15.05.2013
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
Russell 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend Yield
Next ExDividend Date
Skew 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 (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
MMM UN Equity
3M CO
Industrials
110.79
2.33%
21.08.2013
13.64
13.82
14.23
15.22
16.69
17.68
-0.232 -0.335 -0.325 -0.215 -0.189 -0.177
0.026
0.013
0.008
0.006
0.003
0.002
AAN UN Equity
AARON'S INC
Consumer Discretionary
29.03
0.25%
03.09.2013
23.34
24.77
25.51
26.10
0.000 -0.110 -0.145 -0.128
0.000
0.005
0.006
0.003
ABT UN Equity
ABBOTT LABORATORIES
Health Care
37.46
1.71%
10.07.2013
15.87
16.39
16.65
16.94
17.60
18.89
-0.385 -0.303 -0.247 -0.186 -0.155 -0.140
0.016
0.012
0.009
0.006
0.003
0.002
ABBV UN Equity
ABBVIE INC
Health Care
45.89
3.55%
10.07.2013
22.97
23.78
25.03
24.33
23.97
24.53
-0.018 -0.024 -0.058 -0.052 -0.052 -0.062
0.002
0.003
0.004
0.003
0.001
0.001
ANF UN Equity
ABERCROMBIE & FITCH CO-CL A
Consumer Discretionary
53.88
1.48%
30.05.2013
47.96
41.98
41.20
39.67
37.36
37.01
-0.265 -0.246 -0.209 -0.165 -0.133 -0.125
0.005
0.004
0.003
0.002
0.001
0.001
ACN UN Equity
ACCENTURE PLC-CL A
Information Technology
80.51
2.36%
09.10.2013
17.52
18.95
19.62
19.54
20.82
22.34
-0.345 -0.302 -0.278 -0.240 -0.209 -0.183
0.010
0.009
0.007
0.005
0.002
0.002
ACE UN Equity
ACE LTD
Financials
91.96
2.17%
26.07.2013
13.47
14.31
14.97
16.68
-0.331 -0.339 -0.322 -0.267
0.008
0.010
0.010
0.005
ACT UN Equity
ACTAVIS INC
Health Care
33.99
30.71
28.60
26.27
24.54
24.27
-0.091 -0.006 0.001 -0.134 -0.114 -0.112
0.001
0.004
0.004 -0.002 0.004
0.003
ATVI UW Equity
ACTIVISION BLIZZARD INC
27.09
29.64
30.01
29.28
28.20
28.20
-0.072 -0.065 -0.067 -0.083 -0.093 -0.090
0.014
0.006
0.003
0.002
0.002
0.001
27.77
25.96
25.31
25.23
25.87
26.97
-0.281 -0.238 -0.206 -0.167 -0.148 -0.130
0.011
0.009
0.006
0.003
0.002
0.001
123.86
Information Technology
15.60
ADBE UW Equity ADOBE SYSTEMS INC
Information Technology
44.72
1.41%
10.03.2014
ADT UN Equity
ADT CORP/THE
Industrials
42.39
1.18%
29.07.2013
25.53
25.64
26.71
28.73
28.93
29.00
-0.229 -0.192 -0.170 -0.143 -0.110 -0.092
0.013
0.011
0.008
0.003
0.001
0.001
AAP UN Equity
ADVANCE AUTO PARTS INC
Consumer Discretionary
86.22
0.28%
19.06.2013
27.10
25.74
24.92
24.13
23.14
23.64
-0.225 -0.174 -0.146 -0.144 -0.099 -0.100
0.006
0.003
0.001
0.001
0.000
0.000
AMD UN Equity
ADVANCED MICRO DEVICES
Information Technology
4.40
60.51
61.38
59.93
56.08
53.74
52.89
-0.098 -0.034 -0.035 -0.087 -0.119 -0.108
0.007
0.005
0.004
0.002
0.002
0.001
ACM UN Equity
AECOM TECHNOLOGY CORP
Industrials
30.72
26.21
26.90
27.49
28.63
0.000 -0.141 -0.198 -0.186
0.000
0.004
0.005
0.003
AES UN Equity
AES CORP
Utilities
13.17
2.35%
26.07.2013
22.69
23.33
23.46
22.88
-0.105 -0.177 -0.209 -0.214
0.002
0.003
0.004
0.005
AET UN Equity
AETNA INC
Health Care
59.66
1.41%
09.07.2013
21.20
20.96
21.50
23.28
-0.347 -0.261 -0.208 -0.151 -0.116 -0.103
0.013
0.010
0.007
0.003
0.002
0.001
AMG UN Equity
AFFILIATED MANAGERS GROUP
Financials
164.53
17.60
18.92
19.78
21.09
-0.410 -0.324 -0.276 -0.241
0.010
0.006
0.003
0.002
AFL UN Equity
AFLAC INC
Financials
54.65
3.31%
12.08.2013
20.44
20.88
21.17
21.34
-0.492 -0.391 -0.330 -0.240 -0.184 -0.157
0.014
0.011
0.009
0.005
0.003
0.002
AGCO UN Equity AGCO CORP
Industrials
55.64
0.54%
15.08.2013
23.12
25.00
25.95
26.66
-0.116 -0.143 -0.149 -0.131
0.002
0.004
0.005
0.003
A UN Equity
AGILENT TECHNOLOGIES INC
Health Care
45.97
1.04%
28.06.2013
29.61
28.76
28.17
27.39
-0.307 -0.277 -0.246 -0.185 -0.119 -0.112
0.013
0.009
0.007
0.004
0.003
0.002
GAS UN Equity
AGL RESOURCES INC
Utilities
43.49
4.37%
21.08.2013
13.27
13.16
13.05
-0.093 -0.093 -0.093
0.001
0.001
0.001
AL UN Equity
AIR LEASE CORP
Industrials
29.38
0.09%
29.32
27.82
27.20
27.25
-0.126 -0.157 -0.170 -0.144
0.002
0.004
0.005
0.003
APD UN Equity
AIR PRODUCTS & CHEMICALS INC
Materials
-0.269 -0.282 -0.278 -0.228
0.006
0.007
0.006
0.003
ARG UN Equity
AIRGAS INC
-0.396 -0.419 -0.369 -0.245
0.011
0.012
0.009
0.004
-0.171 -0.136 -0.124 -0.120 -0.120 -0.112
0.012
0.005
0.002
0.001
0.001
0.000
-0.309 -0.275 -0.254 -0.221
0.008
0.008
0.007
0.004
0.063 -0.093 -0.121 -0.100 -0.077 -0.059
0.010
0.011
0.009
0.004
0.002
0.002
25.04
25.86
22.14
23.06
27.63
28.62
91.34
3.15%
27.06.2013
16.09
16.31
16.56
17.28
Materials
99.22
1.98%
13.09.2013
18.51
18.32
18.75
19.85
AKAM UW Equity AKAMAI TECHNOLOGIES INC
Information Technology
48.14
26.25
35.51
38.76
38.44
ALB UN Equity
ALBEMARLE CORP
Materials
65.14
1.54%
13.09.2013
20.96
21.75
22.42
23.70
AA UN Equity
ALCOA INC
Materials
8.54
1.41%
31.07.2013
22.27
24.70
25.55
26.24
ALR UN Equity
ALERE INC
Health Care
26.61
27.08
29.25
30.27
30.73
-0.172 -0.174 -0.170 -0.153
0.002
0.006
0.007
0.003
ALEX UN Equity
ALEXANDER & BALDWIN INC
Financials
34.03
29.95
29.26
28.85
28.01
-0.316 -0.286 -0.264 -0.231
0.004
0.008
0.010
0.007
ARE UN Equity
ALEXANDRIA REAL ESTATE EQUIT
Financials
11.95
11.73
12.19
0.000 -0.177 -0.252
0.000
0.002
0.004
ALXN UW Equity
ALEXION PHARMACEUTICALS INC
Health Care
105.24
28.75
30.41
31.16
31.40
31.51
32.84
-0.253 -0.216 -0.189 -0.146 -0.161 -0.148
0.011
0.006
0.004
0.001
0.002
0.001
Y UN Equity
ALLEGHANY CORP
Financials
394.40
ATI UN Equity
ALLEGHENY TECHNOLOGIES INC
Materials
28.96
2.49%
20.09.2013
34.40
34.29
34.97
36.67
38.38
39.68
-0.207 -0.176 -0.160 -0.143 -0.121 -0.110
0.011
0.008
0.005
0.002
0.001
0.001
AGN UN Equity
ALLERGAN INC
Health Care
103.86
0.24%
14.08.2013
21.16
21.54
21.97
23.60
25.19
24.95
-0.313 -0.228 -0.186 -0.167 -0.148 -0.137
0.014
0.014
0.010
0.003
0.002
0.001
ADS UN Equity
ALLIANCE DATA SYSTEMS CORP
Information Technology
177.26
16.76
17.44
18.01
19.17
-0.462 -0.330 -0.258 -0.207
0.013
0.009
0.007
0.003
LNT UN Equity
ALLIANT ENERGY CORP
Utilities
52.49
3.66%
31.07.2013
11.39
11.38
11.38
0.159
0.008
0.008
0.008
ATK UN Equity
ALLIANT TECHSYSTEMS INC
Industrials
77.16
1.35%
05.09.2013
20.10
21.35
22.15
22.97
-0.315 -0.302 -0.293 -0.262
0.009
0.009
0.008
0.005
ANV UA Equity
ALLIED NEVADA GOLD CORP
Materials
8.17
66.51
65.95
65.63
65.36
-0.223 -0.154 -0.112 -0.069
0.007
0.004
0.002
0.001
AWH UN Equity
ALLIED WORLD ASSURANCE CO
Financials
92.19
2.17%
19.06.2013
16.27
17.20
17.80
18.55
-0.138 -0.153 -0.159 -0.156
0.002
0.004
0.004
0.003
ALSN UN Equity
ALLISON TRANSMISSION HOLDING
Consumer Discretionary
23.30
1.54%
15.08.2013
33.39
31.50
31.13
33.17
-0.118 -0.200 -0.224 -0.185
0.000
0.006
0.007
0.002
MDRX UW Equity ALLSCRIPTS HEALTHCARE SOLUTI
Health Care
14.01
32.73
35.94
37.62
38.87
39.50
39.21
-0.049 -0.219 -0.271 -0.163 -0.116 -0.101
0.001
0.005
0.006
0.003
0.001
0.001
ALL UN Equity
ALLSTATE CORP
Financials
50.32
15.43
15.16
15.85
17.86
19.30
19.94
-0.390 -0.395 -0.344 -0.235 -0.189 -0.167
0.015
0.015
0.012
0.005
0.003
0.002
ANR UN Equity
ALPHA NATURAL RESOURCES INC
Energy
6.88
59.17
58.91
59.07
60.74
58.33
59.69
-0.193 -0.243 -0.219 -0.150 -0.108 -0.121
0.009
0.007
0.005
0.002
0.001
0.001
ALTR UW Equity
ALTERA CORP
Information Technology
33.24
1.56%
09.08.2013
24.40
26.38
27.50
28.82
29.75
30.83
-0.221 -0.195 -0.178 -0.150 -0.134 -0.112
0.008
0.006
0.004
0.003
0.001
0.001
MO UN Equity
ALTRIA GROUP INC
Consumer Staples
37.40
4.95%
14.06.2013
13.56
13.98
14.40
15.29
16.39
17.54
-0.368 -0.289 -0.238 -0.174 -0.106 -0.084
0.013
0.012
0.010
0.006
0.006
0.004
30.69
31.74
-0.274 -0.214 -0.175 -0.144 -0.121 -0.101
0.015
0.010
0.006
0.003
0.001
0.001
-0.189 -0.230 -0.232 -0.163
0.003
0.006
0.006
0.004
-0.021 -0.085 -0.127
0.000
0.002
0.004
0.000 -0.106 -0.152 -0.192
77.59
3.18%
2.05%
26.06.2013
29.05.2013
AMZN UW Equity AMAZON.COM INC
Consumer Discretionary
268.58
23.68
23.91
25.43
28.78
AMCX UW Equity AMC NETWORKS INC-A
Consumer Discretionary
65.55
26.41
27.13
28.06
30.53
DOX UN Equity
AMDOCS LTD
Information Technology
36.18
AEE UN Equity
AMEREN CORPORATION
ACC UN Equity
1.55%
16.09.2013
14.45
14.66
14.94
35.38 28.27
35.54 29.68
0.160
0.162
Utilities
36.12
4.43%
09.09.2013
12.97
13.36
13.68
14.07
0.000
0.004
0.006
0.006
AMERICAN CAMPUS COMMUNITIES
Financials
44.69
2.42%
14.08.2013
15.71
16.80
17.48
18.42
0.000 -0.050 -0.083 -0.126
0.000
0.000
0.000
0.002
AGNC UW Equity AMERICAN CAPITAL AGENCY CORP
Financials
28.79
17.37%
21.06.2013
19.13
17.54
17.30
19.26
16.54
17.80
-0.157 -0.096 -0.058 -0.028 -0.056 -0.007
0.020
0.017
0.014
0.007
0.010
0.005
ACAS UW Equity AMERICAN CAPITAL LTD
Financials
14.14
23.13
23.77
24.17
24.65
27.00
28.69
-0.360 -0.277 -0.228 -0.186 -0.122 -0.106
0.018
0.013
0.010
0.005
0.002
0.001
AEO UN Equity
AMERICAN EAGLE OUTFITTERS
Consumer Discretionary
20.11
2.49%
27.06.2013
38.59
35.67
34.15
33.97
33.51
34.04
-0.315 -0.237 -0.189 -0.157 -0.130 -0.123
0.004
0.003
0.003
0.002
0.001
0.001
AEP UN Equity
AMERICAN ELECTRIC POWER
Utilities
49.19
4.04%
07.08.2013
12.82
12.99
13.00
13.07
14.31
15.08
-0.188 -0.233 -0.244 -0.222 -0.173 -0.155
0.003
0.007
0.008
0.007
0.003
0.002
AXP UN Equity
AMERICAN EXPRESS CO
Financials
72.57
1.30%
02.10.2013
16.60
17.49
17.90
18.69
20.54
21.44
-0.428 -0.363 -0.305 -0.221 -0.172 -0.148
0.014
0.010
0.008
0.005
0.003
0.002
AFG UN Equity
AMERICAN FINANCIAL GROUP INC
Financials
49.64
1.69%
10.07.2013
13.35
14.05
14.27
13.79
0.000 -0.074 -0.106 -0.113
0.000
0.001
0.002
0.002
AIG UN Equity
AMERICAN INTERNATIONAL GROUP
Financials
46.06
0.43%
09.09.2013
25.30
25.35
26.57
27.70
29.11
30.28
-0.256 -0.191 -0.182 -0.131 -0.105 -0.093
0.013
0.010
0.008
0.003
0.001
0.001
ANAT UW Equity AMERICAN NATIONAL INSURANCE
Financials
98.65
3.14%
04.09.2013
AMT UN Equity
AMERICAN TOWER CORP
Financials
83.76
1.32%
27.06.2013
15.47
16.53
17.36
18.50
19.61
20.62
-0.425 -0.366 -0.314 -0.233 -0.156 -0.129
0.012
0.012
0.009
0.005
0.004
0.002
AWK UN Equity
AMERICAN WATER WORKS CO INC
Utilities
42.60
2.63%
18.11.2013
14.32
15.31
15.80
16.22
-0.529 -0.388 -0.285 -0.162
0.023
0.014
0.009
0.004
AMP UN Equity
AMERIPRISE FINANCIAL INC
Financials
80.82
2.61%
01.08.2013
19.63
21.07
21.80
22.26
-0.252 -0.282 -0.294 -0.284
0.006
0.005
0.004
0.004
ABC UN Equity
AMERISOURCEBERGEN CORP
Health Care
54.98
-0.101 -0.143 -0.153 -0.145
0.002
0.009
0.009
0.004
AME UN Equity
AMETEK INC
Industrials
-0.173 -0.261 -0.290 -0.257
0.001
0.006
0.008
0.005
-0.163 -0.148 -0.138 -0.124 -0.112 -0.106
0.014
0.010
0.007
-0.322 -0.279 -0.249
0.009
0.008
0.007
1.64%
16.08.2013
17.31
18.66
19.27
19.66
42.75
0.56%
13.09.2013
19.53
19.70
19.96
20.80
108.08
1.44%
16.08.2013
23.56
23.59
23.94
24.72
0.003
0.002
0.001
Information Technology
80.75
0.54%
09.09.2013
15.55
20.03
21.04
ANADARKO PETROLEUM CORP
Energy
87.17
0.50%
09.09.2013
27.82
28.84
29.06
28.07
27.77
28.27
-0.107 -0.099 -0.103 -0.138 -0.140 -0.132
0.014
0.008
0.005
0.002
0.001
0.001
ADI UW Equity
ANALOG DEVICES INC
Information Technology
46.49
2.97%
29.05.2013
21.17
21.25
21.37
21.69
22.00
22.53
-0.291 -0.251 -0.225 -0.186 -0.149 -0.128
0.008
0.007
0.006
0.004
0.002
0.002
NLY UN Equity
ANNALY CAPITAL MANAGEMENT IN
Financials
14.82
12.15%
28.06.2013
17.60
16.20
16.01
16.72
17.72
17.67
-0.607 -0.455 -0.341 -0.217 -0.111 -0.064
0.024
0.020
0.015
0.008
0.006
0.005
ANSS UW Equity ANSYS INC
Information Technology
76.58
20.18
21.09
22.14
-0.342 -0.269 -0.231
0.011
0.006
0.003
AOL UN Equity
AOL INC
Information Technology
37.75
33.46
32.71
33.61
-0.192 -0.155 -0.134 -0.114 -0.095 -0.077
0.010
0.006
0.004
0.001
0.001
0.001
AON UN Equity
AON PLC
Financials
66.08
1.06%
30.07.2013
14.54
14.35
14.79
APA UN Equity
APACHE CORP
Energy
81.35
1.00%
18.07.2013
22.72
23.23
0.003
0.003
0.002
AIV UN Equity
APARTMENT INVT & MGMT CO -A
3.13%
14.08.2013
21.23 41.50
AMGN UW Equity AMGEN INC
Health Care
APH UN Equity
AMPHENOL CORP-CL A
APC UN Equity
Financials
32.59
APOL UW Equity APOLLO GROUP INC-CL A
Consumer Discretionary
20.51
AAPL UW Equity
APPLE INC
25.82
26.99
36.35
37.18
36.89
-0.214 -0.310 -0.316
0.004
0.009
0.008
23.65
24.40
25.63
26.70
-0.281 -0.222 -0.194 -0.167 -0.131 -0.113
0.012
0.009
0.006
20.18
19.63
19.47
0.000 -0.028 -0.064 -0.133
0.000 -0.001 -0.001 0.003
44.63
45.77
44.86
45.33
44.70
-0.199 -0.166 -0.147 -0.122 -0.101 -0.099
0.008
0.005
0.003
0.002
0.001
0.001
Information Technology
435.50
2.80%
08.08.2013
25.66
24.88
26.81
25.80
26.67
27.69
-0.105 -0.094 -0.084 -0.056 -0.029 -0.014
0.011
0.007
0.004
0.002
0.001
0.000
AMAT UW Equity APPLIED MATERIALS INC
Information Technology
14.93
2.68%
26.08.2013
25.40
24.42
24.50
24.49
24.91
25.41
-0.295 -0.237 -0.193 -0.151 -0.129 -0.112
0.013
0.008
0.005
0.003
0.002
0.001
ATR UN Equity
APTARGROUP INC
Materials
56.30
1.78%
05.08.2013
15.46
17.47
18.38
19.05
0.000 -0.175 -0.222 -0.175
0.000
0.005
0.006
0.003
WTR UN Equity
AQUA AMERICA INC
Utilities
32.85
1.74%
15.11.2013
21.39
19.95
18.81
16.55
-0.553 -0.346 -0.199 -0.098
0.024
0.011
0.003
0.004
ACGL UW Equity ARCH CAPITAL GROUP LTD
Financials
54.26
ADM UN Equity
12.80
13.48
13.86
14.28
-0.206 -0.213 -0.215 -0.214
0.004
0.004
0.004
0.004
Consumer Staples
34.81
1.67%
13.08.2013
20.06
21.50
22.28
23.08
23.62
24.58
-0.266 -0.216 -0.182 -0.147 -0.122 -0.106
0.021
0.013
0.007
0.004
0.002
0.001
ARCC UW Equity ARES CAPITAL CORP
Financials
17.91
8.65%
13.09.2013
12.63
13.35
13.52
14.78
12.67
14.25
-0.173 -0.241 -0.269 -0.210 -0.252 -0.154
0.012
0.012
0.011
0.008
0.008
0.006
ARIA UW Equity
ARIAD PHARMACEUTICALS INC
Health Care
17.42
50.57
50.09
50.15
50.83
51.79
53.16
-0.048 -0.085 -0.096 -0.061 -0.051 -0.060
0.013
0.007
0.004
0.002
0.000
0.000
AWI UN Equity
ARMSTRONG WORLD INDUSTRIES
Industrials
53.54
21.57
25.83
27.74
28.29
-0.309 -0.301 -0.285 -0.223
0.014
0.007
0.004
0.003
ARW UN Equity
ARROW ELECTRONICS INC
Information Technology
38.47
25.06
26.63
27.43
27.90
-0.234 -0.236 -0.233 -0.214
0.007
0.005
0.004
0.005
AJG UN Equity
ARTHUR J GALLAGHER & CO
12.11
0.000
0.000
0.000
ARCHER-DANIELS-MIDLAND CO
Financials
45.29
3.11%
30.09.2013
12.38
13.00
0.000
0.000
0.000
ASNA UW Equity ASCENA RETAIL GROUP INC
Consumer Discretionary
19.84
35.04
32.84
31.63
31.46
-0.338 -0.274 -0.227 -0.160 -0.081 -0.012
0.008
0.006
0.004
0.003
ASH UN Equity
ASHLAND INC
Materials
89.45
1.52%
19.08.2013
24.46
24.57
25.20
26.81
-0.313 -0.257 -0.222 -0.184
0.011
0.008
0.006
0.003
AHL UN Equity
ASPEN INSURANCE HOLDINGS LTD
Financials
38.63
1.86%
09.08.2013
18.45
18.95
19.34
20.13
0.000 -0.029 -0.047 -0.072
0.000
0.000
0.001
0.001
ASBC UW Equity ASSOCIATED BANC-CORP
Financials
15.10
3.05%
08.08.2013
21.89
22.58
22.98
23.41
0.000 -0.069 -0.106 -0.154
0.000
0.003
0.004
0.003
AIZ UN Equity
ASSURANT INC
Financials
49.11
2.04%
29.08.2013
19.12
20.68
21.69
23.26
-0.123 -0.202 -0.228 -0.201
0.003
0.005
0.005
0.004
AGO UN Equity
ASSURED GUARANTY LTD
Financials
24.53
1.63%
16.08.2013
31.53
31.74
32.06
32.87
34.15
34.93
-0.141 -0.191 -0.192 -0.131 -0.092 -0.087
0.018
0.009
0.005
0.003
0.002
0.002
T UN Equity
AT&T INC
Telecommunication Services 37.50
4.85%
10.07.2013
13.82
14.02
15.03
15.21
16.88
18.12
-0.414 -0.270 -0.215 -0.132 -0.104 -0.095
0.017
0.014
0.011
0.007
0.004
0.002
37.54
39.12
40.67
44.87
0.000 -0.155 -0.207 -0.165
0.000
0.006
0.007
0.001
14.29
14.25
14.33
0.000
0.003 -0.026
0.000
0.000
0.000
23.06
24.67
25.57
26.59
-0.281 -0.242 -0.213 -0.161
0.009
0.005
0.004
0.004
34.54
31.98
31.10
31.23
31.75
32.30
-0.328 -0.273 -0.226 -0.159 -0.135 -0.125
0.011
0.007
0.004
0.002
0.001
0.001
13.20
13.69
14.18
14.78
15.42
16.18
-0.245 -0.306 -0.319 -0.240 -0.192 -0.167
0.006
0.008
0.008
0.006
0.003
0.002
-0.212 -0.244 -0.215
0.006
0.009
0.007
-0.330 -0.263 -0.219 -0.171 -0.141 -0.128
0.012
0.008
0.006
0.003
0.002
0.002
0.001
0.001
ATML UW Equity ATMEL CORP
Information Technology
7.24
ATO UN Equity
ATMOS ENERGY CORP
Utilities
44.73
ATW UN Equity
ATWOOD OCEANICS INC
2.37%
27.08.2013
2.53%
11.09.2013
Energy
51.95
ADSK UW Equity AUTODESK INC
Information Technology
39.49
ADP UW Equity
AUTOMATIC DATA PROCESSING
Information Technology
71.48
AN UN Equity
AUTONATION INC
Consumer Discretionary
46.13
22.64
24.11
24.78
AZO UN Equity
AUTOZONE INC
Consumer Discretionary
418.93
24.17
22.28
21.25
20.69
30.95
20.02
31.31
20.03
0.002 -0.017
AVGO UW Equity AVAGO TECHNOLOGIES LTD
Information Technology
33.82
2.54%
20.06.2013
33.28
30.92
30.39
-0.178 -0.131 -0.115
0.004
0.004
0.003
AVB UN Equity
AVALONBAY COMMUNITIES INC
Financials
136.03
3.21%
26.06.2013
14.78
14.65
15.18
-0.353 -0.343 -0.317
0.007
0.009
0.008
AVY UN Equity
AVERY DENNISON CORP
Industrials
43.86
2.64%
03.09.2013
19.09
18.61
18.98
-0.110 -0.093 -0.109
0.001
0.001
0.002
AVT UN Equity
AVNET INC
Information Technology
32.87
25.79
27.80
28.76
29.12
-0.232 -0.224 -0.216 -0.189
0.010
0.007
0.006
0.003
AVP UN Equity
AVON PRODUCTS INC
Consumer Staples
23.59
1.02%
15.08.2013
23.32
24.56
26.22
28.80
-0.152 -0.241 -0.255 -0.221 -0.188 -0.171
0.003
0.005
0.004
0.002
AVX UN Equity
AVX CORP
Information Technology
11.79
2.97%
07.08.2013
24.79
24.85
24.92
27.66
-0.120 -0.113 -0.106 -0.083
0.010
0.010
0.010
0.004
AXS UN Equity
AXIS CAPITAL HOLDINGS LTD
Financials
45.99
2.22%
03.10.2013
13.30
13.81
14.14
14.70
0.000 -0.138 -0.180 -0.108
0.000
0.003
0.004
0.002
BEAV UW Equity
B/E AEROSPACE INC
Industrials
63.94
21.48
21.87
22.63
-0.211 -0.231 -0.229
0.007
0.007
0.006
BWC UN Equity
BABCOCK & WILCOX CO/THE
Industrials
27.75
0.86%
16.08.2013
27.89
26.42
25.99
27.31
-0.016 -0.118 -0.146 -0.088
0.000
0.005
0.007
0.004
BHI UN Equity
BAKER HUGHES INC
Energy
45.74
1.49%
08.08.2013
24.96
26.40
27.02
27.48
-0.449 -0.345 -0.283 -0.215 -0.170 -0.147
0.012
0.009
0.006
0.003
0.002
0.001
BLL UN Equity
BALL CORP
Materials
45.53
1.19%
30.08.2013
15.62
16.40
16.93
17.61
-0.241 -0.274 -0.270 -0.200
0.006
0.008
0.008
0.006
BYI UN Equity
BALLY TECHNOLOGIES INC
Consumer Discretionary
52.90
19.52
19.57
20.43
22.50
24.29
25.64
-0.383 -0.286 -0.255 -0.256 -0.198 -0.151
0.012
0.010
0.007
0.005
0.004
0.003
BAC UN Equity
BANK OF AMERICA CORP
Financials
13.41
0.30%
04.09.2013
25.56
27.24
27.02
26.96
28.21
29.20
-0.316 -0.225 -0.197 -0.150 -0.111 -0.089
0.015
0.011
0.007
0.003
0.002
0.001
BOH UN Equity
BANK OF HAWAII CORP
Financials
49.92
3.61%
28.08.2013
13.17
14.39
14.98
0.000 -0.180 -0.223
0.000
0.003
0.005
BK UN Equity
BANK OF NEW YORK MELLON CORP
Financials
30.01
2.07%
25.07.2013
17.85
19.12
19.86
20.67
0.002
0.001
BKU UN Equity
BANKUNITED INC
Financials
25.45
3.30%
05.07.2013
18.12
19.01
19.34
19.18
BAX UN Equity
BAXTER INTERNATIONAL INC
Health Care
70.32
2.83%
04.09.2013
16.34
17.90
18.86
BBT UN Equity
BB&T CORP
Financials
32.39
3.03%
07.08.2013
15.28
16.04
BEAM UN Equity
BEAM INC
Consumer Staples
68.70
1.38%
05.08.2013
19.74
20.33
BDX UN Equity
BECTON DICKINSON AND CO
Health Care
101.45
2.02%
07.06.2013
15.40
2.59%
16.08.2013
BBBY UW Equity BED BATH & BEYOND INC
Consumer Discretionary
BMS UN Equity
BEMIS COMPANY
68.43
Materials
40.57
BRK/B UN Equity BERKSHIRE HATHAWAY INC-CL B
Financials
112.47
BBY UN Equity BIG UN Equity
Consumer Discretionary Consumer Discretionary
BEST BUY CO INC BIG LOTS INC
26.35 37.41
2.69%
26.06.2013
29.25
28.21
29.10
28.77
22.62
23.63
-0.496 -0.419 -0.358 -0.249 -0.180 -0.163
0.018
0.013
0.009
0.005
0.000 -0.004 -0.027 -0.113
0.000
0.000
0.001
0.005
19.87
