Abstract:
A capital markets index and related futures contracts are provided. The index of the present invention indexes marginal returns available on capital markets free of default risk. The index of the present invention uses chain-linked futures contracts both as measuring instruments and as building blocks. The futures contract of the present invention is based on the index of the present invention. Accordingly, both the index of the present invention and related futures contracts are transparent and accurate reflections of the baseline returns universe made up of dollar based fixed-income markets

Description:
FIELD OF THE INVENTION  
         [0001]    The present invention relates to index contracts.  
         REFERENCE TO TABLE SUBMITTED ON COMPACT DISK  
         [0002]    The information located in the file entitled “Table” containing 288 bytes of information created on 12 May 2003 and submitted to the United States Patent and Trademark Office is hereby incorporated-by-reference.  
         BACKGROUND OF THE INVENTION  
         [0003]    The investment management industry has become increasingly inventive in its use of benchmark indices as baseline measures, for differentiating among factors influencing returns, and for evaluating the performance of portfolios managers. However, portfolio managers typically use off-the-shelf indices that do often do not accurately reflect the true investment universe. Consequently, performance analyses can be biased or distorted (See, for example, David E. Kuenzi,  Strategy Benchmarks, Journal of Portfolio Management  Winter 2003, Vol. 29, No. 2, pp. 46-56).  
           [0004]    Desirable properties possessed by good benchmarks are summarized in Jeffrey V. Baily,  Are Manager Universes Acceptable Performance Benchmarks?, Journal of Portfolio Management  Spring 1992, Vol. 18, No. 3, pp. 9-13. These properties include: a well-defined universe, availability of historical data, investable securities with well-defined risk parameters, daily price performance, low-turnover of securities included in the benchmark, and selection rules for index inclusion specified in advance.  
           [0005]    A well-defined universe is important for two reasons that are integrally related. This first is generalizability; the second is internal validity. However, there is a natural trade-off between these goals. (See, for example, T HOMAS  D. C OOK  &amp; D ONALD  T. C AMBELL , Q UASI -E XPERIMENTATION : D ESIGN  &amp; A NALYSIS  I SSUES , (Houghton-Mifflin 1979) (discussing the trade-offs between reliability and generalizability); R OBERT  F. D EVELLIS , S CALE  D EVELOPMENT  T HEORY AND  A PPLICATIONS  39-41 (Sage Publications 1991). Broadly based indices lack focus; narrowly based indices may not be representative. For an index to have value, the universe of securities available for inclusion must be representative, and the rules for sample selection must be well defined, known in advance, and unbiased.  
           [0006]    To the extent that the universe of securities available for index selection is large, but only loosely correlated, the reliability of the index suffers. High turnover of index components makes it unclear exactly what the index actually measures. High turnover also calls into question the validity of comparisons over time. A loosely defined universe of selectable securities leads to a lack of index focus. On the other hand, a very tightly defined and highly correlated group of securities may be so specific that it loses its generalizability value. Lack of clear inclusion rules can lead to selection bias.  
           [0007]    In addition, a critical feature that differentiates bonds from stocks makes bond market indices problematic. Unlike stocks, bonds mature. Consequently, prices of individual fixed-income securities change over time in ways that individual stocks do not. For example, if the general level of equity markets remained unchanged over a 1-year period, we would expect the Dow Jones Industrial Average to be essentially unchanged, even though some index components would have risen and some fallen. The Dow Jones Industrial Average is an index promulgated by the Dow Jones &amp; Company, World Financial Center, 200 Liberty Street, New York, N.Y. 10281, that serves as a measure of the entire U.S. market, covering such diverse industries as financial services, technology, retail, entertainment and consumer goods.  
           [0008]    By way of contrast, consider a bond market with a positive yield curve in which 4-year maturities yield 50 basis points more than 3-year maturities. With no change in the general level of market interest rates, over 1-years time, a portfolio consisting of 4-year notes will enjoy a capital gain of 50 basis points in addition to coupon income earned. But the ending portfolio will be different from the beginning one. Portfolio risk parameters, market value and earnings potential all will have changed, even though market interest rates have remained stable. Hence there exists a need for a measure that replicates returns available in the bond market so that portfolio managers (and their customers) can benchmark similar performances over time.  
           [0009]    An approach to address these issues has been to offer a dual solution: a pair of indices. One index presents a returns universe; the other index presents a statistics universe. The returns universe index seeks to avoid the problem of the moving target by designating a constant set of bonds for a given time period, with returns calculated accordingly. This approach avoids the moving target problem, but at the price of missing potentially important changes in the selection universe for the time in question.  
           [0010]    By contrast, the statistics universe index captures the dynamism implicit in the marketplace. For instance, the statistics universe index includes new issues, changes in credit ratings, and can be used for rebalancing. But it necessarily does so by changing the definition of the universe of available securities. Returns comparisons are thus not necessarily directly comparable over time.  
           [0011]    In addition, data quality is of paramount concern in index construction. Even a good index design executed with bad data will result in a flawed measure with limited utility. Many designers attempt to deal with the inherent difficulties of bond market data collection by constructing indices containing large numbers of bonds on the theory that, on average, the prices will be approximately correct. However, such indices are expensive to administer and their responsiveness to significant market moves is liable to be sluggish and unfocused. Moreover, index pricing is likely to reflect only the closing prices of the component bonds, and even then, the closing “prices” are simply traders&#39; marks-to-market.  
           [0012]    Still further, transparency is of paramount concern in index construction. Bond indices (unlike stock indices) are rarely calculated on the basis of actual market transactions. Typically bond indices are calculated on traders&#39; subjective mark-to-market type estimates of where they think bonds ought to trade. For the most part the bonds are “matrix-priced”, against a grid of comparable issues.  
           [0013]    Thus, reliable and efficient bond indices are far more difficult to construct and maintain than stock indices. The universe of available instruments is difficult to define. The mathematics of fixed-income pricing is such that apples-to-apples comparisons of bond indices are problematic, especially over time. Historical bond market data is more difficult to come by than stock market data. Moreover, bond index pricing tends toward trader&#39;s mark-to-market quotes rather than actual market transactions.  
           [0014]    What would therefore be desirable would be an index that accurately, efficiently and transparently replicates marginal returns on Treasury securities generated by the general level of longer-term market interest rates, the shape of the yield curve and the level of short-term financing rates.  
         SUMMARY OF THE INVENTION  
         [0015]    An index in accordance with the principals of the present invention more accurately, efficiently and transparently replicates the returns on Treasury securities generated by the general level of longer-term market interest rates, the shape of the yield curve and the level of short-term financing rates. In accordance with the principals of the present invention, a capital markets index and related futures contracts based on the capital markets index are provided. The index of the present invention indexes marginal returns available on capital markets free of default risk. The index of the present invention uses chain-linked futures contracts both as measuring instruments and as building blocks. Accordingly, both the index of the present invention and related futures contracts are transparent and accurate reflections of the baseline returns universe made up of dollar based fixed-income markets 
       
    
    
     BRIEF DESCRIPTION OF THE DRAWINGS  
       [0016]    [0016]FIG. 1 is a graph illustrating the high, low and closing prices of an example index in accordance with the principals of the present invention based on historical daily market data from January 2001 through March 2003.  
         [0017]    [0017]FIG. 2 is a scatter plot comparing monthly returns on the example index of FIG. 1 to monthly returns generated by an index of constant maturity synthetic Treasury securities with 5-year, 10-year and 20-year maturities.  
         [0018]    [0018]FIG. 3 is a graph comparing returns between cash bonds and cash five-year notes, using constant maturity Treasury rates from February 2001 through February 2003 to create a comparison Index of synthetic cash securities.  
         [0019]    [0019]FIG. 4 is a graph displaying and comparing average monthly closing prices of the example index of FIG. 1 with its cash counterpart of the same duration.  
         [0020]    [0020]FIG. 5 is a graph displaying the price movements of synthetic 5-year notes and 20-year bonds.  
         [0021]    [0021]FIG. 6 is a graph displaying a comparison of the price action of the example index of FIG. 1 versus the Dow Jones Industrials from January 2001 through March 2003.  
         [0022]    [0022]FIG. 7 is a returns scatter plot derived from regressing daily bond market returns against daily equity returns. 
     
    
     DETAILED DESCRIPTION OF THE INVENTION  
       [0023]    An index and futures contract in accordance with the principals of the present invention is an easily usable and accurate replication of the universe of “riskless” capital market returns. By “riskless” what is meant is that the capital market returns are free of default risk. An index and futures contract in accordance with the principals of the present invention uses Treasury futures as its building blocks. The term Treasury futures refers to futures contracts such as those offered by the Board of Trade of the City of Chicago, 141 West Jackson Boulevard, Chicago, Ill. 60604-2994 (CBOT) in which the underlying deliverable security is one issued by the United States Treasury. Tethered to the broad, deep and transparent marketplace for Treasury futures contracts, the index and futures contract in accordance with the principals of the present invention accurately reflects marginal returns available to investors in Treasury securities with maturities of 5 years and longer. The terms Treasury Securities and Treasury Instruments are used interchangeably herein, and refer to debt instruments sold by the United States Treasury in the open market and bearing the full faith and credit of the United States government.  
         [0024]    The index, in accordance with the principals of the present invention, addresses a problem inherent in fixed-income benchmarks by reconciling two competing needs. The first is for a recognizable, predictable, and transparently priced set of fixed-income securities to comprise the index. The second is for the index to capture changes in the universe of bonds without sacrificing internal consistency.  
         [0025]    An index in accordance with the principals of the present invention addresses the reliability/generalizability trade-off by combining a constant measuring instrument with forward pricing. In a preferred embodiment, the constant measuring instruments are front-month contracts and the forward pricing are the quarterly contract rolls. An index in accordance with the principals of the present invention chain-links measurement cohorts into a continuous time series. The cohort is the duration weighted average daily price of bond contracts during a given time period; the chain-link is the market price of rolling from Time t  to Time t+1 . For example, in a preferred embodiment the cohort is the duration weighted average daily price of Treasury 5-year notes, Treasury 10-year notes, and bond contracts during a calendar quarter; the chain-link is the market price of rolling from Quarter t  to Quarter t+1 . Because the roll-price is equal to carry value, an index in accordance with the principals of the present invention approximates marginal returns available from “risk-free” capital market instruments. (Treasury instruments are “risk-free” with respect to credit; they can also be thought of as the “risk-free” rate for a particular place along the yield curve).  
         [0026]    To replicate these returns on Treasury securities generated by the general level of longer-term market interest rates, the shape of the yield curve and the level of short-term financing rates the index of the present invention is comprised of duration weighted prices of front-month 5-year, 10-year and bond contracts. Duration weights are adjusted. In a preferred embodiment, duration weights are adjusted quarterly. The index is chain-linked to maintain consistency over time. The chain-link technique strings observations together into a consistent and reliable time-series by incorporating past information into the current index calculation. Not only does the chain-link technique maintain internal index consistency, it allows returns to compound over time at current market rates. The result is an index that correlates well with cash market returns. In a preferred embodiment, the index is chain linked quarterly.  
         [0027]    An index in accordance with the principals of the present invention is comprised of the following elements: prices of 5-year, 10-year and bond contracts weighted by duration, calendar spreads of 5-year, 10-year and bond contracts and accumulated calendar spreads from the index inception date. In a preferred embodiment, duration weights are adjusted quarterly. Calendar spreads are added to, and current front-month contracts are substituted for, expiring contracts. In a preferred embodiment, this substitution occurs after the close of business on the second Friday of March, June, September and December. See Lev DynKin, Jay Hyman, &amp; Peter Lindner,  Hedging and Replication of Fixed - Income Portfolios , T HE  J OURNAL OF  F IXED  I NCOME  1-21 (March 2002) for a discussion of the efficacy of using duration-weighted CBOT Treasury futures to replicate a series of fixed-income portfolios.  
         [0028]    The index value (IV) at time (t) is the duration-weighted average price (DWABP) of nearby 5-year, 10-year and bond futures contracts plus accumulated net carry (AC), rebalanced quarterly, or:  
           IV   t =( DWABP   t )+ AC   t    
         [0029]    The duration weights are such that each index component makes an approximately equal contribution to index volatility for parallel rate shifts. Deferred contract months embed carry into the price structure. Price differences between current and deferred contracts are added in to the index periodically (in a preferred embodiment, quarterly) and accumulate over time.  
         [0030]    Constructed this way an index in accordance with the principals of the present invention incorporates three important factors into its pricing structure: parallel rate shifts, yield curve changes and financing margins. The index of the present invention covers the span of the targeted maturity spectrum by including 5-year, 10-year and bond contracts. Duration price weighting allows yield curve shifts to show through. Including (and accumulating) forward contract rolls adds cumulative net carry, which is largely determined by short-term financing rates.  
         [0031]    An index in accordance with the principals of the present invention is consistent both as a measure and as a construct. The construct is that of marginal capital market returns available from investing in a representative collection of longer-duration Treasury instruments. However, not all long-dated capital market instruments enjoy the same return nor do they have the same risk profile, expressed in terms of volatility. Therefore, to be a consistent measure of capital market returns, the index incorporates, on a weighted basis, the risks and returns that reside at key pivot points along the capital market yield curve.  
         [0032]    For example, Treasury 5-year notes, Treasury 10-year notes and bonds represent key inflection points that define the shape of the yield curve. But over time, characteristics of cash Treasury securities at inflection points can and will change. For instance, as rate levels change new issues will have coupons that reflect new market levels. To the extent that market rates change substantially, calculated duration may change substantially as well. Further, market interest rate shifts may not be parallel, and so the relative duration may shift.  
         [0033]    An index in accordance with the principals of the present invention accommodates developments such as these (because they reflect the dynamism of the market place), while maintaining the integrity of the underlying construct—marginal returns available from risk-free capital market instruments. Construct integrity—that is, index consistency—is accomplished by chain-linking. The index is updated so that it consists of the nearby Treasury 5-year note, Treasury 10-year note and bond contracts. Index consistency over time is maintained by linking index cohorts by the market price of rolling forward.  
         [0034]    Rolling contracts forward involves selling the nearby position and acquiring a position in the next contract expiration. For example, an investor who is “long” March bond futures contracts and who wants to roll his position forward, would sell out his March bonds and buy June bonds as a replacement. The price of this type of transaction is typically determined by the difference in carry value, in this example, between March and June. Carry value is determined by the difference between the cost of funds and interest earned.  
         [0035]    Table 1 illustrates how carry works in bond futures. The table assumes that the cheapest-to-deliver cash bond has a 6% semi-annual coupon; that it is trading at 100, and that the financing rate is 2%. For the sake of example, the additional simplifying assumption that all contract expirations are exactly equally spaced among quarters is made. Hypothetical contract prices are in the table&#39;s interior.  
                                                                       TABLE 1                                       Contract Expiration Dates            Hypothetical Deliverable Cash   March   June   Sept.   Dec.       Treasury Bond: 6% @ 100   02   02   02   02                    Valuation   December 2001   99   98   97   96       Dates   March 2002   100   99   98   97           June 2002       100   99   98           September 2002           100   99           December 2002               100                  
 
         [0036]    The prices displayed in the table are a snapshot. Absent a change in the cash bond price over one full year, the front bond contract will gradually experience a price rise equal to carry or 6%−2%=4%=4 points. The 4 points can come about two ways. In December 2001 an investor could simply buy the December 2002 contract at 96 and wait for it to accrete to par. Or an investor could buy the March 2002 contract at 99, sell it at 100 and roll into the June contract at 99 and repeat the process 3 more times over the course of the year, thereby earning 4 points. An investor who bought and rolled the front bond contract and invested in fed funds would essentially earn the same pre-tax return as a cash bond investor. Four points would come from accretion over the year and 2 additional points would come from the 2% fed funds rate.  
         [0037]    Table 1 also shows how the index of the present invention maintains consistency over time. Even though the futures contracts that comprise the index are updated quarterly, the changes do not fundamentally affect index valuation. Changes in index valuation arise from two sources: changes in market rates and interest earnings in excess of carry costs. Changes in market rates can emerge from changes in the shape in the yield curve, changes in the general level of rates, or both. Absent a change in the general level market rates, changes in index valuation are the result of carry accretion, negative or positive.  
         [0038]    An additional feature of an index in accordance with the principals of the present invention is its transparency, both with respect to pricing and the criteria for index inclusion. Evaluation of the index in accordance with the principals of the present invention is based on actual transactions that take place in large, liquid, transparent and easily accessible markets. Not only are the underlying contracts themselves traded actively, the cash securities on which they are based trade actively, and the delivery process keeps cash and futures markets “in line” with each other. For example, on the average day CBOT trades 5-year note futures with a notional value of about $20 Billion; 10-year notes with a notional value of about $40 Billion, and bonds in the vicinity of $20 Billion. In the underlying cash markets that ultimately price the futures contracts through convergence, average daily trading in 3 to 5-year maturities is about $100 Billion; 6-to-10-year maturities about $70 Billion, and long-dated bonds about $18 Billion.  
         [0039]    Tight linkage between cash and futures markets in U.S. government securities bolsters efficient futures market pricing with respect to cash. Market transparency encourages price signals to be widely disseminated throughout the marketplace. Consequently, an index in accordance with the principals of the present invention that is derived from these prices, is both a transparent and efficient benchmark of market prices and returns.  
         [0040]    In addition, not only is historical data available for an index in accordance with the principals of the present invention, daily price and volume data for index components are available as well. The CBOT maintains historical high-low-close and volume data for all its contracts. As a result, historical index results can be calculated and analyzed. These data can be used to calculate historical returns in the bond markets and can be used for benchmarking purposes, both retrospectively and prospectively.  
         [0041]    The index data utilized in an index of the present invention represents actual transactions that take place throughout the day. Consequently there are high, low, and closing prices, as well as volume statistics for the underlying contracts. Prices are contestable, based on transactions, rather than opinions. Because volume statistics are available, the index and its components can be subjected to various types of analysis (such as flow-of-funds) that other indices cannot accommodate. Further, by design, the index of the present invention is sensitive to fluctuations in market interest rates and therefore represents a superior measure of market behavior.  
         [0042]    Still further, the index in accordance with the principals of the present invention is both efficient and simple. The index of the present invention captures and aggregates the impact of hundreds of thousands of transactions a day for billions of dollars of securities using a discreet number of data points. In a preferred embodiment, only 3 data collection points, namely, the prices of nearby 5-year, 10-year and bond futures contracts are utilized. Index prices are duration-weighted averages of these futures prices, plus the weighted price of the forward roll, discussed earlier. But while there are a discreet number of data collection points, these collection points accurately represent the underlying values of hundreds of billions of dollars worth of U.S. Government securities that are traded daily. The prices are accurate because the delivery process forces convergence between cash and futures prices.  
       EXAMPLE  
       [0043]    An example index in accordance with the principals of the present invention consists of the following elements: daily high, low and closing prices of 5-year, 10-year and bond contracts weighted by duration, quarterly calendar spreads of 5-year, 10-year and bond contracts and accumulated calendar spreads from the index inception date. Duration weights are adjusted quarterly. Calendar spreads are added to, and current front-month contracts are substituted for, expiring contracts after the close of business on the second Friday of March, June, September and December. The Appendixes include the historical equity data used to compare equity returns to the returns of the the example index, historical constant maturity and fed funds rate data published by the Federal Reserve Bank of St. Louis and historical CBOT futures price data used to calculate duration weights and market prices for note and bond rolls.  
         [0044]    The example index is designed to measure available returns in Treasury securities with maturities 5-years and longer. While returns across Treasury securities tend to be highly correlated, both risk parameters and expected earnings vary with respect to duration. Further, yields on shorter-term securities are likely to be more sensitive to changes in monetary policy, while yields of longer-dated issues are likely to be more sensitive to inflation expectations. Finally, returns on long-dated Treasury securities are partly determined by liquidity preferences. Therefore the goal of the example index is to accurately, efficiently and transparently replicate the returns on Treasury securities generated by the general level of longer-term market interest rates, the shape of the yield curve and the level of short-term financing rates.  
         [0045]    A good test of the efficacy of an index is how well it correlates with cash market behavior. To the extent that an index reliably captures returns generated by a representative collection of cash securities over time, it is a reliable index of that universe of returns. FIG. 1 graphically represents the high, low and closing prices of the example index in accordance with the principals of the present invention based on historical daily market data from January 2001 through March 2003. FIG. 2 presents a scatter plot comparing monthly returns on the example index to monthly returns generated by an index of constant maturity synthetic Treasury securities with 5-year, 10-year and 20-year maturities. The sample time frame extends from February 2001 through February 2003. The comparison cash index used synthetic 6% coupon semi-annual cash bonds; prices were generated using constant maturity rates reported by the St. Louis Fed on its website (http://www.stls.frb.org/). The cash index added accrued interest from the 6% coupon and subtracted carry cost using the monthly average fed funds rate. Cash index bond prices were duration weighted.  
         [0046]    A comparison of returns between the example index and the mirror image cash market index produced highly correlated returns, with an R 2  of 0.987. In this regard, the high correlation (bordering on an identity) is not simply the result of generally high correlations in bond market returns. Correlations between the returns on 5-year notes and bonds are much lower for the same time period, with an R 2  of about 0.764. This is shown in FIG. 3, which graphs return comparisons between cash bonds and cash fives, using constant maturity Treasury rates from February 2001 through February 2003 as a basis for comparison.  
         [0047]    In combination, FIGS. 4 and 5 illustrate the price effects of matched and unmatched durations. For example, FIG. 4 displays the price movements of the example index with its cash counterpart of the same duration; the two indices clearly move together. By comparison, FIG. 5 displays the price movements of synthetic 5-year notes and 20-year bonds. Their relative price behavior is clearly less closely correlated than the duration-matched cash and futures proxies displayed in FIG. 4.  
         [0048]    The index in accordance with the principals of the present invention also can be used as a reference for comparing returns across markets. For example, FIG. 6 displays a comparison of the price action of the example index versus the Dow Jones Industrials from January 2001 through March 2003. The Dow scale is on the left-hand side of the graph; the example index is on the right.  
         [0049]    In the same vein, FIG. 7 displays a returns scatter plot derived from regressing daily bond market returns against daily equity returns. As the graph illustrates, returns are reasonably highly correlated, but the correlations are negative. To some extent, this may be statistical artifact; the sample time frame coincides with the early stages both of the bear market in stocks and easing by the Fed. Nevertheless these data suggest the possibility of using combinations of equity and debt index futures contracts to manage what might otherwise be systematic (that is, non-diversifiable) financial market risk. See P ETER  B ERNSTEIN , A GAINST THE  G ODS : T HE  R EMARKABLE  S TORY OF  R ISK  (John Wiley and Sons 1996 pp 248-257 (discussing diversification across markets); F RANK  J. F ABOZZI , &amp; G IFFORD  F ONG , A DVANCED  F IXED  I NCOME  P ORTFOLIO  M ANAGEMENT  pp. 33-34 (discussing systematic vs. non-systematic risk (McGraw-Hill 1994); P HILLIPPE  J ORIAN , V ALUE AT  R ISK  (McGraw-Hill, 2001) pp.82-85; and J OHN  F. M ARSHALL ; &amp; V IPUL  K. B ANSAL , F INANCIAL  E NGINEERING  A C OMPLETE  G UIDE TO  F INANCIAL  I NNOVATION  (N.Y. Inst. of Fin. 1992) pp. 119-121. See also Charles D. Ellis,  Levels of the Game,  26 J OURNAL OF  P ORTFOLIO  M ANAGEMENT  2 at 12-15 (2000) (discussing the costs and benefits of bundling versus buying and selling individual securities.)  
         [0050]    The index in accordance with the principals of the present invention can be converted into the form of a futures contract. An index in accordance with the principals of the present invention would serve as the underlying asset; it would have a notional par value with prices quoted as a percent of par, and it would settle for cash. There would be timely expirations.  
         [0051]    For example, the unit of trading of a futures contract in accordance with the principals of the present invention could be $1,000 times the example index for a notional par value of $100,000. The minimum Tick Size could be one thirty-second ({fraction (1/32)} nd ) of 1 point, with the value of one tick being $31.25. Minimum price fluctuations could be in multiples of points and 32nds of points. There would be no daily price limitations.  
         [0052]    There would be 4 quarterly expirations (March, June, September and December). Final settlement would be at the close of business the second Friday of expiration months. The final settlement price could be $1,000 times the closing example index valuation. The final example index value calculation would be based on the settlement prices of 5-year, 10-year and bond contracts.  
         [0053]    Two contracts could be listed for trading. The first could be the nearest available calendar delivery month; the second could be the next available delivery month. Eligible pairs for listing can be March-June, June-September, September-December, and December-March. The contracts would settle for cash. Position Limits could be implemented, such as 5,000 contracts in the spot month and in all months combined. Reportable Positions could be implemented, such as 100 contracts.  
         [0054]    While the invention has been described with specific embodiments, other alternatives, modifications and variations will be apparent to those skilled in the art. All such alternatives, modifications and variations are intended to be included within the spirit and scope of the appended claims.  
