S&P-TSX Index - Dividends and Implied Volatility Surfaces Parameters

Page 1

15.05.2013

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

At The Money Implied Volatilities by Terms

S&P / TSX 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

AAV CT Equity

ADVANTAGE OIL & GAS LTD

Energy

3.78

55.61

45.14

44.96

-0.337 -0.131 -0.111

0.046

0.012

0.008

ARE CT Equity

AECON GROUP INC

Industrials

11.29

2.83%

19.06.2013

30.11

27.94

27.87

0.019 -0.039 -0.031

0.052

0.018

0.013

AGF/B CT Equity

AGF MANAGEMENT LTD-CLASS B

Financials

11.76

9.27%

04.07.2013

27.87

29.13

29.54

-0.520 -0.107 -0.085

0.082

0.025

0.015

AEM CT Equity

AGNICO EAGLE MINES LTD

Materials

29.79

3.08%

28.08.2013

43.04

41.24

41.27

41.57

0.263 -0.008 -0.009 -0.007

0.019

0.002

0.001

0.000

AGU CT Equity

AGRIUM INC

Materials

92.37

2.43%

27.09.2013

24.59

23.23

23.33

24.06

-0.254 -0.155 -0.148 -0.127 -0.077 -0.047

0.056

0.014

0.009

0.003

AIM CT Equity

AIMIA INC

Consumer Discretionary

15.12

4.50%

11.09.2013

39.70

30.45

29.89

-0.198 -0.398 -0.443

0.046

0.022

0.018

ASR CT Equity

ALACER GOLD CORP

Materials

2.58

97.39

77.68

73.90

-0.079 -0.119 -0.252

0.026

0.004

0.002

AGI CT Equity

ALAMOS GOLD INC

Materials

14.06

1.88%

09.10.2013

55.32

49.96

48.47

-0.266 -0.129 -0.101

0.038

0.007

0.005

AQN CT Equity

ALGONQUIN POWER & UTILITIES

Utilities

8.06

4.25%

25.09.2013

23.39

21.48

21.40

-0.305 -0.129 -0.088

0.073

0.027

0.019

ATD/B CT Equity

ALIMENTATION COUCHE-TARD -B

Consumer Staples

59.84

0.58%

17.07.2013

26.82

26.21

26.87

-0.466 -0.139 -0.153 -0.062

0.026

0.003

0.004

AP-U CT Equity

ALLIED PROPERTIES REAL ESTAT

Financials

34.07

4.02%

29.05.2013

14.14

13.41

14.24

-0.196 -0.126 -0.118

0.043

0.015

0.010

ALA CT Equity

ALTAGAS LTD

Energy

38.95

3.81%

25.06.2013

14.44

11.53

11.97

-0.775 -0.381 -0.318

0.049

0.021

0.017

ARX CT Equity

ARC RESOURCES LTD

Energy

26.84

4.47%

28.08.2013

23.83

22.76

23.20

-0.301 -0.289 -0.277

0.025

0.013

0.010

AR CT Equity

ARGONAUT GOLD INC

Materials

6.46

88.13

61.88

60.83

-0.876 -0.207 -0.157

0.083

0.022

0.012

AX-U CT Equity

ARTIS REAL ESTATE INVESTMENT

Financials

16.66

6.48%

26.06.2013

13.82

11.96

13.17

-0.418 -0.176 -0.143

0.068

0.029

0.021

ACM/A CT Equity ASTRAL MEDIA INC-A

Consumer Discretionary

48.65

2.06%

12.07.2013

22.45

16.99

19.21

22.31

-0.491 -0.501 -0.376 -0.230

0.059

0.037

0.020 -0.005

ACO/X CT Equity ATCO LTD -CLASS I

Utilities

