NYM-

LIGHT
CRUDE
OIL
Jet CONT.3R Correlatio
Kerosene D FUT - n
FOB SETT. Daily Daily between
Singapore PRICE - Change in Change in Slope STDEV(DF DS and
U$/BBL U$/BL S F Calculations STDEV(DS) ) DF
date S F DS DF 0.766068535 1.05630444 0.901767 0.653992
3/7/2016 48.12 41.03
3/8/2016 47.54 39.58 -0.58 -1.45
3/9/2016 48.24 41.09 0.7 1.51
3/10/2016 48.63 40.32 0.39 -0.77
3/11/2016 47.73 40.98 -0.9 0.66
3/14/2016 46.59 39.8 -1.14 -1.18
3/15/2016 47.27 39.04 0.68 -0.76
3/16/2016 49.81 40.8 2.54 1.76
3/17/2016 49.65 42.39 -0.16 1.59
3/18/2016 48.56 42.05 -1.09 -0.34
3/21/2016 48.65 42.42 0.09 0.37
3/22/2016 49.19 43.13 0.54 0.71
3/23/2016 47.83 41.63 -1.36 -1.5
3/24/2016 47.83 41.41 0 -0.22
3/25/2016 48.21 41.41 0.38 0
3/28/2016 47.17 41.29 -1.04 -0.12
3/29/2016 47.62 40.33 0.45 -0.96
3/30/2016 47.06 40.55 -0.56 0.22
3/31/2016 45.96 40.69 -1.1 0.14
4/1/2016 45.96 39.17 0 -1.52
4/4/2016 45.71 37.97 -0.25 -1.2
4/5/2016 43.85 37.99 -1.86 0.02
4/6/2016 46.88 39.87 3.03 1.88
4/7/2016 47.27 39.36 0.39 -0.51
4/8/2016 48.03 41.86 0.76 2.5
4/11/2016 49.23 42.66 1.2 0.8
4/12/2016 50.32 44.35 1.09 1.69
4/13/2016 49.92 43.84 -0.4 -0.51
4/14/2016 49.42 43.45 -0.5 -0.39
4/15/2016 47.93 42.54 -1.49 -0.91
4/18/2016 49.46 42.06 1.53 -0.48
4/19/2016 49.18 43.32 -0.28 1.26
4/20/2016 51.96 45.02 2.78 1.7
4/21/2016 51.68 43.98 -0.28 -1.04
4/22/2016 51.6 45.01 -0.08 1.03
4/25/2016 51.83 44.15 0.23 -0.86
4/26/2016 53.67 45.4 1.84 1.25
4/27/2016 53.78 46.7 0.11 1.3
4/28/2016 55.54 47.35 1.76 0.65
4/29/2016 55.54 47.14 0 -0.21
5/2/2016 53.13 45.91 -2.41 -1.23
5/3/2016 51.82 44.9 -1.31 -1.01
5/4/2016 52.43 44.86 0.61 -0.04
5/5/2016 51.14 45.3 -1.29 0.44
5/6/2016 52 45.74 0.86 0.44
5/9/2016 50.66 44.45 -1.34 -1.29
5/10/2016 51.91 45.83 1.25 1.38
5/11/2016 54.27 47.48 2.36 1.65
5/12/2016 53.89 47.9 -0.38 0.42
5/13/2016 55.24 47.39 1.35 -0.51
5/16/2016 56.35 48.85 1.11 1.46 0.672620366
5/17/2016 56.77 49.42 0.42 0.57 0.68252784
5/18/2016 56.07 49.22 -0.7 -0.2 0.696319796
5/19/2016 57.3 49.08 1.23 -0.14 0.70449418
5/20/2016 57.35 48.87 0.05 -0.21 0.717001952
5/23/2016 56.78 48.95 -0.57 0.08 0.70839526
5/24/2016 58.93 49.41 2.15 0.46 0.739497376
5/25/2016 58.82 50.31 -0.11 0.9 0.688804271
5/26/2016 57.79 50.23 -1.03 -0.08 0.734801791
5/27/2016 58.02 50.13 0.23 -0.1 0.723601033
5/30/2016 58.24 50.13 0.22 0 0.724282885
5/31/2016 57.82 49.93 -0.42 -0.2 0.727591162
6/1/2016 58.4 49.91 0.58 -0.02 0.712018881
6/2/2016 58.66 50.1 0.26 0.19 0.712613657
6/3/2016 58.02 49.54 -0.64 -0.56 0.719281426
6/6/2016 58.45 50.59 0.43 1.05 0.704102428
6/7/2016 60.28 51.39 1.83 0.8 0.7483643
6/8/2016 60.72 52.31 0.44 0.92 0.742766294
6/9/2016 59.83 51.73 -0.89 -0.58 0.750529375
6/10/2016 58.46 50.24 -1.37 -1.49 0.805557418
6/13/2016 58.27 50.04 -0.19 -0.2 0.82874705
6/14/2016 58.23 49.56 -0.04 -0.48 0.814015774
6/15/2016 57.02 48.95 -1.21 -0.61 0.771001485
