Dependent Variable: NH Selected Model: ARDL(3, 3) Date: 03/29/16 Time: 23:34 Sample: 1 96
Included observations: 93
Cointegrating Form
Variable | Coefficient | Std. Error | t-Statistics | Prob. |
D(NH(-1)) | -0.058226 | 0.084605 | -0.688207 | 0.4932 |
D(NH(-2)) | -0.074972 | 0.074912 | -1,000807 | 0.3198 |
D(TCK) | 0.597473 | 0.081829 | 7.301455 | 0.0000 |
D(TCK(-1)) | 0.432802 | 0.089393 | 4.841575 | 0.0000 |
D(TCK(-2)) | 0.151397 | 0.094620 | 1.600044 | 0.1133 |
CointEq(-1) | -0.225497 | 0.048824 | -4.618521 | 0.0000 |
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The transmission from the interest rate policy of the State bank to the deposit and lending rates at Bank for Agriculture and Rural Development of Vietnam - 7
Cointeq = NH - (0.7868*TCK + 6.9261 )
TDH_TCK
ARDL Cointegrating And Long Run Form Dependent Variable: TDH
Selected Model: ARDL(2, 3) Date: 03/29/16 Time: 23:35 Sample: 1 96
Included observations: 93
Cointegrating Form
Variable | Coefficient | Std. Error | t-Statistics | Prob. |
D(TDH(-1)) | 0.076817 | 0.088644 | 0.866581 | 0.3886 |
D(TCK) | 0.450366 | 0.079843 | 5.640612 | 0.0000 |
D(TCK(-1)) | 0.418504 | 0.081759 | 5.118743 | 0.0000 |
D(TCK(-2)) | 0.061953 | 0.088540 | 0.699727 | 0.4860 |
CointEq(-1) | -0.236571 | 0.043874 | -5.392079 | 0.0000 |
Cointeq = TDH - (0.7538*TCK + 8.3272 )
ANNEX 07: Asymmetry TEST
1M_TCV
Dependent Variable: D(_1M) Method: Leas t Squares Date: 03/30/16 Time: 22:11 Sample (adjus ted): 5 96
Included obs ervations : 92 after adjus tments
Variable | Coefficient | Std. Error t-Stats tic | Prob. |
D(_1M(-1)) | 0.179688 | 0.024036 7.475711 | 0.0000 |
D(_1M(-2)) | -0.037891 | 0.023468 -1.614615 | 0.1101 |
D(_1M(-3)) | -0.169548 | 0.021455 -7.902567 | 0.0000 |
D(TCV) | 0.466418 | 0.025383 18.37493 | 0.0000 |
D(TCV(-1)) | 0.332441 | 0.025227 13.17774 | 0.0000 |
V1_1M | -0.844878 | 0.040951 -20.63162 | 0.0000 |
V2_1M | -1.105368 | 0.033494 -33.00189 | 0.0000 |
Rs quared | 0.970209 | Mean dependent var | -0.093478 |
Adjus ted Rs quared | 0.968106 | SD dependent var | 0.948031 |
SE of regex s ion | 0.169307 | Akaike info criterion | -0.641170 |
Sum s quared res id | 2.436513 | Schwarz criterion | -0.449294 |
Log likelihood | 36.49381 | Hannan-Quinn criter. | -0.563727 |
Durbin-Wats on the clock | 0.376294 | ||
Wald Test: Equation: Untitled | |||
Test Statistic | Value | df Probability | |
t-statistics | 4.831982 | 85 0.0000 | |
F-statistics | 23.34805 | (1, 85) 0.0000 | |
Chi-square | 23.34805 | 1 0.0000 |
Null Hypothesis: C(6)=C(7) Null Hypothesis Summary: | ||
Normalized Restriction (= 0) | Value | Std. Err. |
C(6) - C(7) | 0.260490 | 0.053910 |
Restrictions are linear in coefficients.
