26.03.2013
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
At The Money Implied Volatilities by Terms Ticker
S&P 1000 Index
DDD UN Equity
Name 3D SYSTEMS CORP
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
Information Technology
30.83
59.35
62.20
59.13
55.58
-0.264 -0.204 -0.146 -0.099 -0.067 -0.063
0.004
0.003
0.002
0.001
SHLM UW Equity SCHULMAN (A.) INC
Materials
32.30
2.60%
19.04.2013
28.69
24.56
24.12
24.53
-0.039 -0.183 -0.243 -0.179
0.000
0.001
0.005
0.006
AAON UW Equity AAON INC
Industrials
27.27
0.95%
07.06.2013
28.50
28.50
28.50
30.94
0.004
0.001
0.000
0.000
0.000
0.000
AIR UN Equity
AAR CORP
Industrials
18.09
1.66%
01.05.2013
30.70
30.92
31.49
32.36
0.035 -0.105 -0.164 -0.189
0.000
0.000
0.001
0.002
AAN UN Equity
AARON'S INC
Consumer Discretionary
28.54
0.25%
06.06.2013
25.36
28.99
28.64
27.63
-0.118 -0.270 -0.223 -0.140
0.004
0.009
0.005
0.002
ABAX UW Equity
ABAXIS INC
Health Care
47.04
29.01
34.40
34.08
33.30
-0.122 -0.244 -0.229 -0.170
0.001
0.003
0.002
0.001
ABMD UW Equity ABIOMED INC
Health Care
17.94
45.10
54.16
49.50
46.24
-0.366 -0.210 -0.208 -0.120
0.012
0.007
0.004
0.003
ABM UN Equity
ABM INDUSTRIES INC
Industrials
22.04
2.75%
02.07.2013
20.10
20.87
21.60
22.84
-0.052 -0.129 -0.089 -0.086
0.001
0.002
0.002
0.001
AKR UN Equity
ACADIA REALTY TRUST
Financials
27.96
2.25%
26.06.2013
16.91
16.85
16.82
16.68
-0.134 -0.134 -0.131 -0.142
0.001
0.001
0.001
0.004
ACIW UW Equity
ACI WORLDWIDE INC
Information Technology
48.15
21.70
24.57
24.53
24.56
-0.221 -0.268 -0.256 -0.218
0.004
0.008
0.007
0.004
ACOR UW Equity ACORDA THERAPEUTICS INC
Health Care
30.20
56.24
55.22
49.99
51.69
-0.235 -0.276 -0.162 -0.093
0.002
0.005
0.006
0.004
ATU UN Equity
ACTUANT CORP-A
Industrials
30.72
0.13%
25.09.2013
25.87
25.03
25.91
27.69
0.008 -0.017 -0.110 -0.196
0.000
0.000
0.003
0.005
AYI UN Equity
ACUITY BRANDS INC
Industrials
70.15
0.74%
17.04.2013
32.89
29.78
29.58
30.23
-0.320 -0.338 -0.280 -0.185
0.010
0.009
0.007
0.004
ACXM UW Equity ACXIOM CORP
Information Technology
20.25
24.63
27.55
27.41
27.32
-0.071 -0.198 -0.226 -0.232
0.002
0.006
0.005
0.003
ADTN UW Equity ADTRAN INC
Information Technology
19.38
2.01%
23.04.2013
46.87
43.16
41.90
40.95
39.38
39.31
-0.277 -0.245 -0.213 -0.167 -0.146 -0.125
0.008
0.002
0.002
AAP UN Equity
ADVANCE AUTO PARTS INC
Consumer Discretionary
80.53
0.30%
19.06.2013
20.70
21.36
23.88
21.40
24.73
25.04
-0.201 -0.216 -0.187 -0.102 -0.144 -0.140
0.003
0.003
0.003
AEIS UW Equity
ADVANCED ENERGY INDUSTRIES
Information Technology
19.22
30.30
33.78
32.00
31.80
-0.046 -0.154 -0.213 -0.215
0.000
0.002
0.004
0.003
ADVS UW Equity ADVENT SOFTWARE INC
Information Technology
27.36
37.43
35.03
34.79
34.52
-0.080 -0.215 -0.171 -0.099
0.004
0.010
0.007
0.002
ACM UN Equity
-0.152 -0.150 -0.196 -0.161
0.000
0.002
0.005
0.004
-0.009 -0.046 -0.124 -0.169
0.002 -0.002 -0.003 0.004
-0.124 -0.142 -0.165 -0.165 -0.131 -0.111
0.002
0.004
0.003
0.001
AECOM TECHNOLOGY CORP
53.37
52.79
0.004
