Ref VaR =

Gains/Pertes Gains/pertes triés (N°ligne/Nbre total de

N° Date Trade Close lignes)
1 5/20/2014 4464.20 -5.56 -140.41 0.20%
2 5/19/2014 4469.76 13.48 -119.49 0.40%
3 5/16/2014 4456.28 11.35 -117.21 0.60%
4 5/15/2014 4444.93 -56.11 -113.62 0.80%
5 5/14/2014 4501.04 -3.98 -113.37 1.00%
6 5/13/2014 4505.02 11.37 -99.41 1.20%
7 5/12/2014 4493.65 16.37 -98.97 1.40%
8 5/9/2014 4477.28 -29.96 -98.4 1.60%
9 5/8/2014 4507.24 60.8 -92.36 1.80%
10 5/7/2014 4446.44 18.37 -89.1 2.00%
11 5/6/2014 4428.07 -34.62 -86.56 2.20%
12 5/5/2014 4462.69 4.52 -85.08 2.40%
13 5/2/2014 4458.17 -29.22 -84.5 2.60%
14 4/30/2014 4487.39 -10.29 -83.96 2.80%
15 4/29/2014 4497.68 37.15 -76.75 3.00%
16 4/28/2014 4460.53 16.9 -76.44 3.20%
17 4/25/2014 4443.63 -35.91 -73.39 3.40%
18 4/24/2014 4479.54 28.46 -69.75 3.60%
19 4/23/2014 4451.08 -33.13 -69.26 3.80%
20 4/22/2014 4484.21 52.4 -69.07 4.00%
21 4/17/2014 4431.81 26.15 -68.67 4.20%
22 4/16/2014 4405.66 60.31 -62.68 4.40%
23 4/15/2014 4345.35 -39.21 -62.41 4.60%
24 4/14/2014 4384.56 18.7 -60.57 4.80%
25 4/11/2014 4365.86 -47.63 -58.94 5.00%
26 4/10/2014 4413.49 -29.19 -57.97 5.20%
27 4/9/2014 4442.68 17.85 -56.11 5.40%
28 4/8/2014 4424.83 -11.25 -55.75 5.60%
29 4/7/2014 4436.08 -48.47 -55.46 5.80%
30 4/4/2014 4484.55 35.22 -55.05 6.00%
31 4/3/2014 4449.33 18.47 -54.71 6.20%
32 4/2/2014 4430.86 4.14 -54.67 6.40%
33 4/1/2014 4426.72 35.22 -54.01 6.60%
34 3/31/2014 4391.5 -19.76 -53.8 6.80%
35 3/28/2014 4411.26 32.2 -52.57 7.00%
36 3/27/2014 4379.06 -6.09 -51.8 7.20%
37 3/26/2014 4385.15 41.03 -51.63 7.40%
38 3/25/2014 4344.12 67.78 -51.24 7.60%
39 3/24/2014 4276.34 -58.94 -50.62 7.80%
40 3/21/2014 4335.28 7.37 -50.51 8.00%
41 3/20/2014 4327.91 19.85 -50.41 8.20%
42 3/19/2014 4308.06 -5.2 -49.72 8.40%
43 3/18/2014 4313.26 41.3 -48.61 8.60%
44 3/17/2014 4271.96 55.59 -48.47 8.80%
45 3/14/2014 4216.37 -34.14 -48.39 9.00%
46 3/13/2014 4250.51 -55.75 -47.72 9.20%
47 3/12/2014 4306.26 -43.46 -47.63 9.40%
48 3/11/2014 4349.72 -21.12 -46.36 9.60%
49 3/10/2014 4370.84 4.42 -44.02 9.80%
 50 3/7/2014 4366.42 -50.62 -43.96 10.00%
51 3/6/2014 4417.04 25.79 -43.46 10.20%
52 3/5/2014 4391.25 -4.65 -43.33 10.40%
53 3/4/2014 4395.9 105.03 -42.96 10.60%
54 3/3/2014 4290.87 -117.21 -42.31 10.80%
55 2/28/2014 4408.08 11.69 -41.85 11.00%
56 2/27/2014 4396.39 -0.52 -41.7 11.20%
57 2/26/2014 4396.91 -17.64 -41 11.40%
58 2/25/2014 4414.55 -4.58 -40.89 11.60%
59 2/24/2014 4419.13 38.07 -40.88 11.80%
60 2/21/2014 4381.06 25.57 -40.56 12.00%
61 2/20/2014 4355.49 14.39 -39.91 12.20%
62 2/19/2014 4341.1 10.39 -39.21 12.40%
63 2/18/2014 4330.71 -4.46 -38.44 12.60%
64 2/17/2014 4335.17 -4.97 -38.39 12.80%
65 2/14/2014 4340.14 27.34 -38.16 13.00%
66 2/13/2014 4312.8 7.3 -37 13.20%
67 2/12/2014 4305.5 22.18 -35.91 13.40%
68 2/11/2014 4283.32 46.19 -35.82 13.60%
69 2/10/2014 4237.13 8.95 -35.25 13.80%
70 2/7/2014 4228.18 40.08 -34.78 14.00%
71 2/6/2014 4188.1 70.31 -34.77 14.20%
72 2/5/2014 4117.79 0.34 -34.62 14.40%
73 2/4/2014 4117.45 9.7 -34.14 14.60%