20.62
21.19
-0.186 -0.174 -0.168 -0.142 -0.115 -0.104
0.008
0.005
0.004
0.003
0.002
0.001
16.67
17.96
19.78
19.98
-0.480 -0.411 -0.352 -0.241 -0.219 -0.173
0.018
0.011
0.008
0.004
0.001
0.001
20.64
20.87
-0.129 -0.189 -0.209 -0.178
0.006
0.007
0.007
0.004
16.42
16.84
16.59
-0.227 -0.245 -0.248 -0.211
0.006
0.005
0.005
0.004
20.59
23.50
24.70
24.69
25.06
25.02
-0.341 -0.249 -0.200 -0.152 -0.136 -0.119
0.012
0.008
0.006
0.003
0.002
0.001
14.08
14.61
15.33
0.000
0.000
0.000
0.000
14.07
14.56
14.88
15.40
16.35
17.50
-0.365 -0.300 -0.260 -0.228 -0.221 -0.186
0.020
0.015
0.012
0.007
0.004
0.002
60.48 34.74
56.72 32.31
54.32 31.62
49.39 32.29
43.02 33.03
40.84 33.06
-0.222 -0.150 -0.157 -0.188 -0.195 -0.176 -0.259 -0.266 -0.239 -0.159 -0.134 -0.124
0.006 0.015
0.003 0.010
0.002 0.006
0.001 0.002
0.001 0.001
0.001 0.001
0.004 -0.034
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
15.05.2013
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
At The Money Implied Volatilities by Terms
Russell 1000 Index
Ticker
Name
BIO UN Equity BIO-RAD LABORATORIES-A BIIB UW Equity BIOGEN IDEC INC BMRN UW Equity BIOMARIN PHARMACEUTICAL INC BMR UN Equity BIOMED REALTY TRUST INC BLK UN Equity BLACKROCK INC BMC UW Equity BMC SOFTWARE INC BA UN Equity BOEING CO/THE BOKF UW Equity BOK FINANCIAL CORPORATION BAH UN Equity BOOZ ALLEN HAMILTON HOLDINGS BWA UN Equity BORGWARNER INC BXP UN Equity BOSTON PROPERTIES INC BSX UN Equity BOSTON SCIENTIFIC CORP BDN UN Equity BRANDYWINE REALTY TRUST BRE UN Equity BRE PROPERTIES INC EAT UN Equity BRINKER INTERNATIONAL INC BMY UN Equity BRISTOL-MYERS SQUIBB CO BRCM UW Equity BROADCOM CORP-CL A BR UN Equity BROADRIDGE FINANCIAL SOLUTIO BRCD UW Equity BROCADE COMMUNICATIONS SYS BKD UN Equity BROOKDALE SENIOR LIVING INC BRO UN Equity BROWN & BROWN INC BF/B UN Equity BROWN-FORMAN CORP-CLASS B BRKR UW Equity BRUKER CORP BG UN Equity BUNGE LTD CA UW Equity CA INC CVC UN Equity CABLEVISION SYSTEMS-NY GRP-A CBT UN Equity CABOT CORP COG UN Equity CABOT OIL & GAS CORP CDNS UW Equity CADENCE DESIGN SYS INC CPN UN Equity CALPINE CORP CPT UN Equity CAMDEN PROPERTY TRUST CAM UN Equity CAMERON INTERNATIONAL CORP CPB UN Equity CAMPBELL SOUP CO COF UN Equity CAPITAL ONE FINANCIAL CORP CSE UN Equity CAPITALSOURCE INC CFFN UW Equity CAPITOL FEDERAL FINANCIAL IN CRR UN Equity CARBO CERAMICS INC CAH UN Equity CARDINAL HEALTH INC CFN UN Equity CAREFUSION CORP CSL UN Equity CARLISLE COS INC KMX UN Equity CARMAX INC CCL UN Equity CARNIVAL CORP CRS UN Equity CARPENTER TECHNOLOGY CRI UN Equity CARTER'S INC CTRX UW Equity CATAMARAN CORP CAT UN Equity CATERPILLAR INC CBL UN Equity CBL & ASSOCIATES PROPERTIES CBOE UW Equity CBOE HOLDINGS INC CBG UN Equity CBRE GROUP INC - A CBS UN Equity CBS CORP-CLASS B NON VOTING CE UN Equity CELANESE CORP-SERIES A CELG UW Equity CELGENE CORP CNP UN Equity CENTERPOINT ENERGY INC CTL UN Equity CENTURYLINK INC CERN UW Equity CERNER CORP CF UN Equity CF INDUSTRIES HOLDINGS INC CHRW UW Equity C.H. ROBINSON WORLDWIDE INC CRL UN Equity CHARLES RIVER LABORATORIES SCHW UN Equity SCHWAB (CHARLES) CORP CHTR UW Equity CHARTER COMMUNICATION-A LNG UA Equity CHENIERE ENERGY INC CHK UN Equity CHESAPEAKE ENERGY CORP CVX UN Equity CHEVRON CORP CBI UN Equity CHICAGO BRIDGE & IRON CO NV CHS UN Equity CHICO'S FAS INC CIM UN Equity CHIMERA INVESTMENT CORP CMG UN Equity CHIPOTLE MEXICAN GRILL INC CHH UN Equity CHOICE HOTELS INTL INC CB UN Equity CHUBB CORP CHD UN Equity CHURCH & DWIGHT CO INC CI UN Equity CIGNA CORP XEC UN Equity CIMAREX ENERGY CO CINF UW Equity CINCINNATI FINANCIAL CORP CNK UN Equity CINEMARK HOLDINGS INC CTAS UW Equity CINTAS CORP CSCO UW Equity CISCO SYSTEMS INC CIT UN Equity CIT GROUP INC C UN Equity CITIGROUP INC CTXS UW Equity CITRIX SYSTEMS INC CYN UN Equity CITY NATIONAL CORP CLH UN Equity CLEAN HARBORS INC CCO UN Equity CLEAR CHANNEL OUTDOOR-CL A CLWR UW Equity CLEARWIRE CORP-CLASS A CLF UN Equity CLIFFS NATURAL RESOURCES INC CLX UN Equity CLOROX COMPANY CME UW Equity CME GROUP INC CMS UN Equity CMS ENERGY CORP CNA UN Equity CNA FINANCIAL CORP CNH UN Equity CNH GLOBAL N.V. COH UN Equity COACH INC CIE UN Equity COBALT INTERNATIONAL ENERGY KO UN Equity COCA-COLA CO/THE CCE UN Equity COCA-COLA ENTERPRISES CTSH UW Equity COGNIZANT TECH SOLUTIONS-A CFX UN Equity COLFAX CORP CL UN Equity COLGATE-PALMOLIVE CO CMCSA UW EquityCOMCAST CORP-CLASS A CMA UN Equity COMERICA INC CBSH UW Equity COMMERCE BANCSHARES INC CMC UN Equity COMMERCIAL METALS CO CWH UN Equity COMMONWEALTH REIT CYH UN Equity COMMUNITY HEALTH SYSTEMS INC CMP UN Equity COMPASS MINERALS INTERNATION CSC UN Equity COMPUTER SCIENCES CORP CPWR UW Equity COMPUWARE CORP CNW UN Equity CON-WAY INC CAG UN Equity CONAGRA FOODS INC CXO UN Equity CONCHO RESOURCES INC CNQR UW Equity CONCUR TECHNOLOGIES INC COP UN Equity CONOCOPHILLIPS CNX UN Equity CONSOL ENERGY INC ED UN Equity CONSOLIDATED EDISON INC STZ UN Equity CONSTELLATION BRANDS INC-A CLR UN Equity CONTINENTAL RESOURCES INC/OK COO UN Equity COOPER COS INC/THE CPA UN Equity COPA HOLDINGS SA-CLASS A CPRT UW Equity COPART INC CLGX UN Equity CORELOGIC INC GLW UN Equity CORNING INC OFC UN Equity CORPORATE OFFICE PROPERTIES CXW UN Equity CORRECTIONS CORP OF AMERICA COST UW Equity COSTCO WHOLESALE CORP CVD UN Equity COVANCE INC CVA UN Equity COVANTA HOLDING CORP COV UN Equity COVIDIEN PLC BCR UN Equity CR BARD INC
GICS_SECTOR_NAME
ATM Ref
Health Care 115.79 Health Care 227.93 Health Care 68.68 Financials 22.74 Financials 284.66 Information Technology 45.38 Industrials 96.73 Financials 65.19 Information Technology 16.25 Consumer Discretionary 83.37 Financials 110.47 Health Care 9.00 Financials 15.71 Financials 52.64 Consumer Discretionary 40.52 Health Care 44.07 Information Technology 36.70 Information Technology 26.39 Information Technology 5.61 Health Care 29.35 Financials 32.71 Consumer Staples 72.53 Health Care 16.89 Consumer Staples 72.12 Information Technology 27.45 Consumer Discretionary 15.56 Materials 38.03 Energy 67.87 Information Technology 14.19 Utilities 21.15 Financials 74.52 Energy 63.14 Consumer Staples 47.95 Financials 59.65 Financials 9.47 Financials 11.99 Energy 70.11 Health Care 46.56 Health Care 33.73 Industrials 67.06 Consumer Discretionary 48.19 Consumer Discretionary 35.17 Materials 46.92 Consumer Discretionary 70.55 Health Care 53.24 Industrials 86.72 Financials 25.91 Financials 40.13 Financials 24.84 Consumer Discretionary 49.97 Materials 48.40 Health Care 130.10 Utilities 24.16 Telecommunication Services 38.00 Health Care 95.94 Materials 190.60 Industrials 57.31 Health Care 45.67 Financials 18.57 Consumer Discretionary 113.88 Energy 30.49 Energy 20.64 Energy 123.01 Industrials 57.97 Consumer Discretionary 19.49 Financials 3.25 Consumer Discretionary 374.49 Consumer Discretionary 40.60 Financials 90.10 Consumer Staples 64.45 Health Care 67.72 Energy 69.74 Financials 50.20 Consumer Discretionary 30.19 Industrials 45.27 Information Technology 21.24 Financials 44.42 Financials 50.72 Information Technology 65.57 Financials 60.33 Industrials 55.24 Consumer Discretionary 8.02 Telecommunication Services 3.21 Materials 21.64 Consumer Staples 87.78 Financials 63.39 Utilities 28.88 Financials 34.97 Industrials 42.74 Consumer Discretionary 58.79 Energy 26.91 Consumer Staples 42.77 Consumer Staples 38.57 Information Technology 62.58 Industrials 48.07 Consumer Staples 124.00 Consumer Discretionary 43.17 Financials 39.13 Financials 41.69 Materials 15.18 Financials 20.11 Health Care 45.48 Materials 88.75 Information Technology 46.50 Information Technology 11.26 Industrials 36.13 Consumer Staples 35.97 Energy 81.12 Information Technology 83.48 Energy 62.14 Energy 33.89 Utilities 60.65 Consumer Staples 50.33 Energy 83.51 Health Care 111.62 Industrials 139.82 Industrials 36.79 Information Technology 28.15 Information Technology 15.65 Financials 29.10 Financials 38.76 Consumer Staples 112.33 Health Care 77.12 Industrials 20.33 Health Care 66.13 Health Care 106.58
Dividend Yield
Next ExDividend Date
4.22% 2.42%
28.06.2013 07.06.2013
2.08% 2.64% 2.77%
14.08.2013 14.08.2013 03.06.2013
2.44%
26.06.2013
3.82% 3.02% 2.20% 3.22% 1.20% 2.84%
02.07.2013 13.09.2013 12.06.2013 03.07.2013 28.08.2013 13.09.2013
1.15% 1.48%
05.08.2013 06.06.2013
1.58% 3.64% 3.86% 2.26% 0.09%
16.08.2013 16.08.2013 22.08.2013 28.08.2013 12.08.2013
3.42%
28.06.2013
2.50% 2.01% 1.48% 2.50% 1.71% 2.72%
11.07.2013 08.08.2013 14.06.2013 31.07.2013 01.08.2013 25.09.2013
1.28%
14.08.2013
2.99% 1.56% 0.23%
21.08.2013 30.08.2013
2.42% 3.59% 1.72%
18.07.2013 28.06.2013 28.08.2013
1.08% 0.79%
11.06.2013 18.07.2013
2.61% 5.68%
16.08.2013 07.06.2013
0.63% 2.44%
15.08.2013 04.09.2013
1.29%
14.08.2013
1.94% 2.44% 0.35% 1.15% 11.07%
11.07.2013 16.08.2013 20.09.2013 12.09.2013 26.06.2013
1.93% 2.00% 1.78% 0.09% 0.83% 3.28% 2.78% 1.79% 3.63%
02.10.2013 19.06.2013 15.08.2013 07.03.2014 14.08.2013 16.09.2013 06.06.2013 05.11.2013 02.07.2013
0.45%
08.08.2013
2.15%
29.07.2013
2.77% 3.24% 2.84% 3.70% 2.43% 2.30%
15.08.2013 21.10.2013 07.06.2013 31.07.2013 13.08.2013 05.04.2014 06.06.2013
2.67% 2.15%
11.09.2013 04.09.2013
2.25% 1.92% 1.87% 2.16% 3.16% 4.98%
26.07.2013 01.07.2013 11.09.2013 04.09.2013 11.07.2013 26.07.2013
2.53% 1.72%
30.08.2013 12.06.2013
0.83% 2.95%
15.08.2013 31.07.2013
4.30% 1.48% 4.06%
25.07.2013 07.08.2013 12.08.2013
0.05%
18.07.2013 29.05.2014
2.62% 3.78% 4.64% 1.14%
30.08.2013 26.09.2013 01.07.2013 07.08.2013
3.27% 1.71% 0.79%
21.06.2013 01.08.2013 18.07.2013
Skew 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 (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M 20.46 32.41 34.16 12.20 20.27 5.90 19.23 24.38 27.39 21.17 14.27 28.91 16.38 17.57 22.37 19.16 22.05 19.66 34.83 34.47 19.05 16.54 31.91 17.92 18.10 30.10 28.08 32.07 18.61 20.85 13.72 27.52 17.57 20.48 21.49 13.40 30.98 15.02 19.87 22.13 30.57 23.03 24.76 20.96 34.65 20.53 18.22 17.88 26.09 27.72 27.77 29.38 19.19 16.83 23.98 26.17 20.95 23.91 23.28 20.48 35.79 30.51 13.39 26.81 40.83 24.19 24.21 17.32 12.57 14.06 20.65 31.05 12.76 18.64 15.00 25.88 17.75 23.37 27.20 15.93 27.68 40.51 46.98 54.90 13.19 16.34 16.10 16.04 29.10 23.07 31.74 13.83 16.63 32.74 22.68 14.14 17.03 18.29 32.99 25.73 37.99 28.00 16.02 37.88 37.55 28.23 14.72 31.31 24.77 15.99 34.13 11.57 24.29 29.54 25.22 24.49 37.50 28.73 20.98 14.51 17.37 16.36 17.14 18.17 16.70 16.32
20.80 32.00 31.98 14.19 21.48 6.01 19.63 20.76 27.30 22.23 14.40 29.26 16.38 18.33 21.95 18.56 24.67 18.67 32.10 34.01 19.01 16.50 32.27 18.78 19.82 32.08 27.93 32.30 22.10 21.03 15.02 28.71 16.64 23.07 18.23 13.40 34.92 16.92 20.35 22.09 28.37 22.25 26.37 22.15 34.59 20.40 19.31 17.79 27.52 27.70 28.69 29.71 19.05 16.79 26.09 26.92 23.29 25.80 23.97 21.99 36.19 30.83 14.48 27.80 36.94 24.21 26.53 18.52 12.81 13.28 20.71 32.56 13.79 19.51 17.11 23.19 17.84 25.19 29.14 16.36 28.41 38.83 41.86 55.02 13.44 16.67 16.04 16.82 29.46 27.05 36.52 14.89 17.62 31.96 24.07 15.16 17.36 20.68 27.48 27.41 41.88 29.43 18.10 35.65 34.99 29.68 15.13 32.55 27.13 15.86 34.33 11.98 25.27 30.43 22.75 25.18 34.62 26.66 20.81 16.05 19.39 15.75 19.33 18.70 16.64 15.80
21.17 32.10 31.18 15.03 21.80 5.95 20.78 18.97 27.04 23.32 15.21 29.39 16.93 18.73 22.74 18.30 26.00 18.09 31.67 34.34 18.97 16.48 32.67 19.46 20.61 32.97 27.99 33.50 23.78 21.29 15.44 29.53 16.09 23.08 17.35 13.40 36.80 17.81 20.71 22.23 27.41 22.38 27.27 22.98 34.50 22.03 19.78 17.62 28.47 27.85 29.26 30.05 19.09 17.23 27.12 27.36 24.32 26.74 24.34 23.01 36.43 31.54 14.75 28.44 34.80 24.23 27.81 19.02 13.50 13.50 21.16 33.30 14.51 20.09 18.00 24.57 18.58 25.23 30.12 17.15 29.22 37.69 38.13 55.06 13.65 17.15 15.99 17.32 29.94 28.78 40.89 15.03 18.25 32.29 24.93 15.49 18.35 21.38 23.66 28.35 41.78 30.27 19.11 34.21 32.62 30.78 15.35 33.20 28.15 16.08 34.72 12.13 25.74 30.96 21.61 25.58 32.98 26.81 23.59 16.85 20.39 15.73 20.24 18.95 17.23 15.83
22.19 32.55 31.31 14.95 21.70 5.94 21.27 17.79 26.22
32.94 31.05
33.53 30.25
22.22 4.18 21.82
22.93 3.58 23.02
30.36
31.80
18.41 26.96 17.35 32.67 34.90 19.17 16.58 33.76 20.55 21.23 33.30
19.36 26.96
20.75 27.83
32.87
33.91
21.34 21.15 33.78
21.87 23.03 34.43
35.87 24.69 22.38 15.15 30.86 15.76 23.55
35.70
34.81
22.37
22.33
31.31 16.38 25.74
31.83 16.62 26.43
37.15 19.70
37.68 19.90
23.40 28.24 24.31
24.80
26.03
22.39 19.59 17.06 30.26 28.81 29.99 30.91 19.52 18.19 27.62 28.01 24.29 27.34 24.79 24.70 36.68 33.40 15.42 29.28 33.56 21.45 29.20 18.87 15.19
24.03
25.04
17.09 30.68 27.63 29.65 32.84 19.79 19.05 28.47 29.12 24.20
17.20 30.92 28.59 29.38 34.42 20.43 19.45 29.10 29.94 24.65
24.04
24.64
37.12 35.42 17.20 30.58 33.96 22.72 29.81
37.74 36.14 18.19 31.76 34.48 23.55 30.58
22.38 33.72 15.72 21.12 17.73 22.70 20.45 25.20 30.84 19.90
23.85
24.74
19.03 23.77 21.97 26.62 30.09
19.22 24.85 22.71 27.79 30.97
23.55 53.01 15.18 19.77
19.31 51.70 15.57 20.34
28.54 46.10 16.60 19.46 33.69
29.12 43.52 18.01 20.37 33.84
16.63 22.06 23.62
17.48 23.52 24.44
30.38
30.18
15.68 33.43
15.84 33.73
18.53 37.04 13.25 26.30 32.18
19.23 38.36 13.78 27.53 32.81
24.94
25.74
22.16 17.80
23.45 19.02
20.70
22.04
17.10 29.32
13.40 37.91 18.01 21.26 22.70
35.97 30.82 54.77 14.16 18.47 15.64 17.80 31.31 29.19 46.78 15.44 18.86 33.47 26.14 15.42 20.38 21.89 22.54 29.36 31.27 19.69 32.30 27.34 32.90 15.63 33.66 28.41 16.94 35.59 12.40 25.85 31.60 21.93 26.02 31.80 24.15 17.51 21.14 16.47 20.36 19.08 18.81
-0.069 -0.261 0.095 0.000 -0.403 0.100 -0.412 0.000 0.000 -0.264 -0.205 -0.057 0.000 -0.060 0.000 -0.361 -0.342 0.000 -0.160 -0.238 -0.170 -0.186 -0.160 -0.348 -0.180 0.219 -0.160 -0.231 0.000 -0.224 0.000 -0.293 -0.224 -0.418 0.000 0.000 -0.301 -0.191 -0.196 -0.381 -0.282 -0.204 -0.303 -0.288 -0.172 -0.225 0.000 -0.215 -0.231 -0.228 -0.308 -0.147 -0.050 -0.250 -0.324 -0.228 -0.232 -0.183 -0.135 -0.120 -0.173 -0.193 -0.401 -0.285 -0.193 0.021 -0.296 0.000 -0.475 -0.079 -0.223 -0.164 0.000 0.000 -0.162 -0.225 -0.160 -0.402 -0.057 -0.173 -0.207 0.000 0.121 -0.178 -0.253 -0.309 -0.162 0.000 -0.076 -0.200 -0.138 -0.420 -0.195 -0.225 -0.172 -0.645 -0.378 -0.441 0.000 -0.198 -0.166 -0.279 -0.341 -0.255 0.000 -0.319 -0.249 -0.260 -0.315 -0.441 -0.316 -0.106 -0.088 -0.198 -0.254 -0.122 -0.120 -0.172 -0.128 0.000 -0.152 -0.381 -0.220 0.000 -0.125 -0.222
-0.155 -0.201 -0.092 0.026 -0.289 -0.235 -0.355 0.056 -0.128 -0.283 -0.244 -0.066 0.000 -0.019 -0.134 -0.305 -0.259 -0.033 -0.071 -0.233 -0.170 -0.197 -0.206 -0.287 -0.217 0.125 -0.103 -0.211 -0.157 -0.247 -0.037 -0.272 -0.249 -0.322 0.004 0.000 -0.211 -0.201 -0.254 -0.420 -0.262 -0.243 -0.261 -0.275 -0.208 -0.181 -0.010 -0.253 -0.260 -0.174 -0.250 -0.153 -0.165 -0.315 -0.240 -0.191 -0.215 -0.188 -0.180 -0.176 -0.173 -0.193 -0.354 -0.229 -0.167 0.021 -0.236 -0.168 -0.361 -0.009 -0.232 -0.172 -0.123 -0.167 -0.293 -0.243 -0.246 -0.313 -0.107 -0.350 -0.233 -0.005 0.072 -0.167 -0.335 -0.284 -0.162 0.019 -0.128 -0.199 -0.126 -0.318 -0.263 -0.177 -0.197 -0.486 -0.299 -0.332 -0.001 -0.270 -0.153 -0.221 -0.277 -0.249 -0.176 -0.275 -0.268 -0.234 -0.258 -0.310 -0.290 -0.141 -0.216 -0.176 -0.228 -0.146 -0.116 -0.202 -0.120 -0.058 -0.267 -0.330 -0.204 -0.054 -0.220 -0.326
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.192 -0.171 -0.150 0.022 -0.253 -0.342 -0.279 0.086 -0.186 -0.266 -0.242 -0.078 0.000 -0.036 -0.168 -0.262 -0.216 -0.066 -0.067 -0.211 -0.171 -0.194 -0.222 -0.241 -0.217 0.066 -0.120 -0.200 -0.208 -0.247 -0.051 -0.252 -0.235 -0.259 -0.042 0.000 -0.164 -0.202 -0.270 -0.423 -0.238 -0.234 -0.229 -0.256 -0.194 -0.192 -0.030 -0.265 -0.263 -0.147 -0.219 -0.142 -0.182 -0.278 -0.197 -0.165 -0.201 -0.182 -0.197 -0.197 -0.169 -0.193 -0.280 -0.197 -0.152 0.021 -0.201 -0.224 -0.298 0.003 -0.209 -0.173 -0.167 -0.219 -0.313 -0.194 -0.213 -0.257 -0.132 -0.377 -0.223 -0.031 0.045 -0.150 -0.310 -0.263 -0.161 0.004 -0.156 -0.189 -0.135 -0.239 -0.273 -0.147 -0.204 -0.381 -0.242 -0.280 -0.004 -0.286 -0.107 -0.186 -0.226 -0.241 -0.219 -0.243 -0.266 -0.216 -0.225 -0.242 -0.251 -0.162 -0.228 -0.165 -0.207 -0.154 -0.116 -0.216 -0.145 -0.087 -0.286 -0.269 -0.189 -0.088 -0.218 -0.339
-0.210 -0.149 -0.153 -0.035 -0.233 -0.155 -0.193 0.065 -0.177
-0.127 -0.109 -0.122 -0.096 -0.175 -0.150 -0.253 -0.181 -0.160 -0.135
-0.195 -0.117 -0.082 -0.085
-0.196 -0.171 -0.160 -0.118 -0.173 -0.156 -0.156 -0.200 -0.192 -0.150 -0.033
-0.147 -0.131 -0.132 -0.113
-0.184 -0.202 -0.185 -0.051 -0.201 -0.182 -0.194
-0.152 -0.136
-0.112 -0.109
-0.169 -0.146 -0.127 -0.111 -0.060 -0.085
-0.189 -0.141 -0.167 -0.143 -0.084 -0.064 -0.143 -0.121
0.000 -0.134 -0.059 -0.064 -0.195 -0.146 -0.134 -0.222 -0.349 -0.185 -0.148 -0.132 -0.168 -0.196 -0.156 -0.098 -0.234 -0.226 -0.129 -0.198 -0.118 -0.090 -0.175 -0.179 -0.146 -0.152 -0.152 -0.186 -0.186 -0.146 -0.179 -0.214 -0.161 -0.135 0.014 -0.166 -0.171 -0.232
-0.114 -0.098
-0.141 -0.162 -0.188 -0.163 -0.205 -0.160 -0.156 -0.197 -0.148 -0.252
-0.112 -0.094
-0.139 -0.035 -0.132 -0.221 -0.216 -0.166 -0.101 -0.179 -0.137 -0.155 -0.172 -0.193 -0.125 -0.201 -0.266 -0.173 -0.231 0.345 -0.219 -0.147 -0.135 -0.196 -0.059 -0.186 -0.224 -0.175 -0.190 -0.184 -0.177 -0.198 -0.174 -0.156 -0.164 -0.140 -0.128 -0.118 -0.116 -0.151 -0.189 -0.148 -0.131 -0.163
-0.169 -0.159 -0.121 -0.193 -0.120 -0.068 -0.129 -0.139 -0.113 -0.141
-0.150 -0.141 -0.108 -0.156 -0.116 -0.075 -0.111 -0.120 -0.100 -0.128
-0.119 -0.124 -0.141 -0.146 -0.196 -0.128 -0.117 -0.218 -0.139
-0.122 -0.129 -0.173 -0.118 -0.097 -0.064 -0.126
-0.127 -0.123 -0.218 -0.140 -0.115
-0.108 -0.103 -0.194 -0.127 -0.107
-0.011 -0.107 -0.163 -0.149
-0.011 -0.091 -0.137 -0.133
-0.123 -0.132 -0.129 -0.155 -0.126
-0.103 -0.109 -0.109 -0.121 -0.108
-0.196 -0.160 -0.133 -0.105 -0.195 -0.175
-0.173 -0.139
-0.185 -0.146 -0.192 -0.172 -0.158 -0.139 -0.149 -0.147 -0.160
-0.133 -0.124 -0.125 -0.144 -0.137
-0.093 -0.086 -0.148 -0.097 -0.158 -0.135
-0.162 -0.140
0.001 0.006 0.008 0.013 0.008 0.005 0.003 0.010 0.008 0.000 -0.001 0.000 0.013 0.008 0.005 0.000 0.007 0.008 0.017 0.011 0.007 0.000 0.011 0.015 0.000 0.000 0.000 0.007 0.006 0.005 0.004 0.006 0.006 0.002 0.009 0.010 0.000 0.000 0.000 0.000 0.000 0.001 0.000 0.005 0.006 0.017 0.012 0.009 0.011 0.007 0.005 0.000 0.002 0.004 0.002 0.005 0.004 0.007 0.008 0.006 0.000 0.000 0.000 0.005 0.005 0.004 0.003 0.004 0.005 0.011 0.010 0.008 0.006 0.006 0.005 0.007 0.006 0.005 0.002 0.001 0.002 0.008 0.006 0.004 0.000 0.005 0.005 0.005 0.008 0.008 0.000 0.000 0.001 0.007 0.005 0.003 0.005 0.008 0.008 0.014 0.009 0.007 0.000 0.000 0.001 0.000 0.000 0.000 0.011 0.006 0.004 0.004 0.006 0.006 0.004 0.006 0.006 0.006 0.007 0.008 0.011 0.008 0.005 0.005 0.008 0.007 0.008 0.006 0.005 0.007 0.006 0.005 0.007 0.005 0.004 0.018 0.011 0.007 0.000 0.000 0.001 0.011 0.010 0.008 0.006 0.005 0.004 0.011 0.007 0.005 0.008 0.006 0.005 0.015 0.009 0.006 0.001 0.006 0.007 0.007 0.011 0.010 0.013 0.007 0.004 0.009 0.006 0.004 0.008 0.006 0.004 0.004 0.006 0.006 0.003 0.003 0.003 0.002 0.004 0.004 0.009 0.006 0.004 0.016 0.010 0.007 0.015 0.013 0.011 0.011 0.006 0.004 0.005 0.005 0.004 0.000 0.000 0.000 0.010 0.006 0.004 0.000 0.003 0.004 0.016 0.012 0.009 0.001 0.000 0.000 0.013 0.008 0.005 0.010 0.006 0.004 0.000 0.006 0.007 0.000 0.006 0.007 0.002 0.008 0.009 0.011 0.008 0.005 0.006 0.011 0.010 0.013 0.009 0.005 0.005 0.003 0.002 0.003 0.011 0.011 0.002 0.007 0.007 0.000 -0.003 -0.003 0.001 0.007 0.009 0.007 0.004 0.003 0.005 0.010 0.009 0.009 0.008 0.007 0.002 0.002 0.002 0.000 0.000 0.000 0.006 0.006 0.005 0.012 0.006 0.003 0.011 0.007 0.005 0.017 0.011 0.009 0.004 0.008 0.008 0.008 0.007 0.005 0.003 0.005 0.006 0.020 0.015 0.011 0.016 0.011 0.008 0.015 0.010 0.007 0.000 -0.001 0.000 0.003 0.003 0.003 0.002 0.009 0.008 0.009 0.006 0.004 0.012 0.006 0.004 0.007 0.004 0.003 0.000 0.002 0.002 0.007 0.006 0.005 0.006 0.008 0.008 0.008 0.006 0.004 0.009 0.006 0.005 0.015 0.013 0.011 0.012 0.007 0.005 0.001 0.002 0.003 0.006 0.007 0.005 0.007 0.005 0.003 0.006 0.006 0.006 0.002 0.002 0.002 0.009 0.007 0.005 0.002 0.008 0.009 0.007 0.008 0.006 0.000 0.001 0.002 0.002 0.005 0.006 0.014 0.011 0.009 0.003 0.004 0.005 0.000 0.001 0.002 0.004 0.008 0.008 0.005 0.007 0.007
