
1021.5
1118.25
1021.5
1125.1
1040
1130.2
1042
1131.35
1042
1126
1042
1095.1
1042
1089.2
1042
1095.9
1042
1099.05
1042
1100.2
1031.5
1107.6
1035.5
1107.4
1041
1112.45
1048
1112.3
1048
1114.3
1037
1112.7
1039
1112.55
1040
1114.55
1069
1114.15
1069
1114.6
1069
1117.1
1069
1124.15
1070
1130.35
1070
1130.7
1080
1134
1100
1135.15
1100
1132.7
1100
1133.45
1106.5
1133.6
1114
1133.6
1114
1135.4
1126
1134.8
1135
sd of spot
39.75204
2-Jul-12
3-Jul-12
4-Jul-12
5-Jul-12
6-Jul-12
7-Jul-12
9-Jul-12
10-Jul-12
11-Jul-12
12-Jul-12
13-Jul-12
14-Jul-12
16-Jul-12
17-Jul-12
18-Jul-12
19-Jul-12
20-Jul-12
21-Jul-12
23-Jul-12
24-Jul-12
25-Jul-12
26-Jul-12
27-Jul-12
28-Jul-12
30-Jul-12
31-Jul-12
1-Aug-12
2-Aug-12
3-Aug-12
4-Aug-12
6-Aug-12
7-Aug-12
8-Aug-12
9-Aug-12
10-Aug-12
11-Aug-12
13-Aug-12
14-Aug-12
16-Aug-12
17-Aug-12
18-Aug-12
21-Aug-12
22-Aug-12
23-Aug-12
24-Aug-12
1138.95
1140.35
1143.5
1150.7
1158.55
1162.1
1172.95
1178.25
1173.1
1170.85
1172.5
1172.05
1196.45
1205
1209.3
1205
1201.3
1195.9
1195.45
1200.7
1195
1192.75
1187.95
1185.25
1177.9
1175.8
1177
1176.65
1173.35
1174.15
1170.05
1167.5
1163.3
1160.25
1156.3
1154.8
1150.45
1145.15
1143.65
1145.85
1149.35
1151.65
1152.6
1153.75
1149.7
1120
1096
1098.5
1122.5
1122.5
1113
1138.5
1140
1113.5
1125
1125
1128
1159.5
1146.5
1155.5
1159
1151
1159.5
1170
1160
1161.5
1165
1145.5
1150
1153
1147.5
1157
1160.5
1169
1176
1163.5
1154
1148
1147.5
1146
1143.5
1142
1145.5
1154.5
1164
1167.5
1163
1158
1159.5
1155
25-Aug-12
27-Aug-12
28-Aug-12
29-Aug-12
30-Aug-12
31-Aug-12
1-Sep-12
3-Sep-12
4-Sep-12
5-Sep-12
6-Sep-12
7-Sep-12
8-Sep-12
10-Sep-12
11-Sep-12
12-Sep-12
13-Sep-12
14-Sep-12
15-Sep-12
17-Sep-12
18-Sep-12
21-Sep-12
22-Sep-12
24-Sep-12
25-Sep-12
26-Sep-12
27-Sep-12
28-Sep-12
29-Sep-12
1-Oct-12
3-Oct-12
4-Oct-12
5-Oct-12
6-Oct-12
8-Oct-12
9-Oct-12
10-Oct-12
11-Oct-12
12-Oct-12
13-Oct-12
15-Oct-12
16-Oct-12
17-Oct-12
18-Oct-12
19-Oct-12
1141.5
1139.4
1138.35
1139.35
1133.75
1128.3
1124.75
1132.7
1131.25
1134.5
1140.25
1142.55
1144.5
1145.9
1147.05
1143.75
1140.65
1139.65
1139.95
1143.35
1145.35
1140.25
1142.1
1140.85
1142.7
1145.45
1157.7
1158.05
1161.55
1154.35
1153.45
1151.2
1147.55
1146.4
1145
1144.15
1145.6
1145.9
1145.85
1146.05
1144.4
1144.15
1150.1
1150
1149.3
1150.5
1145
1145
1151.5
1148
1144.5
1152.5
1163
1165
1169.5
1166.5
1163
1167.5
1164.5
1165
1163
1142.5
1147.5
1140.5
1142
1137.5
1132
1135
1149
1154
1148
1150
1137.5
1132.5
1126.5
1127
1120.5
1119.5
1121
1121.5
1127.5
1137.5
1132
1127
1125
1119.5
1122
1124
1128.5
1120.5
20-Oct-12
22-Oct-12
23-Oct-12
25-Oct-12
27-Oct-12
29-Oct-12
30-Oct-12
31-Oct-12
1-Nov-12
2-Nov-12
3-Nov-12
5-Nov-12
6-Nov-12
7-Nov-12
8-Nov-12
9-Nov-12
10-Nov-12
12-Nov-12
16-Nov-12
17-Nov-12
19-Nov-12
20-Nov-12
21-Nov-12
22-Nov-12
23-Nov-12
24-Nov-12
26-Nov-12
27-Nov-12
29-Nov-12
30-Nov-12
1-Dec-12
3-Dec-12
4-Dec-12
5-Dec-12
6-Dec-12
7-Dec-12
8-Dec-12
10-Dec-12
11-Dec-12
12-Dec-12
13-Dec-12
14-Dec-12
15-Dec-12
17-Dec-12
18-Dec-12
1152.5
1137.65
1139
1145.95
1147.9
1152.95
1170.4
1186.4
1203.35
1216.35
1211.35
1196.6
1179.55
1160
1160.95
1132.35
1112.5
1098.6
1082
1074.35
1077.5
1074.5
1069.65
1069.35
1067.1
1065.35
1052.4
1050.5
1047.7
1042.15
1047.3
1043.3
1052
1053
1050.75
1054.6
1058.3
1055.15
1058
1062
1064.75
1069.45
1068.45
1067.65
1070.7
1121.5
1111
1094.5
1082.5
1081
1083
1088
1087.5
1086
1087
1085.5
1092
1073.5
1070
1080
1062
1057
1073
1072
1070.5
1087.5
1083
1081
1083.5
1072.5
1079
1062.5
1068.5
1069.5
1061.5
1063.5
1067.5
1074.5
1070
1070.5
1078.5
1080
1077.5
1082
1080.5
1081.5
1075
1070
1067.5
1075
19-Dec-12
20-Dec-12
1078.05
1075.75
1075.5
1079
sd of fut
42.2404
co relate
0.602431
h*
0.566942
Date
Price
Close Price
10-Jul-12 1178.25
1143
11-Jul-12
1173.1
1113.5
12-Jul-12 1170.85
1123.5
13-Jul-12
1172.5
1126.5
14-Jul-12 1172.05
1126.5
16-Jul-12 1196.45
1159.5
17-Jul-12
1205
1146.5
18-Jul-12
1209.3
1155.5
19-Jul-12
1205
1159
20-Jul-12
1201.3
1151
21-Jul-12
1195.9
1166.5
23-Jul-12 1195.45
1190
24-Jul-12
1200.7
1170
25-Jul-12
1195
1170
26-Jul-12 1192.75
1170
27-Jul-12 1187.95
1170
28-Jul-12 1185.25
1170
30-Jul-12
1177.9
1170
31-Jul-12
1175.8
1170
1-Aug-12
1177
1180
2-Aug-12 1176.65
1180
3-Aug-12 1173.35
1180
4-Aug-12 1174.15
1180
6-Aug-12 1170.05
1180
7-Aug-12
1167.5
1175
8-Aug-12
1163.3
1180
9-Aug-12 1160.25
1180
10-Aug-12
1156.3
1180
11-Aug-12
1154.8
1180
13-Aug-12 1150.45
1180
14-Aug-12 1145.15
1180
16-Aug-12 1143.65
1180
17-Aug-12 1145.85
1189
18-Aug-12 1149.35
1199
21-Aug-12 1151.65
1199
22-Aug-12
1152.6
1199
23-Aug-12 1153.75
1199
24-Aug-12
1149.7
1199
25-Aug-12
1141.5
1199
27-Aug-12
1139.4
1199
28-Aug-12 1138.35
1203.5
29-Aug-12 1139.35
1193
30-Aug-12 1133.75
1193
31-Aug-12
1128.3
1189
SD OF SPOT SD OF FUTURE
47.1756952 36.1871392982
1-Sep-12
3-Sep-12
4-Sep-12
5-Sep-12
6-Sep-12
7-Sep-12
8-Sep-12
10-Sep-12
11-Sep-12
12-Sep-12
13-Sep-12
14-Sep-12
15-Sep-12
17-Sep-12
18-Sep-12
21-Sep-12
22-Sep-12
24-Sep-12
25-Sep-12
26-Sep-12
27-Sep-12
28-Sep-12
29-Sep-12
1-Oct-12
3-Oct-12
4-Oct-12
5-Oct-12
6-Oct-12
8-Oct-12
9-Oct-12
10-Oct-12
11-Oct-12
12-Oct-12
13-Oct-12
15-Oct-12
16-Oct-12
17-Oct-12
18-Oct-12
19-Oct-12
20-Oct-12
22-Oct-12
23-Oct-12
25-Oct-12
27-Oct-12
29-Oct-12
1124.75
1132.7
1131.25
1134.5
1140.25
1142.55
1144.5
1145.9
1147.05
1143.75
1140.65
1139.65
1139.95
1143.35
1145.35
1140.25
1142.1
1140.85
1142.7
1145.45
1157.7
1158.05
1161.55
1154.35
1153.45
1151.2
1147.55
1146.4
1145
1144.15
1145.6
1145.9
1145.85
1146.05
1144.4
1144.15
1150.1
1150
1149.3
1152.5
1137.65
1139
1145.95
1147.9
1152.95
1202.5
1199.5
1199.5
1198
1193
1188.5
1190
1190
1175
1179
1164
1160
1166
1160.5
1159
1143
1150
1159.5
1170
1164
1169
1157.5
1150.5
1150.5
1140
1135
1135
1135
1127
1136.5
1141
1141.5
1137
1141
1141
1138
1139.5
1142
1133
1133
1129.5
1119
1119.5
1117
1113
30-Oct-12
31-Oct-12
1-Nov-12
2-Nov-12
3-Nov-12
5-Nov-12
6-Nov-12
7-Nov-12
8-Nov-12
9-Nov-12
10-Nov-12
12-Nov-12
16-Nov-12
17-Nov-12
19-Nov-12
20-Nov-12
21-Nov-12
22-Nov-12
23-Nov-12
24-Nov-12
26-Nov-12
27-Nov-12
29-Nov-12
30-Nov-12
1-Dec-12
3-Dec-12
4-Dec-12
5-Dec-12
6-Dec-12
7-Dec-12
8-Dec-12
10-Dec-12
11-Dec-12
12-Dec-12
13-Dec-12
14-Dec-12
15-Dec-12
17-Dec-12
18-Dec-12
19-Dec-12
20-Dec-12
21-Dec-12
22-Dec-12
24-Dec-12
26-Dec-12
1170.4
1186.4
1203.35
1216.35
1211.35
1196.6
1179.55
1160
1160.95
1132.35
1112.5
1098.6
1082
1074.35
1077.5
1074.5
1069.65
1069.35
1067.1
1065.35
1052.4
1050.5
1047.7
1042.15
1047.3
1043.3
1052
1053
1050.75
1054.6
1058.3
1055.15
1058
1062
1064.75
1069.45
1068.45
1067.65
1070.7
1078.05
1075.75
1068.1
1073.25
1068.8
1073.85
1116.5
1120
1117.5
1122
1117
1114.5
1103
1097
1106.5
1098.5
1092
1103.5
1101.5
1101
1115.5
1119
1119
1123
1115
1119.5
1106
1110.5
1114
1109
1112
1108
1122.5
1125
1122
1133
1134
1127.5
1135.5
1136.5
1136
1127.5
1123
1122.5
1117
1118.5
1105.5
1109.5
1114
1104
1109
27-Dec-12
28-Dec-12
29-Dec-12
31-Dec-12
1-Jan-13
2-Jan-13
3-Jan-13
4-Jan-13
5-Jan-13
7-Jan-13
8-Jan-13
9-Jan-13
10-Jan-13
11-Jan-13
12-Jan-13
14-Jan-13
15-Jan-13
16-Jan-13
17-Jan-13
18-Jan-13
1081.9
1076.25
1078.9
1076.05
1078.75
1082
1084.2
1080.9
1082
1083.05
1076.05
1072.4
1064.15
1069.45
1066.9
1072.8
1072.45
1076.45
1081.1
1087.35
1113
1108.5
1100
1098
1092.5
1092.5
1086
1081.5
1080
1082.5
1080.5
1081
1070
1071.5
1072
1069
1078
1084
1086
1089
CORRELATION
H*
0.5596156117 0.729548
Date
Price
Close Price
10-Sep-12
1145.9
1215.5
11-Sep-12 1147.05
1200
12-Sep-12 1143.75
1195
13-Sep-12 1140.65
1185.5
14-Sep-12 1139.65
1172.5
15-Sep-12 1139.95
1186
17-Sep-12 1143.35
1179
18-Sep-12 1145.35
1190
21-Sep-12 1140.25
1190
22-Sep-12
1142.1
1190
24-Sep-12 1140.85
1180
25-Sep-12
1142.7
1186
26-Sep-12 1145.45
1191
27-Sep-12
1157.7
1197
28-Sep-12 1158.05
1181
29-Sep-12 1161.55
1168
1-Oct-12 1154.35
1168
3-Oct-12 1153.45
1160.5
4-Oct-12
1151.2
1151
5-Oct-12 1147.55
