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Mar-09

CONSOLIDATED PROFIT AND LOSS STATEMENT


MARCH, 2013(In '000
Particulars

Gross Sales
Excise Duty (LESS)
Net Sales
Other Income(Other Operating Income)

Schedules

Mar-09

20

12

Total operating income


Less:COGS
Gross Profit
Less:SGA
EBITDA
Less:Depreciation
EBIT
Less:Interest expended
Add:Other Non operating Income
Less:Other Non operating expense
PBT
Less:Current and deferred Tax
PAT
Add:Income from Associates
Add:Profit/(Loss) brought forward
Less:Minority Interest
Less:Provision For proposed dividend
Less:Transfer to reserves
PNL C/F

36250.71
0.00
36250.71
27902.37
64153.08
0.00

13

64153.08
27379.10

14

36773.98
806.68

16

35967.29
26487.25
0.00
4511.69

19

4968.35
1588.93

15

17
18

3379.42
0.00
549.68
197.53
1433.53
2155.93
537.17

CONSOLIDATED BALANCE SHEET AS ON 31ST

Particulars
Capital
Employees stock options outstanding
Reserves & Surplus
Minority Interests
Deposits
Borrowings
Liabilities on policies in force
Other Liabilities & Provisions

Schedule No.
1

2
2A
3
4
5

Total

Particulars
Cash and balance with Reserve bank
Balance with bank
Investments
Advances
Fixed Assets
Other Asset
Total

Liabilities
Mar-09
1113.29
0.00
45664.24
910.51
261855.75
116066.35
31053.5993
26027.22
482690.97

Schedule No.
6
7
8
9
10
11

Assets
Mar-09
14681.18
17185.94
148107.00
266130.47
4497.46
26376.25
476978.30

Mar-10 Mar-11

Mar-12

Mar-13

STATEMENT FOR THE YEAR ENDED 31ST


2013(In '000s)
Mar-10

Mar-11

Mar-12

Mar-13

30153.71
0.00

30081.40
0.00

37994.86
0.00

44884.59
0.00

30153.71
29446.06

30081.40
31513.30

37994.86
28663.42

44884.59
29319.81

59599.77
0.00

61594.70
0.00

66658.28
0.00

74204.40
0.00

59599.77
26970.36

61594.70
30562.77

66658.28
28880.61

74204.40
29581.57

32629.41
762.87

31031.93
739.68

37777.67
671.44

44622.83
625.48

31866.53
20729.19
0.00
4558.70

30292.25
19342.57
0.00
504.45

37106.23
25013.25
0.00
355.34

43997.35
28285.41
0.00
543.78

6578.64
1735.23

10445.23
2071.51

11737.65
2749.01

15168.15
3486.89

4843.41
0.00
537.17
173.12
1566.43
1952.40
1688.64

8373.72
0.00
1688.64
224.93
1878.92
1895.22
6063.29

8988.63
0.00
4007.76
294.70
2228.19
2545.86
7927.65

11681.27
0.00
6804.87
526.27
2701.52
3377.50
11880.84

T AS ON 31ST MARCH, 2013(In crores)

Liabilities
Mar-10
1114.89
0.00

Mar-11
1151.82
0.29

Mar-12
1152.77
2.39

Mar-13
1153.64
4.48

50181.61
1270.40
241572.30
115698.32
53965.4286
25544.34

54150.38
1358.22
259106.00
125838.86
64482.0556
27680.23

60121.34
1427.72
281950.47
161296.62
66229.464
32010.63

67604.29
1705.76
314770.54
172888.22
68910.5371
47784.25

489347.30

533767.87

604191.41

674821.71

Mar-10
24207.78
19293.84
186319.78
225778.13
3862.29
23758.76

Mar-11
17123.03
18151.26
209652.78
256019.31
5489.55
20227.30

Mar-12
15791.98
20428.11
239864.09
292125.42
5431.98
22810.26

Mar-13
14376.93
30064.66
255666.68
329974.13
5473.40
31656.00

483220.59

526663.23

596451.84

667211.80

Assets

Standalone Balance sheet adjusted

2009

CAPITAL AND LIABILITIES

Equity

35023.56

Equity Capital
Employee stock option outstanding
Reserve and surplus
deferred tax aseet/(liability)

1113.28
0.00
35707.85
1797.57

Debt

286021.47

Deposits

IN INDIA
i) Reserve Bank of India
ii) Other banks
iii)other institution and agencies(GOI,Fin Inst)
iv)Bonds and debentures (excluding subordinated debt)
v)Capital instruments(IPDI,Hybrid debt etc)
OUTSIDE INDIA
i)capital instruments
ii) from int banks,mult credit rating agencies
iii) Bonds and notes
iv) Other borrowings

218347.81
62667.82
155679.99
67673.66
10539.15
0.00
2324.63
3650.30
4214.22
350.00
57134.51
0.00
30821.06
26253.10
60.35

TOTAL CAPITAL AND LIABILITIES

321045.03

CASA
Term deposits

Borrowings

ASSETS
Cash Balances with Reserve Bank of India (CRR)

14680.62

Investment
I). Investments in INDIA
Government securities(SLR)
Shares (includes equity and preference shares)
Debentures and bonds
Others (CP,Mutual fund units,pass through certificates,security receipts,
Total investments in INDIA
II). Investments outside INDIA
i) Government securities
ii) Others(equity shares,bonds,COD)
Total Investments outside india

63377.49
1703.13
2600.07
19668.88
87358.91
95.33
2892.20
2987.53

Total Investments

90346.44

Advances
i)Bills purchased and discounted
ii) Cash credits, overdrafts and loans repayable on demand
iii) Term loans
iv)Securitisation,finance lease and hire purchase receivables

Total Advances

4061.09
34394.55
169634.75
10220.44
218310.83

Fixed Assets

3801.64

Net working Capital

-6089.18

TOTAL ASSETS

321050.36

NDTL (Demand & Time Liability )

218347.81

CRR (Cash balance with RBI)


CRR Rate
SLR ( Govt Securities)
SLR Rate

14680.62
6.72%
63377.49
29.03%

Deposits
CASA
Term deposits
%CASA
%Term

218347.81
62667.82
155679.99
28.70%
71.30%

Statement of profit and loss account of ICICI


Interest earned
Interest/Discount on advances/Bills
Income on Investment
Interest on Balances with RBI & Others inter bank funds
Others*
Fee based Income
Other income
Profit on sale of Investment(Net)
Profit/Loss on sale of Land,Building And other Assets*
Profit/Loss on revaluation of investment(Net)
Profit/Loss on Exchange Transactions

2009
31,092.51
22,323.82
7,403.05
518.70
846.94
5,625.89
1,643.00
1,800.47
17.51
-514.03
8.41

Total INCOME

38,361.40

Interest expended
Interest on Deposits
Interest on RBI/Inter-Bank Borrowings
Other (including interest on borrowings of erstwhile ICICI limited)
Operating expenses
Payment to And Provisions for employees
Total Expenditure

22,725.91
15,785.15
2,004.58
4,936.18
7,045.08
1,971.70
29,770.99

LESS:Provisions and contingencies


Provision towards non-performing and other assets

3,808.25
3,671.02

PBT
LESS:PROVISION FOR TAX
PAT

4,782.16
1358.83
3,423.33

Tax Rate

28.41%

Net interest income

8,366.60

Dupont
Net profit margin (PAT/TOI)
Asset TO (beg)
Asset TO (avg)
Equity Multiplier(Asset /Equity)
ROA(Beg)
ROA(avg)
ROE(Beg)
ROE(avg)
PAT

8.92%

3423.33

Increase in Reinvestment
Increase in Debt
FCFE
RR(1-(FCFE/PAT)
Inc in Reinv-Inc in debt
RR(inc in Reinv-inc in debt)/PAT

Net interest income and spread analysis


Net interest margin(NII/int earning assets (adv,inv,shrt notic)
Yield(int earned/int earning assets)
cost of funds(int expen/ int bearing liabilities)
Interest spread

2.61%
9.68%
7.95%
1.74%

CAR
Tier-1 capital
Tier-2 capital
Total capital
Credit Risk Risk Weighted Assets (RWA)
Market Risk RWA
Operational Risk RWA
Total RWA
Total capital adequacy ratio
Tier-1 capital adequacy ratio
Tier-2 capital adequacy ratio

2009
42196.7
13158.5
55,355.20

Gross NPA
Net NPA
Net customer asset
% of NET NPA to NET Customer Asset

9803
4619
235824
1.96%

From Annual report


Yeild on interest earning assets
on Advances
on investments
on SLR investments
on other investments
on other interest earnig assets
Cost of interest bearing liabilities
Cost of deposits
Current and savings account (CASA) deposits
Term deposits
Cost of borrowings
interest spread

356462.9
15.53%
11.84%
3.69%

2010

2011

2012

2013

2014

36720.39

39318.69

44734.59

51430.87

59962.84

1114.88
0.00
37680.30
2074.79

1151.81
0.2929
40856.48
2689.90

1152.77
2.38
46083.95
2504.51

1153.63
4.483
52751.98
2479.23

1155.04
6.5744
59548.09
746.87

296280.12

335156.34

395664.81

437955.09

486672.71

202016.59
84215.83
117800.76
94263.53
35878.90
0.00
2500.00
5509.27
2613.69
25255.94
58384.63
5560.99
0.00
25057.03
25266.61

225602.10
101646.47
123955.63
109554.24
41015.96
205.00
3722.97
4743.95
1126.86
31217.18
68538.28
5524.16
0.00
27836.84
35177.28

255499.95
111019.37
144480.58
140164.86
55655.34
17055.00
1881.56
4580.28
477.03
31661.47
84509.52
6303.23
0.00
34258.06
43948.23

292613.62
122576.24
170037.38
145341.47
58392.45
15625.00
1871.41
6059.04
1551.78
33285.22
86949.02
6726.95
0.00
30619.79
49602.28

331913.66
142378.41
189535.24
154759.05
53499.42
8580.00
299.58
9939.58
1571.40
33108.87
101260.63
7425.97
1.00
38251.04
55582.63

333000.51

374475.03

440399.40

489385.96

546635.55

24173.26

17122.62

15791.68

14375.25

16634.90

68399.14
2755.74
3635.39
30737.84
105532.61

64128.71
2813.41
16146.29
35693.44
118814.39

86948.02
2292.26
19513.52
36187.23
144941.47

92376.29
2505.09
17477.52
44712.73
157071.62

95182.06
2401.79
12120.36
53363.63
163067.83

164.50
2372.51
2537.01

886.23
1903.02
2789.25

439.96
1012.50
1452.46

657.47
868.67
1526.15

709.59
740.77
1450.37

108069.62

121603.63

146393.92

158597.77

164518.20

4453.15
25555.2
137573.95
13623.26
181205.56

5848
30212.37
169022.52
11282.94
216365.83

4869.38
33485.19
215373.08
0
253727.65

6153.23
45109.26
238986.93
0
290249.42

8365.5926
55213.2982
275123.7584
0
338702.6492

3212.69

4744.25

4614.74

4647.06

4678.14

16338.50

14638.55

19830.73

21516.45

22101.68

332999.63

374474.89

440358.72

489385.95

546635.57

202016.59

225602.10

255499.95

292613.62

331913.66

24173.26
11.97%
68399.14
33.86%

17122.62
7.59%
64128.71
28.43%

15791.68
6.18%
86948.02
34.03%

14375.25
4.91%
92376.29
31.57%

16634.90
5.01%
95182.06
28.68%

202016.59
84215.83
117800.76
41.69%
58.31%

225602.1
101646.47
123955.63
45.06%
54.94%

255499.95
111019.37
144480.58
43.45%
56.55%

292613.62
122576.24
170037.38
41.89%
58.11%

292614.62
122577.24
170038.38
41.89%
58.11%

loss account of ICICI Bank


2010
25,706.92
17,372.73
6,466.34
624.99
1,242.86
4,830.80
2,277.54

2011
25,974.03
16,424.78
7,905.19
366.76
1,277.30
5,514.63
721.89

2012
33,542.63
22,129.89
9,684.02
491.13
1,237.59
5,435.11
1,331.25

2013
40,075.57
27,341.10
11,009.26
542.97
1,182.24
5,461.65
1,972.28

2014
44,178.15
31,427.93
11,557.06
199.98
993.19
6,307.34
2,824.91

546.42
134.51
185.21
1,106.05

217.61
41.16
-461.01
916.87

331.35
-1.68
-405.33
1,258.99

565.10
35.25
-128.66
1,333.06

417.38
136.38
347.98
1,826.53

32,815.26

32,210.55

40,308.99

47,509.50

53,310.41

17,592.56
11,513.47
1,195.13
4,883.96
5,859.78
1,925.79
23,452.34

16,957.13
10,070.85
1,248.23
5,638.05
6,617.17
2,816.93
23,574.30

22,808.49
14,304.06
1,469.21
7,035.22
7,850.37
3,515.27
30,658.86

26,209.17
16,888.94
2,086.55
7,233.68
9,012.83
3,893.28
35,222.00

27,702.59
17,868.19
2,149.69
7,684.71
10,309.62
4,220.11
38,012.21

4,386.86
4,362.16

2,286.84
1,976.91

1,583.04
993.18

1,802.54
1,394.84

2,626.41
2,252.27

4,976.06
1320.34
3,655.72

6,349.41
1609.33
4,740.08

8,067.09
2338.17
5,728.92

10,484.96
3071.22
7,413.74

12,671.79
4157.69
8,514.10

26.53%

25.35%

28.98%

29.29%

32.81%

8114.36

9016.9

10734.14

13866.4

16475.565

11.14%
10.22%
10.03%
8.58
1.14%
1.12%
9.77%
9.60%

14.72%
9.67%
9.11%
8.91
1.42%
1.34%
12.69%
11.95%

14.21%
10.76%
9.89%
9.32
1.53%
1.41%
14.26%
13.11%

15.60%
10.79%
10.22%
9.08
1.68%
1.59%
15.28%
14.48%

15.97%
10.89%
10.29%
9.00
1.74%
1.64%
15.66%
14.80%

3655.72
11949.27
10258.65
1965.10
46.25%
1690.62
46.25%

4740.08
41475.26
38876.22
2141.04
54.83%
2599.04
54.83%

5728.92
65883.83
60508.47
353.56
93.83%
5375.36
93.83%

7413.742
49027.23
42290.28
676.79
90.87%
6736.95
90.87%

8514.0972
57249.61
48717.62
-17.90
100.21%
8532.00
100.21%

2.70%
8.55%
5.94%
2.61%

2.57%
7.40%
5.06%
2.34%

2.58%
8.07%
5.76%
2.30%

2.94%
8.50%
5.98%
2.52%

3.15%
8.45%
5.69%
2.76%

2010
41,061.51
16,040.99
57,102.50

2011
44,974.91
21,750.15
66,725.06

294,180.58
19.41%
13.96%
5.45%

341,497.95
19.54%
13.17%
6.37%

9627
3901
209122
1.87%

10114
2454
262816
0.93%

7.9
9.1
6.2
6.4
5.8
6.3
5.8
5.8
2
7.7
5.6
2.1

2012
56562
26274
82836
389482
25468
26994
441944
18.74%
12.80%
5.95%

9563
1894
305984
0.62%

7.6
8.5
6.4
6.3
6.6
6.5
5.4
4.9
2.5
6.5
6.1
2.2

8.53
9.55
7.24
7.34
7.1
6.21
6.33
6.12
2.87
8.21
6.71
2.2

2013
50518
23295
77381.3
346874
26866
24846
398586
19.41%
12.67%
6.74%

9647
2234
351762
0.64%

8.97
9.94
7.73
7.8
7.62
5.96
6.43
6.38
2.97
8.47
6.54
2.54

2014
63738
24513
88251
440913
26574
31116
498603
17.70%
12.78%
4.92%

10554
3301
403708
0.82%

9.97
10.94
8.73
8.8
8.62
6.96
7.43
7.38
3.97
9.47
7.54
2.54

CAGR

2009

2010 cs 2011

2012

2013

2014 2009

Common Size
11.35%

10.91%

11.03%

10.50%

10.16%

10.51%

10.97%

10.77%
-16.11%

11.12%
0.56%

11.32%
0.62%

10.91%
0.72%

10.46%
0.57%

10.78%
0.51%

10.89%
0.14%

11.22%

89.09%

88.97%

89.50%

89.84%

89.49%

89.03%

8.74%
17.84%
4.01%
17.99%
38.39%

68.01%
19.52%
48.49%
21.08%
3.28%

60.67%
25.29%
35.38%
28.31%
10.77%

60.24%
27.14%
33.10%
29.26%
10.95%

58.02%
25.21%
32.81%
31.83%
12.64%

59.79%
25.05%
34.75%
29.70%
11.93%

60.72%
26.05%
34.67%
28.31%
9.79%

-33.62%
22.18%
-17.91%
148.41%
12.13%

17.80%

17.53%

18.30%

19.19%

17.77%

18.52%

0.74%

-87.35%
7.82%
291.61%
11.23%

2.53%

8.47%
7.12%
36.05%
22.09%
13.30%
49.40%
-23.85%
-13.46%

100.00%

4.57%

100.00% 100.00%

7.26%

4.57%

100.00% 100.00% 100.00%

3.59%

2.94%

3.04%

12.74%

15.55%
9.93%
10.15%

1.26%
10.71%
52.84%
3.18%

1.34%
7.67%
41.31%
4.09%

1.56%
8.07%
45.14%
3.01%

1.11%
7.60%
48.91%
0.00%

1.26%
9.22%
48.83%
0.00%

1.53%
10.10%
50.33%
0.00%

4.24%

1.18%

0.96%

1.27%

1.05%

0.95%

0.86%

7.85%

-1.90%

4.91%

3.91%

4.50%

4.40%

4.04%

100.00%

100.00%

100.00%

100.00%

100.00%

100.00%

81.05%
58.19%
19.30%
1.35%
2.21%
14.67%
4.28%
4.69%
0.05%
-1.34%
0.02%

78.34%
52.94%
19.71%
1.90%
3.79%
14.72%
6.94%
1.67%
0.41%
0.56%
3.37%

80.52%
50.92%
24.51%
1.14%
3.96%
17.10%
2.38%
0.67%
0.13%
-1.43%
2.84%

82.83%
54.65%
23.91%
1.21%
3.06%
13.42%
3.75%
0.82%
0.00%
-1.00%
3.11%

83.83%
57.19%
23.03%
1.14%
2.47%
11.42%
4.75%
1.18%
0.07%
-0.27%
2.79%

183.83%
157.19%
123.03%
101.14%
102.47%
111.42%
104.75%
101.18%
100.07%
99.73%
102.79%

9.18%

11.23%

8.74%
2.53%
-5.71%
8.47%
-0.24%
6.03%
14.36%
1.78%
7.86%
-4.01%

7.28%
7.08%
9.32%
-17.36%
3.24%
2.31%
11.45%
-25.35%
50.76%
#VALUE!
193.34%

6.80%

100.00%

4.04%
2.51%
1.41%
9.26%
7.91%
16.44%
5.01%

59.24%
41.15%
5.23%
12.87%
18.37%
5.14%
77.61%

53.61%
35.09%
3.64%
14.88%
17.86%
5.87%
71.47%

52.57%
31.22%
3.87%
17.48%
20.51%
8.73%
73.08%

56.32%
35.32%
3.63%
17.37%
19.39%
8.68%
75.71%

54.82%
35.33%
4.36%
15.13%
18.85%
8.14%
73.68%

154.82%
135.33%
104.36%
115.13%
118.85%
108.14%
173.68%

-7.16%
-9.31%

9.93%
9.57%

13.37%
13.29%

7.09%
6.13%

3.91%
2.45%

3.77%
2.92%

103.77%
102.92%

21.52%
25.07%
19.99%

12.47%
3.54%
8.92%

15.16%
4.02%
11.14%

19.83%
4.99%
14.84%

20.38%
5.77%
14.61%

22.55%
6.42%
16.13%

122.55%
106.42%
116.13%

2.92%
14.51%

12.52%

3.87%
-2.69%
-6.45%
9.66%

100.00% 100.00%

100.00% 100.00% 200.00%

2010 yoy 2011

2012

2013

2014

YOY
4.8%

7.1%

13.8%

15.0%

16.6%

5.5%
15.4%

8.4%
29.6%

12.8%
-6.9%

14.5%
-1.0%

12.9%
-69.9%

3.6%

13.1%

18.1%

10.7%

11.1%

-7.5%
34.4%
-24.3%
39.3%
240.4%

11.7%
20.7%
5.2%
16.2%
14.3%

13.3%
9.2%
16.6%
27.9%
35.7%

14.5%
10.4%
17.7%
3.7%
4.9%

13.4%
16.2%
11.5%
6.5%
-8.4%

2.2%

17.4%

23.3%

2.9%

16.5%

3.7%

12.5%

17.6%

11.1%

11.7%

64.7%

-29.2%

-7.8%

-9.0%

15.7%

9.7%
-25.7%
-18.9%
33.3%

31.3% -16.7%
18.2%
10.8%
22.9%
27.4%
-17.2% -100.0%

26.4%
34.7%
11.0%
#DIV/0!

36.0%
22.4%
15.1%
#DIV/0!

-15.5%

47.7%

-2.7%

0.7%

0.7%

-368.3%

-10.4%

35.5%

8.5%

2.7%

3.7%

12.5%

17.6%

11.1%

11.7%

-7.5%

11.7%

13.3%

14.5%

13.4%

64.7%

-29.2%

-7.8%

-9.0%

15.7%

7.9%

-6.2%

35.6%

6.2%

3.0%

-7.5%
34.4%
-24.3%
45.2%
-18.2%
#DIV/0!
#DIV/0!

11.7%
20.7%
5.2%
8.1%
-5.8%
#DIV/0!
#DIV/0!

13.3%
9.2%
16.6%
-3.6%
2.9%
#DIV/0!
#DIV/0!

14.5%
10.4%
17.7%
-3.6%
2.8%
#DIV/0!
#DIV/0!

0.0%
0.0%
0.0%
0.0%
0.0%
#DIV/0!
#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

0.0%
-17.3%
-22.2%
-12.7%
20.5%
46.7%
-14.1%
38.6%
-69.7%
668.2%
-136.0%
13051.6%

0.0%
0.0%
1.0%
29.1%
-5.5%
34.7%
22.3%
22.5%
-41.3%
33.9%
2.8%
-3.1%
14.2%
-1.4%
-68.3%
84.4%
-60.2%
52.3%
-69.4% -104.1%
-348.9% -12.1%
-17.1%
37.3%

0.0%
0.0%
19.5%
10.2%
23.5%
14.9%
13.7%
5.0%
10.6% -63.2%
-4.5% -16.0%
0.5%
15.5%
48.2%
43.2%
70.5% -26.1%
### 286.9%
-68.3% -370.5%
5.9%
37.0%

-14.5%
#DIV/0!
-22.6%
-27.1%
-40.4%
-1.1%
-16.8%
-2.3%
-21.2%
#DIV/0!
15.2%
18.8%
#DIV/0!
4.1%
-2.8%
6.8%
#DIV/0!
-6.6%
#DIV/0!
-3.0%
#DIV/0!

-1.8%
#DIV/0!
-3.6%
-12.5%
4.4%
15.4%
12.9%
46.3%
0.5%
#DIV/0!
-47.9%
-54.7%
#DIV/0!
27.6%
21.9%
29.7%
#DIV/0!
-4.5%
#DIV/0!
11.1%
#DIV/0!

25.1%
#DIV/0!
34.5%
42.0%
17.7%
24.8%
18.6%
24.8%
30.1%
#DIV/0!
-30.8%
-49.8%
#DIV/0!
27.1%
45.3%
20.9%
#DIV/0!
14.4%
#DIV/0!
19.0%
#DIV/0!

17.9%
#DIV/0!
14.9%
18.1%
42.0%
2.8%
14.8%
10.8%
14.9%
#DIV/0!
13.9%
40.4%
#DIV/0!
30.0%
31.4%
29.4%
#DIV/0!
1.1%
#DIV/0!
29.2%
#DIV/0!

12.2%
#DIV/0!
5.7%
5.8%
3.0%
6.2%
14.4%
8.4%
7.9%
#DIV/0!
45.7%
61.5%
#DIV/0!
20.9%
35.4%
14.8%
#DIV/0!
12.0%
#DIV/0!
18.8%
#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

24.8%
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
6.8%
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

32.1%
-5.4%
-9.3%
3.9%
25.0%
19.9%
29.8%
24.5%
#DIV/0!
29.7%
247.1%
279.0%
9.0%
18.6%
53.7%
18.6%

-3.4%
11.3%
8.7%
4.6%
7.5%
4.9%
12.4%
9.7%
#DIV/0!
20.9%
58.9%
55.6%
-83.5%
71.1%
106.8%
71.1%

9.8%
2.3%
0.2%
1.0%
3.3%
0.7%
-2.6%
-0.8%
10.0%
3.3%
13.4%
3.1%
7.2%
2.5%
10.4%
2.2%
#DIV/0! #DIV/0!
29.4%
14.8%
-25.6%
16.8%
-30.1%
15.2%
91.4% -102.6%
-3.2%
10.3%
25.3%
26.6%
-3.2%
10.3%

Standalone Profit & Loss


Schedule 13-Interest Earned
Interest/Discount on advances/Bills
Income on Investment
Interest on Balances with RBI & Others inter bank funds
Others*
Total
Fee Based income
Commission, Exchange & Brokerage Paid etc
Schedule 14-Other Income
Profit on sale of Investment(Net)
Profit/Loss on sale of Land,Building And other Assets*
Profit/Loss on revaluation of investment(Net)
Profit/Loss on Exchange Transactions
Miscellaneous Income include lease income*
Total

Schedule 15-Interest Expended


Interest on Deposits
Interest on RBI/Inter-Bank Borrowings
Other (including interest on borrowings of erstwhile ICICI limited)
Total
Schedule 16-Operating Expense
i.Payment to And Provisions for employees
ii.Rent,Taxes And Lighting
iii.Printing And Stationery
iv.Advertisement And Publicity
v.Depreciation on Banks property
vi.Deperciation on Leased Assets(Including Lease Equalisation)
vii.Directors fees,allowances And Expenses
viii.Auditors fees And Expenses
ix.Law Charges
x.Postages,telegrams,telephone,etc.
xi.Repairs And Maintenance
xii.insurance
xiii.Direct Marketing Agency Expenses
xiv.other expenditure
Total Operating Expenses
Provisions and contingencies

Provision for depreciation of investments


Provision towards non-performing and other assets
Other provision and contingencies
Total
PROVISION FOR TAX
Provision towards income tax
Deferred tax adjustment
Fringe benefit tax
Provision towards wealth tax
Total

income by dividend form subsidiary and JV

lone Profit & Loss A/c


2009
22,323.82
7,403.05
518.70
846.94

2010
17,372.73
6,466.34
624.99
1,242.86

2011
16,424.78
7,905.19
366.76
1,277.30

2012
22,129.89
9,684.02
491.13
1,237.59

2013
27,341.10
11,009.26
542.97
1,182.24

2014
31,427.93
11,557.06
199.98
993.19

31,092.51

25,706.92

25,974.03

33,542.63

40,075.57

44,178.15

5,625.89

4,830.80

5,514.63

5,435.11

5,461.65

6,307.34

1,800.47
17.51
-514.03
8.41
330.64
1,643.00

546.42
134.51
185.21
1,106.05
305.35
2,277.54

217.61
41.16
-461.01
916.87
7.26
721.89

331.35
-1.68
-405.33
1,258.99
147.92
1,331.25

565.10
35.25
-128.66
1,333.06
167.53
1,972.28

417.38
136.38
347.98
1826.53
96.65
2,824.91

15,785.15
2,004.58
4,936.18
22,725.91

11,513.47
1,195.13
4,883.96
17,592.56

10,070.85
1,248.23
5,638.05
16,957.13

14,304.06
1,469.21
7,035.22
22,808.49

16,888.94
2,086.55
7,233.68
26,209.17

1,971.70
625.79
120.02

1,925.79
592.42
91.59

2,816.93
653.74
93.29

3,515.27
675.63
100.07

3,893.28
736.80
117.50

4220.11
833.96
148.08

140.20
468.49
210.10
0.36
2.27
92.40
253.85
489.80
228.29
528.92
1,912.89
7,045.08

110.80
477.85
141.65
0.41
2.25
98.74
200.77
472.46
200.56
125.47
1,419.02
5,859.78