6/16/2016 56.25 47.25 -0.77 -1.7 0.761622871
6/17/2016 59.02 49.09 2.77 1.84 0.885783215
6/20/2016 59.01 50.5 -0.01 1.41 0.839219287
6/21/2016 59.49 50.45 0.48 -0.05 0.852796468
6/22/2016 58.52 50.28 -0.97 -0.17 0.858968072
6/23/2016 56.97 51.25 -1.55 0.97 0.805581938
6/24/2016 56.81 48.82 -0.16 -2.43 0.68717789
6/27/2016 56.59 47.55 -0.22 -1.27 0.692930763
6/28/2016 57.69 49.17 1.1 1.62 0.71939513
6/29/2016 58.79 51.15 1.1 1.98 0.655939394
6/30/2016 57.38 49.59 -1.41 -1.56 0.678700701
7/1/2016 58.83 50.25 1.45 0.66 0.704779358
7/4/2016 57.04 50.25 -1.79 0 0.724925784
7/5/2016 57.04 47.91 0 -2.34 0.628544611
7/6/2016 57.72 48.75 0.68 0.84 0.648255819
7/7/2016 55.72 46.46 -2 -2.29 0.655808368
7/8/2016 55.82 46.75 0.1 0.29 0.655691976
7/11/2016 55.75 46.22 -0.07 -0.53 0.617418275
7/12/2016 55.93 48.24 0.18 2.02 0.566822031
7/13/2016 54.05 46.07 -1.88 -2.17 0.591364439
7/14/2016 53.81 47.06 -0.24 0.99 0.588714599
7/15/2016 54.63 47.23 0.82 0.17 0.586585103
7/18/2016 53.69 46.54 -0.94 -0.69 0.580136304
7/19/2016 53.53 46.14 -0.16 -0.4 0.570647532
7/20/2016 55.17 46.45 1.64 0.31 0.539170843
7/21/2016 53.2 46.18 -1.97 -0.27 0.551562838
7/22/2016 53.3 45.59 0.1 -0.59 0.560738835
7/25/2016 51.55 44.61 -1.75 -0.98 0.570871823
7/26/2016 51.46 44.42 -0.09 -0.19 0.569087749
7/27/2016 50.69 43.32 -0.77 -1.1 0.569936575
7/28/2016 50.48 42.59 -0.21 -0.73 0.567627096
7/29/2016 49.6 43.09 -0.88 0.5 0.556405504
8/1/2016 48.68 41.62 -0.92 -1.47 0.558627932
8/2/2016 47.66 41.12 -1.02 -0.5 0.541710587
8/3/2016 49.09 42.35 1.43 1.23 0.570329255
8/4/2016 49.97 43.47 0.88 1.12 0.578054765
8/5/2016 49.96 43.38 -0.01 -0.09 0.57793609
8/8/2016 49.96 44.51 0 1.13 0.56632406
8/9/2016 50.48 44.25 0.52 -0.26 0.564285606
8/10/2016 49.92 43.25 -0.56 -1 0.561940355
8/11/2016 52.92 44.99 3 1.74 0.618195738
8/12/2016 54.44 45.89 1.52 0.9 0.630841481
8/15/2016 55.4 47.1 0.96 1.21 0.638301357
8/16/2016 55.3 47.92 -0.1 0.82 0.613720844
8/17/2016 56.94 48.27 1.64 0.35 0.624045614
8/18/2016 57.55 49.56 0.61 1.29 0.616951302
8/19/2016 57.32 49.73 -0.23 0.17 0.606692828
8/22/2016 55.93 48.03 -1.39 -1.7 0.614612164
8/23/2016 56.19 49.39 0.26 1.36 0.605999553
8/24/2016 55.99 48.16 -0.2 -1.23 0.589860731
8/25/2016 56.32 48.69 0.33 0.53 0.596020792
8/26/2016 55.81 48.98 -0.51 0.29 0.547079029
 8/29/2016 56.75 48.29 0.94 -0.69 0.549401351
8/30/2016 55.5 47.62 -1.25 -0.67 0.557310245
8/31/2016 54.02 45.91 -1.48 -1.71 0.567577005
9/1/2016 52.82 44.34 -1.2 -1.57 0.605706226
9/2/2016 55.61 45.64 2.79 1.3 0.693415621
9/5/2016 54.23 45.64 -1.38 0 0.704728993
9/6/2016 54.54 46.1 0.31 0.46 0.705355274
9/7/2016 55.69 46.81 1.15 0.71 0.724126823
9/8/2016 56.23 48.91 0.54 2.1 0.683140158
9/9/2016 56.23 47.07 0 -1.84 0.636406228
9/12/2016 54.75 47.44 -1.48 0.37 0.626645654
9/13/2016 54.89 46.12 0.14 -1.32 0.662127719
9/14/2016 53 44.78 -1.89 -1.34 0.680186957
9/15/2016 53.96 45.23 0.96 0.45 0.66992089
