DATE OPEN RATE HPR HPY Average Yield % Open

2-Jan-09 34.58 5753.16

5-Jan-09 36.09 1.04366685946 0.0436668595 0.9985425975 4.3666859456 5784.29
6-Jan-09 35.11 0.97284566362 -0.0271543364 0.9985425975 -2.715433638 5914.63
9-Jan-09 35.43 1.00911421248 0.0091142125 0.9985425975 0.9114212475 6070.91
12-Jan-09 34.98 0.98729889924 -0.0127011008 0.9985425975 -1.270110076 6148.96
13-Jan-09 36.56 1.04516866781 0.0451686678 0.9985425975 4.516866781 6039.48
14-Jan-09 34.74 0.95021881838 -0.0497811816 0.9985425975 -4.978118162 6055.58
15-Jan-09 34.13 0.98244099021 -0.0175590098 0.9985425975 -1.755900979 6039.6
19-Jan-09 34 0.99619103428 -0.0038089657 0.9985425975 -0.380896572 5429.72
20-Jan-09 32.84 0.96588235294 -0.0341176471 0.9985425975 -3.411764706 5228.63
21-Jan-09 32.3 0.98355663825 -0.0164433618 0.9985425975 -1.644336175 5250.15
22-Jan-09 33 1.02167182663 0.0216718266 0.9985425975 2.1671826625 5132.16
23-Jan-09 32.05 0.97121212121 -0.0287878788 0.9985425975 -2.878787879 4985.8
26-Jan-09 33.65 1.04992199688 0.0499219969 0.9985425975 4.992199688 4909.47
27-Jan-09 33 0.98068350669 -0.0193164933 0.9985425975 -1.931649331 4796.75
28-Jan-09 34.6 1.04848484848 0.0484848485 0.9985425975 4.8484848485 4975.35
29-Jan-09 35.95 1.03901734104 0.039017341 0.9985425975 3.901734104 5139.99
30-Jan-09 34.16 0.95020862309 -0.0497913769 0.9985425975 -4.979137691 5181.35
2-Feb-09 33.01 0.96633489461 -0.0336651054 0.9985425975 -3.366510539 5373.38
3-Feb-09 32.06 0.97122084217 -0.0287791578 0.9985425975 -2.877915783 5335.59
4-Feb-09 32 0.99812850905 -0.001871491 0.9985425975 -0.187149095 5403.83
6-Feb-09 32.08 1.0025 0.0025 0.9985425975 0.25 5533.76
9-Feb-09 32.99 1.02836658354 0.0283665835 0.9985425975 2.8366583541 5597.56
11-Feb-09 31.7 0.96089724159 -0.0391027584 0.9985425975 -3.910275841 5452.51
12-Feb-09 31.3 0.98738170347 -0.0126182965 0.9985425975 -1.261829653 5420.57
13-Feb-09 30.1 0.96166134185 -0.0383386581 0.9985425975 -3.833865815 5414.66
16-Feb-09 29.76 0.98870431894 -0.0112956811 0.9985425975 -1.129568106 5627.89
17-Feb-09 31.07 1.0440188172 0.0440188172 0.9985425975 4.4018817204 5778.68
18-Feb-09 31 0.99774702285 -0.0022529771 0.9985425975 -0.225297715 5844.58
19-Feb-09 32.01 1.03258064516 0.0325806452 0.9985425975 3.2580645161 5904.75
20-Feb-09 33.47 1.04561074664 0.0456107466 0.9985425975 4.5610746642 6022.74
23-Feb-09 34.05 1.0173289513 0.0173289513 0.9985425975 1.73289513 5965.45
24-Feb-09 33.73 0.9906020558 -0.0093979442 0.9985425975 -0.93979442 5821.83
25-Feb-09 33.6 0.99614586422 -0.0038541358 0.9985425975 -0.385413578 5870.11
26-Feb-09 32.02 0.95297619048 -0.0470238095 0.9985425975 -4.702380952 5568.42
2-Mar-09 33.6 1.0493441599 0.0493441599 0.9985425975 4.93441599 5730.21
3-Mar-09 32.08 0.95476190476 -0.0452380952 0.9985425975 -4.523809524 5673.9
4-Mar-09 32.35 1.00841645885 0.0084164589 0.9985425975 0.8416458853 5601.68
5-Mar-09 32.5 1.00463678516 0.0046367852 0.9985425975 0.4636785162 5820.33
6-Mar-09 30.95 0.95230769231 -0.0476923077 0.9985425975 -4.769230769 5790.72
12-Mar-09 31.98 1.03327948304 0.033279483 0.9985425975 3.3279483037 5566.51
13-Mar-09 31.99 1.00031269543 0.0003126954 0.9985425975 0.0312695435 5709.54
16-Mar-09 32.89 1.02813379181 0.0281337918 0.9985425975 2.813379181 5763.3
17-Mar-09 33 1.00334448161 0.0033444816 0.9985425975 0.3344481605 6067.37
18-Mar-09 31.35 0.95 -0.05 0.9985425975 -5 6167.88
19-Mar-09 30.06 0.95885167464 -0.0411483254 0.9985425975 -4.114832536 6277.21
20-Mar-09 29 0.96473719228 -0.0352628077 0.9985425975 -3.526280772 6444.47
24-Mar-09 27.71 0.95551724138 -0.0444827586 0.9985425975 -4.448275862 6360.83
25-Mar-09 27.1 0.97798628654 -0.0220137135 0.9985425975 -2.201371346 6617.24
26-Mar-09 26.95 0.99446494465 -0.0055350554 0.9985425975 -0.553505535 6679.41
27-Mar-09 27.5 1.02040816327 0.0204081633 0.9985425975 2.0408163265 6612.61
30-Mar-09 27 0.98181818182 -0.0181818182 0.9985425975 -1.818181818 6804.75
31-Mar-09 28.35 1.05 0.05 0.9985425975 5 7018.96
1-Apr-09 29.76 1.04973544974 0.0497354497 0.9985425975 4.9735449735 6907.74
2-Apr-09 31.24 1.0497311828 0.0497311828 0.9985425975 4.9731182796 6984.61
3-Apr-09 32.8 1.04993597951 0.0499359795 0.9985425975 4.9935979513 7213.1
6-Apr-09 34.44 1.05 0.05 0.9985425975 5 7434.63
7-Apr-09 36.16 1.04994192799 0.049941928 0.9985425975 4.9941927991 7537.01
8-Apr-09 37.96 1.04977876106 0.0497787611 0.9985425975 4.9778761062 7542.21
9-Apr-09 39 1.02739726027 0.0273972603 0.9985425975 2.7397260274 7291.26
10-Apr-09 37.08 0.95076923077 -0.0492307692 0.9985425975 -4.923076923 7343.04
13-Apr-09 37.5 1.01132686084 0.0113268608 0.9985425975 1.1326860841 7619.07
14-Apr-09 38.8 1.03466666667 0.0346666667 0.9985425975 3.4666666667 7874.32
15-Apr-09 37 0.95360824742 -0.0463917526 0.9985425975 -4.639175258 7833.62
16-Apr-09 37.99 1.02675675676 0.0267567568 0.9985425975 2.6756756757 7818.11
17-Apr-09 39 1.02658594367 0.0265859437 0.9985425975 2.6585943669 7673.71
20-Apr-09 38 0.97435897436 -0.0256410256 0.9985425975 -2.564102564 7803.8
21-Apr-09 38.25 1.00657894737 0.0065789474 0.9985425975 0.6578947368 7912.21
22-Apr-09 38.4 1.00392156863 0.0039215686 0.9985425975 0.3921568627 7832.75
23-Apr-09 36.49 0.95026041667 -0.0497395833 0.9985425975 -4.973958333 7542.45
24-Apr-09 34.84 0.95478213209 -0.0452178679 0.9985425975 -4.521786791 7333.41
27-Apr-09 36.38 1.04420206659 0.0442020666 0.9985425975 4.420206659 7622.38
28-Apr-09 34.57 0.95024738868 -0.0497526113 0.9985425975 -4.975261132 7334.52