148.75
483.52
78.91
0.46
2.20
42.20
163.76
504.54
206.42
157.03
1,265.42
6,617.17

132.47
482.27
42.25
0.41
2.51
37.46
190.29
562.95
223.47
160.44
1,724.88
7,850.37

189.16
457.33
32.82
0.40
2.92
40.59
218.86
666.15
224.38
346.48
2,086.16
9,012.83

183.40
544.27
31.70
0.44
5.69
43.17
262.99
730.57
298.84
575.49
2430.91
10,309.62

17868.19
2149.69
7684.71
27,702.59

97.73
3,671.02
39.5
3,808.25

849.96
471.67
34.2
3
1358.83

334.82

-2.65
4,362.16
27.35
4,386.86

203.82
1,976.91
106.11
2,286.84

413.2
993.18
176.66
1,583.04

126.18
1,394.84
281.52
1,802.54

71.12
2252.27
303.02
2,626.41

1036.9
280.44

1074.55
531.78

2187.42
144.65

2998.2
66.02

3839.50
313.19

3
1320.34

3
1609.33

6.1
2338.17

7
3071.22

5.00
4157.69

369.27

411.34

736.40

911.76

1295.62

ICICI BANK Standalone


SOURCES OF FUNDS :
Equity Subscribed
Equity Paid up(The Bank of Rajasthan Limited)
Equity Paid up(employee stock options)
Less Equity Forfeited
Calls unpaid
add Equity Forfeited
Total Equity Capital
Reserves and surplus
Statutory Reserve
Special Reserve
Security Premium
Investment Reserve Account
Unrealised investment reserve
Capital Reserve
Foreign Currency Translation
Reserve fund
Revenue And Other Reserve
Profit & Loss Account Balance
TOTAL RESERVES
adjustment total
total Reserves After adjustment

Deposits
A.I. Demand Deposits
i)from banks
ii)from others
II Savings bank deposits
III Term deposits
i)from banks
ii)from others
TOTAL DEPOSITS
B. I. Deposits of branches in India
II. Deposits of branches outside India
TOTAL DEPOSITS
BORROWINGS
I. Borrowings in India
i) Reserve Bank of India
ii) Other banks

iii)Other institutions and agencies


a) Government of India
b) Financial institutions
iv)Bonds and debentures (excluding subordinated debt)
v)application money bonds
vi) Capital instruments
a) Innovative Perpetual Debt Instruments (IPDI)(tier1)
b) Hybrid debt capital instruments issued as bonds/debentures(tier2)
c) Redeemable Non-Cumulative Preference Shares (RNCPS)
d) Unsecured redeemable debentures/bonds(tier2)
TOTAL BORROWINGS IN INDIA
II. Borrowings outside India
i)capital instruments
a) Innovative Perpetual Debt Instruments (IPDI)(tier1)
b) Hybrid debt capital instruments issued as bonds/debentures
from int banks,mult credit rating agencies
ii) Bonds and notes
iii) Other borrowings
TOTAL BORROWINGS OUTSIDE INDIA
TOTAL BORROWINGS

ASSETS
Cash Balances
balances with rbi in current accounts
Total cash and balances with RBI
Investment
I). Investments in INDIA (net of provisions)
Government securities
Other approved securities
Shares (includes equity and preference shares)
Debentures and bonds
Others (CP,Mutual fund units,pass through certificates,security receipts,COD,Rural infrastruct
Total investments in INDIA
II). Investments outside INDIA
i) Government securities
ii) Others(equity shares,bonds,COD)
Total Investments outside india
Total Investments

Advances
A.i)Bills purchased and discounted
ii) Cash credits, overdrafts and loans repayable on demand
iii) Term loans
Securitisation,finance lease and hire purchase receivables
Total advances
B. i) Secured by tangible assets (includes advances against book debts)
ii) Covered by bank/government guarantees
iii) Unsecured
Total advances
C. I. Advances in India
i) Priority sector
ii) Public sector
iii) Banks
iv)Others
Total advances in INDIA
ii. Advances outside INDIA
i. Due from banks
ii. Due from others
Bills Purchased & Discounted
syndicated and term loans
others
Total advances outside INDIA
TOTAL ADVANCES

FIXED ASSETS
1. Premises
Cost
additions during the year
deduction during the year
depreciation to date
Net Block
II. Other fixed assets(including furniture and fixtures)
Cost
additions during the year
deduction during the year
depreciation to date
Net Block
III. Assets given on lease
Cost

additions during the year


deduction during the year
depreciation to date, accumulated lease adjustment and provisions

Total Fixed Assets

OTHER ASSETS
1. Inter-office adjustments (net)
2. Interest accrued
3. Tax paid in advance/tax deducted at source (net)
4. Stationery and stamps
5. Non-banking assets acquired in satisfaction of claims
6. Advance for capital assets
7. Deposits
8. Others
TOTAL OTHER ASSETS

Deferred tax asset


Provision for bad and doubtful debts
capital loss
others
total deferred tax asset
Deferred tax liability
Special reserve deduction
depreciation on fixed assets
Total deferred tax liability
Total net deferred tax aseet/(liability)
Balances with banks and money at call and short notice
IN INDIA
i. Balance with banks
a.In current accounts
b.In other deposit accounts
ii. money at call and short notice
a. with banks
b. with other institutions
TOTAL
OUTSIDE INDIA
1). In current accounts
2). In other deposit accounts
3). Money at call and short notice
TOTAL
TOTAL BALANCES WITH BANKS AND MONEY AT CALL AND SHORT NOTICE

cash in hand (including foreign currency notes)


OTHER LIABILITIES AND PROVISIONS
I. Bills payable
II. Inter-office adjustments (net credit)
III. Interest accrued
IV. Sundry creditors
V.Unsecured redeemable/perpetual debentures/Bonds(Subordinated debt included in Tier 1&Tie
VI. Provision for standard assets
VII.Others
TOTAL OTHER LIABILITIES AND PROVISIONS

NWC
other asset
Balances with banks and money at call and short notice
cash in hand (including foreign currency notes)
OTHER LIABILITIES AND PROVISIONS
NWC
Investments in Subsidiaries
Subsidiaries and/or joint ventures india
Subsidiaries and/or joint ventures abroad(includes equity and pref share)
Total

2009

2010

2011

2012

2013

1112.68

1113.25
0.00

1114.84
34.18

1151.77
0.00

1152.71

0.56

1.59

2.74

0.94

0.87

-0.04
0.08
1113.28

-0.03
0.08
1114.88

-0.03
0.08
1151.81

-0.02
0.08
1152.77

-0.02
0.08
1153.63

4879.38
2344.00
31291.74
0.00
0.00
1619.00
496.67
0.87
4978.40
2809.65
48419.71
-12711.86
35707.85
49533.00

5886.38
2644.00
31351.18
116.00
0.00
2063.00
-1.99
1.09
4979.44
3464.38
50503.48
-12823.18
37680.30
51618.36

7374.65
3169.00
31300.97
0.00
0.00
2146.25
-51.06
1.12
4979.70
5018.18
53938.81
-13082.33
40856.48
55090.62

8991.65
3819.00
31359.14
0.00
0.00
2184.25
854.56
2.19
4985.05
7054.23
59250.07
-13166.12
46083.95
60402.84

11073.65
4579.00
31403.02
0.00
0.00
2217.25
1382.59
4.97
4985.05
9902.28
65547.81
-12795.83
52751.98
66701.44

21631.68
745.54
20886.14
41036.14
155679.99
15801.78
139878.21
218347.81

30997.47
1485.60
29511.87
53218.36
117800.76
8814.93
108985.83
202016.59

34777.53
2017.58
32759.95
66868.94
123955.63
15355.93
108599.70
225602.10

34973.06
1967.85
33005.21
76046.31
144480.58
9870.46
134610.12
255499.95

36925.51
2038.58
34886.93
85650.73
170037.38
11788.85
158248.53
292613.62

207837.66
10510.15
218347.81

192175.96
9840.63
202016.59

214180.48
11421.62
225602.10

242371.77
13128.18
255499.95

275025.87
17587.75
292613.62

0.00
2324.63

0.00
2500.00

205.00
3722.97

17055.00
1881.56

15625.00
1871.41

3650.30
107.54
3542.76
4214.22
0.00
350.00
0.00
0.00
350.00
0.00
10539.15

5509.27
68.74
5440.53
2613.69
2500.00
25255.94
1301.00
9750.20
350.00
13854.74
38378.90

4743.95
29.95
4714.00
1126.86
0.00
31217.18
1301.00
9818.86
350.00
19747.32
41015.96

4580.28
5.28
4575.00
477.03
0.00
31661.47
1301.00
9818.14
350.00
20192.33
55655.34

6059.04
0.00
6059.04
1551.78
0.00
33285.22
1301.00
9817.42
350.00
21816.80
58392.45

30821.06
0.00
0.00
30821.06
26253.10
60.35
57134.51
67673.66

5560.99
1519.99
4041.00
0
25057.03
25266.61
55884.63
94263.53

5524.16
1510.61
4013.55
0
27836.84
35177.28
68538.28
109554.24

6303.23
1724.48
4578.75
0
34258.06
43948.23
84509.52
140164.86

6726.95
1841.30
4885.65
0
30619.79
49602.28
86949.02
145341.47

14680.62
14680.62

24173.26
24173.26

17122.62
17122.62

15791.68
15791.68

14375.25
14375.25

63377.49
9.34
1703.13
2600.07
19668.88
87358.91

68399.14
4.50
2755.74
3635.39
30737.84
105532.61

64128.71
32.54
2813.41
16146.29
35693.44
118814.39

86948.02
0.43
2292.26
19513.52
36187.23
144941.47

92376.29
0.00
2505.09
17477.52
44712.73
157071.62

95.33
2892.20
2987.53
90346.44

164.50
2372.51
2537.01
108069.62

886.23
1903.02
2789.25
121603.63

439.96
1012.50
1452.46
146393.92

657.47
868.67
1526.15
158597.77

4061.09
34394.55
169634.75
10220.44
218310.83

4453.15
25555.2
137573.95
13623.26
181205.56

5848
30212.37
169022.52
11282.94
216365.83

4869.38
33485.19
215373.08

6153.23
45109.26
238986.93

253727.65

290249.42

157565.32
1481.5
59264.01
218310.83

133642.68
2120.24
45442.67
181205.59

167966.13
2705.74
45694.02
216365.89

213814.14
1386.9
38526.6
253727.64

247129.63
2222.12
40897.67
290249.42

62051.59
349.44
25.25
101593.09
164019.37

53977.38
320.1
4.179
81767.25
136068.909

53401.56
1378.86
181.06
106307.74
161269.22

59285.64
1196.83
15.46
123826.8
184324.73

59794.04
1343.84
18.78
155735.71
216892.37

1496.59
52794.84
1385.67
28342.02
23067.15
54291.43
218310.8

1351.59
43785.05
1506.08
41203.74
1075.23
45136.64
181205.549

3741.03
51355.62
457.27
49469.99
1428.36
55096.65
216365.87

2228
67174.86
509.84
64715.11
1949.91
69402.86
253727.59

1810.7
71546.31
1743.7
68086.45
1716.16
73357.01
290249.38

2294.29
169.48
-52.74
-413.93
1997.1

2411.03
77.76
-176.56
-478.13
1834.1

2312.23
1548.04
-60.56
-579.93
3219.78

3799.71
69.08
-6.3
-691.6
3170.89

3862.5
112.48
-92.76
-754.32
3127.9

2933.8
383.368
-59.61
-1915.33
1342.228

3257.55
159.96
-370.69
-2021.63
1025.19

3046.82
604.87
-73.96
-2310.3
1267.43

3577.73
299.78
-45.6
-2627.57
1204.34

3831.92
452.14
-252.66
-2747.07
1284.33

1807.9

1775.11

1755.05

1730.08

1729.95

0
-32.78
-1312.81
462.31

0
-20.06
-1401.65
353.4

0
-25.04
-1472.97
257.04

0
-0.05
-1490.52
239.51

0
0
-1495.12
234.83

3801.638

3212.69

4744.25

4614.74

4647.06

0
4138.28
3781.56
0.0928
308.9212
877.66
2518.99
10745.78
22371.284

0
3252.83
3779.32
0.064
67.49
1174.44
1797.68
7067.41
17139.234

20.78
3921.6
3488.52
10.97
73.03
113.19
1186.86
4842.46
13657.41

0
4217.51
3416.15
1.03
60.05
134.48
1066.93
23495.6
32391.75

0
4490.2
3609.84
1
57.68
115.41
1086.8
17246.81
26607.74

2159.78
13.14
168.03
2340.95

2359.76
0.00
182.74
2542.50

2894.43
0.00
239.88
3134.31

2734.88
7.95
229.93
2972.76

2714.63
6.31
226.54
2947.48

546.01
543.38
1797.57

467.71
467.71
2074.79

444.41
444.41
2689.90

468.25
468.25
2504.51

468.25
468.25
2479.23

755.99
3645.66

959.58
3607.63

499.62
3941.84

282.85
3682.24

346.27
3600.84

0.00
0.00
4401.64

7.00
0.00
4574.21

960.00
199.96
5601.42

508.75
456.87
4930.71

5300.00
0.00
9247.11

2356.19
2840.71
2831.68
8028.59
12430.23

1572.21
4424.12
788.86
6785.19
11359.40

2033.17
1118.78
4429.74
7581.69
13183.11

2347.03
3502.93
4987.36
10837.31
15768.02

1924.96
8712.82
2479.89
13117.68
22364.79

2855.70

3341.02

3784.35

4669.62

4677.48

1825.13
421.30
2798.92
6126.72
25481.76
1436.06
5656.50
43746.39

2706.92
24.41
2442.18
3966.40
0.00
1436.06
4925.19
15501.16

3430.47
0.00
2639.85
3187.92
0.00
1479.60
5248.48
15986.32

3555.63
307.64
3069.33
3453.77
0.00
1479.60
21132.69
32998.66

3916.03
134.71
2917.81
6233.69
0.00
1623.50
17307.82
32133.56

22371.284
12430.23
2855.70
43746.39
-6089.18

17139.234
11359.40
3341.02
15501.16
16338.50

13657.41
13183.11
3784.35
15986.32
14638.55

32391.75
15768.02
4669.62
32998.66
19830.73

26607.74
22364.79
4677.48
32133.56
21516.45

6119.46
6592.40
12711.86

6222.68
6600.50
12823.18

6479.69
6602.64
13082.33

6479.69
6686.43
13166.12

6548.28
6247.55
12795.83

287134.75
327139.50

2014
1153.58
1.4055
-0.1545
0
0.2119
1155.04

13526.6519
5479
31497.6217
127
0
2293.25
2234.1844
9.5865
3565.8256
13318.5885
72051.71
-12503.61
59548.09
73206.75

43245.41
2547.68
40697.733
99132.9979
189535.24
10229.98
179305.2646
331913.66
316154.4668
15759.1902
331913.66

8580
299.575

9939.58
0
9939.5771
1571.3962
0
33108.87
1301
9816.6998
350
21641.17
53499.42

7425.97
2033.6164
5392.35
0
38251.0395
55582.6267
101259.63
154759.05

16634.9034
16634.90

95182.055
0.00
2401.79
12120.36
53363.6254
163067.83
709.5945
740.7725
1450.37
164518.20

8365.5926
55213.2982
275123.7584
338702.6492
285819.7549
4165.0261
48717.8682
338702.6492

64551.7532
2775.4783
28.7641
181650.645
249006.6406

593.5596
3373.77
75285.4831
10443.1881
89696.0008
338702.6414

3882.2279
144.8393
-63.1434
-866.8942
3097.0296

4031.4014
498.6935
-273.3674
-2908.9823
1347.7452

1729.9544

0
0
-1496.5932
233.3612
4678.136

181.69
4715.9107
3926.3411
0.2995
67.1126
93.6223
1112.367
21865.1805
31962.5237

2762.15
4.96
219.67
2986.78
1723.49
517.23
2240.72
746.87

452.9211
2.7032
479.32
2786.5322
3721.48
2918.8494
4439.9063
8627.5373
15986.29
19707.77

5189.9228

4844.8212
0
3869.581
4513.036
0
1931.76
19596.34
34755.54

31962.5237
19707.77
5186.9228
34755.54
22101.68

6548.2766
5955.3372
12503.61

op pat

2009
2010
2011
3,423.33 3,655.72 4,740.08

ke
20.00%
High growth

time

t year
t+1 year

2012
2013
2014
5,728.92 7,413.74 8,514.10
HIGH GROWTH
G
ROE
RR

19%
19%
0.95

op pat
growth
RR
FCFE
ke
0 8,514.10
1 10131.78
19%
95.00% 506.5887834
2 12056.81
19%
95.00% 602.84065225
3 14347.61
19%
95.00% 717.38037617
4 17073.65
19%
95.00% 853.68264765
5 20317.65
19%
95.00% 1015.8823507
6 23913.87
18%
88.11% 2843.6711267
7 27835.75
16%
81.22% 5228.2791178
8 32038.94
15%
74.33% 8225.6503258
9 36460.32
14%
67.43% 11873.381478
10 41017.86
13%
60.54% 16184.219497
11 45611.86
11%
53.65% 21140.103931
12 50127.43
10%
46.76% 26687.408005
13 54438.39
9%
39.87% 32734.040183
14 58412.39
7%
32.98% 39149.000808
15 61917.14
6%
26.09% 45764.839089
16 65632.16
6%
26.09% 48510.729434

DF
20%
20%
20%
20%
20%
19%
19%
18%
17%
17%
16%
15%
15%
14%
14%
14%

ter value
646809.7
pv of ter val
96791.81
PV upto 15 years
total value
137130.3
shares
p/s

115.50
1187.231

0.833333
0.694444
0.578704
0.482253
0.401878
0.345992
0.301193
0.265138
0.236041
0.212535
0.193573
0.17835
0.166248
0.156797
0.149645
0.131846

CAGR
19.99%
TERMINAL ASSUMPTIONS
G
6%
ROE
23%
RR
0.261
Ke
13.50%
bv0
59,963
69,588
81,042
94,672
110,892
130,194
151,264
173,872
197,685
222,272
247,105
271,577
295,017
316,722
335,985
352,137 349329.4 MV for 15 years
369,259

40338.49

bv per share

519.1395

MV/BV

1.984052

Mcap

52275.39
149067.2
1290.577
MPS 31 march

1030

Mar-09
CONSOLIDATED PROFIT AND LOSS
Particulars

Mar-09

Interest income
Other Income(Other Operating Income)
Total operating income
Less:Interest expenses
Less:Operating Expenses(SGA)
Total Operating Expenses
Less : Provisions & Contingencies
Less:Provision for NPA
Less:Depreciation
PBT
Less:Current and deferred Tax
PAT
Add:Income from Associates
Add:Profit/(Loss) brought forward
Less:Minority Interest
Less:Provision For proposed dividend
Less:Transfer to reserves
PNL C/F (Earnings of the year)

36250.7064
27902.3743
64153.0807
26487.2527
27379.1043
53866.357
4511.6883
0
806.6831
4968.3523
1588.9304
3379.4219
0
549.6834
197.5285
1433.5281
2155.9337
537.172

CONSOLIDATED BALANCE SHEET AS

Liabilit
Particulars

Mar-09

Capital
Reserves & Surplus
Minority Interests

1113.2898
45664.2444
910.5054

CASA Deposits

73778.0848

Term Deposits
Borrowings
Liabilities on policies in force
Total

188077.6684
116066.3538
31053.5993
456663.7

Asset
Particulars

Mar-09

CRR(Cash with RBI)


SLR(Govt. Securities)

14681.1809
68755.0433

NSLR

79351.9596

Net Deferred Tax Asset


Advances
Fixed Assets
WC

2518.40
266130.4659
4497.4589
20729.2373

Total

456663.7

Tax Rate

31.98%

Mar-10

Mar-11

Mar-12

Mar-13

AND LOSS STATEMENT (Amount In crores)


Mar-10

Mar-11

Mar-12

Mar-13

30153.7078
29446.0648
59599.7726
20729.1861
26970.3643
47699.5504
4558.7043
0
762.8738
6578.6441
1735.2292
4843.4149
0
537.172
173.1204
1566.4256
1952.4003
1688.6406

30081.4041
31513.3003
61594.7044
19342.5685
30562.773
49905.3415
504.45
2055.53
739.6815
8389.7014
2071.5073
6318.1941
0
1688.6406
224.9269
1878.9234
1895.2231
4007.7613

37994.8587
28663.4177
66658.2764
25013.2455
28880.6084
53893.8539
355.34
1051
671.4374
10686.6451
2749.0108
7937.6343
0
4007.7613
294.6988
2228.1904
2545.8585
6876.6479

44884.5894
29319.8074
74204.3968
28285.4093
29581.571
57866.9803
543.7847
1551.3811
625.4785
13616.7722
3486.8873
10129.8849
0
6804.8685
526.2724
2701.5197
3377.4988
10329.4625

E SHEET AS ON 31ST MARCH, 2014(In crores)


Liabilities
Mar-10

Mar-11

Mar-12

Mar-13

1114.8892
50181.6108
1270.4046

1152.1129
54150.3823
1358.2218

1155.1537
60121.3423
1427.7247

1158.1197
67604.2933
1705.7595

93774.6178

108735.1606

118776.566

130136.5197

147797.6782
115698.3219
53965.4286
463803.0

150370.8443
125838.8602
64482.0556
506087.6

163173.9076
161296.6218
66229.464
572180.8

184634.016
172888.2194
68910.5371
627037.5

Assets
Mar-10

Mar-11

Mar-12

Mar-13

24207.777
77084.6677

17123.0324
78795.628

15791.978
106066.9276

14376.9333
114569.0621

109235.1163

130857.1511

133797.1636

141097.6165

2484.21
225778.128
3862.2924
21150.7625

2993.67
256019.3137
5489.5477
14809.298

2803.37
292125.4179
5431.9822
16163.9415

2680.60
329974.1265
5473.4044
18865.6717

463803.0

506087.6

572180.8

627037.4

26.38%

24.69%

25.72%

25.61%

Mar-14

)
CAGR
Mar-14

49479.2476
30084.6072
79563.8548
29710.6119
29947.0931
59657.705
418.43
2481.83
719.2654
16286.6244
4609.51
11677.1144
0
10329.4625
635.7506
3018.8519
3804.4222
14547.5522

6.42%
1.52%
4.40%
2.32%
1.81%
2.06%
-37.85%

26.80%
23.74%
28.14%
79.80%
26.34%
16.06%
12.03%
93.44%

es)
Mar-14
1161.619
75268.2307
2010.7641

10.51%

152195.6779

15.58%

207317.0044
183542.069
74926.506
696421.9

1.97%
9.60%
8.81%

Mar-14
16639.508
118983.3658

2.54%
11.59%

148626.0749

13.37%

929.78
387341.7806
5506.83
18394.532

7.80%
4.13%
-2.36%

696421.9

8.81%

28.30%

Reinvestment Ratio = ((Inc In Investment-Inc in

Mar-09
Common Size

Year

Mar-09

100.00%
41.29%
42.68%
83.97%
7.03%
0.00%
1.26%
7.74%
2.48%
5.27%

DuPont
Net Profit Margin=(PAT/TOI)
Asset TO(Beg)=(TOI/TA)
Asset TO(Avg)
Equity Multiplier(Asset/Equity)
ROA(Beginning)
ROA(Avg)
ROE(Beginning)
ROE(Avg)

5.27%
9.76
-

CAR(Basel II)
CAR
Tier-1 capital
Tier-2 capital
Total capital
Credit Risk Risk Weighted Assets (RWA)
Market Risk RWA

2009
42197
13159
55355

Operational Risk RWA


Total RWA
Total capital adequacy ratio
Tier-1 capital adequacy ratio
Tier-2 capital adequacy ratio

356463
15.53%
11.84%
3.69%

NIM
Net Interest Income = Interest Income - Interest Expenses
Interest Bearing Assets
Net interest Margin = Net Interest/(Interest Bearing Assets)

9763.4537
414237.4688

RR
PAT
Adjusted PAT
Reinvestments
Increase in CRR(Cash with RBI)
Increase in SLR(Govt. Securities)
Increase in NSLR
Increase in Net Deferred Tax Asset
Increase in Advances
Increase in Fixed Assets
Increase in WC
Total Inc in Reinvestments
Change In Term Deposits
Change In CASA Deposits
Change In Borrowings
Increase in Debt

FCFE = PAT - Inc In Reinv + Inc In debt


Reinvestment Ratio(RR) = (1-FCFE/PAT)
Inc In Investment-Inc in debt
Reinvestment Ratio = ((Inc In Investment-Inc in debt)/PAT)
RR (last 3 yrs)

Growth
Growth = RR*ROE(Beg)

3379.42

Mar-10

Mar-11

Mar-12

Mar-13

Mar-10

Mar-11

Mar-12

Mar-13

100.00%
34.78%
45.25%
80.03%
7.65%
0.00%
1.28%
11.04%
2.91%
8.13%

100.00%
31.40%
49.62%
81.02%
0.82%
3.34%
1.20%
13.62%
3.36%
10.26%

100.00%
37.52%
43.33%
80.85%
0.53%
1.58%
1.01%
16.03%
4.12%
11.91%

100.00%
38.12%
39.86%
77.98%
0.73%
2.09%
0.84%
18.35%
4.70%
13.65%

8.13%
13.05%

10.26%
13.28%

11.91%
13.17%

13.65%
12.97%

12.95%

12.70%

12.36%

12.38%

9.04
1.06%
1.05%
9.59%
9.52%

9.15
1.36%
1.30%
12.47%
11.92%

9.34
1.57%
1.47%
14.65%
13.75%

9.12
1.77%
1.69%
16.14%
15.41%

2010
41062
16041
57103
248559
22106

2011
44975
21750
66725
290979
25552

2012
56562
26274
82836
389482
25468

2013
50518
23295
73813
346874
26866

23616
294281
19.40%
13.95%
5.45%

24967
341498
19.54%
13.17%
6.37%

26994
441944
18.74%
12.80%
5.95%

24846
398586
18.52%
12.67%
5.84%

9424.5217
412097.912
2.28%

10738.8356
465672.0928
2.45%

12981.6132
531989.5091
2.60%

16599.1801
585640.8051
2.97%

4843.41
4809.22

6318.19
6827.65

7937.63
7747.33

10129.88
10007.11

9526.5961
8329.6244
29883.1567
-34.19
-40352.3379
-635.1665
421.5252
7139.208

-7084.7446
1710.9603
21622.0348
509.46
30241.1857
1627.2553
-6341.4645
42284.687

-1331.0544
27271.2996
2940.0125
-190.3
36106.1042
-57.5655
1354.6435
66093.1399

-1415.0447
8502.1345
7300.4529
-122.77
37848.7086
41.4222
2701.7302
54856.6337

19996.533
-40279.9902
-368.0319
-20651.4891

14960.5428
2573.1661
10140.5383
27674.2472

10041.4054
12803.0633
35457.7616
58302.2303

11359.9537
21460.1084
11591.5976
44411.6597

-22947.28

-8292.25

146.72

-315.09

574%
27790.6971

231%
14610.4398

98%
7790.9096

103%
10444.974

574%

231%

98%

103%

55.02%

28.83%

14.37%

16.65%

Mar-14
Growth Y-o-Y

Mar-14

100.00%
37.34%
37.64%
74.98%
0.53%
3.12%
0.90%
20.47%
5.79%
14.68%

14.68%
12.69%
12.02%
9.11
1.86%
1.76%
16.97%
16.08%

2014
63738
24513
88251
440913
26574

31116
498603
17.70%
12.78%
4.92%

19768.6357
654951.2213
3.19%

11677.11
9926.29

2262.5747
4414.3037
7528.4584
-1750.82
57367.6541
33.4256
-471.1397
69384.4568

40906.24
39317.62

22059.1582
22682.9884
10653.8496
55395.9962

-2311.35

-33719.24

120%
13988.4606

74625.48

120%
1.07

20.33%

1.82

1.82

Mar-09 Mar-10 Mar-11 Mar-12 Mar-13

-7.10%
-21.74%
-1.49%
-11.45%
1.04%

3.35%
-6.69%
13.32%
4.62%
-88.93%
-3.04%
27.53%
19.38%
30.45%

8.22%
29.32%
-5.50%
7.99%
-29.56%
-48.87%
-9.23%
27.38%
32.71%
25.63%

11.32%
13.08%
2.43%
7.37%
53.03%
47.61%
-6.84%
27.42%
26.84%
27.62%

-5.43%
32.41%
9.21%
43.32%
-2.28%
-12.36%
9.27%
-9.44%
214.36%

214.36%
29.93%
19.95%
-2.93%
137.34%

137.34%
31.02%
18.59%
34.33%
71.58%

69.79%
78.58%
21.24%
32.67%
50.21%

Mar-14

7.22%
5.04%
1.24%
3.09%
-23.05%
59.98%
14.99%
19.61%
32.20%
15.27%
51.80%
20.80%
11.75%
12.64%
40.84%