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     APPENDIX I                       Front Contract Roll Date                                        Bonds           Comdty   Tens           Comdty   Fives                USH1       Px   Px   Px       TYH1   Px   Px   Px       FVH1   Px   Px   Px           Comdty   Date   High   Last   Low   Spread   Date   High   Last   Low   Spread   Date   High   Last   Low   Spread                    USH1   Jan. 02, 2001   106.34   06.28   104.78       Jan. 02, 2001   106.28   106.19   105.06       Jan. 02, 2001   104.48   104.44   103.69           Comdty       USH1   Jan. 03, 2001   106.63   104.44   104.25       Jan. 03, 2001   106.56   104.77   104.63       Jan. 03, 2001   104.53   103.52   103.34       Comdty       USH1   an. 04, 2001   105.16   105.13   104.09       Jan. 04, 2001   105.56   105.55   104.75       Jan. 04, 2001   104.09   104.08   103.63       Comdty       USH1   Jan. 05, 2001   105.63   105.59   104.56       Jan. 05, 2001   106.16   106.11   105.22       Jan. 05, 2001   104.59   104.58   103.84       Comdty       USH1   Jan. 08, 2001   105.75   105.59   105.25       Jan. 08, 2001   106.5   106.38   105.8       Jan. 08, 2001   104.91   104.8   104.33       Comdty       USH1   Jan. 09, 2001   105.47   105.28   104.72       Jan. 09, 2001   106.09   105.97   105.59       Jan. 09, 2001   104.56   104.41   104.17       Comdty       USH1   Jan. 10, 2001   105.28   104.5   104.34       Jan. 10, 2001   105.92   105.33   105.23       Jan. 10, 2001   104.45   103.98   103.89       Comdty       USH1   Jan. 11, 2001   104.72   103.72   103.56       Jan. 11, 2001   105.63   105.11   104.86       Jan. 11, 2001   104.2   103.92   103.78       Comdty       USH1   Jan. 12, 2001   103.66   102.91   102.78       Jan. 12, 2001   105.13   104.36   104.25       Jan. 12, 2001   103.92   103.45   103.34       Comdty       USH1   Jan. 16, 2001   103.34   103.19   102.78       Jan. 16, 2001   104.73   104.52   104.34       Jan. 16, 2001   103.73   103.52   103.45       Comdty       USH1   Jan. 17, 2001   104.38   104.06   102.75       Jan. 17, 2001   105.31   105.02   104.16       Jan. 17, 2001   104.03   103.77   103.2       Comdty       USH1   Jan. 18, 2001   104.78   104.75   103.78       Jan. 18, 2001   105.56   105.53   104.86       Jan. 18, 2001   104.19   104.14   103.69       Comdty       USH1   Jan. 19, 2001   104.53   103.72   103.56       Jan. 19, 2001   105.56   105.02   104.88       Jan. 19, 2001   104.3   103.89   103.81       Comdty       USH1   Jan. 22, 2001   103.63   103.19   103.03       Jan. 22, 2001   104.98   104.67   104.59       Jan. 22, 2001   103.94   103.7   103.64       Comdty       USH1   Jan. 23, 2001   103.72   102.59   102.53       Jan. 23, 2001   105.05   104.28   104.23       Jan. 23, 2001   103.91   103.41   103.38       Comdty       USH1   Jan. 24, 2001   103.03   102.44   102.19       Jan. 24, 2001   104.52   104.14   104.03       Jan. 24, 2001   103.53   103.34   103.22       Comdty       USH1   Jan. 25, 2001   103.28   102.94   101.97       Jan. 25, 2001   104.56   104.38   103.63       Jan. 25, 2001   103.72   103.48   102.94       Comdty       USH1   Jan. 26, 2001   103.44   102.78   102.5       Jan. 26, 2001   104.77   104.39   104.2       Jan. 26, 2001   103.78   103.58   103.5       Comdty       USH1   Jan. 29, 2001   102.97   102.44   102.28       Jan. 29, 2001   104.56   104.27   104.22       Jan. 29, 2001   103.77   103.58   103.53       Comdty       USH1   Jan. 30, 2001   103.66   103.47   102.38       Jan. 30, 2001   105   104.78   104.25       Jan. 30, 2001   103.95   103.8   103.53       Comdty       USH1   Jan. 31, 2001   104.22   104.06   103.44       Jan. 31, 2001   105.31   105.22   104.81       Jan. 31, 2001   104.13   104.09   103.78       Comdty       USH1   Feb. 01, 2001   105.44   105.13   104.56       Feb. 01, 2001   105.97   105.73   105.53       Feb. 01, 2001   104.5   104.33   104.2       Comdty       USH1   Feb. 02, 2001   105.28   104.41   104.38       Feb. 02, 2001   105.8   105.27   105.14       Feb. 02, 2001   104.34   103.95   103.88       Comdty       USH1   Feb. 05, 2001   105   104.69   104.38       Feb. 05, 2001   105.5   105.27   105.13       Feb. 05, 2001   104.06   103.95   103.8       Comdty       USH1   Feb. 06, 2001   104.69   104.34   104.22       Feb. 06, 2001   105.27   104.95   104.89       Feb. 06, 2001   103.95   103.75   103.72       Comdty       USH1   Feb. 07, 2001   104.88   104.34   104.25       Feb. 07, 2001   105.31   105.13   105.05       Feb. 07, 2001   104.02   103.83   103.78       Comdty       USH1   Feb. 08, 2001   104.56   104.34   103.75       Feb. 08, 2001   105.22   105.09   104.73       Feb. 08, 2001   103.88   103.81   103.59       Comdty       USH1   Feb. 09, 2001   105.09   105   104.47       Feb. 09, 2001   105.56   105.55   105.19       Feb. 09, 2001   104.16   104.13   103.91       Comdty       USH1   Feb. 12, 2001   105   104.41   104.31       Feb. 12, 2001   105.66   105.33   105.28       Feb. 12, 2001   104.28   104.06   104.03       Comdty       USH1   Feb. 13, 2001   105.06   104.22   103.97       Feb. 13, 2001   105.69   105.17   105.08       Feb. 13, 2001   104.23   103.92   103.81       Comdty       USH1   Feb. 14, 2001   104.47   104.03   103.91       Feb. 14, 2001   105.28   104.83   104.78       Feb. 14, 2001   103.95   103.59   103.53       Comdty       USH1   Feb. 15, 2001   103.81   103.22   102.97       Feb. 15, 2001   104.67   104.41   104.19       Feb. 15, 2001   103.47   103.33   103.19       Comdty       USH1   Feb. 16, 2001   103.84   103.75   102.56       Feb. 16, 2001   105.03   105   104.09       Feb. 16, 2001   103.86   103.83   103.13       Comdty       USH1   Feb. 20, 2001   103.91   103.81   103.25       Feb. 20, 2001   105.05   105.02   104.66       Feb. 20, 2001   103.84   103.81   103.63       Comdty       USH1   Feb. 21, 2001   103.91   103.34   103.03       Feb. 21, 2001   105.19   104.77   104.67       Feb. 21, 2001   104.03   103.72   103.64       Comdty       USH1   Feb. 22, 2001   103.81   103.22   102.94       Feb. 22, 2001   105.02   104.81   104.63       Feb. 22, 2001   103.97   103.86   103.72       Comdty       USH1   Feb. 23, 2001   104.09   103.78   103.13       Feb. 23, 2001   105.3   105.16   104.86       Feb. 23, 2001   104.27   104.14   103.94       Comdty       USH1   Feb. 26, 2001   104.31   104.28   103.47       Feb. 26, 2001   105.47   105.44   104.91       Feb. 26, 2001   104.36   104.33   104       Comdty       USH1   Feb. 27, 2001   105.63   105.47   104.5       Feb. 27, 2001   106.06   105.88   105.58       Feb. 27, 2001   104.69   104.47   104.39       Comdty       USH1   Feb. 28, 2001   105.88   105.59   105.06       Feb. 28, 2001   106.34   106.33   105.78       Feb. 28, 2001   104.78   104.78   104.34       Comdty       USH1   Mar. 01, 2001   106.44   106.25   105.88       Mar. 01, 2001   106.72   106.53   106.22       Mar. 01, 2001   105   104.89   104.69       Comdty       USH1   Mar. 02, 2001   106.5   105.09   105.03       Mar. 02, 2001   106.66   105.91   105.88       Mar. 02, 2001   104.94   104.53   104.47       Comdty       USH1   Mar. 05, 2001   105.25   105.13   104.84       Mar. 05, 2001   105.98   105.89   105.75       Mar. 05, 2001   104.63   104.5   104.44       Comdty       USH1   Mar. 06, 2001   105.59   104.94   104.75       Mar. 06, 2001   106.14   105.89   105.67       Mar. 06, 2001   104.61   104.5   104.33       Comdty       USH1   Mar. 07, 2001   105.88   105.75   104.94       Mar. 07, 2001   106.31   106.25   105.92       Mar. 07, 2001   104.72   104.7   104.5       Comdty       USH1   Mar. 08, 2001   106.25   105.94   105.78       Mar. 08, 2001   106.58   106.41   106.28       Mar. 08, 2001   104.92   104.8   104.77       Comdty       USH1   Mar. 09, 2001   106.25   105.72   105.19   0.313   Mar. 09, 2001   106.48   106.13   105.81       Mar. 09, 2001   104.84   104.63   104.44       Comdty       USH1   Mar. 12, 2001   106.22   105.88   105.63   0.313   Mar. 12, 2001   106.52   106.22   106.13   0.438   Mar. 12, 2001   104.84   104.7   104.63   −0.2                                                Comdty                   Comdty                   USM1       Px   Px   Px       TYM1   Px   Px   Px       FVM1   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USM1   Mar. 09, 2001   105.91   105.41   104.84       Mar. 09, 2001   106.16   105.69   105.36       Mar. 09, 2001   105.08   104.83   104.63           Comdty       USM1   Mar. 12, 2001   105.94   105.56   105.28       Mar. 12, 2001   106.08   105.8   105.69       Mar. 12, 2001   105.06   104.91   104.83           Comdty       USM1   Mar. 13, 2001   105.66   105.34   105.19       Mar. 13, 2001   105.88   105.64   105.63       Mar. 13, 2001   105.03   104.86   104.84       Comdty       USM1   Mar. 14, 2001   106.47   106.03   105.69       Mar. 14, 2001   106.41   106.2   105.86       Mar. 14, 2001   105.44   105.33   105.08       Comdty       USM1   Mar. 15, 2001   106.53   106.13   105.75       Mar. 15, 2001   106.69   106.47   106.09       Mar. 15, 2001   105.77   105.63   105.28       Comdty       USM1   Mar. 16, 2001   106.91   106.53   106.16       Mar. 16, 2001   107   106.75   106.42       Mar. 16, 2001   105.94   105.75   105.53       Comdty       USM1   Mar. 19, 2001   106.44   106.03   105.94       Mar. 19, 2001   106.61   106.34   106.33       Mar. 19, 2001   105.64   105.5   105.48       Comdty       USM1   Mar. 20, 2001   106.41   106.34   105.84       Mar. 20, 2001   106.66   106.64   106.25       Mar. 20, 2001   105.8   105.77   105.41       Comdty       USM1   Mar. 21, 2001   106.81   106.34   106.19       Mar. 21, 2001   107.05   106.8   106.63       Mar. 21, 2001   106.09   105.89   105.77       Comdty       USM1   Mar. 22, 2001   107.25   106.88   106.34       Mar. 22, 2001   107.36   107.2   106.81       Mar. 22, 2001   106.3   106.17   105.88       Comdty       USM1   Mar. 23, 2001   106.47   106.13   106.03       Mar. 23, 2001   107   106.72   106.69       Mar. 23, 2001   105.97   105.77   105.72       Comdty       USM1   Mar. 26, 2001   105.91   105.41   105.25       Mar. 26, 2001   106.52   106.45   106.31       Mar. 26, 2001   105.63   105.61   105.47       Comdty       USM1   Mar. 27, 2001   105.75   104.13   104.09       Mar. 27, 2001   106.69   105.58   105.53       Mar. 27, 2001   105.78   104.97   104.84       Comdty       USM1   Mar. 28, 2001   104.47   104   103.81       Mar. 28, 2001   105.84   105.7   105.53       Mar. 28, 2001   105.16   105.09   104.97       Comdty       USM1   Mar. 29, 2001   104.38   103.91   103.72       Mar. 29, 2001   105.95   105.84   105.66       Mar. 29, 2001   105.28   105.23   105.06       Comdty       USM1   Mar. 30, 2001   104.63   104.19   103.5       Mar. 30, 2001   106.44   106.2   105.47       Mar. 30, 2001   105.64   105.52   104.91       Comdty       USM1   Apr. 02, 2001   104.47   103.88   103.66       Apr. 02, 2001   106.48   105.89   105.66       Apr. 02, 2001   105.73   105.34   105.16       Comdty       USM1   Apr. 03, 2001   104.22   104.03   103.5       Apr. 03, 2001   106.16   106.06   105.69       Apr. 03, 2001   105.58   105.52   105.22       Comdty       USM1   Apr. 04, 2001   104.25   103.94   103.53       Apr. 04, 2001   106.28   106.25   105.89       Apr. 04, 2001   105.72   105.69   105.47       Comdty       USM1   Apr. 05, 2001   104.19   103.63   103.59       Apr. 05, 2001   106.17   105.92   105.91       Apr. 05, 2001   105.63   105.44   105.42       Comdty       USM1   Apr. 06, 2001   104.88   104.66   103.63       Apr. 06, 2001   106.86   106.66   106       Apr. 06, 2001   106.06   105.91   105.47       Comdty       USM1   Apr. 09, 2001   104.63   104.16   104.09       Apr. 09, 2001   106.64   106.44   106.38       Apr. 09, 2001   105.94   105.77   105.73       Comdty       USM1   Apr. 10, 2001   103.63   102.41   102.16       Apr. 10, 2001   106.19   105.41   105.25       Apr. 10, 2001   105.63   105.22   105.03       Comdty       USM1   Apr. 11, 2001   102.75   102.5   101.97       Apr. 11, 2001   105.23   105.13   104.77       Apr. 11, 2001   105.06   104.98   104.7       Comdty       USM1   Apr. 12, 2001   102.91   102.31   102.13       Apr. 12, 2001   105.44   104.78   104.73       Apr. 12, 2001   105.19   104.7   104.69       Comdty       USM1   Apr. 16, 2001   102.5   101.19   101.16       Apr. 16, 2001   104.83   103.95   103.94       Apr. 16, 2001   104.73   104.13   104.11       Comdty       USM1   Apr. 17, 2001   101.94   101.88   101.38       Apr. 17, 2001   104.66   104.61   104.11       Apr. 17, 2001   104.59   104.56   104.22       Comdty       USM1   Apr. 18, 2001   102.06   102   100.78       Apr. 18, 2001   105.13   105.08   103.64       Apr. 18, 2001   105.11   105.05   103.86       Comdty       USM1   Apr. 19, 2001   101.84   100.53   100.5       Apr. 19, 2001   105.06   104.22   104.19       Apr. 19, 2001   105.11   104.53   104.5       Comdty       USM1   Apr. 20, 2001   101.06   100.5   100.03       Apr. 20, 2001   104.44   104.19   103.89       Apr. 20, 2001   104.64   104.52   104.31       Comdty       USM1   Apr. 23, 2001   101.44   101.25   100.63       Apr. 23, 2001   104.81   104.73   104.27       Apr. 23, 2001   104.95   104.91   104.61       Comdty       USM1   Apr. 24, 2001   101.31   101   100.66       Apr. 24, 2001   104.88   104.67   104.33       Apr. 24, 2001   105.06   104.89   104.69       Comdty       USM1   Apr. 25, 2001   101.5   100.63   100.56       Apr. 25, 2001   104.91   104.23   104.22       Apr. 25, 2001   105.05   104.52   104.5       Comdty       USM1   Apr. 26, 2001   101.72   101.53   100.47       Apr. 26, 2001   104.78   104.73   104.05       Apr. 26, 2001   104.83   104.81   104.36       Comdty       USM1   Apr. 27, 2001   101.44   100.25   100.19       Apr. 27, 2001   104.66   103.8   103.77       Apr. 27, 2001   104.78   104.22   104.2       Comdty       USM1   Apr. 30, 2001   100.59   100.47   99.969       Apr. 30, 2001   103.81   103.78   103.31       Apr. 30, 2001   104.14   104.13   103.84       Comdty       USM1   May 01, 2001   101.34   101.03   100.28       May 01, 2001   104.25   104.08   103.63       May 01, 2001   104.38   104.25   104.03       Comdty       USM1   May 02, 2001   101.72   101.53   100.78       May 02, 2001   104.31   104.09   103.83       May 02, 2001   104.38   104.22   104.11       Comdty       USM1   May 03, 2001   102.5   102.41   101.72       May 03, 2001   104.81   104.77   104.19       May 03, 2001   104.58   104.52   104.27       Comdty       USM1   May 04, 2001   103.28   102.34   101.88       May 04, 2001   105.63   104.89   104.73       May 04, 2001   105.09   104.7   104.55       Comdty       USM1   May 07, 2001   102.25   102.09   101.84       May 07, 2001   104.94   104.91   104.75       May 07, 2001   104.78   104.77   104.66       Comdty       USM1   May 08, 2001   102.31   101.66   101.53       May 08, 2001   105.23   104.78   104.77       May 08, 2001   105.02   104.84   104.75       Comdty       USM1   May 09, 2001   102.31   102.16   101.34       May 09, 2001   105.22   105.19   104.8       May 09, 2001   105.02   104.98   104.86       Comdty       USM1   May 10, 2001   101.91   101.03   100.88       May 10, 2001   105.06   104.39   104.33       May 10, 2001   104.94   104.52   104.45       Comdty       USM1   May 11, 2001   100.97   99.188   99.125       May 11, 2001   104.36   102.97   102.92       May 11, 2001   104.48   103.61   103.56       Comdty       USM1   May 14, 2001   99.75   99.625   99.344       May 14, 2001   103.45   103.38   103.11       May 14, 2001   103.88   103.81   103.66       Comdty       USM1   May 15, 2001   99.781   99.031   98.969       May 15, 2001   103.5   102.97   102.91       May 15, 2001   103.94   103.67   103.45       Comdty       USM1   May 16, 2001   100   99.438   99.094       May 16, 2001   103.42   103.19   102.95       May 16, 2001   103.91   103.75   103.55       Comdty       USM1   May 17, 2001   100.16   100.09   99.156       May 17, 2001   103.36   103.3   102.69       May 17, 2001   103.77   103.66   103.28       Comdty       USM1   May 18, 2001   100.81   100.41   100.09       May 18, 2001   103.69   103.41   103.23       May 18, 2001   103.78   103.59   103.41       Comdty       USM1   May 21, 2001   100.72   100.47   99.75       May 21, 2001   103.56   103.5   103.13       May 21, 2001   103.64   103.63   103.42       Comdty       USM1   May 22, 2001   100.59   100.31   100.25       May 22, 2001   103.69   103.5   103.47       May 22, 2001   103.8   103.7   103.69       Comdty       USM1   May 23, 2001   100.69   100.13   99.844       May 23, 2001   103.72   103.55   103.36       May 23, 2001   103.86   103.8   103.69       Comdty       USM1   May 24, 2001   100.59   99.25   99.156       May 24, 2001   103.83   102.92   102.89       May 24, 2001   103.98   103.41   103.34       Comdty       USM1   May 25, 2001   99.656   99.219   99.094       May 25, 2001   103.11   102.95   102.8       May 25, 2001   103.56   103.48   103.27       Comdty       USM1   May 29, 2001   99.719   99.188   99.031       May 29, 2001   103.17   102.86   102.83       May 29, 2001   103.64   103.44   103.41       Comdty       USM1   May 30, 2001   99.406   99.25   99.031       May 30, 2001   103.05   102.89   102.86       May 30, 2001   103.58   103.48   103.42       Comdty       USM1   May 31, 2001   100.31   100.19   99.5       May 31, 2001   103.72   103.69   103.08       May 31, 2001   104.06   104.03   103.63       Comdty       USM1   Jun. 01, 2001   101.28   101   99.906       Jun. 01, 2001   104.3   103.92   103.47       Jun. 01, 2001   104.31   104.02   103.78       Comdty       USM1   Jun. 04, 2001   101.44   101.25   100.91       Jun. 04, 2001   104.25   104.23   103.97       Jun. 04, 2001   104.17   104.14   104.02       Comdty       USM1   Jun. 05, 2001   101.75   101.66   101.03       Jun. 05, 2001   104.72   104.7   104.17       Jun. 05, 2001   104.45   104.44   104.14       Comdty       USM1   Jun. 06, 2001   101.75   101.69   101.25       Jun. 06, 2001   104.69   104.69   104.41       Jun. 06, 2001   104.44   104.44   104.25       Comdty       USM1   Jun. 07, 2001   101.97   101.09   100.88   0.656   Jun. 07, 2001   104.88   104.41   104.28   0.891   Jun. 07, 2001   104.66   104.38   104.3   0.672       Comdty       USM1   Jun. 08, 2001   101.31   100.91   100.84   0.656   Jun. 08, 2001   104.34   104.08   104.06   0.891   Jun. 08, 2001   104.28   104.09   104.09   0.672                                                Comdty                   Comdty                   USU1       Px   Px   Px       TYU1   Px   Px   Px       FVU1   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USU1   Jun. 08, 2001   100.69   100.25   100.19       Jun. 08, 2001   103.48   103.19   103.17       Jun. 08, 2001   103.63   103.42   103.41           Comdty       USU1   Jun. 11, 2001   101.13   100.81   100.31       Jun. 11, 2001   103.73   103.59   103.22       Jun. 11, 2001   103.75   103.69   103.45       Comdty       USU1   Jun. 12, 2001   101.5   101.28   100.78       Jun. 12, 2001   104   103.91   103.66       Jun. 12, 2001   103.95   103.91   103.75       Comdty       USU1   Jun. 13, 2001   101.56   101.25   100.75       Jun. 13, 2001   104.16   103.84   103.5       Jun. 13, 2001   104.13   103.95   103.66       Comdty       USU1   Jun. 14, 2001   101.81   101.56   101.22       Jun. 14, 2001   104.31   104.16   103.84       Jun. 14, 2001   104.28   104.19   103.97       Comdty       USU1   Jun. 15, 2001   102.03   101.16   101.03       Jun. 15, 2001   104.56   104.06   104.03       Jun. 15, 2001   104.5   104.28   104.22       Comdty       USU1   Jun. 18, 2001   101.38   101.06   100.84       Jun. 18, 2001   104.36   104.14   104.05       Jun. 18, 2001   104.45   104.3   104.22       Comdty       USU1   Jun. 19, 2001   101.31   101.22   100.53       Jun. 19, 2001   104.27   104.22   103.8       Jun. 19, 2001   104.31   104.3   104.02       Comdty       USU1   Jun. 20, 2001   101.81   101.5   101.16       Jun. 20, 2001   104.55   104.44   104.22       Jun. 20, 2001   104.48   104.38   104.25       Comdty       USU1   Jun. 21, 2001   102.31   101.81   101.47       Jun. 21, 2001   104.84   104.48   104.34       Jun. 21, 2001   104.58   104.42   104.33       Comdty       USU1   Jun. 22, 2001   102.72   102.69   101.97       Jun. 22, 2001   105.17   105   104.63       Jun. 22, 2001   104.84   104.81   104.47       Comdty       USU1   Jun. 25, 2001   102.75   102.5   102.31       Jun. 25, 2001   105.02   104.91   104.8       Jun. 25, 2001   104.8   104.7   104.61       Comdty       USU1   Jun. 26, 2001   102.59   101.75   101.44       Jun. 26, 2001   105   104.36   104.19       Jun. 26, 2001   104.78   104.3   104.16       Comdty       USU1   Jun. 27, 2001   102.28   101.94   101.47       Jun. 27, 2001   104.52   104.22   104.03       Jun. 27, 2001   104.33   104   103.84       Comdty       USU1   Jun. 28, 2001   102.47   101.16   100.94       Jun. 28, 2001   104.38   103.52   103.38       Jun. 28, 2001   104.06   103.5   103.33       Comdty       USU1   Jun. 29, 2001   100.94   100.31   100.19       Jun. 29, 2001   103.38   103.02   102.8       Jun. 29, 2001   103.55   103.34   103.17       Comdty       USU1   Jul. 02, 2001   100.94   100.91   100.13       Jul. 02, 2001   103.53   103.52   102.94       Jul. 02, 2001   103.7   103.69   103.25       Comdty       USU1   Jul. 03, 2001   100.84   100.44   100.38       Jul. 03, 2001   103.53   103.17   103.16       Jul. 03, 2001   103.75   103.52   103.5       Comdty       USU1   Jul. 05, 2001   100.81   100.03   99.781       Jul. 05, 2001   103.42   102.98   102.69       Jul. 05, 2001   103.7   103.38   103.31       Comdty       USU1   Jul. 06, 2001   100.56   100.38   99.813       Jul. 06, 2001   103.47   103.39   102.94       Jul. 06, 2001   103.75   103.69   103.41       Comdty       USU1   Jul. 09, 2001   100.94   100.88   100.34       Jul. 09, 2001   103.61   103.58   103.3       Jul. 09, 2001   103.78   103.77   103.58       Comdty       USU1   Jul. 10, 2001   101.5   101.31   100.56       