0.004
0.001
0.001
0.001
0.001
0.001
0.004
0.003
0.002
0.001
0.001
0.002
0.001
0.002
0.002
Industrials
32.55
27.19
29.44
27.14
26.58
AEGN UW Equity AEGION CORP
Industrials
25.16
24.88
31.45
36.61
28.33
ARO UN Equity
AEROPOSTALE INC
Consumer Discretionary
13.58
36.94
38.86
40.30
41.60
AVAV UW Equity
AEROVIRONMENT INC
Industrials
18.43
36.95
33.80
31.59
34.44
-0.056 -0.088 -0.138 -0.109
-0.001 0.001
0.006
0.002
AMG UN Equity
AFFILIATED MANAGERS GROUP
Financials
151.54
18.24
19.75
19.63
20.89
-0.260 -0.337 -0.318 -0.193
0.004
0.006
0.004
0.000
AFFX UW Equity
AFFYMETRIX INC
54.80
41.65
42.03
Health Care
4.74
51.93
54.17
57.32
-0.003 0.005
0.032 -0.087
0.000
0.000
0.000
0.001
AGCO UN Equity AGCO CORP
Industrials
50.57
25.23
26.74
27.00
27.56
-0.253 -0.294 -0.236 -0.166
0.005
0.008
0.006
0.003
AGYS UW Equity AGILYSYS INC
Information Technology
9.64
38.12
39.09
41.32
42.50
0.000
0.026 -0.093
0.000
0.000
0.000
0.000
AIRM UW Equity
AIR METHODS CORP
Health Care
48.73
31.06
34.46
33.21
33.38
-0.202 -0.215 -0.195 -0.142
0.004
0.004
0.003
0.002
AKS UN Equity
AK STEEL HOLDING CORP
Materials
3.38
56.84
56.14
56.24
57.34
-0.496 -0.401 -0.370 -0.262 -0.209 -0.175
0.015
0.010
0.007
0.003
AKRX UW Equity AKORN INC
Health Care
13.37
45.01
43.03
40.04
39.35
-0.036 -0.101 -0.104 -0.176
0.000
0.000
0.000
0.003
ALK UN Equity
ALASKA AIR GROUP INC
Industrials
62.32
25.89
26.11
25.52
25.67
-0.227 -0.267 -0.232 -0.176
0.006
0.007
0.005
0.003
AIN UN Equity
ALBANY INTL CORP-CL A
Industrials
28.87
2.08%
06.06.2013
ALB UN Equity
ALBEMARLE CORP
Materials
61.82
1.62%
14.06.2013
25.69
24.50
23.59
25.11
-0.285 -0.403 -0.336 -0.195
0.010
0.008
0.007
0.004
ALEX UN Equity
ALEXANDER & BALDWIN INC
Financials
35.38
37.95
38.66
30.18
27.51
0.121
-0.001 -0.006 -0.004 0.011
ARE UN Equity
ALEXANDRIA REAL ESTATE EQUIT
Financials
71.43
2.59%
26.06.2013
14.52
15.69
15.35
16.32
-0.070 -0.191 -0.190 -0.195
0.001
0.003
0.004
0.004
38.04
42.68
40.62
40.76
-0.222 -0.274 -0.226 -0.194 -0.148 -0.163
0.006
0.006
0.005
0.002
22.23
25.07
25.02
25.29
-0.322 -0.347 -0.286 -0.201
0.008
0.010
0.007
0.003
20.94
ALGN UW Equity ALIGN TECHNOLOGY INC
Health Care
Y UN Equity
ALLEGHANY CORP
Financials
384.94
ALGT UW Equity
ALLEGIANT TRAVEL CO
Industrials
85.83
ALE UN Equity
ALLETE INC
Utilities
ADS UN Equity
ALLIANCE DATA SYSTEMS CORP
Information Technology
AOI UN Equity
ALLIANCE ONE INTERNATIONAL
Consumer Staples
3.98
LNT UN Equity
ALLIANT ENERGY CORP
Utilities
ATK UN Equity
ALLIANT TECHSYSTEMS INC
0.79%
15.05.2013
32.87
48.29
55.99
42.11
56.80
42.45
0.013
0.110 -0.231 -0.481
3.97%
15.05.2013 19.37
19.18
20.08
-0.302 -0.297 -0.276 -0.247
0.008
0.007
0.005
0.003
57.79
57.79
57.79
57.79
0.000
0.000
0.000
0.000
0.000
0.000
48.98
3.88%
01.05.2013
12.82
13.10
13.21
12.50
-0.001 0.002
0.011 -0.061
0.000
0.000
0.000
0.001
Industrials
71.22
1.46%
11.06.2013
19.95
22.64
23.07
23.72
-0.300 -0.347 -0.281 -0.203
0.008
0.011
0.007
0.003
MDRX UW Equity ALLSCRIPTS HEALTHCARE SOLUTI
