Looking for a hand with this assignment. I don't need a hand to write the report. i just need some guidance with the data provided on what variables to use in the regression to help calculate these two models: Stone's two-index model and Fama and French three factor model.

I need to analyse the two bank stocks (in the excel K AND L )separately using both models.

I know it mentions the variables in the question but i'm just not sure how to get to those variable figures from the data provided.

If you can help me out in the excel data file provided that would be greatly appreciated.

ACFI3190 Financial Institutions Risk Management Group Assignment Semester 2, 2017 Course Coordinator: Md Safiullah Weight: 50% Total Marks: 60 Due time and date: 1pm, Friday, 20 October, 2017 Assignment Topic You are a research analyst in a financial institution. You need to write a research report on the sensitivity of the stock return of the financial institution to the change in the longterm interest rate using the Stone (1974) two-index model, and an extension of its using the Fama-French (1993) three-factor model. The following models can be used to estimate the empirical duration (that is, the sensitivity of the stock return of the financial institution/s to the change in the long-term interest rate). Stone (1974) two-index model: (1) ,t = 0 + 1 , + + , where , is stock return on the individual financial institution; , is return on the S&P/ASX All ordinaries Index; represents change in 10-year commonwealth government securities yield; and , is the random error term at month t. Extension of Stone (1974) two-index model using the Fama-French (1993) three-factor model: SMB + HML + + , (2) ,t = 0 + , + is the the difference between the returns on global portfolios of small Where stocks and large stocks; is the spread in returns between global portfolios of value stocks and growth stocks. Preparing the report The table below outlines the structure of the report and the marks allocation for each section. Section Cover sheet Title page ACFI3190 S2 2017 Contents Marks allocation Each group member has to fill in a cover sheet. All the cover sheets have to be attached to the assignment The title of the report 3 Group members' names and ID numbers Course code and title Class time Word count (includes Introduction, Body and Conclusion): 2000 maximum. Page 1 of 3 Executive summary This is a short summary of the whole report. It summarises the report's purpose, findings, conclusions and recommendations. It is like an abstract or a synopsis and should be no more than one page. Table of contents This lists the main sections of the report as well as the second and third level headings with the page numbers on which each occurs. 1. Introduction The introduction usually includes: Brief background information Purpose Scope Outline of the report 2. Body 1. Literature review [5 marks] 2. Methodology (Hints: you should discuss the model, sources of data, variables etc.) [5 marks] 5 2 10 30 3. Findings (Hints: you should discuss the results from the model) [20 marks] 3. Conclusion 4. References Report format Total marks (Hints: you should discuss the implications) Please ensure to properly reference other people's work in your assignment. This includes in-text referencing and a reference list. The suggested reference style is APA 5th. Penalty marks apply for poorly formatted reports. [eg, missing the cover sheets, missing any section of the report, no headings, no page number etc.] 5 5 [in-text reference and reference list] Up to 10 60 Additional information To assist you in preparing the report, I have provided all relevant data in excel sheets (Data sources : Datastream and French Data Library) and a number of relevant research articles on Blackboard. You are encouraged to also search for additional articles besides the ones provided. You will also need to read the relevant textbook chapters (discussing interest rate risk, credit risk, market risk and liquidity risk) to form the background knowledge for the assignment. Each group should work on the assigned two firms for comparison purpose. ACFI3190 S2 2017 Page 2 of 3 Submission Instructions This assignment is marked out of 60 marks. It counts toward 30% of the total course mark. For every day of late submission, 10 marks will be deducted unless an extension is granted. Word limit: 2,000 words, excluding tables, figures and appendices. Submission: A soft copy in Lecture 11 and Online through Turnitin. Assignments submitted by other means will not be marked. Please ensure only one submission per group (have only one group member submit the assignment). ACFI3190 S2 2017 Page 3 of 3 1 2 3 4 5 6 Frequency M Name COMMONWEALTH BK.OF AUS. AUSWIDE BENDIGO &EAST GOSFFREMANTLE HOBSONS B Code A:CBAX(P) A:ABAX(P) A:BENX(P) NX:EGX(P) NX:FCX(P) NX:HOX(P) 12/31/1990 1/31/1991 2/28/1991 3/29/1991 4/30/1991 5/31/1991 6/28/1991 7/31/1991 8/30/1991 9/30/1991 6.7435 10/31/1991 7.4596 11/29/1991 7.3601 12/31/1991 7.8773 1/31/1992 7.2806 2/28/1992 7.3999 3/31/1992 7.3104 4/30/1992 7.5193 5/29/1992 7.6386 6/30/1992 7.1214 7/31/1992 7.1612 8/31/1992 6.823 9/30/1992 6.1169 10/30/1992 5.8284 11/30/1992 6.0273 12/31/1992 6.0273 1/29/1993 5.9677 2/26/1993 6.6937 3.1 3/31/1993 7.758 3.2812 4/30/1993 8.1359 3.1477 5/31/1993 8.2951 2.8329 6/30/1993 8.6432 2.728 7/30/1993 8.8918 2.8615 8/31/1993 9.5483 3.1477 9/30/1993 