Jul. 10, 2001   104.19   104.02   103.5       Jul. 10, 2001   104.22   104.08   103.77       Comdty       USU1   Jul. 11, 2001   101.72   101.06   100.97       Jul. 11, 2001   104.41   104.03   103.95       Jul. 11, 2001   104.36   104.06   104       Comdty       USU1   Jul. 12, 2001   101.94   101.66   101.19       Jul. 12, 2001   104.5   104.39   104.08       Jul. 12, 2001   104.34   104.23   104.03       Comdty       USU1   Jul. 13, 2001   101.91   101.81   101.31       Jul. 13, 2001   104.5   104.41   104       Jul. 13, 2001   104.23   104.16   103.88       Comdty       USU1   Jul. 16, 2001   102.44   102.31   101.81       Jul. 16, 2001   104.88   104.81   104.5       Jul. 16, 2001   104.39   104.34   104.23       Comdty       USU1   Jul. 17, 2001   102.5   102.44   101.97       Jul. 17, 2001   104.95   104.8   104.64       Jul. 17, 2001   104.42   104.3   104.25       Comdty       USU1   Jul. 18, 2001   103.44   103.41   102.13       Jul. 18, 2001   105.59   105.58   104.63       Jul. 18, 2001   104.8   104.78   104.16       Comdty       USU1   Jul. 19, 2001   103.34   103.25   102.97       Jul. 19, 2001   105.44   105.36   105.25       Jul. 19, 2001   104.75   104.66   104.58       Comdty       USU1   Jul. 20, 2001   103.63   103.13   102.88       Jul. 20, 2001   105.67   105.31   105.2       Jul. 20, 2001   104.89   104.69   104.61       Comdty       USU1   Jul. 23, 2001   103.41   103.38   102.84       Jul. 23, 2001   105.45   105.44   105.13       Jul. 23, 2001   104.78   104.73   104.55       Comdty       USU1   Jul. 24, 2001   103.72   103.63   103.25       Jul. 24, 2001   105.64   105.58   105.38       Jul. 24, 2001   104.89   104.81   104.73       Comdty       USU1   Jul. 25, 2001   103.44   102.91   102.88       Jul. 25, 2001   105.45   105.09   105.08       Jul. 25, 2001   104.78   104.63   104.61       Comdty       USU1   Jul. 26, 2001   103.16   102.88   102.78       Jul. 26, 2001   105.31   105.25   104.81       Jul. 26, 2001   104.84   104.78   104.52       Comdty       USU1   Jul. 27, 2001   103.94   103.47   103.06       Jul. 27, 2001   105.77   105.64   105.38       Jul. 27, 2001   105.14   105.13   104.88       Comdty       USU1   Jul. 30, 2001   103.88   103.72   103.22       Jul. 30, 2001   105.83   105.77   105.5       Jul. 30, 2001   105.25   105.22   105.08       Comdty       USU1   Jul. 31, 2001   104.16   104.03   103.5       Jul. 31, 2001   106.19   106.11   105.67       Jul. 31, 2001   105.47   105.42   105.17       Comdty       USU1   Aug. 01, 2001   104.09   103.78   103.44       Aug. 01, 2001   106.13   105.86   105.61       Aug. 01, 2001   105.5   105.28   105.11       Comdty       USU1   Aug. 02, 2001   103.56   103.16   103.09       Aug. 02, 2001   105.66   105.41   105.39       Aug. 02, 2001   105.11   104.95   104.91       Comdty       USU1   Aug. 03, 2001   103.25   103.06   102.56       Aug. 03, 2001   105.38   105.3   105       Aug. 03, 2001   104.91   104.86   104.59       Comdty       USU1   Aug. 06, 2001   103.13   102.97   102.63       Aug. 06, 2001   105.41   105.36   105.17       Aug. 06, 2001   104.95   104.92   104.8       Comdty       USU1   Aug. 07, 2001   103.38   102.91   102.78       Aug. 07, 2001   105.53   105.31   105.28       Aug. 07, 2001   105.05   104.92   104.91       Comdty       USU1   Aug. 08, 2001   104.03   103.94   102.88       Aug. 08, 2001   106.19   106.09   105.33       Aug. 08, 2001   105.48   105.42   104.98       Comdty       USU1   Aug. 09, 2001   104.41   103.66   103.56       Aug. 09, 2001   106.36   105.77   105.72       Aug. 09, 2001   105.64   105.3   105.22       Comdty       USU1   Aug. 10, 2001   104.31   104   103.66       Aug. 10, 2001   106.2   106.03   105.78       Aug. 10, 2001   105.59   105.53   105.31       Comdty       USU1   Aug. 13, 2001   104.53   104.13   103.94       Aug. 13, 2001   106.44   106.25   106.03       Aug. 13, 2001   105.81   105.72   105.55       Comdty       USU1   Aug. 14, 2001   104.13   104.06   103.59       Aug. 14, 2001   106.22   106.16   105.84       Aug. 14, 2001   105.67   105.63   105.44       Comdty       USU1   Aug. 15, 2001   104.34   103.94   103.53       Aug. 15, 2001   106.31   105.95   105.8       Aug. 15, 2001   105.64   105.42   105.34       Comdty       USU1   Aug. 16, 2001   104.59   104.41   103.91       Aug. 16, 2001   106.47   106.34   105.83       Aug. 16, 2001   105.78   105.64   105.25       Comdty       USU1   Aug. 17, 2001   105.28   105.25   104.59       Aug. 17, 2001   106.94   106.92   106.5       Aug. 17, 2001   106.03   106.02   105.75       Comdty       USU1   Aug. 20, 2001   105.09   104.78   104.63       Aug. 20, 2001   106.86   106.55   106.52       Aug. 20, 2001   105.94   105.73   105.7       Comdty       USU1   Aug. 21, 2001   105.03   104.94   104.53       Aug. 21, 2001   106.72   106.63   106.41       Aug. 21, 2001   105.84   105.84   105.64       Comdty       USU1   Aug. 22, 2001   105.16   105.03   104.41       Aug. 22, 2001   106.7   106.58   106.27       Aug. 22, 2001   105.89   105.73   105.55       Comdty       USU1   Aug. 23, 2001   105.56   105.44   105.09       Aug. 23, 2001   106.81   106.72   106.58       Aug. 23, 2001   105.91   105.86   105.73       Comdty       USU1   Aug. 24, 2001   105.41   105   104.59       Aug. 24, 2001   106.66   106.56   106.31       Aug. 24, 2001   105.81   105.73   105.59       Comdty       USU1   Aug. 27, 2001   105.13   104.78   104.75       Aug. 27, 2001   106.66   106.52   106.47       Aug. 27, 2001   105.8   105.66   105.66       Comdty       USU1   Aug. 28, 2001   105.78   105.56   104.97       Aug. 28, 2001   107.2   107.13   106.64       Aug. 28, 2001   106.08   106.03   105.73       Comdty       USU1   Aug. 29, 2001   106.22   106.19   105.44       Aug. 29, 2001   107.5   107.48   107.02       Aug. 29, 2001   106.25   106.23   105.95       Comdty       USU1   Aug. 30, 2001   106.5   106.03   105.78       Aug. 30, 2001   107.75   107.42   107.31       Aug. 30, 2001   106.45   106.3   106.16       Comdty       USU1   Aug. 31, 2001   106.13   106.03   105.63       Aug. 31, 2001   107.39   107.22   107       Aug. 31, 2001   106.28   106.22   106.03       Comdty       USU1   Sep. 04, 2001   106   104.44   104.31       Sep. 04, 2001   107.23   106.22   106.17       Sep. 04, 2001   106.2   105.45   105.39       Comdty       USU1   Sep. 05, 2001   104.81   104.59   104.5       Sep. 05, 2001   106.5   106.38   106.28       Sep. 05, 2001   105.7   105.59   105.58       Comdty       USU1   Sep. 06, 2001   105.63   105.5   104.69       Sep. 06, 2001   107.17   107.16   106.55       Sep. 06, 2001   106.14   106.14   105.73       Comdty       USU1   Sep. 07, 2001   106.44   106.06   105.56       Sep. 07, 2001   107.94   107.61   107.16       Sep. 07, 2001   106.66   106.53   106.16       Comdty       USU1   Sep. 10, 2001   106.41   105.44   105.38       Sep. 10, 2001   107.84   107.39   107.31       Sep. 10, 2001   106.75   106.5   106.45       Comdty       USU1   Sep. 11, 2001   106.69   106.63   105.31       Sep. 11, 2001   108.38   108.38   107.28       Sep. 11, 2001   107.72   107.72   106.41       Comdty       USU1   Sep. 13, 2001   106.63   106.56   105.53   0.844   Sep. 13, 2001   109.34   109.31   108.03   0.906   Sep. 13, 2001   108.34   108.25   107.59   0.375       Comdty       USU1   Sep. 14, 2001   107.06   106.97   106.25   0.844   Sep. 14, 2001   109.92   109.86   109.38   0.906   Sep. 14, 2001   108.75   108.67   108.38   0.375                                                Comdty                   Comdty                   USZ1       Px   Px   Px       TYZ1   Px   Px   Px       FVZ1   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USZ1   Sep. 14, 2001   106.22   106.13   105.34       Sep. 14, 2001   109.06   108.95   108.47       Sep. 14, 2001   108.36   108.3   107.84           Comdty       USZ1   Sep. 17, 2001   106.03   105.41   105.28       Sep. 17, 2001   108.88   108.47   108.28       Sep. 17, 2001   108.34   108.02   107.84       Comdty       USZ1   Sep. 18, 2001   105.16   103.69   103.38       Sep. 18, 2001   108.59   107.81   107.63       Sep. 18, 2001   108.22   107.78   107.67       Comdty       USZ1   Sep. 19, 2001   103.84   103.63   102.97       Sep. 19, 2001   108.19   107.97   107.56       Sep. 19, 2001   108.34   108.19   107.8       Comdty       USZ1   Sep. 20, 2001   103.91   102.72   102.53       Sep. 20, 2001   108.17   107.55   107.47       Sep. 20, 2001   108.42   107.98   107.91       Comdty       USZ1   Sep. 21, 2001   103.34   103.22   102.72       Sep. 21, 2001   108.17   107.92   107.69       Sep. 21, 2001   108.47   108.06   107.84       Comdty       USZ1   Sep. 24, 2001   103.56   103.38   102.81       Sep. 24, 2001   107.97   107.73   107.41       Sep. 24, 2001   107.95   107.8   107.63       Comdty       USZ1   Sep. 25, 2001   103.97   103.44   103.31       Sep. 25, 2001   108.19   107.94   107.88       Sep. 25, 2001   108.19   107.98   107.94       Comdty       USZ1   Sep. 26, 2001   104.63   104.53   103.5       Sep. 26, 2001   108.52   108.47   107.88       Sep. 26, 2001   108.25   108.22   107.88       Comdty       USZ1   Sep. 27, 2001   105.38   105.31   104.53       Sep. 27, 2001   109.08   108.92   108.61       Sep. 27, 2001   108.58   108.41   108.34       Comdty       USZ1   Sep. 28, 2001   106.09   105.5   105.22       Sep. 28, 2001   109.33   108.78   108.72       Sep. 28, 2001   108.59   108.19   108.14       Comdty       USZ1   Oct. 01, 2001   106.06   106.03   105.03       Oct. 01, 2001   109.16   109.05   108.56       Jan. 01, 2001   108.36   108.23   108       Comdty       USZ1   Oct. 02, 2001   106.91   106.56   105.91       Oct. 02, 2001   109.44   109.33   109.06       Oct. 02, 2001   108.5   108.42   108.22       Comdty       USZ1   Oct. 03, 2001   107.34   106.72   106.69       Oct. 03, 2001   109.86   109.48   109.47       Oct. 03, 2001   108.78   108.5   108.5       Comdty       USZ1   Oct. 04, 2001   107.28   106.88   106.53       Oct. 04, 2001   109.84   109.45   109.03       Oct. 04, 2001   108.84   108.52   108.31       Comdty       USZ1   Oct. 05, 2001   107.19   106.78   106.66       Oct. 05, 2001   109.72   109.52   109.38       Oct. 05, 2001   108.7   108.59   108.39       Comdty       USZ1   Oct. 09, 2001   106.66   105.94   105.91       Oct. 09, 2001   109.33   109   108.98       Oct. 09, 2001   108.55   108.31   108.3       Comdty       USZ1   Oct. 10, 2001   106.38   106.31   105.56       Oct. 10, 2001   109.09   109.08   108.7       Oct. 10, 2001   108.31   108.28   108.06       Comdty       USZ1   Oct. 11, 2001   106.34   105.47   105.22       Oct. 11, 2001   109.08   108.5   108.33       Oct. 11, 2001   108.3   107.84   107.75       Comdty       USZ1   Oct. 12, 2001   105.94   105.38   105.19       Oct. 12, 2001   108.89   108.56   108.3       Oct. 12, 2001   108.2   108.03   107.75       Comdty       USZ1   Oct. 15, 2001   106.09   106.03   105.31       Oct. 15, 2001   109.09   109.06   108.59       Oct. 15, 2001   108.38   108.34   108.11       Comdty       USZ1   Oct. 16, 2001   106.5   106.34   105.94       Oct. 16, 2001   109.38   109.28   109.03       Oct. 16, 2001   108.56   108.47   108.38       Comdty       USZ1   Oct. 17, 2001   107   106.72   106.06       Oct. 17, 2001   109.5   109.31   108.88       Oct. 17, 2001   108.56   108.41   108.17       Comdty       USZ1   Oct. 18, 2001   107.13   106.81   106.72       Oct. 18, 2001   109.47   109.36   109.23       Oct. 18, 2001   108.52   108.45   108.31       Comdty       USZ1   Oct. 19, 2001   107.22   106.28   106.19       Oct. 19, 2001   109.66   108.94   108.89       Oct. 19, 2001   108.64   108.27   108.25       Comdty       USZ1   Oct. 22, 2001   106.69   106.41   106.34       Oct. 22, 2001   109.16   109   108.97       Oct. 22, 2001   108.34   108.27   108.25       Comdty       USZ1   Oct. 23, 2001   106.22   106.22   105.75       Oct. 23, 2001   108.98   108.86   108.66       Oct. 23, 2001   108.31   108.23   108.08       Comdty       USZ1   Oct. 24, 2001   107.28   107.09   106.28       Oct. 24, 2001   109.27   109.25   108.88       Oct. 24, 2001   108.53   108.48   108.16       Comdty       USZ1   Oct. 25, 2001   107.81   107.56   107.06       Oct. 25, 2001   109.8   109.64   109.3       Oct. 25, 2001   108.83   108.75   108.56       Comdty       USZ1   Oct. 26, 2001   107.78   107.69   107       Oct. 26, 2001   109.81   109.73   109.36       Oct. 26, 2001   108.83   108.8   108.59       Comdty       USZ1   Oct. 29, 2001   108.19   108.03   107.75       Oct. 29, 2001   110.17   110.06   109.89       Oct. 29, 2001   109.14   109.06   108.92       Comdty       USZ1   Oct. 30, 2001   108.53   108.5   107.97       Oct. 30, 2001   110.66   110.63   110.14       Oct. 30, 2001   109.45   109.44   109.14       Comdty       USZ1   Oct. 31, 2001   111.31   110.44   108.22       Oct. 31, 2001   111.66   111.52   110.31       Oct. 31, 2001   109.92   109.86   109.06       Comdty       USZ1   Nov. 01, 2001   112.56   110.84   110.75       Nov. 01, 2001   112.39   111.58   111.48       Nov. 01, 2001   110.19   109.84   109.72       Comdty       USZ1   Nov. 02, 2001   110.91   109.31   109.06       Nov. 02, 2001   111.69   110.83   110.72       Nov. 02, 2001   109.97   109.48   109.44       Comdty       USZ1   Nov. 05, 2001   110.22   110.19   109.34       Nov. 05, 2001   111.25   111.23   110.78       Nov. 05, 2001   109.72   109.7   109.42       Comdty       USZ1   Nov. 06, 2001   110.88   110.34   110.13       Nov. 06, 2001   111.69   111.44   111.09       Nov. 06, 2001   110.03   109.91   109.38       Comdty       USZ1   Nov. 07, 2001   111.69   111.5   110.72       Nov. 07, 2001   112.16   112.02   111.7       Nov. 07, 2001   110.41   110.31   110.16       Comdty       USZ1   Nov. 08, 2001   111.91   110.5   110.38       Nov. 08, 2001   112.16   111.25   111.2       Nov. 08, 2001   110.31   109.84   109.81       Comdty       USZ1   Nov. 09, 2001   111.22   110.44   110.34       Nov. 09, 2001   111.67   111.16   111.11       Nov. 09, 2001   110.09   109.7   109.64       Comdty       USZ1   Nov. 13, 2001   110.09   109.81   109.63       Nov. 13, 2001   110.88   110.59   110.56       Nov. 13, 2001   109.47   109.39   109.33       Comdty       USZ1   Nov. 14, 2001   109.59   108.53   108.44       Nov. 14, 2001   110.3   109.58   109.5       Nov. 14, 2001   109.14   108.69   108.64       Comdty       USZ1   Nov. 15, 2001   108.25   106.28   106.25       Nov. 15, 2001   109.31   107.94   107.92       Nov. 15, 2001   108.48   107.56   107.53       Comdty       USZ1   Nov. 16, 2001   106.66   104.94   104.78       Nov. 16, 2001   108.22   106.91   106.81       Nov. 16, 2001   107.77   106.84   106.8       Comdty       USZ1   Nov. 19, 2001   106.31   106.25   104.69       Nov. 19, 2001   107.94   107.89   107.02       Nov. 19, 2001   107.58   107.55   106.98       Comdty       USZ1   Nov. 20, 2001   106.38   104.94   104.84       Nov. 20, 2001   108.13   107.16   107.06       Nov. 20, 2001   107.78   107.3   107.14       Comdty       USZ1   Nov. 21, 2001   105.25   103.94   103.38       Nov. 21, 2001   107.33   106.42   105.97       Nov. 21, 2001   107.39   106.72   106.42       Comdty       USZ1   Nov. 23, 2001   104.63   103.47   103.34       Nov. 23, 2001   106.81   106.08   105.98       Nov. 23, 2001   106.89   106.44   106.34       Comdty       USZ1   Nov. 26, 2001   104.38   103.34   103.28       Nov. 26, 2001   106.84   106.08   106.03       Nov. 26, 2001   106.94   106.42   106.31       Comdty       USZ1   Nov. 27, 2001   103.84   103.66   102.72       Nov. 27, 2001   106.84   106.69   105.53       Nov. 27, 2001   107   106.86   105.95       Comdty       USZ1   Nov. 28, 2001   104.38   103.66   103.41       Nov. 28, 2001   107.45   106.69   106.56       Nov. 28, 2001   107.56   106.92   106.78       Comdty       USZ1   Nov. 29, 2001   105.03   104.97   103.88       Nov. 29, 2001   108.13   108.09   107       Nov. 29, 2001   107.92   107.89   107.19       Comdty       USZ1   Nov. 30, 2001   105.47   104.78   104.16       Nov. 30, 2001   108.58   108.25   107.8       Nov. 30, 2001   108.19   108.19   107.66       Comdty       USZ1   Dec. 03, 2001   105.31   105.16   104.69       Dec. 03, 2001   108.53   108.45   108       Dec. 03, 2001   108.3   108.27   108       Comdty       USZ1   Dec. 04, 2001   106.28   106.09   105       Dec. 04, 2001   109.05   108.88   108.25       Dec. 04, 2001   108.56   108.44   108.11       Comdty       USZ1   Dec. 05, 2001   105.59   103.72   102.72       Dec. 05, 2001   108.45   107.08   106.19       Dec. 05, 2001   108.16   107.22   106.94       Comdty       USZ1   Dec. 06, 2001   103.72   102.63   102.56       Dec. 06, 2001   106.78   106.31   105.92       Dec. 06, 2001   107.03   106.63   106.44       Comdty       USZ1   Dec. 07, 2001   103.22   100.56   100.5       Dec. 07, 2001   106.88   105.28   104.97       Dec. 07, 2001   107.06   106.19   105.95       Comdty       USZ1   Dec. 10, 2001   101.56   101.13   100.66       Dec. 10, 2001   105.83   105.56   105.11       Dec. 10, 2001   106.59   106.48   106.27       Comdty       USZ1   Dec. 11, 2001   102.25   101.56   101.38       Dec. 11, 2001   106.47   106   105.72       Dec. 11, 2001   107.08   106.86   106.66       Comdty       USZ1   Dec. 12, 2001   102.59   102.53   101.69       Dec. 12, 2001   106.88   106.8   106.3       Dec. 12, 2001   107.31   107.23   107.09       Comdty       USZ1   Dec. 13, 2001   103.22   101.63   101.22   1.188   Dec. 13, 2001   107.05   105.89   105.59   1.375   Dec. 13, 2001   107.28   106.58   106.55   1.313       Comdty       USZ1   Dec. 14, 2001   102.16   100.91   100.84   1.188   Dec. 14, 2001   106.16   105.36   105.36   1.375   Dec. 14, 2001   106.56   106.28   106.28   1.313                                                Comdty                   Comdty                   USH2       Px   Px   Px       TYH2   Px   Px   Px       FVH2   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USH2   Dec. 14, 2001   101.09   99.719   99.656       Dec. 14, 2001   104.84   103.98   103.95       Dec. 14, 2001   105.47   104.97   104.88           Comdty       USH2   Dec. 17, 2001   99.5   99.25   98.031       Dec. 17, 2001   103.64   103.63   102.52       Dec. 17, 2001   104.88   104.86   104.05       Comdty       USH2   Dec. 18, 2001   100.56   100.5   99.594       Dec. 18, 2001   104.42   104.39   103.73       Dec. 18, 2001   105.28   105.22   104.88       Comdty       USH2   Dec. 19, 2001   101.56   101.5   100.59       Dec. 19, 2001   105.13   105.02   104.38       Dec. 19, 2001   105.67   105.47   105.17       Comdty       USH2   Dec. 20, 2001   101.78   101.41   100.84       Dec. 20, 2001   105.09   104.94   104.44       Dec. 20, 2001   105.45   105.38   105       Comdty       USH2   Dec. 21, 2001   101.81   101.09   101       Dec. 21, 2001   105.22   104.63   104.58       Dec. 21, 2001   105.67   105.27   105.23       Comdty       USH2   Dec. 24, 2001   101.25   100.69   100.47       Dec. 24, 2001   104.67   104.28   104.19       Dec. 24, 2001   105.31   105.08   105.03       Comdty       USH2   Dec. 26, 2001   100.81   100.34   100.19       Dec. 26, 2001   104.25   103.95   103.86       Dec. 26, 2001   105.06   104.86   104.8       Comdty       USH2   Dec. 27, 2001   101.03   101   100       Dec. 27, 2001   104.63   104.61   103.72       Dec. 27, 2001   105.34   105.33   104.69       Comdty       USH2   Dec. 28, 2001   101.16   100.53   100       Dec. 28, 2001   104.77   104.53   103.94       Dec. 28, 2001   105.44   105.31   104.97       Comdty       USH2   Dec. 31, 2001   101.59   101.53   100.59       Dec. 31, 2001   105.34   105.14   104.56       Dec. 31, 2001   106   105.83   105.3       Comdty       USH2   Jan. 02, 2002   101.91   100.13   99.906       Jan. 02, 2002   105.22   104.31   104.13       Jan. 02, 2002   105.8   105.2   105.11       Comdty       USH2   Jan. 03, 2002   100.72   100.53   100.16       Jan. 03, 2002   104.75   104.58   104.31       Jan. 03, 2002   105.5   105.34   105.23       Comdty       USH2   Jan. 04, 2002   101.06   100.22   99.344       Jan. 04, 2002   104.84   104.55   103.86       Jan. 04, 2002   105.45   105.33   104.86       Comdty       USH2   Jan. 07, 2002   101.5   101.44   100.34       Jan. 07, 2002   105.33   105.31   104.64       Jan. 07, 2002   105.89   105.86   105.41       Comdty       USH2   Jan. 08, 2002   101.75   101.38   101.09       Jan. 08, 2002   105.55   105.28   105.03       Jan. 08, 2002   106.05   105.84   105.67       Comdty       USH2   Jan. 09, 2002   101.59   101.5   100.81       Jan. 09, 2002   105.36   105.31   104.86       Jan. 09, 2002   105.89   105.88   105.58       Comdty       USH2   Jan. 10, 2002   103.09   102.81   101.44       Jan. 10, 2002   106.28   106.03   105.28       Jan. 10, 2002   106.52   106.36   105.91       Comdty       USH2   Jan. 11, 2002   103.84   103.47   102.75       Jan. 11, 2002   107   106.64   105.97       Jan. 11, 2002   107.14   106.86   106.3       Comdty       USH2   Jan. 14, 2002   104   103.28   103.25       Jan. 14, 2002   107.13   106.72   106.67       Jan. 14, 2002   107.13   106.92   106.88       Comdty       USH2   Jan. 15, 2002   104.28   103.91   103.09       Jan. 15, 2002   107.17   107.02   106.48       Jan. 15, 2002   107.06   106.97   106.66       Comdty       USH2   Jan. 16, 2002   104.34   103.75   103.34       Jan. 16, 2002   107.38   106.95   106.73       Jan. 16, 2002   107.23   106.95   106.75       Comdty       USH2   Jan. 17, 2002   103.59   102.97   102.72       Jan. 17, 2002   106.88   106.3   106.19       Jan. 17, 2002   106.86   106.48   106.36       Comdty       USH2   Jan. 18, 2002   103.66   103.63   102.53       Jan. 18, 2002   106.67   106.64   105.92       Jan. 18, 2002   106.78   106.77   106.25       Comdty       USH2   Jan. 22, 2002   103.63   103.47   103.03       Jan. 22, 2002   106.69   106.58   106.14       Jan. 22, 2002   106.75   106.67   106.36       Comdty       USH2   Jan. 23, 2002   103.38   102.19   102       Jan. 23, 2002   106.58   105.92   105.72       Jan. 23, 2002   106.67   106.23   106.06       Comdty       USH2   Jan. 