## MEMBERS:
#109712945 Corpuz, Andrea Nicole A.
#109712942 De Guzman, Tricia Marie S.
#109712946 Dulay, Edhel Joy Q.
# Load Packages
rm(list = ls())
library(lubridate)
##
## Attaching package: 'lubridate'
## The following objects are masked from 'package:base':
##
## date, intersect, setdiff, union
library(timetk)
library(purrr)
library(quantmod)
## Loading required package: xts
## Loading required package: zoo
##
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric
## Loading required package: TTR
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
library(lpSolve)
library(SIT)
## Loading required package: SIT.date
##
## Attaching package: 'SIT'
## The following object is masked from 'package:TTR':
##
## DVI
## The following object is masked from 'package:purrr':
##
## cross
## The following object is masked from 'package:base':
##
## close
library(PerformanceAnalytics)
##
## Attaching package: 'PerformanceAnalytics'
## The following object is masked from 'package:graphics':
##
## legend
library(xts)
library(tidyr)
#Import data
tickers = spl('BAC,WFC,C,JPM,UNB,HSBC,BACHY,USB')
datas <- new.env()
getSymbols(tickers, src = 'yahoo', from = '2009-01-01', env = datas, auto.assign = T)
## pausing 1 second between requests for more than 5 symbols
## pausing 1 second between requests for more than 5 symbols
## pausing 1 second between requests for more than 5 symbols
## pausing 1 second between requests for more than 5 symbols
## [1] "BAC" "WFC" "C" "JPM" "UNB" "HSBC" "BACHY" "USB"
for(i in ls(datas)) datas[[i]] = adjustOHLC(datas[[i]], use.Adjusted=T)
names(datas)
## [1] "JPM" "C" "USB" ".getSymbols" "UNB"
## [6] "HSBC" "BAC" "BACHY" "WFC"
datas$BAC
## BAC.Open BAC.High BAC.Low BAC.Close BAC.Volume BAC.Adjusted
## 2009-01-02 12.012770 12.573711 11.831542 12.366594 86580700 12.366594
## 2009-01-05 12.409745 12.556452 11.986881 12.064550 93640500 12.064550
## 2009-01-06 12.314813 12.780826 12.142216 12.323443 111015400 12.323443
## 2009-01-07 12.176738 12.193997 11.745244 11.831543 112810000 11.831543
## 2009-01-08 11.926471 12.073179 11.520868 11.684835 93943500 11.684835
## 2009-01-09 11.805657 11.891955 11.175677 11.210196 74813700 11.210196
## 2009-01-12 11.098009 11.132528 9.769009 9.863938 122567000 9.863938
## 2009-01-13 9.656820 9.708599 9.026840 9.190807 242917900 9.190807
## 2009-01-14 8.707533 9.044098 8.707533 8.802462 166801200 8.802462
## 2009-01-15 8.370965 8.388224 6.342948 7.180044 552512600 7.180044
## 2009-01-16 7.758250 8.043035 6.040906 6.196244 494599400 6.196244
## 2009-01-20 5.592152 5.609412 4.358082 4.401231 413433500 4.401231
## 2009-01-21 4.780944 5.937345 4.625606 5.764748 438488400 5.764748
## 2009-01-22 5.497222 5.523111 4.746424 4.927651 362515000 4.927651
## 2009-01-23 4.634235 5.419552 4.573826 5.385033 301305600 5.385033
## 2009-01-26 5.574894 6.023647 5.177920 5.177920 267222800 5.177920
## 2009-01-27 5.436816 5.704342 5.350517 5.609413 190621000 5.609413
## 2009-01-28 6.593216 6.739923 6.127203 6.377469 357522100 6.377469
## 2009-01-29 6.006386 6.213502 5.790639 5.851048 175314200 5.851048
## 2009-01-30 5.937346 5.971865 5.479963 5.678450 220955000 5.678450
## 2009-02-02 5.350517 5.747491 5.022582 5.177920 291276500 5.177920
## 2009-02-03 5.315999 5.315999 4.478901 4.573830 355724700 4.573830
## 2009-02-04 4.720536 4.780945 3.986997 4.056036 610037800 4.056036
## 2009-02-05 3.935220 4.280414 3.253460 4.176856 757557100 4.176856
## 2009-02-06 4.651499 5.600784 4.625609 5.290109 725522500 5.290109
## 2009-02-09 5.669821 6.084055 5.445445 5.945977 461430100 5.945977
## 2009-02-10 5.911459 5.945978 4.729167 4.798206 608904400 4.798206
## 2009-02-11 5.005321 5.298736 4.927652 5.238327 396772000 5.238327
## 2009-02-12 4.936282 5.108879 4.616977 5.065730 370215500 5.065730
## 2009-02-13 4.901764 5.065731 4.789575 4.806835 239879500 4.806835
## 2009-02-17 4.375343 4.487531 4.202745 4.228635 278175000 4.228635
## 2009-02-18 4.453010 4.496159 3.892069 3.943848 327604800 3.943848
## 2009-02-19 3.503724 4.038776 3.331127 3.391536 406830800 3.391536
## 2009-02-20 3.115381 3.529615 2.183356 3.270719 840283700 3.270719
## 2009-02-23 3.702211 3.866178 3.296607 3.374276 511845600 3.374276
## 2009-02-24 3.477835 4.099186 3.331128 4.081926 510482600 4.081926
## 2009-02-25 4.150964 4.746424 3.624542 4.453009 593460500 4.453009
## 2009-02-26 4.841354 5.082990 4.409861 4.591088 449243000 4.591088
## 2009-02-27 3.667693 4.220004 3.408797 3.408797 476468300 3.408797
## 2009-03-02 3.115381 3.382907 2.821966 3.132641 437894200 3.132641
## 2009-03-03 3.408796 3.520984 3.080861 3.149900 347261200 3.149900
## 2009-03-04 2.924908 3.487390 2.924908 3.106633 262493200 3.106633
## 2009-03-05 2.942214 3.037403 2.699914 2.743182 282814100 2.743182
## 2009-03-06 2.847026 3.063365 2.596072 2.717222 281698600 2.717222
## 2009-03-09 2.786451 3.262397 2.769143 3.245090 298867900 3.245090
## 2009-03-10 3.764305 4.153716 3.634501 4.145062 419616900 4.145062
## 2009-03-11 4.586392 4.759463 3.902760 4.266210 451780400 4.266210
## 2009-03-12 4.257559 5.183491 4.188330 5.062341 544222900 5.062341
## 2009-03-13 5.408484 5.581556 4.889270 4.984459 568457500 4.984459
## 2009-03-16 5.382522 6.014233 5.218104 5.347908 537893100 5.347908
## 2009-03-17 5.252720 5.503673 5.019073 5.425791 429150400 5.425791
## 2009-03-18 5.503672 6.637290 5.382522 6.637290 664772200 6.637290
## 2009-03-19 7.294961 7.416111 5.901736 5.996925 622301500 5.996925
## 2009-03-20 6.031541 6.048848 5.174837 5.356562 572920000 5.356562
## 2009-03-23 6.377684 6.827670 5.970966 6.749788 569334700 6.749788
## 2009-03-24 6.334415 6.914204 6.118075 6.247879 524215100 6.247879
## 2009-03-25 6.723826 6.914205 6.022887 6.663251 620457600 6.663251
## 2009-03-26 6.819016 6.888245 6.178652 6.559409 479338200 6.559409
## 2009-03-27 6.230572 6.697865 6.169997 6.351722 383537100 6.351722
## 2009-03-30 5.797893 5.841161 5.209450 5.218104 486926900 5.218104
## 2009-03-31 5.503673 5.962312 5.408483 5.901737 422256900 5.901737
## 2009-04-01 5.581556 6.247881 5.572902 6.100770 421386100 6.100770
## 2009-04-02 6.793054 6.810361 6.118075 6.265186 512639600 6.265186
## 2009-04-03 6.135384 6.585370 5.754627 6.576716 348608900 6.576716
## 2009-04-06 6.265186 6.611329 6.178651 6.472872 290223200 6.472872
## 2009-04-07 6.247881 6.559410 6.239227 6.369031 264002200 6.369031
## 2009-04-08 6.481528 6.533449 5.979620 6.109424 309546200 6.109424
## 2009-04-09 7.052659 8.523766 6.922856 8.264159 1029694600 8.264159
## 2009-04-13 8.134357 9.622771 7.926671 9.536235 687385400 9.536235
## 2009-04-14 9.674694 10.020837 8.705494 8.731455 666610100 8.731455
## 2009-04-15 8.376658 9.103558 8.021861 9.034329 556590300 9.034329
## 2009-04-16 9.423744 9.432397 8.878568 8.947797 383207300 8.947797
## 2009-04-17 9.242020 9.717966 8.913184 9.172791 487364200 9.172791
## 2009-04-20 8.437234 8.558384 6.940166 6.940166 802467300 6.940166
## 2009-04-21 6.239226 7.727641 6.057501 7.580530 867931700 7.580530
## 2009-04-22 7.294963 7.995902 7.035356 7.147852 620909200 7.147852
## 2009-04-23 7.433420 7.718988 7.121891 7.632452 561041900 7.632452
## 2009-04-24 7.840136 8.194932 7.528607 7.874750 589862000 7.874750
## 2009-04-27 7.493995 8.039170 7.485342 7.718988 332356100 7.718988
## 2009-04-28 6.957471 7.511299 6.922856 7.052660 467568100 7.052660
## 2009-04-29 7.329574 7.649756 7.234385 7.511299 457954600 7.511299
## 2009-04-30 7.892056 8.013206 7.615142 7.727638 343739500 7.727638
## 2009-05-01 7.606487 7.805519 7.398801 7.528605 299754800 7.528605
## 2009-05-04 7.693027 9.042985 7.632452 8.982410 582512600 8.982410
## 2009-05-05 8.887219 9.622773 8.740109 9.380473 550673100 9.380473
## 2009-05-06 10.323712 11.119841 9.960262 10.981384 924590100 10.981384
## 2009-05-07 12.764013 13.040928 11.059261 11.690971 946806700 11.690971
## 2009-05-08 12.314032 12.651522 11.725590 12.262111 681310400 12.262111
## 2009-05-11 11.768857 12.071732 11.197721 11.197721 411170100 11.197721
## 2009-05-12 11.448679 11.491947 10.488132 10.609282 412128100 10.609282
## 2009-05-13 10.323714 10.341021 9.527585 9.527585 391486200 9.527585
## 2009-05-14 9.363167 10.012185 9.181442 9.787192 440641900 9.787192
## 2009-05-15 9.813152 10.064106 9.155481 9.233363 324124400 9.233363
## 2009-05-18 9.994874 10.470820 9.968913 10.150638 553623400 10.150638
## 2009-05-19 10.341021 10.591975 9.735271 9.735271 506343300 9.735271
## 2009-05-20 10.280445 10.591974 9.700656 9.942956 1197984500 9.942956
## 2009-05-21 9.908342 10.358328 9.692003 9.873728 587487600 9.873728
## 2009-05-22 10.038144 10.081412 9.302591 9.579505 502447400 9.579505
## 2009-05-26 9.432391 9.752574 9.354509 9.501620 495077300 9.501620
## 2009-05-27 9.795848 9.986226 9.441051 9.441051 539898200 9.441051
## 2009-05-28 9.441046 9.778535 9.146824 9.778535 464520100 9.778535
## 2009-05-29 9.942957 9.951610 9.492971 9.752578 370618000 9.752578
## 2009-06-01 9.873728 10.167950 9.700657 9.700657 350813400 9.700657
## 2009-06-02 9.683349 10.038146 9.605467 9.873728 311852000 9.873728
## 2009-06-03 9.847743 9.994982 9.648536 9.709164 236543800 9.709164
## 2009-06-04 9.847743 10.280801 9.700503 10.280801 316481900 10.280801
## 2009-06-05 10.601265 10.679216 10.272141 10.272141 369767900 10.272141
## 2009-06-08 10.194189 10.549297 10.098916 10.445363 246762300 10.445363
## 2009-06-09 10.514652 10.523313 10.332768 10.445363 203171000 10.445363
## 2009-06-10 10.497329 10.696536 10.332767 10.376073 328393900 10.376073
## 2009-06-11 10.566619 11.450058 10.557958 11.233529 530063800 11.233529
## 2009-06-12 11.519348 12.065001 11.458720 11.883117 448295800 11.883117
## 2009-06-15 11.796503 11.857131 11.398089 11.545329 345381600 11.545329
## 2009-06-16 11.605960 11.605960 11.017001 11.025662 370863900 11.025662
## 2009-06-17 10.878423 11.051647 10.410720 10.653233 444130500 10.653233
## 2009-06-18 10.739846 11.216210 10.687879 11.172904 341091800 11.172904
## 2009-06-19 11.346127 11.562656 11.112276 11.450061 433963600 11.450061
## 2009-06-22 11.155578 11.302818 10.341429 10.341429 433445300 10.341429
## 2009-06-23 10.488666 10.774484 10.332765 10.592600 358378200 10.592600
## 2009-06-24 10.783148 10.973693 10.549296 10.696536 334262900 10.696536
## 2009-06-25 10.471346 10.705197 10.402056 10.696536 330425500 10.696536
## 2009-06-26 10.687872 11.068963 10.627244 11.042980 341830600 11.042980
## 2009-06-29 11.077625 11.424071 10.843773 11.424071 333302300 11.424071
## 2009-06-30 11.484702 11.675248 11.207545 11.432735 306341500 11.432735
## 2009-07-01 11.493365 11.649266 11.294158 11.302819 243363600 11.302819
## 2009-07-02 11.077629 11.302820 10.930390 10.947712 215974600 10.947712
## 2009-07-06 10.800471 10.904405 10.254818 10.523314 377832200 10.523314
## 2009-07-07 10.523314 10.713860 10.350091 10.523314 275460100 10.523314
## 2009-07-08 10.557957 10.644568 9.761130 10.254816 570440000 10.254816
## 2009-07-09 10.480008 10.609926 10.254818 10.367413 273316500 10.367413
## 2009-07-10 10.280802 10.358752 10.029628 10.289463 212285000 10.289463
## 2009-07-13 10.713859 11.250851 10.627247 11.250851 392441900 11.250851
## 2009-07-14 11.441399 11.458721 11.077630 11.181564 272335100 11.181564
## 2009-07-15 11.458720 11.796505 11.346125 11.623282 371943700 11.623282
## 2009-07-16 11.432735 11.631942 11.276835 11.406752 308208800 11.406752
## 2009-07-17 11.476045 11.666591 11.051648 11.164243 457023600 11.164243
## 2009-07-20 11.112273 11.138256 10.497330 10.601264 381163700 10.601264
## 2009-07-21 10.635910 10.739844 10.332770 10.557960 258512200 10.557960
## 2009-07-22 10.358749 10.809129 10.332765 10.592600 247974800 10.592600
## 2009-07-23 10.696537 11.155579 10.566620 10.991017 285591600 10.991017
## 2009-07-24 10.939048 11.068965 10.627246 10.835114 187107000 10.835114
## 2009-07-27 10.878419 11.372106 10.835114 11.337461 240525400 11.337461
## 2009-07-28 11.216205 11.631940 11.181560 11.553990 241532500 11.553990
## 2009-07-29 11.467381 11.909101 11.467381 11.709894 258773100 11.709894
## 2009-07-30 12.013035 12.246887 11.943746 12.099647 288316600 12.099647
## 2009-07-31 12.212243 12.809863 12.142953 12.809863 375052000 12.809863
## 2009-08-03 13.199614 13.528738 12.835845 13.268903 468196400 13.268903
## 2009-08-04 13.156307 13.840539 13.035050 13.546059 364961500 13.546059
## 2009-08-05 13.883849 14.568081 13.719286 14.429502 488503800 14.429502
## 2009-08-06 14.931851 15.027124 14.195651 14.464149 462678600 14.464149
## 2009-08-07 14.706654 14.845232 14.083050 14.221629 381728400 14.221629
## 2009-08-10 14.126357 14.628705 13.996440 14.446821 240548200 14.446821
## 2009-08-11 14.464142 14.594058 13.684636 13.727942 326233600 13.727942
## 2009-08-12 13.450787 14.005102 13.338192 13.797234 313761100 13.797234
## 2009-08-13 14.429501 14.723981 14.057071 14.723981 337776700 14.723981
## 2009-08-14 14.706652 15.131048 14.351545 15.061759 302461500 15.061759
## 2009-08-17 14.325566 14.620044 14.204309 14.342887 309793300 14.342887
## 2009-08-18 14.533436 14.793270 14.490129 14.637369 202882900 14.637369
## 2009-08-19 14.377529 14.749959 14.316901 14.507446 198785800 14.507446
## 2009-08-20 14.628710 14.897208 14.611389 14.845239 183804300 14.845239
## 2009-08-21 15.122391 15.243648 14.992474 15.122391 236597200 15.122391
## 2009-08-24 15.425536 15.763323 15.009801 15.027123 316639800 15.027123
## 2009-08-25 15.208996 15.590088 15.200335 15.373559 238816800 15.373559
## 2009-08-26 15.382225 15.538126 15.191680 15.408209 203846000 15.408209
## 2009-08-27 15.373563 15.572770 15.234985 15.520803 176384900 15.520803
## 2009-08-28 15.676713 15.806631 15.399557 15.572779 188061000 15.572779
## 2009-08-31 15.217661 15.503479 15.113728 15.234983 159710500 15.234983
## 2009-09-01 15.330265 15.468844 14.212974 14.256279 334738300 14.256279
## 2009-09-02 13.996284 14.498937 13.883620 14.100281 229078300 14.100281
## 2009-09-03 14.377605 14.646265 14.308274 14.594266 176555400 14.594266
## 2009-09-04 14.793592 14.949588 14.663596 14.810925 173567100 14.810925
## 2009-09-08 15.131581 15.174914 14.715593 14.750259 163026500 14.750259
## 2009-09-09 14.750268 14.906265 14.654938 14.767602 155753700 14.767602
## 2009-09-10 14.698264 14.940925 14.472938 14.923591 175319800 14.923591
## 2009-09-11 14.940924 14.984257 14.689599 14.706930 139774800 14.706930
## 2009-09-14 14.455599 14.810922 14.308270 14.724258 162371700 14.724258
## 2009-09-15 14.724263 14.880258 14.524935 14.550935 158450100 14.550935
## 2009-09-16 14.637596 14.992919 14.585598 14.949588 193950600 14.949588
## 2009-09-17 15.001585 15.382909 14.906256 15.261580 212907800 15.261580
## 2009-09-18 15.365582 15.400248 15.174921 15.278917 160550400 15.278917
## 2009-09-21 15.070917 15.114251 14.888923 14.949588 127963900 14.949588
## 2009-09-22 15.322244 15.668901 15.200915 15.261580 158650700 15.261580
## 2009-09-23 15.391577 15.651569 15.157584 15.166250 197847500 15.166250
## 2009-09-24 15.209580 15.339578 14.568264 14.715594 221414100 14.715594
## 2009-09-25 14.689597 14.802260 14.299607 14.386271 161603900 14.386271
## 2009-09-28 14.481603 14.932258 14.429605 14.923591 129240300 14.923591
## 2009-09-29 15.053587 15.192250 14.793593 14.871591 124964600 14.871591
## 2009-09-30 14.958256 15.001587 14.524934 14.663597 186120500 14.663597
## 2009-10-01 14.698262 14.871592 14.022282 14.048280 247824500 14.048280
## 2009-10-02 13.779622 14.290941 13.536962 14.160945 226303000 14.160945
## 2009-10-05 14.446937 14.706929 14.342939 14.698263 155256700 14.698263
## 2009-10-06 14.914926 15.053591 14.481605 14.732932 195927500 14.732932
## 2009-10-07 14.802265 15.036259 14.767600 15.036259 153192000 15.036259
## 2009-10-08 15.226915 15.252915 14.932257 15.018921 137567400 15.018921
## 2009-10-09 15.018921 15.209581 14.932256 15.166250 87503400 15.166250
## 2009-10-12 15.296244 15.625569 15.174914 15.625569 139972400 15.625569
## 2009-10-13 15.547576 15.599574 15.148920 15.434911 150388900 15.434911
## 2009-10-14 15.928903 16.154230 15.738242 16.110899 229813800 16.110899
## 2009-10-15 15.885558 16.552873 15.495568 15.686230 212270200 15.686230
## 2009-10-16 14.871595 15.157587 14.784930 14.958259 336814500 14.958259
## 2009-10-19 14.966922 15.192250 14.854257 14.871591 155876100 14.871591
## 2009-10-20 14.923587 15.140248 14.741593 14.741593 169353700 14.741593
## 2009-10-21 14.724265 14.880260 14.264943 14.308276 219344000 14.308276
## 2009-10-22 14.342943 14.446941 13.909622 14.316945 235015400 14.316945
## 2009-10-23 14.429606 14.438273 13.926953 14.056949 181905600 14.056949
## 2009-10-26 14.004948 14.039614 13.060307 13.346299 376383000 13.346299
## 2009-10-27 13.372296 13.467627 13.016973 13.389629 270531500 13.389629
## 2009-10-28 13.372298 13.389631 12.999642 13.008308 213262400 13.008308
## 2009-10-29 13.181639 13.675625 13.068975 13.632293 202946700 13.632293
## 2009-10-30 13.606291 13.632290 12.566320 12.635651 307670900 12.635651
## 2009-11-02 12.869646 13.198971 12.236997 12.678985 307863100 12.678985
## 2009-11-03 12.349659 12.938977 12.314994 12.826313 188258700 12.826313
## 2009-11-04 13.155639 13.216304 12.739650 12.739650 200076300 12.739650
## 2009-11-05 12.921646 13.138306 12.756983 13.112307 156790200 13.112307
## 2009-11-06 12.947641 13.207634 12.860977 13.042972 152297800 13.042972
## 2009-11-09 13.250971 13.710292 13.120975 13.666960 170808600 13.666960
## 2009-11-10 13.736287 14.039613 13.632290 13.892284 195721000 13.892284
## 2009-11-11 14.065615 14.403607 14.039617 14.238944 184673700 14.238944
## 2009-11-12 14.178280 14.360274 13.857621 13.918285 154405900 13.918285
## 2009-11-13 13.935615 14.030947 13.736287 13.848951 125121900 13.848951
## 2009-11-16 14.004949 14.091614 13.658292 13.753623 153962000 13.753623
## 2009-11-17 13.701626 13.710292 13.510964 13.666960 110912100 13.666960
## 2009-11-18 13.762288 14.195608 13.753621 14.169610 179789700 14.169610
## 2009-11-19 14.074282 14.273609 13.892288 13.935619 158923100 13.935619
## 2009-11-20 13.892286 14.030949 13.840287 13.944284 128329800 13.944284
## 2009-11-23 14.108948 14.273608 14.013616 14.117614 138294900 14.117614
## 2009-11-24 14.048280 14.134944 13.857619 13.952950 118077000 13.952950
## 2009-11-25 14.048277 14.100277 13.779619 13.822951 97450200 13.822951
## 2009-11-27 13.276970 13.658292 13.172972 13.406966 96712700 13.406966
## 2009-11-30 13.510958 13.770951 13.467626 13.736285 129973500 13.736285
## 2009-12-01 13.900951 13.944282 13.580292 13.779620 143216700 13.779620
## 2009-12-02 13.718920 13.727592 13.476107 13.571498 130213100 13.571498
## 2009-12-03 14.091808 14.516730 13.597511 13.666886 651715900 13.666886
## 2009-12-04 13.666889 14.221890 13.545483 14.117828 1226791300 14.117828
## 2009-12-07 14.091811 14.126499 13.727592 13.779623 291029100 13.779623
## 2009-12-08 13.632203 13.753610 13.328687 13.363375 312296800 13.363375
## 2009-12-09 13.398059 13.502122 13.224622 13.346028 199467800 13.346028
## 2009-12-10 13.510795 13.571498 13.085872 13.189935 254946200 13.189935
## 2009-12-11 13.285324 13.614855 13.189933 13.554152 194958400 13.554152
## 2009-12-14 13.588840 13.640871 13.380714 13.554152 128586100 13.554152
## 2009-12-15 13.398060 13.450091 13.137903 13.172591 190193100 13.172591
## 2009-12-16 13.293999 13.389390 13.207281 13.250640 166373000 13.250640
## 2009-12-17 13.241964 13.320011 12.860401 12.886417 268907300 12.886417
## 2009-12-18 13.016494 13.224619 12.903760 13.033838 202871600 13.033838
## 2009-12-21 13.189937 13.389390 13.181265 13.250640 153571100 13.250640
## 2009-12-22 13.320015 13.389390 13.285327 13.293999 104061100 13.293999
## 2009-12-23 13.406732 13.415404 13.137903 13.172591 102116100 13.172591
## 2009-12-24 13.207277 13.250637 13.181262 13.224621 36611800 13.224621
## 2009-12-28 13.276653 13.363372 13.137903 13.259309 102573300 13.259309
## 2009-12-29 13.267980 13.293996 13.094542 13.111886 83089500 13.111886
## 2009-12-30 13.042509 13.094541 12.981806 13.068525 86897900 13.068525
## 2009-12-31 13.085870 13.215948 13.016495 13.059854 94322600 13.059854
## 2010-01-04 13.215951 13.658217 13.111889 13.606186 180845200 13.606186
## 2010-01-05 13.649543 14.057120 13.614855 14.048450 209521300 14.048450
## 2010-01-06 14.057119 14.343293 13.901027 14.213213 205257900 14.213213
## 2010-01-07 14.464702 14.906969 14.317280 14.681499 320868400 14.681499
## 2010-01-08 14.724849 14.828911 14.421332 14.551412 220104700 14.551412
## 2010-01-11 14.733530 14.863608 14.499389 14.681499 168991600 14.681499
## 2010-01-12 14.499387 14.525404 14.022434 14.187201 223486800 14.187201
## 2010-01-13 14.247904 14.551421 14.005092 14.412671 192609900 14.412671
## 2010-01-14 14.421340 14.672826 14.403998 14.586107 142634200 14.586107
## 2010-01-15 14.430013 14.438685 14.074466 14.100482 195117100 14.100482
## 2010-01-19 13.927043 14.282590 13.736263 14.152513 181616500 14.152513
## 2010-01-20 14.065792 14.421339 14.031106 14.299934 288741100 14.299934
## 2010-01-21 14.273915 14.447354 13.181259 13.415400 551285500 13.415400
## 2010-01-22 13.233294 13.458763 12.756340 12.921106 369620800 12.921106
## 2010-01-25 13.146575 13.241966 12.808371 12.990481 262351600 12.990481
## 2010-01-26 12.955795 13.155248 12.765014 12.808373 212380600 12.808373
## 2010-01-27 12.756341 13.259310 12.730325 13.172591 258716200 13.172591
## 2010-01-28 13.354700 13.519465 13.016496 13.328684 232729500 13.328684
## 2010-01-29 13.432746 13.484778 13.085871 13.163918 175135300 13.163918
## 2010-02-01 13.233295 13.389389 13.120560 13.372045 159503300 13.372045
## 2010-02-02 13.398061 13.597514 13.276654 13.528139 171404800 13.528139
## 2010-02-03 13.502122 13.701575 13.458762 13.467434 130861600 13.467434
## 2010-02-04 13.311342 13.380717 12.773685 12.791029 252558700 12.791029
## 2010-02-05 12.869075 13.059856 12.409465 13.007825 297683300 13.007825
## 2010-02-08 12.955792 12.973135 12.530869 12.556885 208207300 12.556885
## 2010-02-09 12.721656 12.817046 12.357437 12.548218 251522100 12.548218
## 2010-02-10 12.582901 12.929776 12.539541 12.721651 175741800 12.721651
## 2010-02-11 12.721652 12.834386 12.608917 12.686964 141086300 12.686964
## 2010-02-12 12.548215 12.608918 12.383449 12.530871 162819300 12.530871
## 2010-02-16 12.712980 13.276652 12.678292 13.146574 205493300 13.146574
## 2010-02-17 13.311340 13.770949 13.224621 13.580168 261541900 13.580168
## 2010-02-18 13.458763 13.875014 13.441419 13.770951 242140300 13.770951
## 2010-02-19 13.640873 13.909702 13.623529 13.770951 216078200 13.770951
## 2010-02-22 13.840326 14.221889 13.840326 14.057122 173773200 14.057122
## 2010-02-23 13.979076 14.204543 13.692903 13.822981 210478400 13.822981
## 2010-02-24 13.857670 14.187203 13.840326 14.161186 191571600 14.161186
## 2010-02-25 13.918371 14.369310 13.831653 14.351965 287325100 14.351965
## 2010-02-26 14.369314 14.603455 14.230564 14.447361 343669400 14.447361
## 2010-03-01 14.516737 14.620800 14.369314 14.490720 170931100 14.490720
## 2010-03-02 14.482050 14.568767 14.213220 14.273923 183048600 14.273923
## 2010-03-03 14.291273 14.421432 14.169794 14.204503 154950200 14.204503
## 2010-03-04 14.273918 14.317303 13.909477 14.230531 157746500 14.230531
## 2010-03-05 14.334663 14.534238 14.273924 14.490853 172469000 14.490853
## 2010-03-08 14.534231 14.673066 14.482169 14.525554 127705100 14.525554
## 2010-03-09 14.430111 14.742490 14.352019 14.577623 167779500 14.577623
## 2010-03-10 14.759838 15.054861 14.742483 14.846610 222932200 14.846610
## 2010-03-11 14.907345 14.994117 14.803218 14.855283 145079600 14.855283
## 2010-03-12 14.976767 15.011475 14.473492 14.621004 171456700 14.621004
## 2010-03-15 14.525555 14.673067 14.395398 14.621004 120308200 14.621004
## 2010-03-16 14.725128 14.811901 14.664389 14.777193 107411800 14.777193
## 2010-03-17 14.898673 15.011476 14.777194 14.985445 134463900 14.985445
## 2010-03-18 15.002798 15.028829 14.733805 14.820577 123986800 14.820577
## 2010-03-19 14.594975 14.950738 14.525558 14.594975 178218800 14.594975
## 2010-03-22 14.421431 14.725130 14.404076 14.716453 113667800 14.716453
## 2010-03-23 14.820580 14.942059 14.699101 14.863965 131261400 14.863965
## 2010-03-24 14.855293 15.384599 14.837938 15.245764 270410600 15.245764
## 2010-03-25 15.480049 15.922584 15.358569 15.393277 315304700 15.393277
## 2010-03-26 15.601521 15.818450 15.401947 15.532104 220970700 15.532104
## 2010-03-29 15.766388 15.792420 15.419302 15.653586 152539700 15.653586
## 2010-03-30 15.670941 15.723005 15.332533 15.410627 144373000 15.410627
## 2010-03-31 15.349891 15.601528 15.332536 15.488725 114280900 15.488725
## 2010-04-01 15.636231 15.705648 15.523427 15.653586 95607200 15.653586
## 2010-04-05 15.757716 15.835811 15.636236 15.731684 107989300 15.731684
## 2010-04-06 15.757721 16.087454 15.705658 16.044067 160316600 16.044067
## 2010-04-07 16.122159 16.365120 16.078774 16.156868 233522300 16.156868
## 2010-04-08 16.130823 16.347752 15.887862 16.182886 164305500 16.182886
## 2010-04-09 16.330411 16.356442 16.052742 16.130836 135480600 16.130836
## 2010-04-12 16.208922 16.330402 16.139505 16.191568 128319000 16.191568
## 2010-04-13 16.148185 16.243632 16.044058 16.200247 113687800 16.200247
## 2010-04-14 16.469242 16.851037 16.417180 16.833683 246624700 16.833683
## 2010-04-15 17.033251 17.232828 16.798970 16.903095 240100000 16.903095
## 2010-04-16 16.894414 16.903092 15.662259 15.974637 589061800 15.974637
## 2010-04-19 15.705651 16.182895 15.506078 15.957288 358828000 15.957288
## 2010-04-20 16.304375 16.339083 16.000674 16.148186 200544700 16.148186
## 2010-04-21 16.200248 16.408500 15.714328 15.861840 201891300 15.861840
## 2010-04-22 15.644909 16.139506 15.575492 16.087444 219472400 16.087444
## 2010-04-23 15.965958 16.078761 15.861833 15.991989 145428400 15.991989
## 2010-04-26 15.974643 16.000676 15.644912 15.662265 160873000 15.662265
## 2010-04-27 15.540785 15.775068 15.106927 15.158989 259438600 15.158989
## 2010-04-28 15.315187 15.584178 15.193707 15.427991 195287800 15.427991
## 2010-04-29 15.653585 15.965961 15.610198 15.879189 177296300 15.879189
## 2010-04-30 15.861838 15.879190 15.280468 15.471365 231536200 15.471365
## 2010-05-03 15.514749 15.749033 15.427979 15.670938 150747100 15.670938
## 2010-05-04 15.419303 15.540783 15.167666 15.237082 183242300 15.237082
## 2010-05-05 14.924707 15.480044 14.655713 15.211053 195023300 15.211053
## 2010-05-06 15.167668 15.280472 13.449591 14.126410 465091500 14.126410
## 2010-05-07 14.299952 14.568944 13.840062 14.039637 388118300 14.039637
## 2010-05-10 14.950738 15.089571 14.759840 15.011477 268476800 15.011477
## 2010-05-11 14.820581 15.176344 14.725131 14.889998 188202400 14.889998
## 2010-05-12 14.985445 15.037508 14.742485 14.811902 179359300 14.811902
## 2010-05-13 14.777196 14.907353 14.621007 14.638362 135257500 14.638362
## 2010-05-14 14.499524 14.508201 13.987573 14.178470 212906900 14.178470
## 2010-05-17 14.221854 14.273918 13.753288 14.187146 181966800 14.187146
## 2010-05-18 14.499526 14.534235 13.597103 13.840063 216050700 13.840063
## 2010-05-19 13.709907 14.282598 13.709907 14.152441 260711100 14.152441
## 2010-05-20 13.848740 13.926834 13.258694 13.276048 301263900 13.276048
## 2010-05-21 12.981027 13.883451 12.972350 13.874774 266468500 13.874774
## 2010-05-24 13.866091 13.952862 13.354139 13.362816 170656700 13.362816
## 2010-05-25 12.937638 13.484299 12.842189 13.440913 263919800 13.440913
## 2010-05-26 13.805352 13.970218 13.345463 13.423557 225933000 13.423557
## 2010-05-27 13.718582 14.056992 13.527685 14.039637 163490700 14.039637
## 2010-05-28 14.030959 14.039636 13.631810 13.657841 160778500 13.657841
## 2010-06-01 13.519006 13.866092 13.362817 13.397526 126185400 13.397526
## 2010-06-02 13.527769 13.822983 13.328065 13.796935 127114500 13.796935
## 2010-06-03 13.857716 13.953226 13.623281 13.727474 124229100 13.727474
## 2010-06-04 13.458303 13.658006 13.241233 13.328061 148415800 13.328061
## 2010-06-07 13.336748 13.371479 12.824464 12.876561 158959100 12.876561
## 2010-06-08 12.919974 13.328065 12.841829 13.310699 167648900 13.310699
## 2010-06-09 13.397527 13.449623 12.972071 13.032850 150844900 13.032850
## 2010-06-10 13.258601 13.440940 13.119677 13.423574 124056500 13.423574
## 2010-06-11 13.310701 13.631964 13.293335 13.545136 115114300 13.545136
## 2010-06-14 13.631966 13.710111 13.362799 13.380165 120504600 13.380165
## 2010-06-15 13.510401 13.753519 13.293332 13.718788 129815000 13.718788
## 2010-06-16 13.631961 13.866396 13.588547 13.779568 110926700 13.779568
## 2010-06-17 13.857715 13.953225 13.536452 13.736156 127136400 13.736156
## 2010-06-18 13.788253 13.814301 13.666694 13.736156 105721700 13.736156
## 2010-06-21 13.918494 13.979272 13.675375 13.710106 109114600 13.710106
## 2010-06-22 13.701422 13.814298 13.510400 13.527766 108235700 13.527766
## 2010-06-23 13.545134 13.640645 13.275968 13.397527 132920800 13.397527
## 2010-06-24 13.258602 13.293334 13.006802 13.041533 167776300 13.041533
## 2010-06-25 13.249922 13.562502 13.119680 13.388846 175269500 13.388846
## 2010-06-28 13.458306 13.501720 13.206506 13.232554 110641800 13.232554
## 2010-06-29 13.032846 13.067577 12.546611 12.650804 201991800 12.650804
## 2010-06-30 12.694219 12.850509 12.416371 12.477150 138978000 12.477150
## 2010-07-01 12.433739 12.459788 11.721751 12.173256 256787300 12.173256
## 2010-07-02 12.242714 12.242714 11.878038 12.016962 140988600 12.016962
## 2010-07-06 12.268770 12.425061 12.008287 12.207991 120153500 12.207991
## 2010-07-07 12.260082 12.789732 12.242717 12.772366 150021000 12.772366
## 2010-07-08 12.919972 12.972068 12.676854 12.902606 132297400 12.902606
## 2010-07-09 12.902610 13.137045 12.807099 13.119679 86584400 13.119679
## 2010-07-12 13.084950 13.241240 12.998122 13.206509 92146300 13.206509
## 2010-07-13 13.440941 13.649328 13.371479 13.605914 130720700 13.605914
## 2010-07-14 13.545135 13.649328 13.388845 13.605914 115645600 13.605914
## 2010-07-15 13.597230 13.623278 13.076263 13.362795 177237600 13.362795
## 2010-07-16 12.702905 12.737636 12.121158 12.138524 438430600 12.138524
## 2010-07-19 12.129841 12.173255 11.548095 11.817261 314752200 11.817261
## 2010-07-20 11.600193 12.025649 11.548096 11.956187 180152700 11.956187
## 2010-07-21 12.121157 12.129839 11.574142 11.600190 203245200 11.600190
## 2010-07-22 11.765167 12.060382 11.756485 11.860678 185760900 11.860678
## 2010-07-23 11.878040 11.982234 11.695702 11.930137 133979700 11.930137
## 2010-07-26 12.025649 12.338229 11.904090 12.286132 159255000 12.286132
## 2010-07-27 12.607397 12.720273 12.312182 12.320865 176895900 12.320865
## 2010-07-28 12.260079 12.364272 12.121155 12.147203 110133600 12.147203
## 2010-07-29 12.286131 12.338228 12.069062 12.181938 124734700 12.181938
## 2010-07-30 12.051697 12.364277 12.025648 12.190621 130077700 12.190621
## 2010-08-02 12.485835 12.563980 12.355594 12.537932 130216100 12.537932
## 2010-08-03 12.468470 12.555297 12.407690 12.451104 96776700 12.451104
## 2010-08-04 12.468472 12.494521 12.260086 12.320865 131865800 12.320865
## 2010-08-05 12.234035 12.268767 12.121159 12.173256 110927900 12.173256
## 2010-08-06 12.077746 12.190622 11.938822 12.121160 135088300 12.121160
## 2010-08-09 12.207985 12.216667 11.938819 12.077743 121443000 12.077743
## 2010-08-10 11.956188 11.999602 11.817263 11.834629 131286100 11.834629
## 2010-08-11 11.721748 11.739114 11.426534 11.452582 182937400 11.452582
## 2010-08-12 11.331022 11.591505 11.304974 11.339705 146852800 11.339705
## 2010-08-13 11.383120 11.582824 11.383120 11.487313 107923800 11.487313
## 2010-08-16 11.400485 11.539410 11.365754 11.452582 99799300 11.452582
## 2010-08-17 11.643605 11.678336 11.417852 11.469949 132047600 11.469949
## 2010-08-18 11.504684 11.721753 11.496001 11.565463 137585300 11.565463
## 2010-08-19 11.530731 11.608876 11.296296 11.304979 153344800 11.304979
## 2010-08-20 11.270244 11.278926 11.070540 11.174733 164506800 11.174733
## 2010-08-23 11.348389 11.374437 11.166050 11.174733 114682800 11.174733
## 2010-08-24 11.070544 11.140006 10.931619 10.975033 156884400 10.975033
## 2010-08-25 10.905567 11.044492 10.784008 10.992395 159923400 10.992395
## 2010-08-26 11.061860 11.200784 10.827425 10.827425 137778600 10.827425
## 2010-08-27 10.914254 11.044495 10.775329 10.975033 158558400 10.975033
## 2010-08-30 10.888206 10.940303 10.653771 10.697185 126732000 10.697185
## 2010-08-31 10.705866 10.870839 10.575624 10.818742 172987600 10.818742
## 2010-09-01 10.983847 11.479163 10.949088 11.479163 204575600 11.479163
## 2010-09-02 11.427022 11.679025 11.427022 11.539989 154881900 11.539989
## 2010-09-03 11.731166 11.896271 11.583440 11.731166 141624900 11.731166
## 2010-09-07 11.626889 11.661648 11.470473 11.479163 127499100 11.479163
## 2010-09-08 11.522611 11.722475 11.496541 11.618198 102657200 11.618198
## 2010-09-09 11.800684 12.052687 11.713786 11.731166 168549000 11.731166
## 2010-09-10 11.818063 11.870201 11.739855 11.774614 85884600 11.774614
## 2010-09-13 12.113514 12.217791 12.052686 12.122204 164136200 12.122204
## 2010-09-14 12.130894 12.139584 11.852822 11.887581 140042500 11.887581
## 2010-09-15 11.835440 11.983166 11.739853 11.913648 134665300 11.913648
## 2010-09-16 11.835442 11.870201 11.739855 11.774614 120788100 11.774614
## 2010-09-17 11.896269 11.904959 11.592127 11.644266 132686500 11.644266
## 2010-09-20 11.696409 12.000550 11.618201 11.939722 130367700 11.939722
## 2010-09-21 12.122206 12.165654 11.852823 11.861513 168349300 11.861513
## 2010-09-22 11.844134 11.965790 11.652959 11.661649 141117900 11.661649
## 2010-09-23 11.566060 11.670337 11.400954 11.444403 153255800 11.444403
## 2010-09-24 11.618198 11.818062 11.557369 11.818062 142535200 11.818062
## 2010-09-27 11.826756 11.844135 11.496545 11.505235 123657600 11.505235
## 2010-09-28 11.566058 11.574748 11.427022 11.531299 124743600 11.531299
## 2010-09-29 11.505234 11.548683 11.340128 11.392267 156717200 11.392267
## 2010-09-30 11.479162 11.635578 11.340126 11.383575 148937800 11.383575
## 2010-10-01 11.487855 11.661650 11.348819 11.557373 168814600 11.557373
## 2010-10-04 11.531303 11.687719 11.409646 11.427026 133664600 11.427026
## 2010-10-05 11.574750 11.852822 11.479163 11.783304 191282100 11.783304
## 2010-10-06 11.844133 11.870202 11.574751 11.635579 150771000 11.635579
## 2010-10-07 11.705099 11.731168 11.496545 11.566063 112300500 11.566063
## 2010-10-08 11.592129 11.722475 11.383575 11.453093 173162700 11.453093
## 2010-10-11 11.470475 11.513924 11.392267 11.427026 101283500 11.427026
## 2010-10-12 11.383575 11.757235 11.374886 11.748545 136898300 11.748545
## 2010-10-13 11.818062 11.852821 11.513921 11.548680 175054300 11.548680
## 2010-10-14 11.296678 11.322747 10.792672 10.949088 511175200 10.949088
## 2010-10-15 11.001227 11.018607 10.201770 10.410324 600410400 10.410324
## 2010-10-18 10.392944 10.749224 10.279978 10.723155 416485100 10.723155
## 2010-10-19 10.723154 10.818741 10.175699 10.253907 574229600 10.253907
## 2010-10-20 10.080115 10.323428 9.706455 10.210461 655116600 10.210461
## 2010-10-21 10.288663 10.323422 9.836796 9.871555 318784400 9.871555
## 2010-10-22 9.967147 10.062735 9.880250 9.941078 173466800 9.941078
## 2010-10-25 10.045353 10.071422 9.619555 9.697763 327390900 9.697763
## 2010-10-26 9.628247 9.975838 9.584799 9.819422 232839500 9.819422
## 2010-10-27 9.836797 10.140938 9.775968 10.027971 275344800 10.027971
## 2010-10-28 10.184391 10.184391 9.915009 10.019286 180293000 10.019286
## 2010-10-29 9.993216 10.027975 9.871559 9.949767 126825100 9.949767
## 2010-11-01 9.993216 10.062734 9.871559 9.993216 152004500 9.993216
## 2010-11-02 10.045354 10.071423 9.819420 9.906318 176470800 9.906318
## 2010-11-03 9.958455 10.036663 9.828109 10.010594 176344100 10.010594
## 2010-11-04 10.245215 10.636254 10.167008 10.540667 310826500 10.540667
## 2010-11-05 10.575432 11.044678 10.566742 10.740537 405644600 10.740537
## 2010-11-08 10.966468 11.062055 10.801362 10.949088 247865900 10.949088
## 2010-11-09 11.062057 11.070746 10.627569 10.662328 225038100 10.662328
## 