74 2/3/2014 4107.75 -57.97 -33.5 14.80%
75 1/31/2014 4165.72 -14.3 -33.13 15.00%
76 1/30/2014 4180.02 23.04 -32.92 15.20%
77 1/29/2014 4156.98 -28.31 -32.05 15.40%
78 1/28/2014 4185.29 40.73 -31.94 15.60%
79 1/27/2014 4144.56 -16.91 -31.58 15.80%
80 1/24/2014 4161.47 -119.49 -31.28 16.00%
81 1/23/2014 4280.96 -44.02 -30.62 16.20%
82 1/22/2014 4324.98 1.11 -30.58 16.40%
83 1/21/2014 4323.87 1.01 -30.42 16.60%
84 1/20/2014 4322.86 -4.64 -30.18 16.80%
85 1/17/2014 4327.5 8.23 -30.17 17.00%
86 1/16/2014 4319.27 -12.8 -29.96 17.20%
87 1/15/2014 4332.07 57.87 -29.22 17.40%
88 1/14/2014 4274.2 10.93 -29.19 17.60%
89 1/13/2014 4263.27 12.67 -29.09 17.80%
90 1/10/2014 4250.6 25.46 -29.05 18.00%
91 1/9/2014 4225.14 -35.82 -28.93 18.20%
92 1/8/2014 4260.96 -1.72 -28.8 18.40%
93 1/7/2014 4262.68 35.14 -28.31 18.60%
94 1/6/2014 4227.54 -20.11 -27.92 18.80%
95 1/3/2014 4247.65 20.37 -27.89 19.00%
96 1/2/2014 4227.28 -68.67 -27.86 19.20%
97 12/31/2013 4295.95 20.24 -27.7 19.40%
98 12/30/2013 4275.71 -1.94 -27.55 19.60%
99 12/27/2013 4277.65 59.24 -27.55 19.80%
100 12/24/2013 4218.41 3.12 -26.85 20.00%
101 12/23/2013 4215.29 21.52 -26.7 20.20%
102 12/20/2013 4193.77 16.74 -26.36 20.40%
103 12/19/2013 4177.03 67.52 -26.2 20.60%
104 12/18/2013 4109.51 40.87 -25.94 20.80%
105 12/17/2013 4068.64 -51.24 -25.38 21.00%
106 12/16/2013 4119.88 60.17 -24.91 21.20%
107 12/13/2013 4059.71 -9.41 -24.69 21.40%
108 12/12/2013 4069.12 -17.74 -24.64 21.60%
109 12/11/2013 4086.86 -4.28 -24.4 21.80%
110 12/10/2013 4091.14 -42.96 -23.92 22.00%
111 12/9/2013 4134.1 4.73 -23.84 22.20%
112 12/6/2013 4129.37 29.46 -23.75 22.40%
113 12/5/2013 4099.91 -48.61 -23.32 22.60%
114 12/4/2013 4148.52 -23.92 -23.28 22.80%
115 12/3/2013 4172.44 -113.37 -23.09 23.00%
116 12/2/2013 4285.81 -9.4 -22.07 23.20%
117 11/29/2013 4295.21 -7.21 -22.02 23.40%
118 11/28/2013 4302.42 9.36 -21.9 23.60%
119 11/27/2013 4293.06 15.49 -21.43 23.80%
120 11/26/2013 4277.57 -24.4 -21.31 24.00%
121 11/25/2013 4301.97 23.44 -21.21 24.20%
122 11/22/2013 4278.53 24.63 -21.12 24.40%
123 11/21/2013 4253.9 -14.47 -21.09 24.60%
124 11/20/2013 4268.37 -3.92 -21 24.80%
125 11/19/2013 4272.29 -48.39 -20.75 25.00%
126 11/18/2013 4320.68 28.45 -20.7 25.20%
127 11/15/2013 4292.23 8.32 -20.55 25.40%
128 11/14/2013 4283.91 43.97 -20.3 25.60%
129 11/13/2013 4239.94 -23.84 -20.11 25.80%
130 11/12/2013 4263.78 -26.36 -19.76 26.00%
131 11/11/2013 4290.14 29.7 -19.47 26.20%
132 11/8/2013 4260.44 -20.55 -18.82 26.40%
133 11/7/2013 4280.99 -5.94 -18.56 26.60%
134 11/6/2013 4286.93 33.59 -18.16 26.80%
135 11/5/2013 4253.34 -35.25 -17.74 27.00%
136 11/4/2013 4288.59 15.4 -17.66 27.20%
137 11/1/2013 4273.19 -26.7 -17.64 27.40%
138 10/31/2013 4299.89 25.78 -17.62 27.60%
139 10/30/2013 4274.11 -3.98 -17.4 27.80%
140 10/29/2013 4278.09 26.48 -16.91 28.00%
141 10/28/2013 4251.61 -20.7 -16.91 28.20%
142 10/25/2013 4272.31 -3.38 -16.87 28.40%
143 10/24/2013 4275.69 15.03 -16.86 28.60%
144 10/23/2013 4260.66 -34.77 -16.83 28.80%
