10. This number can be approximated from the reported numbers in Exhibit 69–6 of Chapter 69 as the ratio of the outperformance contribution of the U.S. Dollar portfolio (+14.6 bp) divided by the U.S. Dollar portfolio weight (45.5%). The calculation is not exact because the weight of the dollar portfolio fluctuates over the monthly attribution period.

11. The calculation is approximate because the algorithm used by the Barclays Capital HPA model that generated this report employs daily compounding. This calculation would be exact for single-day results.