0101 000 JOB 1401 PORTFOLIO SELECTION 0102 CTL 442 0103 ORG 100 0104 RESTRT RWD 1 0105 BSS DONE,A 0106 READ R 0107 C 3,MSSG-7 0108 BU READ 0109 LOAD RTW 1,1 0110 B 1 0111 DONE CS 332 0112 CS 0113 MLC MSSG,215 0114 CC 1 0115 W 0116 H 0117 MSSG DCW @END OF RUN@ 0118 RSTRT RWD 1 0119 BSS DONE,A 0120 B LOAD 0121 GOLOD RTW 1,1 0122 SW 87,92 0123 SW 97 0124 B 7 0125 H 0126 ORG 333 0127 DCW #3 0128 MULT1 SBR MULT1-1 0129 MA TWOMA,MULT1-1 0130 MLC MULT1-1,MU00&3 0131 MU00 MLC 000,MU04&3 0132 MLC MU04&3,MU02&3 0133 MA THRMA,MULT1-1 0134 MLC MULT1-1,MU01&3 0135 MU01 MLC 000,MU05&3 0136 SW MU05&1 0137 MLC MU05&3,MU03&3 0138 CW MU05&1 0139 S PROD 0140 BSS MU04,B 0141 MU02 A 000,PROD-14 0142 MU03 ZA 000,MCD 0143 B MU06 0144 MU04 A 000,PROD 0145 MU05 MLCWA000,MCD 0146 MU06 MA ONEMA,MULT1-1 0147 MLC MULT1-1,MU13&3 0148 BSS MU07,B 0149 M MCD,PROD 0150 B MU13 0151 MU07 MLC THREE,PSS 0152 MLZS PROD,PSS 0153 BM MU08,MCD 0154 B MU09 0155 MU08 S NINE,PSS 0156 A THREE,PSS 0157 MLZS 0158 MU09 MLCWATWLV,STSHFT 0159 MU10 S ONE,STSHFT 0160 MLNS PROD,STMPR 0161 ZA 0162 MU11 BCE MU12,STMPR,? 0163 A MCD,PROD-12 0164 S ONE,STMPR 0165 B MU11 0166 MU12 BWZ MU10,STSHFT,B 0167 MLZS PSS,PROD 0168 MU13 B 000 0169 MCD DCW #13 0170 PSS DCW #1 0171 PROD DCW #27 0172 STMPR DCW @?@ 0173 STSHFT DCW #2 0174 DCW #3 0175 DIVIDE SBR DIVIDE-1 0176 MA TWOMA,DIVIDE-1 0177 MLC DIVIDE-1,DI00&3 0178 DI00 MLC 000,DI03&3 0179 MA THRMA,DIVIDE-1 0180 MLC DIVIDE-1,DI01&3 0181 DI01 MLC 000,DI04&3 0182 MA TWOMA,DIVIDE-1 0183 MLC DIVIDE-1,DI02&3 0184 DI02 MLC 000,INDEX 0185 S TEMP 0186 MLC THREE,TEMP-21 0187 S INDEX,TEMP-20 0188 MLZS ONE,TEMP-20 0189 MA LOC,TEMP-20 0190 MLC TEMP-20,DI13&6 0191 MA ONEMA,TEMP-20 0192 MLC TEMP-20,DI09&6 0193 MLC TEMP-20,DI10&6 0194 MLC TEMP-20,DI12&6 0195 DI03 MLCWA000,DVR 1951 MLZS DVR,QSS 1952 MLZS ONE,DVR 1953 C ZEROS,DVR 1954 BU *&5 1955 H 801 1956 MLZS QSS,DVR 0196 BSS DI04,B 0197 CW DVD-22 0198 MLC ONEMA,DI05&3 0199 MLC INDEX,DI05&3 0200 MA LOC1,DI05&3 0201 DI04 ZA 000,DVD 0202 MA ONEMA,DIVIDE-1 0203 MLC DIVIDE-1,DI14&3 0204 BSS DI06,B 0205 D DVR,DVD-21 0206 MLC DVD,QSS 0207 DI05 MLC 000,DVD 0208 MLCWAQSS,DVD-22 0209 B DI14 0210 DI06 MLC THREE,QSS 0211 MLZS DVD,RMDRSN 0212 MLZS DVD,QSS 0213 BM DI07,DVR 0214 B DI08 0215 DI07 S NINE,QSS 0216 A THREE,QSS 0217 MLZS 0218 MLZS 0219 DI08 MLZS ONE,DVR 0220 DI09 S DVR,000 0221 DI10 BM DI12,000 0223 A ONE,NEW 0225 B DI09 0228 DI12 A DVR,000 0229 MLC NEW,TEMP 0230 ZA 0231 MLC TEMP&1,NEW 0232 ZA 0233 S ONE,INDEX 0234 BWZ DI09,INDEX,B 0235 MLZS QSS,DVD 0236 DI13 MLZS RMDRSN,000 0237 BAV *&1 0238 DI14 B 000 0239 TEMP DCW #23 0240 DCW @0@ 0241 DVR DCW #13 0242 DCW #13 0243 DVD DCW #23 0244 QUOT EQU * 0245 NEW DCW @0@ 0246 QSS DCW #1 0247 RMDRSN DCW @1@ 0248 INDEX DCW @00@ 0249 LOC DSA DVD-31 0250 LOC1 DSA DVD-23 0251 NINE DCW @9@ 0252 TWLV DCW 12 0253 ONEMA DCW 001 0254 TWOMA DCW 002 0255 THRMA DCW 003 0256 ZEROS DCW @00000000000000000000@ 0257 ONE DCW 1 0258 TWO DCW 2 0259 THREE DCW 3 0260 FOUR DCW 4 0261 BLNK DCW @ @ 0262 MULT1G EQU MULT1 0263 QUOT G EQU QUOT 0264 PROD G EQU PROD 0265 ZEROSG EQU ZEROS 0266 ONE G EQU ONE 0267 TWO G EQU TWO 0268 THREEG EQU THREE 0269 FOUR G EQU FOUR 0270 NINE G EQU NINE 0271 ONEMAG EQU ONEMA 0272 TWOMAG EQU TWOMA 0273 THRMAG EQU THRMA 0274 BLNK G EQU BLNK 0275 RSTRTG EQU RSTRT 0276 GOLODG EQU GOLOD 0277 SFX G 0278 SV DA 10X20 0279 1,20 0280 SM DA 20X20 0281 1,20 0282 GV DA 10X20 0283 1,20 0284 GM DA 8X20 0285 1,20 0286 CDBUF DA 8X9,G 0287 1,9 0288 FIVMA DCW @I9E@ 0289 FTMA DCW @I8F@ 0290 NINMA DCW @009@ 0291 M13A DCW @I8G@ 0292 EIGHT DCW 8 PI1 0293 TNTY DCW 20 PI1 0294 NINES DCW 99999 SCT02 0295 MNINS DCW -99999 SCT02 0296 TEMP1 DCW #20 PI1 0297 SE DCW #20 PI1 0298 SQ DCW #20 0299 SB DCW #20 0300 SC DCW #20 0301 SH DCW #20 0302 SP DCW #20 0303 SORT DA 101X13,G 0304 1,3 0305 4,8 0306 9,13 0307 NRCT DCW #2 0308 NRLIS DA 10X20 0309 1,20 0310 IE DCW #20 PI1 0311 IQ DCW #20 PI1 0312 FXIND DCW #1 PI1 0313 T0 DA 10X20 0314 1,20 0315 PGNAM DA 1X14 0316 RCGV DCW #4 DIMENSIONS OF GV,GM,SV,ETC. PI1 0317 RCGM DCW #4 1ST TWO CHARS-NO.ROWS PI1 0318 RCSV DCW #4 2ND TWO-NO.COLS. PI1 0319 RCSM DCW #4 0 OR BLANK MEANS BYPASS. PI1 0320 RCCV DCW #4 PI1 0321 RCCM DCW #4 PI1 0322 PG DA 1X820 0323 IX1 EQU 89 0324 IX2 EQU 94 0325 IX3 EQU 99 0326 PGADR DSA PG PI1 0327 CADR DCW #3 PI1 0328 SADR DCW #3 PI1 0329 NOCDS DCW #2 PI1 0330 SCIND DCW #1 PI1 0331 SECTR DCW 000 PI1 0332 SI DA 1X20,G 0333 SREC DA 1X42,G SCT02 0334 SIREC 1,5 SCT02 0335 SEREC 6,10 SCT02 0336 SQREC 11,20 SCT02 0337 SBREC 21,26 SCT02 0338 SCREC 27,31 SCT02 0339 SHREC 32,36 SCT02 0340 SPREC 37,41 SCT02 0341 SFREC 42,42 SCT02 0342 OUTRQ DA 1X27,G 0343 DELTA 1,4 0344 LLIM 5,6 PI1 0345 ULIM 7,8 PI1 0346 IEOUT 9,17 0347 IQOUT 18,26 0348 OPT 27,27 0349 CC1 DCW #2 PI1 0350 CC2 DCW #2 PI1 0351 CC3 DCW #1 PI1 0352 CC5 DCW #3 PI1 0353 CC6 DCW #4 PI1 0354 CC7 DCW #9 0355 CC8 DCW #3 PI1 0356 CC9 DCW #3 PI1 0357 CC11 DCW #5 SCT02 0358 CC12 DCW #5 SCT02 0359 GPK DA 1X1,G PI1 0360 ADRTO DSA T0&19 0361 PICADR DSA PIC1 PI1 0362 PIPADR DSA PIP1 0363 PISADR DSA PIS1 PI1 0364 PIMADR DSA PIM1 PI1 0365 PIDADR DSA PID1 PI1 0366 PIAADR DSA PIA1 PI1 0367 ANRLIS DSA NRLIS&19 0368 DCW #3 PI1 0369 ADPIR DSA PIR1 PI1 0370 ADPIL DSA PIL1 PI1 0371 ADRSV DSA SV&19 0372 ADRSM DSA SM-1 PI1 0373 ADRGV DSA GV&19 0374 ADRGM DSA GM-1 0375 MODE DCW #1 PI1 0376 MOD1 DCW #1 PI1 0377 BCODE DCW @B@ PI1 0378 PRNAM DCW #7 PI1 0379 DGV DCW @GV@ PI1 0380 DCW @GM@ 0381 DCW @SV@ 0382 DCW @SM@ 0383 DCW @CV@ 0384 DCW @CM@ 0385 DGVV DCW @00@ PI1 0386 DCW @04@ PI1 0387 DCW @08@ PI1 0388 DCW @12@ PI1 0389 DCW @16@ PI1 0390 DCW @20@ PI1 0391 PI1 CS 80 CLEAR CARD READ AREA SCTO1 0392 SW 1,87 SET WD MK IN CARD AREA SCTO1 0393 SW 92,97 AND FOR INDEX REGS. SCTO1 0394 R READ I/O DESIGNATOR SCTO1 0395 C 1,@Z@ BRANCH TO HALT SCTO1 0396 BU ERR IF COLUMN 1 NOT Z SCTO1 0397 PI1A MLC ZEROS,IX1 0398 MLC 40,OPT 0399 BCE PI2,OPT,1 0400 BCE PI2,OPT,2 0401 BCE PI2,OPT,3 0402 CS 332 0403 CS 0404 MLCWAMSG1,241 0405 W 0406 CC 1 0407 H RESTRT 0408 MSG1 DCW @22003 OUTPUT OPTION IS NOT 1,2 OR 3@ 0409 PI2 BCE PI3,10,R BRANCH TO PI3 IF D.T.P. IS ON LINE 0410 BCE PIB18,10,T BRANCH TO PIB18 IF D.T.P. IS OFF LINE 0411 CS 332 0412 CS 0413 MLCWAMSG2,239 0414 W 0415 CC 1 0416 H RESTRT 0417 MSG2 DCW @22002 D.T.P. OPTION IS NOT R OR T@ 0418 PI3 MLC SWOFF,SW&3 0419 MLC SW1OF,SW1&3 SET SW 1 TO READ DTP ON LINE SCTO1 0420 MLC SW2OF,SW2&3 SET SW2 OFF TO READ DTP ON LINE 0421 PIB1 RWD 2 REWIND TAPE 2 SCTO1 0422 RWD 3 REWIND TAPE 3 0423 RWD 4 REWIND TAPE 4 0424 MLC 9,PGNAM&6 STORE NAME OF DTP 0425 MLC 16,DELTA STORE DECIMAL PART OF INTERVAL 0426 MLC 13,DELTA-2 STORE INTEGER PART OF INTERVAL 0427 MLC ZEROS,CC6 0428 S DELTA,CC6 BRANCH TO PIB1A IF 0429 BM PIB1A,CC6 DELTA NOT ZERO OR BLANK 0430 BCE PIB1A,OPT,1 BRANCH TO PIB1A IF CR. PTS. ONLY 0431 CS 332 0432 CS 0433 MLCWAERR9,230 0434 W 0435 CC 1 0436 H RESTRT 0437 ERR9 DCW @22004 NO OUTPUT INTERVAL@ 0438 PIB1A MLC 21,LLIM STORE LOWER LIMIT FOR OUTPUT 0439 MLC 31,ULIM STORE UPPER LIMIT FOR OUTPUT SCTO1 0440 MLCWAGPK&1,81 SET GRP MK WD MK IN 81 SCTO1 0441 PIB2 R READ TITLE CARDS SCTO1 0442 C 1,@T@ BRANCH TO PIB3 SCTO1 0443 BU PIB3 IF COLUMN 1 NOT T SCTO1 0444 WTW 2,2 WRITE TITLE CARDS ON TAPE 2 SCTO1 0445 BER ERRW2 0446 B PIB2 SCTO1 0447 PIB3 WTM 2 WRITE E-O-F FOR TITLE CARDS SCTO1 0448 B PIB5 SCTO1 0449 PIB4 R READ CASE CARDS SCTO1 0450 PIB5 C 1,@P@ BRANCH TO PIB6 SCTO1 0451 BU PIB6 IF COLUMN 1 NOT P SCTO1 0452 WTW 2,2 WRITE CASE CARDS ON TAPE 2 SCTO1 0453 BER ERRW2 0454 B PIB4 SCTO1 0455 PIB6 WTM 2 WRITE E-O-F FOR CASE CARDS SCTO1 0456 MLCWAGPK&1,73 PLACE GRP MK WD MK IN 73 SCTO1 0457 SW B 000 0458 SWOFF DCW PIB8 0459 SWON DCW PIB19 0460 SW1 B 000 0461 SW1OF DCW PIB7 0462 SW1ON DCW PIB6A 0463 PIB6A RTW 1,1 0464 BER ERRR1 0465 B PIB8 0466 PIB7 R READ DIMENSION CARDS SCTO1 0467 PIB8 C 1,@D@ BRANCH TO PIB12 SCTO1 0468 BU PIB12 IF COLUMN 1 NOT D SCTO1 0469 MLC ZEROS,IX3 SET INDEX 3 TO 000 0470 PIB9 C 11,DGV&X3 BRANCH TO PIB 10 UNTIL SCTO1 0471 BU PIB10 PROPER VECTOR OR MATRIX DETERMINED SCTO1 0472 MLC DGVV&X3,IX2 SET INDEX 2 0473 MLC 16,RCGV&X2 STORE COLUMN DIMENSION SCTO1 0474 MLC 13,RCGV-2&X2 STORE ROW DIMENSION SCTO1 0475 B SW1 0476 PIB10 A TWO,IX3 ADD 2 TO INDEX 3 0477 B PIB9 SCTO1 0478 SW2 B 000 0479 SW2OF DCW PIB11 0480 SW2ON DCW PB10A 0481 PB10A RTW 1,1 0482 BER ERRR1 0483 B PIB12 0484 PIB11 R READ OPERATION CARDS SCTO1 0485 PIB12 C 9,BLNK9 BRANCH TO PIN1 0486 BU PIN1 IF NOT END CARD 0487 MLCWABCODE,PG&X1 SET UP RETURN SCTO1 0488 MLC ADPIR,PG&3&X1 FROM DTP PROGRAM SCTO1 0489 MLCWAGPK&1,PG&4&X1 SET GP MK WD MK AT END OF DTP PROGRAM SCTO1 0490 B POSIT POSITION PROGRAM TAPE TO PHASE 2 0491 PIB18 MLC SW1ON,SW1&3 SET SW 1 ON TO READ DTP OFF-LINE SCTO1 0492 MLC SW2ON,SW2&3 SET SW2 ON TO READ DTP OFF LINE 0493 MLC SWON,SW&3 0494 B PIB1 SCTO1 0495 PIB19 MLC PGNAM&6,PRNAM 0496 PIB21 RTW 1,PGNAM READ ADTP SCTO1 0497 BER ERRR1 0498 C PGNAM&6,PRNAM BRANCH TO SW1 0499 BU *&5 0500 B SW1 WHEN DTP LOCATED 0501 C PGNAM&4,@U%U1B@ 0502 BU PIB22 0503 CS 332 0504 CS 0505 MLCWAMSGER,236 0506 MLCWAPRNAM,244 0507 W 0508 H RESTRT 0509 MSGER DCW @22005 CANNOT FIND D.T.P. NAMED@ 0510 PIB22 RTW 1,1 0511 C 9,BLNK9 SKIP TO 0512 BU PIB22 NEXT DTP 0513 B PIB21 0514 PIK1 SW 1 SCT02 0515 C BLNKS,RCGV BRANCH TO PIK2 0516 BU PIK2 IF DIMENSION OF GV NOT BLANK SCT02 0517 B PIK7 NO GENERAL VECTOR SCT02 0518 PIK2 MLC RCGV-2,CC1 COMPUTE SCT02 0519 B DIVIDE NUMBER SCT02 0520 DSA EIGHT OF CARDS SCT02 0521 DSA CC1 IN GV SCT02 0522 DCW 21 0523 MLC QUOT,NOCDS SCT02 0524 MLZS @0@,QUOT-22 0525 C @0@,QUOT-22 0526 BU PIK3 SCT02 0527 B PIK4 SCT02 0528 PIK3 A ONE,NOCDS ADD 1 TO NO. OF CARDS 0529 PIK4 MLC ZEROS,IX3 SET INDEX 3 TO 000 0530 PIK5 R READ A DATA CARD SCT02 0531 MLCWAGPK&1,73 SCT02 0532 MRCM 1,CDBUF MOVE DATA CARD TO CDBUF SCT02 0533 MLC ZEROS,IX2 SET INDEX 2 TO 000 0534 PIK6 MLC CDBUF&8&X2,GV&13&X3 MOVE DECIMAL TO GV -I- SCT02 0535 MLC CDBUF&3&X2,GV&9&X3 MOVE INTEGER TO GV -I- SCT02 0536 A NINE,IX2 INCREASE INDEX 2 BY 9 0537 A TNTY,IX3 INCREASE INDEX 3 BY 20 SCT02 0538 C @072@,IX2 BRANCH TO PIK6 SCT02 0539 BU PIK6 IF INDEX 2 IS NOT 072 SCT02 0540 S ONE,NOCDS DECREASE NO. OF CARDS BY 1 0541 MLZS @0@,NOCDS 0542 C ZEROS,NOCDS BRANCH TO PIK5 0543 BU PIK5 IF GV INCOMPLETE SCT02 0544 PIK7 C BLNKS,RCGM BRANCH TO PIK8 0545 BU PIK8 IF DIMENSION OF GM NOT BLANK SCT02 0546 B GOLOD NO GENERAL MATRIX 0547 PIK8 MLC RCGM,CC1 COMPUTE SCT02 0548 B DIVIDE NUMBER SCT02 0549 DSA EIGHT OF CARDS SCT02 0550 DSA CC1 PER ROW SCT02 0551 DCW 21 OF GM 0552 MLC QUOT,NOCDS 0553 MLZS @0@,QUOT-22 0554 MLC QUOT-22,CC3 0555 C @0@,QUOT-22 0556 BU PIK9 SCT02 0557 B PIK10 SCT02 0558 PIK9 A ONE,NOCDS ADD 1 TO NO. OF CARDS 0559 PIK10 MLC NOCDS,CC2 SAVE NO. OF CARDS PER ROW SCT02 0560 MLC ZEROS,CC1 SET NO. OF ROWS READ TO 00 0561 MLC ZEROS,IX3 SET INDEX 3 TO 000 0562 PIK11 R READ DATA CARD SCT02 0563 MLCWAGPK&1,73 SCT02 0564 MRCM 1,CDBUF MOVE DATA CARD TO CDBUF 0565 MLC ZEROS,IX2 SET INDEX 2 TO 000 0566 PIK13 MLC CDBUF&8&X2,GM&13&X3 MOVE DECIMAL TO GM -I,J- SCT02 0567 MLC CDBUF&3&X2,GM&9&X3 MOVE INTEGER TO GM -I,J- SCT02 0568 A NINE,IX2 INCREASE INDEX 2 BY 9 0569 A TNTY,IX3 INCREASE INDEX 3 BY 20 SCT02 0570 C @072@,IX2 BRANCH TO PIK13 SCT02 0571 BU PIK13 IF INDEX 2 IS NOT 072 SCT02 0572 S ONE,NOCDS DECREASE NO. OF CARDS BY 1 0573 MLZS @0@,NOCDS 0574 C ZEROS,NOCDS BRANCH TO PIK11 0575 BU PIK11 IF ROW OF GM INCOMPLETE SCT02 0576 A ONE,CC1 ADD 1 