145 10/22/2013 4295.43 18.51 -15.02 29.00%
146 10/21/2013 4276.92 -9.11 -14.96 29.20%
147 10/18/2013 4286.03 46.39 -14.84 29.40%
148 10/17/2013 4239.64 -4.08 -14.47 29.60%
149 10/16/2013 4243.72 -12.3 -14.33 29.80%
150 10/15/2013 4256.02 33.06 -14.3 30.00%
151 10/14/2013 4222.96 2.98 -13.89 30.20%
152 10/11/2013 4219.98 1.87 -13.84 30.40%
153 10/10/2013 4218.11 91.06 -13.43 30.60%
154 10/9/2013 4127.05 -6.48 -13 30.80%
155 10/8/2013 4133.53 -32.05 -12.8 31.00%
156 10/7/2013 4165.58 1.33 -12.76 31.20%
157 10/4/2013 4164.25 36.27 -12.48 31.40%
158 10/3/2013 4127.98 -30.18 -12.3 31.60%
159 10/2/2013 4158.16 -38.44 -12.3 31.80%
160 10/1/2013 4196.6 53.16 -11.99 32.00%
161 9/30/2013 4143.44 -43.33 -11.93 32.20%
162 9/27/2013 4186.77 0.05 -11.92 32.40%
163 9/26/2013 4186.72 -8.63 -11.6 32.60%
164 9/25/2013 4195.35 -0.26 -11.44 32.80%
165 9/24/2013 4195.61 23.53 -11.25 33.00%
166 9/23/2013 4172.08 -31.58 -10.9 33.20%
167 9/20/2013 4203.66 -2.38 -10.36 33.40%
168 9/19/2013 4206.04 35.64 -10.29 33.60%
169 9/18/2013 4170.4 24.89 -9.41 33.80%
170 9/17/2013 4145.51 -6.71 -9.4 34.00%
171 9/16/2013 4152.22 37.72 -9.23 34.20%
172 9/13/2013 4114.5 7.87 -9.21 34.40%
173 9/12/2013 4106.63 -12.48 -9.11 34.60%
174 9/11/2013 4119.11 2.47 -8.93 34.80%
175 9/10/2013 4116.64 76.31 -8.93 35.00%
176 9/9/2013 4040.33 -8.86 -8.86 35.20%
177 9/6/2013 4049.19 42.39 -8.79 35.40%
178 9/5/2013 4006.8 26.38 -8.63 35.60%
179 9/4/2013 3980.42 6.35 -8.63 35.80%
180 9/3/2013 3974.07 -31.94 -8.27 36.00%
181 9/2/2013 4006.01 72.23 -8.23 36.20%
182 8/30/2013 3933.78 -52.57 -8.21 36.40%
183 8/29/2013 3986.35 25.89 -7.8 36.60%
184 8/28/2013 3960.46 -8.27 -7.21 36.80%
185 8/27/2013 3968.73 -98.4 -6.73 37.00%
186 8/26/2013 4067.13 -2.34 -6.71 37.20%
187 8/23/2013 4069.47 10.35 -6.48 37.40%
188 8/22/2013 4059.12 44.03 -6.09 37.60%
189 8/21/2013 4015.09 -13.84 -5.94 37.80%
190 8/20/2013 4028.93 -55.05 -5.91 38.00%
191 8/19/2013 4083.98 -39.91 -5.56 38.20%
192 8/16/2013 4123.89 30.69 -5.33 38.40%
193 8/15/2013 4093.2 -21 -5.2 38.60%
194 8/14/2013 4114.2 21.7 -5.18 38.80%
195 8/13/2013 4092.5 20.82 -4.97 39.00%
196 8/12/2013 4071.68 -4.87 -4.87 39.20%
197 8/9/2013 4076.55 12.23 -4.82 39.40%
198 8/8/2013 4064.32 25.83 -4.65 39.60%
199 8/7/2013 4038.49 5.92 -4.64 39.80%
200 8/6/2013 4032.57 -17.4 -4.58 40.00%
201 8/5/2013 4049.97 4.32 -4.56 40.20%
202 8/2/2013 4045.65 2.92 -4.46 40.40%
203 8/1/2013 4042.73 50.04 -4.28 40.60%
204 7/31/2013 3992.69 6.08 -4.08 40.80%
205 7/30/2013 3986.61 17.7 -3.98 41.00%
206 7/29/2013 3968.91 0.07 -3.98 41.20%
207 7/26/2013 3968.84 12.82 -3.93 41.40%
208 7/25/2013 3956.02 -6.73 -3.92 41.60%
209 7/24/2013 3962.75 39.66 -3.88 41.80%
210 7/23/2013 3923.09 -16.83 -3.53 42.00%
211 7/22/2013 3939.92 14.6 -3.45 42.20%
212 7/19/2013 3925.32 -2.47 -3.38 42.40%
213 7/18/2013 3927.79 55.77 -3.16 42.60%
214 7/17/2013 3872.02 20.99 -3.11 42.80%
215 7/16/2013 3851.03 -27.55 -3.03 43.00%
216 7/15/2013 3878.58 23.49 -2.93 43.20%
217 7/12/2013 3855.09 -13.89 -2.53 43.40%
218 7/11/2013 3868.98 28.45 -2.47 43.60%
