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Unformatted text preview: 11 -2,702 -2,693 -2,688 -2,660 -2,657 -2,654 -2,611 -2,604 -2,600 -2,577 -2,561 -2,557 -2,500 -2,459 -2,451 -2,445 -2,421 -2,417 -2,417 -2,416 -2,344 -2,341 -2,318 -2,295 -2,294 -2,290 -2,278 -2,256 -2,246 -2,239 -2,229 -2,204 -2,197 -2,181 -2,166 -2,146 -2,141 -2,138 -2,133 -2,132 -2,125 -2,122 -2,115 -2,088 -2,070 -2,062 -2,040 -2,012 -2,011 -1,984 -1,959 -1,939 -1,939 -1,926 -1,912 -1,910 -1,902 -1,901 -1,894 -1,890 -1,888 -1,880 -1,860 -1,853 -1,844 -1,817 -1,813 -1,806 -1,772 -1,728 -1,711 -1,696 -1,691 -1,691 -1,681 -1,678 -1,615 -1,610 -1,590 -1,589 -1,569 -1,566 -1,543 -1,529 -1,522 -1,516 -1,482 -1,477 -1,474 -1,428 -1,402 -1,349 -1,342 -1,340 -1,327 -1,320 -1,284 -1,279 -1,273 -1,265 -1,249 -1,244 -1,238 -1,223 -1,217 -1,212 -1,173 -1,170 -1,168 -1,154 -1,146 -1,141 -1,137 -1,129 -1,105 -1,100 -1,088 -1,047 -1,039 -1,034 -1,027 -1,015 -974 -969 -959 -955 -954 -930 -916 -908 -890 -875 -856 -839 -838 -832 -831 -823 -818 -790 -787 -784 -766 -746 -739 -732 -730 -717 -699 -685 -681 -673 -666 -660 -647 -638 -626 -625 -617 -596 -592 -580 -574 -561 -470 -455 -449 -425 -425 -382 -360 -316 -312 -299 -294 -266 -257 -252 5% 1 day VaR Correlation -18,683 Column 1 Column 2 Column 3 Column 1 1 Column 2 -0.001098 1 Column 3 -0.436633 -0.047259 1 Date 7-Nov-11 4-Nov-11 3-Nov-11 2-Nov-11 1-Nov-11 31-Oct-11 28-Oct-11 27-Oct-11 26-Oct-11 25-Oct-11 24-Oct-11 21-Oct-11 20-Oct-11 19-Oct-11 18-Oct-11 17-Oct-11 14-Oct-11 13-Oct-11 12-Oct-11 11-Oct-11 10-Oct-11 7-Oct-11 6-Oct-11 5-Oct-11 4-Oct-11 3-Oct-11 30-Sep-11 29-Sep-11 28-Sep-11 27-Sep-11 26-Sep-11 23-Sep-11 22-Sep-11 21-Sep-11 20-Sep-11 19-Sep-11 16-Sep-11 15-Sep-11 14-Sep-11 13-Sep-11 12-Sep-11 9-Sep-11 8-Sep-11 7-Sep-11 6-Sep-11 2-Sep-11 1-Sep-11 31-Aug-11 30-Aug-11 29-Aug-11 26-Aug-11 25-Aug-11 24-Aug-11 23-Aug-11 22-Aug-11 19-Aug-11 18-Aug-11 17-Aug-11 16-Aug-11 15-Aug-11 12-Aug-11 11-Aug-11 10-Aug-11 9-Aug-11 8-Aug-11 5-Aug-11 4-Aug-11 3-Aug-11 2-Aug-11 1-Aug-11 29-Jul-11 28-Jul-11 27-Jul-11 26-Jul-11 25-Jul-11 22-Jul-1...
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