6M_TCV
Dependent Variable: D(_6M) Method: Least Squares Date: 03/30/16 Time: 22:39 Sample (adjusted): 2 96
Included observations: 95 after adjustments
Variable | Coefficient | Std. Error t-Statistics | Prob. |
D(TCV) | 0.670697 | 0.020089 33.38626 | 0.0000 |
V1_6M | -0.932166 | 0.034001 -27.41573 | 0.0000 |
V2_6M | -1.056119 | 0.030926 -34.14998 | 0.0000 |
R-squared | 0.970537 | Mean dependent var | -0.014105 |
Adjusted R-squared | 0.969897 | SD dependent var | 0.961752 |
SE of regression | 0.166867 | Akaike info criterion | -0.712167 |
Sum squared residence | 2.561710 | Schwarz criterion | -0.631518 |
Log likelihood | 36.82794 | Hannan-Quinn criter. | -0.679579 |
Durbin-Watson stats | 0.148611 |
Wald Test: Equation: Untitled | |||
Test Statistic | Value | DF | Probability |
t-statistics | 2.696820 | 92 | 0.0083 |
F-statistics | 7.272838 | (1, 92) | 0.0083 |
Chi-square | 7.272838 | first | 0.0070 |
Null Hypothesis: C(2)=C(3) Null Hypothesis Summary: | |||
Normalized Restriction (= 0) | Value | Std. Err. | |
C(2) - C(3) | 0.123952 | 0.045962 | |
12M_TCV | |||
Wa | |||
Test Statistic | Value | DF | Probability |
t-statistics | -3.639985 | eighty six | 0.0005 |
F-statistics | 13.24949 | (1, 86) | 0.0005 |
Chi-square | 13.24949 | first | 0.0003 |
Null Hypothesis: C(5)=C(6) Null Hypothesis Summary: | |||
Normalized Restriction (= 0) | Value | Std. Err. | |
C(5) - C(6) | -0.311680 | 0.085627 | |
18M_TCV | |||
Dependent Variable: D(_18M) Method: Least Squares
Date: 03/30/16 Time: 23:05 Sample (adjusted): 3 96
Included observations: 89 after adjustments | ||||
Variable Coefficient | Std. Error t-Statistics | Prob. | ||
D(TCV) 0.409006 | 0.033861 12.07886 | 0.0000 | ||
D(TCV(-1)) 0.227355 | 0.034056 6.675940 | 0.0000 | ||
V1_18M -0.829441 | 0.058903 -14.08137 | 0.0000 | ||
V2_18M -1.135005 | 0.064007 -17.73253 | 0.0000 | ||
R-squared 0.905681 | Mean dependent var | -0.050225 | ||
Adjusted R-squared 0.902352 | SD dependent var | 0.829252 | ||
SE of regression 0.259131 | Akaike info criterion | 0.180935 | ||
Sum squared residence 5.707648 | Schwarz criterion | 0.292784 | ||
Log likelihood -4.051623 Durbin-Watson stat 1.148564 | Hannan-Quinn criter. | 0.226018 | ||
Wald Test: Equation: Untitled | ||||
Test Statistical Value | df Probability | |||
t-statistics 3.476086 | 85 0.0008 | |||
F-statistics 12.08318 | (1, 85) 0.0008 | |||
Chi-square 12,08318 | 1 0.0005 | |||
Null Hypothesis: C(3)=C(4) Null Hypothesis Summary: | ||||
Normalized Restriction (= 0) | Value Std. Err. | |||
C(3) - C(4) | 0.305564 0.087904 | |||
24M_TCV | ||||
Dependent Variable: D(_24M) Method: Least Squares Date: 03/31/16 Time: 05:26 Sample (adjusted): 4 96 | ||||
Included observations: 93 after adjustments | ||||
Variable | Coefficient | Std. Error | t-Statistics | Prob. |
D(_24M(-1)) | -0.039896 | 0.032626 | -1.222827 | 0.2247 |
D(TCV) | 0.426518 | 0.026095 | 16.34494 | 0.0000 |
D(TCV(-1)) | 0.256845 | 0.028583 | 8.985846 | 0.0000 |
D(TCV(-2)) | -0.078184 | 0.025916 | -3.016881 | 0.0033 |
V1_24M | -0.934040 | 0.043904 | -21.27474 | 0.0000 |
V2_24M | -1.158026 | 0.049203 | -23.53545 | 0.0000 |
R-squared | 0.948080 | Mean dependent var | -0.033978 | |
Adjusted R-squared | 0.945096 | SD dependent var | 0.801884 | |
SE of regression | 0.187895 | Akaike info criterion | -0.443529 | |
Sum squared residence | 3.071486 | Schwarz criterion | -0.280135 | |
Log likelihood | 26.62408 | Hannan-Quinn criter. | -0.377555 | |
Durbin-Watson stats | 0.346832 | |||
Wa | |||
Test Statistic | Value | DF | Probability |
t-statistics | 3.417071 | eighty seven | 0.0010 |
F-statistics | 11.67637 | (1, 87) | 0.0010 |
Chi-square | 11.67637 | first | 0.0006 |
Null Hypothesis: C(5)=C(6) Null Hypothesis Summary: | |||
Normalized Restriction (= 0) | Value | Std. Err. | |
C(5) - C(6) | 0.223987 | 0.065549 | |