9/16/2016 54.27 44.36 0.31 -0.87 0.657263255
9/19/2016 53.44 44.56 -0.83 0.2 0.655750779
9/20/2016 55.09 44.7 1.65 0.14 0.706468347
9/21/2016 55.58 46.48 0.49 1.78 0.662809491
9/22/2016 55.71 47.48 0.13 1 0.669629274
9/23/2016 54.04 45.69 -1.67 -1.79 0.683377946
9/26/2016 55.03 47.08 0.99 1.39 0.67817006
9/27/2016 54.48 45.82 -0.55 -1.26 0.672588746
9/28/2016 56.81 48.22 2.33 2.4 0.692395758
9/29/2016 57.41 48.97 0.6 0.75 0.684002318
9/30/2016 59.14 49.4 1.73 0.43 0.69659657
10/3/2016 58.71 50.01 -0.43 0.61 0.66946986
10/4/2016 60.52 49.94 1.81 -0.07 0.664136429
10/5/2016 60.41 50.98 -0.11 1.04 0.648062942
10/6/2016 61.86 51.57 1.45 0.59 0.657112035
10/7/2016 60.68 51 -1.18 -0.57 0.675294022
10/10/2016 61.78 52.43 1.1 1.43 0.67450992
10/11/2016 61.98 51.75 0.2 -0.68 0.657100296
10/12/2016 61.08 51.17 -0.9 -0.58 0.657148874
10/13/2016 61.89 51.38 0.81 0.21 0.657301853
10/14/2016 61.12 51.26 -0.77 -0.12 0.660819209
10/17/2016 61.13 50.91 0.01 -0.35 0.674668524
10/18/2016 61.88 51.14 0.75 0.23 0.679204343
10/19/2016 61.4 52.28 -0.48 1.14 0.655881255
10/20/2016 60.79 51.14 -0.61 -1.14 0.605751027
10/21/2016 61.72 52 0.93 0.86 0.597799025
10/24/2016 60.93 51.77 -0.79 -0.23 0.598715881
10/25/2016 60.46 51.21 -0.47 -0.56 0.609578094
10/26/2016 60.95 50.45 0.49 -0.76 0.589456931
10/27/2016 60.93 50.94 -0.02 0.49 0.5911068
10/28/2016 60.69 49.93 -0.24 -1.01 0.586700799
10/31/2016 59.28 48.05 -1.41 -1.88 0.585312765
11/1/2016 56.98 47.8 -2.3 -0.25 0.609470037
11/2/2016 56.12 46.53 -0.86 -1.27 0.623425949
11/3/2016 55.82 45.89 -0.3 -0.64 0.622865968
11/4/2016 55.12 45.28 -0.7 -0.61 0.630951292
11/7/2016 55.71 46.1 0.59 0.82 0.647214077
11/8/2016 55.53 46.3 -0.18 0.2 0.636288817
11/9/2016 56.15 46.67 0.62 0.37 0.625285511
11/10/2016 55.44 46.12 -0.71 -0.55 0.621896545
11/11/2016 54.77 44.92 -0.67 -1.2 0.569436927
11/14/2016 54.35 44.65 -0.42 -0.27 0.571269523
11/15/2016 55.8 47.06 1.45 2.41 0.573564011
11/16/2016 55.76 46.77 -0.04 -0.29 0.563592802
11/17/2016 55.25 46.71 -0.51 -0.06 0.591043392
11/18/2016 57.37 47.11 2.12 0.4 0.648646673
11/21/2016 59.1 49.03 1.73 1.92 0.677285141
11/22/2016 59.01 49.78 -0.09 0.75 0.695416272
11/23/2016 58.46 49.72 -0.55 -0.06 0.667331272
11/24/2016 58.4 49.72 -0.06 0 0.66285479
11/25/2016 55.95 47.9 -2.45 -1.82 0.726818835
11/28/2016 57.98 48.86 2.03 0.96 0.752096266
11/29/2016 57.18 47 -0.8 -1.86 0.729530091
11/30/2016 60.45 51.21 3.27 4.21 0.760876895
12/1/2016 62.35 52.81 1.9 1.6 0.783159703
12/2/2016 63.27 53.52 0.92 0.71 0.776535122
12/5/2016 62.79 53.76 -0.48 0.24 0.778274294
12/6/2016 62.17 52.91 -0.62 -0.85 0.786671486
12/7/2016 62.05 51.97 -0.12 -0.94 0.761554457
12/8/2016 63.31 52.82 1.26 0.85 0.768986287
12/9/2016 66.03 53.3 2.72 0.48 0.776415528
12/12/2016 64.75 54.59 -1.28 1.29 0.738833782
12/13/2016 64.6 54.81 -0.15 0.22 0.743015744
12/14/2016 63.67 53.05 -0.93 -1.76 0.74655724