9.1504 3.1954 10/29/1993 10.0456 3.2621 11/30/1993 9.3692 3.4529 12/31/1993 9.4985 3.5769 1/31/1994 9.7074 3.5292 2/28/1994 9.1703 3.72 3/31/1994 8.2851 3.5292 4/29/1994 8.1857 3.2431 5/31/1994 8.0365 3.0141 6/30/1994 7.7281 2.976 7/29/1994 7.9768 3.1477 8/31/1994 9/30/1994 10/31/1994 11/30/1994 12/30/1994 1/31/1995 2/28/1995 3/31/1995 4/28/1995 5/31/1995 6/30/1995 7/31/1995 8/31/1995 9/29/1995 10/31/1995 11/30/1995 12/29/1995 1/31/1996 2/29/1996 3/29/1996 4/30/1996 5/31/1996 6/28/1996 7/31/1996 8/30/1996 9/30/1996 10/31/1996 11/29/1996 12/31/1996 1/31/1997 2/28/1997 3/31/1997 4/30/1997 5/30/1997 6/30/1997 7/31/1997 8/29/1997 9/30/1997 10/31/1997 11/28/1997 12/31/1997 1/30/1998 2/27/1998 3/31/1998 4/30/1998 5/29/1998 6/30/1998 7/31/1998 7.6088 7.3999 7.4099 7.3203 7.9072 8.2055 8.9614 8.9018 9.3593 9.1206 9.2797 9.2797 9.7571 10.1848 9.9461 10.4235 10.7517 11.637 10.7617 9.9362 10.3937 10.145 10.4036 10.3738 10.8413 11.5673 11.7861 11.9154 11.9751 12.6813 12.7509 12.6813 13.8549 14.0389 15.9138 16.5603 14.959 16.9482 16.2619 17.2575 17.5051 18.1517 18.1517 17.8662 18.3108 18.6987 18.7385 20.4392 2.2881 2.2881 2.0891 2.1389 2.0891 2.1886 2.2384 2.2384 2.2881 2.2583 2.308 2.3876 2.3876 2.3876 2.2881 2.3379 2.6363 2.7358 2.686 2.6363 2.686 2.5866 2.4373 2.4373 2.5866 2.6363 2.7358 2.7557 2.8651 3.0442 2.686 2.8353 2.7358 2.9845 3.0442 3.0342 3.0442 2.9845 2.9646 3.1536 3.1835 3.5715 3.4322 3.1835 3.3028 3.2332 3.2332 3.1095 2.8615 2.8234 2.6326 2.6231 2.8615 2.8138 3.1572 3.1 3.0428 3.1477 3.3385 3.4052 3.6246 3.3861 3.4338 3.5769 3.7677 3.8154 3.8154 3.5769 3.6246 3.5101 3.4338 3.6246 3.8154 3.968 3.9585 3.9966 3.9585 4.4831 4.4831 4.3877 4.2351 4.3877 4.3114 4.1588 4.2828 3.4338 3.1858 3.4338 3.9108 3.7391 3.8154 3.5769 3.4815 3.5769 3.9394 8/31/1998 9/30/1998 10/30/1998 11/30/1998 12/31/1998 1/29/1999 2/26/1999 3/31/1999 4/30/1999 5/31/1999 6/30/1999 7/30/1999 8/31/1999 9/30/1999 10/29/1999 11/30/1999 12/31/1999 1/31/2000 2/29/2000 3/31/2000 4/28/2000 5/31/2000 6/30/2000 7/31/2000 8/31/2000 9/29/2000 10/31/2000 11/30/2000 12/29/2000 1/31/2001 2/28/2001 3/30/2001 4/30/2001 5/31/2001 6/29/2001 7/31/2001 8/31/2001 9/28/2001 10/31/2001 11/30/2001 12/31/2001 1/31/2002 2/28/2002 3/29/2002 4/30/2002 5/31/2002 6/28/2002 7/31/2002 18.5545 19.8614 19.7828 21.8317 23.0382 23.7931 24.0696 25.7495 27.3667 25.0145 23.9204 23.99 24.5231 24.0199 25.5615 25.8002 26.0886 25.9593 24.8573 22.4185 25.9395 27.7308 27.5408 27.6462 27.5338 27.4513 28.5543 31.5222 30.7375 31.8276 30.0273 28.4459 28.6846 31.0319 33.966 29.341 29.1879 25.9593 29.6394 28.4459 29.7787 32.5636 32.1836 31.8673 32.673 33.3195 32.7525 31.002 3.273 3.2233 3.2332 3.2432 3.3327 3.4819 3.5814 3.2631 3.7306 3.6809 3.5814 3.651 3.7306 3.4819 3.5814 3.5317 3.5317 3.5416 3.462 3.3526 3.3824 3.2034 3.2332 3.3327 3.3327 3.1835 3.3028 3.3327 3.4421 3.5814 3.7804 3.5317 3.7306 3.7605 3.8997 3.9793 4.228 3.9793 4.3375 5.2229 5.3721 5.8496 5.77 5.77 5.77 5.5711 5.6904 5.6009 3.9108 4.3877 4.5893 5.0334 5.7243 5.9167 5.744 6.12 6.0134 6.277 6.119 6.0204 6.0204 5.9315 5.6651 5.3315 5.0531 4.9051 5.369 4.9979 5.0137 4.6781 4.8558 4.8064 4.8459 5.0531 5.0038 5.1716 5.3492 6.0894 6.119 5.9069 6.0204 6.0598 6.5178 6.5138 6.4645 6.0006 6.4645 6.9579 7.5501 8.0436 7.1849 6.9678 7.106 7.027 6.7112 6.9086 8/30/2002 9/30/2002 10/31/2002 11/29/2002 12/31/2002 1/31/2003 2/28/2003 3/31/2003 4/30/2003 5/30/2003 6/30/2003 7/31/2003 8/29/2003 9/30/2003 10/31/2003 11/28/2003 12/31/2003 1/30/2004 2/27/2004 3/31/2004 4/30/2004 5/31/2004 6/30/2004 7/30/2004 8/31/2004 9/30/2004 10/29/2004 11/30/2004 12/31/2004 1/31/2005 2/28/2005 3/31/2005 4/29/2005 5/31/2005 6/30/2005 7/29/2005 8/31/2005 9/30/2005 10/31/2005 11/30/2005 12/30/2005 1/31/2006 2/28/2006 3/31/2006 4/28/2006 5/31/2006 6/30/2006 7/31/2006 30.7036 29.9776 30.2362 27.0037 26.8545 25.7704 24.4077 25.9096 27.0733 28.0878 29.3907 29.6891 27.8988 27.5507 27.3518 27.4513 29.2913 30.3456 31.5093 33.1205 31.0816 32.3746 32.4044 31.0518 30.0372 30.0273 31.927 31.2407 31.927 33.3394 36.0348 34.7716 36.1442 36.8503 37.7455 38.8495 37.1985 38.203 38.6705 41.5747 42.5196 44.4094 44.6083 45.0559 46.7467 42.9473 44.1707 44.5586 6.3669 5.8695 5.77 6.0685 6.2674 6.3669 5.969 5.969 6.2674 6.3669 6.5162 6.5162 6.9539 6.6256 6.6654 6.7649 6.6156 6.7947 6.8643 6.6853 6.4664 6.4266 6.546 6.8146 6.7151 6.6654 6.5162 6.6654 6.6853 6.6156 7.0633 6.9638 6.7649 6.9638 7.2026 7.8094 8.1178 7.5607 8.854 9.0828 9.0032 8.7247 8.9535 9.1027 9.4609 9.053 10.3463 11.1421 7.6982 8.1028 8.0929 8.1225 7.7771 7.9449 7.3823 7.56 7.3626 7.8265 8.0633 8.014 8.8035 8.9812 8.6851 8.3002 8.7937 8.5272 9.8497 10.5011 9.8102 10.205 9.297 9.6326 9.9583 9.6227 9.9188 9.7214 9.9188 9.6918 9.672 9.376 9.3069 9.5635 9.7411 9.7115 10.6985 10.8564 11.3893 11.8433 11.567 12.4651 14.1034 14.0837 13.6692 12.5342 12.7316 12.1591 8/31/2006 9/29/2006 10/31/2006 11/30/2006 12/29/2006 1/31/2007 2/28/2007 3/30/2007 4/30/2007 5/31/2007 6/29/2007 7/31/2007 8/31/2007 9/28/2007 10/31/2007 11/30/2007 12/31/2007 1/31/2008 2/29/2008 3/31/2008 4/30/2008 5/30/2008 6/30/2008 7/31/2008 8/29/2008 9/30/2008 10/31/2008 11/28/2008 12/31/2008 1/30/2009 2/27/2009 3/31/2009 4/30/2009 5/29/2009 6/30/2009 7/31/2009 8/31/2009 9/30/2009 10/30/2009 11/30/2009 12/31/2009 1/29/2010 2/26/2010 3/31/2010 4/30/2010 5/31/2010 6/30/2010 7/30/2010 45.4736 45.5035 47.4429 47.1744 49.2134 49.7703 49.6908 49.9892 