Bal
SCHEDULE 1 - CAPITAL
Authorised capital
1,275,000,000 equity shares of ` 10 each
15,000,000 shares of ` 100 each
350 preference shares of ` 10 million each
Equity share capital
Issued, subscribed and paid-up capital
1,152,714,442 equity shares of ` 10 each
Add: Nil equity shares of ` 10 each fully paid up issued to shareholders of erstwhile
Less: Nil equity shares of the Bank, earlier held by erstwhile The Bank of
Rajasthan Limited, extinguished on amalgamation (March 31, 2011 : 200 equity shares)
Less: 154,486 equity shares of ` 10 each forfeited
Add: 867,273 equity shares of ` 10 each(March 31, 2011:
2,743,137 equity shares) issued pursuant to exercise of employee stock options)
Less: Calls unpaid
Add: 111,603 equity shares of ` 10 each forfeited
TOTAL CAPITAL
Employees stock options outstanding

SCHEDULE 2 - RESERVES AND SURPLUS


I. Statutory reserve
Opening balance
Additions during the year
Deductions during the year
Closing balance
II. Special reserve
Opening balance
Additions during the year
Deductions during the year
Closing balance
III. Securities premium
Opening balance
Additions during the year
Deductions during the year
Closing balance
IV. Investment reserve account
Opening balance
Additions during the year
Deductions during the year

Closing balance
V. Unrealised investment reserve
Opening balance
Additions during the year
Deductions during the year
Closing balance
VI. Capital reserve
Opening balance
Additions during the year
Deductions during the year
Closing balance
VII. Foreign currency translation reserve
Opening balance
Additions during the year
Deductions during the year
Closing balance
VIII. Reserve fund
Opening balance
Additions during the year
Deductions during the year
Closing balance
IX. Revenue and other reserves
Opening Balance - JV
Opening balance - others
Additions during the year - JV
Additions during the year - others
Deductions during the year -JV
Deductions during the year -others
Closing balance
X. Balance in profit and loss account
Addition/(deductions): Adjustments
Balance in profit and loss account - others
Balance in profit and loss account - JV
TOTAL RESERVES AND SURPLUS

SCHEDULE 2A - MINORITY INTEREST


Opening minority interest
Subsequent increase/(decrease)
CLOSING MINORITY INTEREST

SCHEDULE 3 - DEPOSITS
A. I. Demand deposits
i) From banks
ii) From others
II. Savings bank deposits
CASA Deposits

B.III. Term deposits


i) From banks
ii) From others
TOTAL TERM DEPOSITS
TOTAL DEPOSITS
B. I. Deposits of branches in India
II. Deposits of branches/subsidiaries outside India
TOTAL DEPOSITS

SCHEDULE 4 - BORROWINGS
I. Borrowings in India
i) Reserve Bank of India
ii) Other banks
iii) Other institutions and agencies
a) Government of India
b) Financial institutions/others
iv) Borrowings in the form of
a) Deposits
b) Commercial paper
c) Bonds and debentures (excluding subordinated debt)
v) Application money-bonds
vi) Capital instruments
a) Innovative Perpetual Debt Instruments (Tier I capital)
b) Hybrid debt capital instruments issued as
bonds/debentures(upper Tier II capital)

c) Redeemable Non-Cumulative Preference Shares (RNCPS) (350 RNCPS of ` 10 million each issue
preference share holders of erstwhile ICICI Limited on amalgamation,redeemable at par on April 20
d) Unsecured redeemable debentures/bonds (subordinated debt included in Tier II capital)
TOTAL BORROWINGS IN INDIA
II. Borrowings outside India
II. Borrowings outside India
From multilateral/bilateral credit agencies guaranteed by the Government of India
From international banks, institutions and consortiums
By way of bonds and notes
i) Capital instruments
a) Innovative Perpetual Debt Instruments (Tier I capital)
b) Hybrid debt capital instruments issued as
bonds/debentures(upper Tier II capital)
c) Unsecured redeemable debentures/bonds (subordinated debt included in Tier II capital)
ii) Bonds and notes
iii) Other borrowings
TOTAL BORROWINGS OUTSIDE INDIA

TOTAL BORROWINGS
Liabilities on policies in force

SCHEDULE 5 - OTHER LIABILITIES AND PROVISIONS


I. Bills payable
II. Inter-office adjustments (net)
III. Interest accrued
iv. Security from Client
V. Sundry creditors
Received for disbursements under special program
VI. Provision for standard assets
VII. Others
TOTAL OTHER LIABILITIES AND PROVISIONS

SCHEDULE 6 - CASH AND BALANCES WITH RESERVE BANK OF INDIA


II. Balances with Reserve Bank of India in current accounts
TOTAL CASH AND BALANCES WITH RESERVE BANK OF INDIA
I. Cash in hand (including foreign currency notes)
SCHEDULE 7 - BALANCES WITH BANKS AND MONEY AT CALL AND SHORT NOTICE
I. In India
i) Balances with banks
a) in current accounts
b) in other deposit accounts
ii) Money at call and short notice
a) with banks
b) with other institutions
TOTAL
II. Outside India
i) in current accounts
ii) in other deposit accounts
iii) Money at call and short notice
TOTAL
TOTAL BALANCES WITH BANKS AND MONEY AT CALL AND SHORT NOTICE

SCHEDULE 8 - INVESTMENTS
A. I. Investments in India (net of provisions)
i) Government securities SLR
ii) Other approved securities SLR
B.iii) Shares (includes equity and preference shares) N
iv) Debentures and bonds N
v) Assets held to cover linked liabilities of life insurance business N
vi) Others (commercial paper, mutual fund units, pass through N

certificates, security receipts, certificate of deposits, Rural


Infrastructure Development Fund deposits and other related
investments)
TOTAL INVESTMENTS IN INDIA
II. Investments outside India (net of provisions)
i) Government securities SLR
ii) Others (equity shares, bonds and certificate of deposits) N
TOTAL INVESTMENTS OUTSIDE INDIA
TOTAL INVESTMENTS

SCHEDULE 9 - ADVANCES (net of provisions)


A. i) Bills purchased and discounted
ii) Cash credits, overdrafts and loans repayable on demand
iii) Term loans
iv) Securitisation, finance lease and hire purchase receivables
TOTAL ADVANCES
B. i) Secured by tangible assets [includes advances against book debts]
ii) Covered by bank/government guarantees
iii) Unsecured
TOTAL ADVANCES
C. I. Advances in India
i) Priority sector
ii) Public sector
iii) Banks
iv) Others
TOTAL ADVANCES IN INDIA
II. Advances outside India
i) Due from banks
ii) Due from others
a) Bills purchased and discounted
b) Syndicated and term loans
c) Others
TOTAL ADVANCES OUTSIDE INDIA
TOTAL ADVANCES

SCHEDULE 10. FIXED ASSETS


I. Premises
At cost at March 31 of preceding year
Additions during the year
Deductions during the year
Depreciation to date
Net block
II. Other fixed assets (including furniture and fixtures)

At cost at March 31 of preceding year


Additions during the year
Deductions during the year
Depreciation to date
Net block
III. Assets given on Lease
At cost at March 31 of preceding year
Additions during the year
Deductions during the year
Depreciation to date, accumulated lease adjustment and provisions
Net block
TOTAL
SCHEDULE 11 - OTHER ASSETS
I. Inter-office adjustments (net)
II. Interest accrued
III. Tax paid in advance/tax deducted at source (net)
IV. Stationery and stamps
V. Non-banking assets acquired in satisfaction of claims
VI. Advance for capital assets
VII. Outstanding fee
VIII. Deposits

IX. Others
TOTAL OTHER ASSETS
SCHEDULE 11A : WORKING CAPITAL
CA(Schedule 11)
Cash in hand (including foreign currency notes)
TOTAL BALANCES WITH BANKS AND MONEY AT CALL AND SHORT NOTICE(Schedule 7)
TOTAL CA
CL(Other Liabilities & Provisions)
WC

SCHEDULE 12 : Other Income (Operating Income)


I. Commission, exchange and brokerage
II. Profit/(Loss) on sale of investments (net)
III. Profit/(Loss) on revaluation of investments (net)
IV. Profit/(Loss) on sale of land, buildings and other assets (net)
V. Profit/(Loss) on exchange transactions (net)
VI. Premium and other operating income from insurance business
VII. Miscellaneous income (including lease income)
TOTAL

SCHEDULE 13 : SGA
I. Payments to and provisions for employees
II. Rent, taxes and lighting
III. Printing and stationery
IV. Advertisement and publicity
V. Directors fees, allowances and expenses
VI. Auditors fees and expenses
VII. Law charges
VIII. Postages, telegrams, telephones, etc.
IX. Repairs and maintenance
X. Insurance
XI. Direct marketing agency expenses
XII. Claims and benefits paid pertaining to insurance business
XIII. Other expenses pertaining to insurance business
XIV. Other expenditure
TOTAL

SCHEDULE 14 : Depreciation
Depreciation on Bank's property
Depreciation (including lease equalisation) on leased assets
TOTAL
SCHEDULE 15 : Interest Expended
I. Interest on deposits
II. Interest on Reserve Bank of India/inter-bank borrowings
III. Others (including interest on borrowings of erstwhile ICICI Limited)
TOTAL
SCHEDULE 16 : Total provisions and contingencies
Provision for depreciation of investments
Provisions for advances
Other provision and contingencies
TOTAL
SCHEDULE 16.1 :
Provision towards non-performing and other assets

SCHEDULE 17 : Provision For Proposed dividend


I. Proposed equity share dividend
II. Proposed preference share dividend
III. Dividend (including corporate dividend tax) for the
previous year paid during the year
IV. Corporate Dividend Tax
TOTAL

SCHEDULE 18 : Transfer to reserves


Transfer to Statutory Reserve
Transfer to Reserve Fund
Transfer to Capital Reserve
Transfer to General Reserve
Transfer to/(from) Investment Reserve Account
Transfer to Special Reserve
Transfer to Revenue and other reserves
TOTAL

SCHEDULE 19 : Current & Deferred Tax


I. Income tax
Current period tax
Deferred tax adjustment
Fringe benefit tax
II. Wealth tax
TOTAL INCOME TAX
Provision towards income tax
Deferred tax adjustment
Provision towards wealth tax
TOTAL

SCHEDULE 20 : Interest Earned


I. Interest/discount on advances/bills
II. Income on investments
III. Interest on balances with Reserve Bank of India and other inter-bank funds
IV. Others
TOTAL

SCHEDULE 21 : Net Deferred Tax Asset/(Liability)


Deferred tax asset
Provision for bad and doubtful debts
Capital loss
Others
Total deferred tax asset
Deferred tax liability
Special reserve deduction
Depreciation on fixed assets
Others
Total deferred tax liability
Deferred tax asset/(liability) pertaining to foreign branches
Total net deferred tax asset/(liability)

3/1/09

3/1/10

3/1/11

ance Sheet Schedules (Rs. In crores)


Mar-09

Mar-10

Mar-11

1275
150
350
0
0
0
1112.6875
0
0
0
0

1275
150
350
0
0
0
1113.2506
0
0
0
0

1275
150
350
0
0
0
1114.8453
34.1841
-0.0002
0
0

0.5631

1.5947

2.7431

-0.0378
0.077
1113.2898
0

-0.0331
0.077
1114.8892
0

-0.0293
0.077
1151.82
0.2929

Mar-09

Mar-10

Mar-11

3939.3807
940
0
4879.3807

4879.3807
1007
0
5886.3807

5886.3807
1488.2712
0
7374.6519

2163.17
287
0
2450.17

2450.17
333
0
2783.17

2783.17
572
0
3355.17

31265.0019
52.645
-1.05
31316.5969

31316.5969
63.5937
0
31380.1906

31380.1906
161.7958
-209.7973
31332.1891

0
0
0

0
116
0

116
0
-116

116

97.9264
0
-447.7354
-349.809

-349.809
308.2983
-10.6362
-52.1469

-52.1469
9.7939
-111.4187
-153.7717

826.3769
819.2833
0
1645.6602

1645.6602
458.8195
-16.944
2087.5357

2087.5357
83.25
0
2170.7857

-223.8079
1185.3406
-36.0687
925.464

925.464
343.8235
-759.9891
509.2984

509.2984
196.148
-70.8577
634.5887

0.4528
0.4221
0
0.8749

0.8749
0.217
0
1.0919

1.0919
0.036
0
1.1279

-0.2687
4991.6322
0
110.5116
0
-843.1404
4258.7347
537.4569
0
537.4569
-0.2849
45664.2444

-0.2687
4259.0034
0
1522.7151
0
0
5781.4498
1688.9517
0
1688.9517
-0.3111
50181.6108

-0.2687
5781.7185
0
176.6237
0
-530.1941
5427.8794
4008.142
0
4008.142
-0.3807
54150.3823

Mar-09
731.1906
179.3148
910.5054

Mar-10
910.5054
359.8992
1270.4046

Mar-11
1270.4046
87.8172
1358.2218

Mar-09

Mar-10

Mar-11

745.5983
21517.7801
51514.7064
73778.0848

1485.6747
30066.7768
62222.1663
93774.6178

2017.6015
33453.7779
73263.7812
108735.1606

15801.7816
172275.8868
188077.6684
261855.7532

8814.9385
138982.7397
147797.6782
241572.296

15355.9266
135014.9177
150370.8443
259106.0049

207022.6567
54833.0965
261855.7532

191127.1065
50445.1895
241572.296

213298.3708
45807.6341
259106.0049

Mar-09

Mar-10

Mar-11

0
6428.6849
0
107.54
6556.8161
0
2669.3558
1581.0034
Err:501
0
0
1301

0
6007.2566
0
68.7491
7384.3875
0
3545.9265
1697.6284
4165.6724
2500
0
1301

500
6318.6638
0
29.9581
8987.4799
0
1895.9593
701.9749
2133.1106
0
0
1301

6370.2

9750.2

9818.8633

350

350

350

11969.5582
Err:501

14509.0481
51279.8686

20131.6236
52168.6335

2286.2196
32785.3864
30466.718
0
1715.8574

1852.5159
27234.0188
28556.018
0
1519.9979

0
0
0
0
1510.6107

4564.8

4041

4392.6075

1403.0789
0
60.3532
73282.4135

1181.7445
0
33.1582
64418.4533

1455.3006
29484.3311
36827.3768
73670.2267

Err:501
31053.5993

115698.3219
53965.4286

125838.8602
64482.0556

Mar-09
1867.7244
421.3049
3021.0937
950.5352
9673.5844
164.4645
1662.3875
8266.1269
26027.2215

Mar-10
2768.7572
24.4147
3130.6292
594.6157
8789.524
166.3273
1641.5504
8428.5257
25544.3442

Mar-11
3561.555
0
3256.9903
0
8923.9928
0
1690.9115
10246.7784
27680.228

Mar-09
14681.1809
14681.1809

Mar-10
24207.777
24207.777

Mar-11
17123.0324
17123.0324

3194.2676

3642.5017

4110.9739

Mar-09

Mar-10

Mar-11

716.661
3857.7751

977.8514
4007.5977

586.4648
5501.3756

0
0
4574.4361

7
0
4992.4491

960
318.0818
7365.9222

2559.6245
2407.6284
7644.2481
12611.501
17185.9371

2198.5978
4039.1512
8063.6445
14301.3935
19293.8426

2514.0674
1140.8038
7130.4622
10785.3334
18151.2556

Mar-09

Mar-10

Mar-11

68293.1198
9.3405
2970.8664
5295.6402
28613.9525

73209.3813
4.5009
4242.6779
7575.2082
51469.2566

73297.9973
35.6398
4153.6041
20645.9725
58826.5347

21665.8105
126848.7299

33788.6043
170289.6292

38853.0238
195812.7722

452.583
20805.69
21258.273
148107.0029

3870.7855
12159.3693
16030.1548
186319.784

5461.9909
8378.016
13840.0069
209652.7791

Mar-09
4091.5231
35061.0312
216757.4693
10220.4423
266130.4659
200964.7889
1481.5009
63684.1761
266130.4659

Mar-10
4721.9427
26040.1668
184233.7233
10782.2952
225778.128
161246.8494
2120.2426
62411.036
225778.128

Mar-11
7030.1265
30735.2546
205777.5362
12476.3964
256019.3137
192205.9342
2705.7409
61107.6386
256019.3137

62051.5976
349.4486
25.258
111252.3081
173678.6123

53977.3871
320.1088
4.179
91638.8589
145940.5338

53401.5609
1378.8639
181.0607
113220.0854
168181.5709

1661.8624
0

1364.9907
0

4370.808
0

1406.9137

1774.7632

1161.0861

41979.1632
47403.9143
92451.8536
266130.4659

34942.1101
41755.7302
79837.5942
225778.128

75220.9407
7084.908
87837.7428
256019.3137

Mar-09

Mar-10

Mar-11

2723.5332
287.456
-54.669
-548.5251
2407.7951

2956.3202
136.9012
-225.1021
-647.2554
2220.8639

2868.1193
1843.8137
-121.6539
-815.6035
3774.6756

3385.1617
549.6137
-120.8847
-2186.5286
1627.3621

3813.8907
229.7683
-420.4505
-2335.1752
1288.0333

3623.2085
666.5154
-145.6215
-2686.2655
1457.8369

1828.9072
0
-32.7898
-1333.8157
462.3017
4497.4589

1796.1174
0
-20.0674
-1422.6548
353.3952
3862.2924

1776.05
0
-25.0413
-1493.9735
257.0352
5489.5477

Mar-09
0
4879.3731
3966.8134
0.0928
308.9212
903.7902
786.4971
2719.713

Mar-10
0
4140.2059
3965.1493
0.0641
74.3464
1190.7171
641.2162
1986.3374

Mar-11
20.7829
4924.046
3712.4889
10.9751
88.7459
141.8588
0
1377.6546

12811.0533

11760.726

9950.7443

26376.2541

23758.7624

20227.2965

Mar-09
26376.2541
3194.2676
17185.9371
46756.4588
26027.2215

Mar-10
23758.7624
3642.5017
19293.8426
46695.1067
25544.3442

Mar-11
20227.2965
4110.9739
18151.2556
42489.526
27680.228

20729.2373

21150.7625

14809.298

PnL Schedules(In crores)


Mar-09
6574.7868
2431.8015
-443.1761
1.4611
196.4929
18358.2426
782.7655
27902.3743

Mar-10
6003.9038
1035.9185
392.3447
82.161
1191.1507
20475.7832
264.8029
29446.0648

Mar-11
6597.7918
621.5295
-452.8802
29.9958
1012.184
23603.0257
101.6537
31513.3003

Mar-09
3904.3015
1076.6322
210.3465
331.1278
2.2897
13.6872
142.5366
456.7895
683.1997
211.5359
612.1823
1809.4559
14740.4509
3184.5686
27379.1043

Mar-10
3678.4297
1016.854
160.9042
442.1935
2.7868
14.8042
139.6354
357.5692
668.5665
188.5845
241.317
2064.3054
15851.6684
2142.7455
26970.3643

Mar-11
4392.5959
972.3158
149.1506
387.4585
3.359
16.0924
81.034
300.7539
667.7282
199.4829
257.8556
2815.8043
18087.0784
2232.0635
30562.773

Mar-09
596.5761
210.107
806.6831

Mar-10
621.2233
141.6505
762.8738

Mar-11
660.768
78.9135
739.6815

Mar-09
18250.6979
2656.4628
5580.092
26487.2527

Mar-10
13509.3359
1864.4064
5355.4438
20729.1861

Mar-11
11315.1705
1682.6306
6344.7674
19342.5685

Mar-09
630.5112
3911.5672
-30.3901
4511.6883

Mar-10
32.8158
4474.5424
51.3461
4558.7043

Mar-11
316.27
0
188.18
504.45

Mar-09
0

Mar-10
0

Mar-11
2055.53

Mar-09
1224.5771
0.0035

Mar-10
1337.8604
0.0035

Mar-11
1612.5811
0.0035

0.5811
208.3664
1433.5281

0.0929
228.4688
1566.4256

2.1658
264.173
1878.9234

Mar-09
940
0.4221
818
0
0
287
110.5116
2155.9337

Mar-10
1007
0.217
444
1.0369
116
333
51.1464
1952.4003

Mar-11
1288
0.036
83.25
0
-116
572
67.9371
1895.2231

Mar-09

Mar-10

Mar-11

2138.8517
-618.8453
65.9192
3.0048
1588.9304
0
0
0
1588.9304

1970.1898
-234.9787
-3.0289
3.047
1735.2292
0
0
0
1735.2292

0
0
0
0
0
2512.65
-444.16
3.0173
2071.5073

Mar-09
25190.7185
9369.0339
768.5387
922.4153
36250.7064

Mar-10
20362.6416
7816.4417
711.1651
1263.4594
30153.7078

Mar-11
19097.5431
9180.6801
469.3218
1333.8591
30081.4041

Mar-09

Mar-10

Mar-11

2203.71
13.14
569.76
2786.61

2405.28
0.00
550.30
2955.58

2950.67
0.00
497.21
3447.88

0
549.48
10.93
560.41

0
471.26
8.65
479.91

0
449.62
6.36
455.98

292.20
2518.40

8.54
2484.21

1.77
2993.67

3/1/12

3/1/13

3/1/14

Mar-12

Mar-13

Mar-14

1275
150
350
0
0
0
1151.7723
0
0
0
0

1275
150
350
0
0
0
1152.7144
0
0
0
0

1275
150
350

1153.5817
0
0
0
-0.1545

0.9421

0.8673

1.4055

-0.0231
0.077
1152.7683
2.3854

-0.0225
0.077
1153.6362
4.4835

0
0.2119
1155.0446
6.5744

Mar-12

Mar-13

Mar-14

7374.6519
1617
0
8991.6519

8991.6519
2082
0
11073.6519

11073.6519
2453
0
13526.6519

3355.17
702
0
4057.17

4057.17
804.1
0
4861.27

4861.27
944.6
5805.87

31332.1891
65.3961
0
31397.5852

31397.5852
51.6502
0
31449.2354

31449.2354
104.5396
0
31553.775

0
0
0

0
0
0

127.0000

127.0000

-153.7717
174.9967
-12.6799
8.5451

8.5451
1.24
-6.1611
3.624

3.6240
8.6956
-8.9096
3.4100

2170.7857
38
0
2208.7857

2208.7857
33
0
2241.7857

2241.7857
76
-0.1466
2317.6391

634.5887
1099.5811
-693.9164
1040.2534

1040.2534
585.2155
0
1625.4689

1625.4689
1140.0999
-222.2453
2543.3235

1.1279
1.0665
0
2.1944

2.1944
2.7775
0
4.9719

4.9719
4.6146
0
9.5865

-0.2687
5428.1481
0
333.1588
0
-150.7501
5610.2881
6876.6479
-71.7794
6804.8685
0
60121.3423

0
5610.2881
616.6874
0
-212.1525
0
6014.823
10329.4625
0
10329.4625
0
67604.2933

Mar-12
1358.2218
69.5029
1427.7247

Mar-13
1427.7247
278.0348
1705.7595

Mar-14
1705.7595
305.00
2010.7641

Mar-12

Mar-13

Mar-14

1967.9064
33901.5263
82907.1333
118776.566

2019.2733
35951.261
92165.9854
130136.5197

2511.1999
41853.44
107831.03
152195.6779

6014.8230
270.5653

-1451.9658
4833.4225
14547.5522
0
14547.5522
75268.2307

9870.4681
153303.4395
163173.9076
281950.4736

11788.8455
172845.1705
184634.016
314770.5357

10229.9809
197087.02
207317.0044
359512.6823

241612.6468
40337.8268
281950.4736

274320.9597
40449.576
314770.5357

315408.8437
44103.8386
359512.6823

Mar-12

Mar-13

Mar-14

18398.5
4575.9565
0
5.2813
8588.426
0
594.5563
1303.3986
1403.0626
0
0
1301

17168.85
5527.6764
0
0
9603.7351
0
381.5378
609.3554
3964.5665
0
0
1301

11138.8500
2973.6455
0
0.0000
11397.6226
0
338.2761
1032.4543
3721.7701
0

9818.1421

9817.421

9816.6998

350

350

350

20641.6361
66979.9595

22326.1041
71050.2463

22207.9732
64278.2916

0
0
0
0
1724.4895

0
0
0
0
1841.3008

2033.6164

4994.4301

5334.8947

5891.8180

1227.184
34226.4313
52144.1274
94316.6623

1222.4275
31510.7768
61928.5733
101837.9731

893.9380
39413.8872
71030.5178
119263.7774

1301

161296.6218
66229.464

172888.2194
68910.5371

183542.069
74926.5060

Mar-12
3797.4191
307.6441
3455.3656
0
11105.3333
0
1752.9163
11591.953
32010.6314

Mar-13
4321.0852
134.7187
3255.641
0
16466.7776
0
1909.5238
21696.5033
47784.2496

Mar-14
5215.9029
0.0000
4174.4784
0.0000
15022.2220
2144.3762
24546.8238
51103.8033

Mar-12
15791.978
15791.978

Mar-13
14376.9333
14376.9333

Mar-14
16639.5080
16639.508

4936.2026

4929.2687

5457.4229

Mar-12

Mar-13

Mar-14

390.1946
5620.0514

429.4956
6397.5193

504.2179
1777.8091

508.75
723.1647
7242.1607

5300
194.4203
12321.4352

479.3200
466.8011
3228.1481

2552.0589
3528.8381
7105.05
13185.947
20428.1077

5535.822
8729.5053
3477.8925
17743.2198
30064.655

9253.3334
4457.2426
9222.5714
22933.1474
26161.2955

Mar-12

Mar-13

Mar-14

99352.4949
0.425
4153.6762
25444.273
57817.3746

109760.4436
0
5119.7259
26443.3133
57520.8274

114747.1623
0.00000
5571.7884
22640.6803
60310.4321

41012.526
227780.7697

47242.3718
246086.682

57345.6669
260615.73

6714.0077
5369.3138
12083.3215
239864.0912

4808.6185
4771.3781
9579.9966
255666.6786

4236.2035
2757.5072
6993.7107
267609.4407

Mar-12
5977.4883
32248.3353
231989.1049
21910.4894
292125.4179
242614.1317
1386.902
48124.3842
292125.4179

Mar-13
6968.997
45566.0112
277439.1183
0
329974.1265
277770.4336
2222.1201
49981.5728
329974.1265

Mar-14
9304.2405
55627.0075
322410.5326
0.0000
387341.7806
321566.7074
4165.0261
61610.0471
387341.7806

59285.6433
1196.8345
15.4618
129066.2186
189564.1582

59347.9333
1343.8496
18.7857
161388.2876
222098.8562

64551.4532
2775.4783
28.7641
187243.8122
254599.5078

2765.5594
0

1749.2429
0

1085.9099
0.0000

635.7136

2106.8811

3700.2621

84517.4352
14642.5515
102561.2597
292125.4179

88575.7203
15443.426
107875.2703
329974.1265

97402.2428
30553.8580
132742.2728
387341.7806

Mar-12

Mar-13

Mar-14

4590.2791
165.6184
-59.1807
-938.3551
3758.3617

4696.7168
171.0528
-149.7657
-989.6489
3728.355

4718.0039
169.7914
-94.8519
-1114.9408
3678.0026

4144.1024
444.1598
-74.6961
-3079.3785
1434.1876

4513.5661
544.9314
-293.3551
-3254.8701
1510.2723

4765.1424
635.7365
-320.7297
-3484.6830
1595.4662

1751.0087
0
-0.0543
-1511.5215
239.4329
5431.9822

1750.9544
0
-0.0543
-1516.123
234.7771
5473.4044

1750.9544
0.0000
-21.0000
-1496.5932
233.3612
5506.83

Mar-12
0
5364.4915
3817.6875
1.0308
60.0575
149.4098
0
1214.4123

Mar-13
0
5509.3457
4187.3082
1.0045
57.6833
135.8102
0
1225.6273

Mar-14
181.6918
5848.6747
4549.2908
0.2995
85.0871
118.9102
0.0000
1335.2863

12203.1732

20539.2184

25760.3765

22810.2626

31655.9976

37879.6169

Mar-12
22810.2626
4936.2026
20428.1077
48174.5729
32010.6314

Mar-13
31655.9976
4929.2687
30064.655
66649.9213
47784.2496

Mar-14
37879.6169
5457.4229
26161.2955
69498.3353
51103.8033

16163.9415

18865.6717

18394.532

Mar-12
6315.4629
651.0262
-377.6816
-3.718
1417.4661
20487.7907
173.0714
28663.4177