12/15/2016 63.3 52.91 -0.37 -0.14 0.738732254
12/16/2016 65.33 53.87 2.03 0.96 0.749658761
12/19/2016 64.43 53.9 -0.9 0.03 0.750143205
12/20/2016 65.3 54.19 0.87 0.29 0.7605623
12/21/2016 63.98 53.38 -1.32 -0.81 0.765730096
12/22/2016 64.28 53.86 0.3 0.48 0.763490729
12/23/2016 64.28 53.92 0 0.06 0.761573111
12/26/2016 65.1 53.92 0.82 0 0.762475585
12/27/2016 66.65 55.51 1.55 1.59 0.768367043
12/28/2016 66.72 55.67 0.07 0.16 0.791673765
12/29/2016 66.34 55.49 -0.38 -0.18 0.797674717
12/30/2016 66.34 55.43 0 -0.06 0.795050636
 1/2/2017 66.56 55.43 0.22 0 0.791640784
1/3/2017 65.66 54.12 -0.9 -1.31 0.789043473
1/4/2017 65.61 55.05 -0.05 0.93 0.791805023
1/5/2017 66.21 55.49 0.6 0.44 0.79581419
1/6/2017 66.21 55.68 0 0.19 0.805290886
1/9/2017 64.53 53.72 -1.68 -1.96 0.812070575
1/10/2017 62.97 52.53 -1.56 -1.19 0.812892321
1/11/2017 65.45 53.87 2.48 1.34 0.841351396
1/12/2017 65.97 54.65 0.52 0.78 0.841708714
1/13/2017 65.56 53.95 -0.41 -0.7 0.836972394
1/16/2017 65.68 53.95 0.12 0 0.838529395
1/17/2017 65.03 54.03 -0.65 0.08 0.839768974
1/18/2017 64.32 52.66 -0.71 -1.37 0.830043402
1/19/2017 64.08 52.84 -0.24 0.18 0.826337981
1/20/2017 64.77 53.96 0.69 1.12 0.827596486
1/23/2017 65.09 54.17 0.32 0.21 0.825824271
1/24/2017 64.59 54.46 -0.5 0.29 0.847157551
1/25/2017 64.85 53.95 0.26 -0.51 0.841121055
1/26/2017 65.11 54.9 0.26 0.95 0.831134742
1/27/2017 65.11 54.25 0 -0.65 0.817285361
1/30/2017 64.31 53.78 -0.8 -0.47 0.81786008
1/31/2017 64.65 53.94 0.34 0.16 0.826775406
2/1/2017 66.28 54.99 1.63 1.05 0.837082488
2/2/2017 66.69 54.67 0.41 -0.32 0.832396305
2/3/2017 66.88 54.99 0.19 0.32 0.794516552
2/6/2017 65.76 54.16 -1.12 -0.83 0.78592293
2/7/2017 64.92 53.3 -0.84 -0.86 0.813582845
2/8/2017 65.74 53.37 0.82 0.07 0.839772415
2/9/2017 66.2 53.88 0.46 0.51 0.814793804
2/10/2017 67.02 54.78 0.82 0.9 0.809469285
2/13/2017 66.01 53.86 -1.01 -0.92 0.823826952
2/14/2017 65.88 54.12 -0.13 0.26 0.82130165
2/15/2017 66.27 53.99 0.39 -0.13 0.837760988
2/16/2017 66.05 54.07 -0.22 0.08 0.823632503
2/17/2017 66.5 54.12 0.45 0.05 0.788825894
2/20/2017 66.69 54.12 0.19 0 0.89351721
2/21/2017 66.84 54.61 0.15 0.49 0.890822637
2/22/2017 66.88 54.17 0.04 -0.44 0.924728134
2/23/2017 66.6 54.96 -0.28 0.79 0.892759585
2/24/2017 66.84 54.56 0.24 -0.4 0.841348396
2/27/2017 66.32 54.69 -0.52 0.13 0.838984077
2/28/2017 66.35 54.75 0.03 0.06 0.832328953
3/1/2017 65.55 54.61 -0.8 -0.14 0.814882333
3/2/2017 64.68 53.41 -0.87 -1.2 0.812401813
3/3/2017 64.55 54.12 -0.13 0.71 0.793394859
 3/6/2017 65.25 54.11 0.7 -0.01 0.793145883
3/7/2017 64.81 54.02 -0.44 -0.09 0.774625557
3/8/2017 62.41 51.24 -2.4 -2.78 0.794884086
3/9/2017 61.21 50.25 -1.2 -0.99 0.805284248
3/10/2017 60.11 49.45 -1.1 -0.8 0.814271333
3/13/2017 59.59 49.37 -0.52 -0.08 0.812815072
3/14/2017 59.71 48.83 0.12 -0.54 0.812408919
3/15/2017 61.09 49.78 1.38 0.95 0.859337051
3/16/2017 60.42 49.63 -0.67 -0.15 0.855942431