52.4757 55.1015 54.9523 53.9676 54.8528 56.0861 61.1686 59.3286 58.7815 49.1338 41.903 41.5847 44.6083 42.0919 39.9535 39.5358 42.1715 42.3903 40.0828 33.9063 28.7442 26.755 29.6394 34.5428 34.9208 34.9506 38.7898 42.5694 45.7521 51.4711 51.9684 52.5155 54.5544 52.9432 53.6294 55.9867 58.1947 51.0932 48.3779 52.2768 11.2914 11.0427 11.739 12.515 12.8334 12.0375 11.6495 11.938 12.7836 12.4852 11.938 12.3359 12.0872 12.0574 12.4354 12.4354 11.9678 11.2914 10.6945 9.053 9.9483 10.5154 9.4509 8.6352 9.252 8.5556 7.7398 6.6654 7.1 6.5 6.6 6 6 6.5 6.9 8.1 9.25 9.4 9 9.2 9.38 10.15 11 10.44 11.15 9.9 10.2 10.27 13.679 14.2613 14.4883 13.9159 13.7481 13.3237 13.1757 16.778 15.722 16.4819 15.0015 15.9391 14.893 13.5211 13.7876 17.084 14.5673 12.3368 9.978 11.7446 12.0703 13.9356 10.7873 10.659 11.4189 11.4485 13.0079 10.9551 10.8564 9.8694 6.346 8.0831 6.7704 6.0204 6.8593 8.0929 8.3 9.4 9.1 8.88 9.84 9.83 9.62 10 9.88 8.49 8.18 8.19 0.9 0.8 0.85 0.85 0.85 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.6 0.6 0.6 0.6 0.6 0.7 0.7 0.5 0.5 0.5 0.5 0.5 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 1.2 1.2 1.2 1.01 1.01 1.01 1.01 1.01 1.01 1.01 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.07 1.07 1.07 1.07 1.07 1.07 1.15 1.15 8/31/2010 9/30/2010 10/29/2010 11/30/2010 12/31/2010 1/31/2011 2/28/2011 3/31/2011 4/29/2011 5/31/2011 6/30/2011 7/29/2011 8/31/2011 9/30/2011 10/31/2011 11/30/2011 12/30/2011 1/31/2012 2/29/2012 3/30/2012 4/30/2012 5/31/2012 6/29/2012 7/31/2012 8/31/2012 9/28/2012 10/31/2012 11/30/2012 12/31/2012 1/31/2013 2/28/2013 3/29/2013 4/30/2013 5/31/2013 6/28/2013 7/31/2013 8/30/2013 9/30/2013 10/31/2013 11/29/2013 12/31/2013 1/31/2014 2/28/2014 3/31/2014 4/30/2014 5/30/2014 6/30/2014 7/31/2014 50.0289 50.8943 48.6365 48.0198 50.4964 52.1773 52.8238 52.1176 53.4206 50.3472 52.0182 49.0045 47.9601 45.3045 49.0045 47.1446 48.9548 50.387 49.1636 49.83 51.6899 49.1338 52.8139 57.22 54.445 55.4695 57.4388 59.3683 61.8449 64.1027 66.9075 67.6435 73.0542 66.4997 68.8072 73.8101 72.4475 70.8263 75.67 77.4007 77.3808 73.83 74.2577 77.0227 78.4748 81.1503 80.4442 83.2987 10.5 10.15 10.17 10.58 10.8 10.4 10.62 9.9 9.73 9.21 8.5 8.36 8.09 7.5 7.8 7.48 7.32 7.16 7.15 6.99 6.6 5.79 5.81 6.88 6.89 6.45 6.61 6.2 6.2 6.65 6.02 5.43 5.6 6 5.25 5.2 5 4.94 5.85 5.84 5.62 5.78 5.7 6.05 5.98 5.57 5.5 5.6 8.43 9.15 9.05 9.88 9.95 9.78 9.36 9.53 9.34 8.95 8.86 8.84 8.75 8.49 9.46 8.98 8.03 8.29 7.73 7.75 7.53 7.29 7.41 8.2 7.58 7.68 8.08 8.08 8.5 9.22 9.93 10.27 11.06 9.88 10.07 10.68 10.11 10.02 10.9 11.26 11.75 11.6 11.13 11.38 11.51 11.73 12.2 12.75 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.55 0.55 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.49 0.55 0.55 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.5 0.5 0.5 0.44 0.44 0.44 0.44 0.44 0.44 0.4 0.4 0.4 0.4 0.4 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.7 0.7 0.7 0.7 0.7 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.6 0.6 0.6 1.15 1.15 1.16 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 8/29/2014 9/30/2014 10/31/2014 11/28/2014 12/31/2014 1/30/2015 2/27/2015 3/31/2015 4/30/2015 5/29/2015 6/30/2015 7/31/2015 8/31/2015 9/30/2015 10/30/2015 11/30/2015 12/31/2015 1/29/2016 2/29/2016 3/31/2016 4/29/2016 5/31/2016 6/30/2016 7/29/2016 8/31/2016 9/30/2016 10/31/2016 11/30/2016 12/30/2016 1/31/2017 2/28/2017 3/31/2017 4/28/2017 5/31/2017 6/30/2017 7/31/2017 8/31/2017 80.8818 74.8843 80.0463 80.285 85.1885 88.8486 91.4247 92.8967 88.3911 84.6315 84.6713 87.0882 75.08 72.72 76.73 79.43 85.53 78.67 70.14 74.92 73.89 77.43 74.37 77.35 71.81 72.4 73.39 78.65 82.41 81.66 82.32 85.91 87.4 79.65 82.81 83.73 75.8 5.72 5.45 5.3 5.25 5.3 5.74 5.85 5.2 5.38 5.1 5.05 5.25 5.25 5.2 5.36 5.35 5.85 5.3 5.15 5.06 5.15 5.07 5.08 5.06 5.33 5.12 5.27 5.14 5.09 5.32 5.43 5.25 5.19 5.22 5.14 5.15 5.37 12.45 11.92 12.42 12.77 12.81 13.38 12.82 12.55 12.09 12.29 12.26 13.14 10.97 9.91 10.7 11.16 11.95 10.74 8.56 8.87 9.32 10.24 9.6 10.15 10.98 10.77 11.13 12.05 12.71 12.55 12.22 12.14 12.32 11.27 11.08 11.12 11.95 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.35 0.35 0.35 0.35 0.35 0.35 0.3 0.3 0.25 0.25 0.25 0.25 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.6 0.55 0.42 0.42 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.43 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 1.12 7 8 9 10 11 12 13 14 15 INVERLOCHLOGAN CMT MANDURAH ROCKINGHA SUNSHINE NATIONAL WESTPAC BAUS.AND NBANK OF QLND. NX:IAX(P) NX:LCX(P) NX:MDX(P)NX:RKX(P) NX:SSZ(P) A:NABX(P) A:WBCX(P)A:ANZX(P) A:BOQX(P) 4.8693 3.29 3.0936 2.371 5.4455 3.8548 3.2446 2.4092 5.8172 4.0927 3.3672 2.654 5.5642 4.0828 3.1785 2.7687 5.887 4.5683 3.6784 3.0211 6.3238 4.7071 3.3955 3.0211 6.3618 4.4197 3.4238 3.0976 6.6276 4.5981 3.6407 3.0287 6.5896 4.5584 3.5652 3.0593 6.8745 4.4296 3.6313 3.2888 7.5961 4.8062 3.9519 3.8241 7.4062 4.3999 4.2443 3.884 7.5771 4.5683 4.5367 4.279 7.2163 4.1422 3.9614 4.2132 7.0929 3.9837 3.9116 4.1967 6.9884 3.726 3.7299 3.9828 7.2923 4.0134 4.2464 3.9087 7.5961 3.4684 4.0647 3.9499 7.3208 3.4089 3.6725 4.0815 7.5961 3.2008 3.5673 4.2379 7.0644 2.94 3.0796 4.2132 6.8745 2.8307 2.7544 4.4025 6.5232 2.7215 2.6588 4.3509 6.8935 2.9797 2.6875 4.536 7.2163 3.2082 2.8692 4.7952 7.1309 2.9499 2.85 4.7952 7.7386 3.0592 3.223 4.9711 8.3178 3.0194 3.376 4.9989 8.5646 3.3075 3.2804 4.7119 9.3622 3.7048 3.5195 4.6749 9.4477 3.6849 3.5386 