219 7/10/2013 3840.53 -3.03 -2.47 43.80%
220 7/9/2013 3843.56 19.73 -2.38 44.00%
221 7/8/2013 3823.83 69.98 -2.34 44.20%
222 7/5/2013 3753.85 -55.46 -1.94 44.40%
223 7/4/2013 3809.31 107.3 -1.91 44.60%
224 7/3/2013 3702.01 -40.56 -1.72 44.80%
225 7/2/2013 3742.57 -24.91 -1.07 45.00%
226 7/1/2013 3767.48 28.57 -0.91 45.20%
227 6/28/2013 3738.91 -23.28 -0.52 45.40%
228 6/27/2013 3762.19 36.15 -0.26 45.60%
229 6/26/2013 3726.04 76.22 0.05 45.80%
230 6/25/2013 3649.82 54.19 0.07 46.00%
231 6/24/2013 3595.63 -62.41 0.13 46.20%
232 6/21/2013 3658.04 -40.89 0.15 46.40%
233 6/20/2013 3698.93 -140.41 0.17 46.60%
234 6/19/2013 3839.34 -21.21 0.34 46.80%
235 6/18/2013 3860.55 -3.11 0.51 47.00%
236 6/17/2013 3863.66 58.5 0.65 47.20%
237 6/14/2013 3805.16 7.18 1.01 47.40%
238 6/13/2013 3797.98 4.28 1.08 47.60%
239 6/12/2013 3793.7 -16.86 1.11 47.80%
240 6/11/2013 3810.56 -53.8 1.19 48.00%
241 6/10/2013 3864.36 -8.23 1.24 48.20%
242 6/7/2013 3872.59 58.31 1.33 48.40%
243 6/6/2013 3814.28 -38.16 1.87 48.60%
244 6/5/2013 3852.44 -73.39 2.01 48.80%
245 6/4/2013 3925.83 5.16 2.14 49.00%
246 6/3/2013 3920.67 -27.92 2.23 49.20%
247 5/31/2013 3948.59 -47.72 2.41 49.40%
248 5/30/2013 3996.31 22.19 2.47 49.60%
249 5/29/2013 3974.12 -76.44 2.73 49.80%
250 5/28/2013 4050.56 55.4 2.9 50.00%
251 5/27/2013 3995.16 38.37 2.92 50.20%
252 5/24/2013 3956.79 -10.36 2.98 50.40%
253 5/23/2013 3967.15 -83.96 3.12 50.60%
254 5/22/2013 4051.11 14.93 3.3 50.80%
255 5/21/2013 4036.18 13.33 3.7 51.00%
256 5/20/2013 4022.85 21.58 3.94 51.20%
257 5/17/2013 4001.27 22.2 3.96 51.40%
258 5/16/2013 3979.07 -3.16 4.14 51.60%
259 5/15/2013 3982.23 16.17 4.15 51.80%
260 5/14/2013 3966.06 20.86 4.28 52.00%
261 5/13/2013 3945.2 -8.63 4.32 52.20%
262 5/10/2013 3953.83 25.25 4.42 52.40%
263 5/9/2013 3928.58 -27.7 4.52 52.60%
264 5/8/2013 3956.28 34.96 4.73 52.80%
265 5/7/2013 3921.32 14.28 4.93 53.00%
266 5/6/2013 3907.04 -5.91 5.16 53.20%
267 5/3/2013 3912.95 54.19 5.92 53.40%
268 5/2/2013 3858.76 2.01 6.08 53.60%
269 4/30/2013 3856.75 -11.93 6.35 53.80%
270 4/29/2013 3868.68 58.63 6.49 54.00%
271 4/26/2013 3810.05 -30.42 6.49 54.20%
272 4/25/2013 3840.47 -2.47 6.67 54.40%
273 4/24/2013 3842.94 59.89 6.75 54.60%
274 4/23/2013 3783.05 130.92 7.06 54.80%
275 4/22/2013 3652.13 0.17 7.18 55.00%
276 4/19/2013 3651.96 52.6 7.3 55.20%
277 4/18/2013 3599.36 0.13 7.37 55.40%
278 4/17/2013 3599.23 -86.56 7.68 55.60%
279 4/16/2013 3685.79 -24.69 7.87 55.80%
280 4/15/2013 3710.48 -18.82 7.89 56.00%
281 4/12/2013 3729.3 -46.36 8.23 56.20%
282 4/11/2013 3775.66 31.95 8.32 56.40%
283 4/10/2013 3743.71 72.99 8.6 56.60%
284 4/9/2013 3670.72 3.94 8.85 56.80%
285 4/8/2013 3666.78 3.3 8.95 57.00%
286 4/5/2013 3663.48 -62.68 9.17 57.20%
287 4/4/2013 3726.16 -28.8 9.31 57.40%
288 4/3/2013 3754.96 -50.41 9.36 57.60%
289 4/2/2013 3805.37 73.95 9.7 57.80%
290 3/28/2013 3731.42 19.78 9.85 58.00%
291 3/27/2013 3711.64 -37 10.02 58.20%
292 3/26/2013 3748.64 20.66 10.35 58.40%
293 3/25/2013 3727.98 -42.31 10.39 58.60%