2010-11-10 10.731844 10.923019 10.601498 10.923019 191612200 10.923019
## 2010-11-11 10.862187 10.914325 10.697082 10.749220 130702300 10.749220
## 2010-11-12 10.679705 10.714464 10.453771 10.531979 170642600 10.531979
## 2010-11-15 10.618878 10.679706 10.488532 10.514601 112735900 10.514601
## 2010-11-16 10.419014 10.471152 10.184390 10.375565 219262600 10.375565
## 2010-11-17 10.340801 10.419009 10.080109 10.097488 170058200 10.097488
## 2010-11-18 10.236528 10.271287 10.106182 10.167010 138773700 10.167010
## 2010-11-19 10.114870 10.132250 10.019283 10.132250 104569300 10.132250
## 2010-11-22 10.045356 10.071425 9.741214 9.819422 223150100 9.819422
## 2010-11-23 9.715143 9.897628 9.610866 9.636935 199123000 9.636935
## 2010-11-24 9.715141 9.819418 9.645622 9.802038 109514300 9.802038
## 2010-11-26 9.706457 9.741216 9.645628 9.663008 54441000 9.663008
## 2010-11-29 9.680386 9.871561 9.628248 9.828112 144663800 9.828112
## 2010-11-30 9.732521 9.819418 9.480518 9.515277 267119300 9.515277
## 2010-12-01 9.715328 9.828398 9.541374 9.819700 289105800 9.819700
## 2010-12-02 9.889280 10.211095 9.871885 10.158909 284454000 10.158909
## 2010-12-03 10.080630 10.332863 10.028444 10.315468 164553900 10.315468
## 2010-12-06 10.245885 10.315466 10.115419 10.124117 132238800 10.124117
## 2010-12-07 10.298070 10.324163 10.002348 10.063232 215071600 10.063232
## 2010-12-08 10.098023 10.498117 10.089325 10.437233 235158100 10.437233
## 2010-12-09 10.663377 11.037378 10.654679 11.002587 328639000 11.002587
## 2010-12-10 11.002584 11.176537 10.846025 11.133049 224667700 11.133049
## 2010-12-13 11.185234 11.202630 10.889513 10.906908 189201500 10.906908
## 2010-12-14 10.933005 11.054773 10.724260 10.785144 161365800 10.785144
## 2010-12-15 10.767746 10.906909 10.680769 10.689467 160612500 10.689467
## 2010-12-16 10.846029 11.106959 10.767749 10.889517 309278400 10.889517
## 2010-12-17 10.915608 11.002585 10.828631 10.933003 154544200 10.933003
## 2010-12-20 10.950402 11.089565 10.933007 10.976495 113899800 10.976495
## 2010-12-21 11.072164 11.289606 11.046071 11.289606 163167100 11.289606
## 2010-12-22 11.315697 11.698396 11.307000 11.637512 240618000 11.637512
## 2010-12-23 11.533141 11.567932 11.280908 11.359187 183718500 11.359187
## 2010-12-27 11.289608 11.654911 11.272212 11.541841 116011000 11.541841
## 2010-12-28 11.637520 11.733194 11.602729 11.602729 119303600 11.602729
## 2010-12-29 11.646214 11.672307 11.576632 11.576632 74986200 11.576632
## 2010-12-30 11.585331 11.654912 11.533145 11.550540 88176300 11.550540
## 2010-12-31 11.507054 11.637520 11.498357 11.602729 63036100 11.602729
## 2011-01-03 12.046308 12.376821 12.002820 12.342030 354322300 12.342030
## 2011-01-04 12.376820 12.394216 12.194169 12.385518 218978200 12.385518
## 2011-01-05 12.342029 12.698635 12.307239 12.611658 246151200 12.611658
## 2011-01-06 12.646451 12.776916 12.472497 12.559474 241658500 12.559474
## 2011-01-07 12.646451 12.768219 12.159380 12.394218 392328700 12.394218
## 2011-01-10 12.324633 12.550773 12.255051 12.524680 185382600 12.524680
## 2011-01-11 12.707332 12.811705 12.637751 12.776914 212239400 12.776914
## 2011-01-12 12.950866 13.037843 12.916075 13.037843 204060800 13.037843
## 2011-01-13 13.055243 13.063940 12.803010 12.846498 158944400 12.846498
## 2011-01-14 12.820404 13.316172 12.768217 13.263986 282493800 13.263986
## 2011-01-18 13.116126 13.185707 12.916079 13.046544 198400500 13.046544
## 2011-01-19 12.916079 13.003056 12.481195 12.498590 247013200 12.498590
## 2011-01-20 12.411612 12.707334 12.124588 12.646450 245219600 12.646450
## 2011-01-21 12.533381 12.794312 12.368125 12.394218 291812600 12.394218
## 2011-01-24 12.394215 12.402913 12.072400 12.107191 225424700 12.107191
## 2011-01-25 11.985425 12.037612 11.654913 11.854960 303642100 11.854960
## 2011-01-26 11.924541 11.976727 11.785378 11.785378 145810300 11.785378
## 2011-01-27 11.811468 11.889747 11.724491 11.889747 153086100 11.889747
## 2011-01-28 12.028910 12.228957 11.811468 11.828863 226452500 11.828863
## 2011-01-31 11.924540 11.994121 11.863656 11.941935 118000800 11.941935
## 2011-02-01 12.089797 12.498589 12.063704 12.446403 211978400 12.446403
## 2011-02-02 12.463797 12.481193 12.289843 12.385518 140312700 12.385518
## 2011-02-03 12.315938 12.585567 12.307240 12.550776 145885300 12.550776
## 2011-02-04 12.550773 12.585563 12.272447 12.429005 141015200 12.429005
## 2011-02-07 12.620358 12.846498 12.550776 12.759521 149423500 12.759521
## 2011-02-08 12.733426 12.837798 12.611658 12.707333 158426200 12.707333
## 2011-02-09 12.576866 12.776912 12.533377 12.733424 150179100 12.733424
## 2011-02-10 12.620356 12.733426 12.585566 12.602961 132240800 12.602961
## 2011-02-11 12.498590 12.933475 12.481195 12.846498 156195600 12.846498
## 2011-02-14 12.855194 13.003055 12.794310 12.950869 112571100 12.950869
## 2011-02-15 12.872591 12.942173 12.776916 12.846498 109532300 12.846498
## 2011-02-16 12.881285 12.942169 12.785610 12.907378 132821900 12.907378
## 2011-02-17 12.829103 12.968266 12.811707 12.881289 103495400 12.881289
## 2011-02-18 12.907380 12.950869 12.759519 12.829101 98369000 12.829101
## 2011-02-22 12.507288 12.629056 12.255055 12.333334 187522800 12.333334
## 2011-02-23 12.324630 12.559468 12.107188 12.324630 196355700 12.324630
## 2011-02-24 12.272449 12.315937 11.994122 12.150681 201697200 12.150681
## 2011-02-25 12.315937 12.455100 12.281146 12.350728 126869100 12.350728
## 2011-02-28 12.411610 12.594261 12.315935 12.429005 137039100 12.429005
## 2011-03-01 12.455104 12.481197 12.098499 12.115894 161263900 12.115894
## 2011-03-02 12.115892 12.246451 12.020148 12.037556 115609400 12.037556
## 2011-03-03 12.229039 12.437934 12.229039 12.420526 139513500 12.420526
## 2011-03-04 12.446641 12.455345 12.168115 12.289970 146184700 12.289970
## 2011-03-07 12.342192 12.420528 12.115890 12.211633 139010300 12.211633
## 2011-03-08 12.420524 12.794794 12.359597 12.786090 250033200 12.786090
## 2011-03-09 12.759980 12.786091 12.603309 12.699052 148290400 12.699052
## 2011-03-10 12.551086 12.585902 12.411823 12.411823 155462700 12.411823
## 2011-03-11 12.281264 12.559790 12.272560 12.516270 111555000 12.516270
## 2011-03-14 12.411827 12.490162 12.246452 12.385715 112139700 12.385715
## 2011-03-15 11.985329 12.237743 11.933105 12.150704 167837200 12.150704
## 2011-03-16 12.194225 12.272561 11.889587 11.915699 178630900 11.915699
## 2011-03-17 12.089779 12.220339 11.967924 12.168115 131745300 12.168115
## 2011-03-18 12.359599 12.437935 12.168112 12.220336 199209100 12.220336
## 2011-03-21 12.359598 12.377006 12.098480 12.229039 114391500 12.229039
## 2011-03-22 12.220337 12.229041 12.081074 12.081074 86286500 12.081074
## 2011-03-23 11.941811 11.959218 11.637173 11.880883 230626600 11.880883
## 2011-03-24 11.802547 11.828658 11.593652 11.732915 170761100 11.732915
## 2011-03-25 11.741622 11.776438 11.593655 11.611063 115322600 11.611063
## 2011-03-28 11.680694 11.802549 11.637174 11.637174 78640400 11.637174
## 2011-03-29 11.671987 11.671987 11.454388 11.619763 117737500 11.619763
## 2011-03-30 11.663283 11.802546 11.550132 11.706803 121082200 11.706803
## 2011-03-31 11.619765 11.654581 11.567541 11.602357 86180900 11.602357
## 2011-04-01 11.706806 11.846069 11.619766 11.637174 95017100 11.637174
## 2011-04-04 11.663285 11.828660 11.663285 11.698101 71113900 11.698101
## 2011-04-05 11.689398 11.750326 11.637175 11.724214 64968800 11.724214
## 2011-04-06 11.837366 11.994037 11.776438 11.941813 136151600 11.941813
## 2011-04-07 12.002739 12.081074 11.785140 11.846068 119206000 11.846068
## 2011-04-08 11.863474 11.941810 11.706803 11.732915 87592400 11.732915
## 2011-04-11 11.750327 11.828662 11.689399 11.741623 63348300 11.741623
## 2011-04-12 11.663286 11.819957 11.584951 11.724214 100372600 11.724214
## 2011-04-13 11.846066 11.872178 11.497908 11.550132 124630800 11.550132
## 2011-04-14 11.454391 11.541430 11.376055 11.428279 115624900 11.428279
## 2011-04-15 11.506612 11.602355 11.158454 11.158454 266336200 11.158454
## 2011-04-18 10.958267 10.966971 10.653629 10.810300 262012500 10.810300
## 2011-04-19 10.906042 10.906042 10.575292 10.740667 182612900 10.740667
## 2011-04-20 10.819002 10.862522 10.627515 10.679739 179989100 10.679739
## 2011-04-21 10.731964 10.792892 10.653628 10.714556 100820900 10.714556
## 2011-04-25 10.731961 10.966967 10.723257 10.827704 112414300 10.827704
## 2011-04-26 10.871222 10.906038 10.644920 10.644920 146800000 10.644920
## 2011-04-27 10.653628 10.792891 10.644924 10.731963 118705100 10.731963
## 2011-04-28 10.714557 10.836412 10.662333 10.810300 92414200 10.810300
## 2011-04-29 10.784183 10.810295 10.688440 10.688440 87169300 10.688440
## 2011-05-02 10.758075 10.853818 10.731963 10.740667 89940100 10.740667
## 2011-05-03 10.749371 11.062713 10.731964 10.966970 145530300 10.966970
## 2011-05-04 11.001782 11.036598 10.810295 10.871223 99234300 10.871223
## 2011-05-05 10.801596 10.853820 10.618814 10.705853 130921200 10.705853
## 2011-05-06 10.801595 10.836411 10.688444 10.714556 111324100 10.714556
## 2011-05-09 10.688442 10.723258 10.540475 10.601403 110668200 10.601403
## 2011-05-10 10.627512 10.766775 10.601401 10.688440 91577700 10.688440
## 2011-05-11 10.688442 10.819001 10.644922 10.662330 150517800 10.662330
## 2011-05-12 10.618809 10.679737 10.523066 10.618809 111941900 10.618809
## 2011-05-13 10.618807 10.627511 10.366393 10.383801 159056700 10.383801
## 2011-05-16 10.348990 10.540477 10.288062 10.322878 123646400 10.322878
## 2011-05-17 10.279356 10.392507 10.270652 10.357691 145394700 10.357691
## 2011-05-18 10.357693 10.357693 10.209726 10.261950 152963400 10.261950
## 2011-05-19 10.340283 10.348987 10.166204 10.174908 121082700 10.174908
## 2011-05-20 10.131391 10.253246 10.035647 10.079167 115821500 10.079167
## 2011-05-23 9.983423 10.026942 9.905087 9.939903 122134100 9.939903
## 2011-05-24 9.966016 10.018240 9.826753 9.974720 129513400 9.974720
## 2011-05-25 9.878976 10.079167 9.878976 9.905088 103583400 9.905088
## 2011-05-26 9.913792 10.061759 9.905088 9.974720 124072200 9.974720
## 2011-05-27 10.070461 10.253243 10.044349 10.174908 107370400 10.174908
## 2011-05-31 10.331584 10.375104 10.113986 10.227137 106228200 10.227137
## 2011-06-01 10.201000 10.227134 9.782855 9.791566 176331800 9.791566
## 2011-06-02 9.835122 9.948370 9.652184 9.835122 198074000 9.835122
## 2011-06-03 9.756720 9.974504 9.721875 9.826411 115786700 9.826411
## 2011-06-06 9.739300 9.756722 9.364711 9.434402 213289400 9.434402
## 2011-06-07 9.547648 9.626050 9.234039 9.277596 160224800 9.277596
## 2011-06-08 9.225324 9.399551 9.146922 9.181767 159384200 9.181767
## 2011-06-09 9.216616 9.364710 9.146926 9.277596 129533300 9.277596
## 2011-06-10 9.251462 9.608627 9.068523 9.408266 210796300 9.408266
## 2011-06-13 9.486669 9.599917 9.268885 9.556360 186095900 9.556360
## 2011-06-14 9.687029 9.687029 9.364709 9.408266 173051000 9.408266
## 2011-06-15 9.234040 9.295019 9.068524 9.146926 213408200 9.146926
## 2011-06-16 9.103368 9.312440 9.059811 9.234038 200127400 9.234038
## 2011-06-17 9.364712 9.382134 9.216618 9.303732 116367000 9.303732
## 2011-06-20 9.225327 9.286306 9.173059 9.234038 88402500 9.234038
## 2011-06-21 9.303732 9.469247 9.173061 9.434402 109392600 9.434402
## 2011-06-22 9.399554 9.530224 9.390843 9.399554 102448600 9.399554
## 2011-06-23 9.277598 9.382134 9.199196 9.329866 180604400 9.329866
## 2011-06-24 9.347285 9.382131 9.138213 9.164347 122210200 9.164347
## 2011-06-27 9.164349 9.538938 9.164349 9.451824 202814500 9.451824
## 2011-06-28 9.504089 9.512801 9.382130 9.425687 113027000 9.425687
## 2011-06-29 9.730590 9.800281 9.582497 9.704456 301628700 9.704456
## 2011-06-30 9.730585 9.739297 9.443111 9.547647 255993900 9.547647
## 2011-07-01 9.565073 9.704455 9.512805 9.660898 137487700 9.660898
## 2011-07-05 9.634765 9.643477 9.504095 9.582497 110261100 9.582497
## 2011-07-06 9.434399 9.451822 9.286306 9.355997 145455700 9.355997
## 2011-07-07 9.495381 9.547649 9.451824 9.512804 113940400 9.512804
## 2011-07-08 9.364711 9.408268 9.242752 9.321154 129514100 9.321154
## 2011-07-11 9.173058 9.190481 8.972697 9.016254 145323900 9.016254
## 2011-07-12 8.946566 9.059814 8.885587 8.894298 145156100 8.894298
## 2011-07-13 8.946563 9.024966 8.842027 8.885584 164765500 8.885584
## 2011-07-14 8.972698 8.998832 8.763626 8.772337 148536100 8.772337
## 2011-07-15 8.815892 8.868160 8.606820 8.711356 183416000 8.711356
## 2011-07-18 8.606822 8.650379 8.301924 8.467440 226934200 8.467440
## 2011-07-19 8.493572 8.580686 8.188675 8.336768 322430300 8.336768
## 2011-07-20 8.415172 8.711358 8.389038 8.580688 249783800 8.580688
## 2011-07-21 8.737490 8.955274 8.711356 8.911717 238464700 8.911717
## 2011-07-22 8.937854 8.946565 8.754915 8.824606 138441500 8.824606
## 2011-07-25 8.685221 8.772334 8.606818 8.720066 130582700 8.720066
## 2011-07-26 8.685222 8.789758 8.632954 8.711356 121168700 8.711356
## 2011-07-27 8.641665 8.659087 8.432592 8.432592 151491700 8.432592
## 2011-07-28 8.467439 8.580687 8.441305 8.528419 113623300 8.528419
## 2011-07-29 8.397752 8.667805 8.362907 8.458732 187926700 8.458732
## 2011-08-01 8.746205 8.754917 8.450019 8.545844 159616700 8.545844
## 2011-08-02 8.502285 8.589398 8.249655 8.267078 173972600 8.267078
## 2011-08-03 8.267079 8.354193 8.118986 8.310636 175691200 8.310636
## 2011-08-04 8.162541 8.240943 7.639860 7.692128 305309300 7.692128
## 2011-08-05 7.814089 7.883780 6.995221 7.117180 546781600 7.117180
## 2011-08-08 6.446405 6.707746 5.496867 5.671094 682052900 5.671094
## 2011-08-09 6.115373 6.672900 5.819187 6.620632 496094500 6.620632
## 2011-08-10 6.559652 6.611920 5.871455 5.897589 493986500 5.897589
## 2011-08-11 6.185065 6.463828 6.063106 6.315735 344079000 6.315735
## 2011-08-12 6.524807 6.716457 6.211198 6.263466 298997800 6.263466
## 2011-08-15 6.498673 6.829705 6.402848 6.760014 268370400 6.760014
## 2011-08-16 6.629345 6.672901 6.394138 6.446406 275997300 6.446406
## 2011-08-17 6.498673 6.611921 6.446405 6.498673 159346200 6.498673
## 2011-08-18 6.141507 6.176353 5.906301 6.106662 335205500 6.106662
## 2011-08-19 5.923724 6.202487 5.880167 6.071817 289217900 6.071817
## 2011-08-22 6.272176 6.289598 5.592690 5.592690 398777800 5.592690
## 2011-08-23 5.549136 5.610115 5.235527 5.488156 563788800 5.488156
## 2011-08-24 5.540423 6.141507 5.505578 6.089239 602753000 6.089239
## 2011-08-25 7.221717 7.665996 6.428983 6.664190 859643400 6.664190
## 2011-08-26 6.638055 6.951664 6.489962 6.760014 424194600 6.760014
## 2011-08-29 7.056199 7.326251 6.934240 7.308828 363420500 7.308828
## 2011-08-30 7.221715 7.308829 7.012643 7.073622 297220400 7.073622
## 2011-08-31 7.221898 7.230620 7.073622 7.125955 282263500 7.125955
## 2011-09-01 7.134678 7.134678 6.899181 6.899181 243549600 6.899181
## 2011-09-02 6.375855 6.497964 6.253745 6.323522 305988600 6.323522
## 2011-09-06 6.026969 6.166523 5.931026 6.096746 283101800 6.096746
## 2011-09-07 6.306078 6.559018 6.192690 6.524130 257251800 6.524130
## 2011-09-08 6.436911 6.489243 6.279913 6.279913 204593600 6.279913
## 2011-09-09 6.201413 6.288634 6.070582 6.088026 255828800 6.088026
## 2011-09-12 5.974638 6.192690 5.939750 6.149080 286856000 6.149080
## 2011-09-13 6.183969 6.262468 6.079304 6.105470 220657500 6.105470
## 2011-09-14 6.183968 6.218857 6.035693 6.149080 212940200 6.149080
## 2011-09-15 6.262467 6.402020 6.218856 6.393298 230299700 6.393298
## 2011-09-16 6.436909 6.445632 6.175247 6.306078 240523700 6.306078
## 2011-09-19 6.157801 6.166523 6.053136 6.096746 199254700 6.096746
## 2011-09-20 6.140357 6.157802 6.018248 6.018248 142828700 6.018248
## 2011-09-21 6.061859 6.079303 5.547255 5.564699 381953600 5.564699
## 2011-09-22 5.442590 5.477478 5.233259 5.285592 384622500 5.285592
## 2011-09-23 5.311759 5.573422 5.294315 5.503645 503374000 5.503645
## 2011-09-26 5.651921 5.756586 5.503645 5.756586 228406400 5.756586
## 2011-09-27 5.965916 5.974638 5.590865 5.651920 231598900 5.651920
## 2011-09-28 5.678088 5.695532 5.372814 5.372814 222449300 5.372814
## 2011-09-29 5.582146 5.625756 5.364093 5.538535 224013100 5.538535
## 2011-09-30 5.390258 5.512367 5.329203 5.337925 175213100 5.337925
## 2011-10-03 5.303035 5.390256 4.814598 4.823320 369335100 4.823320
## 2011-10-04 4.779710 5.023929 4.474437 5.023929 448300000 5.023929
## 2011-10-05 4.980318 5.084984 4.805876 5.032651 291785700 5.032651
## 2011-10-06 5.032651 5.503644 4.927986 5.477478 336087400 5.477478
## 2011-10-07 5.512366 5.521088 5.128594 5.146038 285598300 5.146038
## 2011-10-10 5.355369 5.486200 5.337924 5.477478 225326600 5.477478
## 2011-10-11 5.390259 5.643200 5.346649 5.555979 204431100 5.555979
## 2011-10-12 5.678087 5.878696 5.529812 5.739142 284617700 5.739142
## 2011-10-13 5.617032 5.617032 5.381536 5.425146 230115400 5.425146
## 2011-10-14 5.503644 5.547255 5.337924 5.398979 203564500 5.398979
## 2011-10-17 5.390259 5.477480 5.259427 5.259427 175512200 5.259427
## 2011-10-18 5.468757 5.922307 5.372814 5.791475 496883800 5.791475
## 2011-10-19 5.826362 5.983360 5.555977 5.582143 318554300 5.582143
## 2011-10-20 5.608310 5.651920 5.390257 5.643198 254971700 5.643198
## 2011-10-21 5.747864 5.800197 5.564700 5.634477 252586400 5.634477
## 2011-10-24 5.747864 5.878695 5.660643 5.861251 217032400 5.861251
## 2011-10-25 5.800197 5.817641 5.634477 5.634477 200837500 5.634477
## 2011-10-26 5.739140 5.808917 5.617031 5.747862 208197400 5.747862
## 2011-10-27 6.201413 6.306078 6.018249 6.297356 408959900 6.297356
## 2011-10-28 6.175246 6.480520 6.149080 6.410743 273167300 6.410743
## 2011-10-31 6.183970 6.245024 5.948473 5.957195 252026900 5.957195
## 2011-11-01 5.564699 5.826362 5.512366 5.582143 371823200 5.582143
## 2011-11-02 5.861251 5.878695 5.730420 5.861251 216830700 5.861251
## 2011-11-03 6.026971 6.088026 5.739142 6.026971 244340400 6.026971
## 2011-11-04 5.869974 5.887419 5.625756 5.660644 266446300 5.660644
## 2011-11-07 5.617032 5.747863 5.494923 5.625754 192433500 5.625754
## 2011-11-08 5.704254 5.747865 5.582145 5.695532 219000600 5.695532
## 2011-11-09 5.503646 5.547256 5.364092 5.372814 265539000 5.372814
## 2011-11-10 5.512368 5.521090 5.241983 5.259427 324988000 5.259427
## 2011-11-11 5.337925 5.486201 5.337925 5.416424 210025900 5.416424
## 2011-11-14 5.372815 5.398981 5.250706 5.276872 225481700 5.276872
## 2011-11-15 5.241983 5.442591 5.233261 5.346648 268228500 5.346648
## 2011-11-16 5.311758 5.311758 5.146038 5.146038 292502400 5.146038
## 2011-11-17 5.215816 5.259426 5.050096 5.058818 285881900 5.058818
## 2011-11-18 5.111150 5.137316 5.015207 5.041373 227038600 5.041373
## 2011-11-21 4.936709 4.954153 4.779711 4.788433 269658300 4.788433
## 2011-11-22 4.814598 4.875653 4.640157 4.683767 270959000 4.683767
## 2011-11-23 4.622714 4.631436 4.474438 4.483160 264978500 4.483160
## 2011-11-25 4.500604 4.648880 4.465715 4.509326 138425100 4.509326
## 2011-11-28 4.797156 4.823322 4.483160 4.579103 345537900 4.579103
## 2011-11-29 4.526770 4.605269 4.387216 4.430827 333749700 4.430827
## 2011-11-30 4.719223 4.754180 4.526958 4.754180 436268200 4.754180
## 2011-12-01 4.693006 4.920228 4.623092 4.832835 315495500 4.832835
## 2011-12-02 4.955184 5.138709 4.902748 4.928966 283132900 4.928966
## 2011-12-05 5.121232 5.199886 5.007621 5.060057 293977700 5.060057
## 2011-12-06 5.016362 5.173669 4.981405 5.051319 254787200 5.051319
## 2011-12-07 5.007620 5.173667 4.981402 5.147449 244700100 5.147449
## 2011-12-08 5.103754 5.138711 4.832835 4.885271 286031100 4.885271
## 2011-12-09 4.955185 5.112493 4.920228 4.998882 293654100 4.998882
## 2011-12-12 4.885271 4.894011 4.719224 4.762921 191824000 4.762921
## 2011-12-13 4.859052 4.894009 4.561916 4.649309 227194200 4.649309
## 2011-12-14 4.579393 4.693004 4.544436 4.570654 226723100 4.570654
## 2011-12-15 4.658048 4.693005 4.553176 4.596873 196092100 4.596873
## 2011-12-16 4.640569 4.736702 4.509480 4.544437 227111300 4.544437
## 2011-12-19 4.544436 4.561915 4.299736 4.360911 344317700 4.360911
## 2011-12-20 4.465784 4.561917 4.404609 4.518220 239246100 4.518220
## 2011-12-21 4.526957 4.588133 4.457043 4.570654 203711800 4.570654
## 2011-12-22 4.596873 4.815355 4.553176 4.780398 303085900 4.780398
## 2011-12-23 4.841574 4.920228 4.780399 4.894010 190712000 4.894010
## 2011-12-27 4.850313 4.876531 4.771659 4.789138 158575400 4.789138
## 2011-12-28 4.762921 4.771660 4.605613 4.623092 146104500 4.623092
## 2011-12-29 4.623091 4.789138 4.614352 4.771659 168098500 4.771659
## 2011-12-30 4.710484 4.876531 4.693005 4.859052 176441000 4.859052
## 2012-01-03 5.025100 5.147451 5.016361 5.068797 246293200 5.068797
## 2012-01-04 4.990140 5.138708 4.911486 5.077533 243711200 5.077533
## 2012-01-05 5.025100 5.549458 4.990143 5.514501 547780000 5.514501
## 2012-01-06 5.427109 5.505763 5.296019 5.400891 299630600 5.400891
## 2012-01-09 5.470803 5.566935 5.409628 5.479542 240614400 5.479542
## 2012-01-10 5.628112 5.820377 5.628112 5.794159 354292100 5.794159
## 2012-01-11 5.767940 6.030119 5.698025 6.003901 354039600 6.003901
## 2012-01-12 6.108774 6.134992 5.820377 5.933988 362099600 5.933988
## 2012-01-13 5.671808 5.846594 5.601894 5.776680 337048400 5.776680
## 2012-01-17 5.794157 5.960203 5.628110 5.663067 294196500 5.663067
## 2012-01-18 5.680546 5.942725 5.645589 5.942725 302497700 5.942725
## 2012-01-19 6.301037 6.370951 5.899029 6.082554 491008100 6.082554
## 2012-01-20 6.073815 6.187426 5.968944 6.178687 236630700 6.178687
## 2012-01-23 6.231123 6.440867 6.213645 6.335995 339942200 6.335995
## 2012-01-24 6.213645 6.423388 6.169948 6.370952 228810300 6.370952
## 2012-01-25 6.292297 6.440866 6.248601 6.423387 249340100 6.423387
## 2012-01-26 6.510781 6.554477 6.318516 6.379691 265938800 6.379691
## 2012-01-27 6.301038 6.423388 6.292298 6.370952 230914000 6.370952
## 2012-01-30 6.231123 6.248601 6.134990 6.178687 231240100 6.178687
## 2012-01-31 6.266079 6.283558 6.161208 6.231122 212736300 6.231122
## 2012-02-01 6.335995 6.502041 6.301037 6.432127 318811000 6.432127
## 2012-02-02 6.493300 6.545736 6.405907 6.510779 232425400 6.510779
## 2012-02-03 6.694306 6.895310 6.668088 6.851613 364195700 6.851613
## 2012-02-06 6.807917 6.965224 6.790438 6.965224 236316000 6.965224
## 2012-02-07 6.947746 6.982703 6.816656 6.860353 253694200 6.860353
## 2012-02-08 6.956485 7.122532 6.930267 7.105053 436439700 7.105053
## 2012-02-09 7.262361 7.297318 7.078836 7.148750 480206700 7.148750
## 2012-02-10 7.035139 7.096315 6.973964 7.052618 254420800 7.052618
## 2012-02-13 7.227403 7.262360 7.174967 7.209924 308490200 7.209924
## 2012-02-14 7.122531 7.140010 6.947745 6.973963 384682800 6.973963
## 2012-02-15 7.000182 7.096314 6.790439 6.799178 372981400 6.799178
## 2012-02-16 6.738002 7.105052 6.694305 7.070095 337131800 7.070095
## 2012-02-17 7.026399 7.061356 6.921527 7.008920 355445600 7.008920
## 2012-02-21 7.017660 7.166228 6.991442 7.087574 333407700 7.087574
## 2012-02-22 7.043877 7.105052 6.947745 6.947745 228867800 6.947745
## 2012-02-23 6.965223 7.035138 6.904048 7.008920 144231800 7.008920
## 2012-02-24 7.035137 7.070094 6.886569 6.886569 163128200 6.886569
## 2012-02-27 6.807917 7.035139 6.703046 7.026400 298930800 7.026400
## 2012-02-28 7.035139 7.122532 6.991442 7.096314 193443200 7.096314
## 2012-02-29 7.140063 7.210064 6.973812 6.973812 266720500 6.973812
## 2012-03-01 7.078814 7.148814 7.043813 7.105064 197850100 7.105064
## 2012-03-02 7.096315 7.183816 7.087565 7.113815 143887500 7.113815
## 2012-03-05 7.078813 7.113813 6.956312 6.973812 196328300 6.973812
## 2012-03-06 6.807562 6.816312 6.702561 6.746311 262871200 6.746311
## 2012-03-07 6.833811 7.017563 6.798811 7.017563 328331900 7.017563
## 2012-03-08 7.061314 7.105064 7.000064 7.052564 160282000 7.052564
## 2012-03-09 7.105065 7.166315 7.008814 7.043814 195281400 7.043814
## 2012-03-12 7.008812 7.052563 6.921311 6.991312 165298900 6.991312
## 2012-03-13 7.061315 7.437568 7.043814 7.428818 385984100 7.428818
## 2012-03-14 7.577569 7.787570 7.490068 7.735070 488077000 7.735070
## 2012-03-15 7.857571 8.093823 7.743820 8.085073 489593000 8.085073
## 2012-03-16 8.233825 8.575078 8.163824 8.575078 582294100 8.575078
## 2012-03-19 8.557576 8.837578 8.321324 8.338824 669479900 8.338824
## 2012-03-20 8.426328 8.723830 8.391327 8.583829 451213900 8.583829
## 2012-03-21 8.715076 8.776327 8.522574 8.592575 326573800 8.592575
## 2012-03-22 8.452578 8.548829 8.330077 8.400078 264520500 8.400078
## 2012-03-23 8.286325 8.618828 8.225074 8.618828 283110900 8.618828
## 2012-03-26 8.758829 8.785079 8.618827 8.688828 241605700 8.688828
## 2012-03-27 8.636330 8.662580 8.382578 8.400078 250069600 8.400078
## 2012-03-28 8.417578 8.557579 8.382578 8.531329 234021500 8.531329
## 2012-03-29 8.426325 8.470075 8.251323 8.338824 253625800 8.338824
## 2012-03-30 8.408824 8.435075 8.181322 8.373824 250234500 8.373824
## 2012-04-02 8.347573 8.557575 8.233822 8.470074 179229000 8.470074
## 2012-04-03 8.461323 8.461323 8.233821 8.303822 190453400 8.303822
## 2012-04-04 8.181324 8.190074 8.006323 8.050073 228560600 8.050073
## 2012-04-05 7.997570 8.225072 7.971320 8.076321 180868100 8.076321
## 2012-04-09 7.910072 7.910072 7.726320 7.813821 211427600 7.813821
## 2012-04-10 7.848818 7.953819 7.437565 7.472565 377220000 7.472565
## 2012-04-11 7.682568 7.796319 7.630068 7.752569 252563700 7.752569
## 2012-04-12 7.813822 8.032574 7.796322 8.023824 223979900 8.023824
## 2012-04-13 7.945073 7.945073 7.595070 7.595070 282354600 7.595070
## 2012-04-16 7.761320 7.813820 7.542568 7.691319 217284500 7.691319
## 2012-04-17 7.848822 7.875073 7.761322 7.805072 193424400 7.805072
## 2012-04-18 7.770072 7.875073 7.735071 7.805072 160064100 7.805072
## 2012-04-19 8.015073 8.023823 7.586319 7.673820 348804500 7.673820
## 2012-04-20 7.682567 7.682567 7.288814 7.315064 277965300 7.315064
## 2012-04-23 7.017564 7.262566 6.956313 7.157565 256073900 7.157565
## 2012-04-24 7.218815 7.236315 7.087564 7.183815 192443800 7.183815
## 2012-04-25 7.262565 7.306316 7.148814 7.227565 164902400 7.227565
## 2012-04-26 7.166315 7.350067 7.148815 7.236316 131586300 7.236316
## 2012-04-27 7.297566 7.297566 7.166315 7.218815 120948200 7.218815
## 2012-04-30 7.192565 7.210065 7.035063 7.096314 137422300 7.096314
## 2012-05-01 7.096314 7.350067 7.070064 7.271316 177953400 7.271316
## 2012-05-02 7.183816 7.201317 7.105066 7.140066 136208900 7.140066
## 2012-05-03 7.157563 7.157563 6.921311 7.000062 204584500 7.000062
## 2012-05-04 6.912562 6.930062 6.737561 6.772561 194857200 6.772561
## 2012-05-07 6.746312 7.000064 6.702562 6.965064 167662600 6.965064
## 2012-05-08 6.886312 6.912562 6.728810 6.816311 180627900 6.816311
## 2012-05-09 6.711311 6.842562 6.693810 6.763811 174742300 6.763811
## 2012-05-10 6.921312 6.947562 6.711310 6.737560 156787300 6.737560
## 2012-05-11 6.545058 6.798811 6.483808 6.606309 245533600 6.606309
## 2012-05-14 6.448809 6.580060 6.431309 6.431309 170716800 6.431309
## 2012-05-15 6.448809 6.606310 6.343808 6.387558 201254900 6.387558
## 2012-05-16 6.475059 6.536310 6.195057 6.221307 216226100 6.221307
## 2012-05-17 6.212555 6.343806 6.063804 6.107554 241468300 6.107554
## 2012-05-18 6.133806 6.151306 6.028805 6.142556 223783500 6.142556
## 2012-05-21 6.151306 6.221306 5.880053 5.976304 229980800 5.976304
## 2012-05-22 6.055054 6.256305 6.002553 6.107554 221551500 6.107554
## 2012-05-23 6.037555 6.273807 5.993804 6.273807 194441500 6.273807
## 2012-05-24 6.352556 6.413806 6.133804 6.247555 206041500 6.247555
## 2012-05-25 6.186306 6.343808 6.186306 6.256307 108661200 6.256307
## 2012-05-29 6.370057 6.518808 6.317556 6.510058 159872200 6.510058
## 2012-05-30 6.422440 6.492535 6.220917 6.308536 206801500 6.308536
## 2012-05-31 6.317297 6.457487 6.168346 6.439963 203267300 6.439963
## 2012-06-01 6.238442 6.299775 6.080728 6.150823 240859000 6.150823
## 2012-06-04 6.220917 6.220917 6.001871 6.045680 163821500 6.045680
## 2012-06-05 6.054441 6.255963 6.045679 6.220916 147346700 6.220916
## 2012-06-06 6.343584 6.807962 6.291013 6.694058 356852900 6.694058
## 2012-06-07 6.843009 6.921866 6.466250 6.501297 276170400 6.501297
## 2012-06-08 6.439965 6.641488 6.308537 6.623964 234555000 6.623964
## 2012-06-11 6.764153 6.807962 6.378631 6.378631 204590700 6.378631
## 2012-06-12 6.413679 6.571393 6.326061 6.562631 148255600 6.562631
## 2012-06-13 6.483773 6.667772 6.439964 6.571392 162374500 6.571392
## 2012-06-14 6.588915 6.737867 6.527582 6.711581 157528300 6.711581
## 2012-06-15 6.764152 6.921865 6.615200 6.921865 211751900 6.921865
## 2012-06-18 6.807962 6.930628 6.772914 6.799200 140319900 6.799200
## 2012-06-19 6.904341 7.193483 6.886818 7.105864 248771500 7.105864
## 2012-06-20 7.149674 7.202245 7.027008 7.132150 213582800 7.132150
## 2012-06-21 7.105865 7.158436 6.834247 6.851771 227157600 6.851771
## 2012-06-22 6.983199 7.018246 6.825485 6.956913 142219300 6.956913
## 2012-06-25 6.781676 6.781676 6.623963 6.659010 151907200 6.659010
## 2012-06-26 6.702820 6.729105 6.553868 6.676534 129776500 6.676534
## 2012-06-27 6.729104 6.851770 6.667771 6.807961 111335500 6.807961
## 2012-06-28 6.676533 6.790437 6.597676 6.781675 133125300 6.781675
## 2012-06-29 7.009486 7.184723 6.965676 7.167199 258769800 7.167199
## 2012-07-02 7.184722 7.193484 6.895581 7.053294 152974000 7.053294
## 2012-07-03 7.062056 7.114627 7.018247 7.062056 57653700 7.062056
## 2012-07-05 7.035770 7.062056 6.851771 6.851771 120162000 6.851771
## 2012-07-06 6.737867 6.834247 6.702819 6.711581 116595200 6.711581
## 2012-07-09 6.685297 6.746630 6.597678 6.623964 87078300 6.623964
## 2012-07-10 6.702820 6.720343 6.483773 6.553868 101758300 6.553868
## 2012-07-11 6.562630 6.737867 6.527583 6.685296 128619400 6.685296
## 2012-07-12 6.597677 6.615201 6.510059 6.553868 107637000 6.553868
## 2012-07-13 6.623963 6.860533 6.615201 6.851771 177154500 6.851771
## 2012-07-16 6.948151 6.974437 6.807962 6.843009 109439900 6.843009
## 2012-07-17 6.939390 6.948152 6.790438 6.939390 127266800 6.939390
## 2012-07-18 6.904343 6.948152 6.571392 6.597678 254341100 6.597678
## 2012-07-19 6.623964 6.702820 6.238442 6.361108 260959200 6.361108
## 2012-07-20 6.317299 6.317299 6.185871 6.194633 160463000 6.194633
## 2012-07-23 6.080728 6.264727 6.045681 6.212156 168638000 6.212156
## 2012-07-24 6.273487 6.291011 6.107012 6.168345 138286700 6.168345
## 2012-07-25 6.229680 6.273490 6.142062 6.194633 117241300 6.194633
## 2012-07-26 6.326059 6.343583 6.229679 6.282250 121121500 6.282250
## 2012-07-27 6.308537 6.483774 6.255965 6.404917 146210900 6.404917
## 2012-07-30 6.378631 6.466250 6.361107 6.378631 74683800 6.378631
## 2012-07-31 6.378630 6.431201 6.317297 6.431201 86093200 6.431201
## 2012-08-01 6.439963 6.448725 6.317297 6.326059 97187800 6.326059
## 2012-08-02 6.238442 6.361108 6.220918 6.291013 112848000 6.291013
## 2012-08-03 6.396154 6.562629 6.369868 6.510058 130250800 6.510058
## 2012-08-06 6.527583 6.729105 6.518821 6.694058 112657000 6.694058
## 2012-08-07 6.755392 6.878058 6.711583 6.720345 119572200 6.720345
## 2012-08-08 6.641488 6.807964 6.632726 6.720345 73353500 6.720345
## 2012-08-09 6.729106 6.799200 6.720344 6.764153 59676500 6.764153
## 2012-08-10 6.711580 6.799199 6.685295 6.781675 50443800 6.781675
## 2012-08-13 6.764153 6.860533 6.729106 6.764153 58341300 6.764153
## 2012-08-14 6.816723 6.921865 6.781676 6.816723 104644000 6.816723
## 2012-08-15 6.790439 6.895581 6.772915 6.895581 73559200 6.895581
## 2012-08-16 6.913104 6.974437 6.860532 6.948151 78181200 6.948151
## 2012-08-17 6.983199 7.114627 6.956914 7.009485 138307600 7.009485
## 2012-08-20 6.991960 7.175959 6.991960 7.140912 100276900 7.140912
## 2012-08-21 7.228529 7.359957 7.149672 7.175958 190820700 7.175958
## 2012-08-22 7.132151 7.289865 7.114627 7.202246 140333800 7.202246
## 2012-08-23 7.202245 7.246054 7.114626 7.140912 98866200 7.140912
## 2012-08-24 7.114626 7.193482 7.035769 7.149673 88822200 7.149673
## 2012-08-27 7.184721 7.184721 7.053293 7.070817 96142100 7.070817
## 2012-08-28 7.044532 7.105865 6.965675 6.974437 96280400 6.974437
## 2012-08-29 6.991961 7.097104 6.991961 7.009485 106910900 7.009485
## 2012-08-30 6.965674 6.965674 6.860532 6.930627 91900100 6.930627
## 2012-08-31 7.009484 7.027008 6.904342 7.000722 91730500 7.000722
## 2012-09-04 7.009485 7.105865 6.965676 7.009485 81461800 7.009485
## 2012-09-05 7.009484 7.035803 6.956847 6.974393 55769500 6.974393
## 2012-09-06 7.053349 7.325307 7.044577 7.325307 200570300 7.325307
## 2012-09-07 7.430580 7.720083 7.413034 7.720083 232843000 7.720083
## 2012-09-10 7.755174 7.825357 7.483217 7.527081 190045600 7.527081
## 2012-09-11 7.570946 7.939405 7.527082 7.921859 201630400 7.921859
## 2012-09-12 8.027130 8.062221 7.781491 7.869219 204167100 7.869219
## 2012-09-13 7.799037 8.316634 7.728855 8.246451 330759200 8.246451
## 2012-09-14 8.421907 8.588591 8.290315 8.378043 329619800 8.378043
## 2012-09-17 8.237679 8.325408 8.132406 8.158724 141409300 8.158724
## 2012-09-18 8.035904 8.149951 7.974495 8.097314 150503600 8.097314
## 2012-09-19 8.185042 8.299089 8.123633 8.149951 126360100 8.149951
## 2012-09-20 8.018359 8.114860 7.965722 8.062223 111354300 8.062223
## 2012-09-21 8.202589 8.202589 7.965723 7.992041 155865300 7.992041
## 2012-09-24 7.886768 8.070997 7.851677 7.983269 113331700 7.983269
## 2012-09-25 8.044676 8.079767 7.816582 7.834128 146678000 7.834128
## 2012-09-26 7.772718 7.816582 7.632353 7.737627 158640100 7.737627
## 2012-09-27 7.842901 7.956947 7.807809 7.869219 119023800 7.869219
## 2012-09-28 7.799039 7.834130 7.711311 7.746402 119039200 7.746402
## 2012-10-01 7.781495 8.009588 7.763949 7.860450 133194500 7.860450
## 2012-10-02 7.983266 7.992039 7.790264 7.834128 109601600 7.834128
## 2012-10-03 7.877994 8.000814 7.816585 7.992041 115670100 7.992041
## 2012-10-04 8.070999 8.264001 8.027135 8.255228 160486300 8.255228
## 2012-10-05 8.386818 8.465773 8.097315 8.176270 204255800 8.176270
## 2012-10-08 8.035903 8.228905 8.009585 8.141177 81944200 8.141177
## 2012-10-09 8.185042 8.228906 7.930630 8.079768 153036100 8.079768
## 2012-10-10 8.062222 8.132405 7.948176 8.079768 110640900 8.079768
## 2012-10-11 8.237678 8.263997 8.158723 8.193814 122925800 8.193814
## 2012-10-12 8.035904 8.141178 7.939403 8.000813 158562500 8.000813
## 2012-10-15 8.106087 8.281543 8.035904 8.281543 154458500 8.281543
## 2012-10-16 8.360497 8.421906 8.228904 8.299087 172663600 8.299087
## 2012-10-17 8.263997 8.421908 8.158724 8.281543 229733500 8.281543
## 2012-10-18 8.228908 8.395591 8.220135 8.307863 149739000 8.307863
## 2012-10-19 8.263997 8.378044 8.237679 8.281543 169451300 8.281543
## 2012-10-22 8.307860 8.386816 8.255224 8.378043 132617600 8.378043
## 2012-10-23 8.281545 8.307863 8.141179 8.211362 160627600 8.211362
## 2012-10-24 8.290315 8.325407 8.158723 8.167496 120868300 8.167496
## 2012-10-25 8.220134 8.263998 8.044677 8.106087 121778900 8.106087
## 2012-10-26 8.044677 8.132405 7.939403 8.000813 124687200 8.000813
## 2012-10-31 8.070996 8.202588 8.027132 8.176270 94925500 8.176270
## 2012-11-01 8.193814 8.553500 8.132404 8.544727 205700000 8.544727
## 2012-11-02 8.658777 8.746505 8.571048 8.641231 220993300 8.641231
## 2012-11-05 8.623685 8.711413 8.439455 8.553502 121104400 8.553502
## 2012-11-06 8.623682 8.746501 8.553499 8.720183 132533500 8.720183
## 2012-11-07 8.448227 8.483318 8.088541 8.097314 286124300 8.097314
## 2012-11-08 8.325406 8.421907 8.228905 8.237678 223927000 8.237678
## 2012-11-09 8.158724 8.413136 8.132406 8.272771 141093100 8.272771
## 2012-11-12 8.334179 8.351725 8.228905 8.237678 68498300 8.237678
## 2012-11-13 8.167495 8.378043 8.141177 8.185041 119629700 8.185041
## 2012-11-14 8.228906 8.263997 7.851675 7.886766 197392900 7.886766
## 2012-11-15 7.921860 8.070998 7.913087 7.974497 144569800 7.974497
## 2012-11-16 8.000813 8.079768 7.825357 8.000813 178995000 8.000813
## 2012-11-19 8.211364 8.360502 8.176273 8.325411 146244000 8.325411
## 2012-11-20 8.307862 8.492091 8.263998 8.448227 150696200 8.448227
## 2012-11-21 