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For all outstanding securities
As on June 22, 2004

1 day VaR | 10 day VaR | 1 month VaR | Download entire list

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Sec Type	Security	Issue Name	Normal	Wt Normal	Hist Simulation	Wt Hist Simulation	EVT	Clean Price
GS	CG2010	11.30%	1.050	0.371	1.017	0.310	0.697	129.223
GS	CG2010	11.50%	1.030	0.376	1.006	0.315	0.689	129.783
GS	CG2010	12.25%	1.025	0.374	0.999	0.312	0.691	133.807
GS	CG2010	12.29%	0.975	0.402	0.992	0.325	0.701	132.178
GS	CG2010	5.87%	1.085	0.395	1.075	0.348	0.753	101.527
GS	CG2010	6%	1.088	0.394	1.075	0.419	0.753	102.134
GS	CG2010	6.20%	1.091	0.391	1.074	0.418	0.753	103.080
GS	CG2010	6.40%	1.110	0.384	1.093	0.335	0.747	104.051
GS	CG2010	7.50%	1.101	0.378	1.088	0.324	0.732	109.546
GS	CG2010	7.55%	1.100	0.378	1.088	0.408	0.731	109.801
GS	CG2010	8.75%	1.154	0.368	1.103	0.246	0.741	116.754
GS	CG2011	10.95%	1.163	0.367	1.097	0.255	0.751	130.004
GS	CG2011	11.50%	1.174	0.370	1.107	0.251	0.742	133.723
GS	CG2011	12%	1.188	0.375	1.121	0.259	0.764	137.370
GS	CG2011	12.32%	1.094	0.360	1.041	0.253	0.698	136.506
GS	CG2011	6.57%	1.249	0.389	1.182	0.307	0.805	105.003
GS	CG2011	8%	1.229	0.383	1.156	0.293	0.782	113.080
GS	CG2011	9.39%	1.213	0.380	1.138	0.284	0.784	121.273
GS	CG2011A	11.50%	1.210	0.383	1.140	0.283	0.778	134.683
GS	CG2012	11.03%	1.302	0.425	1.205	0.363	0.853	133.605
GS	CG2012	6.85%	1.412	0.467	1.231	0.466	0.951	106.710
GS	CG2012	7.40%	1.400	0.463	1.229	0.454	0.941	110.181
GS	CG2012	9.40%	1.372	0.458	1.226	0.418	0.920	123.346
GS	CG2012A	10.25%	1.308	0.426	1.213	0.371	0.857	128.312
GS	CG2013	12.40%	1.391	0.482	1.206	0.390	0.899	145.935
GS	CG2013	7.27%	1.596	0.583	1.374	0.522	1.084	109.635
GS	CG2013	9%	1.477	0.520	1.240	0.473	0.963	121.609
GS	CG2013	9.81%	1.447	0.506	1.225	0.526	0.950	127.258
GS	CG2014	10%	1.558	0.573	1.358	0.487	1.036	130.197
GS	CG2014	10.50%	1.585	0.588	1.410	0.598	1.038	134.663
GS	CG2014	11.83%	1.540	0.566	1.361	0.485	1.013	145.033
GS	CG2014	6.72%	1.694	0.638	1.468	1.771	1.163	105.627
GS	CG2014	7.37%	1.674	0.629	1.461	0.550	1.136	110.428
GS	CG2015	10.47%	1.617	0.605	1.467	0.550	1.042	134.901
GS	CG2015	10.79%	1.632	0.614	1.503	0.704	1.042	137.898
GS	CG2015	11.43%	1.629	0.613	1.512	0.717	1.040	143.462
GS	CG2015	11.50%	1.605	0.601	1.470	0.690	1.043	143.601
GS	CG2015	7.38%	1.845	0.717	1.735	0.554	1.202	110.552
GS	CG2015	9.85%	1.716	0.655	1.595	0.523	1.105	130.850
GS	CG2016	10.71%	1.727	0.662	1.639	0.450	1.117	138.707
GS	CG2016	12.30%	1.683	0.642	1.585	0.436	1.096	152.629
GS	CG2016	5.59%	2.090	0.829	2.005	0.551	1.381	95.264
GS	CG2017	7.46%	2.052	0.826	2.013	0.586	1.383	111.102
GS	CG2017	7.49%	2.013	0.802	1.949	0.745	1.347	111.405
GS	CG2017	8.07%	1.945	0.768	1.892	0.711	1.252	116.535
GS	CG2018	10.45%	1.921	0.781	1.863	0.828	1.272	138.985
GS	CG2018	12.60%	1.873	0.773	1.820	1.108	1.253	160.166
GS	CG2018	5.69%	2.337	0.999	2.346	1.437	1.660	94.126
GS	CG2018	6.25%	2.197	0.901	2.178	0.648	1.549	99.916
GS	CG2019	10.03%	2.044	0.901	2.048	0.849	1.476	136.125
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