0.005 0.002 0.001 0.001 0.002 0.008 0.004 0.009 0.003
0.001 0.002
0.001 0.003
0.001 0.007 0.002
0.001 0.004 0.001
0.002
0.001
0.006 0.003 0.004 0.002 0.003 0.004 0.002 0.003 0.004 0.003 0.004
0.004 0.002
0.002 0.001
0.004
0.002
0.002 0.002 0.000
0.001 0.002 0.000
0.002 0.004 0.005 0.001 0.002 0.005 0.003
0.001
0.001
0.002
0.002
0.001 0.003 0.002
0.001 0.002 0.001
0.002 0.003
0.001 0.002
0.004 0.003 0.003
0.002
0.001
0.004 0.003 0.006 0.002 0.002 0.002 0.003 0.004 0.006 0.002 0.002 0.003 0.002 0.001 0.002 0.001 0.004 0.007 0.002 0.002 0.000 0.002 0.005 0.005
0.002
0.001
0.004 0.001 0.001 0.002 0.002 0.002 0.004 0.002 0.001 0.002
0.003 0.001 0.001 0.002 0.001 0.002 0.003 0.001 0.001 0.001
0.002
0.001
0.001 0.002 0.004 0.001 0.001 0.004 0.001
0.000 0.002 0.002 0.001 0.001 0.002 0.001
0.002 0.002 0.006 0.005 0.006 0.004 0.004 0.003 0.001 0.004
0.001
0.000
0.004 0.003 0.002 0.002 0.000
0.003 0.002 0.001 0.002 0.000
0.013 0.001 0.003 0.003
0.011 0.001 0.002 0.002
0.001 0.001 0.003 0.002 0.001
0.001 0.000 0.002 0.002 0.001
0.003 0.002 0.002
0.002 0.001 0.001
0.001
0.001
0.003 0.002
0.002 0.001
0.003 0.001 0.003 0.001 0.001
0.002 0.001 0.002 0.000 0.001
0.002
0.002
0.003 0.003
0.002 0.002
0.002
0.001
0.005 0.005
0.000 0.001 0.004 0.004 0.006
0.003 0.009 0.002 0.005 0.005 0.005 0.003 0.004 0.001 0.002 0.005 0.004 0.002 0.004 0.007 0.004 0.004 0.010 0.002 0.002 0.007 0.002 0.004 0.003 0.006 0.003 0.002 0.006 0.002 0.006 0.002 0.002 0.005 0.001 0.002 0.003 0.003 0.004 0.006 0.004 0.005 0.005
15.05.2013
Ticker
Russell 1000 Index
CR UN Equity
Name CRANE CO
GICS_SECTOR_NAME
ATM2 Ref
Dividend Yield
Next ExDividend Date
1.98%
28.08.2013
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
Industrials
59.67
18.07
18.79
19.48
21.02
CREE UW Equity CREE INC
Information Technology
60.07
37.68
40.77
42.24
42.88
CCI UN Equity
CROWN CASTLE INTL CORP
Telecommunication Services 79.62
18.44
17.66
17.96
19.46
CCK UN Equity
CROWN HOLDINGS INC
Materials
44.00
15.69
17.07
17.31
CST UN Equity
CST BRANDS INC
Consumer Discretionary
33.24
33.84
33.82
33.02
31.98
CSX UN Equity
CSX CORP
Industrials
25.92
2.31%
30.08.2013
18.63
19.66
20.40
21.46
CFR UN Equity
CULLEN/FROST BANKERS INC
Financials
63.00
3.17%
30.08.2013
13.12
13.00
13.81
CMI UN Equity
CUMMINS INC
Industrials
114.14
2.36%
14.08.2013
23.63
24.97
25.93
27.56
29.42
CVS UN Equity
CVS CAREMARK CORP
Consumer Staples
59.89
1.60%
25.07.2013
15.91
17.01
17.56
17.98
CY UW Equity
CYPRESS SEMICONDUCTOR CORP
Information Technology
11.09
3.97%
24.09.2013
31.04
33.38
34.50
35.40
CYT UN Equity
CYTEC INDUSTRIES INC
Materials
71.65
0.77%
09.08.2013
23.25
25.21
25.98
25.88
DHR UN Equity
DANAHER CORP
Industrials
61.87
0.19%
02.10.2013
15.28
16.47
17.28
18.64
20.13
DRI UN Equity
DARDEN RESTAURANTS INC
Consumer Discretionary
53.97
4.15%
10.07.2013
21.02
20.30
20.42
21.59
22.43
DVA UN Equity
DAVITA HEALTHCARE PARTNERS I
Health Care
19.51
20.48
21.19
DDR UN Equity
DDR CORP
Financials
19.32
15.87
15.85
15.83
DF UN Equity
DEAN FOODS CO
26.41
129.82 2.87%
13.09.2013
41.50
40.82
-0.075 -0.289 -0.358 -0.287
0.001
0.009
0.011
0.007
-0.073 -0.121 -0.138 -0.115 -0.119 -0.104
0.009
0.005
0.003
0.001
-0.184 -0.234 -0.230 -0.183
0.006
0.008
0.008
0.004
-0.223 -0.236 -0.239
0.005
0.004
0.005
0.410
-0.003 0.002
0.004
0.004
0.005
0.007
0.007
0.004
0.003
0.001
-0.063 -0.064 -0.129
0.000
0.001
0.003
30.71
-0.325 -0.245 -0.202 -0.166 -0.135 -0.113
0.011
0.007
0.005
0.003
0.002
0.001
19.39
20.23
-0.535 -0.417 -0.339 -0.252 -0.202 -0.169
0.019
0.014
0.010
0.006
0.003
0.002
36.98
38.30
-0.470 -0.292 -0.196 -0.136 -0.140 -0.120
0.013
0.007
0.004
0.002
0.000
0.000
-0.204 -0.190 -0.193 -0.228
0.004
0.003
0.003
0.004
21.40
-0.305 -0.289 -0.273 -0.232 -0.168 -0.147
0.007
0.007
0.007
0.005
0.003
0.002
22.64
-0.308 -0.297 -0.248 -0.166 -0.146 -0.133
0.009
0.009
0.007
0.003
0.001
0.001
-0.416 -0.243 -0.183
0.014
0.013
0.009
-0.224 -0.219 -0.213
0.009
0.009
0.009
24.26
0.048
0.045
0.000
-0.224 -0.239 -0.240 -0.206 -0.156 -0.136
22.81
0.157
0.000
Consumer Staples
19.98
29.15
30.40
31.26
32.07
32.50
-0.173 -0.205 -0.216 -0.208 -0.136 -0.115
0.002
0.001
0.001
0.002
0.002
0.001
DECK UW Equity DECKERS OUTDOOR CORP
Consumer Discretionary
55.25
36.90
37.25
39.72
42.45
43.10
43.25
-0.199 -0.175 -0.169 -0.146 -0.143 -0.128
0.010
0.005
0.003
0.001
0.001
0.000
DE UN Equity
DEERE & CO
Industrials
88.88
2.34%
28.06.2013
22.27
21.13
20.67
21.04
23.10
24.25
-0.342 -0.283 -0.241 -0.185 -0.131 -0.115
0.011
0.008
0.007
0.004
0.003
0.001
DELL UW Equity
DELL INC
Information Technology
13.46
0.59%
27.06.2013
17.78
17.91
16.89
15.73
16.51
16.02
-0.270 -0.404 -0.256 -0.278 -0.119 -0.122
0.016
0.015
0.021
0.012
0.006
0.004
DLPH UN Equity
DELPHI AUTOMOTIVE PLC
Consumer Discretionary
46.39
1.51%
12.06.2013
21.39
23.52
24.61
25.36
26.48
27.59
-0.219 -0.247 -0.243 -0.166 -0.137 -0.113
0.006
0.005
0.004
0.003
0.001
0.001
DAL UN Equity
DELTA AIR LINES INC
Industrials
19.30
1.24%
06.11.2013
37.75
39.31
40.22
41.26
42.16
42.77
-0.262 -0.250 -0.234 -0.188 -0.150 -0.142
0.013
0.008
0.006
0.003
0.002
0.001
DNR UN Equity
DENBURY RESOURCES INC
Energy
18.21
28.67
30.11
30.83
31.05
33.56
33.60
-0.001 -0.082 -0.124 -0.162 -0.148 -0.132
0.007
0.006
0.005
0.003
0.002
0.001
XRAY UW Equity DENTSPLY INTERNATIONAL INC
Health Care
42.75
0.60%
26.06.2013
18.70
16.59
16.53
-0.182 -0.326 -0.303
0.001
0.012
0.011
DVN UN Equity
DEVON ENERGY CORPORATION
Energy
58.65
1.50%
13.09.2013
23.95
24.98
25.46
25.71
-0.165 -0.155 -0.149 -0.134 -0.114 -0.104
0.019
0.011
0.006
0.003
0.002
0.001
DV UN Equity
DEVRY INC
Consumer Discretionary
30.12
1.20%
21.06.2013
30.33
34.44
36.33
37.10
DO UN Equity
DIAMOND OFFSHORE DRILLING
Energy
69.74
0.72%
01.08.2013
19.28
20.57
21.36
DKS UN Equity
DICK'S SPORTING GOODS INC
Consumer Discretionary
52.86
0.95%
03.06.2013
30.55
28.04
DBD UN Equity
DIEBOLD INC
Information Technology
30.53
2.84%
30.08.2013
19.77
21.64
DLR UN Equity
DIGITAL REALTY TRUST INC
Financials
65.04
4.89%
13.09.2013
23.94
23.90
23.93
DDS UN Equity
DILLARDS INC-CL A
Consumer Discretionary
88.50
0.23%
28.06.2013
31.18
29.98
29.31
28.79
29.41
DTV UW Equity
DIRECTV
Consumer Discretionary
64.50
21.20
21.48
21.75
22.60
22.70
DFS UN Equity
DISCOVER FINANCIAL SERVICES
Financials
47.18
1.78%
02.07.2013
21.18
21.43
22.20
24.12
26.02
DISCA UW Equity DISCOVERY COMMUNICATIONS-A
Consumer Discretionary
79.00
21.07
21.32
21.87
DISH UW Equity
DISH NETWORK CORP-A
Consumer Discretionary
39.01
36.57
35.81
35.56
36.09
DLB UN Equity
DOLBY LABORATORIES INC-CL A
Information Technology
34.52
23.37
25.79
27.15
28.61
DG UN Equity
DOLLAR GENERAL CORP
Consumer Discretionary
53.11
27.74
25.58
24.68
DLTR UW Equity DOLLAR TREE INC
Consumer Discretionary
49.52
28.97
27.54
26.84
D UN Equity
DOMINION RESOURCES INC/VA
Utilities
60.47
3.78%
28.08.2013
12.66
12.72
12.97
UFS UN Equity
DOMTAR CORP
Materials
73.98
2.97%
17.09.2013
26.64
27.24
27.61
DCI UN Equity
DONALDSON CO INC
Industrials
38.39
1.20%
05.06.2013
20.81
22.12
22.14
DEI UN Equity
DOUGLAS EMMETT INC
Financials
27.37
2.70%
26.06.2013
18.29
18.29
17.40
DOV UN Equity
DOVER CORP
Industrials
75.68
1.99%
28.08.2013
17.93
19.00
19.76
DOW UN Equity
DOW CHEMICAL CO/THE
Materials
35.50
3.86%
30.09.2013
22.22
22.96
23.40
23.92
24.79
DHI UN Equity
DR HORTON INC
Consumer Discretionary
27.42
0.27%
10.02.2014
30.88
32.51
33.41
34.34
34.31
DPS UN Equity
DR PEPPER SNAPPLE GROUP INC
Consumer Staples
49.69
3.12%
20.06.2013
16.04
17.23
17.95
DWA UW Equity
DREAMWORKS ANIMATION SKG-A
Consumer Discretionary
21.99
26.19
29.62
DRC UN Equity
DRESSER-RAND GROUP INC
Energy
62.36
36.26
DST UN Equity
DST SYSTEMS INC
Information Technology
69.94
2.18%
09.08.2013
15.50
DSW UN Equity
DSW INC-CLASS A
Consumer Discretionary
70.24
1.03%
18.06.2013
31.32
DTE UN Equity
DTE ENERGY COMPANY
Utilities
71.02
3.69%
12.09.2013
DUK UN Equity
DUKE ENERGY CORP
Utilities
71.81
4.34%
DRE UN Equity
DUKE REALTY CORP
Financials
18.47
2.76%
DNB UN Equity
DUN & BRADSTREET CORP
Industrials
96.63
1.69%
DNKN UW Equity DUNKIN' BRANDS GROUP INC
Consumer Discretionary
42.10
ETFC UW Equity E*TRADE FINANCIAL CORP
Financials
11.35
EWBC UW Equity EAST WEST BANCORP INC
Financials
25.21
EMN UN Equity
EASTMAN CHEMICAL CO
Materials
ETN UN Equity
EATON CORP PLC
EV UN Equity
EATON VANCE CORP
EBAY UW Equity
26.21
27.08
-0.281 -0.230 -0.198 -0.137
0.008
0.005
0.004
0.002
22.45
23.30
24.01
-0.337 -0.342 -0.328 -0.251 -0.165 -0.145
0.009
0.005
0.004
0.002
0.002
0.001
26.70
26.06
26.23
26.78
-0.357 -0.271 -0.216 -0.153 -0.144 -0.121
0.009
0.006
0.004
0.002
0.001
0.001
22.48
22.69
0.000 -0.087 -0.112 -0.083
0.000
0.003
0.003
0.002
-0.334 -0.280 -0.243
0.009
0.009
0.008
29.63
-0.243 -0.220 -0.204 -0.183 -0.140 -0.123
0.006
0.004
0.003
0.001
0.001
0.001
24.31
-0.254 -0.211 -0.184 -0.153 -0.138 -0.122
0.014
0.010
0.008
0.004
0.002
0.002
26.70
-0.438 -0.313 -0.250 -0.195 -0.134 -0.120
0.015
0.011
0.007
0.003
0.002
0.001
-0.295 -0.269 -0.235
0.010
0.009
0.008
-0.211 -0.182 -0.166 -0.154 -0.140 -0.115
0.012
0.007
0.004
0.002
0.002
0.001
35.82
35.80
-0.171 -0.161 -0.153 -0.135
0.007
0.007
0.006
0.004
25.52
25.57
25.78
-0.106 -0.148 -0.166 -0.143 -0.067 -0.069
0.004
0.004
0.004
0.002
0.000
0.001
26.77
26.73
26.31
-0.226 -0.204 -0.186 -0.151 -0.138 -0.127
0.009
0.006
0.005
0.002
0.002
0.001
-0.227 -0.302 -0.292
0.005
0.010
0.010
-0.275 -0.264 -0.226
0.012
0.010
0.009
21.35
-0.213 -0.251 -0.253 -0.205
0.004
0.006
0.007
0.000
0.000 -0.069
0.000
0.000
0.002
20.94
-0.508 -0.350 -0.267 -0.220
0.018
0.012
0.008
0.004
25.18
-0.443 -0.336 -0.270 -0.206 -0.153 -0.134
0.015
0.010
0.007
0.004
0.002
0.002
35.07
-0.263 -0.238 -0.213 -0.156 -0.083 -0.074
0.013
0.008
0.005
0.002
0.001
0.000
18.15
-0.167 -0.176 -0.176 -0.151
0.003
0.005
0.005
0.005
31.27
32.29
-0.057 -0.097 -0.112 -0.105
0.005
0.004
0.003
0.002
35.79
35.50
35.12
0.013 -0.013 -0.032 -0.065
0.008
0.005
0.003
0.002
16.85
17.56
18.40
-0.104 -0.150 -0.176 -0.210
0.002
0.003
0.004
0.006
29.33
28.64
-0.144 -0.220 -0.242
0.015
0.005
0.001
13.63
13.24
13.28
-0.202 -0.281 -0.295
0.004
0.007
0.008
14.08.2013
12.36
12.45
12.55
13.13
-0.193 -0.274 -0.264 -0.205 -0.155 -0.126
0.005
0.009
0.008
0.004
0.002
15.08.2013
18.80
18.20
17.77
16.83
0.000 -0.007 -0.006 0.019
0.000 -0.001 -0.001 0.003
28.08.2013
18.87
21.13
21.94
21.37
-0.113 -0.150 -0.160 -0.138
0.002
0.004
0.004
0.003
2.45%
08.08.2013
19.92
21.37
22.38
24.25
24.88
26.25
-0.261 -0.182 -0.136 -0.096 -0.080 -0.067
0.010
0.006
0.004
0.003 -0.001 0.000
29.06
30.47
30.80
30.86
31.94
32.56
-0.206 -0.218 -0.205 -0.170 -0.138 -0.130
0.013
0.009
0.006
0.003
0.001
0.001
2.62%
09.08.2013
17.47
18.78
19.20
0.000 -0.104 -0.129
0.000
0.002
0.003
69.38
1.84%
12.09.2013
26.02
27.03
27.61
28.14
28.49
29.36
-0.300 -0.280 -0.265 -0.216 -0.170 -0.147
0.016
0.009
0.005
0.003
0.002
0.001
Industrials
64.96
2.71%
08.08.2013
22.14
22.12
22.45
23.54
25.56
26.75
-0.307 -0.290 -0.266 -0.225 -0.193 -0.170
0.007
0.008
0.007
0.003
0.001
0.001
Financials
42.91
1.93%
31.07.2013
23.75
22.64
22.43
23.88
-0.026 -0.186 -0.249 -0.248
0.000
0.007
0.009
0.006
EBAY INC
Information Technology
56.49
22.59
26.00
27.22
28.07
-0.289 -0.241 -0.195 -0.135 -0.114 -0.097
0.013
0.008
0.005
0.002
0.002
0.001
SATS UW Equity
ECHOSTAR CORP-A
Information Technology
39.60
24.90
23.76
24.22
-0.128 -0.139 -0.141
0.002
0.003
0.003
ECL UN Equity
ECOLAB INC
Materials
88.08
1.14%
20.09.2013
15.73
15.44
15.79
-0.256 -0.278 -0.271
0.006
0.008
0.007
EIX UN Equity
EDISON INTERNATIONAL
Utilities
49.30
2.85%
26.09.2013
15.49
15.22
15.30
-0.196 -0.294 -0.278
0.004
0.009
0.009
EW UN Equity
EDWARDS LIFESCIENCES CORP
Health Care
71.83
25.04
29.39
31.03
30.70
29.72
29.72
0.001 -0.051 -0.074 -0.079 -0.065 -0.072
0.009
0.004
0.002
0.002
0.002
0.001
DD UN Equity
DU PONT (E.I.) DE NEMOURS
Materials
55.33
2.49%
15.08.2013
17.37
17.44
17.80
18.68
19.87
20.61
-0.382 -0.290 -0.248 -0.206 -0.157 -0.140
0.015
0.014
0.011
0.006
0.004
0.002
EA UW Equity
ELECTRONIC ARTS INC
Information Technology
22.66
36.38
36.14
36.01
35.99
35.21
35.30
-0.270 -0.212 -0.177 -0.138 -0.119 -0.105
0.008
0.005
0.003
0.002
0.001
0.001
LLY UN Equity
ELI LILLY & CO
Health Care
56.64
16.29
17.67
18.35
19.04
19.94
20.49
-0.385 -0.267 -0.211 -0.164 -0.128 -0.110
0.018
0.014
0.010
0.004
0.002
0.001
EMC UN Equity
EMC CORP/MA
Information Technology
22.89
21.76
22.49
22.75
23.14
24.86
26.43
-0.303 -0.235 -0.197 -0.154 -0.118 -0.098
0.017
0.012
0.009
0.004
0.002
0.001
EMR UN Equity
EMERSON ELECTRIC CO
Industrials
58.54
16.46
17.73
18.19
19.26
20.43
21.62
-0.495 -0.406 -0.323 -0.231 -0.206 -0.166
0.016
0.012
0.009
0.005
0.003
0.002
ENDP UW Equity ENDO HEALTH SOLUTIONS INC
Health Care
33.47
36.97
36.02
35.63
35.44
34.80
34.21
-0.219 -0.206 -0.163 -0.102 -0.121 -0.096
0.005 -0.001 -0.002 0.001
0.001
0.001
ENH UN Equity
ENDURANCE SPECIALTY HOLDINGS
Financials
50.99
2.53%
14.06.2013
14.92
15.57
16.13
0.000 -0.152 -0.154
0.000
0.004
0.004
EGN UN Equity
ENERGEN CORP
Energy
51.09
0.86%
15.08.2013
24.03
22.90
22.94
-0.214 -0.220 -0.221
0.006
0.004
0.003
ENR UN Equity
ENERGIZER HOLDINGS INC
Consumer Staples
101.60
1.57%
16.08.2013
18.58
22.32
23.67
23.57
-0.304 -0.261 -0.224 -0.149
0.009
0.007
0.006
0.003
EGL UN Equity
ENGILITY HOLDINGS INC
Industrials
23.62
ETR UN Equity
ENTERGY CORP
Utilities
69.18
4.80%
06.08.2013
15.79
15.18
15.08
15.97
-0.149 -0.179 -0.182 -0.122
0.002
0.005
0.006
0.002
EOG UN Equity
EOG RESOURCES INC
Energy
135.44
0.57%
16.10.2013
28.84
28.34
28.42
28.85
-0.241 -0.236 -0.228 -0.209 -0.191 -0.181
0.010
0.007
0.005
0.003
0.002
0.001
EQT UN Equity
EQT CORP
Energy
76.86
0.16%
07.08.2013
24.85
25.52
25.79
25.65
-0.387 -0.302 -0.258 -0.232
0.010
0.008
0.006
0.004
EFX UN Equity
EQUIFAX INC
Industrials
63.67
1.43%
30.08.2013
16.90
18.21
18.69
-0.091 -0.064 -0.088
0.001
0.001
0.002
EQIX UW Equity
EQUINIX INC
Information Technology
25.63
27.05
28.04
29.91
-0.309 -0.248 -0.209 -0.157 -0.109 -0.087
0.012
0.008
0.006
0.003
0.001
0.000
ELS UN Equity
EQUITY LIFESTYLE PROPERTIES
Financials
83.49
2.44%
25.09.2013
18.12
19.07
19.97
15.82
-0.381 -0.385 -0.386 -0.171
0.005
0.004
0.004
0.002
EQR UN Equity
EQUITY RESIDENTIAL
Financials
59.15
3.13%
19.06.2013
15.82
15.70
16.13
-0.221 -0.215 -0.211
0.004
0.006
0.006
ERA UN Equity
ERA GROUP INC
Energy
ERIE UW Equity
ERIE INDEMNITY COMPANY-CL A
Financials
81.38
3.01%
04.10.2013
ESS UN Equity
ESSEX PROPERTY TRUST INC
Financials
165.18
2.98%
28.06.2013
12.60
12.69
13.22
-0.106 -0.130 -0.164
0.001
0.003
0.005
EL UN Equity
ESTEE LAUDER COMPANIES-CL A
Consumer Staples
71.84
1.04%
24.09.2013
22.18
21.75
22.23
-0.642 -0.439 -0.314 -0.209 -0.155 -0.126
0.015
0.010
0.007
0.004
0.002
0.001
RE UN Equity
EVEREST RE GROUP LTD
Financials
136.25
1.46%
22.05.2013
14.92
15.07
15.54
-0.157 -0.119 -0.122
0.002
0.002
0.003
XCO UN Equity
EXCO RESOURCES INC
Energy
7.94
2.52%
14.06.2013
41.26
43.45
44.58
0.002
0.001
0.000
XLS UN Equity
EXELIS INC
Industrials
11.84
3.49%
28.08.2013
26.06
27.04
26.92
EXC UN Equity
EXELON CORP
Utilities
35.08
2.65%
16.08.2013
16.17
16.13
EXPE UW Equity EXPEDIA INC
Consumer Discretionary
60.94
0.90%
28.08.2013
32.79
EXPD UW Equity EXPEDITORS INTL WASH INC
Industrials
38.66
1.55%
03.12.2013
22.79
ESRX UW Equity EXPRESS SCRIPTS HOLDING CO
Health Care
61.00
EXR UN Equity
EXTRA SPACE STORAGE INC
Financials
43.94
2.37%
XOM UN Equity
EXXON MOBIL CORP
Energy
90.87
2.91%
FFIV UW Equity
F5 NETWORKS INC
Information Technology
FB UW Equity
FACEBOOK INC-A
Information Technology
FDS UN Equity
FACTSET RESEARCH SYSTEMS INC
Information Technology
97.72
FCS UN Equity
FAIRCHILD SEMICONDUCTOR INTE
Information Technology
14.74
FDO UN Equity
FAMILY DOLLAR STORES
Consumer Discretionary
65.11
1.64%
FAST UW Equity
FASTENAL CO
Industrials
51.86
1.66%
FRT UN Equity
FEDERAL REALTY INVS TRUST
Financials
117.32
2.62%
FII UN Equity
FEDERATED INVESTORS INC-CL B
Financials
25.37
FDX UN Equity
FEDEX CORP
Industrials
FNF UN Equity
FIDELITY NATIONAL FINL-A
Financials
FIS UN Equity
FIDELITY NATIONAL INFORMATIO
Information Technology
FITB UW Equity
FIFTH THIRD BANCORP
3.46% 3.01%
15.08.2013 14.08.2013
230.86
29.85
28.68
30.59
16.49
31.19
28.49
30.99
0.006
26.13
23.32
23.51
23.81
45.75
45.17
46.65
-0.373 -0.259 -0.185 -0.112 -0.051 -0.032
0.017
0.010
0.006
0.000 -0.296 -0.296
0.000
0.005
0.005
16.15
16.37
17.17
17.66
-0.213 -0.229 -0.232 -0.202 -0.145 -0.115
0.004
0.006
0.007
0.007
0.004
0.003
32.80
34.46
37.72
38.76
39.72
-0.180 -0.179 -0.166 -0.140 -0.128 -0.110
0.007
0.005
0.003
0.001
0.001
0.001
24.78
25.54
25.07
24.88
26.08
-0.098 -0.111 -0.121 -0.122 -0.109 -0.095
0.008
0.006
0.005
0.003
0.002
0.001
20.09
19.84
22.60
23.69
24.51
25.60
-0.289 -0.248 -0.212 -0.170 -0.135 -0.115
0.015
0.008
0.007
0.003
0.001
0.001
14.06.2013
14.99
15.73
16.25
17.24
0.000 -0.027 -0.042 -0.060
0.000
0.001
0.001
0.000
08.08.2013
13.17
13.38
13.54
14.02
15.53
16.61
-0.563 -0.422 -0.339 -0.260 -0.213 -0.172
0.018
0.014
0.011
0.008
0.004
0.003
78.01
30.66
32.77
34.76
37.28
38.17
39.06
-0.108 -0.123 -0.117 -0.100 -0.099 -0.086
0.010
0.006
0.004
0.001
0.001
0.000
26.87
27.90
28.37
30.80
34.35
33.04
34.78
-0.192 -0.194 -0.155 -0.091 -0.079 -0.072
0.013
0.007
0.004
0.001
0.002
0.001
26.02
23.99
23.03
23.07
-0.364 -0.288 -0.243 -0.218
0.010
0.008
0.006
0.004
33.11
33.63
33.96
34.29
-0.256 -0.308 -0.299 -0.180
0.000
0.005
0.006
0.003
12.06.2013
23.10
25.02
25.52
25.49
25.79
25.88
-0.113 -0.073 -0.072 -0.087 -0.091 -0.099
0.003
0.003
0.002
0.001
0.000
0.000
26.07.2013
21.62
23.15
23.92
24.65
25.29
25.71
-0.288 -0.276 -0.262 -0.234 -0.186 -0.156
0.008
0.006
0.005
0.003
0.002
0.001
20.09.2013
14.55
12.31
12.15
15.76
-0.090 -0.337 -0.405 -0.165
0.000
0.007
0.008
0.003
3.78%
08.08.2013
24.78
24.45
24.41
-0.205 -0.114 -0.097
0.005
0.003
0.002
100.68
0.64%
18.06.2013
23.54
22.18
21.83
22.12
-0.303 -0.246 -0.207 -0.158 -0.123 -0.107
0.002
0.001
25.42
2.60%
16.09.2013
20.94
21.38
21.57
21.67
43.99
2.05%
13.09.2013
15.70
17.32
17.93
0.001
0.001
0.002
0.002
0.002
0.002