8.483318 8.579819 8.448227 8.571046 132499300 8.571046
## 2012-11-23 8.632458 8.685095 8.597367 8.685095 59048000 8.685095
## 2012-11-26 8.614911 8.658775 8.553502 8.632457 99730900 8.632457
## 2012-11-27 8.676322 8.728959 8.474547 8.474547 149684000 8.474547
## 2012-11-28 8.386817 8.562273 8.228906 8.562273 152946500 8.562273
## 2012-11-29 8.632457 8.667548 8.562274 8.623684 125905400 8.623684
## 2012-11-30 8.579819 8.658775 8.562274 8.650002 108739700 8.650002
## 2012-12-03 8.711410 8.720182 8.579817 8.597363 99872800 8.597363
## 2012-12-04 8.588593 8.693867 8.571047 8.693867 144124500 8.693867
## 2012-12-05 8.755339 9.273459 8.737776 9.185642 463491000 9.185642
## 2012-12-06 9.229550 9.291022 9.036353 9.185642 176607900 9.185642
## 2012-12-07 9.273455 9.378835 9.203201 9.343708 192055100 9.343708
## 2012-12-10 9.308589 9.334934 9.185645 9.282244 148065200 9.282244
## 2012-12-11 9.343710 9.405182 9.220766 9.229548 159121300 9.229548
## 2012-12-12 9.299801 9.396399 9.229547 9.317364 166819300 9.317364
## 2012-12-13 9.299803 9.361275 9.229550 9.255895 106232100 9.255895
## 2012-12-14 9.264673 9.308581 9.238328 9.291018 91707200 9.291018
## 2012-12-17 9.352493 9.659852 9.343711 9.659852 170087700 9.659852
## 2012-12-18 9.870614 9.975994 9.703762 9.975994 255238400 9.975994
## 2012-12-19 10.011120 10.090156 9.809142 9.826705 193013700 9.826705
## 2012-12-20 9.747667 10.116498 9.730104 10.116498 184449000 10.116498
## 2012-12-21 9.835485 9.967210 9.765231 9.914520 244892300 9.914520
## 2012-12-24 9.896957 9.914521 9.844267 9.879394 50657100 9.879394
## 2012-12-26 9.914520 10.213097 9.896957 10.134062 146097900 10.134062
## 2012-12-27 10.239444 10.265789 9.861832 10.072592 210411400 10.072592
## 2012-12-28 9.940867 10.090156 9.896959 9.975994 131872200 9.975994
## 2012-12-31 9.984774 10.230661 9.923302 10.195534 170837500 10.195534
## 2013-01-02 10.581927 10.669744 10.450202 10.564364 236021400 10.564364
## 2013-01-03 10.546799 10.581926 10.432638 10.502891 157149700 10.502891
## 2013-01-04 10.511675 10.634619 10.476549 10.634619 132601900 10.634619
## 2013-01-07 10.669745 10.713654 10.538020 10.617055 201403500 10.617055
## 2013-01-08 10.617054 10.625835 10.441420 10.520455 168461100 10.520455
## 2013-01-09 10.423860 10.538022 9.949649 10.037466 335692000 10.037466
## 2013-01-10 10.195535 10.371169 10.134064 10.344824 199964900 10.344824
## 2013-01-11 10.274571 10.292134 10.107719 10.213099 146136700 10.213099
## 2013-01-14 10.195536 10.213099 9.993557 10.072592 110032900 10.072592
## 2013-01-15 9.993557 10.204318 9.923304 10.142846 126058300 10.142846
## 2013-01-16 10.169190 10.353606 10.072592 10.344824 164579300 10.344824
## 2013-01-17 10.265787 10.274569 9.809139 9.905738 323622200 9.905738
## 2013-01-18 9.888174 9.949646 9.677414 9.782794 179971800 9.782794
## 2013-01-22 9.765233 9.975994 9.738888 9.967212 137242700 9.967212
## 2013-01-23 9.993553 10.046243 9.861828 10.028680 121638200 10.028680
## 2013-01-24 10.055029 10.248226 10.028683 10.125282 127870800 10.125282
## 2013-01-25 10.265787 10.292132 10.107716 10.204315 100171600 10.204315
## 2013-01-28 10.221878 10.248223 10.037463 10.081371 91304200 10.081371
## 2013-01-29 10.028678 10.169185 10.011115 10.090150 96824100 10.090150
## 2013-01-30 10.090156 10.134064 9.967212 9.993557 89130200 9.993557
## 2013-01-31 9.940863 9.975990 9.853046 9.940863 97024700 9.940863
## 2013-02-01 10.019904 10.300918 9.984778 10.283355 161141300 10.283355
## 2013-02-04 10.169188 10.265786 10.063808 10.081371 139733000 10.081371
## 2013-02-05 10.177972 10.520458 10.151627 10.432641 187785900 10.432641
## 2013-02-06 10.300914 10.511675 10.300914 10.476548 173626800 10.476548
## 2013-02-07 10.511678 10.520460 10.300917 10.397516 173209900 10.397516
## 2013-02-08 10.415076 10.450203 10.292132 10.327259 145321100 10.327259
## 2013-02-11 10.300915 10.450204 10.248225 10.415077 103510800 10.415077
## 2013-02-12 10.423859 10.836598 10.344824 10.757563 232173900 10.757563
## 2013-02-13 10.845377 10.906849 10.581927 10.687307 192742500 10.687307
## 2013-02-14 10.617054 10.775125 10.599491 10.652181 144104800 10.652181
## 2013-02-15 10.722434 10.722434 10.511674 10.564364 158242700 10.564364
## 2013-02-19 10.625841 10.810256 10.590714 10.704876 170783400 10.704876
## 2013-02-20 10.696093 10.792692 10.318481 10.362389 193466400 10.362389
## 2013-02-21 10.300912 10.300912 9.967208 10.028680 235532400 10.028680
## 2013-02-22 10.204317 10.221881 9.888177 10.046247 179268200 10.046247
## 2013-02-25 10.186752 10.195534 9.642288 9.686196 206893900 9.686196
## 2013-02-26 9.765232 9.853049 9.686197 9.774014 173039600 9.774014
## 2013-02-27 9.800383 9.984964 9.756435 9.932227 147145400 9.932227
## 2013-02-28 9.958596 9.993754 9.844331 9.870700 143546700 9.870700
## 2013-03-01 9.782803 10.151965 9.686117 9.967384 189050700 9.967384
## 2013-03-04 9.905860 10.064072 9.861912 10.028914 116436000 10.028914
## 2013-03-05 10.160755 10.292598 10.134386 10.151965 135869700 10.151965
## 2013-03-06 10.345333 10.565073 10.336544 10.477177 182557500 10.477177
## 2013-03-07 10.547497 10.793605 10.529918 10.776026 212403800 10.776026
## 2013-03-08 10.916659 10.934238 10.565076 10.609024 209777100 10.609024
## 2013-03-11 10.617815 10.740869 10.565077 10.679342 106427800 10.679342
## 2013-03-12 10.644185 10.705712 10.468393 10.556289 128134700 10.556289
## 2013-03-13 10.582656 10.644183 10.529918 10.600235 86216800 10.600235
## 2013-03-14 10.652972 10.714499 10.635392 10.644182 115440000 10.644182
## 2013-03-15 11.004553 11.127607 10.855130 11.048501 319019100 11.048501
## 2013-03-18 10.802398 11.145192 10.776029 11.039717 189783300 11.039717
## 2013-03-19 11.241877 11.373720 11.066085 11.171560 242939600 11.171560
## 2013-03-20 11.241874 11.329769 11.171557 11.233084 219121700 11.233084
## 2013-03-21 11.171555 11.285820 11.030922 11.048501 154529400 11.048501
## 2013-03-22 11.092455 11.136402 10.969400 11.039717 101974400 11.039717
## 2013-03-25 11.145190 11.180349 10.828765 10.899082 154320200 10.899082
## 2013-03-26 10.943030 10.986978 10.679342 10.793607 135654700 10.793607
## 2013-03-27 10.670551 10.793605 10.652972 10.749657 107177200 10.749657
## 2013-03-28 10.758447 10.793606 10.644183 10.705710 92013900 10.705710
## 2013-04-01 10.679342 10.793607 10.635394 10.679342 86281600 10.679342
## 2013-04-02 10.758448 10.767238 10.670552 10.679342 102626000 10.679342
## 2013-04-03 10.652971 10.670550 10.301388 10.380494 199765800 10.380494
## 2013-04-04 10.380494 10.538707 10.301388 10.494759 117831400 10.494759
## 2013-04-05 10.257442 10.556287 10.231073 10.521129 141061900 10.521129
## 2013-04-08 10.547498 10.732079 10.468392 10.732079 101419200 10.732079
## 2013-04-09 10.767237 10.855133 10.732079 10.767237 132365800 10.767237
## 2013-04-10 10.819974 10.899081 10.776027 10.828764 105853900 10.828764
## 2013-04-11 10.819974 10.837553 10.688131 10.784816 100241900 10.784816
## 2013-04-12 10.679339 10.767235 10.609022 10.696918 88191700 10.696918
## 2013-04-15 10.714499 10.828764 10.521128 10.529918 176504300 10.529918
## 2013-04-16 10.732080 10.863924 10.617815 10.793607 147641900 10.793607
## 2013-04-17 10.468391 10.565077 10.064070 10.283810 335408600 10.283810
## 2013-04-18 10.204704 10.239862 9.870700 10.055281 220290500 10.055281
## 2013-04-19 10.160756 10.275021 10.046492 10.248652 119792000 10.248652
## 2013-04-22 10.266228 10.327755 10.169542 10.301386 88532300 10.301386
## 2013-04-23 10.477180 10.688130 10.459601 10.609024 176816000 10.609024
## 2013-04-24 10.670552 10.872712 10.652973 10.819975 120624900 10.819975
## 2013-04-25 10.890292 11.022136 10.863923 10.934240 118694600 10.934240
## 2013-04-26 10.846343 10.951818 10.802395 10.916660 83093200 10.916660
## 2013-04-29 10.943028 10.969397 10.872711 10.881501 65432400 10.881501
## 2013-04-30 10.890292 10.899081 10.723290 10.819975 89362100 10.819975
## 2013-05-01 10.723288 10.784816 10.617814 10.670551 88417800 10.670551
## 2013-05-02 10.696920 10.732078 10.591445 10.714499 76530500 10.714499
## 2013-05-03 10.863921 10.907869 10.732077 10.758446 94322600 10.758446
## 2013-05-06 10.890291 11.329770 10.863922 11.320980 265062800 11.320980
## 2013-05-07 11.356138 11.523140 11.215505 11.338559 218248100 11.338559
## 2013-05-08 11.294611 11.584667 11.285822 11.444034 149755400 11.444034
## 2013-05-09 11.470403 11.479193 11.312191 11.347349 112952300 11.347349
## 2013-05-10 11.373717 11.461613 11.329769 11.444034 87625100 11.444034
## 2013-05-13 11.408875 11.514350 11.382506 11.408875 94295600 11.408875
## 2013-05-14 11.461611 11.742877 11.444031 11.725298 154128100 11.725298
## 2013-05-15 11.681351 11.909880 11.681351 11.813195 139728300 11.813195
## 2013-05-16 11.786827 11.909881 11.707721 11.742879 117977000 11.742879
## 2013-05-17 11.865935 11.883514 11.769250 11.804408 107335600 11.804408
## 2013-05-20 11.769248 11.953829 11.769248 11.874723 88941700 11.874723
## 2013-05-21 11.892301 11.918670 11.742878 11.813195 111810300 11.813195
## 2013-05-22 11.857142 12.068092 11.575876 11.698930 174531500 11.698930
## 2013-05-23 11.364929 11.795618 11.268243 11.611037 190522000 11.611037
## 2013-05-24 11.575877 11.654983 11.531929 11.637404 83452600 11.637404
## 2013-05-28 11.857145 11.874724 11.698933 11.734091 133553000 11.734091
## 2013-05-29 11.698930 11.918670 11.663772 11.848353 126397300 11.848353
## 2013-05-30 11.865935 12.243887 11.804408 12.155991 153383400 12.155991
## 2013-05-31 12.226309 12.296625 11.997779 12.006569 160176100 12.006569
## 2013-06-03 12.032936 12.068094 11.611036 11.909882 197168200 11.909882
## 2013-06-04 11.874723 12.015356 11.698931 11.742879 130055400 11.742879
## 2013-06-05 11.690104 11.830843 11.408627 11.514181 185778900 11.514181
## 2013-06-06 11.505385 11.646124 11.303073 11.610939 142361900 11.610939
## 2013-06-07 11.725286 11.778063 11.566955 11.769267 121057300 11.769267
## 2013-06-10 11.866025 11.918802 11.663713 11.698898 104648500 11.698898
## 2013-06-11 11.531771 11.681306 11.496586 11.540567 106369100 11.540567
## 2013-06-12 11.646124 11.654920 11.408628 11.487793 117289400 11.487793
## 2013-06-13 11.435014 11.663714 11.408625 11.619733 103636400 11.619733
## 2013-06-14 11.637329 11.646125 11.461405 11.496590 101380700 11.496590
## 2013-06-17 11.584548 11.663714 11.549364 11.619733 115441500 11.619733
## 2013-06-18 11.628529 11.734083 11.610937 11.672510 67257600 11.672510
## 2013-06-19 11.690105 11.786862 11.584551 11.602143 103850000 11.602143
## 2013-06-20 11.505385 11.558162 11.259093 11.338258 185741100 11.338258
## 2013-06-21 11.426219 11.435015 10.898449 11.162334 196004700 11.162334
## 2013-06-24 10.907243 10.951223 10.669746 10.819281 159762500 10.819281
## 2013-06-25 11.091967 11.232706 10.933636 11.144744 132844500 11.144744
## 2013-06-26 11.294276 11.303072 11.153538 11.223907 105282000 11.223907
## 2013-06-27 11.294275 11.461402 11.241498 11.443810 124616300 11.443810
## 2013-06-28 11.408626 11.435014 11.294276 11.311868 90297100 11.311868
## 2013-07-01 11.391036 11.522979 11.364648 11.373444 83146300 11.373444
## 2013-07-02 11.391033 11.522975 11.259090 11.347052 83708600 11.347052
## 2013-07-03 11.276684 11.294276 11.197518 11.285480 37971700 11.285480
## 2013-07-05 11.426220 11.505385 11.355851 11.487793 80758500 11.487793
## 2013-07-08 11.531773 11.760473 11.505385 11.681308 107441200 11.681308
## 2013-07-09 11.760469 11.901208 11.654915 11.901208 106067300 11.901208
## 2013-07-10 11.883621 11.901214 11.707698 11.760475 104353400 11.760475
## 2013-07-11 11.910005 11.945190 11.725286 11.883617 93756500 11.883617
## 2013-07-12 11.910006 12.138706 11.848433 12.121114 123958400 12.121114
## 2013-07-15 12.253058 12.261854 12.103523 12.209077 90765200 12.209077
## 2013-07-16 12.253058 12.332224 12.112320 12.244262 146041900 12.244262
## 2013-07-17 12.367409 12.701663 12.349817 12.587313 249674500 12.587313
## 2013-07-18 12.666477 13.062304 12.666477 12.983139 221796400 12.983139
## 2013-07-19 12.983141 12.983141 12.842403 12.974345 136196600 12.974345
## 2013-07-22 12.965547 13.185451 12.886382 13.123878 112416800 13.123878
## 2013-07-23 13.176654 13.220634 13.071100 13.141469 113736000 13.141469
## 2013-07-24 13.194248 13.194248 12.912771 12.939159 117771100 12.939159
## 2013-07-25 12.859995 13.062306 12.789625 13.044714 89243300 13.044714
## 2013-07-26 12.930360 12.983136 12.859990 12.956748 73777800 12.956748
## 2013-07-29 12.886382 12.930363 12.710459 12.772032 88616700 12.772032
## 2013-07-30 12.824809 12.868790 12.719255 12.772032 71675200 12.772032
## 2013-07-31 12.824809 13.062305 12.816013 12.842401 128182500 12.842401
## 2013-08-01 13.062305 13.167859 13.035917 13.150267 108554200 13.150267
## 2013-08-02 13.088696 13.115084 13.000734 13.053511 83367400 13.053511
## 2013-08-05 12.991936 13.053509 12.930362 13.018324 61711900 13.018324
## 2013-08-06 12.965551 12.983143 12.868793 12.877589 84249800 12.877589
## 2013-08-07 12.692866 12.816013 12.534535 12.780828 128693600 12.780828
## 2013-08-08 12.912768 12.930360 12.701660 12.851195 88544100 12.851195
## 2013-08-09 12.807214 12.851195 12.666475 12.710456 72897900 12.710456
## 2013-08-12 12.631292 12.728050 12.596108 12.675273 60867500 12.675273
## 2013-08-13 12.728051 12.859994 12.604905 12.763236 75777900 12.763236
## 2013-08-14 12.798420 12.974343 12.789624 12.842401 78553700 12.842401
## 2013-08-15 12.719256 12.728052 12.587314 12.596110 99238900 12.596110
## 2013-08-16 12.569718 12.728049 12.499349 12.684068 104959000 12.684068
## 2013-08-19 12.640088 12.648884 12.428980 12.446572 98384600 12.446572
## 2013-08-20 12.472959 12.648882 12.297036 12.569717 114332500 12.569717
## 2013-08-21 12.543331 12.736846 12.490554 12.613700 91680600 12.613700
## 2013-08-22 12.728050 12.842400 12.666477 12.816012 76348300 12.816012
## 2013-08-23 12.833604 12.921566 12.763235 12.816012 67699200 12.816012
## 2013-08-26 12.780830 12.930364 12.745645 12.745645 68938900 12.745645
## 2013-08-27 12.543329 12.675272 12.402591 12.411387 122534200 12.411387
## 2013-08-28 12.376203 12.534534 12.305834 12.420184 96473600 12.420184
## 2013-08-29 12.437774 12.578512 12.420181 12.464162 76691500 12.464162
## 2013-08-30 12.516942 12.534534 12.376203 12.420184 73233400 12.420184
## 2013-09-03 12.578514 12.648883 12.472960 12.534533 74628700 12.534533
## 2013-09-04 12.508127 12.675372 12.508127 12.604953 71132500 12.604953
## 2013-09-05 12.684174 12.807407 12.640163 12.648965 71229200 12.648965
## 2013-09-06 12.736990 12.763397 12.560943 12.640164 75513100 12.640164
## 2013-09-09 12.684174 12.754592 12.648964 12.745790 53447300 12.745790
## 2013-09-10 12.781001 12.930641 12.781001 12.860222 93180300 12.860222
## 2013-09-11 12.816207 12.921835 12.780998 12.895428 81098900 12.895428
## 2013-09-12 12.895430 12.921837 12.728185 12.745790 63355900 12.745790
## 2013-09-13 12.728188 12.807409 12.719386 12.754595 56793400 12.754595
## 2013-09-16 12.860224 12.921840 12.789805 12.789805 65276500 12.789805
## 2013-09-17 12.789803 12.869024 12.675373 12.807408 73686100 12.807408
## 2013-09-18 12.789800 13.045068 12.754591 12.948242 127092600 12.948242
## 2013-09-19 13.027467 13.053874 12.833815 12.860222 79710700 12.860222
## 2013-09-20 12.895430 12.904233 12.710581 12.710581 145174800 12.710581
## 2013-09-23 12.596152 12.604954 12.402500 12.446512 127283100 12.446512
## 2013-09-24 12.481722 12.543338 12.332082 12.402501 96912800 12.402501
## 2013-09-25 12.428907 12.534535 12.349686 12.446512 86546100 12.446512
## 2013-09-26 12.490521 12.516928 12.305672 12.393695 89352900 12.393695
## 2013-09-27 12.314475 12.349684 12.217649 12.235254 79156000 12.235254
## 2013-09-30 12.050404 12.261660 11.971183 12.147230 104439900 12.147230
## 2013-10-01 12.191242 12.252859 12.156033 12.235254 57631000 12.235254
## 2013-10-02 12.156035 12.411303 12.138431 12.376094 89186300 12.376094
## 2013-10-03 12.384894 12.411301 12.173638 12.323278 95269000 12.323278
## 2013-10-04 12.340884 12.393698 12.288070 12.367291 63495400 12.367291
## 2013-10-07 12.244057 12.279267 12.147232 12.156034 64822700 12.156034
## 2013-10-08 12.173639 12.235255 12.041604 12.050406 92746200 12.050406
## 2013-10-09 12.076811 12.261660 12.050404 12.182439 96012800 12.182439
## 2013-10-10 12.349685 12.543337 12.332080 12.525732 102305800 12.525732
## 2013-10-11 12.534534 12.569743 12.420103 12.490522 83422000 12.490522
## 2013-10-14 12.376093 12.666570 12.367291 12.631361 78367500 12.631361
## 2013-10-15 12.666568 12.701777 12.508126 12.534533 102099300 12.534533
## 2013-10-16 12.604955 12.860223 12.604955 12.816211 153481000 12.816211
## 2013-10-17 12.719385 12.904234 12.684175 12.904234 94090800 12.904234
## 2013-10-18 12.921837 12.957046 12.789802 12.877825 96986400 12.877825
## 2013-10-21 12.789804 12.842618 12.736990 12.781002 91280600 12.781002
## 2013-10-22 12.807409 12.877828 12.719386 12.781002 102836000 12.781002
## 2013-10-23 12.719384 12.745791 12.472919 12.508128 108529700 12.508128
## 2013-10-24 12.428904 12.499323 12.384893 12.472916 92566100 12.472916
## 2013-10-25 12.455317 12.560945 12.446515 12.552143 58592400 12.552143
## 2013-10-28 12.578546 12.604953 12.508127 12.525732 62328000 12.525732
## 2013-10-29 12.552138 12.578545 12.376091 12.455312 79563100 12.455312
## 2013-10-30 12.490521 12.578544 12.455311 12.472916 76624200 12.472916
## 2013-10-31 12.446511 12.464115 12.288069 12.296871 105713400 12.296871
## 2013-11-01 12.323280 12.411304 12.288071 12.340885 75610400 12.340885
## 2013-11-04 12.402500 12.428907 12.323279 12.358488 53063200 12.358488
## 2013-11-05 12.314476 12.340883 12.235255 12.261662 71809700 12.261662
## 2013-11-06 12.314476 12.340883 12.244057 12.288069 66712900 12.288069
## 2013-11-07 12.323277 12.349684 12.147230 12.147230 80775000 12.147230
## 2013-11-08 12.200045 12.604953 12.182441 12.604953 158227300 12.604953
## 2013-11-11 12.560940 12.692975 12.534533 12.675370 66357400 12.675370
## 2013-11-12 12.613755 12.728186 12.552139 12.604953 69498300 12.604953
## 2013-11-13 12.552139 12.886628 12.499325 12.886628 128018500 12.886628
## 2013-11-14 12.921837 13.045070 12.860221 13.027465 128999400 13.027465
## 2013-11-15 13.018667 13.159504 13.001062 13.133097 105475300 13.133097
## 2013-11-18 13.185911 13.353156 13.080283 13.133097 145554400 13.133097
## 2013-11-19 13.185907 13.467582 13.177105 13.379559 161505600 13.379559
## 2013-11-20 13.423569 13.441173 13.273929 13.326743 107174900 13.326743
## 2013-11-21 13.397164 13.731653 13.379560 13.722851 142053600 13.722851
## 2013-11-22 13.819675 13.898896 13.731652 13.766861 110331100 13.766861
## 2013-11-25 13.793268 14.066141 13.784466 13.916501 153765500 13.916501
## 2013-11-26 13.942909 14.057339 13.916502 13.978118 114833700 13.978118
## 2013-11-27 13.969317 14.030934 13.872492 13.934108 75503600 13.934108
## 2013-11-29 13.942911 14.013329 13.898899 13.925306 44288400 13.925306
## 2013-12-02 13.942912 14.057342 13.819679 13.846086 92987400 13.846086
## 2013-12-03 13.766860 13.898896 13.546802 13.678837 106450300 13.678837
## 2013-12-04 13.555528 13.855000 13.529104 13.766920 96678100 13.766920
## 2013-12-05 13.749301 13.775725 13.529101 13.590757 95230500 13.590757
## 2013-12-06 13.749302 13.846190 13.617182 13.705262 92203100 13.705262
## 2013-12-09 13.758111 13.802151 13.705263 13.722879 50167200 13.722879
## 2013-12-10 13.670030 13.810958 13.661222 13.705262 67486300 13.705262
## 2013-12-11 13.696456 13.696456 13.370560 13.432216 117565000 13.432216
## 2013-12-12 13.441024 13.520296 13.317712 13.432216 76113900 13.432216
## 2013-12-13 13.458640 13.502680 13.326520 13.370560 61575600 13.370560
## 2013-12-16 13.405791 13.511487 13.388175 13.423407 71467000 13.423407
## 2013-12-17 13.423408 13.476256 13.335328 13.370560 74247300 13.370560
## 2013-12-18 13.458640 13.837384 13.264863 13.819768 152929300 13.819768
## 2013-12-19 13.793343 13.907847 13.740495 13.872615 97776100 13.872615
## 2013-12-20 13.872614 13.978310 13.740494 13.740494 131956000 13.740494
## 2013-12-23 13.846192 13.907848 13.819768 13.819768 52565800 13.819768
## 2013-12-24 13.846192 13.872616 13.802152 13.828576 21770400 13.828576
## 2013-12-26 13.863806 13.872614 13.775726 13.784534 48803600 13.784534
## 2013-12-27 13.802150 13.828574 13.722878 13.802150 40049300 13.802150
## 2013-12-30 13.775726 13.819766 13.670030 13.687646 56218800 13.687646
## 2013-12-31 13.740497 13.758113 13.661225 13.714073 57188900 13.714073
## 2014-01-02 13.819768 14.233744 13.810960 14.180896 148709900 14.180896
## 2014-01-03 14.330632 14.533216 14.295400 14.453944 129921800 14.453944
## 2014-01-06 14.647718 14.735799 14.586062 14.674143 114431300 14.674143
## 2014-01-07 14.771030 14.788647 14.489175 14.533214 110605100 14.533214
## 2014-01-08 14.682951 14.700568 14.550831 14.603679 101036400 14.603679
## 2014-01-09 14.682951 14.911959 14.630104 14.823879 100947200 14.823879
## 2014-01-10 14.753413 14.788646 14.630102 14.771029 87454100 14.771029
## 2014-01-13 14.788648 14.797454 14.445135 14.471559 90025400 14.471559
## 2014-01-14 14.568446 14.771029 14.559638 14.771029 97786600 14.771029
## 2014-01-15 15.176205 15.343557 15.070510 15.105741 329333100 15.105741
## 2014-01-16 15.052888 15.096927 14.964808 15.044080 163613100 15.044080
## 2014-01-17 15.149777 15.167391 14.964808 14.982424 96232200 14.982424
## 2014-01-21 15.044080 15.114544 14.859113 14.982424 118269200 14.982424
## 2014-01-22 15.044085 15.105741 14.973621 15.105741 68114400 15.105741
## 2014-01-23 15.035270 15.052886 14.744606 14.850303 123765900 14.850303
## 2014-01-24 14.682951 14.726990 14.489176 14.489176 112899300 14.489176
## 2014-01-27 14.418713 14.568449 14.145663 14.365863 134872600 14.365863
## 2014-01-28 14.489175 14.762222 14.418711 14.735798 92891300 14.735798
## 2014-01-29 14.577257 14.841498 14.524410 14.691762 130026900 14.691762
## 2014-01-30 14.806263 14.964808 14.771032 14.911960 91028200 14.911960
## 2014-01-31 14.726993 14.956002 14.630107 14.753418 139432100 14.753418
## 2014-02-03 14.771032 14.867920 14.357055 14.401096 159981200 14.401096
## 2014-02-04 14.524408 14.586063 14.321824 14.401096 125337000 14.401096
## 2014-02-05 14.365862 14.489176 14.224935 14.445135 110576200 14.445135
## 2014-02-06 14.489176 14.735799 14.480368 14.700568 110029100 14.700568
## 2014-02-07 14.815072 14.867919 14.647719 14.815072 122571100 14.815072
## 2014-02-10 14.718182 14.735799 14.621295 14.726990 95792500 14.726990
## 2014-02-11 14.735800 14.903152 14.656527 14.867919 92617500 14.867919
## 2014-02-12 14.859115 14.894346 14.665338 14.753418 96948900 14.753418
## 2014-02-13 14.665338 14.815074 14.647721 14.753418 95756900 14.753418
## 2014-02-14 14.744606 14.762222 14.665334 14.709375 100684300 14.709375
## 2014-02-18 14.709374 14.744605 14.506788 14.506788 121778600 14.506788
## 2014-02-19 14.427515 14.489173 14.251356 14.268973 137734500 14.268973
## 2014-02-20 14.286589 14.409903 14.251358 14.357053 107425900 14.357053
## 2014-02-21 14.348249 14.524408 14.313016 14.348249 106236900 14.348249
## 2014-02-24 14.357055 14.647719 14.357055 14.559641 102909600 14.559641
## 2014-02-25 14.533215 14.586062 14.374671 14.392287 81457000 14.392287
## 2014-02-26 14.409904 14.445135 14.207318 14.383479 89831600 14.383479
## 2014-02-27 14.330631 14.524407 14.277782 14.524407 71314500 14.524407
## 2014-02-28 14.524408 14.665336 14.401096 14.559641 126252100 14.559641
## 2014-03-03 14.357053 14.453942 14.260167 14.357053 87526800 14.357053
## 2014-03-04 14.515598 14.744606 14.471558 14.735798 100849900 14.735798
## 2014-03-05 14.797493 15.255782 14.788680 15.202903 207180000 15.202903
## 2014-03-06 15.352731 15.537809 15.255784 15.291038 138078900 15.291038
## 2014-03-07 15.458491 15.502556 15.202905 15.273411 109547100 15.273411
## 2014-03-10 15.220528 15.396793 15.202902 15.396793 81732700 15.396793
## 2014-03-11 15.432051 15.440864 15.202905 15.220532 90183400 15.220532
## 2014-03-12 15.141210 15.273410 15.044264 15.229344 83309200 15.229344
## 2014-03-13 15.282225 15.396797 15.044266 15.123586 100875700 15.123586
## 2014-03-14 15.053078 15.176463 14.771053 14.806305 131297200 14.806305
## 2014-03-17 14.964944 15.132396 14.956129 15.079517 79942200 15.079517
## 2014-03-18 15.105956 15.176462 15.044264 15.150024 67402400 15.150024
## 2014-03-19 15.123582 15.414421 15.088330 15.370355 105006500 15.370355
## 2014-03-20 15.370353 15.863895 15.361539 15.793389 167048700 15.793389
## 2014-03-21 15.890338 15.890338 15.476112 15.476112 155721000 15.476112
## 2014-03-24 15.528996 15.555435 15.246969 15.308664 118500000 15.308664
## 2014-03-25 15.414422 15.493741 15.158837 15.167649 98348600 15.167649
## 2014-03-26 15.317473 15.335100 15.141208 15.141208 97573700 15.141208
## 2014-03-27 15.229343 15.414421 14.832745 14.991384 175139500 14.991384
## 2014-03-28 15.061891 15.114771 14.850372 14.964945 79909500 14.964945
## 2014-03-31 15.114772 15.220531 15.088333 15.158839 62115800 15.158839
## 2014-04-01 15.229345 15.335104 15.211718 15.282224 57423800 15.282224
## 2014-04-02 15.291038 15.317477 15.097145 15.185279 65349000 15.185279
## 2014-04-03 15.167652 15.194093 15.009015 15.114773 56534500 15.114773
## 2014-04-04 15.167647 15.176460 14.718171 14.735796 110409600 14.735796
## 2014-04-07 14.709360 14.718174 14.268696 14.436147 129464900 14.436147
## 2014-04-08 14.427334 14.541906 14.321574 14.489027 75769700 14.489027
## 2014-04-09 14.585973 14.656480 14.409709 14.647668 83096400 14.647668
## 2014-04-10 14.647670 14.647670 14.189379 14.207006 98390900 14.207006
## 2014-04-11 13.977860 14.215817 13.766341 13.898540 133757100 13.898540
## 2014-04-14 14.145311 14.295136 13.907353 14.101245 99249400 14.101245
## 2014-04-15 14.180564 14.462588 14.065991 14.444961 134956600 14.444961
## 2014-04-16 14.277509 14.295133 13.907350 14.215814 172948900 14.215814
## 2014-04-17 14.224631 14.321578 14.039553 14.233445 104765500 14.233445
## 2014-04-21 14.233442 14.251068 14.127683 14.180562 51280500 14.180562
## 2014-04-22 14.180562 14.400894 14.136496 14.356828 77888900 14.356828
## 2014-04-23 14.365642 14.453776 14.303950 14.427337 52425600 14.427337
## 2014-04-24 14.480213 14.541906 14.286321 14.400894 73910900 14.400894
## 2014-04-25 14.189377 14.303950 14.039551 14.057178 84617700 14.057178
## 2014-04-28 13.510754 13.581260 13.096530 13.175849 344935200 13.175849
## 2014-04-29 13.255169 13.484315 13.140597 13.431435 155495000 13.431435
## 2014-04-30 13.449060 13.457874 13.334488 13.343301 82359700 13.343301
## 2014-05-01 13.343301 13.413808 13.246355 13.299235 68368300 13.299235
## 2014-05-02 13.378553 13.475499 13.308047 13.440246 73562900 13.440246
## 2014-05-05 13.290424 13.334490 13.237544 13.290424 51669100 13.290424
## 2014-05-06 13.246354 13.246354 12.973143 12.981956 96268300 12.981956
## 2014-05-07 13.096533 13.149412 12.999587 13.043653 91733000 13.043653
## 2014-05-08 13.087718 13.255170 13.043651 13.158224 65232700 13.158224
## 2014-05-09 13.175848 13.211101 12.929076 12.990769 86751600 12.990769
## 2014-05-12 13.034836 13.308048 13.034836 13.281608 70669900 13.281608
## 2014-05-13 13.255170 13.308050 13.167037 13.246357 58469100 13.246357
## 2014-05-14 13.211103 13.237543 13.052464 13.078904 52431900 13.078904
## 2014-05-15 13.061280 13.070093 12.682309 12.823321 104193000 12.823321
## 2014-05-16 12.788068 12.814508 12.664682 12.788068 80476100 12.788068
## 2014-05-19 12.717556 12.955515 12.673490 12.929075 51034700 12.929075
## 2014-05-20 12.911453 12.946706 12.761628 12.805694 60108200 12.805694
## 2014-05-21 12.858570 12.964330 12.779251 12.876197 64808600 12.876197
## 2014-05-22 12.849760 12.973146 12.823321 12.964333 51929400 12.964333
## 2014-05-23 12.964332 13.052465 12.911452 12.973145 51648900 12.973145
## 2014-05-27 13.219915 13.493126 13.202288 13.413807 125398900 13.413807
## 2014-05-28 13.457874 13.466687 13.246355 13.343301 72481700 13.343301
## 2014-05-29 13.325675 13.404995 13.308049 13.352115 39423000 13.352115
## 2014-05-30 13.325674 13.422620 13.281608 13.343301 45787100 13.343301
## 2014-06-02 13.360930 13.466690 13.263984 13.449063 46374000 13.449063
## 2014-06-03 13.396183 13.466689 13.316863 13.404996 49025400 13.404996
## 2014-06-04 13.387369 13.449062 13.352116 13.404996 39757300 13.404996
## 2014-06-05 13.466686 13.642951 13.413806 13.598885 60300500 13.598885
## 2014-06-06 13.616514 13.792780 13.598888 13.739900 73930500 13.739900
## 2014-06-09 13.748712 13.995484 13.748712 13.960231 78647900 13.960231
## 2014-06-10 13.907349 14.048362 13.863283 14.030735 49852900 14.030735
## 2014-06-11 13.828033 13.942605 13.704647 13.739900 73729300 13.739900
## 2014-06-12 13.722272 13.801592 13.554820 13.590073 66173200 13.590073
## 2014-06-13 13.625325 13.704644 13.510752 13.607698 61588100 13.607698
## 2014-06-16 13.484316 13.493129 13.378556 13.466689 55425400 13.466689
## 2014-06-17 13.457875 13.766340 13.449062 13.739900 58011600 13.739900
## 2014-06-18 13.775150 13.828030 13.607698 13.792777 70220300 13.792777
## 2014-06-19 13.801589 13.810402 13.660577 13.704643 40953900 13.704643
## 2014-06-20 13.784015 13.784015 13.616455 13.625274 54765300 13.625274
## 2014-06-23 13.642913 13.801654 13.563542 13.792835 58492200 13.792835
## 2014-06-24 13.722283 13.845748 13.616455 13.660550 73262500 13.660550
## 2014-06-25 13.625276 13.660552 13.475354 13.642914 71766400 13.642914
## 2014-06-26 13.616457 13.695827 13.466535 13.590000 68519600 13.590000
## 2014-06-27 13.563542 13.598818 13.501809 13.519447 58149200 13.519447
## 2014-06-30 13.501808 13.625274 13.484170 13.554722 47274500 13.554722
## 2014-07-01 13.563543 13.801655 13.563543 13.757560 74193500 13.757560
## 2014-07-02 13.916302 14.136777 13.898664 13.978035 87685800 13.978035
## 2014-07-03 14.172050 14.313153 14.110317 14.136775 70582300 14.136775
## 2014-07-07 14.101500 14.110319 13.960397 14.057405 62437100 14.057405
## 2014-07-08 13.951578 13.960397 13.687009 13.739923 73343400 13.739923
## 2014-07-09 13.775198 13.836931 13.704646 13.757560 46415800 13.757560
## 2014-07-10 13.519448 13.695827 13.448896 13.616456 61458500 13.616456
## 2014-07-11 13.572364 13.607640 13.492993 13.563545 56849400 13.563545
## 2014-07-14 13.775200 13.819294 13.687010 13.731105 59181700 13.731105
## 2014-07-15 13.889845 13.978035 13.810475 13.942759 99946700 13.942759
## 2014-07-16 13.810473 13.810473 13.607637 13.678189 123711700 13.678189
## 2014-07-17 13.625277 13.651734 13.343070 13.404803 114839900 13.404803
## 2014-07-18 13.466533 13.669369 13.448895 13.660550 74859200 13.660550
## 2014-07-21 13.598818 13.713464 13.545904 13.687007 61802200 13.687007
## 2014-07-22 13.748740 13.775196 13.642912 13.687007 58331100 13.687007
## 2014-07-23 13.687007 13.784015 13.678188 13.687007 47253300 13.687007
## 2014-07-24 13.722285 13.792837 13.713466 13.775199 46549800 13.775199
## 2014-07-25 13.748742 13.784018 13.713466 13.748742 35627200 13.748742
## 2014-07-28 13.748744 13.766381 13.634097 13.669373 39313000 13.669373
## 2014-07-29 13.687010 13.695829 13.528269 13.528269 51480500 13.528269
## 2014-07-30 13.607639 13.819294 13.501811 13.739923 83243100 13.739923
## 2014-07-31 13.616457 13.713465 13.448897 13.448897 70677300 13.448897
## 2014-08-01 13.387163 13.572361 13.087319 13.210784 115978900 13.210784
## 2014-08-04 13.290157 13.334252 13.210786 13.272519 51954700 13.272519
## 2014-08-05 13.237243 13.404803 13.140235 13.228424 65071500 13.228424
## 2014-08-06 13.351889 13.545906 13.351889 13.404803 95977900 13.404803
## 2014-08-07 13.616456 13.616456 13.307793 13.334250 80058300 13.334250
## 2014-08-08 13.298976 13.404803 13.219605 13.404803 54495000 13.404803
## 2014-08-11 13.457717 13.466536 13.360708 13.422441 41545100 13.422441
## 2014-08-12 13.387163 13.492991 13.360706 13.413620 33674400 13.413620
## 2014-08-13 13.448897 13.484173 13.404802 13.448897 34394600 13.448897
## 2014-08-14 13.457714 13.510628 13.457714 13.510628 29934600 13.510628
## 2014-08-15 13.528268 13.590001 13.351889 13.422441 61535500 13.422441
## 2014-08-18 13.475352 13.625274 13.466533 13.625274 54968600 13.625274
## 2014-08-19 13.687007 13.801653 13.616455 13.625274 44825500 13.625274
## 2014-08-20 13.589999 13.784015 13.554723 13.687007 57825000 13.687007
## 2014-08-21 13.836929 14.304333 13.775197 14.251420 177294400 14.251420
## 2014-08-22 14.251420 14.366067 14.154410 14.224962 107641800 14.224962
## 2014-08-25 14.348427 14.463074 14.286695 14.366066 89396500 14.366066
## 2014-08-26 14.410162 14.515988 14.392524 14.401343 73323400 14.401343
## 2014-08-27 14.436617 14.454253 14.233780 14.286695 63061800 14.286695
## 2014-08-28 14.198509 14.198509 14.101500 14.119138 62170400 14.119138
## 2014-08-29 14.154408 14.233779 14.127952 14.189685 50106600 14.189685
## 2014-09-02 14.233783 14.357250 14.163231 14.348430 59400400 14.348430
## 2014-09-03 14.392662 14.401509 14.189202 14.242278 67418900 14.242278
## 2014-09-04 14.242276 14.392660 14.189200 14.251123 56378600 14.251123
## 2014-09-05 14.198046 14.215739 14.065354 14.171508 80974900 14.171508
## 2014-09-08 14.321892 14.481122 14.286506 14.463429 99411200 14.463429
## 2014-09-09 14.374966 14.383812 14.242274 14.277658 82428900 14.277658
## 2014-09-10 14.295350 14.507658 14.268811 14.472274 75656100 14.472274
## 2014-09-11 14.436890 14.711119 14.419197 14.658043 106598100 14.658043
## 2014-09-12 14.702276 14.888044 14.693430 14.852660 116306800 14.852660
## 2014-09-15 14.861507 14.976508 14.702278 14.808431 87306900 14.808431
## 2014-09-16 14.746505 14.896890 14.746505 14.781889 65017200 14.781889
## 2014-09-17 14.781888 14.976504 14.755351 14.834966 82902700 14.834966
## 2014-09-18 14.932271 15.171118 14.923427 15.073811 111923200 15.073811
## 2014-09-19 15.171121 15.188813 14.932274 14.994199 88455000 14.994199
## 2014-09-22 15.118042 15.188811 15.029581 15.064966 109276700 15.064966
## 2014-09-23 15.082655 15.215349 15.064965 15.082655 91921900 15.082655
## 2014-09-24 15.144582 15.206505 15.011888 15.197658 86396100 15.197658
## 2014-09-25 15.179968 15.197660 14.905738 14.905738 104522500 14.905738
## 2014-09-26 14.958812 15.082656 14.941118 15.064966 66785900 15.064966
## 2014-09-29 14.958814 15.082659 14.932274 15.047275 68038300 15.047275
## 2014-09-30 15.109194 15.135734 15.011886 15.082655 82217400 15.082655
## 2014-10-01 15.100352 15.118045 14.861506 14.879199 91235900 14.879199
## 2014-10-02 14.914582 15.029580 14.711119 14.932272 118018800 14.932272
## 2014-10-03 15.135737 15.303811 15.091504 15.294967 110840600 15.294967
## 2014-10-06 15.365736 15.401120 15.233042 15.294967 66212100 15.294967
## 2014-10-07 15.197657 15.215350 14.932272 14.932272 91396300 14.932272
## 2014-10-08 14.932272 15.144581 14.790734 15.144581 101266800 15.144581
## 2014-10-09 15.073812 15.135735 14.640350 14.675735 121363100 14.675735
## 2014-10-10 14.613812 14.834965 14.472274 14.578427 129552700 14.578427
## 2014-10-13 14.578430 14.746507 14.507661 14.507661 92674100 14.507661
## 2014-10-14 14.604966 14.711119 14.472275 14.613812 97451900 14.613812
## 2014-10-15 14.357275 14.366121 13.649585 13.941507 216591800 13.941507
## 2014-10-16 13.808818 14.374970 13.729202 14.224586 148199400 14.224586
## 2014-10-17 14.374968 14.516507 14.295353 14.339583 94339200 14.339583
## 2014-10-20 14.330740 14.445739 14.295355 14.383816 76510700 14.383816
## 2014-10-21 14.534199 14.693430 14.428044 14.684583 78287300 14.684583
## 2014-10-22 14.675738 14.773046 14.481123 14.507661 85199800 14.507661
## 2014-10-23 14.666891 14.799583 14.613814 14.684583 68436600 14.684583
## 2014-10-24 14.711120 14.790735 14.649197 14.790735 41951400 14.790735
## 2014-10-27 14.755350 14.764197 14.596120 14.675735 51500000 14.675735
## 2014-10-28 14.702275 14.861504 14.693429 14.861504 71850800 14.861504
## 2014-10-29 14.834970 15.056123 14.781892 15.029585 99875700 15.029585
## 2014-10-30 15.003041 15.144581 14.896889 15.064966 72579100 15.064966
## 2014-10-31 15.188814 15.233044 15.126891 15.179968 82788900 15.179968
## 2014-11-03 15.197659 15.348043 15.126890 15.277274 64050700 