Mar-13
6276.7457
1029.1501
-114.8007
33.9276
1485.0316
20394.4026
215.3505
29319.8074

Mar-14
7324.0952
753.4232
363.7251
135.2001
2020.6580
19331.9150
155.5906
30084.6072

Mar-12
5101.2713
941.3874
140.7335
426.4149
3.6126
15.9975
84.242
288.1332
670.5334
213.1595
257.3896
3944.9052
13980.5254
2812.3029
28880.6084

Mar-13
5629.0867
997.5234
150.5995
554.4774
4.163
16.7191
122.2079
321.1547
775.6885
208.0482
399.2592
4317.0439
13034.6902
3050.9093
29581.571

Mar-14
5968.7936
1103.8531
177.8796
587.4819
4.8938
21.0218
122.9598
369.0741
854.0177
274.0339
675.5921
4470.8877
11765.7935
3550.8105
29947.0931

Mar-12
629.1795
42.2579
671.4374

Mar-13
592.6565
32.822
625.4785

Mar-14
687.5673
31.6981
719.2654

Mar-12
15273.0907
1957.5112
7782.6436
25013.2455

Mar-13
17583.6375
2359.8608
8341.911
28285.4093

Mar-14
18419.0198
2506.8313
8784.7608
29710.6119

Mar-12
117.37
0
237.97
355.34

Mar-13
171.7711
0
372.0136
543.7847

Mar-14
162.8800
0.0000
255.5500
418.43

Mar-12
1051

Mar-13
1551.3811

Mar-14
2481.8300

Mar-12
1902.04
0.0035

Mar-13
2307.2271
0.0035

Mar-14
2656.2812
0.0035

0.4284
325.7185
2228.1904

0.2491
394.04
2701.5197

-53.9685
416.5357
3018.8519

Mar-12
1617
1.0665
38
0
0
702
187.792
2545.8585

Mar-13
2082
2.7775
33
0
0
804.1
455.6213
3377.4988

Mar-14
2453.0000
4.6146
76.0000
0.0000
127.0000
944.6000
199.2076
3804.4222

Mar-12

Mar-13

Mar-14

0
0
0
0
0
2571.14
171.72
6.1508
2749.0108

0
0
0
0
0
3370.1421
109.6231
7.1221
3486.8873

0.0000
0.0000
0.0000
0.0000
0.0000
4315.8700
288.5300
5.1100
4609.51

Mar-12
24620.1222
11376.2938
700.5946
1297.8481
37994.8587

Mar-13
29562.4597
13318.8599
756.6271
1246.6427
44884.5894

Mar-14
33720.8794
14244.8360
427.6997
1085.8325
49479.2476

Mar-12

Mar-13

Mar-14

2807.21
7.95
385.39
3200.55

2815.05
6.31
287.18
3108.54

2859.5500
4.9600
279.0200
3143.53

0
433.18
4.78
437.96

0
474.42
1.85
476.27

1723.4900
524.2400
3.7500
2251.48

40.78
2803.37

48.33
2680.60

37.7300
929.78

PE Ratio
Particulars

3/1/09

3/1/10

1112.6875
33794.22

1113.2506
48434.15

EPS - Basic (Rs) (Calculated)


EPS - Basic (Rs)(Annual Report)

30.37
32.13

43.51
36.14

Book value (Rs)(Annual Report)


Book value (Rs)(Calculated)

444.90
420.40

463.01
460.78

Market Price (Rs)


% Change in price

349.35

952.65
172.69%

No. of Equity Shares (in millions)


PAT(in millions)

-7.10%
214.36%

Sales Y-o-Y
Earnings Y-o-Y
PE Ratio (Trailing)(Po/E-1)
PE Ratio (Current)(Po/Eo)
PE Ratio (Forward)(Po/E1)
Price / Book Value
Price / Book Value(Pef*ROE)
ROE
Growth
PEG Ratio(Trailing)(PoE-1/G-1*100)
PEG Ratio(Current)(PoEo/Go*100)
PEG Ratio(Forward)(PoE1/G1*100)

10.87
9.67
0.83

29.65
26.36
17.79
2.07
1.71

28.14%

9.59%
24.61%

0.39
0.39

1.05
1.07
0.78

3/1/11

3/1/12

3/1/13

3/1/14

1114.8453
63181.94

1151.7723
79376.34

1152.7144
101298.85

1153.5817
116771.14

56.67
53.54

68.92
66.33

87.88
72.20

101.22
84.99

478.31
496.06

524.03
532.02

578.25
596.53

633.98
662.54

1102.90
15.77%

890.45
-19.26%

1051.55
18.09%

1,193.60
13.51%

3.35%
137.34%

8.22%
71.58%

11.32%
50.21%

7.22%
40.84%

30.52
20.60
16.63

16.63
13.42
12.33

15.85
14.56
12.37

16.53
14.04

2.22
2.07

1.67
1.81

1.76
2.00

1.80

12.47%
22.72%

14.65%
21.29%

16.14%
15.27%

16.97%
15.00%

1.24
0.91
0.78

0.73
0.63
0.81

0.74
0.95
0.82

1.08
0.94

ROE
EPS 2013
Growth

Mar-09
32.13

Mar-10
9.59%
36.14
28.14%

Mar-11
12.47%
53.54
24.61%

Mar-12
14.65%
66.33
22.72%

Mar-13
16.14%
72.20
21.29%

Mar-14
16.97%
84.99
15.27%

BETA BLOOMBERG ADJUSTED


RFR
RP
KE
KE(For Beta=1,Rfr=5%)

1.50
8.50%
7.50%
19.75%
11.50%

High Growth Rate (2015 - 2019)


Growth
ROE
RR
KE (Cost of equity)

Time
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15 (T)
16 (T+1)

PV 15 years
TV
PV TV

55324.38
887101.82
132750.31

Total Core Value(in million)


No Of Shares
Price per share
Current market price (31/3/2014)

1880746.91
1153.58
1630.35
1030.00

(Rp=6.5%,Beta =1,Rfr=5%)

19)
19.00%
20.00%
95.00%
19.75%

Terminal Growth Rate Assumptions(2020-2030


Growth
ROE
RR
KE

Growth

RR

19.00%
19.00%
19.00%
19.00%
19.00%
17.70%
16.40%
15.10%
13.80%
12.50%
11.20%
9.90%
8.60%
7.30%
6.00%
6.00%

95.00%
95.00%
95.00%
95.00%
95.00%
88.11%
81.22%
74.33%
67.43%
60.54%
53.65%
46.76%
39.87%
32.98%
26.09%
26.09%

PAT
11677.11
13895.77
16535.96
19677.79
23416.58
27865.72
32797.96
38176.82
43941.52
50005.45
56256.14
62556.82
68749.95
74662.44
80112.80
84919.57
90014.74

ate Assumptions(2020-2030)
6.00%
23.00%
26.09%
11.50%

FCFE
-2311.35
694.79
826.80
983.89
1170.83
1393.29
3900.11
7170.60
11281.51
16284.38
22196.71
28993.73
36601.87
44894.85
53692.99
62766.64
66532.64

KE

DF

20.00%
20.00%
20.00%
20.00%
20.00%
19.35%
18.70%
18.05%
17.40%
16.75%
16.10%
15.45%
14.80%
14.15%
13.50%
13.50%

0.83
0.69
0.58
0.48
0.40
0.35
0.30
0.27
0.24
0.21
0.19
0.18
0.17
0.16
0.15
0.13

BV
764298.50
777499.47
793208.64
811902.54
834148.29
860620.73
889518.58
920524.80
953184.82
986905.88
1020965.31
1054528.40
1086676.47
1116444.07
1142863.87
1165016.81

BUSINESS OVERVIEW
Retail Banking
Small & Medium Enterprises
Wholesale Banking
Project Finance
International Banking
Rural & Inclusive Banking
Treasury

Composition of Gross Advances (ne


Retail finance
Road, ports, telecom, urban development and other infrastructure
Services non-finance
Power
Iron/steel and products
Services finance
Crude petroleum/refining and petrochemicals
Mining
Construction
Food and beverages
Cement
Electronics and engineering
Wholesale/retail trade
Shipping
Metal & products (excluding iron & steel)
Manufacturing products (excluding metal)
Other industries
Total

Other industries primarily include developer financing portfolio, automobiles, chemical an


gems and jewellery, drugs and pharmaceuticals and FMCG.

Retail Finance includes home loans, automobile loans, commercial business loans, dealer fi
small businesses, personal loans, credit cards, rural loans and loans against securities.

Total Retail Finance Portfolio (gross


outstanding retail finance p
Home loans
Automobile Loans
Commercial Business
Business Banking
Personal Loans
Credit Cards
Others
Total Retail Finance Portfolio
Business banking includes dealer financing and small ticket loans to small businesses.

Retail Banking
Revenues
PBT
Segment Assets
Segment Liabilities
Wholesale Banking
Revenues
PBT
Segment Assets
Segment Liabilities
Treasury Banking
Revenues
PBT
Segment Assets
Segment Liabilities
Other Banking
Revenues
PBT
Segment Assets
Segment Liabilities
Treasury includes the entire investment and derivative portfolio of the Bank.

Other Banking includes leasing operations and other items not attributable to any particul

REVENUES
Retail Banking
Wholesale Banking
Treasury Banking
Other Banking
PBT
Retail Banking
Wholesale Banking
Treasury Banking
Other Banking

oss Advances (net of write-offs) (In crores)


Mar-09
110220
9462
16805
5419
7768
9914
14204
2386
5357

Mar-10
83119
10394
13521
5649
8626
6456
13286
457
1791
6154

3617
2629

3154
4447

5183
28919
221883

1916
4627
23717
187314

Mar-11
89074
12954
17336
9811
9488
16143
14183
4149
3643
7063
1725
4472
5200
2207
1874
2924
22169
224415

Mar-12
102871
18166
19265
14114
12159
15125
7068
8402
5748
6571
3975
5580
4629
4235
4805
3426
25937
262076

Mar-13
112411
21691
20352
18606
16188
15962
8864
8073
7051
6952
6664
6627
5575
4510
4405
3244
31241
298416

folio, automobiles, chemical and fertilisers, textile,

mercial business loans, dealer financing and small ticket loans to


nd loans against securities.

Retail Finance Portfolio (gross (net of writeoffs)


outstanding retail finance portfolio.)
Mar-09
Mar-10
Mar-11
57588
47472
54126
13305
8513
8581
16440
13675
15286
1691
465
209
10866
5714
4031
9002
5933
4851
1328
1347
1990
110220
83119
89074
loans to small businesses.

Mar-12
48940
18070
9471
5652
4596
2952
13190
102871

Mar-13
57863
11585
15125
6741
3175
3639
14283
112411

Mar-09

Mar-10

Mar-11

Mar-12

Mar-13

23015.21
58.05
95865.67
111755.52

17724.41
-1333.51
73733.99
118639.3

15973.49
-514.19
66893.31
154341.73

19711.27
549.99
69776.77
176627.59

22585.63
954.55
72975.03
204318.75

24807.71
3413.31
135706.25
111156.46

19254.13
3645.1
118431.43
91502.12

19323.27
4899.7
160095.69
79556.07

26171.31
6207.73
194035.59
87650.82

31368.76
6618.86
226962.87
107199.41

29590.87
1284.35
140063.86
152958.18

24797.8
2788.64
164209.89
152589.86

23744.18
2200.69
171532.25
171739.93

30141.42
2080.68
216928.02
223780.69

35586.28
3653.92
227485.96
224373.48

612.57
361.26
1188.7
616.66

437.57
245.09
1067.68
597.05

430.31
174.5
1461.63
498.63

282.18
-34.97
2366.95
1009.7

623.84
169.36
3281.67
903.04

folio of the Bank.

not attributable to any particular business segment.


Mar-09
78026.36
29.50%
31.79%
37.92%
0.79%

Mar-10
62213.91
28.49%
30.95%
39.86%
0.70%

Mar-11
59471.25
26.86%
32.49%
39.93%
0.72%

Mar-12
76306.18
25.83%
34.30%
39.50%
0.37%

Mar-13
90164.51
25.05%
34.79%
39.47%
0.69%

5116.97
1.13%
66.71%
25.10%
7.06%

5345.32
-24.95%
68.19%
52.17%
4.59%

6760.7
-7.61%
72.47%
32.55%
2.58%

8803.43
6.25%
70.51%
23.63%
-0.40%

11396.69
8.38%
58.08%
32.06%
1.49%

% Of Total Advances
Mar-14
141823
25396
21877
22143
18832
12200
10347
6096
8375
7125
7674
8009
6613
5946
6901
3763
34092
347212

Mar-09
49.67%
4.26%
7.57%
2.44%
3.50%
4.47%
6.40%
0.00%
1.08%
2.41%
0.00%
1.63%
1.18%
0.00%

Mar-10
44.37%
5.55%
7.22%
3.02%
4.61%
3.45%
7.09%
0.24%
0.96%
3.29%
0.00%
1.68%
2.37%
1.02%

2.34%
13.03%
100.00%

2.47%
12.66%
100.00%

Mar-11
39.69%
5.77%
7.72%
4.37%
4.23%
7.19%
6.32%
1.85%
1.62%
3.15%
0.77%
1.99%
2.32%
0.98%
0.84%
1.30%
9.88%
100.00%

% Of Total Retail A
Mar-14
70917
15515
12531
8310
4690
3616
26244
141823

Mar-09
52.25%
12.07%
14.92%
1.53%
9.86%
8.17%
1.20%
100.00%

Mar-10
57.11%
10.24%
16.45%
0.56%
6.87%
7.14%
1.62%
100.00%

Mar-11
60.77%
9.63%
17.16%
0.23%
4.53%
5.45%
2.23%
100.00%

Mar-14

Mar-10

Mar-11

Mar-12

27411.6
1830
99191
238897.13

-22.99%
-2397.17%
-23.09%
6.16%

-9.88%
-61.44%
-9.28%
30.09%

23.40%
-206.96%
4.31%
14.44%

32402.48
6588
242674
104844.55

-22.39%
6.79%
-12.73%
-17.68%

0.36%
34.42%
35.18%
-13.06%

35.44%
26.70%
21.20%
10.17%

39268.26
5252
237107.91
240874.522

-16.20%
117.12%
17.24%
-0.24%

-4.25%
-21.08%
4.46%
12.55%

26.94%
-5.45%
26.46%
30.30%

936.34
298
10995.45
10025

-28.57%
-32.16%
-10.18%
-3.18%

-1.66%
-28.80%
36.90%
-16.48%

-34.42%
-120.04%
61.94%
102.49%

Mar-14
100018.68
27.41%
32.40%
39.26%
0.94%
13968
13.10%
47.16%
37.60%
2.13%

Mar-09

2009

2010
Retail Banking

1%
38%

29%

Retail

Wholesale
Banking
Treasury
Banking

1%
40%

28%

Other Banking
32%

Treas
Bank

Other
31%

2009

2010
Retail Banking

7% 1%

Whole
Bank

Wholesale

Re
3%

2009

2010
Retail Banking

7% 1%

Treasury
Banking

25%
67%

Re

Wholesale
Banking

Other Banking

3%17%
35%

W
Ba

Tre

O
45%

Total Advances
Mar-12
39.25%
6.93%
7.35%
5.39%
4.64%
5.77%
2.70%
3.21%
2.19%
2.51%
1.52%
2.13%
1.77%
1.62%
1.83%
1.31%
9.90%
100.00%

Mar-13
37.67%
7.27%
6.82%
6.23%
5.42%
5.35%
2.97%
2.71%
2.36%
2.33%
2.23%
2.22%
1.87%
1.51%
1.48%
1.09%
10.47%
100.00%

Mar-14
40.85%
7.31%
6.30%
6.38%
5.42%
3.51%
2.98%
1.76%
2.41%
2.05%
2.21%
2.31%
1.90%
1.71%
1.99%
1.08%
9.82%
100.00%

% Of Total Retail Advances


Mar-12
47.57%
17.57%
9.21%
5.49%
4.47%
2.87%
12.82%
100.00%

Mar-13
51.47%
10.31%
13.46%
6.00%
2.82%
3.24%
12.71%
100.00%

Mar-14
50.00%
10.94%
8.84%
5.86%
3.31%
2.55%
18.50%
100.00%

Mar-13

Mar-14

14.58%
73.56%
4.58%
15.68%

21.37%
91.71%
35.92%
16.92%

19.86%
6.62%
16.97%
22.30%

3.30%
-0.47%
6.92%
-2.20%

18.06%
75.61%
4.87%
0.26%

10.35%
43.74%
4.23%
7.35%

121.08%
-584.30%
38.65%
-10.56%

50.09%
75.96%
235.06%
1010.14%

REVENUES
2010

2011
Retail Banking

28%

Treasury
Banking
Other Banking

31%

3%

Retail Banking

Wholesale
Banking

1%

27%

40%

Wholesale
Banking
Treasury Banking
Other Banking

32%

PBT
2010

2011
Retail Banking
Wholesale

Retail Banking
Wholesale

2010

2011
Retail Banking

Retail Banking

3%17%

Wholesale
Banking
Treasury Banking

2% 7%
28%

Other Banking
45%

63%

Wholesale
Banking
Treasury
Banking
Other Banking

23%

0%6

REVENUES
2013

2012

Retail Banking

Retail Banking
0%
40%

26%

34%

Wholesale
Banking
Treasury
Banking
Other Banking

1%

25%

39%
35%

Wholesale
Banking
Treasury
Banking
Other Banking

PBT
2013

2012

Retail Banking

Retail Banking
Wholesale

1% 8%

Wholesale

2013

2012

Retail Banking

Retail Banking
23%

0%6%

Wholesale
Banking
Treasury
Banking

70%

Other Banking

1% 8%
32%

Wholesale
Banking
Treasury
Banking

58%

Other Banking

13

2014

Retail Banking
Wholesale
Banking
Treasury
Banking
Other Banking

13

1%
39%

27%

Retail Banking

Wholesale
Banking

Treasury
Banking

Other Banking

32%

2014
Retail Banking

Retail Banking

Wholesale

Wholesale

13

2014
Retail Banking

Retail Banking

Wholesale
Banking
Treasury
Banking
Other Banking

2%13%

Wholesale
Banking
Treasury
Banking

38%
47%

Other Banking

profit/lo

Name of subsidiary
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI
ICICI

Securities primary dealership ltd


Securities ltd
Securities holdings inc
Securities inc
Venture Fund Management
International ltd
home finanace companyLtd
trusteeship services ltd
investment management company
prudential life insuranace company
lombard general insurance company ltd
bank UK PLC
Bank canada
bank Eurasia lmd liabiliity company
Prudential aseet management company ltd
Prudential trust ltd
wealth management inc ( upto 31 dec 2009)
Prudential pension fund management company

Extent of
interest of
ICICI bank in
Capital of
subsidiary
100.00%
100.00%

100.00%
100.00%
100.00%
100.00%
100.00%
73.90%
73.40%
100.00%
100.00%
100.00%
51.00%
50.80%

2009

272.12
4.42
-3.67
-14.65
148.04
0.30
142.85
0.04
0.23
-780.01
23.75
31.40
58.80
10.60
0.73
0.28
-4.69
0.00
-109.46

Investmen

profit/loss of subsidiary of ICICI bank

2010

84.96
122.68
-7.50
-11.41
51.48
0.87
160.66
0.04
2.18
257.93
144.54
175.76
122.95
10.30
128.02
0.30
0.00
-0.14
1243.63

2011

52.77
113.19
0.65
-2.28
73.90
0.63
233.28
0.03
1.19
807.40
-80.50
166.58
145.96
28.48
71.80
0.29
0.00
0.00
1613.37

2012

85.67
77.11
0.01
0.85
68.36
-0.44
259.65
0.03
1.72
1383.42
-416.55
121.70
170.09
19.69
88.05
0.17
0.00
-0.03
1859.49

2013

2014

121.68
68.21
-0.14
-3.78
19.83
0.21
220.22
0.05
0.90
1104.75
224.34
77.98
229.73
31.61
56.19
0.14
0.00
-0.08
2151.84

131.82
74.94
-0.08
3.43
32.97
-0.27
222.82
0.04
0.19
1156.81
374.41
152.39
280.41
17.88
93.17
0.14
0.00
-0.79
2540.26

2009

156.34
211.07
72.82
62.61
1.00
4.56
1098.75
0.05
10.00
1055.99
295.91
3022.64
2761.75
316.47
9.00
0.01
11.00
9089.97

Net agg amt of


and is dealt or p

Investment in subsidiaries
2010

2011

2012

2013

2014

156.34
211.07
72.82
50.51
1.00
4.04
1098.75
0.05
10.00
1055.99
295.91
2678.56
4139.11
262.38
9.00
0.01

156.34
211.07
72.82
51.85
1.00
4.01
1098.75
0.05
10.00
1055.99
295.91
2653.83
4174.53
317.99
9.00
0.01

156.34
211.07
72.82
53.83
1.00
4.58
1098.75
0.05
10.00
1055.99
295.91
3027.55
4847.14
313.48
9.00
0.01

156.34
211.07
72.82
57.17
1.00
4.89
1098.75
0.05
10.00
1055.99
320.77
2687.62
5151.51
303.65
9.00
0.01

156.34
211.07
72.82
57.17
1.00
5.39
1098.75
0.05
10.00
1055.99
326.67404
4976.45
2955.36
319.85
9.00
0.01

11.00
10056.54

11.00
10124.15

11.00
11168.52

27.00
11167.64

27.00
11282.92

2009

135.52
24.00
0.00
0.00
95.00
0.00
74.05
0.00
0.00
0.00
0.00
0.00
0.00
0.00
7.20
0.04
0.00
0.00
335.81

t agg amt of profit/loss of subsidiary of ICICI bank Net agg amt of pr


d is dealt or provided for in accounts of ICICI bank
and is not dea

2010

2011

2012

2013

36.73
92.00
0.00
0.00
26.00
0.00
106.57
0.00
0.00
0.00
47.56
0.00
0.00
0.00
40.96
0.08

25.01
81.00
0.00
0.00
45.00
0.00
149.97
0.00
0.00
0.00
41.62
18.79
26.81
0.00
22.95
0.08

43.77
52.00
0.00
0.00
15.00
0.00
171.40
0.00
0.00
232.13
0.00
115.63
28.69
42.55
29.26
0.10

59.80
30.02
0.00
0.00
1.50
0.00
138.99
0.00
0.00
327.12

0.00
349.90

0.00
411.23

0.00
730.53

0.00
886.96

130.70
166.62
32.15
0.06

2014

17.97
15.01
0.00
0.00
1.00
0.00
113.72
0.00
0.00
690.17
0.00
151.01
157.96
27.85
18.00
0.09
0.00
0.00
1192.78

2009

136.60
-19.58
-3.67
-14.65
53.04
0.30
68.80
0.04
0.23
-576.43
17.43
31.40
58.80
10.60
-6.83
0.10
-4.69
0.00
-248.50

t agg amt of profit/loss of subsidiary of ICICI bank


and is not dealt with in accounts of ICICI bank

2010

48.23
30.68
-7.50
-11.41
25.48
0.87
54.09
0.04
2.18
190.61
58.53
175.76
122.95
10.30
24.33
0.08
0.00
-0.14
725.09

2011

2012

27.76
32.19
0.65
-2.28
28.90
0.63
83.31
0.03
1.19
596.67
-100.71
147.79
119.15
28.48
13.67
0.07

41.90
25.11
0.01
0.85
53.36
-0.44
88.25
0.03
1.72
790.23
-305.75
6.06
141.40
-22.86
15.65
-0.02

0.00
977.50

-0.03
835.46

2013

61.88
38.19
-0.14
-3.78
18.33
0.21
81.23
0.05
0.90
777.63
224.34
-52.72
63.11
31.61
24.04
0.08

2014

113.85
59.93
-0.08
3.43
31.97
-0.27
109.10
0.04
0.19
466.64
374.41
1.38
122.45
-9.97
75.17
0.05
0.00
-0.08
-0.79
1264.88 1347.48

Date
1/1/2008
1/2/2008
1/3/2008
1/4/2008
1/7/2008
1/8/2008
1/9/2008
1/10/2008
1/11/2008
1/14/2008
1/15/2008
1/16/2008
1/17/2008
1/18/2008
1/21/2008
1/22/2008
1/23/2008
1/24/2008
1/25/2008
1/28/2008
1/29/2008
1/30/2008
1/31/2008
2/1/2008
2/4/2008
2/5/2008
2/6/2008
2/7/2008
2/8/2008
2/11/2008
2/12/2008
2/13/2008
2/14/2008
2/15/2008
2/18/2008
2/19/2008
2/20/2008
2/21/2008
2/22/2008
2/25/2008
2/26/2008
2/27/2008
2/28/2008
2/29/2008

Close Pri Y
1228.75
1267.25 0.031333
1228.95 -0.030223
1286.3 0.046666
1362.55 0.059279
1339.95 -0.016587
1307.95 -0.023881
1356.15 0.036852
1435 0.058143
1410 -0.017422
1352.2 -0.040993
1368.3 0.011907
1322.1 -0.033765
1248.85 -0.055404
1173.2 -0.060576
1124.95 -0.041127
1151.45 0.023557
1131.85 -0.017022
1261.3 0.11437
1273.95 0.010029
1220.45 -0.041995
1187.4 -0.02708
1147 -0.034024
1198.15 0.044595
1212.25 0.011768
1191.3 -0.017282
1152.05 -0.032947
1106.1 -0.039885
1073.9 -0.029111
1033.85 -0.037294
1067.25 0.032306
1101.8 0.032373
1161.85 0.054502
1190.9 0.025003
1209.8 0.01587
1220.2 0.008596
1168.3 -0.042534
1141.3 -0.023111
1099.8 -0.036362
1107.1 0.006638
1117.85 0.00971
1116.95 -0.000805
1105.85 -0.009938
1088.5 -0.015689

Close
X
6144.35
6179.4 0.0057044
6178.55 -0.000138
6274.3 0.0154972
6279.1 0.000765
6287.85 0.0013935
6272 -0.002521
6156.95 -0.018343
6200.1 0.0070083
6206.8 0.0010806
6074.25 -0.021356
5935.75 -0.022801
5913.2 -0.003799
5705.3 -0.035159
5208.8 -0.087024
4899.3 -0.059419
5203.4 0.0620701
5033.45 -0.032661
5383.35 0.0695149
5274.1 -0.020294
5280.8 0.0012704
5167.6 -0.021436
5137.45 -0.005834
5317.25 0.0349979
5463.5 0.0275048
5483.9 0.0037339
5322.55 -0.029422
5133.25 -0.035566
5120.35 -0.002513
4857 -0.051432
4838.25 -0.00386
4929.45 0.0188498
5202 0.0552901
5302.9 0.0193964
5276.9 -0.004903
5280.8 0.0007391
5154.45 -0.023926
5191.8 0.0072462
5110.75 -0.015611
5200.7 0.0176002
5270.05 0.0133347
5268.4 -0.000313
5285.1 0.0031698
5223.5 -0.011655

3/3/2008
3/4/2008
3/5/2008
3/7/2008
3/10/2008
3/11/2008
3/12/2008
3/13/2008
3/14/2008
3/17/2008
3/18/2008
3/19/2008
3/24/2008
3/25/2008
3/26/2008
3/27/2008
3/28/2008
3/31/2008
4/1/2008
4/2/2008
4/3/2008
4/4/2008
4/7/2008
4/8/2008
4/9/2008
4/10/2008
4/11/2008
4/15/2008
4/16/2008
4/17/2008
4/21/2008
4/22/2008
4/23/2008
4/24/2008
4/25/2008
4/28/2008
4/29/2008
4/30/2008
5/2/2008
5/5/2008
5/6/2008
5/7/2008
5/8/2008
5/9/2008
5/12/2008