NH_TCV
Dependent Variable: D(NH) Method: Least Squares Date: 03/31/16 Time: 05:47 Sample (adjusted): 8 96
Included observations: 88 after adjustments
Variable Coefficient | Std. Error t-Statistics | Prob. |
D(NH(-1)) 0.165564 | 0.029285 5.653612 | 0.0000 |
D(NH(-2)) -0.050854 | 0.029018 -1.752478 | 0.0837 |
D(TCV) 0.464695 | 0.029035 16.00485 | 0.0000 |
D(TCV(-1)) 0.472194 | 0.032928 14.34039 | 0.0000 |
D(TCV(-2)) -0.022034 | 0.034784 -0.633455 | 0.5283 |
D(TCV(-3)) -0.090295 | 0.024442 -3.694272 | 0.0004 |
D(TCV(-4)) -0.212923 | 0.019945 -10.67563 | 0.0000 |
D(TCV(-5)) 0.046056 | 0.020881 2.205673 | 0.0304 |
D(TCV(-6)) -0.055211 | 0.020827 -2.650939 | 0.0097 |
V1_NH -0.892564 | 0.039874 -22.38472 | 0.0000 |
V2_NH -1.087860 | 0.054850 -19.83336 | 0.0000 |
R-squared 0.969867 | Mean dependent var | -0.131818 |
Adjusted R-squared 0.965954 | SD dependent var | 0.770761 |
SE of regression 0.142218 | Akaike info criterion | -0.946436 |
Sum squared residence 1.557410 | Schwarz criterion | -0.636769 |
Log likelihood 52.64317 Durbin-Watson stat 0.329934 | Hannan-Quinn criter. | -0.821679 |
Wa | ||
Test Statistical Value | df Probability | |
t-statistics 2.879268 | 77 0.0052 | |
F-statistics 8.290185 | (1, 77) 0.0052 | |
Chi-square 8.290185 | 1 0.0040 | |
Null Hypothesis: C(10)=C(11) Null Hypothesis Summary: | ||
Normalized Restriction (= 0) | Value Std. Err. | |
C(10) - C(11). | 0.195295 0.067828 |
TDH_TCV
Dependent Variable: D(TDH) Method: Leas t Squares Date: 03/31/16 Time: 06:07 Sam ple (adjus ted): 6 96
Included obs ervations : 91 after adjus tm ents
Variable | Coefficient | Std. Error t-Stats tic | Prob. |
D(TDH(-1)) | 0.126128 | 0.071256 1.770064 | 0.0804 |
D(TDH(-2)) | -0.001493 | 0.061634 -0.024218 | 0.9807 |
D(TCV) | 0.480824 | 0.077417 6.210814 | 0.0000 |
D(TCV(-1)) | 0.349542 | 0.063883 5.471553 | 0.0000 |
D(TCV(-2)) | 0.015915 | 0.064519 0.246674 | 0.8058 |
D(TCV(-3)) | -0.145183 | 0.059503 -2.439930 | 0.0168 |
D(TCV(-4)) | -0.061928 | 0.052361 -1.182699 | 0.2403 |
V1_TDH | -0.480451 | 0.104098 -4.615375 | 0.0000 |
V2_TDH | -1.103031 | 0.122319 -9.017627 | 0.0000 |
Rs quared | 0.804602 | Mean dependent var | -0.076923 |
Adjus ted Rs quared | 0.785539 | SD dependent var | 0.833349 |
SE of regex s ion | 0.385923 | Akaike info criterion | 1.027306 |
Sum s quared res id | 12.12282 | Schwarz criterion | 1.275633 |
Log likelihood | -37.74243 | Hannan-Quinn criter. | 1.127490 |
Durbin-Wats on the clock | 1.537798 | ||
Wald Test: Equation: Untitled | |||
Test Statistic | Value | df Probability | |
t-statistics | 3.723547 | 82 0.0004 | |
F-statistics | 13.86480 | (1, 82) 0.0004 | |
Chi-square | 13.86480 | 1 0.0002 |
Null Hypothesis: C(8)=C(9) Null Hypothesis Summary: | ||
Normalized Restriction (= 0) | Value | Std. Err. |
C(8) - C(9) | 0.622580 | 0.167201 |
1M_TCK
Dependent Variable: D(_1M) Method: Leas t Squares Date: 03/31/16 Time: 20:32 Sam ple (adjus ted): 6 96
Included obs ervations : 91 after adjus tm ents
Variable | Coefficient | Std. Error | t-Stats tic | Prob. |
D(_1M(-1)) | 0.214774 | 0.023243 | 9.240512 | 0.0000 |
D(_1M(-2)) | 0.025805 | 0.023701 | 1.088764 | 0.2794 |
D(_1M(-3)) | -0.160378 | 0.024727 | -6.485858 | 0.0000 |
D(_1M(-4)) | -0.036967 | 0.022596 | -1.635948 | 0.1057 |
D(TCK) | 0.401107 | 0.026792 | 14,97092 | 0.0000 |
D(TCK(-1)) | 0.278639 | 0.024853 | 11.21149 | 0.0000 |
D(TCK(-2)) | -0.015551 | 0.021827 | -0.712437 | 0.4782 |
V1_1M_TCK | -0.846777 | 0.038841 | -21.80085 | 0.0000 |
V2_1M_TCK | -1.090407 | 0.031175 | -34.97722 | 0.0000 |
Rs quared | 0.973911 | Mean dependent var | -0.109890 | |
Adjus ted Rs quared | 0.971366 | SD dependent var | 0.940050 | |
SE of regex s ion | 0.159072 | Akaike info criterion | -0.745260 | |
Sum s quared res id | 2.074915 | Schwarz criterion | -0.496933 | |