15.277274
## 2014-11-04 15.233042 15.303811 15.056120 15.224196 53515400 15.224196
## 2014-11-05 15.321503 15.365734 15.224194 15.339195 58608200 15.339195
## 2014-11-06 15.339199 15.392276 15.286123 15.356892 57339200 15.356892
## 2014-11-07 15.312660 15.374583 15.233044 15.356892 53907800 15.356892
## 2014-11-10 15.356891 15.392275 15.303812 15.365737 54261100 15.365737
## 2014-11-11 15.365739 15.445352 15.303814 15.321507 62236000 15.321507
## 2014-11-12 15.250735 15.303811 15.100351 15.294967 48669100 15.294967
## 2014-11-13 15.294968 15.303812 15.144583 15.233043 50586300 15.233043
## 2014-11-14 15.188812 15.259581 15.126889 15.162273 41144600 15.162273
## 2014-11-17 15.091504 15.162273 15.011889 15.118043 43393300 15.118043
## 2014-11-18 15.100351 15.233042 15.091504 15.162273 39490700 15.162273
## 2014-11-19 15.171121 15.171121 15.047275 15.091505 49441600 15.091505
## 2014-11-20 15.003042 15.047273 14.888043 15.038427 49652100 15.038427
## 2014-11-21 15.171119 15.206504 15.091502 15.144581 63000000 15.144581
## 2014-11-24 15.179966 15.286120 15.109197 15.197658 52785700 15.197658
## 2014-11-25 15.241885 15.268423 15.109193 15.126885 44786300 15.126885
## 2014-11-26 15.144581 15.171119 15.073812 15.135735 27310300 15.135735
## 2014-11-28 15.100349 15.171118 15.064965 15.073811 27834900 15.073811
## 2014-12-01 14.967659 14.985352 14.799582 14.852660 61173100 14.852660
## 2014-12-02 14.923433 15.171124 14.914587 15.171124 62945200 15.171124
## 2014-12-03 15.171119 15.348558 15.135630 15.339688 70104200 15.339688
## 2014-12-04 15.295329 15.384049 15.197736 15.268712 49412800 15.268712
## 2014-12-05 15.446151 15.712310 15.392919 15.685695 131824000 15.685695
## 2014-12-08 15.667953 15.854266 15.534873 15.667953 101035100 15.667953
## 2014-12-09 15.242093 15.605845 15.233221 15.579228 95939400 15.579228
## 2014-12-10 15.508252 15.685692 15.410661 15.419531 103611100 15.419531
## 2014-12-11 15.472768 15.659079 15.472768 15.499382 80173200 15.499382
## 2014-12-12 15.499386 15.499386 15.197738 15.197738 88886700 15.197738
## 2014-12-15 15.348560 15.357432 14.869473 14.949321 101305300 14.949321
## 2014-12-16 14.851728 15.250969 14.718648 14.833983 96112000 14.833983
## 2014-12-17 14.967064 15.321943 14.922703 15.313071 92164100 15.313071
## 2014-12-18 15.499383 15.552617 15.384048 15.552617 79334000 15.552617
## 2014-12-19 15.517126 15.703439 15.517126 15.632463 105588200 15.632463
## 2014-12-22 15.659079 15.730055 15.570358 15.712310 70969300 15.712310
## 2014-12-23 15.818776 15.960728 15.774417 15.907496 94405200 15.907496
## 2014-12-24 15.942978 16.058315 15.898619 15.951851 35091300 15.951851
## 2014-12-26 15.987339 16.013954 15.925236 15.951851 34362500 15.951851
## 2014-12-29 15.942980 16.138166 15.889749 16.067190 58370900 16.067190
## 2014-12-30 16.005090 16.129297 15.978473 16.084936 41433500 16.084936
## 2014-12-31 16.138167 16.155909 15.872005 15.872005 57819600 15.872005
## 2015-01-02 15.960728 15.996217 15.685696 15.880880 48951100 15.880880
## 2015-01-05 15.783285 15.801027 15.339685 15.419531 105605500 15.419531
## 2015-01-06 15.455021 15.472766 14.887214 14.958190 144912400 14.958190
## 2015-01-07 15.206607 15.242096 14.967065 15.029169 104603800 15.029169
## 2015-01-08 15.224351 15.384047 15.171119 15.339688 73388500 15.339688
## 2015-01-09 15.419534 15.419534 15.038040 15.064655 84144600 15.064655
## 2015-01-12 15.100146 15.109019 14.780754 14.798498 92762500 14.798498
## 2015-01-13 14.922703 14.984806 14.479103 14.594440 100845400 14.594440
## 2015-01-14 14.195201 14.390384 13.991145 14.230690 164779800 14.230690
## 2015-01-15 13.831449 13.982273 13.441081 13.485441 193241300 13.485441
## 2015-01-16 13.449954 13.662882 13.281386 13.645138 149802000 13.645138
## 2015-01-20 13.831447 13.866935 13.485439 13.538671 123402800 13.538671
## 2015-01-21 13.556416 13.813704 13.441080 13.671752 101054200 13.671752
## 2015-01-22 13.795956 14.363765 13.689492 14.275044 183042100 14.275044
## 2015-01-23 14.230692 14.363772 13.955659 13.955659 103376900 13.955659
## 2015-01-26 13.946784 14.133096 13.929040 14.062120 69969300 14.062120
## 2015-01-27 13.795959 14.008887 13.733855 13.866935 86184200 13.866935
## 2015-01-28 13.946785 13.955657 13.467697 13.485441 105359800 13.485441
## 2015-01-29 13.583033 13.742729 13.485441 13.689497 76095800 13.689497
## 2015-01-30 13.512056 13.724984 13.441080 13.441080 99844600 13.441080
## 2015-02-02 13.547543 13.742727 13.414463 13.716111 101586700 13.716111
## 2015-02-03 13.858066 14.133098 13.849194 14.097610 105159400 14.097610
## 2015-02-04 14.008888 14.195200 13.973400 14.008888 83848100 14.008888
## 2015-02-05 14.177455 14.275047 14.106479 14.168583 92264700 14.168583
## 2015-02-06 14.461361 14.860602 14.390385 14.629930 160832300 14.629930
## 2015-02-09 14.505720 14.638800 14.417000 14.505720 95532900 14.505720
## 2015-02-10 14.692030 14.745264 14.505719 14.567823 100322800 14.567823
## 2015-02-11 14.487973 14.594438 14.381508 14.514590 99924400 14.514590
## 2015-02-12 14.558955 14.842859 14.523468 14.789627 116394100 14.789627
## 2015-02-13 14.842853 14.896086 14.674286 14.736390 93632700 14.736390
## 2015-02-17 14.656546 14.798498 14.523467 14.754137 93350600 14.754137
## 2015-02-18 14.683159 14.692031 14.408128 14.461359 84057400 14.461359
## 2015-02-19 14.381512 14.532336 14.266177 14.381512 83604300 14.381512
## 2015-02-20 14.319406 14.576695 14.204071 14.532334 89763600 14.532334
## 2015-02-23 14.479102 14.479102 14.283918 14.372639 87623700 14.372639
## 2015-02-24 14.434743 14.683158 14.416999 14.532334 74109600 14.532334
## 2015-02-25 14.523467 14.638802 14.479106 14.629930 57201000 14.629930
## 2015-02-26 14.567825 14.585570 14.106481 14.230690 161100700 14.230690
## 2015-02-27 14.000016 14.088736 13.858064 14.026632 130448200 14.026632
## 2015-03-02 14.008889 14.221818 13.946785 14.204073 71402400 14.204073
## 2015-03-03 14.221818 14.328281 14.159713 14.230690 65689800 14.230690
## 2015-03-04 14.203989 14.221788 14.025994 14.097192 78441600 14.097192
## 2015-03-05 14.168389 14.266287 14.017093 14.239587 69510000 14.239587
## 2015-03-06 14.239587 14.791371 14.239587 14.435380 163207200 14.435380
## 2015-03-09 14.515477 14.533278 14.346384 14.390882 72912700 14.390882
## 2015-03-10 14.275188 14.355284 14.052694 14.052694 85633600 14.052694
## 2015-03-11 14.168390 14.381984 14.123891 14.337486 85910100 14.337486
## 2015-03-12 14.284082 14.426478 14.150587 14.319682 126376300 14.319682
## 2015-03-13 14.310782 14.373080 14.186186 14.319682 88581900 14.319682
## 2015-03-16 14.337484 14.435380 14.106090 14.355282 63406500 14.355282
## 2015-03-17 14.301883 14.346382 14.203985 14.319682 67315000 14.319682
## 2015-03-18 14.248487 14.328585 14.159490 14.221788 86387600 14.221788
## 2015-03-19 14.203989 14.212889 13.892498 13.892498 109169200 13.892498
## 2015-03-20 13.972596 14.177290 13.919197 14.097192 99867700 14.097192
## 2015-03-23 14.079391 14.132790 13.990394 13.990394 73773500 13.990394
## 2015-03-24 13.999295 14.061593 13.892498 13.892498 77011000 13.892498
## 2015-03-25 13.910297 13.928097 13.705603 13.714503 88541500 13.714503
## 2015-03-26 13.696704 13.830200 13.581007 13.723403 76741500 13.723403
## 2015-03-27 13.776802 13.785701 13.589907 13.625506 73140800 13.625506
## 2015-03-30 13.723402 13.892497 13.705602 13.812399 70835300 13.812399
## 2015-03-31 13.794598 13.812398 13.687801 13.696701 61381700 13.696701
## 2015-04-01 13.723403 13.759002 13.572107 13.714503 73153900 13.714503
## 2015-04-02 13.732301 13.901396 13.732301 13.830198 50443500 13.830198
## 2015-04-06 13.696703 13.883598 13.652204 13.803500 51189500 13.803500
## 2015-04-07 13.821299 13.928096 13.750101 13.759001 50057800 13.759001
## 2015-04-08 13.803501 14.008195 13.794601 13.892498 71732500 13.892498
## 2015-04-09 13.910298 14.025995 13.821301 13.981496 44935600 13.981496
## 2015-04-10 13.963695 14.052692 13.883597 13.990394 43817700 13.990394
## 2015-04-13 14.043794 14.114991 14.008195 14.061593 49191200 14.061593
## 2015-04-14 14.132791 14.195090 13.981496 14.079393 84385400 14.079393
## 2015-04-15 13.972595 14.106092 13.874698 13.919197 124479100 13.919197
## 2015-04-16 13.919198 14.186190 13.865799 14.052694 105591000 14.052694
## 2015-04-17 13.981495 14.017094 13.794601 13.847999 88994300 13.847999
## 2015-04-20 13.901399 13.963697 13.848000 13.856900 53649400 13.856900
## 2015-04-21 13.883600 13.919199 13.732305 13.794603 64033100 13.794603
## 2015-04-22 13.839098 14.088291 13.785699 14.008193 73092800 14.008193
## 2015-04-23 13.990392 14.061590 13.954793 13.963693 50292200 13.963693
## 2015-04-24 13.981495 14.017094 13.892498 13.919197 40766100 13.919197
## 2015-04-27 13.910297 14.025994 13.847999 13.847999 73523400 13.847999
## 2015-04-28 13.865801 13.981497 13.794603 13.928099 58080100 13.928099
## 2015-04-29 13.883598 14.275187 13.856899 14.221788 134499400 14.221788
## 2015-04-30 14.239589 14.284087 14.061594 14.177291 78313900 14.177291
## 2015-05-01 14.239588 14.373084 14.168390 14.337486 78171400 14.337486
## 2015-05-04 14.364182 14.640076 14.346384 14.631176 76592300 14.631176
## 2015-05-05 14.613377 14.782473 14.533280 14.551079 106148700 14.551079
## 2015-05-06 14.559977 14.675673 14.310784 14.497679 96426500 14.497679
## 2015-05-07 14.444281 14.533279 14.319685 14.453181 73794800 14.453181
## 2015-05-08 14.524378 14.648974 14.435380 14.640076 86333700 14.640076
## 2015-05-11 14.640078 14.764673 14.622278 14.675676 56246000 14.675676
## 2015-05-12 14.648975 14.666776 14.551079 14.622277 59627100 14.622277
## 2015-05-13 14.631176 14.702373 14.559978 14.657873 47330600 14.657873
## 2015-05-14 14.711274 14.764671 14.640076 14.702373 55395700 14.702373
## 2015-05-15 14.702375 14.702375 14.506579 14.551079 54937800 14.551079
## 2015-05-18 14.515475 14.720171 14.515475 14.693471 51059900 14.693471
## 2015-05-19 14.764672 14.933768 14.755772 14.924867 89115500 14.924867
## 2015-05-20 14.933771 14.996068 14.800273 14.898171 67684000 14.898171
## 2015-05-21 14.871468 14.907067 14.737971 14.889268 52056600 14.889268
## 2015-05-22 14.880367 14.951565 14.862569 14.907067 47032900 14.907067
## 2015-05-26 14.889269 14.889269 14.622277 14.684575 100048200 14.684575
## 2015-05-27 14.737975 14.907071 14.720177 14.898171 70026700 14.898171
## 2015-05-28 14.880371 14.889271 14.755775 14.835873 60970000 14.835873
## 2015-05-29 14.826971 14.835871 14.657875 14.684575 74266200 14.684575
## 2015-06-01 14.755772 14.809170 14.657874 14.729072 62941600 14.729072
## 2015-06-02 14.702374 14.915968 14.684575 14.880368 65513200 14.880368
## 2015-06-03 14.880368 15.192793 14.880368 15.112455 89614900 15.112455
## 2015-06-04 15.058897 15.157087 14.924999 14.978559 61025500 14.978559
## 2015-06-05 15.210645 15.487364 15.148159 15.344542 119087400 15.344542
## 2015-06-08 15.415955 15.469514 15.219573 15.246353 69749600 15.246353
## 2015-06-09 15.219575 15.487369 15.174943 15.451662 82104900 15.451662
## 2015-06-10 15.523068 15.728378 15.496291 15.701598 102643100 15.701598
## 2015-06-11 15.728380 15.781937 15.567704 15.612335 77191500 15.612335
## 2015-06-12 15.576630 15.692673 15.496292 15.612335 53149400 15.612335
## 2015-06-15 15.469515 15.621264 15.398103 15.594484 68053400 15.594484
## 2015-06-16 15.585555 15.674819 15.505219 15.665893 47291200 15.665893
## 2015-06-17 15.701603 15.710529 15.442735 15.505222 88712100 15.505222
## 2015-06-18 15.487365 15.531997 15.371320 15.514143 97599900 15.514143
## 2015-06-19 15.424883 15.523072 15.282060 15.326691 83395400 15.326691
## 2015-06-22 15.496295 15.648044 15.487368 15.594484 58477700 15.594484
## 2015-06-23 15.674821 15.817644 15.674821 15.773013 63865700 15.773013
## 2015-06-24 15.648042 15.790865 15.576630 15.612335 59079500 15.612335
## 2015-06-25 15.683750 15.728383 15.487368 15.505222 59772200 15.505222
## 2015-06-26 15.603408 15.639114 15.487364 15.540923 63080800 15.540923
## 2015-06-29 15.290983 15.398102 15.049971 15.076749 98604200 15.076749
## 2015-06-30 15.246356 15.290987 15.041048 15.192797 89039800 15.192797
## 2015-07-01 15.398103 15.451661 15.255280 15.371323 62317400 15.371323
## 2015-07-02 15.317763 15.362394 15.076748 15.201720 64736500 15.201720
## 2015-07-06 14.978560 15.183867 14.916073 15.121383 58726900 15.121383
## 2015-07-07 15.085676 15.112456 14.585796 14.898222 115450500 14.898222
## 2015-07-08 14.657209 14.728621 14.478680 14.505460 83033000 14.505460
## 2015-07-09 14.755398 14.924999 14.683987 14.710765 81534400 14.710765
## 2015-07-10 14.996414 15.032120 14.871444 14.907151 72965300 14.907151
## 2015-07-13 15.148164 15.219575 15.085680 15.192797 67934300 15.192797
## 2015-07-14 15.112459 15.308841 15.049975 15.290987 69999800 15.290987
## 2015-07-15 15.648047 15.933692 15.612341 15.781943 173099900 15.781943
## 2015-07-16 15.987248 16.130071 15.942617 16.022955 117054300 16.022955
## 2015-07-17 16.031876 16.210406 15.969391 16.156847 96894900 16.156847
## 2015-07-20 16.201480 16.272892 16.138995 16.174702 71980100 16.174702
## 2015-07-21 16.165774 16.219332 16.085435 16.138994 63732800 16.138994
## 2015-07-22 16.094368 16.496056 16.094368 16.469278 110327000 16.469278
## 2015-07-23 16.415718 16.451425 16.139000 16.228264 103650100 16.228264
## 2015-07-24 16.228260 16.272892 15.924761 15.978320 86364300 15.978320
## 2015-07-27 15.764087 15.871205 15.621264 15.773013 93231900 15.773013
## 2015-07-28 15.880133 15.969395 15.710530 15.960469 82166800 15.960469
## 2015-07-29 16.022955 16.246116 15.996175 16.210409 96388600 16.210409
## 2015-07-30 16.246119 16.326457 16.112220 16.183632 65667900 16.183632
## 2015-07-31 16.094367 16.121145 15.942618 15.960469 67176900 15.960469
## 2015-08-03 15.987246 16.040804 15.746231 15.862276 62376800 15.862276
## 2015-08-04 15.880131 16.005101 15.808718 15.889056 69741500 15.889056
## 2015-08-05 16.005104 16.112220 15.889059 15.951546 65228600 15.951546
## 2015-08-06 15.987249 16.049734 15.862279 15.897984 47594700 15.897984
## 2015-08-07 15.996177 16.130074 15.710531 15.844428 71020700 15.844428
## 2015-08-10 15.951542 16.112216 15.942615 16.103291 65791200 16.103291
## 2015-08-11 15.933691 16.040807 15.817646 15.880133 65868600 15.880133
## 2015-08-12 15.728378 15.755157 15.192791 15.639113 141600100 15.639113
## 2015-08-13 15.674819 15.790864 15.567703 15.728379 67456200 15.728379
## 2015-08-14 15.683745 15.799790 15.656967 15.799790 52710300 15.799790
## 2015-08-17 15.719454 15.897981 15.674820 15.862276 42310000 15.862276
## 2015-08-18 15.817641 15.978317 15.755156 15.790863 50360700 15.790863
## 2015-08-19 15.665890 15.790862 15.567701 15.585552 78540500 15.585552
## 2015-08-20 15.344543 15.353470 14.924999 14.924999 149185400 14.924999
## 2015-08-21 14.460831 14.871447 14.371566 14.371566 148874300 14.371566
## 2015-08-24 13.407506 14.264444 13.032596 13.648520 214649500 13.648520
## 2015-08-25 14.460828 14.460828 13.612816 13.621742 194377000 13.621742
## 2015-08-26 14.112696 14.335856 13.693153 14.335856 174208500 14.335856
## 2015-08-27 14.621498 14.683984 14.362632 14.675058 124185400 14.675058
## 2015-08-28 14.639353 14.675059 14.460825 14.603648 75899300 14.603648
## 2015-08-31 14.576869 14.621500 14.442972 14.585795 66695200 14.585795
## 2015-09-01 14.237665 14.326929 13.800270 13.907387 119064000 13.907387
## 2015-09-02 14.167088 14.202909 13.943209 14.193954 74820400 14.193954
## 2015-09-03 14.301415 14.498429 14.211863 14.274549 77175800 14.274549
## 2015-09-04 14.140221 14.202908 13.880521 14.014849 104539500 14.014849
## 2015-09-08 14.292460 14.471564 14.238729 14.471564 73960200 14.471564
## 2015-09-09 14.659623 14.740218 14.176043 14.238729 70466100 14.238729
## 2015-09-10 14.211865 14.426790 14.158134 14.364104 71110200 14.364104
## 2015-09-11 14.319327 14.382013 14.238731 14.364104 54287700 14.364104
## 2015-09-14 14.301415 14.390967 14.238729 14.292460 50640900 14.292460
## 2015-09-15 14.364102 14.677531 14.337236 14.605890 62327100 14.605890
## 2015-09-16 14.641712 14.677532 14.408878 14.623802 83776400 14.623802
## 2015-09-17 14.587980 14.758128 14.131266 14.202907 119088200 14.202907
## 2015-09-18 14.041715 14.068581 13.880522 13.934253 136531200 13.934253
## 2015-09-21 14.032758 14.104400 13.943207 14.059624 79096200 14.059624
## 2015-09-22 13.871568 13.952164 13.835747 13.943209 92235200 13.943209
## 2015-09-23 13.970074 14.193953 13.952164 14.077536 78117500 14.077536
## 2015-09-24 13.916342 13.987983 13.790969 13.925297 99520100 13.925297
## 2015-09-25 14.220820 14.346192 14.158134 14.229775 88655000 14.229775
## 2015-09-28 14.140223 14.167088 13.773060 13.853657 91324300 13.853657
## 2015-09-29 13.880522 13.907387 13.656642 13.746194 79829400 13.746194
## 2015-09-30 13.925299 13.970075 13.719330 13.952165 71347100 13.952165
## 2015-10-01 13.898431 14.005894 13.755149 13.925297 71516800 13.925297
## 2015-10-02 13.504405 13.773060 13.101422 13.773060 181838400 13.773060
## 2015-10-05 13.835745 14.140221 13.826790 14.050669 75315300 14.050669
## 2015-10-06 14.041714 14.167086 13.943207 14.050669 67473700 14.050669
## 2015-10-07 14.131268 14.265595 13.943209 14.104402 66655600 14.104402
## 2015-10-08 14.077536 14.131268 13.889478 14.104402 79056900 14.104402
## 2015-10-09 14.104403 14.167089 13.880524 13.952165 76667100 13.952165
## 2015-10-12 13.970072 13.987983 13.817834 13.898431 50725800 13.898431
## 2015-10-13 13.835745 13.961117 13.790969 13.898431 73689800 13.898431
## 2015-10-14 14.122311 14.256639 13.925297 14.005894 122272400 14.005894
## 2015-10-15 14.158130 14.579025 14.077534 14.498428 127028800 14.498428
## 2015-10-16 14.587984 14.587984 14.355149 14.435746 66989500 14.435746
## 2015-10-19 14.328282 14.516340 14.310372 14.453654 62953500 14.453654
## 2015-10-20 14.471564 14.587983 14.417833 14.507386 50797800 14.507386
## 2015-10-21 14.561115 14.587982 14.238729 14.238729 64440400 14.238729
## 2015-10-22 14.328281 14.507386 14.328281 14.471564 74116600 14.471564
## 2015-10-23 14.587980 14.820813 14.552158 14.793948 82285800 14.793948
## 2015-10-26 14.793947 14.820812 14.632754 14.784992 67702800 14.784992
## 2015-10-27 14.686486 14.749171 14.596933 14.686486 56159300 14.686486
## 2015-10-28 14.731263 15.501407 14.731263 15.474543 147720100 15.474543
## 2015-10-29 15.367079 15.617825 15.196930 15.304393 95542300 15.304393
## 2015-10-30 15.384990 15.384990 15.008873 15.026784 87645800 15.026784
## 2015-11-02 15.134248 15.349171 15.107383 15.277530 56948200 15.277530
## 2015-11-03 15.232749 15.456628 15.214839 15.384987 66127100 15.384987
## 2015-11-04 15.492450 15.501405 15.187974 15.232751 78728400 15.232751
## 2015-11-05 15.250666 15.555142 15.250666 15.501409 85505500 15.501409
## 2015-11-06 15.976033 16.199913 15.904392 16.074541 158037500 16.074541
## 2015-11-09 16.146182 16.190957 15.725287 15.832750 129920700 15.832750
## 2015-11-10 15.787974 16.065586 15.725288 15.984989 59905800 15.984989
## 2015-11-11 16.110362 16.110362 15.832752 15.895438 59235000 15.895438
## 2015-11-12 15.743198 15.787973 15.537229 15.555140 77850900 15.555140
## 2015-11-13 15.340215 15.501408 15.304395 15.402903 103574900 15.402903
## 2015-11-16 15.340215 15.635736 15.232754 15.608871 70384300 15.608871
## 2015-11-17 15.671557 15.761109 15.528275 15.599916 70488600 15.599916
## 2015-11-18 15.608867 16.002895 15.608867 15.976029 85708300 15.976029
## 2015-11-19 15.922301 15.984986 15.779018 15.841704 51829700 15.841704
## 2015-11-20 15.949170 15.967081 15.752157 15.805888 56288300 15.805888
## 2015-11-23 15.779019 15.877525 15.635735 15.644690 50362900 15.644690
## 2015-11-24 15.456632 15.734243 15.447677 15.644690 58724200 15.644690
## 2015-11-25 15.680509 15.734240 15.590958 15.617824 34939000 15.617824
## 2015-11-27 15.635735 15.671556 15.519318 15.653646 22937500 15.653646
## 2015-11-30 15.653647 15.743199 15.599916 15.608871 61893700 15.608871
## 2015-12-01 15.689472 15.949171 15.653651 15.949171 74351800 15.949171
## 2015-12-02 16.056928 16.065909 15.760576 15.823440 76919000 15.823440
## 2015-12-03 15.877327 15.958150 15.491170 15.536071 95810100 15.536071
## 2015-12-04 15.661796 16.012030 15.607912 15.985088 103021700 15.985088
## 2015-12-07 15.976111 15.985089 15.661797 15.751601 81633300 15.751601
## 2015-12-08 15.616892 15.679755 15.383402 15.437286 84873500 15.437286
## 2015-12-09 15.365441 15.607910 15.149912 15.356460 82418100 15.356460
## 2015-12-10 15.401366 15.634856 15.230738 15.446269 68395000 15.446269
## 2015-12-11 15.239717 15.320541 14.943365 15.024189 91503900 15.024189
## 2015-12-14 15.051127 15.167871 14.817637 15.087048 121121200 15.087048
## 2015-12-15 15.284621 15.706700 15.257680 15.643837 99737200 15.643837
## 2015-12-16 15.850383 15.967129 15.473207 15.940187 171576700 15.940187
## 2015-12-17 15.985090 16.012032 15.536071 15.536071 97265700 15.536071
## 2015-12-18 15.437287 15.509129 15.051129 15.051129 136737800 15.051129
## 2015-12-21 15.248694 15.293597 15.060106 15.239713 65150300 15.239713
## 2015-12-22 15.311559 15.365443 15.131952 15.338501 56173500 15.338501
## 2015-12-23 15.410343 15.571990 15.356461 15.571990 65770700 15.571990
## 2015-12-24 15.554032 15.607913 15.464227 15.509130 29369400 15.509130
## 2015-12-28 15.464228 15.473210 15.248700 15.383405 41777500 15.383405
## 2015-12-29 15.491170 15.580974 15.410346 15.518112 45670400 15.518112
## 2015-12-30 15.446266 15.482186 15.302579 15.311558 35066400 15.311558
## 2015-12-31 15.275637 15.329519 15.113990 15.113990 47153000 15.113990
## 2016-01-04 14.772739 14.808659 14.593130 14.754777 114888000 14.754777
## 2016-01-05 14.835600 14.898463 14.575169 14.754777 66670000 14.754777
## 2016-01-06 14.539250 14.629054 14.386583 14.440465 102760800 14.440465
## 2016-01-07 14.126149 14.278815 13.865718 13.919600 116255900 13.919600
## 2016-01-08 14.314737 14.314737 13.614266 13.650188 124782400 13.650188
## 2016-01-11 13.704072 13.802856 13.416700 13.748974 104611700 13.748974
## 2016-01-12 13.955523 13.991444 13.524464 13.748974 100023500 13.748974
## 2016-01-13 13.892658 13.937560 13.335874 13.380776 119413000 13.380776
## 2016-01-14 13.479565 13.650192 13.156271 13.461604 125920000 13.461604
## 2016-01-15 12.940739 13.165249 12.689288 12.985641 172296100 12.985641
## 2016-01-19 13.192188 13.281992 12.581522 12.788071 185727400 12.788071
## 2016-01-20 12.383954 12.572542 11.916974 12.294150 250537600 12.294150
## 2016-01-21 12.276188 12.428855 11.899012 11.997796 188976000 11.997796
## 2016-01-22 12.258228 12.321091 12.096582 12.177405 169999800 12.177405
## 2016-01-25 12.159444 12.168425 11.620621 11.638582 186419100 11.638582
## 2016-01-26 11.737366 11.988817 11.710425 11.952895 124246900 11.952895
## 2016-01-27 11.854110 12.330070 11.845129 11.997796 124095800 11.997796
## 2016-01-28 12.204345 12.312110 11.907993 12.150463 110996200 12.150463
## 2016-01-29 12.267209 12.707248 12.204347 12.698268 159984100 12.698268
## 2016-02-01 12.617443 12.653365 12.392934 12.536620 105739400 12.536620
## 2016-02-02 12.339052 12.348032 11.791248 11.881052 147101200 11.881052
## 2016-02-03 11.925955 11.934935 11.243445 11.701445 257664600 11.701445
## 2016-02-04 11.575719 12.204346 11.575719 11.899013 179394400 11.899013
## 2016-02-05 11.961875 12.024738 11.575719 11.629601 125842800 11.629601
## 2016-02-08 11.378148 11.405090 10.893208 11.018933 221363600 11.018933
## 2016-02-09 10.767483 11.162620 10.740542 10.956071 247349000 10.956071
## 2016-02-10 11.153642 11.261407 10.695642 10.758505 227530000 10.758505
## 2016-02-11 10.291524 10.372347 9.869445 10.022112 375088700 10.022112
## 2016-02-12 10.309484 10.803405 10.237641 10.731562 245388400 10.731562
## 2016-02-16 11.117719 11.126699 10.875249 11.000974 194306700 11.000974
## 2016-02-17 11.288346 11.396111 11.198543 11.279366 221859400 11.279366
## 2016-02-18 11.414071 11.441012 10.866268 10.991993 161539400 10.991993
## 2016-02-19 10.974033 10.991994 10.758504 10.893210 121045600 10.893210
## 2016-02-22 10.893209 11.261405 10.893209 11.261405 88865500 11.261405
## 2016-02-23 11.198542 11.207522 10.866268 10.920150 104498700 10.920150
## 2016-02-24 10.740543 10.911171 10.462151 10.893210 159552800 10.893210
## 2016-02-25 10.902190 11.072817 10.857288 11.063837 103054600 11.063837
## 2016-02-26 11.216504 11.629602 11.135680 11.405092 160314400 11.405092
## 2016-02-29 11.405090 11.548776 11.234463 11.243443 123661100 11.243443
## 2016-03-01 11.351213 11.863095 11.333252 11.845134 153558200 11.845134
## 2016-03-02 11.899217 12.178669 11.836115 12.088523 139622500 12.088523
## 2016-03-03 12.061481 12.214729 11.944292 12.169656 105082700 12.169656
## 2016-03-04 12.404032 12.521222 12.160639 12.205712 171410900 12.205712
## 2016-03-07 12.124581 12.277828 12.052464 12.196697 97650300 12.196697
## 2016-03-08 12.079509 12.142611 11.763999 11.773014 125894800 11.773014
## 2016-03-09 11.872176 11.962321 11.718928 11.845132 92253800 11.845132
## 2016-03-10 11.926260 12.079507 11.718925 11.962318 123016200 11.962318
## 2016-03-11 12.115565 12.476148 12.052464 12.431075 120400600 12.431075
## 2016-03-14 12.367975 12.386005 12.160641 12.295859 87746800 12.295859
## 2016-03-15 12.178672 12.259803 12.070497 12.232759 80404000 12.232759
## 2016-03-16 12.178670 12.449107 11.800059 11.998379 149645400 11.998379
## 2016-03-17 11.917247 12.151625 11.763999 12.079509 122212300 12.079509
## 2016-03-18 12.331915 12.512206 12.214726 12.431075 146616200 12.431075
## 2016-03-21 12.440090 12.647425 12.367973 12.476148 104695700 12.476148
## 2016-03-22 12.322902 12.476149 12.286844 12.404033 83252100 12.404033
## 2016-03-23 12.413049 12.467137 12.259802 12.277831 95789700 12.277831
## 2016-03-24 12.088524 12.340932 11.962320 12.331917 94836500 12.331917
## 2016-03-28 12.376991 12.386006 12.205715 12.277831 54498500 12.277831
## 2016-03-29 12.205714 12.205714 11.953306 12.097539 101606800 12.097539
## 2016-03-30 12.160640 12.313887 12.133596 12.151625 85897000 12.151625
## 2016-03-31 12.160641 12.358962 12.124583 12.187685 79592100 12.187685
## 2016-04-01 12.142611 12.304873 12.007393 12.223742 73130900 12.223742
## 2016-04-04 12.205713 12.304873 12.088523 12.178669 59709600 12.178669
## 2016-04-05 11.989364 12.025422 11.863160 11.890204 78445900 11.890204
## 2016-04-06 11.899216 11.989362 11.818085 11.962318 62558500 11.962318
## 2016-04-07 11.854145 11.908232 11.493562 11.583708 105704500 11.583708
## 2016-04-08 11.745971 11.845132 11.592724 11.610753 76548100 11.610753
## 2016-04-11 11.646811 11.800059 11.610753 11.691884 79411500 11.691884
## 2016-04-12 11.718925 12.016405 11.655823 11.962318 100791600 11.962318
## 2016-04-13 12.214726 12.485162 12.196697 12.431075 138647200 12.431075
## 2016-04-14 12.358960 12.872790 12.349945 12.746586 179383300 12.746586
## 2016-04-15 12.863774 12.881803 12.575308 12.620381 87958700 12.620381
## 2016-04-18 12.485163 12.836731 12.458119 12.773629 81998200 12.773629
## 2016-04-19 12.854761 13.107169 12.836732 13.026038 107153600 13.026038
## 2016-04-20 13.125196 13.467750 13.098153 13.458735 115628700 13.458735
## 2016-04-21 13.458736 13.648041 13.296474 13.431692 121589000 13.431692
## 2016-04-22 13.404647 13.648040 13.404647 13.620996 83456600 13.620996
## 2016-04-25 13.539869 13.648044 13.350564 13.485782 70489500 13.485782
## 2016-04-26 13.539867 13.648042 13.341547 13.602969 84812400 13.602969
## 2016-04-27 13.539866 13.792274 13.503808 13.539866 115789000 13.539866
## 2016-04-28 13.449724 13.593957 13.305491 13.332535 78639300 13.332535
## 2016-04-29 13.278446 13.386620 13.008009 13.125198 122128100 13.125198
## 2016-05-02 13.143226 13.323518 12.980964 13.314503 68882800 13.314503
## 2016-05-03 13.080126 13.080126 12.755602 12.944908 110549000 12.944908
## 2016-05-04 12.701515 12.863777 12.620384 12.737573 99269700 12.737573
## 2016-05-05 12.755602 12.908849 12.620383 12.665456 73145900 12.665456
## 2016-05-06 12.467134 12.746586 12.440091 12.719542 76595100 12.719542
## 2016-05-09 12.692500 12.791660 12.539253 12.611369 55399600 12.611369
## 2016-05-10 12.692501 12.917865 12.665457 12.890821 59870500 12.890821
## 2016-05-11 12.845748 13.071112 12.791660 12.800675 68088900 12.800675
## 2016-05-12 12.890819 13.044066 12.665455 12.746586 72567100 12.746586
## 2016-05-13 12.755602 12.953922 12.503194 12.512209 86193900 12.512209
## 2016-05-16 12.458121 12.638412 12.440092 12.557281 57848600 12.557281
## 2016-05-17 12.521223 12.737573 12.458121 12.629398 76273800 12.629398
## 2016-05-18 12.638413 13.296475 12.629398 13.242388 150748500 13.242388
## 2016-05-19 13.161258 13.404651 13.008010 13.098156 106156900 13.098156
## 2016-05-20 13.197317 13.251404 13.008011 13.089142 81214000 13.089142
## 2016-05-23 13.107171 13.161258 12.980967 13.044069 66303200 13.044069
## 2016-05-24 13.161260 13.296478 13.098158 13.233376 96183700 13.233376
## 2016-05-25 13.368590 13.657056 13.368590 13.449721 123498700 13.449721
## 2016-05-26 13.503810 13.512824 13.242387 13.251402 65356600 13.251402
## 2016-05-27 13.305488 13.413663 13.242386 13.413663 62411300 13.413663
## 2016-05-31 13.548884 13.566914 13.278448 13.332535 85635900 13.332535
## 2016-06-01 13.205900 13.477255 13.070223 13.441074 62612100 13.441074
## 2016-06-02 13.522480 13.549616 13.359668 13.513435 64327300 13.513435
## 2016-06-03 13.079270 13.115450 12.835051 13.043089 148600900 13.043089
## 2016-06-06 13.061180 13.296353 12.997864 13.133541 80949300 13.133541
## 2016-06-07 13.151632 13.205902 12.970729 12.979774 67447100 12.979774
## 2016-06-08 12.979773 13.079269 12.934547 13.052134 58292900 13.052134
## 2016-06-09 12.952635 12.952635 12.735552 12.835048 74814900 12.835048
## 2016-06-10 12.645104 12.663194 12.437066 12.509427 90725700 12.509427
## 2016-06-13 12.337567 12.581785 12.283296 12.301386 71925000 12.301386
## 2016-06-14 12.265206 12.418973 11.912446 11.993852 85377800 11.993852
## 2016-06-15 12.102395 12.355658 12.011943 12.066214 100659100 12.066214
## 2016-06-16 11.966718 12.057169 11.776770 12.039079 90152000 12.039079
## 2016-06-17 12.102394 12.238071 12.011942 12.120484 89022300 12.120484
## 2016-06-20 12.428019 12.527515 12.219981 12.247116 89874000 12.247116
## 2016-06-21 12.319476 12.346611 12.165709 12.319476 73810800 12.319476
## 2016-06-22 12.301386 12.464198 12.292341 12.310431 77980500 12.310431
## 2016-06-23 12.518470 12.708418 12.500380 12.699373 82494600 12.699373
## 2016-06-24 11.803906 12.156666 11.731545 11.758680 231499200 11.758680
## 2016-06-27 11.550641 11.550641 10.899391 11.016978 250847700 11.016978
## 2016-06-28 11.369740 11.505417 11.170747 11.487327 150136300 11.487327
## 2016-06-29 11.821996 11.957673 11.686319 11.930538 118484000 11.930538
## 2016-06-30 12.093347 12.102393 11.821993 12.002896 125773900 12.002896
## 2016-07-01 11.930535 12.002896 11.776768 11.849129 88888100 11.849129
## 2016-07-05 11.695364 11.704409 11.424009 11.523506 98246500 11.523506
## 2016-07-06 11.324510 11.686316 11.261194 11.632045 94983300 11.632045
## 2016-07-07 11.641092 11.858175 11.613957 11.767724 101100300 11.767724
## 2016-07-08 12.011945 12.048125 11.858177 11.912448 92698900 11.912448
## 2016-07-11 12.020988 12.120485 11.939582 11.948627 67267300 11.948627
## 2016-07-12 12.129529 12.301387 12.120484 12.247116 89070600 12.247116
## 2016-07-13 12.210936 12.283297 12.048123 12.156665 74595600 12.156665
## 2016-07-14 12.418974 12.464200 12.337568 12.346613 97852100 12.346613
## 2016-07-15 12.464200 12.473245 12.229026 12.355658 78652500 12.355658
## 2016-07-18 12.518470 12.871231 12.500380 12.762689 187187100 12.762689
## 2016-07-19 12.717465 12.997865 12.690330 12.898368 96940100 12.898368
## 2016-07-20 12.979771 13.052132 12.898365 13.024997 79277900 13.024997
## 2016-07-21 13.052133 13.088314 12.898366 12.907411 65376300 12.907411
## 2016-07-22 12.898365 13.024997 12.826004 13.006907 46604800 13.006907
## 2016-07-25 12.943593 13.015954 12.916458 12.997864 46420800 12.997864
## 2016-07-26 12.952639 13.160677 12.943594 13.142587 60205600 13.142587
## 2016-07-27 13.178763 13.296350 13.070222 13.233034 100986000 13.233034
## 2016-07-28 13.178767 13.287309 13.079271 13.278264 72049500 13.278264
## 2016-07-29 13.169720 13.296352 13.097359 13.106404 63276500 13.106404
## 2016-08-01 13.133540 13.205901 12.898366 12.961682 61460900 12.961682
## 2016-08-02 12.916458 13.070225 12.744600 12.780781 83776300 12.780781
## 2016-08-03 12.762689 13.097359 12.753644 13.097359 65305400 13.097359
## 2016-08-04 13.097359 13.151630 12.988817 13.097359 46176600 13.097359
## 2016-08-05 13.341578 13.621977 13.341578 13.612932 120947800 13.612932
## 2016-08-08 13.640066 13.721473 13.495344 13.685292 71960300 13.685292
## 2016-08-09 13.667201 13.739562 13.631020 13.739562 49973300 13.739562
## 2016-08-10 13.712429 13.730519 13.368714 13.395849 79080700 13.395849
## 2016-08-11 13.413939 13.540571 13.341578 13.459165 68945400 13.459165
## 2016-08-12 13.359668 13.486300 13.296352 13.486300 63031300 13.486300
## 2016-08-15 13.540568 13.594839 13.522478 13.585794 48592100 13.585794
## 2016-08-16 13.540570 13.739563 13.504390 13.721473 80307500 13.721473
## 2016-08-17 13.712427 13.784788 13.640066 13.703382 93407300 13.703382
## 2016-08-18 13.667202 13.784789 13.621977 13.712428 62804300 13.712428
## 2016-08-19 13.685296 13.793837 13.612935 13.766702 59834800 13.766702
## 2016-08-22 13.748608 13.793834 13.676247 13.730518 60877100 13.730518
## 2016-08-23 13.802881 13.938558 13.802881 13.884287 67817900 13.884287
## 2016-08-24 13.902376 14.019962 13.893330 13.929511 65484900 13.929511
## 2016-08-25 13.947601 14.056143 13.929511 14.047098 67714400 14.047098
## 2016-08-26 14.119460 14.381769 14.092324 14.282272 126886300 14.282272
## 2016-08-29 14.300362 14.481264 14.273226 14.327497 120144900 14.327497
## 2016-08-30 14.327497 14.680258 14.291317 14.644078 121280600 14.644078
## 2016-08-31 14.730408 14.757670 14.430530 14.666797 127664300 14.666797
## 2016-09-01 14.675882 14.675882 14.312393 14.521399 128812600 14.521399
## 2016-09-02 14.485054 14.594100 14.376007 14.539577 100997300 14.539577
## 2016-09-06 14.585010 14.594098 14.266958 14.339656 96542200 14.339656
## 2016-09-07 14.285131 14.403266 14.221521 14.266957 63310300 14.266957
## 2016-09-08 14.330567 14.485050 14.248782 14.412352 69292700 14.412352
## 2016-09-09 14.457790 14.675884 14.303307 14.303307 135182500 14.303307
## 2016-09-12 14.221520 14.485050 14.067037 14.448701 109724000 14.448701
## 2016-09-13 14.239695 14.412352 14.130648 14.285131 89317600 14.285131
## 2016-09-14 14.239695 14.394178 14.139735 14.203346 75528100 14.203346
## 2016-09-15 14.212435 14.312395 14.157912 14.239697 67322600 14.239697
## 2016-09-16 14.230606 14.248780 14.067036 14.076123 90926200 14.076123
## 2016-09-19 14.130650 14.339656 14.130650 14.166999 66186400 14.166999
## 2016-09-20 14.303306 14.321481 14.094300 14.176085 68210400 14.176085
## 2016-09-21 14.276042 14.385089 13.985251 14.221519 95464600 14.221519
## 2016-09-22 14.257870 14.276045 14.085213 14.176085 75611300 14.176085
## 2016-09-23 14.112476 14.239698 14.085215 14.103389 51604400 14.103389
## 2016-09-26 13.994341 14.030690 13.649026 13.712637 94972100 13.712637
## 2016-09-27 13.639938 13.939817 13.458194 13.894381 81992600 13.894381
## 2016-09-28 13.957992 13.985253 13.767160 13.976166 66076400 13.976166
## 2016-09-29 13.976165 14.085212 13.685374 13.776246 78997700 13.776246
## 2016-09-30 13.867117 14.294217 13.785332 14.221519 119428700 14.221519
## 2016-10-03 14.166997 14.294218 14.085212 14.203346 69873100 14.203346
## 2016-10-04 14.266958 14.585010 14.239696 14.357830 98501500 14.357830
## 2016-10-05 14.503227 14.748582 14.503227 14.639536 86056900 14.639536
## 2016-10-06 14.694058 14.748581 14.575925 14.739493 75886700 14.739493
## 2016-10-07 14.712233 14.766756 14.521400 14.657708 99605400 14.657708
## 2016-10-10 14.739491 14.903062 14.703143 14.812189 64158500 14.812189
## 2016-10-11 14.775844 14.839454 14.557750 14.639536 77374000 14.639536
## 2016-10-12 14.621359 14.757668 14.548662 14.566837 67165800 14.566837
## 2016-10-13 14.621360 