0.001
1.43%
28.08.2013
Financials
18.02
2.66%
26.06.2013
17.11
17.87
18.50
20.02
FCNCA UW Equity FIRST CITIZENS BCSHS -CL A
Financials
196.33
0.61%
19.09.2013
FHN UN Equity
Financials
11.36
2.02%
11.09.2013
23.01
23.83
24.80
26.76
FIRST HORIZON NATIONAL CORP
14.73
0.005
FNFG UW Equity FIRST NIAGARA FINANCIAL GRP
Financials
9.89
3.24%
31.07.2013
19.82
20.17
20.87
FRC UN Equity
FIRST REPUBLIC BANK/CA
Financials
40.03
1.20%
30.07.2013
21.84
20.05
19.63
21.98
FE UN Equity
FIRSTENERGY CORP
Utilities
42.79
5.14%
05.08.2013
15.26
15.02
14.98
15.25
FISV UW Equity
FISERV INC
Information Technology
89.80
15.32
16.60
17.20
FLT UN Equity
FLEETCOR TECHNOLOGIES INC
Information Technology
82.18
26.05
28.03
28.65
FLIR UW Equity
FLIR SYSTEMS INC
Information Technology
FLO UN Equity
FLOWERS FOODS INC
Consumer Staples
FLS UN Equity
FLOWSERVE CORP
Industrials
FLR UN Equity
FLUOR CORP
Industrials
FMC UN Equity
FMC CORP
FTI UN Equity
22.56
22.41
23.05
23.56
0.009
0.008
0.006
0.003
0.000 -0.133 -0.181 -0.152
0.000
0.005
0.007
0.005
-0.340 -0.323 -0.285
0.011
0.011
0.009
-0.212 -0.301 -0.298 -0.192 -0.157 -0.128
0.005
0.011
0.011
0.006
0.000 -0.270 -0.344 -0.207
0.000
0.007
0.008
0.003
0.000
0.000
0.000
0.000
0.010
0.000
0.000
0.000
0.002 -0.074
0.000
0.000
0.000
0.003
-0.153 -0.157 -0.181 -0.179 -0.124 -0.112
0.004
0.003
0.005
0.005
17.48
-0.300 -0.299 -0.291 -0.256
0.006
0.006
0.006
0.005
27.88
-0.037 -0.094 -0.121 -0.137
0.001
0.003
0.003
0.002
15.96
16.26
24.79
1.45%
22.08.2013
20.87
22.50
23.50
-0.148 -0.134 -0.139
0.007
0.003
0.002
34.14
2.03%
12.06.2013
27.94
27.14
26.45
-0.144 -0.149 -0.143
0.001
0.002
0.002
164.23
0.52%
28.06.2013
19.20
20.05
20.98
-0.266 -0.257 -0.238
0.014
0.009
0.006
62.12
1.09%
04.09.2013
24.09
24.60
25.46
-0.298 -0.237 -0.204 -0.174 -0.139 -0.126
0.010
0.006
0.004
Materials
62.69
0.89%
25.09.2013
19.33
19.03
19.45
-0.027 -0.142 -0.186
0.000
0.004
0.005
FMC TECHNOLOGIES INC
Energy
56.16
25.24
26.03
27.01
-0.267 -0.287 -0.266
0.008
0.006
0.004
FL UN Equity
FOOT LOCKER INC
Consumer Discretionary
F UN Equity
FORD MOTOR CO
27.03
27.99
28.57
36.51
2.25%
17.07.2013
29.17
28.03
27.32
26.84
27.41
28.24
-0.256 -0.233 -0.209 -0.167 -0.150 -0.126
0.007
0.006
0.005
0.002
0.001
0.001
Consumer Discretionary
14.68
3.00%
26.07.2013
22.65
22.70
24.50
24.70
25.83
27.03
-0.309 -0.208 -0.176 -0.134 -0.112 -0.094
0.013
0.010
0.007
0.004
0.002
0.002
FCE/A UN Equity FOREST CITY ENTERPRISES-CL A
Financials
19.75
0.30%
30.05.2013
22.87
25.85
27.16
27.45
0.000 -0.005 -0.014 -0.050
0.000 -0.002 -0.002 -0.001
FRX UN Equity FTNT UW Equity
Health Care Information Technology
38.82 18.11
20.57 42.09
22.30 46.31
22.99 48.30
22.93 49.26
-0.330 -0.258 -0.220 -0.196 -0.126 -0.114 -0.103 -0.100 -0.094 -0.072 -0.072 -0.068
0.010 0.008
0.003 0.001
0.002 0.001
FOREST LABORATORIES INC FORTINET INC
23.14 48.02
23.42 47.59
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.008 0.005
0.007 0.004
0.004 0.001
15.05.2013
Russell 1000 Index
Ticker FBHS UN Equity FOSL UW Equity BEN UN Equity FCX UN Equity FSL UN Equity TFM UW Equity FTR UW Equity FULT UW Equity FIO UN Equity GME UN Equity GCI UN Equity GPS UN Equity GDI UN Equity GRMN UW Equity IT UN Equity GMT UN Equity BGC UN Equity GD UN Equity GE UN Equity GGP UN Equity GIS UN Equity GM UN Equity G UN Equity GNTX UW Equity GPC UN Equity GNW UN Equity GILD UW Equity GPN UN Equity GNC UN Equity GLNG UW Equity GS UN Equity GT UW Equity GOOG UW Equity GGG UN Equity GTI UN Equity GXP UN Equity GMCR UW Equity GEF UN Equity GRPN UW Equity GES UN Equity HRB UN Equity HAL UN Equity HBI UN Equity THG UN Equity HOG UN Equity HAR UN Equity HRS UN Equity HSC UN Equity HIG UN Equity HAS UW Equity HTS UN Equity HE UN Equity HCA UN Equity HCC UN Equity HCP UN Equity HCN UN Equity HMA UN Equity HNT UN Equity HP UN Equity HSIC UW Equity HLF UN Equity HSY UN Equity HTZ UN Equity HES UN Equity HPQ UN Equity HRC UN Equity HSH UN Equity HNZ UN Equity HFC UN Equity HOLX UW Equity HD UN Equity HME UN Equity AWAY UW Equity HON UN Equity HRL UN Equity HSP UN Equity HPT UN Equity HST UN Equity HHC UN Equity HUB/B UN Equity HCBK UW Equity HUM UN Equity HBAN UW Equity HII UN Equity HUN UN Equity H UN Equity IACI UW Equity IEX UN Equity IDXX UW Equity IHS UN Equity ITW UN Equity ILMN UW Equity INCY UW Equity INFA UW Equity IR UN Equity IM UN Equity INGR UN Equity TEG UN Equity INTC UW Equity IBKR UW Equity ICE UN Equity IBM UN Equity IFF UN Equity IGT UN Equity IP UN Equity IPG UN Equity IPI UN Equity INTU UW Equity ISRG UW Equity IVZ UN Equity IPGP UW Equity IRM UN Equity ITC UN Equity ITRI UW Equity ITT UN Equity ESI UN Equity JBL UN Equity JKHY UW Equity JEC UN Equity JNS UN Equity JAH UN Equity JBHT UW Equity JCP UN Equity JDSU UW Equity SJM UN Equity JW/A UN Equity
Name FORTUNE BRANDS HOME & SECURI FOSSIL INC FRANKLIN RESOURCES INC FREEPORT-MCMORAN COPPER FREESCALE SEMICONDUCTOR LTD FRESH MARKET INC/THE FRONTIER COMMUNICATIONS CORP FULTON FINANCIAL CORP FUSION-IO INC GAMESTOP CORP-CLASS A GANNETT CO GAP INC/THE GARDNER DENVER INC GARMIN LTD GARTNER INC GATX CORP GENERAL CABLE CORP GENERAL DYNAMICS CORP GENERAL ELECTRIC CO GENERAL GROWTH PROPERTIES GENERAL MILLS INC GENERAL MOTORS CO GENPACT LTD GENTEX CORP GENUINE PARTS CO GENWORTH FINANCIAL INC-CL A GILEAD SCIENCES INC GLOBAL PAYMENTS INC GNC HOLDINGS INC-CL A GOLAR LNG LTD GOLDMAN SACHS GROUP INC GOODYEAR TIRE & RUBBER CO GOOGLE INC-CL A GRACO INC GRAFTECH INTERNATIONAL LTD GREAT PLAINS ENERGY INC GREEN MOUNTAIN COFFEE ROASTE GREIF INC-CL A GROUPON INC GUESS? INC H&R BLOCK INC HALLIBURTON CO HANESBRANDS INC HANOVER INSURANCE GROUP INC/ HARLEY-DAVIDSON INC HARMAN INTERNATIONAL HARRIS CORP HARSCO CORP HARTFORD FINANCIAL SVCS GRP HASBRO INC HATTERAS FINANCIAL CORP HAWAIIAN ELECTRIC INDS HCA HOLDINGS INC HCC INSURANCE HOLDINGS INC HCP INC HEALTH CARE REIT INC HEALTH MGMT ASSOCIATES INC-A HEALTH NET INC HELMERICH & PAYNE HENRY SCHEIN INC HERBALIFE LTD HERSHEY CO/THE HERTZ GLOBAL HOLDINGS INC HESS CORP HEWLETT-PACKARD CO HILL-ROM HOLDINGS INC HILLSHIRE BRANDS CO HJ HEINZ CO HOLLYFRONTIER CORP HOLOGIC INC HOME DEPOT INC HOME PROPERTIES INC HOMEAWAY INC HONEYWELL INTERNATIONAL INC HORMEL FOODS CORP HOSPIRA INC HOSPITALITY PROPERTIES TRUST HOST HOTELS & RESORTS INC HOWARD HUGHES CORP/THE HUBBELL INC -CL B HUDSON CITY BANCORP INC HUMANA INC HUNTINGTON BANCSHARES INC HUNTINGTON INGALLS INDUSTRIE HUNTSMAN CORP HYATT HOTELS CORP - CL A IAC/INTERACTIVECORP IDEX CORP IDEXX LABORATORIES INC IHS INC-CLASS A ILLINOIS TOOL WORKS ILLUMINA INC INCYTE CORP INFORMATICA CORP INGERSOLL-RAND PLC INGRAM MICRO INC-CL A INGREDION INC INTEGRYS ENERGY GROUP INC INTEL CORP INTERACTIVE BROKERS GRO-CL A INTERCONTINENTALEXCHANGE INC INTL BUSINESS MACHINES CORP INTL FLAVORS & FRAGRANCES INTL GAME TECHNOLOGY INTERNATIONAL PAPER CO INTERPUBLIC GROUP OF COS INC INTREPID POTASH INC INTUIT INC INTUITIVE SURGICAL INC INVESCO LTD IPG PHOTONICS CORP IRON MOUNTAIN INC ITC HOLDINGS CORP ITRON INC ITT CORP ITT EDUCATIONAL SERVICES INC JABIL CIRCUIT INC JACK HENRY & ASSOCIATES INC JACOBS ENGINEERING GROUP INC JANUS CAPITAL GROUP INC JARDEN CORP HUNT (JB) TRANSPRT SVCS INC J.C. PENNEY CO INC JDS UNIPHASE CORP JM SMUCKER CO/THE WILEY (JOHN) & SONS-CLASS A
GICS_SECTOR_NAME
ATM2 Ref
Industrials 42.79 Consumer Discretionary 109.24 Financials 166.10 Materials 31.57 Information Technology 16.45 Consumer Staples 45.20 Telecommunication Services 4.33 Financials 11.59 Information Technology 15.34 Consumer Discretionary 38.92 Consumer Discretionary 21.91 Consumer Discretionary 41.12 Industrials 75.19 Consumer Discretionary 35.26 Information Technology 58.28 Industrials 54.00 Industrials 33.31 Industrials 75.96 Industrials 23.05 Financials 22.74 Consumer Staples 50.54 Consumer Discretionary 31.97 Information Technology 19.40 Consumer Discretionary 25.01 Consumer Discretionary 79.15 Financials 11.02 Health Care 56.65 Information Technology 46.76 Consumer Discretionary 45.63 Energy 34.10 Financials 154.87 Consumer Discretionary 13.16 Information Technology 909.42 Industrials 62.15 Industrials 8.07 Utilities 24.20 Consumer Staples 79.04 Materials 49.84 Consumer Discretionary 7.35 Consumer Discretionary 30.05 Consumer Discretionary 28.52 Energy 43.58 Consumer Discretionary 51.33 Financials 51.03 Consumer Discretionary 58.58 Consumer Discretionary 50.35 Information Technology 49.61 Industrials 23.18 Financials 30.42 Consumer Discretionary 47.69 Financials 25.90 Utilities 27.87 Health Care 40.45 Financials 43.39 Financials 53.65 Financials 76.36 Health Care 11.01 Health Care 31.66 Energy 61.79 Health Care 95.35 Consumer Staples 45.28 Consumer Staples 89.65 Industrials 24.89 Energy 71.93 Information Technology 21.08 Health Care 37.01 Consumer Staples 36.61 Consumer Staples 72.43 Energy 48.40 Health Care 21.24 Consumer Discretionary 78.00 Financials 65.59 Consumer Discretionary 30.71 Industrials 78.86 Consumer Staples 42.89 Health Care 34.18 Financials 30.50 Financials 18.57 Financials 103.10 Industrials 98.42 Financials 8.61 Health Care 79.05 Financials 7.74 Industrials 54.41 Materials 19.18 Consumer Discretionary 41.14 Information Technology 51.51 Industrials 55.42 Health Care 88.66 Industrials 102.76 Industrials 69.64 Health Care 71.14 Health Care 24.11 Information Technology 35.13 Industrials 57.15 Information Technology 18.07 Consumer Staples 71.64 Utilities 60.88 Information Technology 24.08 Financials 15.83 Financials 176.44 Information Technology 203.13 Materials 81.32 Consumer Discretionary 18.01 Materials 48.60 Consumer Discretionary 14.88 Materials 17.50 Information Technology 59.50 Health Care 485.49 Financials 34.14 Information Technology 60.62 Industrials 39.23 Utilities 88.71 Information Technology 41.56 Industrials 30.41 Consumer Discretionary 24.51 Information Technology 19.64 Information Technology 47.96 Industrials 51.80 Financials 8.61 Consumer Discretionary 49.03 Industrials 73.58 Consumer Discretionary 19.06 Information Technology 13.28 Consumer Staples 103.86 Consumer Discretionary 39.00
Dividend Yield
Next ExDividend Date
0.23% 0.73% 3.96%
28.06.2013 11.07.2013
9.24% 2.76%
09.09.2013 05.07.2013
2.89% 3.74% 1.51% 0.13% 5.11%
29.05.2013 04.09.2013 05.07.2013 21.05.2013 10.06.2014
2.33%
13.09.2013
3.01% 3.56% 2.11% 3.01%
03.07.2013 20.06.2013 17.10.2013 10.10.2013
2.32% 2.76%
05.07.2013 11.09.2013
0.13% 1.38% 5.57% 1.29%
16.08.2013 11.09.2013 11.06.2013 30.08.2013
1.69%
18.07.2013
3.64%
28.08.2013
3.37%
19.06.2013
2.66% 2.81% 1.18% 1.56% 2.66% 1.50% 1.59% 3.16% 3.56% 1.78% 3.44% 10.81% 4.59%
03.06.2013 10.06.2013 06.06.2013 16.08.2013 06.09.2013 27.09.2013 22.08.2013 06.09.2013 15.10.2013 31.05.2013 01.08.2013 26.06.2013 15.08.2013
1.62% 4.04% 4.14%
02.07.2013 01.08.2013 02.08.2013
0.73%
15.08.2013
1.99% 1.90%
14.08.2013 23.08.2013
1.39% 2.76% 1.35% 1.69% 3.09% 3.10%
20.06.2013 10.06.2013 19.06.2013 29.08.2013 24.06.2013 12.06.2013
2.06% 3.26%
28.05.2013 14.08.2013
2.83% 1.70%
21.08.2013 24.07.2013
6.16% 2.69%
26.07.2013 28.06.2013
1.88% 0.46% 1.37% 2.59% 0.74% 2.61%
26.09.2013 07.08.2013 25.09.2013 17.09.2013 28.08.2013 13.09.2013
1.94% 1.62%
12.08.2013 17.07.2013
2.35%
30.09.2013
1.66%
13.09.2013
2.15% 4.50% 3.82% 2.53%
02.07.2013 29.05.2013 05.08.2013 30.08.2013
1.94% 1.78% 1.78% 2.67% 1.61%
06.08.2013 16.09.2013 18.06.2013 15.08.2013 05.06.2013
1.14%
08.07.2013
2.56%
22.08.2013
2.85% 1.79%
19.06.2013 04.06.2013
1.35%
28.08.2013
1.22% 1.27%
15.08.2013 05.09.2013
3.25% 0.87%
08.08.2013 01.07.2013 31.07.2013
2.19% 2.77%
07.08.2013 05.07.2013
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
30.16 28.43 19.29 30.59 43.49 41.38 26.02 21.69 60.19 45.02 35.21 31.09 3.83 22.72 19.71 22.99 32.30 18.30 15.66 16.50 13.95 23.93 21.44 21.83 15.52 37.74 29.69 19.54 26.39 28.37 21.21 30.67 18.89 21.79 38.97 17.59 44.10 26.26 59.68 39.63 35.77 26.14 22.31 41.83 22.52 24.26 19.27 24.68 26.56 19.89 14.44 21.22 27.99 36.37 15.36 12.35 39.05 32.06 29.00 13.40 47.39 14.86 30.97 31.92 40.91 22.54 22.53 2.58 37.38 29.08 18.66 12.34 37.08 14.77 20.01 29.85 15.94 20.78 20.44 29.71 19.04 24.68 18.99 21.35 46.43 23.56 28.73 19.84 16.31 21.46 15.28 42.20 40.24 33.16 21.09 20.77 18.33 13.05 19.17 15.99 18.65 15.04 15.17 28.95 25.38 22.82 27.09 24.59 26.63 20.87 33.59 21.80 19.14 26.55 17.49 75.27 29.98 16.08 23.25 28.70 21.33 21.23 61.05 36.69 17.65 52.87
30.71 31.41 19.52 31.54 43.96 38.73 28.30 21.66 60.90 41.09 39.36 30.04 4.76 22.78 20.83 22.30 35.04 19.96 17.57 16.79 15.52 25.05 22.23 23.40 16.86 39.86 29.28 20.98 28.64 29.36 22.32 31.58 22.63 22.70 38.56 15.79 43.09 25.63 57.57 37.59 34.32 26.15 22.75 34.95 24.54 23.56 20.13 23.15 26.79 20.31 14.04 21.22 29.09 37.71 14.55 12.90 39.59 31.05 29.75 13.80 49.96 16.23 32.23 30.19 37.59 21.46 22.06 2.83 37.73 29.44 18.32 13.14 36.39 16.02 20.26 29.90 16.17 21.03 19.24 25.89 19.04 26.71 19.41 21.97 44.95 23.45 28.27 18.69 16.74 21.47 15.99 40.28 40.22 35.24 22.15 20.45 18.19 13.35 20.60 16.24 19.26 17.46 16.52 29.73 25.89 23.63 27.79 23.73 30.05 22.01 34.71 23.23 18.46 28.45 18.07 73.68 28.31 16.03 23.90 28.51 21.04 23.08 56.63 38.73 16.58 41.05
31.14 33.26 20.15 31.23 44.48 37.14 29.53 21.63 60.74 39.79 39.39 29.48 4.96 24.00 21.54 21.73 36.12 20.64 18.27 17.41 15.66 25.98 22.46 24.51 17.66 41.06 30.67 21.80 29.95 29.82 22.67 32.40 22.26 23.06 38.67 15.00 45.88 25.90 58.97 36.54 33.30 26.71 23.72 29.75 25.57 24.80 20.71 23.06 27.08 20.99 13.72 21.22 29.77 39.01 14.81 13.27 40.03 31.42 30.22 14.51 50.61 16.80 32.97 30.62 36.12 21.35 22.21 2.67 37.89 29.68 18.19 13.46 36.92 16.69 20.11 29.73 16.46 21.80 19.16 21.56 19.04 27.40 19.98 22.50 43.86 23.71 28.86 19.42 17.45 21.48 16.63 38.69 40.58 36.12 22.85 20.50 18.89 13.87 20.43 16.36 19.66 17.73 17.04 30.57 26.50 24.91 28.54 23.29 30.91 22.25 35.91 24.07 18.25 29.30 18.76 71.03 27.83 15.98 24.55 28.54 21.49 23.87 57.27 39.84 16.20 34.21
31.98 36.20 21.65 31.50 45.89 35.52 29.42 20.67 58.01 40.37 36.92 29.22
35.86
36.23
33.51
34.33
28.73
27.93
54.99 41.09 35.46 28.90
53.70 40.98 35.26 29.34
26.96 22.50 21.75 35.85 20.88 18.31 18.52 15.22 28.02 21.74 26.56 18.06 42.28 30.88 22.70 31.45 30.06 22.73 34.04 21.54 23.06 40.00 15.20 49.94
29.08
29.90
21.58 20.91 20.39 15.90 29.56
22.65 21.92 23.18 16.81 30.39
44.14 30.62
45.97 32.30
23.30 35.95 21.34
24.03 36.28 22.47
44.84
44.56
63.51 36.17 31.96 27.77
64.36 35.92 31.44 28.32
64.44 36.40 31.41 29.04
22.72 26.17
26.18
27.32
21.05 27.96 22.10 14.10 19.71 30.76 28.62
28.37 22.43
29.42 22.48
30.97
32.08
13.79 41.12
16.61
18.30
30.80
31.91
32.62
49.36 16.63 34.12 30.38 34.50 23.03 23.22 1.46 37.80 30.19 19.19
43.60
42.40
33.60 31.24 35.09
34.65 30.76 35.66
23.91 1.33 38.00
23.70 1.05 37.87
21.41
22.38
17.90 18.76 28.71 17.31 23.39
20.20
21.42
27.95
27.88
24.59
25.84
19.36 26.76 21.47 23.65 41.89 24.90 30.15
26.65 24.65
27.58 27.17
39.97
40.40
30.34
30.82
19.07 31.32 43.55 36.15 25.20
19.97 30.21 42.33 36.92 25.88
22.02 17.28
22.84 17.84
17.53
18.28
33.51 28.04 28.46
33.39 28.57 29.92
23.66 30.03
24.18 29.96
24.68 18.61 29.53
24.49
24.53
65.88 29.26 16.54
63.84 30.33
63.64 31.77
23.43 52.01 42.34
24.12 52.50 42.76
22.19 18.09 34.78 41.97 35.81 23.96 21.35 14.40 21.11 16.44 20.34 17.05 17.11 32.26 27.41 27.09 30.75 23.12 30.55
29.00 24.01 54.76 40.81 29.42
-0.052 -0.282 -0.461 -0.262 -0.027 -0.241 0.000 -0.128 -0.018 -0.280 -0.098 -0.282 -0.359 -0.140 -0.065 0.146 -0.305 -0.433 -0.307 -0.157 -0.406 -0.277 0.000 -0.201 -0.199 -0.198 -0.203 -0.030 -0.302 -0.041 -0.272 -0.071 -0.331 -0.214 0.000 -0.149 -0.177 -0.406 -0.061 -0.354 -0.355 -0.311 -0.197 0.000 -0.351 -0.265 -0.145 0.000 -0.400 -0.229 -0.068 0.000 -0.246 -0.621 -0.162 -0.542 -0.140 -0.018 -0.268 -0.198 -0.126 -0.339 -0.267 -0.052 -0.171 0.000 0.072 -0.268 -0.158 -0.086 -0.306 0.000 -0.247 -0.420 -0.487 -0.217 0.000 -0.170 -0.074 -0.920 0.000 -0.247 -0.159 -0.137 -0.038 -0.106 -0.264 0.000 -0.195 -0.138 -0.341 0.238 -0.535 -0.256 -0.351 0.000 -0.160 -0.231 -0.201 0.000 -0.418 -0.348 -0.268 -0.094 -0.372 0.080 -0.061 -0.205 -0.326 -0.173 -0.124 -0.348 -0.042 -0.029 0.000 -0.060 -0.177 -0.239 -0.243 -0.056 -0.124 -0.229 -0.120 -0.303 -0.410 0.622
-0.101 -0.214 -0.453 -0.190 -0.058 -0.197 -0.076 -0.128 -0.039 -0.214 -0.095 -0.251 -0.406 -0.155 -0.145 -0.078 -0.248 -0.348 -0.234 -0.112 -0.325 -0.242 -0.014 -0.191 -0.237 -0.169 -0.172 -0.205 -0.259 -0.090 -0.253 -0.239 -0.212 -0.233 -0.089 -0.170 -0.105 -0.326 -0.062 -0.318 -0.314 -0.270 -0.278 0.020 -0.262 -0.291 -0.186 -0.203 -0.314 -0.212 -0.141 0.000 -0.235 -0.629 -0.440 -0.400 -0.194 -0.166 -0.240 -0.262 -0.173 -0.252 -0.204 -0.116 -0.161 -0.135 0.032 -0.596 -0.149 -0.137 -0.257 0.002 -0.200 -0.333 -0.359 -0.215 -0.102 -0.297 -0.232 -0.659 0.000 -0.205 -0.274 -0.198 -0.081 -0.170 -0.192 -0.147 -0.226 -0.138 -0.308 0.133 -0.347 -0.179 -0.260 -0.142 -0.171 -0.294 -0.248 -0.033 -0.338 -0.248 -0.343 -0.131 -0.309 -0.127 -0.089 -0.224 -0.261 -0.267 -0.149 -0.324 -0.043 -0.104 0.005 -0.065 -0.170 -0.238 -0.248 -0.136 -0.130 -0.265 -0.164 -0.220 -0.330 0.477
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.120 -0.180 -0.414 -0.144 -0.079 -0.172 -0.133 -0.128 -0.054 -0.178 -0.107 -0.228 -0.392 -0.148 -0.177 -0.179 -0.214 -0.294 -0.198 -0.140 -0.257 -0.215 -0.026 -0.174 -0.254 -0.149 -0.133 -0.248 -0.230 -0.116 -0.231 -0.256 -0.162 -0.222 -0.132 -0.176 -0.090 -0.276 -0.052 -0.291 -0.272 -0.229 -0.272 0.008 -0.218 -0.272 -0.200 -0.290 -0.260 -0.195 -0.172 0.000 -0.222 -0.634 -0.412 -0.303 -0.188 -0.209 -0.219 -0.271 -0.190 -0.203 -0.171 -0.136 -0.166 -0.189 -0.014 -0.661 -0.141 -0.157 -0.221 -0.017 -0.179 -0.268 -0.268 -0.196 -0.141 -0.317 -0.258 -0.481 0.000 -0.179 -0.233 -0.217 -0.123 -0.201 -0.167 -0.200 -0.228 -0.139 -0.285 0.060 -0.248 -0.143 -0.207 -0.194 -0.167 -0.306 -0.184 -0.056 -0.287 -0.213 -0.345 -0.136 -0.258 -0.172 -0.105 -0.209 -0.223 -0.268 -0.144 -0.269 -0.065 -0.135 -0.036 -0.081 -0.164 -0.236 -0.234 -0.167 -0.148 -0.268 -0.162 -0.175 -0.262 0.301
-0.119 -0.144 -0.303 -0.132 -0.110 -0.155 -0.280 -0.104 -0.074 -0.146 -0.122 -0.187
-0.126 -0.107 -0.137 -0.113
-0.121 -0.031 -0.087 -0.121 -0.115 -0.161
-0.075 -0.115 -0.096 -0.142
-0.133 -0.182 -0.216 -0.167 -0.240 -0.169 -0.200 -0.172 -0.174 -0.057 -0.118 -0.216 -0.114 -0.116 -0.189 -0.178 -0.126 -0.200 -0.160 -0.111 -0.145 -0.152 -0.155 -0.117
-0.124 -0.107
-0.045 -0.227 -0.204 -0.171
-0.079 -0.173 -0.164 -0.143
-0.193 -0.124 -0.135 -0.123 -0.156
-0.177 -0.099 -0.115 -0.103 -0.127
-0.066 -0.076 -0.074 -0.071
-0.178 -0.148 -0.132 -0.115 -0.087 -0.074
-0.084 -0.079 -0.082 -0.134 -0.135 -0.122
-0.323 -0.183 -0.150 -0.127 -0.176 -0.191 -0.173 -0.153 -0.158 -0.123 -0.106 -0.148 0.000 -0.180 -0.146 -0.132 -0.560 -0.189 -0.241 -0.199 -0.068 -0.179 -0.146 -0.131 -0.190 -0.140 -0.144 -0.161 -0.118 -0.171 -0.065 -0.402 -0.117 -0.149 -0.197
-0.198 -0.167 -0.131 -0.104 -0.139 -0.124 -0.114 -0.106 -0.056 -0.069 -0.179 -0.123 -0.095 -0.091 -0.168 -0.148
-0.226 -0.181 -0.162 -0.153 -0.121 -0.124 -0.115 -0.123 -0.247 -0.182 -0.160 -0.259 -0.146 -0.123 -0.199 -0.177 -0.219 -0.155