1152
8-Oct-12
1145
1143
9-Oct-12 1144.15
1146.5
10-Oct-12
1145.6
1157.5
11-Oct-12
1145.9
1151.5
12-Oct-12 1145.85
1147.5
13-Oct-12 1146.05
1154
15-Oct-12
1144.4
1145.5
16-Oct-12 1144.15
1148.5
17-Oct-12
1150.1
1149.5
18-Oct-12
1150
1158
19-Oct-12
1149.3
1153
20-Oct-12
1152.5
1149
22-Oct-12 1137.65
1150
23-Oct-12
1139
1145
25-Oct-12 1145.95
1138.5
27-Oct-12
1147.9
1133.5
29-Oct-12 1152.95
1130
30-Oct-12
1170.4
1134
31-Oct-12
1186.4
1135.5
1-Nov-12 1203.35
1132.5
2-Nov-12 1216.35
1136
3-Nov-12 1211.35
1130.5
5-Nov-12
1196.6
1127
6-Nov-12 1179.55
1123.5
7-Nov-12
8-Nov-12
9-Nov-12
10-Nov-12
12-Nov-12
16-Nov-12
17-Nov-12
19-Nov-12
20-Nov-12
21-Nov-12
22-Nov-12
23-Nov-12
24-Nov-12
26-Nov-12
27-Nov-12
29-Nov-12
30-Nov-12
1-Dec-12
3-Dec-12
4-Dec-12
5-Dec-12
6-Dec-12
7-Dec-12
8-Dec-12
10-Dec-12
11-Dec-12
12-Dec-12
13-Dec-12
14-Dec-12
15-Dec-12
17-Dec-12
18-Dec-12
19-Dec-12
20-Dec-12
21-Dec-12
22-Dec-12
24-Dec-12
26-Dec-12
27-Dec-12
28-Dec-12
29-Dec-12
31-Dec-12
1-Jan-13
2-Jan-13
3-Jan-13
1160
1160.95
1132.35
1112.5
1098.6
1082
1074.35
1077.5
1074.5
1069.65
1069.35
1067.1
1065.35
1052.4
1050.5
1047.7
1042.15
1047.3
1043.3
1052
1053
1050.75
1054.6
1058.3
1055.15
1058
1062
1064.75
1069.45
1068.45
1067.65
1070.7
1078.05
1075.75
1068.1
1073.25
1068.8
1073.85
1081.9
1076.25
1078.9
1076.05
1078.75
1082
1084.2
1119
1123
1118
1120
1125.5
1125
1131
1135.5
1142
1140.5
1143.5
1135
1141
1130.5
1136
1136
1136
1138.5
1135.5
1147.5
1153
1153
1158.5
1157
1151.5
1154
1155.5
1154.5
1150
1144.5
1146
1143
1141.5
1129.5
1136.5
1138.5
1131.5
1132
1135.5
1130.5
1120.5
1118.5
1113
1113.5
1106.5
4-Jan-13
5-Jan-13
7-Jan-13
8-Jan-13
9-Jan-13
10-Jan-13
11-Jan-13
12-Jan-13
14-Jan-13
15-Jan-13
16-Jan-13
17-Jan-13
18-Jan-13
19-Jan-13
21-Jan-13
22-Jan-13
23-Jan-13
24-Jan-13
28-Jan-13
29-Jan-13
30-Jan-13
31-Jan-13
1-Feb-13
2-Feb-13
4-Feb-13
5-Feb-13
6-Feb-13
7-Feb-13
8-Feb-13
9-Feb-13
11-Feb-13
12-Feb-13
13-Feb-13
14-Feb-13
15-Feb-13
16-Feb-13
18-Feb-13
19-Feb-13
20-Feb-13
21-Feb-13
22-Feb-13
23-Feb-13
25-Feb-13
26-Feb-13
27-Feb-13
1080.9
1082
1083.05
1076.05
1072.4
1064.15
1069.45
1066.9
1072.8
1072.45
1076.45
1081.1
1087.35
1090.65
1083.95
1083.5
1087.2
1090.9
1089.8
1094.35
1092.7
1092.4
1092.4
1092.05
1089.25
1098.1
1098
1092.4
1095.45
1093.25
1086.4
1087.35
1091
1091
1096.25
1096.7
1099.7
1102.1
1106.8
1110.65
1110.3
1113.3
1110.6
1112.85
1111.7
1102
1104
1101.5
1097
1099
1090
1092.5
1091.5
1098
1106
1105.5
1108.5
1105.5
1105
1105
1106.5
1103
1100.5
1103.5
1110.5
1119.5
1118
1114.5
1110
1108.5
1108.5
1109
1103
1098
1092.5
1094
1091
1096.5
1101.5
1099
1103
1111.5
1123.5
1123
1127.5
1120.5
1116.5
1108
1109
1104.5
28-Feb-13
1-Mar-13
2-Mar-13
4-Mar-13
5-Mar-13
6-Mar-13
7-Mar-13
8-Mar-13
9-Mar-13
11-Mar-13
12-Mar-13
13-Mar-13
14-Mar-13
15-Mar-13
16-Mar-13
18-Mar-13
19-Mar-13
20-Mar-13
1109.85
1105.55
1105.6
1108.25
1113.2
1123.6
1130.8
1127.3
1134
1133.3
1133.2
1138.65
1139.65
1138.45
1138.75
1125.35
1125.4
1129.45
1104
1103
1099
1104
1105.5
1123.5
1126
1119.5
1123.5
1129
1133.5
1141
1135.5
1130.5
1129
1123
1126
1132
SD OF SPOT
SD OF FUTURE CORRELATION
H*
38.331085807 26.7392262649 0.3645252764 0.522553
Date
Price
Close Price
10-Nov-12
1112.5
1179.5
12-Nov-12
1098.6
1192
16-Nov-12
1082
1224
17-Nov-12 1074.35
1224
19-Nov-12
1077.5
1250.5
20-Nov-12
1074.5
1245
21-Nov-12 1069.65
1245
22-Nov-12 1069.35
1245.5
23-Nov-12
1067.1
1237.5
24-Nov-12 1065.35
1253.5
26-Nov-12
1052.4
1240
27-Nov-12
1050.5
1240
29-Nov-12
1047.7
1253.5
30-Nov-12 1042.15
1253.5
1-Dec-12
1047.3
1250
3-Dec-12
1043.3
1250
4-Dec-12
1052
1260.5
5-Dec-12
1053
1260
6-Dec-12 1050.75
1257
7-Dec-12
1054.6
1255.5
8-Dec-12
1058.3
1263
10-Dec-12
1055.6
1261.5
11-Dec-12
1056
1258.5
12-Dec-12 1061.75
1258.5
13-Dec-12 1064.15
1258
14-Dec-12 1067.95
1255
15-Dec-12 1068.45
1252
17-Dec-12
1069.6
1250.5
18-Dec-12
1071.6
1250.5
19-Dec-12 1077.25
1248
20-Dec-12
1074.9
1241.5
21-Dec-12 1072.65
1241
22-Dec-12 1073.25
1247
24-Dec-12
1070.1
1244.5
26-Dec-12 1074.55
1245.5
27-Dec-12 1080.85
1245.5
28-Dec-12 1079.25
1244.5
29-Dec-12
1078.9
1235
31-Dec-12
1075.6
1233
1-Jan-13
1078.7
1229.5
2-Jan-13
1081.2
1227.5
3-Jan-13 1085.75
1227
4-Jan-13 1082.75
1224.5
5-Jan-13
1082
1229
SD OF SPO
60.95196
7-Jan-13
8-Jan-13
9-Jan-13
10-Jan-13
11-Jan-13
12-Jan-13
14-Jan-13
15-Jan-13
16-Jan-13
17-Jan-13
18-Jan-13
19-Jan-13
21-Jan-13
22-Jan-13
23-Jan-13
24-Jan-13
28-Jan-13
29-Jan-13
30-Jan-13
31-Jan-13
1-Feb-13
2-Feb-13
4-Feb-13
5-Feb-13
6-Feb-13
7-Feb-13
8-Feb-13
9-Feb-13
11-Feb-13
12-Feb-13
13-Feb-13
14-Feb-13
15-Feb-13
16-Feb-13
18-Feb-13
19-Feb-13
20-Feb-13
21-Feb-13
22-Feb-13
23-Feb-13
25-Feb-13
26-Feb-13
27-Feb-13
28-Feb-13
1-Mar-13
1085.9
1079.75
1074.2
1070.65
1070.25
1066.9
1070.85
1074.35
1080.6
1083.5
1083.5
1090.65
1086.55
1084.95
1085.7
1090.15
1090.45
1094.2
1093.05
1091.95
1094.7
1092.05
1088.05
1094.95
1099.2
1093.9
1095.25
1093.25
1093
1091.85
1090.1
1091.45
1095
1096.7
1100.15
1099.85
1106.5
1110.6
1112.9
1113.3
1110.65
1111.6
1111.9
1105.4
1105.05
1229.5
1232
1236.5
1230
1233
1231
1236
1242
1240.5
1244.5
1244
1247
1246
1249
1248
1244.5
1248.5
1255
1263
1262.5
1258
1261
1259
1259.5
1259.5
1253.5
1245.5
1241
1245.5
1241
1249.5
1251.5
1253
1256.5
1271
1295.5
1297.5
1309.5
1301.5
1295.5
1285.5
1289
1282
1285
1282.5
2-Mar-13
4-Mar-13
5-Mar-13
6-Mar-13
7-Mar-13
8-Mar-13
9-Mar-13
11-Mar-13
12-Mar-13
13-Mar-13
14-Mar-13
15-Mar-13
16-Mar-13
18-Mar-13
19-Mar-13
20-Mar-13
21-Mar-13
22-Mar-13
23-Mar-13
25-Mar-13
26-Mar-13
28-Mar-13
30-Mar-13
1-Apr-13
2-Apr-13
3-Apr-13
4-Apr-13
5-Apr-13
6-Apr-13
8-Apr-13
9-Apr-13
10-Apr-13
11-Apr-13
12-Apr-13
13-Apr-13
15-Apr-13
16-Apr-13
17-Apr-13
18-Apr-13
20-Apr-13
22-Apr-13
23-Apr-13
25-Apr-13
27-Apr-13
29-Apr-13
1105.6
1108.15
1110.55
1118.55
1133.05
1128.8
1134
1133.65
1132.7
1148.05
1139.85
1137.55
1138.75
1128.1
1126.45
1129.15
1131.9
1137.45
1140.95
1134
1132.15
1132.1
1135.05
1140.55
1150.4
1155.1
1165.2
1179.4
1178.25
1177.7
1190.2
1189.75
1196.45
1196.45
1199.5
1192.25
1184.4
1167.7
1173
1170.4
1177.7
1170.65
1169.55
1167.45
1165.95
1279.5
1287
1295.5
1331.5
1321.5
1316.5
1318.5
1323
1330.5
1334.5
1318.5
1310.5
1299
1287.5
1294
1301
1309.5
1321
1313.5
1314.5
1310
1306
1309
1313.5
1327.5
1328
1332
1328.5
1323.5
1325.5
1325.5
1329.5
1343
1347
1325.5
1318
1279
1283
1290.5
1314.5
1305.5
1281.5
1279
1274.5
1302
30-Apr-13
2-May-13
3-May-13
4-May-13
6-May-13
7-May-13
8-May-13
9-May-13
10-May-13
11-May-13
13-May-13
14-May-13
15-May-13
16-May-13
17-May-13
18-May-13
20-May-13
21-May-13
22-May-13
23-May-13
24-May-13
27-May-13
28-May-13
29-May-13
30-May-13
31-May-13
1-Jun-13
3-Jun-13
4-Jun-13
5-Jun-13
6-Jun-13
7-Jun-13
8-Jun-13
10-Jun-13
11-Jun-13
12-Jun-13
13-Jun-13
14-Jun-13
15-Jun-13
17-Jun-13
18-Jun-13
19-Jun-13
20-Jun-13
21-Jun-13
22-Jun-13
1171.7
1182.75
1190.1
1192.45
1188.4
1180.85
1178.5
1181.2
1184.95
1186.85
1186.05
1192.1
1189.4
1192.9
1200.6
1203.85
1209.55
1213.4
1216.5
1221.95
1223.3
1222.1
1224.5
1224.65
1226.6
1231.1
1233.7
1223.95
1219.15
1231.1
1266.85
1257.05
1250
1234.5
1232.05
1229.75
1230.75
1225.65
1224.7
1228.2
1229.85
1230.25
1228.55
1227.7
1226.15
1305
1291.5
1292
1292.5
1288
1270
1272.5
1281
1271.5
1275
1276
1264.5
1265
1272
1268.5
1271
1266.5
1281.5
1274
1275.5
1266.5
1267.5
1256.5
1254.5
1258.5
1262
1264
1264.5
1263.5
1266.5
1250
1239.5
1239
1238
1240
1238
1236
1233.5
1232
1234
1236
1234.5
1234
1231.5
1222
24-Jun-13
25-Jun-13
26-Jun-13
27-Jun-13
28-Jun-13
29-Jun-13
1-Jul-13
2-Jul-13
3-Jul-13
4-Jul-13
5-Jul-13
6-Jul-13
8-Jul-13
9-Jul-13
10-Jul-13
11-Jul-13
12-Jul-13
13-Jul-13
15-Jul-13
16-Jul-13
17-Jul-13
18-Jul-13
19-Jul-13
1225
1220.75
1213.5
1205.2
1205.05
1205.15
1203.55
1205.2
1207.15
1204.5
1204.8
1204.1
1201.1
1197.05
1194.55
1195
1197.6
1202.25
1202.15
1202.95
1203.05
1202.4
1198.75
1218.5