4.7212 9.837 3.9332 3.7682 4.7674 10.9764 4.1517 4.1699 4.7767 11.4702 3.9134 3.8638 4.86 12.0209 4.4994 4.1507 4.9433 11.3942 4.2213 4.4376 4.6101 11.717 4.5987 4.7246 4.5823 12.2298 5.4529 5.3462 5.0637 11.3372 5.0258 5.1549 5.0729 10.8055 4.5391 4.5428 4.86 11.2802 4.708 4.5142 4.6286 11.2233 4.6086 4.1125 4.4897 10.4067 4.4289 3.8447 4.3879 10.5966 4.6086 3.9308 4.3046 10.4257 9.799 10.1028 10.0079 9.818 9.875 10.3687 10.9384 11.2992 11.2613 10.5586 10.5206 10.8435 11.1093 10.6726 11.1473 11.4891 12.2867 11.9164 10.8245 10.8435 11.1568 11.2043 11.1473 11.7075 12.6286 13.1508 14.5276 14.0528 15.0498 15.4011 15.3347 16.664 17.8319 18.0123 18.5535 17.9458 20.1487 18.4681 18.3921 20.3481 19.1612 19.2752 20.4241 20.6994 21.0261 20.2247 21.7629 4.4199 4.1716 4.4894 4.1716 4.3107 4.4696 4.9662 4.847 5.0457 5.0755 5.0556 5.0159 4.9662 5.3238 5.3536 5.5423 5.9197 6.3865 6.1382 5.9793 6.1382 5.8105 5.5919 5.582 6.168 6.4958 7.1513 7.3003 7.1116 7.4493 7.2507 7.35 6.8633 7.0818 7.9161 8.6839 7.8367 8.6412 8.224 9.1279 9.7496 9.9324 10.1112 10.0516 10.2304 10.4787 9.7834 10.3396 3.7682 3.7395 3.7299 3.7873 4.0647 4.1125 4.5428 4.6002 4.8585 4.7819 4.7819 4.7915 5.1645 5.4227 5.2601 5.7383 6.0348 6.513 6.1496 5.8531 5.8148 5.5088 5.7575 6.1209 6.3217 6.9147 7.0486 7.7181 7.5842 7.6894 7.6894 7.7276 7.8328 8.5979 9.4682 10.262 9.3535 10.7881 9.4874 9.6021 9.6978 9.43 9.6595 9.6595 10.2362 10.8454 10.6542 10.2047 4.2676 4.1194 4.0361 3.7029 3.7954 3.7029 3.814 4.0454 3.888 3.7769 3.7492 4.1194 4.212 4.4434 4.3046 4.138 4.4249 4.2305 4.462 4.5916 4.8137 5.1285 5.184 4.9989 4.9804 5.1377 5.184 5.2303 5.0729 5.0452 5.4154 5.6932 5.795 6.3041 4.7582 5.0174 4.7212 4.786 4.7674 4.86 4.86 5.1655 5.184 5.1007 5.0914 4.6286 4.1194 5.508 20.5314 19.3597 20.1297 22.6175 23.3581 25.3416 25.4945 27.2036 27.9348 24.1737 23.7379 22.2187 22.494 21.2986 22.9783 21.554 22.1237 20.7289 20.3196 20.1107 22.2756 24.7814 26.4896 23.51 24.1177 24.2193 25.447 28.3184 27.3556 27.9917 28.5709 27.1561 28.5804 30.8118 33.2824 30.7548 31.5239 24.3646 29.0267 29.9924 30.2516 32.8532 33.9832 32.445 32.9957 34.3535 33.6129 31.7328 9.2371 9.2232 9.6642 10.5482 10.8462 10.9256 10.575 11.4223 11.458 10.6138 9.7337 9.8688 9.4358 9.3891 9.994 10.5134 10.436 10.5701 10.3297 10.2433 10.8561 11.8692 11.9685 12.1831 12.5635 12.6638 13.0849 13.9054 13.1048 13.9481 13.955 12.5645 12.9916 13.806 14.3603 13.6173 13.812 13.2002 14.7 14.834 15.6485 15.6932 16.4163 15.5045 16.1302 16.4381 16.1302 15.1469 8.4468 8.6238 8.751 10.0516 10.2142 10.0105 9.9464 10.9506 11.448 10.8263 10.6245 10.3099 9.7456 9.803 9.8977 10.8168 10.5977 10.0899 9.5734 9.9464 11.3236 11.6115 12.2513 12.4426 12.4617 12.7008 13.6285 14.365 13.7529 14.2913 14.7953 13.179 13.399 14.6041 16.1668 14.9101 16.1534 15.2831 17.062 16.0759 17.0323 16.9759 17.6454 16.995 18.1523 18.6496 18.4487 17.1576 5.0914 5.3136 5.3692 5.4895 5.545 5.3784 5.2766 5.5821 5.6469 5.5265 5.3692 5.3692 5.1933 4.9341 4.9989 5.0822 4.6749 4.5638 4.7304 4.86 4.6841 4.7212 4.8415 4.823 4.9804 4.9989 5.2673 5.3044 5.4525 5.8783 5.7024 5.4497 5.832 6.1282 6.1282 6.2023 6.0634 5.2396 5.8135 5.832 6.1838 6.2208 6.4717 6.5911 6.5541 6.6466 6.9614 6.6096 32.9007 31.7898 32.6349 31.0966 30.1471 30.0997 27.441 30.337 30.8593 31.429 31.8088 31.0017 29.5204 29.2451 29.0457 27.46 28.438 29.0172 29.34 29.435 27.9822 28.6754 28.3336 25.3236 25.3046 25.6179 26.8428 26.6434 27.3651 28.1342 27.3461 26.9188 27.6784 29.8623 29.2071 29.6724 29.7293 31.3815 31.334 30.8213 30.7643 32.1696 34.8282 35.7968 35.7113 33.3185 33.385 34.0876 15.0178 13.7564 14.104 14.1338 13.657 14.0543 13.955 14.9781 15.8024 16.1898 16.1401 16.4977 15.5442 16.0905 16.0408 15.1966 15.8819 16.448 16.7361 17.4313 17.3519 17.2228 17.481 16.7361 16.7361 17.6101 18.7523 18.4147 19.3582 19.0702 18.9808 18.9014 19.3185 19.5072 19.8151 19.6165 19.6065 20.9574 20.6097 22.2883 22.5962 23.1127 23.4504 23.659 24.9303 22.7849 23.1226 21.8513 18.1331 16.8802 18.0088 17.9705 16.5933 16.4881 15.7039 17.148 17.8366 17.7219 17.7984 17.4541 16.7559 17.1672 17.8 16.82 17.68 17.56 17.99 18.96 18.57 18.05 18.28 18.06 18.35 19.02 20.4 20.05 20.59 20.59 21.37 20.62 21.57 21.45 21.75 21.46 22.16 24 23.55 23.91 23.95 24.9 25.72 26.5 27.95 26.45 26.59 25.25 6.9706 6.6189 6.4985 6.4337 6.4708 6.4522 6.517 6.8503 7.3872 8.0445 7.8686 7.8778 8.5028 8.333 9.1917 8.8709 9.3239 9.5787 10.428 11.1358 9.3805 9.0124 9.1446 9.0974 9.1729 9.7202 10.1921 10.0505 10.4469 9.8146 9.5315 9.6919 10.428 10.3997 11.2962 11.2207 10.9942 11.6548 13.1648 13.9669 13.9197 14.5331 14.6275 15.2409 14.6275 13.0232 13.212 13.1553 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.55 0.55 0.7 0.7 0.55 0.55 0.55 0.55 0.55 0.65 0.65 0.7 0.7 0.7 0.7 0.6 0.59 0.59 0.65 0.65 0.65 0.65 0.5 0.65 0.7 0.7 0.7 0.7 0.7 0.5 0.5 0.5 0.5 0.5 0.95 0.95 0.95 0.95 0.95 0.95 0.95 0.95 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 1 1 1 1 1 1 1 1 1 1 1 1 0.8 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 1.03 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.6 0.6 0.57 0.57 0.6 0.55 0.55 0.9 0.9 0.7 1 1 1 1 0.95 0.8 0.95 0.95 0.95 0.95 0.95 0.95 0.95 0.55 0.55 0.75 0.74 0.75 0.75 0.85 0.8 0.81 0.79 0.9 0.9 34.4864 34.8472 36.2525 37.202 38.3604 38.3794 38.3224 38.3604 40.8292 40.3924 38.9491 36.4234 37.9237 37.7053 40.9241 36.3665 35.8822 32.8532 27.3935 28.6279 28.6849 29.7293 25.1622 23.453 23.2631 23.0352 22.7789 