14.621360 14.176086 14.385092 78637000 14.385092
## 2016-10-14 14.675886 14.748583 14.485054 14.539577 108865700 14.539577
## 2016-10-17 14.694058 14.721320 14.448702 14.585010 101795500 14.585010
## 2016-10-18 14.712232 14.784929 14.639534 14.775842 71433100 14.775842
## 2016-10-19 14.812188 15.021196 14.794015 14.966671 97969000 14.966671
## 2016-10-20 14.948500 15.112069 14.912150 15.048458 88081200 15.048458
## 2016-10-21 14.957586 15.148419 14.903064 15.148419 77954900 15.148419
## 2016-10-24 15.221119 15.266554 15.093898 15.239293 68244800 15.239293
## 2016-10-25 15.184766 15.284726 15.157505 15.193853 49350300 15.193853
## 2016-10-26 15.121160 15.330168 15.102987 15.330168 58730400 15.330168
## 2016-10-27 15.402860 15.539167 15.321075 15.366510 97937300 15.366510
## 2016-10-28 15.402864 15.430125 14.993938 15.157508 115123600 15.157508
## 2016-10-31 15.157507 15.202943 14.993937 14.993937 70387600 14.993937
## 2016-11-01 15.048459 15.221117 14.839454 15.093897 88587100 15.093897
## 2016-11-02 14.957586 15.048458 14.794017 14.975761 119202000 14.975761
## 2016-11-03 14.975761 15.148418 14.948500 14.975761 69690400 14.975761
## 2016-11-04 15.021198 15.184767 14.857627 15.039371 82437400 15.039371
## 2016-11-07 15.321077 15.484648 15.311989 15.457385 91581900 15.457385
## 2016-11-08 15.284727 15.548257 15.184766 15.448297 95842800 15.448297
## 2016-11-09 16.048060 16.402461 15.811791 16.329763 319516900 16.329763
## 2016-11-10 16.593289 17.256657 16.584202 17.047651 304986400 17.047651
## 2016-11-11 16.938602 17.293006 16.929515 17.283918 212952500 17.283918
## 2016-11-14 17.638319 18.356212 17.629232 18.247164 320959900 18.247164
## 2016-11-15 17.983641 18.338042 17.810983 18.319868 190293100 18.319868
## 2016-11-16 17.974550 18.138118 17.883676 17.947287 126734500 17.947287
## 2016-11-17 17.956373 18.374384 17.901850 18.247164 167979200 18.247164
## 2016-11-18 18.228987 18.301685 18.056332 18.174465 120620200 18.174465
## 2016-11-21 18.265340 18.492520 18.183555 18.474346 117479100 18.474346
## 2016-11-22 18.474349 18.601569 18.283518 18.447086 104771800 18.447086
## 2016-11-23 18.556132 18.774225 18.356213 18.683352 110801300 18.683352
## 2016-11-25 18.737879 18.974146 18.628832 18.955973 62610400 18.955973
## 2016-11-28 18.783315 18.946885 18.401651 18.447086 108651200 18.447086
## 2016-11-29 18.519783 18.665181 18.401650 18.438000 114216800 18.438000
## 2016-11-30 18.944211 19.327292 18.898605 19.263445 191699600 19.263445
## 2016-12-01 19.537071 20.011362 19.464104 19.610039 199233900 19.610039
## 2016-12-02 19.600916 19.610037 19.172231 19.363771 128468700 19.363771
## 2016-12-05 19.582677 19.947517 19.573556 19.920153 130377300 19.920153
## 2016-12-06 20.148174 20.212021 19.810698 20.212021 120789200 20.212021
## 2016-12-07 20.239388 20.585983 20.020485 20.585983 168005200 20.585983
## 2016-12-08 20.786646 21.197088 20.695436 20.932581 182693900 20.932581
## 2016-12-09 20.932578 21.133238 20.777522 21.060270 130590400 21.060270
## 2016-12-12 20.978177 21.206201 20.558614 20.622461 136986000 20.622461
## 2016-12-13 20.795757 20.868725 20.330591 20.622461 118204100 20.622461
## 2016-12-14 20.348834 21.251808 20.257624 20.677189 225340900 20.677189
## 2016-12-15 20.886972 21.333898 20.795762 21.124117 162025800 21.124117
## 2016-12-16 21.124115 21.270051 20.658947 20.668068 147497700 20.668068
## 2016-12-19 20.613340 20.722791 20.367075 20.503889 97508900 20.503889
## 2016-12-20 20.640707 20.823127 20.622467 20.713675 83879500 20.713675
## 2016-12-21 20.722790 20.722790 20.494766 20.640701 61079100 20.640701
## 2016-12-22 20.613342 20.731914 20.494769 20.558617 67123500 20.558617
## 2016-12-23 20.531257 20.658951 20.458290 20.613346 38187800 20.613346
## 2016-12-27 20.713669 20.741032 20.558614 20.622461 39988600 20.622461
## 2016-12-28 20.631587 20.677191 20.303232 20.367079 52652900 20.367079
## 2016-12-29 20.367077 20.421802 19.856304 20.066086 79188400 20.066086
## 2016-12-30 20.084335 20.303238 20.020490 20.157303 72605900 20.157303
## 2017-01-03 20.613344 20.686311 20.248507 20.549498 99298100 20.549498
## 2017-01-04 20.722797 20.941700 20.613347 20.932581 76875100 20.932581
## 2017-01-05 20.814001 20.914332 20.385317 20.686308 86826400 20.686308
## 2017-01-06 20.777518 20.841364 20.576856 20.686308 66281500 20.686308
## 2017-01-09 20.531251 20.713669 20.430921 20.567734 75901500 20.567734
## 2017-01-10 20.604218 21.105869 20.558614 20.923452 100977700 20.923452
## 2017-01-11 20.923456 21.042027 20.722793 21.042027 92385600 21.042027
## 2017-01-12 20.987301 21.087632 20.622464 20.905212 120474200 20.905212
## 2017-01-13 21.169721 21.352141 20.795762 20.987303 161930900 20.987303
## 2017-01-17 20.686312 20.786643 20.075208 20.111691 152495900 20.111691
## 2017-01-18 20.339710 20.658944 20.157292 20.640701 124366000 20.640701
## 2017-01-19 20.731916 20.804883 20.440046 20.549498 75990800 20.549498
## 2017-01-20 20.668073 20.914338 20.540380 20.649830 102564900 20.649830
## 2017-01-23 20.631588 20.759280 20.449168 20.576860 61385600 20.576860
## 2017-01-24 20.622469 21.069394 20.503895 20.932581 98508700 20.932581
## 2017-01-25 21.270053 21.361263 21.069392 21.315659 99753300 21.315659
## 2017-01-26 21.352139 21.479832 21.233568 21.379503 84146400 21.379503
## 2017-01-27 21.370382 21.388625 21.233568 21.306536 54590200 21.306536
## 2017-01-30 21.160605 21.160605 20.713676 20.932581 91561200 20.932581
## 2017-01-31 20.768403 21.005549 20.522138 20.649830 91044300 20.649830
## 2017-02-01 20.950821 21.178844 20.814007 20.877853 103630900 20.877853
## 2017-02-02 20.741037 20.786642 20.531255 20.722794 88679100 20.722794
## 2017-02-03 21.114995 21.297414 20.932577 21.242689 116035100 21.242689
## 2017-02-06 21.115001 21.324782 21.042033 21.087639 92228400 21.087639
## 2017-02-07 21.233566 21.242687 20.850486 20.886969 87982900 20.886969
## 2017-02-08 20.731915 20.731915 20.476529 20.677189 102264500 20.677189
## 2017-02-09 20.759284 21.115001 20.649832 21.087639 102634200 21.087639
## 2017-02-10 21.151482 21.197086 20.941699 21.051151 90548300 21.051151
## 2017-02-13 21.133237 21.470713 21.133237 21.343019 105342500 21.343019
## 2017-02-14 21.343016 22.045329 21.279170 21.944998 139711400 21.944998
## 2017-02-15 22.200388 22.592589 21.990607 22.419291 151233300 22.419291
## 2017-02-16 22.382808 22.455776 22.163904 22.419291 98144500 22.419291
## 2017-02-17 22.145667 22.419295 22.072700 22.364569 85789200 22.364569
## 2017-02-21 22.428412 22.619951 22.419291 22.601711 78571500 22.601711
## 2017-02-22 22.446655 22.756767 22.382808 22.610832 81531900 22.610832
## 2017-02-23 22.610832 22.702039 22.355444 22.419291 85846000 22.419291
## 2017-02-24 21.999731 22.209512 21.908521 22.100061 97074400 22.100061
## 2017-02-27 22.072696 22.492259 22.063575 22.410170 69129100 22.410170
## 2017-02-28 22.328083 22.528745 22.273357 22.510502 90242000 22.510502
## 2017-03-01 23.210382 23.429952 23.073149 23.329315 143947500 23.329315
## 2017-03-02 23.493987 23.603771 23.054848 23.082293 99824600 23.082293
## 2017-03-03 23.146334 23.466541 23.146334 23.274418 92456100 23.274418
## 2017-03-06 23.173784 23.192082 22.945065 23.100594 75660400 23.100594
## 2017-03-07 23.073148 23.201232 22.963364 23.063999 64053700 23.063999
## 2017-03-08 23.420803 23.576331 23.073149 23.109745 105314600 23.109745
## 2017-03-09 23.192081 23.356759 23.082296 23.192081 78984600 23.192081
## 2017-03-10 23.439100 23.439100 22.954215 23.155487 86998800 23.155487
## 2017-03-13 23.146338 23.246975 22.990809 23.146338 56886200 23.146338
## 2017-03-14 23.045706 23.182937 22.917622 23.164639 63182700 23.164639
## 2017-03-15 23.228677 23.375057 22.835281 23.036554 114662700 23.036554
## 2017-03-16 23.091443 23.320162 23.045701 23.073145 70306200 23.073145
## 2017-03-17 23.073143 23.118888 22.716343 22.743790 105222400 22.743790
## 2017-03-20 22.487629 22.652306 22.341249 22.359547 87287500 22.359547
## 2017-03-21 22.414442 22.469334 20.996387 21.060427 259545800 21.060427
## 2017-03-22 20.721919 21.206803 20.538945 20.987234 167984400 20.987234
## 2017-03-23 21.078720 21.490412 20.959785 21.106165 111666800 21.106165
## 2017-03-24 21.225107 21.362337 20.822561 21.151917 113499100 21.151917
## 2017-03-27 20.383418 21.087870 20.273632 21.069574 119513500 21.069574
## 2017-03-28 21.051273 21.655090 21.042124 21.481264 95761700 21.481264
## 2017-03-29 21.508711 21.636793 21.325735 21.362331 67204500 21.362331
## 2017-03-30 21.389777 21.938703 21.344035 21.838068 79189200 21.838068
## 2017-03-31 21.801472 21.929554 21.581902 21.581902 77158300 21.581902
## 2017-04-03 21.636795 21.728282 21.115316 21.581902 88076600 21.581902
## 2017-04-04 21.225102 21.508712 21.225102 21.444672 75244400 21.444672
## 2017-04-05 21.746578 21.847213 21.179356 21.197653 97453300 21.197653
## 2017-04-06 21.197660 21.462973 21.005536 21.279999 82975200 21.279999
## 2017-04-07 21.069574 21.353185 20.978086 21.188507 79519400 21.188507
## 2017-04-10 21.161062 21.298295 20.959791 21.060427 63254700 21.060427
## 2017-04-11 20.886596 20.996382 20.657877 20.968935 94206700 20.968935
## 2017-04-12 20.932340 20.987235 20.685326 20.721920 76556300 20.721920
## 2017-04-13 20.639581 21.005531 20.438309 20.438309 88061800 20.438309
## 2017-04-17 20.456609 20.886599 20.365121 20.868301 85053200 20.868301
## 2017-04-18 21.142766 21.179360 20.474905 20.776814 146488400 20.776814
## 2017-04-19 20.968938 21.179359 20.749367 20.804260 101771800 20.804260
## 2017-04-20 21.005528 21.197652 20.877446 21.106165 103802600 21.106165
## 2017-04-21 21.069576 21.115319 20.667030 20.776814 127235400 20.776814
## 2017-04-24 21.261696 21.819769 21.261696 21.618496 138638900 21.618496
## 2017-04-25 21.947853 22.277208 21.874663 21.938704 131531100 21.938704
## 2017-04-26 21.956998 22.130825 21.828917 21.856361 95172200 21.856361
## 2017-04-27 21.865510 21.892956 21.462964 21.636791 80024200 21.636791
## 2017-04-28 21.563609 21.700840 21.334890 21.353188 69384900 21.353188
## 2017-05-01 21.517863 21.746582 21.362335 21.600203 72382900 21.600203
## 2017-05-02 21.600204 21.655096 21.344038 21.527014 60262600 21.527014
## 2017-05-03 21.380629 21.755728 21.353182 21.746578 64272800 21.746578
## 2017-05-04 21.938701 22.002741 21.709982 21.819767 68133400 21.819767
## 2017-05-05 21.938707 21.947856 21.591054 21.719137 56678800 21.719137
## 2017-05-08 21.728281 22.011891 21.728281 21.920404 56016500 21.920404
## 2017-05-09 21.984449 22.240612 21.838069 21.938704 61622000 21.938704
## 2017-05-10 21.874663 22.112531 21.838069 22.094233 48495300 22.094233
## 2017-05-11 22.048484 22.167418 21.810617 22.021038 68350800 22.021038
## 2017-05-12 21.883809 21.956999 21.728280 21.956999 62589000 21.956999
## 2017-05-15 22.011892 22.085082 21.938703 22.011892 50688800 22.011892
## 2017-05-16 22.021041 22.112528 21.902108 21.947851 55774800 21.947851
## 2017-05-17 21.380634 21.453824 20.548096 20.648733 190353300 20.648733
## 2017-05-18 20.685327 21.042128 20.584690 20.804260 108444100 20.804260
## 2017-05-19 20.959790 21.316591 20.923196 21.087872 89566700 21.087872
## 2017-05-22 21.215955 21.261698 20.877451 21.078724 74839400 21.078724
## 2017-05-23 21.069577 21.499567 20.895750 21.398930 79020000 21.398930
## 2017-05-24 21.444673 21.472117 21.243399 21.371483 58823200 21.371483
## 2017-05-25 21.417224 21.572753 21.243397 21.270844 60443500 21.270844
## 2017-05-26 21.252551 21.426378 21.197659 21.261700 50399500 21.261700
## 2017-05-30 21.161059 21.234249 20.932340 20.959787 61307900 20.959787
## 2017-05-31 20.909305 20.927661 20.275967 20.569689 138636300 20.569689
## 2017-06-01 20.633941 20.780801 20.468722 20.771622 69725100 20.771622
## 2017-06-02 20.441192 20.734913 20.340225 20.606411 79722300 20.606411
## 2017-06-05 20.597226 20.835875 20.551330 20.569689 51590300 20.569689
## 2017-06-06 20.376934 20.569687 20.257608 20.404469 71735600 20.404469
## 2017-06-07 20.468722 20.762446 20.441187 20.744087 66429700 20.744087
## 2017-06-08 20.762444 21.303991 20.744085 21.083700 93685900 21.083700
## 2017-06-09 21.313172 21.726219 21.303993 21.726219 108254300 21.726219
## 2017-06-12 21.863893 22.065828 21.781284 21.827179 85829900 21.827179
## 2017-06-13 21.983224 22.130085 21.717038 21.818005 68047300 21.818005
## 2017-06-14 21.616070 21.854719 21.294814 21.808826 102352400 21.808826
## 2017-06-15 21.616071 21.983225 21.542641 21.606894 69707500 21.606894
## 2017-06-16 21.625247 21.680322 21.450852 21.505924 57745800 21.505924
## 2017-06-19 21.671144 22.029116 21.661964 21.946507 58587800 21.946507
## 2017-06-20 21.946507 22.019937 21.551818 21.560997 59693500 21.560997
## 2017-06-21 21.570174 21.634426 21.175486 21.230558 72432800 21.230558
## 2017-06-22 21.221386 21.294817 21.019452 21.046988 64763300 21.046988
## 2017-06-23 21.212206 21.212206 20.872590 20.946020 85399600 20.946020
## 2017-06-26 21.028630 21.239741 20.863411 21.010271 61307800 21.010271
## 2017-06-27 21.203026 21.661966 21.111238 21.359066 88257800 21.359066
## 2017-06-28 21.597714 21.992400 21.597714 21.918970 119049300 21.918970
## 2017-06-29 22.561489 22.644098 22.065835 22.322840 150501200 22.322840
## 2017-06-30 22.598201 22.598201 22.185154 22.267763 84005200 22.267763
## 2017-07-03 22.451341 22.864387 22.432985 22.653275 58129700 22.653275
## 2017-07-05 22.763421 22.901105 22.598205 22.873568 76172500 22.873568
## 2017-07-06 22.855209 23.047965 22.662455 22.680811 84465400 22.680811
## 2017-07-07 22.873565 22.946996 22.625738 22.790956 54478800 22.790956
## 2017-07-10 22.689991 22.937820 22.616561 22.846031 54632800 22.846031
## 2017-07-11 22.836850 22.864388 22.451341 22.579845 69410600 22.579845
## 2017-07-12 22.414624 22.579842 22.304477 22.350372 68708700 22.350372
## 2017-07-13 22.423808 22.607383 22.368736 22.598206 55533400 22.598206
## 2017-07-14 22.212690 22.322835 21.863895 22.221867 92625400 22.221867
## 2017-07-17 22.231049 22.231049 21.964865 22.047474 81522000 22.047474
## 2017-07-18 21.946511 22.084192 21.671148 21.937332 107981400 21.937332
## 2017-07-19 22.075011 22.212695 21.854720 22.084190 74140100 22.084190
## 2017-07-20 22.047472 22.139261 21.873075 21.974043 62793500 21.974043
## 2017-07-21 21.882253 21.992398 21.717035 21.845537 65922500 21.845537
## 2017-07-24 21.790467 22.056653 21.781289 21.946507 51382700 21.946507
## 2017-07-25 22.258588 22.644097 22.249409 22.469700 86154700 22.469700
## 2017-07-26 22.644093 22.644093 22.157615 22.221867 65704700 22.221867
## 2017-07-27 22.267768 22.442166 22.056657 22.130087 62902100 22.130087
## 2017-07-28 22.075010 22.221871 21.992401 22.056654 50143400 22.056654
## 2017-07-31 22.139265 22.304482 22.111728 22.139265 62272000 22.139265
## 2017-08-01 22.295301 22.478876 22.276943 22.442162 52782500 22.442162
## 2017-08-02 22.432988 22.570669 22.267769 22.570669 55317100 22.570669
## 2017-08-03 22.533951 22.579845 22.322839 22.368734 53210600 22.368734
## 2017-08-04 22.653274 23.020426 22.625737 22.919458 105206600 22.919458
## 2017-08-07 22.956173 22.992887 22.855206 22.910278 41860900 22.910278
## 2017-08-08 22.901106 23.268257 22.781781 22.855211 73399300 22.855211
## 2017-08-09 22.579844 22.735883 22.451340 22.708347 56910400 22.708347
## 2017-08-10 22.561489 22.561489 22.111728 22.139265 78023700 22.139265
## 2017-08-11 22.093370 22.249409 21.845541 21.900616 68157400 21.900616
## 2017-08-14 22.240228 22.478877 22.185155 22.414625 54989500 22.414625
## 2017-08-15 22.717529 22.809317 22.442166 22.460522 45143200 22.460522
## 2017-08-16 22.524772 22.598202 22.102546 22.203514 59188900 22.203514
## 2017-08-17 22.093372 22.185160 21.680327 21.698683 78969300 21.698683
## 2017-08-18 21.625246 21.937326 21.524281 21.680321 60461200 21.680321
## 2017-08-21 21.643609 21.698681 21.239741 21.460032 70124800 21.460032
## 2017-08-22 21.661967 21.928151 21.634430 21.873079 59228600 21.873079
## 2017-08-23 21.671145 22.001580 21.652786 21.808826 39825500 21.808826
## 2017-08-24 21.964866 21.974046 21.735396 21.882257 39178700 21.882257
## 2017-08-25 21.928150 22.093369 21.799647 21.818005 43511900 21.818005
## 2017-08-28 21.882257 21.937329 21.634429 21.772110 37155000 21.772110
## 2017-08-29 21.313172 21.753757 21.221386 21.643610 60897200 21.643610
## 2017-08-30 21.892701 22.178700 21.735862 22.021862 58412900 22.021862
## 2017-08-31 22.169474 22.178700 21.938831 22.040312 62362400 22.040312
## 2017-09-01 22.049542 22.307863 21.957283 22.224831 56233900 22.224831
## 2017-09-05 21.984962 21.984962 21.431417 21.505222 108605400 21.505222
## 2017-09-06 21.671285 21.754317 21.412963 21.597479 64188900 21.597479
## 2017-09-07 21.569803 21.597481 20.988581 21.191547 103501200 21.191547
## 2017-09-08 21.154645 21.431417 21.080839 21.117741 68365000 21.117741
## 2017-09-11 21.422186 21.597476 21.293026 21.551348 73741000 21.551348
## 2017-09-12 21.643604 22.169473 21.634380 22.095667 99658500 22.095667
## 2017-09-13 22.067993 22.464700 22.021865 22.446249 86339800 22.446249
## 2017-09-14 22.492374 22.639987 22.326312 22.363214 70051000 22.363214
## 2017-09-15 22.335536 22.520052 22.280183 22.492374 85937600 22.492374
## 2017-09-18 22.529281 22.852182 22.520055 22.787603 68076400 22.787603
## 2017-09-19 22.787601 23.055147 22.713795 22.935213 56218100 22.935213
## 2017-09-20 22.953666 23.285794 22.759927 23.119730 82289900 23.119730
## 2017-09-21 23.110499 23.322693 22.990565 23.211983 57864000 23.211983
## 2017-09-22 23.073599 23.128954 22.925987 23.082825 61446000 23.082825
## 2017-09-25 23.009021 23.138181 22.676893 22.842957 62361700 22.842957
## 2017-09-26 22.907534 23.027468 22.778375 22.889082 53012700 22.889082
## 2017-09-27 23.350371 23.654820 23.230437 23.442629 92877400 23.442629
## 2017-09-28 23.608694 23.654821 23.378050 23.479534 64991400 23.479534
## 2017-09-29 23.442626 23.507206 23.350368 23.378046 66232600 23.378046
## 2017-10-02 23.488752 23.664042 23.424172 23.636366 54001400 23.636366
## 2017-10-03 23.756308 23.922371 23.636374 23.857792 55946900 23.857792
## 2017-10-04 23.857786 23.940818 23.710174 23.719398 53402800 23.719398
## 2017-10-05 23.774760 24.199144 23.673277 24.106886 62636900 24.106886
## 2017-10-06 24.217593 24.263721 24.023853 24.180689 53900600 24.180689
## 2017-10-09 24.226820 24.236046 23.765532 23.848564 55172500 23.848564
## 2017-10-10 23.830113 23.940823 23.719404 23.922371 46133800 23.922371
## 2017-10-11 23.922368 23.922368 23.664048 23.830111 51652300 23.830111
## 2017-10-12 23.867015 23.922369 23.378050 23.479534 71770000 23.479534
## 2017-10-13 23.414951 23.986949 23.175084 23.830111 104196900 23.830111
## 2017-10-16 23.867011 24.291395 23.867011 24.208363 71927200 24.208363
## 2017-10-17 24.328303 24.383656 24.088433 24.171465 48644400 24.171465
## 2017-10-18 24.300625 24.494364 24.291399 24.429785 55382500 24.429785
## 2017-10-19 24.171461 24.531265 24.125332 24.522039 54542700 24.522039
## 2017-10-20 24.946426 25.075586 24.817265 25.066360 83764700 25.066360
## 2017-10-23 25.112494 25.306235 24.992560 25.057140 69607700 25.057140
## 2017-10-24 25.232427 25.684489 25.223201 25.536877 90346500 25.536877
## 2017-10-25 25.730613 25.758292 25.223198 25.490744 81265300 25.490744
## 2017-10-26 25.546102 25.813648 25.536876 25.592230 55342500 25.592230
## 2017-10-27 25.536877 25.795197 25.481523 25.647585 58856700 25.647585
## 2017-10-30 25.509195 25.610678 25.333905 25.463066 51357600 25.463066
## 2017-10-31 25.499969 25.573775 25.223197 25.269325 50311200 25.269325
## 2017-11-01 25.499968 25.583001 25.241649 25.398487 46527700 25.398487
## 2017-11-02 25.380038 25.776746 25.167847 25.712166 59692000 25.712166
## 2017-11-03 25.583001 25.666033 25.481519 25.666033 37816100 25.666033
## 2017-11-06 25.592228 25.666034 25.481520 25.601454 37261000 25.601454
## 2017-11-07 25.592225 25.619902 24.927971 25.075583 68342100 25.075583
## 2017-11-08 24.872618 24.872618 24.439009 24.715782 83128200 24.715782
## 2017-11-09 24.439009 24.595847 24.097657 24.439009 95448600 24.439009
## 2017-11-10 24.531270 24.669656 24.411334 24.457464 61105300 24.457464
## 2017-11-13 24.226814 24.429780 24.116104 24.355974 55902200 24.355974
## 2017-11-14 24.226814 24.309846 24.060751 24.208363 61596800 24.208363
## 2017-11-15 23.977721 24.844942 23.811657 24.715782 98274900 24.715782
## 2017-11-16 24.826493 24.955653 24.669655 24.688107 54565200 24.688107
## 2017-11-17 24.457457 24.660423 24.392878 24.558941 48420700 24.558941
## 2017-11-20 24.669649 24.761906 24.485135 24.669649 46328800 24.669649
## 2017-11-21 24.725006 24.780363 24.623525 24.660427 57749100 24.660427
## 2017-11-22 24.697333 24.817268 24.531270 24.595850 38103200 24.595850
## 2017-11-24 24.651199 24.669651 24.512814 24.531265 14273600 24.531265
## 2017-11-27 24.466685 24.835715 24.457459 24.531265 44828600 24.531265
## 2017-11-28 24.558944 25.555325 24.512815 25.499969 99765000 25.499969
## 2017-11-29 25.850546 26.284156 25.684482 26.090416 119728400 26.090416
## 2017-11-30 26.516611 26.609260 26.016296 26.099682 122131900 26.099682
## 2017-12-01 26.173808 26.414700 25.478928 26.034832 137774800 26.034832
## 2017-12-04 26.729708 27.155900 26.701912 26.924273 145661700 26.924273
## 2017-12-05 26.961333 27.146633 26.729706 26.803827 91349800 26.803827
## 2017-12-06 26.618521 26.840882 26.470280 26.535135 74593800 26.535135
## 2017-12-07 26.766768 26.840888 26.284986 26.664854 80706100 26.664854
## 2017-12-08 26.887215 26.952070 26.646323 26.915009 60991300 26.915009
## 2017-12-11 26.896481 27.026191 26.776034 26.813095 54001900 26.813095
## 2017-12-12 27.165165 27.331936 26.785297 27.165165 76017200 27.165165
## 2017-12-13 27.155899 27.276347 26.711177 26.720442 79980600 26.720442
## 2017-12-14 26.924272 27.035454 26.599995 26.618526 60615800 26.618526
## 2017-12-15 26.785296 27.035453 26.627790 26.905743 129859400 26.905743
## 2017-12-18 27.137371 27.331936 27.118840 27.313406 70548600 27.313406
## 2017-12-19 27.424585 27.461644 27.211489 27.285610 67984100 27.285610
## 2017-12-20 27.572828 27.646948 27.285612 27.313406 81271200 27.313406
## 2017-12-21 27.415322 27.776659 27.406056 27.628418 72953200 27.628418
## 2017-12-22 27.776658 27.822984 27.443116 27.684006 54203000 27.684006
## 2017-12-26 27.554299 27.739601 27.406058 27.591360 42371200 27.591360
## 2017-12-27 27.480179 27.545034 27.424588 27.545034 35111800 27.545034
## 2017-12-28 27.545033 27.628419 27.480178 27.609888 37914900 27.609888
## 2017-12-29 27.656211 27.684005 27.350464 27.350464 40672000 27.350464
## 2018-01-02 27.563565 27.702541 27.433855 27.702541 57121600 27.702541
## 2018-01-03 27.702540 27.739601 27.507974 27.609888 57865700 27.609888
## 2018-01-04 27.767389 28.202849 27.684003 27.971222 76512500 27.971222
## 2018-01-05 28.137998 28.184323 27.841514 28.100937 56445200 28.100937
## 2018-01-08 28.008285 28.045345 27.841513 27.906370 42914800 27.906370
## 2018-01-09 27.980490 28.295503 27.915633 28.045345 69479100 28.045345
## 2018-01-10 28.137999 28.471540 28.082406 28.304768 63532800 28.304768
## 2018-01-11 28.406683 28.434479 28.212118 28.406683 59318300 28.406683
## 2018-01-12 28.610517 28.907001 28.508602 28.897736 66371600 28.897736
## 2018-01-16 29.407307 29.453633 28.749489 28.944054 104467900 28.944054
## 2018-01-17 28.721695 28.990383 28.110201 28.888466 124382900 28.888466
## 2018-01-18 29.027442 29.379514 28.916260 29.166418 76463800 29.166418
## 2018-01-19 29.259069 29.407310 29.147887 29.388779 66491000 29.388779
## 2018-01-22 29.342451 29.592609 29.259066 29.592609 53848800 29.592609
## 2018-01-23 29.518492 29.768648 29.453636 29.574081 56531400 29.574081
## 2018-01-24 29.657466 29.842768 29.481431 29.731588 81585000 29.731588
## 2018-01-25 29.870566 29.879829 29.583347 29.731588 62265800 29.731588
## 2018-01-26 29.750118 29.833504 29.601877 29.833504 52699900 29.833504
## 2018-01-29 29.879831 30.065133 29.814975 29.907625 59126500 29.907625
## 2018-01-30 29.601875 29.833502 29.509224 29.537018 60555800 29.537018
## 2018-01-31 29.694527 29.916891 29.601879 29.648203 65734100 29.648203
## 2018-02-01 29.648203 30.111456 29.611142 30.111456 62367400 30.111456
## 2018-02-02 30.055863 30.268959 29.518491 29.601877 96971900 29.601877
## 2018-02-05 28.832877 29.629672 27.007659 28.036081 155908300 28.036081
## 2018-02-06 27.248549 28.990382 27.146632 28.906996 165878400 28.906996
## 2018-02-07 28.832878 29.407311 28.591986 28.953323 101180500 28.953323
## 2018-02-08 29.008910 29.073765 27.545031 27.554296 128981300 27.554296
## 2018-02-09 27.952696 28.360360 26.989128 28.100937 143071100 28.100937
## 2018-02-12 28.369623 29.129358 28.295502 28.832876 95055100 28.832876
## 2018-02-13 28.758756 29.092297 28.499333 28.888466 76727300 28.888466
## 2018-02-14 28.879203 29.675997 28.777286 29.648203 97251500 29.648203
## 2018-02-15 30.009541 30.083664 29.527760 29.842770 68117400 29.842770
## 2018-02-16 29.648203 29.889093 29.574083 29.620407 62137800 29.620407
## 2018-02-20 29.611139 29.796441 29.416574 29.583345 58573900 29.583345
## 2018-02-21 29.462897 29.991005 29.435102 29.527754 72210300 29.527754
## 2018-02-22 29.638938 29.777913 29.268335 29.360987 64749700 29.360987
## 2018-02-23 29.462901 29.703794 29.425841 29.675997 53626300 29.675997
## 2018-02-26 29.805704 30.055862 29.694525 30.037331 61796300 30.037331
## 2018-02-27 29.944684 30.435731 29.944684 29.953951 69235500 29.953951
## 2018-02-28 30.102191 30.361611 29.731587 29.740850 72044000 29.740850
## 2018-03-01 29.824552 30.084945 29.164265 29.275862 90547100 29.275862
## 2018-03-02 28.941070 29.471160 28.485376 29.415359 82739100 29.415359
## 2018-03-05 29.154966 30.084947 28.987569 29.880354 70543100 29.880354
## 2018-03-06 30.038445 30.057045 29.712953 29.861750 50832600 29.861750
## 2018-03-07 29.480456 29.973346 29.368857 29.926847 52763900 29.926847
## 2018-03-08 29.936148 30.010548 29.582755 29.945450 53139800 29.945450
## 2018-03-09 30.196545 30.438340 30.131447 30.429041 73905800 30.429041
## 2018-03-12 30.401142 30.735935 30.354642 30.540640 60322800 30.540640
## 2018-03-13 30.661536 30.680136 30.038445 30.094246 63347500 30.094246
## 2018-03-14 30.270941 30.270941 29.694353 29.889648 58011400 29.889648
## 2018-03-15 30.029148 30.075646 29.694353 29.852448 41964200 29.852448
## 2018-03-16 29.861749 30.289540 29.833850 29.917545 83447600 29.917545
## 2018-03-19 29.880348 29.964047 29.461855 29.740850 57363200 29.740850
## 2018-03-20 29.815250 29.945447 29.647851 29.740850 44784500 29.740850
## 2018-03-21 29.759451 30.177944 29.461856 29.638554 64546300 29.638554
## 2018-03-22 29.238663 29.285161 28.290079 28.410976 110271900 28.410976
## 2018-03-23 28.541179 28.559777 27.016005 27.127604 115740200 27.127604
## 2018-03-26 27.797188 28.420276 27.573993 28.308680 83297000 28.308680
## 2018-03-27 28.503974 28.522573 27.164797 27.453093 85821800 27.453093
## 2018-03-28 27.704194 27.862289 26.978806 27.332199 79396100 27.332199
## 2018-03-29 27.499591 28.029680 27.257795 27.890184 65678300 27.890184
## 2018-04-02 27.713489 27.955284 26.737008 27.257797 86644200 27.257797
## 2018-04-03 27.471696 27.573993 27.062502 27.518194 69698700 27.518194
## 2018-04-04 26.969504 27.871586 26.923006 27.787888 66640800 27.787888
## 2018-04-05 28.066881 28.410974 28.011083 28.197079 55765500 28.197079
## 2018-04-06 27.908785 28.169182 27.313597 27.555391 79687600 27.555391
## 2018-04-09 27.732085 28.485370 27.676286 27.778585 65917500 27.778585
## 2018-04-10 28.345879 28.438877 28.113383 28.345879 60540500 28.345879
## 2018-04-11 28.038986 28.122684 27.797189 27.806490 62211500 27.806490
## 2018-04-12 28.104081 28.643472 28.057583 28.503975 57989100 28.503975
## 2018-04-13 28.950368 28.987569 27.490295 27.713491 99254500 27.713491
## 2018-04-16 27.973882 28.243578 27.406592 27.834385 110588900 27.834385
## 2018-04-17 28.057588 28.243585 27.787892 27.936691 83475900 27.936691
## 2018-04-18 27.927386 28.104081 27.434495 27.462395 79743200 27.462395
## 2018-04-19 27.480993 28.122682 27.471695 28.066883 80902600 28.066883
## 2018-04-20 28.141285 28.392381 28.020386 28.141285 65554600 28.141285
## 2018-04-23 28.150580 28.271478 28.011083 28.197079 50686300 28.197079
## 2018-04-24 28.327274 28.699269 27.899483 28.076181 81486800 28.076181
## 2018-04-25 27.983190 28.215686 27.713494 28.029688 65893500 28.029688
## 2018-04-26 27.936687 28.159883 27.890187 27.964586 45936700 27.964586
## 2018-04-27 27.890185 28.094780 27.871584 28.038982 47411200 28.038982
## 2018-04-30 28.150583 28.299380 27.825089 27.825089 55153900 27.825089
## 2018-05-01 27.825089 27.862287 27.546095 27.852989 52871700 27.852989
## 2018-05-02 27.852991 27.964588 27.490295 27.508896 68234600 27.508896
## 2018-05-03 27.443794 27.453094 26.439412 27.155500 110672700 27.155500
## 2018-05-04 26.960203 27.360096 26.802106 27.248497 58281900 27.248497
## 2018-05-07 27.378697 27.704191 27.276398 27.564692 46765200 27.564692
## 2018-05-08 27.685588 28.020381 27.592589 27.834385 65119800 27.834385
## 2018-05-09 27.992487 28.634176 27.973887 28.569075 72266500 28.569075
## 2018-05-10 28.466780 28.894571 28.290082 28.727173 54773200 28.727173
## 2018-05-11 28.745772 28.857371 28.652773 28.755072 42024800 28.755072
## 2018-05-14 28.866672 29.043368 28.857373 28.941071 41791600 28.941071
## 2018-05-15 28.755071 29.164264 28.689972 29.034065 64433500 29.034065
## 2018-05-16 28.996868 29.061967 28.848071 28.885269 43590100 28.885269
## 2018-05-17 28.866667 28.903865 28.522572 28.652769 45981500 28.652769
## 2018-05-18 28.615576 28.634177 28.113386 28.141285 58641700 28.141285
## 2018-05-21 28.383077 28.531875 28.345878 28.410976 34983300 28.410976
## 2018-05-22 28.457479 28.959669 28.401681 28.727173 61103000 28.727173
## 2018-05-23 28.559774 28.606274 27.973885 28.308680 73893100 28.308680
## 2018-05-24 28.271482 28.280782 27.741391 28.094784 62146200 28.094784
## 2018-05-25 27.908782 28.076179 27.787883 28.048279 44166700 28.048279
## 2018-05-29 27.676289 27.713488 26.690508 26.932302 135895000 26.932302
## 2018-05-30 27.239202 27.527496 27.118304 27.425198 79435300 27.425198
## 2018-05-31 27.266451 27.322477 26.920951 27.117046 97509300 27.117046
## 2018-06-01 27.537251 27.695994 27.369170 27.453211 64796600 27.453211
## 2018-06-04 27.593277 27.630630 27.387846 27.453211 43777000 27.453211
## 2018-06-05 27.369167 27.397181 27.135721 27.191750 47690800 27.191750
## 2018-06-06 27.350498 28.060171 27.341160 28.050835 74995800 28.050835
## 2018-06-07 28.200234 28.302948 27.910760 28.097517 68402700 28.097517
## 2018-06-08 28.022816 28.060166 27.836059 28.022816 49572900 28.022816
## 2018-06-11 28.134871 28.396331 28.069506 28.069506 46732800 28.069506
## 2018-06-12 28.172222 28.265601 27.780034 27.920101 49644600 27.920101
## 2018-06-13 27.994799 28.349637 27.733340 27.864069 68900200 27.864069
## 2018-06-14 28.050829 28.060164 27.434530 27.546585 77863200 27.546585
## 2018-06-15 27.313138 27.462543 26.958301 27.341152 105079500 27.341152
## 2018-06-18 27.023672 27.546589 26.902278 27.453211 52644100 27.453211
## 2018-06-19 27.117048 27.425196 27.033007 27.322479 65466200 27.322479
## 2018-06-20 27.471883 27.546585 27.247775 27.303802 52256500 27.303802
## 2018-06-21 27.275788 27.499897 27.079694 27.350492 68322600 27.350492
## 2018-06-22 27.509233 27.565261 27.070356 27.070356 76079200 27.070356
## 2018-06-25 26.948964 26.995652 26.388694 26.594126 73616400 26.594126
## 2018-06-26 26.631479 26.771547 26.155250 26.650156 56369300 26.650156
## 2018-06-27 26.622141 26.939627 26.370020 26.370020 61764400 26.370020
## 2018-06-28 26.519424 26.930288 26.426045 26.771545 71292100 26.771545
## 2018-06-29 27.163735 27.238438 26.313993 26.323332 102307600 26.323332
## 2018-07-02 26.220615 26.407372 25.987169 26.407372 52534300 26.407372
## 2018-07-03 26.454060 26.547439 25.903129 25.940481 40599000 25.940481
## 2018-07-05 26.099223 26.220614 25.968492 26.071209 44506800 26.071209
## 2018-07-06 25.968495 26.285982 25.800414 26.173929 39424900 26.173929
## 2018-07-09 26.360684 27.163737 26.351345 27.126385 61758900 27.126385
## 2018-07-10 27.285128 27.387845 26.846251 26.920954 58858400 26.920954
## 2018-07-11 26.771548 26.995656 26.724860 26.780886 50218900 26.780886
## 2018-07-12 26.986319 27.051683 26.762211 26.864927 51700700 26.864927
## 2018-07-13 26.724859 26.790223 26.351344 26.659492 75178000 26.659492
## 2018-07-16 26.874263 27.873410 26.827573 27.808046 129172000 27.808046
## 2018-07-17 27.910761 28.200236 27.621289 28.022816 87778900 28.022816
## 2018-07-18 27.938776 28.284276 27.864073 28.134869 59109200 28.134869
## 2018-07-19 27.948113 28.032154 27.677316 27.705330 59260600 27.705330
## 2018-07-20 27.658642 28.162883 27.509235 28.134869 80432700 28.134869
## 2018-07-23 28.144206 28.807192 28.134868 28.713814 74080200 28.713814
## 2018-07-24 28.807193 29.049977 28.620436 28.788517 64761500 28.788517
## 2018-07-25 28.667128 29.049979 28.639114 29.012627 57644100 29.012627
## 2018-07-26 29.124681 29.143354 28.844544 28.891235 46215000 28.891235
## 2018-07-27 28.937924 29.077991 28.760505 29.003288 57198900 29.003288
## 2018-07-30 29.077989 29.367463 29.068651 29.236732 58721000 29.236732
## 2018-07-31 29.283425 29.339451 28.779181 28.835207 64066000 28.835207
## 2018-08-01 29.152694 29.460842 29.106005 29.180708 69070700 29.180708
## 2018-08-02 28.928581 29.236729 28.825866 29.208717 46427200 29.208717
## 2018-08-03 29.115343 29.423491 29.096667 29.423491 50153800 29.423491
## 2018-08-06 29.367463 29.498192 29.246070 29.432827 41261500 29.432827
## 2018-08-07 29.460841 29.694287 29.404815 29.423491 43946200 29.423491
## 2018-08-08 29.423488 29.797001 29.395475 29.694284 43689600 29.694284
## 2018-08-09 29.628924 29.684952 29.460842 29.507532 38219100 29.507532
## 2018-08-10 29.162031 29.255410 28.853883 29.124681 55679800 29.124681
## 2018-08-13 29.021963 29.059315 28.433680 28.461693 63960600 28.461693
## 2018-08-14 28.583088 28.853884 28.405668 28.751169 42521200 28.751169
## 2018-08-15 28.461695 28.592425 28.162885 28.349642 59747900 28.349642
## 2018-08-16 28.536396 28.797856 28.499045 28.685801 44015400 28.685801
## 2018-08-17 28.629774 28.816532 28.527057 28.704477 39843500 28.704477
## 2018-08-20 28.657788 28.881895 28.620436 28.825869 40011000 28.825869
## 2018-08-21 28.863223 29.180709 28.788520 28.965939 53510600 28.965939
## 2018-08-22 28.872560 29.031303 28.835208 28.928587 33062900 28.928587
## 2018-08-23 28.891232 28.928583 28.704475 28.797853 38259100 28.797853
## 2018-08-24 28.891236 29.021965 28.807195 28.844545 43585000 28.844545
## 2018-08-27 28.975275 29.404814 28.937923 29.236732 47729300 29.236732
## 2018-08-28 29.283424 29.330113 29.124681 29.199383 38539000 29.199383
## 2018-08-29 29.171369 29.236733 29.012626 29.077990 46401800 29.077990
## 2018-08-30 28.965940 29.087332 28.900576 28.956602 47358900 28.956602
## 2018-08-31 28.835207 28.900574 28.592425 28.881897 49266000 28.881897
## 2018-09-04 28.863221 29.096667 28.779180 29.077990 44745600 29.077990
## 2018-09-05 29.012627 29.171370 28.919248 29.115343 48516700 29.115343
## 2018-09-06 29.134105 29.190405 28.833851 28.946447 42666000 28.946447
## 2018-09-07 29.087193 29.199789 28.740022 28.955832 49103800 28.955832
## 2018-09-10 28.974596 29.087192 28.852618 28.918299 34156200 28.918299
## 2018-09-11 28.824468 28.993362 28.805703 28.946447 53071000 28.946447
## 2018-09-12 28.974597 29.049660 28.505448 28.552364 59482300 28.552364
## 2018-09-13 28.646198 28.777558 28.223963 28.280260 59219500 28.280260
## 2018-09-14 28.270872 28.514829 28.252108 28.496065 33743900 28.496065
## 2018-09-17 28.467916 28.608660 28.289640 28.411619 35026600 28.411619
## 2018-09-18 28.458535 28.524215 28.270874 28.345938 49921700 28.345938
## 2018-09-19 28.270874 29.274853 28.270874 29.087193 92666300 29.087193
## 2018-09-20 29.368683 29.434365 29.218555 29.265472 83357400 29.265472
## 2018-09-21 29.406212 29.434362 29.059041 29.115341 85992100 29.115341
## 2018-09-24 29.068426 29.274852 28.768171 28.843235 45587700 28.843235
## 2018-09-25 28.946447 29.124725 