Spread | K | ICUB | SLN | HMMICUB | HMMDLZ | EK | EBS | MC | S.E. |
22.50 | 2.50 | 24.6617 | 23.1681 | 23.5137 | 23.5138 | 23.4535 | 23.5493 | 23.5925 | 0.0009 |
|
| 4.53% | −1.80% | −0.33% | −0.33% | −0.59% | −0.18% |
|
|
15.00 | 10.00 | 18.5944 | 16.8591 | 17.1363 | 17.1373 | 17.0131 | 17.1596 | 17.2049 | 0.0008 |
|
| 8.08% | −2.01% | −0.40% | −0.39% | −1.11% | −0.26% |
|
|
7.50 | 17.50 | 13.0945 | 11.3394 | 11.3854 | 11.3873 | 11.2434 | 11.3588 | 11.4099 | 0.0007 |
|
| 14.76% | −0.62% | −0.21% | −0.20% | −1.46% | −0.45% |
|
|
0 | 25.00 | 8.4135 | 6.9203 | 6.6579 | 6.6584 | 6.5548 | 6.5418 | 6.6009 | 0.0006 |
|
| 27.46% | 4.84% | 0.86% | 0.87% | −0.70% | −0.89% |
|
|
−7.50 | 32.50 | 4.064 | 3.7629 | 3.3226 | 3.3147 | 3.2670 | 3.1203 | 3.1872 | 0.0004 |
|
| 50.80% | 18.06% | 4.25% | 4.00% | 2.50% | −2.10% |
|
|
−15.00 | 40.00 | 2.3929 | 1.7925 | 1.3950 | 1.3853 | 1.3636 | 1.1852 | 1.2518 | 0.0003 |
|
| 91.16% | 43.19% | 11.44% | 10.66% | 8.93% | −5.32% |
|
|
−22.50 | 47.50 | 1.0323 | 0.7369 | 0.4861 | 0.4913 | 0.4758 | 0.3537 | 0.4026 | 0.0001 |
|
| 156.41% | 83.04% | 20.74% | 22.03% | 18.19% | −12.15% |
|
|