===========================================swiss franc spot 4559 trading days from 980102 to 150626...

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SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 37.50 dollars Position trading using ASCII daily data Reference price(s): weighted average with the following weights: (1) Today's high<1.00> (2) Today's low<1.00> (3) Today's close<0.00> (4) Tomorrow's open<0.00> Compute volatility using: max (high - low) within N days Compute drawdown on an intra trade basis Reverse on protective stops: No Allow reverse below low filter: No High filter type: normal low filter type: normal ====================================================================================================================================================================== Cum Buy Sell Profit Protect Slope Date Open High Low Close Entry/Exit Profit Profit Drawdown Stop Stop Obj Stop V Slope Adj ====================================================================================================================================================================== ***** Start of Cash Trading ***** 971120 1.4033 1.4133 1.4008 1.4110 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971121 1.4118 1.4241 1.4068 1.4088 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971124 1.4098 1.4125 1.3978 1.4053 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971125 1.4053 1.4125 1.4028 1.4105 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971126 1.4110 1.4202 1.4070 1.4168 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971127 1.4185 1.4295 1.4155 1.4233 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971128 1.4233 1.4282 1.4193 1.4260 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971201 1.4254 1.4351 1.4228 1.4313 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971202 1.4313 1.4338 1.4245 1.4338 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971203 1.4330 1.4348 1.4258 1.4298 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971204 1.4308 1.4355 1.4285 1.4324 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971205 1.4324 1.4413 1.4285 1.4398 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971208 1.4392 1.4597 1.4392 1.4578 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971209 1.4571 1.4625 1.4518 1.4523 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971210 1.4533 1.4593 1.4428 1.4460 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971211 1.4460 1.4474 1.4243 1.4243 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971212 1.4240 1.4369 1.4215 1.4363 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971215 1.4345 1.4400 1.4280 1.4325 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971216 1.4323 1.4441 1.4312 1.4395 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971217 1.4393 1.4413 1.4293 1.4353 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971218 1.4351 1.4415 1.4344 1.4391 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971219 1.4391 1.4425 1.4230 1.4348 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971222 1.4336 1.4408 1.4336 1.4388 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971223 1.4388 1.4395 1.4301 1.4343 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971224 1.4343 1.4365 1.4300 1.4342 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971225 1.4342 1.4366 1.4321 1.4342 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971226 1.4342 1.4355 1.4325 1.4328 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971229 1.4328 1.4497 1.4305 1.4489 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971230 1.4489 1.4576 1.4475 1.4543 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 971231 1.4543 1.4623 1.4519 1.4616 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 980102 1.4616 1.4689 1.4590 1.4681 1.4368 1.4758 0.0000 0.0000 0.0093 -0.0005 -0.0533 980105 1.4667 1.4869 1.4590 1.4818 SV 1.4738 1.4531 1.4738 1.4950 0.0000 0.0049 -0.0005 -0.0528 980106 1.4821 1.4868 1.4744 1.4808 1.4443 1.4995 1.4950 0.0000 0.0129 -0.0005 -0.0558 980107 1.4803 1.4870 1.4733 1.4768 1.4516 1.5072 1.4950 0.0000 0.0129 -0.0006 -0.0614 980108 1.4780 1.4811 1.4690 1.4740 1.4510 1.5065 1.4950 0.0000 0.0129 -0.0006 -0.0681 980109 1.4753 1.4808 1.4667 1.4769 1.4607 1.4877 1.4950 0.0000 0.0063 -0.0007 -0.0722 980112 1.4769 1.4810 1.4690 1.4772 1.4588 1.4868 1.4950 0.0000 0.0065 -0.0007 -0.0772 980113 1.4775 1.4801 1.4722 1.4776 1.4601 1.4879 1.4950 0.0000 0.0065 -0.0007 -0.0816 980114 1.4776 1.4878 1.4753 1.4828 1.4611 1.4890 1.4950 0.0000 0.0065 -0.0008 -0.0849 980115 1.4828 1.5000 1.4770 1.4981 BP 1.4950 562.50 562.50 0.00 1.4682 1.4930 1.4950 0.0000 0.0057 -0.0008 -0.0897 980116 1.4978 1.4998 1.4906 1.4982 1.4639 1.5092 1.4950 0.0000 0.0104 -0.0009 -0.0985 980119 1.4982 1.5053 1.4942 1.4990 1.4699 1.5158 1.4950 0.0000 0.0104 -0.0010 -0.1139 980120 1.4990 1.5015 1.4948 1.4948 1.4741 1.5200 1.4950 0.0000 0.0104 -0.0012 -0.1307 980121 1.4955 1.4964 1.4749 1.4756 BV 1.4857 1.4857 1.5076 1.4648 0.0000 0.0049 -0.0013 -0.1428 980122 1.4753 1.4768 1.4618 1.4696 SP 1.4648 562.50 1125.00 0.00 1.4618 1.5040 1.4648 0.0000 0.0097 -0.0013 -0.1409 980123 1.4696 1.4713 1.4363 1.4391 BV 1.4461 1.4461 1.4877 1.4263 0.0000 0.0097 -0.0012 -0.1326 980126 1.4398 1.4590 1.4220 1.4548 SP 1.4263 562.50 1687.50 0.00 1.4158 1.4848 1.4263 0.0000 0.0166 -0.0011 -0.1162 980127 1.4551 1.4565 1.4462 1.4480 1.4011 1.4741 1.4263 0.0000 0.0178 -0.0009 -0.0999 980128 1.4473 1.4664 1.4445 1.4638 1.4120 1.4861 1.4263 0.0000 0.0178 -0.0008 -0.0841 980129 1.4638 1.4750 1.4580 1.4731 1.4164 1.4910 1.4263 0.0000 0.0178 -0.0007 -0.0723 980130 1.4725 1.4827 1.4688 1.4773 1.4434 1.4874 1.4263 0.0000 0.0103 -0.0006 -0.0617 980202 1.4774 1.4873 1.4723 1.4740 1.4526 1.4970 1.4263 0.0000 0.0103 -0.0005 -0.0549 980203 1.4740 1.4783 1.4633 1.4643 1.4620 1.4963 1.4263 0.0000 0.0079 -0.0004 -0.0462 980204 1.4642 1.4682 1.4498 1.4513 BV 1.4556 1.4556 1.4852 1.4355 0.0000 0.0069 -0.0003 -0.0324 980205 1.4513 1.4548 1.4408 1.4430 1.4407 1.4771 1.4355 0.0000 0.0086 -0.0001 -0.0133 980206 1.4431 1.4615 1.4431 1.4583 1.4302 1.4661 1.4355 0.0000 0.0086 0.0001 0.0107 980209 1.4575 1.4678 1.4575 1.4648 1.4347 1.4712 1.4355 0.0000 0.0087 0.0003 0.0280 980210 1.4653 1.4667 1.4592 1.4603 1.4451 1.4821 1.4355 0.0000 0.0087 0.0003 0.0379 980211 1.4605 1.4701 1.4585 1.4623 1.4455 1.4826 1.4355 0.0000 0.0087 0.0004 0.0464 980212 1.4623 1.4645 1.4498 1.4535 1.4535 1.4765 1.4355 0.0000 0.0054 0.0005 0.0516 980213 1.4531 1.4687 1.4525 1.4608 1.4434 1.4725 1.4355 0.0000 0.0069 0.0005 0.0554 980216 1.4615 1.4659 1.4590 1.4600 1.4455 1.4778 1.4355 0.0000 0.0076 0.0005 0.0550 980217 1.4595 1.4749 1.4580 1.4720 1.4474 1.4795 1.4355 0.0000 0.0076 0.0005 0.0543 980218 1.4727 1.4755 1.4672 1.4705 1.4507 1.4841 1.4355 0.0000 0.0079 0.0005 0.0523 980219 1.4710 1.4733 1.4618 1.4665 1.4554 1.4892 1.4355 0.0000 0.0079 0.0004 0.0490 980220 1.4662 1.4716 1.4638 1.4688 1.4518 1.4852 1.4355 0.0000 0.0079 0.0004 0.0467 980223 1.4690 1.4785 1.4453 1.4490 1.4569 1.4797 1.4355 0.0000 0.0053 0.0004 0.0435 980224 1.4490 1.4569 1.4485 1.4507 1.4308 1.4968 1.4355 0.0000 0.0155 0.0004 0.0420 980225 1.4502 1.4704 1.4498 1.4683 1.4221 1.4872 1.4355 0.0000 0.0155 0.0003 0.0380 980226 1.4678 1.4743 1.4634 1.4680 1.4288 1.4945 1.4355 0.0000 0.0155 0.0002 0.0271 980227 1.4685 1.4711 1.4598 1.4653 1.4486 1.4901 1.4355 0.0000 0.0097 0.0001 0.0117 980302 1.4640 1.4671 1.4564 1.4663 1.4451 1.4861 1.4355 0.0000 0.0097 0.0000 -0.0023 980303 1.4663 1.4713 1.4658 1.4685 1.4505 1.4728 1.4355 0.0000 0.0053 -0.0001 -0.0106 980304 1.4688 1.4833 1.4675 1.4795 SV 1.4797 -737.50 950.00 -1112.55 1.4573 1.4797 1.4355 0.0000 0.0053 -0.0001 -0.0163 980304 1.4688 1.4833 1.4675 1.4795 SV 1.4797 1.4573 1.4797 1.5011 0.0000 0.0053 -0.0001 -0.0163 980305 1.4800 1.4948 1.4693 1.4930 1.4596 1.4910 1.5011 0.0000 0.0073 -0.0002 -0.0165 980306 1.4926 1.4979 1.4856 1.4913 1.4567 1.5072 1.5011 0.0000 0.0116 -0.0002 -0.0178 980309 1.4913 1.4969 1.4858 1.4871 1.4661 1.5172 1.5011 0.0000 0.0116 -0.0002 -0.0222 980310 1.4868 1.4925 1.4858 1.4898 1.4654 1.5165 1.5011 0.0000 0.0116 -0.0003 -0.0282 980311 1.4901 1.4954 1.4871 1.4900 1.4767 1.5008 1.5011 0.0000 0.0055 -0.0003 -0.0374 980312 1.4894 1.4913 1.4833 1.4855 1.4797 1.5017 1.5011 0.0000 0.0050 -0.0005 -0.0496 980313 1.4858 1.4928 1.4727 1.4753 BV 1.4786 -68.75 881.25 -1181.30 1.4786 1.4950 1.5011 0.0000 0.0037 -0.0005 -0.0605 980313 1.4858 1.4928 1.4727 1.4753 BV 1.4786 1.4786 1.4950 1.4579 0.0000 0.0037 -0.0005 -0.0605 980316 1.4753 1.4838 1.4733 1.4800 1.4618 1.5015 1.4579 0.0000 0.0091 -0.0006 -0.0651 980317 1.4800 1.4833 1.4741 1.4798 1.4577 1.4972 1.4579 0.0000 0.0091 -0.0006 -0.0639

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Page 1: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

SWISS FRANC SPOT 4559 Trading days from 980102 to 150626

Sat Jun 27 04:07:54 2015

Rollovers enabled

RolloverMonth: 12 RolloverDay: 99

Slippage: 37.50 dollars

Position trading using ASCII daily data

Reference price(s): weighted average with the following weights:

(1) Today's high<1.00>

(2) Today's low<1.00>

(3) Today's close<0.00>

(4) Tomorrow's open<0.00>

Compute volatility using: max (high - low) within N days

Compute drawdown on an intra trade basis

Reverse on protective stops: No

Allow reverse below low filter: No

High filter type: normal low filter type: normal

======================================================================================================================================================================

Cum Buy Sell Profit Protect Slope

Date Open High Low Close Entry/Exit Profit Profit Drawdown Stop Stop Obj Stop V Slope Adj

======================================================================================================================================================================

***** Start of Cash Trading *****

971120 1.4033 1.4133 1.4008 1.4110 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971121 1.4118 1.4241 1.4068 1.4088 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971124 1.4098 1.4125 1.3978 1.4053 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971125 1.4053 1.4125 1.4028 1.4105 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971126 1.4110 1.4202 1.4070 1.4168 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971127 1.4185 1.4295 1.4155 1.4233 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971128 1.4233 1.4282 1.4193 1.4260 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971201 1.4254 1.4351 1.4228 1.4313 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971202 1.4313 1.4338 1.4245 1.4338 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971203 1.4330 1.4348 1.4258 1.4298 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971204 1.4308 1.4355 1.4285 1.4324 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971205 1.4324 1.4413 1.4285 1.4398 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971208 1.4392 1.4597 1.4392 1.4578 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971209 1.4571 1.4625 1.4518 1.4523 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971210 1.4533 1.4593 1.4428 1.4460 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971211 1.4460 1.4474 1.4243 1.4243 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971212 1.4240 1.4369 1.4215 1.4363 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971215 1.4345 1.4400 1.4280 1.4325 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971216 1.4323 1.4441 1.4312 1.4395 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971217 1.4393 1.4413 1.4293 1.4353 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971218 1.4351 1.4415 1.4344 1.4391 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971219 1.4391 1.4425 1.4230 1.4348 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971222 1.4336 1.4408 1.4336 1.4388 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971223 1.4388 1.4395 1.4301 1.4343 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971224 1.4343 1.4365 1.4300 1.4342 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971225 1.4342 1.4366 1.4321 1.4342 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971226 1.4342 1.4355 1.4325 1.4328 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971229 1.4328 1.4497 1.4305 1.4489 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971230 1.4489 1.4576 1.4475 1.4543 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

971231 1.4543 1.4623 1.4519 1.4616 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000

980102 1.4616 1.4689 1.4590 1.4681 1.4368 1.4758 0.0000 0.0000 0.0093 -0.0005 -0.0533

980105 1.4667 1.4869 1.4590 1.4818 SV 1.4738 1.4531 1.4738 1.4950 0.0000 0.0049 -0.0005 -0.0528

980106 1.4821 1.4868 1.4744 1.4808 1.4443 1.4995 1.4950 0.0000 0.0129 -0.0005 -0.0558

980107 1.4803 1.4870 1.4733 1.4768 1.4516 1.5072 1.4950 0.0000 0.0129 -0.0006 -0.0614

980108 1.4780 1.4811 1.4690 1.4740 1.4510 1.5065 1.4950 0.0000 0.0129 -0.0006 -0.0681

980109 1.4753 1.4808 1.4667 1.4769 1.4607 1.4877 1.4950 0.0000 0.0063 -0.0007 -0.0722

980112 1.4769 1.4810 1.4690 1.4772 1.4588 1.4868 1.4950 0.0000 0.0065 -0.0007 -0.0772

980113 1.4775 1.4801 1.4722 1.4776 1.4601 1.4879 1.4950 0.0000 0.0065 -0.0007 -0.0816

980114 1.4776 1.4878 1.4753 1.4828 1.4611 1.4890 1.4950 0.0000 0.0065 -0.0008 -0.0849

980115 1.4828 1.5000 1.4770 1.4981 BP 1.4950 562.50 562.50 0.00 1.4682 1.4930 1.4950 0.0000 0.0057 -0.0008 -0.0897

980116 1.4978 1.4998 1.4906 1.4982 1.4639 1.5092 1.4950 0.0000 0.0104 -0.0009 -0.0985

980119 1.4982 1.5053 1.4942 1.4990 1.4699 1.5158 1.4950 0.0000 0.0104 -0.0010 -0.1139

980120 1.4990 1.5015 1.4948 1.4948 1.4741 1.5200 1.4950 0.0000 0.0104 -0.0012 -0.1307

980121 1.4955 1.4964 1.4749 1.4756 BV 1.4857 1.4857 1.5076 1.4648 0.0000 0.0049 -0.0013 -0.1428

980122 1.4753 1.4768 1.4618 1.4696 SP 1.4648 562.50 1125.00 0.00 1.4618 1.5040 1.4648 0.0000 0.0097 -0.0013 -0.1409

980123 1.4696 1.4713 1.4363 1.4391 BV 1.4461 1.4461 1.4877 1.4263 0.0000 0.0097 -0.0012 -0.1326

980126 1.4398 1.4590 1.4220 1.4548 SP 1.4263 562.50 1687.50 0.00 1.4158 1.4848 1.4263 0.0000 0.0166 -0.0011 -0.1162

980127 1.4551 1.4565 1.4462 1.4480 1.4011 1.4741 1.4263 0.0000 0.0178 -0.0009 -0.0999

980128 1.4473 1.4664 1.4445 1.4638 1.4120 1.4861 1.4263 0.0000 0.0178 -0.0008 -0.0841

980129 1.4638 1.4750 1.4580 1.4731 1.4164 1.4910 1.4263 0.0000 0.0178 -0.0007 -0.0723

980130 1.4725 1.4827 1.4688 1.4773 1.4434 1.4874 1.4263 0.0000 0.0103 -0.0006 -0.0617

980202 1.4774 1.4873 1.4723 1.4740 1.4526 1.4970 1.4263 0.0000 0.0103 -0.0005 -0.0549

980203 1.4740 1.4783 1.4633 1.4643 1.4620 1.4963 1.4263 0.0000 0.0079 -0.0004 -0.0462

980204 1.4642 1.4682 1.4498 1.4513 BV 1.4556 1.4556 1.4852 1.4355 0.0000 0.0069 -0.0003 -0.0324

980205 1.4513 1.4548 1.4408 1.4430 1.4407 1.4771 1.4355 0.0000 0.0086 -0.0001 -0.0133

980206 1.4431 1.4615 1.4431 1.4583 1.4302 1.4661 1.4355 0.0000 0.0086 0.0001 0.0107

980209 1.4575 1.4678 1.4575 1.4648 1.4347 1.4712 1.4355 0.0000 0.0087 0.0003 0.0280

980210 1.4653 1.4667 1.4592 1.4603 1.4451 1.4821 1.4355 0.0000 0.0087 0.0003 0.0379

980211 1.4605 1.4701 1.4585 1.4623 1.4455 1.4826 1.4355 0.0000 0.0087 0.0004 0.0464

980212 1.4623 1.4645 1.4498 1.4535 1.4535 1.4765 1.4355 0.0000 0.0054 0.0005 0.0516

980213 1.4531 1.4687 1.4525 1.4608 1.4434 1.4725 1.4355 0.0000 0.0069 0.0005 0.0554

980216 1.4615 1.4659 1.4590 1.4600 1.4455 1.4778 1.4355 0.0000 0.0076 0.0005 0.0550

980217 1.4595 1.4749 1.4580 1.4720 1.4474 1.4795 1.4355 0.0000 0.0076 0.0005 0.0543

980218 1.4727 1.4755 1.4672 1.4705 1.4507 1.4841 1.4355 0.0000 0.0079 0.0005 0.0523

980219 1.4710 1.4733 1.4618 1.4665 1.4554 1.4892 1.4355 0.0000 0.0079 0.0004 0.0490

980220 1.4662 1.4716 1.4638 1.4688 1.4518 1.4852 1.4355 0.0000 0.0079 0.0004 0.0467

980223 1.4690 1.4785 1.4453 1.4490 1.4569 1.4797 1.4355 0.0000 0.0053 0.0004 0.0435

980224 1.4490 1.4569 1.4485 1.4507 1.4308 1.4968 1.4355 0.0000 0.0155 0.0004 0.0420

980225 1.4502 1.4704 1.4498 1.4683 1.4221 1.4872 1.4355 0.0000 0.0155 0.0003 0.0380

980226 1.4678 1.4743 1.4634 1.4680 1.4288 1.4945 1.4355 0.0000 0.0155 0.0002 0.0271

980227 1.4685 1.4711 1.4598 1.4653 1.4486 1.4901 1.4355 0.0000 0.0097 0.0001 0.0117

980302 1.4640 1.4671 1.4564 1.4663 1.4451 1.4861 1.4355 0.0000 0.0097 0.0000 -0.0023

980303 1.4663 1.4713 1.4658 1.4685 1.4505 1.4728 1.4355 0.0000 0.0053 -0.0001 -0.0106

980304 1.4688 1.4833 1.4675 1.4795 SV 1.4797 -737.50 950.00 -1112.55 1.4573 1.4797 1.4355 0.0000 0.0053 -0.0001 -0.0163

980304 1.4688 1.4833 1.4675 1.4795 SV 1.4797 1.4573 1.4797 1.5011 0.0000 0.0053 -0.0001 -0.0163

980305 1.4800 1.4948 1.4693 1.4930 1.4596 1.4910 1.5011 0.0000 0.0073 -0.0002 -0.0165

980306 1.4926 1.4979 1.4856 1.4913 1.4567 1.5072 1.5011 0.0000 0.0116 -0.0002 -0.0178

980309 1.4913 1.4969 1.4858 1.4871 1.4661 1.5172 1.5011 0.0000 0.0116 -0.0002 -0.0222

980310 1.4868 1.4925 1.4858 1.4898 1.4654 1.5165 1.5011 0.0000 0.0116 -0.0003 -0.0282

980311 1.4901 1.4954 1.4871 1.4900 1.4767 1.5008 1.5011 0.0000 0.0055 -0.0003 -0.0374

980312 1.4894 1.4913 1.4833 1.4855 1.4797 1.5017 1.5011 0.0000 0.0050 -0.0005 -0.0496

980313 1.4858 1.4928 1.4727 1.4753 BV 1.4786 -68.75 881.25 -1181.30 1.4786 1.4950 1.5011 0.0000 0.0037 -0.0005 -0.0605

980313 1.4858 1.4928 1.4727 1.4753 BV 1.4786 1.4786 1.4950 1.4579 0.0000 0.0037 -0.0005 -0.0605

980316 1.4753 1.4838 1.4733 1.4800 1.4618 1.5015 1.4579 0.0000 0.0091 -0.0006 -0.0651

980317 1.4800 1.4833 1.4741 1.4798 1.4577 1.4972 1.4579 0.0000 0.0091 -0.0006 -0.0639

Page 2: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

980318 1.4798 1.4918 1.4790 1.4903 1.4579 1.4977 1.4579 0.0000 0.0091 -0.0005 -0.0578

980319 1.4914 1.4976 1.4881 1.4963 SV 1.4975 -568.75 312.50 -1750.05 1.4721 1.4975 1.4579 0.0000 0.0058 -0.0005 -0.0572

980319 1.4914 1.4976 1.4881 1.4963 SV 1.4975 1.4721 1.4975 1.5193 0.0000 0.0058 -0.0005 -0.0572

980320 1.4965 1.5009 1.4925 1.4980 1.4793 1.5049 1.5193 0.0000 0.0058 -0.0006 -0.0619

980323 1.4980 1.4994 1.4870 1.4878 1.4830 1.5088 1.5193 0.0000 0.0058 -0.0006 -0.0663

980324 1.4878 1.4926 1.4875 1.4897 1.4802 1.5047 1.5193 0.0000 0.0056 -0.0006 -0.0684

980325 1.4901 1.4975 1.4890 1.4925 1.4771 1.5015 1.5193 0.0000 0.0056 -0.0006 -0.0660

980326 1.4925 1.4950 1.4863 1.4863 1.4802 1.5049 1.5193 0.0000 0.0056 -0.0006 -0.0657

980327 1.4863 1.4995 1.4860 1.4973 1.4815 1.4988 1.5193 0.0000 0.0039 -0.0006 -0.0635

980330 1.4973 1.5243 1.4950 1.5226 BP 1.5193 562.50 875.00 -1187.55 1.4786 1.5053 1.5193 0.0000 0.0061 -0.0006 -0.0651

980331 1.5228 1.5280 1.5188 1.5235 1.4791 1.5368 1.5193 0.0000 0.0129 -0.0007 -0.0742

980401 1.5235 1.5351 1.5200 1.5338 1.4921 1.5509 1.5193 0.0000 0.0129 -0.0008 -0.0839

980402 1.5338 1.5366 1.5251 1.5328 1.4957 1.5550 1.5193 0.0000 0.0129 -0.0009 -0.0946

980403 1.5328 1.5367 1.5238 1.5258 1.5145 1.5444 1.5193 0.0000 0.0065 -0.0009 -0.1000

980406 1.5263 1.5308 1.5208 1.5264 1.5140 1.5439 1.5193 0.0000 0.0065 -0.0009 -0.1003

980407 1.5266 1.5317 1.5233 1.5243 1.5119 1.5373 1.5193 0.0000 0.0055 -0.0009 -0.1018

980408 1.5245 1.5258 1.5052 1.5086 BV 1.5135 1.5135 1.5389 1.4919 0.0000 0.0055 -0.0009 -0.1042

980409 1.5077 1.5192 1.5054 1.5161 1.4934 1.5340 1.4919 0.0000 0.0090 -0.0009 -0.0991

980410 1.5160 1.5173 1.5103 1.5155 1.4903 1.5309 1.4919 0.0000 0.0090 -0.0008 -0.0919

980413 1.5155 1.5188 1.5098 1.5103 1.4921 1.5326 1.4919 0.0000 0.0090 -0.0008 -0.0859

980414 1.5103 1.5110 1.4863 1.4933 SP 1.4919 562.50 1437.50 -625.05 1.4997 1.5270 1.4919 0.0000 0.0060 -0.0007 -0.0813

980415 1.4928 1.4978 1.4873 1.4958 1.4728 1.5216 1.4919 0.0000 0.0110 -0.0007 -0.0736

980416 1.4956 1.5080 1.4948 1.5031 1.4671 1.5156 1.4919 0.0000 0.0110 -0.0006 -0.0667

980417 1.5026 1.5055 1.4912 1.4988 1.4758 1.5249 1.4919 0.0000 0.0110 -0.0006 -0.0621

980420 1.4981 1.5041 1.4932 1.4983 1.4835 1.5117 1.4919 0.0000 0.0064 -0.0005 -0.0558

980421 1.4975 1.4975 1.4778 1.4806 BV 1.4839 1.4839 1.5122 1.4631 0.0000 0.0064 -0.0005 -0.0497

980422 1.4813 1.4893 1.4768 1.4858 1.4676 1.5067 1.4631 0.0000 0.0089 -0.0003 -0.0371

980423 1.4858 1.4938 1.4805 1.4895 1.4635 1.5022 1.4631 0.0000 0.0089 -0.0002 -0.0213

980424 1.4895 1.4963 1.4839 1.4908 1.4678 1.5067 1.4631 0.0000 0.0089 -0.0001 -0.0065

980427 1.4905 1.4983 1.4833 1.4863 1.4771 1.5035 1.4631 0.0000 0.0060 0.0001 0.0077

980428 1.4863 1.4945 1.4863 1.4933 1.4762 1.5060 1.4631 0.0000 0.0067 0.0002 0.0194

980429 1.4933 1.5013 1.4920 1.4991 1.4760 1.5058 1.4631 0.0000 0.0067 0.0003 0.0276

980430 1.4991 1.5033 1.4943 1.5011 1.4824 1.5122 1.4631 0.0000 0.0067 0.0003 0.0324

980501 1.5005 1.5018 1.4848 1.4918 1.4899 1.5085 1.4631 0.0000 0.0042 0.0004 0.0386

980504 1.4890 1.4943 1.4883 1.4886 1.4773 1.5110 1.4631 0.0000 0.0076 0.0004 0.0481

980505 1.4891 1.4927 1.4783 1.4792 1.4756 1.5092 1.4631 0.0000 0.0076 0.0005 0.0574

980506 1.4796 1.4848 1.4724 1.4728 1.4702 1.5035 1.4631 0.0000 0.0076 0.0006 0.0706

980507 1.4733 1.4769 1.4648 1.4728 1.4658 1.4941 1.4631 0.0000 0.0065 0.0008 0.0842

980508 1.4725 1.4824 1.4714 1.4795 1.4582 1.4863 1.4631 0.0000 0.0065 0.0008 0.0917

980511 1.4804 1.4873 1.4748 1.4838 1.4658 1.4903 1.4631 0.0000 0.0057 0.0008 0.0921

980512 1.4839 1.4861 1.4768 1.4805 1.4697 1.4945 1.4631 0.0000 0.0057 0.0008 0.0873

980513 1.4813 1.4846 1.4770 1.4813 1.4702 1.4950 1.4631 0.0000 0.0057 0.0007 0.0809

980514 1.4815 1.4843 1.4727 1.4803 1.4695 1.4941 1.4631 0.0000 0.0057 0.0007 0.0743

980515 1.4806 1.4903 1.4782 1.4863 1.4678 1.4908 1.4631 0.0000 0.0053 0.0006 0.0681

980518 1.4860 1.4918 1.4840 1.4851 1.4730 1.4970 1.4631 0.0000 0.0055 0.0005 0.0584

980519 1.4851 1.4863 1.4795 1.4805 1.4767 1.5006 1.4631 0.0000 0.0055 0.0005 0.0518

980520 1.4805 1.4823 1.4740 1.4761 1.4717 1.4954 1.4631 0.0000 0.0055 0.0004 0.0461

980521 1.4762 1.4771 1.4611 1.4633 SP 1.4631 562.50 2000.00 -62.55 1.4704 1.4868 1.4631 0.0000 0.0038 0.0004 0.0410

980522 1.4641 1.4707 1.4613 1.4648 1.4539 1.4857 1.4631 0.0000 0.0074 0.0004 0.0394

980525 1.4623 1.4729 1.4620 1.4719 1.4510 1.4826 1.4631 0.0000 0.0074 0.0004 0.0433

980526 1.4719 1.4742 1.4692 1.4703 1.4524 1.4841 1.4631 0.0000 0.0074 0.0004 0.0463

980527 1.4700 1.4765 1.4543 1.4735 BV 1.4613 1.4613 1.4830 1.4411 0.0000 0.0051 0.0004 0.0445

980528 1.4716 1.4785 1.4704 1.4755 1.4447 1.4885 1.4411 0.0000 0.0103 0.0004 0.0445

980529 1.4755 1.4861 1.4735 1.4841 1.4535 1.4979 1.4411 0.0000 0.0103 0.0004 0.0411

980601 1.4836 1.4848 1.4752 1.4753 1.4586 1.5035 1.4411 0.0000 0.0103 0.0004 0.0398

980602 1.4760 1.4833 1.4760 1.4800 1.4680 1.4930 1.4411 0.0000 0.0058 0.0004 0.0400

980603 1.4801 1.4806 1.4730 1.4738 1.4678 1.4928 1.4411 0.0000 0.0058 0.0003 0.0379

980604 1.4738 1.4765 1.4645 1.4695 1.4678 1.4868 1.4411 0.0000 0.0044 0.0003 0.0362

980605 1.4708 1.4788 1.4674 1.4768 1.4592 1.4828 1.4411 0.0000 0.0055 0.0003 0.0366

980608 1.4765 1.4812 1.4757 1.4793 1.4616 1.4854 1.4411 0.0000 0.0055 0.0003 0.0341

980609 1.4790 1.4798 1.4733 1.4758 1.4669 1.4910 1.4411 0.0000 0.0055 0.0002 0.0271

980610 1.4758 1.4888 1.4738 1.4864 SV 1.4881 -806.25 1193.75 -868.80 1.4654 1.4881 1.4411 0.0000 0.0053 0.0002 0.0196

980610 1.4758 1.4888 1.4738 1.4864 SV 1.4881 1.4654 1.4881 1.5097 0.0000 0.0053 0.0002 0.0196

980611 1.4855 1.4970 1.4842 1.4963 1.4667 1.4963 1.5097 0.0000 0.0068 0.0001 0.0117

980612 1.4973 1.5000 1.4921 1.4990 1.4758 1.5058 1.5097 0.0000 0.0068 0.0000 0.0010

980615 1.4980 1.5118 1.4977 1.5063 BP 1.5097 562.50 1756.25 -306.30 1.4808 1.5113 1.5097 0.0000 0.0068 -0.0001 -0.0085

980616 1.5063 1.5098 1.4943 1.4969 1.4905 1.5186 1.5097 0.0000 0.0062 -0.0002 -0.0180

980617 1.4965 1.4978 1.4843 1.4891 BV 1.4865 1.4865 1.5172 1.4656 0.0000 0.0069 -0.0002 -0.0228

980618 1.4891 1.4993 1.4858 1.4973 1.4756 1.5058 1.4656 0.0000 0.0069 -0.0002 -0.0258

980619 1.4968 1.5005 1.4910 1.4945 1.4771 1.5074 1.4656 0.0000 0.0069 -0.0003 -0.0314

980622 1.4965 1.5035 1.4953 1.4975 1.4819 1.5088 1.4656 0.0000 0.0061 -0.0003 -0.0368

980623 1.4975 1.5073 1.4955 1.5037 1.4854 1.5124 1.4656 0.0000 0.0061 -0.0004 -0.0431

980624 1.5038 1.5090 1.5014 1.5083 1.4892 1.5126 1.4656 0.0000 0.0052 -0.0004 -0.0493

980625 1.5083 1.5181 1.5018 1.5158 SV 1.5163 -862.50 893.75 -1168.80 1.4928 1.5163 1.4656 0.0000 0.0052 -0.0005 -0.0587

980625 1.5083 1.5181 1.5018 1.5158 SV 1.5163 1.4928 1.5163 1.5387 0.0000 0.0052 -0.0005 -0.0587

980626 1.5160 1.5305 1.5108 1.5253 1.4928 1.5251 1.5387 0.0000 0.0071 -0.0006 -0.0703

980629 1.5244 1.5290 1.5227 1.5253 1.4997 1.5387 1.5387 0.0000 0.0085 -0.0008 -0.0829

980630 1.5266 1.5266 1.5138 1.5203 1.5047 1.5439 1.5387 0.0000 0.0085 -0.0009 -0.0939

980701 1.5200 1.5331 1.5200 1.5276 1.4990 1.5380 1.5387 0.0000 0.0085 -0.0009 -0.0975

980702 1.5275 1.5357 1.5245 1.5325 1.5124 1.5382 1.5387 0.0000 0.0056 -0.0009 -0.1014

980703 1.5320 1.5347 1.5262 1.5296 1.5158 1.5418 1.5387 0.0000 0.0056 -0.0010 -0.1064

980706 1.5317 1.5329 1.5203 1.5235 1.5161 1.5420 1.5387 0.0000 0.0056 -0.0010 -0.1104

980707 1.5236 1.5283 1.5210 1.5268 1.5129 1.5378 1.5387 0.0000 0.0054 -0.0010 -0.1099

980708 1.5270 1.5294 1.5250 1.5288 1.5110 1.5359 1.5387 0.0000 0.0054 -0.0010 -0.1106

980709 1.5288 1.5453 1.5267 1.5403 BP 1.5387 562.50 1456.25 -606.30 1.5133 1.5385 1.5387 0.0000 0.0054 -0.0010 -0.1133

980710 1.5410 1.5470 1.5344 1.5378 1.5156 1.5523 1.5387 0.0000 0.0079 -0.0011 -0.1169

980713 1.5374 1.5422 1.5160 1.5188 BV 1.5202 1.5202 1.5571 1.4984 0.0000 0.0079 -0.0011 -0.1204

980714 1.5175 1.5215 1.5139 1.5205 1.5006 1.5523 1.4984 0.0000 0.0112 -0.0011 -0.1158

980715 1.5218 1.5220 1.5108 1.5115 1.4899 1.5408 1.4984 0.0000 0.0112 -0.0010 -0.1051

980716 1.5101 1.5107 1.5001 1.5028 1.4890 1.5399 1.4984 0.0000 0.0112 -0.0008 -0.0935

980717 1.5022 1.5107 1.5018 1.5023 1.4937 1.5156 1.4984 0.0000 0.0049 -0.0007 -0.0788

980720 1.5015 1.5068 1.4988 1.5061 1.4948 1.5165 1.4984 0.0000 0.0049 -0.0006 -0.0627

980721 1.5055 1.5127 1.5055 1.5098 1.4919 1.5129 1.4984 0.0000 0.0047 -0.0004 -0.0480

980722 1.5095 1.5150 1.5088 1.5112 1.4999 1.5177 1.4984 0.0000 0.0039 -0.0004 -0.0385

980723 1.5108 1.5162 1.5056 1.5058 1.5038 1.5198 1.4984 0.0000 0.0035 -0.0003 -0.0312

980724 1.5056 1.5076 1.4924 1.4968 SP 1.4984 562.50 2018.75 -43.80 1.5002 1.5211 1.4984 0.0000 0.0046 -0.0002 -0.0258

980727 1.4971 1.5045 1.4950 1.5038 1.4848 1.5149 1.4984 0.0000 0.0068 -0.0001 -0.0146

980728 1.5033 1.5053 1.4864 1.4885 1.4848 1.5149 1.4984 0.0000 0.0068 0.0000 -0.0004

980729 1.4882 1.4903 1.4802 1.4843 1.4775 1.5149 1.4984 0.0000 0.0084 0.0001 0.0154

980730 1.4840 1.4938 1.4760 1.4903 1.4676 1.5047 1.4984 0.0000 0.0084 0.0003 0.0338

980731 1.4903 1.4956 1.4890 1.4915 1.4676 1.5044 1.4984 0.0000 0.0084 0.0005 0.0500

980803 1.4875 1.5039 1.4875 1.5000 1.4758 1.5115 1.4984 0.0000 0.0081 0.0006 0.0625

980804 1.5000 1.5030 1.4895 1.4908 1.4793 1.5152 1.4984 0.0000 0.0081 0.0006 0.0714

980805 1.4908 1.4916 1.4845 1.4883 1.4815 1.5140 1.4984 0.0000 0.0073 0.0007 0.0788

980806 1.4865 1.4943 1.4850 1.4931 1.4734 1.5056 1.4984 0.0000 0.0073 0.0008 0.0842

980807 1.4936 1.4999 1.4888 1.4955 1.4775 1.5042 1.4984 0.0000 0.0060 0.0008 0.0863

980810 1.4955 1.4981 1.4937 1.4953 1.4843 1.5065 1.4984 0.0000 0.0050 0.0008 0.0882

980811 1.4953 1.4985 1.4863 1.4911 1.4859 1.5081 1.4984 0.0000 0.0050 0.0008 0.0865

980812 1.4908 1.4920 1.4805 1.4888 BV 1.4815 1.4815 1.5056 1.4607 0.0000 0.0055 0.0008 0.0839

980813 1.4885 1.4963 1.4855 1.4890 1.4754 1.4993 1.4607 0.0000 0.0055 0.0007 0.0822

980814 1.4887 1.5123 1.4865 1.5081 SV 1.5040 -668.75 1350.00 -712.55 1.4799 1.5040 1.4607 0.0000 0.0055 0.0007 0.0801

980814 1.4887 1.5123 1.4865 1.5081 SV 1.5040 1.4799 1.5040 1.5260 0.0000 0.0055 0.0007 0.0801

980817 1.5085 1.5117 1.5004 1.5058 1.4760 1.5272 1.5260 0.0000 0.0115 0.0007 0.0727

980818 1.5060 1.5115 1.5017 1.5100 1.4821 1.5340 1.5260 0.0000 0.0115 0.0006 0.0624

980819 1.5097 1.5145 1.5048 1.5058 1.4824 1.5340 1.5260 0.0000 0.0115 0.0004 0.0474

Page 3: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

980820 1.5058 1.5102 1.5006 1.5060 1.4988 1.5214 1.5260 0.0000 0.0050 0.0003 0.0305

980821 1.5055 1.5081 1.4976 1.5024 1.4959 1.5154 1.5260 0.0000 0.0043 0.0002 0.0191

980824 1.5012 1.5048 1.4980 1.5000 1.4925 1.5133 1.5260 0.0000 0.0046 0.0001 0.0107

980825 1.5004 1.5058 1.5002 1.5043 1.4912 1.5119 1.5260 0.0000 0.0046 0.0000 0.0041

980826 1.5047 1.5066 1.4997 1.5051 1.4928 1.5135 1.5260 0.0000 0.0046 0.0000 0.0001

980827 1.5051 1.5060 1.4809 1.4823 BV 1.4963 -250.00 1100.00 -962.55 1.4963 1.5099 1.5260 0.0000 0.0031 0.0000 -0.0042

980827 1.5051 1.5060 1.4809 1.4823 BV 1.4963 1.4963 1.5099 1.4751 0.0000 0.0031 0.0000 -0.0042

980828 1.4818 1.4838 1.4383 1.4403 SP 1.4751 562.50 1662.50 -400.05 1.4689 1.5186 1.4751 0.0000 0.0113 0.0000 -0.0029

980831 1.4409 1.4611 1.4270 1.4437 1.4174 1.5076 1.4751 0.0000 0.0213 0.0001 0.0092

980901 1.4358 1.4473 1.4268 1.4423 1.4021 1.4903 1.4751 0.0000 0.0213 0.0002 0.0229

980902 1.4420 1.4488 1.4367 1.4426 1.3963 1.4837 1.4751 0.0000 0.0213 0.0003 0.0376

980903 1.4426 1.4433 1.4100 1.4195 BV 1.4114 1.4114 1.4791 1.3926 0.0000 0.0164 0.0005 0.0527

980904 1.4182 1.4341 1.4170 1.4241 1.3965 1.4626 1.3926 0.0000 0.0164 0.0007 0.0728

980907 1.4226 1.4237 1.4011 1.4089 1.3963 1.4624 1.3926 0.0000 0.0164 0.0008 0.0934

980908 1.4095 1.4213 1.4095 1.4170 1.3845 1.4495 1.3926 0.0000 0.0164 0.0011 0.1210

980909 1.4146 1.4323 1.4108 1.4121 1.3965 1.4415 1.3926 0.0000 0.0113 0.0013 0.1438

980910 1.4152 1.4152 1.3792 1.3838 SP 1.3926 562.50 2225.00 0.00 1.4027 1.4482 1.3926 0.0000 0.0113 0.0015 0.1615

980911 1.3845 1.3923 1.3723 1.3898 1.3686 1.4405 1.3926 0.0000 0.0184 0.0017 0.1858

980914 1.3901 1.4064 1.3901 1.3994 1.3552 1.4257 1.3926 0.0000 0.0184 0.0019 0.2114

980915 1.3985 1.4018 1.3875 1.3948 1.3712 1.4436 1.3926 0.0000 0.0184 0.0021 0.2304

980916 1.3945 1.4051 1.3903 1.3930 1.3797 1.4203 1.3926 0.0000 0.0105 0.0022 0.2474

980917 1.3927 1.3948 1.3758 1.3883 BV 1.3858 1.3858 1.4182 1.3676 0.0000 0.0083 0.0024 0.2595

980918 1.3923 1.3962 1.3858 1.3941 1.3717 1.4096 1.3676 0.0000 0.0099 0.0025 0.2726

980921 1.3946 1.3955 1.3746 1.3903 1.3774 1.4156 1.3676 0.0000 0.0099 0.0026 0.2814

980922 1.3906 1.3998 1.3866 1.3893 1.3704 1.4122 1.3676 0.0000 0.0109 0.0027 0.2916

980923 1.3888 1.4048 1.3888 1.3893 1.3785 1.4209 1.3676 0.0000 0.0109 0.0027 0.2953

980924 1.3892 1.3974 1.3831 1.3858 1.3820 1.4245 1.3676 0.0000 0.0109 0.0026 0.2906

980925 1.3858 1.3891 1.3686 1.3865 1.3791 1.4106 1.3676 0.0000 0.0082 0.0026 0.2836

980928 1.3875 1.3953 1.3791 1.3881 1.3643 1.4051 1.3676 0.0000 0.0108 0.0025 0.2757

980929 1.3891 1.3911 1.3848 1.3865 1.3721 1.4136 1.3676 0.0000 0.0108 0.0024 0.2614

980930 1.3866 1.3895 1.3768 1.3778 1.3725 1.4140 1.3676 0.0000 0.0108 0.0022 0.2446

981001 1.3792 1.3818 1.3581 1.3585 SP 1.3676 562.50 2787.50 0.00 1.3710 1.4029 1.3676 0.0000 0.0084 0.0021 0.2281

981002 1.3591 1.3653 1.3430 1.3561 BV 1.3517 1.3517 1.3990 1.3344 0.0000 0.0126 0.0020 0.2153

981005 1.3555 1.3577 1.3395 1.3428 1.3360 1.3822 1.3344 0.0000 0.0126 0.0018 0.2026

981006 1.3415 1.3557 1.3355 1.3396 1.3303 1.3761 1.3344 0.0000 0.0126 0.0017 0.1890

981007 1.3401 1.3459 1.3003 1.3083 SP 1.3344 562.50 3350.00 0.00 1.3278 1.3717 1.3344 0.0000 0.0122 0.0016 0.1776

981008 1.3083 1.3250 1.2747 1.3183 BV 1.2870 1.2870 1.3785 1.2713 0.0000 0.0261 0.0017 0.1881

981009 1.3173 1.3328 1.3061 1.3215 1.2609 1.3622 1.2713 0.0000 0.0298 0.0019 0.2042

981012 1.3233 1.3428 1.3178 1.3411 1.2801 1.3845 1.2713 0.0000 0.0298 0.0019 0.2112

981013 1.3397 1.3411 1.3220 1.3235 1.2900 1.3963 1.2713 0.0000 0.0298 0.0019 0.2065

981014 1.3227 1.3368 1.3215 1.3345 1.3104 1.3648 1.2713 0.0000 0.0153 0.0019 0.2085

981015 1.3347 1.3371 1.3143 1.3143 1.3098 1.3596 1.2713 0.0000 0.0141 0.0019 0.2062

981016 1.3143 1.3183 1.3048 1.3173 1.3080 1.3535 1.2713 0.0000 0.0130 0.0019 0.2110

981019 1.3178 1.3288 1.3124 1.3268 1.2943 1.3389 1.2713 0.0000 0.0130 0.0020 0.2149

981020 1.3268 1.3499 1.3268 1.3438 SV 1.3483 -2243.75 1106.25 -2243.75 1.3031 1.3483 1.2713 0.0000 0.0130 0.0019 0.2100

981020 1.3268 1.3499 1.3268 1.3438 SV 1.3483 1.3031 1.3483 1.3659 0.0000 0.0130 0.0019 0.2100

981021 1.3443 1.3586 1.3402 1.3541 1.3203 1.3663 1.3659 0.0000 0.0129 0.0019 0.2055

981022 1.3539 1.3593 1.3383 1.3393 1.3310 1.3778 1.3659 0.0000 0.0129 0.0018 0.1980

981023 1.3397 1.3444 1.3325 1.3378 1.3301 1.3768 1.3659 0.0000 0.0129 0.0017 0.1855

981026 1.3383 1.3633 1.3383 1.3611 1.3217 1.3630 1.3659 0.0000 0.0115 0.0016 0.1764

981027 1.3611 1.3633 1.3438 1.3438 1.3301 1.3799 1.3659 0.0000 0.0137 0.0014 0.1577

981028 1.3438 1.3519 1.3346 1.3472 1.3324 1.3826 1.3659 0.0000 0.0137 0.0013 0.1438

981029 1.3472 1.3488 1.3348 1.3451 1.3222 1.3714 1.3659 0.0000 0.0137 0.0012 0.1288

981030 1.3451 1.3571 1.3418 1.3514 1.3252 1.3633 1.3659 0.0000 0.0106 0.0010 0.1153

981102 1.3510 1.3521 1.3431 1.3505 1.3339 1.3686 1.3659 0.0000 0.0096 0.0009 0.0949

981103 1.3508 1.3618 1.3503 1.3583 1.3337 1.3641 1.3659 0.0000 0.0084 0.0007 0.0727

981104 1.3583 1.3700 1.3575 1.3663 BP 1.3659 562.50 1668.75 -1536.97 1.3416 1.3723 1.3659 0.0000 0.0084 0.0004 0.0479

981105 1.3663 1.3677 1.3573 1.3637 1.3517 1.3765 1.3659 0.0000 0.0067 0.0002 0.0220

981106 1.3640 1.3813 1.3633 1.3788 SV 1.3749 1.3501 1.3749 1.3933 0.0000 0.0067 -0.0001 -0.0065

981109 1.3775 1.4014 1.3775 1.3958 BP 1.3933 562.50 2231.25 -974.47 1.3539 1.3895 1.3933 0.0000 0.0096 -0.0004 -0.0407

981110 1.3963 1.3997 1.3874 1.3878 1.3643 1.4114 1.3933 0.0000 0.0124 -0.0007 -0.0798

981111 1.3865 1.3938 1.3821 1.3821 1.3676 1.4150 1.3933 0.0000 0.0124 -0.0010 -0.1116

981112 1.3821 1.3992 1.3821 1.3865 1.3617 1.4086 1.3933 0.0000 0.0124 -0.0012 -0.1349

981113 1.3865 1.3951 1.3854 1.3870 1.3714 1.4051 1.3933 0.0000 0.0088 -0.0014 -0.1546

981116 1.3883 1.3887 1.3696 1.3748 BV 1.3706 1.3706 1.4043 1.3528 0.0000 0.0088 -0.0016 -0.1715

981117 1.3738 1.3778 1.3669 1.3745 1.3574 1.3949 1.3528 0.0000 0.0100 -0.0015 -0.1694

981118 1.3743 1.3800 1.3690 1.3788 1.3510 1.3883 1.3528 0.0000 0.0100 -0.0014 -0.1570

981119 1.3792 1.3886 1.3739 1.3874 1.3532 1.3906 1.3528 0.0000 0.0100 -0.0014 -0.1510

981120 1.3865 1.3955 1.3863 1.3933 SV 1.3937 -793.75 1437.50 -1768.22 1.3646 1.3937 1.3528 0.0000 0.0077 -0.0014 -0.1530

981120 1.3865 1.3955 1.3863 1.3933 SV 1.3937 1.3646 1.3937 1.4126 0.0000 0.0077 -0.0014 -0.1530

981123 1.3933 1.4125 1.3932 1.4038 1.3740 1.4035 1.4126 0.0000 0.0077 -0.0014 -0.1546

981124 1.4038 1.4149 1.4038 1.4060 BP 1.4126 562.50 2000.00 -1205.72 1.3810 1.4190 1.4126 0.0000 0.0098 -0.0015 -0.1599

981125 1.4060 1.4103 1.3991 1.4094 1.3873 1.4257 1.4126 0.0000 0.0098 -0.0015 -0.1604

981126 1.4098 1.4125 1.4063 1.4063 1.3829 1.4211 1.4126 0.0000 0.0098 -0.0014 -0.1531

981127 1.4063 1.4148 1.4026 1.4133 1.3966 1.4190 1.4126 0.0000 0.0057 -0.0013 -0.1483

981130 1.4108 1.4133 1.3903 1.3939 BV 1.3949 1.3949 1.4190 1.3765 0.0000 0.0061 -0.0014 -0.1501

981201 1.3947 1.3947 1.3745 1.3818 SP 1.3765 562.50 2562.50 -643.22 1.3761 1.4213 1.3765 0.0000 0.0117 -0.0014 -0.1503

981202 1.3818 1.3844 1.3641 1.3668 1.3596 1.4039 1.3765 0.0000 0.0117 -0.0013 -0.1399

981203 1.3668 1.3727 1.3550 1.3638 1.3501 1.3937 1.3765 0.0000 0.0117 -0.0011 -0.1196

981204 1.3638 1.3752 1.3588 1.3658 1.3423 1.3818 1.3765 0.0000 0.0107 -0.0009 -0.1024

981207 1.3683 1.3778 1.3675 1.3778 1.3457 1.3854 1.3765 0.0000 0.0107 -0.0008 -0.0842

981208 1.3768 1.3788 1.3608 1.3613 1.3539 1.3895 1.3765 0.0000 0.0095 -0.0006 -0.0662

981209 1.3618 1.3638 1.3555 1.3583 1.3514 1.3870 1.3765 0.0000 0.0096 -0.0004 -0.0431

981210 1.3583 1.3598 1.3358 1.3358 BV 1.3419 1.3419 1.3770 1.3249 0.0000 0.0096 -0.0002 -0.0194

981211 1.3355 1.3378 1.3258 1.3283 1.3247 1.3721 1.3249 0.0000 0.0132 0.0001 0.0123

981214 1.3288 1.3388 1.3219 1.3266 SP 1.3249 562.50 3125.00 -80.72 1.3099 1.3565 1.3249 0.0000 0.0132 0.0004 0.0458

981215 1.3266 1.3429 1.3266 1.3428 1.3092 1.3557 1.3249 0.0000 0.0132 0.0007 0.0755

981216 1.3438 1.3528 1.3350 1.3503 1.3198 1.3535 1.3249 0.0000 0.0095 0.0009 0.1010

981217 1.3513 1.3538 1.3398 1.3488 1.3284 1.3639 1.3249 0.0000 0.0099 0.0011 0.1164

981218 1.3488 1.3509 1.3408 1.3483 1.3314 1.3669 1.3249 0.0000 0.0099 0.0011 0.1225

981221 1.3478 1.3625 1.3417 1.3585 1.3307 1.3661 1.3249 0.0000 0.0099 0.0012 0.1274

981222 1.3587 1.3673 1.3570 1.3630 1.3344 1.3757 1.3249 0.0000 0.0114 0.0012 0.1301

981223 1.3633 1.3653 1.3600 1.3628 1.3441 1.3860 1.3249 0.0000 0.0114 0.0012 0.1266

981224 1.3628 1.3765 1.3623 1.3765 1.3444 1.3866 1.3249 0.0000 0.0114 0.0011 0.1222

981225 1.3765 1.3765 1.3698 1.3726 1.3570 1.3852 1.3249 0.0000 0.0076 0.0011 0.1183

981228 1.3735 1.3765 1.3680 1.3680 1.3607 1.3891 1.3249 0.0000 0.0076 0.0011 0.1158

981229 1.3680 1.3703 1.3602 1.3675 1.3598 1.3881 1.3249 0.0000 0.0076 0.0010 0.1129

981230 1.3680 1.3835 1.3644 1.3803 SV 1.3765 1.3563 1.3765 1.3949 0.0000 0.0054 0.0010 0.1085

981231 1.3803 1.3853 1.3723 1.3751 1.3570 1.3949 1.3949 0.0000 0.0101 0.0009 0.0954

990104 1.3751 1.3737 1.3575 1.3671 BV 1.3615 -537.50 2587.50 -618.22 1.3615 1.3996 1.3949 0.0000 0.0101 0.0007 0.0761

990104 1.3751 1.3737 1.3575 1.3671 BV 1.3615 1.3615 1.3996 1.3439 0.0000 0.0101 0.0007 0.0761

990105 1.3671 1.3732 1.3645 1.3710 1.3483 1.3856 1.3439 0.0000 0.0101 0.0005 0.0587

990106 1.3710 1.4006 1.3705 1.3952 SV 1.3858 -843.75 1743.75 -1461.97 1.3535 1.3858 1.3439 0.0000 0.0087 0.0004 0.0393

990106 1.3710 1.4006 1.3705 1.3952 SV 1.3858 1.3535 1.3858 1.4045 0.0000 0.0087 0.0004 0.0393

990107 1.3952 1.3925 1.3741 1.3779 1.3565 1.4162 1.4045 0.0000 0.0157 0.0001 0.0097

990108 1.3779 1.4001 1.3765 1.3917 1.3537 1.4130 1.4045 0.0000 0.0157 -0.0002 -0.0183

990111 1.3917 1.4031 1.3900 1.4020 1.3576 1.4174 1.4045 0.0000 0.0157 -0.0004 -0.0456

990112 1.4020 1.4050 1.3854 1.3886 BP 1.4045 562.50 2306.25 -944.99 1.3717 1.4188 1.4045 0.0000 0.0122 -0.0006 -0.0700

990113 1.3886 1.3880 1.3377 1.3668 BV 1.3701 1.3701 1.4170 1.3523 0.0000 0.0122 -0.0008 -0.0861

990113 1.3886 1.3880 1.3377 1.3668 SP 1.3523 562.50 2868.75 -382.49 0.0001 1.4170 1.3523 0.0000 0.0122 -0.0008 -0.0861

990114 1.3668 1.3707 1.3536 1.3574 1.3104 1.4094 1.3523 0.0000 0.0271 -0.0008 -0.0855

990115 1.3574 1.3817 1.3495 1.3793 1.3101 1.4092 1.3523 0.0000 0.0271 -0.0008 -0.0848

990118 1.3793 1.3865 1.3770 1.3790 1.3129 1.4124 1.3523 0.0000 0.0271 -0.0008 -0.0919

990119 1.3790 1.3850 1.3725 1.3750 1.3468 1.4118 1.3523 0.0000 0.0173 -0.0009 -0.1004

990120 1.3750 1.3937 1.3770 1.3901 1.3437 1.4085 1.3523 0.0000 0.0173 -0.0009 -0.1034

Page 4: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

990121 1.3901 1.3910 1.3790 1.3840 1.3672 1.4004 1.3523 0.0000 0.0087 -0.0009 -0.1025

990122 1.3840 1.3855 1.3760 1.3843 1.3672 1.4002 1.3523 0.0000 0.0087 -0.0008 -0.0927

990125 1.3843 1.3892 1.3745 1.3867 1.3631 1.3961 1.3523 0.0000 0.0087 -0.0007 -0.0793

990126 1.3867 1.3900 1.3810 1.3893 1.3665 1.3955 1.3523 0.0000 0.0077 -0.0006 -0.0689

990127 1.3893 1.4132 1.3875 1.4106 SV 1.3994 1.3701 1.3994 1.4184 0.0000 0.0077 -0.0006 -0.0626

990128 1.4106 1.4186 1.4050 1.4103 BP 1.4184 562.50 3431.25 0.00 1.3736 1.4245 1.4184 0.0000 0.0131 -0.0006 -0.0627

990129 1.4103 1.4208 1.4095 1.4141 1.3848 1.4364 1.4184 0.0000 0.0131 -0.0006 -0.0638

990201 1.4141 1.4253 1.4100 1.4199 1.3879 1.4397 1.4184 0.0000 0.0131 -0.0006 -0.0678

990202 1.4199 1.4220 1.4068 1.4129 1.4015 1.4318 1.4184 0.0000 0.0076 -0.0007 -0.0753

990203 1.4129 1.4179 1.4065 1.4149 1.3982 1.4284 1.4184 0.0000 0.0076 -0.0007 -0.0794

990204 1.4149 1.4250 1.4120 1.4143 1.3961 1.4261 1.4184 0.0000 0.0076 -0.0008 -0.0858

990205 1.4143 1.4240 1.4080 1.4214 1.4021 1.4323 1.4184 0.0000 0.0076 -0.0008 -0.0930

990208 1.4214 1.4275 1.4133 1.4150 1.3988 1.4304 1.4184 0.0000 0.0080 -0.0009 -0.0982

990209 1.4150 1.4226 1.4115 1.4208 1.4031 1.4349 1.4184 0.0000 0.0080 -0.0009 -0.1000

990210 1.4208 1.4195 1.4022 1.4059 1.3998 1.4314 1.4184 0.0000 0.0080 -0.0010 -0.1047

990211 1.4059 1.4277 1.4085 1.4269 SV 1.4263 1.3922 1.4263 1.4461 0.0000 0.0087 -0.0010 -0.1051

990212 1.4269 1.4260 1.4130 1.4160 1.3974 1.4353 1.4461 0.0000 0.0095 -0.0009 -0.1040

990215 1.4160 1.4230 1.4140 1.4220 1.3988 1.4368 1.4461 0.0000 0.0095 -0.0009 -0.1018

990216 1.4220 1.4329 1.4225 1.4254 1.3978 1.4358 1.4461 0.0000 0.0095 -0.0010 -0.1073

990217 1.4254 1.4270 1.4180 1.4226 1.4134 1.4393 1.4461 0.0000 0.0065 -0.0010 -0.1116

990218 1.4226 1.4311 1.4165 1.4274 1.4112 1.4316 1.4461 0.0000 0.0051 -0.0011 -0.1162

990219 1.4274 1.4496 1.4280 1.4465 BP 1.4461 562.50 3993.75 0.00 1.4077 1.4366 1.4461 0.0000 0.0072 -0.0011 -0.1249

990222 1.4465 1.4585 1.4464 1.4483 SV 1.4575 1.4148 1.4575 1.4782 0.0000 0.0104 -0.0012 -0.1369

990223 1.4483 1.4574 1.4440 1.4480 1.4280 1.4715 1.4782 0.0000 0.0104 -0.0013 -0.1378

990224 1.4480 1.4562 1.4433 1.4484 1.4263 1.4697 1.4782 0.0000 0.0104 -0.0012 -0.1339

990225 1.4484 1.4485 1.4323 1.4385 BV 1.4349 -712.50 3281.25 -712.50 1.4349 1.4613 1.4782 0.0000 0.0064 -0.0012 -0.1317

990225 1.4484 1.4485 1.4323 1.4385 BV 1.4349 1.4349 1.4613 1.4154 0.0000 0.0064 -0.0012 -0.1317

990226 1.4385 1.4528 1.4395 1.4468 1.4225 1.4545 1.4154 0.0000 0.0078 -0.0012 -0.1282

990301 1.4468 1.4640 1.4460 1.4629 SV 1.4605 -800.00 2481.25 -1512.50 1.4282 1.4605 1.4154 0.0000 0.0078 -0.0011 -0.1241

990301 1.4468 1.4640 1.4460 1.4629 SV 1.4605 1.4282 1.4605 1.4813 0.0000 0.0078 -0.0011 -0.1241

990302 1.4629 1.4655 1.4562 1.4577 1.4351 1.4706 1.4813 0.0000 0.0085 -0.0011 -0.1265

990303 1.4577 1.4626 1.4541 1.4603 1.4409 1.4767 1.4813 0.0000 0.0085 -0.0012 -0.1266

990304 1.4603 1.4734 1.4600 1.4687 1.4384 1.4743 1.4813 0.0000 0.0085 -0.0011 -0.1229

990305 1.4687 1.4749 1.4652 1.4700 1.4520 1.4784 1.4813 0.0000 0.0062 -0.0011 -0.1208

990308 1.4700 1.4745 1.4570 1.4626 1.4552 1.4819 1.4813 0.0000 0.0062 -0.0011 -0.1187

990309 1.4626 1.4710 1.4590 1.4659 1.4466 1.4810 1.4813 0.0000 0.0081 -0.0011 -0.1198

990310 1.4659 1.4690 1.4549 1.4593 1.4457 1.4804 1.4813 0.0000 0.0081 -0.0011 -0.1226

990311 1.4593 1.4773 1.4423 1.4540 BV 1.4428 -562.50 1918.75 -2075.00 1.4428 1.4771 1.4813 0.0000 0.0081 -0.0011 -0.1238

990311 1.4593 1.4773 1.4423 1.4540 BE 1.4428 1.4428 1.4771 1.4231 0.0000 0.0081 -0.0011 -0.1238

990312 1.4540 1.4671 1.4515 1.4665 1.4217 1.4905 1.4231 0.0000 0.0164 -0.0011 -0.1239

990315 1.4665 1.4670 1.4608 1.4652 1.4215 1.4903 1.4231 0.0000 0.0164 -0.0011 -0.1224

990316 1.4652 1.4745 1.4517 1.4534 1.4259 1.4952 1.4231 0.0000 0.0164 -0.0011 -0.1202

990317 1.4534 1.4610 1.4449 1.4513 1.4382 1.4832 1.4231 0.0000 0.0107 -0.0011 -0.1165

990318 1.4513 1.4591 1.4445 1.4581 1.4286 1.4730 1.4231 0.0000 0.0107 -0.0010 -0.1090

990319 1.4581 1.4591 1.4540 1.4676 1.4278 1.4721 1.4231 0.0000 0.0107 -0.0009 -0.1015

990322 1.4676 1.4715 1.4617 1.4623 SV 1.4712 -875.00 1043.75 -2950.00 1.4393 1.4712 1.4231 0.0000 0.0076 -0.0009 -0.0952

990322 1.4676 1.4715 1.4617 1.4623 SV 1.4712 1.4393 1.4712 1.4923 0.0000 0.0076 -0.0009 -0.0952

990323 1.4623 1.4675 1.4566 1.4593 1.4507 1.4802 1.4923 0.0000 0.0069 -0.0008 -0.0856

990324 1.4593 1.4671 1.4516 1.4635 1.4505 1.4721 1.4923 0.0000 0.0051 -0.0007 -0.0780

990325 1.4635 1.4737 1.4615 1.4713 1.4430 1.4738 1.4923 0.0000 0.0073 -0.0006 -0.0679

990326 1.4713 1.4870 1.4685 1.4796 1.4514 1.4824 1.4923 0.0000 0.0073 -0.0005 -0.0602

990329 1.4796 1.4925 1.4780 1.4838 BP 1.4923 562.50 1606.25 -2117.69 1.4586 1.4952 1.4923 0.0000 0.0085 -0.0005 -0.0578

990330 1.4838 1.4920 1.4825 1.4905 1.4661 1.5029 1.4923 0.0000 0.0085 -0.0005 -0.0544

990331 1.4905 1.4925 1.4750 1.4828 1.4680 1.5051 1.4923 0.0000 0.0085 -0.0005 -0.0516

990401 1.4828 1.4870 1.4751 1.4799 1.4656 1.5004 1.4923 0.0000 0.0079 -0.0005 -0.0522

990402 1.4799 1.4835 1.4780 1.4810 1.4631 1.4975 1.4923 0.0000 0.0079 -0.0005 -0.0546

990405 1.4810 1.4926 1.4800 1.4893 1.4628 1.4972 1.4923 0.0000 0.0079 -0.0005 -0.0557

990406 1.4893 1.4900 1.4694 1.4730 BV 1.4732 1.4732 1.4981 1.4526 0.0000 0.0057 -0.0005 -0.0581

990407 1.4730 1.4845 1.4715 1.4819 1.4586 1.4993 1.4526 0.0000 0.0094 -0.0005 -0.0518

990408 1.4819 1.4882 1.4650 1.4856 1.4569 1.4977 1.4526 0.0000 0.0094 -0.0004 -0.0480

990409 1.4856 1.4865 1.4775 1.4823 1.4529 1.4988 1.4526 0.0000 0.0106 -0.0004 -0.0479

990412 1.4823 1.4850 1.4727 1.4844 1.4582 1.5042 1.4526 0.0000 0.0106 -0.0004 -0.0491

990413 1.4844 1.4936 1.4825 1.4909 1.4550 1.5011 1.4526 0.0000 0.0106 -0.0004 -0.0488

990414 1.4909 1.4900 1.4830 1.4849 1.4751 1.4997 1.4526 0.0000 0.0056 -0.0005 -0.0544

990415 1.4849 1.5002 1.4810 1.4979 SV 1.4981 -743.75 862.50 -2861.44 1.4736 1.4981 1.4526 0.0000 0.0056 -0.0005 -0.0593

990415 1.4849 1.5002 1.4810 1.4979 SV 1.4981 1.4736 1.4981 1.5200 0.0000 0.0056 -0.0005 -0.0593

990416 1.4979 1.5065 1.4960 1.4956 1.4706 1.5085 1.5200 0.0000 0.0086 -0.0006 -0.0642

990419 1.4956 1.5116 1.4955 1.5067 1.4808 1.5193 1.5200 0.0000 0.0086 -0.0006 -0.0709

990420 1.5067 1.5103 1.4980 1.5069 1.4830 1.5216 1.5200 0.0000 0.0086 -0.0007 -0.0768

990421 1.5069 1.5135 1.5043 1.5077 1.4870 1.5188 1.5200 0.0000 0.0071 -0.0007 -0.0804

990422 1.5077 1.5160 1.5025 1.5088 1.4916 1.5237 1.5200 0.0000 0.0071 -0.0008 -0.0854

990423 1.5088 1.5133 1.4990 1.5111 1.4948 1.5214 1.5200 0.0000 0.0059 -0.0008 -0.0905

990426 1.5111 1.5158 1.5070 1.5140 1.4908 1.5191 1.5200 0.0000 0.0063 -0.0008 -0.0921

990427 1.5140 1.5140 1.5055 1.5082 1.4959 1.5244 1.5200 0.0000 0.0063 -0.0008 -0.0909

990428 1.5082 1.5157 1.5030 1.5132 1.4943 1.5228 1.5200 0.0000 0.0063 -0.0008 -0.0876

990429 1.5132 1.5217 1.5110 1.5212 BP 1.5200 562.50 1425.00 -2298.94 1.4959 1.5209 1.5200 0.0000 0.0056 -0.0008 -0.0858

990430 1.5212 1.5275 1.5150 1.5224 1.5026 1.5281 1.5200 0.0000 0.0056 -0.0008 -0.0873

990503 1.5224 1.5271 1.5190 1.5234 1.5074 1.5330 1.5200 0.0000 0.0056 -0.0008 -0.0871

990504 1.5234 1.5245 1.5103 1.5112 1.5097 1.5344 1.5200 0.0000 0.0054 -0.0008 -0.0855

990505 1.5112 1.5115 1.4898 1.4943 BV 1.5024 1.5024 1.5305 1.4810 0.0000 0.0062 -0.0008 -0.0828

990506 1.4943 1.4950 1.4840 1.4868 1.4778 1.5207 1.4810 0.0000 0.0096 -0.0007 -0.0767

990507 1.4868 1.4972 1.4850 1.4966 1.4671 1.5094 1.4810 0.0000 0.0096 -0.0006 -0.0689

990510 1.4966 1.5005 1.4849 1.4904 1.4689 1.5113 1.4810 0.0000 0.0096 -0.0006 -0.0641

990511 1.4904 1.5033 1.4885 1.5010 1.4765 1.5074 1.4810 0.0000 0.0070 -0.0005 -0.0568

990512 1.5010 1.5090 1.4941 1.5060 1.4797 1.5108 1.4810 0.0000 0.0070 -0.0005 -0.0502

990513 1.5060 1.5106 1.5015 1.5025 1.4854 1.5165 1.4810 0.0000 0.0070 -0.0004 -0.0452

990514 1.5025 1.5089 1.4906 1.5058 1.4908 1.5205 1.4810 0.0000 0.0066 -0.0004 -0.0428

990517 1.5058 1.5080 1.4986 1.5031 1.4813 1.5175 1.4810 0.0000 0.0081 -0.0003 -0.0350

990518 1.5031 1.5039 1.4965 1.4995 1.4848 1.5211 1.4810 0.0000 0.0081 -0.0003 -0.0277

990519 1.4995 1.5080 1.4985 1.5039 1.4819 1.5181 1.4810 0.0000 0.0081 -0.0002 -0.0187

990520 1.5039 1.5103 1.5000 1.5085 1.4939 1.5126 1.4810 0.0000 0.0042 -0.0001 -0.0115

990521 1.5085 1.5215 1.5095 1.5169 SV 1.5154 -393.75 1031.25 -2692.69 1.4950 1.5154 1.4810 0.0000 0.0045 0.0000 -0.0041

990521 1.5085 1.5215 1.5095 1.5169 SV 1.5154 1.4950 1.5154 1.5378 0.0000 0.0045 0.0000 -0.0041

990524 1.5169 1.5195 1.5094 1.5124 1.5038 1.5274 1.5378 0.0000 0.0052 0.0000 -0.0027

990525 1.5124 1.5120 1.4970 1.5046 BV 1.5026 -387.50 643.75 -3080.19 1.5026 1.5265 1.5378 0.0000 0.0052 0.0000 0.0013

990525 1.5124 1.5120 1.4970 1.5046 BV 1.5026 1.5026 1.5265 1.4813 0.0000 0.0052 0.0000 0.0013

990526 1.5046 1.5250 1.4995 1.5219 SV 1.5195 -500.00 143.75 -3580.19 1.4899 1.5195 1.4813 0.0000 0.0066 0.0001 0.0066

990526 1.5046 1.5250 1.4995 1.5219 SV 1.5195 1.4899 1.5195 1.5420 0.0000 0.0066 0.0001 0.0066

990527 1.5219 1.5310 1.5179 1.5241 1.4874 1.5380 1.5420 0.0000 0.0112 0.0001 0.0059

990528 1.5241 1.5306 1.5170 1.5302 1.4993 1.5506 1.5420 0.0000 0.0112 0.0000 0.0004

990531 1.5302 1.5290 1.5200 1.5275 1.4984 1.5497 1.5420 0.0000 0.0112 0.0000 -0.0053

990601 1.5275 1.5285 1.5192 1.5240 1.5110 1.5380 1.5420 0.0000 0.0059 -0.0001 -0.0116

990602 1.5240 1.5400 1.5225 1.5372 1.5103 1.5373 1.5420 0.0000 0.0059 -0.0002 -0.0172

990603 1.5372 1.5425 1.5295 1.5401 BP 1.5420 562.50 706.25 -3017.69 1.5135 1.5482 1.5420 0.0000 0.0075 -0.0002 -0.0251

990604 1.5401 1.5440 1.5301 1.5320 1.5181 1.5530 1.5420 0.0000 0.0075 -0.0003 -0.0354

990607 1.5320 1.5443 1.5330 1.5435 1.5191 1.5540 1.5420 0.0000 0.0075 -0.0004 -0.0433

990608 1.5435 1.5445 1.5215 1.5231 BV 1.5242 1.5242 1.5518 1.5022 0.0000 0.0059 -0.0005 -0.0527

990609 1.5231 1.5266 1.5185 1.5228 1.5092 1.5547 1.5022 0.0000 0.0098 -0.0006 -0.0605

990610 1.5228 1.5265 1.5135 1.5224 1.4990 1.5437 1.5022 0.0000 0.0098 -0.0006 -0.0670

990611 1.5224 1.5248 1.5115 1.5142 1.4963 1.5411 1.5022 0.0000 0.0098 -0.0007 -0.0733

990614 1.5142 1.5320 1.5185 1.5302 SV 1.5305 -206.25 500.00 -3223.94 1.5040 1.5305 1.5022 0.0000 0.0058 -0.0007 -0.0753

990614 1.5142 1.5320 1.5185 1.5302 SV 1.5305 1.5040 1.5305 1.5533 0.0000 0.0058 -0.0007 -0.0753

990615 1.5302 1.5355 1.5280 1.5311 1.5110 1.5378 1.5533 0.0000 0.0058 -0.0007 -0.0744

990616 1.5311 1.5506 1.5300 1.5468 1.5175 1.5444 1.5533 0.0000 0.0058 -0.0006 -0.0704

990617 1.5468 1.5530 1.5420 1.5427 1.5186 1.5593 1.5533 0.0000 0.0087 -0.0006 -0.0708

Page 5: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

990618 1.5427 1.5495 1.5324 1.5380 1.5258 1.5669 1.5533 0.0000 0.0087 -0.0006 -0.0706

990621 1.5380 1.5487 1.5350 1.5426 1.5193 1.5601 1.5533 0.0000 0.0087 -0.0006 -0.0692

990622 1.5426 1.5495 1.5405 1.5462 1.5239 1.5576 1.5533 0.0000 0.0072 -0.0006 -0.0696

990623 1.5462 1.5548 1.5420 1.5468 BP 1.5533 562.50 1062.50 -2661.44 1.5270 1.5610 1.5533 0.0000 0.0072 -0.0006 -0.0708

990624 1.5468 1.5503 1.5337 1.5358 BV 1.5340 1.5340 1.5613 1.5117 0.0000 0.0058 -0.0006 -0.0706

990625 1.5358 1.5351 1.5250 1.5326 1.5246 1.5574 1.5117 0.0000 0.0070 -0.0006 -0.0670

990628 1.5326 1.5462 1.5305 1.5435 SV 1.5454 -337.50 725.00 -2998.94 1.5131 1.5454 1.5117 0.0000 0.0070 -0.0005 -0.0581

990628 1.5326 1.5462 1.5305 1.5435 SV 1.5454 1.5131 1.5454 1.5686 0.0000 0.0070 -0.0005 -0.0581

990629 1.5435 1.5520 1.5435 1.5506 1.5214 1.5540 1.5686 0.0000 0.0070 -0.0005 -0.0529

990630 1.5506 1.5582 1.5468 1.5497 1.5314 1.5627 1.5686 0.0000 0.0066 -0.0005 -0.0508

990701 1.5497 1.5748 1.5435 1.5690 BP 1.5686 562.50 1287.50 -2436.44 1.5361 1.5676 1.5686 0.0000 0.0066 -0.0005 -0.0523

990702 1.5690 1.5725 1.5650 1.5677 1.5270 1.5888 1.5686 0.0000 0.0129 -0.0005 -0.0556

990705 1.5677 1.5720 1.5670 1.5700 1.5363 1.5990 1.5686 0.0000 0.0129 -0.0005 -0.0562

990706 1.5700 1.5745 1.5620 1.5664 1.5368 1.5995 1.5686 0.0000 0.0129 -0.0005 -0.0597

990707 1.5664 1.5723 1.5615 1.5687 1.5552 1.5798 1.5686 0.0000 0.0051 -0.0006 -0.0645

990708 1.5687 1.5794 1.5687 1.5718 SV 1.5785 1.5538 1.5785 1.6028 0.0000 0.0051 -0.0006 -0.0689

990709 1.5718 1.5806 1.5675 1.5793 1.5608 1.5855 1.6028 0.0000 0.0051 -0.0007 -0.0739

990712 1.5793 1.5893 1.5743 1.5807 1.5601 1.5860 1.6028 0.0000 0.0053 -0.0007 -0.0779

990713 1.5807 1.5865 1.5709 1.5775 1.5657 1.5954 1.6028 0.0000 0.0060 -0.0008 -0.0860

990714 1.5775 1.5840 1.5696 1.5728 1.5620 1.5929 1.6028 0.0000 0.0063 -0.0008 -0.0933

990715 1.5728 1.5765 1.5657 1.5742 1.5601 1.5908 1.6028 0.0000 0.0063 -0.0009 -0.0980

990716 1.5742 1.5769 1.5703 1.5759 1.5545 1.5850 1.6028 0.0000 0.0063 -0.0009 -0.1024

990719 1.5759 1.5865 1.5472 1.5579 BV 1.5581 -556.25 731.25 -2992.69 1.5581 1.5865 1.6028 0.0000 0.0058 -0.0009 -0.1028

990719 1.5759 1.5865 1.5472 1.5579 BV 1.5581 1.5581 1.5865 1.5352 0.0000 0.0058 -0.0009 -0.1028

990720 1.5579 1.5555 1.5354 1.5417 1.5251 1.6026 1.5352 0.0000 0.0160 -0.0009 -0.0960

990721 1.5417 1.5435 1.5218 1.5262 SP 1.5352 562.50 1293.75 -2430.19 1.5056 1.5810 1.5352 0.0000 0.0160 -0.0007 -0.0808

990722 1.5262 1.5335 1.5185 1.5265 1.4941 1.5684 1.5352 0.0000 0.0160 -0.0005 -0.0588

990723 1.5265 1.5351 1.5210 1.5272 1.5042 1.5468 1.5352 0.0000 0.0092 -0.0004 -0.0388

990726 1.5272 1.5265 1.4972 1.5047 BV 1.5065 1.5065 1.5492 1.4850 0.0000 0.0092 -0.0002 -0.0211

990727 1.5047 1.5095 1.4990 1.5060 1.4832 1.5413 1.4850 0.0000 0.0128 0.0000 -0.0010

990728 1.5060 1.5092 1.4950 1.4995 1.4767 1.5340 1.4850 0.0000 0.0128 0.0002 0.0186

990729 1.4995 1.5010 1.4858 1.4880 1.4751 1.5326 1.4850 0.0000 0.0128 0.0004 0.0406

990730 1.4880 1.4967 1.4850 1.4899 SP 1.4850 562.50 1856.25 -1867.69 1.4795 1.5097 1.4850 0.0000 0.0068 0.0006 0.0643

990802 1.4899 1.5025 1.4910 1.4950 1.4773 1.5074 1.4850 0.0000 0.0068 0.0008 0.0858

990803 1.4950 1.5048 1.4932 1.4972 1.4832 1.5135 1.4850 0.0000 0.0068 0.0009 0.1030

990804 1.4972 1.4980 1.4820 1.4951 BV 1.4888 1.4888 1.5122 1.4678 0.0000 0.0053 0.0011 0.1209

990805 1.4951 1.4890 1.4763 1.4874 1.4765 1.5083 1.4678 0.0000 0.0072 0.0013 0.1435

990806 1.4874 1.4935 1.4825 1.4878 1.4697 1.5011 1.4678 0.0000 0.0072 0.0015 0.1645

990809 1.4878 1.4994 1.4905 1.4958 1.4751 1.5069 1.4678 0.0000 0.0072 0.0016 0.1794

990810 1.4958 1.4965 1.4865 1.4960 1.4846 1.5103 1.4678 0.0000 0.0058 0.0017 0.1890

990811 1.4960 1.5052 1.4940 1.5034 SV 1.5047 -481.25 1375.00 -2348.94 1.4828 1.5047 1.4678 0.0000 0.0050 0.0018 0.1942

990811 1.4960 1.5052 1.4940 1.5034 SV 1.5047 1.4828 1.5047 1.5267 0.0000 0.0050 0.0018 0.1942

990812 1.5034 1.5087 1.5002 1.5011 1.4908 1.5129 1.5267 0.0000 0.0050 0.0017 0.1925

990813 1.5011 1.5181 1.4970 1.5101 1.4954 1.5179 1.5267 0.0000 0.0050 0.0017 0.1877

990816 1.5101 1.5191 1.5110 1.5157 1.4905 1.5326 1.5267 0.0000 0.0093 0.0016 0.1802

990817 1.5157 1.5267 1.5135 1.5230 1.4977 1.5401 1.5267 0.0000 0.0093 0.0015 0.1687

990818 1.5230 1.5250 1.5154 1.5197 1.5022 1.5449 1.5267 0.0000 0.0093 0.0014 0.1519

990819 1.5197 1.5290 1.5012 1.5035 BV 1.5090 81.25 1456.25 -2267.69 1.5090 1.5352 1.5267 0.0000 0.0057 0.0012 0.1332

990819 1.5197 1.5290 1.5012 1.5035 BV 1.5090 1.5090 1.5352 1.4874 0.0000 0.0057 0.0012 0.1332

990820 1.5035 1.5035 1.4939 1.4966 1.4910 1.5463 1.4874 0.0000 0.0121 0.0010 0.1142

990823 1.4966 1.5305 1.4955 1.5238 SV 1.5288 -575.00 881.25 -2842.69 1.4747 1.5288 1.4874 0.0000 0.0121 0.0009 0.0993

990823 1.4966 1.5305 1.4955 1.5238 SV 1.5288 1.4747 1.5288 1.5516 0.0000 0.0121 0.0009 0.0993

990824 1.5238 1.5370 1.5151 1.5192 1.4815 1.5511 1.5516 0.0000 0.0153 0.0007 0.0768

990825 1.5192 1.5387 1.5180 1.5327 1.4932 1.5640 1.5516 0.0000 0.0153 0.0005 0.0514

990826 1.5327 1.5382 1.5300 1.5335 1.4945 1.5652 1.5516 0.0000 0.0153 0.0002 0.0219

990827 1.5335 1.5355 1.5270 1.5313 1.5124 1.5562 1.5516 0.0000 0.0094 -0.0001 -0.0064

990830 1.5313 1.5340 1.5270 1.5305 1.5103 1.5516 1.5516 0.0000 0.0089 -0.0002 -0.0275

990831 1.5305 1.5365 1.5076 1.5131 BV 1.5218 -225.00 656.25 -3067.69 1.5218 1.5385 1.5516 0.0000 0.0036 -0.0004 -0.0435

990831 1.5305 1.5365 1.5076 1.5131 BV 1.5218 1.5218 1.5385 1.4999 0.0000 0.0036 -0.0004 -0.0435

990901 1.5131 1.5155 1.5040 1.5117 1.4923 1.5494 1.4999 0.0000 0.0125 -0.0005 -0.0540

990902 1.5117 1.5170 1.4878 1.4935 SP 1.4999 562.50 1218.75 -2505.19 1.4804 1.5366 1.4999 0.0000 0.0125 -0.0006 -0.0621

990903 1.4935 1.5093 1.4895 1.5060 1.4723 1.5300 1.4999 0.0000 0.0129 -0.0005 -0.0598

990906 1.5060 1.5120 1.5045 1.5110 1.4695 1.5270 1.4999 0.0000 0.0129 -0.0005 -0.0568

990907 1.5110 1.5200 1.5079 1.5100 1.4782 1.5363 1.4999 0.0000 0.0129 -0.0005 -0.0553

990908 1.5100 1.5148 1.5015 1.5103 1.4932 1.5330 1.4999 0.0000 0.0088 -0.0005 -0.0510

990909 1.5103 1.5216 1.5050 1.5192 SV 1.5209 1.4945 1.5209 1.5434 0.0000 0.0058 -0.0004 -0.0444

990910 1.5192 1.5532 1.5150 1.5525 BP 1.5434 562.50 1781.25 -1942.69 1.4963 1.5291 1.5434 0.0000 0.0072 -0.0004 -0.0417

990913 1.5525 1.5590 1.5403 1.5420 1.4952 1.5706 1.5434 0.0000 0.0162 -0.0004 -0.0481

990914 1.5420 1.5550 1.5360 1.5483 1.5099 1.5870 1.5434 0.0000 0.0162 -0.0005 -0.0531

990915 1.5483 1.5586 1.5388 1.5433 1.5060 1.5825 1.5434 0.0000 0.0162 -0.0005 -0.0536

990916 1.5433 1.5480 1.5290 1.5423 1.5284 1.5674 1.5434 0.0000 0.0083 -0.0005 -0.0540

990917 1.5423 1.5460 1.5390 1.5415 1.5184 1.5569 1.5434 0.0000 0.0083 -0.0005 -0.0534

990920 1.5415 1.5500 1.5350 1.5474 1.5223 1.5613 1.5434 0.0000 0.0083 -0.0005 -0.0515

990921 1.5474 1.5495 1.5256 1.5285 1.5228 1.5605 1.5434 0.0000 0.0080 -0.0005 -0.0520

990922 1.5285 1.5439 1.5210 1.5364 1.5131 1.5603 1.5434 0.0000 0.0101 -0.0004 -0.0491

990923 1.5364 1.5430 1.5290 1.5363 1.5081 1.5552 1.5434 0.0000 0.0101 -0.0004 -0.0471

990924 1.5363 1.5379 1.5185 1.5321 1.5117 1.5588 1.5434 0.0000 0.0101 -0.0004 -0.0478

990927 1.5321 1.5415 1.5280 1.5292 1.5049 1.5499 1.5434 0.0000 0.0098 -0.0004 -0.0479

990928 1.5292 1.5340 1.5129 1.5174 BV 1.5147 1.5147 1.5533 1.4930 0.0000 0.0083 -0.0004 -0.0486

990929 1.5174 1.5225 1.5003 1.5043 1.5020 1.5437 1.4930 0.0000 0.0091 -0.0004 -0.0416

990930 1.5043 1.5075 1.4935 1.4977 1.4892 1.5330 1.4930 0.0000 0.0097 -0.0002 -0.0248

991001 1.4977 1.4970 1.4790 1.4797 SP 1.4930 562.50 2343.75 -1380.19 1.4789 1.5223 1.4930 0.0000 0.0097 -0.0001 -0.0115

991004 1.4797 1.4900 1.4770 1.4828 1.4669 1.5097 1.4930 0.0000 0.0097 0.0000 0.0039

991005 1.4828 1.4930 1.4777 1.4788 1.4663 1.5017 1.4930 0.0000 0.0081 0.0002 0.0167

991006 1.4788 1.4905 1.4730 1.4883 1.4682 1.5038 1.4930 0.0000 0.0081 0.0002 0.0268

991007 1.4883 1.4949 1.4814 1.4875 1.4652 1.4999 1.4930 0.0000 0.0080 0.0003 0.0363

991008 1.4875 1.5065 1.4855 1.5021 SV 1.5065 1.4717 1.5065 1.5286 0.0000 0.0080 0.0004 0.0432

991011 1.5021 1.5035 1.4965 1.5005 1.4765 1.5181 1.5286 0.0000 0.0094 0.0005 0.0498

991012 1.5005 1.5005 1.4790 1.4802 BV 1.4806 -762.50 1581.25 -2142.69 1.4806 1.5225 1.5286 0.0000 0.0094 0.0005 0.0582

991012 1.5005 1.5005 1.4790 1.4802 BV 1.4806 1.4806 1.5225 1.4599 0.0000 0.0094 0.0005 0.0582

991013 1.4802 1.4800 1.4715 1.4741 1.4702 1.5129 1.4599 0.0000 0.0097 0.0007 0.0756

991014 1.4741 1.4795 1.4671 1.4735 1.4571 1.4990 1.4599 0.0000 0.0097 0.0009 0.0960

991015 1.4735 1.4760 1.4537 1.4566 SP 1.4599 562.50 2143.75 -1580.19 1.4550 1.4968 1.4599 0.0000 0.0097 0.0010 0.1135

991018 1.4566 1.4666 1.4555 1.4647 1.4459 1.4903 1.4599 0.0000 0.0104 0.0012 0.1329

991019 1.4647 1.4752 1.4650 1.4668 1.4426 1.4868 1.4599 0.0000 0.0104 0.0014 0.1523

991020 1.4668 1.4872 1.4665 1.4826 1.4518 1.4966 1.4599 0.0000 0.0104 0.0015 0.1654

991021 1.4826 1.4800 1.4687 1.4717 1.4599 1.5011 1.4599 0.0000 0.0095 0.0015 0.1644

991022 1.4717 1.5014 1.4740 1.4996 SV 1.4984 1.4573 1.4984 1.5202 0.0000 0.0095 0.0015 0.1611

991025 1.4996 1.5040 1.4936 1.4985 1.4648 1.5195 1.5202 0.0000 0.0124 0.0014 0.1495

991026 1.4985 1.5165 1.4940 1.5122 1.4754 1.5307 1.5202 0.0000 0.0124 0.0012 0.1336

991027 1.5122 1.5273 1.5035 1.5236 BP 1.5202 562.50 2706.25 -1017.69 1.4810 1.5368 1.5202 0.0000 0.0124 0.0011 0.1160

991028 1.5236 1.5316 1.5190 1.5233 1.4943 1.5415 1.5202 0.0000 0.0104 0.0008 0.0928

991029 1.5233 1.5355 1.5185 1.5218 1.5033 1.5511 1.5202 0.0000 0.0104 0.0006 0.0661

991101 1.5218 1.5305 1.5140 1.5268 1.5044 1.5523 1.5202 0.0000 0.0104 0.0004 0.0421

991102 1.5268 1.5332 1.5180 1.5283 1.5060 1.5394 1.5202 0.0000 0.0073 0.0002 0.0188

991103 1.5283 1.5375 1.5260 1.5354 1.5088 1.5425 1.5202 0.0000 0.0073 -0.0001 -0.0067

991104 1.5354 1.5605 1.5290 1.5591 SV 1.5480 1.5149 1.5480 1.5713 0.0000 0.0071 -0.0003 -0.0322

991105 1.5591 1.5604 1.5488 1.5484 1.5122 1.5743 1.5713 0.0000 0.0132 -0.0006 -0.0645

991108 1.5484 1.5568 1.5405 1.5496 1.5209 1.5838 1.5713 0.0000 0.0132 -0.0008 -0.0932

991109 1.5496 1.5530 1.5413 1.5472 1.5145 1.5768 1.5713 0.0000 0.0132 -0.0010 -0.1151

991110 1.5472 1.5487 1.5372 1.5397 1.5291 1.5613 1.5713 0.0000 0.0068 -0.0012 -0.1317

991111 1.5397 1.5470 1.5382 1.5435 1.5249 1.5569 1.5713 0.0000 0.0068 -0.0013 -0.1397

991112 1.5435 1.5620 1.5440 1.5557 1.5295 1.5526 1.5713 0.0000 0.0049 -0.0013 -0.1458

991115 1.5557 1.5596 1.5530 1.5555 1.5326 1.5681 1.5713 0.0000 0.0075 -0.0014 -0.1540

991116 1.5555 1.5582 1.5487 1.5515 1.5359 1.5713 1.5713 0.0000 0.0075 -0.0015 -0.1613

Page 6: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

991117 1.5515 1.5555 1.5340 1.5400 1.5328 1.5684 1.5713 0.0000 0.0075 -0.0015 -0.1673

991118 1.5400 1.5629 1.5355 1.5567 1.5202 1.5625 1.5713 0.0000 0.0090 -0.0016 -0.1723

991119 1.5567 1.5645 1.5503 1.5553 1.5177 1.5716 1.5713 0.0000 0.0114 -0.0016 -0.1798

991122 1.5553 1.5570 1.5484 1.5535 1.5256 1.5800 1.5713 0.0000 0.0114 -0.0017 -0.1823

991123 1.5535 1.5606 1.5485 1.5570 1.5211 1.5755 1.5713 0.0000 0.0114 -0.0016 -0.1772

