Accessible Version

Figure 1: Diebold−Li Country Level and Slope Factors

Level Factor

Percent

Date Global level factor Germany United Kingdom United States
1/6/1999 4.24 3.42 4.55 4.75
1/13/1999 4.20 3.36 4.45 4.78
1/20/1999 4.20 3.33 4.45 4.81
1/27/1999 4.14 3.29 4.41 4.72
2/3/1999 4.23 3.38 4.46 4.86
2/10/1999 4.27 3.42 4.48 4.93
2/17/1999 4.38 3.49 4.62 5.01
2/24/1999 4.40 3.47 4.53 5.20
3/3/1999 4.64 3.72 4.87 5.34
3/10/1999 4.53 3.61 4.78 5.21
3/17/1999 4.42 3.49 4.61 5.15
3/24/1999 4.45 3.53 4.64 5.17
3/31/1999 4.43 3.49 4.60 5.21
4/7/1999 4.36 3.40 4.58 5.11
4/14/1999 4.34 3.32 4.62 5.08
4/21/1999 4.36 3.30 4.67 5.10
4/28/1999 4.42 3.29 4.81 5.17
5/5/1999 4.51 3.36 4.90 5.27
5/12/1999 4.55 3.38 4.85 5.41
5/19/1999 4.66 3.47 5.00 5.51
5/26/1999 4.61 3.40 4.91 5.52
6/2/1999 4.83 3.63 5.13 5.73
6/9/1999 4.85 3.63 5.13 5.78
6/16/1999 4.86 3.70 5.06 5.82
6/23/1999 5.00 3.87 5.24 5.88
6/30/1999 4.95 3.93 5.22 5.69
7/7/1999 5.07 4.10 5.34 5.79
7/14/1999 4.96 4.01 5.22 5.65
7/21/1999 4.96 4.00 5.33 5.56
7/28/1999 5.07 4.07 5.43 5.71
8/4/1999 5.26 4.30 5.64 5.84
8/11/1999 5.35 4.38 5.65 6.01
8/18/1999 5.18 4.23 5.49 5.83
8/25/1999 5.09 4.18 5.39 5.69
9/1/1999 5.28 4.33 5.58 5.93
9/8/1999 5.36 4.40 5.79 5.88
9/15/1999 5.45 4.55 5.91 5.88
9/22/1999 5.41 4.47 5.88 5.86
9/29/1999 5.46 4.48 5.99 5.91
10/6/1999 5.55 4.63 6.04 5.99
10/13/1999 5.62 4.76 6.04 6.07
10/20/1999 5.71 4.90 6.11 6.12
10/27/1999 5.65 4.80 6.03 6.12
11/3/1999 5.45 4.65 5.77 5.94
11/10/1999 5.36 4.52 5.63 5.93
11/17/1999 5.36 4.51 5.60 5.98
11/24/1999 5.51 4.68 5.81 6.03
12/1/1999 5.51 4.62 5.78 6.12
12/8/1999 5.47 4.60 5.76 6.06
12/15/1999 5.47 4.58 5.68 6.16
12/22/1999 5.65 4.76 5.87 6.31
12/29/1999 5.65 4.80 5.87 6.30
1/5/2000 5.80 4.82 6.13 6.47
1/12/2000 5.84 4.83 6.15 6.54
1/19/2000 5.86 4.86 6.18 6.52
1/26/2000 5.82 4.85 6.11 6.49
2/2/2000 5.82 4.85 6.05 6.55
2/9/2000 5.87 4.92 6.09 6.60
2/16/2000 5.88 4.96 6.11 6.57
2/23/2000 5.77 4.87 5.92 6.52
3/1/2000 5.74 4.90 5.88 6.46
3/8/2000 5.72 4.89 5.81 6.46
3/15/2000 5.69 4.84 5.82 6.40
3/22/2000 5.62 4.76 5.78 6.32
3/29/2000 5.68 4.80 5.86 6.37
4/5/2000 5.49 4.65 5.71 6.12
4/12/2000 5.55 4.73 5.73 6.20
4/19/2000 5.58 4.80 5.77 6.17
4/26/2000 5.64 4.84 5.77 6.30
5/3/2000 5.74 4.99 5.68 6.55
5/10/2000 5.77 4.98 5.73 6.61
5/17/2000 5.88 5.13 5.85 6.66
5/24/2000 5.83 5.03 5.81 6.64
5/31/2000 5.70 4.97 5.66 6.47
6/7/2000 5.58 4.85 5.59 6.32
6/14/2000 5.58 4.91 5.59 6.25
6/21/2000 5.63 4.96 5.62 6.30
6/28/2000 5.64 5.01 5.62 6.29
7/5/2000 5.55 4.98 5.51 6.15
7/12/2000 5.59 5.05 5.52 6.21
7/19/2000 5.66 5.11 5.57 6.30
7/26/2000 5.57 5.01 5.53 6.16
8/2/2000 5.58 5.01 5.63 6.10
8/9/2000 5.54 5.01 5.58 6.04
8/16/2000 5.62 5.10 5.65 6.10
8/23/2000 5.59 5.11 5.65 6.01
8/30/2000 5.63 5.15 5.67 6.06
9/6/2000 5.56 5.10 5.62 5.95
9/13/2000 5.57 5.09 5.68 5.94
9/20/2000 5.58 5.07 5.65 6.01
9/27/2000 5.54 5.06 5.62 5.94
10/4/2000 5.51 5.02 5.52 5.98
10/11/2000 5.43 4.97 5.45 5.87
10/18/2000 5.39 4.98 5.41 5.77
10/25/2000 5.43 5.05 5.44 5.81
11/1/2000 5.43 5.01 5.44 5.84
11/8/2000 5.47 5.05 5.43 5.94
11/15/2000 5.37 4.98 5.33 5.81
11/22/2000 5.30 4.94 5.23 5.73
11/29/2000 5.23 4.88 5.18 5.65
12/6/2000 5.08 4.71 5.11 5.42
12/13/2000 5.07 4.71 5.12 5.39
12/20/2000 4.97 4.60 5.12 5.19
12/27/2000 4.95 4.59 5.08 5.19
1/3/2001 4.85 4.45 4.95 5.16
1/10/2001 4.86 4.52 5.02 5.03
1/17/2001 4.90 4.56 5.07 5.08
1/24/2001 4.94 4.58 5.09 5.16
1/31/2001 4.81 4.50 4.96 4.98
2/7/2001 4.82 4.48 4.96 5.02
2/14/2001 4.86 4.51 5.01 5.05
2/21/2001 4.88 4.57 5.02 5.04
2/28/2001 4.74 4.47 4.95 4.80
3/7/2001 4.75 4.48 4.96 4.80
3/14/2001 4.65 4.42 4.83 4.71
3/21/2001 4.57 4.35 4.75 4.60
3/28/2001 4.63 4.33 4.80 4.76
4/4/2001 4.61 4.38 4.82 4.63
4/11/2001 4.73 4.49 4.93 4.78
4/18/2001 4.78 4.55 5.03 4.76
4/25/2001 4.82 4.62 5.01 4.84
5/2/2001 4.87 4.71 5.04 4.87
5/9/2001 4.74 4.60 4.93 4.70
5/16/2001 4.87 4.63 5.04 4.93
5/23/2001 4.93 4.69 5.17 4.94
5/30/2001 4.97 4.67 5.21 5.02
6/6/2001 4.84 4.56 5.12 4.82
6/13/2001 4.91 4.63 5.30 4.80
6/20/2001 4.84 4.53 5.27 4.70
6/27/2001 4.83 4.49 5.23 4.78
7/4/2001 4.96 4.63 5.36 4.90
7/11/2001 4.84 4.56 5.17 4.79
7/18/2001 4.79 4.53 5.21 4.63
7/25/2001 4.79 4.50 5.18 4.68
8/1/2001 4.71 4.44 5.14 4.56
8/8/2001 4.64 4.43 4.98 4.52
8/15/2001 4.63 4.34 5.01 4.53
8/22/2001 4.60 4.35 4.99 4.46
8/29/2001 4.53 4.32 4.92 4.36
9/5/2001 4.65 4.40 5.03 4.52
9/12/2001 4.43 4.20 4.75 4.34
9/19/2001 4.27 4.12 4.77 3.91
9/26/2001 4.25 4.11 4.75 3.90
10/3/2001 4.15 3.97 4.67 3.80
10/10/2001 4.19 4.02 4.72 3.84
10/17/2001 4.17 4.00 4.68 3.83
10/24/2001 4.10 3.92 4.58 3.81
10/31/2001 3.90 3.77 4.40 3.53
11/7/2001 3.76 3.63 4.24 3.42
11/14/2001 3.99 3.84 4.39 3.75
11/21/2001 4.25 4.04 4.54 4.18
11/28/2001 4.27 4.08 4.57 4.18
12/5/2001 4.27 4.10 4.59 4.12
12/12/2001 4.29 4.09 4.63 4.15
12/19/2001 4.36 4.15 4.70 4.23
12/26/2001 4.44 4.20 4.72 4.39
1/2/2002 4.49 4.26 4.84 4.36
1/9/2002 4.45 4.27 4.85 4.22
1/16/2002 4.29 4.17 4.69 4.01
1/23/2002 4.36 4.24 4.65 4.19
1/30/2002 4.43 4.36 4.77 4.16
2/6/2002 4.34 4.25 4.67 4.11
2/13/2002 4.49 4.41 4.85 4.20
2/20/2002 4.41 4.36 4.76 4.09
2/27/2002 4.41 4.38 4.79 4.05
3/6/2002 4.58 4.53 4.95 4.27
3/13/2002 4.70 4.59 5.03 4.49
3/20/2002 4.78 4.63 5.08 4.64
3/27/2002 4.78 4.66 5.07 4.61
4/3/2002 4.75 4.64 5.08 4.52
4/10/2002 4.70 4.61 5.05 4.45
4/17/2002 4.68 4.60 5.04 4.41
4/24/2002 4.62 4.56 5.02 4.29
5/1/2002 4.57 4.54 4.95 4.24
5/8/2002 4.65 4.59 4.99 4.36
5/15/2002 4.73 4.71 5.10 4.37
5/22/2002 4.63 4.61 5.04 4.23
5/29/2002 4.62 4.61 5.04 4.21
6/5/2002 4.59 4.58 5.03 4.16
6/12/2002 4.53 4.53 5.00 4.07
6/19/2002 4.37 4.41 4.83 3.86
6/26/2002 4.33 4.35 4.80 3.83
7/3/2002 4.35 4.36 4.84 3.85
7/10/2002 4.31 4.35 4.86 3.72
7/17/2002 4.26 4.30 4.75 3.74
7/24/2002 4.08 4.14 4.57 3.51
7/31/2002 4.06 4.14 4.58 3.48
8/7/2002 3.86 3.95 4.37 3.25
8/14/2002 3.80 3.89 4.32 3.19
8/21/2002 3.96 4.10 4.50 3.28
8/28/2002 3.91 4.02 4.41 3.29
9/4/2002 3.71 3.85 4.24 3.05
9/11/2002 3.83 3.93 4.37 3.18
9/18/2002 3.65 3.75 4.20 3.01
9/25/2002 3.60 3.71 4.15 2.94
10/2/2002 3.57 3.72 4.16 2.82
10/9/2002 3.51 3.64 4.14 2.74
10/16/2002 3.82 3.93 4.39 3.14
10/23/2002 3.84 3.89 4.35 3.30
10/30/2002 3.68 3.83 4.27 2.95
11/6/2002 3.75 3.88 4.33 3.04
11/13/2002 3.59 3.70 4.22 2.86
11/20/2002 3.68 3.69 4.25 3.11
11/27/2002 3.83 3.80 4.40 3.29
12/4/2002 3.79 3.76 4.40 3.20
12/11/2002 3.63 3.62 4.27 3.01
12/18/2002 3.58 3.52 4.21 3.01
12/25/2002 3.55 3.53 4.20 2.91
1/1/2003 3.44 3.45 4.10 2.78
1/8/2003 3.51 3.45 4.12 2.95
1/15/2003 3.55 3.46 4.16 3.02
1/22/2003 3.42 3.34 4.04 2.88
1/29/2003 3.41 3.30 3.94 2.99
2/5/2003 3.40 3.28 3.93 2.98
2/12/2003 3.27 3.18 3.77 2.87
2/19/2003 3.25 3.15 3.79 2.82
2/26/2003 3.20 3.09 3.78 2.73
3/5/2003 3.12 3.06 3.70 2.59
3/12/2003 3.09 3.04 3.65 2.57
3/19/2003 3.49 3.43 4.12 2.92
3/26/2003 3.45 3.38 4.07 2.90
4/2/2003 3.37 3.29 3.98 2.85
4/9/2003 3.41 3.36 4.05 2.82
4/16/2003 3.43 3.37 4.05 2.88
4/23/2003 3.43 3.35 4.03 2.93
4/30/2003 3.33 3.26 3.94 2.78
5/7/2003 3.21 3.15 3.88 2.62
5/14/2003 3.14 3.07 3.89 2.47
5/21/2003 3.01 2.94 3.70 2.38
5/28/2003 3.05 2.98 3.77 2.39
6/4/2003 2.96 2.87 3.76 2.24
6/11/2003 2.82 2.70 3.59 2.18
6/18/2003 2.98 2.87 3.74 2.33
6/25/2003 2.96 2.82 3.72 2.33
7/2/2003 3.09 2.99 3.84 2.44
7/9/2003 3.17 3.04 3.89 2.57
7/16/2003 3.26 3.13 3.89 2.77
7/23/2003 3.31 3.12 3.91 2.89
7/30/2003 3.45 3.22 4.04 3.09
8/6/2003 3.54 3.32 4.17 3.12
8/13/2003 3.62 3.34 4.23 3.29
8/20/2003 3.62 3.37 4.28 3.21
8/27/2003 3.70 3.40 4.35 3.35
9/3/2003 3.81 3.54 4.49 3.39
9/10/2003 3.59 3.39 4.35 3.02
9/17/2003 3.56 3.32 4.41 2.94
9/24/2003 3.51 3.23 4.34 2.95
10/1/2003 3.38 3.12 4.25 2.75
10/8/2003 3.60 3.32 4.47 3.01
10/15/2003 3.75 3.46 4.63 3.15
10/22/2003 3.73 3.41 4.70 3.08
10/29/2003 3.79 3.46 4.82 3.08
11/5/2003 3.83 3.52 4.78 3.19
11/12/2003 3.88 3.60 4.79 3.27
11/19/2003 3.76 3.48 4.73 3.08
11/26/2003 3.80 3.54 4.74 3.12
12/3/2003 3.89 3.60 4.78 3.28
12/10/2003 3.76 3.49 4.65 3.14
12/17/2003 3.64 3.39 4.50 3.03
12/24/2003 3.64 3.38 4.50 3.04
12/31/2003 3.67 3.41 4.52 3.07
1/7/2004 3.66 3.35 4.58 3.07
1/14/2004 3.51 3.27 4.43 2.83
1/21/2004 3.55 3.26 4.50 2.89
1/28/2004 3.63 3.25 4.57 3.06
2/4/2004 3.63 3.30 4.60 3.00
2/11/2004 3.54 3.22 4.51 2.90
2/18/2004 3.53 3.17 4.52 2.90
2/25/2004 3.51 3.16 4.52 2.86
3/3/2004 3.60 3.23 4.64 2.92
3/10/2004 3.38 3.05 4.47 2.63
3/17/2004 3.36 3.01 4.47 2.61
3/24/2004 3.36 2.96 4.50 2.62
3/31/2004 3.44 3.01 4.57 2.72
4/7/2004 3.63 3.15 4.70 3.04
4/14/2004 3.77 3.27 4.77 3.27
4/21/2004 3.80 3.27 4.76 3.36
4/28/2004 3.85 3.32 4.80 3.43
5/5/2004 3.85 3.29 4.75 3.51
5/12/2004 4.04 3.44 4.92 3.74
5/19/2004 4.06 3.46 5.00 3.72
5/26/2004 4.01 3.41 4.99 3.63
6/2/2004 4.09 3.47 5.10 3.71
6/9/2004 4.15 3.50 5.13 3.81
6/16/2004 4.13 3.52 5.10 3.79
6/23/2004 4.09 3.50 5.04 3.74
6/30/2004 4.04 3.45 4.99 3.66
7/7/2004 3.95 3.37 4.96 3.53
7/14/2004 3.98 3.40 5.01 3.55
7/21/2004 4.01 3.43 5.03 3.59
7/28/2004 4.08 3.46 5.11 3.69
8/4/2004 3.97 3.34 5.04 3.54
8/11/2004 3.86 3.26 4.93 3.40
8/18/2004 3.82 3.25 4.89 3.33
8/25/2004 3.84 3.25 4.90 3.38
9/1/2004 3.77 3.22 4.83 3.25
9/8/2004 3.84 3.34 4.87 3.32
9/15/2004 3.81 3.29 4.83 3.32
9/22/2004 3.72 3.22 4.75 3.20
9/29/2004 3.76 3.23 4.73 3.32
10/6/2004 3.79 3.22 4.72 3.43
10/13/2004 3.69 3.14 4.64 3.28
10/20/2004 3.63 3.09 4.58 3.23
10/27/2004 3.68 3.09 4.60 3.33
11/3/2004 3.71 3.13 4.68 3.31
11/10/2004 3.75 3.12 4.64 3.49
11/17/2004 3.69 3.05 4.56 3.45
11/24/2004 3.70 3.02 4.53 3.55
12/1/2004 3.73 2.99 4.52 3.66
12/8/2004 3.61 2.91 4.45 3.48
12/15/2004 3.56 2.85 4.39 3.45
12/22/2004 3.64 2.96 4.41 3.56
12/29/2004 3.73 3.03 4.49 3.66
1/5/2005 3.71 2.99 4.45 3.69
1/12/2005 3.68 2.94 4.42 3.67
1/19/2005 3.68 2.88 4.48 3.67
1/26/2005 3.70 2.92 4.50 3.67
2/2/2005 3.69 2.92 4.50 3.67
2/9/2005 3.62 2.86 4.46 3.55
2/16/2005 3.73 2.93 4.53 3.72
2/23/2005 3.84 3.03 4.67 3.81
3/2/2005 3.93 3.08 4.78 3.92
3/9/2005 3.97 3.05 4.79 4.05
3/16/2005 3.93 3.01 4.72 4.07
3/23/2005 4.00 3.08 4.75 4.18
3/30/2005 3.95 3.03 4.67 4.15
4/6/2005 3.86 2.94 4.62 4.01
4/13/2005 3.81 2.88 4.59 3.97
4/20/2005 3.73 2.82 4.55 3.81
4/27/2005 3.72 2.79 4.51 3.87
5/4/2005 3.70 2.77 4.49 3.83
5/11/2005 3.65 2.71 4.38 3.86
5/18/2005 3.58 2.70 4.30 3.75
5/25/2005 3.57 2.68 4.27 3.77
6/1/2005 3.48 2.60 4.21 3.62
6/8/2005 3.47 2.52 4.18 3.70
6/15/2005 3.62 2.66 4.34 3.85
6/22/2005 3.48 2.52 4.20 3.70
6/29/2005 3.49 2.55 4.15 3.75
7/6/2005 3.56 2.62 4.20 3.86
7/13/2005 3.60 2.65 4.20 3.94
7/20/2005 3.62 2.70 4.22 3.96
7/27/2005 3.64 2.64 4.21 4.06
8/3/2005 3.71 2.73 4.30 4.10
8/10/2005 3.76 2.77 4.33 4.19
8/17/2005 3.67 2.66 4.25 4.11
8/24/2005 3.62 2.63 4.19 4.04
8/31/2005 3.52 2.58 4.11 3.87
9/7/2005 3.55 2.56 4.16 3.94
9/14/2005 3.57 2.58 4.15 3.97
9/21/2005 3.56 2.54 4.12 4.02
9/28/2005 3.66 2.66 4.22 4.11
10/5/2005 3.71 2.71 4.20 4.23
10/12/2005 3.77 2.76 4.24 4.30
10/19/2005 3.80 2.79 4.29 4.32
10/26/2005 3.91 2.90 4.36 4.46
11/2/2005 3.95 3.00 4.37 4.49
11/9/2005 4.00 3.08 4.39 4.54
11/16/2005 3.88 2.98 4.22 4.43
11/23/2005 3.89 3.05 4.23 4.38
11/30/2005 3.89 3.04 4.23 4.42
12/7/2005 3.90 2.99 4.29 4.44
12/14/2005 3.89 3.00 4.29 4.37
12/21/2005 3.90 3.05 4.22 4.42
12/28/2005 3.82 2.98 4.13 4.33
1/4/2006 3.78 2.94 4.10 4.30
1/11/2006 3.86 3.00 4.16 4.41