94.71

1.61%

06.09.2013

ATH CT Equity

ATHABASCA OIL CORP

Energy

5.68

81.77

76.17

74.89

71.04

-0.704 -0.266 -0.165 -0.094 -0.047 0.019

0.049

0.007

0.003

ATP CT Equity

ATLANTIC POWER CORP

Utilities

5.30

7.53%

26.06.2013

61.06

57.67

56.86

-0.607 -0.180 -0.162

0.075

0.013

0.009

AUQ CT Equity

AURICO GOLD INC

Materials

4.81

3.39%

02.07.2013

59.78

58.26

57.70

-0.385 0.125

0.134

0.078

0.005

0.001

ARZ CT Equity

AURIZON MINES LTD

Materials

184.99

102.63

84.28

-1.773 -0.653 -0.352

0.188

0.050

0.016

BTO CT Equity

B2GOLD CORP

Materials

2.27

BMO CT Equity

BANK OF MONTREAL

Financials

61.30

4.96%

30.07.2013

13.31

13.55

14.03

14.17

15.69

17.08

-0.312 -0.263 -0.251 -0.226 -0.212 -0.172

0.061

0.028

0.022

0.010

0.004

0.003

BNS CT Equity

BANK OF NOVA SCOTIA

Financials

58.18

4.28%

28.06.2013

13.01

12.36

12.47

13.55

15.12

16.55

-0.263 -0.144 -0.135 -0.161 -0.164 -0.114

0.068

0.030

0.024

0.010

0.004

0.003

BNK CT Equity

BANKERS PETROLEUM LTD

Energy

2.80

65.35

57.92

56.85

-0.321 -0.161 -0.249

0.072

0.010

0.005

BAA CT Equity

BANRO CORPORATION

Materials

1.11

389.37

188.46

159.07

0.000

0.000

0.000

0.000

ABX CT Equity

BARRICK GOLD CORP

Materials

20.29

3.26%

30.08.2013

45.17

42.00

41.43

-0.197 -0.105 -0.093 -0.059 -0.008 0.052

0.043

0.007

0.005

0.002

0.001

0.000

BTE CT Equity

BAYTEX ENERGY CORP

Energy

38.00

7.21%

29.05.2013

25.75

24.17

24.10

-0.067 -0.136 -0.167

0.054

0.014

0.011

BCE CT Equity

BCE INC

Telecommunication Services 48.12

4.90%

12.09.2013

12.20

11.52

11.88

-0.169 -0.068 -0.079 -0.066 -0.095 -0.037

0.067

0.033

0.024

0.012

0.004

0.003

BA CT Equity

BELL ALIANT INC

Telecommunication Services 27.85

6.82%

13.09.2013

10.01

8.57

9.02

-0.555 -0.131 -0.112

0.036

0.015

0.011

BIR CT Equity

BIRCHCLIFF ENERGY LTD

Energy

7.80

43.13

40.17

39.82

-0.618 -0.221 -0.151

0.082

0.015

0.009

BDI CT Equity

BLACK DIAMOND GROUP LTD

Industrials

22.33

3.85%

26.06.2013

29.47

26.08

26.05

-0.770 -0.289 -0.267

0.051

0.022

0.015

PXX CT Equity

BLACKPEARL RESOURCES INC

Energy

2.11

76.29

49.50

49.28

0.524

0.034

0.006

0.003

BEI-U CT Equity

BOARDWALK REAL ESTATE INVEST

Financials

64.77

3.06%

29.05.2013

BBD/B CT Equity BOMBARDIER INC-B

Industrials

4.58

2.18%

11.09.2013

38.84

34.15

33.68

0.084

0.033

0.026

0.011

0.003

0.000

BNP CT Equity

BONAVISTA ENERGY CORP

Energy

15.65

5.37%

29.05.2013

30.67

27.65

27.64

-0.609 -0.218 -0.166

0.060

