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
15.05.2013
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
At The Money Implied Volatilities by Terms
S&P / TSX Index
Ticker IFC CT Equity IPL-U CT Equity PJC/A CT Equity JE CT Equity KEY CT Equity K CT Equity KGI CT Equity LIF CT Equity LB CT Equity LEG CT Equity LNR CT Equity L CT Equity LUN CT Equity MDA CT Equity MG CT Equity MDI CT Equity MBT CT Equity MFC CT Equity MFI CT Equity MRE CT Equity MEG CT Equity MX CT Equity MRU CT Equity MTL CT Equity NA CT Equity NSU CT Equity NGD CT Equity NKO CT Equity NWC CT Equity NPR-U CT Equity NPI CT Equity NG CT Equity OGC CT Equity OCX CT Equity OTC CT Equity OSK CT Equity PRE CT Equity PAA CT Equity POU CT Equity PKI CT Equity PSI CT Equity PPL CT Equity PGF CT Equity PWT CT Equity PBN CT Equity PMG CT Equity PEY CT Equity POT CT Equity POW CT Equity PWF CT Equity PD CT Equity PG CT Equity PVG CT Equity BIN CT Equity QBR/B CT Equity RET/A CT Equity BB CT Equity RIO CT Equity REI-U CT Equity RCI/B CT Equity RON CT Equity RY CT Equity RMX CT Equity RUS CT Equity SAP CT Equity SVY CT Equity SES CT Equity SMF CT Equity SJR/B CT Equity SCL CT Equity S CT Equity SC CT Equity SSO CT Equity SLW CT Equity SVM CT Equity SNC CT Equity STN CT Equity SLF CT Equity SU CT Equity SPB CT Equity THO CT Equity TLM CT Equity TKO CT Equity TCK/B CT Equity T CT Equity TCM CT Equity TRI CT Equity THI CT Equity X CT Equity TXG CT Equity TIH CT Equity TD CT Equity TOU CT Equity TA CT Equity TRP CT Equity TCL/A CT Equity TFI CT Equity TGL CT Equity TCW CT Equity TET CT Equity TDG CT Equity TRQ CT Equity VRX CT Equity VSN CT Equity VET CT Equity WJX CT Equity WFT CT Equity WJA CT Equity WPT CT Equity WTE CT Equity WCP CT Equity WIN CT Equity YRI CT Equity TCL/A CT Equity TFI CT Equity TGL CT Equity TCW CT Equity TET CT Equity TDG CT Equity UUU CT Equity VRX CT Equity VSN CT Equity VET CT Equity VT CT Equity WFT CT Equity WJA CT Equity
Name INTACT FINANCIAL CORP INTER PIPELINE FUND LP-A JEAN COUTU GROUP INC-CLASS A JUST ENERGY GROUP INC KEYERA CORP KINROSS GOLD CORP KIRKLAND LAKE GOLD INC LABRADOR IRON ORE ROYALTY CO LAURENTIAN BANK OF CANADA LEGACY OIL + GAS INC LINAMAR CORP LOBLAW COMPANIES LTD LUNDIN MINING CORP MACDONALD DETTWILER & ASSOC MAGNA INTERNATIONAL INC MAJOR DRILLING GROUP INTL MANITOBA TELECOM SVCS INC MANULIFE FINANCIAL CORP MAPLE LEAF FOODS INC MARTINREA INTERNATIONAL INC MEG ENERGY CORP METHANEX CORP METRO INC MULLEN GROUP LTD NATIONAL BANK OF CANADA NEVSUN RESOURCES LTD NEW GOLD INC NIKO RESOURCES LTD NORTH WEST CO INC/THE NORTHERN PROPERTY REAL ESTAT NORTHLAND POWER INC NOVAGOLD RESOURCES INC OCEANAGOLD CORP ONEX CORPORATION OPEN TEXT CORP OSISKO MINING CORP