294 3/22/2013 3770.29 -4.56 10.53 58.80%
295 3/21/2013 3774.85 -54.71 10.93 59.00%
296 3/20/2013 3829.56 53.81 11.14 59.20%
297 3/19/2013 3775.75 -49.72 11.15 59.40%
298 3/18/2013 3825.47 -18.56 11.35 59.60%
299 3/15/2013 3844.03 -27.55 11.37 59.80%
300 3/14/2013 3871.58 35.54 11.57 60.00%
301 3/13/2013 3836.04 -3.93 11.69 60.20%
302 3/12/2013 3839.97 3.7 11.95 60.40%
303 3/11/2013 3836.27 -3.88 12.23 60.60%
304 3/8/2013 3840.15 46.37 12.67 60.80%
305 3/7/2013 3793.78 20.02 12.72 61.00%
306 3/6/2013 3773.76 -13.43 12.82 61.20%
307 3/5/2013 3787.19 77.43 13.06 61.40%
308 3/4/2013 3709.76 9.85 13.33 61.60%
309 3/1/2013 3699.91 -23.09 13.48 61.80%
310 2/28/2013 3723 31.51 13.89 62.00%
311 2/27/2013 3691.49 69.57 14.28 62.20%
312 2/26/2013 3621.92 -99.41 14.39 62.40%
313 2/25/2013 3721.33 15.05 14.6 62.60%
314 2/22/2013 3706.28 81.48 14.93 62.80%
315 2/21/2013 3624.8 -85.08 15.03 63.00%
316 2/20/2013 3709.88 -25.94 15.05 63.20%
317 2/19/2013 3735.82 68.78 15.3 63.40%
318 2/18/2013 3667.04 6.67 15.4 63.60%
319 2/15/2013 3660.37 -9.23 15.49 63.80%
320 2/14/2013 3669.6 -28.93 15.89 64.00%
321 2/13/2013 3698.53 11.95 15.96 64.20%
322 2/12/2013 3686.58 36 16.17 64.40%
323 2/11/2013 3650.58 1.08 16.37 64.60%
324 2/8/2013 3649.5 48.45 16.59 64.80%
325 2/7/2013 3601.05 -41.85 16.74 65.00%
326 2/6/2013 3642.9 -51.8 16.9 65.20%
327 2/5/2013 3694.7 34.79 17.06 65.40%
328 2/4/2013 3659.91 -113.62 17.7 65.60%
329 2/1/2013 3773.53 40.93 17.85 65.80%
330 1/31/2013 3732.6 -32.92 18.37 66.00%
331 1/30/2013 3765.52 -20.3 18.45 66.20%
332 1/29/2013 3785.82 4.93 18.47 66.40%
333 1/28/2013 3780.89 2.73 18.51 66.60%
334 1/25/2013 3778.16 25.99 18.61 66.80%
335 1/24/2013 3752.17 26 18.7 67.00%
336 1/23/2013 3726.17 -14.84 18.95 67.20%
337 1/22/2013 3741.01 -22.02 19.13 67.40%
338 1/21/2013 3763.03 21.45 19.73 67.60%
339 1/18/2013 3741.58 -2.53 19.78 67.80%
340 1/17/2013 3744.11 35.62 19.85 68.00%
341 1/16/2013 3708.49 11.14 19.99 68.20%
342 1/15/2013 3697.35 -10.9 20.02 68.40%
343 1/14/2013 3708.25 2.23 20.24 68.60%
344 1/11/2013 3706.02 2.9 20.37 68.80%
345 1/10/2013 3703.12 -14.33 20.66 69.00%
346 1/9/2013 3717.45 11.57 20.8 69.20%
347 1/8/2013 3705.88 1.24 20.82 69.40%
348 1/7/2013 3704.64 -25.38 20.82 69.60%
349 1/4/2013 3730.02 8.85 20.86 69.80%
350 1/3/2013 3721.17 -12.76 20.86 70.00%
351 1/2/2013 3733.93 92.86 20.99 70.20%
352 12/31/2012 3641.07 20.82 21.45 70.40%
353 12/28/2012 3620.25 -54.01 21.52 70.60%
354 12/27/2012 3674.26 21.65 21.58 70.80%
355 12/24/2012 3652.61 -8.79 21.65 71.00%
356 12/21/2012 3661.4 -5.33 21.7 71.20%
357 12/20/2012 3666.73 2.14 22.18 71.40%
358 12/19/2012 3664.59 15.96 22.19 71.60%
359 12/18/2012 3648.63 10.53 22.2 71.80%
360 12/17/2012 3638.1 -5.18 22.48 72.00%
361 12/14/2012 3643.28 0.15 23.04 72.20%
362 12/13/2012 3643.13 -3.53 23.44 72.40%
363 12/12/2012 3646.66 0.51 23.49 72.60%
364 12/11/2012 3646.15 34.05 23.53 72.80%
365 12/10/2012 3612.1 6.49 23.56 73.00%
366 12/7/2012 3605.61 3.96 23.86 73.20%
367 12/6/2012 3601.65 11.15 24.48 73.40%