TO NO. OF ROWS READ 0577 C CC1,RCGM-2 BRANCH TO PIK14 SCT02 0578 BU PIK14 IF ALL ROWS HAVE NOT BEEN READ SCT02 0579 B GOLOD ALL OF GENERAL MATRIX HAS BEEN READ 0580 PIK14 MLC CC2,NOCDS RESET NO. OF CDS PER ROW SCT02 0581 C CC3,@0@ BRANCH TO PIK15 SCT02 0582 BU PIK15 IF GM ROW IS NOT INTEGER NO. OF CDS SCT02 0583 B PIK11 READ NEXT ROW SCT02 0584 PIK15 MLC @008@,CC5 SCT02 0585 S CC3,CC5 COMPUTE SCT02 0586 B MULT1 ADJUSTMENT SCT02 0587 DSA CC5 FOR SCT02 0588 DSA TNTY INDEX 3 SCT02 0589 MLC PROD,CC5 SCT02 0590 S CC5,IX3 ADJUST INDEX 3 SCT02 0591 MLZS @0@,IX3 SCT02 0592 B PIK11 SCT02 0593 POSIT MLCWAGPK&1,6 0594 RTW 1,1 0595 C 5,@U%U1B@ 0596 BU POSIT 0597 MLCWA@0@,6 0598 BSP 1 0599 B PIK1 0600 ERR CC 1 SCTO1 0601 CS 332 0602 CS SCTO1 0603 MLCWAMSG,250 SCTO1 0604 W SCTO1 0605 CC 1 SCTO1 0606 H RESTRT 0607 MSG DCW @22001 THE FIRST CARD OF THE CASE IS NOT A Z-CARD@ 0608 ERRR1 SBR ERR1A&3 0609 MA M13A,ERR1A&3 0610 S ONE,ERR1B 0611 BM ERR1C,ERR1B 0612 BSP 1 0613 ERR1A B * 0614 ERR1B DCW 9 0615 ERR1C CS 332 0616 CS 299 0617 MLC ERR1M,237 0618 CC 1 0619 W 0620 H *-3 0621 ERR1M DCW @22018 PERMANENT READ ERROR ON TAPE 1@ 0622 ERRW2 SBR ERW2A&3 0623 MA M13A,ERW2A&3 0624 BSP 2 0625 SKP 2 0626 ERW2A B * 0627 PIN1 SW 1 PROCESS AN OP CARD PI1 0628 C @I@,1 COL 1-I,C OR S - PI1 0629 BU PIN2 PI1 0630 B PIN6 PI1 0631 PIN2 C @C@,1 PI1 0632 BU PIN4 PI1 0633 B PIN6 PI1 0634 PIN4 C @S@,1 PI1 0635 BU PIN25 PI1 0636 PIN6 MLC MODE,MOD1 PI1 0637 MLC 1,MODE PI1 0638 C @I@,1 PI1 0639 BU PIN10 PI1 0640 B SW2 0641 PIN10 MLCWABCODE,PG&X1 PI1 0642 C @I@,MOD1 PI1 0643 BU PIN15 PI1 0644 MLC ADPIL,PG&3&X1 PI1 0645 B PIN20 PI1 0646 PIN15 MLC ADPIR,PG&3&X1 PI1 0647 PIN20 A FOUR,IX1 0648 MLC PGADR,CC5 PI1 0649 A IX1,CC5 PI1 0650 C @C@,MODE PI1 0651 BU PIN23 PI1 0652 MLC CC5,CADR PI1 0653 B SW2 0654 PIN23 MLC CC5,SADR PI1 0655 B SW2 0656 PIN25 MLCWABCODE,PG&X1 PI1 0657 C @M@,1 PI1 0658 BU PIN26 PI1 0659 B PIN32 PI1 0660 PIN26 C @&@,1 PI1 0661 BU PIN27 PI1 0662 B PIN33 PI1 0663 PIN27 C @-@,1 PI1 0664 BU PIN28 PI1 0665 B PIN34 PI1 0666 PIN28 C @*@,1 PI1 0667 BU PIN29 PI1 0668 B PIN35 PI1 0669 PIN29 C @/@,1 0670 BU PIN30 PI1 0671 B PIN36 PI1 0672 PIN30 C @A@,1 PI1 0673 BU PIN31 PI1 0674 B PIN37 PI1 0675 PIN31 CS 332 0676 CS 0677 MLC ER9MSG,234 0678 W 0679 CC 1 0680 H RESTRT 0681 ER9MSG DCW @22006 ILLEGAL CARD IN D.T.P.@ 0682 PIN32 MLC PICADR,PG&3&X1 PI1 0683 B PIN40 PI1 0684 PIN33 MLC PIPADR,PG&3&X1 PI1 0685 B PIN40 PI1 0686 PIN34 MLC PISADR,PG&3&X1 PI1 0687 B PIN40 PI1 0688 PIN35 MLC PIMADR,PG&3&X1 PI1 0689 B PIN40 PI1 0690 PIN36 MLC PIDADR,PG&3&X1 PI1 0691 B PIN40 PI1 0692 PIN37 MLC PIAADR,PG&3&X1 PI1 0693 PIN40 MLC 18,CC7 0694 B CONVT ADDRESSES PI1 0695 MLCWACC5,PG&6&X1 PI1 06951 C BLNK,CC5 BRANCH TO PIN31 06952 BU PIN41 IF A OPERAND 06953 B PIN31 IS BLANK 0696 PIN41 MLC 28,CC7 0697 B CONVT PI1 0698 MLCWACC5,PG&9&X1 PI1 06981 C BLNK,CC5 BRANCH TO PIN31 06982 BU PIN42 IF B OPERAND 06983 C PG&3&X1,PICADR IS BLANK FOR OTHER 06984 BU PIN31 THAN A MOVE OPERATION 0699 PIN42 MLC 38,CC7 0700 B CONVT PI1 0701 MLCWACC5,PG&12&X1 PI1 07011 C BLNK,CC5 BRANCH TO PIN31 07012 BU PIN43 IF C OPERAND 07013 B PIN31 IS BLANK 0702 PIN43 A @13@,IX1 07021 MLC IX1,CC5 07022 S @788@,CC5 BRANCH TO SW2 0703 BM SW2,CC5 IF IX1 IS LESS THAN 788 0705 CS 332 0706 CS 0707 MLC ER6MSG,245 0708 W 0709 CC 1 0710 H RESTRT 0711 ER6MSG DCW @22007 MORE THAN 60 STATEMENTS IN D.T.P.@ 0712 * SUB INE CONVT- CONVERTS 9 COLS. IN CC7 TO AN ADDRESS IN CC5 0713 CONVT SBR CONVX1&3 PI1 0714 MLC IX3,CC9 PI1 0715 C BLNK,CC7-7 0716 BU CONV1 SCT02 0717 MLC BLNK,CC5 0718 B CONVEX SCT02 0719 CONV1 C CC7-7,@V@ 0720 BU CONV5 PI1 0721 B CONV20 PI1 0722 CONV5 C CC7-7,@M@ 0723 BU CONV80 PI1 0724 B CONV30 PI1 0725 CONV20 MLC CC7-5,CC1 0726 S ONE,CC1 0727 B MULT1 PI1 0728 DSA TNTY 0729 DSA CC1 PI1 0730 MLC PROD,CC8 PI1 0731 C CC7-8,@G@ 0732 BU CONV64 0733 MLC ADRGV,CC5 0734 B CONV66 0735 CONV64 MLC ADRSV,CC5 0736 CONV66 MLZS @0@,CC8 0737 MA CC8,CC5 PI1 0738 B CONVEX PI1 0739 CONV30 C CC7-8,@G@ 0740 BU CONV32 PI1 0741 B CONV36 -GM PI1 0742 CONV32 C CC7-8,@C@ 0743 BU CONV38 -SM PI1 0744 B CONV40 -CM PI1 0745 CONV36 MLC RCGM,CC6 PI1 0746 B CONV45 PI1 0747 CONV38 MLC RCSM,CC6 PI1 0748 B CONV45 PI1 0749 CONV40 MLC RCCM,CC6 PI1 0750 CONV45 MLC CC6,CC1 PI1 0751 B MULT1 PI1 0752 DSA CC1 PI1 0753 DSA TNTY 0754 MLC PROD,CC8 PI1 0755 MLC CC7-5,CC1 0756 S ONE,CC1 0757 B MULT1 PI1 0758 DSA CC8 PI1 0759 DSA CC1 PI1 0760 MLC PROD,CC8 PI1 0761 MLC CC7-2,CC1 0762 B MULT1 PI1 0763 DSA TNTY 0764 DSA CC1 PI1 0765 A PROD,CC8 PI1 0766 MLZS @0@,CC8 0767 C CC7-8,@G@ 0768 BU CONV74 0769 MLC ADRGM,CC5 0770 B CONV76 0771 CONV74 MLC ADRSM,CC5 0772 CONV76 MA CC8,CC5 0773 B CONVEX 0774 CONV80 C CC7-8,@N@ 0775 BU CONV60 -T LOC PI1 0776 B MULT1 -NR PI1 0777 DSA NRCT 0778 DSA TNTY 0779 MLC PROD,IX3 PI1 0780 MLZS @0@,IX3 0781 A ONE,NRCT 0782 C @11@,NRCT BRANCH TO CONV81 0783 BU CONV81 IF NO. OF CONST. LESS THAN 11 0784 CS 332 0785 CS 0786 MLC ER7MSG,248 0787 MLC ER7MG1,258 0788 W 0789 CC 1 0790 H RESTRT 0791 ER7MSG DCW @22008 MORE THAN 10 REFERENCES TO CONSTANTS@ 0792 ER7MG1 DCW @IN D.T.P.@ 0793 CONV81 SW CC7-6 0794 MLC CC7,NRLIS&13&X3 0795 MLC CC7-5,NRLIS&9&X3 0796 MLC @0@,NRLIS&7&X3 0797 MLZS NRLIS&13&X3,NRLIS&19&X3 0798 MLZS @0@,NRLIS&13&X3 0799 CW CC7-6 0800 MLC ANRLIS,CC5 PI1 0801 MA IX3,CC5 PI1 0802 CONVEX MLC CC9,IX3 PI1 0803 CONVX1 B * PI1 0804 CONV60 C CC7-8,@T@ 0805 BU CONV90 0806 MLC CC7-7,CC3 0807 B MULT1 PI1 0808 DSA TNTY PI1 0809 DSA CC3 PI1 0810 MLC PROD,CC8 PI1 0811 MLZS @0@,CC8 0812 MLC ADRTO,CC5 PI1 0813 MA CC8,CC5 PI1 0814 B CONVEX PI1 0815 CONV90 MLC CC7-7,CC2 0816 MLC ZEROS,IX3 0817 CONV93 C ADIQ&X3,CC2 0818 BU CONV95 0819 B CONV96 0820 CONV95 A THREE,IX3 0821 C @027@,IX3 0822 BU CONV93 0823 CS 332 0824 CS 0825 MLC ER9MSG,234 0826 W 0827 CC 1 0828 H RESTRT 0829 CONV96 MLC ADRIQ&X3,CC5 0830 B CONVEX 0831 ADIQ DCW @ IQ@ 0832 DCW @ IE@ 0833 DCW @ SE@ 0834 DCW @ SC@ 0835 DCW @ SI@ 0836 DCW @ SB@ 0837 DCW @ SQ@ 0838 DCW @ SH@ 0839 DCW @ SP@ 0840 ADRIQ DSA IQ 0841 DSA IE 0842 DSA SE 0843 DSA SC 0844 DSA SI&19 0845 DSA SB 0846 DSA SQ 0847 DSA SH 0848 DSA SP 0849 BLNKS DCW @ @ 08491BLNK9 DCW @ @ 0850 EX PI1 851 ORG 5125 0852 ERRW3 SBR ERW3A&3 0853 MA M13A,ERW3A&3 0854 BSP 3 0855 SKP 3 0856 ERW3A B * 0857 ERRW4 SBR ERW4A&3 0858 MA M13A,ERW4A&3 0859 BSP 4 0860 SKP 4 0861 ERW4A B * 0862 PIL0 MLC CADR,PIL3&3 SET ADDRESS FOR CASH ITEM PART OF DTP SCT02 0863 MLC SADR,PIL2&3 SET ADDRESS FOR NON-CASH PART OF DTP SCT02 0864 CS 80 0865 SW 1 0866 MLC ZEROS,SORT&2 INITIALIZE BUFFER CT. 0867 MLC NINES,SORT&12 SET SMALLEST MU TO 9.9999 SCT02 0868 C BLANK,RCGV BRANCH TO PIL05 0869 BU PIL05 IF THERE WAS A 0870 C BLANK,RCGM GENERAL VECTOR AND/OR A 0871 BU PIL05 GENERAL MATRIX 0872 B PIL1 0873 PIL05 B PG EXECUTE INDEX PART OF DTP 0874 PIL1 B RDSVM READ CASH AND NON-CASH ITEMS INTO SCT02 0875 * CV,CM AND SV,SM RESPECTIVELY SCT02 0876 MLC ZEROS,SE 0877 MLC ZEROS,SQ CLEAR 0878 MLC ZEROS,SB SECURITY 0879 MLC ZEROS,SC PARAMETERS 0880 MLC ZEROS,SH FOR 0881 MLC ZEROS,SP DTP 0882 MLC ZEROS,SIREC 0883 C ONE,SCIND EXECUTE NON-CASH PART OF DTP 0884 PIL2 BU * IF SECURITY IS NON-CASH ITEM SCT02 0885 PIL3 B * OTHERWISE EXECUTE CASH PART OF DTP SCT02 0886 PIR1 MLC SI&10,SIREC STORE ID XXXXX SCT02 0887 MLC SI&10,SI&19 SCT02 0888 WTW 4,SI&15 WRITE SECURITY ID ON TAPE 4 SCT02 0889 BER ERRW4 0890 A ONE,SECTR ADD 1 TO INTERNAL ID 0891 C @751@,SECTR BRANCH TO PIR15 0892 BU PIR15 IF SECTR LESS THAN 751 0893 CS 332 0894 CS 0895 MLC ER8MSG,236 0896 W 0897 CC 1 0898 H RESTRT 0899 ER8MSG DCW @22011 MORE THAN 750 SECURITIES@ 0900 PIR15 A @5@,SE-5 ROUND MU 0901 MLC SE-6,SEREC STORE MU X.XXXX SCT02 0902 MLZS SE,SEREC 0903 MLC SQ-2,SQREC STORE Q XX.XXXXXXXX SCT02 0904 A @5@,SB-5 ROUND B 0905 MLC SB-6,SBREC STORE B XX.XXXX 0906 MLZS SB,SBREC 0907 S ONE,SC BRANCH TO PIR3 0908 BM PIR3,SC IF C BLANK OR ZERO 0909 A ONE,SC 0910 C SC-10,ONE BRANCH TO PIR4 0911 BU PIR4 IF C NOT 1. 0912 PIR3 MLC ONEPT,SC-6 SET C TO 1.0000 0913 PIR4 MLC SC-6,SCREC STORE C X.XXXX 0914 C SH-6,BLANK BRANCH TO PIR5 0915 BU PIR5 IF H NOT BLANK 0916 MLC ZEROS,SH-6 SET H EQU 0.0000 0917 B PIR6 0918 PIR5 C SH-10,ONE BRANCH TO PIR6 0919 BU PIR6 IF H NOT 1. 0920 MLC ONEPT,SH-6 SET H TO 1.0000 0921 PIR6 MLC SH-6,SHREC STORE H X.XXXX 0922 MLC SP-8,SPREC STORE P XXX.XX 0923 MLC FXIND,SFREC STORE FIXED INVESTMENT INDICATOR 0924 C @0@,SCIND BRANCH TO PIR7 0925 BU PIR7 IF CASH ITEM 0926 C ZEROS,SQREC STOP ON NON-CASH ITEM 0927 BU PIR7 IF VARIANCE IS ZERO 0928 CS 332 0929 CS 0930 MLCWAERR12,249 0931 MLCWASIREC,231 0932 CC 1 0933 W 0934 CC 1 0935 H RESTRT 0936 ERR12 DCW @22009 NON-CASH ITEM HAS ZERO VARIANCE@ 0937 PIR7 WTW 3,SREC WRITE SECURITY DATA ON TAPE 3 0938 BER ERRW3 0939 C @T00@,SORT&2 BRANCH TO PIT6 0940 BU PIT6 IF SORT LIST NOT FULL SCT02 09401 MLC SORT&5,IX3 0941 BCE PIT2,FXIND,1 BRANCH TO PIT2 IF SECURITY IS FIXED SCT02 0942 MLC SEREC,CC11 SCT02 0943 S SORT&12,CC11 SCT02 0944 BM PIL1,CC11 BRANCH TO PIL1 IF MU-I- UNDER MIN SCT02 0946 MLC SECTR,SORT&2&X3 SCT02 0947 B PIT3 SCT02 0948 PIT2 C SORT&12,NINES SCT02 0949 BU PIT25 SCT02 0950 B ERR3 BR TO ERR3 IF MU-MIN- EQU 9.9999 SCT02 0951 PIT25 MLC SECTR,SORT&2&X3 STORE INTERNAL ID IN SORT LIST SCT02 0952 MLZS PIT3,SORT&2&X3 SET FIXED SEC. INDICATOR SCT02 0953 PIT3 MLC SEREC,SORT&7&X3 STORE MU SCT02 0954 MLC SCREC,SORT&12&X3 STORE C SCT02 0955 MLC NINES,SORT&12 SET MU-MIN- TO 9.9999 SCT02 0956 MLC @013@,IX3 SET INDEX 3 TO 013 0957 PIT4 BM PIT5,SORT&2&X3 BRANCH TO PIT5 IF SEC. IS FIXED SCT02 0958 MLC SORT&12,CC11 BRANCH TO PIT5 0959 S SORT&7&X3,CC11 IF MU-I- IS SCT02 0960 BM PIT5,CC11 GREATER THAN MU-MIN- SCT02 0961 MLC SORT&7&X3,SORT&12 MU-MIN- EQU MU-I- SCT02 0962 MLC IX3,SORT&5 L-MU-MIN-- EQU 12XI SCT02 0963 PIT5 MA @013@,IX3 I EQUAL I & 013 0964 C @T00@,IX3 BRANCH TO PIT4 0965 BU PIT4 IF I NOT 1900 SCT02 0966 B PIL1 GO TO READ NEXT SECURITY SCT02 0967 PIT6 MA @013@,SORT&2 INCREASE SORT BUFFER LOCATION 0968 MLC SORT&2,IX3 SCT02 0969 MLC SECTR,SORT&2&X3 STORE INTERNAL ID IN SORT BUFFER SCT02 0970 MLC SEREC,SORT&7&X3 STORE MU SCT02 0971 MLC SCREC,SORT&12&X3 STORE C 0972 BCE PIT7,FXIND,1 BRANCH TO PIT7 IF SECURITY FIXED SCT02 0973 MLC SORT&12,CC11 SCT02 0974 S SEREC,CC11 BRANCH TO PIL1 SCT02 0975 BM PIL1,CC11 IF MU-I- GREATER THAN MU-MIN- SCT02 0976 MLC SEREC,SORT&12 MU-MIN- EQU MU-I- SCT02 0977 MLC IX3,SORT&5 L-MU-MIN-- EQU SORT BUFFER LOCATION SCT02 0978 B PIL1 GO TO READ NEXT SECURITY SCT02 0979 PIT7 MLZS PIT3,SORT&2&X3 SET FIXED SEC. INDICATOR 0980 B PIL1 GO TO READ NEXT SECURITY SCT02 0981 ONEPT DCW @10000@ 0982 BLANK DCW @ @ 0983 ERR3 CC 1 SCT02 0984 CS 332 SCT02 0985 CS SCT02 0986 MLCWAMSG3,252 SCT02 0987 W SCT02 0988 CC 1 SCT02 0989 H RESTRT 0990 MSG3 DCW @22010 MORE THAN 100 FIXED INVESTMENT SECURITIES@ 0991 * SUBR NE TO READ IN A GROUP OF SV,SM OR CV,CM CARDS PI1 0992 RDSVM SBR SVMEX&3 PI1 0993 MLZS @0@,CC8-1 0994 MLZS @0@,CC5-1 0995 MLC @0@,SCIND 0-SEC,1-CASH PI1 0996 MLC @0@,FXIND PI1 0997 R PI1 0998 SW 1 PI1 0999 C 3,@END@ PI1 1000 BU SVM6 PI1 1001 B GOLOD 1002 SVM6 C 74,@F@ 1003 BU SVM4 PI1 1004 MLC ONE,FXIND 1005 SVM4 C 73,@C@ 1006 BU SVM10 PI1 1007 MLC ONE,SCIND 1008 C BLANK,RCCV 1009 BU SVM8 PI1 1010 B SVM50 PI1 1011 SVM8 MLC RCCV-2,CC1 1012 B SVM15 PI1 1013 SVM10 C BLANK,RCSV 1014 BU SVM11 PI1 1015 B SVM50 PI1 1016 SVM11 MLC RCSV-2,CC1 1017 SVM15 B DIVIDE PI1 1018 DSA EIGHT PI1 1019 DSA CC1 PI1 1020 DCW 21 1021 MLC QUOT,NOCDS PI1 1022 MLZS @0@,QUOT-22 1023 C @0@,QUOT-22 1024 BU SVM19 PI1 1025 B SVM28 1026 SVM19 A ONE,NOCDS 1027 SVM28 MLC @020@,IX3 1028 MLC ZEROS,SV&10 1029 SVM40 SW 1 1030 MLCWAGPK&1,73 1031 MRCM 1,CDBUF 1032 C 75,@V@ BRANCH TO SVM98 1033 BU SVM98 IF COL. 75 NOT V 1034 C ZEROS,SV&10 1035 BU SVM41 1036 MLC 5,SV&10 1037 B SVM42 1038 SVM41 C SV&10,5 BRANCH TO SVM98 1039 BU SVM98 IF ID-S DONT MATCH 1040 SVM42 MLC @009@,IX2 1041 SVM44 MLC CDBUF&8&X2,SV&13&X3 1042 MLC CDBUF&3&X2,SV&9&X3 1043 MLC @ @,SV&5&X3 1044 MLZS SV&13&X3,SV&19&X3 1045 MLZS @0@,SV&13&X3 1046 A @9@,IX2 1047 A TNTY,IX3 1048 C @072@,IX2 1049 BU SVM44 1050 S ONE,NOCDS 1051 MLZS @0@,NOCDS PI1 1052 C ZEROS,NOCDS 1053 BU SVM46 PI1 1054 B SVM50 PI1 1055 SVM46 R 1056 B SVM40 PI1 1057 SVM50 C ONE,SCIND 1058 BU SVM55 PI1 1059 C BLANK,RCCM 1060 BU SVM52 PI1 1061 B SVMEX PI1 1062 SVM52 MLC RCCM,CC1 PI1 1063 B SVM60 PI1 1064 SVM55 C BLANK,RCSM 1065 BU SVM57 PI1 1066 B SVMEX PI1 1067 SVM57 MLC RCSM,CC1 PI1 1068 SVM60 B DIVIDE PI1 1069 DSA EIGHT PI1 1070 DSA CC1 PI1 1071 DCW 21 1072 MLC QUOT,NOCDS PI1 1073 R PI1 1074 MLZS @0@,QUOT-22 1075 MLC QUOT-22,CC3 1076 C @0@,QUOT-22 1077 BU SVM63 PI1 1078 B SVM64 PI1 1079 SVM63 A ONE,NOCDS 1080 SVM64 MLC NOCDS,CC2 PI1 1081 MLC ZEROS,CC1 1082 MLC ZEROS,IX3 1083 SVM78 MLCWAGPK&1,73 PI1 1084 MRCM 1,CDBUF 1085 SW 76 1086 C SV&10,80 BRANCH TO SVM98 1087 BU SVM98 IF ID-S DONT MATCH 1088 MLC ZEROS,IX2 1089 SVM82 MLC CDBUF&8&X2,SM&13&X3 1090 MLC CDBUF&3&X2,SM&9&X3 1091 MLC @ @,SM&5&X3 1092 MLZS SM&13&X3,SM&19&X3 1093 MLZS @0@,SM&13&X3 1094 A @9@,IX2 1095 A TNTY,IX3 1096 C @072@,IX2 1097 BU SVM82 1098 S ONE,NOCDS 1099 MLZS @0@,NOCDS PI1 1100 C ZEROS,NOCDS 1101 BU SVM84 PI1 1102 B SVM90 PI1 1103 SVM84 R 1104 B SVM78 PI1 1105 SVM90 A ONE,CC1 1106 C ONE,SCIND 1107 BU SVM92 PI1 1108 C CC1,RCCM-2 PI1 1109 BU SVM95 PI1 1110 B SVMEX PI1 1111 SVM92 C CC1,RCSM-2 PI1 1112 BU SVM95 PI1 1113 B SVMEX PI1 1114 SVM95 MLC CC2,NOCDS PI1 1115 C CC3,@0@ PI1 1116 BU SVM97 PI1 1117 R PI1 1118 B SVM78 PI1 1119 SVM97 MLC @008@,CC5 1120 S CC3,CC5 1121 B MULT1 1122 DSA CC5 1123 DSA TNTY 1124 MLC PROD,CC5 1125 S CC5,IX3 1126 MLZS @0@,IX3 1127 R PI1 1128 B SVM78 PI1 1129 SVM98 CS 332 1130 CS 1131 MLCWAER10MG,235 1132 W 1133 CC 1 1134 H RESTRT 1135 SVMEX B * PI1 1136 ER10MG DCW @22019 DATA CARDS OUT OF ORDER@ 1137 PIC1 SBR CC8 -MOVE SCT02 1138 MA TWOMA,CC8 1139 MLC CC8,PIC80&3 1140 PIC80 MLC *,PIC30&3 1141 MA @006@,CC8 1142 MLC CC8,PIC85&3 1143 PIC85 MLC *,PIC30&6 1144 PIC30 MLC *,* PI1 1145 MA ONEMA,CC8 1146 MLC CC8,PICEX&3 PI1 1147 PICEX B * PI1 1148 PIP1 SBR CC8 - ADD PI1 1149 MA TWOMA,CC8 1150 MLC CC8,PIP80&3 1151 PIP80 MLC *,PIP10&3 1152 MA THRMA,CC8 1153 MLC CC8,PIP83&3 1154 PIP83 MLC *,PIP20&3 1155 MA THRMA,CC8 1156 MLC CC8,PIP85&3 1157 PIP85 MLC *,PIP30&6 1158 MA ONEMA,CC8 1159 MLC CC8,PIPEX&3 PI1 1160 PIP10 ZA *,TEMP1 PI1 1161 PIP20 A *,TEMP1 PI1 1162 PIP30 MLC TEMP1,* PI1 1163 PIPEX B * PI1 1164 PIS1 SBR CC8 PI1 1165 MA TWOMA,CC8 1166 MLC CC8,PIS80&3 1167 PIS80 MLC *,PIS10&3 1168 MA THRMA,CC8 1169 MLC CC8,PIS85&3 1170 PIS85 MLC *,PIS20&3 1171 MA THRMA,CC8 1172 MLC CC8,PIS88&3 1173 PIS88 MLC *,PIS30&6 1174 MA ONEMA,CC8 1175 MLC CC8,PISEX&3 PI1 1176 PIS10 ZA *,TEMP1 PI1 1177 PIS20 S *,TEMP1 PI1 1178 PIS30 MLC TEMP1,* PI1 1179 PISEX B * 1180 PIM1 SBR CC8 PI1 1181 MA TWOMA,CC8 1182 MLC CC8,PIM70&3 1183 PIM70 MLC *,PIM50 1184 MLC PIM50,PIM14&3 1185 MA FTMA,PIM50 1186 MLC PIM50,PIM10&3 1187 MLC PIM50,PIM60&3 1188 MA NINMA,PIM50 1189 MLC PIM50,PIM14&6 1190 MLC PIM50,PIM64&6 1191 MA THRMA,CC8 1192 MLC CC8,PIM78&3 1193 PIM78 MLC *,PIM55 1194 MLC PIM55,PIM16&3 1195 MA FTMA,PIM55 1196 MLC PIM55,PIM12&3 1197 MLC PIM55,PIM62&3 1198 MA NINMA,PIM55 1199 MLC PIM55,PIM16&6 1200 MLC PIM55,PIM66&6 1201 MA THRMA,CC8 1202 MLC CC8,PIM88&3 1203 PIM88 MLC *,PIM58&6 1204 MA ONEMA,CC8 1205 MLC CC8,PIMEX&3 PI1 1206 PIM10 SW * PI1 1207 PIM12 SW * PI1 1208 PIM14 MLZS *,* 1209 PIM16 MLZS *,* 1210 B MULT1 PI1 1211 PIM50 DSA * PI1 1212 PIM55 DSA * PI1 1213 PIM60 CW * PI1 1214 PIM62 CW * PI1 1215 PIM64 MLZS @0@,* 1216 PIM66 MLZS @0@,* 1217 PIM58 MLC PROD,* PI1 1218 PIMEX B * 1219 PID1 SBR CC8 PI1 1220 MA TWOMA,CC8 1221 MLC CC8,PID80&3 1222 PID80 MLC *,PID55 1223 MA THRMA,CC8 1224 MLC CC8,PID82&3 1225 PID82 MLC *,PID50 1226 MLC PID50,PID12&3 1227 MA FTMA,PID50 1228 MLC PID50,PID10&3 1229 MLC PID50,PID60&3 1230 MA NINMA,PID50 1231 MLC PID50,PID12&6 1232 MLC PID50,PID44&6 1233 MA THRMA,CC8 1234 MLC CC8,PID90&3 1235 PID90 MLC *,PID58&6 1236 SW PID58&4 1237 MLC PID58&6,PID40&6 1238 MLC PID58&6,PID46&6 1239 MA FIVMA,PID58&6 1240 MLC PID58&6,PID40&3 1241 MLC PID58&6,PID42&6 1242 CW PID58&4 1243 PID10 SW * PI1 1244 PID12 MLZS *,* 1245 B DIVIDE 1246 PID50 DSA * PI1 1247 PID55 DSA * PI1 1248 DCW 12 1249 MLC ZEROS,QUOT-11 1250 PID60 CW * PI1 1251 PID44 MLZS @0@,* 1252 PID46 MLC ZEROS,* 1253 PID58 MLC QUOT,* PI1 1254 PID40 MLZS *,* 1255 PID42 MLZS @0@,* 1256 MA ONEMA,CC8 1257 MLC CC8,PIDEX&3 PI1 1258 PIDEX B * PI1 1259 PIA1 SBR CC8 PI1 1260 MA TWOMA,CC8 1261 MLC CC8,PIA70&3 1262 PIA70 MLC *,PIA50 1263 MLC PIA50,PIA14&3 1264 MA FTMA,PIA50 1265 MLC PIA50,PIA10&3 1266 MLC PIA50,PIA60&3 1267 MA NINMA,PIA50 1268 MLC PIA50,PIA14&6 1269 MLC PIA50,PIA64&6 1270 MA THRMA,CC8 1271 MLC CC8,PIA76&3 1272 PIA76 MLC *,PIA55 1273 MLC PIA55,PIA16&3 1274 MA FTMA,PIA55 1275 MLC PIA55,PIA12&3 1276 MLC PIA55,PIA62&3 1277 MA NINMA,PIA55 1278 MLC PIA55,PIA16&6 1279 MLC PIA55,PIA66&6 1280 MA THRMA,CC8 1281 MLC CC8,PIA84&3 1282 PIA84 MLC *,PIA58&6 1283 MA ONEMA,CC8 1284 MLC CC8,PIAEX&3 PI1 1285 PIA10 SW * PI1 1286 PIA12 SW * PI1 1287 PIA14 MLZS *,* 1288 PIA16 MLZS *,* 1289 B MULT1 PI1 1290 PIA50 DSA * PI1 1291 PIA55 DSA * PI1 1292 PIA60 CW * PI1 1293 PIA62 CW * PI1 1294 PIA64 MLZS @0@,* 1295 PIA66 MLZS @0@,* 1296 PIA58 A PROD,* PI1 1297 PIAEX B * PI1 1298 EX PIL0 1299 ORG 5175 1300 BUF DA 1X13,G 1301 PIX1 WTM 4 WRITE E-O-F AFTER EXTERNAL ID FILE SCT02 1302 WTM 3 WRITE E-O-F AFTER SECURITY DATA SCT02 1303 RWD 4 REWIND TAPE 4 SCT02 1304 BEF *&1 1305 PIX2 RTW 4,BUF READ 1 EXTERNAL ID RECORD SCT02 1306 BER ERRR4 1307 BEF PIX3 BRANCH TO PIX3 ON E-O-F SCT02 1308 MLCWAGPK&1,BUF&5 PLACE GRP MK WD MK AFTER ID 1309 WTW 3,BUF WRITE EXTERNAL ID ON TAPE 3 SCT02 1310 BER ERRW3 1311 B PIX2 SCT02 1312 PIX3 WTM 3 WRITE E-O-F AFTER EXTERNAL ID FILE SCT02 1313 RWD 4 REWIND TAPE 4 SCT02 1314 MLCWAZEROS,BUF&12 1315 SW BUF,BUF&3 DEFINE SCT02 1316 SW BUF&8 FIELDS 1317 MLC @000@,IX2 SET INDEX 2 TO 000 SCT02 1318 MLC @000@,IX1 13185PIX4 MA @013@,IX1 INCREASE INDEX 1 BY 013 1319 BWZ PIX7,SORT&2&X1,2 BRANCH TO PIX7 IF SEC. NOT FIXED 1320 MLC SORT&2&X1,BUF&2 STORE INTERNAL ID IN BUFFER SCT02 1321 MLC SORT&7&X1,BUF&7 STORE MU SCT02 1322 MLC SORT&12&X1,BUF&12 STORE C SCT02 1323 WTW 4,BUF WRITE BUFFER ON TAPE 4 SCT02 1324 BER ERRW4 1325 A SORT&12&X1,CC12 SIGCI EQU SIGCI&C-I- SCT02 1326 MLC CC12,CC11 SCT02 1327 S @10000@,CC11 BRANCH TO PIX6 SCT02 1328 BM PIX6,CC11 IF SIGCI LESS THAN 1.0000 1329 MLZS @0@,CC11 SCT02 1330 C @00000@,CC11 BRANCH TO PIX6 SCT02 1331 BU PIX6 IF SIGCI NOT EQUAL 1.0000 1332 PIX5 WTM 4 WRITE E-O-F SORT LIST SCT02 1333 MLC SECTR,CC6-1 SCT02 1334 MLCWAGPK&1,CC6 SCT02 1335 WTW 4,CC6-3 WRITE NO. OF SEC. IN TAPE 4 1336 BER ERRW4 1337 WTM 4 WRITE E-O-F AFTER NO. OF SEC. SCT02 1338 MLC IE-3,IEOUT SCT02 1339 MLC IQ-3,IQOUT SCT02 1340 WTW 4,OUTRQ WRITE REPORT PARAMETERS ON TAPE SCT02 1341 BER ERRW4 1342 WTM 4 WRITE E-O-F AFTER REPORT PARAM. SCT02 1343 B GOLOD LOAD NEXT SECTION SCT02 1344 PIX6 MA @013@,IX2 INCREASE INDEX 2 BY 013 1345 C IX2,SORT&2 BRANCH TO PIX7 SCT02 1346 BU PIX7 IF SORT LIST INCOMPLETE SCT02 1347 B ERR4 BRANCH TO ERR4 IF SORT LIST BAD SCT02 1349 PIX7 C IX1,SORT&2 BRANCH TO PIX4 1350 BU PIX4 IF SORT LIST INCOMPLETE 1351 PIX8 MLC @000@,IX1 SET INDEX 1 TO 000 SCT02 1352 MLC MNINS,SORT&12 1353 PIX9 MA @013@,IX1 INCREASE INDEX 1 BY 013 1354 BM PIX10,SORT&2&X1 BRANCH TO PIX10 IF SEC. IS FIXED 1355 MLC SORT&7&X1,CC11 BRANCH TO PIX10 SCT02 1356 S SORT&12,CC11 IF MU-MAX- IS SCT02 1357 BM PIX10,CC11 GREATER THAN MU%I) 1358 MLC SORT&7&X1,SORT&12 MU-MAX- EQU MU-I- SCT02 1359 MLC IX1,IX3 MAX EQU I SCT02 1360 PIX10 C IX1,SORT&2 BRANCH TO PIX9 1361 BU PIX9 IF SORT LIST INCOMPLETE 1362 MLC SORT&2&X3,BUF&2 STORE INTERNAL ID IN BUFFER SCT02 1363 MLC SORT&7&X3,BUF&7 STORE MU-MAX- SCT02 1364 MLC SORT&12&X3,BUF&12 STORE C 1365 WTW 4,BUF WRITE SORT LIST ON TAPE4 SCT02 1366 BER ERRW4 1367 MLC MNINS,SORT&7&X3 SET MU-I- EQU -9.9999 SCT02 1368 A SORT&12&X3,CC12 SIGCI EQU SIGCI&C-I- SCT02 1369 MLC CC12,CC11 1370 S @10000@,CC11 BRANCH TO PIX5 IF 1371 BWZ PIX5,CC11,B SIGCI NOT LESS THAN 1.0000 1372 MA @013@,IX2 INCREASE INDEX 2 BY 13 1373 C IX2,SORT&2 BRANCH TO PIX8 SCT02 1374 BU PIX8 IF SORT LIST INCOMPLETE SCT02 1375 B ERR4 BRANCH TO ERR4 IF SORT LIST BAD SCT02 1376 ERR4 CC 1 SCT02 1377 CS 332 SCT02 1378 CS SCT02 1379 MLCWAMSG4,249 SCT02 1380 W SCT02 1381 CC 1 SCT02 1382 H RSTRT 1383 MSG4 DCW @22012 SUM OF MAXIMUM HOLDINGS LESS THAN 100%@ 1384 ERRR4 SBR ERR4A&3 1385 MA M13A,ERR4A&3 1386 S ONE,ERR4B 1387 BM ERR4C,ERR4B 1388 BSP 4 1389 ERR4A B * 1390 ERR4B DCW 9 1391 ERR4C CS 332 1392 CS 1393 MLC ERR4M,237 1394 CC 1 1395 W 1396 H *-3 1397 ERR4M DCW @22018 PERMANENT READ ERROR ON TAPE 4@ 1398 EX PIX1 1399 SFX SCT04 1400 IX1 EQU 89 1401 IX2 EQU 94 1402 IX3 EQU 99 1403 ORG 1162 1404 SQRT SBR SQRTX&3 SCT04 1405 ZA C,ROOT 1406 MLZS SQRTA,C SCT04 1407 ZA ACCAUT,ACCAU7-2 SCT04 1408 MLZS C5,ACCAU7-2 1409 SQRTA ZS ROOT,R1 SCT04 1410 B DIVIDE SCT04 1411 DSA ROOT SCT04 1412 DSA ACCAU7 SCT04 1413 DCW 14 1414 A ROOT,QUOT SCT04 1415 MLC QUOT,ROOT SCT04 1416 S ROOTA SCT04 1417 A ROOT,ROOTA SCT04 1418 A ROOTA SCT04 1419 A ROOTA SCT04 1420 A ROOT,ROOTA SCT04 1421 MLC ROOTA-1,ROOT SCT04 1422 BM SQRTC,C SCT04 1423 A ROOT,R1 SCT04 1424 BWZ SQRTB,R1,B 1425 MCS R1,ROOTA SCT04 1426 BCE *&5,ROOTA, SCT04 1427 B SQRTA SCT04 1428 SQRTB A C5,ROOT SCT04 1429 MLC ROOT-1,R SCT04 1430 SQRTX B * SCT04 1431 SQRTC MLZS C5,C SCT04 1432 B SQRTA SCT04 1433 ACCAUT DCW #14 SCT04 1434 ACCAU7 DCW #16 1435 R DCW #7 SCT04 1436 R1 DCW #8 SCT04 1437 C5 DCW 5 SCT04 1438 C DCW 300000 SCT04 1439 ROOT DCW #8 SCT04 1440 ROOTA DCW #9 SCT04 1441 SIGCP SBR GCPEX&3 SCT04 1442 B MULT1 SCT04 1443 DSA BUF6&14 1/SIGMA XXX.XXXXX SCT04 1444 DSA BUF6&22 B/SIGMA XXX.XXXXX 1445 MLZS PROD,PROD-5 1446 MLC PROD-5,SIGBT SCT04 1447 B MULT1 SCT04 1448 DSA BUF6&6 MU/SIGMA XX.XXXXX SCT04 1449 DSA BUF6&14 1/SIGMA XXX.XXXXX SCT04 1450 MLZS PROD,PROD-5 1451 MLC PROD-5,MUSIG SCT04 1452 B MULT1 SCT04 1453 DSA BUF6&6 MU/SIGMA XX.XXXXX SCT04 1454 DSA BUF6&22 B/SIGMA XXX.XXXXX 1455 MLZS PROD,PROD-5 1456 MLC PROD-5,MUBET SCT04 1457 B MULT1 SCT04 1458 DSA BUF6&6 MU/SIGMA XX.XXXXX SCT04 1459 DSA BUF6&6 MU/SIGMA XX.XXXXX SCT04 1460 MLC PROD-5,MUSQ SCT04 1461 B MULT1 SCT04 1462 DSA BUF6&14 1/SIGMA XXX.XXXXX SCT04 1463 DSA BUF6&14 1/SIGMA XXX.XXXXX SCT04 1464 MLC PROD-5,SIGS SCT04 1465 B MULT1 SCT04 1466 DSA BUF6&22 B/SIGMA XXX.XXXXX 1467 DSA BUF6&22 B/SIGMA XXX.XXXXX 1468 MLC PROD-5,SIGBTA 1469 C ZEROS,IND4 BRANCH TO GCP1 1470 BU GCP1 IF IND4 NOT 0 1471 BAV *&1 1472 A SIGS,SIGD A%1,1) SCT04 1473 A SIGBT,SIGDB A%1,2) SCT04 1474 A SIGBTA,SIGB A%2,2) SCT04 1475 A MUSIG,SIGMD A%1,3) SCT04 1476 A MUBET,SIGMB A%2,3) SCT04 1477 A MUSQ,SIGM2 A%3,3) SCT04 1478 BAV GCPER 1479 B GCPEX SCT04 1480 GCP1 BAV *&1 1481 S SIGS,SIGD A%1,1) 1482 S SIGBT,SIGDB A%1,2) SCT04 1483 S SIGBTA,SIGB A%2,2) SCT04 1484 S MUSIG,SIGMD A%1,3) SCT04 1485 S MUBET,SIGMB A%2,3) SCT04 1486 S MUSQ,SIGM2 