991124 1.5570 1.5759 1.5565 1.5725 BP 1.5713 562.50 3268.75 -455.19 1.5382 1.5662 1.5713 0.0000 0.0059 -0.0015 -0.1702

991125 1.5725 1.5730 1.5665 1.5700 1.5442 1.5825 1.5713 0.0000 0.0079 -0.0015 -0.1608

991126 1.5700 1.5882 1.5685 1.5770 SV 1.5863 1.5480 1.5863 1.6108 0.0000 0.0079 -0.0014 -0.1491

991129 1.5770 1.5984 1.5705 1.5872 1.5564 1.5952 1.6108 0.0000 0.0079 -0.0013 -0.1400

991130 1.5872 1.5950 1.5820 1.5889 1.5535 1.6085 1.6108 0.0000 0.0111 -0.0012 -0.1344

991201 1.5889 1.5945 1.5805 1.5882 1.5579 1.6132 1.6108 0.0000 0.0111 -0.0011 -0.1250

991202 1.5882 1.5980 1.5840 1.5955 1.5569 1.6124 1.6108 0.0000 0.0111 -0.0011 -0.1196

991203 1.5955 1.6000 1.5908 1.5911 1.5755 1.6033 1.6108 0.0000 0.0056 -0.0011 -0.1161

991206 1.5911 1.5945 1.5568 1.5638 BV 1.5800 -193.75 3075.00 -648.94 1.5800 1.6080 1.6108 0.0000 0.0056 -0.0010 -0.1140

991206 1.5911 1.5945 1.5568 1.5638 BV 1.5800 1.5800 1.6080 1.5564 0.0000 0.0056 -0.0010 -0.1140

991207 1.5638 1.5680 1.5525 1.5615 SP 1.5564 562.50 3637.50 -86.44 1.5352 1.6095 1.5564 0.0000 0.0152 -0.0010 -0.1065

991208 1.5615 1.5660 1.5550 1.5581 1.5211 1.5939 1.5564 0.0000 0.0152 -0.0009 -0.0966

991209 1.5581 1.5750 1.5540 1.5668 1.5216 1.5946 1.5564 0.0000 0.0152 -0.0008 -0.0856

991210 1.5668 1.5822 1.5640 1.5810 1.5425 1.5838 1.5564 0.0000 0.0086 -0.0007 -0.0751

991213 1.5810 1.5849 1.5760 1.5792 1.5509 1.5929 1.5564 0.0000 0.0086 -0.0006 -0.0680

991214 1.5792 1.5970 1.5785 1.5909 1.5581 1.6005 1.5564 0.0000 0.0086 -0.0006 -0.0635

991215 1.5909 1.5980 1.5866 1.5883 1.5684 1.6051 1.5564 0.0000 0.0074 -0.0006 -0.0667

991216 1.5883 1.5890 1.5724 1.5756 BV 1.5728 1.5728 1.6095 1.5494 0.0000 0.0073 -0.0006 -0.0708

991217 1.5756 1.5933 1.5645 1.5901 1.5615 1.5977 1.5494 0.0000 0.0073 -0.0006 -0.0687

991220 1.5901 1.5940 1.5760 1.5807 1.5489 1.6059 1.5494 0.0000 0.0116 -0.0006 -0.0664

991221 1.5807 1.5880 1.5765 1.5854 1.5550 1.6124 1.5494 0.0000 0.0116 -0.0006 -0.0617

991222 1.5854 1.5903 1.5835 1.5866 1.5526 1.6098 1.5494 0.0000 0.0116 -0.0005 -0.0562

991223 1.5866 1.5900 1.5728 1.5809 1.5684 1.6038 1.5494 0.0000 0.0072 -0.0005 -0.0548

991224 1.5809 1.5865 1.5795 1.5855 1.5637 1.5977 1.5494 0.0000 0.0069 -0.0005 -0.0517

991227 1.5855 1.5891 1.5803 1.5851 1.5654 1.5995 1.5494 0.0000 0.0069 -0.0004 -0.0475

991228 1.5851 1.5989 1.5825 1.5969 1.5672 1.6013 1.5494 0.0000 0.0069 -0.0004 -0.0395

991229 1.5969 1.6009 1.5880 1.5981 1.5741 1.6064 1.5494 0.0000 0.0065 -0.0003 -0.0360

991230 1.5981 1.6021 1.5903 1.5933 1.5778 1.6103 1.5494 0.0000 0.0065 -0.0003 -0.0343

991231 1.5933 1.5975 1.5877 1.5884 1.5795 1.6121 1.5494 0.0000 0.0065 -0.0003 -0.0302

000103 1.5884 1.5983 1.5613 1.5617 1.5795 1.6051 1.5494 0.0000 0.0051 -0.0002 -0.0246

000104 1.5617 1.5700 1.5518 1.5580 1.5432 1.6166 1.5494 0.0000 0.0148 -0.0002 -0.0170

000105 1.5580 1.5590 1.5425 1.5551 SP 1.5494 562.50 4200.00 0.00 1.5258 1.5972 1.5494 0.0000 0.0148 0.0000 -0.0054

000106 1.5551 1.5623 1.5430 1.5476 1.5163 1.5870 1.5494 0.0000 0.0148 0.0001 0.0058

000107 1.5476 1.5680 1.5525 1.5646 1.5340 1.5723 1.5494 0.0000 0.0080 0.0001 0.0141

000110 1.5646 1.5750 1.5630 1.5688 1.5415 1.5800 1.5494 0.0000 0.0080 0.0002 0.0169

000111 1.5688 1.5700 1.5582 1.5594 1.5501 1.5891 1.5494 0.0000 0.0080 0.0002 0.0169

000112 1.5594 1.5692 1.5608 1.5624 1.5489 1.5800 1.5494 0.0000 0.0064 0.0002 0.0170

000113 1.5624 1.5749 1.5620 1.5717 1.5535 1.5770 1.5494 0.0000 0.0049 0.0001 0.0153

000114 1.5717 1.5977 1.5776 1.5922 SV 1.5815 1.5559 1.5815 1.6059 0.0000 0.0052 0.0002 0.0188

000117 1.5922 1.6028 1.5905 1.5960 1.5684 1.6082 1.6059 0.0000 0.0080 0.0002 0.0199

000118 1.5960 1.6012 1.5911 1.5941 1.5770 1.6173 1.6059 0.0000 0.0080 0.0002 0.0196

000119 1.5941 1.5998 1.5880 1.5945 1.5765 1.6168 1.6059 0.0000 0.0080 0.0002 0.0185

000120 1.5945 1.6037 1.5817 1.5849 BV 1.5820 -25.00 4175.00 -383.35 1.5820 1.6062 1.6059 0.0000 0.0048 0.0001 0.0149

000120 1.5945 1.6037 1.5817 1.5849 BV 1.5820 1.5820 1.6062 1.5584 0.0000 0.0048 0.0001 0.0149

000121 1.5849 1.6038 1.5805 1.5950 1.5713 1.6150 1.5584 0.0000 0.0087 0.0001 0.0115

000124 1.5950 1.6134 1.6015 1.6055 1.5694 1.6155 1.5584 0.0000 0.0092 0.0000 0.0044

000125 1.6055 1.6145 1.5960 1.6096 1.5840 1.6311 1.5584 0.0000 0.0092 -0.0001 -0.0078

000126 1.6096 1.6136 1.6140 1.6103 1.5818 1.6287 1.5584 0.0000 0.0092 -0.0001 -0.0154

000127 1.6103 1.6347 1.6070 1.6321 SV 1.6321 -1250.00 2925.00 -1633.35 1.5952 1.6321 1.5584 0.0000 0.0072 -0.0002 -0.0254

000127 1.6103 1.6347 1.6070 1.6321 SV 1.6321 1.5952 1.6321 1.6581 0.0000 0.0072 -0.0002 -0.0254

000128 1.6321 1.6561 1.6305 1.6480 1.5929 1.6474 1.6581 0.0000 0.0105 -0.0004 -0.0388

000131 1.6480 1.6630 1.6379 1.6587 BP 1.6581 562.50 3487.50 -1070.85 1.6139 1.6703 1.6581 0.0000 0.0105 -0.0005 -0.0573

000201 1.6587 1.6616 1.6453 1.6545 1.6202 1.6770 1.6581 0.0000 0.0105 -0.0007 -0.0781

000202 1.6545 1.6614 1.6435 1.6516 1.6258 1.6770 1.6581 0.0000 0.0095 -0.0009 -0.0956

000203 1.6516 1.6585 1.6163 1.6246 BV 1.6252 1.6252 1.6748 1.6003 0.0000 0.0092 -0.0010 -0.1119

000204 1.6246 1.6486 1.6170 1.6347 1.5916 1.6748 1.6003 0.0000 0.0157 -0.0011 -0.1211

000207 1.6347 1.6470 1.6330 1.6387 1.5870 1.6694 1.6003 0.0000 0.0157 -0.0012 -0.1321

000208 1.6387 1.6410 1.6215 1.6304 1.5934 1.6767 1.6003 0.0000 0.0157 -0.0013 -0.1451

000209 1.6304 1.6315 1.6148 1.6218 1.5959 1.6581 1.6003 0.0000 0.0119 -0.0014 -0.1542

000210 1.6218 1.6328 1.6155 1.6291 1.6013 1.6393 1.6003 0.0000 0.0073 -0.0014 -0.1586

000211 1.6291 1.6400 1.6241 1.6262 1.6023 1.6404 1.6003 0.0000 0.0073 -0.0014 -0.1571

000214 1.6262 1.6449 1.6195 1.6386 1.6124 1.6469 1.6003 0.0000 0.0066 -0.0014 -0.1509

000215 1.6386 1.6445 1.6276 1.6369 1.6038 1.6540 1.6003 0.0000 0.0095 -0.0013 -0.1414

000216 1.6369 1.6395 1.6242 1.6255 1.6080 1.6584 1.6003 0.0000 0.0095 -0.0012 -0.1302

000217 1.6255 1.6308 1.6115 1.6227 1.6041 1.6543 1.6003 0.0000 0.0095 -0.0011 -0.1188

000218 1.6227 1.6354 1.6200 1.6295 1.6003 1.6383 1.6003 0.0000 0.0073 -0.0010 -0.1059

000221 1.6295 1.6275 1.6220 1.6235 1.6069 1.6453 1.6003 0.0000 0.0073 -0.0008 -0.0915

000222 1.6235 1.6230 1.5945 1.5999 SP 1.6003 562.50 4050.00 -508.35 1.6044 1.6426 1.6003 0.0000 0.0073 -0.0007 -0.0750

000223 1.5999 1.6099 1.5945 1.6070 1.5795 1.6359 1.6003 0.0000 0.0110 -0.0005 -0.0531

000224 1.6070 1.6287 1.6050 1.6182 1.5736 1.6295 1.6003 0.0000 0.0110 -0.0003 -0.0366

000225 1.6182 1.6553 1.6210 1.6507 SV 1.6450 1.5881 1.6450 1.6714 0.0000 0.0110 -0.0002 -0.0265

000228 1.6507 1.7115 1.6500 1.6533 BP 1.6714 562.50 4612.50 0.00 1.6038 1.6720 1.6714 0.0000 0.0128 -0.0002 -0.0232

000229 1.6533 1.6658 1.6275 1.6614 1.6200 1.7416 1.6714 0.0000 0.0218 -0.0002 -0.0269

000301 1.6614 1.6675 1.6455 1.6493 1.5888 1.7056 1.6714 0.0000 0.0218 -0.0002 -0.0217

000302 1.6493 1.6721 1.6425 1.6627 1.5985 1.7167 1.6714 0.0000 0.0218 -0.0002 -0.0169

000303 1.6627 1.6751 1.6600 1.6715 1.6189 1.6958 1.6714 0.0000 0.0141 -0.0002 -0.0168

000306 1.6715 1.6796 1.6620 1.6774 1.6377 1.6972 1.6714 0.0000 0.0108 -0.0002 -0.0185

000307 1.6774 1.6876 1.6720 1.6799 1.6410 1.7004 1.6714 0.0000 0.0108 -0.0002 -0.0219

000308 1.6799 1.6862 1.6680 1.6721 1.6617 1.6969 1.6714 0.0000 0.0063 -0.0003 -0.0300

000309 1.6721 1.6725 1.6568 1.6611 BV 1.6584 1.6584 1.6946 1.6324 0.0000 0.0065 -0.0004 -0.0421

000310 1.6611 1.6752 1.6590 1.6714 1.6461 1.6815 1.6324 0.0000 0.0065 -0.0005 -0.0528

000313 1.6714 1.6749 1.6555 1.6705 1.6483 1.6838 1.6324 0.0000 0.0065 -0.0006 -0.0650

000314 1.6705 1.6791 1.6651 1.6668 1.6447 1.6832 1.6324 0.0000 0.0070 -0.0007 -0.0758

000315 1.6668 1.6705 1.6585 1.6655 1.6515 1.6900 1.6324 0.0000 0.0070 -0.0007 -0.0811

000316 1.6655 1.6705 1.6528 1.6590 1.6439 1.6824 1.6324 0.0000 0.0070 -0.0008 -0.0841

000317 1.6590 1.6701 1.6557 1.6565 1.6428 1.6779 1.6324 0.0000 0.0064 -0.0008 -0.0872

000320 1.6565 1.6682 1.6540 1.6563 1.6439 1.6790 1.6324 0.0000 0.0064 -0.0008 -0.0871

000321 1.6563 1.6732 1.6545 1.6716 1.6423 1.6773 1.6324 0.0000 0.0064 -0.0008 -0.0832

000322 1.6716 1.6820 1.6711 1.6761 SV 1.6810 -543.75 4068.75 -543.75 1.6439 1.6810 1.6324 0.0000 0.0068 -0.0007 -0.0815

000322 1.6716 1.6820 1.6711 1.6761 SV 1.6810 1.6439 1.6810 1.7085 0.0000 0.0068 -0.0007 -0.0815

000323 1.6761 1.6750 1.6438 1.6460 BV 1.6565 -587.50 3481.25 -1131.25 1.6565 1.6941 1.7085 0.0000 0.0068 -0.0008 -0.0832

000323 1.6761 1.6750 1.6438 1.6460 BV 1.6565 1.6565 1.6941 1.6305 0.0000 0.0068 -0.0008 -0.0832

000324 1.6460 1.6500 1.6240 1.6277 SP 1.6305 562.50 4043.75 -615.96 1.6265 1.6883 1.6305 0.0000 0.0113 -0.0007 -0.0790

000327 1.6277 1.6497 1.6210 1.6451 1.6054 1.6653 1.6305 0.0000 0.0113 -0.0006 -0.0687

000328 1.6451 1.6575 1.6388 1.6543 1.6041 1.6639 1.6305 0.0000 0.0113 -0.0005 -0.0577

000329 1.6543 1.6805 1.6560 1.6763 SV 1.6762 1.6184 1.6762 1.7036 0.0000 0.0107 -0.0004 -0.0473

000330 1.6763 1.6750 1.6556 1.6580 1.6377 1.6969 1.7036 0.0000 0.0107 -0.0004 -0.0446

000331 1.6580 1.6700 1.6545 1.6637 1.6404 1.6889 1.7036 0.0000 0.0088 -0.0003 -0.0373

000403 1.6637 1.6649 1.6492 1.6505 1.6380 1.6861 1.7036 0.0000 0.0088 -0.0002 -0.0229

000404 1.6505 1.6628 1.6105 1.6349 BV 1.6380 -906.25 3137.50 -1522.21 1.6380 1.6762 1.7036 0.0000 0.0070 0.0000 -0.0042

000404 1.6505 1.6628 1.6105 1.6349 BV 1.6380 1.6380 1.6762 1.6126 0.0000 0.0070 0.0000 -0.0042

000404 1.6505 1.6628 1.6105 1.6349 SP 1.6126 562.50 3700.00 -959.71 1.6380 1.6762 1.6126 0.0000 0.0070 0.0000 -0.0042

000405 1.6349 1.6425 1.6212 1.6359 1.5868 1.6906 1.6126 0.0000 0.0195 0.0002 0.0169

000406 1.6359 1.6418 1.6318 1.6363 1.5833 1.6866 1.6126 0.0000 0.0195 0.0003 0.0309

000407 1.6363 1.6510 1.6330 1.6454 1.5883 1.6920 1.6126 0.0000 0.0195 0.0003 0.0346

000410 1.6454 1.6480 1.6345 1.6369 1.6218 1.6644 1.6126 0.0000 0.0080 0.0004 0.0417

000411 1.6369 1.6454 1.6298 1.6406 1.6244 1.6600 1.6126 0.0000 0.0067 0.0004 0.0488

000412 1.6406 1.6565 1.6407 1.6481 SV 1.6565 1.6210 1.6565 1.6832 0.0000 0.0067 0.0005 0.0544

000413 1.6481 1.6551 1.6405 1.6489 1.6340 1.6653 1.6832 0.0000 0.0058 0.0005 0.0534

000414 1.6489 1.6530 1.6314 1.6399 BV 1.6332 -575.00 3125.00 -1534.71 1.6332 1.6644 1.6832 0.0000 0.0058 0.0005 0.0508

Page 7: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

000414 1.6489 1.6530 1.6314 1.6399 BV 1.6332 1.6332 1.6644 1.6080 0.0000 0.0058 0.0005 0.0508

000417 1.6399 1.6495 1.6205 1.6466 1.6221 1.6647 1.6080 0.0000 0.0080 0.0004 0.0476

000418 1.6466 1.6680 1.6490 1.6619 SV 1.6656 -781.25 2343.75 -2315.96 1.6080 1.6656 1.6080 0.0000 0.0108 0.0004 0.0456

000418 1.6466 1.6680 1.6490 1.6619 SV 1.6656 1.6080 1.6656 1.6926 0.0000 0.0108 0.0004 0.0456

000419 1.6619 1.6782 1.6590 1.6697 1.6305 1.6898 1.6926 0.0000 0.0108 0.0004 0.0404

000420 1.6697 1.6808 1.6665 1.6775 1.6402 1.6998 1.6926 0.0000 0.0108 0.0003 0.0308

000421 1.6775 1.6782 1.6725 1.6750 1.6551 1.6935 1.6926 0.0000 0.0069 0.0002 0.0200

000424 1.6750 1.6760 1.6618 1.6725 1.6565 1.6949 1.6926 0.0000 0.0069 0.0001 0.0081

000425 1.6725 1.7143 1.6710 1.7082 BP 1.6926 562.50 2906.25 -1753.46 1.6548 1.6829 1.6926 0.0000 0.0051 0.0000 -0.0004

000426 1.7082 1.7140 1.7008 1.7023 1.6499 1.7355 1.6926 0.0000 0.0151 -0.0001 -0.0154

000427 1.7023 1.7332 1.7010 1.7273 1.6636 1.7507 1.6926 0.0000 0.0151 -0.0003 -0.0318

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000501 1.7236 1.7230 1.7055 1.7061 1.6938 1.7581 1.6926 0.0000 0.0109 -0.0007 -0.0727

000502 1.7061 1.7249 1.7060 1.7182 1.6801 1.7437 1.6926 0.0000 0.0109 -0.0008 -0.0923

000503 1.7182 1.7379 1.7119 1.7240 SV 1.7355 1.6909 1.7355 1.7649 0.0000 0.0077 -0.0010 -0.1056

000504 1.7240 1.7430 1.7240 1.7385 1.6966 1.7479 1.7649 0.0000 0.0087 -0.0010 -0.1131

000505 1.7385 1.7397 1.7154 1.7293 1.7047 1.7565 1.7649 0.0000 0.0087 -0.0011 -0.1230

000508 1.7293 1.7374 1.7170 1.7273 1.6987 1.7501 1.7649 0.0000 0.0087 -0.0012 -0.1328

000509 1.7273 1.7290 1.7150 1.7173 1.7001 1.7479 1.7649 0.0000 0.0081 -0.0013 -0.1472

000510 1.7173 1.7192 1.7070 1.7166 1.6949 1.7425 1.7649 0.0000 0.0081 -0.0014 -0.1561

000511 1.7166 1.7317 1.7085 1.7308 1.6903 1.7298 1.7649 0.0000 0.0068 -0.0015 -0.1620

000512 1.7308 1.7205 1.6892 1.6921 BV 1.6938 -925.00 1981.25 -2678.46 1.6938 1.7394 1.7649 0.0000 0.0078 -0.0015 -0.1669

000512 1.7308 1.7205 1.6892 1.6921 BV 1.6938 1.6938 1.7394 1.6667 0.0000 0.0078 -0.0015 -0.1669

000515 1.6921 1.7070 1.6925 1.7067 1.6694 1.7313 1.6667 0.0000 0.0108 -0.0014 -0.1578

000516 1.7067 1.7201 1.7070 1.7186 1.6650 1.7265 1.6667 0.0000 0.0108 -0.0013 -0.1469

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000518 1.7339 1.7432 1.7320 1.7414 1.6992 1.7535 1.7705 0.0000 0.0092 -0.0012 -0.1365

000519 1.7414 1.7503 1.7248 1.7278 1.7071 1.7618 1.7705 0.0000 0.0092 -0.0012 -0.1328

000522 1.7278 1.7315 1.7134 1.7190 1.7071 1.7618 1.7705 0.0000 0.0092 -0.0011 -0.1254

000523 1.7190 1.7330 1.7075 1.7250 1.6952 1.7446 1.7705 0.0000 0.0084 -0.0011 -0.1156

000524 1.7250 1.7280 1.7114 1.7216 1.6926 1.7431 1.7705 0.0000 0.0086 -0.0009 -0.1043

000525 1.7216 1.7340 1.7120 1.7139 1.6926 1.7431 1.7705 0.0000 0.0086 -0.0008 -0.0889

000526 1.7139 1.7145 1.6765 1.6809 BV 1.6964 -981.25 -37.50 -4697.21 1.6964 1.7467 1.7705 0.0000 0.0086 -0.0006 -0.0708

000526 1.7139 1.7145 1.6765 1.6809 BV 1.6964 1.6964 1.7467 1.6692 0.0000 0.0086 -0.0006 -0.0708

000529 1.6809 1.6975 1.6785 1.6925 1.6567 1.7319 1.6692 0.0000 0.0132 -0.0004 -0.0494

000530 1.6925 1.6940 1.6715 1.6873 1.6504 1.7250 1.6692 0.0000 0.0132 -0.0003 -0.0301

000531 1.6873 1.6964 1.6800 1.6842 1.6461 1.7203 1.6692 0.0000 0.0132 -0.0001 -0.0106

000601 1.6842 1.6928 1.6790 1.6845 1.6661 1.7112 1.6692 0.0000 0.0079 0.0001 0.0081

000602 1.6845 1.6890 1.6579 1.6700 SP 1.6692 562.50 525.00 -4134.71 1.6644 1.7091 1.6692 0.0000 0.0079 0.0003 0.0292

000605 1.6700 1.6711 1.6603 1.6606 1.6445 1.7062 1.6692 0.0000 0.0111 0.0004 0.0459

000606 1.6606 1.6555 1.6376 1.6451 1.6375 1.6987 1.6692 0.0000 0.0111 0.0006 0.0620

000607 1.6451 1.6470 1.6290 1.6317 1.6194 1.6793 1.6692 0.0000 0.0111 0.0007 0.0782

000608 1.6317 1.6482 1.6182 1.6375 BV 1.6221 1.6221 1.6576 1.5972 0.0000 0.0067 0.0009 0.0941

000609 1.6375 1.6537 1.6365 1.6418 1.6072 1.6667 1.5972 0.0000 0.0112 0.0010 0.1129

000612 1.6418 1.6485 1.6322 1.6380 1.6192 1.6798 1.5972 0.0000 0.0112 0.0011 0.1258

000613 1.6380 1.6395 1.6238 1.6269 1.6147 1.6750 1.5972 0.0000 0.0112 0.0012 0.1360

000614 1.6269 1.6344 1.6150 1.6289 1.6173 1.6510 1.5972 0.0000 0.0064 0.0013 0.1442

000615 1.6289 1.6481 1.6280 1.6370 SV 1.6472 -625.00 -100.00 -4759.71 1.6085 1.6472 1.5972 0.0000 0.0073 0.0014 0.1534

000615 1.6289 1.6481 1.6280 1.6370 SV 1.6472 1.6085 1.6472 1.6736 0.0000 0.0073 0.0014 0.1534

000616 1.6370 1.6440 1.6149 1.6159 BV 1.6213 -643.75 -743.75 -5403.46 1.6213 1.6614 1.6736 0.0000 0.0075 0.0014 0.1572

000616 1.6370 1.6440 1.6149 1.6159 BV 1.6213 1.6213 1.6614 1.5964 0.0000 0.0075 0.0014 0.1572

000619 1.6159 1.6301 1.6105 1.6275 1.6057 1.6636 1.5964 0.0000 0.0110 0.0015 0.1650

000620 1.6275 1.6340 1.6210 1.6232 1.5969 1.6543 1.5964 0.0000 0.0110 0.0016 0.1732

000621 1.6232 1.6427 1.6295 1.6390 1.6041 1.6620 1.5964 0.0000 0.0110 0.0016 0.1756

000622 1.6390 1.6568 1.6350 1.6517 1.6200 1.6598 1.5964 0.0000 0.0075 0.0016 0.1795

000623 1.6517 1.6598 1.6460 1.6574 1.6284 1.6717 1.5964 0.0000 0.0080 0.0016 0.1783

000626 1.6574 1.6650 1.6473 1.6505 1.6351 1.6787 1.5964 0.0000 0.0080 0.0015 0.1700

000627 1.6505 1.6515 1.6329 1.6332 1.6377 1.6818 1.5964 0.0000 0.0080 0.0014 0.1558

000628 1.6332 1.6475 1.6335 1.6443 1.6265 1.6633 1.5964 0.0000 0.0069 0.0013 0.1422

000629 1.6443 1.6515 1.6304 1.6359 1.6247 1.6614 1.5964 0.0000 0.0069 0.0012 0.1271

000630 1.6359 1.6375 1.6228 1.6345 1.6226 1.6644 1.5964 0.0000 0.0078 0.0010 0.1146

000703 1.6345 1.6401 1.6315 1.6356 1.6119 1.6532 1.5964 0.0000 0.0078 0.0009 0.1026

000704 1.6356 1.6415 1.6315 1.6325 1.6171 1.6586 1.5964 0.0000 0.0078 0.0008 0.0877

000705 1.6325 1.6340 1.6190 1.6233 1.6228 1.6523 1.5964 0.0000 0.0055 0.0006 0.0713

000706 1.6233 1.6284 1.6130 1.6263 1.6126 1.6423 1.5964 0.0000 0.0057 0.0006 0.0650

000707 1.6263 1.6328 1.6226 1.6278 1.6064 1.6369 1.5964 0.0000 0.0059 0.0005 0.0584

000710 1.6278 1.6270 1.6195 1.6243 1.6132 1.6439 1.5964 0.0000 0.0059 0.0005 0.0503

000711 1.6243 1.6342 1.6200 1.6289 1.6088 1.6393 1.5964 0.0000 0.0059 0.0004 0.0415

000712 1.6289 1.6554 1.6254 1.6516 SV 1.6418 -518.75 -1262.50 -5922.21 1.6134 1.6418 1.5964 0.0000 0.0054 0.0003 0.0305

000712 1.6289 1.6554 1.6254 1.6516 SV 1.6418 1.6134 1.6418 1.6681 0.0000 0.0054 0.0003 0.0305

000713 1.6516 1.6640 1.6507 1.6552 1.6116 1.6711 1.6681 0.0000 0.0111 0.0002 0.0173

000714 1.6552 1.6605 1.6502 1.6513 1.6276 1.6883 1.6681 0.0000 0.0111 0.0000 0.0023

000717 1.6513 1.6582 1.6465 1.6560 1.6255 1.6861 1.6681 0.0000 0.0111 -0.0001 -0.0063

000718 1.6560 1.6797 1.6535 1.6738 BP 1.6681 562.50 -700.00 -5359.71 1.6391 1.6653 1.6681 0.0000 0.0048 -0.0001 -0.0113

000719 1.6738 1.6868 1.6730 1.6781 1.6404 1.6923 1.6681 0.0000 0.0094 -0.0002 -0.0200

000720 1.6781 1.6835 1.6604 1.6621 1.6532 1.7056 1.6681 0.0000 0.0094 -0.0003 -0.0341

000721 1.6621 1.6673 1.6555 1.6591 1.6450 1.6972 1.6681 0.0000 0.0094 -0.0004 -0.0428

000724 1.6591 1.6708 1.6585 1.6659 1.6380 1.6832 1.6681 0.0000 0.0083 -0.0004 -0.0455

000725 1.6659 1.6670 1.6480 1.6548 1.6412 1.6866 1.6681 0.0000 0.0083 -0.0004 -0.0474

000726 1.6548 1.6545 1.6430 1.6497 1.6380 1.6756 1.6681 0.0000 0.0069 -0.0005 -0.0498

000727 1.6497 1.6634 1.6455 1.6632 1.6295 1.6667 1.6681 0.0000 0.0069 -0.0004 -0.0453

000728 1.6632 1.6783 1.6610 1.6764 SV 1.6725 1.6351 1.6725 1.6998 0.0000 0.0069 -0.0004 -0.0421

000731 1.6764 1.6790 1.6653 1.6695 1.6510 1.6869 1.6998 0.0000 0.0065 -0.0004 -0.0434

000801 1.6695 1.6865 1.6670 1.6860 1.6534 1.6895 1.6998 0.0000 0.0065 -0.0004 -0.0472

000802 1.6860 1.6951 1.6800 1.6908 1.6565 1.6952 1.6998 0.0000 0.0069 -0.0005 -0.0561

000803 1.6908 1.7140 1.6820 1.7044 BP 1.6998 562.50 -137.50 -4797.21 1.6669 1.7059 1.6998 0.0000 0.0069 -0.0006 -0.0690

000804 1.7044 1.7163 1.7018 1.7053 1.6642 1.7274 1.6998 0.0000 0.0111 -0.0008 -0.0843

000807 1.7053 1.7095 1.6991 1.7032 1.6745 1.7385 1.6998 0.0000 0.0111 -0.0009 -0.0960

000808 1.7032 1.7198 1.7030 1.7119 1.6697 1.7334 1.6998 0.0000 0.0111 -0.0010 -0.1060

000809 1.7119 1.7240 1.7098 1.7182 1.6929 1.7262 1.6998 0.0000 0.0057 -0.0011 -0.1159

000810 1.7182 1.7150 1.7016 1.7053 1.6984 1.7316 1.6998 0.0000 0.0057 -0.0011 -0.1234

000811 1.7053 1.7232 1.6975 1.7203 SV 1.7229 1.6898 1.7229 1.7519 0.0000 0.0057 -0.0012 -0.1276

000814 1.7203 1.7263 1.7160 1.7195 1.6818 1.7325 1.7519 0.0000 0.0088 -0.0012 -0.1318

000815 1.7195 1.7205 1.7070 1.7094 1.6923 1.7437 1.7519 0.0000 0.0088 -0.0012 -0.1331

000816 1.7094 1.7200 1.7015 1.7067 1.6855 1.7364 1.7519 0.0000 0.0088 -0.0012 -0.1291

000817 1.7067 1.7150 1.7045 1.7051 1.6903 1.7268 1.7519 0.0000 0.0063 -0.0011 -0.1240

000818 1.7051 1.7240 1.7025 1.7213 1.6895 1.7259 1.7519 0.0000 0.0063 -0.0011 -0.1155

000821 1.7213 1.7331 1.7190 1.7316 1.6900 1.7325 1.7519 0.0000 0.0073 -0.0010 -0.1086

000822 1.7316 1.7440 1.7275 1.7389 1.7024 1.7455 1.7519 0.0000 0.0073 -0.0010 -0.1085

000823 1.7389 1.7495 1.7218 1.7224 1.7117 1.7553 1.7519 0.0000 0.0073 -0.0010 -0.1130

000824 1.7224 1.7240 1.7084 1.7108 1.7056 1.7603 1.7519 0.0000 0.0092 -0.0010 -0.1135

000825 1.7108 1.7255 1.7042 1.7097 1.6869 1.7403 1.7519 0.0000 0.0092 -0.0010 -0.1076

000828 1.7097 1.7168 1.7070 1.7127 1.6858 1.7391 1.7519 0.0000 0.0092 -0.0010 -0.1050

000829 1.7127 1.7366 1.7139 1.7336 1.6889 1.7310 1.7519 0.0000 0.0072 -0.0009 -0.1044

000830 1.7336 1.7460 1.7310 1.7335 1.7007 1.7455 1.7519 0.0000 0.0076 -0.0009 -0.1041

000831 1.7335 1.7494 1.7265 1.7421 1.7138 1.7593 1.7519 0.0000 0.0076 -0.0009 -0.1024

000901 1.7421 1.7465 1.7173 1.7232 1.7132 1.7587 1.7519 0.0000 0.0076 -0.0009 -0.1013

000904 1.7232 1.7325 1.7190 1.7285 1.7007 1.7584 1.7519 0.0000 0.0097 -0.0008 -0.0931

000905 1.7285 1.7526 1.7270 1.7462 BP 1.7519 562.50 425.00 -4234.71 1.6952 1.7525 1.7519 0.0000 0.0097 -0.0007 -0.0803

000906 1.7462 1.7808 1.7435 1.7783 SV 1.7671 1.7091 1.7671 1.7976 0.0000 0.0097 -0.0007 -0.0727

000907 1.7783 1.7915 1.7676 1.7732 1.7232 1.7969 1.7976 0.0000 0.0120 -0.0007 -0.0746

000908 1.7732 1.7918 1.7705 1.7794 1.7397 1.8149 1.7976 0.0000 0.0120 -0.0007 -0.0770

000911 1.7794 1.7902 1.7684 1.7739 1.7413 1.8165 1.7976 0.0000 0.0120 -0.0007 -0.0807

000912 1.7739 1.7755 1.7558 1.7674 1.7541 1.8012 1.7976 0.0000 0.0075 -0.0008 -0.0842

Page 8: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

000913 1.7674 1.7725 1.7550 1.7672 1.7428 1.7851 1.7976 0.0000 0.0069 -0.0008 -0.0866

000914 1.7672 1.7758 1.7510 1.7724 1.7409 1.7832 1.7976 0.0000 0.0069 -0.0008 -0.0896

000915 1.7724 1.7870 1.7625 1.7837 1.7370 1.7860 1.7976 0.0000 0.0080 -0.0008 -0.0907

000918 1.7837 1.7890 1.7764 1.7835 1.7479 1.7976 1.7976 0.0000 0.0080 -0.0009 -0.0958

000919 1.7835 1.7910 1.7722 1.7768 1.7553 1.8054 1.7976 0.0000 0.0080 -0.0009 -0.1026

000920 1.7768 1.7880 1.7740 1.7783 1.7550 1.8038 1.7976 0.0000 0.0078 -0.0009 -0.1044

000921 1.7783 1.7810 1.7638 1.7665 1.7606 1.7976 1.7976 0.0000 0.0059 -0.0010 -0.1067

000922 1.7665 1.7693 1.7160 1.7305 BV 1.7522 -337.50 87.50 -4572.21 1.7522 1.7889 1.7976 0.0000 0.0059 -0.0010 -0.1072

000922 1.7665 1.7693 1.7160 1.7305 BV 1.7522 1.7522 1.7889 1.7232 0.0000 0.0059 -0.0010 -0.1072

000922 1.7665 1.7693 1.7160 1.7305 SP 1.7232 562.50 650.00 -4009.71 1.7522 1.7889 1.7232 0.0000 0.0059 -0.0010 -0.1072

000925 1.7305 1.7436 1.7235 1.7391 1.6863 1.7912 1.7232 0.0000 0.0176 -0.0009 -0.0958

000926 1.7391 1.7390 1.7245 1.7254 1.6787 1.7828 1.7232 0.0000 0.0176 -0.0007 -0.0822

000927 1.7254 1.7342 1.7175 1.7236 1.6779 1.7819 1.7232 0.0000 0.0176 -0.0006 -0.0662

000928 1.7236 1.7360 1.7210 1.7301 1.7053 1.7446 1.7232 0.0000 0.0067 -0.0005 -0.0508

000929 1.7301 1.7425 1.7227 1.7280 1.7114 1.7446 1.7232 0.0000 0.0056 -0.0004 -0.0398

001002 1.7280 1.7365 1.7215 1.7350 1.7126 1.7516 1.7232 0.0000 0.0066 -0.0003 -0.0319

001003 1.7350 1.7388 1.7305 1.7358 1.7091 1.7483 1.7232 0.0000 0.0066 -0.0002 -0.0225

001004 1.7358 1.7421 1.7255 1.7370 1.7150 1.7544 1.7232 0.0000 0.0066 -0.0001 -0.0092

001005 1.7370 1.7535 1.7325 1.7502 SV 1.7504 1.7176 1.7504 1.7803 0.0000 0.0055 0.0000 0.0049

001006 1.7502 1.7561 1.7440 1.7503 1.7227 1.7643 1.7803 0.0000 0.0069 0.0002 0.0169

001009 1.7503 1.7550 1.7445 1.7545 1.7298 1.7718 1.7803 0.0000 0.0069 0.0002 0.0236

001010 1.7545 1.7560 1.7395 1.7458 1.7295 1.7715 1.7803 0.0000 0.0069 0.0003 0.0279

001011 1.7458 1.7440 1.7280 1.7422 BV 1.7322 -412.50 237.50 -4422.21 1.7322 1.7646 1.7803 0.0000 0.0054 0.0003 0.0328

001011 1.7458 1.7440 1.7280 1.7422 BV 1.7322 1.7322 1.7646 1.7039 0.0000 0.0054 0.0003 0.0328

001012 1.7422 1.7554 1.7358 1.7424 SV 1.7528 -462.50 -225.00 -4884.71 1.7206 1.7528 1.7039 0.0000 0.0054 0.0004 0.0434

001012 1.7422 1.7554 1.7358 1.7424 SV 1.7528 1.7206 1.7528 1.7828 0.0000 0.0054 0.0004 0.0434

001013 1.7424 1.7713 1.7395 1.7700 1.7274 1.7662 1.7828 0.0000 0.0064 0.0005 0.0531

001016 1.7700 1.7846 1.7655 1.7755 BP 1.7828 562.50 337.50 -4322.21 1.7259 1.7892 1.7828 0.0000 0.0103 0.0005 0.0545

001017 1.7755 1.7839 1.7658 1.7664 1.7449 1.8093 1.7828 0.0000 0.0103 0.0004 0.0452

001018 1.7664 1.7997 1.7517 1.7898 1.7443 1.8086 1.7828 0.0000 0.0103 0.0003 0.0341

001019 1.7898 1.7910 1.7820 1.7856 1.7301 1.8252 1.7828 0.0000 0.0152 0.0002 0.0199

001020 1.7856 1.7974 1.7775 1.7831 1.7397 1.8362 1.7828 0.0000 0.0152 0.0000 0.0050

001023 1.7831 1.8002 1.7834 1.7979 1.7403 1.8365 1.7828 0.0000 0.0152 -0.0001 -0.0065

001024 1.7979 1.8007 1.7885 1.7962 1.7718 1.8113 1.7828 0.0000 0.0062 -0.0002 -0.0193

001025 1.7962 1.8234 1.7955 1.8197 SV 1.8139 1.7743 1.8139 1.8460 0.0000 0.0062 -0.0003 -0.0323

001026 1.8197 1.8295 1.8128 1.8203 1.7806 1.8359 1.8460 0.0000 0.0085 -0.0005 -0.0523

001027 1.8203 1.8220 1.8019 1.8064 1.7915 1.8474 1.8460 0.0000 0.0085 -0.0007 -0.0750

001030 1.8064 1.8100 1.7905 1.8069 1.7822 1.8372 1.8460 0.0000 0.0085 -0.0009 -0.0936

001031 1.8069 1.8120 1.7937 1.7979 1.7787 1.8179 1.8460 0.0000 0.0061 -0.0010 -0.1098

001101 1.7979 1.8015 1.7716 1.7744 BV 1.7809 -675.00 -337.50 -4997.21 1.7809 1.8202 1.8460 0.0000 0.0061 -0.0011 -0.1225

001101 1.7979 1.8015 1.7716 1.7744 BV 1.7809 1.7809 1.8202 1.7510 0.0000 0.0061 -0.0011 -0.1225

001102 1.7744 1.7805 1.7660 1.7746 1.7538 1.8129 1.7510 0.0000 0.0094 -0.0011 -0.1209

001103 1.7746 1.7805 1.7455 1.7586 SP 1.7510 562.50 225.00 -4434.71 1.7413 1.7995 1.7510 0.0000 0.0094 -0.0010 -0.1152

001106 1.7586 1.7790 1.7490 1.7687 1.7253 1.7944 1.7510 0.0000 0.0113 -0.0009 -0.1040

001107 1.7687 1.7744 1.7600 1.7666 1.7268 1.7960 1.7510 0.0000 0.0113 -0.0008 -0.0918

001108 1.7666 1.7860 1.7521 1.7775 1.7304 1.7999 1.7510 0.0000 0.0113 -0.0007 -0.0804

001109 1.7775 1.7832 1.7534 1.7565 1.7337 1.8005 1.7510 0.0000 0.0108 -0.0006 -0.0701

001110 1.7565 1.7708 1.7495 1.7677 1.7334 1.8005 1.7510 0.0000 0.0108 -0.0005 -0.0570

001113 1.7677 1.7731 1.7575 1.7666 1.7259 1.7924 1.7510 0.0000 0.0108 -0.0004 -0.0440

001114 1.7666 1.7793 1.7635 1.7743 1.7355 1.7944 1.7510 0.0000 0.0095 -0.0003 -0.0312

001115 1.7743 1.7830 1.7650 1.7785 1.7498 1.7924 1.7510 0.0000 0.0069 -0.0002 -0.0226

001116 1.7785 1.7918 1.7750 1.7899 SV 1.7918 1.7559 1.7918 1.8232 0.0000 0.0057 -0.0001 -0.0156

001117 1.7899 1.8008 1.7790 1.8005 1.7652 1.8015 1.8232 0.0000 0.0057 -0.0001 -0.0110

001120 1.8005 1.8064 1.7913 1.7964 1.7683 1.8116 1.8232 0.0000 0.0068 -0.0001 -0.0066

001121 1.7964 1.8074 1.7875 1.8035 1.7771 1.8208 1.8232 0.0000 0.0068 0.0000 0.0002

001122 1.8035 1.8068 1.7935 1.7993 1.7759 1.8195 1.8232 0.0000 0.0068 0.0001 0.0059

001123 1.7993 1.8140 1.7980 1.8135 1.7806 1.8202 1.8232 0.0000 0.0062 0.0001 0.0081

001124 1.8135 1.8175 1.8023 1.8039 1.7864 1.8262 1.8232 0.0000 0.0062 0.0000 0.0047

001127 1.8039 1.8085 1.7753 1.7762 BV 1.7940 6.25 231.25 -4428.46 1.7940 1.8258 1.8232 0.0000 0.0049 0.0000 0.0030

001127 1.8039 1.8085 1.7753 1.7762 BV 1.7940 1.7940 1.8258 1.7637 0.0000 0.0049 0.0000 0.0030

001128 1.7762 1.7810 1.7594 1.7622 SP 1.7637 562.50 793.75 -3865.96 1.7596 1.8255 1.7637 0.0000 0.0103 0.0000 0.0050

001129 1.7622 1.7640 1.7510 1.7604 1.7388 1.8031 1.7637 0.0000 0.0103 0.0001 0.0104

001130 1.7604 1.7620 1.7265 1.7301 BV 1.7268 1.7268 1.7902 1.6987 0.0000 0.0103 0.0002 0.0179

001201 1.7301 1.7371 1.7220 1.7240 1.7106 1.7809 1.6987 0.0000 0.0117 0.0003 0.0278

001204 1.7240 1.7295 1.6972 1.7007 SP 1.6987 562.50 1356.25 -3303.46 1.6969 1.7662 1.6987 0.0000 0.0117 0.0004 0.0394

001205 1.7007 1.7184 1.6965 1.7140 1.6815 1.7495 1.6987 0.0000 0.0117 0.0005 0.0502

001206 1.7140 1.7185 1.6994 1.7017 1.6779 1.7416 1.6987 0.0000 0.0110 0.0005 0.0566

001207 1.7017 1.7067 1.6897 1.7015 1.6795 1.7434 1.6987 0.0000 0.0110 0.0006 0.0646

001208 1.7015 1.7163 1.6979 1.7116 1.6784 1.7215 1.6987 0.0000 0.0075 0.0007 0.0746

001211 1.7116 1.7208 1.7030 1.7125 1.6898 1.7277 1.6987 0.0000 0.0065 0.0007 0.0804

001212 1.7125 1.7178 1.7005 1.7126 1.6952 1.7319 1.6987 0.0000 0.0063 0.0008 0.0885

001213 1.7126 1.7255 1.7095 1.7169 1.6929 1.7295 1.6987 0.0000 0.0063 0.0009 0.0980

001214 1.7169 1.7160 1.6921 1.6935 BV 1.7018 1.7018 1.7373 1.6745 0.0000 0.0061 0.0010 0.1079

001215 1.6935 1.6905 1.6750 1.6809 1.6835 1.7310 1.6745 0.0000 0.0082 0.0011 0.1203

001218 1.6809 1.6860 1.6695 1.6826 SP 1.6745 562.50 1918.75 -2740.96 1.6631 1.7094 1.6745 0.0000 0.0082 0.0012 0.1363

001219 1.6826 1.6986 1.6770 1.6856 1.6584 1.7044 1.6745 0.0000 0.0082 0.0014 0.1500

001220 1.6856 1.6885 1.6690 1.6715 BV 1.6700 1.6700 1.7129 1.6437 0.0000 0.0076 0.0015 0.1618

001221 1.6715 1.6775 1.6625 1.6655 1.6614 1.7039 1.6437 0.0000 0.0076 0.0016 0.1755

001222 1.6655 1.6645 1.6445 1.6474 1.6532 1.6952 1.6437 0.0000 0.0076 0.0017 0.1888

001225 1.6474 1.6467 1.6467 1.6467 1.6388 1.6787 1.6437 0.0000 0.0073 0.0018 0.2032

001226 1.6467 1.6460 1.6265 1.6265 SP 1.6437 562.50 2481.25 -2178.46 1.6316 1.6708 1.6437 0.0000 0.0073 0.0020 0.2158

001227 1.6265 1.6450 1.6265 1.6386 1.6213 1.6603 1.6437 0.0000 0.0073 0.0021 0.2272

001228 1.6386 1.6485 1.6350 1.6362 1.6210 1.6598 1.6437 0.0000 0.0073 0.0021 0.2321

001229 1.6362 1.6400 1.6182 1.6290 BV 1.6268 1.6268 1.6661 1.6018 0.0000 0.0073 0.0021 0.2316

010101 1.6290 1.6290 1.6290 1.6290 1.6126 1.6559 1.6018 0.0000 0.0082 0.0021 0.2308

010102 1.6290 1.6200 1.5985 1.6018 SP 1.6018 562.50 3043.75 -1615.96 1.6124 1.6559 1.6018 0.0000 0.0082 0.0021 0.2264

010103 1.6018 1.6331 1.5900 1.6291 BV 1.5929 1.5929 1.6356 1.5689 0.0000 0.0083 0.0020 0.2231

010104 1.6291 1.6315 1.5995 1.6050 1.5783 1.6647 1.5689 0.0000 0.0166 0.0019 0.2125

010105 1.6050 1.6113 1.5935 1.5976 1.5820 1.6686 1.5689 0.0000 0.0166 0.0019 0.2053

010108 1.5976 1.6128 1.5970 1.6035 1.5694 1.6548 1.5689 0.0000 0.0166 0.0018 0.2033

010109 1.6035 1.6221 1.6075 1.6146 1.5803 1.6434 1.5689 0.0000 0.0123 0.0018 0.1992

010110 1.6146 1.6271 1.6110 1.6261 1.6005 1.6364 1.5689 0.0000 0.0069 0.0018 0.1939

010111 1.6261 1.6285 1.6050 1.6122 1.6062 1.6383 1.5689 0.0000 0.0061 0.0017 0.1873

010112 1.6122 1.6247 1.6070 1.6185 1.5980 1.6447 1.5689 0.0000 0.0090 0.0017 0.1859

010115 1.6185 1.6390 1.6170 1.6345 1.5969 1.6437 1.5689 0.0000 0.0090 0.0017 0.1818

010116 1.6345 1.6430 1.6315 1.6355 1.6088 1.6562 1.5689 0.0000 0.0090 0.0016 0.1724

010117 1.6355 1.6537 1.6310 1.6464 1.6189 1.6633 1.5689 0.0000 0.0083 0.0015 0.1616

010118 1.6464 1.6440 1.6137 1.6186 1.6234 1.6683 1.5689 0.0000 0.0084 0.0013 0.1445

010119 1.6186 1.6393 1.6090 1.6385 1.6031 1.6633 1.5689 0.0000 0.0114 0.0012 0.1306

010122 1.6385 1.6540 1.6315 1.6359 1.5980 1.6581 1.5689 0.0000 0.0115 0.0010 0.1142

010123 1.6359 1.6351 1.6230 1.6322 1.6152 1.6767 1.5689 0.0000 0.0115 0.0008 0.0905

010124 1.6322 1.6602 1.6340 1.6572 1.6015 1.6620 1.5689 0.0000 0.0115 0.0007 0.0733

010125 1.6572 1.6715 1.6503 1.6552 1.6228 1.6748 1.5689 0.0000 0.0097 0.0005 0.0540

010126 1.6552 1.6608 1.6395 1.6515 1.6356 1.6886 1.5689 0.0000 0.0097 0.0003 0.0323

010129 1.6515 1.6591 1.6475 1.6574 1.6247 1.6767 1.5689 0.0000 0.0097 0.0001 0.0104

010130 1.6574 1.6615 1.6445 1.6456 1.6321 1.6745 1.5689 0.0000 0.0078 -0.0001 -0.0103

010131 1.6456 1.6505 1.6350 1.6355 1.6316 1.6739 1.5689 0.0000 0.0078 -0.0003 -0.0277

010201 1.6355 1.6355 1.6234 1.6290 1.6258 1.6589 1.5689 0.0000 0.0062 -0.0003 -0.0373

010202 1.6290 1.6497 1.6280 1.6460 SV 1.6453 -1287.50 1756.25 -2903.46 1.6126 1.6453 1.5689 0.0000 0.0062 -0.0004 -0.0421

010202 1.6290 1.6497 1.6280 1.6460 SV 1.6453 1.6126 1.6453 1.6717 0.0000 0.0062 -0.0004 -0.0421

010205 1.6460 1.6450 1.6302 1.6382 1.6166 1.6595 1.6717 0.0000 0.0081 -0.0004 -0.0464

010206 1.6382 1.6588 1.6375 1.6566 1.6152 1.6581 1.6717 0.0000 0.0081 -0.0005 -0.0507

010207 1.6566 1.6610 1.6440 1.6516 1.6255 1.6689 1.6717 0.0000 0.0081 -0.0005 -0.0600

010208 1.6516 1.6747 1.6520 1.6700 BP 1.6717 562.50 2318.75 -2340.96 1.6303 1.6725 1.6717 0.0000 0.0078 -0.0006 -0.0659

010209 1.6700 1.6775 1.6549 1.6579 1.6393 1.6844 1.6717 0.0000 0.0082 -0.0007 -0.0752

Page 9: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

010212 1.6579 1.6600 1.6490 1.6534 1.6423 1.6872 1.6717 0.0000 0.0082 -0.0007 -0.0756

010213 1.6534 1.6735 1.6505 1.6688 1.6308 1.6753 1.6717 0.0000 0.0082 -0.0007 -0.0755

010214 1.6688 1.6742 1.6660 1.6675 1.6377 1.6832 1.6717 0.0000 0.0083 -0.0007 -0.0758

010215 1.6675 1.6983 1.6680 1.6943 SV 1.6918 1.6458 1.6918 1.7197 0.0000 0.0083 -0.0007 -0.0726

010216 1.6943 1.6930 1.6720 1.6762 1.6515 1.7112 1.7197 0.0000 0.0107 -0.0007 -0.0742

010219 1.6762 1.6808 1.6638 1.6690 1.6507 1.7106 1.7197 0.0000 0.0107 -0.0007 -0.0756

010220 1.6690 1.6954 1.6640 1.6869 1.6410 1.7001 1.7197 0.0000 0.0107 -0.0007 -0.0751

010221 1.6869 1.6940 1.6714 1.6886 1.6469 1.7088 1.7197 0.0000 0.0111 -0.0007 -0.0745

010222 1.6886 1.6985 1.6800 1.6921 1.6499 1.7120 1.7197 0.0000 0.0111 -0.0007 -0.0738

010223 1.6921 1.6960 1.6670 1.6720 1.6559 1.7188 1.7197 0.0000 0.0111 -0.0007 -0.0775

010226 1.6720 1.6905 1.6715 1.6857 1.6510 1.7082 1.7197 0.0000 0.0103 -0.0007 -0.0787

010227 1.6857 1.6900 1.6707 1.6768 1.6504 1.7077 1.7197 0.0000 0.0103 -0.0007 -0.0824

010228 1.6768 1.6795 1.6660 1.6700 1.6499 1.7071 1.7197 0.0000 0.0103 -0.0007 -0.0784

010301 1.6700 1.6715 1.6479 1.6500 BV 1.6526 -912.50 1406.25 -3253.46 1.6526 1.6906 1.7197 0.0000 0.0068 -0.0007 -0.0722

010301 1.6700 1.6715 1.6479 1.6500 BV 1.6526 1.6526 1.6906 1.6268 0.0000 0.0068 -0.0007 -0.0722

010302 1.6500 1.6540 1.6395 1.6480 1.6351 1.6818 1.6268 0.0000 0.0086 -0.0006 -0.0643

010305 1.6480 1.6558 1.6425 1.6517 1.6228 1.6689 1.6268 0.0000 0.0086 -0.0005 -0.0499

010306 1.6517 1.6595 1.6484 1.6505 1.6255 1.6714 1.6268 0.0000 0.0086 -0.0004 -0.0426

010307 1.6505 1.6611 1.6440 1.6584 1.6391 1.6681 1.6268 0.0000 0.0053 -0.0004 -0.0388

010308 1.6584 1.6597 1.6500 1.6534 1.6353 1.6692 1.6268 0.0000 0.0063 -0.0003 -0.0330

010309 1.6534 1.6591 1.6465 1.6530 1.6375 1.6714 1.6268 0.0000 0.0063 -0.0003 -0.0284

010312 1.6530 1.6645 1.6505 1.6583 1.6356 1.6694 1.6268 0.0000 0.0063 -0.0002 -0.0221

010313 1.6583 1.6872 1.6555 1.6837 SV 1.6711 -456.25 950.00 -3709.71 1.6437 1.6711 1.6268 0.0000 0.0051 -0.0001 -0.0138

010313 1.6583 1.6872 1.6555 1.6837 SV 1.6711 1.6437 1.6711 1.6984 0.0000 0.0051 -0.0001 -0.0138

010314 1.6837 1.6945 1.6690 1.6928 1.6402 1.7030 1.6984 0.0000 0.0113 -0.0001 -0.0067

010315 1.6928 1.7175 1.6860 1.7076 BP 1.6984 562.50 1512.50 -3147.21 1.6504 1.7138 1.6984 0.0000 0.0113 0.0000 -0.0054

010316 1.7076 1.7210 1.7075 1.7124 1.6694 1.7346 1.6984 0.0000 0.0113 -0.0001 -0.0071

010319 1.7124 1.7145 1.7025 1.7064 1.6827 1.7461 1.6984 0.0000 0.0109 -0.0001 -0.0145

010320 1.7064 1.7065 1.6907 1.6913 1.6770 1.7397 1.6984 0.0000 0.0109 -0.0002 -0.0193

010321 1.6913 1.7151 1.6840 1.7119 SV 1.7141 1.6827 1.7141 1.7428 0.0000 0.0055 -0.0002 -0.0239

010322 1.7119 1.7315 1.7095 1.7237 1.6683 1.7298 1.7428 0.0000 0.0108 -0.0003 -0.0293

010323 1.7237 1.7300 1.7090 1.7223 1.6883 1.7513 1.7428 0.0000 0.0108 -0.0003 -0.0358

010326 1.7223 1.7225 1.7112 1.7144 1.6872 1.7501 1.7428 0.0000 0.0108 -0.0004 -0.0438

010327 1.7144 1.7225 1.7071 1.7181 1.6943 1.7376 1.7428 0.0000 0.0074 -0.0005 -0.0510

010328 1.7181 1.7290 1.7075 1.7267 1.6932 1.7343 1.7428 0.0000 0.0071 -0.0006 -0.0626

010329 1.7267 1.7338 1.7215 1.7285 1.6958 1.7382 1.7428 0.0000 0.0073 -0.0007 -0.0731

010330 1.7285 1.7450 1.7244 1.7414 BP 1.7428 562.50 2075.00 -2584.71 1.7047 1.7476 1.7428 0.0000 0.0073 -0.0007 -0.0817

010402 1.7414 1.7450 1.7260 1.7346 1.7112 1.7544 1.7428 0.0000 0.0073 -0.0009 -0.0950

010403 1.7346 1.7355 1.7029 1.7041 BV 1.7132 1.7132 1.7538 1.6855 0.0000 0.0068 -0.0010 -0.1074

010404 1.7041 1.7085 1.6890 1.6932 1.6838 1.7479 1.6855 0.0000 0.0110 -0.0010 -0.1148

010405 1.6932 1.7065 1.6840 1.7032 SP 1.6855 562.50 2637.50 -2022.21 1.6644 1.7271 1.6855 0.0000 0.0110 -0.0010 -0.1131

010406 1.7032 1.7115 1.6902 1.6939 1.6609 1.7235 1.6855 0.0000 0.0110 -0.0010 -0.1127

010409 1.6939 1.7023 1.6905 1.7014 1.6762 1.7209 1.6855 0.0000 0.0078 -0.0010 -0.1111

010410 1.7014 1.7208 1.6990 1.7185 SV 1.7164 1.6720 1.7164 1.7452 0.0000 0.0078 -0.0010 -0.1067

010411 1.7185 1.7260 1.7087 1.7110 1.6863 1.7295 1.7452 0.0000 0.0075 -0.0009 -0.1009

010412 1.7110 1.7182 1.7009 1.7064 1.6938 1.7373 1.7452 0.0000 0.0075 -0.0008 -0.0917

010413 1.7064 1.7090 1.7030 1.7090 1.6866 1.7295 1.7452 0.0000 0.0075 -0.0007 -0.0801

010416 1.7090 1.7227 1.7100 1.7183 1.6880 1.7221 1.7452 0.0000 0.0059 -0.0006 -0.0678

010417 1.7183 1.7356 1.7088 1.7318 1.6984 1.7328 1.7452 0.0000 0.0059 -0.0005 -0.0575

010418 1.7318 1.7585 1.7255 1.7308 BP 1.7452 562.50 3200.00 -1459.71 1.6946 1.7476 1.7452 0.0000 0.0090 -0.0004 -0.0483

010419 1.7308 1.7380 1.7067 1.7101 BV 1.7085 1.7085 1.7737 1.6810 0.0000 0.0109 -0.0004 -0.0405

010420 1.7101 1.7083 1.6896 1.6922 1.6900 1.7538 1.6810 0.0000 0.0109 -0.0002 -0.0270

010423 1.6922 1.7102 1.6855 1.7055 1.6681 1.7301 1.6810 0.0000 0.0109 -0.0001 -0.0118

010424 1.7055 1.7151 1.6950 1.7140 1.6681 1.7283 1.6810 0.0000 0.0106 0.0000 -0.0003

010425 1.7140 1.7190 1.7023 1.7075 1.6807 1.7301 1.6810 0.0000 0.0086 0.0000 0.0039

010426 1.7075 1.7130 1.6995 1.7030 1.6863 1.7358 1.6810 0.0000 0.0086 0.0000 0.0047

010427 1.7030 1.7314 1.6995 1.7263 SV 1.7265 -418.75 2781.25 -1878.46 1.6866 1.7265 1.6810 0.0000 0.0069 0.0001 0.0084

010427 1.7030 1.7314 1.6995 1.7263 SV 1.7265 1.6866 1.7265 1.7556 0.0000 0.0069 0.0001 0.0084

010430 1.7263 1.7386 1.7230 1.7326 1.6846 1.7479 1.7556 0.0000 0.0108 0.0001 0.0117

010501 1.7326 1.7375 1.7246 1.7287 1.6995 1.7640 1.7556 0.0000 0.0108 0.0001 0.0099

010502 1.7287 1.7360 1.7240 1.7282 1.6995 1.7640 1.7556 0.0000 0.0108 0.0000 0.0035

010503 1.7282 1.7377 1.7195 1.7332 1.7147 1.7455 1.7556 0.0000 0.0052 0.0000 -0.0020

010504 1.7332 1.7335 1.7152 1.7270 1.7106 1.7467 1.7556 0.0000 0.0061 -0.0001 -0.0063

010507 1.7270 1.7336 1.7080 1.7321 1.7062 1.7425 1.7556 0.0000 0.0062 -0.0001 -0.0090

010508 1.7321 1.7465 1.7300 1.7444 1.6955 1.7461 1.7556 0.0000 0.0086 -0.0001 -0.0127

010509 1.7444 1.7460 1.7391 1.7424 1.7120 1.7640 1.7556 0.0000 0.0086 -0.0002 -0.0227

010510 1.7424 1.7490 1.7290 1.7426 1.7161 1.7680 1.7556 0.0000 0.0086 -0.0003 -0.0357

010511 1.7426 1.7548 1.7425 1.7489 1.7185 1.7581 1.7556 0.0000 0.0066 -0.0004 -0.0474

010514 1.7489 1.7556 1.7498 1.7513 1.7277 1.7677 1.7556 0.0000 0.0066 -0.0005 -0.0551

010515 1.7513 1.7525 1.7412 1.7446 1.7316 1.7718 1.7556 0.0000 0.0066 -0.0005 -0.0579

010516 1.7446 1.7510 1.7276 1.7333 BV 1.7340 118.75 2900.00 -1759.71 1.7340 1.7584 1.7556 0.0000 0.0040 -0.0005 -0.0582

010516 1.7446 1.7510 1.7276 1.7333 BV 1.7340 1.7340 1.7584 1.7056 0.0000 0.0040 -0.0005 -0.0582

010517 1.7333 1.7435 1.7260 1.7392 1.7150 1.7615 1.7056 0.0000 0.0077 -0.0005 -0.0554

010518 1.7392 1.7518 1.7377 1.7445 1.7109 1.7569 1.7056 0.0000 0.0077 -0.0005 -0.0513

010521 1.7445 1.7525 1.7395 1.7469 1.7206 1.7671 1.7056 0.0000 0.0077 -0.0005 -0.0532

010522 1.7469 1.7715 1.7465 1.7675 SV 1.7627 -625.00 2275.00 -2384.71 1.7277 1.7627 1.7056 0.0000 0.0058 -0.0005 -0.0556

010522 1.7469 1.7715 1.7465 1.7675 SV 1.7627 1.7277 1.7627 1.7931 0.0000 0.0058 -0.0005 -0.0556

010523 1.7675 1.7835 1.7655 1.7804 1.7331 1.7825 1.7931 0.0000 0.0081 -0.0005 -0.0594

010524 1.7804 1.7890 1.7725 1.7787 1.7479 1.7982 1.7931 0.0000 0.0081 -0.0006 -0.0656

010525 1.7787 1.7865 1.7705 1.7779 1.7538 1.8044 1.7931 0.0000 0.0081 -0.0007 -0.0742

010528 1.7779 1.7795 1.7735 1.7785 1.7593 1.7950 1.7931 0.0000 0.0057 -0.0008 -0.0837

010529 1.7785 1.7877 1.7740 1.7804 1.7590 1.7915 1.7931 0.0000 0.0052 -0.0009 -0.0955

010530 1.7804 1.7850 1.7755 1.7785 1.7634 1.7953 1.7931 0.0000 0.0051 -0.0009 -0.1017

010531 1.7785 1.8008 1.7780 1.7959 BP 1.7931 562.50 2837.50 -1822.21 1.7655 1.7924 1.7931 0.0000 0.0043 -0.0009 -0.0999

010601 1.7959 1.8020 1.7900 1.7939 1.7649 1.8100 1.7931 0.0000 0.0071 -0.0009 -0.1006

010604 1.7939 1.7987 1.7828 1.7942 1.7712 1.8165 1.7931 0.0000 0.0071 -0.0009 -0.1027

010605 1.7942 1.7970 1.7770 1.7795 1.7662 1.8113 1.7931 0.0000 0.0071 -0.0009 -0.1027

010606 1.7795 1.7999 1.7715 1.7919 1.7655 1.8051 1.7931 0.0000 0.0063 -0.0009 -0.0980

010607 1.7919 1.8033 1.7891 1.7930 1.7553 1.8113 1.7931 0.0000 0.0089 -0.0009 -0.0965

010608 1.7930 1.7995 1.7880 1.7914 1.7655 1.8222 1.7931 0.0000 0.0089 -0.0009 -0.0993

010611 1.7914 1.8063 1.7860 1.8027 1.7630 1.8195 1.7931 0.0000 0.0089 -0.0009 -0.0999

010612 1.8027 1.8060 1.7900 1.7895 1.7743 1.8142 1.7931 0.0000 0.0063 -0.0009 -0.1005

010613 1.7895 1.7943 1.7810 1.7908 1.7762 1.8162 1.7931 0.0000 0.0063 -0.0009 -0.0991

010614 1.7908 1.7970 1.7679 1.7692 1.7662 1.8057 1.7931 0.0000 0.0063 -0.0008 -0.0933

010615 1.7692 1.7790 1.7589 1.7785 1.7516 1.8090 1.7931 0.0000 0.0092 -0.0008 -0.0834

010618 1.7785 1.7840 1.7720 1.7770 1.7388 1.7957 1.7931 0.0000 0.0092 -0.0007 -0.0755

010619 1.7770 1.7905 1.7770 1.7794 1.7479 1.8051 1.7931 0.0000 0.0092 -0.0006 -0.0691

010620 1.7794 1.7941 1.7823 1.7855 1.7624 1.8028 1.7931 0.0000 0.0064 -0.0006 -0.0625

010621 1.7855 1.7864 1.7740 1.7776 1.7740 1.8008 1.7931 0.0000 0.0042 -0.0005 -0.0588

010622 1.7776 1.7845 1.7717 1.7758 1.7662 1.7928 1.7931 0.0000 0.0042 -0.0005 -0.0534

010625 1.7758 1.7735 1.7617 1.7673 BV 1.7649 1.7649 1.7902 1.7355 0.0000 0.0040 -0.0004 -0.0451

010626 1.7673 1.7713 1.7585 1.7647 1.7547 1.7797 1.7355 0.0000 0.0040 -0.0003 -0.0312

010627 1.7647 1.7704 1.7595 1.7669 1.7522 1.7775 1.7355 0.0000 0.0041 -0.0001 -0.0156

010628 1.7669 1.8030 1.7640 1.8004 SV 1.7778 -293.75 2543.75 -2115.96 1.7522 1.7778 1.7355 0.0000 0.0041 0.0000 -0.0022

010628 1.7669 1.8030 1.7640 1.8004 SV 1.7778 1.7522 1.7778 1.8086 0.0000 0.0041 0.0000 -0.0022

010629 1.8004 1.8020 1.7931 1.7944 1.7458 1.8228 1.8086 0.0000 0.0123 0.0000 0.0052

010702 1.7944 1.8030 1.7915 1.7966 1.7593 1.8379 1.8086 0.0000 0.0123 0.0001 0.0071

010703 1.7966 1.7995 1.7930 1.7966 1.7590 1.8376 1.8086 0.0000 0.0123 0.0000 0.0055

010704 1.7966 1.8030 1.7950 1.7985 1.7851 1.8077 1.8086 0.0000 0.0036 0.0000 0.0034

010705 1.7985 1.8205 1.7960 1.8189 BP 1.8086 562.50 3106.25 -1553.46 1.7876 1.8106 1.8086 0.0000 0.0036 0.0000 0.0015

010706 1.8189 1.8220 1.7915 1.7938 1.7841 1.8325 1.8086 0.0000 0.0075 0.0000 -0.0030

010709 1.7938 1.8000 1.7885 1.7965 1.7768 1.8372 1.8086 0.0000 0.0093 0.0000 -0.0054

010710 1.7965 1.7950 1.7787 1.7805 1.7649 1.8245 1.8086 0.0000 0.0093 0.0000 -0.0053

010711 1.7805 1.7815 1.7554 1.7650 BV 1.7575 1.7575 1.8165 1.7283 0.0000 0.0093 -0.0001 -0.0055

010712 1.7650 1.7795 1.7660 1.7703 1.7428 1.7944 1.7283 0.0000 0.0083 0.0000 -0.0024

Page 10: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

010713 1.7703 1.7783 1.7650 1.7717 1.7470 1.7992 1.7283 0.0000 0.0083 0.0000 -0.0001

010716 1.7717 1.7710 1.7615 1.7692 1.7461 1.7979 1.7283 0.0000 0.0083 0.0000 0.0039

010717 1.7692 1.7805 1.7515 1.7552 SV 1.7797 -481.25 2625.00 -2034.71 1.7532 1.7797 1.7283 0.0000 0.0043 0.0001 0.0079

010717 1.7692 1.7805 1.7515 1.7552 SE 1.7797 1.7532 1.7797 1.8106 0.0000 0.0043 0.0001 0.0079

010718 1.7552 1.7570 1.7227 1.7233 BV 1.7379 -881.25 1743.75 -2915.96 1.7379 1.7953 1.8106 0.0000 0.0093 0.0001 0.0108

010718 1.7552 1.7570 1.7227 1.7233 BV 1.7379 1.7379 1.7953 1.7094 0.0000 0.0093 0.0001 0.0108

010719 1.7233 1.7339 1.7155 1.7273 1.7071 1.7749 1.7094 0.0000 0.0113 0.0002 0.0211

010720 1.7273 1.7295 1.7166 1.7263 1.6929 1.7596 1.7094 0.0000 0.0113 0.0003 0.0312

010723 1.7263 1.7395 1.7265 1.7338 1.6918 1.7584 1.7094 0.0000 0.0113 0.0004 0.0411

010724 1.7338 1.7345 1.7183 1.7198 1.7156 1.7525 1.7094 0.0000 0.0062 0.0004 0.0490

010725 1.7198 1.7280 1.7098 1.7148 1.7114 1.7437 1.7094 0.0000 0.0054 0.0006 0.0611

010726 1.7148 1.7268 1.7108 1.7188 1.7024 1.7385 1.7094 0.0000 0.0062 0.0007 0.0757

010727 1.7188 1.7313 1.7129 1.7227 1.7024 1.7385 1.7094 0.0000 0.0062 0.0008 0.0873

010730 1.7227 1.7315 1.7180 1.7267 1.7056 1.7422 1.7094 0.0000 0.0062 0.0009 0.0955

010731 1.7267 1.7285 1.7214 1.7279 1.7085 1.7452 1.7094 0.0000 0.0062 0.0009 0.1003

010801 1.7279 1.7279 1.7105 1.7127 1.7088 1.7455 1.7094 0.0000 0.0062 0.0010 0.1059

010802 1.7127 1.7180 1.7065 1.7100 SP 1.7094 562.50 2306.25 -2353.46 1.7042 1.7385 1.7094 0.0000 0.0059 0.0010 0.1135

010803 1.7100 1.7168 1.7001 1.7068 1.6975 1.7316 1.7094 0.0000 0.0059 0.0011 0.1241

010806 1.7068 1.7158 1.7065 1.7093 1.6938 1.7280 1.7094 0.0000 0.0059 0.0012 0.1354

010807 1.7093 1.7215 1.7100 1.7174 1.6969 1.7304 1.7094 0.0000 0.0057 0.0013 0.1446

010808 1.7174 1.7220 1.7089 1.7095 1.7015 1.7349 1.7094 0.0000 0.0057 0.0013 0.1446

010809 1.7095 1.7095 1.6848 1.6870 BV 1.7044 1.7044 1.7304 1.6770 0.0000 0.0045 0.0013 0.1420

010810 1.6870 1.6947 1.6850 1.6935 1.6764 1.7256 1.6770 0.0000 0.0086 0.0013 0.1431

010813 1.6935 1.6950 1.6818 1.6898 1.6694 1.7179 1.6770 0.0000 0.0086 0.0013 0.1431

010814 1.6898 1.6950 1.6795 1.6805 1.6678 1.7164 1.6770 0.0000 0.0086 0.0013 0.1409

010815 1.6805 1.6800 1.6610 1.6645 SP 1.6770 562.50 2868.75 -1790.96 1.6739 1.7047 1.6770 0.0000 0.0054 0.0012 0.1343

010816 1.6645 1.6696 1.6530 1.6615 BV 1.6543 1.6543 1.6920 1.6284 0.0000 0.0068 0.0012 0.1324

010817 1.6615 1.6675 1.6554 1.6562 1.6453 1.6827 1.6284 0.0000 0.0068 0.0012 0.1319

010820 1.6562 1.6646 1.6500 1.6619 1.6455 1.6827 1.6284 0.0000 0.0068 0.0012 0.1320

010821 1.6619 1.6684 1.6550 1.6620 1.6431 1.6762 1.6284 0.0000 0.0060 0.0012 0.1347

010822 1.6620 1.6652 1.6450 1.6646 1.6491 1.6784 1.6284 0.0000 0.0053 0.0012 0.1330

010823 1.6646 1.6746 1.6574 1.6601 1.6377 1.6779 1.6284 0.0000 0.0074 0.0012 0.1301

010824 1.6601 1.6746 1.6570 1.6651 1.6485 1.6892 1.6284 0.0000 0.0074 0.0011 0.1244

010827 1.6651 1.6725 1.6660 1.6675 1.6480 1.6886 1.6284 0.0000 0.0074 0.0011 0.1176

010828 1.6675 1.6799 1.6618 1.6645 1.6540 1.6889 1.6284 0.0000 0.0063 0.0011 0.1159

010829 1.6645 1.6712 1.6580 1.6673 1.6551 1.6909 1.6284 0.0000 0.0065 0.0010 0.1153

010830 1.6673 1.6725 1.6494 1.6511 1.6491 1.6846 1.6284 0.0000 0.0065 0.0010 0.1149

010831 1.6511 1.6729 1.6475 1.6668 1.6410 1.6866 1.6284 0.0000 0.0084 0.0010 0.1129

010903 1.6668 1.6735 1.6650 1.6698 1.6380 1.6886 1.6284 0.0000 0.0092 0.0010 0.1106

010904 1.6698 1.7107 1.6705 1.7078 SV 1.6978 -1006.25 1862.50 -2797.21 1.6469 1.6978 1.6284 0.0000 0.0092 0.0010 0.1069

010904 1.6698 1.7107 1.6705 1.7078 SV 1.6978 1.6469 1.6978 1.7259 0.0000 0.0092 0.0010 0.1069

010905 1.7078 1.7069 1.6950 1.7057 1.6551 1.7349 1.7259 0.0000 0.0141 0.0009 0.0941

010906 1.7057 1.7120 1.6863 1.6898 1.6644 1.7455 1.7259 0.0000 0.0141 0.0007 0.0781

010907 1.6898 1.6930 1.6725 1.6756 1.6622 1.7428 1.7259 0.0000 0.0141 0.0006 0.0625

010910 1.6756 1.6885 1.6720 1.6848 1.6592 1.7094 1.7259 0.0000 0.0089 0.0005 0.0507

010911 1.6848 1.6915 1.6375 1.6385 BV 1.6567 -950.00 912.50 -3747.21 1.6567 1.7065 1.7259 0.0000 0.0089 0.0004 0.0401

010911 1.6848 1.6915 1.6375 1.6385 BV 1.6567 1.6567 1.7065 1.6308 0.0000 0.0089 0.0004 0.0401

010912 1.6385 1.6695 1.6390 1.6589 1.6142 1.7215 1.6308 0.0000 0.0195 0.0003 0.0381

010913 1.6589 1.6630 1.6474 1.6477 1.6046 1.7106 1.6308 0.0000 0.0195 0.0003 0.0360

010914 1.6477 1.6520 1.6216 1.6221 SP 1.6308 562.50 1475.00 -3184.71 1.6057 1.7117 1.6308 0.0000 0.0195 0.0003 0.0328

010917 1.6221 1.6215 1.5955 1.6031 BV 1.6080 1.6080 1.6683 1.5835 0.0000 0.0113 0.0003 0.0330

010918 1.6031 1.6175 1.5965 1.5984 1.5810 1.6391 1.5835 0.0000 0.0113 0.0004 0.0400

010919 1.5984 1.6060 1.5933 1.5968 1.5798 1.6380 1.5835 0.0000 0.0113 0.0005 0.0514

010920 1.5968 1.5970 1.5857 1.5893 1.5760 1.6271 1.5835 0.0000 0.0100 0.0006 0.0633

010921 1.5893 1.5945 1.5675 1.5803 SP 1.5835 562.50 2037.50 -2622.21 1.5728 1.6137 1.5835 0.0000 0.0081 0.0007 0.0764

010924 1.5803 1.6034 1.5790 1.5982 1.5569 1.6106 1.5835 0.0000 0.0108 0.0008 0.0918

010925 1.5982 1.6000 1.5828 1.5901 1.5672 1.6215 1.5835 0.0000 0.0108 0.0010 0.1057

010926 1.5901 1.6089 1.5840 1.5986 1.5679 1.6223 1.5835 0.0000 0.0108 0.0011 0.1211

010927 1.5986 1.6190 1.5980 1.6145 1.5753 1.6247 1.5835 0.0000 0.0098 0.0012 0.1334

010928 1.6145 1.6248 1.6110 1.6193 1.5873 1.6375 1.5835 0.0000 0.0098 0.0013 0.1403

011001 1.6193 1.6345 1.6156 1.6169 1.5964 1.6474 1.5835 0.0000 0.0098 0.0013 0.1427

011002 1.6169 1.6229 1.6099 1.6182 1.6069 1.6496 1.5835 0.0000 0.0081 0.0013 0.1441

011003 1.6182 1.6240 1.6059 1.6252 1.6008 1.6377 1.5835 0.0000 0.0072 0.0013 0.1444

011004 1.6252 1.6290 1.6185 1.6230 1.5992 1.6364 1.5835 0.0000 0.0072 0.0013 0.1428

011005 1.6230 1.6240 1.6122 1.6182 1.6082 1.6447 1.5835 0.0000 0.0069 0.0013 0.1376

011008 1.6182 1.6130 1.5990 1.6090 BV 1.6026 1.6026 1.6388 1.5783 0.0000 0.0069 0.0012 0.1331

011009 1.6090 1.6248 1.6025 1.6240 SV 1.6218 -500.00 1537.50 -3122.21 1.5941 1.6218 1.5783 0.0000 0.0054 0.0012 0.1319

011009 1.6090 1.6248 1.6025 1.6240 SV 1.6218 1.5941 1.6218 1.6474 0.0000 0.0054 0.0012 0.1319

011010 1.6240 1.6307 1.6175 1.6286 1.5946 1.6388 1.6474 0.0000 0.0086 0.0012 0.1287

011011 1.6286 1.6528 1.6250 1.6449 BP 1.6474 562.50 2100.00 -2559.71 1.6046 1.6496 1.6474 0.0000 0.0086 0.0011 0.1205

011012 1.6449 1.6468 1.6249 1.6294 1.6145 1.6697 1.6474 0.0000 0.0104 0.0010 0.1045

011015 1.6294 1.6311 1.6200 1.6274 1.6111 1.6661 1.6474 0.0000 0.0104 0.0007 0.0819

011016 1.6274 1.6391 1.6250 1.6332 1.6005 1.6548 1.6474 0.0000 0.0104 0.0005 0.0583

011017 1.6332 1.6465 1.6308 1.6396 1.6113 1.6545 1.6474 0.0000 0.0082 0.0003 0.0331

011018 1.6396 1.6440 1.6322 1.6348 1.6234 1.6545 1.6474 0.0000 0.0058 0.0001 0.0093

011019 1.6348 1.6456 1.6350 1.6423 1.6226 1.6534 1.6474 0.0000 0.0058 -0.0001 -0.0152

011022 1.6423 1.6647 1.6415 1.6575 SV 1.6554 1.6244 1.6554 1.6821 0.0000 0.0058 -0.0003 -0.0336

011023 1.6575 1.6680 1.6575 1.6610 1.6292 1.6750 1.6821 0.0000 0.0085 -0.0005 -0.0566

011024 1.6610 1.6635 1.6545 1.6579 1.6380 1.6844 1.6821 0.0000 0.0085 -0.0007 -0.0808

011025 1.6579 1.6650 1.6445 1.6509 1.6340 1.6801 1.6821 0.0000 0.0085 -0.0009 -0.0970

011026 1.6509 1.6567 1.6485 1.6536 1.6327 1.6731 1.6821 0.0000 0.0075 -0.0009 -0.1027

011029 1.6536 1.6530 1.6282 1.6306 BV 1.6305 -612.50 1487.50 -3172.21 1.6305 1.6708 1.6821 0.0000 0.0075 -0.0010 -0.1064

011029 1.6536 1.6530 1.6282 1.6306 BV 1.6305 1.6305 1.6708 1.6054 0.0000 0.0075 -0.0010 -0.1064

011030 1.6306 1.6300 1.6147 1.6233 1.6139 1.6628 1.6054 0.0000 0.0092 -0.0009 -0.1023

011031 1.6233 1.6366 1.6210 1.6332 1.5967 1.6445 1.6054 0.0000 0.0092 -0.0008 -0.0902

011101 1.6332 1.6355 1.6119 1.6284 1.6031 1.6515 1.6054 0.0000 0.0092 -0.0007 -0.0762

011102 1.6284 1.6347 1.6260 1.6315 1.5992 1.6458 1.6054 0.0000 0.0090 -0.0006 -0.0639

011105 1.6315 1.6440 1.6315 1.6413 1.6059 1.6529 1.6054 0.0000 0.0090 -0.0005 -0.0518

011106 1.6413 1.6428 1.6370 1.6388 1.6134 1.6609 1.6054 0.0000 0.0090 -0.0004 -0.0433

011107 1.6388 1.6465 1.6255 1.6410 1.6271 1.6518 1.6054 0.0000 0.0047 -0.0004 -0.0385

011108 1.6410 1.6464 1.6345 1.6420 1.6147 1.6562 1.6054 0.0000 0.0078 -0.0003 -0.0352

011109 1.6420 1.6505 1.6376 1.6398 1.6192 1.6609 1.6054 0.0000 0.0078 -0.0003 -0.0337

011112 1.6398 1.6415 1.6220 1.6360 1.6226 1.6647 1.6054 0.0000 0.0078 -0.0003 -0.0306

011113 1.6360 1.6726 1.6380 1.6698 SV 1.6507 -506.25 981.25 -3678.46 1.6121 1.6507 1.6054 0.0000 0.0073 -0.0002 -0.0244

011113 1.6360 1.6726 1.6380 1.6698 SV 1.6507 1.6121 1.6507 1.6773 0.0000 0.0073 -0.0002 -0.0244

011114 1.6698 1.6755 1.6623 1.6626 1.6207 1.6892 1.6773 0.0000 0.0126 -0.0003 -0.0277

011115 1.6626 1.6695 1.6595 1.6622 1.6337 1.7033 1.6773 0.0000 0.0126 -0.0003 -0.0303

011116 1.6622 1.6630 1.6543 1.6568 1.6297 1.6989 1.6773 0.0000 0.0126 -0.0002 -0.0273

011119 1.6568 1.6676 1.6560 1.6582 1.6455 1.6714 1.6773 0.0000 0.0047 -0.0002 -0.0247

011120 1.6582 1.6610 1.6464 1.6494 BV 1.6502 -50.00 931.25 -3728.46 1.6502 1.6731 1.6773 0.0000 0.0042 -0.0002 -0.0247

011120 1.6582 1.6610 1.6464 1.6494 BV 1.6502 1.6502 1.6731 1.6244 0.0000 0.0042 -0.0002 -0.0247

011121 1.6494 1.6620 1.6485 1.6555 1.6391 1.6678 1.6244 0.0000 0.0053 -0.0002 -0.0265

011122 1.6555 1.6645 1.6535 1.6585 1.6404 1.6694 1.6244 0.0000 0.0053 -0.0002 -0.0266

011123 1.6585 1.6751 1.6580 1.6668 SV 1.6734 -562.50 368.75 -4290.96 1.6442 1.6734 1.6244 0.0000 0.0053 -0.0002 -0.0248

011123 1.6585 1.6751 1.6580 1.6668 SV 1.6734 1.6442 1.6734 1.7007 0.0000 0.0053 -0.0002 -0.0248

011126 1.6668 1.6667 1.6580 1.6639 1.6493 1.6832 1.7007 0.0000 0.0062 -0.0002 -0.0266

011127 1.6639 1.6695 1.6567 1.6586 1.6453 1.6790 1.7007 0.0000 0.0062 -0.0003 -0.0287

011128 1.6586 1.6595 1.6390 1.6469 BV 1.6458 -662.50 -293.75 -4953.46 1.6458 1.6795 1.7007 0.0000 0.0062 -0.0003 -0.0292

011128 1.6586 1.6595 1.6390 1.6469 BV 1.6458 1.6458 1.6795 1.6202 0.0000 0.0062 -0.0003 -0.0292

011129 1.6469 1.6576 1.6435 1.6532 1.6287 1.6692 1.6202 0.0000 0.0075 -0.0002 -0.0266

011130 1.6532 1.6640 1.6372 1.6420 1.6300 1.6706 1.6202 0.0000 0.0075 -0.0003 -0.0291

011203 1.6420 1.6576 1.6410 1.6548 1.6236 1.6764 1.6202 0.0000 0.0098 -0.0003 -0.0329

011204 1.6548 1.6585 1.6504 1.6537 1.6223 1.6750 1.6202 0.0000 0.0098 -0.0003 -0.0370

011205 1.6537 1.6686 1.6480 1.6625 1.6271 1.6804 1.6202 0.0000 0.0098 -0.0004 -0.0405

011206 1.6625 1.6625 1.6458 1.6474 1.6372 1.6779 1.6202 0.0000 0.0075 -0.0004 -0.0455

Page 11: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

011207 1.6474 1.6647 1.6470 1.6589 1.6332 1.6736 1.6202 0.0000 0.0075 -0.0004 -0.0429

011210 1.6589 1.6640 1.6580 1.6637 1.6351 1.6756 1.6202 0.0000 0.0075 -0.0003 -0.0367

011211 1.6637 1.6648 1.6538 1.6546 1.6428 1.6781 1.6202 0.0000 0.0065 -0.0003 -0.0337

011212 1.6546 1.6540 1.6401 1.6417 1.6415 1.6764 1.6202 0.0000 0.0065 -0.0002 -0.0271

011213 1.6417 1.6542 1.6376 1.6509 1.6332 1.6606 1.6202 0.0000 0.0051 -0.0002 -0.0179

011214 1.6509 1.6530 1.6266 1.6288 1.6295 1.6622 1.6202 0.0000 0.0061 -0.0001 -0.0117

011217 1.6288 1.6347 1.6250 1.6339 1.6139 1.6661 1.6202 0.0000 0.0098 0.0000 -0.0021

011218 1.6339 1.6397 1.6310 1.6341 1.6046 1.6565 1.6202 0.0000 0.0098 0.0001 0.0095

011219 1.6341 1.6460 1.6320 1.6384 1.6103 1.6622 1.6202 0.0000 0.0098 0.0002 0.0188

011220 1.6384 1.6435 1.6300 1.6312 1.6255 1.6534 1.6202 0.0000 0.0052 0.0002 0.0262

011221 1.6312 1.6568 1.6285 1.6549 SV 1.6513 -162.50 -456.25 -5115.96 1.6236 1.6513 1.6202 0.0000 0.0052 0.0003 0.0379

011221 1.6312 1.6568 1.6285 1.6549 SV 1.6513 1.6236 1.6513 1.6779 0.0000 0.0052 0.0003 0.0379

011224 1.6549 1.6956 1.6480 1.6950 BP 1.6779 562.50 106.25 -4553.46 1.6160 1.6722 1.6779 0.0000 0.0105 0.0003 0.0373

011225 1.6950 1.6920 1.6870 1.6870 1.6268 1.7212 1.6779 0.0000 0.0170 0.0002 0.0248

011226 1.6870 1.6936 1.6810 1.6930 1.6431 1.7397 1.6779 0.0000 0.0170 0.0001 0.0107

011227 1.6930 1.6930 1.6730 1.6789 1.6404 1.7367 1.6779 0.0000 0.0170 0.0000 -0.0011

011228 1.6789 1.6845 1.6740 1.6746 1.6631 1.7027 1.6779 0.0000 0.0071 -0.0001 -0.0109

011231 1.6746 1.6779 1.6517 1.6613 BV 1.6595 1.6595 1.6989 1.6335 0.0000 0.0071 -0.0001 -0.0165

020101 1.6613 1.6613 1.6613 1.6613 1.6388 1.6906 1.6335 0.0000 0.0095 -0.0002 -0.0184

020102 1.6613 1.6645 1.6361 1.6428 1.6353 1.6869 1.6335 0.0000 0.0095 -0.0002 -0.0205

020103 1.6428 1.6531 1.6405 1.6487 1.6221 1.6781 1.6335 0.0000 0.0104 -0.0002 -0.0211

020104 1.6487 1.6530 1.6420 1.6511 1.6186 1.6748 1.6335 0.0000 0.0104 -0.0002 -0.0208

020107 1.6511 1.6580 1.6425 1.6503 1.6194 1.6753 1.6335 0.0000 0.0104 -0.0002 -0.0207

020108 1.6503 1.6580 1.6480 1.6553 1.6348 1.6656 1.6335 0.0000 0.0057 -0.0002 -0.0173

020109 1.6553 1.6642 1.6510 1.6620 1.6375 1.6683 1.6335 0.0000 0.0057 -0.0001 -0.0158

020110 1.6620 1.6666 1.6525 1.6613 1.6420 1.6731 1.6335 0.0000 0.0057 -0.0001 -0.0146

020111 1.6613 1.6635 1.6551 1.6566 1.6455 1.6734 1.6335 0.0000 0.0051 -0.0001 -0.0146

020114 1.6566 1.6589 1.6520 1.6562 1.6453 1.6731 1.6335 0.0000 0.0051 -0.0001 -0.0149

020115 1.6562 1.6725 1.6555 1.6697 SV 1.6692 -256.25 -150.00 -4809.71 1.6415 1.6692 1.6335 0.0000 0.0051 -0.0001 -0.0160

020115 1.6562 1.6725 1.6555 1.6697 SV 1.6692 1.6415 1.6692 1.6964 0.0000 0.0051 -0.0001 -0.0160

020116 1.6697 1.6725 1.6595 1.6624 1.6469 1.6807 1.6964 0.0000 0.0061 -0.0002 -0.0177

020117 1.6624 1.6693 1.6570 1.6659 1.6488 1.6827 1.6964 0.0000 0.0061 -0.0002 -0.0204

020118 1.6659 1.6721 1.6585 1.6596 1.6461 1.6798 1.6964 0.0000 0.0061 -0.0002 -0.0243

020121 1.6596 1.6630 1.6590 1.6612 1.6515 1.6784 1.6964 0.0000 0.0049 -0.0002 -0.0267

020122 1.6612 1.6666 1.6605 1.6616 1.6474 1.6742 1.6964 0.0000 0.0049 -0.0002 -0.0242

020123 1.6616 1.6747 1.6590 1.6724 1.6499 1.6767 1.6964 0.0000 0.0049 -0.0002 -0.0227

020124 1.6724 1.6775 1.6690 1.6771 1.6513 1.6821 1.6964 0.0000 0.0057 -0.0002 -0.0188

020125 1.6771 1.7080 1.6725 1.7042 BP 1.6964 562.50 412.50 -4247.21 1.6576 1.6889 1.6964 0.0000 0.0057 -0.0001 -0.0142

020128 1.7042 1.7179 1.7015 1.7074 1.6551 1.7253 1.6964 0.0000 0.0124 -0.0001 -0.0158

020129 1.7074 1.7125 1.6996 1.7019 1.6736 1.7455 1.6964 0.0000 0.0124 -0.0002 -0.0213