Health Care
13.64
35.31
40.75
36.87
37.19
0.031 -0.005 -0.205 -0.108 -0.123 -0.120
-0.002 0.000
0.006
0.000
AFAM UW Equity ALMOST FAMILY INC
Health Care
20.52
24.86
28.10
28.79
27.66
-0.057 -0.117 -0.055 -0.091
0.001
0.003
0.002
0.001
ANR UN Equity
ALPHA NATURAL RESOURCES INC
Energy
8.33
56.82
58.88
57.43
57.07
-0.244 -0.217 -0.195 -0.151 -0.128 -0.117
0.011
0.005
0.003
0.002
CAS UN Equity
CASTLE (A.M.) & CO
41.28
40.94
39.23
40.96
-0.267 -0.110 -0.131 -0.164
0.006
0.006
0.005
0.002
27.19
28.82
29.54
29.92
-0.190 -0.268 -0.200 -0.171
0.004
0.007
0.006
0.002
31.65
157.62
Materials
17.01
AMCX UW Equity AMC NETWORKS INC-A
Consumer Discretionary
62.31
ACO UN Equity
AMCOL INTERNATIONAL CORP
0.59%
07.05.2013
35.99 57.90
35.03 58.35
0.000
0.000
Materials
29.93
2.74%
30.05.2013
33.71
32.84
32.99
-0.009 -0.092 -0.176 -0.184
-0.001 -0.001 0.001
0.002
AMED UW Equity AMEDISYS INC
Health Care
11.71
53.95
57.03
56.98
55.01
-0.159 -0.144 -0.085 -0.116
0.008
0.003
0.000
0.000
ACC UN Equity
AMERICAN CAMPUS COMMUNITIES
Financials
44.80
3.01%
15.05.2013
15.15
17.48
17.52
18.56
-0.099 -0.187 -0.134 -0.218
0.002
0.004
0.003
0.005
AEO UN Equity
AMERICAN EAGLE OUTFITTERS
Consumer Discretionary
18.59
2.02%
27.06.2013
31.07
32.06
33.29
34.41
-0.062 -0.212 -0.199 -0.159 -0.139 -0.124
0.005
0.004
0.003
0.001
AFG UN Equity
AMERICAN FINANCIAL GROUP INC
Financials
46.96
1.75%
10.04.2013
14.58
14.58
14.76
18.59
-0.341 -0.336 -0.328 -0.256
0.012
0.012
0.012
0.009
AM UN Equity
AMERICAN GREETINGS CORP-CL A
Consumer Discretionary
16.24
2.96%
05.07.2013
35.48
31.78
25.97
20.10
0.023 -0.050 -0.316 -0.400
0.000
0.001
0.004
0.007
APEI UW Equity
AMERICAN PUBLIC EDUCATION
Consumer Discretionary
35.10
40.30
44.93
41.78
39.69
-0.155 -0.219 -0.231 -0.163
0.006
0.005
0.003
0.002
ASEI UW Equity
AMERICAN SCIENCE & ENGINEERI
Industrials
61.24
3.27%
23.05.2013
22.01
27.02
25.73
26.03
-0.100 -0.226 -0.197 -0.147
0.003
0.006
0.004
0.002
AWR UN Equity
AMERICAN STATES WATER CO
Utilities
56.25
2.63%
14.05.2013
14.93
15.14
15.61
15.36
0.000
0.000 -0.077
0.000
0.000
0.000
0.002
AVD UN Equity
AMERICAN VANGUARD CORP
Materials
31.29
0.51%
25.09.2013
38.26
38.98
38.21
37.08
-0.023 -0.174 -0.166 -0.136
0.002
0.005
0.003
0.002
AMSF UW Equity AMERISAFE INC
Financials
35.50
AME UN Equity
AMETEK INC
Industrials
42.39
0.57%
14.06.2013
20.40
20.34
19.89
21.01
-0.184 -0.227 -0.294 -0.233
0.001
0.003
0.006
0.004
AHS UN Equity
AMN HEALTHCARE SERVICES INC
36.03
37.04
35.91
33.16
-0.001 -0.046 -0.122 0.005
0.000
0.000
0.001
0.003
35.22
35.72
0.001
Health Care
15.75
AMSG UW Equity AMSURG CORP
Health Care
33.20
ALOG UW Equity ANALOGIC CORP
Health Care
79.43
0.60%
14.06.2013
20.43
21.17
22.96
24.51
-0.134 -0.193 -0.225 -0.195
0.002
0.004
0.005
0.003
ANDE UW Equity ANDERSONS INC/THE
Consumer Staples
51.71
1.28%
05.07.2013
19.46
22.07
21.73
23.18
-0.071 -0.154 -0.122 -0.124
0.001
0.003
0.002
0.003
AXE UN Equity
ANIXTER INTERNATIONAL INC
Information Technology
70.47
20.52
23.87
23.76
