Copper An industrial metal (denominated in LCPCASH Thomson U.S Dollar). Reuters DataStream (London Metal Exchange) Bonds U.S Government bonds Government bonds of the U.S, the GT10 GOVT Bloomberg yields for the 10 year to maturity were Database used. German Government Government bonds of Germany, the GTDEM 10Y Bloomberg bonds yields for the 10 year to maturity were Database used. Currencies Swiss Franc to U.S Dollar The exchange rate that indicates how SWISSF$ WM/Reuters much dollars you buy with 1 Swiss franc. Euro to U.S Dollar The exchange rate that indicates how EUDOLLR WM/Reuters much dollars you buy with 1 Euro. Australian Dollar to U.S The exchange rate that indicates how AUSTDOI WM/Reuters Dollar much dollars you buy with 1 Australian dollar. Stock Market Indices DAX A stock market index consisting of the DAXINDX Thomson 30 major companies trading on the Reuters (large cap denominated in Euro). DataStream (Deutsche Boerse) SDAX A consisting of 50 small and SDAXIDX Thomson companies in (small cap Reuters denominated in Euro). DataStream (Deutsche Boerse) Russell 1000 A stock market index consisting of the FRUSSL1 Thomson 1000 highest ranking stocks of the Reuters Russell 3000 (large cap denominated DataStream in U.S Dollar). (Deutsche Boerse) Russell 2000 A stock market index consisting of the FRUSSL2 Thomson bottom 2000 stocks of the Russell Reuters 3000 (small cap denominated in U.S DataStream Dollar). (Deutsche Boerse)
Copper An industrial metal (denominated in U.S Dollar). LCPCASH Thomson Reuters DataStream (London Metal Exchange) Bonds U.S Government bonds Government bonds of the U.S, the yields for the 10 year to maturity were used. GT10 GOVT Bloomberg Database German Government bonds Government bonds of Germany, the yields for the 10 year to maturity were used. GTDEM 10Y Bloomberg Database Currencies Swiss Franc to U.S Dollar The exchange rate that indicates how much dollars you buy with 1 Swiss franc. SWISSF$ WM/Reuters Euro to U.S Dollar The exchange rate that indicates how much dollars you buy with 1 Euro. EUDOLLR WM/Reuters Australian Dollar to U.S Dollar The exchange rate that indicates how much dollars you buy with 1 Australian dollar. AUSTDOI WM/Reuters Stock Market Indices DAX A stock market index consisting of the 30 major companies trading on the (large cap denominated in Euro). DAXINDX Thomson Reuters DataStream (Deutsche Boerse) SDAX A consisting of 50 small and companies in (small cap denominated in Euro). SDAXIDX Thomson Reuters DataStream (Deutsche Boerse) Russell 1000 A stock market index consisting of the 1000 highest ranking stocks of the Russell 3000 (large cap denominated in U.S Dollar). FRUSSL1 Thomson Reuters DataStream (Deutsche Boerse) Russell 2000 A stock market index consisting of the bottom 2000 stocks of the Russell 3000 (small cap denominated in U.S Dollar). FRUSSL2 Thomson Reuters DataStream (Deutsche Boerse)