020130 1.7019 1.7113 1.6955 1.7092 1.6703 1.7419 1.6964 0.0000 0.0124 -0.0002 -0.0228

020131 1.7092 1.7220 1.7060 1.7214 SV 1.7191 1.6869 1.7191 1.7479 0.0000 0.0056 -0.0002 -0.0268

020201 1.7214 1.7230 1.7096 1.7158 1.6975 1.7292 1.7479 0.0000 0.0054 -0.0004 -0.0429

020204 1.7158 1.7175 1.6948 1.6977 BV 1.6995 -456.25 -43.75 -4703.46 1.6995 1.7313 1.7479 0.0000 0.0054 -0.0006 -0.0611

020204 1.7158 1.7175 1.6948 1.6977 BV 1.6995 1.6995 1.7313 1.6722 0.0000 0.0054 -0.0006 -0.0611

020205 1.6977 1.7035 1.6882 1.6988 1.6824 1.7271 1.6722 0.0000 0.0078 -0.0007 -0.0753

020206 1.6988 1.7040 1.6882 1.6945 1.6720 1.7164 1.6722 0.0000 0.0078 -0.0008 -0.0850

020207 1.6945 1.7010 1.6876 1.6902 1.6722 1.7164 1.6722 0.0000 0.0078 -0.0008 -0.0929

020208 1.6902 1.6925 1.6820 1.6893 1.6773 1.7085 1.6722 0.0000 0.0055 -0.0009 -0.0952

020211 1.6893 1.6970 1.6785 1.6848 1.6706 1.7013 1.6722 0.0000 0.0055 -0.0009 -0.0947

020212 1.6848 1.6890 1.6775 1.6868 1.6681 1.7044 1.6722 0.0000 0.0065 -0.0008 -0.0890

020213 1.6868 1.7018 1.6850 1.6998 SV 1.7001 -50.00 -93.75 -4753.46 1.6636 1.7001 1.6722 0.0000 0.0065 -0.0007 -0.0817

020213 1.6868 1.7018 1.6850 1.6998 SV 1.7001 1.6636 1.7001 1.7283 0.0000 0.0065 -0.0007 -0.0817

020214 1.6998 1.7087 1.6957 1.6980 1.6736 1.7106 1.7283 0.0000 0.0065 -0.0007 -0.0772

020215 1.6980 1.7030 1.6957 1.6997 1.6844 1.7179 1.7283 0.0000 0.0059 -0.0007 -0.0736

020218 1.6997 1.7012 1.6960 1.7005 1.6815 1.7150 1.7283 0.0000 0.0059 -0.0006 -0.0697

020219 1.7005 1.7080 1.6837 1.6877 BV 1.6849 -368.75 -462.50 -5122.21 1.6849 1.7106 1.7283 0.0000 0.0045 -0.0006 -0.0665

020219 1.7005 1.7080 1.6837 1.6877 BV 1.6849 1.6849 1.7106 1.6581 0.0000 0.0045 -0.0006 -0.0665

020220 1.6877 1.7006 1.6840 1.7003 1.6706 1.7188 1.6581 0.0000 0.0084 -0.0006 -0.0610

020221 1.7003 1.7049 1.6960 1.7038 1.6675 1.7153 1.6581 0.0000 0.0084 -0.0005 -0.0547

020222 1.7038 1.7040 1.6863 1.6897 1.6753 1.7238 1.6581 0.0000 0.0084 -0.0004 -0.0487

020225 1.6897 1.6980 1.6875 1.6977 1.6770 1.7120 1.6581 0.0000 0.0062 -0.0004 -0.0426

020226 1.6977 1.7134 1.6920 1.7084 SV 1.7097 -575.00 -1037.50 -5697.21 1.6748 1.7097 1.6581 0.0000 0.0062 -0.0003 -0.0359

020226 1.6977 1.7134 1.6920 1.7084 SV 1.7097 1.6748 1.7097 1.7382 0.0000 0.0062 -0.0003 -0.0359

020227 1.7084 1.7110 1.7040 1.7051 1.6810 1.7235 1.7382 0.0000 0.0074 -0.0003 -0.0312

020228 1.7051 1.7095 1.6956 1.6976 1.6858 1.7286 1.7382 0.0000 0.0074 -0.0002 -0.0260

020301 1.6976 1.7078 1.6955 1.7069 1.6812 1.7235 1.7382 0.0000 0.0074 -0.0002 -0.0175

020304 1.7069 1.7140 1.6956 1.6993 1.6878 1.7153 1.7382 0.0000 0.0048 -0.0001 -0.0095

020305 1.6993 1.7060 1.6940 1.6944 1.6866 1.7232 1.7382 0.0000 0.0063 0.0000 -0.0023

020306 1.6944 1.6980 1.6799 1.6830 BV 1.6821 -637.50 -1675.00 -6334.71 1.6821 1.7185 1.7382 0.0000 0.0063 0.0000 0.0052

020306 1.6944 1.6980 1.6799 1.6830 BV 1.6821 1.6821 1.7185 1.6554 0.0000 0.0063 0.0000 0.0052

020307 1.6830 1.6835 1.6657 1.6670 1.6714 1.7071 1.6554 0.0000 0.0063 0.0001 0.0101

020308 1.6670 1.6916 1.6680 1.6879 1.6573 1.6926 1.6554 0.0000 0.0063 0.0001 0.0149

020311 1.6879 1.6875 1.6761 1.6792 1.6570 1.7039 1.6554 0.0000 0.0084 0.0002 0.0172

020312 1.6792 1.6858 1.6765 1.6771 1.6592 1.7059 1.6554 0.0000 0.0084 0.0002 0.0192

020313 1.6771 1.6822 1.6720 1.6743 1.6584 1.7053 1.6554 0.0000 0.0084 0.0002 0.0177

020314 1.6743 1.6760 1.6515 1.6545 SP 1.6554 562.50 -1112.50 -5772.21 1.6661 1.6886 1.6554 0.0000 0.0040 0.0002 0.0166

020315 1.6545 1.6601 1.6499 1.6575 1.6404 1.6889 1.6554 0.0000 0.0089 0.0002 0.0231

020318 1.6575 1.6660 1.6575 1.6584 1.6321 1.6801 1.6554 0.0000 0.0089 0.0003 0.0320

020319 1.6584 1.6655 1.6580 1.6589 1.6388 1.6872 1.6554 0.0000 0.0089 0.0004 0.0390

020320 1.6589 1.6675 1.6532 1.6545 1.6521 1.6725 1.6554 0.0000 0.0037 0.0004 0.0460

020321 1.6545 1.6622 1.6525 1.6576 1.6472 1.6753 1.6554 0.0000 0.0052 0.0005 0.0545

020322 1.6576 1.6711 1.6560 1.6672 1.6442 1.6725 1.6554 0.0000 0.0052 0.0006 0.0631

020325 1.6672 1.6690 1.6635 1.6661 1.6496 1.6795 1.6554 0.0000 0.0055 0.0006 0.0696

020326 1.6661 1.6751 1.6612 1.6681 1.6523 1.6824 1.6554 0.0000 0.0055 0.0007 0.0718

020327 1.6681 1.6803 1.6732 1.6777 1.6543 1.6844 1.6554 0.0000 0.0055 0.0006 0.0713

020328 1.6777 1.6866 1.6765 1.6841 1.6639 1.6918 1.6554 0.0000 0.0050 0.0006 0.0679

020329 1.6841 1.6850 1.6785 1.6817 1.6686 1.6966 1.6554 0.0000 0.0050 0.0006 0.0625

020401 1.6817 1.6820 1.6582 1.6615 BV 1.6725 1.6725 1.6923 1.6461 0.0000 0.0036 0.0005 0.0588

020402 1.6615 1.6677 1.6595 1.6642 1.6480 1.6952 1.6461 0.0000 0.0085 0.0005 0.0586

020403 1.6642 1.6655 1.6576 1.6587 1.6418 1.6886 1.6461 0.0000 0.0085 0.0005 0.0567

020404 1.6587 1.6681 1.6520 1.6649 1.6399 1.6866 1.6461 0.0000 0.0085 0.0005 0.0575

020405 1.6649 1.6705 1.6611 1.6644 1.6450 1.6770 1.6461 0.0000 0.0058 0.0005 0.0569

020408 1.6644 1.6771 1.6645 1.6757 1.6507 1.6829 1.6461 0.0000 0.0058 0.0005 0.0515

020409 1.6757 1.6775 1.6643 1.6659 1.6554 1.6878 1.6461 0.0000 0.0058 0.0004 0.0426

020410 1.6659 1.6713 1.6627 1.6668 1.6584 1.6846 1.6461 0.0000 0.0047 0.0003 0.0356

020411 1.6668 1.6700 1.6557 1.6590 1.6545 1.6804 1.6461 0.0000 0.0047 0.0003 0.0278

020412 1.6590 1.6714 1.6598 1.6667 1.6491 1.6773 1.6461 0.0000 0.0052 0.0002 0.0210

020415 1.6667 1.6698 1.6625 1.6670 1.6518 1.6801 1.6461 0.0000 0.0052 0.0001 0.0135

020416 1.6670 1.6710 1.6623 1.6648 1.6521 1.6807 1.6461 0.0000 0.0052 0.0001 0.0085

020417 1.6648 1.6650 1.6520 1.6528 1.6554 1.6784 1.6461 0.0000 0.0042 0.0001 0.0079

020418 1.6528 1.6537 1.6458 1.6480 SP 1.6461 562.50 -550.00 -5209.71 1.6458 1.6714 1.6461 0.0000 0.0047 0.0001 0.0066

020419 1.6480 1.6529 1.6440 1.6445 1.6372 1.6628 1.6461 0.0000 0.0047 0.0001 0.0075

020422 1.6445 1.6551 1.6460 1.6510 1.6359 1.6614 1.6461 0.0000 0.0047 0.0001 0.0087

020423 1.6510 1.6572 1.6473 1.6511 1.6418 1.6598 1.6461 0.0000 0.0033 0.0001 0.0092

020424 1.6511 1.6522 1.6408 1.6435 BV 1.6426 1.6426 1.6622 1.6171 0.0000 0.0036 0.0001 0.0136

020425 1.6435 1.6438 1.6284 1.6292 1.6356 1.6581 1.6171 0.0000 0.0042 0.0002 0.0213

020426 1.6292 1.6350 1.6223 1.6234 1.6215 1.6518 1.6171 0.0000 0.0058 0.0003 0.0308

020429 1.6234 1.6250 1.6175 1.6188 1.6142 1.6445 1.6171 0.0000 0.0058 0.0004 0.0418

020430 1.6188 1.6247 1.6140 1.6140 SP 1.6171 562.50 12.50 -4647.21 1.6072 1.6372 1.6171 0.0000 0.0058 0.0005 0.0547

020501 1.6140 1.6185 1.5957 1.6023 BV 1.6077 1.6077 1.6327 1.5833 0.0000 0.0048 0.0006 0.0680

020502 1.6023 1.6143 1.6005 1.6099 1.5865 1.6319 1.5833 0.0000 0.0088 0.0007 0.0819

020503 1.6099 1.6122 1.5860 1.5880 1.5870 1.6324 1.5833 0.0000 0.0088 0.0008 0.0931

020506 1.5880 1.5944 1.5837 1.5886 1.5760 1.6281 1.5833 0.0000 0.0102 0.0010 0.1065

020507 1.5886 1.6007 1.5825 1.5893 SP 1.5833 562.50 575.00 -4084.71 1.5667 1.6181 1.5833 0.0000 0.0102 0.0011 0.1175

Page 12: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

020508 1.5893 1.6107 1.5886 1.6076 1.5694 1.6210 1.5833 0.0000 0.0102 0.0011 0.1243

020509 1.6076 1.6100 1.5940 1.5983 1.5808 1.6247 1.5833 0.0000 0.0086 0.0011 0.1255

020510 1.5983 1.5990 1.5900 1.5917 1.5830 1.6271 1.5833 0.0000 0.0086 0.0012 0.1300

020513 1.5917 1.5994 1.5870 1.5950 1.5760 1.6197 1.5833 0.0000 0.0086 0.0012 0.1364

020514 1.5950 1.6175 1.5952 1.6148 SV 1.6113 1.5798 1.6113 1.6367 0.0000 0.0062 0.0013 0.1420

020515 1.6148 1.6189 1.5955 1.5968 1.5876 1.6319 1.6367 0.0000 0.0086 0.0013 0.1410

020516 1.5968 1.6023 1.5929 1.5970 1.5873 1.6340 1.6367 0.0000 0.0091 0.0013 0.1394

020517 1.5970 1.5990 1.5781 1.5791 1.5780 1.6239 1.6367 0.0000 0.0091 0.0012 0.1361

020520 1.5791 1.5840 1.5740 1.5753 1.5691 1.6147 1.6367 0.0000 0.0091 0.0012 0.1360

020521 1.5753 1.5862 1.5748 1.5767 1.5615 1.6026 1.6367 0.0000 0.0083 0.0012 0.1372

020522 1.5767 1.5797 1.5659 1.5688 1.5630 1.6041 1.6367 0.0000 0.0083 0.0013 0.1375

020523 1.5688 1.5841 1.5680 1.5779 1.5610 1.5886 1.6367 0.0000 0.0056 0.0012 0.1371

020524 1.5779 1.5900 1.5780 1.5834 1.5623 1.5944 1.6367 0.0000 0.0065 0.0012 0.1327

020527 1.5834 1.5882 1.5800 1.5845 1.5701 1.6023 1.6367 0.0000 0.0065 0.0011 0.1240

020528 1.5845 1.5855 1.5704 1.5733 1.5701 1.6023 1.6367 0.0000 0.0065 0.0011 0.1163

020529 1.5733 1.5775 1.5659 1.5662 1.5647 1.5946 1.6367 0.0000 0.0061 0.0010 0.1119

020530 1.5662 1.5695 1.5551 1.5592 BV 1.5586 -1350.00 -775.00 -5434.71 1.5586 1.5883 1.6367 0.0000 0.0061 0.0010 0.1086

020530 1.5662 1.5695 1.5551 1.5592 BV 1.5586 1.5586 1.5883 1.5356 0.0000 0.0061 0.0010 0.1086

020531 1.5592 1.5781 1.5565 1.5695 1.5492 1.5785 1.5356 0.0000 0.0061 0.0010 0.1052

020603 1.5695 1.5773 1.5624 1.5653 1.5482 1.5911 1.5356 0.0000 0.0088 0.0009 0.0971

020604 1.5653 1.5636 1.5534 1.5619 1.5506 1.5936 1.5356 0.0000 0.0088 0.0008 0.0889

020605 1.5619 1.5746 1.5615 1.5660 1.5394 1.5818 1.5356 0.0000 0.0088 0.0008 0.0857

020606 1.5660 1.5735 1.5554 1.5583 1.5545 1.5840 1.5356 0.0000 0.0060 0.0007 0.0804

020607 1.5583 1.5591 1.5495 1.5564 1.5480 1.5840 1.5356 0.0000 0.0074 0.0007 0.0775

020610 1.5564 1.5655 1.5525 1.5600 1.5382 1.5736 1.5356 0.0000 0.0074 0.0007 0.0767

020611 1.5600 1.5699 1.5555 1.5563 1.5427 1.5783 1.5356 0.0000 0.0074 0.0007 0.0769

020612 1.5563 1.5661 1.5535 1.5649 1.5497 1.5780 1.5356 0.0000 0.0059 0.0007 0.0747

020613 1.5649 1.5710 1.5574 1.5664 1.5468 1.5753 1.5356 0.0000 0.0059 0.0007 0.0755

020614 1.5664 1.5668 1.5500 1.5605 1.5511 1.5798 1.5356 0.0000 0.0059 0.0007 0.0765

020617 1.5605 1.5683 1.5594 1.5631 1.5432 1.5765 1.5356 0.0000 0.0069 0.0007 0.0782

020618 1.5631 1.5640 1.5489 1.5512 1.5485 1.5820 1.5356 0.0000 0.0069 0.0007 0.0737

020619 1.5512 1.5505 1.5375 1.5382 1.5411 1.5743 1.5356 0.0000 0.0069 0.0007 0.0717

020620 1.5382 1.5390 1.5221 1.5267 SP 1.5356 562.50 -212.50 -4872.21 1.5305 1.5601 1.5356 0.0000 0.0062 0.0007 0.0754

020621 1.5267 1.5260 1.5088 1.5124 BV 1.5154 1.5154 1.5487 1.4937 0.0000 0.0072 0.0007 0.0822

020624 1.5124 1.5148 1.4968 1.5124 1.5020 1.5361 1.4937 0.0000 0.0075 0.0008 0.0869

020625 1.5124 1.5190 1.5008 1.5017 1.4899 1.5256 1.4937 0.0000 0.0079 0.0009 0.0939

020626 1.5017 1.4986 1.4767 1.4892 SP 1.4937 562.50 350.00 -4309.71 1.4939 1.5300 1.4937 0.0000 0.0080 0.0009 0.1009

020627 1.4892 1.5001 1.4867 1.4892 1.4686 1.5122 1.4937 0.0000 0.0099 0.0011 0.1168

020628 1.4892 1.4945 1.4736 1.4822 BV 1.4747 1.4747 1.5186 1.4541 0.0000 0.0099 0.0012 0.1314

020701 1.4822 1.4999 1.4753 1.4877 1.4658 1.5092 1.4541 0.0000 0.0099 0.0013 0.1464

020702 1.4877 1.4976 1.4811 1.4897 1.4674 1.5163 1.4541 0.0000 0.0111 0.0015 0.1601

020703 1.4897 1.4973 1.4855 1.4914 1.4693 1.5184 1.4541 0.0000 0.0111 0.0015 0.1692

020704 1.4914 1.5025 1.4935 1.4955 1.4715 1.5207 1.4541 0.0000 0.0111 0.0016 0.1729

020705 1.4955 1.5090 1.4950 1.5067 1.4843 1.5177 1.4541 0.0000 0.0074 0.0016 0.1719

020708 1.5067 1.5070 1.4868 1.4878 1.4905 1.5184 1.4541 0.0000 0.0062 0.0015 0.1692

020709 1.4878 1.4890 1.4788 1.4816 1.4804 1.5207 1.4541 0.0000 0.0090 0.0015 0.1704

020710 1.4816 1.4930 1.4785 1.4881 1.4678 1.5074 1.4541 0.0000 0.0090 0.0016 0.1767

020711 1.4881 1.4917 1.4772 1.4791 1.4697 1.5092 1.4541 0.0000 0.0090 0.0016 0.1772

020712 1.4791 1.4885 1.4800 1.4835 1.4728 1.5015 1.4541 0.0000 0.0066 0.0016 0.1770

020715 1.4835 1.4832 1.4538 1.4578 SP 1.4541 562.50 912.50 -3747.21 1.4725 1.5013 1.4541 0.0000 0.0066 0.0016 0.1772

020716 1.4578 1.4640 1.4450 1.4556 1.4449 1.5035 1.4541 0.0000 0.0136 0.0016 0.1798

020717 1.4556 1.4595 1.4443 1.4520 1.4316 1.4890 1.4541 0.0000 0.0136 0.0017 0.1853

020718 1.4520 1.4582 1.4498 1.4505 1.4292 1.4865 1.4541 0.0000 0.0136 0.0017 0.1918

020719 1.4505 1.4492 1.4367 1.4417 BV 1.4391 1.4391 1.4767 1.4194 0.0000 0.0090 0.0018 0.1936

020722 1.4417 1.4489 1.4390 1.4460 1.4310 1.4609 1.4194 0.0000 0.0072 0.0018 0.1961

020723 1.4460 1.4779 1.4420 1.4740 SV 1.4588 -625.00 287.50 -4372.21 1.4341 1.4588 1.4194 0.0000 0.0060 0.0018 0.1943

020723 1.4460 1.4779 1.4420 1.4740 SV 1.4588 1.4341 1.4588 1.4795 0.0000 0.0060 0.0018 0.1943

020724 1.4740 1.4719 1.4485 1.4529 1.4312 1.5029 1.4795 0.0000 0.0168 0.0016 0.1805

020725 1.4529 1.4597 1.4417 1.4442 1.4312 1.5029 1.4795 0.0000 0.0168 0.0015 0.1687

020726 1.4442 1.4707 1.4370 1.4657 1.4217 1.4923 1.4795 0.0000 0.0168 0.0014 0.1562

020729 1.4657 1.4906 1.4663 1.4861 BP 1.4795 562.50 850.00 -3809.71 1.4255 1.4928 1.4795 0.0000 0.0159 0.0013 0.1403

020730 1.4861 1.4920 1.4725 1.4818 1.4484 1.5179 1.4795 0.0000 0.0159 0.0011 0.1177

020731 1.4818 1.4905 1.4772 1.4879 1.4516 1.5214 1.4795 0.0000 0.0159 0.0009 0.0978

020801 1.4879 1.4923 1.4684 1.4736 1.4618 1.5106 1.4795 0.0000 0.0111 0.0007 0.0805

020802 1.4736 1.4763 1.4625 1.4707 1.4586 1.5060 1.4795 0.0000 0.0109 0.0006 0.0681

020805 1.4707 1.4763 1.4692 1.4724 1.4478 1.4945 1.4795 0.0000 0.0109 0.0005 0.0583

020806 1.4724 1.5146 1.4824 1.5100 SV 1.4979 1.4510 1.4979 1.5198 0.0000 0.0109 0.0005 0.0537

020807 1.5100 1.5112 1.4936 1.4967 1.4682 1.5321 1.5198 0.0000 0.0143 0.0003 0.0364

020808 1.4967 1.5167 1.4920 1.5146 1.4717 1.5359 1.5198 0.0000 0.0143 0.0002 0.0233

020809 1.5146 1.5150 1.4985 1.5035 1.4730 1.5373 1.5198 0.0000 0.0143 0.0001 0.0065

020812 1.5035 1.5047 1.4917 1.4944 1.4824 1.5314 1.5198 0.0000 0.0109 -0.0001 -0.0098

020813 1.4944 1.5004 1.4873 1.4894 1.4738 1.5223 1.5198 0.0000 0.0109 -0.0002 -0.0233

020814 1.4894 1.4955 1.4754 1.4952 BV 1.4773 -618.75 231.25 -4428.46 1.4773 1.5094 1.5198 0.0000 0.0073 -0.0003 -0.0372

020814 1.4894 1.4955 1.4754 1.4952 BV 1.4773 1.4773 1.5094 1.4567 0.0000 0.0073 -0.0003 -0.0372

020815 1.4952 1.5009 1.4861 1.4890 1.4648 1.5044 1.4567 0.0000 0.0091 -0.0005 -0.0524

020816 1.4890 1.4952 1.4845 1.4904 1.4723 1.5124 1.4567 0.0000 0.0091 -0.0006 -0.0654

020819 1.4904 1.5054 1.4857 1.5029 1.4686 1.5085 1.4567 0.0000 0.0091 -0.0007 -0.0735

020820 1.5029 1.5095 1.4957 1.5002 1.4747 1.5135 1.4567 0.0000 0.0088 -0.0008 -0.0857

020821 1.5002 1.5062 1.4915 1.4990 1.4813 1.5205 1.4567 0.0000 0.0088 -0.0009 -0.0975

020822 1.4990 1.5221 1.4967 1.5180 SV 1.5165 -1131.25 -900.00 -5559.71 1.4773 1.5165 1.4567 0.0000 0.0088 -0.0010 -0.1081

020822 1.4990 1.5221 1.4967 1.5180 SV 1.5165 1.4773 1.5165 1.5389 0.0000 0.0088 -0.0010 -0.1081

020823 1.5180 1.5240 1.5116 1.5148 1.4817 1.5319 1.5389 0.0000 0.0111 -0.0011 -0.1155

020826 1.5148 1.5201 1.5105 1.5128 1.4899 1.5406 1.5389 0.0000 0.0111 -0.0011 -0.1191

020827 1.5128 1.5168 1.4900 1.4925 1.4874 1.5380 1.5389 0.0000 0.0111 -0.0011 -0.1190

020828 1.4925 1.5015 1.4914 1.4997 1.4743 1.5272 1.5389 0.0000 0.0119 -0.0010 -0.1123

020829 1.4997 1.5029 1.4897 1.4966 1.4680 1.5205 1.5389 0.0000 0.0119 -0.0009 -0.0992

020830 1.4966 1.5022 1.4890 1.5000 1.4682 1.5207 1.5389 0.0000 0.0119 -0.0008 -0.0850

020902 1.5000 1.5030 1.4917 1.4950 1.4817 1.5076 1.5389 0.0000 0.0059 -0.0007 -0.0778

020903 1.4950 1.4967 1.4708 1.4723 BV 1.4835 -956.25 -1856.25 -6515.96 1.4835 1.5097 1.5389 0.0000 0.0059 -0.0006 -0.0668

020903 1.4950 1.4967 1.4708 1.4723 BV 1.4835 1.4835 1.5097 1.4626 0.0000 0.0059 -0.0006 -0.0668

020904 1.4723 1.4784 1.4665 1.4771 1.4573 1.5085 1.4626 0.0000 0.0118 -0.0004 -0.0448

020905 1.4771 1.4769 1.4610 1.4706 SP 1.4626 562.50 -1293.75 -5953.46 1.4470 1.4975 1.4626 0.0000 0.0118 -0.0002 -0.0235

020906 1.4706 1.4863 1.4657 1.4858 1.4440 1.4943 1.4626 0.0000 0.0118 -0.0001 -0.0094

020909 1.4858 1.4918 1.4821 1.4902 1.4558 1.4966 1.4626 0.0000 0.0095 0.0000 0.0002

020910 1.4902 1.5027 1.4826 1.4971 1.4667 1.5081 1.4626 0.0000 0.0095 0.0000 0.0053

020911 1.4971 1.5100 1.4950 1.5026 1.4723 1.5140 1.4626 0.0000 0.0095 0.0001 0.0110

020912 1.5026 1.5054 1.4968 1.4973 1.4830 1.5232 1.4626 0.0000 0.0090 0.0002 0.0175

020913 1.4973 1.5124 1.4885 1.5091 1.4817 1.5221 1.4626 0.0000 0.0090 0.0002 0.0247

020916 1.5091 1.5180 1.5080 1.5125 1.4775 1.5249 1.4626 0.0000 0.0106 0.0002 0.0197

020917 1.5125 1.5306 1.5125 1.5148 1.4896 1.5378 1.4626 0.0000 0.0106 0.0001 0.0120

020918 1.5148 1.5165 1.4969 1.5040 BV 1.4975 1.4975 1.5463 1.4762 0.0000 0.0106 0.0000 -0.0005

020919 1.5040 1.5032 1.4841 1.4858 1.4874 1.5263 1.4762 0.0000 0.0086 -0.0001 -0.0070

020920 1.4858 1.4980 1.4810 1.4938 1.4747 1.5129 1.4762 0.0000 0.0086 0.0000 -0.0048

020923 1.4938 1.5017 1.4845 1.4968 1.4708 1.5088 1.4762 0.0000 0.0086 0.0000 -0.0010

020924 1.4968 1.5017 1.4867 1.4918 1.4745 1.5122 1.4762 0.0000 0.0086 0.0000 0.0030

020925 1.4918 1.5020 1.4860 1.4996 1.4773 1.5115 1.4762 0.0000 0.0077 0.0001 0.0062

020926 1.4996 1.5078 1.4930 1.5004 1.4773 1.5113 1.4762 0.0000 0.0077 0.0001 0.0093

020927 1.5004 1.5042 1.4948 1.4962 1.4848 1.5165 1.4762 0.0000 0.0072 0.0001 0.0078

020930 1.4962 1.4938 1.4709 1.4758 SP 1.4762 562.50 -731.25 -5390.96 1.4837 1.5156 1.4762 0.0000 0.0072 0.0001 0.0057

021001 1.4758 1.4872 1.4730 1.4833 1.4603 1.5056 1.4762 0.0000 0.0104 0.0001 0.0112

021002 1.4833 1.4911 1.4791 1.4820 1.4579 1.5033 1.4762 0.0000 0.0104 0.0001 0.0107

021003 1.4820 1.4823 1.4729 1.4799 1.4628 1.5083 1.4762 0.0000 0.0104 0.0001 0.0066

021004 1.4799 1.4953 1.4769 1.4918 SV 1.4919 1.4637 1.4919 1.5135 0.0000 0.0065 0.0000 0.0046

021007 1.4918 1.4946 1.4870 1.4890 1.4682 1.5047 1.5135 0.0000 0.0083 0.0000 0.0037

021008 1.4890 1.5023 1.4860 1.5004 1.4728 1.5094 1.5135 0.0000 0.0083 0.0000 0.0026

Page 13: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

021009 1.5004 1.5010 1.4773 1.4786 1.4760 1.5126 1.5135 0.0000 0.0083 0.0000 -0.0005

021010 1.4786 1.4859 1.4747 1.4842 1.4661 1.5129 1.5135 0.0000 0.0107 0.0000 0.0000

021011 1.4842 1.4889 1.4817 1.4837 1.4575 1.5040 1.5135 0.0000 0.0107 0.0000 0.0019

021014 1.4837 1.4836 1.4780 1.4817 1.4624 1.5092 1.5135 0.0000 0.0107 0.0001 0.0088

021015 1.4817 1.4987 1.4797 1.4966 1.4699 1.4921 1.5135 0.0000 0.0051 0.0002 0.0196

021016 1.4966 1.4996 1.4916 1.4938 1.4710 1.5088 1.5135 0.0000 0.0086 0.0003 0.0284

021017 1.4938 1.5149 1.4950 1.5116 BP 1.5135 562.50 -168.75 -4828.46 1.4775 1.5154 1.5135 0.0000 0.0086 0.0003 0.0328

021018 1.5116 1.5145 1.5079 1.5127 1.4861 1.5256 1.5135 0.0000 0.0088 0.0003 0.0297

021021 1.5127 1.5173 1.5059 1.5098 1.4921 1.5319 1.5135 0.0000 0.0088 0.0002 0.0231

021022 1.5098 1.5128 1.4973 1.5000 1.4923 1.5321 1.5135 0.0000 0.0088 0.0001 0.0139

021023 1.5000 1.5051 1.4976 1.5036 1.4899 1.5207 1.5135 0.0000 0.0068 0.0001 0.0087

021024 1.5036 1.5097 1.5004 1.5018 1.4863 1.5168 1.5135 0.0000 0.0068 0.0000 0.0028

021025 1.5018 1.5031 1.4968 1.5016 1.4896 1.5205 1.5135 0.0000 0.0068 -0.0001 -0.0075

021028 1.5016 1.5088 1.4864 1.4889 BV 1.4908 1.4908 1.5090 1.4697 0.0000 0.0041 -0.0002 -0.0193

021029 1.4889 1.4910 1.4840 1.4864 1.4751 1.5195 1.4697 0.0000 0.0100 -0.0002 -0.0242

021030 1.4864 1.4921 1.4863 1.4879 1.4654 1.5092 1.4697 0.0000 0.0100 -0.0002 -0.0210

021031 1.4879 1.4890 1.4754 1.4793 1.4671 1.5110 1.4697 0.0000 0.0100 -0.0002 -0.0185

021101 1.4793 1.4788 1.4620 1.4663 SP 1.4697 562.50 393.75 -4265.96 1.4686 1.4957 1.4697 0.0000 0.0062 -0.0001 -0.0145

021104 1.4663 1.4735 1.4655 1.4670 1.4539 1.4870 1.4697 0.0000 0.0078 -0.0001 -0.0060

021105 1.4670 1.4676 1.4535 1.4635 1.4531 1.4863 1.4697 0.0000 0.0078 0.0000 0.0010

021106 1.4635 1.4720 1.4555 1.4575 1.4445 1.4773 1.4697 0.0000 0.0078 0.0001 0.0082

021107 1.4575 1.4648 1.4493 1.4502 1.4478 1.4804 1.4697 0.0000 0.0077 0.0001 0.0151

021108 1.4502 1.4535 1.4412 1.4437 BV 1.4415 1.4415 1.4738 1.4219 0.0000 0.0077 0.0003 0.0308

021111 1.4437 1.4493 1.4384 1.4482 1.4323 1.4643 1.4219 0.0000 0.0077 0.0004 0.0487

021112 1.4482 1.4528 1.4432 1.4456 1.4298 1.4601 1.4219 0.0000 0.0073 0.0006 0.0647

021113 1.4456 1.4591 1.4438 1.4571 1.4368 1.4613 1.4219 0.0000 0.0059 0.0007 0.0813

021114 1.4571 1.4622 1.4507 1.4581 1.4378 1.4682 1.4219 0.0000 0.0073 0.0008 0.0907

021115 1.4581 1.4646 1.4511 1.4526 1.4428 1.4734 1.4219 0.0000 0.0073 0.0009 0.0969

021118 1.4526 1.4590 1.4485 1.4549 1.4443 1.4749 1.4219 0.0000 0.0073 0.0009 0.1002

021119 1.4549 1.4674 1.4470 1.4638 1.4420 1.4686 1.4219 0.0000 0.0064 0.0010 0.1073

021120 1.4638 1.4685 1.4614 1.4665 1.4395 1.4799 1.4219 0.0000 0.0096 0.0010 0.1131

021121 1.4665 1.4723 1.4630 1.4682 1.4472 1.4881 1.4219 0.0000 0.0096 0.0010 0.1147

021122 1.4682 1.4786 1.4649 1.4768 1.4497 1.4908 1.4219 0.0000 0.0096 0.0011 0.1164

021125 1.4768 1.4912 1.4770 1.4871 SV 1.4870 -1362.50 -968.75 -5628.46 1.4599 1.4870 1.4219 0.0000 0.0063 0.0010 0.1114

021125 1.4768 1.4912 1.4770 1.4871 SV 1.4870 1.4599 1.4870 1.5085 0.0000 0.0063 0.0010 0.1114

021126 1.4871 1.4899 1.4818 1.4855 1.4715 1.4997 1.5085 0.0000 0.0064 0.0009 0.1002

021127 1.4855 1.4930 1.4816 1.4895 1.4730 1.5013 1.5085 0.0000 0.0064 0.0008 0.0838

021128 1.4895 1.4900 1.4818 1.4828 1.4743 1.5024 1.5085 0.0000 0.0064 0.0006 0.0643

021129 1.4828 1.4874 1.4820 1.4843 1.4751 1.4977 1.5085 0.0000 0.0052 0.0004 0.0456

021202 1.4843 1.4983 1.4736 1.4762 BV 1.4738 -412.50 -1381.25 -6040.96 1.4738 1.4963 1.5085 0.0000 0.0052 0.0003 0.0292

021202 1.4843 1.4983 1.4736 1.4762 BE 1.4738 1.4738 1.4963 1.4533 0.0000 0.0052 0.0003 0.0292

021203 1.4762 1.4790 1.4723 1.4782 1.4622 1.5110 1.4533 0.0000 0.0112 0.0001 0.0135

021204 1.4782 1.4775 1.4672 1.4728 1.4518 1.5002 1.4533 0.0000 0.0112 0.0000 -0.0011

021205 1.4728 1.4762 1.4704 1.4710 1.4484 1.4963 1.4533 0.0000 0.0112 -0.0001 -0.0137

021206 1.4710 1.4712 1.4528 1.4579 SP 1.4533 562.50 -818.75 -5478.46 1.4628 1.4832 1.4533 0.0000 0.0048 -0.0002 -0.0248

021209 1.4579 1.4638 1.4538 1.4585 1.4434 1.4799 1.4533 0.0000 0.0086 -0.0003 -0.0290

021210 1.4585 1.4631 1.4534 1.4598 1.4403 1.4765 1.4533 0.0000 0.0086 -0.0003 -0.0339

021211 1.4598 1.4647 1.4588 1.4618 1.4397 1.4758 1.4533 0.0000 0.0086 -0.0003 -0.0366

021212 1.4618 1.4631 1.4475 1.4498 BV 1.4516 1.4516 1.4715 1.4316 0.0000 0.0047 -0.0003 -0.0362

021213 1.4498 1.4518 1.4392 1.4443 1.4395 1.4704 1.4316 0.0000 0.0074 -0.0003 -0.0327

021216 1.4443 1.4480 1.4410 1.4427 1.4300 1.4605 1.4316 0.0000 0.0074 -0.0002 -0.0235

021217 1.4427 1.4445 1.4251 1.4273 SP 1.4316 562.50 -256.25 -4915.96 1.4292 1.4596 1.4316 0.0000 0.0074 -0.0001 -0.0143

021218 1.4273 1.4328 1.4237 1.4258 1.4158 1.4543 1.4316 0.0000 0.0094 0.0000 0.0018

021219 1.4258 1.4284 1.4219 1.4231 1.4098 1.4480 1.4316 0.0000 0.0094 0.0002 0.0227

021220 1.4231 1.4283 1.4222 1.4239 1.4073 1.4453 1.4316 0.0000 0.0094 0.0004 0.0446

021223 1.4239 1.4260 1.4135 1.4197 BV 1.4168 1.4168 1.4349 1.3978 0.0000 0.0045 0.0006 0.0649

021224 1.4197 1.4200 1.4054 1.4084 1.4085 1.4333 1.3978 0.0000 0.0062 0.0008 0.0842

021225 1.4084 1.4091 1.4049 1.4060 1.3998 1.4288 1.3978 0.0000 0.0073 0.0009 0.1043

021226 1.4060 1.4071 1.4009 1.4013 1.3945 1.4233 1.3978 0.0000 0.0073 0.0011 0.1254

021227 1.4013 1.4039 1.3894 1.3905 SP 1.3978 562.50 306.25 -4353.46 1.3920 1.4207 1.3978 0.0000 0.0073 0.0013 0.1473

021230 1.3905 1.3963 1.3863 1.3867 1.3848 1.4136 1.3978 0.0000 0.0074 0.0015 0.1690

021231 1.3867 1.3926 1.3816 1.3818 1.3799 1.4085 1.3978 0.0000 0.0074 0.0017 0.1884

030101 1.3818 1.3926 1.3816 1.3818 1.3759 1.4043 1.3978 0.0000 0.0074 0.0019 0.2065

030102 1.3818 1.4054 1.3818 1.4016 SV 1.4006 1.3785 1.4006 1.4196 0.0000 0.0057 0.0020 0.2198

030103 1.4016 1.4064 1.3943 1.3986 1.3755 1.4227 1.4196 0.0000 0.0122 0.0020 0.2214

030106 1.3986 1.3986 1.3878 1.3919 1.3822 1.4296 1.4196 0.0000 0.0122 0.0020 0.2186

030107 1.3919 1.4026 1.3920 1.4002 1.3751 1.4221 1.4196 0.0000 0.0122 0.0020 0.2153

030108 1.4002 1.4086 1.3819 1.3889 BV 1.3879 -443.75 -137.50 -4797.21 1.3879 1.4118 1.4196 0.0000 0.0062 0.0019 0.2082

030108 1.4002 1.4086 1.3819 1.3889 BV 1.3879 1.3879 1.4118 1.3697 0.0000 0.0062 0.0019 0.2082

030109 1.3889 1.3892 1.3836 1.3916 1.3744 1.4276 1.3697 0.0000 0.0137 0.0018 0.2009

030110 1.3916 1.3942 1.3781 1.3790 1.3657 1.4182 1.3697 0.0000 0.0137 0.0018 0.1938

030113 1.3790 1.3881 1.3788 1.3856 1.3652 1.4178 1.3697 0.0000 0.0137 0.0017 0.1882

030114 1.3856 1.3867 1.3791 1.3843 1.3706 1.4025 1.3697 0.0000 0.0084 0.0016 0.1813

030115 1.3843 1.3932 1.3802 1.3852 1.3699 1.4017 1.3697 0.0000 0.0084 0.0016 0.1722

030116 1.3852 1.3960 1.3722 1.3745 1.3761 1.4017 1.3697 0.0000 0.0068 0.0015 0.1640

030117 1.3745 1.3760 1.3660 1.3690 SP 1.3697 562.50 425.00 -4234.71 1.3644 1.4118 1.3697 0.0000 0.0124 0.0014 0.1567

030120 1.3690 1.3740 1.3675 1.3680 1.3517 1.3982 1.3697 0.0000 0.0124 0.0014 0.1515

030121 1.3680 1.3742 1.3606 1.3636 1.3512 1.3976 1.3697 0.0000 0.0124 0.0013 0.1427

030122 1.3636 1.3686 1.3612 1.3647 1.3557 1.3827 1.3697 0.0000 0.0073 0.0012 0.1361

030123 1.3647 1.3668 1.3571 1.3611 1.3534 1.3803 1.3697 0.0000 0.0073 0.0012 0.1309

030124 1.3611 1.3640 1.3508 1.3517 1.3503 1.3772 1.3697 0.0000 0.0073 0.0011 0.1251

030127 1.3517 1.3609 1.3495 1.3530 1.3461 1.3723 1.3697 0.0000 0.0072 0.0011 0.1245

030128 1.3530 1.3624 1.3526 1.3582 1.3439 1.3701 1.3697 0.0000 0.0072 0.0011 0.1240

030129 1.3582 1.3604 1.3477 1.3567 1.3461 1.3723 1.3697 0.0000 0.0072 0.0011 0.1210

030130 1.3567 1.3696 1.3544 1.3569 SV 1.3682 1.3430 1.3682 1.3864 0.0000 0.0069 0.0011 0.1171

030131 1.3569 1.3701 1.3543 1.3647 1.3486 1.3789 1.3864 0.0000 0.0082 0.0010 0.1108

030203 1.3647 1.3737 1.3611 1.3631 1.3483 1.3797 1.3864 0.0000 0.0085 0.0010 0.1052

030204 1.3631 1.3621 1.3437 1.3477 BV 1.3534 -537.50 -112.50 -4772.21 1.3534 1.3848 1.3864 0.0000 0.0085 0.0009 0.0988

030204 1.3631 1.3621 1.3437 1.3477 BV 1.3534 1.3534 1.3848 1.3360 0.0000 0.0085 0.0009 0.0988

030205 1.3477 1.3670 1.3409 1.3583 1.3365 1.3732 1.3360 0.0000 0.0101 0.0009 0.0992

030206 1.3583 1.3615 1.3485 1.3540 1.3310 1.3829 1.3360 0.0000 0.0142 0.0009 0.0999

030207 1.3540 1.3666 1.3525 1.3542 1.3321 1.3841 1.3360 0.0000 0.0142 0.0009 0.1018

030210 1.3542 1.3668 1.3544 1.3640 1.3365 1.3889 1.3360 0.0000 0.0142 0.0009 0.1032

030211 1.3640 1.3751 1.3633 1.3678 1.3481 1.3761 1.3360 0.0000 0.0076 0.0009 0.1021

030212 1.3678 1.3728 1.3622 1.3704 1.3565 1.3848 1.3360 0.0000 0.0076 0.0008 0.0921

030213 1.3704 1.3719 1.3520 1.3542 1.3561 1.3810 1.3360 0.0000 0.0067 0.0007 0.0799

030214 1.3542 1.3662 1.3527 1.3647 1.3439 1.3833 1.3360 0.0000 0.0107 0.0007 0.0738

030217 1.3647 1.3792 1.3613 1.3702 1.3412 1.3806 1.3360 0.0000 0.0107 0.0006 0.0633

030218 1.3702 1.3794 1.3656 1.3775 1.3515 1.3914 1.3360 0.0000 0.0107 0.0005 0.0501

030219 1.3775 1.3784 1.3659 1.3674 1.3556 1.3912 1.3360 0.0000 0.0095 0.0003 0.0367

030220 1.3674 1.3685 1.3551 1.3563 1.3550 1.3906 1.3360 0.0000 0.0095 0.0002 0.0264

030221 1.3563 1.3673 1.3524 1.3654 1.3488 1.3757 1.3360 0.0000 0.0073 0.0002 0.0201

030224 1.3654 1.3734 1.3551 1.3572 1.3454 1.3749 1.3360 0.0000 0.0081 0.0001 0.0126

030225 1.3572 1.3614 1.3493 1.3562 1.3464 1.3826 1.3360 0.0000 0.0098 0.0000 0.0031

030226 1.3562 1.3620 1.3528 1.3544 1.3376 1.3734 1.3360 0.0000 0.0098 0.0000 -0.0020

030227 1.3544 1.3647 1.3503 1.3578 1.3396 1.3755 1.3360 0.0000 0.0098 0.0000 -0.0035

030228 1.3578 1.3627 1.3508 1.3571 1.3434 1.3717 1.3360 0.0000 0.0078 -0.0001 -0.0056

030303 1.3571 1.3577 1.3375 1.3393 1.3425 1.3710 1.3360 0.0000 0.0078 -0.0001 -0.0062

030304 1.3393 1.3406 1.3341 1.3401 SP 1.3360 562.50 450.00 -4209.71 1.3278 1.3678 1.3360 0.0000 0.0111 0.0000 -0.0010

030305 1.3401 1.3395 1.3263 1.3290 1.3180 1.3574 1.3360 0.0000 0.0111 0.0001 0.0079

030306 1.3290 1.3370 1.3284 1.3341 1.3141 1.3532 1.3360 0.0000 0.0111 0.0002 0.0221

030307 1.3341 1.3394 1.3241 1.3344 1.3201 1.3464 1.3360 0.0000 0.0074 0.0003 0.0352

030310 1.3344 1.3361 1.3238 1.3268 1.3173 1.3477 1.3360 0.0000 0.0086 0.0004 0.0463

030311 1.3268 1.3324 1.3231 1.3298 1.3158 1.3461 1.3360 0.0000 0.0086 0.0005 0.0596

030312 1.3298 1.3365 1.3265 1.3349 1.3139 1.3441 1.3360 0.0000 0.0086 0.0006 0.0697

Page 14: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

030313 1.3349 1.3592 1.3347 1.3580 SV 1.3448 1.3203 1.3448 1.3624 0.0000 0.0070 0.0007 0.0755

030314 1.3580 1.3750 1.3567 1.3659 BP 1.3624 562.50 1012.50 -3647.21 1.3247 1.3732 1.3624 0.0000 0.0135 0.0006 0.0709

030317 1.3659 1.3870 1.3525 1.3800 1.3428 1.3930 1.3624 0.0000 0.0135 0.0006 0.0660

030318 1.3800 1.3939 1.3781 1.3833 1.3380 1.4067 1.3624 0.0000 0.0184 0.0005 0.0565

030319 1.3833 1.3940 1.3610 1.3930 1.3532 1.4235 1.3624 0.0000 0.0184 0.0004 0.0427

030320 1.3930 1.3968 1.3784 1.3889 1.3446 1.4138 1.3624 0.0000 0.0184 0.0003 0.0295

030321 1.3889 1.4056 1.3866 1.4015 1.3556 1.4219 1.3624 0.0000 0.0174 0.0001 0.0130

030324 1.4015 1.3947 1.3804 1.3848 1.3630 1.4300 1.3624 0.0000 0.0174 -0.0001 -0.0102

030325 1.3848 1.3850 1.3735 1.3826 1.3687 1.4059 1.3624 0.0000 0.0097 -0.0003 -0.0276

030326 1.3826 1.3885 1.3770 1.3820 1.3604 1.3970 1.3624 0.0000 0.0097 -0.0003 -0.0375

030327 1.3820 1.3856 1.3771 1.3832 1.3682 1.3963 1.3624 0.0000 0.0074 -0.0004 -0.0485

030328 1.3832 1.3852 1.3653 1.3698 BV 1.3693 1.3693 1.3922 1.3515 0.0000 0.0060 -0.0006 -0.0628

030331 1.3698 1.3694 1.3502 1.3517 SP 1.3515 562.50 1575.00 -3084.71 1.3543 1.3937 1.3515 0.0000 0.0105 -0.0007 -0.0749

030401 1.3517 1.3592 1.3493 1.3540 1.3392 1.3778 1.3515 0.0000 0.0105 -0.0007 -0.0782

030402 1.3540 1.3814 1.3485 1.3794 SV 1.3721 1.3340 1.3721 1.3904 0.0000 0.0105 -0.0007 -0.0757

030403 1.3794 1.3901 1.3754 1.3825 1.3305 1.3953 1.3904 0.0000 0.0177 -0.0007 -0.0810

030404 1.3825 1.3915 1.3765 1.3854 BP 1.3904 562.50 2137.50 -2522.21 1.3472 1.4138 1.3904 0.0000 0.0177 -0.0008 -0.0917

030407 1.3854 1.4080 1.3917 1.3929 1.3481 1.4148 1.3904 0.0000 0.0177 -0.0009 -0.0996

030408 1.3929 1.3960 1.3850 1.3864 1.3822 1.4142 1.3904 0.0000 0.0083 -0.0010 -0.1124

030409 1.3864 1.3929 1.3783 1.3830 1.3729 1.4047 1.3904 0.0000 0.0083 -0.0011 -0.1209

030410 1.3830 1.3883 1.3767 1.3862 1.3680 1.3996 1.3904 0.0000 0.0083 -0.0011 -0.1263

030411 1.3862 1.4008 1.3860 1.3925 SV 1.3953 1.3665 1.3953 1.4142 0.0000 0.0076 -0.0011 -0.1245

030414 1.3925 1.3971 1.3840 1.3886 1.3770 1.4063 1.4142 0.0000 0.0076 -0.0011 -0.1223

030415 1.3886 1.3978 1.3882 1.3900 1.3744 1.4035 1.4142 0.0000 0.0076 -0.0010 -0.1136

030416 1.3900 1.3941 1.3694 1.3708 BV 1.3770 -631.25 1506.25 -3153.46 1.3770 1.4063 1.4142 0.0000 0.0076 -0.0010 -0.1048

030416 1.3900 1.3941 1.3694 1.3708 BV 1.3770 1.3770 1.4063 1.3591 0.0000 0.0076 -0.0010 -0.1048

030417 1.3708 1.3815 1.3640 1.3806 1.3556 1.4043 1.3591 0.0000 0.0129 -0.0008 -0.0878

030418 1.3806 1.3819 1.3784 1.3812 1.3473 1.3957 1.3591 0.0000 0.0129 -0.0006 -0.0664

030421 1.3812 1.3935 1.3785 1.3890 1.3550 1.4039 1.3591 0.0000 0.0129 -0.0004 -0.0454

030422 1.3890 1.3903 1.3685 1.3710 1.3680 1.4033 1.3591 0.0000 0.0093 -0.0003 -0.0275

030423 1.3710 1.3793 1.3700 1.3730 1.3578 1.4010 1.3591 0.0000 0.0115 -0.0001 -0.0122

030424 1.3730 1.3760 1.3570 1.3615 SP 1.3591 562.50 2068.75 -2590.96 1.3535 1.3965 1.3591 0.0000 0.0115 0.0000 -0.0021

030425 1.3615 1.3710 1.3590 1.3630 1.3457 1.3881 1.3591 0.0000 0.0115 0.0001 0.0089

030428 1.3630 1.3723 1.3572 1.3711 1.3468 1.3843 1.3591 0.0000 0.0102 0.0001 0.0143

030429 1.3711 1.3783 1.3609 1.3622 1.3466 1.3841 1.3591 0.0000 0.0102 0.0002 0.0191

030430 1.3622 1.3632 1.3531 1.3550 1.3528 1.3873 1.3591 0.0000 0.0093 0.0002 0.0208

030501 1.3550 1.3591 1.3379 1.3453 BV 1.3417 1.3417 1.3757 1.3247 0.0000 0.0093 0.0002 0.0218

030502 1.3453 1.3508 1.3390 1.3442 1.3284 1.3704 1.3247 0.0000 0.0117 0.0003 0.0309

030505 1.3442 1.3493 1.3414 1.3425 1.3252 1.3671 1.3247 0.0000 0.0117 0.0004 0.0428

030506 1.3425 1.3440 1.3221 1.3244 SP 1.3247 562.50 2631.25 -2028.46 1.3259 1.3676 1.3247 0.0000 0.0117 0.0005 0.0527

030507 1.3244 1.3311 1.3210 1.3220 1.3130 1.3565 1.3247 0.0000 0.0123 0.0006 0.0680

030508 1.3220 1.3299 1.3098 1.3130 1.3067 1.3497 1.3247 0.0000 0.0123 0.0008 0.0882

030509 1.3130 1.3184 1.3083 1.3130 1.3012 1.3439 1.3247 0.0000 0.0123 0.0011 0.1177

030512 1.3130 1.3130 1.3010 1.3120 1.2968 1.3364 1.3247 0.0000 0.0115 0.0014 0.1492

030513 1.3120 1.3199 1.3101 1.3143 1.2910 1.3303 1.3247 0.0000 0.0115 0.0016 0.1743

030514 1.3143 1.3218 1.3116 1.3147 1.3053 1.3294 1.3247 0.0000 0.0070 0.0017 0.1884

030515 1.3147 1.3262 1.3157 1.3239 1.3070 1.3314 1.3247 0.0000 0.0070 0.0018 0.1989

030516 1.3239 1.3258 1.3050 1.3076 BV 1.3127 1.3127 1.3335 1.2963 0.0000 0.0060 0.0018 0.1984

030519 1.3076 1.3020 1.2890 1.2969 SP 1.2963 562.50 3193.75 -1465.96 1.2990 1.3407 1.2963 0.0000 0.0120 0.0019 0.2036

030520 1.2969 1.3038 1.2903 1.2909 1.2799 1.3203 1.2963 0.0000 0.0120 0.0020 0.2162

030521 1.2909 1.2983 1.2862 1.2962 1.2817 1.3221 1.2963 0.0000 0.0120 0.0021 0.2268

030522 1.2962 1.3022 1.2893 1.2948 1.2821 1.3087 1.2963 0.0000 0.0080 0.0021 0.2309

030523 1.2948 1.3030 1.2869 1.2904 1.2855 1.3123 1.2963 0.0000 0.0080 0.0021 0.2322

030526 1.2904 1.2925 1.2875 1.2885 1.2827 1.3148 1.2963 0.0000 0.0096 0.0021 0.2304

030527 1.2885 1.2915 1.2783 1.2864 1.2780 1.3098 1.2963 0.0000 0.0096 0.0021 0.2335

030528 1.2864 1.3019 1.2853 1.2957 1.2731 1.3046 1.2963 0.0000 0.0096 0.0022 0.2369

030529 1.2957 1.3069 1.2838 1.2867 1.2811 1.3141 1.2963 0.0000 0.0099 0.0021 0.2304

030530 1.2867 1.3034 1.2830 1.2980 1.2776 1.3238 1.2963 0.0000 0.0138 0.0020 0.2191

030602 1.2980 1.3105 1.2942 1.2996 1.2753 1.3212 1.2963 0.0000 0.0138 0.0019 0.2082

030603 1.2996 1.3144 1.2986 1.3092 1.2839 1.3305 1.2963 0.0000 0.0138 0.0017 0.1924

030604 1.3092 1.3150 1.3081 1.3144 1.2897 1.3312 1.2963 0.0000 0.0122 0.0016 0.1757

030605 1.3144 1.3218 1.2956 1.3000 BV 1.2979 1.2979 1.3307 1.2819 0.0000 0.0096 0.0014 0.1549

030606 1.3000 1.3250 1.2987 1.3203 1.2865 1.3387 1.2819 0.0000 0.0153 0.0012 0.1343

030609 1.3203 1.3255 1.3060 1.3120 1.2888 1.3412 1.2819 0.0000 0.0153 0.0010 0.1074

030610 1.3120 1.3204 1.3134 1.3155 1.2922 1.3446 1.2819 0.0000 0.0153 0.0008 0.0834

030611 1.3155 1.3175 1.3043 1.3090 1.2927 1.3454 1.2819 0.0000 0.0153 0.0006 0.0618

030612 1.3090 1.3155 1.3013 1.3104 1.2928 1.3312 1.2819 0.0000 0.0113 0.0004 0.0433

030613 1.3104 1.3191 1.2957 1.2987 1.2948 1.3229 1.2819 0.0000 0.0083 0.0002 0.0243

030616 1.2987 1.3045 1.2944 1.3040 1.2849 1.3312 1.2819 0.0000 0.0137 0.0001 0.0133

030617 1.3040 1.3092 1.2999 1.3065 1.2771 1.3229 1.2819 0.0000 0.0137 0.0001 0.0057

030618 1.3065 1.3264 1.3070 1.3223 1.2819 1.3280 1.2819 0.0000 0.0137 0.0000 -0.0011

030619 1.3223 1.3372 1.3117 1.3145 SV 1.3358 -1406.25 1787.50 -2872.21 1.2975 1.3358 1.2819 0.0000 0.0112 -0.0001 -0.0125

030619 1.3223 1.3372 1.3117 1.3145 SV 1.3358 1.2975 1.3358 1.3532 0.0000 0.0112 -0.0001 -0.0125

030620 1.3145 1.3372 1.3136 1.3321 1.2990 1.3495 1.3532 0.0000 0.0145 -0.0002 -0.0225

030623 1.3321 1.3346 1.3215 1.3244 1.2995 1.3501 1.3532 0.0000 0.0145 -0.0003 -0.0383

030624 1.3244 1.3333 1.3210 1.3283 1.3017 1.3524 1.3532 0.0000 0.0145 -0.0005 -0.0539

030625 1.3283 1.3320 1.3219 1.3285 1.3024 1.3492 1.3532 0.0000 0.0134 -0.0007 -0.0724

030626 1.3285 1.3510 1.3283 1.3498 1.3130 1.3389 1.3532 0.0000 0.0074 -0.0008 -0.0860

030627 1.3498 1.3566 1.3470 1.3500 BP 1.3532 562.50 2350.00 -2309.71 1.3153 1.3602 1.3532 0.0000 0.0126 -0.0009 -0.0976

030630 1.3500 1.3610 1.3488 1.3520 1.3268 1.3725 1.3532 0.0000 0.0126 -0.0010 -0.1108

030701 1.3520 1.3538 1.3366 1.3424 1.3296 1.3753 1.3532 0.0000 0.0126 -0.0011 -0.1225

030702 1.3424 1.3492 1.3420 1.3440 1.3263 1.3602 1.3532 0.0000 0.0095 -0.0012 -0.1288

030703 1.3440 1.3557 1.3406 1.3483 1.3266 1.3605 1.3532 0.0000 0.0095 -0.0012 -0.1327

030704 1.3483 1.3530 1.3483 1.3485 1.3289 1.3631 1.3532 0.0000 0.0095 -0.0012 -0.1342

030707 1.3485 1.3738 1.3486 1.3740 SV 1.3639 1.3339 1.3639 1.3820 0.0000 0.0083 -0.0012 -0.1322

030708 1.3740 1.3787 1.3669 1.3701 1.3332 1.3829 1.3820 0.0000 0.0136 -0.0013 -0.1395

030709 1.3701 1.3704 1.3585 1.3606 1.3443 1.3947 1.3820 0.0000 0.0136 -0.0013 -0.1462

030710 1.3606 1.3691 1.3542 1.3608 1.3362 1.3862 1.3820 0.0000 0.0136 -0.0013 -0.1477

030711 1.3608 1.3743 1.3601 1.3741 1.3448 1.3742 1.3820 0.0000 0.0080 -0.0014 -0.1494

030714 1.3741 1.3816 1.3715 1.3750 1.3503 1.3799 1.3820 0.0000 0.0080 -0.0014 -0.1558

030715 1.3750 1.3873 1.3684 1.3835 BP 1.3820 562.50 2912.50 -1747.21 1.3592 1.3893 1.3820 0.0000 0.0080 -0.0015 -0.1654

030716 1.3835 1.3946 1.3739 1.3760 SV 1.3935 1.3563 1.3935 1.4124 0.0000 0.0100 -0.0016 -0.1711

030717 1.3760 1.3795 1.3648 1.3695 1.3604 1.4011 1.4124 0.0000 0.0108 -0.0016 -0.1796

030718 1.3695 1.3745 1.3568 1.3594 1.3488 1.3889 1.4124 0.0000 0.0108 -0.0016 -0.1814

030721 1.3594 1.3649 1.3525 1.3534 1.3425 1.3822 1.4124 0.0000 0.0108 -0.0016 -0.1789

030722 1.3534 1.3635 1.3535 1.3620 1.3387 1.3732 1.4124 0.0000 0.0095 -0.0015 -0.1689

030723 1.3620 1.3634 1.3449 1.3480 1.3387 1.3732 1.4124 0.0000 0.0095 -0.0014 -0.1578

030724 1.3480 1.3555 1.3444 1.3470 1.3335 1.3701 1.4124 0.0000 0.0101 -0.0013 -0.1393

030725 1.3470 1.3527 1.3374 1.3450 1.3300 1.3661 1.4124 0.0000 0.0101 -0.0011 -0.1161

030728 1.3450 1.3528 1.3433 1.3460 1.3256 1.3617 1.4124 0.0000 0.0101 -0.0008 -0.0916

030729 1.3460 1.3517 1.3407 1.3510 1.3319 1.3622 1.4124 0.0000 0.0085 -0.0007 -0.0735

030730 1.3510 1.3663 1.3511 1.3655 1.3303 1.3607 1.4124 0.0000 0.0085 -0.0005 -0.0559

030731 1.3655 1.3764 1.3624 1.3700 1.3430 1.3732 1.4124 0.0000 0.0082 -0.0004 -0.0465

030801 1.3700 1.3805 1.3619 1.3656 1.3537 1.3843 1.4124 0.0000 0.0082 -0.0004 -0.0394

030804 1.3656 1.3659 1.3455 1.3461 BV 1.3524 -1400.00 1512.50 -3147.21 1.3524 1.3893 1.4124 0.0000 0.0099 -0.0003 -0.0310

030804 1.3656 1.3659 1.3455 1.3461 BV 1.3524 1.3524 1.3893 1.3351 0.0000 0.0099 -0.0003 -0.0310

030805 1.3461 1.3580 1.3460 1.3510 1.3355 1.3759 1.3351 0.0000 0.0111 -0.0001 -0.0139

030806 1.3510 1.3545 1.3412 1.3530 1.3321 1.3723 1.3351 0.0000 0.0111 0.0000 -0.0032

030807 1.3530 1.3561 1.3464 1.3513 1.3282 1.3682 1.3351 0.0000 0.0111 0.0000 0.0048

030808 1.3513 1.3625 1.3492 1.3608 1.3383 1.3648 1.3351 0.0000 0.0073 0.0001 0.0107

030811 1.3608 1.3655 1.3556 1.3590 1.3428 1.3695 1.3351 0.0000 0.0073 0.0002 0.0184

030812 1.3590 1.3683 1.3549 1.3658 1.3477 1.3742 1.3351 0.0000 0.0072 0.0002 0.0250

030813 1.3658 1.3757 1.3633 1.3664 SV 1.3753 -806.25 706.25 -3953.46 1.3488 1.3753 1.3351 0.0000 0.0072 0.0003 0.0293

030813 1.3658 1.3757 1.3633 1.3664 SV 1.3753 1.3488 1.3753 1.3937 0.0000 0.0072 0.0003 0.0293

030814 1.3664 1.3750 1.3641 1.3740 1.3567 1.3835 1.3937 0.0000 0.0072 0.0003 0.0308

Page 15: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

030815 1.3740 1.3778 1.3667 1.3690 1.3565 1.3835 1.3937 0.0000 0.0072 0.0002 0.0245

030818 1.3690 1.3937 1.3709 1.3875 1.3602 1.3848 1.3937 0.0000 0.0066 0.0001 0.0153

030819 1.3875 1.4012 1.3867 1.3881 BP 1.3937 562.50 1268.75 -3390.96 1.3602 1.4053 1.3937 0.0000 0.0119 0.0000 0.0047

030820 1.3881 1.3935 1.3852 1.3885 1.3712 1.4170 1.3937 0.0000 0.0119 -0.0001 -0.0078

030821 1.3885 1.4166 1.3860 1.4128 SV 1.4120 1.3665 1.4120 1.4314 0.0000 0.0119 -0.0002 -0.0218

030822 1.4128 1.4238 1.4094 1.4168 1.3702 1.4306 1.4314 0.0000 0.0156 -0.0004 -0.0450

030825 1.4168 1.4228 1.4110 1.4163 1.3841 1.4459 1.4314 0.0000 0.0156 -0.0007 -0.0737

030826 1.4163 1.4272 1.4066 1.4100 1.3835 1.4453 1.4314 0.0000 0.0156 -0.0009 -0.1020

030827 1.4100 1.4162 1.4061 1.4143 1.3943 1.4349 1.4314 0.0000 0.0103 -0.0011 -0.1238

030828 1.4143 1.4244 1.4108 1.4150 1.3885 1.4288 1.4314 0.0000 0.0103 -0.0013 -0.1396

030829 1.4150 1.4150 1.3987 1.3992 1.3945 1.4351 1.4314 0.0000 0.0103 -0.0014 -0.1526

030901 1.3992 1.4025 1.3975 1.4018 1.3883 1.4205 1.4314 0.0000 0.0082 -0.0015 -0.1599

030902 1.4018 1.4190 1.4004 1.4188 1.3816 1.4136 1.4314 0.0000 0.0082 -0.0015 -0.1607

030903 1.4188 1.4239 1.4107 1.4152 1.3885 1.4253 1.4314 0.0000 0.0094 -0.0015 -0.1635

030904 1.4152 1.4231 1.4060 1.4063 1.3959 1.4331 1.4314 0.0000 0.0094 -0.0015 -0.1639

030905 1.4063 1.4111 1.3831 1.3835 BV 1.3933 -631.25 637.50 -4022.21 1.3933 1.4302 1.4314 0.0000 0.0094 -0.0015 -0.1612

030905 1.4063 1.4111 1.3831 1.3835 BV 1.3933 1.3933 1.4302 1.3749 0.0000 0.0094 -0.0015 -0.1612

030908 1.3835 1.3921 1.3830 1.3877 1.3657 1.4211 1.3749 0.0000 0.0143 -0.0014 -0.1487

030909 1.3877 1.3942 1.3754 1.3793 1.3570 1.4114 1.3749 0.0000 0.0143 -0.0013 -0.1390

030910 1.3793 1.3882 1.3778 1.3833 1.3546 1.4088 1.3749 0.0000 0.0143 -0.0012 -0.1305

030911 1.3833 1.3906 1.3779 1.3837 1.3624 1.3996 1.3749 0.0000 0.0098 -0.0011 -0.1215

030912 1.3837 1.3962 1.3741 1.3787 SP 1.3749 562.50 1200.00 -3459.71 1.3641 1.4011 1.3749 0.0000 0.0098 -0.0010 -0.1046

030915 1.3787 1.3847 1.3759 1.3783 1.3617 1.4053 1.3749 0.0000 0.0115 -0.0008 -0.0858

030916 1.3783 1.3940 1.3767 1.3900 1.3576 1.4010 1.3749 0.0000 0.0115 -0.0006 -0.0635

030917 1.3900 1.3944 1.3745 1.3753 1.3628 1.4065 1.3749 0.0000 0.0115 -0.0004 -0.0442

030918 1.3753 1.3877 1.3749 1.3863 1.3644 1.4039 1.3749 0.0000 0.0104 -0.0002 -0.0244

030919 1.3863 1.3867 1.3653 1.3688 1.3618 1.4010 1.3749 0.0000 0.0104 -0.0001 -0.0057

030922 1.3688 1.3660 1.3500 1.3517 BV 1.3554 1.3554 1.3978 1.3380 0.0000 0.0113 0.0001 0.0164

030923 1.3517 1.3562 1.3465 1.3558 1.3385 1.3799 1.3380 0.0000 0.0113 0.0004 0.0440

030924 1.3558 1.3593 1.3511 1.3520 1.3326 1.3736 1.3380 0.0000 0.0113 0.0006 0.0714

030925 1.3520 1.3534 1.3418 1.3430 1.3410 1.3727 1.3380 0.0000 0.0087 0.0009 0.0974

030926 1.3430 1.3490 1.3413 1.3435 1.3376 1.3605 1.3380 0.0000 0.0064 0.0011 0.1207

030929 1.3435 1.3520 1.3271 1.3283 SP 1.3380 562.50 1762.50 -2897.21 1.3353 1.3583 1.3380 0.0000 0.0064 0.0013 0.1398

030930 1.3283 1.3292 1.3099 1.3210 BV 1.3191 1.3191 1.3687 1.3026 0.0000 0.0139 0.0015 0.1626

031001 1.3210 1.3226 1.3135 1.3152 1.3002 1.3484 1.3026 0.0000 0.0139 0.0017 0.1839

031002 1.3152 1.3215 1.3110 1.3171 1.2992 1.3473 1.3026 0.0000 0.0139 0.0018 0.1986

031003 1.3171 1.3384 1.3161 1.3375 1.3014 1.3396 1.3026 0.0000 0.0111 0.0019 0.2104

031006 1.3375 1.3387 1.3181 1.3200 1.3099 1.3545 1.3026 0.0000 0.0127 0.0019 0.2133

031007 1.3200 1.3213 1.3112 1.3152 1.3113 1.3557 1.3026 0.0000 0.0127 0.0020 0.2169

031008 1.3152 1.3164 1.3064 1.3145 1.2995 1.3432 1.3026 0.0000 0.0127 0.0020 0.2203

031009 1.3145 1.3245 1.3053 1.3174 1.2962 1.3362 1.3026 0.0000 0.0117 0.0021 0.2275

031010 1.3174 1.3223 1.3065 1.3115 1.3004 1.3387 1.3026 0.0000 0.0111 0.0021 0.2318

031013 1.3115 1.3270 1.3112 1.3245 1.2999 1.3382 1.3026 0.0000 0.0111 0.0021 0.2290

031014 1.3245 1.3354 1.3132 1.3182 1.3043 1.3428 1.3026 0.0000 0.0111 0.0020 0.2178

031015 1.3182 1.3345 1.3158 1.3298 1.3070 1.3512 1.3026 0.0000 0.0127 0.0019 0.2051

031016 1.3298 1.3373 1.3220 1.3342 1.3077 1.3519 1.3026 0.0000 0.0127 0.0018 0.1959

031017 1.3342 1.3451 1.3273 1.3285 1.3118 1.3563 1.3026 0.0000 0.0127 0.0017 0.1848

031020 1.3285 1.3375 1.3232 1.3303 1.3208 1.3585 1.3026 0.0000 0.0106 0.0016 0.1728

031021 1.3303 1.3354 1.3263 1.3325 1.3158 1.3510 1.3026 0.0000 0.0100 0.0015 0.1606

031022 1.3325 1.3322 1.3109 1.3143 1.3161 1.3512 1.3026 0.0000 0.0100 0.0013 0.1458

031023 1.3143 1.3167 1.3048 1.3135 1.3034 1.3459 1.3026 0.0000 0.0122 0.0012 0.1354

031024 1.3135 1.3154 1.3033 1.3092 1.2928 1.3346 1.3026 0.0000 0.0122 0.0012 0.1279

031027 1.3092 1.3192 1.3112 1.3184 1.2913 1.3328 1.3026 0.0000 0.0122 0.0011 0.1160

031028 1.3184 1.3305 1.3172 1.3278 SV 1.3286 -375.00 1387.50 -3272.21 1.3045 1.3286 1.3026 0.0000 0.0071 0.0009 0.1008

031028 1.3184 1.3305 1.3172 1.3278 SV 1.3286 1.3045 1.3286 1.3457 0.0000 0.0071 0.0009 0.1008

031029 1.3278 1.3322 1.3222 1.3300 1.3118 1.3382 1.3457 0.0000 0.0076 0.0007 0.0785

031030 1.3300 1.3339 1.3178 1.3327 1.3148 1.3414 1.3457 0.0000 0.0076 0.0005 0.0573

031031 1.3327 1.3426 1.3303 1.3418 1.3108 1.3426 1.3457 0.0000 0.0092 0.0004 0.0429

031103 1.3418 1.3647 1.3371 1.3610 BP 1.3457 562.50 1950.00 -2709.71 1.3208 1.3532 1.3457 0.0000 0.0092 0.0002 0.0243

031104 1.3610 1.3656 1.3579 1.3609 1.3240 1.3785 1.3457 0.0000 0.0151 0.0000 -0.0025

031105 1.3609 1.3735 1.3608 1.3689 1.3337 1.3893 1.3457 0.0000 0.0151 -0.0003 -0.0286

031106 1.3689 1.3776 1.3665 1.3767 1.3382 1.3941 1.3457 0.0000 0.0151 -0.0005 -0.0563

031107 1.3767 1.3782 1.3611 1.3610 1.3585 1.3837 1.3457 0.0000 0.0068 -0.0007 -0.0814

031110 1.3610 1.3717 1.3633 1.3691 1.3514 1.3850 1.3457 0.0000 0.0091 -0.0009 -0.0945

031111 1.3691 1.3749 1.3593 1.3627 1.3492 1.3827 1.3457 0.0000 0.0091 -0.0010 -0.1052

031112 1.3627 1.3628 1.3452 1.3510 BV 1.3486 1.3486 1.3822 1.3314 0.0000 0.0091 -0.0010 -0.1129

031113 1.3510 1.3522 1.3362 1.3380 1.3348 1.3695 1.3314 0.0000 0.0096 -0.0011 -0.1203

031114 1.3380 1.3384 1.3280 1.3285 SP 1.3314 562.50 2512.50 -2147.21 1.3252 1.3594 1.3314 0.0000 0.0096 -0.0011 -0.1197

031117 1.3285 1.3272 1.3172 1.3222 1.3148 1.3484 1.3314 0.0000 0.0096 -0.0010 -0.1088

031118 1.3222 1.3264 1.2916 1.2943 BV 1.3057 1.3057 1.3362 1.2895 0.0000 0.0089 -0.0008 -0.0914

031119 1.2943 1.3079 1.2916 1.3072 1.2731 1.3417 1.2895 0.0000 0.0203 -0.0006 -0.0666

031120 1.3072 1.3090 1.2988 1.3001 1.2653 1.3332 1.2895 0.0000 0.0203 -0.0004 -0.0403

031121 1.3001 1.3043 1.2944 1.2980 1.2700 1.3383 1.2895 0.0000 0.0203 -0.0002 -0.0183

031124 1.2980 1.3216 1.2977 1.3207 SV 1.3158 -406.25 2106.25 -2553.46 1.2835 1.3158 1.2895 0.0000 0.0096 0.0000 0.0042

031124 1.2980 1.3216 1.2977 1.3207 SV 1.3158 1.2835 1.3158 1.3326 0.0000 0.0096 0.0000 0.0042

031125 1.3207 1.3217 1.3150 1.3190 1.2867 1.3340 1.3326 0.0000 0.0139 0.0002 0.0168

031126 1.3190 1.3196 1.2909 1.2961 BV 1.2953 -787.50 1318.75 -3340.96 1.2953 1.3434 1.3326 0.0000 0.0139 0.0002 0.0242

031126 1.3190 1.3196 1.2909 1.2961 BV 1.2953 1.2953 1.3434 1.2794 0.0000 0.0139 0.0002 0.0242

031127 1.2961 1.3025 1.2922 1.3008 1.2783 1.3353 1.2794 0.0000 0.0168 0.0003 0.0378

031128 1.3008 1.3010 1.2878 1.2924 1.2713 1.3277 1.2794 0.0000 0.0168 0.0005 0.0536

031201 1.2924 1.3011 1.2865 1.2975 1.2689 1.3250 1.2794 0.0000 0.0168 0.0006 0.0701

031202 1.2975 1.3036 1.2844 1.2887 1.2807 1.3098 1.2794 0.0000 0.0087 0.0008 0.0908

031203 1.2887 1.2914 1.2823 1.2886 1.2773 1.3154 1.2794 0.0000 0.0115 0.0011 0.1157

031204 1.2886 1.2965 1.2853 1.2887 1.2710 1.3087 1.2794 0.0000 0.0115 0.0013 0.1435

031205 1.2887 1.2914 1.2734 1.2745 SP 1.2794 562.50 1881.25 -2778.46 1.2753 1.3134 1.2794 0.0000 0.0115 0.0015 0.1656

031208 1.2745 1.2782 1.2633 1.2671 BV 1.2681 1.2681 1.3038 1.2528 0.0000 0.0109 0.0017 0.1875

031209 1.2671 1.2704 1.2600 1.2641 1.2571 1.2923 1.2528 0.0000 0.0109 0.0019 0.2115

031210 1.2641 1.2742 1.2601 1.2668 1.2520 1.2870 1.2528 0.0000 0.0109 0.0021 0.2357

031211 1.2668 1.2818 1.2666 1.2694 1.2563 1.2857 1.2528 0.0000 0.0092 0.0023 0.2515

031212 1.2694 1.2710 1.2592 1.2617 1.2631 1.2933 1.2528 0.0000 0.0094 0.0023 0.2544

031215 1.2617 1.2811 1.2597 1.2616 1.2541 1.2840 1.2528 0.0000 0.0094 0.0023 0.2553

031216 1.2616 1.2632 1.2570 1.2593 1.2545 1.2974 1.2528 0.0000 0.0133 0.0023 0.2481

031217 1.2593 1.2634 1.2512 1.2547 SP 1.2528 562.50 2443.75 -2215.96 1.2444 1.2865 1.2528 0.0000 0.0133 0.0022 0.2385

031218 1.2547 1.2593 1.2491 1.2500 1.2415 1.2834 1.2528 0.0000 0.0133 0.0021 0.2299

031219 1.2500 1.2608 1.2487 1.2555 1.2449 1.2690 1.2528 0.0000 0.0077 0.0020 0.2188

031222 1.2555 1.2582 1.2499 1.2566 1.2452 1.2694 1.2528 0.0000 0.0077 0.0019 0.2035

031223 1.2566 1.2601 1.2548 1.2587 1.2444 1.2684 1.2528 0.0000 0.0077 0.0017 0.1904

031224 1.2587 1.2590 1.2455 1.2475 BV 1.2477 1.2477 1.2718 1.2329 0.0000 0.0077 0.0016 0.1776

031225 1.2475 1.2493 1.2465 1.2470 1.2412 1.2681 1.2329 0.0000 0.0086 0.0016 0.1705

031226 1.2470 1.2540 1.2467 1.2535 1.2370 1.2636 1.2329 0.0000 0.0086 0.0015 0.1668

031229 1.2535 1.2546 1.2463 1.2491 1.2393 1.2661 1.2329 0.0000 0.0086 0.0015 0.1677

031230 1.2491 1.2500 1.2411 1.2427 1.2436 1.2601 1.2329 0.0000 0.0053 0.0015 0.1682

031231 1.2427 1.2465 1.2305 1.2400 SP 1.2329 562.50 3006.25 -1653.46 1.2382 1.2560 1.2329 0.0000 0.0057 0.0015 0.1694

040101 1.2400 1.2395 1.2395 1.2395 1.2255 1.2574 1.2329 0.0000 0.0104 0.0016 0.1734

040102 1.2395 1.2455 1.2354 1.2370 1.2264 1.2583 1.2329 0.0000 0.0104 0.0015 0.1674

040105 1.2370 1.2383 1.2288 1.2334 1.2271 1.2591 1.2329 0.0000 0.0104 0.0014 0.1562

040106 1.2334 1.2335 1.2241 1.2290 BV 1.2252 1.2252 1.2450 1.2109 0.0000 0.0066 0.0014 0.1535

040107 1.2290 1.2412 1.2309 1.2400 SV 1.2402 -656.25 2350.00 -2309.71 1.2206 1.2402 1.2109 0.0000 0.0066 0.0014 0.1526

040107 1.2290 1.2412 1.2309 1.2400 SV 1.2402 1.2206 1.2402 1.2552 0.0000 0.0066 0.0014 0.1526

040108 1.2400 1.2485 1.2239 1.2265 BV 1.2274 -562.50 1787.50 -2872.21 1.2274 1.2478 1.2552 0.0000 0.0067 0.0013 0.1470

040108 1.2400 1.2485 1.2239 1.2265 BE 1.2274 1.2274 1.2478 1.2132 0.0000 0.0067 0.0013 0.1470

040109 1.2265 1.2335 1.2168 1.2211 1.2155 1.2645 1.2132 0.0000 0.0161 0.0013 0.1410

040112 1.2211 1.2287 1.2140 1.2283 1.2048 1.2530 1.2132 0.0000 0.0161 0.0013 0.1390

040113 1.2283 1.2303 1.2209 1.2231 1.2011 1.2489 1.2132 0.0000 0.0161 0.0012 0.1370

040114 1.2231 1.2359 1.2197 1.2327 1.2114 1.2446 1.2132 0.0000 0.0111 0.0012 0.1305

Page 16: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

040115 1.2327 1.2477 1.2309 1.2458 SV 1.2461 -800.00 987.50 -3672.21 1.2139 1.2461 1.2132 0.0000 0.0107 0.0011 0.1245

040115 1.2327 1.2477 1.2309 1.2458 SV 1.2461 1.2139 1.2461 1.2612 0.0000 0.0107 0.0011 0.1245

040116 1.2458 1.2702 1.2428 1.2682 BP 1.2612 562.50 1550.00 -3109.71 1.2247 1.2580 1.2612 0.0000 0.0109 0.0011 0.1157

040119 1.2682 1.2724 1.2634 1.2697 1.2324 1.2868 1.2612 0.0000 0.0174 0.0009 0.0986

040120 1.2697 1.2710 1.2453 1.2485 1.2429 1.2984 1.2612 0.0000 0.0174 0.0007 0.0759

040121 1.2485 1.2506 1.2391 1.2407 1.2329 1.2875 1.2612 0.0000 0.0174 0.0005 0.0573

040122 1.2407 1.2415 1.2302 1.2340 1.2216 1.2715 1.2612 0.0000 0.0162 0.0004 0.0486

040123 1.2340 1.2471 1.2278 1.2425 1.2127 1.2620 1.2612 0.0000 0.0162 0.0004 0.0415

040126 1.2425 1.2576 1.2407 1.2572 SV 1.2575 1.2192 1.2575 1.2729 0.0000 0.0126 0.0003 0.0354

040127 1.2572 1.2590 1.2380 1.2408 1.2303 1.2694 1.2729 0.0000 0.0126 0.0002 0.0236

040128 1.2408 1.2576 1.2377 1.2529 1.2284 1.2698 1.2729 0.0000 0.0135 0.0002 0.0168

040129 1.2529 1.2644 1.2487 1.2600 1.2273 1.2689 1.2729 0.0000 0.0135 0.0001 0.0066

040130 1.2600 1.2663 1.2518 1.2582 1.2356 1.2778 1.2729 0.0000 0.0135 -0.0001 -0.0080

040202 1.2582 1.2661 1.2558 1.2630 1.2389 1.2789 1.2729 0.0000 0.0128 -0.0002 -0.0247

040203 1.2630 1.2630 1.2433 1.2505 BV 1.2449 -543.75 1006.25 -3653.46 1.2449 1.2762 1.2729 0.0000 0.0099 -0.0004 -0.0388

040203 1.2630 1.2630 1.2433 1.2505 BV 1.2449 1.2449 1.2762 1.2302 0.0000 0.0099 -0.0004 -0.0388

040204 1.2505 1.2559 1.2480 1.2513 1.2330 1.2719 1.2302 0.0000 0.0125 -0.0004 -0.0459

040205 1.2513 1.2518 1.2401 1.2511 1.2317 1.2706 1.2302 0.0000 0.0125 -0.0005 -0.0548

040206 1.2511 1.2547 1.2305 1.2335 1.2258 1.2642 1.2302 0.0000 0.0125 -0.0006 -0.0607

040209 1.2335 1.2470 1.2294 1.2364 SP 1.2302 562.50 1568.75 -3090.96 1.2176 1.2655 1.2302 0.0000 0.0157 -0.0005 -0.0594

040210 1.2364 1.2373 1.2261 1.2350 1.2136 1.2610 1.2302 0.0000 0.0157 -0.0005 -0.0541

040211 1.2350 1.2416 1.2271 1.2319 1.2076 1.2545 1.2302 0.0000 0.0157 -0.0004 -0.0467

040212 1.2319 1.2328 1.2280 1.2318 1.2165 1.2511 1.2302 0.0000 0.0115 -0.0004 -0.0397

040213 1.2318 1.2412 1.2235 1.2370 1.2160 1.2444 1.2302 0.0000 0.0095 -0.0003 -0.0283

040216 1.2370 1.2393 1.2321 1.2340 1.2148 1.2498 1.2302 0.0000 0.0117 -0.0001 -0.0158

040217 1.2340 1.2346 1.2227 1.2272 1.2182 1.2534 1.2302 0.0000 0.0117 -0.0001 -0.0088

040218 1.2272 1.2441 1.2187 1.2439 1.2115 1.2464 1.2302 0.0000 0.0117 0.0000 0.0045

040219 1.2439 1.2465 1.2377 1.2413 1.2071 1.2574 1.2302 0.0000 0.0168 0.0002 0.0189

040220 1.2413 1.2646 1.2346 1.2600 1.2177 1.2690 1.2302 0.0000 0.0168 0.0003 0.0305

040223 1.2600 1.2666 1.2534 1.2582 1.2214 1.2809 1.2302 0.0000 0.0192 0.0003 0.0364

040224 1.2582 1.2599 1.2378 1.2406 1.2315 1.2922 1.2302 0.0000 0.0192 0.0003 0.0374

040225 1.2406 1.2625 1.2393 1.2600 1.2209 1.2804 1.2302 0.0000 0.0192 0.0004 0.0395

040226 1.2600 1.2715 1.2576 1.2673 1.2288 1.2749 1.2302 0.0000 0.0148 0.0002 0.0273

040227 1.2673 1.2759 1.2606 1.2621 1.2416 1.2885 1.2302 0.0000 0.0148 0.0000 0.0044

040301 1.2621 1.2709 1.2588 1.2681 1.2447 1.2920 1.2302 0.0000 0.0148 -0.0001 -0.0115

040302 1.2681 1.2985 1.2662 1.2952 SV 1.2798 1.2497 1.2798 1.2957 0.0000 0.0095 -0.0002 -0.0205

040302 1.2681 1.2985 1.2662 1.2952 BP 1.2957 562.50 2131.25 -2528.46 1.2497 0.0000 1.2957 0.0000 0.0095 -0.0002 -0.0205

040303 1.2952 1.3073 1.2942 1.2951 1.2498 1.3137 1.2957 0.0000 0.0196 -0.0003 -0.0342

040304 1.2951 1.3013 1.2897 1.2933 1.2669 1.3326 1.2957 0.0000 0.0196 -0.0005 -0.0542

040305 1.2933 1.2959 1.2678 1.2761 1.2612 1.3263 1.2957 0.0000 0.0196 -0.0007 -0.0771

040308 1.2761 1.2809 1.2732 1.2757 1.2522 1.3075 1.2957 0.0000 0.0171 -0.0008 -0.0878

040309 1.2757 1.2855 1.2692 1.2822 1.2475 1.3024 1.2957 0.0000 0.0171 -0.0009 -0.0975

040310 1.2822 1.2920 1.2775 1.2870 1.2473 1.3023 1.2957 0.0000 0.0171 -0.0010 -0.1120

040311 1.2870 1.2923 1.2693 1.2731 1.2665 1.2990 1.2957 0.0000 0.0100 -0.0012 -0.1295

040312 1.2731 1.2880 1.2629 1.2830 1.2552 1.3006 1.2957 0.0000 0.0140 -0.0013 -0.1440

040315 1.2830 1.2836 1.2704 1.2758 1.2473 1.2967 1.2957 0.0000 0.0154 -0.0014 -0.1526

040316 1.2758 1.2822 1.2665 1.2779 1.2488 1.2982 1.2957 0.0000 0.0154 -0.0014 -0.1593

040317 1.2779 1.2860 1.2760 1.2765 1.2461 1.2955 1.2957 0.0000 0.0154 -0.0015 -0.1622

040318 1.2765 1.2781 1.2525 1.2590 BV 1.2629 1.2629 1.2943 1.2478 0.0000 0.0097 -0.0015 -0.1614

040319 1.2590 1.2739 1.2561 1.2696 1.2367 1.2872 1.2478 0.0000 0.0160 -0.0014 -0.1498

040322 1.2696 1.2759 1.2533 1.2590 1.2369 1.2872 1.2478 0.0000 0.0160 -0.0012 -0.1362

040323 1.2590 1.2652 1.2522 1.2591 1.2367 1.2872 1.2478 0.0000 0.0160 -0.0011 -0.1197

040324 1.2591 1.2785 1.2548 1.2777 1.2347 1.2789 1.2478 0.0000 0.0141 -0.0009 -0.0986

040325 1.2777 1.2814 1.2724 1.2798 1.2416 1.2883 1.2478 0.0000 0.0148 -0.0008 -0.0840

040326 1.2798 1.2891 1.2743 1.2857 1.2519 1.2994 1.2478 0.0000 0.0148 -0.0007 -0.0725

040329 1.2857 1.2908 1.2818 1.2856 1.2568 1.3046 1.2478 0.0000 0.0148 -0.0005 -0.0580

040330 1.2856 1.2848 1.2755 1.2816 1.2710 1.3006 1.2478 0.0000 0.0090 -0.0004 -0.0470

040331 1.2816 1.2820 1.2630 1.2668 1.2652 1.2943 1.2478 0.0000 0.0090 -0.0003 -0.0351

040401 1.2668 1.2712 1.2592 1.2644 1.2534 1.2912 1.2478 0.0000 0.0117 -0.0002 -0.0229

040402 1.2644 1.2931 1.2624 1.2911 SV 1.2839 -843.75 1287.50 -3372.21 1.2467 1.2839 1.2478 0.0000 0.0117 -0.0001 -0.0107

040402 1.2644 1.2931 1.2624 1.2911 SV 1.2839 1.2467 1.2839 1.2999 0.0000 0.0117 -0.0001 -0.0107

040405 1.2911 1.3082 1.2904 1.3051 BP 1.2999 562.50 1850.00 -2809.71 1.2480 1.3087 1.2999 0.0000 0.0188 0.0000 0.0005

040406 1.3051 1.3075 1.2884 1.2916 1.2686 1.3314 1.2999 0.0000 0.0188 0.0000 -0.0007

040407 1.2916 1.2964 1.2732 1.2765 1.2671 1.3300 1.2999 0.0000 0.0188 0.0000 -0.0038

040408 1.2765 1.2860 1.2715 1.2840 1.2621 1.3080 1.2999 0.0000 0.0141 0.0000 0.0005

040409 1.2840 1.2844 1.2795 1.2830 1.2564 1.3021 1.2999 0.0000 0.0141 0.0001 0.0063

040412 1.2830 1.2874 1.2809 1.2830 1.2594 1.3053 1.2999 0.0000 0.0141 0.0000 0.0007

040413 1.2830 1.3046 1.2817 1.2997 SV 1.2985 1.2697 1.2985 1.3149 0.0000 0.0089 -0.0001 -0.0123

040414 1.2997 1.3048 1.2979 1.2985 1.2702 1.3154 1.3149 0.0000 0.0137 -0.0003 -0.0293

040415 1.2985 1.3055 1.2892 1.2956 1.2778 1.3238 1.3149 0.0000 0.0137 -0.0004 -0.0408

040416 1.2956 1.3029 1.2883 1.2944 1.2739 1.3194 1.3149 0.0000 0.0137 -0.0004 -0.0482

040419 1.2944 1.2942 1.2831 1.2917 1.2788 1.3110 1.3149 0.0000 0.0097 -0.0005 -0.0553

040420 1.2917 1.3141 1.2895 1.3140 1.2719 1.3038 1.3149 0.0000 0.0097 -0.0006 -0.0626

040421 1.3140 1.3173 1.3045 1.3139 BP 1.3149 562.50 2412.50 -2247.21 1.2760 1.3247 1.3149 0.0000 0.0145 -0.0007 -0.0736

040422 1.3139 1.3192 1.3074 1.3094 1.2845 1.3339 1.3149 0.0000 0.0145 -0.0008 -0.0864

040423 1.3094 1.3210 1.3056 1.3161 1.2867 1.3360 1.3149 0.0000 0.0145 -0.0009 -0.0973

040426 1.3161 1.3226 1.3046 1.3054 1.2965 1.3270 1.3149 0.0000 0.0089 -0.0010 -0.1075

040427 1.3054 1.3107 1.2960 1.2970 1.2940 1.3294 1.3149 0.0000 0.0104 -0.0011 -0.1167

040428 1.2970 1.3098 1.2957 1.3068 1.2840 1.3191 1.3149 0.0000 0.0104 -0.0010 -0.1115

040429 1.3068 1.3097 1.2892 1.2907 1.2835 1.3186 1.3149 0.0000 0.0104 -0.0010 -0.1080

040430 1.2907 1.3011 1.2886 1.2953 1.2775 1.3179 1.3149 0.0000 0.0121 -0.0009 -0.0974