368 12/5/2012 3590.5 10.02 24.63 73.60%
369 12/4/2012 3580.48 13.89 24.89 73.80%
370 12/3/2012 3566.59 9.31 25.25 74.00%
371 11/30/2012 3557.28 -11.6 25.46 74.20%
372 11/29/2012 3568.88 53.69 25.57 74.40%
373 11/28/2012 3515.19 13.06 25.78 74.60%
374 11/27/2012 3502.13 1.19 25.79 74.80%
375 11/26/2012 3500.94 -27.86 25.83 75.00%
376 11/23/2012 3528.8 30.58 25.89 75.20%
377 11/22/2012 3498.22 20.86 25.99 75.40%
378 11/21/2012 3477.36 15.3 26 75.60%
379 11/20/2012 3462.06 22.48 26.15 75.80%
380 11/19/2012 3439.58 98.06 26.38 76.00%
381 11/16/2012 3341.52 -40.88 26.48 76.20%
382 11/15/2012 3382.4 -17.62 26.56 76.40%
383 11/14/2012 3400.02 -30.58 27.34 76.60%
384 11/13/2012 3430.6 18.95 27.37 76.80%
385 11/12/2012 3411.65 -11.92 28.24 77.00%
386 11/9/2012 3423.57 15.89 28.45 77.20%
387 11/8/2012 3407.68 -1.91 28.45 77.40%
388 11/7/2012 3409.59 -69.07 28.46 77.60%
389 11/6/2012 3478.66 30.16 28.57 77.80%
390 11/5/2012 3448.5 -43.96 29.46 78.00%
391 11/2/2012 3492.46 17.06 29.62 78.20%
392 11/1/2012 3475.4 46.13 29.7 78.40%
393 10/31/2012 3429.27 -30.17 29.9 78.60%
394 10/30/2012 3459.44 50.55 30.16 78.80%
395 10/29/2012 3408.89 -26.2 30.58 79.00%
396 10/26/2012 3435.09 23.56 30.69 79.20%
397 10/25/2012 3411.53 -14.96 31 79.40%
398 10/24/2012 3426.49 19.99 31.2 79.60%
399 10/23/2012 3406.5 -76.75 31.25 79.80%
400 10/22/2012 3483.25 -21.31 31.29 80.00%
401 10/19/2012 3504.56 -30.62 31.51 80.20%
402 10/18/2012 3535.18 7.68 31.61 80.40%
403 10/17/2012 3527.5 26.56 31.95 80.60%
404 10/16/2012 3500.94 80.66 32.2 80.80%
405 10/15/2012 3420.28 31.2 32.7 81.00%
406 10/12/2012 3389.08 -24.64 33.06 81.20%
407 10/11/2012 3413.72 47.85 33.59 81.40%
408 10/10/2012 3365.87 -16.91 33.96 81.60%
409 10/9/2012 3382.78 -23.75 34.05 81.80%
410 10/8/2012 3406.53 -50.51 34.79 82.00%
411 10/5/2012 3457.04 55.84 34.96 82.20%
412 10/4/2012 3401.2 -4.82 35.14 82.40%
413 10/3/2012 3406.02 -8.21 35.22 82.60%
414 10/2/2012 3414.23 -20.75 35.22 82.80%
415 10/1/2012 3434.98 80.16 35.54 83.00%
416 9/28/2012 3354.82 -84.5 35.62 83.20%
417 9/27/2012 3439.32 24.48 35.64 83.40%
418 9/26/2012 3414.84 -98.97 36 83.60%
419 9/25/2012 3513.81 16.59 36.15 83.80%
420 9/24/2012 3497.22 -33.5 36.27 84.00%
421 9/21/2012 3530.72 20.8 37.15 84.20%
422 9/20/2012 3509.92 -21.9 37.72 84.40%
423 9/19/2012 3531.82 19.13 38.07 84.60%
424 9/18/2012 3512.69 -41 38.37 84.80%
425 9/17/2012 3553.69 -27.89 39.66 85.00%
426 9/14/2012 3581.58 79.49 40.08 85.20%
427 9/13/2012 3502.09 -41.7 40.52 85.40%
428 9/12/2012 3543.79 6.49 40.64 85.60%
429 9/11/2012 3537.3 31.25 40.73 85.80%
430 9/10/2012 3506.05 -13 40.87 86.00%
431 9/7/2012 3519.05 9.17 40.93 86.20%
432 9/6/2012 3509.88 104.09 41.03 86.40%
433 9/5/2012 3405.79 6.75 41.3 86.60%
434 9/4/2012 3399.04 -54.67 42.39 86.80%
435 9/3/2012 3453.71 40.64 43.55 87.00%
436 8/31/2012 3413.07 33.96 43.97 87.20%
437 8/30/2012 3379.11 -34.78 44.03 87.40%
438 8/29/2012 3413.89 -17.66 45.63 87.60%
439 8/28/2012 3431.55 -31.28 46.13 87.80%
