Spread | K | ICUB | SLN | HMMICUB | HMMDLZ | EK | EBS | MC | S.E. |
15 | 15 | 19.9819 | 19.6925 | 19.5251 | 19.5231 | 19.5848 | 19.6816 | 19.6849 | 0.0009 |
|
| 1.51% | 0.04% | −0.81% | −0.82% | −0.51% | −0.02% |
|
|
10 | 20 | 17.0143 | 16.7345 | 16.5693 | 16.5673 | 16.6366 | 16.7009 | 16.7051 | 0.0008 |
|
| 1.85% | 0.18% | −0.81% | −0.82% | −0.41% | −0.03% |
|
|
5 | 25 | 14.4105 | 14.1460 | 13.9964 | 13.9944 | 14.0731 | 14.0961 | 14.1010 | 0.0008 |
|
| 2.19% | 0.32% | −0.74% | −0.76% | −0.20% | −0.03% |
|
|
0 | 30 | 12.1523 | 11.9059 | 11.7811 | 11.7790 | 11.8687 | 11.8466 | 11.8519 | 0.0007 |
|
| 2.53% | 0.46% | −0.60% | −0.62% | 0.14% | −0.04% |
|
|
−5 | 35 | 10.2123 | 9.9851 | 9.8898 | 9.8876 | 9.9890 | 9.9226 | 9.9281 | 0.0007 |
|
| 2.86% | 0.57% | −0.39% | −0.41% | 0.61% | −0.06% |
|
|
−10 | 40 | 8.5588 | 8.3506 | 8.2860 | 8.2837 | 8.3962 | 8.2897 | 8.2951 | 0.0006 |
|
| 3.18% | 0.67% | −0.11% | −0.14% | 1.22% | −0.07% |
|
|
−15 | 45 | 7.1581 | 6.9683 | 6.9330 | 6.9305 | 7.0528 | 6.9122 | 6.9174 | 0.0006 |
|
| 3.48% | 0.74% | 0.23% | 0.19% | 1.96% | −0.07% |
|
|