3/17/2017 60.45 49.73 0.03 0.1 0.857121371
3/20/2017 61.01 49.44 0.56 -0.29 0.851948041
3/21/2017 59.78 48.82 -1.23 -0.62 0.843433964
3/22/2017 59.78 48.96 0 0.14 0.76388824
3/23/2017 59.8 48.63 0.02 -0.33 0.762583551
3/24/2017 59.56 48.87 -0.24 0.24 0.760873108
3/27/2017 60.64 48.69 1.08 -0.18 0.756196209
3/28/2017 61.63 49.27 0.99 0.58 0.777132476
3/29/2017 61.96 50.35 0.33 1.08 0.772159224
3/30/2017 62.25 51.1 0.29 0.75 0.766476845
3/31/2017 62.7 51.42 0.45 0.32 0.777894114
4/3/2017 61.98 51.08 -0.72 -0.34 0.781470838
4/4/2017 64.04 51.88 2.06 0.8 0.843405278
4/5/2017 63.98 51.95 -0.06 0.07 0.8557698
4/6/2017 64.03 52.47 0.05 0.52 0.870341805
4/7/2017 65.35 52.95 1.32 0.48 0.904715141
4/10/2017 65.74 53.8 0.39 0.85 0.88182869
4/11/2017 66.49 54.11 0.75 0.31 0.886546197
4/12/2017 66.46 53.85 -0.03 -0.26 0.852939738
4/13/2017 66.46 53.93 0 0.08 0.861569494
4/14/2017 65.59 53.93 -0.87 0 0.862172793
4/17/2017 65.29 53.47 -0.3 -0.46 0.845148762
4/18/2017 65.32 53.2 0.03 -0.27 0.837203902
4/19/2017 63.78 51.2 -1.54 -2 0.824032234
4/20/2017 63.39 51.07 -0.39 -0.13 0.823877285
4/21/2017 63.89 50.28 0.5 -0.79 0.786777738
4/24/2017 61.96 49.89 -1.93 -0.39 0.79773692
4/25/2017 62.46 50.17 0.5 0.28 0.806779876
4/26/2017 61 50.21 -1.46 0.04 0.800665613
4/27/2017 60.95 49.56 -0.05 -0.65 0.790332105
4/28/2017 60.95 49.85 0 0.29 0.784761576
5/1/2017 60.78 49.4 -0.17 -0.45 0.780515207
5/2/2017 59.69 48.24 -1.09 -1.16 0.790958698
5/3/2017 58.74 48.45 -0.95 0.21 0.782617326
5/4/2017 57.35 46.19 -1.39 -2.26 0.777515466
5/5/2017 58.35 46.91 1 0.72 0.797138366
 5/8/2017 58.64 47.19 0.29 0.28 0.804298435
5/9/2017 58.64 46.62 0 -0.57 0.797407159
5/10/2017 59.45 48.02 0.81 1.4 0.783711844
5/11/2017 59.29 48.51 -0.16 0.49 0.77694098
5/12/2017 60.87 48.44 1.58 -0.07 0.796910709
5/15/2017 60.99 49.4 0.12 0.96 0.772960645
5/16/2017 60.42 49.29 -0.57 -0.11 0.773243372
5/17/2017 61 49.7 0.58 0.41 0.751704281
5/18/2017 62.36 49.91 1.36 0.21 0.743987214
5/19/2017 62.77 50.92 0.41 1.01 0.710271966
5/22/2017 62.89 51.4 0.12 0.48 0.703157362
5/23/2017 64.08 51.92 1.19 0.52 0.729871739
5/24/2017 64.25 51.76 0.17 -0.16 0.702419861
5/25/2017 61.7 49.33 -2.55 -2.43 0.772617575
5/26/2017 61.52 50.23 -0.18 0.9 0.745896541
5/29/2017 61.45 50.23 -0.07 0 0.753761638
5/30/2017 60.97 50.1 -0.48 -0.13 0.739098788
5/31/2017 60.9 48.74 -0.07 -1.36 0.699287355
6/1/2017 58.34 48.79 -2.56 0.05 0.697761582
6/2/2017 58.87 48.05 0.53 -0.74 0.676170628
6/5/2017 57.7 47.75 -1.17 -0.3 0.690846576
6/6/2017 57.78 48.49 0.08 0.74 0.66987579
6/7/2017 57 46.22 -0.78 -2.27 0.630937643
6/8/2017 56.96 46.13 -0.04 -0.09 0.634270058
6/9/2017 56.48 46.32 -0.48 0.19 0.626071932
6/12/2017 57.28 46.56 0.8 0.24 0.62960866
6/13/2017 57.49 46.89 0.21 0.33 0.588200034
6/14/2017 57.54 45.14 0.05 -1.75 0.537918691
6/15/2017 56.71 44.91 -0.83 -0.23 0.542537875
