iShares US ETFs - Dividends and Implied Volatility Surfaces Parameters

Page 1

16.10.2012

Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct

At The Money Implied Volatilities by Terms

ETF - All iShares US Offering

Ticker

ISI US Equity OEF US Equity IVV US Equity IVW US Equity IVE US Equity IJH US Equity IJK US Equity IJJ US Equity IJR US Equity IJT US Equity IJS US Equity ICF US Equity IYM US Equity IYC US Equity IYK US Equity IYE US Equity IYF US Equity IYG US Equity IYH US Equity IYJ US Equity IYR US Equity IYW US Equity IYZ US Equity IYT US Equity IDU US Equity IYY US Equity IGE US Equity IGM US Equity IBB US Equity ITA US Equity IAI US Equity IHF US Equity ITB US Equity IAK US Equity IHI US Equity IEZ US Equity IEO US Equity IHE US Equity IAT US Equity IWV US Equity IWZ US Equity IWW US Equity IWB US Equity IWF US Equity IWD US Equity IWR US Equity IWP US Equity IWS US Equity IWM US Equity IWO US Equity IWN US Equity IWC US Equity IWL US Equity IWX US Equity IWY US Equity FXI US Equity EWA US Equity EWO US Equity EWK US Equity EWZ US Equity EWZS US Equity EWC US Equity ECH US Equity MCHI US Equity ECNS US Equity EWQ US Equity EWG US Equity EWH US Equity EIDO US Equity EIS US Equity EWI US Equity EWJ US Equity SCJ US Equity EWM US Equity EWW US Equity EWN US Equity ENZL US Equity EPU US Equity EPHE US Equity EPOL US Equity ERUS US Equity EWS US Equity EZA US Equity EWY US Equity EWP US Equity EWD US Equity EWL US Equity EWT US Equity THD US Equity TUR US Equity EWU US Equity INDY US Equity ITF US Equity IFGL US Equity AAXJ US Equity ACWI US Equity BKF US Equity EFA US Equity EFG US Equity EFV US Equity SCZ US Equity EEM US Equity EZU US Equity TOK US Equity EPP US Equity AIA US Equity IEV US Equity ILF US Equity WPS US Equity ESR US Equity AGG US Equity MBB US Equity SHY US Equity IEI US Equity IEF US Equity TLH US Equity TLT US Equity TIP US Equity CSJ US Equity CIU US Equity LQD US Equity HYG US Equity GBF US Equity GVI US Equity MUB US Equity EMB US Equity IOO US Equity RXI US Equity KXI US Equity IXC US Equity IXG US Equity IXJ US Equity IGF US Equity MXI US Equity IXN US Equity IXP US Equity EMMT US Equity EUFN US Equity FEFN US Equity AXDI US Equity AXEN US Equity AXHE US Equity AXIT US Equity AXSL US Equity AXTE US Equity DSI US Equity KLD US Equity DVY US Equity HDV US Equity IDV US Equity PFF US Equity NYC US Equity NY US Equity JKD US Equity JKE US Equity JKF US Equity JKG US Equity JKH US Equity