28.711873 28.777554 40949900 28.777554
## 2018-09-26 28.815084 28.843234 28.205191 28.270872 57882400 28.270872
## 2018-09-27 28.374084 28.439764 28.083212 28.092596 45879700 28.092596
## 2018-09-28 27.820493 28.008153 27.604685 27.642216 74707600 27.642216
## 2018-10-01 27.848641 28.092599 27.717280 27.820492 53900900 27.820492
## 2018-10-02 27.754810 27.886171 27.463938 27.754810 42940300 27.754810
## 2018-10-03 27.970616 28.317786 27.886169 28.148893 61080300 28.148893
## 2018-10-04 28.308407 28.890152 28.280257 28.552364 72325700 28.552364
## 2018-10-05 28.711870 28.758784 28.195806 28.364700 51931000 28.364700
## 2018-10-08 28.195809 28.542979 28.064448 28.402235 47471600 28.402235
## 2018-10-09 28.177049 28.327176 28.026921 28.130133 58868600 28.130133
## 2018-10-10 28.130128 28.270872 27.407639 27.435789 88454400 27.435789
## 2018-10-11 27.107383 27.445171 26.516257 26.610088 111417300 26.610088
## 2018-10-12 27.201218 27.248134 26.018964 26.703920 102279200 26.703920
## 2018-10-15 26.732066 26.854045 25.934513 26.197237 114636100 26.197237
## 2018-10-16 26.497493 26.816514 26.178472 26.769600 87887800 26.769600
## 2018-10-17 26.619470 27.388873 26.422427 27.116766 79068700 27.116766
## 2018-10-18 26.900961 27.116769 26.403662 26.506876 77369200 26.506876
## 2018-10-19 26.403665 26.760218 26.244154 26.572559 64305400 26.572559
## 2018-10-22 26.572559 26.600708 25.624878 25.690559 89942900 25.690559
## 2018-10-23 24.761644 25.521666 24.498923 25.352772 102392500 25.352772
## 2018-10-24 25.202645 25.240176 24.470772 24.573986 86386600 24.573986
## 2018-10-25 24.752260 25.268324 24.564601 24.949303 73780400 24.949303
## 2018-10-26 24.705347 24.939921 24.283113 24.761644 91103500 24.761644
## 2018-10-29 25.043135 25.502899 24.667816 24.968071 89367000 24.968071
## 2018-10-30 25.108816 25.202647 24.695966 25.127583 79004800 25.127583
## 2018-10-31 25.427837 26.159708 25.390305 25.803156 92296300 25.803156
## 2018-11-01 26.056497 26.272305 25.906371 26.094028 49827300 26.094028
## 2018-11-02 26.281683 26.628851 25.821917 26.169086 69010200 26.169086
## 2018-11-05 26.225391 26.497496 26.169092 26.328602 41103100 26.328602
## 2018-11-06 26.291068 26.506876 26.028345 26.469343 43514400 26.469343
## 2018-11-07 26.666385 26.900960 26.403662 26.778982 56679200 26.778982
## 2018-11-08 26.741452 27.323197 26.675772 27.088623 49421200 27.088623
## 2018-11-09 26.976026 27.107387 26.628856 26.760218 43270600 26.760218
## 2018-11-12 26.628855 26.760217 25.934515 26.037729 50307500 26.037729
## 2018-11-13 26.037727 26.403662 25.981430 26.047110 57423400 26.047110
## 2018-11-14 26.225385 26.366129 25.127578 25.531044 69213300 25.531044
## 2018-11-15 25.465368 26.244154 25.221411 26.178474 66174800 26.178474
## 2018-11-16 25.981432 26.169090 25.728091 26.037729 52456100 26.037729
## 2018-11-19 26.065879 26.291069 25.840688 26.037729 46000000 26.037729
## 2018-11-20 25.728092 25.868836 25.305857 25.690559 92330600 25.690559
## 2018-11-21 25.887598 26.047108 25.568577 25.587343 40364400 25.587343
## 2018-11-23 25.409067 25.493513 25.221406 25.305853 22974100 25.305853
## 2018-11-26 25.502901 26.018964 25.427838 25.859453 53210700 25.859453
## 2018-11-27 25.737475 26.178474 25.699942 26.028347 43617100 26.028347
## 2018-11-28 26.159708 26.713303 25.859453 26.675772 61388100 26.675772
## 2018-11-29 26.441198 26.600708 26.244154 26.309837 46824600 26.309837
## 2018-11-30 26.216006 26.863428 26.150325 26.647621 64284600 26.647621
## 2018-12-03 27.201214 27.248130 26.610089 26.778982 59908700 26.778982
## 2018-12-04 26.572555 26.572555 25.080664 25.324621 103565700 25.324621
## 2018-12-06 24.749060 24.833979 24.088583 24.796238 133294200 24.796238
## 2018-12-07 24.673579 25.041561 23.871569 23.994230 107477600 23.994230
## 2018-12-10 23.758346 23.805523 22.918596 23.362059 110166900 23.362059
## 2018-12-11 23.786655 23.965928 23.145049 23.192225 78545000 23.192225
## 2018-12-12 23.465847 23.579071 22.994077 23.135607 87191800 23.135607
## 2018-12-13 23.267703 23.418670 22.909159 23.022383 64860100 23.022383
## 2018-12-14 22.814804 23.465848 22.758192 23.097866 92762600 23.097866
## 2018-12-17 22.890289 23.522462 22.795935 23.088432 98602800 23.088432
## 2018-12-18 23.277141 23.673428 22.937466 23.088432 89046300 23.088432
## 2018-12-19 23.069561 23.814957 22.711015 22.814804 121887600 22.814804
## 2018-12-20 22.503437 23.050690 22.418518 22.748758 112594000 22.748758
## 2018-12-21 22.560048 23.126172 21.946747 22.050537 160800400 22.050537
## 2018-12-24 21.474977 21.899569 21.380623 21.446671 64859100 21.446671
## 2018-12-26 21.616509 22.814805 21.408931 22.748758 100877800 22.748758
## 2018-12-27 22.437389 22.994078 22.069407 22.994078 91575400 22.994078
## 2018-12-28 23.201658 23.352624 22.890290 23.012949 78693800 23.012949
## 2018-12-31 23.182786 23.560201 22.994079 23.248833 56257300 23.248833
## 2019-01-02 22.720451 23.720603 22.654404 23.550766 71836300 23.550766
## 2019-01-03 23.531896 23.626250 23.069561 23.173349 66599600 23.173349
## 2019-01-04 23.682860 24.201807 23.616813 24.135759 83829100 24.135759
## 2019-01-07 24.116888 24.324469 23.862134 24.116888 57016300 24.116888
## 2019-01-08 24.267857 24.333906 23.673427 24.069714 67339400 24.069714
## 2019-01-09 24.220678 24.390516 23.956486 24.305597 69707200 24.305597
## 2019-01-10 24.116891 24.324472 23.984796 24.277294 65235800 24.277294
## 2019-01-11 24.088584 24.569789 24.022534 24.560354 63476000 24.560354
## 2019-01-14 24.315032 24.984945 24.164066 24.881157 76715400 24.881157
## 2019-01-15 24.730191 25.296315 24.579225 25.050995 80625500 25.050995
## 2019-01-16 26.541788 27.098477 26.287034 26.843723 163131700 26.843723
## 2019-01-17 26.739932 27.362668 26.504047 27.353233 107428800 27.353233
## 2019-01-18 27.381541 27.796697 27.089042 27.645731 97928200 27.645731
## 2019-01-22 27.343803 27.645735 27.258883 27.447592 84861400 27.447592
## 2019-01-23 27.570245 27.626859 27.004123 27.287184 79425900 27.287184
## 2019-01-24 27.126784 27.551378 27.117348 27.438152 59492300 27.438152
## 2019-01-25 27.626863 28.042019 27.494765 27.909924 72182100 27.909924
## 2019-01-28 27.664601 27.994841 27.636296 27.957098 59963800 27.957098
## 2019-01-29 27.872183 28.023149 27.683474 27.730650 51451900 27.730650
## 2019-01-30 27.758958 27.806134 27.315495 27.428719 66475800 27.428719
## 2019-01-31 27.126783 27.211702 26.400257 26.862591 100201200 26.862591
## 2019-02-01 26.985252 27.211701 26.711624 26.777672 64244100 26.777672
## 2019-02-04 26.862591 27.334362 26.815415 27.249443 55195900 27.249443
## 2019-02-05 27.221137 27.249442 26.956946 27.155090 46622600 27.155090
## 2019-02-06 27.051304 27.268318 26.928644 27.107916 35606900 27.107916
## 2019-02-07 26.928638 27.022990 26.324771 26.645575 62289200 26.645575
## 2019-02-08 26.560660 26.721062 26.287035 26.692757 50031300 26.692757
## 2019-02-11 26.739933 26.853157 26.617272 26.805981 47724400 26.805981
## 2019-02-12 27.004123 27.230573 26.966381 27.070171 49178100 27.070171
## 2019-02-13 27.240011 27.353235 27.041866 27.079609 48951200 27.079609
## 2019-02-14 26.758805 27.004125 26.522920 26.787109 47756600 26.787109
## 2019-02-15 27.136219 27.655165 27.051300 27.466459 65867000 27.466459
## 2019-02-19 27.296622 27.607990 27.126785 27.485329 40841300 27.485329
## 2019-02-20 27.457020 27.787260 27.372101 27.749517 42806300 27.749517
## 2019-02-21 27.674036 27.787261 27.466458 27.636295 42754100 27.636295
## 2019-02-22 27.409845 27.617425 27.324926 27.438152 47887800 27.438152
## 2019-02-25 27.475898 27.919361 27.475898 27.617428 61227400 27.617428
## 2019-02-26 27.381538 27.957097 27.324925 27.636295 53153200 27.636295
## 2019-02-27 27.645729 27.994840 27.560810 27.862745 48128600 27.862745
## 2019-02-28 27.976549 28.023966 27.511854 27.578239 62358100 27.578239
## 2019-03-01 27.815332 28.118807 27.701528 27.796364 45771500 27.796364
## 2019-03-04 27.815327 28.014483 27.284247 27.530821 56893200 27.530821
## 2019-03-05 27.521338 27.682559 27.217864 27.578239 39932500 27.578239
## 2019-03-06 27.511857 27.654110 27.312701 27.350636 41672000 27.350636
## 2019-03-07 27.189413 27.236830 26.800586 27.075609 53908600 27.075609
## 2019-03-08 26.610912 27.189411 26.563495 27.170444 40860700 27.170444
## 2019-03-11 27.217863 27.559270 27.217863 27.445469 40709300 27.445469
## 2019-03-12 27.502370 27.616173 27.398049 27.445469 34450000 27.445469
## 2019-03-13 27.549783 27.986029 27.483399 27.777391 54683300 27.777391
## 2019-03-14 27.796358 28.109316 27.729974 27.938612 45219100 27.938612
## 2019-03-15 27.919649 28.080870 27.748944 27.786877 82346200 27.786877
## 2019-03-18 27.862744 28.412791 27.815327 28.280022 58568600 28.280022
## 2019-03-19 28.460210 28.583495 28.014483 28.118801 55455100 28.118801
## 2019-03-20 28.090351 28.128285 27.123026 27.160959 81689900 27.160959
## 2019-03-21 26.980776 27.123028 26.591949 26.724718 77444400 26.724718
## 2019-03-22 26.468659 26.620396 25.330629 25.615137 118851600 25.615137
## 2019-03-25 25.520302 25.966029 25.235796 25.453917 65568000 25.453917
## 2019-03-26 25.747910 25.937582 25.491853 25.804811 59878500 25.804811
## 2019-03-27 25.691009 25.956550 25.558239 25.634108 57621700 25.634108
## 2019-03-28 25.795326 25.994481 25.624621 25.918612 45872300 25.918612
## 2019-03-29 26.127251 26.250538 25.890161 26.165186 83446300 26.165186
## 2019-04-01 26.459178 27.255799 26.411760 27.066128 91751100 27.066128
## 2019-04-02 26.999739 27.379084 26.885937 27.379084 66694000 27.379084
## 2019-04-03 27.568758 27.729979 27.217867 27.350636 63110600 27.350636
## 2019-04-04 27.360116 27.796359 27.350632 27.644623 53712100 27.644623
## 2019-04-05 27.805845 27.976549 27.483403 27.578239 46383400 27.578239
## 2019-04-08 27.398050 27.692043 27.379085 27.663591 35272800 27.663591
## 2019-04-09 27.502370 27.568755 27.255797 27.398050 40535300 27.398050
## 2019-04-10 27.407535 27.644625 27.265282 27.568756 42669700 27.568756
## 2019-04-11 27.739460 27.967066 27.492887 27.568756 50440100 27.568756
## 2019-04-12 28.033449 28.659365 28.033449 28.611948 100192000 28.611948
## 2019-04-15 28.545561 28.583494 28.128284 28.298988 57438800 28.298988
## 2019-04-16 27.786877 28.498145 27.502370 28.336924 105168400 28.336924
## 2019-04-17 28.289507 28.564531 27.938613 28.479179 94831600 28.479179
## 2019-04-18 28.403310 28.602465 28.280023 28.479179 61796600 28.479179
## 2019-04-22 28.384340 28.545561 28.242087 28.498142 34763400 28.498142
## 2019-04-23 28.441244 28.649882 28.374859 28.517113 41889700 28.517113
## 2019-04-24 28.403308 28.611946 28.308471 28.469692 40078100 28.469692
## 2019-04-25 28.365377 28.754204 28.355894 28.526598 43243800 28.526598
## 2019-04-26 28.611946 28.820583 28.498142 28.782650 40627500 28.782650
## 2019-04-29 28.858523 29.560308 28.839556 29.180965 68408600 29.180965
## 2019-04-30 29.209414 29.285282 28.839555 29.000776 47764200 29.000776
## 2019-05-01 28.981808 29.294766 28.621433 28.697302 56161000 28.697302
## 2019-05-02 28.697300 28.981807 28.592981 28.924906 40634100 28.924906
## 2019-05-03 29.076645 29.209414 28.924908 29.124062 35256100 29.124062
## 2019-05-06 28.555047 29.029226 28.517112 28.896454 39882000 28.896454
## 2019-05-07 28.602469 28.611952 28.099838 28.374863 58528400 28.374863
## 2019-05-08 28.194669 28.555046 28.137767 28.261053 39903400 28.261053
## 2019-05-09 27.900678 28.242088 27.767909 28.175701 44173500 28.175701
## 2019-05-10 27.938614 28.175704 27.682559 28.052418 59649900 28.052418
## 2019-05-13 27.464436 27.502371 26.601431 26.791103 72547000 26.791103
## 2019-05-14 26.895421 27.492885 26.753166 27.141994 52216100 27.141994
## 2019-05-15 26.648848 27.018708 26.563496 26.829037 51973200 26.829037
## 2019-05-16 26.990257 27.341150 26.961807 27.113544 42791500 27.113544
## 2019-05-17 26.791099 27.160958 26.762648 26.933353 43772500 26.933353
## 2019-05-20 26.933353 27.047156 26.781616 26.933353 41717600 26.933353
## 2019-05-21 27.094574 27.265279 26.980772 27.208378 39258700 27.208378
## 2019-05-22 27.037676 27.151478 26.885939 27.018709 29177600 27.018709
## 2019-05-23 26.677299 26.743686 26.079835 26.326408 59772900 26.326408
## 2019-05-24 26.487629 26.800587 26.421245 26.724718 35524400 26.724718
## 2019-05-28 26.601428 26.791100 26.440207 26.459175 44273400 26.459175
## 2019-05-29 26.108283 26.411757 25.966028 26.316921 49818900 26.316921
## 2019-05-30 26.335889 26.487626 25.586687 25.757391 58649300 25.757391
## 2019-05-31 25.131475 25.482368 25.112508 25.226311 68304200 25.226311
## 2019-06-03 25.216827 25.596170 25.036639 25.302179 50109900 25.302179
## 2019-06-04 25.776359 26.506596 25.738424 26.478144 58426400 26.478144
## 2019-06-05 26.402273 26.563494 26.041896 26.468658 44874400 26.468658
## 2019-06-06 26.468659 26.735635 26.258894 26.583076 38633600 26.583076
## 2019-06-07 26.459124 26.497264 26.144475 26.249359 51317200 26.249359
## 2019-06-10 26.564010 27.145632 26.544939 26.764240 48305800 26.764240
## 2019-06-11 27.059814 27.364930 26.830978 26.926327 38691800 26.926327
## 2019-06-12 26.888192 26.954935 26.564009 26.649822 33528900 26.649822
## 2019-06-13 26.668892 26.850054 26.516334 26.640289 33404200 26.640289
## 2019-06-14 26.611680 26.859586 26.487729 26.735634 37322100 26.735634
## 2019-06-17 26.707032 26.907262 26.497266 26.630753 33410100 26.630753
## 2019-06-18 26.716566 27.460281 26.535404 27.288656 60170700 27.288656
## 2019-06-19 27.364933 27.622371 26.983538 27.002609 61953500 27.002609
## 2019-06-20 27.260051 27.279122 26.554475 26.954937 60887200 26.954937
## 2019-06-21 26.878660 27.221911 26.773776 26.811916 69444000 26.811916
## 2019-06-24 26.773773 27.059817 26.592611 26.678425 40046400 26.678425
## 2019-06-25 26.716567 26.716567 26.106338 26.468662 46901300 26.468662
## 2019-06-26 26.640286 26.869121 26.554472 26.611681 42312300 26.611681
## 2019-06-27 26.773776 27.002612 26.754706 26.897728 35575600 26.897728
## 2019-06-28 27.660513 27.908418 27.393538 27.650978 101856900 27.650978
## 2019-07-01 28.108650 28.461438 27.889349 28.051441 48029900 28.051441
## 2019-07-02 27.975163 28.060976 27.584235 27.794001 32263500 27.794001
## 2019-07-03 27.832137 27.879811 27.584231 27.698648 26642300 27.698648
## 2019-07-05 27.994231 28.194461 27.793999 27.898882 33092000 27.898882
## 2019-07-08 27.660512 27.937021 27.593770 27.841675 30924400 27.841675
## 2019-07-09 27.622371 28.051439 27.593768 27.984695 28750100 27.984695
## 2019-07-10 27.813070 28.032371 27.612838 27.670048 40574800 27.670048
## 2019-07-11 27.746328 28.127721 27.679585 27.994234 37376800 27.994234
## 2019-07-12 28.070511 28.156325 27.994233 28.080046 29632900 28.080046
## 2019-07-15 28.127722 28.156327 27.727259 27.860746 46462100 27.860746
## 2019-07-16 27.813068 27.841673 27.517489 27.641441 54920400 27.641441
## 2019-07-17 27.746328 28.242139 27.650979 27.832142 84958300 27.832142
## 2019-07-18 27.917955 28.203998 27.822605 28.108650 49468800 28.108650
## 2019-07-19 28.165860 28.232604 28.013301 28.032372 44863200 28.032372
## 2019-07-22 27.927488 28.232602 27.917953 28.194462 31224300 28.194462
## 2019-07-23 28.366092 28.871438 28.318419 28.842833 64030300 28.842833
## 2019-07-24 28.671203 29.319571 28.642599 29.243292 53171900 29.243292
## 2019-07-25 29.310035 29.453056 28.804688 28.928642 43251900 28.928642
## 2019-07-26 29.147948 29.548410 29.004925 29.338644 46978800 29.338644
## 2019-07-29 29.290966 29.414920 29.071667 29.100271 39176700 29.100271
## 2019-07-30 28.804692 29.462596 28.747484 29.453060 37598300 29.453060
## 2019-07-31 29.395849 29.615149 29.167014 29.252827 60607600 29.252827
## 2019-08-01 29.128875 29.624687 27.994233 28.118185 76913400 28.118185
## 2019-08-02 27.994232 28.127719 27.565164 28.013300 57492300 28.013300
## 2019-08-05 27.202843 27.307724 26.420986 26.773775 96207700 26.773775
## 2019-08-06 27.088425 27.164704 26.401919 27.097960 65115800 27.097960
## 2019-08-07 26.325638 26.630751 25.858432 26.592611 75388500 26.592611
## 2019-08-08 26.802378 27.164700 26.764238 27.059816 53141900 27.059816
## 2019-08-09 26.954937 27.193308 26.668892 27.012146 53499600 27.012146
## 2019-08-12 26.535403 26.554472 26.182613 26.354240 55674700 26.354240
## 2019-08-13 26.287498 26.935865 26.106335 26.430519 69919200 26.430519
## 2019-08-14 25.686804 25.820290 25.057505 25.190992 106591700 25.190992
## 2019-08-15 25.343551 25.581922 24.990762 25.028902 70192000 25.028902
## 2019-08-16 25.295880 25.858434 25.210067 25.772621 70841700 25.772621
## 2019-08-19 26.354244 26.411455 25.877503 26.001457 44964800 26.001457
## 2019-08-20 25.763085 25.801223 25.457971 25.477039 47665000 25.477039
## 2019-08-21 25.677269 25.820291 25.543782 25.677269 47785400 25.677269
## 2019-08-22 25.829828 26.030058 25.705874 25.925177 49353700 25.925177
## 2019-08-23 25.696341 25.953780 25.038438 25.238668 81880700 25.238668
## 2019-08-26 25.457971 25.553318 25.257739 25.534250 41499100 25.534250
## 2019-08-27 25.610528 25.648666 25.057508 25.238668 52517000 25.238668
## 2019-08-28 25.000299 25.820295 24.990765 25.600994 45897900 25.600994
## 2019-08-29 25.744013 26.173081 25.667734 26.058662 55432900 26.058662
## 2019-08-30 26.220756 26.401919 26.077734 26.230291 41326200 26.230291
## 2019-09-03 25.944246 25.963317 25.372159 25.791689 50743100 25.791689
## 2019-09-04 26.049130 26.297035 25.896573 26.211222 40862500 26.211222
## 2019-09-05 26.729492 27.286157 26.681503 26.988630 63413700 26.988630
## 2019-09-06 26.892653 26.959837 26.460758 26.614321 56054100 26.614321
## 2019-09-09 26.873461 27.689263 26.844667 27.478113 68629300 27.478113
## 2019-09-10 27.727650 28.169144 27.650869 28.169144 71066200 28.169144
## 2019-09-11 28.188342 28.284317 27.737251 28.274719 53982200 28.274719
## 2019-09-12 28.044371 28.601036 27.746845 28.476267 72943900 28.476267
## 2019-09-13 28.792992 29.100117 28.668223 28.956152 79657000 28.956152
## 2019-09-16 28.485867 28.956153 28.447475 28.917761 43391300 28.917761
## 2019-09-17 28.649023 28.812183 28.399484 28.735403 48284900 28.735403
## 2019-09-18 28.572246 28.936957 28.361096 28.792992 66640400 28.792992
## 2019-09-19 28.792990 28.888967 28.553048 28.620232 43035700 28.620232
## 2019-09-20 28.764197 28.917760 28.380292 28.399487 167269000 28.399487
## 2019-09-23 28.130752 28.428282 27.996386 28.332304 52048300 28.332304
## 2019-09-24 28.409087 28.447477 27.583688 27.775642 64806900 27.775642
## 2019-09-25 27.622077 28.226729 27.622077 28.073166 45807700 28.073166
## 2019-09-26 28.034774 28.149947 27.881212 27.957993 33198100 27.957993
## 2019-09-27 28.226730 28.514659 28.034776 28.169144 41336600 28.169144
## 2019-09-30 28.303511 28.332304 27.910007 27.996386 39191000 27.996386
## 2019-10-01 28.255519 28.322702 27.266959 27.295753 49434400 27.295753
## 2019-10-02 27.065411 27.161386 26.691100 26.719894 52293100 26.719894
## 2019-10-03 26.643116 26.758287 26.067256 26.691103 53015800 26.691103
## 2019-10-04 26.729492 27.257363 26.719894 27.228571 42641800 27.228571
## 2019-10-07 27.190182 27.468516 27.046217 27.170986 36742400 27.170986
## 2019-10-08 26.748693 26.796680 26.355187 26.518347 58201100 26.518347
## 2019-10-09 26.710298 26.940642 26.633517 26.767883 37511400 26.767883
## 2019-10-10 26.911849 27.593282 26.911849 27.305353 48239300 27.305353
## 2019-10-11 27.823626 28.159545 27.698858 27.746845 70008600 27.746845
## 2019-10-14 27.583686 27.986788 27.574089 27.967592 36040100 27.967592
## 2019-10-15 28.159545 29.023335 27.938800 28.533854 78656000 28.533854
## 2019-10-16 29.148106 29.484023 28.936957 28.956152 87131700 28.956152
## 2019-10-17 29.080922 29.311268 28.792993 29.042532 55575900 29.042532
## 2019-10-18 28.917762 29.263279 28.888970 29.128912 48872900 29.128912
## 2019-10-21 29.436036 29.896724 29.397644 29.771954 61087400 29.771954
## 2019-10-22 29.723962 30.107870 29.512814 29.944710 58662100 29.944710
## 2019-10-23 29.877526 30.175055 29.839136 30.155859 47771200 30.155859
## 2019-10-24 30.184653 30.251836 29.944711 30.098274 39491000 30.098274
## 2019-10-25 30.098276 30.568561 30.079080 30.443790 43702000 30.443790
## 2019-10-28 30.683731 30.933271 30.462985 30.558962 58790300 30.558962
## 2019-10-29 30.654938 30.846890 30.530167 30.779707 48266600 30.779707
## 2019-10-30 30.722121 30.722121 30.261436 30.347815 45262400 30.347815
## 2019-10-31 30.146261 30.347813 29.579999 30.011894 49430900 30.011894
## 2019-11-01 30.424592 30.558959 30.107869 30.520567 41985300 30.520567
## 2019-11-04 30.942871 31.192409 30.808500 31.096434 54228600 31.096434
## 2019-11-05 31.202002 31.758668 31.192406 31.499531 68785600 31.499531
## 2019-11-06 31.441941 31.729874 31.355562 31.470737 47524500 31.470737
## 2019-11-07 31.777865 32.248148 31.681885 31.893036 68310700 31.893036
## 2019-11-08 31.739477 31.931431 31.605110 31.921831 38724000 31.921831
## 2019-11-11 31.701079 31.912229 31.643495 31.845045 27784000 31.845045
## 2019-11-12 31.797063 31.979417 31.662696 31.758671 37282200 31.758671
## 2019-11-13 31.403553 31.566712 31.173208 31.470737 48887800 31.470737
## 2019-11-14 31.374763 31.537926 31.182813 31.384363 35554600 31.384363
## 2019-11-15 31.595506 31.633898 31.384361 31.605106 36398300 31.605106
## 2019-11-18 31.537923 31.701082 31.432348 31.633898 31133700 31.633898
## 2019-11-19 31.787462 31.816258 31.499533 31.614704 33183700 31.614704
## 2019-11-20 31.470737 31.509128 31.115620 31.374758 43612200 31.374758
## 2019-11-21 31.461139 31.710680 31.317176 31.518726 42787600 31.518726
## 2019-11-22 31.633895 31.979412 31.614700 31.845045 38783900 31.845045
## 2019-11-25 31.989017 32.161771 31.921829 32.123383 50238800 32.123383
## 2019-11-26 32.036998 32.056194 31.787457 32.008202 50626600 32.008202
## 2019-11-27 32.142573 32.248144 31.969815 32.075386 32097700 32.075386
## 2019-11-29 32.027397 32.171363 31.902631 31.979410 19503400 31.979410
## 2019-12-02 32.104191 32.392120 31.998616 32.084995 47158800 32.084995
## 2019-12-03 31.547518 31.576314 31.240393 31.518726 58745100 31.518726
## 2019-12-04 31.749072 31.960218 31.528322 31.816256 46637900 31.816256
## 2019-12-05 31.999606 32.057508 31.845205 31.932056 38304500 31.932056
## 2019-12-06 32.501408 32.617208 32.395257 32.491756 50908500 32.491756
## 2019-12-09 32.327709 32.520711 32.269808 32.337357 32974500 32.337357
## 2019-12-10 32.231211 32.453162 32.134708 32.356659 41960100 32.356659
## 2019-12-11 32.308407 32.578607 32.308407 32.462807 43107800 32.462807
## 2019-12-12 32.597908 33.591867 32.501409 33.466415 64942500 33.466415
## 2019-12-13 33.476066 33.736617 33.147962 33.234814 48539600 33.234814
## 2019-12-16 33.726970 33.862069 33.485718 33.485718 50777100 33.485718
## 2019-12-17 33.630466 34.035770 33.524319 33.813820 50840500 33.813820
## 2019-12-18 33.881371 34.035771 33.823469 33.881371 48757900 33.881371
## 2019-12-19 33.919969 33.997168 33.669065 33.726967 45409500 33.726967
## 2019-12-20 34.006819 34.006819 33.688365 33.736614 109395500 33.736614
## 2019-12-23 33.813818 33.958567 33.726968 33.939266 33995400 33.939266
## 2019-12-24 33.958570 34.045420 33.891019 33.987522 13805400 33.987522
## 2019-12-26 34.084019 34.315621 34.055070 34.277020 26992100 34.277020
## 2019-12-27 34.450720 34.470020 34.026114 34.112965 28111300 34.112965
## 2019-12-30 34.325272 34.402474 33.862069 33.919971 30705100 33.919971
## 2019-12-31 33.804169 34.026119 33.746270 33.987522 29630100 33.987522
## 2020-01-02 34.112965 34.412119 34.055068 34.392818 37614200 34.392818
## 2020-01-03 33.755918 33.919971 33.543614 33.678719 50357900 33.678719
## 2020-01-06 33.205862 33.678717 33.167261 33.630463 42185000 33.630463
## 2020-01-07 33.485718 33.698017 33.321665 33.408516 34149000 33.408516
## 2020-01-08 33.360262 33.958564 33.340960 33.746265 45311600 33.746265
## 2020-01-09 34.064717 34.093670 33.717314 33.804165 39861600 33.804165
## 2020-01-10 33.775219 33.842769 33.447117 33.524319 39730400 33.524319
## 2020-01-13 33.620820 33.842771 33.447119 33.833122 37956100 33.833122
## 2020-01-14 34.064718 34.421769 33.881369 34.084019 66719300 34.084019
## 2020-01-15 33.553267 33.572568 33.138314 33.456764 74745500 33.456764
## 2020-01-16 33.678718 33.765569 33.389212 33.505016 50368500 33.505016
## 2020-01-17 33.698011 33.726964 33.389209 33.495361 54156100 33.495361
## 2020-01-21 33.215512 33.312015 33.022514 33.061111 50811000 33.061111
## 2020-01-22 33.167264 33.244467 33.032164 33.157616 38879700 33.157616
## 2020-01-23 32.897065 33.061114 32.549663 32.926014 45717100 32.926014
## 2020-01-24 32.926016 32.945316 32.105761 32.366314 47797200 32.366314
## 2020-01-27 31.430251 31.970656 31.333752 31.700451 57096200 31.700451
## 2020-01-28 31.864506 32.318061 31.796956 32.076809 38834600 32.076809
## 2020-01-29 32.163659 32.269807 31.825905 31.854853 37414700 31.854853
## 2020-01-30 31.555703 32.347007 31.526750 32.308407 50542800 32.308407
## 2020-01-31 31.912756 32.009254 31.507455 31.681156 54845300 31.681156
## 2020-02-03 31.845205 32.231210 31.768003 31.816256 48485500 31.816256
## 2020-02-04 32.385606 32.713709 32.356653 32.443504 45061600 32.443504
## 2020-02-05 32.906706 33.591864 32.877758 33.495361 54604800 33.495361
## 2020-02-06 33.717317 33.784866 33.389214 33.456764 39511500 33.456764
## 2020-02-07 33.119008 33.447110 33.041810 33.398861 31263000 33.398861
## 2020-02-10 33.234815 33.476067 33.176917 33.476067 24373800 33.476067
## 2020-02-11 33.630464 33.813818 33.543613 33.553265 32476300 33.553265
## 2020-02-12 33.852426 34.209477 33.562921 33.698021 36656700 33.698021
## 2020-02-13 33.543609 33.804162 33.340959 33.688362 31775100 33.688362
## 2020-02-14 33.659416 33.736615 33.485715 33.630463 26447700 33.630463
## 2020-02-18 33.553266 33.611168 32.819859 33.070763 40318000 33.070763
## 2020-02-19 33.244464 33.630464 33.205863 33.505016 29632100 33.505016
## 2020-02-20 33.254112 33.852418 33.254112 33.630463 42604100 33.630463
## 2020-02-21 33.321665 33.427816 32.945313 33.157616 46675500 33.157616
## 2020-02-24 32.018901 32.047850 31.381997 31.584648 79159600 31.584648
## 2020-02-25 31.546052 31.613602 29.760792 29.992393 91586800 29.992393
## 2020-02-26 30.291545 30.494197 29.490590 29.558140 80012800 29.558140
## 2020-02-27 28.515933 29.239687 27.898330 28.110630 121148300 28.110630
## 2020-02-28 27.020177 27.743932 26.730676 27.502680 171198800 27.502680
## 2020-03-02 27.357927 28.351882 26.479772 28.342234 147776300 28.342234
## 2020-03-03 28.342230 28.708931 26.653469 26.778919 138698500 26.778919
## 2020-03-04 27.261428 27.425479 26.441173 27.396528 111239800 27.396528
## 2020-03-05 26.454497 26.561325 25.638720 26.007763 110878700 26.007763
## 2020-03-06 24.735537 25.454198 24.376207 24.968616 119121200 24.968616
## 2020-03-09 21.588968 22.812634 20.889730 21.297619 145196000 21.297619
## 2020-03-10 22.579554 22.997154 20.967423 22.929174 134863600 22.929174
## 2020-03-11 22.181379 23.269081 21.618104 22.016281 127347000 22.016281
## 2020-03-12 19.996257 22.210511 19.568945 19.918564 139552600 19.918564
## 2020-03-13 21.550123 23.550719 20.860595 23.463314 128357400 23.463314
## 2020-03-16 19.277595 21.103382 19.015380 19.850582 121688800 19.850582
## 2020-03-17 20.452706 22.035705 19.452410 21.346178 120065700 21.346178
## 2020-03-18 19.685489 20.365303 19.131927 20.190495 148272500 20.190495
## 2020-03-19 19.675774 21.122808 18.452108 20.588669 122461300 20.588669
## 2020-03-20 21.132523 21.210216 18.995962 19.102791 150910400 19.102791
## 2020-03-23 18.704614 19.102791 17.432391 17.558641 181898500 17.558641
## 2020-03-24 18.859997 20.540110 18.461820 20.423571 147882400 20.423571
## 2020-03-25 21.083961 21.462716 19.821449 20.491552 146991300 20.491552
## 2020-03-26 20.695496 22.288207 20.559534 22.064837 116111400 22.064837
## 2020-03-27 21.054826 21.559832 20.491551 20.977133 91522800 20.977133
## 2020-03-30 21.025694 21.705509 20.656652 21.404449 80449100 21.404449
## 2020-03-31 21.190788 21.841468 20.355587 20.617802 95213700 20.617802
## 2020-04-01 19.355291 19.763180 18.947402 19.199905 83961300 19.199905
## 2020-04-02 19.083364 20.190492 19.025095 19.976835 70007400 19.976835
## 2020-04-03 19.811738 20.141933 19.112500 19.452408 68293500 19.452408
## 2020-04-06 20.423574 20.977136 20.209916 20.773191 97766200 20.773191
## 2020-04-07 22.142530 22.220223 21.219926 21.501562 94560300 21.501562
## 2020-04-08 21.763777 22.919462 21.763777 22.773788 81212300 22.773788
## 2020-04-09 23.375909 24.589863 23.356485 24.143129 125275700 24.143129
## 2020-04-13 24.065434 24.133414 23.094270 23.230232 83164700 23.230232
## 2020-04-14 23.793509 23.939184 22.433880 23.045713 88991100 23.045713
## 2020-04-15 21.520987 21.996857 21.278196 21.550123 99082200 21.550123
## 2020-04-16 21.511275 21.569544 20.481842 20.802326 89213300 20.802326
## 2020-04-17 21.695795 22.725229 21.666659 22.608690 92800300 22.608690
## 2020-04-20 21.919164 22.463015 21.540411 21.851183 74446300 21.851183
## 2020-04-21 21.268484 21.724931 20.880018 21.015980 78871300 21.015980
## 2020-04-22 21.520988 21.588969 21.122811 21.171368 49669500 21.171368
## 2020-04-23 21.326754 21.744354 21.219927 21.239351 50614800 21.239351
## 2020-04-24 21.472429 21.656948 21.045116 21.540409 47633500 21.540409
## 2020-04-27 21.870603 22.968017 21.802622 22.793207 66916700 22.793207
## 2020-04-28 23.744951 24.094567 23.162251 23.201097 65504900 23.201097
## 2020-04-29 24.191685 24.385919 23.803220 24.065435 73493900 24.065435
## 2020-04-30 23.511871 23.676969 23.162253 23.356485 55244100 23.356485
## 2020-05-01 22.705805 22.783498 22.152242 22.414457 51772600 22.414457
## 2020-05-04 22.045417 22.327054 21.783202 22.268784 45886100 22.268784
## 2020-05-05 22.802923 22.841770 21.967723 22.006569 45691900 22.006569
## 2020-05-06 22.336763 22.414456 21.588967 21.705507 53874600 21.705507
## 2020-05-07 22.006570 22.696097 21.958012 22.181379 51884300 22.181379
## 2020-05-08 22.793210 22.938886 22.579555 22.890327 45181000 22.890327
## 2020-05-11 22.443595 22.453306 21.909453 21.928877 68951800 21.928877
## 2020-05-12 22.055127 22.161956 21.219927 21.239351 69588700 21.239351
## 2020-05-13 21.035405 21.122810 20.122511 20.268187 112113400 20.268187
## 2020-05-14 19.704911 21.161656 19.520389 21.083961 88359100 21.083961
## 2020-05-15 20.782901 21.074252 20.617804 20.821749 64484000 20.821749
## 2020-05-18 21.773491 22.395034 21.433583 22.268784 86589400 22.268784
## 2020-05-19 22.006569 22.336764 21.550123 21.569544 62179000 21.569544
## 2020-05-20 22.025993 22.336766 21.987146 22.249361 59789500 22.249361
## 2020-05-21 22.152241 22.598978 22.123108 22.239647 57726000 22.239647
## 2020-05-22 22.268783 22.288207 21.812335 22.006569 48107000 22.006569
## 2020-05-26 23.065137 23.890626 23.016580 23.579855 119485500 23.579855
## 2020-05-27 25.318238 25.415354 24.249957 25.230833 117672700 25.230833
## 2020-05-28 25.327948 25.386217 24.075148 24.143129 84340800 24.143129
## 2020-05-29 23.715817 24.191687 23.366197 23.424469 113811100 23.424469
## 2020-06-01 23.579853 24.152840 23.356483 23.900337 58375500 23.900337
## 2020-06-02 24.240246 24.657846 23.851780 24.123707 71118100 24.123707
## 2020-06-03 24.764673 25.386217 24.657844 25.240543 86744600 25.240543
## 2020-06-04 25.142746 26.238036 25.005836 26.189140 94545300 26.189140
## 2020-06-05 28.311266 28.369941 27.264872 27.489799 118767900 27.489799
## 2020-06-08 27.959207 28.262367 27.519134 27.910311 79598500 27.910311
## 2020-06-09 27.108402 27.910312 26.942152 27.597370 77773400 27.597370
## 2020-06-10 27.352887 27.480020 25.925101 26.013115 90415300 26.013115
## 2020-06-11 24.428856 25.123192 23.157539 23.402023 149875500 23.402023
## 2020-06-12 24.477751 24.497308 23.509594 24.233267 73729700 24.233267
## 2020-06-15 23.235772 24.614663 23.167318 24.595104 76538900 24.595104
## 2020-06-16 25.602381 25.661057 24.311506 25.230764 96796500 25.230764
## 2020-06-17 25.328557 25.328557 24.370179 24.448414 58349500 24.448414
## 2020-06-18 24.155036 24.927605 24.037682 24.487534 53419000 24.487534
## 2020-06-19 24.878709 24.927605 23.949668 24.692900 127563600 24.692900
## 2020-06-22 24.340842 24.477755 24.067022 24.076801 55484300 24.076801
## 2020-06-23 24.458195 24.849370 24.213711 24.243050 46108300 24.243050
## 2020-06-24 23.998566 23.998566 23.157539 23.284670 75437100 23.284670
## 2020-06-25 23.177100 24.223491 23.030407 24.174593 65031900 24.174593
## 2020-06-26 23.558491 23.578051 22.512099 22.639231 118139200 22.639231
## 2020-06-29 22.893496 23.314008 22.590335 22.873936 66269200 22.873936
## 2020-06-30 22.688130 23.382464 22.590335 23.225994 61716200 23.225994
## 2020-07-01 23.499815 23.538932 22.717465 22.746803 57379900 22.746803
## 2020-07-02 23.314008 23.460699 22.707686 22.776144 56000200 22.776144
## 2020-07-06 23.294450 23.548713 22.942392 23.137980 59589000 23.137980
## 2020-07-07 22.864159 22.873938 22.394750 22.502323 60645800 22.502323
## 2020-07-08 22.521879 22.678349 22.199160 22.590334 52922600 22.590334
## 2020-07-09 22.433866 22.649011 21.895999 22.267616 79385900 22.267616
## 2020-07-10 22.208940 23.519375 22.179603 23.490038 81142900 23.490038
## 2020-07-13 23.832315 23.969225 23.333567 23.656286 73598100 23.656286
## 2020-07-14 23.362904 23.617168 22.932614 23.607388 67423100 23.607388
## 2020-07-15 24.213711 24.321285 23.744302 24.057241 57384400 24.057241
## 2020-07-16 23.225994 23.685624 23.020629 23.402023 78067100 23.402023
## 2020-07-17 23.353123 23.450918 22.688128 22.707685 66659100 22.707685
## 2020-07-20 22.678350 23.177097 22.600115 23.059744 61114000 23.059744
## 2020-07-21 23.186874 23.939886 23.167317 23.881210 75499300 23.881210
## 2020-07-22 23.705183 23.793198 23.441140 23.773638 52193700 23.773638
## 2020-07-23 23.979006 24.096358 23.578053 23.998566 61047600 23.998566
## 2020-07-24 24.018122 24.282166 23.734521 23.812756 50217600 23.812756
## 2020-07-27 23.685623 23.734521 23.353124 23.607388 54721300 23.607388
## 2020-07-28 23.597609 24.018121 23.548713 23.822536 48406500 23.822536
## 2020-07-29 23.822539 24.732020 23.656289 24.712460 71393500 24.712460
## 2020-07-30 24.174593 24.399520 23.812757 24.291946 61755900 24.291946
## 2020-07-31 24.379962 24.399522 23.920331 24.331064 61955800 24.331064
## 2020-08-03 24.477755 24.751576 24.145257 24.438637 58284000 24.438637
## 2020-08-04 24.409299 24.507093 24.311507 24.458197 37985300 24.458197
## 2020-08-05 24.761354 25.025397 24.692899 24.829809 51322600 24.829809
## 2020-08-06 24.888488 25.103633 24.722239 24.908045 51999700 24.908045
## 2020-08-07 24.780912 25.612159 24.702677 25.533924 63354500 25.533924
## 2020-08-10 25.729511 26.218479 25.631717 25.973995 64051100 25.973995
## 2020-08-11 26.678114 27.137743 26.189146 26.326056 81441000 26.326056
## 2020-08-12 26.873697 26.961712 25.827305 26.140245 61971300 26.140245
## 2020-08-13 25.905540 26.081569 25.563261 25.768629 55955500 25.768629
## 2020-08-14 25.485029 26.071792 25.348119 25.885983 50931900 25.885983
## 2020-08-17 25.729509 25.827304 25.269880 25.328556 57518700 25.328556
## 2020-08-18 25.299220 25.416572 24.898264 24.966722 45850100 24.966722
## 2020-08-19 25.093854 25.504587 24.829810 24.937384 59856000 24.937384
## 2020-08-20 24.604883 24.771132 24.467972 24.546207 49403700 24.546207
## 2020-08-21 24.428856 24.868927 24.350621 24.428856 55010700 24.428856
## 2020-08-24 24.663562 25.132973 24.487535 25.123194 54579500 25.123194
## 2020-08-25 25.465470 25.612161 25.162309 25.426352 57304700 25.426352
## 2020-08-26 25.367677 25.367677 24.976502 24.996059 39478000 24.996059
## 2020-08-27 24.927604 25.641497 24.878709 25.475248 52934800 25.475248
## 2020-08-28 25.817527 25.885981 25.416573 25.719732 46466400 25.719732
## 2020-08-31 25.514365 25.563261 25.123191 25.172087 49416200 25.172087
## 2020-09-01 25.015617 25.328557 24.839589 25.142748 46109200 25.142748
## 2020-09-02 24.966723 25.582822 24.927605 25.445911 57300900 25.445911
## 2020-09-03 25.800421 26.214016 25.071705 25.268656 86192500 25.268656
## 2020-09-04 25.859506 26.351881 25.406521 26.135237 99621400 26.135237
## 2020-09-08 