PACIFIC RUBIALES ENERGY CORP PAN AMERICAN SILVER CORP PARAMOUNT RESOURCES LTD -A PARKLAND FUEL CORP PASON SYSTEMS INC PEMBINA PIPELINE CORP PENGROWTH ENERGY CORP PENN WEST PETROLEUM LTD PETROBAKKEN ENERGY LTD PETROMINERALES LTD PEYTO EXPLORATION & DEV CORP POTASH CORP OF SASKATCHEWAN POWER CORP OF CANADA POWER FINANCIAL CORP PRECISION DRILLING CORP PREMIER GOLD MINES LTD PRETIUM RESOURCES INC PROGRESSIVE WASTE SOLUTIONS QUEBECOR INC -CL B REITMANS (CANADA) LTD-A RESEARCH IN MOTION RIO ALTO MINING LTD RIOCAN REAL ESTATE INVST TR ROGERS COMMUNICATIONS INC-B RONA INC ROYAL BANK OF CANADA RUBICON MINERALS CORP RUSSEL METALS INC SAPUTO INC SAVANNA ENERGY SERVICES CORP SECURE ENERGY SERVICES INC SEMAFO INC SHAW COMMUNICATIONS INC-B SHAWCOR LTD SHERRITT INTERNATIONAL CORP SHOPPERS DRUG MART CORP SILVER STANDARD RESOURCES SILVER WHEATON CORP SILVERCORP METALS INC SNC-LAVALIN GROUP INC STANTEC INC SUN LIFE FINANCIAL INC SUNCOR ENERGY INC SUPERIOR PLUS CORP TAHOE RESOURCES INC TALISMAN ENERGY INC TASEKO MINES LTD TECK RESOURCES LTD-CLS B TELUS CORP THOMPSON CREEK METALS CO INC THOMSON REUTERS CORP TIM HORTONS INC TMX GROUP LTD TOREX GOLD RESOURCES INC TOROMONT INDUSTRIES LTD TORONTO-DOMINION BANK TOURMALINE OIL CORP TRANSALTA CORP TRANSCANADA CORP TRANSCONTINENTAL INC-CL A TRANSFORCE INC TRANSGLOBE ENERGY CORP TRICAN WELL SERVICE LTD TRILOGY ENERGY CORP TRINIDAD DRILLING LTD TURQUOISE HILL RESOURCES LTD VALEANT PHARMACEUTICALS INTE VERESEN INC VERMILION ENERGY INC WAJAX CORP WEST FRASER TIMBER CO LTD WESTJET AIRLINES LTD WESTPORT INNOVATIONS INC WESTSHORE TERMINALS INVESTME WHITECAP RESOURCES INC WI-LAN INC YAMANA GOLD INC TRANSCONTINENTAL INC-CL A TRANSFORCE INC TRANSGLOBE ENERGY CORP TRICAN WELL SERVICE LTD TRILOGY ENERGY CORP TRINIDAD DRILLING LTD URANIUM ONE INC VALEANT PHARMACEUTICALS INTE VERESEN INC VERMILION ENERGY INC VITERRA INC WEST FRASER TIMBER CO LTD WESTJET AIRLINES LTD
GICS_SECTOR_NAME
ATM Ref
Financials 58.43 Energy 24.20 Consumer Staples 17.02 Utilities 6.26 Energy 61.94 Materials 5.35 Materials 3.66 Materials 30.87 Financials 43.80 Energy 5.30 Consumer Discretionary 27.12 Consumer Staples 46.22 Materials 4.04 Information Technology 68.92 Consumer Discretionary 65.23 Materials 7.38 Telecommunication Services 31.79 Financials 15.86 Consumer Staples 12.18 Consumer Discretionary 9.20 Energy 26.77 Materials 45.75 Consumer Staples 70.30 Energy 20.87 Financials 74.22 Materials 3.54 Materials 6.81 Energy 6.34 Consumer Staples 25.35 Financials 31.50 Utilities 19.23 Materials 2.38 Materials 1.86 Financials 48.53 Information Technology 70.27 Materials 4.08 Energy 21.25 Materials 12.29 Energy 37.52 Energy 17.96 Energy 17.61 Energy 34.09 Energy 5.06 Energy 