Log likelihood | 42,90934 | Hannan-Quinn criter. | -0.645076 | |
Durbin-Wats on the clock | 0.428056 | |||
Wa | |||
Test Statistic | Value | DF | Probability |
t-statistics | 4.753766 | 82 | 0.0000 |
F-statistics | 22.59829 | (1, 82) | 0.0000 |
Chi-square | 22.59829 | first | 0.0000 |
Null Hypothesis: C(8)=C(9) Null Hypothesis Summary: | |||
Normalized Restriction (= 0) | Value | Std. Err. | |
C(8) - C(9) | 0.243630 | 0.051250 | |
6M_TCK
Dependent Variable: D(_6M) Method: Least Squares Date: 03/31/16 Time: 20:51 Sample (adjusted): 3 96
Included observations: 94 after adjustments
Variable | Coefficient | Std. Error t-Statistics | Prob. |
D(_6M(-1)) | -0.018789 | 0.021385 -0.878601 | 0.3820 |
D(TCK) | 0.552356 | 0.019609 28.16839 | 0.0000 |
D(TCK(-1)) | -0.027614 | 0.020320 -1.358960 | 0.1776 |
V1_6M_TCK | -0.933574 | 0.033864 -27.56812 | 0.0000 |
V2_6M_TCK | -1.075892 | 0.026611 -40.43064 | 0.0000 |
R-squared | 0.976099 | Mean dependent var | -0.038511 |
Adjusted R-squared | 0.975024 | SD dependent var | 0.936867 |
SE of regression | 0.148059 | Akaike info criterion | -0.930683 |
Sum squared residence | 1.951019 | Schwarz criterion | -0.795401 |
Log likelihood | 48,74211 | Hannan-Quinn criter. | -0.876039 |
Durbin-Watson stats | 0.209986 | ||
Wald Test: Equation: Untitled | |||
Test Statistic | Value | df Probability | |
t-statistics | 3.583924 | 89 0.0006 | |
F-statistics | 12.84451 | (1, 89) 0.0006 | |
Chi-square | 12.84451 | 1 0.0003 |
Null Hypothesis: C(4)=C(5) Null Hypothesis Summary: | ||
Normalized Restriction (= 0) | Value | Std. Err. |
C(4) - C(5) 12M_TCK | 0.142318 | 0.039710 |
Dependent Variable: D(_12M) Method: Least Squares
Date: 03/31/16 Time: 21:09 Sample (adjusted): 3 96
Included observations: 94 after adjustments
Variable Coefficien | t Std. Error t-Statistics | Prob. |
D(_12M(-1)) -0.046396 | 0.029029 -1.598297 | 0.1135 |
D(TCK) 0.616985 | 0.025262 24.42372 | 0.0000 |
D(TCK(-1)) 0.007406 | 0.031075 0.238343 | 0.8122 |
V1_12M_TCK -0.909395 | 0.049536 -18.35834 | 0.0000 |
V2_12M_TCK -1.052043 | 0.040523 -25.96145 | 0.0000 |
R-squared 0.951181 | Mean dependent var | -0.040851 |
Adjusted R-squared 0.948987 | SD dependent var | 0.932962 |
SE of regression 0.210720 | Akaike info criterion | -0.224846 |
Sum squared residence 3.951869 | Schwarz criterion | -0.089564 |
Log likelihood 15.56776 Durbin-Watson stat 0.907435 | Hannan-Quinn criter. | -0.170202 |
Wald Test: Equation: Untitled | ||
Test Statistical Value | df Probability | |
t-statistics 2.360910 | 89 0.0204 | |
F-statistic 5.573894 | (1, 89) 0.0204 | |
Chi-square 5.573894 | 1 0.0182 | |
Null Hypothesis: C(4)=C(5) Null Hypothesis Summary: | ||
Normalized Restriction (= 0) | Value Std. Err. | |
C(4) - C(5) | 0.142648 0.060421 |
18M_TCK
De pe ndent Variable: D(_18M) Method: Least Squares
Date: 03/31/16 Time: 22:05 Sample (adjusted): 2 96
Included observations: 95 after adjustments
Variable | Coefficient | Std. Error t-Statistics | Prob. |
D(TCK) | 0.445718 | 0.018240 24.43646 | 0.0000 |
V1_18M_TCK | -0.930641 | 0.032572 -28.57192 | 0.0000 |
V2_18M_TCK | -1.077449 | 0.034423 -31.30029 | 0.0000 |
R-squared | 0.962922 | Mean dependent var | -0.009895 |
Adjusted R-squared | 0.962116 | SD dependent var | 0.847962 |
SE of regression | 0.165046 | Akaike info criterion | -0.734113 |
Sum squared residence | 2.506103 | Schwarz criterion | -0.653464 |
Log likelihood | 37.87036 | Hannan-Quinn criter. | -0.701525 |
Durbin-Watson stats | 0.421689 |
Wald Test: Equation: Untitled | ||||
Test Statistic | Value | DF | Probability | |
t-statistics | 3.096672 | 92 | 0.0026 | |
F-statistics | 9.589379 | (1, 92) | 0.0026 | |
Chi-square | 9.589379 | first | 0.0020 | |
Null Hypothesis: C(2)=C(3) Null Hypothesis Summary: | ||||
Normalized Restriction (= 0) | Value | Std. Err. | ||
C(2) - C(3) | 0.146808 | 0.047408 | ||