18.9903 19.8164 17.9743 16.9773 19.0853 19.5885 20.9083 21.3071 23.1017 27.0422 29.2071 28.343 27.1751 26.0167 25.0387 24.1557 26.1307 26.5864 23.3866 22.1047 23.8613 23.212 22.5565 23.7881 24.235 24.0761 24.9005 25.2879 26.1719 26.8671 25.8838 25.4865 26.0229 27.0161 28.3073 30.3335 28.1385 27.7312 25.4071 23.1623 23.5894 24.3244 23.0928 19.8648 21.4043 23.3908 21.3348 20.1429 17.7691 16.8553 15.5343 16.7758 18.9609 19.0702 18.7424 20.1131 21.5434 24.2052 26.0725 26.1917 23.9768 25.129 23.6987 25.9533 27.6518 27.0161 22.7948 21.0865 23.8278 27.25 26.86 29.04 28.45 28.21 29.11 29.3 29.7 30.6 28.84 28.99 28.3 28.99 29.7 30.1 28.16 27.46 26.01 22 22.55 21.9 21.68 18.72 16.25 16.61 18.75 17.36 14.8 15.29 13.27 13.31 15.75 15.9 15.9 16.49 18.53 21.29 24.39 23.06 22.15 22.88 21.73 23.14 25.36 24.2 22.31 21.61 23.05 14.4293 14.5992 15.4485 14.5237 14.6936 14.2595 14.1934 16.345 17.3643 17.8361 16.3828 16.6376 17.5153 16.2129 18.1004 17.185 16.798 13.9292 13.212 15.524 15.307 15.0333 12.2682 13.7593 14.9673 12.4098 12.5702 9.2012 9.3805 6.9835 6.5588 7.9649 8.031 7.3138 8.5689 10.6167 11.1222 11.3895 11.7905 10.6353 10.9885 10.5016 10.3775 11.2558 12.0769 10.5589 9.9956 9.9097 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.95 0.95 0.95 0.95 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.5 0.5 0.6 0.65 0.65 0.55 0.55 0.55 0.5 0.5 0.5 0.5 0.5 0.6 0.6 0.6 0.6 0.5 0.5 0.5 0.5 0.5 1 1 1 1 0.55 0.55 0.55 0.55 0.6 0.6 0.6 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.8 0.8 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.81 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.71 0.71 0.71 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.9 0.9 1 1 1 0.8 0.9 0.9 0.9 0.91 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.85 0.8 0.8 0.8 0.85 0.85 0.8 0.9 0.9 0.9 0.85 0.85 0.85 0.86 0.85 0.85 0.9 0.9 0.9 0.9 0.94 0.94 0.925 0.93 0.96 0.9 0.9 0.9 0.9 0.9 22.0288 24.0607 24.1747 22.2661 22.5035 23.4151 24.4975 24.545 25.7129 25.1432 24.3266 22.7884 22.5225 21.2407 24.4026 22.2281 22.1807 22.646 22.475 23.3581 23.9563 21.3451 22.3516 23.7189 23.9373 24.2032 24.488 23.0732 23.7379 25.9787 28.6754 29.2831 32.2835 27.536 28.1816 29.6534 30.8118 32.5874 33.5274 32.8343 33.0716 31.5714 32.9862 33.6698 33.5179 31.7993 31.1251 33.5369 21.5533 23.0829 22.5465 21.2255 22.0598 22.8346 23.3709 24.1655 24.6721 21.9804 22.1095 20.282 20.4607 20.2025 22.1691 20.4309 19.8648 21.007 20.7587 21.742 22.5763 20.1528 20.9871 23.0432 24.6025 24.682 25.3375 25.3276 25.864 27.8504 30.562 30.552 33.5715 28.2477 28.6848 30.6812 31.1778 32.5087 34.0582 32.6577 32.1611 30.6613 33.2437 34.3264 34.8826 34.1873 33.651 34.376 22.59 23.68 24.81 22.66 23.35 23.67 24.13 23.81 24.23 22.13 22 20.83 20.29 19.52 21.68 19.9 20.53 21.41 21.95 23.26 23.91 20.9 22.03 23.54 24.82 24.75 25.45 24.36 25.05 26.58 28.72 28.53 31.84 27.54 28.58 29.76 29.69 30.78 33.84 31.9 32.23 30.13 32.14 33.06 34.47 33.49 33.34 33.97 9.3846 10.6926 9.9384 11.0744 9.9193 9.4419 9.4037 9.4706 9.3846 8.3536 7.7999 7.6853 7.1411 6.8643 8.0481 7.5421 6.9788 7.2366 7.0075 7.1684 7.3456 6.5973 6.5185 7.5327 7.4343 7.4638 7.4638 6.9124 7.2373 8.094 8.9605 9.5021 9.8762 8.6651 8.5765 9.3741 9.4528 10.6344 11.8948 11.9834 11.9736 11.2252 11.8062 12.653 12.26 12 12.19 12.54 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.9 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.6 0.75 0.75 0.75 0.75 0.75 0.55 0.55 0.55 0.55 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.4 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.75 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.7 0.91 0.91 0.91 0.91 0.91 0.95 0.99 0.99 0.99 0.95 0.99 1.02 1.02 0.95 0.95 0.9 0.9 0.9 0.9 0.9 0.9 0.91 0.91 0.91 0.9 0.9 0.9 0.91 0.91 0.91 0.9 0.95 0.95 0.95 0.9 1 1 33.423 30.8972 33.2236 30.9542 31.9037 33.8313 35.9866 36.6038 34.9137 33.0535 32.0807 33.4868 30.0197 28.8736 29.0373 28.3054 29.0855 26.6392 24.19 26.24 27.19 27.15 25.43 26.54 27.34 27.87 28 28.93 30.67 30.33 31.99 33.34 34 30.12 29.59 29.95 30.2 34.8031 31.9227 34.5449 32.33 32.9358 34.2271 37.7431 39.1138 36.2135 33.3331 31.9326 34.6243 30.8898 29.4992 31.38 32.15 33.56 30.85 28.75 30.35 31.05 30.7 29.4 31.09 29.46 29.51 30.47 31.27 32.6 31.71 33.7 35.06 35.06 30.5 30.51 31.82 31.27 33.43 30.92 33.5 31.92 32.09 33 35.34 36.64 33.99 33.19 32.2 32.68 27.93 27.08 27.21 27.15 27.93 24.18 22.4 23.46 24.27 25.48 24.12 25.84 26.9 27.63 27.85 28.41 30.42 29.29 30.9 31.82 32.76 28.01 28.72 29.63 29.4 12.58 11.64 12.61 12.32 12.18 12.51 13.96 13.79 13.02 13.25 12.77 13.75 12.67 11.61 13.07 13.66 13.94 13.09 10.55 12.12 11.25 11.63 10.59 10.56 10.55 11.37 10.46 11.24 11.87 11.97 11.85 12.16 11.97 11.16 11.45 12.05 12.59 Start 12/31/1990 End 8/31/2017 Frequency M Name ASX ALL ORDINARY DS-CALC. - PRICE INDEX Code ASXAORZ(PI) 12/31/1990 358.07 1/31/1991 372.93 2/28/1991 397.01 3/29/1991 406.47 4/30/1991 436.89 5/31/1991 435.54 6/28/1991 437.47 7/31/1991 455.95 8/30/1991 449.34 9/30/1991 457.44 10/31/1991 493.72 11/29/1991 472.56 12/31/1991 487.02 1/31/1992 476.31 2/28/1992 476.71 3/31/1992 468.04 4/30/1992 489.47 5/29/1992 496.53 6/30/1992 485.76 7/31/1992 479.8 8/31/1992 460.61 9/30/1992 442.86 10/30/1992 426.96 11/30/1992 439.53 12/31/1992 469.71 1/29/1993 461.24 2/26/1993 487.01 3/31/1993 500.14 4/30/1993 501.8 5/31/1993 512.66 6/30/1993 513.89 7/30/1993 542.34 8/31/1993 581.87 9/30/1993 590.15 10/29/1993 636.43 