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  4. 44615010 / HUNTINGTON BANCSHARES INC

44615010 / HUNTINGTON BANCSHARES INC

1987-10-19 to 1988-01-19
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 33.00 33.00 24.00 24.00 33.00 33.00 24.00 24.00
min 1.48 1.72 1.15 1.21 1.34 1.54 1.16 1.15
max 1.92 2.23 3.10 4.00 1.80 2.00 2.91 3.20
mean 1.61 1.88 2.11 2.30 1.48 1.68 1.98 2.13
st.dev. 0.11 0.13 0.61 0.73 0.11 0.11 0.55 0.63
Q5% 1.48 1.73 1.18 1.26 1.34 1.55 1.18 1.18
Q50% 1.59 1.85 2.06 2.21 1.46 1.65 1.94 2.07
Q95% 1.79 2.09 3.01 3.30 1.68 1.86 2.83 3.09

1990-07-14 to 1991-03-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 169.00 169.00 169.00 169.00 169.00 169.00 169.00 169.00
min 1.23 1.35 1.09 1.32 1.18 1.26 1.11 1.20
max 3.05 3.40 9.57 13.49 2.94 3.14 7.78 10.78
mean 1.58 1.75 2.03 2.14 1.56 1.62 2.00 2.04
st.dev. 0.25 0.29 0.88 1.10 0.25 0.27 0.79 0.95
Q5% 1.30 1.42 1.24 1.39 1.23 1.32 1.21 1.24
Q50% 1.54 1.68 1.78 1.89 1.55 1.56 1.78 1.80
Q95% 1.99 2.21 3.28 3.46 1.97 2.05 3.31 3.29

1998-08-14 to 1998-11-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 65.00 65.00 65.00 65.00 65.00 65.00 65.00 65.00
min 1.32 1.55 1.61 1.61 1.29 1.41 1.61 1.61
max 6.95 8.55 6.79 8.29 6.80 7.41 5.95 7.21
mean 2.81 3.35 2.34 2.39 2.74 2.94 2.33 2.35
st.dev. 1.17 1.43 0.82 0.97 1.13 1.24 0.74 0.86
Q5% 1.49 1.64 1.72 1.72 1.51 1.51 1.73 1.72
Q50% 2.50 3.06 2.06 2.08 2.40 2.66 2.07 2.07
Q95% 5.00 5.96 3.68 3.75 4.80 5.18 3.69 3.68

2001-03-14 to 2001-11-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 168.00 168.00 168.00 168.00 168.00 168.00 168.00 168.00
min 1.26 1.44 1.08 1.16 1.18 1.32 1.08 1.11
max 2.45 2.82 2.61 2.87 2.22 2.55 2.52 2.68
mean 1.69 1.92 1.92 2.06 1.58 1.76 1.87 1.96
st.dev. 0.29 0.34 0.39 0.46 0.27 0.30 0.37 0.41
Q5% 1.33 1.50 1.26 1.27 1.24 1.37 1.26 1.26
Q50% 1.66 1.89 1.91 2.04 1.55 1.73 1.85 1.94
Q95% 2.16 2.48 2.54 2.78 2.01 2.24 2.45 2.60

2007-12-14 to 2009-06-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 376.00 376.00 376.00 376.00 376.00 376.00 376.00 376.00
min 1.67 1.97 1.32 1.54 1.56 1.75 1.32 1.33
max 10.51 12.37 8.06 8.07 10.00 11.02 8.06 8.07
mean 4.15 4.92 3.41 3.45 3.78 4.36 3.39 3.42
st.dev. 1.69 2.02 1.34 1.36 1.58 1.78 1.33 1.35
Q5% 1.96 2.31 1.82 1.89 1.82 2.05 1.82 1.83
Q50% 3.69 4.41 3.04 3.07 3.32 3.89 3.05 3.05
Q95% 7.29 8.67 6.32 6.38 6.73 7.67 6.26 6.32

1974-01-01 to 2012-12-31
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 6323.00 6323.00 6314.00 6314.00 6323.00 6323.00 6314.00 6314.00
min 1.14 1.20 1.03 1.07 1.11 1.16 1.04 1.05
max 10.51 12.37 16.65 18.87 10.00 11.02 13.91 16.43
mean 2.27 2.67 2.59 2.84 2.04 2.35 2.41 2.61
st.dev. 1.17 1.43 1.38 1.73 0.98 1.19 1.08 1.40
Q5% 1.36 1.55 1.30 1.35 1.27 1.41 1.29 1.30
Q50% 1.84 2.17 2.23 2.36 1.68 1.92 2.15 2.23
Q95% 4.92 5.83 5.72 6.80 4.10 4.95 4.71 5.79