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Date Future Price Spot Price Basis

6/25/2019 498.8 498 0.8 Basis Risk 3.042597032


6/24/2019 486.3 486.25 0.05
6/21/2019 499 497.65 1.35 Tata Steel Future Contract
6/20/2019 502.65 501 1.65
6/19/2019 494.15 494.1 0.05
6/18/2019 473.9 472.3 1.6
6/17/2019 473.7 473.1 0.6
6/14/2019 502.35 501.8 0.55
6/13/2019 504.55 502.55 2
6/12/2019 507.85 505.85 2
6/11/2019 494.85 492.5 2.35
6/10/2019 488.1 486.05 2.05
6/7/2019 482.95 482.1 0.85
6/6/2019 486.2 484.6 1.6
6/4/2019 499.2 497.65 1.55
6/3/2019 498.1 497.65 0.45
5/31/2019 488.1 488.3 -0.2
5/30/2019 491.3 487.95 3.35
5/29/2019 495.15 493.3 1.85
5/28/2019 510.7 507.05 3.65
5/27/2019 514.6 512.55 2.05
5/24/2019 487.65 484.15 3.5
5/23/2019 468.85 464.7 4.15
5/22/2019 477.7 473 4.7
5/21/2019 476.75 472.55 4.2
5/20/2019 487.7 483.8 3.9
5/17/2019 472.2 469.45 2.75
5/16/2019 473.4 469.25 4.15
5/15/2019 466.8 462.95 3.85
5/14/2019 474.9 469.55 5.35
5/13/2019 476 472.3 3.7
5/10/2019 490.15 486.8 3.35
5/9/2019 524.8 519.15 5.65
5/8/2019 530.35 522.65 7.7
5/7/2019 536.5 530.6 5.9
5/6/2019 542.85 535.95 6.9
5/3/2019 555.5 547.8 7.7
5/2/2019 560.6 554.95 5.65
4/30/2019 562.6 557.2 5.4
4/26/2019 552.3 545.25 7.05
4/25/2019 516.7 510.75 5.95
4/24/2019 531.55 525.25 6.3
4/23/2019 529.8 523.35 6.45
4/22/2019 540.5 534.2 6.3
4/18/2019 550.45 543.1 7.35
4/16/2019 560.95 553.25 7.7
4/15/2019 561.45 553.15 8.3
4/12/2019 541.4 533.65 7.75
4/11/2019 545.25 535.7 9.55
4/10/2019 551.95 544.4 7.55
4/9/2019 561.4 553.05 8.35
4/8/2019 558.85 549.05 9.8
4/5/2019 558 549.3 8.7
4/4/2019 539.4 530.65 8.75
4/3/2019 544.45 535.45 9
4/2/2019 539.7 530.65 9.05
4/1/2019 545.45 535.15 10.3
3/29/2019 531.15 521 10.15
Cross Hedging b/w HZL share price and Zinc Future

Date HZL Share Price Zinc FP Zinc SP Correlation 0.9078360022


6/26/2019 240.9 198.3 206.5 Std Dev Spot 16.86511438
6/25/2019 230.6 201.4 205.5 Std Dev Future 7.033415389
6/24/2019 227.95 201.4 203.3
6/21/2019 230.75 199.4 203 Cross Hedge Ratio 2.176859629
6/20/2019 233.85 204.05 207.65
6/19/2019 231.9 205.4 206.9 To hedge 1 share of HZL, 2.17 futures of Zinc are required
6/18/2019 231.6 208 205.35
6/17/2019 234.75 205.45 204.5
6/14/2019 236.75 203.7 204.4
6/13/2019 239.85 203.8 206.3
6/12/2019 241.85 206.25 207.7
6/11/2019 241.85 206.95 207.65
6/10/2019 241.8 203.95 205.95
6/7/2019 239 203.3 206.5
6/6/2019 243.4 204.75 206
6/4/2019 246.65 202.9 206
6/3/2019 248.55 201.65 207.65
5/31/2019 245.8 206.35 212.6
5/30/2019 249.85 210.15 211
5/29/2019 248.95 209.35 212.3
5/28/2019 251.4 209.45 215
5/27/2019 254.15 212.2 215
5/24/2019 252.8 209.7 213.4
5/23/2019 248.6 206.75 212.05
5/22/2019 250.45 207.65 213.65
5/21/2019 255.25 209.85 215.45
5/20/2019 261.1 208.85 213
5/17/2019 253.45 211.85 217.55
5/16/2019 254.55 213.8 216.8
5/15/2019 253.8 213.95 216.45
5/14/2019 256.55 210.75 215.2
5/13/2019 257.25 210.2 215.45
5/10/2019 260.4 212.85 216.2
5/9/2019 262.15 212.2 216.35
5/8/2019 265.95 212.05 217.3
5/7/2019 268.05 214.3 219.5
5/6/2019 272.55 216.85 221.8
5/3/2019 274.6 217.65 222.3
5/2/2019 271.9 216.1 221.85
4/30/2019 276.85 221.8 226.1
4/26/2019 270.45 220.65 227.3
4/25/2019 272.95 222.5 225.85
4/24/2019 275.5 220.85 225
4/23/2019 275.5 220.45 224.1
4/22/2019 276.95 220.5 225.3
4/18/2019 284.35 222.65 224.85
4/16/2019 282.6 222.45 228.6
4/15/2019 284.45 223.9 231.65
4/12/2019 280.5 223.2 230.5
4/11/2019 281.35 222.95 227.65
4/10/2019 282.45 220.75 225.65
4/9/2019 284.95 223.75 228.05
4/8/2019 283.95 224.2 230.3
4/5/2019 288.85 223.4 230.3
4/4/2019 283.55 223.9 232.5
4/3/2019 282.35 219.5 229
4/2/2019 283.7 221.25 229
4/1/2019 283.9 217.4 232.45
3/29/2019 276.85 217.4 207.5
3/28/2019 275.8 214 203.45
3/27/2019 271.85 214 201.8
3/26/2019 273.2 214 200
3/25/2019 270.85 214 195.85
3/22/2019 274.5 214 196.7
3/20/2019 277.05 214 198
3/19/2019 277.2 214 194.8
3/18/2019 277.55 214 194.8
3/15/2019 275.1 214 196.45
3/14/2019 273.95 214 200.45
3/13/2019 276.75 220 200.35
3/12/2019 274.7 218 198.75
3/11/2019 271.25 217 193.95
3/8/2019 267.25 220 189.6
3/7/2019 269.85 221 195
3/6/2019 268.1 221 197.7
3/5/2019 271.35 222 197.15
3/1/2019 270.85 219 201.5
2/28/2019 269.45 220 198.9

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