24.16
-0.138 -0.182 -0.189 -0.179
0.002
0.003
0.003
0.003
ANN UN Equity
ANN INC
Consumer Discretionary
29.79
33.31
36.53
37.53
37.87
-0.132 -0.227 -0.193 -0.174 -0.143 -0.125
0.004
0.003
0.002
0.001
ANSS UW Equity ANSYS INC
Information Technology
78.95
23.74
27.42
26.07
25.75
-0.229 -0.323 -0.282 -0.200
0.005
0.007
0.004
0.003
AOS UN Equity
SMITH (A.O.) CORP
Industrials
73.09
22.91
22.92
22.83
23.37
-0.134 -0.177 -0.144 -0.156
0.002
0.003
0.002
0.002
AOL UN Equity
AOL INC
1.18%
01.05.2013
38.78
36.37
39.31
Information Technology
35.87
35.61
40.05
37.22
35.93
-0.208 -0.242 -0.199 -0.147 -0.093 -0.071
0.008
0.006
0.004
0.002
APOG UW Equity APOGEE ENTERPRISES INC
Industrials
28.35
1.27%
17.05.2013
42.24
36.54
40.19
44.09
-0.410 -0.336 -0.362 -0.323
0.006
0.009
0.019
0.011
AINV UW Equity
APOLLO INVESTMENT CORP
Financials
8.55
9.36%
11.06.2013
20.39
20.19
19.98
19.48
36.68
-0.091 -0.092 -0.096 -0.189
0.000
0.000
0.001
0.004
AIT UN Equity
APPLIED INDUSTRIAL TECH INC
25.53
Industrials
44.67
2.35%
16.05.2013
28.42
26.33
23.36
-0.004 0.005
0.029 -0.103
0.000
0.000
0.002
0.006
AREX UW Equity APPROACH RESOURCES INC
Energy
24.45
39.05
40.62
40.83
40.43
-0.111 -0.171 -0.182 -0.161
0.005
0.007
0.005
0.002
ATR UN Equity
APTARGROUP INC
Materials
56.00
1.84%
22.04.2013
14.31
17.78
18.40
19.04
-0.079 -0.193 -0.198 -0.177
0.001
0.003
0.003
0.003
WTR UN Equity
AQUA AMERICA INC
Utilities
30.68
2.35%
17.05.2013
14.01
15.07
14.88
14.67
-0.001 0.002 -0.001 -0.099
0.000
0.000
0.000
0.005
ARB UN Equity
ARBITRON INC
Consumer Discretionary
46.85
0.85%
14.06.2013
14.40
13.85
13.08
10.95
0.000
0.000
0.000
0.000
0.000
ACI UN Equity
ARCH COAL INC
Energy
5.40
2.22%
29.05.2013
61.11
63.11
61.67
60.93
-0.258 -0.246 -0.196 -0.164 -0.122 -0.104
0.010
0.004
0.003
0.001
ACAT UW Equity ARCTIC CAT INC
Consumer Discretionary
43.14
35.84
40.36
40.98
41.32
-0.094 -0.154 -0.127 -0.124
0.003
0.003
0.000
0.001
ABFS UW Equity
ARKANSAS BEST CORP
Industrials
11.87
56.15
56.70
52.80
52.54
-0.332 -0.182 -0.079 -0.122
0.004
0.000
0.000
0.001
ARQL UQ Equity
ARQULE INC
1.01%
08.05.2013
61.62
63.01
0.000
0.000
Health Care
2.60
67.37
73.11
72.03
72.80
0.000
0.002 -0.016
0.000
0.000
0.000
0.000
ARRS UW Equity ARRIS GROUP INC
Information Technology
17.11
23.96
27.53
27.94
27.97
-0.026 -0.091 -0.138 -0.153
0.002
0.005
0.004
0.002
ARW UN Equity
ARROW ELECTRONICS INC
Information Technology
39.81
25.82
28.98
28.11
28.04
-0.176 -0.235 -0.225 -0.211
0.005
0.008
0.006
0.003
AJG UN Equity
ARTHUR J GALLAGHER & CO
Financials
40.45
12.93
14.97
14.05
14.56
0.013 -0.021 -0.114 -0.140
0.000
0.001
0.003
0.003
ASNA UW Equity ASCENA RETAIL GROUP INC
Consumer Discretionary
18.57
23.66
26.57
29.25
28.91
-0.007 -0.114 -0.136 -0.127 -0.074 -0.067
0.001
0.001
0.002
0.002
ASH UN Equity
ASHLAND INC
Materials
75.41
1.46%
31.05.2013
26.50
27.95
27.23
27.87
-0.534 -0.395 -0.322 -0.243
0.014
0.008
0.006
0.003
AHL UN Equity
ASPEN INSURANCE HOLDINGS LTD
Financials
38.48
1.77%
10.05.2013