ISIN

Name

ATM Ref

ID_ISIN

NAME

PX_LAST

US4642871507 US4642871010 US4642872000 US4642873099 US4642874089 US4642875078 US4642876068 US4642877058 US4642878049 US4642878874 US4642878791 US4642875649 US4642878387 US4642875805 US4642878122 US4642877967 US4642877884 US4642877702 US4642877629 US4642877546 US4642877397 US4642877215 US4642877132 US4642871929 US4642876977 US4642878460 US4642873743 US4642875490 US4642875565 US4642887602 US4642887941 US4642888287 US4642887529 US4642887867 US4642888105 US4642888444 US4642888519 US4642888360 DE0005557508 US4642876894 US4642876712 US4642876639 US4642876225 US4642876142 US4642875987 US4642874998 US4642874816 US4642874733 US4642876555 US4642876480 US4642876308 US4642888691 US4642894467 US4642894202 US4642894384 US4642871846 US4642861037 US4642862027 US78378X1072 US4642864007 US4642891315 US4642865095 US4642866408 US46429B6719 US46429B2007 US4642867075 US4642868065 US4642868719 US46429B3096 US4642866325 US4642868552 US4642868487 US4642865822 US4642868305 US4642868222 US4642868149 US4642891232 US4642898427 US46429B4086 US46429B6065 US46429B7055 US4642866739 US4642867802 US4642867729 US4642867646 US4642867562 US4642867497 US4642867315 US4642866242 US4642867158 US4642866994 US4642895290 US4642873826 US4642884898 US4642881829 US4642882579 US4642866572 US4642874659 US4642888857 US4642888774 US4642882736 US4642872349 US4642866085 US4642882652 US4642866655 US4642884302 US4642878619 US4642873909 US4642884229 US4642865665 US4642872265 US4642885887 US4642874576 US4642886612 US4642874402 US4642886539 US4642874329 US4642871762 US4642886463 US4642886380 US4642872422 US4642885135 US4642885960 US4642886125 US4642884146 US4642882819 US4642875722 US4642887453 US4642887370 US4642873412 US4642873339 US4642873255 US4642883726 US4642886950 US4642872919 US4642872752 US4642891984 US4642891802 US4642892149 US4642896363 US4642895944 US4642895522 US4642895860 US4642896280 US4642895605 US4642885705 US4642888022 US4642871689 US46429B6636 US4642884484 US4642886877 US4642871432 US4642871358 US4642871275 US4642871192 US4642881092 US4642882082 US4642883072