0.013

0.009

BNE CT Equity

BONTERRA ENERGY CORP

Energy

49.53

6.99%

12.06.2013

BAM/A CT Equity BROOKFIELD ASSET MANAGE-CL A

Financials

39.05

1.59%

30.10.2013

29.98

20.05

17.18

-0.469 -0.322 -0.289

0.028

0.010

0.007

BPO CT Equity

BROOKFIELD OFFICE PROPERTIES

Financials

19.34

2.95%

28.08.2013

16.84

14.02

14.86

-0.909 -0.485 -0.391

0.065

0.028

0.021

CAE CT Equity

CAE INC

Industrials

10.79

1.85%

12.06.2013

25.01

21.40

20.84

-0.525 -0.475 -0.375 -0.187

0.100

0.044

0.032

CFW CT Equity

CALFRAC WELL SERVICES LTD

Energy

27.77

3.78%

13.06.2013

22.73

21.91

22.86

-0.619 -0.158 -0.139

0.053

0.020

0.014

CWT-U CT Equity CALLOWAY REAL ESTATE INVESTM

Financials

30.11

5.27%

27.05.2013

18.84

14.46

14.06

-0.043 -0.069 -0.054

0.047

0.025

0.019

CCO CT Equity

-0.373 -0.176 -0.123 -0.069 -0.023 0.003

CAMECO CORP

3.87

24.48

25.07

27.11

69.08

67.17

41.03

41.13

41.31

12.29

12.52

13.38

32.83

34.83

37.14

21.34

0.000

0.095

0.000

0.041

-0.339 -0.268 -0.242 -0.099 0.021

0.120

0.001

0.001

0.001

0.000 -0.003 -0.003

0.009

Energy

21.12

1.94%

25.09.2013

26.60

25.17

25.58

27.25

28.54

29.64

0.050

0.013

0.010

0.004

0.002

0.002

CAR-U CT Equity CAN APARTMENT PROP REAL ESTA

Financials

25.40

4.55%

29.05.2013

12.90

11.80

12.75

-0.471 -0.298 -0.276

0.044

0.018

0.014

CM CT Equity

CAN IMPERIAL BK OF COMMERCE

Financials

78.35

4.95%

26.06.2013

14.17

13.57

13.35

13.74

15.44

16.93

-0.303 -0.167 -0.147 -0.163 -0.148 -0.091

0.066

0.027

0.021

0.010

0.003

0.001

CNR CT Equity

CANADIAN NATL RAILWAY CO

Industrials

103.60

1.69%

06.09.2013

14.22

14.49

14.94

15.97

17.27

18.53

-0.381 -0.234 -0.220 -0.189 -0.144 -0.107

0.058

0.026

0.018

0.006

0.003

0.002

CNQ CT Equity

CANADIAN NATURAL RESOURCES

Energy

29.55

1.73%

11.09.2013

24.35

25.35

26.76

27.62

28.86

30.49

-0.279 -0.188 -0.184 -0.148 -0.111 -0.080

0.056

0.017

0.007

0.002

0.001

0.000

COS CT Equity

CANADIAN OIL SANDS LTD

Energy

20.10

7.71%

21.08.2013

31.87

23.50

20.77

21.13

21.99

22.55

-0.188 -0.090 -0.092 -0.070 -0.034 0.026

0.059

0.023

0.018

0.006

0.004

0.004

CP CT Equity

CANADIAN PACIFIC RAILWAY LTD

Industrials

137.37

1.02%

25.09.2013

26.60

23.56

24.17

-0.950 -0.354 -0.279

0.032

0.011

0.009

REF-U CT Equity CAN REAL ESTATE INVEST TRUST

Financials

46.90

3.52%

29.05.2013

16.90

15.09

15.54

-0.084 -0.034 -0.045

0.029

0.008

0.005

CTC/A CT Equity CANADIAN TIRE CORP-CLASS A

Consumer Discretionary

83.82