24, 2002   102.72   102.22   101.97       Jan. 24, 2002   106.2   105.7   105.55       Jan. 24, 2002   106.53   105.98   105.94       Comdty       USH2   Jan. 25, 2002   102.41   102.13   101.41       Jan. 25, 2002   105.7   105.45   104.97       Jan. 25, 2002   105.98   105.83   105.52       Comdty       USH2   Jan. 28, 2002   102.59   102.28   101.66       Jan. 28, 2002   105.59   105.48   105.06       Jan. 28, 2002   105.94   105.88   105.56       Comdty       USH2   Jan. 29, 2002   103.41   103.25   101.75       Jan. 29, 2002   106.34   106.27   105.14       Jan. 29, 2002   106.5   106.47   105.66       Comdty       USH2   Jan. 30, 2002   103.69   103.19   102.88       Jan. 30, 2002   106.59   106.3   105.97       Jan. 30, 2002   106.69   106.47   106.27       Comdty       USH2   Jan. 31, 2002   103.56   102.84   102.69       Jan. 31, 2002   106.48   105.88   105.84       Jan. 31, 2002   106.5   106.08   106.06       Comdty       USH2   Feb. 01, 2002   103.59   103.34   102.44       Feb. 01, 2002   106.42   106.25   105.56       Feb. 01, 2002   106.45   106.39   105.88       Comdty       USH2   Feb. 04, 2002   104.25   104.16   103.56       Feb. 04, 2002   106.95   106.89   106.39       Feb. 04, 2002   106.84   106.78   106.48       Comdty       USH2   Feb. 05, 2002   104.53   104.09   103.41       Feb. 05, 2002   107.19   106.95   106.53       Feb. 05, 2002   107.02   106.84   106.58       Comdty       USH2   Feb. 06, 2002   104.31   103.69   103.56       Feb. 06, 2002   107.16   106.75   106.66       Feb. 06, 2002   107.05   106.77   106.69       Comdty       USH2   Feb. 07, 2002   103.53   103.31   102.94       Feb. 07, 2002   106.61   106.56   106.27       Feb. 07, 2002   106.77   106.73   106.48       Comdty       USH2   Feb. 08, 2002   104.41   103.88   103       Feb. 08, 2002   107.22   106.95   106.31       Feb. 08, 2002   107.22   107.06   106.61       Comdty       USH2   Feb. 11, 2002   103.78   103.59   103.34       Feb. 11, 2002   106.97   106.83   106.61       Feb. 11, 2002   107.05   106.97   106.83       Comdty       USH2   Feb. 12, 2002   103.84   102.84   102.75       Feb. 12, 2002   107.03   106.31   106.3       Feb. 12, 2002   107.14   106.66   106.64       Comdty       USH2   Feb. 13, 2002   102.91   102.72   102       Feb. 13, 2002   106.27   106.13   105.61       Feb. 13, 2002   106.61   106.52   106.17       Comdty       USH2   Feb. 14, 2002   103.63   103.38   102.59       Feb. 14, 2002   106.48   106.41   105.97       Feb. 14, 2002   106.69   106.67   106.38       Comdty       USH2   Feb. 15, 2002   104.44   104.22   103.47       Feb. 15, 2002   107.19   107.08   106.5       Feb. 15, 2002   107.19   107.09   106.75       Comdty       USH2   Feb. 19, 2002   104.44   103.91   103.63       Feb. 19, 2002   107.3   106.95   106.77       Feb. 19, 2002   107.23   107.08   106.94       Comdty       USH2   Feb. 20, 2002   104.5   103.94   103.72       Feb. 20, 2002   107.33   107   106.73       Feb. 20, 2002   107.36   107.13   106.91       Comdty       USH2   Feb. 21, 2002   104.38   104.22   103.59       Feb. 21, 2002   107.14   107.06   106.78       Feb. 21, 2002   107.2   107.16   106.95       Comdty       USH2   Feb. 22, 2002   105.13   104.66   104.56       Feb. 22, 2002   107.67   107.39   107.33       Feb. 22, 2002   107.55   107.38   107.34       Comdty       USH2   Feb. 25, 2002   104.78   104.47   104.25       Feb. 25, 2002   107.52   107.23   107.16       Feb. 25, 2002   107.44   107.28   107.19       Comdty       USH2   Feb. 26, 2002   104.63   103.66   103.53       Feb. 26, 2002   107.41   106.75   106.67       Feb. 26, 2002   107.42   106.98   106.92       Comdty       USH2   Feb. 27, 2002   104.59   104.5   103.47       Feb. 27, 2002   107.55   107.53   106.56       Feb. 27, 2002   107.53   107.5   106.84       Comdty       USH2   Feb. 28, 2002   104.59   104.09   103.72       Feb. 28, 2002   107.53   107.25   106.94       Feb. 28, 2002   107.5   107.28   107.06       Comdty       USH2   Mar. 01, 2002   104.09   103   102.81       Mar. 01, 2002   107.11   106.52   106.42       Mar. 01, 2002   107.19   106.8   106.75       Comdty       USH2   Mar. 04, 2002   102.91   102.91   102.38       Mar. 04, 2002   106.36   106.33   106.02       Mar. 04, 2002   106.7   106.7   106.47       Comdty       USH2   Mar. 05, 2002   103.19   103.09   102.25       Mar. 05, 2002   106.34   106.3   105.75       Mar. 05, 2002   106.69   106.66   106.31       Comdty       USH2   Mar. 06, 2002   103.09   102.53   102.47       Mar. 06, 2002   106.41   106.11   106       Mar. 06, 2002   106.81   106.58   106.53       Comdty       USH2   Mar. 07, 2002   102.34   100.88   100.81   1.156   Mar. 07, 2002   106   104.89   104.88   1.391   Mar. 07, 2002   106.48   105.73   105.73   1.234       Comdty       USH2   Mar. 08, 2002   100.75   100.06   99.875   1.156   Mar. 08, 2002   104.66   104.22   104.16   1.391   Mar. 08, 2002   105.56   105.25   105.22   1.234                                                Comdty                   Comdty                   USM2       Px   Px   Px       TYM2   Px   Px   Px       FVM2   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USM2   Mar. 08, 2002   99.625   98.906   98.719       Mar. 08, 2002   103.31   102.83   102.75       Mar. 08, 2002   104.42   104.02   103.97           Comdty       USM2   Mar. 11, 2002   99.375   98.875   98.75       Mar. 11, 2002   103.19   102.83   102.75       Mar. 11, 2002   104.28   104.06   104       Comdty       USM2   Mar. 12, 2002   99.563   98.906   98.688       Mar. 12, 2002   103.39   102.95   102.84       Mar. 12, 2002   104.48   104.23   104.16       Comdty       USM2   Mar. 13, 2002   99.344   99.156   98.469       Mar. 13, 2002   103.47   103.36   102.56       Mar. 13, 2002   104.66   104.55   103.88       Comdty       USM2   Mar. 14, 2002   98.813   97.813   97.781       Mar. 14, 2002   103.16   102.3   102.28       Mar. 14, 2002   104.44   103.88   103.84       Comdty       USM2   Mar. 15, 2002   98.875   98.563   97.188       Mar. 15, 2002   102.91   102.66   101.73       Mar. 15, 2002   104.22   104   103.42       Comdty       USM2   Mar. 18, 2002   99.25   99.094   98.438       Mar. 18, 2002   103.06   103   102.61       Mar. 18, 2002   104.19   104.14   103.94       Comdty       USM2   Mar. 19, 2002   99.5   98.75   98.531       Mar. 19, 2002   103.38   102.83   102.7       Mar. 19, 2002   104.44   104.06   103.92       Comdty       USM2   Mar. 20, 2002   99.406   97.938   97.781       Mar. 20, 2002   103.33   102.3   102.13       Mar. 20, 2002   104.42   103.7   103.56       Comdty       USM2   Mar. 21, 2002   98.406   98.344   97.5       Mar. 21, 2002   102.61   102.5   101.91       Mar. 21, 2002   103.83   103.73   103.36       Comdty       USM2   Mar. 22, 2002   98.406   98.125   97.813       Mar. 22, 2002   102.53   102.45   102.05       Mar. 22, 2002   103.75   103.69   103.42       Comdty       USM2   Mar. 25, 2002   98.281   98.219   97.563       Mar. 25, 2002   102.38   102.36   102.03       Mar. 25, 2002   103.66   103.56   103.39       Comdty       USM2   Mar. 26, 2002   99.25   98.969   97.938       Mar. 26, 2002   103.02   102.84   102.19       Mar. 26, 2002   104.06   103.92   103.47       Comdty       USM2   Mar. 27, 2002   99.313   99   98.813       Mar. 27, 2002   103.03   102.92   102.77       Mar. 27, 2002   104.05   103.98   103.89       Comdty       USM2   Mar. 28, 2002   99.125   98.156   97.688       Mar. 28, 2002   103.05   102.45   102.16       Mar. 28, 2002   104.11   103.73   103.55       Comdty       USM2   Apr. 01, 2002   98.75   98.25   97.969       Apr. 01, 2002   102.88   102.47   102.3       Apr. 01, 2002   104.08   103.67   103.58       Comdty       USM2   Apr. 02, 2002   99.313   99.188   97.844       Apr. 02, 2002   103.19   103.08   102.19       Apr. 02, 2002   104.17   104.09   103.5       Comdty       USM2   Apr. 03, 2002   99.813   99.781   98.844       Apr. 03, 2002   103.67   103.64   102.91       Apr. 03, 2002   104.53   104.5   104.02       Comdty       USM2   Apr. 04, 2002   100.34   99.938   99.75       Apr. 04, 2002   104.09   103.66   103.58       Apr. 04, 2002   104.8   104.48   104.42       Comdty       USM2   Apr. 05, 2002   100.78   100.59   99.719       Apr. 05, 2002   104.38   104.23   103.53       Apr. 05, 2002   105   104.86   104.41       Comdty       USM2   Apr. 08, 2002   100.88   100.22   100.03       Apr. 08, 2002   104.48   104   103.86       Apr. 08, 2002   105.13   104.81   104.72       Comdty       USM2   Apr. 09, 2002   100.53   100.5   99.969       Apr. 09, 2002   104.25   104.23   103.75       Apr. 09, 2002   105   104.98   104.61       Comdty       USM2   Apr. 10, 2002   100.75   100.25   100       Apr. 10, 2002   104.34   104.11   103.94       Apr. 10, 2002   105.11   105   104.83       Comdty       USM2   Apr. 11, 2002   100.97   100.63   100.09       Apr. 11, 2002   104.56   104.27   104.06       Apr. 11, 2002   105.28   105.11   105       Comdty       USM2   Apr. 12, 2002   101.16   100.97   100.22       Apr. 12, 2002   104.75   104.67   104.11       Apr. 12, 2002   105.5   105.45   105.05       Comdty       USM2   Apr. 15, 2002   101.44   101.31   100.78       Apr. 15, 2002   105.05   104.88   104.63       Apr. 15, 2002   105.72   105.59   105.42       Comdty       USM2   Apr. 16, 2002   101.09   100.91   100.25       Apr. 16, 2002   104.66   104.59   104.16       Apr. 16, 2002   105.47   105.42   105.11       Comdty       USM2   Apr. 17, 2002   100.78   100.06   99.844       Apr. 17, 2002   104.56   104.31   104.16       Apr. 17, 2002   105.52   105.33   105.14       Comdty       USM2   Apr. 18, 2002   101.16   100.28   99.625       Apr. 18, 2002   105.22   104.41   104.11       Apr. 18, 2002   105.94   105.39   105.25       Comdty       USM2   Apr. 19, 2002   100.72   100.56   99.969       Apr. 19, 2002   104.66   104.53   104.08       Apr. 19, 2002   105.45   105.42   105.11       Comdty       USM2   Apr. 22, 2002   100.78   100.75   100.47       Apr. 22, 2002   104.75   104.73   104.45       Apr. 22, 2002   105.53   105.52   105.3       Comdty       USM2   Apr. 23, 2002   101.19   100.94   100.72       Apr. 23, 2002   104.89   104.75   104.58       Apr. 23, 2002   105.58   105.47   105.34       Comdty       USM2   Apr. 24, 2002   101.78   101.75   100.91       Apr. 24, 2002   105.31   105.28   104.7       Apr. 24, 2002   105.88   105.86   105.41       Comdty       USM2   Apr. 25, 2002   102.31   101.81   101.59       Apr. 25, 2002   105.75   105.42   105.31       Apr. 25, 2002   106.25   106   105.91       Comdty       USM2   Apr. 26, 2002   102.28   102.22   101.5       Apr. 26, 2002   105.75   105.7   105.22       Apr. 26, 2002   106.17   106.14   105.81       Comdty       USM2   Apr. 29, 2002   102.25   101.97   101.78       Apr. 29, 2002   105.69   105.45   105.34       Apr. 29, 2002   106.13   106   105.92       Comdty       USM2   Apr. 30, 2002   102.44   102.31   101.72       Apr. 30, 2002   105.61   105.56   105.28       Apr. 30, 2002   106.06   106.05   105.81       Comdty       USM2   May 01, 2002   103.13   102.69   102.31       May 01, 2002   106.16   105.81   105.52       May 01, 2002   106.47   106.27   106.02       Comdty       USM2   May 02, 2002   102.59   102.16   102.06       May 02, 2002   105.69   105.41   105.22       May 02, 2002   106.19   106.05   105.89       Comdty       USM2   May 03, 2002   103   102.72   102.06       May 03, 2002   106.03   105.84   105.38       May 03, 2002   106.5   106.36   106.06       Comdty       USM2   May 06, 2002   102.81   102.63   102.47       May 06, 2002   105.88   105.72   105.64       May 06, 2002   106.34   106.27   106.22       Comdty       USM2   May 07, 2002   102.88   102.59   102.34       May 07, 2002   105.95   105.83   105.59       May 07, 2002   106.5   106.45   106.22       Comdty       USM2   May 08, 2002   102.28   101.13   101       May 08, 2002   105.56   104.84   104.81       May 08, 2002   106.25   105.8   105.77       Comdty       USM2   May 09, 2002   101.63   101.53   100.78       May 09, 2002   105.17   105.16   104.59       May 09, 2002   106.06   106.05   105.64       Comdty       USM2   May 10, 2002   102.09   102.06   101.13       May 10, 2002   105.72   105.69   104.84       May 10, 2002   106.47   106.45   105.86       Comdty       USM2   May 13, 2002   101.94   101.03   100.88       May 13, 2002   105.56   105.06   105.03       May 13, 2002   106.38   106.06   106.05       Comdty       USM2   May 14, 2002   101   100.13   99.844       May 14, 2002   104.95   104.45   104.25       May 14, 2002   105.95   105.63   105.44       Comdty       USM2   May 15, 2002   100.63   100.38   99.969       May 15, 2002   104.77   104.72   104.34       May 15, 2002   105.88   105.84   105.55       Comdty       USM2   May 16, 2002   101   100.88   100.31       May 16, 2002   105.34   105.25   104.72       May 16, 2002   106.23   106.17   105.86       Comdty       USM2   May 17, 2002   100.69   100.19   99.938       May 17, 2002   105.2   104.83   104.63       May 17, 2002   106.16   105.91   105.77       Comdty       USM2   May 20, 2002   100.88   100.81   100.38       May 20, 2002   105.31   105.28   105.02       May 20, 2002   106.2   106.19   106.05       Comdty       USM2   May 21, 2002   101.34   101.25   100.5       May 21, 2002   105.66   105.63   105.14       May 21, 2002   106.45   106.42   106.16       Comdty       USM2   May 22, 2002   101.91   101.81   101.44       May 22, 2002   106.06   106   105.73       May 22, 2002   106.78   106.7   106.56       Comdty       USM2   May 23, 2002   102.56   101.31   101.19       May 23, 2002   106.48   105.73   105.56       May 23, 2002   107.02   106.56   106.31       Comdty       USM2   May 24, 2002   101.84   101.53   101.22       May 24, 2002   106.08   105.94   105.75       May 24, 2002   106.75   106.64   106.5       Comdty       USM2   May 28, 2002   101.81   101:5   101       May 28, 2002   106.06   106.02   105.52       May 28, 2002   106.73   106.7   106.38       Comdty       USM2   May 29, 2002   102.13   102.03   101.41       May 29, 2002   106.53   106.45   106.06       May 29, 2002   107.03   106.98   106.72       Comdty       USM2   May 30, 2002   102.56   102.44   101.88       May 30, 2002   106.92   106.83   106.45       May 30, 2002   107.3   107.23   107       Comdty       USM2   May 31, 2002   102.88   102.28   101.78       May 31, 2002   107.03   106.73   106.42       May 31, 2002   107.36   107.2   106.98       Comdty       USM2   Jun. 03, 2002   102.47   102.34   101.59       Jun. 03, 2002   106.88   106.8   106.23       Jun. 03, 2002   107.3   107.25   106.84       Comdty       USM2   Jun. 04, 2002   103.09   102.5   102.38       Jun. 04, 2002   107.31   106.98   106.81       Jun. 04, 2002   107.61   107.44   107.3       Comdty       USM2   Jun. 05, 2002   102.44   102   101.84       Jun. 05, 2002   107   106.83   106.63       Jun. 05, 2002   107.44   107.36   107.17       Comdty       USM2   Jun. 06, 2002   102.75   102.53   101.66       Jun. 06, 2002   107.2   107.08   106.56       Jun. 06, 2002   107.59   107.5   107.19       Comdty       USM2   Jun. 07, 2002   103.06   101.94   101.75       Jun. 07, 2002   107.59   106.81   106.63       Jun. 07, 2002   107.86   107.36   107.25       Comdty       USM2   Jun. 10, 2002   102.53   102.38   101.81       Jun. 10, 2002   107.09   106.97   106.72       Jun. 10, 2002   107.41   107.39   107.25       Comdty       USM2   Jun. 11, 2002   103.06   103   101.97       Jun. 11, 2002   107.33   107.31   106.77       Jun. 11, 2002   107.66   107.64   107.3       Comdty       USM2   Jun. 12, 2002   103.53   103.38   102.94       Jun. 12, 2002   107.64   107.58   107.31       Jun. 12, 2002   107.83   107.78   107.67       Comdty       USM2   Jun. 13, 2002   104.13   103.75   103.19   1.188   Jun. 13, 2002   108.13   107.88   107.44   1.359   Jun. 13, 2002   108.17   108   107.94   1.281       Comdty       USM2   Jun. 14, 2002   105.31   105.06   104.34   1.188   Jun. 14, 2002   108.8   108.61   108.22   1.359   Jun. 14, 2002   108.61   108.47   108.31   1.281                                                Comdty                   Comdty                   USU2       Px   Px   Px       TYU2   Px   Px   Px       FVU2   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USU2   Jun. 14, 2002   104.16   103.88   103.13       Jun. 14, 2002   107.42   107.25   106.83       Jun. 14, 2002   107.34   107.19   106.97           Comdty       USU2   Jun. 17, 2002   103.72   103.13   103.03       Jun. 17, 2002   107.16   106.84   106.75       Jun. 17, 2002   107.11   106.98   106.88       Comdty       USU2   Jun. 18, 2002   103.84   103.22   103       Jun. 18, 2002   107.33   106.92   106.78       Jun. 18, 2002   107.31   107.06   106.97       Comdty       USU2   Jun. 19, 2002   104.38   104.34   103.56       Jun. 19, 2002   107.83   107.8   107.22       Jun. 19, 2002   107.67   107.66   107.3       Comdty       USU2   Jun. 20, 2002   104.44   103.31   103.28       Jun. 20, 2002   107.86   107.03   107.02       Jun. 20, 2002   107.7   107.22   107.2       Comdty       USU2   Jun. 21, 2002   104.22   104.13   103.38       Jun. 21, 2002   107.66   107.61   107.14       Jun. 21, 2002   107.55   107.53   107.25       Comdty       USU2   Jun. 24, 2002   104.66   103.25   103.09       Jun. 24, 2002   107.92   107.11   107       Jun. 24, 2002   107.73   107.22   107.16       Comdty       USU2   Jun. 25, 2002   103.44   103.19   102.59       Jun. 25, 2002   107.25   107.16   106.66       Jun. 25, 2002   107.3   107.22   106.91       Comdty       USU2   Jun. 26, 2002   105.16   104.22   103.81       Jun. 26, 2002   108.8   108.05   107.67       Jun. 26, 2002   108.39   107.88   107.61       Comdty       USU2   Jun. 27, 2002   103.94   102.91   102.59       Jun. 27, 2002   107.97   107.33   107.17       Jun. 27, 2002   107.86   107.44   107.33       Comdty       USU2   Jun. 28, 2002   103.09   102.78   102.44       Jun. 28, 2002   107.41   107.23   106.97       Jun. 28, 2002   107.44   107.42   107.11       Comdty       USU2   Jul. 01, 2002   103.06   102.94   102.25       Jul. 01, 2002   107.41   107.3   106.94       Jul. 01, 2002   107.56   107.48   107.22       Comdty       USU2   Jul. 02, 2002   103.84   103.72   103.06       Jul. 02, 2002   107.97   107.92   107.47       Jul. 02, 2002   107.94   107.89   107.63       Comdty       USU2   Jul. 03, 2002   103.97   103.72   103.47       Jul. 03, 2002   108.05   107.84   107.72       Jul. 03, 2002   108.05   107.92   107.8       Comdty       USU2   Jul. 05, 2002   103.56   102.66   102.63       Jul. 05, 2002   107.64   107.03   107.02       Jul. 05, 2002   107.81   107.33   107.3       Comdty       USU2   Jul. 08, 2002   103.09   103   102.63       Jul. 08, 2002   107.42   107.41   107.08       Jul. 08, 2002   107.67   107.66   107.38       Comdty       USU2   Jul. 09, 2002   103.94   103.81   102.72       Jul. 09, 2002   107.95   107.94   107.25       Jul. 09, 2002   108.11   108.09   107.63       Comdty       USU2   Jul. 10, 2002   105   104.78   103.56       Jul. 10, 2002   108.81   108.66   107.77       Jul. 10, 2002   108.78   108.66   108       Comdty       USU2   Jul. 11, 2002   105.94   105.09   104.78       Jul. 11, 2002   109.31   108.84   108.66       Jul. 11, 2002   109.03   108.7   108.59       Comdty       USU2   Jul. 12, 2002   105.66   105.25   104.53       Jul. 12, 2002   109.3   109.03   108.47       Jul. 12, 2002   108.98   108.83   108.38       Comdty       USU2   Jul. 15, 2002   105.75   104.84   104.81       Jul. 15, 2002   109.47   108.94   108.91       Jul. 15, 2002   109.11   108.81   108.78       Comdty       USU2   Jul. 16, 2002   104.97   103.78   103.59       Jul. 16, 2002   109.06   108.36   108.27       Jul. 16, 2002   108.89   108.36   108.31       Comdty       USU2   Jul. 17, 2002   104.31   104.22   103.22       Jul. 17, 2002   108.83   108.78   108.09       Jul. 17, 2002   108.7   108.67   108.16       Comdty       USU2   Jul. 18, 2002   104.59   104.56   103.69       Jul. 18, 2002   109.2   109.17   108.48       Jul. 18, 2002   109   108.97   108.47       Comdty       USU2   Jul. 19, 2002   105.34   105.16   104.63       Jul. 19, 2002   109.64   109.47   109.28       Jul. 19, 2002   109.34   109.27   109.06       Comdty       USU2   Jul. 22, 2002   106.38   106.13   105.28       Jul. 22, 2002   110.42   110.17   109.61       Jul. 22, 2002   110   109.83   109.42       Comdty       USU2   Jul. 23, 2002   106.34   106.22   105.66       Jul. 23, 2002   110.53   110.48   109.86       Jul. 23, 2002   110.13   110.09   109.63       Comdty       USU2   Jul. 24, 2002   107.81   105.94   105.81       Jul. 24, 2002   111.95   110.67   110.63       Jul. 24, 2002   111.3   110.23   110.19       Comdty       USU2   Jul. 25, 2002   106.47   106.19   105.31       Jul. 25, 2002   111.13   110.84   110.34       Jul. 25, 2002   110.66   110.44   110.08       Comdty       USU2   Jul. 26, 2002   106.28   105.91   105.59       Jul. 26, 2002   111.34   111.05   110.69       Jul. 26, 2002   110.86   110.72   110.39       Comdty       USU2   Jul. 29, 2002   105.59   104.59   104.44       Jul. 29, 2002   110.55   109.94   109.69       Jul. 29, 2002   110.33   109.83   109.69       Comdty       USU2   Jul. 30, 2002   105.19   104.69   104.31       Jul. 30, 2002   110.22   109.73   109.52       Jul. 30, 2002   110.06   109.63   109.44       Comdty       USU2   Jul. 31, 2002   106.22   105.94   104.56       Jul. 31, 2002   110.75   110.61   109.58       Jul. 31, 2002   110.41   110.33   109.53       Comdty       USU2   Aug. 01, 2002   106.44   106.25   105.66       Aug. 01, 2002   111.13   111.05   110.53       Aug. 01, 2002   110.84   110.78   110.41       Comdty       USU2   Aug. 02, 2002   107.75   107.72   106.31       Aug. 02, 2002   112.25   112.14   111.14       Aug. 02, 2002   111.61   111.53   110.88       Comdty       USU2   Aug. 05, 2002   108.25   107.94   107.5       Aug. 05, 2002   112.58   112.39   112       Aug. 05, 2002   111.88   111.81   111.53       Comdty       USU2   Aug. 06, 2002   107.53   106.84   106.72       Aug. 06, 2002   