1024.6
971.1
960.15
893.4
871.85
856.65
880.3
837.55
876.95
759.95
768.2
768.2
802.2
878.85
843.95
834.55
835.5
769.4
757.75
784.55
786.75
764.55
811.3
814
836.6
800.95
788.05
807.75
816.15
836.75
864.25
882.3
864.75
878.8
915.65
895.85
902.5
879.6
937.15
933.85
928.8
919
892.85
873.85
880.55

-0.058705
-0.052215
-0.011276
-0.06952
-0.024121
-0.017434
0.027608
-0.048563
0.047042
-0.133417
0.010856
0
0.044259
0.09555
-0.039711
-0.011138
0.001138
-0.079114
-0.015142
0.035368
0.002804
-0.028217
0.061147
0.003328
0.027764
-0.042613
-0.016106
0.024998
0.010399
0.02524
0.032865
0.020885
-0.019891
0.016247
0.041932
-0.021624
0.007423
-0.025374
0.065427
-0.003521
-0.005408
-0.010551
-0.028455
-0.02128
0.007667

4953
4864.25
4921.4
4771.6
4800.4
4865.9
4872
4623.6
4745.8
4503.1
4533
4573.95
4609.85
4877.5
4828.85
4830.25
4942
4734.5
4739.55
4754.2
4771.6
4647
4761.2
4709.65
4747.05
4733
4777.8
4879.65
4887.3
4958.4
5037
5049.3
5022.8
4999.85
5111.7
5089.65
5195.5
5165.9
5228.2
5192.25
5144.65
5135.5
5081.7
4982.6
5012.65

-0.051785
-0.017918
0.011749
-0.030438
0.0060357
0.0136447
0.0012536
-0.050985
0.0264296
-0.05114
0.0066399
0.0090338
0.0078488
0.0580605
-0.009974
0.0002899
0.0231354
-0.041987
0.0010666
0.003091
0.0036599
-0.026113
0.024575
-0.010827
0.0079411
-0.00296
0.0094655
0.0213173
0.0015677
0.0145479
0.0158519
0.0024419
-0.005248
-0.004569
0.0223707
-0.004314
0.0207971
-0.005697
0.0120599
-0.006876
-0.009168
-0.001779
-0.010476
-0.019501
0.006031

5/13/2008
5/14/2008
5/15/2008
5/16/2008
5/20/2008
5/21/2008
5/22/2008
5/23/2008
5/26/2008
5/27/2008
5/28/2008
5/29/2008
5/30/2008
6/2/2008
6/3/2008
6/4/2008
6/5/2008
6/6/2008
6/9/2008
6/10/2008
6/11/2008
6/12/2008
6/13/2008
6/16/2008
6/17/2008
6/18/2008
6/19/2008
6/20/2008
6/23/2008
6/24/2008
6/25/2008
6/26/2008
6/27/2008
6/30/2008
7/1/2008
7/2/2008
7/3/2008
7/4/2008
7/7/2008
7/8/2008
7/9/2008
7/10/2008
7/11/2008
7/14/2008
7/15/2008

888.6
896.45
928.35
942.85
927.2
911.55
880.55
862.05
820.3
810.35
820.45
796.25
788.6
765.05
760.55
757.55
778.2
769.4
750.3
730.95
741.2
743.25
765.3
797.45
820.65
786.95
753.6
732.95
720.7
703.15
698.2
697.55
652.15
630.2
589.1
621.05
571.9
603.6
605.15
594.35
621.7
627.9
591.6
578.9
529.15

0.009142
0.008834
0.035585
0.015619
-0.016599
-0.016879
-0.034008
-0.02101
-0.048431
-0.01213
0.012464
-0.029496
-0.009608
-0.029863
-0.005882
-0.003945
0.027259
-0.011308
-0.024825
-0.02579
0.014023
0.002766
0.029667
0.04201
0.029093
-0.041065
-0.042379
-0.027402
-0.016713
-0.024351
-0.00704
-0.000931
-0.065085
-0.033658
-0.065217
0.054235
-0.07914
0.055429
0.002568
-0.017847
0.046017
0.009973
-0.057812
-0.021467
-0.085939

4957.8
5011.75
5115.25
5157.7
5104.95
5117.65
5025.45
4946.55
4875.05
4859.8
4918.35
4835.3
4870.1
4739.6
4715.9
4585.6
4676.95
4627.8
4500.95
4449.8
4523.6
4539.35
4517.1
4572.5
4653
4582.4
4504.25
4347.55
4266.4
4191.1
4252.65
4315.85
4136.65
4040.55
3896.75
4093.35
3925.75
4016
4030
3988.55
4157.1
4162.2
4049
4039.7
3861.1

-0.010942
0.0108818
0.0206515
0.0082987
-0.010227
0.0024878
-0.018016
-0.0157
-0.014455
-0.003128
0.0120478
-0.016886
0.0071971
-0.026796
-0.005
-0.02763
0.0199211
-0.010509
-0.02741
-0.011364
0.016585
0.0034817
-0.004902
0.0122645
0.0176052
-0.015173
-0.017054
-0.034789
-0.018666
-0.01765
0.0146859
0.0148613
-0.041521
-0.023231
-0.035589
0.0504523
-0.040944
0.0229892
0.0034861
-0.010285
0.0422585
0.0012268
-0.027197
-0.002297
-0.044211

7/16/2008
7/17/2008
7/18/2008
7/21/2008
7/22/2008
7/23/2008
7/24/2008
7/25/2008
7/28/2008
7/29/2008
7/30/2008
7/31/2008
8/1/2008
8/4/2008
8/5/2008
8/6/2008
8/7/2008
8/8/2008
8/11/2008
8/12/2008
8/13/2008
8/14/2008
8/18/2008
8/19/2008
8/20/2008
8/21/2008
8/22/2008
8/25/2008
8/26/2008
8/27/2008
8/28/2008
8/29/2008
9/1/2008
9/2/2008
9/4/2008
9/5/2008
9/8/2008
9/9/2008
9/10/2008
9/11/2008
9/12/2008
9/15/2008
9/16/2008
9/17/2008
9/18/2008

519.75
551.85
617.45
642.95
661.7
738.7
730.2
656.75
663.4
607.7
636.1
637.3
642.4
640.45
694.1
706.65
707.95
731.6
771.15
740.65
710.7
673.45
665
677.7
678.8
643.7
644.55
657.15
666.55
649.95
632.55
671.9
665
714.05
716.65
686.75
720.45
712.1
701
686.6
652.8
627.5
591.65
560.05
577.15

-0.017764
0.06176
0.118873
0.041299
0.029162
0.116367
-0.011507
-0.100589
0.010126
-0.083961
0.046734
0.001886
0.008003
-0.003035
0.083769
0.018081
0.00184
0.033406
0.05406
-0.039551
-0.040437
-0.052413
-0.012547
0.019098
0.001623
-0.051709
0.00132
0.019549
0.014304
-0.024904
-0.026771
0.062209
-0.010269
0.073759
0.003641
-0.041722
0.049072
-0.01159
-0.015588
-0.020542
-0.049228
-0.038756
-0.057131
-0.05341
0.030533

3816.7
3947.2
4092.25
4159.5
4240.1
4476.8
4433.55
4311.85
4332.1
4189.85
4313.55
4332.95
4413.55
4395.35
4502.85
4517.55
4523.85
4529.5
4620.4
4552.25
4529.05
4430.7
4393.05
4368.25
4415.75
4283.85
4327.45
4335.35
4337.5
4292.1
4214
4360
4348.65
4504
4447.75
4352.3
4482.3
4468.7
4400.25
4290.3
4228.45
4072.9
4074.9
4008.25
4038.15

-0.011499
0.0341918
0.0367476
0.0164335
0.0193773
0.0558242
-0.009661
-0.02745
0.0046964
-0.032836
0.0295237
0.0044975
0.0186016
-0.004124
0.0244577
0.0032646
0.0013946
0.0012489
0.0200684
-0.01475
-0.005096
-0.021715
-0.008498
-0.005645
0.0108739
-0.02987
0.0101778
0.0018256
0.0004959
-0.010467
-0.018196
0.0346464
-0.002603
0.0357237
-0.012489
-0.02146
0.0298693
-0.003034
-0.015318
-0.024987
-0.014416
-0.036787
0.0004911
-0.016356
0.0074596

9/19/2008
9/22/2008
9/23/2008
9/24/2008
9/25/2008
9/26/2008
9/29/2008
9/30/2008
10/1/2008
10/3/2008
10/6/2008
10/7/2008
10/8/2008
10/10/2008
10/13/2008
10/14/2008
10/15/2008
10/16/2008
10/17/2008
10/20/2008
10/21/2008
10/22/2008
10/23/2008
10/24/2008
10/27/2008
10/28/2008
10/29/2008
10/31/2008
11/3/2008
11/4/2008
11/5/2008
11/6/2008
11/7/2008
11/10/2008
11/11/2008
11/12/2008
11/14/2008
11/17/2008
11/18/2008
11/19/2008
11/20/2008
11/21/2008
11/24/2008
11/25/2008
11/26/2008

627.5
635.75
599.15
600.1
596.2
560.4
493.3
535.55
550.9
504.35
490.05
485.05
453.75
363.65
425.15
449.55
414.15
416.15
391.25
411.35
431.05
396.7
365.8
308.5
316.1
335.5
345.35
398.75
430.7
457.8
450.85
433.4
432.3
471.85
434.35
397.3
395.9
386.45
360.2
348.25
319.5
334.05
322.55
321.1
350.85

0.087239
0.013147
-0.05757
0.001586
-0.006499
-0.060047
-0.119736
0.085648
0.028662
-0.084498
-0.028353
-0.010203
-0.064529
-0.198567
0.169119
0.057392
-0.078745
0.004829
-0.059834
0.051374
0.047891
-0.079689
-0.077893
-0.156643
0.024635
0.061373
0.029359
0.154626
0.080125
0.062921
-0.015181
-0.038705
-0.002538
0.091487
-0.079474
-0.0853
-0.003524
-0.02387
-0.067926
-0.033176
-0.082556
0.04554
-0.034426
-0.004495
0.09265

4245.25
4223.05
4126.9
4161.25
4110.55
3985.25
3850.05
3921.2
3950.75
3818.3
3602.35
3606.6
3513.65
3279.95
3490.7
3518.65
3338.4
3269.3
3074.35
3122.8
3234.9
3065.15
2943.15
2584
2524.2
2684.6
2697.05
2885.6
3043.85
3142.1
2994.95
2892.65
2973
3148.25
2938.65
2848.45
2810.35
2799.55
2683.15
2635
2553.15
2693.45
2708.25
2654
2752.25

0.0512859
-0.005229
-0.022768
0.0083234
-0.012184
-0.030483
-0.033925
0.0184803
0.007536
-0.033525
-0.056557
0.0011798
-0.025772
-0.066512
0.064254
0.008007
-0.051227
-0.020699
-0.059631
0.0157594
0.0358973
-0.052475
-0.039802
-0.122029
-0.023142
0.0635449
0.0046376
0.0699097
0.0548413
0.0322782
-0.046832
-0.034157
0.0277773
0.0589472
-0.066577
-0.030694
-0.013376
-0.003843
-0.041578
-0.017945
-0.031063
0.0549517
0.0054948
-0.020031
0.0370196

11/28/2008
12/1/2008
12/2/2008
12/3/2008
12/4/2008
12/5/2008
12/8/2008
12/10/2008
12/11/2008
12/12/2008
12/15/2008
12/16/2008
12/17/2008
12/18/2008
12/19/2008
12/22/2008
12/23/2008
12/24/2008
12/26/2008
12/29/2008
12/30/2008
12/31/2008
1/1/2009
1/2/2009
1/5/2009
1/6/2009
1/7/2009
1/9/2009
1/12/2009
1/13/2009
1/14/2009
1/15/2009
1/16/2009
1/19/2009
1/20/2009
1/21/2009
1/22/2009
1/23/2009
1/27/2009
1/28/2009
1/29/2009
1/30/2009
2/2/2009
2/3/2009
2/4/2009

351.65
325.55
323.4
334.8
364
358.4
370
400.05
406.1
411
418.7
421
431.8
472
472.8
445.7
426.85
440.95
417.35
445
458.6
448.1
464.15
471.25
499.9
523.45
467.85
456.6
438
425.45
441.1
408.65
423.75
412.6
396.3
369.35
378.05
363.85
381.1
408.05
410.1
416.25
385.1
392
389.7

0.00228
-0.074222
-0.006604
0.03525
0.087216
-0.015385
0.032366
0.081216
0.015123
0.012066
0.018735
0.005493
0.025653
0.093099
0.001695
-0.057318
-0.042293
0.033033
-0.053521
0.066251
0.030562
-0.022896
0.035818
0.015297
0.060796
0.047109
-0.106218
-0.024046
-0.040736
-0.028653
0.036785
-0.073566
0.036951
-0.026313
-0.039506
-0.068004
0.023555
-0.037561
0.04741
0.070716
0.005024
0.014996
-0.074835
0.017917
-0.005867

2755.1
2682.9
2657.8
2656.45
2788
2714.4
2784
2928.25
2920.15
2921.35
2981.2
3041.75
2954.35
3060.75
3077.5
3039.3
2968.65
2916.85
2857.25
2922.2
2979.5
2959.15
3033.45
3046.75
3121.45
3112.8
2920.4
2873
2773.1
2744.95
2835.3
2736.7
2828.45
2846.2
2796.6
2706.15
2713.8
2678.55
2771.35
2849.5
2823.95
2874.8
2766.65
2783.9
2803.05

0.0010355
-0.026206
-0.009356
-0.000508
0.049521
-0.026399
0.025641
0.0518139
-0.002766
0.0004109
0.0204871
0.0203106
-0.028733
0.0360147
0.0054725
-0.012413
-0.023245
-0.017449
-0.020433
0.0227316
0.0196085
-0.00683
0.0251086
0.0043844
0.0245179
-0.002771
-0.061809
-0.016231
-0.034772
-0.010151
0.032915
-0.034776
0.0335258
0.0062755
-0.017427
-0.032343
0.0028269
-0.012989
0.0346456
0.0281993
-0.008966
0.0180067
-0.03762
0.006235
0.0068788

2/5/2009
2/6/2009
2/9/2009
2/10/2009
2/11/2009
2/12/2009
2/13/2009
2/16/2009
2/17/2009
2/18/2009
2/19/2009
2/20/2009
2/24/2009
2/25/2009
2/26/2009
2/27/2009
3/2/2009
3/3/2009
3/4/2009
3/5/2009
3/6/2009
3/9/2009
3/12/2009
3/13/2009
3/16/2009
3/17/2009
3/18/2009
3/19/2009
3/20/2009
3/23/2009
3/24/2009
3/25/2009
3/26/2009
3/27/2009
3/30/2009
3/31/2009
4/1/2009
4/2/2009
4/6/2009
4/8/2009
4/9/2009
4/13/2009
4/15/2009
4/16/2009
4/17/2009

390.55
407.1
428.35
428.7
435.2
421.4
434.4
409
385.7
369.5
361.5
335.85
335.95
340.6
324.85
327.55
304.4
295.6
284.9
270.05
269.15
262.95
284.15
308.65
322.8
323.4
334.65
337.9
323.05
346.8
355.45
365.55
375.05
385.2
338.1
332.8
349.35
360.7
374.8
376.4
397.8
416.6
442.9
427.55
440.85

0.002181
0.042376
0.052198
0.000817
0.015162
-0.03171
0.03085
-0.058471
-0.056968
-0.042002
-0.021651
-0.070954
0.000298
0.013841
-0.046242
0.008312
-0.070676
-0.028909
-0.036198
-0.052124
-0.003333
-0.023035
0.080624
0.086222
0.045845
0.001859
0.034787
0.009712
-0.043948
0.073518
0.024942
0.028415
0.025988
0.027063
-0.122274
-0.015676
0.04973
0.032489
0.039091
0.004269
0.056854
0.04726
0.06313
-0.034658
0.031107

2780.05
2843.1
2919.9
2934.5
2925.7
2893.05
2948.35
2848.5
2770.5
2776.15
2789.35
2736.45
2733.9
2762.5
2785.65
2763.65
2674.6
2622.4
2645.2
2576.7
2620.15
2573.15
2617.45
2719.25
2777.25
2757.45
2794.7
2807.15
2807.05
2939.9
2938.7
2984.35
3082.25
3108.65
2978.15
3020.95
3060.35
3211.05
3256.6
3342.95
3342.05
3382.6
3484.15
3369.5
3384.4

-0.008205
0.0226794
0.0270128
0.0050002
-0.002999
-0.01116
0.0191148
-0.033866
-0.027383
0.0020393
0.0047548
-0.018965
-0.000932
0.0104612
0.0083801
-0.007898
-0.032222
-0.019517
0.0086943
-0.025896
0.0168627
-0.017938
0.0172163
0.0388928
0.0213294
-0.007129
0.0135089
0.0044549
-3.6E-005
0.0473273
-0.000408
0.0155341
0.0328045
0.0085652
-0.04198
0.0143713
0.0130423
0.0492427
0.0141854
0.0265154
-0.000269
0.0121333
0.0300213
-0.032906
0.004422

4/20/2009
4/21/2009
4/22/2009
4/23/2009
4/24/2009
4/27/2009
4/28/2009
4/29/2009
5/4/2009
5/5/2009
5/6/2009
5/7/2009
5/8/2009
5/11/2009
5/12/2009
5/13/2009
5/14/2009
5/15/2009
5/18/2009
5/19/2009
5/20/2009
5/21/2009
5/22/2009
5/25/2009
5/26/2009
5/27/2009
5/28/2009
5/29/2009
6/1/2009
6/2/2009
6/3/2009
6/4/2009
6/5/2009
6/8/2009
6/9/2009
6/10/2009
6/11/2009
6/12/2009
6/15/2009
6/16/2009
6/17/2009
6/18/2009
6/19/2009
6/22/2009
6/23/2009

426.65
398.75
400.05
424.4
434.1
467.55
439.2
479.2
529.9
569.1
539.6
549.3
520.75
523.35
558.1
551.15
536.25
574.7
707.1
756.15
708.9
673.05
702.65
704.65
666
710.25
730.3
740.15
722.55
732.3
719.45
733.5
754.75
724.65
737.85
747.7
761.3
742.45
734.75
734.4
722.45
703.25
714.05
731
697.2

-0.032211
-0.065393
0.00326
0.060867
0.022856
0.077056
-0.060635
0.091075
0.105801
0.073976
-0.051836
0.017976
-0.051975
0.004993
0.066399
-0.012453
-0.027034
0.071702
0.230381
0.069368
-0.062488
-0.050571
0.043979
0.002846
-0.05485
0.066441
0.028229
0.013488
-0.023779
0.013494
-0.017547
0.019529
0.028971
-0.039881
0.018216
0.01335
0.018189
-0.02476
-0.010371
-0.000476
-0.016272
-0.026576
0.015357
0.023738
-0.046238

3377.1
3365.3
3330.3
3423.7
3480.75
3470
3362.35
3473.95
3654
3661.9
3625.05
3683.9
3620.7
3554.6
3681.1
3635.25
3593.45
3671.65
4323.15
4318.45
4270.3
4210.9
4238.5
4237.55
4116.7
4276.05
4337.1
4448.95
4529.9
4525.25
4530.7
4572.65
4586.9
4429.9
4550.95
4655.25
4637.7
4583.4
4484
4517.8
4356.15
4251.4
4313.6
4235.25
4247

-0.002157
-0.003494
-0.0104
0.0280455
0.0166633
-0.003088
-0.031023
0.0331911
0.0518286
0.002162
-0.010063
0.0162343
-0.017156
-0.018256
0.0355877
-0.012456
-0.011499
0.0217618
0.1774407
-0.001087
-0.01115
-0.01391
0.0065544
-0.000224
-0.028519
0.0387082
0.0142772
0.0257891
0.0181953
-0.001027
0.0012044
0.0092591
0.0031164
-0.034228
0.0273257
0.0229183
-0.00377
-0.011708
-0.021687
0.0075379
-0.035781
-0.024046
0.0146305
-0.018163
0.0027743

6/24/2009
6/25/2009
6/26/2009
6/29/2009
6/30/2009
7/1/2009
7/2/2009
7/3/2009
7/6/2009
7/7/2009
7/8/2009
7/9/2009
7/10/2009
7/13/2009
7/14/2009
7/15/2009
7/16/2009
7/17/2009
7/20/2009
7/21/2009
7/22/2009
7/23/2009
7/24/2009
7/27/2009
7/28/2009
7/29/2009
7/30/2009
7/31/2009
8/3/2009
8/4/2009
8/5/2009
8/6/2009
8/7/2009
8/10/2009
8/11/2009
8/12/2009
8/13/2009
8/14/2009
8/17/2009
8/18/2009
8/19/2009
8/20/2009
8/21/2009
8/24/2009
8/25/2009

689.4
700
756.15
748.7
722.2
729.85
733.5
754.95
679.7
694.85
653.1
635.4
628.85
632.95
679.5
696.4
693.85
742.85
784.75
772.7
759.55
775.75
767.55
757.9
740.35
732.75
757.2
758.5
773.75
763.55
773.4
766.15
738.1
718.7
717.1
710.15
757.2
744.85
704.95
720.05
716.55
719.55
745.4
767.95
759.2

-0.011188
0.015376
0.080214
-0.009853
-0.035395
0.010593
0.005001
0.029243
-0.099675
0.022289
-0.060085
-0.027102
-0.010308
0.00652
0.073545
0.024871
-0.003662
0.07062
0.056404
-0.015355
-0.017018
0.021328
-0.01057
-0.012572
-0.023156
-0.010265
0.033367
0.001717
0.020105
-0.013183
0.0129
-0.009374
-0.036612
-0.026284
-0.002226
-0.009692
0.066254
-0.01631
-0.053568
0.02142
-0.004861
0.004187
0.035925
0.030252
-0.011394

4292.95
4241.85
4375.5
4390.95
4291.1
4340.9
4348.85
4424.25
4165.7
4202.15
4078.9
4080.95
4003.9
3974.05
4111.4
4233.5
4231.4
4374.95
4502.25
4469.1
4398.9
4523.75
4568.55
4572.3
4564.1
4513.5
4571.45
4636.45
4711.4
4680.5
4694.15
4585.5
4481.4
4437.65
4471.35
4457.5
4605
4580.05
4387.9
4458.9
4394.1
4453.45
4528.8
4642.8
4659.35

0.0108194
-0.011903
0.0315075
0.003531
-0.02274
0.0116054
0.0018314
0.0173379
-0.058439
0.00875
-0.02933
0.0005026
-0.01888
-0.007455
0.0345617
0.0296979
-0.000496
0.0339249
0.0290975
-0.007363
-0.015708
0.0283821
0.0099033
0.0008208
-0.001793
-0.011087
0.0128393
0.0142187
0.0161654
-0.006559
0.0029164
-0.023146
-0.022702
-0.009763
0.0075941
-0.003097
0.0330903
-0.005418
-0.041954
0.0161809
-0.014533
0.0135067
0.0169195
0.0251722
0.0035647

8/26/2009
8/27/2009
8/28/2009
8/31/2009
9/1/2009
9/2/2009
9/3/2009
9/4/2009
9/7/2009
9/8/2009
9/9/2009
9/10/2009
9/11/2009
9/14/2009
9/15/2009
9/16/2009
9/17/2009
9/18/2009
9/22/2009
9/23/2009
9/24/2009
9/25/2009
9/29/2009
9/30/2009
10/1/2009
10/5/2009
10/6/2009
10/7/2009
10/8/2009
10/9/2009
10/12/2009
10/14/2009
10/15/2009
10/16/2009
10/17/2009
10/20/2009
10/21/2009
10/22/2009
10/23/2009
10/26/2009
10/27/2009
10/28/2009
10/29/2009
10/30/2009
11/3/2009

761.9
750.55
763.6
751.15
744.8
736.1
735.95
743.9
788.85
789.95
792.9
816.6
835.15
824.6
844.4
864.5
872.3
841.2
852.5
845.2
860.45
839
866.35
907.6
926.6
912.4
938.2
918.4
922.95
901.8
920.2
921
935.95
959.1
948.15
944.45
929.1
891.4
903.7
890.85
834.45
809.45
771.75
790.8
786.3

0.003556
-0.014897
0.017387
-0.016304
-0.008454
-0.011681
-0.000204
0.010802
0.060425
0.001394
0.003734
0.02989
0.022716
-0.012632
0.024012
0.023804
0.009023
-0.035653
0.013433
-0.008563
0.018043
-0.024929
0.032598
0.047614
0.020934
-0.015325
0.028277
-0.021104
0.004954
-0.022916
0.020404
0.000869
0.016232
0.024734
-0.011417
-0.003902
-0.016253
-0.040577
0.013799
-0.014219
-0.06331
-0.02996
-0.046575
0.024684
-0.00569

4680.85
4688.2
4732.35
4662.1
4625.35
4608.35
4593.55
4680.4
4782.9
4805.25
4814.25
4819.4
4829.55
4808.6
4892.1
4958.4
4965.55
4976.05
5020.2
4969.95
4986.55
4958.95
5006.85
5083.95
5083.4
5003.2
5027.4
4985.75
5002.25
4945.2
5054.25
5118.2
5108.85
5142.15
5141.8
5114.45
5063.6
4988.6
4997.05
4970.9
4846.7
4826.15
4750.55
4711.7
4563.9

0.0046144
0.0015702
0.0094173
-0.014845
-0.007883
-0.003675
-0.003212
0.0189069
0.0218998
0.0046729
0.001873
0.0010697
0.0021061
-0.004338
0.0173647
0.0135525
0.001442
0.0021146
0.0088725
-0.01001
0.0033401
-0.005535
0.0096593
0.0153989
-0.000108
-0.015777
0.0048369
-0.008285
0.0033094
-0.011405
0.0220517
0.0126527
-0.001827
0.0065181
-6.8E-005
-0.005319
-0.009942
-0.014812
0.0016939
-0.005233
-0.024985
-0.00424
-0.015665
-0.008178
-0.031369

11/4/2009
11/5/2009
11/6/2009
11/9/2009
11/10/2009
11/11/2009
11/12/2009
11/13/2009
11/16/2009
11/17/2009
11/18/2009
11/19/2009
11/20/2009
11/23/2009
11/24/2009
11/25/2009
11/26/2009
11/27/2009
11/30/2009
12/1/2009
12/2/2009
12/3/2009
12/4/2009
12/7/2009
12/8/2009
12/9/2009
12/10/2009
12/11/2009
12/14/2009
12/15/2009
12/16/2009
12/17/2009
12/18/2009
12/21/2009
12/22/2009
12/23/2009
12/24/2009
12/29/2009
12/30/2009
12/31/2009
1/4/2010
1/5/2010
1/6/2010
1/7/2010
1/8/2010

827.75
844.65
848.55
888.5
896.55
924.5
892.6
908.95
919.3
920.55
905.5
886.45
897
917.25
909.35
901.85
865.5
850.9
867.85
887.2
893.55
884.25
871.45
860.7
872.45
855.3
875.95
864.5
850.7
825.65
822.6
825.8
809.35
810.9
825.7
862.6
864.9
880.2
879.8
877
879.7
888.05
894.85
886.4
873.95

0.052715
0.020417
0.004617
0.04708
0.00906
0.031175
-0.034505
0.018317
0.011387
0.00136
-0.016349
-0.021038
0.011901
0.022575
-0.008613
-0.008248
-0.040306
-0.016869
0.01992
0.022296
0.007157
-0.010408
-0.014476
-0.012336
0.013652
-0.019657
0.024144
-0.013072
-0.015963
-0.029446
-0.003694
0.00389
-0.01992
0.001915
0.018251
0.044689
0.002666
0.01769
-0.000454
-0.003183
0.003079
0.009492
0.007657
-0.009443
-0.014046

4710.8
4765.55
4796.15
4898.4
4881.7
5003.95
4952.65
4998.95
5058.05
5062.25
5054.7
4989
5052.45
5103.55
5090.55
5108.15
5005.55
4941.75
5032.7
5122
5123.25
5131.7
5108.9
5066.7
5147.95
5112
5134.65
5117.3
5105.7
5033.05
5042.05
5041.75
4987.7
4952.6
4985.85
5144.6
5178.4
5187.95
5169.45
5201.05
5232.2
5277.9
5281.8
5263.1
5244.75