ISHARES S&P 1500 INDEX FUND ISHARES S&P 100 INDEX FUND ISHARES S&P 500 INDEX FUND ISHARES S&P 500 GROWTH INDEX ISHARES S&P 500 VALUE INDEX ISHARES S&P MIDCAP 400 ISHARES S&P MIDCAP 400/GRWTH ISHARES S&P MIDCAP 400/VALUE ISHARES S&P SMALLCAP 600 ISHARES S&P SMALLCAP 600/GRO ISHARES S&P SMALLCAP 600/VAL ISHARES COHEN & STEERS RLTY ISHARES DJ US BASIC MATERIAL ISHARES DJ US CNSMER SERVICE ISHARES DJ US CONSMR GOODS ISHARES DJ US ENERGY SECTOR ISHARES DJ US FINANCIAL SECT ISHARES DJ US FINANCIAL SVCS ISHARES DJ US HEALTHCARE SEC ISHARES DJ US INDUSTRIAL SEC ISHARES DJ US REAL ESTATE ISHARES DJ US TECHNOLOGY SEC ISHARES DJ US TELECOMMUNICAT ISHARES DJ US TRANSPORT AVG ISHARES DJ US UTILITIES SECT ISHARES DJ US INDEX FUND ISHARES S&P NA NAT RES S I F ISHARES S&P NA TEC SEC IND F ISHARES NASDAQ BIOTECH INDX ISHARES DJ US AEROSPACE & DF ISHARES DJ US BROKER DEALERS ISHARES DJ US HEALTH CAR PRO ISHARES DJ US HOME CONSTRUCT ISHARES DJ US INSURANCE IND ISHARES DJ US MEDICAL DEVICE ISHARES DJ US OIL EQUIP & SV ISHARES DJ US OIL & GAS EXPL ISHARES DJ US PHARMA INDEX F ISHARES DJ US REGIONAL BANKS ISHARES RUSSELL 3000 INDEX ISHARES RUSSELL 3000 GROWTH ISHARES RUSSELL 3000 VALUE ISHARES RUSSELL 1000 INDEX ISHARES RUSSELL 1000 GROWTH ISHARES RUSSELL 1000 VALUE ISHARES RUSSELL MIDCAP INDEX ISHARES RUSSELL MIDCAP GRWTH ISHARES RUSSELL MIDCAP VALUE ISHARES RUSSELL 2000 ISHARES RUSSELL 2000 GROWTH ISHARES RUSSELL 2000 VALUE ISHARES RUSSELL MICROCAP INX ISHARES RUSSELL TOP 200 INDE ISHARES RUSSELL TOP 200 VALU ISHARES RUSSELL TOP 200 GROW ISHARES FTSE CHINA 25 INDEX ISHARES MSCI AUSTRALIA INDEX ISHARES MSCI AUSTRIA INVESTA ISHARES MSCI BELGIUM INVESTA ISHARES MSCI BRAZIL ISHARES MSCI BRAZIL SMALL CA ISHARES MSCI CANADA ISHARES MSCI CHILE INVESTABL ISHARES MSCI CHINA INDEX FD ISHARES MSCI CHINA SMALL CAP ISHARES MSCI FRANCE INDEX FD ISHARES MSCI GERMANY INDEX ISHARES MSCI HONG KONG INDEX ISHARES MSCI INDONESIA INVES ISHARES MSCI ISRAEL CPD INVS ISHARES MSCI ITALY INDEX FD ISHARES MSCI JAPAN INDEX FD ISHARES MSCI JAPAN SM CAP ISHARES MSCI MALAYSIA ISHARES MSCI MEXICO INVESTAB ISHARES MSCI NETHERLANDS INV ISHARES MSCI NEW ZEALAND ISHARES MSCI PERU CAPPED ISHARES MSCI PHILIPPINES ISHARES MSCI POLAND INVESTAB ISHARES MSCI RUSSIA ISHARES MSCI SINGAPORE ISHARES MSCI SOUTH AFRICA ISHARES MSCI SOUTH KOREA IND ISHARES MSCI SPAIN INDEX FD ISHARES MSCI SWEDEN INDEX FD ISHARES MSCI SWITZERLAND IND ISHARES MSCI TAIWAN INDEX FD ISHARES MSCI THAILAND INVSTB ISHARES MSCI TURKEY INVSTBLE ISHARES MSCI UNITED KINGDOM ISHARES S&P INDIA NIFTY 50 I ISHARES S&P/TOPIX 150 INDEX ISHARES FTSE NAREIT DEV EX U ISHARES MSCI ASIA EX-JAPAN ISHARES MSCI ACWI INDEX FUND ISHARES MSCI BRIC INDEX FUND ISHARES MSCI EAFE INDEX FUND ISHARES MSCI EAFE GROWTH INX ISHARES MSCI EAFE VALUE INX ISHARES MSCI EAFE SMALL CAP ISHARES MSCI EMERGING MKT IN ISHARES MSCI EMU ISHARES MSCI KOKUSAI ISHARES MSCI PACIFIC EX JPN ISHARES S&P ASIA 50 INDEX FD ISHARES S&P EUROPE 350 ISHARES S&P LATIN AMERICA 40 ISHARES S&P DLVP EX-US PRPTY ISHARES MSCI EASTERN EUROPE ISHARES BARCLAYS AGGREGATE ISHARES BARCLAYS MBS BOND FD ISHARES BARCLAYS 1-3 YEAR TR ISHARES BARCLAYS 3-7 YEAR ISHARES BARCLAYS 7-10 YEAR ISHARES BARCLAYS 10-20 YEAR ISHARES BARCLAYS 20+ YEAR TR ISHARES BARCLAYS TIPS BOND ISHARES BARCLAYS 1-3 YEAR CR ISHARES INTERMEDIATE CREDIT ISHARES IBOXX INV GR CORP BD ISHARES IBOXX H/Y CORP BOND ISHARES BARCLAYS GOVERNMENT ISHARES INTERMEDIATE GOV/CR ISHARES S&P NAT AMT-FREE MUN ISHARES JP MORGAN EM BOND FD ISHARES S&P GLOBAL 100 ISHARES S&P CONSUMER DISCRET ISHARES S&P CONSUMER STAPLES ISHARES S&P GLBL ENERGY SECT ISHARES S&P GLBL FINL SECTOR ISHARES S&P GLBL HEALTHCARE ISHARES S&P GLOBAL INFRASTR ISHARES S&P GLOBAL MATERIALS ISHARES S&P GLBL TECH SECTOR ISHARES S&P GLBL TELECOMM SE ISHARES MSCI EM MATERIALS ISHARES MSCI EUR FINANCIALS ISHARES MSCI FAR E F S IN FD ISHARES MSCI ACWI EX US CONS ISHARES MSCI ACWI EX US ENER ISHARES MSCI ACWI EX US HEAL ISHARES MSCI ACWI EX US INFO ISHARES MSCI ACWI EX US CONS ISHARES MSCI ACWI EX US TELE ISHARES MSCI KLD 400 SOCIAL ISHARES MSCI USA ESG SELECT ISHARES DJ SELECT DIVIDEND ISHARES HIGH DIVIDEND EQ FD ISHARES DJ INTL SELECT DIV ISHARES S&P PREF STK INDX FN ISHARES NYSE COMPOSITE INDEX ISHARES NYSE 100 INDEX FUND ISHARES MORNINGSTAR LG CO IN ISHARES MORNINGSTAR LG GR IN ISHARES MORNINGSTAR LG VAL I ISHARES MORNINGSTAR MID CO I ISHARES MORNINGSTAR MID GR I