9.30 Energy 7.91 Energy 5.68 Energy 30.23 Materials 44.28 Financials 28.05 Financials 30.40 Energy 8.06 Materials 1.84 Materials 7.00 Industrials 24.01 Consumer Discretionary 43.82 Consumer Discretionary 8.98 Information Technology 15.53 Materials 3.29 Financials 28.85 Telecommunication Services 48.67 Consumer Discretionary 10.25 Financials 60.80 Materials 1.62 Industrials 26.77 Consumer Staples 51.79 Energy 7.04 Energy 13.41 Materials 1.70 Consumer Discretionary 23.10 Energy 42.68 Materials 4.56 Consumer Staples 46.55 Materials 6.61 Materials 23.01 Materials 2.67 Industrials 41.86 Industrials 43.84 Financials 29.72 Energy 32.07 Utilities 12.67 Materials 15.00 Energy 11.52 Materials 2.16 Materials 27.37 Telecommunication Services 37.15 Materials 3.37 Consumer Discretionary 34.99 Consumer Discretionary 56.16 Financials 48.63 Materials 1.41 Industrials 22.61 Financials 81.95 Energy 40.30 Utilities 15.26 Energy 49.15 Industrials 12.65 Industrials 19.99 Energy 7.80 Energy 13.91 Energy 30.42 Energy 6.94 Materials 7.42 Health Care 77.91 Energy 13.33 Energy 50.79 Industrials 32.50 Materials 80.32 Industrials 21.30 Industrials 28.34 Industrials 29.31 Energy 10.28 Information Technology 4.18 Materials 11.60 Industrials 12.65 Industrials 19.99 Energy 7.80 Energy 13.91 Energy 30.42 Energy 6.94 Energy 2.80 Health Care 77.91 Energy 13.33 Energy 50.79 #N/A N/A #N/A N/A Materials 80.32 Industrials 21.30
Dividend Yield
Next ExDividend Date
3.08% 4.69% 2.09% 13.42% 3.58% 3.05%
11.09.2013 19.06.2013 24.07.2013 12.06.2013 19.06.2013 18.09.2013
3.24% 4.75%
26.06.2013 02.07.2013
1.25% 2.08%
21.08.2013 12.06.2013
1.96% 2.05% 3.25% 5.35% 3.28% 1.31% 0.33%
11.09.2013 28.08.2013 09.10.2013 11.09.2013 16.08.2013 04.09.2013
1.78% 1.88% 5.75% 4.80% 3.45%
13.09.2013 23.08.2013 29.05.2013 25.06.2013 26.06.2013
4.54% 5.04% 5.62%
26.06.2013 26.06.2013 29.05.2013 29.05.2013
0.31% 1.71%
08.10.2013 28.08.2013
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 17.68 15.36 19.46 74.01 17.13 81.24 101.54 30.40
16.03 13.95 19.36 65.79 16.15 70.45 92.37 28.95
16.25 14.11 20.19 62.16 16.79 47.74 88.27 28.74
53.88 28.37 24.73 49.58 18.72 18.28 46.89 12.58 21.76 31.38 41.10 35.30 25.03 17.68 23.80 14.19 67.25 54.61 102.43
51.68 23.71 18.97 43.22 18.66 22.23 42.62 11.05 19.65 29.48 38.01 33.38 24.69 17.07 20.78 13.15 50.52 50.78 89.16
51.53 23.58 17.91 42.53 19.38 21.35 41.52 11.48 20.16 29.15 37.91 33.33 25.22 17.56 20.77 13.10 50.99 50.01 87.55
15.55 92.56
14.12 71.52
14.67 67.73
15.57 21.47 84.04 38.39 46.40 28.17 22.20 29.19 15.23 40.82 50.94 47.69 83.34 24.32 16.09 22.96 18.14 33.82 272.91 72.26 15.20 17.60
14.43 21.00 75.36 35.56 44.52 28.58 21.26 27.25 12.74 33.92 43.27 46.40 69.84 23.13 16.05 16.55 13.87 32.41 139.36 64.58 14.49 15.81