1212
1208
1212.5
1207
1201.5
1206
1201
1197
1195.5
1195
1193.5
1191
1193
1194.5
1199
1200
1205
1208
1209.5
1209
1209
1208.5
SD OF FUT CORRELATIH*
36.79556 -0.00563 -0.009326
Date
Price
Close Price
10-Dec-12
1055.6
1263
11-Dec-12
1056
1263
12-Dec-12 1061.75
1263
13-Dec-12 1064.15
1263
14-Dec-12 1067.95
1263
15-Dec-12 1068.45
1263
17-Dec-12
1069.6
1263
18-Dec-12
1071.6
1263
19-Dec-12 1077.25
1263
20-Dec-12
1074.9
1241.5
21-Dec-12 1072.65
1257
22-Dec-12 1073.25
1264.5
24-Dec-12
1070.1
1258
26-Dec-12 1074.55
1258
27-Dec-12 1080.85
1258
28-Dec-12 1079.25
1256
29-Dec-12
1078.9
1225.5
31-Dec-12
1075.6
1251.5
1-Jan-13
1078.7
1251.5
2-Jan-13
1081.2
1257
3-Jan-13 1085.75
1252.5
4-Jan-13 1082.75
1251.5
5-Jan-13
1082
1251.5
7-Jan-13
1085.9
1251.5
8-Jan-13 1079.75
1258.5
9-Jan-13
1074.2
1264
10-Jan-13 1070.65
1258
11-Jan-13 1070.25
1263
12-Jan-13
1066.9
1263
14-Jan-13 1070.85
1268.5
15-Jan-13 1074.35
1272.5
16-Jan-13
1080.6
1272.5
17-Jan-13
1083.5
1272.5
18-Jan-13
1083.5
1279
19-Jan-13 1090.65
1280.5
21-Jan-13 1086.55
1281
22-Jan-13 1084.95
1280
23-Jan-13
1085.7
1280
24-Jan-13 1090.15
1282.5
28-Jan-13 1090.45
1285.5
29-Jan-13
1094.2
1293
30-Jan-13 1093.05
1299
31-Jan-13 1091.95
1299
1-Feb-13
1094.7
1295
SD OF SPO
52.41696
2-Feb-13
4-Feb-13
5-Feb-13
6-Feb-13
7-Feb-13
8-Feb-13
9-Feb-13
11-Feb-13
12-Feb-13
13-Feb-13
14-Feb-13
15-Feb-13
16-Feb-13
18-Feb-13
19-Feb-13
20-Feb-13
21-Feb-13
22-Feb-13
23-Feb-13
25-Feb-13
26-Feb-13
27-Feb-13
28-Feb-13
1-Mar-13
2-Mar-13
4-Mar-13
5-Mar-13
6-Mar-13
7-Mar-13
8-Mar-13
9-Mar-13
11-Mar-13
12-Mar-13
13-Mar-13
14-Mar-13
15-Mar-13
16-Mar-13
18-Mar-13
19-Mar-13
20-Mar-13
21-Mar-13
22-Mar-13
23-Mar-13
25-Mar-13
26-Mar-13
1092.05
1088.05
1094.95
1099.2
1093.9
1095.25
1093.25
1093
1091.85
1090.1
1091.45
1095
1096.7
1100.15
1099.85
1106.5
1110.6
1112.9
1113.3
1110.65
1111.6
1111.9
1105.4
1105.05
1105.6
1108.15
1110.55
1118.55
1133.05
1128.8
1134
1133.65
1132.7
1148.05
1139.85
1137.55
1138.75
1128.1
1126.45
1129.15
1131.9
1137.45
1140.95
1134
1132.15
1291.5
1288
1293.5
1295
1291.5
1287.5
1284.5
1287.5
1285
1285.5
1292
1291
1299
1309.5
1329.5
1341
1341
1342
1338
1335.5
1335
1332
1332
1331
1329
1327.5
1346.5
1381.5
1375.5
1370
1372.5
1376
1381
1385.5
1375
1363.5
1355.5
1344
1349
1352.5
1360
1370
1368
1369
1367
28-Mar-13
30-Mar-13
1-Apr-13
2-Apr-13
3-Apr-13
4-Apr-13
5-Apr-13
6-Apr-13
8-Apr-13
9-Apr-13
10-Apr-13
11-Apr-13
12-Apr-13
13-Apr-13
15-Apr-13
16-Apr-13
17-Apr-13
18-Apr-13
20-Apr-13
22-Apr-13
23-Apr-13
25-Apr-13
27-Apr-13
29-Apr-13
30-Apr-13
2-May-13
3-May-13
4-May-13
6-May-13
7-May-13
8-May-13
9-May-13
10-May-13
11-May-13
13-May-13
14-May-13
15-May-13
16-May-13
17-May-13
18-May-13
20-May-13
21-May-13
22-May-13
23-May-13
24-May-13
1132.1
1135.05
1140.55
1150.4
1155.1
1165.2
1179.4
1178.25
1177.7
1190.2
1189.75
1196.45
1196.45
1199.5
1192.25
1184.4
1167.7
1173
1170.4
1177.7
1170.65
1169.55
1167.45
1165.95
1171.7
1182.75
1190.1
1192.45
1188.4
1180.85
1178.5
1181.2
1184.95
1186.85
1186.05
1192.1
1189.4
1192.9
1200.6
1203.85
1209.55
1213.4
1216.5
1221.95
1223.3
1364.5
1366.5
1372.5
1386.5
1384
1390.5
1387
1383
1383
1383.5
1385.5
1397.5
1400
1376.5
1370
1329
1327.5
1342.5
1367
1358
1335
1331
1325.5
1353.5
1357
1345
1346
1346
1338.5
1319.5
1324
1332
1324.5
1330.5
1331.5
1321.5
1323
1328.5
1327.5
1328.5
1323.5
1341
1336.5
1337
1330
27-May-13
28-May-13
29-May-13
30-May-13
31-May-13
1-Jun-13
3-Jun-13
4-Jun-13
5-Jun-13
6-Jun-13
7-Jun-13
8-Jun-13
10-Jun-13
11-Jun-13
12-Jun-13
13-Jun-13
14-Jun-13
15-Jun-13
17-Jun-13
18-Jun-13
19-Jun-13
20-Jun-13
21-Jun-13
22-Jun-13
24-Jun-13
25-Jun-13
26-Jun-13
27-Jun-13
28-Jun-13
29-Jun-13
1-Jul-13
2-Jul-13
3-Jul-13
4-Jul-13
5-Jul-13
6-Jul-13
8-Jul-13
9-Jul-13
10-Jul-13
11-Jul-13
12-Jul-13
13-Jul-13
15-Jul-13
16-Jul-13
17-Jul-13
1222.1
1224.5
1224.65
1226.6
1231.1
1233.7
1223.95
1219.15
1231.1
1266.85
1257.05
1250
1234.5
1232.05
1229.75
1230.75
1225.65
1224.7
1228.2
1229.85
1230.25
1228.55
1227.7
1226.15
1225
1220.75
1213.5
1205.2
1205.05
1205.15
1203.55
1205.2
1207.15
1204.5
1204.8
1204.1
1201.1
1197.05
1194.55
1195
1197.6
1202.25
1202.15
1202.95
1203.05
1330
1318
1318.5
1323.5
1324.5
1327.5
1328.5
1330
1329.5
1315
1303
1304
1300
1301
1299.5
1298.5
1291.5
1283
1282
1284
1283
1284.5
1280.5
1270.5
1270.5
1268
1265
1271
1267.5
1261.5
1265
1260.5
1247
1245
1245
1241
1232.5
1235.5
1237
1252
1263.5
1263.5
1256.5
1257
1266
18-Jul-13
19-Jul-13
20-Jul-13
22-Jul-13
23-Jul-13
24-Jul-13
25-Jul-13
26-Jul-13
27-Jul-13
29-Jul-13
30-Jul-13
31-Jul-13
1-Aug-13
2-Aug-13
3-Aug-13
5-Aug-13
6-Aug-13
7-Aug-13
8-Aug-13
10-Aug-13
12-Aug-13
13-Aug-13
14-Aug-13
16-Aug-13
17-Aug-13
19-Aug-13
20-Aug-13
21-Aug-13
22-Aug-13
23-Aug-13
24-Aug-13
26-Aug-13
27-Aug-13
29-Aug-13
30-Aug-13
31-Aug-13
2-Sep-13
3-Sep-13
4-Sep-13
6-Sep-13
7-Sep-13
12-Sep-13
13-Sep-13
14-Sep-13
16-Sep-13
1202.4
1198.75
1194.3
1188.85
1184.7
1181.6
1182.95
1181.85
1179.95
1179.9
1180
1174.95
1172.85
1167.5
1160.4
1164.85
1160.95
1159.35
1160
1160.3
1170.15
1172.5
1170.65
1171.65
1171.75
1171.8
1166.65
1164.05
1166.25
1169.65
1174.7
1175
1169.85
1169.45
1174.85
1178.05
1177.05
1175.3
1172.3
1172.15
1171.6
1162.2
1162.4
1163.3
1162.95
1251
1235
1215
1211
1208.5
1215
1209.5
1224.5
1219.5
1190.5
1184.5
1188.5
1175.5
1160.5
1167
1168
1171.5
1159
1165.5
1175
1183.5
1196.5
1182.5
1192
1187
1172
1156.5
1161
1170.5
1202.5
1208
1188
1190
1214
1218
1220.5
1194
1182.5
1184.5
1180
1182
1175
1170
1168
1175.5
17-Sep-13
18-Sep-13
19-Sep-13
20-Sep-13
1162.7
1164.35
1162.95
1160.65
1176.5
1170
1167.5
1160.5
63.93945 0.011106 0.009105
Date
Price
Close Price
10-Jan-13 1070.65
1199.5
11-Jan-13 1070.25
1199.5
12-Jan-13
1066.9
1199.5
14-Jan-13 1070.85
1199.5
15-Jan-13 1074.35
1199.5
16-Jan-13
1080.6
1199.5
17-Jan-13
1083.5
1199.5
18-Jan-13
1083.5
1199.5
19-Jan-13 1090.65
1199.5
21-Jan-13 1086.55
1199.5
22-Jan-13 1084.95
1199.5
23-Jan-13
1085.7
1199.5
24-Jan-13 1090.15
1199.5
28-Jan-13 1090.45
1199.5
29-Jan-13
1094.2
1199.5
30-Jan-13 1093.05
1199.5
31-Jan-13 1091.95
1199.5
1-Feb-13
1094.7
1199.5
2-Feb-13 1092.05
1199.5
4-Feb-13 1088.05
1199.5
5-Feb-13 1094.95
1199.5
6-Feb-13
1099.2
1199.5
7-Feb-13
1093.9
1199.5
8-Feb-13 1095.25
1199.5
9-Feb-13 1093.25
1199.5
11-Feb-13
1093
1199.5
12-Feb-13 1091.85
1199.5
13-Feb-13
1090.1
1199.5
14-Feb-13 1091.45
1199.5
15-Feb-13
1095
1199.5
16-Feb-13
1096.7
1199.5
18-Feb-13 1100.15
1199.5
19-Feb-13 1099.85
1199.5
20-Feb-13
1106.5
1199.5
21-Feb-13
1110.6
1199.5
22-Feb-13
1112.9
1205
23-Feb-13
1113.3
1205
25-Feb-13 1110.65
1205
26-Feb-13
1111.6
1206.5
27-Feb-13
1111.9
1206.5
28-Feb-13
1105.4
1206.5
1-Mar-13 1105.05
1206.5
2-Mar-13
1105.6
1206.5
4-Mar-13 1108.15
1206.5
SD OF SPOSD OF FUT
44.11954 50.13268
5-Mar-13
6-Mar-13
7-Mar-13
8-Mar-13
9-Mar-13
11-Mar-13
12-Mar-13
13-Mar-13
14-Mar-13
15-Mar-13
16-Mar-13
18-Mar-13
19-Mar-13
20-Mar-13
21-Mar-13
22-Mar-13
23-Mar-13
25-Mar-13
26-Mar-13
28-Mar-13
30-Mar-13
1-Apr-13
2-Apr-13
3-Apr-13
4-Apr-13
5-Apr-13
6-Apr-13
8-Apr-13
9-Apr-13
10-Apr-13
11-Apr-13
12-Apr-13
13-Apr-13
15-Apr-13
16-Apr-13
17-Apr-13
18-Apr-13
20-Apr-13
22-Apr-13
23-Apr-13
25-Apr-13
27-Apr-13
29-Apr-13
30-Apr-13
2-May-13
1110.55
1118.55
1133.05
1128.8
1134
1133.65
1132.7
1148.05
1139.85
1137.55
1138.75
1128.1
1126.45
1129.15
1131.9
1137.45
1140.95
1134
1132.15
1132.1
1135.05
1140.55
1150.4
1155.1
1165.2
1179.4
1178.25
1177.7
1190.2
1189.75
1196.45
1196.45
1199.5
1192.25
1184.4
1167.7
1173
1170.4
1177.7
1170.65
1169.55
1167.45
1165.95
1171.7
1182.75
1206
1241
1241
1249
1249
1249
1249
1243
1232.5
1225
1223.5
1223.5
1215.5
1226
1224.5
1243
1233
1233
1221.5
1230
1224
1224
1225
1227.5
1227.5
1227.5
1227.5
1227.5
1227.5
1227.5
1245
1231.5
1234.5
1234.5
1202.5
1199
1199
1219
1222
1203.5
1206.5
1208
1220.5
1225
1215
3-May-13
4-May-13
6-May-13
7-May-13
8-May-13