6/16/2017 56.71 45.2 0 0.29 0.521683171
6/19/2017 56.65 44.69 -0.06 -0.51 0.517788332
6/20/2017 55.67 43.77 -0.98 -0.92 0.516296989
6/21/2017 54.3 42.75 -1.37 -1.02 0.532694369
6/22/2017 55.2 43.19 0.9 0.44 0.54619374
6/23/2017 55.2 43.51 0 0.32 0.549550228
6/26/2017 55.87 43.84 0.67 0.33 0.558102236
6/27/2017 56.41 44.73 0.54 0.89 0.562242065
6/28/2017 57.86 45.23 1.45 0.5 0.56651341
6/29/2017 57.92 45.44 0.06 0.21 0.566306988
6/30/2017 59.19 46.51 1.27 1.07 0.608494542
7/3/2017 60.59 47.49 1.4 0.98 0.616944461
7/4/2017 60.26 47.49 -0.33 0 0.61352876
7/5/2017 60.09 45.55 -0.17 -1.94 0.571271914
7/6/2017 57.89 45.89 -2.2 0.34 0.550442284
7/7/2017 57.7 44.56 -0.19 -1.33 0.535228928
7/10/2017 57.06 44.79 -0.64 0.23 0.530073228
7/11/2017 59.06 45.4 2 0.61 0.545675277
7/12/2017 57.35 45.81 -1.71 0.41 0.530619982
7/13/2017 58.64 46.4 1.29 0.59 0.534448164
7/14/2017 59.31 46.92 0.67 0.52 0.527982168
7/17/2017 59.06 46.41 -0.25 -0.51 0.526980479
7/18/2017 59.25 46.76 0.19 0.35 0.53136253
7/19/2017 61.11 47.5 1.86 0.74 0.560517984
7/20/2017 60.99 47.1 -0.12 -0.4 0.566896611
7/21/2017 59.02 46.19 -1.97 -0.91 0.604710443
7/24/2017 59.54 46.72 0.52 0.53 0.621366963
7/25/2017 61.63 48.19 2.09 1.47 0.66739815
7/26/2017 62.47 48.99 0.84 0.8 0.670172619
7/27/2017 62.88 49.32 0.41 0.33 0.664570299
7/28/2017 64.25 49.93 1.37 0.61 0.688506799
7/31/2017 65.05 50.37 0.8 0.44 0.697617401
8/1/2017 63.3 49.43 -1.75 -0.94 0.713308894
8/2/2017 63.89 49.87 0.59 0.44 0.717421772
8/3/2017 62.8 49.34 -1.09 -0.53 0.666837621
8/4/2017 63.44 49.88 0.64 0.54 0.694374688
8/7/2017 63.57 49.75 0.13 -0.13 0.693733801
8/8/2017 63.57 49.52 0 -0.23 0.691325013
8/9/2017 64.02 49.87 0.45 0.35 0.730481346
8/10/2017 62.18 48.88 -1.84 -0.99 0.771992864
8/11/2017 63.07 49.11 0.89 0.23 0.802123826
8/14/2017 62.06 47.88 -1.01 -1.23 0.796141561
8/15/2017 62.31 47.84 0.25 -0.04 0.810304002
8/16/2017 60.94 47.1 -1.37 -0.74 0.917497322
8/17/2017 61.68 47.4 0.74 0.3 0.921549837
8/18/2017 63.14 48.82 1.46 1.42 0.928965556
8/21/2017 61.98 47.68 -1.16 -1.14 0.932695142
8/22/2017 61.86 48.02 -0.12 0.34 0.929037168
8/23/2017 63.25 48.8 1.39 0.78 1.052415884
8/24/2017 63.25 47.92 0 -0.88 1.016115638
8/25/2017 63.71 48.34 0.46 0.42 1.018598634
8/28/2017 63.58 47.27 -0.13 -1.07 0.991883575
8/29/2017 64.8 47.45 1.22 0.18 0.990019061
8/30/2017 64.5 46.94 -0.3 -0.51 0.968898892
8/31/2017 64.5 48.56 0 1.62 0.877980223
9/1/2017 65.71 48.54 1.21 -0.02 0.876102465
9/4/2017 65.83 48.54 0.12 0 0.87402892
9/5/2017 66.72 49.53 0.89 0.99 0.880776211
9/6/2017 68.02 50 1.3 0.47 0.878304804
9/7/2017 68.65 49.91 0.63 -0.09 0.875718482
9/8/2017 66.73 48.56 -1.92 -1.35 0.908923104
 9/11/2017 65.97 49.07 -0.76 0.51 0.874928122
9/12/2017 66.27 49.17 0.3 0.1 0.874761585
9/13/2017 67.52 50.1 1.25 0.93 0.995309631
9/14/2017 67.38 50.66 -0.14 0.56 1.005927107
9/15/2017 68.05 50.81 0.67 0.15 1.068479029