65.28 66.73 145.38 77.86 66.50 98.74 111.11 85.42 76.41 82.53 78.58 78.36 68.09 86.93 75.26 42.12 59.83 57.55 86.26 71.22 64.61 73.67 25.26 90.26 90.11 72.37 39.39 67.99 143.20 65.99 22.42 70.07 20.05 33.10 67.44 52.01 63.48 91.33 25.45 85.28 54.09 95.28 79.95 66.74 73.00 111.48 62.10 49.35 83.08 95.01 73.79 52.58 33.34 31.32 35.79 36.74 24.36 16.29 12.88 55.02 27.03 28.50 63.11 43.94 34.45 21.93 23.31 18.35 30.88 42.78 12.79 9.12 42.53 14.95 67.86 19.32 34.16 44.40 31.58 27.32 22.59 13.45 64.89 58.15 28.78 28.06 25.86 13.15 75.70 58.75 17.69 24.64 38.58 31.82 56.80 47.35 38.67 54.27 57.54 46.55 39.20 41.79 31.28 42.64 45.36 44.89 37.65 43.31 34.92 25.59 112.32 108.75 84.43 123.47 107.93 135.88 122.89 122.08 105.83 111.96 123.05 93.04 116.18 112.96 111.86 123.00 63.60 58.52 74.90 39.64 43.43 65.93 35.90 59.52 68.01 59.53 19.93 18.50 24.10 60.11 54.75 65.22 52.10 70.46 53.18 52.18 60.07 58.27 61.16 32.62 40.07 76.21 68.19 82.39 78.81 65.62 95.76 105.17

Dividend Yield

Next ExSkew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol Dividend (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M BDVD_NEX

2.23% 2.49% 2.33% 2.08% 2.65% 1.58% 1.11% 2.06% 1.34% 1.03% 1.64% 3.42% 2.59% 1.50% 2.73% 2.15% 2.25% 1.87% 2.05% 2.25% 4.04% 1.67% 3.01% 1.81% 4.07% 2.22% 2.04% 1.47%

19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012

2.12% 2.08% 0.66% 0.88% 2.12% 0.92% 1.07% 1.21% 1.76% 2.43% 2.19% 1.76% 2.61% 2.24% 1.84% 2.62% 1.83% 1.23% 2.36% 1.51% 0.76% 2.25% 1.43% 2.43% 2.76% 2.07% 3.49% 4.92% 2.67% 3.69% 3.60% 1.59% 2.94% 2.59% 3.22% 2.69% 4.04% 3.51% 2.71% 2.50% 3.59% 4.16% 2.54% 2.55% 3.19% 1.39% 3.10% 4.75%