9-May-13
10-May-13
11-May-13
13-May-13
14-May-13
15-May-13
16-May-13
17-May-13
18-May-13
20-May-13
21-May-13
22-May-13
23-May-13
24-May-13
27-May-13
28-May-13
29-May-13
30-May-13
31-May-13
1-Jun-13
3-Jun-13
4-Jun-13
5-Jun-13
6-Jun-13
7-Jun-13
8-Jun-13
10-Jun-13
11-Jun-13
12-Jun-13
13-Jun-13
14-Jun-13
15-Jun-13
17-Jun-13
18-Jun-13
19-Jun-13
20-Jun-13
21-Jun-13
22-Jun-13
24-Jun-13
25-Jun-13
1190.1
1192.45
1188.4
1180.85
1178.5
1181.2
1184.95
1186.85
1186.05
1192.1
1189.4
1192.9
1200.6
1203.85
1209.55
1213.4
1216.5
1221.95
1223.3
1222.1
1224.5
1224.65
1226.6
1231.1
1233.7
1223.95
1219.15
1231.1
1266.85
1257.05
1250
1234.5
1232.05
1229.75
1230.75
1225.65
1224.7
1228.2
1229.85
1230.25
1228.55
1227.7
1226.15
1225
1220.75
1215
1215
1214.5
1197.5
1196
1204.5
1205.5
1205
1205
1195
1205.5
1205.5
1205.5
1195.5
1195.5
1208.5
1210
1211.5
1210.5
1210.5
1212
1211.5
1211.5
1214
1215
1218.5
1225
1225
1220.5
1217.5
1217
1215.5
1218
1219
1213
1209.5
1210
1211
1209
1206
1200.5
1189.5
1189
1189.5
1187
26-Jun-13
27-Jun-13
28-Jun-13
29-Jun-13
1-Jul-13
2-Jul-13
3-Jul-13
4-Jul-13
5-Jul-13
6-Jul-13
8-Jul-13
9-Jul-13
10-Jul-13
11-Jul-13
12-Jul-13
13-Jul-13
15-Jul-13
16-Jul-13
17-Jul-13
18-Jul-13
19-Jul-13
20-Jul-13
22-Jul-13
23-Jul-13
24-Jul-13
25-Jul-13
26-Jul-13
27-Jul-13
29-Jul-13
30-Jul-13
31-Jul-13
1-Aug-13
2-Aug-13
3-Aug-13
5-Aug-13
6-Aug-13
7-Aug-13
8-Aug-13
10-Aug-13
12-Aug-13
13-Aug-13
14-Aug-13
16-Aug-13
17-Aug-13
19-Aug-13
1213.5
1205.2
1205.05
1205.15
1203.55
1205.2
1207.15
1204.5
1204.8
1204.1
1201.1
1197.05
1194.55
1195
1197.6
1202.25
1202.15
1202.95
1203.05
1202.4
1198.75
1194.3
1188.85
1184.7
1181.6
1182.95
1181.85
1179.95
1179.9
1180
1174.95
1172.85
1167.5
1160.4
1164.85
1160.95
1159.35
1160
1160.3
1170.15
1172.5
1170.65
1171.65
1171.75
1171.8
1193
1189.5
1181.5
1173.5
1164.5
1170
1169
1169
1166.5
1162.5
1152.5
1150.5
1151
1157
1165
1167.5
1161.5
1159.5
1162
1157
1149
1126
1119
1113.5
1121
1116.5
1118.5
1118
1103.5
1098
1102.5
1099.5
1092
1096
1100.5
1098
1094.5
1100.5
1116
1127.5
1130
1121.5
1130
1128.5
1131
20-Aug-13
21-Aug-13
22-Aug-13
23-Aug-13
24-Aug-13
26-Aug-13
27-Aug-13
29-Aug-13
30-Aug-13
31-Aug-13
2-Sep-13
3-Sep-13
4-Sep-13
6-Sep-13
7-Sep-13
12-Sep-13
13-Sep-13
14-Sep-13
16-Sep-13
17-Sep-13
18-Sep-13
19-Sep-13
20-Sep-13
21-Sep-13
23-Sep-13
24-Sep-13
25-Sep-13
26-Sep-13
27-Sep-13
28-Sep-13
30-Sep-13
1-Oct-13
3-Oct-13
4-Oct-13
5-Oct-13
7-Oct-13
8-Oct-13
9-Oct-13
10-Oct-13
11-Oct-13
12-Oct-13
14-Oct-13
15-Oct-13
17-Oct-13
18-Oct-13
1166.65
1164.05
1166.25
1169.65
1174.7
1175
1169.85
1169.45
1174.85
1178.05
1177.05
1175.3
1172.3
1172.15
1171.6
1162.2
1162.4
1163.3
1162.95
1162.7
1164.35
1162.95
1160.65
1159.7
1163.65
1170
1179.3
1183.1
1185.2
1182.7
1183.75
1180.9
1181.55
1180.15
1188.25
1194.25
1192.1
1187.55
1182.65
1187.3
1183.7
1182.75
1179.75
1177.9
1174
1121.5
1117.5
1125
1133
1133.5
1129
1132
1133
1135
1136.5
1129.5
1119.5
1124
1127
1131.5
1138.5
1136.5
1141.5
1131
1125
1118.5
1118
1122.5
1119.5
1125
1128.5
1124.5
1131
1127.5
1127.5
1126
1125.5
1128
1138.5
1141.5
1141
1131.5
1136
1127
1126.5
1128.5
1124.5
1125
1100.5
1103.5
19-Oct-13
21-Oct-13
22-Oct-13
23-Oct-13
24-Oct-13
25-Oct-13
26-Oct-13
28-Oct-13
29-Oct-13
30-Oct-13
31-Oct-13
1-Nov-13
2-Nov-13
6-Nov-13
7-Nov-13
8-Nov-13
9-Nov-13
11-Nov-13
12-Nov-13
13-Nov-13
14-Nov-13
16-Nov-13
18-Nov-13
19-Nov-13
20-Nov-13
1171.9
1170.25
1170
1172.75
1170.25
1174
1170.4
1166.5
1168.35
1248.45
1198.75
1171.9
1167.3
1163.5
1154.45
1144.4
1151.05
1154.75
1153.65
1151.3
1142.05
1106.55
1085.85
1075.65
1050.9
1098.5
1087
1097.5
1097.5
1107
1103
1102.5
1079.5
1080.5
1066
1072
1068.5
1063.5
1067
1072
1070.5
1076
1088.5
1087.5
1102
1101
1094.5
1073.5
1071.5
1068
CORRELATIH*
-0.069693 -0.061334
Date
Price
Close Price
11-Mar-13 1133.65
1249
12-Mar-13
1132.7
1273
13-Mar-13 1148.05
1273
14-Mar-13 1139.85
1272.5
15-Mar-13 1137.55
1222
16-Mar-13 1138.75
1210
18-Mar-13
1128.1
1191
19-Mar-13 1126.45
1194
20-Mar-13 1129.15
1193
21-Mar-13
1131.9
1193
22-Mar-13 1137.45
1193
23-Mar-13 1140.95
1193
25-Mar-13
1134
1193
26-Mar-13 1132.15
1193
28-Mar-13
1132.1
1193
30-Mar-13 1135.05
1193
1-Apr-13 1140.55
1193
2-Apr-13
1150.4
1193
3-Apr-13
1155.1
1193
4-Apr-13
1165.2
1193
5-Apr-13
1179.4
1193
6-Apr-13 1178.25
1193
8-Apr-13
1177.7
1193
9-Apr-13
1190.2
1193
10-Apr-13 1189.75
1193
11-Apr-13 1196.45
1193
12-Apr-13 1196.45
1193
13-Apr-13
1199.5
1193
15-Apr-13 1192.25
1193
16-Apr-13
1184.4
1193
17-Apr-13
1167.7
1193
18-Apr-13
1173
1193
20-Apr-13
1170.4
1219
22-Apr-13
1177.7
1222
23-Apr-13 1170.65
1200
25-Apr-13 1169.55
1200
27-Apr-13 1167.45
1200
29-Apr-13 1165.95
1200
30-Apr-13
1171.7
1200
2-May-13 1182.75
1200
3-May-13
1190.1
1200
4-May-13 1192.45
1200
6-May-13
1188.4
1200
7-May-13 1180.85
1200
SD OF SPO
63.66338
8-May-13
9-May-13
10-May-13
11-May-13
13-May-13
14-May-13
15-May-13
16-May-13
17-May-13
18-May-13
20-May-13
21-May-13
22-May-13
23-May-13
24-May-13
27-May-13
28-May-13
29-May-13
30-May-13
31-May-13
1-Jun-13
3-Jun-13
4-Jun-13
5-Jun-13
6-Jun-13
7-Jun-13
8-Jun-13
10-Jun-13
11-Jun-13
12-Jun-13
13-Jun-13
14-Jun-13
15-Jun-13
17-Jun-13
18-Jun-13
19-Jun-13
20-Jun-13
21-Jun-13
22-Jun-13
24-Jun-13
25-Jun-13
26-Jun-13
27-Jun-13
28-Jun-13
29-Jun-13
1178.5
1181.2
1184.95
1186.85
1186.05
1192.1
1189.4
1192.9
1200.6
1203.85
1209.55
1213.4
1216.5
1221.95
1223.3
1222.1
1224.5
1224.65
1226.6
1231.1
1233.7
1223.95
1219.15
1231.1
1266.85
1257.05
1250
1234.5
1232.05
1229.75
1230.75
1225.65
1224.7
1228.2
1229.85
1230.25
1228.55
1227.7
1226.15
1225
1220.75
1213.5
1205.2
1205.05
1205.15
1200
1200
1200
1200
1200
1200
1200
1200
1200
1200
1200
1200
1191
1191
1191
1191
1191
1191
1191
1200
1200
1200
1200
1200
1200
1194
1194
1194
1194
1194
1194
1194
1194
1194
1194
1194
1177.5
1173.5
1167
1167
1150.5
1161.5
1162.5
1150
1135.5
1-Jul-13
2-Jul-13
3-Jul-13
4-Jul-13
5-Jul-13
6-Jul-13
8-Jul-13
9-Jul-13
10-Jul-13
11-Jul-13
12-Jul-13
13-Jul-13
15-Jul-13
16-Jul-13
17-Jul-13
18-Jul-13
19-Jul-13
20-Jul-13
22-Jul-13
23-Jul-13
24-Jul-13
25-Jul-13
26-Jul-13
27-Jul-13
29-Jul-13
30-Jul-13
31-Jul-13
1-Aug-13
2-Aug-13
3-Aug-13
5-Aug-13
6-Aug-13
7-Aug-13
8-Aug-13
10-Aug-13
12-Aug-13
13-Aug-13
14-Aug-13
16-Aug-13
17-Aug-13
19-Aug-13
20-Aug-13
21-Aug-13
22-Aug-13
23-Aug-13
1203.55
1205.2
1207.15
1204.5
1204.8
1204.1
1201.1
1197.05
1194.55
1195
1197.6
1202.25
1202.15
1202.95
1203.05
1202.4
1198.75
1194.3
1188.85
1184.7
1181.6
1182.95
1181.85
1179.95
1179.9
1180
1174.95
1172.85
1167.5
1160.4
1164.85
1160.95
1159.35
1160
1160.3
1170.15
1172.5
1170.65
1171.65
1171.75
1171.8
1166.65
1164.05
1166.25
1169.65
1128
1129
1129
1130
1117
1117
1117
1128
1121
1121
1121
1121
1120
1120
1118.5
1115.5
1115.5
1102
1091.5
1080.5
1087
1084.5
1083.5
1083.5
1073.5
1070
1069.5
1072
1066.5
1066.5
1072
1062.5
1067
1070
1085.5
1090
1091.5
1082.5
1092
1092
1084
1079.5
1079.5
1079.5
1086.5
24-Aug-13
26-Aug-13
27-Aug-13
29-Aug-13
30-Aug-13
31-Aug-13
2-Sep-13
3-Sep-13
4-Sep-13
6-Sep-13
7-Sep-13
12-Sep-13
13-Sep-13
14-Sep-13
16-Sep-13
17-Sep-13
18-Sep-13
19-Sep-13
20-Sep-13
21-Sep-13
23-Sep-13
24-Sep-13
25-Sep-13
26-Sep-13
27-Sep-13
28-Sep-13
30-Sep-13
1-Oct-13
3-Oct-13
4-Oct-13
5-Oct-13
7-Oct-13
8-Oct-13
9-Oct-13
10-Oct-13
11-Oct-13
12-Oct-13
14-Oct-13
15-Oct-13
17-Oct-13
18-Oct-13
19-Oct-13
21-Oct-13
22-Oct-13
23-Oct-13
1174.7
1175
1169.85
1169.45
1174.85
1178.05
1177.05
1175.3
1172.3
1172.15
1171.6
1162.2
1162.4
1163.3
1162.95
1162.7
1164.35
1162.95
1160.65
1159.7
1163.65
1170
1179.3
1183.1
1185.2
1182.7
1183.75
1180.9
1181.55
1180.15
1188.25
1194.25
1192.1
1187.55
1182.65
1187.3
1183.7
1182.75
1179.75
1177.9
1174
1171.9
1170.25
1170
1172.75
1089.5
1090
1082.5
1081
1087
1086
1083
1076.5
1073
1075.5
1084
1084
1082.5
1084.5
1080.5
1065.5
1061
1063.5
1067
1061
1063.5
1066
1061
1064.5
1065
1058.5
1058.5
1054.5
1056.5