1/18/2006 3.78 2.98 4.05 4.31
1/25/2006 3.91 3.10 4.18 4.44
2/1/2006 3.99 3.19 4.23 4.54
2/8/2006 3.98 3.16 4.22 4.58
2/15/2006 3.99 3.15 4.19 4.62
2/22/2006 3.94 3.10 4.14 4.57
3/1/2006 4.01 3.20 4.22 4.62
3/8/2006 4.12 3.32 4.30 4.73
3/15/2006 4.13 3.36 4.33 4.70
3/22/2006 4.12 3.34 4.34 4.69
3/29/2006 4.21 3.44 4.39 4.78
4/5/2006 4.22 3.51 4.38 4.79
4/12/2006 4.28 3.51 4.43 4.90
4/19/2006 4.32 3.55 4.49 4.90
4/26/2006 4.42 3.62 4.63 5.00
5/3/2006 4.42 3.63 4.65 5.00
5/10/2006 4.43 3.61 4.67 5.00
5/17/2006 4.45 3.62 4.72 5.02
5/24/2006 4.34 3.50 4.61 4.92
5/31/2006 4.41 3.59 4.62 5.02
6/7/2006 4.41 3.63 4.65 4.96
6/14/2006 4.38 3.54 4.58 5.01
6/21/2006 4.50 3.66 4.74 5.11
6/28/2006 4.57 3.73 4.76 5.20
7/5/2006 4.56 3.77 4.73 5.17
7/12/2006 4.51 3.74 4.69 5.08
7/19/2006 4.46 3.67 4.68 5.02
7/26/2006 4.45 3.67 4.69 4.99
8/2/2006 4.40 3.63 4.69 4.90
8/9/2006 4.43 3.65 4.78 4.87
8/16/2006 4.43 3.67 4.79 4.82
8/23/2006 4.35 3.58 4.68 4.79
8/30/2006 4.33 3.57 4.67 4.76
9/6/2006 4.36 3.62 4.68 4.77
9/13/2006 4.35 3.61 4.70 4.73
9/20/2006 4.36 3.61 4.75 4.72
9/27/2006 4.25 3.52 4.63 4.59
10/4/2006 4.26 3.54 4.69 4.55
10/11/2006 4.39 3.64 4.76 4.77
10/18/2006 4.39 3.64 4.79 4.75
10/25/2006 4.44 3.71 4.85 4.76
11/1/2006 4.28 3.58 4.70 4.56
11/8/2006 4.35 3.65 4.78 4.64
11/15/2006 4.33 3.63 4.73 4.65
11/22/2006 4.31 3.59 4.74 4.59
11/29/2006 4.29 3.60 4.73 4.54
12/6/2006 4.25 3.58 4.68 4.50
12/13/2006 4.35 3.67 4.80 4.58
12/20/2006 4.41 3.76 4.89 4.60
12/27/2006 4.47 3.81 4.95 4.66
1/3/2007 4.48 3.82 4.94 4.67
1/10/2007 4.51 3.88 4.97 4.70
1/17/2007 4.59 3.89 5.10 4.79
1/24/2007 4.61 3.91 5.12 4.81
1/31/2007 4.64 3.94 5.15 4.82
2/7/2007 4.60 3.88 5.16 4.75
2/14/2007 4.60 3.94 5.11 4.74
2/21/2007 4.56 3.92 5.05 4.71
2/28/2007 4.46 3.83 5.00 4.56
3/7/2007 4.42 3.80 4.97 4.50
3/14/2007 4.40 3.79 4.92 4.51
3/21/2007 4.46 3.84 5.04 4.50
3/28/2007 4.53 3.91 5.11 4.57
4/4/2007 4.58 3.95 5.17 4.61
4/11/2007 4.62 4.02 5.15 4.70
4/18/2007 4.61 4.03 5.18 4.62
4/25/2007 4.62 4.06 5.20 4.61
5/2/2007 4.65 4.09 5.24 4.60
5/9/2007 4.66 4.09 5.24 4.64
5/16/2007 4.70 4.18 5.27 4.67
5/23/2007 4.80 4.24 5.37 4.80
5/30/2007 4.83 4.26 5.39 4.83
6/6/2007 4.88 4.31 5.42 4.91
6/13/2007 5.04 4.45 5.58 5.08
6/20/2007 5.02 4.45 5.59 5.01
6/27/2007 4.95 4.37 5.54 4.95
7/4/2007 4.99 4.43 5.60 4.93
7/11/2007 4.98 4.42 5.56 4.95
7/18/2007 4.96 4.40 5.58 4.90
7/25/2007 4.86 4.29 5.47 4.80
8/1/2007 4.75 4.23 5.38 4.65
8/8/2007 4.84 4.31 5.47 4.75
8/15/2007 4.65 4.16 5.29 4.51
8/22/2007 4.57 4.09 5.24 4.37
8/29/2007 4.52 4.03 5.17 4.35
9/5/2007 4.48 4.03 5.17 4.25
9/12/2007 4.36 3.95 4.97 4.17
9/19/2007 4.46 4.09 5.05 4.24
9/26/2007 4.51 4.15 5.09 4.29
10/3/2007 4.45 4.09 4.99 4.26
10/10/2007 4.53 4.13 5.09 4.39
10/17/2007 4.52 4.19 5.10 4.26
10/24/2007 4.31 3.97 4.92 4.05
10/31/2007 4.42 4.07 5.00 4.18
11/7/2007 4.27 3.97 4.88 3.97
11/14/2007 4.21 3.96 4.76 3.91
11/21/2007 3.97 3.80 4.56 3.54
11/28/2007 4.07 3.90 4.69 3.62
12/5/2007 3.93 3.83 4.50 3.44
12/12/2007 4.14 4.08 4.78 3.56
12/19/2007 4.10 4.06 4.67 3.58
12/26/2007 4.16 4.08 4.58 3.81
1/2/2008 3.93 3.95 4.44 3.42
1/9/2008 3.83 3.85 4.36 3.28
1/16/2008 3.73 3.72 4.33 3.15
1/23/2008 3.56 3.54 4.33 2.80
1/30/2008 3.75 3.71 4.49 3.05
2/6/2008 3.56 3.55 4.32 2.82
2/13/2008 3.61 3.53 4.46 2.85
2/20/2008 3.73 3.62 4.47 3.09
2/27/2008 3.73 3.68 4.53 2.97
3/5/2008 3.51 3.50 4.31 2.73
3/12/2008 3.44 3.49 4.26 2.58
3/19/2008 3.32 3.49 4.07 2.41
3/26/2008 3.51 3.67 4.28 2.58
4/2/2008 3.58 3.74 4.25 2.74
4/9/2008 3.55 3.73 4.29 2.62
4/16/2008 3.64 3.77 4.29 2.84
4/23/2008 3.82 3.94 4.56 2.98
4/30/2008 3.81 3.90 4.53 3.01
5/7/2008 3.86 3.93 4.56 3.08
5/14/2008 3.97 3.98 4.71 3.22
5/21/2008 4.01 4.10 4.82 3.11
5/28/2008 4.16 4.18 4.95 3.35
6/4/2008 4.12 4.22 4.91 3.25
6/11/2008 4.37 4.44 5.19 3.48
6/18/2008 4.44 4.54 5.25 3.54
6/25/2008 4.39 4.50 5.18 3.48
7/2/2008 4.33 4.55 5.15 3.29
7/9/2008 4.12 4.33 4.90 3.13
7/16/2008 4.13 4.29 4.90 3.21
7/23/2008 4.35 4.52 5.06 3.47
7/30/2008 4.16 4.28 4.85 3.34
8/6/2008 4.09 4.21 4.76 3.29
8/13/2008 3.94 4.02 4.59 3.20
8/20/2008 3.86 3.97 4.58 3.01
8/27/2008 3.87 4.03 4.56 3.02
9/3/2008 3.82 4.02 4.47 2.96
9/10/2008 3.77 3.94 4.45 2.93
9/17/2008 3.57 3.81 4.35 2.55
9/24/2008 3.77 3.94 4.43 2.94
10/1/2008 3.57 3.63 4.21 2.87
10/8/2008 3.35 3.32 3.95 2.77
10/15/2008 3.63 3.55 4.36 2.98
10/22/2008 3.33 3.30 3.97 2.73
10/29/2008 3.31 3.15 3.86 2.92
11/5/2008 3.18 3.13 3.75 2.68
11/12/2008 2.96 2.92 3.40 2.58
11/19/2008 2.79 2.80 3.29 2.28
11/26/2008 2.65 2.68 3.18 2.10
12/3/2008 2.36 2.50 2.79 1.79
12/10/2008 2.51 2.71 3.02 1.81
12/17/2008 2.22 2.46 2.71 1.50
12/24/2008 2.15 2.36 2.54 1.57
12/31/2008 2.14 2.36 2.48 1.58
1/7/2009 2.25 2.43 2.60 1.72
1/14/2009 2.07 2.21 2.47 1.52
1/21/2009 2.19 2.23 2.57 1.77
1/28/2009 2.33 2.43 2.67 1.89
2/4/2009 2.42 2.43 2.76 2.06
2/11/2009 2.22 2.27 2.43 1.94
2/18/2009 2.15 2.13 2.36 1.96
2/25/2009 2.20 2.12 2.34 2.15
3/4/2009 2.24 2.17 2.41 2.14
3/11/2009 2.17 2.22 2.17 2.11
3/18/2009 2.10 2.29 2.28 1.73
3/25/2009 2.17 2.26 2.33 1.92
4/1/2009 2.03 2.11 2.21 1.76
4/8/2009 2.22 2.30 2.44 1.93
4/15/2009 2.15 2.23 2.39 1.83
4/22/2009 2.29 2.34 2.51 2.00
4/29/2009 2.23 2.24 2.39 2.07
5/6/2009 2.31 2.30 2.51 2.11
5/13/2009 2.26 2.34 2.42 2.03
5/20/2009 2.33 2.43 2.48 2.07
5/27/2009 2.49 2.54 2.52 2.42
6/3/2009 2.46 2.47 2.55 2.35
6/10/2009 2.73 2.66 2.78 2.76
6/17/2009 2.57 2.50 2.66 2.53
6/24/2009 2.51 2.42 2.54 2.58
7/1/2009 2.52 2.38 2.75 2.41
7/8/2009 2.34 2.25 2.59 2.19
7/15/2009 2.50 2.33 2.73 2.44
7/22/2009 2.50 2.33 2.80 2.36
7/29/2009 2.61 2.38 2.92 2.53
8/5/2009 2.60 2.39 2.82 2.59
8/12/2009 2.57 2.45 2.71 2.55
8/19/2009 2.37 2.29 2.51 2.32
8/26/2009 2.35 2.28 2.42 2.35
9/2/2009 2.29 2.25 2.43 2.18
9/9/2009 2.39 2.29 2.58 2.30
9/16/2009 2.37 2.29 2.51 2.33
9/23/2009 2.38 2.31 2.56 2.28
9/30/2009 2.30 2.23 2.47 2.20
10/7/2009 2.18 2.17 2.29 2.07
10/14/2009 2.30 2.26 2.39 2.25
10/21/2009 2.39 2.34 2.58 2.26
10/28/2009 2.34 2.27 2.50 2.24
11/4/2009 2.42 2.32 2.65 2.29
11/11/2009 2.35 2.28 2.56 2.23
11/18/2009 2.28 2.23 2.51 2.12
11/25/2009 2.25 2.24 2.48 2.03
12/2/2009 2.20 2.14 2.44 2.04
12/9/2009 2.22 2.12 2.46 2.10
12/16/2009 2.35 2.15 2.62 2.26
12/23/2009 2.44 2.22 2.72 2.39
12/30/2009 2.52 2.31 2.78 2.46
1/6/2010 2.51 2.30 2.78 2.46
1/13/2010 2.44 2.22 2.71 2.41
1/20/2010 2.42 2.15 2.79 2.31
1/27/2010 2.36 2.13 2.65 2.30
2/3/2010 2.37 2.15 2.67 2.31
2/10/2010 2.35 2.10 2.65 2.31
2/17/2010 2.36 2.06 2.71 2.32
2/24/2010 2.32 2.01 2.64 2.30
3/3/2010 2.30 2.02 2.67 2.22
3/10/2010 2.34 2.03 2.68 2.31
3/17/2010 2.31 2.00 2.65 2.28
3/24/2010 2.37 2.00 2.64 2.46
3/31/2010 2.35 2.00 2.61 2.43
4/7/2010 2.40 2.02 2.71 2.48
4/14/2010 2.39 2.03 2.67 2.47
4/21/2010 2.35 1.97 2.68 2.39
4/28/2010 2.32 1.89 2.65 2.41
5/5/2010 2.15 1.72 2.51 2.23
5/12/2010 2.16 1.72 2.51 2.25
5/19/2010 2.00 1.58 2.33 2.10
5/26/2010 1.93 1.49 2.26 2.04
6/2/2010 1.97 1.52 2.28 2.12
6/9/2010 1.89 1.45 2.24 1.98
6/16/2010 1.94 1.51 2.29 2.03
6/23/2010 1.89 1.55 2.21 1.91
6/30/2010 1.81 1.50 2.14 1.79
7/7/2010 1.84 1.56 2.14 1.81
7/14/2010 1.88 1.63 2.18 1.84
7/21/2010 1.83 1.63 2.16 1.70
7/28/2010 1.93 1.75 2.28 1.77
8/4/2010 1.82 1.63 2.14 1.69
8/11/2010 1.67 1.48 2.00 1.51
8/18/2010 1.61 1.42 1.92 1.50
8/25/2010 1.51 1.30 1.78 1.46
9/1/2010 1.56 1.36 1.83 1.48
9/8/2010 1.60 1.40 1.86 1.53
9/15/2010 1.66 1.51 1.92 1.55
9/22/2010 1.58 1.49 1.84 1.43
9/29/2010 1.54 1.45 1.79 1.39
10/6/2010 1.50 1.44 1.78 1.29
10/13/2010 1.51 1.47 1.77 1.29
10/20/2010 1.57 1.64 1.79 1.29
10/27/2010 1.72 1.75 1.94 1.48
11/3/2010 1.61 1.65 1.84 1.33
11/10/2010 1.66 1.63 1.98 1.36
11/17/2010 1.80 1.76 2.08 1.57
11/24/2010 1.84 1.78 2.10 1.63
12/1/2010 1.86 1.80 2.11 1.68
12/8/2010 2.04 1.96 2.27 1.89
12/15/2010 2.15 2.01 2.36 2.08
12/22/2010 2.07 1.90 2.32 1.98
12/29/2010 2.09 1.92 2.36 1.97
1/5/2011 2.10 1.89 2.34 2.08
1/12/2011 2.13 1.98 2.47 1.95
1/19/2011 2.15 2.09 2.43 1.93
1/26/2011 2.22 2.22 2.44 1.98
2/2/2011 2.32 2.34 2.59 2.05
2/9/2011 2.42 2.36 2.70 2.22
2/16/2011 2.38 2.28 2.65 2.22
2/23/2011 2.31 2.25 2.58 2.09
3/2/2011 2.30 2.29 2.54 2.06
3/9/2011 2.35 2.44 2.56 2.06
3/16/2011 2.12 2.22 2.31 1.84
3/23/2011 2.26 2.39 2.42 1.99
3/30/2011 2.37 2.48 2.51 2.10
4/6/2011 2.45 2.57 2.60 2.19
4/13/2011 2.40 2.59 2.51 2.09
4/20/2011 2.32 2.51 2.40 2.05
4/27/2011 2.30 2.52 2.41 1.98
5/4/2011 2.22 2.54 2.23 1.88
5/11/2011 2.16 2.37 2.30 1.82
5/18/2011 2.15 2.38 2.24 1.82
5/25/2011 2.07 2.28 2.18 1.76
6/1/2011 1.99 2.22 2.13 1.61
6/8/2011 1.99 2.28 2.13 1.57
6/15/2011 1.94 2.16 2.08 1.59
6/22/2011 1.93 2.14 2.03 1.61
6/29/2011 2.02 2.20 2.13 1.72
7/6/2011 1.98 2.18 2.06 1.70
7/13/2011 1.82 1.95 1.97 1.53
7/20/2011 1.83 1.97 1.96 1.56
7/27/2011 1.79 1.89 1.88 1.61
8/3/2011 1.57 1.66 1.70 1.36
8/10/2011 1.30 1.36 1.49 1.05
8/17/2011 1.31 1.39 1.50 1.04
8/24/2011 1.36 1.37 1.56 1.14
8/31/2011 1.37 1.38 1.64 1.08
9/7/2011 1.20 1.12 1.46 1.01
9/14/2011 1.17 1.13 1.39 1.00
9/21/2011 1.13 1.03 1.39 0.95
9/28/2011 1.26 1.23 1.49 1.06
10/5/2011 1.17 1.09 1.42 1.02
10/12/2011 1.39 1.37 1.61 1.21
10/19/2011 1.30 1.25 1.51 1.14
10/26/2011 1.28 1.20 1.47 1.17
11/2/2011 1.13 1.04 1.35 1.01
11/9/2011 1.07 0.94 1.28 0.99
11/16/2011 1.09 0.99 1.27 1.01
11/23/2011 1.13 1.16 1.26 0.96
11/30/2011 1.19 1.18 1.33 1.06
12/7/2011 1.10 1.10 1.20 1.00
12/14/2011 1.02 0.97 1.14 0.95
12/21/2011 1.03 0.97 1.13 1.00
12/28/2011 1.01 0.93 1.11 0.99
1/4/2012 1.03 0.93 1.15 1.01
1/11/2012 0.97 0.87 1.11 0.95
1/18/2012 0.97 0.86 1.10 0.94
1/25/2012 1.05 0.97 1.21 0.96
2/1/2012 0.96 0.89 1.13 0.88
2/8/2012 1.06 1.00 1.22 0.96
2/15/2012 1.00 0.93 1.12 0.94
2/22/2012 1.04 0.94 1.16 1.00
2/29/2012 1.01 0.88 1.14 0.99
3/7/2012 1.00 0.85 1.16 0.99
3/14/2012 1.17 0.98 1.30 1.23
3/21/2012 1.19 1.03 1.32 1.23
3/28/2012 1.09 0.92 1.20 1.15
4/4/2012 1.08 0.88 1.20 1.17
4/11/2012 0.98 0.80 1.10 1.02
4/18/2012 0.99 0.78 1.18 1.00
4/25/2012 0.99 0.80 1.18 0.99
5/2/2012 0.93 0.70 1.14 0.96
5/9/2012 0.88 0.65 1.06 0.91
5/16/2012 0.84 0.64 1.02 0.87
5/23/2012 0.79 0.58 0.92 0.86
5/30/2012 0.72 0.50 0.85 0.81
6/6/2012 0.77 0.58 0.88 0.85
6/13/2012 0.82 0.68 0.95 0.82
6/20/2012 0.85 0.76 0.94 0.86
6/27/2012 0.82 0.73 0.90 0.85
7/4/2012 0.80 0.63 0.94 0.83
7/11/2012 0.69 0.49 0.81 0.77
7/18/2012 0.63 0.43 0.72 0.73
7/25/2012 0.61 0.48 0.68 0.69
8/1/2012 0.67 0.52 0.72 0.76
8/8/2012 0.72 0.56 0.76 0.85
8/15/2012 0.81 0.66 0.85 0.92
8/22/2012 0.76 0.60 0.84 0.85
8/29/2012 0.71 0.56 0.75 0.82
9/5/2012 0.69 0.58 0.72 0.77
9/12/2012 0.81 0.71 0.87 0.85
9/19/2012 0.82 0.71 0.89 0.86
9/26/2012 0.72 0.61 0.79 0.77
10/3/2012 0.71 0.60 0.77 0.76
10/10/2012 0.76 0.63 0.84 0.81
10/17/2012 0.86 0.73 0.95 0.90
10/24/2012 0.83 0.68 0.91 0.89
10/31/2012 0.79 0.61 0.92 0.85
11/7/2012 0.73 0.53 0.84 0.81
11/14/2012 0.71 0.52 0.85 0.76
11/21/2012 0.79 0.59 0.95 0.82
11/28/2012 0.74 0.55 0.90 0.78
12/5/2012 0.73 0.54 0.91 0.76
12/12/2012 0.75 0.50 0.93 0.81
12/19/2012 0.84 0.57 1.06 0.89
12/26/2012 0.81 0.55 1.01 0.87
1/2/2013 0.86 0.59 1.08 0.90
1/9/2013 0.87 0.63 1.09 0.90
1/16/2013 0.87 0.68 1.07 0.88
1/23/2013 0.88 0.69 1.07 0.89
1/30/2013 0.99 0.85 1.15 0.99
2/6/2013 0.95 0.76 1.11 0.96
2/13/2013 1.00 0.78 1.19 1.02
2/20/2013 0.96 0.75 1.15 0.99
2/27/2013 0.83 0.59 1.00 0.91
3/6/2013 0.83 0.58 0.97 0.93
