├── .gitignore ├── LICENSE ├── R ├── momersion │ ├── Momersion.R │ └── test.R └── vix │ ├── vix_sp500_front_futures.csv │ ├── vix_trader.R │ └── vix_trader_backtest.R ├── README.md ├── chaos.png ├── contracts.py ├── db_scripts ├── create_tables.py └── orders.json ├── executors ├── event.json └── ig_executor.py ├── strategies ├── event.json └── vix_roll_trader.py ├── unit_tests.py └── utils.py /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | env/ 12 | build/ 13 | develop-eggs/ 14 | dist/ 15 | downloads/ 16 | eggs/ 17 | .eggs/ 18 | lib/ 19 | lib64/ 20 | parts/ 21 | sdist/ 22 | var/ 23 | wheels/ 24 | *.egg-info/ 25 | .installed.cfg 26 | *.egg 27 | 28 | # PyInstaller 29 | # Usually these files are written by a python script from a template 30 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 31 | *.manifest 32 | *.spec 33 | 34 | # Installer logs 35 | pip-log.txt 36 | pip-delete-this-directory.txt 37 | 38 | # Unit test / coverage reports 39 | htmlcov/ 40 | .tox/ 41 | .coverage 42 | .coverage.* 43 | .cache 44 | nosetests.xml 45 | coverage.xml 46 | *.cover 47 | .hypothesis/ 48 | 49 | # Translations 50 | *.mo 51 | *.pot 52 | 53 | # Django stuff: 54 | *.log 55 | local_settings.py 56 | 57 | # Flask stuff: 58 | instance/ 59 | .webassets-cache 60 | 61 | # Scrapy stuff: 62 | .scrapy 63 | 64 | # Sphinx documentation 65 | docs/_build/ 66 | 67 | # PyBuilder 68 | target/ 69 | 70 | # Jupyter Notebook 71 | .ipynb_checkpoints 72 | 73 | # pyenv 74 | .python-version 75 | 76 | # celery beat schedule file 77 | celerybeat-schedule 78 | 79 | # SageMath parsed files 80 | *.sage.py 81 | 82 | # dotenv 83 | .env 84 | 85 | # virtualenv 86 | .venv 87 | venv/ 88 | ENV/ 89 | 90 | # Spyder project settings 91 | .spyderproject 92 | .spyproject 93 | 94 | # Rope project settings 95 | .ropeproject 96 | 97 | # mkdocs documentation 98 | /site 99 | 100 | # mypy 101 | .mypy_cache/ 102 | .idea 103 | pip-selfcheck.json 104 | release 105 | include 106 | .RData 107 | .Rhistory 108 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2017 th3sys 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /R/momersion/Momersion.R: -------------------------------------------------------------------------------- 1 | library(xts) 2 | library(PerformanceAnalytics) 3 | library(quantmod) 4 | library(TTR) 5 | momersion <- function(R, n, returnLag = 1) { 6 | momentum <- sign(R * lag(R, returnLag)) 7 | momentum[momentum < 0] <- 0 8 | momersion <- runSum(momentum, n = n)/n * 100 9 | colnames(momersion) <- "momersion" 10 | return(momersion) 11 | } 12 | 13 | xiv <- xts(read.zoo("longXIV.txt", format="%Y-%m-%d", sep=",", header=TRUE)) 14 | vxx <- xts(read.zoo("longVXX.txt", format="%Y-%m-%d", sep=",", header=TRUE)) 15 | 16 | xivRets <- Return.calculate(Cl(xiv)) 17 | vxxRets <- Return.calculate(Cl(vxx)) 18 | 19 | volSpread <- xivRets + vxxRets 20 | volSpreadMomersion <- momersion(volSpread, n = 252) 21 | plot(volSpreadMomersion) 22 | xivRetsMomersion <- momersion(xivRets, n = 252) 23 | plot(xivRetsMomersion) 24 | 25 | #both sides 26 | sig <- -lag(sign(volSpread)) 27 | longShort <- sig * volSpread 28 | charts.PerformanceSummary(longShort['2011::'], main = 'long and short spread') 29 | 30 | #long spread only 31 | sig <- -lag(sign(volSpread)) 32 | sig[sig < 0] <- 0 33 | longOnly <- sig * volSpread 34 | charts.PerformanceSummary(longOnly['2011::'], main = 'long spread only') 35 | 36 | 37 | #short spread only 38 | sig <- -lag(sign(volSpread)) 39 | sig[sig > 0] <- 0 40 | shortOnly <- sig * volSpread 41 | charts.PerformanceSummary(shortOnly['2011::'], main = 'short spread only') 42 | 43 | threeStrats <- na.omit(cbind(longShort, longOnly, shortOnly))["2011::"] 44 | colnames(threeStrats) <- c("LongShort", "Long", "Short") 45 | rbind(table.AnnualizedReturns(threeStrats), CalmarRatio(threeStrats)) -------------------------------------------------------------------------------- /R/momersion/test.R: -------------------------------------------------------------------------------- 1 | library(xts) 2 | library(PerformanceAnalytics) 3 | library(quantmod) 4 | library(TTR) 5 | momersion <- function(R, n, returnLag = 1) { 6 | momentum <- sign(R * lag(R, returnLag)) 7 | momentum[momentum < 0] <- 0 8 | momersion <- runSum(momentum, n = n)/n * 100 9 | colnames(momersion) <- "momersion" 10 | return(momersion) 11 | } 12 | 13 | getSymbols('VIX', src = 'av', adjusted = TRUE, output.size = 'full', api.key = 'ZOB6F3XS7T9QI336') 14 | getSymbols('XIV', src = 'av', adjusted = TRUE, output.size = 'full', api.key = 'ZOB6F3XS7T9QI336') 15 | getSymbols('VXX', src = 'av', adjusted = TRUE, output.size = 'full', api.key = 'ZOB6F3XS7T9QI336') 16 | getSymbols('SVXY', src = 'av', adjusted = TRUE, output.size = 'full', api.key = 'ZOB6F3XS7T9QI336') 17 | 18 | svxyMRets <- Return.calculate(Ad(SVXY)) 19 | vxxMRets <- Return.calculate(Ad(VXX)) 20 | volMSpread <- svxyMRets + vxxMRets 21 | volSpreadMomersion <- momersion(volMSpread, n = 252) 22 | plot(volSpreadMomersion) 23 | 24 | #both sides 25 | sigM <- -lag(sign(volMSpread)) 26 | longMShort <- sigM * volMSpread 27 | charts.PerformanceSummary(longMShort['2011-10::'], main = 'long and short spread') 28 | 29 | #long spread only 30 | sigM <- -lag(sign(volMSpread)) 31 | sigM[sigM < 0] <- 0 32 | longMOnly <- sigM * volMSpread 33 | charts.PerformanceSummary(longMOnly['2011-10::'], main = 'long spread only') 34 | 35 | #short spread only 36 | sigM <- -lag(sign(volMSpread)) 37 | sigM[sigM > 0] <- 0 38 | shortMOnly <- sigM * volMSpread 39 | charts.PerformanceSummary(shortMOnly['2011-10::'], main = 'short spread only') 40 | 41 | threeMStrats <- na.omit(cbind(longMShort, longMOnly, shortMOnly))["2011-10::"] 42 | colnames(threeMStrats) <- c("LongShort", "Long", "Short") 43 | rbind(table.AnnualizedReturns(threeMStrats), CalmarRatio(threeMStrats)) 44 | 45 | ########### 46 | cleanSVXY <- Ad(SVXY)['2011-10::'] 47 | svxyDailyReturns <- cleanSVXY - lag(cleanSVXY) 48 | cleanVXX <- Ad(VXX)['2011-10::'] 49 | vxxDailyReturns <- cleanVXX - lag(cleanVXX) 50 | 51 | tradingDays <- shortMOnly['2011-10::'] 52 | tradingDays[tradingDays == 0] <- NA 53 | tradingDays <- na.omit(tradingDays) 54 | 55 | totalReturns<- merge(merge(svxyDailyReturns, vxxDailyReturns), 56 | tradingDays, join = 'inner') 57 | 58 | 59 | colSums(totalReturns) 60 | 61 | 62 | 63 | 64 | 65 | 66 | 67 | -------------------------------------------------------------------------------- /R/vix/vix_sp500_front_futures.csv: -------------------------------------------------------------------------------- 1 | DATE,SP_NAME,SP_CLOSE,VIX_NAME,VIX_CLOSE,VIX_DAYS_LEFT,VIX_SPOT_CLOSE 2 | 2008-01-02,F.US.EPH08,1458.5,CFE_F08_VX,23.83,14,23.17 3 | 2008-01-03,F.US.EPH08,1458.75,CFE_F08_VX,23.3,13,22.49 4 | 2008-01-04,F.US.EPH08,1423.0,CFE_F08_VX,24.65,12,23.94 5 | 2008-01-07,F.US.EPH08,1421.5,CFE_F08_VX,24.07,9,23.79 6 | 2008-01-08,F.US.EPH08,1397.0,CFE_F08_VX,25.53,8,25.43 7 | 2008-01-09,F.US.EPH08,1411.5,CFE_F08_VX,24.95,7,24.12 8 | 2008-01-10,F.US.EPH08,1421.0,CFE_F08_VX,24.07,6,23.45 9 | 2008-01-11,F.US.EPH08,1407.75,CFE_F08_VX,25.0,5,23.68 10 | 2008-01-14,F.US.EPH08,1420.25,CFE_F08_VX,23.44,2,22.9 11 | 2008-01-15,F.US.EPH08,1388.0,CFE_F08_VX,23.95,1,23.34 12 | 2008-01-16,F.US.EPH08,1376.0,CFE_G08_VX,25.0,34,24.38 13 | 2008-01-17,F.US.EPH08,1339.75,CFE_G08_VX,26.97,33,28.46 14 | 2008-01-18,F.US.EPH08,1325.25,CFE_G08_VX,27.12,32,27.18 15 | 2008-01-22,F.US.EPH08,1309.25,CFE_G08_VX,27.65,28,31.01 16 | 2008-01-23,F.US.EPH08,1341.5,CFE_G08_VX,26.35,27,29.02 17 | 2008-01-24,F.US.EPH08,1352.25,CFE_G08_VX,26.45,26,27.78 18 | 2008-01-25,F.US.EPH08,1334.0,CFE_G08_VX,26.63,25,29.08 19 | 2008-01-28,F.US.EPH08,1354.5,CFE_G08_VX,26.16,22,27.78 20 | 2008-01-29,F.US.EPH08,1362.0,CFE_G08_VX,26.25,21,27.32 21 | 2008-01-30,F.US.EPH08,1350.5,CFE_G08_VX,26.18,20,27.62 22 | 2008-01-31,F.US.EPH08,1379.5,CFE_G08_VX,25.72,19,26.2 23 | 2008-02-01,F.US.EPH08,1397.0,CFE_G08_VX,24.9,18,24.02 24 | 2008-02-04,F.US.EPH08,1378.75,CFE_G08_VX,25.85,15,25.99 25 | 2008-02-05,F.US.EPH08,1343.25,CFE_G08_VX,27.6,14,28.24 26 | 2008-02-06,F.US.EPH08,1330.0,CFE_G08_VX,28.32,13,28.97 27 | 2008-02-07,F.US.EPH08,1340.25,CFE_G08_VX,27.63,12,27.66 28 | 2008-02-08,F.US.EPH08,1330.25,CFE_G08_VX,28.42,11,28.01 29 | 2008-02-11,F.US.EPH08,1338.25,CFE_G08_VX,27.9,8,27.6 30 | 2008-02-12,F.US.EPH08,1349.75,CFE_G08_VX,27.0,7,26.33 31 | 2008-02-13,F.US.EPH08,1363.75,CFE_G08_VX,25.94,6,24.88 32 | 2008-02-14,F.US.EPH08,1351.0,CFE_G08_VX,26.2,5,25.54 33 | 2008-02-15,F.US.EPH08,1351.25,CFE_G08_VX,26.05,4,25.02 34 | 2008-02-19,F.US.EPH08,1355.5,CFE_H08_VX,25.57,29,25.59 35 | 2008-02-20,F.US.EPH08,1359.0,CFE_H08_VX,25.5,28,24.4 36 | 2008-02-21,F.US.EPH08,1347.0,CFE_H08_VX,25.44,27,25.12 37 | 2008-02-22,F.US.EPH08,1355.5,CFE_H08_VX,24.84,26,24.06 38 | 2008-02-25,F.US.EPH08,1371.5,CFE_H08_VX,24.18,23,23.03 39 | 2008-02-26,F.US.EPH08,1382.75,CFE_H08_VX,23.7,22,21.9 40 | 2008-02-27,F.US.EPH08,1380.5,CFE_H08_VX,23.85,21,22.69 41 | 2008-02-28,F.US.EPH08,1365.75,CFE_H08_VX,24.62,20,23.53 42 | 2008-02-29,F.US.EPH08,1331.25,CFE_H08_VX,26.05,19,26.54 43 | 2008-03-03,F.US.EPH08,1332.0,CFE_H08_VX,26.16,16,26.28 44 | 2008-03-04,F.US.EPH08,1327.0,CFE_H08_VX,25.71,15,25.52 45 | 2008-03-05,F.US.EPH08,1335.5,CFE_H08_VX,24.81,14,24.6 46 | 2008-03-06,F.US.EPH08,1308.0,CFE_H08_VX,26.79,13,27.55 47 | 2008-03-07,F.US.EPH08,1292.75,CFE_H08_VX,26.95,12,27.49 48 | 2008-03-10,F.US.EPH08,1275.5,CFE_H08_VX,27.72,9,29.38 49 | 2008-03-11,F.US.EPH08,1324.0,CFE_H08_VX,26.17,8,26.36 50 | 2008-03-12,F.US.EPH08,1309.5,CFE_H08_VX,26.65,7,27.22 51 | 2008-03-13,F.US.EPH08,1313.25,CFE_H08_VX,26.71,6,27.29 52 | 2008-03-14,F.US.EPH08,1291.5,CFE_H08_VX,29.1,5,31.16 53 | 2008-03-17,F.US.EPH08,1278.5,CFE_H08_VX,30.61,2,32.24 54 | 2008-03-18,F.US.EPH08,1332.5,CFE_H08_VX,25.9,1,25.79 55 | 2008-03-19,F.US.EPH08,1298.5,CFE_J08_VX,27.4,28,29.84 56 | 2008-03-20,F.US.EPM08,1324.75,CFE_J08_VX,27.02,27,26.62 57 | 2008-03-24,F.US.EPM08,1351.5,CFE_J08_VX,26.34,23,25.73 58 | 2008-03-25,F.US.EPM08,1351.5,CFE_J08_VX,26.34,22,25.72 59 | 2008-03-26,F.US.EPM08,1335.5,CFE_J08_VX,26.9,21,26.08 60 | 2008-03-27,F.US.EPM08,1329.75,CFE_J08_VX,26.61,20,25.88 61 | 2008-03-28,F.US.EPM08,1319.0,CFE_J08_VX,26.45,19,25.71 62 | 2008-03-31,F.US.EPM08,1324.0,CFE_J08_VX,25.92,16,25.61 63 | 2008-04-01,F.US.EPM08,1370.5,CFE_J08_VX,24.0,15,22.68 64 | 2008-04-02,F.US.EPM08,1371.0,CFE_J08_VX,24.64,14,23.43 65 | 2008-04-03,F.US.EPM08,1373.5,CFE_J08_VX,24.25,13,23.21 66 | 2008-04-04,F.US.EPM08,1372.0,CFE_J08_VX,24.0,12,22.45 67 | 2008-04-07,F.US.EPM08,1372.25,CFE_J08_VX,23.01,9,22.42 68 | 2008-04-08,F.US.EPM08,1371.0,CFE_J08_VX,23.02,8,22.36 69 | 2008-04-09,F.US.EPM08,1360.25,CFE_J08_VX,23.53,7,22.81 70 | 2008-04-10,F.US.EPM08,1362.75,CFE_J08_VX,22.9,6,21.98 71 | 2008-04-11,F.US.EPM08,1335.5,CFE_J08_VX,23.94,5,23.46 72 | 2008-04-14,F.US.EPM08,1331.25,CFE_J08_VX,23.9,2,23.82 73 | 2008-04-15,F.US.EPM08,1336.0,CFE_J08_VX,22.86,1,22.78 74 | 2008-04-16,F.US.EPM08,1371.0,CFE_K08_VX,22.95,35,20.53 75 | 2008-04-17,F.US.EPM08,1372.25,CFE_K08_VX,23.02,34,20.37 76 | 2008-04-18,F.US.EPM08,1388.0,CFE_K08_VX,22.17,33,20.13 77 | 2008-04-21,F.US.EPM08,1388.25,CFE_K08_VX,21.86,30,20.5 78 | 2008-04-22,F.US.EPM08,1380.75,CFE_K08_VX,22.13,29,20.87 79 | 2008-04-23,F.US.EPM08,1378.5,CFE_K08_VX,21.85,28,20.26 80 | 2008-04-24,F.US.EPM08,1386.0,CFE_K08_VX,21.23,27,20.06 81 | 2008-04-25,F.US.EPM08,1397.0,CFE_K08_VX,20.73,26,19.59 82 | 2008-04-28,F.US.EPM08,1397.5,CFE_K08_VX,20.53,23,19.64 83 | 2008-04-29,F.US.EPM08,1391.25,CFE_K08_VX,20.8,22,20.24 84 | 2008-04-30,F.US.EPM08,1386.0,CFE_K08_VX,21.22,21,20.79 85 | 2008-05-01,F.US.EPM08,1411.5,CFE_K08_VX,19.98,20,18.88 86 | 2008-05-02,F.US.EPM08,1415.75,CFE_K08_VX,19.65,19,18.18 87 | 2008-05-05,F.US.EPM08,1408.25,CFE_K08_VX,19.7,16,18.9 88 | 2008-05-06,F.US.EPM08,1420.75,CFE_K08_VX,18.76,15,18.21 89 | 2008-05-07,F.US.EPM08,1395.25,CFE_K08_VX,19.65,14,19.73 90 | 2008-05-08,F.US.EPM08,1392.0,CFE_K08_VX,19.65,13,19.4 91 | 2008-05-09,F.US.EPM08,1389.0,CFE_K08_VX,19.8,12,19.41 92 | 2008-05-12,F.US.EPM08,1404.75,CFE_K08_VX,18.93,9,17.79 93 | 2008-05-13,F.US.EPM08,1404.75,CFE_K08_VX,18.7,8,17.98 94 | 2008-05-14,F.US.EPM08,1407.75,CFE_K08_VX,18.32,7,17.66 95 | 2008-05-15,F.US.EPM08,1424.5,CFE_K08_VX,17.42,6,16.3 96 | 2008-05-16,F.US.EPM08,1425.75,CFE_K08_VX,17.16,5,16.47 97 | 2008-05-19,F.US.EPM08,1429.75,CFE_K08_VX,16.64,2,17.01 98 | 2008-05-20,F.US.EPM08,1417.5,CFE_K08_VX,17.43,1,17.58 99 | 2008-05-21,F.US.EPM08,1393.0,CFE_M08_VX,22.15,28,18.59 100 | 2008-05-22,F.US.EPM08,1393.25,CFE_M08_VX,21.71,27,18.05 101 | 2008-05-23,F.US.EPM08,1373.5,CFE_M08_VX,22.25,26,19.55 102 | 2008-05-27,F.US.EPM08,1384.75,CFE_M08_VX,21.55,22,19.64 103 | 2008-05-28,F.US.EPM08,1391.5,CFE_M08_VX,21.34,21,19.07 104 | 2008-05-29,F.US.EPM08,1397.75,CFE_M08_VX,19.95,20,18.14 105 | 2008-05-30,F.US.EPM08,1400.5,CFE_M08_VX,19.4,19,17.83 106 | 2008-06-02,F.US.EPM08,1385.5,CFE_M08_VX,20.62,16,19.83 107 | 2008-06-03,F.US.EPM08,1378.5,CFE_M08_VX,21.08,15,20.24 108 | 2008-06-04,F.US.EPM08,1377.5,CFE_M08_VX,21.34,14,20.8 109 | 2008-06-05,F.US.EPM08,1405.25,CFE_M08_VX,19.86,13,18.63 110 | 2008-06-06,F.US.EPM08,1359.5,CFE_M08_VX,23.1,12,23.56 111 | 2008-06-09,F.US.EPM08,1363.5,CFE_M08_VX,22.7,9,23.12 112 | 2008-06-10,F.US.EPM08,1356.25,CFE_M08_VX,22.7,8,23.18 113 | 2008-06-11,F.US.EPM08,1335.75,CFE_M08_VX,23.79,7,24.12 114 | 2008-06-12,F.US.EPM08,1341.0,CFE_M08_VX,22.8,6,23.33 115 | 2008-06-13,F.US.EPM08,1357.5,CFE_M08_VX,21.65,5,21.22 116 | 2008-06-16,F.US.EPM08,1357.75,CFE_M08_VX,20.91,2,20.95 117 | 2008-06-17,F.US.EPM08,1351.0,CFE_M08_VX,21.0,1,21.13 118 | 2008-06-18,F.US.EPM08,1337.0,CFE_N08_VX,23.34,28,22.24 119 | 2008-06-19,F.US.EPU08,1341.5,CFE_N08_VX,22.99,27,21.58 120 | 2008-06-20,F.US.EPU08,1319.0,CFE_N08_VX,23.43,26,22.87 121 | 2008-06-23,F.US.EPU08,1318.25,CFE_N08_VX,23.51,23,22.64 122 | 2008-06-24,F.US.EPU08,1315.5,CFE_N08_VX,23.58,22,22.42 123 | 2008-06-25,F.US.EPU08,1322.5,CFE_N08_VX,22.65,21,21.14 124 | 2008-06-26,F.US.EPU08,1284.5,CFE_N08_VX,24.71,20,23.93 125 | 2008-06-27,F.US.EPU08,1280.0,CFE_N08_VX,24.53,19,23.44 126 | 2008-06-30,F.US.EPU08,1281.0,CFE_N08_VX,24.17,16,23.95 127 | 2008-07-01,F.US.EPU08,1286.25,CFE_N08_VX,24.2,15,23.65 128 | 2008-07-02,F.US.EPU08,1262.75,CFE_N08_VX,25.57,14,25.92 129 | 2008-07-03,F.US.EPU08,1265.0,CFE_N08_VX,25.37,13,24.78 130 | 2008-07-07,F.US.EPU08,1251.75,CFE_N08_VX,25.8,9,25.78 131 | 2008-07-08,F.US.EPU08,1273.75,CFE_N08_VX,23.97,8,23.15 132 | 2008-07-09,F.US.EPU08,1248.0,CFE_N08_VX,25.45,7,25.23 133 | 2008-07-10,F.US.EPU08,1254.5,CFE_N08_VX,25.6,6,25.59 134 | 2008-07-11,F.US.EPU08,1239.75,CFE_N08_VX,27.23,5,27.49 135 | 2008-07-14,F.US.EPU08,1228.25,CFE_N08_VX,28.1,2,28.48 136 | 2008-07-15,F.US.EPU08,1211.5,CFE_N08_VX,28.3,1,28.54 137 | 2008-07-16,F.US.EPU08,1241.0,CFE_Q08_VX,24.61,35,25.1 138 | 2008-07-17,F.US.EPU08,1253.5,CFE_Q08_VX,24.23,34,25.01 139 | 2008-07-18,F.US.EPU08,1260.5,CFE_Q08_VX,24.07,33,24.05 140 | 2008-07-21,F.US.EPU08,1261.5,CFE_Q08_VX,23.39,30,23.05 141 | 2008-07-22,F.US.EPU08,1274.25,CFE_Q08_VX,22.44,29,21.18 142 | 2008-07-23,F.US.EPU08,1282.5,CFE_Q08_VX,22.45,28,21.31 143 | 2008-07-24,F.US.EPU08,1253.75,CFE_Q08_VX,23.6,27,23.44 144 | 2008-07-25,F.US.EPU08,1253.75,CFE_Q08_VX,23.42,26,22.91 145 | 2008-07-28,F.US.EPU08,1235.0,CFE_Q08_VX,24.22,23,24.23 146 | 2008-07-29,F.US.EPU08,1261.75,CFE_Q08_VX,22.66,22,22.03 147 | 2008-07-30,F.US.EPU08,1284.75,CFE_Q08_VX,21.55,21,21.21 148 | 2008-07-31,F.US.EPU08,1267.0,CFE_Q08_VX,22.8,20,22.94 149 | 2008-08-01,F.US.EPU08,1260.25,CFE_Q08_VX,22.96,19,22.57 150 | 2008-08-04,F.US.EPU08,1248.75,CFE_Q08_VX,22.76,16,23.49 151 | 2008-08-05,F.US.EPU08,1283.0,CFE_Q08_VX,21.4,15,21.14 152 | 2008-08-06,F.US.EPU08,1287.75,CFE_Q08_VX,20.72,14,20.23 153 | 2008-08-07,F.US.EPU08,1268.0,CFE_Q08_VX,21.5,13,21.15 154 | 2008-08-08,F.US.EPU08,1292.25,CFE_Q08_VX,20.99,12,20.66 155 | 2008-08-11,F.US.EPU08,1305.0,CFE_Q08_VX,20.3,9,20.12 156 | 2008-08-12,F.US.EPU08,1291.5,CFE_Q08_VX,21.22,8,21.17 157 | 2008-08-13,F.US.EPU08,1284.5,CFE_Q08_VX,21.56,7,21.55 158 | 2008-08-14,F.US.EPU08,1293.75,CFE_Q08_VX,20.8,6,20.34 159 | 2008-08-15,F.US.EPU08,1299.75,CFE_Q08_VX,20.16,5,19.58 160 | 2008-08-18,F.US.EPU08,1282.0,CFE_Q08_VX,20.65,2,20.98 161 | 2008-08-19,F.US.EPU08,1268.5,CFE_Q08_VX,21.0,1,21.28 162 | 2008-08-20,F.US.EPU08,1273.75,CFE_U08_VX,22.46,28,20.42 163 | 2008-08-21,F.US.EPU08,1275.5,CFE_U08_VX,22.05,27,19.82 164 | 2008-08-22,F.US.EPU08,1292.25,CFE_U08_VX,21.6,26,18.81 165 | 2008-08-25,F.US.EPU08,1266.5,CFE_U08_VX,22.7,23,20.97 166 | 2008-08-26,F.US.EPU08,1271.75,CFE_U08_VX,22.42,22,20.49 167 | 2008-08-27,F.US.EPU08,1282.0,CFE_U08_VX,21.81,21,19.76 168 | 2008-08-28,F.US.EPU08,1298.0,CFE_U08_VX,21.1,20,19.43 169 | 2008-08-29,F.US.EPU08,1282.5,CFE_U08_VX,21.69,19,20.65 170 | 2008-09-02,F.US.EPU08,1276.5,CFE_U08_VX,22.05,15,21.99 171 | 2008-09-03,F.US.EPU08,1275.25,CFE_U08_VX,21.64,14,21.43 172 | 2008-09-04,F.US.EPU08,1236.5,CFE_U08_VX,23.73,13,24.03 173 | 2008-09-05,F.US.EPU08,1241.0,CFE_U08_VX,23.07,12,23.06 174 | 2008-09-08,F.US.EPU08,1267.0,CFE_U08_VX,22.0,9,22.64 175 | 2008-09-09,F.US.EPU08,1226.5,CFE_U08_VX,24.29,8,25.47 176 | 2008-09-10,F.US.EPU08,1233.25,CFE_U08_VX,23.55,7,24.52 177 | 2008-09-11,F.US.EPU08,1251.0,CFE_U08_VX,23.84,6,24.39 178 | 2008-09-12,F.US.EPU08,1257.25,CFE_U08_VX,24.7,5,25.66 179 | 2008-09-15,F.US.EPU08,1195.0,CFE_U08_VX,28.76,2,31.7 180 | 2008-09-16,F.US.EPU08,1214.25,CFE_U08_VX,29.57,1,30.3 181 | 2008-09-17,F.US.EPU08,1160.75,CFE_V08_VX,26.6,35,36.22 182 | 2008-09-18,F.US.EPZ08,1203.25,CFE_V08_VX,25.35,34,33.1 183 | 2008-09-19,F.US.EPZ08,1246.0,CFE_V08_VX,24.78,33,32.07 184 | 2008-09-22,F.US.EPZ08,1213.75,CFE_V08_VX,26.72,30,33.85 185 | 2008-09-23,F.US.EPZ08,1187.0,CFE_V08_VX,29.0,29,35.72 186 | 2008-09-24,F.US.EPZ08,1193.0,CFE_V08_VX,28.83,28,35.19 187 | 2008-09-25,F.US.EPZ08,1213.5,CFE_V08_VX,27.83,27,32.82 188 | 2008-09-26,F.US.EPZ08,1214.5,CFE_V08_VX,28.61,26,34.74 189 | 2008-09-29,F.US.EPZ08,1118.75,CFE_V08_VX,32.46,23,46.72 190 | 2008-09-30,F.US.EPZ08,1169.0,CFE_V08_VX,30.8,22,39.39 191 | 2008-10-01,F.US.EPZ08,1168.5,CFE_V08_VX,31.94,21,39.81 192 | 2008-10-02,F.US.EPZ08,1124.5,CFE_V08_VX,34.05,20,45.26 193 | 2008-10-03,F.US.EPZ08,1108.25,CFE_V08_VX,35.79,19,45.14 194 | 2008-10-06,F.US.EPZ08,1053.25,CFE_V08_VX,37.4,16,52.05 195 | 2008-10-07,F.US.EPZ08,1005.75,CFE_V08_VX,41.75,15,53.68 196 | 2008-10-08,F.US.EPZ08,981.0,CFE_V08_VX,45.39,14,57.53 197 | 2008-10-09,F.US.EPZ08,912.5,CFE_V08_VX,52.5,13,63.92 198 | 2008-10-10,F.US.EPZ08,891.0,CFE_V08_VX,57.5,12,69.95 199 | 2008-10-13,F.US.EPZ08,1016.75,CFE_V08_VX,50.78,9,54.99 200 | 2008-10-14,F.US.EPZ08,1002.25,CFE_V08_VX,49.09,8,55.13 201 | 2008-10-15,F.US.EPZ08,903.25,CFE_V08_VX,58.36,7,69.25 202 | 2008-10-16,F.US.EPZ08,941.0,CFE_V08_VX,64.0,6,67.61 203 | 2008-10-17,F.US.EPZ08,933.5,CFE_V08_VX,63.77,5,70.33 204 | 2008-10-20,F.US.EPZ08,990.5,CFE_V08_VX,52.35,2,52.97 205 | 2008-10-21,F.US.EPZ08,959.25,CFE_V08_VX,52.99,1,53.11 206 | 2008-10-22,F.US.EPZ08,902.75,CFE_X08_VX,48.2,28,69.65 207 | 2008-10-23,F.US.EPZ08,915.25,CFE_X08_VX,50.01,27,67.8 208 | 2008-10-24,F.US.EPZ08,866.0,CFE_X08_VX,55.91,26,79.13 209 | 2008-10-27,F.US.EPZ08,834.75,CFE_X08_VX,59.3,23,80.06 210 | 2008-10-28,F.US.EPZ08,938.75,CFE_X08_VX,53.64,22,66.96 211 | 2008-10-29,F.US.EPZ08,927.0,CFE_X08_VX,56.14,21,69.96 212 | 2008-10-30,F.US.EPZ08,961.5,CFE_X08_VX,55.33,20,62.9 213 | 2008-10-31,F.US.EPZ08,967.25,CFE_X08_VX,54.49,19,59.89 214 | 2008-11-03,F.US.EPZ08,969.5,CFE_X08_VX,51.92,16,53.68 215 | 2008-11-04,F.US.EPZ08,1003.25,CFE_X08_VX,46.54,15,47.73 216 | 2008-11-05,F.US.EPZ08,958.0,CFE_X08_VX,50.3,14,54.56 217 | 2008-11-06,F.US.EPZ08,904.5,CFE_X08_VX,57.6,13,63.68 218 | 2008-11-07,F.US.EPZ08,936.25,CFE_X08_VX,54.74,12,56.1 219 | 2008-11-10,F.US.EPZ08,921.5,CFE_X08_VX,56.17,9,59.98 220 | 2008-11-11,F.US.EPZ08,893.0,CFE_X08_VX,58.3,8,61.44 221 | 2008-11-12,F.US.EPZ08,853.5,CFE_X08_VX,63.45,7,66.46 222 | 2008-11-13,F.US.EPZ08,907.75,CFE_X08_VX,56.75,6,59.83 223 | 2008-11-14,F.US.EPZ08,861.5,CFE_X08_VX,63.0,5,66.31 224 | 2008-11-17,F.US.EPZ08,851.0,CFE_X08_VX,67.9,2,69.15 225 | 2008-11-18,F.US.EPZ08,866.5,CFE_X08_VX,67.1,1,67.64 226 | 2008-11-19,F.US.EPZ08,812.5,CFE_Z08_VX,63.11,28,74.26 227 | 2008-11-20,F.US.EPZ08,748.25,CFE_Z08_VX,66.4,27,80.86 228 | 2008-11-21,F.US.EPZ08,792.0,CFE_Z08_VX,62.58,26,72.67 229 | 2008-11-24,F.US.EPZ08,848.0,CFE_Z08_VX,58.35,23,64.7 230 | 2008-11-25,F.US.EPZ08,853.25,CFE_Z08_VX,57.25,22,60.9 231 | 2008-11-26,F.US.EPZ08,886.25,CFE_Z08_VX,52.92,21,54.92 232 | 2008-11-28,F.US.EPZ08,895.25,CFE_Z08_VX,53.39,19,55.28 233 | 2008-12-01,F.US.EPZ08,815.75,CFE_Z08_VX,60.52,16,68.51 234 | 2008-12-02,F.US.EPZ08,849.0,CFE_Z08_VX,57.9,15,62.98 235 | 2008-12-03,F.US.EPZ08,868.5,CFE_Z08_VX,57.71,14,60.72 236 | 2008-12-04,F.US.EPZ08,847.5,CFE_Z08_VX,60.65,13,63.64 237 | 2008-12-05,F.US.EPZ08,872.5,CFE_Z08_VX,58.35,12,59.93 238 | 2008-12-08,F.US.EPZ08,904.75,CFE_Z08_VX,55.27,9,58.49 239 | 2008-12-09,F.US.EPZ08,889.5,CFE_Z08_VX,56.55,8,58.91 240 | 2008-12-10,F.US.EPZ08,895.75,CFE_Z08_VX,55.21,7,55.73 241 | 2008-12-11,F.US.EPZ08,875.0,CFE_Z08_VX,55.2,6,55.78 242 | 2008-12-12,F.US.EPZ08,886.0,CFE_Z08_VX,54.5,5,54.28 243 | 2008-12-15,F.US.EPZ08,873.25,CFE_Z08_VX,55.8,2,56.76 244 | 2008-12-16,F.US.EPZ08,913.5,CFE_Z08_VX,52.78,1,52.37 245 | 2008-12-17,F.US.EPZ08,904.25,CFE_F09_VX,52.2,35,49.84 246 | 2008-12-18,F.US.EPH09,892.5,CFE_F09_VX,50.28,34,47.34 247 | 2008-12-19,F.US.EPH09,881.25,CFE_F09_VX,47.52,33,44.93 248 | 2008-12-22,F.US.EPH09,871.25,CFE_F09_VX,45.45,30,44.56 249 | 2008-12-23,F.US.EPH09,858.5,CFE_F09_VX,46.15,29,45.02 250 | 2008-12-24,F.US.EPH09,865.0,CFE_F09_VX,45.55,28,44.21 251 | 2008-12-26,F.US.EPH09,869.0,CFE_F09_VX,45.06,26,43.38 252 | 2008-12-29,F.US.EPH09,870.5,CFE_F09_VX,46.5,23,43.9 253 | 2008-12-30,F.US.EPH09,888.25,CFE_F09_VX,44.11,22,41.63 254 | 2008-12-31,F.US.EPH09,900.0,CFE_F09_VX,41.97,21,40.0 255 | 2009-01-02,F.US.EPH09,925.5,CFE_F09_VX,38.74,19,39.19 256 | 2009-01-05,F.US.EPH09,927.5,CFE_F09_VX,39.83,16,39.08 257 | 2009-01-06,F.US.EPH09,930.5,CFE_F09_VX,39.3,15,38.56 258 | 2009-01-07,F.US.EPH09,905.25,CFE_F09_VX,43.5,14,43.39 259 | 2009-01-08,F.US.EPH09,906.75,CFE_F09_VX,43.0,13,42.56 260 | 2009-01-09,F.US.EPH09,885.5,CFE_F09_VX,44.57,12,42.82 261 | 2009-01-12,F.US.EPH09,868.0,CFE_F09_VX,48.14,9,45.84 262 | 2009-01-13,F.US.EPH09,868.5,CFE_F09_VX,46.66,8,43.27 263 | 2009-01-14,F.US.EPH09,839.75,CFE_F09_VX,51.87,7,49.14 264 | 2009-01-15,F.US.EPH09,839.25,CFE_F09_VX,53.35,6,51.0 265 | 2009-01-16,F.US.EPH09,848.5,CFE_F09_VX,49.8,5,46.11 266 | 2009-01-20,F.US.EPH09,806.0,CFE_F09_VX,57.95,1,56.65 267 | 2009-01-21,F.US.EPH09,836.75,CFE_G09_VX,51.24,28,46.42 268 | 2009-01-22,F.US.EPH09,825.5,CFE_G09_VX,50.65,27,47.29 269 | 2009-01-23,F.US.EPH09,823.5,CFE_G09_VX,50.2,26,47.27 270 | 2009-01-26,F.US.EPH09,830.75,CFE_G09_VX,47.57,23,45.69 271 | 2009-01-27,F.US.EPH09,839.25,CFE_G09_VX,45.09,22,42.25 272 | 2009-01-28,F.US.EPH09,871.5,CFE_G09_VX,42.35,21,39.66 273 | 2009-01-29,F.US.EPH09,842.75,CFE_G09_VX,43.33,20,42.63 274 | 2009-01-30,F.US.EPH09,822.5,CFE_G09_VX,44.96,19,44.84 275 | 2009-02-02,F.US.EPH09,821.25,CFE_G09_VX,45.4,16,45.52 276 | 2009-02-03,F.US.EPH09,831.5,CFE_G09_VX,43.05,15,43.06 277 | 2009-02-04,F.US.EPH09,829.75,CFE_G09_VX,43.75,14,43.85 278 | 2009-02-05,F.US.EPH09,840.5,CFE_G09_VX,43.2,13,43.73 279 | 2009-02-06,F.US.EPH09,867.75,CFE_G09_VX,42.6,12,43.37 280 | 2009-02-09,F.US.EPH09,865.0,CFE_G09_VX,42.5,9,43.64 281 | 2009-02-10,F.US.EPH09,827.0,CFE_G09_VX,45.65,8,46.67 282 | 2009-02-11,F.US.EPH09,831.5,CFE_G09_VX,44.6,7,44.53 283 | 2009-02-12,F.US.EPH09,835.5,CFE_G09_VX,42.55,6,41.25 284 | 2009-02-13,F.US.EPH09,820.0,CFE_G09_VX,43.65,5,42.93 285 | 2009-02-17,F.US.EPH09,785.5,CFE_G09_VX,48.05,1,48.66 286 | 2009-02-18,F.US.EPH09,779.5,CFE_H09_VX,44.9,28,48.46 287 | 2009-02-19,F.US.EPH09,779.5,CFE_H09_VX,44.35,27,47.08 288 | 2009-02-20,F.US.EPH09,769.5,CFE_H09_VX,46.65,26,49.3 289 | 2009-02-23,F.US.EPH09,745.0,CFE_H09_VX,48.95,23,52.62 290 | 2009-02-24,F.US.EPH09,768.75,CFE_H09_VX,44.45,22,45.49 291 | 2009-02-25,F.US.EPH09,761.5,CFE_H09_VX,43.4,21,44.67 292 | 2009-02-26,F.US.EPH09,752.0,CFE_H09_VX,43.9,20,44.66 293 | 2009-02-27,F.US.EPH09,734.25,CFE_H09_VX,44.3,19,46.35 294 | 2009-03-02,F.US.EPH09,705.5,CFE_H09_VX,47.8,16,52.65 295 | 2009-03-03,F.US.EPH09,689.5,CFE_H09_VX,48.5,15,50.93 296 | 2009-03-04,F.US.EPH09,708.5,CFE_H09_VX,44.75,14,47.56 297 | 2009-03-05,F.US.EPH09,686.0,CFE_H09_VX,47.35,13,50.17 298 | 2009-03-06,F.US.EPH09,687.75,CFE_H09_VX,46.75,12,49.33 299 | 2009-03-09,F.US.EPH09,676.0,CFE_H09_VX,47.05,9,49.68 300 | 2009-03-10,F.US.EPH09,716.0,CFE_H09_VX,43.1,8,44.37 301 | 2009-03-11,F.US.EPH09,720.5,CFE_H09_VX,42.6,7,43.61 302 | 2009-03-12,F.US.EPH09,751.5,CFE_H09_VX,41.1,6,41.18 303 | 2009-03-13,F.US.EPH09,757.75,CFE_H09_VX,42.1,5,42.36 304 | 2009-03-16,F.US.EPH09,757.25,CFE_H09_VX,43.05,2,43.74 305 | 2009-03-17,F.US.EPH09,778.75,CFE_H09_VX,40.05,1,40.8 306 | 2009-03-18,F.US.EPH09,795.5,CFE_J09_VX,41.0,28,40.06 307 | 2009-03-19,F.US.EPM09,780.0,CFE_J09_VX,43.75,27,43.68 308 | 2009-03-20,F.US.EPM09,764.0,CFE_J09_VX,47.05,26,45.89 309 | 2009-03-23,F.US.EPM09,817.25,CFE_J09_VX,43.4,23,43.23 310 | 2009-03-24,F.US.EPM09,803.5,CFE_J09_VX,43.95,22,42.93 311 | 2009-03-25,F.US.EPM09,808.25,CFE_J09_VX,42.8,21,42.25 312 | 2009-03-26,F.US.EPM09,827.25,CFE_J09_VX,41.55,20,40.36 313 | 2009-03-27,F.US.EPM09,816.0,CFE_J09_VX,42.85,19,41.04 314 | 2009-03-30,F.US.EPM09,784.25,CFE_J09_VX,46.35,16,45.54 315 | 2009-03-31,F.US.EPM09,794.75,CFE_J09_VX,45.05,15,44.14 316 | 2009-04-01,F.US.EPM09,809.25,CFE_J09_VX,43.7,14,42.28 317 | 2009-04-02,F.US.EPM09,835.5,CFE_J09_VX,43.0,13,42.04 318 | 2009-04-03,F.US.EPM09,840.5,CFE_J09_VX,41.7,12,39.7 319 | 2009-04-06,F.US.EPM09,830.5,CFE_J09_VX,41.95,9,40.93 320 | 2009-04-07,F.US.EPM09,814.0,CFE_J09_VX,41.55,8,40.39 321 | 2009-04-08,F.US.EPM09,822.5,CFE_J09_VX,40.6,7,38.85 322 | 2009-04-09,F.US.EPM09,852.5,CFE_J09_VX,38.3,6,36.53 323 | 2009-04-13,F.US.EPM09,854.0,CFE_J09_VX,37.0,2,37.81 