24M_TCK | ||||
Dependent Variable: D(_24M) Method: Least Squares Date: 03/31/16 Time: 22:23 Sample (adjusted): 2 96 | ||||
Included observations: 95 after adjustments | ||||
Variable | Coefficen | t Std. Error t-Statistics | Prob. | |
D(TCK) | 0.440508 | 0.018721 23.53042 | 0.0000 | |
V1_24M_TCK | -0.932544 | 0.033839 -27.55795 | 0.0000 | |
V2_24M_TCK | -1.077267 | 0.036219 -29.74353 | 0.0000 | |
R-squared | 0.959762 | Mean dependent var | -0.006737 | |
Adjusted R-squared | 0.958887 | SD dependent var | 0.835458 | |
SE of regression | 0.169399 | Akaike info criterion | -0.682046 | |
Sum squared residence | 2.640046 | Schwarz criterion | -0.601397 | |
Log likelihood | 35.39717 | Hannan-Quinn criter. | -0.649458 | |
Durbin-Watson stats | 0.345417 | |||
Wald Test: Equation: Untitled | ||||
Test Statistic | Value | df Probability | ||
t-statistics | 2.918692 | 92 0.0044 | ||
F-statistics | 8.518761 | (1, 92) 0.0044 | ||
Chi-square | 8.518761 | 1 0.0035 | ||
Null Hypothesis: C(2)=C(3) Null Hypothesis Summary: | ||||
Normalized Restriction (= 0) | Value | Std. Err. | ||
C(2) - C(3) | 0.144724 | 0.049585 | ||
NH_TCK
Dependent Variable: D(NH) Method: Least Squares Date: 04/01/16 Time: 23:02 Sample (adjusted): 4 96
Included observations: 93 after adjustments
Variable | Coefficient | Std. Error t-Statistics | Prob. |
D(NH(-1)) | -0.106311 | 0.039241 -2.709196 | 0.0081 |
D(NH(-2)) | -0.178073 | 0.033055 -5.387228 | 0.0000 |
D(TCK) | 0.546253 | 0.037939 14.39811 | 0.0000 |
D(TCK(-1)) | 0.400814 | 0.042144 9.510662 | 0.0000 |
D(TCK(-2)) | 0.094486 | 0.044438 2.126227 | 0.0364 |
V1_NH_TCK | -0.742456 | 0.070427 -10.54220 | 0.0000 |
V2_NH_TCK | -1.268752 | 0.075165 -16.87960 | 0.0000 |
R-squared | 0.909143 | Mean dependent var | -0.109677 |
Adjusted R-squared | 0.902805 | SD dependent var | 0.977434 |
SE of regression | 0.304727 | Akaike info criterion | 0.533483 |
Sum squared residence | 7.985822 | Schwarz criterion | 0.724109 |
Log likelihood | -17.80696 | Hannan-Quinn criter. | 0.610452 |
Durbin-Watson stats | 0.633349 | ||
Wald Test: Equation: Untitled | |||
Test Statistic | Value | df Probability | |
t-statistics | 5.046633 | 86 0.0000 | |
F-statistics | 25.46851 | (1, 86) 0.0000 | |
Chi-square | 25.46851 | 1 0.0000 |
Null Hypothesis: C(6)=C(7) Null Hypothesis Summary: | ||
Normalized Restriction (= 0) | Value | Std. Err. |
C(6) - C(7) | 0.526296 | 0.104287 |
TDH_TCK
Dependent Variable: D(TDH) Method: Least Squares Date: 03/31/16 Time: 23:22 Sample (adjusted): 4 96
Included observations: 93 after adjustments
Variable | Coefficient | Std. Error | t-Statistics | Prob. |
D(TDH(-1)) | -0.008266 | 0.044365 | -0.186311 | 0.8526 |
D(TCK) | 0.321751 | 0.038959 | 8.258667 | 0.0000 |
D(TCK(-1)) | 0.440370 | 0.041614 | 10.5823 | 0.0000 |
D(TCK(-2)) | -0.020323 | 0.044255 | -0.459226 | 0.6472 |
V1_TDH_TCK | -0.733671 | 0.076087 | -9.642588 | 0.0000 |
V2_TDH_TCK | -1.20873 | 0.078152 | -16.38956 | 0.0000 |
R-squared | 0.879117 | Mean dependent var | -0.101075 | |
Adjusted R-squared | 0.872170 | SD dependent var | 0.911823 | |
SE of regression | 0.326007 | Akaike info criterion | 0.658547 | |
Sum squared residence | 9.246430 | Schwarz criterion | 0.821941 | |
Log likelihood | -24.62245 | Hannan-Quinn criter. | 0.724521 | |
Durbin-Watson stats | 0.478671 | |||
Wald Test: Equation: Untitled | |||
Test Statistic | Value | DF | Probability |
t-statistics | 4.998583 | eighty seven | 0.0000 |
F-statistics | 24,98584 | (1, 87) | 0.0000 |
Chi-square | 24,98584 | first | 0.0000 |
Null Hypothesis: C(5)=C(6) Null Hypothesis Summary: | |||
Normalized Restriction (= 0) | Value | Std. Err. | |
C(5) - C(6) | 0.547202 | 0.109471 | |
APPENDIX 08: Deposit interest rate, lending interest rate, refinancing interest rate, rediscount interest rate, basic interest rate 2008-2015.