15.56 22.32 73.15 35.15 44.22 29.92 21.92 27.46 13.14 33.14 42.89 46.38 67.88 23.46 16.86 16.31 13.88 33.06 126.13 63.07 15.46 16.87
17.25
62.08
62.32
63.11
17.44 16.41 48.77 13.17 131.89 21.30 19.59 24.89 27.58 183.98 21.58 21.99 51.09 21.76 64.78 42.86 87.42 21.38 21.66 21.16 21.05 24.04 60.50 31.80 81.86 35.81 14.58 83.37 19.10 16.52 24.42
13.83 16.12 37.88 13.78 103.30 19.19 17.83 24.53 26.70 97.80 20.64 19.54 34.40 14.37 59.00 41.71 69.03 21.07 21.51 19.70 21.07 19.26 56.51 29.51 61.22 33.77 13.98 66.39 19.67 14.73 21.57
12.98 16.57 35.39 14.44 99.33 19.56 18.01 25.71 27.64 89.24 19.63 20.21 34.57 12.32 58.89 41.53 66.97 21.90 21.81 19.75 21.55 19.72 56.35 30.44 59.80 33.81 14.58 66.65 21.50 14.91 21.59
23.13 14.20 30.42 29.61 16.55 33.46 20.95 51.21 37.15 32.49 33.18 60.52 37.88 18.59 17.82
19.83 13.72 28.29 27.60 15.75 34.86 20.20 42.34 33.04 30.19 30.83 55.30 33.86 15.31 16.85
20.07 13.63 28.34 23.19 15.61 34.67 21.02 42.37 32.29 30.58 30.56 55.67 33.87 16.18 17.24
36.30 34.78 52.00 16.12 21.42 63.04 44.79 34.86 20.20 42.34 33.04 30.19 30.83 35.48 33.86 15.31 16.85
35.83 33.42 55.06 16.84 22.23 62.38 43.90 34.67 21.02 42.37 32.29 30.58 30.56 37.33 33.87 16.18 17.24
36.30 34.78
35.83 33.42
2.59% 4.14%
14.06.2013 29.08.2013
5.79% 3.07% 4.75% 9.50% 11.61% 13.41% 8.80% 2.51% 2.74% 4.14% 4.70%
19.06.2013 01.10.2013 19.06.2013 19.06.2013 25.09.2013 29.05.2013 26.06.2013 29.07.2013 10.07.2013 05.06.2013 27.09.2013
2.33% 0.46% 11.14%
27.09.2013 21.08.2013 10.07.2013
4.92% 3.66% 1.37% 4.28%
29.05.2013 11.09.2013 06.09.2013 23.07.2013
5.32% 1.74% 5.11%
23.08.2013 11.07.2013 26.06.2013
2.94% 4.06% 1.12% 3.67% 2.50%
27.12.2013 11.09.2013 22.05.2013 26.06.2013 25.09.2013
1.86% 4.12% 1.70% 1.55% 4.91% 2.49% 4.74%
18.09.2013 26.06.2013 16.08.2013 27.09.2013 26.08.2013 29.08.2013 26.06.2013
1.92%
05.09.2013
3.47% 3.82%
11.12.2013 04.09.2013
3.83% 1.91% 3.29%
23.08.2013 22.08.2013 21.08.2013
2.34% 4.20%
11.09.2013 01.07.2013
7.60% 3.78% 4.66% 2.60%
28.08.2013 27.09.2013 27.06.2013 26.06.2013
2.16% 1.53% 2.88%
27.12.2013 02.07.2013 26.06.2013
7.50% 4.73% 8.77% 0.70% 2.25%
29.05.2013 26.06.2013 28.08.2013 27.06.2013 09.09.2013
4.50% 5.93% 4.31% 2.28% 4.66% 2.60%
26.06.2013 21.05.2013 11.09.2013 25.09.2013 27.06.2013 26.06.2013
2.16% 1.53% 2.88%
27.12.2013 02.07.2013 26.06.2013
7.50% 4.73%
29.05.2013 26.06.2013
38.17 41.46 50.68 7.00 25.10 69.55 47.25 33.46 20.95 51.21 37.15 32.49 33.18 35.48 37.88 18.59 17.82
0.70% 2.25%
27.06.2013 09.09.2013
38.17 41.46
44.61
46.49
47.68
22.16
22.47
24.66
27.12
14.68
15.05
18.69 13.95
0.388 -0.283 -0.543 -0.577 -0.545 -0.100 -0.402 0.268
0.092 -0.385 -0.268 -0.556 -0.272 -0.043 -0.373 -0.171