324 | 2009-04-14,F.US.EPM09,840.25,CFE_J09_VX,38.0,1,37.67 325 | 2009-04-15,F.US.EPM09,848.5,CFE_K09_VX,38.8,35,36.17 326 | 2009-04-16,F.US.EPM09,861.5,CFE_K09_VX,37.3,34,35.79 327 | 2009-04-17,F.US.EPM09,866.75,CFE_K09_VX,36.65,33,33.94 328 | 2009-04-20,F.US.EPM09,833.0,CFE_K09_VX,39.5,30,39.18 329 | 2009-04-21,F.US.EPM09,847.75,CFE_K09_VX,37.8,29,37.14 330 | 2009-04-22,F.US.EPM09,837.0,CFE_K09_VX,38.4,28,38.1 331 | 2009-04-23,F.US.EPM09,848.75,CFE_K09_VX,37.75,27,37.15 332 | 2009-04-24,F.US.EPM09,866.5,CFE_K09_VX,37.65,26,36.82 333 | 2009-04-27,F.US.EPM09,856.75,CFE_K09_VX,38.7,23,38.32 334 | 2009-04-28,F.US.EPM09,851.75,CFE_K09_VX,38.2,22,37.95 335 | 2009-04-29,F.US.EPM09,869.0,CFE_K09_VX,36.35,21,36.08 336 | 2009-04-30,F.US.EPM09,870.0,CFE_K09_VX,37.0,20,36.5 337 | 2009-05-01,F.US.EPM09,876.0,CFE_K09_VX,36.45,19,35.3 338 | 2009-05-04,F.US.EPM09,902.75,CFE_K09_VX,34.8,16,34.53 339 | 2009-05-05,F.US.EPM09,903.5,CFE_K09_VX,34.6,15,33.36 340 | 2009-05-06,F.US.EPM09,917.25,CFE_K09_VX,33.05,14,32.45 341 | 2009-05-07,F.US.EPM09,907.0,CFE_K09_VX,33.65,13,33.44 342 | 2009-05-08,F.US.EPM09,924.75,CFE_K09_VX,32.15,12,32.05 343 | 2009-05-11,F.US.EPM09,909.0,CFE_K09_VX,32.45,9,32.87 344 | 2009-05-12,F.US.EPM09,906.75,CFE_K09_VX,32.0,8,31.8 345 | 2009-05-13,F.US.EPM09,885.25,CFE_K09_VX,33.4,7,33.65 346 | 2009-05-14,F.US.EPM09,889.5,CFE_K09_VX,31.55,6,31.37 347 | 2009-05-15,F.US.EPM09,883.0,CFE_K09_VX,33.2,5,33.12 348 | 2009-05-18,F.US.EPM09,907.0,CFE_K09_VX,29.9,2,30.24 349 | 2009-05-19,F.US.EPM09,906.5,CFE_K09_VX,28.45,1,28.8 350 | 2009-05-20,F.US.EPM09,900.0,CFE_M09_VX,30.5,28,29.03 351 | 2009-05-21,F.US.EPM09,888.75,CFE_M09_VX,32.1,27,31.35 352 | 2009-05-22,F.US.EPM09,885.0,CFE_M09_VX,32.75,26,32.63 353 | 2009-05-26,F.US.EPM09,908.75,CFE_M09_VX,31.1,22,30.62 354 | 2009-05-27,F.US.EPM09,892.5,CFE_M09_VX,32.1,21,32.36 355 | 2009-05-28,F.US.EPM09,905.0,CFE_M09_VX,31.6,20,31.67 356 | 2009-05-29,F.US.EPM09,918.0,CFE_M09_VX,30.4,19,28.92 357 | 2009-06-01,F.US.EPM09,939.0,CFE_M09_VX,29.65,16,30.04 358 | 2009-06-02,F.US.EPM09,942.5,CFE_M09_VX,29.65,15,29.63 359 | 2009-06-03,F.US.EPM09,931.75,CFE_M09_VX,31.2,14,31.02 360 | 2009-06-04,F.US.EPM09,940.5,CFE_M09_VX,30.8,13,30.18 361 | 2009-06-05,F.US.EPM09,940.5,CFE_M09_VX,30.5,12,29.62 362 | 2009-06-08,F.US.EPM09,938.75,CFE_M09_VX,30.3,9,29.77 363 | 2009-06-09,F.US.EPM09,939.5,CFE_M09_VX,29.05,8,28.27 364 | 2009-06-10,F.US.EPM09,940.5,CFE_M09_VX,29.2,7,28.46 365 | 2009-06-11,F.US.EPM09,942.0,CFE_M09_VX,28.1,6,28.11 366 | 2009-06-12,F.US.EPM09,944.75,CFE_M09_VX,28.3,5,28.15 367 | 2009-06-15,F.US.EPM09,923.5,CFE_M09_VX,30.15,2,30.81 368 | 2009-06-16,F.US.EPM09,912.0,CFE_M09_VX,31.9,1,32.68 369 | 2009-06-17,F.US.EPM09,909.75,CFE_N09_VX,32.65,35,31.54 370 | 2009-06-18,F.US.EPU09,913.25,CFE_N09_VX,32.35,34,30.03 371 | 2009-06-19,F.US.EPU09,915.75,CFE_N09_VX,31.5,33,27.99 372 | 2009-06-22,F.US.EPU09,888.5,CFE_N09_VX,32.75,30,31.17 373 | 2009-06-23,F.US.EPU09,890.25,CFE_N09_VX,32.0,29,30.58 374 | 2009-06-24,F.US.EPU09,898.0,CFE_N09_VX,30.6,28,29.05 375 | 2009-06-25,F.US.EPU09,916.5,CFE_N09_VX,29.15,27,26.36 376 | 2009-06-26,F.US.EPU09,914.0,CFE_N09_VX,28.5,26,25.93 377 | 2009-06-29,F.US.EPU09,921.25,CFE_N09_VX,27.45,23,25.35 378 | 2009-06-30,F.US.EPU09,915.5,CFE_N09_VX,28.1,22,26.35 379 | 2009-07-01,F.US.EPU09,919.25,CFE_N09_VX,27.65,21,26.22 380 | 2009-07-02,F.US.EPU09,893.25,CFE_N09_VX,29.35,20,27.95 381 | 2009-07-06,F.US.EPU09,895.5,CFE_N09_VX,28.95,16,29.0 382 | 2009-07-07,F.US.EPU09,879.25,CFE_N09_VX,30.25,15,30.85 383 | 2009-07-08,F.US.EPU09,873.75,CFE_N09_VX,30.75,14,31.3 384 | 2009-07-09,F.US.EPU09,879.0,CFE_N09_VX,29.7,13,29.78 385 | 2009-07-10,F.US.EPU09,874.25,CFE_N09_VX,29.85,12,29.02 386 | 2009-07-13,F.US.EPU09,895.5,CFE_N09_VX,27.55,9,26.31 387 | 2009-07-14,F.US.EPU09,901.5,CFE_N09_VX,26.95,8,25.02 388 | 2009-07-15,F.US.EPU09,927.25,CFE_N09_VX,26.4,7,25.89 389 | 2009-07-16,F.US.EPU09,935.75,CFE_N09_VX,25.85,6,25.42 390 | 2009-07-17,F.US.EPU09,937.0,CFE_N09_VX,25.6,5,24.34 391 | 2009-07-20,F.US.EPU09,949.0,CFE_N09_VX,24.55,2,24.4 392 | 2009-07-21,F.US.EPU09,953.5,CFE_N09_VX,24.0,1,23.87 393 | 2009-07-22,F.US.EPU09,949.5,CFE_Q09_VX,27.2,28,23.47 394 | 2009-07-23,F.US.EPU09,969.0,CFE_Q09_VX,26.25,27,23.43 395 | 2009-07-24,F.US.EPU09,977.75,CFE_Q09_VX,25.95,26,23.09 396 | 2009-07-27,F.US.EPU09,980.0,CFE_Q09_VX,26.35,23,24.28 397 | 2009-07-28,F.US.EPU09,976.0,CFE_Q09_VX,27.35,22,25.01 398 | 2009-07-29,F.US.EPU09,975.0,CFE_Q09_VX,27.65,21,25.61 399 | 2009-07-30,F.US.EPU09,982.25,CFE_Q09_VX,27.05,20,25.4 400 | 2009-07-31,F.US.EPU09,984.5,CFE_Q09_VX,27.25,19,25.92 401 | 2009-08-03,F.US.EPU09,1000.75,CFE_Q09_VX,26.4,16,25.56 402 | 2009-08-04,F.US.EPU09,1004.75,CFE_Q09_VX,26.3,15,24.89 403 | 2009-08-05,F.US.EPU09,1000.75,CFE_Q09_VX,26.05,14,24.9 404 | 2009-08-06,F.US.EPU09,995.0,CFE_Q09_VX,26.55,13,25.67 405 | 2009-08-07,F.US.EPU09,1006.5,CFE_Q09_VX,25.65,12,24.76 406 | 2009-08-10,F.US.EPU09,1007.5,CFE_Q09_VX,25.55,9,24.99 407 | 2009-08-11,F.US.EPU09,993.0,CFE_Q09_VX,26.2,8,25.99 408 | 2009-08-12,F.US.EPU09,1002.25,CFE_Q09_VX,25.55,7,25.45 409 | 2009-08-13,F.US.EPU09,1013.5,CFE_Q09_VX,25.0,6,24.71 410 | 2009-08-14,F.US.EPU09,1005.75,CFE_Q09_VX,25.25,5,24.27 411 | 2009-08-17,F.US.EPU09,978.25,CFE_Q09_VX,27.55,2,27.89 412 | 2009-08-18,F.US.EPU09,989.5,CFE_Q09_VX,26.3,1,26.18 413 | 2009-08-19,F.US.EPU09,997.0,CFE_U09_VX,28.3,28,26.26 414 | 2009-08-20,F.US.EPU09,1004.75,CFE_U09_VX,27.8,27,25.09 415 | 2009-08-21,F.US.EPU09,1025.25,CFE_U09_VX,27.35,26,25.01 416 | 2009-08-24,F.US.EPU09,1024.5,CFE_U09_VX,27.4,23,25.14 417 | 2009-08-25,F.US.EPU09,1026.0,CFE_U09_VX,27.7,22,24.92 418 | 2009-08-26,F.US.EPU09,1026.75,CFE_U09_VX,28.3,21,24.95 419 | 2009-08-27,F.US.EPU09,1029.25,CFE_U09_VX,27.75,20,24.68 420 | 2009-08-28,F.US.EPU09,1027.5,CFE_U09_VX,28.05,19,24.76 421 | 2009-08-31,F.US.EPU09,1019.75,CFE_U09_VX,28.5,16,26.01 422 | 2009-09-01,F.US.EPU09,996.5,CFE_U09_VX,30.0,15,29.15 423 | 2009-09-02,F.US.EPU09,994.25,CFE_U09_VX,30.45,14,28.9 424 | 2009-09-03,F.US.EPU09,1001.75,CFE_U09_VX,28.9,13,27.1 425 | 2009-09-04,F.US.EPU09,1014.0,CFE_U09_VX,27.6,12,25.26 426 | 2009-09-08,F.US.EPU09,1025.0,CFE_U09_VX,26.7,8,25.62 427 | 2009-09-09,F.US.EPU09,1032.5,CFE_U09_VX,25.9,7,24.32 428 | 2009-09-10,F.US.EPU09,1041.75,CFE_U09_VX,24.45,6,23.55 429 | 2009-09-11,F.US.EPU09,1041.5,CFE_U09_VX,24.75,5,24.15 430 | 2009-09-14,F.US.EPU09,1048.0,CFE_U09_VX,23.85,2,23.86 431 | 2009-09-15,F.US.EPU09,1050.25,CFE_U09_VX,23.45,1,23.42 432 | 2009-09-16,F.US.EPU09,1068.0,CFE_V09_VX,26.05,35,23.69 433 | 2009-09-17,F.US.EPZ09,1062.75,CFE_V09_VX,26.1,34,23.65 434 | 2009-09-18,F.US.EPZ09,1061.0,CFE_V09_VX,26.75,33,23.92 435 | 2009-09-21,F.US.EPZ09,1060.5,CFE_V09_VX,26.7,30,24.06 436 | 2009-09-22,F.US.EPZ09,1067.25,CFE_V09_VX,26.05,29,23.08 437 | 2009-09-23,F.US.EPZ09,1059.0,CFE_V09_VX,26.35,28,23.49 438 | 2009-09-24,F.US.EPZ09,1044.25,CFE_V09_VX,26.95,27,24.95 439 | 2009-09-25,F.US.EPZ09,1041.0,CFE_V09_VX,27.05,26,25.61 440 | 2009-09-28,F.US.EPZ09,1059.0,CFE_V09_VX,25.85,23,24.88 441 | 2009-09-29,F.US.EPZ09,1054.75,CFE_V09_VX,25.9,22,25.19 442 | 2009-09-30,F.US.EPZ09,1053.0,CFE_V09_VX,26.3,21,25.61 443 | 2009-10-01,F.US.EPZ09,1027.5,CFE_V09_VX,27.85,20,28.27 444 | 2009-10-02,F.US.EPZ09,1021.75,CFE_V09_VX,27.85,19,28.68 445 | 2009-10-05,F.US.EPZ09,1036.5,CFE_V09_VX,26.8,16,26.84 446 | 2009-10-06,F.US.EPZ09,1048.5,CFE_V09_VX,25.95,15,25.7 447 | 2009-10-07,F.US.EPZ09,1053.5,CFE_V09_VX,25.4,14,24.68 448 | 2009-10-08,F.US.EPZ09,1063.75,CFE_V09_VX,25.05,13,24.18 449 | 2009-10-09,F.US.EPZ09,1068.0,CFE_V09_VX,24.55,12,23.12 450 | 2009-10-12,F.US.EPZ09,1071.5,CFE_V09_VX,24.05,9,23.01 451 | 2009-10-13,F.US.EPZ09,1068.75,CFE_V09_VX,23.55,8,22.99 452 | 2009-10-14,F.US.EPZ09,1087.75,CFE_V09_VX,23.25,7,22.86 453 | 2009-10-15,F.US.EPZ09,1089.75,CFE_V09_VX,22.35,6,21.72 454 | 2009-10-16,F.US.EPZ09,1082.0,CFE_V09_VX,22.35,5,21.43 455 | 2009-10-19,F.US.EPZ09,1091.0,CFE_V09_VX,21.4,2,21.49 456 | 2009-10-20,F.US.EPZ09,1089.5,CFE_V09_VX,21.1,1,20.9 457 | 2009-10-21,F.US.EPZ09,1078.0,CFE_X09_VX,24.55,28,22.22 458 | 2009-10-22,F.US.EPZ09,1090.75,CFE_X09_VX,23.6,27,20.69 459 | 2009-10-23,F.US.EPZ09,1077.0,CFE_X09_VX,24.05,26,22.27 460 | 2009-10-26,F.US.EPZ09,1066.5,CFE_X09_VX,24.5,23,24.31 461 | 2009-10-27,F.US.EPZ09,1060.5,CFE_X09_VX,24.65,22,24.83 462 | 2009-10-28,F.US.EPZ09,1038.5,CFE_X09_VX,26.65,21,27.91 463 | 2009-10-29,F.US.EPZ09,1061.5,CFE_X09_VX,25.05,20,24.76 464 | 2009-10-30,F.US.EPZ09,1033.0,CFE_X09_VX,27.85,19,30.69 465 | 2009-11-02,F.US.EPZ09,1039.0,CFE_X09_VX,28.0,16,29.78 466 | 2009-11-03,F.US.EPZ09,1041.75,CFE_X09_VX,28.1,15,28.81 467 | 2009-11-04,F.US.EPZ09,1047.0,CFE_X09_VX,27.55,14,27.72 468 | 2009-11-05,F.US.EPZ09,1063.25,CFE_X09_VX,25.9,13,25.43 469 | 2009-11-06,F.US.EPZ09,1066.25,CFE_X09_VX,25.05,12,24.19 470 | 2009-11-09,F.US.EPZ09,1091.75,CFE_X09_VX,23.5,9,23.15 471 | 2009-11-10,F.US.EPZ09,1092.0,CFE_X09_VX,23.6,8,22.84 472 | 2009-11-11,F.US.EPZ09,1096.25,CFE_X09_VX,23.65,7,23.04 473 | 2009-11-12,F.US.EPZ09,1087.25,CFE_X09_VX,24.8,6,24.24 474 | 2009-11-13,F.US.EPZ09,1091.5,CFE_X09_VX,24.25,5,23.36 475 | 2009-11-16,F.US.EPZ09,1106.25,CFE_X09_VX,23.4,2,22.89 476 | 2009-11-17,F.US.EPZ09,1107.5,CFE_X09_VX,22.55,1,22.41 477 | 2009-11-18,F.US.EPZ09,1108.5,CFE_Z09_VX,24.4,28,21.63 478 | 2009-11-19,F.US.EPZ09,1094.25,CFE_Z09_VX,24.75,27,22.63 479 | 2009-11-20,F.US.EPZ09,1090.0,CFE_Z09_VX,24.2,26,22.19 480 | 2009-11-23,F.US.EPZ09,1103.75,CFE_Z09_VX,22.85,23,21.16 481 | 2009-11-24,F.US.EPZ09,1103.0,CFE_Z09_VX,22.65,22,20.47 482 | 2009-11-25,F.US.EPZ09,1109.0,CFE_Z09_VX,22.35,21,20.48 483 | 2009-11-27,F.US.EPZ09,1089.5,CFE_Z09_VX,24.05,19,24.74 484 | 2009-11-30,F.US.EPZ09,1094.75,CFE_Z09_VX,24.1,16,24.51 485 | 2009-12-01,F.US.EPZ09,1108.5,CFE_Z09_VX,23.05,15,21.92 486 | 2009-12-02,F.US.EPZ09,1108.0,CFE_Z09_VX,22.65,14,21.12 487 | 2009-12-03,F.US.EPZ09,1098.0,CFE_Z09_VX,23.25,13,22.46 488 | 2009-12-04,F.US.EPZ09,1108.0,CFE_Z09_VX,22.6,12,21.25 489 | 2009-12-07,F.US.EPZ09,1103.75,CFE_Z09_VX,22.5,9,22.1 490 | 2009-12-08,F.US.EPZ09,1090.0,CFE_Z09_VX,23.48,8,23.69 491 | 2009-12-09,F.US.EPZ09,1095.5,CFE_Z09_VX,23.05,7,22.66 492 | 2009-12-10,F.US.EPZ09,1102.0,CFE_Z09_VX,22.5,6,22.32 493 | 2009-12-11,F.US.EPZ09,1108.0,CFE_Z09_VX,22.1,5,21.59 494 | 2009-12-14,F.US.EPZ09,1113.5,CFE_Z09_VX,21.1,2,21.15 495 | 2009-12-15,F.US.EPZ09,1108.75,CFE_Z09_VX,21.4,1,21.49 496 | 2009-12-16,F.US.EPZ09,1110.5,CFE_F10_VX,24.1,35,20.54 497 | 2009-12-17,F.US.EPH10,1094.25,CFE_F10_VX,24.45,34,22.51 498 | 2009-12-18,F.US.EPH10,1097.75,CFE_F10_VX,24.1,33,21.68 499 | 2009-12-21,F.US.EPH10,1108.25,CFE_F10_VX,23.25,30,20.49 500 | 2009-12-22,F.US.EPH10,1113.5,CFE_F10_VX,22.65,29,19.54 501 | 2009-12-23,F.US.EPH10,1115.5,CFE_F10_VX,22.45,28,19.71 502 | 2009-12-24,F.US.EPH10,1122.0,CFE_F10_VX,22.1,27,19.47 503 | 2009-12-28,F.US.EPH10,1123.0,CFE_F10_VX,21.85,23,19.93 504 | 2009-12-29,F.US.EPH10,1121.75,CFE_F10_VX,22.0,22,20.01 505 | 2009-12-30,F.US.EPH10,1122.0,CFE_F10_VX,22.4,21,19.96 506 | 2009-12-31,F.US.EPH10,1110.75,CFE_F10_VX,22.95,20,21.68 507 | 2010-01-04,F.US.EPH10,1128.75,CFE_F10_VX,22.1,16,20.04 508 | 2010-01-05,F.US.EPH10,1132.25,CFE_F10_VX,21.55,15,19.35 509 | 2010-01-06,F.US.EPH10,1133.0,CFE_F10_VX,20.8,14,19.16 510 | 2010-01-07,F.US.EPH10,1137.5,CFE_F10_VX,20.4,13,19.06 511 | 2010-01-08,F.US.EPH10,1141.5,CFE_F10_VX,19.9,12,18.13 512 | 2010-01-11,F.US.EPH10,1142.5,CFE_F10_VX,19.5,9,17.55 513 | 2010-01-12,F.US.EPH10,1134.0,CFE_F10_VX,20.25,8,18.25 514 | 2010-01-13,F.US.EPH10,1141.5,CFE_F10_VX,19.4,7,17.85 515 | 2010-01-14,F.US.EPH10,1145.25,CFE_F10_VX,18.95,6,17.63 516 | 2010-01-15,F.US.EPH10,1132.25,CFE_F10_VX,19.65,5,17.91 517 | 2010-01-19,F.US.EPH10,1145.75,CFE_F10_VX,17.85,1,17.58 518 | 2010-01-20,F.US.EPH10,1134.0,CFE_G10_VX,21.4,28,18.68 519 | 2010-01-21,F.US.EPH10,1111.0,CFE_G10_VX,22.65,27,22.27 520 | 2010-01-22,F.US.EPH10,1091.0,CFE_G10_VX,24.75,26,27.31 521 | 2010-01-25,F.US.EPH10,1092.5,CFE_G10_VX,24.35,23,25.41 522 | 2010-01-26,F.US.EPH10,1087.25,CFE_G10_VX,24.5,22,24.55 523 | 2010-01-27,F.US.EPH10,1094.5,CFE_G10_VX,23.7,21,23.14 524 | 2010-01-28,F.US.EPH10,1079.25,CFE_G10_VX,23.95,20,23.73 525 | 2010-01-29,F.US.EPH10,1070.5,CFE_G10_VX,24.6,19,24.62 526 | 2010-02-01,F.US.EPH10,1086.25,CFE_G10_VX,23.05,16,22.59 527 | 2010-02-02,F.US.EPH10,1097.25,CFE_G10_VX,22.1,15,21.48 528 | 2010-02-03,F.US.EPH10,1096.5,CFE_G10_VX,22.15,14,21.6 529 | 2010-02-04,F.US.EPH10,1061.75,CFE_G10_VX,25.6,13,26.08 530 | 2010-02-05,F.US.EPH10,1059.75,CFE_G10_VX,26.1,12,26.11 531 | 2010-02-08,F.US.EPH10,1056.0,CFE_G10_VX,26.4,9,26.51 532 | 2010-02-09,F.US.EPH10,1066.25,CFE_G10_VX,25.5,8,26.0 533 | 2010-02-10,F.US.EPH10,1063.25,CFE_G10_VX,25.5,7,25.4 534 | 2010-02-11,F.US.EPH10,1076.5,CFE_G10_VX,24.45,6,23.96 535 | 2010-02-12,F.US.EPH10,1079.0,CFE_G10_VX,24.45,5,22.73 536 | 2010-02-16,F.US.EPH10,1093.25,CFE_G10_VX,22.55,1,22.25 537 | 2010-02-17,F.US.EPH10,1099.5,CFE_H10_VX,22.75,28,21.72 538 | 2010-02-18,F.US.EPH10,1105.5,CFE_H10_VX,21.8,27,20.63 539 | 2010-02-19,F.US.EPH10,1106.25,CFE_H10_VX,21.35,26,20.02 540 | 2010-02-22,F.US.EPH10,1107.5,CFE_H10_VX,20.95,23,19.94 541 | 2010-02-23,F.US.EPH10,1097.25,CFE_H10_VX,21.65,22,21.37 542 | 2010-02-24,F.US.EPH10,1103.5,CFE_H10_VX,21.1,21,20.27 543 | 2010-02-25,F.US.EPH10,1102.25,CFE_H10_VX,20.95,20,20.1 544 | 2010-02-26,F.US.EPH10,1103.5,CFE_H10_VX,20.35,19,19.5 545 | 2010-03-01,F.US.EPH10,1114.5,CFE_H10_VX,20.0,16,19.26 546 | 2010-03-02,F.US.EPH10,1117.5,CFE_H10_VX,19.8,15,19.06 547 | 2010-03-03,F.US.EPH10,1118.5,CFE_H10_VX,19.6,14,18.83 548 | 2010-03-04,F.US.EPH10,1122.25,CFE_H10_VX,19.6,13,18.72 549 | 2010-03-05,F.US.EPH10,1136.5,CFE_H10_VX,18.55,12,17.42 550 | 2010-03-08,F.US.EPH10,1137.0,CFE_H10_VX,18.35,9,17.79 551 | 2010-03-09,F.US.EPH10,1140.5,CFE_H10_VX,18.5,8,17.92 552 | 2010-03-10,F.US.EPH10,1145.75,CFE_H10_VX,18.6,7,18.57 553 | 2010-03-11,F.US.EPH10,1150.5,CFE_H10_VX,18.6,6,18.06 554 | 2010-03-12,F.US.EPH10,1151.25,CFE_H10_VX,18.35,5,17.58 555 | 2010-03-15,F.US.EPH10,1150.25,CFE_H10_VX,18.1,2,18.0 556 | 2010-03-16,F.US.EPH10,1159.5,CFE_H10_VX,17.4,1,17.69 557 | 2010-03-17,F.US.EPH10,1165.75,CFE_J10_VX,20.1,35,16.91 558 | 2010-03-18,F.US.EPH10,1166.0,CFE_J10_VX,19.8,34,16.62 559 | 2010-03-19,F.US.EPM10,1156.25,CFE_J10_VX,20.15,33,16.97 560 | 2010-03-22,F.US.EPM10,1162.0,CFE_J10_VX,19.85,30,16.87 561 | 2010-03-23,F.US.EPM10,1169.5,CFE_J10_VX,19.45,29,16.35 562 | 2010-03-24,F.US.EPM10,1164.5,CFE_J10_VX,19.9,28,17.55 563 | 2010-03-25,F.US.EPM10,1162.75,CFE_J10_VX,20.1,27,18.4 564 | 2010-03-26,F.US.EPM10,1163.5,CFE_J10_VX,19.9,26,17.77 565 | 2010-03-29,F.US.EPM10,1168.75,CFE_J10_VX,19.5,23,17.59 566 | 2010-03-30,F.US.EPM10,1169.5,CFE_J10_VX,19.15,22,17.13 567 | 2010-03-31,F.US.EPM10,1165.25,CFE_J10_VX,18.95,21,17.59 568 | 2010-04-01,F.US.EPM10,1173.75,CFE_J10_VX,18.8,20,17.47 569 | 2010-04-05,F.US.EPM10,1183.0,CFE_J10_VX,17.95,16,17.02 570 | 2010-04-06,F.US.EPM10,1185.75,CFE_J10_VX,17.4,15,16.23 571 | 2010-04-07,F.US.EPM10,1179.0,CFE_J10_VX,17.9,14,16.62 572 | 2010-04-08,F.US.EPM10,1183.75,CFE_J10_VX,17.45,13,16.48 573 | 2010-04-09,F.US.EPM10,1192.5,CFE_J10_VX,17.2,12,16.14 574 | 2010-04-12,F.US.EPM10,1192.5,CFE_J10_VX,17.1,9,15.58 575 | 2010-04-13,F.US.EPM10,1193.0,CFE_J10_VX,17.15,8,16.2 576 | 2010-04-14,F.US.EPM10,1206.5,CFE_J10_VX,16.7,7,15.59 577 | 2010-04-15,F.US.EPM10,1208.5,CFE_J10_VX,16.7,6,15.89 578 | 2010-04-16,F.US.EPM10,1190.25,CFE_J10_VX,18.2,5,18.36 579 | 2010-04-19,F.US.EPM10,1195.5,CFE_J10_VX,17.4,2,17.34 580 | 2010-04-20,F.US.EPM10,1205.5,CFE_J10_VX,16.0,1,15.73 581 | 2010-04-21,F.US.EPM10,1200.5,CFE_K10_VX,18.7,28,16.32 582 | 2010-04-22,F.US.EPM10,1201.75,CFE_K10_VX,18.7,27,16.47 583 | 2010-04-23,F.US.EPM10,1212.25,CFE_K10_VX,18.5,26,16.62 584 | 2010-04-26,F.US.EPM10,1208.25,CFE_K10_VX,18.75,23,17.47 585 | 2010-04-27,F.US.EPM10,1181.0,CFE_K10_VX,21.05,22,22.81 586 | 2010-04-28,F.US.EPM10,1190.0,CFE_K10_VX,20.8,21,21.08 587 | 2010-04-29,F.US.EPM10,1205.25,CFE_K10_VX,19.65,20,18.44 588 | 2010-04-30,F.US.EPM10,1183.5,CFE_K10_VX,21.6,19,22.05 589 | 2010-05-03,F.US.EPM10,1198.5,CFE_K10_VX,20.55,16,20.19 590 | 2010-05-04,F.US.EPM10,1172.5,CFE_K10_VX,23.0,15,23.84 591 | 2010-05-05,F.US.EPM10,1164.0,CFE_K10_VX,24.15,14,24.91 592 | 2010-05-06,F.US.EPM10,1122.5,CFE_K10_VX,29.25,13,32.8 593 | 2010-05-07,F.US.EPM10,1107.0,CFE_K10_VX,32.9,12,40.95 594 | 2010-05-10,F.US.EPM10,1156.5,CFE_K10_VX,27.45,9,28.84 595 | 2010-05-11,F.US.EPM10,1152.25,CFE_K10_VX,27.1,8,28.32 596 | 2010-05-12,F.US.EPM10,1169.75,CFE_K10_VX,25.05,7,25.52 597 | 2010-05-13,F.US.EPM10,1156.75,CFE_K10_VX,25.85,6,26.68 598 | 2010-05-14,F.US.EPM10,1135.25,CFE_K10_VX,30.05,5,31.24 599 | 2010-05-17,F.US.EPM10,1134.5,CFE_K10_VX,30.3,2,30.84 600 | 2010-05-18,F.US.EPM10,1118.75,CFE_K10_VX,32.7,1,33.55 601 | 2010-05-19,F.US.EPM10,1110.0,CFE_M10_VX,31.7,28,35.32 602 | 2010-05-20,F.US.EPM10,1070.0,CFE_M10_VX,35.95,27,45.79 603 | 2010-05-21,F.US.EPM10,1084.5,CFE_M10_VX,35.75,26,40.1 604 | 2010-05-24,F.US.EPM10,1071.0,CFE_M10_VX,35.1,23,38.32 605 | 2010-05-25,F.US.EPM10,1073.0,CFE_M10_VX,33.75,22,34.61 606 | 2010-05-26,F.US.EPM10,1061.25,CFE_M10_VX,32.8,21,35.02 607 | 2010-05-27,F.US.EPM10,1101.0,CFE_M10_VX,29.65,20,29.68 608 | 2010-05-28,F.US.EPM10,1088.5,CFE_M10_VX,30.4,19,32.07 609 | 2010-06-01,F.US.EPM10,1069.5,CFE_M10_VX,32.55,15,35.54 610 | 2010-06-02,F.US.EPM10,1096.75,CFE_M10_VX,29.85,14,30.17 611 | 2010-06-03,F.US.EPM10,1103.5,CFE_M10_VX,29.6,13,29.46 612 | 2010-06-04,F.US.EPM10,1066.0,CFE_M10_VX,33.55,12,35.48 613 | 2010-06-07,F.US.EPM10,1048.0,CFE_M10_VX,35.45,9,36.57 614 | 2010-06-08,F.US.EPM10,1059.25,CFE_M10_VX,33.45,8,33.7 615 | 2010-06-09,F.US.EPM10,1055.5,CFE_M10_VX,33.4,7,33.73 616 | 2010-06-10,F.US.EPM10,1083.75,CFE_M10_VX,30.65,6,30.57 617 | 2010-06-11,F.US.EPM10,1089.25,CFE_M10_VX,29.3,5,28.79 618 | 2010-06-14,F.US.EPM10,1090.5,CFE_M10_VX,28.55,2,28.58 619 | 2010-06-15,F.US.EPM10,1113.5,CFE_M10_VX,25.85,1,25.87 620 | 2010-06-16,F.US.EPM10,1114.0,CFE_N10_VX,27.8,35,25.92 621 | 2010-06-17,F.US.EPM10,1116.25,CFE_N10_VX,27.25,34,25.05 622 | 2010-06-18,F.US.EPU10,1110.25,CFE_N10_VX,26.85,33,23.95 623 | 2010-06-21,F.US.EPU10,1110.5,CFE_N10_VX,27.1,30,24.88 624 | 2010-06-22,F.US.EPU10,1090.5,CFE_N10_VX,28.4,29,27.05 625 | 2010-06-23,F.US.EPU10,1087.5,CFE_N10_VX,28.8,28,26.91 626 | 2010-06-24,F.US.EPU10,1070.5,CFE_N10_VX,30.65,27,29.74 627 | 2010-06-25,F.US.EPU10,1074.75,CFE_N10_VX,29.75,26,28.53 628 | 2010-06-28,F.US.EPU10,1071.0,CFE_N10_VX,30.15,23,29.0 629 | 2010-06-29,F.US.EPU10,1035.25,CFE_N10_VX,33.5,22,34.13 630 | 2010-06-30,F.US.EPU10,1026.5,CFE_N10_VX,33.9,21,34.54 631 | 2010-07-01,F.US.EPU10,1021.75,CFE_N10_VX,33.35,20,32.86 632 | 2010-07-02,F.US.EPU10,1014.25,CFE_N10_VX,32.05,19,30.12 633 | 2010-07-06,F.US.EPU10,1024.25,CFE_N10_VX,29.8,15,29.65 634 | 2010-07-07,F.US.EPU10,1059.25,CFE_N10_VX,27.65,14,26.84 635 | 2010-07-08,F.US.EPU10,1067.0,CFE_N10_VX,27.05,13,25.71 636 | 2010-07-09,F.US.EPU10,1072.5,CFE_N10_VX,26.55,12,24.98 637 | 2010-07-12,F.US.EPU10,1076.5,CFE_N10_VX,25.85,9,24.43 638 | 2010-07-13,F.US.EPU10,1089.75,CFE_N10_VX,25.85,8,24.56 639 | 2010-07-14,F.US.EPU10,1091.0,CFE_N10_VX,26.75,7,24.89 640 | 2010-07-15,F.US.EPU10,1090.5,CFE_N10_VX,26.5,6,25.14 641 | 2010-07-16,F.US.EPU10,1063.0,CFE_N10_VX,28.1,5,26.25 642 | 2010-07-19,F.US.EPU10,1063.75,CFE_N10_VX,26.8,2,25.97 643 | 2010-07-20,F.US.EPU10,1080.0,CFE_N10_VX,24.4,1,23.93 644 | 2010-07-21,F.US.EPU10,1064.0,CFE_Q10_VX,28.85,28,25.64 645 | 2010-07-22,F.US.EPU10,1087.75,CFE_Q10_VX,27.3,27,24.63 646 | 2010-07-23,F.US.EPU10,1100.5,CFE_Q10_VX,26.6,26,23.47 647 | 2010-07-26,F.US.EPU10,1109.5,CFE_Q10_VX,25.55,23,22.73 648 | 2010-07-27,F.US.EPU10,1111.0,CFE_Q10_VX,25.45,22,23.19 649 | 2010-07-28,F.US.EPU10,1102.0,CFE_Q10_VX,25.7,21,24.25 650 | 2010-07-29,F.US.EPU10,1097.0,CFE_Q10_VX,25.8,20,24.13 651 | 2010-07-30,F.US.EPU10,1098.25,CFE_Q10_VX,25.45,19,23.5 652 | 2010-08-02,F.US.EPU10,1121.75,CFE_Q10_VX,23.85,16,22.01 653 | 2010-08-03,F.US.EPU10,1118.25,CFE_Q10_VX,24.1,15,22.63 654 | 2010-08-04,F.US.EPU10,1124.5,CFE_Q10_VX,23.75,14,22.21 655 | 2010-08-05,F.US.EPU10,1123.5,CFE_Q10_VX,23.8,13,22.1 656 | 2010-08-06,F.US.EPU10,1119.5,CFE_Q10_VX,23.7,12,21.74 657 | 2010-08-09,F.US.EPU10,1125.5,CFE_Q10_VX,23.1,9,22.14 658 | 2010-08-10,F.US.EPU10,1119.75,CFE_Q10_VX,23.2,8,22.37 659 | 2010-08-11,F.US.EPU10,1085.0,CFE_Q10_VX,25.7,7,25.39 660 | 2010-08-12,F.US.EPU10,1079.25,CFE_Q10_VX,26.15,6,25.73 661 | 2010-08-13,F.US.EPU10,1076.0,CFE_Q10_VX,26.75,5,26.24 662 | 2010-08-16,F.US.EPU10,1077.0,CFE_Q10_VX,26.0,2,26.1 663 | 2010-08-17,F.US.EPU10,1089.0,CFE_Q10_VX,24.35,1,24.33 664 | 2010-08-18,F.US.EPU10,1086.75,CFE_U10_VX,29.0,28,24.59 665 | 2010-08-19,F.US.EPU10,1071.25,CFE_U10_VX,29.9,27,26.44 666 | 2010-08-20,F.US.EPU10,1070.25,CFE_U10_VX,29.6,26,25.49 667 | 2010-08-23,F.US.EPU10,1065.5,CFE_U10_VX,29.0,23,25.66 668 | 2010-08-24,F.US.EPU10,1049.75,CFE_U10_VX,29.8,22,27.46 669 | 2010-08-25,F.US.EPU10,1054.5,CFE_U10_VX,29.15,21,26.7 670 | 2010-08-26,F.US.EPU10,1044.75,CFE_U10_VX,29.6,20,27.37 671 | 2010-08-27,F.US.EPU10,1063.75,CFE_U10_VX,27.55,19,24.45 672 | 2010-08-30,F.US.EPU10,1045.0,CFE_U10_VX,28.45,16,27.21 673 | 2010-08-31,F.US.EPU10,1048.25,CFE_U10_VX,27.95,15,26.05 674 | 2010-09-01,F.US.EPU10,1081.75,CFE_U10_VX,25.8,14,23.89 675 | 2010-09-02,F.US.EPU10,1089.5,CFE_U10_VX,25.0,13,23.19 676 | 2010-09-03,F.US.EPU10,1103.5,CFE_U10_VX,23.55,12,21.31 677 | 2010-09-07,F.US.EPU10,1091.25,CFE_U10_VX,24.45,8,23.8 678 | 2010-09-08,F.US.EPU10,1099.25,CFE_U10_VX,23.85,7,23.25 679 | 2010-09-09,F.US.EPU10,1102.5,CFE_U10_VX,23.7,6,22.81 680 | 2010-09-10,F.US.EPU10,1109.75,CFE_U10_VX,23.05,5,21.99 681 | 2010-09-13,F.US.EPU10,1121.25,CFE_U10_VX,21.7,2,21.21 682 | 2010-09-14,F.US.EPU10,1120.75,CFE_U10_VX,21.7,1,21.56 683 | 2010-09-15,F.US.EPU10,1125.75,CFE_V10_VX,25.2,35,22.1 684 | 2010-09-16,F.US.EPU10,1127.75,CFE_V10_VX,25.05,34,21.72 685 | 2010-09-17,F.US.EPZ10,1119.75,CFE_V10_VX,25.05,33,22.01 686 | 2010-09-20,F.US.EPZ10,1136.5,CFE_V10_VX,24.3,30,21.5 687 | 2010-09-21,F.US.EPZ10,1134.75,CFE_V10_VX,24.45,29,22.35 688 | 2010-09-22,F.US.EPZ10,1129.75,CFE_V10_VX,25.0,28,22.51 689 | 2010-09-23,F.US.EPZ10,1120.5,CFE_V10_VX,25.8,27,23.87 690 | 2010-09-24,F.US.EPZ10,1143.25,CFE_V10_VX,24.25,26,21.71 691 | 2010-09-27,F.US.EPZ10,1137.75,CFE_V10_VX,24.35,23,22.54 692 | 2010-09-28,F.US.EPZ10,1141.75,CFE_V10_VX,24.3,22,22.6 693 | 2010-09-29,F.US.EPZ10,1141.0,CFE_V10_VX,24.7,21,23.25 694 | 2010-09-30,F.US.EPZ10,1136.75,CFE_V10_VX,25.45,20,23.7 695 | 2010-10-01,F.US.EPZ10,1142.25,CFE_V10_VX,24.75,19,22.5 696 | 2010-10-04,F.US.EPZ10,1134.75,CFE_V10_VX,25.15,16,23.53 697 | 2010-10-05,F.US.EPZ10,1154.75,CFE_V10_VX,23.65,15,21.76 698 | 2010-10-06,F.US.EPZ10,1155.75,CFE_V10_VX,23.25,14,21.49 699 | 2010-10-07,F.US.EPZ10,1156.5,CFE_V10_VX,22.95,13,21.56 700 | 2010-10-08,F.US.EPZ10,1160.5,CFE_V10_VX,22.0,12,20.71 701 | 2010-10-11,F.US.EPZ10,1162.25,CFE_V10_VX,21.3,9,18.96 702 | 2010-10-12,F.US.EPZ10,1164.5,CFE_V10_VX,20.65,8,18.93 703 | 2010-10-13,F.US.EPZ10,1174.25,CFE_V10_VX,20.65,7,19.07 704 | 2010-10-14,F.US.EPZ10,1173.5,CFE_V10_VX,21.55,6,19.88 705 | 2010-10-15,F.US.EPZ10,1175.0,CFE_V10_VX,20.95,5,19.03 706 | 2010-10-18,F.US.EPZ10,1178.25,CFE_V10_VX,19.85,2,19.09 707 | 2010-10-19,F.US.EPZ10,1163.75,CFE_V10_VX,20.95,1,20.63 708 | 2010-10-20,F.US.EPZ10,1174.75,CFE_X10_VX,22.6,28,19.79 709 | 2010-10-21,F.US.EPZ10,1175.75,CFE_X10_VX,22.0,27,19.27 710 | 2010-10-22,F.US.EPZ10,1180.75,CFE_X10_VX,21.1,26,18.78 711 | 2010-10-25,F.US.EPZ10,1182.75,CFE_X10_VX,20.95,23,19.85 712 | 2010-10-26,F.US.EPZ10,1182.75,CFE_X10_VX,21.4,22,20.22 713 | 2010-10-27,F.US.EPZ10,1178.75,CFE_X10_VX,21.85,21,20.71 714 | 2010-10-28,F.US.EPZ10,1179.25,CFE_X10_VX,21.75,20,20.88 715 | 2010-10-29,F.US.EPZ10,1179.75,CFE_X10_VX,21.75,19,21.2 716 | 2010-11-01,F.US.EPZ10,1183.0,CFE_X10_VX,21.55,16,21.83 717 | 2010-11-02,F.US.EPZ10,1192.75,CFE_X10_VX,21.0,15,21.57 718 | 2010-11-03,F.US.EPZ10,1197.25,CFE_X10_VX,19.8,14,19.56 719 | 2010-11-04,F.US.EPZ10,1218.5,CFE_X10_VX,18.5,13,18.52 720 | 2010-11-05,F.US.EPZ10,1222.0,CFE_X10_VX,18.55,12,18.26 721 | 2010-11-08,F.US.EPZ10,1220.0,CFE_X10_VX,18.7,9,18.29 722 | 2010-11-09,F.US.EPZ10,1211.0,CFE_X10_VX,18.9,8,19.08 723 | 2010-11-10,F.US.EPZ10,1214.0,CFE_X10_VX,18.65,7,18.47 724 | 2010-11-11,F.US.EPZ10,1211.0,CFE_X10_VX,18.95,6,18.64 725 | 2010-11-12,F.US.EPZ10,1195.5,CFE_X10_VX,20.35,5,20.61 726 | 2010-11-15,F.US.EPZ10,1195.75,CFE_X10_VX,19.75,2,20.2 727 | 2010-11-16,F.US.EPZ10,1174.75,CFE_X10_VX,22.25,1,22.58 728 | 2010-11-17,F.US.EPZ10,1177.5,CFE_Z10_VX,22.3,35,21.76 729 | 2010-11-18,F.US.EPZ10,1197.75,CFE_Z10_VX,20.7,34,18.75 730 | 2010-11-19,F.US.EPZ10,1198.25,CFE_Z10_VX,20.5,33,18.04 731 | 2010-11-22,F.US.EPZ10,1198.0,CFE_Z10_VX,19.8,30,18.37 732 | 2010-11-23,F.US.EPZ10,1178.25,CFE_Z10_VX,20.7,29,20.63 733 | 2010-11-24,F.US.EPZ10,1196.5,CFE_Z10_VX,19.8,28,19.56 734 | 2010-11-26,F.US.EPZ10,1183.25,CFE_Z10_VX,21.25,26,22.22 735 | 2010-11-29,F.US.EPZ10,1186.5,CFE_Z10_VX,21.45,23,21.53 736 | 2010-11-30,F.US.EPZ10,1179.5,CFE_Z10_VX,23.2,22,23.54 737 | 2010-12-01,F.US.EPZ10,1204.5,CFE_Z10_VX,21.85,21,21.36 738 | 2010-12-02,F.US.EPZ10,1222.75,CFE_Z10_VX,19.85,20,19.39 739 | 2010-12-03,F.US.EPZ10,1223.5,CFE_Z10_VX,19.05,19,18.01 740 | 2010-12-06,F.US.EPZ10,1222.0,CFE_Z10_VX,18.6,16,18.02 741 | 2010-12-07,F.US.EPZ10,1223.25,CFE_Z10_VX,18.6,15,17.99 742 | 2010-12-08,F.US.EPZ10,1228.75,CFE_Z10_VX,18.2,14,17.74 743 | 2010-12-09,F.US.EPZ10,1233.0,CFE_Z10_VX,18.0,13,17.25 744 | 2010-12-10,F.US.EPZ10,1241.0,CFE_Z10_VX,18.1,12,17.61 745 | 2010-12-13,F.US.EPZ10,1241.25,CFE_Z10_VX,18.25,9,17.55 746 | 2010-12-14,F.US.EPZ10,1241.75,CFE_Z10_VX,18.75,8,17.61 747 | 2010-12-15,F.US.EPZ10,1237.0,CFE_Z10_VX,19.0,7,17.94 748 | 2010-12-16,F.US.EPZ10,1243.5,CFE_Z10_VX,18.35,6,17.39 749 | 2010-12-17,F.US.EPH11,1238.5,CFE_Z10_VX,17.6,5,16.11 750 | 2010-12-20,F.US.EPH11,1241.25,CFE_Z10_VX,16.7,2,16.41 751 | 2010-12-21,F.US.EPH11,1250.75,CFE_Z10_VX,16.7,1,16.49 752 | 