040503 1.2953 1.3029 1.2939 1.3013 1.2734 1.3135 1.3149 0.0000 0.0121 -0.0008 -0.0828

040504 1.3013 1.3020 1.2794 1.2831 1.2770 1.3173 1.3149 0.0000 0.0121 -0.0007 -0.0751

040505 1.2831 1.2817 1.2703 1.2743 1.2673 1.3118 1.3149 0.0000 0.0136 -0.0006 -0.0651

040506 1.2743 1.2859 1.2741 1.2845 1.2534 1.2970 1.3149 0.0000 0.0136 -0.0005 -0.0511

040507 1.2845 1.3030 1.2760 1.3005 SV 1.3014 1.2574 1.3014 1.3179 0.0000 0.0136 -0.0004 -0.0420

040510 1.3005 1.3072 1.2972 1.2970 1.2623 1.3156 1.3179 0.0000 0.0162 -0.0003 -0.0359

040511 1.2970 1.3085 1.2956 1.2960 1.2747 1.3293 1.3179 0.0000 0.0162 -0.0003 -0.0275

040512 1.2960 1.3006 1.2879 1.2925 1.2749 1.3294 1.3179 0.0000 0.0162 -0.0001 -0.0148

040513 1.2925 1.3085 1.2901 1.3024 1.2816 1.3068 1.3179 0.0000 0.0076 -0.0001 -0.0069

040514 1.3024 1.3062 1.2938 1.2964 1.2811 1.3175 1.3179 0.0000 0.0109 -0.0001 -0.0118

040517 1.2964 1.2966 1.2703 1.2780 BV 1.2817 -775.00 1637.50 -3022.21 1.2817 1.3182 1.3179 0.0000 0.0109 -0.0001 -0.0133

040517 1.2964 1.2966 1.2703 1.2780 BV 1.2817 1.2817 1.3182 1.2661 0.0000 0.0109 -0.0001 -0.0133

040518 1.2780 1.2850 1.2747 1.2843 1.2579 1.3099 1.2661 0.0000 0.0160 0.0000 0.0011

040519 1.2843 1.2849 1.2752 1.2785 1.2549 1.3067 1.2661 0.0000 0.0160 0.0001 0.0164

040520 1.2785 1.2915 1.2769 1.2860 1.2555 1.3074 1.2661 0.0000 0.0160 0.0003 0.0316

040521 1.2860 1.2860 1.2722 1.2800 1.2705 1.2994 1.2661 0.0000 0.0089 0.0004 0.0433

040524 1.2800 1.2970 1.2764 1.2774 SV 1.2943 -512.50 1125.00 -3534.71 1.2657 1.2943 1.2661 0.0000 0.0089 0.0005 0.0517

040524 1.2800 1.2970 1.2764 1.2774 SV 1.2943 1.2657 1.2943 1.3106 0.0000 0.0089 0.0005 0.0517

040525 1.2774 1.2807 1.2666 1.2713 BV 1.2676 -1056.25 68.75 -4590.96 1.2676 1.3086 1.3106 0.0000 0.0124 0.0005 0.0548

040525 1.2774 1.2807 1.2666 1.2713 BV 1.2676 1.2676 1.3086 1.2523 0.0000 0.0124 0.0005 0.0548

040526 1.2713 1.2737 1.2655 1.2706 1.2552 1.2952 1.2523 0.0000 0.0124 0.0006 0.0645

040527 1.2706 1.2734 1.2436 1.2440 SP 1.2523 562.50 631.25 -4028.46 1.2516 1.2913 1.2523 0.0000 0.0124 0.0007 0.0756

040528 1.2440 1.2548 1.2430 1.2518 1.2323 1.2915 1.2523 0.0000 0.0188 0.0009 0.0970

040531 1.2518 1.2548 1.2493 1.2540 1.2235 1.2821 1.2523 0.0000 0.0188 0.0010 0.1107

040601 1.2540 1.2569 1.2456 1.2480 1.2268 1.2855 1.2523 0.0000 0.0188 0.0011 0.1177

040602 1.2480 1.2512 1.2410 1.2495 BV 1.2410 1.2410 1.2645 1.2264 0.0000 0.0076 0.0011 0.1238

040603 1.2495 1.2534 1.2459 1.2510 1.2366 1.2587 1.2264 0.0000 0.0072 0.0012 0.1280

040604 1.2510 1.2573 1.2379 1.2386 1.2401 1.2623 1.2264 0.0000 0.0072 0.0012 0.1300

040607 1.2386 1.2384 1.2348 1.2379 1.2312 1.2698 1.2264 0.0000 0.0125 0.0013 0.1376

040608 1.2379 1.2425 1.2325 1.2380 1.2207 1.2587 1.2264 0.0000 0.0125 0.0013 0.1455

040609 1.2380 1.2563 1.2375 1.2555 1.2217 1.2598 1.2264 0.0000 0.0125 0.0014 0.1546

040610 1.2555 1.2571 1.2432 1.2453 1.2314 1.2687 1.2264 0.0000 0.0121 0.0014 0.1559

040611 1.2453 1.2594 1.2448 1.2590 1.2344 1.2721 1.2264 0.0000 0.0121 0.0014 0.1538

040614 1.2590 1.2661 1.2547 1.2557 1.2364 1.2740 1.2264 0.0000 0.0121 0.0014 0.1527

Page 17: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

040615 1.2557 1.2624 1.2477 1.2488 1.2481 1.2775 1.2264 0.0000 0.0093 0.0014 0.1548

040616 1.2488 1.2703 1.2478 1.2686 1.2429 1.2721 1.2264 0.0000 0.0093 0.0014 0.1561

040617 1.2686 1.2685 1.2501 1.2510 1.2402 1.2850 1.2264 0.0000 0.0142 0.0013 0.1454

040618 1.2510 1.2624 1.2425 1.2450 1.2402 1.2850 1.2264 0.0000 0.0142 0.0012 0.1327

040621 1.2450 1.2495 1.2431 1.2465 1.2333 1.2776 1.2264 0.0000 0.0142 0.0011 0.1220

040622 1.2465 1.2539 1.2455 1.2514 1.2293 1.2684 1.2264 0.0000 0.0127 0.0010 0.1146

040623 1.2514 1.2566 1.2435 1.2535 1.2323 1.2716 1.2264 0.0000 0.0127 0.0009 0.0999

040624 1.2535 1.2567 1.2394 1.2440 1.2382 1.2642 1.2264 0.0000 0.0084 0.0008 0.0837

040625 1.2440 1.2526 1.2429 1.2505 1.2324 1.2668 1.2264 0.0000 0.0111 0.0007 0.0772

040628 1.2505 1.2551 1.2438 1.2480 1.2320 1.2663 1.2264 0.0000 0.0111 0.0006 0.0684

040629 1.2480 1.2675 1.2489 1.2663 1.2335 1.2679 1.2264 0.0000 0.0111 0.0005 0.0591

040630 1.2663 1.2668 1.2484 1.2506 1.2407 1.2776 1.2264 0.0000 0.0117 0.0004 0.0398

040701 1.2506 1.2564 1.2478 1.2485 1.2399 1.2767 1.2264 0.0000 0.0117 0.0002 0.0253

040702 1.2485 1.2511 1.2300 1.2312 1.2343 1.2708 1.2264 0.0000 0.0117 0.0001 0.0100

040705 1.2312 1.2376 1.2271 1.2366 1.2201 1.2618 1.2264 0.0000 0.0137 0.0001 0.0063

040706 1.2366 1.2387 1.2312 1.2348 1.2121 1.2534 1.2264 0.0000 0.0137 0.0000 0.0047

040707 1.2348 1.2368 1.2259 1.2280 SP 1.2264 562.50 1193.75 -3465.96 1.2148 1.2563 1.2264 0.0000 0.0137 0.0001 0.0101

040708 1.2280 1.2306 1.2238 1.2244 1.2209 1.2424 1.2264 0.0000 0.0072 0.0002 0.0193

040709 1.2244 1.2291 1.2222 1.2230 1.2168 1.2382 1.2264 0.0000 0.0072 0.0003 0.0283

040712 1.2230 1.2260 1.2209 1.2248 1.2155 1.2369 1.2264 0.0000 0.0072 0.0004 0.0385

040713 1.2248 1.2388 1.2247 1.2362 SV 1.2306 1.2170 1.2306 1.2453 0.0000 0.0046 0.0005 0.0498

040714 1.2362 1.2370 1.2259 1.2283 1.2186 1.2466 1.2453 0.0000 0.0093 0.0005 0.0536

040715 1.2283 1.2405 1.2289 1.2392 1.2185 1.2464 1.2453 0.0000 0.0093 0.0006 0.0613

040716 1.2392 1.2389 1.2236 1.2244 1.2217 1.2498 1.2453 0.0000 0.0093 0.0006 0.0697

040719 1.2244 1.2311 1.2241 1.2290 1.2174 1.2478 1.2453 0.0000 0.0101 0.0007 0.0815

040720 1.2290 1.2469 1.2270 1.2443 BP 1.2453 562.50 1756.25 -2903.46 1.2140 1.2442 1.2453 0.0000 0.0101 0.0008 0.0867

040721 1.2443 1.2577 1.2313 1.2525 1.2191 1.2587 1.2453 0.0000 0.0130 0.0008 0.0856

040722 1.2525 1.2531 1.2441 1.2498 1.2207 1.2731 1.2453 0.0000 0.0170 0.0007 0.0769

040723 1.2498 1.2682 1.2479 1.2674 1.2244 1.2773 1.2453 0.0000 0.0170 0.0006 0.0644

040726 1.2674 1.2677 1.2595 1.2635 1.2330 1.2867 1.2453 0.0000 0.0170 0.0004 0.0485

040727 1.2635 1.2773 1.2605 1.2755 1.2441 1.2847 1.2453 0.0000 0.0128 0.0002 0.0266

040728 1.2755 1.2793 1.2722 1.2750 1.2488 1.2897 1.2453 0.0000 0.0128 0.0000 0.0041

040729 1.2750 1.2840 1.2716 1.2813 1.2588 1.2925 1.2453 0.0000 0.0104 -0.0001 -0.0164

040730 1.2813 1.2830 1.2693 1.2821 1.2606 1.2942 1.2453 0.0000 0.0104 -0.0003 -0.0357

040802 1.2821 1.2791 1.2691 1.2783 1.2620 1.2890 1.2453 0.0000 0.0084 -0.0005 -0.0555

040803 1.2783 1.2829 1.2758 1.2780 1.2598 1.2867 1.2453 0.0000 0.0084 -0.0007 -0.0735

040804 1.2780 1.2857 1.2740 1.2770 1.2647 1.2918 1.2453 0.0000 0.0084 -0.0008 -0.0897

040805 1.2770 1.2797 1.2735 1.2755 1.2671 1.2903 1.2453 0.0000 0.0071 -0.0010 -0.1059

040806 1.2755 1.2771 1.2496 1.2513 BV 1.2637 1.2637 1.2868 1.2486 0.0000 0.0071 -0.0011 -0.1197

040809 1.2513 1.2569 1.2499 1.2534 1.2332 1.2873 1.2486 0.0000 0.0172 -0.0012 -0.1305

040810 1.2534 1.2627 1.2496 1.2617 1.2237 1.2770 1.2486 0.0000 0.0172 -0.0012 -0.1352

040811 1.2617 1.2645 1.2592 1.2620 1.2261 1.2798 1.2486 0.0000 0.0172 -0.0013 -0.1400

040812 1.2620 1.2616 1.2514 1.2552 1.2470 1.2732 1.2486 0.0000 0.0083 -0.0013 -0.1389

040813 1.2552 1.2626 1.2380 1.2387 SP 1.2486 562.50 2318.75 -2340.96 1.2419 1.2679 1.2486 0.0000 0.0083 -0.0012 -0.1318

040816 1.2387 1.2452 1.2379 1.2410 1.2235 1.2719 1.2486 0.0000 0.0157 -0.0011 -0.1194

040817 1.2410 1.2476 1.2380 1.2449 1.2157 1.2636 1.2486 0.0000 0.0157 -0.0009 -0.1013

040818 1.2449 1.2511 1.2424 1.2455 1.2173 1.2653 1.2486 0.0000 0.0157 -0.0007 -0.0816

040819 1.2455 1.2455 1.2403 1.2429 1.2367 1.2558 1.2486 0.0000 0.0062 -0.0006 -0.0618

040820 1.2429 1.2536 1.2408 1.2517 SV 1.2520 1.2330 1.2520 1.2673 0.0000 0.0062 -0.0004 -0.0388

040823 1.2517 1.2710 1.2511 1.2694 BP 1.2673 562.50 2881.25 -1778.46 1.2343 1.2596 1.2673 0.0000 0.0082 -0.0002 -0.0235

040824 1.2694 1.2752 1.2669 1.2725 1.2413 1.2807 1.2673 0.0000 0.0125 -0.0001 -0.0138

040825 1.2725 1.2763 1.2701 1.2730 1.2511 1.2912 1.2673 0.0000 0.0125 -0.0001 -0.0100

040826 1.2730 1.2780 1.2712 1.2724 1.2534 1.2935 1.2673 0.0000 0.0125 0.0000 -0.0015

040827 1.2724 1.2846 1.2698 1.2820 SV 1.2830 1.2665 1.2830 1.2990 0.0000 0.0051 0.0001 0.0089

040830 1.2820 1.2857 1.2761 1.2790 1.2628 1.2922 1.2990 0.0000 0.0091 0.0001 0.0121

040831 1.2790 1.2800 1.2637 1.2665 BV 1.2665 -675.00 2206.25 -2453.46 1.2665 1.2960 1.2990 0.0000 0.0091 0.0001 0.0116

040831 1.2790 1.2800 1.2637 1.2665 BV 1.2665 1.2665 1.2960 1.2513 0.0000 0.0091 0.0001 0.0116

040901 1.2665 1.2673 1.2562 1.2600 1.2561 1.2885 1.2513 0.0000 0.0101 0.0002 0.0165

040902 1.2600 1.2632 1.2584 1.2621 1.2464 1.2781 1.2513 0.0000 0.0101 0.0002 0.0200

040903 1.2621 1.2721 1.2578 1.2693 1.2455 1.2771 1.2513 0.0000 0.0101 0.0002 0.0220

040906 1.2693 1.2719 1.2698 1.2710 1.2511 1.2794 1.2513 0.0000 0.0089 0.0002 0.0173

040907 1.2710 1.2720 1.2663 1.2675 1.2568 1.2853 1.2513 0.0000 0.0089 0.0001 0.0078

040908 1.2675 1.2789 1.2598 1.2602 1.2550 1.2835 1.2513 0.0000 0.0089 0.0000 -0.0026

040909 1.2602 1.2661 1.2592 1.2638 1.2505 1.2882 1.2513 0.0000 0.0119 -0.0001 -0.0118

040910 1.2638 1.2626 1.2523 1.2572 1.2439 1.2812 1.2513 0.0000 0.0119 -0.0002 -0.0184

040913 1.2572 1.2618 1.2555 1.2588 1.2387 1.2758 1.2513 0.0000 0.0119 -0.0002 -0.0243

040914 1.2588 1.2640 1.2549 1.2590 1.2481 1.2686 1.2513 0.0000 0.0065 -0.0003 -0.0318

040915 1.2590 1.2713 1.2570 1.2703 SV 1.2694 -150.00 2056.25 -2603.46 1.2489 1.2694 1.2513 0.0000 0.0065 -0.0004 -0.0388

040915 1.2590 1.2713 1.2570 1.2703 SV 1.2694 1.2489 1.2694 1.2850 0.0000 0.0065 -0.0004 -0.0388

040916 1.2703 1.2744 1.2656 1.2685 1.2495 1.2778 1.2850 0.0000 0.0089 -0.0004 -0.0408

040917 1.2685 1.2722 1.2663 1.2695 1.2553 1.2839 1.2850 0.0000 0.0089 -0.0004 -0.0410

040920 1.2695 1.2777 1.2689 1.2728 1.2545 1.2830 1.2850 0.0000 0.0089 -0.0004 -0.0430

040921 1.2728 1.2733 1.2526 1.2540 BV 1.2642 -237.50 1818.75 -2840.96 1.2642 1.2817 1.2850 0.0000 0.0055 -0.0004 -0.0487

040921 1.2728 1.2733 1.2526 1.2540 BV 1.2642 1.2642 1.2817 1.2491 0.0000 0.0055 -0.0004 -0.0487

040922 1.2540 1.2652 1.2535 1.2610 1.2418 1.2827 1.2491 0.0000 0.0130 -0.0004 -0.0440

040923 1.2610 1.2626 1.2546 1.2619 1.2385 1.2793 1.2491 0.0000 0.0130 -0.0003 -0.0337

040924 1.2619 1.2653 1.2514 1.2627 1.2382 1.2788 1.2491 0.0000 0.0130 -0.0002 -0.0201

040927 1.2627 1.2646 1.2585 1.2620 1.2446 1.2721 1.2491 0.0000 0.0088 -0.0001 -0.0069

040928 1.2620 1.2627 1.2560 1.2589 1.2480 1.2755 1.2491 0.0000 0.0088 0.0000 0.0043

040929 1.2589 1.2638 1.2574 1.2595 1.2460 1.2736 1.2491 0.0000 0.0088 0.0002 0.0193

040930 1.2595 1.2611 1.2450 1.2456 SP 1.2491 562.50 2381.25 -2278.46 1.2542 1.2674 1.2491 0.0000 0.0042 0.0003 0.0311

041001 1.2456 1.2519 1.2453 1.2505 1.2379 1.2698 1.2491 0.0000 0.0103 0.0004 0.0400

041004 1.2505 1.2676 1.2511 1.2646 SV 1.2653 1.2337 1.2653 1.2809 0.0000 0.0103 0.0004 0.0449

041005 1.2646 1.2664 1.2603 1.2608 1.2438 1.2765 1.2809 0.0000 0.0104 0.0004 0.0420

041006 1.2608 1.2682 1.2614 1.2663 1.2477 1.2806 1.2809 0.0000 0.0104 0.0003 0.0375

041007 1.2663 1.2660 1.2614 1.2636 1.2489 1.2819 1.2809 0.0000 0.0104 0.0003 0.0285

041008 1.2636 1.2643 1.2473 1.2491 BV 1.2571 -362.50 2018.75 -2640.96 1.2571 1.2706 1.2809 0.0000 0.0043 0.0002 0.0190

041008 1.2636 1.2643 1.2473 1.2491 BV 1.2571 1.2571 1.2706 1.2421 0.0000 0.0043 0.0002 0.0190

041011 1.2491 1.2522 1.2484 1.2520 1.2395 1.2731 1.2421 0.0000 0.0108 0.0002 0.0196

041012 1.2520 1.2605 1.2501 1.2572 1.2343 1.2676 1.2421 0.0000 0.0108 0.0002 0.0259

041013 1.2572 1.2661 1.2505 1.2532 1.2392 1.2728 1.2421 0.0000 0.0108 0.0003 0.0290

041014 1.2532 1.2546 1.2431 1.2440 1.2435 1.2744 1.2421 0.0000 0.0099 0.0003 0.0288

041015 1.2440 1.2452 1.2319 1.2325 SP 1.2421 562.50 2581.25 -2078.46 1.2343 1.2647 1.2421 0.0000 0.0099 0.0003 0.0307

041018 1.2325 1.2352 1.2272 1.2305 1.2243 1.2542 1.2421 0.0000 0.0099 0.0004 0.0385

041019 1.2305 1.2366 1.2285 1.2288 1.2189 1.2450 1.2421 0.0000 0.0087 0.0004 0.0494

041020 1.2288 1.2309 1.2172 1.2215 BV 1.2204 1.2204 1.2466 1.2063 0.0000 0.0087 0.0005 0.0604

041021 1.2215 1.2225 1.2150 1.2173 1.2117 1.2389 1.2063 0.0000 0.0091 0.0007 0.0778

041022 1.2173 1.2212 1.2137 1.2149 1.2067 1.2337 1.2063 0.0000 0.0091 0.0009 0.0957

041025 1.2149 1.2070 1.1938 1.1975 SP 1.2063 562.50 3143.75 -1515.96 1.2057 1.2326 1.2063 0.0000 0.0091 0.0010 0.1126

041026 1.1975 1.2052 1.1925 1.2023 1.1892 1.2154 1.2063 0.0000 0.0092 0.0012 0.1337

041027 1.2023 1.2087 1.1955 1.2080 1.1878 1.2140 1.2063 0.0000 0.0092 0.0014 0.1500

041028 1.2080 1.2140 1.1964 1.2013 1.1912 1.2174 1.2063 0.0000 0.0092 0.0015 0.1613

041029 1.2013 1.2050 1.1945 1.1947 1.1908 1.2258 1.2063 0.0000 0.0121 0.0015 0.1681

041101 1.1947 1.2050 1.1908 1.2029 1.1858 1.2206 1.2063 0.0000 0.0121 0.0017 0.1827

041102 1.2029 1.2118 1.2005 1.2089 1.1841 1.2188 1.2063 0.0000 0.0121 0.0018 0.1940

041103 1.2089 1.2125 1.1930 1.1942 BV 1.1947 1.1947 1.2234 1.1812 0.0000 0.0099 0.0018 0.1987

041104 1.1942 1.1966 1.1835 1.1885 1.1875 1.2264 1.1812 0.0000 0.0135 0.0019 0.2054

041105 1.1885 1.2010 1.1772 1.1775 SP 1.1812 562.50 3706.25 -953.46 1.1754 1.2134 1.1812 0.0000 0.0135 0.0019 0.2145

041108 1.1775 1.1842 1.1756 1.1820 1.1710 1.2186 1.1812 0.0000 0.0168 0.0020 0.2246

041109 1.1820 1.1852 1.1798 1.1834 1.1624 1.2092 1.1812 0.0000 0.0168 0.0021 0.2338

041110 1.1834 1.1865 1.1695 1.1816 1.1651 1.2123 1.1812 0.0000 0.0168 0.0022 0.2439

041111 1.1816 1.1836 1.1763 1.1765 1.1655 1.1995 1.1812 0.0000 0.0123 0.0023 0.2540

041112 1.1765 1.1822 1.1690 1.1705 1.1675 1.2015 1.1812 0.0000 0.0123 0.0023 0.2550

041115 1.1705 1.1819 1.1700 1.1802 1.1632 1.1970 1.1812 0.0000 0.0123 0.0023 0.2547

041116 1.1802 1.1813 1.1723 1.1764 1.1662 1.1925 1.1812 0.0000 0.0096 0.0022 0.2472

Page 18: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

041117 1.1764 1.1764 1.1628 1.1630 BV 1.1669 1.1669 1.1932 1.1539 0.0000 0.0096 0.0022 0.2375

041118 1.1630 1.1735 1.1603 1.1710 1.1594 1.1864 1.1539 0.0000 0.0099 0.0021 0.2354

041119 1.1710 1.1725 1.1580 1.1622 1.1566 1.1836 1.1539 0.0000 0.0099 0.0021 0.2306

041122 1.1622 1.1646 1.1595 1.1635 1.1542 1.1830 1.1539 0.0000 0.0107 0.0020 0.2221

041123 1.1635 1.1697 1.1562 1.1585 1.1509 1.1795 1.1539 0.0000 0.0107 0.0019 0.2104

041124 1.1585 1.1587 1.1445 1.1470 SP 1.1539 562.50 4268.75 -390.96 1.1515 1.1804 1.1539 0.0000 0.0107 0.0018 0.2007

041125 1.1470 1.1470 1.1405 1.1411 1.1404 1.1686 1.1539 0.0000 0.0107 0.0018 0.2005

041126 1.1411 1.1491 1.1340 1.1385 1.1328 1.1606 1.1539 0.0000 0.0107 0.0019 0.2042

041129 1.1385 1.1473 1.1385 1.1422 1.1297 1.1598 1.1539 0.0000 0.0116 0.0019 0.2054

041130 1.1422 1.1459 1.1325 1.1396 1.1311 1.1613 1.1539 0.0000 0.0116 0.0019 0.2061

041201 1.1396 1.1454 1.1353 1.1418 1.1275 1.1574 1.1539 0.0000 0.0116 0.0019 0.2083

041202 1.1418 1.1560 1.1366 1.1514 1.1299 1.1566 1.1539 0.0000 0.0103 0.0019 0.2071

041203 1.1514 1.1532 1.1301 1.1316 BV 1.1312 1.1312 1.1699 1.1191 0.0000 0.0148 0.0019 0.2085

041206 1.1316 1.1430 1.1308 1.1416 1.1238 1.1700 1.1191 0.0000 0.0177 0.0019 0.2133

041207 1.1416 1.1425 1.1340 1.1407 1.1193 1.1651 1.1191 0.0000 0.0177 0.0019 0.2128

041208 1.1407 1.1635 1.1404 1.1485 1.1206 1.1665 1.1191 0.0000 0.0177 0.0019 0.2092

041209 1.1485 1.1564 1.1469 1.1500 1.1338 1.1799 1.1191 0.0000 0.0174 0.0018 0.1990

041210 1.1500 1.1686 1.1500 1.1601 1.1333 1.1794 1.1191 0.0000 0.0174 0.0017 0.1856

041213 1.1601 1.1633 1.1520 1.1525 1.1401 1.1868 1.1191 0.0000 0.0174 0.0015 0.1604

041214 1.1525 1.1587 1.1512 1.1541 1.1421 1.1790 1.1191 0.0000 0.0138 0.0013 0.1397

041215 1.1541 1.1584 1.1388 1.1411 1.1392 1.1759 1.1191 0.0000 0.0138 0.0011 0.1242

041216 1.1411 1.1622 1.1392 1.1590 1.1316 1.1705 1.1191 0.0000 0.0149 0.0010 0.1152

041217 1.1590 1.1620 1.1518 1.1581 1.1305 1.1762 1.1191 0.0000 0.0174 0.0009 0.1027

041220 1.1581 1.1577 1.1458 1.1485 1.1362 1.1825 1.1191 0.0000 0.0174 0.0008 0.0853

041221 1.1485 1.1542 1.1480 1.1536 1.1310 1.1767 1.1191 0.0000 0.0174 0.0007 0.0731

041222 1.1536 1.1567 1.1501 1.1526 1.1401 1.1637 1.1191 0.0000 0.0090 0.0005 0.0591

041223 1.1526 1.1537 1.1430 1.1438 1.1422 1.1659 1.1191 0.0000 0.0090 0.0004 0.0462

041224 1.1438 1.1455 1.1405 1.1424 1.1382 1.1594 1.1191 0.0000 0.0081 0.0003 0.0342

041227 1.1424 1.1451 1.1328 1.1350 1.1329 1.1538 1.1191 0.0000 0.0081 0.0002 0.0237

041228 1.1350 1.1375 1.1317 1.1347 1.1271 1.1515 1.1191 0.0000 0.0095 0.0002 0.0208

041229 1.1347 1.1386 1.1309 1.1354 1.1228 1.1471 1.1191 0.0000 0.0095 0.0002 0.0178

041230 1.1354 1.1387 1.1285 1.1315 1.1230 1.1472 1.1191 0.0000 0.0095 0.0001 0.0158

041231 1.1315 1.1440 1.1290 1.1367 SV 1.1439 -650.00 3618.75 -1040.96 1.1237 1.1439 1.1191 0.0000 0.0079 0.0001 0.0148

041231 1.1315 1.1440 1.1290 1.1367 SV 1.1439 1.1237 1.1439 1.1566 0.0000 0.0079 0.0001 0.0148

050103 1.1367 1.1565 1.1369 1.1464 1.1220 1.1517 1.1566 0.0000 0.0116 0.0001 0.0108

050104 1.1464 1.1713 1.1445 1.1697 BP 1.1566 562.50 4181.25 -478.46 1.1276 1.1665 1.1566 0.0000 0.0149 0.0001 0.0069

050105 1.1697 1.1760 1.1645 1.1696 1.1317 1.1848 1.1566 0.0000 0.0200 0.0000 -0.0016

050106 1.1696 1.1781 1.1669 1.1748 1.1434 1.1976 1.1566 0.0000 0.0200 -0.0001 -0.0126

050107 1.1748 1.1889 1.1674 1.1849 1.1452 1.1996 1.1566 0.0000 0.0200 -0.0002 -0.0257

050110 1.1849 1.1854 1.1788 1.1820 1.1563 1.1989 1.1566 0.0000 0.0155 -0.0004 -0.0394

050111 1.1820 1.1832 1.1730 1.1824 1.1600 1.2028 1.1566 0.0000 0.0155 -0.0005 -0.0532

050112 1.1824 1.1842 1.1627 1.1670 1.1558 1.1982 1.1566 0.0000 0.0155 -0.0006 -0.0684

050113 1.1670 1.1744 1.1665 1.1740 1.1510 1.1935 1.1566 0.0000 0.0156 -0.0006 -0.0709

050114 1.1740 1.1871 1.1713 1.1808 1.1481 1.1905 1.1566 0.0000 0.0156 -0.0007 -0.0722

050117 1.1808 1.1832 1.1770 1.1824 1.1565 1.1993 1.1566 0.0000 0.0156 -0.0007 -0.0772

050118 1.1824 1.1908 1.1805 1.1857 1.1633 1.1946 1.1566 0.0000 0.0114 -0.0008 -0.0889

050119 1.1857 1.1900 1.1748 1.1871 1.1685 1.2000 1.1566 0.0000 0.0114 -0.0009 -0.1022

050120 1.1871 1.1924 1.1833 1.1906 1.1658 1.1957 1.1566 0.0000 0.0109 -0.0011 -0.1185

050121 1.1906 1.1969 1.1836 1.1850 1.1708 1.2011 1.1566 0.0000 0.0109 -0.0012 -0.1342

050124 1.1850 1.1872 1.1788 1.1840 1.1730 1.2034 1.1566 0.0000 0.0109 -0.0013 -0.1475

050125 1.1840 1.1975 1.1805 1.1947 SV 1.1942 1.1682 1.1942 1.2080 0.0000 0.0094 -0.0014 -0.1506

050126 1.1947 1.1942 1.1803 1.1847 1.1697 1.2032 1.2080 0.0000 0.0120 -0.0015 -0.1613

050127 1.1847 1.1883 1.1779 1.1849 1.1680 1.2013 1.2080 0.0000 0.0120 -0.0015 -0.1703

050128 1.1849 1.1925 1.1817 1.1860 1.1639 1.1970 1.2080 0.0000 0.0120 -0.0016 -0.1721

050131 1.1860 1.1944 1.1850 1.1896 1.1711 1.1985 1.2080 0.0000 0.0099 -0.0016 -0.1750

050201 1.1896 1.1960 1.1873 1.1900 1.1772 1.1986 1.2080 0.0000 0.0077 -0.0016 -0.1789

050202 1.1900 1.1965 1.1855 1.1916 1.1791 1.2006 1.2080 0.0000 0.0077 -0.0016 -0.1779

050203 1.1916 1.2053 1.1925 1.2025 1.1784 1.2000 1.2080 0.0000 0.0078 -0.0016 -0.1722

050204 1.2025 1.2118 1.1948 1.2105 BP 1.2080 562.50 4743.75 0.00 1.1843 1.2095 1.2080 0.0000 0.0089 -0.0015 -0.1660

050207 1.2105 1.2262 1.2104 1.2219 SV 1.2176 1.1840 1.2176 1.2320 0.0000 0.0117 -0.0014 -0.1582

050208 1.2219 1.2255 1.2183 1.2212 1.1986 1.2330 1.2320 0.0000 0.0117 -0.0014 -0.1551

050209 1.2212 1.2240 1.2150 1.2177 1.2022 1.2369 1.2320 0.0000 0.0117 -0.0013 -0.1481

050210 1.2177 1.2245 1.2038 1.2071 1.2019 1.2332 1.2320 0.0000 0.0106 -0.0013 -0.1382

050211 1.2071 1.2122 1.2062 1.2099 1.1913 1.2321 1.2320 0.0000 0.0140 -0.0012 -0.1275

050214 1.2099 1.2093 1.1961 1.1989 1.1868 1.2273 1.2320 0.0000 0.0140 -0.0011 -0.1227

050215 1.1989 1.2020 1.1877 1.1901 1.1806 1.2207 1.2320 0.0000 0.0140 -0.0011 -0.1166

050216 1.1901 1.1948 1.1834 1.1864 1.1794 1.2076 1.2320 0.0000 0.0100 -0.0010 -0.1066

050217 1.1864 1.1900 1.1800 1.1838 1.1738 1.2019 1.2320 0.0000 0.0100 -0.0009 -0.0974

050218 1.1838 1.1898 1.1820 1.1825 1.1700 1.1979 1.2320 0.0000 0.0100 -0.0008 -0.0868

050221 1.1825 1.1857 1.1806 1.1820 1.1740 1.1963 1.2320 0.0000 0.0081 -0.0007 -0.0746

050222 1.1820 1.1842 1.1576 1.1581 BV 1.1729 -1993.75 2750.00 -1993.75 1.1729 1.1926 1.2320 0.0000 0.0071 -0.0005 -0.0557

050222 1.1820 1.1842 1.1576 1.1581 BV 1.1729 1.1729 1.1926 1.1598 0.0000 0.0071 -0.0005 -0.0557

050222 1.1820 1.1842 1.1576 1.1581 SP 1.1598 562.50 3312.50 -1612.65 1.1729 1.1926 1.1598 0.0000 0.0071 -0.0005 -0.0557

050223 1.1581 1.1668 1.1567 1.1620 1.1443 1.1969 1.1598 0.0000 0.0194 -0.0002 -0.0271

050224 1.1620 1.1720 1.1593 1.1680 1.1364 1.1882 1.1598 0.0000 0.0194 0.0000 -0.0010

050225 1.1680 1.1740 1.1628 1.1629 1.1406 1.1929 1.1598 0.0000 0.0194 0.0002 0.0209

050228 1.1629 1.1634 1.1578 1.1616 1.1563 1.1816 1.1598 0.0000 0.0093 0.0004 0.0391

050301 1.1616 1.1689 1.1605 1.1655 1.1490 1.1740 1.1598 0.0000 0.0093 0.0006 0.0609

050302 1.1655 1.1780 1.1647 1.1739 SV 1.1766 1.1546 1.1766 1.1901 0.0000 0.0082 0.0007 0.0762

050303 1.1739 1.1828 1.1732 1.1807 1.1594 1.1858 1.1901 0.0000 0.0097 0.0008 0.0864

050304 1.1807 1.1870 1.1667 1.1691 1.1660 1.1927 1.1901 0.0000 0.0097 0.0009 0.0952

050307 1.1691 1.1779 1.1683 1.1765 1.1590 1.1993 1.1901 0.0000 0.0147 0.0009 0.1018

050308 1.1765 1.1757 1.1584 1.1617 1.1555 1.1957 1.1901 0.0000 0.0147 0.0010 0.1105

050309 1.1617 1.1648 1.1554 1.1574 1.1500 1.1896 1.1901 0.0000 0.0147 0.0011 0.1257

050310 1.1574 1.1610 1.1515 1.1532 1.1457 1.1797 1.1901 0.0000 0.0127 0.0013 0.1418

050311 1.1532 1.1570 1.1483 1.1505 1.1422 1.1761 1.1901 0.0000 0.0127 0.0014 0.1573

050314 1.1505 1.1641 1.1485 1.1598 1.1450 1.1637 1.1901 0.0000 0.0071 0.0016 0.1724

050315 1.1598 1.1675 1.1565 1.1643 1.1438 1.1748 1.1901 0.0000 0.0117 0.0017 0.1824

050316 1.1643 1.1665 1.1503 1.1531 1.1493 1.1808 1.1901 0.0000 0.0117 0.0017 0.1823

050317 1.1531 1.1598 1.1513 1.1573 1.1453 1.1776 1.1901 0.0000 0.0121 0.0016 0.1809

050318 1.1573 1.1689 1.1567 1.1650 1.1425 1.1745 1.1901 0.0000 0.0121 0.0015 0.1695

050321 1.1650 1.1810 1.1642 1.1774 1.1492 1.1816 1.1901 0.0000 0.0121 0.0014 0.1496

050322 1.1774 1.1920 1.1746 1.1880 BP 1.1901 562.50 3875.00 -1050.15 1.1581 1.1915 1.1901 0.0000 0.0122 0.0011 0.1225

050323 1.1880 1.1990 1.1878 1.1970 1.1678 1.2024 1.1901 0.0000 0.0124 0.0008 0.0916

050324 1.1970 1.2003 1.1917 1.2010 1.1770 1.2121 1.1901 0.0000 0.0124 0.0005 0.0553

050325 1.2010 1.2035 1.1987 1.1998 1.1790 1.2142 1.1901 0.0000 0.0124 0.0002 0.0215

050328 1.1998 1.2085 1.1999 1.2050 1.1899 1.2123 1.1901 0.0000 0.0079 -0.0001 -0.0092

050329 1.2050 1.2055 1.1975 1.2024 1.1953 1.2126 1.1901 0.0000 0.0060 -0.0004 -0.0387

050330 1.2024 1.2015 1.1924 1.1981 BV 1.1926 1.1926 1.2095 1.1791 0.0000 0.0059 -0.0006 -0.0637

050331 1.1981 1.2008 1.1944 1.1962 1.1872 1.2053 1.1791 0.0000 0.0064 -0.0008 -0.0856

050401 1.1962 1.2080 1.1885 1.2038 SV 1.2057 -606.25 3268.75 -1656.40 1.1876 1.2057 1.1791 0.0000 0.0064 -0.0010 -0.1055

050401 1.1962 1.2080 1.1885 1.2038 SV 1.2057 1.1876 1.2057 1.2198 0.0000 0.0064 -0.0010 -0.1055

050404 1.2038 1.2128 1.2028 1.2088 1.1770 1.2155 1.2198 0.0000 0.0136 -0.0011 -0.1163

050405 1.2088 1.2146 1.2041 1.2051 1.1861 1.2252 1.2198 0.0000 0.0136 -0.0012 -0.1271

050406 1.2051 1.2085 1.2010 1.2045 1.1874 1.2265 1.2198 0.0000 0.0136 -0.0013 -0.1387

050407 1.2045 1.2076 1.1974 1.2072 1.1930 1.2136 1.2198 0.0000 0.0072 -0.0013 -0.1469

050408 1.2072 1.2118 1.1965 1.1983 1.1908 1.2112 1.2198 0.0000 0.0072 -0.0014 -0.1494

050411 1.1983 1.2010 1.1897 1.1927 1.1869 1.2171 1.2198 0.0000 0.0106 -0.0014 -0.1517

050412 1.1927 1.2049 1.1900 1.1986 1.1784 1.2082 1.2198 0.0000 0.0106 -0.0014 -0.1526

050413 1.1986 1.2075 1.1947 1.2008 1.1804 1.2101 1.2198 0.0000 0.0106 -0.0014 -0.1586

050414 1.2008 1.2198 1.1996 1.2128 1.1840 1.2136 1.2198 0.0000 0.0104 -0.0015 -0.1628

050415 1.2128 1.2170 1.1987 1.2016 1.1867 1.2264 1.2198 0.0000 0.0138 -0.0016 -0.1712

050418 1.2016 1.2042 1.1850 1.1879 1.1850 1.2246 1.2198 0.0000 0.0138 -0.0015 -0.1695

050419 1.1879 1.1910 1.1793 1.1798 1.1725 1.2112 1.2198 0.0000 0.0138 -0.0014 -0.1546

050420 1.1798 1.1893 1.1771 1.1789 1.1643 1.2016 1.2198 0.0000 0.0135 -0.0012 -0.1306

Page 19: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

050421 1.1789 1.1858 1.1738 1.1828 1.1629 1.2002 1.2198 0.0000 0.0135 -0.0009 -0.1022

050422 1.1828 1.1855 1.1781 1.1810 1.1670 1.1910 1.2198 0.0000 0.0087 -0.0007 -0.0755

050425 1.1810 1.1910 1.1803 1.1883 1.1693 1.1933 1.2198 0.0000 0.0087 -0.0005 -0.0517

050426 1.1883 1.1913 1.1853 1.1870 1.1734 1.1975 1.2198 0.0000 0.0086 -0.0002 -0.0260

050427 1.1870 1.1965 1.1857 1.1915 1.1777 1.1990 1.2198 0.0000 0.0076 0.0000 0.0006

050428 1.1915 1.1956 1.1883 1.1930 1.1808 1.2021 1.2198 0.0000 0.0076 0.0002 0.0218

050429 1.1930 1.1978 1.1837 1.1960 1.1818 1.2031 1.2198 0.0000 0.0076 0.0003 0.0369

050502 1.1960 1.2015 1.1958 1.1974 1.1776 1.2055 1.2198 0.0000 0.0099 0.0004 0.0459

050503 1.1974 1.2018 1.1940 1.1986 1.1853 1.2136 1.2198 0.0000 0.0099 0.0004 0.0459

050504 1.1986 1.1985 1.1878 1.1923 1.1846 1.2129 1.2198 0.0000 0.0099 0.0004 0.0443

050505 1.1923 1.1980 1.1891 1.1947 1.1832 1.2042 1.2198 0.0000 0.0075 0.0004 0.0439

050506 1.1947 1.2089 1.1936 1.2064 1.1834 1.2047 1.2198 0.0000 0.0075 0.0004 0.0402

050509 1.2064 1.2098 1.2020 1.2062 1.1867 1.2170 1.2198 0.0000 0.0106 0.0003 0.0327

050510 1.2062 1.2069 1.1992 1.2015 1.1912 1.2217 1.2198 0.0000 0.0106 0.0002 0.0261

050511 1.2015 1.2100 1.1960 1.2065 1.1884 1.2188 1.2198 0.0000 0.0106 0.0002 0.0220

050512 1.2065 1.2175 1.2055 1.2151 1.1895 1.2171 1.2198 0.0000 0.0097 0.0001 0.0154

050513 1.2151 1.2253 1.2162 1.2249 BP 1.2198 562.50 3831.25 -1093.90 1.1976 1.2256 1.2198 0.0000 0.0097 0.0000 -0.0006

050516 1.2249 1.2291 1.2212 1.2219 1.2063 1.2349 1.2198 0.0000 0.0097 -0.0002 -0.0215

050517 1.2219 1.2270 1.2197 1.2255 1.2126 1.2369 1.2198 0.0000 0.0082 -0.0004 -0.0409

050518 1.2255 1.2270 1.2163 1.2180 1.2139 1.2320 1.2198 0.0000 0.0061 -0.0005 -0.0591

050519 1.2180 1.2262 1.2143 1.2219 1.2104 1.2315 1.2198 0.0000 0.0072 -0.0007 -0.0734

050520 1.2219 1.2362 1.2210 1.2341 SV 1.2311 1.2076 1.2311 1.2458 0.0000 0.0080 -0.0007 -0.0825

050523 1.2341 1.2357 1.2281 1.2312 1.2123 1.2422 1.2458 0.0000 0.0101 -0.0009 -0.0977

050524 1.2312 1.2325 1.2245 1.2290 1.2152 1.2455 1.2458 0.0000 0.0101 -0.0010 -0.1142

050525 1.2290 1.2316 1.2245 1.2270 1.2117 1.2416 1.2458 0.0000 0.0101 -0.0012 -0.1337

050526 1.2270 1.2380 1.2262 1.2360 1.2191 1.2349 1.2458 0.0000 0.0053 -0.0014 -0.1489

050527 1.2360 1.2365 1.2300 1.2304 1.2186 1.2419 1.2458 0.0000 0.0078 -0.0014 -0.1582

050530 1.2304 1.2395 1.2315 1.2390 1.2198 1.2432 1.2458 0.0000 0.0078 -0.0015 -0.1597

050531 1.2390 1.2495 1.2373 1.2485 BP 1.2458 562.50 4393.75 -531.40 1.2220 1.2455 1.2458 0.0000 0.0078 -0.0015 -0.1604

050601 1.2485 1.2599 1.2453 1.2554 SV 1.2536 1.2296 1.2536 1.2689 0.0000 0.0079 -0.0015 -0.1628

050602 1.2554 1.2577 1.2476 1.2502 1.2359 1.2647 1.2689 0.0000 0.0093 -0.0015 -0.1674

050603 1.2502 1.2563 1.2488 1.2539 1.2359 1.2647 1.2689 0.0000 0.0093 -0.0016 -0.1712

050606 1.2539 1.2538 1.2465 1.2476 1.2358 1.2645 1.2689 0.0000 0.0093 -0.0016 -0.1739

050607 1.2476 1.2515 1.2430 1.2466 1.2385 1.2585 1.2689 0.0000 0.0064 -0.0016 -0.1741

050608 1.2466 1.2579 1.2411 1.2546 1.2375 1.2542 1.2689 0.0000 0.0055 -0.0016 -0.1714

050609 1.2546 1.2597 1.2520 1.2554 1.2303 1.2634 1.2689 0.0000 0.0108 -0.0015 -0.1688

050610 1.2554 1.2701 1.2528 1.2683 BP 1.2689 562.50 4956.25 0.00 1.2366 1.2700 1.2689 0.0000 0.0108 -0.0015 -0.1696

050613 1.2683 1.2786 1.2685 1.2716 SV 1.2757 1.2416 1.2757 1.2915 0.0000 0.0109 -0.0016 -0.1722

050614 1.2716 1.2793 1.2672 1.2772 1.2533 1.2882 1.2915 0.0000 0.0109 -0.0016 -0.1736

050615 1.2772 1.2793 1.2688 1.2707 1.2531 1.2878 1.2915 0.0000 0.0109 -0.0016 -0.1733

050616 1.2707 1.2772 1.2655 1.2725 1.2601 1.2840 1.2915 0.0000 0.0075 -0.0016 -0.1745

050617 1.2725 1.2734 1.2570 1.2581 BV 1.2574 -750.00 4206.25 -750.00 1.2574 1.2812 1.2915 0.0000 0.0075 -0.0016 -0.1742

050617 1.2725 1.2734 1.2570 1.2581 BV 1.2574 1.2574 1.2812 1.2424 0.0000 0.0075 -0.0016 -0.1742

050620 1.2581 1.2738 1.2613 1.2714 1.2466 1.2789 1.2424 0.0000 0.0102 -0.0015 -0.1647

050621 1.2714 1.2784 1.2652 1.2660 1.2489 1.2814 1.2424 0.0000 0.0102 -0.0014 -0.1568

050622 1.2660 1.2748 1.2622 1.2715 1.2531 1.2858 1.2424 0.0000 0.0102 -0.0014 -0.1520

050623 1.2715 1.2814 1.2700 1.2802 SV 1.2796 -900.00 3306.25 -1650.00 1.2538 1.2796 1.2424 0.0000 0.0082 -0.0014 -0.1504

050623 1.2715 1.2814 1.2700 1.2802 SV 1.2796 1.2538 1.2796 1.2955 0.0000 0.0082 -0.0014 -0.1504

050624 1.2802 1.2842 1.2733 1.2743 1.2607 1.2870 1.2955 0.0000 0.0082 -0.0014 -0.1519

050627 1.2743 1.2735 1.2658 1.2692 1.2642 1.2897 1.2955 0.0000 0.0078 -0.0014 -0.1514

050628 1.2692 1.2814 1.2674 1.2795 1.2569 1.2793 1.2955 0.0000 0.0070 -0.0013 -0.1428

050629 1.2795 1.2878 1.2772 1.2811 1.2588 1.2865 1.2955 0.0000 0.0086 -0.0012 -0.1359

050630 1.2811 1.2861 1.2783 1.2814 1.2668 1.2947 1.2955 0.0000 0.0086 -0.0012 -0.1353

050701 1.2814 1.2978 1.2816 1.2963 BP 1.2955 562.50 3868.75 -1146.08 1.2665 1.2945 1.2955 0.0000 0.0086 -0.0012 -0.1335

050704 1.2963 1.3042 1.2965 1.3035 SV 1.3038 1.2718 1.3038 1.3203 0.0000 0.0097 -0.0012 -0.1328

050705 1.3035 1.3073 1.2996 1.3045 1.2821 1.3146 1.3203 0.0000 0.0097 -0.0012 -0.1339

050706 1.3045 1.3069 1.2999 1.3033 1.2850 1.3177 1.3203 0.0000 0.0097 -0.0012 -0.1366

050707 1.3033 1.3049 1.2840 1.2988 BV 1.2947 -375.00 3493.75 -1521.08 1.2947 1.3101 1.3203 0.0000 0.0046 -0.0012 -0.1358

050707 1.3033 1.3049 1.2840 1.2988 BV 1.2947 1.2947 1.3101 1.2788 0.0000 0.0046 -0.0012 -0.1358

050708 1.2988 1.3075 1.2960 1.3004 1.2715 1.3125 1.2788 0.0000 0.0125 -0.0012 -0.1312

050711 1.3004 1.3006 1.2856 1.2882 1.2784 1.3201 1.2788 0.0000 0.0125 -0.0012 -0.1318

050712 1.2882 1.2890 1.2703 1.2713 SP 1.2788 562.50 4056.25 -958.58 1.2702 1.3113 1.2788 0.0000 0.0125 -0.0012 -0.1303

050713 1.2713 1.2916 1.2714 1.2900 1.2591 1.2962 1.2788 0.0000 0.0114 -0.0011 -0.1192

050714 1.2900 1.2930 1.2856 1.2899 1.2596 1.2994 1.2788 0.0000 0.0123 -0.0010 -0.1116

050715 1.2899 1.2980 1.2850 1.2949 1.2673 1.3077 1.2788 0.0000 0.0123 -0.0009 -0.1032

050718 1.2949 1.2987 1.2906 1.2943 1.2697 1.3101 1.2788 0.0000 0.0123 -0.0009 -0.0936

050719 1.2943 1.3082 1.2936 1.2990 SV 1.3065 1.2807 1.3065 1.3231 0.0000 0.0078 -0.0008 -0.0856

050720 1.2990 1.3033 1.2800 1.2854 BV 1.2853 -825.00 3231.25 -1783.58 1.2853 1.3142 1.3231 0.0000 0.0086 -0.0007 -0.0812

050720 1.2990 1.3033 1.2800 1.2854 BV 1.2853 1.2853 1.3142 1.2697 0.0000 0.0086 -0.0007 -0.0812

050721 1.2854 1.2905 1.2752 1.2845 1.2673 1.3132 1.2697 0.0000 0.0140 -0.0007 -0.0743

050722 1.2845 1.2978 1.2825 1.2960 1.2590 1.3043 1.2697 0.0000 0.0140 -0.0006 -0.0685

050725 1.2960 1.2995 1.2934 1.2954 1.2660 1.3120 1.2697 0.0000 0.0140 -0.0006 -0.0675

050726 1.2954 1.3030 1.2942 1.2992 1.2801 1.3110 1.2697 0.0000 0.0093 -0.0006 -0.0669

050727 1.2992 1.3062 1.2933 1.2945 1.2824 1.3130 1.2697 0.0000 0.0092 -0.0006 -0.0661

050728 1.2945 1.3000 1.2839 1.2861 1.2863 1.3118 1.2697 0.0000 0.0076 -0.0005 -0.0590

050729 1.2861 1.2923 1.2821 1.2840 1.2753 1.3072 1.2697 0.0000 0.0096 -0.0005 -0.0501

050801 1.2840 1.2892 1.2718 1.2765 1.2710 1.3026 1.2697 0.0000 0.0096 -0.0004 -0.0391

050802 1.2765 1.2795 1.2699 1.2765 1.2631 1.2975 1.2697 0.0000 0.0106 -0.0002 -0.0238

050803 1.2765 1.2815 1.2606 1.2610 SP 1.2697 562.50 3793.75 -1221.08 1.2577 1.2918 1.2697 0.0000 0.0106 -0.0001 -0.0104

050804 1.2610 1.2651 1.2564 1.2580 1.2508 1.2922 1.2697 0.0000 0.0129 0.0001 0.0068

050805 1.2580 1.2680 1.2563 1.2634 1.2413 1.2821 1.2697 0.0000 0.0129 0.0003 0.0317

050808 1.2634 1.2678 1.2591 1.2600 1.2430 1.2840 1.2697 0.0000 0.0129 0.0005 0.0514

050809 1.2600 1.2620 1.2543 1.2593 1.2527 1.2760 1.2697 0.0000 0.0073 0.0006 0.0675

050810 1.2593 1.2620 1.2519 1.2573 1.2477 1.2708 1.2697 0.0000 0.0073 0.0008 0.0848

050811 1.2573 1.2572 1.2451 1.2457 BV 1.2480 1.2480 1.2681 1.2332 0.0000 0.0064 0.0009 0.0968

050812 1.2457 1.2540 1.2433 1.2475 1.2405 1.2645 1.2332 0.0000 0.0077 0.0010 0.1065

050815 1.2475 1.2567 1.2421 1.2547 1.2381 1.2620 1.2332 0.0000 0.0077 0.0010 0.1137

050816 1.2547 1.2628 1.2530 1.2550 1.2367 1.2657 1.2332 0.0000 0.0094 0.0011 0.1175

050817 1.2550 1.2637 1.2548 1.2635 1.2452 1.2745 1.2332 0.0000 0.0094 0.0011 0.1202

050818 1.2635 1.2742 1.2586 1.2708 1.2464 1.2758 1.2332 0.0000 0.0094 0.0011 0.1168

050819 1.2708 1.2772 1.2696 1.2740 1.2528 1.2839 1.2332 0.0000 0.0097 0.0010 0.1134

050822 1.2740 1.2752 1.2674 1.2701 1.2598 1.2910 1.2332 0.0000 0.0097 0.0010 0.1140

050823 1.2701 1.2746 1.2682 1.2709 1.2575 1.2888 1.2332 0.0000 0.0097 0.0010 0.1118

050824 1.2709 1.2788 1.2642 1.2654 1.2645 1.2799 1.2332 0.0000 0.0048 0.0010 0.1062

050825 1.2654 1.2657 1.2538 1.2550 1.2585 1.2875 1.2332 0.0000 0.0090 0.0009 0.0992

050826 1.2550 1.2600 1.2520 1.2588 1.2470 1.2755 1.2332 0.0000 0.0090 0.0009 0.0961

050829 1.2588 1.2689 1.2503 1.2670 1.2433 1.2716 1.2332 0.0000 0.0090 0.0008 0.0893

050830 1.2670 1.2745 1.2659 1.2694 1.2429 1.2798 1.2332 0.0000 0.0117 0.0008 0.0839

050831 1.2694 1.2704 1.2523 1.2530 1.2531 1.2907 1.2332 0.0000 0.0117 0.0007 0.0767

050901 1.2530 1.2558 1.2311 1.2343 SP 1.2332 562.50 4356.25 -658.58 1.2444 1.2814 1.2332 0.0000 0.0117 0.0006 0.0703

050902 1.2343 1.2368 1.2250 1.2280 1.2210 1.2700 1.2332 0.0000 0.0160 0.0006 0.0699

050905 1.2280 1.2344 1.2239 1.2335 1.2090 1.2571 1.2332 0.0000 0.0160 0.0007 0.0717

050906 1.2335 1.2404 1.2317 1.2365 1.2073 1.2553 1.2332 0.0000 0.0160 0.0006 0.0708

050907 1.2365 1.2444 1.2309 1.2426 1.2252 1.2488 1.2332 0.0000 0.0078 0.0006 0.0687

050908 1.2426 1.2470 1.2385 1.2449 1.2252 1.2520 1.2332 0.0000 0.0088 0.0006 0.0649

050909 1.2449 1.2470 1.2385 1.2442 1.2302 1.2572 1.2332 0.0000 0.0088 0.0006 0.0608

050912 1.2442 1.2597 1.2430 1.2592 SV 1.2572 1.2302 1.2572 1.2726 0.0000 0.0088 0.0005 0.0575

050913 1.2592 1.2640 1.2542 1.2619 1.2358 1.2689 1.2726 0.0000 0.0107 0.0005 0.0516

050914 1.2619 1.2613 1.2543 1.2585 1.2433 1.2768 1.2726 0.0000 0.0107 0.0004 0.0463

050915 1.2585 1.2696 1.2574 1.2671 1.2419 1.2753 1.2726 0.0000 0.0107 0.0004 0.0406

050916 1.2671 1.2729 1.2598 1.2687 BP 1.2726 562.50 4918.75 -96.08 1.2519 1.2760 1.2726 0.0000 0.0076 0.0003 0.0314

050919 1.2687 1.2815 1.2734 1.2772 SV 1.2798 1.2538 1.2798 1.2957 0.0000 0.0082 0.0002 0.0231

050920 1.2772 1.2818 1.2745 1.2809 1.2645 1.2910 1.2957 0.0000 0.0082 0.0001 0.0108

050921 1.2809 1.2825 1.2680 1.2718 1.2650 1.2915 1.2957 0.0000 0.0082 0.0000 0.0028

050922 1.2718 1.2809 1.2660 1.2795 1.2610 1.2897 1.2957 0.0000 0.0089 0.0000 -0.0011

Page 20: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

050923 1.2795 1.2918 1.2777 1.2916 1.2588 1.2882 1.2957 0.0000 0.0092 -0.0001 -0.0062

050926 1.2916 1.2965 1.2885 1.2896 BP 1.2957 562.50 5481.25 0.00 1.2695 1.2995 1.2957 0.0000 0.0092 -0.0002 -0.0194

050927 1.2896 1.2998 1.2883 1.2959 1.2770 1.3074 1.2957 0.0000 0.0092 -0.0003 -0.0358

050928 1.2959 1.2984 1.2910 1.2940 1.2793 1.3075 1.2957 0.0000 0.0085 -0.0005 -0.0564

050929 1.2940 1.2978 1.2883 1.2940 1.2825 1.3053 1.2957 0.0000 0.0069 -0.0007 -0.0791

050930 1.2940 1.2980 1.2853 1.2952 1.2807 1.3033 1.2957 0.0000 0.0069 -0.0009 -0.0990

051003 1.2952 1.3044 1.2900 1.3025 SV 1.3028 1.2778 1.3028 1.3193 0.0000 0.0076 -0.0011 -0.1181

051004 1.3025 1.3038 1.2989 1.3020 1.2811 1.3096 1.3193 0.0000 0.0086 -0.0013 -0.1383

051005 1.3020 1.3023 1.2920 1.2958 1.2850 1.3135 1.3193 0.0000 0.0086 -0.0014 -0.1525

051006 1.2958 1.2912 1.2672 1.2694 BV 1.2807 -862.50 4618.75 -862.50 1.2807 1.3092 1.3193 0.0000 0.0086 -0.0015 -0.1621

051006 1.2958 1.2912 1.2672 1.2694 BV 1.2807 1.2807 1.3092 1.2652 0.0000 0.0086 -0.0015 -0.1621

051007 1.2694 1.2830 1.2715 1.2780 1.2520 1.2992 1.2652 0.0000 0.0147 -0.0015 -0.1628

051010 1.2780 1.2872 1.2750 1.2844 1.2502 1.2972 1.2652 0.0000 0.0147 -0.0015 -0.1682

051011 1.2844 1.2920 1.2832 1.2909 1.2538 1.3012 1.2652 0.0000 0.0147 -0.0015 -0.1693

051012 1.2909 1.2950 1.2834 1.2864 1.2736 1.2979 1.2652 0.0000 0.0074 -0.0015 -0.1626

051013 1.2864 1.3018 1.2863 1.2890 SV 1.2997 -750.00 3868.75 -1612.50 1.2753 1.2997 1.2652 0.0000 0.0074 -0.0013 -0.1479

051013 1.2864 1.3018 1.2863 1.2890 SV 1.2997 1.2753 1.2997 1.3161 0.0000 0.0074 -0.0013 -0.1479

051014 1.2890 1.2945 1.2780 1.2824 1.2768 1.3074 1.3161 0.0000 0.0093 -0.0012 -0.1333

051017 1.2824 1.2938 1.2797 1.2908 1.2682 1.3007 1.3161 0.0000 0.0100 -0.0011 -0.1160

051018 1.2908 1.3044 1.2934 1.3001 1.2690 1.3016 1.3161 0.0000 0.0100 -0.0009 -0.1002

051019 1.3001 1.3075 1.2929 1.2960 1.2809 1.3142 1.3161 0.0000 0.0100 -0.0008 -0.0903

051020 1.2960 1.2988 1.2871 1.2882 1.2847 1.3135 1.3161 0.0000 0.0086 -0.0007 -0.0780

051021 1.2882 1.2962 1.2800 1.2913 1.2778 1.3063 1.3161 0.0000 0.0086 -0.0006 -0.0660

051024 1.2913 1.2953 1.2835 1.2879 1.2713 1.3034 1.3161 0.0000 0.0098 -0.0005 -0.0549

051025 1.2879 1.2941 1.2745 1.2760 1.2729 1.3050 1.3161 0.0000 0.0098 -0.0004 -0.0415

051026 1.2760 1.2840 1.2730 1.2826 1.2645 1.3034 1.3161 0.0000 0.0119 -0.0002 -0.0269

051027 1.2826 1.2851 1.2697 1.2735 1.2593 1.2977 1.3161 0.0000 0.0119 -0.0001 -0.0123

051028 1.2735 1.2828 1.2695 1.2803 1.2585 1.2968 1.3161 0.0000 0.0119 0.0000 -0.0008

051031 1.2803 1.2927 1.2782 1.2886 1.2612 1.2917 1.3161 0.0000 0.0094 0.0001 0.0090

051101 1.2886 1.2925 1.2860 1.2899 1.2705 1.3012 1.3161 0.0000 0.0094 0.0002 0.0170

051102 1.2899 1.2890 1.2760 1.2782 1.2753 1.3041 1.3161 0.0000 0.0088 0.0002 0.0232

051103 1.2782 1.2936 1.2777 1.2918 1.2687 1.2974 1.3161 0.0000 0.0088 0.0003 0.0280

051104 1.2918 1.3086 1.2865 1.3061 1.2705 1.3019 1.3161 0.0000 0.0096 0.0002 0.0269

051107 1.3061 1.3109 1.3035 1.3050 1.2763 1.3201 1.3161 0.0000 0.0131 0.0002 0.0178

051108 1.3050 1.3175 1.3059 1.3100 BP 1.3161 562.50 4431.25 -1040.36 1.2855 1.3300 1.3161 0.0000 0.0131 0.0001 0.0062

051109 1.3100 1.3167 1.3085 1.3090 1.2895 1.3342 1.3161 0.0000 0.0131 -0.0001 -0.0067

051110 1.3090 1.3158 1.3045 1.3147 1.3009 1.3240 1.3161 0.0000 0.0067 -0.0002 -0.0188

051111 1.3147 1.3162 1.3120 1.3133 1.2984 1.3214 1.3161 0.0000 0.0067 -0.0003 -0.0335

051114 1.3133 1.3212 1.3065 1.3179 1.3024 1.3249 1.3161 0.0000 0.0066 -0.0005 -0.0502

051115 1.3179 1.3243 1.3156 1.3179 1.2985 1.3275 1.3161 0.0000 0.0085 -0.0006 -0.0645

051116 1.3179 1.3286 1.3158 1.3235 1.3045 1.3337 1.3161 0.0000 0.0085 -0.0006 -0.0691

051117 1.3235 1.3285 1.3156 1.3172 1.3065 1.3360 1.3161 0.0000 0.0085 -0.0007 -0.0746

051118 1.3172 1.3275 1.3134 1.3154 1.3084 1.3339 1.3161 0.0000 0.0074 -0.0007 -0.0800

051121 1.3154 1.3207 1.3080 1.3197 1.3055 1.3333 1.3161 0.0000 0.0081 -0.0008 -0.0866

051122 1.3197 1.3244 1.3091 1.3107 1.2994 1.3270 1.3161 0.0000 0.0081 -0.0008 -0.0908

051123 1.3107 1.3185 1.3065 1.3144 1.3004 1.3305 1.3161 0.0000 0.0088 -0.0009 -0.0954

051124 1.3144 1.3169 1.3112 1.3160 1.2962 1.3263 1.3161 0.0000 0.0088 -0.0009 -0.0946

051125 1.3160 1.3210 1.3135 1.3194 1.2977 1.3278 1.3161 0.0000 0.0088 -0.0009 -0.0952

051128 1.3194 1.3237 1.2994 1.3030 BV 1.3041 1.3041 1.3280 1.2880 0.0000 0.0070 -0.0009 -0.1022

051129 1.3030 1.3191 1.3044 1.3127 1.2853 1.3333 1.2880 0.0000 0.0141 -0.0009 -0.1039

051130 1.3127 1.3179 1.3118 1.3150 1.2857 1.3337 1.2880 0.0000 0.0141 -0.0009 -0.1030

051201 1.3150 1.3223 1.3126 1.3175 1.2887 1.3369 1.2880 0.0000 0.0141 -0.0009 -0.1015

051202 1.3175 1.3232 1.3144 1.3177 1.3014 1.3308 1.2880 0.0000 0.0085 -0.0009 -0.1002

051205 1.3177 1.3213 1.3036 1.3069 1.3084 1.3275 1.2880 0.0000 0.0056 -0.0009 -0.0945

051206 1.3069 1.3110 1.3037 1.3052 1.2937 1.3287 1.2880 0.0000 0.0103 -0.0008 -0.0828

051207 1.3052 1.3160 1.3041 1.3132 1.2890 1.3238 1.2880 0.0000 0.0103 -0.0006 -0.0662

051208 1.3132 1.3152 1.2967 1.3004 1.2920 1.3268 1.2880 0.0000 0.0103 -0.0005 -0.0513

051209 1.3004 1.3070 1.2997 1.3019 1.2872 1.3238 1.2880 0.0000 0.0108 -0.0003 -0.0367

051212 1.3019 1.3064 1.2861 1.2912 SP 1.2880 562.50 4993.75 -477.86 1.2850 1.3214 1.2880 0.0000 0.0108 -0.0002 -0.0224

051213 1.2912 1.2967 1.2866 1.2925 1.2763 1.3167 1.2880 0.0000 0.0121 0.0000 0.0008

051214 1.2925 1.2940 1.2775 1.2815 1.2724 1.3123 1.2880 0.0000 0.0121 0.0002 0.0223

051215 1.2815 1.2917 1.2795 1.2895 1.2669 1.3067 1.2880 0.0000 0.0121 0.0004 0.0410

051216 1.2895 1.2930 1.2838 1.2905 1.2703 1.3031 1.2880 0.0000 0.0100 0.0005 0.0548

051219 1.2905 1.2953 1.2878 1.2924 1.2732 1.3062 1.2880 0.0000 0.0100 0.0006 0.0644

051220 1.2924 1.3118 1.2910 1.3084 SV 1.3048 1.2802 1.3048 1.3214 0.0000 0.0074 0.0007 0.0717

051221 1.3084 1.3168 1.3031 1.3132 1.2825 1.3238 1.3214 0.0000 0.0123 0.0007 0.0725

051222 1.3132 1.3170 1.3077 1.3114 1.2908 1.3326 1.3214 0.0000 0.0123 0.0006 0.0685

051223 1.3114 1.3160 1.3094 1.3130 1.2930 1.3349 1.3214 0.0000 0.0123 0.0006 0.0631

051226 1.3130 1.3153 1.3120 1.3130 1.2999 1.3271 1.3214 0.0000 0.0080 0.0005 0.0553

051227 1.3130 1.3178 1.3107 1.3176 1.3050 1.3233 1.3214 0.0000 0.0054 0.0004 0.0452

051228 1.3176 1.3192 1.3050 1.3171 BV 1.3075 62.50 5056.25 -415.36 1.3075 1.3215 1.3214 0.0000 0.0041 0.0003 0.0350

051228 1.3176 1.3192 1.3050 1.3171 BV 1.3075 1.3075 1.3215 1.2913 0.0000 0.0041 0.0003 0.0350

051229 1.3171 1.3182 1.3117 1.3140 1.2985 1.3266 1.2913 0.0000 0.0082 0.0002 0.0262

051230 1.3140 1.3198 1.3096 1.3145 1.3012 1.3294 1.2913 0.0000 0.0082 0.0002 0.0182

060102 1.3145 1.3145 1.3145 1.3145 1.3009 1.3291 1.2913 0.0000 0.0082 0.0001 0.0108

060103 1.3145 1.3160 1.2890 1.2898 SP 1.2913 562.50 5618.75 0.00 1.3045 1.3247 1.2913 0.0000 0.0059 0.0000 0.0043

060104 1.2898 1.2911 1.2734 1.2754 BV 1.2763 1.2763 1.3298 1.2609 0.0000 0.0159 0.0000 0.0048

060105 1.2754 1.2829 1.2747 1.2756 1.2571 1.3089 1.2609 0.0000 0.0159 0.0001 0.0120

060106 1.2756 1.2792 1.2674 1.2693 1.2541 1.3057 1.2609 0.0000 0.0159 0.0002 0.0237

060109 1.2693 1.2800 1.2692 1.2757 1.2568 1.2915 1.2609 0.0000 0.0108 0.0003 0.0354

060110 1.2757 1.2834 1.2749 1.2796 1.2634 1.2868 1.2609 0.0000 0.0073 0.0004 0.0427

060111 1.2796 1.2845 1.2718 1.2748 1.2679 1.2917 1.2609 0.0000 0.0073 0.0004 0.0452

060112 1.2748 1.2892 1.2724 1.2851 1.2663 1.2915 1.2609 0.0000 0.0078 0.0004 0.0469

060113 1.2851 1.2863 1.2756 1.2762 1.2652 1.2984 1.2609 0.0000 0.0102 0.0004 0.0485

060116 1.2762 1.2807 1.2726 1.2729 1.2653 1.2987 1.2609 0.0000 0.0102 0.0005 0.0525

060117 1.2729 1.2864 1.2763 1.2808 1.2612 1.2943 1.2609 0.0000 0.0102 0.0005 0.0553

060118 1.2808 1.2841 1.2737 1.2803 1.2715 1.2927 1.2609 0.0000 0.0065 0.0005 0.0574

060119 1.2803 1.2892 1.2789 1.2852 1.2692 1.2898 1.2609 0.0000 0.0064 0.0005 0.0603

060120 1.2852 1.2888 1.2759 1.2770 1.2744 1.2952 1.2609 0.0000 0.0064 0.0006 0.0641

060123 1.2770 1.2810 1.2571 1.2577 SP 1.2609 562.50 6181.25 0.00 1.2705 1.2962 1.2609 0.0000 0.0078 0.0006 0.0709

060124 1.2577 1.2638 1.2559 1.2599 1.2478 1.2952 1.2609 0.0000 0.0148 0.0008 0.0889

060125 1.2599 1.2653 1.2574 1.2644 1.2393 1.2862 1.2609 0.0000 0.0148 0.0010 0.1076

060126 1.2644 1.2714 1.2626 1.2692 1.2412 1.2882 1.2609 0.0000 0.0148 0.0011 0.1228

060127 1.2692 1.2854 1.2670 1.2833 SV 1.2770 1.2594 1.2770 1.2928 0.0000 0.0055 0.0012 0.1329

060130 1.2833 1.2899 1.2812 1.2872 1.2606 1.2970 1.2928 0.0000 0.0113 0.0012 0.1306

060131 1.2872 1.2881 1.2740 1.2780 1.2695 1.3065 1.2928 0.0000 0.0113 0.0011 0.1198

060201 1.2780 1.2908 1.2776 1.2895 1.2649 1.3017 1.2928 0.0000 0.0113 0.0010 0.1106

060202 1.2895 1.2922 1.2837 1.2850 1.2716 1.2997 1.2928 0.0000 0.0086 0.0009 0.0970

060203 1.2850 1.2997 1.2841 1.2944 BP 1.2928 562.50 6743.75 0.00 1.2752 1.3034 1.2928 0.0000 0.0086 0.0007 0.0816

060206 1.2944 1.3040 1.2914 1.3013 1.2775 1.3084 1.2928 0.0000 0.0093 0.0006 0.0615

060207 1.3013 1.3030 1.2954 1.2980 1.2829 1.3141 1.2928 0.0000 0.0093 0.0003 0.0384

060208 1.2980 1.3039 1.2948 1.3016 1.2840 1.3153 1.2928 0.0000 0.0093 0.0001 0.0144

060209 1.3016 1.3035 1.2946 1.3008 1.2868 1.3118 1.2928 0.0000 0.0075 -0.0001 -0.0109

060210 1.3008 1.3089 1.2925 1.3070 SV 1.3077 1.2898 1.3077 1.3243 0.0000 0.0054 -0.0003 -0.0363

060213 1.3070 1.3105 1.3004 1.3060 1.2837 1.3161 1.3243 0.0000 0.0097 -0.0005 -0.0554

060214 1.3060 1.3139 1.3050 1.3080 1.2882 1.3208 1.3243 0.0000 0.0097 -0.0006 -0.0661

060215 1.3080 1.3121 1.3038 1.3105 1.2920 1.3249 1.3243 0.0000 0.0097 -0.0007 -0.0764

060216 1.3105 1.3156 1.3095 1.3108 1.2972 1.3172 1.3243 0.0000 0.0059 -0.0007 -0.0823

060217 1.3108 1.3177 1.3082 1.3120 1.3029 1.3207 1.3243 0.0000 0.0052 -0.0008 -0.0900

060220 1.3120 1.3113 1.3062 1.3070 1.3028 1.3215 1.3243 0.0000 0.0055 -0.0009 -0.0990

060221 1.3070 1.3113 1.3075 1.3080 1.2985 1.3172 1.3243 0.0000 0.0055 -0.0009 -0.1034

060222 1.3080 1.3154 1.3070 1.3120 1.2990 1.3177 1.3243 0.0000 0.0055 -0.0010 -0.1099

060223 1.3120 1.3141 1.3020 1.3088 1.3019 1.3186 1.3243 0.0000 0.0049 -0.0010 -0.1151

060224 1.3088 1.3178 1.3075 1.3163 1.2948 1.3187 1.3243 0.0000 0.0071 -0.0011 -0.1155

060227 1.3163 1.3234 1.3160 1.3221 1.2992 1.3233 1.3243 0.0000 0.0071 -0.0011 -0.1205

Page 21: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

060228 1.3221 1.3239 1.3090 1.3119 1.3062 1.3305 1.3243 0.0000 0.0071 -0.0011 -0.1264

060301 1.3119 1.3177 1.3039 1.3127 1.2999 1.3294 1.3243 0.0000 0.0086 -0.0012 -0.1310

060302 1.3127 1.3138 1.2967 1.2973 1.2945 1.3236 1.3243 0.0000 0.0086 -0.0012 -0.1307

060303 1.2973 1.3027 1.2953 1.2982 1.2865 1.3203 1.3243 0.0000 0.0100 -0.0011 -0.1169

060306 1.2982 1.3010 1.2893 1.2979 1.2809 1.3142 1.3243 0.0000 0.0100 -0.0009 -0.0969

060307 1.2979 1.3150 1.2979 1.3129 1.2775 1.3108 1.3243 0.0000 0.0100 -0.0007 -0.0756

060308 1.3129 1.3148 1.3072 1.3081 1.2887 1.3224 1.3243 0.0000 0.0100 -0.0006 -0.0620

060309 1.3081 1.3152 1.3066 1.3141 1.2933 1.3273 1.3243 0.0000 0.0100 -0.0005 -0.0534

060310 1.3141 1.3230 1.3123 1.3165 1.2933 1.3273 1.3243 0.0000 0.0100 -0.0004 -0.0486

060313 1.3165 1.3174 1.3116 1.3123 1.3067 1.3278 1.3243 0.0000 0.0062 -0.0004 -0.0421

060314 1.3123 1.3130 1.3005 1.3020 BV 1.3036 -187.50 6556.25 -707.98 1.3036 1.3247 1.3243 0.0000 0.0062 -0.0003 -0.0358

060314 1.3123 1.3130 1.3005 1.3020 BV 1.3036 1.3036 1.3247 1.2875 0.0000 0.0062 -0.0003 -0.0358

060315 1.3020 1.3035 1.2950 1.2950 1.2942 1.3189 1.2875 0.0000 0.0073 -0.0002 -0.0250

060316 1.2950 1.3001 1.2872 1.2897 SP 1.2875 562.50 7118.75 -145.48 1.2870 1.3115 1.2875 0.0000 0.0073 -0.0001 -0.0130

060317 1.2897 1.2955 1.2875 1.2893 1.2809 1.3065 1.2875 0.0000 0.0077 0.0000 -0.0014

060320 1.2893 1.2940 1.2890 1.2906 1.2789 1.3045 1.2875 0.0000 0.0077 0.0001 0.0108

060321 1.2906 1.3040 1.2908 1.3006 1.2791 1.3046 1.2875 0.0000 0.0077 0.0002 0.0218

060322 1.3006 1.3058 1.2991 1.3047 1.2849 1.3110 1.2875 0.0000 0.0078 0.0003 0.0292

060323 1.3047 1.3196 1.3043 1.3166 SV 1.3161 1.2898 1.3161 1.3330 0.0000 0.0078 0.0003 0.0327

060324 1.3166 1.3194 1.3089 1.3101 1.2974 1.3277 1.3330 0.0000 0.0089 0.0003 0.0298

060327 1.3101 1.3111 1.3063 1.3092 1.2995 1.3300 1.3330 0.0000 0.0089 0.0002 0.0259

060328 1.3092 1.3122 1.2976 1.3091 1.2942 1.3243 1.3330 0.0000 0.0089 0.0002 0.0240

060329 1.3091 1.3127 1.3065 1.3101 1.2908 1.3198 1.3330 0.0000 0.0086 0.0002 0.0217

060330 1.3101 1.3106 1.2958 1.2969 1.2955 1.3245 1.3330 0.0000 0.0086 0.0002 0.0172

060331 1.2969 1.3084 1.2958 1.3040 1.2890 1.3182 1.3330 0.0000 0.0087 0.0002 0.0191

060403 1.3040 1.3138 1.3029 1.3043 1.2878 1.3172 1.3330 0.0000 0.0087 0.0002 0.0195

060404 1.3043 1.3062 1.2875 1.2890 BV 1.2940 -850.00 6268.75 -995.48 1.2940 1.3235 1.3330 0.0000 0.0087 0.0001 0.0164

060404 1.3043 1.3062 1.2875 1.2890 BV 1.2940 1.2940 1.3235 1.2781 0.0000 0.0087 0.0001 0.0164

060405 1.2890 1.2915 1.2813 1.2835 1.2789 1.3160 1.2781 0.0000 0.0111 0.0002 0.0209

060406 1.2835 1.2930 1.2806 1.2897 1.2689 1.3053 1.2781 0.0000 0.0111 0.0002 0.0263

060407 1.2897 1.3038 1.2886 1.3006 1.2692 1.3058 1.2781 0.0000 0.0111 0.0002 0.0263

060410 1.3006 1.3060 1.2970 1.3019 1.2816 1.3118 1.2781 0.0000 0.0090 0.0002 0.0231

060411 1.3019 1.3046 1.2967 1.2972 1.2868 1.3172 1.2781 0.0000 0.0090 0.0002 0.0191

060412 1.2972 1.3042 1.2933 1.2988 1.2860 1.3163 1.2781 0.0000 0.0090 0.0002 0.0203

060413 1.2988 1.3019 1.2950 1.2978 1.2883 1.3099 1.2781 0.0000 0.0065 0.0002 0.0238

060414 1.2978 1.2993 1.2970 1.2987 1.2880 1.3096 1.2781 0.0000 0.0065 0.0003 0.0289

060417 1.2987 1.2969 1.2754 1.2793 SP 1.2781 562.50 6831.25 -432.98 1.2878 1.3092 1.2781 0.0000 0.0065 0.0003 0.0276

060418 1.2793 1.2819 1.2710 1.2723 1.2658 1.3084 1.2781 0.0000 0.0130 0.0003 0.0322

060419 1.2723 1.2762 1.2650 1.2666 1.2566 1.2985 1.2781 0.0000 0.0130 0.0004 0.0393

060420 1.2666 1.2818 1.2666 1.2781 1.2511 1.2927 1.2781 0.0000 0.0130 0.0004 0.0453

060421 1.2781 1.2830 1.2727 1.2755 1.2599 1.2902 1.2781 0.0000 0.0094 0.0004 0.0482

060424 1.2755 1.2749 1.2657 1.2663 1.2636 1.2940 1.2781 0.0000 0.0094 0.0005 0.0533

060425 1.2663 1.2734 1.2640 1.2670 1.2564 1.2863 1.2781 0.0000 0.0094 0.0006 0.0653

060426 1.2670 1.2743 1.2671 1.2701 1.2594 1.2796 1.2781 0.0000 0.0063 0.0007 0.0795

060427 1.2701 1.2751 1.2579 1.2595 BV 1.2623 1.2623 1.2809 1.2472 0.0000 0.0058 0.0008 0.0924

060428 1.2595 1.2613 1.2383 1.2411 SP 1.2472 562.50 7393.75 0.00 1.2514 1.2855 1.2472 0.0000 0.0107 0.0010 0.1075

060501 1.2411 1.2443 1.2286 1.2407 BV 1.2302 1.2302 1.2758 1.2158 0.0000 0.0147 0.0012 0.1269

060502 1.2407 1.2449 1.2326 1.2366 1.2177 1.2625 1.2158 0.0000 0.0147 0.0013 0.1465

060503 1.2366 1.2399 1.2295 1.2361 1.2201 1.2652 1.2158 0.0000 0.0147 0.0014 0.1584

060504 1.2361 1.2423 1.2248 1.2261 1.2219 1.2531 1.2158 0.0000 0.0103 0.0015 0.1694

060505 1.2261 1.2330 1.2214 1.2247 1.2195 1.2542 1.2158 0.0000 0.0115 0.0017 0.1817

060508 1.2247 1.2298 1.2180 1.2283 1.2136 1.2480 1.2158 0.0000 0.0115 0.0018 0.1949

060509 1.2283 1.2322 1.2182 1.2208 1.2105 1.2447 1.2158 0.0000 0.0115 0.0019 0.2039

060510 1.2208 1.2222 1.2128 1.2154 SP 1.2158 562.50 7956.25 0.00 1.2143 1.2422 1.2158 0.0000 0.0093 0.0020 0.2150

060511 1.2154 1.2305 1.2088 1.2136 1.2070 1.2346 1.2158 0.0000 0.0093 0.0021 0.2262

060512 1.2136 1.2140 1.1964 1.1990 BV 1.2032 1.2032 1.2466 1.1895 0.0000 0.0146 0.0021 0.2315

060515 1.1990 1.2134 1.1916 1.2096 1.1896 1.2318 1.1895 0.0000 0.0146 0.0023 0.2480

060516 1.2096 1.2168 1.2055 1.2073 1.1868 1.2303 1.1895 0.0000 0.0151 0.0024 0.2647

060517 1.2073 1.2189 1.2005 1.2146 1.1955 1.2396 1.1895 0.0000 0.0151 0.0025 0.2741

060518 1.2146 1.2167 1.2047 1.2056 1.1940 1.2381 1.1895 0.0000 0.0151 0.0025 0.2746

060519 1.2056 1.2243 1.2028 1.2159 1.1975 1.2343 1.1895 0.0000 0.0126 0.0025 0.2710

060522 1.2159 1.2233 1.2017 1.2044 1.1979 1.2408 1.1895 0.0000 0.0146 0.0024 0.2621

060523 1.2044 1.2126 1.2028 1.2059 1.1966 1.2398 1.1895 0.0000 0.0147 0.0023 0.2528

060524 1.2059 1.2205 1.2024 1.2155 1.1918 1.2346 1.1895 0.0000 0.0147 0.0022 0.2418

060525 1.2155 1.2204 1.2147 1.2167 1.1950 1.2381 1.1895 0.0000 0.0147 0.0020 0.2241

060526 1.2167 1.2302 1.2139 1.2265 1.2034 1.2398 1.1895 0.0000 0.0123 0.0019 0.2082

060529 1.2265 1.2280 1.2222 1.2246 1.2074 1.2441 1.1895 0.0000 0.0123 0.0017 0.1911

060530 1.2246 1.2253 1.2068 1.2112 1.2118 1.2444 1.1895 0.0000 0.0109 0.0016 0.1743

060531 1.2112 1.2194 1.2071 1.2187 1.2008 1.2376 1.1895 0.0000 0.0125 0.0014 0.1582

060601 1.2187 1.2294 1.2173 1.2216 1.1977 1.2343 1.1895 0.0000 0.0125 0.0013 0.1386

060602 1.2216 1.2229 1.2053 1.2075 1.2071 1.2444 1.1895 0.0000 0.0125 0.0011 0.1167

060605 1.2075 1.2077 1.2017 1.2070 1.1986 1.2335 1.1895 0.0000 0.0119 0.0009 0.0994

060606 1.2070 1.2180 1.2042 1.2142 1.1892 1.2235 1.1895 0.0000 0.0119 0.0007 0.0821

060607 1.2142 1.2244 1.2141 1.2207 1.1950 1.2297 1.1895 0.0000 0.0119 0.0006 0.0621

060608 1.2207 1.2364 1.2185 1.2328 SV 1.2338 -1325.00 6631.25 -1325.00 1.2061 1.2338 1.1895 0.0000 0.0094 0.0004 0.0455

060608 1.2207 1.2364 1.2185 1.2328 SV 1.2338 1.2061 1.2338 1.2486 0.0000 0.0094 0.0004 0.0455

060609 1.2328 1.2368 1.2272 1.2312 1.2104 1.2458 1.2486 0.0000 0.0119 0.0003 0.0277

060612 1.2312 1.2369 1.2290 1.2319 1.2145 1.2503 1.2486 0.0000 0.0119 0.0001 0.0081

060613 1.2319 1.2409 1.2304 1.2397 1.2151 1.2509 1.2486 0.0000 0.0119 -0.0001 -0.0106

060614 1.2397 1.2398 1.2268 1.2314 1.2250 1.2458 1.2486 0.0000 0.0069 -0.0003 -0.0293

060615 1.2314 1.2343 1.2258 1.2324 1.2200 1.2456 1.2486 0.0000 0.0085 -0.0004 -0.0428

060616 1.2324 1.2346 1.2267 1.2300 1.2167 1.2422 1.2486 0.0000 0.0085 -0.0005 -0.0545

060619 1.2300 1.2435 1.2308 1.2406 1.2171 1.2427 1.2486 0.0000 0.0085 -0.0006 -0.0648

060620 1.2406 1.2440 1.2345 1.2386 1.2237 1.2489 1.2486 0.0000 0.0083 -0.0007 -0.0749

060621 1.2386 1.2391 1.2316 1.2333 1.2256 1.2509 1.2486 0.0000 0.0083 -0.0008 -0.0851

060622 1.2333 1.2447 1.2318 1.2425 1.2219 1.2469 1.2486 0.0000 0.0083 -0.0008 -0.0834

060623 1.2425 1.2530 1.2417 1.2481 BP 1.2486 562.50 7193.75 -945.52 1.2246 1.2500 1.2486 0.0000 0.0084 -0.0008 -0.0842

060626 1.2481 1.2497 1.2407 1.2429 1.2333 1.2593 1.2486 0.0000 0.0084 -0.0008 -0.0907

060627 1.2429 1.2430 1.2399 1.2427 1.2312 1.2569 1.2486 0.0000 0.0084 -0.0009 -0.0949

060628 1.2427 1.2493 1.2426 1.2462 1.2294 1.2516 1.2486 0.0000 0.0073 -0.0009 -0.0951

060629 1.2462 1.2503 1.2357 1.2362 BV 1.2362 1.2362 1.2541 1.2217 0.0000 0.0058 -0.0009 -0.0993

060630 1.2362 1.2373 1.2231 1.2235 1.2273 1.2561 1.2217 0.0000 0.0094 -0.0009 -0.0968

060703 1.2235 1.2279 1.2218 1.2235 1.2151 1.2433 1.2217 0.0000 0.0094 -0.0008 -0.0846

060704 1.2235 1.2259 1.2228 1.2255 1.2099 1.2379 1.2217 0.0000 0.0094 -0.0007 -0.0730

060705 1.2255 1.2359 1.2203 1.2317 SP 1.2217 562.50 7756.25 -383.02 1.2098 1.2375 1.2217 0.0000 0.0094 -0.0006 -0.0638

060706 1.2317 1.2328 1.2265 1.2285 1.2118 1.2427 1.2217 0.0000 0.0103 -0.0005 -0.0604

060707 1.2285 1.2297 1.2184 1.2218 1.2134 1.2444 1.2217 0.0000 0.0103 -0.0005 -0.0576

060710 1.2218 1.2326 1.2222 1.2301 1.2082 1.2389 1.2217 0.0000 0.0103 -0.0004 -0.0452

060711 1.2301 1.2331 1.2251 1.2256 1.2158 1.2384 1.2217 0.0000 0.0075 -0.0003 -0.0356

060712 1.2256 1.2373 1.2251 1.2339 1.2176 1.2401 1.2217 0.0000 0.0075 -0.0003 -0.0297

060713 1.2339 1.2346 1.2275 1.2294 1.2189 1.2432 1.2217 0.0000 0.0080 -0.0002 -0.0195

060714 1.2294 1.2380 1.2285 1.2366 1.2191 1.2432 1.2217 0.0000 0.0080 0.0000 -0.0037

060717 1.2366 1.2493 1.2323 1.2476 SV 1.2455 1.2213 1.2455 1.2606 0.0000 0.0080 0.0001 0.0070

060718 1.2476 1.2557 1.2323 1.2524 1.2243 1.2580 1.2606 0.0000 0.0110 0.0001 0.0095

060719 1.2524 1.2597 1.2450 1.2470 1.2213 1.2676 1.2606 0.0000 0.0151 0.0001 0.0055

060720 1.2470 1.2489 1.2417 1.2439 1.2293 1.2762 1.2606 0.0000 0.0151 0.0000 -0.0013

060721 1.2439 1.2444 1.2358 1.2366 1.2223 1.2689 1.2606 0.0000 0.0151 0.0000 -0.0048

060724 1.2366 1.2487 1.2356 1.2460 1.2259 1.2544 1.2606 0.0000 0.0094 -0.0001 -0.0073

060725 1.2460 1.2547 1.2424 1.2523 1.2291 1.2550 1.2606 0.0000 0.0085 -0.0001 -0.0096

060726 1.2523 1.2540 1.2414 1.2425 1.2353 1.2615 1.2606 0.0000 0.0085 -0.0001 -0.0137

060727 1.2425 1.2419 1.2307 1.2388 BV 1.2346 -481.25 7275.00 -864.27 1.2346 1.2607 1.2606 0.0000 0.0085 -0.0001 -0.0149

060727 1.2425 1.2419 1.2307 1.2388 BV 1.2346 1.2346 1.2607 1.2201 0.0000 0.0085 -0.0001 -0.0149

060728 1.2388 1.2425 1.2311 1.2336 1.2240 1.2484 1.2201 0.0000 0.0081 -0.0001 -0.0153

060731 1.2336 1.2349 1.2279 1.2302 1.2244 1.2489 1.2201 0.0000 0.0081 -0.0001 -0.0154

060801 1.2302 1.2369 1.2261 1.2266 1.2203 1.2425 1.2201 0.0000 0.0075 -0.0001 -0.0106

Page 22: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

060802 1.2266 1.2325 1.2256 1.2295 1.2203 1.2427 1.2201 0.0000 0.0075 -0.0001 -0.0083

060803 1.2295 1.2362 1.2265 1.2305 1.2183 1.2396 1.2201 0.0000 0.0071 -0.0001 -0.0104

060804 1.2305 1.2349 1.2192 1.2220 SP 1.2201 562.50 7837.50 -301.77 1.2206 1.2419 1.2201 0.0000 0.0071 -0.0001 -0.0125

060807 1.2220 1.2271 1.2205 1.2258 1.2115 1.2425 1.2201 0.0000 0.0104 -0.0001 -0.0106

060808 1.2258 1.2279 1.2203 1.2243 1.2083 1.2393 1.2201 0.0000 0.0104 -0.0001 -0.0112

060809 1.2243 1.2334 1.2207 1.2265 1.2086 1.2396 1.2201 0.0000 0.0104 -0.0001 -0.0094

060810 1.2265 1.2386 1.2192 1.2339 1.2145 1.2396 1.2201 0.0000 0.0084 0.0000 -0.0025

060811 1.2339 1.2437 1.2334 1.2430 1.2101 1.2484 1.2201 0.0000 0.0128 0.0000 0.0044

060814 1.2430 1.2439 1.2375 1.2423 1.2195 1.2585 1.2201 0.0000 0.0128 0.0001 0.0064

060815 1.2423 1.2445 1.2340 1.2373 1.2216 1.2607 1.2201 0.0000 0.0128 0.0001 0.0057

