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 |