### Table IVa Downside Tail Estimates for AR(1)-GARCH(1, 1) Filtered Stock Index Futures Contract 1% g1% 5% g5% m gm

### Table 2 Trading volume of derivative contracts traded on the Hong Kong Futures Exchange during 1996 and 1997

"... In PAGE 4: ... Index options are also actively traded on the Hong Kong Futures Exchange. Table2 shows that the HSI options are the second most active contracts on the . exchange next to the HSI futures , with over 1.... ..."

### TABLE 2: Trading volume of derivative contracts traded on the Hong Kong Futures Exchange during 1996 and 1997. ________________________________________________________________________

### Table 3.3: Mean absolute errors between the model and the market prices for the futures contracts with different delivery months, where the notation Month+k in the first column represents the kth month delivery after the month of the observation day. The errors are given both in dollars and in percentage. The column MR represents the MR model. The columns MRMR and MRGBM represent the MRMR and MRGBM variation of the regime-switching model, respectively.

2007

### Table 2. Results of estimation using 3-month euroyen futures data

"... In PAGE 8: ... Table 1 reports the estimated coefficients together with the values of the log likelihood function for the 19 90-day bank bill futures contracts examined from the SFE. Table2 similarly reports the results for the 19 3-month euroyen futures contracts from the TIFFE. The standard errors reported in these tables should be treated with caution due to the small sample size.... ..."

### Table 8 This table presents summary statistics for the hedging errors for the one-factor and two-factor spot rate and forward rate models analyzed. The hedging error is defined as the percentage change in the value of the hedge portfolio over a 5-day and a 20-day rebalancing interval. This error is averaged over the 219 days (March-December, 1998) for which the study was done. The hedge portfolio consists of one each of all the caps (floors) in the sample, across the four strike rates and the four maturities, and the appropriate Eurodollar futures contracts.

### Table 1. Results of estimation using 90-day bank bill futures data

"... In PAGE 8: ... The initial value of the spot rate is obtained from f (0, T) by setting T 0. Table1 reports the estimated coefficients together with the values of the log likelihood function for the 19 90-day bank bill futures contracts examined from the SFE. Table 2 similarly reports the results for the 19 3-month euroyen futures contracts from the TIFFE.... ..."

### Table 9. Actuarially fair premium for a minimum price insurance contract for cocoa at different strike prices. All figures are expressed as percent of the expected future price

"... In PAGE 22: ...21 6. Empirical estimates for the willingness to pay for commodity price insurance Table9 presents the actuarially fair premiums (as a share of the expected price at expiration) for a minimum price insurance contract for cocoa written for a fixed amount of the commodity and for various strike prices (all expressed as percent of difference from the expected future price), and various months to maturity. The premiums are per unit quantity insured, and the annual interest rate assumed is 5 percent (adjusted to monthly basis).... ..."

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### Table 8. Expected trade (sale GWh/week) for future weeks in the first week (week 44), as function of future weeks for all cases.

"... In PAGE 7: ... Expected trade (sale GWh/week) for future weeks in the first week (week 44), as function of future weeks for all cases. The expected trade (sale) of futures contracts in the first week (week 44) for all future weeks is shown for all cases in Table8 . The trade is zero for all weeks in 2002 and 2003, and is highest for cases 2 and 3 in the rest of the weeks in year 2001.... ..."