MONTH | 1M | 6M | 12M | 18M | 24M | SMALL | TDH | TCK | TCV | LSCB |
01/2008 | 5.00 | 6.84 | 7.32 | 7.44 | 7.44 | 10.02 | 12.00 | 4.50 | 7.50 | 8.25 |
02/2008 | 8.64 | 9.12 | 9.84 | 9.96 | 9.96 | 15.00 | 16.80 | 6.00 | 7.50 | 8.75 |
03/2008 | 11.04 | 11.16 | 11.04 | 9.96 | 9.96 | 19.20 | 20.40 | 6.00 | 7.50 | 8.75 |
04/2008 | 12.60 | 12.60 | 13.20 | 12.00 | 12.00 | 15.00 | 16.80 | 6.00 | 7.50 | 8.75 |
05/2008 | 14.00 | 14.00 | 14.00 | 14.00 | 14.00 | 18.00 | 18.00 | 11.00 | 13.00 | 12.00 |
06/2008 | 15.50 | 17.00 | 17.50 | 15.00 | 15.00 | 21.00 | 21.00 | 13.00 | 15.00 | 14.00 |
07/2008 | 17.50 | 17.50 | 17.50 | 17.50 | 17.50 | 21.00 | 21.00 | 13.00 | 15.00 | 14.00 |
08/2008 | 17.50 | 17.50 | 17.50 | 17.50 | 17.50 | 21.00 | 21.00 | 13.00 | 15.00 | 14.00 |
09/2008 | 16.80 | 17.30 | 17.00 | 15.00 | 15.00 | 19.50 | 19.50 | 13.00 | 15.00 | 14.00 |
October 2008 | 16.80 | 17.20 | 16.20 | 12.84 | 12.60 | 18.50 | 19.50 | 12.00 | 14.00 | 13.00 |
11/2008 | 11.00 | 12.50 | 13.50 | 10.92 | 10.80 | 16.00 | 16.50 | 10.00 | 12.00 | 11.00 |
December 2008 | 6.96 | 7.80 | 7.80 | 7.80 | 7.80 | 12.75 | 12.75 | 7.50 | 9.50 | 8.50 |
01/2009 | 6.24 | 7.32 | 7.58 | 7.68 | 7.80 | 10.44 | 10.50 | 7.50 | 9.50 | 8.50 |
02/2009 | 6.60 | 7.32 | 7.56 | 7.68 | 7.80 | 10.44 | 10.50 | 6.00 | 8.00 | 7.00 |
03/2009 | 6.84 | 7.44 | 7.80 | 7.80 | 7.80 | 10.44 | 10.50 | 6.00 | 8.00 | 7.00 |
04/2009 | 6.96 | 7.68 | 8.04 | 8.04 | 8.16 | 10.44 | 10.50 | 5.00 | 7.00 | 7.00 |
05/2009 | 6.96 | 7.68 | 8.04 | 8.04 | 8.16 | 10.44 | 10.50 | 5.00 | 7.00 | 7.00 |
06/2009 | 6.96 | 7.68 | 8.04 | 8.04 | 8.16 | 10.44 | 10.50 | 5.00 | 7.00 | 7.00 |
07/2009 | 7.32 | 8.04 | 8.40 | 8.40 | 8.52 | 10.44 | 10.50 | 5.00 | 7.00 | 7.00 |
08/2009 | 7.44 | 8.28 | 8.52 | 8.52 | 8.64 | 10.44 | 10.50 | 5.00 | 7.00 | 7.00 |
09/2009 | 7.80 | 8.52 | 8.76 | 8.76 | 8.88 | 10.44 | 10.50 | 5.00 | 7.00 | 7.00 |
October 2009 | 8.28 | 8.76 | 9.12 | 9.12 | 9.50 | 10.50 | 10.50 | 5.00 | 7.00 | 7.00 |
11/2009 | 9.60 | 9.90 | 9.96 | 9.96 | 9.96 | 10.50 | 10.50 | 5.00 | 7.00 | 7.00 |
December 2009 | 10.12 | 10.44 | 10.46 | 10.49 | 10.49 | 10.50 | 10.50 | 6.00 | 8.00 | 8.00 |
January 2010 | 10.49 | 10.49 | 10.49 | 10.49 | 10.49 | 10.50 | 10.50 | 6.00 | 8.00 | 8.00 |
02/2010 | 10.49 | 10.49 | 10.49 | 10.49 | 10.49 | 12.00 | 12.00 | 6.00 | 8.00 | 8.00 |
03/2010 | 10.49 | 10.49 | 10.49 | 10.49 | 10.49 | 12.00 | 12.00 | 6.00 | 8.00 | 8.00 |
04/2010 | 10.80 | 11.50 | 11.30 | 11.00 | 11.00 | 13.00 | 14.00 | 6.00 | 8.00 | 8.00 |
05/2010 | 11.00 | 11.50 | 11.50 | 11.50 | 11.00 | 13.92 | 14.50 | 6.00 | 8.00 | 8.00 |
06/2010 | 11.00 | 11.50 | 11.50 | 11.50 | 11.00 | 13.20 | 14.70 | 6.00 | 8.00 | 8.00 |
07/2010 | 11.00 | 11.20 | 11.20 | 10.50 | 10.50 | 13.10 | 14.65 | 6.00 | 8.00 | 8.00 |