440 8/27/2012 3462.83 29.62 46.19 88.00%
441 8/24/2012 3433.21 0.65 46.37 88.20%
442 8/23/2012 3432.56 -29.09 46.39 88.40%
443 8/22/2012 3461.65 -51.63 47.85 88.60%
444 8/21/2012 3513.28 32.7 48.45 88.80%
445 8/20/2012 3480.58 -7.8 50.04 89.00%
446 8/17/2012 3488.38 7.89 50.41 89.20%
447 8/16/2012 3480.49 31.29 50.55 89.40%
448 8/15/2012 3449.2 -1.07 51.72 89.60%
449 8/14/2012 3450.27 23.86 51.73 89.80%
450 8/13/2012 3426.41 -9.21 52.4 90.00%
451 8/10/2012 3435.62 -21.09 52.6 90.20%
452 8/9/2012 3456.71 18.45 53.16 90.40%
453 8/8/2012 3438.26 -15.02 53.69 90.60%
454 8/7/2012 3453.28 51.72 53.81 90.80%
455 8/6/2012 3401.56 27.37 54.19 91.00%
456 8/3/2012 3374.19 141.73 54.19 91.20%
457 8/2/2012 3232.46 -89.1 55.17 91.40%
458 8/1/2012 3321.56 29.9 55.4 91.60%
459 7/31/2012 3291.66 -29.05 55.59 91.80%
460 7/30/2012 3320.71 40.52 55.77 92.00%
461 7/27/2012 3280.19 73.07 55.84 92.20%
462 7/26/2012 3207.12 125.38 57.87 92.40%
463 7/25/2012 3081.74 7.06 58.31 92.60%
464 7/24/2012 3074.68 -26.85 58.43 92.80%
465 7/23/2012 3101.53 -92.36 58.5 93.00%
466 7/20/2012 3193.89 -69.75 58.63 93.20%
467 7/19/2012 3263.64 28.24 59.24 93.40%
468 7/18/2012 3235.4 58.43 59.89 93.60%
469 7/17/2012 3176.97 -2.93 60.17 93.80%
470 7/16/2012 3179.9 -0.91 60.31 94.00%
471 7/13/2012 3180.81 45.63 60.8 94.20%
472 7/12/2012 3135.18 -22.07 67.52 94.40%
473 7/11/2012 3157.25 -18.16 67.78 94.60%
474 7/10/2012 3175.41 18.61 68.78 94.80%
475 7/9/2012 3156.8 -11.99 69.57 95.00%
476 7/6/2012 3168.79 -60.57 69.98 95.20%
477 7/5/2012 3229.36 -38.39 70.31 95.40%
478 7/4/2012 3267.75 -3.45 72.23 95.60%
479 7/3/2012 3271.2 31 72.34 95.80%
480 7/2/2012 3240.2 43.55 72.99 96.00%
481 6/29/2012 3196.65 144.97 73.07 96.20%
482 6/28/2012 3051.68 -11.44 73.95 96.40%
483 6/27/2012 3063.12 50.41 76.22 96.60%
484 6/26/2012 3012.71 -8.93 76.31 96.80%
485 6/25/2012 3021.64 -69.26 77.43 97.00%
486 6/22/2012 3090.9 -23.32 79.49 97.20%
487 6/21/2012 3114.22 -12.3 80.16 97.40%
488 6/20/2012 3126.52 8.6 80.66 97.60%
489 6/19/2012 3117.92 51.73 81.48 97.80%
490 6/18/2012 3066.19 -21.43 91.06 98.00%
491 6/15/2012 3087.62 55.17 92.86 98.20%
492 6/14/2012 3032.45 2.41 98.06 98.40%
493 6/13/2012 3030.04 -16.87 104.09 98.60%
494 6/12/2012 3046.91 4.15 105.03 98.80%
495 6/11/2012 3042.76 -8.93 107.3 99.00%
496 6/8/2012 3051.69 -19.47 125.38 99.20%
497 6/7/2012 3071.16 12.72 130.92 99.40%
498 6/6/2012 3058.44 72.34 141.73 99.60%
499 6/5/2012 2986.1 31.61 144.97 99.80%
500 6/4/2012 2954.49 2954.49 2954.49 100.00%
 Var à x% =
(100-Ref VaR) VaR à 10 jours
99.80%
99.60%
99.40%
99.20%
99.00% -358.5074183333
98.80%
98.60%
98.40%
98.20%
98.00%
97.80%
97.60%
97.40%
97.20%
97.00% -242.7048104179
96.80%
96.60%
96.40%
96.20%
96.00%
95.80%
95.60%
95.40%
95.20%
95.00%
94.80%
94.60%
94.40%
94.20%
94.00%
93.80%
93.60%
93.40%
93.20%
93.00%
92.80%
92.60%
92.40%
92.20%
92.00%
91.80%
91.60%
91.40%
91.20%
91.00%
90.80%
90.60%
90.40%
90.20%
90.00%
89.80%
89.60%
89.40%
89.20%
89.00%
88.80%
88.60%
88.40%
88.20%
88.00%
87.80%
87.60%
87.40%
87.20%