17.17
16.51
15.07
16.56
0.000
0.001 -0.001 -0.076
0.000
0.000
0.000
0.001
ASBC UW Equity ASSOCIATED BANC-CORP
Financials
15.19
2.30%
06.05.2013
21.22
21.75
22.65
23.54
-0.003 0.006 -0.003 -0.207
0.000
0.000
0.000
0.004
ASTE UW Equity
ASTEC INDUSTRIES INC
Industrials
35.17
1.14%
24.04.2013
30.01
32.03
28.79
28.01
-0.191 -0.458 -0.380 -0.257
0.004
0.008
0.008
0.004
AF UN Equity
ASTORIA FINANCIAL CORP
Financials
9.80
1.63%
16.05.2013
27.59
27.03
27.51
28.44
-0.002 0.003
0.014 -0.119
0.000
0.000
0.000
0.003
ATNI UW Equity
ATLANTIC TELE-NETWORK INC
Telecommunication Services 47.72
2.18%
29.03.2013
28.96
28.59
28.21
30.24
-0.555 -0.551 -0.546 -0.292
0.009
0.010
0.011
0.011
2.60%
28.06.2013
30.54
31.82
0.000
0.000
AAWW UW Equity ATLAS AIR WORLDWIDE HOLDINGS
Industrials
41.82
32.05
36.02
36.04
35.46
-0.235 -0.292 -0.257 -0.194
0.005
0.006
0.004
0.002
ATML UW Equity ATMEL CORP
Information Technology
6.66
43.57
46.93
45.79
45.85
-0.208 -0.253 -0.218 -0.177
0.001
0.000
0.002
0.003
ATMI UW Equity
ATMI INC
Information Technology
22.58
27.33
27.82
26.66
28.58
-0.062 -0.130 -0.065 -0.110
0.000
0.001
0.001
0.002
ATO UN Equity
ATMOS ENERGY CORP
Utilities
41.69
21.90
21.16
17.30
19.40
0.000
0.000
0.000
0.000
0.000
0.000
ATW UN Equity
ATWOOD OCEANICS INC
Energy
50.10
25.38
26.92
26.48
26.82
-0.191 -0.227 -0.171 -0.140
0.005
0.007
0.004
0.003
AVID UW Equity
AVID TECHNOLOGY INC
Information Technology
6.70
49.48
50.54
50.43
48.01
0.033 -0.061 -0.243 -0.167
-0.001 0.001
0.003
0.002
AVA UN Equity
AVISTA CORP
Utilities
26.48
19.24
19.24
19.13
16.39
-0.196 -0.197 -0.191 0.001
0.008
0.008
0.007
0.000
AVT UN Equity
AVNET INC
Information Technology
35.22
25.25
27.28
27.54
27.90
-0.166 -0.245 -0.255 -0.229
0.003
0.006
0.005
0.003
AZZ UN Equity
AZZ INC
Industrials
48.01
1.17%
17.04.2013
31.58
29.25
28.99
29.03
-0.189 -0.247 -0.208 -0.160
0.004
0.008
0.007
0.004
BGS UN Equity
B&G FOODS INC
Consumer Staples
30.23
3.01%
28.06.2013
21.75
22.33
22.72
22.59
-0.023 -0.092 -0.151 -0.199
0.006
0.014
0.008
0.003
BEAV UW Equity
B/E AEROSPACE INC
Industrials
59.12
18.86
22.27
21.87
22.43
-0.100 -0.239 -0.229 -0.203
0.003
0.006
0.006
0.004
BMI UN Equity
BADGER METER INC
Information Technology
53.44
1.33%
31.05.2013
33.65
30.51
30.17
30.56
-0.342 -0.285 -0.250 -0.198
0.009
0.009
0.007
0.002
BCPC UW Equity BALCHEM CORP
Materials
42.78
0.56%
13.12.2013
26.14
26.36
26.89
27.32
-0.278 -0.247 -0.169 -0.116
0.010
0.008
0.004
0.001
BYI UN Equity
BALLY TECHNOLOGIES INC
Consumer Discretionary
51.86
20.05
21.65
20.88
21.28
-0.103 -0.207 -0.221 -0.187 -0.152 -0.117
0.002
0.004
0.005
0.004
BXS UN Equity
BANCORPSOUTH INC
Financials
16.32
0.24%
14.06.2013
23.01
22.77
22.25
22.94
-0.112 -0.095 -0.060 -0.091
0.001
0.001
0.000
0.001
BKMU UW Equity BANK MUTUAL CORP
Financials
5.57
1.44%
15.05.2013
46.33
46.33
46.31
45.13
0.000
0.000 -0.057
0.000
0.000
0.000
0.000
BOH UN Equity
3.38%
4.66%
24.05.2013
21.05.2013
24.03
26.21
0.000
0.000
0.000
BANK OF HAWAII CORP