19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 20.12.2012 20.12.2012 19.12.2012 17.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012

2.11% 5.37% 0.84% 3.29% 3.52% 1.26% 4.11% 3.95% 3.44% 3.47% 2.73% 2.39% 3.91% 1.45% 2.61% 3.77% 2.58% 2.79% 3.20% 3.56% 2.81% 4.31% 3.26% 2.86% 3.74% 2.88% 4.21%

18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 17.12.2012 17.12.2012 14.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012

3.75% 2.90% 3.65% 4.53%

17.12.2012 17.12.2012 14.12.2012 18.12.2012

3.41%

17.12.2012

2.97% 2.97% 3.16% 2.71% 4.31% 2.82% 1.73% 4.69% 3.50% 3.94% 2.91% 2.65% 3.87% 3.29% 1.99% 2.87% 4.81% 2.22% 2.31% 4.07% 4.25% 6.04%

17.12.2012 17.12.2012 17.12.2012 17.12.2012 17.12.2012 17.12.2012 17.12.2012 17.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 18.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 14.12.2012

2.80% 2.69% 2.53% 1.61% 3.10% 1.54% 1.11%

19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012 19.12.2012

13.27 13.85 12.93 23.40 16.96 16.29

13.67 14.30 13.67 18.78 17.72 16.96

14.04 14.81 14.08 17.82 18.22 17.53

15.74

17.13 16.60 18.52 14.09 21.18

17.92 16.90 19.18 15.23 21.39

18.50 17.36 19.76 16.13 22.02

18.44 16.55 24.19 13.20 18.79 13.57

18.83 17.12 23.95 12.96 18.73 14.66

14.90 17.58

17.54

18.18

18.74

-0.283 -0.234 -0.232 -0.498 -0.349 -0.138

-0.349 -0.340 -0.295 -0.245 -0.364 -0.308

-0.354 -0.316 -0.306 -0.158 -0.343 -0.293

-0.318 -0.270 -0.209 -0.132 0.005 0.002 -0.285 0.003 -0.285 0.006 -0.235 0.004 0.000