060816 1.2373 1.2382 1.2260 1.2301 BV 1.2290 1.2290 1.2498 1.2146 0.0000 0.0068 0.0001 0.0068

060817 1.2301 1.2346 1.2238 1.2326 1.2203 1.2444 1.2146 0.0000 0.0080 0.0001 0.0156

060818 1.2326 1.2382 1.2294 1.2325 1.2176 1.2416 1.2146 0.0000 0.0080 0.0002 0.0224

060821 1.2325 1.2324 1.2183 1.2235 1.2222 1.2464 1.2146 0.0000 0.0080 0.0003 0.0279

060822 1.2235 1.2364 1.2240 1.2349 1.2120 1.2399 1.2146 0.0000 0.0094 0.0003 0.0359

060823 1.2349 1.2363 1.2291 1.2344 1.2168 1.2450 1.2146 0.0000 0.0094 0.0004 0.0407

060824 1.2344 1.2398 1.2310 1.2392 1.2194 1.2477 1.2146 0.0000 0.0094 0.0004 0.0425

060825 1.2392 1.2425 1.2356 1.2386 1.2235 1.2484 1.2146 0.0000 0.0082 0.0003 0.0375

060828 1.2386 1.2397 1.2324 1.2356 1.2306 1.2481 1.2146 0.0000 0.0058 0.0003 0.0290

060829 1.2356 1.2379 1.2269 1.2289 1.2276 1.2450 1.2146 0.0000 0.0058 0.0002 0.0196

060830 1.2289 1.2310 1.2263 1.2279 1.2217 1.2435 1.2146 0.0000 0.0072 0.0001 0.0154

060831 1.2279 1.2345 1.2228 1.2300 1.2180 1.2398 1.2146 0.0000 0.0072 0.0001 0.0155

060901 1.2300 1.2390 1.2287 1.2303 1.2173 1.2404 1.2146 0.0000 0.0078 0.0001 0.0123

060904 1.2303 1.2308 1.2279 1.2285 1.2223 1.2456 1.2146 0.0000 0.0078 0.0000 0.0030

060905 1.2285 1.2366 1.2280 1.2338 1.2179 1.2410 1.2146 0.0000 0.0078 0.0000 -0.0029

060906 1.2338 1.2403 1.2324 1.2343 1.2222 1.2425 1.2146 0.0000 0.0068 -0.0001 -0.0064

060907 1.2343 1.2464 1.2326 1.2426 SV 1.2449 -687.50 7150.00 -989.27 1.2277 1.2449 1.2146 0.0000 0.0057 -0.0001 -0.0109

060907 1.2343 1.2464 1.2326 1.2426 SV 1.2449 1.2277 1.2449 1.2599 0.0000 0.0057 -0.0001 -0.0109

060908 1.2426 1.2508 1.2423 1.2474 1.2258 1.2531 1.2599 0.0000 0.0090 -0.0001 -0.0152

060911 1.2474 1.2501 1.2394 1.2451 1.2326 1.2602 1.2599 0.0000 0.0090 -0.0002 -0.0218

060912 1.2451 1.2523 1.2400 1.2503 1.2308 1.2583 1.2599 0.0000 0.0090 -0.0002 -0.0263

060913 1.2503 1.2549 1.2482 1.2510 1.2337 1.2580 1.2599 0.0000 0.0079 -0.0003 -0.0327

060914 1.2510 1.2528 1.2433 1.2524 1.2390 1.2634 1.2599 0.0000 0.0079 -0.0003 -0.0371

060915 1.2524 1.2624 1.2514 1.2563 BP 1.2599 562.50 7712.50 -426.77 1.2355 1.2599 1.2599 0.0000 0.0079 -0.0004 -0.0390

060918 1.2563 1.2586 1.2502 1.2510 1.2456 1.2674 1.2599 0.0000 0.0070 -0.0004 -0.0435

060919 1.2510 1.2574 1.2483 1.2516 1.2432 1.2649 1.2599 0.0000 0.0070 -0.0004 -0.0465

060920 1.2516 1.2536 1.2463 1.2496 1.2416 1.2633 1.2599 0.0000 0.0070 -0.0005 -0.0501

060921 1.2496 1.2538 1.2416 1.2422 1.2405 1.2585 1.2599 0.0000 0.0058 -0.0005 -0.0570

060922 1.2422 1.2432 1.2321 1.2347 BV 1.2350 1.2350 1.2591 1.2206 0.0000 0.0078 -0.0006 -0.0621

060925 1.2347 1.2392 1.2290 1.2369 1.2252 1.2489 1.2206 0.0000 0.0078 -0.0006 -0.0607

060926 1.2369 1.2466 1.2371 1.2423 SV 1.2453 -456.25 7256.25 -883.02 1.2217 1.2453 1.2206 0.0000 0.0078 -0.0005 -0.0543

060926 1.2369 1.2466 1.2371 1.2423 SV 1.2453 1.2217 1.2453 1.2604 0.0000 0.0078 -0.0005 -0.0543

060927 1.2423 1.2475 1.2416 1.2444 1.2303 1.2523 1.2604 0.0000 0.0072 -0.0005 -0.0509

060928 1.2444 1.2490 1.2420 1.2458 1.2338 1.2544 1.2604 0.0000 0.0067 -0.0005 -0.0501

060929 1.2458 1.2569 1.2460 1.2507 1.2356 1.2545 1.2604 0.0000 0.0062 -0.0004 -0.0445

061002 1.2507 1.2527 1.2405 1.2430 1.2402 1.2618 1.2604 0.0000 0.0070 -0.0004 -0.0450

061003 1.2430 1.2467 1.2424 1.2454 1.2341 1.2582 1.2604 0.0000 0.0079 -0.0004 -0.0426

061004 1.2454 1.2545 1.2450 1.2487 1.2321 1.2561 1.2604 0.0000 0.0079 -0.0004 -0.0414

061005 1.2487 1.2548 1.2480 1.2521 1.2372 1.2615 1.2604 0.0000 0.0079 -0.0004 -0.0435

061006 1.2521 1.2634 1.2494 1.2605 BP 1.2604 562.50 7818.75 -320.52 1.2416 1.2604 1.2604 0.0000 0.0061 -0.0004 -0.0446

061009 1.2605 1.2620 1.2592 1.2618 1.2421 1.2697 1.2604 0.0000 0.0089 -0.0004 -0.0457

061010 1.2618 1.2704 1.2600 1.2704 1.2461 1.2740 1.2604 0.0000 0.0089 -0.0004 -0.0457

061011 1.2704 1.2745 1.2689 1.2727 1.2506 1.2788 1.2604 0.0000 0.0089 -0.0004 -0.0479

061012 1.2727 1.2734 1.2677 1.2696 1.2609 1.2816 1.2604 0.0000 0.0065 -0.0005 -0.0532

061013 1.2696 1.2771 1.2667 1.2732 1.2598 1.2804 1.2604 0.0000 0.0065 -0.0005 -0.0541

061016 1.2732 1.2754 1.2694 1.2706 1.2610 1.2817 1.2604 0.0000 0.0064 -0.0005 -0.0565

061017 1.2706 1.2711 1.2640 1.2687 1.2615 1.2822 1.2604 0.0000 0.0064 -0.0005 -0.0589

061018 1.2687 1.2742 1.2658 1.2706 1.2568 1.2771 1.2604 0.0000 0.0064 -0.0006 -0.0606

061019 1.2706 1.2706 1.2549 1.2572 BV 1.2612 1.2612 1.2778 1.2461 0.0000 0.0052 -0.0006 -0.0660

061020 1.2572 1.2603 1.2558 1.2585 1.2464 1.2775 1.2461 0.0000 0.0098 -0.0006 -0.0647

061023 1.2585 1.2689 1.2570 1.2664 1.2419 1.2728 1.2461 0.0000 0.0098 -0.0006 -0.0629

061024 1.2664 1.2705 1.2643 1.2661 1.2466 1.2776 1.2461 0.0000 0.0098 -0.0006 -0.0659

061025 1.2661 1.2680 1.2625 1.2632 1.2549 1.2786 1.2461 0.0000 0.0075 -0.0006 -0.0687

061026 1.2632 1.2656 1.2523 1.2536 1.2527 1.2763 1.2461 0.0000 0.0075 -0.0007 -0.0737

061027 1.2536 1.2569 1.2469 1.2486 1.2450 1.2713 1.2461 0.0000 0.0084 -0.0007 -0.0727

061030 1.2486 1.2509 1.2471 1.2481 1.2381 1.2641 1.2461 0.0000 0.0084 -0.0006 -0.0679

061031 1.2481 1.2529 1.2414 1.2433 SP 1.2461 562.50 8381.25 0.00 1.2353 1.2614 1.2461 0.0000 0.0084 -0.0005 -0.0605

061101 1.2433 1.2462 1.2405 1.2445 1.2353 1.2580 1.2461 0.0000 0.0074 -0.0004 -0.0494

061102 1.2445 1.2478 1.2431 1.2446 1.2318 1.2544 1.2461 0.0000 0.0074 -0.0003 -0.0321

061103 1.2446 1.2575 1.2446 1.2537 SV 1.2568 1.2341 1.2568 1.2721 0.0000 0.0074 -0.0001 -0.0143

061106 1.2537 1.2581 1.2528 1.2557 1.2384 1.2639 1.2721 0.0000 0.0082 0.0000 -0.0035

061107 1.2557 1.2557 1.2439 1.2495 1.2427 1.2686 1.2721 0.0000 0.0082 0.0000 0.0043

061108 1.2495 1.2524 1.2452 1.2501 1.2373 1.2628 1.2721 0.0000 0.0082 0.0001 0.0150

061109 1.2501 1.2521 1.2403 1.2429 1.2375 1.2609 1.2721 0.0000 0.0076 0.0002 0.0229

061110 1.2429 1.2431 1.2347 1.2403 BV 1.2350 -912.50 7468.75 -912.50 1.2350 1.2583 1.2721 0.0000 0.0076 0.0003 0.0361

061110 1.2429 1.2431 1.2347 1.2403 BV 1.2350 1.2350 1.2583 1.2206 0.0000 0.0076 0.0003 0.0361

061113 1.2403 1.2460 1.2360 1.2446 1.2280 1.2511 1.2206 0.0000 0.0076 0.0005 0.0527

061114 1.2446 1.2471 1.2386 1.2426 1.2303 1.2534 1.2206 0.0000 0.0076 0.0006 0.0650

061115 1.2426 1.2523 1.2432 1.2464 1.2337 1.2536 1.2206 0.0000 0.0065 0.0007 0.0755

061116 1.2464 1.2495 1.2441 1.2478 1.2385 1.2587 1.2206 0.0000 0.0065 0.0007 0.0799

061117 1.2478 1.2537 1.2420 1.2452 1.2385 1.2566 1.2206 0.0000 0.0058 0.0007 0.0822

061120 1.2452 1.2450 1.2397 1.2443 1.2373 1.2604 1.2206 0.0000 0.0075 0.0007 0.0808

061121 1.2443 1.2448 1.2401 1.2409 1.2318 1.2549 1.2206 0.0000 0.0075 0.0007 0.0779

061122 1.2409 1.2414 1.2255 1.2275 1.2320 1.2549 1.2206 0.0000 0.0075 0.0007 0.0755

061123 1.2275 1.2282 1.2205 1.2236 SP 1.2206 562.50 8031.25 -308.22 1.2191 1.2506 1.2206 0.0000 0.0105 0.0007 0.0764

061124 1.2236 1.2243 1.2074 1.2101 BV 1.2102 1.2102 1.2413 1.1963 0.0000 0.0105 0.0007 0.0800

061127 1.2101 1.2111 1.2019 1.2064 1.2008 1.2343 1.1963 0.0000 0.0114 0.0008 0.0895

061128 1.2064 1.2094 1.2026 1.2037 1.1919 1.2249 1.1963 0.0000 0.0114 0.0009 0.0997

061129 1.2037 1.2118 1.2013 1.2099 1.1916 1.2246 1.1963 0.0000 0.0114 0.0010 0.1132

061130 1.2099 1.2105 1.1959 1.1982 SP 1.1963 562.50 8593.75 0.00 1.1975 1.2183 1.1963 0.0000 0.0072 0.0011 0.1246

061201 1.1982 1.2009 1.1900 1.1929 BV 1.1908 1.1908 1.2198 1.1773 0.0000 0.0101 0.0012 0.1342

061204 1.1929 1.1989 1.1903 1.1945 1.1833 1.2120 1.1773 0.0000 0.0101 0.0013 0.1436

061205 1.1945 1.1967 1.1880 1.1914 1.1826 1.2112 1.1773 0.0000 0.0101 0.0014 0.1516

061206 1.1914 1.1994 1.1909 1.1964 1.1834 1.2050 1.1773 0.0000 0.0076 0.0015 0.1622

061207 1.1964 1.1967 1.1916 1.1960 1.1881 1.2054 1.1773 0.0000 0.0061 0.0016 0.1718

061208 1.1960 1.2062 1.1883 1.2047 SV 1.2044 -631.25 7962.50 -631.25 1.1871 1.2044 1.1773 0.0000 0.0061 0.0016 0.1807

061208 1.1960 1.2062 1.1883 1.2047 SV 1.2044 1.1871 1.2044 1.2185 0.0000 0.0061 0.0016 0.1807

061211 1.2047 1.2099 1.1999 1.2016 1.1829 1.2186 1.2185 0.0000 0.0125 0.0017 0.1863

061212 1.2016 1.2053 1.1985 1.2004 1.1905 1.2265 1.2185 0.0000 0.0125 0.0017 0.1889

061213 1.2004 1.2084 1.1990 1.2068 1.1876 1.2235 1.2185 0.0000 0.0125 0.0017 0.1904

061214 1.2068 1.2161 1.2025 1.2139 1.1957 1.2155 1.2185 0.0000 0.0069 0.0017 0.1845

061215 1.2139 1.2233 1.2116 1.2216 BP 1.2185 562.50 8525.00 -68.75 1.1982 1.2252 1.2185 0.0000 0.0093 0.0016 0.1714

061218 1.2216 1.2269 1.2187 1.2217 1.2060 1.2333 1.2185 0.0000 0.0093 0.0014 0.1553

061219 1.2217 1.2231 1.2118 1.2146 1.2109 1.2387 1.2185 0.0000 0.0093 0.0012 0.1363

061220 1.2146 1.2194 1.2112 1.2176 1.2073 1.2306 1.2185 0.0000 0.0079 0.0011 0.1217

061221 1.2176 1.2204 1.2140 1.2155 1.2054 1.2277 1.2185 0.0000 0.0076 0.0010 0.1096

061222 1.2155 1.2226 1.2117 1.2223 1.2071 1.2296 1.2185 0.0000 0.0076 0.0009 0.0945

061225 1.2223 1.2190 1.2190 1.2190 1.2073 1.2288 1.2185 0.0000 0.0074 0.0007 0.0770

061226 1.2190 1.2236 1.2185 1.2230 1.2089 1.2305 1.2185 0.0000 0.0074 0.0005 0.0558

061227 1.2230 1.2260 1.2161 1.2252 1.2107 1.2323 1.2185 0.0000 0.0074 0.0003 0.0321

061228 1.2252 1.2272 1.2168 1.2221 1.2114 1.2309 1.2185 0.0000 0.0066 0.0001 0.0072

061229 1.2221 1.2227 1.2184 1.2196 1.2115 1.2321 1.2185 0.0000 0.0070 -0.0001 -0.0163

070101 1.2196 1.2221 1.2221 1.2221 1.2099 1.2305 1.2185 0.0000 0.0070 -0.0004 -0.0391

070102 1.2221 1.2190 1.2112 1.2122 BV 1.2112 1.2112 1.2318 1.1973 0.0000 0.0070 -0.0005 -0.0577

070103 1.2122 1.2297 1.2130 1.2256 SV 1.2223 -506.25 8018.75 -575.00 1.2069 1.2223 1.1973 0.0000 0.0053 -0.0006 -0.0681

Page 23: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

070103 1.2122 1.2297 1.2130 1.2256 SV 1.2223 1.2069 1.2223 1.2369 0.0000 0.0053 -0.0006 -0.0681

070104 1.2256 1.2331 1.2242 1.2327 1.2038 1.2367 1.2369 0.0000 0.0112 -0.0007 -0.0776

070105 1.2327 1.2396 1.2273 1.2355 BP 1.2369 562.50 8581.25 -12.50 1.2107 1.2441 1.2369 0.0000 0.0112 -0.0008 -0.0862

070108 1.2355 1.2413 1.2333 1.2366 1.2152 1.2489 1.2369 0.0000 0.0112 -0.0009 -0.0954

070109 1.2366 1.2433 1.2340 1.2418 1.2238 1.2483 1.2369 0.0000 0.0081 -0.0010 -0.1064

070110 1.2418 1.2480 1.2402 1.2465 1.2250 1.2497 1.2369 0.0000 0.0081 -0.0010 -0.1139

070111 1.2465 1.2508 1.2440 1.2495 1.2338 1.2523 1.2369 0.0000 0.0061 -0.0011 -0.1184

070112 1.2495 1.2530 1.2447 1.2486 1.2370 1.2557 1.2369 0.0000 0.0061 -0.0011 -0.1226

070115 1.2486 1.2484 1.2446 1.2477 1.2396 1.2561 1.2369 0.0000 0.0053 -0.0011 -0.1233

070116 1.2477 1.2500 1.2418 1.2475 1.2373 1.2538 1.2369 0.0000 0.0053 -0.0011 -0.1230

070117 1.2475 1.2515 1.2454 1.2477 1.2369 1.2531 1.2369 0.0000 0.0053 -0.0011 -0.1198

070118 1.2477 1.2549 1.2430 1.2430 1.2395 1.2557 1.2369 0.0000 0.0053 -0.0011 -0.1185

070119 1.2430 1.2530 1.2450 1.2479 1.2359 1.2594 1.2369 0.0000 0.0076 -0.0011 -0.1171

070122 1.2479 1.2270 1.2475 1.2488 1.2359 1.2594 1.2369 0.0000 0.0076 -0.0010 -0.1133

070123 1.2488 1.2515 1.2375 1.2413 SV 1.2488 1.2244 1.2477 1.2639 0.0000 0.0076 -0.0010 -0.1057

070124 1.2413 1.2497 1.2414 1.2490 1.2294 1.2571 1.2639 0.0000 0.0090 -0.0009 -0.1016

070125 1.2490 1.2499 1.2423 1.2488 1.2305 1.2582 1.2639 0.0000 0.0090 -0.0009 -0.1025

070126 1.2488 1.2573 1.2477 1.2539 1.2309 1.2587 1.2639 0.0000 0.0090 -0.0010 -0.1047

070129 1.2539 1.2563 1.2512 1.2533 1.2421 1.2610 1.2639 0.0000 0.0061 -0.0010 -0.1055

070130 1.2533 1.2544 1.2499 1.2523 1.2433 1.2623 1.2639 0.0000 0.0061 -0.0010 -0.1049

070131 1.2523 1.2573 1.2428 1.2440 1.2418 1.2607 1.2639 0.0000 0.0061 -0.0009 -0.1025

070201 1.2440 1.2460 1.2391 1.2431 1.2344 1.2631 1.2639 0.0000 0.0093 -0.0009 -0.0977

070202 1.2431 1.2496 1.2376 1.2473 1.2273 1.2557 1.2639 0.0000 0.0093 -0.0008 -0.0892

070205 1.2473 1.2519 1.2469 1.2488 1.2284 1.2568 1.2639 0.0000 0.0093 -0.0007 -0.0824

070206 1.2488 1.2499 1.2388 1.2401 1.2366 1.2606 1.2639 0.0000 0.0078 -0.0007 -0.0774

070207 1.2401 1.2425 1.2380 1.2419 1.2317 1.2555 1.2639 0.0000 0.0078 -0.0006 -0.0678

070208 1.2419 1.2512 1.2403 1.2460 1.2288 1.2506 1.2639 0.0000 0.0072 -0.0005 -0.0552

070209 1.2460 1.2522 1.2458 1.2481 1.2343 1.2563 1.2639 0.0000 0.0072 -0.0004 -0.0455

070212 1.2481 1.2553 1.2460 1.2532 1.2379 1.2596 1.2639 0.0000 0.0070 -0.0003 -0.0317

070213 1.2532 1.2539 1.2443 1.2478 1.2396 1.2614 1.2639 0.0000 0.0070 -0.0002 -0.0231

070214 1.2478 1.2476 1.2369 1.2401 BV 1.2395 -414.45 8166.80 -426.95 1.2395 1.2585 1.2639 0.0000 0.0062 -0.0001 -0.0160

070214 1.2478 1.2476 1.2369 1.2401 BV 1.2395 1.2395 1.2585 1.2249 0.0000 0.0062 -0.0001 -0.0160

070215 1.2401 1.2409 1.2333 1.2347 1.2317 1.2528 1.2249 0.0000 0.0069 -0.0001 -0.0069

070216 1.2347 1.2385 1.2335 1.2342 1.2267 1.2477 1.2249 0.0000 0.0069 0.0000 0.0037

070219 1.2342 1.2352 1.2316 1.2331 1.2258 1.2467 1.2249 0.0000 0.0069 0.0001 0.0131

070220 1.2331 1.2394 1.2311 1.2359 1.2261 1.2410 1.2249 0.0000 0.0050 0.0002 0.0206

070221 1.2359 1.2415 1.2339 1.2375 1.2273 1.2438 1.2249 0.0000 0.0054 0.0002 0.0247

070222 1.2375 1.2437 1.2376 1.2384 1.2297 1.2463 1.2249 0.0000 0.0054 0.0002 0.0268

070223 1.2384 1.2412 1.2295 1.2333 1.2326 1.2492 1.2249 0.0000 0.0054 0.0003 0.0282

070226 1.2333 1.2330 1.2288 1.2293 1.2243 1.2473 1.2249 0.0000 0.0077 0.0003 0.0325

070227 1.2293 1.2307 1.2145 1.2179 SP 1.2249 562.50 8729.30 -55.52 1.2200 1.2430 1.2249 0.0000 0.0077 0.0003 0.0375

070228 1.2179 1.2244 1.2173 1.2187 1.2074 1.2396 1.2249 0.0000 0.0108 0.0004 0.0477

070301 1.2187 1.2237 1.2147 1.2205 1.2060 1.2379 1.2249 0.0000 0.0108 0.0005 0.0564

070302 1.2205 1.2262 1.2145 1.2167 1.2045 1.2364 1.2249 0.0000 0.0108 0.0006 0.0684

070305 1.2167 1.2244 1.2109 1.2210 1.2098 1.2329 1.2249 0.0000 0.0079 0.0007 0.0786

070306 1.2210 1.2256 1.2194 1.2240 1.2055 1.2323 1.2249 0.0000 0.0091 0.0008 0.0862

070307 1.2240 1.2249 1.2167 1.2170 1.2104 1.2373 1.2249 0.0000 0.0091 0.0008 0.0901

070308 1.2170 1.2296 1.2160 1.2272 1.2088 1.2356 1.2249 0.0000 0.0091 0.0008 0.0917

070309 1.2272 1.2357 1.2257 1.2335 1.2107 1.2376 1.2249 0.0000 0.0091 0.0008 0.0890

070312 1.2335 1.2352 1.2235 1.2249 1.2183 1.2456 1.2249 0.0000 0.0091 0.0007 0.0820

070313 1.2249 1.2261 1.2165 1.2175 BV 1.2168 1.2168 1.2442 1.2028 0.0000 0.0091 0.0007 0.0786

070314 1.2175 1.2200 1.2103 1.2168 1.2108 1.2338 1.2028 0.0000 0.0077 0.0007 0.0815

070315 1.2168 1.2216 1.2135 1.2183 1.2048 1.2276 1.2028 0.0000 0.0077 0.0008 0.0848

070316 1.2183 1.2174 1.2030 1.2077 1.2088 1.2280 1.2028 0.0000 0.0066 0.0008 0.0833

070319 1.2077 1.2150 1.2047 1.2124 1.1973 1.2259 1.2028 0.0000 0.0098 0.0008 0.0888

070320 1.2124 1.2162 1.2109 1.2122 1.1970 1.2256 1.2028 0.0000 0.0098 0.0008 0.0933

070321 1.2122 1.2169 1.2084 1.2097 1.2006 1.2294 1.2028 0.0000 0.0098 0.0008 0.0925

070322 1.2097 1.2182 1.2076 1.2144 1.2034 1.2238 1.2028 0.0000 0.0070 0.0008 0.0895

070323 1.2144 1.2193 1.2112 1.2184 1.2034 1.2243 1.2028 0.0000 0.0072 0.0008 0.0826

070326 1.2184 1.2228 1.2116 1.2152 1.2055 1.2267 1.2028 0.0000 0.0072 0.0007 0.0741

070327 1.2152 1.2169 1.2122 1.2138 1.2070 1.2291 1.2028 0.0000 0.0076 0.0006 0.0683

070328 1.2138 1.2181 1.2083 1.2154 1.2044 1.2264 1.2028 0.0000 0.0076 0.0006 0.0656

070329 1.2154 1.2189 1.2135 1.2171 1.2029 1.2250 1.2028 0.0000 0.0076 0.0006 0.0628

070330 1.2171 1.2240 1.2084 1.2155 1.2071 1.2265 1.2028 0.0000 0.0067 0.0005 0.0589

070402 1.2155 1.2174 1.2120 1.2148 1.2016 1.2326 1.2028 0.0000 0.0105 0.0005 0.0534

070403 1.2148 1.2233 1.2147 1.2222 1.2002 1.2311 1.2028 0.0000 0.0105 0.0004 0.0466

070404 1.2222 1.2233 1.2174 1.2200 1.2042 1.2352 1.2028 0.0000 0.0105 0.0003 0.0346

070405 1.2200 1.2212 1.2123 1.2154 1.2121 1.2291 1.2028 0.0000 0.0058 0.0002 0.0247

070406 1.2154 1.2225 1.2149 1.2218 1.2082 1.2258 1.2028 0.0000 0.0060 0.0002 0.0189

070409 1.2218 1.2284 1.2218 1.2261 SV 1.2277 -493.75 8235.55 -882.51 1.2101 1.2277 1.2028 0.0000 0.0060 0.0001 0.0161

070409 1.2218 1.2284 1.2218 1.2261 SV 1.2277 1.2101 1.2277 1.2424 0.0000 0.0060 0.0001 0.0161

070410 1.2261 1.2271 1.2144 1.2180 BV 1.2162 -518.75 7716.80 -1401.26 1.2162 1.2341 1.2424 0.0000 0.0060 0.0001 0.0106

070410 1.2261 1.2271 1.2144 1.2180 BV 1.2162 1.2162 1.2341 1.2022 0.0000 0.0060 0.0001 0.0106

070411 1.2180 1.2227 1.2166 1.2202 1.2083 1.2335 1.2022 0.0000 0.0085 0.0001 0.0087

070412 1.2202 1.2247 1.2131 1.2167 1.2073 1.2324 1.2022 0.0000 0.0085 0.0001 0.0070

070413 1.2167 1.2190 1.2068 1.2140 1.2066 1.2317 1.2022 0.0000 0.0085 0.0001 0.0066

070416 1.2140 1.2148 1.2116 1.2137 1.2011 1.2252 1.2022 0.0000 0.0083 0.0001 0.0063

070417 1.2137 1.2151 1.2064 1.2089 1.2013 1.2255 1.2022 0.0000 0.0083 0.0001 0.0076

070418 1.2089 1.2091 1.2025 1.2053 1.1989 1.2229 1.2022 0.0000 0.0083 0.0001 0.0077

070419 1.2053 1.2064 1.2002 1.2054 SP 1.2022 562.50 8279.30 -838.76 1.1973 1.2145 1.2022 0.0000 0.0059 0.0000 0.0054

070420 1.2054 1.2092 1.2038 1.2072 1.1949 1.2120 1.2022 0.0000 0.0059 0.0000 0.0052

070423 1.2072 1.2129 1.2058 1.2096 1.2000 1.2132 1.2022 0.0000 0.0045 0.0001 0.0071

070424 1.2096 1.2105 1.2007 1.2028 BV 1.2024 1.2024 1.2165 1.1886 0.0000 0.0049 0.0001 0.0094

070425 1.2028 1.2060 1.1995 1.2047 1.1960 1.2155 1.1886 0.0000 0.0067 0.0001 0.0129

070426 1.2047 1.2100 1.2032 1.2079 1.1933 1.2127 1.1886 0.0000 0.0067 0.0002 0.0216

070427 1.2079 1.2108 1.2005 1.2065 1.1972 1.2167 1.1886 0.0000 0.0067 0.0002 0.0272

070430 1.2065 1.2105 1.2030 1.2076 1.1959 1.2162 1.1886 0.0000 0.0071 0.0003 0.0319

070501 1.2076 1.2164 1.2052 1.2137 1.1970 1.2174 1.1886 0.0000 0.0071 0.0003 0.0364

070502 1.2137 1.2190 1.2117 1.2139 1.2002 1.2223 1.1886 0.0000 0.0076 0.0003 0.0372

070503 1.2139 1.2172 1.2094 1.2164 1.2047 1.2270 1.1886 0.0000 0.0076 0.0003 0.0344

070504 1.2164 1.2167 1.2100 1.2107 1.2026 1.2249 1.1886 0.0000 0.0076 0.0003 0.0318

070507 1.2107 1.2118 1.2084 1.2114 1.2058 1.2213 1.1886 0.0000 0.0053 0.0003 0.0314

070508 1.2114 1.2197 1.2104 1.2175 SV 1.2180 -706.25 7573.05 -1545.01 1.2026 1.2180 1.1886 0.0000 0.0053 0.0003 0.0322

070508 1.2114 1.2197 1.2104 1.2175 SV 1.2180 1.2026 1.2180 1.2324 0.0000 0.0053 0.0003 0.0322

070509 1.2175 1.2194 1.2141 1.2183 1.2061 1.2246 1.2324 0.0000 0.0063 0.0003 0.0284

070510 1.2183 1.2223 1.2160 1.2201 1.2077 1.2262 1.2324 0.0000 0.0063 0.0002 0.0241

070511 1.2201 1.2217 1.2169 1.2185 1.2101 1.2287 1.2324 0.0000 0.0063 0.0002 0.0194

070514 1.2185 1.2209 1.2169 1.2188 1.2132 1.2256 1.2324 0.0000 0.0042 0.0001 0.0120

070515 1.2188 1.2204 1.2123 1.2154 BV 1.2127 -262.50 7310.55 -1807.51 1.2127 1.2252 1.2324 0.0000 0.0042 0.0000 0.0046

070515 1.2188 1.2204 1.2123 1.2154 BV 1.2127 1.2127 1.2252 1.1988 0.0000 0.0042 0.0000 0.0046

070516 1.2154 1.2248 1.2140 1.2228 SV 1.2244 -531.25 6779.30 -2338.76 1.2083 1.2244 1.1988 0.0000 0.0055 0.0000 0.0009

070516 1.2154 1.2248 1.2140 1.2228 SV 1.2244 1.2083 1.2244 1.2390 0.0000 0.0055 0.0000 0.0009

070517 1.2228 1.2283 1.2196 1.2277 1.2088 1.2300 1.2390 0.0000 0.0073 -0.0001 -0.0072

070518 1.2277 1.2282 1.2246 1.2273 1.2130 1.2346 1.2390 0.0000 0.0073 -0.0002 -0.0212

070521 1.2273 1.2332 1.2252 1.2302 1.2154 1.2370 1.2390 0.0000 0.0073 -0.0003 -0.0327

070522 1.2302 1.2330 1.2290 1.2302 1.2201 1.2375 1.2390 0.0000 0.0058 -0.0004 -0.0455

070523 1.2302 1.2312 1.2241 1.2276 1.2226 1.2385 1.2390 0.0000 0.0053 -0.0005 -0.0575

070524 1.2276 1.2315 1.2266 1.2271 1.2192 1.2350 1.2390 0.0000 0.0053 -0.0006 -0.0645

070525 1.2271 1.2294 1.2256 1.2276 1.2216 1.2356 1.2390 0.0000 0.0047 -0.0006 -0.0714

070528 1.2276 1.2286 1.2266 1.2281 1.2200 1.2340 1.2390 0.0000 0.0047 -0.0007 -0.0752

070529 1.2281 1.2310 1.2200 1.2245 BV 1.2223 -125.00 6654.30 -2463.76 1.2223 1.2321 1.2390 0.0000 0.0032 -0.0007 -0.0758

070529 1.2281 1.2310 1.2200 1.2245 BV 1.2223 1.2223 1.2321 1.2082 0.0000 0.0032 -0.0007 -0.0758

070530 1.2245 1.2279 1.2238 1.2248 1.2139 1.2356 1.2082 0.0000 0.0073 -0.0007 -0.0731

070531 1.2248 1.2272 1.2231 1.2250 1.2143 1.2361 1.2082 0.0000 0.0073 -0.0006 -0.0714

070601 1.2250 1.2330 1.2249 1.2303 1.2136 1.2353 1.2082 0.0000 0.0073 -0.0006 -0.0703

Page 24: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

070604 1.2303 1.2308 1.2216 1.2235 1.2204 1.2364 1.2082 0.0000 0.0054 -0.0006 -0.0681

070605 1.2235 1.2242 1.2162 1.2175 1.2165 1.2347 1.2082 0.0000 0.0061 -0.0006 -0.0618

070606 1.2175 1.2190 1.2147 1.2162 1.2108 1.2288 1.2082 0.0000 0.0061 -0.0005 -0.0536

070607 1.2162 1.2268 1.2161 1.2247 SV 1.2255 -168.75 6485.55 -2632.51 1.2076 1.2255 1.2082 0.0000 0.0061 -0.0004 -0.0428

070607 1.2162 1.2268 1.2161 1.2247 SV 1.2255 1.2076 1.2255 1.2401 0.0000 0.0061 -0.0004 -0.0428

070608 1.2247 1.2367 1.2238 1.2354 1.2105 1.2317 1.2401 0.0000 0.0072 -0.0003 -0.0353

070611 1.2354 1.2402 1.2348 1.2385 BP 1.2401 562.50 7048.05 -2070.01 1.2171 1.2427 1.2401 0.0000 0.0085 -0.0003 -0.0352

070612 1.2385 1.2431 1.2374 1.2427 1.2241 1.2500 1.2401 0.0000 0.0085 -0.0004 -0.0393

070613 1.2427 1.2465 1.2417 1.2434 1.2268 1.2528 1.2401 0.0000 0.0085 -0.0004 -0.0438

070614 1.2434 1.2469 1.2434 1.2467 1.2382 1.2495 1.2401 0.0000 0.0037 -0.0004 -0.0476

070615 1.2467 1.2467 1.2411 1.2427 1.2392 1.2506 1.2401 0.0000 0.0037 -0.0005 -0.0499

070618 1.2427 1.2446 1.2389 1.2418 1.2381 1.2492 1.2401 0.0000 0.0036 -0.0005 -0.0529

070619 1.2418 1.2428 1.2392 1.2402 1.2358 1.2470 1.2401 0.0000 0.0037 -0.0005 -0.0547

070620 1.2402 1.2408 1.2355 1.2369 1.2350 1.2464 1.2401 0.0000 0.0037 -0.0005 -0.0563

070621 1.2369 1.2428 1.2372 1.2416 1.2323 1.2435 1.2401 0.0000 0.0037 -0.0005 -0.0552

070622 1.2416 1.2423 1.2286 1.2390 BV 1.2341 1.2341 1.2453 1.2197 0.0000 0.0036 -0.0005 -0.0547

070625 1.2390 1.2313 1.2274 1.2277 1.2213 1.2484 1.2197 0.0000 0.0090 -0.0005 -0.0496

070626 1.2277 1.2308 1.2261 1.2273 1.2155 1.2424 1.2197 0.0000 0.0090 -0.0004 -0.0421

070627 1.2273 1.2304 1.2275 1.2286 1.2148 1.2415 1.2197 0.0000 0.0090 -0.0003 -0.0367

070628 1.2286 1.2341 1.2267 1.2325 SV 1.2335 -12.50 7035.55 -2082.51 1.2241 1.2335 1.2197 0.0000 0.0031 -0.0003 -0.0324

070628 1.2286 1.2341 1.2267 1.2325 SV 1.2335 1.2241 1.2335 1.2483 0.0000 0.0031 -0.0003 -0.0324

070629 1.2325 1.2334 1.2215 1.2210 BV 1.2229 -475.00 6560.55 -2557.51 1.2229 1.2375 1.2483 0.0000 0.0049 -0.0003 -0.0309

070629 1.2325 1.2334 1.2215 1.2210 BV 1.2229 1.2229 1.2375 1.2088 0.0000 0.0049 -0.0003 -0.0309

070702 1.2210 1.2237 1.2095 1.2107 1.2155 1.2390 1.2088 0.0000 0.0079 -0.0002 -0.0268

070703 1.2107 1.2178 1.2090 1.2152 1.2025 1.2306 1.2088 0.0000 0.0096 -0.0001 -0.0154

070704 1.2152 1.2169 1.2146 1.2163 1.1995 1.2274 1.2088 0.0000 0.0096 0.0000 -0.0046

070705 1.2163 1.2199 1.2102 1.2169 1.2019 1.2300 1.2088 0.0000 0.0096 0.0000 0.0050

070706 1.2169 1.2233 1.2174 1.2179 1.2057 1.2249 1.2088 0.0000 0.0066 0.0001 0.0142

070709 1.2179 1.2193 1.2154 1.2160 1.2109 1.2303 1.2088 0.0000 0.0066 0.0002 0.0223

070710 1.2160 1.2196 1.2023 1.2025 SP 1.2088 562.50 7123.05 -1995.01 1.2080 1.2274 1.2088 0.0000 0.0066 0.0003 0.0314

070711 1.2025 1.2053 1.1992 1.2040 1.1947 1.2291 1.2088 0.0000 0.0118 0.0004 0.0453

070712 1.2040 1.2067 1.2005 1.2031 1.1865 1.2204 1.2088 0.0000 0.0118 0.0005 0.0589

070713 1.2031 1.2055 1.1985 1.2029 1.1881 1.2220 1.2088 0.0000 0.0118 0.0007 0.0735

070716 1.2029 1.2038 1.1994 1.2019 1.1957 1.2096 1.2088 0.0000 0.0048 0.0008 0.0913

070717 1.2019 1.2040 1.1973 1.2028 1.1955 1.2093 1.2088 0.0000 0.0048 0.0010 0.1103

070718 1.2028 1.2051 1.1961 1.2008 1.1946 1.2085 1.2088 0.0000 0.0048 0.0011 0.1255

070719 1.2008 1.2048 1.1985 1.2034 1.1929 1.2108 1.2088 0.0000 0.0062 0.0012 0.1347

070720 1.2034 1.2067 1.1982 1.2008 1.1940 1.2118 1.2088 0.0000 0.0062 0.0013 0.1384

070723 1.2008 1.2079 1.1983 1.2071 1.1947 1.2127 1.2088 0.0000 0.0062 0.0013 0.1390

070724 1.2071 1.2077 1.2011 1.2032 1.1949 1.2140 1.2088 0.0000 0.0066 0.0012 0.1350

070725 1.2032 1.2166 1.2022 1.2145 SV 1.2152 1.1962 1.2152 1.2296 0.0000 0.0066 0.0012 0.1287

070726 1.2145 1.2150 1.2022 1.2035 1.1969 1.2255 1.2296 0.0000 0.0098 0.0011 0.1179

070727 1.2035 1.2133 1.2026 1.2082 1.1960 1.2246 1.2296 0.0000 0.0098 0.0010 0.1092

070730 1.2082 1.2100 1.2007 1.2038 1.1953 1.2237 1.2296 0.0000 0.0098 0.0009 0.0990

070731 1.2038 1.2061 1.2001 1.2024 1.1940 1.2192 1.2296 0.0000 0.0088 0.0008 0.0910

070801 1.2024 1.2051 1.1975 1.2035 1.1935 1.2146 1.2296 0.0000 0.0073 0.0007 0.0812

070802 1.2035 1.2085 1.2024 1.2040 1.1929 1.2112 1.2296 0.0000 0.0064 0.0007 0.0726

070803 1.2040 1.2072 1.1867 1.1883 BV 1.1985 -756.25 6366.80 -2751.26 1.1985 1.2136 1.2296 0.0000 0.0053 0.0006 0.0654

070803 1.2040 1.2072 1.1867 1.1883 BV 1.1985 1.1985 1.2136 1.1848 0.0000 0.0053 0.0006 0.0654

070806 1.1883 1.1924 1.1815 1.1898 SP 1.1848 562.50 6929.30 -2188.76 1.1781 1.2189 1.1848 0.0000 0.0143 0.0006 0.0638

070807 1.1898 1.1973 1.1895 1.1951 1.1685 1.2086 1.1848 0.0000 0.0143 0.0006 0.0639

070808 1.1951 1.1996 1.1916 1.1958 1.1747 1.2151 1.1848 0.0000 0.0143 0.0005 0.0576

070809 1.1958 1.1995 1.1920 1.1967 1.1853 1.2071 1.1848 0.0000 0.0077 0.0005 0.0521

070810 1.1967 1.2020 1.1930 1.1971 1.1882 1.2041 1.1848 0.0000 0.0056 0.0005 0.0514

070813 1.1971 1.2065 1.1975 1.2055 1.1891 1.2069 1.1848 0.0000 0.0063 0.0005 0.0496

070814 1.2055 1.2116 1.2030 1.2110 SV 1.2114 1.1935 1.2114 1.2256 0.0000 0.0063 0.0004 0.0427

070815 1.2110 1.2199 1.2104 1.2188 1.1986 1.2167 1.2256 0.0000 0.0063 0.0003 0.0324

070816 1.2188 1.2216 1.2134 1.2150 1.2060 1.2247 1.2256 0.0000 0.0064 0.0001 0.0152

070817 1.2150 1.2182 1.1995 1.2075 BV 1.2082 -175.00 6754.30 -2363.76 1.2082 1.2270 1.2256 0.0000 0.0064 0.0000 -0.0007

070817 1.2150 1.2182 1.1995 1.2075 BV 1.2082 1.2082 1.2270 1.1943 0.0000 0.0064 0.0000 -0.0007

070820 1.2075 1.2090 1.2051 1.2063 1.1905 1.2274 1.1943 0.0000 0.0128 -0.0001 -0.0069

070821 1.2063 1.2069 1.2012 1.2059 1.1886 1.2256 1.1943 0.0000 0.0128 -0.0001 -0.0089

070822 1.2059 1.2112 1.2042 1.2068 1.1858 1.2225 1.1943 0.0000 0.0128 -0.0001 -0.0100

070823 1.2068 1.2107 1.2052 1.2069 1.2008 1.2146 1.1943 0.0000 0.0048 -0.0001 -0.0119

070824 1.2069 1.2079 1.1992 1.2015 1.2009 1.2148 1.1943 0.0000 0.0048 -0.0001 -0.0133

070827 1.2015 1.2047 1.2000 1.2031 1.1949 1.2121 1.1943 0.0000 0.0060 -0.0001 -0.0117

070828 1.2031 1.2041 1.1962 1.2003 1.1937 1.2109 1.1943 0.0000 0.0060 -0.0001 -0.0093

070829 1.2003 1.2040 1.1983 1.1999 1.1916 1.2088 1.1943 0.0000 0.0060 -0.0001 -0.0065

070830 1.1999 1.2067 1.1990 1.2037 1.1933 1.2090 1.1943 0.0000 0.0055 0.0000 -0.0039

070831 1.2037 1.2065 1.1988 1.2071 1.1950 1.2107 1.1943 0.0000 0.0055 0.0000 -0.0042

070903 1.2071 1.2097 1.2062 1.2092 1.1950 1.2102 1.1943 0.0000 0.0053 0.0000 -0.0049

070904 1.2092 1.2152 1.2077 1.2113 1.2002 1.2157 1.1943 0.0000 0.0053 -0.0001 -0.0122

070905 1.2113 1.2138 1.2022 1.2040 1.2037 1.2191 1.1943 0.0000 0.0053 -0.0002 -0.0187

070906 1.2040 1.2065 1.1994 1.2016 1.1963 1.2194 1.1943 0.0000 0.0079 -0.0002 -0.0231

070907 1.2016 1.2026 1.1861 1.1879 SP 1.1943 562.50 7316.80 -1801.26 1.1913 1.2142 1.1943 0.0000 0.0079 -0.0002 -0.0233

070910 1.1879 1.1882 1.1841 1.1868 1.1779 1.2105 1.1943 0.0000 0.0116 -0.0002 -0.0166

070911 1.1868 1.1901 1.1838 1.1895 1.1701 1.2024 1.1943 0.0000 0.0116 -0.0001 -0.0065

070912 1.1895 1.1896 1.1818 1.1847 1.1711 1.2034 1.1943 0.0000 0.0116 0.0000 0.0003

070913 1.1847 1.1890 1.1801 1.1872 1.1781 1.1936 1.1943 0.0000 0.0055 0.0001 0.0145

070914 1.1872 1.1924 1.1839 1.1888 1.1761 1.1937 1.1943 0.0000 0.0063 0.0003 0.0321

070917 1.1888 1.1906 1.1849 1.1868 1.1797 1.1975 1.1943 0.0000 0.0063 0.0004 0.0441

070918 1.1868 1.1896 1.1811 1.1825 1.1794 1.1972 1.1943 0.0000 0.0063 0.0005 0.0553

070919 1.1825 1.1880 1.1792 1.1836 1.1776 1.1945 1.1943 0.0000 0.0060 0.0006 0.0678

070920 1.1836 1.1845 1.1687 1.1714 BV 1.1756 1.1756 1.1930 1.1625 0.0000 0.0063 0.0007 0.0794

070921 1.1714 1.1772 1.1679 1.1727 1.1625 1.1939 1.1625 0.0000 0.0114 0.0008 0.0920

070924 1.1727 1.1759 1.1688 1.1731 1.1587 1.1899 1.1625 0.0000 0.0114 0.0009 0.1015

070925 1.1731 1.1747 1.1638 1.1663 1.1586 1.1898 1.1625 0.0000 0.0114 0.0010 0.1049

070926 1.1663 1.1721 1.1645 1.1700 1.1597 1.1813 1.1625 0.0000 0.0080 0.0010 0.1087

070927 1.1700 1.1741 1.1680 1.1725 1.1589 1.1804 1.1625 0.0000 0.0080 0.0010 0.1152

070928 1.1725 1.1740 1.1626 1.1635 1.1616 1.1833 1.1625 0.0000 0.0080 0.0011 0.1192

071001 1.1635 1.1721 1.1622 1.1688 SP 1.1625 562.50 7879.30 -1238.76 1.1585 1.1811 1.1625 0.0000 0.0084 0.0011 0.1260

071002 1.1688 1.1779 1.1676 1.1754 1.1574 1.1799 1.1625 0.0000 0.0084 0.0012 0.1288

071003 1.1754 1.1809 1.1713 1.1793 1.1629 1.1857 1.1625 0.0000 0.0084 0.0011 0.1264

071004 1.1793 1.1815 1.1738 1.1793 1.1671 1.1876 1.1625 0.0000 0.0075 0.0011 0.1232

071005 1.1793 1.1856 1.1743 1.1764 1.1686 1.1892 1.1625 0.0000 0.0075 0.0011 0.1185

071008 1.1764 1.1863 1.1761 1.1857 1.1701 1.1925 1.1625 0.0000 0.0081 0.0010 0.1139

071009 1.1857 1.1895 1.1825 1.1838 1.1712 1.1937 1.1625 0.0000 0.0081 0.0010 0.1058

071010 1.1838 1.1847 1.1786 1.1839 1.1758 1.1985 1.1625 0.0000 0.0081 0.0009 0.0940

071011 1.1839 1.1848 1.1770 1.1828 1.1725 1.1927 1.1625 0.0000 0.0073 0.0007 0.0824

071012 1.1828 1.1878 1.1806 1.1846 1.1737 1.1892 1.1625 0.0000 0.0056 0.0006 0.0680

071015 1.1846 1.1859 1.1777 1.1805 1.1769 1.1923 1.1625 0.0000 0.0056 0.0004 0.0489

071016 1.1805 1.1846 1.1789 1.1826 1.1740 1.1902 1.1625 0.0000 0.0059 0.0003 0.0333

071017 1.1826 1.1834 1.1779 1.1820 1.1738 1.1901 1.1625 0.0000 0.0059 0.0002 0.0187

071018 1.1820 1.1807 1.1662 1.1697 BV 1.1727 1.1727 1.1889 1.1597 0.0000 0.0059 0.0001 0.0101

071019 1.1697 1.1736 1.1657 1.1678 1.1594 1.1881 1.1597 0.0000 0.0105 0.0001 0.0098

071022 1.1678 1.1786 1.1662 1.1771 1.1557 1.1843 1.1597 0.0000 0.0105 0.0001 0.0099

071023 1.1771 1.1785 1.1703 1.1743 1.1583 1.1869 1.1597 0.0000 0.0105 0.0001 0.0078

071024 1.1743 1.1776 1.1708 1.1714 1.1623 1.1869 1.1597 0.0000 0.0090 0.0000 0.0049

071025 1.1714 1.1735 1.1635 1.1659 1.1620 1.1867 1.1597 0.0000 0.0090 0.0000 0.0003

071026 1.1659 1.1664 1.1620 1.1644 1.1586 1.1784 1.1597 0.0000 0.0073 0.0000 -0.0010

071029 1.1644 1.1608 1.1620 1.1649 1.1545 1.1741 1.1597 0.0000 0.0073 0.0000 0.0008

071030 1.1649 1.1671 1.1582 1.1590 SP 1.1597 562.50 8441.80 -676.26 1.1517 1.1712 1.1597 0.0000 0.0073 0.0000 0.0032

071031 1.1590 1.1627 1.1557 1.1584 1.1539 1.1716 1.1597 0.0000 0.0066 0.0001 0.0108

071101 1.1584 1.1640 1.1582 1.1566 1.1506 1.1682 1.1597 0.0000 0.0066 0.0002 0.0208

071102 1.1566 1.1586 1.1490 1.1535 BV 1.1526 1.1526 1.1703 1.1400 0.0000 0.0066 0.0003 0.0298

Page 25: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

071105 1.1535 1.1557 1.1511 1.1528 1.1448 1.1637 1.1400 0.0000 0.0072 0.0004 0.0446

071106 1.1528 1.1541 1.1423 1.1457 1.1446 1.1636 1.1400 0.0000 0.0072 0.0005 0.0586

071107 1.1457 1.1448 1.1258 1.1338 SP 1.1400 562.50 9004.30 -113.76 1.1374 1.1609 1.1400 0.0000 0.0090 0.0007 0.0738

071108 1.1338 1.1344 1.1254 1.1271 1.1186 1.1563 1.1400 0.0000 0.0147 0.0009 0.0989

071109 1.1271 1.1278 1.1188 1.1237 1.1138 1.1513 1.1400 0.0000 0.0147 0.0011 0.1256

071112 1.1237 1.1299 1.1218 1.1290 1.1078 1.1448 1.1400 0.0000 0.0147 0.0014 0.1502

071113 1.1290 1.1298 1.1228 1.1274 1.1184 1.1364 1.1400 0.0000 0.0071 0.0015 0.1681

071114 1.1274 1.1275 1.1177 1.1248 BV 1.1191 1.1191 1.1370 1.1072 0.0000 0.0071 0.0017 0.1833

071115 1.1248 1.1262 1.1200 1.1220 1.1148 1.1343 1.1072 0.0000 0.0078 0.0018 0.1979

071116 1.1220 1.1246 1.1165 1.1183 1.1154 1.1349 1.1072 0.0000 0.0078 0.0019 0.2078

071119 1.1183 1.1202 1.1151 1.1156 1.1130 1.1324 1.1072 0.0000 0.0078 0.0020 0.2154

071120 1.1156 1.1175 1.1056 1.1061 SP 1.1072 562.50 9566.80 0.00 1.1115 1.1275 1.1072 0.0000 0.0065 0.0020 0.2236

071121 1.1061 1.1080 1.1017 1.1019 BV 1.1025 1.1025 1.1263 1.0910 0.0000 0.0096 0.0021 0.2341

071122 1.1019 1.1041 1.1006 1.1012 1.0961 1.1194 1.0910 0.0000 0.0096 0.0022 0.2435

071123 1.1012 1.1048 1.0890 1.1012 SP 1.0910 562.50 10129.30 0.00 1.0937 1.1171 1.0910 0.0000 0.0096 0.0023 0.2523

071126 1.1012 1.1077 1.0962 1.0965 1.0854 1.1169 1.0910 0.0000 0.0131 0.0024 0.2594

071127 1.0965 1.1069 1.0957 1.1033 1.0904 1.1222 1.0910 0.0000 0.0131 0.0024 0.2621

071128 1.1033 1.1196 1.1042 1.1100 1.0898 1.1216 1.0910 0.0000 0.0131 0.0024 0.2653

071129 1.1100 1.1209 1.1108 1.1173 1.1007 1.1313 1.0910 0.0000 0.0125 0.0024 0.2612

071130 1.1173 1.1324 1.1163 1.1313 1.1044 1.1353 1.0910 0.0000 0.0125 0.0023 0.2479

071203 1.1313 1.1311 1.1252 1.1276 1.1121 1.1442 1.0910 0.0000 0.0127 0.0020 0.2250

071204 1.1276 1.1320 1.1161 1.1178 1.1154 1.1477 1.0910 0.0000 0.0127 0.0018 0.1998

071205 1.1178 1.1287 1.1155 1.1276 1.1111 1.1431 1.0910 0.0000 0.0127 0.0016 0.1800

071206 1.1276 1.1355 1.1269 1.1304 1.1090 1.1405 1.0910 0.0000 0.0126 0.0014 0.1590

071207 1.1304 1.1334 1.1279 1.1289 1.1176 1.1496 1.0910 0.0000 0.0126 0.0012 0.1327

071210 1.1289 1.1301 1.1236 1.1282 1.1189 1.1455 1.0910 0.0000 0.0105 0.0010 0.1063

071211 1.1282 1.1363 1.1256 1.1315 SV 1.1361 1.1192 1.1361 1.1486 0.0000 0.0067 0.0007 0.0818

071212 1.1315 1.1401 1.1275 1.1334 1.1210 1.1422 1.1486 0.0000 0.0084 0.0005 0.0530

071213 1.1334 1.1450 1.1299 1.1414 1.1217 1.1467 1.1486 0.0000 0.0098 0.0002 0.0252

071214 1.1414 1.1548 1.1404 1.1533 BP 1.1486 562.50 10691.80 0.00 1.1226 1.1525 1.1486 0.0000 0.0117 -0.0001 -0.0065

071217 1.1533 1.1575 1.1498 1.1500 1.1319 1.1624 1.1486 0.0000 0.0117 -0.0004 -0.0416

071218 1.1500 1.1535 1.1485 1.1523 1.1374 1.1681 1.1486 0.0000 0.0117 -0.0006 -0.0700

071219 1.1523 1.1587 1.1512 1.1553 1.1356 1.1641 1.1486 0.0000 0.0109 -0.0008 -0.0931

071220 1.1553 1.1592 1.1545 1.1580 1.1465 1.1617 1.1486 0.0000 0.0058 -0.0010 -0.1135

071221 1.1580 1.1595 1.1514 1.1564 1.1485 1.1633 1.1486 0.0000 0.0056 -0.0012 -0.1361

071224 1.1564 1.1579 1.1539 1.1571 1.1463 1.1623 1.1486 0.0000 0.0061 -0.0014 -0.1563

071225 1.1571 1.1580 1.1580 1.1580 1.1465 1.1625 1.1486 0.0000 0.0061 -0.0016 -0.1732

071226 1.1580 1.1594 1.1494 1.1509 1.1485 1.1646 1.1486 0.0000 0.0061 -0.0017 -0.1891

071227 1.1509 1.1522 1.1375 1.1509 BV 1.1426 1.1426 1.1624 1.1302 0.0000 0.0075 -0.0018 -0.1985

071228 1.1509 1.1408 1.1265 1.1265 SP 1.1302 562.50 11254.30 0.00 1.1276 1.1566 1.1302 0.0000 0.0112 -0.0018 -0.2004

071231 1.1265 1.1372 1.1227 1.1352 1.1169 1.1453 1.1302 0.0000 0.0112 -0.0017 -0.1861

080101 1.1352 1.1352 1.1352 1.1352 1.1133 1.1419 1.1302 0.0000 0.0114 -0.0015 -0.1668

080102 1.1352 1.1334 1.1148 1.1181 BV 1.1188 1.1188 1.1477 1.1069 0.0000 0.0114 -0.0013 -0.1470

080103 1.1181 1.1202 1.1107 1.1122 1.1039 1.1405 1.1069 0.0000 0.0147 -0.0010 -0.1146

080104 1.1122 1.1163 1.1020 1.1055 SP 1.1069 562.50 11816.80 0.00 1.0963 1.1324 1.1069 0.0000 0.0147 -0.0007 -0.0774

080107 1.1055 1.1192 1.1072 1.1159 1.0909 1.1266 1.1069 0.0000 0.0147 -0.0003 -0.0365

080108 1.1159 1.1191 1.1128 1.1142 1.0990 1.1275 1.1069 0.0000 0.0116 -0.0001 -0.0061

080109 1.1142 1.1170 1.1105 1.1157 1.1020 1.1307 1.1069 0.0000 0.0116 0.0002 0.0201

080110 1.1157 1.1172 1.1050 1.1050 1.1024 1.1263 1.1069 0.0000 0.0097 0.0004 0.0397

080111 1.1050 1.1047 1.0975 1.1010 BV 1.0999 1.0999 1.1240 1.0884 0.0000 0.0099 0.0006 0.0614

080114 1.1010 1.1011 1.0886 1.0927 1.0904 1.1142 1.0884 0.0000 0.0099 0.0008 0.0916

080115 1.0927 1.0948 1.0855 1.0915 SP 1.0884 562.50 12379.30 0.00 1.0841 1.1089 1.0884 0.0000 0.0104 0.0011 0.1241

080116 1.0915 1.1025 1.0839 1.0915 1.0798 1.1045 1.0884 0.0000 0.0104 0.0014 0.1527

080117 1.0915 1.1086 1.0955 1.0999 1.0782 1.1152 1.0884 0.0000 0.0156 0.0016 0.1786

080118 1.0999 1.1063 1.0984 1.0996 1.0872 1.1249 1.0884 0.0000 0.0156 0.0018 0.1987

080121 1.0996 1.1120 1.0994 1.1094 1.0878 1.1256 1.0884 0.0000 0.0156 0.0020 0.2148

080122 1.1094 1.1123 1.0958 1.0972 1.0957 1.1218 1.0884 0.0000 0.0108 0.0020 0.2241

080123 1.0972 1.0989 1.0871 1.0909 BV 1.0916 1.0916 1.1245 1.0803 0.0000 0.0135 0.0021 0.2321

080124 1.0909 1.0935 1.0847 1.0868 1.0808 1.1131 1.0803 0.0000 0.0135 0.0022 0.2376

080125 1.0868 1.0989 1.0866 1.0978 1.0771 1.1091 1.0803 0.0000 0.0135 0.0022 0.2411

080128 1.0978 1.0966 1.0874 1.0903 1.0835 1.1080 1.0803 0.0000 0.0103 0.0022 0.2380

080129 1.0903 1.0962 1.0885 1.0927 1.0827 1.1072 1.0803 0.0000 0.0103 0.0021 0.2318

080130 1.0927 1.0951 1.0825 1.0831 1.0830 1.1074 1.0803 0.0000 0.0103 0.0020 0.2205

080131 1.0831 1.0860 1.0758 1.0812 SP 1.0803 562.50 12941.80 0.00 1.0790 1.1041 1.0803 0.0000 0.0106 0.0019 0.2108

080201 1.0812 1.0896 1.0729 1.0893 1.0711 1.0959 1.0803 0.0000 0.0106 0.0018 0.2016

080204 1.0893 1.0921 1.0865 1.0881 1.0679 1.1012 1.0803 0.0000 0.0143 0.0017 0.1857

080205 1.0881 1.1057 1.0879 1.0997 1.0755 1.1093 1.0803 0.0000 0.0143 0.0015 0.1658

080206 1.0997 1.1003 1.0952 1.0977 1.0818 1.1172 1.0803 0.0000 0.0148 0.0013 0.1411

080207 1.0977 1.1104 1.0934 1.1025 1.0825 1.1179 1.0803 0.0000 0.0148 0.0011 0.1245

080208 1.1025 1.1081 1.1010 1.1018 1.0861 1.1218 1.0803 0.0000 0.0148 0.0009 0.1031

080211 1.1018 1.1047 1.0946 1.1017 1.0891 1.1231 1.0803 0.0000 0.0140 0.0007 0.0769

080212 1.1017 1.1042 1.0981 1.1019 1.0841 1.1177 1.0803 0.0000 0.0140 0.0005 0.0603

080213 1.1019 1.1108 1.1014 1.1079 1.0917 1.1117 1.0803 0.0000 0.0084 0.0004 0.0473

080214 1.1079 1.1097 1.0965 1.0977 1.0964 1.1167 1.0803 0.0000 0.0084 0.0003 0.0347

080215 1.0977 1.0985 1.0886 1.0931 BV 1.0904 1.0904 1.1166 1.0791 0.0000 0.0108 0.0002 0.0214

080218 1.0931 1.1022 1.0934 1.0931 1.0810 1.1067 1.0791 0.0000 0.0108 0.0001 0.0118

080219 1.0931 1.1024 1.0910 1.0937 1.0850 1.1109 1.0791 0.0000 0.0108 0.0000 -0.0002

080220 1.0937 1.1025 1.0937 1.0992 1.0854 1.1079 1.0791 0.0000 0.0095 -0.0001 -0.0089

080221 1.0992 1.1034 1.0867 1.0887 1.0867 1.1094 1.0791 0.0000 0.0095 -0.0001 -0.0144

080222 1.0887 1.0918 1.0835 1.0842 1.0785 1.1116 1.0791 0.0000 0.0139 -0.0001 -0.0112

080225 1.0842 1.0930 1.0856 1.0887 1.0716 1.1041 1.0791 0.0000 0.0139 0.0000 -0.0011

080226 1.0887 1.0918 1.0750 1.0750 SP 1.0791 562.50 13504.30 0.00 1.0733 1.1059 1.0791 0.0000 0.0139 0.0000 0.0055

080227 1.0750 1.0764 1.0611 1.0627 BV 1.0671 1.0671 1.1005 1.0563 0.0000 0.0143 0.0001 0.0115

080228 1.0627 1.0644 1.0485 1.0497 SP 1.0563 562.50 14066.80 0.00 1.0532 1.0855 1.0563 0.0000 0.0143 0.0002 0.0261

080229 1.0497 1.0527 1.0420 1.0409 1.0414 1.0732 1.0563 0.0000 0.0143 0.0004 0.0441

080303 1.0409 1.0457 1.0310 1.0413 BV 1.0332 1.0332 1.0642 1.0230 0.0000 0.0142 0.0006 0.0697

080304 1.0413 1.0429 1.0337 1.0377 1.0248 1.0554 1.0230 0.0000 0.0142 0.0009 0.1036

080305 1.0377 1.0429 1.0334 1.0356 1.0259 1.0551 1.0230 0.0000 0.0136 0.0013 0.1385

080306 1.0356 1.0382 1.0233 1.0225 1.0262 1.0554 1.0230 0.0000 0.0136 0.0015 0.1669

080307 1.0225 1.0286 1.0134 1.0245 SP 1.0225 593.44 14660.24 0.00 1.0191 1.0488 1.0230 0.0000 0.0140 0.0018 0.2016

080310 1.0245 1.0257 1.0172 1.0187 1.0096 1.0399 1.0230 0.0000 0.0146 0.0022 0.2365

080311 1.0187 1.0350 1.0150 1.0334 1.0106 1.0410 1.0230 0.0000 0.0146 0.0025 0.2731

080312 1.0334 1.0353 1.0145 1.0147 1.0113 1.0514 1.0230 0.0000 0.0190 0.0028 0.3048

080313 1.0147 1.0168 1.0045 1.0142 BV 1.0113 1.0113 1.0531 1.0016 0.0000 0.0198 0.0031 0.3364

080314 1.0142 1.0135 0.9973 0.9994 SP 1.0016 562.50 15222.74 0.00 0.9981 1.0387 1.0016 0.0000 0.0198 0.0033 0.3685

080317 0.9994 0.9972 0.9630 0.9873 BV 0.9935 0.9935 1.0338 0.9842 0.0000 0.0198 0.0036 0.3966

080317 0.9994 0.9972 0.9630 0.9873 SP 0.9842 562.50 15785.24 0.00 0.0001 1.0338 0.9842 0.0000 0.0198 0.0036 0.3966

080318 0.9873 1.0025 0.9788 1.0013 0.9611 1.0309 0.9842 0.0000 0.0356 0.0040 0.4369

080319 1.0013 1.0054 0.9870 1.0003 0.9721 1.0436 0.9842 0.0000 0.0356 0.0042 0.4579

080320 1.0003 1.0167 0.9963 1.0098 0.9779 1.0503 0.9842 0.0000 0.0356 0.0043 0.4690

080321 1.0098 1.0100 1.0052 1.0090 0.9936 1.0433 0.9842 0.0000 0.0242 0.0043 0.4686

080324 1.0090 1.0250 1.0110 1.0212 0.9968 1.0381 0.9842 0.0000 0.0201 0.0042 0.4619

080325 1.0212 1.0222 1.0071 1.0088 1.0064 1.0485 0.9842 0.0000 0.0201 0.0040 0.4377

080326 1.0088 1.0114 0.9900 0.9901 BV 1.0059 1.0059 1.0363 0.9963 0.0000 0.0147 0.0038 0.4177

080326 1.0088 1.0114 0.9900 0.9901 SP 0.9963 562.50 16347.74 0.00 0.0001 1.0363 0.9963 0.0000 0.0147 0.0038 0.4177

080327 0.9901 0.9990 0.9884 0.9947 0.9882 1.0314 0.9963 0.0000 0.0214 0.0037 0.4112

080328 0.9947 0.9998 0.9915 0.9947 0.9813 1.0238 0.9963 0.0000 0.0214 0.0036 0.3998

080331 0.9947 0.9991 0.9871 0.9934 0.9828 1.0255 0.9963 0.0000 0.0214 0.0035 0.3821

080401 0.9934 1.0140 0.9933 1.0133 SV 1.0095 0.9855 1.0095 1.0194 0.0000 0.0122 0.0033 0.3586

080402 1.0133 1.0165 1.0070 1.0084 0.9898 1.0314 1.0194 0.0000 0.0206 0.0029 0.3223

080403 1.0084 1.0218 1.0073 1.0096 BP 1.0194 562.50 16910.24 0.00 0.9970 1.0392 1.0194 0.0000 0.0206 0.0026 0.2829

080404 1.0096 1.0129 1.0016 1.0080 0.9987 1.0410 1.0194 0.0000 0.0206 0.0021 0.2356

080407 1.0080 1.0172 1.0056 1.0144 0.9959 1.0244 1.0194 0.0000 0.0141 0.0018 0.1948

080408 1.0144 1.0157 1.0067 1.0128 0.9995 1.0282 1.0194 0.0000 0.0141 0.0014 0.1566

080409 1.0128 1.0169 0.9975 1.0015 BV 1.0012 1.0012 1.0243 0.9917 0.0000 0.0113 0.0011 0.1256

Page 26: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

080410 1.0015 1.0088 0.9888 1.0079 SP 0.9917 562.50 17472.74 0.00 0.9902 1.0288 0.9917 0.0000 0.0191 0.0009 0.1045

080411 1.0079 1.0090 0.9967 0.9986 0.9810 1.0207 0.9917 0.0000 0.0201 0.0008 0.0886

080414 0.9986 1.0077 0.9925 1.0014 0.9846 1.0247 0.9917 0.0000 0.0201 0.0007 0.0718

080415 1.0014 1.0088 0.9957 1.0068 0.9816 1.0215 0.9917 0.0000 0.0201 0.0005 0.0543

080416 1.0068 1.0111 0.9940 0.9996 0.9879 1.0181 0.9917 0.0000 0.0152 0.0004 0.0397

080417 0.9996 1.0094 0.9960 1.0061 0.9863 1.0202 0.9917 0.0000 0.0170 0.0003 0.0303

080418 1.0061 1.0284 1.0040 1.0184 SV 1.0202 0.9863 1.0202 1.0303 0.0000 0.0170 0.0002 0.0191

080421 1.0184 1.0205 1.0068 1.0074 0.9923 1.0406 1.0303 0.0000 0.0236 -0.0001 -0.0093

080422 1.0074 1.0131 0.9998 1.0025 0.9894 1.0375 1.0303 0.0000 0.0236 -0.0003 -0.0290

080423 1.0025 1.0171 1.0025 1.0159 0.9824 1.0298 1.0303 0.0000 0.0236 -0.0003 -0.0360

080424 1.0159 1.0385 1.0147 1.0357 BP 1.0303 562.50 18035.24 0.00 0.9949 1.0238 1.0303 0.0000 0.0143 -0.0004 -0.0415

080425 1.0357 1.0431 1.0302 1.0357 1.0025 1.0495 1.0303 0.0000 0.0226 -0.0004 -0.0416

080428 1.0357 1.0369 1.0300 1.0352 1.0118 1.0599 1.0303 0.0000 0.0226 -0.0005 -0.0546

080429 1.0352 1.0399 1.0316 1.0382 1.0086 1.0562 1.0303 0.0000 0.0226 -0.0006 -0.0665

080430 1.0382 1.0432 1.0330 1.0355 1.0221 1.0476 1.0303 0.0000 0.0120 -0.0008 -0.0868

080501 1.0355 1.0508 1.0338 1.0496 SV 1.0472 1.0270 1.0472 1.0579 0.0000 0.0095 -0.0010 -0.1065

080502 1.0496 1.0609 1.0465 1.0556 BP 1.0579 562.50 18597.74 0.00 1.0234 1.0570 1.0579 0.0000 0.0156 -0.0013 -0.1394

080505 1.0556 1.0596 1.0512 1.0530 1.0339 1.0680 1.0579 0.0000 0.0156 -0.0016 -0.1725

080506 1.0530 1.0550 1.0428 1.0504 1.0352 1.0695 1.0579 0.0000 0.0156 -0.0017 -0.1900

080507 1.0504 1.0593 1.0515 1.0549 1.0322 1.0603 1.0579 0.0000 0.0130 -0.0018 -0.1977

080508 1.0549 1.0625 1.0482 1.0522 1.0408 1.0652 1.0579 0.0000 0.0111 -0.0019 -0.2077

080509 1.0522 1.0515 1.0390 1.0409 1.0384 1.0666 1.0579 0.0000 0.0128 -0.0019 -0.2116

080512 1.0409 1.0512 1.0409 1.0440 1.0286 1.0562 1.0579 0.0000 0.0128 -0.0020 -0.2161

080513 1.0440 1.0557 1.0419 1.0528 1.0293 1.0570 1.0579 0.0000 0.0128 -0.0020 -0.2230

080514 1.0528 1.0601 1.0515 1.0566 SV 1.0593 1.0322 1.0593 1.0702 0.0000 0.0125 -0.0021 -0.2334

080515 1.0566 1.0595 1.0486 1.0564 1.0389 1.0664 1.0702 0.0000 0.0125 -0.0022 -0.2414

080516 1.0564 1.0570 1.0433 1.0474 1.0370 1.0645 1.0702 0.0000 0.0125 -0.0023 -0.2499

080519 1.0474 1.0573 1.0415 1.0533 1.0334 1.0603 1.0702 0.0000 0.0124 -0.0023 -0.2513

080520 1.0533 1.0534 1.0358 1.0367 1.0302 1.0612 1.0702 0.0000 0.0143 -0.0022 -0.2462

080521 1.0367 1.0392 1.0253 1.0269 1.0235 1.0581 1.0702 0.0000 0.0161 -0.0021 -0.2289

080522 1.0269 1.0355 1.0235 1.0340 1.0121 1.0460 1.0702 0.0000 0.0161 -0.0018 -0.2003

080523 1.0340 1.0335 1.0217 1.0219 1.0100 1.0437 1.0702 0.0000 0.0161 -0.0015 -0.1697

080526 1.0219 1.0277 1.0234 1.0242 1.0124 1.0395 1.0702 0.0000 0.0130 -0.0012 -0.1360

080527 1.0242 1.0343 1.0224 1.0331 1.0128 1.0363 1.0702 0.0000 0.0113 -0.0009 -0.0986

080528 1.0331 1.0424 1.0260 1.0379 1.0160 1.0394 1.0702 0.0000 0.0113 -0.0006 -0.0656

080529 1.0379 1.0524 1.0370 1.0494 1.0174 1.0499 1.0702 0.0000 0.0153 -0.0004 -0.0464

080530 1.0494 1.0528 1.0414 1.0427 1.0279 1.0610 1.0702 0.0000 0.0153 -0.0003 -0.0297

080602 1.0427 1.0448 1.0326 1.0359 1.0306 1.0639 1.0702 0.0000 0.0153 0.0000 -0.0051

080603 1.0359 1.0490 1.0274 1.0401 1.0242 1.0543 1.0702 0.0000 0.0141 0.0002 0.0220

080604 1.0401 1.0446 1.0363 1.0426 1.0178 1.0607 1.0702 0.0000 0.0200 0.0003 0.0349

080605 1.0426 1.0523 1.0353 1.0376 1.0202 1.0633 1.0702 0.0000 0.0200 0.0004 0.0410

080606 1.0376 1.0409 1.0190 1.0205 BV 1.0235 -2100.00 16497.74 -2100.00 1.0235 1.0669 1.0702 0.0000 0.0200 0.0004 0.0489

080606 1.0376 1.0409 1.0190 1.0205 BV 1.0235 1.0235 1.0669 1.0136 0.0000 0.0200 0.0004 0.0489

080609 1.0205 1.0298 1.0149 1.0265 1.0100 1.0535 1.0136 0.0000 0.0206 0.0006 0.0665

080610 1.0265 1.0439 1.0272 1.0419 1.0031 1.0460 1.0136 0.0000 0.0206 0.0008 0.0853

080611 1.0419 1.0450 1.0309 1.0318 1.0158 1.0599 1.0136 0.0000 0.0206 0.0008 0.0867

080612 1.0318 1.0490 1.0305 1.0435 1.0229 1.0562 1.0136 0.0000 0.0156 0.0007 0.0814

080613 1.0435 1.0546 1.0370 1.0490 1.0229 1.0597 1.0136 0.0000 0.0171 0.0006 0.0711

080616 1.0490 1.0520 1.0380 1.0443 1.0286 1.0658 1.0136 0.0000 0.0171 0.0005 0.0597

080617 1.0443 1.0458 1.0378 1.0422 1.0275 1.0646 1.0136 0.0000 0.0171 0.0004 0.0451

080618 1.0422 1.0468 1.0357 1.0366 1.0253 1.0600 1.0136 0.0000 0.0161 0.0003 0.0328

080619 1.0366 1.0475 1.0320 1.0463 1.0281 1.0556 1.0136 0.0000 0.0128 0.0003 0.0298

080620 1.0463 1.0455 1.0305 1.0344 1.0249 1.0556 1.0136 0.0000 0.0143 0.0002 0.0237

080623 1.0344 1.0494 1.0334 1.0457 1.0231 1.0537 1.0136 0.0000 0.0143 0.0002 0.0174

080624 1.0457 1.0472 1.0350 1.0402 1.0257 1.0574 1.0136 0.0000 0.0148 0.0000 0.0013

080625 1.0402 1.0448 1.0342 1.0361 1.0252 1.0570 1.0136 0.0000 0.0148 -0.0001 -0.0132

080626 1.0361 1.0390 1.0220 1.0227 1.0235 1.0552 1.0136 0.0000 0.0148 -0.0002 -0.0221

080627 1.0227 1.0270 1.0166 1.0193 1.0135 1.0471 1.0136 0.0000 0.0160 -0.0002 -0.0248

080630 1.0193 1.0216 1.0131 1.0204 SP 1.0136 562.50 17060.24 -1385.50 1.0052 1.0383 1.0136 0.0000 0.0160 -0.0002 -0.0165

080701 1.0204 1.0230 1.0129 1.0200 1.0012 1.0340 1.0136 0.0000 0.0160 0.0000 0.0020

080703 1.0200 1.0284 1.0113 1.0266 1.0080 1.0285 1.0136 0.0000 0.0100 0.0002 0.0192

080704 1.0266 1.0277 1.0233 1.0238 1.0037 1.0377 1.0136 0.0000 0.0164 0.0003 0.0373

080707 1.0238 1.0344 1.0228 1.0265 1.0096 1.0438 1.0136 0.0000 0.0164 0.0005 0.0535

080708 1.0265 1.0342 1.0220 1.0334 1.0127 1.0472 1.0136 0.0000 0.0164 0.0006 0.0635

080709 1.0334 1.0353 1.0278 1.0290 1.0169 1.0411 1.0136 0.0000 0.0115 0.0006 0.0673

080710 1.0290 1.0338 1.0264 1.0274 1.0202 1.0446 1.0136 0.0000 0.0115 0.0006 0.0614

080711 1.0274 1.0304 1.0136 1.0165 BV 1.0187 1.0187 1.0431 1.0089 0.0000 0.0115 0.0005 0.0563

080714 1.0165 1.0251 1.0130 1.0170 1.0065 1.0399 1.0089 0.0000 0.0161 0.0006 0.0636

080715 1.0170 1.0173 1.0012 1.0133 SP 1.0089 562.50 17622.74 -823.00 1.0039 1.0370 1.0089 0.0000 0.0161 0.0006 0.0705

080716 1.0133 1.0188 1.0030 1.0177 0.9945 1.0270 1.0089 0.0000 0.0161 0.0007 0.0805

080717 1.0177 1.0259 1.0137 1.0235 0.9964 1.0285 1.0089 0.0000 0.0158 0.0008 0.0862

080718 1.0235 1.0252 1.0175 1.0218 1.0052 1.0379 1.0089 0.0000 0.0158 0.0009 0.0964

080721 1.0218 1.0242 1.0184 1.0205 1.0073 1.0394 1.0089 0.0000 0.0155 0.0010 0.1083

080722 1.0205 1.0335 1.0137 1.0306 1.0106 1.0349 1.0089 0.0000 0.0117 0.0010 0.1090

080723 1.0306 1.0401 1.0292 1.0382 1.0062 1.0457 1.0089 0.0000 0.0189 0.0010 0.1065

080724 1.0382 1.0404 1.0354 1.0372 1.0168 1.0570 1.0089 0.0000 0.0189 0.0008 0.0916

080725 1.0372 1.0409 1.0319 1.0370 1.0195 1.0599 1.0089 0.0000 0.0189 0.0006 0.0704

080728 1.0370 1.0388 1.0325 1.0331 1.0262 1.0479 1.0089 0.0000 0.0102 0.0005 0.0512

080729 1.0331 1.0479 1.0318 1.0451 SV 1.0449 1.0271 1.0449 1.0555 0.0000 0.0084 0.0003 0.0351

080730 1.0451 1.0522 1.0441 1.0478 1.0243 1.0562 1.0555 0.0000 0.0149 0.0001 0.0153

080731 1.0478 1.0500 1.0404 1.0477 1.0320 1.0644 1.0555 0.0000 0.0149 -0.0001 -0.0110

080801 1.0477 1.0514 1.0461 1.0508 1.0288 1.0610 1.0555 0.0000 0.0149 -0.0003 -0.0313

080804 1.0508 1.0507 1.0434 1.0481 1.0387 1.0579 1.0555 0.0000 0.0088 -0.0005 -0.0585

080805 1.0481 1.0559 1.0482 1.0537 BP 1.0555 562.50 18185.24 -260.50 1.0368 1.0559 1.0555 0.0000 0.0088 -0.0007 -0.0822

080806 1.0537 1.0610 1.0503 1.0601 SV 1.0589 1.0436 1.0589 1.0697 0.0000 0.0070 -0.0010 -0.1074

080807 1.0601 1.0638 1.0523 1.0621 1.0438 1.0650 1.0697 0.0000 0.0096 -0.0012 -0.1266

080808 1.0621 1.0837 1.0512 1.0813 BP 1.0697 562.50 18747.74 0.00 1.0452 1.0679 1.0697 0.0000 0.0103 -0.0013 -0.1400

080811 1.0813 1.0879 1.0743 1.0853 1.0312 1.0951 1.0697 0.0000 0.0285 -0.0014 -0.1580

080812 1.0853 1.0926 1.0830 1.0864 1.0434 1.1088 1.0697 0.0000 0.0285 -0.0016 -0.1807

080813 1.0864 1.0925 1.0826 1.0854 1.0489 1.1150 1.0697 0.0000 0.0285 -0.0019 -0.2062

080814 1.0854 1.0980 1.0837 1.0953 1.0710 1.0982 1.0697 0.0000 0.0116 -0.0021 -0.2302

080815 1.0953 1.1090 1.0931 1.0970 SV 1.1014 1.0733 1.1014 1.1132 0.0000 0.0120 -0.0023 -0.2571

080818 1.0970 1.1024 1.0912 1.0975 1.0811 1.1123 1.1132 0.0000 0.0131 -0.0026 -0.2871

080819 1.0975 1.1032 1.0908 1.0912 1.0767 1.1077 1.1132 0.0000 0.0131 -0.0028 -0.3123

080820 1.0912 1.1042 1.0898 1.0990 1.0765 1.1075 1.1132 0.0000 0.0131 -0.0030 -0.3314

080821 1.0990 1.0998 1.0842 1.0872 1.0782 1.1064 1.1132 0.0000 0.0120 -0.0031 -0.3411

080822 1.0872 1.0998 1.0858 1.0989 1.0716 1.1022 1.1132 0.0000 0.0131 -0.0031 -0.3403

080825 1.0989 1.1032 1.0924 1.0960 1.0725 1.1031 1.1132 0.0000 0.0131 -0.0030 -0.3320

080826 1.0960 1.1087 1.0956 1.1001 1.0775 1.1084 1.1132 0.0000 0.0131 -0.0029 -0.3229

080827 1.1001 1.1025 1.0917 1.0983 1.0838 1.1119 1.1132 0.0000 0.0117 -0.0029 -0.3188

080828 1.0983 1.1013 1.0884 1.0989 1.0805 1.1061 1.1132 0.0000 0.0108 -0.0028 -0.3081

080829 1.0989 1.1038 1.0926 1.1018 1.0785 1.1040 1.1132 0.0000 0.0108 -0.0027 -0.2921

080901 1.1018 1.1048 1.0950 1.1010 1.0820 1.1075 1.1132 0.0000 0.0108 -0.0025 -0.2782

080902 1.1010 1.1130 1.1013 1.1062 1.0838 1.1094 1.1132 0.0000 0.0108 -0.0024 -0.2692

080903 1.1062 1.1171 1.1044 1.1057 BP 1.1132 562.50 19310.24 0.00 1.0927 1.1157 1.1132 0.0000 0.0095 -0.0024 -0.2626

080904 1.1057 1.1131 1.1008 1.1086 1.0952 1.1202 1.1132 0.0000 0.0103 -0.0023 -0.2530

080905 1.1086 1.1180 1.1068 1.1166 SV 1.1166 1.0917 1.1166 1.1287 0.0000 0.0103 -0.0022 -0.2371

080908 1.1166 1.1373 1.1129 1.1317 BP 1.1287 562.50 19872.74 0.00 1.0971 1.1222 1.1287 0.0000 0.0103 -0.0021 -0.2270

080909 1.1317 1.1340 1.1210 1.1298 1.0961 1.1439 1.1287 0.0000 0.0193 -0.0021 -0.2271

080910 1.1298 1.1366 1.1243 1.1338 1.0985 1.1467 1.1287 0.0000 0.0193 -0.0020 -0.2222

080911 1.1338 1.1418 1.1337 1.1402 1.1014 1.1498 1.1287 0.0000 0.0193 -0.0020 -0.2179

080912 1.1402 1.1399 1.1295 1.1319 1.1221 1.1481 1.1287 0.0000 0.0102 -0.0019 -0.2122

080915 1.1319 1.1279 1.1060 1.1186 BV 1.1201 1.1201 1.1446 1.1082 0.0000 0.0096 -0.0018 -0.2030

080915 1.1319 1.1279 1.1060 1.1186 SP 1.1082 562.50 20435.24 0.00 0.0001 1.1446 1.1082 0.0000 0.0096 -0.0018 -0.2030

080916 1.1186 1.1249 1.1047 1.1216 1.0918 1.1348 1.1082 0.0000 0.0176 -0.0017 -0.1828

Page 27: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

080917 1.1216 1.1250 1.0992 1.0999 1.0902 1.1331 1.1082 0.0000 0.0176 -0.0015 -0.1610

080918 1.0999 1.1109 1.0900 1.1072 1.0835 1.1343 1.1082 0.0000 0.0209 -0.0013 -0.1400

080919 1.1072 1.1280 1.1015 1.1020 SV 1.1227 1.0730 1.1227 1.1349 0.0000 0.0209 -0.0011 -0.1215

080922 1.1020 1.1050 1.0692 1.0710 BV 1.0862 -1906.25 18528.99 -1906.25 1.0862 1.1384 1.1349 0.0000 0.0213 -0.0010 -0.1108

080922 1.1020 1.1050 1.0692 1.0710 BV 1.0862 1.0862 1.1384 1.0750 0.0000 0.0213 -0.0010 -0.1108

080922 1.1020 1.1050 1.0692 1.0710 SP 1.0750 562.50 19091.49 -1343.75 1.0862 1.1384 1.0750 0.0000 0.0213 -0.0010 -0.1108

080923 1.0710 1.0888 1.0727 1.0818 1.0499 1.1204 1.0750 0.0000 0.0303 -0.0007 -0.0790

080924 1.0818 1.0912 1.0805 1.0889 1.0450 1.1150 1.0750 0.0000 0.0303 -0.0005 -0.0512

080925 1.0889 1.0940 1.0803 1.0895 1.0504 1.1211 1.0750 0.0000 0.0303 -0.0003 -0.0333

080926 1.0895 1.0911 1.0830 1.0884 1.0710 1.1033 1.0750 0.0000 0.0138 -0.0001 -0.0149

080929 1.0884 1.1088 1.0814 1.0847 SV 1.1008 1.0737 1.1008 1.1126 0.0000 0.0116 0.0000 0.0047

080930 1.0847 1.1247 1.0890 1.1244 BP 1.1126 562.50 19653.99 0.00 1.0689 1.1233 1.1126 0.0000 0.0229 0.0002 0.0194

081001 1.1244 1.1292 1.1146 1.1226 1.0732 1.1440 1.1126 0.0000 0.0291 0.0002 0.0250

081002 1.1226 1.1413 1.1242 1.1363 1.0874 1.1602 1.1126 0.0000 0.0291 0.0002 0.0222

081003 1.1363 1.1403 1.1220 1.1263 1.0972 1.1714 1.1126 0.0000 0.0291 0.0001 0.0115

081006 1.1263 1.1486 1.1267 1.1482 1.1133 1.1496 1.1126 0.0000 0.0143 0.0000 0.0022

081007 1.1482 1.1488 1.1361 1.1386 1.1161 1.1594 1.1126 0.0000 0.0169 -0.0001 -0.0101

081008 1.1386 1.1444 1.1210 1.1263 1.1206 1.1643 1.1126 0.0000 0.0169 -0.0002 -0.0194

081009 1.1263 1.1343 1.1228 1.1277 1.1094 1.1557 1.1126 0.0000 0.0182 -0.0002 -0.0222

081010 1.1277 1.1410 1.1129 1.1345 1.1055 1.1514 1.1126 0.0000 0.0182 -0.0002 -0.0227

081013 1.1345 1.1440 1.1248 1.1399 1.0989 1.1545 1.1126 0.0000 0.0221 -0.0002 -0.0272

081014 1.1399 1.1381 1.1275 1.1337 1.1058 1.1621 1.1126 0.0000 0.0221 -0.0003 -0.0365

081015 1.1337 1.1406 1.1298 1.1334 1.1042 1.1604 1.1126 0.0000 0.0221 -0.0004 -0.0415

081016 1.1334 1.1490 1.1284 1.1367 1.1156 1.1535 1.1126 0.0000 0.0149 -0.0005 -0.0507

081017 1.1367 1.1393 1.1295 1.1337 1.1172 1.1579 1.1126 0.0000 0.0159 -0.0006 -0.0703

081020 1.1337 1.1524 1.1320 1.1508 1.1128 1.1531 1.1126 0.0000 0.0159 -0.0008 -0.0878

081021 1.1508 1.1591 1.1475 1.1519 1.1197 1.1606 1.1126 0.0000 0.0159 -0.0010 -0.1140

081022 1.1519 1.1694 1.1511 1.1631 1.1301 1.1711 1.1126 0.0000 0.0156 -0.0014 -0.1491

081023 1.1631 1.1698 1.1592 1.1618 1.1360 1.1774 1.1126 0.0000 0.0156 -0.0017 -0.1854

081024 1.1618 1.1748 1.1480 1.1660 1.1429 1.1791 1.1126 0.0000 0.0136 -0.0019 -0.2107

081027 1.1660 1.1709 1.1522 1.1572 1.1294 1.1819 1.1126 0.0000 0.0199 -0.0021 -0.2331

081028 1.1572 1.1655 1.1547 1.1568 1.1293 1.1819 1.1126 0.0000 0.0199 -0.0022 -0.2452

081029 1.1568 1.1578 1.1270 1.1331 BV 1.1279 1.1279 1.1802 1.1158 0.0000 0.0199 -0.0023 -0.2505

081030 1.1331 1.1478 1.1201 1.1375 1.1055 1.1656 1.1158 0.0000 0.0236 -0.0022 -0.2465

081031 1.1375 1.1610 1.1390 1.1550 SV 1.1578 -1468.75 18185.24 -1468.75 1.0983 1.1578 1.1158 0.0000 0.0236 -0.0020 -0.2175

081031 1.1375 1.1610 1.1390 1.1550 SV 1.1578 1.0983 1.1578 1.1708 0.0000 0.0236 -0.0020 -0.2175

081103 1.1550 1.1738 1.1476 1.1748 BP 1.1708 562.50 18747.74 -906.25 1.1141 1.1752 1.1708 0.0000 0.0236 -0.0018 -0.1958

081104 1.1748 1.1802 1.1570 1.1648 1.1275 1.1846 1.1708 0.0000 0.0215 -0.0017 -0.1834

081105 1.1648 1.1745 1.1551 1.1603 1.1386 1.1908 1.1708 0.0000 0.0194 -0.0015 -0.1691

081106 1.1603 1.1741 1.1586 1.1764 1.1355 1.1874 1.1708 0.0000 0.0194 -0.0013 -0.1484

081107 1.1764 1.1798 1.1684 1.1782 1.1410 1.1865 1.1708 0.0000 0.0170 -0.0012 -0.1309

081110 1.1782 1.1804 1.1717 1.1793 1.1525 1.1913 1.1708 0.0000 0.0143 -0.0012 -0.1282

081111 1.1793 1.1875 1.1725 1.1860 1.1586 1.1898 1.1708 0.0000 0.0114 -0.0012 -0.1303

081112 1.1860 1.1897 1.1762 1.1866 1.1632 1.1929 1.1708 0.0000 0.0108 -0.0013 -0.1408

081113 1.1866 1.2002 1.1825 1.1847 SV 1.1957 1.1660 1.1957 1.2096 0.0000 0.0108 -0.0013 -0.1474

081114 1.1847 1.1939 1.1850 1.1856 1.1712 1.2061 1.2096 0.0000 0.0125 -0.0015 -0.1623

081117 1.1856 1.2017 1.1890 1.1980 1.1693 1.2041 1.2096 0.0000 0.0125 -0.0016 -0.1745

081118 1.1980 1.2048 1.1974 1.2024 1.1748 1.2099 1.2096 0.0000 0.0125 -0.0017 -0.1821

081119 1.2024 1.2148 1.1945 1.2124 BP 1.2096 562.50 19310.24 -343.75 1.1862 1.2115 1.2096 0.0000 0.0089 -0.0017 -0.1882

081120 1.2124 1.2243 1.2101 1.2220 SV 1.2210 1.1811 1.2210 1.2355 0.0000 0.0140 -0.0018 -0.1949

081121 1.2220 1.2298 1.2175 1.2219 1.1929 1.2337 1.2355 0.0000 0.0140 -0.0019 -0.2093