Financials
50.24
3.58%
29.05.2013
13.00
14.99
15.19
15.21
0.009 -0.015 -0.082 -0.093
0.000
0.000
0.002
0.002
OZRK UW Equity BANK OF THE OZARKS
Financials
43.95
1.59%
10.04.2013
20.30
20.77
20.98
21.34
-0.021 -0.074 -0.093 -0.134
0.000
0.001
0.004
0.003
BANR UW Equity BANNER CORPORATION
Financials
31.39
1.34%
03.04.2013
27.56
28.78
28.96
28.95
-0.021 -0.081 -0.119 -0.160
0.000
0.000
0.002
0.003
BKS UN Equity
BARNES & NOBLE INC
Consumer Discretionary
16.14
46.40
48.62
48.48
46.81
0.094
0.007
0.003
0.002
0.001
B UN Equity
BARNES GROUP INC
Industrials
28.40
21.80
26.13
25.23
25.56
-0.074 -0.189 -0.186 -0.116
0.001
0.003
0.005
0.003
BAS UN Equity
BASIC ENERGY SERVICES INC
Energy
14.00
48.09
45.98
44.29
45.49
-0.156 -0.103 -0.175 -0.204
0.002
0.001
0.002
0.002
BBCN UW Equity BBCN BANCORP INC
Financials
13.09
1.53%
29.04.2013
34.12
34.33
33.34
32.26
0.000
0.001 -0.006 -0.100
0.000
0.000
0.000
0.001
BELFB UW Equity BEL FUSE INC-CL B
Information Technology
16.39
1.83%
16.07.2013
BDC UN Equity
BELDEN INC
Industrials
51.52
0.39%
14.06.2013
28.49
29.99
29.94
31.99
-0.383 -0.349 -0.242 -0.245
0.009
0.010
0.007
0.003
BHE UN Equity
BENCHMARK ELECTRONICS INC
32.09
32.27
31.99
31.11
-0.098 -0.235 -0.153 -0.134
0.003
0.006
0.004
0.003
2.67%
31.05.2013
42.10
44.50
43.92
43.56
-0.048 -0.135 -0.132 -0.121
0.002
0.004
0.002
0.001
29.63
31.72
33.24
33.80
-0.088 -0.152 -0.166 -0.138 -0.095 -0.067
0.017
0.006
0.004
0.002
46.18
47.22
44.90
42.71
-0.385 -0.291 -0.230 -0.168
0.009
0.007
0.005
0.002
19.07
Information Technology
17.98
BGFV UW Equity BIG 5 SPORTING GOODS CORP
Consumer Discretionary
15.00
BIG UN Equity
BIG LOTS INC
Consumer Discretionary
35.74
BH UN Equity
BIGLARI HOLDINGS INC
Consumer Discretionary
376.29
BBG UN Equity
BILL BARRETT CORP
Energy
BIO UN Equity
BIO-RAD LABORATORIES-A
Health Care
122.69
BRLI UW Equity
BIO-REFERENCE LABS INC
Health Care
26.45
BMR UN Equity
BIOMED REALTY TRUST INC
Financials
22.05
Consumer Discretionary Information Technology
32.68 23.59
BJRI UW Equity BJ'S RESTAURANTS INC BBOX UW Equity BLACK BOX CORP
1.51%
30.05.2013
20.56 09.05.2014 3.24% 1.14%
44.88
33.61
43.49
33.17
0.000 -0.014 -0.071 -0.111 -0.129
20.73
19.89
21.47
-0.056 -0.193 -0.251 -0.208
0.000
0.004
0.007
0.005
37.19
34.89
35.82
37.84
-0.127 -0.382 -0.382 -0.292
0.004
0.011
0.007
0.001
28.06.2013
12.54
12.71
13.49
15.56
0.000
0.003 -0.001 -0.057
0.000
0.000
0.000
0.001
26.06.2013
30.28 38.05
31.43 37.56
29.50 38.46
28.78 37.55
-0.025 -0.099 -0.192 -0.147 -0.150 -0.269 -0.160 -0.222
0.000 0.005
0.001 0.009
0.005 0.005
0.003 0.003
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.001 -0.001 0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.000
0.000
0.002
0.001
0.001
0.001
0.001
0.001
26.03.2013
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
At The Money Implied Volatilities by Terms
S&P 1000 Index
Ticker
Name