-0.106 -0.244 -0.078 -0.175 -0.143 -0.163 -0.147 -0.238 -0.156 -0.096 -0.220 -0.184 -0.239 -0.122 -0.188 -0.120 -0.127 -0.167 -0.175
-0.122 -0.108 -0.091 -0.066 -0.134 -0.125 -0.119 -0.106
-0.183 -0.187 -0.257 -0.135 -0.147
-0.156 -0.151 -0.240 -0.112 -0.131
-0.119 -0.099 -0.090 -0.056 -0.151 -0.124 -0.101 -0.095 -0.151 -0.128 -0.122 -0.104 -0.148 -0.135 -0.131 -0.116
-0.181 -0.170 -0.142 -0.160 -0.146 -0.104 -0.083 -0.075 -0.162 -0.104 -0.099 -0.201 -0.139 -0.224 -0.155 -0.125 -0.147 -0.110 -0.120 -0.145 -0.152 -0.129 -0.242
0.000 0.006 0.014 0.012 0.002 0.009 0.000 0.001 0.007 0.007 0.014 0.010 0.006 0.006 0.000 -0.002 0.016 0.016 0.012 0.003 0.016 0.015 0.000 0.004 0.005 0.010 0.014 0.000 0.008 0.008 0.015 0.013 0.013 0.005 0.000 0.001 0.007 0.010 0.005 0.007 0.019 0.009 0.005 0.000 0.012 0.009 0.002 0.000 0.015 0.009 0.001 0.000 0.005 0.010 0.002 0.020 0.006 0.004 0.006 0.001 0.009 0.016 0.003 0.014 0.006 0.000 0.004 0.003 0.006 0.003 0.012 0.000 0.007 0.015 0.019 0.005 0.000 0.003 0.002 0.014 0.000 0.008 0.002 0.002 0.012 0.000 0.010 0.000 0.003 0.003 0.009 0.002 0.011 0.007 0.014 0.000 0.003 0.004 0.011 0.000 0.014 0.013 0.004 0.002 0.015 0.002 0.001 0.009 0.014 0.006 0.005 0.015 0.000 0.000 0.000 0.002 0.000 0.007 0.005 0.000 0.002 0.005 0.003 0.015 0.015 -0.012
0.003 0.006 0.010 0.008 0.002 0.005 0.010 0.001 0.004 0.004 0.008 0.007 0.008 0.008 0.006 0.003 0.009 0.010 0.014 0.002 0.012 0.010 0.000 0.007 0.007 0.006 0.009 0.007 0.006 0.005 0.010 0.009 0.006 0.006 0.004 0.004 0.004 0.007 0.004 0.005 0.013 0.007 0.009 0.000 0.007 0.009 0.004 0.004 0.010 0.009 0.002 0.000 0.004 0.009 0.015 0.014 0.006 0.006 0.004 0.006 0.006 0.011 0.003 0.009 0.005 0.005 0.005 0.018 0.004 0.003 0.011 0.000 0.007 0.012 0.012 0.008 0.003 0.005 0.006 0.024 0.000 0.006 0.009 0.006 0.007 0.003 0.008 0.004 0.005 0.003 0.009 0.002 0.011 0.004 0.009 0.003 0.005 0.011 0.011 0.000 0.011 0.011 0.007 0.007 0.010 0.003 0.003 0.008 0.007 0.007 0.004 0.011 0.001 0.004 0.000 0.003 0.003 0.007 0.009 0.004 0.002 0.005 0.004 0.009 0.012 -0.007
0.004 0.005 0.006 0.005 0.002 0.003 0.012 0.001 0.002 0.003 0.005 0.005 0.009 0.006 0.007 0.005 0.006 0.007 0.011 0.002 0.010 0.006 0.000 0.007 0.007 0.004 0.005 0.008 0.005 0.004 0.007 0.006 0.004 0.006 0.006 0.005 0.002 0.006 0.003 0.003 0.009 0.005 0.009 0.000 0.005 0.008 0.004 0.006 0.007 0.007 0.004 0.000 0.003 0.007 0.013 0.010 0.005 0.005 0.003 0.007 0.004 0.007 0.003 0.005 0.003 0.007 0.005 0.022 0.003 0.003 0.008 0.000 0.006 0.010 0.008 0.008 0.004 0.005 0.007 0.029 0.000 0.004 0.009 0.007 0.005 0.004 0.006 0.006 0.005 0.003 0.008 0.002 0.009 0.003 0.006 0.005 0.005 0.012 0.008 0.001 0.009 0.008 0.008 0.007 0.007 0.003 0.004 0.006 0.004 0.007 0.003 0.008 0.002 0.005 0.002 0.003 0.004 0.007 0.008 0.006 0.003 0.005 0.003 0.005 0.009 -0.004
0.004 0.002 0.002 0.003 0.002 0.001 0.007 0.001 0.000 0.001 0.004 0.002
0.001
0.000
0.001
0.001
0.003
0.003
0.000 0.001 0.002 0.002
0.000 0.001 0.001 0.001
0.002 0.005 0.006 0.002 0.004 0.006 0.004 0.006 0.003 0.001 0.004 0.005 0.002 0.002 0.003 0.003 0.003 0.004 0.002 0.002 0.003 0.004 0.006 0.001
0.001
0.001
0.002 0.003 0.003 0.004 0.002
0.002 0.002 0.001 0.002 0.001
0.000 0.001
0.001 0.001
0.003 0.002 0.002
0.002 0.001 0.001
0.000
0.000
0.001 0.002 0.005 0.002
0.001 0.001 0.003 0.002
0.001 0.001 0.002 0.001
0.008 0.003
0.002
0.001
0.003 0.004 0.006 0.000 0.001 0.006
0.000 0.002
0.000 0.002
0.001
0.001
0.005 0.002
0.004
0.003
0.002
0.001
0.001
0.003 0.004 0.002 0.003 0.002 0.005 0.003 0.012 0.001 0.002 0.005
0.002
0.001
0.001 0.002 0.002
0.001 0.001 0.001
0.001 0.005 0.001
0.001 0.004 0.001
0.003
0.002
0.006 0.004 0.002 0.005 0.004
0.003
0.002
0.004
0.002
0.002
0.001
0.001 0.004
0.001 0.002
0.002
0.001
0.002
0.001
0.003 0.000 0.000 0.001 0.001
0.002 0.000 0.000 0.001 0.001
0.003 0.003
0.002 0.002
0.003
0.002
0.001 0.001 0.002
0.001 0.001 0.001
0.002 0.001
0.001 0.001
0.005 0.006 0.002
0.002
0.002
0.001 0.003 0.006
0.002 0.001
0.002 0.001
0.005 0.001 0.000
0.003 0.001 0.000
0.004
0.020 0.002 0.005 0.005 0.002 0.003 0.003
0.002 0.005 0.001 0.005 0.001 0.003 0.003 0.006 0.005 0.004 0.005 0.004 0.006 0.003 0.003 0.003 0.002 0.003 0.002
0.006 0.003 0.002 0.002 0.016
15.05.2013
Russell 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM3 Ref
Dividend Yield
Next ExDividend Date
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
JNJ UN Equity
JOHNSON & JOHNSON
Health Care
87.50
3.02%
23.08.2013
12.38
12.82
12.99
13.05
13.98
15.33
-0.323 -0.259 -0.221 -0.177 -0.128 -0.103
0.018
0.011
0.008
0.006
0.004
0.002
JCI UN Equity
JOHNSON CONTROLS INC
Consumer Discretionary
36.69
2.18%
05.06.2013
18.37
20.53
21.07
21.52
23.57
24.49
-0.277 -0.307 -0.280 -0.219 -0.174 -0.149
0.008
0.011
0.009
0.004
0.002
0.001
JLL UN Equity
JONES LANG LASALLE INC
Financials
96.96
0.23%
15.11.2013
20.89
22.41
23.23
24.10
-0.292 -0.342 -0.342 -0.237
0.007
0.008
0.008
0.006
JOY UN Equity
JOY GLOBAL INC
Industrials
56.39
1.37%
04.06.2013
38.83
36.68
36.27
37.40
38.66
39.06
-0.175 -0.181 -0.173 -0.150 -0.136 -0.123
0.003
0.003
0.002
0.001
0.001
0.001
JPM UN Equity
JPMORGAN CHASE & CO
Financials
50.85
2.99%
04.10.2013
20.45
21.03
20.82
20.87
21.88
22.92
-0.362 -0.303 -0.280 -0.222 -0.184 -0.151
0.016
0.012
0.007
0.004
0.003
0.002
JNPR UN Equity
JUNIPER NETWORKS INC
Information Technology
17.04
30.85
31.49
33.18
36.06
36.88
37.78
-0.082 -0.160 -0.169 -0.116 -0.081 -0.082
0.012
0.009
0.007
0.002
0.000
0.000
KSU UN Equity
KANSAS CITY SOUTHERN
Industrials
116.35
0.76%
12.09.2013
26.72
26.96
27.26
28.06
-0.224 -0.191 -0.174 -0.166
0.003
0.003
0.003
0.003
KAR UN Equity
KAR AUCTION SERVICES INC
Industrials
23.73
3.20%
19.09.2013
35.07
26.85
25.89
0.000
0.003 -0.261
0.000
0.000
0.004
KBR UN Equity
KBR INC
Industrials
-0.227 -0.212 -0.197 -0.159
0.007
0.005
0.003
0.002
K UN Equity
KELLOGG CO
-0.208 -0.249 -0.256 -0.210 -0.114 -0.105
0.005
0.007
0.008
0.005
0.003
0.002
-0.102 -0.186 -0.205
0.000
0.004
0.005
-0.235 -0.158 -0.123 -0.126 -0.101 -0.088
32.07
1.00%
14.06.2013
26.41
27.42
28.04
28.83
Consumer Staples
65.47
2.78%
30.08.2013
11.34
12.76
13.46
13.89
KMPR UN Equity KEMPER CORP
Financials
33.71
2.97%
14.08.2013
KMT UN Equity
KENNAMETAL INC
Industrials
42.13
1.66%
09.08.2013
25.64
26.01
26.32
KEY UN Equity
KEYCORP
Financials
10.59
KRC UN Equity
KILROY REALTY CORP
Financials
KMB UN Equity
KIMBERLY-CLARK CORP
Consumer Staples
KIM UN Equity
KIMCO REALTY CORP
KMI UN Equity
KINDER MORGAN INC
KEX UN Equity KLAC UW Equity
14.63
14.90
2.08%
31.05.2013
19.60
20.30
20.93
22.31
24.73
26.42
0.008
0.008
0.008
0.005
0.003
0.002
58.25
2.49%
26.06.2013
16.83
16.78
16.74
17.08
-0.059 -0.059 -0.059 -0.188
0.000
0.000
0.000
0.004
104.54
3.17%
04.09.2013
16.34
16.07
16.44
17.25
18.35
19.87
-0.482 -0.434 -0.381 -0.282 -0.204 -0.161
0.017
0.014
0.011
0.007
0.004
0.002
Financials
24.71
3.48%
30.09.2013
14.69
15.25
15.87
0.000 -0.150 -0.203
0.000
0.003
0.005
Energy
40.08
4.29%
31.07.2013
17.10
16.69
16.73
17.79
19.69
20.45
-0.383 -0.275 -0.204 -0.151 -0.117 -0.120
0.020
0.017
0.014
0.007
0.002
0.002
KIRBY CORP
Industrials
80.10
21.99
23.25
24.01
25.02
-0.343 -0.320 -0.291 -0.205
0.006
0.006
0.005
0.004
KLA-TENCOR CORPORATION
Information Technology
55.19
2.45%
08.08.2013
25.04
26.73
27.54
27.92
27.53
28.18
-0.236 -0.225 -0.211 -0.170 -0.143 -0.126
0.011
0.006
0.004
0.002
0.002
0.001
KSS UN Equity
KOHLS CORP
Consumer Discretionary
49.45
2.91%
03.06.2013
28.04
25.35
24.37
24.30
24.41
24.78
-0.216 -0.245 -0.239 -0.184 -0.163 -0.152
0.008
0.006
0.004
0.003
0.002
0.001
KOS UN Equity
KOSMOS ENERGY LTD
Energy
11.50
45.76
42.76
40.43
0.041
0.000
0.002
0.003
KRFT UW Equity KRAFT FOODS GROUP INC
Consumer Staples
54.71
3.75%
28.06.2013
15.63
15.70
15.81
16.35
16.48
16.62
-0.295 -0.270 -0.244 -0.180 -0.141 -0.125
0.008
0.008
0.007
0.004
0.003
0.002
KR UN Equity
KROGER CO
Consumer Staples
35.14
1.92%
08.08.2013
22.88
21.32
20.98
21.31
21.26
21.50
-0.261 -0.265 -0.242 -0.180 -0.135 -0.118
0.011
0.011
0.009
0.004
0.002
0.001
KRO UN Equity
KRONOS WORLDWIDE INC
Materials
16.54
3.62%
09.09.2013
34.67
33.88
34.24
36.76
-0.140 -0.111 -0.085 -0.026
0.001
0.007
0.008
0.004
LTD UN Equity
L BRANDS INC
Consumer Discretionary
50.89
2.44%
05.06.2013
25.81
25.26
25.17
25.61
-0.319 -0.282 -0.253 -0.191 -0.154 -0.131
0.010
0.007
0.005
0.003
0.002
0.001
LLL UN Equity
L-3 COMMUNICATIONS HOLDINGS
Industrials
84.26
2.02%
16.08.2013
14.70
15.06
15.69
16.99
-0.404 -0.377 -0.323 -0.233
0.013
0.012
0.010
0.006
LH UN Equity
LABORATORY CRP OF AMER HLDGS
Health Care
95.80
15.75
17.20
18.09
19.28
-0.213 -0.218 -0.209 -0.162
0.005
0.005
0.005
0.004
LRCX UW Equity LAM RESEARCH CORP
Information Technology
47.81
23.71
24.81
25.54
26.72
27.48
28.86
-0.215 -0.214 -0.207 -0.170 -0.154 -0.131
0.006
0.006
0.005
0.003
0.001
0.001
LAMR UW Equity LAMAR ADVERTISING CO-A
Consumer Discretionary
48.38
29.38
27.11
26.60
26.92
26.22
26.21
-0.468 -0.367 -0.301 -0.246 -0.205 -0.181
0.015
0.010
0.006
0.003
0.002
0.001
LSTR UW Equity
LANDSTAR SYSTEM INC
Industrials
55.08
21.63
22.27
22.71
-0.373 -0.218 -0.122
0.014
0.003
0.000
LPI UN Equity
LAREDO PETROLEUM HOLDINGS IN
Energy
17.06
35.34
35.34
34.66
-0.306 -0.139 -0.122
0.006
0.003
0.002
LVS UN Equity
LAS VEGAS SANDS CORP
Consumer Discretionary
59.27
2.45%
18.09.2013
27.11
27.41
28.54
30.23
-0.222 -0.185 -0.162 -0.132 -0.100 -0.086
0.017
0.009
0.005
0.002
0.001
0.001
LAZ UN Equity
LAZARD LTD-CL A
Financials
34.88
2.87%
08.08.2013
22.86
24.27
25.09
26.05
-0.233 -0.269 -0.276 -0.242
0.005
0.003
0.002
0.003
LEA UN Equity
LEAR CORP
Consumer Discretionary
60.10
1.18%
05.06.2013
21.14
21.87
22.77
25.10
-0.376 -0.306 -0.261 -0.186
0.012
0.013
0.012
0.005
LM UN Equity
LEGG MASON INC
Financials
34.75
1.50%
04.10.2013
23.71
25.20
26.19
27.37
-0.265 -0.256 -0.250 -0.231
0.004
0.005
0.004
0.002
LEG UN Equity
LEGGETT & PLATT INC
Consumer Discretionary
34.00
3.50%
13.09.2013
20.17
20.03
20.22
20.92
-0.296 -0.248 -0.219 -0.188
0.005
0.007
0.007
0.005
LPS UN Equity
LENDER PROCESSING SERVICES
Information Technology
29.08
1.38%
27.08.2013
27.76
29.28
30.24
31.89
-0.327 -0.369 -0.352 -0.200
0.005
0.005
0.005
0.003
LEN UN Equity
LENNAR CORP-A
Consumer Discretionary
43.70
0.37%
05.07.2013
31.48
32.81
33.45
33.74
-0.225 -0.200 -0.182 -0.154 -0.082 -0.085
0.008
0.005
0.004
0.002
0.001
0.001
LII UN Equity
LENNOX INTERNATIONAL INC
Industrials
64.80
1.51%
26.06.2013
22.77
23.64
24.14
24.59
-0.244 -0.237 -0.228 -0.198
0.006
0.005
0.005
0.003
LUK UN Equity
LEUCADIA NATIONAL CORP
Financials
31.67
0.79%
13.09.2013
23.03
22.72
22.74
23.49
24.64
25.22
0.000 -0.107 -0.151 -0.137 -0.082 -0.037
0.000
0.004
0.005
0.003
0.002
0.001
LVLT UN Equity
LEVEL 3 COMMUNICATIONS INC
Telecommunication Services 24.00
38.50
37.61
37.27
37.77
37.60
37.35
-0.014 -0.036 -0.049 -0.052 -0.027 -0.043
0.010
0.006
0.004
0.002
0.001
0.001
LXK UN Equity
LEXMARK INTERNATIONAL INC-A
Information Technology
30.60
3.92%
28.08.2013
36.17
35.81
37.12
40.49
42.01
42.03
-0.261 -0.188 -0.162 -0.155 -0.135 -0.121
0.010
0.007
0.004
0.002
0.001
0.001
LBTYA UW Equity LIBERTY GLOBAL INC-A
Consumer Discretionary
76.49
24.25
24.10
24.26
24.81
25.42
25.91
-0.127 -0.102 -0.078 -0.059 -0.075 -0.085
0.012
0.008
0.007
0.005
0.000
0.001
LINTA UW Equity LIBERTY INTERACTIVE CORP-A
Consumer Discretionary
23.41
21.00
20.62
21.17
22.55
23.95
26.02
-0.232 -0.283 -0.259 -0.167 -0.109 -0.100
0.003
0.006
0.005
0.003
0.003
0.002
LMCA UW Equity LIBERTY MEDIA CORP - A
Consumer Discretionary
128.35
18.66
18.70
19.36
-0.100 -0.174 -0.200
0.002
0.005
0.005
LRY UN Equity
Financials
44.07
12.42
13.11
13.28
0.000 -0.123 -0.172
0.000
0.002
0.004
LVNTA UW Equity LIBERTY VENTURES - SER A
Consumer Discretionary
78.66
LIFE UW Equity
LIFE TECHNOLOGIES CORP
Health Care
73.54
LPNT UW Equity
LIFEPOINT HOSPITALS INC
Health Care
47.49
LECO UW Equity LINCOLN ELECTRIC HOLDINGS
Industrials
LNC UN Equity
LINCOLN NATIONAL CORP
0.001
0.001
LLTC UW Equity
0.001
0.001
0.004
0.003
LIBERTY PROPERTY TRUST
13.08.2013
25.76
30.42
34.23
26.11
32.21
34.86
0.039
0.004
4.31%
28.06.2013
8.23
7.20
6.62
7.35
0.000 -0.428 -0.564 -0.455
0.000
0.011
0.014
0.010
23.53
23.75
24.16
25.29
-0.076 -0.171 -0.200 -0.153
0.001
0.003
0.004
0.002
58.27
1.46%
25.09.2013
20.89
21.49
21.93
22.74
-0.072 -0.138 -0.167 -0.171
0.001
0.002
0.003
0.003
Financials
35.58
1.57%
10.07.2013
26.95
26.48
26.83
28.04
-0.414 -0.389 -0.343 -0.241 -0.166 -0.151
0.012
0.009
0.007
0.003
LINEAR TECHNOLOGY CORP
Information Technology
37.88
2.80%
14.08.2013
18.24
19.38
19.99
21.02
-0.109 -0.190 -0.210 -0.184
0.003
0.006
0.007
0.004
LNKD UN Equity
LINKEDIN CORP - A
Information Technology
191.42
33.97
32.64
39.50
41.13
-0.148 -0.114 -0.093 -0.079 -0.072 -0.064
0.010
0.007
0.003
0.001
LKQ UW Equity
LKQ CORP
Consumer Discretionary
25.24
26.59
27.32
27.96
LMT UN Equity
LOCKHEED MARTIN CORP
Industrials
102.33
4.69%
29.08.2013
14.27
14.78
15.19
16.03
L UN Equity
LOEWS CORP
Financials
45.93
0.54%
30.08.2013
13.57
13.93
14.28
15.11
LO UN Equity
LORILLARD INC
Consumer Staples
43.88
5.08%
28.08.2013
30.43
30.52
30.22
LOW UN Equity
LOWE'S COS INC
Consumer Discretionary
43.12
1.76%
22.07.2013
27.35
25.12
24.51
LPLA UW Equity
LPL FINANCIAL HOLDINGS INC
Financials
37.97
1.42%
14.08.2013
20.76
20.67
20.59
LSI UW Equity
LSI CORP
Information Technology
7.03
30.54
30.40
31.08
33.13
35.65
LYB UN Equity
LYONDELLBASELL INDU-CL A
Materials
64.77
3.40%
21.05.2013
28.32
28.56
28.92
29.93
31.07
MTB UN Equity
M & T BANK CORP
Financials
104.94
2.67%
30.05.2013
13.78
14.93
15.78
MAC UN Equity
MACERICH CO/THE
Financials
70.13
3.48%
15.08.2013
15.90
15.58
15.70
CLI UN Equity
MACK-CALI REALTY CORP
Financials
28.32
4.24%
05.07.2013
14.42
14.42
15.57
M UN Equity
MACY'S INC
Consumer Discretionary
48.38
2.07%
11.09.2013
24.65
24.04
23.94
24.48
MSG UW Equity
MADISON SQUARE GARDEN CO-A
Consumer Discretionary
61.95
21.55
21.97
22.29
22.91
MTW UN Equity
MANITOWOC COMPANY INC
Industrials
19.35
0.41%
27.11.2013
35.38
38.13
39.69
41.35
MAN UN Equity
MANPOWERGROUP INC
Industrials
56.81
1.62%
05.12.2013
26.01
27.08
28.07
30.18
MRO UN Equity
MARATHON OIL CORP
Energy
34.66
2.42%
12.08.2013
24.23
24.43
24.73
MPC UN Equity
MARATHON PETROLEUM CORP
Energy
79.92
1.86%
16.08.2013
33.15
32.40
MKL UN Equity
MARKEL CORP
Financials
MAR UN Equity
MARRIOTT INTERNATIONAL -CL A
Consumer Discretionary
43.98
1.55%
23.08.2013
18.48
MMC UN Equity
MARSH & MCLENNAN COS
Financials
40.55
2.47%
10.07.2013
MLM UN Equity
MARTIN MARIETTA MATERIALS
Materials
108.91
1.47%
31.05.2013
11.33
MRVL UW Equity MARVELL TECHNOLOGY GROUP LTD Information Technology
25.06
29.17
30.19
40.09
40.70
-0.196 -0.203 -0.200 -0.182
0.004
0.007
0.007
0.004
16.98
17.69
-0.467 -0.367 -0.308 -0.242 -0.179 -0.159
0.017
0.012
0.009
0.005
0.000 -0.092 -0.131 -0.150
0.000
0.003
0.004
0.003
27.05
24.14
23.83
-0.396 -0.287 -0.236 -0.182 -0.144 -0.128
0.017
0.009
0.004
0.003
0.002
0.001
24.93
25.67
26.64
-0.296 -0.238 -0.207 -0.179 -0.150 -0.131
0.011
0.008
0.006
0.003
0.002
0.001
-0.088 -0.126 -0.124
0.000
0.001
0.001
37.19
0.000 -0.142 -0.165 -0.138 -0.138 -0.101
0.000
0.004
0.004
0.002
0.001
0.001
31.70
-0.266 -0.251 -0.232 -0.177 -0.153 -0.133
0.008
0.006
0.004
0.003
0.000
0.000
-0.280 -0.256 -0.244
0.008
0.008
0.007
-0.095 -0.256 -0.306 -0.190
0.002
0.008
0.009
0.000
0.002
0.001
0.001
0.001
16.72 25.36
26.01
0.000 -0.067
0.005
0.000
0.000
0.001
-0.306 -0.259 -0.235 -0.206 -0.167 -0.145
0.012
0.009
0.006
0.003
-0.126 -0.161 -0.169 -0.145
0.006
0.006
0.005
0.003
-0.329 -0.253 -0.213 -0.179 -0.166 -0.143
0.012
0.006
0.004
0.002
41.98
43.25
-0.364 -0.334 -0.307 -0.208
0.014
0.010
0.008
0.003
25.32
26.09
26.77
-0.382 -0.297 -0.243 -0.182 -0.144 -0.127
0.014
0.010
0.007
0.003
0.002
0.001
32.62
33.91
35.57
36.67
-0.214 -0.185 -0.171 -0.137 -0.087 -0.084
0.007
0.005
0.005
0.003
0.000
0.000
19.96
21.00
22.27
23.63
24.87
-0.314 -0.351 -0.305 -0.201 -0.168 -0.150
0.008
0.009
0.008
0.004
0.002
0.001
14.03
13.44
13.75
15.22
-0.133 -0.226 -0.255 -0.234
0.001
0.003
0.005
0.005
23.70
23.85
24.35
-0.438 -0.351 -0.297
0.012
0.008
0.006
530.71
2.12%
11.06.2013
45.98
43.47
42.21
41.63
38.44
39.05
-0.331 -0.304 -0.273 -0.152 -0.070 -0.072
0.010
0.008
0.006
0.003
0.001
0.001
22.29
1.37%
03.07.2013
32.52
32.98
34.02
35.86
36.24
36.31
-0.296 -0.289 -0.261 -0.202 -0.159 -0.145
0.002
0.004
0.004
0.001
0.001
0.001
572.57
0.42%
10.07.2013
17.08
17.06
17.85
19.94
21.78
22.79
-0.413 -0.337 -0.284 -0.218 -0.162 -0.134
0.013
0.009
0.006
0.004
0.002
0.001
Industrials
26.06
2.30%
30.07.2013
27.33
27.75
28.02
28.37
0.000 -0.118 -0.172 -0.200
0.000
0.005
0.006
0.004
MATTEL INC
Consumer Discretionary
46.71
3.17%
26.08.2013
15.64
18.92
19.79
19.69
-0.228 -0.244 -0.226 -0.172 -0.131 -0.112
0.006
0.006
0.006
0.004
0.002
0.002
MXIM UW Equity
MAXIM INTEGRATED PRODUCTS
Information Technology
31.39
3.15%
26.08.2013
22.75
23.50
24.04
24.45
-0.207 -0.239 -0.239 -0.158
0.004
0.005
0.004
0.003
MBI UN Equity
MBIA INC
Financials
15.70
45.45
45.61
45.89
47.04
-0.190 -0.145 -0.124 -0.122 -0.141 -0.110
0.013
0.008
0.005
0.003
0.001
0.001
MKC UN Equity
MCCORMICK & CO-NON VTG SHRS
Consumer Staples
74.64
13.26
14.50
15.27
16.35
MDR UN Equity
MCDERMOTT INTL INC
Energy
9.01
33.58
36.58
38.17
MCD UN Equity
MCDONALD'S CORP
Consumer Discretionary
MHFI UN Equity
MCGRAW HILL FINANCIAL INC
Financials
MCK UN Equity
MCKESSON CORP
Health Care
MDU UN Equity
MDU RESOURCES GROUP INC
MJN UN Equity MWV UN Equity
MAS UN Equity
MASCO CORP
Industrials
MA UN Equity
MASTERCARD INC-CLASS A
Information Technology
MATX UN Equity
MATSON INC
MAT UW Equity
1.93%
02.07.2013
20.41
21.74
45.18
45.15
-0.591 -0.387 -0.263 -0.148
0.023
0.018
0.014
0.006
39.44
40.82
41.50
0.206 -0.047 -0.153 -0.127 -0.092 -0.075
0.015
0.010
0.007
0.004
0.000
0.000
101.77
3.22%
30.05.2013
12.99
12.72
13.20
14.15
14.81
15.56
-0.320 -0.254 -0.201 -0.147 -0.109 -0.105
0.016
0.014
0.011
0.007
0.004
0.002
55.70
2.04%
23.08.2013
21.18
23.95
25.19
25.46
24.18
23.27
-0.399 -0.288 -0.226 -0.157 -0.127 -0.108
0.013
0.008
0.005
0.002
0.001
0.001
115.80
0.83%
30.05.2013
16.20
17.76
18.49
18.63
19.26
20.36
-0.390 -0.316 -0.275 -0.219 -0.200 -0.172
0.013
0.011
0.009
0.005
0.003
0.002
Utilities
26.77
2.63%
04.06.2013
50.40
50.41
50.41
0.773
-0.022 -0.025 -0.026
MEAD JOHNSON NUTRITION CO
Consumer Staples
80.54
1.74%
27.06.2013
22.07
24.62
25.42
24.34
0.000
0.000
MEADWESTVACO CORP
2.96%
30.07.2013
26.22
25.21
24.52
23.43
50.68
54.34
56.25
57.84
0.001
0.001
24.53
24.79
51.76
50.31
0.629
0.544
-0.300 -0.173 -0.118 -0.146 -0.065 -0.078
0.013
0.007
0.004
0.005
-0.317 -0.242 -0.195 -0.164
0.022
0.014
0.009
0.004
-0.338 -0.275 -0.238 -0.193 -0.196 -0.151
0.006
0.003
0.002
0.001
Materials
35.86
MDVN UW Equity MEDIVATION INC
Health Care
51.86
MD UN Equity
MEDNAX INC
Health Care
91.03
20.24
21.66
22.60
24.09
-0.350 -0.306 -0.277 -0.238
0.009
0.006
0.004
0.003
MDT UN Equity
MEDTRONIC INC
Health Care
49.86
2.25%
03.07.2013
18.19
17.21
16.89
17.71
18.81
19.45
-0.335 -0.232 -0.173 -0.168 -0.152 -0.140
0.015
0.013
0.011
0.006
0.003
0.002
MRK UN Equity
MERCK & CO. INC.