111.98   111.38   111.34       Aug. 06, 2002   111.55   111.09   111.08       Comdty       USU2   Aug. 07, 2002   107.84   107.53   106.91       Aug. 07, 2002   112.25   112.08   111.48       Aug. 07, 2002   111.78   111.67   111.23       Comdty       USU2   Aug. 08, 2002   107.47   107.03   106.72       Aug. 08, 2002   111.89   111.45   111.39       Aug. 08, 2002   111.55   111.2   111.16       Comdty       USU2   Aug. 09, 2002   108.78   108.63   107.41       Aug. 09, 2002   112.55   112.47   111.55       Aug. 09, 2002   111.69   111.59   111.19       Comdty       USU2   Aug. 12, 2002   109.72   109.31   108.88       Aug. 12, 2002   113.02   112.69   112.58       Aug. 12, 2002   111.88   111.67   111.56       Comdty       USU2   Aug. 13, 2002   110.31   110.25   109.28       Aug. 13, 2002   113.42   113.31   112.63       Aug. 13, 2002   112.28   112.16   111.63       Comdty       USU2   Aug. 14, 2002   112.38   111.19   110.69       Aug. 14, 2002   114.17   113.23   112.92       Aug. 14, 2002   112.59   111.8   111.67       Comdty       USU2   Aug. 15, 2002   110.56   110.06   109.53       Aug. 15, 2002   112.94   112.53   112.11       Aug. 15, 2002   111.67   111.41   110.98       Comdty       USU2   Aug. 16, 2002   110.44   108.56   108.41       Aug. 16, 2002   112.91   111.52   111.48       Aug. 16, 2002   111.73   110.78   110.75       Comdty       USU2   Aug. 19, 2002   109.03   108.91   108.25       Aug. 19, 2002   111.88   111.7   111.3       Aug. 19, 2002   111   110.89   110.67       Comdty       USU2   Aug. 20, 2002   110.09   110.06   109.06       Aug. 20, 2002   112.78   112.73   111.97       Aug. 20, 2002   111.67   111.64   111.17       Comdty       USU2   Aug. 21, 2002   109.91   109.78   109.09       Aug. 21, 2002   112.63   112.61   112.02       Aug. 21, 2002   111.59   111.55   111.11       Comdty       USU2   Aug. 22, 2002   109.34   108.84   108.72       Aug. 22, 2002   112.28   111.98   111.92       Aug. 22, 2002   111.41   111.09   111.08       Comdty       USU2   Aug. 23, 2002   110.09   109.94   108.97       Aug. 23, 2002   112.58   112.5   112.02       Aug. 23, 2002   111.5   111.45   111.13       Comdty       USU2   Aug. 26, 2002   110.28   110.13   109.38       Aug. 26, 2002   112.88   112.72   112.22       Aug. 26, 2002   111.75   111.59   111.28       Comdty       USU2   Aug. 27, 2002   110.22   109.09   109       Aug. 27, 2002   112.72   112.19   112       Aug. 27, 2002   111.58   111.27   111.06       Comdty       USU2   Aug. 28, 2002   110.06   109.88   109.59       Aug. 28, 2002   112.8   112.58   112.45       Aug. 28, 2002   111.63   111.48   111.39       Comdty       USU2   Aug. 29, 2002   111.03   110.56   110.22       Aug. 29, 2002   113.34   113.03   112.86       Aug. 29, 2002   112.02   111.88   111.73       Comdty       USU2   Aug. 30, 2002   111.03   110.88   110.5       Aug. 30, 2002   113.34   113.17   112.88       Aug. 30, 2002   112.16   112.03   111.86       Comdty       USU2   Sep. 03, 2002   112.91   112.72   111.44       Sep. 03, 2002   114.56   114.41   113.63       Sep. 03, 2002   112.97   112.92   112.36       Comdty       USU2   Sep. 04, 2002   113.09   112.94   112.47       Sep. 04, 2002   114.8   114.63   114.27       Sep. 04, 2002   113.22   112.97   112.84       Comdty       USU2   Sep. 05, 2002   113.53   113.41   112.53       Sep. 05, 2002   115.09   114.95   114.5       Sep. 05, 2002   113.33   113.28   112.92       Comdty       USU2   Sep. 06, 2002   113.09   111.81   111.72       Sep. 06, 2002   114.92   114.08   114.05       Sep. 06, 2002   113.03   112.63   112.59       Comdty       USU2   Sep. 09, 2002   112.44   111.81   111.78       Sep. 09, 2002   114.45   113.97   113.97       Sep. 09, 2002   112.78   112.48   112.48       Comdty       USU2   Sep. 10, 2002   112.63   112.41   111.19       Sep. 10, 2002   114.44   114.31   113.56       Sep. 10, 2002   112.75   112.66   112.14       Comdty       USU2   Sep. 11, 2002   111.75   111.69   111.06       Sep. 11, 2002   113.88   113.81   113.44       Sep. 11, 2002   112.3   112.3   112.02       Comdty       USU2   Sep. 12, 2002   112.78   112.72   111.88   1.188   Sep. 12, 2002   114.5   114.47   113.97   1.25   Sep. 12, 2002   112.73   112.72   112.45   0.656       Comdty       USU2   Sep. 13, 2002   113.81   113.63   112.84   1.188   Sep. 13, 2002   115   114.91   114.56   1.25   Sep. 13, 2002   112.98   112.97   112.83   0.656                                                Comdty                   Comdty                   USZ2       Px   Px   Px       TYZ2   Px   Px   Px       FVZ2   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USZ2   Sep. 13, 2002   112.66   112.44   111.66       Sep. 13, 2002   113.78   113.66   113.28       Sep. 13, 2002   112.36   112.31   112.05           Comdty       USZ2   Sep. 16, 2002   113   112.78   111.97       Sep. 16, 2002   114.05   113.89   113.45       Sep. 16, 2002   112.59   112.47   112.16       Comdty       USZ2   Sep. 17, 2002   112.97   112.91   111.69       Sep. 17, 2002   114.13   114.02   113.22       Sep. 17, 2002   112.63   112.56   111.92       Comdty       USZ2   Sep. 18, 2002   113.41   112.78   112.59       Sep. 18, 2002   114.41   114.08   114       Sep. 18, 2002   112.88   112.63   112.59       Comdty       USZ2   Sep. 19, 2002   113.63   113.38   112.84       Sep. 19, 2002   114.77   114.58   114.25       Sep. 19, 2002   113.17   113.03   112.78       Comdty       USZ2   Sep. 20, 2002   113.31   113.06   112.63       Sep. 20, 2002   114.73   114.69   114.23       Sep. 20, 2002   113.17   113.16   112.83       Comdty       USZ2   Sep. 23, 2002   114.16   114.09   113.38       Sep. 23, 2002   115.45   115.34   114.95       Sep. 23, 2002   113.64   113.58   113.36       Comdty       USZ2   Sep. 24, 2002   114.97   114.5   114.09       Sep. 24, 2002   115.94   115.5   115.38       Sep. 24, 2002   114.09   113.77   113.66       Comdty       USZ2   Sep. 25, 2002   114.19   113.06   112.84       Sep. 25, 2002   115.39   114.69   114.55       Sep. 25, 2002   113.69   113.19   113.11       Comdty       USZ2   Sep. 26, 2002   113.28   113   112.13       Sep. 26, 2002   114.92   114.7   114.11       Sep. 26, 2002   113.39   113.13   112.73       Comdty       USZ2   Sep. 27, 2002   113.88   113.72   113       Sep. 27, 2002   115.36   115.28   114.75       Sep. 27, 2002   113.69   113.64   113.2       Comdty       USZ2   Sep. 30, 2002   114.97   114.25   114.13       Sep. 30, 2002   116.19   115.91   115.56       Sep. 30, 2002   114.44   114.28   113.86       Comdty       USZ2   Oct. 01, 2002   113.56   113.31   112.69       Oct. 01, 2002   115.64   115.22   115.08       Oct. 01, 2002   114.17   113.75   113.69       Comdty       USZ2   Oct. 02, 2002   113.75   113.53   112.91       Oct. 02, 2002   115.33   115.27   114.73       Oct. 02, 2002   113.75   113.7   113.34       Comdty       USZ2   Oct. 03, 2002   113.91   113.44   113.09       Oct. 03, 2002   115.56   115.34   114.94       Oct. 03, 2002   113.94   113.78   113.5       Comdty       USZ2   Oct. 04, 2002   114.25   113.63   112.25       Oct. 04, 2002   115.75   115.39   114.44       Oct. 04, 2002   113.98   113.8   113       Comdty       USZ2   Oct. 07, 2002   114.44   113.94   113.69       Oct. 07, 2002   115.92   115.73   115.5       Oct. 07, 2002   114.17   114.03   113.89       Comdty       USZ2   Oct. 08, 2002   115.13   113.84   113.63       Oct. 08, 2002   116.25   115.59   115.47       Oct. 08, 2002   114.34   113.86   113.83       Comdty       USZ2   Oct. 09, 2002   114.81   114.63   114.19       Oct. 09, 2002   116.2   116.16   115.78       Oct. 09, 2002   114.38   114.34   114.02       Comdty       USZ2   Oct. 10, 2002   114.56   113.75   113.44       Oct. 10, 2002   116.31   115.7   115.52       Oct. 10, 2002   114.56   114.11   113.97       Comdty       USZ2   Oct. 11, 2002   113.63   112.31   112.09       Oct. 11, 2002   115.66   114.81   114.73       Oct. 11, 2002   114.02   113.48   113.41       Comdty       USZ2   Oct. 15, 2002   111.25   110.16   110.09       Oct. 15, 2002   113.92   113.3   113.23       Oct. 15, 2002   112.81   112.34   112.3       Comdty       USZ2   Oct. 16, 2002   110.38   109.78   109.41       Oct. 16, 2002   113.5   113.13   112.88       Oct. 16, 2002   112.5   112.23   112.05       Comdty       USZ2   Oct. 17, 2002   109.22   108.78   108.47       Oct. 17, 2002   112.73   112.56   112.22       Oct. 17, 2002   111.97   111.81   111.55       Comdty       USZ2   Oct. 18, 2002   109   108.69   107.5       Oct. 18, 2002   112.86   112.69   111.84       Oct. 18, 2002   112.05   111.89   111.3       Comdty       USZ2   Oct. 21, 2002   109.22   108.06   107.78       Oct. 21, 2002   112.94   112.14   111.97       Oct. 21, 2002   112   111.47   111.34       Comdty       USZ2   Oct. 22, 2002   108.31   107.72   107.56       Oct. 22, 2002   112.36   112.05   111.84       Oct. 22, 2002   111.63   111.41   111.33       Comdty       USZ2   Oct. 23, 2002   108.72   107.63   107.5       Oct. 23, 2002   112.75   112.13   112.03       Oct. 23, 2002   111.91   111.47   111.38       Comdty       USZ2   Oct. 24, 2002   108.53   108.44   107.06       Oct. 24, 2002   112.78   112.73   111.8       Oct. 24, 2002   111.94   111.92   111.3       Comdty       USZ2   Oct. 25, 2002   109.13   109   108.41       Oct. 25, 2002   113.22   113.14   112.7       Oct. 25, 2002   112.42   112.39   111.95       Comdty       USZ2   Oct. 28, 2002   109.38   108.97   108.81       Oct. 28, 2002   113.59   113.36   113.22       Oct. 28, 2002   112.81   112.7   112.58       Comdty       USZ2   Oct. 29, 2002   111.03   110.56   109.28       Oct. 29, 2002   114.7   114.39   113.52       Oct. 29, 2002   113.7   113.47   112.83       Comdty       USZ2   Oct. 30, 2002   110.75   110.22   109.91       Oct. 30, 2002   114.61   V14.27   113.97       Oct. 30, 2002   113.64   113.47   113.14       Comdty       USZ2   Oct. 31, 2002   111.06   110.66   109.91       Oct. 31, 2002   114.88   114.72   114       Oct. 31, 2002   113.88   113.73   113.22       Comdty       USZ2   Nov. 01, 2002   110.94   110.34   109.34       Nov. 01, 2002   114.86   114.25   113.83       Nov. 01, 2002   113.73   113.36   113.03       Comdty       USZ2   Nov. 04, 2002   109.91   109.69   109.34       Nov. 04, 2002   113.84   113.81   113.5       Nov. 04, 2002   113.03   112.97   112.78       Comdty       USZ2   Nov. 05, 2002   109.75   109.44   109.09       Nov. 05, 2002   113.78   113.63   113.38       Nov. 05, 2002   112.95   112.89   112.66       Comdty       USZ2   Nov. 06, 2002   110.69   109.91   108.88       Nov. 06, 2002   114.48   113.84   113.22       Nov. 06, 2002   113.5   112.98   112.61       Comdty       USZ2   Nov. 07, 2002   112.22   111.94   110.69       Nov. 07, 2002   114.92   114.78   114.2       Nov. 07, 2002   113.56   113.45   113.06       Comdty       USZ2   Nov. 08, 2002   113.16   112.97   112.25       Nov. 08, 2002   115.14   115.05   114.7       Nov. 08, 2002   113.61   113.53   113.27       Comdty       USZ2   Nov. 12, 2002   113.63   112.84   112.69       Nov. 12, 2002   115.47   115.08   115.02       Nov. 12, 2002   113.78   113.61   113.55       Comdty       USZ2   Nov. 13, 2002   113.31   113.06   112.31       Nov. 13, 2002   115.42   115.27   114.84       Nov. 13, 2002   113.84   113.7   113.5       Comdty       USZ2   Nov. 14, 2002   112.81   111.22   111.16       Nov. 14, 2002   115.05   113.95   113.91       Nov. 14, 2002   113.56   112.81   112.8       Comdty       USZ2   Nov. 15, 2002   111.44   111.06   110.19       Nov. 15, 2002   113.88   113.73   113.19       Nov. 15, 2002   112.67   112.63   112.22       Comdty       USZ2   Nov. 18, 2002   111.69   111.53   110.75       Nov. 18, 2002   113.94   113.91   113.56       Nov. 18, 2002   112.72   112.7   112.48       Comdty       USZ2   Nov. 19, 2002   112.63   112.09   111.75       Nov. 19, 2002   114.42   114.14   113.92       Nov. 19, 2002   113.03   112.81   112.72       Comdty       USZ2   Nov. 20, 2002   112.72   111.03   110.78       Nov. 20, 2002   114.44   113.33   113.25       Nov. 20, 2002   113.05   112.25   112.22       Comdty       USZ2   Nov. 21, 2002   111.06   110.13   109.66       Nov. 21, 2002   113.36   112.86   112.52       Nov. 21, 2002   112.31   111.94   111.72       Comdty       USZ2   Nov. 22, 2002   110.44   109.88   109.72       Nov. 22, 2002   113.09   112.66   112.55       Nov. 22, 2002   112.13   111.77   111.69       Comdty       USZ2   Nov. 25, 2002   110.47   109.84   109.59       Nov. 25, 2002   113   112.66   112.56       Nov. 25, 2002   111.98   111.81   111.69       Comdty       USZ2   Nov. 26, 2002   111.03   110.91   109.84       Nov. 26, 2002   113.53   113.45   112.69       Nov. 26, 2002   112.41   112.34   111.78       Comdty       USZ2   Nov. 27, 2002   110.56   108.72   108.66       Nov. 27, 2002   113.2   112.17   112.09       Nov. 27, 2002   112.16   111.52   111.42       Comdty       USZ2   Nov. 29, 2002   109.34   109.19   108.69       Nov. 29, 2002   112.55   112.52   112.22       Nov. 29, 2002   111.83   111.78   111.58       Comdty       USZ2   Dec. 02, 2002   109.56   109.34   107.66       Dec. 02, 2002   112.61   112.41   111.5       Dec. 02, 2002   111.72   111.63   111.16       Comdty       USZ2   Dec. 03, 2002   109.88   109.19   109.06       Dec. 03, 2002   112.75   112.31   112.2       Dec. 03, 2002   111.81   111.61   111.56       Comdty       USZ2   Dec. 04, 2002   110.22   109.78   109.69       Dec. 04, 2002   113   112.77   112.63       Dec. 04, 2002   112.11   111.98   111.84       Comdty       USZ2   Dec. 05, 2002   110.69   110.47   109.09       Dec. 05, 2002   113.27   113.2   112.25       Dec. 05, 2002   112.28   112.25   111.67       Comdty       USZ2   Dec. 06, 2002   112.06   110.53   110.09       Dec. 06, 2002   114.28   113.59   113.2       Dec. 06, 2002   112.97   112.56   112.27       Comdty       USZ2   Dec. 09, 2002   111.41   111.13   110.28       Dec. 09, 2002   114.09   113.95   113.61       Dec. 09, 2002   112.86   112.8   112.72       Comdty       USZ2   Dec. 10, 2002   111.47   111.44   110.91       Dec. 10, 2002   114.11   113.98   113.72       Dec. 10, 2002   112.88   112.81   112.7       Comdty       USZ2   Dec. 11, 2002   112.34   112.22   111.53       Dec. 11, 2002   114.55   114.41   113.95       Dec. 11, 2002   113.17   113.08   112.94       Comdty       USZ2   Dec. 12, 2002   112.44   112.25   111.66   1.344   Dec. 12, 2002   114.56   114.34   114.03   1.359   Dec. 12, 2002   113.13   113.06   112.91   1.328       Comdty       USZ2   Dec. 13, 2002   112.44   111.38   111.13   1.344   Dec. 13, 2002   114.53   114.06   113.81   1.359   Dec. 13, 2002   113.06   112.92   112.78   1.328                                                Comdty                   Comdty                   USH3       Px   Px   Px       TYH3   Px   Px   Px       FVH3   Px   Px   Px       Comdty   Date   High   Last   Low       Date   High   Last   Low       Date   High   Last   Low                    USH3   Dec. 13, 2002   111.13   110.03   109.75       Dec. 13, 2002   113.31   112.7   112.42       Dec. 13, 2002   111.94   111.59   111.42           Comdty       USH3   Dec. 16, 2002   110.25   109.13   108.97       Dec. 16, 2002   112.77   112.2   112.16       Dec. 16, 2002   111.64   111.31   111.28       Comdty       USH3   Dec. 17, 2002   109.66   109.19   108.81       Dec. 17, 2002   112.5   112.44   112.11       Dec. 17, 2002   111.56   111.52   111.28       Comdty       USH3   Dec. 18, 2002   110.13   109.84   109.44       Dec. 18, 2002   113.13   112.98   112.66       Dec. 18, 2002   112   111.94   111.7       Comdty       USH3   Dec. 19, 2002   110.97   110.88   109.91       Dec. 19, 2002   113.78   113.75   113.11       Dec. 19, 2002   112.45   112.44   112       Comdty       USH3   Dec. 20, 2002   111.16   110.97   110.47       Dec. 20, 2002   113.8   113.78   113.42       Dec. 20, 2002   112.42   112.42   112.17       Comdty       USH3   Dec. 23, 2002   111.28   110.84   110.28       Dec. 23, 2002   113.84   113.72   113.34       Dec. 23, 2002   112.39   112.34   112.13       Comdty       USH3   Dec. 24, 2002   111.81   111.56   111.13       Dec. 24, 2002   114.25   114.11   113.81       Dec. 24, 2002   112.72   112.55   112.44       Comdty       USH3   Dec. 26, 2002   111.75   111.72   111.34       Dec. 26, 2002   114.28   114.23   114.03       Dec. 26, 2002   112.67   112.66   112.47       Comdty       USH3   Dec. 27, 2002   112.88   112.84   111.69       Dec. 27, 2002   115.06   115.03   114.39       Dec. 27, 2002   113.22   113.2   112.8       Comdty       USH3   Dec. 30, 2002   113.19   113.13   112.44       Dec. 30, 2002   115.34   115.27   114.8       Dec. 30, 2002   113.48   113.41   113.08       Comdty       USH3   Dec. 31, 2002   113.81   112.69   112.56       Dec. 31, 2002   115.55   115.05   114.91       Dec. 31, 2002   113.59   113.25   113.14       Comdty       USH3   Jan. 02, 2003   112.5   110.16   110.03       Jan. 02, 2003   114.81   113.41   113.2       Jan. 02, 2003   113.06   112.16   112       Comdty       USH3   Jan. 03, 2003   110.38   110.28   109.59       Jan. 03, 2003   113.5   113.44   113.03       Jan. 03, 2003   112.23   112.16   111.92       Comdty       USH3   Jan. 06, 2003   110.13   110.03   109.44       Jan. 06, 2003   113.34   113.23   112.91       Jan. 06, 2003   112.02   111.94   111.73       Comdty       USH3   Jan. 07, 2003   110.75   110.34   109.75       Jan. 07, 2003   113.75   113.53   113.09       Jan. 07, 2003   112.28   112.19   111.81       Comdty       USH3   Jan. 08, 2003   111.22   111.03   110.47       Jan. 08, 2003   114.02   113.83   113.64       Jan. 08, 2003   112.45   112.36   112.28       Comdty       USH3   Jan. 09, 2003   110.38   109.03   108.56       Jan. 09, 2003   113.28   112.59   112.31       Jan. 09, 2003   111.97   111.52   111.34       Comdty       USH3   Jan. 10, 2003   109.84   109.03   108.59       Jan. 10, 2003   113.25   112.56   112.25       Jan. 10, 2003   112.05   111.59   111.34       Comdty       USH3   Jan. 13, 2003   109.63   109.47   108.53       Jan. 13, 2003   112.92   112.84   112.2       Jan. 13, 2003   111.84   111.77   111.34       Comdty       USH3   Jan. 14, 2003   110.09   109.88   109.41       Jan. 14, 2003   113.3   113.22   112.81       Jan. 14, 2003   112.11   112.02   111.77       Comdty       USH3   Jan. 15, 2003   110.69   110.28   109.72       Jan. 15, 2003   113.69   113.33   113.08       Jan. 15, 2003   112.28   112.03   111.94       Comdty       USH3   Jan. 16, 2003   110.44   110.41   109.03       Jan. 16, 2003   113.33   113.3   112.52       Jan. 16, 2003   112.02   112   111.55       Comdty       USH3   Jan. 17, 2003   111.38   111.06   110.69       Jan. 17, 2003   114   113.8   113.53       Jan. 17, 2003   112.5   112.31   112.17       Comdty       USH3   Jan. 21, 2003   111.47   111.38   110.69       Jan. 21, 2003   114.11   114.06   113.59       Jan. 21, 2003   112.56   112.55   112.17       Comdty       USH3   Jan. 22, 2003   112.03   112   111.53       Jan. 22, 2003   114.56   114.55   114.2       Jan. 22, 2003   112.89   112.88   112.67       Comdty       USH3   Jan. 23, 2003   111.88   111.56   111.31       Jan. 23, 2003   114.5   114.36   114.16       Jan. 23, 2003   112.81   112.73   112.61       Comdty       USH3   Jan. 24, 2003   112.88   112.38   111.88       Jan. 24, 2003   114.97   114.69   114.53       Jan. 24, 2003   113.09   112.94   112.84       Comdty       USH3   Jan. 27, 2003   112.69   111.78   111.44       Jan. 27, 2003   114.89   114.3   114.13       Jan. 27, 2003   113.06   112.7   112.56       Comdty       USH3   Jan. 28, 2003   112.06   111.72   111.03       Jan. 28, 2003   114.41   114.16   113.73       Jan. 28, 2003   112.78   112.64   112.33       Comdty       USH3   Jan. 29, 2003   112.06   111.06   10.84       Jan. 29, 2003   114.31   113.7   113.53       Jan. 29, 2003   112.73   112.34   112.25       Comdty       USH3   Jan. 30, 2003   111.75   111.72   10.75       Jan. 30, 2003   114.06   114.05   113.36       Jan. 30, 2003   112.55   112.53   112.09       Comdty       USH3   Jan. 31, 2003   112.47   112.19   11.47       Jan. 31, 2003   114.34   114.14   113.94       Jan. 31, 2003   112.69   112.53   112.41       Comdty       USH3   Feb. 03, 2003   112.22   112.16   11.53       Feb. 03, 2003   114.03   113.97   113.63       Feb. 03, 2003   112.45   112.44   112.22       Comdty       USH3   Feb. 04, 2003   112.81   112.78   12.41       Feb. 04, 2003   114.45   114.44   114.17       Feb. 04, 2003   112.75   112.73   112.58       Comdty       USH3   Feb. 05, 2003   113.03   111.75   111.53       Feb. 05, 2003   114.5   113.92   113.59       Feb. 05, 2003   112.73   112.38   112.17       Comdty       USH3   Feb. 06, 2003   112.78   112.66   111.91       Feb. 06, 2003   114.42   114.34   114.08       Feb. 06, 2003   112.67   112.63   112.45       Comdty       USH3   Feb. 07, 2003   113.09   113.03   111.44       Feb. 07, 2003   114.61   114.58   113.59       Feb. 07, 2003   112.92   112.89   112.13       Comdty       USH3   Feb. 10, 2003   113   112.25   111.97       Feb. 10, 2003   114.55   114.17   114       Feb. 10, 2003   112.89   112.63   112.53       Comdty       USH3   Feb. 11, 2003   112.44   112.31   111.75       Feb. 11, 2003   114.42   114.39   113.97       Feb. 11, 2003   112.83   112.78   112.5       Comdty       USH3   Feb. 12, 2003   112.72   112.69   112.13       Feb. 12, 2003   114.84   114.81   114.42       Feb. 12, 2003   113.13   113.11   112.89       Comdty       USH3   Feb. 13, 2003   114.22   113.41   112.72       Feb. 13, 2003   115.64   115.36   114.84       Feb. 13, 2003   113.66   113.52   113.13       Comdty       USH3   Feb. 14, 2003   113.34   112.34   112.19       Feb. 14, 2003   115.25   114.83   114.69       Feb. 14, 2003   113.44   113.16   113.05       Comdty       USH3   Feb. 18, 2003   112.66   112.63   111.84       Feb. 18, 2003   114.91   114.89   114.41       Feb. 18, 2003   113.16   113.14   112.81       Comdty       USH3   Feb. 19, 2003   113.59   113.47   112.84       Feb. 19, 2003   115.41   115.39   114.92       Feb. 19, 2003   113.44   113.42   113.16       Comdty       USH3   Feb. 20, 2003   113.84   113.78   113.06       Feb. 20, 2003   115.75   115.7   115.09       Feb. 20, 2003   113.69   113.64   113.25       Comdty       USH3   Feb. 21, 2003   113.81   113.13   112.94       Feb. 21, 2003   115.81   115.33   115.23       Feb. 21, 2003   113.75   113.47   113.41       Comdty       USH3   Feb. 24, 2003   113.81   113.59   113.5       Feb. 24, 2003   115.78   115.7   115.48       Feb. 24, 2003   113.72   113.69   113.53       Comdty       USH3   Feb. 25, 2003   114.63   114.06   113.91       Feb. 25, 2003   116.41   115.89   115.83       Feb. 25, 2003   114.17   113.84   113.8       Comdty       USH3   Feb. 26, 2003   114.84   114.75   114.09       Feb. 26, 2003   116.25   116.19   115.81       Feb. 26, 2003   114   113.97   113.78       Comdty       USH3   Feb. 27, 2003   115.09   115   114.25       Feb. 27, 2003   116.41   116.31   115.92       Feb. 27, 2003   114.13   113.98   113.81       Comdty       USH3   Feb. 28, 2003   115.84   115.81   114.56       Feb. 28, 2003   116.75   116.72   116.11       Feb. 28, 2003   114.31   114.31   113.81       Comdty       USH3   Mar. 03, 2003   116.16   115.88   115.5       Mar. 03, 2003   116.98   116.91   116.58       Mar. 03, 2003   114.5   114.45   114.2       Comdty       USH3   Mar. 04, 2003   116.16   116.03   115.41       Mar. 04, 2003   117.19   117.13   116.77       Mar. 04, 2003   114.63   114.58   114.41       Comdty       USH3   Mar. 05, 2003   116.38   116.25   115.59       Mar. 05, 2003   117.47   117.41   117       Mar. 05, 2003   114.78   114.77   114.52       Comdty       USH3   Mar. 06, 2003   116.47   115.91   115.59       Mar. 06, 2003   117.42   117.2   116.92       Mar. 06, 2003   114.75   114.64   114.41       Comdty       USH3   Mar. 07, 2003   116.69   116.25   115.72       Mar. 07, 2003   117.8   117.47   117.09       Mar. 07, 2003   115.06   114.86   114.63       Comdty       USH3   Mar. 10, 2003   116.78   116.69   116.44       Mar. 10, 2003   117.88   117.81   117.66       Mar. 10, 2003   115.16   115.14   115.05       Comdty       USH3   Mar. 11, 2003   117   116.56   116.53       Mar. 11, 2003   117.91   117.59   117.53       Mar. 11, 2003   115.16   114.98   114.95       Comdty       USH3   Mar. 12, 2003   117.16   116.91   116.56       Mar. 12, 2003   117.73   117.47   117.38       Mar. 12, 2003   114.95   114.8   114.8       Comdty       USH3   Mar. 13, 2003   116.38   115.13   115.09       Mar. 13, 2003   117.09   116.28   116.17       Mar. 13, 2003   114.5   114.03   113.97       Comdty       USH3   Mar. 14, 2003   115.69   115.5   115.06       Mar. 14, 2003   116.7   116.59   116.17       Mar. 14, 2003   114.25   114.25   114.09                  
 