A%3,3) SCT04 1487 BAV GCPER 1488 GCPEX B * SCT04 1489 GCPER CS 332 1490 CS 1491 MLCWAGCPMG,254 1492 MLCWAGCPM1,283 1493 MLCWAITCTR,287 1494 CC 1 1495 W 1496 CC 1 1497 H RSTRT 1498 GCPMG DCW @22017 ARITHMETIC OVERFLOW IN UPDATING OF MIDLING@ 1499 GCPM1 DCW @GROUP VARIABLES IN ITERATION@ 1500 TITPR SBR TIT20&3 1501 CC 1 1502 RWD 2 1503 A ONE,PGNO 1504 MLC ZEROS,TITNO 1505 MLC PGNO,TIT03 1506 BEF *&1 1507 TIT5 RTW 2,BUF9 1508 BER ERRR2 1509 BEF TIT20 1510 MLC BUF9,TIT01 1511 SW BUF9&1 1512 CS 332 1513 CS 1514 MLC BUF9&78,279 1515 MLC TIT03,300 1516 W 1517 A ONE,TITNO 1518 CS 300 1519 CS 1520 TIT7 S ONE,TIT01 1521 MLC BLNK,TIT03 1522 BWZ TIT10,TIT01,B 1523 B TIT5 1524 TIT10 W 1525 A ONE,TITNO 1526 B TIT7 1527 TIT20 B * 1528 TIT01 DCW #1 1529 TIT03 DCW #3 1530 TITNO DCW #2 SCT04 1531 PGNO DCW #3 1532 GPWDS DA 1X1,G,C 1533 NSEC DCW #3 SCT04 1534 DCW #1 SCT04 1535 NOPT DCW #3 SCT06 1536 EDT1 DCW @ 0 . @ 1537 EDT5 DCW @ 0 . -@ SCT04 1538 EDT6 DCW @ 0 . -@ 1539 FIVE DCW @5@ SCT04 1540 ERRR2 SBR ERR2A&3 1541 MA M13A,ERR2A&3 1542 S ONE,ERR2B 1543 BM ERR2C,ERR2B 1544 BSP 2 1545 ERR2A B * 1546 ERR2B DCW 9 1547 ERR2C CS 332 1548 CS 1549 MLC ERRRM,235 1550 MLC TWO,237 1551 CC 1 1552 W 1553 H * 1554 ERRR3 SBR ERR3A&3 1555 MA M13A,ERR3A&3 1556 S ONE,ERR3B 1557 BM ERR3C,ERR3B 1558 BSP 3 1559 ERR3A B * 1560 ERR3B DCW 9 1561 ERR3C CS 332 1562 CS 1563 MLC ERRRM,235 1564 MLC THREE,237 1565 CC 1 1566 W 1567 H * 1568 ERRR4 SBR ERR4A&3 1569 MA M13A,ERR4A&3 1570 S ONE,ERR4B 1571 BM ERR4C,ERR4B 1572 BSP 4 1573 ERR4A B * 1574 ERR4B DCW 9 1575 ERR4C CS 332 1576 CS 1577 MLC ERRRM,235 1578 MLC FOUR,237 1579 CC 1 1580 W 1581 H * 1582 ERRRM DCW @22018 PERMANENT READ ERROR ON TAPE@ 1583 M13A DCW @I8G@ 1584 ERRW2 SBR ERW2A&3 1585 MA M13A,ERW2A&3 1586 BSP 2 1587 SKP 2 1588 ERW2A B * 1589 ERRW3 SBR ERW3A&3 1590 MA M13A,ERW3A&3 1591 BSP 3 1592 SKP 3 1593 ERW3A B * 1594 ERRW4 SBR ERW4A&3 1595 MA M13A,ERW4A&3 1596 BSP 4 1597 SKP 4 1598 ERW4A B * 1599 IND1 DCW #1 SCT06 1600 IND2 DCW #1 SCT06 1601 IND4 DCW #1 SCT06 1602 CC1A DCW #1 SCT04 1603 CC2A DCW #2 SCT04 1604 CC3A DCW #3 SCT04 1605 CC3B DCW #3 SCT04 1606 CC4A DCW #4 SCT04 1607 CC5A DCW #5 SCT04 1608 CC5B DCW #5 SCT04 1609 CC6A DCW #6 SCT04 1610 CC7A DCW #7 SCT04 1611 CC8A DCW #8 SCT04 1612 CC10A DCW #10 SCT04 1613 CC10B DCW #10 SCT06 1614 CC11A DCW #11 SCT06 1615 CC13A DCW #13 SCT04 1616 CC13B DCW #13 1617 CC18A DCW #18 1618 CC18B DCW #18 1619 CC20A DCW #20 SCT06 1620 CC21A DCW #21 1621 N1SEC DCW #3 SCT04 1622 MCOUNT DCW #3 1623 ITCTR DCW @000@ 1624 HIPRS DCW #3 SCT06 1625 PRLAM DCW #10 SCT04 1626 HILAM DCW #10 SCT06 1627 TLAM DCW #10 SCT06 1628 EPREV DCW #10 SCT04 1629 EPRES DCW #10 1630 EPR DCW #10 SCT06 1631 NXPR DCW #4 SCT04 1632 STAT DA 1X750,G,C 1633 OUTRQ DA 1X27,G,C 1634 DELTA 1,4 SCT04 1635 ULIM 5,6 SCT04 1636 LLIM 7,8 SCT04 1637 IE 9,17 SCT04 1638 IQ 18,26 SCT04 1639 OPT 27,27 1640 ALPH1 DCW #10 16401ALPH2 DCW #10 16402BETA1 DCW #10 16403BETA2 DCW #10 16404A11 DCW #13 16405A12 DCW #13 16406A22 DCW #13 16407A13 DCW #10 16408A23 DCW #10 16409A33 DCW #10 1641 VU DCW #14 16412K1 DCW #10 16413K2 DCW #10 1642 K3 DCW #10 1643 K4 DCW #10 1644 SIGR1 DCW #10 1645 SIGC2 DCW #14 1646 SIGCU DCW #10 SCT04 1647 SIGMC DCW #12 1648 SIGBC DCW #12 1649 SIGD DCW #13 1650 SIGDB DCW #13 1651 SIGB DCW #13 1652 SIGMD DCW #10 SCT04 1653 SIGMB DCW #10 SCT04 1654 SIGM2 DCW #10 SCT04 1655 SIGS DCW #11 1656 SIGBT DCW #11 1657 SIGBTA DCW #11 1658 MUSIG DCW #10 SCT04 1659 MUBET DCW #10 SCT04 1660 MUSQ DCW #10 SCT04 1661 C2SIG DCW #14 1662 CUSIG DCW #10 SCT06 1663 BCSIG DCW #12 1664 MCSIG DCW #12 1665 DENOM DCW #13 1666 NUMER DCW #21 1667 MUZ DCW #7 1668 GAMZ DCW #13 1669 OMEGZ DCW #13 1670 ONEPT5 DCW @100000@ 1671 NINES DCW @9999999999@ SCT04 1672 BUF EQU 7218 1673 BUF9 EQU 2 1674 BUF6 DA 1X36,G,C 1675 1,7 SCT04 1676 8,15 SCT04 1677 16,23 SCT04 1678 24,31 SCT04 1679 32,36 SCT04 1680 PSA RWD 2 REWIND TAPE 2 SCT04 1681 RWD 3 REWIND TAPE 3 SCT04 1682 RWD 4 REWIND TAPE 4 SCT04 1683 SW 87,92 SET WORD MARKS FOR SCT04 1684 SW 97 INDEX REGISTERS SCT04 1685 MLCWA@0@,IND4 SET CURRENT HOLDING FLAG TO ZERO 1686 MLC ZEROS,SIGCU SET SUM C%I) TO ZERO 1687 PSA1 RTW 4,BUF READ ONE SECURITY FROM SORT-LIST SCT04 1688 BER ERRR4 1689 A BUF&12,SIGCU-1 ADD C%I) TO SUM C%I) SCT04 1690 MLC BUF&2,IX1 SET INDEX 1 SCT04 1691 MLZS @0@,IX1 TO INTERNAL ID SCT04 1692 BWZ PSA2,BUF&2,2 BRANCH TO PSA2 IF NOT FIXED SEC. SCT04 1693 MLC THREE,STAT-1&X1 SET STATUS OF FIXED SEC. TO 3 1694 B PSA3 SCT04 1695 PSA2 MLC TWO,STAT-1&X1 SET STATUS OF VARIABLE SEC. TO 2 1696 PSA3 MLC SIGCU,CC6A 1697 S ONEPT5,CC6A BRANCH TO PSA1 1698 BM PSA1,CC6A IF NOT K-TH SEC. 1699 S BUF&12,SIGCU-1 ADJUST SUM C%I) SCT04 1700 MLZS @0@,SIGCU-1 1701 MLC ONE,STAT-1&X1 SET STATUS OF K-TH SEC. TO 1 1702 BEF *&1 1703 PSA4 RTW 4,BUF 1704 BEF PSA5 SKIP TO END OF SORT-LIST SCT04 1705 B PSA4 SCT04 1706 PSA5 RTW 4,NSEC-2 READ NUMBER OF SECURITIES SCT04 1707 BER ERRR4 1708 RTW 4,BUF 1709 RTW 4,OUTRQ READ OUTPUT REQUEST DATA SCT04 1710 BER ERRR4 1711 RWD 4 REWIND TAPE 4 SCT04 1712 MLC ZEROS,CC13A 1713 MLC ONE,CC13A-12 1714 B DIVIDE COMPUTE SCT04 1715 DSA IQ 1/SIGMA%N&1)**2 SCT04 1716 DSA CC13A WHICH IS SCT04 1717 DCW 13 PART OF A%2,2) 1718 MLC QUOT,SIGB SCT04 1719 MLCWA@020@,N1SEC INITIALIZE BLOCK COUNT 1720 MLC ZEROS,CC3A SET INTERNAL ID TO 000 SCT04 1721 MLC ZEROS,CC3B SET NO. OF SEC. IN BUF TO 000 SCT04 1722 MLC ZEROS,IX1 SET INDEX 1 TO 000 SCT04 1723 S EPRES 1724 S EPREV 1725 S PRLAM 1726 B TITPR PRINT TITLE CARDS SCT04 1727 B CASPR PRINT CASE CARDS SCT04 1728 B PRHD1 PRINT HEADINGS SCT04 1729 MLC TITNO,CC2A SET CC2A TO NO. OF LINES PRINTED SCT04 1730 PSA6 RTW 3,BUF3 READ ONE SECURITY FROM TAPE 3 SCT04 1731 BER ERRR3 1732 C CC2A,@58@ BRANCH TO PSA6A 1733 BU PSA6A IF PAGE INCOMPLETE 1734 CC J 1735 MLCWA@* FIXED HOLDING@,224 1736 W 1737 B TITPR PRINT TITLE CARDS SCT04 1738 CC L 1739 B PRHD1 PRINT HEADINGS SCT04 1740 MLC TITNO,CC2A SET CC2A TO NO. OF LINES PRINTED SCT04 1741 A THREE,CC2A 1742 PSA6A A ONE,CC3A ADD 1 TO INTERNAL ID 1743 MLC CC3A,IX2 PLACE INTERNAL ID IN INDEX 2 SCT04 1744 A ONE,CC3B ADD 1 TO NO. OF SEC. IN BUF 1745 MLC BUF3&4,216 PLACE ID IN PRINT AREA SCT04 1746 MLCWAEDT5,228 1747 MCE BUF3&9,228 PLACE MU IN PRINT AREA SCT04 1748 BCE PSA9,228, BRANCH TO PSA9 IF MU NOT MINUS SCT04 1749 MLC @ @,228 SET SIGN BLANK SCT04 1750 BCE PSA7,223, BRANCH TO PSA7 IF 223 BLANK SCT04 1751 BCE PSA8,222, BRANCH TO PSA8 IF 222 BLANK SCT04 1752 MLC @-@,221 PLACE MINUS SIGN IN 221 SCT04 1753 B PSA9 SCT04 1754 PSA7 MLC @-@,223 PLACE MINUS SIGN IN 223 SCT04 1755 B PSA9 SCT04 1756 PSA8 MLC @-@,222 PLACE MINUS SIGN IN 222 SCT04 1757 PSA9 MLCWAEDT1,238 SCT04 1758 C ZEROS,BUF3&19 17581 BU PSA9A 17582 MLC ZEROS,CC5A 17583 B PSA9B 17584PSA9A MLC BUF3&19,ACCAUT 1759 MLC ZEROS,ACCAUT-10 SCT04 1760 B SQRT 1761 MLC R,CC5A INTRINSIC STD. DEV. X.XXXX SCT04 1762 PSA9B MCE CC5A,238 PLACE INTR. STD. DEV. IN PRINT 1763 MLCWAEDT1,248 1764 C ZEROS,BUF3&19 17641 BU PSA9C 17642 MLC ZEROS,CC5B 17643 B PSA9D 17644PSA9C B MULT1 1765 DSA BUF3&25 B XX.XXXX 1766 DSA BUF3&25 B XX.XXXX 1767 MLC PROD,ACCAUT B SQUARED XXXX.XXXXXXXX SCT04 1768 B MULT1 SCT04 1769 DSA ACCAUT B SQUARED XXXX.XXXXXXXX SCT04 1770 DSA IQ Q%N&1) XX.XXXXXXX SCT04 1771 MLC PROD-7,ACCAUT B SQ. * Q%N&1) XXXXXX.XXXXXXXX SCT04 1772 A BUF3&19,ACCAUT TOTAL VARIANCE XXXXXX.XXXXXXXX SCT04 1773 B SQRT 1774 MLC R,CC5B 1775 PSA9D MCE CC5B,248 PLACE TOTAL STD. DEV. IN PRINT 1776 MLCWAEDT6,259 SCT04 1777 MCE BUF3&25,259 PLACE SLOPE IN PRINT AREA SCT04 1778 BCE PSA11,259, BRANCH TO PSA11 IF B NOT MINUS SCT04 1779 MLC @ @,259 SET SIGN BLANK SCT04 1780 BCE PSA10,252, BRANCH TO PSA10 IF 252 BLANK 1781 MLC @-@,251 PLACE MINUS SIGN IN 251 SCT04 1782 B PSA11 SCT04 1783 PSA10 MLC @-@,252 PLACE MINUS SIGN IN 252 SCT04 1784 PSA11 BCE PSA11A,253, 1785 B PSA11B 1786 PSA11A MLC @0000@,258 1787 MLC @0@,253 1788 PSA11B MLCWAEDT6,269 1789 B MULT1 SCT04 1790 DSA BUF3&25 B XX.XXXX SCT04 1791 DSA IE MU%N&1) XX.XXXXXXX SCT04 1792 MLZS PROD,PROD-7 1793 MLC BUF3&9,CC6A MU X.XXXX SCT04 17935 MLC @ @,CC6A-5 1794 S PROD-7,CC6A A EQUAL MU-B*MU%N&1) XX.XXXX SCT04 1795 MCE CC6A,269 PLACE INTERCEPT IN PRINT AREA SCT04 1796 BCE PSA13,269, 1797 MLC @ @,269 SET SIGN BLANK SCT04 1798 BCE PSA12,262, BRANCH TO PSA12 IF 262 BLANK SCT04 1799 MLC @-@,261 PLACE MINUS SIGN IN 261 SCT04 1800 B PSA13 SCT04 1801 PSA12 MLC @-@,262 PLACE MINUS SIGN IN 262 SCT04 1802 PSA13 MLCWAEDT1,278 SCT04 1803 MCE BUF3&30,278 PLACE MAX. AUTH. HLD. IN PRINT SCT04 1804 BCE *&5,STAT-1&X2,3 PRINT ASTERIC IF FIXED SEC. 1805 B *&8 1806 MLCWA@*@,279 1807 BCE PS13A,275, 1808 BCE PS13B,277, 1809 BCE PS13C,278, 1810 B PS13D 1811 PS13A MLC @0@,275 1812 PS13B MLC @0@,277 1813 PS13C MLC @0@,278 1814 PS13D MLCWAEDT1,289 1815 MCE BUF3&35,289 PLACE CURRENT HLD. IN PRINT AREA SCT04 1816 BCE PS13E,286, 1817 BCE PS13F,288, 1818 BCE PS13G,289, 1819 B PS13H 1820 PS13E MLC @0@,286 1821 PS13F MLC @0@,288 1822 PS13G MLC @0@,289 1823 PS13H MLCWAEDT1,298 1824 MCE BUF3&40,298 PLACE PRICE IN PRINT AREA SCT04 1825 BCE PS13I,297, 1826 BCE PS13J,298, 1827 B PS13K 1828 PS13I MLC @0@,297 1829 PS13J MLC @0@,298 1830 PS13K W 1831 CS 298 SCT04 1832 A ONE,CC2A ADD 1 TO NO. OF LINES PRINTED 1833 PSA14 MLCWACC3A,BUF&2&X1 STORE INTERNAL ID IN BUF SCT04 1834 C ZEROS,CC5A SCT04 1835 BU PSA14A SCT04 1836 MLC ZEROS,CC8A SCT04 1837 MLCWACC8A,BUF&25&X1 B/SIGMA EQUAL 000.00000 SCT04 1838 MLC ONE,CC8A-5 1839 MLCWACC8A,BUF&17&X1 1/SIGMA EQUAL 001.00000 SCT04 1840 MLC BUF3&30,CC8A-3 SCT04 1841 MLCWACC8A,BUF&33&X1 C*SIGMA EQUAL C X.XXXX000 SCT04 1842 MLC ZEROS,CC8A-7 SCT04 1843 MLC BUF3&9,CC8A-2 1844 MLCWACC8A-1,BUF&9&X1 MU/SIGMA EQUAL MU 0X.XXXX0 SCT04 1845 MLZS BUF&8&X1,BUF&9&X1 1846 MLZS @0@,BUF&8&X1 1847 B PSA14B SCT04 1848 PSA14A S CC10A 1849 ZA BUF3&7,CC5B 1850 MLZS @0@,CC5B 1851 S CC5A,CC5B BRANCH TO PSA33 IF 1852 BWZ PSA33,CC5B,B MU GREATER THAN 100 * SIGMA 1853 MLC BUF3&9,CC10A-5 SCT04 1854 MLZS CC10A-5,CC10A 1855 MLZS @0@,CC10A-5 1856 B DIVIDE SCT04 1857 DSA CC5A SIGMA X.XXXX SCT04 1858 DSA CC10A MU X.XXXX SCT04 1859 DCW 17 1860 MLC QUOT,CC7A MU/SIGMA XX.XXXXX SCT04 1861 MLCWACC7A,BUF&9&X1 SCT04 1862 MLC ZEROS,CC5B 1863 MLC ONE,CC5B-1 1864 S CC5A,CC5B BRANCH TO PSA34 IF 1865 BWZ PSA34,CC5B,B SIGMA LESS THAN 0.0011 1866 MLC ZEROS,CC10A 1867 MLC ONE,CC10A-9 1868 B DIVIDE SCT04 1869 DSA CC5A SIGMA X.XXXX SCT04 1870 DSA CC10A 1.0000000000 SCT04 1871 DCW 17 1872 MLC QUOT,CC8A 1/SIGMA XXX.XXXXX SCT04 1873 MLCWACC8A,BUF&17&X1 SCT04 1874 S CC10A 1875 ZA BUF3&22,CC5B 1877 S CC5A,CC5B BRANCH TO PSA35 IF 1878 BWZ PSA35,CC5B,B B GREATER THAN 1000 * SIGMA 1879 MLC BUF3&25,CC10A-5 SCT04 1880 MLZS CC10A-5,CC10A 1881 MLZS @0@,CC10A-5 1882 B DIVIDE SCT04 1883 DSA CC5A SIGMA X.XXXX SCT04 1884 DSA CC10A B XX.XXXX00000 SCT04 1885 DCW 17 1886 MLC QUOT,CC8A B/SIGMA XXX.XXXXX SCT04 1887 C ZEROS,CC8A SET B/SIGMA TO 1888 BU *&8 .0000& IF 1889 MLC @?