3/13/2013 0.86 0.60 0.97 1.00
3/20/2013 0.79 0.53 0.90 0.94
3/27/2013 0.72 0.45 0.82 0.88
4/3/2013 0.73 0.48 0.85 0.86
4/10/2013 0.76 0.51 0.89 0.87
4/17/2013 0.70 0.45 0.82 0.82
4/24/2013 0.71 0.46 0.84 0.81
5/1/2013 0.68 0.46 0.83 0.76
5/8/2013 0.75 0.49 0.91 0.85
5/15/2013 0.84 0.55 1.03 0.94
5/22/2013 0.85 0.55 1.01 0.99
5/29/2013 0.94 0.64 1.09 1.08
6/5/2013 0.94 0.64 1.11 1.08
6/12/2013 1.05 0.72 1.24 1.18
6/19/2013 1.05 0.69 1.22 1.25
6/26/2013 1.22 0.84 1.41 1.42
7/3/2013 1.18 0.76 1.39 1.39
7/10/2013 1.20 0.73 1.37 1.50
7/17/2013 1.09 0.66 1.27 1.34
7/24/2013 1.17 0.75 1.35 1.40
7/31/2013 1.15 0.77 1.30 1.39
8/7/2013 1.20 0.79 1.43 1.39
8/14/2013 1.31 0.89 1.55 1.48
8/21/2013 1.37 0.92 1.59 1.61
8/28/2013 1.36 0.93 1.57 1.57
9/4/2013 1.42 0.97 1.63 1.67
9/11/2013 1.46 1.00 1.73 1.66
9/18/2013 1.39 0.97 1.75 1.44
9/25/2013 1.27 0.84 1.55 1.42
10/2/2013 1.25 0.83 1.52 1.40
10/9/2013 1.27 0.84 1.52 1.46
10/16/2013 1.34 0.93 1.64 1.45
10/23/2013 1.20 0.81 1.47 1.33
10/30/2013 1.19 0.77 1.44 1.35
11/6/2013 1.25 0.79 1.57 1.40
11/13/2013 1.28 0.76 1.61 1.46
11/20/2013 1.26 0.76 1.57 1.46
11/27/2013 1.27 0.78 1.59 1.43
12/4/2013 1.36 0.85 1.70 1.51
12/11/2013 1.37 0.89 1.69 1.53
12/18/2013 1.41 0.92 1.74 1.56
12/25/2013 1.49 0.95 1.84 1.68
1/1/2014 1.52 0.98 1.87 1.70
1/8/2014 1.51 0.98 1.85 1.71
1/15/2014 1.44 0.93 1.77 1.63
1/22/2014 1.44 0.86 1.81 1.64
1/29/2014 1.33 0.78 1.71 1.50
2/5/2014 1.28 0.71 1.65 1.48
2/12/2014 1.36 0.76 1.77 1.56
2/19/2014 1.31 0.73 1.69 1.51
2/26/2014 1.29 0.71 1.70 1.47
3/5/2014 1.30 0.71 1.69 1.51
3/12/2014 1.32 0.72 1.71 1.54
3/19/2014 1.35 0.73 1.68 1.64
3/26/2014 1.34 0.71 1.70 1.60
4/2/2014 1.40 0.76 1.77 1.68
4/9/2014 1.34 0.74 1.70 1.57
4/16/2014 1.30 0.67 1.68 1.56
4/23/2014 1.35 0.72 1.72 1.60
4/30/2014 1.33 0.68 1.73 1.57
5/7/2014 1.33 0.69 1.76 1.54
5/14/2014 1.25 0.59 1.68 1.47
5/21/2014 1.26 0.59 1.74 1.46
5/28/2014 1.20 0.53 1.65 1.41
6/4/2014 1.30 0.59 1.77 1.54
6/11/2014 1.31 0.55 1.80 1.57
6/18/2014 1.33 0.54 1.87 1.58
6/25/2014 1.28 0.49 1.82 1.54
7/2/2014 1.34 0.50 1.93 1.58
7/9/2014 1.30 0.47 1.87 1.56
7/16/2014 1.30 0.46 1.87 1.57
7/23/2014 1.25 0.44 1.79 1.53
7/30/2014 1.30 0.46 1.83 1.61
8/6/2014 1.24 0.42 1.77 1.52
8/13/2014 1.18 0.37 1.69 1.48
8/20/2014 1.19 0.36 1.68 1.52
8/27/2014 1.13 0.32 1.56 1.50
9/3/2014 1.17 0.33 1.64 1.53
9/10/2014 1.19 0.32 1.63 1.62
9/17/2014 1.22 0.33 1.68 1.66
9/24/2014 1.21 0.32 1.69 1.64
10/1/2014 1.13 0.25 1.59 1.54
10/8/2014 1.07 0.27 1.49 1.46
10/15/2014 0.91 0.20 1.24 1.30
10/22/2014 1.02 0.27 1.43 1.37
10/29/2014 1.07 0.29 1.45 1.48
11/5/2014 1.07 0.24 1.48 1.50
11/12/2014 1.06 0.23 1.42 1.51
11/19/2014 1.06 0.28 1.38 1.51
11/26/2014 0.97 0.21 1.26 1.43
12/3/2014 1.00 0.23 1.31 1.47
12/10/2014 0.96 0.20 1.26 1.43
12/17/2014 0.92 0.15 1.14 1.46
12/24/2014 0.98 0.14 1.23 1.58
12/31/2014 0.91 0.10 1.13 1.49
1/7/2015 0.82 0.08 1.03 1.34
1/14/2015 0.75 0.06 0.98 1.22
1/21/2015 0.75 0.07 0.95 1.24
1/28/2015 0.70 0.01 0.94 1.15
2/4/2015 0.73 0.00 1.01 1.20
2/11/2015 0.82 -0.02 1.10 1.38
2/18/2015 0.86 -0.02 1.20 1.39
2/25/2015 0.80 -0.05 1.11 1.34
3/4/2015 0.90 -0.01 1.27 1.45
3/11/2015 0.86 -0.09 1.22 1.45
3/18/2015 0.75 -0.08 1.04 1.30
3/25/2015 0.73 -0.06 0.96 1.30
4/1/2015 0.72 -0.09 1.00 1.24
4/8/2015 0.73 -0.11 1.04 1.25
4/15/2015 0.71 -0.13 1.03 1.24
4/22/2015 0.79 -0.09 1.15 1.31
4/29/2015 0.85 -0.03 1.23 1.34
5/6/2015 0.97 0.12 1.32 1.47
5/13/2015 0.99 0.18 1.33 1.47
5/20/2015 0.97 0.13 1.31 1.46
5/27/2015 0.92 0.08 1.27 1.42
6/3/2015 1.06 0.25 1.37 1.57
6/10/2015 1.12 0.30 1.41 1.66
6/17/2015 1.04 0.21 1.38 1.52
6/24/2015 1.08 0.23 1.45 1.57
7/1/2015 1.06 0.19 1.42 1.59
7/8/2015 0.94 0.12 1.28 1.41
7/15/2015 1.05 0.16 1.46 1.51
7/22/2015 1.03 0.14 1.41 1.54
7/29/2015 0.99 0.11 1.37 1.50
8/5/2015 1.01 0.13 1.38 1.53
8/12/2015 0.90 0.04 1.24 1.43
8/19/2015 0.92 0.06 1.29 1.41
8/26/2015 0.94 0.12 1.26 1.44
9/2/2015 0.97 0.16 1.27 1.47
9/9/2015 0.93 0.10 1.21 1.47
9/16/2015 0.99 0.15 1.27 1.56
9/23/2015 0.87 0.05 1.16 1.41
9/30/2015 0.84 0.05 1.13 1.33
10/7/2015 0.85 0.05 1.17 1.33
10/14/2015 0.79 0.02 1.10 1.26
10/21/2015 0.83 0.04 1.12 1.32
10/28/2015 0.83 -0.07 1.14 1.41
11/4/2015 0.97 0.02 1.32 1.56
11/11/2015 1.00 0.00 1.35 1.64
11/18/2015 0.94 -0.05 1.26 1.61
11/25/2015 0.91 -0.09 1.23 1.60
12/2/2015 0.87 -0.11 1.14 1.58
12/9/2015 0.95 0.02 1.22 1.61
12/16/2015 1.00 0.05 1.26 1.70
12/23/2015 0.99 0.03 1.26 1.67
12/30/2015 1.02 0.03 1.31 1.71
1/6/2016 0.90 -0.05 1.13 1.60
1/13/2016 0.84 -0.04 1.08 1.49
1/20/2016 0.77 -0.10 0.99 1.42
1/27/2016 0.77 -0.13 1.03 1.42
2/3/2016 0.65 -0.22 0.87 1.29
2/10/2016 0.59 -0.25 0.82 1.19
2/17/2016 0.63 -0.24 0.85 1.27
2/24/2016 0.56 -0.29 0.74 1.24
3/2/2016 0.63 -0.29 0.83 1.35
3/9/2016 0.66 -0.27 0.86 1.39
3/16/2016 0.70 -0.20 0.91 1.40
3/23/2016 0.65 -0.26 0.85 1.35
3/30/2016 0.62 -0.28 0.86 1.27
4/6/2016 0.57 -0.30 0.79 1.22
4/13/2016 0.58 -0.31 0.84 1.22
4/20/2016 0.62 -0.30 0.86 1.29
4/27/2016 0.69 -0.23 0.99 1.32
5/4/2016 0.63 -0.27 0.91 1.23
5/11/2016 0.57 -0.31 0.81 1.20
5/18/2016 0.65 -0.29 0.86 1.37
5/25/2016 0.66 -0.30 0.91 1.38
6/1/2016 0.63 -0.31 0.84 1.37
6/8/2016 0.54 -0.35 0.76 1.23
6/15/2016 0.46 -0.40 0.67 1.12
6/22/2016 0.56 -0.37 0.85 1.19
6/29/2016 0.35 -0.48 0.50 1.04
7/6/2016 0.28 -0.53 0.40 0.96
7/13/2016 0.31 -0.51 0.39 1.06
7/20/2016 0.38 -0.46 0.45 1.14
7/27/2016 0.33 -0.49 0.36 1.10
8/3/2016 0.35 -0.45 0.42 1.08
8/10/2016 0.27 -0.51 0.24 1.08
8/17/2016 0.32 -0.46 0.29 1.14
8/24/2016 0.32 -0.48 0.30 1.14
8/31/2016 0.34 -0.47 0.29 1.19
9/7/2016 0.30 -0.52 0.27 1.13
9/14/2016 0.40 -0.44 0.42 1.23
9/21/2016 0.37 -0.45 0.35 1.21
9/28/2016 0.29 -0.55 0.27 1.15
10/5/2016 0.38 -0.47 0.36 1.27
10/12/2016 0.47 -0.43 0.52 1.31
10/19/2016 0.45 -0.45 0.55 1.27
10/26/2016 0.51 -0.41 0.62 1.31
11/2/2016 0.50 -0.38 0.60 1.28
11/9/2016 0.59 -0.35 0.63 1.49
11/16/2016 0.70 -0.29 0.74 1.65
11/23/2016 0.73 -0.34 0.75 1.78
11/30/2016 0.71 -0.36 0.69 1.78
12/7/2016 0.71 -0.30 0.67 1.76
12/14/2016 0.75 -0.37 0.67 1.94
12/21/2016 0.73 -0.40 0.66 1.93
12/28/2016 0.69 -0.44 0.61 1.91
1/4/2017 0.71 -0.39 0.66 1.86
1/11/2017 0.71 -0.37 0.69 1.80
1/18/2017 0.72 -0.35 0.67 1.83
1/25/2017 0.79 -0.27 0.75 1.89
2/1/2017 0.78 -0.27 0.76 1.85
2/8/2017 0.65 -0.40 0.59 1.75
2/15/2017 0.73 -0.36 0.64 1.91
2/22/2017 0.64 -0.45 0.56 1.83
3/1/2017 0.66 -0.43 0.51 1.90
3/8/2017 0.71 -0.38 0.52 2.00
3/15/2017 0.70 -0.34 0.49 1.95
3/22/2017 0.69 -0.31 0.51 1.86
3/29/2017 0.68 -0.34 0.53 1.86
4/5/2017 0.63 -0.40 0.48 1.80
4/12/2017 0.59 -0.45 0.45 1.77
4/19/2017 0.59 -0.42 0.48 1.71
4/26/2017 0.66 -0.30 0.47 1.80
5/3/2017 0.66 -0.32 0.47 1.82
5/10/2017 0.73 -0.24 0.53 1.89
5/17/2017 0.65 -0.27 0.50 1.74
5/24/2017 0.66 -0.26 0.47 1.78
5/31/2017 0.62 -0.33 0.46 1.75
6/7/2017 0.61 -0.35 0.44 1.74
6/14/2017 0.59 -0.35 0.40 1.73
6/21/2017 0.65 -0.30 0.49 1.75
6/28/2017 0.72 -0.22 0.61 1.78
7/5/2017 0.79 -0.17 0.67 1.88
7/12/2017 0.79 -0.14 0.68 1.84
7/19/2017 0.75 -0.16 0.61 1.80
7/26/2017 0.76 -0.16 0.63 1.81
8/2/2017 0.74 -0.22 0.64 1.80
8/9/2017 0.70 -0.25 0.57 1.78
8/16/2017 0.69 -0.24 0.54 1.77
8/23/2017 0.65 -0.29 0.51 1.74
8/30/2017 0.63 -0.31 0.49 1.72
9/6/2017 0.61 -0.32 0.47 1.69
9/13/2017 0.70 -0.29 0.61 1.76
9/20/2017 0.80 -0.25 0.79 1.86
9/27/2017 0.82 -0.24 0.83 1.87
10/4/2017 0.82 -0.25 0.82 1.89
10/11/2017 0.84 -0.23 0.83 1.91
10/18/2017 0.81 -0.27 0.77 1.94
10/25/2017 0.89 -0.21 0.88 2.00
11/1/2017 0.84 -0.29 0.85 1.97
11/8/2017 0.80 -0.32 0.75 1.96
11/15/2017 0.84 -0.28 0.80 1.99
11/22/2017 0.85 -0.28 0.80 2.01
11/29/2017 0.89 -0.25 0.87 2.05
12/6/2017 0.85 -0.32 0.80 2.06
12/13/2017 0.85 -0.31 0.79 2.07
12/20/2017 0.92 -0.22 0.82 2.18
12/27/2017 0.89 -0.21 0.75 2.15
1/3/2018 0.93 -0.16 0.79 2.18
1/10/2018 0.99 -0.14 0.86 2.25
1/17/2018 1.03 -0.09 0.89 2.30
1/24/2018 1.08 -0.08 0.98 2.35
1/31/2018 1.16 0.03 1.04 2.43
2/7/2018 1.20 0.04 1.05 2.50
2/14/2018 1.26 0.05 1.15 2.58
2/21/2018 1.24 0.03 1.09 2.61
2/28/2018 1.21 -0.02 1.07 2.57
3/7/2018 1.21 -0.02 1.08 2.57
3/14/2018 1.17 -0.06 1.04 2.53
3/21/2018 1.23 -0.06 1.16 2.60
3/28/2018 1.15 -0.12 1.04 2.52
4/4/2018 1.16 -0.12 1.06 2.53
4/11/2018 1.17 -0.10 1.09 2.54
4/18/2018 1.21 -0.09 1.09 2.63
4/25/2018 1.30 -0.02 1.16 2.75
5/2/2018 1.23 -0.06 1.04 2.71
5/9/2018 1.26 -0.07 1.10 2.75
5/16/2018 1.30 -0.03 1.11 2.83
5/23/2018 1.23 -0.11 1.06 2.75
5/30/2018 1.09 -0.21 0.88 2.61
6/6/2018 1.21 -0.14 1.03 2.74
6/13/2018 1.22 -0.12 1.01 2.76
6/20/2018 1.16 -0.20 0.97 2.72
6/27/2018 1.12 -0.24 0.95 2.64
7/4/2018 1.13 -0.24 0.97 2.66
7/11/2018 1.15 -0.22 1.01 2.68
7/18/2018 1.14 -0.24 0.96 2.71
7/25/2018 1.18 -0.20 0.99 2.75
8/1/2018 1.25 -0.13 1.07 2.80
8/8/2018 1.20 -0.19 1.02 2.77
8/15/2018 1.12 -0.27 0.95 2.69
8/22/2018 1.14 -0.23 1.00 2.66
8/29/2018 1.20 -0.18 1.06 2.73
9/5/2018 1.20 -0.18 1.05 2.73
9/12/2018 1.24 -0.16 1.07 2.80
9/19/2018 1.32 -0.11 1.16 2.89
9/26/2018 1.32 -0.07 1.15 2.89
10/3/2018 1.33 -0.11 1.14 2.95
10/10/2018 1.40 -0.06 1.26 3.00
10/17/2018 1.33 -0.13 1.13 2.98
10/24/2018 1.25 -0.19 1.04 2.90
10/31/2018 1.26 -0.19 1.03 2.95
11/7/2018 1.33 -0.14 1.11 3.02
11/14/2018 1.28 -0.18 1.08 2.93
11/21/2018 1.23 -0.19 0.99 2.88
11/28/2018 1.22 -0.20 0.99 2.88
12/5/2018 1.17 -0.25 0.96 2.79
12/12/2018 1.16 -0.23 0.93 2.79
12/19/2018 1.11 -0.27 0.94 2.66
12/26/2018 1.11 -0.28 0.93 2.68
1/2/2019 1.05 -0.30 0.90 2.54
1/9/2019 1.09 -0.26 0.93 2.60
1/16/2019 1.10 -0.29 1.01 2.59
1/23/2019 1.12 -0.28 1.00 2.62
1/30/2019 1.08 -0.28 0.96 2.56
2/6/2019 1.06 -0.28 0.92 2.56
2/13/2019 1.05 -0.31 0.90 2.58
2/20/2019 1.03 -0.33 0.90 2.53
2/27/2019 1.09 -0.29 1.01 2.55
3/6/2019 1.07 -0.29 0.94 2.55
3/13/2019 1.03 -0.34 0.93 2.49
3/20/2019 1.00 -0.31 0.89 2.43
3/27/2019 0.88 -0.43 0.79 2.27
4/3/2019 0.95 -0.38 0.83 2.39
4/10/2019 0.93 -0.40 0.84 2.35
4/17/2019 1.03 -0.33 0.96 2.46
4/24/2019 0.97 -0.38 0.90 2.38
5/1/2019 0.97 -0.37 0.89 2.38
5/8/2019 0.94 -0.41 0.89 2.36
5/15/2019 0.88 -0.45 0.84 2.24
5/22/2019 0.89 -0.44 0.82 2.28
5/29/2019 0.79 -0.49 0.70 2.16
6/5/2019 0.71 -0.53 0.67 1.98
6/12/2019 0.72 -0.53 0.69 1.98
6/19/2019 0.67 -0.57 0.69 1.88
6/26/2019 0.66 -0.58 0.66 1.90
7/3/2019 0.58 -0.63 0.55 1.83
7/10/2019 0.65 -0.58 0.61 1.92
7/17/2019 0.64 -0.60 0.60 1.92
7/24/2019 0.59 -0.66 0.52 1.91
7/31/2019 0.57 -0.69 0.47 1.93
8/7/2019 0.41 -0.79 0.40 1.63
8/14/2019 0.39 -0.83 0.40 1.59
8/21/2019 0.38 -0.85 0.42 1.57
8/28/2019 0.32 -0.86 0.34 1.49
9/4/2019 0.33 -0.85 0.38 1.45
9/11/2019 0.47 -0.78 0.50 1.70
9/18/2019 0.53 -0.69 0.51 1.78
9/25/2019 0.47 -0.72 0.42 1.70
10/2/2019 0.39 -0.72 0.36 1.54
10/9/2019 0.38 -0.72 0.34 1.51
10/16/2019 0.53 -0.60 0.54 1.64
10/23/2019 0.53 -0.59 0.53 1.65
10/30/2019 0.55 -0.56 0.53 1.67
11/6/2019 0.57 -0.55 0.58 1.69
11/13/2019 0.60 -0.53 0.59 1.73
11/20/2019 0.55 -0.56 0.59 1.63
11/27/2019 0.55 -0.56 0.54 1.69
12/4/2019 0.58 -0.54 0.60 1.66
12/11/2019 0.59 -0.55 0.63 1.69
12/18/2019 0.63 -0.50 0.62 1.77
12/25/2019 0.62 -0.50 0.61 1.75
1/1/2020 0.66 -0.45 0.68 1.74
1/8/2020 0.63 -0.48 0.65 1.71
1/15/2020 0.56 -0.47 0.50 1.65
1/22/2020 0.54 -0.49 0.49 1.62
1/29/2020 0.45 -0.57 0.44 1.48
2/5/2020 0.49 -0.56 0.50 1.53
2/12/2020 0.49 -0.57 0.54 1.51
2/19/2020 0.47 -0.59 0.52 1.47
2/26/2020 0.33 -0.66 0.42 1.23
Slope Factor