         [0055]    [0055]                                                                           APPENDIX II                       Cash Index Data 2001       (6% Coupon Data)                                Settle   Jan. 15, 2001   Feb. 15, 2001   Mar. 15, 2001   Apr. 15, 2001   May 15, 2001   Jun. 15, 2001       DATE   Jan-01   Feb-01   Mar-01   Apr-01   May-01   Jun-01       Cash_5YR   4.86   4.89   4.64   4.76   4.93   4.81       5YR YTM   4.86%   4.89%   4.64%   4.76%   4.93%   4.81%       Maturity   Jan. 15, 2006   Feb. 15, 2006   Mar. 15, 2006   Apr. 15, 2006   May 15, 2006   Jun. 15, 2006       5YR Price   105   104{fraction (28/32)}   106   105{fraction (15/32)}   104{fraction (22/32)}   105{fraction (7/32)}       Weight   2.75   2.75   2.75   2.75   2.75   2.75       Cash_10YR   5.16   5.1   4.89   5.14   5.39   5.28       10YR YTM   5.16%   5.10%   4.89%   5.14%   5.39%   5.28%       Maturity   Jan. 15, 2011   Feb. 15, 2011   Mar. 15, 2011   Apr. 15, 2011   May 15, 2011   Jun. 15, 2011       10YR Price   106{fraction (16/32)}   107   108{fraction (23/32)}   106{fraction (22/32)}   104{fraction (22/32)}   105{fraction (18/32)}       Weight   1.57   1.57   1.57   1.57   1.57   1.57       Cash_20YR   5.65   5.62   5.49   5.78   5.92   5.82       20YR YTM   5.65%   5.62%   5.49%   5.78%   5.92%   5.82%       Maturity   Jan. 15, 2021   Feb. 15, 2021   Mar. 15, 2021   Apr. 15, 2021   May 15, 2021   Jun. 15, 2021       20YR Price   104{fraction (5/32)}   104{fraction (17/32)}   106{fraction (5/32)}   102{fraction (19/32)}   100{fraction (30/32)}   102{fraction (4/32)}       Weight   1   1   1   1   1   1       Fed Funds   5.98   5.49   5.31   4.8   4.21   3.97       Monthly Fund   0.4983   0.4575   0.4425   0.4000   0.3508   0.3308       Price       Divisor   5.32   5.32   5.32   5.31   5.31   5.31       Cash Index   105{fraction (9/32)}   105{fraction (14/32)}   106{fraction (27/32)}   105{fraction (9/32)}   103{fraction (31/32)}   104{fraction (24/32)}       Funds   0.50   0.96   1.40   1.80   2.15   2.48       Cumulative       Coupon   0.5   1   1.5   2   2.5   3       Cumulative       Margin   0.00   0.04   0.10   0.20   0.35   0.52       Cash Cum.   105{fraction (9/32)}   105{fraction (15/32)}   106{fraction (30/32)}   105{fraction (15/32)}   104{fraction (11/32)}   105{fraction (8/32)}       INDEX       FUTURES   104{fraction (8/32)}   104{fraction (12/32)}   105{fraction (23/32)}   104{fraction (22/32)}   103{fraction (14/32)}   104{fraction (9/32)}       INDEX       Cash Bonds   104{fraction (5/32)}   104{fraction (17/32)}   106{fraction (5/32)}   102{fraction (19/32)}   100{fraction (30/32)}   102{fraction (4/32)}           Jan   Feb   Mar   April   May   June       Cash Return   Cash   0.0018   0.0137   −0.014   −0.011   0.0089       Futures   Futures   0.0014   0.0126   −0.01   −0.012   0.0083       Returns       Bond Returns       0.0035   0.0154   −0.0341   −0.0163   0.0116       10YR Returns       0.0045   0.0160   −0.0190   −0.0189   0.0083       5YR Returns       −0.0013   0.0108   −0.0052   −0.0073   0.0052                    Settle   Jul. 15, 2001   Aug. 15, 2001   Sep. 15, 2001   Oct. 15, 2001   Nov. 15, 2001   Dec. 15, 2001       DATE   Jul-01   Aug-01   Sep-01   Oct-01   Nov-01   Dec-01       Cash_5YR   4.76   4.57   4.12   3.91   3.97   4.39       5YR YTM   4.76%   4.57%   4.12%   3.91%   3.97%   4.39%       Maturity   Jul. 15, 2006   Aug. 15, 2006   Sep. 15, 2006   Oct. 15, 2006   Nov. 15, 2006   Dec. 15, 2006       5YR Price   105{fraction (15/32)}   106{fraction (10/32)}   108{fraction (13/32)}   109{fraction (13/32)}   109{fraction (4/32)}   107{fraction (5/32)}       Weight   2.70   2.70   2.70   2.74   2.74   2.74       Cash_10YR   5.24   4.97   4.73   4.57   4.65   5.09       10YR YTM   5.24%   4.97%   4.73%   4.57%   4.65%   5.09%       Maturity   Jul. 15, 2011   Aug. 15, 2011   Sep. 15, 2011   Oct. 15, 2011   Nov. 15, 2011   Dec. 15, 2011       10YR Price   105{fraction (28/32)}   108{fraction (2/32)}   110{fraction (2/32)}   111{fraction (13/32)}   110{fraction (23/32)}   107{fraction (3/32)}       Weight   1.54   1.54   1.54   1.56   1.56   1.56       Cash_20YR   5.75   5.58   5.53   5.34   5.33   5.76       20YR YTM   5.75%   5.58%   5.53%   5.34%   5.33%   5.76%       Maturity   Jul. 15, 2021   Aug. 15, 2021   Sep. 15, 2021   Oct. 15, 2021   Nov. 15, 2021   Dec. 15, 2021       20YR Price   102{fraction (30/32)}   105{fraction (1/32)}   105{fraction (21/32)}   108{fraction (2/32)}   108{fraction (6/32)}   102{fraction (27/32)}       Weight   1   1   1   1   1   1       Fed Funds   3.77   3.65   3.65   2.49   2.09   1.82       Monthly Fund   0.3142   0.3042   0.2558   0.2075   0.1742   0.1742       Price       Divisor   5.24   5.24   5.24   5.30   5.30   5.30       Cash Index   105{fraction (3/32)}   106{fraction (19/32)}   108{fraction (12/32)}   109{fraction (24/32)}   109{fraction (13/32)}   106{fraction (10/32)}       Funds   2.79   3.10   3.35   3.56   3.74   3.89       Cumulative       Coupon   3.5   4   4.5   5   5.5   6       Cumulative       Margin   0.71   0.90   1.15   1.44   1.76   2.11       Cash Cum.   105{fraction (26/32)}   107{fraction (16/32)}   109{fraction (17/32)}   111{fraction (6/32)}   111{fraction (6/32)}   108{fraction (14/32)}       INDEX       FUTURES   104{fraction (28/32)}   106{fraction (15/32)}   108{fraction (6/32)}   109{fraction (29/32)}   109{fraction (25/32)}   107{fraction (9/32)}       INDEX       Cash Bonds   102{fraction (30/32)}   105{fraction (1/32)}   105{fraction (21/32)}   108{fraction (2/32)}   108{fraction (6/32)}   102{fraction (27/32)}           July   Aug   Sept   Oct   Nov   Dec       Cash Return   0.0052   0.0158   0.0187   0.0151   3E−05   −0.025       Futures   0.0056   0.0152   0.0158   0.0159   −0.001   −0.023       Returns       Bond Returns   0.0082   0.0200   0.0059   0.0226   0.0012   −0.0508       10YR Returns   0.0030   0.0205   0.0183   0.0122   −0.0061   −0.0335       5YR Returns   0.0022   0.0082   0.0195   0.0091   −0.0026   −0.0182                    
         [0056]    [0056]                                                                                           Cash Index Data 2002       (6% Coupon Data)                                Settle   Jan. 15, 2002   Feb. 15, 2002   Mar. 15, 2002   Apr. 15, 2002   May 15, 2002   Jun. 15, 2002       DATE   Jan-02   Feb-02   Mar-02   Apr-02   May-02   Jun-02       Cash_5YR   4.34   4.30   4.74   4.65   4.49   4.19       5YR YTM   4.34%   4.30%   4.74%   4.65%   4.49%   4.19%       Maturity   Jan. 15, 2007   Feb. 15, 2007   Mar. 15, 2007   Apr. 15, 2007   May 15, 2007   Jun. 15, 2007       5YR Price   107{fraction (12/32)}   107{fraction (18/32)}   105{fraction (18/32)}   105{fraction (31/32)}   106{fraction (22/32)}   108{fraction (3/32)}       Weight   2.69   2.69   2.69   2.68   2.68   2.68       Cash_10YR   5.04   4.91   5.28   5.21   5.16   4.93       10YR YTM   5.04%   4.91%   5.28%   5.21%   5.16%   4.93%       Maturity   Jan. 15, 2012   Feb. 15, 2012   Mar. 15, 2012   Apr. 15, 2012   May 15, 2012   Jun. 15, 2012       10YR Price   107{fraction (16/32)}   108{fraction (18/32)}   105{fraction (18/32)}   106{fraction (4/32)}   106{fraction (16/32)}   108{fraction (12/32)}       Weight   1.54   1.54   1.54   1.54   1.54   1.54       Cash_20YR   5.69   5.61   5.93   5.85   5.81   5.65       20YR YTM   5.69%   5.61%   5.93%   5.85%   5.81%   5.65%       Maturity   Jan. 15, 2022   Feb. 15, 2022   Mar. 15, 2022   Apr. 15, 2022   May 15, 2022   Jun. 15, 2022       20YR Price   103{fraction (22/32)}   104{fraction (21/32)}   100{fraction (26/32)}   101{fraction (24/32)}   102{fraction (7/32)}   104{fraction (5/32)}       Weight   1   1   1   1   1   1       Fed Funds   1.73   1.74   1.73   1.75   1.75   1.75       Monthly Fund   0.1442   0.1450   0.1442   0.1458   0.1458   0.1458       Price       Divisor   5.23   5.23   5.23   5.22   5.22   5.22       Cash Index   106{fraction (23/32)}   107{fraction (10/32)}   104{fraction (21/32)}   105{fraction (6/32)}   105{fraction (25/32)}   107{fraction (14/32)}       Funds   4.03   4.18   4.32   4.47   4.61   4.76       Cumulative       Coupon   6.5   7   7.5   8   8.5   9       Cumulative       Margin   2.47   2.82   3.18   3.53   3.89   4.24       Cash Cum.   109{fraction (6/32)}   110{fraction (4/32)}   107{fraction (26/32)}   108{fraction (23/32)}   109{fraction (22/32)}   111{fraction (21/32)}       INDEX       FUTURES   108{fraction (4/32)}   109   107{fraction (4/32)}   108{fraction (7/32)}   109{fraction (7/32)}   111{fraction (7/32)}       INDEX       Cash Bonds   103{fraction (22/32)}   104{fraction (21/32)}   100{fraction (26/32)}   101{fraction (24/32)}   102{fraction (7/32)}   104{fraction (5/32)}           Jan   Feb   Mar   April   May   June       Cash Returns   0.0069   0.0087   −0.021   0.0084   0.0086   0.018       Futures   0.0077   0.0081   −0.017   0.0103   0.0091   0.018       Returns       Bond Returns   0.0082   0.0094   −0.0374   0.0093   0.0047   0.0187       10YR Returns   0.0038   0.0099   −0.0281   0.0053   0.0038   0.0175       5YR Returns   0.0022   0.0017   −0.0190   0.0039   0.0069   0.0130                    Settle   Jul. 15, 2002   Aug. 15, 2002   Sep. 15, 2002   Oct. 15, 2002   Nov. 15, 2002   Dec. 15, 2002       DATE   Jul-02   Aug-02   Sep-02   Oct-02   Nov-02   Dec-02       Cash_5YR   3.81   3.29   2.94   2.95   3.05   3.03       5YR YTM   3.81%   3.29%   2.94%   2.95%   3.05%   3.03%       Maturity   Jul. 15, 2007   Aug. 15, 2007   Sep. 15, 2007   Oct. 15, 2007   Nov. 15, 2007   Dec. 15, 2007       5YR Price   109{fraction (28/32)}   112{fraction (13/32)}   114{fraction (4/32)}   114{fraction (3/32)}   113{fraction (19/32)}   113{fraction (22/32)}       Weight   2.72   2.72   2.72   2.78   2.78   2.78       Cash_10YR   4.65   4.26   3.87   3.94   4.05   4.03       10YR YTM   4.65%   4.26%   3.87%   3.94%   4.05%   4.03%       Maturity   Jul. 15, 2012   Aug. 15, 2012   Sep. 15, 2012   Oct. 15, 2012   Nov. 15, 2012   Dec. 15, 2012       10YR Price   110{fraction (23/32)}   114{fraction (3/32)}   117{fraction (18/32)}   116{fraction (30/32)}   115{fraction (30/32)}   116{fraction (4/32)}       Weight   1.55   1.55   1.55   1.58   1.58   1.58       Cash_20YR   5.51   5.19   4.87   5   5.04   5.01       20YR YTM   5.51%   5.19%   4.87%   5.00%   5.04%   5.01%       Maturity   Jul. 15, 2022   Aug. 15, 2022   Sep. 15, 2022   Oct. 15, 2022   Nov. 15, 2022   Dec. 15, 2022       20YR Price   105{fraction (29/32)}   110   114{fraction (11/32)}   112{fraction (18/32)}   112{fraction (1/32)}   112{fraction (14/32)}       Weight   1   1   1   1   1   1       Fed Funds   1.73   1.74   1.75   1.75   1.34   1.24       Monthly Fund   0.1442   0.1450   0.1458   0.1458   0.1117   0.1033       Price       Divisor   5.27   5.27   5.27   5.36   5.36   5.36       Cash Index   109{fraction (12/32)}   112{fraction (14/32)}   115{fraction (6/32)}   114{fraction (21/32)}   114   114{fraction (5/32)}       Funds   4.90   5.05   5.19   5.34   5.45   5.55       Cumulative       Coupon   9.5   10   10.5   11   11.5   12       Cumulative       Margin   4.60   4.95   5.31   5.66   6.05   6.45       Cash Cum.   113{fraction (31/32)}   117{fraction (13/32)}   120{fraction (16/32)}   120{fraction (10/32)}   120{fraction (1/32)}   120{fraction (20/32)}       INDEX       FUTURES   113{fraction (19/32)}   116{fraction (20/32)}   119{fraction (7/32)}   119{fraction (3/32)}   118{fraction (30/32)}   119{fraction (15/32)}       INDEX       Cash Bonds   105{fraction (29/32)}   110   114{fraction (11/32)}   112{fraction (18/32)}   112{fraction (1/32)}   112{fraction (14/32)}           July   Aug   Sept   Oct   Nov   Dec       Cash Returns   0.0205   0.0296   0.026   −0.002   −0.002   0.0048       Futures   0.0211   0.0265   0.0219   −0.001   −0.001   0.0046       Returns       Bond Returns   0.0165   0.0381   0.0387   −0.0158   −0.0048   0.0036       10YR Returns   0.0213   0.0299   0.0301   −0.0054   −0.0085   0.0015       5YR Returns   0.0165   0.0226   0.0153   −0.0004   −0.0044   0.0009                    
         [0057]    [0057]                                                 Cash Index Data 2003       (6% Coupon Data)                                 Settle   Jan. 15, 2003   Feb. 15, 2003   Mar. 15, 2003       DATE   Jan-03   Feb-03   Mar-03       Cash_5YR   3.05   2.90   2.78       5YR YTM   3.05%   2.90%   2.78%       Maturity   Jan. 15, 2008   Feb. 15, 2008   Mar. 15, 2008       5YR Price   113{fraction (19/32)}   114{fraction (11/32)}   114{fraction (30/32)}       Weight   2.76   2.76   2.76       Cash_10YR   4.05   3.9   3.81       10YR YTM   4.05%   3.90%   3.81%       Maturity   Jan. 15, 2013   Feb. 15, 2013   Mar. 15, 2013       10YR Price   115{fraction (30/32)}   117{fraction (10/32)}   118{fraction (4/32)}       Weight   1.57   1.57   1.57       Cash_20YR   5.02   4.87   4.82       20YR YTM   5.02%   4.87%   4.82%       Maturity   Jan. 15, 2003   Feb. 15, 2023   Mar. 15, 2023       20YR Price   112{fraction (9/32)}   114{fraction (11/32)}   115{fraction (2/32)}       Weight   1   1   1       Fed Funds   1.24   1.26   1.25       Monthly Fund   0.1033   0.1050   0.1042       Price       Divisor   5.33   5.33   5.33       Cash Index   114{fraction (1/32)}   115{fraction (7/32)}   115{fraction (29/32)}       Funds   5.66   5.76   5.87       Cumulative       Coupon   12.5   13   13.5       Cumulative       Margin   6.84   7.24   7.63       Cash CUM INDEX   120{fraction (28/32)}   122{fraction (14/32)}   123{fraction (17/32)}       FUTURES   119{fraction (31/32)}   121{fraction (9/32)}       INDEX       Cash Bonds   112{fraction (9/32)}   114{fraction (11/32)}   115{fraction (2/32)}           Jan.   Feb.   Mar.       Cash Returns   0.0021978   0.0128848       Futures   0.0041909   0.0107356       Returns       Bond Returns   −0.0012   0.0182       10YR Returns   −0.0015   0.0116       5YR Returns   −0.0009   0.0066                    
         [0058]    [0058]                                                                                                   APPENDIX III                           CM Rate Data            DATE   Cash 5YR   DATE   Cash_7YR   DATE   Cash_10 YR   DATE   Cash_20YR   Date   Fed Funds                    Apr-53   2.62           Apr-53   2.83   1953.04   3.08               May-53   2.87           May-53   3.05   1953.05   3.18       Jun-53   2.94           Jun-53   3.11   1953.06   3.21       Jul-53   2.75           Jul-53   2.93   1953.07   3.12       Aug-53   2.8           Aug-53   2.95   1953.08   3.1       Sep-53   2.71           Sep-53   2.87   1953.09   3.07       Oct-53   2.43           Oct-53   2.66   1953.1   2.95       Nov-53   2.42           Nov-53   2.68   1953.11   2.95       Dec-53   2.32           Dec-53   2.59   1953.12   2.89       Jan-54   2.17           Jan-54   2.48   1954.01   2.8       Feb-54   2.04           Feb-54   2.47   1954.02   2.72       Mar-54   1.93           Mar-54   2.37   1954.03   2.61       Apr-54   1.87           Apr-54   2.29   1954.04   2.6       May-54   1.92           May-54   2.37   1954.05   2.66       Jun-54   1.92           Jun-54   2.38   1954.06   2.64       Jul-54   1.85           Jul-54   2.3   1954.07   2.57   1954.07   0.8       Aug-54   1.9           Aug-54   2.36   1954.08   2.58   1954.08   1.22       Sep-54   1.96           Sep-54   2.38   1954.09   2.6   1954.09   1.06       Oct-54   2.02           Oct-54   2.43   1954.1   2.61   1954.1   0.85       Nov-54   2.09           Nov-54   2.48   1954.11   2.65   1954.11   0.83       Dec-54   2.16           Dec-54   2.51   1954.12   2.67   1954.12   1.28       Jan-55   2.32           Jan-55   2.61   1955.01   2.75   1955.01   1.39       Feb-55   2.38           Feb-55   2.65   1955.02   2.83   1955.02   1.29       Mar-55   2.48           Mar-55   2.68   1955.03   2.84   1955.03   1.35       Apr-55   2.55           Apr-55   2.75   1955.04   2.85   1955.04   1.43       May-55   2.56           May-55   2.76   1955.05   2.87   1955.05   1.43       Jun-55   2.59           Jun-55   2.78   1955.06   2.86   1955.06   1.64       Jul-55   2.72           Jul-55   2.9   1955.07   2.94   1955.07   1.68       Aug-55   2.86           Aug-55   2.97   1955.08   3.01   1955.08   1.96       Sep-55   2.85           Sep-55   2.97   1955.09   3   1955.09   2.18       Oct-55   2.76           Oct-55   2.88   1955.1   2.93   1955.1   2.24       Nov-55   2.81           Nov-55   2.89   1955.11   2.93   1955.11   2.35       Dec-55   2.93           Dec-55   2.96   1955.12   2.98   1955.12   2.48       Jan-56   2.84           Jan-56   2.9   1956.01   2.94   1956.01   2.45       Feb-56   2.74           Feb-56   2.84   1956.02   2.91   1956.02   2.5       Mar-56   2.93           Mar-56   2.96   1956.03   2.99   1956.03   2.5       Apr-56   3.2           Apr-56   3.18   1956.04   3.14   1956.04   2.62       May-56   3.08           May-56   3.07   1956.05   3.06   1956.05   2.75       Jun-56   2.97           Jun-56   3   1956.06   3   1956.06   2.71       Jul-56   3.12           Jul-56   3.11   1956.07   3.08   1956.07   2.75       Aug-56   3.41           Aug-56   3.33   1956.08   3.22   1956.08   2.73       Sep-56   3.47           Sep-56   3.38   1956.09   3.28   1956.09   2.95       Oct-56   3.4           Oct-56   3.34   1956.1   3.26   1956.1   2.96       Nov-56   3.56           Nov-56   3.49   1956.11   3.37   1956.11   2.88       Dec-56   3.7           Dec-56   3.59   1956.12   3.45   1956.12   2.94       Jan-57   3.47           Jan-57   3.46   1957.01   3.41   1957.01   2.84       Feb-57   3.39           Feb-57   3.34   1957.02   3.3   1957.02   3       Mar-57   3.46           Mar-57   3.41   1957.03   3.32   1957.03   2.96       Apr-57   3.53           Apr-57   3.48   1957.04   3.4   1957.04   3       May-57   3.64           May-57   3.6   1957.05   3.49   1957.05   3       Jun-57   3.83           Jun-57   3.8   1957.06   3.65   1957.06   3       Jul-57   4           Jul-57   3.93   1957.07   3.72   1957.07   2.99       Aug-57   4           Aug-57   3.93   1957.08   3.75   1957.08   3.24       Sep-57   4.03           Sep-57   3.92   1957.09   3.73   1957.09   3.47       Oct-57   4.08           Oct-57   3.97   1957.1   3.76   1957.1   3.5       Nov-57   3.72           Nov-57   3.72   1957.11   3.61   1957.11   3.28       Dec-57   3.08           Dec-57   3.21   1957.12   3.38   1957.12   2.98       Jan-58   2.88           Jan-58   3.09   1958.01   3.27   1958.01   2.72       Feb-58   2.78           Feb-58   3.05   1958.02   3.31   1958.02   1.67       Mar-58   2.64           Mar-58   2.98   1958.03   3.29   1958.03   1.2       Apr-58   2.46           Apr-58   2.88   1958.04   3.17   1958.04   1.26       May-58   2.41           May-58   2.92   1958.05   3.17   1958.05   0.63       Jun-58   2.46           Jun-58   2.97   1958.06   3.23   1958.06   0.93       Jul-58   2.77           Jul-58   3.2   1958.07   3.39   1958.07   0.68       Aug-58   3.29           Aug-58   3.54   1958.08   3.65   1958.08   1.53       Sep-58   3.69           Sep-58   3.76   1958.09   3.8   1958.09   1.76       Oct-58   3.78           Oct-58   3.8   1958.1   3.81   1958.1   1.8       Nov-58   3.7           Nov-58   3.74   1958.11   3.76   1958.11   2.27       Dec-58   3.82           Dec-58   3.86   1958.12   3.86   1958.12   2.42       Jan-59   