@,CC8A IT IS ZERO 1890 MLCWACC8A,BUF&25&X1 SCT04 1891 B MULT1 SCT04 1892 DSA CC5A SIGMA X.XXXX SCT04 1893 DSA BUF3&30 C X.XXXX SCT04 1894 MLC PROD-1,CC8A C*SIGMA X.XXXXXXX SCT04 1895 MLCWACC8A,BUF&33&X1 SCT04 1896 PSA14B MLCWABUF3&30,BUF&38&X1 C X.XXXX SCT04 1897 BCE PSA15,STAT-1&X2,1 BRANCH TO PSA15 IF SEC. IN M SCT04 1898 BCE PSA17,STAT-1&X2, BRANCH TO PSA17 IF SEC. IN D 1899 B PSA16 BRANCH TO PSA16 IF SEC. IN U 1900 PSA15 MLCWABUF&9&X1,BUF6&6 STORE MU/SIGMA IN BUF6 1901 MLCWABUF&17&X1,BUF6&14 STORE 1/SIGMA IN BUF6 SCT04 1902 MLCWABUF&25&X1,BUF6&22 STORE B/SIGMA IN BUF6 SCT04 1903 MLCWABUF&33&X1,BUF6&30 STORE C*SIGMA IN BUF6 SCT04 1904 MLCWABUF&38&X1,BUF6&35 STORE C IN BUF6 SCT04 1905 MLC ONEPT5,CC6A 1906 S SIGCU,CC6A X%K) EQUALS 1 - C SUPER U 1907 B MULT1 1908 DSA CC6A 1909 DSA BUF3&9 1910 MLC PROD-2,HILAM X%K) * MU%K) 1911 MLC ZEROS,MUZ SET MU Z TO ZERO 1912 S GAMZ SET GAMMA Z TO ZERO 1913 S OMEGZ SET OMEGA Z TO ZERO 1914 C ZEROS,CC5A BRANCH TO PSA17 1915 BU PSA17 IF NOT CASH ITEM 1916 MLC BUF6&6,MUZ MU Z EQUALS MU OF CASH ITEM IN M 19161 MLC CC6A,GAMZ-3 GAMMA Z EQUALS 19162 MLZS @0@,GAMZ-3 1 - C SUPER U 1917 B PSA17 SCT04 1918 PSA16 B MULT1 SCT04 1919 DSA BUF&25&X1 B/SIGMA XXX.XXXXX 1920 DSA BUF&33&X1 C*SIGMA X.XXXXXXX 1921 MLZS PROD,PROD-5 1922 A PROD-5,SIGBC B SUPER U 19221 C ZEROS,BUF&25&X1 NO CONTRIBUTION TO 19222 BU PSA16A V SUPER U IF 19223 B PSA16B CASH SECURITY 1923 PSA16A B MULT1 1924 DSA BUF&33&X1 C*SIGMA X.XXXXXXX 1925 DSA BUF&33&X1 C*SIGMA X.XXXXXXX 1926 A PROD-3,SIGC2 V SUPER U 1927 PSA16B B MULT1 1928 DSA BUF&9&X1 MU/SIGMA XX.XXXXX 1929 DSA BUF&33&X1 C*SIGMA X.XXXXXXX 1930 MLZS PROD,PROD-5 1931 A PROD-5,SIGMC E SUPER U 1932 PSA17 C ZEROS,BUF3&35 BRANCH TO PSA24 IF 1933 BU PSA24 CURRENT HLDG NOT ZERO 1934 PSA18 MA @039@,IX1 ADD 39 TO INDEX 1 SCT04 1935 C CC3A,NSEC BRANCH TO PSA19 SCT04 1936 BU PSA19 IF ALL SEC. NOT PROCESSED SCT04 1937 CC J 1938 MLCWA@* FIXED HOLDING@,224 1939 W 1940 B PSA21 SCT04 1941 PSA19 C CC3B,N1SEC BRANCH TO PSA6 1942 BU PSA6 IF BUF NOT FULL 1943 PSA21 MLCWAGPWDS&1,BUF&X1 PLACE GRP MK WD MK AFTER BUF 1944 WTW 4,BUF WRITE BLOCK OF SEC. ON TAPE 4 SCT04 1945 BER ERRW4 1946 MLCWA@0@,BUF&X1 REMOVE GRP MK WD MK FROM BUF 1947 MLC ZEROS,CC3B RESET NO. OF SEC. IN BUF TO 000 SCT04 1948 MLC ZEROS,IX1 RESET INDEX 1 TO 000 SCT04 1949 C CC3A,NSEC BRANCH TO PSA6 SCT04 1950 BU PSA6 IF ALL SEC. NOT PROCESSED SCT04 1951 WTM 4 WRITE E-O-F AFTER LAST SEC. BLCK SCT04 1952 BEF *&1 1953 PSA23 RTW 3,BUF3 1954 BEF PSA25 SKIP TO NEXT FILE SCT04 1955 B PSA23 1956 PSA24 B MULT1 1957 DSA BUF3&9 MU X.XXXX SCT04 1958 DSA BUF3&35 H X.XXXX SCT04 1959 MLZS PROD,PROD-1 1960 A PROD-1,EPRES E 1961 B MULT1 SCT04 1962 DSA CC5A SIGMA X.XXXX SCT04 1963 DSA BUF3&35 H X.XXXX SCT04 1964 MLC PROD-3,CC6A SCT04 1965 B MULT1 SCT04 1966 DSA CC6A H*SIGMA X.XXXXX SCT04 1967 DSA CC6A H*SIGMA X.XXXXX SCT04 1968 A PROD-5,EPREV V 1969 B MULT1 SCT04 1970 DSA BUF3&25 B XX.XXXX SCT04 1971 DSA BUF3&35 H X.XXXX SCT04 1972 MLZS PROD,PROD-3 1973 A PROD-3,PRLAM SUM B * H 1974 A BUF3&35,MUSQ-5 ACCUMULATE CURRENT HOLDING 1975 MLCWAONE,IND4 SET CURRENT HOLDING FLAG TO ONE 1976 B PSA18 SCT04 1977 PSA25 RTW 3,BUF3 SCT04 1978 BER ERRR3 1979 BEF PSA26 EXTERNAL SCT04 1980 SW BUF3&5 ID SCT04 1981 WTW 4,BUF3 FILE SCT04 1982 BER ERRW4 1983 B PSA25 TAPE 4 SCT04 1984 PSA26 WTM 4 WRITE E-O-F AFTER EXTERNAL ID-S SCT04 1985 RWD 3 REWIND TAPE 3 SCT04 1986 BCE PSA28A,IND4,0 BRANCH TO PSA28A IF NO CURR HLDG 1987 C @10000@,MUSQ-5 BRANCH TO PSA36 1988 BU PSA36 IF SUM OF CURR HLDG NOT 1.0000 1989 B MULT1 1990 DSA PRLAM SUM B * H 1991 DSA PRLAM SUM B * H 1992 MLC PROD-5,CC8A SCT04 1993 B MULT1 SCT04 1994 DSA CC8A SCT04 1995 DSA IQ 1996 A PROD-7,EPREV V 1997 B TITPR PRINT TITLE CARDS 1998 MLC CHPHD,268 1999 CC K 2000 CC S 2001 W PRINT HEADING 2002 CS 268 2003 MLC CPHD1,257 2004 MLCWAEDT5,270 2005 A FIVE,EPRES-2 ROUND 2006 MLC EPRES-3,CC5A 2007 MLZS EPRES,CC5A 2008 MCE CC5A,270 2009 B SCTL 2010 W PRINT EXPECTED RETURN 2011 MLC CPHD2,260 2012 MLC ZEROS,ACCAUT 2013 MLC EPREV,ACCAUT-3 20131 MLZS @ @,ACCAUT-3 20132 C ZEROS,ACCAUT 20133 BU PSA27 20134 MLC ZEROS,R 20135 B PSA27A 2014 PSA27 B SQRT 2015 PSA27A MLCWAEDT1,269 2016 MLC R,CC5B 2017 MCE CC5B,269 2018 CC S 2019 W PRINT STANDARD DEVIATION 2020 MLC CC5A,CC5B 2021 MLC ONE,CC1A 2022 MLC CPHD3,261 2023 PSA28 MLC @-@,251 2024 MLC CC1A,252 2025 S R,CC5A 2026 MLCWAEDT5,270 2027 MCE CC5A,270 2028 B SCTL 2029 W 2030 MLC @&@,251 2031 A R,CC5B 2032 MLCWAEDT5,270 2033 MCE CC5B,270 2034 B SCTL 2035 CC S 2036 W 2037 A ONE,CC1A 2038 C FOUR,CC1A 2039 BU PSA28 2040 PSA28A MLC SIGMC,EPREV E MAX EQUALS 2041 A HILAM,EPREV E SUPER U & X%K) * MU%K) 2043 BCE PSA32,OPT,1 BRANCH TO PSA32 IF CR. PTS. ONLY 2044 PSA28B S CC5A 2045 C BLNK,ULIM BRANCH TO PSA30 2046 BU PSA30 IF ULIM NOT BLANK 2047 PSA29 MLC EPREV-3,CC5A 2048 MLZS EPREV,CC5A 2049 B PSA31 2050 PSA30 MLC EPREV-5,CC5A-2 2051 MLZS EPREV,CC5A 2052 S CC5B 2053 MLC ULIM,CC5B-2 2054 MLZS CC5B-2,CC5B 2055 MLZS @0@,CC5B-2 2056 S CC5B,CC5A BRANCH TO PSA29 2057 BM PSA29,CC5A IF ULIM GREATER THAN E MAX 2058 MLC ULIM,CC5A-2 2059 MLZS CC5A-2,CC5A 2060 MLZS @0@,CC5A-2 2061 PSA31 B DIVIDE 2062 DSA DELTA INTERVAL XX.XX 2063 DSA CC5A E EQUALS E MAX OR ULIM XXX.XX 2064 DCW 18 2065 MLC QUOT,CC4A E/INTERVAL TRUNCATED XXXX 2066 B MULT1 2067 DSA CC4A E/INTERVAL TRUNCATED XXXX 2068 DSA DELTA INTERVAL XX.XX 2069 MLC PROD,NXPR NEXT PRINT E 2070 PSA32 MLC ZEROS,IND4 SET IND4 TO 0 20701 C ZEROS,MUZ DONT UPDATE MIDLIN GROUP 20702 BU *&5 VARIABLES IF CASH IN M 2071 B SIGCP SCT04 2072 MLC NINES,EPREV 2073 MLC NINES,PRLAM SCT04 2074 MLC ZEROS,ITCTR SCT04 2075 MLC @00A@,MCOUNT SET M-GROUP COUNT TO PLUS 1 2076 B GOLOD SCT04 2077 PSA33 CS 332 2078 CS 2079 MLCWAERR5,255 2080 W 2081 CC 1 2082 H 161 2083 PSA34 CS 332 2084 CS 2085 MLCWAERR6,237 2086 W 2087 CC 1 2088 H 161 2089 PSA35 CS 332 2090 CS 2091 MLCWAERR7,255 2092 W 2093 CC 1 2094 H 161 2095 PSA36 CS 332 2096 CS 2097 MLCWAERR8,251 2098 CC 1 2099 W 2100 B PSA28A 2101 ERR5 DCW @22015 MU/SIGMA EXCEEDS 99.99999 IN ABSOLUTE VALUE@ 2102 ERR6 DCW @22013 1/SIGMA EXCEEDS 999.99999@ 2103 ERR7 DCW @22014 B/SIGMA EXCEEDS 999.99999 IN ABSOLUTE VALUE@ 2104 ERR8 DCW @12016 THE SUM OF CURRENT HOLDINGS IS NOT 100%@ 2105 SCTL SBR SC3&3 2106 MLC @ @,263 2107 BCE SC3,270, 2108 MLC @ @,270 2109 BCE SC1,265, 2110 BCE SC2,264, 2111 MLC @-@,263 2112 B SC3 2113 SC1 MLC @-@,265 2114 B SC3 2115 SC2 MLC @-@,264 2116 SC3 B * 2117 CHPHD DCW @CURRENT HOLDING PORTFOLIO@ 2118 CPHD1 DCW @EXPECTED RETURN@ 2119 CPHD2 DCW @STANDARD DEVIATION@ 2120 CPHD3 DCW @EXP.RET. STD.DEV.@ 2121 PRHD1 SBR HD2EX&3 SCT04 2122 MLC HD2,290 SCT04 2123 MLC HD1,268 SCT04 2124 W SCT04 2125 CS 299 SCT04 2126 MLC HD4,299 SCT04 2127 MLC HD3,260 SCT04 2128 W SCT04 2129 CS 299 SCT04 2130 MLC HD6,298 SCT04 2131 MLC HD5,257 SCT04 2132 W SCT04 2133 CS 299 SCT04 2134 W SCT04 2135 W SCT04 2136 A @05@,TITNO SCT04 2137 HD2EX B * SCT04 2138 HD1 DCW @PERCENT STANDARD DEVIATION RELATION TO INDEX@ SCT04 2139 HD2 DCW @MAXIMUM PERCENT@ SCT04 2140 HD3 DCW @SECURITY EXPECTED ------------------ ---------@ SCT04 2141 HD4 DCW @-------- PERCENT CURRENT CURRENT@ SCT04 2142 HD5 DCW @NAME RETURN INTRINSIC TOTAL SLOPE@ SCT04 2143 HD6 DCW @INTERCEPT AUTHORIZED HOLDING PRICE@ 2144 CASPR SBR CASEX&3 SCT04 2145 CAS1 RTW 2,BUF9 SCT04 2146 BER ERRR2 2147 BEF CAS4 SCT04 2148 SW BUF9&1 SCT04 2149 MLC BUF9&78,279 2150 W SCT04 2151 A ONE,TITNO 2152 MLC BUF9,CC1A 2153 CAS2 S ONE,CC1A 2154 BWZ CAS3,CC1A,B 2155 B CAS1 SCT04 2156 CAS3 CS 300 SCT04 2157 CS 2158 W SCT04 2159 A ONE,TITNO 2160 B CAS2 2161 CAS4 CS 300 SCT04 2162 CS 2163 W SCT04 2164 W SCT04 2165 W SCT04 2166 A THREE,TITNO 2167 CASEX B * SCT04 2168 H SCT04 2169 BUF3 DA 1X42,G,C 2170 1,5 SCT04 2171 6,10 SCT04 2172 11,20 SCT04 2173 21,26 SCT04 2174 27,31 SCT04 2175 32,36 2176 37,41 SCT04 2177 EX PSA SCT04 2178 ORG 3799 2179 BF2 DA 1X40,G,C 2180 1,10 2181 11,20 2182 21,30 2183 31,40 2184 BUF2 DA 22X8,G,C 2185 1,3 2186 4,8 2187 BUF4 DA 20X26,G,C 2188 1,13 2189 14,26 2190 REST3 RWD 2 REWIND TAPE 2 2191 MLCWAGPWDS&1,7998 2192 RTW 2,7997 SKIP PORTFOLIO GENERATOR SECTION 2193 RTW 2,PSC1 READ IN QUADRATIC PROGRAM. SECT. 2194 BER ERRR2 2195 B PSC31 EXECUTE QUADRATIC PROG. SECT. 2196 SYS RWD 2 REWIND TAPE 2 SCT05 2197 BEF SYS1 TURN OFF E-O-F INDICATOR SCT05 2198 SYS1 RTW 2,BUF9 READ ONE TITLE CARD SCT05 2199 BER ERRR2 2200 BEF SYS2 BRANCH TO SYS2 ON E-O-F SCT05 2201 MLCWAGPWDS&1,BUF9&80 PLACE GRP MK WD MK AFTER TITLE SCT05 2202 WTW 4,BUF9 WRITE TITLE CARD ON TAPE 4 SCT05 2203 BER ERRW4 2204 B SYS1 SCT05 2205 SYS2 WTM 4 WRITE E-O-F AFTER TITLE CARDS SCT05 2206 RWD 2 REWIND TAPE 2 SCT05 2207 RWD 4 REWIND TAPE 4 SCT05 2208 MLCWAGPWDS&1,ENDPG&18 PLACE GRP MK WD MK AFTER P.G.S. 2209 WTW 2,PSE1 WRITE PORTFOLIO GENERATOR SECT. 2210 BER ERRW2 2211 B GOLOD BRING IN NEXT PHASE 2212 PSE1 MLC EPREV,CC10A SCT05 2213 MLC EPR,CC10B SCT05 2214 S EPRES,CC10B EPR - EPRES 2215 S CC18A 2216 MLC CC10B,CC18A-8 2217 MLZS CC10B,CC18A 2218 MLZS @0@,CC18A-8 2219 S EPRES,CC10A EPREV - EPRES SCT05 22191 MLZS CC10A,CC8A 22192 MLZS ONE,CC10A 22193 C ZEROS,CC10A 22194 BU PSE1A 22195 MLC ZEROS,CC8A 22196 B PSE1B 22197PSE1A MLZS CC8A,CC10A 2220 B DIVIDE SCT05 2221 DSA CC10A SCT05 2222 DSA CC18A INTERPOLATION FACTOR EQUALS 2223 DCW 12 2224 MLC QUOT,CC8A 2225 PSE1B MLC PRLAM,CC10B DELTA LAMBDA EQUQLS 2226 S HILAM,CC10B LAMBDA E%PREV) - LAMBDA E%PRES) SCT05 2227 B MULT1 SCT05 2228 DSA CC8A INT. FACTOR .XXXXXXXX 2229 DSA CC10B DELTA LAMBDA E XX.XXXXXXXX 2230 MLC PROD-8,TLAM LAMBDA E EQUALS LAMBDA E%PRES) & 2231 A HILAM,TLAM INT. FACTOR * DELTA LAMBDA E 22311 C EPRES,EPR BRANCH TO PSE11 22312 BU *&5 IF PRINT PORTFOLIO 22313 B PSE11 IS A CRITICAL POINT 2232 B MULT1 COMPUTE V FOR PRINT PORTFOLIO SCT05 2233 DSA ALPH2 ALPHA 2 XX.XXXXXXXX 2234 DSA A22 A%2,2) XXXXXXXX.XXXXX 2235 MLC PROD-6,CC13A 2236 MLZS PROD,CC13A 2237 B MULT1 SCT05 2238 DSA ALPH2 ALPHA 2 2239 DSA CC13A ALPHA 2 * A%2,2) 2240 MLC PROD-8,CC13A 2241 MLZS PROD,CC13A TERM 1 EQUAL ALPHA 2 SQ * A%2,2) 2242 B MULT1 SCT05 2243 DSA ALPH2 ALPHA 2 XX.XXXXXXXX 2244 DSA A12 A%1,2) XXXXXXXX.XXXXX 2245 MLC PROD-6,CC13B 2246 MLZS PROD,CC13B 2247 B MULT1 SCT05 2248 DSA ALPH1 ALPHA 1 2249 DSA CC13B ALPHA 2 * A%1,2) 2250 MLC PROD-8,CC13B 2251 MLZS PROD,CC13B TERM 2 EQUAL 2252 A CC13B 2 * ALPHA 1 * ALPHA 2 * A%1,2) 2253 A CC13B,CC13A TERM 1 & TERM 2 2254 B MULT1 SCT05 2255 DSA ALPH1 ALPHA 1 XX.XXXXXXXX 2256 DSA A11 A%1,1) XXXXXXXX.XXXXX 2257 MLC PROD-6,CC13B 2258 MLZS PROD,CC13B 2259 B MULT1 SCT05 2260 DSA ALPH1 ALPHA 1 2261 DSA CC13B ALPHA 1 * A%1,1) 2262 MLC PROD-8,CC13B 2263 MLZS PROD,CC13B TERM 3 EQUAL ALPHA 1 SQ * A%1,1) 2264 A CC13B,CC13A TERM 1 & TERM 2 & TERM 3 2265 A VU-4,CC13A G SUB 0 EQUAL V SUPER U & TERM 1 2266 ZA CC13A,ACCAUT & TERM 2 & TERM 3 2329 B MULT1 SCT05 2330 DSA BETA1 BETA 1 XX.XXXXXXXX 2331 DSA A11 A%1,1) XXXXXXXX.XXXXX 2332 MLC PROD-6,CC13A 2333 MLZS PROD,CC13A 2334 B MULT1 SCT05 2335 DSA BETA1 BETA 1 2336 DSA CC13A BETA 1 * A%1,1) 2337 MLC PROD-8,CC13A 2338 MLZS PROD,CC13A TERM 1 EQUAL BETA 1 SQ * A%1,1) 2339 B MULT1 SCT05 2340 DSA BETA1 BETA 1 XX.XXXXXXXX 2341 DSA A12 A%1,2) XXXXXXXX.XXXXX 2342 MLC PROD-6,CC13B 2343 MLZS PROD,CC13B 2344 B MULT1 SCT05 2345 DSA BETA2 BETA 2 2346 DSA CC13B BETA 1 * A%1,2) 2347 MLC PROD-8,CC13B 2348 MLZS PROD,CC13B TERM 2 EQUAL 2349 A CC13B 2 * BETA 1 * BETA 2 * A%1,2) 2350 A CC13B,CC13A TERM 1 & TERM 2 2351 B MULT1 SCT05 2352 DSA BETA1 BETA 1 XX.XXXXXXXX 2353 DSA A13 A%1,3) XXXXX.XXXXX 2354 MLC PROD-6,CC13B 2355 MLZS PROD,CC13B 2356 A CC13B TERM 3 EQUAL 2 * BETA 1 * A%1,3) 2357 S CC13B,CC13A TERM 1 & TERM 2 - TERM 3 2358 B MULT1 SCT05 2359 DSA BETA2 BETA 2 XX.XXXXXXXX 2360 DSA A22 A%2,2) XXXXXXXX.XXXXX 2361 MLC PROD-6,CC13B 2362 MLZS PROD,CC13B 2363 B MULT1 SCT05 2364 DSA BETA2 BETA 2 2365 DSA CC13B BETA 2 * A%2,2) 2366 MLC PROD-8,CC13B 2367 MLZS PROD,CC13B TERM 4 EQUAL BETA 2 SQ * A%2,2) 2368 A CC13B,CC13A TERM1 & TERM2 - TERM3 & TERM4 2369 B MULT1 SCT05 2370 DSA BETA2 BETA 2 XX.XXXXXXXX 