Percent

Date Germany United Kingdom United States
1/6/1999 1.38 -1.53 0.47
1/13/1999 1.45 -1.29 0.56
1/20/1999 1.45 -1.36 0.54
1/27/1999 1.40 -1.54 0.41
2/3/1999 1.47 -1.36 0.58
2/10/1999 1.57 -0.90 0.69
2/17/1999 1.78 -0.66 0.80
2/24/1999 1.74 -0.70 0.85
3/3/1999 1.89 -0.49 0.97
3/10/1999 1.92 -0.43 0.98
3/17/1999 1.82 -0.52 0.92
3/24/1999 1.95 -0.35 1.03
3/31/1999 2.07 -0.25 1.15
4/7/1999 1.99 -0.52 0.98
4/14/1999 2.07 -0.60 0.98
4/21/1999 2.15 -0.57 1.02
4/28/1999 2.17 -0.48 1.00
5/5/1999 2.29 -0.23 1.19
5/12/1999 2.47 -0.10 1.31
5/19/1999 2.49 0.00 1.36
5/26/1999 2.47 0.03 1.29
6/2/1999 2.65 0.19 1.43
6/9/1999 2.74 0.36 1.46
6/16/1999 2.70 0.48 1.47
6/23/1999 2.90 0.71 1.50
6/30/1999 2.98 0.69 1.38
7/7/1999 3.24 0.86 1.40
7/14/1999 3.19 0.90 1.22
7/21/1999 3.04 0.81 1.35
7/28/1999 3.07 0.63 1.44
8/4/1999 3.28 0.39 1.49
8/11/1999 3.31 0.66 1.61
8/18/1999 3.25 0.50 1.42
8/25/1999 3.07 0.27 1.22
9/1/1999 3.22 0.37 1.35
9/8/1999 3.42 0.45 1.35
9/15/1999 3.56 0.37 1.38
9/22/1999 3.50 0.41 1.34
9/29/1999 3.44 0.44 1.41
10/6/1999 3.26 0.22 1.45
10/13/1999 3.34 0.37 1.53
10/20/1999 3.27 0.34 1.59
10/27/1999 3.09 0.13 1.44
11/3/1999 2.70 -0.50 1.19
11/10/1999 2.61 -0.51 1.00
11/17/1999 2.59 -0.65 0.95
11/24/1999 2.72 -0.56 1.03
12/1/1999 2.71 -0.73 1.09
12/8/1999 2.45 -0.90 0.98
12/15/1999 2.52 -1.03 0.95
12/22/1999 2.69 -0.87 1.09
12/29/1999 2.81 -0.90 1.23
1/5/2000 2.83 -0.69 1.23
1/12/2000 2.87 -0.68 1.23
1/19/2000 3.01 -0.52 1.28
1/26/2000 2.89 -0.56 1.06
2/2/2000 2.63 -0.76 0.77
2/9/2000 2.69 -0.74 0.87
2/16/2000 2.68 -0.79 0.83
2/23/2000 2.37 -1.09 0.60
3/1/2000 2.41 -1.10 0.62
3/8/2000 2.18 -1.21 0.60
3/15/2000 1.91 -1.29 0.35
3/22/2000 1.87 -1.31 0.06
3/29/2000 1.88 -1.30 -0.03
4/5/2000 1.77 -1.47 -0.18
4/12/2000 1.69 -1.35 -0.11
4/19/2000 1.74 -1.24 0.10
4/26/2000 1.63 -1.29 0.03
5/3/2000 1.48 -1.23 0.07
5/10/2000 1.35 -1.24 0.03
5/17/2000 1.18 -1.14 0.00
5/24/2000 0.99 -1.09 0.02
5/31/2000 0.77 -1.42 -0.10
6/7/2000 0.71 -1.44 -0.27
6/14/2000 0.63 -1.37 -0.27
6/21/2000 0.72 -1.20 -0.20
6/28/2000 0.68 -1.19 -0.23
7/5/2000 0.71 -1.14 -0.26
7/12/2000 0.66 -1.12 -0.30
7/19/2000 0.57 -1.12 -0.29
7/26/2000 0.38 -1.22 -0.40
8/2/2000 0.34 -1.16 -0.50
8/9/2000 0.31 -1.09 -0.55
8/16/2000 0.15 -1.05 -0.65
8/23/2000 0.15 -1.04 -0.68
8/30/2000 0.22 -1.07 -0.65
9/6/2000 0.22 -1.04 -0.56
9/13/2000 0.30 -0.85 -0.43
9/20/2000 0.43 -0.81 -0.32
9/27/2000 0.30 -0.84 -0.48
10/4/2000 0.29 -0.96 -0.46
10/11/2000 0.20 -1.13 -0.53
10/18/2000 0.16 -1.02 -0.64
10/25/2000 0.06 -0.90 -0.80
11/1/2000 0.05 -0.86 -0.67
11/8/2000 0.13 -0.83 -0.59
11/15/2000 0.13 -0.84 -0.68
11/22/2000 0.07 -0.95 -0.80
11/29/2000 -0.02 -1.07 -0.83
12/6/2000 -0.01 -0.95 -0.76
12/13/2000 0.02 -0.87 -0.85
12/20/2000 0.06 -0.80 -0.70
12/27/2000 0.16 -0.72 -0.54
1/3/2001 0.21 -0.89 -0.03
1/10/2001 0.29 -0.76 0.30
1/17/2001 0.30 -0.72 0.31
1/24/2001 0.36 -0.71 0.55
1/31/2001 0.31 -0.78 0.68
2/7/2001 0.24 -0.82 0.57
2/14/2001 0.24 -0.75 0.62
2/21/2001 0.24 -0.61 0.81
2/28/2001 0.23 -0.59 0.82
3/7/2001 0.19 -0.65 0.84
3/14/2001 0.17 -0.63 0.99
3/21/2001 0.28 -0.63 1.10
3/28/2001 0.48 -0.44 1.37
4/4/2001 0.55 -0.29 1.67
4/11/2001 0.54 -0.20 1.75
4/18/2001 0.50 0.03 1.99
4/25/2001 0.46 0.14 2.35
5/2/2001 0.43 0.16 2.29
5/9/2001 0.59 0.14 2.50
5/16/2001 1.00 0.16 2.78
5/23/2001 1.06 0.22 2.77
5/30/2001 1.13 0.27 2.87
6/6/2001 1.11 0.13 2.74
6/13/2001 1.07 -0.06 2.80
6/20/2001 1.02 -0.10 2.86
6/27/2001 1.12 -0.01 2.78
7/4/2001 1.17 0.12 2.84
7/11/2001 1.12 0.06 2.84
7/18/2001 1.04 0.00 2.72
7/25/2001 0.98 0.04 2.73
8/1/2001 0.99 0.24 2.76
8/8/2001 0.99 0.40 2.87
8/15/2001 1.02 0.30 2.85
8/22/2001 1.10 0.22 2.74
8/29/2001 1.08 0.25 2.72
9/5/2001 1.15 0.54 2.81
9/12/2001 1.35 0.75 3.34
9/19/2001 1.90 1.02 3.90
9/26/2001 2.08 1.14 3.96
10/3/2001 2.01 1.00 3.91
10/10/2001 2.00 0.93 4.11
10/17/2001 1.93 0.99 4.08
10/24/2001 1.89 1.12 4.17
10/31/2001 1.78 1.03 4.11
11/7/2001 1.89 1.18 4.21
11/14/2001 2.04 1.39 4.45
11/21/2001 2.08 1.41 4.75
11/28/2001 2.13 1.34 4.95
12/5/2001 2.19 1.36 5.07
12/12/2001 2.33 1.40 5.53
12/19/2001 2.45 1.34 5.44
12/26/2001 2.60 1.43 5.45
1/2/2002 2.69 1.51 5.47
1/9/2002 2.37 1.16 5.43
1/16/2002 2.21 1.17 5.30
1/23/2002 2.21 1.23 5.24
1/30/2002 2.26 1.17 5.17
2/6/2002 2.23 1.15 5.10
2/13/2002 2.31 1.18 5.14
2/20/2002 2.28 1.23 5.05
2/27/2002 2.30 1.33 5.00
3/6/2002 2.43 1.37 5.11
3/13/2002 2.44 1.39 5.23
3/20/2002 2.42 1.42 5.16
3/27/2002 2.34 1.37 5.13
4/3/2002 2.29 1.33 5.14
4/10/2002 2.33 1.39 5.14
4/17/2002 2.38 1.44 5.20
4/24/2002 2.39 1.51 5.17
5/1/2002 2.36 1.49 5.11
5/8/2002 2.31 1.52 5.18
5/15/2002 2.22 1.55 5.25
5/22/2002 2.12 1.43 5.13
5/29/2002 2.14 1.47 5.03
6/5/2002 2.14 1.36 5.01
6/12/2002 2.09 1.29 4.96
6/19/2002 2.02 1.15 4.89
6/26/2002 2.05 1.19 4.95
7/3/2002 2.14 1.33 4.98
7/10/2002 2.11 1.43 4.89
7/17/2002 2.07 1.50 4.90
7/24/2002 2.05 1.63 4.71
7/31/2002 2.07 1.78 4.77
8/7/2002 1.98 1.62 4.67
8/14/2002 1.82 1.49 4.38
8/21/2002 1.86 1.52 4.44
8/28/2002 1.87 1.46 4.30
9/4/2002 1.82 1.34 4.01
9/11/2002 1.82 1.25 3.94
9/18/2002 1.76 1.21 3.74
9/25/2002 1.80 1.34 3.65
10/2/2002 1.96 1.40 3.84
10/9/2002 2.00 1.35 3.76
10/16/2002 2.17 1.44 4.15
10/23/2002 2.32 1.56 4.30
10/30/2002 2.24 1.59 4.38
11/6/2002 2.34 1.59 4.44
11/13/2002 2.25 1.30 4.38
11/20/2002 2.47 1.29 4.54
11/27/2002 2.52 1.33 4.73
12/4/2002 2.52 1.29 4.80
12/11/2002 2.49 1.27 4.61
12/18/2002 2.50 1.20 4.65
12/25/2002 2.49 1.16 4.53
1/1/2003 2.52 1.19 4.53
1/8/2003 2.57 1.20 4.77
1/15/2003 2.51 1.16 4.81
1/22/2003 2.34 1.01 4.62
1/29/2003 2.31 1.01 4.67
2/5/2003 2.33 1.15 4.67
2/12/2003 2.38 1.30 4.62
2/19/2003 2.36 1.28 4.48
2/26/2003 2.48 1.40 4.31
3/5/2003 2.47 1.36 4.15
3/12/2003 2.45 1.35 4.20
3/19/2003 2.81 1.68 4.55
3/26/2003 2.84 1.62 4.63
4/2/2003 2.86 1.67 4.62
4/9/2003 2.94 1.76 4.65
4/16/2003 2.76 1.63 4.56
4/23/2003 2.75 1.66 4.58
4/30/2003 2.80 1.66 4.57
5/7/2003 2.71 1.50 4.33
5/14/2003 2.64 1.28 3.98
5/21/2003 2.50 1.24 3.75
5/28/2003 2.54 1.25 3.72
6/4/2003 2.63 1.20 3.74
6/11/2003 2.56 1.04 3.66
6/18/2003 2.69 1.17 3.91
6/25/2003 2.84 1.33 4.01
7/2/2003 3.02 1.51 4.22
7/9/2003 3.05 1.60 4.43
7/16/2003 3.09 1.85 4.74
7/23/2003 3.13 1.87 5.14
7/30/2003 3.20 1.85 5.47
8/6/2003 3.06 1.60 5.30
8/13/2003 3.10 1.64 5.47
8/20/2003 3.13 1.70 5.45
8/27/2003 3.11 1.64 5.48
9/3/2003 3.27 1.65 5.56
9/10/2003 3.24 1.62 5.34
9/17/2003 3.16 1.50 5.14
9/24/2003 3.12 1.44 5.02
10/1/2003 3.15 1.48 4.90
10/8/2003 3.26 1.52 5.21
10/15/2003 3.32 1.65 5.35
10/22/2003 3.27 1.54 5.18
10/29/2003 3.28 1.54 5.11
11/5/2003 3.34 1.53 5.21
11/12/2003 3.39 1.57 5.15
11/19/2003 3.33 1.51 4.90
11/26/2003 3.34 1.53 4.94
12/3/2003 3.35 1.47 5.10
12/10/2003 3.34 1.40 5.06
12/17/2003 3.30 1.29 4.98
12/24/2003 3.26 1.27 4.97
12/31/2003 3.35 1.28 5.12
1/7/2004 3.34 1.20 5.08
1/14/2004 3.24 1.16 4.79
1/21/2004 3.25 1.14 4.81
1/28/2004 3.29 1.13 4.92
2/4/2004 3.29 1.14 4.91
2/11/2004 3.24 1.09 4.81
2/18/2004 3.25 1.12 4.80
2/25/2004 3.26 1.05 4.76
3/3/2004 3.21 0.96 4.68
3/10/2004 3.03 0.75 4.35
3/17/2004 3.04 0.75 4.30
3/24/2004 3.11 0.64 4.35
3/31/2004 3.21 0.74 4.55
4/7/2004 3.25 0.82 4.87
4/14/2004 3.29 0.94 5.03
4/21/2004 3.31 0.97 5.05
4/28/2004 3.30 0.93 5.06
5/5/2004 3.28 0.92 5.18
5/12/2004 3.39 0.90 5.31
5/19/2004 3.41 0.80 5.21
5/26/2004 3.39 0.70 5.09
6/2/2004 3.40 0.70 5.01
6/9/2004 3.37 0.66 4.92
6/16/2004 3.30 0.56 4.64
6/23/2004 3.28 0.58 4.60
6/30/2004 3.29 0.54 4.48
7/7/2004 3.21 0.46 4.39
7/14/2004 3.19 0.50 4.33
7/21/2004 3.17 0.51 4.22
7/28/2004 3.17 0.47 4.29
8/4/2004 3.08 0.31 4.13
8/11/2004 2.99 0.27 3.99
8/18/2004 3.01 0.30 3.95
8/25/2004 3.00 0.31 3.90
9/1/2004 2.95 0.36 3.75
9/8/2004 2.91 0.34 3.64
9/15/2004 2.83 0.30 3.53
9/22/2004 2.74 0.21 3.25
9/29/2004 2.74 0.23 3.23
10/6/2004 2.77 0.30 3.36
10/13/2004 2.71 0.23 3.28
10/20/2004 2.70 0.19 3.13
10/27/2004 2.63 0.20 3.07
11/3/2004 2.63 0.22 3.04
11/10/2004 2.55 0.16 3.00
11/17/2004 2.44 0.12 2.84
11/24/2004 2.42 0.11 2.68
12/1/2004 2.45 0.17 2.92
12/8/2004 2.27 0.07 2.67
12/15/2004 2.16 -0.07 2.50
12/22/2004 2.14 -0.13 2.51
12/29/2004 2.22 0.03 2.57
1/5/2005 2.18 -0.04 2.44
1/12/2005 2.13 -0.04 2.30
1/19/2005 2.09 -0.04 2.19
1/26/2005 2.11 -0.01 2.15
2/2/2005 2.06 -0.08 1.98
2/9/2005 1.95 -0.28 1.81
2/16/2005 2.10 -0.16 1.87
2/23/2005 2.30 -0.07 1.93
3/2/2005 2.35 -0.09 1.99
3/9/2005 2.39 -0.03 2.04
3/16/2005 2.34 -0.02 2.08
3/23/2005 2.29 0.02 2.06
3/30/2005 2.24 -0.06 1.97
4/6/2005 2.16 -0.07 1.90
4/13/2005 2.12 -0.07 1.76
4/20/2005 2.07 -0.17 1.62
4/27/2005 2.03 -0.21 1.51
5/4/2005 2.04 -0.17 1.44
5/11/2005 1.95 -0.22 1.38
5/18/2005 1.87 -0.27 1.29
5/25/2005 1.84 -0.29 1.18
6/1/2005 1.80 -0.38 1.02
6/8/2005 1.68 -0.41 0.95
6/15/2005 1.83 -0.29 1.06
6/22/2005 1.81 -0.30 0.91
6/29/2005 1.73 -0.28 0.78
7/6/2005 1.73 -0.10 0.81
7/13/2005 1.77 0.03 0.85
7/20/2005 1.79 0.05 0.86
7/27/2005 1.72 0.02 0.77
8/3/2005 1.82 0.06 0.81
8/10/2005 1.82 0.06 0.76
8/17/2005 1.71 -0.08 0.63
8/24/2005 1.60 -0.14 0.54
8/31/2005 1.51 -0.21 0.49
9/7/2005 1.48 -0.19 0.58
9/14/2005 1.49 -0.22 0.60
9/21/2005 1.42 -0.21 0.56
9/28/2005 1.46 -0.12 0.56
10/5/2005 1.47 -0.06 0.48
10/12/2005 1.49 0.05 0.50
10/19/2005 1.54 0.04 0.47
10/26/2005 1.55 -0.01 0.49
11/2/2005 1.59 -0.06 0.50
11/9/2005 1.59 -0.02 0.58
11/16/2005 1.52 -0.17 0.42
11/23/2005 1.37 -0.22 0.28
11/30/2005 1.31 -0.25 0.26
12/7/2005 1.28 -0.22 0.29
12/14/2005 1.17 -0.26 0.26
12/21/2005 1.09 -0.23 0.13
12/28/2005 1.02 -0.29 -0.02
1/4/2006 1.02 -0.35 -0.06
1/11/2006 0.97 -0.39 -0.07
1/18/2006 1.00 -0.47 -0.16
1/25/2006 1.16 -0.41 -0.09
2/1/2006 1.21 -0.33 -0.09
2/8/2006 1.22 -0.27 -0.17
2/15/2006 1.22 -0.25 -0.16
2/22/2006 1.13 -0.36 -0.24
3/1/2006 1.15 -0.29 -0.16
3/8/2006 1.23 -0.21 -0.02
3/15/2006 1.28 -0.14 -0.06
3/22/2006 1.19 -0.15 -0.11
3/29/2006 1.23 -0.10 -0.02
4/5/2006 1.40 -0.05 0.03
4/12/2006 1.57 0.01 0.07
4/19/2006 1.61 0.06 0.15
4/26/2006 1.53 0.15 0.14
5/3/2006 1.50 0.08 0.22
5/10/2006 1.50 0.08 0.19
5/17/2006 1.50 -0.05 0.19
5/24/2006 1.30 -0.09 0.09
5/31/2006 1.31 -0.08 0.06
6/7/2006 1.29 -0.05 -0.13
6/14/2006 1.23 -0.14 -0.21
6/21/2006 1.30 -0.01 -0.16
6/28/2006 1.30 0.02 -0.16
7/5/2006 1.27 0.04 -0.23
7/12/2006 1.20 -0.03 -0.33
7/19/2006 1.09 -0.10 -0.35
7/26/2006 1.01 -0.12 -0.31
8/2/2006 0.94 -0.17 -0.33
8/9/2006 0.86 -0.34 -0.35
8/16/2006 0.80 -0.34 -0.39
8/23/2006 0.63 -0.49 -0.50
8/30/2006 0.57 -0.57 -0.50
9/6/2006 0.50 -0.54 -0.41
9/13/2006 0.42 -0.56 -0.43
9/20/2006 0.37 -0.62 -0.49
9/27/2006 0.28 -0.74 -0.57
10/4/2006 0.27 -0.70 -0.53
10/11/2006 0.35 -0.63 -0.46
10/18/2006 0.38 -0.59 -0.46
10/25/2006 0.38 -0.63 -0.48
11/1/2006 0.21 -0.82 -0.60
11/8/2006 0.14 -0.85 -0.64
11/15/2006 0.11 -0.83 -0.71
11/22/2006 0.09 -0.83 -0.70
11/29/2006 0.07 -0.88 -0.72
12/6/2006 0.05 -0.88 -0.71
12/13/2006 0.06 -0.82 -0.70
12/20/2006 0.17 -0.77 -0.65
12/27/2006 0.21 -0.72 -0.58
1/3/2007 0.23 -0.71 -0.54
1/10/2007 0.27 -0.78 -0.57
1/17/2007 0.31 -0.95 -0.54
1/24/2007 0.29 -0.94 -0.49
1/31/2007 0.35 -0.83 -0.42
2/7/2007 0.27 -0.90 -0.51
2/14/2007 0.29 -0.83 -0.52
2/21/2007 0.23 -0.88 -0.59
2/28/2007 0.11 -0.97 -0.59
3/7/2007 0.03 -0.95 -0.58
3/14/2007 -0.07 -0.93 -0.62
3/21/2007 -0.04 -0.93 -0.58
3/28/2007 0.06 -0.85 -0.50
4/4/2007 0.10 -0.83 -0.48
4/11/2007 0.16 -0.77 -0.47
4/18/2007 0.17 -0.87 -0.49
4/25/2007 0.17 -0.90 -0.53
5/2/2007 0.16 -0.94 -0.58
5/9/2007 0.15 -0.97 -0.60
5/16/2007 0.19 -0.89 -0.43
5/23/2007 0.21 -0.89 -0.29
5/30/2007 0.24 -0.88 -0.21
6/6/2007 0.33 -0.80 -0.02
6/13/2007 0.49 -0.59 0.27
6/20/2007 0.52 -0.54 0.24
6/27/2007 0.41 -0.64 0.16
7/4/2007 0.40 -0.64 0.11
7/11/2007 0.39 -0.65 0.16
7/18/2007 0.28 -0.75 0.06
7/25/2007 0.09 -0.89 -0.04
8/1/2007 0.05 -0.94 -0.06
8/8/2007 0.10 -0.95 0.04
8/15/2007 0.23 -0.94 0.41
8/22/2007 0.26 -0.92 0.75
8/29/2007 0.25 -0.99 0.41
9/5/2007 0.23 -1.00 0.29
9/12/2007 0.11 -0.90 0.33
9/19/2007 0.31 -0.79 0.62
9/26/2007 0.49 -0.64 0.90
10/3/2007 0.48 -0.65 0.68
10/10/2007 0.51 -0.83 0.59
10/17/2007 0.39 -0.78 0.63
10/24/2007 0.20 -0.84 0.69
10/31/2007 0.19 -0.86 0.72
11/7/2007 0.16 -0.80 1.02
11/14/2007 0.16 -0.78 1.14
11/21/2007 0.13 -0.78 1.40
11/28/2007 0.20 -0.77 1.26
12/5/2007 0.19 -0.76 1.34
12/12/2007 0.38 -0.52 1.45
12/19/2007 0.41 -0.55 1.36
12/26/2007 0.46 -0.60 1.39
1/2/2008 0.39 -0.68 1.31
1/9/2008 0.16 -0.62 1.32
1/16/2008 0.16 -0.57 1.54
1/23/2008 0.32 -0.39 2.14
1/30/2008 0.26 -0.39 2.43
2/6/2008 0.33 -0.31 2.75
2/13/2008 0.50 -0.18 2.99
2/20/2008 0.48 -0.09 3.08
2/27/2008 0.47 -0.11 3.14
3/5/2008 0.19 -0.26 3.35
3/12/2008 0.04 -0.29 3.26
3/19/2008 0.19 -0.25 3.25
3/26/2008 0.28 -0.35 3.28
4/2/2008 0.35 -0.20 3.20
4/9/2008 0.30 0.00 3.24
4/16/2008 0.28 0.14 3.27
4/23/2008 0.30 0.08 3.27
4/30/2008 0.37 0.08 3.27
5/7/2008 0.30 0.11 3.35
5/14/2008 0.23 -0.13 3.12
5/21/2008 0.21 -0.17 3.15
5/28/2008 0.24 -0.16 3.26
6/4/2008 0.10 -0.02 3.29
6/11/2008 0.13 -0.16 2.93
6/18/2008 0.17 -0.14 3.01
6/25/2008 0.09 -0.12 3.02
7/2/2008 0.08 -0.03 3.01
7/9/2008 -0.09 -0.17 2.92
7/16/2008 0.00 -0.22 3.10
7/23/2008 0.19 -0.12 3.17
7/30/2008 0.01 -0.23 3.15
8/6/2008 -0.15 -0.37 3.10
8/13/2008 -0.22 -0.42 3.03
8/20/2008 -0.28 -0.44 3.00
8/27/2008 -0.25 -0.52 2.87
9/3/2008 -0.33 -0.43 2.77
9/10/2008 -0.38 -0.39 2.74
9/17/2008 -0.10 -0.03 3.21
9/24/2008 0.37 0.34 3.37
10/1/2008 1.50 0.43 3.76
10/8/2008 2.28 1.13 4.20
10/15/2008 2.72 1.74 4.89
10/22/2008 2.10 1.98 4.18
10/29/2008 2.32 2.26 4.76
11/5/2008 2.36 2.81 4.95
11/12/2008 2.43 3.37 4.92
11/19/2008 2.31 3.71 4.40
11/26/2008 2.10 3.57 4.14
12/3/2008 1.79 3.68 3.77
12/10/2008 1.96 3.84 4.10
12/17/2008 2.03 3.75 3.55
12/24/2008 2.10 3.69 3.31
12/31/2008 2.10 3.77 3.62
1/7/2009 2.58 3.98 3.93
1/14/2009 2.56 3.99 3.56
1/21/2009 2.90 4.55 4.07
1/28/2009 3.26 4.79 4.33
2/4/2009 3.53 4.69 4.47
2/11/2009 3.46 4.61 4.26
2/18/2009 3.18 4.18 4.00
2/25/2009 3.24 4.34 4.18
3/4/2009 3.41 4.44 4.22
3/11/2009 3.33 3.60 4.16
3/18/2009 3.62 3.66 3.86
3/25/2009 3.63 4.15 3.74
4/1/2009 3.59 4.08 3.77
4/8/2009 3.81 4.13 4.07
4/15/2009 3.74 3.99 4.05
4/22/2009 3.57 4.19 4.25
4/29/2009 3.65 4.55 4.56
5/6/2009 3.94 4.72 4.71
5/13/2009 4.10 4.65 4.65
5/20/2009 4.16 4.72 4.94
5/27/2009 4.29 4.84 5.47
6/3/2009 4.40 4.90 5.72