4.01           Jan-59   4.02   1959.01   3.95   1959.01   2.48       Feb-59   3.96           Feb-59   3.96   1959.02   3.96   1959.02   2.43       Mar-59   3.99           Mar-59   3.99   1959.03   3.99   1959.03   2.8       Apr-59   4.12           Apr-59   4.12   1959.04   4.06   1959.04   2.96       May-59   4.35           May-59   4.31   1959.05   4.13   1959.05   2.9       Jun-59   4.5           Jun-59   4.34   1959.06   4.14   1959.06   3.39       Jul-59   4.58           Jul-59   4.4   1959.07   4.16   1959.07   3.47       Aug-59   4.57           Aug-59   4.43   1959.08   4.15   1959.08   3.5       Sep-59   4.9           Sep-59   4.68   1959.09   4.29   1959.09   3.76       Oct-59   4.72           Oct-59   4.53   1959.1   4.19   1959.1   3.98       Nov-59   4.75           Nov-59   4.53   1959.11   4.2   1959.11   4       Dec-59   5.01           Dec-59   4.69   1959.12   4.33   1959.12   3.99       Jan-60   4.92           Jan-60   4.72   1960.01   4.42   1960.01   3.99       Feb-60   4.69           Feb-60   4.49   1960.02   4.28   1960.02   3.97       Mar-60   4.31           Mar-60   4.25   1960.03   4.14   1960.03   3.84       Apr-60   4.29           Apr-60   4.28   1960.04   4.23   1960.04   3.92       May-60   4.49           May-60   4.35   1960.05   4.2   1960.05   3.85       Jun-60   4.12           Jun-60   4.15   1960.06   4.04   1960.06   3.32       Jul-60   3.79           Jul-60   3.9   1960.07   3.91   1960.07   3.23       Aug-60   3.62           Aug-60   3.8   1960.08   3.84   1960.08   2.98       Sep-60   3.61           Sep-60   3.8   1960.09   3.86   1960.09   2.6       Oct-60   3.76           Oct-60   3.89   1960.1   3.92   1960.1   2.47       Nov-60   3.81           Nov-60   3.93   1960.11   3.96   1960.11   2.44       Dec-60   3.67           Dec-60   3.84   1960.12   3.91   1960.12   1.98       Jan-61   3.67           Jan-61   3.84   1961.01   3.9   1961.01   1.45       Feb-61   3.66           Feb-61   3.78   1961.02   3.84   1961.02   2.54       Mar-61   3.6           Mar-61   3.74   1961.03   3.81   1961.03   2.02       Apr-61   3.57           Apr-61   3.78   1961.04   3.81   1961.04   1.49       May-61   3.47           May-61   3.71   1961.05   3.74   1961.05   1.98       Jun-61   3.81           Jun-61   3.88   1961.06   3.89   1961.06   1.73       Jul-61   3.84           Jul-61   3.92   1961.07   3.93   1961.07   1.17       Aug-61   3.96           Aug-61   4.04   1961.08   4.04   1961.08   2       Sep-61   3.9           Sep-61   3.98   1961.09   4.04   1961.09   1.88       Oct-61   3.8           Oct-61   3.92   1961.1   4.01   1961.1   2.26       Nov-61   3.82           Nov-61   3.94   1961.11   4   1961.11   2.61       Dec-61   3.91           Dec-61   4.06   1961.12   4.07   1961.12   2.33       Jan-62   3.94           Jan-62   4.08   1962.01   4.1   1962.01   2.15       Feb-62   3.89           Feb-62   4.04   1962.02   4.12   1962.02   2.37       Mar-62   3.68           Mar-62   3.93   1962.03   4.04   1962.03   2.85       Apr-62   3.6           Apr-62   3.84   1962.04   3.93   1962.04   2.78       May-62   3.66           May-62   3.87   1962.05   3.92   1962.05   2.36       Jun-62   3.64           Jun-62   3.91   1962.06   3.96   1962.06   2.68       Jul-62   3.8           Jul-62   4.01   1962.07   4.05   1962.07   2.71       Aug-62   3.71           Aug-62   3.98   1962.08   4.01   1962.08   2.93       Sep-62   3.7           Sep-62   3.98   1962.09   4   1962.09   2.9       Oct-62   3.64           Oct-62   3.93   1962.1   3.94   1962.1   2.9       Nov-62   3.6           Nov-62   3.92   1962.11   3.93   1962.11   2.94       Dec-62   3.56           Dec-62   3.86   1962.12   3.92   1962.12   2.93       Jan-63   3.58           Jan-63   3.83   1963.01   3.93   1963.01   2.92       Feb-63   3.66           Feb-63   3.92   1963.02   3.97   1963.02   3       Mar-63   3.68           Mar-63   3.93   1963.03   3.98   1963.03   2.98       Apr-63   3.74           Apr-63   3.97   1963.04   4.03   1963.04   2.9       May-63   3.72           May-63   3.93   1963.05   4.02   1963.05   3       Jun-63   3.81           Jun-63   3.99   1963.06   4.02   1963.06   2.99       Jul-63   3.89           Jul-63   4.02   1963.07   4.06   1963.07   3.02       Aug-63   3.89           Aug-63   4   1963.08   4.03   1963.08   3.49       Sep-63   3.96           Sep-63   4.08   1963.09   4.09   1963.09   3.48       Oct-63   3.97           Oct-63   4.11   1963.1   4.12   1963.1   3.5       Nov-63   4.01           Nov-63   4.12   1963.11   4.16   1963.11   3.48       Dec-63   4.04           Dec-63   4.13   1963.12   4.19   1963.12   3.38       Jan-64   4.07           Jan-64   4.17   1964.01   4.19   1964.01   3.48       Feb-64   4.03           Feb-64   4.15   1964.02   4.17   1964.02   3.48       Mar-64   4.14           Mar-64   4.22   1964.03   4.22   1964.03   3.43       Apr-64   4.15           Apr-64   4.23   1964.04   4.24   1964.04   3.47       May-64   4.05           May-64   4.2   1964.05   4.2   1964.05   3.5       Jun-64   4.02           Jun-64   4.17   1964.06   4.17   1964.06   3.5       Jul-64   4.03           Jul-64   4.19   1964.07   4.16   1964.07   3.42       Aug-64   4.05           Aug-64   4.19   1964.08   4.18   1964.08   3.5       Sep-64   4.08           Sep-64   4.2   1964.09   4.2   1964.09   3.45       Oct-64   4.07           Oct-64   4.19   1964.1   4.2   1964.1   3.36       Nov-64   4.04           Nov-64   4.15   1964.11   4.17   1964.11   3.52       Dec-64   4.09           Dec-64   4.18   1964.12   4.18   1964.12   3.85       Jan-65   4.1           Jan-65   4.19   1965.01   4.19   1965.01   3.9       Feb-65   4.15           Feb-65   4.21   1965.02   4.21   1965.02   3.98       Mar-65   4.15           Mar-65   4.21   1965.03   4.2   1965.03   4.04       Apr-65   4.15           Apr-65   4.2   1965.04   4.2   1965.04   4.09       May-65   4.15           May-65   4.21   1965.05   4.21   1965.05   4.1       Jun-65   4.15           Jun-65   4.21   1965.06   4.21   1965.06   4.04       Jul-65   4.15           Jul-65   4.2   1965.07   4.21   1965.07   4.09       Aug-65   4.2           Aug-65   4.25   1965.08   4.25   1965.08   4.12       Sep-65   4.25           Sep-65   4.29   1965.09   4.3   1965.09   4.01       Oct-65   4.34           Oct-65   4.35   1965.1   4.32   1965.1   4.08       Nov-65   4.46           Nov-65   4.45   1965.11   4.4   1965.11   4.1       Dec-65   4.72           Dec-65   4.62   1965.12   4.5   1965.12   4.32       Jan-66   4.86           Jan-66   4.61   1966.01   4.52   1966.01   4.42       Feb-66   4.98           Feb-66   4.83   1966.02   4.71   1966.02   4.6       Mar-66   4.92           Mar-66   4.87   1966.03   4.72   1966.03   4.65       Apr-66   4.83           Apr-66   4.75   1966.04   4.65   1966.04   4.67       May-66   4.89           May-66   4.78   1966.05   4.69   1966.05   4.9       Jun-66   4.97           Jun-66   4.81   1966.06   4.73   1966.06   5.17       Jul-66   5.17           Jul-66   5.02   1966.07   4.84   1966.07   5.3       Aug-66   5.5           Aug-66   5.22   1966.08   4.95   1966.08   5.53       Sep-66   5.5           Sep-66   5.18   1966.09   4.94   1966.09   5.4       Oct-66   5.27           Oct-66   5.01   1966.1   4.83   1966.1   5.53       Nov-66   5.36           Nov-66   5.16   1966.11   4.87   1966.11   5.76       Dec-66   5           Dec-66   4.84   1966.12   4.76   1966.12   5.4       Jan-67   4.7           Jan-67   4.58   1967.01   4.51   1967.01   4.94       Feb-67   4.74           Feb-67   4.63   1967.02   4.61   1967.02   5       Mar-67   4.54           Mar-67   4.54   1967.03   4.56   1967.03   4.53       Apr-67   4.51           Apr-67   4.59   1967.04   4.64   1967.04   4.05       May-67   4.75           May-67   4.85   1967.05   4.9   1967.05   3.94       Jun-67   5.01           Jun-67   5.02   1967.06   4.99   1967.06   3.98       Jul-67   5.23           Jul-67   5.16   1967.07   5.01   1967.07   3.79       Aug-67   5.31           Aug-67   5.28   1967.08   5.12   1967.08   3.9       Sep-67   5.4           Sep-67   5.3   1967.09   5.16   1967.09   3.99       Oct-67   5.57           Oct-67   5.48   1967.1   5.36   1967.1   3.88       Nov-67   5.78           Nov-67   5.75   1967.11   5.66   1967.11   4.13       Dec-67   5.75           Dec-67   5.7   1967.12   5.59   1967.12   4.51       Jan-68   5.54           Jan-68   5.53   1968.01   5.39   1968.01   4.6       Feb-68   5.59           Feb-68   5.56   1968.02   5.38   1968.02   4.71       Mar-68   5.76           Mar-68   5.74   1968.03   5.59   1968.03   5.05       Apr-68   5.69           Apr-68   5.64   1968.04   5.46   1968.04   5.76       May-68   6.04           May-68   5.87   1968.05   5.55   1968.05   6.11       Jun-68   5.85           Jun-68   5.72   1968.06   5.4   1968.06   6.07       Jul-68   5.6           Jul-68   5.5   1968.07   5.29   1968.07   6.02       Aug-68   5.5           Aug-68   5.42   1968.08   5.23   1968.08   6.03       Sep-68   5.48           Sep-68   5.46   1968.09   5.28   1968.09   5.78       Oct-68   5.55           Oct-68   5.58   1968.1   5.44   1968.1   5.91       Nov-68   5.66           Nov-68   5.7   1968.11   5.56   1968.11   5.82       Dec-68   6.12           Dec-68   6.03   1968.12   5.88   1968.12   6.02       Jan-69   6.25           Jan-69   6.04   1969.01   5.99   1969.01   6.3       Feb-69   6.34           Feb-69   6.19   1969.02   6.11   1969.02   6.61       Mar-69   6.41           Mar-69   6.3   1969.03   6.22   1969.03   6.79       Apr-69   6.3           Apr-69   6.17   1969.04   6.03   1969.04   7.41       May-69   6.54           May-69   6.32   1969.05   6.11   1969.05   8.67       Jun-69   6.75           Jun-69   6.57   1969.06   6.28   1969.06   8.9       Jul-69   7.01   Jul-69   6.8   Jul-69   6.72   1969.07   6.27   1969.07   8.61       Aug-69   7.03   Aug-69   6.79   Aug-69   6.69   1969.08   6.22   1969.08   9.19       Sep-69   7.57   Sep-69   7.36   Sep-69   7.16   1969.09   6.55   1969.09   9.15       Oct-69   7.51   Oct-69   7.24   Oct-69   7.1   1969.1   6.49   1969.1   9       Nov-69   7.53   Nov-69   7.17   Nov-69   7.14   1969.11   6.74   1969.11   8.85       Dec-69   7.96   Dec-69   7.51   Dec-69   7.65   1969.12   6.91   1969.12   8.97       Jan-70   8.17   Jan-70   7.73   Jan-70   7.79   1970.01   6.92   1970.01   8.98       Feb-70   7.82   Feb-70   7.51   Feb-70   7.24   1970.02   6.67   1970.02   8.98       Mar-70   7.21   Mar-70   7.13   Mar-70   7.07   1970.03   6.72   1970.03   7.76       Apr-70   7.5   Apr-70   7.45   Apr-70   7.39   1970.04   6.85   1970.04   8.1       May-70   7.97   May-70   7.93   May-70   7.91   1970.05   7.24   1970.05   7.94       Jun-70   7.85   Jun-70   7.84   Jun-70   7.84   1970.06   7.34   1970.06   7.6       Jul-70   7.59   Jul-70   7.61   Jul-70   7.46   1970.07   6.92   1970.07   7.21       Aug-70   7.57   Aug-70   7.59   Aug-70   7.53   1970.08   7.07   1970.08   6.61       Sep-70   7.29   Sep-70   7.4   Sep-70   7.39   1970.09   6.88   1970.09   6.29       Oct-70   7.12   Oct-70   7.32   Oct-70   7.33   1970.1   6.88   1970.1   6.2       Nov-70   6.47   Nov-70   6.76   Nov-70   6.84   1970.11   6.58   1970.11   5.6       Dec-70   5.95   Dec-70   6.23   Dec-70   6.39   1970.12   6.28   1970.12   4.9       Jan-71   5.89   Jan-71   6.16   Jan-71   6.24   1971.01   6.18   1971.01   4.14       Feb-71   5.56   Feb-71   5.94   Feb-71   6.11   1971.02   6.14   1971.02   3.72       Mar-71   5   Mar-71   5.42   Mar-71   5.7   1971.03   5.94   1971.03   3.71       Apr-71   5.65   Apr-71   5.87   Apr-71   5.83   1971.04   6   1971.04   4.15       May-71   6.28   May-71   6.42   May-71   6.39   1971.05   6.32   1971.05   4.63       Jun-71   6.53   Jun-71   6.65   Jun-71   6.52   1971.06   6.38   1971.06   4.91       Jul-71   6.85   Jul-71   6.92   Jul-71   6.73   1971.07   6.38   1971.07   5.31       Aug-71   6.55   Aug-71   6.67   Aug-71   6.58   1971.08   6.27   1971.08   5.56       Sep-71   6.14   Sep-71   6.2   Sep-71   6.14   1971.09   6.05   1971.09   5.55       Oct-71   5.93   Oct-71   5.98   Oct-71   5.93   1971.1   5.92   1971.1   5.2       Nov-71   5.78   Nov-71   5.94   Nov-71   5.81   1971.11   5.86   1971.11   4.91       Dec-71   5.69   Dec-71   5.97   Dec-71   5.93   1971.12   6   1971.12   4.14       Jan-72   5.59   Jan-72   5.91   Jan-72   5.95   1972.01   6.01   1972.01   3.5       Feb-72   5.69   Feb-72   5.99   Feb-72   6.08   1972.02   6.06   1972.02   3.29       Mar-72   5.87   Mar-72   6.05   Mar-72   6.07   1972.03   6.06   1972.03   3.83       Apr-72   6.17   Apr-72   6.22   Apr-72   6.19   1972.04   6.16   1972.04   4.17       May-72   5.85   May-72   6.07   May-72   6.13   1972.05   6.07   1972.05   4.27       Jun-72   5.91   Jun-72   6.06   Jun-72   6.11   1972.06   6.01   1972.06   4.46       Jul-72   5.97   Jul-72   6.09   Jul-72   6.11   1972.07   6.01   1972.07   4.55       Aug-72   6.02   Aug-72   6.19   Aug-72   6.21   1972.08   5.94   1972.08   4.8       Sep-72   6.25   Sep-72   6.43   Sep-72   6.55   1972.09   6.05   1972.09   4.87       Oct-72   6.18   Oct-72   6.35   Oct-72   6.48   1972.1   6   1972.1   5.04       Nov-72   6.12   Nov-72   6.18   Nov-72   6.28   1972.11   5.79   1972.11   5.06       Dec-72   6.16   Dec-72   6.2   Dec-72   6.36   1972.12   5.96   1972.12   5.33       Jan-73   6.34   Jan-73   6.36   Jan-73   6.46   1973.01   6.78   1973.01   5.94       Feb-73   6.6   Feb-73   6.6   Feb-73   6.64   1973.02   6.88   1973.02   6.58       Mar-73   6.8   Mar-73   6.76   Mar-73   6.71   1973.03   6.91   1973.03   7.09       Apr-73   6.67   Apr-73   6.67   Apr-73   6.67   1973.04   6.86   1973.04   7.12       May-73   6.8   May-73   6.83   May-73   6.85   1973.05   6.99   1973.05   7.84       Jun-73   6.69   Jun-73   6.81   Jun-73   6.9   1973.06   7.06   1973.06   8.49       Jul-73   7.33   Jul-73   7.23   Jul-73   7.13   1973.07   7.29   1973.07   10.4       Aug-73   7.63   Aug-73   7.52   Aug-73   7.4   1973.08   7.61   1973.08   10.5       Sep-73   7.05   Sep-73   7.08   Sep-73   7.09   1973.09   7.25   1973.09   10.78       Oct-73   6.77   Oct-73   6.78   Oct-73   6.79   1973.1   7.18   1973.1   10.01       Nov-73   6.92   Nov-73   6.89   Nov-73   6.73   1973.11   7.3   1973.11   10.03       Dec-73   6.8   Dec-73   6.77   Dec-73   6.74   1973.12   7.29   1973.12   9.95       Jan-74   6.95   Jan-74   6.88   Jan-74   6.99   1974.01   7.47   1974.01   9.65       Feb-74   6.82   Feb-74   6.92   Feb-74   6.96   1974.02   7.46   1974.02   8.97       Mar-74   7.31   Mar-74   7.34   Mar-74   7.21   1974.03   7.73   1974.03   9.35       Apr-74   7.92   Apr-74   1.11   Apr-74   7.51   1974.04   8.01   1974.04   10.51       May-74   8.18   May-74   7.93   May-74   7.58   1974.05   8.14   1974.05   11.31       Jun-74   8.1   Jun-74   7.9   Jun-74   7.54   1974.06   8.1   1974.06   11.93       Jul-74   8.38   Jul-74   8.19   Jul-74   7.81   1974.07   8.26   1974.07   12.92       Aug-74   8.63   Aug-74   8.41   Aug-74   8.04   1974.08   8.6   1974.08   12.01       Sep-74   8.37   Sep-74   8.25   Sep-74   8.04   1974.09   8.59   1974.09   11.34       Oct-74   7.97   Oct-74   7.92   Oct-74   7.9   1974.1   8.37   1974.1   10.06       Nov-74   7.68   Nov-74   7.68   Nov-74   7.68   1974.11   7.98   1974.11   9.45       Dec-74   7.31   Dec-74   7.38   Dec-74   7.43   1974.12   7.91   1974.12   8.53       Jan-75   7.41   Jan-75   7.45   Jan-75   7.5   1975.01   7.88   1975.01   7.13       Feb-75   7.11   Feb-75   7.3   Feb-75   7.39   1975.02   7.71   1975.02   6.24       Mar-75   7.3   Mar-75   7.58   Mar-75   7.73   1975.03   7.99   1975.03   5.54       Apr-75   7.99   Apr-75   8.1   Apr-75   8.23   1975.04   8.36   1975.04   5.49       May-75   7.72   May-75   7.9   May-75   8.06   1975.05   8.22   1975.05   5.22       Jun-75   7.51   Jun-75   7.69   Jun-75   7.86   1975.06   8.04   1975.06   5.55       Jul-75   7.92   Jul-75   7.99   Jul-75   8.06   1975.07   8.17   1975.07   6.1       Aug-75   8.33   Aug-75   8.37   Aug-75   8.4   1975.08   8.5   1975.08   6.14       Sep-75   8.37   Sep-75   8.39   Sep-75   8.43   1975.09   8.57   1975.09   6.24       Oct-75   7.97   Oct-75   8.06   Oct-75   8.14   1975.1   8.35   1975.1   5.82       Nov-75   7.8   Nov-75   7.98   Nov-75   8.05   1975.11   8.28   1975.11   5.22       Dec-75   7.76   Dec-75   7.93   Dec-75   8   1975.12   8.23   1975.12   5.2       Jan-76   7.46   Jan-76   7.67   Jan-76   7.74   1976.01   8.01   1976.01   4.87       Feb-76   7.45   Feb-76   7.72   Feb-76   7.79   1976.02   8.03   1976.02   4.77       Mar-76   7.49   Mar-76   7.65   Mar-76   7.73   1976.03   7.97   1976.03   4.84       Apr-76   7.25   Apr-76   7.44   Apr-76   7.56   1976.04   7.86   1976.04   4.82       May-76   7.59   May-76   7.77   May-76   7.9   1976.05   8.13   1976.05   5.29       Jun-76   7.61   Jun-76   7.75   Jun-76   7.86   1976.06   8.03   1976.06   5.48       Jul-76   7.49   Jul-76   7.7   Jul-76   7.83   1976.07   8   1976.07   5.31       Aug-76   7.31   Aug-76   7.58   Aug-76   7.77   1976.08   7.91   1976.08   5.29       Sep-76   7.13   Sep-76   7.41   Sep-76   7.59   1976.09   7.78   1976.09   5.25       Oct-76   6.75   Oct-76   7.16   Oct-76   7.41   1976.1   7.7   1976.1   5.02       Nov-76   6.52   Nov-76   6.86   Nov-76   7.29   1976.11   7.64   1976.11   4.95       Dec-76   6.1   Dec-76   6.37   Dec-76   6.87   1976.12   7.3   1976.12   4.65       Jan-77   6.58   Jan-77   6.92   Jan-77   7.21   1977.01   7.48   1977.01   4.61       Feb-77   6.83   Feb-77   7.16   Feb-77   7.39   1977.02   7.64   1977.02   4.68       Mar-77   6.93   Mar-77   7.2   Mar-77   7.46   1977.03   7.73   1977.03   4.69       Apr-77   6.79   Apr-77   7.11   Apr-77   7.37   1977.04   7.67   1977.04   4.73       May-77   6.94   May-77   7.26   May-77   7.46   1977.05   7.74   1977.05   5.35       Jun-77   6.76   Jun-77   7.05   Jun-77   7.28   1977.06   7.64   1977.06   5.39       Jul-77   6.84   Jul-77   7.12   Jul-77   7.33   1977.07   7.6   1977.07   5.42       Aug-77   7.03   Aug-77   7.24   Aug-77   7.4   1977.08   7.64   1977.08   5.9       Sep-77   7.04   Sep-77   7.21   Sep-77   7.34   1977.09   7.57   1977.09   6.14       Oct-77   7.32   Oct-77   7.44   Oct-77   7.52   1977.1   7.71   1977.1   6.47       Nov-77   7.34   Nov-77   7.46   Nov-77   7.58   1977.11   7.76   1977.11   6.51       Dec-77   7.48   Dec-77   7.59   Dec-77   7.69   1977.12   7.87   1977.12   6.56       Jan-78   7.77   Jan-78   7.86   Jan-78   7.96   1978.01   8.14   1978.01   6.7       Feb-78   7.83   Feb-78   7.94   Feb-78   8.03   1978.02   8.22   1978.02   6.78       Mar-78   7.86   Mar-78   7.95   Mar-78   8.04   1978.03   8.21   1978.03   6.79       Apr-78   7.98   Apr-78   8.06   Apr-78   8.15   1978.04   8.32   1978.04   6.89       May-78   8.18   May-78   8.25   May-78   8.35   1978.05   8.44   1978.05   7.36       Jun-78   8.36   Jun-78   8.4   Jun-78   8.46   1978.06   8.53   1978.06   7.6       Jul-78   8.54   Jul-78   8.55   Jul-78   8.64   1978.07   8.69   1978.07   7.81       Aug-78   8.33   Aug-78   8.38   Aug-78   8.41   1978.08   8.45   1978.08   8.04       Sep-78   8.43   Sep-78   8.42   Sep-78   8.42   1978.09   8.47   1978.09   8.45       Oct-78   8.61   Oct-78   8.64   Oct-78   8.64   1978.1   8.69   1978.1   8.96       Nov-78   8.84   Nov-78   8.8   Nov-78   8.81   1978.11   8.75   1978.11   9.76       Dec-78   9.08   Dec-78   9.03   Dec-78   9.01   1978.12   8.9   1978.12   10.03       Jan-79   9.2   Jan-79   9.14   Jan-79   9.1   1979.01   8.98   1979.01   10.07       Feb-79   9.13   Feb-79   9.11   Feb-79   9.1   1979.02   9.03   1979.02   10.06       Mar-79   9.2   Mar-79   9.15   Mar-79   9.12   1979.03   9.08   1979.03   10.09       Apr-79   9.25   Apr-79   9.21   Apr-79   9.18   1979.04   9.12   1979.04   10.01       May-79   9.24   May-79   9.23   May-79   9.25   1979.05   9.21   1979.05   10.24       Jun-79   8.85   Jun-79   8.86   Jun-79   8.91   1979.06   8.91   1979.06   10.29       Jul-79   8.9   Jul-79   8.92   Jul-79   8.95   1979.07   8.92   1979.07   10.47       Aug-79   9.06   Aug-79   9.05   Aug-79   9.03   1979.08   8.97   1979.08   10.94       Sep-79   9.41   Sep-79   9.38   Sep-79   9.33   1979.09   9.21   1979.09   11.43       Oct-79   10.63   Oct-79   10.47   Oct-79   10.3   1979.1   9.99   1979.1   13.77       Nov-79   10.93   Nov-79   10.8   Nov-79   10.65   1979.11   10.37   1979.11   13.18       Dec-79   10.42   Dec-79   10.42   Dec-79   10.39   1979.12   10.18   1979.12   13.78       Jan-80   10.74   Jan-80   10.77   Jan-80   10.8   1980.01   10.65   1980.01   13.82       Feb-80   12.6   Feb-80   12.53   Feb-80   12.41   1980.02   12.21   1980.02   14.13       Mar-80   13.47   Mar-80   13   Mar-80   12.75   1980.03   12.49   1980.03   17.19       Apr-80   11.84   Apr-80   11.49   Apr-80   11.47   1980.04   11.42   1980.04   17.61       May-80   9.95   May-80   10.09   May-80   10.18   1980.05   10.44   1980.05   10.98       Jun-80   9.21   Jun-80   9.45   Jun-80   9.78   1980.06   9.89   1980.06   9.47       Jul-80   9.53   Jul-80   9.84   Jul-80   10.25   1980.07   10.32   1980.07   9.03       Aug-80   10.84   Aug-80   10.95   Aug-80   11.1   1980.08   11.07   1980.08   9.61       Sep-80   11.62   Sep-80   11.57   Sep-80   11.51   1980.09   11.47   1980.09   10.87       Oct-80   11.86   Oct-80   11.79   Oct-80   11.75   1980.1   11.75   1980.1   12.81       Nov-80   12.83   Nov-80   12.71   Nov-80   12.68   1980.11   12.44   1980.11   15.85       Dec-80   13.25   Dec-80   13   Dec-80   12.84   1980.12   12.49   1980.12   18.9       Jan-81   12.77   Jan-81   12.66   Jan-81   12.57   1981.01   12.29   1981.01   19.08       Feb-81   13.41   Feb-81   13.28   Feb-81   13.19   1981.02   12.98   1981.02   15.93       Mar-81   13.41   Mar-81   13.24   Mar-81   13.12   1981.03   12.94   1981.03   14.7       Apr-81   13.99   Apr-81   13.85   Apr-81   13.68   1981.04   13.46   1981.04   15.72       May-81   14.63   May-81   14.3   May-81   14.1   1981.05   13.82   1981.05   18.52       Jun-81   13.95   Jun-81   13.67   Jun-81   13.47   1981.06   13.2   1981.06   19.1       Jul-81   14.79   Jul-81   14.49   Jul-81   14.28   1981.07   13.92   