0.0321874
0.0116222
0.0064211
0.0213192
-0.003409
0.0250425
-0.010252
0.0093485
0.0118225
0.0008304
-0.001491
-0.012998
0.012718
0.0101139
-0.002547
0.0034574
-0.020086
-0.012746
0.0184044
0.017744
0.000244
0.0016493
-0.004443
-0.00826
0.0160361
-0.006983
0.0044308
-0.003379
-0.002267
-0.014229
0.0017882
-5.9E-005
-0.01072
-0.007037
0.0067136
0.0318401
0.00657
0.0018442
-0.003566
0.0061128
0.0059892
0.0087344
0.0007389
-0.00354
-0.003487

1/11/2010
1/12/2010
1/13/2010
1/14/2010
1/15/2010
1/18/2010
1/19/2010
1/20/2010
1/21/2010
1/22/2010
1/25/2010
1/27/2010
1/28/2010
1/29/2010
2/1/2010
2/2/2010
2/3/2010
2/4/2010
2/5/2010
2/6/2010
2/8/2010
2/9/2010
2/10/2010
2/11/2010
2/15/2010
2/16/2010
2/17/2010
2/18/2010
2/19/2010
2/22/2010
2/23/2010
2/24/2010
2/25/2010
2/26/2010
3/2/2010
3/3/2010
3/4/2010
3/5/2010
3/8/2010
3/9/2010
3/10/2010
3/11/2010
3/12/2010
3/15/2010
3/16/2010

869.4
842.75
840.65
835.3
842.45
863.35
865.5
877.95
852.7
840.7
830.8
787.3
788.05
830.35
835.8
819
839.45
828.8
798.15
801.3
805.35
812.4
799.8
826.05
817.35
832.45
840.95
840.05
833.55
831.6
847.75
841.15
851.6
872.15
897.15
908.35
898.4
901.75
923.75
925.15
917.8
930.85
936.65
923.75
930.5

-0.005206
-0.030653
-0.002492
-0.006364
0.00856
0.024809
0.00249
0.014385
-0.02876
-0.014073
-0.011776
-0.052359
0.000953
0.053677
0.006563
-0.020101
0.024969
-0.012687
-0.036981
0.003947
0.005054
0.008754
-0.01551
0.032821
-0.010532
0.018474
0.010211
-0.00107
-0.007738
-0.002339
0.01942
-0.007785
0.012423
0.024131
0.028665
0.012484
-0.010954
0.003729
0.024397
0.001516
-0.007945
0.014219
0.006231
-0.013772
0.007307

5249.4
5210.4
5233.95
5259.9
5252.2
5274.85
5225.65
5221.7
5094.15
5036
5007.9
4853.1
4867.25
4882.05
4899.7
4830.1
4931.85
4845.35
4718.65
4757.25
4760.4
4792.65
4757.2
4826.85
4801.95
4855.75
4914
4887.75
4844.9
4856.4
4870.05
4858.6
4859.75
4922.3
5017
5088.1
5080.25
5088.7
5124
5101.5
5116.25
5133.4
5137
5128.9
5198.1

0.0008866
-0.007429
0.0045198
0.004958
-0.001464
0.0043125
-0.009327
-0.000756
-0.024427
-0.011415
-0.00558
-0.030911
0.0029157
0.0030407
0.0036153
-0.014205
0.0210658
-0.017539
-0.026149
0.0081803
0.0006621
0.0067746
-0.007397
0.014641
-0.005159
0.0112038
0.0119961
-0.005342
-0.008767
0.0023736
0.0028107
-0.002351
0.0002367
0.012871
0.019239
0.0141718
-0.001543
0.0016633
0.0069369
-0.004391
0.0028913
0.0033521
0.0007013
-0.001577
0.0134922

3/17/2010
3/18/2010
3/19/2010
3/22/2010
3/23/2010
3/25/2010
3/26/2010
3/29/2010
3/30/2010
3/31/2010
4/1/2010
4/5/2010
4/6/2010
4/7/2010
4/8/2010
4/9/2010
4/12/2010
4/13/2010
4/15/2010
4/16/2010
4/19/2010
4/20/2010
4/21/2010
4/22/2010
4/23/2010
4/26/2010
4/27/2010
4/28/2010
4/29/2010
4/30/2010
5/3/2010
5/4/2010
5/5/2010
5/6/2010
5/7/2010
5/10/2010
5/11/2010
5/12/2010
5/13/2010
5/14/2010
5/17/2010
5/18/2010
5/19/2010
5/20/2010
5/21/2010

948.55
963.65
956.55
935.25
925.5
933.85
947.5
952.6
959.8
952.5
952.65
985.35
997.8
987.35
961.1
978.3
964.65
942.2
918
922.45
919.8
933
951.9
943.85
977.7
960.15
946.95
919.45
947.05
951.95
936.9
915.2
903.65
902.85
876.6
922.1
916.6
914.75
927
911.05
901.1
889.2
824.45
831.65
834.8

0.019398
0.015919
-0.007368
-0.022268
-0.010425
0.009022
0.014617
0.005383
0.007558
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0.034325
0.012635
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0.017896
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0.004847
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0.014351
0.020257
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0.035864
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0.030018
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0.051905
-0.005965
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0.013392
-0.017206
-0.010921
-0.013206
-0.072818
0.008733
0.003788

5231.9
5245.9
5262.8
5205.2
5225.3
5260.4
5282
5302.85
5262.45
5249.1
5290.5
5368.4
5366
5374.65
5304.45
5361.75
5339.7
5322.95
5273.6
5262.6
5203.65
5230.1
5244.9
5269.35
5304.1
5322.45
5308.35
5215.45
5254.15
5278
5222.75
5148.5
5124.9
5090.85
5018.05
5193.6
5136.15
5156.65
5178.9
5093.5
5059.9
5066.2
4919.65
4947.6
4931.15

0.0065024
0.0026759
0.0032216
-0.010945
0.0038615
0.0067173
0.0041062
0.0039474
-0.007619
-0.002537
0.0078871
0.0147245
-0.000447
0.001612
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0.0108023
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0.005083
0.0028298
0.0046617
0.0065947
0.0034596
-0.002649
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0.0074203
0.0045393
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0.0349837
-0.011062
0.0039913
0.0043148
-0.01649
-0.006597
0.0012451
-0.028927
0.0056813
-0.003325

5/24/2010
5/25/2010
5/26/2010
5/27/2010
5/28/2010
5/31/2010
6/1/2010
6/2/2010
6/3/2010
6/4/2010
6/7/2010
6/8/2010
6/9/2010
6/10/2010
6/11/2010
6/14/2010
6/15/2010
6/16/2010
6/17/2010
6/18/2010
6/21/2010
6/22/2010
6/23/2010
6/24/2010
6/25/2010
6/28/2010
6/29/2010
6/30/2010
7/1/2010
7/2/2010
7/5/2010
7/6/2010
7/7/2010
7/8/2010
7/9/2010
7/12/2010
7/13/2010
7/14/2010
7/15/2010
7/16/2010
7/19/2010
7/20/2010
7/21/2010
7/22/2010
7/23/2010

832.1
809.35
847.75
856.8
864.75
868.3
837.95
842.3
854.1
865.85
841.95
817.5
824.55
841.05
846
853.65
860.1
876.75
883.85
869.3
899.8
891.6
900.4
885.7
856.55
870.15
848.3
861.7
841.45
840.05
840.6
858.8
846.2
862.3
875.9
893.45
899.45
891.25
881.85
902.4
900.05
886.85
902.6
908.7
912.85

-0.003234
-0.02734
0.047445
0.010675
0.009279
0.004105
-0.034953
0.005191
0.014009
0.013757
-0.027603
-0.02904
0.008624
0.020011
0.005886
0.009043
0.007556
0.019358
0.008098
-0.016462
0.035086
-0.009113
0.00987
-0.016326
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0.015878
-0.025111
0.015796
-0.0235
-0.001664
0.000655
0.021651
-0.014672
0.019026
0.015772
0.020037
0.006716
-0.009117
-0.010547
0.023303
-0.002604
-0.014666
0.017759
0.006758
0.004567

4943.95
4806.75
4917.4
5003.1
5066.55
5086.3
4970.2
5019.85
5110.5
5135.5
5034
4987.1
5000.3
5078.6
5119.35
5197.7
5222.35
5233.35
5274.85
5262.6
5353.3
5316.55
5323.15
5320.6
5269.05
5333.5
5256.15
5312.5
5251.4
5237.1
5235.9
5289.05
5241.1
5296.85
5352.45
5383
5400.65
5386.15
5378.75
5393.9
5386.45
5368
5399.35
5441.95
5449.1

0.0025957
-0.027751
0.0230197
0.0174279
0.0126821
0.0038981
-0.022826
0.0099895
0.0180583
0.0048919
-0.019764
-0.009317
0.0026468
0.0156591
0.0080239
0.0153047
0.0047425
0.0021063
0.0079299
-0.002322
0.0172348
-0.006865
0.0012414
-0.000479
-0.009689
0.0122318
-0.014503
0.0107208
-0.011501
-0.002723
-0.000229
0.0101511
-0.009066
0.0106371
0.0104968
0.0057077
0.0032788
-0.002685
-0.001374
0.0028166
-0.001381
-0.003425
0.0058402
0.0078898
0.0013139

7/26/2010
7/27/2010
7/28/2010
7/29/2010
7/30/2010
8/2/2010
8/3/2010
8/4/2010
8/5/2010
8/6/2010
8/9/2010
8/10/2010
8/11/2010
8/12/2010
8/13/2010
8/16/2010
8/17/2010
8/18/2010
8/19/2010
8/20/2010
8/23/2010
8/24/2010
8/25/2010
8/26/2010
8/27/2010
8/30/2010
8/31/2010
9/1/2010
9/2/2010
9/3/2010
9/6/2010
9/7/2010
9/8/2010
9/9/2010
9/13/2010
9/14/2010
9/15/2010
9/16/2010
9/17/2010
9/20/2010
9/21/2010
9/22/2010
9/23/2010
9/24/2010
9/27/2010

916.7
924.2
908.85
928.7
904.9
939.55
962
969.25
955.4
949.8
980.1
988.9
971.85
963.3
976.4
957.1
958.9
967.9
1013
994
1011.5
1001.7
984.3
983.55
957.45
967.9
977.7
995
1003.9
1001
1039.45
1038.6
1027.6
1050.2
1098
1100.15
1103.9
1103.55
1114.2
1127.75
1127.15
1126.1
1100.25
1114.1
1115.1

0.004218
0.008182
-0.016609
0.021841
-0.025627
0.038292
0.023894
0.007536
-0.014289
-0.005861
0.031901
0.008979
-0.017241
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0.013599
-0.019766
0.001881
0.009386
0.046596
-0.018756
0.017606
-0.009689
-0.01737
-0.000762
-0.026537
0.010914
0.010125
0.017695
0.008945
-0.002889
0.038412
-0.000818
-0.010591
0.021993
0.045515
0.001958
0.003409
-0.000317
0.009651
0.012161
-0.000532
-0.000932
-0.022955
0.012588
0.000898

5418.6
5430.6
5397.55
5408.9
5367.6
5431.65
5439.55
5467.85
5447.1
5439.25
5486.15
5460.7
5420.6
5416.45
5452.1
5418.3
5414.15
5479.15
5540.2
5530.65
5543.5
5505.1
5462.35
5477.9
5408.7
5415.45
5402.4
5471.85
5486.15
5479.4
5576.95
5604
5607.85
5640.05
5760
5795.55
5860.95
5828.7
5884.95
5980.45
6009.05
5991
5959.55
6018.3
6035.65

-0.005597
0.0022146
-0.006086
0.0021028
-0.007636
0.0119327
0.0014544
0.0052026
-0.003795
-0.001441
0.0086225
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0.0065818
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0.0120056
0.0111422
-0.001724
0.0023234
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0.0028468
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0.001248
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0.0128554
0.0026134
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0.017803
0.0048503
0.000687
0.005742
0.0212675
0.0061719
0.0112845
-0.005503
0.0096505
0.0162278
0.0047822
-0.003004
-0.00525
0.0098581
0.0028829

9/28/2010
9/29/2010
9/30/2010
10/1/2010
10/4/2010
10/5/2010
10/6/2010
10/7/2010
10/8/2010
10/11/2010
10/12/2010
10/13/2010
10/14/2010
10/15/2010
10/18/2010
10/19/2010
10/20/2010
10/21/2010
10/22/2010
10/25/2010
10/26/2010
10/27/2010
10/28/2010
10/29/2010
11/1/2010
11/2/2010
11/3/2010
11/4/2010
11/5/2010
11/8/2010
11/9/2010
11/10/2010
11/11/2010
11/12/2010
11/15/2010
11/16/2010
11/18/2010
11/19/2010
11/22/2010
11/23/2010
11/24/2010
11/25/2010
11/26/2010
11/29/2010
11/30/2010

1110.7
1101.95
1112.95
1135.2
1156.15
1147.7
1149.15
1137.6
1126.2
1132.6
1138.7
1158.7
1139.7
1124.65
1116.15
1119.55
1113.9
1129.6
1131.85
1142.1
1131.15
1106.75
1089.05
1163
1232
1231.35
1238.65
1266.05
1273.35
1255.3
1269.15
1255.2
1237.1
1200.45
1223.2
1202.3
1164.4
1148.7
1180.05
1156.95
1125.1
1116.25
1124.15
1154.3
1142.1

-0.003946
-0.007878
0.009982
0.019992
0.018455
-0.007309
0.001263
-0.010051
-0.010021
0.005683
0.005386
0.017564
-0.016398
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-0.007558
0.003046
-0.005047
0.014095
0.001992
0.009056
-0.009588
-0.021571
-0.015993
0.067903
0.059329
-0.000528
0.005928
0.022121
0.005766
-0.014175
0.011033
-0.010992
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-0.029626
0.018951
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-0.031523
-0.013483
0.027292
-0.019575
-0.027529
-0.007866
0.007077
0.02682
-0.010569

6029.5
5991.3
6029.95
6143.4
6159.45
6145.8
6186.45
6120.3
6103.45
6135.85
6090.9
6233.9
6177.35
6062.65
6075.95
6027.3
5982.1
6101.5
6066.05
6105.8
6082
6012.65
5987.7
6017.7
6117.55
6119
6160.5
6281.8
6312.45
6273.2
6301.55
6275.7
6194.25
6071.65
6121.6
5988.7
5998.8
5890.3
6010
5934.75
5865.75
5799.75
5751.95
5830
5862.7

-0.001019
-0.006336
0.006451
0.0188144
0.0026126
-0.002216
0.0066143
-0.010693
-0.002753
0.0053085
-0.007326
0.0234776
-0.009071
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0.0021938
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0.0199595
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0.0065529
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0.0050103
0.0165927
0.000237
0.0067822
0.01969
0.0048792
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0.0045192
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0.0082268
-0.02171
0.0016865
-0.018087
0.0203215
-0.012521
-0.011626
-0.011252
-0.008242
0.0135693
0.0056089

12/1/2010
12/2/2010
12/3/2010
12/6/2010
12/7/2010
12/8/2010
12/9/2010
12/10/2010
12/13/2010
12/14/2010
12/15/2010
12/16/2010
12/20/2010
12/21/2010
12/22/2010
12/23/2010
12/24/2010
12/27/2010
12/28/2010
12/29/2010
12/30/2010
12/31/2010
1/3/2011
1/4/2011
1/5/2011
1/6/2011
1/7/2011
1/10/2011
1/11/2011
1/12/2011
1/13/2011
1/14/2011
1/17/2011
1/18/2011
1/19/2011
1/20/2011
1/21/2011
1/24/2011
1/25/2011
1/27/2011
1/28/2011
1/31/2011
2/1/2011
2/2/2011
2/3/2011

1167.45
1191.15
1181.45
1151.2
1110.5
1104.4
1058.3
1117.1
1120.4
1119.5
1078.7
1105.75
1100.05
1138.35
1131.75
1129.65
1118.15
1125.55
1111.85
1129.45
1136.85
1145.1
1144.85
1104.05
1069.35
1053.45
1049.2
1014
1022.95
1069.45
1026
1009.2
1001.15
1011.45
1023.25
1050.55
1065.55
1083.9
1037.9
1014.35
1018.45
1021.6
994.8
1011.4
1027

0.022196
0.020301
-0.008143
-0.025604
-0.035354
-0.005493
-0.041742
0.055561
0.002954
-0.000803
-0.036445
0.025076
-0.005155
0.034817
-0.005798
-0.001856
-0.01018
0.006618
-0.012172
0.015829
0.006552
0.007257
-0.000218
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0.008826
0.045457
-0.040628
-0.016374
-0.007977
0.010288
0.011666
0.02668
0.014278
0.017221
-0.042439
-0.02269
0.004042
0.003093
-0.026233
0.016687
0.015424

5960.9
6011.7
5992.8
5992.25
5976.55
5903.7
5766.5
5857.35
5907.65
5944.1
5892.3
5948.75
5947.05
6000.65
5984.4
5980
6011.6
5998.1
5996
6060.35
6101.85
6134.5
6157.6
6146.35
6079.8
6048.25
5904.6
5762.85
5754.1
5863.25
5751.9
5654.55
5654.75
5724.05
5691.05
5711.6
5696.5
5743.25
5687.4
5604.3
5512.15
5505.9
5417.2
5432
5526.75

0.01675
0.0085222
-0.003144
-9.2E-005
-0.00262
-0.012189
-0.02324
0.0157548
0.0085875
0.00617
-0.008715
0.0095803
-0.000286
0.0090129
-0.002708
-0.000735
0.0052843
-0.002246
-0.00035
0.0107322
0.0068478
0.0053508
0.0037656
-0.001827
-0.010828
-0.005189
-0.023751
-0.024007
-0.001518
0.0189691
-0.018991
-0.016925
3.54E-005
0.0122552
-0.005765
0.0036109
-0.002644
0.0082068
-0.009724
-0.014611
-0.016443
-0.001134
-0.01611
0.002732
0.0174429

2/4/2011
2/7/2011
2/8/2011
2/9/2011
2/10/2011
2/11/2011
2/14/2011
2/15/2011
2/16/2011
2/17/2011
2/18/2011
2/21/2011
2/22/2011
2/23/2011
2/24/2011
2/25/2011
2/28/2011
3/1/2011
3/3/2011
3/4/2011
3/7/2011
3/8/2011
3/9/2011
3/10/2011
3/11/2011
3/14/2011
3/15/2011
3/16/2011
3/17/2011
3/18/2011
3/21/2011
3/22/2011
3/23/2011
3/24/2011
3/25/2011
3/28/2011
3/29/2011
3/30/2011
3/31/2011
4/1/2011
4/4/2011
4/5/2011
4/6/2011
4/7/2011
4/8/2011

996
978.75
951.55
957.05
959.85
1000.55
1034.25
1054.2
1050.6
1057
1026.2
1037.65
1027.1
1006.1
951.35
986.25
970.85
1026.2
1019.55
1016.35
1010.15
1020.6
1035.25
1014.55
1006.9
1019.1
996.6
1027.45
1011.85
1002.55
1003.6
1004.15
1040.9
1053.1
1091.1
1100.8
1099.5
1109.1
1116.2
1102.9
1119.2
1111.25
1100.5
1104
1098.3

-0.030185
-0.017319
-0.027791
0.00578
0.002926
0.042402
0.033681
0.019289
-0.003415
0.006092
-0.029139
0.011158
-0.010167
-0.020446
-0.054418
0.036685
-0.015615
0.057012
-0.00648
-0.003139
-0.0061
0.010345
0.014354
-0.019995
-0.00754
0.012116
-0.022078
0.030955
-0.015183
-0.009191
0.001047
0.000548
0.036598
0.011721
0.036084
0.00889
-0.001181
0.008731
0.006402
-0.011915
0.014779
-0.007103
-0.009674
0.00318
-0.005163

5395.75
5396
5312.55
5253.55
5225.8
5310
5456
5481
5481.7
5546.45
5458.95
5518.6
5469.2
5437.35
5262.7
5303.55
5333.25
5522.3
5536.2
5538.75
5463.15
5520.8
5531
5494.4
5445.45
5531.5
5449.65
5511.15
5446.65
5373.7
5364.75
5413.85
5480.25
5522.4
5654.25
5687.25
5736.35
5787.65
5833.75
5826.05
5908.45
5910.05
5891.75
5885.7
5842

-0.023703
4.63E-005
-0.015465
-0.011106
-0.005282
0.0161124
0.0274953
0.0045821
0.0001277
0.011812
-0.015776
0.010927
-0.008952
-0.005824
-0.03212
0.0077622
0.0056
0.0354474
0.0025171
0.0004606
-0.013649
0.0105525
0.0018476
-0.006617
-0.008909
0.0158022
-0.014797
0.0112851
-0.011704
-0.013394
-0.001666
0.0091523
0.0122648
0.0076913
0.0238755
0.0058363
0.0086333
0.008943
0.0079652
-0.00132
0.0141434
0.0002708
-0.003096
-0.001027
-0.007425

4/11/2011
4/13/2011
4/15/2011
4/18/2011
4/19/2011
4/20/2011
4/21/2011
4/25/2011
4/26/2011
4/27/2011
4/28/2011
4/29/2011
5/2/2011
5/3/2011
5/4/2011
5/5/2011
5/6/2011
5/9/2011
5/10/2011
5/11/2011
5/12/2011
5/13/2011
5/16/2011
5/17/2011
5/18/2011
5/19/2011
5/20/2011
5/23/2011
5/24/2011
5/25/2011
5/26/2011
5/27/2011
5/30/2011
5/31/2011
6/1/2011
6/2/2011
6/3/2011
6/6/2011
6/7/2011
6/8/2011
6/9/2011
6/10/2011
6/13/2011
6/14/2011
6/15/2011

1100.6
1126.85
1101.7
1084.1
1090.05
1112.35
1118.5
1112.65
1121.45
1106.85
1117.5
1114.45
1098.3
1067.8
1057.65
1030
1083.8
1083
1076.2
1076.7
1052.15
1073.05
1057.75
1039.75
1032.25
1030.1
1043.2
1006.9
1018.8
1008.75
1026.25
1068.15
1077.7
1086.1
1084.7
1062.9
1047.4
1058.05
1056.15
1049.05
1048
1035.9
1039.6
1055.55
1031.15

0.002094
0.023851
-0.022319
-0.015975
0.005488
0.020458
0.005529
-0.00523
0.007909
-0.013019
0.009622
-0.002729
-0.014491
-0.02777
-0.009506
-0.026143
0.052233
-0.000738
-0.006279
0.000465
-0.022801
0.019864
-0.014258
-0.017017
-0.007213
-0.002083
0.012717
-0.034797
0.011818
-0.009865
0.017348
0.040828
0.008941
0.007794
-0.001289
-0.020098
-0.014583
0.010168
-0.001796
-0.006723
-0.001001
-0.011546
0.003572
0.015342
-0.023116

5785.7
5911.5
5824.55
5729.1
5740.75
5851.65
5884.7
5874.5
5868.4
5833.9
5785.45
5749.5
5701.3
5565.25
5537.15
5459.85
5551.45
5551.1
5541.25
5565.05
5486.15
5544.75
5499
5438.95
5420.6
5428.1
5486.35
5386.55
5394.85
5348.95
5412.35
5476.1
5473.1
5560.15
5592
5550.35
5516.75
5532.05
5556.15
5526.85
5521.05
5485.8
5482.8
5500.5
5447.5

-0.009637
0.0217433
-0.014709
-0.016388
0.0020335
0.019318
0.005648
-0.001733
-0.001038
-0.005879
-0.008305
-0.006214
-0.008383
-0.023863
-0.005049
-0.01396
0.016777
-6.3E-005
-0.001774
0.0042951
-0.014178
0.0106814
-0.008251
-0.01092
-0.003374
0.0013836
0.0107312
-0.018191
0.0015409
-0.008508
0.0118528
0.0117786
-0.000548
0.0159051
0.0057283
-0.007448
-0.006054
0.0027734
0.0043564
-0.005273
-0.001049
-0.006385
-0.000547
0.0032283
-0.009635

6/16/2011
6/17/2011
6/20/2011
6/21/2011
6/22/2011
6/23/2011
6/24/2011
6/27/2011
6/28/2011
6/29/2011
6/30/2011
7/1/2011
7/4/2011
7/5/2011
7/6/2011
7/7/2011
7/8/2011
7/11/2011
7/12/2011
7/13/2011
7/14/2011
7/15/2011
7/18/2011
7/19/2011
7/20/2011
7/21/2011
7/22/2011
7/25/2011
7/26/2011
7/27/2011
7/28/2011
7/29/2011
8/1/2011
8/2/2011
8/3/2011
8/4/2011
8/5/2011
8/8/2011
8/9/2011
8/10/2011
8/11/2011
8/12/2011
8/16/2011
8/17/2011
8/18/2011

1028.5
1032.2
1024.85
1014
1018.9
1030.2
1064.1
1079.4
1083.3
1087.25
1094.65
1094.85
1099.75
1097.3
1075.45
1089.85
1060.2
1054
1046.65
1054
1069.05
1060.65
1047.6
1061.8
1045.35
1041
1068.05
1074.85
1039.55
1024.9
1017.45
1036.75
1045.35
1021.7
1001.95
993.15
966.5
950.9
940.15
963.7
942.55
939.95
935.6
909.8
863.8

-0.00257
0.003597
-0.007121
-0.010587
0.004832
0.01109
0.032906
0.014378
0.003613
0.003646
0.006806
0.000183
0.004475
-0.002228
-0.019913
0.01339
-0.027206
-0.005848
-0.006973
0.007022
0.014279
-0.007857
-0.012304
0.013555
-0.015493
-0.004161
0.025985
0.006367
-0.032842
-0.014093
-0.007269
0.018969
0.008295
-0.022624
-0.019331
-0.008783
-0.026834
-0.016141
-0.011305
0.025049
-0.021947
-0.002758
-0.004628
-0.027576
-0.050561

5396.75
5366.4
5257.9
5275.85
5278.3
5320
5471.25
5526.6
5545.3
5600.45
5647.4
5627.2
5650.5
5632.1
5625.45
5728.95
5660.65
5616.1
5526.15
5585.45
5599.8
5581.1
5567.05
5613.55
5567.05
5541.6
5633.95
5680.3
5574.85
5546.8
5487.75
5482
5516.8
5456.55
5404.8
5331.8
5211.25
5118.5
5072.85
5161
5138.3
5072.95
5035.8
5056.6
4944.15

-0.009316
-0.005624
-0.020218
0.0034139
0.0004644
0.0079003
0.0284305
0.0101165
0.0033836
0.0099454
0.0083833
-0.003577
0.0041406
-0.003256
-0.001181
0.0183985
-0.011922
-0.00787
-0.016016
0.0107308
0.0025692
-0.003339
-0.002517
0.0083527
-0.008284
-0.004572
0.0166649
0.0082269
-0.018564
-0.005032
-0.010646
-0.001048
0.006348
-0.010921
-0.009484
-0.013507
-0.02261
-0.017798
-0.008919
0.0173768
-0.004398
-0.012718
-0.007323
0.0041304
-0.022238

8/19/2011
8/22/2011
8/23/2011
8/24/2011
8/25/2011
8/26/2011
8/29/2011
8/30/2011
9/2/2011
9/5/2011
9/6/2011
9/7/2011
9/8/2011
9/9/2011
9/12/2011
9/13/2011
9/14/2011
9/15/2011
9/16/2011
9/19/2011
9/20/2011
9/21/2011
9/22/2011
9/23/2011
9/26/2011
9/27/2011
9/28/2011
9/29/2011
9/30/2011
10/3/2011
10/4/2011
10/5/2011
10/7/2011
10/10/2011
10/11/2011
10/12/2011
10/13/2011
10/14/2011
10/17/2011
10/18/2011
10/19/2011
10/20/2011
10/21/2011
10/24/2011
10/25/2011

832.15
851
852.15
842.2
833.85
820.25
858.05
873.25
887.15
883.2
889.25
897.35
918.95
896.8
862.35
852.4
864.05
876.2
883.9
859.5
882.35
901.2
862.35
843.75
858.05
886.05
868.75
890.7
875.4
839.1
800.95
779.25
824.45
842.65
832.5
859.7
879.85
890.4
898.85
876.5
904.15
878.05
870.55
868.45
878.4