87.00%
86.80%
86.60%
86.40%
86.20%
86.00%
85.80%
85.60%
85.40%
85.20%
85.00%
84.80%
84.60%
84.40%
84.20%
84.00%
83.80%
83.60%
83.40%
83.20%
83.00%
82.80%
82.60%
82.40%
82.20%
82.00%
81.80%
81.60%
81.40%
81.20%
81.00%
80.80%
80.60%
80.40%
80.20%
80.00%
79.80%
79.60%
79.40%
79.20%
79.00%
78.80%
78.60%
78.40%
78.20%
78.00%
77.80%
77.60%
77.40%
77.20%
77.00%
76.80%
76.60%
76.40%
76.20%
76.00%
75.80%
75.60%
75.40%
75.20%
75.00%
74.80%
74.60%
74.40%
74.20%
74.00%
73.80%
73.60%
73.40%
73.20%
73.00%
72.80%
72.60%
72.40%
72.20%
72.00%
71.80%
71.60%
71.40%
71.20%
71.00%
70.80%
70.60%
70.40%
70.20%
70.00%
69.80%
69.60%
69.40%
69.20%
69.00%
68.80%
68.60%
68.40%
68.20%
68.00%
67.80%
67.60%
67.40%
67.20%
67.00%
66.80%
66.60%
66.40%
66.20%
66.00%
65.80%
65.60%
65.40%
65.20%
65.00%
64.80%
64.60%
64.40%
64.20%
64.00%
63.80%
63.60%
63.40%
63.20%
63.00%
62.80%
62.60%
62.40%
62.20%
62.00%
61.80%
61.60%
61.40%
61.20%
61.00%
60.80%
60.60%
60.40%
60.20%
60.00%
59.80%
59.60%
59.40%
59.20%
59.00%
58.80%
58.60%
58.40%
58.20%
58.00%
57.80%
57.60%
57.40%
57.20%
57.00%
56.80%
56.60%
56.40%
56.20%
56.00%
55.80%
55.60%
55.40%
55.20%
55.00%
54.80%
54.60%
54.40%
54.20%
54.00%
53.80%
53.60%
53.40%
53.20%
53.00%
52.80%
52.60%
52.40%
52.20%
52.00%
51.80%
51.60%
51.40%
51.20%
51.00%
50.80%
50.60%
50.40%
50.20%
50.00%
49.80%
49.60%
49.40%
49.20%
49.00%
48.80%
48.60%
48.40%
48.20%
48.00%
47.80%
47.60%
47.40%
47.20%
47.00%
46.80%
46.60%
46.40%
46.20%
46.00%
45.80%
45.60%
45.40%
45.20%
45.00%
44.80%
44.60%
44.40%
44.20%
44.00%
43.80%
43.60%
43.40%
43.20%
43.00%
42.80%
42.60%
42.40%
42.20%
42.00%
41.80%
41.60%
41.40%
41.20%
41.00%
40.80%
40.60%
40.40%
40.20%
40.00%
39.80%
39.60%
39.40%
39.20%
39.00%
38.80%
38.60%
38.40%
38.20%
38.00%
37.80%
37.60%
37.40%
37.20%
37.00%
36.80%
36.60%
36.40%
36.20%
36.00%
35.80%
35.60%
35.40%
35.20%
35.00%
34.80%
34.60%
34.40%
34.20%
34.00%
33.80%
33.60%
33.40%
33.20%
33.00%
32.80%
32.60%
32.40%
32.20%
32.00%
31.80%
31.60%
31.40%
31.20%
31.00%
30.80%
30.60%
30.40%
30.20%
30.00%
29.80%
29.60%
29.40%
29.20%
29.00%
28.80%
28.60%
28.40%
28.20%
28.00%
27.80%
27.60%
27.40%
27.20%
27.00%
26.80%
26.60%
26.40%
26.20%
26.00%
25.80%
25.60%
25.40%
25.20%
25.00%
24.80%
24.60%
24.40%
24.20%
24.00%
23.80%
23.60%
23.40%
23.20%
23.00%
22.80%
22.60%
22.40%
22.20%
22.00%
21.80%
21.60%
21.40%
21.20%
21.00%
20.80%
20.60%
20.40%
20.20%
20.00%
19.80%
19.60%
19.40%
19.20%
19.00%
18.80%
18.60%
18.40%
18.20%
18.00%
17.80%
17.60%
17.40%
17.20%
17.00%
16.80%
16.60%
16.40%
16.20%
16.00%
15.80%
15.60%
15.40%
15.20%
15.00%
14.80%
14.60%
14.40%
14.20%
14.00%
13.80%
13.60%
13.40%
13.20%
13.00%
12.80%
12.60%
12.40%
12.20%
12.00%
11.80%
11.60%
11.40%
11.20%
11.00%
10.80%
10.60%
10.40%
10.20%
10.00%
9.80%
9.60%
9.40%
9.20%
9.00%
8.80%
8.60%
8.40%
8.20%
8.00%
7.80%
7.60%
7.40%
7.20%
7.00%
6.80%
6.60%
6.40%
6.20%
6.00%
5.80%
5.60%
5.40%
5.20%
5.00%
4.80%
4.60%
4.40%
4.20%
4.00%
3.80%
3.60%
3.40%
3.20%
3.00%
2.80%
2.60%
2.40%
2.20%
2.00%
1.80%
1.60%
1.40%
1.20%
1.00%
0.80%
0.60%
0.40%
0.20%
0.00%