BKH UN Equity BLACK HILLS CORP BLKB UW Equity BLACKBAUD INC BCOR UW Equity BLUCORA INC NILE UW Equity BLUE NILE INC BTH UN Equity BLYTH INC BOBE UW Equity BOB EVANS FARMS SAM UN Equity BOSTON BEER COMPANY INC-A BPFH UW Equity BOSTON PRIVATE FINL HOLDING EPAY UW Equity BOTTOMLINE TECHNOLOGIES (DE) BYD UN Equity BOYD GAMING CORP BRC UN Equity BRADY CORPORATION - CL A BRE UN Equity BRE PROPERTIES INC BGG UN Equity BRIGGS & STRATTON BCO UN Equity BRINK'S CO/THE EAT UN Equity BRINKER INTERNATIONAL INC BRS UN Equity BRISTOW GROUP INC BR UN Equity BROADRIDGE FINANCIAL SOLUTIO BRKL UW Equity BROOKLINE BANCORP INC BRKS UW Equity BROOKS AUTOMATION INC BRO UN Equity BROWN & BROWN INC BWS UN Equity BROWN SHOE COMPANY INC BC UN Equity BRUNSWICK CORP BKI UN Equity BUCKEYE TECHNOLOGIES INC BKE UN Equity BUCKLE INC/THE BWLD UW Equity BUFFALO WILD WINGS INC CJES UN Equity C&J ENERGY SERVICES INC CAB UN Equity CABELA'S INC CBT UN Equity CABOT CORP CCMP UW Equity CABOT MICROELECTRONICS CORP CACI UN Equity CACI INTERNATIONAL INC -CL A CDNS UW Equity CADENCE DESIGN SYS INC CALM UW Equity CAL-MAINE FOODS INC CLMS UW Equity CALAMOS ASSET MANAGEMENT-A CVGW UW Equity CALAVO GROWERS INC CCC UN Equity CALGON CARBON CORP ELY UN Equity CALLAWAY GOLF COMPANY CBM UN Equity CAMBREX CORP CPT UN Equity CAMDEN PROPERTY TRUST CMN UN Equity CANTEL MEDICAL CORP CPLA UW Equity CAPELLA EDUCATION CO CRR UN Equity CARBO CERAMICS INC CATM UW Equity CARDTRONICS INC CECO UW Equity CAREER EDUCATION CORP CSL UN Equity CARLISLE COS INC CRS UN Equity CARPENTER TECHNOLOGY CRZO UW Equity CARRIZO OIL & GAS INC CRI UN Equity CARTER'S INC CASY UW Equity CASEY'S GENERAL STORES INC CSH UN Equity CASH AMERICA INTL INC CATY UW Equity CATHAY GENERAL BANCORP CATO UN Equity CATO CORP-CLASS A CBEY UW Equity CBEYOND INC CBOE UW Equity CBOE HOLDINGS INC CDI UN Equity CDI CORP CEC UN Equity CEC ENTERTAINMENT INC CDR UN Equity CEDAR REALTY TRUST INC CNC UN Equity CENTENE CORP CENTA UW Equity CENTRAL GARDEN AND PET CO-A CENX UW Equity CENTURY ALUMINUM COMPANY CEVA UW Equity CEVA INC CHG UN Equity CH ENERGY GROUP INC CRL UN Equity CHARLES RIVER LABORATORIES CKP UN Equity CHECKPOINT SYSTEMS INC CAKE UW Equity CHEESECAKE FACTORY INC/THE CHE UN Equity CHEMED CORP CHS UN Equity CHICO'S FAS INC PLCE UW Equity CHILDREN'S PLACE CBK UN Equity CHRISTOPHER & BANKS CORP CHD UN Equity CHURCH & DWIGHT CO INC CBR UN Equity CIBER INC CIEN UW Equity CIENA CORP XEC UN Equity CIMAREX ENERGY CO CBB UN Equity CINCINNATI BELL INC CNK UN Equity CINEMARK HOLDINGS INC CIR UN Equity CIRCOR INTERNATIONAL INC CRUS UW Equity CIRRUS LOGIC INC CHCO UW Equity CITY HOLDING CO CYN UN Equity CITY NATIONAL CORP CLC UN Equity CLARCOR INC CLH UN Equity CLEAN HARBORS INC CLW UN Equity CLEARWATER PAPER CORP CNL UN Equity CLECO CORPORATION CLD UN Equity CLOUD PEAK ENERGY INC CGNX UW Equity COGNEX CORP COHR UW Equity COHERENT INC COHU UW Equity COHU INC CSTR UW Equity COINSTAR INC CWTR UW Equity COLDWATER CREEK INC CLP UN Equity COLONIAL PROPERTIES TRUST COLB UW Equity COLUMBIA BANKING SYSTEM INC FIX UN Equity COMFORT