1.79%

29.10.2013

32.05

22.28

19.19

-0.607 -0.293 -0.222 -0.135

0.026

0.012

0.009

CU CT Equity

CANADIAN UTILITIES LTD-A

Utilities

79.44

2.54%

07.08.2013

15.90

15.32

15.92

-0.083 -0.274 -0.277

0.015

0.012

0.011

CWB CT Equity

CANADIAN WESTERN BANK

Financials

28.14

2.63%

18.06.2013

15.29

14.59

15.38

-0.082 0.053

0.047

0.039

0.019

0.015

CUS CT Equity

CANEXUS CORP

Materials

8.62

6.35%

25.09.2013

32.25

24.80

24.64

-0.151 -0.171 -0.176

0.062

0.026

0.019

CFP CT Equity

CANFOR CORP

Materials

18.63

34.12

32.01

32.03

0.303 -0.154 -0.170

0.036

0.011

0.009

CPX CT Equity

CAPITAL POWER CORP

Utilities

21.80

5.78%

25.09.2013

20.89

17.93

17.92

-0.355 -0.119 -0.081

0.035

0.015

0.011

CS CT Equity

CAPSTONE MINING CORP

Materials

2.26

72.08

58.29

58.91

-0.071 -0.022 0.013

0.026

0.007

0.004

CCT CT Equity

CATAMARAN CORP

Health Care

54.25

35.63

34.83

35.07

-0.200 -0.167 -0.168

0.043

0.006

0.005

CCL/B CT Equity

CCL INDUSTRIES INC - CL B

Materials

65.65

CLS CT Equity

CELESTICA INC

Information Technology

8.92

31.77

27.08

28.40

30.69

-0.707 -0.354 -0.251 -0.099

0.096

0.036

0.022

0.003

CVE CT Equity

CENOVUS ENERGY INC

Energy

30.18

3.33%

11.09.2013

24.40

23.55

23.72

24.59

25.27

25.65

-0.307 -0.217 -0.201 -0.146 -0.075 -0.044

0.058

0.018

0.013

0.003

0.000

0.000

CG CT Equity

CENTERRA GOLD INC

Materials

3.93

4.33%

27.08.2013

91.84

82.03

77.97

70.76

71.57

72.23

-0.510 0.092

0.046

0.001

0.002

0.001

0.003

0.006

GIB/A CT Equity

CGI GROUP INC - CLASS A

Information Technology

32.62

25.36

23.80

23.60

24.39

-0.746 -0.383 -0.241 -0.132

0.053

0.017

0.009

0.004

CSH-U CT Equity CHARTWELL RETIREMENT RESIDEN

Financials

11.28

41.11

22.28

20.90

-0.572 -0.182 -0.172

0.113

0.061

0.050

CGG CT Equity

Materials

0.008

0.002

0.001

0.003

0.002

0.003

0.003

CHINA GOLD INTERNATIONAL RES

1.33%

19.68

0.005

13.09.2013

4.79%

26.06.2013

2.98

0.046 -0.065 -0.041 0.094

106.70

72.87

69.37

-0.260 -0.043 -0.158

0.028

0.002

0.001

CHR/B CT Equity CHORUS AVIATION INC - B

Industrials

2.48

12.10%

26.06.2013

CIX CT Equity

CI FINANCIAL CORP

Financials

29.81

3.89%

27.09.2013

17.45

15.41

15.74

-0.518 -0.257 -0.246

0.042

0.022

0.017

CGX CT Equity

CINEPLEX INC

Consumer Discretionary

34.04

4.14%

29.05.2013

13.63

13.87

14.66

-0.142 -0.176 -0.168

0.038

0.017

0.013

CLC CT Equity

CML HEALTHCARE INC

Health Care

7.69

6.89%

27.06.2013

26.99

19.76

19.74