2010-12-22,F.US.EPH11,1254.5,CFE_F11_VX,19.2,28,15.45 753 | 2010-12-23,F.US.EPH11,1253.0,CFE_F11_VX,19.8,27,16.47 754 | 2010-12-27,F.US.EPH11,1253.25,CFE_F11_VX,20.4,23,17.67 755 | 2010-12-28,F.US.EPH11,1254.0,CFE_F11_VX,20.55,22,17.52 756 | 2010-12-29,F.US.EPH11,1255.75,CFE_F11_VX,20.2,21,17.28 757 | 2010-12-30,F.US.EPH11,1254.5,CFE_F11_VX,20.1,20,17.52 758 | 2010-12-31,F.US.EPH11,1253.0,CFE_F11_VX,19.75,19,17.75 759 | 2011-01-03,F.US.EPH11,1265.25,CFE_F11_VX,19.3,16,17.61 760 | 2011-01-04,F.US.EPH11,1265.25,CFE_F11_VX,19.1,15,17.38 761 | 2011-01-05,F.US.EPH11,1271.75,CFE_F11_VX,18.7,14,17.02 762 | 2011-01-06,F.US.EPH11,1270.25,CFE_F11_VX,18.65,13,17.4 763 | 2011-01-07,F.US.EPH11,1267.5,CFE_F11_VX,18.7,12,17.14 764 | 2011-01-10,F.US.EPH11,1265.5,CFE_F11_VX,18.65,9,17.54 765 | 2011-01-11,F.US.EPH11,1270.5,CFE_F11_VX,17.95,8,16.89 766 | 2011-01-12,F.US.EPH11,1283.5,CFE_F11_VX,17.0,7,16.24 767 | 2011-01-13,F.US.EPH11,1281.25,CFE_F11_VX,16.95,6,16.39 768 | 2011-01-14,F.US.EPH11,1289.5,CFE_F11_VX,16.25,5,15.46 769 | 2011-01-18,F.US.EPH11,1294.75,CFE_F11_VX,15.9,1,15.87 770 | 2011-01-19,F.US.EPH11,1278.5,CFE_G11_VX,18.7,28,17.31 771 | 2011-01-20,F.US.EPH11,1276.25,CFE_G11_VX,18.65,27,17.99 772 | 2011-01-21,F.US.EPH11,1279.75,CFE_G11_VX,18.85,26,18.47 773 | 2011-01-24,F.US.EPH11,1288.5,CFE_G11_VX,18.4,23,17.65 774 | 2011-01-25,F.US.EPH11,1287.5,CFE_G11_VX,18.2,22,17.59 775 | 2011-01-26,F.US.EPH11,1293.5,CFE_G11_VX,17.55,21,16.64 776 | 2011-01-27,F.US.EPH11,1295.75,CFE_G11_VX,17.2,20,16.15 777 | 2011-01-28,F.US.EPH11,1271.5,CFE_G11_VX,19.35,19,20.04 778 | 2011-01-31,F.US.EPH11,1282.5,CFE_G11_VX,19.1,16,19.53 779 | 2011-02-01,F.US.EPH11,1302.75,CFE_G11_VX,17.95,15,17.63 780 | 2011-02-02,F.US.EPH11,1300.0,CFE_G11_VX,18.05,14,17.3 781 | 2011-02-03,F.US.EPH11,1303.25,CFE_G11_VX,17.7,13,16.69 782 | 2011-02-04,F.US.EPH11,1307.25,CFE_G11_VX,17.25,12,15.93 783 | 2011-02-07,F.US.EPH11,1315.75,CFE_G11_VX,16.95,9,16.28 784 | 2011-02-08,F.US.EPH11,1321.75,CFE_G11_VX,16.8,8,15.81 785 | 2011-02-09,F.US.EPH11,1319.25,CFE_G11_VX,16.85,7,15.87 786 | 2011-02-10,F.US.EPH11,1318.75,CFE_G11_VX,16.9,6,16.09 787 | 2011-02-11,F.US.EPH11,1327.25,CFE_G11_VX,16.55,5,15.69 788 | 2011-02-14,F.US.EPH11,1327.75,CFE_G11_VX,16.45,2,15.95 789 | 2011-02-15,F.US.EPH11,1326.25,CFE_G11_VX,16.7,1,16.37 790 | 2011-02-16,F.US.EPH11,1333.0,CFE_H11_VX,18.3,28,16.72 791 | 2011-02-17,F.US.EPH11,1337.75,CFE_H11_VX,18.45,27,16.59 792 | 2011-02-18,F.US.EPH11,1342.5,CFE_H11_VX,18.6,26,16.43 793 | 2011-02-22,F.US.EPH11,1314.5,CFE_H11_VX,21.15,22,20.8 794 | 2011-02-23,F.US.EPH11,1305.5,CFE_H11_VX,22.25,21,22.13 795 | 2011-02-24,F.US.EPH11,1302.75,CFE_H11_VX,21.85,20,21.32 796 | 2011-02-25,F.US.EPH11,1318.75,CFE_H11_VX,20.15,19,19.22 797 | 2011-02-28,F.US.EPH11,1326.0,CFE_H11_VX,19.15,16,18.35 798 | 2011-03-01,F.US.EPH11,1301.0,CFE_H11_VX,21.2,15,21.01 799 | 2011-03-02,F.US.EPH11,1305.75,CFE_H11_VX,21.1,14,20.7 800 | 2011-03-03,F.US.EPH11,1329.75,CFE_H11_VX,19.7,13,18.6 801 | 2011-03-04,F.US.EPH11,1320.25,CFE_H11_VX,20.05,12,19.06 802 | 2011-03-07,F.US.EPH11,1309.0,CFE_H11_VX,21.05,9,20.66 803 | 2011-03-08,F.US.EPH11,1320.0,CFE_H11_VX,20.4,8,19.82 804 | 2011-03-09,F.US.EPH11,1315.5,CFE_H11_VX,21.05,7,20.22 805 | 2011-03-10,F.US.EPH11,1294.25,CFE_H11_VX,22.22,6,21.88 806 | 2011-03-11,F.US.EPH11,1306.0,CFE_H11_VX,21.25,5,20.08 807 | 2011-03-14,F.US.EPH11,1295.5,CFE_H11_VX,21.7,2,21.13 808 | 2011-03-15,F.US.EPH11,1280.0,CFE_H11_VX,24.6,1,24.32 809 | 2011-03-16,F.US.EPH11,1258.75,CFE_J11_VX,24.9,35,29.4 810 | 2011-03-17,F.US.EPH11,1273.75,CFE_J11_VX,24.15,34,26.37 811 | 2011-03-18,F.US.EPM11,1274.25,CFE_J11_VX,23.35,33,24.44 812 | 2011-03-21,F.US.EPM11,1293.0,CFE_J11_VX,21.6,30,20.61 813 | 2011-03-22,F.US.EPM11,1288.25,CFE_J11_VX,21.5,29,20.21 814 | 2011-03-23,F.US.EPM11,1292.0,CFE_J11_VX,20.5,28,19.17 815 | 2011-03-24,F.US.EPM11,1305.25,CFE_J11_VX,19.9,27,18.0 816 | 2011-03-25,F.US.EPM11,1310.0,CFE_J11_VX,19.8,26,17.91 817 | 2011-03-28,F.US.EPM11,1302.25,CFE_J11_VX,20.3,23,19.44 818 | 2011-03-29,F.US.EPM11,1316.5,CFE_J11_VX,19.55,22,18.16 819 | 2011-03-30,F.US.EPM11,1324.0,CFE_J11_VX,19.25,21,17.71 820 | 2011-03-31,F.US.EPM11,1321.0,CFE_J11_VX,19.3,20,17.74 821 | 2011-04-01,F.US.EPM11,1327.75,CFE_J11_VX,19.0,19,17.4 822 | 2011-04-04,F.US.EPM11,1329.25,CFE_J11_VX,18.7,16,17.5 823 | 2011-04-05,F.US.EPM11,1326.75,CFE_J11_VX,18.5,15,17.25 824 | 2011-04-06,F.US.EPM11,1329.0,CFE_J11_VX,18.3,14,16.9 825 | 2011-04-07,F.US.EPM11,1328.5,CFE_J11_VX,18.35,13,17.11 826 | 2011-04-08,F.US.EPM11,1323.75,CFE_J11_VX,18.65,12,17.87 827 | 2011-04-11,F.US.EPM11,1319.5,CFE_J11_VX,18.3,9,16.59 828 | 2011-04-12,F.US.EPM11,1308.25,CFE_J11_VX,18.7,8,17.09 829 | 2011-04-13,F.US.EPM11,1308.75,CFE_J11_VX,18.3,7,16.92 830 | 2011-04-14,F.US.EPM11,1310.25,CFE_J11_VX,17.9,6,16.27 831 | 2011-04-15,F.US.EPM11,1318.75,CFE_J11_VX,16.75,5,15.32 832 | 2011-04-18,F.US.EPM11,1301.0,CFE_J11_VX,17.3,2,16.96 833 | 2011-04-19,F.US.EPM11,1308.5,CFE_J11_VX,16.05,1,15.83 834 | 2011-04-20,F.US.EPM11,1328.25,CFE_K11_VX,18.2,28,15.07 835 | 2011-04-21,F.US.EPM11,1331.0,CFE_K11_VX,17.9,27,14.69 836 | 2011-04-25,F.US.EPM11,1330.75,CFE_K11_VX,17.45,23,15.77 837 | 2011-04-26,F.US.EPM11,1341.0,CFE_K11_VX,17.25,22,15.62 838 | 2011-04-27,F.US.EPM11,1351.0,CFE_K11_VX,17.0,21,15.35 839 | 2011-04-28,F.US.EPM11,1355.0,CFE_K11_VX,16.75,20,14.62 840 | 2011-04-29,F.US.EPM11,1359.75,CFE_K11_VX,16.7,19,14.75 841 | 2011-05-02,F.US.EPM11,1357.75,CFE_K11_VX,17.2,16,15.99 842 | 2011-05-03,F.US.EPM11,1352.0,CFE_K11_VX,17.7,15,16.7 843 | 2011-05-04,F.US.EPM11,1343.0,CFE_K11_VX,17.95,14,17.08 844 | 2011-05-05,F.US.EPM11,1335.0,CFE_K11_VX,18.3,13,18.2 845 | 2011-05-06,F.US.EPM11,1334.5,CFE_K11_VX,18.15,12,18.4 846 | 2011-05-09,F.US.EPM11,1342.75,CFE_K11_VX,17.45,9,17.16 847 | 2011-05-10,F.US.EPM11,1353.75,CFE_K11_VX,16.65,8,15.91 848 | 2011-05-11,F.US.EPM11,1338.75,CFE_K11_VX,17.2,7,16.95 849 | 2011-05-12,F.US.EPM11,1347.5,CFE_K11_VX,16.65,6,16.03 850 | 2011-05-13,F.US.EPM11,1334.0,CFE_K11_VX,17.35,5,17.07 851 | 2011-05-16,F.US.EPM11,1325.5,CFE_K11_VX,18.0,2,18.24 852 | 2011-05-17,F.US.EPM11,1325.5,CFE_K11_VX,17.7,1,17.55 853 | 2011-05-18,F.US.EPM11,1338.5,CFE_M11_VX,18.0,28,16.23 854 | 2011-05-19,F.US.EPM11,1341.75,CFE_M11_VX,17.65,27,15.52 855 | 2011-05-20,F.US.EPM11,1327.75,CFE_M11_VX,18.05,26,17.43 856 | 2011-05-23,F.US.EPM11,1315.25,CFE_M11_VX,18.55,23,18.27 857 | 2011-05-24,F.US.EPM11,1313.5,CFE_M11_VX,18.3,22,17.82 858 | 2011-05-25,F.US.EPM11,1316.5,CFE_M11_VX,17.95,21,17.07 859 | 2011-05-26,F.US.EPM11,1326.5,CFE_M11_VX,17.45,20,16.09 860 | 2011-05-27,F.US.EPM11,1330.0,CFE_M11_VX,17.1,19,15.98 861 | 2011-05-31,F.US.EPM11,1344.0,CFE_M11_VX,16.5,15,15.45 862 | 2011-06-01,F.US.EPM11,1312.0,CFE_M11_VX,17.95,14,18.3 863 | 2011-06-02,F.US.EPM11,1312.5,CFE_M11_VX,17.8,13,18.09 864 | 2011-06-03,F.US.EPM11,1296.25,CFE_M11_VX,17.95,12,17.95 865 | 2011-06-06,F.US.EPM11,1285.0,CFE_M11_VX,18.2,9,18.49 866 | 2011-06-07,F.US.EPM11,1284.75,CFE_M11_VX,18.1,8,18.07 867 | 2011-06-08,F.US.EPM11,1277.0,CFE_M11_VX,18.5,7,18.79 868 | 2011-06-09,F.US.EPM11,1287.5,CFE_M11_VX,17.75,6,17.77 869 | 2011-06-10,F.US.EPM11,1269.25,CFE_M11_VX,18.85,5,18.86 870 | 2011-06-13,F.US.EPM11,1271.5,CFE_M11_VX,19.55,2,19.61 871 | 2011-06-14,F.US.EPM11,1290.0,CFE_M11_VX,18.25,1,18.26 872 | 2011-06-15,F.US.EPM11,1265.5,CFE_N11_VX,20.9,35,21.32 873 | 2011-06-16,F.US.EPM11,1269.0,CFE_N11_VX,21.95,34,22.73 874 | 2011-06-17,F.US.EPU11,1266.0,CFE_N11_VX,21.4,33,21.85 875 | 2011-06-20,F.US.EPU11,1273.75,CFE_N11_VX,20.45,30,19.99 876 | 2011-06-21,F.US.EPU11,1288.0,CFE_N11_VX,19.9,29,18.86 877 | 2011-06-22,F.US.EPU11,1279.75,CFE_N11_VX,20.25,28,18.52 878 | 2011-06-23,F.US.EPU11,1277.0,CFE_N11_VX,19.85,27,19.29 879 | 2011-06-24,F.US.EPU11,1264.0,CFE_N11_VX,21.05,26,21.1 880 | 2011-06-27,F.US.EPU11,1276.25,CFE_N11_VX,20.55,23,20.56 881 | 2011-06-28,F.US.EPU11,1294.5,CFE_N11_VX,19.5,22,19.17 882 | 2011-06-29,F.US.EPU11,1304.25,CFE_N11_VX,18.45,21,17.27 883 | 2011-06-30,F.US.EPU11,1315.5,CFE_N11_VX,17.7,20,16.52 884 | 2011-07-01,F.US.EPU11,1334.75,CFE_N11_VX,16.95,19,15.87 885 | 2011-07-05,F.US.EPU11,1336.75,CFE_N11_VX,16.95,15,16.06 886 | 2011-07-06,F.US.EPU11,1335.75,CFE_N11_VX,17.25,14,16.34 887 | 2011-07-07,F.US.EPU11,1351.75,CFE_N11_VX,16.75,13,15.95 888 | 2011-07-08,F.US.EPU11,1341.75,CFE_N11_VX,17.05,12,15.95 889 | 2011-07-11,F.US.EPU11,1318.5,CFE_N11_VX,18.85,9,18.39 890 | 2011-07-12,F.US.EPU11,1310.75,CFE_N11_VX,19.55,8,19.87 891 | 2011-07-13,F.US.EPU11,1312.25,CFE_N11_VX,19.85,7,19.91 892 | 2011-07-14,F.US.EPU11,1306.75,CFE_N11_VX,20.6,6,20.8 893 | 2011-07-15,F.US.EPU11,1315.0,CFE_N11_VX,20.15,5,19.53 894 | 2011-07-18,F.US.EPU11,1300.5,CFE_N11_VX,21.15,2,20.95 895 | 2011-07-19,F.US.EPU11,1321.25,CFE_N11_VX,19.25,1,19.21 896 | 2011-07-20,F.US.EPU11,1321.25,CFE_Q11_VX,19.35,28,19.09 897 | 2011-07-21,F.US.EPU11,1342.5,CFE_Q11_VX,18.3,27,17.56 898 | 2011-07-22,F.US.EPU11,1341.0,CFE_Q11_VX,18.25,26,17.52 899 | 2011-07-25,F.US.EPU11,1333.5,CFE_Q11_VX,19.3,23,19.35 900 | 2011-07-26,F.US.EPU11,1326.25,CFE_Q11_VX,19.6,22,20.23 901 | 2011-07-27,F.US.EPU11,1299.0,CFE_Q11_VX,21.3,21,22.98 902 | 2011-07-28,F.US.EPU11,1296.75,CFE_Q11_VX,21.35,20,23.74 903 | 2011-07-29,F.US.EPU11,1288.5,CFE_Q11_VX,21.1,19,25.25 904 | 2011-08-01,F.US.EPU11,1279.75,CFE_Q11_VX,20.7,16,23.66 905 | 2011-08-02,F.US.EPU11,1247.25,CFE_Q11_VX,22.25,15,24.79 906 | 2011-08-03,F.US.EPU11,1254.5,CFE_Q11_VX,22.0,14,23.38 907 | 2011-08-04,F.US.EPU11,1198.75,CFE_Q11_VX,27.45,13,31.66 908 | 2011-08-05,F.US.EPU11,1197.75,CFE_Q11_VX,29.1,12,32.0 909 | 2011-08-08,F.US.EPU11,1111.25,CFE_Q11_VX,36.6,9,48.0 910 | 2011-08-09,F.US.EPU11,1171.75,CFE_Q11_VX,30.45,8,35.06 911 | 2011-08-10,F.US.EPU11,1123.5,CFE_Q11_VX,35.95,7,42.99 912 | 2011-08-11,F.US.EPU11,1168.5,CFE_Q11_VX,35.3,6,39.0 913 | 2011-08-12,F.US.EPU11,1176.75,CFE_Q11_VX,35.0,5,36.36 914 | 2011-08-15,F.US.EPU11,1198.5,CFE_Q11_VX,32.05,2,31.87 915 | 2011-08-16,F.US.EPU11,1192.25,CFE_Q11_VX,33.6,1,32.85 916 | 2011-08-17,F.US.EPU11,1190.0,CFE_U11_VX,27.9,35,31.58 917 | 2011-08-18,F.US.EPU11,1143.5,CFE_U11_VX,33.4,34,42.67 918 | 2011-08-19,F.US.EPU11,1124.0,CFE_U11_VX,35.35,33,43.05 919 | 2011-08-22,F.US.EPU11,1123.25,CFE_U11_VX,36.4,30,42.44 920 | 2011-08-23,F.US.EPU11,1158.5,CFE_U11_VX,34.25,29,36.27 921 | 2011-08-24,F.US.EPU11,1172.0,CFE_U11_VX,33.5,28,35.9 922 | 2011-08-25,F.US.EPU11,1157.5,CFE_U11_VX,34.75,27,39.76 923 | 2011-08-26,F.US.EPU11,1176.0,CFE_U11_VX,34.0,26,35.59 924 | 2011-08-29,F.US.EPU11,1208.0,CFE_U11_VX,31.6,23,32.28 925 | 2011-08-30,F.US.EPU11,1204.75,CFE_U11_VX,32.5,22,32.89 926 | 2011-08-31,F.US.EPU11,1217.75,CFE_U11_VX,31.6,21,31.62 927 | 2011-09-01,F.US.EPU11,1201.25,CFE_U11_VX,32.1,20,31.82 928 | 2011-09-02,F.US.EPU11,1169.25,CFE_U11_VX,34.45,19,33.92 929 | 2011-09-06,F.US.EPU11,1164.5,CFE_U11_VX,35.7,15,37.0 930 | 2011-09-07,F.US.EPU11,1199.0,CFE_U11_VX,33.55,14,33.38 931 | 2011-09-08,F.US.EPU11,1185.75,CFE_U11_VX,34.55,13,34.32 932 | 2011-09-09,F.US.EPU11,1158.0,CFE_U11_VX,38.55,12,38.52 933 | 2011-09-12,F.US.EPU11,1163.25,CFE_U11_VX,38.3,9,38.59 934 | 2011-09-13,F.US.EPU11,1171.5,CFE_U11_VX,37.8,8,36.91 935 | 2011-09-14,F.US.EPU11,1188.5,CFE_U11_VX,35.75,7,34.6 936 | 2011-09-15,F.US.EPU11,1210.75,CFE_U11_VX,33.15,6,31.97 937 | 2011-09-16,F.US.EPZ11,1211.75,CFE_U11_VX,32.0,5,30.98 938 | 2011-09-19,F.US.EPZ11,1197.75,CFE_U11_VX,33.65,2,32.73 939 | 2011-09-20,F.US.EPZ11,1196.0,CFE_U11_VX,33.45,1,32.86 940 | 2011-09-21,F.US.EPZ11,1155.75,CFE_V11_VX,35.7,28,37.32 941 | 2011-09-22,F.US.EPZ11,1123.5,CFE_V11_VX,38.5,27,41.35 942 | 2011-09-23,F.US.EPZ11,1129.75,CFE_V11_VX,39.05,26,41.25 943 | 2011-09-26,F.US.EPZ11,1158.5,CFE_V11_VX,37.5,23,39.02 944 | 2011-09-27,F.US.EPZ11,1169.5,CFE_V11_VX,36.75,22,37.71 945 | 2011-09-28,F.US.EPZ11,1148.75,CFE_V11_VX,39.4,21,41.08 946 | 2011-09-29,F.US.EPZ11,1156.25,CFE_V11_VX,38.55,20,38.84 947 | 2011-09-30,F.US.EPZ11,1126.0,CFE_V11_VX,42.1,19,42.96 948 | 2011-10-03,F.US.EPZ11,1086.25,CFE_V11_VX,45.0,16,45.45 949 | 2011-10-04,F.US.EPZ11,1113.5,CFE_V11_VX,40.8,15,40.82 950 | 2011-10-05,F.US.EPZ11,1135.0,CFE_V11_VX,38.4,14,37.81 951 | 2011-10-06,F.US.EPZ11,1157.5,CFE_V11_VX,37.8,13,36.27 952 | 2011-10-07,F.US.EPZ11,1155.0,CFE_V11_VX,37.9,12,36.2 953 | 2011-10-10,F.US.EPZ11,1191.0,CFE_V11_VX,34.7,9,33.02 954 | 2011-10-11,F.US.EPZ11,1189.5,CFE_V11_VX,34.45,8,32.86 955 | 2011-10-12,F.US.EPZ11,1198.25,CFE_V11_VX,32.2,7,31.26 956 | 2011-10-13,F.US.EPZ11,1198.0,CFE_V11_VX,32.1,6,30.7 957 | 2011-10-14,F.US.EPZ11,1219.25,CFE_V11_VX,29.7,5,28.24 958 | 2011-10-17,F.US.EPZ11,1194.0,CFE_V11_VX,34.2,2,33.39 959 | 2011-10-18,F.US.EPZ11,1223.0,CFE_V11_VX,32.1,1,31.56 960 | 2011-10-19,F.US.EPZ11,1206.5,CFE_X11_VX,33.8,28,34.44 961 | 2011-10-20,F.US.EPZ11,1210.0,CFE_X11_VX,34.05,27,34.78 962 | 2011-10-21,F.US.EPZ11,1235.25,CFE_X11_VX,31.55,26,31.32 963 | 2011-10-24,F.US.EPZ11,1247.0,CFE_X11_VX,29.7,23,29.26 964 | 2011-10-25,F.US.EPZ11,1224.5,CFE_X11_VX,32.35,22,32.22 965 | 2011-10-26,F.US.EPZ11,1237.5,CFE_X11_VX,30.45,21,29.86 966 | 2011-10-27,F.US.EPZ11,1282.5,CFE_X11_VX,26.15,20,25.46 967 | 2011-10-28,F.US.EPZ11,1281.0,CFE_X11_VX,26.25,19,24.53 968 | 2011-10-31,F.US.EPZ11,1249.25,CFE_X11_VX,29.9,16,29.96 969 | 2011-11-01,F.US.EPZ11,1224.5,CFE_X11_VX,33.95,15,34.77 970 | 2011-11-02,F.US.EPZ11,1234.25,CFE_X11_VX,32.7,14,32.74 971 | 2011-11-03,F.US.EPZ11,1255.75,CFE_X11_VX,30.95,13,30.5 972 | 2011-11-04,F.US.EPZ11,1251.0,CFE_X11_VX,31.4,12,30.16 973 | 2011-11-07,F.US.EPZ11,1257.5,CFE_X11_VX,31.1,9,29.85 974 | 2011-11-08,F.US.EPZ11,1273.25,CFE_X11_VX,28.9,8,27.48 975 | 2011-11-09,F.US.EPZ11,1225.5,CFE_X11_VX,36.45,7,36.16 976 | 2011-11-10,F.US.EPZ11,1237.5,CFE_X11_VX,33.45,6,32.81 977 | 2011-11-11,F.US.EPZ11,1261.5,CFE_X11_VX,31.35,5,30.04 978 | 2011-11-14,F.US.EPZ11,1252.5,CFE_X11_VX,32.1,2,31.13 979 | 2011-11-15,F.US.EPZ11,1254.0,CFE_X11_VX,32.05,1,31.22 980 | 2011-11-16,F.US.EPZ11,1231.0,CFE_Z11_VX,32.65,35,33.51 981 | 2011-11-17,F.US.EPZ11,1214.75,CFE_Z11_VX,33.75,34,34.51 982 | 2011-11-18,F.US.EPZ11,1214.0,CFE_Z11_VX,32.35,33,32.0 983 | 2011-11-21,F.US.EPZ11,1190.75,CFE_Z11_VX,32.95,30,32.91 984 | 2011-11-22,F.US.EPZ11,1182.75,CFE_Z11_VX,32.3,29,31.97 985 | 2011-11-23,F.US.EPZ11,1160.0,CFE_Z11_VX,33.6,28,33.98 986 | 2011-11-25,F.US.EPZ11,1153.5,CFE_Z11_VX,34.5,26,34.47 987 | 2011-11-28,F.US.EPZ11,1191.0,CFE_Z11_VX,32.0,23,32.13 988 | 2011-11-29,F.US.EPZ11,1196.5,CFE_Z11_VX,31.35,22,30.64 989 | 2011-11-30,F.US.EPZ11,1246.0,CFE_Z11_VX,28.3,21,27.8 990 | 2011-12-01,F.US.EPZ11,1243.5,CFE_Z11_VX,27.9,20,27.41 991 | 2011-12-02,F.US.EPZ11,1243.5,CFE_Z11_VX,27.79,19,27.52 992 | 2011-12-05,F.US.EPZ11,1255.0,CFE_Z11_VX,27.75,16,27.84 993 | 2011-12-06,F.US.EPZ11,1255.0,CFE_Z11_VX,28.1,15,28.13 994 | 2011-12-07,F.US.EPZ11,1264.0,CFE_Z11_VX,28.6,14,28.67 995 | 2011-12-08,F.US.EPZ11,1236.0,CFE_Z11_VX,30.15,13,30.59 996 | 2011-12-09,F.US.EPZ11,1258.75,CFE_Z11_VX,27.2,12,26.38 997 | 2011-12-12,F.US.EPZ11,1235.25,CFE_Z11_VX,27.6,9,25.67 998 | 2011-12-13,F.US.EPZ11,1226.25,CFE_Z11_VX,27.05,8,25.41 999 | 2011-12-14,F.US.EPZ11,1212.5,CFE_Z11_VX,27.1,7,26.04 1000 | 2011-12-15,F.US.EPZ11,1218.0,CFE_Z11_VX,26.35,6,25.11 1001 | 2011-12-16,F.US.EPH12,1211.0,CFE_Z11_VX,26.1,5,24.29 1002 | 2011-12-19,F.US.EPH12,1199.0,CFE_Z11_VX,25.6,2,24.92 1003 | 2011-12-20,F.US.EPH12,1236.0,CFE_Z11_VX,23.85,1,23.22 1004 | 2011-12-21,F.US.EPH12,1236.25,CFE_F12_VX,24.5,28,21.43 1005 | 2011-12-22,F.US.EPH12,1249.0,CFE_F12_VX,25.1,27,21.16 1006 | 2011-12-23,F.US.EPH12,1260.25,CFE_F12_VX,25.7,26,20.73 1007 | 2011-12-27,F.US.EPH12,1260.25,CFE_F12_VX,25.45,22,21.91 1008 | 2011-12-28,F.US.EPH12,1244.5,CFE_F12_VX,26.7,21,23.52 1009 | 2011-12-29,F.US.EPH12,1257.5,CFE_F12_VX,25.9,20,22.65 1010 | 2011-12-30,F.US.EPH12,1252.5,CFE_F12_VX,26.7,19,23.4 1011 | 2012-01-03,F.US.EPH12,1272.0,CFE_F12_VX,24.8,15,22.97 1012 | 2012-01-04,F.US.EPH12,1273.0,CFE_F12_VX,24.2,14,22.22 1013 | 2012-01-05,F.US.EPH12,1273.0,CFE_F12_VX,23.75,13,21.48 1014 | 2012-01-06,F.US.EPH12,1274.25,CFE_F12_VX,23.05,12,20.63 1015 | 2012-01-09,F.US.EPH12,1275.5,CFE_F12_VX,22.85,9,21.07 1016 | 2012-01-10,F.US.EPH12,1286.0,CFE_F12_VX,22.35,8,20.69 1017 | 2012-01-11,F.US.EPH12,1288.25,CFE_F12_VX,22.95,7,21.05 1018 | 2012-01-12,F.US.EPH12,1291.75,CFE_F12_VX,22.2,6,20.47 1019 | 2012-01-13,F.US.EPH12,1289.0,CFE_F12_VX,22.55,5,20.91 1020 | 2012-01-17,F.US.EPH12,1289.25,CFE_F12_VX,22.45,1,22.2 1021 | 2012-01-18,F.US.EPH12,1302.25,CFE_G12_VX,23.2,28,20.89 1022 | 2012-01-19,F.US.EPH12,1310.5,CFE_G12_VX,22.55,27,19.87 1023 | 2012-01-20,F.US.EPH12,1310.75,CFE_G12_VX,21.85,26,18.28 1024 | 2012-01-23,F.US.EPH12,1311.0,CFE_G12_VX,21.3,23,18.67 1025 | 2012-01-24,F.US.EPH12,1311.5,CFE_G12_VX,21.2,22,18.91 1026 | 2012-01-25,F.US.EPH12,1320.25,CFE_G12_VX,20.6,21,18.31 1027 | 2012-01-26,F.US.EPH12,1315.25,CFE_G12_VX,20.55,20,18.57 1028 | 2012-01-27,F.US.EPH12,1312.5,CFE_G12_VX,20.15,19,18.53 1029 | 2012-01-30,F.US.EPH12,1309.0,CFE_G12_VX,20.7,16,19.4 1030 | 2012-01-31,F.US.EPH12,1308.25,CFE_G12_VX,20.9,15,19.44 1031 | 2012-02-01,F.US.EPH12,1319.75,CFE_G12_VX,19.85,14,18.55 1032 | 2012-02-02,F.US.EPH12,1322.75,CFE_G12_VX,19.15,13,17.98 1033 | 2012-02-03,F.US.EPH12,1339.0,CFE_G12_VX,17.95,12,17.1 1034 | 2012-02-06,F.US.EPH12,1339.0,CFE_G12_VX,18.1,9,17.76 1035 | 2012-02-07,F.US.EPH12,1344.75,CFE_G12_VX,18.4,8,17.65 1036 | 2012-02-08,F.US.EPH12,1347.0,CFE_G12_VX,19.2,7,18.16 1037 | 2012-02-09,F.US.EPH12,1348.25,CFE_G12_VX,20.0,6,18.63 1038 | 2012-02-10,F.US.EPH12,1340.5,CFE_G12_VX,21.75,5,20.79 1039 | 2012-02-13,F.US.EPH12,1349.0,CFE_G12_VX,19.25,2,19.04 1040 | 2012-02-14,F.US.EPH12,1347.75,CFE_G12_VX,19.8,1,19.54 1041 | 2012-02-15,F.US.EPH12,1342.25,CFE_H12_VX,24.25,35,21.14 1042 | 2012-02-16,F.US.EPH12,1354.75,CFE_H12_VX,22.8,34,19.22 1043 | 2012-02-17,F.US.EPH12,1359.75,CFE_H12_VX,22.6,33,17.78 1044 | 2012-02-21,F.US.EPH12,1360.0,CFE_H12_VX,22.55,29,18.19 1045 | 2012-02-22,F.US.EPH12,1356.0,CFE_H12_VX,21.8,28,18.19 1046 | 2012-02-23,F.US.EPH12,1363.0,CFE_H12_VX,20.25,27,16.8 1047 | 2012-02-24,F.US.EPH12,1363.25,CFE_H12_VX,21.2,26,17.31 1048 | 2012-02-27,F.US.EPH12,1367.25,CFE_H12_VX,21.55,23,18.19 1049 | 2012-02-28,F.US.EPH12,1371.5,CFE_H12_VX,20.85,22,17.96 1050 | 2012-02-29,F.US.EPH12,1364.5,CFE_H12_VX,21.0,21,18.43 1051 | 2012-03-01,F.US.EPH12,1374.5,CFE_H12_VX,20.05,20,17.26 1052 | 2012-03-02,F.US.EPH12,1368.75,CFE_H12_VX,20.4,19,17.29 1053 | 2012-03-05,F.US.EPH12,1364.5,CFE_H12_VX,20.15,16,18.05 1054 | 2012-03-06,F.US.EPH12,1342.0,CFE_H12_VX,22.5,15,20.87 1055 | 2012-03-07,F.US.EPH12,1352.75,CFE_H12_VX,20.65,14,19.07 1056 | 2012-03-08,F.US.EPH12,1366.5,CFE_H12_VX,19.71,13,17.95 1057 | 2012-03-09,F.US.EPH12,1372.5,CFE_H12_VX,19.05,12,17.11 1058 | 2012-03-12,F.US.EPH12,1372.5,CFE_H12_VX,17.75,9,15.64 1059 | 2012-03-13,F.US.EPH12,1396.25,CFE_H12_VX,17.01,8,14.8 1060 | 2012-03-14,F.US.EPH12,1394.25,CFE_H12_VX,17.77,7,15.31 1061 | 2012-03-15,F.US.EPH12,1401.75,CFE_H12_VX,17.04,6,15.42 1062 | 2012-03-16,F.US.EPM12,1398.5,CFE_H12_VX,16.15,5,14.47 1063 | 2012-03-19,F.US.EPM12,1404.0,CFE_H12_VX,15.55,2,15.04 1064 | 2012-03-20,F.US.EPM12,1400.0,CFE_H12_VX,15.65,1,15.58 1065 | 2012-03-21,F.US.EPM12,1397.5,CFE_J12_VX,18.1,28,15.13 1066 | 2012-03-22,F.US.EPM12,1389.0,CFE_J12_VX,18.35,27,15.57 1067 | 2012-03-23,F.US.EPM12,1394.0,CFE_J12_VX,17.01,26,14.82 1068 | 2012-03-26,F.US.EPM12,1415.0,CFE_J12_VX,15.63,23,14.26 1069 | 2012-03-27,F.US.EPM12,1406.5,CFE_J12_VX,17.6,22,15.59 1070 | 2012-03-28,F.US.EPM12,1400.25,CFE_J12_VX,17.65,21,15.47 1071 | 2012-03-29,F.US.EPM12,1398.25,CFE_J12_VX,17.09,20,15.48 1072 | 2012-03-30,F.US.EPM12,1403.25,CFE_J12_VX,16.82,19,15.5 1073 | 2012-04-02,F.US.EPM12,1412.5,CFE_J12_VX,17.0,16,15.64 1074 | 2012-04-03,F.US.EPM12,1408.75,CFE_J12_VX,17.24,15,15.66 1075 | 2012-04-04,F.US.EPM12,1393.25,CFE_J12_VX,17.94,14,16.44 1076 | 2012-04-05,F.US.EPM12,1390.25,CFE_J12_VX,18.45,13,16.7 1077 | 2012-04-09,F.US.EPM12,1375.0,CFE_J12_VX,19.59,9,18.81 1078 | 2012-04-10,F.US.EPM12,1357.0,CFE_J12_VX,21.15,8,20.39 1079 | 2012-04-11,F.US.EPM12,1364.0,CFE_J12_VX,20.69,7,20.02 1080 | 2012-04-12,F.US.EPM12,1386.0,CFE_J12_VX,18.2,6,17.2 1081 | 2012-04-13,F.US.EPM12,1365.0,CFE_J12_VX,19.94,5,19.55 1082 | 2012-04-16,F.US.EPM12,1364.0,CFE_J12_VX,19.85,2,19.55 1083 | 2012-04-17,F.US.EPM12,1383.5,CFE_J12_VX,18.18,1,18.46 1084 | 2012-04-18,F.US.EPM12,1378.25,CFE_K12_VX,20.54,28,18.64 1085 | 2012-04-19,F.US.EPM12,1372.5,CFE_K12_VX,20.4,27,18.36 1086 | 2012-04-20,F.US.EPM12,1375.25,CFE_K12_VX,19.69,26,17.44 1087 | 2012-04-23,F.US.EPM12,1362.75,CFE_K12_VX,20.6,23,18.97 1088 | 2012-04-24,F.US.EPM12,1370.0,CFE_K12_VX,19.74,22,18.1 1089 | 2012-04-25,F.US.EPM12,1387.25,CFE_K12_VX,18.55,21,16.82 1090 | 2012-04-26,F.US.EPM12,1396.75,CFE_K12_VX,18.0,20,16.24 1091 | 2012-04-27,F.US.EPM12,1398.5,CFE_K12_VX,18.04,19,16.32 1092 | 2012-04-30,F.US.EPM12,1393.5,CFE_K12_VX,18.44,16,17.15 1093 | 2012-05-01,F.US.EPM12,1400.5,CFE_K12_VX,18.0,15,16.6 1094 | 2012-05-02,F.US.EPM12,1397.5,CFE_K12_VX,18.05,14,16.88 1095 | 2012-05-03,F.US.EPM12,1386.0,CFE_K12_VX,18.8,13,17.56 1096 | 2012-05-04,F.US.EPM12,1362.5,CFE_K12_VX,20.0,12,19.16 1097 | 2012-05-07,F.US.EPM12,1365.75,CFE_K12_VX,19.34,9,18.94 1098 | 2012-05-08,F.US.EPM12,1358.5,CFE_K12_VX,19.55,8,19.05 1099 | 2012-05-09,F.US.EPM12,1351.0,CFE_K12_VX,20.5,7,20.08 1100 | 2012-05-10,F.US.EPM12,1357.5,CFE_K12_VX,19.34,6,18.83 1101 | 2012-05-11,F.US.EPM12,1350.0,CFE_K12_VX,20.1,5,19.89 1102 | 2012-05-14,F.US.EPM12,1334.0,CFE_K12_VX,21.95,2,21.87 1103 | 2012-05-15,F.US.EPM12,1328.25,CFE_K12_VX,21.85,1,21.97 1104 | 2012-05-16,F.US.EPM12,1322.5,CFE_M12_VX,24.4,35,22.27 1105 | 2012-05-17,F.US.EPM12,1301.25,CFE_M12_VX,26.2,34,24.49 1106 | 2012-05-18,F.US.EPM12,1290.75,CFE_M12_VX,28.21,33,25.1 1107 | 2012-05-21,F.US.EPM12,1315.75,CFE_M12_VX,24.24,30,22.01 1108 | 2012-05-22,F.US.EPM12,1314.75,CFE_M12_VX,24.94,29,22.48 1109 | 2012-05-23,F.US.EPM12,1315.75,CFE_M12_VX,24.81,28,22.33 1110 | 2012-05-24,F.US.EPM12,1322.5,CFE_M12_VX,24.25,27,21.54 1111 | 2012-05-25,F.US.EPM12,1315.0,CFE_M12_VX,24.55,26,21.76 1112 | 2012-05-29,F.US.EPM12,1333.5,CFE_M12_VX,23.0,22,21.03 1113 | 2012-05-30,F.US.EPM12,1308.5,CFE_M12_VX,25.69,21,24.14 1114 | 2012-05-31,F.US.EPM12,1309.25,CFE_M12_VX,25.99,20,24.06 1115 | 2012-06-01,F.US.EPM12,1274.0,CFE_M12_VX,27.75,19,26.66 1116 | 2012-06-04,F.US.EPM12,1273.0,CFE_M12_VX,26.95,16,26.12 1117 | 2012-06-05,F.US.EPM12,1285.0,CFE_M12_VX,25.58,15,24.68 1118 | 2012-06-06,F.US.EPM12,1315.5,CFE_M12_VX,23.4,14,22.16 1119 | 2012-06-07,F.US.EPM12,1316.75,CFE_M12_VX,23.05,13,21.72 1120 | 2012-06-08,F.US.EPM12,1328.75,CFE_M12_VX,21.71,12,21.23 1121 | 2012-06-11,F.US.EPM12,1307.0,CFE_M12_VX,24.55,9,23.56 1122 | 2012-06-12,F.US.EPM12,1326.75,CFE_M12_VX,23.45,8,22.09 1123 | 2012-06-13,F.US.EPM12,1315.5,CFE_M12_VX,24.97,7,24.27 1124 | 2012-06-14,F.US.EPM12,1333.0,CFE_M12_VX,22.95,6,21.68 1125 | 2012-06-15,F.US.EPU12,1337.5,CFE_M12_VX,21.48,5,21.11 1126 | 2012-06-18,F.US.EPU12,1341.0,CFE_M12_VX,19.0,2,18.32 1127 | 2012-06-19,F.US.EPU12,1350.5,CFE_M12_VX,18.45,1,18.38 1128 | 2012-06-20,F.US.EPU12,1350.75,CFE_N12_VX,20.43,28,17.24 1129 | 2012-06-21,F.US.EPU12,1318.25,CFE_N12_VX,23.35,27,20.08 1130 | 2012-06-22,F.US.EPU12,1326.75,CFE_N12_VX,21.88,26,18.11 1131 | 2012-06-25,F.US.EPU12,1306.5,CFE_N12_VX,22.46,23,20.38 1132 | 2012-06-26,F.US.EPU12,1315.5,CFE_N12_VX,21.75,22,19.72 1133 | 2012-06-27,F.US.EPU12,1325.5,CFE_N12_VX,21.71,21,19.45 1134 | 2012-06-28,F.US.EPU12,1322.5,CFE_N12_VX,21.34,20,19.71 1135 | 2012-06-29,F.US.EPU12,1356.5,CFE_N12_VX,19.52,19,17.08 1136 | 2012-07-02,F.US.EPU12,1357.5,CFE_N12_VX,18.14,16,16.8 1137 | 2012-07-03,F.US.EPU12,1368.0,CFE_N12_VX,17.7,15,16.66 1138 | 2012-07-05,F.US.EPU12,1361.5,CFE_N12_VX,18.8,13,17.5 1139 | 2012-07-06,F.US.EPU12,1351.75,CFE_N12_VX,18.25,12,17.1 1140 | 2012-07-09,F.US.EPU12,1349.25,CFE_N12_VX,18.4,9,17.98 1141 | 2012-07-10,F.US.EPU12,1335.5,CFE_N12_VX,19.25,8,18.72 1142 | 2012-07-11,F.US.EPU12,1336.25,CFE_N12_VX,18.3,7,17.95 1143 | 2012-07-12,F.US.EPU12,1329.25,CFE_N12_VX,18.5,6,18.33 1144 | 2012-07-13,F.US.EPU12,1351.75,CFE_N12_VX,17.45,5,16.74 1145 | 2012-07-16,F.US.EPU12,1347.5,CFE_N12_VX,17.3,2,17.11 1146 | 2012-07-17,F.US.EPU12,1358.5,CFE_N12_VX,16.65,1,16.48 1147 | 2012-07-18,F.US.EPU12,1367.25,CFE_Q12_VX,18.65,35,16.16 1148 | 2012-07-19,F.US.EPU12,1372.0,CFE_Q12_VX,18.19,34,15.45 1149 | 2012-07-20,F.US.EPU12,1358.25,CFE_Q12_VX,19.12,33,16.27 1150 | 2012-07-23,F.US.EPU12,1343.75,CFE_Q12_VX,20.78,30,18.62 1151 | 2012-07-24,F.US.EPU12,1329.5,CFE_Q12_VX,21.85,29,20.47 1152 | 2012-07-25,F.US.EPU12,1335.0,CFE_Q12_VX,21.1,28,19.34 1153 | 2012-07-26,F.US.EPU12,1354.75,CFE_Q12_VX,19.14,27,17.53 1154 | 2012-07-27,F.US.EPU12,1382.5,CFE_Q12_VX,18.58,26,16.7 1155 | 2012-07-30,F.US.EPU12,1380.5,CFE_Q12_VX,19.5,23,18.03 1156 | 2012-07-31,F.US.EPU12,1374.5,CFE_Q12_VX,19.9,22,18.93 1157 | 2012-08-01,F.US.EPU12,1370.5,CFE_Q12_VX,19.7,21,18.96 1158 | 2012-08-02,F.US.EPU12,1362.0,CFE_Q12_VX,18.67,20,17.57 1159 | 2012-08-03,F.US.EPU12,1389.0,CFE_Q12_VX,17.2,19,15.64 1160 | 2012-08-06,F.US.EPU12,1390.0,CFE_Q12_VX,16.84,16,15.95 1161 | 2012-08-07,F.US.EPU12,1397.0,CFE_Q12_VX,17.65,15,15.99 1162 | 2012-08-08,F.US.EPU12,1398.25,CFE_Q12_VX,16.8,14,15.32 1163 | 2012-08-09,F.US.EPU12,1400.5,CFE_Q12_VX,16.55,13,15.28 1164 | 2012-08-10,F.US.EPU12,1402.5,CFE_Q12_VX,16.35,12,14.74 1165 | 2012-08-13,F.US.EPU12,1402.5,CFE_Q12_VX,15.8,9,13.7 1166 | 2012-08-14,F.US.EPU12,1401.5,CFE_Q12_VX,16.4,8,14.85 1167 | 2012-08-15,F.US.EPU12,1403.5,CFE_Q12_VX,16.2,7,14.63 1168 | 2012-08-16,F.US.EPU12,1413.0,CFE_Q12_VX,15.89,6,14.29 1169 | 2012-08-17,F.US.EPU12,1415.25,CFE_Q12_VX,15.09,5,13.45 1170 | 2012-08-20,F.US.EPU12,1414.75,CFE_Q12_VX,14.64,2,14.02 1171 | 2012-08-21,F.US.EPU12,1412.5,CFE_Q12_VX,14.9,1,15.02 1172 | 2012-08-22,F.US.EPU12,1412.25,CFE_U12_VX,18.96,28,15.11 1173 | 2012-08-23,F.US.EPU12,1400.0,CFE_U12_VX,19.29,27,15.96 1174 | 2012-08-24,F.US.EPU12,1409.75,CFE_U12_VX,18.55,26,15.18 1175 | 2012-08-27,F.US.EPU12,1408.25,CFE_U12_VX,18.8,23,16.35 1176 | 2012-08-28,F.US.EPU12,1407.75,CFE_U12_VX,19.0,22,16.49 