25.741333 25.918589 25.002772 25.091400 74978600 25.091400
## 2020-09-09 25.248961 25.327741 24.845215 25.120945 53822700 25.120945
## 2020-09-10 25.308049 25.495150 24.697504 24.756588 56609600 24.756588
## 2020-09-11 24.835366 25.189877 24.707350 25.111097 47708300 25.111097
## 2020-09-14 25.278503 25.593623 25.150487 25.357283 47802400 25.357283
## 2020-09-15 25.376979 25.436064 24.805826 24.894453 63820200 24.894453
## 2020-09-16 24.894453 25.514844 24.667959 25.209572 64598600 25.209572
## 2020-09-17 24.746739 25.091402 24.717198 24.963385 48862000 24.963385
## 2020-09-18 24.766434 25.189876 24.717197 24.825518 94055800 24.825518
## 2020-09-21 24.195280 24.402078 23.663516 24.096804 75218600 24.096804
## 2020-09-22 23.899856 24.224823 23.446871 23.574890 68665300 23.574890
## 2020-09-23 23.732449 23.890009 22.905260 22.905260 59950300 22.905260
## 2020-09-24 23.023428 23.456718 22.599988 22.984039 53570700 22.984039
## 2020-09-25 22.924956 23.190836 22.777241 23.131752 42111300 23.131752
## 2020-09-28 23.515801 23.939243 23.427175 23.722599 47996900 23.722599
## 2020-09-29 23.614279 23.624127 23.171143 23.407482 45695200 23.407482
## 2020-09-30 23.417328 23.949091 23.407479 23.722599 56226100 23.722599
## 2020-10-01 23.899856 24.037721 23.496110 23.732449 44782200 23.732449
## 2020-10-02 23.279464 24.057417 23.210533 23.840771 51682100 23.840771
## 2020-10-05 24.146042 24.333143 24.008176 24.244518 44396800 24.244518
## 2020-10-06 24.539942 24.805825 23.909704 23.998331 67541100 23.998331
## 2020-10-07 24.254364 24.727045 24.224822 24.500551 47648000 24.500551
## 2020-10-08 24.569485 24.914145 24.431618 24.855061 52080600 24.855061
## 2020-10-09 24.953534 25.101246 24.658110 24.973230 44511500 24.973230
## 2020-10-12 24.914145 25.436063 24.855061 25.288351 48362900 25.288351
## 2020-10-13 25.248962 25.288353 24.461164 24.569487 61186900 24.569487
## 2020-10-14 23.978635 24.214974 23.230226 23.259769 127409500 23.259769
## 2020-10-15 23.230226 23.830923 23.121903 23.781685 66832400 23.781685
## 2020-10-16 23.830925 23.978636 23.574890 23.870314 58357700 23.870314
## 2020-10-19 23.929396 23.949092 23.328702 23.358242 51377900 23.358242
## 2020-10-20 23.525650 24.106653 23.515802 23.771837 62476400 23.771837
## 2020-10-21 23.850617 23.968788 23.643821 23.683210 41564900 23.683210
## 2020-10-22 23.683209 24.530094 23.633973 24.490705 55402000 24.490705
## 2020-10-23 24.855062 24.874757 24.333144 24.520247 51007400 24.520247
## 2020-10-26 24.096803 24.205126 23.781684 24.165737 59450200 24.165737
## 2020-10-27 23.919551 24.018024 23.446870 23.486261 55009300 23.486261
## 2020-10-28 23.052971 23.299158 22.767395 23.112055 81942500 23.112055
## 2020-10-29 23.003735 23.387786 22.767395 23.180990 57490400 23.180990
## 2020-10-30 23.131751 23.476413 22.885564 23.338549 66453400 23.338549
## 2020-11-02 23.525650 23.890008 23.112055 23.712753 59756400 23.712753
## 2020-11-03 24.205129 24.559639 24.136196 24.313452 65106200 24.313452
## 2020-11-04 23.525651 23.771839 22.915108 23.318855 88845500 23.318855
## 2020-11-05 23.535498 24.411926 23.496109 24.234671 74722600 24.234671
## 2020-11-06 24.549790 24.579332 23.860466 23.939245 55454500 23.939245
## 2020-11-09 26.194319 27.838850 25.898894 27.336628 178378800 27.336628
## 2020-11-10 27.070746 27.336628 26.765474 27.238153 77694600 27.238153
## 2020-11-11 27.326782 27.346477 26.706391 26.923035 48360900 26.923035
## 2020-11-12 26.430659 26.489744 25.908741 26.282948 67912600 26.282948
## 2020-11-13 26.470048 26.795015 26.351879 26.588219 52421000 26.588219
## 2020-11-16 27.435107 27.572971 26.765476 27.159376 57396700 27.159376
## 2020-11-17 26.834407 27.179069 26.598068 27.129831 46402300 27.129831
## 2020-11-18 27.208609 27.504034 26.548827 26.568523 54416700 26.568523
## 2020-11-19 26.519286 26.598065 26.243556 26.568523 46423000 26.568523
## 2020-11-20 26.332184 26.538982 26.223860 26.401115 40538000 26.401115
## 2020-11-23 26.696543 27.100289 26.647304 26.972271 45421200 26.972271
## 2020-11-24 27.504035 28.547868 27.494187 28.538021 80387800 28.538021
## 2020-11-25 28.272139 28.597108 28.045648 28.587261 57249900 28.587261
## 2020-11-27 28.528175 28.656193 28.370615 28.547871 25971600 28.547871
## 2020-11-30 28.281986 28.419853 27.671443 27.730528 63567900 27.730528
## 2020-12-01 28.301681 28.597107 28.232749 28.252445 50255100 28.252445
## 2020-12-02 28.252447 28.734973 28.094887 28.616802 45257500 28.616802
## 2020-12-03 28.676256 28.834796 28.369079 28.646528 54013700 28.646528
## 2020-12-04 28.933886 29.161789 28.735708 29.023066 66188200 29.023066
## 2020-12-07 28.636618 28.884339 28.428532 28.824886 42197800 28.824886
## 2020-12-08 28.596985 28.884341 28.507804 28.666346 33869100 28.666346
## 2020-12-09 28.983431 28.983431 28.487988 28.537531 54886300 28.537531
## 2020-12-10 28.369079 28.864522 28.210537 28.844706 58859600 28.844706
## 2020-12-11 28.418624 28.487986 28.042086 28.309626 40538400 28.309626
## 2020-12-14 28.656435 28.696070 27.883543 27.962814 40267100 27.962814
## 2020-12-15 28.091632 28.557349 27.992543 28.378988 43672700 28.378988
## 2020-12-16 28.537531 28.557350 28.180814 28.458260 42463200 28.458260
## 2020-12-17 28.448350 28.656437 28.269992 28.567257 43182700 28.567257
## 2020-12-18 28.626710 28.834797 28.309627 28.408716 82817200 28.408716
## 2020-12-21 28.834797 29.716686 28.468169 29.468964 93397400 29.468964
## 2020-12-22 29.508601 29.508601 28.904160 28.943794 39054300 28.943794
## 2020-12-23 29.122153 30.073405 29.062701 29.776138 52537200 29.776138
## 2020-12-24 29.994134 29.994134 29.468964 29.686958 22632300 29.686958
## 2020-12-28 29.954500 30.271582 29.716687 29.855410 32861200 29.855410
## 2020-12-29 29.895046 29.974317 29.657233 29.736504 33291900 29.736504
## 2020-12-30 29.726594 29.944588 29.667142 29.706776 26370100 29.706776
## 2020-12-31 29.736503 30.113039 29.627506 30.033768 28716000 30.033768
## 2021-01-04 30.182402 30.291401 29.478874 29.756323 51483900 29.756323
## 2021-01-05 29.895044 30.261673 29.637414 29.984224 48507000 29.984224
## 2021-01-06 31.609278 32.322716 31.074201 31.857002 107002800 31.857002
## 2021-01-07 33.006431 33.313604 32.540713 32.560532 74358500 32.560532
## 2021-01-08 32.619981 32.699254 31.817366 32.233536 44641400 32.233536
## 2021-01-11 31.797547 32.828070 31.609279 32.768616 51868200 32.768616
## 2021-01-12 33.115426 33.660417 32.897434 33.353241 68166200 33.353241
## 2021-01-13 33.125338 33.373060 32.788437 33.155064 43172800 33.155064
## 2021-01-14 33.174879 34.056767 33.115424 33.680233 48483500 33.680233
## 2021-01-15 32.986611 33.323513 32.401988 32.709160 57684300 32.709160
## 2021-01-19 32.203813 33.293786 31.906548 32.471352 78130200 32.471352
## 2021-01-20 32.461439 32.491169 31.866909 32.045269 53920000 32.045269
## 2021-01-21 32.045268 32.183992 31.440828 31.480463 49626600 31.480463
## 2021-01-22 31.074202 31.460646 30.965203 31.262468 45314500 31.262468
## 2021-01-25 30.985020 31.014745 30.291399 30.876022 48078400 30.876022
## 2021-01-26 31.113837 31.143563 30.628302 30.658030 36373000 30.658030
## 2021-01-27 30.033769 30.152676 29.399602 29.558144 63809200 29.558144
## 2021-01-28 30.142767 30.469759 29.647323 30.043678 51223300 30.043678
## 2021-01-29 30.122949 30.222038 29.320331 29.379784 64019100 29.379784
## 2021-02-01 29.597780 29.766231 29.300513 29.686958 40985300 29.686958
## 2021-02-02 30.301310 30.915661 30.261676 30.747210 53527000 30.747210
## 2021-02-03 30.628300 31.440827 30.598572 31.292194 49404900 31.292194
## 2021-02-04 31.510190 32.233538 31.490375 32.203812 51751900 32.203812
## 2021-02-05 32.590254 32.610073 32.025450 32.074993 42008800 32.074993
## 2021-02-08 32.134448 32.976700 32.104723 32.788433 46014100 32.788433
## 2021-02-09 32.669530 32.719073 32.292992 32.649712 35868600 32.649712
## 2021-02-10 32.818159 33.115424 32.560531 32.679436 45031900 32.679436
## 2021-02-11 32.669529 33.006430 32.253354 32.580349 29479900 32.580349
## 2021-02-12 32.699257 33.145157 32.610077 33.065884 37468300 33.065884
## 2021-02-16 33.670327 34.245042 33.392880 33.957684 52802600 33.957684
## 2021-02-17 33.729778 34.245039 33.482056 34.096405 45455300 34.096405
## 2021-02-18 33.749594 34.334218 33.709957 33.878407 37541700 33.878407
## 2021-02-19 33.888319 34.413487 33.868500 34.225220 54514100 34.225220
## 2021-02-22 34.136040 34.928749 34.096404 34.829662 56783400 34.829662
## 2021-02-23 35.097198 35.562916 34.819751 35.196289 67440700 35.196289
## 2021-02-24 35.414284 36.187173 35.275556 36.048450 58139500 36.048450
## 2021-02-25 36.623163 36.692525 35.434098 35.602551 74762000 35.602551
## 2021-02-26 35.404374 35.701639 34.363943 34.393669 70933300 34.393669
## 2021-03-01 35.196289 35.721458 34.918842 35.463829 45901700 35.463829
## 2021-03-02 35.325105 35.612459 35.176470 35.206196 41167400 35.206196
## 2021-03-03 35.642189 36.633076 35.513373 36.088085 66047000 36.088085
## 2021-03-04 35.988504 36.715444 35.769425 36.346996 96512800 36.346996
## 2021-03-05 36.874776 37.442385 36.018380 36.775196 74292300 36.775196
## 2021-03-08 37.223310 37.571842 36.665656 36.974358 65335500 36.974358
## 2021-03-09 36.396786 37.004230 35.659890 36.167751 63946000 36.167751
## 2021-03-10 36.386829 37.372677 36.217540 37.213348 53365600 37.213348
## 2021-03-11 37.113769 37.631590 36.695528 37.083897 45834000 37.083897
## 2021-03-12 37.761043 38.019955 37.422472 37.780960 46069600 37.780960
## 2021-03-15 37.870580 37.910414 37.063978 37.591755 50131600 37.591755
## 2021-03-16 37.263137 37.561883 36.815027 37.482216 50300400 37.482216
## 2021-03-17 37.840709 38.199201 37.173520 37.790920 63796000 37.790920
## 2021-03-18 38.348570 39.802452 38.258947 38.776768 95439700 38.776768
## 2021-03-19 38.129492 38.756848 37.372676 38.368484 106252700 38.368484
## 2021-03-22 37.920373 38.219115 37.243224 37.502132 54701300 37.502132
## 2021-03-23 37.203394 37.661465 36.625823 36.745323 49838000 36.745323
## 2021-03-24 37.054021 37.631591 36.735362 36.745323 43896800 36.745323
## 2021-03-25 36.715443 37.591755 36.476451 37.502132 47517900 37.502132
## 2021-03-26 38.189241 38.597523 37.920377 38.517860 66846000 38.517860
## 2021-03-29 37.890498 38.468069 37.701296 38.149410 45680000 38.149410
## 2021-03-30 38.468069 39.294588 38.468069 38.826561 56705900 38.826561
## 2021-03-31 38.458110 38.826562 38.298781 38.527817 49270000 38.527817
## 2021-04-01 38.667230 39.354335 38.557690 39.324463 65587000 39.324463
## 2021-04-05 39.832326 40.111151 39.434000 39.633163 50328500 39.633163
## 2021-04-06 39.364295 39.981699 39.294588 39.523624 42590100 39.523624
## 2021-04-07 39.603289 39.981698 39.424043 39.882114 43136400 39.882114
## 2021-04-08 39.633164 39.682953 39.055597 39.533585 45285900 39.533585
## 2021-04-09 39.742702 40.011571 39.344377 39.822369 45872900 39.822369
## 2021-04-12 39.822369 40.210734 39.682952 39.892075 45544600 39.892075
## 2021-04-13 39.643121 39.653078 39.035678 39.155174 46770400 39.155174
## 2021-04-14 38.816602 40.160945 38.756851 39.712830 52023800 39.712830
## 2021-04-15 39.563458 39.672997 37.890499 38.577610 118128900 38.577610
## 2021-04-16 39.145217 39.254753 38.746893 38.985889 60633400 38.985889
## 2021-04-19 39.224881 39.264714 38.866390 39.005802 42321100 39.005802
## 2021-04-20 38.836517 38.836517 37.731169 37.920376 50834100 37.920376
## 2021-04-21 37.591758 38.617439 37.253183 38.557693 37851800 38.557693
## 2021-04-22 38.587564 38.607480 38.009993 38.199200 48093400 38.199200
## 2021-04-23 38.159367 39.175091 38.059787 39.015762 48674100 39.015762
## 2021-04-26 39.185047 39.682951 39.115341 39.244797 34699800 39.244797
## 2021-04-27 39.503707 39.752659 39.344378 39.712830 34304800 39.712830
## 2021-04-28 39.762618 40.051404 39.712829 39.862198 34084400 39.862198
## 2021-04-29 40.380017 40.957588 40.290395 40.937672 44008700 40.937672
## 2021-04-30 40.668806 40.728556 40.300358 40.360104 39203400 40.360104
## 2021-05-03 40.698679 40.877924 40.250564 40.389980 41940500 40.389980
## 2021-05-04 40.071321 40.907800 39.613246 40.828133 53880000 40.828133
## 2021-05-05 41.027297 41.385788 41.027297 41.216499 23266900 41.216499
## 2021-05-06 41.306121 41.883690 41.067129 41.833897 39044400 41.833897
## 2021-05-07 40.957588 42.072892 40.937671 42.003185 39249200 42.003185
## 2021-05-10 42.321845 42.759999 41.853814 41.873730 41271500 41.873730
## 2021-05-11 41.375827 42.162516 41.166708 41.395744 42964700 41.395744
## 2021-05-12 42.202349 42.381594 40.867966 41.007378 47533000 41.007378
## 2021-05-13 40.688721 41.913564 40.609054 41.664612 42026100 41.664612
## 2021-05-14 41.883692 42.301930 41.744275 42.182434 30932600 42.182434
## 2021-05-17 42.062937 42.670376 41.983270 42.560841 32656400 42.560841
## 2021-05-18 42.521006 42.769958 41.963352 41.983269 37880300 41.983269
## 2021-05-19 41.475409 41.823940 41.136834 41.794067 42672800 41.794067
## 2021-05-20 41.724362 41.953397 41.286204 41.694485 36871100 41.694485
## 2021-05-21 41.843858 42.421425 41.714402 42.222267 40243800 42.222267
## 2021-05-24 42.401513 42.600671 42.072894 42.451302 31390800 42.451302
## 2021-05-25 42.511048 43.078657 41.754234 41.833897 52657700 41.833897
## 2021-05-26 41.843856 42.072892 41.485365 41.863773 41332800 41.863773
## 2021-05-27 42.301929 42.670376 41.943438 42.371635 52981100 42.371635
## 2021-05-28 42.481176 42.530966 41.873732 42.212307 38509700 42.212307
## 2021-06-01 42.769959 43.098574 42.590713 42.740082 42890700 42.740082
## 2021-06-02 42.919326 42.989033 42.421422 42.759998 34180500 42.759998
## 2021-06-03 42.770000 43.490002 42.680000 43.250000 46981200 43.250000
## 2021-06-04 43.240002 43.389999 42.830002 43.270000 37192600 43.270000
## 2021-06-07 43.270000 43.389999 43.060001 43.119999 28401900 43.119999
## 2021-06-08 42.860001 43.240002 42.430000 42.880001 41871400 42.880001
## 2021-06-09 42.470001 42.730000 42.110001 42.320000 42366300 42.320000
## 2021-06-10 42.759998 42.959999 41.619999 41.689999 40123600 41.689999
## 2021-06-11 41.810001 41.889999 41.509998 41.860001 31203600 41.860001
## 2021-06-14 41.849998 41.910000 41.060001 41.360001 36050700 41.360001
## 2021-06-15 41.279999 41.560001 40.900002 41.389999 39247900 41.389999
## 2021-06-16 41.279999 41.990002 40.669998 41.619999 63859100 41.619999
## 2021-06-17 42.020000 42.099998 39.720001 39.799999 80728200 39.799999
## 2021-06-18 39.009998 39.299999 38.490002 38.779999 102734600 38.779999
head(datas$BAC)
## BAC.Open BAC.High BAC.Low BAC.Close BAC.Volume BAC.Adjusted
## 2009-01-02 12.01277 12.57371 11.83154 12.36659 86580700 12.36659
## 2009-01-05 12.40974 12.55645 11.98688 12.06455 93640500 12.06455
## 2009-01-06 12.31481 12.78083 12.14222 12.32344 111015400 12.32344
## 2009-01-07 12.17674 12.19400 11.74524 11.83154 112810000 11.83154
## 2009-01-08 11.92647 12.07318 11.52087 11.68483 93943500 11.68483
## 2009-01-09 11.80566 11.89196 11.17568 11.21020 74813700 11.21020
#
bt.prep(datas, align='remove.na')
names(datas)
## [1] "JPM" "prices" "dates" "C"
## [5] "weight" "USB" ".getSymbols" "symbolnames"
## [9] "execution.price" "UNB" "HSBC" "BAC"
## [13] "BACHY" "WFC"
#
head(datas$C)
## C.Open C.High C.Low C.Close C.Volume C.Adjusted
## 2009-12-29 29.61138 29.78607 29.26198 29.43668 19084190 29.43668
## 2009-12-30 29.34932 29.34932 28.82522 28.99992 22009500 28.99992
## 2009-12-31 29.08727 29.34931 28.91257 28.91257 19875800 28.91257
## 2010-01-04 29.34932 29.78606 29.17462 29.69871 40679350 29.69871
## 2010-01-05 29.87341 31.00895 29.78606 30.83425 66861710 30.83425
## 2010-01-06 31.09630 32.14449 30.65955 31.79509 67433890 31.79509
head(datas$prices)
## BAC BACHY C HSBC JPM UNB USB
## 2009-12-29 13.11189 6.322328 29.43668 32.13087 31.03224 10.40523 16.96838
## 2009-12-30 13.06852 6.322328 28.99992 32.32824 31.06215 10.40523 17.01384
## 2009-12-31 13.05985 6.322328 28.91257 32.19290 31.16688 10.43602 17.05932
## 2010-01-04 13.60619 6.341117 29.69871 32.88650 32.08794 10.74387 17.33973
## 2010-01-05 14.04845 6.472637 30.83425 33.41092 32.70948 10.74387 17.77928
## 2010-01-06 14.21321 6.618248 31.79509 33.45039 32.88922 10.74387 17.96874
## WFC
## 2009-12-29 19.64691
## 2009-12-30 19.75000
## 2009-12-31 19.87518
## 2010-01-04 20.11819
## 2010-01-05 20.67049
## 2010-01-06 20.69994
#
prices_monthly <- to.monthly(datas$prices, indexAt = "last", OHLC = FALSE) # indexAt = 'endof'
head(prices_monthly)
## BAC BACHY C HSBC JPM UNB USB
## 2009-12-31 13.05985 6.322328 28.91257 32.19290 31.16688 10.43602 17.05932
## 2010-01-29 13.16392 5.758673 28.99992 30.17416 29.15997 10.94312 19.00701
## 2010-02-26 14.44736 5.744581 29.69871 30.96925 31.42897 11.09927 18.65082
## 2010-03-31 15.48873 6.303540 35.37640 28.86046 33.51075 11.24293 19.65101
## 2010-04-30 15.47137 6.059289 38.17157 28.97432 31.92141 11.71156 20.32680
## 2010-05-28 13.65784 6.069607 34.59027 26.04849 29.67238 11.40769 18.19314
## WFC
## 2009-12-31 19.87518
## 2010-01-29 20.93559
## 2010-02-26 20.16795
## 2010-03-31 22.95635
## 2010-04-30 24.42431
## 2010-05-28 21.19597
monthly.ret <- na.omit(Return.calculate(prices_monthly, method = "discrete"))
head(monthly.ret)
## BAC BACHY C HSBC JPM
## 2010-01-29 0.007968236 -0.089153078 0.003021351 -0.062707798 -0.06439224
## 2010-02-26 0.097497037 -0.002447092 0.024096375 0.026350232 0.07781211
## 2010-03-31 0.072079877 0.097301962 0.191176251 -0.068093249 0.06623767
## 2010-04-30 -0.001120815 -0.038748227 0.079012044 0.003945468 -0.04742788
## 2010-05-28 -0.117218099 0.001702840 -0.093821013 -0.100980306 -0.07045522
## 2010-06-30 -0.086447851 0.004032222 -0.050505126 0.005070621 -0.07503790
## UNB USB WFC
## 2010-01-29 0.04859103 0.11417148 0.05335368
## 2010-02-26 0.01426970 -0.01873972 -0.03666689
## 2010-03-31 0.01294292 0.05362696 0.13825887
## 2010-04-30 0.04168175 0.03438948 0.06394597
## 2010-05-28 -0.02594600 -0.10496788 -0.13217730
## 2010-06-30 0.01276367 -0.06519491 -0.10770286
# download Fama-French factors from website
url <- "http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/F-F_Research_Data_Factors_daily_CSV.zip"
temp <- tempfile()
download.file(url, temp, method = "libcurl", mode = "wb")
unzip(temp, "F-F_Research_Data_Factors_daily.CSV")
unlink(temp)
#
mydata <- read.csv("F-F_Research_Data_Factors_daily.CSV", skip = 4)
mydata <- mydata[-nrow(mydata), ] # remove last row
fama_lib <- xts(x = mydata[, c(2,3,4)], order.by = as.Date(paste(mydata[, 1]), "%Y%m%d"))
str(fama_lib)
## An 'xts' object on 1926-07-01/2021-04-30 containing:
## Data: num [1:24978, 1:3] 0.1 0.45 0.17 0.09 0.21 -0.71 0.62 0.04 0.48 0.04 ...
## - attr(*, "dimnames")=List of 2
## ..$ : NULL
## ..$ : chr [1:3] "Mkt.RF" "SMB" "HML"
## Indexed by objects of class: [Date] TZ: UTC
## xts Attributes:
## NULL
head(fama_lib)
## Mkt.RF SMB HML
## 1926-07-01 0.10 -0.24 -0.28
## 1926-07-02 0.45 -0.32 -0.08
## 1926-07-06 0.17 0.27 -0.35
## 1926-07-07 0.09 -0.59 0.03
## 1926-07-08 0.21 -0.36 0.15
## 1926-07-09 -0.71 0.44 0.56
#
dates <- '2006-01::2021-03'
X <- monthly.ret[dates]
head(X)
## BAC BACHY C HSBC JPM
## 2010-01-29 0.007968236 -0.089153078 0.003021351 -0.062707798 -0.06439224
## 2010-02-26 0.097497037 -0.002447092 0.024096375 0.026350232 0.07781211
## 2010-03-31 0.072079877 0.097301962 0.191176251 -0.068093249 0.06623767
## 2010-04-30 -0.001120815 -0.038748227 0.079012044 0.003945468 -0.04742788
## 2010-05-28 -0.117218099 0.001702840 -0.093821013 -0.100980306 -0.07045522
## 2010-06-30 -0.086447851 0.004032222 -0.050505126 0.005070621 -0.07503790
## UNB USB WFC
## 2010-01-29 0.04859103 0.11417148 0.05335368
## 2010-02-26 0.01426970 -0.01873972 -0.03666689
## 2010-03-31 0.01294292 0.05362696 0.13825887
## 2010-04-30 0.04168175 0.03438948 0.06394597
## 2010-05-28 -0.02594600 -0.10496788 -0.13217730
## 2010-06-30 0.01276367 -0.06519491 -0.10770286
dim(X)
## [1] 135 8
#
fama_lib_month <- to.monthly(fama_lib, indexAt = "last", OHLC = FALSE) # indexAt = 'endof'
head(fama_lib_month)
## Mkt.RF SMB HML
## 1926-07-31 0.46 -0.12 -0.17
## 1926-08-31 0.58 -0.52 -0.04
## 1926-09-30 0.30 -0.22 0.06
## 1926-10-30 -0.25 0.20 0.25
## 1926-11-30 0.26 0.03 -0.50
## 1926-12-31 0.33 0.30 0.67
f <- fama_lib_month[dates]/100
head(f)
## Mkt.RF SMB HML
## 2006-01-31 -0.0021 0.0060 -0.0003
## 2006-02-28 -0.0110 -0.0022 0.0009
## 2006-03-31 -0.0023 0.0069 -0.0003
## 2006-04-28 0.0005 0.0011 0.0046
## 2006-05-31 0.0094 0.0037 0.0038
## 2006-06-30 -0.0002 0.0116 0.0009
dim(f)
## [1] 183 3
#======================================================================
# Use Professor Palomar's package to compute estimated coefficients
# Based on CAPM model, compute covariance matrix for the 8-asset portfolio by using past 60-month returns from 2010/01 - 2014/12.
#======================================================================
devtools::install_github("dppalomar/covFactorModel")
## Skipping install of 'covFactorModel' from a github remote, the SHA1 (1e7cc3df) has not changed since last install.
## Use `force = TRUE` to force installation
library(covFactorModel)
#
insample_range <- '2010-01::2014-12'
one_factor_model <- factorModel(X[insample_range], type = "M", econ_fact = f$Mkt.RF[insample_range])
names(one_factor_model)
## [1] "alpha" "beta" "factors" "residual"
cbind(alpha = one_factor_model$alpha, beta = one_factor_model$beta)
## alpha Mkt.RF
## BAC 0.008633126 0.2096669
## BACHY 0.008884801 0.4016433
## C 0.011821014 -0.7063151
## HSBC 0.002273664 0.2267983
## JPM 0.011803344 0.2166602
## UNB 0.010254352 0.2494488
## USB 0.014325552 -0.2405734
## WFC 0.015478670 0.4047217
#======================================================================
# we can do the fitting using a more compact matrix notation
F_ <- cbind(ones = 1, f$Mkt.RF[insample_range])
Gamma <- t(X[insample_range]) %*% F_ %*% solve(t(F_) %*% F_) # better: Gamma <- t(solve(t(F_) %*% F_, t(F_) %*% X))
colnames(Gamma) <- c("alpha", "beta")
alpha <- Gamma[, 1] # or alpha <- Gamma[, "alpha"]
beta <- Gamma[, 2] # or beta <- Gamma[, "beta"]
print(Gamma)
## alpha beta
## BAC 0.008633126 0.2096669
## BACHY 0.008884801 0.4016433
## C 0.011821014 -0.7063151
## HSBC 0.002273664 0.2267983
## JPM 0.011803344 0.2166602
## UNB 0.010254352 0.2494488
## USB 0.014325552 -0.2405734
## WFC 0.015478670 0.4047217
# compute Sigma
X <- X[insample_range]
f <- f$Mkt.RF[insample_range]
T <- dim(X)[1]
E <- xts(t(t(X) - Gamma %*% t(F_)), index(X)) # residuals
Psi <- (1/(T-2)) * t(E) %*% E
Sigma <- as.numeric(var(f)) * beta %o% beta + diag(diag(Psi))
Sigma # This is covariance matrix computed from single factor model
## BAC BACHY C HSBC JPM
## BAC 1.083752e-02 9.198086e-06 -1.617542e-05 5.193937e-06 4.961764e-06
## BACHY 9.198086e-06 5.290073e-03 -3.098604e-05 9.949639e-06 9.504880e-06
## C -1.617542e-05 -3.098604e-05 8.171853e-03 -1.749707e-05 -1.671493e-05
## HSBC 5.193937e-06 9.949639e-06 -1.749707e-05 3.635745e-03 5.367177e-06
## JPM 4.961764e-06 9.504880e-06 -1.671493e-05 5.367177e-06 6.085510e-03
## UNB 5.712661e-06 1.094332e-05 -1.924452e-05 6.179428e-06 5.903202e-06
## USB -5.509404e-06 -1.055396e-05 1.855980e-05 -5.959564e-06 -5.693166e-06
## WFC 9.268586e-06 1.775514e-05 -3.122353e-05 1.002590e-05 9.577732e-06
## UNB USB WFC
## BAC 5.712661e-06 -5.509404e-06 9.268586e-06
## BACHY 1.094332e-05 -1.055396e-05 1.775514e-05
## C -1.924452e-05 1.855980e-05 -3.122353e-05
## HSBC 6.179428e-06 -5.959564e-06 1.002590e-05
## JPM 5.903202e-06 -5.693166e-06 9.577732e-06
## UNB 5.694078e-04 -6.554752e-06 1.102720e-05
## USB -6.554752e-06 2.515487e-03 -1.063485e-05
## WFC 1.102720e-05 -1.063485e-05 3.156727e-03
#=======================================================================
# We can also use lm() to compute estimated coefficients
fit = lm(formula = X~f)
sigF = as.numeric(var(f))
beta_ = as.matrix(fit$coefficients)
beta_ = as.matrix(beta_[-1,])
beta_
## [,1]
## BAC 0.2096669
## BACHY 0.4016433
## C -0.7063151
## HSBC 0.2267983
## JPM 0.2166602
## UNB 0.2494488
## USB -0.2405734
## WFC 0.4047217
sigeps = crossprod(fit$residuals)/(T-2)
# sigeps = as.matrix(var(fit$residuals)) # you can use this way too
sigeps = diag(diag(sigeps))
sigeps
## [,1] [,2] [,3] [,4] [,5] [,6]
## [1,] 0.01083272 0.000000000 0.000000000 0.000000000 0.000000000 0.0000000000
## [2,] 0.00000000 0.005272453 0.000000000 0.000000000 0.000000000 0.0000000000
## [3,] 0.00000000 0.000000000 0.008117362 0.000000000 0.000000000 0.0000000000
## [4,] 0.00000000 0.000000000 0.000000000 0.003630127 0.000000000 0.0000000000
## [5,] 0.00000000 0.000000000 0.000000000 0.000000000 0.006080383 0.0000000000
## [6,] 0.00000000 0.000000000 0.000000000 0.000000000 0.000000000 0.0005626112
## [7,] 0.00000000 0.000000000 0.000000000 0.000000000 0.000000000 0.0000000000
## [8,] 0.00000000 0.000000000 0.000000000 0.000000000 0.000000000 0.0000000000
## [,7] [,8]
## [1,] 0.000000000 0.000000000
## [2,] 0.000000000 0.000000000
## [3,] 0.000000000 0.000000000
## [4,] 0.000000000 0.000000000
## [5,] 0.000000000 0.000000000
## [6,] 0.000000000 0.000000000
## [7,] 0.002509166 0.000000000
## [8,] 0.000000000 0.003138836
cov_1f = sigF*beta_%*%t(beta_)+sigeps
cov_1f # This is covariance matrix computed from single factor model (from lm())
## BAC BACHY C HSBC JPM
## BAC 1.083752e-02 9.198086e-06 -1.617542e-05 5.193937e-06 4.961764e-06
## BACHY 9.198086e-06 5.290073e-03 -3.098604e-05 9.949639e-06 9.504880e-06
## C -1.617542e-05 -3.098604e-05 8.171853e-03 -1.749707e-05 -1.671493e-05
## HSBC 5.193937e-06 9.949639e-06 -1.749707e-05 3.635745e-03 5.367177e-06
## JPM 4.961764e-06 9.504880e-06 -1.671493e-05 5.367177e-06 6.085510e-03
## UNB 5.712661e-06 1.094332e-05 -1.924452e-05 6.179428e-06 5.903202e-06
## USB -5.509404e-06 -1.055396e-05 1.855980e-05 -5.959564e-06 -5.693166e-06
## WFC 9.268586e-06 1.775514e-05 -3.122353e-05 1.002590e-05 9.577732e-06
## UNB USB WFC
## BAC 5.712661e-06 -5.509404e-06 9.268586e-06
## BACHY 1.094332e-05 -1.055396e-05 1.775514e-05
## C -1.924452e-05 1.855980e-05 -3.122353e-05
## HSBC 6.179428e-06 -5.959564e-06 1.002590e-05
## JPM 5.903202e-06 -5.693166e-06 9.577732e-06
## UNB 5.694078e-04 -6.554752e-06 1.102720e-05
## USB -6.554752e-06 2.515487e-03 -1.063485e-05
## WFC 1.102720e-05 -1.063485e-05 3.156727e-03
#=======================================================================
# Backtesting portfolio using SIT package
#=======================================================================
dates <- '2006-01::2021-03'
X <- monthly.ret[dates]
head(X)
## BAC BACHY C HSBC JPM
## 2010-01-29 0.007968236 -0.089153078 0.003021351 -0.062707798 -0.06439224
## 2010-02-26 0.097497037 -0.002447092 0.024096375 0.026350232 0.07781211
## 2010-03-31 0.072079877 0.097301962 0.191176251 -0.068093249 0.06623767
## 2010-04-30 -0.001120815 -0.038748227 0.079012044 0.003945468 -0.04742788
## 2010-05-28 -0.117218099 0.001702840 -0.093821013 -0.100980306 -0.07045522
## 2010-06-30 -0.086447851 0.004032222 -0.050505126 0.005070621 -0.07503790
## UNB USB WFC
## 2010-01-29 0.04859103 0.11417148 0.05335368
## 2010-02-26 0.01426970 -0.01873972 -0.03666689
## 2010-03-31 0.01294292 0.05362696 0.13825887
## 2010-04-30 0.04168175 0.03438948 0.06394597
## 2010-05-28 -0.02594600 -0.10496788 -0.13217730
## 2010-06-30 0.01276367 -0.06519491 -0.10770286
dim(X)
## [1] 135 8
tail(X)
## BAC BACHY C HSBC JPM
## 2020-10-30 -0.01618920 0.02199232 -0.02729421 0.0715014149 0.02783575
## 2020-11-30 0.18818561 0.11139228 0.32955093 0.2340324603 0.20236629
## 2020-12-31 0.08305792 -0.03758540 0.11966589 0.0007725238 0.07796075
## 2021-01-29 -0.02177496 0.00000000 -0.05150308 0.0092628531 0.01988387
## 2021-02-26 0.17065765 0.03550304 0.13605788 0.1361376422 0.14377865
## 2021-03-31 0.12020084 0.08914276 0.10428048 0.0050681096 0.03438195
## UNB USB WFC
## 2020-10-30 0.03957238 0.08647146 -0.087622293
## 2020-11-30 0.27333982 0.10937110 0.280912451
## 2020-12-31 -0.02834473 0.08812975 0.103473500
## 2021-01-29 0.07073323 -0.08027477 -0.009940436
## 2021-02-26 0.01176465 0.16686113 0.214339383
## 2021-03-31 0.09011631 0.11461979 0.080177078
#
prices_monthly <- to.monthly(datas$prices, indexAt = "last", OHLC = FALSE) # indexAt = 'endof'
head(prices_monthly)
## BAC BACHY C HSBC JPM UNB USB
## 2009-12-31 13.05985 6.322328 28.91257 32.19290 31.16688 10.43602 17.05932
## 2010-01-29 13.16392 5.758673 28.99992 30.17416 29.15997 10.94312 19.00701
## 2010-02-26 14.44736 5.744581 29.69871 30.96925 31.42897 11.09927 18.65082
## 2010-03-31 15.48873 6.303540 35.37640 28.86046 33.51075 11.24293 19.65101
## 2010-04-30 15.47137 6.059289 38.17157 28.97432 31.92141 11.71156 20.32680
## 2010-05-28 13.65784 6.069607 34.59027 26.04849 29.67238 11.40769 18.19314
## WFC
## 2009-12-31 19.87518
## 2010-01-29 20.93559
## 2010-02-26 20.16795
## 2010-03-31 22.95635
## 2010-04-30 24.42431
## 2010-05-28 21.19597
prices_monthly <- prices_monthly[dates]
head(prices_monthly)
## BAC BACHY C HSBC JPM UNB USB
## 2009-12-31 13.05985 6.322328 28.91257 32.19290 31.16688 10.43602 17.05932
## 2010-01-29 13.16392 5.758673 28.99992 30.17416 29.15997 10.94312 19.00701
## 2010-02-26 14.44736 5.744581 29.69871 30.96925 31.42897 11.09927 18.65082
## 2010-03-31 15.48873 6.303540 35.37640 28.86046 33.51075 11.24293 19.65101
## 2010-04-30 15.47137 6.059289 38.17157 28.97432 31.92141 11.71156 20.32680
## 2010-05-28 13.65784 6.069607 34.59027 26.04849 29.67238 11.40769 18.19314
## WFC
## 2009-12-31 19.87518
## 2010-01-29 20.93559
## 2010-02-26 20.16795
## 2010-03-31 22.95635
## 2010-04-30 24.42431
## 2010-05-28 21.19597
tail(prices_monthly)
## BAC BACHY C HSBC JPM UNB USB
## 2020-10-30 23.33855 7.315884 40.78625 20.47372 96.76905 20.33100 38.30382
## 2020-11-30 27.73053 8.130817 54.22740 25.26524 116.35184 25.88827 42.49315
## 2020-12-31 30.03377 7.825217 60.71657 25.28476 125.42272 25.15447 46.23806
## 2021-01-29 29.37978 7.825217 57.58948 25.51897 127.91661 26.93373 42.52631
## 2021-02-26 34.39367 8.103036 65.42498 28.99306 146.30829 27.25060 49.62230
## 2021-03-31 38.52782 8.825363 72.24753 29.14000 151.33865 29.70632 55.31000
## WFC
## 2020-10-30 21.23828
## 2020-11-30 27.20438
## 2020-12-31 30.01931
## 2021-01-29 29.72090
## 2021-02-26 36.09126
## 2021-03-31 38.98495
#
#*****************************************************************
# Code Strategies
#******************************************************************
# We need to create environment variable required by SIT
# data_m <- new.env()
#
# data_m$BAC <- prices_monthly$BAC
# colnames(data_m$BAC) <- 'Close'
# head(data_m$BAC)
# Change column names to Close which will be consistent with the requirement of SIT package
# data_m$BAC <- prices_monthly$BAC %>% `colnames<-` (c("Close"))
# data_m$WFC <- prices_monthly$WFC %>% `colnames<-` (c("Close"))
# data_m$C <- prices_monthly$C %>% `colnames<-` (c("Close"))
# data_m$JPM <- prices_monthly$JPM %>% `colnames<-` (c("Close"))
# data_m$UNB <- prices_monthly$UNB %>% `colnames<-` (c("Close"))
# data_m$HSBC <- prices_monthly$HSBC %>% `colnames<-` (c("Close"))
# data_m$BACHY <- prices_monthly$BACHY %>% `colnames<-` (c("Close"))
# data_m$USB <- prices_monthly$GLD %>% `colnames<-` (c("Close"))
# names(data_m)
# head(data_m$BAC)
# Using loop to save time in naming
data_m <- list()
#i = 1
for ( i in 1:length(tickers)){
data_m[[tickers[i]]] <- prices_monthly[,i] %>% `colnames<-` (c("Close"))
}
# data_env <- new.env()
# list2env(data_m, envir = data_env)
# convert from list to environment variable because SIT package requires
# the input data to be environmental variable which can be processed using bt.prep()
data_m <- list2env(data_m)
names(data_m)
## [1] "USB" "BACHY" "HSBC" "UNB" "JPM" "C" "WFC" "BAC"
head(data_m$BAC)
## Close
## 2009-12-31 13.05985
## 2010-01-29 13.16392
## 2010-02-26 14.44736
## 2010-03-31 15.48873
## 2010-04-30 15.47137
## 2010-05-28 13.65784
#
bt.prep(data_m, align='remove.na', dates = dates)
names(data_m)
## [1] "prices" "execution.price" "weight" "dates"
## [5] "symbolnames" "USB" "BACHY" "HSBC"
## [9] "UNB" "JPM" "C" "WFC"
## [13] "BAC"
#===============================================================
# Equal weighting portfolio
# Equal Weight 1/N Benchmark
#===============================================================
models <- list()
prices <- data_m$prices
# data_m$weight[] = NA
N <- length(tickers)
data_m$weight = ntop(prices, N)
head(data_m$weight)
## BAC BACHY C HSBC JPM UNB USB WFC
## 2009-12-31 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
## 2010-01-29 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
## 2010-02-26 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
## 2010-03-31 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
## 2010-04-30 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
## 2010-05-28 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
data_m$weight[1:59, ] <- NA
models$equal.weight = bt.run.share(data_m)
## Latest weights :
## BAC BACHY C HSBC JPM UNB USB WFC
## 2021-03-31 19.08 11.29 11.56 11.78 6.99 24.36 6.76 8.17
##
## Performance summary :
## CAGR Best Worst
## 4.3 20.7 -23.2
# head(models$equal.weight$ret, 62)
# Slightly difference between bt.run.share() and bt.run()
capital = 100000
data_m$weight[] = (capital / prices) * data_m$weight
models$equal.weight.share = bt.run(data_m, type='share')
## Latest weights :
## BAC BACHY C HSBC JPM UNB USB WFC
## 2021-03-31 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5
##
## Performance summary :
## CAGR Best Worst
## 4.2 21.6 -22.8
# head(models$equal.weight.share$ret, 62)
# head(equal.weight$ret)
#================================================================
# MVP portfolio
#*****************************************************************
# Create Constraints
#*****************************************************************
constraints = new.constraints(N, lb = -Inf, ub = +Inf)
# SUM x.i = 1
constraints = add.constraints(rep(1, N), 1, type = '=', constraints)
#
ret = prices / mlag(prices) - 1
weight = coredata(ret)
weight[] = NA
#
# head(data_m$weight)
# compute covariance matrix based on historical 60 months returns
# i = 60
# To make covariance matrix estimate more stable, use the Ledoit-Wolf covariance shrinkage estimator from tawny package
# 1. ia$cov = tawny::cov.shrink(hist) or
# 2. ia$cov = cor(coredata(hist), use='complete.obs', method='spearman') * (s0 %*% t(s0)) or
# 3. ia$cov = cor(coredata(hist), use='complete.obs', method='kendall') * (s0 %*% t(s0)
# i = 60
for( i in 60:dim(weight)[1]) {
hist = ret[ (i- 60 + 1):i, ]
# create historical input assumptions
ia = create.historical.ia(hist, 12) # 12 is annulized factor for monthly returns
s0 = apply(na.omit(coredata(hist)), 2, sd)
ia$cov = cor(coredata(hist), use='complete.obs',method='pearson') * (s0 %*% t(s0))
weight[i,] = min.risk.portfolio(ia, constraints) # use SIT's function min.risk.portfolio()
}
## Loading required package: kernlab
##
## Attaching package: 'kernlab'
## The following object is masked from 'package:SIT':
##
## cross
## The following object is masked from 'package:purrr':
##
## cross
dim(weight)
## [1] 136 8
# 195 8
head(weight, 70)