29-Apr-09 34 0.98351171536 -0.0164882846 0.9985425975 -1.648828464 7445.18
30-Apr-09 32.5 0.95588235294 -0.0441176471 0.9985425975 -4.411764706 7212.89
4-May-09 34.12 1.04984615385 0.0498461538 0.9985425975 4.9846153846 7222.85
5-May-09 32.5 0.95252051583 -0.0474794842 0.9985425975 -4.747948417 7061.16
6-May-09 34 1.04615384615 0.0461538462 0.9985425975 4.6153846154 7134.61
7-May-09 34.64 1.01882352941 0.0188235294 0.9985425975 1.8823529412 7198.89
8-May-09 34.4 0.99307159353 -0.0069284065 0.9985425975 -0.692840647 7127.63
11-May-09 34.5 1.00290697674 0.0029069767 0.9985425975 0.2906976744 7144.9
14-May-09 34 0.98550724638 -0.0144927536 0.9985425975 -1.449275362 7245.93
18-May-09 32.76 0.96352941176 -0.0364705882 0.9985425975 -3.647058824 7184.81
19-May-09 32.2 0.98290598291 -0.0170940171 0.9985425975 -1.709401709 7197.4
20-May-09 31.34 0.97329192547 -0.0267080745 0.9985425975 -2.670807453 7061.23
21-May-09 32 1.02105934907 0.0210593491 0.9985425975 2.1059349075 7019.92
22-May-09 31.52 0.985 -0.015 0.9985425975 -1.5 7037.06
26-May-09 32 1.0152284264 0.0152284264 0.9985425975 1.5228426396 7181.28
27-May-09 31.55 0.9859375 -0.0140625 0.9985425975 -1.40625 7203.69
28-May-09 31.55 1 0 0.9985425975 0 7225.07
29-May-09 33.12 1.04976228209 0.0497622821 0.9985425975 4.9762282092 7291.37
1-Jun-09 34.35 1.03713768116 0.0371376812 0.9985425975 3.7137681159 7289.14
2-Jun-09 35.99 1.04774381368 0.0477438137 0.9985425975 4.7743813683 7210.29
3-Jun-09 34.2 0.95026396221 -0.0497360378 0.9985425975 -4.973603779 7149.07
4-Jun-09 32.67 0.95526315789 -0.0447368421 0.9985425975 -4.473684211 6988.65
8-Jun-09 31.42 0.9617385981 -0.0382614019 0.9985425975 -3.82614019 6922.59
9-Jun-09 32.25 1.02641629535 0.0264162954 0.9985425975 2.6416295353 6916.72
10-Jun-09 32.05 0.99379844961 -0.0062015504 0.9985425975 -0.620155039 7101.43
11-Jun-09 32 0.9984399376 -0.0015600624 0.9985425975 -0.15600624 7063.25
12-Jun-09 32 1 0 0.9985425975 0 7129.24
15-Jun-09 32.01 1.0003125 0.0003125 0.9985425975 0.03125 7056.8
17-Jun-09 31.3 0.97781943143 -0.0221805686 0.9985425975 -2.218056857 6874.43
18-Jun-09 31.31 1.00031948882 0.0003194888 0.9985425975 0.0319488818 7093.24
19-Jun-09 31.1 0.99329287767 -0.0067071223 0.9985425975 -0.670712233 7059.8
22-Jun-09 31.1 1 0 0.9985425975 0 7080.65
23-Jun-09 31.25 1.00482315113 0.0048231511 0.9985425975 0.4823151125 7079.82
24-Jun-09 31 0.992 -0.008 0.9985425975 -0.8 7025.05
25-Jun-09 30.28 0.97677419355 -0.0232258065 0.9985425975 -2.322580645 7027.15
26-Jun-09 31.5 1.04029062087 0.0402906209 0.9985425975 4.0290620872 7202.74
29-Jun-09 32.75 1.03968253968 0.0396825397 0.9985425975 3.9682539683 7182.2
30-Jun-09 31.3 0.95572519084 -0.0442748092 0.9985425975 -4.427480916 7216.85
1-Jul-09 30.38 0.97060702875 -0.0293929712 0.9985425975 -2.939297125 7174.47
2-Jul-09 30.11 0.99111257406 -0.0088874259 0.9985425975 -0.888742594 7296.5
3-Jul-09 30.33 1.00730654268 0.0073065427 0.9985425975 0.7306542677 7505.74
6-Jul-09 30.02 0.9897790966 -0.0102209034 0.9985425975 -1.02209034 7495.81
7-Jul-09 30.5 1.01598934044 0.0159893404 0.9985425975 1.598934044 7539.47
8-Jul-09 30.16 0.98885245902 -0.011147541 0.9985425975 -1.114754098 7550.04
9-Jul-09 30.25 1.00298408488 0.0029840849 0.9985425975 0.2984084881 7476.68
10-Jul-09 31 1.02479338843 0.0247933884 0.9985425975 2.479338843 7438.95
13-Jul-09 31.47 1.01516129032 0.0151612903 0.9985425975 1.5161290323 7529.83
14-Jul-09 31 0.9850651414 -0.0149348586 0.9985425975 -1.49348586 7706.29
15-Jul-09 30.53 0.98483870968 -0.0151612903 0.9985425975 -1.516129032 7660.58
16-Jul-09 31.4 1.02849656076 0.0284965608 0.9985425975 2.849656076 7715.11
17-Jul-09 31.58 1.00573248408 0.0057324841 0.9985425975 0.5732484076 7755
20-Jul-09 31.53 0.99841671944 -0.0015832806 0.9985425975 -0.158328056 7780.32
22-Jul-09 30.55 0.96891849033 -0.0310815097 0.9985425975 -3.108150967 7801.47
23-Jul-09 30.55 1 0 0.9985425975 0 7860.06
24-Jul-09 30.7 1.00490998363 0.0049099836 0.9985425975 0.4909983633 7868.8
27-Jul-09 30.65 0.9983713355 -0.0016286645 0.9985425975 -0.16286645 7803.47
28-Jul-09 31.39 1.02414355628 0.0241435563 0.9985425975 2.4143556281 7705.85
 29-Jul-09 30.74 0.9792927684 -0.0207072316 0.9985425975 -2.07072316 7675.34
30-Jul-09 30.05 0.97755367599 -0.022446324 0.9985425975 -2.244632401 7531.86
31-Jul-09 29.61 0.9853577371 -0.0146422629 0.9985425975 -1.46422629 7516.18
3-Aug-09 30.55 1.03174603175 0.0317460317 0.9985425975 3.1746031746 7748.95
4-Aug-09 30.01 0.98232405892 -0.0176759411 0.9985425975 -1.767594108 7747.98
5-Aug-09 30.49 1.01599466844 0.0159946684 0.9985425975 1.5994668444 7811.77
6-Aug-09 30.74 1.00819940964 0.0081994096 0.9985425975 0.8199409643 7849.01
7-Aug-09 30.5 0.99219258295 -0.007807417 0.9985425975 -0.780741705 7838.17
10-Aug-09 30.9 1.0131147541 0.0131147541 0.9985425975 1.3114754098 7912.87
11-Aug-09 31.15 1.00809061489 0.0080906149 0.9985425975 0.8090614887 8125.54
12-Aug-09 30.71 0.98587479936 -0.0141252006 0.9985425975 -1.412520064 8071.96
13-Aug-09 30.65 0.99804623901 -0.001953761 0.9985425975 -0.195376099 8077.87
17-Aug-09 30.55 0.99673735726 -0.0032626427 0.9985425975 -0.326264274 8007.85
18-Aug-09 29.5 0.96563011457 -0.0343698854 0.9985425975 -3.436988543 7948.04
19-Aug-09 29.45 0.99830508475 -0.0016949153 0.9985425975 -0.169491525 8022.7
20-Aug-09 29 0.98471986418 -0.0152801358 0.9985425975 -1.528013582 7949.27
21-Aug-09 28.5 0.98275862069 -0.0172413793 0.9985425975 -1.724137931 7998.14