Health Care
46.74
3.77%
14.06.2013
15.76
15.90
16.29
17.08
18.46
19.91
-0.378 -0.272 -0.215 -0.167 -0.128 -0.112
0.015
0.010
0.007
0.005
0.003
0.002
MCY UN Equity
MERCURY GENERAL CORP
Financials
45.95
5.34%
13.09.2013
17.08
18.18
18.81
19.26
0.000 -0.181 -0.219 -0.151
0.000
0.010
0.012
0.007
MET UN Equity
METLIFE INC
Financials
42.57
2.58%
06.08.2013
23.75
23.69
24.17
24.94
-0.377 -0.342 -0.278 -0.196 -0.155 -0.137
0.010
0.008
0.006
0.003
0.002
0.001
MTD UN Equity
METTLER-TOLEDO INTERNATIONAL
Health Care
21.09
21.47
21.52
-0.163 -0.147 -0.143
0.001
0.000
0.000
MFA UN Equity
MFA FINANCIAL INC
Financials
9.12
9.65%
10.07.2013
15.60
17.18
16.75
0.000 -0.153 -0.159
0.000
0.002
0.002
MGM UN Equity
MGM RESORTS INTERNATIONAL
Consumer Discretionary
15.80
32.28
32.20
33.32
35.14
35.24
35.97
-0.214 -0.168 -0.143 -0.111 -0.082 -0.077
0.016
0.009
0.005
0.002
0.001
0.001
KORS UN Equity
MICHAEL KORS HOLDINGS LTD
47.26
44.94
43.44
41.54
41.20
41.17
-0.240 -0.196 -0.170 -0.149 -0.120 -0.105
0.005
0.004
0.003
0.001
0.001
0.001
3.76%
20.08.2013
18.83
19.56
20.31
22.01
-0.225 -0.283 -0.267 -0.203
0.006
0.007
0.006
0.002
41.62
41.27
41.64
42.79
-0.201 -0.227 -0.217 -0.174 -0.159 -0.159
0.007
0.005
0.003
0.002
0.001
0.001
-0.210 -0.236 -0.239 -0.194
0.003
0.007
0.007
0.004
-0.392 -0.240 -0.196 -0.143 -0.115 -0.089
0.014
0.008
0.007
0.005
0.003
0.002
227.81
26.45
27.67
Consumer Discretionary
61.24
MCHP UW Equity MICROCHIP TECHNOLOGY INC
Information Technology
37.73
MU UW Equity
Information Technology
10.86
MCRS UW Equity MICROS SYSTEMS INC
Information Technology
43.39
23.51
24.09
24.58
25.75
MSFT UW Equity MICROSOFT CORP
Information Technology
33.72
3.00%
14.08.2013
19.58
20.21
19.83
19.70
MAA UN Equity
MID-AMERICA APARTMENT COMM
Financials
72.94
3.88%
11.07.2013
11.91
12.14
12.29
12.45
-0.059 -0.100 -0.109 -0.057
0.000
0.002
0.003
0.001
MHK UN Equity
MOHAWK INDUSTRIES INC
Consumer Discretionary
119.40
26.44
27.94
28.63
28.99
-0.206 -0.196 -0.184 -0.150
0.005
0.004
0.003
0.002
MOLX UW Equity MOLEX INC
Information Technology
29.46
3.26%
25.09.2013
19.95
22.04
22.71
22.54
0.000 -0.120 -0.158 -0.135
0.000
0.003
0.004
0.005
TAP UN Equity
MOLSON COORS BREWING CO -B
Consumer Staples
51.01
2.82%
06.06.2013
29.09
29.52
28.68
26.57
25.76
25.79
-0.173 -0.146 -0.131 -0.122 -0.114 -0.094
0.012
0.007
0.005
0.003
0.001
0.001
MCP UN Equity
MOLYCORP INC
Materials
7.01
76.78
77.48
77.50
76.04
75.99
74.66
0.052 -0.078 -0.135 -0.130 -0.073 -0.082
0.008
0.005
0.004
0.002
0.001
0.001
MDLZ UW Equity MONDELEZ INTERNATIONAL INC-A
Consumer Staples
31.39
1.66%
28.06.2013
25.40
22.76
21.21
20.42
18.97
20.84
-0.577 -0.448 -0.349 -0.202 -0.070 -0.048
0.023
0.016
0.012
0.005
0.004
0.002
MON UN Equity
Materials
108.67
1.50%
03.07.2013
18.72
20.51
21.11
21.61
23.25
24.60
-0.408 -0.277 -0.224 -0.189 -0.155 -0.131
0.015
0.012
0.009
0.004
0.002
0.001
34.20
34.56
35.03
36.51
37.15
37.20
-0.309 -0.292 -0.274 -0.225 -0.167 -0.143
0.016
0.010
0.006
0.003
0.001
0.001
MICRON TECHNOLOGY INC
MONSANTO CO
43.04
42.70
20.75
22.01
MNST UW Equity MONSTER BEVERAGE CORP
Consumer Staples
56.71
MCO UN Equity
MOODY'S CORP
Financials
67.38
1.25%
22.08.2013
27.17
28.81
29.47
29.68
28.29
28.67
-0.362 -0.311 -0.270 -0.200 -0.172 -0.143
0.010
0.007
0.005
0.003
0.002
0.001
MS UN Equity
MORGAN STANLEY
Financials
24.45
0.94%
29.07.2013
28.94
30.04
30.08
29.30
29.49
30.65
-0.389 -0.326 -0.283 -0.224 -0.162 -0.128
0.009
0.005
0.003
0.002
0.001
0.001
MORN UW Equity MORNINGSTAR INC
Consumer Discretionary
70.40
0.75%
09.10.2013
17.53
18.03
18.39
18.94
-0.088 -0.211 -0.252 -0.170
0.001
0.005
0.006
0.002
MOS UN Equity
MOSAIC CO/THE
Materials
61.31
2.06%
30.07.2013
26.85
27.24
27.56
28.32
28.15
27.63
-0.122 -0.131 -0.136 -0.134 -0.141 -0.133
0.018
0.010
0.006
0.002
0.002
0.001
MSI UN Equity
MOTOROLA SOLUTIONS INC
Information Technology
56.99
1.98%
13.09.2013
18.49
18.61
19.33
20.97
21.93
22.21
-0.168 -0.223 -0.211 -0.166 -0.149 -0.134
0.006
0.013
0.012
0.004
0.002
0.001
MRC UN Equity
MRC GLOBAL INC
Industrials
32.32
27.27
26.52
26.24
26.60
-0.080 -0.183 -0.220 -0.182
0.000
0.004
0.006
0.005
MSM UN Equity
MSC INDUSTRIAL DIRECT CO-A
Industrials
83.48
20.01
21.59
22.56
23.89
-0.153 -0.334 -0.384 -0.298
0.001
0.008
0.010
0.008
MSCI UN Equity
MSCI INC
Financials
34.37
21.88
23.31
24.02
24.67
-0.141 -0.223 -0.250 -0.209
0.003
0.004
0.005
0.004
MUR UN Equity
MURPHY OIL CORP
Energy
63.57
21.44
22.38
23.01
24.14
25.10
25.28
-0.191 -0.249 -0.236 -0.183 -0.163 -0.158
0.005
0.007
0.006
0.003
0.002
0.001
MYL UW Equity
MYLAN INC
Health Care
30.03
23.79
23.59
23.61
23.79
24.35
25.15
-0.073 -0.139 -0.156 -0.144 -0.111 -0.096
0.004
0.008
0.007
0.003
0.002
0.001
MYGN UW Equity MYRIAD GENETICS INC
Health Care
33.73
53.44
63.31
57.92
48.12
-0.346 -0.394 -0.310 -0.219
0.005
0.003
0.001
0.000
NBR UN Equity NABORS INDUSTRIES LTD NDAQ UW Equity NASDAQ OMX GROUP/THE
Energy Financials
15.75 30.98
37.25 25.51
38.09 25.31
38.63 25.22
39.43 25.25
-0.120 -0.103 -0.096 -0.101 -0.097 -0.081 -0.150 -0.121 -0.108 -0.108
0.003 0.008
0.003 0.006
0.002 0.004
0.002 0.003
0.001
0.001
1.51%
10.07.2013
1.47%
16.08.2013
1.02% 1.68%
09.09.2013 11.09.2013
40.56
42.25
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
Russell 1000 Index
15.05.2013
Ticker
Name
NFG UN Equity NATI UW Equity NOV UN Equity NNN UN Equity NAV UN Equity NCR UN Equity NTAP UW Equity NFLX UW Equity N UN Equity NSR UN Equity NYCB UN Equity NWL UN Equity NFX UN Equity NEU UN Equity NEM UN Equity NWSA UW Equity NEE UN Equity NLSN UN Equity NIHD UW Equity NKE UN Equity NI UN Equity NBL UN Equity NDSN UW Equity JWN UN Equity NSC UN Equity NU UN Equity NTRS UW Equity NOC UN Equity NCLH UW Equity NRG UN Equity NUS UN Equity NUAN UW Equity NUE UN Equity NVE UN Equity NVDA UW Equity NVR UN Equity NYX UN Equity ORLY UW Equity OXY UN Equity OII UN Equity OGE UN Equity OIS UN Equity ORI UN Equity OCR UN Equity OMC UN Equity ONNN UW Equity OKE UN Equity ONXX UW Equity ORCL UW Equity OSK UN Equity OC UN Equity OI UN Equity PCAR UW Equity PKG UN Equity PLL UN Equity PANW UN Equity P UN Equity PNRA UW Equity PH UN Equity PRE UN Equity PDCO UW Equity PTEN UW Equity PAYX UW Equity PBF UN Equity BTU UN Equity PENN UW Equity PNR UN Equity PBCT UW Equity POM UN Equity PEP UN Equity PKI UN Equity PRGO UW Equity PETM UW Equity PFE UN Equity PCG UN Equity PM UN Equity PSX UN Equity PDM UN Equity PNW UN Equity PXD UN Equity PBI UN Equity PXP UN Equity PCL UN Equity PMCS UW Equity PNC UN Equity PII UN Equity PLCM UW Equity PPO UN Equity BPOP UW Equity PPS UN Equity PPG UN Equity PPL UN Equity PX UN Equity PCP UN Equity PCLN UW Equity PFG UN Equity PRA UN Equity PG UN Equity PGR UN Equity PLD UN Equity PL UN Equity PRU UN Equity PEG UN Equity PSA UN Equity PHM UN Equity PVH UN Equity QEP UN Equity QGEN UW Equity QCOM UW Equity PWR UN Equity DGX UN Equity STR UN Equity RAX UN Equity RL UN Equity RRC UN Equity RJF UN Equity RYN UN Equity RTN UN Equity RLGY UN Equity O UN Equity RHT UN Equity RGC UN Equity RBC UN Equity REG UN Equity REGN UW Equity RF UN Equity
NATIONAL FUEL GAS CO NATIONAL INSTRUMENTS CORP NATIONAL OILWELL VARCO INC NATIONAL RETAIL PROPERTIES NAVISTAR INTERNATIONAL CORP NCR CORPORATION NETAPP INC NETFLIX INC NETSUITE INC NEUSTAR INC-CLASS A NEW YORK COMMUNITY BANCORP NEWELL RUBBERMAID INC NEWFIELD EXPLORATION CO NEWMARKET CORP NEWMONT MINING CORP NEWS CORP-CL A NEXTERA ENERGY INC NIELSEN HOLDINGS NV NII HOLDINGS INC NIKE INC -CL B NISOURCE INC NOBLE ENERGY INC NORDSON CORP NORDSTROM INC NORFOLK SOUTHERN CORP NORTHEAST UTILITIES NORTHERN TRUST CORP NORTHROP GRUMMAN CORP NORWEGIAN CRUISE LINE HOLDIN NRG ENERGY INC NU SKIN ENTERPRISES INC - A NUANCE COMMUNICATIONS INC NUCOR CORP NV ENERGY INC NVIDIA CORP NVR INC NYSE EURONEXT O'REILLY AUTOMOTIVE INC OCCIDENTAL PETROLEUM CORP OCEANEERING INTL INC OGE ENERGY CORP OIL STATES INTERNATIONAL INC OLD REPUBLIC INTL CORP OMNICARE INC OMNICOM GROUP ON SEMICONDUCTOR CORPORATION ONEOK INC ONYX PHARMACEUTICALS INC ORACLE CORP OSHKOSH CORP OWENS CORNING OWENS-ILLINOIS INC PACCAR INC PACKAGING CORP OF AMERICA PALL CORP PALO ALTO NETWORKS INC PANDORA MEDIA INC PANERA BREAD COMPANY-CLASS A PARKER HANNIFIN CORP PARTNERRE LTD PATTERSON COS INC PATTERSON-UTI ENERGY INC PAYCHEX INC PBF ENERGY INC PEABODY ENERGY CORP PENN NATIONAL GAMING INC PENTAIR LTD-REGISTERED PEOPLE'S UNITED FINANCIAL PEPCO HOLDINGS INC PEPSICO INC PERKINELMER INC PERRIGO CO PETSMART INC PFIZER INC P G & E CORP PHILIP MORRIS INTERNATIONAL PHILLIPS 66 PIEDMONT OFFICE REALTY TRU-A PINNACLE WEST CAPITAL PIONEER NATURAL RESOURCES CO PITNEY BOWES INC PLAINS EXPLORATION & PRODUCT PLUM CREEK TIMBER CO PMC - SIERRA INC PNC FINANCIAL SERVICES GROUP POLARIS INDUSTRIES INC POLYCOM INC POLYPORE INTERNATIONAL INC POPULAR INC POST PROPERTIES INC PPG INDUSTRIES INC PPL CORPORATION PRAXAIR INC PRECISION CASTPARTS CORP PRICELINE.COM INC PRINCIPAL FINANCIAL GROUP PROASSURANCE CORP PROCTER & GAMBLE CO/THE PROGRESSIVE CORP PROLOGIS INC PROTECTIVE LIFE CORP PRUDENTIAL FINANCIAL INC PUBLIC SERVICE ENTERPRISE GP PUBLIC STORAGE PULTEGROUP INC PVH CORP QEP RESOURCES INC QIAGEN N.V. QUALCOMM INC QUANTA SERVICES INC QUEST DIAGNOSTICS INC QUESTAR CORP RACKSPACE HOSTING INC RALPH LAUREN CORP RANGE RESOURCES CORP RAYMOND JAMES FINANCIAL INC RAYONIER INC RAYTHEON COMPANY REALOGY HOLDINGS CORP REALTY INCOME CORP RED HAT INC REGAL ENTERTAINMENT GROUP-A REGAL-BELOIT CORP REGENCY CENTERS CORP REGENERON PHARMACEUTICALS REGIONS FINANCIAL CORP
GICS_SECTOR_NAME
ATM3 Ref
Utilities 63.42 Information Technology 28.61 Energy 67.10 Financials 41.45 Industrials 36.06 Information Technology 30.73 Information Technology 35.96 Consumer Discretionary 244.10 Information Technology 94.74 Information Technology 47.92 Financials 13.46 Consumer Discretionary 28.04 Energy 23.46 Materials 270.10 Materials 31.73 Consumer Discretionary 33.20 Utilities 80.69 Industrials 34.85 Telecommunication Services 7.46 Consumer Discretionary 65.83 Utilities 29.73 Energy 117.05 Industrials 73.48 Consumer Discretionary 61.38 Industrials 80.07 Utilities 44.41 Financials 56.75 Industrials 78.91 Consumer Discretionary 30.92 Utilities 27.73 Consumer Staples 61.99 Information Technology 18.58 Materials 45.05 Utilities 20.76 Information Technology 14.74 Consumer Discretionary 1003.26 Financials 41.12 Consumer Discretionary 111.68 Energy 90.25 Energy 73.49 Utilities 71.56 Energy 100.60 Financials 14.39 Health Care 45.27 Consumer Discretionary 63.59 Information Technology 8.14 Utilities 49.13 Health Care 99.03 Information Technology 34.04 Industrials 39.35 Industrials 44.91 Materials 28.72 Industrials 53.01 Materials 50.49 Industrials 69.92 Information Technology 52.25 Consumer Discretionary 16.97 Consumer Discretionary 185.11 Industrials 96.77 Financials 93.24 Health Care 38.73 Energy 22.27 Information Technology 38.26 Energy 30.84 Energy 19.96 Consumer Discretionary 58.03 Industrials 57.35 Financials 13.78 Utilities 21.97 Consumer Staples 83.80 Health Care 32.50 Health Care 120.66 Consumer Discretionary 69.37 Health Care 29.32 Utilities 47.11 Consumer Staples 95.58 Energy 64.86 Financials 20.70 Utilities 59.89 Energy 137.91 Industrials 14.84 Energy 44.27 Financials 52.70 Information Technology 6.03 Financials 70.31 Consumer Discretionary 90.25 Information Technology 11.05 Industrials 40.03 Financials 30.23 Financials 49.93 Materials 156.71 Utilities 31.90 Materials 114.15 Industrials 210.84 Consumer Discretionary 805.74 Financials 37.89 Financials 51.21 Consumer Staples 80.60 Financials 26.12 Financials 43.52 Financials 39.07 Financials 66.81 Utilities 34.64 Financials 165.71 Consumer Discretionary 24.22 Consumer Discretionary 119.32 Energy 29.11 Health Care 18.89 Information Technology 65.30 Industrials 29.56 Health Care 59.55 Utilities 25.52 Information Technology 42.03 Consumer Discretionary 186.08 Energy 75.35 Financials 44.22 Financials 60.14 Industrials 65.08 Financials 52.27 Financials 53.74 Information Technology 53.83 Consumer Discretionary 18.75 Industrials 68.30 Financials 58.35 Health Care 278.09 Financials 9.03
Dividend Yield
Next ExDividend Date
2.36% 2.10% 0.80% 3.91%
28.06.2013 15.08.2013 12.06.2013 31.07.2013
7.43% 2.14%
07.08.2013 30.08.2013
1.37% 5.36% 0.60% 3.36% 1.84%
13.09.2013 06.09.2013 09.09.2013 29.05.2013 17.09.2013
1.37% 3.36% 0.96% 0.94% 2.00% 2.87% 3.37% 2.18% 3.09%
05.09.2013 30.10.2013 08.08.2013 30.08.2013 04.09.2013 07.08.2013 28.08.2013 09.09.2013 29.08.2013
1.75% 1.97%
31.07.2013 21.08.2013
3.27% 3.85% 2.04%
28.06.2013 06.09.2013 21.08.2013
2.92%
13.09.2013
2.89% 1.20% 2.40%
10.09.2013 28.08.2013 10.07.2013
5.02% 1.24% 2.59%
04.09.2013 07.06.2013 14.06.2013
3.30%
07.08.2013
0.62%
07.10.2013
1.28% 2.67% 1.52%
16.08.2013 17.09.2013 31.07.2013
2.05% 2.77% 1.70% 0.99% 3.53% 0.97% 1.93%
20.08.2013 21.08.2013 05.07.2013 13.09.2013 01.08.2013
1.85% 4.74% 4.92% 2.71% 0.86% 0.31% 1.12% 3.41% 3.90% 3.84% 2.49% 3.86% 3.74% 0.14% 10.11%
24.07.2013 31.07.2013 12.09.2013 04.09.2013 24.07.2013 28.08.2013 31.07.2013 07.08.2013 28.06.2013 25.06.2013 11.07.2013 30.08.2013 01.08.2013 26.09.2013 07.08.2013
3.38%
14.08.2013
2.59% 1.92%
12.07.2013 28.08.2013
2.20% 1.58% 4.65% 2.15% 0.07%
28.06.2013 09.08.2013 09.09.2013 05.09.2013 05.06.2013
2.51% 2.00% 3.06% 1.63% 2.57% 2.05% 2.43% 4.17% 3.11%
05.09.2013 27.06.2013 17.07.2013 21.01.2014 13.09.2013 14.08.2013 23.08.2013 04.09.2013 09.09.2013
0.16% 0.27%
23.05.2013 29.05.2013
2.14%
04.09.2013
2.12% 2.82%
28.06.2013 14.08.2013
0.97% 0.24% 1.36% 3.13% 3.44%
26.06.2013 14.06.2013 02.07.2013 14.06.2013 05.07.2013
4.06%
26.06.2013
4.48% 1.17% 3.96%
10.09.2013 02.10.2013 12.08.2013
1.33%
18.09.2013
30.07.2013
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
18.89 24.40 24.07 16.96 54.48 24.28 39.15 40.31 24.25 24.01 15.30 18.89 34.40 19.72 31.89 22.17 12.32 16.67 81.66 18.25 15.60 24.61 29.20 22.05 18.05 13.04 14.84 14.66 35.75 21.79 31.25 35.95 21.45 18.57 24.05
18.91 24.33 25.05 15.14 50.92 27.13 35.03 41.09 24.67 24.58 15.00 20.10 36.50 22.95 31.95 23.32 12.28 20.55 80.57 22.36 15.23 24.76 28.06 20.68 19.01 13.49 16.24 15.91 36.63 23.34 33.39 37.64 22.39 18.59 24.48
19.42 24.66 25.75 14.27 49.59 28.16 33.10 45.58 26.24 25.61 15.19 20.90 37.68 24.54 32.14 24.36 12.44 21.96 79.68 22.92 15.33 24.87 27.45 20.74 19.65 13.64 17.05 16.71 36.92 24.12 34.33 38.59 22.52 18.20 26.36
13.32 17.82 23.17 24.02 11.90 33.21 20.37 18.84 16.35 32.71 20.14 33.69 20.44 32.10 23.10 27.18 20.17 19.31 20.00 46.83 72.24 20.04 19.77 15.80 22.11 32.56 13.44 41.93 39.06 19.48 21.65 14.32 13.05 13.15 28.22 15.97 28.26 16.19 15.53 13.97 32.67 14.23 10.70 30.06 31.50 27.81 14.15 30.79 15.92 25.57 38.30 40.13 22.14 16.10 20.37 13.23 14.62 18.28 21.76 18.93 41.67 13.60 16.23 16.32 22.66 23.15 13.41 13.11 36.58 27.24 35.28 27.54 17.22 25.66 18.44 16.86 38.60 28.62 29.39 22.36 14.43 14.00 29.80 15.43 31.10 24.29 22.45 14.60 38.88 20.19
13.11 20.60 24.74 24.43 13.69 32.88 20.09 20.73 17.43 34.55 20.48 34.45 21.38 32.21 24.78 29.06 22.10 21.53 20.51 43.18 67.41 23.62 21.58 16.54 20.82 33.85 14.22 42.83 39.86 20.31 22.91 14.27 12.79 13.18 28.39 16.92 24.72 16.28 14.51 15.19 34.21 14.23 12.57 30.44 31.33 26.22 15.53 33.69 17.00 27.40 39.59 40.62 24.54 17.19 21.29 12.55 15.02 18.99 22.28 18.47 32.30 13.27 16.80 16.91 21.06 23.57 13.58 13.86 36.49 26.92 33.11 28.35 18.58 27.14 19.84 16.88 41.61 25.56 30.61 22.95 14.97 14.68 29.72 15.17 30.05 22.50 24.92 14.76 40.21 22.04
13.19 21.80 25.50 24.99 14.64 32.66 20.08 21.92 17.85 35.39 20.80 35.20 21.46 32.84 25.66 29.88 22.97 22.23 20.71 41.25 64.14 25.19 22.55 16.91 20.38 34.60 14.75 43.48 40.40 21.12 23.67 14.22 13.12 13.49 28.51 17.83 23.33 17.20 14.04 15.87 34.75 14.23 13.50 30.76 32.34 24.84 16.14 35.21 17.66 28.40 41.76 41.37 25.74 17.79 21.84 12.45 15.75 19.69 24.13 19.10 25.62 13.52 17.19 17.59 21.68 23.95 13.73 14.48 37.31 26.80 31.81 28.18 19.67 27.88 20.42 17.37 42.99 24.70 31.22 23.40 15.62 14.99 29.78 15.14 29.68 22.32 26.01 15.22 39.86 23.03
26.11 26.82 14.32 48.47 31.65 49.49
15.92 21.99 38.98 25.60 32.86 25.16 13.14 21.56 77.87 22.17 25.07 27.10 22.08 20.68 17.73 17.34 36.42 24.55 34.11 38.69 22.62 16.53 29.12 14.28 22.12 25.73
28.42
29.31
46.57
46.12
30.15 45.98
30.27 44.99
40.23
41.15
33.15 25.40 13.93
33.98 27.00 14.73
71.82 23.40
71.63 24.98
25.60
26.19
23.11 22.07
23.79 23.00
23.86 35.58 37.23 24.07
24.71 35.08 37.00 25.05
29.30
30.03
14.61 22.31 26.41
14.21 23.53 27.26
15.65 32.29 23.47
25.19
26.99
36.47 37.09 21.74 33.72 26.32 30.11 23.70 20.59 40.42 60.07 25.83 23.35 17.34 35.26 15.74 45.20 41.26 24.67 14.56 14.37 14.04 28.72 20.01 23.34 17.55 14.08 16.64 34.30 14.49
38.72 22.94
38.92 24.45
28.63
30.09
24.75
26.18
50.65 26.25
53.00 27.17
36.24 16.16
37.45 16.65
42.54
43.34
14.65
15.54
23.74 18.87
24.29 20.50
17.63 34.38
18.66 34.82
31.47 34.36 22.70 16.38 36.89 18.83 29.20
32.63 34.52 22.88 17.34
32.73 34.44 21.30 18.02
20.27 30.81
21.14 31.49
43.72 27.00 18.37 22.65 12.79
44.20
45.95
23.57 13.45
23.96 13.49
29.78
30.41
21.26 27.98 19.94 14.13 17.72 19.09
14.49
15.51
24.71 14.46 15.57 38.83 26.88 30.41 26.02 21.39 28.31 20.45
27.15
27.97
38.81
39.03
23.33
24.52
43.27 25.43 31.42 24.26 16.53 15.33 30.19 15.55 30.54
42.57 25.77 31.65
42.48 25.96 30.49
15.89
16.39
29.69
30.94
26.44 38.64 23.76
38.69 26.60
38.59 28.67
-0.217 0.000 -0.329 0.083 -0.353 -0.118 -0.215 -0.104 -0.231 -0.085 -0.115 -0.252 -0.311 -0.212 -0.165 -0.204 -0.218 0.000 -0.229 -0.349 -0.120 -0.335 -0.153 -0.316 -0.373 0.000 -0.061 -0.281 0.000 -0.304 -0.256 -0.046 -0.464 0.000 -0.126
-0.169 -0.167 -0.239 -0.116 -0.377 -0.177 -0.196 -0.152 -0.283 -0.252 -0.029 -0.224 -0.253 -0.191 -0.134 -0.187 -0.244 -0.106 -0.172 -0.250 -0.227 -0.277 -0.128 -0.300 -0.308 -0.118 -0.240 -0.280 -0.088 -0.266 -0.247 0.030 -0.317 0.010 -0.009
-0.165 -0.223 -0.191 -0.199 -0.362 -0.183 -0.189 -0.157 -0.279 -0.295 -0.016 -0.205 -0.215 -0.181 -0.121 -0.176 -0.250 -0.138 -0.140 -0.217 -0.267 -0.238 -0.120 -0.265 -0.265 -0.159 -0.261 -0.271 -0.130 -0.240 -0.242 0.010 -0.239 0.002 -0.005
-0.183 -0.293 -0.155 -0.294 -1.830 -0.263 -0.197 -0.314 -0.279 0.000 -0.202 -0.024 -0.290 -0.420 -0.274 -0.264 -0.370 -0.217 -0.357 -0.102 -0.114 -0.331 -0.335 -0.096 -0.433 -0.193 -0.342 -0.135 -0.238 -0.108 -0.219 -0.155 0.000 -0.294 -0.113 -0.181 -0.279 -0.269 0.000 -0.495 -0.121 0.000 0.000 -0.248 -0.217 -0.289 -0.284 0.000 -0.490 -0.324 -0.005 -0.377 -0.200 0.000 -0.461 -0.108 -0.568 -0.388 -0.113 -0.300 0.000 -0.503 -0.194 -0.275 -0.248 -0.428 0.000 -0.278 -0.221 -0.316 -0.054 -0.025 -0.296 -0.160 -0.022 -0.178 -0.159 -0.309 -0.229 -0.110 -0.224 -0.392 -0.232 -0.156 -0.050 -0.106 -0.075 -0.133 0.024 -0.446
-0.227 -0.166 -0.122 -0.217 -1.090 -0.201 -0.195 -0.246 -0.312 -0.101 -0.189 -0.096 -0.299 -0.303 -0.300 -0.239 -0.320 -0.272 -0.218 -0.104 -0.121 -0.250 -0.284 -0.108 -0.436 -0.192 -0.325 -0.159 -0.194 -0.208 -0.239 -0.153 -0.097 -0.299 -0.116 -0.056 -0.218 -0.261 -0.100 -0.345 -0.123 0.000 0.002 -0.228 -0.288 -0.017 -0.253 -0.145 -0.404 -0.268 -0.070 -0.249 -0.317 -0.192 -0.371 -0.125 -0.467 -0.274 -0.102 -0.376 -0.190 -0.374 -0.257 -0.313 -0.304 -0.344 -0.065 -0.303 -0.213 -0.266 -0.059 0.005 -0.237 -0.195 -0.099 -0.265 -0.164 -0.257 -0.197 -0.180 -0.310 -0.330 -0.208 -0.212 -0.116 -0.249 -0.150 -0.080 -0.081 -0.313
-0.244 -0.135 -0.118 -0.180 -0.489 -0.161 -0.141 -0.215 -0.270 -0.137 -0.175 -0.123 -0.262 -0.263 -0.294 -0.213 -0.279 -0.256 -0.142 -0.106 -0.125 -0.208 -0.255 -0.129 -0.389 -0.187 -0.298 -0.160 -0.167 -0.238 -0.230 -0.151 -0.126 -0.271 -0.119 -0.038 -0.180 -0.219 -0.145 -0.258 -0.115 0.000 -0.011 -0.215 -0.275 -0.066 -0.228 -0.186 -0.338 -0.237 -0.110 -0.188 -0.298 -0.265 -0.320 -0.145 -0.388 -0.215 -0.107 -0.364 -0.307 -0.283 -0.274 -0.316 -0.299 -0.290 -0.098 -0.301 -0.196 -0.234 -0.069 0.013 -0.192 -0.205 -0.115 -0.285 -0.167 -0.221 -0.181 -0.195 -0.321 -0.279 -0.189 -0.228 -0.147 -0.215 -0.172 -0.092 -0.120 -0.245
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.176 -0.156 -0.139 -0.121 -0.109 -0.284 -0.216 -0.184 -0.170 -0.128 -0.122 -0.135 -0.105 -0.108
-0.111 -0.174 -0.167 -0.169 -0.093 -0.145 -0.227 -0.130 -0.096 -0.191
-0.133 -0.114 -0.071 -0.053 -0.101 -0.091 -0.173 -0.148 -0.142 -0.114 -0.154 -0.122
-0.189 -0.152 -0.131 -0.139 -0.197 -0.170 -0.152 -0.206 -0.170 -0.141 -0.230 -0.212 -0.150 -0.174 -0.220 -0.085 -0.178 -0.050 -0.060
-0.190 -0.202 -0.084 -0.155
-0.144 -0.163 -0.088 -0.132
-0.050 -0.051
-0.210 -0.127 -0.106 -0.179 -0.122 -0.103 -0.124 -0.127 -0.109 -0.070 -0.112 -0.200 -0.092 -0.110 -0.134 -0.109 -0.196 -0.209 -0.213 -0.144 -0.227
-0.080 -0.074 -0.157 -0.132 -0.210 -0.182 -0.193 -0.170
-0.107 -0.108 -0.133 -0.091 -0.078 -0.177 -0.124 -0.096 -0.221 -0.207 -0.160 -0.121 -0.106 -0.204 -0.176 -0.150 -0.138 -0.141 -0.115 -0.101 -0.160 -0.083 -0.064 -0.171 -0.127 -0.161 -0.149 -0.165 -0.147 -0.196 -0.104 0.000 -0.200 -0.205 -0.027 -0.185 -0.134 -0.239 -0.194
-0.143 -0.125
-0.131 -0.102 -0.133 -0.114 -0.146 -0.133 -0.095 -0.084
-0.183 -0.151 -0.079 -0.175
-0.162 -0.131 -0.010 -0.148
-0.188 -0.161 -0.174 -0.136