-0.03664
0.022652
0.001351
-0.011676
-0.009915
-0.01631
0.046084
0.017715
0.015918
-0.004452
0.00685
0.009109
0.024071
-0.024104
-0.038414
-0.011538
0.013667
0.014062
0.008788
-0.027605
0.026585
0.021363
-0.043109
-0.021569
0.016948
0.032632
-0.019525
0.025266
-0.017178
-0.041467
-0.045465
-0.027093
0.058004
0.022075
-0.012045
0.032673
0.023438
0.011991
0.00949
-0.024865
0.031546
-0.028867
-0.008542
-0.002412
0.011457

4845.65
4898.8
4948.9
4888.9
4839.6
4747.8
4919.6
5001
5040
5017.2
5064.3
5124.65
5153.25
5059.45
4946.8
4940.95
5012.55
5075.7
5084.25
5031.95
5140.2
5133.25
4923.65
4867.75
4835.4
4971.25
4945.9
5015.45
4943.25
4849.5
4772.15
4751.3
4888.05
4979.6
4974.35
5099.4
5077.85
5132.3
5118.25
5037.5
5139.15
5091.9
5049.95
5098.35
5191.6

-0.019923
0.0109686
0.010227
-0.012124
-0.010084
-0.018969
0.0361852
0.0165461
0.0077984
-0.004524
0.0093877
0.0119168
0.0055809
-0.018202
-0.022265
-0.001183
0.0144911
0.0125984
0.0016845
-0.010287
0.0215125
-0.001352
-0.040832
-0.011353
-0.006646
0.0280949
-0.005099
0.0140622
-0.014396
-0.018965
-0.01595
-0.004369
0.0287816
0.0187294
-0.001054
0.025139
-0.004226
0.010723
-0.002738
-0.015777
0.0201787
-0.009194
-0.008239
0.0095843
0.0182902

10/26/2011
10/28/2011
10/31/2011
11/1/2011
11/2/2011
11/3/2011
11/4/2011
11/8/2011
11/9/2011
11/11/2011
11/14/2011
11/15/2011
11/16/2011
11/17/2011
11/18/2011
11/21/2011
11/22/2011
11/23/2011
11/24/2011
11/25/2011
11/28/2011
11/29/2011
11/30/2011
12/1/2011
12/2/2011
12/5/2011
12/7/2011
12/8/2011
12/9/2011
12/12/2011
12/13/2011
12/14/2011
12/15/2011
12/16/2011
12/19/2011
12/20/2011
12/21/2011
12/22/2011
12/23/2011
12/26/2011
12/27/2011
12/28/2011
12/29/2011
12/30/2011
1/2/2012

871.7
933.35
931.15
895
885
878.05
884.3
881.3
862.15
821
821
789.85
788.85
778.2
770.1
731.6
745.45
726.7
730.1
718.2
749.85
733.95
712.45
762.15
787.7
779.55
767.85
744.3
731.15
707.1
706.45
704.4
698.6
676
657.2
653.4
702.35
728.15
721.75
729.6
726.1
697.35
685.95
684.65
696.55

-0.007628
0.070724
-0.002357
-0.038823
-0.011173
-0.007853
0.007118
-0.003393
-0.021729
-0.04773
0
-0.037942
-0.001266
-0.013501
-0.010409
-0.049994
0.018931
-0.025153
0.004679
-0.016299
0.044069
-0.021204
-0.029294
0.069759
0.033524
-0.010347
-0.015009
-0.03067
-0.017668
-0.032893
-0.000919
-0.002902
-0.008234
-0.03235
-0.027811
-0.005782
0.074916
0.036734
-0.008789
0.010876
-0.004797
-0.039595
-0.016348
-0.001895
0.017381

5201.8
5360.7
5326.6
5257.95
5258.45
5265.75
5284.2
5289.35
5221.05
5168.85
5148.35
5068.5
5030.45
4934.75
4905.8
4778.35
4812.35
4706.45
4756.45
4710.05
4851.3
4805.1
4832.05
4936.85
5050.15
5039.15
5062.6
4943.65
4866.7
4764.6
4800.6
4763.25
4746.35
4651.6
4613.1
4544.2
4693.15
4733.85
4714
4779
4750.5
4705.8
4646.25
4624.3
4636.75

0.0019647
0.0305471
-0.006361
-0.012888
9.51E-005
0.0013882
0.0035038
0.0009746
-0.012913
-0.009998
-0.003966
-0.01551
-0.007507
-0.019024
-0.005867
-0.025979
0.0071154
-0.022006
0.0106237
-0.009755
0.0299891
-0.009523
0.0056086
0.0216885
0.0229499
-0.002178
0.0046536
-0.023496
-0.015565
-0.020979
0.0075557
-0.00778
-0.003548
-0.019963
-0.008277
-0.014936
0.032778
0.0086722
-0.004193
0.0137887
-0.005964
-0.00941
-0.012655
-0.004724
0.0026923

1/3/2012
1/4/2012
1/5/2012
1/6/2012
1/7/2012
1/9/2012
1/10/2012
1/11/2012
1/12/2012
1/13/2012
1/16/2012
1/17/2012
1/18/2012
1/19/2012
1/20/2012
1/23/2012
1/24/2012
1/25/2012
1/27/2012
1/30/2012
1/31/2012
2/1/2012
2/2/2012
2/3/2012
2/6/2012
2/7/2012
2/8/2012
2/9/2012
2/10/2012
2/13/2012
2/14/2012
2/15/2012
2/16/2012
2/17/2012
2/21/2012
2/22/2012
2/23/2012
2/24/2012
2/27/2012
2/28/2012
2/29/2012
3/1/2012
3/2/2012
3/3/2012
3/5/2012

725.8
743.1
748.1
751.7
745.2
747.8
774.5
780.15
781.4
789.45
791.6
785.55
769.65
797.2
842.45
856.75
888.05
880.05
887.95
852.2
902.15
889.9
902.35
916.3
928.05
937.75
920.45
939.8
930.45
934.65
943.7
981.15
968.8
981.6
991.3
957.7
943.95
931.65
887.45
910.8
906.3
883.5
902.7
904.9
870.35

0.041993
0.023836
0.006729
0.004812
-0.008647
0.003489
0.035705
0.007295
0.001602
0.010302
0.002723
-0.007643
-0.020241
0.035795
0.056761
0.016974
0.036533
-0.009009
0.008977
-0.040261
0.058613
-0.013579
0.01399
0.01546
0.012823
0.010452
-0.018448
0.021022
-0.009949
0.004514
0.009683
0.039684
-0.012587
0.013212
0.009882
-0.033895
-0.014357
-0.01303
-0.047443
0.026311
-0.004941
-0.025157
0.021732
0.002437
-0.038181

4765.3
4749.65
4749.95
4754.1
4746.9
4742.8
4849.55
4860.95
4831.25
4866
4873.9
4967.3
4955.8
5018.4
5048.6
5046.25
5127.35
5158.3
5204.7
5087.3
5199.25
5235.7
5269.9
5325.85
5361.65
5335.15
5368.15
5412.35
5381.6
5390.2
5416.05
5531.95
5521.95
5564.3
5607.15
5505.35
5483.3
5429.3
5281.2
5375.5
5385.2
5339.75
5359.35
5359.4
5280.35

0.0277242
-0.003284
6.32E-005
0.0008737
-0.001514
-0.000864
0.0225078
0.0023507
-0.00611
0.0071928
0.0016235
0.0191633
-0.002315
0.0126317
0.0060179
-0.000465
0.0160713
0.0060363
0.0089952
-0.022557
0.0220058
0.0070106
0.0065321
0.0106169
0.0067219
-0.004943
0.0061854
0.0082337
-0.005681
0.001598
0.0047957
0.0213994
-0.001808
0.0076694
0.0077009
-0.018155
-0.004005
-0.009848
-0.027278
0.0178558
0.0018045
-0.00844
0.0036706
9.33E-006
-0.01475

3/6/2012
3/7/2012
3/9/2012
3/12/2012
3/13/2012
3/14/2012
3/15/2012
3/16/2012
3/19/2012
3/20/2012
3/21/2012
3/22/2012
3/23/2012
3/26/2012
3/27/2012
3/28/2012
3/29/2012
3/30/2012
4/2/2012
4/3/2012
4/4/2012
4/9/2012
4/10/2012
4/11/2012
4/12/2012
4/13/2012
4/16/2012
4/17/2012
4/18/2012
4/19/2012
4/20/2012
4/23/2012
4/24/2012
4/25/2012
4/26/2012
4/27/2012
4/28/2012
4/30/2012
5/2/2012
5/3/2012
5/4/2012
5/7/2012
5/8/2012
5/9/2012
5/10/2012

853.25
860.15
914.2
928.95
929.85
953.9
930.2
917.7
907.9
908.6
934.05
899.65
910.55
872.5
877.9
859.35
855.75
890.2
890.45
908.2
890.25
867.05
863.8
864.7
879.35
865
873.6
885.45
881.25
877.85
861.05
843.9
847.8
838.4
841.45
860.85
868.75
882.35
882.05
857.55
833.35
848.25
830.15
821.95
814.15

-0.019647
0.008087
0.062838
0.016134
0.000969
0.025864
-0.024845
-0.013438
-0.010679
0.000771
0.02801
-0.036829
0.012116
-0.041788
0.006189
-0.02113
-0.004189
0.040257
0.000281
0.019934
-0.019764
-0.02606
-0.003748
0.001042
0.016942
-0.016319
0.009942
0.013565
-0.004743
-0.003858
-0.019138
-0.019918
0.004621
-0.011088
0.003638
0.023055
0.009177
0.015655
-0.00034
-0.027776
-0.02822
0.01788
-0.021338
-0.009878
-0.00949

5222.4
5220.45
5333.55
5359.55
5429.5
5463.9
5380.5
5317.9
5257.05
5274.85
5364.95
5228.45
5278.2
5184.25
5243.15
5194.75
5178.85
5295.55
5317.9
5358.5
5322.9
5234.4
5243.6
5226.85
5276.85
5207.45
5226.2
5289.7
5300
5332.4
5290.85
5200.6
5222.65
5202
5189
5190.6
5209
5248.15
5239.15
5188.4
5086.85
5114.15
4999.95
4974.8
4965.7

-0.010975
-0.000373
0.0216648
0.0048748
0.0130515
0.0063358
-0.015264
-0.011635
-0.011442
0.0033859
0.0170811
-0.025443
0.0095152
-0.0178
0.0113613
-0.009231
-0.003061
0.022534
0.0042205
0.0076346
-0.006644
-0.016626
0.0017576
-0.003194
0.009566
-0.013152
0.0036006
0.0121503
0.0019472
0.0061132
-0.007792
-0.017058
0.0042399
-0.003954
-0.002499
0.0003083
0.0035449
0.0075158
-0.001715
-0.009687
-0.019573
0.0053668
-0.02233
-0.00503
-0.001829

5/11/2012
5/14/2012
5/15/2012
5/16/2012
5/17/2012
5/18/2012
5/21/2012
5/22/2012
5/23/2012
5/24/2012
5/25/2012
5/28/2012
5/29/2012
5/30/2012
5/31/2012
6/1/2012
6/4/2012
6/5/2012
6/6/2012
6/7/2012
6/8/2012
6/11/2012
6/12/2012
6/13/2012
6/14/2012
6/15/2012
6/18/2012
6/19/2012
6/20/2012
6/21/2012
6/22/2012
6/25/2012
6/26/2012
6/27/2012
6/28/2012
6/29/2012
7/2/2012
7/3/2012
7/4/2012
7/5/2012
7/6/2012
7/9/2012
7/10/2012
7/11/2012
7/12/2012

813.2
800.7
816.85
794.4
787.45
805.2
811.1
800.8
793.3
820.6
814.6
834.4
838.7
817.25
799.75
781.7
788.85
792.05
808.4
830.05
829.15
826.75
839.05
849.35
818.85
845.7
816.55
826.8
833
849.65
851.7
846.9
844.1
852.5
856.95
899.5
894.4
901.6
902.8
920.85
935.1
930
942.9
936.55
927.85

-0.001167
-0.015371
0.02017
-0.027484
-0.008749
0.022541
0.007327
-0.012699
-0.009366
0.034413
-0.007312
0.024306
0.005153
-0.025575
-0.021413
-0.02257
0.009147
0.004057
0.020643
0.026781
-0.001084
-0.002895
0.014878
0.012276
-0.03591
0.03279
-0.034468
0.012553
0.007499
0.019988
0.002413
-0.005636
-0.003306
0.009951
0.00522
0.049653
-0.00567
0.00805
0.001331
0.019993
0.015475
-0.005454
0.013871
-0.006735
-0.009289

4928.9
4907.8
4942.8
4858.25
4870.2
4891.45
4906.05
4860.5
4835.65
4921.4
4920.4
4985.65
4990.1
4950.75
4924.25
4841.6
4848.15
4863.3
4997.1
5049.65
5068.35
5054.1
5115.9
5121.45
5054.75
5139.05
5064.25
5103.85
5120.55
5165
5146.05
5114.65
5120.8
5141.9
5149.15
5278.9
5278.6
5287.95
5302.55
5327.3
5316.95
5275.15
5345.35
5306.3
5235.25

-0.007411
-0.004281
0.0071315
-0.017106
0.0024597
0.0043633
0.0029848
-0.009284
-0.005113
0.0177329
-0.000203
0.0132611
0.0008926
-0.007886
-0.005353
-0.016784
0.0013529
0.0031249
0.0275122
0.0105161
0.0037032
-0.002812
0.0122277
0.0010849
-0.013024
0.0166774
-0.014555
0.0078195
0.003272
0.0086807
-0.003669
-0.006102
0.0012024
0.0041204
0.00141
0.0251983
-5.7E-005
0.0017713
0.002761
0.0046676
-0.001943
-0.007862
0.0133077
-0.007305
-0.01339

7/13/2012
7/16/2012
7/17/2012
7/18/2012
7/19/2012
7/20/2012
7/23/2012
7/24/2012
7/25/2012
7/26/2012
7/27/2012
7/30/2012
7/31/2012
8/1/2012
8/2/2012
8/3/2012
8/6/2012
8/7/2012
8/8/2012
8/9/2012
8/10/2012
8/13/2012
8/14/2012
8/16/2012
8/17/2012
8/21/2012
8/22/2012
8/23/2012
8/24/2012
8/27/2012
8/28/2012
8/29/2012
8/30/2012
8/31/2012
9/3/2012
9/4/2012
9/5/2012
9/6/2012
9/7/2012
9/8/2012
9/10/2012
9/11/2012
9/12/2012
9/13/2012
9/14/2012

926.05
920.1
922.9
939.2
950.85
935.15
913
916.35
917.95
906.75
928.25
964.5
961.4
959.6
958.9
939.95
954
974.3
958.25
952.65
954.75
948.95
969.8
956.4
962.15
975.2
973.85
973.85
954.35
935.25
922.35
916.4
919.95
902.15
902.8
912.65
879.65
896.45
937.85
941
934.3
945.8
949.1
959.45
1008

-0.00194
-0.006425
0.003043
0.017662
0.012404
-0.016512
-0.023686
0.003669
0.001746
-0.012201
0.023711
0.039052
-0.003214
-0.001872
-0.000729
-0.019762
0.014948
0.021279
-0.016473
-0.005844
0.002204
-0.006075
0.021972
-0.013817
0.006012
0.013563
-0.001384
0
-0.020024
-0.020014
-0.013793
-0.006451
0.003874
-0.019349
0.000721
0.010911
-0.036158
0.019099
0.046182
0.003359
-0.00712
0.012309
0.003489
0.010905
0.050602

5227.25
5197.25
5192.85
5216.3
5242.7
5205.1
5117.95
5128.2
5109.6
5043
5099.85
5199.8
5229
5240.5
5227.75
5215.7
5282.55
5336.7
5338
5322.95
5320.4
5347.9
5380.35
5362.95
5366.3
5421
5412.85
5415.35
5386.7
5350.25
5334.6
5287.8
5315.05
5258.5
5253.75
5274
5225.7
5238.4
5342.1
5358.7
5363.45
5390
5431
5435.35
5577.65

-0.001528
-0.005739
-0.000847
0.0045158
0.0050611
-0.007172
-0.016743
0.0020028
-0.003627
-0.013034
0.0112731
0.0195986
0.0056156
0.0021993
-0.002433
-0.002305
0.0128171
0.0102507
0.0002436
-0.002819
-0.000479
0.0051688
0.0060678
-0.003234
0.0006247
0.0101932
-0.001503
0.0004619
-0.005291
-0.006767
-0.002925
-0.008773
0.0051534
-0.01064
-0.000903
0.0038544
-0.009158
0.0024303
0.0197961
0.0031074
0.0008864
0.0049502
0.0076067
0.000801
0.0261805

9/17/2012
9/18/2012
9/20/2012
9/21/2012
9/24/2012
9/25/2012
9/26/2012
9/27/2012
9/28/2012
10/1/2012
10/3/2012
10/4/2012
10/5/2012
10/8/2012
10/9/2012
10/10/2012
10/11/2012
10/12/2012
10/15/2012
10/16/2012
10/17/2012
10/18/2012
10/19/2012
10/22/2012
10/23/2012
10/25/2012
10/26/2012
10/29/2012
10/30/2012
10/31/2012
11/1/2012
11/2/2012
11/5/2012
11/6/2012
11/7/2012
11/8/2012
11/9/2012
11/12/2012
11/13/2012
11/15/2012
11/16/2012
11/19/2012
11/20/2012
11/21/2012
11/22/2012

1060.65
1049.05
1022.55
1065.5
1070.95
1066.9
1065.5
1055.35
1058.8
1050.65
1053
1083.4
1066.7
1052.2
1064.15
1054.2
1057.95
1044.75
1053.4
1043.25
1049.55
1064.95
1057.3
1075.6
1079.45
1087.15
1078.35
1068.45
1045.15
1050.2
1057.35
1079.65
1077.65
1080.7
1092.95
1076
1059.2
1058.4
1059.75
1054.65
1027.3
1021.15
1024.1
1044.45
1032.6

0.052232
-0.010937
-0.025261
0.042003
0.005115
-0.003782
-0.001312
-0.009526
0.003269
-0.007697
0.002237
0.02887
-0.015414
-0.013593
0.011357
-0.00935
0.003557
-0.012477
0.008279
-0.009635
0.006039
0.014673
-0.007183
0.017308
0.003579
0.007133
-0.008095
-0.009181
-0.021807
0.004832
0.006808
0.02109
-0.001852
0.00283
0.011335
-0.015508
-0.015613
-0.000755
0.001276
-0.004812
-0.025933
-0.005987
0.002889
0.019871
-0.011346

5610
5600.05
5554.25
5691.15
5669.6
5673.9
5663.45
5649.5
5703.3
5718.8
5731.25
5787.6
5746.95
5676
5704.6
5652.15
5708.05
5676.05
5687.25
5648
5660.25
5718.7
5684.25
5717.15
5691.4
5705.3
5664.3
5665.6
5597.9
5619.7
5645.05
5697.7
5704.2
5724.4
5760.1
5738.75
5686.25
5683.7
5666.95
5631
5574.05
5571.4
5571.55
5614.8
5627.75

0.0057999
-0.001774
-0.008178
0.0246478
-0.003787
0.0007584
-0.001842
-0.002463
0.009523
0.0027177
0.002177
0.0098321
-0.007024
-0.012346
0.0050388
-0.009194
0.00989
-0.005606
0.0019732
-0.006901
0.0021689
0.0103264
-0.006024
0.0057879
-0.004504
0.0024423
-0.007186
0.0002295
-0.011949
0.0038943
0.0045109
0.0093268
0.0011408
0.0035413
0.0062365
-0.003707
-0.009148
-0.000448
-0.002947
-0.006344
-0.010114
-0.000475
2.69E-005
0.0077627
0.0023064

11/23/2012
11/26/2012
11/27/2012
11/29/2012
11/30/2012
12/3/2012
12/4/2012
12/5/2012
12/6/2012
12/7/2012
12/10/2012
12/11/2012
12/12/2012
12/13/2012
12/14/2012
12/17/2012
12/18/2012
12/19/2012
12/20/2012
12/21/2012
12/24/2012
12/26/2012
12/27/2012
12/28/2012
12/31/2012
1/1/2013
1/2/2013
1/3/2013
1/4/2013
1/7/2013
1/8/2013
1/9/2013
1/10/2013
1/11/2013
1/14/2013
1/15/2013
1/16/2013
1/17/2013
1/18/2013
1/21/2013
1/22/2013
1/23/2013
1/24/2013
1/25/2013
1/28/2013

1025.1
1018.3
1034.1
1081.75
1099.85
1102.3
1119.35
1119.8
1135.7
1131.7
1121.45
1122.65
1113.2
1121.25
1136.05
1144.1
1148.95
1138.75
1139.65
1123.9
1121.5
1148.65
1136.45
1141.55
1138.25
1158.45
1174
1172.05
1182.4
1182.15
1179.55
1180.45
1179.5
1163.55
1185.15
1204.35
1179.85
1162.5
1176.2
1177.55
1170.15
1181
1164.5
1172.95
1190.25

-0.007263
-0.006633
0.015516
0.046079
0.016732
0.002228
0.015468
0.000402
0.014199
-0.003522
-0.009057
0.00107
-0.008418
0.007231
0.0132
0.007086
0.004239
-0.008878
0.00079
-0.01382
-0.002135
0.024209
-0.010621
0.004488
-0.002891
0.017747
0.013423
-0.001661
0.008831
-0.000211
-0.002199
0.000763
-0.000805
-0.013523
0.018564
0.0162
-0.020343
-0.014705
0.011785
0.001148
-0.006284
0.009272
-0.013971
0.007256
0.014749

5626.6
5635.9
5727.45
5825
5879.85
5870.95
5889.25
5900.5
5930.9
5907.4
5908.9
5898.8
5888
5851.5
5879.6
5857.9
5896.8
5929.6
5916.4
5847.7
5855.75
5905.6
5870.1
5908.35
5905.1
5950.85
5993.25
6009.5
6016.15
5988.4
6001.7
5971.5
5968.65
5951.3
6024.05
6056.6
6001.85
6039.2
6064.4
6082.3
6048.5
6054.3
6019.35
6074.65
6074.8

-0.000204
0.0016529
0.0162441
0.017032
0.0094163
-0.001514
0.003117
0.0019103
0.0051521
-0.003962
0.0002539
-0.001709
-0.001831
-0.006199
0.0048022
-0.003691
0.0066406
0.0055623
-0.002226
-0.011612
0.0013766
0.008513
-0.006011
0.0065161
-0.00055
0.0077475
0.007125
0.0027114
0.0011066
-0.004613
0.002221
-0.005032
-0.000477
-0.002907
0.0122242
0.0054033
-0.00904
0.0062231
0.0041727
0.0029517
-0.005557
0.0009589
-0.005773
0.009187
2.47E-005

1/29/2013
1/30/2013
1/31/2013
2/1/2013
2/4/2013
2/5/2013
2/6/2013
2/7/2013
2/8/2013
2/11/2013
2/12/2013
2/13/2013
2/14/2013
2/15/2013
2/18/2013
2/19/2013
2/20/2013
2/21/2013
2/22/2013
2/25/2013
2/26/2013
2/27/2013
2/28/2013
3/1/2013
3/4/2013
3/5/2013
3/6/2013
3/7/2013
3/8/2013
3/11/2013
3/12/2013
3/13/2013
3/14/2013
3/15/2013
3/18/2013
3/19/2013
3/20/2013
3/21/2013
3/22/2013
3/25/2013
3/26/2013
3/28/2013
4/1/2013
4/2/2013
4/3/2013

1201.2
1212.7
1191.15
1171.15
1181.75
1166.05
1155.25
1144.85
1130.15
1122.7
1128.85
1142.6
1126.2
1121.85
1122
1131.4
1121.55
1079.6
1092.55
1093.9
1064
1083.15
1040.4
1056.35
1058.65
1093.6
1108.35
1117.15
1139.3
1131.95
1123.1
1085.7
1110.65
1067.5
1051.4
1032.6
1001.55
1035.35
1028.35
1012.6
1020.9
1045.2
1051.55
1046.9
1031.4

0.0092
0.009574
-0.01777
-0.01679
0.009051
-0.013285
-0.009262
-0.009002
-0.01284
-0.006592
0.005478
0.012181
-0.014353
-0.003863
0.000134
0.008378
-0.008706
-0.037404
0.011995
0.001236
-0.027333
0.017998
-0.039468
0.015331
0.002177
0.033014
0.013488
0.00794
0.019827
-0.006451
-0.007818
-0.033301
0.022981
-0.038851
-0.015082
-0.017881
-0.03007
0.033748
-0.006761
-0.015316
0.008197
0.023803
0.006075
-0.004422
-0.014806

6049.9
6055.75
6034.75
5998.9
5987.25
5956.9
5959.2
5938.8
5903.5
5897.85
5922.5
5932.95
5896.95
5887.4
5898.2
5939.7
5943.05
5852.25
5850.3
5854.75
5761.35
5796.9
5693.05
5719.7
5698.5
5784.25
5818.6
5863.3
5945.7
5942.35
5914.1
5851.2
5908.95
5872.6
5835.25
5745.95
5694.4
5658.75
5651.35
5633.85
5641.6
5682.55
5704.4
5748.1
5672.9

-0.004099
0.000967
-0.003468
-0.005941
-0.001942
-0.005069
0.0003861
-0.003423
-0.005944
-0.000957
0.0041795
0.0017645
-0.006068
-0.001619
0.0018344
0.007036
0.000564
-0.015278
-0.000333
0.0007606
-0.015953
0.0061704
-0.017915
0.0046811
-0.003706
0.0150478
0.0059385
0.0076823
0.0140535
-0.000563
-0.004754
-0.010636
0.0098698
-0.006152
-0.00636
-0.015304
-0.008972
-0.006261
-0.001308
-0.003097
0.0013756
0.0072586
0.0038451
0.0076608
-0.013083

4/4/2013
4/5/2013
4/8/2013
4/9/2013
4/10/2013
4/11/2013
4/12/2013
4/15/2013
4/16/2013
4/17/2013
4/18/2013
4/22/2013
4/23/2013
4/25/2013
4/26/2013
4/29/2013
4/30/2013
5/2/2013
5/3/2013
5/6/2013
5/7/2013
5/8/2013
5/9/2013
5/10/2013
5/11/2013
5/13/2013
5/14/2013
5/15/2013
5/16/2013
5/17/2013
5/20/2013
5/21/2013
5/22/2013
5/23/2013
5/24/2013
5/27/2013
5/28/2013
5/29/2013
5/30/2013
5/31/2013
6/3/2013
6/4/2013
6/5/2013
6/6/2013
6/7/2013

1008.8
998.15
989.1
990.05
1004.3
1040.2
1045.35
1047.1
1078.9
1097.65
1122.65
1148.45
1161.3
1177.35
1144.5
1153.2
1163.65
1171.7
1129.95
1142.65
1163.95
1157.95
1152.65
1165.35
1167.95
1148.8
1147.45
1191.25
1207.5
1230.45
1209.8
1211
1210.1
1172.3
1204.15
1219.4
1231.95
1214.9
1202.8
1154.45
1145.15
1138.2
1134.4
1154.6
1141.7

-0.021912
-0.010557
-0.009067
0.00096
0.014393
0.035746
0.004951
0.001674
0.03037
0.017379
0.022776
0.022981
0.011189
0.013821
-0.027902
0.007602
0.009062
0.006918
-0.035632
0.011239
0.018641
-0.005155
-0.004577
0.011018
0.002231
-0.016396
-0.001175
0.038172
0.013641
0.019006
-0.016782
0.000992
-0.000743
-0.031237
0.027169
0.012665
0.010292
-0.01384
-0.00996
-0.040198
-0.008056
-0.006069
-0.003339
0.017807
-0.011173

5574.75
5553.25
5542.95
5495.1
5558.7
5594
5528.55
5568.4
5688.95
5688.7
5783.1
5834.4
5836.9
5916.3
5871.45
5904.1
5930.2
5999.35
5944
5971.05
6043.55
6069.3
6050.15
6094.75
6107.25
5980.45
5995.4
6146.75
6169.9
6187.3
6156.9
6114.1
6094.5
5967.05
5983.55
6083.15
6111.25
6104.3
6124.05
5985.95
5939.3
5919.45
5923.85
5921.4
5881