6/10/2009 4.28 4.80 5.83
6/17/2009 4.22 4.72 5.76
6/24/2009 4.24 4.66 5.65
7/1/2009 4.16 4.73 5.45
7/8/2009 4.17 4.95 5.27
7/15/2009 4.27 5.10 5.48
7/22/2009 4.40 5.21 5.58
7/29/2009 4.36 5.26 5.62
8/5/2009 4.19 5.01 5.72
8/12/2009 4.32 5.17 5.66
8/19/2009 4.14 4.99 5.42
8/26/2009 4.14 4.82 5.42
9/2/2009 4.19 4.77 5.30
9/9/2009 4.36 4.93 5.35
9/16/2009 4.36 5.04 5.41
9/23/2009 4.40 5.10 5.36
9/30/2009 4.11 4.79 5.11
10/7/2009 3.93 4.53 5.10
10/14/2009 3.96 4.62 5.34
10/21/2009 4.06 4.81 5.28
10/28/2009 4.12 4.88 5.41
11/4/2009 4.14 5.10 5.48
11/11/2009 4.19 5.19 5.45
11/18/2009 4.10 5.03 5.30
11/25/2009 3.98 4.95 5.18
12/2/2009 3.93 4.96 5.15
12/9/2009 3.98 5.18 5.33
12/16/2009 4.04 5.28 5.41
12/23/2009 4.21 5.37 5.68
12/30/2009 4.29 5.51 5.69
1/6/2010 4.35 5.53 5.82
1/13/2010 4.37 5.47 5.80
1/20/2010 4.26 5.44 5.67
1/27/2010 4.19 5.38 5.65
2/3/2010 4.13 5.37 5.63
2/10/2010 4.19 5.46 5.60
2/17/2010 4.35 5.59 5.74
2/24/2010 4.30 5.58 5.68
3/3/2010 4.25 5.49 5.52
3/10/2010 4.26 5.57 5.57
3/17/2010 4.23 5.43 5.48
3/24/2010 4.23 5.42 5.62
3/31/2010 4.23 5.42 5.78
4/7/2010 4.23 5.55 5.83
4/14/2010 4.25 5.57 5.67
4/21/2010 4.18 5.50 5.61
4/28/2010 4.11 5.36 5.51
5/5/2010 4.01 5.14 5.25
5/12/2010 4.20 5.19 5.21
5/19/2010 3.96 4.92 4.93
5/26/2010 3.82 4.75 4.77
6/2/2010 3.84 4.78 4.86
6/9/2010 3.73 4.73 4.72
6/16/2010 3.84 4.75 4.82
6/23/2010 3.72 4.65 4.68
6/30/2010 3.49 4.50 4.36
7/7/2010 3.46 4.48 4.40
7/14/2010 3.39 4.51 4.44
7/21/2010 3.44 4.50 4.31
7/28/2010 3.54 4.56 4.34
8/4/2010 3.34 4.34 4.15
8/11/2010 3.12 4.18 3.85
8/18/2010 2.94 4.00 3.65
8/25/2010 2.77 3.76 3.58
9/1/2010 2.81 3.73 3.63
9/8/2010 2.93 3.86 3.83
9/15/2010 3.01 4.01 3.86
9/22/2010 2.95 3.92 3.67
9/29/2010 2.65 3.77 3.48
10/6/2010 2.54 3.72 3.35
10/13/2010 2.54 3.65 3.44
10/20/2010 2.62 3.78 3.44
10/27/2010 2.69 3.91 3.68
11/3/2010 2.56 3.83 3.46
11/10/2010 2.56 3.93 3.51
11/17/2010 2.96 4.28 3.99
11/24/2010 3.14 4.38 3.95
12/1/2010 3.45 4.41 4.10
12/8/2010 3.72 4.57 4.58
12/15/2010 3.85 4.70 5.03
12/22/2010 3.77 4.56 4.91
12/29/2010 3.90 4.57 4.93
1/5/2011 3.79 4.63 4.97
1/12/2011 3.79 4.62 4.87
1/19/2011 3.78 4.70 4.99
1/26/2011 3.72 4.81 4.96
2/2/2011 3.67 4.81 5.15
2/9/2011 3.74 4.90 5.42
2/16/2011 3.70 4.88 5.34
2/23/2011 3.44 4.66 5.12
3/2/2011 3.44 4.71 5.16
3/9/2011 3.39 4.70 5.17
3/16/2011 3.38 4.53 4.86
3/23/2011 3.39 4.52 5.02
3/30/2011 3.45 4.63 5.16
4/6/2011 3.49 4.70 5.28
4/13/2011 3.45 4.78 5.27
4/20/2011 3.20 4.61 5.13
4/27/2011 3.14 4.57 5.04
5/4/2011 2.98 4.44 4.89
5/11/2011 2.81 4.41 4.81
5/18/2011 2.74 4.40 4.72
5/25/2011 2.72 4.37 4.60
6/1/2011 2.67 4.30 4.40
6/8/2011 2.63 4.30 4.35
6/15/2011 2.54 4.27 4.34
6/22/2011 2.51 4.22 4.27
6/29/2011 2.54 4.37 4.53
7/6/2011 2.46 4.35 4.60
7/13/2011 2.36 4.10 4.26
7/20/2011 2.49 4.09 4.24
7/27/2011 2.42 3.94 4.16
8/3/2011 2.32 3.56 3.61
8/10/2011 2.62 3.30 3.14
8/17/2011 2.45 3.07 2.99
8/24/2011 2.47 3.11 3.07
8/31/2011 2.46 3.24 3.00
9/7/2011 2.18 2.87 2.72
9/14/2011 2.30 2.81 2.83
9/21/2011 2.31 2.75 2.59
9/28/2011 2.48 2.92 2.72
10/5/2011 2.33 2.71 2.66
10/12/2011 2.66 3.09 3.17
10/19/2011 2.55 2.99 3.10
10/26/2011 2.67 3.11 3.21
11/2/2011 2.48 2.74 2.82
11/9/2011 2.45 2.62 2.78
11/16/2011 2.55 2.59 2.75
11/23/2011 2.96 2.66 2.65
11/30/2011 3.40 2.83 2.79
12/7/2011 3.17 2.69 2.78
12/14/2011 2.91 2.53 2.59
12/21/2011 2.90 2.52 2.61
12/28/2011 2.95 2.43 2.63
1/4/2012 2.89 2.46 2.69
1/11/2012 2.70 2.36 2.61
1/18/2012 2.60 2.36 2.64
1/25/2012 2.75 2.58 2.69
2/1/2012 2.60 2.46 2.38
2/8/2012 2.72 2.67 2.54
2/15/2012 2.62 2.52 2.50
2/22/2012 2.66 2.58 2.58
2/29/2012 2.56 2.46 2.52
3/7/2012 2.55 2.48 2.54
3/14/2012 2.70 2.70 2.90
3/21/2012 2.80 2.86 3.15
3/28/2012 2.62 2.62 2.94
4/4/2012 2.48 2.53 2.86
4/11/2012 2.39 2.32 2.58
4/18/2012 2.34 2.43 2.54
4/25/2012 2.33 2.46 2.51
5/2/2012 2.25 2.38 2.44
5/9/2012 2.08 2.22 2.31
5/16/2012 1.95 2.10 2.09
5/23/2012 1.93 2.08 2.11
5/30/2012 1.78 1.85 1.88
6/6/2012 1.81 1.94 1.94
6/13/2012 1.99 2.03 1.93
6/20/2012 2.20 2.03 1.95
6/27/2012 2.16 1.96 1.91
7/4/2012 2.08 2.02 1.83
7/11/2012 1.85 1.84 1.75
7/18/2012 1.77 1.77 1.77
7/25/2012 1.89 1.83 1.71
8/1/2012 2.03 1.89 1.85
8/8/2012 2.19 1.97 2.01
8/15/2012 2.21 2.04 2.20
8/22/2012 2.16 2.02 2.13
8/29/2012 2.04 1.83 1.94
9/5/2012 2.19 1.84 1.94
9/12/2012 2.30 2.03 2.12
9/19/2012 2.35 2.09 2.17
9/26/2012 2.15 1.92 1.94
10/3/2012 2.10 1.88 1.93
10/10/2012 2.11 1.92 1.97
10/17/2012 2.24 2.10 2.13
10/24/2012 2.24 2.16 2.21
10/31/2012 2.09 2.11 2.06
11/7/2012 2.00 1.99 1.97
11/14/2012 1.91 1.91 1.83
11/21/2012 2.03 2.09 1.97
11/28/2012 2.00 2.02 1.89
12/5/2012 1.94 1.98 1.85
12/12/2012 1.94 2.05 2.00
12/19/2012 2.01 2.23 2.23
12/26/2012 1.91 2.13 2.15
1/2/2013 2.01 2.40 2.32
1/9/2013 2.18 2.54 2.40
1/16/2013 2.11 2.47 2.33
1/23/2013 2.09 2.49 2.38
1/30/2013 2.21 2.62 2.60
2/6/2013 2.15 2.66 2.56
2/13/2013 2.21 2.78 2.58
2/20/2013 2.17 2.82 2.56
2/27/2013 1.98 2.60 2.34
3/6/2013 1.99 2.69 2.48
3/13/2013 1.98 2.74 2.64
3/20/2013 1.82 2.55 2.45
3/27/2013 1.73 2.39 2.37
4/3/2013 1.68 2.30 2.24
4/10/2013 1.68 2.29 2.19
4/17/2013 1.64 2.21 2.13
4/24/2013 1.65 2.18 2.13
5/1/2013 1.63 2.14 2.10
5/8/2013 1.77 2.35 2.32
5/15/2013 1.86 2.45 2.51
5/22/2013 1.95 2.44 2.63
5/29/2013 2.05 2.54 2.91
6/5/2013 2.05 2.65 2.90
6/12/2013 2.08 2.79 3.06
6/19/2013 2.12 2.91 3.28
6/26/2013 2.39 3.42 3.64
7/3/2013 2.32 3.33 3.72
7/10/2013 2.24 3.31 3.87
7/17/2013 2.10 3.13 3.68
7/24/2013 2.21 3.20 3.73
7/31/2013 2.32 3.26 3.87
8/7/2013 2.36 3.45 3.85
8/14/2013 2.51 3.70 4.03
8/21/2013 2.65 3.89 4.30
8/28/2013 2.62 3.70 4.14
9/4/2013 2.76 3.89 4.41
9/11/2013 2.80 4.02 4.38
9/18/2013 2.69 3.92 4.17
9/25/2013 2.52 3.72 3.95
10/2/2013 2.46 3.60 3.89
10/9/2013 2.50 3.65 3.85
10/16/2013 2.58 3.71 3.84
10/23/2013 2.43 3.53 3.69
10/30/2013 2.32 3.50 3.72
11/6/2013 2.37 3.69 3.90
11/13/2013 2.40 3.80 3.98
11/20/2013 2.39 3.75 3.97
11/27/2013 2.35 3.74 3.96
12/4/2013 2.49 3.91 4.15
12/11/2013 2.49 3.95 4.20
12/18/2013 2.54 4.02 4.28
12/25/2013 2.65 4.13 4.49
1/1/2014 2.74 4.25 4.53
1/8/2014 2.65 4.12 4.44
1/15/2014 2.50 3.92 4.31
1/22/2014 2.39 3.86 4.24
1/29/2014 2.28 3.79 4.09
2/5/2014 2.20 3.73 3.98
2/12/2014 2.23 3.82 4.08
2/19/2014 2.22 3.85 4.10
2/26/2014 2.15 3.79 4.03
3/5/2014 2.10 3.80 4.05
3/12/2014 2.01 3.82 4.09
3/19/2014 2.01 3.76 4.14
3/26/2014 1.98 3.72 4.15
4/2/2014 2.03 3.77 4.27
4/9/2014 1.97 3.66 4.10
4/16/2014 1.91 3.60 4.09
4/23/2014 1.94 3.66 4.19
4/30/2014 1.91 3.69 4.10
5/7/2014 1.90 3.68 4.01
5/14/2014 1.79 3.63 3.91
5/21/2014 1.80 3.63 3.87
5/28/2014 1.76 3.56 3.77
6/4/2014 1.82 3.68 3.94
6/11/2014 1.84 3.66 4.00
6/18/2014 1.82 3.55 4.00
6/25/2014 1.70 3.50 3.92
7/2/2014 1.69 3.52 3.95
7/9/2014 1.62 3.41 3.89
7/16/2014 1.56 3.35 3.83
7/23/2014 1.54 3.30 3.76
7/30/2014 1.53 3.34 3.84
8/6/2014 1.49 3.30 3.76
8/13/2014 1.37 3.23 3.67
8/20/2014 1.34 3.20 3.66
8/27/2014 1.25 3.01 3.62
9/3/2014 1.32 3.13 3.72
9/10/2014 1.45 3.19 3.87
9/17/2014 1.48 3.26 4.01
9/24/2014 1.38 3.13 3.92
10/1/2014 1.29 3.01 3.78
10/8/2014 1.26 2.84 3.60
10/15/2014 1.17 2.60 3.31
10/22/2014 1.25 2.72 3.43
10/29/2014 1.24 2.86 3.55
11/5/2014 1.19 2.89 3.59
11/12/2014 1.15 2.76 3.58
11/19/2014 1.12 2.62 3.56
11/26/2014 1.03 2.43 3.39
12/3/2014 1.08 2.43 3.40
12/10/2014 0.97 2.35 3.19
12/17/2014 0.90 2.25 3.10
12/24/2014 0.91 2.36 3.18
12/31/2014 0.83 2.27 3.15
1/7/2015 0.78 1.99 2.91
1/14/2015 0.75 1.88 2.70
1/21/2015 0.75 1.86 2.70
1/28/2015 0.64 1.77 2.59
2/4/2015 0.69 1.85 2.62
2/11/2015 0.70 2.09 2.92
2/18/2015 0.73 2.26 3.12
2/25/2015 0.69 2.25 2.97
3/4/2015 0.75 2.46 3.14
3/11/2015 0.59 2.34 3.09
3/18/2015 0.59 2.04 2.81
3/25/2015 0.60 1.96 2.72
4/1/2015 0.59 2.02 2.68
4/8/2015 0.58 2.02 2.76
4/15/2015 0.51 1.99 2.73
4/22/2015 0.55 2.06 2.77
4/29/2015 0.77 2.28 2.92
5/6/2015 1.16 2.50 3.17
5/13/2015 1.31 2.52 3.27
5/20/2015 1.25 2.50 3.26
5/27/2015 1.13 2.33 3.09
6/3/2015 1.45 2.53 3.36
6/10/2015 1.63 2.64 3.48
6/17/2015 1.49 2.57 3.32
6/24/2015 1.62 2.69 3.50
7/1/2015 1.52 2.60 3.45
7/8/2015 1.44 2.50 3.32
7/15/2015 1.51 2.70 3.44
7/22/2015 1.34 2.55 3.28
7/29/2015 1.24 2.41 3.16
8/5/2015 1.24 2.34 3.02
8/12/2015 1.18 2.30 2.95
8/19/2015 1.13 2.26 2.85
8/26/2015 1.29 2.25 2.91
9/2/2015 1.39 2.22 2.91
9/9/2015 1.26 2.10 2.91
9/16/2015 1.30 2.16 2.89
9/23/2015 1.18 2.07 2.95
9/30/2015 1.11 2.00 2.78
10/7/2015 1.17 2.07 2.84
10/14/2015 1.11 2.07 2.77
10/21/2015 1.13 2.08 2.80
10/28/2015 1.10 1.94 2.81
11/4/2015 1.27 2.17 2.90
11/11/2015 1.32 2.29 2.93
11/18/2015 1.16 2.15 2.83
11/25/2015 1.15 2.06 2.72
12/2/2015 1.21 2.05 2.61
12/9/2015 1.25 2.14 2.45
12/16/2015 1.37 2.27 2.52
12/23/2015 1.41 2.33 2.54
12/30/2015 1.44 2.49 2.58
1/6/2016 1.35 2.44 2.39
1/13/2016 1.30 2.25 2.27
1/20/2016 1.18 2.18 2.28
1/27/2016 1.07 2.22 2.20
2/3/2016 0.96 2.02 2.03
2/10/2016 0.86 1.70 1.83
2/17/2016 0.89 1.74 1.94
2/24/2016 0.79 1.68 1.84
3/2/2016 0.83 1.66 1.90
3/9/2016 0.92 1.72 2.03
3/16/2016 0.95 1.72 2.06
3/23/2016 0.86 1.67 2.06
3/30/2016 0.79 1.65 1.95
4/6/2016 0.75 1.59 1.84
4/13/2016 0.81 1.62 1.91
4/20/2016 0.92 1.77 2.08
4/27/2016 1.05 1.88 2.09
5/4/2016 0.95 1.74 1.99
5/11/2016 0.82 1.65 1.90
5/18/2016 0.90 1.66 1.93
5/25/2016 0.93 1.71 1.90
6/1/2016 0.87 1.64 1.80
6/8/2016 0.77 1.47 1.72
6/15/2016 0.70 1.34 1.63
6/22/2016 0.79 1.45 1.73
6/29/2016 0.64 1.17 1.51
7/6/2016 0.60 1.03 1.34
7/13/2016 0.68 1.05 1.49
7/20/2016 0.71 1.12 1.58
7/27/2016 0.63 1.03 1.48
8/3/2016 0.64 0.88 1.52
8/10/2016 0.58 0.60 1.50
8/17/2016 0.63 0.63 1.54
8/24/2016 0.59 0.71 1.52
8/31/2016 0.62 0.75 1.51
9/7/2016 0.64 0.89 1.50
9/14/2016 0.78 1.08 1.63
9/21/2016 0.71 0.98 1.59
9/28/2016 0.64 0.85 1.49
10/5/2016 0.83 0.98 1.61
10/12/2016 0.97 1.24 1.72
10/19/2016 0.94 1.34 1.73
10/26/2016 1.05 1.43 1.81
11/2/2016 1.13 1.61 1.81
11/9/2016 1.24 1.73 2.05
11/16/2016 1.40 1.98 2.45
11/23/2016 1.40 2.07 2.56
11/30/2016 1.48 2.06 2.59
12/7/2016 1.60 2.03 2.62
12/14/2016 1.60 2.12 2.77
12/21/2016 1.53 2.10 2.86
12/28/2016 1.49 1.90 2.75
1/4/2017 1.52 1.89 2.63
1/11/2017 1.53 1.87 2.59
1/18/2017 1.56 1.88 2.66
1/25/2017 1.64 2.04 2.78
2/1/2017 1.66 2.06 2.74
2/8/2017 1.52 1.84 2.62
2/15/2017 1.54 1.84 2.67
2/22/2017 1.49 1.68 2.55
3/1/2017 1.52 1.55 2.52
3/8/2017 1.80 1.60 2.51
3/15/2017 1.87 1.68 2.43
3/22/2017 1.79 1.58 2.31
3/29/2017 1.62 1.47 2.24
4/5/2017 1.46 1.35 2.14
4/12/2017 1.37 1.36 2.01
4/19/2017 1.39 1.37 1.92
4/26/2017 1.52 1.45 1.98
5/3/2017 1.56 1.47 1.97
5/10/2017 1.59 1.48 1.99
5/17/2017 1.53 1.39 1.85
5/24/2017 1.53 1.36 1.77
5/31/2017 1.43 1.27 1.61
6/7/2017 1.41 1.26 1.56
6/14/2017 1.35 1.18 1.50
6/21/2017 1.33 1.14 1.48
6/28/2017 1.51 1.21 1.59
7/5/2017 1.73 1.37 1.77
7/12/2017 1.77 1.41 1.77
7/19/2017 1.71 1.31 1.67
7/26/2017 1.70 1.31 1.70
8/2/2017 1.63 1.31 1.64
8/9/2017 1.54 1.24 1.59
8/16/2017 1.53 1.21 1.59
8/23/2017 1.49 1.26 1.53
8/30/2017 1.48 1.23 1.44
9/6/2017 1.48 1.20 1.33
9/13/2017 1.58 1.29 1.46
9/20/2017 1.66 1.41 1.52
9/27/2017 1.66 1.45 1.55
10/4/2017 1.68 1.44 1.58
10/11/2017 1.63 1.44 1.50
10/18/2017 1.60 1.38 1.51
10/25/2017 1.68 1.44 1.62
11/1/2017 1.58 1.35 1.47
11/8/2017 1.56 1.23 1.36
11/15/2017 1.61 1.30 1.33
11/22/2017 1.57 1.31 1.24
11/29/2017 1.56 1.30 1.23
12/6/2017 1.54 1.23 1.18
12/13/2017 1.63 1.20 1.15
12/20/2017 1.79 1.29 1.25
12/27/2017 1.74 1.28 1.14
1/3/2018 1.67 1.24 1.13
1/10/2018 1.70 1.21 1.24
1/17/2018 1.75 1.24 1.30
1/24/2018 1.78 1.36 1.34
1/31/2018 1.96 1.49 1.47
2/7/2018 2.02 1.62 1.54
2/14/2018 2.04 1.64 1.52
2/21/2018 1.99 1.57 1.49
2/28/2018 1.93 1.46 1.42
3/7/2018 1.98 1.45 1.42
3/14/2018 1.91 1.38 1.29
3/21/2018 1.84 1.40 1.28
3/28/2018 1.75 1.25 1.16
4/4/2018 1.73 1.12 1.17
4/11/2018 1.71 1.10 1.17
4/18/2018 1.78 1.20 1.18
4/25/2018 1.87 1.29 1.30
5/2/2018 1.77 1.26 1.23
5/9/2018 1.75 1.31 1.29
5/16/2018 1.85 1.41 1.37
5/23/2018 1.68 1.40 1.26
5/30/2018 1.46 1.28 1.03
6/6/2018 1.62 1.35 1.09
6/13/2018 1.62 1.34 1.17
6/20/2018 1.48 1.21 1.12
6/27/2018 1.44 1.14 1.03
7/4/2018 1.40 1.10 0.95
7/11/2018 1.39 1.11 0.93
7/18/2018 1.38 1.00 0.89
7/25/2018 1.45 1.03 1.03
8/1/2018 1.50 1.15 1.02
8/8/2018 1.40 1.10 0.94
8/15/2018 1.32 1.02 0.83
8/22/2018 1.34 1.01 0.77
8/29/2018 1.41 1.07 0.79
9/5/2018 1.39 1.02 0.80
9/12/2018 1.46 1.07 0.83
9/19/2018 1.54 1.19 0.89
9/26/2018 1.62 1.22 0.86
10/3/2018 1.61 1.19 0.96
10/10/2018 1.70 1.29 0.97
10/17/2018 1.67 1.21 0.93
10/24/2018 1.59 1.04 0.85
10/31/2018 1.59 0.98 0.83
11/7/2018 1.61 1.07 0.90
11/14/2018 1.52 1.01 0.74
11/21/2018 1.48 0.91 0.69
11/28/2018 1.44 0.85 0.56
12/5/2018 1.33 0.73 0.33
12/12/2018 1.35 0.67 0.25
12/19/2018 1.42 0.71 0.18
12/26/2018 1.45 0.72 0.19
1/2/2019 1.25 0.68 0.02
1/9/2019 1.17 0.69 0.11
1/16/2019 1.10 0.71 0.16
1/23/2019 1.06 0.74 0.16
1/30/2019 0.97 0.68 0.11
2/6/2019 0.87 0.65 0.14
2/13/2019 0.86 0.59 0.14
2/20/2019 0.89 0.60 0.12
2/27/2019 0.95 0.65 0.16
3/6/2019 0.88 0.69 0.12
3/13/2019 0.82 0.65 0.05
3/20/2019 0.80 0.56 -0.01
3/27/2019 0.67 0.45 -0.10
4/3/2019 0.71 0.47 0.05
4/10/2019 0.71 0.53 0.04
4/17/2019 0.79 0.63 0.13
4/24/2019 0.73 0.60 0.12
5/1/2019 0.76 0.60 0.12
5/8/2019 0.71 0.55 0.04
5/15/2019 0.64 0.48 -0.02
5/22/2019 0.62 0.41 -0.08
5/29/2019 0.52 0.32 -0.24
6/5/2019 0.45 0.27 -0.14
6/12/2019 0.45 0.21 -0.05
6/19/2019 0.41 0.18 -0.06
6/26/2019 0.40 0.17 -0.07
7/3/2019 0.35 0.12 -0.11
7/10/2019 0.44 0.16 -0.03
7/17/2019 0.43 0.23 0.00
7/24/2019 0.33 0.19 -0.05
7/31/2019 0.24 0.09 -0.18
8/7/2019 0.15 -0.12 -0.33
8/14/2019 0.09 -0.18 -0.46
8/21/2019 0.08 -0.15 -0.44
8/28/2019 0.05 -0.17 -0.56
9/4/2019 0.10 -0.13 -0.53
9/11/2019 0.16 -0.06 -0.27
9/18/2019 0.16 -0.11 -0.29
9/25/2019 0.06 -0.25 -0.37
10/2/2019 0.08 -0.31 -0.33
10/9/2019 0.11 -0.30 -0.21
10/16/2019 0.22 -0.15 0.06
10/23/2019 0.28 -0.11 0.10
10/30/2019 0.31 -0.15 0.11
11/6/2019 0.39 -0.05 0.26
11/13/2019 0.39 -0.01 0.29
11/20/2019 0.34 -0.05 0.16
11/27/2019 0.31 -0.07 0.10
12/4/2019 0.43 -0.01 0.17
12/11/2019 0.47 0.11 0.25
12/18/2019 0.54 0.18 0.37
12/25/2019 0.58 0.15 0.37
1/1/2020 0.58 0.17 0.34
1/8/2020 0.47 0.13 0.30
1/15/2020 0.49 0.14 0.26
1/22/2020 0.36 0.09 0.18
1/29/2020 0.21 -0.07 -0.04
2/5/2020 0.21 -0.14 0.00
2/12/2020 0.20 -0.12 0.00
2/19/2020 0.17 -0.10 -0.07
2/26/2020 0.09 -0.12 -0.15