-0.340 -0.129 -0.101

0.078

0.034

0.025

CCA CT Equity

COGECO CABLE INC

Consumer Discretionary

44.76

2.46%

22.07.2013

22.55

20.33

20.91

-0.172 -0.221 -0.168

0.027

0.014

0.011

CUF-U CT Equity COMINAR REAL ESTATE INV-TR U

Financials

23.82

6.21%

29.05.2013

12.39

11.29

12.15

-0.197 -0.074 -0.078

0.035

0.012

0.008

CSU CT Equity

CONSTELLATION SOFTWARE INC

Information Technology

137.71

2.96%

10.09.2013

CJR/B CT Equity

CORUS ENTERTAINMENT INC-B SH

Consumer Discretionary

24.65

4.15%

13.08.2013

20.38

19.40

19.69

-0.078 -0.233 -0.211

0.031

0.016

0.014

BCB CT Equity

COTT CORPORATION

Consumer Staples

8.88

2.70%

03.09.2013

28.81

25.81

26.43

-0.116 -0.129 -0.155

0.070

0.021

0.015

CPG CT Equity

CRESCENT POINT ENERGY CORP

Energy

37.47

7.37%

26.06.2013

18.01

17.14

17.29

-0.372 -0.142 -0.136 -0.119 -0.055 -0.050

0.068

0.025

0.019

CR CT Equity

CREW ENERGY INC

Energy

6.71

45.47

41.20

41.52

-0.543 -0.219 -0.137

0.092

0.019

0.014

CRR-U CT Equity CROMBIE REAL ESTATE INVESTME

Financials

15.47

5.75%

29.05.2013

DH CT Equity

DAVIS & HENDERSON CORP

Financials

23.00

5.65%

28.08.2013

17.10

17.07

17.74

-0.240 -0.164 -0.164

0.059

0.023

0.017

DGC CT Equity

DETOUR GOLD CORP

Materials

9.89

85.53

73.58

69.82

-0.419 -0.189 -0.168

0.031

0.007

0.006

DOL CT Equity

DOLLARAMA INC

Consumer Discretionary

72.46

0.81%

03.07.2013

22.83

20.79

20.58

-0.376 -0.155 -0.157

0.030

0.008

0.008

DDC CT Equity

DOMINION DIAMOND CORP

Materials

15.66

0.20%

13.06.2013

34.54

32.14

32.12

-0.313 -0.293 -0.249

0.054

0.017

0.013

DII/B CT Equity

DOREL INDUSTRIES-CL B

Consumer Discretionary

41.23

2.96%

20.08.2013

DC/A CT Equity

DUNDEE CORP -CL A

Financials

37.45

28.48

19.22

19.38

-0.528 -0.319 -0.278

0.047

0.020

0.014

DPM CT Equity

DUNDEE PRECIOUS METALS INC

Materials

4.68

70.16

61.87

59.66

-0.855 -0.197 -0.143

0.058

0.004

0.004

D-U CT Equity

DUNDEE REAL ESTATE INVESTM-A

Financials

36.37

6.16%

29.05.2013

12.45

11.30

12.07

-0.216 -0.080 -0.069

0.033

0.013

0.009

ELD CT Equity

ELDORADO GOLD CORP

Materials

7.15

2.80%

07.08.2013

51.41

47.84

46.63

-0.447 -0.190 -0.061 -0.027 -0.009 0.034

0.071

0.009

0.006

EFN CT Equity

ELEMENT FINANCIAL CORP

Financials

10.44

37.08

28.78

28.50

-0.445 -0.300 -0.260

0.053

0.017

0.012

EMA CT Equity

EMERA INC

Utilities

36.30

3.96%

30.07.2013

13.16

11.66

12.38

13.48

-0.424 -0.213 -0.261 -0.180

0.042

0.016

0.014

0.006

EMP/A CT Equity EMPIRE CO LTD 'A'