081124 1.2219 1.2220 1.1960 1.1974 BV 1.1989 -981.25 18328.99 -1325.00 1.1989 1.2401 1.2355 0.0000 0.0140 -0.0020 -0.2203

081124 1.2219 1.2220 1.1960 1.1974 BV 1.1989 1.1989 1.2401 1.1853 0.0000 0.0140 -0.0020 -0.2203

081125 1.1974 1.2060 1.1834 1.1851 SP 1.1853 562.50 18891.49 -762.50 1.1783 1.2293 1.1853 0.0000 0.0178 -0.0020 -0.2185

081126 1.1851 1.2077 1.1840 1.2036 1.1650 1.2148 1.1853 0.0000 0.0178 -0.0019 -0.2082

081127 1.2036 1.2031 1.1956 1.2017 1.1663 1.2162 1.1853 0.0000 0.0178 -0.0018 -0.1969

081128 1.2017 1.2201 1.1962 1.2130 SV 1.2188 1.1719 1.2188 1.2332 0.0000 0.0166 -0.0017 -0.1910

081201 1.2130 1.2143 1.2020 1.2029 1.1801 1.2276 1.2332 0.0000 0.0166 -0.0018 -0.1932

081202 1.2029 1.2096 1.1996 1.2069 1.1805 1.2274 1.2332 0.0000 0.0164 -0.0018 -0.1966

081203 1.2069 1.2169 1.2057 1.2137 1.1770 1.2237 1.2332 0.0000 0.0164 -0.0018 -0.1990

081204 1.2137 1.2188 1.1925 1.1970 BV 1.1967 -981.25 17910.24 -1743.75 1.1967 1.2212 1.2332 0.0000 0.0084 -0.0018 -0.2029

081204 1.2137 1.2188 1.1925 1.1970 BV 1.1967 1.1967 1.2212 1.1832 0.0000 0.0084 -0.0018 -0.2029

081205 1.1970 1.2251 1.1956 1.2230 1.1751 1.2267 1.1832 0.0000 0.0181 -0.0018 -0.1976

081208 1.2230 1.2195 1.2020 1.2036 1.1762 1.2341 1.1832 0.0000 0.0201 -0.0018 -0.1963

081209 1.2036 1.2178 1.2008 1.2056 1.1773 1.2352 1.1832 0.0000 0.0201 -0.0016 -0.1762

081210 1.2056 1.2085 1.1925 1.1975 1.1766 1.2346 1.1832 0.0000 0.0201 -0.0014 -0.1501

081211 1.1975 1.1995 1.1792 1.1860 SP 1.1832 562.50 18472.74 -1181.25 1.1816 1.2155 1.1832 0.0000 0.0119 -0.0012 -0.1271

081212 1.1860 1.1868 1.1755 1.1767 1.1675 1.2076 1.1832 0.0000 0.0144 -0.0009 -0.1044

081215 1.1767 1.1750 1.1565 1.1602 BV 1.1601 1.1601 1.1998 1.1473 0.0000 0.0144 -0.0007 -0.0770

081216 1.1602 1.1584 1.1150 1.1186 SP 1.1473 562.50 19035.24 -618.75 1.1460 1.1846 1.1473 0.0000 0.0144 -0.0003 -0.0372

081217 1.1186 1.1243 1.0720 1.0745 BV 1.0957 1.0957 1.1818 1.0842 0.0000 0.0336 0.0002 0.0192

081217 1.1186 1.1243 1.0720 1.0745 SP 1.0842 562.50 19597.74 -56.25 0.0001 1.1818 1.0842 0.0000 0.0336 0.0002 0.0192

081218 1.0745 1.0866 1.0410 1.0822 BV 1.0527 1.0527 1.1574 1.0422 0.0000 0.0434 0.0009 0.0969

081218 1.0745 1.0866 1.0410 1.0822 SP 1.0422 562.50 20160.24 0.00 0.0001 1.1574 1.0422 0.0000 0.0434 0.0009 0.0969

081219 1.0822 1.1131 1.0746 1.1077 1.0251 1.1241 1.0422 0.0000 0.0434 0.0017 0.1837

081222 1.1077 1.1052 1.0884 1.0933 1.0560 1.1613 1.0422 0.0000 0.0434 0.0022 0.2424

081223 1.0933 1.0945 1.0832 1.0889 1.0641 1.1628 1.0422 0.0000 0.0403 0.0027 0.2977

081224 1.0889 1.0893 1.0718 1.0791 1.0648 1.1423 1.0422 0.0000 0.0322 0.0032 0.3504

081225 1.0791 1.0788 1.0727 1.0750 1.0703 1.1053 1.0422 0.0000 0.0150 0.0037 0.4051

081226 1.0750 1.0798 1.0666 1.0672 1.0664 1.1013 1.0422 0.0000 0.0150 0.0041 0.4529

081229 1.0672 1.0669 1.0370 1.0581 BV 1.0646 1.0646 1.0994 1.0539 0.0000 0.0150 0.0045 0.4949

081229 1.0672 1.0669 1.0370 1.0581 SP 1.0539 562.50 20722.74 0.00 0.0001 1.0994 1.0539 0.0000 0.0150 0.0045 0.4949

081230 1.0581 1.0634 1.0487 1.0580 1.0383 1.0994 1.0539 0.0000 0.0270 0.0049 0.5399

081231 1.0580 1.0739 1.0545 1.0685 1.0433 1.1050 1.0539 0.0000 0.0270 0.0052 0.5687

090101 1.0685 1.0685 1.0685 1.0685 1.0515 1.1142 1.0539 0.0000 0.0270 0.0053 0.5809

090102 1.0685 1.0845 1.0615 1.0840 1.0607 1.1004 1.0539 0.0000 0.0171 0.0054 0.5945

090105 1.0840 1.1113 1.0715 1.1087 SV 1.1107 1.0639 1.1107 1.1227 0.0000 0.0200 0.0055 0.6043

090106 1.1087 1.1279 1.1077 1.1175 BP 1.1227 562.50 21285.24 0.00 1.0752 1.1575 1.1227 0.0000 0.0334 0.0054 0.5905

090107 1.1175 1.1200 1.0870 1.1010 BV 1.0997 1.0997 1.1860 1.0883 0.0000 0.0334 0.0051 0.5572

090107 1.1175 1.1200 1.0870 1.1010 SP 1.0883 562.50 21847.74 0.00 0.0001 1.1860 1.0883 0.0000 0.0334 0.0051 0.5572

090108 1.1010 1.1082 1.0867 1.0936 1.0845 1.1682 1.0883 0.0000 0.0334 0.0048 0.5244

090109 1.0936 1.1185 1.0890 1.1154 1.0812 1.1478 1.0883 0.0000 0.0271 0.0045 0.4930

090112 1.1154 1.1240 1.1098 1.1139 1.0859 1.1530 1.0883 0.0000 0.0271 0.0041 0.4497

090113 1.1139 1.1255 1.1141 1.1198 1.0990 1.1601 1.0883 0.0000 0.0242 0.0036 0.3923

090114 1.1198 1.1240 1.1123 1.1176 1.1001 1.1613 1.0883 0.0000 0.0242 0.0030 0.3338

090115 1.1176 1.1290 1.1138 1.1217 1.1079 1.1362 1.0883 0.0000 0.0114 0.0024 0.2658

090116 1.1217 1.1249 1.1111 1.1184 1.1094 1.1396 1.0883 0.0000 0.0121 0.0018 0.1948

090119 1.1184 1.1345 1.1125 1.1301 1.1050 1.1349 1.0883 0.0000 0.0121 0.0011 0.1223

090120 1.1301 1.1516 1.1318 1.1483 SV 1.1467 1.1030 1.1467 1.1594 0.0000 0.0174 0.0004 0.0461

090121 1.1483 1.1617 1.1380 1.1547 BP 1.1594 562.50 22410.24 0.00 1.1187 1.1636 1.1594 0.0000 0.0174 -0.0003 -0.0380

090122 1.1547 1.1592 1.1515 1.1532 1.1240 1.1707 1.1594 0.0000 0.0179 -0.0011 -0.1233

090123 1.1532 1.1715 1.1512 1.1570 1.1275 1.1745 1.1594 0.0000 0.0179 -0.0018 -0.2019

090126 1.1570 1.1642 1.1347 1.1367 1.1319 1.1792 1.1594 0.0000 0.0179 -0.0024 -0.2618

090127 1.1367 1.1434 1.1315 1.1374 1.1130 1.1705 1.1594 0.0000 0.0223 -0.0026 -0.2825

090128 1.1374 1.1563 1.1333 1.1517 1.1019 1.1583 1.1594 0.0000 0.0223 -0.0026 -0.2807

090129 1.1517 1.1580 1.1407 1.1508 1.1082 1.1652 1.1594 0.0000 0.0223 -0.0028 -0.3028

090130 1.1508 1.1659 1.1524 1.1625 SV 1.1651 1.1197 1.1651 1.1783 0.0000 0.0176 -0.0029 -0.3224

090202 1.1625 1.1685 1.1581 1.1629 1.1287 1.1747 1.1783 0.0000 0.0176 -0.0031 -0.3408

090203 1.1629 1.1637 1.1402 1.1428 1.1400 1.1748 1.1783 0.0000 0.0131 -0.0032 -0.3510

090204 1.1428 1.1633 1.1413 1.1586 1.1213 1.1673 1.1783 0.0000 0.0177 -0.0031 -0.3451

090205 1.1586 1.1574 1.1574 1.1708 1.1220 1.1678 1.1783 0.0000 0.0177 -0.0031 -0.3357

090206 1.1708 1.1741 1.1595 1.1627 1.1274 1.1737 1.1783 0.0000 0.0177 -0.0028 -0.3135

090209 1.1627 1.1680 1.1504 1.1618 1.1387 1.1829 1.1783 0.0000 0.0166 -0.0026 -0.2902

090210 1.1618 1.1780 1.1507 1.1586 1.1375 1.1721 1.1783 0.0000 0.0131 -0.0024 -0.2654

090211 1.1586 1.1633 1.1513 1.1583 1.1316 1.1851 1.1783 0.0000 0.0201 -0.0022 -0.2395

Page 28: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

090212 1.1583 1.1715 1.1565 1.1631 1.1257 1.1787 1.1783 0.0000 0.0201 -0.0019 -0.2124

090213 1.1631 1.1660 1.1566 1.1578 1.1324 1.1860 1.1783 0.0000 0.0201 -0.0018 -0.2001

090216 1.1578 1.1706 1.1581 1.1628 1.1439 1.1733 1.1783 0.0000 0.0111 -0.0018 -0.1972

090217 1.1628 1.1782 1.1610 1.1700 1.1471 1.1766 1.1783 0.0000 0.0111 -0.0017 -0.1839

090218 1.1700 1.1827 1.1653 1.1763 BP 1.1783 562.50 22972.74 0.00 1.1500 1.1839 1.1783 0.0000 0.0126 -0.0015 -0.1666

090219 1.1763 1.1799 1.1704 1.1731 1.1543 1.1886 1.1783 0.0000 0.0126 -0.0014 -0.1569

090220 1.1731 1.1884 1.1462 1.1533 BV 1.1557 1.1557 1.1901 1.1430 0.0000 0.0126 -0.0014 -0.1500

090223 1.1533 1.1698 1.1460 1.1688 1.1213 1.2041 1.1430 0.0000 0.0310 -0.0012 -0.1359

090224 1.1688 1.1712 1.1534 1.1604 1.1136 1.1952 1.1430 0.0000 0.0310 -0.0011 -0.1179

090225 1.1604 1.1743 1.1550 1.1732 1.1183 1.2008 1.1430 0.0000 0.0310 -0.0009 -0.1005

090226 1.1732 1.1720 1.1597 1.1650 1.1393 1.1868 1.1430 0.0000 0.0178 -0.0007 -0.0825

090227 1.1650 1.1763 1.1614 1.1684 1.1457 1.1840 1.1430 0.0000 0.0142 -0.0006 -0.0662

090302 1.1684 1.1796 1.1636 1.1771 1.1488 1.1871 1.1430 0.0000 0.0142 -0.0006 -0.0623

090303 1.1771 1.1789 1.1684 1.1753 1.1549 1.1865 1.1430 0.0000 0.0117 -0.0006 -0.0651

090304 1.1753 1.1850 1.1706 1.1713 1.1569 1.1886 1.1430 0.0000 0.0117 -0.0006 -0.0695

090305 1.1713 1.1809 1.1644 1.1713 1.1608 1.1927 1.1430 0.0000 0.0117 -0.0007 -0.0772

090306 1.1713 1.1715 1.1486 1.1597 1.1553 1.1879 1.1430 0.0000 0.0120 -0.0007 -0.0726

090309 1.1597 1.1682 1.1537 1.1590 1.1365 1.1818 1.1430 0.0000 0.0170 -0.0005 -0.0542

090310 1.1590 1.1645 1.1433 1.1636 1.1378 1.1832 1.1430 0.0000 0.0170 -0.0004 -0.0415

090311 1.1636 1.1675 1.1521 1.1525 1.1312 1.1761 1.1430 0.0000 0.0170 -0.0003 -0.0280

090312 1.1525 1.1967 1.1560 1.1843 SV 1.1809 -1193.75 21778.99 -1193.75 1.1384 1.1809 1.1430 0.0000 0.0159 -0.0002 -0.0213

090312 1.1525 1.1967 1.1560 1.1843 SV 1.1809 1.1384 1.1809 1.1945 0.0000 0.0159 -0.0002 -0.0213

090312 1.1525 1.1967 1.1560 1.1843 BP 1.1945 562.50 22341.49 -631.25 1.1384 1.1809 1.1945 0.0000 0.0159 -0.0002 -0.0213

090313 1.1843 1.1935 1.1847 1.1888 1.1360 1.2164 1.1945 0.0000 0.0294 -0.0003 -0.0293

090316 1.1888 1.1909 1.1806 1.1857 1.1480 1.2303 1.1945 0.0000 0.0294 -0.0003 -0.0332

090317 1.1857 1.1902 1.1813 1.1827 1.1447 1.2265 1.1945 0.0000 0.0294 -0.0003 -0.0371

090318 1.1827 1.1828 1.1380 1.1402 BV 1.1752 1.1752 1.1956 1.1621 0.0000 0.0073 -0.0004 -0.0439

090318 1.1827 1.1828 1.1380 1.1402 SP 1.1621 562.50 22903.99 -68.75 0.0001 1.1956 1.1621 0.0000 0.0073 -0.0004 -0.0439

090319 1.1402 1.1453 1.1162 1.1245 1.1159 1.2045 1.1621 0.0000 0.0333 -0.0003 -0.0333

090320 1.1245 1.1297 1.1172 1.1296 1.0898 1.1741 1.1621 0.0000 0.0333 0.0000 -0.0043

090323 1.1296 1.1340 1.1171 1.1240 1.0842 1.1677 1.1621 0.0000 0.0333 0.0002 0.0237

090324 1.1240 1.1324 1.1210 1.1317 1.0991 1.1563 1.1621 0.0000 0.0228 0.0005 0.0533

090325 1.1317 1.1329 1.1170 1.1207 1.1114 1.1450 1.1621 0.0000 0.0133 0.0007 0.0754

090326 1.1207 1.1288 1.1191 1.1276 1.1101 1.1436 1.1621 0.0000 0.0133 0.0009 0.1013

090327 1.1276 1.1483 1.1223 1.1424 SV 1.1418 1.1102 1.1418 1.1545 0.0000 0.0126 0.0011 0.1220

090330 1.1424 1.1547 1.1450 1.1506 BP 1.1545 562.50 23466.49 0.00 1.1132 1.1650 1.1545 0.0000 0.0202 0.0012 0.1294

090331 1.1506 1.1515 1.1358 1.1395 1.1271 1.1804 1.1545 0.0000 0.0202 0.0011 0.1242

090401 1.1395 1.1491 1.1374 1.1395 1.1211 1.1737 1.1545 0.0000 0.0202 0.0011 0.1230

090402 1.1395 1.1487 1.1325 1.1363 1.1298 1.1610 1.1545 0.0000 0.0120 0.0012 0.1283

090403 1.1363 1.1391 1.1312 1.1317 1.1269 1.1590 1.1545 0.0000 0.0125 0.0012 0.1350

090406 1.1317 1.1406 1.1241 1.1367 1.1217 1.1535 1.1545 0.0000 0.0125 0.0013 0.1438

090407 1.1367 1.1484 1.1348 1.1437 1.1186 1.1514 1.1545 0.0000 0.0129 0.0013 0.1477

090408 1.1437 1.1520 1.1417 1.1437 1.1275 1.1609 1.1545 0.0000 0.0129 0.0013 0.1460

090409 1.1437 1.1603 1.1427 1.1562 1.1326 1.1662 1.1545 0.0000 0.0129 0.0013 0.1391

090410 1.1562 1.1623 1.1565 1.1581 1.1364 1.1714 1.1545 0.0000 0.0133 0.0011 0.1236

090413 1.1581 1.1608 1.1307 1.1313 BV 1.1438 1.1438 1.1792 1.1313 0.0000 0.0133 0.0009 0.1031

090413 1.1581 1.1608 1.1307 1.1313 SP 1.1313 562.50 24028.99 0.00 0.0001 1.1792 1.1313 0.0000 0.0133 0.0009 0.1031

090414 1.1313 1.1448 1.1325 1.1359 1.1192 1.1791 1.1313 0.0000 0.0229 0.0008 0.0923

090415 1.1359 1.1488 1.1371 1.1442 1.1122 1.1715 1.1313 0.0000 0.0229 0.0008 0.0840

090416 1.1442 1.1519 1.1401 1.1477 1.1162 1.1758 1.1313 0.0000 0.0229 0.0007 0.0785

090417 1.1477 1.1688 1.1464 1.1672 SV 1.1593 1.1346 1.1593 1.1723 0.0000 0.0095 0.0006 0.0700

090420 1.1672 1.1740 1.1664 1.1685 BP 1.1723 562.50 24591.49 0.00 1.1369 1.1813 1.1723 0.0000 0.0167 0.0005 0.0543

090421 1.1685 1.1719 1.1635 1.1689 1.1486 1.1940 1.1723 0.0000 0.0167 0.0003 0.0333

090422 1.1689 1.1722 1.1595 1.1641 1.1456 1.1908 1.1723 0.0000 0.0167 0.0000 0.0000

090423 1.1641 1.1676 1.1502 1.1530 BV 1.1529 1.1529 1.1780 1.1403 0.0000 0.0093 -0.0003 -0.0384

090424 1.1530 1.1524 1.1351 1.1391 SP 1.1403 562.50 25153.99 0.00 1.1406 1.1751 1.1403 0.0000 0.0130 -0.0006 -0.0708

090427 1.1391 1.1604 1.1364 1.1566 SV 1.1594 1.1252 1.1594 1.1725 0.0000 0.0132 -0.0009 -0.0948

090428 1.1566 1.1595 1.1420 1.1440 1.1226 1.1699 1.1725 0.0000 0.0182 -0.0010 -0.1061

090429 1.1440 1.1449 1.1302 1.1372 1.1250 1.1726 1.1725 0.0000 0.0182 -0.0009 -0.0993

090430 1.1372 1.1430 1.1273 1.1414 1.1128 1.1593 1.1725 0.0000 0.0182 -0.0008 -0.0826

090501 1.1414 1.1411 1.1333 1.1357 1.1174 1.1511 1.1725 0.0000 0.0132 -0.0006 -0.0648

090504 1.1357 1.1420 1.1255 1.1384 1.1211 1.1522 1.1725 0.0000 0.0122 -0.0004 -0.0485

090505 1.1384 1.1361 1.1246 1.1343 1.1172 1.1498 1.1725 0.0000 0.0128 -0.0003 -0.0275

090506 1.1343 1.1390 1.1284 1.1314 1.1142 1.1467 1.1725 0.0000 0.0128 0.0000 -0.0049

090507 1.1314 1.1425 1.1253 1.1314 1.1177 1.1504 1.1725 0.0000 0.0128 0.0001 0.0088

090508 1.1314 1.1336 1.1058 1.1065 BV 1.1173 -2068.75 23085.24 -2068.75 1.1173 1.1514 1.1725 0.0000 0.0134 0.0001 0.0139

090508 1.1314 1.1336 1.1058 1.1065 BV 1.1173 1.1173 1.1514 1.1055 0.0000 0.0134 0.0001 0.0139

090511 1.1065 1.1098 1.1022 1.1095 SP 1.1055 562.50 23647.74 -1506.25 1.0936 1.1488 1.1055 0.0000 0.0222 0.0003 0.0349

090512 1.1095 1.1107 1.1006 1.1058 1.0813 1.1352 1.1055 0.0000 0.0222 0.0005 0.0600

090513 1.1058 1.1101 1.0978 1.1076 1.0817 1.1356 1.1055 0.0000 0.0222 0.0008 0.0864

090514 1.1076 1.1123 1.1024 1.1032 1.0933 1.1177 1.1055 0.0000 0.0101 0.0010 0.1150

090515 1.1032 1.1248 1.1039 1.1232 SV 1.1215 1.0969 1.1215 1.1337 0.0000 0.0101 0.0013 0.1418

090518 1.1232 1.1265 1.1139 1.1145 1.0970 1.1387 1.1337 0.0000 0.0168 0.0014 0.1542

090519 1.1145 1.1164 1.1070 1.1096 1.1029 1.1450 1.1337 0.0000 0.0168 0.0015 0.1623

090520 1.1096 1.1130 1.0967 1.1012 1.0948 1.1362 1.1337 0.0000 0.0168 0.0015 0.1691

090521 1.1012 1.1058 1.0916 1.0937 1.0916 1.1241 1.1337 0.0000 0.0134 0.0016 0.1750

090522 1.0937 1.0930 1.0810 1.0845 BV 1.0859 -1862.50 21785.24 -3368.75 1.0859 1.1181 1.1337 0.0000 0.0134 0.0018 0.1947

090522 1.0937 1.0930 1.0810 1.0845 BV 1.0859 1.0859 1.1181 1.0747 0.0000 0.0134 0.0018 0.1947

090525 1.0845 1.0871 1.0827 1.0830 1.0749 1.1064 1.0747 0.0000 0.0134 0.0020 0.2218

090526 1.0830 1.0930 1.0813 1.0840 1.0746 1.1022 1.0747 0.0000 0.0118 0.0022 0.2438

090527 1.0840 1.0898 1.0810 1.0887 1.0784 1.1023 1.0747 0.0000 0.0102 0.0024 0.2596

090528 1.0887 1.0954 1.0805 1.0851 1.0769 1.1001 1.0747 0.0000 0.0099 0.0024 0.2630

090529 1.0851 1.0845 1.0657 1.0676 SP 1.0747 562.50 22347.74 -2674.80 1.0770 1.1068 1.0747 0.0000 0.0126 0.0023 0.2567

090601 1.0676 1.0724 1.0619 1.0704 1.0613 1.0989 1.0747 0.0000 0.0163 0.0023 0.2575

090602 1.0704 1.0744 1.0590 1.0608 1.0537 1.0908 1.0747 0.0000 0.0163 0.0024 0.2586

090603 1.0608 1.0750 1.0603 1.0712 1.0533 1.0903 1.0747 0.0000 0.0163 0.0024 0.2630

090604 1.0712 1.0767 1.0640 1.0698 1.0565 1.0873 1.0747 0.0000 0.0135 0.0025 0.2697

090605 1.0698 1.0910 1.0664 1.0863 SV 1.0902 1.0592 1.0902 1.1017 0.0000 0.0135 0.0024 0.2659

090608 1.0863 1.0990 1.0834 1.0930 1.0607 1.1099 1.1017 0.0000 0.0211 0.0023 0.2521

090609 1.0930 1.0954 1.0760 1.0776 1.0724 1.1228 1.1017 0.0000 0.0211 0.0021 0.2351

090610 1.0776 1.0860 1.0720 1.0817 1.0668 1.1166 1.1017 0.0000 0.0211 0.0020 0.2222

090611 1.0817 1.0841 1.0648 1.0698 1.0642 1.1024 1.1017 0.0000 0.0165 0.0019 0.2090

090612 1.0698 1.0847 1.0689 1.0792 1.0593 1.0978 1.1017 0.0000 0.0167 0.0018 0.1990

090615 1.0792 1.0950 1.0796 1.0926 1.0613 1.1000 1.1017 0.0000 0.0167 0.0017 0.1850

090616 1.0926 1.0957 1.0824 1.0879 1.0710 1.1104 1.1017 0.0000 0.0167 0.0015 0.1595

090617 1.0879 1.0924 1.0766 1.0794 1.0753 1.1074 1.1017 0.0000 0.0136 0.0012 0.1321

090618 1.0794 1.0900 1.0763 1.0861 1.0708 1.1022 1.1017 0.0000 0.0134 0.0011 0.1189

090619 1.0861 1.0893 1.0767 1.0799 1.0694 1.1007 1.1017 0.0000 0.0134 0.0010 0.1088

090622 1.0799 1.0900 1.0814 1.0858 1.0691 1.1004 1.1017 0.0000 0.0134 0.0009 0.1001

090623 1.0858 1.0882 1.0641 1.0670 BV 1.0734 -931.25 21416.49 -3606.05 1.0734 1.1007 1.1017 0.0000 0.0117 0.0008 0.0880

090623 1.0858 1.0882 1.0641 1.0670 BV 1.0734 1.0734 1.1007 1.0625 0.0000 0.0117 0.0008 0.0880

090624 1.0670 1.1023 1.0633 1.0994 1.0546 1.1025 1.0625 0.0000 0.0208 0.0008 0.0833

090625 1.0994 1.1017 1.0920 1.0948 1.0472 1.1249 1.0625 0.0000 0.0333 0.0005 0.0584

090626 1.0948 1.0934 1.0797 1.0817 1.0595 1.1391 1.0625 0.0000 0.0333 0.0002 0.0258

090629 1.0817 1.0912 1.0809 1.0819 1.0491 1.1270 1.0625 0.0000 0.0333 0.0000 0.0049

090630 1.0819 1.0890 1.0779 1.0853 1.0725 1.0996 1.0625 0.0000 0.0116 -0.0001 -0.0118

090701 1.0853 1.0887 1.0707 1.0746 1.0697 1.0967 1.0625 0.0000 0.0116 -0.0002 -0.0244

090702 1.0746 1.0869 1.0745 1.0828 1.0617 1.0973 1.0625 0.0000 0.0154 -0.0002 -0.0253

090703 1.0828 1.0885 1.0830 1.0869 1.0626 1.0983 1.0625 0.0000 0.0154 -0.0003 -0.0277

090706 1.0869 1.0960 1.0847 1.0861 1.0675 1.1034 1.0625 0.0000 0.0154 -0.0003 -0.0349

090707 1.0861 1.0917 1.0800 1.0898 1.0775 1.1024 1.0625 0.0000 0.0106 -0.0004 -0.0443

090708 1.0898 1.0943 1.0876 1.0919 1.0738 1.0969 1.0625 0.0000 0.0099 -0.0005 -0.0527

090709 1.0919 1.0916 1.0751 1.0777 1.0787 1.1022 1.0625 0.0000 0.0099 -0.0005 -0.0531

090710 1.0777 1.0924 1.0782 1.0843 1.0666 1.0991 1.0625 0.0000 0.0141 -0.0004 -0.0425

090713 1.0843 1.0880 1.0808 1.0819 1.0686 1.1013 1.0625 0.0000 0.0141 -0.0003 -0.0310

Page 29: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

090714 1.0819 1.0940 1.0808 1.0914 1.0679 1.1007 1.0625 0.0000 0.0141 -0.0002 -0.0205

090715 1.0914 1.0890 1.0720 1.0736 1.0732 1.1014 1.0625 0.0000 0.0121 -0.0001 -0.0139

090716 1.0736 1.0790 1.0704 1.0739 1.0637 1.0975 1.0625 0.0000 0.0146 -0.0001 -0.0073

090717 1.0739 1.0817 1.0727 1.0747 1.0582 1.0915 1.0625 0.0000 0.0146 -0.0001 -0.0061

090720 1.0747 1.0767 1.0657 1.0687 1.0607 1.0942 1.0625 0.0000 0.0146 0.0000 -0.0006

090721 1.0687 1.0720 1.0624 1.0682 SP 1.0625 562.50 21978.99 -3043.55 1.0606 1.0823 1.0625 0.0000 0.0096 0.0001 0.0110

090722 1.0682 1.0715 1.0630 1.0662 1.0567 1.0784 1.0625 0.0000 0.0096 0.0003 0.0295

090723 1.0662 1.0742 1.0632 1.0717 1.0570 1.0786 1.0625 0.0000 0.0096 0.0004 0.0446

090724 1.0717 1.0760 1.0674 1.0711 1.0584 1.0803 1.0625 0.0000 0.0096 0.0004 0.0486

090727 1.0711 1.0742 1.0654 1.0697 1.0613 1.0833 1.0625 0.0000 0.0096 0.0005 0.0506

090728 1.0697 1.0799 1.0656 1.0747 1.0595 1.0814 1.0625 0.0000 0.0096 0.0005 0.0573

090729 1.0747 1.0910 1.0732 1.0876 SV 1.0879 1.0595 1.0879 1.0994 0.0000 0.0124 0.0005 0.0598

090730 1.0876 1.0934 1.0842 1.0880 1.0656 1.1010 1.0994 0.0000 0.0152 0.0005 0.0559

090731 1.0880 1.0891 1.0660 1.0688 BV 1.0720 -887.50 21091.49 -3931.05 1.0720 1.1078 1.0994 0.0000 0.0152 0.0004 0.0462

090731 1.0880 1.0891 1.0660 1.0688 BV 1.0720 1.0720 1.1078 1.0611 0.0000 0.0152 0.0004 0.0462

090803 1.0688 1.0733 1.0563 1.0601 SP 1.0611 562.50 21653.99 -3368.55 1.0563 1.1022 1.0611 0.0000 0.0199 0.0005 0.0559

090804 1.0601 1.0646 1.0587 1.0615 1.0442 1.0890 1.0611 0.0000 0.0199 0.0006 0.0625

090805 1.0615 1.0660 1.0585 1.0605 1.0412 1.0858 1.0611 0.0000 0.0199 0.0006 0.0629

090806 1.0605 1.0680 1.0604 1.0660 1.0469 1.0805 1.0611 0.0000 0.0150 0.0006 0.0699

090807 1.0660 1.0845 1.0576 1.0828 SV 1.0723 1.0573 1.0723 1.0834 0.0000 0.0067 0.0007 0.0735

090807 1.0660 1.0845 1.0576 1.0828 BP 1.0834 562.50 22216.49 -2806.05 1.0573 0.0000 1.0834 0.0000 0.0067 0.0007 0.0735

090810 1.0828 1.0883 1.0798 1.0855 1.0467 1.1001 1.0834 0.0000 0.0235 0.0006 0.0694

090811 1.0855 1.0864 1.0790 1.0818 1.0591 1.1138 1.0834 0.0000 0.0235 0.0006 0.0626

090812 1.0818 1.0846 1.0735 1.0759 1.0575 1.1122 1.0834 0.0000 0.0235 0.0005 0.0551

090813 1.0759 1.0769 1.0675 1.0703 BV 1.0686 1.0686 1.0906 1.0578 0.0000 0.0095 0.0004 0.0472

090814 1.0703 1.0751 1.0671 1.0746 1.0619 1.0835 1.0578 0.0000 0.0095 0.0004 0.0413

090817 1.0746 1.0834 1.0729 1.0781 SV 1.0824 -781.25 21435.24 -3587.30 1.0608 1.0824 1.0578 0.0000 0.0095 0.0003 0.0354

090817 1.0746 1.0834 1.0729 1.0781 SV 1.0824 1.0608 1.0824 1.0937 0.0000 0.0095 0.0003 0.0354

090818 1.0781 1.0802 1.0742 1.0750 1.0680 1.0889 1.0937 0.0000 0.0090 0.0002 0.0215

090819 1.0750 1.0782 1.0626 1.0648 BV 1.0671 -862.50 20572.74 -4449.80 1.0671 1.0878 1.0937 0.0000 0.0090 0.0001 0.0154

090819 1.0750 1.0782 1.0626 1.0648 BV 1.0671 1.0671 1.0878 1.0563 0.0000 0.0090 0.0001 0.0154

090820 1.0648 1.0685 1.0617 1.0621 1.0553 1.0862 1.0563 0.0000 0.0136 0.0001 0.0120

090821 1.0621 1.0656 1.0553 1.0568 SP 1.0563 562.50 21135.24 -3887.30 1.0502 1.0808 1.0563 0.0000 0.0136 0.0001 0.0120

090824 1.0568 1.0630 1.0565 1.0623 1.0456 1.0760 1.0563 0.0000 0.0136 0.0001 0.0106

090825 1.0623 1.0640 1.0566 1.0607 1.0498 1.0702 1.0563 0.0000 0.0092 0.0001 0.0146

090826 1.0607 1.0714 1.0582 1.0682 SV 1.0708 1.0504 1.0708 1.0819 0.0000 0.0092 0.0002 0.0206

090827 1.0682 1.0704 1.0525 1.0572 1.0521 1.0783 1.0819 0.0000 0.0116 0.0002 0.0204

090828 1.0572 1.0618 1.0541 1.0600 1.0444 1.0799 1.0819 0.0000 0.0159 0.0003 0.0285

090831 1.0600 1.0637 1.0556 1.0590 1.0412 1.0765 1.0819 0.0000 0.0159 0.0004 0.0392

090901 1.0590 1.0708 1.0544 1.0662 1.0431 1.0785 1.0819 0.0000 0.0159 0.0004 0.0493

090902 1.0662 1.0682 1.0580 1.0603 1.0473 1.0799 1.0819 0.0000 0.0145 0.0005 0.0538

090903 1.0603 1.0637 1.0545 1.0623 1.0480 1.0805 1.0819 0.0000 0.0145 0.0005 0.0577

090904 1.0623 1.0699 1.0579 1.0593 1.0442 1.0765 1.0819 0.0000 0.0145 0.0006 0.0639

090907 1.0593 1.0609 1.0557 1.0600 1.0529 1.0767 1.0819 0.0000 0.0106 0.0006 0.0652

090908 1.0600 1.0602 1.0433 1.0453 BV 1.0473 -1343.75 19791.49 -5231.05 1.0473 1.0709 1.0819 0.0000 0.0106 0.0006 0.0606

090908 1.0600 1.0602 1.0433 1.0453 BV 1.0473 1.0473 1.0709 1.0369 0.0000 0.0106 0.0006 0.0606

090909 1.0453 1.0490 1.0384 1.0424 1.0362 1.0696 1.0369 0.0000 0.0153 0.0005 0.0581

090910 1.0424 1.0465 1.0355 1.0392 SP 1.0369 562.50 20353.99 -4668.55 1.0286 1.0616 1.0369 0.0000 0.0153 0.0006 0.0686

090911 1.0392 1.0400 1.0340 1.0370 1.0263 1.0591 1.0369 0.0000 0.0153 0.0008 0.0883

090914 1.0370 1.0404 1.0328 1.0354 1.0274 1.0491 1.0369 0.0000 0.0102 0.0010 0.1105

090915 1.0354 1.0420 1.0330 1.0334 1.0273 1.0490 1.0369 0.0000 0.0102 0.0012 0.1319

090916 1.0334 1.0366 1.0298 1.0304 BV 1.0300 1.0300 1.0478 1.0199 0.0000 0.0084 0.0014 0.1496

090917 1.0304 1.0359 1.0275 1.0284 1.0259 1.0435 1.0199 0.0000 0.0084 0.0015 0.1610

090918 1.0284 1.0350 1.0277 1.0288 1.0244 1.0420 1.0199 0.0000 0.0084 0.0015 0.1640

090921 1.0288 1.0390 1.0289 1.0326 1.0245 1.0411 1.0199 0.0000 0.0079 0.0015 0.1659

090922 1.0326 1.0325 1.0216 1.0233 1.0256 1.0457 1.0199 0.0000 0.0094 0.0015 0.1659

090923 1.0233 1.0275 1.0188 1.0260 SP 1.0199 562.50 20916.49 -4106.05 1.0182 1.0398 1.0199 0.0000 0.0103 0.0016 0.1743

090924 1.0260 1.0323 1.0211 1.0303 1.0144 1.0359 1.0199 0.0000 0.0103 0.0016 0.1810

090925 1.0303 1.0342 1.0244 1.0295 1.0176 1.0399 1.0199 0.0000 0.0106 0.0016 0.1777

090928 1.0295 1.0374 1.0253 1.0337 1.0201 1.0425 1.0199 0.0000 0.0106 0.0016 0.1718

090929 1.0337 1.0405 1.0314 1.0376 1.0215 1.0455 1.0199 0.0000 0.0114 0.0015 0.1672

090930 1.0376 1.0449 1.0284 1.0364 1.0259 1.0502 1.0199 0.0000 0.0114 0.0015 0.1607

091001 1.0364 1.0452 1.0339 1.0418 1.0230 1.0559 1.0199 0.0000 0.0154 0.0014 0.1565

091002 1.0418 1.0437 1.0310 1.0352 1.0257 1.0588 1.0199 0.0000 0.0154 0.0013 0.1471

091005 1.0352 1.0360 1.0308 1.0319 1.0234 1.0563 1.0199 0.0000 0.0154 0.0013 0.1395

091006 1.0319 1.0324 1.0238 1.0271 1.0226 1.0477 1.0199 0.0000 0.0118 0.0012 0.1292

091007 1.0271 1.0360 1.0260 1.0337 1.0174 1.0422 1.0199 0.0000 0.0118 0.0011 0.1256

091008 1.0337 1.0334 1.0229 1.0268 1.0223 1.0422 1.0199 0.0000 0.0094 0.0011 0.1181

091009 1.0268 1.0353 1.0261 1.0324 1.0190 1.0398 1.0199 0.0000 0.0099 0.0010 0.1117

091012 1.0324 1.0354 1.0233 1.0267 1.0213 1.0423 1.0199 0.0000 0.0099 0.0009 0.0975

091013 1.0267 1.0280 1.0194 1.0233 1.0184 1.0424 1.0199 0.0000 0.0114 0.0008 0.0848

091014 1.0233 1.0230 1.0129 1.0153 1.0129 1.0366 1.0199 0.0000 0.0114 0.0007 0.0757

091015 1.0153 1.0200 1.0117 1.0164 1.0072 1.0306 1.0199 0.0000 0.0114 0.0006 0.0679

091016 1.0164 1.0224 1.0131 1.0186 1.0065 1.0265 1.0199 0.0000 0.0097 0.0006 0.0611

091019 1.0186 1.0229 1.0115 1.0127 1.0084 1.0284 1.0199 0.0000 0.0097 0.0005 0.0576

091020 1.0127 1.0170 1.0084 1.0128 1.0066 1.0292 1.0199 0.0000 0.0110 0.0005 0.0592

091021 1.0128 1.0153 1.0036 1.0073 1.0023 1.0247 1.0199 0.0000 0.0110 0.0006 0.0639

091022 1.0073 1.0122 1.0041 1.0048 0.9988 1.0220 1.0199 0.0000 0.0115 0.0007 0.0730

091023 1.0048 1.0093 1.0035 1.0094 0.9976 1.0208 1.0199 0.0000 0.0115 0.0007 0.0824

091026 1.0094 1.0203 1.0050 1.0188 SV 1.0191 0.9960 1.0191 1.0291 0.0000 0.0115 0.0008 0.0899

091027 1.0188 1.0251 1.0150 1.0226 0.9990 1.0294 1.0291 0.0000 0.0149 0.0008 0.0931

091028 1.0226 1.0274 1.0193 1.0265 1.0062 1.0371 1.0291 0.0000 0.0149 0.0008 0.0918

091029 1.0265 1.0286 1.0169 1.0191 1.0094 1.0405 1.0291 0.0000 0.0149 0.0008 0.0873

091030 1.0191 1.0275 1.0158 1.0258 1.0121 1.0354 1.0291 0.0000 0.0112 0.0007 0.0822

091102 1.0258 1.0279 1.0165 1.0183 1.0111 1.0343 1.0291 0.0000 0.0112 0.0007 0.0817

091103 1.0183 1.0338 1.0197 1.0268 BP 1.0291 562.50 21478.99 -3543.55 1.0116 1.0349 1.0291 0.0000 0.0112 0.0008 0.0840

091104 1.0268 1.0277 1.0129 1.0158 BV 1.0140 1.0140 1.0420 1.0042 0.0000 0.0134 0.0007 0.0785

091105 1.0158 1.0193 1.0133 1.0158 1.0069 1.0363 1.0042 0.0000 0.0142 0.0007 0.0778

091106 1.0158 1.0201 1.0127 1.0170 1.0030 1.0322 1.0042 0.0000 0.0142 0.0007 0.0764

091109 1.0170 1.0172 1.0056 1.0082 1.0030 1.0322 1.0042 0.0000 0.0142 0.0006 0.0701

091110 1.0082 1.0108 1.0062 1.0079 1.0008 1.0238 1.0042 0.0000 0.0113 0.0006 0.0676

091111 1.0079 1.0099 1.0036 1.0081 SP 1.0042 562.50 22041.49 -2981.05 0.9979 1.0207 1.0042 0.0000 0.0113 0.0006 0.0622

091112 1.0081 1.0193 1.0060 1.0176 SV 1.0190 0.9961 1.0190 1.0290 0.0000 0.0113 0.0005 0.0588

091113 1.0176 1.0184 1.0104 1.0117 1.0003 1.0266 1.0290 0.0000 0.0130 0.0005 0.0511

091116 1.0117 1.0143 1.0048 1.0074 1.0019 1.0284 1.0290 0.0000 0.0130 0.0004 0.0472

091117 1.0074 1.0208 1.0062 1.0164 0.9971 1.0233 1.0290 0.0000 0.0130 0.0004 0.0427

091118 1.0164 1.0169 1.0077 1.0098 0.9997 1.0286 1.0290 0.0000 0.0142 0.0003 0.0360

091119 1.0098 1.0195 1.0095 1.0132 0.9984 1.0273 1.0290 0.0000 0.0142 0.0003 0.0278

091120 1.0132 1.0222 1.0123 1.0175 1.0005 1.0294 1.0290 0.0000 0.0142 0.0002 0.0188

091123 1.0175 1.0198 1.0072 1.0095 BV 1.0075 -737.50 21303.99 -3718.55 1.0075 1.0274 1.0290 0.0000 0.0097 0.0001 0.0105

091123 1.0175 1.0198 1.0072 1.0095 BV 1.0075 1.0075 1.0274 0.9978 0.0000 0.0097 0.0001 0.0105

091124 1.0095 1.0152 1.0077 1.0089 1.0013 1.0263 0.9978 0.0000 0.0123 0.0001 0.0113

091125 1.0089 1.0095 0.9956 0.9960 SP 0.9978 562.50 21866.49 -3156.05 0.9993 1.0242 0.9978 0.0000 0.0123 0.0001 0.0139

091126 0.9960 1.0069 0.9919 1.0046 0.9892 1.0168 0.9978 0.0000 0.0138 0.0002 0.0228

091127 1.0046 1.0175 1.0024 1.0064 SV 1.0149 0.9852 1.0149 1.0249 0.0000 0.0150 0.0003 0.0320

091130 1.0064 1.0075 0.9993 1.0044 0.9955 1.0259 1.0249 0.0000 0.0150 0.0003 0.0367

091201 1.0044 1.0075 0.9969 0.9994 0.9893 1.0194 1.0249 0.0000 0.0150 0.0004 0.0486

091202 0.9994 1.0026 0.9976 1.0015 0.9885 1.0181 1.0249 0.0000 0.0148 0.0006 0.0637

091203 1.0015 1.0020 0.9962 0.9998 0.9906 1.0115 1.0249 0.0000 0.0106 0.0007 0.0786

091204 0.9998 1.0191 0.9988 1.0168 0.9897 1.0106 1.0249 0.0000 0.0106 0.0008 0.0879

091207 1.0168 1.0244 1.0138 1.0198 0.9907 1.0310 1.0249 0.0000 0.0199 0.0007 0.0814

091208 1.0198 1.0286 1.0166 1.0270 BP 1.0249 562.50 22428.99 -2593.55 1.0003 1.0413 1.0249 0.0000 0.0199 0.0006 0.0651

091209 1.0270 1.0300 1.0220 1.0259 1.0033 1.0446 1.0249 0.0000 0.0199 0.0004 0.0473

091210 1.0259 1.0301 1.0237 1.0262 1.0145 1.0384 1.0249 0.0000 0.0115 0.0002 0.0269

091211 1.0262 1.0368 1.0233 1.0340 1.0151 1.0391 1.0249 0.0000 0.0115 0.0001 0.0079

Page 30: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

091214 1.0340 1.0360 1.0294 1.0317 1.0166 1.0433 1.0249 0.0000 0.0127 -0.0002 -0.0192

091215 1.0317 1.0429 1.0310 1.0406 1.0190 1.0457 1.0249 0.0000 0.0127 -0.0004 -0.0402

091216 1.0406 1.0425 1.0347 1.0384 1.0227 1.0498 1.0249 0.0000 0.0127 -0.0006 -0.0626

091217 1.0384 1.0507 1.0382 1.0464 SV 1.0495 1.0260 1.0495 1.0602 0.0000 0.0111 -0.0008 -0.0844

091218 1.0464 1.0495 1.0389 1.0423 1.0309 1.0556 1.0602 0.0000 0.0115 -0.0009 -0.1045

091221 1.0423 1.0482 1.0388 1.0458 1.0305 1.0552 1.0602 0.0000 0.0115 -0.0011 -0.1198

091222 1.0458 1.0503 1.0443 1.0484 1.0297 1.0543 1.0602 0.0000 0.0115 -0.0012 -0.1326

091223 1.0484 1.0498 1.0361 1.0393 1.0353 1.0563 1.0602 0.0000 0.0097 -0.0014 -0.1519

091224 1.0393 1.0399 1.0321 1.0388 1.0273 1.0544 1.0602 0.0000 0.0126 -0.0015 -0.1642

091225 1.0388 1.0375 1.0353 1.0356 1.0206 1.0472 1.0602 0.0000 0.0126 -0.0015 -0.1673

091228 1.0356 1.0387 1.0329 1.0341 1.0209 1.0476 1.0602 0.0000 0.0126 -0.0016 -0.1730

091229 1.0341 1.0385 1.0280 1.0361 1.0268 1.0422 1.0602 0.0000 0.0073 -0.0016 -0.1742

091230 1.0361 1.0421 1.0353 1.0365 1.0211 1.0419 1.0602 0.0000 0.0098 -0.0016 -0.1754

091231 1.0365 1.0385 1.0287 1.0348 1.0264 1.0473 1.0602 0.0000 0.0098 -0.0016 -0.1812

100101 1.0348 1.0348 1.0348 1.0348 1.0215 1.0422 1.0602 0.0000 0.0098 -0.0016 -0.1783

100104 1.0348 1.0419 1.0264 1.0298 1.0235 1.0429 1.0602 0.0000 0.0092 -0.0016 -0.1735

100105 1.0298 1.0360 1.0254 1.0334 1.0167 1.0472 1.0602 0.0000 0.0145 -0.0014 -0.1568

100106 1.0334 1.0380 1.0250 1.0275 1.0136 1.0440 1.0602 0.0000 0.0145 -0.0013 -0.1381

100107 1.0275 1.0371 1.0245 1.0335 1.0146 1.0450 1.0602 0.0000 0.0145 -0.0011 -0.1231

100108 1.0335 1.0384 1.0218 1.0238 1.0168 1.0424 1.0602 0.0000 0.0122 -0.0009 -0.1037

100111 1.0238 1.0242 1.0133 1.0151 1.0127 1.0454 1.0602 0.0000 0.0156 -0.0007 -0.0777

100112 1.0151 1.0209 1.0145 1.0182 1.0022 1.0343 1.0602 0.0000 0.0156 -0.0004 -0.0414

100113 1.0182 1.0218 1.0139 1.0181 1.0018 1.0339 1.0602 0.0000 0.0156 0.0000 -0.0033

100114 1.0181 1.0233 1.0161 1.0184 1.0075 1.0290 1.0602 0.0000 0.0105 0.0002 0.0254

100115 1.0184 1.0287 1.0178 1.0269 1.0122 1.0280 1.0602 0.0000 0.0076 0.0004 0.0467

100118 1.0269 1.0291 1.0235 1.0245 1.0132 1.0348 1.0602 0.0000 0.0104 0.0005 0.0601

100119 1.0245 1.0356 1.0231 1.0311 1.0163 1.0381 1.0602 0.0000 0.0104 0.0006 0.0709

100120 1.0311 1.0462 1.0315 1.0439 1.0180 1.0429 1.0602 0.0000 0.0118 0.0007 0.0779

100121 1.0439 1.0495 1.0405 1.0416 1.0255 1.0546 1.0602 0.0000 0.0136 0.0007 0.0732

100122 1.0416 1.0445 1.0376 1.0411 1.0314 1.0609 1.0602 0.0000 0.0136 0.0006 0.0656

100125 1.0411 1.0426 1.0367 1.0392 1.0274 1.0567 1.0602 0.0000 0.0136 0.0005 0.0561

100126 1.0392 1.0491 1.0380 1.0458 1.0314 1.0490 1.0602 0.0000 0.0082 0.0004 0.0476

100127 1.0458 1.0526 1.0447 1.0499 1.0330 1.0550 1.0602 0.0000 0.0102 0.0003 0.0302

100128 1.0499 1.0554 1.0478 1.0515 1.0378 1.0600 1.0602 0.0000 0.0102 0.0001 0.0106

100129 1.0515 1.0641 1.0483 1.0604 BP 1.0602 562.50 22991.49 -2031.05 1.0405 1.0627 1.0602 0.0000 0.0102 -0.0001 -0.0112

100201 1.0604 1.0625 1.0565 1.0567 1.0401 1.0714 1.0602 0.0000 0.0142 -0.0004 -0.0397

100202 1.0567 1.0607 1.0542 1.0547 1.0430 1.0745 1.0602 0.0000 0.0142 -0.0006 -0.0636

100203 1.0547 1.0600 1.0497 1.0586 1.0408 1.0720 1.0602 0.0000 0.0142 -0.0007 -0.0812

100204 1.0586 1.0674 1.0578 1.0657 SV 1.0642 1.0437 1.0642 1.0752 0.0000 0.0093 -0.0009 -0.0968

100205 1.0657 1.0794 1.0647 1.0735 BP 1.0752 562.50 23553.99 -1468.55 1.0512 1.0718 1.0752 0.0000 0.0093 -0.0011 -0.1161

100208 1.0735 1.0772 1.0685 1.0724 1.0556 1.0847 1.0752 0.0000 0.0128 -0.0013 -0.1392

100209 1.0724 1.0747 1.0609 1.0648 1.0562 1.0852 1.0752 0.0000 0.0128 -0.0015 -0.1635

100210 1.0648 1.0720 1.0618 1.0679 1.0510 1.0798 1.0752 0.0000 0.0128 -0.0016 -0.1784

100211 1.0679 1.0783 1.0627 1.0707 SV 1.0781 1.0509 1.0781 1.0893 0.0000 0.0121 -0.0018 -0.1926

100212 1.0707 1.0829 1.0698 1.0770 1.0522 1.0828 1.0893 0.0000 0.0136 -0.0019 -0.2056

100215 1.0770 1.0803 1.0752 1.0776 1.0576 1.0886 1.0893 0.0000 0.0136 -0.0020 -0.2198

100216 1.0776 1.0789 1.0654 1.0659 1.0588 1.0899 1.0893 0.0000 0.0136 -0.0021 -0.2313

100217 1.0659 1.0798 1.0648 1.0776 1.0559 1.0824 1.0893 0.0000 0.0117 -0.0021 -0.2361

100218 1.0776 1.0826 1.0751 1.0772 1.0542 1.0837 1.0893 0.0000 0.0130 -0.0022 -0.2385

100219 1.0772 1.0898 1.0763 1.0769 BP 1.0893 562.50 24116.49 -906.05 1.0607 1.0905 1.0893 0.0000 0.0130 -0.0021 -0.2327

100222 1.0769 1.0788 1.0740 1.0760 1.0647 1.0948 1.0893 0.0000 0.0130 -0.0021 -0.2257

100223 1.0760 1.0848 1.0716 1.0842 1.0607 1.0870 1.0893 0.0000 0.0115 -0.0019 -0.2120

100224 1.0842 1.0843 1.0740 1.0807 1.0625 1.0889 1.0893 0.0000 0.0115 -0.0018 -0.1990

100225 1.0807 1.0878 1.0786 1.0794 1.0638 1.0899 1.0893 0.0000 0.0114 -0.0017 -0.1866

100226 1.0794 1.0816 1.0696 1.0745 1.0679 1.0942 1.0893 0.0000 0.0114 -0.0016 -0.1738

100301 1.0745 1.0870 1.0720 1.0790 SV 1.0857 1.0620 1.0857 1.0971 0.0000 0.0104 -0.0014 -0.1568

100302 1.0790 1.0889 1.0747 1.0748 1.0627 1.0922 1.0971 0.0000 0.0129 -0.0014 -0.1488

100303 1.0748 1.0763 1.0648 1.0671 BV 1.0650 -1156.25 22960.24 -2062.30 1.0650 1.0947 1.0971 0.0000 0.0129 -0.0013 -0.1415

100303 1.0748 1.0763 1.0648 1.0671 BV 1.0650 1.0650 1.0947 1.0542 0.0000 0.0129 -0.0013 -0.1415

100304 1.0671 1.0795 1.0670 1.0763 1.0544 1.0835 1.0542 0.0000 0.0129 -0.0011 -0.1230

100305 1.0763 1.0809 1.0735 1.0738 1.0581 1.0858 1.0542 0.0000 0.0121 -0.0010 -0.1051

100308 1.0738 1.0748 1.0676 1.0738 1.0637 1.0886 1.0542 0.0000 0.0109 -0.0008 -0.0905

100309 1.0738 1.0806 1.0727 1.0749 1.0581 1.0827 1.0542 0.0000 0.0109 -0.0007 -0.0752

100310 1.0749 1.0794 1.0687 1.0709 1.0684 1.0840 1.0542 0.0000 0.0068 -0.0006 -0.0634

100311 1.0709 1.0731 1.0680 1.0686 1.0630 1.0841 1.0542 0.0000 0.0093 -0.0005 -0.0529

100312 1.0686 1.0696 1.0578 1.0580 1.0597 1.0807 1.0542 0.0000 0.0093 -0.0004 -0.0401

100315 1.0580 1.0642 1.0578 1.0621 1.0519 1.0753 1.0542 0.0000 0.0104 -0.0002 -0.0194

100316 1.0621 1.0625 1.0535 1.0535 SP 1.0542 562.50 23522.74 -1499.80 1.0495 1.0727 1.0542 0.0000 0.0104 0.0000 0.0023

100317 1.0535 1.0566 1.0508 1.0543 1.0468 1.0700 1.0542 0.0000 0.0104 0.0002 0.0219

100318 1.0543 1.0646 1.0525 1.0571 SV 1.0629 1.0453 1.0629 1.0739 0.0000 0.0080 0.0003 0.0363

100319 1.0571 1.0634 1.0540 1.0601 1.0472 1.0712 1.0739 0.0000 0.0108 0.0004 0.0465

100322 1.0601 1.0661 1.0564 1.0582 1.0476 1.0716 1.0739 0.0000 0.0108 0.0005 0.0596

100323 1.0582 1.0638 1.0548 1.0567 1.0502 1.0742 1.0739 0.0000 0.0108 0.0006 0.0712

100324 1.0567 1.0732 1.0561 1.0722 1.0505 1.0697 1.0739 0.0000 0.0086 0.0007 0.0812

100325 1.0722 1.0751 1.0675 1.0736 BP 1.0739 562.50 24085.24 -937.30 1.0492 1.0832 1.0739 0.0000 0.0151 0.0007 0.0797

100326 1.0736 1.0745 1.0638 1.0650 1.0556 1.0900 1.0739 0.0000 0.0151 0.0007 0.0734

100329 1.0650 1.0690 1.0593 1.0623 1.0535 1.0878 1.0739 0.0000 0.0151 0.0007 0.0757

100330 1.0623 1.0681 1.0587 1.0663 1.0545 1.0756 1.0739 0.0000 0.0094 0.0007 0.0778

100331 1.0663 1.0683 1.0490 1.0538 BV 1.0537 1.0537 1.0748 1.0432 0.0000 0.0094 0.0007 0.0755

100401 1.0538 1.0609 1.0437 1.0537 1.0412 1.0796 1.0432 0.0000 0.0172 0.0007 0.0759

100402 1.0537 1.0639 1.0540 1.0635 1.0352 1.0731 1.0432 0.0000 0.0172 0.0007 0.0816

100405 1.0635 1.0644 1.0584 1.0623 1.0416 1.0799 1.0432 0.0000 0.0172 0.0007 0.0775

100406 1.0623 1.0722 1.0616 1.0684 1.0456 1.0803 1.0432 0.0000 0.0155 0.0007 0.0718

100407 1.0684 1.0745 1.0681 1.0730 1.0571 1.0781 1.0432 0.0000 0.0093 0.0005 0.0595

100408 1.0730 1.0786 1.0716 1.0735 1.0613 1.0825 1.0432 0.0000 0.0093 0.0004 0.0482

100409 1.0735 1.0765 1.0656 1.0655 1.0648 1.0862 1.0432 0.0000 0.0093 0.0003 0.0318

100412 1.0655 1.0616 1.0552 1.0598 1.0606 1.0821 1.0432 0.0000 0.0095 0.0002 0.0188

100413 1.0598 1.0602 1.0540 1.0550 1.0482 1.0693 1.0432 0.0000 0.0095 0.0002 0.0203

100414 1.0550 1.0560 1.0503 1.0518 1.0469 1.0679 1.0432 0.0000 0.0095 0.0002 0.0194

100415 1.0518 1.0611 1.0508 1.0560 SV 1.0595 -362.50 23722.74 -1299.80 1.0470 1.0595 1.0432 0.0000 0.0057 0.0002 0.0188

100415 1.0518 1.0611 1.0508 1.0560 SV 1.0595 1.0470 1.0595 1.0704 0.0000 0.0057 0.0002 0.0188

100416 1.0560 1.0634 1.0560 1.0605 1.0460 1.0664 1.0704 0.0000 0.0092 0.0002 0.0177

100419 1.0605 1.0691 1.0617 1.0630 1.0496 1.0702 1.0704 0.0000 0.0092 0.0001 0.0097

100420 1.0630 1.0689 1.0603 1.0676 1.0551 1.0758 1.0704 0.0000 0.0092 0.0000 -0.0001

100421 1.0676 1.0724 1.0660 1.0696 BP 1.0704 562.50 24285.24 -737.30 1.0561 1.0731 1.0704 0.0000 0.0076 -0.0001 -0.0087

100422 1.0696 1.0803 1.0673 1.0761 SV 1.0777 1.0606 1.0777 1.0890 0.0000 0.0076 -0.0001 -0.0140

100423 1.0761 1.0850 1.0717 1.0730 1.0608 1.0865 1.0890 0.0000 0.0113 -0.0002 -0.0223

100426 1.0730 1.0787 1.0713 1.0735 1.0650 1.0912 1.0890 0.0000 0.0114 -0.0002 -0.0274

100427 1.0735 1.0878 1.0700 1.0877 1.0617 1.0879 1.0890 0.0000 0.0114 -0.0003 -0.0280

100428 1.0877 1.0924 1.0814 1.0857 BP 1.0890 562.50 24847.74 -174.80 1.0609 1.0961 1.0890 0.0000 0.0153 -0.0003 -0.0359

100429 1.0857 1.0870 1.0808 1.0828 1.0685 1.1042 1.0890 0.0000 0.0153 -0.0004 -0.0467

100430 1.0828 1.0846 1.0748 1.0760 1.0654 1.1010 1.0890 0.0000 0.0153 -0.0005 -0.0548

100503 1.0760 1.0888 1.0747 1.0854 1.0685 1.0899 1.0890 0.0000 0.0093 -0.0005 -0.0567

100504 1.0854 1.1024 1.0840 1.1012 SV 1.0949 1.0670 1.0949 1.1066 0.0000 0.0120 -0.0006 -0.0674

100505 1.1012 1.1187 1.1024 1.1175 BP 1.1066 562.50 25410.24 0.00 1.0737 1.1100 1.1066 0.0000 0.0154 -0.0008 -0.0899

100506 1.1175 1.1245 1.1018 1.1114 1.0898 1.1273 1.1066 0.0000 0.0154 -0.0011 -0.1193

100507 1.1114 1.1176 1.1053 1.1077 1.0879 1.1326 1.1066 0.0000 0.0183 -0.0013 -0.1428

100510 1.1077 1.1116 1.0924 1.1108 1.0860 1.1305 1.1066 0.0000 0.0183 -0.0015 -0.1631

100511 1.1108 1.1132 1.1037 1.1088 1.0767 1.1204 1.1066 0.0000 0.0183 -0.0016 -0.1717

100512 1.1088 1.1138 1.1060 1.1108 1.0862 1.1245 1.1066 0.0000 0.0158 -0.0016 -0.1770

100513 1.1108 1.1172 1.1078 1.1164 1.0874 1.1257 1.1066 0.0000 0.0158 -0.0017 -0.1865

100514 1.1164 1.1332 1.1152 1.1312 SV 1.1202 1.1012 1.1202 1.1324 0.0000 0.0077 -0.0018 -0.1968

100514 1.1164 1.1332 1.1152 1.1312 BP 1.1324 562.50 25972.74 0.00 1.1012 0.0000 1.1324 0.0000 0.0077 -0.0018 -0.1968

100517 1.1312 1.1445 1.1297 1.1306 SV 1.1383 1.1029 1.1383 1.1509 0.0000 0.0142 -0.0020 -0.2170

100518 1.1306 1.1513 1.1269 1.1467 BP 1.1509 562.50 26535.24 0.00 1.1148 1.1510 1.1509 0.0000 0.0142 -0.0022 -0.2431

Page 31: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

100519 1.1467 1.1584 1.1423 1.1509 SV 1.1569 1.1090 1.1569 1.1699 0.0000 0.0188 -0.0025 -0.2723

100520 1.1509 1.1574 1.1453 1.1494 1.1192 1.1678 1.1699 0.0000 0.0188 -0.0027 -0.2996

100521 1.1494 1.1580 1.1451 1.1485 1.1197 1.1685 1.1699 0.0000 0.0188 -0.0029 -0.3151

100524 1.1485 1.1610 1.1492 1.1587 1.1307 1.1624 1.1699 0.0000 0.0122 -0.0029 -0.3240

100525 1.1587 1.1697 1.1568 1.1571 1.1383 1.1637 1.1699 0.0000 0.0097 -0.0030 -0.3289

100526 1.1571 1.1623 1.1516 1.1601 1.1461 1.1719 1.1699 0.0000 0.0097 -0.0030 -0.3342

100527 1.1601 1.1655 1.1487 1.1528 1.1403 1.1654 1.1699 0.0000 0.0095 -0.0031 -0.3355

100528 1.1528 1.1593 1.1481 1.1585 1.1353 1.1682 1.1699 0.0000 0.0125 -0.0030 -0.3342

100531 1.1585 1.1591 1.1533 1.1547 1.1321 1.1648 1.1699 0.0000 0.0125 -0.0030 -0.3289

100601 1.1547 1.1730 1.1471 1.1570 BP 1.1699 562.50 27097.74 0.00 1.1347 1.1675 1.1699 0.0000 0.0125 -0.0029 -0.3224

100602 1.1570 1.1602 1.1529 1.1541 1.1271 1.1777 1.1699 0.0000 0.0192 -0.0029 -0.3177

100603 1.1541 1.1602 1.1537 1.1564 1.1241 1.1744 1.1699 0.0000 0.0192 -0.0028 -0.3083

100604 1.1564 1.1631 1.1437 1.1620 1.1249 1.1752 1.1699 0.0000 0.0192 -0.0027 -0.2943

100607 1.1620 1.1672 1.1585 1.1630 1.1292 1.1673 1.1699 0.0000 0.0146 -0.0026 -0.2814

100608 1.1630 1.1641 1.1487 1.1531 1.1386 1.1772 1.1699 0.0000 0.0146 -0.0025 -0.2724

100609 1.1531 1.1555 1.1417 1.1479 1.1326 1.1710 1.1699 0.0000 0.0146 -0.0023 -0.2530

100610 1.1479 1.1504 1.1400 1.1430 1.1305 1.1604 1.1699 0.0000 0.0115 -0.0020 -0.2222

100611 1.1430 1.1546 1.1406 1.1501 1.1276 1.1574 1.1699 0.0000 0.0115 -0.0017 -0.1888

100614 1.1501 1.1488 1.1348 1.1422 1.1316 1.1593 1.1699 0.0000 0.0106 -0.0015 -0.1644

100615 1.1422 1.1481 1.1295 1.1321 1.1261 1.1537 1.1699 0.0000 0.0107 -0.0013 -0.1456

100616 1.1321 1.1339 1.1251 1.1299 1.1184 1.1551 1.1699 0.0000 0.0143 -0.0011 -0.1219

100617 1.1299 1.1329 1.1096 1.1117 BV 1.1100 1.1100 1.1461 1.0983 0.0000 0.0143 -0.0008 -0.0910

100618 1.1117 1.1132 1.1066 1.1082 1.0975 1.1435 1.0983 0.0000 0.0185 -0.0004 -0.0479

100621 1.1082 1.1137 1.1010 1.1137 1.0877 1.1329 1.0983 0.0000 0.0185 0.0000 -0.0011

100622 1.1137 1.1121 1.1037 1.1068 1.0862 1.1313 1.0983 0.0000 0.0185 0.0004 0.0445

100623 1.1068 1.1138 1.1022 1.1042 1.0965 1.1217 1.0983 0.0000 0.0104 0.0008 0.0888

100624 1.1042 1.1068 1.0988 1.1020 1.0971 1.1223 1.0983 0.0000 0.0104 0.0011 0.1245

100625 1.1020 1.1046 1.0925 1.0924 SP 1.0983 562.50 27660.24 0.00 1.0933 1.1161 1.0983 0.0000 0.0094 0.0014 0.1563

100628 1.0924 1.0941 1.0818 1.0868 BV 1.0889 1.0889 1.1130 1.0776 0.0000 0.0100 0.0017 0.1861

100629 1.0868 1.0903 1.0803 1.0803 1.0784 1.1029 1.0776 0.0000 0.0104 0.0019 0.2138

100630 1.0803 1.0854 1.0754 1.0775 SP 1.0776 562.50 28222.74 0.00 1.0762 1.1005 1.0776 0.0000 0.0104 0.0022 0.2412

100701 1.0775 1.0788 1.0581 1.0585 BV 1.0717 1.0717 1.0958 1.0608 0.0000 0.0104 0.0024 0.2683

100701 1.0775 1.0788 1.0581 1.0585 SP 1.0608 562.50 28785.24 0.00 0.0001 1.0958 1.0608 0.0000 0.0104 0.0024 0.2683

100702 1.0585 1.0697 1.0588 1.0646 1.0542 1.0957 1.0608 0.0000 0.0181 0.0027 0.2983

100705 1.0646 1.0674 1.0619 1.0646 1.0506 1.0918 1.0608 0.0000 0.0181 0.0029 0.3212

100706 1.0646 1.0666 1.0561 1.0594 1.0514 1.0927 1.0608 0.0000 0.0181 0.0031 0.3413

100707 1.0594 1.0637 1.0510 1.0520 BV 1.0545 1.0545 1.0761 1.0440 0.0000 0.0096 0.0033 0.3612

100708 1.0520 1.0564 1.0483 1.0487 1.0495 1.0749 1.0440 0.0000 0.0114 0.0035 0.3804

100709 1.0487 1.0597 1.0491 1.0554 1.0449 1.0700 1.0440 0.0000 0.0114 0.0036 0.3976

100712 1.0554 1.0675 1.0549 1.0597 1.0470 1.0723 1.0440 0.0000 0.0114 0.0037 0.4048

100713 1.0597 1.0645 1.0515 1.0547 1.0537 1.0790 1.0440 0.0000 0.0112 0.0037 0.4048

100714 1.0547 1.0617 1.0531 1.0530 1.0503 1.0763 1.0440 0.0000 0.0116 0.0037 0.4021

100715 1.0530 1.0548 1.0401 1.0418 SP 1.0440 562.50 29347.74 0.00 1.0496 1.0756 1.0440 0.0000 0.0116 0.0036 0.3956

100716 1.0418 1.0542 1.0400 1.0521 1.0385 1.0680 1.0440 0.0000 0.0134 0.0035 0.3874

100719 1.0521 1.0560 1.0451 1.0552 1.0381 1.0675 1.0440 0.0000 0.0134 0.0034 0.3760

100720 1.0552 1.0556 1.0453 1.0524 1.0412 1.0709 1.0440 0.0000 0.0134 0.0033 0.3614

100721 1.0524 1.0543 1.0486 1.0500 1.0412 1.0699 1.0440 0.0000 0.0130 0.0031 0.3453

100722 1.0500 1.0512 1.0394 1.0425 BV 1.0442 1.0442 1.0660 1.0338 0.0000 0.0099 0.0029 0.3220

100723 1.0425 1.0563 1.0408 1.0534 1.0372 1.0607 1.0338 0.0000 0.0108 0.0028 0.3031

100726 1.0534 1.0556 1.0462 1.0477 1.0376 1.0685 1.0338 0.0000 0.0141 0.0025 0.2785

100727 1.0477 1.0640 1.0482 1.0598 1.0395 1.0705 1.0338 0.0000 0.0141 0.0023 0.2546

100728 1.0598 1.0622 1.0538 1.0571 1.0442 1.0756 1.0338 0.0000 0.0142 0.0021 0.2292

100729 1.0571 1.0579 1.0375 1.0407 1.0457 1.0772 1.0338 0.0000 0.0142 0.0019 0.2064

100730 1.0407 1.0465 1.0364 1.0401 1.0315 1.0722 1.0338 0.0000 0.0186 0.0017 0.1901

100802 1.0401 1.0477 1.0349 1.0394 1.0252 1.0654 1.0338 0.0000 0.0186 0.0016 0.1750

100803 1.0394 1.0414 1.0348 1.0388 1.0247 1.0648 1.0338 0.0000 0.0186 0.0014 0.1573

100804 1.0388 1.0557 1.0380 1.0523 SV 1.0526 -518.75 28828.99 -518.75 1.0274 1.0526 1.0338 0.0000 0.0118 0.0013 0.1408

100804 1.0388 1.0557 1.0380 1.0523 SV 1.0526 1.0274 1.0526 1.0634 0.0000 0.0118 0.0013 0.1408

100805 1.0523 1.0542 1.0412 1.0460 1.0316 1.0668 1.0634 0.0000 0.0162 0.0011 0.1177

100806 1.0460 1.0508 1.0334 1.0376 1.0321 1.0673 1.0634 0.0000 0.0162 0.0009 0.0997

100809 1.0376 1.0498 1.0360 1.0487 1.0264 1.0612 1.0634 0.0000 0.0162 0.0008 0.0874

100810 1.0487 1.0618 1.0463 1.0477 1.0271 1.0617 1.0634 0.0000 0.0160 0.0007 0.0727

100811 1.0477 1.0604 1.0470 1.0577 1.0377 1.0731 1.0634 0.0000 0.0160 0.0006 0.0619

100812 1.0577 1.0616 1.0466 1.0498 1.0393 1.0700 1.0634 0.0000 0.0140 0.0004 0.0486

100813 1.0498 1.0551 1.0482 1.0520 1.0395 1.0702 1.0634 0.0000 0.0140 0.0003 0.0363

100816 1.0520 1.0534 1.0352 1.0399 BV 1.0375 -906.25 27922.74 -1425.00 1.0375 1.0670 1.0634 0.0000 0.0135 0.0002 0.0271

100816 1.0520 1.0534 1.0352 1.0399 BV 1.0375 1.0375 1.0670 1.0272 0.0000 0.0135 0.0002 0.0271

100817 1.0399 1.0447 1.0363 1.0429 1.0270 1.0630 1.0272 0.0000 0.0167 0.0003 0.0280

100818 1.0429 1.0453 1.0386 1.0413 1.0234 1.0593 1.0272 0.0000 0.0167 0.0003 0.0329

100819 1.0413 1.0465 1.0259 1.0313 SP 1.0272 562.50 28485.24 -1171.83 1.0249 1.0608 1.0272 0.0000 0.0167 0.0003 0.0340

100820 1.0313 1.0394 1.0289 1.0352 1.0168 1.0576 1.0272 0.0000 0.0192 0.0003 0.0353

100823 1.0352 1.0408 1.0304 1.0407 1.0149 1.0556 1.0272 0.0000 0.0192 0.0003 0.0380

100824 1.0407 1.0452 1.0288 1.0304 1.0164 1.0572 1.0272 0.0000 0.0192 0.0003 0.0382

100825 1.0304 1.0329 1.0250 1.0302 1.0217 1.0542 1.0272 0.0000 0.0153 0.0004 0.0475

100826 1.0302 1.0320 1.0224 1.0232 1.0141 1.0461 1.0272 0.0000 0.0153 0.0005 0.0577

100827 1.0232 1.0300 1.0222 1.0290 1.0126 1.0445 1.0272 0.0000 0.0153 0.0006 0.0669

100830 1.0290 1.0315 1.0237 1.0258 1.0174 1.0364 1.0272 0.0000 0.0091 0.0007 0.0745

100831 1.0258 1.0263 1.0136 1.0142 BV 1.0190 1.0190 1.0380 1.0091 0.0000 0.0091 0.0007 0.0810

100901 1.0142 1.0185 1.0066 1.0157 SP 1.0091 562.50 29047.74 -609.33 1.0087 1.0339 1.0091 0.0000 0.0122 0.0009 0.0983

100902 1.0157 1.0186 1.0096 1.0133 1.0016 1.0265 1.0091 0.0000 0.0122 0.0010 0.1130

100903 1.0133 1.0238 1.0118 1.0164 1.0033 1.0283 1.0091 0.0000 0.0122 0.0011 0.1257

100906 1.0164 1.0183 1.0109 1.0125 1.0075 1.0314 1.0091 0.0000 0.0116 0.0012 0.1277

100907 1.0125 1.0148 1.0080 1.0098 1.0044 1.0281 1.0091 0.0000 0.0116 0.0012 0.1299

100908 1.0098 1.0139 1.0063 1.0119 1.0014 1.0250 1.0091 0.0000 0.0116 0.0013 0.1418

100909 1.0119 1.0169 1.0100 1.0150 1.0038 1.0188 1.0091 0.0000 0.0074 0.0014 0.1554

100910 1.0150 1.0277 1.0137 1.0195 SV 1.0224 1.0072 1.0224 1.0325 0.0000 0.0074 0.0015 0.1649

100913 1.0195 1.0205 1.0072 1.0076 BV 1.0093 -831.25 28216.49 -1440.58 1.0093 1.0371 1.0325 0.0000 0.0134 0.0015 0.1698

100913 1.0195 1.0205 1.0072 1.0076 BV 1.0093 1.0093 1.0371 0.9996 0.0000 0.0134 0.0015 0.1698

100914 1.0076 1.0097 0.9934 0.9950 SP 0.9996 562.50 28778.99 -878.08 1.0026 1.0301 0.9996 0.0000 0.0134 0.0016 0.1721

100915 0.9950 1.0051 0.9950 1.0035 0.9884 1.0209 0.9996 0.0000 0.0163 0.0017 0.1835

100916 1.0035 1.0170 0.9998 1.0142 0.9873 1.0197 0.9996 0.0000 0.0163 0.0018 0.1959

100917 1.0142 1.0183 1.0070 1.0095 0.9948 1.0291 0.9996 0.0000 0.0169 0.0018 0.1953

100920 1.0095 1.0121 1.0031 1.0050 0.9988 1.0334 0.9996 0.0000 0.0169 0.0017 0.1861

100921 1.0050 1.0074 0.9964 0.9967 0.9937 1.0280 0.9996 0.0000 0.0169 0.0016 0.1760

100922 0.9967 0.9985 0.9837 0.9859 BV 0.9929 0.9929 1.0148 0.9835 0.0000 0.0110 0.0015 0.1704

100923 0.9859 0.9905 0.9807 0.9856 SP 0.9835 562.50 29341.49 -315.58 0.9790 1.0085 0.9835 0.0000 0.0151 0.0016 0.1713

100924 0.9856 0.9879 0.9780 0.9850 0.9738 1.0030 0.9835 0.0000 0.0151 0.0016 0.1789

100927 0.9850 0.9870 0.9818 0.9842 0.9713 1.0003 0.9835 0.0000 0.0151 0.0017 0.1860

100928 0.9842 0.9877 0.9740 0.9765 BV 0.9765 0.9765 0.9962 0.9674 0.0000 0.0102 0.0017 0.1887

100929 0.9765 0.9814 0.9735 0.9764 0.9700 0.9973 0.9674 0.0000 0.0142 0.0018 0.1982

100930 0.9764 0.9839 0.9709 0.9823 0.9668 0.9939 0.9674 0.0000 0.0142 0.0019 0.2062

101001 0.9823 0.9843 0.9749 0.9748 0.9668 0.9938 0.9674 0.0000 0.0142 0.0019 0.2070

101004 0.9748 0.9789 0.9705 0.9721 0.9695 0.9954 0.9674 0.0000 0.0136 0.0019 0.2072

101005 0.9721 0.9737 0.9646 0.9672 SP 0.9674 562.50 29903.99 0.00 0.9647 0.9905 0.9674 0.0000 0.0136 0.0019 0.2121

101006 0.9672 0.9686 0.9600 0.9607 BV 0.9621 0.9621 0.9804 0.9533 0.0000 0.0098 0.0020 0.2211

101007 0.9607 0.9701 0.9556 0.9667 0.9575 0.9754 0.9533 0.0000 0.0097 0.0021 0.2303

101008 0.9667 0.9697 0.9593 0.9634 0.9519 0.9809 0.9533 0.0000 0.0156 0.0021 0.2348

101011 0.9634 0.9663 0.9589 0.9647 0.9537 0.9827 0.9533 0.0000 0.0156 0.0022 0.2429

101012 0.9647 0.9730 0.9558 0.9566 0.9520 0.9809 0.9533 0.0000 0.0156 0.0023 0.2523

101013 0.9566 0.9640 0.9546 0.9589 0.9518 0.9863 0.9533 0.0000 0.0185 0.0024 0.2596

101014 0.9589 0.9587 0.9466 0.9525 SP 0.9533 562.50 30466.49 0.00 0.9471 0.9811 0.9533 0.0000 0.0185 0.0024 0.2631

101015 0.9525 0.9601 0.9486 0.9594 0.9406 0.9742 0.9533 0.0000 0.0185 0.0025 0.2717

101018 0.9594 0.9652 0.9543 0.9565 0.9457 0.9699 0.9533 0.0000 0.0133 0.0025 0.2761

101019 0.9565 0.9757 0.9577 0.9705 SV 0.9755 0.9510 0.9755 0.9847 0.0000 0.0133 0.0025 0.2748

101020 0.9705 0.9719 0.9574 0.9624 0.9536 0.9896 0.9847 0.0000 0.0193 0.0024 0.2594

Page 32: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

101021 0.9624 0.9681 0.9610 0.9675 0.9513 0.9871 0.9847 0.0000 0.0193 0.0022 0.2393

101022 0.9675 0.9805 0.9662 0.9783 0.9509 0.9867 0.9847 0.0000 0.0193 0.0020 0.2216

101025 0.9783 0.9783 0.9664 0.9703 0.9618 0.9912 0.9847 0.0000 0.0156 0.0019 0.2036

101026 0.9703 0.9881 0.9703 0.9856 BP 0.9847 562.50 31028.99 0.00 0.9610 0.9893 0.9847 0.0000 0.0151 0.0017 0.1854

101027 0.9856 0.9929 0.9839 0.9901 0.9643 0.9998 0.9847 0.0000 0.0186 0.0014 0.1492

101028 0.9901 0.9906 0.9805 0.9821 0.9726 1.0086 0.9847 0.0000 0.0186 0.0009 0.1037

101029 0.9821 0.9910 0.9826 0.9841 0.9691 1.0049 0.9847 0.0000 0.0186 0.0006 0.0649

101101 0.9841 0.9973 0.9814 0.9925 SV 0.9972 0.9771 0.9972 1.0068 0.0000 0.0104 0.0003 0.0291

101102 0.9925 0.9932 0.9759 0.9793 0.9738 1.0052 1.0068 0.0000 0.0162 0.0000 -0.0017

101103 0.9793 0.9823 0.9688 0.9711 0.9673 1.0015 1.0068 0.0000 0.0178 -0.0002 -0.0228

101104 0.9711 0.9737 0.9569 0.9689 BV 0.9584 -2575.00 28453.99 -2575.00 0.9584 0.9920 1.0068 0.0000 0.0178 -0.0003 -0.0348

101104 0.9711 0.9737 0.9569 0.9689 BV 0.9584 0.9584 0.9920 0.9497 0.0000 0.0178 -0.0003 -0.0348

101105 0.9689 0.9642 0.9548 0.9616 0.9482 0.9815 0.9497 0.0000 0.0180 -0.0004 -0.0416

101108 0.9616 0.9683 0.9578 0.9661 0.9427 0.9755 0.9497 0.0000 0.0180 -0.0004 -0.0395

101109 0.9661 0.9696 0.9588 0.9688 0.9461 0.9791 0.9497 0.0000 0.0180 -0.0004 -0.0399

101110 0.9688 0.9765 0.9674 0.9709 SV 0.9745 -1112.50 27341.49 -3687.50 0.9531 0.9745 0.9497 0.0000 0.0116 -0.0004 -0.0444

101110 0.9688 0.9765 0.9674 0.9709 SV 0.9745 0.9531 0.9745 0.9837 0.0000 0.0116 -0.0004 -0.0444

101111 0.9709 0.9786 0.9672 0.9749 0.9606 0.9823 0.9837 0.0000 0.0116 -0.0005 -0.0539

101112 0.9749 0.9808 0.9725 0.9803 0.9611 0.9836 0.9837 0.0000 0.0120 -0.0006 -0.0617

101115 0.9803 0.9871 0.9764 0.9853 BP 0.9837 562.50 27903.99 -3125.00 0.9646 0.9874 0.9837 0.0000 0.0120 -0.0006 -0.0682

101116 0.9853 0.9980 0.9783 0.9960 SV 0.9925 0.9696 0.9925 1.0020 0.0000 0.0120 -0.0007 -0.0733

101117 0.9960 0.9976 0.9884 0.9926 0.9673 1.0062 1.0020 0.0000 0.0202 -0.0008 -0.0846

101118 0.9926 0.9999 0.9854 0.9963 0.9718 1.0111 1.0020 0.0000 0.0202 -0.0009 -0.0961

101119 0.9963 0.9998 0.9877 0.9928 0.9713 1.0105 1.0020 0.0000 0.0202 -0.0010 -0.1058

101122 0.9928 0.9942 0.9876 0.9898 0.9780 1.0066 1.0020 0.0000 0.0147 -0.0010 -0.1117

101123 0.9898 0.9974 0.9849 0.9965 0.9752 1.0038 1.0020 0.0000 0.0147 -0.0010 -0.1108

101124 0.9965 0.9989 0.9898 0.9962 0.9776 1.0023 1.0020 0.0000 0.0127 -0.0009 -0.1036

101125 0.9962 1.0021 0.9945 0.9994 BP 1.0020 562.50 28466.49 -2562.50 0.9809 1.0056 1.0020 0.0000 0.0127 -0.0009 -0.0989

101126 0.9994 1.0053 0.9986 1.0016 0.9847 1.0098 1.0020 0.0000 0.0127 -0.0009 -0.0972

101129 1.0016 1.0045 0.9982 0.9996 0.9920 1.0102 1.0020 0.0000 0.0092 -0.0009 -0.1042

101130 0.9996 1.0033 0.9928 1.0030 BV 0.9930 0.9930 1.0082 0.9837 0.0000 0.0076 -0.0010 -0.1045

101201 1.0030 1.0066 0.9988 1.0027 0.9867 1.0075 0.9837 0.0000 0.0105 -0.0009 -0.1032

101202 1.0027 1.0055 0.9889 0.9925 0.9912 1.0121 0.9837 0.0000 0.0105 -0.0010 -0.1110

101203 0.9925 0.9950 0.9742 0.9740 SP 0.9837 562.50 29028.99 -2000.00 0.9792 1.0120 0.9837 0.0000 0.0167 -0.0010 -0.1082

101206 0.9740 0.9874 0.9724 0.9812 0.9624 1.0034 0.9837 0.0000 0.0215 -0.0009 -0.1006

101207 0.9812 0.9884 0.9756 0.9871 0.9579 0.9986 0.9837 0.0000 0.0215 -0.0009 -0.0993

101208 0.9871 0.9915 0.9850 0.9866 0.9600 1.0008 0.9837 0.0000 0.0215 -0.0009 -0.0973

101209 0.9866 0.9895 0.9810 0.9832 0.9719 1.0020 0.9837 0.0000 0.0156 -0.0009 -0.1001

101210 0.9832 0.9841 0.9795 0.9807 0.9713 0.9968 0.9837 0.0000 0.0133 -0.0009 -0.1041

101213 0.9807 0.9855 0.9651 0.9680 BV 0.9727 0.9727 0.9894 0.9637 0.0000 0.0088 -0.0009 -0.0991

101214 0.9680 0.9689 0.9563 0.9593 SP 0.9637 562.50 29591.49 -1437.50 0.9539 0.9941 0.9637 0.0000 0.0214 -0.0007 -0.0788

101215 0.9593 0.9695 0.9575 0.9673 0.9425 0.9818 0.9637 0.0000 0.0214 -0.0004 -0.0417

101216 0.9673 0.9733 0.9647 0.9649 0.9441 0.9836 0.9637 0.0000 0.0214 0.0000 -0.0019

101217 0.9649 0.9719 0.9560 0.9698 BV 0.9569 0.9569 0.9822 0.9482 0.0000 0.0136 0.0003 0.0320

101220 0.9698 0.9720 0.9632 0.9648 0.9494 0.9810 0.9482 0.0000 0.0171 0.0006 0.0661

101221 0.9648 0.9657 0.9562 0.9588 0.9534 0.9852 0.9482 0.0000 0.0171 0.0009 0.0941

101222 0.9588 0.9590 0.9504 0.9521 0.9474 0.9789 0.9482 0.0000 0.0171 0.0011 0.1256

101223 0.9521 0.9662 0.9499 0.9588 SV 0.9655 -618.75 28972.74 -2056.25 0.9470 0.9655 0.9482 0.0000 0.0103 0.0014 0.1580

101223 0.9521 0.9662 0.9499 0.9588 SV 0.9655 0.9470 0.9655 0.9746 0.0000 0.0103 0.0014 0.1580

101224 0.9588 0.9634 0.9554 0.9619 0.9449 0.9774 0.9746 0.0000 0.0178 0.0016 0.1802

101227 0.9619 0.9645 0.9575 0.9601 0.9465 0.9790 0.9746 0.0000 0.0178 0.0017 0.1922

101228 0.9601 0.9605 0.9439 0.9521 BV 0.9481 -1225.00 27747.74 -3281.25 0.9481 0.9809 0.9746 0.0000 0.0178 0.0018 0.1999

101228 0.9601 0.9605 0.9439 0.9521 BV 0.9481 0.9481 0.9809 0.9396 0.0000 0.0178 0.0018 0.1999

101229 0.9521 0.9532 0.9457 0.9455 0.9393 0.9725 0.9396 0.0000 0.0183 0.0019 0.2124

101230 0.9455 0.9462 0.9352 0.9358 SP 0.9396 562.50 28310.24 -2718.75 0.9369 0.9699 0.9396 0.0000 0.0183 0.0021 0.2261

101231 0.9358 0.9396 0.9302 0.9340 0.9288 0.9611 0.9396 0.0000 0.0183 0.0023 0.2478

110103 0.9340 0.9382 0.9322 0.9336 0.9270 0.9487 0.9396 0.0000 0.0124 0.0024 0.2682

110104 0.9336 0.9516 0.9329 0.9486 SV 0.9492 0.9276 0.9492 0.9579 0.0000 0.0124 0.0026 0.2829

110105 0.9486 0.9684 0.9470 0.9660 BP 0.9579 562.50 28872.74 -2156.25 0.9290 0.9665 0.9579 0.0000 0.0211 0.0026 0.2816

110106 0.9660 0.9707 0.9611 0.9651 0.9422 0.9850 0.9579 0.0000 0.0233 0.0024 0.2597

110107 0.9651 0.9690 0.9608 0.9668 0.9496 0.9931 0.9579 0.0000 0.0233 0.0021 0.2315

110110 0.9668 0.9726 0.9633 0.9675 0.9480 0.9915 0.9579 0.0000 0.0233 0.0018 0.2021

110111 0.9675 0.9785 0.9662 0.9736 0.9601 0.9791 0.9579 0.0000 0.0103 0.0015 0.1660

110112 0.9736 0.9758 0.9664 0.9668 0.9618 0.9863 0.9579 0.0000 0.0130 0.0012 0.1297

110113 0.9668 0.9766 0.9614 0.9646 0.9603 0.9847 0.9579 0.0000 0.0130 0.0010 0.1077

110114 0.9646 0.9687 0.9607 0.9646 0.9554 0.9856 0.9579 0.0000 0.0162 0.0008 0.0874

110117 0.9646 0.9678 0.9624 0.9647 0.9509 0.9809 0.9579 0.0000 0.0162 0.0006 0.0658

110118 0.9647 0.9661 0.9553 0.9638 0.9509 0.9809 0.9579 0.0000 0.0162 0.0004 0.0390

110119 0.9638 0.9650 0.9523 0.9548 0.9503 0.9716 0.9579 0.0000 0.0117 0.0002 0.0165

110120 0.9548 0.9686 0.9529 0.9678 0.9462 0.9713 0.9579 0.0000 0.0138 0.0000 -0.0008

110121 0.9678 0.9690 0.9574 0.9584 0.9452 0.9762 0.9579 0.0000 0.0170 -0.0002 -0.0167

110124 0.9584 0.9632 0.9473 0.9490 BV 0.9475 0.9475 0.9787 0.9390 0.0000 0.0170 -0.0002 -0.0214

110125 0.9490 0.9523 0.9406 0.9422 0.9394 0.9709 0.9390 0.0000 0.0174 -0.0002 -0.0217

110126 0.9422 0.9465 0.9401 0.9433 0.9309 0.9618 0.9390 0.0000 0.0174 -0.0002 -0.0182

110127 0.9433 0.9481 0.9390 0.9455 0.9280 0.9587 0.9390 0.0000 0.0174 -0.0001 -0.0129

110128 0.9455 0.9470 0.9388 0.9419 SP 0.9390 562.50 29435.24 -1593.75 0.9321 0.9550 0.9390 0.0000 0.0131 -0.0001 -0.0106

110131 0.9419 0.9448 0.9370 0.9433 0.9340 0.9519 0.9390 0.0000 0.0102 0.0000 -0.0023

110201 0.9433 0.9456 0.9338 0.9350 0.9321 0.9500 0.9390 0.0000 0.0102 0.0001 0.0117

110202 0.9350 0.9442 0.9329 0.9403 0.9284 0.9517 0.9390 0.0000 0.0134 0.0002 0.0240

110203 0.9403 0.9525 0.9397 0.9456 SV 0.9507 0.9274 0.9507 0.9594 0.0000 0.0134 0.0003 0.0321

110204 0.9456 0.9594 0.9454 0.9542 0.9340 0.9593 0.9594 0.0000 0.0143 0.0003 0.0321

110207 0.9542 0.9597 0.9532 0.9551 BP 0.9594 562.50 29997.74 -1031.25 0.9391 0.9668 0.9594 0.0000 0.0154 0.0003 0.0330

110208 0.9551 0.9643 0.9525 0.9626 0.9431 0.9712 0.9594 0.0000 0.0154 0.0003 0.0351

110209 0.9626 0.9660 0.9554 0.9579 0.9451 0.9732 0.9594 0.0000 0.0154 0.0004 0.0433

110210 0.9579 0.9702 0.9573 0.9697 0.9498 0.9732 0.9594 0.0000 0.0128 0.0005 0.0574