Note: Country level factors are average of yields across all maturities from 3 months to 10 years at 3−month increments. They are the level factor from a renormalized Diebold−Li level−slope two−factor model. This renormalization subtracts from the original Diebold−Li slope loading function a constant that is equal to the cross−sectional average of the original Diebold−Li slope loadings at all included maturities (0.34 in our case). The sign of their slope loading function is flipped so that the renormalized slope factor is positively related to the yield curve slope. The global level factor is a simple average of the plotted country level factors.

Source: Diebold and Li (2006); Bloomberg; staff calculations.

Figure 2: R* and the Global Level Factor

Global level factor

Percent

Date Value
1/6/1999 4.24
1/13/1999 4.20
1/20/1999 4.20
1/27/1999 4.14
2/3/1999 4.23
2/10/1999 4.27
2/17/1999 4.38
2/24/1999 4.40
3/3/1999 4.64
3/10/1999 4.53
3/17/1999 4.42
3/24/1999 4.45
3/31/1999 4.43
4/7/1999 4.36
4/14/1999 4.34
4/21/1999 4.36
4/28/1999 4.42
5/5/1999 4.51
5/12/1999 4.55
5/19/1999 4.66
5/26/1999 4.61
6/2/1999 4.83
6/9/1999 4.85
6/16/1999 4.86
6/23/1999 5.00
6/30/1999 4.95
7/7/1999 5.07
7/14/1999 4.96
7/21/1999 4.96
7/28/1999 5.07
8/4/1999 5.26
8/11/1999 5.35
8/18/1999 5.18
8/25/1999 5.09
9/1/1999 5.28
9/8/1999 5.36
9/15/1999 5.45
9/22/1999 5.41
9/29/1999 5.46
10/6/1999 5.55
10/13/1999 5.62
10/20/1999 5.71
10/27/1999 5.65
11/3/1999 5.45
11/10/1999 5.36
11/17/1999 5.36
11/24/1999 5.51
12/1/1999 5.51
12/8/1999 5.47
12/15/1999 5.47
12/22/1999 5.65
12/29/1999 5.65
1/5/2000 5.80
1/12/2000 5.84
1/19/2000 5.86
1/26/2000 5.82
2/2/2000 5.82
2/9/2000 5.87
2/16/2000 5.88
2/23/2000 5.77
3/1/2000 5.74
3/8/2000 5.72
3/15/2000 5.69
3/22/2000 5.62
3/29/2000 5.68
4/5/2000 5.49
4/12/2000 5.55
4/19/2000 5.58
4/26/2000 5.64
5/3/2000 5.74
5/10/2000 5.77
5/17/2000 5.88
5/24/2000 5.83
5/31/2000 5.70
6/7/2000 5.58
6/14/2000 5.58
6/21/2000 5.63
6/28/2000 5.64
7/5/2000 5.55
7/12/2000 5.59
7/19/2000 5.66
7/26/2000 5.57
8/2/2000 5.58
8/9/2000 5.54
8/16/2000 5.62
8/23/2000 5.59
8/30/2000 5.63
9/6/2000 5.56
9/13/2000 5.57
9/20/2000 5.58
9/27/2000 5.54
10/4/2000 5.51
10/11/2000 5.43
10/18/2000 5.39
10/25/2000 5.43
11/1/2000 5.43
11/8/2000 5.47
11/15/2000 5.37
11/22/2000 5.30
11/29/2000 5.23
12/6/2000 5.08
12/13/2000 5.07
12/20/2000 4.97
12/27/2000 4.95
1/3/2001 4.85
1/10/2001 4.86
1/17/2001 4.90
1/24/2001 4.94
1/31/2001 4.81
2/7/2001 4.82
2/14/2001 4.86
2/21/2001 4.88
2/28/2001 4.74
3/7/2001 4.75
3/14/2001 4.65
3/21/2001 4.57
3/28/2001 4.63
4/4/2001 4.61
4/11/2001 4.73
4/18/2001 4.78
4/25/2001 4.82
5/2/2001 4.87
5/9/2001 4.74
5/16/2001 4.87
5/23/2001 4.93
5/30/2001 4.97
6/6/2001 4.84
6/13/2001 4.91
6/20/2001 4.84
6/27/2001 4.83
7/4/2001 4.96
7/11/2001 4.84
7/18/2001 4.79
7/25/2001 4.79
8/1/2001 4.71
8/8/2001 4.64
8/15/2001 4.63
8/22/2001 4.60
8/29/2001 4.53
9/5/2001 4.65
9/12/2001 4.43
9/19/2001 4.27
9/26/2001 4.25
10/3/2001 4.15
10/10/2001 4.19
10/17/2001 4.17
10/24/2001 4.10
10/31/2001 3.90
11/7/2001 3.76
11/14/2001 3.99
11/21/2001 4.25
11/28/2001 4.27
12/5/2001 4.27
12/12/2001 4.29
12/19/2001 4.36
12/26/2001 4.44
1/2/2002 4.49
1/9/2002 4.45
1/16/2002 4.29
1/23/2002 4.36
1/30/2002 4.43
2/6/2002 4.34
2/13/2002 4.49
2/20/2002 4.41
2/27/2002 4.41
3/6/2002 4.58
3/13/2002 4.70
3/20/2002 4.78
3/27/2002 4.78
4/3/2002 4.75
4/10/2002 4.70
4/17/2002 4.68
4/24/2002 4.62
5/1/2002 4.57
5/8/2002 4.65
5/15/2002 4.73
5/22/2002 4.63
5/29/2002 4.62
6/5/2002 4.59
6/12/2002 4.53
6/19/2002 4.37
6/26/2002 4.33
7/3/2002 4.35
7/10/2002 4.31
7/17/2002 4.26
7/24/2002 4.08
7/31/2002 4.06
8/7/2002 3.86
8/14/2002 3.80
8/21/2002 3.96
8/28/2002 3.91
9/4/2002 3.71
9/11/2002 3.83
9/18/2002 3.65
9/25/2002 3.60
10/2/2002 3.57
10/9/2002 3.51
10/16/2002 3.82
10/23/2002 3.84
10/30/2002 3.68
11/6/2002 3.75
11/13/2002 3.59
11/20/2002 3.68
11/27/2002 3.83
12/4/2002 3.79
12/11/2002 3.63
12/18/2002 3.58
12/25/2002 3.55
1/1/2003 3.44
1/8/2003 3.51
1/15/2003 3.55
1/22/2003 3.42
1/29/2003 3.41
2/5/2003 3.40
2/12/2003 3.27
2/19/2003 3.25
2/26/2003 3.20
3/5/2003 3.12
3/12/2003 3.09
3/19/2003 3.49
3/26/2003 3.45
4/2/2003 3.37
4/9/2003 3.41
4/16/2003 3.43
4/23/2003 3.43
4/30/2003 3.33
5/7/2003 3.21
5/14/2003 3.14
5/21/2003 3.01
5/28/2003 3.05
6/4/2003 2.96
6/11/2003 2.82
6/18/2003 2.98
6/25/2003 2.96
7/2/2003 3.09
7/9/2003 3.17
7/16/2003 3.26
7/23/2003 3.31
7/30/2003 3.45
8/6/2003 3.54
8/13/2003 3.62
8/20/2003 3.62
8/27/2003 3.70
9/3/2003 3.81
9/10/2003 3.59
9/17/2003 3.56
9/24/2003 3.51
10/1/2003 3.38
10/8/2003 3.60
10/15/2003 3.75
10/22/2003 3.73
10/29/2003 3.79
11/5/2003 3.83
11/12/2003 3.88
11/19/2003 3.76
11/26/2003 3.80
12/3/2003 3.89
12/10/2003 3.76
12/17/2003 3.64
12/24/2003 3.64
12/31/2003 3.67
1/7/2004 3.66
1/14/2004 3.51
1/21/2004 3.55
1/28/2004 3.63
2/4/2004 3.63
2/11/2004 3.54
2/18/2004 3.53
2/25/2004 3.51
3/3/2004 3.60
3/10/2004 3.38
3/17/2004 3.36
3/24/2004 3.36
3/31/2004 3.44
4/7/2004 3.63
4/14/2004 3.77
4/21/2004 3.80
4/28/2004 3.85
5/5/2004 3.85
5/12/2004 4.04
5/19/2004 4.06
5/26/2004 4.01
6/2/2004 4.09
6/9/2004 4.15
6/16/2004 4.13
6/23/2004 4.09
6/30/2004 4.04
7/7/2004 3.95
7/14/2004 3.98
7/21/2004 4.01
7/28/2004 4.08
8/4/2004 3.97
8/11/2004 3.86
8/18/2004 3.82
8/25/2004 3.84
9/1/2004 3.77
9/8/2004 3.84
9/15/2004 3.81
9/22/2004 3.72
9/29/2004 3.76
10/6/2004 3.79
10/13/2004 3.69
10/20/2004 3.63
10/27/2004 3.68
11/3/2004 3.71
11/10/2004 3.75
11/17/2004 3.69
11/24/2004 3.70
12/1/2004 3.73
12/8/2004 3.61
12/15/2004 3.56
12/22/2004 3.64
12/29/2004 3.73
1/5/2005 3.71
1/12/2005 3.68
1/19/2005 3.68
1/26/2005 3.70
2/2/2005 3.69
2/9/2005 3.62
2/16/2005 3.73
2/23/2005 3.84
3/2/2005 3.93
3/9/2005 3.97
3/16/2005 3.93
3/23/2005 4.00
3/30/2005 3.95
4/6/2005 3.86
4/13/2005 3.81
4/20/2005 3.73
4/27/2005 3.72
5/4/2005 3.70
5/11/2005 3.65
5/18/2005 3.58
5/25/2005 3.57
6/1/2005 3.48
6/8/2005 3.47
6/15/2005 3.62
6/22/2005 3.48
6/29/2005 3.49
7/6/2005 3.56
7/13/2005 3.60
7/20/2005 3.62
7/27/2005 3.64
8/3/2005 3.71
8/10/2005 3.76
8/17/2005 3.67
8/24/2005 3.62
8/31/2005 3.52
9/7/2005 3.55
9/14/2005 3.57
9/21/2005 3.56
9/28/2005 3.66
10/5/2005 3.71
10/12/2005 3.77
10/19/2005 3.80
10/26/2005 3.91
11/2/2005 3.95
11/9/2005 4.00
11/16/2005 3.88
11/23/2005 3.89
11/30/2005 3.89
12/7/2005 3.90
12/14/2005 3.89
12/21/2005 3.90
12/28/2005 3.82
1/4/2006 3.78
1/11/2006 3.86
1/18/2006 3.78
1/25/2006 3.91
2/1/2006 3.99
2/8/2006 3.98
2/15/2006 3.99
2/22/2006 3.94
3/1/2006 4.01
3/8/2006 4.12
3/15/2006 4.13
3/22/2006 4.12
3/29/2006 4.21
4/5/2006 4.22
4/12/2006 4.28
4/19/2006 4.32
4/26/2006 4.42
5/3/2006 4.42
5/10/2006 4.43
5/17/2006 4.45
5/24/2006 4.34
5/31/2006 4.41
6/7/2006 4.41
6/14/2006 4.38
6/21/2006 4.50
6/28/2006 4.57
7/5/2006 4.56
7/12/2006 4.51
7/19/2006 4.46
7/26/2006 4.45
8/2/2006 4.40
8/9/2006 4.43
8/16/2006 4.43
8/23/2006 4.35
8/30/2006 4.33
9/6/2006 4.36
9/13/2006 4.35
9/20/2006 4.36
9/27/2006 4.25
10/4/2006 4.26
10/11/2006 4.39
10/18/2006 4.39
10/25/2006 4.44
11/1/2006 4.28
11/8/2006 4.35
11/15/2006 4.33
11/22/2006 4.31
11/29/2006 4.29
12/6/2006 4.25
12/13/2006 4.35
12/20/2006 4.41
12/27/2006 4.47
1/3/2007 4.48
1/10/2007 4.51
1/17/2007 4.59
1/24/2007 4.61
1/31/2007 4.64
2/7/2007 4.60
2/14/2007 4.60
2/21/2007 4.56
2/28/2007 4.46
3/7/2007 4.42
3/14/2007 4.40
3/21/2007 4.46
3/28/2007 4.53
4/4/2007 4.58
4/11/2007 4.62
4/18/2007 4.61
4/25/2007 4.62
5/2/2007 4.65
5/9/2007 4.66
5/16/2007 4.70
5/23/2007 4.80
5/30/2007 4.83
6/6/2007 4.88
6/13/2007 5.04
6/20/2007 5.02
6/27/2007 4.95
7/4/2007 4.99
7/11/2007 4.98
7/18/2007 4.96
7/25/2007 4.86
8/1/2007 4.75
8/8/2007 4.84
8/15/2007 4.65
8/22/2007 4.57
8/29/2007 4.52
9/5/2007 4.48
9/12/2007 4.36
9/19/2007 4.46
9/26/2007 4.51
10/3/2007 4.45
10/10/2007 4.53
10/17/2007 4.52
10/24/2007 4.31
10/31/2007 4.42
11/7/2007 4.27
11/14/2007 4.21
11/21/2007 3.97
11/28/2007 4.07
12/5/2007 3.93
12/12/2007 4.14
12/19/2007 4.10
12/26/2007 4.16
1/2/2008 3.93
1/9/2008 3.83
1/16/2008 3.73
1/23/2008 3.56
1/30/2008 3.75
2/6/2008 3.56
2/13/2008 3.61
2/20/2008 3.73
2/27/2008 3.73
3/5/2008 3.51
3/12/2008 3.44
3/19/2008 3.32
3/26/2008 3.51
4/2/2008 3.58
4/9/2008 3.55
4/16/2008 3.64
4/23/2008 3.82
4/30/2008 3.81
5/7/2008 3.86
5/14/2008 3.97
5/21/2008 4.01
5/28/2008 4.16
6/4/2008 4.12
6/11/2008 4.37
6/18/2008 4.44
6/25/2008 4.39
7/2/2008 4.33
7/9/2008 4.12
7/16/2008 4.13
7/23/2008 4.35
7/30/2008 4.16
8/6/2008 4.09
8/13/2008 3.94
8/20/2008 3.86
8/27/2008 3.87
9/3/2008 3.82
9/10/2008 3.77
9/17/2008 3.57
9/24/2008 3.77
10/1/2008 3.57
10/8/2008 3.35
10/15/2008 3.63
10/22/2008 3.33
10/29/2008 3.31
11/5/2008 3.18
11/12/2008 2.96
11/19/2008 2.79
11/26/2008 2.65
12/3/2008 2.36
12/10/2008 2.51
12/17/2008 2.22
12/24/2008 2.15
12/31/2008 2.14
1/7/2009 2.25
1/14/2009 2.07
1/21/2009 2.19
1/28/2009 2.33
2/4/2009 2.42
2/11/2009 2.22
2/18/2009 2.15
2/25/2009 2.20
3/4/2009 2.24
3/11/2009 2.17
3/18/2009 2.10
3/25/2009 2.17
4/1/2009 2.03
4/8/2009 2.22
4/15/2009 2.15
4/22/2009 2.29
4/29/2009 2.23
5/6/2009 2.31
5/13/2009 2.26
5/20/2009 2.33
5/27/2009 2.49
6/3/2009 2.46
6/10/2009 2.73
6/17/2009 2.57
6/24/2009 2.51
7/1/2009 2.52
7/8/2009 2.34
7/15/2009 2.50
7/22/2009 2.50
7/29/2009 2.61
8/5/2009 2.60
8/12/2009 2.57
8/19/2009 2.37
8/26/2009 2.35
9/2/2009 2.29
9/9/2009 2.39
9/16/2009 2.37
9/23/2009 2.38
9/30/2009 2.30
10/7/2009 2.18
10/14/2009 2.30
10/21/2009 2.39
10/28/2009 2.34
11/4/2009 2.42
11/11/2009 2.35
11/18/2009 2.28
11/25/2009 2.25
12/2/2009 2.20
12/9/2009 2.22
12/16/2009 2.35
12/23/2009 2.44
12/30/2009 2.52
1/6/2010 2.51
1/13/2010 2.44
1/20/2010 2.42
1/27/2010 2.36
2/3/2010 2.37
2/10/2010 2.35
2/17/2010 2.36
2/24/2010 2.32
3/3/2010 2.30
3/10/2010 2.34
3/17/2010 2.31
3/24/2010 2.37
3/31/2010 2.35
4/7/2010 2.40
4/14/2010 2.39
4/21/2010 2.35
4/28/2010 2.32
5/5/2010 2.15
5/12/2010 2.16
5/19/2010 2.00
5/26/2010 1.93
6/2/2010 1.97
6/9/2010 1.89
6/16/2010 1.94
6/23/2010 1.89
6/30/2010 1.81
7/7/2010 1.84
7/14/2010 1.88
7/21/2010 1.83
7/28/2010 1.93
8/4/2010 1.82
8/11/2010 1.67
8/18/2010 1.61
8/25/2010 1.51
9/1/2010 1.56
9/8/2010 1.60
9/15/2010 1.66
9/22/2010 1.58
9/29/2010 1.54
10/6/2010 1.50
10/13/2010 1.51
10/20/2010 1.57
10/27/2010 1.72
11/3/2010 1.61
11/10/2010 1.66
11/17/2010 1.80
11/24/2010 1.84
12/1/2010 1.86
12/8/2010 2.04
12/15/2010 2.15
12/22/2010 2.07
12/29/2010 2.09
1/5/2011 2.10
1/12/2011 2.13
1/19/2011 2.15
1/26/2011 2.22
2/2/2011 2.32
2/9/2011 2.42
2/16/2011 2.38
2/23/2011 2.31
3/2/2011 2.30
3/9/2011 2.35
3/16/2011 2.12
3/23/2011 2.26
3/30/2011 2.37
4/6/2011 2.45
4/13/2011 2.40
4/20/2011 2.32
4/27/2011 2.30
5/4/2011 2.22
5/11/2011 2.16
5/18/2011 2.15
5/25/2011 2.07
6/1/2011 1.99
6/8/2011 1.99
6/15/2011 1.94
6/22/2011 1.93
6/29/2011 2.02
7/6/2011 1.98
7/13/2011 1.82
7/20/2011 1.83
7/27/2011 1.79
8/3/2011 1.57
8/10/2011 1.30
8/17/2011 1.31
8/24/2011 1.36
8/31/2011 1.37
9/7/2011 1.20
9/14/2011 1.17
9/21/2011 1.13
9/28/2011 1.26
10/5/2011 1.17
10/12/2011 1.39
10/19/2011 1.30
10/26/2011 1.28
11/2/2011 1.13
11/9/2011 1.07
11/16/2011 1.09
11/23/2011 1.13
11/30/2011 1.19
12/7/2011 1.10
12/14/2011 1.02
12/21/2011 1.03
12/28/2011 1.01
1/4/2012 1.03
1/11/2012 0.97
1/18/2012 0.97
1/25/2012 1.05
2/1/2012 0.96
2/8/2012 1.06
2/15/2012 1.00
2/22/2012 1.04
2/29/2012 1.01
3/7/2012 1.00
3/14/2012 1.17
3/21/2012 1.19
3/28/2012 1.09
4/4/2012 1.08
4/11/2012 0.98
4/18/2012 0.99
4/25/2012 0.99
5/2/2012 0.93
5/9/2012 0.88
5/16/2012 0.84
5/23/2012 0.79
5/30/2012 0.72
6/6/2012 0.77
6/13/2012 0.82
6/20/2012 0.85
6/27/2012 0.82
7/4/2012 0.80
7/11/2012 0.69
7/18/2012 0.63
7/25/2012 0.61
8/1/2012 0.67
8/8/2012 0.72
8/15/2012 0.81
8/22/2012 0.76
8/29/2012 0.71
9/5/2012 0.69
9/12/2012 0.81
9/19/2012 0.82
9/26/2012 0.72
10/3/2012 0.71
10/10/2012 0.76
10/17/2012 0.86
10/24/2012 0.83
10/31/2012 0.79
11/7/2012 0.73
11/14/2012 0.71
11/21/2012 0.79
11/28/2012 0.74
12/5/2012 0.73
12/12/2012 0.75
12/19/2012 0.84
12/26/2012 0.81
1/2/2013 0.86
1/9/2013 0.87
1/16/2013 0.87
1/23/2013 0.88
1/30/2013 0.99
2/6/2013 0.95
2/13/2013 1.00
2/20/2013 0.96
2/27/2013 0.83
3/6/2013 0.83
3/13/2013 0.86
3/20/2013 0.79
3/27/2013 0.72
4/3/2013 0.73
4/10/2013 0.76
4/17/2013 0.70
4/24/2013 0.71
5/1/2013 0.68
5/8/2013 0.75
5/15/2013 0.84
5/22/2013 0.85
5/29/2013 0.94
6/5/2013 0.94
6/12/2013 1.05
6/19/2013 1.05
6/26/2013 1.22
7/3/2013 1.18
7/10/2013 1.20
7/17/2013 1.09
7/24/2013 1.17
7/31/2013 1.15
8/7/2013 1.20
8/14/2013 1.31
8/21/2013 1.37
8/28/2013 1.36
9/4/2013 1.42
9/11/2013 1.46
9/18/2013 1.39
9/25/2013 1.27
10/2/2013 1.25
10/9/2013 1.27
10/16/2013 1.34
10/23/2013 1.20
10/30/2013 1.19
11/6/2013 1.25
11/13/2013 1.28
11/20/2013 1.26
11/27/2013 1.27
12/4/2013 1.36
12/11/2013 1.37
12/18/2013 1.41
12/25/2013 1.49
1/1/2014 1.52
1/8/2014 1.51
1/15/2014 1.44
1/22/2014 1.44
1/29/2014 1.33
2/5/2014 1.28
2/12/2014 1.36
2/19/2014 1.31
2/26/2014 1.29
3/5/2014 1.30
3/12/2014 1.32
3/19/2014 1.35
3/26/2014 1.34
4/2/2014 1.40
4/9/2014 1.34
4/16/2014 1.30
4/23/2014 1.35
4/30/2014 1.33
5/7/2014 1.33
5/14/2014 1.25
5/21/2014 1.26
5/28/2014 1.20
6/4/2014 1.30
6/11/2014 1.31
6/18/2014 1.33
6/25/2014 1.28
7/2/2014 1.34
7/9/2014 1.30
7/16/2014 1.30
7/23/2014 1.25
7/30/2014 1.30
8/6/2014 1.24
8/13/2014 1.18
8/20/2014 1.19
8/27/2014 1.13
9/3/2014 1.17
9/10/2014 1.19
9/17/2014 1.22
9/24/2014 1.21
10/1/2014 1.13
10/8/2014 1.07
10/15/2014 0.91
10/22/2014 1.02
10/29/2014 1.07
11/5/2014 1.07
11/12/2014 1.06
11/19/2014 1.06
11/26/2014 0.97
12/3/2014 1.00
12/10/2014 0.96
12/17/2014 0.92
12/24/2014 0.98
12/31/2014 0.91
1/7/2015 0.82
1/14/2015 0.75
1/21/2015 0.75
1/28/2015 0.70
2/4/2015 0.73
2/11/2015 0.82
2/18/2015 0.86
2/25/2015 0.80
3/4/2015 0.90
3/11/2015 0.86
3/18/2015 0.75
3/25/2015 0.73
4/1/2015 0.72
4/8/2015 0.73
4/15/2015 0.71
4/22/2015 0.79
4/29/2015 0.85
5/6/2015 0.97
5/13/2015 0.99
5/20/2015 0.97
5/27/2015 0.92
6/3/2015 1.06
6/10/2015 1.12
6/17/2015 1.04
6/24/2015 1.08
7/1/2015 1.06
7/8/2015 0.94
7/15/2015 1.05
7/22/2015 1.03
7/29/2015 0.99
8/5/2015 1.01
8/12/2015 0.90
8/19/2015 0.92
8/26/2015 0.94
9/2/2015 0.97
9/9/2015 0.93
9/16/2015 0.99
9/23/2015 0.87
9/30/2015 0.84
10/7/2015 0.85
10/14/2015 0.79
10/21/2015 0.83
10/28/2015 0.83
11/4/2015 0.97
11/11/2015 1.00
11/18/2015 0.94
11/25/2015 0.91
12/2/2015 0.87
12/9/2015 0.95
12/16/2015 1.00
12/23/2015 0.99
12/30/2015 1.02
1/6/2016 0.90
1/13/2016 0.84
1/20/2016 0.77
1/27/2016 0.77
2/3/2016 0.65
2/10/2016 0.59
2/17/2016 0.63
2/24/2016 0.56
3/2/2016 0.63
3/9/2016 0.66
3/16/2016 0.70
3/23/2016 0.65
3/30/2016 0.62
4/6/2016 0.57
4/13/2016 0.58
4/20/2016 0.62
4/27/2016 0.69
5/4/2016 0.63
5/11/2016 0.57
5/18/2016 0.65
5/25/2016 0.66
6/1/2016 0.63
6/8/2016 0.54
6/15/2016 0.46
6/22/2016 0.56
6/29/2016 0.35
7/6/2016 0.28
7/13/2016 0.31
7/20/2016 0.38
7/27/2016 0.33
8/3/2016 0.35
8/10/2016 0.27
8/17/2016 0.32
8/24/2016 0.32
8/31/2016 0.34
9/7/2016 0.30
9/14/2016 0.40
9/21/2016 0.37
9/28/2016 0.29
10/5/2016 0.38
10/12/2016 0.47
10/19/2016 0.45
10/26/2016 0.51
11/2/2016 0.50
11/9/2016 0.59
11/16/2016 0.70
11/23/2016 0.73
11/30/2016 0.71
12/7/2016 0.71
12/14/2016 0.75
12/21/2016 0.73
12/28/2016 0.69
1/4/2017 0.71
1/11/2017 0.71
1/18/2017 0.72
1/25/2017 0.79
2/1/2017 0.78
2/8/2017 0.65
2/15/2017 0.73
2/22/2017 0.64
3/1/2017 0.66
3/8/2017 0.71
3/15/2017 0.70
3/22/2017 0.69
3/29/2017 0.68
4/5/2017 0.63
4/12/2017 0.59
4/19/2017 0.59
4/26/2017 0.66
5/3/2017 0.66
5/10/2017 0.73
5/17/2017 0.65
5/24/2017 0.66
5/31/2017 0.62
6/7/2017 0.61
6/14/2017 0.59
6/21/2017 0.65
6/28/2017 0.72
7/5/2017 0.79
7/12/2017 0.79
7/19/2017 0.75
7/26/2017 0.76
8/2/2017 0.74
8/9/2017 0.70
8/16/2017 0.69
8/23/2017 0.65
8/30/2017 0.63
9/6/2017 0.61
9/13/2017 0.70
9/20/2017 0.80
9/27/2017 0.82
10/4/2017 0.82
10/11/2017 0.84
10/18/2017 0.81
10/25/2017 0.89
11/1/2017 0.84
11/8/2017 0.80
11/15/2017 0.84
11/22/2017 0.85
11/29/2017 0.89
12/6/2017 0.85
12/13/2017 0.85
12/20/2017 0.92
12/27/2017 0.89
1/3/2018 0.93
1/10/2018 0.99
1/17/2018 1.03
1/24/2018 1.08
1/31/2018 1.16
2/7/2018 1.20
2/14/2018 1.26
2/21/2018 1.24
2/28/2018 1.21
3/7/2018 1.21
3/14/2018 1.17
3/21/2018 1.23
3/28/2018 1.15
4/4/2018 1.16
4/11/2018 1.17
4/18/2018 1.21
4/25/2018 1.30
5/2/2018 1.23
5/9/2018 1.26
5/16/2018 1.30
5/23/2018 1.23
5/30/2018 1.09
6/6/2018 1.21
6/13/2018 1.22
6/20/2018 1.16
6/27/2018 1.12
7/4/2018 1.13
7/11/2018 1.15
7/18/2018 1.14
7/25/2018 1.18
8/1/2018 1.25
8/8/2018 1.20
8/15/2018 1.12
8/22/2018 1.14
8/29/2018 1.20
9/5/2018 1.20
9/12/2018 1.24
9/19/2018 1.32
9/26/2018 1.32
10/3/2018 1.33
10/10/2018 1.40
10/17/2018 1.33
10/24/2018 1.25
10/31/2018 1.26
11/7/2018 1.33
11/14/2018 1.28
11/21/2018 1.23
11/28/2018 1.22
12/5/2018 1.17
12/12/2018 1.16
12/19/2018 1.11
12/26/2018 1.11
1/2/2019 1.05
1/9/2019 1.09
1/16/2019 1.10
1/23/2019 1.12
1/30/2019 1.08
2/6/2019 1.06
2/13/2019 1.05
2/20/2019 1.03
2/27/2019 1.09
3/6/2019 1.07
3/13/2019 1.03
3/20/2019 1.00
3/27/2019 0.88
4/3/2019 0.95
4/10/2019 0.93
4/17/2019 1.03
4/24/2019 0.97
5/1/2019 0.97
5/8/2019 0.94
5/15/2019 0.88
5/22/2019 0.89
5/29/2019 0.79
6/5/2019 0.71
6/12/2019 0.72
6/19/2019 0.67
6/26/2019 0.66
7/3/2019 0.58
7/10/2019 0.65
7/17/2019 0.64
7/24/2019 0.59
7/31/2019 0.57
8/7/2019 0.41
8/14/2019 0.39
8/21/2019 0.38
8/28/2019 0.32
9/4/2019 0.33
9/11/2019 0.47
9/18/2019 0.53
9/25/2019 0.47
10/2/2019 0.39
10/9/2019 0.38
10/16/2019 0.53
10/23/2019 0.53
10/30/2019 0.55
11/6/2019 0.57
11/13/2019 0.60
11/20/2019 0.55
11/27/2019 0.55
12/4/2019 0.58
12/11/2019 0.59
12/18/2019 0.63
12/25/2019 0.62
1/1/2020 0.66
1/8/2020 0.63
1/15/2020 0.56
1/22/2020 0.54
1/29/2020 0.45
2/5/2020 0.49
2/12/2020 0.49
2/19/2020 0.47
2/26/2020 0.33
Average r*