24-Aug-09 29.45 1.03333333333 0.0333333333 0.9985425975 3.3333333333 8127.81
25-Aug-09 29 0.98471986418 -0.0152801358 0.9985425975 -1.528013582 8352.91
26-Aug-09 28.5 0.98275862069 -0.0172413793 0.9985425975 -1.724137931 8254.71
27-Aug-09 29 1.01754385965 0.0175438596 0.9985425975 1.7543859649 8335.51
28-Aug-09 29.01 1.00034482759 0.0003448276 0.9985425975 0.0344827586 8324.2
31-Aug-09 29.3 1.00999655291 0.0099965529 0.9985425975 0.9996552913 8555.58
1-Sep-09 30.76 1.04982935154 0.0498293515 0.9985425975 4.9829351536 8737.98
2-Sep-09 30 0.97529258778 -0.0247074122 0.9985425975 -2.470741222 8774.42
3-Sep-09 31.3 1.04333333333 0.0433333333 0.9985425975 4.3333333333 8882.09
4-Sep-09 32.86 1.04984025559 0.0498402556 0.9985425975 4.9840255591 8825.98
7-Sep-09 34.5 1.04990870359 0.0499087036 0.9985425975 4.9908703591 9061.95
8-Sep-09 34.48 0.99942028986 -0.0005797101 0.9985425975 -0.057971014 8926.55
9-Sep-09 33.8 0.98027842227 -0.0197215777 0.9985425975 -1.972157773 8823.72
10-Sep-09 33.08 0.97869822485 -0.0213017751 0.9985425975 -2.130177515 9089.89
11-Sep-09 32 0.96735187424 -0.0326481258 0.9985425975 -3.264812576 9027.28
14-Sep-09 32 1 0 0.9985425975 0 9112.35
15-Sep-09 33.45 1.0453125 0.0453125 0.9985425975 4.53125 9083.94
16-Sep-09 33.12 0.99013452915 -0.0098654709 0.9985425975 -0.986547085 9046.44
17-Sep-09 33.32 1.00603864734 0.0060386473 0.9985425975 0.6038647343 9157.63
18-Sep-09 33.08 0.99279711885 -0.0072028812 0.9985425975 -0.720288115 9222.27
25-Sep-09 35.66 1.07799274486 0.0779927449 0.9985425975 7.7992744861 9730.44
28-Sep-09 37.44 1.04991587213 0.0499158721 0.9985425975 4.9915872126 9669.51
29-Sep-09 39.31 1.0499465812 0.0499465812 0.9985425975 4.9946581197 9367.82
30-Sep-09 39.39 1.00203510557 0.0020351056 0.9985425975 0.2035105571 9503.23
1-Oct-09 38.25 0.97105864433 -0.0289413557 0.9985425975 -2.894135567 9380.49
2-Oct-09 37.53 0.98117647059 -0.0188235294 0.9985425975 -1.882352941 9300.67
5-Oct-09 37.95 1.01119104716 0.0111910472 0.9985425975 1.1191047162 9508.27
6-Oct-09 38.52 1.01501976285 0.0150197628 0.9985425975 1.5019762846 9488.13
 7-Oct-09 39.52 1.02596053998 0.02596054 0.9985425975 2.5960539979 9645.63
8-Oct-09 40.51 1.02505060729 0.0250506073 0.9985425975 2.5050607287 9861.75
9-Oct-09 39.51 0.9753147371 -0.0246852629 0.9985425975 -2.46852629 9746.17
12-Oct-09 38.85 0.98329536826 -0.0167046317 0.9985425975 -1.670463174 9728.88
13-Oct-09 37.47 0.96447876448 -0.0355212355 0.9985425975 -3.552123552 9674.86
14-Oct-09 37.95 1.0128102482 0.0128102482 0.9985425975 1.2810248199 9687.04
15-Oct-09 37.68 0.99288537549 -0.0071146245 0.9985425975 -0.711462451 9805.29
16-Oct-09 37.1 0.98460721868 -0.0153927813 0.9985425975 -1.539278132 9888.63
19-Oct-09 37.67 1.0153638814 0.0153638814 0.9985425975 1.5363881402 9855.53
20-Oct-09 28.61 0.75949031059 -0.2405096894 0.9985425975 -24.05096894 9450.71
21-Oct-09 27.99 0.97832925551 -0.0216707445 0.9985425975 -2.167074449 9517.16
22-Oct-09 27.24 0.97320471597 -0.026795284 0.9985425975 -2.679528403 9240.85
23-Oct-09 26.13 0.95925110132 -0.0407488987 0.9985425975 -4.074889868 9149.98
26-Oct-09 25.26 0.96670493685 -0.0332950631 0.9985425975 -3.329506315 9186.89
27-Oct-09 25.3 1.00158353127 0.0015835313 0.9985425975 0.1583531275 9377.59
28-Oct-09 24.75 0.97826086957 -0.0217391304 0.9985425975 -2.173913043 9351.92
29-Oct-09 24.63 0.99515151515 -0.0048484848 0.9985425975 -0.484848485 9251.73
30-Oct-09 25.15 1.02111246447 0.0211124645 0.9985425975 2.1112464474 9169.27
2-Nov-09 24.76 0.98449304175 -0.0155069583 0.9985425975 -1.550695825 9182.4
3-Nov-09 25.99 1.04967689822 0.0496768982 0.9985425975 4.9676898223 8857.7
4-Nov-09 27.28 1.0496344748 0.0496344748 0.9985425975 4.9634474798 8944.98
5-Nov-09 27.92 1.02346041056 0.0234604106 0.9985425975 2.3460410557 9189.44
6-Nov-09 27.48 0.98424068768 -0.0157593123 0.9985425975 -1.575931232 9125.72
10-Nov-09 27.29 0.99308588064 -0.0069141194 0.9985425975 -0.691411936 8934.59
11-Nov-09 26.69 0.97801392451 -0.0219860755 0.9985425975 -2.198607549 8724.16
12-Nov-09 26.38 0.98838516298 -0.011614837 0.9985425975 -1.161483702 8948.23
13-Nov-09 26.18 0.99241849886 -0.0075815011 0.9985425975 -0.758150114 8924.32
16-Nov-09 27.29 1.04239877769 0.0423987777 0.9985425975 4.2398777693 9070.31
17-Nov-09 27.98 1.02528398681 0.0252839868 0.9985425975 2.5283986808 9346.87
18-Nov-09 28.06 1.00285918513 0.0028591851 0.9985425975 0.2859185132 9221.8
19-Nov-09 27.39 0.97612259444 -0.0238774056 0.9985425975 -2.387740556 9192.71
20-Nov-09 22.32 0.81489594743 -0.1851040526 0.9985425975 -18.51040526 9284.75
23-Nov-09 22.41 1.00403225806 0.0040322581 0.9985425975 0.4032258065 9305.1
24-Nov-09 22.06 0.98438197233 -0.0156180277 0.9985425975 -1.561802767 9218.54
25-Nov-09 21.83 0.98957388939 -0.0104261106 0.9985425975 -1.042611061 9260.42
26-Nov-09 21.88 1.00229042602 0.002290426 0.9985425975 0.2290426019 9198.32
1-Dec-09 21.95 1.00319926874 0.0031992687 0.9985425975 0.3199268739 9136.6
2-Dec-09 21.89 0.99726651481 -0.0027334852 0.9985425975 -0.273348519 9051.49
3-Dec-09 22.07 1.00822293285 0.0082229328 0.9985425975 0.8222932846 9106.08
4-Dec-09 21.82 0.98867240598 -0.011327594 0.9985425975 -1.132759402 9097.03
7-Dec-09 21.75 0.99679193401 -0.003208066 0.9985425975 -0.320806599 8995.97
8-Dec-09 21.67 0.99632183908 -0.0036781609 0.9985425975 -0.367816092 8974.49
9-Dec-09 21.45 0.98984771574 -0.0101522843 0.9985425975 -1.015228426 8849.12