2371 DSA A23 A%2,3) XXXXX.XXXXX 2372 MLC PROD-6,CC13B 2373 MLZS PROD,CC13B 2374 A CC13B TERM 5 EQUAL 2 * BETA 2 * A%2,3) 2375 S CC13B,CC13A G SUB 2 EQUAL 2376 MLC ZEROS,CC13B TERM 1 & TERM 2 2377 A A33,CC13B-2 - TERM 3 & TERM 4 2378 MLZS @0@,CC13B-2 - TERM 5 & A%3,3) 2379 A CC13B,CC13A 2380 PSE2 B MULT1 2381 DSA TLAM LAMBDA E 2382 DSA CC13A G SUB 2 2383 MLC PROD-8,CC13A 2384 MLZS PROD,CC13A 2385 B MULT1 SCT05 2386 DSA TLAM LAMBDA E 2387 DSA CC13A G SUB 2 * LAMBDA E 2388 MLC PROD-8,CC13A 2389 MLZS PROD,CC13A V EQUAL G SUB 0 & G SUB 1 * 2390 A CC13A,ACCAUT LAMBDA E & G SUB 2 * LAMBDA E SQ 2391 MLC ACCAUT,BF2&39 2392 MLC EPR,BF2&29 E EQUALS E PRINT 2393 MLC EPRES,BF2&19 E PRES TO CHECK CRITICAL PTS. 2394 MLC TLAM,BF2&9 LAMBDA E 2395 WTW 3,BF2 WRITE HEADING DATA ON TAPE 3 SCT05 2396 BER ERRW3 2397 MLC @001@,CC3A SET INTERNAL ID TO 001 SCT05 2398 MLC ZEROS,IX3 SET BUF2 LOCATION TO 000 SCT05 2399 PSE3 RTW 4,BUF READ 1 BLOCK OF SECURITIES SCT05 2400 BER ERRR4 2401 RTW 2,BUF4 READ 1 BLOCK OF GAMMAS & OMEGAS SCT05 2402 BER ERRR2 2403 MLC ZEROS,IX2 SET BUF LOCATION TO 000 SCT05 2404 MLC ZEROS,CC3B SET BUF4 LOCATION TO 000 SCT05 2405 PSE4 MLC CC3A,IX1 SET INDEX 1 TO INTERNAL ID SCT05 2406 C ZEROS,HILAM BRANCH TO PSE4A 2407 BU *&5 IF LAMBDA E IS ZERO 2408 B PSE4A 2409 C CC3A,HIPRS BRANCH TO PSE4A 2410 BU PSE4A IF NOT MOST RECENTLY MOVED SEC. 2411 BCE PSE5,STAT-1&X1, BRANCH TO PSE5 IF M TO D MOVE 2412 BCE PSE5,STAT-1&X1,2 BRANCH TO PSE5 IF M TO U MOVE 2413 MLC CC3B,IX1 2414 BM PSE7,BUF4&25&X1 BRANCH TO PSE7 IF D TO M MOVE 2415 B PSE4B BRANCH TO PSE4B IF U TO M MOVE 2416 PSE4A BCE PSE7,STAT-1&X1, BRANCH TO PSE7 IF SEC. IS IN D 2417 BCE PSE5,STAT-1&X1,1 BRANCH TO PSE5 IF SEC. IS IN M SCT05 2418 PSE4B MLC BUF&38&X2,BUF2&7&X3 X EQUALS C IF SEC. IS IN U 2419 B PSE6 SCT05 2420 PSE5 MLC CC3B,IX1 SET INDEX 1 TO BUF4 LOCATION SCT05 2421 B MULT1 SCT05 2422 DSA BUF4&25&X1 OMEGA XXXXX.XXXXXXXX 2423 DSA TLAM LAMBDA E XX.XXXXXXXX 2424 MLC PROD-8,CC13A 2425 MLZS PROD,CC13A 2426 A BUF4&12&X1,CC13A GAMMA XXXXX.XXXXXXXX 2427 B MULT1 SCT05 2428 DSA CC13A GAMMA & OMEGA * LAMBDA E 2429 DSA BUF&17&X2 1/SIGMA 2430 A FIVE,PROD-8 ROUND 2431 MLC PROD-9,BUF2&7&X3 2432 S BUF&38&X2,PROD-9 2433 BM PSE6,PROD-9 2434 MLC BUF&38&X2,BUF2&7&X3 2435 PSE6 MLC CC3A,BUF2&2&X3 SCT05 2436 A @8@,IX3 ADD 8 TO BUF2 LOCATION SCT05 2437 C @176@,IX3 BRANCH TO PSE7 2438 BU PSE7 IF BUF2 NOT FULL SCT05 2439 WTW 3,BUF2 WRITE BUF2 ON TAPE 3 SCT05 2440 BER ERRW3 2441 MLC ZEROS,IX3 RESET BUF2 LOCATION TO 000 SCT05 2442 PSE7 C CC3A,NSEC BRANCH TO PSE10 SCT05 2443 BU PSE10 IF ALL SEC. NOT PROCESSED 2444 MLC CC3B,IX1 2445 MLCWA@0@,BUF4&26&X1 2446 C ZEROS,IX3 BRANCH TO PSE8 SCT05 2447 BU PSE8 IF BUF2 NOT EMPTY SCT05 2448 B PSE9 SCT05 2449 PSE8 MLCWAGPWDS&1,BUF2&X3 PLACE GRP MK WD MK AFTER BUF2 SCT05 2450 WTW 3,BUF2 WRITE BUF2 ON TAPE 3 SCT05 2451 BER ERRW3 2452 MLCWA@ @,BUF2&X3 2453 PSE9 A ONE,NOPT ADD 1 TO NO. OF PRINT PORTFOLIOS 2454 WTM 3 WRITE E-O-F AFTER PORTFOLIO 2455 RWD 4 REWIND TAPE 4 2456 S EPRES,EPR SCT05 2457 MLZS @0@,EPR BRANCH TO REST3 IF E PRES SCT05 2458 C ZEROS,EPR BRANCH TO REST3 SCT05 2459 BU PSE9A IF E PRES EQUALS E PRINT SCT05 2460 C ZEROS,HILAM BRANCH TO GOLOD 2461 BU *&5 IF LAMBDA E EQUALS ZERO 2462 B PSE9F 2463 C ZEROS,BF2&38 2464 BU REST3 IF VARIANCE EQUALS 00.0000000X 2465 B PSE9F 2466 PSE9A C BLNK,LLIM BRANCH TO PSE9B 2467 BU PSE9B IF LOWER LIMIT NOT BLANK 2468 B PSE9C 2469 PSE9B MLC NXPR,CC4A 2470 MLZS CC4A,CC4A-2 2471 S LLIM,CC4A-2 BRANCH TO PSE9D IF NEXT PRINT E 2472 BM PSE9D,CC4A-2 IS LESS THAN LOWER LIMIT 2473 PSE9C MLC ZEROS,CC10A 2474 MLC NXPR,CC10A-3 SCT05 2475 MLZS NXPR,CC10A SCT05 2476 MLZS @0@,CC10A-3 SCT05 2477 S EPRES,CC10A BRANCH TO PSE9E IF NEXT PRINT E 2478 BWZ PSE9E,CC10A,B GREATER THAN OR EQUAL TO E PRES 24781 C ZEROS,HILAM 24782 BU *&5 24783 B PSE9D&8 24784 C ZEROS,BF2&38 24785 BU PSE9D 24786 B PSE9D&8 2479 PSE9D BCE REST3,OPT,2 BRANCH TO REST3 IF NO CR. PTS. 2480 RWD 2 REWIND TAPE 2 2481 MLCWAGPWDS&1,7998 2482 RTW 2,7997 SKIP PORTFOLIO GENERATOR SECTION 2483 MLCWAGPWDS&1,7998 2484 RTW 2,7997 SKIP QUADRATIC PROGRAMMING SECT. 2485 MLC EPRES,EPR SET E PRINT TO CRITICAL E SCT05 2486 B PSE1 SCT05 2487 PSE9E S EPR 2488 MLC NXPR,EPR-3 SCT05 2489 MLZS NXPR,EPR SET E PRINT TO NEXT PRINT E SCT05 2490 MLZS @0@,EPR-3 SCT05 2491 S DELTA,NXPR SUBTRACT DELTA FROM NEXT PRINT E SCT05 2492 RWD 2 REWIND TAPE 2 2493 MLCWAGPWDS&1,7998 2494 RTW 2,7997 SKIP PORTFOLIO GENERATOR SECTION 2495 MLCWAGPWDS&1,7998 2496 RTW 2,7997 SKIP QUADRATIC PROGRAMMING SECT. 2497 B PSE1 SCT05 24971PSE9F RWD 2 REWIND TAPE 2 24972 RWD 3 REWIND TAPE 3 24973 RWD 4 REWIND TAPE 4 24974 B GOLOD CALL IN PHASE VII 2498 PSE10 A ONE,CC3A ADD 1 TO INTERNAL ID 2499 MA @039@,IX2 ADD 39 TO BUF LOCATION SCT05 2500 A @26@,CC3B ADD 26 TO BUF4 LOCATION 2501 C @520@,CC3B BRANCH TO PSE4 2502 BU PSE4 IF BUF4 NOT DONE SCT05 2503 B PSE3 SCT05 2504 PSE11 B MULT1 25041 DSA K3 ALPHA 2 25042 DSA SIGB A%2,2) 25043 MLC PROD-6,CC13A 25044 MLZS PROD,CC13A 25045 B MULT1 25046 DSA K3 ALPHA 2 25047 DSA CC13A ALPHA 2 * A%2,2) 25048 MLC PROD-8,CC13A 25049 MLZS PROD,CC13A TERM 1 EQUAL ALPHA 2 SQ * A%2,2) 2505 B MULT1 25051 DSA K3 ALPHA 2 25052 DSA SIGDB A%1,2) 25053 MLC PROD-6,CC13B 25054 MLZS PROD,CC13B 25055 B MULT1 25056 DSA K1 ALPHA 1 25057 DSA CC13B ALPHA 2 * A%1,2) 25058 MLC PROD-8,CC13B 25059 MLZS PROD,CC13B TERM 2 EQUAL 2506 A CC13B 2 * ALPHA 1 * ALPHA 2 * A%1,2) 25061 A CC13B,CC13A TERM 1 & TERM 2 25062 B MULT1 25063 DSA K1 ALPHA 1 25064 DSA SIGD A%1,1) 25065 MLC PROD-6,CC13B 25066 MLZS PROD,CC13B 25067 B MULT1 25068 DSA K1 ALPHA 1 25069 DSA CC13B ALPHA 1 * A%1,1) 2507 MLC PROD-8,CC13B 25071 MLZS PROD,CC13B TERM 3 EQUAL ALPHA 1 SQ * A%1,1) 25072 A CC13B,CC13A TERM 1 & TERM 2 & TERM 3 25073 A SIGC2-4,CC13A G SUB 0 EQUAL V SUPER U & TERM 1 25074 ZA CC13A,ACCAUT & TERM 2 & TERM 3 25075 B MULT1 25076 DSA K2 BETA 1 25077 DSA SIGD A%1,1) 25078 MLC PROD-6,CC13A 25079 MLZS PROD,CC13A 2508 B MULT1 25081 DSA K2 BETA 1 25082 DSA CC13A BETA 1 * A%1,1) 25083 MLC PROD-8,CC13A 25084 MLZS PROD,CC13A TERM 1 EQUAL BETA 1 SQ * A%1,1) 25085 B MULT1 25086 DSA K2 BETA 1 25087 DSA SIGDB A%1,2) 25088 MLC PROD-6,CC13B 25089 MLZS PROD,CC13B 2509 B MULT1 25091 DSA K4 BETA 2 25092 DSA CC13B BETA 1 * A%1,2) 25093 MLC PROD-8,CC13B 25094 MLZS PROD,CC13B TERM 2 EQUAL 25095 A CC13B 2 * BETA 1 * BETA 2 * A%1,2) 25096 A CC13B,CC13A TERM 1 & TERM 2 25097 B MULT1 25098 DSA K2 BETA 1 25099 DSA SIGMD A%1,3) 2510 MLC PROD-6,CC13B 25101 MLZS PROD,CC13B 25102 A CC13B TERM 3 EQUAL 2 * BETA 1 * A%1,3) 25103 S CC13B,CC13A TERM 1 & TERM 2 - TERM 3 25104 B MULT1 25105 DSA K4 BETA 2 25106 DSA SIGB A%2,2) 25107 MLC PROD-6,CC13B 25108 MLZS PROD,CC13B 25109 B MULT1 2511 DSA K4 BETA 2 25111 DSA CC13B BETA 2 * A%2,2) 25112 MLC PROD-8,CC13B 25113 MLZS PROD,CC13B TERM 4 EQUAL BETA 2 SQ * A%2,2) 25114 A CC13B,CC13A TERM1 & TERM2 - TERM3 & TERM4 25115 B MULT1 25116 DSA K4 BETA 2 25117 DSA SIGMB A%2,3) 25118 MLC PROD-6,CC13B 25119 MLZS PROD,CC13B 2512 A CC13B TERM 5 EQUAL 2 * BETA 2 * A%2,3) 25121 S CC13B,CC13A G SUB 2 EQUAL 25122 MLC ZEROS,CC13B TERM 1 & TERM 2 25123 A SIGM2,CC13B-2 - TERM 3 & TERM 4 25124 MLZS @0@,CC13B-2 - TERM 5 & A%3,3) 25125 A CC13B,CC13A 25126 B PSE2 25127ENDPG H 25128 EX SYS 25129 ORG 4575 2513 WRITE MLCWAGPWDS&1,ENDQP&14 25131 WTW 2,PSC1 WRITE QUADRATIC PROGRAMMING SECT 25132 BER ERRW2 25133PSC1 C ZEROS,MUZ BRANCH TO PSC4 25134 BU PSC4 IF CASH IN M 25135 B MAT1 CALC. ALPHAS & BETAS IF CASH OUT 25136 B PSC5 2514 PSC4 B MAT2 CALC. ALPHAS & BETAS IF CASH IN SCT06 2515 PSC5 MLC MNINS,HILAM SET LAMBDA E TO -99.99999999 2516 PSC5A MLC ZEROS,IX1 SET BUF LOCATION TO 000 SCT06 2517 MLC ZEROS,IX2 SET BUF4 LOCATION TO 000 SCT06 2518 RTW 4,BUF READ 1 BLOCK OF SECURITIES SCT06 2519 BER ERRR4 2520 PSC6 MLC BUF&2&X1,IX3 PLACE INTERNAL ID IN INDEX 3 SCT06 2521 BCE PSC18,STAT-1&X3,3 BRANCH TO PSC18 IF SEC. IS FIXED SCT06 2522 C ZEROS,BUF&25&X1 BRANCH TO PSC10 2523 BU PSC10 IF B/SIGMA NOT ZERO *NOT CASH) 2524 BCE PSC8,STAT-1&X3,1 BRANCH TO PSC8 IF SEC. IS IN M SCT06 2525 S NUMER 2526 MLC K1,NUMER-8 2527 MLZS K1,NUMER SCT06 2528 MLZS @0@,NUMER-8 NUMERATOR EQUALS ALPHA 1 2529 S DENOM 2530 MLC BUF&9&X1,DENOM-3 2531 MLZS DENOM-3,DENOM 2532 MLZS @0@,DENOM-3 2533 S K2,DENOM DENOMINATOR EQUALS MU - BETA 1 2534 MLC DENOM,BUF4&25&X2 2535 BCE PSC7,STAT-1&X3,2 BRANCH TO PSC7 IF SEC. IS IN U SCT06 2536 BM PSC7A,DENOM BRANCH TO PSC7A IF DENOM. NEG. 2537 B PSC18 DONT CALC. V IF DENOM. NOT NEG. SCT06 2538 PSC7 BM PSC18,DENOM DONT CALC. V IF DENOM. NEGATIVE SCT06 2539 PSC7A C ZEROS,DENOM-1 BRANCH TO PSC13 2540 BU PSC13 IF DENOMINATOR NOT 00.0000000X 2541 B PSC18 DONT CALC. V IF DENOM. IS ZERO SCT06 2542 PSC8 MLC GAMZ,BUF4&12&X2 GAMMA EQUALS GAMMA Z 2543 MLC OMEGZ,BUF4&25&X2 OMEGA EQUALS OMEGA Z 2544 C @00A@,MCOUNT DONT COMPUTE V IF 2545 BU *&5 M-GROUP COUNT EQUALS PLUS 1 2546 B PSC18 2547 MLC BUF4&25&X2,DENOM DENOMINATOR EQUALS OMEGA 2548 BM PSC9,BUF4&25&X2 BRANCH TO PSC9 IF OMEGA NEG. 2549 PSC8A S NUMER 2550 ZS BUF4&12&X2,NUMER-8 2551 MLZS NUMER-8,NUMER 2552 MLZS @0@,NUMER-8 NUMERATOR EQUALS - GAMMA 2553 B PSC13 SCT06 2554 PSC9 S NUMER 2555 MLZS @0@,NUMER 2556 MLC BUF&33&X1,NUMER-9 2557 S CC21A 2558 MLC BUF4&12&X2,CC21A-8 2559 MLZS CC21A-8,CC21A 2560 MLZS @0@,CC21A-8 2561 S CC21A,NUMER NUMERATOR EQUALS C BAR - GAMMA 2562 B PSC13 SCT06 2563 PSC10 B MULT1 SCT06 2564 DSA K1 ALPHA 1 XX.XXXXXXXX 2565 DSA BUF&17&X1 AI1 XXX.XXXXX 2566 MLC PROD-5,CC13A 2567 MLZS PROD,CC13A 2568 ZS CC13A,BUF4&12&X2 2569 B MULT1 SCT06 2570 DSA K3 ALPHA 2 XX.XXXXXXXX 2571 DSA BUF&25&X1 AI2 XXX.XXXXX 2572 MLC PROD-5,CC13A 2573 MLZS PROD,CC13A GAMMA EQUALS - AI1 * ALPHA 1 2574 S CC13A,BUF4&12&X2 - AI2 * ALPHA 2 XXXXX.XXXXXXXX 2575 S BUF4&25&X2 2576 MLC BUF&9&X1,BUF4&22&X2 2577 MLZS BUF&9&X1,BUF4&25&X2 2578 MLZS @0@,BUF4&22&X2 2579 B MULT1 SCT06 2580 DSA K2 BETA 1 XX.XXXXXXXX 2581 DSA BUF&17&X1 AI1 XXX.XXXXX 2582 MLZS PROD,PROD-5 2583 S PROD-5,BUF4&25&X2 2584 B MULT1 SCT06 2585 DSA K4 BETA 2 XX.XXXXXXXX 2586 DSA BUF&25&X1 AI2 XXX.XXXXX 2587 MLZS PROD,PROD-5 OMEGA EQUALS AI3 - AI1 * BETA 1 2588 S PROD-5,BUF4&25&X2 - AI2 * BETA 2 XXXXX.XXXXXXXX 2589 MLC BUF4&25&X2,DENOM DENOMINATOR EQUALS OMEGA 2590 BCE PSC11,STAT-1&X3, BRANCH TO PSC11 IF SEC. IS IN D SCT06 2591 BCE PSC12,STAT-1&X3,2 BRANCH TO PSC12 IF SEC. IS IN U SCT06 2592 C @00A@,MCOUNT DONT COMPUTE V IF 2593 BU *&5 M-GROUP COUNT EQUALS PLUS 1 2594 B PSC10B 2595 BM PSC12A,BUF4&25&X2 BRANCH TO PSC12A IF OMEGA NEG. 2596 PSC10A C ZEROS,BUF4&24&X2 BRANCH TO PSC8A IF OMEGA 2597 BU PSC8A NOT 00000.0000000X 2598 PSC10B MLC ZEROS,BUF4&25&X2 2599 B PSC18 DONT CALC. V IF OMEGA IS ZERO 2600 PSC11 BM PSC10A,BUF4&25&X2 BRANCH TO PSC10A IF OMEGA NEG. 2601 B PSC18 DONT CALC. V IF OMEGA NOT NEG. SCT06 2602 PSC12 BM PSC18,BUF4&25&X2 DONT CALC. V IF OMEGA NEG. 2603 PSC12A C ZEROS,BUF4&24&X2 BRANCH TO PSC9 IF OMEGA 2604 BU PSC9 NOT 00000.0000000X 2605 MLC ZEROS,BUF4&25&X2 2606 B PSC18 DONT CALC. V IF OMEGA IS ZERO SCT06 2607 PSC13 B DIVIDE SCT06 2608 DSA DENOM SCT06 2609 DSA NUMER SCT06 2610 DCW 09 2611 MLC QUOT,TLAM SCT06 2612 MLC HILAM,CC10A SCT06 2613 S TLAM,CC10A BRANCH TO PSC15 2614 BM PSC15,CC10A IF V%I) GREATER THAN V MAX 2615 B PSC18 2616 PSC15 MLC TLAM,HILAM LAMBDA E EQUALS V MAX SCT06 2617 MLC IX3,HIPRS SCT06 2618 MLCWABUF&9&X1,BUF6&6 MU/SIGMA SCT06 2619 MLCWABUF&17&X1,BUF6&14 1/SIGMA SCT06 2620 MLCWABUF&25&X1,BUF6&22 B/SIGMA SCT06 2621 MLCWABUF&33&X1,BUF6&30 