11/30/1993 600.03 12/31/1993 644.25 1/31/1994 684.9 2/28/1994 654.82 3/31/1994 610.25 4/29/1994 615.36 5/31/1994 614.85 6/30/1994 588.17 7/29/1994 8/31/1994 9/30/1994 10/31/1994 11/30/1994 12/30/1994 1/31/1995 2/28/1995 3/31/1995 4/28/1995 5/31/1995 6/30/1995 7/31/1995 8/31/1995 9/29/1995 10/31/1995 11/30/1995 12/29/1995 1/31/1996 2/29/1996 3/29/1996 4/30/1996 5/31/1996 6/28/1996 7/31/1996 8/30/1996 9/30/1996 10/31/1996 11/29/1996 12/31/1996 1/31/1997 2/28/1997 3/31/1997 4/30/1997 5/30/1997 6/30/1997 7/31/1997 8/29/1997 9/30/1997 10/31/1997 11/28/1997 12/31/1997 1/30/1998 2/27/1998 3/31/1998 4/30/1998 5/29/1998 6/30/1998 607.14 626.3 599.8 610.81 568.59 576.69 558.72 590.57 590.52 631.55 624.88 619.71 645.33 650.45 650.12 634.77 660.08 673.38 697.16 697.59 677.25 701.08 686.35 683.08 667.47 693.55 703.83 724.36 738.3 747.52 748.22 751.19 743.47 767.7 807.22 848.61 854.08 809.53 867.18 780.57 791.89 843.47 855.97 883.7 898.53 896.03 890.25 877.88 7/31/1998 8/31/1998 9/30/1998 10/30/1998 11/30/1998 12/31/1998 1/29/1999 2/26/1999 3/31/1999 4/30/1999 5/31/1999 6/30/1999 7/30/1999 8/31/1999 9/30/1999 10/29/1999 11/30/1999 12/31/1999 1/31/2000 2/29/2000 3/31/2000 4/28/2000 5/31/2000 6/30/2000 7/31/2000 8/31/2000 9/29/2000 10/31/2000 11/30/2000 12/29/2000 1/31/2001 2/28/2001 3/30/2001 4/30/2001 5/31/2001 6/29/2001 7/31/2001 8/31/2001 9/28/2001 10/31/2001 11/30/2001 12/31/2001 1/31/2002 2/28/2002 3/29/2002 4/30/2002 5/31/2002 6/28/2002 901.42 836.21 865.43 919.97 972.91 997.47 1043.34 1034.75 1063.8 1106.19 1036.34 1071.53 1082.07 1056.43 1029.32 1035.49 1101.03 1120.77 1097.32 1109.74 1111.41 1104.52 1083.68 1158.46 1142.89 1149.58 1149.53 1136.12 1141.99 1123.35 1175.98 1164.81 1110.74 1176.14 1191.47 1214.42 1158.89 1136.49 1063.28 1125.59 1161.53 1188.97 1203.1 1184.1 1185.78 1160.02 1162.72 1106.06 7/31/2002 8/30/2002 9/30/2002 10/31/2002 11/29/2002 12/31/2002 1/31/2003 2/28/2003 3/31/2003 4/30/2003 5/30/2003 6/30/2003 7/31/2003 8/29/2003 9/30/2003 10/31/2003 11/28/2003 12/31/2003 1/30/2004 2/27/2004 3/31/2004 4/30/2004 5/31/2004 6/30/2004 7/30/2004 8/31/2004 9/30/2004 10/29/2004 11/30/2004 12/31/2004 1/31/2005 2/28/2005 3/31/2005 4/29/2005 5/31/2005 6/30/2005 7/29/2005 8/31/2005 9/30/2005 10/31/2005 11/30/2005 12/30/2005 1/31/2006 2/28/2006 3/31/2006 4/28/2006 5/31/2006 6/30/2006 1067.24 1082.84 1033.92 1056.33 1061.24 1041.96 1030.28 973.02 996.79 1038.65 1045.2 1050.43 1090.16 1126.46 1113.32 1147.68 1122.57 1156.33 1154.48 1186.35 1200.37 1203.13 1217.02 1246.3 1249.55 1254.94 1291.66 1330.26 1381.77 1417.02 1437.43 1457.03 1436.45 1377.04 1426.29 1476.39 1514.94 1515.19 1559.23 1490.24 1540.31 1573.4 1638.71 1638.91 1706.11 1746.55 1665.87 1686.15 7/31/2006 8/31/2006 9/29/2006 10/31/2006 11/30/2006 12/29/2006 1/31/2007 2/28/2007 3/30/2007 4/30/2007 5/31/2007 6/29/2007 7/31/2007 8/31/2007 9/28/2007 10/31/2007 11/30/2007 12/31/2007 1/31/2008 2/29/2008 3/31/2008 4/30/2008 5/30/2008 6/30/2008 7/31/2008 8/29/2008 9/30/2008 10/31/2008 11/28/2008 12/31/2008 1/30/2009 2/27/2009 3/31/2009 4/30/2009 5/29/2009 6/30/2009 7/31/2009 8/31/2009 9/30/2009 10/30/2009 11/30/2009 12/31/2009 1/29/2010 2/26/2010 3/31/2010 4/30/2010 5/31/2010 6/30/2010 1661.76 1695.39 1694.61 1778.46 1815.72 1891.5 1935.21 1956.65 2007.93 2065.42 2102.25 2078.16 2039.89 2049.3 2152.38 2212.79 2158.15 2073.6 1893.3 1881.49 1798.53 1872.39 1905.09 1764.13 1676.63 1729.02 1542.01 1331.05 1237.34 1243.9 1195.79 1135.55 1212.6 1269.04 1299.64 1335.67 1432.69 1505.23 1546.07 1515.07 1543.54 1595.96 1503.97 1520.39 1599.11 1583.26 1469.28 1429.99 7/30/2010 8/31/2010 9/30/2010 10/29/2010 11/30/2010 12/31/2010 1/31/2011 2/28/2011 3/31/2011 4/29/2011 5/31/2011 6/30/2011 7/29/2011 8/31/2011 9/30/2011 10/31/2011 11/30/2011 12/30/2011 1/31/2012 2/29/2012 3/30/2012 4/30/2012 5/31/2012 6/29/2012 7/31/2012 8/31/2012 9/28/2012 10/31/2012 11/30/2012 12/31/2012 1/31/2013 2/28/2013 3/29/2013 4/30/2013 5/31/2013 6/28/2013 7/31/2013 8/30/2013 9/30/2013 10/31/2013 11/29/2013 12/31/2013 1/31/2014 2/28/2014 3/31/2014 4/30/2014 5/30/2014 6/30/2014 1482.36 1462.78 1522.53 1551.19 1534.11 1585.54 1585.42 1607.39 1607.59 1599.84 1563.75 1517.15 1471.68 1431.86 1340.95 1428.06 1370.69 1344.1 1410.21 1430 1438.87 1452.89 1351.16 1352.62 1401.78 1415.65 1437.84 1477.33 1472.68 1517.43 1593.68 1660.67 1617.68 1680.72 1602.38 1561.34 1646.66 1671.98 1703.29 1767.91 1731.6 1742.99 1696.02 1764.44 1760.08 1782.36 1783.43 1754.42 7/31/2014 8/29/2014 9/30/2014 10/31/2014 11/28/2014 12/31/2014 1/30/2015 2/27/2015 3/31/2015 4/30/2015 5/29/2015 6/30/2015 7/31/2015 8/31/2015 9/30/2015 10/30/2015 11/30/2015 12/31/2015 1/29/2016 2/29/2016 3/31/2016 4/29/2016 5/31/2016 6/30/2016 7/29/2016 8/31/2016 9/30/2016 10/31/2016 11/30/2016 12/30/2016 1/31/2017 2/28/2017 3/31/2017 4/28/2017 5/31/2017 6/30/2017 7/31/2017 8/31/2017 1831.32 1831.16 1725.9 1792.69 1726.38 1757.84 1811.59 1924.82 1912.69 1882.86 1884.03 1777.89 1854.12 1705.29 1653.75 1729.14 1706.27 1745.65 1655.36 1623.31 1690.74 1746.84 1795.61 1752.69 1862.83 1826.53 1819.26 1775.27 1806.03 1875.71 1863.37 1889.39 1932.17 1948.38 1890.97 1892.37 1893.96 1879.32 Start 12/31/1990 End 8/31/2017 Frequency M Name AUSTRALIA BOND YIELD 10 Y - MIDDLE RATE Code ABND10Y 12/31/1990 12.07 1/31/1991 11.52 2/28/1991 11.53 3/29/1991 11.38 4/30/1991 10.98 5/31/1991 10.75 6/28/1991 11.17 7/31/1991 10.99 8/30/1991 10.67 9/30/1991 10.31 10/31/1991 