110211 0.9697 0.9775 0.9681 0.9725 0.9519 0.9775 0.9594 0.0000 0.0139 0.0006 0.0678

110214 0.9725 0.9747 0.9693 0.9700 0.9608 0.9869 0.9594 0.0000 0.0139 0.0006 0.0647

110215 0.9700 0.9729 0.9653 0.9668 0.9598 0.9858 0.9594 0.0000 0.0139 0.0004 0.0492

110216 0.9668 0.9738 0.9555 0.9589 BV 0.9602 0.9602 0.9787 0.9515 0.0000 0.0099 0.0003 0.0320

110217 0.9589 0.9601 0.9479 0.9494 SP 0.9515 562.50 30560.24 -468.75 0.9471 0.9834 0.9515 0.0000 0.0197 0.0002 0.0200

110218 0.9494 0.9538 0.9438 0.9460 0.9369 0.9723 0.9515 0.0000 0.0197 0.0001 0.0148

110221 0.9460 0.9489 0.9423 0.9464 0.9317 0.9667 0.9515 0.0000 0.0197 0.0001 0.0082

110222 0.9464 0.9505 0.9362 0.9384 0.9339 0.9577 0.9515 0.0000 0.0134 0.0000 0.0045

110223 0.9384 0.9392 0.9303 0.9332 0.9295 0.9578 0.9515 0.0000 0.0161 0.0000 0.0052

110224 0.9332 0.9334 0.9230 0.9262 0.9212 0.9490 0.9515 0.0000 0.0161 0.0001 0.0136

110225 0.9262 0.9318 0.9237 0.9279 0.9150 0.9424 0.9515 0.0000 0.0161 0.0002 0.0261

110228 0.9279 0.9305 0.9255 0.9288 0.9179 0.9385 0.9515 0.0000 0.0121 0.0004 0.0388

110301 0.9288 0.9321 0.9270 0.9295 0.9184 0.9390 0.9515 0.0000 0.0121 0.0005 0.0529

110302 0.9295 0.9290 0.9197 0.9236 BV 0.9220 0.9220 0.9382 0.9139 0.0000 0.0094 0.0005 0.0585

110303 0.9236 0.9327 0.9229 0.9319 0.9158 0.9342 0.9139 0.0000 0.0109 0.0006 0.0683

110304 0.9319 0.9328 0.9220 0.9256 0.9189 0.9384 0.9139 0.0000 0.0114 0.0007 0.0789

110307 0.9256 0.9275 0.9233 0.9263 0.9179 0.9392 0.9139 0.0000 0.0126 0.0009 0.0980

110308 0.9263 0.9363 0.9256 0.9356 0.9161 0.9375 0.9139 0.0000 0.0126 0.0011 0.1184

110309 0.9356 0.9369 0.9264 0.9296 0.9217 0.9432 0.9139 0.0000 0.0126 0.0012 0.1305

110310 0.9296 0.9362 0.9277 0.9325 0.9226 0.9439 0.9139 0.0000 0.0123 0.0013 0.1447

110311 0.9325 0.9358 0.9264 0.9296 0.9231 0.9444 0.9139 0.0000 0.0123 0.0014 0.1579

110314 0.9296 0.9316 0.9225 0.9237 0.9226 0.9435 0.9139 0.0000 0.0121 0.0016 0.1754

110315 0.9237 0.9251 0.9137 0.9171 SP 0.9139 562.50 31122.74 0.00 0.9197 0.9382 0.9139 0.0000 0.0108 0.0018 0.1958

110316 0.9171 0.9197 0.9069 0.9082 BV 0.9106 0.9106 0.9333 0.9027 0.0000 0.0135 0.0020 0.2157

110317 0.9082 0.9059 0.8967 0.8988 SP 0.9027 562.50 31685.24 0.00 0.9037 0.9292 0.9027 0.0000 0.0153 0.0021 0.2336

110318 0.8988 0.9090 0.8976 0.9022 0.8922 0.9171 0.9027 0.0000 0.0153 0.0023 0.2567

110321 0.9022 0.9075 0.9009 0.9051 0.8943 0.9193 0.9027 0.0000 0.0153 0.0025 0.2699

110322 0.9051 0.9058 0.9008 0.9028 0.8961 0.9189 0.9027 0.0000 0.0140 0.0025 0.2776

110323 0.9028 0.9087 0.8976 0.9082 0.8952 0.9179 0.9027 0.0000 0.0140 0.0025 0.2773

110324 0.9082 0.9123 0.9026 0.9085 0.8951 0.9173 0.9027 0.0000 0.0136 0.0024 0.2644

Page 33: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

110325 0.9085 0.9214 0.9070 0.9206 0.8991 0.9215 0.9027 0.0000 0.0136 0.0022 0.2452

110328 0.9206 0.9233 0.9149 0.9172 0.9031 0.9318 0.9027 0.0000 0.0172 0.0020 0.2162

110329 0.9172 0.9225 0.9137 0.9206 0.9075 0.9365 0.9027 0.0000 0.0172 0.0017 0.1868

110330 0.9206 0.9274 0.9172 0.9184 0.9062 0.9351 0.9027 0.0000 0.0172 0.0015 0.1637

110331 0.9184 0.9196 0.9122 0.9162 BV 0.9137 0.9137 0.9340 0.9057 0.0000 0.0120 0.0013 0.1408

110401 0.9162 0.9340 0.9177 0.9243 SV 0.9272 -1037.50 30647.74 -1037.50 0.9072 0.9272 0.9057 0.0000 0.0120 0.0011 0.1227

110401 0.9162 0.9340 0.9177 0.9243 SV 0.9272 0.9072 0.9272 0.9355 0.0000 0.0120 0.0011 0.1227

110404 0.9243 0.9264 0.9187 0.9231 0.9114 0.9438 0.9355 0.0000 0.0190 0.0009 0.0978

110405 0.9231 0.9272 0.9199 0.9250 0.9080 0.9402 0.9355 0.0000 0.0190 0.0007 0.0816

110406 0.9250 0.9290 0.9128 0.9185 0.9088 0.9411 0.9355 0.0000 0.0190 0.0006 0.0700

110407 0.9185 0.9202 0.9148 0.9157 0.9060 0.9382 0.9355 0.0000 0.0191 0.0006 0.0618

110408 0.9157 0.9171 0.9088 0.9098 0.9027 0.9346 0.9355 0.0000 0.0191 0.0005 0.0556

110411 0.9098 0.9108 0.9042 0.9060 0.8982 0.9298 0.9355 0.0000 0.0191 0.0005 0.0521

110412 0.9060 0.9079 0.8937 0.8963 BV 0.8999 -2081.25 28566.49 -3118.75 0.8999 0.9162 0.9355 0.0000 0.0100 0.0005 0.0578

110412 0.9060 0.9079 0.8937 0.8963 BV 0.8999 0.8999 0.9162 0.8922 0.0000 0.0100 0.0005 0.0578

110413 0.8963 0.8991 0.8924 0.8959 0.8878 0.9160 0.8922 0.0000 0.0175 0.0006 0.0647

110414 0.8959 0.8969 0.8892 0.8915 SP 0.8922 562.50 29128.99 -2366.55 0.8831 0.9109 0.8922 0.0000 0.0175 0.0007 0.0755

110415 0.8915 0.8958 0.8913 0.8929 0.8806 0.9083 0.8922 0.0000 0.0175 0.0008 0.0884

110418 0.8929 0.8999 0.8902 0.8964 0.8867 0.9020 0.8922 0.0000 0.0097 0.0008 0.0912

110419 0.8964 0.9010 0.8942 0.8994 0.8864 0.9056 0.8922 0.0000 0.0121 0.0008 0.0905

110420 0.8994 0.9003 0.8874 0.8887 BV 0.8888 0.8888 0.9082 0.8813 0.0000 0.0121 0.0008 0.0833

110421 0.8887 0.8896 0.8776 0.8852 SP 0.8813 562.50 29691.49 -1804.05 0.8822 0.9079 0.8813 0.0000 0.0161 0.0007 0.0815

110422 0.8852 0.8877 0.8839 0.8852 0.8724 0.8973 0.8813 0.0000 0.0161 0.0008 0.0898

110425 0.8852 0.8873 0.8769 0.8806 0.8747 0.8998 0.8813 0.0000 0.0161 0.0009 0.1009

110426 0.8806 0.8853 0.8743 0.8762 0.8718 0.8956 0.8813 0.0000 0.0154 0.0011 0.1212

110427 0.8762 0.8832 0.8666 0.8737 BV 0.8706 0.8706 0.8925 0.8634 0.0000 0.0142 0.0014 0.1542

110428 0.8737 0.8760 0.8686 0.8729 0.8617 0.8948 0.8634 0.0000 0.0217 0.0017 0.1873

110429 0.8729 0.8747 0.8622 0.8649 SP 0.8634 562.50 30253.99 -1241.55 0.8597 0.8926 0.8634 0.0000 0.0217 0.0020 0.2185

110502 0.8649 0.8703 0.8621 0.8652 0.8565 0.8892 0.8634 0.0000 0.0217 0.0023 0.2545

110503 0.8652 0.8673 0.8591 0.8617 0.8575 0.8823 0.8634 0.0000 0.0166 0.0026 0.2874

110504 0.8617 0.8647 0.8550 0.8609 0.8549 0.8796 0.8634 0.0000 0.0166 0.0029 0.3175

110505 0.8609 0.8711 0.8552 0.8704 0.8535 0.8728 0.8634 0.0000 0.0131 0.0031 0.3380

110506 0.8704 0.8797 0.8673 0.8772 0.8529 0.8848 0.8634 0.0000 0.0213 0.0031 0.3462

110509 0.8772 0.8788 0.8712 0.8716 0.8630 0.8956 0.8634 0.0000 0.0213 0.0031 0.3400

110510 0.8716 0.8823 0.8705 0.8800 0.8642 0.8970 0.8634 0.0000 0.0213 0.0030 0.3293

110511 0.8800 0.8885 0.8780 0.8873 0.8680 0.8929 0.8634 0.0000 0.0163 0.0029 0.3163

110512 0.8873 0.8904 0.8822 0.8840 0.8748 0.8987 0.8634 0.0000 0.0154 0.0026 0.2835

110513 0.8840 0.8946 0.8796 0.8924 0.8774 0.9015 0.8634 0.0000 0.0154 0.0023 0.2493

110516 0.8924 0.8938 0.8796 0.8831 0.8754 0.9053 0.8634 0.0000 0.0191 0.0019 0.2077

110517 0.8831 0.8883 0.8800 0.8804 0.8745 0.9043 0.8634 0.0000 0.0191 0.0016 0.1710

110518 0.8804 0.8848 0.8780 0.8814 0.8716 0.9012 0.8634 0.0000 0.0191 0.0013 0.1377

110519 0.8814 0.8879 0.8762 0.8806 0.8692 0.8970 0.8634 0.0000 0.0181 0.0010 0.1087

110520 0.8806 0.8855 0.8745 0.8777 0.8715 0.8947 0.8634 0.0000 0.0150 0.0007 0.0823

110523 0.8777 0.8850 0.8755 0.8830 0.8693 0.8924 0.8634 0.0000 0.0150 0.0006 0.0648

110524 0.8830 0.8892 0.8779 0.8789 0.8693 0.8925 0.8634 0.0000 0.0150 0.0004 0.0475

110525 0.8789 0.8816 0.8706 0.8722 BV 0.8728 0.8728 0.8952 0.8656 0.0000 0.0145 0.0003 0.0318

110526 0.8722 0.8734 0.8646 0.8660 SP 0.8656 562.50 30816.49 -679.05 0.8654 0.8875 0.8656 0.0000 0.0145 0.0002 0.0220

110527 0.8660 0.8662 0.8508 0.8521 BV 0.8584 0.8584 0.8801 0.8514 0.0000 0.0145 0.0001 0.0157

110527 0.8660 0.8662 0.8508 0.8521 SP 0.8514 562.50 31378.99 -116.55 0.0001 0.8801 0.8514 0.0000 0.0145 0.0001 0.0157

110530 0.8521 0.8531 0.8488 0.8520 0.8437 0.8742 0.8514 0.0000 0.0209 0.0002 0.0170

110531 0.8520 0.8550 0.8463 0.8524 0.8366 0.8666 0.8514 0.0000 0.0209 0.0002 0.0273

110601 0.8524 0.8546 0.8379 0.8427 0.8365 0.8666 0.8514 0.0000 0.0209 0.0004 0.0434

110602 0.8427 0.8455 0.8400 0.8418 0.8309 0.8641 0.8514 0.0000 0.0233 0.0006 0.0621

110603 0.8418 0.8450 0.8331 0.8350 0.8280 0.8609 0.8514 0.0000 0.0233 0.0008 0.0850

110606 0.8350 0.8386 0.8325 0.8366 0.8249 0.8575 0.8514 0.0000 0.0233 0.0010 0.1136

110607 0.8366 0.8394 0.8322 0.8357 0.8257 0.8491 0.8514 0.0000 0.0169 0.0013 0.1456

110608 0.8357 0.8381 0.8343 0.8363 0.8262 0.8498 0.8514 0.0000 0.0169 0.0016 0.1769

110609 0.8363 0.8444 0.8352 0.8406 0.8306 0.8450 0.8514 0.0000 0.0103 0.0019 0.2106

110610 0.8406 0.8432 0.8393 0.8423 0.8329 0.8512 0.8514 0.0000 0.0130 0.0022 0.2389

110613 0.8423 0.8467 0.8350 0.8368 0.8346 0.8530 0.8514 0.0000 0.0130 0.0024 0.2670

110614 0.8368 0.8456 0.8345 0.8452 0.8328 0.8561 0.8514 0.0000 0.0165 0.0027 0.2988

110615 0.8452 0.8551 0.8440 0.8529 0.8322 0.8556 0.8514 0.0000 0.0165 0.0029 0.3199

110616 0.8529 0.8549 0.8474 0.8493 0.8415 0.8654 0.8514 0.0000 0.0165 0.0029 0.3184

110617 0.8493 0.8510 0.8438 0.8488 0.8435 0.8663 0.8514 0.0000 0.0157 0.0029 0.3161

110620 0.8488 0.8518 0.8403 0.8466 0.8399 0.8620 0.8514 0.0000 0.0154 0.0028 0.3106

110621 0.8466 0.8460 0.8396 0.8408 0.8381 0.8610 0.8514 0.0000 0.0161 0.0027 0.2968

110622 0.8408 0.8432 0.8337 0.8391 BV 0.8348 0.8348 0.8576 0.8282 0.0000 0.0161 0.0026 0.2834

110623 0.8391 0.8438 0.8361 0.8380 0.8303 0.8528 0.8282 0.0000 0.0161 0.0024 0.2669

110624 0.8380 0.8394 0.8336 0.8374 0.8329 0.8519 0.8282 0.0000 0.0135 0.0023 0.2493

110627 0.8374 0.8384 0.8314 0.8358 0.8294 0.8482 0.8282 0.0000 0.0135 0.0021 0.2338

110628 0.8358 0.8357 0.8271 0.8324 SP 0.8282 562.50 31941.49 0.00 0.8290 0.8442 0.8282 0.0000 0.0109 0.0020 0.2180

110629 0.8324 0.8368 0.8295 0.8349 0.8247 0.8418 0.8282 0.0000 0.0124 0.0018 0.2023

110630 0.8349 0.8463 0.8303 0.8401 SV 0.8434 0.8262 0.8434 0.8503 0.0000 0.0124 0.0017 0.1828

110701 0.8401 0.8525 0.8399 0.8483 BP 0.8503 562.50 32503.99 0.00 0.8250 0.8569 0.8503 0.0000 0.0228 0.0014 0.1515

110704 0.8483 0.8503 0.8460 0.8476 0.8319 0.8644 0.8503 0.0000 0.0228 0.0010 0.1066

110705 0.8476 0.8506 0.8383 0.8407 0.8333 0.8658 0.8503 0.0000 0.0228 0.0006 0.0658

110706 0.8407 0.8442 0.8360 0.8397 0.8326 0.8575 0.8503 0.0000 0.0176 0.0003 0.0360

110707 0.8397 0.8495 0.8377 0.8443 0.8284 0.8526 0.8503 0.0000 0.0172 0.0002 0.0216

110708 0.8443 0.8519 0.8357 0.8371 0.8317 0.8560 0.8503 0.0000 0.0172 0.0001 0.0075

110711 0.8371 0.8387 0.8326 0.8354 0.8279 0.8600 0.8503 0.0000 0.0228 0.0000 -0.0046

110712 0.8354 0.8397 0.8278 0.8308 0.8201 0.8516 0.8503 0.0000 0.0228 0.0000 -0.0031

110713 0.8308 0.8330 0.8172 0.8177 BV 0.8184 0.8184 0.8498 0.8120 0.0000 0.0228 0.0000 0.0041

110714 0.8177 0.8199 0.8082 0.8168 SP 0.8120 562.50 33066.49 0.00 0.8101 0.8414 0.8120 0.0000 0.0232 0.0003 0.0284

110715 0.8168 0.8191 0.8118 0.8127 0.8000 0.8305 0.8120 0.0000 0.0232 0.0006 0.0629

110718 0.8127 0.8193 0.8090 0.8178 0.8019 0.8325 0.8120 0.0000 0.0232 0.0009 0.0962

110719 0.8178 0.8277 0.8149 0.8242 SV 0.8274 0.8041 0.8274 0.8340 0.0000 0.0177 0.0011 0.1260

110720 0.8242 0.8254 0.8174 0.8196 0.8105 0.8360 0.8340 0.0000 0.0190 0.0013 0.1408

110721 0.8196 0.8237 0.8155 0.8166 0.8108 0.8363 0.8340 0.0000 0.0190 0.0014 0.1540

110722 0.8166 0.8246 0.8150 0.8176 0.8093 0.8347 0.8340 0.0000 0.0190 0.0016 0.1706

110725 0.8176 0.8154 0.8017 0.8049 BV 0.8121 -1462.50 31603.99 -1462.50 0.8121 0.8312 0.8340 0.0000 0.0143 0.0017 0.1820

110725 0.8176 0.8154 0.8017 0.8049 BV 0.8121 0.8121 0.8312 0.8058 0.0000 0.0143 0.0017 0.1820

110725 0.8176 0.8154 0.8017 0.8049 SP 0.8058 562.50 32166.49 -900.00 0.8121 0.8312 0.8058 0.0000 0.0143 0.0017 0.1820

110726 0.8049 0.8071 0.7997 0.8010 0.7977 0.8250 0.8058 0.0000 0.0210 0.0018 0.1950

110727 0.8010 0.8046 0.7989 0.8018 0.7930 0.8199 0.8058 0.0000 0.0210 0.0019 0.2103

110728 0.8018 0.8050 0.7987 0.8021 0.7915 0.8184 0.8058 0.0000 0.0210 0.0021 0.2257

110729 0.8021 0.8035 0.7850 0.7882 BV 0.7963 0.7963 0.8110 0.7903 0.0000 0.0115 0.0022 0.2387

110729 0.8021 0.8035 0.7850 0.7882 SP 0.7903 562.50 32728.99 -43.89 0.0001 0.8110 0.7903 0.0000 0.0115 0.0022 0.2387

110801 0.7882 0.7951 0.7729 0.7829 BV 0.7809 0.7809 0.8180 0.7751 0.0000 0.0293 0.0024 0.2653

110801 0.7882 0.7951 0.7729 0.7829 SP 0.7751 562.50 33291.49 0.00 0.0001 0.8180 0.7751 0.0000 0.0293 0.0024 0.2653

110802 0.7829 0.7855 0.7639 0.7647 BV 0.7688 0.7688 0.8135 0.7632 0.0000 0.0361 0.0028 0.3030

110803 0.7647 0.7787 0.7623 0.7685 SP 0.7632 562.50 33853.99 0.00 0.7609 0.8047 0.7632 0.0000 0.0361 0.0032 0.3514

110804 0.7685 0.7800 0.7651 0.7672 0.7579 0.8013 0.7632 0.0000 0.0361 0.0036 0.3986

110805 0.7672 0.7738 0.7578 0.7656 BV 0.7607 0.7607 0.8044 0.7552 0.0000 0.0360 0.0040 0.4402

110808 0.7656 0.7650 0.7482 0.7549 SP 0.7552 562.50 34416.49 0.00 0.7576 0.7903 0.7552 0.0000 0.0276 0.0044 0.4871

110809 0.7549 0.7591 0.7085 0.7180 BV 0.7489 0.7489 0.7830 0.7435 0.0000 0.0294 0.0049 0.5388

110809 0.7549 0.7591 0.7085 0.7180 SP 0.7435 562.50 34978.99 0.00 0.0001 0.7830 0.7435 0.0000 0.0294 0.0049 0.5388

110810 0.7180 0.7323 0.7178 0.7277 0.7143 0.8239 0.7435 0.0000 0.0941 0.0056 0.6182

110811 0.7277 0.7686 0.7236 0.7622 0.7096 0.8177 0.7435 0.0000 0.0941 0.0062 0.6799

110812 0.7622 0.7786 0.7546 0.7765 0.7298 0.8446 0.7435 0.0000 0.0941 0.0063 0.6911

110815 0.7765 0.7997 0.7784 0.7846 0.7513 0.8541 0.7435 0.0000 0.0809 0.0061 0.6725

110816 0.7846 0.7950 0.7767 0.7935 0.7708 0.8794 0.7435 0.0000 0.0809 0.0057 0.6272

110817 0.7935 0.8011 0.7822 0.7887 0.7752 0.8271 0.7435 0.0000 0.0408 0.0052 0.5714

110818 0.7887 0.7986 0.7856 0.7934 0.7813 0.8249 0.7435 0.0000 0.0342 0.0046 0.5103

110819 0.7934 0.7959 0.7805 0.7865 BV 0.7819 0.7819 0.8201 0.7760 0.0000 0.0302 0.0041 0.4496

110822 0.7865 0.7906 0.7835 0.7900 0.7771 0.8149 0.7760 0.0000 0.0302 0.0036 0.3949

Page 34: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

110823 0.7900 0.7919 0.7850 0.7912 0.7772 0.8081 0.7760 0.0000 0.0248 0.0032 0.3485

110824 0.7912 0.7960 0.7873 0.7950 0.7780 0.8089 0.7760 0.0000 0.0248 0.0028 0.3070

110825 0.7950 0.7989 0.7908 0.7929 0.7853 0.8026 0.7760 0.0000 0.0139 0.0024 0.2593

110826 0.7929 0.8157 0.7892 0.8070 SV 0.8055 -2381.25 32597.74 -2381.25 0.7880 0.8055 0.7760 0.0000 0.0139 0.0019 0.2066

110826 0.7929 0.8157 0.7892 0.8070 SV 0.8055 0.7880 0.8055 0.8118 0.0000 0.0139 0.0019 0.2066

110826 0.7929 0.8157 0.7892 0.8070 BP 0.8118 562.50 33160.24 -1818.75 0.7880 0.8055 0.8118 0.0000 0.0139 0.0019 0.2066

110829 0.8070 0.8239 0.8067 0.8160 0.7800 0.8331 0.8118 0.0000 0.0412 0.0012 0.1307

110830 0.8160 0.8232 0.8119 0.8193 0.7900 0.8444 0.8118 0.0000 0.0412 0.0004 0.0405

110831 0.8193 0.8208 0.7992 0.8058 0.7899 0.8442 0.8118 0.0000 0.0412 -0.0005 -0.0504

110901 0.8058 0.8086 0.7923 0.7942 0.7864 0.8289 0.8118 0.0000 0.0329 -0.0012 -0.1303

110902 0.7942 0.7959 0.7708 0.7898 BV 0.7764 0.7764 0.8178 0.7707 0.0000 0.0329 -0.0017 -0.1827

110905 0.7898 0.7912 0.7818 0.7860 0.7541 0.8032 0.7707 0.0000 0.0409 -0.0019 -0.2128

110906 0.7860 0.8626 0.7837 0.8617 SV 0.8059 -2981.25 30178.99 -4800.00 0.7565 0.8059 0.7707 0.0000 0.0409 -0.0022 -0.2447

110906 0.7860 0.8626 0.7837 0.8617 SV 0.8059 0.7565 0.8059 0.8121 0.0000 0.0409 -0.0022 -0.2447

110906 0.7860 0.8626 0.7837 0.8617 BP 0.8121 562.50 30741.49 -4237.50 0.7565 0.8059 0.8121 0.0000 0.0409 -0.0022 -0.2447

110907 0.8617 0.8621 0.8536 0.8590 0.7288 0.8763 0.8121 0.0000 0.1167 -0.0031 -0.3378

110908 0.8590 0.8768 0.8571 0.8744 0.7506 0.9081 0.8121 0.0000 0.1167 -0.0040 -0.4417

110909 0.8744 0.8863 0.8704 0.8829 0.7510 0.9088 0.8121 0.0000 0.1167 -0.0049 -0.5397

110912 0.8829 0.8925 0.8798 0.8840 SV 0.8859 0.8470 0.8859 0.8935 0.0000 0.0262 -0.0057 -0.6235

110913 0.8840 0.8879 0.8755 0.8790 0.8527 0.8922 0.8935 0.0000 0.0262 -0.0064 -0.7014

110914 0.8790 0.8853 0.8727 0.8749 0.8545 0.8854 0.8935 0.0000 0.0206 -0.0070 -0.7655

110915 0.8749 0.8796 0.8646 0.8695 0.8570 0.8814 0.8935 0.0000 0.0163 -0.0074 -0.8092

110916 0.8695 0.8776 0.8691 0.8762 0.8458 0.8747 0.8935 0.0000 0.0197 -0.0075 -0.8213

110919 0.8762 0.8875 0.8796 0.8808 0.8476 0.8766 0.8935 0.0000 0.0197 -0.0071 -0.7817

110920 0.8808 0.8919 0.8787 0.8887 0.8579 0.8876 0.8935 0.0000 0.0197 -0.0067 -0.7337

110921 0.8887 0.8982 0.8853 0.8979 BP 0.8935 562.50 31303.99 -3675.00 0.8634 0.8890 0.8935 0.0000 0.0168 -0.0065 -0.7150

110922 0.8979 0.9182 0.8974 0.9083 SV 0.8979 0.8695 0.8954 0.9057 0.0000 0.0168 -0.0065 -0.7200

110922 0.8979 0.9182 0.8974 0.9083 BP 0.9057 563.11 31867.10 -3111.89 0.8695 0.0000 0.9057 0.0000 0.0168 -0.0065 -0.7200

110923 0.9083 0.9082 0.8992 0.9043 0.8730 0.9127 0.9057 0.0000 0.0252 -0.0069 -0.7539

110926 0.9043 0.9142 0.9003 0.9032 SV 0.9083 0.8689 0.9083 0.9163 0.0000 0.0252 -0.0070 -0.7748

110927 0.9032 0.9057 0.8923 0.8965 0.8718 0.9115 0.9163 0.0000 0.0252 -0.0072 -0.7911

110928 0.8965 0.9000 0.8923 0.8991 0.8754 0.9018 0.9163 0.0000 0.0169 -0.0072 -0.7926

110929 0.8991 0.9021 0.8916 0.8974 0.8729 0.8991 0.9163 0.0000 0.0169 -0.0071 -0.7774

110930 0.8974 0.9084 0.8962 0.9063 0.8743 0.9001 0.9163 0.0000 0.0166 -0.0068 -0.7533

111003 0.9063 0.9200 0.9075 0.9184 BP 0.9163 562.50 32429.60 -2549.39 0.8818 0.9056 0.9163 0.0000 0.0150 -0.0066 -0.7284

111004 0.9184 0.9260 0.9159 0.9180 SV 0.9184 0.8930 0.9173 0.9265 0.0000 0.0150 -0.0065 -0.7100

111005 0.9180 0.9247 0.9159 0.9240 0.9002 0.9249 0.9265 0.0000 0.0150 -0.0063 -0.6880

111006 0.9240 0.9314 0.9183 0.9197 BP 0.9265 559.38 32988.99 -1990.00 0.8998 0.9245 0.9265 0.0000 0.0150 -0.0061 -0.6703

111007 0.9197 0.9278 0.9143 0.9258 0.9038 0.9292 0.9265 0.0000 0.0153 -0.0060 -0.6601

111010 0.9258 0.9271 0.9000 0.9036 SV 0.9258 0.8995 0.9258 0.9341 0.0000 0.0159 -0.0059 -0.6442

111011 0.9036 0.9125 0.9023 0.9064 0.8724 0.9243 0.9341 0.0000 0.0325 -0.0054 -0.5952

111012 0.9064 0.9115 0.8916 0.8936 0.8688 0.9202 0.9341 0.0000 0.0325 -0.0047 -0.5211

111013 0.8936 0.9039 0.8925 0.8971 0.8660 0.9171 0.9341 0.0000 0.0325 -0.0037 -0.4117

111014 0.8971 0.9008 0.8900 0.8928 0.8736 0.9122 0.9341 0.0000 0.0245 -0.0027 -0.2930

111017 0.8928 0.8995 0.8878 0.8984 0.8721 0.9107 0.9341 0.0000 0.0245 -0.0020 -0.2254

111018 0.8984 0.9048 0.8943 0.8964 0.8801 0.9032 0.9341 0.0000 0.0147 -0.0017 -0.1827

111019 0.8964 0.9038 0.8949 0.9027 0.8862 0.9096 0.9341 0.0000 0.0147 -0.0014 -0.1534

111020 0.9027 0.9081 0.8927 0.8935 0.8862 0.9096 0.9341 0.0000 0.0147 -0.0012 -0.1359

111021 0.8935 0.8952 0.8822 0.8832 BV 0.8835 -3265.82 29723.17 -5255.82 0.8835 0.9139 0.9341 0.0000 0.0190 -0.0011 -0.1206

111021 0.8935 0.8952 0.8822 0.8832 BV 0.8835 0.8835 0.9139 0.8761 0.0000 0.0190 -0.0011 -0.1206

111024 0.8832 0.8877 0.8788 0.8809 0.8728 0.9024 0.8761 0.0000 0.0190 -0.0008 -0.0877

111025 0.8809 0.8845 0.8769 0.8781 0.8681 0.8974 0.8761 0.0000 0.0190 -0.0004 -0.0462

111026 0.8781 0.8859 0.8726 0.8808 SP 0.8761 562.50 30285.67 -4693.32 0.8683 0.8936 0.8761 0.0000 0.0165 0.0001 0.0057

111027 0.8808 0.8824 0.8566 0.8612 BV 0.8669 0.8669 0.8933 0.8598 0.0000 0.0172 0.0005 0.0548

111027 0.8808 0.8824 0.8566 0.8612 SP 0.8598 562.50 30848.17 -4130.82 0.0001 0.8933 0.8598 0.0000 0.0172 0.0005 0.0548

111028 0.8612 0.8651 0.8593 0.8615 0.8472 0.8986 0.8598 0.0000 0.0341 0.0010 0.1090

111031 0.8615 0.8787 0.8607 0.8775 0.8417 0.8925 0.8598 0.0000 0.0341 0.0015 0.1627

111101 0.8775 0.8959 0.8760 0.8881 0.8495 0.9012 0.8598 0.0000 0.0341 0.0018 0.1953

111102 0.8881 0.8904 0.8791 0.8840 0.8702 0.9100 0.8598 0.0000 0.0254 0.0018 0.1959

111103 0.8840 0.8893 0.8758 0.8772 0.8693 0.9089 0.8598 0.0000 0.0254 0.0018 0.2014

111104 0.8772 0.8906 0.8766 0.8860 0.8673 0.9068 0.8598 0.0000 0.0254 0.0019 0.2072

111107 0.8860 0.9030 0.8865 0.9011 SV 0.9007 0.8728 0.9007 0.9086 0.0000 0.0179 0.0020 0.2156

111108 0.9011 0.9074 0.8918 0.8948 0.8820 0.9149 0.9086 0.0000 0.0206 0.0019 0.2113

111109 0.8948 0.9110 0.8919 0.9087 BP 0.9086 562.50 31410.67 -3568.32 0.8866 0.9199 0.9086 0.0000 0.0206 0.0019 0.2060

111110 0.9087 0.9148 0.9016 0.9063 0.8862 0.9244 0.9086 0.0000 0.0235 0.0017 0.1878

111111 0.9063 0.9083 0.8950 0.9015 0.8922 0.9308 0.9086 0.0000 0.0235 0.0014 0.1536

111114 0.9015 0.9092 0.8958 0.9067 0.8853 0.9233 0.9086 0.0000 0.0235 0.0011 0.1198

111115 0.9067 0.9197 0.9073 0.9150 SV 0.9170 0.8904 0.9170 0.9252 0.0000 0.0165 0.0007 0.0809

111116 0.9150 0.9222 0.9135 0.9176 0.9004 0.9276 0.9252 0.0000 0.0165 0.0003 0.0291

111117 0.9176 0.9235 0.9149 0.9215 0.9040 0.9314 0.9252 0.0000 0.0165 -0.0002 -0.0265

111118 0.9215 0.9222 0.9081 0.9170 0.9060 0.9308 0.9252 0.0000 0.0149 -0.0007 -0.0715

111121 0.9170 0.9209 0.9137 0.9160 0.8998 0.9277 0.9252 0.0000 0.0168 -0.0010 -0.1086

111122 0.9160 0.9186 0.9104 0.9141 0.9016 0.9295 0.9252 0.0000 0.0168 -0.0012 -0.1373

111123 0.9141 0.9213 0.9123 0.9190 0.8986 0.9264 0.9252 0.0000 0.0168 -0.0015 -0.1612

111124 0.9190 0.9215 0.9150 0.9192 0.9064 0.9241 0.9252 0.0000 0.0107 -0.0017 -0.1833

111125 0.9192 0.9330 0.9187 0.9292 BP 0.9252 562.50 31973.17 -3005.82 0.9076 0.9254 0.9252 0.0000 0.0107 -0.0019 -0.2055

111128 0.9292 0.9306 0.9172 0.9238 0.9086 0.9367 0.9252 0.0000 0.0167 -0.0022 -0.2376

111129 0.9238 0.9243 0.9136 0.9198 0.9064 0.9343 0.9252 0.0000 0.0167 -0.0024 -0.2667

111130 0.9198 0.9250 0.9061 0.9121 0.9013 0.9289 0.9252 0.0000 0.0167 -0.0026 -0.2872

111201 0.9121 0.9190 0.9068 0.9160 0.8920 0.9289 0.9252 0.0000 0.0225 -0.0026 -0.2891

111202 0.9160 0.9241 0.9108 0.9203 0.8896 0.9264 0.9252 0.0000 0.0225 -0.0026 -0.2837

111205 0.9203 0.9230 0.9161 0.9206 0.8941 0.9312 0.9252 0.0000 0.0225 -0.0025 -0.2772

111206 0.9206 0.9294 0.9196 0.9260 SV 0.9293 0.9030 0.9293 0.9376 0.0000 0.0158 -0.0024 -0.2693

111207 0.9260 0.9288 0.9224 0.9235 0.9081 0.9347 0.9376 0.0000 0.0158 -0.0023 -0.2482

111208 0.9235 0.9290 0.9174 0.9262 0.9139 0.9333 0.9376 0.0000 0.0115 -0.0020 -0.2172

111209 0.9262 0.9284 0.9179 0.9240 0.9097 0.9325 0.9376 0.0000 0.0136 -0.0018 -0.1927

111212 0.9240 0.9384 0.9245 0.9371 BP 0.9376 562.50 32535.67 -2443.32 0.9098 0.9327 0.9376 0.0000 0.0136 -0.0016 -0.1798

111213 0.9371 0.9476 0.9338 0.9465 SV 0.9430 0.9156 0.9430 0.9516 0.0000 0.0160 -0.0016 -0.1712

111214 0.9465 0.9538 0.9426 0.9527 BP 0.9516 562.50 33098.17 -1880.82 0.9246 0.9526 0.9516 0.0000 0.0160 -0.0015 -0.1634

111215 0.9527 0.9548 0.9384 0.9402 0.9319 0.9602 0.9516 0.0000 0.0160 -0.0015 -0.1616

111216 0.9402 0.9414 0.9348 0.9362 0.9280 0.9603 0.9516 0.0000 0.0183 -0.0015 -0.1641

111219 0.9362 0.9399 0.9345 0.9371 0.9200 0.9517 0.9516 0.0000 0.0183 -0.0014 -0.1580

111220 0.9371 0.9385 0.9264 0.9314 0.9192 0.9508 0.9516 0.0000 0.0183 -0.0014 -0.1551

111221 0.9314 0.9392 0.9240 0.9357 0.9189 0.9427 0.9516 0.0000 0.0139 -0.0014 -0.1491

111222 0.9357 0.9400 0.9305 0.9355 0.9147 0.9447 0.9516 0.0000 0.0175 -0.0012 -0.1358

111223 0.9355 0.9388 0.9331 0.9371 0.9184 0.9487 0.9516 0.0000 0.0175 -0.0011 -0.1249

111226 0.9371 0.9368 0.9337 0.9359 0.9192 0.9495 0.9516 0.0000 0.0175 -0.0011 -0.1234

111227 0.9359 0.9372 0.9327 0.9343 0.9248 0.9436 0.9516 0.0000 0.0109 -0.0011 -0.1235

111228 0.9343 0.9441 0.9317 0.9424 SV 0.9399 0.9287 0.9399 0.9485 0.0000 0.0065 -0.0011 -0.1239

111229 0.9424 0.9469 0.9396 0.9398 0.9243 0.9488 0.9485 0.0000 0.0141 -0.0011 -0.1232

111230 0.9398 0.9426 0.9339 0.9389 0.9295 0.9542 0.9485 0.0000 0.0141 -0.0011 -0.1245

120102 0.9389 0.9414 0.9366 0.9401 0.9247 0.9492 0.9485 0.0000 0.0141 -0.0011 -0.1181

120103 0.9401 0.9399 0.9302 0.9322 0.9295 0.9467 0.9485 0.0000 0.0099 -0.0010 -0.1141

120104 0.9322 0.9448 0.9312 0.9412 0.9246 0.9437 0.9485 0.0000 0.0111 -0.0010 -0.1048

120105 0.9412 0.9537 0.9407 0.9531 BP 0.9485 562.50 33660.67 -1318.32 0.9233 0.9501 0.9485 0.0000 0.0155 -0.0010 -0.1076

120106 0.9531 0.9578 0.9503 0.9553 0.9321 0.9594 0.9485 0.0000 0.0155 -0.0011 -0.1156

120109 0.9553 0.9594 0.9488 0.9494 0.9387 0.9665 0.9485 0.0000 0.0155 -0.0011 -0.1219

120110 0.9494 0.9511 0.9461 0.9489 0.9397 0.9657 0.9485 0.0000 0.0145 -0.0011 -0.1190

120111 0.9489 0.9566 0.9478 0.9541 0.9372 0.9579 0.9485 0.0000 0.0116 -0.0010 -0.1095

120112 0.9541 0.9546 0.9407 0.9438 BV 0.9407 0.9407 0.9616 0.9323 0.0000 0.0116 -0.0010 -0.1060

120113 0.9438 0.9574 0.9404 0.9520 0.9327 0.9602 0.9323 0.0000 0.0155 -0.0009 -0.0958

120116 0.9520 0.9568 0.9522 0.9538 0.9308 0.9643 0.9323 0.0000 0.0189 -0.0008 -0.0923

120117 0.9538 0.9573 0.9444 0.9501 0.9362 0.9702 0.9323 0.0000 0.0189 -0.0008 -0.0909

120118 0.9501 0.9496 0.9380 0.9397 0.9328 0.9666 0.9323 0.0000 0.0189 -0.0008 -0.0834

120119 0.9397 0.9412 0.9322 0.9327 SP 0.9323 562.50 34223.17 -755.82 0.9306 0.9557 0.9323 0.0000 0.0143 -0.0006 -0.0659

Page 35: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

120120 0.9327 0.9369 0.9303 0.9344 0.9239 0.9486 0.9323 0.0000 0.0143 -0.0005 -0.0506

120123 0.9344 0.9378 0.9247 0.9266 0.9220 0.9445 0.9323 0.0000 0.0130 -0.0004 -0.0431

120124 0.9266 0.9310 0.9230 0.9282 0.9179 0.9438 0.9323 0.0000 0.0151 -0.0004 -0.0390

120125 0.9282 0.9339 0.9200 0.9212 0.9139 0.9397 0.9323 0.0000 0.0151 -0.0003 -0.0291

120126 0.9212 0.9228 0.9154 0.9203 0.9132 0.9407 0.9323 0.0000 0.0162 -0.0001 -0.0113

120127 0.9203 0.9228 0.9118 0.9123 0.9059 0.9330 0.9323 0.0000 0.0162 0.0001 0.0113

120130 0.9123 0.9209 0.9114 0.9184 0.9046 0.9315 0.9323 0.0000 0.0162 0.0004 0.0414

120131 0.9184 0.9228 0.9118 0.9202 0.9061 0.9279 0.9323 0.0000 0.0131 0.0006 0.0683

120201 0.9202 0.9249 0.9110 0.9158 0.9074 0.9293 0.9323 0.0000 0.0131 0.0008 0.0904

120202 0.9158 0.9208 0.9126 0.9160 0.9058 0.9334 0.9323 0.0000 0.0165 0.0010 0.1113

120203 0.9160 0.9232 0.9122 0.9183 0.9049 0.9325 0.9323 0.0000 0.0165 0.0012 0.1324

120206 0.9183 0.9263 0.9174 0.9185 0.9061 0.9338 0.9323 0.0000 0.0165 0.0014 0.1515

120207 0.9185 0.9229 0.9112 0.9126 BV 0.9127 0.9127 0.9348 0.9048 0.0000 0.0131 0.0015 0.1621

120208 0.9126 0.9150 0.9103 0.9119 0.9075 0.9308 0.9048 0.0000 0.0139 0.0016 0.1737

120209 0.9119 0.9151 0.9085 0.9115 0.9034 0.9265 0.9048 0.0000 0.0139 0.0017 0.1901

120210 0.9115 0.9200 0.9099 0.9179 0.9028 0.9258 0.9048 0.0000 0.0139 0.0019 0.2045

120213 0.9179 0.9166 0.9099 0.9162 0.9072 0.9273 0.9048 0.0000 0.0121 0.0020 0.2181

120214 0.9162 0.9229 0.9139 0.9206 0.9056 0.9257 0.9048 0.0000 0.0121 0.0021 0.2271

120215 0.9206 0.9251 0.9151 0.9228 0.9106 0.9308 0.9048 0.0000 0.0121 0.0020 0.2197

120216 0.9228 0.9300 0.9173 0.9177 0.9122 0.9321 0.9048 0.0000 0.0118 0.0018 0.2033

120217 0.9177 0.9206 0.9155 0.9183 0.9135 0.9388 0.9048 0.0000 0.0149 0.0017 0.1859

120220 0.9183 0.9178 0.9085 0.9115 0.9079 0.9328 0.9048 0.0000 0.0149 0.0016 0.1735

120221 0.9115 0.9148 0.9080 0.9120 0.9029 0.9276 0.9048 0.0000 0.0149 0.0015 0.1603

120222 0.9120 0.9137 0.9093 0.9103 0.9037 0.9221 0.9048 0.0000 0.0112 0.0014 0.1516

120223 0.9103 0.9114 0.9008 0.9018 SP 0.9048 562.50 34785.67 -193.32 0.9037 0.9221 0.9048 0.0000 0.0112 0.0012 0.1374

120224 0.9018 0.9027 0.8927 0.8948 BV 0.8969 0.8969 0.9180 0.8893 0.0000 0.0129 0.0011 0.1228

120227 0.8948 0.9010 0.8935 0.8987 0.8887 0.9093 0.8893 0.0000 0.0129 0.0011 0.1161

120228 0.8987 0.9001 0.8941 0.8950 0.8882 0.9088 0.8893 0.0000 0.0129 0.0010 0.1127

120229 0.8950 0.9052 0.8932 0.9045 0.8884 0.9083 0.8893 0.0000 0.0124 0.0010 0.1143

120301 0.9045 0.9075 0.9017 0.9058 0.8887 0.9126 0.8893 0.0000 0.0148 0.0010 0.1101

120302 0.9058 0.9152 0.9042 0.9137 0.8940 0.9180 0.8893 0.0000 0.0148 0.0009 0.1037

120305 0.9137 0.9169 0.9102 0.9121 0.8988 0.9231 0.8893 0.0000 0.0148 0.0008 0.0919

120306 0.9121 0.9199 0.9110 0.9188 0.9035 0.9256 0.8893 0.0000 0.0133 0.0007 0.0794

120307 0.9188 0.9204 0.9152 0.9165 0.9053 0.9274 0.8893 0.0000 0.0133 0.0006 0.0682

120308 0.9165 0.9179 0.9067 0.9084 0.9095 0.9273 0.8893 0.0000 0.0106 0.0005 0.0601

120309 0.9084 0.9210 0.9072 0.9192 0.9020 0.9241 0.8893 0.0000 0.0135 0.0005 0.0571

120312 0.9192 0.9222 0.9162 0.9169 0.9012 0.9286 0.8893 0.0000 0.0165 0.0004 0.0475

120313 0.9169 0.9249 0.9141 0.9236 0.9060 0.9337 0.8893 0.0000 0.0165 0.0003 0.0362

120314 0.9236 0.9331 0.9232 0.9302 0.9061 0.9339 0.8893 0.0000 0.0165 0.0002 0.0235

120315 0.9302 0.9335 0.9202 0.9217 0.9173 0.9391 0.8893 0.0000 0.0128 0.0000 0.0021

120316 0.9217 0.9254 0.9149 0.9160 0.9136 0.9399 0.8893 0.0000 0.0155 -0.0002 -0.0180

120319 0.9160 0.9178 0.9091 0.9114 0.9070 0.9329 0.8893 0.0000 0.0155 -0.0002 -0.0264

120320 0.9114 0.9154 0.9100 0.9121 0.9005 0.9261 0.8893 0.0000 0.0155 -0.0002 -0.0254

120321 0.9121 0.9149 0.9074 0.9128 0.9024 0.9228 0.8893 0.0000 0.0124 -0.0002 -0.0234

120322 0.9128 0.9179 0.9096 0.9140 0.9024 0.9195 0.8893 0.0000 0.0104 -0.0002 -0.0250

120323 0.9140 0.9140 0.9067 0.9084 0.9054 0.9218 0.8893 0.0000 0.0099 -0.0002 -0.0272

120326 0.9084 0.9137 0.9021 0.9026 0.9020 0.9183 0.8893 0.0000 0.0099 -0.0003 -0.0305

120327 0.9026 0.9053 0.9013 0.9042 0.8961 0.9191 0.8893 0.0000 0.0141 -0.0003 -0.0328

120328 0.9042 0.9082 0.9015 0.9048 0.8917 0.9144 0.8893 0.0000 0.0141 -0.0003 -0.0344

120329 0.9048 0.9093 0.9033 0.9068 0.8932 0.9160 0.8893 0.0000 0.0141 -0.0003 -0.0349

120330 0.9068 0.9065 0.9009 0.9025 0.8994 0.9127 0.8893 0.0000 0.0082 -0.0003 -0.0322

120402 0.9025 0.9071 0.9002 0.9032 0.8969 0.9102 0.8893 0.0000 0.0082 -0.0002 -0.0258

120403 0.9032 0.9115 0.9004 0.9102 SV 0.9104 -1068.75 33716.92 -1262.07 0.8967 0.9104 0.8893 0.0000 0.0085 -0.0002 -0.0197

120403 0.9032 0.9115 0.9004 0.9102 SV 0.9104 0.8967 0.9104 0.9184 0.0000 0.0085 -0.0002 -0.0197

120404 0.9102 0.9183 0.9096 0.9160 0.8949 0.9169 0.9184 0.0000 0.0135 -0.0001 -0.0110

120405 0.9160 0.9223 0.9144 0.9199 BP 0.9184 562.50 34279.42 -699.57 0.9029 0.9252 0.9184 0.0000 0.0135 0.0000 -0.0008

120406 0.9199 0.9206 0.9161 0.9176 0.9073 0.9298 0.9184 0.0000 0.0135 0.0000 0.0055

120409 0.9176 0.9217 0.9147 0.9164 0.9098 0.9273 0.9184 0.0000 0.0104 0.0001 0.0155

120410 0.9164 0.9210 0.9147 0.9186 0.9106 0.9263 0.9184 0.0000 0.0094 0.0002 0.0228

120411 0.9186 0.9194 0.9129 0.9176 0.9112 0.9250 0.9184 0.0000 0.0083 0.0002 0.0264

120412 0.9176 0.9179 0.9092 0.9110 BV 0.9095 0.9095 0.9233 0.9016 0.0000 0.0083 0.0002 0.0259

120413 0.9110 0.9202 0.9105 0.9199 0.9052 0.9225 0.9016 0.0000 0.0104 0.0003 0.0276

120416 0.9199 0.9252 0.9140 0.9146 0.9060 0.9252 0.9016 0.0000 0.0116 0.0002 0.0216

120417 0.9146 0.9182 0.9126 0.9148 0.9088 0.9309 0.9016 0.0000 0.0132 0.0001 0.0137

120418 0.9148 0.9210 0.9145 0.9163 0.9047 0.9267 0.9016 0.0000 0.0132 0.0001 0.0152

120419 0.9163 0.9195 0.9129 0.9152 0.9069 0.9290 0.9016 0.0000 0.0132 0.0001 0.0099

120420 0.9152 0.9155 0.9086 0.9089 0.9098 0.9228 0.9016 0.0000 0.0079 0.0000 0.0034

120423 0.9089 0.9172 0.9092 0.9136 0.9052 0.9189 0.9016 0.0000 0.0083 0.0000 -0.0011

120424 0.9136 0.9142 0.9090 0.9112 0.9052 0.9211 0.9016 0.0000 0.0096 -0.0002 -0.0167

120425 0.9112 0.9122 0.9078 0.9091 0.9036 0.9194 0.9016 0.0000 0.0096 -0.0003 -0.0279

120426 0.9091 0.9103 0.9059 0.9076 0.9020 0.9177 0.9016 0.0000 0.0096 -0.0003 -0.0317

120427 0.9076 0.9133 0.9047 0.9066 SV 0.9131 -306.25 33973.17 -1005.82 0.9029 0.9131 0.9016 0.0000 0.0063 -0.0003 -0.0282

120427 0.9076 0.9133 0.9047 0.9066 SV 0.9131 0.9029 0.9131 0.9211 0.0000 0.0063 -0.0003 -0.0282

120430 0.9066 0.9097 0.9056 0.9075 0.9003 0.9173 0.9211 0.0000 0.0104 -0.0002 -0.0250

120501 0.9075 0.9100 0.9042 0.9079 0.8990 0.9160 0.9211 0.0000 0.0104 -0.0002 -0.0208

120502 0.9079 0.9157 0.9076 0.9133 0.8986 0.9155 0.9211 0.0000 0.0104 -0.0002 -0.0188

120503 0.9133 0.9174 0.9111 0.9131 0.9035 0.9195 0.9211 0.0000 0.0097 -0.0002 -0.0177

120504 0.9131 0.9184 0.9116 0.9176 0.9061 0.9223 0.9211 0.0000 0.0097 -0.0001 -0.0142

120507 0.9176 0.9271 0.9195 0.9200 BP 0.9211 562.50 34535.67 -443.32 0.9069 0.9230 0.9211 0.0000 0.0097 -0.0001 -0.0095

120508 0.9200 0.9251 0.9196 0.9227 0.9158 0.9308 0.9211 0.0000 0.0089 -0.0001 -0.0113

120509 0.9227 0.9302 0.9236 0.9280 SV 0.9298 0.9148 0.9298 0.9382 0.0000 0.0089 -0.0001 -0.0138

120510 0.9280 0.9293 0.9254 0.9277 0.9193 0.9344 0.9382 0.0000 0.0089 -0.0001 -0.0163

120511 0.9277 0.9307 0.9270 0.9294 0.9207 0.9338 0.9382 0.0000 0.0077 -0.0002 -0.0175

120514 0.9294 0.9365 0.9301 0.9354 0.9222 0.9353 0.9382 0.0000 0.0077 -0.0002 -0.0226

120515 0.9354 0.9441 0.9334 0.9435 BP 0.9382 562.50 35098.17 0.00 0.9268 0.9394 0.9382 0.0000 0.0073 -0.0003 -0.0385

120516 0.9435 0.9471 0.9414 0.9438 0.9276 0.9488 0.9382 0.0000 0.0121 -0.0006 -0.0632

120517 0.9438 0.9481 0.9421 0.9455 0.9327 0.9541 0.9382 0.0000 0.0121 -0.0008 -0.0891

120518 0.9455 0.9500 0.9388 0.9403 0.9333 0.9547 0.9382 0.0000 0.0121 -0.0010 -0.1137

120521 0.9403 0.9438 0.9366 0.9372 0.9320 0.9540 0.9382 0.0000 0.0126 -0.0012 -0.1349

120522 0.9372 0.9488 0.9372 0.9473 0.9277 0.9497 0.9382 0.0000 0.0126 -0.0014 -0.1493

120523 0.9473 0.9573 0.9467 0.9542 SV 0.9527 0.9298 0.9527 0.9614 0.0000 0.0130 -0.0015 -0.1628

120524 0.9542 0.9595 0.9534 0.9585 0.9383 0.9616 0.9614 0.0000 0.0130 -0.0017 -0.1860

120525 0.9585 0.9611 0.9535 0.9595 0.9423 0.9658 0.9614 0.0000 0.0130 -0.0019 -0.2117

120528 0.9595 0.9596 0.9526 0.9582 0.9444 0.9655 0.9614 0.0000 0.0117 -0.0021 -0.2326

120529 0.9582 0.9638 0.9560 0.9612 BP 0.9614 562.50 35660.67 0.00 0.9468 0.9617 0.9614 0.0000 0.0083 -0.0023 -0.2518

120530 0.9612 0.9714 0.9613 0.9706 SV 0.9655 0.9502 0.9655 0.9746 0.0000 0.0085 -0.0025 -0.2698

120531 0.9706 0.9736 0.9666 0.9705 0.9537 0.9735 0.9746 0.0000 0.0108 -0.0026 -0.2862

120601 0.9705 0.9772 0.9640 0.9677 BP 0.9746 562.50 36223.17 0.00 0.9571 0.9771 0.9746 0.0000 0.0108 -0.0028 -0.3034

120604 0.9677 0.9696 0.9597 0.9609 0.9537 0.9796 0.9746 0.0000 0.0140 -0.0029 -0.3142

120605 0.9609 0.9676 0.9577 0.9649 0.9480 0.9735 0.9746 0.0000 0.0140 -0.0029 -0.3137

120606 0.9649 0.9653 0.9541 0.9549 0.9461 0.9716 0.9746 0.0000 0.0140 -0.0028 -0.3077

120607 0.9549 0.9578 0.9513 0.9543 0.9455 0.9676 0.9746 0.0000 0.0122 -0.0027 -0.2935

120608 0.9543 0.9658 0.9552 0.9605 SV 0.9626 0.9408 0.9626 0.9715 0.0000 0.0122 -0.0025 -0.2720

120611 0.9605 0.9623 0.9479 0.9619 0.9468 0.9688 0.9715 0.0000 0.0122 -0.0023 -0.2523

120612 0.9619 0.9650 0.9585 0.9607 0.9378 0.9661 0.9715 0.0000 0.0158 -0.0021 -0.2312

120613 0.9607 0.9628 0.9521 0.9553 0.9446 0.9732 0.9715 0.0000 0.0158 -0.0019 -0.2124

120614 0.9553 0.9574 0.9506 0.9520 0.9407 0.9692 0.9715 0.0000 0.0158 -0.0017 -0.1883

120615 0.9520 0.9538 0.9486 0.9496 0.9419 0.9628 0.9715 0.0000 0.0117 -0.0015 -0.1648

120618 0.9496 0.9564 0.9423 0.9547 0.9394 0.9603 0.9715 0.0000 0.0117 -0.0012 -0.1372

120619 0.9547 0.9555 0.9428 0.9462 0.9341 0.9618 0.9715 0.0000 0.0156 -0.0010 -0.1129

120620 0.9462 0.9502 0.9425 0.9478 0.9342 0.9621 0.9715 0.0000 0.0156 -0.0008 -0.0845

120621 0.9478 0.9583 0.9457 0.9571 0.9319 0.9596 0.9715 0.0000 0.0156 -0.0005 -0.0551

120622 0.9571 0.9592 0.9544 0.9556 0.9391 0.9643 0.9715 0.0000 0.0141 -0.0003 -0.0356

120625 0.9556 0.9629 0.9556 0.9606 0.9441 0.9693 0.9715 0.0000 0.0139 -0.0002 -0.0235

120626 0.9606 0.9652 0.9585 0.9608 0.9465 0.9718 0.9715 0.0000 0.0139 -0.0002 -0.0170

Page 36: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

120627 0.9608 0.9650 0.9602 0.9631 0.9546 0.9691 0.9715 0.0000 0.0079 -0.0001 -0.0121

120628 0.9631 0.9678 0.9592 0.9649 0.9553 0.9699 0.9715 0.0000 0.0079 0.0000 -0.0051

120629 0.9649 0.9660 0.9463 0.9490 BV 0.9551 -543.75 35679.42 -543.75 0.9551 0.9721 0.9715 0.0000 0.0093 0.0001 0.0059

120629 0.9649 0.9660 0.9463 0.9490 BV 0.9551 0.9551 0.9721 0.9464 0.0000 0.0093 0.0001 0.0059

120629 0.9649 0.9660 0.9463 0.9490 SP 0.9464 562.50 36241.92 0.00 0.9551 0.9721 0.9464 0.0000 0.0093 0.0001 0.0059

120702 0.9490 0.9559 0.9475 0.9543 0.9374 0.9764 0.9464 0.0000 0.0216 0.0002 0.0225

120703 0.9543 0.9564 0.9513 0.9525 0.9334 0.9721 0.9464 0.0000 0.0216 0.0003 0.0327

120704 0.9525 0.9605 0.9527 0.9583 0.9355 0.9745 0.9464 0.0000 0.0216 0.0003 0.0379

120705 0.9583 0.9716 0.9581 0.9693 SV 0.9654 0.9486 0.9654 0.9745 0.0000 0.0093 0.0004 0.0387

120706 0.9693 0.9795 0.9685 0.9782 BP 0.9745 562.50 36804.42 0.00 0.9520 0.9788 0.9745 0.0000 0.0145 0.0003 0.0325

120709 0.9782 0.9818 0.9740 0.9753 0.9607 0.9880 0.9745 0.0000 0.0145 0.0001 0.0158

120710 0.9753 0.9815 0.9738 0.9801 0.9642 0.9917 0.9745 0.0000 0.0145 -0.0001 -0.0083

120711 0.9801 0.9832 0.9767 0.9814 0.9664 0.9883 0.9745 0.0000 0.0116 -0.0003 -0.0354

120712 0.9814 0.9870 0.9803 0.9833 0.9717 0.9873 0.9745 0.0000 0.0082 -0.0006 -0.0630

120713 0.9833 0.9873 0.9797 0.9811 0.9753 0.9908 0.9745 0.0000 0.0081 -0.0008 -0.0868

120716 0.9811 0.9864 0.9771 0.9779 0.9752 0.9902 0.9745 0.0000 0.0079 -0.0010 -0.1085

120717 0.9779 0.9852 0.9751 0.9781 0.9715 0.9899 0.9745 0.0000 0.0096 -0.0011 -0.1222

120718 0.9781 0.9830 0.9761 0.9781 0.9690 0.9889 0.9745 0.0000 0.0105 -0.0012 -0.1300

120719 0.9781 0.9820 0.9746 0.9785 0.9682 0.9881 0.9745 0.0000 0.0105 -0.0013 -0.1417

120720 0.9785 0.9888 0.9779 0.9872 SV 0.9869 0.9669 0.9869 0.9963 0.0000 0.0105 -0.0014 -0.1486

120723 0.9872 0.9951 0.9887 0.9891 0.9710 0.9925 0.9963 0.0000 0.0113 -0.0015 -0.1633

120724 0.9891 0.9972 0.9895 0.9954 BP 0.9963 562.50 37366.92 0.00 0.9791 1.0010 0.9963 0.0000 0.0113 -0.0016 -0.1774

120725 0.9954 0.9964 0.9869 0.9882 0.9804 1.0023 0.9963 0.0000 0.0113 -0.0017 -0.1886

120726 0.9882 0.9910 0.9740 0.9776 BV 0.9806 0.9806 0.9993 0.9714 0.0000 0.0097 -0.0017 -0.1917

120727 0.9776 0.9809 0.9692 0.9749 SP 0.9714 562.50 37929.42 0.00 0.9629 0.9963 0.9714 0.0000 0.0176 -0.0017 -0.1845

120730 0.9749 0.9823 0.9732 0.9800 0.9560 0.9890 0.9714 0.0000 0.0176 -0.0015 -0.1677

120731 0.9800 0.9805 0.9739 0.9758 0.9590 0.9921 0.9714 0.0000 0.0176 -0.0014 -0.1508

120801 0.9758 0.9831 0.9738 0.9814 0.9641 0.9874 0.9714 0.0000 0.0123 -0.0012 -0.1369

120802 0.9814 0.9899 0.9691 0.9863 SV 0.9866 0.9681 0.9866 0.9960 0.0000 0.0097 -0.0012 -0.1265

120803 0.9863 0.9873 0.9691 0.9706 0.9568 0.9979 0.9960 0.0000 0.0217 -0.0011 -0.1196

120806 0.9706 0.9734 0.9656 0.9674 0.9558 0.9968 0.9960 0.0000 0.0217 -0.0010 -0.1079

120807 0.9674 0.9706 0.9653 0.9682 0.9480 0.9881 0.9960 0.0000 0.0217 -0.0008 -0.0906

120808 0.9682 0.9745 0.9678 0.9717 0.9494 0.9845 0.9960 0.0000 0.0190 -0.0007 -0.0734

120809 0.9717 0.9790 0.9690 0.9768 0.9631 0.9786 0.9960 0.0000 0.0083 -0.0004 -0.0490

120810 0.9768 0.9810 0.9749 0.9766 0.9639 0.9837 0.9960 0.0000 0.0105 -0.0002 -0.0255

120813 0.9766 0.9795 0.9704 0.9737 0.9681 0.9879 0.9960 0.0000 0.0105 0.0000 -0.0035

120814 0.9737 0.9751 0.9698 0.9743 0.9653 0.9851 0.9960 0.0000 0.0105 0.0002 0.0189

120815 0.9743 0.9792 0.9730 0.9772 0.9639 0.9818 0.9960 0.0000 0.0096 0.0003 0.0351

120816 0.9772 0.9799 0.9702 0.9715 0.9675 0.9856 0.9960 0.0000 0.0096 0.0004 0.0405

120817 0.9715 0.9773 0.9697 0.9748 0.9660 0.9852 0.9960 0.0000 0.0102 0.0004 0.0466

120820 0.9748 0.9768 0.9709 0.9729 0.9645 0.9837 0.9960 0.0000 0.0102 0.0005 0.0511

120821 0.9729 0.9728 0.9613 0.9634 BV 0.9649 -1462.50 36466.92 -1462.50 0.9649 0.9841 0.9960 0.0000 0.0102 0.0005 0.0540

120821 0.9729 0.9728 0.9613 0.9634 BV 0.9649 0.9649 0.9841 0.9560 0.0000 0.0102 0.0005 0.0540

120822 0.9634 0.9660 0.9577 0.9593 0.9564 0.9792 0.9560 0.0000 0.0123 0.0005 0.0602

120823 0.9593 0.9589 0.9534 0.9560 SP 0.9560 562.50 37029.42 -881.86 0.9515 0.9740 0.9560 0.0000 0.0123 0.0006 0.0703

120824 0.9560 0.9621 0.9554 0.9594 0.9461 0.9683 0.9560 0.0000 0.0123 0.0008 0.0854

120827 0.9594 0.9615 0.9571 0.9609 0.9514 0.9678 0.9560 0.0000 0.0090 0.0009 0.0972

120828 0.9609 0.9635 0.9541 0.9557 0.9534 0.9667 0.9560 0.0000 0.0073 0.0010 0.1074

120829 0.9557 0.9593 0.9548 0.9583 0.9507 0.9693 0.9560 0.0000 0.0102 0.0011 0.1188

120830 0.9583 0.9617 0.9553 0.9594 0.9489 0.9676 0.9560 0.0000 0.0102 0.0011 0.1234

120831 0.9594 0.9612 0.9503 0.9544 BV 0.9504 0.9504 0.9690 0.9418 0.0000 0.0102 0.0011 0.1195

120903 0.9544 0.9561 0.9518 0.9533 0.9463 0.9679 0.9418 0.0000 0.0119 0.0010 0.1139

120904 0.9533 0.9566 0.9503 0.9556 0.9445 0.9660 0.9418 0.0000 0.0119 0.0010 0.1104

120905 0.9556 0.9608 0.9529 0.9557 0.9440 0.9655 0.9418 0.0000 0.0119 0.0010 0.1129

120906 0.9557 0.9597 0.9519 0.9533 0.9499 0.9656 0.9418 0.0000 0.0086 0.0011 0.1169

120907 0.9533 0.9580 0.9433 0.9451 0.9489 0.9646 0.9418 0.0000 0.0086 0.0011 0.1178

120910 0.9451 0.9485 0.9429 0.9462 0.9380 0.9672 0.9418 0.0000 0.0163 0.0011 0.1245

120911 0.9462 0.9470 0.9373 0.9388 SP 0.9418 562.50 37591.92 -319.36 0.9334 0.9623 0.9418 0.0000 0.0163 0.0012 0.1294

120912 0.9388 0.9404 0.9337 0.9375 0.9299 0.9586 0.9418 0.0000 0.0163 0.0012 0.1345

120913 0.9375 0.9421 0.9343 0.9349 0.9290 0.9480 0.9418 0.0000 0.0109 0.0013 0.1461

120914 0.9349 0.9356 0.9235 0.9268 BV 0.9302 0.9302 0.9494 0.9220 0.0000 0.0109 0.0015 0.1615

120917 0.9268 0.9297 0.9243 0.9282 0.9198 0.9439 0.9220 0.0000 0.0140 0.0017 0.1835

120918 0.9282 0.9298 0.9246 0.9291 0.9176 0.9415 0.9220 0.0000 0.0140 0.0018 0.2009

120919 0.9291 0.9307 0.9256 0.9276 0.9179 0.9419 0.9220 0.0000 0.0140 0.0019 0.2116

120920 0.9276 0.9356 0.9254 0.9330 SV 0.9347 -356.25 37235.67 -675.61 0.9240 0.9347 0.9220 0.0000 0.0063 0.0020 0.2167

120920 0.9276 0.9356 0.9254 0.9330 SV 0.9347 0.9240 0.9347 0.9431 0.0000 0.0063 0.0020 0.2167

120921 0.9330 0.9344 0.9279 0.9322 0.9227 0.9430 0.9431 0.0000 0.0118 0.0020 0.2181

120924 0.9322 0.9392 0.9321 0.9359 0.9233 0.9436 0.9431 0.0000 0.0118 0.0020 0.2178

120925 0.9359 0.9384 0.9327 0.9373 0.9276 0.9481 0.9431 0.0000 0.0118 0.0019 0.2077

120926 0.9373 0.9417 0.9368 0.9399 0.9300 0.9440 0.9431 0.0000 0.0081 0.0018 0.1969

120927 0.9399 0.9417 0.9354 0.9370 0.9334 0.9477 0.9431 0.0000 0.0081 0.0016 0.1805

120928 0.9370 0.9415 0.9332 0.9407 BV 0.9334 -131.25 37104.42 -806.86 0.9334 0.9459 0.9431 0.0000 0.0072 0.0015 0.1635

120928 0.9370 0.9415 0.9332 0.9407 BV 0.9334 0.9334 0.9459 0.9251 0.0000 0.0072 0.0015 0.1635

121001 0.9407 0.9438 0.9349 0.9385 0.9304 0.9469 0.9251 0.0000 0.0094 0.0014 0.1509

121002 0.9385 0.9388 0.9333 0.9360 0.9318 0.9495 0.9251 0.0000 0.0101 0.0013 0.1405

121003 0.9360 0.9398 0.9348 0.9388 0.9285 0.9461 0.9251 0.0000 0.0101 0.0012 0.1361

121004 0.9388 0.9386 0.9294 0.9304 0.9297 0.9472 0.9251 0.0000 0.0101 0.0011 0.1259

121005 0.9304 0.9324 0.9269 0.9304 0.9260 0.9443 0.9251 0.0000 0.0105 0.0011 0.1182

121008 0.9304 0.9357 0.9298 0.9326 0.9217 0.9398 0.9251 0.0000 0.0105 0.0010 0.1133

121009 0.9326 0.9416 0.9323 0.9410 0.9246 0.9429 0.9251 0.0000 0.0105 0.0009 0.1042

121010 0.9410 0.9432 0.9373 0.9384 0.9286 0.9471 0.9251 0.0000 0.0106 0.0008 0.0870

121011 0.9384 0.9418 0.9331 0.9345 0.9317 0.9503 0.9251 0.0000 0.0106 0.0006 0.0705

121012 0.9345 0.9357 0.9304 0.9332 0.9289 0.9472 0.9251 0.0000 0.0106 0.0005 0.0574

121015 0.9332 0.9372 0.9317 0.9331 0.9250 0.9421 0.9251 0.0000 0.0099 0.0004 0.0458

121016 0.9331 0.9335 0.9253 0.9263 0.9262 0.9433 0.9251 0.0000 0.0099 0.0003 0.0298

121017 0.9263 0.9247 0.9206 0.9221 SP 0.9251 562.50 37666.92 -244.36 0.9215 0.9377 0.9251 0.0000 0.0095 0.0002 0.0190

121018 0.9221 0.9257 0.9207 0.9247 0.9148 0.9308 0.9251 0.0000 0.0095 0.0002 0.0179

121019 0.9247 0.9290 0.9239 0.9285 0.9154 0.9314 0.9251 0.0000 0.0095 0.0002 0.0167

121022 0.9285 0.9289 0.9246 0.9272 0.9215 0.9316 0.9251 0.0000 0.0059 0.0001 0.0154

121023 0.9272 0.9343 0.9260 0.9329 SV 0.9319 0.9218 0.9319 0.9403 0.0000 0.0059 0.0002 0.0172

121024 0.9329 0.9365 0.9313 0.9330 0.9221 0.9385 0.9403 0.0000 0.0096 0.0001 0.0144

121025 0.9330 0.9347 0.9288 0.9342 0.9258 0.9424 0.9403 0.0000 0.0096 0.0002 0.0174

121026 0.9342 0.9386 0.9333 0.9351 0.9238 0.9403 0.9403 0.0000 0.0096 0.0002 0.0229

121029 0.9351 0.9381 0.9328 0.9364 0.9302 0.9421 0.9403 0.0000 0.0068 0.0002 0.0255

121030 0.9364 0.9375 0.9301 0.9322 0.9297 0.9415 0.9403 0.0000 0.0068 0.0003 0.0283

121031 0.9322 0.9333 0.9273 0.9316 0.9267 0.9414 0.9403 0.0000 0.0085 0.0003 0.0307

121101 0.9316 0.9343 0.9292 0.9322 0.9234 0.9379 0.9403 0.0000 0.0085 0.0003 0.0353

121102 0.9322 0.9414 0.9314 0.9406 BP 0.9403 562.50 38229.42 0.00 0.9247 0.9393 0.9403 0.0000 0.0085 0.0003 0.0346

121105 0.9406 0.9449 0.9400 0.9435 0.9269 0.9467 0.9403 0.0000 0.0114 0.0003 0.0277

121106 0.9435 0.9460 0.9415 0.9431 0.9327 0.9527 0.9403 0.0000 0.0114 0.0001 0.0131

121107 0.9431 0.9473 0.9381 0.9447 0.9338 0.9539 0.9403 0.0000 0.0114 0.0000 -0.0006

121108 0.9447 0.9482 0.9441 0.9459 0.9335 0.9517 0.9403 0.0000 0.0104 -0.0001 -0.0142

121109 0.9459 0.9501 0.9429 0.9484 0.9368 0.9551 0.9403 0.0000 0.0104 -0.0003 -0.0305

121112 0.9484 0.9498 0.9464 0.9479 0.9370 0.9554 0.9403 0.0000 0.0104 -0.0004 -0.0443

121113 0.9479 0.9515 0.9459 0.9473 0.9406 0.9548 0.9403 0.0000 0.0080 -0.0005 -0.0599

121114 0.9473 0.9477 0.9423 0.9451 0.9411 0.9554 0.9403 0.0000 0.0080 -0.0006 -0.0700

121115 0.9451 0.9463 0.9395 0.9430 0.9391 0.9501 0.9403 0.0000 0.0062 -0.0007 -0.0733

121116 0.9430 0.9491 0.9420 0.9458 0.9357 0.9491 0.9403 0.0000 0.0076 -0.0007 -0.0764

121119 0.9458 0.9458 0.9390 0.9404 0.9380 0.9520 0.9403 0.0000 0.0079 -0.0008 -0.0868

121120 0.9404 0.9430 0.9391 0.9399 0.9348 0.9488 0.9403 0.0000 0.0079 -0.0009 -0.0945

121121 0.9399 0.9460 0.9375 0.9389 0.9334 0.9473 0.9403 0.0000 0.0079 -0.0009 -0.0980

121122 0.9389 0.9394 0.9338 0.9353 0.9326 0.9494 0.9403 0.0000 0.0096 -0.0009 -0.0979

121123 0.9353 0.9358 0.9263 0.9274 BV 0.9276 0.9276 0.9442 0.9194 0.0000 0.0096 -0.0009 -0.0939

121126 0.9274 0.9300 0.9271 0.9277 0.9210 0.9398 0.9194 0.0000 0.0110 -0.0007 -0.0782

121127 0.9277 0.9325 0.9253 0.9309 0.9188 0.9375 0.9194 0.0000 0.0110 -0.0005 -0.0549

Page 37: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

121128 0.9309 0.9341 0.9289 0.9305 0.9193 0.9380 0.9194 0.0000 0.0110 -0.0003 -0.0336

121129 0.9305 0.9303 0.9251 0.9280 0.9243 0.9386 0.9194 0.0000 0.0083 -0.0002 -0.0170

121130 0.9280 0.9292 0.9246 0.9266 0.9206 0.9348 0.9194 0.0000 0.0083 0.0000 0.0033

121203 0.9266 0.9287 0.9238 0.9258 0.9219 0.9321 0.9194 0.0000 0.0060 0.0002 0.0205

121204 0.9258 0.9294 0.9245 0.9261 0.9213 0.9316 0.9194 0.0000 0.0060 0.0003 0.0354

121205 0.9261 0.9299 0.9249 0.9260 0.9223 0.9321 0.9194 0.0000 0.0057 0.0005 0.0503

121206 0.9260 0.9340 0.9256 0.9330 SV 0.9327 -406.25 37823.17 -406.25 0.9228 0.9327 0.9194 0.0000 0.0058 0.0006 0.0614

121206 0.9260 0.9340 0.9256 0.9330 SV 0.9327 0.9228 0.9327 0.9411 0.0000 0.0058 0.0006 0.0614

121207 0.9330 0.9388 0.9321 0.9343 0.9221 0.9388 0.9411 0.0000 0.0097 0.0006 0.0682

121210 0.9343 0.9373 0.9319 0.9334 0.9277 0.9446 0.9411 0.0000 0.0097 0.0007 0.0732

121211 0.9334 0.9369 0.9313 0.9325 0.9270 0.9438 0.9411 0.0000 0.0097 0.0007 0.0816

121212 0.9325 0.9328 0.9242 0.9265 BV 0.9281 -368.75 37454.42 -775.00 0.9281 0.9414 0.9411 0.0000 0.0077 0.0008 0.0897

121212 0.9325 0.9328 0.9242 0.9265 BV 0.9281 0.9281 0.9414 0.9199 0.0000 0.0077 0.0008 0.0897

121213 0.9265 0.9275 0.9226 0.9239 0.9209 0.9379 0.9199 0.0000 0.0100 0.0009 0.0975

121214 0.9239 0.9247 0.9161 0.9183 SP 0.9199 562.50 38016.92 -340.43 0.9175 0.9345 0.9199 0.0000 0.0100 0.0009 0.1026

121217 0.9183 0.9194 0.9158 0.9178 0.9129 0.9300 0.9199 0.0000 0.0102 0.0010 0.1104

121218 0.9178 0.9186 0.9120 0.9134 0.9102 0.9271 0.9199 0.0000 0.0102 0.0011 0.1187

121219 0.9134 0.9137 0.9088 0.9121 0.9080 0.9249 0.9199 0.0000 0.0102 0.0011 0.1256

121220 0.9121 0.9155 0.9082 0.9116 0.9056 0.9186 0.9199 0.0000 0.0079 0.0012 0.1322

121221 0.9116 0.9179 0.9110 0.9165 0.9056 0.9201 0.9199 0.0000 0.0088 0.0012 0.1352

121224 0.9165 0.9171 0.9120 0.9161 0.9082 0.9228 0.9199 0.0000 0.0088 0.0012 0.1323

121225 0.9161 0.9171 0.9140 0.9142 0.9083 0.9228 0.9199 0.0000 0.0088 0.0012 0.1302

121226 0.9142 0.9167 0.9110 0.9133 0.9096 0.9234 0.9199 0.0000 0.0083 0.0012 0.1281

121227 0.9133 0.9157 0.9088 0.9130 BV 0.9089 0.9089 0.9202 0.9011 0.0000 0.0068 0.0011 0.1228

121228 0.9130 0.9182 0.9118 0.9131 0.9063 0.9200 0.9011 0.0000 0.0083 0.0011 0.1202

121231 0.9131 0.9167 0.9113 0.9156 0.9089 0.9227 0.9011 0.0000 0.0083 0.0010 0.1148

130101 0.9156 0.9216 0.9152 0.9156 0.9079 0.9217 0.9011 0.0000 0.0083 0.0010 0.1073

130102 0.9156 0.9199 0.9070 0.9184 0.9127 0.9255 0.9011 0.0000 0.0076 0.0009 0.0996

130103 0.9184 0.9267 0.9174 0.9267 0.9020 0.9276 0.9011 0.0000 0.0155 0.0009 0.0994

130104 0.9267 0.9303 0.9228 0.9239 0.9103 0.9364 0.9011 0.0000 0.0155 0.0008 0.0915

130107 0.9239 0.9287 0.9208 0.9221 0.9146 0.9409 0.9011 0.0000 0.0155 0.0007 0.0800

130108 0.9221 0.9257 0.9202 0.9240 0.9162 0.9348 0.9011 0.0000 0.0109 0.0006 0.0682

130109 0.9240 0.9274 0.9232 0.9251 0.9157 0.9313 0.9011 0.0000 0.0092 0.0005 0.0600

130110 0.9251 0.9269 0.9134 0.9150 0.9179 0.9336 0.9011 0.0000 0.0092 0.0005 0.0505

130111 0.9150 0.9179 0.9108 0.9138 0.9075 0.9343 0.9011 0.0000 0.0159 0.0004 0.0483

130114 0.9138 0.9229 0.9120 0.9211 0.9020 0.9284 0.9011 0.0000 0.0159 0.0004 0.0490

130115 0.9211 0.9332 0.9212 0.9313 SV 0.9315 -1706.25 36310.67 -2046.68 0.9049 0.9315 0.9011 0.0000 0.0159 0.0004 0.0442

130115 0.9211 0.9332 0.9212 0.9313 SV 0.9315 0.9049 0.9315 0.9399 0.0000 0.0159 0.0004 0.0442

130116 0.9313 0.9329 0.9280 0.9314 0.9158 0.9395 0.9399 0.0000 0.0140 0.0002 0.0254

130117 0.9314 0.9360 0.9292 0.9330 0.9186 0.9426 0.9399 0.0000 0.0140 0.0000 0.0001

130118 0.9330 0.9389 0.9305 0.9343 0.9204 0.9445 0.9399 0.0000 0.0140 -0.0002 -0.0264

130121 0.9343 0.9352 0.9308 0.9321 0.9260 0.9426 0.9399 0.0000 0.0096 -0.0005 -0.0541

130122 0.9321 0.9347 0.9272 0.9290 0.9242 0.9407 0.9399 0.0000 0.0096 -0.0007 -0.0743

130123 0.9290 0.9316 0.9278 0.9295 0.9220 0.9385 0.9399 0.0000 0.0096 -0.0008 -0.0886

130124 0.9295 0.9325 0.9277 0.9280 0.9217 0.9364 0.9399 0.0000 0.0087 -0.0009 -0.0968

130125 0.9280 0.9307 0.9222 0.9268 0.9220 0.9368 0.9399 0.0000 0.0087 -0.0009 -0.1019

130128 0.9268 0.9292 0.9254 0.9264 0.9173 0.9341 0.9399 0.0000 0.0099 -0.0009 -0.1005

130129 0.9264 0.9268 0.9192 0.9218 0.9182 0.9350 0.9399 0.0000 0.0099 -0.0009 -0.0953

130130 0.9218 0.9227 0.9090 0.9108 BV 0.9140 -1325.00 34985.67 -3371.68 0.9140 0.9307 0.9399 0.0000 0.0099 -0.0008 -0.0851

130130 0.9218 0.9227 0.9090 0.9108 BV 0.9140 0.9140 0.9307 0.9060 0.0000 0.0099 -0.0008 -0.0851

130131 0.9108 0.9120 0.9073 0.9100 0.9016 0.9286 0.9060 0.0000 0.0163 -0.0006 -0.0695

130201 0.9100 0.9109 0.9015 0.9071 SP 0.9060 562.50 35548.17 -2809.18 0.8958 0.9225 0.9060 0.0000 0.0163 -0.0005 -0.0496

130204 0.9071 0.9117 0.9065 0.9083 0.8928 0.9193 0.9060 0.0000 0.0163 -0.0002 -0.0269

130205 0.9083 0.9116 0.9070 0.9083 0.8998 0.9185 0.9060 0.0000 0.0114 -0.0001 -0.0056

130206 0.9083 0.9149 0.9057 0.9098 0.9002 0.9189 0.9060 0.0000 0.0114 0.0001 0.0164

130207 0.9098 0.9201 0.9065 0.9186 SV 0.9198 0.9016 0.9198 0.9280 0.0000 0.0111 0.0003 0.0350

130208 0.9186 0.9197 0.9154 0.9170 0.9006 0.9276 0.9280 0.0000 0.0163 0.0004 0.0484

130211 0.9170 0.9204 0.9157 0.9188 0.9049 0.9321 0.9280 0.0000 0.0163 0.0005 0.0565

130212 0.9188 0.9216 0.9147 0.9175 0.9056 0.9327 0.9280 0.0000 0.0163 0.0006 0.0662

130213 0.9175 0.9196 0.9151 0.9172 0.9118 0.9255 0.9280 0.0000 0.0082 0.0006 0.0677

130214 0.9172 0.9246 0.9169 0.9223 0.9110 0.9246 0.9280 0.0000 0.0082 0.0006 0.0672

130215 0.9223 0.9241 0.9203 0.9216 0.9137 0.9289 0.9280 0.0000 0.0091 0.0006 0.0642

130218 0.9216 0.9258 0.9210 0.9234 0.9151 0.9304 0.9280 0.0000 0.0091 0.0006 0.0609

130219 0.9234 0.9249 0.9208 0.9226 0.9162 0.9315 0.9280 0.0000 0.0091 0.0005 0.0542

130220 0.9226 0.9286 0.9185 0.9275 BP 0.9280 562.50 36110.67 -2246.68 0.9184 0.9279 0.9280 0.0000 0.0056 0.0005 0.0549

130221 0.9275 0.9333 0.9269 0.9314 0.9142 0.9342 0.9280 0.0000 0.0118 0.0005 0.0585

130222 0.9314 0.9329 0.9284 0.9297 0.9206 0.9409 0.9280 0.0000 0.0118 0.0005 0.0527

130225 0.9297 0.9324 0.9232 0.9293 0.9210 0.9413 0.9280 0.0000 0.0118 0.0003 0.0378

130226 0.9293 0.9335 0.9287 0.9325 0.9189 0.9372 0.9280 0.0000 0.0107 0.0002 0.0228

130227 0.9325 0.9332 0.9285 0.9303 0.9220 0.9404 0.9280 0.0000 0.0107 0.0000 0.0025

130228 0.9303 0.9373 0.9281 0.9369 0.9216 0.9399 0.9280 0.0000 0.0107 -0.0002 -0.0189

130301 0.9369 0.9463 0.9347 0.9428 SV 0.9414 0.9233 0.9414 0.9500 0.0000 0.0106 -0.0004 -0.0419

130304 0.9428 0.9440 0.9404 0.9411 0.9283 0.9513 0.9500 0.0000 0.0131 -0.0006 -0.0689

130305 0.9411 0.9434 0.9394 0.9413 0.9297 0.9527 0.9500 0.0000 0.0131 -0.0009 -0.0951

130306 0.9413 0.9481 0.9403 0.9477 0.9287 0.9517 0.9500 0.0000 0.0131 -0.0011 -0.1198

130307 0.9477 0.9489 0.9406 0.9425 0.9355 0.9508 0.9500 0.0000 0.0087 -0.0013 -0.1444

130308 0.9425 0.9553 0.9412 0.9520 BP 0.9500 562.50 36673.17 -1684.18 0.9353 0.9517 0.9500 0.0000 0.0093 -0.0015 -0.1670

130311 0.9520 0.9530 0.9472 0.9480 0.9319 0.9597 0.9500 0.0000 0.0157 -0.0017 -0.1888

130312 0.9480 0.9504 0.9435 0.9465 0.9335 0.9614 0.9500 0.0000 0.0157 -0.0018 -0.2000

130313 0.9465 0.9530 0.9430 0.9522 0.9305 0.9582 0.9500 0.0000 0.0157 -0.0018 -0.2018

130314 0.9522 0.9567 0.9444 0.9466 SV 0.9559 0.9362 0.9559 0.9648 0.0000 0.0111 -0.0018 -0.1998

130315 0.9466 0.9476 0.9379 0.9392 0.9362 0.9604 0.9648 0.0000 0.0136 -0.0018 -0.1972

130318 0.9392 0.9487 0.9392 0.9461 0.9288 0.9526 0.9648 0.0000 0.0136 -0.0017 -0.1850

130319 0.9461 0.9491 0.9423 0.9472 0.9301 0.9539 0.9648 0.0000 0.0136 -0.0016 -0.1745

130320 0.9472 0.9481 0.9410 0.9439 0.9345 0.9538 0.9648 0.0000 0.0109 -0.0015 -0.1681

130321 0.9439 0.9482 0.9439 0.9466 0.9337 0.9525 0.9648 0.0000 0.0107 -0.0015 -0.1603

130322 0.9466 0.9475 0.9400 0.9406 0.9380 0.9520 0.9648 0.0000 0.0080 -0.0014 -0.1534

130325 0.9406 0.9497 0.9350 0.9483 BV 0.9354 -1475.00 35198.17 -3159.18 0.9354 0.9501 0.9648 0.0000 0.0084 -0.0013 -0.1409

130325 0.9406 0.9497 0.9350 0.9483 BV 0.9354 0.9354 0.9501 0.9270 0.0000 0.0084 -0.0013 -0.1409

130326 0.9483 0.9505 0.9471 0.9481 0.9262 0.9552 0.9270 0.0000 0.0166 -0.0012 -0.1274

130327 0.9481 0.9553 0.9479 0.9545 0.9326 0.9620 0.9270 0.0000 0.0166 -0.0011 -0.1201

130328 0.9545 0.9548 0.9466 0.9495 0.9353 0.9649 0.9270 0.0000 0.0166 -0.0010 -0.1152

130329 0.9495 0.9512 0.9482 0.9494 0.9418 0.9579 0.9270 0.0000 0.0091 -0.0010 -0.1077

130401 0.9494 0.9527 0.9451 0.9469 0.9409 0.9570 0.9270 0.0000 0.0091 -0.0009 -0.0970

130402 0.9469 0.9497 0.9445 0.9492 0.9402 0.9563 0.9270 0.0000 0.0091 -0.0008 -0.0854

130403 0.9492 0.9520 0.9432 0.9446 0.9391 0.9540 0.9270 0.0000 0.0084 -0.0007 -0.0775

130404 0.9446 0.9526 0.9378 0.9397 0.9384 0.9557 0.9270 0.0000 0.0098 -0.0006 -0.0672

130405 0.9397 0.9434 0.9312 0.9330 0.9300 0.9592 0.9270 0.0000 0.0166 -0.0005 -0.0507

130408 0.9330 0.9363 0.9326 0.9356 0.9227 0.9515 0.9270 0.0000 0.0166 -0.0003 -0.0296

130409 0.9356 0.9366 0.9306 0.9323 0.9202 0.9489 0.9270 0.0000 0.0166 -0.0001 -0.0064

130410 0.9323 0.9336 0.9296 0.9330 0.9219 0.9459 0.9270 0.0000 0.0139 0.0001 0.0153

130411 0.9330 0.9340 0.9276 0.9301 0.9259 0.9377 0.9270 0.0000 0.0069 0.0003 0.0308

130412 0.9301 0.9333 0.9277 0.9282 0.9248 0.9375 0.9270 0.0000 0.0074 0.0004 0.0464

130415 0.9282 0.9327 0.9262 0.9317 SP 0.9270 562.50 35760.67 -2596.68 0.9246 0.9373 0.9270 0.0000 0.0074 0.0006 0.0626

130416 0.9317 0.9327 0.9205 0.9218 BV 0.9235 0.9235 0.9364 0.9154 0.0000 0.0075 0.0007 0.0736

130417 0.9218 0.9339 0.9207 0.9328 0.9157 0.9399 0.9154 0.0000 0.0142 0.0008 0.0899

130418 0.9328 0.9335 0.9286 0.9318 0.9156 0.9418 0.9154 0.0000 0.0154 0.0009 0.0956

130419 0.9318 0.9343 0.9277 0.9336 0.9193 0.9457 0.9154 0.0000 0.0154 0.0009 0.0979

130422 0.9336 0.9371 0.9309 0.9342 0.9193 0.9457 0.9154 0.0000 0.0154 0.0009 0.1009

130423 0.9342 0.9457 0.9328 0.9450 SV 0.9413 -1312.50 34448.17 -3909.18 0.9281 0.9413 0.9154 0.0000 0.0076 0.0009 0.0984

130423 0.9342 0.9457 0.9328 0.9450 SV 0.9413 0.9281 0.9413 0.9498 0.0000 0.0076 0.0009 0.0984

130424 0.9450 0.9499 0.9444 0.9467 BP 0.9498 562.50 35010.67 -3346.68 0.9277 0.9533 0.9498 0.0000 0.0146 0.0008 0.0885

130425 0.9467 0.9484 0.9420 0.9447 0.9354 0.9614 0.9498 0.0000 0.0146 0.0007 0.0802

130426 0.9447 0.9456 0.9399 0.9426 0.9334 0.9592 0.9498 0.0000 0.0146 0.0006 0.0709

130429 0.9426 0.9430 0.9352 0.9374 BV 0.9369 0.9369 0.9495 0.9285 0.0000 0.0072 0.0006 0.0624

Page 38: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

130430 0.9374 0.9384 0.9279 0.9297 SP 0.9285 562.50 35573.17 -2784.18 0.9319 0.9473 0.9285 0.0000 0.0088 0.0005 0.0592

130501 0.9297 0.9309 0.9247 0.9275 0.9234 0.9443 0.9285 0.0000 0.0121 0.0005 0.0599

130502 0.9275 0.9363 0.9266 0.9347 0.9183 0.9389 0.9285 0.0000 0.0121 0.0006 0.0671

130503 0.9347 0.9399 0.9307 0.9354 0.9218 0.9426 0.9285 0.0000 0.0121 0.0006 0.0671

130506 0.9354 0.9397 0.9338 0.9383 0.9263 0.9456 0.9285 0.0000 0.0112 0.0005 0.0596

130507 0.9383 0.9437 0.9367 0.9404 0.9276 0.9470 0.9285 0.0000 0.0112 0.0004 0.0455

130508 0.9404 0.9411 0.9331 0.9350 0.9314 0.9498 0.9285 0.0000 0.0105 0.0003 0.0298