C BAR SCT06 2622 MLCWABUF&38&X1,BUF6&35 C SCT06 2623 BCE PSC16,STAT-1&X3,1 BRANCH TO PSC16 IF SEC. IS IN M SCT06 2624 MLC @0@,IND2 SET IND2 TO 0 IF SEC. NOT IN M SCT06 2625 B PSC18 SCT06 2626 PSC16 BM PSC17,BUF4&25&X2 BRANCH TO PSC17 IF OMEGA NEG. 2627 MLC @0@,IND2 SET IND2 TO 0 IF OMEGA NOT NEG. SCT06 2628 B PSC18 SCT06 2629 PSC17 MLC ONE,IND2 SET IND2 TO 1 IF OMEGA NEG. 2630 PSC18 C IX3,NSEC BRANCH TO PSC19 SCT06 2631 BU PSC19 IF ALL SEC. NOT PROCESSED SCT06 2632 MLCWAGPWDS&1,BUF4&26&X2 PLACE GRP MK WD MK AFTER BUF4 2633 WTW 2,BUF4 WRITE LAST GAMMA-OMEGA RECORD SCT06 2634 BER ERRW2 2635 MLCWA@0@,BUF4&26&X2 2636 RWD 4 REWIND TAPE 4 SCT06 2637 B PSC20 SCT06 2638 PSC19 MA @039@,IX1 ADD 39 TO BUF LOCATION SCT06 2639 A @26@,IX2 ADD 26 TO BUF4 LOCATION 2640 C @520@,IX2 BRANCH TO PSC6 2641 BU PSC6 IF BUF4 NOT FULL SCT06 2642 MLCWAGPWDS&1,BUF4&520 2643 WTW 2,BUF4 WRITE 1 GAMMA-OMEGA RECORD SCT06 2644 BER ERRW2 2645 B PSC5A SCT06 2646 PSC20 A ONE,ITCTR ADD 1 TO ITERATION COUNT 26461 MLC K1,ALPH1 26462 MLC K2,BETA1 26463 MLC K3,ALPH2 26464 MLC K4,BETA2 26465 MLC SIGD,A11 26466 MLC SIGDB,A12 26467 MLC SIGB,A22 26468 MLC SIGMD,A13 26469 MLC SIGMB,A23 2647 MLC SIGM2,A33 26471 MLC SIGC2,VU 26472 MLC @0@,IND1 SET IND1 TO 0 2648 BWZ PSC21,HILAM,B BRANCH TO PSC21 IF LAMBDA E POS. 2649 MLC ZEROS,HILAM SET LAMBDA E TO ZERO IF NEGATIVE SCT06 2650 B PSC27 2651 PSC21 MLC HIPRS,IX2 SET INDEX 2 TO ID OF MOVING SEC. SCT06 2652 BCE PSC21A,STAT-1&X2,1 BRANCH TO PSC21A IF SEC. IS IN M 2653 A ONE,MCOUNT ADD 1 TO M-GROUP COUNT 2654 BCE PSC22,STAT-1&X2,2 BRANCH TO PSC22 IF SEC. WAS IN U SCT06 2655 B PSC23 BRANCH TO PSC23 IF SEC. WAS IN D 2656 PSC21A S ONE,MCOUNT SUBTRACT 1 FROM M-GROUP COUNT 2657 C ONE,IND2 BRANCH TO PSC23 IF SEC. WAS IN M 2658 BU PSC23 AND IND2 EQUAL 0 SCT06 2659 MLC TWO,IND1 SET IND1 TO 2 IF M TO U MOVE 2660 MLC TWO,STAT-1&X2 PUT SECURITY IN U 2661 C ZEROS,BUF6&22 BRANCH TO PSC21B 2662 BU PSC21B IF NOT CASH ITEM 2663 MLC ZEROS,MUZ MU Z EQUAL ZERO SCT06 2664 S GAMZ GAMMA Z EQUALS ZERO 2665 S OMEGZ OMEGA Z EQUALS ZERO 2666 B CSIG UPDATE SUPER U VARIABLES SCT06 2667 B PSC25A USE MAT1 BECAUSE CASH MOVED TO U SCT06 2668 PSC21B B CSIG UPDATE SUPER U VARIABLES 2669 MLC ONE,IND4 SET IND4 TO 1 IF M TO U MOVE 2670 B PSC25 SCT06 2671 PSC22 MLC ONE,IND1 SET IND1 TO 1 IF U TO M MOVE 2672 PSC23 B CSIG UPDATE SUPER U VARIABLES SCT06 2673 BCE PSC24,STAT-1&X2,1 BRANCH TO PSC24 IF SEC. WAS IN M SCT06 2674 MLC @0@,IND4 SET IND4 TO 0 IF MVNG TO M SCT06 2675 MLC ONE,STAT-1&X2 PUT SECURITY IN M 2676 C ZEROS,BUF6&22 BRANCH TO PSC25 SCT06 2677 BU PSC25 IF NOT CASH ITEM SCT06 2678 MLC BUF6&6,MUZ MU Z EQUALS MU OF CASH ITEM IN M SCT06 2679 B PSC26 USE MAT2 BECAUSE CASH MOVED TO M SCT06 2680 PSC24 MLC ONE,IND4 SET IND4 TO 1 IF M TO D MOVE 2681 MLC @ @,STAT-1&X2 PUT SEC. IN D SCT06 2682 C ZEROS,BUF6&22 BRANCH TO PSC25 SCT06 2683 BU PSC25 IF NOT CASH ITEM SCT06 2684 MLC ZEROS,MUZ MU Z EQUAL ZERO SCT06 2685 S GAMZ GAMMA Z EQUALS ZERO 2686 S OMEGZ OMEGA Z EQUALS ZERO 2687 B PSC25A USE MAT1 BECAUSE CASH MOVED TO D SCT06 2688 PSC25 B SIGCP UPDATE A-S SCT06 2689 C ZEROS,MUZ BRANCH TO PSC SCT06 2690 BU PSC26 IF CASH ITEM IN M SCT06 2691 PSC25A B MAT1 CALC. ALPHAS & BETAS IF CASH OUT SCT06 2692 B PSC27 SCT06 2693 PSC26 B MAT2 CALC. ALPHAS & BETAS IF CASH IN SCT06 2694 MLC ZEROS,GAMZ 2695 A ONE,GAMZ-8 2696 S SIGCU,GAMZ-3 2697 MLZS @0@,GAMZ-3 2698 B MULT1 SCT06 2699 DSA K3 ALPHA 2 SCT06 2700 DSA SIGDB A%1,2) SCT06 2701 MLZS PROD,PROD-5 GAMMA Z EQUALS 1 - C SUPER U 2702 A PROD-5,GAMZ & A%1,2) * ALPHA 2 2703 MLC ZEROS,OMEGZ 2704 S SIGMD,OMEGZ-3 A%1,3) 2705 MLZS OMEGZ-3,OMEGZ 2706 MLZS @0@,OMEGZ-3 2707 B MULT1 SCT06 2708 DSA K2 BETA 1 SCT06 2709 DSA SIGD A%1,1) SCT06 2710 MLZS PROD,PROD-5 SCT06 2711 A PROD-5,OMEGZ 2712 B MULT1 SCT06 2713 DSA K4 BETA 2 SCT06 2714 DSA SIGDB A%1,2) SCT06 2715 MLZS PROD,PROD-5 OMEGZ EQUALS A%1,1) * BETA 1 2716 A PROD-5,OMEGZ & A%1,2) * BETA 2 - A%1,3) 2717 PSC27 MLC ZEROS,EPRES 2718 MLC SIGM2,EPRES-2 A%3,3) SCT06 2719 MLZS @0@,EPRES-2 2720 B MULT1 SCT06 2721 DSA K2 BETA 1 SCT06 2722 DSA SIGMD A%1,3) SCT06 2723 MLZS PROD,PROD-6 2724 S PROD-6,EPRES 2725 B MULT1 SCT06 2726 DSA K4 BETA 2 SCT06 2727 DSA SIGMB A%2,3) SCT06 2728 MLZS PROD,PROD-6 2729 S PROD-6,EPRES 2730 B MULT1 SCT06 2731 DSA MUZ MU Z SCT06 2732 DSA OMEGZ OMEGA Z SCT06 2733 MLZS PROD,PROD-6 SLOPE EQUALS A%3,3)-BETA1*A%1,3) 2734 A PROD-6,EPRES -BETA2*A%2,3)&MU Z * OMEGA Z 2735 B MULT1 SCT06 2736 DSA HILAM LAMBDA E SCT06 2737 DSA EPRES SLOPE SCT06 2738 MLZS PROD,PROD-8 2739 MLC PROD-8,EPRES 2740 A SIGMC,EPRES E SUPER U 2745 B MULT1 SCT06 2746 DSA K1 ALPHA 1 SCT06 2747 DSA SIGMD A%1,3) SCT06 2748 MLZS PROD,PROD-6 2749 S PROD-6,EPRES 2750 B MULT1 SCT06 2751 DSA K3 ALPHA 2 SCT06 2752 DSA SIGMB A%2,3) SCT06 2753 MLZS PROD,PROD-6 2754 S PROD-6,EPRES 2755 B MULT1 SCT06 2756 DSA MUZ MU Z SCT06 2757 DSA GAMZ GAMMA Z SCT06 2758 MLZS PROD,PROD-6 2759 A PROD-6,EPRES 2760 PSC27A MLC EPRES,EPR SET PRINT E TO E PRES 2761 BCE PRTIN,OPT,1 BRANCH TO PRTIN IF CR. PTS. ONLY 2762 C ONEMA,ITCTR BRANCH TO PSC28A 2763 BU PSC28A IF NOT 1ST ITERATION 2764 B PRTIN GO TO GENERATE PRINT PORT FOLIO SCT06 2765 PSC28 C ZEROS,HILAM BRANCH TO PSC28A 2766 BU PSC28A IF LAMBDA E NOT ZERO 2767 B PRTIN 2768 PSC28A C BLNK,LLIM BRANCH TO PSC28B 2769 BU PSC28B IF LOWER LIMIT NOT BLANK 2770 B PSC28C 2771 PSC28B MLC NXPR,CC4A 2772 MLZS CC4A,CC4A-2 2773 S LLIM,CC4A-2 BRANCH TO PSC29 IF NEXT PRINT E 2774 BM PSC29,CC4A-2 IS LESS THAN LOWER LIMIT 2775 PSC28C MLC EPRES,CC10A 2776 S CC10B 2777 MLC NXPR,CC10B-3 2778 MLZS CC10B-3,CC10B 2779 MLZS @0@,CC10B-3 2780 S CC10A,CC10B BRANCH TO PSC29 IF E PRES IS 2781 BM PSC29,CC10B GREATER THAN NEXT PRINT LEVEL 2782 S EPR 2783 MLC NXPR,EPR-3 E PRINT EQUALS NEXT PRINT LEVEL SCT06 2784 MLZS NXPR,EPR 2785 MLZS @0@,EPR-3 2786 S DELTA,NXPR SUBTRACT DELTA FROM NEXT PRINT SCT06 2787 B PRTIN SCT06 27871PSC29 C ZEROS,HILAM CALL PORTFOLIO GENERATOR 27872 BU PSC29A IF LAMBDA E 27873 B PRTIN EQUALS ZERO 2788 PSC29A BCE PSC30,OPT,2 BRANCH TO PSC30 IF CR. PTS. OUT 2789 B PRTIN SCT06 2790 PSC30 RWD 2 REWIND TAPE 2 SCT06 2791 MLCWAGPWDS&1,7998 2792 RTW 2,7997 SKIP PORTFOLIO GENERATOR SECTION 2793 MLCWAGPWDS&1,7998 2794 RTW 2,7997 SKIP QUADRATIC PROGRAMMING SECT. 2795 PSC31 MLC EPRES,EPREV 2796 MLC HILAM,PRLAM SCT06 2797 B PSC5 SCT06 2798 MAT1 SBR MATEX&3 SCT06 2799 B MULT1 SCT06 2800 DSA SIGD A%1,1) SCT06 2801 DSA SIGB A%2,2) SCT06 2802 MLC PROD-9,CC11A 2803 MLZS PROD,CC11A SCT06 2804 B MULT1 SCT06 2805 DSA SIGDB A%1,2) SCT06 2806 DSA SIGDB A%1,2) SCT06 2807 S PROD-9,CC11A 2808 MLC SIGCU,SIGR1 SCT06 2809 S ONEPT5,SIGR1 2810 B MULT1 SCT06 2811 DSA SIGR1 C SUPER U - 1.00000 SCT06 2812 DSA SIGB A%2,2) SCT06 2813 MLZS PROD,PROD-1 2814 MLC PROD-1,CC20A 2815 B MULT1 SCT06 2816 DSA SIGBC B SUPER U SCT06 2817 DSA SIGDB A%1,2) SCT06 2818 MLZS PROD,PROD-3 2819 S PROD-3,CC20A 2820 B DIVIDE SCT06 2821 DSA CC11A SCT06 2822 DSA CC20A SCT06 2823 DCW 11 2824 MLC QUOT,K1 ALPHA 1 XX.XXXXXXXX 2825 B MULT1 SCT06 2826 DSA SIGBC B SUPER U SCT06 2827 DSA SIGD A%1,1) SCT06 2828 MLZS PROD,PROD-3 2829 MLC PROD-3,CC20A 2830 B MULT1 SCT06 2831 DSA SIGR1 C SUPER U - 1.00000 SCT06 2832 DSA SIGDB A%1,2) SCT06 2833 MLZS PROD,PROD-1 2834 S PROD-1,CC20A 2835 B DIVIDE SCT06 2836 DSA CC11A SCT06 2837 DSA CC20A SCT06 2838 DCW 11 2839 MLC QUOT,K3 ALPHA 2 XX.XXXXXXXX 2840 B MULT1 SCT06 2841 DSA SIGMD A%1,3) SCT06 2842 DSA SIGB A%2,2) SCT06 2843 MLZS PROD,PROD-1 2844 MLC PROD-1,CC20A 2845 B MULT1 SCT06 2846 DSA SIGMB A%2,3) SCT06 2847 DSA SIGDB A%1,2) SCT06 2848 MLZS PROD,PROD-1 2849 S PROD-1,CC20A 2850 B DIVIDE SCT06 2851 DSA CC11A SCT06 2852 DSA CC20A SCT06 2853 DCW 11 2854 MLC QUOT,K2 BETA 1 XX.XXXXXXXX 2855 B MULT1 SCT06 2856 DSA SIGD A%1,1) SCT06 2857 DSA SIGMB A%2,3) SCT06 2858 MLZS PROD,PROD-1 2859 MLC PROD-1,CC20A 2860 B MULT1 SCT06 2861 DSA SIGDB A%1,2) SCT06 2862 DSA SIGMD A%1,3) SCT06 2863 MLZS PROD,PROD-1 2864 S PROD-1,CC20A 2865 B DIVIDE SCT06 2866 DSA CC11A SCT06 2867 DSA CC20A SCT06 2868 DCW 11 2869 MLC QUOT,K4 BETA 2 XX.XXXXXXXX 2870 MATEX B * SCT06 2871 MAT2 SBR MAT2X&3 2872 S K1 ALPHA 1 2873 S K2 2874 MLC MUZ,K2-3 BETA 1 2875 MLZS K2-3,K2 2876 MLZS @0@,K2-3 2877 S CC18A 2878 MLC SIGBC,CC18A-6 2879 MLZS CC18A-6,CC18A 2880 MLZS @0@,CC18A-6 2881 B DIVIDE SCT06 2882 DSA SIGB SCT06 2883 DSA CC18A 2884 DCW 09 2885 MLC QUOT,K3 ALPHA 2 2886 S CC18A 2887 MLC SIGMB,CC18A-8 2888 MLZS CC18A-8,CC18A 2889 MLZS @0@,CC18A-8 2890 B MULT1 SCT06 2891 DSA MUZ MU Z SCT06 2892 DSA SIGDB A%1,2) SCT06 2893 S CC18B 2894 MLC PROD,CC18B-3 2895 MLZS CC18B-3,CC18B 2896 MLZS @0@,CC18B-3 2897 S CC18B,CC18A 2898 B DIVIDE SCT06 2899 DSA SIGB SCT06 2900 DSA CC18A 2901 DCW 09 2902 MLC QUOT,K4 BETA 2 SCT06 2903 MAT2X B * SCT06 2904 CSIG SBR CSGEX&3 SCT06 2905 C @0@,IND1 BRANCH TO CSG1 SCT06 2906 BU CSG1 IF IND1 NOT 0 SCT06 2907 B CSGEX EXIT IF NO CHANGE IN U SCT06 2908 CSG1 MLC ZEROS,CUSIG 2909 MLC BUF6&35,CUSIG-1 C SCT06 2910 MLZS @0@,CUSIG-1 2911 C ZEROS,BUF6&22 DONT INCLUDE C BAR SQUARED 2912 BU CSG00 IN V SUPER U IF THE SECURITY 2913 S C2SIG MOVING TO U IS A CASH ITEM 2914 B CSG01 2915 CSG00 B MULT1 2916 DSA BUF6&30 C BAR SCT06 2917 DSA BUF6&30 C BAR SCT06 2918 MLC PROD-3,C2SIG 2919 CSG01 B MULT1 2920 DSA BUF6&22 B/SIGMA SCT06 2921 DSA BUF6&30 C BAR SCT06 2922 MLC PROD-5,BCSIG 2923 MLZS PROD,BCSIG SCT06 2924 B MULT1 SCT06 2925 DSA BUF6&6 MU/SIGMA SCT06 2926 DSA BUF6&30 C BAR SCT06 2927 MLC PROD-5,MCSIG 2928 MLZS PROD,MCSIG SCT06 2929 C TWO,IND1 BRANCH TO CSG2 2930 BU CSG2 IF MOVE WAS FROM U TO M SCT06 2931 A C2SIG,SIGC2 SCT06 2932 A CUSIG,SIGCU SCT06 2933 A BCSIG,SIGBC SCT06 2934 A MCSIG,SIGMC SCT06 2935 B CSGEX SCT06 2936 CSG2 S C2SIG,SIGC2 SCT06 2937 S CUSIG,SIGCU SCT06 2938 S BCSIG,SIGBC SCT06 2939 S MCSIG,SIGMC SCT06 2940 CSGEX B * SCT06 2941 MNINS DCW @999999999R@ 2942 PRTIN RWD 2 REWIND TAPE 2 2943 RTW 2,PSE1 2944 BER ERRR2 2945 MLCWAGPWDS&1,7998 2946 RTW 2,7997 SKIP QUADRATIC PROGRAMMING SECT. 2947 B PSE1 2948 ENDQP H 2949 EX WRITE 2950 ORG 2170 2954 PSP RWD 1 REWIND TAPE 1 2955 BEF *&1 TURN OFF E-O-F INDICATOR SCT07 2956 PSP1 MLCWAGPWDS&1,7998 2957 RTW 4,7997 2958 BEF PSP2 SKIP SECURITY BLOCKS SCT07 2959 B PSP1 SCT07 2960 PSP2 MLCWAGPWDS&1,7998 2961 RTW 4,7997 2962 BEF PSP3 SKIP EXTERNAL ID FILE SCT07 2963 B PSP2 SCT07 2964 PSP3 RTW 4,2 READ 1 TITLE CARD FROM TAPE 4 SCT07 2965 BER ERRR4 SCT07 2966 BEF PSP4 BRANCH TO PSP4 ON E-O-F SCT07 2967 MLCWAGPWDS&1,81 PLACE GRP MK WD MK IN 81 SCT07 2968 WTW 2,2 WRITE 1 TITLE CARD ON TAPE 2 SCT07 2969 BER ERRW2 SCT 7 2970 B PSP3 SCT 7 2971 PSP4 WTM 2 WRITE E-O-F AFTER TITLE CARDS SCT 7 2972 RWD 2 REWIND TAPE 2 SCT 7 2973 RWD 4 REWIND TAPE 4 SCT 7 2974 B TITPR PRINT TITLE CARDS SCT 7 2975 MLC ONEMA,LOCOL SET LOCOL TO 001 2976 MLC @010@,PCC3A SET HICOL TO 2977 S NOPT,PCC3A MINIMUM OF 2978 BM PSP5,PCC3A 10 AND 2979 MLC NOPT,HICOL NOPT S33 7 2980 B PSP6 S33 7 2981 PSP5 MLC @010@,HICOL S33 7 2982 PSP6 MLC ONEMA,LOROW SET LOROW TO 001 2983 MLC @060@,PCC3A SET HIROW TO 2984 S NSEC,PCC3A MINIMUM OF 2985 BM PSP6A,PCC3A 60 AND 2986 MLC NSEC,HIROW NSEC S33 7 2987 B PSP7 S33 7 2988 PSP6A MLC @060@,HIROW 2989 PSP7 MLCWAGPWDS&1,7998 2990 RTW 4,7997 2991 BEF PSP8 SKIP SECURITY BLOCKS S33 7 2992 B PSP7 S33 7 2993 PSP8 MLC ONE,FSTPG SET 1ST PAGE FLAG TO 1 2994 MLC TITNO,NOLNP SET UP NO. OF LINES PRINTED S33 7 2995 PSP8A MLC LOCOL,COLCT SET COLUMN TO LOCOL S33 7 2996 MLC ZEROS,IX1 2997 PSP8B MLC ZEROS,XMAT&4&X1 ZERO 