1177 | 2012-08-29,F.US.EPU12,1407.25,CFE_U12_VX,19.25,21,17.06 1178 | 2012-08-30,F.US.EPU12,1397.0,CFE_U12_VX,19.7,20,17.83 1179 | 2012-08-31,F.US.EPU12,1405.0,CFE_U12_VX,18.95,19,17.47 1180 | 2012-09-04,F.US.EPU12,1406.0,CFE_U12_VX,18.65,15,17.98 1181 | 2012-09-05,F.US.EPU12,1403.5,CFE_U12_VX,18.14,14,17.74 1182 | 2012-09-06,F.US.EPU12,1431.0,CFE_U12_VX,16.1,13,15.6 1183 | 2012-09-07,F.US.EPU12,1438.25,CFE_U12_VX,15.1,12,14.38 1184 | 2012-09-10,F.US.EPU12,1426.5,CFE_U12_VX,16.53,9,16.28 1185 | 2012-09-11,F.US.EPU12,1430.5,CFE_U12_VX,16.61,8,16.41 1186 | 2012-09-12,F.US.EPU12,1439.5,CFE_U12_VX,15.81,7,15.8 1187 | 2012-09-13,F.US.EPU12,1457.25,CFE_U12_VX,14.91,6,14.05 1188 | 2012-09-14,F.US.EPU12,1465.75,CFE_U12_VX,15.75,5,14.51 1189 | 2012-09-17,F.US.EPU12,1460.75,CFE_U12_VX,15.0,2,14.59 1190 | 2012-09-18,F.US.EPU12,1459.25,CFE_U12_VX,14.29,1,14.18 1191 | 2012-09-19,F.US.EPU12,1459.5,CFE_V12_VX,16.05,28,13.88 1192 | 2012-09-20,F.US.EPU12,1460.5,CFE_V12_VX,16.4,27,14.07 1193 | 2012-09-21,F.US.EPZ12,1452.0,CFE_V12_VX,16.05,26,13.98 1194 | 2012-09-24,F.US.EPZ12,1451.5,CFE_V12_VX,15.89,23,14.15 1195 | 2012-09-25,F.US.EPZ12,1437.25,CFE_V12_VX,17.15,22,15.43 1196 | 2012-09-26,F.US.EPZ12,1427.0,CFE_V12_VX,17.75,21,16.81 1197 | 2012-09-27,F.US.EPZ12,1441.0,CFE_V12_VX,16.1,20,14.84 1198 | 2012-09-28,F.US.EPZ12,1434.25,CFE_V12_VX,16.39,19,15.73 1199 | 2012-10-01,F.US.EPZ12,1437.0,CFE_V12_VX,16.96,16,16.32 1200 | 2012-10-02,F.US.EPZ12,1441.0,CFE_V12_VX,16.6,15,15.71 1201 | 2012-10-03,F.US.EPZ12,1444.75,CFE_V12_VX,16.5,14,15.43 1202 | 2012-10-04,F.US.EPZ12,1455.75,CFE_V12_VX,15.8,13,14.55 1203 | 2012-10-05,F.US.EPZ12,1455.5,CFE_V12_VX,15.75,12,14.33 1204 | 2012-10-08,F.US.EPZ12,1449.75,CFE_V12_VX,15.89,9,15.11 1205 | 2012-10-09,F.US.EPZ12,1436.0,CFE_V12_VX,16.7,8,16.37 1206 | 2012-10-10,F.US.EPZ12,1426.25,CFE_V12_VX,16.75,7,16.29 1207 | 2012-10-11,F.US.EPZ12,1428.5,CFE_V12_VX,16.2,6,15.59 1208 | 2012-10-12,F.US.EPZ12,1421.5,CFE_V12_VX,16.65,5,16.14 1209 | 2012-10-15,F.US.EPZ12,1435.5,CFE_V12_VX,15.7,2,15.27 1210 | 2012-10-16,F.US.EPZ12,1449.25,CFE_V12_VX,15.5,1,15.22 1211 | 2012-10-17,F.US.EPZ12,1457.0,CFE_X12_VX,16.45,35,15.07 1212 | 2012-10-18,F.US.EPZ12,1451.5,CFE_X12_VX,16.7,34,15.03 1213 | 2012-10-19,F.US.EPZ12,1424.0,CFE_X12_VX,17.6,33,17.06 1214 | 2012-10-22,F.US.EPZ12,1430.0,CFE_X12_VX,17.36,30,16.62 1215 | 2012-10-23,F.US.EPZ12,1406.75,CFE_X12_VX,19.21,29,18.83 1216 | 2012-10-24,F.US.EPZ12,1405.25,CFE_X12_VX,18.75,28,18.33 1217 | 2012-10-25,F.US.EPZ12,1408.25,CFE_X12_VX,18.28,27,18.12 1218 | 2012-10-26,F.US.EPZ12,1407.5,CFE_X12_VX,18.27,26,17.81 1219 | 2012-10-31,F.US.EPZ12,1406.75,CFE_X12_VX,18.96,21,18.6 1220 | 2012-11-01,F.US.EPZ12,1423.25,CFE_X12_VX,16.9,20,16.69 1221 | 2012-11-02,F.US.EPZ12,1405.5,CFE_X12_VX,17.8,19,17.59 1222 | 2012-11-05,F.US.EPZ12,1412.0,CFE_X12_VX,18.1,16,18.42 1223 | 2012-11-06,F.US.EPZ12,1425.25,CFE_X12_VX,17.05,15,17.58 1224 | 2012-11-07,F.US.EPZ12,1389.0,CFE_X12_VX,18.86,14,19.08 1225 | 2012-11-08,F.US.EPZ12,1375.25,CFE_X12_VX,18.5,13,18.49 1226 | 2012-11-09,F.US.EPZ12,1375.75,CFE_X12_VX,18.59,12,18.61 1227 | 2012-11-12,F.US.EPZ12,1378.25,CFE_X12_VX,17.08,9,16.68 1228 | 2012-11-13,F.US.EPZ12,1371.0,CFE_X12_VX,16.95,8,16.65 1229 | 2012-11-14,F.US.EPZ12,1353.0,CFE_X12_VX,17.84,7,17.92 1230 | 2012-11-15,F.US.EPZ12,1351.25,CFE_X12_VX,18.05,6,17.99 1231 | 2012-11-16,F.US.EPZ12,1359.75,CFE_X12_VX,16.75,5,16.41 1232 | 2012-11-19,F.US.EPZ12,1382.5,CFE_X12_VX,15.25,2,15.24 1233 | 2012-11-20,F.US.EPZ12,1386.25,CFE_X12_VX,15.15,1,15.08 1234 | 2012-11-21,F.US.EPZ12,1388.25,CFE_Z12_VX,16.44,28,15.31 1235 | 2012-11-23,F.US.EPZ12,1405.25,CFE_Z12_VX,16.1,26,15.14 1236 | 2012-11-26,F.US.EPZ12,1403.25,CFE_Z12_VX,15.6,23,15.5 1237 | 2012-11-27,F.US.EPZ12,1397.5,CFE_Z12_VX,16.15,22,15.92 1238 | 2012-11-28,F.US.EPZ12,1407.0,CFE_Z12_VX,15.48,21,15.51 1239 | 2012-11-29,F.US.EPZ12,1415.75,CFE_Z12_VX,15.24,20,15.06 1240 | 2012-11-30,F.US.EPZ12,1414.5,CFE_Z12_VX,15.54,19,15.87 1241 | 2012-12-03,F.US.EPZ12,1407.0,CFE_Z12_VX,16.4,16,16.64 1242 | 2012-12-04,F.US.EPZ12,1405.5,CFE_Z12_VX,16.49,15,17.12 1243 | 2012-12-05,F.US.EPZ12,1408.25,CFE_Z12_VX,16.1,14,16.46 1244 | 2012-12-06,F.US.EPZ12,1413.0,CFE_Z12_VX,16.39,13,16.58 1245 | 2012-12-07,F.US.EPZ12,1416.0,CFE_Z12_VX,16.01,12,15.9 1246 | 2012-12-10,F.US.EPZ12,1420.25,CFE_Z12_VX,16.0,9,16.05 1247 | 2012-12-11,F.US.EPZ12,1431.5,CFE_Z12_VX,15.56,8,15.57 1248 | 2012-12-12,F.US.EPZ12,1427.25,CFE_Z12_VX,16.11,7,15.95 1249 | 2012-12-13,F.US.EPZ12,1418.0,CFE_Z12_VX,16.61,6,16.56 1250 | 2012-12-14,F.US.EPZ12,1415.0,CFE_Z12_VX,16.86,5,17.0 1251 | 2012-12-17,F.US.EPZ12,1432.5,CFE_Z12_VX,16.19,2,16.34 1252 | 2012-12-18,F.US.EPZ12,1445.75,CFE_Z12_VX,15.55,1,15.57 1253 | 2012-12-19,F.US.EPZ12,1437.25,CFE_F13_VX,17.1,28,17.36 1254 | 2012-12-20,F.US.EPZ12,1445.5,CFE_F13_VX,17.51,27,17.67 1255 | 2012-12-21,F.US.EPH13,1426.0,CFE_F13_VX,18.24,26,17.84 1256 | 2012-12-24,F.US.EPH13,1419.75,CFE_F13_VX,18.64,23,17.84 1257 | 2012-12-26,F.US.EPH13,1413.5,CFE_F13_VX,19.49,21,19.48 1258 | 2012-12-27,F.US.EPH13,1410.75,CFE_F13_VX,19.09,20,19.47 1259 | 2012-12-28,F.US.EPH13,1384.0,CFE_F13_VX,22.35,19,22.72 1260 | 2012-12-31,F.US.EPH13,1420.0,CFE_F13_VX,17.68,16,18.02 1261 | 2013-01-02,F.US.EPH13,1457.0,CFE_F13_VX,15.6,14,14.68 1262 | 2013-01-03,F.US.EPH13,1453.5,CFE_F13_VX,15.9,13,14.56 1263 | 2013-01-04,F.US.EPH13,1457.75,CFE_F13_VX,15.3,12,13.83 1264 | 2013-01-07,F.US.EPH13,1455.75,CFE_F13_VX,14.75,9,13.79 1265 | 2013-01-08,F.US.EPH13,1452.25,CFE_F13_VX,14.65,8,13.62 1266 | 2013-01-09,F.US.EPH13,1455.75,CFE_F13_VX,14.7,7,13.81 1267 | 2013-01-10,F.US.EPH13,1467.0,CFE_F13_VX,14.2,6,13.49 1268 | 2013-01-11,F.US.EPH13,1467.25,CFE_F13_VX,14.14,5,13.36 1269 | 2013-01-14,F.US.EPH13,1464.25,CFE_F13_VX,14.09,2,13.52 1270 | 2013-01-15,F.US.EPH13,1465.25,CFE_F13_VX,14.2,1,13.55 1271 | 2013-01-16,F.US.EPH13,1465.5,CFE_G13_VX,15.5,28,13.42 1272 | 2013-01-17,F.US.EPH13,1475.75,CFE_G13_VX,15.69,27,13.57 1273 | 2013-01-18,F.US.EPH13,1479.0,CFE_G13_VX,14.65,26,12.46 1274 | 2013-01-22,F.US.EPH13,1489.5,CFE_G13_VX,14.05,22,12.43 1275 | 2013-01-23,F.US.EPH13,1490.25,CFE_G13_VX,13.69,21,12.46 1276 | 2013-01-24,F.US.EPH13,1491.75,CFE_G13_VX,13.94,20,12.69 1277 | 2013-01-25,F.US.EPH13,1495.75,CFE_G13_VX,14.09,19,12.89 1278 | 2013-01-28,F.US.EPH13,1497.0,CFE_G13_VX,14.59,16,13.57 1279 | 2013-01-29,F.US.EPH13,1505.0,CFE_G13_VX,14.04,15,13.31 1280 | 2013-01-30,F.US.EPH13,1495.25,CFE_G13_VX,15.15,14,14.32 1281 | 2013-01-31,F.US.EPH13,1493.25,CFE_G13_VX,14.9,13,14.28 1282 | 2013-02-01,F.US.EPH13,1506.75,CFE_G13_VX,14.29,12,12.9 1283 | 2013-02-04,F.US.EPH13,1493.5,CFE_G13_VX,15.29,9,14.67 1284 | 2013-02-05,F.US.EPH13,1506.0,CFE_G13_VX,14.39,8,13.72 1285 | 2013-02-06,F.US.EPH13,1506.75,CFE_G13_VX,14.15,7,13.41 1286 | 2013-02-07,F.US.EPH13,1505.25,CFE_G13_VX,14.09,6,13.5 1287 | 2013-02-08,F.US.EPH13,1512.5,CFE_G13_VX,13.8,5,13.02 1288 | 2013-02-11,F.US.EPH13,1513.0,CFE_G13_VX,13.5,2,12.94 1289 | 2013-02-12,F.US.EPH13,1516.25,CFE_G13_VX,13.0,1,12.64 1290 | 2013-02-13,F.US.EPH13,1517.25,CFE_H13_VX,14.75,35,12.98 1291 | 2013-02-14,F.US.EPH13,1518.5,CFE_H13_VX,14.55,34,12.66 1292 | 2013-02-15,F.US.EPH13,1517.0,CFE_H13_VX,14.5,33,12.46 1293 | 2013-02-19,F.US.EPH13,1528.0,CFE_H13_VX,13.89,29,12.31 1294 | 2013-02-20,F.US.EPH13,1507.0,CFE_H13_VX,15.39,28,14.68 1295 | 2013-02-21,F.US.EPH13,1501.0,CFE_H13_VX,15.5,27,15.22 1296 | 2013-02-22,F.US.EPH13,1514.5,CFE_H13_VX,14.84,26,14.17 1297 | 2013-02-25,F.US.EPH13,1487.25,CFE_H13_VX,17.65,23,18.99 1298 | 2013-02-26,F.US.EPH13,1492.5,CFE_H13_VX,17.06,22,16.87 1299 | 2013-02-27,F.US.EPH13,1515.75,CFE_H13_VX,15.43,21,14.73 1300 | 2013-02-28,F.US.EPH13,1513.25,CFE_H13_VX,16.14,20,15.51 1301 | 2013-03-01,F.US.EPH13,1516.5,CFE_H13_VX,16.39,19,15.36 1302 | 2013-03-04,F.US.EPH13,1525.75,CFE_H13_VX,14.99,16,14.01 1303 | 2013-03-05,F.US.EPH13,1537.0,CFE_H13_VX,14.54,15,13.48 1304 | 2013-03-06,F.US.EPH13,1539.0,CFE_H13_VX,14.7,14,13.53 1305 | 2013-03-07,F.US.EPH13,1542.75,CFE_H13_VX,14.19,13,13.06 1306 | 2013-03-08,F.US.EPH13,1549.5,CFE_H13_VX,13.8,12,12.59 1307 | 2013-03-11,F.US.EPH13,1556.0,CFE_H13_VX,13.0,9,11.56 1308 | 2013-03-12,F.US.EPH13,1552.5,CFE_H13_VX,13.24,8,12.27 1309 | 2013-03-13,F.US.EPH13,1556.0,CFE_H13_VX,12.94,7,11.83 1310 | 2013-03-14,F.US.EPH13,1562.25,CFE_H13_VX,12.54,6,11.3 1311 | 2013-03-15,F.US.EPM13,1553.5,CFE_H13_VX,12.54,5,11.3 1312 | 2013-03-18,F.US.EPM13,1546.75,CFE_H13_VX,13.68,2,13.36 1313 | 2013-03-19,F.US.EPM13,1542.25,CFE_H13_VX,14.79,1,14.39 1314 | 2013-03-20,F.US.EPM13,1549.0,CFE_J13_VX,14.48,28,12.67 1315 | 2013-03-21,F.US.EPM13,1539.0,CFE_J13_VX,14.94,27,13.99 1316 | 2013-03-22,F.US.EPM13,1552.0,CFE_J13_VX,14.8,26,13.57 1317 | 2013-03-25,F.US.EPM13,1547.0,CFE_J13_VX,14.55,23,13.74 1318 | 2013-03-26,F.US.EPM13,1557.25,CFE_J13_VX,14.19,22,12.77 1319 | 2013-03-27,F.US.EPM13,1556.75,CFE_J13_VX,14.4,21,13.15 1320 | 2013-03-28,F.US.EPM13,1562.75,CFE_J13_VX,14.19,20,12.7 1321 | 2013-04-01,F.US.EPM13,1556.0,CFE_J13_VX,14.4,16,13.58 1322 | 2013-04-02,F.US.EPM13,1564.5,CFE_J13_VX,13.8,15,12.78 1323 | 2013-04-03,F.US.EPM13,1548.5,CFE_J13_VX,14.64,14,14.21 1324 | 2013-04-04,F.US.EPM13,1554.5,CFE_J13_VX,14.25,13,13.89 1325 | 2013-04-05,F.US.EPM13,1546.0,CFE_J13_VX,14.34,12,13.92 1326 | 2013-04-08,F.US.EPM13,1559.25,CFE_J13_VX,13.65,9,13.19 1327 | 2013-04-09,F.US.EPM13,1563.25,CFE_J13_VX,13.6,8,12.84 1328 | 2013-04-10,F.US.EPM13,1582.75,CFE_J13_VX,13.11,7,12.36 1329 | 2013-04-11,F.US.EPM13,1587.75,CFE_J13_VX,13.15,6,12.24 1330 | 2013-04-12,F.US.EPM13,1582.0,CFE_J13_VX,12.75,5,12.06 1331 | 2013-04-15,F.US.EPM13,1543.5,CFE_J13_VX,16.7,2,17.27 1332 | 2013-04-16,F.US.EPM13,1568.75,CFE_J13_VX,13.95,1,13.96 1333 | 2013-04-17,F.US.EPM13,1546.0,CFE_K13_VX,16.44,35,16.51 1334 | 2013-04-18,F.US.EPM13,1534.0,CFE_K13_VX,17.19,34,17.56 1335 | 2013-04-19,F.US.EPM13,1547.5,CFE_K13_VX,15.94,33,14.97 1336 | 2013-04-22,F.US.EPM13,1556.0,CFE_K13_VX,15.3,30,14.39 1337 | 2013-04-23,F.US.EPM13,1573.5,CFE_K13_VX,14.55,29,13.48 1338 | 2013-04-24,F.US.EPM13,1574.0,CFE_K13_VX,14.65,28,13.61 1339 | 2013-04-25,F.US.EPM13,1581.75,CFE_K13_VX,14.8,27,13.62 1340 | 2013-04-26,F.US.EPM13,1576.5,CFE_K13_VX,14.77,26,13.61 1341 | 2013-04-29,F.US.EPM13,1588.25,CFE_K13_VX,14.75,23,13.71 1342 | 2013-04-30,F.US.EPM13,1592.25,CFE_K13_VX,14.42,22,13.52 1343 | 2013-05-01,F.US.EPM13,1577.25,CFE_K13_VX,15.12,21,14.49 1344 | 2013-05-02,F.US.EPM13,1592.25,CFE_K13_VX,14.53,20,13.59 1345 | 2013-05-03,F.US.EPM13,1608.5,CFE_K13_VX,14.25,19,12.85 1346 | 2013-05-06,F.US.EPM13,1613.5,CFE_K13_VX,13.88,16,12.66 1347 | 2013-05-07,F.US.EPM13,1620.5,CFE_K13_VX,13.84,15,12.83 1348 | 2013-05-08,F.US.EPM13,1628.75,CFE_K13_VX,13.98,14,12.66 1349 | 2013-05-09,F.US.EPM13,1624.5,CFE_K13_VX,14.19,13,13.13 1350 | 2013-05-10,F.US.EPM13,1629.5,CFE_K13_VX,13.84,12,12.59 1351 | 2013-05-13,F.US.EPM13,1630.75,CFE_K13_VX,13.63,9,12.55 1352 | 2013-05-14,F.US.EPM13,1648.0,CFE_K13_VX,13.54,8,12.77 1353 | 2013-05-15,F.US.EPM13,1654.25,CFE_K13_VX,13.68,7,12.81 1354 | 2013-05-16,F.US.EPM13,1648.0,CFE_K13_VX,13.93,6,13.07 1355 | 2013-05-17,F.US.EPM13,1663.0,CFE_K13_VX,13.16,5,12.45 1356 | 2013-05-20,F.US.EPM13,1664.5,CFE_K13_VX,13.28,2,13.02 1357 | 2013-05-21,F.US.EPM13,1665.5,CFE_K13_VX,13.52,1,13.37 1358 | 2013-05-22,F.US.EPM13,1655.5,CFE_M13_VX,15.27,28,13.82 1359 | 2013-05-23,F.US.EPM13,1650.0,CFE_M13_VX,15.47,27,14.07 1360 | 2013-05-24,F.US.EPM13,1650.5,CFE_M13_VX,15.48,26,13.99 1361 | 2013-05-28,F.US.EPM13,1654.5,CFE_M13_VX,15.18,22,14.48 1362 | 2013-05-29,F.US.EPM13,1647.0,CFE_M13_VX,15.37,21,14.83 1363 | 2013-05-30,F.US.EPM13,1653.5,CFE_M13_VX,15.39,20,14.53 1364 | 2013-05-31,F.US.EPM13,1629.0,CFE_M13_VX,16.03,19,16.3 1365 | 2013-06-03,F.US.EPM13,1636.25,CFE_M13_VX,15.98,16,16.28 1366 | 2013-06-04,F.US.EPM13,1631.25,CFE_M13_VX,16.09,15,16.27 1367 | 2013-06-05,F.US.EPM13,1608.0,CFE_M13_VX,17.05,14,17.5 1368 | 2013-06-06,F.US.EPM13,1622.75,CFE_M13_VX,16.53,13,16.63 1369 | 2013-06-07,F.US.EPM13,1638.5,CFE_M13_VX,15.78,12,15.14 1370 | 2013-06-10,F.US.EPM13,1642.0,CFE_M13_VX,15.59,9,15.44 1371 | 2013-06-11,F.US.EPM13,1627.0,CFE_M13_VX,16.89,8,17.07 1372 | 2013-06-12,F.US.EPM13,1610.0,CFE_M13_VX,18.23,7,18.59 1373 | 2013-06-13,F.US.EPM13,1636.75,CFE_M13_VX,16.78,6,16.41 1374 | 2013-06-14,F.US.EPM13,1624.25,CFE_M13_VX,17.52,5,17.15 1375 | 2013-06-17,F.US.EPM13,1639.75,CFE_M13_VX,16.92,2,16.8 1376 | 2013-06-18,F.US.EPM13,1651.0,CFE_M13_VX,16.76,1,16.61 1377 | 2013-06-19,F.US.EPM13,1629.5,CFE_N13_VX,17.54,28,16.64 1378 | 2013-06-20,F.US.EPM13,1590.5,CFE_N13_VX,19.59,27,20.49 1379 | 2013-06-21,F.US.EPU13,1584.0,CFE_N13_VX,18.98,26,18.9 1380 | 2013-06-24,F.US.EPU13,1566.25,CFE_N13_VX,20.12,23,20.11 1381 | 2013-06-25,F.US.EPU13,1581.5,CFE_N13_VX,19.42,22,18.47 1382 | 2013-06-26,F.US.EPU13,1595.5,CFE_N13_VX,18.83,21,17.21 1383 | 2013-06-27,F.US.EPU13,1606.5,CFE_N13_VX,18.16,20,16.86 1384 | 2013-06-28,F.US.EPU13,1599.25,CFE_N13_VX,18.03,19,16.86 1385 | 2013-07-01,F.US.EPU13,1606.75,CFE_N13_VX,17.65,16,16.37 1386 | 2013-07-02,F.US.EPU13,1607.25,CFE_N13_VX,17.58,15,16.44 1387 | 2013-07-03,F.US.EPU13,1609.0,CFE_N13_VX,17.21,14,16.2 1388 | 2013-07-05,F.US.EPU13,1627.25,CFE_N13_VX,15.9,12,14.89 1389 | 2013-07-08,F.US.EPU13,1635.5,CFE_N13_VX,15.34,9,14.78 1390 | 2013-07-09,F.US.EPU13,1645.5,CFE_N13_VX,15.08,8,14.35 1391 | 2013-07-10,F.US.EPU13,1648.5,CFE_N13_VX,14.81,7,14.21 1392 | 2013-07-11,F.US.EPU13,1670.0,CFE_N13_VX,14.46,6,14.01 1393 | 2013-07-12,F.US.EPU13,1670.25,CFE_N13_VX,14.63,5,13.84 1394 | 2013-07-15,F.US.EPU13,1677.5,CFE_N13_VX,14.02,2,13.79 1395 | 2013-07-16,F.US.EPU13,1671.25,CFE_N13_VX,14.21,1,14.42 1396 | 2013-07-17,F.US.EPU13,1675.5,CFE_Q13_VX,15.55,35,13.78 1397 | 2013-07-18,F.US.EPU13,1680.5,CFE_Q13_VX,15.42,34,13.77 1398 | 2013-07-19,F.US.EPU13,1689.5,CFE_Q13_VX,14.86,33,12.54 1399 | 2013-07-22,F.US.EPU13,1690.25,CFE_Q13_VX,14.67,30,12.29 1400 | 2013-07-23,F.US.EPU13,1688.25,CFE_Q13_VX,14.62,29,12.66 1401 | 2013-07-24,F.US.EPU13,1683.75,CFE_Q13_VX,14.76,28,13.18 1402 | 2013-07-25,F.US.EPU13,1684.0,CFE_Q13_VX,14.47,27,12.97 1403 | 2013-07-26,F.US.EPU13,1686.5,CFE_Q13_VX,14.42,26,12.72 1404 | 2013-07-29,F.US.EPU13,1682.5,CFE_Q13_VX,14.63,23,13.39 1405 | 2013-07-30,F.US.EPU13,1684.75,CFE_Q13_VX,14.27,22,13.39 1406 | 2013-07-31,F.US.EPU13,1680.5,CFE_Q13_VX,13.87,21,13.45 1407 | 2013-08-01,F.US.EPU13,1700.25,CFE_Q13_VX,13.57,20,12.94 1408 | 2013-08-02,F.US.EPU13,1704.0,CFE_Q13_VX,13.13,19,11.98 1409 | 2013-08-05,F.US.EPU13,1702.5,CFE_Q13_VX,13.03,16,11.84 1410 | 2013-08-06,F.US.EPU13,1694.0,CFE_Q13_VX,13.37,15,12.72 1411 | 2013-08-07,F.US.EPU13,1688.25,CFE_Q13_VX,13.53,14,12.98 1412 | 2013-08-08,F.US.EPU13,1693.75,CFE_Q13_VX,13.22,13,12.73 1413 | 2013-08-09,F.US.EPU13,1686.25,CFE_Q13_VX,13.52,12,13.41 1414 | 2013-08-12,F.US.EPU13,1687.0,CFE_Q13_VX,13.32,9,12.81 1415 | 2013-08-13,F.US.EPU13,1690.75,CFE_Q13_VX,13.09,8,12.31 1416 | 2013-08-14,F.US.EPU13,1682.0,CFE_Q13_VX,13.33,7,13.04 1417 | 2013-08-15,F.US.EPU13,1655.75,CFE_Q13_VX,14.23,6,14.73 1418 | 2013-08-16,F.US.EPU13,1651.0,CFE_Q13_VX,14.44,5,14.37 1419 | 2013-08-19,F.US.EPU13,1645.0,CFE_Q13_VX,15.03,2,15.1 1420 | 2013-08-20,F.US.EPU13,1650.5,CFE_Q13_VX,14.98,1,14.91 1421 | 2013-08-21,F.US.EPU13,1636.5,CFE_U13_VX,16.08,28,15.94 1422 | 2013-08-22,F.US.EPU13,1654.75,CFE_U13_VX,15.43,27,14.76 1423 | 2013-08-23,F.US.EPU13,1661.5,CFE_U13_VX,15.18,26,13.98 1424 | 2013-08-26,F.US.EPU13,1654.25,CFE_U13_VX,15.84,23,14.99 1425 | 2013-08-27,F.US.EPU13,1628.25,CFE_U13_VX,17.2,22,16.77 1426 | 2013-08-28,F.US.EPU13,1632.25,CFE_U13_VX,17.34,21,16.49 1427 | 2013-08-29,F.US.EPU13,1636.75,CFE_U13_VX,17.32,20,16.81 1428 | 2013-08-30,F.US.EPU13,1631.25,CFE_U13_VX,17.47,19,17.01 1429 | 2013-09-03,F.US.EPU13,1639.0,CFE_U13_VX,16.82,15,16.61 1430 | 2013-09-04,F.US.EPU13,1653.5,CFE_U13_VX,16.69,14,15.88 1431 | 2013-09-05,F.US.EPU13,1653.0,CFE_U13_VX,16.37,13,15.77 1432 | 2013-09-06,F.US.EPU13,1653.5,CFE_U13_VX,16.49,12,15.85 1433 | 2013-09-09,F.US.EPU13,1669.0,CFE_U13_VX,15.78,9,15.63 1434 | 2013-09-10,F.US.EPU13,1682.5,CFE_U13_VX,15.13,8,14.53 1435 | 2013-09-11,F.US.EPU13,1688.75,CFE_U13_VX,14.53,7,13.82 1436 | 2013-09-12,F.US.EPU13,1685.0,CFE_U13_VX,14.78,6,14.29 1437 | 2013-09-13,F.US.EPU13,1688.5,CFE_U13_VX,14.77,5,14.16 1438 | 2013-09-16,F.US.EPU13,1698.0,CFE_U13_VX,14.68,2,14.38 1439 | 2013-09-17,F.US.EPU13,1705.0,CFE_U13_VX,14.61,1,14.53 1440 | 2013-09-18,F.US.EPU13,1724.5,CFE_V13_VX,14.69,28,13.59 1441 | 2013-09-19,F.US.EPU13,1724.25,CFE_V13_VX,14.73,27,13.16 1442 | 2013-09-20,F.US.EPZ13,1702.5,CFE_V13_VX,14.98,26,13.12 1443 | 2013-09-23,F.US.EPZ13,1692.75,CFE_V13_VX,15.32,23,14.31 1444 | 2013-09-24,F.US.EPZ13,1692.5,CFE_V13_VX,15.03,22,14.08 1445 | 2013-09-25,F.US.EPZ13,1685.75,CFE_V13_VX,15.02,21,14.01 1446 | 2013-09-26,F.US.EPZ13,1692.5,CFE_V13_VX,14.78,20,14.06 1447 | 2013-09-27,F.US.EPZ13,1686.5,CFE_V13_VX,15.48,19,15.46 1448 | 2013-09-30,F.US.EPZ13,1674.25,CFE_V13_VX,16.18,16,16.6 1449 | 2013-10-01,F.US.EPZ13,1689.5,CFE_V13_VX,15.42,15,15.54 1450 | 2013-10-02,F.US.EPZ13,1683.0,CFE_V13_VX,16.36,14,16.6 1451 | 2013-10-03,F.US.EPZ13,1669.75,CFE_V13_VX,17.23,13,17.67 1452 | 2013-10-04,F.US.EPZ13,1684.75,CFE_V13_VX,16.77,12,16.74 1453 | 2013-10-07,F.US.EPZ13,1667.75,CFE_V13_VX,18.48,9,19.41 1454 | 2013-10-08,F.US.EPZ13,1650.5,CFE_V13_VX,19.38,8,20.34 1455 | 2013-10-09,F.US.EPZ13,1648.75,CFE_V13_VX,18.84,7,19.6 1456 | 2013-10-10,F.US.EPZ13,1685.0,CFE_V13_VX,16.38,6,16.48 1457 | 2013-10-11,F.US.EPZ13,1699.0,CFE_V13_VX,15.68,5,15.72 1458 | 2013-10-14,F.US.EPZ13,1704.25,CFE_V13_VX,15.87,2,16.07 1459 | 2013-10-15,F.US.EPZ13,1692.0,CFE_V13_VX,18.17,1,18.66 1460 | 2013-10-16,F.US.EPZ13,1713.25,CFE_X13_VX,15.55,35,14.71 1461 | 2013-10-17,F.US.EPZ13,1727.75,CFE_X13_VX,14.52,34,13.48 1462 | 2013-10-18,F.US.EPZ13,1736.5,CFE_X13_VX,14.33,33,13.04 1463 | 2013-10-21,F.US.EPZ13,1738.25,CFE_X13_VX,14.58,30,13.16 1464 | 2013-10-22,F.US.EPZ13,1749.5,CFE_X13_VX,14.59,29,13.33 1465 | 2013-10-23,F.US.EPZ13,1741.75,CFE_X13_VX,14.67,28,13.42 1466 | 2013-10-24,F.US.EPZ13,1748.5,CFE_X13_VX,14.45,27,13.2 1467 | 2013-10-25,F.US.EPZ13,1754.0,CFE_X13_VX,14.47,26,13.09 1468 | 2013-10-28,F.US.EPZ13,1759.0,CFE_X13_VX,14.55,23,13.31 1469 | 2013-10-29,F.US.EPZ13,1767.4,CFE_X13_VX,14.43,22,13.41 1470 | 2013-10-30,F.US.EPZ13,1760.5,CFE_X13_VX,14.54,21,13.65 1471 | 2013-10-31,F.US.EPZ13,1751.0,CFE_X13_VX,14.48,20,13.75 1472 | 2013-11-01,F.US.EPZ13,1754.75,CFE_X13_VX,14.44,19,13.28 1473 | 2013-11-04,F.US.EPZ13,1763.0,CFE_X13_VX,13.92,16,12.93 1474 | 2013-11-05,F.US.EPZ13,1756.5,CFE_X13_VX,13.98,15,13.27 1475 | 2013-11-06,F.US.EPZ13,1765.5,CFE_X13_VX,13.66,14,12.67 1476 | 2013-11-07,F.US.EPZ13,1745.25,CFE_X13_VX,14.22,13,13.91 1477 | 2013-11-08,F.US.EPZ13,1766.0,CFE_X13_VX,13.58,12,12.9 1478 | 2013-11-11,F.US.EPZ13,1767.5,CFE_X13_VX,13.27,9,12.53 1479 | 2013-11-12,F.US.EPZ13,1765.0,CFE_X13_VX,13.33,8,12.82 1480 | 2013-11-13,F.US.EPZ13,1778.75,CFE_X13_VX,13.24,7,12.52 1481 | 2013-11-14,F.US.EPZ13,1787.75,CFE_X13_VX,13.03,6,12.37 1482 | 2013-11-15,F.US.EPZ13,1793.5,CFE_X13_VX,12.93,5,12.19 1483 | 2013-11-18,F.US.EPZ13,1788.75,CFE_X13_VX,13.28,2,13.1 1484 | 2013-11-19,F.US.EPZ13,1785.25,CFE_X13_VX,13.58,1,13.39 1485 | 2013-11-20,F.US.EPZ13,1779.75,CFE_Z13_VX,14.13,28,13.4 1486 | 2013-11-21,F.US.EPZ13,1793.75,CFE_Z13_VX,13.68,27,12.66 1487 | 2013-11-22,F.US.EPZ13,1801.25,CFE_Z13_VX,13.58,26,12.26 1488 | 2013-11-25,F.US.EPZ13,1802.5,CFE_Z13_VX,13.62,23,12.79 1489 | 2013-11-26,F.US.EPZ13,1802.0,CFE_Z13_VX,13.74,22,12.81 1490 | 2013-11-27,F.US.EPZ13,1804.25,CFE_Z13_VX,13.85,21,12.98 1491 | 2013-11-29,F.US.EPZ13,1804.0,CFE_Z13_VX,13.93,19,13.7 1492 | 2013-12-02,F.US.EPZ13,1799.75,CFE_Z13_VX,14.29,16,14.23 1493 | 2013-12-03,F.US.EPZ13,1791.5,CFE_Z13_VX,14.62,15,14.55 1494 | 2013-12-04,F.US.EPZ13,1791.75,CFE_Z13_VX,14.23,14,14.7 1495 | 2013-12-05,F.US.EPZ13,1784.0,CFE_Z13_VX,14.53,13,15.08 1496 | 2013-12-06,F.US.EPZ13,1805.0,CFE_Z13_VX,13.95,12,13.79 1497 | 2013-12-09,F.US.EPZ13,1809.0,CFE_Z13_VX,13.74,9,13.49 1498 | 2013-12-10,F.US.EPZ13,1803.0,CFE_Z13_VX,13.93,8,13.91 1499 | 2013-12-11,F.US.EPZ13,1780.75,CFE_Z13_VX,14.88,7,15.42 1500 | 2013-12-12,F.US.EPZ13,1775.0,CFE_Z13_VX,15.38,6,15.54 1501 | 2013-12-13,F.US.EPZ13,1774.75,CFE_Z13_VX,15.48,5,15.76 1502 | 2013-12-16,F.US.EPZ13,1786.5,CFE_Z13_VX,15.87,2,16.03 1503 | 2013-12-17,F.US.EPZ13,1779.25,CFE_Z13_VX,16.23,1,16.21 1504 | 2013-12-18,F.US.EPZ13,1810.75,CFE_F14_VX,14.49,35,13.8 1505 | 2013-12-19,F.US.EPZ13,1808.5,CFE_F14_VX,14.44,34,14.15 1506 | 2013-12-20,F.US.EPH14,1814.5,CFE_F14_VX,14.44,33,13.79 1507 | 2013-12-23,F.US.EPH14,1822.75,CFE_F14_VX,13.89,30,13.04 1508 | 2013-12-24,F.US.EPH14,1829.0,CFE_F14_VX,13.39,29,12.48 1509 | 2013-12-26,F.US.EPH14,1836.5,CFE_F14_VX,13.39,27,12.33 1510 | 2013-12-27,F.US.EPH14,1836.5,CFE_F14_VX,13.68,26,12.46 1511 | 2013-12-30,F.US.EPH14,1834.75,CFE_F14_VX,13.87,23,13.56 1512 | 2013-12-31,F.US.EPH14,1841.0,CFE_F14_VX,13.91,22,13.72 1513 | 2014-01-02,F.US.EPH14,1826.5,CFE_F14_VX,14.17,20,14.23 1514 | 2014-01-03,F.US.EPH14,1825.5,CFE_F14_VX,14.03,19,13.76 1515 | 2014-01-06,F.US.EPH14,1820.75,CFE_F14_VX,13.87,16,13.55 1516 | 2014-01-07,F.US.EPH14,1830.75,CFE_F14_VX,13.64,15,12.92 1517 | 2014-01-08,F.US.EPH14,1832.5,CFE_F14_VX,13.69,14,12.87 1518 | 2014-01-09,F.US.EPH14,1833.0,CFE_F14_VX,13.63,13,12.89 1519 | 2014-01-10,F.US.EPH14,1837.75,CFE_F14_VX,13.23,12,12.14 1520 | 2014-01-13,F.US.EPH14,1815.0,CFE_F14_VX,13.77,9,13.28 1521 | 2014-01-14,F.US.EPH14,1833.0,CFE_F14_VX,13.08,8,12.28 1522 | 2014-01-15,F.US.EPH14,1841.5,CFE_F14_VX,13.13,7,12.28 1523 | 2014-01-16,F.US.EPH14,1836.25,CFE_F14_VX,13.43,6,12.53 1524 | 2014-01-17,F.US.EPH14,1834.25,CFE_F14_VX,13.42,5,12.44 1525 | 2014-01-21,F.US.EPH14,1838.5,CFE_F14_VX,13.23,1,12.87 1526 | 2014-01-22,F.US.EPH14,1838.5,CFE_G14_VX,13.82,28,12.84 1527 | 2014-01-23,F.US.EPH14,1824.25,CFE_G14_VX,14.17,27,13.77 1528 | 2014-01-24,F.US.EPH14,1782.0,CFE_G14_VX,16.21,26,18.14 1529 | 2014-01-27,F.US.EPH14,1775.75,CFE_G14_VX,16.09,23,17.42 1530 | 2014-01-28,F.US.EPH14,1788.25,CFE_G14_VX,15.19,22,15.8 1531 | 2014-01-29,F.US.EPH14,1771.25,CFE_G14_VX,16.4,21,17.35 1532 | 2014-01-30,F.US.EPH14,1781.25,CFE_G14_VX,16.65,20,17.29 1533 | 2014-01-31,F.US.EPH14,1776.5,CFE_G14_VX,17.58,19,18.41 1534 | 2014-02-03,F.US.EPH14,1732.75,CFE_G14_VX,19.17,16,21.44 1535 | 2014-02-04,F.US.EPH14,1743.75,CFE_G14_VX,18.63,15,19.11 1536 | 2014-02-05,F.US.EPH14,1744.0,CFE_G14_VX,19.1,14,19.95 1537 | 2014-02-06,F.US.EPH14,1766.5,CFE_G14_VX,16.99,13,17.23 1538 | 2014-02-07,F.US.EPH14,1793.5,CFE_G14_VX,15.47,12,15.29 1539 | 2014-02-10,F.US.EPH14,1794.75,CFE_G14_VX,15.63,9,15.26 1540 | 2014-02-11,F.US.EPH14,1813.5,CFE_G14_VX,15.01,8,14.51 1541 | 2014-02-12,F.US.EPH14,1817.0,CFE_G14_VX,14.53,7,14.3 1542 | 2014-02-13,F.US.EPH14,1824.25,CFE_G14_VX,14.59,6,14.14 1543 | 2014-02-14,F.US.EPH14,1835.0,CFE_G14_VX,14.17,5,13.57 1544 | 2014-02-18,F.US.EPH14,1837.5,CFE_G14_VX,14.22,1,13.87 1545 | 2014-02-19,F.US.EPH14,1825.5,CFE_H14_VX,15.37,27,15.5 1546 | 2014-02-20,F.US.EPH14,1836.25,CFE_H14_VX,14.91,26,14.79 1547 | 2014-02-21,F.US.EPH14,1834.25,CFE_H14_VX,15.14,25,14.68 1548 | 2014-02-24,F.US.EPH14,1846.0,CFE_H14_VX,14.96,22,14.23 1549 | 2014-02-25,F.US.EPH14,1846.25,CFE_H14_VX,14.87,21,13.67 1550 | 2014-02-26,F.US.EPH14,1842.0,CFE_H14_VX,15.27,20,14.35 1551 | 2014-02-27,F.US.EPH14,1854.0,CFE_H14_VX,15.06,19,14.04 1552 | 2014-02-28,F.US.EPH14,1857.5,CFE_H14_VX,15.23,18,14.0 1553 | 2014-03-03,F.US.EPH14,1843.0,CFE_H14_VX,16.57,15,16.0 1554 | 2014-03-04,F.US.EPH14,1871.5,CFE_H14_VX,15.08,14,14.1 1555 | 2014-03-05,F.US.EPH14,1872.5,CFE_H14_VX,15.13,13,13.89 1556 | 2014-03-06,F.US.EPH14,1876.25,CFE_H14_VX,15.02,12,14.21 1557 | 2014-03-07,F.US.EPH14,1878.0,CFE_H14_VX,15.48,11,14.11 1558 | 2014-03-10,F.US.EPH14,1877.25,CFE_H14_VX,15.27,8,14.2 1559 | 2014-03-11,F.US.EPH14,1865.25,CFE_H14_VX,15.52,7,14.8 1560 | 2014-03-12,F.US.EPH14,1867.75,CFE_H14_VX,15.27,6,14.47 1561 | 2014-03-13,F.US.EPH14,1846.75,CFE_H14_VX,16.57,5,16.22 1562 | 2014-03-14,F.US.EPH14,1840.0,CFE_H14_VX,17.67,4,17.82 1563 | 2014-03-17,F.US.EPH14,1857.75,CFE_H14_VX,16.12,1,15.64 1564 | 2014-03-18,F.US.EPH14,1870.75,CFE_J14_VX,15.57,29,14.52 1565 | 2014-03-19,F.US.EPH14,1859.75,CFE_J14_VX,15.97,28,15.12 1566 | 2014-03-20,F.US.EPH14,1873.75,CFE_J14_VX,15.72,27,14.52 1567 | 2014-03-21,F.US.EPM14,1857.0,CFE_J14_VX,15.95,26,15.0 1568 | 2014-03-24,F.US.EPM14,1849.5,CFE_J14_VX,15.9,23,15.09 1569 | 2014-03-25,F.US.EPM14,1859.25,CFE_J14_VX,15.65,22,14.02 1570 | 2014-03-26,F.US.EPM14,1842.5,CFE_J14_VX,16.05,21,14.93 1571 | 2014-03-27,F.US.EPM14,1840.5,CFE_J14_VX,15.7,20,14.62 1572 | 2014-03-28,F.US.EPM14,1850.5,CFE_J14_VX,15.55,19,14.41 1573 | 2014-03-31,F.US.EPM14,1864.5,CFE_J14_VX,15.15,16,13.88 1574 | 2014-04-01,F.US.EPM14,1877.75,CFE_J14_VX,14.45,15,13.1 1575 | 2014-04-02,F.US.EPM14,1883.0,CFE_J14_VX,14.58,14,13.09 1576 | 2014-04-03,F.US.EPM14,1883.0,CFE_J14_VX,14.45,13,13.37 1577 | 2014-04-04,F.US.EPM14,1860.0,CFE_J14_VX,14.85,12,13.96 1578 | 2014-04-07,F.US.EPM14,1838.0,CFE_J14_VX,15.5,9,15.57 1579 | 2014-04-08,F.US.EPM14,1845.0,CFE_J14_VX,15.15,8,14.89 1580 | 2014-04-09,F.US.EPM14,1864.75,CFE_J14_VX,14.5,7,13.82 1581 | 2014-04-10,F.US.EPM14,1827.0,CFE_J14_VX,15.85,6,15.89 1582 | 2014-04-11,F.US.EPM14,1811.75,CFE_J14_VX,16.85,5,17.03 1583 | 2014-04-14,F.US.EPM14,1824.5,CFE_J14_VX,16.2,2,16.11 1584 | 2014-04-15,F.US.EPM14,1839.5,CFE_J14_VX,15.65,1,15.61 1585 | 2014-04-16,F.US.EPM14,1852.75,CFE_K14_VX,15.85,35,14.18 1586 | 2014-04-17,F.US.EPM14,1858.0,CFE_K14_VX,15.55,34,13.36 1587 | 2014-04-21,F.US.EPM14,1864.5,CFE_K14_VX,15.4,30,13.25 1588 | 2014-04-22,F.US.EPM14,1874.0,CFE_K14_VX,15.2,29,13.19 1589 | 2014-04-23,F.US.EPM14,1873.0,CFE_K14_VX,15.35,28,13.27 1590 | 2014-04-24,F.US.EPM14,1873.0,CFE_K14_VX,15.5,27,13.32 1591 | 2014-04-25,F.US.EPM14,1860.0,CFE_K14_VX,15.6,26,14.06 1592 | 2014-04-28,F.US.EPM14,1866.0,CFE_K14_VX,15.2,23,13.97 1593 | 2014-04-29,F.US.EPM14,1871.75,CFE_K14_VX,15.0,22,13.71 1594 | 2014-04-30,F.US.EPM14,1878.0,CFE_K14_VX,15.0,21,13.41 1595 | 