9.82 11/29/1991 9.78 12/31/1991 9.39 1/31/1992 10.11 2/28/1992 10.04 3/31/1992 9.89 4/30/1992 9.43 5/29/1992 9.12 6/30/1992 8.9 7/31/1992 8.3 8/31/1992 8.97 9/30/1992 8.94 10/30/1992 8.86 11/30/1992 9.14 12/31/1992 8.94 1/29/1993 8.6 2/26/1993 7.98 3/31/1993 7.82 4/30/1993 7.55 5/31/1993 7.71 6/30/1993 7.37 7/30/1993 6.88 8/31/1993 6.64 9/30/1993 6.84 10/29/1993 6.49 11/30/1993 6.81 12/31/1993 6.68 1/31/1994 6.36 2/28/1994 7.05 3/31/1994 7.95 4/29/1994 8.44 5/31/1994 8.79 6/30/1994 9.63 7/29/1994 8/31/1994 9/30/1994 10/31/1994 11/30/1994 12/30/1994 1/31/1995 2/28/1995 3/31/1995 4/28/1995 5/31/1995 6/30/1995 7/31/1995 8/31/1995 9/29/1995 10/31/1995 11/30/1995 12/29/1995 1/31/1996 2/29/1996 3/29/1996 4/30/1996 5/31/1996 6/28/1996 7/31/1996 8/30/1996 9/30/1996 10/31/1996 11/29/1996 12/31/1996 1/31/1997 2/28/1997 3/31/1997 4/30/1997 5/30/1997 6/30/1997 7/31/1997 8/29/1997 9/30/1997 10/31/1997 11/28/1997 12/31/1997 1/30/1998 2/27/1998 3/31/1998 4/30/1998 5/29/1998 6/30/1998 9.57 9.36 10.33 10.51 10.47 10.04 10.4 9.85 9.83 9.69 8.94 9.21 9.42 8.98 8.57 8.78 8.17 8.18 8.01 8.59 8.88 8.72 8.85 8.88 8.3 8.07 7.79 7.38 7.17 7.37 7.41 7.68 8 7.83 7.48 7.05 6.37 6.56 6.13 5.96 6.2 6.05 5.9 5.98 5.75 5.89 5.38 5.58 7/31/1998 8/31/1998 9/30/1998 10/30/1998 11/30/1998 12/31/1998 1/29/1999 2/26/1999 3/31/1999 4/30/1999 5/31/1999 6/30/1999 7/30/1999 8/31/1999 9/30/1999 10/29/1999 11/30/1999 12/31/1999 1/31/2000 2/29/2000 3/31/2000 4/28/2000 5/31/2000 6/30/2000 7/31/2000 8/31/2000 9/29/2000 10/31/2000 11/30/2000 12/29/2000 1/31/2001 2/28/2001 3/30/2001 4/30/2001 5/31/2001 6/29/2001 7/31/2001 8/31/2001 9/28/2001 10/31/2001 11/30/2001 12/31/2001 1/31/2002 2/28/2002 3/29/2002 4/30/2002 5/31/2002 6/28/2002 5.53 5.91 5.08 4.94 5.03 5.01 5.02 5.55 5.49 5.51 6 6.27 6.24 6.35 6.3 6.63 6.64 6.96 7.16 6.65 6.36 6.39 6.27 6.16 6.25 6.28 6.2 6.175 5.765 5.46 5.325 5.225 5.275 5.78 6.025 6.04 6.075 5.535 5.515 5.205 5.605 6.005 6.005 5.945 6.32 6.095 6.195 5.985 7/31/2002 8/30/2002 9/30/2002 10/31/2002 11/29/2002 12/31/2002 1/31/2003 2/28/2003 3/31/2003 4/30/2003 5/30/2003 6/30/2003 7/31/2003 8/29/2003 9/30/2003 10/31/2003 11/28/2003 12/31/2003 1/30/2004 2/27/2004 3/31/2004 4/30/2004 5/31/2004 6/30/2004 7/30/2004 8/31/2004 9/30/2004 10/29/2004 11/30/2004 12/31/2004 1/31/2005 2/28/2005 3/31/2005 4/29/2005 5/31/2005 6/30/2005 7/29/2005 8/31/2005 9/30/2005 10/31/2005 11/30/2005 12/30/2005 1/31/2006 2/28/2006 3/31/2006 4/28/2006 5/31/2006 6/30/2006 5.86 5.685 5.335 5.575 5.7 5.16 5.175 5.065 5.33 5.28 4.865 5.005 5.425 5.485 5.375 5.76 5.945 5.595 5.825 5.545 5.49 5.94 5.85 5.865 5.845 5.535 5.47 5.385 5.225 5.33 5.4 5.565 5.67 5.35 5.15 5.105 5.125 5.055 5.36 5.475 5.375 5.2 5.35 5.29 5.41 5.7 5.71 5.785 7/31/2006 8/31/2006 9/29/2006 10/31/2006 11/30/2006 12/29/2006 1/31/2007 2/28/2007 3/30/2007 4/30/2007 5/31/2007 6/29/2007 7/31/2007 8/31/2007 9/28/2007 10/31/2007 11/30/2007 12/31/2007 1/31/2008 2/29/2008 3/31/2008 4/30/2008 5/30/2008 6/30/2008 7/31/2008 8/29/2008 9/30/2008 10/31/2008 11/28/2008 12/31/2008 1/30/2009 2/27/2009 3/31/2009 4/30/2009 5/29/2009 6/30/2009 7/31/2009 8/31/2009 9/30/2009 10/30/2009 11/30/2009 12/31/2009 1/29/2010 2/26/2010 3/31/2010 4/30/2010 5/31/2010 6/30/2010 5.835 5.665 5.505 5.66 5.59 5.885 5.935 5.685 5.88 5.875 6.015 6.255 6.03 5.92 6.155 6.175 5.995 6.325 6.085 6.21 6.04 6.29 6.53 6.45 6.225 5.75 5.395 5.175 4.58 3.985 4.1 4.4 4.41 4.57 5.275 5.515 5.595 5.405 5.355 5.54 5.23 5.645 5.38 5.43 5.76 5.71 5.375 5.095 7/30/2010 8/31/2010 9/30/2010 10/29/2010 11/30/2010 12/31/2010 1/31/2011 2/28/2011 3/31/2011 4/29/2011 5/31/2011 6/30/2011 7/29/2011 8/31/2011 9/30/2011 10/31/2011 11/30/2011 12/30/2011 1/31/2012 2/29/2012 3/30/2012 4/30/2012 5/31/2012 6/29/2012 7/31/2012 8/31/2012 9/28/2012 10/31/2012 11/30/2012 12/31/2012 1/31/2013 2/28/2013 3/29/2013 4/30/2013 5/31/2013 6/28/2013 7/31/2013 8/30/2013 9/30/2013 10/31/2013 11/29/2013 12/31/2013 1/31/2014 2/28/2014 3/31/2014 4/30/2014 5/30/2014 6/30/2014 5.195 4.765 4.96 5.205 5.405 5.51 5.485 5.465 5.45 5.395 5.21 5.21 4.805 4.37 4.215 4.51 3.93 3.67 3.715 3.97 4.08 3.67 2.92 3.035 3.01 3.01 2.905 3.055 3.09 3.27 3.445 3.345 3.42 3.09 3.355 3.755 3.72 3.895 3.81 3.935 4.125 4.23 3.995 4.015 4.08 3.945 3.655 3.54 7/31/2014 8/29/2014 9/30/2014 10/31/2014 11/28/2014 12/31/2014 1/30/2015 2/27/2015 3/31/2015 4/30/2015 5/29/2015 6/30/2015 7/31/2015 8/31/2015 9/30/2015 10/30/2015 11/30/2015 12/31/2015 1/29/2016 2/29/2016 3/31/2016 4/29/2016 5/31/2016 6/30/2016 7/29/2016 8/31/2016 9/30/2016 10/31/2016 11/30/2016 12/30/2016 1/31/2017 2/28/2017 3/31/2017 4/28/2017 5/31/2017 6/30/2017 7/31/2017 8/31/2017 3.505 3.295 3.48 3.285 3.025 2.81 2.44 2.46 2.315 2.645 2.725 3.005 2.755 2.66 2.605 2.61 2.855 2.88 2.635 2.4 2.485 2.515 2.3 1.98 1.875 1.825 1.905 2.305 2.67 2.76 2.715 2.72 2.695 2.575 2.385 2.595 2.625 2.63 This file was created using the 201707 Bloomberg database. SMB 199007 199008 199009 199010 199011 199012 199101 199102 199103 199104 199105 199106 199107 199108 199109 199110 199111 199112 199201 199202 199203 199204 199205 199206 199207 199208 199209 199210 199211 199212 199301 199302 199303 199304 199305 199306 199307 199308 199309 199310 199311 199312 HML 0.77 -1.59 1.24 -7.41 1.24 -0.78 -2.02 2.53 3.04 0.03 -0.61 1.37 -1.75 0.27 0.48 -0.14 0.86 -1.95 3.61 2.24 0.75 -1.76 0.24 0.61 -2.34 -2.57 -0.09 -0.49 -0.18 1.41 1.64 -1.17 0.37 0.67 4.45 -0.93 -1.51 