## BAC BACHY C HSBC JPM UNB
## [1,] NA NA NA NA NA NA
## [2,] NA NA NA NA NA NA
## [3,] NA NA NA NA NA NA
## [4,] NA NA NA NA NA NA
## [5,] NA NA NA NA NA NA
## [6,] NA NA NA NA NA NA
## [7,] NA NA NA NA NA NA
## [8,] NA NA NA NA NA NA
## [9,] NA NA NA NA NA NA
## [10,] NA NA NA NA NA NA
## [11,] NA NA NA NA NA NA
## [12,] NA NA NA NA NA NA
## [13,] NA NA NA NA NA NA
## [14,] NA NA NA NA NA NA
## [15,] NA NA NA NA NA NA
## [16,] NA NA NA NA NA NA
## [17,] NA NA NA NA NA NA
## [18,] NA NA NA NA NA NA
## [19,] NA NA NA NA NA NA
## [20,] NA NA NA NA NA NA
## [21,] NA NA NA NA NA NA
## [22,] NA NA NA NA NA NA
## [23,] NA NA NA NA NA NA
## [24,] NA NA NA NA NA NA
## [25,] NA NA NA NA NA NA
## [26,] NA NA NA NA NA NA
## [27,] NA NA NA NA NA NA
## [28,] NA NA NA NA NA NA
## [29,] NA NA NA NA NA NA
## [30,] NA NA NA NA NA NA
## [31,] NA NA NA NA NA NA
## [32,] NA NA NA NA NA NA
## [33,] NA NA NA NA NA NA
## [34,] NA NA NA NA NA NA
## [35,] NA NA NA NA NA NA
## [36,] NA NA NA NA NA NA
## [37,] NA NA NA NA NA NA
## [38,] NA NA NA NA NA NA
## [39,] NA NA NA NA NA NA
## [40,] NA NA NA NA NA NA
## [41,] NA NA NA NA NA NA
## [42,] NA NA NA NA NA NA
## [43,] NA NA NA NA NA NA
## [44,] NA NA NA NA NA NA
## [45,] NA NA NA NA NA NA
## [46,] NA NA NA NA NA NA
## [47,] NA NA NA NA NA NA
## [48,] NA NA NA NA NA NA
## [49,] NA NA NA NA NA NA
## [50,] NA NA NA NA NA NA
## [51,] NA NA NA NA NA NA
## [52,] NA NA NA NA NA NA
## [53,] NA NA NA NA NA NA
## [54,] NA NA NA NA NA NA
## [55,] NA NA NA NA NA NA
## [56,] NA NA NA NA NA NA
## [57,] NA NA NA NA NA NA
## [58,] NA NA NA NA NA NA
## [59,] NA NA NA NA NA NA
## [60,] 0.04910249 0.1107596 -0.11378664 0.7934418 0.058699453 -0.02726997
## [61,] 0.05411830 0.1253622 -0.11701162 0.7908549 0.039624469 -0.02105944
## [62,] 0.07287080 0.2238983 -0.09284104 0.7756423 0.015326198 -0.04568942
## [63,] 0.07019339 0.2253084 -0.08982930 0.7764051 0.008960282 -0.03993166
## [64,] 0.06987314 0.2237088 -0.08895617 0.7772694 0.007245739 -0.03997137
## [65,] 0.06966023 0.2604943 -0.03536080 0.7928325 -0.053256052 -0.07081023
## [66,] 0.06689051 0.2496295 -0.04273278 0.7416718 -0.006050628 -0.09367043
## [67,] 0.06361446 0.2370316 -0.04075559 0.7344406 -0.019437205 -0.09037423
## [68,] 0.06582750 0.2382467 -0.04010720 0.7379776 -0.022765672 -0.09135807
## [69,] 0.05410043 0.2299328 -0.03441178 0.7037628 -0.035790326 -0.09783709
## [70,] 0.05704327 0.2333391 -0.03774430 0.7074029 -0.035483966 -0.09817101
## USB WFC
## [1,] NA NA
## [2,] NA NA
## [3,] NA NA
## [4,] NA NA
## [5,] NA NA
## [6,] NA NA
## [7,] NA NA
## [8,] NA NA
## [9,] NA NA
## [10,] NA NA
## [11,] NA NA
## [12,] NA NA
## [13,] NA NA
## [14,] NA NA
## [15,] NA NA
## [16,] NA NA
## [17,] NA NA
## [18,] NA NA
## [19,] NA NA
## [20,] NA NA
## [21,] NA NA
## [22,] NA NA
## [23,] NA NA
## [24,] NA NA
## [25,] NA NA
## [26,] NA NA
## [27,] NA NA
## [28,] NA NA
## [29,] NA NA
## [30,] NA NA
## [31,] NA NA
## [32,] NA NA
## [33,] NA NA
## [34,] NA NA
## [35,] NA NA
## [36,] NA NA
## [37,] NA NA
## [38,] NA NA
## [39,] NA NA
## [40,] NA NA
## [41,] NA NA
## [42,] NA NA
## [43,] NA NA
## [44,] NA NA
## [45,] NA NA
## [46,] NA NA
## [47,] NA NA
## [48,] NA NA
## [49,] NA NA
## [50,] NA NA
## [51,] NA NA
## [52,] NA NA
## [53,] NA NA
## [54,] NA NA
## [55,] NA NA
## [56,] NA NA
## [57,] NA NA
## [58,] NA NA
## [59,] NA NA
## [60,] 0.04907247 0.07998085
## [61,] 0.03331345 0.09479776
## [62,] -0.02550090 0.07629379
## [63,] -0.02754587 0.07643970
## [64,] -0.02630784 0.07713830
## [65,] -0.02036064 0.05680074
## [66,] 0.05714576 0.02711635
## [67,] 0.08632184 0.02915845
## [68,] 0.08259309 0.02958602
## [69,] 0.15910109 0.02114208
## [70,] 0.15316999 0.02044395
tail(weight)
## BAC BACHY C HSBC JPM UNB
## [131,] -0.5307709 0.3287311 -0.2670336 0.1118822 0.2262879 0.6403670
## [132,] -0.3970616 0.5424907 -0.4114361 0.1147286 0.1799128 0.5763244
## [133,] -0.4039680 0.5469349 -0.4083614 0.1107913 0.1765527 0.5785603
## [134,] -0.3739082 0.5225524 -0.3949888 0.1030608 0.1779423 0.5634576
## [135,] -0.4086316 0.5093606 -0.3556151 0.1343247 0.1441413 0.5896255
## [136,] -0.4185861 0.4803309 -0.3535750 0.1241321 0.1435509 0.6335768
## USB WFC
## [131,] 0.08072272 0.4098136
## [132,] -0.03674573 0.4317869
## [133,] -0.02795120 0.4274415
## [134,] -0.03539548 0.4372796
## [135,] -0.09052765 0.4773222
## [136,] -0.09403755 0.4846079
# Assign minimum variance weights to data_m$weight
capital = 100000
data_m$weight <- data_m$prices
data_m$weight[] <- NA
data_m$weight[] <- weight
data_m$weight[] = (capital / prices) * data_m$weight
models$mvp.hist.cov = bt.run(data_m, type='share')
## Latest weights :
## BAC BACHY C HSBC JPM UNB USB WFC
## 2021-03-31 -40.86 50.94 -35.56 13.43 14.41 58.96 -9.05 47.73
##
## Performance summary :
## CAGR Best Worst
## 3.8 20.9 -15.6
#=================================================================
# CAPM model (single factor model)
#*****************************************************************
# Create Constraints
#*****************************************************************
constraints = new.constraints(N, lb = -Inf, ub = +Inf)
# SUM x.i = 1
constraints = add.constraints(rep(1, N), 1, type = '=', constraints)
#
ret = prices / mlag(prices) - 1
weight_1 = coredata(ret)
weight_1[] = NA
#
# head(data_m$weight)
# compute covariance matrix based on historical 60 months returns
# i = 60
f <- fama_lib_month[dates]/100
for( i in 60:dim(weight_1)[1]) {
hist = ret[ (i- 60 + 1):i, ]
Xi <- hist
fi <- f$Mkt.RF[(i - 60 + 1):i, ]
fiti = lm(formula = Xi ~ fi)
sigF = as.numeric(var(fi))
beta_ = as.matrix(fiti$coefficients)
beta_ = as.matrix(beta_[-1,])
sigeps = crossprod(fiti$residuals)/(T-2)
# sigeps = as.matrix(var(fit$residuals)) # you can use this way too
sigeps = diag(diag(sigeps))
cov_1f = sigF*beta_%*%t(beta_)+sigeps
# cov_1f
ia$cov = cov_1f
weight_1[i, ] = min.risk.portfolio(ia, constraints)
}
dim(weight_1)
## [1] 136 8
# 195 8
head(weight_1, 70)
## BAC BACHY C HSBC JPM UNB
## [1,] NA NA NA NA NA NA
## [2,] NA NA NA NA NA NA
## [3,] NA NA NA NA NA NA
## [4,] NA NA NA NA NA NA
## [5,] NA NA NA NA NA NA
## [6,] NA NA NA NA NA NA
## [7,] NA NA NA NA NA NA
## [8,] NA NA NA NA NA NA
## [9,] NA NA NA NA NA NA
## [10,] NA NA NA NA NA NA
## [11,] NA NA NA NA NA NA
## [12,] NA NA NA NA NA NA
## [13,] NA NA NA NA NA NA
## [14,] NA NA NA NA NA NA
## [15,] NA NA NA NA NA NA
## [16,] NA NA NA NA NA NA
## [17,] NA NA NA NA NA NA
## [18,] NA NA NA NA NA NA
## [19,] NA NA NA NA NA NA
## [20,] NA NA NA NA NA NA
## [21,] NA NA NA NA NA NA
## [22,] NA NA NA NA NA NA
## [23,] NA NA NA NA NA NA
## [24,] NA NA NA NA NA NA
## [25,] NA NA NA NA NA NA
## [26,] NA NA NA NA NA NA
## [27,] NA NA NA NA NA NA
## [28,] NA NA NA NA NA NA
## [29,] NA NA NA NA NA NA
## [30,] NA NA NA NA NA NA
## [31,] NA NA NA NA NA NA
## [32,] NA NA NA NA NA NA
## [33,] NA NA NA NA NA NA
## [34,] NA NA NA NA NA NA
## [35,] NA NA NA NA NA NA
## [36,] NA NA NA NA NA NA
## [37,] NA NA NA NA NA NA
## [38,] NA NA NA NA NA NA
## [39,] NA NA NA NA NA NA
## [40,] NA NA NA NA NA NA
## [41,] NA NA NA NA NA NA
## [42,] NA NA NA NA NA NA
## [43,] NA NA NA NA NA NA
## [44,] NA NA NA NA NA NA
## [45,] NA NA NA NA NA NA
## [46,] NA NA NA NA NA NA
## [47,] NA NA NA NA NA NA
## [48,] NA NA NA NA NA NA
## [49,] NA NA NA NA NA NA
## [50,] NA NA NA NA NA NA
## [51,] NA NA NA NA NA NA
## [52,] NA NA NA NA NA NA
## [53,] NA NA NA NA NA NA
## [54,] NA NA NA NA NA NA
## [55,] NA NA NA NA NA NA
## [56,] NA NA NA NA NA NA
## [57,] NA NA NA NA NA NA
## [58,] NA NA NA NA NA NA
## [59,] NA NA NA NA NA NA
## [60,] 0.02675885 0.1159989 0.03577709 0.5444625 0.08258337 0.04758161
## [61,] 0.02757749 0.1196910 0.03690099 0.5334899 0.08388926 0.04900568
## [62,] 0.02687145 0.1256671 0.03583457 0.5243543 0.08607345 0.04782753
## [63,] 0.02730933 0.1246075 0.03520529 0.5254992 0.08643905 0.04690312
## [64,] 0.02699240 0.1234518 0.03693104 0.5183235 0.08696317 0.04638555
## [65,] 0.02885141 0.1305944 0.03966054 0.4986151 0.08269604 0.05013726
## [66,] 0.02859561 0.1397847 0.03925501 0.4810195 0.08385313 0.04936723
## [67,] 0.02839209 0.1440055 0.03879452 0.4697479 0.08107831 0.04946757
## [68,] 0.02810048 0.1452533 0.03876632 0.4656837 0.08529297 0.04999020
## [69,] 0.02755993 0.1595843 0.03786837 0.4444391 0.07746120 0.04960220
## [70,] 0.02756406 0.1588201 0.03749823 0.4457129 0.07598630 0.04945685
## USB WFC
## [1,] NA NA
## [2,] NA NA
## [3,] NA NA
## [4,] NA NA
## [5,] NA NA
## [6,] NA NA
## [7,] NA NA
## [8,] NA NA
## [9,] NA NA
## [10,] NA NA
## [11,] NA NA
## [12,] NA NA
## [13,] NA NA
## [14,] NA NA
## [15,] NA NA
## [16,] NA NA
## [17,] NA NA
## [18,] NA NA
## [19,] NA NA
## [20,] NA NA
## [21,] NA NA
## [22,] NA NA
## [23,] NA NA
## [24,] NA NA
## [25,] NA NA
## [26,] NA NA
## [27,] NA NA
## [28,] NA NA
## [29,] NA NA
## [30,] NA NA
## [31,] NA NA
## [32,] NA NA
## [33,] NA NA
## [34,] NA NA
## [35,] NA NA
## [36,] NA NA
## [37,] NA NA
## [38,] NA NA
## [39,] NA NA
## [40,] NA NA
## [41,] NA NA
## [42,] NA NA
## [43,] NA NA
## [44,] NA NA
## [45,] NA NA
## [46,] NA NA
## [47,] NA NA
## [48,] NA NA
## [49,] NA NA
## [50,] NA NA
## [51,] NA NA
## [52,] NA NA
## [53,] NA NA
## [54,] NA NA
## [55,] NA NA
## [56,] NA NA
## [57,] NA NA
## [58,] NA NA
## [59,] NA NA
## [60,] 0.09202614 0.05481152
## [61,] 0.09481246 0.05463325
## [62,] 0.09517537 0.05819619
## [63,] 0.09570645 0.05833004
## [64,] 0.10239576 0.05855671
## [65,] 0.11090786 0.05853734
## [66,] 0.12267173 0.05545311
## [67,] 0.13417185 0.05434228
## [68,] 0.13731985 0.04959319
## [69,] 0.15726408 0.04622085
## [70,] 0.15770045 0.04726106
tail(weight_1)
## BAC BACHY C HSBC JPM UNB
## [131,] 0.07669475 0.1498784 0.06730915 0.06780270 0.1937532 0.1333085
## [132,] 0.08350021 0.1614713 0.06489702 0.06952764 0.1693697 0.1354750
## [133,] 0.08402310 0.1595067 0.06464356 0.07019926 0.1713504 0.1355199
## [134,] 0.08678763 0.1505418 0.06569861 0.06767136 0.1708484 0.1363266
## [135,] 0.08859646 0.1431160 0.06724477 0.06992610 0.1717734 0.1358405
## [136,] 0.08780781 0.1397978 0.06702872 0.06939062 0.1726847 0.1367238
## USB WFC
## [131,] 0.11381865 0.1974346
## [132,] 0.10287259 0.2128866
## [133,] 0.10113514 0.2136220
## [134,] 0.09793908 0.2241865
## [135,] 0.09177903 0.2317238
## [136,] 0.09124098 0.2353256
# Assign minimum variance weights to data_m$weight
capital = 100000
data_m$weight <- data_m$prices
data_m$weight[] <- NA
data_m$weight[] <- weight_1
data_m$weight[] = (capital / prices) * data_m$weight
models$mvp.capm.cov = bt.run(data_m, type='share')
## Latest weights :
## BAC BACHY C HSBC JPM UNB USB WFC
## 2021-03-31 8.86 14.31 6.72 6.99 17.18 13.58 9.18 23.17
##
## Performance summary :
## CAGR Best Worst
## 4.5 19.8 -22.4
models$mvp.capm.cov$cagr
## [1] 0.04519543
models$mvp.hist.cov$cagr
## [1] 0.03803184
#=================================================================
# FF 3 factor model
#*****************************************************************
# Create Constraints
#*****************************************************************
constraints = new.constraints(N, lb = -Inf, ub = +Inf)
# SUM x.i = 1
constraints = add.constraints(rep(1, N), 1, type = '=', constraints)
#
ret = prices / mlag(prices) - 1
weight_3 = coredata(ret)
weight_3[] = NA
#
# head(data_m$weight)
# compute covariance matrix based on historical 60 months returns
# i = 60
f <- fama_lib_month[dates]/100
for( i in 60:dim(weight_1)[1]) {
hist = ret[ (i- 60 + 1):i, ]
Xi <- hist
fi <- f[(i - 60 + 1):i, ]
fiti = lm(formula = Xi ~ fi)
sigF = as.matrix(var(fi))
beta_ = as.matrix(fiti$coefficients)
beta_ = as.matrix(beta_[-1,])
sigeps = crossprod(fiti$residuals)/(T-4) # note (T - 4)
# sigeps = as.matrix(var(fit$residuals)) # you can use this way too
sigeps = diag(diag(sigeps))
cov_3f = t(beta_)%*% sigF %*% beta_ + sigeps
# cov_1f
ia$cov = cov_3f
weight_3[i, ] = min.risk.portfolio(ia, constraints)
}
dim(weight_3)
## [1] 136 8
# 195 8
head(weight_3, 70)
## BAC BACHY C HSBC JPM UNB
## [1,] NA NA NA NA NA NA
## [2,] NA NA NA NA NA NA
## [3,] NA NA NA NA NA NA
## [4,] NA NA NA NA NA NA
## [5,] NA NA NA NA NA NA
## [6,] NA NA NA NA NA NA
## [7,] NA NA NA NA NA NA
## [8,] NA NA NA NA NA NA
## [9,] NA NA NA NA NA NA
## [10,] NA NA NA NA NA NA
## [11,] NA NA NA NA NA NA
## [12,] NA NA NA NA NA NA
## [13,] NA NA NA NA NA NA
## [14,] NA NA NA NA NA NA
## [15,] NA NA NA NA NA NA
## [16,] NA NA NA NA NA NA
## [17,] NA NA NA NA NA NA
## [18,] NA NA NA NA NA NA
## [19,] NA NA NA NA NA NA
## [20,] NA NA NA NA NA NA
## [21,] NA NA NA NA NA NA
## [22,] NA NA NA NA NA NA
## [23,] NA NA NA NA NA NA
## [24,] NA NA NA NA NA NA
## [25,] NA NA NA NA NA NA
## [26,] NA NA NA NA NA NA
## [27,] NA NA NA NA NA NA
## [28,] NA NA NA NA NA NA
## [29,] NA NA NA NA NA NA
## [30,] NA NA NA NA NA NA
## [31,] NA NA NA NA NA NA
## [32,] NA NA NA NA NA NA
## [33,] NA NA NA NA NA NA
## [34,] NA NA NA NA NA NA
## [35,] NA NA NA NA NA NA
## [36,] NA NA NA NA NA NA
## [37,] NA NA NA NA NA NA
## [38,] NA NA NA NA NA NA
## [39,] NA NA NA NA NA NA
## [40,] NA NA NA NA NA NA
## [41,] NA NA NA NA NA NA
## [42,] NA NA NA NA NA NA
## [43,] NA NA NA NA NA NA
## [44,] NA NA NA NA NA NA
## [45,] NA NA NA NA NA NA
## [46,] NA NA NA NA NA NA
## [47,] NA NA NA NA NA NA
## [48,] NA NA NA NA NA NA
## [49,] NA NA NA NA NA NA
## [50,] NA NA NA NA NA NA
## [51,] NA NA NA NA NA NA
## [52,] NA NA NA NA NA NA
## [53,] NA NA NA NA NA NA
## [54,] NA NA NA NA NA NA
## [55,] NA NA NA NA NA NA
## [56,] NA NA NA NA NA NA
## [57,] NA NA NA NA NA NA
## [58,] NA NA NA NA NA NA
## [59,] NA NA NA NA NA NA
## [60,] 0.02538352 0.1140497 0.03291296 0.5614500 0.07832172 0.04287753
## [61,] 0.02583842 0.1185383 0.03347529 0.5498554 0.07951677 0.04413846
## [62,] 0.02516332 0.1239199 0.03247502 0.5424905 0.08147469 0.04273331
## [63,] 0.02614124 0.1225688 0.03193978 0.5432818 0.08235645 0.04198745
## [64,] 0.02594136 0.1214901 0.03407128 0.5338730 0.08282100 0.04185728
## [65,] 0.02884054 0.1283151 0.03800724 0.5118147 0.07849062 0.04574057
## [66,] 0.02782898 0.1362646 0.03577551 0.5062728 0.07621325 0.04127325
## [67,] 0.02771362 0.1400775 0.03549989 0.4950108 0.07410963 0.04103683
## [68,] 0.02765028 0.1420088 0.03605813 0.4889722 0.07854816 0.04186241
## [69,] 0.02801114 0.1576191 0.03640664 0.4585750 0.07179090 0.04329953
## [70,] 0.02789248 0.1566590 0.03570469 0.4625172 0.06991149 0.04260928
## USB WFC
## [1,] NA NA
## [2,] NA NA
## [3,] NA NA
## [4,] NA NA
## [5,] NA NA
## [6,] NA NA
## [7,] NA NA
## [8,] NA NA
## [9,] NA NA
## [10,] NA NA
## [11,] NA NA
## [12,] NA NA
## [13,] NA NA
## [14,] NA NA
## [15,] NA NA
## [16,] NA NA
## [17,] NA NA
## [18,] NA NA
## [19,] NA NA
## [20,] NA NA
## [21,] NA NA
## [22,] NA NA
## [23,] NA NA
## [24,] NA NA
## [25,] NA NA
## [26,] NA NA
## [27,] NA NA
## [28,] NA NA
## [29,] NA NA
## [30,] NA NA
## [31,] NA NA
## [32,] NA NA
## [33,] NA NA
## [34,] NA NA
## [35,] NA NA
## [36,] NA NA
## [37,] NA NA
## [38,] NA NA
## [39,] NA NA
## [40,] NA NA
## [41,] NA NA
## [42,] NA NA
## [43,] NA NA
## [44,] NA NA
## [45,] NA NA
## [46,] NA NA
## [47,] NA NA
## [48,] NA NA
## [49,] NA NA
## [50,] NA NA
## [51,] NA NA
## [52,] NA NA
## [53,] NA NA
## [54,] NA NA
## [55,] NA NA
## [56,] NA NA
## [57,] NA NA
## [58,] NA NA
## [59,] NA NA
## [60,] 0.09473121 0.05027338
## [61,] 0.09809780 0.05053957
## [62,] 0.09792594 0.05381728
## [63,] 0.09784862 0.05387583
## [64,] 0.10542878 0.05451722
## [65,] 0.11470051 0.05409070
## [66,] 0.12720883 0.04916277
## [67,] 0.13851781 0.04803401
## [68,] 0.14234092 0.04255911
## [69,] 0.16405712 0.04024061
## [70,] 0.16393787 0.04076797
tail(weight_3)
## BAC BACHY C HSBC JPM UNB
## [131,] 0.07228481 0.1464454 0.06354188 0.06707503 0.1918952 0.1284139
## [132,] 0.07979474 0.1574730 0.06184184 0.06912063 0.1678919 0.1306324
## [133,] 0.07919269 0.1550032 0.06068790 0.06946422 0.1700510 0.1301181
## [134,] 0.08496629 0.1461143 0.06439477 0.06684640 0.1679093 0.1321186
## [135,] 0.08642302 0.1395460 0.06544461 0.06844784 0.1691486 0.1320794
## [136,] 0.08630404 0.1373624 0.06575078 0.06805690 0.1696262 0.1344849
## USB WFC
## [131,] 0.12371173 0.2066320
## [132,] 0.11182048 0.2214250
## [133,] 0.10896839 0.2265145
## [134,] 0.10439788 0.2332524
## [135,] 0.09564320 0.2432674
## [136,] 0.09306303 0.2453517
# Assign minimum variance weights to data_m$weight
capital = 100000
data_m$weight <- data_m$prices
data_m$weight[] <- NA
data_m$weight[] <- weight_3
data_m$weight[] = (capital / prices) * data_m$weight
models$mvp.ff3.cov = bt.run(data_m, type='share')
## Latest weights :
## BAC BACHY C HSBC JPM UNB USB WFC
## 2021-03-31 8.64 13.95 6.54 6.84 16.91 13.21 9.56 24.33
##
## Performance summary :
## CAGR Best Worst
## 4.5 19.8 -22.3
#============================================================
# Principal Component Analysis (PCA)
#=============================================================
library(covFactorModel)
X_i <-X[1:60,]
factor_pca <- factorModel(X_i, type = "S", K = 3, max_iter = 10)
cbind(alpha = factor_pca$alpha, beta = factor_pca$beta)
## alpha factor1 factor2 factor3
## BAC 0.008503482 -0.092869922 0.033734121 -0.022292459
## BACHY 0.008636452 -0.041812690 -0.025659846 -0.004027332
## C 0.012257753 -0.078217820 -0.013287138 0.003242576
## HSBC 0.002133427 -0.043119023 -0.026729771 -0.007833897
## JPM 0.011669376 -0.069628329 -0.006704443 0.001416436
## UNB 0.010100110 -0.002129673 -0.003988640 0.003667235
## USB 0.014474307 -0.028923470 0.004595543 0.032606326
## WFC 0.015228417 -0.041149754 0.011525445 0.030943882
# Statistical 3-factor model
K <- 3
X_trn <- X_i
T_trn <- dim(X_i)[1]
alpha <- colMeans(X_trn)
X_trn_ <- X_trn - matrix(alpha, T_trn, N, byrow = TRUE)
Sigma_prev <- matrix(0, N, N)
Sigma <- (1/(T_trn-1)) * t(X_trn_) %*% X_trn_
eigSigma <- eigen(Sigma)
while (norm(Sigma - Sigma_prev, "F")/norm(Sigma, "F") > 1e-3) {
B <- eigSigma$vectors[, 1:K] %*% diag(sqrt(eigSigma$values[1:K]), K, K)
Psi <- diag(diag(Sigma - B %*% t(B)))
Sigma_prev <- Sigma
Sigma <- B %*% t(B) + Psi
eigSigma <- eigen(Sigma - Psi)
}
# B: factor loadings
B
## [,1] [,2] [,3]
## [1,] -0.092050633 0.032821412 -0.029944190
## [2,] -0.045863194 -0.047956106 -0.003333652
## [3,] -0.082025906 -0.007602228 0.009398622
## [4,] -0.044041752 -0.023404644 -0.004953106
## [5,] -0.071141410 -0.001085887 0.002311119
## [6,] -0.002147258 -0.001718940 0.004993775
## [7,] -0.028858645 0.009829362 0.034556599
## [8,] -0.040714643 0.015469373 0.029082674
# fiti = lm(formula = X_i ~ t(B))
Sigma_PCA3 <- Sigma
Sigma_PCA3
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1.065392e-02 0.0027475723 0.0070195866 0.0034342144 0.0064437669
## [2,] 2.747572e-03 0.0052007094 0.0040952115 0.0031588029 0.0033071427
## [3,] 7.019587e-03 0.0040952115 0.0080342702 0.0037439397 0.0058654152
## [4,] 3.434214e-03 0.0031588029 0.0037439397 0.0035742174 0.0031471599
## [5,] 6.443767e-03 0.0033071427 0.0058654152 0.0031471599 0.0059824530
## [6,] -8.296180e-06 0.0001642663 0.0002361331 0.0001100655 0.0001661667
## [7,] 1.944301e-03 0.0007369720 0.0026172159 0.0008697701 0.0021222356
## [8,] 3.384678e-03 0.0010285012 0.0034953909 0.0012870395 0.0029469127
## [,6] [,7] [,8]
## [1,] -8.296180e-06 0.0019443007 0.0033846782
## [2,] 1.642663e-04 0.0007369720 0.0010285012
## [3,] 2.361331e-04 0.0026172159 0.0034953909
## [4,] 1.100655e-04 0.0008697701 0.0012870395
## [5,] 1.661667e-04 0.0021222356 0.0029469127
## [6,] 5.598720e-04 0.0002176387 0.0002060662
## [7,] 2.176387e-04 0.0024729589 0.0023320218
## [8,] 2.060662e-04 0.0023320218 0.0031035264
diag(Sigma_PCA3)
## [1] 0.010653919 0.005200709 0.008034270 0.003574217 0.005982453 0.000559872
## [7] 0.002472959 0.003103526
# error
norm(Sigma_PCA3 - cov(X_i), "F")
## [1] 0.001805031
#---------------------------------------------------------------
# By Eric Zivot
# use R princomp() function for principal component analysis
#---------------------------------------------------------------
pc.fit = princomp(X_i)
class(pc.fit)
## [1] "princomp"
names(pc.fit)
## [1] "sdev" "loadings" "center" "scale" "n.obs" "scores" "call"
pc.fit
## Call:
## princomp(x = X_i)
##
## Standard deviations:
## Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Comp.7
## 0.16233980 0.06519672 0.05513039 0.04583365 0.03646585 0.03104867 0.02187286
## Comp.8
## 0.02012765
##
## 8 variables and 60 observations.
summary(pc.fit)
## Importance of components:
## Comp.1 Comp.2 Comp.3 Comp.4 Comp.5
## Standard deviation 0.1623398 0.06519672 0.05513039 0.04583365 0.03646585
## Proportion of Variance 0.6770992 0.10920783 0.07808803 0.05397233 0.03416449
## Cumulative Proportion 0.6770992 0.78630705 0.86439508 0.91836741 0.95253190
## Comp.6 Comp.7 Comp.8
## Standard deviation 0.03104867 0.02187286 0.02012765
## Proportion of Variance 0.02476785 0.01229174 0.01040851
## Cumulative Proportion 0.97729975 0.98959149 1.00000000
#eigenvalues & eigenvectors
eig.value <- eigen(cov(X_i))$values
pc.fit
## Call:
## princomp(x = X_i)
##
## Standard deviations:
## Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Comp.7
## 0.16233980 0.06519672 0.05513039 0.04583365 0.03646585 0.03104867 0.02187286
## Comp.8
## 0.02012765
##
## 8 variables and 60 observations.
eig.vec <- eigen(cov(X_i))$vectors
B_hat <- eig.vec[, 1:3]%*%diag(sqrt(eig.value[1:3]), 3, 3)
B_hat
## [,1] [,2] [,3]
## [1,] -0.092050633 -0.032821412 0.029944190
## [2,] -0.045863194 0.047956106 0.003333652
## [3,] -0.082025906 0.007602228 -0.009398622
## [4,] -0.044041752 0.023404644 0.004953106
## [5,] -0.071141410 0.001085887 -0.002311119
## [6,] -0.002147258 0.001718940 -0.004993775
## [7,] -0.028858645 -0.009829362 -0.034556599
## [8,] -0.040714643 -0.015469373 -0.029082674
plot(pc.fit)
loadings(pc.fit)
##
## Loadings:
## Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Comp.7 Comp.8
## BAC 0.562 0.499 0.539 0.246 0.259 0.109
## BACHY 0.280 -0.729 0.588 0.179
## C 0.501 -0.116 -0.169 -0.534 0.616 -0.191
## HSBC 0.269 -0.356 -0.447 -0.477 0.556 -0.134 -0.196
## JPM 0.435 -0.580 -0.682
## UNB -0.156 0.176 0.876 0.407
## USB 0.176 0.150 -0.622 0.180 -0.129 0.258 -0.352 0.566
## WFC 0.249 0.235 -0.523 0.230 0.146 0.277 -0.677
##
## Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Comp.7 Comp.8
## SS loadings 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000
## Proportion Var 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
## Cumulative Var 0.125 0.250 0.375 0.500 0.625 0.750 0.875 1.000
pc.fit$loadings[, 1:3]
## Comp.1 Comp.2 Comp.3
## BAC 0.56227938 0.49920844 0.53860685
## BACHY 0.28014939 -0.72940471 0.05996247
## C 0.50104464 -0.11562867 -0.16905323
## HSBC 0.26902334 -0.35598089 0.08909164
## JPM 0.43455810 -0.01651617 -0.04157015
## UNB 0.01311624 -0.02614480 -0.08982315
## USB 0.17627930 0.14950302 -0.62157036
## WFC 0.24870013 0.23528669 -0.52311075
# pc factors are in the scores component. Note these scores are based on
# centered data
head(pc.fit$scores[, 1:3])
## Comp.1 Comp.2 Comp.3
## 2010-01-29 -0.055260315 0.119336479 -0.09257538
## 2010-02-26 0.069416994 0.024143810 0.09209185
## 2010-03-31 0.192590699 0.005201364 -0.08816252
## 2010-04-30 0.005607765 0.035984651 -0.05739204
## 2010-05-28 -0.247399005 -0.058972371 0.09861907
## 2010-06-30 -0.167597350 -0.077303005 0.07664631
pc.fit$scores[, 1:3]
## Comp.1 Comp.2 Comp.3
## 2010-01-29 -5.526032e-02 0.119336479 -0.092575382
## 2010-02-26 6.941699e-02 0.024143810 0.092091853
## 2010-03-31 1.925907e-01 0.005201364 -0.088162521
## 2010-04-30 5.607765e-03 0.035984651 -0.057392044
## 2010-05-28 -2.473990e-01 -0.058972371 0.098619073
## 2010-06-30 -1.675973e-01 -0.077303005 0.076646308
## 2010-07-30 1.337954e-01 -0.082699042 -0.088956904
## 2010-08-31 -2.592611e-01 -0.055598295 0.128004967
## 2010-09-30 9.344546e-02 0.002105286 -0.023958980
## 2010-10-29 1.033028e-02 -0.157448060 -0.148331501
## 2010-11-30 -7.120105e-02 0.056443200 -0.029019667
## 2010-12-31 2.798099e-01 0.143381461 -0.051259304
## 2011-01-31 5.380686e-02 0.005972297 0.004696894
## 2011-02-28 1.026672e-02 0.011495323 0.022764896
## 2011-03-31 -1.009648e-01 -0.070917109 0.023009889
## 2011-04-29 -6.528406e-02 -0.080036878 0.024319213
## 2011-05-31 -1.365184e-01 -0.012359778 0.025773340
## 2011-06-30 -1.220083e-01 0.048017619 -0.025696539
## 2011-07-29 -1.477209e-01 -0.003108818 -0.047178150
## 2011-08-31 -3.327576e-01 0.028848483 0.047757783
## 2011-09-30 -4.618493e-01 0.115034764 -0.081371402
## 2011-10-31 3.432878e-01 -0.103908860 -0.038978902
## 2011-11-30 -2.865451e-01 -0.015089541 -0.086408784
## 2011-12-30 4.222040e-02 -0.024194406 -0.030716934
## 2012-01-31 3.694840e-01 -0.017797125 0.091538501
## 2012-02-29 1.502141e-01 0.048008433 0.003964897
## 2012-03-30 2.354970e-01 0.160078712 -0.004878706
## 2012-04-30 -1.727793e-01 -0.100237772 -0.043254832
## 2012-05-31 -3.418700e-01 0.060593750 0.032972183
## 2012-06-29 1.561544e-01 -0.021641953 0.030061426
## 2012-07-31 -8.729069e-02 -0.019116253 -0.075570893
## 2012-08-31 9.157713e-02 0.045754666 0.040504031
## 2012-09-28 1.615146e-01 -0.002973162 0.032209100
## 2012-10-31 1.219970e-01 -0.080564606 0.060673837
## 2012-11-30 -2.560885e-02 -0.009589150 0.089463482
## 2012-12-31 2.192980e-01 0.004383653 0.077462994
## 2013-01-31 8.311832e-02 -0.097785863 -0.041768548
## 2013-02-28 -2.725951e-02 0.042594349 -0.014248862
## 2013-03-28 4.157084e-02 0.064896378 0.017722943
## 2013-04-30 3.862958e-02 -0.016044104 0.005357798
## 2013-05-31 1.754879e-01 0.056828475 -0.022418554
## 2013-06-28 -1.327577e-01 0.056171514 -0.044155514
## 2013-07-31 1.690807e-01 0.031556707 0.032548776
## 2013-08-30 -1.577218e-01 0.001855535 0.053471094
## 2013-09-30 1.400876e-02 -0.088244265 -0.004267462
## 2013-10-31 1.154806e-02 -0.010746019 -0.010182210
## 2013-11-29 1.741151e-01 0.033879968 0.021476034
## 2013-12-31 -3.460560e-02 0.043508771 -0.040870637
## 2014-01-31 -9.578172e-02 0.137473650 0.074986416
## 2014-02-28 1.034112e-02 -0.002687581 -0.038937928
## 2014-03-31 5.588902e-02 0.004345329 -0.024587891
## 2014-04-30 -1.303042e-01 -0.063482635 -0.020061533
## 2014-05-30 1.638756e-02 -0.065785183 -0.012110572
## 2014-06-30 -4.481127e-06 0.031823495 -0.022731930
## 2014-07-31 1.006585e-02 -0.082666771 0.047795724
## 2014-08-29 5.318277e-02 0.030179337 0.021660352
## 2014-09-30 -6.030466e-03 0.074625553 0.041616540
## 2014-10-31 2.897920e-02 -0.042161208 -0.008130719
## 2014-11-28 3.350429e-03 -0.042429102 -0.028992340
## 2014-12-31 4.031187e-02 -0.018934099 0.028005800
# time series plot of principal component factors
# library(PerformanceAnalytics)
# chart.TimeSeries(pc.fit$scores[, 1, drop=FALSE], colorset="blue")
# compare with direct eigen-value analysis
# notice the sign change on the first set of loadings
eigen.fit = eigen(var(X_i))
names(eigen.fit)
## [1] "values" "vectors"
names(eigen.fit$values) = rownames(eigen.fit$vectors) = colnames(X_i)
cbind(pc.fit$loadings[,1:3], eigen.fit$vectors[, 1:3])
## Comp.1 Comp.2 Comp.3
## BAC 0.56227938 0.49920844 0.53860685 -0.56227938 -0.49920844 0.53860685
## BACHY 0.28014939 -0.72940471 0.05996247 -0.28014939 0.72940471 0.05996247
## C 0.50104464 -0.11562867 -0.16905323 -0.50104464 0.11562867 -0.16905323
## HSBC 0.26902334 -0.35598089 0.08909164 -0.26902334 0.35598089 0.08909164
## JPM 0.43455810 -0.01651617 -0.04157015 -0.43455810 0.01651617 -0.04157015
## UNB 0.01311624 -0.02614480 -0.08982315 -0.01311624 0.02614480 -0.08982315
## USB 0.17627930 0.14950302 -0.62157036 -0.17627930 -0.14950302 -0.62157036
## WFC 0.24870013 0.23528669 -0.52311075 -0.24870013 -0.23528669 -0.52311075
# compute uncentered pc factors from eigenvectors and return data
pc.factors.uc = X_i %*% eigen.fit$vectors
colnames(pc.factors.uc) = paste(colnames(pc.fit$scores),".uc",sep="")
# compare centered and uncentered scores. Note sign change on first factor
# We can treat centered scores as unobservable factor values (F)
cbind(pc.fit$scores[,1,drop=F], -pc.factors.uc[, 1, drop=F])
## Comp.1 Comp.1.uc
## 2010-01-29 -5.526032e-02 -0.0298015356
## 2010-02-26 6.941699e-02 0.0948757732
## 2010-03-31 1.925907e-01 0.2180494784
## 2010-04-30 5.607765e-03 0.0310665444
## 2010-05-28 -2.473990e-01 -0.2219402253
## 2010-06-30 -1.675973e-01 -0.1421385703
## 2010-07-30 1.337954e-01 0.1592541466
## 2010-08-31 -2.592611e-01 -0.2338023437
## 2010-09-30 9.344546e-02 0.1189042394
## 2010-10-29 1.033028e-02 0.0357890583
## 2010-11-30 -7.120105e-02 -0.0457422677
## 2010-12-31 2.798099e-01 0.3052686312
## 2011-01-31 5.380686e-02 0.0792656379
## 2011-02-28 1.026672e-02 0.0357254981
## 2011-03-31 -1.009648e-01 -0.0755059704
## 2011-04-29 -6.528406e-02 -0.0398252816
## 2011-05-31 -1.365184e-01 -0.1110595775
## 2011-06-30 -1.220083e-01 -0.0965495595
## 2011-07-29 -1.477209e-01 -0.1222621645
## 2011-08-31 -3.327576e-01 -0.3072988309
## 2011-09-30 -4.618493e-01 -0.4363904730
## 2011-10-31 3.432878e-01 0.3687465959
## 2011-11-30 -2.865451e-01 -0.2610862833
## 2011-12-30 4.222040e-02 0.0676791761
## 2012-01-31 3.694840e-01 0.3949428018
## 2012-02-29 1.502141e-01 0.1756728944
## 2012-03-30 2.354970e-01 0.2609558018
## 2012-04-30 -1.727793e-01 -0.1473205288
## 2012-05-31 -3.418700e-01 -0.3164112113
## 2012-06-29 1.561544e-01 0.1816131738
## 2012-07-31 -8.729069e-02 -0.0618319113
## 2012-08-31 9.157713e-02 0.1170359068
## 2012-09-28 1.615146e-01 0.1869733562
## 2012-10-31 1.219970e-01 0.1474557502
## 2012-11-30 -2.560885e-02 -0.0001500696
## 2012-12-31 2.192980e-01 0.2447567705
## 2013-01-31 8.311832e-02 0.1085770959
## 2013-02-28 -2.725951e-02 -0.0018007294
## 2013-03-28 4.157084e-02 0.0670296170
## 2013-04-30 3.862958e-02 0.0640883579
## 2013-05-31 1.754879e-01 0.2009467235
## 2013-06-28 -1.327577e-01 -0.1072989292
## 2013-07-31 1.690807e-01 0.1945395166
## 2013-08-30 -1.577218e-01 -0.1322630168
## 2013-09-30 1.400876e-02 0.0394675362
## 2013-10-31 1.154806e-02 0.0370068437
## 2013-11-29 1.741151e-01 0.1995738498
## 2013-12-31 -3.460560e-02 -0.0091468166
## 2014-01-31 -9.578172e-02 -0.0703229356
## 2014-02-28 1.034112e-02 0.0357999032
## 2014-03-31 5.588902e-02 0.0813478000
## 2014-04-30 -1.303042e-01 -0.1048454329
## 2014-05-30 1.638756e-02 0.0418463353
## 2014-06-30 -4.481127e-06 0.0254542985
## 2014-07-31 1.006585e-02 0.0355246331
## 2014-08-29 5.318277e-02 0.0786415490
## 2014-09-30 -6.030466e-03 0.0194283135
## 2014-10-31 2.897920e-02 0.0544379769
## 2014-11-28 3.350429e-03 0.0288092084
## 2014-12-31 4.031187e-02 0.0657706503
# use first 3 eigen-vectors to compue three factor (with normalization to have pos correlation with market)
# note: cannot treat pc as a portfolio b/c weights do not sum to unity
p3 = pc.fit$loadings[, 1:3]
p3 # refers to B
## Comp.1 Comp.2 Comp.3
## BAC 0.56227938 0.49920844 0.53860685
## BACHY 0.28014939 -0.72940471 0.05996247
## C 0.50104464 -0.11562867 -0.16905323
## HSBC 0.26902334 -0.35598089 0.08909164
## JPM 0.43455810 -0.01651617 -0.04157015
## UNB 0.01311624 -0.02614480 -0.08982315
## USB 0.17627930 0.14950302 -0.62157036
## WFC 0.24870013 0.23528669 -0.52311075
colSums(p3)
## Comp.1 Comp.2 Comp.3
## 2.4851505 -0.3596771 -0.7574667
# create factor mimicking portfolio by normalizing weights to unity
p3 = p3/colSums(p3)
p3
## Comp.1 Comp.2 Comp.3
## BAC 0.22625566 -0.659050022 -1.49747332
## BACHY -0.77889138 -0.293505244 -0.07916186
## C -0.66147415 0.321479101 -0.06802535
## HSBC 0.10825233 0.469962437 -0.24769895
## JPM -1.20818955 -0.006645942 0.05488050
## UNB -0.01731594 0.072689657 -0.03614395
## USB 0.07093305 -0.197372407 1.72813441
## WFC -0.69145391 0.094677036 0.69060562
barplot(p3[,1], horiz=F, main="Factor mimicking weights", col="sky blue", cex.names = 0.75, las=2)
# create first 3 factors
f3 = X_i %*% p3
head(f3)
## Comp.1 Comp.2 Comp.3
## [1,] 0.110620158 -0.021106497 0.23931229
## [2,] -0.059356054 -0.042659774 -0.20792409
## [3,] -0.365356078 -0.043598918 0.07954580
## [4,] -0.007106483 0.041978140 0.09787534
## [5,] 0.192802599 0.005920196 -0.06881872
## [6,] 0.171542841 0.046033812 -0.06031142
head(pc.fit$scores[, 1:3])
## Comp.1 Comp.2 Comp.3
## 2010-01-29 -0.055260315 0.119336479 -0.09257538
## 2010-02-26 0.069416994 0.024143810 0.09209185
## 2010-03-31 0.192590699 0.005201364 -0.08816252
## 2010-04-30 0.005607765 0.035984651 -0.05739204
## 2010-05-28 -0.247399005 -0.058972371 0.09861907
## 2010-06-30 -0.167597350 -0.077303005 0.07664631
# chart.TimeSeries(f1, main="First principal component factor", colorset="blue")
# estimate factor betas by multivariate regression
n.obs <- dim(X_i)[1]
X.mat = cbind(rep(1, n.obs), f3)
colnames(X.mat) = c("intercept", "Factor 1", "Factor 2", "Factor 3")
XX.mat = crossprod(X.mat)
# multivariate least squares
G.hat = solve(XX.mat)%*%crossprod(X.mat, X_i)
t(G.hat)
## intercept Factor 1 Factor 2 Factor 3
## BAC 0.0016212220 -0.24241189 -0.80317487 -0.244043895
## BACHY -0.0011868701 -0.28043815 -0.02705986 -0.024140628
## C 0.0008799661 -0.43516525 0.37698793 -0.142503267
## HSBC -0.0005460789 -0.24842616 0.61130121 -0.188342684
## JPM -0.0005041607 -0.36108248 -0.07043174 -0.060349512
## UNB 0.0096591324 -0.02908324 0.14439165 -0.002299357
## USB 0.0008585846 -0.17734978 -0.42124048 0.260838986
## WFC 0.0016672566 -0.21878340 -0.42103228 0.186441747
# can also use solve(qr(X.mat), returns.mat)
beta.hat = G.hat[2:4,]
beta.hat
## BAC BACHY C HSBC JPM UNB
## Factor 1 -0.2424119 -0.28043815 -0.4351652 -0.2484262 -0.36108248 -0.029083236
## Factor 2 -0.8031749 -0.02705986 0.3769879 0.6113012 -0.07043174 0.144391655
## Factor 3 -0.2440439 -0.02414063 -0.1425033 -0.1883427 -0.06034951 -0.002299357
## USB WFC
## Factor 1 -0.1773498 -0.2187834
## Factor 2 -0.4212405 -0.4210323
## Factor 3 0.2608390 0.1864417
B
## [,1] [,2] [,3]
## [1,] -0.092050633 0.032821412 -0.029944190
## [2,] -0.045863194 -0.047956106 -0.003333652
## [3,] -0.082025906 -0.007602228 0.009398622
## [4,] -0.044041752 -0.023404644 -0.004953106
## [5,] -0.071141410 -0.001085887 0.002311119
## [6,] -0.002147258 -0.001718940 0.004993775
## [7,] -0.028858645 0.009829362 0.034556599
## [8,] -0.040714643 0.015469373 0.029082674
E.hat = X_i - X.mat%*%G.hat
diagD.hat = diag(crossprod(E.hat)/(n.obs-4))
# compute covariance/correlation matrices with three pc factor
cov.pc3 = t(beta.hat)%*%var(f3)%*%(beta.hat) + diag(diagD.hat)
cov.pc3
## BAC BACHY C HSBC JPM
## BAC 0.0107130705 0.0042801082 0.0059829663 0.0028777975 0.0059886642
## BACHY 0.0042801082 0.0053219382 0.0043387984 0.0022935380 0.0039227040
## C 0.0059829663 0.0043387984 0.0081028351 0.0039182056 0.0057919674
## HSBC 0.0028777975 0.0022935380 0.0039182056 0.0036261320 0.0030652123
## JPM 0.0059886642 0.0039227040 0.0057919674 0.0030652123 0.0060210123
## UNB -0.0001973729 0.0001094129 0.0002561396 0.0002254572 0.0001215711
## USB 0.0014115689 0.0015140336 0.0017740237 0.0004510610 0.0019099958
## WFC 0.0028079845 0.0021677796 0.0027940845 0.0010541588 0.0028280417
## UNB USB WFC
## BAC -1.973729e-04 1.411569e-03 2.807984e-03
## BACHY 1.094129e-04 1.514034e-03 2.167780e-03
## C 2.561396e-04 1.774024e-03 2.794084e-03
## HSBC 2.254572e-04 4.510610e-04 1.054159e-03
## JPM 1.215711e-04 1.909996e-03 2.828042e-03
## UNB 5.870088e-04 4.067412e-05 3.583761e-05
## USB 4.067412e-05 2.502767e-03 1.973138e-03
## WFC 3.583761e-05 1.973138e-03 3.148358e-03
Sigma_PCA3
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1.065392e-02 0.0027475723 0.0070195866 0.0034342144 0.0064437669
## [2,] 2.747572e-03 0.0052007094 0.0040952115 0.0031588029 0.0033071427
## [3,] 7.019587e-03 0.0040952115 0.0080342702 0.0037439397 0.0058654152
## [4,] 3.434214e-03 0.0031588029 0.0037439397 0.0035742174 0.0031471599
## [5,] 6.443767e-03 0.0033071427 0.0058654152 0.0031471599 0.0059824530
## [6,] -8.296180e-06 0.0001642663 0.0002361331 0.0001100655 0.0001661667
## [7,] 1.944301e-03 0.0007369720 0.0026172159 0.0008697701 0.0021222356
## [8,] 3.384678e-03 0.0010285012 0.0034953909 0.0012870395 0.0029469127
## [,6] [,7] [,8]
## [1,] -8.296180e-06 0.0019443007 0.0033846782
## [2,] 1.642663e-04 0.0007369720 0.0010285012
## [3,] 2.361331e-04 0.0026172159 0.0034953909
## [4,] 1.100655e-04 0.0008697701 0.0012870395
## [5,] 1.661667e-04 0.0021222356 0.0029469127
## [6,] 5.598720e-04 0.0002176387 0.0002060662
## [7,] 2.176387e-04 0.0024729589 0.0023320218
## [8,] 2.060662e-04 0.0023320218 0.0031035264
diag(cov.pc3)
## BAC BACHY C HSBC JPM UNB
## 0.0107130705 0.0053219382 0.0081028351 0.0036261320 0.0060210123 0.0005870088
## USB WFC
## 0.0025027669 0.0031483583
# error difference between pca and empirical covariance matrix
norm(cov.pc3 - cov(X_i), "F")
## [1] 0.003595372
norm(Sigma_PCA3 - cov(X_i), "F")
## [1] 0.001805031
#==========================================================
# Plot perfromance
plotbt(models, plotX = T, log = 'y', LeftMargin = 3)
mtext('Cumulative Performance', side = 2, line = 1)
# Plot Strategy Statistics Side by Side
layout(1:1)
plotbt.strategy.sidebyside(models)
# Plot transition maps
layout(1:len(models))
for(m in names(models)) {
plotbt.transition.map(models[[m]]$weight, name=m)
legend('topright', legend = m, bty = 'n')
}