2014-05-01,F.US.EPM14,1877.75,CFE_K14_VX,14.9,20,13.25 1596 | 2014-05-02,F.US.EPM14,1874.5,CFE_K14_VX,14.9,19,12.91 1597 | 2014-05-05,F.US.EPM14,1875.75,CFE_K14_VX,14.6,16,13.29 1598 | 2014-05-06,F.US.EPM14,1864.25,CFE_K14_VX,14.74,15,13.8 1599 | 2014-05-07,F.US.EPM14,1874.25,CFE_K14_VX,14.39,14,13.4 1600 | 2014-05-08,F.US.EPM14,1872.25,CFE_K14_VX,14.44,13,13.43 1601 | 2014-05-09,F.US.EPM14,1873.5,CFE_K14_VX,14.05,12,12.92 1602 | 2014-05-12,F.US.EPM14,1892.75,CFE_K14_VX,13.5,9,12.23 1603 | 2014-05-13,F.US.EPM14,1894.25,CFE_K14_VX,13.5,8,12.13 1604 | 2014-05-14,F.US.EPM14,1885.25,CFE_K14_VX,13.2,7,12.17 1605 | 2014-05-15,F.US.EPM14,1867.25,CFE_K14_VX,13.7,6,13.17 1606 | 2014-05-16,F.US.EPM14,1874.75,CFE_K14_VX,13.25,5,12.44 1607 | 2014-05-19,F.US.EPM14,1882.25,CFE_K14_VX,13.0,2,12.42 1608 | 2014-05-20,F.US.EPM14,1868.0,CFE_K14_VX,13.05,1,12.96 1609 | 2014-05-21,F.US.EPM14,1885.0,CFE_M14_VX,14.1,28,11.91 1610 | 2014-05-22,F.US.EPM14,1890.25,CFE_M14_VX,14.04,27,12.03 1611 | 2014-05-23,F.US.EPM14,1897.0,CFE_M14_VX,13.85,26,11.36 1612 | 2014-05-27,F.US.EPM14,1909.25,CFE_M14_VX,13.45,22,11.51 1613 | 2014-05-28,F.US.EPM14,1909.0,CFE_M14_VX,13.45,21,11.68 1614 | 2014-05-29,F.US.EPM14,1918.0,CFE_M14_VX,13.25,20,11.57 1615 | 2014-05-30,F.US.EPM14,1921.5,CFE_M14_VX,13.35,19,11.4 1616 | 2014-06-02,F.US.EPM14,1921.75,CFE_M14_VX,13.2,16,11.58 1617 | 2014-06-03,F.US.EPM14,1922.0,CFE_M14_VX,13.3,15,11.87 1618 | 2014-06-04,F.US.EPM14,1925.75,CFE_M14_VX,13.15,14,12.08 1619 | 2014-06-05,F.US.EPM14,1938.5,CFE_M14_VX,12.65,13,11.68 1620 | 2014-06-06,F.US.EPM14,1949.25,CFE_M14_VX,12.0,12,10.73 1621 | 2014-06-09,F.US.EPM14,1950.25,CFE_M14_VX,12.2,9,11.15 1622 | 2014-06-10,F.US.EPM14,1950.5,CFE_M14_VX,12.05,8,10.99 1623 | 2014-06-11,F.US.EPM14,1944.0,CFE_M14_VX,12.45,7,11.6 1624 | 2014-06-12,F.US.EPM14,1930.5,CFE_M14_VX,13.2,6,12.56 1625 | 2014-06-13,F.US.EPM14,1935.75,CFE_M14_VX,12.9,5,12.18 1626 | 2014-06-16,F.US.EPM14,1936.5,CFE_M14_VX,13.0,2,12.65 1627 | 2014-06-17,F.US.EPM14,1941.5,CFE_M14_VX,12.35,1,12.06 1628 | 2014-06-18,F.US.EPM14,1957.0,CFE_N14_VX,12.65,28,10.61 1629 | 2014-06-19,F.US.EPM14,1958.5,CFE_N14_VX,12.79,27,10.62 1630 | 2014-06-20,F.US.EPU14,1953.25,CFE_N14_VX,12.9,26,10.85 1631 | 2014-06-23,F.US.EPU14,1953.0,CFE_N14_VX,12.55,23,10.98 1632 | 2014-06-24,F.US.EPU14,1943.25,CFE_N14_VX,13.05,22,12.13 1633 | 2014-06-25,F.US.EPU14,1949.5,CFE_N14_VX,12.62,21,11.59 1634 | 2014-06-26,F.US.EPU14,1948.75,CFE_N14_VX,12.75,20,11.63 1635 | 2014-06-27,F.US.EPU14,1952.0,CFE_N14_VX,12.6,19,11.26 1636 | 2014-06-30,F.US.EPU14,1952.5,CFE_N14_VX,12.45,16,11.57 1637 | 2014-07-01,F.US.EPU14,1965.75,CFE_N14_VX,12.1,15,11.15 1638 | 2014-07-02,F.US.EPU14,1967.75,CFE_N14_VX,11.95,14,10.82 1639 | 2014-07-03,F.US.EPU14,1977.5,CFE_N14_VX,11.8,13,10.32 1640 | 2014-07-07,F.US.EPU14,1971.0,CFE_N14_VX,12.1,9,11.33 1641 | 2014-07-08,F.US.EPU14,1960.5,CFE_N14_VX,12.35,8,11.98 1642 | 2014-07-09,F.US.EPU14,1967.25,CFE_N14_VX,12.25,7,11.65 1643 | 2014-07-10,F.US.EPU14,1957.75,CFE_N14_VX,13.0,6,12.59 1644 | 2014-07-11,F.US.EPU14,1962.5,CFE_N14_VX,12.65,5,12.08 1645 | 2014-07-14,F.US.EPU14,1971.0,CFE_N14_VX,12.05,2,11.82 1646 | 2014-07-15,F.US.EPU14,1968.0,CFE_N14_VX,12.2,1,11.96 1647 | 2014-07-16,F.US.EPU14,1974.75,CFE_Q14_VX,12.7,35,11.0 1648 | 2014-07-17,F.US.EPU14,1953.5,CFE_Q14_VX,13.7,34,14.54 1649 | 2014-07-18,F.US.EPU14,1971.5,CFE_Q14_VX,13.0,33,12.06 1650 | 2014-07-21,F.US.EPU14,1966.25,CFE_Q14_VX,13.4,30,12.81 1651 | 2014-07-22,F.US.EPU14,1975.0,CFE_Q14_VX,13.0,29,12.24 1652 | 2014-07-23,F.US.EPU14,1980.75,CFE_Q14_VX,13.05,28,11.52 1653 | 2014-07-24,F.US.EPU14,1980.75,CFE_Q14_VX,13.17,27,11.84 1654 | 2014-07-25,F.US.EPU14,1971.5,CFE_Q14_VX,13.5,26,12.69 1655 | 2014-07-28,F.US.EPU14,1973.0,CFE_Q14_VX,13.35,23,12.56 1656 | 2014-07-29,F.US.EPU14,1963.0,CFE_Q14_VX,13.45,22,13.28 1657 | 2014-07-30,F.US.EPU14,1965.0,CFE_Q14_VX,13.55,21,13.33 1658 | 2014-07-31,F.US.EPU14,1924.75,CFE_Q14_VX,15.2,20,16.95 1659 | 2014-08-01,F.US.EPU14,1918.5,CFE_Q14_VX,16.05,19,17.03 1660 | 2014-08-04,F.US.EPU14,1932.0,CFE_Q14_VX,14.95,16,15.12 1661 | 2014-08-05,F.US.EPU14,1913.0,CFE_Q14_VX,16.15,15,16.87 1662 | 2014-08-06,F.US.EPU14,1914.75,CFE_Q14_VX,16.15,14,16.37 1663 | 2014-08-07,F.US.EPU14,1905.25,CFE_Q14_VX,16.65,13,16.66 1664 | 2014-08-08,F.US.EPU14,1923.75,CFE_Q14_VX,15.97,12,15.77 1665 | 2014-08-11,F.US.EPU14,1932.5,CFE_Q14_VX,14.75,9,14.23 1666 | 2014-08-12,F.US.EPU14,1930.5,CFE_Q14_VX,14.65,8,14.13 1667 | 2014-08-13,F.US.EPU14,1944.75,CFE_Q14_VX,13.55,7,12.9 1668 | 2014-08-14,F.US.EPU14,1953.5,CFE_Q14_VX,12.92,6,12.42 1669 | 2014-08-15,F.US.EPU14,1952.5,CFE_Q14_VX,13.2,5,13.15 1670 | 2014-08-18,F.US.EPU14,1967.5,CFE_Q14_VX,12.55,2,12.32 1671 | 2014-08-19,F.US.EPU14,1977.25,CFE_Q14_VX,12.2,1,12.21 1672 | 2014-08-20,F.US.EPU14,1983.25,CFE_U14_VX,13.5,28,11.78 1673 | 2014-08-21,F.US.EPU14,1989.5,CFE_U14_VX,13.38,27,11.76 1674 | 2014-08-22,F.US.EPU14,1987.75,CFE_U14_VX,13.45,26,11.47 1675 | 2014-08-25,F.US.EPU14,1995.0,CFE_U14_VX,13.35,23,11.7 1676 | 2014-08-26,F.US.EPU14,1998.5,CFE_U14_VX,13.45,22,11.63 1677 | 2014-08-27,F.US.EPU14,1997.0,CFE_U14_VX,13.53,21,11.78 1678 | 2014-08-28,F.US.EPU14,1996.75,CFE_U14_VX,13.6,20,12.05 1679 | 2014-08-29,F.US.EPU14,2001.5,CFE_U14_VX,13.8,19,11.98 1680 | 2014-09-02,F.US.EPU14,1999.75,CFE_U14_VX,13.75,15,12.25 1681 | 2014-09-03,F.US.EPU14,1998.75,CFE_U14_VX,13.5,14,12.36 1682 | 2014-09-04,F.US.EPU14,1997.75,CFE_U14_VX,13.55,13,12.64 1683 | 2014-09-05,F.US.EPU14,2006.0,CFE_U14_VX,13.2,12,12.09 1684 | 2014-09-08,F.US.EPU14,2000.5,CFE_U14_VX,13.32,9,12.66 1685 | 2014-09-09,F.US.EPU14,1989.75,CFE_U14_VX,13.85,8,13.5 1686 | 2014-09-10,F.US.EPU14,1995.0,CFE_U14_VX,13.7,7,12.88 1687 | 2014-09-11,F.US.EPU14,1997.0,CFE_U14_VX,13.55,6,12.8 1688 | 2014-09-12,F.US.EPU14,1984.75,CFE_U14_VX,14.05,5,13.31 1689 | 2014-09-15,F.US.EPU14,1984.25,CFE_U14_VX,14.4,2,14.12 1690 | 2014-09-16,F.US.EPU14,1999.5,CFE_U14_VX,13.0,1,12.73 1691 | 2014-09-17,F.US.EPU14,2001.5,CFE_V14_VX,14.25,35,12.65 1692 | 2014-09-18,F.US.EPU14,2012.25,CFE_V14_VX,14.05,34,12.03 1693 | 2014-09-19,F.US.EPZ14,2003.75,CFE_V14_VX,14.1,33,12.11 1694 | 2014-09-22,F.US.EPZ14,1986.25,CFE_V14_VX,14.9,30,13.69 1695 | 2014-09-23,F.US.EPZ14,1972.25,CFE_V14_VX,15.35,29,14.93 1696 | 2014-09-24,F.US.EPZ14,1991.0,CFE_V14_VX,14.6,28,13.27 1697 | 2014-09-25,F.US.EPZ14,1961.5,CFE_V14_VX,15.75,27,15.64 1698 | 2014-09-26,F.US.EPZ14,1976.0,CFE_V14_VX,15.3,26,14.85 1699 | 2014-09-29,F.US.EPZ14,1969.5,CFE_V14_VX,16.25,23,15.98 1700 | 2014-09-30,F.US.EPZ14,1965.5,CFE_V14_VX,16.3,22,16.31 1701 | 2014-10-01,F.US.EPZ14,1940.75,CFE_V14_VX,16.85,21,16.71 1702 | 2014-10-02,F.US.EPZ14,1938.5,CFE_V14_VX,16.5,20,16.16 1703 | 2014-10-03,F.US.EPZ14,1960.25,CFE_V14_VX,15.15,19,14.55 1704 | 2014-10-06,F.US.EPZ14,1956.0,CFE_V14_VX,15.72,16,15.46 1705 | 2014-10-07,F.US.EPZ14,1928.0,CFE_V14_VX,17.1,15,17.2 1706 | 2014-10-08,F.US.EPZ14,1961.75,CFE_V14_VX,15.25,14,15.11 1707 | 2014-10-09,F.US.EPZ14,1925.0,CFE_V14_VX,17.15,13,18.76 1708 | 2014-10-10,F.US.EPZ14,1894.25,CFE_V14_VX,19.8,12,21.24 1709 | 2014-10-13,F.US.EPZ14,1865.5,CFE_V14_VX,22.75,9,24.64 1710 | 2014-10-14,F.US.EPZ14,1874.75,CFE_V14_VX,20.9,8,22.79 1711 | 2014-10-15,F.US.EPZ14,1846.75,CFE_V14_VX,23.93,7,26.25 1712 | 2014-10-16,F.US.EPZ14,1850.5,CFE_V14_VX,22.27,6,25.2 1713 | 2014-10-17,F.US.EPZ14,1881.0,CFE_V14_VX,21.0,5,21.99 1714 | 2014-10-20,F.US.EPZ14,1900.0,CFE_V14_VX,18.5,2,18.57 1715 | 2014-10-21,F.US.EPZ14,1938.0,CFE_V14_VX,16.35,1,16.08 1716 | 2014-10-22,F.US.EPZ14,1925.0,CFE_X14_VX,18.05,28,17.87 1717 | 2014-10-23,F.US.EPZ14,1946.0,CFE_X14_VX,17.25,27,16.53 1718 | 2014-10-24,F.US.EPZ14,1959.75,CFE_X14_VX,16.95,26,16.11 1719 | 2014-10-27,F.US.EPZ14,1957.0,CFE_X14_VX,16.95,23,16.04 1720 | 2014-10-28,F.US.EPZ14,1980.0,CFE_X14_VX,15.65,22,14.39 1721 | 2014-10-29,F.US.EPZ14,1972.25,CFE_X14_VX,16.25,21,15.15 1722 | 2014-10-30,F.US.EPZ14,1988.5,CFE_X14_VX,16.1,20,14.52 1723 | 2014-10-31,F.US.EPZ14,2011.5,CFE_X14_VX,15.75,19,14.03 1724 | 2014-11-03,F.US.EPZ14,2011.0,CFE_X14_VX,15.95,16,14.73 1725 | 2014-11-04,F.US.EPZ14,2005.5,CFE_X14_VX,15.85,15,14.89 1726 | 2014-11-05,F.US.EPZ14,2018.75,CFE_X14_VX,15.27,14,14.17 1727 | 2014-11-06,F.US.EPZ14,2028.0,CFE_X14_VX,14.85,13,13.67 1728 | 2014-11-07,F.US.EPZ14,2026.0,CFE_X14_VX,14.8,12,13.12 1729 | 2014-11-10,F.US.EPZ14,2034.0,CFE_X14_VX,14.0,9,12.67 1730 | 2014-11-11,F.US.EPZ14,2036.5,CFE_X14_VX,14.1,8,12.92 1731 | 2014-11-12,F.US.EPZ14,2036.0,CFE_X14_VX,14.4,7,13.02 1732 | 2014-11-13,F.US.EPZ14,2034.0,CFE_X14_VX,14.7,6,13.79 1733 | 2014-11-14,F.US.EPZ14,2038.0,CFE_X14_VX,14.3,5,13.31 1734 | 2014-11-17,F.US.EPZ14,2039.75,CFE_X14_VX,14.35,2,13.99 1735 | 2014-11-18,F.US.EPZ14,2048.5,CFE_X14_VX,14.0,1,13.86 1736 | 2014-11-19,F.US.EPZ14,2047.25,CFE_Z14_VX,15.5,28,13.96 1737 | 2014-11-20,F.US.EPZ14,2052.0,CFE_Z14_VX,15.15,27,13.58 1738 | 2014-11-21,F.US.EPZ14,2061.75,CFE_Z14_VX,14.9,26,12.9 1739 | 2014-11-24,F.US.EPZ14,2067.5,CFE_Z14_VX,14.55,23,12.62 1740 | 2014-11-25,F.US.EPZ14,2067.5,CFE_Z14_VX,14.45,22,12.25 1741 | 2014-11-26,F.US.EPZ14,2072.25,CFE_Z14_VX,14.2,21,12.07 1742 | 2014-11-28,F.US.EPZ14,2066.25,CFE_Z14_VX,14.84,19,13.33 1743 | 2014-12-01,F.US.EPZ14,2050.75,CFE_Z14_VX,15.6,16,14.29 1744 | 2014-12-02,F.US.EPZ14,2066.0,CFE_Z14_VX,14.21,15,12.85 1745 | 2014-12-03,F.US.EPZ14,2072.5,CFE_Z14_VX,14.24,14,12.47 1746 | 2014-12-04,F.US.EPZ14,2072.0,CFE_Z14_VX,13.95,13,12.38 1747 | 2014-12-05,F.US.EPZ14,2076.0,CFE_Z14_VX,13.55,12,11.82 1748 | 2014-12-08,F.US.EPZ14,2059.5,CFE_Z14_VX,14.7,9,14.21 1749 | 2014-12-09,F.US.EPZ14,2057.5,CFE_Z14_VX,14.95,8,14.89 1750 | 2014-12-10,F.US.EPZ14,2026.5,CFE_Z14_VX,17.4,7,18.53 1751 | 2014-12-11,F.US.EPZ14,2031.0,CFE_Z14_VX,19.1,6,20.08 1752 | 2014-12-12,F.US.EPZ14,1997.25,CFE_Z14_VX,19.6,5,21.08 1753 | 2014-12-15,F.US.EPZ14,1990.0,CFE_Z14_VX,19.6,2,20.42 1754 | 2014-12-16,F.US.EPZ14,1971.5,CFE_Z14_VX,23.1,1,23.57 1755 | 2014-12-17,F.US.EPZ14,2014.25,CFE_F15_VX,17.6,35,19.44 1756 | 2014-12-18,F.US.EPZ14,2065.0,CFE_F15_VX,17.18,34,16.81 1757 | 2014-12-19,F.US.EPH15,2067.0,CFE_F15_VX,16.55,33,16.49 1758 | 2014-12-22,F.US.EPH15,2072.5,CFE_F15_VX,16.4,30,15.25 1759 | 2014-12-23,F.US.EPH15,2079.0,CFE_F15_VX,15.95,29,14.8 1760 | 2014-12-24,F.US.EPH15,2078.75,CFE_F15_VX,16.2,28,14.37 1761 | 2014-12-26,F.US.EPH15,2084.25,CFE_F15_VX,15.85,26,14.5 1762 | 2014-12-29,F.US.EPH15,2085.75,CFE_F15_VX,16.1,23,15.06 1763 | 2014-12-30,F.US.EPH15,2076.75,CFE_F15_VX,16.45,22,15.92 1764 | 2014-12-31,F.US.EPH15,2052.5,CFE_F15_VX,18.05,21,19.2 1765 | 2015-01-02,F.US.EPH15,2046.25,CFE_F15_VX,17.85,19,17.79 1766 | 2015-01-05,F.US.EPH15,2016.0,CFE_F15_VX,19.11,16,19.92 1767 | 2015-01-06,F.US.EPH15,1994.5,CFE_F15_VX,19.85,15,21.12 1768 | 2015-01-07,F.US.EPH15,2019.5,CFE_F15_VX,18.83,14,19.31 1769 | 2015-01-08,F.US.EPH15,2055.0,CFE_F15_VX,17.7,13,17.01 1770 | 2015-01-09,F.US.EPH15,2035.25,CFE_F15_VX,18.65,12,17.55 1771 | 2015-01-12,F.US.EPH15,2022.5,CFE_F15_VX,19.6,9,19.6 1772 | 2015-01-13,F.US.EPH15,2016.0,CFE_F15_VX,20.2,8,20.56 1773 | 2015-01-14,F.US.EPH15,2007.5,CFE_F15_VX,20.6,7,21.48 1774 | 2015-01-15,F.US.EPH15,1989.0,CFE_F15_VX,21.5,6,22.39 1775 | 2015-01-16,F.US.EPH15,2013.0,CFE_F15_VX,20.65,5,20.95 1776 | 2015-01-20,F.US.EPH15,2016.75,CFE_F15_VX,20.15,1,19.89 1777 | 2015-01-21,F.US.EPH15,2026.5,CFE_G15_VX,18.85,28,18.85 1778 | 2015-01-22,F.US.EPH15,2056.5,CFE_G15_VX,17.85,27,16.4 1779 | 2015-01-23,F.US.EPH15,2044.0,CFE_G15_VX,18.35,26,16.66 1780 | 2015-01-26,F.US.EPH15,2053.5,CFE_G15_VX,17.23,23,15.52 1781 | 2015-01-27,F.US.EPH15,2030.0,CFE_G15_VX,17.85,22,17.22 1782 | 2015-01-28,F.US.EPH15,1991.5,CFE_G15_VX,20.5,21,20.44 1783 | 2015-01-29,F.US.EPH15,2018.5,CFE_G15_VX,19.1,20,18.76 1784 | 2015-01-30,F.US.EPH15,1988.5,CFE_G15_VX,21.05,19,20.97 1785 | 2015-02-02,F.US.EPH15,2017.0,CFE_G15_VX,20.0,16,19.43 1786 | 2015-02-03,F.US.EPH15,2042.0,CFE_G15_VX,18.85,15,17.33 1787 | 2015-02-04,F.US.EPH15,2030.0,CFE_G15_VX,19.8,14,18.33 1788 | 2015-02-05,F.US.EPH15,2055.0,CFE_G15_VX,18.7,13,16.85 1789 | 2015-02-06,F.US.EPH15,2053.0,CFE_G15_VX,19.15,12,17.29 1790 | 2015-02-09,F.US.EPH15,2042.5,CFE_G15_VX,19.65,9,18.55 1791 | 2015-02-10,F.US.EPH15,2062.25,CFE_G15_VX,18.55,8,17.23 1792 | 2015-02-11,F.US.EPH15,2065.75,CFE_G15_VX,18.4,7,16.96 1793 | 2015-02-12,F.US.EPH15,2084.0,CFE_G15_VX,16.9,6,15.34 1794 | 2015-02-13,F.US.EPH15,2093.5,CFE_G15_VX,16.45,5,14.69 1795 | 2015-02-17,F.US.EPH15,2096.0,CFE_G15_VX,16.2,1,15.8 1796 | 2015-02-18,F.US.EPH15,2095.5,CFE_H15_VX,17.9,28,15.45 1797 | 2015-02-19,F.US.EPH15,2095.25,CFE_H15_VX,17.6,27,15.29 1798 | 2015-02-20,F.US.EPH15,2107.0,CFE_H15_VX,16.9,26,14.3 1799 | 2015-02-23,F.US.EPH15,2106.75,CFE_H15_VX,17.05,23,14.56 1800 | 2015-02-24,F.US.EPH15,2113.75,CFE_H15_VX,16.1,22,13.69 1801 | 2015-02-25,F.US.EPH15,2110.25,CFE_H15_VX,16.4,21,13.84 1802 | 2015-02-26,F.US.EPH15,2110.0,CFE_H15_VX,16.0,20,13.91 1803 | 2015-02-27,F.US.EPH15,2102.75,CFE_H15_VX,15.85,19,13.34 1804 | 2015-03-02,F.US.EPH15,2114.0,CFE_H15_VX,15.3,16,13.04 1805 | 2015-03-03,F.US.EPH15,2104.75,CFE_H15_VX,15.79,15,13.86 1806 | 2015-03-04,F.US.EPH15,2096.5,CFE_H15_VX,15.75,14,14.23 1807 | 2015-03-05,F.US.EPH15,2099.75,CFE_H15_VX,15.35,13,14.04 1808 | 2015-03-06,F.US.EPH15,2070.75,CFE_H15_VX,16.2,12,15.2 1809 | 2015-03-09,F.US.EPH15,2077.75,CFE_H15_VX,15.8,9,15.06 1810 | 2015-03-10,F.US.EPH15,2042.0,CFE_H15_VX,16.95,8,16.69 1811 | 2015-03-11,F.US.EPH15,2039.5,CFE_H15_VX,17.25,7,16.87 1812 | 2015-03-12,F.US.EPH15,2064.0,CFE_H15_VX,15.85,6,15.42 1813 | 2015-03-13,F.US.EPH15,2049.75,CFE_H15_VX,16.4,5,16.0 1814 | 2015-03-16,F.US.EPH15,2076.5,CFE_H15_VX,16.15,2,15.61 1815 | 2015-03-17,F.US.EPH15,2074.5,CFE_H15_VX,15.6,1,15.66 1816 | 2015-03-18,F.US.EPH15,2100.5,CFE_J15_VX,16.5,28,13.97 1817 | 2015-03-19,F.US.EPH15,2090.5,CFE_J15_VX,16.55,27,14.07 1818 | 2015-03-20,F.US.EPM15,2099.25,CFE_J15_VX,16.15,26,13.02 1819 | 2015-03-23,F.US.EPM15,2094.75,CFE_J15_VX,16.1,23,13.41 1820 | 2015-03-24,F.US.EPM15,2085.0,CFE_J15_VX,15.85,22,13.62 1821 | 2015-03-25,F.US.EPM15,2053.75,CFE_J15_VX,16.6,21,15.44 1822 | 2015-03-26,F.US.EPM15,2048.5,CFE_J15_VX,16.5,20,15.8 1823 | 2015-03-27,F.US.EPM15,2052.5,CFE_J15_VX,16.25,19,15.07 1824 | 2015-03-30,F.US.EPM15,2075.5,CFE_J15_VX,15.8,16,14.51 1825 | 2015-03-31,F.US.EPM15,2060.75,CFE_J15_VX,16.3,15,15.29 1826 | 2015-04-01,F.US.EPM15,2053.0,CFE_J15_VX,16.05,14,15.11 1827 | 2015-04-02,F.US.EPM15,2059.5,CFE_J15_VX,15.65,13,14.67 1828 | 2015-04-06,F.US.EPM15,2073.25,CFE_J15_VX,15.3,9,14.74 1829 | 2015-04-07,F.US.EPM15,2067.75,CFE_J15_VX,15.25,8,14.78 1830 | 2015-04-08,F.US.EPM15,2076.0,CFE_J15_VX,14.8,7,13.98 1831 | 2015-04-09,F.US.EPM15,2085.75,CFE_J15_VX,14.1,6,13.09 1832 | 2015-04-10,F.US.EPM15,2095.5,CFE_J15_VX,13.4,5,12.58 1833 | 2015-04-13,F.US.EPM15,2086.5,CFE_J15_VX,14.35,2,13.94 1834 | 2015-04-14,F.US.EPM15,2091.0,CFE_J15_VX,13.55,1,13.67 1835 | 2015-04-15,F.US.EPM15,2099.75,CFE_K15_VX,15.3,35,12.84 1836 | 2015-04-16,F.US.EPM15,2100.75,CFE_K15_VX,15.15,34,12.6 1837 | 2015-04-17,F.US.EPM15,2075.5,CFE_K15_VX,15.65,33,13.89 1838 | 2015-04-20,F.US.EPM15,2091.0,CFE_K15_VX,15.15,30,13.3 1839 | 2015-04-21,F.US.EPM15,2091.0,CFE_K15_VX,15.1,29,13.25 1840 | 2015-04-22,F.US.EPM15,2100.25,CFE_K15_VX,14.94,28,12.71 1841 | 2015-04-23,F.US.EPM15,2107.0,CFE_K15_VX,14.75,27,12.48 1842 | 2015-04-24,F.US.EPM15,2111.75,CFE_K15_VX,14.65,26,12.29 1843 | 2015-04-27,F.US.EPM15,2104.75,CFE_K15_VX,15.15,23,13.12 1844 | 2015-04-28,F.US.EPM15,2112.0,CFE_K15_VX,14.5,22,12.41 1845 | 2015-04-29,F.US.EPM15,2099.0,CFE_K15_VX,15.05,21,13.39 1846 | 2015-04-30,F.US.EPM15,2079.0,CFE_K15_VX,15.5,20,14.55 1847 | 2015-05-01,F.US.EPM15,2101.5,CFE_K15_VX,14.45,19,12.7 1848 | 2015-05-04,F.US.EPM15,2109.25,CFE_K15_VX,14.45,16,12.85 1849 | 2015-05-05,F.US.EPM15,2084.0,CFE_K15_VX,15.25,15,14.31 1850 | 2015-05-06,F.US.EPM15,2074.25,CFE_K15_VX,15.7,14,15.15 1851 | 2015-05-07,F.US.EPM15,2084.25,CFE_K15_VX,15.4,13,15.13 1852 | 2015-05-08,F.US.EPM15,2108.5,CFE_K15_VX,14.4,12,12.86 1853 | 2015-05-11,F.US.EPM15,2097.75,CFE_K15_VX,14.9,9,13.85 1854 | 2015-05-12,F.US.EPM15,2095.0,CFE_K15_VX,14.65,8,13.86 1855 | 2015-05-13,F.US.EPM15,2094.5,CFE_K15_VX,14.35,7,13.76 1856 | 2015-05-14,F.US.EPM15,2117.5,CFE_K15_VX,13.73,6,12.74 1857 | 2015-05-15,F.US.EPM15,2119.0,CFE_K15_VX,13.65,5,12.38 1858 | 2015-05-18,F.US.EPM15,2126.0,CFE_K15_VX,13.25,2,12.73 1859 | 2015-05-19,F.US.EPM15,2124.5,CFE_K15_VX,13.15,1,12.85 1860 | 2015-05-20,F.US.EPM15,2122.5,CFE_M15_VX,14.9,28,12.88 1861 | 2015-05-21,F.US.EPM15,2128.0,CFE_M15_VX,14.35,27,12.11 1862 | 2015-05-22,F.US.EPM15,2124.5,CFE_M15_VX,14.45,26,12.13 1863 | 2015-05-26,F.US.EPM15,2105.0,CFE_M15_VX,14.95,22,14.06 1864 | 2015-05-27,F.US.EPM15,2121.0,CFE_M15_VX,14.55,21,13.27 1865 | 2015-05-28,F.US.EPM15,2121.75,CFE_M15_VX,14.5,20,13.31 1866 | 2015-05-29,F.US.EPM15,2106.0,CFE_M15_VX,14.65,19,13.84 1867 | 2015-06-01,F.US.EPM15,2109.25,CFE_M15_VX,14.6,16,13.97 1868 | 2015-06-02,F.US.EPM15,2106.75,CFE_M15_VX,14.9,15,14.24 1869 | 2015-06-03,F.US.EPM15,2116.0,CFE_M15_VX,14.4,14,13.66 1870 | 2015-06-04,F.US.EPM15,2099.0,CFE_M15_VX,14.95,13,14.71 1871 | 2015-06-05,F.US.EPM15,2092.25,CFE_M15_VX,14.75,12,14.21 1872 | 2015-06-08,F.US.EPM15,2078.25,CFE_M15_VX,15.2,9,15.29 1873 | 2015-06-09,F.US.EPM15,2080.0,CFE_M15_VX,14.85,8,14.47 1874 | 2015-06-10,F.US.EPM15,2107.0,CFE_M15_VX,13.9,7,13.22 1875 | 2015-06-11,F.US.EPM15,2109.25,CFE_M15_VX,13.53,6,12.85 1876 | 2015-06-12,F.US.EPM15,2093.0,CFE_M15_VX,14.15,5,13.78 1877 | 2015-06-15,F.US.EPM15,2084.0,CFE_M15_VX,15.5,2,15.39 1878 | 2015-06-16,F.US.EPM15,2097.5,CFE_M15_VX,14.9,1,14.81 1879 | 2015-06-17,F.US.EPM15,2097.5,CFE_N15_VX,15.65,35,14.5 1880 | 2015-06-18,F.US.EPM15,2123.0,CFE_N15_VX,14.99,34,13.19 1881 | 2015-06-19,F.US.EPU15,2097.75,CFE_N15_VX,15.45,33,13.96 1882 | 2015-06-22,F.US.EPU15,2112.75,CFE_N15_VX,14.55,30,12.74 1883 | 2015-06-23,F.US.EPU15,2116.5,CFE_N15_VX,14.1,29,12.11 1884 | 2015-06-24,F.US.EPU15,2099.5,CFE_N15_VX,14.58,28,13.26 1885 | 2015-06-25,F.US.EPU15,2094.0,CFE_N15_VX,14.65,27,14.01 1886 | 2015-06-26,F.US.EPU15,2095.75,CFE_N15_VX,14.55,26,14.02 1887 | 2015-06-29,F.US.EPU15,2050.5,CFE_N15_VX,17.4,23,18.85 1888 | 2015-06-30,F.US.EPU15,2054.5,CFE_N15_VX,17.33,22,18.23 1889 | 2015-07-01,F.US.EPU15,2071.0,CFE_N15_VX,15.92,21,16.09 1890 | 2015-07-02,F.US.EPU15,2068.75,CFE_N15_VX,16.9,20,16.79 1891 | 2015-07-06,F.US.EPU15,2064.5,CFE_N15_VX,17.25,16,17.01 1892 | 2015-07-07,F.US.EPU15,2073.75,CFE_N15_VX,16.35,15,16.09 1893 | 2015-07-08,F.US.EPU15,2039.25,CFE_N15_VX,18.45,14,19.66 1894 | 2015-07-09,F.US.EPU15,2041.25,CFE_N15_VX,18.84,13,19.97 1895 | 2015-07-10,F.US.EPU15,2069.0,CFE_N15_VX,16.75,12,16.83 1896 | 2015-07-13,F.US.EPU15,2094.5,CFE_N15_VX,14.47,9,13.9 1897 | 2015-07-14,F.US.EPU15,2102.0,CFE_N15_VX,14.09,8,13.37 1898 | 2015-07-15,F.US.EPU15,2104.25,CFE_N15_VX,13.96,7,13.23 1899 | 2015-07-16,F.US.EPU15,2117.0,CFE_N15_VX,12.93,6,12.11 1900 | 2015-07-17,F.US.EPU15,2118.75,CFE_N15_VX,12.9,5,11.95 1901 | 2015-07-20,F.US.EPU15,2122.0,CFE_N15_VX,12.53,2,12.25 1902 | 2015-07-21,F.US.EPU15,2114.5,CFE_N15_VX,12.4,1,12.22 1903 | 2015-07-22,F.US.EPU15,2108.0,CFE_Q15_VX,14.2,28,12.12 1904 | 2015-07-23,F.US.EPU15,2098.5,CFE_Q15_VX,14.25,27,12.64 1905 | 2015-07-24,F.US.EPU15,2077.5,CFE_Q15_VX,14.95,26,13.74 1906 | 2015-07-27,F.US.EPU15,2064.5,CFE_Q15_VX,15.78,23,15.6 1907 | 2015-07-28,F.US.EPU15,2087.25,CFE_Q15_VX,14.4,22,13.44 1908 | 2015-07-29,F.US.EPU15,2101.5,CFE_Q15_VX,14.05,21,12.5 1909 | 2015-07-30,F.US.EPU15,2103.75,CFE_Q15_VX,13.95,20,12.13 1910 | 2015-07-31,F.US.EPU15,2098.5,CFE_Q15_VX,14.0,19,12.12 1911 | 2015-08-03,F.US.EPU15,2091.0,CFE_Q15_VX,13.9,16,12.56 1912 | 2015-08-04,F.US.EPU15,2083.0,CFE_Q15_VX,14.15,15,13.0 1913 | 2015-08-05,F.US.EPU15,2093.75,CFE_Q15_VX,13.95,14,12.51 1914 | 2015-08-06,F.US.EPU15,2079.5,CFE_Q15_VX,14.5,13,13.77 1915 | 2015-08-07,F.US.EPU15,2073.5,CFE_Q15_VX,14.25,12,13.39 1916 | 2015-08-10,F.US.EPU15,2099.75,CFE_Q15_VX,13.59,9,12.23 1917 | 2015-08-11,F.US.EPU15,2079.75,CFE_Q15_VX,14.5,8,13.71 1918 | 2015-08-12,F.US.EPU15,2084.25,CFE_Q15_VX,14.3,7,13.61 1919 | 2015-08-13,F.US.EPU15,2080.5,CFE_Q15_VX,14.15,6,13.49 1920 | 2015-08-14,F.US.EPU15,2089.5,CFE_Q15_VX,14.29,5,12.83 1921 | 2015-08-17,F.US.EPU15,2099.25,CFE_Q15_VX,13.85,2,13.02 1922 | 2015-08-18,F.US.EPU15,2094.0,CFE_Q15_VX,14.3,1,13.79 1923 | 2015-08-19,F.US.EPU15,2072.75,CFE_U15_VX,15.7,28,15.25 1924 | 2015-08-20,F.US.EPU15,2025.5,CFE_U15_VX,17.3,27,19.14 1925 | 2015-08-21,F.US.EPU15,1971.5,CFE_U15_VX,19.9,26,28.03 1926 | 2015-08-24,F.US.EPU15,1871.25,CFE_U15_VX,25.15,23,40.74 1927 | 2015-08-25,F.US.EPU15,1872.75,CFE_U15_VX,25.35,22,36.02 1928 | 2015-08-26,F.US.EPU15,1938.0,CFE_U15_VX,23.7,21,30.32 1929 | 2015-08-27,F.US.EPU15,1989.25,CFE_U15_VX,24.2,20,26.1 1930 | 2015-08-28,F.US.EPU15,1989.75,CFE_U15_VX,24.4,19,26.05 1931 | 2015-08-31,F.US.EPU15,1969.25,CFE_U15_VX,26.45,16,28.43 1932 | 2015-09-01,F.US.EPU15,1916.0,CFE_U15_VX,29.7,15,31.4 1933 | 2015-09-02,F.US.EPU15,1947.0,CFE_U15_VX,25.95,14,26.09 1934 | 2015-09-03,F.US.EPU15,1946.0,CFE_U15_VX,25.65,13,25.61 1935 | 2015-09-04,F.US.EPU15,1921.75,CFE_U15_VX,27.95,12,27.8 1936 | 2015-09-08,F.US.EPU15,1965.75,CFE_U15_VX,24.6,8,24.9 1937 | 2015-09-09,F.US.EPU15,1942.75,CFE_U15_VX,25.85,7,26.23 1938 | 2015-09-10,F.US.EPU15,1949.5,CFE_U15_VX,24.65,6,24.37 1939 | 2015-09-11,F.US.EPU15,1960.25,CFE_U15_VX,23.75,5,23.2 1940 | 2015-09-14,F.US.EPU15,1954.0,CFE_U15_VX,23.7,2,24.25 1941 | 2015-09-15,F.US.EPU15,1979.75,CFE_U15_VX,22.45,1,22.54 1942 | 2015-09-16,F.US.EPU15,1998.25,CFE_V15_VX,19.0,35,21.35 1943 | 2015-09-17,F.US.EPU15,1987.75,CFE_V15_VX,20.4,34,21.14 1944 | 2015-09-18,F.US.EPZ15,1950.5,CFE_V15_VX,21.5,33,22.28 1945 | 2015-09-21,F.US.EPZ15,1963.0,CFE_V15_VX,19.68,30,20.14 1946 | 2015-09-22,F.US.EPZ15,1932.0,CFE_V15_VX,21.75,29,22.44 1947 | 2015-09-23,F.US.EPZ15,1928.5,CFE_V15_VX,21.1,28,22.13 1948 | 2015-09-24,F.US.EPZ15,1918.75,CFE_V15_VX,21.9,27,23.47 1949 | 2015-09-25,F.US.EPZ15,1919.25,CFE_V15_VX,22.35,26,23.62 1950 | 2015-09-28,F.US.EPZ15,1872.0,CFE_V15_VX,24.05,23,27.63 1951 | 2015-09-29,F.US.EPZ15,1874.5,CFE_V15_VX,23.85,22,26.83 1952 | 2015-09-30,F.US.EPZ15,1908.75,CFE_V15_VX,23.02,21,24.5 1953 | 2015-10-01,F.US.EPZ15,1916.75,CFE_V15_VX,22.2,20,22.55 1954 | 2015-10-02,F.US.EPZ15,1943.0,CFE_V15_VX,21.05,19,20.94 1955 | 2015-10-05,F.US.EPZ15,1974.75,CFE_V15_VX,19.9,16,19.54 1956 | 2015-10-06,F.US.EPZ15,1968.5,CFE_V15_VX,20.3,15,19.4 1957 | 2015-10-07,F.US.EPZ15,1987.25,CFE_V15_VX,19.45,14,18.4 1958 | 2015-10-08,F.US.EPZ15,2006.5,CFE_V15_VX,18.45,13,17.42 1959 | 2015-10-09,F.US.EPZ15,2007.5,CFE_V15_VX,18.15,12,17.08 1960 | 2015-10-12,F.US.EPZ15,2011.0,CFE_V15_VX,16.7,9,16.17 1961 | 2015-10-13,F.US.EPZ15,1994.0,CFE_V15_VX,18.28,8,17.67 1962 | 2015-10-14,F.US.EPZ15,1984.0,CFE_V15_VX,18.32,7,18.03 1963 | 2015-10-15,F.US.EPZ15,2019.0,CFE_V15_VX,16.55,6,16.05 1964 | 2015-10-16,F.US.EPZ15,2025.5,CFE_V15_VX,16.1,5,15.05 1965 | 2015-10-19,F.US.EPZ15,2027.5,CFE_V15_VX,15.25,2,14.98 1966 | 2015-10-20,F.US.EPZ15,2020.5,CFE_V15_VX,16.1,1,15.75 1967 | 2015-10-21,F.US.EPZ15,2008.5,CFE_X15_VX,18.2,28,16.7 1968 | 2015-10-22,F.US.EPZ15,2053.0,CFE_X15_VX,16.05,27,14.45 1969 | 2015-10-23,F.US.EPZ15,2066.0,CFE_X15_VX,16.65,26,14.46 1970 | 2015-10-26,F.US.EPZ15,2062.25,CFE_X15_VX,16.9,23,15.29 1971 | 2015-10-27,F.US.EPZ15,2060.5,CFE_X15_VX,16.5,22,15.43 1972 | 2015-10-28,F.US.EPZ15,2084.5,CFE_X15_VX,16.0,21,14.33 1973 | 2015-10-29,F.US.EPZ15,2083.0,CFE_X15_VX,16.17,20,14.61 1974 | 2015-10-30,F.US.EPZ15,2073.75,CFE_X15_VX,16.65,19,15.07 1975 | 2015-11-02,F.US.EPZ15,2095.5,CFE_X15_VX,15.9,16,14.15 1976 | 2015-11-03,F.US.EPZ15,2103.0,CFE_X15_VX,16.13,15,14.54 1977 | 2015-11-04,F.US.EPZ15,2094.75,CFE_X15_VX,16.75,14,15.51 1978 | 2015-11-05,F.US.EPZ15,2094.0,CFE_X15_VX,16.05,13,15.05 1979 | 2015-11-06,F.US.EPZ15,2093.75,CFE_X15_VX,15.7,12,14.33 1980 | 2015-11-09,F.US.EPZ15,2073.0,CFE_X15_VX,17.04,9,16.52 1981 | 2015-11-10,F.US.EPZ15,2078.0,CFE_X15_VX,16.25,8,15.29 1982 | 2015-11-11,F.US.EPZ15,2069.0,CFE_X15_VX,16.8,7,16.06 1983 | 2015-11-12,F.US.EPZ15,2040.5,CFE_X15_VX,18.58,6,18.37 1984 | 2015-11-13,F.US.EPZ15,2018.5,CFE_X15_VX,20.34,5,20.08 1985 | 2015-11-16,F.US.EPZ15,2048.0,CFE_X15_VX,18.1,2,18.16 1986 | 2015-11-17,F.US.EPZ15,2049.0,CFE_X15_VX,18.95,1,18.84 1987 | 2015-11-18,F.US.EPZ15,2079.75,CFE_Z15_VX,17.8,28,16.85 1988 | 2015-11-19,F.US.EPZ15,2079.25,CFE_Z15_VX,18.15,27,16.99 1989 | 2015-11-20,F.US.EPZ15,2088.75,CFE_Z15_VX,17.4,26,15.47 1990 | 2015-11-23,F.US.EPZ15,2084.25,CFE_Z15_VX,17.0,23,15.62 1991 | 2015-11-24,F.US.EPZ15,2084.75,CFE_Z15_VX,17.45,22,15.93 1992 | 2015-11-25,F.US.EPZ15,2088.0,CFE_Z15_VX,16.8,21,15.19 1993 | 2015-11-27,F.US.EPZ15,2090.0,CFE_Z15_VX,17.2,19,15.12 1994 | 2015-11-30,F.US.EPZ15,2079.75,CFE_Z15_VX,17.0,16,16.13 1995 | 2015-12-01,F.US.EPZ15,2100.0,CFE_Z15_VX,16.15,15,14.67 1996 | 2015-12-02,F.US.EPZ15,2081.5,CFE_Z15_VX,16.8,14,15.91 1997 | 2015-12-03,F.US.EPZ15,2051.25,CFE_Z15_VX,18.35,13,18.11 1998 | 2015-12-04,F.US.EPZ15,2088.5,CFE_Z15_VX,16.25,12,14.81 1999 | 2015-12-07,F.US.EPZ15,2081.0,CFE_Z15_VX,16.5,9,15.84 2000 | 2015-12-08,F.US.EPZ15,2058.75,CFE_Z15_VX,17.8,8,17.6 2001 | 2015-12-09,F.US.EPZ15,2042.0,CFE_Z15_VX,18.99,7,19.61 2002 | 2015-12-10,F.US.EPZ15,2049.25,CFE_Z15_VX,19.35,6,19.34 2003 | 2015-12-11,F.US.EPZ15,2009.75,CFE_Z15_VX,23.7,5,24.39 2004 | 2015-12-14,F.US.EPZ15,2018.5,CFE_Z15_VX,22.45,2,22.73 2005 | 2015-12-15,F.US.EPZ15,2045.5,CFE_Z15_VX,20.64,1,20.95 2006 | 2015-12-16,F.US.EPZ15,2072.0,CFE_F16_VX,18.1,35,17.86 2007 | 2015-12-17,F.US.EPZ15,2034.25,CFE_F16_VX,19.3,34,18.94 2008 | 2015-12-18,F.US.EPH16,1992.0,CFE_F16_VX,20.4,33,20.7 2009 | 2015-12-21,F.US.EPH16,2015.0,CFE_F16_VX,18.81,30,18.7 2010 | 2015-12-22,F.US.EPH16,2036.0,CFE_F16_VX,17.85,29,16.6 2011 | 2015-12-23,F.US.EPH16,2053.0,CFE_F16_VX,17.9,28,15.57 2012 | 2015-12-24,F.US.EPH16,2051.25,CFE_F16_VX,18.25,27,15.74 2013 | 2015-12-28,F.US.EPH16,2048.75,CFE_F16_VX,17.8,23,16.91 2014 | 2015-12-29,F.US.EPH16,2072.75,CFE_F16_VX,17.5,22,16.08 2015 | 2015-12-30,F.US.EPH16,2054.5,CFE_F16_VX,18.3,21,17.29 