1064.5
1066.5
1067
1059.5
1064
1060.5
1059
1059.5
1059
1059.5
1046
1048
1045
1035.5
1040.5
1039.5
24-Oct-13
25-Oct-13
26-Oct-13
28-Oct-13
29-Oct-13
30-Oct-13
31-Oct-13
1-Nov-13
2-Nov-13
6-Nov-13
7-Nov-13
8-Nov-13
9-Nov-13
11-Nov-13
12-Nov-13
13-Nov-13
14-Nov-13
16-Nov-13
18-Nov-13
19-Nov-13
20-Nov-13
21-Nov-13
22-Nov-13
23-Nov-13
25-Nov-13
26-Nov-13
27-Nov-13
28-Nov-13
29-Nov-13
30-Nov-13
2-Dec-13
3-Dec-13
4-Dec-13
5-Dec-13
6-Dec-13
7-Dec-13
9-Dec-13
10-Dec-13
11-Dec-13
12-Dec-13
13-Dec-13
14-Dec-13
16-Dec-13
17-Dec-13
18-Dec-13
1170.25
1174
1170.4
1166.5
1168.35
1248.45
1198.75
1171.9
1167.3
1163.5
1154.45
1144.4
1151.05
1154.75
1153.65
1151.3
1142.05
1106.55
1085.85
1075.65
1050.9
1015.1
992.55
977.95
985.5
995.4
999.5
999.7
996
990.6
994.7
1002.1
1009.85
1007.9
1009.15
1018.85
1011.75
1008.25
1005.5
1002.05
1001.75
1003.75
1004.3
1018.25
1022.15
1040
1035
1034
1018
1013
996.5
1001
998
997.5
998
1000
997
994.5
997.5
998
1008
1001
993
988
988
967
971
970.5
972
983.5
991
984.5
992.5
981.5
977
1009.5
1004
1013
1010
1008.5
1019
1015
1014
1007
1003.5
997.5
999
1006
1015.5
1019
19-Dec-13
20-Dec-13
1021.15
1027.8
1025.5
1034
78.54901 0.577271 0.467874
Date
Price
Close Price
31-Jul-13 1174.95
1070
1-Aug-13 1172.85
1061.5
2-Aug-13
1167.5
1066.5
3-Aug-13
1160.4
1066.5
5-Aug-13 1164.85
1066.5
6-Aug-13 1160.95
1066.5
7-Aug-13 1159.35
1066.5
8-Aug-13
1160
1070
10-Aug-13
1160.3
1103
12-Aug-13 1170.15
1110
13-Aug-13
1172.5
1110
14-Aug-13 1170.65
1110
16-Aug-13 1171.65
1120
17-Aug-13 1171.75
1120
19-Aug-13
1171.8
1120
20-Aug-13 1166.65
1120
21-Aug-13 1164.05
1105
22-Aug-13 1166.25
1105
23-Aug-13 1169.65
1110
24-Aug-13
1174.7
1110
26-Aug-13
1175
1110
27-Aug-13 1169.85
1119
29-Aug-13 1169.45
1103.5
30-Aug-13 1174.85
1109.5
31-Aug-13 1178.05
1109.5
2-Sep-13 1177.05
1095.5
3-Sep-13
1175.3
1092
4-Sep-13
1172.3
1096
6-Sep-13 1172.15
1096
7-Sep-13
1171.6
1101.5
12-Sep-13
1162.2
1100
13-Sep-13
1162.4
1100
14-Sep-13
1163.3
1100
16-Sep-13 1162.95
1095
17-Sep-13
1162.7
1082
18-Sep-13 1164.35
1074.5
19-Sep-13 1162.95
1074
20-Sep-13 1160.65
1078
21-Sep-13
1159.7
1077.5
23-Sep-13 1163.65
1075
24-Sep-13
1170
1075
25-Sep-13
1179.3
1073
26-Sep-13
1183.1
1077
27-Sep-13
1185.2
1077
SD OF SPO
75.77751
28-Sep-13
30-Sep-13
1-Oct-13
3-Oct-13
4-Oct-13
5-Oct-13
7-Oct-13
8-Oct-13
9-Oct-13
10-Oct-13
11-Oct-13
12-Oct-13
14-Oct-13
15-Oct-13
17-Oct-13
18-Oct-13
19-Oct-13
21-Oct-13
22-Oct-13
23-Oct-13
24-Oct-13
25-Oct-13
26-Oct-13
28-Oct-13
29-Oct-13
30-Oct-13
31-Oct-13
1-Nov-13
2-Nov-13
6-Nov-13
7-Nov-13
8-Nov-13
9-Nov-13
11-Nov-13
12-Nov-13
13-Nov-13
14-Nov-13
16-Nov-13
18-Nov-13
19-Nov-13
20-Nov-13
21-Nov-13
22-Nov-13
23-Nov-13
25-Nov-13
1182.7
1183.75
1180.9
1181.55
1180.15
1188.25
1194.25
1192.1
1187.55
1182.65
1187.3
1183.7
1182.75
1179.75
1177.9
1174
1171.9
1170.25
1170
1172.75
1170.25
1174
1170.4
1166.5
1168.35
1248.45
1198.75
1171.9
1167.3
1163.5
1154.45
1144.4
1151.05
1154.75
1153.65
1151.3
1142.05
1106.55
1085.85
1075.65
1050.9
1015.1
992.55
977.95
985.5
1071
1071
1067.5
1067.5
1076.5
1074.5
1076
1069
1069
1070
1066
1064
1064
1070.5
1065.5
1065
1065.5
1053.5
1050
1050.5
1054
1047.5
1048
1040.5
1036
1021
1016.5
1019.5
1013
1020
1023
1021.5
1018
1025
1028
1028
1028
1017
1016
1020.5
1007.5
1013.5
1016.5
1020.5
1034
26-Nov-13
27-Nov-13
28-Nov-13
29-Nov-13
30-Nov-13
2-Dec-13
3-Dec-13
4-Dec-13
5-Dec-13
6-Dec-13
7-Dec-13
9-Dec-13
10-Dec-13
11-Dec-13
12-Dec-13
13-Dec-13
14-Dec-13
16-Dec-13
17-Dec-13
18-Dec-13
19-Dec-13
20-Dec-13
21-Dec-13
23-Dec-13
24-Dec-13
26-Dec-13
27-Dec-13
28-Dec-13
30-Dec-13
31-Dec-13
1-Jan-14
2-Jan-14
3-Jan-14
4-Jan-14
6-Jan-14
7-Jan-14
8-Jan-14
9-Jan-14
10-Jan-14
11-Jan-14
13-Jan-14
15-Jan-14
16-Jan-14
17-Jan-14
18-Jan-14
995.4
999.5
999.7
996
990.6
994.7
1002.1
1009.85
1007.9
1009.15
1018.85
1011.75
1008.25
1005.5
1002.05
1001.75
1003.75
1004.3
1018.25
1022.15
1021.15
1027.8
1028.9
1026.2
1040.5
1035.35
1035.9
1038.45
1038.2
1045.1
1044.5
1045.4
1044
1041.15
1034.6
1032.55
1028.9
1024.05
1017.3
1012.4
1016.4
1019.65
1018
1020.4
1034.7
1041.5
1035
1042
1034.5
1028
1052
1041
1050
1045
1045.5
1052.5
1053
1046
1039.5
1040
1040.5
1040
1045
1051.5
1050.5
1050
1045.5
1044.5
1043.5
1050.5
1053.5
1055.5
1049
1042
1037
1034
1035
1023.5
1022.5
1021.5
1018
1018
1018
1014.5
1015.5
1020
1022
1025
1026
1029.5
20-Jan-14
1036.75
1035
30.63195 0.580943 1.43714
Date
Price
Close Price
12-Sep-13
1162.2
1116
13-Sep-13
1162.4
1117.5
14-Sep-13
1163.3
1121
16-Sep-13 1162.95
1109.5
17-Sep-13
1162.7
1098.5
18-Sep-13 1164.35
1098.5
19-Sep-13 1162.95
1098.5
20-Sep-13 1160.65
1089
21-Sep-13
1159.7
1089
23-Sep-13 1163.65
1086.5
24-Sep-13
1170
1086.5
25-Sep-13
1179.3
1085
26-Sep-13
1183.1
1089.5
27-Sep-13
1185.2
1089
28-Sep-13
1182.7
1095
30-Sep-13 1183.75
1093
1-Oct-13
1180.9
1081.5
3-Oct-13 1181.55
1085.5
4-Oct-13 1180.15
1088.5
5-Oct-13 1188.25
1088.5
7-Oct-13 1194.25
1088
8-Oct-13
1192.1
1083
9-Oct-13 1187.55
1080.5
10-Oct-13 1182.65
1076
11-Oct-13
1187.3
1076
12-Oct-13
1183.7
1076
14-Oct-13 1182.75
1076
15-Oct-13 1179.75
1072
17-Oct-13
1177.9
1072
18-Oct-13
1174
1072
19-Oct-13
1171.9
1072
21-Oct-13 1170.25
1068
22-Oct-13
1170
1071
23-Oct-13 1172.75
1079.5
24-Oct-13 1170.25
1083
25-Oct-13
1174
1073
26-Oct-13
1170.4
1069.5
28-Oct-13
1166.5
1065
29-Oct-13 1168.35
1063.5
30-Oct-13 1248.45
1052.5
31-Oct-13 1198.75
1049.5
1-Nov-13
1171.9
1051.5
2-Nov-13
1167.3
1043
6-Nov-13
1163.5
1046.5
SD OF SPO
68.27933
7-Nov-13
8-Nov-13
9-Nov-13
11-Nov-13
12-Nov-13
13-Nov-13
14-Nov-13
16-Nov-13
18-Nov-13
19-Nov-13
20-Nov-13
21-Nov-13
22-Nov-13
23-Nov-13
25-Nov-13
26-Nov-13
27-Nov-13
28-Nov-13
29-Nov-13
30-Nov-13
2-Dec-13
3-Dec-13
4-Dec-13
5-Dec-13
6-Dec-13
7-Dec-13
9-Dec-13
10-Dec-13
11-Dec-13
12-Dec-13
13-Dec-13
14-Dec-13
16-Dec-13
17-Dec-13
18-Dec-13
19-Dec-13
20-Dec-13
21-Dec-13
23-Dec-13
24-Dec-13
26-Dec-13
27-Dec-13
28-Dec-13
30-Dec-13
31-Dec-13
1154.45
1144.4
1151.05
1154.75
1153.65
1151.3
1142.05
1106.55
1085.85
1075.65
1050.9
1015.1
992.55
977.95
985.5
995.4
999.5
999.7
996
990.6
994.7
1002.1
1009.85
1007.9
1009.15
1018.85
1011.75
1008.25
1005.5
1002.05
1001.75
1003.75
1004.3
1018.25
1022.15
1021.15
1027.8
1028.9
1026.2
1040.5
1035.35
1035.9
1038.45
1038.2
1045.1
1047
1046
1045
1047.5
1049.5
1046
1044
1034
1033.5
1039.5
1029
1031.5
1033.5
1032.5
1055
1055
1052
1062
1050
1044
1066
1060
1071
1067.5
1072.5
1073
1072
1066.5
1065.5
1070
1071.5
1071.5
1078
1080
1076
1072.5
1061
1057.5
1055.5
1056
1053.5
1050.5
1043.5
1041
1032
1-Jan-14
2-Jan-14
3-Jan-14
4-Jan-14
6-Jan-14
7-Jan-14
8-Jan-14
9-Jan-14
10-Jan-14
11-Jan-14
13-Jan-14
15-Jan-14
16-Jan-14
17-Jan-14
18-Jan-14
20-Jan-14
21-Jan-14
22-Jan-14
23-Jan-14
24-Jan-14
25-Jan-14
27-Jan-14
28-Jan-14
29-Jan-14
30-Jan-14
31-Jan-14
1-Feb-14
3-Feb-14
4-Feb-14
5-Feb-14
6-Feb-14
7-Feb-14
8-Feb-14
10-Feb-14
11-Feb-14
12-Feb-14
13-Feb-14
14-Feb-14
15-Feb-14
17-Feb-14
18-Feb-14
19-Feb-14
20-Feb-14
21-Feb-14
22-Feb-14
1044.5
1045.4
1044
1041.15
1034.6
1032.55
1028.9
1024.05
1017.3
1012.4
1016.4
1019.65
1018
1020.4
1034.7
1036.75
1039.8
1052.5
1045.9
1044.5
1056.8
1057.9
1053.7
1057.45
1054.7
1058.55
1051.95
1052.85
1051.35
1056.05
1050.8
1044.85
1053.3
1046.9
1042.1
1038.65
1035.75
1038.65
1043.85
1043
1038.8
1038.2
1035.9
1040.4
1030.95
1033.5
1031
1025
1023
1020.5
1018.5
1020
1014
1012
1013
1017
1021.5
1019
1016
1014.5
1014.5
1021.5
1019.5
1016.5
1015
1019
1015
1016.5
1017.5
1016
1019
1018
1023
1040
1034
1035.5
1036.5
1039.5
1039.5
1037.5
1039.5
1035.5
1039.5
1038.5
1039
1038
1038.5
1036.5
1035.5
1032
24-Feb-14
25-Feb-14
26-Feb-14
28-Feb-14
1-Mar-14
3-Mar-14
4-Mar-14
5-Mar-14
6-Mar-14
7-Mar-14
8-Mar-14
10-Mar-14
11-Mar-14
12-Mar-14
13-Mar-14
14-Mar-14
15-Mar-14
18-Mar-14
19-Mar-14
20-Mar-14
1030.35
1036.35
1044.05
1047.3
1055.65
1051.7
1053.4
1051.35
1057.45
1073
1081.4
