├── .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
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98 | /site
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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 | 
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 |
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