0.007 0.006 0.005 0.005 0.006 0.003

0.008 0.006 0.005 0.004 0.005 0.003

0.005

19.95 19.00 21.25 18.23

-0.402 -0.112 -0.374 -0.352 -0.276

-0.405 -0.266 -0.411 -0.270 -0.308

-0.382 -0.272 -0.391 -0.218 -0.304

-0.278 -0.147 -0.260 -0.126

0.007 0.000 0.006 0.006 0.004

0.008 0.003 0.009 0.003 0.007

0.008 0.003 0.008 0.001 0.007

0.001 0.000 0.001 0.000

19.41 17.62 23.71 13.03 18.66 14.99

21.54 18.88 24.33 13.80 18.45 17.39

-0.249 -0.263 -0.946 -0.114 -0.094 -0.612

-0.241 -0.317 -0.938 -0.243 -0.094 -0.470

-0.240 -0.315 -0.932 -0.245 -0.094 -0.339

-0.244 -0.253 -0.478 -0.146 -0.094 -0.324 -0.259

0.003 0.004 0.028 0.001 0.001 0.018

0.004 0.007 0.028 0.006 0.001 0.011

0.004 0.007 0.028 0.006 0.001 0.011

0.004 0.004 0.020 0.002 0.001 0.004

15.18 18.22

15.52 18.85

16.74

-0.189 -0.355 -0.367 -0.207 -0.355 -0.365 -0.328

0.003 0.007

0.011 0.009

0.012 0.006

0.005

21.92

22.10

22.37

23.46

19.82

19.37

19.27

19.92

20.11 18.03 29.36

20.28 17.82 30.73

20.76 18.06 31.30

22.60 19.17 32.23

25.32 24.83

26.20 25.37

27.12 26.08

19.58 14.45

19.53 15.00

13.58 14.14 14.08 15.43 16.13 14.85 18.10 18.34 17.80 17.83

15.13 17.14 19.39

19.23

0.003

0.003

0.004

0.003 0.004 0.001

0.002

-0.172 -0.275 -0.295 -0.264

0.002

0.005

0.006

0.004

21.11

-0.423 -0.405 -0.369 -0.297 -0.234

0.008

0.008

0.006

0.004

0.002

32.99

-0.228 -0.202 -0.202 -0.226 0.003 -0.288 -0.326 -0.330 -0.305 0.006 -0.400 -0.367 -0.338 -0.266 -0.177 -0.126 -0.090 0.008

0.002 0.007 0.005

0.003 0.006 0.004

0.004 0.005 0.002

0.001

0.001

0.001

29.59

-0.263 -0.310 -0.308 -0.245 -0.344 -0.349 -0.328

0.005 0.006

0.005 0.007

0.004 0.006

0.003

19.89 15.47

21.63 16.68

-0.001 -0.059 -0.111 -0.243 -0.309 -0.352 -0.345 -0.248

0.000 0.005

0.001 0.010

0.002 0.010

0.004 0.003

14.58 15.27 14.71 15.90 16.39 15.54 18.82 19.37 18.66 18.34

15.15 15.68 15.16 16.39 16.85 16.14 19.17 20.05 19.21 18.89

16.32 16.24 16.23 17.73 18.47 17.67 20.98 21.56 20.47

-0.386 -0.340 -0.282 -0.360 -0.313 -0.237 -0.462 -0.432 -0.363 -0.111

-0.264 0.006 -0.257 0.006 -0.272 0.003 -0.226 0.006 -0.298 0.005 -0.310 0.003 -0.319 -0.246 -0.202 -0.150 0.013 -0.332 0.009 -0.310 0.006 0.001

0.010 0.007 0.010 0.007 0.005 0.007 0.009 0.006 0.008 0.002

0.010 0.007 0.010 0.006 0.005 0.007 0.006 0.005 0.007 0.002

0.004 0.005 0.005 0.002 0.003 0.004 0.002 0.002 0.003

0.001

0.000

0.000

21.59 19.27

22.18 19.85

22.83 20.02

-0.343 -0.212 -0.218 -0.231 -0.183 -0.160 -0.149 0.014 -0.135 -0.272 -0.279 -0.223 -0.550 -0.379 -0.124 0.001

0.010 0.007

0.007 0.009

0.003 0.004

0.002 0.009

0.001 0.009

0.001 0.004

23.18

23.25

-0.348 -0.300 -0.300 -0.270 -0.217

0.008

0.009

0.006

0.002

0.001

18.51 15.51 20.04

18.24 16.22 20.86

-0.169 -0.317 -0.347 -0.154 -0.250 -0.272 -0.265 -0.069 -0.178 -0.190 -0.121

0.002 0.003 0.001

0.008 0.006 0.006

0.008 0.006 0.006

0.004 0.003

24.42 24.35 16.40

-0.412 -0.369 -0.368 0.012 -0.263 -0.310 -0.309 -0.274 -0.176 -0.144 -0.146 0.003 0.000 -0.085 -0.191 -0.218 -0.175 0.000