0.071 -0.378 -0.205 -0.497 -0.257 -0.077 0.020 -0.337 -0.185
0.023 0.025 0.060 0.054 0.028 -0.012 0.052 0.031
0.012 0.016 0.018 0.007 0.012 -0.037 0.008 0.007
0.010 0.014 0.012 0.006 0.011 0.002 0.007 0.005
-0.462 -0.981 -0.603 -0.607 -0.066 -0.498 -0.575 0.171 -0.308 -0.077 -0.334 0.105 -0.901 -0.974 -0.255 -0.270 -1.026 -0.548 -0.198
-0.221 -0.271 -0.247 -0.551 -0.262 -0.048 -0.401 0.232 -0.236 -0.218 -0.292 -0.157 -0.325 -0.431 -0.094 -0.132 -0.095 -0.235 -0.096
-0.111 -0.239 -0.224 -0.419 -0.255 -0.147 -0.317 0.209 -0.231 -0.180 -0.269 -0.136 -0.260 -0.305 -0.065 -0.120 -0.062 -0.176 -0.093
0.065 0.044 0.046 0.099 0.015 0.053 0.082 0.034 0.062 0.066 0.063 0.030 0.038 0.036 0.052 0.066 0.065 0.072 0.034
0.012 0.014 0.020 0.024 0.010 0.007 0.014 0.020 0.022 0.018 0.026 0.001 0.010 0.017 0.017 0.030 0.012 0.009 0.008
0.006 0.010 0.015 0.017 0.009 0.006 0.011 0.016 0.016 0.011 0.019 0.000 0.007 0.011 0.014 0.023 0.008 0.006 0.006
0.057 0.033
0.022 0.008
0.017 0.007
0.042 0.039 0.039 0.056 0.065 0.047 0.059 0.065 0.047 0.112 0.062 0.064 0.054 0.036 0.060 0.034 0.043 0.071 0.000 0.049 0.058 0.032
0.028 0.012 0.002 0.012 0.014 0.013 0.022 0.019 0.022 0.036 0.019 0.013 0.010 0.013 0.026 0.015 0.021 0.020 0.000 0.006 0.025 0.018
0.019 0.008 0.000 0.008 0.009 0.006 0.018 0.013 0.019 0.027 0.008 0.008 0.007 0.011 0.020 0.013 0.016 0.014 0.000 0.004 0.018 0.014
0.003
-0.169 -0.098 -0.083 -0.052 -0.033 -0.043
0.041
0.005
0.003
-0.211 -0.204 -0.436 -0.221 -1.053 0.371 -0.485 -0.410 -0.680 0.000 -0.400 -0.928 -0.983 -0.648 -0.587 -0.260 -0.912 -0.319 -0.256 -0.232 -0.262 -0.514 -0.442 -0.065 0.328 -0.197 -0.619 -1.067 -0.382 -0.389 0.706
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Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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0.000
0.000 -0.001
15.05.2013
Ticker
S&P / TSX Index
WPT CT Equity
Name WESTPORT INNOVATIONS INC
GICS_SECTOR_NAME
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
Dividend Yield
Next ExDividend Date
50.68
52.00
55.06
-0.223 -0.832 -0.977
0.033
0.009
0.007
4.18
4.31%
11.09.2013
69.55
63.04
62.38
-0.927 -0.292 -0.074
0.071
0.024
0.014
2.28%
25.09.2013
47.25
44.79
43.90
0.046
0.010
0.006
ATM2 Ref
Industrials
28.34
WTE-U CT Equity WESTSHORE TERMINALS INVESTME
Industrials
#N/A N/A
WIN CT Equity
WI-LAN INC
Information Technology
YRI CT Equity
YAMANA GOLD INC
Materials
11.60
YLO CT Equity
YPG FINANCING INC
#N/A N/A
#N/A N/A
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security 0 #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
43.17
44.48
46.34
-0.299 -0.210 -0.158 -0.051 0.013
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.034
0.002
0.000 -0.001