10-Dec-09 21.22 0.98927738928 -0.0107226107 0.9985425975 -1.072261072 8926.56
11-Dec-09 21 0.98963242224 -0.0103675778 0.9985425975 -1.036757776 9021.75
14-Dec-09 21.38 1.0180952381 0.0180952381 0.9985425975 1.8095238095 9053.75
15-Dec-09 21.51 1.00608044902 0.006080449 0.9985425975 0.6080449018 9307.06
16-Dec-09 21.05 0.97861459786 -0.0213854021 0.9985425975 -2.138540214 9271.04
17-Dec-09 21.02 0.99857482185 -0.0014251781 0.9985425975 -0.142517815 9268.71
18-Dec-09 20.91 0.99476688868 -0.0052331113 0.9985425975 -0.523311132 9241.27
21-Dec-09 21.15 1.01147776184 0.0114777618 0.9985425975 1.1477761836 9220.13
22-Dec-09 21.02 0.9938534279 -0.0061465721 0.9985425975 -0.61465721 9260.83
23-Dec-09 21.3 1.013320647 0.013320647 0.9985425975 1.3320647003 9352.07
24-Dec-09 21.15 0.99295774648 -0.0070422535 0.9985425975 -0.704225352 9333.41
29-Dec-09 21.34 1.00898345154 0.0089834515 0.9985425975 0.8983451537 9412.43
30-Dec-09 21 0.98406747891 -0.0159325211 0.9985425975 -1.593252109 9480.84
31-Dec-09 21.4 1.01904761905 0.019047619 0.9985425975 1.9047619048 9525.71
0.9985426
 Huffaz Pipes
HPR HPY Average Yield % RP-R^P Rm-R^m

1.00541093938 0.0054109394 1.00237087281155 0.5410939379 0.0451242619 0.0030400666

1.02253344836 0.0225334484 1.00237087281155 2.2533448358 -0.025696934 0.0201625755
1.02642261646 0.0264226165 1.00237087281155 2.6422616461 0.0105716149 0.0240517436
1.0128563922 0.0128563922 1.00237087281155 1.2856392205 -0.011243698 0.0104855194
0.98219536312 -0.017804637 1.00237087281155 -1.780463688 0.0466260703 -0.02017551
1.00266579242 0.0026657924 1.00237087281155 0.2665792419 -0.048323779 0.0002949196
0.99736111157 -0.002638888 1.00237087281155 -0.263888843 -0.016101607 -0.005009761
0.89901980264 -0.100980197 1.00237087281155 -10.09801974 -0.002351563 -0.10335107
0.9629649411 -0.037035059 1.00237087281155 -3.70350589 -0.032660245 -0.039405932
1.00411580089 0.0041158009 1.00237087281155 0.4115800889 -0.014985959 0.0017449281
0.97752635639 -0.022473644 1.00237087281155 -2.247364361 0.0231292291 -0.024844516
0.97148179324 -0.028518207 1.00237087281155 -2.851820676 -0.027330476 -0.03088908
0.98469052108 -0.015309479 1.00237087281155 -1.530947892 0.0513793993 -0.017680352
0.97704029152 -0.022959708 1.00237087281155 -2.295970848 -0.017859091 -0.025330581
1.03723354355 0.0372335435 1.00237087281155 3.7233543545 0.049942251 0.0348626707
1.03309113932 0.0330911393 1.00237087281155 3.3091139317 0.0404747435 0.0307202665
1.00804670826 0.0080467083 1.00237087281155 0.8046708262 -0.048333974 0.0056758355
1.03706176962 0.0370617696 1.00237087281155 3.7061769616 -0.032207703 0.0346908968
0.99296718267 -0.007032817 1.00237087281155 -0.703281733 -0.027321755 -0.00940369
1.01278958841 0.0127895884 1.00237087281155 1.2789588405 -0.000414088 0.0104187156
1.02404405764 0.0240440576 1.00237087281155 2.4044057641 0.0039574025 0.0216731848
1.01152923148 0.0115292315 1.00237087281155 1.1529231481 0.029823986 0.0091583587
0.97408692359 -0.025913076 1.00237087281155 -2.591307641 -0.037645356 -0.028283949
0.99414214738 -0.005857853 1.00237087281155 -0.585785262 -0.011160894 -0.008228725
0.99890970876 -0.001090291 1.00237087281155 -0.109029124 -0.036881256 -0.003461164
1.03938012728 0.0393801273 1.00237087281155 3.9380127284 -0.009838279 0.0370092545
1.02679334529 0.0267933453 1.00237087281155 2.6793345286 0.0454762197 0.0244224725
1.01140398845 0.0114039885 1.00237087281155 1.1403988454 -0.000795575 0.0090331156
1.01029500837 0.0102950084 1.00237087281155 1.0295008367 0.0340380476 0.0079241356
1.01998221771 0.0199822177 1.00237087281155 1.9982217706 0.0470681491 0.0176113449
0.99048771821 -0.009512282 1.00237087281155 -0.951228179 0.0187863538 -0.011883155
0.97592469973 -0.0240753 1.00237087281155 -2.407530027 -0.007940542 -0.026446173
1.00829292508 0.0082929251 1.00237087281155 0.8292925077 -0.002396733 0.0059220523
0.94860573311 -0.051394267 1.00237087281155 -5.139426689 -0.045566407 -0.05376514
1.02905492043 0.0290549204 1.00237087281155 2.9054920426 0.0508015624 0.0266840476
0.99017313502 -0.009826865 1.00237087281155 -0.982686498 -0.043780693 -0.012197738
0.98727154162 -0.012728458 1.00237087281155 -1.272845838 0.0098738613 -0.015099331
1.03903293298 0.039032933 1.00237087281155 3.9032932977 0.0060941876 0.0366620602
0.99491265959 -0.00508734 1.00237087281155 -0.508734041 -0.046234905 -0.007458213
0.96128115329 -0.038718847 1.00237087281155 -3.871884671 0.0347368855 -0.04108972
1.02569473512 0.0256947351 1.00237087281155 2.5694735121 0.0017700979 0.0233238623
1.00941581984 0.0094158198 1.00237087281155 0.9415819838 0.0295911943 0.007044947
1.05275970364 0.0527597036 1.00237087281155 5.2759703642 0.0048018841 0.0503888308
1.01656566189 0.0165656619 1.00237087281155 1.6565661893 -0.048542598 0.0141947891
1.01772570154 0.0177257015 1.00237087281155 1.7725701538 -0.039690923 0.0153548287
1.02664559573 0.0266455957 1.00237087281155 2.6645595734 -0.033805405 0.0242747229
0.98702143078 -0.012978569 1.00237087281155 -1.297856922 -0.043025356 -0.015349442
1.04031077705 0.0403107771 1.00237087281155 4.0310777053 -0.020556311 0.0379399042
1.00939515568 0.0093951557 1.00237087281155 0.9395155684 -0.004077653 0.0070242829
0.98999911669 -0.010000883 1.00237087281155 -1.000088331 0.0218655657 -0.012371756
1.02905660549 0.0290566055 1.00237087281155 2.9056605486 -0.016724416 0.0266857327
1.03147948124 0.0314794812 1.00237087281155 3.1479481245 0.0514574025 0.0291086084