2016 | 2015-12-31,F.US.EPH16,2035.5,CFE_F16_VX,18.5,20,18.21 2017 | 2016-01-04,F.US.EPH16,2009.0,CFE_F16_VX,19.8,16,20.7 2018 | 2016-01-05,F.US.EPH16,2011.75,CFE_F16_VX,19.45,15,19.34 2019 | 2016-01-06,F.US.EPH16,1986.0,CFE_F16_VX,20.34,14,20.59 2020 | 2016-01-07,F.US.EPH16,1933.0,CFE_F16_VX,23.54,13,24.99 2021 | 2016-01-08,F.US.EPH16,1911.5,CFE_F16_VX,25.25,12,27.01 2022 | 2016-01-11,F.US.EPH16,1914.25,CFE_F16_VX,23.45,9,24.3 2023 | 2016-01-12,F.US.EPH16,1925.0,CFE_F16_VX,22.05,8,22.47 2024 | 2016-01-13,F.US.EPH16,1881.5,CFE_F16_VX,24.75,7,25.22 2025 | 2016-01-14,F.US.EPH16,1914.5,CFE_F16_VX,23.55,6,23.95 2026 | 2016-01-15,F.US.EPH16,1875.0,CFE_F16_VX,26.5,5,27.02 2027 | 2016-01-19,F.US.EPH16,1873.0,CFE_F16_VX,25.85,1,26.05 2028 | 2016-01-20,F.US.EPH16,1855.0,CFE_G16_VX,24.7,28,27.59 2029 | 2016-01-21,F.US.EPH16,1861.0,CFE_G16_VX,25.1,27,26.69 2030 | 2016-01-22,F.US.EPH16,1899.25,CFE_G16_VX,22.7,26,22.34 2031 | 2016-01-25,F.US.EPH16,1870.25,CFE_G16_VX,24.0,23,24.15 2032 | 2016-01-26,F.US.EPH16,1896.0,CFE_G16_VX,22.95,22,22.5 2033 | 2016-01-27,F.US.EPH16,1875.0,CFE_G16_VX,23.75,21,23.11 2034 | 2016-01-28,F.US.EPH16,1880.75,CFE_G16_VX,23.25,20,22.42 2035 | 2016-01-29,F.US.EPH16,1930.0,CFE_G16_VX,21.65,19,20.2 2036 | 2016-02-01,F.US.EPH16,1931.25,CFE_G16_VX,21.55,16,19.98 2037 | 2016-02-02,F.US.EPH16,1897.5,CFE_G16_VX,23.15,15,21.98 2038 | 2016-02-03,F.US.EPH16,1908.5,CFE_G16_VX,22.75,14,21.65 2039 | 2016-02-04,F.US.EPH16,1907.75,CFE_G16_VX,23.05,13,21.84 2040 | 2016-02-05,F.US.EPH16,1875.25,CFE_G16_VX,24.12,12,23.38 2041 | 2016-02-08,F.US.EPH16,1852.0,CFE_G16_VX,25.4,9,26.0 2042 | 2016-02-09,F.US.EPH16,1848.25,CFE_G16_VX,26.1,8,26.54 2043 | 2016-02-10,F.US.EPH16,1846.75,CFE_G16_VX,26.28,7,26.29 2044 | 2016-02-11,F.US.EPH16,1824.5,CFE_G16_VX,28.15,6,28.14 2045 | 2016-02-12,F.US.EPH16,1858.25,CFE_G16_VX,26.85,5,25.4 2046 | 2016-02-16,F.US.EPH16,1888.75,CFE_G16_VX,24.72,1,24.11 2047 | 2016-02-17,F.US.EPH16,1922.75,CFE_H16_VX,22.92,28,22.31 2048 | 2016-02-18,F.US.EPH16,1916.5,CFE_H16_VX,22.8,27,21.64 2049 | 2016-02-19,F.US.EPH16,1914.5,CFE_H16_VX,22.37,26,20.53 2050 | 2016-02-22,F.US.EPH16,1936.25,CFE_H16_VX,21.0,23,19.38 2051 | 2016-02-23,F.US.EPH16,1916.0,CFE_H16_VX,22.15,22,20.98 2052 | 2016-02-24,F.US.EPH16,1930.25,CFE_H16_VX,21.75,21,20.72 2053 | 2016-02-25,F.US.EPH16,1950.5,CFE_H16_VX,20.82,20,19.11 2054 | 2016-02-26,F.US.EPH16,1942.75,CFE_H16_VX,21.5,19,19.81 2055 | 2016-02-29,F.US.EPH16,1929.5,CFE_H16_VX,21.78,16,20.55 2056 | 2016-03-01,F.US.EPH16,1978.0,CFE_H16_VX,19.4,15,17.7 2057 | 2016-03-02,F.US.EPH16,1983.5,CFE_H16_VX,19.3,14,17.09 2058 | 2016-03-03,F.US.EPH16,1990.5,CFE_H16_VX,18.35,13,16.7 2059 | 2016-03-04,F.US.EPH16,1995.0,CFE_H16_VX,18.95,12,16.86 2060 | 2016-03-07,F.US.EPH16,1999.0,CFE_H16_VX,18.6,9,17.35 2061 | 2016-03-08,F.US.EPH16,1981.0,CFE_H16_VX,19.65,8,18.67 2062 | 2016-03-09,F.US.EPH16,1989.0,CFE_H16_VX,19.1,7,18.34 2063 | 2016-03-10,F.US.EPH16,1988.75,CFE_H16_VX,18.95,6,18.05 2064 | 2016-03-11,F.US.EPH16,2020.0,CFE_H16_VX,17.65,5,16.5 2065 | 2016-03-14,F.US.EPH16,2018.75,CFE_H16_VX,17.45,2,16.92 2066 | 2016-03-15,F.US.EPH16,2015.75,CFE_H16_VX,16.9,1,16.84 2067 | 2016-03-16,F.US.EPH16,2027.0,CFE_J16_VX,18.25,35,14.99 2068 | 2016-03-17,F.US.EPH16,2039.75,CFE_J16_VX,17.78,34,14.44 2069 | 2016-03-18,F.US.EPM16,2037.5,CFE_J16_VX,17.75,33,14.02 2070 | 2016-03-21,F.US.EPM16,2042.75,CFE_J16_VX,17.0,30,13.79 2071 | 2016-03-22,F.US.EPM16,2042.5,CFE_J16_VX,16.85,29,14.17 2072 | 2016-03-23,F.US.EPM16,2028.75,CFE_J16_VX,17.75,28,14.94 2073 | 2016-03-24,F.US.EPM16,2028.5,CFE_J16_VX,17.4,27,14.74 2074 | 2016-03-28,F.US.EPM16,2028.0,CFE_J16_VX,17.14,23,15.24 2075 | 2016-03-29,F.US.EPM16,2047.5,CFE_J16_VX,16.05,22,13.82 2076 | 2016-03-30,F.US.EPM16,2055.25,CFE_J16_VX,15.85,21,13.56 2077 | 2016-03-31,F.US.EPM16,2051.5,CFE_J16_VX,15.92,20,13.95 2078 | 2016-04-01,F.US.EPM16,2065.0,CFE_J16_VX,15.42,19,13.1 2079 | 2016-04-04,F.US.EPM16,2057.5,CFE_J16_VX,15.95,16,14.12 2080 | 2016-04-05,F.US.EPM16,2038.75,CFE_J16_VX,16.8,15,15.42 2081 | 2016-04-06,F.US.EPM16,2060.25,CFE_J16_VX,15.65,14,14.09 2082 | 2016-04-07,F.US.EPM16,2035.0,CFE_J16_VX,17.27,13,16.16 2083 | 2016-04-08,F.US.EPM16,2040.75,CFE_J16_VX,16.7,12,15.36 2084 | 2016-04-11,F.US.EPM16,2034.5,CFE_J16_VX,17.1,9,16.26 2085 | 2016-04-12,F.US.EPM16,2055.75,CFE_J16_VX,15.95,8,14.85 2086 | 2016-04-13,F.US.EPM16,2076.0,CFE_J16_VX,14.85,7,13.84 2087 | 2016-04-14,F.US.EPM16,2076.5,CFE_J16_VX,14.7,6,13.72 2088 | 2016-04-15,F.US.EPM16,2075.0,CFE_J16_VX,14.73,5,13.62 2089 | 2016-04-18,F.US.EPM16,2086.75,CFE_J16_VX,13.83,2,13.35 2090 | 2016-04-19,F.US.EPM16,2093.75,CFE_J16_VX,13.25,1,13.24 2091 | 2016-04-20,F.US.EPM16,2098.0,CFE_K16_VX,16.45,28,13.28 2092 | 2016-04-21,F.US.EPM16,2082.75,CFE_K16_VX,16.8,27,13.95 2093 | 2016-04-22,F.US.EPM16,2086.0,CFE_K16_VX,16.2,26,13.22 2094 | 2016-04-25,F.US.EPM16,2083.25,CFE_K16_VX,16.25,23,14.08 2095 | 2016-04-26,F.US.EPM16,2088.5,CFE_K16_VX,15.95,22,13.96 2096 | 2016-04-27,F.US.EPM16,2090.75,CFE_K16_VX,15.45,21,13.77 2097 | 2016-04-28,F.US.EPM16,2072.5,CFE_K16_VX,16.5,20,15.22 2098 | 2016-04-29,F.US.EPM16,2059.0,CFE_K16_VX,16.9,19,15.7 2099 | 2016-05-02,F.US.EPM16,2074.25,CFE_K16_VX,15.8,16,14.68 2100 | 2016-05-03,F.US.EPM16,2057.0,CFE_K16_VX,16.62,15,15.6 2101 | 2016-05-04,F.US.EPM16,2047.0,CFE_K16_VX,16.9,14,16.05 2102 | 2016-05-05,F.US.EPM16,2044.0,CFE_K16_VX,16.75,13,15.91 2103 | 2016-05-06,F.US.EPM16,2052.75,CFE_K16_VX,15.73,12,14.72 2104 | 2016-05-09,F.US.EPM16,2054.25,CFE_K16_VX,15.5,9,14.57 2105 | 2016-05-10,F.US.EPM16,2077.5,CFE_K16_VX,14.5,8,13.63 2106 | 2016-05-11,F.US.EPM16,2058.0,CFE_K16_VX,15.65,7,14.69 2107 | 2016-05-12,F.US.EPM16,2058.75,CFE_K16_VX,15.22,6,14.41 2108 | 2016-05-13,F.US.EPM16,2043.5,CFE_K16_VX,15.87,5,15.04 2109 | 2016-05-16,F.US.EPM16,2062.75,CFE_K16_VX,15.15,2,14.68 2110 | 2016-05-17,F.US.EPM16,2043.5,CFE_K16_VX,15.42,1,15.57 2111 | 2016-05-18,F.US.EPM16,2041.5,CFE_M16_VX,18.1,28,15.95 2112 | 2016-05-19,F.US.EPM16,2038.75,CFE_M16_VX,18.0,27,16.33 2113 | 2016-05-20,F.US.EPM16,2050.0,CFE_M16_VX,17.35,26,15.2 2114 | 2016-05-23,F.US.EPM16,2045.25,CFE_M16_VX,17.6,23,15.82 2115 | 2016-05-24,F.US.EPM16,2075.0,CFE_M16_VX,16.5,22,14.42 2116 | 2016-05-25,F.US.EPM16,2087.25,CFE_M16_VX,16.2,21,13.9 2117 | 2016-05-26,F.US.EPM16,2089.75,CFE_M16_VX,15.85,20,13.43 2118 | 2016-05-27,F.US.EPM16,2097.25,CFE_M16_VX,15.4,19,13.12 2119 | 2016-05-31,F.US.EPM16,2095.0,CFE_M16_VX,15.3,15,14.19 2120 | 2016-06-01,F.US.EPM16,2098.0,CFE_M16_VX,15.3,14,14.2 2121 | 2016-06-02,F.US.EPM16,2103.75,CFE_M16_VX,14.85,13,13.63 2122 | 2016-06-03,F.US.EPM16,2097.75,CFE_M16_VX,14.75,12,13.47 2123 | 2016-06-06,F.US.EPM16,2108.25,CFE_M16_VX,14.5,9,13.65 2124 | 2016-06-07,F.US.EPM16,2110.25,CFE_M16_VX,14.75,8,14.05 2125 | 2016-06-08,F.US.EPM16,2118.0,CFE_M16_VX,15.0,7,14.08 2126 | 2016-06-09,F.US.EPM16,2114.25,CFE_M16_VX,15.49,6,14.64 2127 | 2016-06-10,F.US.EPM16,2096.25,CFE_M16_VX,17.5,5,17.03 2128 | 2016-06-13,F.US.EPM16,2078.75,CFE_M16_VX,21.35,2,20.97 2129 | 2016-06-14,F.US.EPM16,2074.5,CFE_M16_VX,20.55,1,20.5 2130 | 2016-06-15,F.US.EPM16,2071.75,CFE_N16_VX,20.57,35,20.14 2131 | 2016-06-16,F.US.EPM16,2079.25,CFE_N16_VX,20.05,34,19.37 2132 | 2016-06-17,F.US.EPU16,2059.0,CFE_N16_VX,20.1,33,19.41 2133 | 2016-06-20,F.US.EPU16,2074.25,CFE_N16_VX,18.5,30,18.37 2134 | 2016-06-21,F.US.EPU16,2080.5,CFE_N16_VX,18.7,29,18.48 2135 | 2016-06-22,F.US.EPU16,2076.75,CFE_N16_VX,19.45,28,21.17 2136 | 2016-06-23,F.US.EPU16,2105.75,CFE_N16_VX,16.7,27,17.25 2137 | 2016-06-24,F.US.EPU16,2018.5,CFE_N16_VX,22.7,26,25.76 2138 | 2016-06-27,F.US.EPU16,1985.0,CFE_N16_VX,23.7,23,23.85 2139 | 2016-06-28,F.US.EPU16,2028.5,CFE_N16_VX,18.9,22,18.75 2140 | 2016-06-29,F.US.EPU16,2066.75,CFE_N16_VX,17.48,21,16.64 2141 | 2016-06-30,F.US.EPU16,2090.25,CFE_N16_VX,16.98,20,15.63 2142 | 2016-07-01,F.US.EPU16,2096.25,CFE_N16_VX,16.8,19,14.77 2143 | 2016-07-05,F.US.EPU16,2082.75,CFE_N16_VX,16.85,15,15.58 2144 | 2016-07-06,F.US.EPU16,2094.0,CFE_N16_VX,16.15,14,14.96 2145 | 2016-07-07,F.US.EPU16,2092.0,CFE_N16_VX,15.95,13,14.76 2146 | 2016-07-08,F.US.EPU16,2120.5,CFE_N16_VX,14.8,12,13.2 2147 | 2016-07-11,F.US.EPU16,2130.25,CFE_N16_VX,14.65,9,13.54 2148 | 2016-07-12,F.US.EPU16,2145.75,CFE_N16_VX,14.3,8,13.55 2149 | 2016-07-13,F.US.EPU16,2146.0,CFE_N16_VX,14.2,7,13.04 2150 | 2016-07-14,F.US.EPU16,2157.25,CFE_N16_VX,14.05,6,12.82 2151 | 2016-07-15,F.US.EPU16,2152.75,CFE_N16_VX,13.85,5,12.67 2152 | 2016-07-18,F.US.EPU16,2160.0,CFE_N16_VX,13.15,2,12.44 2153 | 2016-07-19,F.US.EPU16,2158.75,CFE_N16_VX,12.2,1,11.97 2154 | 2016-07-20,F.US.EPU16,2167.5,CFE_Q16_VX,15.48,28,11.77 2155 | 2016-07-21,F.US.EPU16,2158.0,CFE_Q16_VX,15.85,27,12.74 2156 | 2016-07-22,F.US.EPU16,2167.5,CFE_Q16_VX,15.4,26,12.02 2157 | 2016-07-25,F.US.EPU16,2162.25,CFE_Q16_VX,15.35,23,12.87 2158 | 2016-07-26,F.US.EPU16,2163.25,CFE_Q16_VX,15.2,22,13.05 2159 | 2016-07-27,F.US.EPU16,2160.5,CFE_Q16_VX,14.8,21,12.83 2160 | 2016-07-28,F.US.EPU16,2164.75,CFE_Q16_VX,14.4,20,12.72 2161 | 2016-07-29,F.US.EPU16,2168.25,CFE_Q16_VX,13.85,19,11.87 2162 | 2016-08-01,F.US.EPU16,2164.5,CFE_Q16_VX,13.65,16,12.44 2163 | 2016-08-02,F.US.EPU16,2152.75,CFE_Q16_VX,14.25,15,13.37 2164 | 2016-08-03,F.US.EPU16,2157.0,CFE_Q16_VX,13.83,14,12.86 2165 | 2016-08-04,F.US.EPU16,2159.25,CFE_Q16_VX,13.45,13,12.42 2166 | 2016-08-05,F.US.EPU16,2176.75,CFE_Q16_VX,12.9,12,11.39 2167 | 2016-08-08,F.US.EPU16,2175.5,CFE_Q16_VX,12.5,9,11.5 2168 | 2016-08-09,F.US.EPU16,2177.5,CFE_Q16_VX,12.4,8,11.66 2169 | 2016-08-10,F.US.EPU16,2172.75,CFE_Q16_VX,12.9,7,12.05 2170 | 2016-08-11,F.US.EPU16,2181.75,CFE_Q16_VX,12.65,6,11.68 2171 | 2016-08-12,F.US.EPU16,2180.25,CFE_Q16_VX,12.35,5,11.55 2172 | 2016-08-15,F.US.EPU16,2186.0,CFE_Q16_VX,12.25,2,11.81 2173 | 2016-08-16,F.US.EPU16,2176.75,CFE_Q16_VX,12.85,1,12.64 2174 | 2016-08-17,F.US.EPU16,2179.75,CFE_U16_VX,14.8,35,12.19 2175 | 2016-08-18,F.US.EPU16,2183.5,CFE_U16_VX,14.55,34,11.43 2176 | 2016-08-19,F.US.EPU16,2181.75,CFE_U16_VX,14.7,33,11.34 2177 | 2016-08-22,F.US.EPU16,2181.5,CFE_U16_VX,14.74,30,12.27 2178 | 2016-08-23,F.US.EPU16,2185.25,CFE_U16_VX,14.7,29,12.38 2179 | 2016-08-24,F.US.EPU16,2175.0,CFE_U16_VX,15.14,28,13.45 2180 | 2016-08-25,F.US.EPU16,2173.5,CFE_U16_VX,14.95,27,13.63 2181 | 2016-08-26,F.US.EPU16,2168.5,CFE_U16_VX,15.15,26,13.65 2182 | 2016-08-29,F.US.EPU16,2179.25,CFE_U16_VX,14.7,23,12.94 2183 | 2016-08-30,F.US.EPU16,2175.25,CFE_U16_VX,14.55,22,13.12 2184 | 2016-08-31,F.US.EPU16,2169.5,CFE_U16_VX,14.6,21,13.42 2185 | 2016-09-01,F.US.EPU16,2167.25,CFE_U16_VX,14.6,20,13.48 2186 | 2016-09-02,F.US.EPU16,2178.0,CFE_U16_VX,13.95,19,11.98 2187 | 2016-09-06,F.US.EPU16,2184.5,CFE_U16_VX,13.35,15,12.02 2188 | 2016-09-07,F.US.EPU16,2184.5,CFE_U16_VX,13.24,14,11.94 2189 | 2016-09-08,F.US.EPU16,2177.5,CFE_U16_VX,13.39,13,12.51 2190 | 2016-09-09,F.US.EPU16,2122.75,CFE_U16_VX,16.46,12,17.5 2191 | 2016-09-12,F.US.EPU16,2158.5,CFE_U16_VX,15.35,9,15.16 2192 | 2016-09-13,F.US.EPU16,2128.75,CFE_U16_VX,17.76,8,17.85 2193 | 2016-09-14,F.US.EPU16,2120.25,CFE_U16_VX,18.38,7,18.14 2194 | 2016-09-15,F.US.EPU16,2145.0,CFE_U16_VX,17.07,6,16.3 2195 | 2016-09-16,F.US.EPZ16,2132.5,CFE_U16_VX,16.0,5,15.37 2196 | 2016-09-19,F.US.EPZ16,2133.0,CFE_U16_VX,15.65,2,15.53 2197 | 2016-09-20,F.US.EPZ16,2131.0,CFE_U16_VX,15.9,1,15.92 2198 | 2016-09-21,F.US.EPZ16,2156.25,CFE_V16_VX,16.08,28,13.3 2199 | 2016-09-22,F.US.EPZ16,2168.25,CFE_V16_VX,15.3,27,12.02 2200 | 2016-09-23,F.US.EPZ16,2158.0,CFE_V16_VX,15.55,26,12.29 2201 | 2016-09-26,F.US.EPZ16,2139.75,CFE_V16_VX,16.28,23,14.5 2202 | 2016-09-27,F.US.EPZ16,2152.75,CFE_V16_VX,15.53,22,13.1 2203 | 2016-09-28,F.US.EPZ16,2163.25,CFE_V16_VX,15.25,21,12.39 2204 | 2016-09-29,F.US.EPZ16,2148.5,CFE_V16_VX,15.94,20,14.02 2205 | 2016-09-30,F.US.EPZ16,2160.5,CFE_V16_VX,15.8,19,13.29 2206 | 2016-10-03,F.US.EPZ16,2153.25,CFE_V16_VX,15.49,16,13.57 2207 | 2016-10-04,F.US.EPZ16,2144.75,CFE_V16_VX,15.34,15,13.63 2208 | 2016-10-05,F.US.EPZ16,2153.25,CFE_V16_VX,15.15,14,12.99 2209 | 2016-10-06,F.US.EPZ16,2156.5,CFE_V16_VX,15.0,13,12.84 2210 | 2016-10-07,F.US.EPZ16,2146.5,CFE_V16_VX,15.35,12,13.48 2211 | 2016-10-10,F.US.EPZ16,2159.0,CFE_V16_VX,14.69,9,13.38 2212 | 2016-10-11,F.US.EPZ16,2134.5,CFE_V16_VX,15.8,8,15.36 2213 | 2016-10-12,F.US.EPZ16,2131.5,CFE_V16_VX,16.35,7,15.91 2214 | 2016-10-13,F.US.EPZ16,2126.25,CFE_V16_VX,17.03,6,16.69 2215 | 2016-10-14,F.US.EPZ16,2127.0,CFE_V16_VX,16.65,5,16.12 2216 | 2016-10-17,F.US.EPZ16,2123.0,CFE_V16_VX,16.55,2,16.21 2217 | 2016-10-18,F.US.EPZ16,2132.0,CFE_V16_VX,15.74,1,15.28 2218 | 2016-10-19,F.US.EPZ16,2138.0,CFE_X16_VX,16.08,28,14.41 2219 | 2016-10-20,F.US.EPZ16,2137.0,CFE_X16_VX,15.8,27,13.75 2220 | 2016-10-21,F.US.EPZ16,2134.75,CFE_X16_VX,15.58,26,13.34 2221 | 2016-10-24,F.US.EPZ16,2144.25,CFE_X16_VX,14.95,23,13.02 2222 | 2016-10-25,F.US.EPZ16,2138.0,CFE_X16_VX,15.25,22,13.46 2223 | 2016-10-26,F.US.EPZ16,2134.0,CFE_X16_VX,15.65,21,14.24 2224 | 2016-10-27,F.US.EPZ16,2123.5,CFE_X16_VX,16.09,20,15.36 2225 | 2016-10-28,F.US.EPZ16,2123.75,CFE_X16_VX,16.65,19,16.19 2226 | 2016-10-31,F.US.EPZ16,2120.0,CFE_X16_VX,17.25,16,17.06 2227 | 2016-11-01,F.US.EPZ16,2103.75,CFE_X16_VX,17.85,15,18.56 2228 | 2016-11-02,F.US.EPZ16,2092.25,CFE_X16_VX,18.55,14,19.32 2229 | 2016-11-03,F.US.EPZ16,2083.5,CFE_X16_VX,19.8,13,22.08 2230 | 2016-11-04,F.US.EPZ16,2080.0,CFE_X16_VX,19.32,12,22.51 2231 | 2016-11-07,F.US.EPZ16,2129.0,CFE_X16_VX,16.02,9,18.71 2232 | 2016-11-08,F.US.EPZ16,2135.5,CFE_X16_VX,16.0,8,18.74 2233 | 2016-11-09,F.US.EPZ16,2160.25,CFE_X16_VX,14.87,7,14.38 2234 | 2016-11-10,F.US.EPZ16,2167.25,CFE_X16_VX,15.33,6,14.74 2235 | 2016-11-11,F.US.EPZ16,2161.5,CFE_X16_VX,14.9,5,14.17 2236 | 2016-11-14,F.US.EPZ16,2160.5,CFE_X16_VX,14.5,2,14.48 2237 | 2016-11-15,F.US.EPZ16,2179.25,CFE_X16_VX,13.2,1,13.37 2238 | 2016-11-16,F.US.EPZ16,2172.75,CFE_Z16_VX,15.6,35,13.72 2239 | 2016-11-17,F.US.EPZ16,2184.25,CFE_Z16_VX,15.03,34,13.35 2240 | 2016-11-18,F.US.EPZ16,2180.75,CFE_Z16_VX,14.95,33,12.85 2241 | 2016-11-21,F.US.EPZ16,2193.0,CFE_Z16_VX,14.45,30,12.42 2242 | 2016-11-22,F.US.EPZ16,2200.25,CFE_Z16_VX,14.45,29,12.41 2243 | 2016-11-23,F.US.EPZ16,2200.75,CFE_Z16_VX,14.45,28,12.43 2244 | 2016-11-25,F.US.EPZ16,2211.25,CFE_Z16_VX,14.31,26,12.34 2245 | 2016-11-28,F.US.EPZ16,2200.75,CFE_Z16_VX,14.44,23,13.15 2246 | 2016-11-29,F.US.EPZ16,2203.75,CFE_Z16_VX,14.3,22,12.9 2247 | 2016-11-30,F.US.EPZ16,2198.75,CFE_Z16_VX,14.51,21,13.33 2248 | 2016-12-01,F.US.EPZ16,2192.0,CFE_Z16_VX,15.05,20,14.07 2249 | 2016-12-02,F.US.EPZ16,2192.0,CFE_Z16_VX,15.09,19,14.12 2250 | 2016-12-05,F.US.EPZ16,2204.25,CFE_Z16_VX,13.5,16,12.14 2251 | 2016-12-06,F.US.EPZ16,2210.0,CFE_Z16_VX,13.1,15,11.79 2252 | 2016-12-07,F.US.EPZ16,2236.75,CFE_Z16_VX,13.3,14,12.22 2253 | 2016-12-08,F.US.EPZ16,2247.75,CFE_Z16_VX,13.43,13,12.64 2254 | 2016-12-09,F.US.EPZ16,2260.0,CFE_Z16_VX,13.05,12,11.75 2255 | 2016-12-12,F.US.EPZ16,2256.0,CFE_Z16_VX,13.45,9,12.64 2256 | 2016-12-13,F.US.EPZ16,2273.25,CFE_Z16_VX,13.3,8,12.72 2257 | 2016-12-14,F.US.EPZ16,2257.0,CFE_Z16_VX,13.43,7,13.19 2258 | 2016-12-15,F.US.EPZ16,2263.5,CFE_Z16_VX,13.02,6,12.79 2259 | 2016-12-16,F.US.EPH17,2255.25,CFE_Z16_VX,12.74,5,12.2 2260 | 2016-12-19,F.US.EPH17,2260.0,CFE_Z16_VX,12.15,2,11.71 2261 | 2016-12-20,F.US.EPH17,2266.5,CFE_Z16_VX,11.55,1,11.45 2262 | 2016-12-21,F.US.EPH17,2260.5,CFE_F17_VX,14.05,28,11.27 2263 | 2016-12-22,F.US.EPH17,2258.75,CFE_F17_VX,14.28,27,11.43 2264 | 2016-12-23,F.US.EPH17,2260.0,CFE_F17_VX,14.29,26,11.44 2265 | 2016-12-27,F.US.EPH17,2261.0,CFE_F17_VX,14.0,22,11.99 2266 | 2016-12-28,F.US.EPH17,2245.25,CFE_F17_VX,14.63,21,12.95 2267 | 2016-12-29,F.US.EPH17,2245.0,CFE_F17_VX,14.84,20,13.37 2268 | 2016-12-30,F.US.EPH17,2236.25,CFE_F17_VX,15.1,19,14.04 2269 | 2017-01-03,F.US.EPH17,2252.5,CFE_F17_VX,13.79,15,12.85 2270 | 2017-01-04,F.US.EPH17,2264.25,CFE_F17_VX,13.19,14,11.85 2271 | 2017-01-05,F.US.EPH17,2264.25,CFE_F17_VX,13.05,13,11.67 2272 | 2017-01-06,F.US.EPH17,2271.5,CFE_F17_VX,12.9,12,11.32 2273 | 2017-01-09,F.US.EPH17,2265.0,CFE_F17_VX,12.95,9,11.56 2274 | 2017-01-10,F.US.EPH17,2263.75,CFE_F17_VX,12.9,8,11.49 2275 | 2017-01-11,F.US.EPH17,2270.5,CFE_F17_VX,12.55,7,11.26 2276 | 2017-01-12,F.US.EPH17,2263.5,CFE_F17_VX,12.5,6,11.54 2277 | 2017-01-13,F.US.EPH17,2272.5,CFE_F17_VX,12.2,5,11.23 2278 | 2017-01-17,F.US.EPH17,2262.75,CFE_F17_VX,12.2,1,11.87 2279 | 2017-01-18,F.US.EPH17,2266.5,CFE_G17_VX,14.2,28,12.48 2280 | 2017-01-19,F.US.EPH17,2261.5,CFE_G17_VX,14.25,27,12.78 2281 | 2017-01-20,F.US.EPH17,2266.0,CFE_G17_VX,13.82,26,11.54 2282 | 2017-01-23,F.US.EPH17,2262.0,CFE_G17_VX,13.55,23,11.77 2283 | 2017-01-24,F.US.EPH17,2274.5,CFE_G17_VX,13.03,22,11.07 2284 | 2017-01-25,F.US.EPH17,2294.0,CFE_G17_VX,12.75,21,10.81 2285 | 2017-01-26,F.US.EPH17,2294.0,CFE_G17_VX,12.7,20,10.63 2286 | 2017-01-27,F.US.EPH17,2289.0,CFE_G17_VX,12.55,19,10.58 2287 | 2017-01-30,F.US.EPH17,2276.0,CFE_G17_VX,12.9,16,11.88 2288 | 2017-01-31,F.US.EPH17,2274.5,CFE_G17_VX,12.95,15,11.99 2289 | 2017-02-01,F.US.EPH17,2274.5,CFE_G17_VX,12.68,14,11.81 2290 | 2017-02-02,F.US.EPH17,2275.5,CFE_G17_VX,12.92,13,11.93 2291 | 2017-02-03,F.US.EPH17,2291.0,CFE_G17_VX,12.47,12,10.97 2292 | 2017-02-06,F.US.EPH17,2286.5,CFE_G17_VX,12.49,9,11.37 2293 | 2017-02-07,F.US.EPH17,2288.5,CFE_G17_VX,12.6,8,11.29 2294 | 2017-02-08,F.US.EPH17,2290.25,CFE_G17_VX,12.6,7,11.45 2295 | 2017-02-09,F.US.EPH17,2304.25,CFE_G17_VX,12.05,6,10.88 2296 | 2017-02-10,F.US.EPH17,2312.75,CFE_G17_VX,11.73,5,10.85 2297 | 2017-02-13,F.US.EPH17,2326.25,CFE_G17_VX,11.4,2,11.07 2298 | 2017-02-14,F.US.EPH17,2337.0,CFE_G17_VX,11.1,1,10.74 2299 | 2017-02-15,F.US.EPH17,2350.5,CFE_H17_VX,12.85,35,11.97 2300 | 2017-02-16,F.US.EPH17,2345.5,CFE_H17_VX,12.96,34,11.76 2301 | 2017-02-17,F.US.EPH17,2348.0,CFE_H17_VX,13.25,33,11.49 2302 | 2017-02-21,F.US.EPH17,2360.0,CFE_H17_VX,13.2,29,11.57 2303 | 2017-02-22,F.US.EPH17,2361.0,CFE_H17_VX,13.21,28,11.74 2304 | 2017-02-23,F.US.EPH17,2362.75,CFE_H17_VX,13.52,27,11.71 2305 | 2017-02-24,F.US.EPH17,2365.0,CFE_H17_VX,13.35,26,11.47 2306 | 2017-02-27,F.US.EPH17,2368.25,CFE_H17_VX,13.3,23,12.09 2307 | 2017-02-28,F.US.EPH17,2362.75,CFE_H17_VX,13.51,22,12.92 2308 | 2017-03-01,F.US.EPH17,2393.5,CFE_H17_VX,13.28,21,12.54 2309 | 2017-03-02,F.US.EPH17,2382.0,CFE_H17_VX,13.25,20,11.81 2310 | 2017-03-03,F.US.EPH17,2381.25,CFE_H17_VX,12.85,19,10.96 2311 | 2017-03-06,F.US.EPH17,2375.5,CFE_H17_VX,12.65,16,11.24 2312 | 2017-03-07,F.US.EPH17,2366.5,CFE_H17_VX,12.64,15,11.45 2313 | 2017-03-08,F.US.EPH17,2364.0,CFE_H17_VX,12.67,14,11.86 2314 | 2017-03-09,F.US.EPH17,2366.25,CFE_H17_VX,12.8,13,12.3 2315 | 2017-03-10,F.US.EPH17,2371.75,CFE_H17_VX,12.55,12,11.66 2316 | 2017-03-13,F.US.EPH17,2375.0,CFE_H17_VX,12.13,9,11.35 2317 | 2017-03-14,F.US.EPH17,2366.5,CFE_H17_VX,12.63,8,12.3 2318 | 2017-03-15,F.US.EPH17,2383.75,CFE_H17_VX,12.29,7,11.63 2319 | 2017-03-16,F.US.EPH17,2382.75,CFE_H17_VX,11.91,6,11.21 2320 | 2017-03-17,F.US.EPM17,2375.25,CFE_H17_VX,11.75,5,11.28 2321 | 2017-03-20,F.US.EPM17,2370.25,CFE_H17_VX,11.63,2,11.34 2322 | 2017-03-21,F.US.EPM17,2342.25,CFE_H17_VX,12.18,1,12.47 2323 | 2017-03-22,F.US.EPM17,2342.5,CFE_J17_VX,13.92,28,12.81 2324 | 2017-03-23,F.US.EPM17,2340.0,CFE_J17_VX,14.3,27,13.12 2325 | 2017-03-24,F.US.EPM17,2344.75,CFE_J17_VX,13.95,26,12.96 2326 | 2017-03-27,F.US.EPM17,2338.5,CFE_J17_VX,13.6,23,12.5 2327 | 2017-03-28,F.US.EPM17,2351.5,CFE_J17_VX,12.92,22,11.53 2328 | 2017-03-29,F.US.EPM17,2357.0,CFE_J17_VX,12.94,21,11.42 2329 | 2017-03-30,F.US.EPM17,2364.5,CFE_J17_VX,12.82,20,11.54 2330 | 2017-03-31,F.US.EPM17,2359.25,CFE_J17_VX,13.28,19,12.37 2331 | 2017-04-03,F.US.EPM17,2356.0,CFE_J17_VX,13.48,16,12.38 2332 | 2017-04-04,F.US.EPM17,2356.5,CFE_J17_VX,13.24,15,11.79 2333 | 2017-04-05,F.US.EPM17,2346.5,CFE_J17_VX,13.9,14,12.89 2334 | 2017-04-06,F.US.EPM17,2353.75,CFE_J17_VX,13.6,13,12.39 2335 | 2017-04-07,F.US.EPM17,2352.25,CFE_J17_VX,14.05,12,12.87 2336 | 2017-04-10,F.US.EPM17,2352.5,CFE_J17_VX,15.05,9,14.05 2337 | 2017-04-11,F.US.EPM17,2351.0,CFE_J17_VX,16.0,8,15.07 2338 | 2017-04-12,F.US.EPM17,2340.75,CFE_J17_VX,16.3,7,15.77 2339 | 2017-04-13,F.US.EPM17,2327.5,CFE_J17_VX,16.3,6,15.96 2340 | -------------------------------------------------------------------------------- /R/vix/vix_trader.R: -------------------------------------------------------------------------------- 1 | library(magrittr) 2 | library(broom) 3 | library(dplyr) -------------------------------------------------------------------------------- /R/vix/vix_trader_backtest.R: -------------------------------------------------------------------------------- 1 | library(magrittr) 2 | library(broom) 3 | library(dplyr) 4 | hedge_calc <- function(train, date){ 5 | vix_fit <- lm(vix~spx+I(VIX_TTS*spx), data=train) 6 | prev = data.frame(train) %>% 7 | filter(DATE == date) 8 | b1<-coef(vix_fit)[2] 9 | b2<-coef(vix_fit)[3] 10 | hr <- (b1*100 + b2*prev$VIX_TTS*100)/(0.01*prev$SP_CLOSE) # / 50 11 | return(hr) 12 | } 13 | # load data 14 | indexes = read.csv("vix_sp500_front_futures.csv") 15 | indexesdt = as.matrix(indexes[,c("SP_CLOSE", "VIX_CLOSE")]) 16 | colnames(indexesdt) <- c("spx","vix") 17 | returns = data.frame(DATE= as.Date(indexes[-1,]$DATE), SP_FUT=indexes[-1,]$SP_NAME, 18 | VIX_FUT=indexes[-1,]$VIX_NAME, VIX_TTS=indexes[-1,]$VIX_DAYS_LEFT, 19 | SP_CLOSE=indexes[-1,]$SP_CLOSE, VIX_CLOSE=indexes[-1,]$VIX_CLOSE, 20 | VIX_SPOT_CLOSE=indexes[-1,]$VIX_SPOT_CLOSE, 21 | spot_return=diff(indexes$VIX_SPOT_CLOSE), 22 | sp_return=diff(indexes$SP_CLOSE), 23 | diff(indexesdt)/indexesdt[-nrow(indexesdt),]) 24 | 25 | # fit the model 26 | vix_spot_fit <- lm(spot_return~sp_return, data=returns) 27 | vix_spx_fit <- lm(vix~spx, data=returns) 28 | vix_fit <- lm(vix~spx+I(VIX_TTS*spx), data=returns) 29 | # mean squared error (MSE). samller is better 30 | mean(vix_spot_fit$residuals^2) 31 | mean(vix_spx_fit$residuals^2) 32 | mean(vix_fit$residuals^2) 33 | # lower AIC better 34 | vix_spx_step <- stepAIC(vix_spx_fit, direction = "both") 35 | vix_spx_step$anova 36 | vix_fit_step <- stepAIC(vix_fit, direction = "both") 37 | vix_fit_step$anova 38 | vix_spot_step <- stepAIC(vix_spot_fit, direction = "both") 39 | vix_spot_step$anova 40 | 41 | #use 42 | position_open = FALSE 43 | results <- data.frame(DATE=as.Date(character()), ACTION=numeric(0), 44 | VIX_FUT_PRICE= numeric(0),SP_PRICE= numeric(0),HR= numeric(0)) 45 | returns[order(as.Date(returns$DATE, format="%Y-%m-%d")),] 46 | 47 | test = data.frame(returns) %>% 48 | filter(DATE >= '2009-1-1') 49 | i = 1 50 | for (row in 1:nrow(test)) { 51 | date <- test[row, "DATE"] 52 | tts = test[row, "VIX_TTS"] 53 | train = data.frame(returns) %>% 54 | filter(DATE <= date) 55 | hr <- hedge_calc(train, date) 56 | roll = (test[row, "VIX_CLOSE"]-test[row, "VIX_SPOT_CLOSE"])/tts 57 | if ((roll < 0.05 || tts < 9) && position_open) { 58 | # if ((tts < 2) && position_open) { 59 | position_open = FALSE 60 | results[i, ] <- c(format(date, "%Y-%m-%d"), 1, test[row, "VIX_CLOSE"], test[row, "SP_CLOSE"],hr) 61 | i <- i + 1 62 | print(paste("Buy On", date, " roll is ", roll)) 63 | } 64 | if (roll > 0.10 && tts > 10 && !position_open) { 65 | # if (roll > 0.10 && !position_open) { 66 | position_open = TRUE 67 | results[i, ] <- c(format(date, "%Y-%m-%d"),-1, test[row, "VIX_CLOSE"], test[row, "SP_CLOSE"],hr) 68 | i <- i + 1 69 | print(paste("Sell On", date, " roll is ", roll)) 70 | } 71 | 72 | } 73 | results$return <- append(diff(as.numeric(results$VIX_FUT_PRICE)), 0, after = 0) 74 | results$hedge <- append(diff(as.numeric(results$SP_PRICE)), 0, after = 0) 75 | results$unhedgedPnL <- ((-100) * as.numeric(results$ACTION) * as.numeric(results$VIX_FUT_PRICE)) 76 | results$hedgedReturn <- 0 77 | results$unhedgedPnL <- cumsum(results$unhedgedPnL) 78 | 79 | 80 | results$unhedgedPnL <- round(results$unhedgedPnL,2) 81 | results$return <- round(results$return,2) 82 | results$hedge <- round(results$hedge,2) 83 | results$HR <- round(as.numeric(results$HR),2) 84 | results$hedge <- (-1)*as.numeric(results$hedge) 85 | results$return <- (-1)*as.numeric(results$return) 86 | current_ratio = 0 87 | for (row in 1:nrow(results)) { 88 | if (results[row, "ACTION"] == "-1") { 89 | results[row, "unhedgedPnL"] <- "" 90 | results[row, "hedge"] <- "" 91 | results[row, "return"] <- 0 92 | current_ratio = abs(as.numeric(results[row, "HR"])) 93 | } 94 | if (results[row, "ACTION"] == "1") { 95 | results[row, "hedgedReturn"] <- round(as.numeric(results[row, "return"]) + 96 | as.numeric(results[row, "hedge"])*current_ratio, 2) 97 | } 98 | } 99 | results$totalReturn <- as.numeric(results$hedgedReturn) + as.numeric(results$return)*100 100 | results$hedgedPnL <- cumsum(results$totalReturn) 101 | 102 | 103 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # CHAOS 2 | Distributed Trading Platform 3 | 4 | ![diagram](https://raw.githubusercontent.com/th3sys/chaos/master/chaos.png) 5 | 6 | # EXAMPLE STRATEGY 7 | The VIX Futures Basis: Evidence and Trading Strategies 8 | 9 | [The VIX Futures Basis](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2094510) 10 | -------------------------------------------------------------------------------- /chaos.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/th3sys/chaos/cf629612cc02968def60c8cb80277633e2e9b53b/chaos.png -------------------------------------------------------------------------------- /contracts.py: -------------------------------------------------------------------------------- 1 | import logging 2 | import datetime 3 | from dateutil.relativedelta import relativedelta 4 | 5 | 6 | class Futures: 7 | VX = 'VX' 8 | 9 | 10 | class SecurityDefinition(object): 11 | def __init__(self): 12 | self.Logger = logging.getLogger() 13 | self.Logger.setLevel(logging.INFO) 14 | logging.basicConfig(format='%(asctime)s - %(levelname)s - %(threadName)s - %(message)s') 15 | self.Logger.info('Security Created.') 16 | self.__M = {1: "F", 2: "G", 3: "H", 4: "J", 5: "K", 6: "M", 7: "N", 8: "Q", 9: "U", 10: "V", 11: "X", 12: "Z"} 17 | self.