Percent

Date Value
3/31/1999 2.38
6/30/1999 2.31
9/30/1999 2.39
12/31/1999 2.53
3/31/2000 2.53
6/30/2000 2.56
9/30/2000 2.56
12/31/2000 2.61
3/31/2001 2.64
6/30/2001 2.76
9/30/2001 2.57
12/31/2001 2.56
3/31/2002 2.53
6/30/2002 2.54
9/30/2002 2.49
12/31/2002 2.38
3/31/2003 2.24
6/30/2003 2.22
9/30/2003 2.33
12/31/2003 2.35
3/31/2004 2.34
6/30/2004 2.31
9/30/2004 2.18
12/31/2004 2.16
3/31/2005 2.20
6/30/2005 2.13
9/30/2005 2.12
12/31/2005 2.21
3/31/2006 2.23
6/30/2006 2.27
9/30/2006 2.22
12/31/2006 2.24
3/31/2007 2.29
6/30/2007 2.24
9/30/2007 2.24
12/31/2007 2.34
3/31/2008 2.27
6/30/2008 2.16
9/30/2008 1.98
12/31/2008 1.41
3/31/2009 1.00
6/30/2009 1.08
9/30/2009 1.12
12/31/2009 1.26
3/31/2010 1.22
6/30/2010 1.26
9/30/2010 1.25
12/31/2010 1.23
3/31/2011 1.31
6/30/2011 1.36
9/30/2011 1.21
12/31/2011 1.19
3/31/2012 1.20
6/30/2012 1.05
9/30/2012 0.94
12/31/2012 0.92
3/31/2013 0.84
6/30/2013 0.79
9/30/2013 0.80
12/31/2013 0.79
3/31/2014 0.71
6/30/2014 0.77
9/30/2014 0.79
12/31/2014 0.74
3/31/2015 0.76
6/30/2015 0.82
9/30/2015 0.79
12/31/2015 0.77
3/31/2016 0.78
6/30/2016 0.77
9/30/2016 0.80
12/31/2016 0.83
3/31/2017 0.89
6/30/2017 0.83
9/30/2017 0.85
12/31/2017 0.94
3/31/2018 0.92
6/30/2018 0.96
9/30/2018 0.88
12/31/2018 0.79
3/31/2019 0.79
6/30/2019 0.81
9/30/2019 0.82
12/31/2019 0.76

Note: The data for the global level factor are weekly, and the data for average r* are quarterly. The global level factor is a simple average of the level factors plotted in figure 1. The average r* is a simple average of the Holston, Laubach, and Williams (2017) estimated r* for the same three countries.

Source: Holston, Laubach, and Williams (2017); Diebold and Li (2006); Bloomberg; staff calculations.

Figure 3: 10−Year U.S. Treasury Yield and Neutral Nominal Policy Rate

Neutral nominal U.S. policy rate

Percent

Date Value
3/31/1999 5.06
6/30/1999 5.04
9/30/1999 5.15
12/31/1999 5.40
3/31/2000 5.38
6/30/2000 5.44
9/30/2000 5.35
12/31/2000 5.37
3/31/2001 5.28
6/30/2001 5.19
9/30/2001 4.86
12/31/2001 4.94
3/31/2002 4.83
6/30/2002 4.97
9/30/2002 4.85
12/31/2002 4.58
3/31/2003 4.39
6/30/2003 4.36
9/30/2003 4.56
12/31/2003 4.58
3/31/2004 4.64
6/30/2004 4.61
9/30/2004 4.44
12/31/2004 4.51
3/31/2005 4.65
6/30/2005 4.38
9/30/2005 4.29
12/31/2005 4.41
3/31/2006 4.49
6/30/2006 4.50
9/30/2006 4.32
12/31/2006 4.27
3/31/2007 4.40
6/30/2007 4.17
9/30/2007 4.22
12/31/2007 4.37
3/31/2008 4.09
6/30/2008 4.07
9/30/2008 3.81
12/31/2008 2.91
3/31/2009 2.59
6/30/2009 2.78
9/30/2009 2.78
12/31/2009 3.16
3/31/2010 2.89
6/30/2010 2.82
9/30/2010 2.67
12/31/2010 2.66
3/31/2011 2.66
6/30/2011 2.86
9/30/2011 2.72
12/31/2011 2.76
3/31/2012 2.96
6/30/2012 2.73
9/30/2012 2.48
12/31/2012 2.47
3/31/2013 2.50
6/30/2013 2.33
9/30/2013 2.42
12/31/2013 2.53
3/31/2014 2.25
6/30/2014 2.52
9/30/2014 2.55
12/31/2014 2.40
3/31/2015 2.34
6/30/2015 2.49
9/30/2015 2.36
12/31/2015 2.22
3/31/2016 2.38
6/30/2016 2.43
9/30/2016 2.43
12/31/2016 2.38
3/31/2017 2.39
6/30/2017 2.27
9/30/2017 2.28
12/31/2017 2.49
3/31/2018 2.64
6/30/2018 2.66
9/30/2018 2.48
12/31/2018 2.46
3/31/2019 2.35
6/30/2019 2.47
9/30/2019 2.50
12/31/2019 2.41
10-year U.S. Treasury yield