-0.017302
-0.003857
-0.001855
-0.008633
0.0115739
0.0063504
-0.0117
0.007208
0.0216489
-4.4E-005
0.0165943
0.0088707
0.0004285
0.0136031
-0.007581
0.0055608
0.0044207
0.0116607
-0.009226
0.0045508
0.0121419
0.0042607
-0.003155
0.0073717
0.0020509
-0.020762
0.0024998
0.0252444
0.0037662
0.0028201
-0.004913
-0.006952
-0.003206
-0.020912
0.0027652
0.0166456
0.0046193
-0.001137
0.0032354
-0.02255
-0.007793
-0.003342
0.0007433
-0.000414
-0.006823

6/10/2013
6/11/2013
6/12/2013
6/13/2013
6/14/2013
6/17/2013
6/18/2013
6/19/2013
6/20/2013
6/21/2013
6/24/2013
6/25/2013
6/26/2013
6/27/2013
6/28/2013
7/1/2013
7/2/2013
7/3/2013
7/4/2013
7/5/2013
7/8/2013
7/9/2013
7/10/2013
7/11/2013
7/12/2013
7/15/2013
7/16/2013
7/17/2013
7/18/2013
7/19/2013
7/22/2013
7/23/2013
7/24/2013
7/25/2013
7/26/2013
7/29/2013
7/30/2013
7/31/2013
8/1/2013
8/2/2013
8/5/2013
8/6/2013
8/7/2013
8/8/2013
8/12/2013

1117.8
1076.5
1081.25
1068.85
1102.15
1101.45
1090.95
1086.7
1046.15
1044.85
1049.15
1032.85
1026.15
1030.55
1070.75
1067.9
1079.1
1064
1063.7
1051.55
1027.95
1034.35
1038.55
1057.95
1060.4
1061.05
1003.45
980.25
984.45
959.3
974.45
989.65
951.8
934.85
931.55
928.6
926.05
909.05
914.2
887.1
902.45
866.35
868.25
875.05
867.05

-0.020934
-0.036948
0.004412
-0.011468
0.031155
-0.000635
-0.009533
-0.003896
-0.037315
-0.001243
0.004115
-0.015536
-0.006487
0.004288
0.039008
-0.002662
0.010488
-0.013993
-0.000282
-0.011422
-0.022443
0.006226
0.004061
0.01868
0.002316
0.000613
-0.054286
-0.02312
0.004285
-0.025547
0.015793
0.015599
-0.038246
-0.017808
-0.00353
-0.003167
-0.002746
-0.018358
0.005665
-0.029643
0.017304
-0.040002
0.002193
0.007832
-0.009142

5878
5788.8
5760.2
5699.1
5808.4
5850.05
5813.6
5822.25
5655.9
5667.65
5590.25
5609.1
5588.7
5682.35
5842.2
5898.85
5857.55
5770.9
5836.95
5867.9
5811.55
5859
5816.7
5935.1
6009
6030.8
5955.25
5973.3
6038.05
6029.2
6031.8
6077.8
5990.5
5907.5
5886.2
5831.65
5755.05
5742
5727.85
5677.9
5685.4
5542.25
5519.1
5565.65
5612.4

-0.00051
-0.015175
-0.004941
-0.010607
0.0191785
0.0071706
-0.006231
0.0014879
-0.028571
0.0020775
-0.013656
0.0033719
-0.003637
0.016757
0.028131
0.0096967
-0.007001
-0.014793
0.0114454
0.0053024
-0.009603
0.0081648
-0.00722
0.0203552
0.0124513
0.0036279
-0.012527
0.0030309
0.0108399
-0.001466
0.0004312
0.0076262
-0.014364
-0.013855
-0.003606
-0.009267
-0.013135
-0.002268
-0.002464
-0.008721
0.0013209
-0.025179
-0.004177
0.0084343
0.0083997

8/13/2013
8/14/2013
8/16/2013
8/19/2013
8/20/2013
8/21/2013
8/22/2013
8/23/2013
8/26/2013
8/27/2013
8/28/2013
8/29/2013
8/30/2013
9/2/2013
9/3/2013
9/4/2013
9/5/2013
9/6/2013
9/10/2013
9/11/2013
9/12/2013
9/13/2013
9/16/2013
9/17/2013
9/18/2013
9/19/2013
9/20/2013
9/23/2013
9/24/2013
9/25/2013
9/26/2013
9/27/2013
9/30/2013
10/1/2013
10/3/2013
10/4/2013
10/7/2013
10/8/2013
10/9/2013
10/10/2013
10/11/2013
10/14/2013
10/15/2013
10/17/2013
10/18/2013

892.55
905.95
858.6
815.35
830.4
829.55
831.1
853.05
830.45
802.6
796.35
807.2
803.75
826.6
783.55
817.75
893.7
958.4
969.6
969.75
951.2
941.95
969.95
962.45
973.1
1036.25
987.25
943.3
944.85
935.2
946.1
923.3
883.65
910.75
937.85
930.6
916.2
937.1
950.4
948.05
997.05
997.15
974.55
964.9
1008.85

0.02941
0.015013
-0.052266
-0.050373
0.018458
-0.001024
0.001868
0.026411
-0.026493
-0.033536
-0.007787
0.013625
-0.004274
0.028429
-0.052081
0.043648
0.092877
0.072396
0.011686
0.000155
-0.019129
-0.009725
0.029726
-0.007732
0.011066
0.064896
-0.047286
-0.044518
0.001643
-0.010213
0.011655
-0.024099
-0.042944
0.030668
0.029756
-0.00773
-0.015474
0.022812
0.014193
-0.002473
0.051685
0.0001
-0.022665
-0.009902
0.045549

5699.3
5742.3
5507.85
5414.75
5401.45
5302.55
5408.45
5471.75
5476.5
5287.45
5285
5409.05
5471.8
5550.75
5341.45
5448.1
5592.95
5680.4
5896.75
5913.15
5850.7
5850.6
5840.55
5850.2
5899.45
6115.55
6012.1
5889.75
5892.45
5873.85
5882.25
5833.2
5735.3
5780.05
5909.7
5907.3
5906.15
5928.4
6007.45
6020.95
6096.2
6112.7
6089.05
6045.85
6189.35

0.0154836
0.0075448
-0.040829
-0.016903
-0.002456
-0.01831
0.0199715
0.0117039
0.0008681
-0.03452
-0.000463
0.0234721
0.0116009
0.0144285
-0.037707
0.0199665
0.0265873
0.0156358
0.0380871
0.0027812
-0.010561
-1.7E-005
-0.001718
0.0016522
0.0084185
0.0366305
-0.016916
-0.020351
0.0004584
-0.003157
0.0014301
-0.008339
-0.016783
0.0078026
0.0224306
-0.000406
-0.000195
0.0037673
0.0133341
0.0022472
0.012498
0.0027066
-0.003869
-0.007095
0.0237353

10/21/2013
10/22/2013
10/23/2013
10/24/2013
10/25/2013
10/28/2013
10/29/2013
10/30/2013
10/31/2013
11/1/2013
11/3/2013
11/5/2013
11/6/2013
11/7/2013
11/8/2013
11/11/2013
11/12/2013
11/13/2013
11/14/2013
11/18/2013
11/19/2013
11/20/2013
11/21/2013
11/22/2013
11/25/2013
11/26/2013
11/27/2013
11/28/2013
11/29/2013
12/2/2013
12/3/2013
12/4/2013
12/5/2013
12/6/2013
12/9/2013
12/10/2013
12/11/2013
12/12/2013
12/13/2013
12/16/2013
12/17/2013
12/18/2013
12/19/2013
12/20/2013
12/23/2013

1010.25
1010.15
1025.75
1020.9
1022.2
1015
1074.65
1099
1120.95
1133.45
1131.4
1096
1080.4
1051.45
1049.9
1037.2
1012.75
1014.9
1052.1
1073.65
1085
1049.15
1030.25
1020.55
1074.6
1043.75
1042.65
1038.1
1068.65
1088.3
1085.4
1066.25
1135.85
1143.9
1201.7
1158.35
1158.35
1132.6
1085
1097.55
1098.3
1095.8
1063.5
1087.7
1098.05

0.001388
-9.9E-005
0.015443
-0.004728
0.001273
-0.007044
0.058768
0.022659
0.019973
0.011151
-0.001809
-0.031289
-0.014234
-0.026796
-0.001474
-0.012096
-0.023573
0.002123
0.036654
0.020483
0.010571
-0.033041
-0.018015
-0.009415
0.052962
-0.028708
-0.001054
-0.004364
0.029429
0.018388
-0.002665
-0.017643
0.065275
0.007087
0.050529
-0.036074
0
-0.02223
-0.042027
0.011567
0.000683
-0.002276
-0.029476
0.022755
0.009515

6204.95
6202.8
6178.35
6164.35
6144.9
6101.1
6220.9
6251.7
6299.15
6307.2
6317.35
6253.15
6215.15
6187.25
6140.75
6078.8
6018.05
5989.6
6056.15
6189
6203.35
6122.9
5999.05
5995.45
6115.35
6059.1
6057.1
6091.85
6176.1
6217.85
6201.85
6160.95
6241.1
6259.9
6363.9
6332.85
6307.9
6237.05
6168.4
6154.7
6139.05
6217.15
6166.65
6274.25
6284.5

0.0025205
-0.000346
-0.003942
-0.002266
-0.003155
-0.007128
0.0196358
0.0049511
0.0075899
0.001278
0.0016093
-0.010162
-0.006077
-0.004489
-0.007515
-0.010088
-0.009994
-0.004727
0.0111109
0.0219364
0.0023186
-0.012969
-0.020227
-0.0006
0.0199985
-0.009198
-0.00033
0.0057371
0.01383
0.0067599
-0.002573
-0.006595
0.0130094
0.0030123
0.0166137
-0.004879
-0.00394
-0.011232
-0.011007
-0.002221
-0.002543
0.0127218
-0.008123
0.0174487
0.0016337

12/24/2013
12/26/2013
12/27/2013
12/30/2013
12/31/2013

1098.85
1099.65
1110.25
1096.7
1098.75

0.000729
0.000728
0.009639
-0.012204
0.001869

6268.4
6278.9
6313.8
6291.1
6304

-0.002562
0.0016751
0.0055583
-0.003595
0.0020505

Dividend Date
11
11
12
14
16.5
20

7/10/2008
6/11/2009
6/10/2010
6/2/2011
5/31/2012
5/30/2013

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations

0.827449
0.684671
0.684459
0.017443
1488

ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

SS
MS
1 0.981748 0.981748
1486 0.452149 0.000304
1487 1.433897

Coefficients
Standard Error t Stat
0.000161 0.000452 0.355922
1.502549 0.026452 56.80266

1.335033

F
Significance F
3226.542
0

P-value Lower 95%Upper 95%


Lower 95.0%
Upper 95.0%
0.721949 -0.000726 0.001048 -0.000726 0.001048
0 1.450661 1.554436 1.450661 1.554436

ICICI bank
Date
Thursday, January
Monday, February
Monday, March
Wednesday, April
Monday, May
Monday, June
Wednesday, July
Monday, August
Tuesday, September
Thursday, October
Tuesday, November
Tuesday, December
Monday, January
Monday, February
Tuesday, March
Thursday, April
Monday, May
Tuesday, June
Thursday, July
Monday, August
Wednesday, September
Friday, October
Monday, November
Wednesday, December
Monday, January
Tuesday, February
Tuesday, March
Friday, April
Monday, May
Wednesday, June
Friday, July
Monday, August
Friday, September
Monday, October
Tuesday, November
Thursday, December
Monday, January
Wednesday, February
Thursday, March
Monday, April
Wednesday, May
Friday, June

01,
02,
02,
01,
04,
01,
01,
03,
01,
01,
03,
01,
04,
01,
02,
01,
03,
01,
01,
02,
01,
01,
01,
01,
03,
01,
01,
01,
02,
01,
01,
01,
02,
03,
01,
01,
02,
01,
01,
02,
02,
01,

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2012
2012
2012
2012
2012
2012

Open
450
402.55
324.7
349.7
490.1
758.7
720
763.95
752.2
818
786.3
876
877
820.1
885.1
957
946.1
851.65
854.45
912
980.35
1117.05
1186.25
1150
1154
1019.1
983.9
1114.8
1113.8
1083.8
1111.35
1052.8
891.5
860
917.95
754
690.15
908
902.5
887.8
885.8
784

Close
464.15
385.1
304.4
349.35
529.9
722.55
739.85
773.75
744.8
926.6
786.3
887.2
879.7
835.8
897.15
952.65
936.9
837.95
853.45
939.55
995
1135.2
1232
1167.45
1144.85
994.8
1026.2
1102.9
1098.3
1084.7
1094.85
1059.35
887.15
839.1
895
762.15
696.55
889.9
883.5
890.45
882.05
798.2

Monthly Returns X
-0.1703113218
-0.2095559595
0.1476675427
0.5168169458
0.3635591621
0.0239429797
0.0458200987
-0.0374151858
0.2440923738
-0.1514137708
0.1283225232
-0.0084535618
-0.0499033762
0.0734027279
0.0618625648
-0.0165328295
-0.1056142598
0.0184975237
0.1008846447
0.0590176148
0.1409045226
0.0852713178
-0.0523944805
-0.0193584308
-0.131065205
0.0315641335
0.0747417657
-0.0041708224
-0.0123827734
0.009357426
-0.032424533
-0.1625525086
-0.0541622048
0.0666189965
-0.1484357542
-0.0860722955
0.2775823703
-0.0071918193
0.0078664403
-0.0094334325
-0.0950626382

Monday, July
Wednesday, August
Monday, September
Monday, October
Thursday, November
Monday, December
Tuesday, January
Friday, February
Friday, March
Monday, April
Thursday, May
Monday, June
Monday, July
Thursday, August
Monday, September
Tuesday, October
Friday, November
Monday, December
Wednesday, January

02,
01,
03,
01,
01,
03,
01,
01,
01,
01,
02,
03,
01,
01,
02,
01,
01,
02,
01,

2012
2012
2012
2012
2012
2012
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2014

901
952
905.2
1060
1052
1095
1146.4
1194
1055.5
1057
1160.2
1150
1062.65
927
814.1
889.95
1119.8
1070.4
1100.9

894.4
959.6
902.8
1050.65
1057.35
1102.3
1158.45
1171.15
1056.35
1051.55
1171.7
1165.15
1067.9
914.2
826.6
910.75
1133.45
1088.3
1097.7

Dividend

0.1205211726
0.0728980322
-0.0591913297
0.1637682765
0.0063770047
0.0425119402
0.0509389458
0.0109629246
-0.0980233104
-0.0045439485
0.114259902
-0.0055901681
-0.0834656482
-0.143927334
-0.0958214833
0.1018025647
0.2445237442
-0.0398341347
0.0086373243

Date

11

11-Jun-09

12

10-Jun-10

14
16.5
20

2-Jun-11
31-May-12
30-May-13

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.89337295
R Square
0.79811522
Adjusted R 0.79463445
Standard Er 0.05892969
Observatio
60
ANOVA
df
Regression
Residual

1
58

SS
0.7962662784
0.2014170829

Total

59

0.9976833613

Coefficients
Intercept
0.00226682
X Variable 1.65656406

Standard Error
0.0076566209
0.1093989684

1+X
0.8296886782
0.7904440405
1.1476675427
1.5168169458
1.3635591621
1.0239429797
1.0458200987
0.9625848142
1.2440923738
0.8485862292
1.1283225232
0.9915464382
0.9500966238
1.0734027279
1.0618625648
0.9834671705
0.8943857402
1.0184975237
1.1008846447
1.0590176148
1.1409045226
1.0852713178
0.9476055195
0.9806415692
0.868934795
1.0315641335
1.0747417657
0.9958291776
0.9876172266
1.009357426
0.967575467
0.8374474914
0.9458377952
1.0666189965
0.8515642458
0.9139277045
1.2775823703
0.9928081807
1.0078664403
0.9905665675
0.9049373618

(X-)

(X-)

-0.1847608
0.0341365521
-0.22400543 0.0501784348
0.133218067 0.0177470535
0.502367471 0.2523730754
0.349109687 0.1218775735
0.009493504 9.01266275E-005
0.031370623 0.000984116
-0.05186466 0.0026899431
0.229642899 0.0527358609
-0.16586325 0.0275106164
0.113873048 0.0129670711
-0.02290304 0.0005245491
-0.06435285 0.0041412895
0.058953253 0.003475486
0.04741309 0.0022480011
-0.0309823
0.0009599032
-0.12006374 0.0144153005
0.004048048 1.63866965E-005
0.086435169 0.0074710385
0.04456814 0.0019863191
0.126455047 0.015990879
0.070821843 0.0050157334
-0.06684396 0.0044681144
-0.03380791 0.0011429745
-0.14551468 0.0211745222
0.017114658 0.0002929115
0.060292291 0.0036351603
-0.0186203
0.0003467155
-0.02683225 0.0007199696
-0.00509205
0.000025929
-0.04687401 0.0021971727
-0.17700198 0.0313297023
-0.06861168 0.0047075626
0.052169521 0.002721659
-0.16288523
0.026531598
-0.10052177 0.0101046264
0.263132895 0.0692389204
-0.02164129 0.0004683456
-0.00658303 4.33363490E-005
-0.02388291 0.0005703933
-0.10951211
0.011992903

Open
2963.3
2872.35
2764.6
3023.85
3478.7
4450.4
4292.3
4633.8
4662.2
5087.2
4712.25
5039.7
5200.9
4882.05
4935.6
5249.2
5278.4
5086.25
5312.05
5369.55
5403.05
6030.3
6092.3
5871
6177.45
5537.3
5382
5835
5766.9
5561.05
5705.75
5527.5
5109.8
4874.4
5278.6
4970.85
4640.2
5198.15
5366
5296.35
5254.3
4910.85

1.1205211726
1.0728980322
0.9408086703
1.1637682765
1.0063770047
1.0425119402
1.0509389458
1.0109629246
0.9019766896
0.9954560515
1.114259902
0.9944098319
0.9165343518
0.856072666
0.9041785167
1.1018025647
1.2445237442
0.9601658653
1.0086373243

0.106071697 0.011251205
0.058448557 0.0034162338
-0.0736408
0.0054229682
0.149318801 0.0222961044
-0.00807247 6.51647803E-005
0.028062465 0.0007875019
0.036489471 0.0013314815
-0.00348655
0.000012156
-0.11247279 0.0126501275
-0.01899342 0.0003607501
0.099810427 0.0099621213
-0.02003964 0.0004015873
-0.09791512 0.0095873714
-0.15837681 0.0250832137
-0.11027096 0.0121596843
0.087353089 0.0076305622
0.230074269 0.0529341692
-0.05428361 0.0029467103
-0.00581215 3.37810988E-005
Sum
0.9995807199

GM

5283.85
5220.7
5276.5
5704.75
5609.85
5878.25
5937.65
6040.95
5702.45
5697.35
5911.4
5997.35
5834.1
5776.9
5480.25
5756.1
6289.75
6171.15
6323.8

STOCK
0.0144494752

MARKET
GM

Variance

0.0169420461

Variance

SD

0.1301616153

SD

AM

0.0220115164

AM

MS
F
Significance F
0.7962662784 229.2925877 8.19430784E-022
0.0034727083

t Stat
P-value
0.2960604457 0.76824139
15.1424102346 8.1943E-022

Lower 95%
Upper 95% Lower 95.0%
-0.0130595693 0.0175932145 -0.01305957
1.4375782333 1.8755498855 1.437578233

CNX NIFTY 50
Close
3033.45
2766.65
2674.6
3060.35
3654
4529.9
4340.9
4711.4
4625.35
5083.4
4563.9
5122
5232.2
4899.7
5017
5290.5
5222.75
4970.2
5251.4
5431.65
5471.85
6143.4
6117.55
5960.9
6157.6
5417.2
5522.3
5826.05
5701.3
5592
5627.2
5516.8
5040
4849.5
5257.95
4936.85
4636.75
5235.7
5339.75
5317.9
5239.15
4841.6

Monthly Returns Y

1+Y

(Y-)

-0.0879526612
-0.0332712848
0.1442271742
0.1939810806
0.239709907
-0.0417227753
0.0853509641
-0.0182642102
0.0990303436
-0.102195381
0.1222857644
0.0215150332
-0.063548794
0.0239402412
0.0545146502
-0.012805973
-0.0483557513
0.0565772001
0.0343241802
0.007401066
0.122728145
-0.0042077677
-0.0256066563
0.0329983727
-0.1202416526
0.0194011667
0.0550042555
-0.0214124493
-0.0191710662
0.0062947067
-0.0196189935
-0.0864269142
-0.037797619
0.0842251779
-0.0610694282
-0.0607877493
0.1291745296
0.0198731784
-0.0040919519
-0.014808477
-0.0758806295

0.9120473388
0.9667287152
1.1442271742
1.1939810806
1.239709907
0.9582772247
1.0853509641
0.9817357898
1.0990303436
0.897804619
1.1222857644
1.0215150332
0.936451206
1.0239402412
1.0545146502
0.987194027
0.9516442487
1.0565772001
1.0343241802
1.007401066
1.122728145
0.9957922323
0.9743933437
1.0329983727
0.8797583474
1.0194011667
1.0550042555
0.9785875507
0.9808289338
1.0062947067
0.9803810065
0.9135730858
0.962202381
1.0842251779
0.9389305718
0.9392122507
1.1291745296
1.0198731784
0.9959080481
0.985191523
0.9241193705

-0.1002123849
-0.0455310085
0.1319674504
0.1817213568
0.2274501832
-0.0539824991
0.0730912403
-0.030523934
0.0867706199
-0.1144551048
0.1100260406
0.0092553094
-0.0758085178
0.0116805175
0.0422549264
-0.0250656967
-0.060615475
0.0443174764
0.0220644565
-0.0048586578
0.1104684212
-0.0164674914
-0.03786638
0.020738649
-0.1325013764
0.0071414429
0.0427445317
-0.033672173
-0.03143079
-0.005965017
-0.0318787172
-0.0986866379
-0.0500573428
0.0719654541
-0.073329152
-0.073047473
0.1169148058
0.0076134546
-0.0163516756
-0.0270682008
-0.0881403533

5278.6
5240.5
5253.75
5718.8
5645.05
5870.95
5950.85
5998.9
5719.7
5704.4
5999.35
5939.3
5898.85
5727.85
5550.75
5780.05
6307.2
6217.85
6301.65

MARKET
0.012259724

0.0902594184
-0.0072178229
0.0025283847
0.0885177254
-0.0128960621
0.0400173603
0.0136093818
0.0080744768
-0.046541866
-0.0026749655
0.0517057009
-0.0100094177
-0.0068105669
-0.0289887012
-0.0309191058
0.0413097329
0.0912016332
-0.0141663496
0.0134773274

1.0902594184
0.9927821771
1.0025283847
1.0885177254
0.9871039379
1.0400173603
1.0136093818
1.0080744768
0.953458134
0.9973250345
1.0517057009
0.9899905823
0.9931894331
0.9710112988
0.9690808942
1.0413097329
1.0912016332
0.9858336504
1.0134773274

0.0779996946
-0.0194775467
-0.0097313391
0.0762580017
-0.0251557859
0.0277576366
0.001349658
-0.004185247
-0.0588015898
-0.0149346892
0.0394459771
-0.0222691414
-0.0190702907
-0.0412484249
-0.0431788295
0.0290500092
0.0789419094
-0.0264260733
0.0012176036
SUM

Covariance

0.004907707

Corr Coefficient

0.07005503

0.014563254

Upper 95.0%
0.017593214
1.875549885

(Y-)

(X(Y-)

0.0100425221
0.0020730727
0.017415408
0.0330226515
0.0517335858
0.0029141102
0.0053423294
0.0009317105
0.0075291405
0.013099971
0.0121057296
8.5660753E-005
0.0057469314
0.0001364345
0.0017854788
0.0006282892
0.0036742358
0.0019640387
0.0004868402
2.3606555E-005
0.0122032721
0.0002711783
0.0014338627
0.0004300916
0.0175566147
5.1000207E-005
0.001827095
0.0011338152
0.0009878946
3.5581428E-005
0.0010162526
0.0097390525
0.0025057376
0.0051790266
0.0053771645
0.0053359333
0.0136690718
5.7964691E-005
0.0002673773
0.0007326875
0.0077687219

0.0185153201
0.0101991934
0.0175804487
0.0912908984
0.0794050622
-0.0005124831
0.0022929178
0.0015831135
0.0199262567
0.0189838952
0.0125290006
-0.0002119747
0.0048784943
0.0006886045
0.0020034366
0.0007765931
0.0072777203
0.0001793993
0.001907145
-0.0002165413
0.0139692894
-0.0011662581
0.0025311386
-0.0007011303
0.0192808954
0.0001222234
0.0025771657
0.0006269859
0.0008433588
3.037416E-005
0.0014942833
0.0174677307
0.0034345184
0.0037544033
0.0119442357
0.0073428613
0.0307641313
-0.000164765
0.0001076437
0.0006464673
0.0096524364

Risk-free Returns
0.5003%
0.5476%
0.5868%
0.5244%
0.5627%
0.5795%
0.5827%
0.6247%
0.6115%
0.6323%
0.6215%
0.6447%
0.6318%
0.6548%
0.6521%
0.6481%
0.6267%
0.6313%
0.6524%
0.6655%
0.6580%
0.6765%
0.6708%
0.6628%
0.6792%
0.6749%
0.6685%
0.6772%
0.7010%
0.6960%
0.7066%
0.6962%
0.6998%
0.7404%
0.7300%
0.7122%
0.6907%
0.6833%
0.7134%
0.7210%
0.7050%
0.6856%

0.0060839524
0.0003793748
0.000094699
0.0058152828
0.0006328136
0.0007704864
1.8215768E-006
1.7516292E-005
0.003457627
0.0002230449
0.0015559851
0.0004959147
0.000363676
0.0017014326
0.0018644113
0.000843903
0.0062318251
0.0006983374
1.4825586E-006
0.2895547297

0.008143872
0.893117669
1.6594045824

0.00827356
-0.0011384345
0.0007166236
0.0113867534
0.0002030693
0.0007789477
4.924831E-005
1.459208E-005
0.0066135786
0.0002836609
0.0039371198
0.0004462657
0.0018672699
0.0065327939
0.0047613709
0.002537608
0.0181625021
0.0014345027
-7.07690E-006
0.480488445

0.6886%
0.6928%
0.6782%
0.6834%
0.6832%
0.6834%
0.6618%
0.6603%
0.6675%
0.6490%
0.6234%
0.6217%
0.6894%
0.7319%
0.7302%
0.7167%
0.7542%
0.7417%
0.7417%

Ri-Rfr

Rm-Rfr

-0.17578724
-0.21542379
0.142423959
0.511189612
0.357764495
0.018115813
0.039572682
-0.04352994
0.23776929
-0.15762877
0.121875357
-0.0147714
-0.05645088
0.066881895
0.055382065
-0.0228
-0.11192743
0.01197369
0.094229395
0.052437365
0.134139606
0.078563151
-0.05902231
-0.02615051
-0.13781379
0.024878883
0.067969516
-0.01118107
-0.01934261
0.002291426
-0.03938645
-0.16955043
-0.06156629
0.059319497
-0.15555734
-0.0929788
0.270749037
-0.01432574
0.00065619
-0.01648335
-0.10191839

-0.0934286
-0.0391391
0.13898359
0.18835375
0.23391524
-0.0475499
0.07910355
-0.024379
0.09270726
-0.1084104
0.1158386
0.0151972
-0.0700963
0.01741941
0.04803415
-0.0190731
-0.0546689
0.05005337
0.02766893
0.00082082
0.11596323
-0.0109159
-0.0322345
0.02620629
-0.1269902
0.01271592
0.04823201
-0.0284227
-0.0261309
-0.0007713
-0.0265809
-0.0934248
-0.0452017
0.07692568
-0.068191
-0.0676942
0.1223412
0.01273926
-0.0113022
-0.0218584
-0.0827364

0.113635256
0.065970116
-0.06597366
0.15693411
-0.00045476
0.035678324
0.044320846
0.004359491
-0.10469848
-0.01103387
0.108026319
-0.01180717
-0.09035959
-0.1512465
-0.1031239
0.094635898
0.236982078
-0.0472508
0.001220658

0.0833735
-0.0141457
-0.0042539
0.08168356
-0.0197278
0.03318374
0.00699128
0.00147104
-0.053217
-0.0091649
0.04547212
-0.0162264
-0.0137045
-0.0363079
-0.0382215
0.03414307
0.08365997
-0.021583
0.00606066

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