__Supported = {'VX': 'VX'} # symbols and future prefix 18 | 19 | # lifted from https://github.com/conor10/examples/blob/master/python/expiries/vix.py 20 | @staticmethod 21 | def get_vix_expiry_date(date): 22 | """ 23 | http://cfe.cboe.com/products/spec_vix.aspx 24 | 25 | TERMINATION OF TRADING: 26 | 27 | Trading hours for expiring VIX futures contracts end at 7:00 a.m. Chicago 28 | time on the final settlement date. 29 | 30 | FINAL SETTLEMENT DATE: 31 | 32 | The Wednesday that is thirty days prior to the third Friday of the 33 | calendar month immediately following the month in which the contract 34 | expires ("Final Settlement Date"). If the third Friday of the month 35 | subsequent to expiration of the applicable VIX futures contract is a 36 | CBOE holiday, the Final Settlement Date for the contract shall be thirty 37 | days prior to the CBOE business day immediately preceding that Friday. 38 | """ 39 | # Date of third friday of the following month 40 | if date.month == 12: 41 | third_friday_next_month = datetime.date(date.year + 1, 1, 15) 42 | else: 43 | third_friday_next_month = datetime.date(date.year, 44 | date.month + 1, 15) 45 | 46 | one_day = datetime.timedelta(days=1) 47 | thirty_days = datetime.timedelta(days=30) 48 | while third_friday_next_month.weekday() != 4: 49 | # Using += results in a timedelta object 50 | third_friday_next_month = third_friday_next_month + one_day 51 | 52 | # TODO: Incorporate check that it's a trading day, if so move the 3rd 53 | # Friday back by one day before subtracting 54 | return third_friday_next_month - thirty_days 55 | 56 | def __get_vix(self, date): 57 | return "%s%s%s" % (self.__Supported[Futures.VX], self.__M[date.month], str(date.year)[-1:]) 58 | 59 | def get_next_expiry_date(self, symbol, today): 60 | try: 61 | if symbol not in self.__Supported: 62 | raise Exception('Symbol %s not supported' % symbol) 63 | # TODO: add support for more contracts 64 | if symbol == Futures.VX: 65 | expiry = self.get_vix_expiry_date(today) 66 | return expiry if today < expiry else self.get_vix_expiry_date(today + relativedelta(months=+1)) 67 | 68 | except Exception as e: 69 | self.Logger.error(e) 70 | return None 71 | 72 | def get_next_expiry(self, symbol, today): 73 | try: 74 | if symbol not in self.__Supported: 75 | raise Exception('Symbol %s not supported' % symbol) 76 | # TODO: add support for more contracts 77 | if symbol == Futures.VX: 78 | expiry = self.get_vix_expiry_date(today) 79 | return self.__get_vix(today if today < expiry else today + relativedelta(months=+1)) 80 | 81 | except Exception as e: 82 | self.Logger.error(e) 83 | return None 84 | 85 | def get_front_month_future(self, symbol, today): 86 | return self.get_next_expiry(symbol, today) 87 | 88 | def get_futures(self, symbol, n, date=None): 89 | try: 90 | if n < 2: 91 | raise Exception('Just use get_front_month_future if n < 2') 92 | if symbol not in self.__Supported: 93 | raise Exception('Symbol %s not supported' % symbol) 94 | today = datetime.datetime.today().date() if date is None else date 95 | futures = [] 96 | front = self.get_next_expiry(symbol, today) 97 | futures.append(front) 98 | # TODO: add support for more contracts 99 | if symbol == Futures.VX: 100 | expiry = self.get_vix_expiry_date(today) 101 | else: 102 | expiry = today 103 | roll = 1 if today < expiry else 2 104 | nextMonth = datetime.date(today.year, today.month, 1) + relativedelta(months=+roll) 105 | for i in range(1, n): 106 | future = self.get_next_expiry(symbol, nextMonth) 107 | futures.append(future) 108 | nextMonth += relativedelta(months=+1) 109 | return futures 110 | 111 | except Exception as e: 112 | self.Logger.error(e) 113 | return None 114 | -------------------------------------------------------------------------------- /db_scripts/create_tables.py: -------------------------------------------------------------------------------- 1 | from __future__ import print_function # Python 2/3 compatibility 2 | import boto3 3 | 4 | 5 | def create_order(): 6 | table = client.create_table( 7 | TableName='Orders', 8 | KeySchema=[ 9 | { 10 | 'AttributeName': 'OrderId', 11 | 'KeyType': 'HASH' # Partition key 12 | }, 13 | { 14 | 'AttributeName': 'TransactionTime', 15 | 'KeyType': 'RANGE' # Sort key 16 | } 17 | ], 18 | AttributeDefinitions=[ 19 | { 20 | 'AttributeName': 'OrderId', 21 | 'AttributeType': 'S' 22 | }, 23 | { 24 | 'AttributeName': 'TransactionTime', 25 | 'AttributeType': 'S' 26 | }, 27 | 28 | ], 29 | ProvisionedThroughput={ 30 | 'ReadCapacityUnits': 10, 31 | 'WriteCapacityUnits': 10 32 | } 33 | ) 34 | 35 | w = client.get_waiter('table_exists') 36 | w.wait(TableName='Orders') 37 | print("table Orders created") 38 | print("Table status:", table) 39 | 40 | 41 | client = boto3.client('dynamodb', region_name='us-east-1') 42 | 43 | try: 44 | 45 | if 'Orders' in client.list_tables()['TableNames']: 46 | client.delete_table(TableName='Orders') 47 | waiter = client.get_waiter('table_not_exists') 48 | waiter.wait(TableName='Orders') 49 | print("table Orders deleted") 50 | 51 | except Exception as e: 52 | print(e) 53 | 54 | create_order() 55 | -------------------------------------------------------------------------------- /db_scripts/orders.json: -------------------------------------------------------------------------------- 1 | [ 2 | { 3 | "OrderId" : "9fe2c4e93f654fdbb24c02b15259716c", 4 | "TransactionTime" : "1499723976.27", 5 | "Status" : "PENDING", 6 | "Symbol" : "VX", 7 | "Maturity" : "201712", 8 | "ProductType" : "SPREAD", 9 | "Broker" : "IG", 10 | "Order" : { 11 | "Side" : "BUY", 12 | "Size" : 100, 13 | "OrdType" : "MARKET" 14 | }, 15 | "Trade" : { 16 | "FillTime" : "1499723976.29", 17 | "Side" : "BUY", 18 | "FilledSize" : 100, 19 | "Price" : 14.5 20 | }, 21 | "Strategy" : { 22 | "Name" : "VIX ROLL", 23 | "Reason" : "OPEN" 24 | } 25 | } 26 | ] -------------------------------------------------------------------------------- /executors/event.json: -------------------------------------------------------------------------------- 1 | {"Records":[ 2 | { 3 | "eventID":"f91ad880416fe134188bb1619c85dae6", 4 | "eventName":"INSERT", 5 | "eventVersion":"1.1", 6 | "eventSource":"aws:dynamodb", 7 | "awsRegion":"us-east-1", 8 | "dynamodb":{ 9 | "ApproximateCreationDateTime":1.51211904E9, 10 | "Keys":{ 11 | "TransactionTime":{ 12 | "S":"1526455209.3280241" 13 | }, 14 | "OrderId":{ 15 | "S":"111fc487ecc748bc9f9b9f1afa9d58ee" 16 | } 17 | }, 18 | "NewImage":{ 19 | "Order":{ 20 | "M":{ 21 | "Side":{ 22 | "S":"SELL" 23 | }, 24 | "Size":{ 25 | "N":"100" 26 | }, 27 | "StopDistance": 28 | { 29 | "N":"4" 30 | }, 31 | "OrdType":{ 32 | "S":"MARKET" 33 | } 34 | } 35 | }, 36 | "Status":{ 37 | "S":"PENDING" 38 | }, 39 | "Trade":{ 40 | "M":{ 41 | 42 | } 43 | }, 44 | "TransactionTime":{ 45 | "S":"1526455209.3280241" 46 | }, 47 | "Broker":{ 48 | "S":"IG" 49 | }, 50 | "Symbol":{ 51 | "S":"VX" 52 | }, 53 | "ProductType":{ 54 | "S":"SPREAD" 55 | }, 56 | "Strategy":{ 57 | "M":{ 58 | "Reason":{ 59 | "S":"OPEN" 60 | }, 61 | "Name":{ 62 | "S":"VIX ROLL" 63 | } 64 | } 65 | }, 66 | "OrderId":{ 67 | "S":"111fc487ecc748bc9f9b9f1afa9d58ee" 68 | }, 69 | "Maturity":{ 70 | "S":"201806" 71 | } 72 | }, 73 | "SequenceNumber":"89871600000000015454451505", 74 | "SizeBytes":273, 75 | "StreamViewType":"NEW_AND_OLD_IMAGES" 76 | }, 77 | "eventSourceARN":"arn:aws:dynamodb" 78 | }, 79 | { 80 | "eventID":"f91ad880416fe134188bb1619c85dae6", 81 | "eventName":"INSERT", 82 | "eventVersion":"1.1", 83 | "eventSource":"aws:dynamodb", 84 | "awsRegion":"us-east-1", 85 | "dynamodb":{ 86 | "ApproximateCreationDateTime":1.51211904E9, 87 | "Keys":{ 88 | "TransactionTime":{ 89 | "S":"1499723976.27" 90 | }, 91 | "OrderId":{ 92 | "S":"9fe2c4e93f654fdbb24c02b15259716x" 93 | } 94 | }, 95 | "NewImage":{ 96 | "Order":{ 97 | "M":{ 98 | "Side":{ 99 | "S":"BUY" 100 | }, 101 | "Size":{ 102 | "N":"1000" 103 | }, 104 | "OrdType":{ 105 | "S":"MARKET" 106 | } 107 | } 108 | }, 109 | "Status":{ 110 | "S":"PENDING" 111 | }, 112 | "Trade":{ 113 | "M":{ 114 | 115 | } 116 | }, 117 | "TransactionTime":{ 118 | "S":"1499723976.27" 119 | }, 120 | "Broker":{ 121 | "S":"IG" 122 | }, 123 | "Symbol":{ 124 | "S":"VX" 125 | }, 126 | "ProductType":{ 127 | "S":"SPREAD" 128 | }, 129 | "Strategy":{ 130 | "M":{ 131 | "Reason":{ 132 | "S":"OPEN" 133 | }, 134 | "Name":{ 135 | "S":"VIX ROLL" 136 | } 137 | } 138 | }, 139 | "OrderId":{ 140 | "S":"9fe2c4e93f654fdbb24c02b15259716x" 141 | }, 142 | "Maturity":{ 143 | "S":"201712" 144 | } 145 | }, 146 | "SequenceNumber":"89871600000000015454451505", 147 | "SizeBytes":273, 148 | "StreamViewType":"NEW_AND_OLD_IMAGES" 149 | }, 150 | "eventSourceARN":"arn:aws:dynamodb" 151 | }, 152 | { 153 | "eventID":"f91ad880416fe134188bb1619c85dae6", 154 | "eventName":"INSERT", 155 | "eventVersion":"1.1", 156 | "eventSource":"aws:dynamodb", 157 | "awsRegion":"us-east-1", 158 | "dynamodb":{ 159 | "ApproximateCreationDateTime":1.51211904E9, 160 | "Keys":{ 161 | "TransactionTime":{ 162 | "S":"1499723976.27" 163 | }, 164 | "OrderId":{ 165 | "S":"9fe2c4e93f654fdbb24c02b15259716i" 166 | } 167 | }, 168 | "NewImage":{ 169 | "Order":{ 170 | "M":{ 171 | "Side":{ 172 | "S":"BUY" 173 | }, 174 | "Size":{ 175 | "N":"100" 176 | }, 177 | "OrdType":{ 178 | "S":"MARKET" 179 | } 180 | } 181 | }, 182 | "Status":{ 183 | "S":"PENDING" 184 | }, 185 | "Trade":{ 186 | "M":{ 187 | 188 | } 189 | }, 190 | "TransactionTime":{ 191 | "S":"1499723976.27" 192 | }, 193 | "Broker":{ 194 | "S":"IG" 195 | }, 196 | "Symbol":{ 197 | "S":"VX" 198 | }, 199 | "ProductType":{ 200 | "S":"SPREAD" 201 | }, 202 | "Strategy":{ 203 | "M":{ 204 | "Reason":{ 205 | "S":"OPEN" 206 | }, 207 | "Name":{ 208 | "S":"VIX ROLL" 209 | } 210 | } 211 | }, 212 | "OrderId":{ 213 | "S":"9fe2c4e93f654fdbb24c02b15259716i" 214 | }, 215 | "Maturity":{ 216 | "S":"201712" 217 | } 218 | }, 219 | "SequenceNumber":"89871600000000015454451505", 220 | "SizeBytes":273, 221 | "StreamViewType":"NEW_AND_OLD_IMAGES" 222 | }, 223 | "eventSourceARN":"arn:aws:dynamodb" 224 | }, 225 | { 226 | "eventID":"f91ad880416fe134188bb1619c85dae8", 227 | "eventName":"INSERT", 228 | "eventVersion":"1.1", 229 | "eventSource":"aws:dynamodb", 230 | "awsRegion":"us-east-1", 231 | "dynamodb":{ 232 | "ApproximateCreationDateTime":1.51211904E9, 233 | "Keys":{ 234 | "TransactionTime":{ 235 | "S":"1499723976.27" 236 | }, 237 | "OrderId":{ 238 | "S":"9fe2c4e93f654fdbb24c02b15259716q" 239 | } 240 | }, 241 | "NewImage":{ 242 | "Order":{ 243 | "M":{ 244 | "Side":{ 245 | "S":"BUY" 246 | }, 247 | "Size":{ 248 | "N":"200" 249 | }, 250 | "OrdType":{ 251 | "S":"MARKET" 252 | } 253 | } 254 | }, 255 | "Status":{ 256 | "S":"PENDING" 257 | }, 258 | "Trade":{ 259 | "M":{ 260 | 261 | } 262 | }, 263 | "TransactionTime":{ 264 | "S":"1499723976.27" 265 | }, 266 | "Broker":{ 267 | "S":"IB" 268 | }, 269 | "Symbol":{ 270 | "S":"VX" 271 | }, 272 | "ProductType":{ 273 | "S":"SPREAD" 274 | }, 275 | "Strategy":{ 276 | "M":{ 277 | "Reason":{ 278 | "S":"OPEN" 279 | }, 280 | "Name":{ 281 | "S":"VIX ROLL" 282 | } 283 | } 284 | }, 285 | "OrderId":{ 286 | "S":"9fe2c4e93f654fdbb24c02b15259716q" 287 | }, 288 | "Maturity":{ 289 | "S":"201712" 290 | } 291 | }, 292 | "SequenceNumber":"89871600000000015454451505", 293 | "SizeBytes":273, 294 | "StreamViewType":"NEW_AND_OLD_IMAGES" 295 | }, 296 | "eventSourceARN":"arn:aws:dynamodb" 297 | }, 298 | { 299 | "eventID":"f91ad880416fe134188bb1619c85dae8", 300 | "eventName":"INSERT", 301 | "eventVersion":"1.1", 302 | "eventSource":"aws:dynamodb", 303 | "awsRegion":"us-east-1", 304 | "dynamodb":{ 305 | "ApproximateCreationDateTime":1.51211904E9, 306 | "Keys":{ 307 | "TransactionTime":{ 308 | "S":"1499723976.27" 309 | }, 310 | "OrderId":{ 311 | "S":"9fe2c4e93f654fdbb24c02b15259716a" 312 | } 313 | }, 314 | "NewImage":{ 315 | "Order":{ 316 | "M":{ 317 | "Side":{ 318 | "S":"BUY" 319 | }, 320 | "Size":{ 321 | "N":"100" 322 | }, 323 | "OrdType":{ 324 | "S":"MARKET" 325 | } 326 | } 327 | }, 328 | "Status":{ 329 | "S":"PENDING" 330 | }, 331 | "Trade":{ 332 | "M":{ 333 | 334 | } 335 | }, 336 | "TransactionTime":{ 337 | "S":"1499723976.27" 338 | }, 339 | "Broker":{ 340 | "S":"IG" 341 | }, 342 | "Symbol":{ 343 | "S":"UNKNOWN" 344 | }, 345 | "ProductType":{ 346 | "S":"SPREAD" 347 | }, 348 | "Strategy":{ 349 | "M":{ 350 | "Reason":{ 351 | "S":"OPEN" 352 | }, 353 | "Name":{ 354 | "S":"VIX ROLL" 355 | } 356 | } 357 | }, 358 | "OrderId":{ 359 | "S":"9fe2c4e93f654fdbb24c02b15259716a" 360 | }, 361 | "Maturity":{ 362 | "S":"201712" 363 | } 364 | }, 365 | "SequenceNumber":"89871600000000015454451505", 366 | "SizeBytes":273, 367 | "StreamViewType":"NEW_AND_OLD_IMAGES" 368 | }, 369 | "eventSourceARN":"arn:aws:dynamodb" 370 | } 371 | ] 372 | } -------------------------------------------------------------------------------- /executors/ig_executor.py: -------------------------------------------------------------------------------- 1 | import aiohttp 2 | import asyncio 3 | import async_timeout 4 | import json 5 | import os 6 | import boto3 7 | import logging 8 | from botocore.exceptions import ClientError 9 | from boto3.dynamodb.conditions import Key 10 | import functools 11 | import smtplib 12 | from utils import Connection 13 | from datetime import datetime 14 | from email.mime.multipart import MIMEMultipart 15 | from email.mime.text import MIMEText 16 | from functools import reduce 17 | import copy 18 | import time 19 | import decimal 20 | 21 | 22 | class Side: 23 | Buy = 'BUY' 24 | Sell = 'SELL' 25 | 26 | 27 | class OrderStatus(object): 28 | Filled = 'FILLED' 29 | Pending = 'PENDING' 30 | Failed = 'FAILED' 31 | 32 | 33 | class IGParams(object): 34 | def __init__(self): 35 | self.Url = '' 36 | self.Key = '' 37 | self.Identifier = '' 38 | self.Password = '' 39 | self.EAddress = '' 40 | self.EUser = '' 41 | self.EPassword = '' 42 | self.ESmtp = '' 43 | 44 | 45 | class Order(object): 46 | def __init__(self, orderId, transactionTime, symbol, side, size, ordType, maturity, name, group, risk, maxPos, stop): 47 | self.OrderId = orderId 48 | self.TransactionTime = transactionTime 49 | self.Side = side 50 | self.Size = float(size) 51 | self.OrdType = ordType 52 | self.Symbol = symbol 53 | self.Maturity = datetime.strptime(maturity, '%Y%m').strftime('%b-%y').upper() 54 | self.Name = name 55 | self.MarketGroup = group 56 | self.RiskFactor = risk 57 | self.MaxPosition = maxPos 58 | self.Epic = '' 59 | self.Ccy = '' 60 | self.FillTime = None 61 | self.FillPrice = None 62 | self.FillSize = None 63 | self.Status = OrderStatus.Pending 64 | self.BrokerReferenceId = '' 65 | self.StopDistance = stop 66 | 67 | 68 | class Money(object): 69 | def __init__(self, amount, ccy): 70 | self.Ccy = ccy 71 | self.Amount = amount 72 | 73 | 74 | class StoreManager(object): 75 | def __init__(self, logger, loop=None): 76 | self.__timeout = 10 77 | self.__logger = logger 78 | self.__loop = loop if loop is not None else asyncio.get_event_loop() 79 | 80 | def UpdateStatus(self, order): 81 | update = 'UpdateStatus: ' 82 | try: 83 | if order.Status == OrderStatus.Filled: 84 | trade = { 85 | "FillTime": order.FillTime, 86 | "Side": order.Side, 87 | "FilledSize": decimal.Decimal(str(order.FillSize)), 88 | "Price": decimal.Decimal(str(order.FillPrice)), 89 | "Broker": {"Name": "IG", "RefType": "dealId", "Ref": order.BrokerReferenceId}, 90 | "StopDistance": order.StopDistance 91 | } 92 | if order.Status == OrderStatus.Failed: 93 | trade = {} 94 | 95 | response = self.__Orders.update_item( 96 | Key={ 97 | 'OrderId': order.OrderId, 98 | 'TransactionTime': order.TransactionTime, 99 | }, 100 | UpdateExpression="set #s = :s, Trade = :t", 101 | ConditionExpression="#s = :p", 102 | ExpressionAttributeNames={ 103 | '#s': 'Status' 104 | }, 105 | ExpressionAttributeValues={ 106 | ':s': order.Status, 107 | ':t': trade, 108 | ':p': 'PENDING' 109 | }, 110 | ReturnValues="UPDATED_NEW") 111 | update += '%s' % response['Attributes'] 112 | 113 | except ClientError as e: 114 | self.__logger.error(e.response['Error']['Message']) 115 | update += e.response['Error']['Message'] 116 | except Exception as e: 117 | self.__logger.error(e) 118 | update += e 119 | else: 120 | update += ". UpdateItem succeeded." 121 | self.__logger.info(response) 122 | 123 | self.__logger.info('Update: %s', update) 124 | return update 125 | 126 | @Connection.ioreliable 127 | async def GetSecurities(self, securities): 128 | try: 129 | self.__logger.info('Calling securities query ...') 130 | pairs = list(map(lambda x: Key('Symbol').eq(x[0]) & Key('Broker').eq(x[1]), securities)) 131 | keyCondition = reduce(lambda x, y: x | y, pairs) if len(pairs) > 1 else pairs[0] 132 | 133 | with async_timeout.timeout(self.__timeout): 134 | response = await self.__loop.run_in_executor(None, 135 | functools.partial(self.__Securities.scan, 136 | FilterExpression=keyCondition)) 137 | return response['Items'] 138 | 139 | except ClientError as e: 140 | self.__logger.error(e.response['Error']['Message']) 141 | return None 142 | except Exception as e: 143 | self.__logger.error(e) 144 | return None 145 | 146 | async def __aenter__(self): 147 | db = boto3.resource('dynamodb', region_name='us-east-1') 148 | self.__Securities = db.Table('Securities') 149 | self.__Orders = db.Table('Orders') 150 | self.__logger.info('StoreManager created') 151 | return self 152 | 153 | async def __aexit__(self, *args, **kwargs): 154 | self.__logger.info('StoreManager destroyed') 155 | 156 | 157 | class IGClient: 158 | """IG client.""" 159 | 160 | def __init__(self, params, logger, loop=None): 161 | self.__timeout = 10 162 | self.__logger = logger 163 | self.__id = params.Identifier 164 | self.__password = params.Password 165 | self.__url = params.Url 166 | self.__key = params.Key 167 | self.__tokens = None 168 | self.__loop = loop if loop is not None else asyncio.get_event_loop() 169 | 170 | @Connection.ioreliable 171 | async def Logout(self): 172 | try: 173 | url = '%s/%s' % (self.__url, 'session') 174 | with async_timeout.timeout(self.__timeout): 175 | self.__logger.info('Calling Logout ...') 176 | response = await self.__connection.delete(url=url, headers=self.__tokens) 177 | self.__logger.info('Logout Response Code: {}'.format(response.status)) 178 | return True 179 | except Exception as e: 180 | self.__logger.error('Logout: %s, %s' % (self.__url, e)) 181 | return False 182 | 183 | @Connection.ioreliable 184 | async def Login(self): 185 | try: 186 | url = '%s/%s' % (self.__url, 'session') 187 | with async_timeout.timeout(self.__timeout): 188 | authenticationRequest = { 189 | 'identifier': self.__id, 190 | 'password': self.__password, 191 | 'encryptedPassword': None 192 | } 193 | self.__logger.info('Calling authenticationRequest ...') 194 | response = await self.__connection.post(url=url, json=authenticationRequest) 195 | self.__logger.info('Login Response Code: {}'.format(response.status)) 196 | self.__tokens = {'X-SECURITY-TOKEN': response.headers['X-SECURITY-TOKEN'], 197 | 'CST': response.headers['CST']} 198 | payload = await response.json() 199 | return payload 200 | except Exception as e: 201 | self.__logger.error('Login: %s, %s' % (self.__url, e)) 202 | return None 203 | 204 | @Connection.ioreliable 205 | async def CreatePosition(self, order): 206 | try: 207 | url = '%s/%s' % (self.__url, 'positions/otc') 208 | with async_timeout.timeout(self.__timeout): 209 | request = { 210 | "currencyCode": order.Ccy, 211 | "direction": order.Side, 212 | "epic": order.Epic, 213 | "expiry": order.Maturity, 214 | "forceOpen": False if order.StopDistance is None else True, 215 | "guaranteedStop": False if order.StopDistance is None else True, 216 | "level": None, 217 | "limitDistance": None, 218 | "limitLevel": None, 219 | "orderType": order.OrdType, 220 | "quoteId": None, 221 | "size": order.Size, 222 | "stopDistance": order.StopDistance, 223 | "stopLevel": None, 224 | "timeInForce": "FILL_OR_KILL", 225 | "trailingStop": None, 226 | "trailingStopIncrement": None, 227 | } 228 | self.__logger.info('Calling CreatePosition ...') 229 | tokens = copy.deepcopy(self.__tokens) 230 | tokens['Version'] = "2" 231 | response = await self.__connection.post(url=url, headers=tokens, json=request) 232 | self.__logger.info('CreatePosition Response Code: {}'.format(response.status)) 233 | payload = await response.json() 234 | return payload 235 | except Exception as e: 236 | self.__logger.error('CreatePosition: %s, %s' % (self.__url, e)) 237 | return None 238 | 239 | @Connection.ioreliable 240 | async def GetPositions(self): 241 | try: 242 | url = '%s/positions' % self.__url 243 | with async_timeout.timeout(self.__timeout): 244 | self.__logger.info('Calling GetPositions ...') 245 | tokens = copy.deepcopy(self.__tokens) 246 | tokens['Version'] = "2" 247 | response = await self.__connection.get(url=url, headers=tokens) 248 | self.__logger.info('GetPositions Response Code: {}'.format(response.status)) 249 | payload = await response.json() 250 | return payload 251 | except Exception as e: 252 | self.__logger.error('GetPositions: %s, %s' % (self.__url, e)) 253 | return None 254 | 255 | @Connection.ioreliable 256 | async def GetActivities(self, fromDate, details=False): 257 | try: 258 | url = '%s/history/activity?from=%s&detailed=%s' % (self.__url, fromDate, details) 259 | with async_timeout.timeout(self.__timeout): 260 | self.__logger.info('Calling GetActivities ...') 261 | tokens = copy.deepcopy(self.__tokens) 262 | tokens['Version'] = "3" 263 | response = await self.__connection.get(url=url, headers=tokens) 264 | self.__logger.info('GetActivities Response Code: {}'.format(response.status)) 265 | payload = await response.json() 266 | return payload 267 | except Exception as e: 268 | self.__logger.error('GetActivities: %s, %s' % (self.__url, e)) 269 | return None 270 | 271 | @Connection.ioreliable 272 | async def GetPosition(self, dealId): 273 | try: 274 | url = '%s/positions/%s' % (self.__url, dealId) 275 | with async_timeout.timeout(self.__timeout): 276 | self.__logger.info('Calling GetPosition ...') 277 | response = await self.__connection.get(url=url, headers=self.__tokens) 278 | self.__logger.info('GetPosition Response Code: {}'.format(response.status)) 279 | payload = await response.json() 280 | return payload 281 | except Exception as e: 282 | self.__logger.error('GetPosition: %s, %s' % (self.__url, e)) 283 | return None 284 | 285 | @Connection.ioreliable 286 | async def SearchMarkets(self, term): 287 | try: 288 | url = '%s/markets?searchTerm=%s' % (self.__url, term) 289 | with async_timeout.timeout(self.__timeout): 290 | self.__logger.info('Calling SearchMarkets ...') 291 | response = await self.__connection.get(url=url, headers=self.__tokens) 292 | self.__logger.info('SearchMarkets Response Code: {}'.format(response.status)) 293 | payload = await response.json() 294 | return payload 295 | except Exception as e: 296 | self.__logger.error('SearchMarkets: %s, %s' % (self.__url, e)) 297 | return None 298 | 299 | async def __aenter__(self): 300 | connector = aiohttp.TCPConnector(verify_ssl=False) 301 | self.__session = aiohttp.ClientSession(loop=self.__loop, connector=connector, 302 | headers={'X-IG-API-KEY': self.__key}) 303 | self.__connection = await self.__session.__aenter__() 304 | self.__logger.info('Session created') 305 | return self 306 | 307 | async def __aexit__(self, *args, **kwargs): 308 | await self.__session.__aexit__(*args, **kwargs) 309 | self.__logger.info('Session destroyed') 310 | 311 | 312 | class Scheduler: 313 | def __init__(self, params, logger, loop=None): 314 | self.Timeout = 10 315 | self.__logger = logger 316 | self.__params = params 317 | self.__store = None 318 | self.Balance = None 319 | self.__client = None 320 | self.__loop = loop if loop is not None else asyncio.get_event_loop() 321 | 322 | async def __aenter__(self): 323 | self.__store = StoreManager(self.__logger, self.__loop) 324 | await self.__store.__aenter__() 325 | self.__client = IGClient(self.__params, self.__logger, self.__loop) 326 | self.__connection = await self.__client.__aenter__() 327 | auth = await self.__connection.Login() 328 | self.Balance = Money(auth['accountInfo']['available'], auth['currencyIsoCode']) 329 | self.__logger.info('{}'.format(auth)) 330 | self.__logger.info('Scheduler created') 331 | return self 332 | 333 | async def __aexit__(self, *args, **kwargs): 334 | await self.__connection.Logout() 335 | await self.__client.__aexit__(*args, **kwargs) 336 | await self.__store.__aexit__(*args, **kwargs) 337 | self.__logger.info('Scheduler destroyed') 338 | 339 | async def ValidateOrders(self, orders): 340 | keys = [(x['Symbol']['S'], x['Broker']['S']) for x in orders] 341 | securities = await self.__store.GetSecurities(keys) 342 | self.__logger.info('Securities %s' % securities) 343 | 344 | found = [(x['Symbol'], x['Description']['Name'], x['Description']['MarketGroup'], 345 | x['Risk']['RiskFactor'], x['Risk']['MaxPosition']) for x in securities 346 | if x['TradingEnabled'] is True and x['Broker'] == 'IG'] 347 | 348 | pending = [(x['OrderId']['S'], x['TransactionTime']['S'], x['Symbol']['S'], x['Order']['M']['Side']['S'], 349 | x['Order']['M']['Size']['N'], x['Order']['M']['OrdType']['S'], x['Maturity']['S'], 350 | None if 'StopDistance' not in x['Order']['M'] else x['Order']['M']['StopDistance']['N']) 351 | for x in orders if x['Broker']['S'] == 'IG'] 352 | 353 | valid = [Order(p[0], p[1], p[2], p[3], p[4], p[5], p[6], f[1], f[2], f[3], f[4], p[7]) 354 | for f in found for p in pending if f[0] == p[2]] 355 | 356 | invalid = [key for key in keys if key not in map(lambda y: (y[0], 'IG'), found)] 357 | return valid, invalid 358 | 359 | @Connection.reliable 360 | def GetCurrentPosition(self, order, trades): 361 | 362 | if trades is None or 'positions' not in trades or len(trades['positions']) == 0: 363 | self.__logger.info('OrderId: %s. No positions have been found' % order.OrderId) 364 | return 0 365 | 366 | found = [p['position'] for p in trades['positions'] 367 | if p['market']['expiry'] == order.Maturity 368 | and p['market']['instrumentName'] == order.Name and p['market']['instrumentType'] == order.MarketGroup] 369 | 370 | if len(found) == 0: 371 | self.