08/2010 | 10.80 | 11.00 | 11.00 | 10.50 | 10.50 | 13.10 | 14.65 | 6.00 | 8.00 | 8.00 |
09/2010 | 10.80 | 11.00 | 11.00 | 11.00 | 11.00 | 13.08 | 14.60 | 6.00 | 8.00 | 8.00 |
October 2010 | 11.60 | 12.00 | 11.00 | 11.00 | 11.00 | 13.08 | 14.60 | 6.00 | 8.00 | 8.00 |
11/2010 | 11.60 | 12.00 | 12.00 | 12.00 | 12.00 | 15.25 | 16.80 | 7.00 | 9.00 | 9.00 |
December 2010 | 14.00 | 12.00 | 12.00 | 12.00 | 12.00 | 16.80 | 17.88 | 7.00 | 9.00 | 9.00 |
01/2011 | 14.00 | 12.00 | 12.00 | 12.00 | 12.00 | 16.80 | 17.88 | 7.00 | 9.00 | 9.00 |
02/2011 | 14.00 | 14.00 | 12.00 | 12.00 | 12.00 | 16.80 | 17.88 | 7.00 | 11.00 | 9.00 |
03/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 17.60 | 18.00 | 12.00 | 12.00 | 9.00 |
04/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 18.50 | 19.00 | 12.00 | 13.00 | 9.00 |
05/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 19.50 | 20.00 | 13.00 | 14.00 | 9.00 |
06/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 19.50 | 20.00 | 13.00 | 14.00 | 9.00 |
07/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 19.20 | 19.80 | 13.00 | 14.00 | 9.00 |
08/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 18.00 | 19.00 | 13.00 | 14.00 | 9.00 |
09/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 18.00 | 19.00 | 13.00 | 14.00 | 9.00 |
October 2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 18.00 | 19.00 | 12.00 | 15.00 | 9.00 |
11/2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 17.60 | 18.00 | 12.00 | 15.00 | 9.00 |
December 2011 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 17.00 | 18.00 | 12.00 | 14.00 | 9.00 |
01/2012 | 14.00 | 14.00 | 14.00 | 12.00 | 12.00 | 17.00 | 18.00 | 12.00 | 15.00 | 9.00 |
02/2012 | 14.00 | 14.00 | 14.00 | 14.00 | 14.00 | 17.00 | 17.80 | 12.00 | 15.00 | 9.00 |
03/2012 | 13.00 | 13.00 | 13.00 | 13.00 | 13.00 | 17.00 | 17.80 | 12.00 | 14.00 | 9.00 |
04/2012 | 12.00 | 12.00 | 12.00 | 12.00 | 12.00 | 15.80 | 16.50 | 11.00 | 13.00 | 9.00 |
05/2012 | 11.00 | 11.00 | 11.00 | 10.50 | 10.50 | 13.50 | 15.00 | 10.00 | 12.00 | 9.00 |
06/2012 | 9.00 | 9.00 | 10.50 | 10.00 | 10.00 | 13.50 | 15.00 | 9.00 | 11.00 | 9.00 |
07/2012 | 9.00 | 9.00 | 10.50 | 10.00 | 10.00 | 13.50 | 15.00 | 8.00 | 10.00 | 9.00 |
08/2012 | 9.00 | 9.00 | 9.50 | 9.50 | 9.50 | 13.50 | 15.00 | 8.00 | 10.00 | 9.00 |
09/2012 | 9.00 | 9.00 | 9.20 | 9.20 | 9.20 | 13.00 | 14.50 | 8.00 | 10.00 | 9.00 |
October 2012 | 9.00 | 9.00 | 10.50 | 10.00 | 10.00 | 13.00 | 14.50 | 8.00 | 10.00 | 9.00 |
11/2012 | 9.00 | 9.00 | 10.50 | 10.00 | 10.00 | 13.00 | 14.50 | 8.00 | 10.00 | 9.00 |
12/2012 | 8.00 | 8.00 | 10.50 | 10.00 | 10.00 | 13.00 | 14.50 | 7.00 | 9.00 | 8.00 |
01/2013 | 8.00 | 8.00 | 9.80 | 10.00 | 10.00 | 11.20 | 13.20 | 7.00 | 9.00 | 8.00 |