130509 0.9350 0.9499 0.9333 0.9477 SV 0.9452 0.9294 0.9452 0.9538 0.0000 0.0091 0.0002 0.0177

130510 0.9477 0.9628 0.9477 0.9571 BP 0.9538 562.50 36135.67 -2221.68 0.9253 0.9582 0.9538 0.0000 0.0187 0.0000 -0.0006

130513 0.9571 0.9596 0.9544 0.9577 0.9381 0.9719 0.9538 0.0000 0.0187 -0.0003 -0.0299

130514 0.9577 0.9661 0.9522 0.9653 0.9393 0.9732 0.9538 0.0000 0.0187 -0.0005 -0.0586

130515 0.9653 0.9748 0.9643 0.9659 SV 0.9730 0.9430 0.9730 0.9822 0.0000 0.0165 -0.0008 -0.0870

130516 0.9659 0.9708 0.9576 0.9636 0.9541 0.9821 0.9822 0.0000 0.0151 -0.0010 -0.1130

130517 0.9636 0.9761 0.9637 0.9729 0.9487 0.9764 0.9822 0.0000 0.0151 -0.0012 -0.1321

130520 0.9729 0.9735 0.9645 0.9661 0.9548 0.9812 0.9822 0.0000 0.0142 -0.0014 -0.1535

130521 0.9661 0.9751 0.9655 0.9697 0.9538 0.9801 0.9822 0.0000 0.0142 -0.0015 -0.1689

130522 0.9697 0.9839 0.9680 0.9774 BP 0.9822 562.50 36698.17 -1659.18 0.9559 0.9804 0.9822 0.0000 0.0132 -0.0017 -0.1821

130523 0.9774 0.9818 0.9631 0.9687 0.9574 0.9887 0.9822 0.0000 0.0167 -0.0018 -0.1973

130524 0.9687 0.9717 0.9589 0.9611 0.9506 0.9873 0.9822 0.0000 0.0198 -0.0019 -0.2053

130527 0.9611 0.9646 0.9593 0.9645 0.9438 0.9801 0.9822 0.0000 0.0198 -0.0018 -0.1991

130528 0.9645 0.9765 0.9626 0.9737 0.9408 0.9768 0.9822 0.0000 0.0198 -0.0018 -0.1934

130529 0.9737 0.9790 0.9597 0.9620 0.9534 0.9807 0.9822 0.0000 0.0148 -0.0018 -0.1947

130530 0.9620 0.9651 0.9524 0.9529 0.9471 0.9849 0.9822 0.0000 0.0205 -0.0017 -0.1904

130531 0.9529 0.9625 0.9512 0.9567 0.9372 0.9744 0.9822 0.0000 0.0205 -0.0016 -0.1772

130603 0.9567 0.9625 0.9407 0.9467 0.9355 0.9726 0.9822 0.0000 0.0205 -0.0015 -0.1695

130604 0.9467 0.9520 0.9452 0.9469 0.9270 0.9699 0.9822 0.0000 0.0241 -0.0015 -0.1603

130605 0.9469 0.9494 0.9395 0.9416 0.9246 0.9672 0.9822 0.0000 0.0241 -0.0013 -0.1473

130606 0.9416 0.9439 0.9226 0.9296 0.9211 0.9633 0.9822 0.0000 0.0241 -0.0012 -0.1277

130607 0.9296 0.9374 0.9248 0.9364 0.9107 0.9527 0.9822 0.0000 0.0245 -0.0008 -0.0932

130610 0.9364 0.9419 0.9318 0.9330 0.9094 0.9514 0.9822 0.0000 0.0245 -0.0005 -0.0536

130611 0.9330 0.9349 0.9222 0.9249 0.9158 0.9583 0.9822 0.0000 0.0245 -0.0001 -0.0120

130612 0.9249 0.9287 0.9170 0.9204 0.9165 0.9417 0.9822 0.0000 0.0147 0.0003 0.0329

130613 0.9204 0.9259 0.9131 0.9214 0.9115 0.9364 0.9822 0.0000 0.0147 0.0007 0.0798

130614 0.9214 0.9270 0.9197 0.9213 0.9085 0.9340 0.9822 0.0000 0.0151 0.0011 0.1255

130617 0.9213 0.9272 0.9206 0.9222 0.9128 0.9384 0.9822 0.0000 0.0151 0.0015 0.1647

130618 0.9222 0.9263 0.9175 0.9195 0.9138 0.9396 0.9822 0.0000 0.0151 0.0019 0.2058

130619 0.9195 0.9322 0.9177 0.9302 0.9153 0.9328 0.9822 0.0000 0.0104 0.0022 0.2411

130620 0.9302 0.9361 0.9252 0.9273 0.9143 0.9433 0.9822 0.0000 0.0169 0.0023 0.2577

130621 0.9273 0.9368 0.9243 0.9343 0.9201 0.9494 0.9822 0.0000 0.0169 0.0024 0.2682

130624 0.9343 0.9381 0.9311 0.9326 0.9200 0.9493 0.9822 0.0000 0.0169 0.0025 0.2710

130625 0.9326 0.9407 0.9320 0.9373 0.9255 0.9507 0.9822 0.0000 0.0144 0.0024 0.2631

130626 0.9373 0.9443 0.9373 0.9424 0.9270 0.9523 0.9822 0.0000 0.0144 0.0023 0.2545

130627 0.9424 0.9488 0.9407 0.9442 0.9341 0.9517 0.9822 0.0000 0.0099 0.0021 0.2333

130628 0.9442 0.9475 0.9410 0.9446 0.9378 0.9555 0.9822 0.0000 0.0099 0.0019 0.2098

130701 0.9446 0.9503 0.9437 0.9449 0.9377 0.9538 0.9822 0.0000 0.0091 0.0017 0.1830

130702 0.9449 0.9530 0.9446 0.9504 0.9402 0.9563 0.9822 0.0000 0.0091 0.0013 0.1470

130703 0.9504 0.9523 0.9445 0.9466 0.9414 0.9581 0.9822 0.0000 0.0093 0.0010 0.1111

130704 0.9466 0.9584 0.9460 0.9559 SV 0.9575 0.9408 0.9575 0.9664 0.0000 0.0093 0.0007 0.0820

130705 0.9559 0.9660 0.9562 0.9630 0.9406 0.9652 0.9664 0.0000 0.0137 0.0004 0.0478

130708 0.9630 0.9666 0.9621 0.9634 BP 0.9664 562.50 37260.67 -1096.68 0.9487 0.9737 0.9664 0.0000 0.0137 0.0000 -0.0020

130709 0.9634 0.9751 0.9634 0.9723 0.9513 0.9765 0.9664 0.0000 0.0137 -0.0005 -0.0507

130710 0.9723 0.9745 0.9595 0.9651 0.9567 0.9798 0.9664 0.0000 0.0125 -0.0009 -0.0954

130711 0.9651 0.9548 0.9406 0.9450 BV 0.9504 0.9504 0.9799 0.9418 0.0000 0.0160 -0.0012 -0.1358

130711 0.9651 0.9548 0.9406 0.9450 SP 0.9418 562.50 37823.17 -534.18 0.0001 0.9799 0.9418 0.0000 0.0160 -0.0012 -0.1358

130712 0.9450 0.9514 0.9437 0.9460 0.9315 0.9599 0.9418 0.0000 0.0160 -0.0014 -0.1517

130715 0.9460 0.9534 0.9445 0.9456 0.9312 0.9596 0.9418 0.0000 0.0160 -0.0015 -0.1661

130716 0.9456 0.9496 0.9380 0.9395 0.9327 0.9607 0.9418 0.0000 0.0158 -0.0016 -0.1770

130717 0.9395 0.9446 0.9358 0.9409 0.9305 0.9534 0.9418 0.0000 0.0130 -0.0016 -0.1711

130718 0.9409 0.9478 0.9406 0.9445 0.9271 0.9498 0.9418 0.0000 0.0130 -0.0015 -0.1636

130719 0.9445 0.9462 0.9390 0.9405 0.9310 0.9539 0.9418 0.0000 0.0130 -0.0015 -0.1618

130722 0.9405 0.9415 0.9323 0.9360 BV 0.9327 0.9327 0.9501 0.9244 0.0000 0.0100 -0.0014 -0.1490

130723 0.9360 0.9407 0.9338 0.9351 0.9268 0.9449 0.9244 0.0000 0.0105 -0.0011 -0.1248

130724 0.9351 0.9389 0.9340 0.9376 0.9273 0.9455 0.9244 0.0000 0.0105 -0.0009 -0.0977

130725 0.9376 0.9395 0.9284 0.9282 0.9268 0.9450 0.9244 0.0000 0.0105 -0.0007 -0.0723

130726 0.9282 0.9305 0.9262 0.9282 0.9226 0.9446 0.9244 0.0000 0.0127 -0.0004 -0.0421

130729 0.9282 0.9322 0.9267 0.9303 0.9175 0.9392 0.9244 0.0000 0.0127 0.0000 -0.0055

130730 0.9303 0.9324 0.9271 0.9295 0.9189 0.9407 0.9244 0.0000 0.0127 0.0002 0.0246

130731 0.9295 0.9337 0.9229 0.9256 SP 0.9244 562.50 38385.67 0.00 0.9246 0.9355 0.9244 0.0000 0.0064 0.0005 0.0520

130801 0.9256 0.9372 0.9254 0.9365 0.9185 0.9399 0.9244 0.0000 0.0125 0.0007 0.0794

130802 0.9365 0.9389 0.9274 0.9293 0.9209 0.9443 0.9244 0.0000 0.0136 0.0009 0.0989

130805 0.9293 0.9333 0.9270 0.9278 0.9228 0.9464 0.9244 0.0000 0.0136 0.0011 0.1168

130806 0.9278 0.9296 0.9237 0.9252 0.9201 0.9435 0.9244 0.0000 0.0136 0.0012 0.1320

130807 0.9252 0.9289 0.9204 0.9211 0.9172 0.9397 0.9244 0.0000 0.0132 0.0013 0.1463

130808 0.9211 0.9229 0.9173 0.9201 BV 0.9176 0.9176 0.9345 0.9096 0.0000 0.0099 0.0015 0.1621

130809 0.9201 0.9229 0.9191 0.9216 0.9133 0.9300 0.9096 0.0000 0.0099 0.0016 0.1777

130812 0.9216 0.9285 0.9218 0.9248 0.9142 0.9310 0.9096 0.0000 0.0099 0.0017 0.1876

130813 0.9248 0.9349 0.9258 0.9326 SV 0.9331 -1168.75 37216.92 -1168.75 0.9198 0.9331 0.9096 0.0000 0.0078 0.0018 0.1933

130813 0.9248 0.9349 0.9258 0.9326 SV 0.9331 0.9198 0.9331 0.9415 0.0000 0.0078 0.0018 0.1933

130814 0.9326 0.9378 0.9325 0.9348 0.9230 0.9412 0.9415 0.0000 0.0105 0.0017 0.1863

130815 0.9348 0.9396 0.9247 0.9256 BV 0.9276 -431.25 36785.67 -1600.00 0.9276 0.9459 0.9415 0.0000 0.0105 0.0015 0.1663

130815 0.9348 0.9396 0.9247 0.9256 BV 0.9276 0.9276 0.9459 0.9195 0.0000 0.0105 0.0015 0.1663

130816 0.9256 0.9288 0.9217 0.9263 0.9197 0.9493 0.9195 0.0000 0.0171 0.0013 0.1470

130819 0.9263 0.9285 0.9224 0.9237 0.9127 0.9419 0.9195 0.0000 0.0171 0.0011 0.1237

130820 0.9237 0.9251 0.9148 0.9172 SP 0.9195 562.50 37348.17 -1037.50 0.9126 0.9417 0.9195 0.0000 0.0171 0.0009 0.1018

130821 0.9172 0.9235 0.9159 0.9219 0.9108 0.9313 0.9195 0.0000 0.0122 0.0009 0.1013

130822 0.9219 0.9290 0.9221 0.9238 0.9106 0.9310 0.9195 0.0000 0.0122 0.0009 0.0973

130823 0.9238 0.9263 0.9189 0.9207 0.9162 0.9369 0.9195 0.0000 0.0122 0.0008 0.0864

130826 0.9207 0.9246 0.9207 0.9220 0.9157 0.9308 0.9195 0.0000 0.0090 0.0007 0.0821

130827 0.9220 0.9229 0.9167 0.9177 0.9159 0.9306 0.9195 0.0000 0.0087 0.0007 0.0779

130828 0.9177 0.9235 0.9172 0.9216 0.9131 0.9276 0.9195 0.0000 0.0087 0.0007 0.0718

130829 0.9216 0.9321 0.9219 0.9306 SV 0.9270 0.9146 0.9270 0.9354 0.0000 0.0074 0.0006 0.0647

130830 0.9306 0.9332 0.9290 0.9302 0.9175 0.9377 0.9354 0.0000 0.0119 0.0005 0.0543

130902 0.9302 0.9352 0.9305 0.9343 0.9214 0.9418 0.9354 0.0000 0.0119 0.0004 0.0409

130903 0.9343 0.9382 0.9342 0.9363 BP 0.9354 562.50 37910.67 -475.00 0.9229 0.9434 0.9354 0.0000 0.0119 0.0002 0.0245

130904 0.9363 0.9383 0.9343 0.9355 0.9316 0.9409 0.9354 0.0000 0.0054 0.0001 0.0099

130905 0.9355 0.9455 0.9354 0.9446 SV 0.9410 0.9316 0.9410 0.9496 0.0000 0.0054 0.0000 -0.0004

130906 0.9446 0.9455 0.9345 0.9374 0.9304 0.9504 0.9496 0.0000 0.0114 -0.0002 -0.0170

130909 0.9374 0.9392 0.9302 0.9322 0.9289 0.9507 0.9496 0.0000 0.0124 -0.0003 -0.0301

130910 0.9322 0.9367 0.9317 0.9345 0.9237 0.9452 0.9496 0.0000 0.0124 -0.0003 -0.0355

130911 0.9345 0.9372 0.9284 0.9298 0.9231 0.9446 0.9496 0.0000 0.0124 -0.0004 -0.0465

130912 0.9298 0.9335 0.9273 0.9303 0.9235 0.9413 0.9496 0.0000 0.0103 -0.0005 -0.0539

130913 0.9303 0.9341 0.9281 0.9292 0.9213 0.9386 0.9496 0.0000 0.0101 -0.0005 -0.0574

130916 0.9292 0.9303 0.9227 0.9270 0.9220 0.9393 0.9496 0.0000 0.0101 -0.0005 -0.0578

130917 0.9270 0.9279 0.9248 0.9262 0.9186 0.9337 0.9496 0.0000 0.0089 -0.0005 -0.0514

130918 0.9262 0.9268 0.9106 0.9117 BV 0.9186 -1656.25 36254.42 -2131.25 0.9186 0.9336 0.9496 0.0000 0.0089 -0.0004 -0.0411

130918 0.9262 0.9268 0.9106 0.9117 BV 0.9186 0.9186 0.9336 0.9106 0.0000 0.0089 -0.0004 -0.0411

130919 0.9117 0.9138 0.9089 0.9103 SP 0.9106 562.50 36816.92 -1568.75 0.9025 0.9346 0.9106 0.0000 0.0192 -0.0002 -0.0219

130920 0.9103 0.9127 0.9087 0.9106 0.8958 0.9274 0.9106 0.0000 0.0192 0.0000 -0.0018

130923 0.9106 0.9130 0.9082 0.9105 0.8954 0.9270 0.9106 0.0000 0.0192 0.0001 0.0115

130924 0.9105 0.9133 0.9100 0.9128 0.9059 0.9156 0.9106 0.0000 0.0059 0.0002 0.0194

130925 0.9128 0.9137 0.9075 0.9089 0.9070 0.9166 0.9106 0.0000 0.0058 0.0003 0.0294

130926 0.9089 0.9117 0.9088 0.9106 0.9047 0.9170 0.9106 0.0000 0.0075 0.0004 0.0444

130927 0.9106 0.9111 0.9020 0.9054 BV 0.9045 0.9045 0.9168 0.8967 0.0000 0.0075 0.0005 0.0587

130930 0.9054 0.9075 0.9021 0.9058 0.8983 0.9164 0.8967 0.0000 0.0111 0.0007 0.0822

131001 0.9058 0.9075 0.8989 0.9051 0.8969 0.9148 0.8967 0.0000 0.0111 0.0009 0.1042

Page 39: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

131002 0.9051 0.9077 0.8992 0.9021 0.8954 0.9133 0.8967 0.0000 0.0111 0.0011 0.1219

131003 0.9021 0.9033 0.8965 0.8995 SP 0.8967 562.50 37379.42 -1006.25 0.8962 0.9132 0.8967 0.0000 0.0105 0.0013 0.1419

131004 0.8995 0.9082 0.8975 0.9069 0.8929 0.9098 0.8967 0.0000 0.0105 0.0015 0.1632

131007 0.9069 0.9067 0.9013 0.9037 0.8942 0.9155 0.8967 0.0000 0.0131 0.0017 0.1820

131008 0.9037 0.9066 0.9020 0.9038 0.8956 0.9169 0.8967 0.0000 0.0131 0.0018 0.1982

131009 0.9038 0.9128 0.9012 0.9103 0.8959 0.9173 0.8967 0.0000 0.0131 0.0019 0.2054

131010 0.9103 0.9131 0.9081 0.9110 0.8979 0.9210 0.8967 0.0000 0.0141 0.0019 0.2043

131011 0.9110 0.9132 0.9066 0.9113 0.9014 0.9246 0.8967 0.0000 0.0141 0.0018 0.1965

131014 0.9113 0.9122 0.9061 0.9099 0.9006 0.9238 0.8967 0.0000 0.0141 0.0017 0.1845

131015 0.9099 0.9178 0.9089 0.9129 SV 0.9168 0.9038 0.9168 0.9250 0.0000 0.0080 0.0016 0.1718

131016 0.9129 0.9175 0.9095 0.9134 0.9059 0.9235 0.9250 0.0000 0.0107 0.0013 0.1478

131017 0.9134 0.9147 0.9006 0.9020 BV 0.9058 -868.75 36510.67 -1875.00 0.9058 0.9235 0.9250 0.0000 0.0107 0.0011 0.1242

131017 0.9134 0.9147 0.9006 0.9020 BV 0.9058 0.9058 0.9235 0.8980 0.0000 0.0107 0.0011 0.1242

131018 0.9020 0.9037 0.9002 0.9019 0.8953 0.9234 0.8980 0.0000 0.0171 0.0010 0.1116

131021 0.9019 0.9045 0.9002 0.9018 0.8897 0.9173 0.8980 0.0000 0.0171 0.0009 0.1004

131022 0.9018 0.9039 0.8936 0.8949 SP 0.8980 562.50 37073.17 -1312.50 0.8899 0.9176 0.8980 0.0000 0.0171 0.0008 0.0891

131023 0.8949 0.8966 0.8907 0.8918 0.8894 0.9099 0.8980 0.0000 0.0128 0.0007 0.0819

131024 0.8918 0.8928 0.8889 0.8921 0.8844 0.9046 0.8980 0.0000 0.0128 0.0007 0.0767

131025 0.8921 0.8965 0.8890 0.8920 0.8817 0.9017 0.8980 0.0000 0.0128 0.0007 0.0745

131028 0.8920 0.8963 0.8917 0.8943 0.8859 0.9007 0.8980 0.0000 0.0094 0.0006 0.0687

131029 0.8943 0.9002 0.8941 0.8986 0.8872 0.9020 0.8980 0.0000 0.0094 0.0006 0.0692

131030 0.8986 0.9024 0.8946 0.8996 0.8902 0.9052 0.8980 0.0000 0.0094 0.0006 0.0699

131031 0.8996 0.9069 0.8985 0.9064 SV 0.9068 0.8913 0.9068 0.9147 0.0000 0.0097 0.0006 0.0689

131101 0.9064 0.9138 0.9059 0.9123 0.8949 0.9116 0.9147 0.0000 0.0103 0.0006 0.0620

131104 0.9123 0.9152 0.9088 0.9093 BP 0.9147 562.50 37635.67 -750.00 0.9019 0.9188 0.9147 0.0000 0.0103 0.0004 0.0464

131105 0.9093 0.9147 0.9090 0.9136 0.9038 0.9208 0.9147 0.0000 0.0103 0.0003 0.0324

131106 0.9136 0.9140 0.9094 0.9116 0.9042 0.9199 0.9147 0.0000 0.0095 0.0002 0.0168

131107 0.9116 0.9250 0.9105 0.9157 SV 0.9181 0.9055 0.9181 0.9263 0.0000 0.0077 0.0001 0.0065

131108 0.9157 0.9247 0.9147 0.9220 0.9034 0.9321 0.9263 0.0000 0.0172 -0.0001 -0.0075

131111 0.9220 0.9232 0.9183 0.9191 0.9051 0.9340 0.9263 0.0000 0.0172 -0.0002 -0.0225

131112 0.9191 0.9226 0.9152 0.9177 0.9060 0.9349 0.9263 0.0000 0.0172 -0.0003 -0.0351

131113 0.9177 0.9201 0.9143 0.9150 0.9087 0.9284 0.9263 0.0000 0.0118 -0.0004 -0.0414

131114 0.9150 0.9188 0.9128 0.9161 0.9096 0.9242 0.9263 0.0000 0.0088 -0.0004 -0.0491

131115 0.9161 0.9191 0.9128 0.9147 0.9082 0.9227 0.9263 0.0000 0.0088 -0.0005 -0.0551

131118 0.9147 0.9162 0.9093 0.9131 BV 0.9093 -693.75 36941.92 -1443.75 0.9093 0.9218 0.9263 0.0000 0.0075 -0.0005 -0.0601

131118 0.9147 0.9162 0.9093 0.9131 BV 0.9093 0.9093 0.9218 0.9015 0.0000 0.0075 -0.0005 -0.0601

131119 0.9131 0.9144 0.9099 0.9107 0.9056 0.9192 0.9015 0.0000 0.0083 -0.0006 -0.0659

131120 0.9107 0.9191 0.9076 0.9171 SV 0.9185 -725.00 36216.92 -2168.75 0.9049 0.9185 0.9015 0.0000 0.0083 -0.0007 -0.0730

131120 0.9107 0.9191 0.9076 0.9171 SV 0.9185 0.9049 0.9185 0.9267 0.0000 0.0083 -0.0007 -0.0730

131121 0.9171 0.9188 0.9134 0.9147 0.9011 0.9239 0.9267 0.0000 0.0138 -0.0007 -0.0824

131122 0.9147 0.9150 0.9063 0.9072 0.9038 0.9266 0.9267 0.0000 0.0138 -0.0008 -0.0916

131125 0.9072 0.9132 0.9058 0.9115 0.8984 0.9210 0.9267 0.0000 0.0138 -0.0009 -0.0982

131126 0.9115 0.9115 0.9058 0.9066 0.9001 0.9173 0.9267 0.0000 0.0105 -0.0010 -0.1061

131127 0.9066 0.9092 0.9037 0.9080 0.8993 0.9164 0.9267 0.0000 0.0105 -0.0009 -0.1039

131128 0.9080 0.9086 0.9039 0.9058 0.8986 0.9131 0.9267 0.0000 0.0089 -0.0009 -0.0965

131129 0.9058 0.9069 0.9025 0.9062 0.9002 0.9114 0.9267 0.0000 0.0069 -0.0008 -0.0882

131202 0.9062 0.9110 0.9040 0.9086 0.8989 0.9098 0.9267 0.0000 0.0067 -0.0007 -0.0735

131203 0.9086 0.9101 0.9017 0.9042 0.9003 0.9141 0.9267 0.0000 0.0085 -0.0005 -0.0562

131204 0.9042 0.9076 0.9010 0.9025 0.8973 0.9140 0.9267 0.0000 0.0102 -0.0003 -0.0332

131205 0.9025 0.9049 0.8954 0.8961 BV 0.8960 -1750.00 34466.92 -3918.75 0.8960 0.9126 0.9267 0.0000 0.0102 -0.0001 -0.0090

131205 0.9025 0.9049 0.8954 0.8961 BV 0.8960 0.8960 0.9126 0.8883 0.0000 0.0102 -0.0001 -0.0090

131206 0.8961 0.8984 0.8909 0.8919 0.8910 0.9098 0.8883 0.0000 0.0117 0.0002 0.0193

131209 0.8919 0.8934 0.8892 0.8901 0.8859 0.9045 0.8883 0.0000 0.0117 0.0004 0.0492

131210 0.8901 0.8908 0.8848 0.8871 SP 0.8883 562.50 35029.42 -3356.25 0.8829 0.9014 0.8883 0.0000 0.0117 0.0007 0.0803

131211 0.8871 0.8886 0.8836 0.8861 0.8813 0.8960 0.8883 0.0000 0.0094 0.0010 0.1088

131212 0.8861 0.8909 0.8846 0.8896 0.8810 0.8929 0.8883 0.0000 0.0076 0.0012 0.1305

131213 0.8896 0.8917 0.8879 0.8901 0.8825 0.8949 0.8883 0.0000 0.0080 0.0013 0.1476

131216 0.8901 0.8903 0.8843 0.8871 BV 0.8846 0.8846 0.8971 0.8771 0.0000 0.0080 0.0015 0.1599

131217 0.8871 0.8895 0.8829 0.8846 0.8821 0.8947 0.8771 0.0000 0.0080 0.0016 0.1742

131218 0.8846 0.8928 0.8838 0.8925 0.8809 0.8940 0.8771 0.0000 0.0084 0.0017 0.1826

131219 0.8925 0.8986 0.8931 0.8982 0.8811 0.8990 0.8771 0.0000 0.0114 0.0016 0.1811

131220 0.8982 0.9001 0.8929 0.8954 0.8884 0.9065 0.8771 0.0000 0.0114 0.0015 0.1704

131223 0.8954 0.8967 0.8920 0.8937 0.8890 0.9071 0.8771 0.0000 0.0114 0.0015 0.1603

131224 0.8937 0.8972 0.8931 0.8957 0.8883 0.9026 0.8771 0.0000 0.0090 0.0014 0.1527

131225 0.8957 0.8970 0.8934 0.8934 0.8891 0.9033 0.8771 0.0000 0.0090 0.0013 0.1429

131226 0.8934 0.8970 0.8947 0.8963 0.8912 0.9005 0.8771 0.0000 0.0059 0.0012 0.1326

131227 0.8963 0.8965 0.8798 0.8916 0.8923 0.9004 0.8771 0.0000 0.0051 0.0011 0.1222

131230 0.8916 0.8932 0.8857 0.8873 0.8737 0.9069 0.8771 0.0000 0.0212 0.0011 0.1187

131231 0.8873 0.8919 0.8862 0.8905 0.8750 0.9083 0.8771 0.0000 0.0212 0.0010 0.1110

140101 0.8905 0.8930 0.8902 0.8927 0.8744 0.9076 0.8771 0.0000 0.0212 0.0009 0.0994

140102 0.8927 0.9029 0.8903 0.9004 SV 0.8998 -1231.25 33798.17 -4587.50 0.8849 0.8998 0.8771 0.0000 0.0095 0.0008 0.0899

140102 0.8927 0.9029 0.8903 0.9004 SV 0.8998 0.8849 0.8998 0.9076 0.0000 0.0095 0.0008 0.0899

140103 0.9004 0.9056 0.8985 0.9051 0.8851 0.9102 0.9076 0.0000 0.0157 0.0007 0.0724

140106 0.9051 0.9070 0.9016 0.9035 0.8902 0.9155 0.9076 0.0000 0.0157 0.0005 0.0511

140107 0.9035 0.9099 0.9033 0.9090 BP 0.9076 562.50 34360.67 -4025.00 0.8921 0.9175 0.9076 0.0000 0.0157 0.0003 0.0295

140108 0.9090 0.9127 0.9074 0.9100 0.8996 0.9137 0.9076 0.0000 0.0087 0.0000 0.0053

140109 0.9100 0.9124 0.9062 0.9067 0.9033 0.9165 0.9076 0.0000 0.0080 -0.0002 -0.0204

140110 0.9067 0.9091 0.9003 0.9029 BV 0.9024 0.9024 0.9156 0.8947 0.0000 0.0080 -0.0004 -0.0471

140113 0.9029 0.9048 0.8984 0.8994 0.8955 0.9129 0.8947 0.0000 0.0108 -0.0006 -0.0667

140114 0.8994 0.9032 0.8984 0.9021 0.8923 0.9096 0.8947 0.0000 0.0108 -0.0007 -0.0814

140115 0.9021 0.9180 0.9118 0.9084 SV 0.9087 -512.50 33848.17 -4537.50 0.8914 0.9087 0.8947 0.0000 0.0108 -0.0008 -0.0915

140115 0.9021 0.9180 0.9118 0.9084 SV 0.9087 0.8914 0.9087 0.9167 0.0000 0.0108 -0.0008 -0.0915

140115 0.9021 0.9180 0.9118 0.9084 BP 0.9167 562.50 34410.67 -3975.00 0.8914 0.9087 0.9167 0.0000 0.0108 -0.0008 -0.0915

140116 0.9084 0.9103 0.9030 0.9049 BV 0.9077 0.9077 0.9207 0.8998 0.0000 0.0079 -0.0010 -0.1072

140117 0.9049 0.9120 0.9041 0.9112 0.8986 0.9131 0.8998 0.0000 0.0089 -0.0010 -0.1119

140120 0.9112 0.9132 0.9085 0.9092 0.8994 0.9150 0.8998 0.0000 0.0096 -0.0010 -0.1148

140121 0.9092 0.9156 0.9081 0.9104 0.9021 0.9179 0.8998 0.0000 0.0096 -0.0011 -0.1156

140122 0.9104 0.9122 0.9087 0.9112 0.9031 0.9189 0.8998 0.0000 0.0096 -0.0011 -0.1181

140123 0.9112 0.9134 0.8957 0.8972 SP 0.8998 562.50 34973.17 -3412.50 0.9022 0.9170 0.8998 0.0000 0.0090 -0.0011 -0.1200

140124 0.8972 0.8991 0.8900 0.8943 0.8854 0.9204 0.8998 0.0000 0.0216 -0.0010 -0.1088

140127 0.8943 0.8984 0.8929 0.8968 0.8763 0.9104 0.8998 0.0000 0.0216 -0.0008 -0.0872

140128 0.8968 0.9010 0.8951 0.8976 0.8776 0.9119 0.8998 0.0000 0.0216 -0.0006 -0.0709

140129 0.8976 0.9009 0.8932 0.8944 0.8885 0.9066 0.8998 0.0000 0.0114 -0.0006 -0.0636

140130 0.8944 0.9047 0.8941 0.9033 SV 0.9043 0.8890 0.9043 0.9122 0.0000 0.0096 -0.0005 -0.0539

140131 0.9033 0.9080 0.9006 0.9065 0.8885 0.9095 0.9122 0.0000 0.0131 -0.0004 -0.0467

140203 0.9065 0.9081 0.9000 0.9010 0.8933 0.9145 0.9122 0.0000 0.0131 -0.0004 -0.0445

140204 0.9010 0.9062 0.9006 0.9040 0.8932 0.9143 0.9122 0.0000 0.0131 -0.0004 -0.0389

140205 0.9040 0.9057 0.9001 0.9037 0.8952 0.9112 0.9122 0.0000 0.0099 -0.0003 -0.0347

140206 0.9037 0.9063 0.8966 0.9007 0.8948 0.9107 0.9122 0.0000 0.0099 -0.0002 -0.0221

140207 0.9007 0.9022 0.8953 0.8972 0.8919 0.9111 0.9122 0.0000 0.0119 -0.0001 -0.0059

140210 0.8972 0.8994 0.8956 0.8972 0.8894 0.9085 0.9122 0.0000 0.0119 0.0001 0.0133

140211 0.8972 0.8988 0.8936 0.8983 0.8883 0.9074 0.9122 0.0000 0.0119 0.0003 0.0312

140212 0.8983 0.9038 0.8964 0.9005 0.8898 0.9033 0.9122 0.0000 0.0085 0.0004 0.0438

140213 0.9005 0.9010 0.8916 0.8938 BV 0.8932 -900.00 34073.17 -4312.50 0.8932 0.9079 0.9122 0.0000 0.0091 0.0004 0.0472

140213 0.9005 0.9010 0.8916 0.8938 BV 0.8932 0.8932 0.9079 0.8856 0.0000 0.0091 0.0004 0.0472

140214 0.8938 0.8941 0.8901 0.8915 0.8875 0.9062 0.8856 0.0000 0.0117 0.0005 0.0543

140217 0.8915 0.8926 0.8898 0.8914 0.8835 0.9020 0.8856 0.0000 0.0117 0.0006 0.0607

140218 0.8914 0.8929 0.8868 0.8881 0.8827 0.9011 0.8856 0.0000 0.0117 0.0006 0.0638

140219 0.8881 0.8895 0.8853 0.8879 SP 0.8856 562.50 34635.67 -3750.00 0.8843 0.8964 0.8856 0.0000 0.0077 0.0006 0.0693

140220 0.8879 0.8915 0.8856 0.8892 0.8819 0.8939 0.8856 0.0000 0.0077 0.0007 0.0798

140221 0.8892 0.8911 0.8863 0.8872 0.8831 0.8952 0.8856 0.0000 0.0077 0.0008 0.0912

140224 0.8872 0.8911 0.8848 0.8887 0.8835 0.8952 0.8856 0.0000 0.0075 0.0009 0.1019

140225 0.8887 0.8892 0.8851 0.8870 0.8824 0.8949 0.8856 0.0000 0.0080 0.0009 0.0994

140226 0.8870 0.8930 0.8862 0.8907 0.8816 0.8941 0.8856 0.0000 0.0080 0.0009 0.1032

140227 0.8907 0.8919 0.8867 0.8880 0.8835 0.8970 0.8856 0.0000 0.0086 0.0009 0.0995

Page 40: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

140228 0.8880 0.8889 0.8774 0.8790 BV 0.8832 0.8832 0.8967 0.8758 0.0000 0.0086 0.0009 0.0942

140303 0.8790 0.8836 0.8779 0.8831 0.8729 0.8957 0.8758 0.0000 0.0147 0.0009 0.0936

140304 0.8831 0.8878 0.8820 0.8873 0.8705 0.8933 0.8758 0.0000 0.0147 0.0008 0.0917

140305 0.8873 0.8895 0.8856 0.8874 0.8747 0.8976 0.8758 0.0000 0.0147 0.0008 0.0925

140306 0.8874 0.8891 0.8791 0.8804 0.8824 0.8940 0.8758 0.0000 0.0074 0.0009 0.0983

140307 0.8804 0.8816 0.8753 0.8777 SP 0.8758 562.50 35198.17 -3187.50 0.8754 0.8952 0.8758 0.0000 0.0128 0.0010 0.1068

140310 0.8777 0.8793 0.8758 0.8781 0.8699 0.8895 0.8758 0.0000 0.0128 0.0011 0.1171

140311 0.8781 0.8805 0.8763 0.8774 0.8691 0.8887 0.8758 0.0000 0.0128 0.0012 0.1283

140312 0.8774 0.8788 0.8731 0.8735 0.8731 0.8855 0.8758 0.0000 0.0082 0.0012 0.1328

140313 0.8735 0.8764 0.8696 0.8749 BV 0.8711 0.8711 0.8824 0.8639 0.0000 0.0074 0.0012 0.1340

140314 0.8749 0.8762 0.8700 0.8726 0.8672 0.8807 0.8639 0.0000 0.0089 0.0012 0.1367

140317 0.8726 0.8756 0.8710 0.8730 0.8673 0.8808 0.8639 0.0000 0.0089 0.0012 0.1373

140318 0.8730 0.8769 0.8720 0.8731 0.8675 0.8810 0.8639 0.0000 0.0089 0.0012 0.1358

140319 0.8731 0.8829 0.8721 0.8811 SV 0.8814 -881.25 34316.92 -4068.75 0.8691 0.8814 0.8639 0.0000 0.0081 0.0012 0.1332

140319 0.8731 0.8829 0.8721 0.8811 SV 0.8814 0.8691 0.8814 0.8890 0.0000 0.0081 0.0012 0.1332

140320 0.8811 0.8869 0.8795 0.8840 0.8682 0.8897 0.8890 0.0000 0.0140 0.0012 0.1268

140321 0.8840 0.8842 0.8810 0.8821 0.8737 0.8954 0.8890 0.0000 0.0140 0.0010 0.1147

140324 0.8821 0.8866 0.8784 0.8808 0.8730 0.8947 0.8890 0.0000 0.0140 0.0009 0.1033

140325 0.8808 0.8880 0.8797 0.8829 0.8751 0.8914 0.8890 0.0000 0.0105 0.0008 0.0876

140326 0.8829 0.8870 0.8822 0.8840 0.8763 0.8928 0.8890 0.0000 0.0106 0.0007 0.0741

140327 0.8840 0.8873 0.8838 0.8862 0.8770 0.8934 0.8890 0.0000 0.0106 0.0006 0.0626

140328 0.8862 0.8899 0.8846 0.8867 BP 0.8890 562.50 34879.42 -3506.25 0.8778 0.8943 0.8890 0.0000 0.0106 0.0005 0.0499

140331 0.8867 0.8889 0.8821 0.8838 BV 0.8822 0.8822 0.8927 0.8748 0.0000 0.0067 0.0003 0.0376

140401 0.8838 0.8849 0.8812 0.8832 0.8790 0.8925 0.8748 0.0000 0.0087 0.0003 0.0292

140402 0.8832 0.8875 0.8815 0.8865 0.8766 0.8899 0.8748 0.0000 0.0087 0.0002 0.0212

140403 0.8865 0.8928 0.8841 0.8912 SV 0.8913 -762.50 34116.92 -4268.75 0.8779 0.8913 0.8748 0.0000 0.0087 0.0001 0.0112

140403 0.8865 0.8928 0.8841 0.8912 SV 0.8913 0.8779 0.8913 0.8990 0.0000 0.0087 0.0001 0.0112

140404 0.8912 0.8953 0.8903 0.8910 0.8799 0.8971 0.8990 0.0000 0.0110 0.0000 -0.0033

140407 0.8910 0.8927 0.8869 0.8877 0.8840 0.9014 0.8990 0.0000 0.0110 -0.0002 -0.0195

140408 0.8877 0.8879 0.8822 0.8834 0.8809 0.8982 0.8990 0.0000 0.0110 -0.0003 -0.0352

140409 0.8834 0.8846 0.8784 0.8796 BV 0.8791 -1012.50 33104.42 -5281.25 0.8791 0.8905 0.8990 0.0000 0.0073 -0.0004 -0.0450

140409 0.8834 0.8846 0.8784 0.8796 BV 0.8791 0.8791 0.8905 0.8718 0.0000 0.0073 -0.0004 -0.0450

140410 0.8796 0.8805 0.8748 0.8763 0.8751 0.8874 0.8718 0.0000 0.0080 -0.0004 -0.0435

140411 0.8763 0.8771 0.8738 0.8755 0.8714 0.8835 0.8718 0.0000 0.0080 -0.0003 -0.0379

140414 0.8755 0.8806 0.8758 0.8795 0.8692 0.8813 0.8718 0.0000 0.0080 -0.0003 -0.0355

140415 0.8795 0.8819 0.8780 0.8802 0.8724 0.8836 0.8718 0.0000 0.0074 -0.0004 -0.0392

140416 0.8802 0.8829 0.8778 0.8820 0.8750 0.8846 0.8718 0.0000 0.0062 -0.0004 -0.0399

140417 0.8820 0.8832 0.8774 0.8828 0.8751 0.8853 0.8718 0.0000 0.0066 -0.0003 -0.0365

140418 0.8828 0.8836 0.8820 0.8825 0.8744 0.8859 0.8718 0.0000 0.0075 -0.0003 -0.0326

140421 0.8825 0.8852 0.8815 0.8844 0.8769 0.8884 0.8718 0.0000 0.0075 -0.0003 -0.0305

140422 0.8844 0.8862 0.8830 0.8848 0.8774 0.8890 0.8718 0.0000 0.0075 -0.0002 -0.0257

140423 0.8848 0.8853 0.8804 0.8830 0.8809 0.8882 0.8718 0.0000 0.0047 -0.0002 -0.0195

140424 0.8830 0.8856 0.8809 0.8819 0.8780 0.8877 0.8718 0.0000 0.0063 -0.0001 -0.0098

140425 0.8819 0.8821 0.8798 0.8812 0.8784 0.8881 0.8718 0.0000 0.0063 0.0000 0.0004

140428 0.8812 0.8826 0.8767 0.8803 0.8762 0.8859 0.8718 0.0000 0.0063 0.0001 0.0124

140429 0.8803 0.8846 0.8783 0.8832 0.8740 0.8857 0.8718 0.0000 0.0076 0.0002 0.0208

140430 0.8832 0.8852 0.8788 0.8800 0.8754 0.8879 0.8718 0.0000 0.0081 0.0002 0.0216

140501 0.8800 0.8803 0.8780 0.8793 0.8759 0.8885 0.8718 0.0000 0.0082 0.0002 0.0242

140502 0.8793 0.8841 0.8769 0.8781 0.8731 0.8857 0.8718 0.0000 0.0082 0.0003 0.0295

140505 0.8781 0.8781 0.8760 0.8776 0.8737 0.8879 0.8718 0.0000 0.0093 0.0003 0.0324

140506 0.8776 0.8780 0.8718 0.8740 0.8703 0.8844 0.8718 0.0000 0.0093 0.0003 0.0365

140507 0.8740 0.8763 0.8730 0.8757 0.8682 0.8823 0.8718 0.0000 0.0093 0.0004 0.0413

140508 0.8757 0.8797 0.8700 0.8791 SP 0.8718 562.50 33666.92 -4718.75 0.8688 0.8811 0.8718 0.0000 0.0081 0.0004 0.0434

140509 0.8791 0.8873 0.8795 0.8865 SV 0.8850 0.8657 0.8850 0.8925 0.0000 0.0127 0.0004 0.0456

140512 0.8865 0.8881 0.8854 0.8877 0.8741 0.8937 0.8925 0.0000 0.0127 0.0004 0.0406

140513 0.8877 0.8908 0.8860 0.8903 0.8773 0.8970 0.8925 0.0000 0.0127 0.0003 0.0307

140514 0.8903 0.8905 0.8880 0.8897 0.8807 0.8964 0.8925 0.0000 0.0100 0.0001 0.0142

140515 0.8897 0.8960 0.8879 0.8904 BP 0.8925 562.50 34229.42 -4156.25 0.8845 0.8940 0.8925 0.0000 0.0061 -0.0001 -0.0058

140516 0.8904 0.8923 0.8894 0.8915 0.8838 0.8998 0.8925 0.0000 0.0102 -0.0002 -0.0246

140519 0.8915 0.8925 0.8901 0.8920 0.8826 0.8986 0.8925 0.0000 0.0102 -0.0003 -0.0378

140520 0.8920 0.8940 0.8909 0.8920 0.8830 0.8990 0.8925 0.0000 0.0102 -0.0004 -0.0470

140521 0.8920 0.8966 0.8894 0.8933 SV 0.8953 0.8892 0.8953 0.9031 0.0000 0.0039 -0.0005 -0.0519

140522 0.8933 0.8952 0.8919 0.8944 0.8855 0.8998 0.9031 0.0000 0.0090 -0.0005 -0.0545

140523 0.8944 0.8972 0.8937 0.8954 0.8861 0.9003 0.9031 0.0000 0.0090 -0.0005 -0.0601

140526 0.8954 0.8967 0.8935 0.8946 0.8879 0.9022 0.9031 0.0000 0.0090 -0.0006 -0.0678

140527 0.8946 0.8982 0.8933 0.8966 0.8914 0.8983 0.9031 0.0000 0.0044 -0.0007 -0.0747

140528 0.8966 0.8990 0.8961 0.8980 0.8906 0.9003 0.9031 0.0000 0.0061 -0.0007 -0.0820

140529 0.8980 0.8983 0.8951 0.8978 0.8923 0.9020 0.9031 0.0000 0.0061 -0.0008 -0.0915

140530 0.8978 0.8983 0.8929 0.8953 0.8913 0.9011 0.9031 0.0000 0.0061 -0.0009 -0.1004

140602 0.8953 0.8995 0.8937 0.8986 0.8897 0.9004 0.9031 0.0000 0.0067 -0.0010 -0.1078

140603 0.8964 0.8995 0.8946 0.8964 0.8902 0.9017 0.9031 0.0000 0.0072 -0.0010 -0.1142

140604 0.8964 0.8982 0.8942 0.8970 0.8906 0.9021 0.9031 0.0000 0.0072 -0.0011 -0.1189

140605 0.8970 0.9037 0.8905 0.8919 BP 0.9031 562.50 34791.92 -3593.75 0.8898 0.9013 0.9031 0.0000 0.0072 -0.0011 -0.1202

140606 0.8919 0.8952 0.8906 0.8934 0.8827 0.9088 0.9031 0.0000 0.0164 -0.0011 -0.1179

140609 0.8934 0.8980 0.8916 0.8973 0.8787 0.9045 0.9031 0.0000 0.0164 -0.0010 -0.1145

140610 0.8973 0.9008 0.8960 0.8989 0.8806 0.9065 0.9031 0.0000 0.0164 -0.0010 -0.1121

140611 0.8989 0.9012 0.8977 0.8997 0.8913 0.9042 0.9031 0.0000 0.0080 -0.0010 -0.1091

140612 0.8997 0.9012 0.8966 0.8976 0.8925 0.9052 0.9031 0.0000 0.0080 -0.0010 -0.1063

140613 0.8976 0.9011 0.8956 0.9002 0.8937 0.9032 0.9031 0.0000 0.0059 -0.0009 -0.0980

140616 0.9002 0.9013 0.8959 0.8971 0.8925 0.9033 0.9031 0.0000 0.0068 -0.0008 -0.0856

140617 0.8971 0.9005 0.8961 0.8996 0.8928 0.9037 0.9031 0.0000 0.0068 -0.0006 -0.0710

140618 0.8996 0.8999 0.8952 0.8964 0.8926 0.9034 0.9031 0.0000 0.0068 -0.0005 -0.0566

140619 0.8964 0.8966 0.8907 0.8944 BV 0.8920 0.8920 0.9026 0.8844 0.0000 0.0067 -0.0004 -0.0482

140620 0.8944 0.8974 0.8920 0.8954 0.8876 0.8993 0.8844 0.0000 0.0074 -0.0003 -0.0384

140623 0.8954 0.8968 0.8936 0.8939 0.8887 0.9004 0.8844 0.0000 0.0074 -0.0003 -0.0313

140624 0.8939 0.8958 0.8919 0.8941 0.8892 0.9010 0.8844 0.0000 0.0074 -0.0002 -0.0240

140625 0.8941 0.8945 0.8905 0.8928 0.8884 0.8991 0.8844 0.0000 0.0067 -0.0002 -0.0177

140626 0.8928 0.8956 0.8917 0.8937 0.8885 0.8965 0.8844 0.0000 0.0050 -0.0001 -0.0095

140627 0.8937 0.8938 0.8904 0.8910 0.8897 0.8976 0.8844 0.0000 0.0050 0.0000 -0.0027

140630 0.8910 0.8915 0.8859 0.8867 0.8882 0.8961 0.8844 0.0000 0.0050 0.0000 0.0053

140701 0.8867 0.8879 0.8854 0.8875 0.8832 0.8944 0.8844 0.0000 0.0071 0.0001 0.0163

140702 0.8875 0.8899 0.8868 0.8891 0.8813 0.8924 0.8844 0.0000 0.0071 0.0002 0.0272

140703 0.8891 0.8943 0.8883 0.8939 SV 0.8941 -206.25 34585.67 -3800.00 0.8830 0.8941 0.8844 0.0000 0.0071 0.0003 0.0340

140703 0.8891 0.8943 0.8883 0.8939 SV 0.8941 0.8830 0.8941 0.9019 0.0000 0.0071 0.0003 0.0340

140704 0.8939 0.8951 0.8926 0.8944 0.8856 0.8975 0.9019 0.0000 0.0076 0.0003 0.0373

140707 0.8944 0.8959 0.8920 0.8932 0.8881 0.9001 0.9019 0.0000 0.0076 0.0003 0.0373

140708 0.8932 0.8946 0.8915 0.8929 0.8883 0.9002 0.9019 0.0000 0.0076 0.0003 0.0356

140709 0.8929 0.8937 0.8902 0.8908 0.8894 0.8970 0.9019 0.0000 0.0049 0.0003 0.0350

140710 0.8908 0.8934 0.8898 0.8921 0.8883 0.8960 0.9019 0.0000 0.0049 0.0003 0.0373

140711 0.8921 0.8933 0.8908 0.8922 0.8882 0.8953 0.9019 0.0000 0.0045 0.0003 0.0372

140714 0.8922 0.8932 0.8895 0.8919 0.8887 0.8957 0.9019 0.0000 0.0045 0.0003 0.0368

140715 0.8919 0.8962 0.8906 0.8959 0.8879 0.8952 0.9019 0.0000 0.0047 0.0003 0.0370

140716 0.8959 0.8989 0.8956 0.8985 0.8881 0.8992 0.9019 0.0000 0.0070 0.0003 0.0354

140717 0.8985 0.8987 0.8969 0.8973 0.8919 0.9031 0.9019 0.0000 0.0070 0.0003 0.0326

140718 0.8973 0.9004 0.8970 0.8982 0.8924 0.9036 0.9019 0.0000 0.0070 0.0002 0.0274

140721 0.8982 0.8990 0.8972 0.8981 0.8954 0.9021 0.9019 0.0000 0.0042 0.0002 0.0183

140722 0.8981 0.9027 0.8979 0.9021 BP 0.9019 562.50 35148.17 -3237.50 0.8948 0.9015 0.9019 0.0000 0.0042 0.0001 0.0085

140723 0.9021 0.9032 0.9016 0.9024 0.8956 0.9051 0.9019 0.0000 0.0059 0.0000 -0.0030

140724 0.9024 0.9038 0.9008 0.9025 0.8976 0.9071 0.9019 0.0000 0.0059 -0.0001 -0.0163

140725 0.9025 0.9052 0.9018 0.9046 0.8974 0.9069 0.9019 0.0000 0.0059 -0.0003 -0.0284

140728 0.9046 0.9051 0.9035 0.9044 0.9000 0.9067 0.9019 0.0000 0.0042 -0.0004 -0.0424

140729 0.9044 0.9074 0.9037 0.9067 0.9007 0.9075 0.9019 0.0000 0.0042 -0.0005 -0.0548

140730 0.9067 0.9106 0.9066 0.9088 SV 0.9090 0.9016 0.9090 0.9170 0.0000 0.0045 -0.0006 -0.0647

140731 0.9088 0.9103 0.9076 0.9087 0.9043 0.9122 0.9170 0.0000 0.0048 -0.0007 -0.0775

140801 0.9087 0.9096 0.9041 0.9061 BV 0.9046 -368.75 34779.42 -3606.25 0.9046 0.9126 0.9170 0.0000 0.0048 -0.0008 -0.0893

Page 41: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

140801 0.9087 0.9096 0.9041 0.9061 BV 0.9046 0.9046 0.9126 0.8969 0.0000 0.0048 -0.0008 -0.0893

140804 0.9061 0.9072 0.9055 0.9067 0.9009 0.9118 0.8969 0.0000 0.0067 -0.0009 -0.0970

140805 0.9067 0.9111 0.9060 0.9090 0.9004 0.9112 0.8969 0.0000 0.0067 -0.0009 -0.1020

140806 0.9090 0.9115 0.9071 0.9076 0.9025 0.9134 0.8969 0.0000 0.0067 -0.0010 -0.1095

140807 0.9076 0.9105 0.9066 0.9084 0.9037 0.9138 0.8969 0.0000 0.0062 -0.0010 -0.1137

140808 0.9084 0.9099 0.9033 0.9053 0.9029 0.9131 0.8969 0.0000 0.0062 -0.0010 -0.1124

140811 0.9053 0.9067 0.9054 0.9065 0.8994 0.9125 0.8969 0.0000 0.0080 -0.0010 -0.1060

140812 0.9065 0.9104 0.9065 0.9077 0.8990 0.9120 0.8969 0.0000 0.0080 -0.0009 -0.1000

140813 0.9077 0.9099 0.9042 0.9070 0.9013 0.9144 0.8969 0.0000 0.0080 -0.0009 -0.0987

140814 0.9070 0.9086 0.9035 0.9062 0.9009 0.9122 0.8969 0.0000 0.0069 -0.0009 -0.0970

140815 0.9062 0.9071 0.9024 0.9029 0.8999 0.9112 0.8969 0.0000 0.0069 -0.0008 -0.0931

140818 0.9029 0.9070 0.9026 0.9064 0.8987 0.9099 0.8969 0.0000 0.0069 -0.0008 -0.0855

140819 0.9064 0.9094 0.9059 0.9089 0.8994 0.9095 0.8969 0.0000 0.0062 -0.0007 -0.0767

140820 0.9089 0.9135 0.9091 0.9131 SV 0.9120 -593.75 34185.67 -4200.00 0.9027 0.9120 0.8969 0.0000 0.0057 -0.0006 -0.0699

140820 0.9089 0.9135 0.9091 0.9131 SV 0.9120 0.9027 0.9120 0.9200 0.0000 0.0057 -0.0006 -0.0699

140821 0.9131 0.9146 0.9111 0.9113 0.9066 0.9154 0.9200 0.0000 0.0054 -0.0006 -0.0659

140822 0.9113 0.9154 0.9104 0.9136 0.9083 0.9170 0.9200 0.0000 0.0053 -0.0005 -0.0603

140825 0.9136 0.9179 0.9143 0.9151 0.9077 0.9176 0.9200 0.0000 0.0060 -0.0005 -0.0569

140826 0.9151 0.9181 0.9138 0.9171 0.9108 0.9208 0.9200 0.0000 0.0060 -0.0005 -0.0584

140827 0.9171 0.9185 0.9138 0.9146 0.9107 0.9206 0.9200 0.0000 0.0060 -0.0005 -0.0590

140828 0.9146 0.9161 0.9126 0.9147 0.9112 0.9206 0.9200 0.0000 0.0056 -0.0005 -0.0586

140829 0.9147 0.9184 0.9140 0.9181 0.9095 0.9188 0.9200 0.0000 0.0056 -0.0005 -0.0554

140901 0.9181 0.9195 0.9177 0.9189 0.9113 0.9206 0.9200 0.0000 0.0056 -0.0005 -0.0562

140902 0.9189 0.9212 0.9189 0.9186 BP 0.9200 562.50 34748.17 -3637.50 0.9140 0.9228 0.9200 0.0000 0.0052 -0.0005 -0.0593

140903 0.9186 0.9201 0.9176 0.9178 0.9154 0.9242 0.9200 0.0000 0.0052 -0.0006 -0.0621

140904 0.9178 0.9329 0.9175 0.9317 SV 0.9211 0.9163 0.9211 0.9294 0.0000 0.0030 -0.0006 -0.0641

140904 0.9178 0.9329 0.9175 0.9317 BP 0.9294 562.50 35310.67 -3075.00 0.9163 0.0000 0.9294 0.0000 0.0030 -0.0006 -0.0641

140905 0.9317 0.9335 0.9287 0.9312 0.9090 0.9395 0.9294 0.0000 0.0180 -0.0007 -0.0740

140908 0.9312 0.9358 0.9307 0.9350 0.9146 0.9454 0.9294 0.0000 0.0180 -0.0008 -0.0876

140909 0.9350 0.9380 0.9319 0.9324 0.9164 0.9473 0.9294 0.0000 0.0180 -0.0010 -0.1047

140910 0.9324 0.9396 0.9319 0.9375 0.9282 0.9403 0.9294 0.0000 0.0070 -0.0011 -0.1206

140911 0.9375 0.9376 0.9337 0.9361 0.9271 0.9424 0.9294 0.0000 0.0088 -0.0012 -0.1343

140912 0.9361 0.9368 0.9321 0.9339 0.9270 0.9422 0.9294 0.0000 0.0088 -0.0013 -0.1453

140915 0.9339 0.9373 0.9315 0.9353 0.9258 0.9409 0.9294 0.0000 0.0088 -0.0014 -0.1552

140916 0.9353 0.9363 0.9301 0.9326 0.9277 0.9392 0.9294 0.0000 0.0066 -0.0015 -0.1636

140917 0.9326 0.9407 0.9323 0.9405 SV 0.9384 0.9261 0.9384 0.9469 0.0000 0.0071 -0.0015 -0.1684

140918 0.9405 0.9433 0.9335 0.9339 0.9268 0.9434 0.9469 0.0000 0.0096 -0.0016 -0.1735

140919 0.9339 0.9409 0.9335 0.9404 0.9271 0.9464 0.9469 0.0000 0.0111 -0.0016 -0.1755

140922 0.9404 0.9421 0.9368 0.9403 0.9259 0.9452 0.9469 0.0000 0.0111 -0.0016 -0.1787

140923 0.9403 0.9403 0.9354 0.9390 0.9281 0.9475 0.9469 0.0000 0.0111 -0.0016 -0.1799

140924 0.9390 0.9455 0.9389 0.9449 0.9293 0.9439 0.9469 0.0000 0.0084 -0.0016 -0.1764

140925 0.9449 0.9515 0.9453 0.9467 BP 0.9469 562.50 35873.17 -2512.50 0.9346 0.9476 0.9469 0.0000 0.0074 -0.0016 -0.1730

140926 0.9467 0.9521 0.9460 0.9514 0.9407 0.9539 0.9469 0.0000 0.0074 -0.0016 -0.1725

140929 0.9514 0.9532 0.9489 0.9510 0.9414 0.9546 0.9469 0.0000 0.0074 -0.0016 -0.1737

140930 0.9510 0.9597 0.9500 0.9548 SV 0.9561 0.9438 0.9561 0.9650 0.0000 0.0069 -0.0016 -0.1771

141001 0.9548 0.9596 0.9546 0.9566 0.9436 0.9627 0.9650 0.0000 0.0106 -0.0017 -0.1816

141002 0.9566 0.9581 0.9518 0.9539 0.9458 0.9650 0.9650 0.0000 0.0106 -0.0017 -0.1859

141003 0.9539 0.9684 0.9537 0.9676 BP 0.9650 562.50 36435.67 -1950.00 0.9437 0.9628 0.9650 0.0000 0.0106 -0.0017 -0.1878

141006 0.9676 0.9689 0.9568 0.9589 0.9439 0.9729 0.9650 0.0000 0.0159 -0.0018 -0.1953

141007 0.9589 0.9625 0.9556 0.9561 0.9456 0.9747 0.9650 0.0000 0.0159 -0.0018 -0.1973

141008 0.9561 0.9601 0.9511 0.9532 0.9421 0.9709 0.9650 0.0000 0.0159 -0.0017 -0.1920

141009 0.9532 0.9559 0.9469 0.9547 0.9418 0.9653 0.9650 0.0000 0.0131 -0.0017 -0.1832

141010 0.9547 0.9593 0.9527 0.9586 SV 0.9588 0.9411 0.9588 0.9677 0.0000 0.0099 -0.0016 -0.1717

141013 0.9586 0.9576 0.9512 0.9523 0.9456 0.9636 0.9677 0.0000 0.0099 -0.0015 -0.1627

141014 0.9523 0.9555 0.9482 0.9537 0.9442 0.9621 0.9677 0.0000 0.0099 -0.0013 -0.1472

141015 0.9537 0.9562 0.9361 0.9424 BV 0.9437 -1081.25 35354.42 -3031.25 0.9437 0.9581 0.9677 0.0000 0.0081 -0.0012 -0.1372

141015 0.9537 0.9562 0.9361 0.9424 BV 0.9437 0.9437 0.9581 0.9352 0.0000 0.0081 -0.0012 -0.1372

141016 0.9424 0.9491 0.9401 0.9434 0.9242 0.9639 0.9352 0.0000 0.0225 -0.0011 -0.1225

141017 0.9434 0.9475 0.9406 0.9461 0.9231 0.9626 0.9352 0.0000 0.0225 -0.0010 -0.1089

141020 0.9461 0.9480 0.9415 0.9422 0.9228 0.9623 0.9352 0.0000 0.0225 -0.0009 -0.0954

141021 0.9422 0.9488 0.9398 0.9485 0.9352 0.9530 0.9352 0.0000 0.0101 -0.0008 -0.0826

141022 0.9485 0.9542 0.9473 0.9537 SV 0.9527 -662.50 34691.92 -3693.75 0.9348 0.9527 0.9352 0.0000 0.0101 -0.0006 -0.0705

141022 0.9485 0.9542 0.9473 0.9537 SV 0.9527 0.9348 0.9527 0.9614 0.0000 0.0101 -0.0006 -0.0705

141023 0.9537 0.9560 0.9518 0.9537 0.9413 0.9593 0.9614 0.0000 0.0101 -0.0006 -0.0615

141024 0.9537 0.9546 0.9498 0.9516 0.9444 0.9626 0.9614 0.0000 0.0101 -0.0005 -0.0537

141027 0.9516 0.9521 0.9477 0.9488 0.9451 0.9588 0.9614 0.0000 0.0076 -0.0004 -0.0413

141028 0.9488 0.9511 0.9446 0.9469 BV 0.9451 -562.50 34129.42 -4256.25 0.9451 0.9545 0.9614 0.0000 0.0053 -0.0003 -0.0302

141028 0.9488 0.9511 0.9446 0.9469 BV 0.9451 0.9451 0.9545 0.9366 0.0000 0.0053 -0.0003 -0.0302

141029 0.9469 0.9548 0.9442 0.9538 SV 0.9542 -668.75 33460.67 -4925.00 0.9414 0.9542 0.9366 0.0000 0.0072 -0.0001 -0.0156

141029 0.9469 0.9548 0.9442 0.9538 SV 0.9542 0.9414 0.9542 0.9630 0.0000 0.0072 -0.0001 -0.0156

141030 0.9538 0.9611 0.9543 0.9556 0.9391 0.9601 0.9630 0.0000 0.0118 0.0000 -0.0046

141031 0.9556 0.9663 0.9558 0.9623 BP 0.9630 562.50 34023.17 -4362.50 0.9471 0.9685 0.9630 0.0000 0.0118 0.0000 0.0003

141103 0.9623 0.9691 0.9635 0.9650 0.9504 0.9719 0.9630 0.0000 0.0118 0.0000 0.0039

141104 0.9650 0.9664 0.9580 0.9599 0.9559 0.9769 0.9630 0.0000 0.0114 0.0000 0.0004

141105 0.9599 0.9661 0.9584 0.9643 0.9518 0.9727 0.9630 0.0000 0.0114 0.0000 -0.0023

141106 0.9643 0.9729 0.9603 0.9726 SV 0.9706 0.9539 0.9706 0.9797 0.0000 0.0091 -0.0001 -0.0074

141107 0.9726 0.9741 0.9651 0.9662 0.9540 0.9790 0.9797 0.0000 0.0135 -0.0002 -0.0177

141110 0.9662 0.9684 0.9617 0.9681 0.9568 0.9819 0.9797 0.0000 0.0135 -0.0003 -0.0304

141111 0.9681 0.9700 0.9625 0.9642 0.9523 0.9771 0.9797 0.0000 0.0135 -0.0004 -0.0421

141112 0.9642 0.9680 0.9623 0.9670 0.9570 0.9748 0.9797 0.0000 0.0096 -0.0005 -0.0506

141113 0.9670 0.9674 0.9623 0.9628 0.9573 0.9721 0.9797 0.0000 0.0080 -0.0006 -0.0667

141114 0.9628 0.9689 0.9574 0.9590 0.9569 0.9717 0.9797 0.0000 0.0080 -0.0007 -0.0796

141117 0.9590 0.9655 0.9553 0.9648 0.9509 0.9736 0.9797 0.0000 0.0124 -0.0008 -0.0870

141118 0.9648 0.9655 0.9575 0.9583 0.9481 0.9708 0.9797 0.0000 0.0124 -0.0008 -0.0912

141119 0.9583 0.9601 0.9532 0.9582 0.9492 0.9719 0.9797 0.0000 0.0124 -0.0008 -0.0914

141120 0.9582 0.9606 0.9553 0.9579 0.9458 0.9658 0.9797 0.0000 0.0111 -0.0008 -0.0923

141121 0.9579 0.9709 0.9564 0.9699 0.9494 0.9652 0.9797 0.0000 0.0087 -0.0008 -0.0910

141124 0.9699 0.9730 0.9664 0.9666 0.9481 0.9768 0.9797 0.0000 0.0156 -0.0009 -0.0949

141125 0.9666 0.9698 0.9635 0.9637 0.9540 0.9831 0.9797 0.0000 0.0156 -0.0008 -0.0932

141126 0.9637 0.9666 0.9595 0.9611 0.9512 0.9800 0.9797 0.0000 0.0156 -0.0008 -0.0867

141127 0.9611 0.9644 0.9599 0.9635 0.9556 0.9696 0.9797 0.0000 0.0077 -0.0007 -0.0764

141128 0.9635 0.9671 0.9622 0.9657 0.9547 0.9687 0.9797 0.0000 0.0077 -0.0006 -0.0643

141201 0.9657 0.9688 0.9616 0.9643 0.9573 0.9713 0.9797 0.0000 0.0077 -0.0005 -0.0549

141202 0.9643 0.9730 0.9629 0.9725 0.9578 0.9720 0.9797 0.0000 0.0077 -0.0005 -0.0499

141203 0.9725 0.9783 0.9716 0.9773 0.9576 0.9775 0.9797 0.0000 0.0108 -0.0005 -0.0501

141204 0.9773 0.9796 0.9650 0.9712 0.9644 0.9846 0.9797 0.0000 0.0108 -0.0005 -0.0528

141205 0.9712 0.9799 0.9703 0.9781 BP 0.9797 562.50 34585.67 -3800.00 0.9573 0.9862 0.9797 0.0000 0.0154 -0.0004 -0.0484

141208 0.9781 0.9818 0.9739 0.9759 0.9602 0.9892 0.9797 0.0000 0.0154 -0.0004 -0.0441

141209 0.9759 0.9778 0.9654 0.9719 0.9628 0.9921 0.9797 0.0000 0.0154 -0.0004 -0.0422

141210 0.9719 0.9723 0.9667 0.9668 0.9590 0.9835 0.9797 0.0000 0.0131 -0.0004 -0.0398

141211 0.9668 0.9710 0.9628 0.9698 0.9569 0.9814 0.9797 0.0000 0.0131 -0.0003 -0.0379

141212 0.9698 0.9699 0.9619 0.9640 0.9544 0.9787 0.9797 0.0000 0.0131 -0.0004 -0.0391

141215 0.9640 0.9674 0.9622 0.9652 0.9576 0.9738 0.9797 0.0000 0.0088 -0.0003 -0.0337

141216 0.9652 0.9658 0.9554 0.9607 BV 0.9566 0.9566 0.9727 0.9479 0.0000 0.0088 -0.0003 -0.0292

141217 0.9607 0.9746 0.9595 0.9728 SV 0.9707 -987.50 33598.17 -4787.50 0.9501 0.9707 0.9479 0.0000 0.0113 -0.0002 -0.0261

141217 0.9607 0.9746 0.9595 0.9728 SV 0.9707 0.9501 0.9707 0.9798 0.0000 0.0113 -0.0002 -0.0261

141218 0.9728 0.9848 0.9712 0.9800 BP 0.9798 562.50 34160.67 -4225.00 0.9518 0.9817 0.9798 0.0000 0.0161 -0.0003 -0.0306

141219 0.9800 0.9846 0.9785 0.9841 0.9623 0.9929 0.9798 0.0000 0.0161 -0.0004 -0.0412

141222 0.9841 0.9850 0.9805 0.9848 0.9655 0.9963 0.9798 0.0000 0.0161 -0.0005 -0.0537

141223 0.9848 0.9886 0.9826 0.9875 0.9684 0.9956 0.9798 0.0000 0.0142 -0.0006 -0.0662

141224 0.9875 0.9883 0.9841 0.9859 0.9790 0.9913 0.9798 0.0000 0.0063 -0.0007 -0.0784

141225 0.9859 0.9869 0.9801 0.9798 0.9798 0.9917 0.9798 0.0000 0.0062 -0.0008 -0.0869

141226 0.9798 0.9884 0.9837 0.9875 0.9762 0.9896 0.9798 0.0000 0.0070 -0.0008 -0.0906

141229 0.9875 0.9908 0.9844 0.9897 0.9787 0.9922 0.9798 0.0000 0.0070 -0.0009 -0.0954

141230 0.9897 0.9920 0.9868 0.9893 0.9802 0.9937 0.9798 0.0000 0.0070 -0.0009 -0.0968

Page 42: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

141231 0.9893 0.9944 0.9880 0.9942 0.9824 0.9951 0.9798 0.0000 0.0066 -0.0009 -0.0978

150101 0.9942 0.9950 0.9937 0.9950 0.9842 0.9969 0.9798 0.0000 0.0066 -0.0010 -0.1066

150102 0.9950 1.0014 0.9931 1.0011 SV 1.0000 0.9873 1.0000 1.0097 0.0000 0.0065 -0.0011 -0.1183

150105 1.0011 1.0293 1.0014 1.0064 BP 1.0097 562.50 34723.17 -3662.50 0.9880 1.0044 1.0097 0.0000 0.0083 -0.0012 -0.1290

150106 1.0064 1.0109 1.0042 1.0091 0.9844 1.0393 1.0097 0.0000 0.0271 -0.0013 -0.1455

150107 1.0091 1.0176 1.0095 1.0149 0.9770 1.0310 1.0097 0.0000 0.0271 -0.0014 -0.1558

150108 1.0149 1.0217 1.0137 1.0187 0.9823 1.0369 1.0097 0.0000 0.0271 -0.0015 -0.1702

150109 1.0187 1.0209 1.0138 1.0140 1.0082 1.0243 1.0097 0.0000 0.0079 -0.0017 -0.1847

150112 1.0140 1.0190 1.0118 1.0142 1.0078 1.0239 1.0097 0.0000 0.0079 -0.0018 -0.1988

150113 1.0142 1.0218 1.0127 1.0201 SV 1.0217 1.0059 1.0217 1.0318 0.0000 0.0077 -0.0020 -0.2149

150114 1.0201 1.0240 1.0138 1.0186 1.0063 1.0243 1.0318 0.0000 0.0088 -0.0021 -0.2275

150115 1.0186 1.0220 0.7424 0.8705 BV 1.0064 -962.50 33760.67 -4625.00 1.0064 1.0266 1.0318 0.0000 0.0098 -0.0022 -0.2417

150115 1.0186 1.0220 0.7424 0.8705 BV 1.0064 1.0064 1.0266 0.9968 0.0000 0.0098 -0.0022 -0.2417

150115 1.0186 1.0220 0.7424 0.8705 SP 0.9968 562.50 34323.17 -4062.50 1.0064 1.0266 0.9968 0.0000 0.0098 -0.0022 -0.2417

150116 0.8705 0.8811 0.8388 0.8585 0.6378 1.1929 0.9968 0.0000 0.3685 -0.0010 -0.1108

150119 0.8585 0.8798 0.8547 0.8792 0.6577 1.2645 0.9968 0.0000 0.3685 0.0002 0.0218

150120 0.8792 0.8837 0.8687 0.8776 0.6810 1.3535 0.9968 0.0000 0.3685 0.0012 0.1362

150121 0.8776 0.8773 0.8502 0.8606 0.8442 0.9335 0.9968 0.0000 0.0572 0.0022 0.2384

150122 0.8606 0.8750 0.8527 0.8736 0.8465 0.9014 0.9968 0.0000 0.0363 0.0032 0.3517

150123 0.8736 0.8813 0.8681 0.8779 0.8493 0.9046 0.9968 0.0000 0.0363 0.0041 0.4531

150126 0.8779 0.9023 0.8764 0.9007 0.8622 0.9193 0.9968 0.0000 0.0363 0.0049 0.5421

150127 0.9007 0.9167 0.8937 0.9014 0.8790 0.9321 0.9968 0.0000 0.0328 0.0054 0.5993

150128 0.9014 0.9092 0.8987 0.9063 0.8953 0.9506 0.9968 0.0000 0.0328 0.0057 0.6313

150129 0.9063 0.9252 0.9047 0.9240 0.8949 0.9499 0.9968 0.0000 0.0328 0.0059 0.6540

150130 0.9240 0.9289 0.9171 0.9177 0.9069 0.9551 0.9968 0.0000 0.0281 0.0060 0.6576

150202 0.9177 0.9345 0.9204 0.9268 0.9158 0.9584 0.9968 0.0000 0.0245 0.0059 0.6511

150203 0.9268 0.9296 0.9186 0.9236 BV 0.9199 0.9199 0.9627 0.9118 0.0000 0.0245 0.0058 0.6347

150204 0.9236 0.9280 0.9208 0.9238 0.9189 0.9471 0.9118 0.0000 0.0164 0.0056 0.6210

150205 0.9238 0.9312 0.9207 0.9227 0.9189 0.9471 0.9118 0.0000 0.0164 0.0054 0.5994

150206 0.9227 0.9289 0.9177 0.9252 0.9212 0.9434 0.9118 0.0000 0.0129 0.0052 0.5714

150209 0.9252 0.9288 0.9197 0.9239 0.9182 0.9406 0.9118 0.0000 0.0131 0.0049 0.5391

150210 0.9239 0.9278 0.9214 0.9263 0.9187 0.9412 0.9118 0.0000 0.0131 0.0045 0.4999

150211 0.9263 0.9301 0.9230 0.9288 0.9185 0.9410 0.9118 0.0000 0.0131 0.0041 0.4530

150212 0.9288 0.9337 0.9257 0.9303 0.9211 0.9393 0.9118 0.0000 0.0107 0.0036 0.3962

150213 0.9303 0.9335 0.9271 0.9322 0.9243 0.9403 0.9118 0.0000 0.0093 0.0029 0.3204

150216 0.9322 0.9326 0.9285 0.9289 0.9243 0.9402 0.9118 0.0000 0.0093 0.0022 0.2419

150217 0.9289 0.9375 0.9293 0.9363 0.9239 0.9398 0.9118 0.0000 0.0093 0.0014 0.1543

150218 0.9363 0.9452 0.9316 0.9419 SV 0.9421 -1637.50 32685.67 -5700.00 0.9258 0.9421 0.9118 0.0000 0.0094 0.0005 0.0539

150218 0.9363 0.9452 0.9316 0.9419 SV 0.9421 0.9258 0.9421 0.9507 0.0000 0.0094 0.0005 0.0539

150219 0.9419 0.9499 0.9386 0.9498 0.9243 0.9513 0.9507 0.0000 0.0155 -0.0005 -0.0551

150220 0.9498 0.9535 0.9377 0.9422 BP 0.9507 562.50 33248.17 -5137.50 0.9285 0.9557 0.9507 0.0000 0.0155 -0.0016 -0.1739

150223 0.9422 0.9526 0.9391 0.9503 0.9256 0.9567 0.9507 0.0000 0.0177 -0.0027 -0.2982

150224 0.9503 0.9523 0.9469 0.9500 0.9239 0.9548 0.9507 0.0000 0.0177 -0.0039 -0.4303

150225 0.9500 0.9511 0.9466 0.9476 0.9277 0.9590 0.9507 0.0000 0.0177 -0.0038 -0.4149

150226 0.9476 0.9547 0.9448 0.9535 0.9305 0.9571 0.9507 0.0000 0.0151 -0.0035 -0.3868

150227 0.9535 0.9547 0.9451 0.9532 0.9365 0.9559 0.9507 0.0000 0.0109 -0.0033 -0.3684

150302 0.9532 0.9598 0.9536 0.9591 SV 0.9562 0.9369 0.9562 0.9651 0.0000 0.0109 -0.0032 -0.3505

150303 0.9591 0.9618 0.9559 0.9613 0.9438 0.9635 0.9651 0.0000 0.0109 -0.0029 -0.3169

150304 0.9613 0.9681 0.9594 0.9634 BP 0.9651 562.50 33810.67 -4575.00 0.9466 0.9658 0.9651 0.0000 0.0106 -0.0026 -0.2833

150305 0.9634 0.9749 0.9630 0.9743 SV 0.9702 0.9529 0.9702 0.9793 0.0000 0.0094 -0.0023 -0.2567

150306 0.9743 0.9859 0.9722 0.9851 BP 0.9793 562.50 34373.17 -4012.50 0.9544 0.9779 0.9793 0.0000 0.0127 -0.0023 -0.2491

150309 0.9851 0.9874 0.9824 0.9845 0.9624 0.9891 0.9793 0.0000 0.0142 -0.0023 -0.2568

150310 0.9845 1.0000 0.9856 0.9992 SV 0.9950 0.9680 0.9950 1.0046 0.0000 0.0142 -0.0024 -0.2632

150311 0.9992 1.0108 0.9970 1.0093 BP 1.0046 562.50 34935.67 -3450.00 0.9748 1.0030 1.0046 0.0000 0.0146 -0.0026 -0.2865

150312 1.0093 1.0129 0.9983 1.0044 0.9851 1.0139 1.0046 0.0000 0.0146 -0.0029 -0.3169

150313 1.0044 1.0112 1.0027 1.0056 0.9862 1.0151 1.0046 0.0000 0.0146 -0.0032 -0.3475

150316 1.0056 1.0082 1.0024 1.0075 0.9875 1.0161 1.0046 0.0000 0.0144 -0.0034 -0.3709

150317 1.0075 1.0091 1.0011 1.0067 0.9856 1.0142 1.0046 0.0000 0.0144 -0.0035 -0.3887

150318 1.0067 1.0069 0.9630 0.9764 BV 0.9934 0.9934 1.0101 0.9841 0.0000 0.0084 -0.0037 -0.4017

150318 1.0067 1.0069 0.9630 0.9764 SP 0.9841 562.50 35498.17 -2887.50 0.0001 1.0101 0.9841 0.0000 0.0084 -0.0037 -0.4017

150319 0.9764 0.9983 0.9770 0.9915 0.9276 1.0117 0.9841 0.0000 0.0453 -0.0035 -0.3888

150320 0.9915 0.9905 0.9731 0.9777 0.9308 1.0154 0.9841 0.0000 0.0453 -0.0034 -0.3782

150323 0.9777 0.9812 0.9651 0.9650 0.9264 1.0103 0.9841 0.0000 0.0453 -0.0032 -0.3573

150324 0.9650 0.9695 0.9537 0.9582 0.9466 0.9871 0.9841 0.0000 0.0218 -0.0030 -0.3263

150325 0.9582 0.9620 0.9555 0.9607 0.9406 0.9735 0.9841 0.0000 0.0181 -0.0026 -0.2864

150326 0.9607 0.9656 0.9491 0.9621 0.9398 0.9706 0.9841 0.0000 0.0171 -0.0022 -0.2447

150327 0.9621 0.9693 0.9559 0.9597 0.9380 0.9706 0.9841 0.0000 0.0181 -0.0018 -0.1996

150330 0.9597 0.9689 0.9606 0.9684 0.9437 0.9767 0.9841 0.0000 0.0181 -0.0014 -0.1593

150331 0.9684 0.9757 0.9657 0.9719 0.9463 0.9795 0.9841 0.0000 0.0181 -0.0011 -0.1261

150401 0.9719 0.9742 0.9645 0.9659 0.9560 0.9828 0.9841 0.0000 0.0144 -0.0009 -0.1021

150402 0.9659 0.9675 0.9563 0.9595 BV 0.9589 0.9589 0.9786 0.9501 0.0000 0.0106 -0.0007 -0.0723

150403 0.9595 0.9610 0.9482 0.9507 SP 0.9501 562.50 36060.67 -2325.00 0.9505 0.9728 0.9501 0.0000 0.0122 -0.0003 -0.0375

150406 0.9507 0.9606 0.9500 0.9586 0.9421 0.9674 0.9501 0.0000 0.0140 0.0000 0.0027

150407 0.9586 0.9666 0.9558 0.9662 0.9433 0.9687 0.9501 0.0000 0.0140 0.0004 0.0416

150408 0.9662 0.9675 0.9598 0.9658 0.9494 0.9751 0.9501 0.0000 0.0140 0.0007 0.0729

150409 0.9658 0.9789 0.9663 0.9783 SV 0.9755 0.9542 0.9755 0.9847 0.0000 0.0116 0.0009 0.1037

150410 0.9783 0.9837 0.9751 0.9785 0.9617 0.9868 0.9847 0.0000 0.0134 0.0011 0.1203

150413 0.9785 0.9863 0.9760 0.9770 BP 0.9847 562.50 36623.17 -1762.50 0.9684 0.9939 0.9847 0.0000 0.0134 0.0012 0.1321

150414 0.9770 0.9795 0.9674 0.9727 BV 0.9703 0.9703 0.9959 0.9614 0.0000 0.0134 0.0013 0.1408

150415 0.9727 0.9771 0.9636 0.9650 0.9633 0.9874 0.9614 0.0000 0.0128 0.0014 0.1495

150416 0.9650 0.9711 0.9541 0.9559 SP 0.9614 562.50 37185.67 -1200.00 0.9591 0.9860 0.9614 0.0000 0.0143 0.0014 0.1529

150417 0.9559 0.9583 0.9495 0.9514 0.9485 0.9825 0.9614 0.0000 0.0184 0.0014 0.1593

150420 0.9514 0.9599 0.9494 0.9561 0.9402 0.9736 0.9614 0.0000 0.0184 0.0015 0.1616

150421 0.9561 0.9625 0.9502 0.9547 0.9406 0.9742 0.9614 0.0000 0.0184 0.0014 0.1500

150422 0.9547 0.9712 0.9499 0.9699 SV 0.9703 0.9459 0.9703 0.9794 0.0000 0.0134 0.0012 0.1351

150423 0.9699 0.9719 0.9531 0.9548 0.9420 0.9844 0.9794 0.0000 0.0231 0.0010 0.1091

150424 0.9548 0.9573 0.9506 0.9535 0.9434 0.9859 0.9794 0.0000 0.0231 0.0008 0.0840

150427 0.9535 0.9584 0.9489 0.9559 0.9348 0.9766 0.9794 0.0000 0.0231 0.0006 0.0618

150428 0.9559 0.9598 0.9504 0.9562 0.9368 0.9732 0.9794 0.0000 0.0202 0.0005 0.0570

150429 0.9562 0.9572 0.9341 0.9405 BV 0.9462 -1681.25 35504.42 -2881.25 0.9462 0.9651 0.9794 0.0000 0.0104 0.0004 0.0430

150429 0.9562 0.9572 0.9341 0.9405 BV 0.9462 0.9462 0.9651 0.9376 0.0000 0.0104 0.0004 0.0430

150429 0.9562 0.9572 0.9341 0.9405 SP 0.9376 562.50 36066.92 -2318.75 0.9462 0.9651 0.9376 0.0000 0.0104 0.0004 0.0430

150430 0.9405 0.9447 0.9308 0.9331 0.9242 0.9700 0.9376 0.0000 0.0258 0.0004 0.0450

150501 0.9331 0.9352 0.9278 0.9324 0.9171 0.9622 0.9376 0.0000 0.0258 0.0006 0.0609

150504 0.9324 0.9384 0.9206 0.9338 0.9117 0.9563 0.9376 0.0000 0.0258 0.0008 0.0879

150505 0.9338 0.9413 0.9240 0.9267 0.9140 0.9495 0.9376 0.0000 0.0207 0.0010 0.1148

150506 0.9267 0.9281 0.9114 0.9161 BV 0.9175 0.9175 0.9533 0.9095 0.0000 0.0207 0.0013 0.1406

150507 0.9161 0.9227 0.9073 0.9215 SP 0.9095 562.50 36629.42 -1756.25 0.9056 0.9405 0.9095 0.0000 0.0207 0.0016 0.1734

150508 0.9215 0.9316 0.9202 0.9313 0.9019 0.9352 0.9095 0.0000 0.0199 0.0018 0.2005

150511 0.9313 0.9356 0.9298 0.9340 0.9128 0.9465 0.9095 0.0000 0.0197 0.0019 0.2094

150512 0.9340 0.9359 0.9212 0.9285 0.9204 0.9523 0.9095 0.0000 0.0184 0.0019 0.2129

150513 0.9285 0.9294 0.9155 0.9171 BV 0.9173 0.9173 0.9467 0.9093 0.0000 0.0171 0.0020 0.2252

150514 0.9171 0.9177 0.9079 0.9128 SP 0.9093 562.50 37191.92 -1193.75 0.9117 0.9406 0.9093 0.0000 0.0171 0.0023 0.2501

150515 0.9128 0.9255 0.9115 0.9155 0.9028 0.9311 0.9093 0.0000 0.0171 0.0025 0.2774

150518 0.9155 0.9262 0.9155 0.9254 0.9088 0.9367 0.9093 0.0000 0.0166 0.0026 0.2910

150519 0.9254 0.9384 0.9246 0.9370 0.9111 0.9392 0.9093 0.0000 0.0166 0.0027 0.2955

150520 0.9370 0.9406 0.9338 0.9358 0.9213 0.9500 0.9093 0.0000 0.0166 0.0025 0.2773

150521 0.9358 0.9382 0.9306 0.9349 0.9270 0.9547 0.9093 0.0000 0.0159 0.0023 0.2490

150522 0.9349 0.9457 0.9287 0.9433 0.9238 0.9515 0.9093 0.0000 0.0159 0.0020 0.2194

150525 0.9433 0.9458 0.9406 0.9453 0.9237 0.9575 0.9093 0.0000 0.0193 0.0017 0.1885

150526 0.9453 0.9532 0.9451 0.9526 0.9290 0.9632 0.9093 0.0000 0.0193 0.0014 0.1554

150527 0.9526 0.9543 0.9468 0.9504 0.9343 0.9688 0.9093 0.0000 0.0193 0.0011 0.1225

150528 0.9504 0.9513 0.9419 0.9436 BV 0.9434 0.9434 0.9593 0.9349 0.0000 0.0089 0.0009 0.0957

150529 0.9436 0.9479 0.9349 0.9400 SP 0.9349 562.50 37754.42 -631.25 0.9380 0.9566 0.9349 0.0000 0.0105 0.0006 0.0713

150601 0.9400 0.9484 0.9395 0.9460 0.9293 0.9550 0.9349 0.0000 0.0147 0.0005 0.0498

Page 43: ===========================================SWISS FRANC SPOT 4559 Trading days from 980102 to 150626 Sat Jun 27 04:07:54 2015 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage:

150602 0.9460 0.9462 0.9311 0.9329 BV 0.9314 0.9314 0.9572 0.9231 0.0000 0.0147 0.0002 0.0166

150603 0.9329 0.9423 0.9304 0.9349 0.9238 0.9537 0.9231 0.0000 0.0171 -0.0001 -0.0071

150604 0.9349 0.9371 0.9279 0.9326 0.9213 0.9510 0.9231 0.0000 0.0171 -0.0002 -0.0258

150605 0.9326 0.9502 0.9300 0.9399 SV 0.9468 -1131.25 36623.17 -1762.50 0.9173 0.9468 0.9231 0.0000 0.0171 -0.0004 -0.0432

150605 0.9326 0.9502 0.9300 0.9399 SV 0.9468 0.9173 0.9468 0.9555 0.0000 0.0171 -0.0004 -0.0432

150608 0.9399 0.9429 0.9274 0.9285 0.9190 0.9590 0.9555 0.0000 0.0229 -0.0006 -0.0700

150609 0.9285 0.9332 0.9247 0.9306 0.9142 0.9537 0.9555 0.0000 0.0229 -0.0007 -0.0801

150610 0.9306 0.9325 0.9234 0.9315 0.9083 0.9473 0.9555 0.0000 0.0229 -0.0007 -0.0801

150611 0.9315 0.9407 0.9300 0.9336 0.9119 0.9422 0.9555 0.0000 0.0178 -0.0007 -0.0758

150612 0.9336 0.9391 0.9243 0.9288 0.9240 0.9452 0.9555 0.0000 0.0122 -0.0007 -0.0761

150615 0.9288 0.9384 0.9275 0.9286 0.9162 0.9454 0.9555 0.0000 0.0171 -0.0007 -0.0719

150616 0.9286 0.9336 0.9273 0.9318 0.9177 0.9471 0.9555 0.0000 0.0171 -0.0005 -0.0562

150617 0.9318 0.9326 0.9198 0.9214 0.9155 0.9447 0.9555 0.0000 0.0171 -0.0003 -0.0376

150618 0.9214 0.9246 0.9150 0.9211 0.9134 0.9387 0.9555 0.0000 0.0149 -0.0002 -0.0230

150619 0.9211 0.9250 0.9164 0.9171 0.9073 0.9323 0.9555 0.0000 0.0149 -0.0001 -0.0098

150622 0.9171 0.9225 0.9157 0.9222 0.9084 0.9334 0.9555 0.0000 0.0149 0.0001 0.0078

150623 0.9222 0.9388 0.9211 0.9351 0.9101 0.9289 0.9555 0.0000 0.0113 0.0003 0.0322

150624 0.9351 0.9370 0.9282 0.9339 0.9137 0.9486 0.9555 0.0000 0.0204 0.0005 0.0538

150625 0.9339 0.9416 0.9326 0.9362 0.9166 0.9517 0.9555 0.0000 0.0204 0.0006 0.0706

150626 0.9362 0.9373 0.9301 0.9338 0.9211 0.9566 0.9555 0.0000 0.0204 0.0007 0.0799

=================================================================================================================================

N K1 K2 K3 K4 K5 K6 K7 K8 K9 K10 Model

Fixed Trail Profit Net Ave Open Total Total Biggest Biggest

Stop Stop Obj HF LF TDS %W Profit PVDraw R/R Profit %A Equity Profits Losses Win Loss

=================================================================================================================================

3 0.99 0.00 0.00 0.00 0.00 0.00 0.00 28 0.11 999 1

50000 50000 600 9999 0 535 64 34780.79 -6515.96 5.34 65.01 0.7 -1842.38 190984.69-154361.52 593.44 -3265.82

RISK DISCLOSURE STATEMENT

PROGRAM AVAILABILITY IS DEPENDENT ON YOUR COUNTRY OF RESIDENCY AND FINANCIAL STATUS

PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. EXAMPLES OF HISTORIC PRICE MOVES OR EXTREME MARKET CONDITIONS ARE NOT MEANT TO IMPLY THAT SUCH MOVES OR

CONDITIONS ARE COMMON OCCURRENCES OR ARE LIKELY TO OCCUR.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY

TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS

SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE

BENEFIT OF HINDSIGHT.

IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL

TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO

ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADE PROGRAM

WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF THE HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

BID/ASK SPREADS, BROKERAGE COMMISSION, CLEARING, EXCHANGE AND REGULATORY FEES WILL HAVE AN ADVERSE IMPACT ON THE NET OVERALL PERFORMANCE OF YOUR ACCOUNT. PRIOR TO

MAKING A DECISION TO PARTICIPATE IN ANY INVESTMENT MAKE SURE YOU FULLY UNDERSTAND THE FEES ASSOCIATED WITH TRADING.

THE INFORMATION PROVIDED IN THIS REPORT CONTAINS RESEARCH, MARKET COMMENTARY AND TRADE RECOMMENDATIONS. YOU MAY BE SOLICITED FOR AN ACCOUNT BY ONE OF OUR

REPRESENTATIVES OR EMPLOYEES. IT SHOULD BE KNOWN THAT THE REPRESENTATIVES OF OUR FIRM MAY TRADE FUTURES AND OPTIONS FOR THEIR OWN ACCOUNTS OR THOSE OF OTHERS. DUE TO

VARIOUS FACTORS (SUCH AS MARGIN REQUIREMENTS, RISK FACTORS, TRADING OBJECTIVES, TRADING INSTRUCTIONS, TRADING STRATEGIES, AND OTHER FACTORS) SUCH TRADING MAY RESULT IN

THE LIQUIDATION OR INITIATION OF FUTURES OR OPTIONS POSITIONS THAT DIFFER FROM THE OPINIONS AND RECOMMENDATIONS FOUND IN THIS REPORT.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THE RISK OF LOSS IN TRADING FUTURES CONTRACTS OR COMMODITY OPTIONS CAN BE SUBSTANTIAL, AND

THEREFORE INVESTORS SHOULD UNDERSTAND THE RISKS INVOLVED IN TAKING LEVERAGED POSITIONS AND MUST ASSUME RESPONSIBILITY FOR THE RISKS ASSOCIATED WITH SUCH INVESTMENTS

AND FOR THEIR RESULTS.

YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR CIRCUMSTANCES AND FINANCIAL RESOURCES.