Percent

Date Value
1/6/1999 5.02
1/13/1999 5.12
1/20/1999 5.14
1/27/1999 5.02
2/3/1999 5.18
2/10/1999 5.25
2/17/1999 5.32
2/24/1999 5.52
3/3/1999 5.68
3/10/1999 5.57
3/17/1999 5.49
3/24/1999 5.53
3/31/1999 5.61
4/7/1999 5.48
4/14/1999 5.45
4/21/1999 5.48
4/28/1999 5.53
5/5/1999 5.67
5/12/1999 5.81
5/19/1999 5.86
5/26/1999 5.87
6/2/1999 6.06
6/9/1999 6.11
6/16/1999 6.19
6/23/1999 6.27
6/30/1999 6.10
7/7/1999 6.18
7/14/1999 6.01
7/21/1999 5.95
7/28/1999 6.09
8/4/1999 6.24
8/11/1999 6.40
8/18/1999 6.22
8/25/1999 6.07
9/1/1999 6.33
9/8/1999 6.31
9/15/1999 6.35
9/22/1999 6.31
9/29/1999 6.36
10/6/1999 6.42
10/13/1999 6.52
10/20/1999 6.58
10/27/1999 6.55
11/3/1999 6.32
11/10/1999 6.26
11/17/1999 6.29
11/24/1999 6.37
12/1/1999 6.49
12/8/1999 6.41
12/15/1999 6.50
12/22/1999 6.67
12/29/1999 6.66
1/5/2000 6.82
1/12/2000 6.87
1/19/2000 6.81
1/26/2000 6.72
2/2/2000 6.63
2/9/2000 6.67
2/16/2000 6.67
2/23/2000 6.53
3/1/2000 6.52
3/8/2000 6.53
3/15/2000 6.42
3/22/2000 6.29
3/29/2000 6.33
4/5/2000 6.08
4/12/2000 6.18
4/19/2000 6.15
4/26/2000 6.27
5/3/2000 6.50
5/10/2000 6.56
5/17/2000 6.59
5/24/2000 6.60
5/31/2000 6.39
6/7/2000 6.22
6/14/2000 6.18
6/21/2000 6.25
6/28/2000 6.25
7/5/2000 6.12
7/12/2000 6.17
7/19/2000 6.25
7/26/2000 6.09
8/2/2000 6.03
8/9/2000 5.96
8/16/2000 5.99
8/23/2000 5.90
8/30/2000 5.97
9/6/2000 5.91
9/13/2000 5.92
9/20/2000 6.10
9/27/2000 6.02
10/4/2000 6.06
10/11/2000 5.92
10/18/2000 5.84
10/25/2000 5.81
11/1/2000 5.87
11/8/2000 5.97
11/15/2000 5.82
11/22/2000 5.71
11/29/2000 5.66
12/6/2000 5.47
12/13/2000 5.43
12/20/2000 5.29
12/27/2000 5.33
1/3/2001 5.37
1/10/2001 5.33
1/17/2001 5.38
1/24/2001 5.52
1/31/2001 5.38
2/7/2001 5.36
2/14/2001 5.38
2/21/2001 5.42
2/28/2001 5.21
3/7/2001 5.21
3/14/2001 5.14
3/21/2001 5.10
3/28/2001 5.31
4/4/2001 5.27
4/11/2001 5.41
4/18/2001 5.43
4/25/2001 5.57
5/2/2001 5.55
5/9/2001 5.45
5/16/2001 5.73
5/23/2001 5.70
5/30/2001 5.79
6/6/2001 5.57
6/13/2001 5.56
6/20/2001 5.51
6/27/2001 5.52
7/4/2001 5.67
7/11/2001 5.59
7/18/2001 5.38
7/25/2001 5.44
8/1/2001 5.35
8/8/2001 5.34
8/15/2001 5.35
8/22/2001 5.25
8/29/2001 5.14
9/5/2001 5.31
9/12/2001 5.21
9/19/2001 5.16
9/26/2001 5.10
10/3/2001 4.95
10/10/2001 5.01
10/17/2001 4.98
10/24/2001 4.98
10/31/2001 4.70
11/7/2001 4.61
11/14/2001 4.91
11/21/2001 5.38
11/28/2001 5.40
12/5/2001 5.35
12/12/2001 5.49
12/19/2001 5.49
12/26/2001 5.64
1/2/2002 5.64
1/9/2002 5.52
1/16/2002 5.30
1/23/2002 5.46
1/30/2002 5.40
2/6/2002 5.36
2/13/2002 5.48
2/20/2002 5.34
2/27/2002 5.30
3/6/2002 5.50
3/13/2002 5.72
3/20/2002 5.82
3/27/2002 5.75
4/3/2002 5.69
4/10/2002 5.63
4/17/2002 5.64
4/24/2002 5.49
5/1/2002 5.44
5/8/2002 5.58
5/15/2002 5.64
5/22/2002 5.48
5/29/2002 5.45
6/5/2002 5.44
6/12/2002 5.33
6/19/2002 5.13
6/26/2002 5.12
7/3/2002 5.16
7/10/2002 5.05
7/17/2002 5.09
7/24/2002 4.90
7/31/2002 4.91
8/7/2002 4.78
8/14/2002 4.51
8/21/2002 4.65
8/28/2002 4.64
9/4/2002 4.38
9/11/2002 4.49
9/18/2002 4.27
9/25/2002 4.23
10/2/2002 4.18
10/9/2002 4.08
10/16/2002 4.52
10/23/2002 4.70
10/30/2002 4.45
11/6/2002 4.52
11/13/2002 4.25
11/20/2002 4.50
11/27/2002 4.73
12/4/2002 4.63
12/11/2002 4.43
12/18/2002 4.50
12/25/2002 4.38
1/1/2003 4.25
1/8/2003 4.42
1/15/2003 4.51
1/22/2003 4.35
1/29/2003 4.45
2/5/2003 4.42
2/12/2003 4.33
2/19/2003 4.26
2/26/2003 4.15
3/5/2003 4.00
3/12/2003 3.96
3/19/2003 4.35
3/26/2003 4.35
4/2/2003 4.33
4/9/2003 4.30
4/16/2003 4.31
4/23/2003 4.36
4/30/2003 4.22
5/7/2003 4.03
5/14/2003 3.83
5/21/2003 3.68
5/28/2003 3.74
6/4/2003 3.60
6/11/2003 3.51
6/18/2003 3.67
6/25/2003 3.69
7/2/2003 3.86
7/9/2003 4.03
7/16/2003 4.28
7/23/2003 4.45
7/30/2003 4.72
8/6/2003 4.71
8/13/2003 4.96
8/20/2003 4.82
8/27/2003 4.91
9/3/2003 4.98
9/10/2003 4.62
9/17/2003 4.53
9/24/2003 4.49
10/1/2003 4.28
10/8/2003 4.61
10/15/2003 4.76
10/22/2003 4.60
10/29/2003 4.62
11/5/2003 4.69
11/12/2003 4.75
11/19/2003 4.54
11/26/2003 4.56
12/3/2003 4.72
12/10/2003 4.60
12/17/2003 4.49
12/24/2003 4.48
12/31/2003 4.55
1/7/2004 4.54
1/14/2004 4.29
1/21/2004 4.33
1/28/2004 4.49
2/4/2004 4.43
2/11/2004 4.33
2/18/2004 4.34
2/25/2004 4.31
3/3/2004 4.35
3/10/2004 4.01
3/17/2004 3.97
3/24/2004 3.99
3/31/2004 4.13
4/7/2004 4.48
4/14/2004 4.70
4/21/2004 4.75
4/28/2004 4.79
5/5/2004 4.90
5/12/2004 5.12
5/19/2004 5.09
5/26/2004 4.97
6/2/2004 5.03
6/9/2004 5.10
6/16/2004 5.01
6/23/2004 4.97
6/30/2004 4.88
7/7/2004 4.76
7/14/2004 4.76
7/21/2004 4.75
7/28/2004 4.87
8/4/2004 4.70
8/11/2004 4.56
8/18/2004 4.50
8/25/2004 4.53
9/1/2004 4.39
9/8/2004 4.43
9/15/2004 4.42
9/22/2004 4.22
9/29/2004 4.33
10/6/2004 4.47
10/13/2004 4.34
10/20/2004 4.24
10/27/2004 4.33
11/3/2004 4.31
11/10/2004 4.48
11/17/2004 4.35
11/24/2004 4.39
12/1/2004 4.58
12/8/2004 4.33
12/15/2004 4.26
12/22/2004 4.39
12/29/2004 4.51
1/5/2005 4.45
1/12/2005 4.39
1/19/2005 4.33
1/26/2005 4.34
2/2/2005 4.27
2/9/2005 4.10
2/16/2005 4.27
2/23/2005 4.39
3/2/2005 4.51
3/9/2005 4.64
3/16/2005 4.64
3/23/2005 4.73
3/30/2005 4.66
4/6/2005 4.56
4/13/2005 4.49
4/20/2005 4.33
4/27/2005 4.34
5/4/2005 4.29
5/11/2005 4.29
5/18/2005 4.18
5/25/2005 4.17
6/1/2005 3.99
6/8/2005 4.02
6/15/2005 4.21
6/22/2005 4.03
6/29/2005 4.06
7/6/2005 4.15
7/13/2005 4.24
7/20/2005 4.24
7/27/2005 4.32
8/3/2005 4.36
8/10/2005 4.45
8/17/2005 4.35
8/24/2005 4.26
8/31/2005 4.08
9/7/2005 4.22
9/14/2005 4.25
9/21/2005 4.27
9/28/2005 4.34
10/5/2005 4.44
10/12/2005 4.52
10/19/2005 4.55
10/26/2005 4.68
11/2/2005 4.69
11/9/2005 4.74
11/16/2005 4.59
11/23/2005 4.59
11/30/2005 4.61
12/7/2005 4.62
12/14/2005 4.54
12/21/2005 4.56
12/28/2005 4.44
1/4/2006 4.41
1/11/2006 4.52
1/18/2006 4.40
1/25/2006 4.54
2/1/2006 4.61
2/8/2006 4.62
2/15/2006 4.66
2/22/2006 4.57
3/1/2006 4.64
3/8/2006 4.80
3/15/2006 4.79
3/22/2006 4.76
3/29/2006 4.87
4/5/2006 4.90
4/12/2006 5.03
4/19/2006 5.09
4/26/2006 5.15
5/3/2006 5.20
5/10/2006 5.15
5/17/2006 5.22
5/24/2006 5.08
5/31/2006 5.17
6/7/2006 5.07
6/14/2006 5.08
6/21/2006 5.18
6/28/2006 5.27
7/5/2006 5.25
7/12/2006 5.12
7/19/2006 5.08
7/26/2006 5.05
8/2/2006 4.98
8/9/2006 4.96
8/16/2006 4.90
8/23/2006 4.85
8/30/2006 4.81
9/6/2006 4.86
9/13/2006 4.81
9/20/2006 4.77
9/27/2006 4.64
10/4/2006 4.61
10/11/2006 4.82
10/18/2006 4.80
10/25/2006 4.80
11/1/2006 4.60
11/8/2006 4.66
11/15/2006 4.63
11/22/2006 4.59
11/29/2006 4.55
12/6/2006 4.52
12/13/2006 4.61
12/20/2006 4.63
12/27/2006 4.69
1/3/2007 4.70
1/10/2007 4.72
1/17/2007 4.82
1/24/2007 4.84
1/31/2007 4.85
2/7/2007 4.77
2/14/2007 4.77
2/21/2007 4.73
2/28/2007 4.61
3/7/2007 4.56
3/14/2007 4.59
3/21/2007 4.59
3/28/2007 4.69
4/4/2007 4.72
4/11/2007 4.80
4/18/2007 4.71
4/25/2007 4.70
5/2/2007 4.69
5/9/2007 4.71
5/16/2007 4.75
5/23/2007 4.90
5/30/2007 4.92
6/6/2007 5.00
6/13/2007 5.23
6/20/2007 5.18
6/27/2007 5.13
7/4/2007 5.10
7/11/2007 5.14
7/18/2007 5.07
7/25/2007 4.98
8/1/2007 4.85
8/8/2007 4.96
8/15/2007 4.85
8/22/2007 4.76
8/29/2007 4.70
9/5/2007 4.62
9/12/2007 4.54
9/19/2007 4.65
9/26/2007 4.76
10/3/2007 4.68
10/10/2007 4.77
10/17/2007 4.69
10/24/2007 4.50
10/31/2007 4.60
11/7/2007 4.51
11/14/2007 4.45
11/21/2007 4.26
11/28/2007 4.25
12/5/2007 4.18
12/12/2007 4.31
12/19/2007 4.29
12/26/2007 4.53
1/2/2008 4.17
1/9/2008 4.05
1/16/2008 3.99
1/23/2008 3.81
1/30/2008 4.06
2/6/2008 3.94
2/13/2008 4.04
2/20/2008 4.24
2/27/2008 4.18
3/5/2008 4.07
3/12/2008 3.85
3/19/2008 3.72
3/26/2008 3.86
4/2/2008 3.96
4/9/2008 3.84
4/16/2008 4.05
4/23/2008 4.07
4/30/2008 4.07
5/7/2008 4.18
5/14/2008 4.22
5/21/2008 4.11
5/28/2008 4.33
6/4/2008 4.30
6/11/2008 4.40
6/18/2008 4.44
6/25/2008 4.40
7/2/2008 4.25
7/9/2008 4.12
7/16/2008 4.26
7/23/2008 4.42
7/30/2008 4.34
8/6/2008 4.33
8/13/2008 4.22
8/20/2008 4.07
8/27/2008 4.03
9/3/2008 3.98
9/10/2008 3.93
9/17/2008 3.74
9/24/2008 4.18
10/1/2008 4.17
10/8/2008 4.22
10/15/2008 4.67
10/22/2008 4.39
10/29/2008 4.70
11/5/2008 4.54
11/12/2008 4.46
11/19/2008 4.02
11/26/2008 3.66
12/3/2008 3.36
12/10/2008 3.36
12/17/2008 2.84
12/24/2008 2.76
12/31/2008 2.88
1/7/2009 3.15
1/14/2009 2.86
1/21/2009 3.27
1/28/2009 3.43
2/4/2009 3.61
2/11/2009 3.43
2/18/2009 3.39
2/25/2009 3.60
3/4/2009 3.69
3/11/2009 3.55
3/18/2009 3.09
3/25/2009 3.25
4/1/2009 3.10
4/8/2009 3.32
4/15/2009 3.25
4/22/2009 3.45
4/29/2009 3.59
5/6/2009 3.65
5/13/2009 3.60
5/20/2009 3.67
5/27/2009 4.22
6/3/2009 4.12
6/10/2009 4.46
6/17/2009 4.17
6/24/2009 4.19
7/1/2009 4.04
7/8/2009 3.78
7/15/2009 4.12
7/22/2009 4.06
7/29/2009 4.16
8/5/2009 4.23
8/12/2009 4.19
8/19/2009 3.91
8/26/2009 3.88
9/2/2009 3.74
9/9/2009 3.93
9/16/2009 3.90
9/23/2009 3.87
9/30/2009 3.71
10/7/2009 3.58
10/14/2009 3.85
10/21/2009 3.80
10/28/2009 3.82
11/4/2009 3.95
11/11/2009 3.92
11/18/2009 3.77
11/25/2009 3.65
12/2/2009 3.67
12/9/2009 3.81
12/16/2009 3.96
12/23/2009 4.12
12/30/2009 4.14
1/6/2010 4.20
1/13/2010 4.14
1/20/2010 4.00
1/27/2010 3.98
2/3/2010 4.05
2/10/2010 4.05
2/17/2010 4.09
2/24/2010 4.04
3/3/2010 3.97
3/10/2010 4.04
3/17/2010 3.94
3/24/2010 4.10
3/31/2010 4.12
4/7/2010 4.14
4/14/2010 4.13
4/21/2010 4.01
4/28/2010 4.04
5/5/2010 3.84
5/12/2010 3.86
5/19/2010 3.65
5/26/2010 3.49
6/2/2010 3.65
6/9/2010 3.49
6/16/2010 3.55
6/23/2010 3.40
6/30/2010 3.24
7/7/2010 3.29
7/14/2010 3.33
7/21/2010 3.15
7/28/2010 3.28
8/4/2010 3.21
8/11/2010 2.93
8/18/2010 2.84
8/25/2010 2.74
9/1/2010 2.79
9/8/2010 2.87
9/15/2010 2.96
9/22/2010 2.79
9/29/2010 2.72
10/6/2010 2.61
10/13/2010 2.66
10/20/2010 2.71
10/27/2010 2.97
11/3/2010 2.86
11/10/2010 2.82
11/17/2010 3.10
11/24/2010 3.15
12/1/2010 3.21
12/8/2010 3.52
12/15/2010 3.80
12/22/2010 3.61
12/29/2010 3.59
1/5/2011 3.74
1/12/2011 3.62
1/19/2011 3.61
1/26/2011 3.69
2/2/2011 3.74
2/9/2011 3.89
2/16/2011 3.84
2/23/2011 3.71
3/2/2011 3.69
3/9/2011 3.71
3/16/2011 3.44
3/23/2011 3.58
3/30/2011 3.68
4/6/2011 3.79
4/13/2011 3.72
4/20/2011 3.67
4/27/2011 3.62
5/4/2011 3.47
5/11/2011 3.41
5/18/2011 3.39
5/25/2011 3.35
6/1/2011 3.17
6/8/2011 3.17
6/15/2011 3.19
6/22/2011 3.23
6/29/2011 3.38
7/6/2011 3.37
7/13/2011 3.13
7/20/2011 3.18
7/27/2011 3.22
8/3/2011 2.82
8/10/2011 2.33
8/17/2011 2.32
8/24/2011 2.45
8/31/2011 2.40
9/7/2011 2.19
9/14/2011 2.16
9/21/2011 2.01
9/28/2011 2.17
10/5/2011 2.05
10/12/2011 2.39
10/19/2011 2.32
10/26/2011 2.37
11/2/2011 2.15
11/9/2011 2.10
11/16/2011 2.12
11/23/2011 1.98
11/30/2011 2.21
12/7/2011 2.14
12/14/2011 2.00
12/21/2011 2.07
12/28/2011 2.02
1/4/2012 2.10
1/11/2012 2.02
1/18/2012 2.00
1/25/2012 2.11
2/1/2012 1.95
2/8/2012 2.08
2/15/2012 2.02
2/22/2012 2.10
2/29/2012 2.06
3/7/2012 2.06
3/14/2012 2.41
3/21/2012 2.43
3/28/2012 2.32
4/4/2012 2.36
4/11/2012 2.13
4/18/2012 2.09
4/25/2012 2.09
5/2/2012 2.02
5/9/2012 1.93
5/16/2012 1.81
5/23/2012 1.76
5/30/2012 1.66
6/6/2012 1.70
6/13/2012 1.63
6/20/2012 1.69
6/27/2012 1.68
7/4/2012 1.68
7/11/2012 1.56
7/18/2012 1.55
7/25/2012 1.46
8/1/2012 1.61
8/8/2012 1.74
8/15/2012 1.87
8/22/2012 1.77
8/29/2012 1.71
9/5/2012 1.64
9/12/2012 1.82
9/19/2012 1.84
9/26/2012 1.65
10/3/2012 1.66
10/10/2012 1.74
10/17/2012 1.88
10/24/2012 1.84
10/31/2012 1.75
11/7/2012 1.70
11/14/2012 1.61
11/21/2012 1.72
11/28/2012 1.65
12/5/2012 1.62
12/12/2012 1.74
12/19/2012 1.86
12/26/2012 1.81
1/2/2013 1.90
1/9/2013 1.93
1/16/2013 1.89
1/23/2013 1.90
1/30/2013 2.08
2/6/2013 2.06
2/13/2013 2.13
2/20/2013 2.09
2/27/2013 1.97
3/6/2013 2.01
3/13/2013 2.12
3/20/2013 2.03
3/27/2013 1.91
4/3/2013 1.87
4/10/2013 1.87
4/17/2013 1.76
4/24/2013 1.75
5/1/2013 1.69
5/8/2013 1.85
5/15/2013 2.00
5/22/2013 2.10
5/29/2013 2.21
6/5/2013 2.20
6/12/2013 2.34
6/19/2013 2.44
6/26/2013 2.67
7/3/2013 2.64
7/10/2013 2.83
7/17/2013 2.64
7/24/2013 2.74
7/31/2013 2.75
8/7/2013 2.77
8/14/2013 2.88
8/21/2013 3.05
8/28/2013 2.94
9/4/2013 3.05
9/11/2013 3.06
9/18/2013 2.84
9/25/2013 2.77
10/2/2013 2.77
10/9/2013 2.81
10/16/2013 2.83
10/23/2013 2.65
10/30/2013 2.69
11/6/2013 2.82
11/13/2013 2.91
11/20/2013 2.97
11/27/2013 2.91
12/4/2013 3.03
12/11/2013 3.03
12/18/2013 3.07
12/25/2013 3.16
1/1/2014 3.21
1/8/2014 3.16
1/15/2014 3.04
1/22/2014 3.02
1/29/2014 2.84
2/5/2014 2.85
2/12/2014 2.93
2/19/2014 2.88
2/26/2014 2.81
3/5/2014 2.84
3/12/2014 2.86
3/19/2014 2.91
3/26/2014 2.83
4/2/2014 2.95
4/9/2014 2.84
4/16/2014 2.76
4/23/2014 2.82
4/30/2014 2.79
5/7/2014 2.71
5/14/2014 2.63
5/21/2014 2.65
5/28/2014 2.54
6/4/2014 2.73
6/11/2014 2.76
6/18/2014 2.72
6/25/2014 2.67
7/2/2014 2.74
7/9/2014 2.66
7/16/2014 2.65
7/23/2014 2.57
7/30/2014 2.66
8/6/2014 2.58
8/13/2014 2.53
8/20/2014 2.53
8/27/2014 2.46
9/3/2014 2.51
9/10/2014 2.63
9/17/2014 2.73
9/24/2014 2.67
10/1/2014 2.51
10/8/2014 2.44
10/15/2014 2.25
10/22/2014 2.35
10/29/2014 2.44
11/5/2014 2.46
11/12/2014 2.46
11/19/2014 2.47
11/26/2014 2.34
12/3/2014 2.38
12/10/2014 2.24
12/17/2014 2.21
12/24/2014 2.34
12/31/2014 2.24
1/7/2015 2.02
1/14/2015 1.93
1/21/2015 1.95
1/28/2015 1.81
2/4/2015 1.89
2/11/2015 2.08
2/18/2015 2.17
2/25/2015 2.07
3/4/2015 2.21
3/11/2015 2.20
3/18/2015 2.02
3/25/2015 2.01
4/1/2015 1.95
4/8/2015 1.99
4/15/2015 1.99
4/22/2015 2.09
4/29/2015 2.15
5/6/2015 2.34
5/13/2015 2.40
5/20/2015 2.38
5/27/2015 2.24
6/3/2015 2.50
6/10/2015 2.60
6/17/2015 2.42
6/24/2015 2.49
7/1/2015 2.54
7/8/2015 2.31
7/15/2015 2.44
7/22/2015 2.40
7/29/2015 2.36
8/5/2015 2.33
8/12/2015 2.21
8/19/2015 2.19
8/26/2015 2.30
9/2/2015 2.29
9/9/2015 2.28
9/16/2015 2.39
9/23/2015 2.24
9/30/2015 2.14
10/7/2015 2.15
10/14/2015 2.06
10/21/2015 2.12
10/28/2015 2.18
11/4/2015 2.33
11/11/2015 2.43
11/18/2015 2.38
11/25/2015 2.33
12/2/2015 2.27
12/9/2015 2.31
12/16/2015 2.40
12/23/2015 2.37
12/30/2015 2.41
1/6/2016 2.28
1/13/2016 2.16
1/20/2016 2.09
1/27/2016 2.10
2/3/2016 1.97
2/10/2016 1.79
2/17/2016 1.90
2/24/2016 1.84
3/2/2016 1.95
3/9/2016 1.98
3/16/2016 2.02
3/23/2016 1.96
3/30/2016 1.91
4/6/2016 1.83
4/13/2016 1.83
4/20/2016 1.91
4/27/2016 1.93
5/4/2016 1.85
5/11/2016 1.80
5/18/2016 1.94
5/25/2016 1.94
6/1/2016 1.92
6/8/2016 1.76
6/15/2016 1.65
6/22/2016 1.74
6/29/2016 1.54
7/6/2016 1.42
7/13/2016 1.51
7/20/2016 1.63
7/27/2016 1.56
8/3/2016 1.58
8/10/2016 1.55
8/17/2016 1.61
8/24/2016 1.60
8/31/2016 1.62
9/7/2016 1.58
9/14/2016 1.75
9/21/2016 1.72
9/28/2016 1.62
10/5/2016 1.77
10/12/2016 1.83
10/19/2016 1.81
10/26/2016 1.84
11/2/2016 1.86
11/9/2016 2.15
11/16/2016 2.31
11/23/2016 2.45
11/30/2016 2.47
12/7/2016 2.45
12/14/2016 2.64
12/21/2016 2.65
12/28/2016 2.61
1/4/2017 2.54
1/11/2017 2.45
1/18/2017 2.49
1/25/2017 2.60
2/1/2017 2.55
2/8/2017 2.41
2/15/2017 2.59
2/22/2017 2.50
3/1/2017 2.54
3/8/2017 2.63
3/15/2017 2.58
3/22/2017 2.48
3/29/2017 2.45
4/5/2017 2.40
4/12/2017 2.34
4/19/2017 2.28
4/26/2017 2.38
5/3/2017 2.39
5/10/2017 2.48
5/17/2017 2.30
5/24/2017 2.32
5/31/2017 2.27
6/7/2017 2.22
6/14/2017 2.19
6/21/2017 2.20
6/28/2017 2.27
7/5/2017 2.38
7/12/2017 2.38
7/19/2017 2.32
7/26/2017 2.34
8/2/2017 2.31
8/9/2017 2.29
8/16/2017 2.28
8/23/2017 2.22
8/30/2017 2.19
9/6/2017 2.15
9/13/2017 2.23
9/20/2017 2.32
9/27/2017 2.34
10/4/2017 2.36
10/11/2017 2.37
10/18/2017 2.37
10/25/2017 2.47
11/1/2017 2.39
11/8/2017 2.34
11/15/2017 2.36
11/22/2017 2.36
11/29/2017 2.41
12/6/2017 2.35
12/13/2017 2.38
12/20/2017 2.53
12/27/2017 2.44
1/3/2018 2.47
1/10/2018 2.57
1/17/2018 2.58
1/24/2018 2.66
1/31/2018 2.73
2/7/2018 2.87
2/14/2018 2.95
2/21/2018 2.97
2/28/2018 2.90
3/7/2018 2.91
3/14/2018 2.83
3/21/2018 2.90
3/28/2018 2.78
4/4/2018 2.79
4/11/2018 2.77
4/18/2018 2.86
4/25/2018 3.03
5/2/2018 2.96
5/9/2018 3.01
5/16/2018 3.10
5/23/2018 3.02
5/30/2018 2.84
6/6/2018 2.97
6/13/2018 2.99
6/20/2018 2.94
6/27/2018 2.85
7/4/2018 2.84
7/11/2018 2.85
7/18/2018 2.87
7/25/2018 2.94
8/1/2018 3.00
8/8/2018 2.97
8/15/2018 2.86
8/22/2018 2.82
8/29/2018 2.87
9/5/2018 2.90
9/12/2018 2.95
9/19/2018 3.07
9/26/2018 3.05
10/3/2018 3.14
10/10/2018 3.22
10/17/2018 3.18
10/24/2018 3.10
10/31/2018 3.15
11/7/2018 3.22
11/14/2018 3.12
11/21/2018 3.08
11/28/2018 3.04
12/5/2018 2.90
12/12/2018 2.90
12/19/2018 2.75
12/26/2018 2.81
1/2/2019 2.65
1/9/2019 2.72
1/16/2019 2.72
1/23/2019 2.74
1/30/2019 2.69
2/6/2019 2.69
2/13/2019 2.70
2/20/2019 2.64
2/27/2019 2.69
3/6/2019 2.68
3/13/2019 2.61
3/20/2019 2.55
3/27/2019 2.40
4/3/2019 2.53
4/10/2019 2.48
4/17/2019 2.60
4/24/2019 2.54
5/1/2019 2.53
5/8/2019 2.50
5/15/2019 2.39
5/22/2019 2.41
5/29/2019 2.27
6/5/2019 2.15
6/12/2019 2.14
6/19/2019 2.04
6/26/2019 2.07
7/3/2019 1.97
7/10/2019 2.07
7/17/2019 2.07
7/24/2019 2.05
7/31/2019 2.02
8/7/2019 1.71
8/14/2019 1.60
8/21/2019 1.61
8/28/2019 1.49
9/4/2019 1.49
9/11/2019 1.76
9/18/2019 1.82
9/25/2019 1.74
10/2/2019 1.63
10/9/2019 1.60
10/16/2019 1.75
10/23/2019 1.77
10/30/2019 1.79
11/6/2019 1.83
11/13/2019 1.90
11/20/2019 1.76
11/27/2019 1.79
12/4/2019 1.80
12/11/2019 1.81
12/18/2019 1.95
12/25/2019 1.94
1/1/2020 1.96
1/8/2020 1.90
1/15/2020 1.81
1/22/2020 1.79
1/29/2020 1.61
2/5/2020 1.67
2/12/2020 1.65
2/19/2020 1.58
2/26/2020 1.34

Note: The data for the neutral nominal U.S. policy rate are quarterly, and the data for the U.S. 10-year yield are weekly. Neutral nominal policy rate is the Holston, Laubach, and Williams (2017) estimated U.S. r* plus 2 percent.

Source: Holston, Laubach, and Williams (2017); Bloomberg.

Figure 4: U.S. Slope Factor and Policy Rate Spread

Policy rate spread

Percent

Date Value
3/31/1999 0.25
6/30/1999 0.28
9/30/1999 -0.07
12/31/1999 0.10
3/31/2000 -0.47
6/30/2000 -1.09
9/30/2000 -1.17
12/31/2000 -1.03
3/31/2001 -0.03
6/30/2001 1.22
9/30/2001 1.79
12/31/2001 3.12
3/31/2002 3.10
6/30/2002 3.22
9/30/2002 3.10
12/31/2002 3.34
3/31/2003 3.14
6/30/2003 3.14
9/30/2003 3.55
12/31/2003 3.60
3/31/2004 3.64
6/30/2004 3.58
9/30/2004 2.83
12/31/2004 2.35
3/31/2005 2.02
6/30/2005 1.34
9/30/2005 0.67
12/31/2005 0.25
3/31/2006 -0.10
6/30/2006 -0.49
9/30/2006 -0.93
12/31/2006 -0.97
3/31/2007 -0.86
6/30/2007 -1.08
9/30/2007 -0.72
12/31/2007 0.13
3/31/2008 1.48
6/30/2008 2.07
9/30/2008 2.00
12/31/2008 2.75
3/31/2009 2.41
6/30/2009 2.57
9/30/2009 2.63
12/31/2009 3.04
3/31/2010 2.73
6/30/2010 2.64
9/30/2010 2.48
12/31/2010 2.48
3/31/2011 2.52
6/30/2011 2.77
9/30/2011 2.64
12/31/2011 2.69
3/31/2012 2.83
6/30/2012 2.57
9/30/2012 2.34
12/31/2012 2.31
3/31/2013 2.36
6/30/2013 2.24
9/30/2013 2.34
12/31/2013 2.44
3/31/2014 2.17
6/30/2014 2.42
9/30/2014 2.46
12/31/2014 2.28
3/31/2015 2.23
6/30/2015 2.36
9/30/2015 2.22
12/31/2015 1.98
3/31/2016 2.02
6/30/2016 2.05
9/30/2016 2.03
12/31/2016 1.84
3/31/2017 1.60
6/30/2017 1.23
9/30/2017 1.13
12/31/2017 1.19
3/31/2018 1.13
6/30/2018 0.84
9/30/2018 0.53
12/31/2018 0.19
3/31/2019 -0.06
6/30/2019 0.09
9/30/2019 0.46
12/31/2019 0.86
U.S. slope factor

Percent
Value

Date Value
1/6/1999 0.47
1/13/1999 0.56
1/20/1999 0.54
1/27/1999 0.41
2/3/1999 0.58
2/10/1999 0.69
2/17/1999 0.80
2/24/1999 0.85
3/3/1999 0.97
3/10/1999 0.98
3/17/1999 0.92
3/24/1999 1.03
3/31/1999 1.15
4/7/1999 0.98
4/14/1999 0.98
4/21/1999 1.02
4/28/1999 1.00
5/5/1999 1.19
5/12/1999 1.31
5/19/1999 1.36
5/26/1999 1.29
6/2/1999 1.43
6/9/1999 1.46
6/16/1999 1.47
6/23/1999 1.50
6/30/1999 1.38
7/7/1999 1.40
7/14/1999 1.22
7/21/1999 1.35
7/28/1999 1.44
8/4/1999 1.49
8/11/1999 1.61
8/18/1999 1.42
8/25/1999 1.22
9/1/1999 1.35
9/8/1999 1.35
9/15/1999 1.38
9/22/1999 1.34
9/29/1999 1.41
10/6/1999 1.45
10/13/1999 1.53
10/20/1999 1.59
10/27/1999 1.44
11/3/1999 1.19
11/10/1999 1.00
11/17/1999 0.95
11/24/1999 1.03
12/1/1999 1.09
12/8/1999 0.98
12/15/1999 0.95
12/22/1999 1.09
12/29/1999 1.23
1/5/2000 1.23
1/12/2000 1.23
1/19/2000 1.28
1/26/2000 1.06
2/2/2000 0.77
2/9/2000 0.87
2/16/2000 0.83
2/23/2000 0.60
3/1/2000 0.62
3/8/2000 0.60
3/15/2000 0.35
3/22/2000 0.06
3/29/2000 -0.03
4/5/2000 -0.18
4/12/2000 -0.11
4/19/2000 0.10
4/26/2000 0.03
5/3/2000 0.07
5/10/2000 0.03
5/17/2000 0.00
5/24/2000 0.02
5/31/2000 -0.10
6/7/2000 -0.27
6/14/2000 -0.27
6/21/2000 -0.20
6/28/2000 -0.23
7/5/2000 -0.26
7/12/2000 -0.30
7/19/2000 -0.29
7/26/2000 -0.40
8/2/2000 -0.50
8/9/2000 -0.55
8/16/2000 -0.65
8/23/2000 -0.68
8/30/2000 -0.65
9/6/2000 -0.56
9/13/2000 -0.43
9/20/2000 -0.32
9/27/2000 -0.48
10/4/2000 -0.46
10/11/2000 -0.53
10/18/2000 -0.64
10/25/2000 -0.80
11/1/2000 -0.67
11/8/2000 -0.59
11/15/2000 -0.68
11/22/2000 -0.80
11/29/2000 -0.83
12/6/2000 -0.76
12/13/2000 -0.85
12/20/2000 -0.70
12/27/2000 -0.54
1/3/2001 -0.03
1/10/2001 0.30
1/17/2001 0.31
1/24/2001 0.55
1/31/2001 0.68
2/7/2001 0.57
2/14/2001 0.62
2/21/2001 0.81
2/28/2001 0.82
3/7/2001 0.84
3/14/2001 0.99
3/21/2001 1.10
3/28/2001 1.37
4/4/2001 1.67
4/11/2001 1.75
4/18/2001 1.99
4/25/2001 2.35
5/2/2001 2.29
5/9/2001 2.50
5/16/2001 2.78
5/23/2001 2.77
5/30/2001 2.87
6/6/2001 2.74
6/13/2001 2.80
6/20/2001 2.86
6/27/2001 2.78
7/4/2001 2.84
7/11/2001 2.84
7/18/2001 2.72
7/25/2001 2.73
8/1/2001 2.76
8/8/2001 2.87
8/15/2001 2.85
8/22/2001 2.74
8/29/2001 2.72
9/5/2001 2.81
9/12/2001 3.34
9/19/2001 3.90
9/26/2001 3.96
10/3/2001 3.91
10/10/2001 4.11
10/17/2001 4.08
10/24/2001 4.17
10/31/2001 4.11
11/7/2001 4.21
11/14/2001 4.45
11/21/2001 4.75
11/28/2001 4.95
12/5/2001 5.07
12/12/2001 5.53
12/19/2001 5.44
12/26/2001 5.45
1/2/2002 5.47
1/9/2002 5.43
1/16/2002 5.30
1/23/2002 5.24
1/30/2002 5.17
2/6/2002 5.10
2/13/2002 5.14
2/20/2002 5.05
2/27/2002 5.00
3/6/2002 5.11
3/13/2002 5.23
3/20/2002 5.16
3/27/2002 5.13
4/3/2002 5.14
4/10/2002 5.14
4/17/2002 5.20
4/24/2002 5.17
5/1/2002 5.11
5/8/2002 5.18
5/15/2002 5.25
5/22/2002 5.13
5/29/2002 5.03
6/5/2002 5.01
6/12/2002 4.96
6/19/2002 4.89
6/26/2002 4.95
7/3/2002 4.98
7/10/2002 4.89
7/17/2002 4.90
7/24/2002 4.71
7/31/2002 4.77