1090.3
1108.3
1099.15
1102.05
1103.65
1104.05
1113.2
1114.55
1112.5
1035
1042.5
1055
1075
1069.5
1061.5
1067
1068.5
1077.5
1086.5
1091
1106
1106.5
1104.5
1109
1110
1112
1112
1117.5
1116.5
28.70855 0.521421 1.240127
Date
Price
Close Price
1-Nov-13
1171.9
1083.5
2-Nov-13
1167.3
1116
6-Nov-13
1163.5
1128
7-Nov-13 1154.45
1101
8-Nov-13
1144.4
1145
9-Nov-13 1151.05
1169
11-Nov-13 1154.75
1174
12-Nov-13 1153.65
1162.5
13-Nov-13
1151.3
1166.5
14-Nov-13 1142.05
1166.5
16-Nov-13 1106.55
1161.5
18-Nov-13 1085.85
1165.5
19-Nov-13 1075.65
1168.5
20-Nov-13
1050.9
1164.5
21-Nov-13
1015.1
1170.5
22-Nov-13
992.55
1173.5
23-Nov-13
977.95
1172.5
25-Nov-13
985.5
1179
26-Nov-13
995.4
1188.5
27-Nov-13
999.5
1188.5
28-Nov-13
999.7
1191
29-Nov-13
996
1189
30-Nov-13
990.6
1187.5
2-Dec-13
994.7
1202
3-Dec-13
1002.1
1199.5
4-Dec-13 1009.85
1209
5-Dec-13
1007.9
1201
6-Dec-13 1009.15
1201
7-Dec-13 1018.85
1211
9-Dec-13 1011.75
1207.5
10-Dec-13 1008.25
1202
11-Dec-13
1005.5
1203.5
12-Dec-13 1002.05
1204.5
13-Dec-13 1001.75
1201
14-Dec-13 1003.75
1204
16-Dec-13
1004.3
1207
17-Dec-13 1018.25
1208
18-Dec-13 1022.15
1203.5
19-Dec-13 1021.15
1197.5
20-Dec-13
1027.8
1188.5
21-Dec-13
1028.9
1182
23-Dec-13
1026.2
1181
24-Dec-13
1040.5
1181.5
26-Dec-13 1035.35
1180
SD OF SPO
66.64771
27-Dec-13
28-Dec-13
30-Dec-13
31-Dec-13
1-Jan-14
2-Jan-14
3-Jan-14
4-Jan-14
6-Jan-14
7-Jan-14
8-Jan-14
9-Jan-14
10-Jan-14
11-Jan-14
13-Jan-14
15-Jan-14
16-Jan-14
17-Jan-14
18-Jan-14
20-Jan-14
21-Jan-14
22-Jan-14
23-Jan-14
24-Jan-14
25-Jan-14
27-Jan-14
28-Jan-14
29-Jan-14
30-Jan-14
31-Jan-14
1-Feb-14
3-Feb-14
4-Feb-14
5-Feb-14
6-Feb-14
7-Feb-14
8-Feb-14
10-Feb-14
11-Feb-14
12-Feb-14
13-Feb-14
14-Feb-14
15-Feb-14
17-Feb-14
18-Feb-14
1035.9
1038.45
1038.2
1045.1
1044.5
1045.4
1044
1041.15
1034.6
1032.55
1028.9
1024.05
1017.3
1012.4
1016.4
1019.65
1018
1020.4
1034.7
1036.75
1039.8
1052.5
1045.9
1044.5
1056.8
1057.9
1053.7
1057.45
1054.7
1058.55
1051.95
1052.85
1051.35
1056.05
1050.8
1044.85
1053.3
1046.9
1042.1
1038.65
1035.75
1038.65
1043.85
1043
1038.8
1186
1175.5
1177.5
1168.5
1168
1161.5
1157.5
1155
1152
1148.5
1151
1144
1140
1137.5
1145.5
1150
1146
1142.5
1135
1135.5
1139
1134.5
1128
1122.5
1127
1119.5
1117.5
1117
1120
1121.5
1120
1125.5
1139
1138
1146
1153.5
1161
1166
1160
1162
1153
1158.5
1157.5
1160
1161
19-Feb-14
20-Feb-14
21-Feb-14
22-Feb-14
24-Feb-14
25-Feb-14
26-Feb-14
28-Feb-14
1-Mar-14
3-Mar-14
4-Mar-14
5-Mar-14
6-Mar-14
7-Mar-14
8-Mar-14
10-Mar-14
11-Mar-14
12-Mar-14
13-Mar-14
14-Mar-14
15-Mar-14
18-Mar-14
19-Mar-14
20-Mar-14
21-Mar-14
22-Mar-14
24-Mar-14
25-Mar-14
26-Mar-14
27-Mar-14
28-Mar-14
29-Mar-14
31-Mar-14
1-Apr-14
2-Apr-14
3-Apr-14
4-Apr-14
7-Apr-14
11-Apr-14
16-Apr-14
17-Apr-14
21-Apr-14
22-Apr-14
23-Apr-14
25-Apr-14
1038.2
1035.9
1040.4
1030.95
1030.35
1036.35
1044.05
1047.3
1055.65
1051.7
1053.4
1051.35
1057.45
1073
1081.4
1090.3
1108.3
1099.15
1102.05
1103.65
1104.05
1113.2
1114.55
1112.5
1118.1
1122.8
1123.95
1119.55
1119.9
1121.85
1122.15
1120.05
1116.2
1113.95
1126.25
1127.6
1125.85
1122.8
1104.4
1119.15
1113.7
1107.55
1107.55
1109.05
1121.05
1163
1161
1160
1160.5
1164
1181
1189.5
1206.5
1201.5
1190.5
1198
1202.5
1224.5
1248.5
1242.5
1257.5
1250
1251
1256
1258.5
1259.5
1251.5
1255
1260.5
1277
1270
1269.5
1261
1264
1270.5
1264.5
1247.5
1230
1247.5
1241
1235
1249
1217.5
1191
1222.5
1209.5
1215
1227
1231
1223
28-Apr-14
29-Apr-14
30-Apr-14
2-May-14
5-May-14
6-May-14
7-May-14
8-May-14
9-May-14
12-May-14
13-May-14
15-May-14
19-May-14
20-May-14
21-May-14
22-May-14
23-May-14
26-May-14
27-May-14
28-May-14
29-May-14
30-May-14
2-Jun-14
3-Jun-14
4-Jun-14
5-Jun-14
6-Jun-14
9-Jun-14
10-Jun-14
11-Jun-14
12-Jun-14
13-Jun-14
16-Jun-14
17-Jun-14
18-Jun-14
19-Jun-14
20-Jun-14
23-Jun-14
24-Jun-14
25-Jun-14
26-Jun-14
27-Jun-14
30-Jun-14
1-Jul-14
2-Jul-14
1123.6
1133.2
1146.6
1169.1
1188.3
1194.3
1203.65
1207.75
1214.2
1213.15
1213.6
1198.85
1189.45
1194.2
1188.45
1187.8
1192
1195.2
1188.55
1175.95
1175.45
1169.65
1152.8
1152.05
1143.9
1150.9
1169.8
1175.2
1169.05
1170
1167.75
1169.9
1171.15
1173.3
1170.35
1171.3
1167.35
1166.7
1170.95
1172.15
1170.6
1170.55
1168.7
1172.7
1171.2
1220.5
1231.5
1230.5
1224
1228
1222.5
1222
1222
1240
1244
1224
1217
1194
1207.5
1194
1194.5
1188.5
1180.5
1185.5
1181
1168.5
1165
1161.5
1175
1168
1180.5
1193.5
1182
1181.5
1173.5
1177
1175
1170
1170.5
1171.5
1171
1166
1175.5
1187.5
1178.5
1179
1183.5
1190.5
1188
1185.5
3-Jul-14
4-Jul-14
7-Jul-14
8-Jul-14
9-Jul-14
10-Jul-14
11-Jul-14
14-Jul-14
15-Jul-14
16-Jul-14
17-Jul-14
18-Jul-14
1169.05
1172.15
1176.8
1176.15
1174.2
1172.15
1170.9
1174.05
1177.1
1175.5
1176.1
1176.5
1188
1189
1181
1180
1174
1170
1179
1179
1176.5
1177
1176
1179
38.35305 0.219984 0.382275
Date
Price
Close Price
2-Dec-13
994.7
1202
3-Dec-13
1002.1
1202
4-Dec-13 1009.85
1202
5-Dec-13
1007.9
1202
6-Dec-13 1009.15
1202
7-Dec-13 1018.85
1202
9-Dec-13 1011.75
1202
10-Dec-13 1008.25
1202
11-Dec-13
1005.5
1238
12-Dec-13 1002.05
1238
13-Dec-13 1001.75
1238
14-Dec-13 1003.75
1238
16-Dec-13
1004.3
1238
17-Dec-13 1018.25
1238
18-Dec-13 1022.15
1238
19-Dec-13 1021.15
1235
20-Dec-13
1027.8
1221
21-Dec-13
1028.9
1221
23-Dec-13
1026.2
1218
24-Dec-13
1040.5
1210.5
26-Dec-13 1035.35
1210.5
27-Dec-13
1035.9
1209.5
28-Dec-13 1038.45
1215
30-Dec-13
1038.2
1204.5
31-Dec-13
1045.1
1205.5
1-Jan-14
1044.5
1195.5
2-Jan-14
1045.4
1196.5
3-Jan-14
1044
1192
4-Jan-14 1041.15
1192
6-Jan-14
1034.6
1192
7-Jan-14 1032.55
1181
8-Jan-14
1028.9
1173
9-Jan-14 1024.05
1174.5
10-Jan-14
1017.3
1174.5
11-Jan-14
1012.4
1174.5
13-Jan-14
1016.4
1182
15-Jan-14 1019.65
1182
16-Jan-14
1018
1182
17-Jan-14
1020.4
1170.5
18-Jan-14
1034.7
1169
20-Jan-14 1036.75
1166.5
21-Jan-14
1039.8
1164
22-Jan-14
1052.5
1164
23-Jan-14
1045.9
1156.5
SD OF SPO
63.23811
24-Jan-14
25-Jan-14
27-Jan-14
28-Jan-14
29-Jan-14
30-Jan-14
31-Jan-14
1-Feb-14
3-Feb-14
4-Feb-14
5-Feb-14
6-Feb-14
7-Feb-14
8-Feb-14
10-Feb-14
11-Feb-14
12-Feb-14
13-Feb-14
14-Feb-14
15-Feb-14
17-Feb-14
18-Feb-14
19-Feb-14
20-Feb-14
21-Feb-14
22-Feb-14
24-Feb-14
25-Feb-14
26-Feb-14
28-Feb-14
1-Mar-14
3-Mar-14
4-Mar-14
5-Mar-14
6-Mar-14
7-Mar-14
8-Mar-14
10-Mar-14
11-Mar-14
12-Mar-14
13-Mar-14
14-Mar-14
15-Mar-14
18-Mar-14
19-Mar-14
1044.5
1056.8
1057.9
1053.7
1057.45
1054.7
1058.55
1051.95
1052.85
1051.35
1056.05
1050.8
1044.85
1053.3
1046.9
1042.1
1038.65
1035.75
1038.65
1043.85
1043
1038.8
1038.2
1035.9
1040.4
1030.95
1030.35
1036.35
1044.05
1047.3
1055.65
1051.7
1053.4
1051.35
1057.45
1073
1081.4
1090.3
1108.3
1099.15
1102.05
1103.65
1104.05
1113.2
1114.55
1148.5
1150
1145
1140
1142.5
1149.5
1149
1151.5
1155.5
1163
1166.5
1179.5
1183.5
1198.5
1210.5
1202
1205
1196.5
1198.5
1196
1200.5
1201
1204
1203.5
1200.5
1202
1203.5
1220.5
1232.5
1242.5
1243
1240.5
1246.5
1245.5
1255
1290
1284.5
1299
1296.5
1292
1296
1301
1300
1295.5
1296.5
20-Mar-14
21-Mar-14
22-Mar-14
24-Mar-14
25-Mar-14
26-Mar-14
27-Mar-14
28-Mar-14
29-Mar-14
31-Mar-14
1-Apr-14
2-Apr-14
3-Apr-14
4-Apr-14
7-Apr-14
16-Apr-14
17-Apr-14
21-Apr-14
22-Apr-14
23-Apr-14
25-Apr-14
28-Apr-14
29-Apr-14
30-Apr-14
2-May-14
5-May-14
6-May-14
7-May-14
8-May-14
9-May-14
12-May-14
13-May-14
15-May-14
19-May-14
20-May-14
21-May-14
22-May-14
23-May-14
26-May-14
27-May-14
28-May-14
29-May-14
30-May-14
2-Jun-14
3-Jun-14
1112.5
1118.1
1122.8
1123.95
1119.55
1119.9
1121.85
1122.15
1120.05
1116.2
1113.95
1126.25
1127.6
1125.85
1122.8
1119.15
1113.7
1107.55
1107.55
1109.05
1121.05
1123.6
1133.2
1146.6
1169.1
1188.3
1194.3
1203.65
1207.75
1214.2
1213.15
1213.6
1198.85
1189.45
1194.2
1188.45
1187.8
1192
1195.2
1188.55
1175.95
1175.45
1169.65
1152.8
1152.05
1300.5
1318.5
1311.5
1311
1302
1305.5
1311.5
1303.5
1288.5
1278.5
1290
1289.5
1282
1301
1274
1264
1246
1246.5
1261
1264
1248.5
1241
1251
1254
1241.5
1245
1241.5
1242
1241
1258.5