-0.178 -0.119 -0.096 -0.205 -0.257 -0.293 -0.201 -0.172 -0.150 -0.111 -0.089 -0.178 -0.123 -0.111 -0.107 -0.372 -0.193 -0.158 -0.125 -0.236 -0.241 -0.214 -0.175 -0.144 -0.116 -0.238 -0.148 -0.112 -0.112 -0.198 -0.089 -0.001 -0.133 -0.098 -0.083 -0.177 -0.088 -0.169 -0.179 -0.174 -0.153 -0.208 -0.209 -0.152 -0.201 -0.144
-0.140 -0.123 -0.149 -0.131 -0.169 -0.159
-0.168 -0.148
-0.134 -0.124
-0.152 -0.103 -0.052 -0.066 -0.203 -0.150 -0.125
0.006 0.004 0.004 0.000 0.009 0.012 0.013 0.009 0.006 0.000 0.005 0.006 0.007 0.004 0.003 0.003 0.005 0.004 0.008 0.005 0.003 0.006 0.003 0.002 0.005 0.006 0.005 0.001 0.008 0.009 0.001 0.000 0.005 0.004 0.005 0.005 0.013 0.006 0.003 0.004 0.004 0.003 0.015 0.010 0.006 0.005 0.004 0.004 0.004 0.007 0.007 0.000 0.002 0.003 0.004 0.003 0.002 0.015 0.010 0.007 0.003 0.004 0.005 0.012 0.007 0.005 0.002 0.003 0.004 0.010 0.009 0.007 0.013 0.010 0.007 0.000 0.002 0.003 0.000 0.005 0.006 0.008 0.009 0.008 0.000 0.003 0.004 0.013 0.011 0.010 0.009 0.005 0.003 0.020 0.010 0.005 0.017 0.010 0.007 0.000 -0.001 0.000 0.017 0.006 0.001 0.007 0.008 0.019 0.010 0.066 0.010 0.002 0.010 0.007 0.000 0.008 -0.001 0.012 0.013 0.006 0.009 0.014 0.004 0.012 0.006 0.001 0.014 0.010 0.002 0.010 0.006 0.012 0.006 0.009 0.001 0.005 0.004 0.000 0.022 0.000 0.004 0.007 0.013 0.000 0.017 0.007 0.000 0.000 0.004 0.005 0.006 0.009 0.000 0.017 0.011 0.000 0.009 0.004 0.000 0.013 0.001 0.019 0.014 0.011 0.007 0.000 0.020 0.004 0.007 0.004 0.014 0.000 0.006 0.005 0.010 0.008 0.000 0.013 0.006 0.003 0.004 0.009 0.006 0.012 0.002 0.004 0.014 0.010 0.002 0.002 0.001 0.000 0.001 0.004 0.017
0.007 0.010 0.010 0.007 0.038 0.006 0.003 0.007 0.011 0.001 0.014 0.003 0.008 0.007 0.006 0.006 0.010 0.008 0.006 0.004 0.001 0.008 0.008 0.001 0.010 0.004 0.010 0.004 0.005 0.004 0.007 0.004 0.002 0.015 0.003 0.006 0.006 0.013 0.003 0.014 0.004 0.000 0.000 0.004 0.010 0.000 0.010 0.003 0.012 0.007 0.000 0.005 0.007 0.005 0.009 0.003 0.015 0.012 0.006 0.012 0.003 0.016 0.006 0.009 0.012 0.009 0.001 0.007 0.003 0.006 0.005 0.002 0.008 0.005 0.007 0.006 0.005 0.005 0.006 0.005 0.007 0.012 0.007 0.006 0.003 0.011 0.003 0.001 0.003 0.011
0.007 0.010 0.005 0.005 0.016 0.004 0.002 0.005 0.010 0.003 0.013 0.004 0.006 0.004 0.005 0.004 0.008 0.008 0.004 0.003 0.001 0.005 0.006 0.002 0.009 0.003 0.009 0.002 0.003 0.005 0.007 0.004 0.002 0.010 0.004 0.006 0.004 0.010 0.004 0.011 0.003 0.000 0.000 0.003 0.009 0.002 0.009 0.004 0.009 0.004 0.001 0.003 0.006 0.006 0.007 0.004 0.011 0.010 0.003 0.011 0.006 0.013 0.007 0.008 0.012 0.006 0.002 0.007 0.002 0.004 0.004 0.003 0.005 0.004 0.008 0.006 0.003 0.004 0.004 0.005 0.007 0.010 0.005 0.007 0.003 0.010 0.003 0.001 0.002 0.008
0.007 0.003 0.002 0.002
0.002
0.001
0.002
0.001
0.000 0.001
0.000 0.000
0.001
0.001
0.001 0.001 0.003
0.001 0.001 0.002
0.000 0.002
0.000 0.001
0.002
0.001
0.001 0.002
0.001 0.002
0.002 0.002 0.001 0.002
0.002 0.002 0.001 0.001
0.001
0.001
0.003 0.001 0.002
0.003 0.001 0.001
0.002
0.002
0.000 0.002
0.000 0.001
0.001
0.001
0.002
0.002
0.002 0.002
0.001 0.001
0.001 0.004
0.001 0.003
0.001
0.001
0.004
0.003
0.001 0.004
0.001 0.002
0.004 0.001
0.002 0.001
0.002 0.004 0.004 0.006 0.002 0.005 0.002
0.001 0.002 0.004 0.001
0.001 0.002 0.003 0.001
0.003 0.001
0.002 0.001
0.001 0.003 0.005 0.004 0.006
0.001
0.001
0.002 0.004
0.001 0.003
0.001
0.001
0.005
0.003
0.004 0.004 0.005 0.002 0.003 0.004 0.004 0.003 0.003 0.004
0.002
0.001
0.001
0.001
0.002
0.001
0.002 0.003 0.002 0.003 0.004 0.007 0.003 0.006 0.002
0.001 0.001 0.001
0.001 0.001 0.001
0.004
0.002
0.001
0.000
0.000 0.001
0.000 0.001
0.002 0.001
0.010 0.003 0.001 0.002 0.003 0.002 0.006 0.002 0.001 0.004 0.003 0.003 0.003 0.004 0.005 0.004 0.004 0.005 0.002 0.002 0.004 0.003 0.002 0.005 0.008 0.003 0.000 0.001 0.004 0.003 0.001 0.004 0.003 0.002 0.002 0.004 0.005 0.001 0.001 0.003 0.003 0.005 0.002 0.007 0.001 0.002 0.005 0.002 0.001 0.007 0.003 0.005 0.002 0.006 0.006 0.006 0.001 0.000
0.005 0.001 0.010 0.008 0.006 0.005
0.001 0.001 0.007
15.05.2013
Russell 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM4 Ref
Dividend Yield
Next ExDividend Date
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
RGA UN Equity
REINSURANCE GROUP OF AMERICA
Financials
63.99
1.88%
09.08.2013
14.08
14.91
15.47
0.002 -0.016
0.000
0.000
0.000
RS UN Equity
RELIANCE STEEL & ALUMINUM
Materials
67.80
1.84%
14.08.2013
26.97
27.88
28.48
-0.182 -0.184 -0.180 -0.154
0.011
0.007
0.005
RNR UN Equity
RENAISSANCERE HOLDINGS LTD
Financials
90.42
1.25%
14.06.2013
14.65
14.33
14.54
-0.255 -0.181 -0.156
0.000
0.006
0.005
0.004
RSG UN Equity
REPUBLIC SERVICES INC
Industrials
34.05
2.98%
26.09.2013
17.50
19.21
19.77
0.000 -0.163 -0.176
0.000
0.003
0.003
RMD UN Equity
RESMED INC
Health Care
50.35
1.41%
23.08.2013
35.62
32.21
30.56
29.20
-0.173 -0.197 -0.175 -0.101
0.006
0.002
0.000
RPAI UN Equity
RETAIL PROPERTIES OF AME - A
Financials
15.64
4.24%
25.09.2013
20.03
20.29
20.70
21.82
0.000
0.000 -0.001 -0.001 0.001
RAI UN Equity
REYNOLDS AMERICAN INC
Consumer Staples
48.92
5.19%
10.09.2013
13.29
14.21
14.97
15.44
16.13
16.40
-0.309 -0.286 -0.277 -0.238 -0.148 -0.129
0.007
0.009
0.009
0.006
0.004
0.003
RVBD UW Equity RIVERBED TECHNOLOGY INC
Information Technology
15.65
35.39
41.78
44.84
47.09
45.58
47.02
-0.065 -0.065 -0.064 -0.052 -0.050 -0.063
0.012
0.006
0.003
0.002
0.000
0.000
RHI UN Equity
ROBERT HALF INTL INC
Industrials
34.89
1.86%
23.08.2013
27.34
29.43
30.29
29.98
-0.004 0.016
0.007
0.005
0.004
0.003
RKT UN Equity
ROCK TENN COMPANY -CL A
Materials
103.19
1.16%
09.08.2013
25.54
25.69
26.28
-0.336 -0.311 -0.274
0.009
0.008
0.006
ROK UN Equity
ROCKWELL AUTOMATION INC
Industrials
89.53
1.74%
15.08.2013
18.32
18.74
19.44
-0.360 -0.338 -0.307
0.011
0.009
0.008
COL UN Equity
ROCKWELL COLLINS INC
Industrials
65.96
1.88%
08.08.2013
16.53
16.86
17.36
-0.154 -0.285 -0.306
0.003
0.007
0.008
ROC UN Equity
ROCKWOOD HOLDINGS INC
Materials
66.77
2.47%
24.06.2013
26.63
27.90
28.33
27.86
-0.189 -0.134 -0.114 -0.139
0.007
0.005
0.004
0.004
ROL UN Equity
ROLLINS INC
Industrials
24.67
1.62%
09.08.2013
21.59
21.59
21.76
22.49
0.000
0.002 -0.006 -0.047
0.000
0.000
0.000
0.002
ROP UN Equity
ROPER INDUSTRIES INC
Industrials
121.91
0.59%
10.07.2013
16.33
17.20
17.82
19.04
-0.208 -0.252 -0.257 -0.203
0.009
0.008
0.007
0.004
1.10%
05.06.2013
26.22
25.41
25.07
25.08
-0.291 -0.250 -0.223 -0.180 -0.152 -0.125
0.008
0.006
0.005
0.003
0.002
0.001
-0.067 -0.132 -0.149
0.001
0.004
0.004
-0.167 -0.234 -0.226 -0.171
0.004
0.005
0.005
0.002
29.33
ROST UW Equity ROSS STORES INC
Consumer Discretionary
65.69
ROVI UW Equity
ROVI CORP
Information Technology
24.31
31.74
30.41
31.23
RDC UN Equity
ROWAN COMPANIES PLC-A
Energy
34.25
26.82
26.71
27.50
29.08
RCL UN Equity
ROYAL CARIBBEAN CRUISES LTD
25.38
25.80
0.047
0.038 -0.071
0.020 -0.014
0.003
0.002
Consumer Discretionary
38.18
1.26%
25.09.2013
24.28
26.12
27.11
28.44
29.78
31.48
-0.301 -0.257 -0.218 -0.174 -0.148 -0.129
0.015
0.009
0.006
0.003
0.002
0.001
RGLD UW Equity ROYAL GOLD INC
Materials
50.77
1.65%
03.07.2013
39.73
39.06
38.54
38.01
38.45
38.99
-0.167 -0.142 -0.125 -0.100 -0.060 -0.046
0.008
0.007
0.005
0.002
0.002
0.001
RES UN Equity
RPC INC
Energy
13.28
3.16%
07.08.2013
35.73
35.50
35.50
35.98
-0.019 -0.093 -0.127 -0.132
0.000
0.001
0.002
0.002
RPM UN Equity
RPM INTERNATIONAL INC
Materials
34.10
2.77%
10.07.2013
16.73
19.35
20.21
19.92
0.000 -0.076 -0.119 -0.177
0.000
0.001
0.002
0.004
RRD UW Equity
RR DONNELLEY & SONS CO
Industrials
12.56
8.28%
06.08.2013
28.53
32.93
34.47
34.23
29.09
29.93
-0.501 -0.420 -0.363 -0.223 -0.282 -0.251
0.018
0.010
0.006
0.003
0.005
0.003
R UN Equity
RYDER SYSTEM INC
Industrials
61.69
2.11%
15.08.2013
25.58
27.50
28.28
28.64
-0.226 -0.245 -0.230 -0.142
0.008
0.005
0.003
0.003
SWY UN Equity
SAFEWAY INC
Consumer Staples
25.40
3.15%
17.09.2013
27.67
30.00
31.06
31.26
30.02
30.03
-0.301 -0.179 -0.124 -0.096 -0.107 -0.090
0.015
0.008
0.005
0.002
0.004
0.002
SAI UN Equity
SAIC INC
Information Technology
15.17
3.16%
17.07.2013
22.13
21.42
20.99
20.64
22.57
23.27
-0.168 -0.130 -0.125 -0.195 -0.189 -0.137
0.003
0.003
0.004
0.007
0.001
0.001
CRM UN Equity
SALESFORCE.COM INC
Information Technology
44.72
36.70
34.50
33.39
33.10
34.22
35.42
-0.175 -0.145 -0.127 -0.110 -0.088 -0.080
0.009
0.005
0.003
0.001
0.001
0.001
SLXP UW Equity
SALIX PHARMACEUTICALS LTD
Health Care
59.69
31.84
30.01
30.05
-0.133 0.050
-0.002 0.001
0.002
SBH UN Equity
SALLY BEAUTY HOLDINGS INC
Consumer Discretionary
30.64
23.06
23.30
23.47
23.85
0.000 -0.109 -0.158 -0.167
0.000
0.002
0.003
0.004
SNDK UW Equity SANDISK CORP
Information Technology
59.12
27.87
32.20
33.26
32.51
32.14
33.26
-0.211 -0.159 -0.148 -0.153 -0.147 -0.124
0.010
0.006
0.004
0.002
0.002
0.001
SD UN Equity
Energy
5.24
50.44
53.24
55.99
58.38
61.90
62.11
-0.175 -0.188 -0.177 -0.105 -0.045 -0.102
0.016
0.009
0.005
0.002
0.000
0.001
16.58
16.39
16.57
17.96
-0.059 -0.140 -0.173 -0.169
0.001
0.005
0.006
0.004
-0.140 -0.141 -0.141 -0.075
0.001
0.001
0.001
0.001 0.002
0.001
SANDRIDGE ENERGY INC
0.061
SBAC UW Equity SBA COMMUNICATIONS CORP-CL A
Telecommunication Services 81.03
SCG UN Equity
SCANA CORP
Utilities
53.05
3.85%
10.09.2013
13.79
13.64
13.49
12.15
SLB UN Equity
SCHLUMBERGER LTD
Energy
75.40
1.71%
30.08.2013
21.23
22.16
22.87
23.95
-0.349 -0.273 -0.228 -0.164 -0.134 -0.115
0.012
0.008
0.006
0.003
SMG UN Equity
SCOTTS MIRACLE-GRO CO-CL A
Materials
48.49
2.84%
27.08.2013
19.30
20.29
20.95
21.93
-0.091 -0.155 -0.178 -0.172
0.001
0.004
0.004
0.003
SNI UN Equity
SCRIPPS NETWORKS INTER-CL A
Consumer Discretionary
68.65
0.92%
29.05.2013
18.62
21.21
22.47
23.34
-0.167 -0.174 -0.173 -0.150
0.007
0.005
0.004
0.003
CKH UN Equity
SEACOR HOLDINGS INC
Energy
76.43
23.19
SEE UN Equity
SEALED AIR CORP
2.25%
28.08.2013
25.33
26.25
20.79
20.13
-0.232 -0.360 -0.351
0.004
0.010
0.010
Materials
23.15
26.75
26.58
27.25
28.91
30.21
31.09
-0.248 -0.150 -0.143 -0.197 -0.155 -0.108
0.007
0.003
0.003
0.004
0.001
0.001
SHLD UW Equity SEARS HOLDINGS CORP
Consumer Discretionary
60.52
51.35
48.12
46.27
44.84
42.72
41.86
-0.112 -0.090 -0.087 -0.131 -0.147 -0.159
0.007
0.005
0.004
0.003
0.001
0.001
SHOS UR Equity
SEARS HOMETOWN AND OUTLET ST
Consumer Discretionary
43.93
34.56
32.03
30.88
-0.019 -0.176 -0.166
0.000
0.011
0.012
SEIC UW Equity
SEI INVESTMENTS COMPANY
Financials
29.71
1.13%
20.06.2013
17.95
20.11
21.40
0.000 -0.038 -0.075 -0.195
0.000
0.003
0.004
SRE UN Equity
SEMPRA ENERGY
Utilities
83.04
3.12%
24.06.2013
13.15
13.12
13.34
-0.229 -0.199 -0.192
0.005
0.005
0.005
SNH UN Equity
SENIOR HOUSING PROP TRUST
Financials
29.25
5.44%
26.07.2013
11.42
14.12
15.17
15.11
0.000 -0.174 -0.227 -0.193
0.000
0.004
0.005
SCI UN Equity
SERVICE CORP INTERNATIONAL
Consumer Discretionary
17.12
1.64%
16.10.2013
20.22
23.33
25.89
27.58
0.702
0.004 -0.001 -0.005 -0.013
NOW UN Equity
SERVICENOW INC
Information Technology
40.89
41.14
44.45
45.80
45.58
-0.130 -0.153 -0.162 -0.146
0.009
0.005
0.003
0.002
SHW UN Equity
SHERWIN-WILLIAMS CO/THE
Materials
193.20
1.14%
14.08.2013
18.47
19.03
19.37
20.20
-0.403 -0.351 -0.303 -0.232 -0.171 -0.149
0.013
0.008
0.005
0.003
0.001
0.001
SIAL UW Equity
SIGMA-ALDRICH
Materials
82.52
1.06%
28.08.2013
12.21
12.05
12.59
-0.192 -0.283 -0.305
0.004
0.007
0.008
SBNY UW Equity SIGNATURE BANK
Financials
77.00
21.00
20.50
20.47
-0.010 -0.032 -0.064 -0.155
0.000
0.002
0.003
SIG UN Equity
SIGNET JEWELERS LTD
23.30
21.85
21.39
Consumer Discretionary
70.00
0.90%
24.07.2013
25.17
24.28
24.33
SLGN UW Equity SILGAN HOLDINGS INC
Materials
48.41
1.18%
04.09.2013
17.42
17.39
17.67
SLAB UW Equity
SILICON LABORATORIES INC
Information Technology
41.01
24.37
24.42
25.22
SPG UN Equity
SIMON PROPERTY GROUP INC
Financials
12.81
13.85
14.74
16.40
17.95
SIRI UW Equity
SIRIUS XM RADIO INC
Consumer Discretionary
3.55
25.06
25.31
25.62
28.51
32.89
SIRO UW Equity
SIRONA DENTAL SYSTEMS INC
Health Care
71.24
27.42
27.37
27.57
28.54
SWKS UW Equity SKYWORKS SOLUTIONS INC
Information Technology
23.70
35.34
39.63
41.50
42.12
SLG UN Equity
SL GREEN REALTY CORP
Financials
90.86
1.61%
28.06.2013
15.46
16.19
16.61
17.27
SLM UW Equity
SLM CORP
Financials
22.07
2.85%
04.09.2013
21.59
22.46
23.06
SM UN Equity
SM ENERGY CO
Energy
60.38
0.25%
24.10.2013
34.63
36.24
SFD UN Equity
SMITHFIELD FOODS INC
Consumer Staples
26.58
32.54
30.02
SNA UN Equity
SNAP-ON INC
Industrials
92.08
17.29
SWI UN Equity
SOLARWINDS INC
Information Technology
46.05
SLH UN Equity
SOLERA HOLDINGS INC
Information Technology
56.38
0.97%
SON UN Equity
SONOCO PRODUCTS CO
Materials
35.60
3.51%
SO UN Equity
SOUTHERN CO/THE
178.00
2.75%
1.26%
14.08.2013
22.78
0.720
0.729
0.462
-0.244 -0.303 -0.285
0.002 0.004
0.005
0.006
0.009
0.008
-0.195 -0.194 -0.184 -0.149
0.002
0.006
0.006
-0.060 -0.147 -0.178
-0.001 0.004
0.005
18.98
-0.395 -0.311 -0.252 -0.217 -0.184 -0.164
0.015
0.011
0.008
0.005
0.003
0.002
34.26
-0.247 0.046 -0.015 -0.106 -0.060 -0.065
0.005
0.010
0.010
0.004
0.002
0.001
-0.163 -0.108 -0.078 -0.070
0.008
0.003
0.000
0.000
-0.197 -0.213 -0.211 -0.173 -0.131 -0.112
0.008
0.004
0.002
0.001
0.000
0.000
18.85
0.001
42.29
43.02
-0.190 -0.278 -0.294 -0.247
0.002
0.007
0.008
0.006
24.07
25.80
26.94
-0.395 -0.341 -0.289 -0.216 -0.191 -0.170
0.017
0.012
0.009
0.005
0.003
0.002
37.16
38.25
38.27
39.01
-0.146 -0.163 -0.160 -0.114 -0.111 -0.090
0.005
0.004
0.003
0.002
0.001
0.001
28.84
28.40
29.14
29.84
-0.308 -0.277 -0.253 -0.216 -0.170 -0.147
0.013
0.009
0.007
0.004
0.002
0.001
18.08
18.59
19.81
-0.394 -0.351 -0.312 -0.246
0.014
0.012
0.010
0.007
29.91
33.27
34.96
36.10
-0.071 -0.133 -0.160 -0.154 -0.171 -0.140
0.009
0.006
0.004
0.002
0.002
0.001
06.09.2013
19.07
20.18
20.84
21.64
-0.101 -0.171 -0.193 -0.163
0.000
0.002
0.003
0.003
14.08.2013
16.44
17.47
17.75
0.000
0.000
0.000
0.002
22.08.2013
37.37
38.07
0.010 -0.074
Utilities
46.53
4.41%
08.08.2013
11.48
11.48
11.51
12.02
13.40
14.21
-0.450 -0.409 -0.344 -0.217 -0.120 -0.114
0.012
0.014
0.012
0.007
0.005
0.003
SCCO UN Equity SOUTHERN COPPER CORP
Materials
32.32
4.39%
15.08.2013
26.92
27.51
27.64
28.64
29.70
30.46
-0.314 -0.268 -0.235 -0.181 -0.152 -0.139
0.011
0.007
0.005
0.003
0.001
0.001
LUV UN Equity
SOUTHWEST AIRLINES CO
Industrials
14.32
0.28%
04.06.2013
23.58
24.72
25.30
25.72
25.28
25.42
-0.059 -0.120 -0.146 -0.142 -0.109 -0.099
0.003
0.006
0.007
0.004
0.002
0.001
SWN UN Equity
SOUTHWESTERN ENERGY CO
Energy
37.44
26.69
28.33
29.30
30.54
31.21
31.37
-0.211 -0.169 -0.146 -0.133 -0.109 -0.108
0.014
0.008
0.005
0.002
0.001
0.001
SE UN Equity
SPECTRA ENERGY CORP
Energy
31.24
15.42
15.93
16.10
15.74
16.98
17.42
-0.205 -0.238 -0.240 -0.171 -0.143 -0.117
0.006
0.010
0.011
0.008
0.005
0.003
SPR UN Equity
SPIRIT AEROSYSTEMS HOLD-CL A
Industrials
21.49
27.59
28.52
28.83
-0.034 -0.100 -0.122
0.000
0.001
0.001
SPLK UW Equity
SPLUNK INC
Information Technology
45.15
44.75
41.46
39.65
38.56
-0.152 -0.154 -0.158 -0.177
0.006
0.005
0.004
0.002
S UN Equity
SPRINT NEXTEL CORP
Telecommunication Services 7.29
26.37
29.96
30.60
28.24
-0.269 -0.219 -0.152 -0.037 -0.034 0.009
0.020
0.013
0.009
0.004
0.005
0.003
SPW UN Equity
SPX CORP
Industrials
77.79
22.24
23.83
24.87
26.43
-0.253 -0.178 -0.148 -0.157
0.008
0.009
0.008
0.006
JOE UN Equity
ST JOE CO/THE
Financials
20.15
27.59
28.77
29.44
30.25
-0.093 -0.128 -0.144 -0.145
0.001
0.004
0.005
0.003
STJ UN Equity
ST JUDE MEDICAL INC
Health Care
46.43
2.20%
02.10.2013
20.57
21.87
22.44
23.20
24.68
25.60
-0.222 -0.275 -0.267 -0.206 -0.133 -0.111
0.008
0.008
0.006
0.003
0.002
0.001
SFG UN Equity
STANCORP FINANCIAL GROUP
Financials
44.85
2.19%
20.11.2013
13.14
14.44
15.31
0.000
0.000
0.000
0.001
SWK UN Equity
STANLEY BLACK & DECKER INC
Industrials
80.66
2.84%
06.09.2013
18.55
19.76
20.56
21.71
23.20
24.04
-0.327 -0.341 -0.305 -0.217 -0.171 -0.152
0.009
0.009
0.007
0.003
0.002
0.001
SPLS UW Equity
STAPLES INC
4.15%
1.29%
07.08.2013
14.06.2013
24.23
22.57
0.005 -0.040
Consumer Discretionary
14.37
3.44%
26.06.2013
36.97
35.28
34.14
32.55
29.39
29.66
-0.147 -0.138 -0.131 -0.122 -0.077 -0.073
0.004
0.004
0.004
0.002
0.002
0.001
SBUX UW Equity STARBUCKS CORP
Consumer Discretionary
63.81
1.50%
05.08.2013
18.41
18.83
19.94
22.43
24.34
25.16
-0.350 -0.286 -0.232 -0.161 -0.128 -0.109
0.013
0.010
0.007
0.004
0.002
0.001
HOT UN Equity
Consumer Discretionary
67.68
1.85%
10.12.2013
20.89
22.05
22.88
24.34
26.18
27.74
-0.381 -0.282 -0.223 -0.163 -0.118 -0.105
0.012
0.008
0.006
0.002
0.001
0.001
STRZA UW Equity STARZ - LIBERTY CAPITAL
Consumer Discretionary
22.80
37.03
37.28
36.93
0.014
0.000
0.003
0.004
STT UN Equity
STATE STREET CORP
Financials
63.20
1.69%
27.06.2013
18.87
20.32
21.09
21.83
23.35
24.34
-0.396 -0.340 -0.297 -0.234 -0.163 -0.144
0.014
0.008
0.005
0.003
0.002
0.001
STLD UW Equity
STEEL DYNAMICS INC
2.91%
28.06.2013
33.15
33.93
0.001
0.001
STARWOOD HOTELS & RESORTS
0.110
0.089
Materials
15.12
28.49
30.11
31.08
32.39
-0.207 -0.200 -0.183 -0.132 -0.160 -0.137
0.007
0.006
0.005
0.002
SRCL UW Equity STERICYCLE INC
Industrials
111.15
14.11
15.22
15.82
16.38
-0.219 -0.262 -0.251 -0.156
0.004
0.007
0.007
0.003
SSYS UW Equity STRATASYS LTD
Information Technology
91.67
49.26
48.69
48.41
48.26
-0.098 -0.088 -0.084 -0.079
0.005
0.003
0.002
0.001
SYK UN Equity
STRYKER CORP
Health Care
69.50
1.71%
27.09.2013
14.81
16.02
16.70
17.42
18.01
18.56
-0.504 -0.373 -0.293 -0.220 -0.183 -0.161
0.018
0.012
0.008
0.004
0.003
0.002
STI UN Equity
SUNTRUST BANKS INC
Financials
30.94
1.62%
30.08.2013
20.48
21.39
22.25
23.85
25.39
25.93
-0.462 -0.359 -0.291 -0.212 -0.165 -0.148
0.017
0.012
0.009
0.004
0.001
0.001
SPN UN Equity
SUPERIOR ENERGY SERVICES INC
Energy
28.23
31.68
32.58
33.17
34.01
-0.092 -0.111 -0.119 -0.117
0.001
0.002
0.002
0.002
SIVB UW Equity
SVB FINANCIAL GROUP
Financials
73.29
16.97
20.04
21.19
21.14
-0.325 -0.293 -0.259 -0.191
0.009
0.009
0.008
0.004
SYMC UW Equity SYMANTEC CORP
Information Technology
24.53
20.79
20.72
21.57
23.66
25.35
26.55
-0.197 -0.210 -0.202 -0.138 -0.104 -0.097
0.023
0.015
0.009
0.004
0.002
0.001
SNPS UW Equity SYNOPSYS INC
Information Technology
35.44
22.66
21.92
21.34
20.12
0.000 -0.106 -0.161 -0.186
0.000
0.000
0.001
0.004
SNV UN Equity
SYNOVUS FINANCIAL CORP
Financials
2.81
1.42%
11.06.2013
35.59
35.59
35.59
34.88
35.46
41.69
0.021
0.069 -0.072 -0.050
0.000
0.000
0.000 -0.002 0.008
0.003
SYY UN Equity
SYSCO CORP
14.00
14.54
15.23
-0.218 -0.293 -0.304 -0.248 -0.201 -0.165
0.004
0.008
0.009
-0.283 -0.364 -0.355
0.008
0.010
0.008
-0.069 -0.124 -0.100 -0.125 -0.055 -0.055
0.010
0.009
0.61%
0.021
0.021
Consumer Staples
35.03
3.25%
03.07.2013
12.99
13.56
13.75
TROW UW Equity T ROWE PRICE GROUP INC
Financials
76.74
2.03%
13.09.2013
18.08
18.05
18.61
TMUS UN Equity
T-MOBILE US INC
Telecommunication Services 19.24
34.75
34.19
35.44
35.88
TAHO UN Equity
TAHOE RESOURCES INC
Materials
14.64
51.84
51.36
50.93
49.21
-0.262 -0.220 -0.189 -0.123
0.002
SKT UN Equity
TANGER FACTORY OUTLET CENTER
Financials
38.16
2.40%
30.07.2013
15.50
15.47
15.44
16.58
-0.237 -0.235 -0.231 -0.181
0.008
TGT UN Equity
TARGET CORP
Consumer Discretionary
69.92
1.84%
16.08.2013
17.95
16.86
16.64
17.24
-0.412 -0.344 -0.291 -0.213 -0.163 -0.148
TCO UN Equity
TAUBMAN CENTERS INC
Financials
87.45
2.33%
18.06.2013
12.40
13.64
14.54
16.11
-0.220 -0.239 -0.240 -0.212
TCB UN Equity
TCF FINANCIAL CORP
Financials
14.64
1.37%
14.08.2013
21.49
22.60
23.45
-0.091 -0.166 -0.182
AMTD UN Equity
TD AMERITRADE HOLDING CORP
28.19
35.38
18.08
26.02
36.73
18.36
Financials
22.19
1.89%
02.08.2013
27.62
27.28
27.03
TECD UW Equity TECH DATA CORP
Information Technology
48.22
25.52
25.24
25.16
25.45
TECH UW Equity TECHNE CORP
Health Care
68.18
1.85%
14.08.2013
23.29
23.29
23.29
26.65
TE UN Equity
TECO ENERGY INC
Utilities
18.74
4.75%
14.08.2013
15.02
15.02
15.02
13.70
TK UN Equity
TEEKAY CORP
Energy
36.62
3.45%
17.07.2013
26.11
26.45
26.91
27.83
TFX UN Equity
TELEFLEX INC
Health Care
80.35
1.69%
15.08.2013
24.52
19.10
16.57
TDS UN Equity
TELEPHONE AND DATA SYSTEMS
Telecommunication Services 22.69
2.28%
14.06.2013
24.51
25.70
26.24
26.33
TPX UN Equity
TEMPUR-PEDIC INTERNATIONAL
Consumer Discretionary
47.87
37.22
38.81
39.97
41.94
45.14
44.46
THC UN Equity
TENET HEALTHCARE CORP
Health Care
47.33
33.26
34.91
35.77
36.33
TDC UN Equity
TERADATA CORP
Information Technology
53.70
29.53
29.37
30.21
32.10
32.78
33.26
TER UN Equity
TERADYNE INC
Information Technology
17.59
28.20
28.51
29.75
32.20
33.79
TEX UN Equity
TEREX CORP
Industrials
31.47
39.96
41.37
42.25
43.54
45.10
TSLA UW Equity
TESLA MOTORS INC
Consumer Discretionary
85.15
89.00
84.53
82.17
77.37
TSO UN Equity
TESORO CORP
Energy
57.58
1.48%
28.08.2013
44.49
43.26
42.61
TXN UW Equity
TEXAS INSTRUMENTS INC
Information Technology
36.63
3.17%
31.07.2013
19.94
20.22
TXT UN Equity
TEXTRON INC
Industrials
27.45
0.29%
11.09.2013
27.76
TFSL UW Equity
TFS FINANCIAL CORP
Financials
10.99
TMO UN Equity
THERMO FISHER SCIENTIFIC INC
Health Care
84.99
0.75%
TRI UN Equity
THOMSON REUTERS CORP
Consumer Discretionary
THO UN Equity
THOR INDUSTRIES INC
0.006
0.004
0.002
0.004
0.003
0.001
0.001
0.002
0.002
0.001
0.008
0.008
0.005
0.016
0.011
0.008
0.005
0.003
0.002
0.004
0.006
0.006
0.004
0.001
0.003
0.004
-0.007 -0.084 -0.115 -0.122 -0.102 -0.089
0.007