__logger.info('OrderId: %s. No open positions have been found' % order.OrderId) 372 | return 0 373 | 374 | long = reduce(lambda x, y: x + y, 375 | map(lambda x: x['size'], filter(lambda x: x['direction'] == 'BUY', found)), 0) 376 | short = reduce(lambda x, y: x + y, 377 | map(lambda x: x['size'], filter(lambda x: x['direction'] == 'SELL', found)), 0) 378 | 379 | return long - short 380 | 381 | def BalanceCheck(self, order, trades): 382 | try: 383 | position = self.GetCurrentPosition(order, trades) 384 | 385 | self.__logger.info('OrderId {}, symbol {}, riskFactor {}, risk{}, maxPosition {}, size {}, currentOpnPos {}' 386 | .format(order.OrderId, order.Symbol, order.RiskFactor, order.Size/self.Balance.Amount, 387 | order.MaxPosition, order.Size, position)) 388 | if order.Size/self.Balance.Amount > order.RiskFactor: 389 | return order, False 390 | if order.Size > order.MaxPosition: 391 | return order, False 392 | 393 | if order.Side == Side.Buy and order.MaxPosition < float(position) + order.Size: 394 | return order, False 395 | if order.Side == Side.Sell and order.MaxPosition < abs(float(position) - order.Size): 396 | return order, False 397 | return order, True 398 | except Exception as e: 399 | self.__logger.error('BalanceCheck Error: %s' % e) 400 | return order, False 401 | 402 | def SendEmail(self, text): 403 | msg = MIMEMultipart('alternative') 404 | msg['Subject'] = 'IG EXECUTOR RESULTS' 405 | msg['From'] = self.__params.EAddress 406 | msg['To'] = self.__params.EAddress 407 | mime_text = MIMEText(text, 'html') 408 | msg.attach(mime_text) 409 | 410 | server = smtplib.SMTP(self.__params.ESmtp, 587, timeout=10) 411 | # server.set_debuglevel(10) 412 | server.starttls() 413 | server.ehlo() 414 | server.login(self.__params.EUser, self.__params.EPassword) 415 | server.sendmail(self.__params.EAddress, self.__params.EAddress, msg.as_string()) 416 | res = server.quit() 417 | self.__logger.info(res) 418 | 419 | async def GetPositions(self): 420 | positions = await self.__client.GetPositions() 421 | self.__logger.info('GetPositions: %s' % positions) 422 | return positions 423 | 424 | async def SendOrder(self, order): 425 | try: 426 | lookup = await self.__client.SearchMarkets(order.Symbol) 427 | contract = [o for o in lookup['markets'] 428 | if o['instrumentName'] == order.Name and o['instrumentType'] == order.MarketGroup 429 | and o['expiry'] == order.Maturity] 430 | self.__logger.info('OrderId: %s. Search for %s, %s returned %s' 431 | % (order.OrderId, order.Symbol, order.Maturity, contract)) 432 | 433 | if len(contract) == 1 and 'epic' in contract[0] and 'expiry' in contract[0]: 434 | order.Epic = contract[0]['epic'] 435 | order.Ccy = self.Balance.Ccy 436 | deal = await self.__client.CreatePosition(order) 437 | self.__logger.info('OrderId: %s. CreatePosition: %s' % (order.OrderId, deal)) 438 | result = 'Sent %s %s to IG. Received: %s. ' % (order.Symbol, order.Maturity, deal) 439 | if 'errorCode' in deal: 440 | return order.OrderId, result 441 | 442 | # confirm by position 443 | positions = await self.__client.GetPositions() 444 | self.__logger.info('GetPositions: %s' % positions) 445 | fill = [p['position'] for p in positions['positions'] 446 | if p['position']['dealReference'] == deal['dealReference']] 447 | if len(fill) == 1: 448 | order.FillTime = fill[0]['createdDateUTC'] 449 | order.FillPrice = fill[0]['level'] 450 | order.FillSize = fill[0]['size'] 451 | order.Status = OrderStatus.Filled 452 | order.BrokerReferenceId = fill[0]['dealId'] 453 | update = self.__store.UpdateStatus(order) 454 | result += update 455 | else: 456 | # confirm by activity 457 | time.sleep(1) 458 | sd = time.localtime(float(order.TransactionTime)) 459 | activities = await self.__client.GetActivities('%s-%s-%s' % (sd.tm_year, sd.tm_mon, sd.tm_mday), True) 460 | self.__logger.info('GetActivities: %s' % activities) 461 | fill = [a for a in activities['activities'] 462 | if a['details']['dealReference'] == deal['dealReference']] 463 | if len(fill) == 1: 464 | order.FillTime = fill[0]['date'] 465 | order.FillPrice = fill[0]['details']['level'] 466 | order.FillSize = fill[0]['details']['size'] 467 | order.Status = OrderStatus.Filled if fill[0]['status'] == 'ACCEPTED' else OrderStatus.Failed 468 | order.BrokerReferenceId = fill[0]['dealId'] 469 | update = self.__store.UpdateStatus(order) 470 | result += update 471 | else: 472 | order.Status = OrderStatus.Failed 473 | update = self.__store.UpdateStatus(order) 474 | result += 'Order Failed. %s' % update 475 | else: 476 | result = 'Contract for %s %s could not be found' % (order.Symbol, order.Maturity) 477 | return order.OrderId, result 478 | 479 | except Exception as e: 480 | self.__logger.error('SendOrder Error: %s' % e) 481 | return order.OrderId, 'There was critical exception processing Order: %s' % order.OrderId 482 | 483 | 484 | async def main(loop, logger, event): 485 | try: 486 | params = IGParams() 487 | params.Url = os.environ['IG_URL'] 488 | params.Key = os.environ['X_IG_API_KEY'] 489 | params.Identifier = os.environ['IDENTIFIER'] 490 | params.Password = os.environ['PASSWORD'] 491 | params.EAddress = os.environ['EMAIL_ADDRESS'] 492 | params.EUser = os.environ['EMAIL_USER'] 493 | params.EPassword = os.environ['EMAIL_PASSWORD'] 494 | params.ESmtp = os.environ['EMAIL_SMTP'] 495 | 496 | orders = [] 497 | for record in event['Records']: 498 | if record['eventName'] == 'INSERT': 499 | orderId = record['dynamodb']['Keys']['OrderId']['S'] 500 | logger.info('New Order received OrderId: %s', orderId) 501 | orders.append(record['dynamodb']['NewImage']) 502 | else: 503 | logger.info('Not INSERT event is ignored') 504 | if len(orders) == 0: 505 | logger.info('No Orders. Event is ignored') 506 | return 507 | 508 | async with Scheduler(params, logger, loop) as scheduler: 509 | 510 | valid, invalid = await scheduler.ValidateOrders(orders) 511 | if len(valid) == 0: 512 | scheduler.SendEmail('No Valid Security Definition has been found.') 513 | return 514 | logger.info('all validated orders %s' % [o.OrderId for o in valid]) 515 | 516 | trades = await scheduler.GetPositions() 517 | 518 | passRisk = [order for order in valid if scheduler.BalanceCheck(order, trades)[1]] 519 | failedRisk = [order for order in valid if order not in passRisk] 520 | if len(passRisk) == 0: 521 | scheduler.SendEmail('No Security has been accepted by Risk Manager.') 522 | return 523 | logger.info('all passRisk orders %s' % [o.OrderId for o in passRisk]) 524 | 525 | futures = [scheduler.SendOrder(o) for o in passRisk] 526 | done, _ = await asyncio.wait(futures, timeout=scheduler.Timeout) 527 | 528 | results = [] 529 | for fut in done: 530 | name, payload = fut.result() 531 | results.append((name, payload)) 532 | 533 | text = '
Orders where definition has not been found, not enabled for trading or not IG order %s\n' \ 534 | % invalid 535 | text += '
Orders where MaxPosition or RiskFactor in Securities table is exceeded %s\n' \ 536 | % [o.OrderId for o in failedRisk] 537 | text += '
The results of the trades sent to the IG REST API %s\n' % results 538 | scheduler.SendEmail(text) 539 | 540 | except Exception as e: 541 | logger.error(e) 542 | 543 | 544 | def lambda_handler(event, context): 545 | logger = logging.getLogger() 546 | logger.setLevel(logging.INFO) 547 | logging.basicConfig(format='%(asctime)s - %(levelname)s - %(threadName)s - %(message)s') 548 | 549 | logger.info('event %s' % event) 550 | logger.info('context %s' % context) 551 | 552 | if 'IG_URL' not in os.environ or 'X_IG_API_KEY' not in os.environ or 'IDENTIFIER' not in os.environ \ 553 | or 'PASSWORD' not in os.environ or 'EMAIL_ADDRESS' not in os.environ or 'EMAIL_USER' not in os.environ \ 554 | or 'EMAIL_PASSWORD' not in os.environ or 'EMAIL_SMTP' not in os.environ: 555 | logger.error('ENVIRONMENT VARS are not set') 556 | return json.dumps({'State': 'ERROR'}) 557 | 558 | app_loop = asyncio.get_event_loop() 559 | app_loop.run_until_complete(main(app_loop, logger, event)) 560 | 561 | return json.dumps({'State': 'OK'}) 562 | 563 | 564 | if __name__ == '__main__': 565 | with open("event.json") as json_file: 566 | test_event = json.load(json_file) 567 | lambda_handler(test_event, None) 568 | -------------------------------------------------------------------------------- /strategies/event.json: -------------------------------------------------------------------------------- 1 | {"Records": [ 2 | { 3 | "eventID": "eaf346c6365ceb3ac957086638715011", 4 | "eventName": "INSERT", 5 | "eventVersion": "1.1", 6 | "eventSource": "aws:dynamodb", 7 | "awsRegion": "us-east-1", 8 | "dynamodb": { 9 | "ApproximateCreationDateTime": 1509999900, 10 | "Keys": { 11 | "Symbol": { 12 | "S": "VIX" 13 | }, 14 | "Date": { 15 | "S": "20180310" 16 | } 17 | }, 18 | "NewImage": { 19 | "Details": { 20 | "M": { 21 | "High": { 22 | "N": "9.74" 23 | }, 24 | "Low": { 25 | "N": "9.39" 26 | }, 27 | "Volume": { 28 | "N": "0" 29 | }, 30 | "Close": { 31 | "N": "9.43" 32 | }, 33 | "Count": { 34 | "N": "771" 35 | }, 36 | "Open": { 37 | "N": "9.63" 38 | } 39 | } 40 | }, 41 | "Symbol": { 42 | "S": "VIX" 43 | }, 44 | "Date": { 45 | "S": "20180310" 46 | }, 47 | "Source": { 48 | "S": "IB" 49 | } 50 | }, 51 | "SequenceNumber": "178155100000000035503165011", 52 | "SizeBytes": 109, 53 | "StreamViewType": "NEW_AND_OLD_IMAGES" 54 | }, 55 | "eventSourceARN": "arn:aws:dynamodb:arn" 56 | } 57 | ] 58 | } -------------------------------------------------------------------------------- /strategies/vix_roll_trader.py: -------------------------------------------------------------------------------- 1 | import boto3 2 | import logging 3 | from botocore.exceptions import ClientError 4 | from boto3.dynamodb.conditions import Key, Attr 5 | import json 6 | from utils import Connection, DecimalEncoder 7 | from contracts import SecurityDefinition, Futures 8 | import datetime 9 | import decimal 10 | from dateutil.relativedelta import relativedelta 11 | from functools import reduce 12 | import uuid 13 | import time 14 | import os 15 | 16 | 17 | class Side: 18 | Buy = 'BUY' 19 | Sell = 'SELL' 20 | 21 | 22 | class Quote(object): 23 | def __init__(self, symbol): 24 | self.Symbol = symbol 25 | self.Date = None 26 | self.Close = 0.0 27 | 28 | 29 | class VixTrader(object): 30 | def __init__(self, logger, today): 31 | self.secDef = SecurityDefinition() 32 | self.Logger = logger 33 | db = boto3.resource('dynamodb', region_name='us-east-1') 34 | self.__isStopAttached = 'STOP_DISTANCE' in os.environ 35 | self.__stop = 0 if not self.__isStopAttached else int(os.environ['STOP_DISTANCE']) 36 | 37 | self.__isTest = False if os.environ['BACK_TEST'] == 'False' else True 38 | self.__QuotesEod = db.Table(os.environ['QUOTES_TABLE']) 39 | self.__Securities = db.Table(os.environ['SECURITIES_TABLE']) 40 | self.__Orders = db.Table(os.environ['ORDERS_TABLE']) 41 | s3 = boto3.resource('s3') 42 | debug = os.environ["DEBUG_FOLDER"] 43 | self.__debug = s3.Bucket(debug) 44 | self.Today = today 45 | 46 | self.__FrontFuture = Quote(self.secDef.get_front_month_future('VX', today.date())) 47 | self.__OpenPosition = 0 48 | self.__MaxRoll = 0.10 49 | self.__StdSize = int(os.environ['STD_SIZE']) 50 | self.__VIX = Quote('VIX') 51 | 52 | def S3Debug(self, line): 53 | file = os.environ['ROLL_FILE'] 54 | self.__debug.download_file(file, '/tmp/%s' % file) 55 | 56 | check = open('/tmp/%s' % file, 'r') 57 | lines = check.readlines() 58 | check.close() 59 | if line in lines: 60 | return False 61 | 62 | f = open('/tmp/%s' % file, 'a') 63 | f.write(line) 64 | f.close() 65 | self.__debug.upload_file('/tmp/%s' % file, file) 66 | return True 67 | 68 | def BothQuotesArrived(self): 69 | today = self.Today.strftime('%Y%m%d') 70 | vix = self.GetQuotes(self.__VIX.Symbol, today) 71 | if len(vix) > 0: 72 | self.__VIX.Close = vix[0]['Details']['Close'] 73 | self.__VIX.Date = vix[0]['Date'] 74 | self.Logger.info('VIX quote for EOD %s has arrived' % today) 75 | future = self.GetQuotes(self.__FrontFuture.Symbol, today) 76 | if len(future) > 0: 77 | self.__FrontFuture.Close = future[0]['Details']['Close'] 78 | self.__FrontFuture.Date = future[0]['Date'] 79 | self.Logger.info('%s quote for EOD %s has arrived' % (self.__FrontFuture.Symbol, today)) 80 | return len(vix) and len(future) 81 | 82 | def GetCurrentPosition(self, date): 83 | trades = filter(lambda x: x['Status'] == 'FILLED' or x['Status'] == 'PART_FILLED', 84 | self.GetOrders('VX', 'IG')) 85 | 86 | expiry = self.secDef.get_next_expiry_date(symbol=Futures.VX, today=date) 87 | nextMonth = list(map(lambda x: x['Trade'], 88 | filter(lambda x: x['Maturity'] == expiry.strftime('%Y%m'), trades))) 89 | 90 | if len(nextMonth) == 0: 91 | self.Logger.info('No open positions have been found') 92 | return 0 93 | 94 | long = reduce(lambda x, y: x + y, 95 | map(lambda x: x['FilledSize'], filter(lambda x: x['Side'] == 'BUY', nextMonth)), 0) 96 | short = reduce(lambda x, y: x + y, 97 | map(lambda x: x['FilledSize'], filter(lambda x: x['Side'] == 'SELL', nextMonth)), 0) 98 | 99 | return long - short 100 | 101 | def IsExceeded(self, side, quantity, position): 102 | vix = self.GetSecurities() 103 | if vix is None or len(vix) == 0: 104 | self.Logger.error('No VX in security definition table') 105 | return True 106 | if not vix[0]['TradingEnabled']: 107 | self.Logger.error('Trading disabled for VX in security definition table') 108 | return True 109 | 110 | maxPosition = vix[0]['Risk']['MaxPosition'] 111 | self.Logger.info('MaxPosition is %s' % maxPosition) 112 | if side == Side.Buy and maxPosition < position + quantity: 113 | return True 114 | if side == Side.Sell and maxPosition < abs(position - quantity): 115 | return True 116 | 117 | return False 118 | 119 | def SendOrder(self, symbol, maturity, side, size, reason): 120 | try: 121 | 122 | if self.__isStopAttached and reason == 'OPEN': 123 | order = { 124 | "Side": side, 125 | "Size": decimal.Decimal(str(size)), 126 | "OrdType": "MARKET", 127 | "StopDistance": decimal.Decimal(str(self.__stop)), 128 | } 129 | else: 130 | order = { 131 | "Side": side, 132 | "Size": decimal.Decimal(str(size)), 133 | "OrdType": "MARKET" 134 | } 135 | 136 | # assume immediate fill on test 137 | state = 'FILLED' if self.__isTest else 'PENDING' 138 | if self.__isTest: 139 | trade = { 140 | "FillTime": str(time.time()), 141 | "Side": side, 142 | "FilledSize": decimal.Decimal(str(size)), 143 | "Price": decimal.Decimal(str(self.__FrontFuture.Close)) 144 | } 145 | else: 146 | trade = {} 147 | 148 | strategy = { 149 | "Name": "VIX ROLL", 150 | "Reason": reason 151 | } 152 | 153 | response = self.__Orders.update_item( 154 | Key={ 155 | 'OrderId': str(uuid.uuid4().hex), 156 | 'TransactionTime': str(time.time()), 157 | }, 158 | UpdateExpression="set #st = :st, #s = :s, #m = :m, #p = :p, #b = :b, #o = :o, #t = :t, #str = :str", 159 | ExpressionAttributeNames={ 160 | '#st': 'Status', 161 | '#s': 'Symbol', 162 | '#m': 'Maturity', 163 | '#p': 'ProductType', 164 | '#b': 'Broker', 165 | '#o': 'Order', 166 | '#t': 'Trade', 167 | '#str': 'Strategy' 168 | }, 169 | ExpressionAttributeValues={ 170 | ':st': state, 171 | ':s': symbol, 172 | ':m': maturity, 173 | ':p': 'SPREAD', 174 | ':b': 'IG', 175 | ':o': order, 176 | ':t': trade, 177 | ':str': strategy 178 | }, 179 | ReturnValues="UPDATED_NEW") 180 | 181 | except ClientError as e: 182 | self.Logger.error(e.response['Error']['Message']) 183 | except Exception as e: 184 | self.Logger.error(e) 185 | else: 186 | self.Logger.info('Order Created') 187 | self.Logger.info(json.dumps(response, indent=4, cls=DecimalEncoder)) 188 | 189 | def Run(self, symbol): 190 | self.Logger.info('Run for symbol %s, FrontFuture %s' % (symbol, self.__FrontFuture.Symbol)) 191 | if symbol != self.__VIX.Symbol and symbol != self.__FrontFuture.Symbol: 192 | self.Logger.warn('Neither spot or Front Future') 193 | return 194 | 195 | date = self.Today.date() 196 | 197 | if not self.BothQuotesArrived(): 198 | self.Logger.warn('Need both spot and future to run the strategy') 199 | return 200 | 201 | expiry = self.secDef.get_next_expiry_date(Futures.VX, date) 202 | days_left = (expiry - date).days 203 | if days_left <= 0: 204 | self.Logger.warn('Expiry in the past. Expiry: %s. Today: %s' % (expiry, date)) 205 | return 206 | 207 | roll = (self.__FrontFuture.Close - self.__VIX.Close) / days_left 208 | roll = round(roll, 2) 209 | 210 | if not self.S3Debug('%s,%s,%s,%s,%s,%s\n' 211 | % (date.strftime('%Y%m%d'), self.__FrontFuture.Symbol, self.__FrontFuture.Close, 212 | self.__VIX.Close, days_left, roll)): 213 | self.Logger.info('Already ran for %s' % symbol) 214 | return 215 | 216 | self.Logger.info('The %s roll on %s with %s days left' % (roll, self.__FrontFuture.Symbol, days_left)) 217 | 218 | self.__OpenPosition = self.GetCurrentPosition(date) 219 | self.Logger.info('Found VX open position. Maturity %s. Size %s' 220 | % (expiry.strftime('%Y%m'), self.__OpenPosition)) 221 | if self.__OpenPosition != 0 and date == expiry - relativedelta(days=+1): 222 | self.Logger.warn('Close any open %s trades one day before the expiry on %s' % 223 | (self.__FrontFuture.Symbol, expiry)) 224 | side = Side.Sell if self.__OpenPosition > 0 else Side.Buy 225 | size = abs(self.__OpenPosition) 226 | self.SendOrder(symbol='VX', side=side, size=size, 227 | maturity=expiry.strftime('%Y%m'), reason='CLOSE') 228 | return 229 | 230 | if days_left <= 1: 231 | self.Logger.warn('Only reduce positions in the future so close to expiry: %s %s' % (expiry, date)) 232 | return 233 | 234 | abs_roll = float(abs(roll)) 235 | self.Logger.info('Checking: %s >= %s' % (abs_roll, self.__MaxRoll)) 236 | self.Logger.info('Checking types: %s, %s' % (type(abs_roll), type(self.__MaxRoll))) 237 | 238 | if abs_roll >= self.__MaxRoll: 239 | self.Logger.info('Conditions have been met. Will create an order') 240 | side = Side.Sell if (self.__FrontFuture.Close - self.__VIX.Close) >= 0 else Side.Buy 241 | if self.IsExceeded(side=side, quantity=self.__StdSize, position=self.__OpenPosition): 242 | self.Logger.warn('Exceeded MaxPosition size: %s, pos: %s' % (self.__StdSize, self.__OpenPosition)) 243 | return 244 | 245 | self.SendOrder(symbol='VX', side=side, size=self.__StdSize, 246 | maturity=expiry.strftime('%Y%m'), reason='OPEN') 247 | 248 | @Connection.reliable 249 | def GetSecurities(self): 250 | try: 251 | self.Logger.info('Calling securities query ...') 252 | response = self.__Securities.query( 253 | KeyConditionExpression=Key('Symbol').eq('VX') & Key('Broker').eq('IG')) 254 | except ClientError as e: 255 | self.Logger.error(e.response['Error']['Message']) 256 | return None 257 | except Exception as e: 258 | self.Logger.error(e) 259 | return None 260 | else: 261 | if 'Items' in response: 262 | return response['Items'] 263 | 264 | @Connection.reliable 265 | def GetOrders(self, symbol, broker): 266 | try: 267 | self.Logger.info('Calling orders scan attr: %s %s' % (symbol, broker)) 268 | response = self.__Orders.scan(FilterExpression=Attr('Symbol').eq(symbol) & Attr('Broker').eq(broker)) 269 | 270 | except ClientError as e: 271 | self.Logger.error(e.response['Error']['Message']) 272 | return None 273 | except Exception as e: 274 | self.Logger.error(e) 275 | return None 276 | else: 277 | if 'Items' in response: 278 | return response['Items'] 279 | 280 | @Connection.reliable 281 | def GetQuotes(self, symbol, date): 282 | try: 283 | self.Logger.info('Calling quotes query Date key: %s' % date) 284 | response = self.__QuotesEod.query( 285 | KeyConditionExpression=Key('Symbol').eq(symbol) & Key('Date').eq(date) 286 | ) 287 | except ClientError as e: 288 | self.Logger.error(e.response['Error']['Message']) 289 | return None 290 | except Exception as e: 291 | self.Logger.error(e) 292 | return None 293 | else: 294 | if 'Items' in response: 295 | return response['Items'] 296 | 297 | 298 | def main(event, context): 299 | logger = logging.getLogger() 300 | logger.setLevel(logging.INFO) 301 | logging.basicConfig(format='%(asctime)s - %(levelname)s - %(threadName)s - %(message)s') 302 | 303 | logger.info('event %s' % event) 304 | logger.info('context %s' % context) 305 | 306 | if 'SECURITIES_TABLE' not in os.environ or 'ORDERS_TABLE' not in os.environ or 'ROLL_FILE' not in os.environ \ 307 | or 'QUOTES_TABLE' not in os.environ or 'DEBUG_FOLDER' not in os.environ or 'BACK_TEST' not in os.environ \ 308 | or 'STD_SIZE' not in os.environ: 309 | logger.error('ENVIRONMENT VARS are not set') 310 | return json.dumps({'State': 'ERROR'}) 311 | 312 | response = {'State': 'OK'} 313 | try: 314 | for record in event['Records']: 315 | if record['eventName'] == 'INSERT': 316 | t = record['dynamodb']['Keys']['Date']['S'] 317 | today = datetime.datetime.strptime(t, '%Y%m%d') 318 | symbol = record['dynamodb']['Keys']['Symbol']['S'] 319 | logger.info('New Quote received Symbol: %s', symbol) 320 | vix = VixTrader(logger, today) 321 | vix.Run(symbol) 322 | else: 323 | logger.info('Not INSERT event is ignored') 324 | 325 | logger.info('Stop VIX trader') 326 | 327 | except Exception as e: 328 | logger.error(e) 329 | response['State'] = 'ERROR' 330 | 331 | return response 332 | 333 | 334 | def lambda_handler(event, context): 335 | res = main(event, context) 336 | return json.dumps(res) 337 | 338 | 339 | if __name__ == '__main__': 340 | with open("event.json") as json_file: 341 | test_event = json.load(json_file, parse_float=DecimalEncoder) 342 | re = main(test_event, None) 343 | print(json.dumps(re)) 344 | -------------------------------------------------------------------------------- /unit_tests.py: -------------------------------------------------------------------------------- 1 | import unittest 2 | import contracts as cont 3 | import datetime 4 | from dateutil.relativedelta import relativedelta 5 | 6 | 7 | class TestUtils(unittest.TestCase): 8 | 9 | def setUp(self): 10 | pass 11 | 12 | def test_filter(self): 13 | positions = { 14 | "positions": [{ 15 | "position": { 16 | "contractSize": 1.0, 17 | "createdDate": "2018/01/12 08:44:15:000", 18 | "createdDateUTC": "2018-01-12T08:44:15", 19 | "dealId": "DIAAAABPCZSKTAX", 20 | "dealReference": "GHADVYJU66YL4TP", 21 | "size": 100.0, 22 | "direction": "SELL", 23 | "limitLevel": None, 24 | "level": 10.38, 25 | "currency": "GBP", 26 | "controlledRisk": False, 27 | "stopLevel": None, 28 | "trailingStep": None, 29 | "trailingStopDistance": None, 30 | "limitedRiskPremium": None 31 | }, 32 | "market": { 33 | "instrumentName": "Volatility Index", 34 | "expiry": "JAN-18", 35 | "epic": "IN.D.VIX.MONTH2.IP", 36 | "instrumentType": "INDICES", 37 | "lotSize": 1.0, 38 | "high": 10.63, 39 | "low": 10.38, 40 | "percentageChange": -0.67, 41 | "netChange": -0.07, 42 | "bid": None, 43 | "offer": None, 44 | "updateTime": "08:43:41", 45 | "updateTimeUTC": "08:43:41", 46 | "delayTime": 0, 47 | "streamingPricesAvailable": True, 48 | "marketStatus": "TRADEABLE", 49 | "scalingFactor": 1 50 | } 51 | }] 52 | } 53 | pos = [p['position'] for p in positions['positions'] if p['position']['dealReference'] == 'GHADVYJU66YL4TP'] 54 | self.assertEqual(pos[0]['level'], 10.38) 55 | 56 | def test_join(self): 57 | pending = [(1, 'VX', 100), (2, 'VX', 400), (3, 'DAX', 100)] 58 | known = [('VX', 200), ('ES', 300)] 59 | valid = [kOrder + pOrder for kOrder in known for pOrder in pending if kOrder[0] == pOrder[1]] 60 | self.assertTrue(len(valid) == 2) 61 | self.assertEqual(valid[0], ('VX', 200, 1, 'VX', 100)) 62 | self.assertEqual(valid[1], ('VX', 200, 2, 'VX', 400)) 63 | 64 | def test_one_day_before(self): 65 | today = datetime.date(2017, 11, 14) 66 | sec = cont.SecurityDefinition() 67 | expiry = sec.get_vix_expiry_date(today) 68 | print(expiry - relativedelta(days=+1)) 69 | self.assertEqual(today, expiry - relativedelta(days=+1)) 70 | 71 | def test_on_the_day(self): 72 | today = datetime.date(2017, 11, 15) 73 | sec = cont.SecurityDefinition() 74 | expiry = sec.get_vix_expiry_date(today) 75 | print(expiry - relativedelta(days=+1)) 76 | self.assertGreater(today, expiry - relativedelta(days=+1)) 77 | 78 | def test_one_day_after(self): 79 | today = datetime.date(2017, 11, 16) 80 | sec = cont.SecurityDefinition() 81 | expiry = sec.get_vix_expiry_date(today) 82 | print(expiry - relativedelta(days=+1)) 83 | self.assertGreater(today, expiry - relativedelta(days=+1)) 84 | 85 | def tearDown(self): 86 | pass 87 | 88 | 89 | if __name__ == '__main__': 90 | unittest.main() 91 | -------------------------------------------------------------------------------- /utils.py: -------------------------------------------------------------------------------- 1 | import decimal 2 | import time 3 | import json 4 | 5 | 6 | class DecimalEncoder(json.JSONEncoder): 7 | def default(self, o): 8 | if isinstance(o, decimal.Decimal): 9 | if o % 1 > 0: 10 | return float(o) 11 | else: 12 | return int(o) 13 | return super(DecimalEncoder, self).default(o) 14 | 15 | 16 | class Connection(object): 17 | retries = 5 18 | 19 | def __init__(self): 20 | pass 21 | 22 | @staticmethod 23 | def ioreliable(func): 24 | async def _decorator(self, *args, **kwargs): 25 | tries = 0 26 | result = await func(self, *args, **kwargs) 27 | if result is None: 28 | while result is None and tries < Connection.retries: 29 | tries += 1 30 | time.sleep(2 ** tries) 31 | result = await func(self, *args, **kwargs) 32 | return result 33 | 34 | return _decorator 35 | 36 | @staticmethod 37 | def reliable(func): 38 | def _decorator(self, *args, **kwargs): 39 | tries = 0 40 | result = func(self, *args, **kwargs) 41 | if result is None: 42 | while result is None and tries < Connection.retries: 43 | tries += 1 44 | time.sleep(2 ** tries) 45 | result = func(self, *args, **kwargs) 46 | return result 47 | 48 | return _decorator 49 | --------------------------------------------------------------------------------