1265
1247.5
1238
1213.5
1228
1214
1215.5
1208.5
1197
1201
1191
1179.5
1175
1171
1187
4-Jun-14
5-Jun-14
6-Jun-14
9-Jun-14
10-Jun-14
11-Jun-14
12-Jun-14
13-Jun-14
16-Jun-14
17-Jun-14
18-Jun-14
19-Jun-14
20-Jun-14
23-Jun-14
24-Jun-14
25-Jun-14
26-Jun-14
27-Jun-14
30-Jun-14
1-Jul-14
2-Jul-14
3-Jul-14
4-Jul-14
7-Jul-14
8-Jul-14
9-Jul-14
10-Jul-14
11-Jul-14
14-Jul-14
15-Jul-14
16-Jul-14
17-Jul-14
18-Jul-14
21-Jul-14
22-Jul-14
23-Jul-14
24-Jul-14
25-Jul-14
28-Jul-14
30-Jul-14
31-Jul-14
1-Aug-14
4-Aug-14
5-Aug-14
6-Aug-14
1143.9
1150.9
1169.8
1175.2
1169.05
1170
1167.75
1169.9
1171.15
1173.3
1170.35
1171.3
1167.35
1166.7
1170.95
1172.15
1170.6
1170.55
1168.7
1172.7
1171.2
1169.05
1172.15
1176.8
1176.15
1174.2
1172.15
1170.9
1174.05
1177.1
1175.5
1176.1
1176.5
1176.5
1170.7
1174.6
1175.55
1178.5
1178.8
1178.3
1173.6
1177.7
1181.95
1181.9
1179.45
1179.5
1194
1204
1194.5
1195.5
1185
1192.5
1192
1185.5
1185.5
1191.5
1191.5
1186.5
1201
1214.5
1206.5
1209
1213
1225
1221
1216
1226
1228.5
1213
1207.5
1198.5
1197.5
1212.5
1213
1207.5
1210.5
1207.5
1209.5
1207
1212
1223
1223
1209
1208.5
1196
1195
1203
1204.5
1200
1191.5
7-Aug-14
8-Aug-14
11-Aug-14
12-Aug-14
13-Aug-14
14-Aug-14
19-Aug-14
20-Aug-14
21-Aug-14
22-Aug-14
25-Aug-14
26-Aug-14
27-Aug-14
28-Aug-14
1-Sep-14
2-Sep-14
3-Sep-14
4-Sep-14
5-Sep-14
8-Sep-14
9-Sep-14
10-Sep-14
11-Sep-14
12-Sep-14
15-Sep-14
16-Sep-14
17-Sep-14
18-Sep-14
19-Sep-14
1178.05
1174.65
1170.2
1167
1163.35
1161.4
1155.55
1150
1154.55
1149.55
1144.9
1140.55
1137.6
1134.05
1133.15
1131.25
1130.25
1124.6
1125.7
1117.7
1117.95
1118.1
1117.95
1118.05
1118.95
1115.5
1115
1116.25
1118.9
1185
1178
1166.5
1153
1146.5
1140.5
1148.5
1152
1138.5
1133
1125
1124
1125.5
1128.5
1118
1117.5
1119.5
1124.5
1131
1122
1128
1129.5
1129.5
1127.5
1136
1131.5
1129.5
1127
1122
48.09785 0.041274 0.054266
Date
Price
Close Price
1-Jan-14
1044.5
1205.5
2-Jan-14
1045.4
1205.5
3-Jan-14
1044
1205.5
4-Jan-14 1041.15
1205.5
6-Jan-14
1034.6
1205.5
7-Jan-14 1032.55
1205.5
8-Jan-14
1028.9
1195
9-Jan-14 1024.05
1205
10-Jan-14
1017.3
1205
11-Jan-14
1012.4
1205
13-Jan-14
1016.4
1218.5
15-Jan-14 1019.65
1218.5
16-Jan-14
1018
1218.5
17-Jan-14
1020.4
1170
18-Jan-14
1034.7
1123.5
20-Jan-14 1036.75
1117.5
21-Jan-14
1039.8
1117.5
22-Jan-14
1052.5
1117.5
23-Jan-14
1045.9
1117.5
24-Jan-14
1044.5
1117.5
25-Jan-14
1056.8
1117.5
27-Jan-14
1057.9
1092
28-Jan-14
1053.7
1098.5
29-Jan-14 1057.45
1098.5
30-Jan-14
1054.7
1098.5
31-Jan-14 1058.55
1098.5
1-Feb-14 1051.95
1098.5
3-Feb-14 1052.85
1098.5
4-Feb-14 1051.35
1105
5-Feb-14 1056.05
1105
6-Feb-14
1050.8
1105
7-Feb-14 1044.85
1105
8-Feb-14
1053.3
1110
10-Feb-14
1046.9
1110
11-Feb-14
1042.1
1110
12-Feb-14 1038.65
1110
13-Feb-14 1035.75
1110
14-Feb-14 1038.65
1110
15-Feb-14 1043.85
1110
17-Feb-14
1043
1110
18-Feb-14
1038.8
1110
19-Feb-14
1038.2
1110
20-Feb-14
1035.9
1110
21-Feb-14
1040.4
1110
22-Feb-14
24-Feb-14
25-Feb-14
26-Feb-14
28-Feb-14
1-Mar-14
3-Mar-14
4-Mar-14
5-Mar-14
6-Mar-14
7-Mar-14
8-Mar-14
10-Mar-14
11-Mar-14
12-Mar-14
13-Mar-14
14-Mar-14
15-Mar-14
18-Mar-14
19-Mar-14
20-Mar-14
21-Mar-14
22-Mar-14
24-Mar-14
25-Mar-14
26-Mar-14
27-Mar-14
28-Mar-14
29-Mar-14
31-Mar-14
1-Apr-14
2-Apr-14
3-Apr-14
4-Apr-14
7-Apr-14
11-Apr-14
16-Apr-14
17-Apr-14
21-Apr-14
22-Apr-14
23-Apr-14
25-Apr-14
28-Apr-14
29-Apr-14
30-Apr-14
1030.95
1030.35
1036.35
1044.05
1047.3
1055.65
1051.7
1053.4
1051.35
1057.45
1073
1081.4
1090.3
1108.3
1099.15
1102.05
1103.65
1104.05
1113.2
1114.55
1112.5
1118.1
1122.8
1123.95
1119.55
1119.9
1121.85
1122.15
1120.05
1116.2
1113.95
1126.25
1127.6
1125.85
1122.8
1104.4
1119.15
1113.7
1107.55
1107.55
1109.05
1121.05
1123.6
1133.2
1146.6
1110
1110
1110
1110
1142
1142
1142
1168
1168
1150
1150
1150
1170
1170
1170
1180
1180
1180
1180
1180
1180
1187
1187
1187
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
1171
2-May-14
5-May-14
6-May-14
7-May-14
8-May-14
9-May-14
12-May-14
13-May-14
15-May-14
19-May-14
20-May-14
21-May-14
22-May-14
23-May-14
26-May-14
27-May-14
28-May-14
29-May-14
30-May-14
2-Jun-14
3-Jun-14
4-Jun-14
5-Jun-14
6-Jun-14
9-Jun-14
10-Jun-14
11-Jun-14
12-Jun-14
13-Jun-14
16-Jun-14
17-Jun-14
18-Jun-14
19-Jun-14
20-Jun-14
23-Jun-14
24-Jun-14
25-Jun-14
26-Jun-14
27-Jun-14
30-Jun-14
1-Jul-14
2-Jul-14
3-Jul-14
4-Jul-14
7-Jul-14
1169.1
1188.3
1194.3
1203.65
1207.75
1214.2
1213.15
1213.6
1198.85
1189.45
1194.2
1188.45
1187.8
1192
1195.2
1188.55
1175.95
1175.45
1169.65
1152.8
1152.05
1143.9
1150.9
1169.8
1175.2
1169.05
1170
1167.75
1169.9
1171.15
1173.3
1170.35
1171.3
1167.35
1166.7
1170.95
1172.15
1170.6
1170.55
1168.7
1172.7
1171.2
1169.05
1172.15
1176.8
1171
1171
1124.5
1121.5
1116
1131
1124
1119.5
1115.5
1087.5
1087.5
1087.5
1087.5
1100
1090
1090
1087.5
1093.5
1090.5
1081
1081
1081
1096.5
1105
1105.5
1101
1094
1102
1102
1098
1094
1094.5
1102
1101
1105.5
1112
1111
1117
1117.5
1122
1118.5
1116
1115
1119.5
1114
8-Jul-14
9-Jul-14
10-Jul-14
11-Jul-14
14-Jul-14
15-Jul-14
16-Jul-14
17-Jul-14
18-Jul-14
21-Jul-14
22-Jul-14
23-Jul-14
24-Jul-14
25-Jul-14
28-Jul-14
30-Jul-14
31-Jul-14
1-Aug-14
4-Aug-14
5-Aug-14
6-Aug-14
7-Aug-14
8-Aug-14
11-Aug-14
12-Aug-14
13-Aug-14
14-Aug-14
19-Aug-14
20-Aug-14
21-Aug-14
22-Aug-14
25-Aug-14
26-Aug-14
27-Aug-14
28-Aug-14
1-Sep-14
2-Sep-14
3-Sep-14
4-Sep-14
5-Sep-14
8-Sep-14
9-Sep-14
10-Sep-14
11-Sep-14
12-Sep-14
1176.15
1174.2
1172.15
1170.9
1174.05
1177.1
1175.5
1176.1
1176.5
1176.5
1170.7
1174.6
1175.55
1178.5
1178.8
1178.3
1173.6
1177.7
1181.95
1181.9
1179.45
1178.05
1174.65
1170.2
1167
1163.35
1161.4
1155.55
1150
1154.55
1149.55
1144.9
1140.55
1137.6
1134.05
1133.15
1131.25
1130.25
1124.6
1125.7
1117.7
1117.95
1118.1
1117.95
1118.05
1107
1102
1104
1113.5
1112
1109.5
1105.5
1096
1088.5
1075.5
1068.5
1068
1066
1058
1047
1037
1033.5
1037.5
1031.5
1020.5
1024
1022.5
1020.5
1021
1012
1002.5
1003
1003.5
1003.5
1003.5
1008.5
1018.5
1015.5
1015
1015
974.5
957.5
969.5
973
978.5
968.5
974
984.5
997.5
1005.5
15-Sep-14
16-Sep-14
17-Sep-14
18-Sep-14
19-Sep-14
22-Sep-14
23-Sep-14
24-Sep-14
25-Sep-14
26-Sep-14
29-Sep-14
30-Sep-14
1-Oct-14
7-Oct-14
8-Oct-14
9-Oct-14
10-Oct-14
13-Oct-14
14-Oct-14
16-Oct-14
17-Oct-14
20-Oct-14
21-Oct-14
22-Oct-14
27-Oct-14
28-Oct-14
29-Oct-14
30-Oct-14
31-Oct-14
3-Nov-14
5-Nov-14
7-Nov-14
10-Nov-14
11-Nov-14
12-Nov-14
13-Nov-14
14-Nov-14
17-Nov-14
18-Nov-14
19-Nov-14
20-Nov-14
1118.95
1115.5
1115
1116.25
1118.9
1106.05
1100
1094.95
1082.3
1082.4
1069.05
1048.9
1045.45
1015.2
996.1
982.5
975.45
987
1002
1015.3
1017.7
1012.85
1009.35
999.5
1092.4
1084.05
1095.85
1100.9
1082.85
1071.6
1020.65
1010.45
974.85
976.65
973.8
977.1
973.2
963.95
953.2
956.95
966.15
1003
1001.5
988
985
986
978
974
978.5
976.5
979.5
971.5
969
972.5
957.5
952.5
956.5
963.5
968
969.5
966
968.5
960
968
967.5
979
984
993
1008
996
971.5
966
970
958
958.5
962
965
965.5
962.5
959.5
960
960
SD OF SPOSD OF FUT CORRELATIH*

65.9401 77.08904 0.138165 0.118183
Date
Price
Close Price
1-Mar-14 1055.65
1142
3-Mar-14
1051.7
1142
4-Mar-14
1053.4
1142
5-Mar-14 1051.35
1142
6-Mar-14 1057.45
1168
7-Mar-14
1073
1176.5
8-Mar-14
1081.4
1176.5
10-Mar-14
1090.3
1176.5
11-Mar-14
1108.3
1176.5
12-Mar-14 1099.15
1176.5
13-Mar-14 1102.05
1176.5
14-Mar-14 1103.65
1176.5
15-Mar-14 1104.05
1176.5
18-Mar-14
1113.2
1176.5
19-Mar-14 1114.55
1176.5
20-Mar-14
1112.5
1176.5
21-Mar-14
1118.1
1176.5
22-Mar-14
1122.8
1176.5
24-Mar-14 1123.95
1176.5
25-Mar-14 1119.55
1176.5
26-Mar-14
1119.9
1176.5
27-Mar-14 1121.85
1176.5
28-Mar-14 1122.15
1145
29-Mar-14 1120.05
1135
31-Mar-14
1116.2
1150
1-Apr-14 1113.95
1150
2-Apr-14 1126.25
1150
3-Apr-14
1127.6
1150
4-Apr-14 1125.85
1150
7-Apr-14
1122.8
1150
11-Apr-14
1104.4
1150
16-Apr-14 1119.15
1150
17-Apr-14
1113.7
1150
21-Apr-14 1107.55
1150
22-Apr-14 1107.55
1160
23-Apr-14 1109.05
1161.5
25-Apr-14 1121.05
1161.5
