DS9 Document EFTA00752107

GRAB Index I-I RA Data r F i i Indep Data IDED/1 Index ast Price 1 99) Edit 0 Linear CI Beta + - ONon-Parametric 1: 0 Stack - 2: 6/26/08 0 Overlay * Rangel :..)Ranqe2 121 Irfrafax4am31 6 6 $`14 6.3 0_ MI 4 •10 - w•: 4 Regression Analysis Period Lag I= Regression Percent EL Y = ESTX 50 € Pr X = SX5E Dividend Fut Dec11 Ite Raw BETA 0.665 ALPHA(Intercept) 0.003 R- 2(Correlation- 2) 0.305 Std Dev Of Error 1.833 Std Error Of ALPHA 0.083 Std Error Of BETA 0.046 Number Of Points 486 i • " IA• !t. • er• . 'it • VA, 4744..e,••• • g nt,4 0.0Aorn t• 4: 1 • i k si- ,1,019 res. II. we,. se• ie. sup setr c iri•lTITrIll i ...•ii•diT(iTr.gent.'ilia•. -21) -12 -16 -1* -12 -10 8 4 -4 -2 0 2 4 6 I 10 X-0E0Z1Wka 151) Regression 52) Spread 53) Ratio 54) corral, Item Rangel Last Observation Australia 61 2 9777 8600 Brazil 5511 3048 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 3201 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2010 Bloomberg Finance L.P. SN 897449 G992-794-0 27-May-10 15:49:48 PROT0