0.007 0.006 0.001

0.006 0.006 0.004

0.001 0.004

0.001 0.003

0.001

0.001

0.001

0.001

33.11

33.04

-0.408 -0.424 -0.346 -0.354 -0.343 -0.321 -0.382 -0.420 -0.359 -0.188

-0.389 -0.407 -0.345 -0.329 -0.340 -0.334 -0.371 -0.398 -0.347 -0.205

23.31

24.90

25.97

24.01 21.67

25.44 24.90

26.20 22.55

26.78 23.72

23.95

25.72

26.51

18.57 16.50 21.32

16.95 22.27

26.13 24.29 16.49

26.52 24.80 16.70

27.07 18.75

28.15 19.97

33.17 16.62

34.99 16.16

35.01 15.96

17.04

18.23

-0.350 -0.378 -0.378 0.000 -0.144 -0.350 -0.278 -0.173

0.008 0.000

0.009 0.003

0.008 0.012

0.005

0.003

14.26 17.99

15.04 18.84

15.40 19.61

16.80 21.23

22.85

-0.254 -0.091 -0.052 -0.159 -0.518 -0.372 -0.355 -0.294 -0.241

0.004 0.020

0.000 0.012

0.001 0.008

0.008 0.003

0.001

13.89

14.12

14.38

15.13

-0.087 -0.171 -0.186 -0.167

0.000

0.003

0.004

0.003

17.22 23.60 22.31 35.28 24.14 15.15 18.62

17.61 24.71 22.89 37.15 24.59 15.77 16.71

17.83 24.91 23.47 37.14 25.31 16.22 17.96

18.27 25.59 25.23 37.27

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0.004 0.006 0.004 0.004 0.002 0.003 0.007

0.005 0.006 0.003 0.004 0.000 0.003 0.009

0.004 0.003 0.001 0.004

18.44

18.27

18.08

18.80

-0.130 -0.129 -0.128 -0.171

0.002

0.002

0.002

0.004

12.86 18.18 15.00

12.08 18.50 15.81

12.53 19.13 16.13

17.50

0.000 -0.160 -0.230 -0.267 -0.318 -0.321 -0.203 -0.292 -0.284 -0.176

0.000 0.004 0.003

0.002 0.006 0.005

0.003 0.007 0.005

0.002

18.31 16.55 19.67 16.65 20.27 24.74

19.22 17.27 20.47 17.14 20.78 26.02

19.56 17.71 20.98 17.39 21.35 26.75

21.13 18.85

22.05

0.009 0.004 0.007 0.006 0.008 0.005

0.006 0.004 0.007 0.006 0.005 0.005

0.002

25.45

0.013 0.003 0.001 0.001 0.015 0.004

0.002 0.002

23.55 28.42

-0.522 -0.238 -0.167 -0.167 -0.446 -0.278

0.003 0.004

0.001

18.40

18.77

18.78

20.17

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0.004

0.006

0.007

0.004

20.61 19.75

21.80 19.46

22.27 20.05

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0.005 0.008

0.006 0.007

3.66 2.13 2.04 2.83 5.44 8.70 15.70 5.09 4.26 2.83 5.23 6.68

3.64 2.13 2.04 2.79 6.04 8.70 15.75 5.21 4.26 2.80 5.24 7.15

3.66 2.79 1.99 2.82 6.17 8.73 15.64 5.37 4.19 2.78 5.23 7.39

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0.000 0.000 0.000 0.000 0.000 0.001 0.021 0.001 0.000 0.000 0.001 0.003

0.000 0.000 0.000 0.001 0.000 0.001 0.012 0.001 0.000 0.000 0.003 0.010

0.000 0.000 0.000 0.001 0.000 0.001 0.009 0.001 0.000 0.000 0.004 0.009

6.81 6.07 14.14

6.69 6.51 14.40

6.73 6.88 14.50

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0.001 0.000 0.004

0.003 0.002 0.006

0.003 0.002 0.007

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15.91

50.81

50.81

50.81

50.81

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

10.04 8.74 14.45 5.59

10.46 9.04 15.01 5.87

10.81 9.37 15.39 5.86

10.13 16.37 6.47

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0.008 0.001 0.004 0.007

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17.01 20.97

27.80

22.82

3.01 6.66

7.17

16.03

16.33

4.28 7.81

7.06

8.18

28.81

28.96

29.47

29.63

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-0.002 -0.008 0.000 -0.071 -0.039 -0.025 -0.098 -0.077 -0.001 -0.020 -0.194 -0.337

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

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