9/18/2017 67.46 50.66 -0.59 -0.15 1.078279284
9/19/2017 68.13 50.24 0.67 -0.42 1.030435987
9/20/2017 68.72 51.04 0.59 0.8 1.048572142
9/21/2017 69.16 51.21 0.44 0.17 1.038033884
9/22/2017 68.74 51.31 -0.42 0.1 1.037377507
9/25/2017 70.56 52.74 1.82 1.43 1.05373073
9/26/2017 70.82 52.42 0.26 -0.32 1.047955908
9/27/2017 70.5 52.63 -0.32 0.21 1.021303461
9/28/2017 68.47 52.09 -2.03 -0.54 1.06363011
9/29/2017 69.27 52.14 0.8 0.05 1.018644139
10/2/2017 67.24 51.14 -2.03 -1 1.066192481
10/3/2017 66.18 50.99 -1.06 -0.15 1.047255289
10/4/2017 67.51 50.6 1.33 -0.39 1.017893518
10/5/2017 68.28 51.44 0.77 0.84 1.012798394
10/6/2017 66.13 49.92 -2.15 -1.52 1.035870388
10/9/2017 66.18 50.18 0.05 0.26 1.028092194
10/10/2017 67.05 51.43 0.87 1.25 0.978536145
10/11/2017 67.2 51.8 0.15 0.37 0.973610648
10/12/2017 67.94 51.15 0.74 -0.65 0.926641008
10/13/2017 67.6 51.94 -0.34 0.79 0.893950292
10/16/2017 69.1 52.34 1.5 0.4 0.90925544
10/17/2017 69.1 52.28 0 -0.06 0.910817865
10/18/2017 67.83 52.45 -1.27 0.17 0.90356671
10/19/2017 67.77 51.73 -0.06 -0.72 0.848958546
10/20/2017 68.82 52.04 1.05 0.31 0.851716109
10/23/2017 67.96 52.19 -0.86 0.15 0.847585916
10/24/2017 69.66 52.79 1.7 0.6 0.871640225
10/25/2017 69.16 52.59 -0.5 -0.2 0.849400594
10/26/2017 70.37 53 1.21 0.41 0.855789354
10/27/2017 71.48 54.18 1.11 1.18 0.847698187
10/30/2017 71.33 54.48 -0.15 0.3 0.828963231
10/31/2017 72.32 54.69 0.99 0.21 0.835851958
11/1/2017 71.03 54.62 -1.29 -0.07 0.827847902
11/2/2017 71.07 54.89 0.04 0.27 0.858622527
11/3/2017 73.36 55.98 2.29 1.09 0.914095773
11/6/2017 75.24 57.7 1.88 1.72 0.975638265
11/7/2017 74.48 57.59 -0.76 -0.11 0.985987616
11/8/2017 74.46 57.22 -0.02 -0.37 0.983676055
11/9/2017 75.08 57.56 0.62 0.34 1.09674984
11/10/2017 74.63 57.16 -0.45 -0.4 1.108625654
11/13/2017 74.39 57.13 -0.24 -0.03 1.111580326
11/14/2017 73.31 56.03 -1.08 -1.1 1.109936323
11/15/2017 73.84 55.66 0.53 -0.37 1.076097594
11/16/2017 73.16 55.49 -0.68 -0.17 1.089107949
11/17/2017 74.5 56.81 1.34 1.32 1.05555175
11/20/2017 74.55 56.53 0.05 -0.28 1.06992834
11/21/2017 75.17 56.96 0.62 0.43 1.072306252
11/22/2017 74.67 57.94 -0.5 0.98 1.003459172
11/23/2017 75.45 57.94 0.78 0 1.011426994
11/24/2017 74.86 58.73 -0.59 0.79 0.970693218
11/27/2017 74.97 58.08 0.11 -0.65 0.937686254
11/28/2017 74.86 58 -0.11 -0.08 0.965789342
11/29/2017 73.9 57.31 -0.96 -0.69 0.981105628
11/30/2017 73.95 57.4 0.05 0.09 0.980524987
12/1/2017 74.52 58.31 0.57 0.91 0.969636871
12/4/2017 73.17 57.42 -1.35 -0.89 0.962982347
12/5/2017 74 57.65 0.83 0.23 0.978419759
12/6/2017 72.52 56.05 -1.48 -1.6 0.972831225
12/7/2017 74 56.76 1.48 0.71 0.955315358
12/8/2017 74.86 57.46 0.86 0.7 0.960971643
12/11/2017 76.72 58.04 1.86 0.58 0.933721114
12/12/2017 75.69 57.13 -1.03 -0.91 0.932980669
12/13/2017 74.09 56.5 -1.6 -0.63 0.997444729
12/14/2017 74.53 57.01 0.44 0.51 0.99851023
12/15/2017 74.75 57.24 0.22 0.23 0.950139376