28-Apr-14
1123.6
1161.5
29-Apr-14
1133.2
1161.5
30-Apr-14
1146.6
1161.5
2-May-14
1169.1
1161.5
5-May-14
1188.3
1161.5
6-May-14
1194.3
1161.5
7-May-14 1203.65
1161.5
SD OF SPO
81.06674
8-May-14
9-May-14
12-May-14
13-May-14
15-May-14
19-May-14
20-May-14
21-May-14
22-May-14
23-May-14
26-May-14
27-May-14
28-May-14
29-May-14
30-May-14
2-Jun-14
3-Jun-14
4-Jun-14
5-Jun-14
6-Jun-14
9-Jun-14
10-Jun-14
11-Jun-14
12-Jun-14
13-Jun-14
16-Jun-14
17-Jun-14
18-Jun-14
19-Jun-14
20-Jun-14
23-Jun-14
24-Jun-14
25-Jun-14
26-Jun-14
27-Jun-14
30-Jun-14
1-Jul-14
2-Jul-14
3-Jul-14
4-Jul-14
7-Jul-14
8-Jul-14
9-Jul-14
10-Jul-14
11-Jul-14
1207.75
1214.2
1213.15
1213.6
1198.85
1189.45
1194.2
1188.45
1187.8
1192
1195.2
1188.55
1175.95
1175.45
1169.65
1152.8
1152.05
1143.9
1150.9
1169.8
1175.2
1169.05
1170
1167.75
1169.9
1171.15
1173.3
1170.35
1171.3
1167.35
1166.7
1170.95
1172.15
1170.6
1170.55
1168.7
1172.7
1171.2
1169.05
1172.15
1176.8
1176.15
1174.2
1172.15
1170.9
1161.5
1139
1139
1139
1139
1087.5
1087.5
1087.5
1087.5
1087.5
1087.5
1087.5
1087.5
1080
1069.5
1069.5
1069.5
1069.5
1099.5
1092
1092
1097.5
1090
1094.5
1094.5
1094.5
1085
1085
1085
1085
1085
1092
1098.5
1102.5
1106
1112
1108
1103.5
1110
1107.5
1104
1100
1099.5
1101
1111.5
14-Jul-14
15-Jul-14
16-Jul-14
17-Jul-14
18-Jul-14
21-Jul-14
22-Jul-14
23-Jul-14
24-Jul-14
25-Jul-14
28-Jul-14
30-Jul-14
31-Jul-14
1-Aug-14
4-Aug-14
5-Aug-14
6-Aug-14
7-Aug-14
8-Aug-14
11-Aug-14
12-Aug-14
13-Aug-14
14-Aug-14
19-Aug-14
20-Aug-14
21-Aug-14
22-Aug-14
25-Aug-14
26-Aug-14
27-Aug-14
28-Aug-14
1-Sep-14
2-Sep-14
3-Sep-14
4-Sep-14
5-Sep-14
8-Sep-14
9-Sep-14
10-Sep-14
11-Sep-14
12-Sep-14
15-Sep-14
16-Sep-14
17-Sep-14
18-Sep-14
1174.05
1177.1
1175.5
1176.1
1176.5
1176.5
1170.7
1174.6
1175.55
1178.5
1178.8
1178.3
1173.6
1177.7
1181.95
1181.9
1179.45
1178.05
1174.65
1170.2
1167
1163.35
1161.4
1155.55
1150
1154.55
1149.55
1144.9
1140.55
1137.6
1134.05
1133.15
1131.25
1130.25
1124.6
1125.7
1117.7
1117.95
1118.1
1117.95
1118.05
1118.95
1115.5
1115
1116.25
1109
1102.5
1097.5
1085
1080
1063
1057.5
1054.5
1054.5
1051.5
1040.5
1030.5
1025.5
1027
1020
1011.5
1012
1010.5
1008
1007
996.5
989
989.5
994
993
991.5
992
998.5
996
996
997.5
958
946.5
952.5
960
967
961.5
968.5
980.5
981.5
989.5
986
981
976.5
976
19-Sep-14
22-Sep-14
23-Sep-14
24-Sep-14
25-Sep-14
26-Sep-14
29-Sep-14
30-Sep-14
1-Oct-14
7-Oct-14
8-Oct-14
9-Oct-14
10-Oct-14
13-Oct-14
14-Oct-14
16-Oct-14
17-Oct-14
20-Oct-14
21-Oct-14
22-Oct-14
27-Oct-14
28-Oct-14
29-Oct-14
30-Oct-14
31-Oct-14
3-Nov-14
5-Nov-14
7-Nov-14
10-Nov-14
11-Nov-14
12-Nov-14
13-Nov-14
14-Nov-14
17-Nov-14
18-Nov-14
19-Nov-14
20-Nov-14
21-Nov-14
24-Nov-14
25-Nov-14
26-Nov-14
27-Nov-14
28-Nov-14
1-Dec-14
2-Dec-14
1118.9
1106.05
1100
1094.95
1082.3
1082.4
1069.05
1048.9
1045.45
1015.2
996.1
982.5
975.45
987
1002
1015.3
1017.7
1012.85
1009.35
999.5
1092.4
1084.05
1095.85
1100.9
1082.85
1071.6
1020.65
1010.45
974.85
976.65
973.8
977.1
973.2
963.95
953.2
956.95
966.15
955.8
955
954.6
952.25
952.25
946.75
947.7
939.8
976
967
958.5
969.5
967.5
966
960
960
964
954.5
954
961
963
966
963
962.5
966.5
959.5
972.5
970.5
975.5
974.5
976
985.5
977.5
965.5
958.5
963.5
957
963.5
970.5
967.5
964.5
967
970
976.5
981.5
976
972.5
957.5
957
961
953
944
938
3-Dec-14
4-Dec-14
5-Dec-14
8-Dec-14
9-Dec-14
10-Dec-14
11-Dec-14
12-Dec-14
15-Dec-14
16-Dec-14
17-Dec-14
18-Dec-14
19-Dec-14
934.7
939.25
936.35
937.55
936.35
937.25
936.85
941.1
963.35
967.1
967.3
962.3
964
937
940
938.5
944
949.5
952
952
947.5
947.5
947.5
947.5
964
965
82.17203 0.567136 0.559508
Date
Price
Close Price
1-Jul-14
1172.7
1112
2-Jul-14
1171.2
1112
3-Jul-14 1169.05
1113.5
4-Jul-14 1172.15
1113.5
7-Jul-14
1176.8
1113.5
8-Jul-14 1176.15
1113.5
9-Jul-14
1174.2
1113.5
10-Jul-14 1172.15
1113.5
11-Jul-14
1170.9
1113.5
14-Jul-14 1174.05
1113.5
15-Jul-14
1177.1
1113.5
16-Jul-14
1175.5
1105
17-Jul-14
1176.1
1103.5
18-Jul-14
1176.5
1109
21-Jul-14
1176.5
1082
22-Jul-14
1170.7
1078.5
23-Jul-14
1174.6
1076.5
24-Jul-14 1175.55
1076.5
25-Jul-14
1178.5
1076.5
28-Jul-14
1178.8
1050.5
30-Jul-14
1178.3
1049
31-Jul-14
1173.6
1045.5
1-Aug-14
1177.7
1059.5
4-Aug-14 1181.95
1047
5-Aug-14
1181.9
1039
6-Aug-14 1179.45
1043
7-Aug-14 1178.05
1039.5
8-Aug-14 1174.65
1034.5
11-Aug-14
1170.2
1034.5
12-Aug-14
1167
1020
13-Aug-14 1163.35
1013
14-Aug-14
1161.4
1019
19-Aug-14 1155.55
1022
20-Aug-14
1150
1022
21-Aug-14 1154.55
1021.5
22-Aug-14 1149.55
1019
25-Aug-14
1144.9
1019
26-Aug-14 1140.55
1019
27-Aug-14
1137.6
1019
28-Aug-14 1134.05
1019
1-Sep-14 1133.15
996.5
2-Sep-14 1131.25
977
3-Sep-14 1130.25
977
4-Sep-14
1124.6
981
SD OF SPOSD OF FUT
88.67087 44.12803
5-Sep-14
8-Sep-14
9-Sep-14
10-Sep-14
11-Sep-14
12-Sep-14
15-Sep-14
16-Sep-14
17-Sep-14
18-Sep-14
19-Sep-14
22-Sep-14
23-Sep-14
24-Sep-14
25-Sep-14
26-Sep-14
29-Sep-14
30-Sep-14
1-Oct-14
7-Oct-14
8-Oct-14
9-Oct-14
10-Oct-14
13-Oct-14
14-Oct-14
16-Oct-14
17-Oct-14
20-Oct-14
21-Oct-14
22-Oct-14
27-Oct-14
28-Oct-14
29-Oct-14
30-Oct-14
31-Oct-14
3-Nov-14
5-Nov-14
7-Nov-14
10-Nov-14
11-Nov-14
12-Nov-14
13-Nov-14
14-Nov-14
17-Nov-14
18-Nov-14
1125.7
1117.7
1117.95
1118.1
1117.95
1118.05
1118.95
1115.5
1115
1116.25
1118.9
1106.05
1100
1094.95
1082.3
1082.4
1069.05
1048.9
1045.45
1015.2
996.1
982.5
975.45
987
1002
1015.3
1017.7
1012.85
1009.35
999.5
1092.4
1084.05
1095.85
1100.9
1082.85
1071.6
1020.65
1010.45
974.85
976.65
973.8
977.1
973.2
963.95
953.2
987
985
985
994
1002
1007.5
1008
1001
998.5
998.5
998.5
986
986
981
985
985
981.5
982
985.5
980
976
983
982
982
982.5
980
982
981.5
992
991
997
997
997.5
1002.5
998.5
990
982
987.5
980
989
997.5
991.5
989.5
993.5
996
19-Nov-14
20-Nov-14
21-Nov-14
24-Nov-14
25-Nov-14
26-Nov-14
27-Nov-14
28-Nov-14
1-Dec-14
2-Dec-14
3-Dec-14
4-Dec-14
5-Dec-14
8-Dec-14
9-Dec-14
10-Dec-14
11-Dec-14
12-Dec-14
15-Dec-14
16-Dec-14
17-Dec-14
18-Dec-14
19-Dec-14
22-Dec-14
23-Dec-14
24-Dec-14
26-Dec-14
29-Dec-14
30-Dec-14
31-Dec-14
1-Jan-15
2-Jan-15
5-Jan-15
6-Jan-15
7-Jan-15
8-Jan-15
9-Jan-15
12-Jan-15
13-Jan-15
14-Jan-15
15-Jan-15
16-Jan-15
19-Jan-15
20-Jan-15
956.95
966.15
955.8
955
954.6
952.25
952.25
946.75
947.7
939.8
934.7
939.25
936.35
937.55
936.35
937.25
936.85
941.1
963.35
967.1
967.3
962.3
964
972.4
993.2
996.05
1008.2
1005.9
1003.9
972
991.9
990
989.25
993.55
995.65
992.8
993.55
978.7
978.8
977.95
977.1
979.95
983.15
983.15
999
1002
996
995
985.5
986.5
989.5
982.5
976
966.5
964
968.5
967
970
974.5
968
979.5
977
976
963.5
960.5
965
967
970.5
973.5
969.5
972.5
973.5
978
969.5
972
974.5
966
973
978.5
1006.5
993
985.5
979.5
985
982
970.5
980
977
CORRELATIH*
0.760432 1.528013
YEAR
MONTH
JANUARY
MARCH
JULY
2011
SEPTEMBER
NOVEMBER
DECEMBER
JANUARY
MARCH
JULY
2012
SEPTEMBER
NOVEMBER
DECEMBER
JANUARY
MARCH
JULY
2013
SEPTEMBER
NOVEMBER
DECEMBER
JANUARY
MARCH
JULY
2014
SEPTEMBER
NOVEMBER
DECEMBER
2015 JANUARY
SD OF SPOT SD OF FUTURE
CO-RELATION
H*
69.41
37.14
-0.37
74.30
61.45
0.25
64.45
49.33
0.15
72.04
33.83
0.41
72.43
31.58
0.72
44.36
30.34
0.46
37.74
37.61
0.07
34.58
30.85
-0.13
47.60
46.82
-0.18
50.74
56.63
-0.05
48.68
59.08
0.37
39.75
42.24
0.60
47.18
36.19
0.56
38.33
26.74
0.36
60.95
36.80
-0.01
52.42
63.94
0.01
44.12
50.13
-0.07
63.66
78.55
0.58
75.78
30.63
0.58
68.28
28.71
0.52
66.65
38.35
0.22
63.24
48.10
0.04
65.94
77.09
0.14
81.07
82.17
0.57
88.67
44.13
0.76
-0.70
0.31
0.20
0.86
1.64
0.67
0.08
-0.14
-0.18
-0.04
0.31
0.57
0.73
0.52
-0.01
0.01
-0.06
0.47
1.44
1.24
0.38
0.05
0.12
0.56
1.53
SD OF SPOT/SD OF FUTURE
1.87
1.21
1.31
2.13
2.29
1.46
1.00
1.12
1.02
0.90
0.82
0.94
1.30
1.43
1.66
0.82
0.88
0.81
2.47
2.38
1.74
1.31
0.86
0.99
2.01

Derivatives (Gur-Ncdex) (Jan11-Jan15)

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74.30445 74.30445 61.45288

SD OF SPOSD OF FUT CORRELATIH*

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