0.94 1.87 -0.42 1.56 0.21 -0.25 0.57 0.74 -4.17 1.12 -1.64 0.44 0 -0.83 0.51 0.39 1.01 -0.54 -0.58 0 -1.42 -1.34 -2.69 3 1.88 2.45 2.59 0.68 0.93 -1.37 -1.65 -0.98 -0.36 -1.62 0.78 3.06 3.43 2.03 2.85 -1.46 0.4 1.37 1.06 0.32 -0.77 -0.17 2.29 199401 199402 199403 199404 199405 199406 199407 199408 199409 199410 199411 199412 199501 199502 199503 199504 199505 199506 199507 199508 199509 199510 199511 199512 199601 199602 199603 199604 199605 199606 199607 199608 199609 199610 199611 199612 199701 199702 199703 199704 199705 199706 199707 199708 199709 199710 199711 199712 0.5 1.42 0.79 -0.1 -1.43 -0.63 -0.39 0.05 1.84 -1.84 -0.35 -0.06 0.2 0.38 -1.97 -1.21 -0.13 2.04 0.7 2.16 -1.22 -1.59 -1.4 0.43 -0.07 1.28 0.4 3.52 2.24 -2.53 -2.02 1.29 -2.6 -0.7 -3.38 0.81 -0.12 -1.43 -1.13 -4.4 1.83 -1.64 -4.52 5.36 -2.13 0.8 -5.76 -3.61 3.16 0.57 1.74 1.15 1.33 1.28 0.62 -1.87 -0.32 -0.14 -0.31 -0.56 0.29 0.34 -1.33 0.08 0.49 -1.01 -1.93 -0.3 -1.29 -0.21 -0.32 0.86 0.66 -0.52 -0.07 -1.21 -0.57 1.44 3 -0.66 -0.92 2.09 1.74 1.09 0.15 2.08 2.46 -0.38 -1.68 0.85 -0.23 0.52 -0.45 1.15 -0.59 2.08 199801 199802 199803 199804 199805 199806 199807 199808 199809 199810 199811 199812 199901 199902 199903 199904 199905 199906 199907 199908 199909 199910 199911 199912 200001 200002 200003 200004 200005 200006 200007 200008 200009 200010 200011 200012 200101 200102 200103 200104 200105 200106 200107 200108 200109 200110 200111 200112 -0.27 0.09 -0.68 0.42 -0.95 -3.78 -3.33 -0.86 -0.29 -3.04 -0.49 -1.53 -0.11 -0.85 -0.86 2.51 2.97 3.12 1.93 1.25 2.16 -4.73 2.19 -1.05 5.59 10.4 -9.81 -5.22 -1.08 4.96 -2.3 0.17 -0.7 -5.55 -1.55 0.72 2.51 2.44 -0.88 -0.62 2.12 1.65 -3.18 2.2 -4.95 4.09 -0.68 0.25 -1.13 0.57 2.13 -0.18 1.79 -1.7 -1.03 -0.34 -3.08 1.41 -1.27 -3.23 -3.77 0.22 0.17 3.65 0.43 -1.65 0.95 -1.64 -2.01 -3.97 -9.39 -5.75 -1.94 -9.54 6.49 5.08 5.57 -1.42 5.65 -1.45 6.18 6.55 11.62 7.34 -3.64 11.65 7.06 -3.26 2.73 3.51 2.97 3.92 1.9 -5.12 -1.8 1.32 200201 200202 200203 200204 200205 200206 200207 200208 200209 200210 200211 200212 200301 200302 200303 200304 200305 200306 200307 200308 200309 200310 200311 200312 200401 200402 200403 200404 200405 200406 200407 200408 200409 200410 200411 200412 200501 200502 200503 200504 200505 200506 200507 200508 200509 200510 200511 200512 1.11 -0.22 1.39 3.78 0.15 2.06 -1.37 -1.53 2.85 -5.02 -0.05 1.88 1.87 0.46 0.45 -0.13 3.14 1.97 2.21 2.73 2.8 0.81 -0.13 -1.63 2.56 -0.01 3.79 -0.54 -1.6 2.23 -1.63 -0.71 1.27 0.47 2.1 0 2.06 0.41 -0.48 -0.94 -0.88 1.9 0.92 0.63 -0.31 -0.21 0.17 2.29 1.97 3.36 0.56 5.42 3.25 2.23 -0.01 1.67 0.94 -3.58 -0.54 3.45 0.81 1.7 -1.06 -0.71 0.61 0.79 1.51 1.31 0.02 2.49 0.25 0.96 1.84 0.67 0.24 -1.86 0.42 0.96 2.47 1.26 0.52 0.18 1.3 0.55 1.36 1.35 1.52 -0.04 -0.1 1.6 0.05 0.78 0.99 0.11 -0.6 -0.71 200601 200602 200603 200604 200605 200606 200607 200608 200609 200610 200611 200612 200701 200702 200703 200704 200705 200706 200707 200708 200709 200710 200711 200712 200801 200802 200803 200804 200805 200806 200807 200808 200809 200810 200811 200812 200901 200902 200903 200904 200905 200906 200907 200908 200909 200910 200911 200912 2.73 -0.72 1.99 0.38 -2.32 -1.62 -2.96 0.22 -1.46 0.49 0.36 -0.17 0.88 1.48 0.19 -0.95 -0.87 0.99 0.25 -3.54 -2.14 0.85 -3.49 -0.72 -1.15 2.17 -0.82 -2.78 1.7 1.29 -0.41 -0.46 -1.26 -2.78 -0.46 2.22 2.27 1.17 -1.36 1.68 1.64 2.78 -1.39 0.87 1.68 -0.39 -2.43 0.65 1.37 1.39 0.59 1.37 1.15 0 2.4 -0.78 0.52 -0.34 0.43 1.27 0.13 0.75 0.43 0.36 0.57 0.15 -0.94 -0.34 -1.49 -2.63 -0.65 0.56 2.67 -0.86 1.58 -0.38 -1.28 -1.12 2.02 0.18 2.34 0.01 -1.69 0.49 -4.6 -4.19 -0.04 2.68 -0.09 -1.63 4 4.79 0.39 -2.19 -1.44 0.79 201001 201002 201003 201004 201005 201006 201007 201008 201009 201010 201011 201012 201101 201102 201103 201104 201105 201106 201107 201108 201109 201110 201111 201112 201201 201202 201203 201204 201205 201206 201207 201208 201209 201210 201211 201212 201301 201302 201303 201304 201305 201306 201307 201308 201309 201310 201311 201312 2.64 -0.02 -0.18 3.9 0.07 0.3 -1.51 -0.15 1.59 -0.04 2.1 1.97 -1.59 0.19 1.45 -0.64 -0.52 -0.46 1.18 -0.66 -1.34 -1.97 -1.12 -0.49 2.13 -0.85 -0.37 0.23 -0.54 -1.59 -1.64 -0.21 1.11 -0.7 -1.19 1.29 0.03 0.32 0.69 -1.32 -0.63 0.44 0.01 1.29 2.04 -1.65 -0.21 -0.22 -0.1 0.14 3 0.77 -2.45 -2.76 1.4 -1.99 -1.63 -1.2 -0.67 1.92 2.72 0.46 -1.66 -1.83 -1.34 0.58 -2.17 -1.78 0.86 -1.92 -0.72 1.94 -1.09 -0.21 -0.03 -1.75 0.18 1.53 -1.05 0.74 1.26 2.18 0.03 3.52 2.11 -0.72 -2.01 1.05 1.01 -0.24 0.43 -0.69 -0.34 1.9 -0.17 -0.15 201401 201402 201403 201404 201405 201406 201407 201408 201409 201410 201411 201412 201501 201502 201503 201504 201505 201506 201507 201508 201509 201510 201511 201512 201601 201602 201603 201604 201605 201606 201607 201608 201609 201610 201611 201612 201701 201702 201703 201704 201705 201706 201707 2.72 -0.71 -0.46 -2.65 -1.12 2.09 -1.17 -0.47 -2.68 -0.17 -2.09 1.76 -0.03 -0.17 1.4 0.8 1.26 2.09 -3.07 1.38 -0.26 -2.32 1.77 0.97 -2.1 0.84 1.29 0.99 0 -0.48 1.34 0.34 2.25 -1.59 0.3 -0.45 0.33 -0.64 0.41 0.56 -0.46 1.64 -0.05 -0.04 0.03 2.72 1.07 -0.32 -0.11 0.21 -0.8 -0.86 -3.04 -2.14 -0.12 -2.44 -0.45 -0.86 2.15 -1.25 -0.68 -3.21 0.98 -0.93 0.27 -1.92 -1.68 0.79 -0.17 0.56 2.99 -2.04 -0.72 0.3 2.23 -1.26 4.26 4.32 2.74 -0.67 -1.77 -1.76 -1.49 -2.59 1.61 1 Group numFirm numbeFirm number 1 1 2 2 2 3 3 3 4 4 4 5 5 5 6 6 6 7 7 7 8 8 8 9 9 9 10 10 10 11 11 11 12 12 12 13 13 13 14 14 14 15 15 15 8