2998 MA @005@,IX1 OUT 2999 C @?00@,IX1 X-MATRIX 3000 BU PSP8B 3001 C ONEMA,LOCOL BRANCH TO PSP9 3002 BU PSP9 IF LOCOL NOT 001 S33 7 3003 B PSP12 S33 7 3004 PSP9 MLC LOCOL,PCC3A 3005 S TWO,PCC3A SET FILE SKIP CT TO LOCOL - 2 3006 PSP10 MLCWAGPWDS&1,7998 3007 RTW 3,7997 3008 BEF PSP11 SKIP 1 PORTFOLIO ON TAPE 3 S33 7 3009 B PSP10 S33 7 3010 PSP11 S ONE,PCC3A SUBTRACT 1 FROM FILE SKIP CT 3011 BWZ PSP10,PCC3A,B BRANCH TO PSP10 IF CT NOT NEG. 3012 PSP12 RTW 3,PBF2 READ HEADING DATA OF PORTFOLIO 3013 BER ERRR3 S33 7 3014 BCE PSP13,FSTPG,2 BRANCH TO PSP13 IF NOT 1ST PAGE SCT07 3015 MLC COLCT,PCC3A 3016 S LOCOL,PCC3A 3017 B MULT1 COMPUTE SCT07 3018 DSA PCC3A E-V MATRIX 3019 DSA TWTY LOCATION SCT07 3020 MLC PROD,IX1 SCT07 3021 MLZS @0@,IX1 SCT07 3022 MLC PBF2&29,EVMAT&9&X1 STORE E 3023 MLC PBF2&39,EVMAT&19&X1 STORE V 3024 C PBF2&19,PBF2&29 BRANCH TO PSP13 3025 BU PSP13 IF NOT CRITICAL PT. PORTFOLIO SCT07 3026 MLZS @-@,EVMAT&19&X1 SET V NEG IF CRITICAL PT. PORT. SCT07 3027 PSP13 RTW 3,PBUF2 READ 1 BLOCK OF SECURITIES 3028 BER ERRR3 SCT07 3029 BEF PSP17 BRANCH TO PSP17 ON E-O-F SCT07 3030 MLC ZEROS,IX1 SET BUF 2 LOCATION TO 000 SCT07 3031 PSP14 MLC PBUF2&2&X1,PCC3A 3032 S LOROW,PCC3A BRANCH TO PSP16 3033 BM PSP16,PCC3A IF LOROW GREATER THAN ID 3034 MLC HIROW,PCC3B 3035 S PBUF2&2&X1,PCC3B BRANCH TO PSP13 3036 BM PSP13,PCC3B IF ID GREATER THAN HIROW 3037 B MULT1 SCT07 3038 DSA PCC3A 3039 DSA FFTY COMPUTE SCT07 3040 MLC PROD,PCC3A ROW 3041 MLZS @0@,PCC3A 3042 S @1000@,PROD LOCATION SCT07 3043 BM PSP15,PROD SCT07 3044 MLZS A,PCC3A-2 3045 S @1000@,PROD 3046 BM PSP15,PROD 3047 MLZS B,PCC3A-2 3048 PSP15 MLC COLCT,PCC3B 3049 S LOCOL,PCC3B COMPUTE 3050 B MULT1 COLUMN SCT07 3051 DSA PCC3B LOCATION 3052 DSA FIVE SCT07 3053 MLZS @0@,PROD 3054 A PROD,PCC3A 3055 MLC PCC3A,IX2 3056 MLC PBUF2&7&X1,XMAT&4&X2 STORE X IN X-MATRIX 3057 PSP16 A @8@,IX1 ADD 8 TO BUF 2 LOCATION SCT07 3058 BCE PSP13,PBUF2&X1,} BRANCH TO PSP13 IF BUF2 DONE 3059 B PSP14 3060 PSP17 A ONE,COLCT ADD 1 TO COLCT SCT07 3061 MLC HICOL,PCC3A 3062 S COLCT,PCC3A 3063 BWZ PSP12,PCC3A,B BRANCH TO PSP12 IF NOT LAST COL. 30631 RWD 3 REWIND TAPE 3 3064 BCE PSP45,FSTPG,2 BRANCH TO PSP45 IF NOT 1ST PAGE 3065 MLC PSHD1,215 SET HEADING FOR E-S 3066 MLC @227@,PSP18&6 INITIALIZE SCT07 3067 MLC @227@,PSP19&6 ADDRESSES SCT07 3068 MLC @227@,PSP20&6 FOR SCT07 3069 MLC @227@,PSP21&6 FORMATTING SCT07 3070 MLC @227@,PSP28&6 SCT07 3071 MLC @222@,PSP22&6 E-S SCT07 3072 MLC @222@,PSP25&6 & SCT07 3073 MLC @221@,PSP23&6 V-S SCT07 3074 MLC @221@,PSP26&6 SCT07 3075 MLC @220@,PSP24&6 SCT07 3076 MLC ZEROS,IX1 SET EVMAT LOCATION TO 000 SCT07 3077 MLC LOCOL,COLCT SCT07 3078 PSP18 MLCWAEDT5,227 PLACE EDIT WORD IN PRINT AREA SCT07 3079 A FIVE,EVMAT&7&X1 ROUND E 3080 MLC EVMAT&6&X1,PCC5A 3081 MLZS EVMAT&9&X1,PCC5A 3082 PSP19 MCE PCC5A,227 EDIT E TO PRINT 3083 PSP20 BCE PSP27,227, BRANCH TO PSP27 IF E NOT NEG. SCT07 3084 PSP21 MLC @ @,227 CLEAR SIGN FROM PRINT AREA SCT07 3085 PSP22 BCE PSP25,222, BRANCH TO PSP25 IF TENS POS. BL. SCT07 3086 PSP23 BCE PSP26,221, BRANCH TO PSP26 IF HDRS POS. BL. SCT07 3087 PSP24 MLC @-@,220 PLACE MINUS SIGN IN THSDS POS. SCT07 3088 B PSP27 SCT07 3089 PSP25 MLC @-@,222 PLACE MINUS SIGN IN TENS POS. SCT07 3090 B PSP27 SCT07 3091 PSP26 MLC @-@,221 PLACE MINUS SIGN IN HDRS POS. SCT07 3092 PSP27 BM PSP28,EVMAT&19&X1 BRANCH TO PSP28 IF CRITICAL PT. SCT07 3093 B PSP29 SCT07 3094 PSP28 MLC @*@,227 PLACE ASTERIC IN PRINT AREA SCT07 3095 PSP29 A @20@,IX1 ADD 20 TO EVMAT LOCATION SCT07 3096 A ONE,COLCT 3097 MA @008@,PSP18&6 SCT07 3098 MA @008@,PSP19&6 SCT07 3099 MA @008@,PSP20&6 SCT07 3100 MA @008@,PSP21&6 MODIFY SCT07 3101 MA @008@,PSP22&6 FORMATTING SCT07 3102 MA @008@,PSP23&6 ADDRESSES SCT07 3103 MA @008@,PSP24&6 SCT07 3104 MA @008@,PSP25&6 SCT07 3105 MA @008@,PSP26&6 SCT07 3106 MA @008@,PSP28&6 SCT07 3107 MLC HICOL,PCC3A 3108 S COLCT,PCC3A BRANCH TO PSP18 3109 BWZ PSP18,PCC3A,B IF COLCT NOT GREATER THAN HICOL 3110 CC J SCT07 3111 W PRINT E-S SCT07 3112 CS 299 SCT07 3113 MLC PSHD2,218 SET HEADING FOR V-S 3114 MLC @226@,PSP30&6 INITIALIZE SCT07 3115 MLC @226@,PSP31&6 FORMATTING ADDRESSES SCT07 3116 MLC ZEROS,IX1 SET E-V MATRIX LOCATION TO 000 SCT07 3117 MLC LOCOL,COLCT SET COLCT TO LOCOL SCT07 3118 PSP30 MLCWAEDT1,226 PLACE EDIT WORD IN PRINT AREA SCT07 3119 MLZS @0@,EVMAT&19&X1 CLEAR ZONE FROM V SCT07 3120 MLC ZEROS,ACCAUT SCT07 3121 MLC EVMAT&19&X1,ACCAUT-1 3122 MLZS @0@,ACCAUT-1 3123 C ZEROS,ACCAUT 31231 BU PSP30A 31232 MLC ZEROS,R 31233 B PSP30B 31234PSP30A B SQRT CALCULATE SIGMA 3124 PSP30B MLC R,PCC5A 3125 PSP31 MCE PCC5A,226 EDIT SIGMA TO PRINT 3126 S EVMAT&19&X1 3127 MLC R,EVMAT&19&X1 PLACE SIGMA IN E-V MATRIX 3128 A @20@,IX1 ADD 20 TO E-V MATRIX LOCATION SCT07 3129 MA @008@,PSP30&6 MODIFY SCT07 3130 MA @008@,PSP31&6 FORMATING ADDRESSES SCT07 3131 A ONE,COLCT ADD 1 TO COLCT SCT07 3132 MLC HICOL,PCC3A 3133 S COLCT,PCC3A BRANCH TO PSP30 3134 BWZ PSP30,PCC3A,B IF COLCT NOT GREATER THAN HICOL 3135 CC S SCT07 3136 W PRINT SIGMA-S SCT07 3137 MLC ONE,PCC1A SET N TO 1 3138 MLC ZEROS,IX2 SET INDEX 2 TO 000 SCT07 3139 PSP32 MLC PSHD3,219 SET HEADING FOR E &OR- N SIGMA 3140 MLC PSP90&X2,208 PLACE & OR - IN HEADING SCT07 3141 MLC PSP95&X2,209 PLACE N IN HEADING SCT07 3142 MLC @227@,PSP33&6 SCT07 3143 MLC @227@,PSP35&6 SCT07 3144 MLC @227@,PSP36&6 INITIALIZE SCT07 3145 MLC @227@,PSP37&6 FORMATTING SCT07 3146 MLC @222@,PSP38&6 ADDRESSES SCT07 3147 MLC @222@,PSP41&6 SCT07 3148 MLC @221@,PSP39&6 SCT07 3149 MLC @221@,PSP42&6 SCT07 3150 MLC @220@,PSP40&6 SCT07 3151 MLC ZEROS,IX1 SET E-V MATRIX LOCATION TO 000 SCT07 3152 MLC LOCOL,COLCT SET COLCT TO LOCOL SCT07 3153 PSP32A B MULT1 3154 DSA PCC1A COMPUTE N * SIGMA 3155 DSA EVMAT&19&X1 SCT07 3156 MLC PROD,PCC5B 3157 PSP33 MLCWAEDT5,227 PLACE EDIT WORD IN PRINT AREA SCT07 3158 MLC EVMAT&6&X1,PCC5A E 3159 MLZS EVMAT&9&X1,PCC5A 3160 BCE PSP34,208,- SCT07 3161 A PCC5B,PCC5A & N * SIGMA 3162 B PSP35 SCT07 3163 PSP34 S PCC5B,PCC5A - N * SIGMA 3164 PSP35 MCE PCC5A,227 EDIT E & OR - N * SIGMA TO PRINT 3165 PSP36 BCE PSP43,227, BRANCH TO PSP43 IF NOT NEG. 3166 PSP37 MLC @ @,227 SET SIGN BLANK SCT07 3167 PSP38 BCE PSP41,222, BRANCH TO PSP41 IF TENS POS. BL. SCT07 3168 PSP39 BCE PSP42,221, BRANCH TO PSP42 IF HDRS POS. BL. SCT07 3169 PSP40 MLC @-@,220 PUT MINUS SIGN IN THSDS POS. SCT07 3170 B PSP43 SCT07 3171 PSP41 MLC @-@,222 PUT MINUS SIGN IN TENS POS. SCT07 3172 B PSP43 SCT07 3173 PSP42 MLC @-@,221 PUT MINUS SIGN IN HDRS POS. SCT07 3174 PSP43 A @20@,IX1 ADD 20 TO E-V MATRIX LOCATION SCT07 3175 A ONE,COLCT ADD 1 TO COLCT SCT07 3176 MA @008@,PSP33&6 SCT07 3177 MA @008@,PSP35&6 SCT07 3178 MA @008@,PSP36&6 MODIFY SCT07 3179 MA @008@,PSP37&6 FORMATTING SCT07 3180 MA @008@,PSP38&6 ADDRESSES SCT07 3181 MA @008@,PSP39&6 SCT07 3182 MA @008@,PSP40&6 SCT07 3183 MA @008@,PSP41&6 SCT07 3184 MA @008@,PSP42&6 SCT07 3185 MLC HICOL,PCC3A 3186 S COLCT,PCC3A BRANCH TO PSP32A 3187 BWZ PSP32A,PCC3A,B IF COLCT NOT GREATER THAN HICOL 3188 BCE PSP44,208,- BRANCH TO PSP44 IF IX2 EVEN SCT07 3189 A ONE,PCC1A N EQUALS N & 1 3190 CC S EXTRA SPACE AFTER PRINT SCT07 3191 PSP44 W PRINT E & OR - SIGMA SCT07 3192 CS 299 SCT07 3193 A ONEMA,IX2 ADD 001 TO INDEX 2 3194 C @006@,IX2 BRANCH TO PSP32 SCT07 3195 BU PSP32 IF IX 2 NOT 006 SCT07 3196 CC S 3197 MLC PSP99,227 3198 W 3199 MLC TWO,FSTPG SET 1ST PAGE FLAG TO 2 3200 A @17@,NOLNP 3201 CS 299 3202 CC K SPACE 2 LINES SCT07 3203 PSP45 MLC LOROW,ROWCT SET ROWCT TO LOROW 3204 MLC ZEROS,PCC3A SET X-MATRIX LOCATION TO 000 3205 PSP46 RTW 4,210 READ EXTERNAL ID FOR ROWCT SCT07 3206 BER ERRR4 3207 MLC @ @,215 3208 MLC ZEROS,PCC6A SET SUM OF X-S TO 00.0000 3209 MLC @226@,PSP47&6 INITIALIZE SCT07 3210 MLC @226@,PSP48&6 FORMATTING ADDRESSES SCT07 3211 MLC @226@,PSP48C&6 3212 MLC @226@,PSP48F&6 3213 MLC @225@,PSP48B&6 3214 MLC @225@,PSP48E&6 3215 MLC @223@,PSP48A&6 3216 MLC @223@,PSP48D&6 3217 MLC LOCOL,COLCT SET COLCT TO LOCOL SCT07 3218 MLC PCC3A,IX1 PLACE X-MATRIX LOC. IN INDEX 1 3219 PSP47 MLCWAEDT1,226 PLACE EDIT WORD IN PRINT AREA SCT07 3220 PSP48 MCE XMAT&4&X1,226 EDIT X TO PRINT AREA SCT07 3221 PSP48A BCE PSP48D,223, 3222 PSP48B BCE PSP48E,225, 3223 PSP48C BCE PSP48F,226, 3224 B PSP48G 3225 PSP48D MLC @0@,223 3226 PSP48E MLC @0@,225 3227 PSP48F MLC @0@,226 3228 PSP48G A XMAT&4&X1,PCC6A ADD X TO SUM OF X-S 3229 MA @008@,PSP47&6 MODIFY SCT07 3230 MA @008@,PSP48&6 FORMATTING ADDRESSES SCT07 3231 MA @008@,PSP48A&6 3232 MA @008@,PSP48B&6 3233 MA @008@,PSP48C&6 3234 MA @008@,PSP48D&6 3235 MA @008@,PSP48E&6 3236 MA @008@,PSP48F&6 3237 MA @005@,IX1 ADD 5 TO X-MATRIX LOCATION SCT07 3238 A ONE,COLCT ADD 1 TO COLCT SCT07 3239 MLC HICOL,PCC3B 3240 S COLCT,PCC3B BRANCH TO PSP47 3241 BWZ PSP47,PCC3B,B IF COLCT NOT GREATER THAN HICOL 3242 C ZEROS,PCC6A BRANCH TO PSP49 3243 BU PSP49 IF SUM X-S NOT 00.0000 SCT07 3244 B PSP50 SCT07 3245 PSP49 C NOLNP,@60@ BRANCH TO PSP49A 3246 BU PSP49A IF PAGE INCOMPLETE 3247 B TITPR PRINT TITLE CARDS 3248 MLC TITNO,NOLNP INITIALIZE NO. OF LINES PRINTED 3249 CC J 3250 A ONE,NOLNP 3251 BSP 4 3252 B PSP46 3253 PSP49A W PRINT X-S 3254 A ONE,NOLNP ADD 1 TO NO. OF LINES PRINTED SCT07 3255 PSP50 CS 299 SCT07 3256 MA FFTY,PCC3A ADD 50 TO X-MATRIX LOCATION 3257 A ONE,ROWCT ADD 1 TO ROWCT SCT07 3258 MLC HIROW,PCC3B 3259 S ROWCT,PCC3B BRANCH TO PSP46 3260 BWZ PSP46,PCC3B,B IF ROWCT NOT GREATER THAN HIROW 3262 C HIROW,NSEC BRANCH TO PSPS1 IF SCT07 3263 BU PSP51 HIROW NOT EQUAL TO NO. OF SEC. SCT07 3264 B PSP53 SCT07 3265 PSP51 MLC HIROW,LOROW SCT07 3266 A ONE,LOROW SET LOROW TO HIROW & 1 3267 MLC HIROW,PCC3A 3268 A @060@,PCC3A 3269 S NSEC,PCC3A BRANCH TO PSP52 IF NO. OF SEC. 3270 BM PSP52,PCC3A GREATER THAN HIROW & 60 3271 MLC NSEC,HIROW SET HIROW TO NO. OF SEC. SCT07 3272 B PSP8A SCT07 3273 PSP52 A @060@,HIROW SET HIROW TO HIROW & 60 3274 B PSP8A SCT07 3275 PSP53 C HICOL,NOPT BRANCH TO PSP54 SCT07 3276 BU PSP54 IF NOT DONE SCT07 3277 BIN PSP57,A BRANCH TO PSP57 IF LAST CASE 3278 RTW 1,1 READ BOOTSTRAP 3279 SW 1 3280 B 1 3281 PSP54 RWD 4 REWIND TAPE 4 SCT07 3282 MLC HICOL,LOCOL SCT07 3283 A ONE,LOCOL SET LOCOL TO HICOL & 1 3284 MLC HICOL,PCC3A 3285 A TEN,PCC3A 3286 S NOPT,PCC3A BRANCH TO PSP56 IF NO. OF PORT. 3287 BM PSP56,PCC3A GREATER THAN HICOL & 10 3288 MLC NOPT,HICOL GET HICOL TO NO. OF PORT. SCT07 3289 PSP55 B TITPR PRINT TITLE CARDS SCT07 3290 B PSP6 SCT07 3291 PSP56 A TEN,HICOL 3292 B PSP55 SCT07 3293 PSP57 CS 332 3294 CS 3295 MLCWAPSP98,215 3296 CC 1 3297 W 3298 CC 1 3299 H *-3 3300 PSP90 DCW @-@ 3301 DCW @&@ 3302 DCW @-@ 3303 DCW @&@ 3304 DCW @-@ 3305 DCW @&@ 3306 PSP95 DCW @1@ 3307 DCW @1@ 3308 DCW @2@ 3309 DCW @2@ 3310 DCW @3@ 3311 DCW @3@ 3312 PSP98 DCW @END OF RUN@ 3313 PSP99 DCW @* CRITICAL POINT PORTFOLIO@ 3314 NOLNP DCW #2 SCT07 3315 LOCOL DCW #3 SCT07 3316 HICOL DCW #3 SCT07 3317 COLCT DCW #3 SCT07 3318 ROWCT DCW #3 SCT07 3319 LOROW DCW #3 SCT07 3320 HIROW DCW #3 SCT07 3321 FSTPG DCW #1 SCT07 3322 TWTY DCW 20 SCT07 3323 FFTY DCW 50 SCT07 3324 TEN DCW 10 SCT07 3325 A DCW @/@ 3326 B DCW @J@ 3327 PCC1A DCW #1 3328 PCC3A DCW #3 3329 PCC3B DCW #3 3330 PCC5A DCW #5 3331 PCC5B DCW #5 3332 PCC6A DCW #6 3333 PSHD1 DCW @EXPECTED RETURN@ 3334 PSHD2 DCW @STANDARD DEVIATION@ 3335 PSHD3 DCW @EXP.RET. STD.DEV.@ 3336 PBF2 DA 1X40,G,C 3337 1,10 3338 11,20 3339 21,30 3340 31,40 3341 PBUF2 DA 22X8,G,C 3342 1,3 3343 4,8 3344 EVMAT DA 10X20,G,C 3345 1,10 SCT07 3346 11,20 SCT07 3347 XMAT DA 600X5,G,C 3348 1,5 SCT07 3349 EX PSP SCT07 3350 END PSA