0.006
0.006
0.003
0.001
0.001
-0.257 -0.266 -0.261 -0.214
0.014
0.010
0.007
0.003
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.004
0.002
0.000 -0.245
0.000
0.000
0.000
0.006
-0.163 -0.100 -0.099 -0.127 -0.091 -0.045
0.004
0.007
0.007
0.004
0.000 -0.524 -0.583
0.000
0.009
0.012
0.000 -0.064 -0.105 -0.169
0.000
0.001
0.002
0.004
-0.286 -0.239 -0.208 -0.163 -0.141 -0.110
0.009
0.006
0.004
0.001
0.001
0.001
-0.253 -0.217 -0.194 -0.156
0.007
0.005
0.003
0.002
-0.232 -0.162 -0.143 -0.131 -0.080 -0.074
0.007
0.006
0.004
0.002
0.001
0.001
35.12
-0.146 -0.179 -0.185 -0.176 -0.161 -0.138
0.003
0.005
0.004
0.001
0.001
0.001
45.94
-0.299 -0.261 -0.226 -0.181 -0.154 -0.130
0.006
0.004
0.003
0.002
0.001
0.001
70.37
67.64
0.127
0.059
0.003
0.001
0.001
0.000
0.000
0.000
42.25
41.55
41.09
-0.032 -0.070 -0.093 -0.102 -0.097 -0.099
0.005
0.003
0.002
0.001
0.001
0.001
20.82
22.07
23.50
24.57
-0.390 -0.302 -0.244 -0.176 -0.135 -0.121
0.013
0.010
0.007
0.004
0.002
0.001
28.47
28.97
29.82
30.96
32.22
-0.316 -0.267 -0.237 -0.199 -0.152 -0.133
0.012
0.007
0.005
0.003
0.001
0.001
22.86
22.86
21.17
0.000
0.000
0.000
0.004
13.06.2013
19.35
21.30
22.61
0.002
0.001
0.001
0.002 0.004
0.002 0.001
0.001 0.001
34.37
3.83%
23.08.2013
17.04
18.16
18.28
Consumer Discretionary
41.30
2.03%
20.06.2013
33.18
33.14
33.14
THOR UW Equity THORATEC CORP
Health Care
33.77
24.83
24.91
26.81
TIBX UW Equity
TIBCO SOFTWARE INC
Information Technology
20.87
38.41
41.66
42.90
TDW UN Equity
TIDEWATER INC
Energy
56.57
2.12%
29.05.2013
28.19
25.80
25.11
TIF UN Equity TWC UN Equity
TIFFANY & CO TIME WARNER CABLE
Consumer Discretionary Consumer Discretionary
76.50 98.29
1.93% 2.74%
20.06.2013 29.05.2013
29.56 15.29
26.91 15.27
25.91 16.31
29.23
30.34
0.125
0.000
0.112
0.075
0.095
0.023
24.75
-0.322 -0.280 -0.254 -0.213
0.010
0.009
0.007
0.000 -0.199 -0.209
0.000
0.004
0.005
33.80
-0.299 -0.294 -0.276 -0.208
0.006
0.005
0.004
0.014 -0.018 -0.047
0.004
0.006
0.005
-0.032 -0.055 -0.075 -0.105 -0.126 -0.109
0.019
0.009
0.004
-0.166 -0.234 -0.250
0.004
0.005
0.005
-0.302 -0.259 -0.230 -0.174 -0.146 -0.122 -0.241 -0.308 -0.281 -0.177 -0.132 -0.123
0.008 0.007
0.007 0.010
0.006 0.008
42.24
42.33
42.64
27.18 19.23
27.98 21.31
28.24 21.61
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.004 0.002
15.05.2013
Russell 1000 Index
Ticker TWX UN Equity TKR UN Equity TJX UN Equity TOL UN Equity TMK UN Equity TTC UN Equity TSS UN Equity TW UN Equity TSCO UW Equity TDG UN Equity TRV UN Equity TRMB UW Equity TRN UN Equity TRIP UW Equity TGI UN Equity TRW UN Equity TUP UN Equity TWTC UW Equity TYC UN Equity TSN UN Equity UDR UN Equity UGI UN Equity ULTA UW Equity UPL UN Equity UA UN Equity UNP UN Equity UNT UN Equity UAL UN Equity UPS UN Equity URI UN Equity USM UN Equity X UN Equity UTX UN Equity UTHR UW Equity UNH UN Equity UHS UN Equity UNM UN Equity URBN UW Equity URS UN Equity USB UN Equity UTIW UW Equity VLO UN Equity VR UN Equity VLY UN Equity VMI UN Equity VAL UN Equity VNTV UN Equity VAR UN Equity WOOF UW Equity VVC UN Equity VTR UN Equity PAY UN Equity VRSN UW Equity VRSK UW Equity VZ UN Equity VRTX UW Equity VFC UN Equity VIAB UW Equity VMED UW Equity V UN Equity VSH UN Equity VC UN Equity VMW UN Equity VNO UN Equity VMC UN Equity WBC UN Equity WAB UN Equity WDR UN Equity WMT UN Equity WAG UN Equity DIS UN Equity WLT UN Equity WCRX UW Equity WAFD UW Equity WPO UN Equity WCN UN Equity WM UN Equity WAT UN Equity WTW UN Equity WRI UN Equity WLP UN Equity WFC UN Equity WEN UW Equity WCC UN Equity WR UN Equity WDC UW Equity WU UN Equity WLK UN Equity WY UN Equity WHR UN Equity WTM UN Equity WWAV UN Equity WLL UN Equity WFM UW Equity WMB UN Equity WSM UN Equity WIN UW Equity WEC UN Equity WDAY UN Equity INT UN Equity WPX UN Equity WRB UN Equity GRA UN Equity GWW UN Equity WYN UN Equity WYNN UW Equity XEL UN Equity XRX UN Equity XLNX UW Equity XL UN Equity XYL UN Equity YHOO UW Equity YUM UN Equity ZBRA UW Equity ZMH UN Equity ZION UW Equity ZTS UN Equity ZNGA UW Equity 0 0 0 0 0 0 0 0
Name TIME WARNER INC TIMKEN CO TJX COMPANIES INC TOLL BROTHERS INC TORCHMARK CORP TORO CO TOTAL SYSTEM SERVICES INC TOWERS WATSON & CO-CL A TRACTOR SUPPLY COMPANY TRANSDIGM GROUP INC TRAVELERS COS INC/THE TRIMBLE NAVIGATION LTD TRINITY INDUSTRIES INC TRIPADVISOR INC TRIUMPH GROUP INC TRW AUTOMOTIVE HOLDINGS CORP TUPPERWARE BRANDS CORP TW TELECOM INC TYCO INTERNATIONAL LTD TYSON FOODS INC-CL A UDR INC UGI CORP ULTA SALON COSMETICS & FRAGR ULTRA PETROLEUM CORP UNDER ARMOUR INC-CLASS A UNION PACIFIC CORP UNIT CORP UNITED CONTINENTAL HOLDINGS UNITED PARCEL SERVICE-CL B UNITED RENTALS INC US CELLULAR CORP UNITED STATES STEEL CORP UNITED TECHNOLOGIES CORP UNITED THERAPEUTICS CORP UNITEDHEALTH GROUP INC UNIVERSAL HEALTH SERVICES-B UNUM GROUP URBAN OUTFITTERS INC URS CORP US BANCORP UTI WORLDWIDE INC VALERO ENERGY CORP VALIDUS HOLDINGS LTD VALLEY NATIONAL BANCORP VALMONT INDUSTRIES VALSPAR CORP VANTIV INC - CL A VARIAN MEDICAL SYSTEMS INC VCA ANTECH INC VECTREN CORPORATION VENTAS INC VERIFONE SYSTEMS INC VERISIGN INC VERISK ANALYTICS INC-CLASS A VERIZON COMMUNICATIONS INC VERTEX PHARMACEUTICALS INC VF CORP VIACOM INC-CLASS B VIRGIN MEDIA INC VISA INC-CLASS A SHARES VISHAY INTERTECHNOLOGY INC VISTEON CORP VMWARE INC-CLASS A VORNADO REALTY TRUST VULCAN MATERIALS CO WABCO HOLDINGS INC WABTEC CORP WADDELL & REED FINANCIAL-A WAL-MART STORES INC WALGREEN CO WALT DISNEY CO/THE WALTER ENERGY INC WARNER CHILCOTT PLC-CLASS A WASHINGTON FEDERAL INC WASHINGTON POST-CLASS B WASTE CONNECTIONS INC WASTE MANAGEMENT INC WATERS CORP WEIGHT WATCHERS INTL INC WEINGARTEN REALTY INVESTORS WELLPOINT INC WELLS FARGO & CO WENDY'S CO/THE WESCO INTERNATIONAL INC WESTAR ENERGY INC WESTERN DIGITAL CORP WESTERN UNION CO WESTLAKE CHEMICAL CORP WEYERHAEUSER CO WHIRLPOOL CORP WHITE MOUNTAINS INSURANCE GP WHITEWAVE FOODS CO - CL A WHITING PETROLEUM CORP WHOLE FOODS MARKET INC WILLIAMS COS INC WILLIAMS-SONOMA INC WINDSTREAM CORP WISCONSIN ENERGY CORP WORKDAY INC-CLASS A WORLD FUEL SERVICES CORP WPX ENERGY INC WR BERKLEY CORP WR GRACE & CO WW GRAINGER INC WYNDHAM WORLDWIDE CORP WYNN RESORTS LTD XCEL ENERGY INC XEROX CORP XILINX INC XL GROUP PLC XYLEM INC YAHOO! INC YUM! BRANDS INC ZEBRA TECHNOLOGIES CORP-CL A ZIMMER HOLDINGS INC ZIONS BANCORPORATION ZOETIS INC ZYNGA INC - CL A #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
GICS_SECTOR_NAME
ATM4 Ref
Dividend Yield
Next ExDividend Date
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
Consumer Discretionary 60.86 1.94% 28.08.2013 18.05 Industrials 57.14 1.68% 21.08.2013 29.98 Consumer Discretionary 51.65 1.16% 06.08.2013 18.99 Consumer Discretionary 36.94 33.09 Financials 65.03 1.05% 02.10.2013 14.03 Industrials 47.63 1.28% 06.06.2013 23.11 Information Technology 24.02 1.67% 11.06.2013 18.42 Industrials 77.63 0.32% 18.12.2013 16.22 Consumer Discretionary 114.84 0.91% 22.08.2013 22.45 Industrials 152.69 21.52 Financials 87.34 2.32% 06.09.2013 13.74 Information Technology 28.91 24.34 Industrials 41.19 1.26% 17.10.2013 27.87 Consumer Discretionary 59.59 31.70 Industrials 74.14 0.22% 30.08.2013 23.57 Consumer Discretionary 62.62 23.81 Consumer Discretionary 81.85 3.15% 20.06.2013 20.99 Telecommunication Services 29.46 32.30 Industrials 33.94 1.94% 16.10.2013 20.40 Consumer Staples 25.10 0.80% 29.11.2013 21.73 Financials 26.18 3.63% 12.07.2013 14.06 Utilities 40.62 2.78% 13.09.2013 14.35 Consumer Discretionary 92.97 36.45 Energy 21.42 38.34 Consumer Discretionary 61.13 27.39 Industrials 157.11 1.87% 29.05.2013 17.75 Energy 44.36 28.02 Industrials 34.82 34.21 Industrials 88.46 2.17% 22.08.2013 13.34 Industrials 59.26 35.22 Telecommunication Services 37.79 47.52 Materials 18.13 1.10% 05.08.2013 39.76 Industrials 95.12 2.49% 14.08.2013 13.47 Health Care 68.11 26.10 Health Care 61.48 1.63% 14.06.2013 17.90 Health Care 68.95 0.29% 29.05.2013 25.38 Financials 28.80 2.15% 01.08.2013 20.67 Consumer Discretionary 44.18 33.93 Industrials 46.26 1.84% 13.09.2013 23.31 Financials 34.15 2.81% 26.06.2013 13.19 Industrials 15.91 0.44% 25.06.2013 32.83 Energy 39.96 2.00% 12.08.2013 33.14 Financials 37.91 3.24% 13.09.2013 20.45 Financials 9.17 3.93% 12.06.2013 21.02 Industrials 155.26 0.64% 25.09.2013 24.27 Materials 71.75 1.42% 28.06.2013 19.90 Information Technology 24.78 28.45 Health Care 69.79 18.49 Health Care 24.90 36.16 Utilities 36.10 3.98% 14.08.2013 15.44 Financials 80.92 3.37% 05.06.2013 13.90 Information Technology 23.38 49.89 Information Technology 49.52 21.29 Industrials 60.78 19.72 Telecommunication Services 52.96 3.96% 10.07.2013 15.57 Health Care 79.71 44.11 Consumer Discretionary 185.82 2.01% 13.09.2013 17.93 Consumer Discretionary 69.16 1.74% 14.06.2013 22.17 Consumer Discretionary 50.78 07.09.2013 19.42 Information Technology 181.00 0.80% 14.08.2013 19.27 Information Technology 15.00 31.85 Consumer Discretionary 63.37 22.29 Information Technology 76.81 31.91 Financials 87.17 3.46% 07.08.2013 15.74 Materials 54.66 0.07% 27.08.2013 26.90 Industrials 77.14 22.38 Industrials 111.01 0.11% 15.11.2013 17.42 Financials 46.19 2.51% 10.07.2013 23.83 Consumer Staples 79.50 2.47% 05.03.2014 15.50 Consumer Staples 50.36 2.27% 19.08.2013 20.17 Consumer Discretionary 67.39 1.34% 11.12.2013 18.58 Materials 18.34 3.00% 14.08.2013 73.76 Health Care 19.20 2.60% 27.11.2013 57.12 Financials 17.44 2.24% 01.07.2013 22.65 Consumer Discretionary 452.00 1.13% 23.01.2014 Industrials 38.90 1.39% 02.08.2013 17.40 Industrials 41.73 3.56% 06.09.2013 13.32 Health Care 98.35 16.84 Consumer Discretionary 44.41 1.58% 03.07.2013 30.52 Financials 35.44 3.48% 06.09.2013 14.10 Health Care 77.79 1.78% 05.06.2013 18.38 Financials 38.90 3.08% 07.08.2013 15.00 Consumer Discretionary 5.97 2.68% 04.09.2013 24.94 Industrials 76.97 27.87 Utilities 33.72 4.06% 05.06.2013 26.66 Information Technology 59.59 1.78% 26.06.2013 29.83 Information Technology 16.45 3.22% 13.06.2013 21.31 Materials 92.45 0.88% 04.06.2013 34.19 Financials 32.20 2.86% 28.08.2013 23.41 Consumer Discretionary 128.47 1.95% 28.08.2013 27.54 Financials 590.11 0.34% 20.03.2014 Consumer Staples 18.36 48.29 Energy 46.11 32.90 Consumer Staples 103.12 0.87% 26.06.2013 21.69 Energy 36.40 4.17% 05.06.2013 21.24 Consumer Discretionary 55.92 2.29% 24.07.2013 30.99 Telecommunication Services 8.49 11.78% 27.09.2013 24.60 Utilities 43.32 3.30% 12.08.2013 13.25 Information Technology 68.67 44.71 Energy 41.41 0.36% 26.06.2013 22.65 Energy 18.09 36.97 Financials 42.54 0.94% 12.06.2013 13.13 Materials 78.97 20.08 Industrials 260.22 1.44% 15.08.2013 17.98 Consumer Discretionary 63.49 1.91% 20.08.2013 21.84 Consumer Discretionary 141.35 2.19% 31.07.2013 23.91 Utilities 30.30 3.70% 18.06.2013 12.64 Information Technology 8.97 2.56% 28.06.2013 22.65 Information Technology 38.65 2.66% 05.08.2013 19.00 Financials 32.64 1.72% 11.09.2013 16.48 Industrials 28.58 1.64% 05.09.2013 21.04 Information Technology 27.52 25.44 Consumer Discretionary 70.39 2.12% 10.07.2013 20.88 Information Technology 46.46 19.29 Health Care 80.74 1.02% 25.06.2013 15.28 Financials 27.02 0.59% 23.08.2013 19.46 Health Care 32.80 25.28 Information Technology 3.57 53.61 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
17.96 31.23 17.69 32.54 14.77 22.72 18.71 15.91 22.90 22.04 14.85 25.71 28.38 33.76 24.11 23.74 21.62 29.68 20.60 21.43 14.06 15.33 34.70 39.90 27.09 18.64 29.20 35.95 13.68 37.33 53.35 38.97 15.05 27.75 18.88 24.76 21.42 32.80 22.24 14.49 30.30 34.29 16.44 20.98 25.51 19.79 28.30 22.03 32.97 15.29 14.39 46.08 21.68 18.99 16.62 42.92 19.76 22.25 17.04 19.89 30.20 24.17 32.44 15.86 27.78 24.79 17.15 24.58 14.32 22.84 18.81 71.79 50.11 23.26
18.74 31.70 17.64 32.41 15.32 22.58 18.87 16.27 23.92 22.52 15.36 26.63 29.07 34.95 24.39 24.34 22.55 28.50 21.16 22.62 14.45 15.89 33.64 40.60 28.22 19.28 29.92 37.07 13.93 38.42 48.68 38.65 15.83 28.78 19.61 25.09 21.99 32.17 22.34 15.11 28.99 34.95 13.78 20.92 26.16 20.36 28.66 23.41 31.19 15.22 14.97 44.38 23.21 18.77 16.80 43.11 20.79 22.50 16.32 20.28 30.57 25.21 33.39 16.06 28.34 26.07 16.98 25.01 14.38 23.37 19.53 70.45 44.16 23.59
20.66 31.37 18.81 33.14 16.48 22.75 18.58
21.92
22.59
20.11 32.86
21.16 33.20
25.88 23.60 15.89 28.00
26.75
27.24
17.01
17.76
36.36 24.55 26.15
36.81
37.36
22.16 23.76
23.05 24.39
24.05 25.34
32.47 40.41 31.11 20.05 30.92 38.93 14.43 39.16
32.25 41.48 32.70 21.42
32.40 40.37 33.42 22.67
39.35 15.36 39.20
40.44 15.75 39.26
38.68 17.22 30.21 20.97
39.71 19.14
40.78 20.48
23.11
24.18
18.56 13.70 19.79 29.90 14.26 19.23 16.61 24.72 29.31 20.22 30.59 23.51 35.04 23.86 29.63
19.18 14.14 21.01 31.12 14.58 19.92 17.17 25.22 29.90 15.85 32.08 24.43 35.65 24.27 30.58
19.74 14.78 21.26 34.31
46.05 33.63 25.07 22.48 27.54 25.58 13.26 42.57 26.00 36.59 13.11 20.43 19.86 22.71 24.93 13.21 24.54 20.67 16.84 20.96 28.16 23.02 20.63 16.62 19.13 27.11 53.78
45.13 34.19 26.53 24.39 25.94 25.66 13.30 41.34 27.50 36.60 14.21 20.94 20.61 23.19 25.45 13.38 25.61 21.49 17.82 20.65 28.51 23.52 21.23 17.34 19.94 27.76 56.53
22.91 31.85 16.41 29.01 35.73 15.09 21.01 27.04 30.33 23.50 30.05 14.94 16.13 43.66 25.58 19.29 16.87 45.22 21.64 23.41 16.41 21.07
31.15
31.40
18.18
19.11
36.05
37.37
43.02 26.16
42.18 26.41
17.96 47.48
19.09 47.93
25.93 15.05 21.91
27.29 14.78 22.92
26.16 35.20
26.42 36.46
16.09 23.76 22.33 65.59 28.82
17.11 24.24 23.70 65.16 26.40
15.37
16.06
35.63
36.31
22.29 19.33
23.12 20.41
12.72 34.31 24.25
34.33 24.32
34.52 25.20
24.82 31.19
25.41 30.82
26.11 31.87
35.12 26.96 25.54 27.07 24.15
37.29 26.82 26.45 28.64 24.25
36.58 27.42 27.41 29.82 23.93
26.42 34.68 16.77 29.05 27.37 25.54 15.31 23.26 20.98 68.46 35.30
21.40 17.66 27.93
40.24 28.13 37.54 22.78 23.38 25.82 14.17 27.13 22.02 19.77
24.89
26.11
25.98
25.98
29.32 22.73
30.63 24.00
27.96 23.15 21.23 18.14 22.51
29.12 23.48
30.22 24.69
24.56
25.23
60.06
60.18
61.22
-0.425 -0.091 -0.293 -0.337 -0.158 -0.196 -0.098 -0.176 -0.217 -0.345 -0.224 -0.181 -0.283 -0.100 -0.150 -0.172 -0.271 -0.146 -0.317 -0.204 -0.522 0.000 -0.274 -0.292 -0.250 -0.389 -0.235 -0.375 -0.220 -0.391 -1.042 -0.149 -0.377 -0.127 -0.223 -0.298 -0.309 -0.294 -0.239 -0.549 0.000 -0.110 0.000 0.000 -0.153 -0.196 -0.143 -0.291 0.002 0.000 -0.115 -0.099 -0.207 0.000 -0.358 -0.052 -0.305 -0.202 -0.619 -0.288 -0.279 -0.125 -0.107 -0.217 -0.392 -0.264 -0.339 -0.342 -0.458 -0.449 -0.323 -0.018 0.034 0.000
-0.304 -0.137 -0.324 -0.261 -0.173 -0.203 -0.058 -0.187 -0.228 -0.302 -0.302 -0.269 -0.243 -0.150 -0.186 -0.265 -0.275 -0.146 -0.273 -0.254 -0.505 0.007 -0.237 -0.194 -0.227 -0.294 -0.221 -0.289 -0.250 -0.307 -1.065 -0.191 -0.329 -0.177 -0.199 -0.280 -0.303 -0.233 -0.352 -0.428 -0.046 -0.099 -0.002 -0.082 -0.173 -0.327 -0.253 -0.240 -0.062 -0.113 -0.217 -0.084 -0.200 -0.066 -0.261 -0.080 -0.260 -0.184 -0.579 -0.261 -0.201 -0.153 -0.109 -0.253 -0.326 -0.284 -0.337 -0.345 -0.343 -0.337 -0.233 -0.076 -0.047 0.005
-0.231 -0.154 -0.281 -0.213 -0.186 -0.204 -0.062 -0.196 -0.210 -0.274 -0.278 -0.284 -0.208 -0.167 -0.200 -0.244 -0.250 -0.147 -0.238 -0.221 -0.325 -0.056 -0.212 -0.139 -0.207 -0.245 -0.208 -0.238 -0.234 -0.258 -0.841 -0.193 -0.285 -0.185 -0.181 -0.240 -0.294 -0.197 -0.358 -0.342 -0.082 -0.095 0.003 -0.119 -0.178 -0.327 -0.266 -0.213 -0.097 -0.158 -0.247 -0.071 -0.154 -0.100 -0.191 -0.090 -0.232 -0.173 -0.452 -0.235 -0.184 -0.162 -0.105 -0.261 -0.278 -0.276 -0.243 -0.329 -0.254 -0.270 -0.192 -0.107 -0.070 -0.040
-0.170 -0.149 -0.137 -0.140 -0.191 -0.171 -0.153 -0.164 -0.108 -0.100 -0.213 -0.200 -0.164
0.000 -0.123 -0.314 -0.273 0.000 -0.438 -0.449 0.000 -0.324 0.000 -0.252 -0.168 -0.305 -0.342 -0.216
-0.094 -0.297 -0.257 -0.205 0.003 -0.318 -0.373 0.056 -0.246 -0.066 -0.240 -0.180 -0.239 -0.333 -0.190
-0.130 -0.274 -0.235 -0.175 -0.026 -0.248 -0.311 0.051 -0.214 -0.116 -0.219 -0.177 -0.209 -0.288 -0.164
-0.117 -0.179 -0.155 -0.127 -0.221 -0.159 -0.127 -0.109
0.047 -0.129 -0.320 -0.150 -0.163 0.040 -0.152 -0.189 0.000 -0.071 -0.058 -0.421 -0.378 -0.130 -0.284 0.000 -0.061 -0.390 -0.441 -0.146 -0.070 -0.392 -0.094 -0.172 -0.375 -0.032 0.248
-0.077 -0.146 -0.224 -0.116 -0.195 -0.064 -0.152 -0.182 -0.165 -0.048 -0.057 -0.333 -0.310 -0.220 -0.217 -0.368 -0.195 -0.290 -0.358 -0.146 -0.143 -0.301 -0.187 -0.208 -0.358 -0.060 0.178
-0.100 -0.156 -0.178 -0.122 -0.203 -0.071 -0.119 -0.177 -0.223 -0.034 -0.100 -0.281 -0.264 -0.241 -0.171 -0.445 -0.183 -0.230 -0.300 -0.071 -0.129 -0.244 -0.213 -0.222 -0.316 -0.073 0.086
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.161 -0.132 -0.114 -0.231 -0.207 -0.180 -0.158 -0.192 -0.143 -0.100 -0.093 -0.184 -0.155
-0.196 -0.175 -0.149 -0.135 -0.107 -0.088
-0.174 -0.099 -0.170 -0.202 -0.175 -0.192 -0.167 -0.203
-0.170 -0.078 -0.137 -0.162
-0.145 -0.092 -0.124 -0.148
-0.106 -0.105 -0.147 -0.143 -0.122 -0.122
-0.148 -0.094 -0.101 -0.230 -0.181 -0.160 -0.132 -0.150 -0.116 -0.104 -0.256 -0.172 -0.143 -0.122 -0.243 -0.176 -0.149 -0.128 -0.085 -0.080 -0.074 -0.254 -0.119 -0.174 -0.128 -0.182 -0.114 -0.157 -0.195 -0.066 -0.101 -0.126 -0.146 -0.108 -0.182 -0.168 -0.189 -0.198
-0.074 -0.056 -0.080 -0.083 -0.111 -0.104 -0.124 -0.089 -0.117 -0.100 -0.227 -0.163 -0.174 -0.144
-0.145 -0.111 -0.090 -0.098 -0.096 -0.087 -0.228 -0.206 -0.201 -0.242 -0.179 -0.216 -0.171 -0.122 -0.102
-0.149 -0.175 -0.133 -0.089 -0.150
-0.125 -0.148 -0.112 -0.094 -0.143
-0.185 -0.146 -0.127 -0.217 -0.159 -0.131 -0.042 -0.146 -0.167 -0.131 -0.131 -0.150 -0.130 -0.109 -0.201 -0.157 -0.135 -0.132 -0.105 -0.097
-0.164 -0.153 -0.116 -0.164 -0.091
-0.160 -0.131 -0.101 -0.180 -0.032
-0.146 -0.116 -0.080 -0.148 0.002
-0.162 -0.228 -0.011 -0.251 -0.134 -0.121 -0.167 -0.116 -0.042 -0.042 -0.181 -0.120 -0.118 -0.108 -0.177 -0.140 -0.125 -0.232 -0.069 -0.046 -0.036 -0.173 -0.121 -0.104 -0.178 -0.217 -0.230 -0.184 -0.163 0.062
0.009
0.005
0.017 0.005 0.007 0.008 0.003 0.001 0.001 0.001 0.006 0.007 0.005 0.005 0.007 0.006 0.008 0.003 0.007 0.003 0.013 0.003 0.020 0.000 0.005 0.010 0.004 0.015 0.002 0.017 0.012 0.009 0.016 0.009 0.013 0.002 0.012 0.004 0.009 0.007 0.007 0.020 0.000 0.011 0.000 0.000 0.004 0.003 0.003 0.009 0.000 0.000 0.002 0.007 0.016 0.000 0.015 0.005 0.009 0.008 0.023 0.017 0.006 0.002 0.002 0.004 0.013 0.007 0.006 0.011 0.015 0.018 0.015 0.004 -0.006 0.000
0.012 0.004 0.010 0.005 0.005 0.004 0.000 0.004 0.004 0.006 0.009 0.006 0.007 0.004 0.006 0.007 0.008 0.003 0.011 0.009 0.019 0.000 0.004 0.006 0.004 0.010 0.003 0.010 0.011 0.005 0.009 0.008 0.011 0.003 0.009 0.008 0.008 0.004 0.011 0.014 -0.001 0.006 0.000 0.001 0.006 0.009 0.007 0.006 0.003 0.004 0.006 0.004 0.010 0.002 0.011 0.004 0.008 0.007 0.019 0.010 0.004 0.003 0.003 0.006 0.009 0.006 0.007 0.009 0.012 0.016 0.011 0.003 0.003 0.000
0.009 0.004 0.009 0.003 0.006 0.005 0.000 0.005 0.003 0.004 0.008 0.006 0.006 0.003 0.005 0.006 0.007 0.003 0.008 0.007 0.013 0.001 0.003 0.004 0.003 0.008 0.003 0.005 0.009 0.003 0.004 0.006 0.009 0.003 0.007 0.007 0.007 0.003 0.010 0.011 -0.001 0.004 0.000 0.002 0.007 0.009 0.008 0.004 0.004 0.005 0.007 0.002 0.006 0.003 0.010 0.002 0.007 0.006 0.014 0.007 0.003 0.003 0.002 0.006 0.006 0.005 0.005 0.007 0.010 0.012 0.008 0.002 0.003 0.000
0.004 0.002 0.004 0.001 0.005 0.004 0.005
0.002
0.001
0.002 0.001
0.001 0.001
0.002 0.002 0.004 0.003
0.002
0.002
0.002
0.001
0.001 0.003 0.003
0.001
0.001
0.003 0.004
0.001 0.002
0.001 0.001
0.002 0.002 0.001 0.004 0.002 0.002 0.007 0.002
0.002 0.001 0.001 0.002
0.001 0.001 0.001 0.001
0.001 0.004 0.001
0.001 0.002 0.001
0.003 0.006 0.001 0.004
0.002 0.004
0.001 0.002
0.002
0.002
0.002
0.001
0.004
0.003
0.001
0.001
0.001 0.001
0.000 0.001
0.003 0.001
0.002 0.001
0.001 0.005 0.003
0.001 0.004 0.002
0.001 0.001
0.001 0.000
0.004 0.002 0.002 0.000 0.001
0.002 0.001 0.002 0.000 0.000
0.000 0.002 0.008 0.007 0.000 0.015 0.016 0.000 0.007 0.000 0.011 0.003 0.009 0.011 0.008
0.001 0.010 0.009 0.006 0.000 0.011 0.013 0.012 0.010 0.001 0.006 0.009 0.004 0.011 0.005
0.002 0.010 0.008 0.005 0.001 0.008 0.010 0.013 0.009 0.001 0.004 0.010 0.002 0.008 0.003
0.002 0.005 0.004 0.002
0.003
0.002
0.001
0.001
0.001 0.003
0.001 0.002
0.002 0.002 0.004
0.001 0.003
0.001 0.002
0.004 0.002
0.002 0.001
0.002 0.001
0.013 0.011 0.013 0.020 0.000 0.000 0.001 0.007 0.000 0.006 0.002 0.013 0.012 0.006 0.012 0.000 0.005 0.014 0.015 0.002 0.013 0.012 0.000 0.003 0.012 0.000 0.006
0.008 0.006 0.008 0.010 0.003 0.007 0.001 0.005 0.004 0.006 0.002 0.009 0.007 0.009 0.007 0.009 0.009 0.009 0.011 0.002 0.010 0.007 0.003 0.006 0.010 0.001 0.003
0.005 0.004 0.005 0.005 0.004 0.009 0.001 0.004 0.005 0.005 0.004 0.006 0.005 0.009 0.004 0.012 0.007 0.006 0.008 0.005 0.007 0.005 0.004 0.006 0.007 0.001 0.002
0.002 0.002 0.002 0.002 0.006
0.001 0.001 0.001 0.001 0.004
0.001 0.001 0.001 0.001 0.004
0.001
0.001
0.001
0.001
0.002 0.002
0.002 0.001
0.003 0.003 0.004 0.004 0.003
0.002 0.002
0.001 0.001
0.001
0.001
0.000
0.001
0.001
0.004 0.002 0.006 0.001 0.002 0.010 0.004 0.006 0.002 0.002 0.003 0.005 0.005 0.002 0.002 0.002 0.006 0.001 0.004 0.003 0.004 0.003 0.002 0.001 0.004 0.002 0.003 0.003 0.006 0.005 0.004 0.001 0.001
0.004 0.006 0.002
0.002 0.002 0.001 0.004 0.004 0.002 0.006 0.003 0.004 0.004