0.98415434765 -0.015845652 1.00237087281155 -1.584565235 0.0511928522 -0.018216525
1.01112809689 0.0111280969 1.00237087281155 1.1128096888 0.0511885853 0.0087572241
1.03271335121 0.0327133512 1.00237087281155 3.2713351211 0.051393382 0.0303424784
1.03071217646 0.0307121765 1.00237087281155 3.0712176457 0.0514574025 0.0283413036
1.01377069202 0.013770692 1.00237087281155 1.3770692018 0.0513993305 0.0113998192
1.00068992876 0.0006899288 1.00237087281155 0.0689928765 0.0512361635 -0.001680944
0.96672725899 -0.033272741 1.00237087281155 -3.327274101 0.0288546627 -0.035643614
1.00710165321 0.0071016532 1.00237087281155 0.7101653212 -0.047773367 0.0047307804
1.03759069813 0.0375906981 1.00237087281155 3.759069813 0.0127842633 0.0352198253
1.03350146409 0.0335014641 1.00237087281155 3.3501464089 0.0361240691 0.0311305913
0.99483129972 -0.0051687 1.00237087281155 -0.516870028 -0.04493435 -0.007539573
0.99802007246 -0.001979928 1.00237087281155 -0.197992754 0.0282141592 -0.0043508
0.98153006289 -0.018469937 1.00237087281155 -1.846993711 0.0280433461 -0.02084081
1.01695268651 0.0169526865 1.00237087281155 1.695268651 -0.024183623 0.0145818137
1.01389195008 0.0138919501 1.00237087281155 1.3891950076 0.0080363498 0.0115210773
0.98995729385 -0.010042706 1.00237087281155 -1.004270615 0.0053789711 -0.012413579
0.96293766557 -0.037062334 1.00237087281155 -3.706233443 -0.048282181 -0.039433207
0.97228486765 -0.027715132 1.00237087281155 -2.771513235 -0.043760465 -0.030086005
1.03940458804 0.039404588 1.00237087281155 3.9404588043 0.0456594691 0.0370337152
0.96223489251 -0.037765107 1.00237087281155 -3.776510749 -0.048295209 -0.04013598
1.01508755856 0.0150875586 1.00237087281155 1.5087558559 -0.015030882 0.0127166857
0.96879994842 -0.031200052 1.00237087281155 -3.120005158 -0.042660245 -0.033570924
1.00138086121 0.0013808612 1.00237087281155 0.1380861208 0.0513035563 -0.000990012
0.9776140997 -0.0223859 1.00237087281155 -2.23859003 -0.046022082 -0.024756773
1.01040197361 0.0104019736 1.00237087281155 1.0401973613 0.0476112486 0.0080311008
1.00900960249 0.0090096025 1.00237087281155 0.9009602487 0.0202809319 0.0066387297
0.99010125172 -0.009898748 1.00237087281155 -0.989874828 -0.005471004 -0.012269621
1.00242296528 0.0024229653 1.00237087281155 0.2422965277 0.0043643792 5.209247E-05
1.01414015592 0.0141401559 1.00237087281155 1.4140155915 -0.013035351 0.0117692831
0.99156491989 -0.00843508 1.00237087281155 -0.843508011 -0.035013186 -0.010805953
1.00175230799 0.001752308 1.00237087281155 0.1752307994 -0.015636615 -0.000618565
0.98108066802 -0.018919332 1.00237087281155 -1.891933198 -0.025250672 -0.021290205
0.99414974445 -0.005850256 1.00237087281155 -0.585025555 0.0225167515 -0.008221128
1.00244162327 0.0024416233 1.00237087281155 0.2441623266 -0.013542598 7.075045E-05
1.02049435418 0.0204943542 1.00237087281155 2.0494354176 0.0166858289 0.0181234814
1.0031206136 0.0031206136 1.00237087281155 0.3120613595 -0.012605098 0.0007497408
1.00296792338 0.0029679234 1.00237087281155 0.2967923384 0.0014574025 0.0005970506
1.00917638168 0.0091763817 1.00237087281155 0.9176381682 0.0512196846 0.0068055089
0.99969415899 -0.000305841 1.00237087281155 -0.030584101 0.0385950836 -0.002676714
0.98918253731 -0.010817463 1.00237087281155 -1.081746269 0.0492012162 -0.013188336
0.99150935677 -0.008490643 1.00237087281155 -0.849064323 -0.048278635 -0.010861516
0.97756071769 -0.022439282 1.00237087281155 -2.243928231 -0.04327944 -0.024810155
0.99054753064 -0.009452469 1.00237087281155 -0.945246936 -0.036803999 -0.011823342
0.99915205147 -0.000847949 1.00237087281155 -0.084794853 0.0278736978 -0.003218821
1.02670485432 0.0267048543 1.00237087281155 2.6704854324 -0.004744148 0.0243339815
0.99462361806 -0.005376382 1.00237087281155 -0.537638194 -0.00010266 -0.007747255
1.00934272467 0.0093427247 1.00237087281155 0.9342724666 0.0014574025 0.0069718519
0.98983902913 -0.010160971 1.00237087281155 -1.016097087 0.0017699025 -0.012531844
0.97415684163 -0.025843158 1.00237087281155 -2.584315837 -0.020723166 -0.028214031
1.03182954805 0.031829548 1.00237087281155 3.182954805 0.0017768913 0.0294586752
0.99528565225 -0.004714348 1.00237087281155 -0.471434775 -0.00524972 -0.007085221
1.00295334145 0.0029533415 1.00237087281155 0.2953341454 0.0014574025 0.0005824686
0.99988277912 -0.000117221 1.00237087281155 -0.011722088 0.0062805536 -0.002488094
0.99226392761 -0.007736072 1.00237087281155 -0.773607239 -0.006542598 -0.010106945
1.00029893026 0.0002989303 1.00237087281155 0.0298930257 -0.021768404 -0.002071943
1.02498737041 0.0249873704 1.00237087281155 2.4987370413 0.0417480233 0.0226164976
0.99714830745 -0.002851693 1.00237087281155 -0.285169255 0.0411399422 -0.005222565
1.00482442706 0.0048244271 1.00237087281155 0.4824427056 -0.042817407 0.0024535542
0.99412763186 -0.005872368 1.00237087281155 -0.587236814 -0.027935569 -0.008243241
1.01700892191 0.0170089219 1.00237087281155 1.7008921913 -0.007430023 0.0146380491
1.02867676283 0.0286767628 1.00237087281155 2.8676762831 0.0087639451 0.02630589
0.99867701253 -0.001322987 1.00237087281155 -0.132298747 -0.008763501 -0.00369386
1.00582458734 0.0058245873 1.00237087281155 0.5824587336 0.0174467429 0.0034537145
1.00140195531 0.0014019553 1.00237087281155 0.140195531 -0.009690139 -0.000968918
0.99028349519 -0.009716505 1.00237087281155 -0.971650481 0.0044414873 -0.012087378