1981.07   19.04       Aug-81   15.56   Aug-81   15.22   Aug-81   14.94   1981.08   14.52   1981.08   17.82       Sep-81   15.93   Sep-81   15.65   Sep-81   15.32   1981.09   15.07   1981.09   15.87       Oct-81   15.41   Oct-81   15.33   Oct-81   15.15   1981.1   15.13   1981.1   15.08       Nov-81   13.38   Nov-81   13.42   Nov-81   13.39   1981.11   13.56   1981.11   13.31       Dec-81   13.6   Dec-81   13.62   Dec-81   13.72   1981.12   13.73   1981.12   12.37       Jan-82   14.65   Jan-82   14.67   Jan-82   14.59   1982.01   14.57   1982.01   13.22       Feb-82   14.54   Feb-82   14.46   Feb-82   14.43   1982.02   14.48   1982.02   14.78       Mar-82   13.98   Mar-82   13.93   Mar-82   13.86   1982.03   13.75   1982.03   14.68       Apr-82   14   Apr-82   13.94   Apr-82   13.87   1982.04   13.57   1982.04   14.94       May-82   13.75   May-82   13.74   May-82   13.62   1982.05   13.46   1982.05   14.45       Jun-82   14.43   Jun-82   14.47   Jun-82   14.3   1982.06   14.18   1982.06   14.15       Jul-82   14.07   Jul-82   14.07   Jul-82   13.95   1982.07   13.76   1982.07   12.59       Aug-82   13   Aug-82   13.14   Aug-82   13.06   1982.08   12.91   1982.08   10.12       Sep-82   12.25   Sep-82   12.36   Sep-82   12.34   1982.09   12.16   1982.09   10.31       Oct-82   10.8   Oct-82   10.88   Oct-82   10.91   1982.1   10.97   1982.1   9.71       Nov-82   10.38   Nov-82   10.53   Nov-82   10.55   1982.11   10.57   1982.11   9.2       Dec-82   10.22   Dec-82   10.49   Dec-82   10.54   1982.12   10.62   1982.12   8.95       Jan-83   10.03   Jan-83   10.36   Jan-83   10.46   1983.01   10.78   1983.01   8.68       Feb-83   10.26   Feb-83   10.56   Feb-83   10.72   1983.02   11.03   1983.02   8.51       Mar-83   10.08   Mar-83   10.31   Mar-83   10.51   1983.03   10.8   1983.03   8.77       Apr-83   10.02   Apr-83   10.29   Apr-83   10.4   1983.04   10.63   1983.04   8.8       May-83   10.03   May-83   10.3   May-83   10.38   1983.05   10.67   1983.05   8.63       Jun-83   10.63   Jun-83   10.83   Jun-83   10.85   1983.06   11.12   1983.06   8.98       Jul-83   11.21   Jul-83   11.35   Jul-83   11.38   1983.07   11.59   1983.07   9.37       Aug-83   11.63   Aug-83   11.77   Aug-83   11.85   1983.08   11.96   1983.08   9.56       Sep-83   11.43   Sep-83   11.61   Sep-83   11.65   1983.09   11.82   1983.09   9.45       Oct-83   11.28   Oct-83   11.47   Oct-83   11.54   1983.1   11.77   1983.1   9.48       Nov-83   11.41   Nov-83   11.61   Nov-83   11.69   1983.11   11.92   1983.11   9.34       Dec-83   11.54   Dec-83   11.78   Dec-83   11.83   1983.12   12.02   1983.12   9.47       Jan-84   11.37   Jan-84   11.58   Jan-84   11.67   1984.01   11.82   1984.01   9.56       Feb-84   11.54   Feb-84   11.75   Feb-84   11.84   1984.02   12   1984.02   9.59       Mar-84   12.02   Mar-84   12.25   Mar-84   12.32   1984.03   12.45   1984.03   9.91       Apr-84   12.37   Apr-84   12.56   Apr-84   12.63   1984.04   12.65   1984.04   10.29       May-84   13.17   May-84   13.34   May-84   13.41   1984.05   13.43   1984.05   10.32       Jun-84   13.48   Jun-84   13.56   Jun-84   13.56   1984.06   13.54   1984.06   11.06       Jul-84   13.27   Jul-84   13.35   Jul-84   13.36   1984.07   13.36   1984.07   11.23       Aug-84   12.68   Aug-84   12.75   Aug-84   12.72   1984.08   12.71   1984.08   11.64       Sep-84   12.53   Sep-84   12.6   Sep-84   12.52   1984.09   12.42   1984.09   11.3       Oct-84   12.06   Oct-84   12.16   Oct-84   12.16   1984.1   12.04   1984.1   9.99       Nov-84   11.33   Nov-84   11.49   Nov-84   11.57   1984.11   11.66   1984.11   9.43       Dec-84   11.07   Dec-84   11.45   Dec-84   11.5   1984.12   11.64   1984.12   8.38       Jan-85   10.93   Jan-85   11.27   Jan-85   11.38   1985.01   11.58   1985.01   8.35       Feb-85   11.13   Feb-85   11.44   Feb-85   11.51   1985.02   11.7   1985.02   8.5       Mar-85   11.52   Mar-85   11.82   Mar-85   11.86   1985.03   12.06   1985.03   8.58       Apr-85   11.01   Apr-85   11.34   Apr-85   11.43   1985.04   11.69   1985.04   8.27       May-85   10.34   May-85   10.72   May-85   10.85   1985.05   11.19   1985.05   7.97       Jun-85   9.6   Jun-85   10.08   Jun-85   10.16   1985.06   10.57   1985.06   7.53       Jul-85   9.7   Jul-85   10.16   Jul-85   10.31   1985.07   10.68   1985.07   7.88       Aug-85   9.81   Aug-85   10.2   Aug-85   10.33   1985.08   10.73   1985.08   7.9       Sep-85   9.81   Sep-85   10.24   Sep-85   10.37   1985.09   10.8   1985.09   7.92       Oct-85   9.69   Oct-85   10.11   Oct-85   10.24   1985.1   10.67   1985.1   7.99       Nov-85   9.28   Nov-85   9.62   Nov-85   9.78   1985.11   10.24   1985.11   8.05       Dec-85   8.73   Dec-85   9.11   Dec-85   9.26   1985.12   9.75   1985.12   8.27       Jan-86   8.68   Jan-86   9.03   Jan-86   9.19   1986.01   9.59   1986.01   8.14       Feb-86   8.34   Feb-86   8.58   Feb-86   8.7   1986.02   9.08   1986.02   7.86       Mar-86   7.46   Mar-86   7.67   Mar-86   7.78   1986.03   8.09   1986.03   7.48       Apr-86   7.05   Apr-86   7.16   Apr-86   7.3   1986.04   7.5   1986.04   6.99       May-86   7.52   May-86   7.65   May-86   7.71   1986.05   7.81   1986.05   6.85       Jun-86   7.64   Jun-86   7.75   Jun-86   7.8   1986.06   7.69   1986.06   6.92       Jul-86   7.06   Jul-86   7.22   Jul-86   7.3   1986.07   7.29   1986.07   6.56       Aug-86   6.8   Aug-86   7.01   Aug-86   7.17   1986.08   7.28   1986.08   6.17       Sep-86   6.92   Sep-86   7.28   Sep-86   7.45   1986.09   7.56   1986.09   5.89       Oct-86   6.83   Oct-86   7.24   Oct-86   7.43   1986.1   7.61   1986.1   5.85       Nov-86   6.76   Nov-86   7.08   Nov-86   7.25   1986.11   7.42   1986.11   6.04       Dec-86   6.67   Dec-86   6.97   Dec-86   7.11   1986.12   7.28   1986.12   6.91       Jan-87   6.64   Jan-87   6.92   Jan-87   7.08   1987.01       1987.01   6.43       Feb-87   6.79   Feb-87   7.06   Feb-87   7.25   1987.02       1987.02   6.1       Mar-87   6.79   Mar-87   7.06   Mar-87   7.25   1987.03       1987.03   6.13       Apr-87   7.57   Apr-87   7.83   Apr-87   8.02   1987.04       1987.04   6.37       May-87   8.26   May-87   8.47   May-87   8.61   1987.05       1987.05   6.85       Jun-87   8.02   Jun-87   8.27   Jun-87   8.4   1987.06       1987.06   6.73       Jul-87   8.01   Jul-87   8.27   Jul-87   8.45   1987.07       1987.07   6.58       Aug-87   8.32   Aug-87   8.59   Aug-87   8.76   1987.08       1987.08   6.73       Sep-87   8.94   Sep-87   9.26   Sep-87   9.42   1987.09       1987.09   7.22       Oct-87   9.08   Oct-87   9.37   Oct-87   9.52   1987.1       1987.1   7.29       Nov-87   8.35   Nov-87   8.69   Nov-87   8.86   1987.11       1987.11   6.69       Dec-87   8.45   Dec-87   8.82   Dec-87   8.99   1987.12       1987.12   6.77       Jan-88   8.18   Jan-88   8.48   Jan-88   8.67   1988.01       1988.01   6.83       Feb-88   7.71   Feb-88   8.02   Feb-88   8.21   1988.02       1988.02   6.58       Mar-88   7.83   Mar-88   8.19   Mar-88   8.37   1988.03       1988.03   6.58       Apr-88   8.19   Apr-88   8.52   Apr-88   8.72   1988.04       1988.04   6.87       May-88   8.58   May-88   8.89   May-88   9.09   1988.05       1988.05   7.09       Jun-88   8.49   Jun-88   8.78   Jun-88   8.92   1988.06       1988.06   7.51       Jul-88   8.66   Jul-88   8.91   Jul-88   9.06   1988.07       1988.07   7.75       Aug-88   8.94   Aug-88   9.13   Aug-88   9.26   1988.08       1988.08   8.01       Sep-88   8.69   Sep-88   8.87   Sep-88   8.98   1988.09       1988.09   8.19       Oct-88   8.51   Oct-88   8.69   Oct-88   8.8   1988.1       1988.1   8.3       Nov-88   8.79   Nov-88   8.89   Nov-88   8.96   1988.11       1988.11   8.35       Dec-88   9.09   Dec-88   9.13   Dec-88   9.11   1988.12       1988.12   8.76       Jan-89   9.15   Jan-89   9.14   Jan-89   9.09   1989.01       1989.01   9.12       Feb-89   9.27   Feb-89   9.23   Feb-89   9.17   1989.02       1989.02   9.36       Mar-89   9.51   Mar-89   9.43   Mar-89   9.36   1989.03       1989.03   9.85       Apr-89   9.3   Apr-89   9.24   Apr-89   9.18   1989.04       1989.04   9.84       May-89   8.91   May-89   8.88   May-89   8.86   1989.05       1989.05   9.81       Jun-89   8.29   Jun-89   8.31   Jun-89   8.28   1989.06       1989.06   9.53       Jul-89   7.83   Jul-89   7.94   Jul-89   8.02   1989.07       1989.07   9.24       Aug-89   8.09   Aug-89   8.11   Aug-89   8.11   1989.08       1989.08   8.99       Sep-89   8.17   Sep-89   8.23   Sep-89   8.19   1989.09       1989.09   9.02       Oct-89   7.97   Oct-89   8.03   Oct-89   8.01   1989.1       1989.1   8.84       Nov-89   7.81   Nov-89   7.86   Nov-89   7.87   1989.11       1989.11   8.55       Dec-89   7.75   Dec-89   7.85   Dec-89   7.84   1989.12       1989.12   8.45       Jan-90   8.12   Jan-90   8.2   Jan-90   8.21   1990.01       1990.01   8.23       Feb-90   8.42   Feb-90   8.48   Feb-90   8.47   1990.02       1990.02   8.24       Mar-90   8.6   Mar-90   8.65   Mar-90   8.59   1990.03       1990.03   8.28       Apr-90   8.77   Apr-90   8.81   Apr-90   8.79   1990.04       1990.04   8.26       May-90   8.74   May-90   8.78   May-90   8.76   1990.05       1990.05   8.18       Jun-90   8.43   Jun-90   8.52   Jun-90   8.48   1990.06       1990.06   8.29       Jul-90   8.33   Jul-90   8.46   Jul-90   8.47   1990.07       1990.07   8.15       Aug-90   8.44   Aug-90   8.64   Aug-90   8.75   1990.08       1990.08   8.13       Sep-90   8.51   Sep-90   8.79   Sep-90   8.89   1990.09       1990.09   8.2       Oct-90   8.33   Oct-90   8.59   Oct-90   8.72   1990.1       1990.1   8.11       Nov-90   8.02   Nov-90   8.28   Nov-90   8.39   1990.11       1990.11   7.81       Dec-90   7.73   Dec-90   8   Dec-90   8.08   1990.12       1990.12   7.31       Jan-91   7.7   Jan-91   7.97   Jan-91   8.09   1991.01       1991.01   6.91       Feb-91   7.47   Feb-91   7.73   Feb-91   7.85   1991.02       1991.02   6.25       Mar-91   7.77   Mar-91   8   Mar-91   8.11   1991.03       1991.03   6.12       Apr-91   7.7   Apr-91   7.92   Apr-91   8.04   1991.04       1991.04   5.91       May-91   7.7   May-91   7.94   May-91   8.07   1991.05       1991.05   5.78       Jun-91   7.94   Jun-91   8.17   Jun-91   8.28   1991.06       1991.06   5.9       Jul-91   7.91   Jul-91   8.15   Jul-91   8.27   1991.07       1991.07   5.82       Aug-91   7.43   Aug-91   7.74   Aug-91   7.9   1991.08       1991.08   5.66       Sep-91   7.14   Sep-91   7.48   Sep-91   7.65   1991.09       1991.09   5.45       Oct-91   6.87   Oct-91   7.25   Oct-91   7.53   1991.1       1991.1   5.21       Nov-91   6.62   Nov-91   7.06   Nov-91   7.42   1991.11       1991.11   4.81       Dec-91   6.19   Dec-91   6.69   Dec-91   7.09   1991.12       1991.12   4.43       Jan-92   6.24   Jan-92   6.7   Jan-92   7.03   1992.01       1992.01   4.03       Feb-92   6.58   Feb-92   6.96   Feb-92   7.34   1992.02       1992.02   4.06       Mar-92   6.95   Mar-92   7.26   Mar-92   7.54   1992.03       1992.03   3.98       Apr-92   6.78   Apr-92   7.15   Apr-92   7.48   1992.04       1992.04   3.73       May-92   6.69   May-92   7.06   May-92   7.39   1992.05       1992.05   3.82       Jun-92   6.48   Jun-92   6.9   Jun-92   7.26   1992.06       1992.06   3.76       Jul-92   5.84   Jul-92   6.36   Jul-92   6.84   1992.07       1992.07   3.25       Aug-92   5.6   Aug-92   6.12   Aug-92   6.59   1992.08       1992.08   3.3       Sep-92   5.38   Sep-92   5.96   Sep-92   6.42   1992.09       1992.09   3.22       Oct-92   5.6   Oct-92   6.15   Oct-92   6.59   1992.1       1992.1   3.1       Nov-92   6.04   Nov-92   6.49   Nov-92   6.87   1992.11       1992.11   3.09       Dec-92   6.08   Dec-92   6.46   Dec-92   6.77   1992.12       1992.12   2.92       Jan-93   5.83   Jan-93   6.26   Jan-93   6.6   1993.01       1993.01   3.02       Feb-93   5.43   Feb-93   5.87   Feb-93   6.26   1993.02       1993.02   3.03       Mar-93   5.19   Mar-93   5.66   Mar-93   5.98   1993.03       1993.03   3.07       Apr-93   5.13   Apr-93   5.59   Apr-93   5.97   1993.04       1993.04   2.96       May-93   5.2   May-93   5.66   May-93   6.04   1993.05       1993.05   3       Jun-93   5.22   Jun-93   5.61   Jun-93   5.96   1993.06       1993.06   3.04       Jul-93   5.09   Jul-93   5.48   Jul-93   5.81   1993.07       1993.07   3.06       Aug-93   5.03   Aug-93   5.35   Aug-93   5.68   1993.08       1993.08   3.03       Sep-93   4.73   Sep-93   5.08   Sep-93   5.36   1993.09       1993.09   3.09       Oct-93   4.71   Oct-93   5.05   Oct-93   5.33   1993.1   6.07   1993.1   2.99       Nov-93   5.06   Nov-93   5.45   Nov-93   5.72   1993.11   6.38   1993.11   3.02       Dec-93   5.15   Dec-93   5.48   Dec-93   5.77   1993.12   6.4   1993.12   2.96       Jan-94   5.09   Jan-94   5.43   Jan-94   5.75   1994.01   6.39   1994.01   3.05       Feb-94   5.4   Feb-94   5.72   Feb-94   5.97   1994.02   6.57   1994.02   3.25       Mar-94   5.94   Mar-94   6.28   Mar-94   6.48   1994.03   7   1994.03   3.34       Apr-94   6.52   Apr-94   6.8   Apr-94   6.97   1994.04   7.4   1994.04   3.56       May-94   6.78   May-94   7.01   May-94   7.18   1994.05   7.54   1994.05   4.01       Jun-94   6.7   Jun-94   6.91   Jun-94   7.1   1994.06   7.51   1994.06   4.25       Jul-94   6.91   Jul-94   7.12   Jul-94   7.3   1994.07   7.67   1994.07   4.26       Aug-94   6.88   Aug-94   7.06   Aug-94   7.24   1994.08   7.62   1994.08   4.47       Sep-94   7.08   Sep-94   7.28   Sep-94   7.46   1994.09   7.87   1994.09   4.73       Oct-94   7.4   Oct-94   7.58   Oct-94   7.74   1994.1   8.08   1994.1   4.76       Nov-94   7.72   Nov-94   7.83   Nov-94   7.96   1994.11   8.2   1994.11   5.29       Dec-94   7.78   Dec-94   7.8   Dec-94   7.81   1994.12   7.99   1994.12   5.45       Jan-95   7.76   Jan-95   7.79   Jan-95   7.78   1995.01   7.97   1995.01   5.53       Feb-95   7.37   Feb-95   7.44   Feb-95   7.47   1995.02   7.73   1995.02   5.92       Mar-95   7.05   Mar-95   7.14   Mar-95   7.2   1995.03   7.57   1995.03   5.98       Apr-95   6.86   Apr-95   6.95   Apr-95   7.06   1995.04   7.45   1995.04   6.05       May-95   6.41   May-95   6.5   May-95   6.63   1995.05   7.01   1995.05   6.01       Jun-95   5.93   Jun-95   6.05   Jun-95   6.17   1995.06   6.59   1995.06   6       Jul-95   6.01   Jul-95   6.2   Jul-95   6.28   1995.07   6.74   1995.07   5.85       Aug-95   6.24   Aug-95   6.41   Aug-95   6.49   1995.08   6.92   1995.08   5.74       Sep-95   6   Sep-95   6.13   Sep-95   6.2   1995.09   6.65   1995.09   5.8       Oct-95   5.86   Oct-95   5.97   Oct-95   6.04   1995.1   6.45   1995.1   5.76       Nov-95   5.69   Nov-95   5.83   Nov-95   5.93   1995.11   6.33   1995.11   5.8       Dec-95   5.51   Dec-95   5.63   Dec-95   5.71   1995.12   6.12   1995.12   5.6       Jan-96   5.36   Jan-96   5.54   Jan-96   5.65   1996.01   6.11   1996.01   5.56       Feb-96   5.38   Feb-96   5.64   Feb-96   5.81   1996.02   6.3   1996.02   5.22       Mar-96   5.97   Mar-96   6.19   Mar-96   6.27   1996.03   6.74   1996.03   5.31       Apr-96   6.3   Apr-96   6.48   Apr-96   6.51   1996.04   6.98   1996.04   5.22       May-96   6.48   May-96   6.66   May-96   6.74   1996.05   7.11   1996.05   5.24       Jun-96   6.69   Jun-96   6.83   Jun-96   6.91   1996.06   7.22   1996.06   5.27       Jul-96   6.64   Jul-96   6.76   Jul-96   6.87   1996.07   7.14   1996.07   5.4       Aug-96   6.39   Aug-96   6.52   Aug-96   6.64   1996.08   6.97   1996.08   5.22       Sep-96   6.6   Sep-96   6.73   Sep-96   6.83   1996.09   7.17   1996.09   5.3       Oct-96   6.27   Oct-96   6.42   Oct-96   6.53   1996.1   6.9   1996.1   5.24       Nov-96   5.97   Nov-96   6.1   Nov-96   6.2   1996.11   6.58   1996.11   5.31       Dec-96   6.07   Dec-96   6.2   Dec-96   6.3   1996.12   6.65   1996.12   5.29       Jan-97   6.33   Jan-97   6.47   Jan-97   6.58   1997.01   6.91   1997.01   5.25       Feb-97   6.2   Feb-97   6.32   Feb-97   6.42   1997.02   6.77   1997.02   5.19       Mar-97   6.54   Mar-97   6.65   Mar-97   6.69   1997.03   7.05   1997.03   5.39       Apr-97   6.76   Apr-97   6.86   Apr-97   6.89   1997.04   7.2   1997.04   5.51       May-97   6.57   May-97   6.66   May-97   6.71   1997.05   7.02   1997.05   5.5       Jun-97   6.38   Jun-97   6.46   Jun-97   6.49   1997.06   6.84   1997.06   5.56       Jul-97   6.12   Jul-97   6.2   Jul-97   6.22   1997.07   6.56   1997.07   5.52       Aug-97   6.16   Aug-97   6.29   Aug-97   6.3   1997.08   6.65   1997.08   5.54       Sep-97   6.11   Sep-97   6.2   Sep-97   6.21   1997.09   6.56   1997.09   5.54       Oct-97   5.93   Oct-97   6.05   Oct-97   6.03   1997.1   6.38   1997.1   5.5       Nov-97   5.8   Nov-97   5.9   Nov-97   5.88   1997.11   6.2   1997.11   5.52       Dec-97   5.77   Dec-97   5.83   Dec-97   5.81   1997.12   6.07   1997.12   5.5       Jan-98   5.42   Jan-98   5.53   Jan-98   5.54   1998.01   5.88   1998.01   5.56       Feb-98   5.49   Feb-98   5.6   Feb-98   5.57   1998.02   5.96   1998.02   5.51       Mar-98   5.61   Mar-98   5.71   Mar-98   5.65   1998.03   6.01   1998.03   5.49       Apr-98   5.61   Apr-98   5.7   Apr-98   5.64   1998.04   6   1998.04   5.45       May-98   5.63   May-98   5.72   May-98   5.65   1998.05   6.01   1998.05   5.49       Jun-98   5.52   Jun-98   5.56   Jun-98   5.5   1998.06   5.8   1998.06   5.56       Jul-98   5.46   Jul-98   5.52   Jul-98   5.46   1998.07   5.78   1998.07   5.54       Aug-98   5.27   Aug-98   5.36   Aug-98   5.34   1998.08   5.66   1998.08   5.55       Sep-98   4.62   Sep-98   4.76   Sep-98   4.81   1998.09   5.38   1998.09   5.51       Oct-98   4.18   Oct-98   4.46   Oct-98   4.53   1998.1   5.3   1998.1   5.07       Nov-98   4.54   Nov-98   4.78   Nov-98   4.83   1998.11   5.48   1998.11   4.83       Dec-98   4.45   Dec-98   4.65   Dec-98   4.65   1998.12   5.36   1998.12   4.68       Jan-99   4.6   Jan-99   4.8   Jan-99   4.72   1999.01   5.45   1999.01   4.63       Feb-99   4.91   Feb-99   5.1   Feb-99   5   1999.02   5.66   1999.02   4.76       Mar-99   5.14   Mar-99   5.36   Mar-99   5.23   1999.03   5.87   1999.03   4.81       Apr-99   5.08   Apr-99   5.28   Apr-99   5.18   1999.04   5.82   1999.04   4.74       May-99   5.44   May-99   5.64   May-99   5.54   1999.05   6.08   1999.05   4.74       Jun-99   5.81   Jun-99   6.05   Jun-99   5.9   1999.06   6.36   1999.06   4.76       Jul-99   5.68   Jul-99   5.94   Jul-99   5.79   1999.07   6.28   1999.07   4.99       Aug-99   5.84   Aug-99   6.15   Aug-99   5.94   1999.08   6.43   1999.08   5.07       Sep-99   5.8   Sep-99   6.12   Sep-99   5.92   1999.09   6.5   1999.09   5.22       Oct-99   6.03   Oct-99   6.33   Oct-99   6.11   1999.1   6.66   1999.1   5.2       Nov-99   5.97   Nov-99   6.17   Nov-99   6.03   1999.11   6.48   1999.11   5.42       Dec-99   6.19   Dec-99   6.38   Dec-99   6.28   1999.12   6.69   1999.12   5.3       Jan-00   6.58   Jan-00   6.7   Jan-00   6.66   2000.01   6.86   2000.01   5.45       Feb-00   6.68   Feb-00   6.72   Feb-00   6.52   2000.02   6.54   2000.02   5.73       Mar-00   6.5   Mar-00   6.51   Mar-00   6.26   2000.03   6.38   2000.03   5.85       Apr-00   6.26   Apr-00   6.27   Apr-00   5.99   2000.04   6.18   2000.04   6.02       May-00   6.69   May-00   6.69   May-00   6.44   2000.05   6.55   2000.05   6.27       Jun-00   6.3   Jun-00   6.33   Jun-00   6.1   2000.06   6.28   2000.06   6.53       Jul-00   6.18   Jul-00   6.22   Jul-00   6.05   2000.07   6.2   2000.07   6.54       Aug-00   6.06   Aug-00   6.05   Aug-00   5.83   2000.08   6.02   2000.08   6.5       Sep-00   5.93   Sep-00   5.98   Sep-00   5.8   2000.09   6.09   2000.09   6.52       Oct-00   5.78   Oct-00   5.84   Oct-00   5.74   2000.1   6.04   2000.1   6.51       Nov-00   5.7   Nov-00   5.78   Nov-00   5.72   2000.11   5.98   2000.11   6.51       Dec-00   5.17   Dec-00   5.28   Dec-00   5.24   2000.12   5.64   2000.12   6.4       Jan-01   4.86   Jan-01   5.13   Jan-01   5.16   2001.01   5.65   2001.01   5.98       Feb-01   4.89   Feb-01   5.1   Feb-01   5.1   2001.02   5.62   2001.02   5.49       Mar-01   4.64   Mar-01   4.88   Mar-01   4.89   2001.03   5.49   2001.03   5.31       Apr-01   4.76   Apr-01   5.03   Apr-01   5.14   2001.04   5.78   2001.04   4.8       May-01   4.93   May-01   5.24   May-01   5.39   2001.05   5.92   2001.05   4.21       Jun-01   4.81   Jun-01   5.14   Jun-01   5.28   2001.06   5.82   2001.06   3.97       Jul-01   4.76   Jul-01   5.06   Jul-01   5.24   2001.07   5.75   2001.07   3.77       Aug-01   4.57   Aug-01   4.84   Aug-01   4.97   2001.08   5.58   2001.08   3.65       Sep-01   4.12   Sep-01   4.51   Sep-01   4.73   2001.09   5.53   2001.09   3.07       Oct-01   3.91   Oct-01   4.31   Oct-01   4.57   2001.1   5.34   2001.1   2.49       Nov-01   3.97   Nov-01   4.42   Nov-01   4.65   2001.11   5.33   2001.11   2.09       Dec-01   4.39   Dec-01   4.86   Dec-01   5.09   2001.12   5.76   2001.12   1.82       Jan-02   4.34   Jan-02   4.79   Jan-02   5.04   2002.01   5.69   2002.01   1.73       Feb-02   4.3   Feb-02   4.71   Feb-02   4.91   2002.02   5.61   2002.02   1.74       Mar-02   4.74   Mar-02   5.14   Mar-02   5.28   2002.03   5.93   2002.03   1.73       Apr-02   4.65   Apr-02   5.02   Apr-02   5.21   2002.04   5.85   2002.04   1.75       May-02   4.49   May-02   4.9   May-02   5.16   2002.05   5.81   2002.05   1.75       Jun-02   4.19   Jun-02   4.6   Jun-02   4.93   2002.06   5.65   2002.06   1.75       Jul-02   3.81   Jul-02   4.3   Jul-02   4.65   2002.07   5.51   2002.07   1.73       Aug-02   3.29   Aug-02   3.88   Aug-02   4.26   2002.08   5.19   2002.08   1.74       Sep-02   2.94   Sep-02   3.5   Sep-02   3.87   2002.09   4.87   2002.09   1.75       Oct-02   2.95   Oct-02   3.54   Oct-02   3.94   2002.1   5   2002.1   1.75       Nov-02   3.05   Nov-02   3.64   Nov-02   4.05   2002.11   5.04   2002.11   1.34       Dec-02   3.03   Dec-02   3.63   Dec-02   4.03   2002.12   5.01   2002.12   1.24       Jan-03   3.05   Jan-03   3.6   Jan-03   4.05   2003.01   5.02   2003.01   1.24       Feb-03   2.9   Feb-03   3.45   Feb-03   3.9   2003.02   4.87   2003.02   1.26       Mar-03   2.78   Mar-03   3.34   Mar-03   3.81   2003.03   4.82   2003.03   1.25