02/2013 | 8.00 | 8.00 | 9.80 | 10.00 | 10.00 | 11.20 | 13.20 | 7.00 | 9.00 | 8.00 |
03/2013 | 7.50 | 7.50 | 9.50 | 9.50 | 9.50 | 11.20 | 13.20 | 6.00 | 8.00 | 9.00 |
04/2013 | 7.30 | 7.50 | 9.50 | 9.50 | 9.50 | 11.20 | 13.20 | 6.00 | 8.00 | 9.00 |
05/2013 | 6.00 | 7.00 | 8.00 | 7.50 | 7.50 | 10.70 | 12.70 | 5.00 | 7.00 | 9.00 |
06/2013 | 6.00 | 7.00 | 8.00 | 7.50 | 7.50 | 10.70 | 12.70 | 5.00 | 7.00 | 9.00 |
07/2013 | 5.00 | 7.00 | 7.00 | 7.50 | 7.50 | 10.70 | 12.40 | 5.00 | 7.00 | 9.00 |
08/2013 | 5.00 | 7.00 | 7.00 | 7.50 | 7.50 | 10.50 | 12.00 | 5.00 | 7.00 | 9.00 |
09/2013 | 5.00 | 7.00 | 7.00 | 7.50 | 7.50 | 10.50 | 12.00 | 5.00 | 7.00 | 9.00 |
October 2013 | 5.00 | 7.00 | 7.00 | 7.50 | 7.50 | 10.50 | 12.00 | 5.00 | 7.00 | 9.00 |
11/2013 | 5.00 | 7.00 | 7.00 | 7.50 | 7.50 | 10.50 | 12.00 | 5.00 | 7.00 | 9.00 |
December 2013 | 5.00 | 7.00 | 7.00 | 7.50 | 7.50 | 10.50 | 12.00 | 5.00 | 7.00 | 9.00 |
01/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
02/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
03/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
04/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
05/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
06/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
07/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
08/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
09/2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
October 2014 | 6.00 | 7.56 | 8.28 | 8.52 | 8.40 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
11/2014 | 5.00 | 6.84 | 7.32 | 7.44 | 7.44 | 10.02 | 12.00 | 5.00 | 7.00 | 9.00 |
December 2014 | 5.00 | 6.84 | 7.32 | 7.44 | 7.44 | 10.02 | 12.00 | 4.50 | 6.50 | 9.00 |
01/2015 | 4.00 | 5.30 | 6.00 | 6.30 | 6.50 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
02/2015 | 4.00 | 5.30 | 6.00 | 6.30 | 6.50 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
03/2015 | 4.00 | 5.30 | 6.00 | 6.20 | 6.30 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
04/2015 | 4.00 | 5.30 | 6.00 | 6.20 | 6.30 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
05/2015 | 4.00 | 5.30 | 6.00 | 6.20 | 6.30 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
06/2015 | 4.00 | 5.50 | 6.00 | 6.50 | 6.80 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
07/2015 | 4.00 | 5.50 | 6.00 | 6.50 | 6.80 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
08/2015 | 4.00 | 5.50 | 6.00 | 6.50 | 6.80 | 10.00 | 11.00 | 4.50 | 6.50 | 9.00 |
09/2015 | 4.00 | 5.50 | 6.00 | 6.50 | 6.80 | 9.00 | 11.00 | 4.50 | 6.50 | 9.00 |
October 2015 | 4.00 | 5.50 | 6.00 | 6.50 | 6.80 | 9.00 | 11.00 | 4.50 | 6.50 | 9.00 |
11/2015 | 4.00 | 5.50 | 6.00 | 6.50 | 6.80 | 9.00 | 11.00 | 4.50 | 6.50 | 9.00 |
December 2015 | 4.00 | 5.50 | 6.00 | 6.50 | 6.80 | 9.00 | 11.00 | 4.50 | 6.50 | 9.00 |