0.99495364253 -0.005046357 1.00237087281155 -0.504635747 0.0262507909 -0.00741723
1.01221677791 0.0122167779 1.00237087281155 1.2216777905 0.0166186928 0.0098459051
1.02343479202 0.023434792 1.00237087281155 2.3434792021 -0.013477456 0.0210639192
0.99406848172 -0.005931518 1.00237087281155 -0.593151828 -0.013703888 -0.008302391
1.00711825998 0.00711826 1.00237087281155 0.7118259975 0.0299539632 0.0047473872
1.00517037346 0.0051703735 1.00237087281155 0.5170373462 0.0071898865 0.0027995007
1.00326499033 0.0032649903 1.00237087281155 0.3264990329 -0.000125878 0.0008941175
1.00271839719 0.0027183972 1.00237087281155 0.2718397187 -0.029624107 0.0003475244
1.00751012309 0.0075101231 1.00237087281155 0.7510123092 0.0014574025 0.0051392503
1.0011119508 0.0011119508 1.00237087281155 0.1111950799 0.0063673861 -0.001258922
0.99169759048 -0.00830241 1.00237087281155 -0.830240952 -0.000171262 -0.010673282
0.98749018065 -0.012509819 1.00237087281155 -1.250981935 0.0256009587 -0.014880692
 0.9960406704 -0.00395933 1.00237087281155 -0.39593296 -0.019249829 -0.006330202
0.98130636558 -0.018693634 1.00237087281155 -1.869363442 -0.020988922 -0.021064507
0.99791817692 -0.002081823 1.00237087281155 -0.208182308 -0.01318486 -0.004452696
1.03096918914 0.0309691891 1.00237087281155 3.0969189136 0.0332034342 0.0285983163
0.99987482175 -0.000125178 1.00237087281155 -0.012517825 -0.016218539 -0.002496051
1.00823311366 0.0082331137 1.00237087281155 0.8233113663 0.0174520709 0.0058622409
1.00476716544 0.0047671654 1.00237087281155 0.4767165444 0.0096568121 0.0023962926
0.99861893411 -0.001381066 1.00237087281155 -0.138106589 -0.006350015 -0.003751939
1.00953028577 0.0095302858 1.00237087281155 0.9530285768 0.0145721566 0.007159413
1.02687646834 0.0268764683 1.00237087281155 2.6876468336 0.0095480174 0.0245055955
0.99340597671 -0.006594023 1.00237087281155 -0.659402329 -0.012667798 -0.008964896
1.00073216418 0.0007321642 1.00237087281155 0.0732164183 -0.000496359 -0.001638709
0.99133187338 -0.008668127 1.00237087281155 -0.866812662 -0.00180524 -0.011038999
0.99253107888 -0.007468921 1.00237087281155 -0.746892112 -0.032912483 -0.009839794
1.00939351085 0.0093935109 1.00237087281155 0.9393510853 -0.000237513 0.007022638
0.99084722101 -0.009152779 1.00237087281155 -0.915277899 -0.013822733 -0.011523652
1.00614773432 0.0061477343 1.00237087281155 0.614773432 -0.015783977 0.0037768615
1.01621251941 0.0162125194 1.00237087281155 1.6212519411 0.0347907358 0.0138416466
1.02769503716 0.0276950372 1.00237087281155 2.7695037163 -0.013822733 0.0253241644
0.98824361809 -0.011756382 1.00237087281155 -1.175638191 -0.015783977 -0.014127255
1.00978835114 0.0097883511 1.00237087281155 0.9788351135 0.0190012621 0.0074174783
0.99864315441 -0.001356846 1.00237087281155 -0.135684559 0.0018022301 -0.003727718
1.02779606449 0.0277960645 1.00237087281155 2.7796064487 0.0114539554 0.0254251917
1.02131941961 0.0213194196 1.00237087281155 2.1319419607 0.051286754 0.0189485468
1.00417030023 0.0041703002 1.00237087281155 0.417030023 -0.02325001 0.0017994274
1.01227089654 0.0122708965 1.00237087281155 1.2270896538 0.0447907358 0.0099000237
0.99368279313 -0.006317207 1.00237087281155 -0.631720687 0.0512976581 -0.00868808
1.02673584123 0.0267358412 1.00237087281155 2.6735841232 0.0513661061 0.0243649684
0.98505840354 -0.014941596 1.00237087281155 -1.494159646 0.0008776923 -0.017312469
0.98848043197 -0.011519568 1.00237087281155 -1.151956803 -0.018264175 -0.013890441
1.03016528176 0.0301652818 1.00237087281155 3.0165281763 -0.019844373 0.027794409
0.99311212787 -0.006887872 1.00237087281155 -0.688787213 -0.031190723 -0.009258745
1.00942365807 0.0094236581 1.00237087281155 0.9423658068 0.0014574025 0.0070527853
0.99688225321 -0.003117747 1.00237087281155 -0.311774679 0.0467699025 -0.00548862
0.99587183535 -0.004128165 1.00237087281155 -0.412816465 -0.008408068 -0.006499037
1.01229102277 0.0122910228 1.00237087281155 1.2291022767 0.0074960498 0.00992015
1.00705859485 0.0070585949 1.00237087281155 0.7058594855 -0.005745479 0.004687722
1.05510248561 0.0551024856 1.00237087281155 5.5102485614 0.0794501473 0.0527316128
0.99373820711 -0.006261793 1.00237087281155 -0.626179289 0.0513732746 -0.008632666
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Beta 0.53223632
 COV of AB Market Vareance
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 Market
Date Open Close HPR HPY average Yield % Rm-R^m
1/2/2009 5753.16 5793.56 1.0070222278 0.0070222278 1.001309759 0.7022227784 0.0057124688
1/5/2009 5784.29 5917.9 1.0230987727 0.0230987727 1.001309759 2.309877271 0.0217890137
1/6/2009 5914.63 6074.87 1.0270921427 0.0270921427 1.001309759 2.7092142704 0.0257823837
1/9/2009 6070.91 6143.81 1.0120080845 0.0120080845 1.001309759 1.2008084455 0.0106983255
1/12/2009 6148.96 6041.44 0.9825141162 -0.0174858838 1.001309759 -1.7485883792 -0.0187956428
1/13/2009 6039.48 6059.09 1.0032469683 0.0032469683 1.001309759 0.3246968282 0.0019372093
1/14/2009 6055.58 6051.1 0.9992601865 -0.0007398135 1.001309759 -0.0739813527 -0.0020495725
1/15/2009 6039.6 5778.58 0.9567819061 -0.0432180939 1.001309759 -4.3218093914 -0.0445278529
1/19/2009 5429.72 5280.75 0.9725639628 -0.0274360372 1.001309759 -2.7436037217 -0.0287457962
1/20/2009 5228.63 5258.28 1.0056707015 0.0056707015 1.001309759 0.5670701503 0.0043609425
1/21/2009 5250.15 5136.48 0.97834919 -0.02165081 1.001309759 -2.1650809977 -0.022960569