12/18/2017 75.3 57.23 0.55 -0.01 0.947806147
12/19/2017 75.82 57.58 0.52 0.35 0.968719097
12/20/2017 76.81 58.11 0.99 0.53 0.979764601
12/21/2017 76.18 58.39 -0.63 0.28 1.023830491
12/22/2017 76.18 58.54 0 0.15 1.061662985
12/25/2017 77.13 58.54 0.95 0 1.041692581
12/26/2017 79.46 59.98 2.33 1.44 1.089140255
12/27/2017 79.23 59.68 -0.23 -0.3 1.089708898
12/28/2017 79.37 59.84 0.14 0.16 1.116913514
12/29/2017 79.37 60.4 0 0.56 1.100109154
1/1/2018 79.28 60.4 -0.09 0 1.100309396
1/2/2018 78.84 60.33 -0.44 -0.07 1.083534556
1/3/2018 79.32 61.41 0.48 1.08 1.049081291
1/4/2018 79.58 61.73 0.26 0.32 1.040275916
1/5/2018 79.21 61.3 -0.37 -0.43 1.044132419
1/8/2018 79.38 61.62 0.17 0.32 1.046187739
1/9/2018 80.61 62.7 1.23 1.08 1.048163613
1/10/2018 80.79 63.21 0.18 0.51 1.029519424
1/11/2018 80.99 63.46 0.2 0.25 1.03039203
1/12/2018 81.72 64.03 0.73 0.57 0.983104941
1/15/2018 81.92 64.03 0.2 0 0.966713404
1/16/2018 81.22 63.49 -0.7 -0.54 0.965314171
1/17/2018 80.75 63.74 -0.47 0.25 0.969006841
1/18/2018 80.13 63.71 -0.62 -0.03 0.97042712
1/19/2018 80.42 63.16 0.29 -0.55 0.940024454
1/22/2018 80.95 63.43 0.53 0.27 0.940326642
1/23/2018 81.77 64.31 0.82 0.88 0.935498188
1/24/2018 83.26 65.36 1.49 1.05 0.983972382
1/25/2018 82.97 65.37 -0.29 0.01 0.976903475
1/26/2018 83.57 65.67 0.6 0.3 0.975937612
1/29/2018 81.96 65.1 -1.61 -0.57 1.028399283
1/30/2018 81.64 64.11 -0.32 -0.99 0.981891489
1/31/2018 82.77 64.31 1.13 0.2 1.053441306
2/1/2018 84.39 65.21 1.62 0.9 1.085085109
2/2/2018 82.07 64.61 -2.32 -0.6 1.201376995
2/5/2018 81.44 63.41 -0.63 -1.2 1.182190692
2/6/2018 81.71 62.7 0.27 -0.71 1.139039579
2/7/2018 78.96 61.19 -2.75 -1.51 1.206490811
2/8/2018 77.64 60.62 -1.32 -0.57 1.22418481
2/9/2018 76.49 58.67 -1.15 -1.95 1.150009795
2/12/2018 76.24 58.73 -0.25 0.06 1.136642845
2/13/2018 75.4 58.75 -0.84 0.02 1.132308396
2/14/2018 77.58 60.27 2.18 1.52 1.181065451
2/15/2018 77.58 60.78 0 0.51 1.154100157
2/16/2018 77.81 61.2 0.23 0.42 1.148894468
2/19/2018 78.48 61.2 0.67 0 1.120817358
2/20/2018 78.22 61.56 -0.26 0.36 1.114558407
2/21/2018 78.97 61.2 0.75 -0.36 1.063755837
2/22/2018 81.47 62.25 2.5 1.05 1.121054485
2/23/2018 84.46 63.1 2.99 0.85 1.182639059
2/26/2018 84.11 63.45 -0.35 0.35 1.177796679
2/27/2018 81.88 62.63 -2.23 -0.82 1.22479208
2/28/2018 80.14 61.14 -1.74 -1.49 1.213885202
3/1/2018 79.3 60.44 -0.84 -0.7 1.221741507
 Number
of
contracts
using
h* column F
0.7660685351 766.0685
a) Colour coded in: DS DF
b) Colour coded in: Slope

ℎ^∗=𝜌 𝜎_𝑆/𝜎_𝐹
=𝑁_𝐹/𝑁_𝐴
𝐺𝑟𝑎𝑑𝑖𝑒𝑛𝑡 𝑖𝑠 𝑔𝑖𝑣𝑒𝑛 𝑏�:𝑅𝑖𝑠𝑒
𝑜𝑣𝑒𝑟 𝑅𝑢𝑛
ΔY/Δ𝑋=𝐷𝑆/𝐷𝐹

c) Colour coded in: Slope

d) Max 1.224792
Min 0.516297
Recent 1.221742 3/1/2018
e) Colour coded in: STDEV(DS)STDEV(DF)
f) Colour coded in: Correl.
g) Colour coded in: H*
h) 𝑌𝑒𝑠, 𝑡ℎ𝑒 𝑠𝑙𝑜𝑝𝑒 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑒𝑑 𝑖𝑛 𝑐𝑒𝑙𝑙 𝐹2 𝑖𝑠 𝑡ℎ𝑒 𝑠𝑎𝑚𝑒 𝑣𝑎𝑙𝑢𝑒 𝑎𝑠 ℎ^∗ 𝑖𝑛 𝑐𝑒𝑙𝑙
i) 𝐽2
Colour coded in: Contracts