Consumer Staples

69.51

1.50%

12.07.2013

ENB CT Equity

ENBRIDGE INC

Energy

47.75

2.77%

13.08.2013

14.43

13.73

13.93

14.74

15.74

16.85

-0.288 -0.169 -0.162 -0.157 -0.136 -0.103

0.069

0.030

0.023

0.009

0.004

ENF CT Equity

ENBRIDGE INCOME FUND HOLDING

Energy

26.09

5.17%

02.07.2013

15.37

15.26

16.46

-0.808 -0.229 -0.167

0.037

0.013

0.009

ECA CT Equity

ENCANA CORP

Energy

18.79

4.34%

11.09.2013

28.88

27.85

28.01

28.44

30.05

31.95

-0.244 -0.153 -0.134 -0.081 -0.031 -0.007

0.054

0.012

0.008

0.003

0.000 -0.001

EDR CT Equity

ENDEAVOUR SILVER CORP

Materials

4.16

83.51

62.21

61.98

-0.477 -0.098 -0.054

0.063

0.017

0.012

EFX CT Equity

ENERFLEX LTD

Energy

13.75

2.04%

10.09.2013

25.29

22.93

23.21

-0.530 -0.341 -0.270

0.079

0.026

0.018

ERF CT Equity

ENERPLUS CORP

Energy

15.52

7.93%

05.06.2013

28.87

25.72

26.34

-0.739 -0.197 -0.177

0.057

0.023

0.017

ESI CT Equity

ENSIGN ENERGY SERVICES INC

Energy

16.01

2.81%

18.09.2013

26.12

24.96

25.14

0.291 -0.157 -0.157

0.046

0.020

0.016

EXE CT Equity

EXTENDICARE INC

Health Care

6.97

6.89%

26.06.2013

65.82

46.71

43.40

-0.587 -0.308 -0.260

0.129

0.040

0.024

FFH CT Equity

FAIRFAX FINANCIAL HLDGS LTD

Financials

431.00

2.36%

15.01.2014

FTT CT Equity

FINNING INTERNATIONAL INC

Industrials

22.08

2.76%

21.08.2013

25.12

23.63

24.27

-0.370 -0.283 -0.226 -0.134

0.067

0.027

0.017

FCR CT Equity

FIRST CAPITAL REALTY INC

Financials

19.44

4.32%

25.09.2013

14.32

11.28

12.05

-0.393 -0.196 -0.145

0.046

0.028

0.022

FR CT Equity

FIRST MAJESTIC SILVER CORP

Materials

10.62

61.41

54.92

53.56

50.89

50.89

50.89

-0.477 -0.190 -0.164 -0.119 -0.119 -0.119

0.048

0.006

0.004

0.002

0.002

0.002

FM CT Equity

FIRST QUANTUM MINERALS LTD

Materials

18.68

1.33%

27.08.2013

45.96

44.94

45.35

44.98

45.44

44.94

-0.504 -0.269 -0.222 -0.168 -0.117 -0.095

0.061

0.011

0.007

0.003

0.001

0.001

FSV CT Equity

FIRSTSERVICE CORP

Financials

33.34

0.31%

FTS CT Equity

FORTIS INC

Utilities

33.53

3.82%

13.11.2013

13.17

13.42

13.69

0.187

0.043

0.022

0.016

FVI CT Equity

FORTUNA SILVER MINES INC

Materials

2.72

95.76

72.35

69.97

-0.342 -0.022 -0.095 -0.196 -0.115 -0.033

0.032

0.005

0.003

0.000

0.000

0.000

FNV CT Equity

FRANCO-NEVADA CORP

Materials

41.72

1.76%

08.10.2013

36.24

34.02

33.61

-0.327 -0.162 -0.132

0.049

0.006

0.004

FRU CT Equity

FREEHOLD ROYALTIES LTD

Energy

24.14

6.96%

29.05.2013

21.74

19.34

19.51

-0.379 -0.332 -0.306

0.028

0.013

0.010

GBU CT Equity

GABRIEL RESOURCES LTD

Materials

1.81

125.58

116.19

118.56

0.092

0.025

0.006

0.003

0.002

GNV CT Equity

GENIVAR INC

Industrials