1/22/2009 5132.16 5020.71 0.9782839974 -0.0217160026 1.001309759 -2.1716002619 -0.0230257616
1/23/2009 4985.8 4929.54 0.9887159533 -0.0112840467 1.001309759 -1.1284046693 -0.0125938057
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10/27/2009 9377.59 9315.69 0.9933991569 -0.0066008431 1.001309759 -0.6600843074 -0.0079106021
10/28/2009 9351.92 9251.84 0.9892984542 -0.0107015458 1.001309759 -1.0701545779 -0.0120113048
10/29/2009 9251.73 9169 0.9910578886 -0.0089421114 1.001309759 -0.8942111367 -0.0102518704
10/30/2009 9169.27 9159.18 0.9988995852 -0.0011004148 1.001309759 -0.1100414755 -0.0024101738
11/2/2009 9182.4 8872.4 0.966239763 -0.033760237 1.001309759 -3.3760236975 -0.035069996
11/3/2009 8857.7 8938.99 1.0091773259 0.0091773259 1.001309759 0.9177325942 0.0078675669
11/4/2009 8944.98 9154.99 1.0234779731 0.0234779731 1.001309759 2.347797312 0.0221682141
11/5/2009 9189.44 9112.1 0.9915838179 -0.0084161821 1.001309759 -0.8416182052 -0.0097259411
11/6/2009 9125.72 8936.48 0.9792630061 -0.0207369939 1.001309759 -2.0736993903 -0.0220467529
11/10/2009 8934.59 8762.4 0.9807277111 -0.0192722889 1.001309759 -1.9272288935 -0.0205820479
11/11/2009 8724.16 8916.18 1.022010142 0.022010142 1.001309759 2.2010141951 0.020700383
11/12/2009 8948.23 8924.24 0.9973190229 -0.0026809771 1.001309759 -0.2680977132 -0.0039907361
11/13/2009 8924.32 9067.17 1.0160068218 0.0160068218 1.001309759 1.6006821808 0.0146970628
11/16/2009 9070.31 9304.31 1.0257984567 0.0257984567 1.001309759 2.5798456723 0.0244886977
11/17/2009 9346.87 9204.98 0.9848195171 -0.0151804829 1.001309759 -1.5180482878 -0.0164902419
11/18/2009 9221.8 9144.76 0.9916458826 -0.0083541174 1.001309759 -0.8354117417 -0.0096638764
11/19/2009 9192.71 9251.19 1.0063615626 0.0063615626 1.001309759 0.6361562586 0.0050518036
11/20/2009 9284.75 9306.36 1.0023274725 0.0023274725 1.001309759 0.2327472468 0.0010177135
11/23/2009 9305.1 9221.96 0.9910651148 -0.0089348852 1.001309759 -0.893488517 -0.0102446442
11/24/2009 9218.54 9233.7 1.001644512 0.001644512 1.001309759 0.1644512038 0.000334753
11/25/2009 9260.42 9204.57 0.9939689561 -0.0060310439 1.001309759 -0.6031043948 -0.0073408029
11/26/2009 9198.32 9206.21 1.0008577653 0.0008577653 1.001309759 0.0857765331 -0.0004519937
12/1/2009 9136.6 9013.04 0.9864763698 -0.0135236302 1.001309759 -1.3523630234 -0.0148333892
12/2/2009 9051.49 9087.7 1.0040004463 0.0040004463 1.001309759 0.4000446335 0.0026906873
12/3/2009 9106.08 9096.23 0.9989183051 -0.0010816949 1.001309759 -0.1081694868 -0.0023914539
12/4/2009 9097.03 9009.13 0.9903375058 -0.0096624942 1.001309759 -0.9662494243 -0.0109722532
12/7/2009 8995.97 8992.91 0.9996598477 -0.0003401523 1.001309759 -0.0340152313 -0.0016499113
12/8/2009 8974.49 8843.96 0.9854554409 -0.0145445591 1.001309759 -1.4544559078 -0.0158543181
12/9/2009 8849.12 8905.43 1.0063633446 0.0063633446 1.001309759 0.6363344604 0.0050535856
12/10/2009 8926.56 8999.39 1.008158798 0.008158798 1.001309759 0.8158798014 0.006849039
12/11/2009 9021.75 9037.3 1.0017236124 0.0017236124 1.001309759 0.1723612381 0.0004138534
12/14/2009 9053.75 9280.16 1.0250073174 0.0250073174 1.001309759 2.500731741 0.0236975584
12/15/2009 9307.06 9266.04 0.9955925931 -0.0044074069 1.001309759 -0.440740685 -0.0057171659
12/16/2009 9271.04 9253.66 0.9981253452 -0.0018746548 1.001309759 -0.1874654839 -0.0031844138
12/17/2009 9268.71 9227.18 0.9955193333 -0.0044806667 1.001309759 -0.4480666673 -0.0057904257
12/18/2009 9241.27 9183.73 0.9937735831 -0.0062264169 1.001309759 -0.6226416932 -0.0075361759
12/21/2009 9220.13 9233.6 1.0014609338 0.0014609338 1.001309759 0.1460933848 0.0001511748
12/22/2009 9260.83 9332.47 1.0077358077 0.0077358077 1.001309759 0.7735807698 0.0064260487
12/23/2009 9352.07 9302.92 0.994744479 -0.005255521 1.001309759 -0.525552097 -0.00656528
12/24/2009 9333.41 9422.23 1.0095163504 0.0095163504 1.001309759 0.9516350401 0.0082065914
12/29/2009 9412.43 9410.66 0.9998119508 -0.0001880492 1.001309759 -0.0188049207 -0.0014978082
12/30/2009 9480.84 9507.95 1.0028594513 0.0028594513 1.001309759 0.2859451272 0.0015496923
12/31/2009 9525.71 9386.92 0.9854299575 -0.0145700425 1.001309759 -1.4570042548 -0.0158798015
1.0013097586

beta 0
(Rm=R^m)(Rm-R^m)
3.26322996125505E-05
0.000474761118464
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 Huffaz Pipes
DATE OPEN RATE CLOSING RATE HPR HPY Average Yield %
2-Jan-09 34.58 36.09 1.0436668595 0.0436668595 1.000233395 4.3666859456
5-Jan-09 36.09 35.11 0.9728456636 -0.0271543364 1.000233395 -2.7154336381
6-Jan-09 35.11 35.43 1.0091142125 0.0091142125 1.000233395 0.9114212475
9-Jan-09 35.43 34.98 0.9872988992 -0.0127011008 1.000233395 -1.2701100762
12-Jan-09 34.98 36.56 1.0451686678 0.0451686678 1.000233395 4.516866781
13-Jan-09 36.56 34.74 0.9502188184 -0.0497811816 1.000233395 -4.9781181619
14-Jan-09 34.74 34.13 0.9824409902 -0.0175590098 1.000233395 -1.7559009787
15-Jan-09 34.13 34 0.9961910343 -0.0038089657 1.000233395 -0.3808965719
19-Jan-09 34 32.84 0.9658823529 -0.0341176471 1.000233395 -3.4117647059
20-Jan-09 32.84 32.3 0.9835566382 -0.0164433618 1.000233395 -1.6443361754
21-Jan-09 32.3 33 1.0216718266 0.0216718266 1.000233395 2.1671826625
22-Jan-09 33 32.05 0.9712121212 -0.0287878788 1.000233395 -2.8787878788
23-Jan-09 32.05 33.65 1.0499219969 0.0499219969 1.000233395 4.992199688
26-Jan-09 33.65 33 0.9806835067 -0.0193164933 1.000233395 -1.9316493314
27-Jan-09 33 34.6 1.0484848485 0.0484848485 1.000233395 4.8484848485