23.98

6.26%

25.09.2013

20.43

19.62

20.33

-0.063 -0.084 -0.097

0.033

0.010

0.008

MIC CT Equity

GENWORTH MI CANADA INC

Financials

23.87

5.74%

13.08.2013

38.19

37.23

37.50

-0.221 -0.729 -0.795

0.035

0.014

0.012

WN CT Equity

WESTON (GEORGE) LTD

Consumer Staples

81.70

2.03%

12.06.2013

24.29

18.20

16.66

-0.678 -0.309 -0.244

0.028

0.012

0.009

GEI CT Equity

GIBSON ENERGY INC

Energy

26.52

4.19%

25.09.2013

22.38

19.66

19.83

-0.604 -0.244 -0.193

0.025

0.012

0.010

GIL CT Equity

GILDAN ACTIVEWEAR INC

Consumer Discretionary

42.57

0.86%

13.08.2013

29.82

22.59

21.83

-0.582 -0.295 -0.253

0.036

0.015

0.012

G CT Equity

GOLDCORP INC

Materials

28.30

2.25%

11.06.2013

35.97

34.05

34.08

0.047

0.008

0.005

0.001

0.000

0.000

GRT-U CT Equity GRANITE REAL ESTATE INVESTME

Financials

39.48

5.37%

29.05.2013

15.45

14.61

15.47

-0.244 -0.209 -0.199

0.043

0.017

0.012

GWO CT Equity

GREAT-WEST LIFECO INC

Financials

28.28

4.39%

28.08.2013

15.24

13.62

13.91

-0.463 -0.242 -0.258

0.042

0.025

0.020

HR-U CT Equity

H&R REAL ESTATE INV-REIT UTS

Financials

24.60

6.58%

15.07.2013

13.40

11.27

11.77

-0.437 0.179

HCG CT Equity

HOME CAPITAL GROUP INC

Financials

50.56

2.35%

14.08.2013

34.27

29.03

28.91

HBM CT Equity

HUDBAY MINERALS INC

Materials

7.92

2.53%

11.09.2013

45.61

41.46

40.26

38.89

HSE CT Equity

HUSKY ENERGY INC

Energy

30.15

3.98%

19.08.2013

23.65

21.38

20.86

21.17

0.003

0.003

IMG CT Equity

IAMGOLD CORP

Materials

5.17

4.93%

26.06.2013

58.62

56.37

55.93

53.72

IGM CT Equity

IGM FINANCIAL INC

Financials

47.27

4.63%

25.09.2013

16.75

16.63

16.98

IMO CT Equity IAG CT Equity

IMPERIAL OIL LTD INDUSTRIAL ALLIANCE INSURANC

Energy Financials

39.45 37.71

1.27% 3.54%

28.08.2013 14.08.2013

16.60 18.19

17.29 17.07

20.07 18.19

18.06

45.38

19.75

47.16

20.42

48.75

25.63

67.98

34.13

20.93 20.74

70.60

34.00

21.60

73.23

34.24

21.92

0.075

0.041

0.022

-0.246 -0.150 -0.125 -0.064 0.009

0.050

0.003

0.209

0.052

0.051

0.044

0.281 -0.209 -0.219

0.032

0.013

0.008

-0.266 -0.131 -0.124 -0.097

0.077

0.022

0.016

0.006

-0.333 -0.173 -0.163 -0.156 -0.135 -0.101

0.048

0.015

0.014

0.005

-0.267 -0.135 -0.009 0.023

0.064

0.017

0.003

0.002

-0.632 -0.337 -0.291

0.035

0.016

0.012

-0.126 -0.165 -0.094 -0.120 -0.451 -0.310 -0.239 -0.111

0.045 0.046

0.011 0.022

0.007 0.015

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

0.003 0.004


Turn static files into dynamic content formats.

Create a flipbook
Issuu converts static files into: digital portfolios, online yearbooks, online catalogs, digital photo albums and more. Sign up and create your flipbook.