28-Jan-09 34.6 35.95 1.039017341 0.039017341 1.000233395 3.901734104
29-Jan-09 35.95 34.16 0.9502086231 -0.0497913769 1.000233395 -4.9791376912
30-Jan-09 34.16 33.01 0.9663348946 -0.0336651054 1.000233395 -3.3665105386
2-Feb-09 33.01 32.06 0.9712208422 -0.0287791578 1.000233395 -2.8779157831
3-Feb-09 32.06 32 0.998128509 -0.001871491 1.000233395 -0.1871490954
4-Feb-09 32 32.08 1.0025 0.0025 1.000233395 0.25
6-Feb-09 32.08 32.99 1.0283665835 0.0283665835 1.000233395 2.8366583541
9-Feb-09 32.99 31.7 0.9608972416 -0.0391027584 1.000233395 -3.9102758412
11-Feb-09 31.7 31.3 0.9873817035 -0.0126182965 1.000233395 -1.261829653
12-Feb-09 31.3 30.1 0.9616613419 -0.0383386581 1.000233395 -3.8338658147
13-Feb-09 30.1 29.76 0.9887043189 -0.0112956811 1.000233395 -1.1295681063
16-Feb-09 29.76 31.07 1.0440188172 0.0440188172 1.000233395 4.4018817204
17-Feb-09 31.07 31 0.9977470229 -0.0022529771 1.000233395 -0.2252977148
18-Feb-09 31 32.01 1.0325806452 0.0325806452 1.000233395 3.2580645161
19-Feb-09 32.01 33.47 1.0456107466 0.0456107466 1.000233395 4.5610746642
20-Feb-09 33.47 34.05 1.0173289513 0.0173289513 1.000233395 1.73289513
23-Feb-09 34.05 33.73 0.9906020558 -0.0093979442 1.000233395 -0.93979442
24-Feb-09 33.73 33.6 0.9961458642 -0.0038541358 1.000233395 -0.3854135784
25-Feb-09 33.6 32.02 0.9529761905 -0.0470238095 1.000233395 -4.7023809524
26-Feb-09 32.02 33.6 1.0493441599 0.0493441599 1.000233395 4.93441599
2-Mar-09 33.6 32.08 0.9547619048 -0.0452380952 1.000233395 -4.5238095238
3-Mar-09 32.08 32.35 1.0084164589 0.0084164589 1.000233395 0.8416458853
4-Mar-09 32.35 32.5 1.0046367852 0.0046367852 1.000233395 0.4636785162
5-Mar-09 32.5 30.95 0.9523076923 -0.0476923077 1.000233395 -4.7692307692
6-Mar-09 30.95 31.98 1.033279483 0.033279483 1.000233395 3.3279483037
12-Mar-09 31.98 31.99 1.0003126954 0.0003126954 1.000233395 0.0312695435
13-Mar-09 31.99 32.89 1.0281337918 0.0281337918 1.000233395 2.813379181
16-Mar-09 32.89 33 1.0033444816 0.0033444816 1.000233395 0.3344481605
17-Mar-09 33 31.35 0.95 -0.05 1.000233395 -5
18-Mar-09 31.35 30.06 0.9588516746 -0.0411483254 1.000233395 -4.1148325359
19-Mar-09 30.06 29 0.9647371923 -0.0352628077 1.000233395 -3.5262807718
20-Mar-09 29 27.71 0.9555172414 -0.0444827586 1.000233395 -4.4482758621
24-Mar-09 27.71 27.1 0.9779862865 -0.0220137135 1.000233395 -2.2013713461
25-Mar-09 27.1 26.95 0.9944649446 -0.0055350554 1.000233395 -0.5535055351
26-Mar-09 26.95 27.5 1.0204081633 0.0204081633 1.000233395 2.0408163265
27-Mar-09 27.5 27 0.9818181818 -0.0181818182 1.000233395 -1.8181818182
30-Mar-09 27 28.35 1.05 0.05 1.000233395 5
31-Mar-09 28.35 29.76 1.0497354497 0.0497354497 1.000233395 4.9735449735
1-Apr-09 29.76 31.24 1.0497311828 0.0497311828 1.000233395 4.9731182796
2-Apr-09 31.24 32.8 1.0499359795 0.0499359795 1.000233395 4.9935979513
3-Apr-09 32.8 34.44 1.05 0.05 1.000233395 5
6-Apr-09 34.44 36.16 1.049941928 0.049941928 1.000233395 4.9941927991
7-Apr-09 36.16 37.96 1.0497787611 0.0497787611 1.000233395 4.9778761062
8-Apr-09 37.96 39 1.0273972603 0.0273972603 1.000233395 2.7397260274
9-Apr-09 39 37.08 0.9507692308 -0.0492307692 1.000233395 -4.9230769231
10-Apr-09 37.08 37.5 1.0113268608 0.0113268608 1.000233395 1.1326860841
13-Apr-09 37.5 38.8 1.0346666667 0.0346666667 1.000233395 3.4666666667
14-Apr-09 38.8 37 0.9536082474 -0.0463917526 1.000233395 -4.6391752577
15-Apr-09 37 37.99 1.0267567568 0.0267567568 1.000233395 2.6756756757
16-Apr-09 37.99 39 1.0265859437 0.0265859437 1.000233395 2.6585943669
17-Apr-09 39 38 0.9743589744 -0.0256410256 1.000233395 -2.5641025641
20-Apr-09 38 38.25 1.0065789474 0.0065789474 1.000233395 0.6578947368
21-Apr-09 38.25 38.4 1.0039215686 0.0039215686 1.000233395 0.3921568627
22-Apr-09 38.4 36.49 0.9502604167 -0.0497395833 1.000233395 -4.9739583333
23-Apr-09 36.49 34.84 0.9547821321 -0.0452178679 1.000233395 -4.5217867909
24-Apr-09 34.84 36.38 1.0442020666 0.0442020666 1.000233395 4.420206659
27-Apr-09 36.38 34.57 0.9502473887 -0.0497526113 1.000233395 -4.9752611325
28-Apr-09 34.57 34 0.9835117154 -0.0164882846 1.000233395 -1.648828464
29-Apr-09 34 32.5 0.9558823529 -0.0441176471 1.000233395 -4.4117647059
30-Apr-09 32.5 34.12 1.0498461538 0.0498461538 1.000233395 4.9846153846
4-May-09 34.12 32.5 0.9525205158 -0.0474794842 1.000233395 -4.7479484174
5-May-09 32.5 34 1.0461538462 0.0461538462 1.000233395 4.6153846154
6-May-09 34 34.64 1.0188235294 0.0188235294 1.000233395 1.8823529412
7-May-09 34.64 34.4 0.9930715935 -0.0069284065 1.000233395 -0.6928406467
8-May-09 34.4 34.5 1.0029069767 0.0029069767 1.000233395 0.2906976744
11-May-09 34.5 34 0.9855072464 -0.0144927536 1.000233395 -1.4492753623
14-May-09 34 32.76 0.9635294118 -0.0364705882 1.000233395 -3.6470588235
18-May-09 32.76 32.2 0.9829059829 -0.0170940171 1.000233395 -1.7094017094
19-May-09 32.2 31.34 0.9732919255 -0.0267080745 1.000233395 -2.6708074534
20-May-09 31.34 32 1.0210593491 0.0210593491 1.000233395 2.1059349075
21-May-09 32 31.52 0.985 -0.015 1.000233395 -1.5
22-May-09 31.52 32 1.0152284264 0.0152284264 1.000233395 1.5228426396
26-May-09 32 31.55 0.9859375 -0.0140625 1.000233395 -1.40625
27-May-09 31.55 31.55 1 0 1.000233395 0
28-May-09 31.55 33.12 1.0497622821 0.0497622821 1.000233395 4.9762282092
29-May-09 33.12 34.35 1.0371376812 0.0371376812 1.000233395 3.7137681159
1-Jun-09 34.35 35.99 1.0477438137 0.0477438137 1.000233395 4.7743813683
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