SYSTEMS USA INC CBSH UW Equity COMMERCE BANCSHARES INC CMC UN Equity COMMERCIAL METALS CO CBU UN Equity COMMUNITY BANK SYSTEM INC CYH UN Equity COMMUNITY HEALTH SYSTEMS INC CVLT UW Equity COMMVAULT SYSTEMS INC CMP UN Equity COMPASS MINERALS INTERNATION CPSI UW Equity COMPUTER PROGRAMS & SYSTEMS CPWR UW Equity COMPUWARE CORP SCOR UW Equity COMSCORE INC CRK UN Equity COMSTOCK RESOURCES INC CMTL UW Equity COMTECH TELECOMMUNICATIONS CNW UN Equity CON-WAY INC CNQR UW Equity CONCUR TECHNOLOGIES INC CNMD UW Equity CONMED CORP CGX UN Equity CONSOLIDATED GRAPHICS INC MCF UA Equity CONTANGO OIL & GAS CVG UN Equity CONVERGYS CORP COO UN Equity COOPER COS INC/THE CPRT UW Equity COPART INC CLGX UN Equity CORELOGIC INC COCO UW Equity CORINTHIAN COLLEGES INC CEB UN Equity CORPORATE EXECUTIVE BOARD CO OFC UN Equity CORPORATE OFFICE PROPERTIES CXW UN Equity CORRECTIONS CORP OF AMERICA CRVL UW Equity CORVEL CORP CUZ UN Equity COUSINS PROPERTIES INC CVD UN Equity COVANCE INC CBRL UW Equity CRACKER BARREL OLD COUNTRY CR UN Equity CRANE CO CREE UW Equity CREE INC CROX UW Equity CROCS INC CCRN UW Equity CROSS COUNTRY HEALTHCARE INC CRY UN Equity CRYOLIFE INC CSGS UW Equity CSG SYSTEMS INTL INC CTS UN Equity CTS CORP
GICS_SECTOR_NAME
ATM Ref
Utilities 43.60 Information Technology 29.31 Information Technology 15.56 Consumer Discretionary 34.76 Consumer Discretionary 16.91 Consumer Discretionary 41.62 Consumer Staples 159.53 Financials 9.94 Information Technology 27.94 Consumer Discretionary 7.82 Industrials 33.99 Financials 48.23 Industrials 24.44 Industrials 27.76 Consumer Discretionary 36.69 Energy 65.00 Information Technology 24.67 Financials 9.15 Information Technology 10.09 Financials 31.59 Consumer Discretionary 16.47 Consumer Discretionary 33.78 Materials 29.31 Consumer Discretionary 47.34 Consumer Discretionary 85.81 Energy 23.21 Consumer Discretionary 60.11 Materials 34.06 Information Technology 34.71 Information Technology 55.94 Information Technology 13.64 Consumer Staples 42.31 Financials 12.03 Consumer Staples 28.55 Materials 18.07 Consumer Discretionary 6.67 Health Care 12.63 Financials 69.67 Health Care 29.03 Consumer Discretionary 32.66 Energy 91.70 Information Technology 26.50 Consumer Discretionary 2.53 Industrials 67.52 Materials 49.36 Energy 25.84 Consumer Discretionary 57.62 Consumer Staples 58.45 Financials 51.91 Financials 20.02 Consumer Discretionary 24.47 Telecommunication Services 7.39 Financials 36.59 Industrials 17.51 Consumer Discretionary 32.65 Financials 5.80 Health Care 44.59 Consumer Staples 8.30 Materials 7.97 Information Technology 15.79 Utilities 65.39 Health Care 44.11 Information Technology 13.45 Consumer Discretionary 37.28 Health Care 79.31 Consumer Discretionary 17.33 Consumer Discretionary 45.99 Consumer Discretionary 6.24 Consumer Staples 62.97 Information Technology 4.99 Information Technology 16.09 Energy 75.97 Telecommunication Services 3.24 Consumer Discretionary 28.79 Industrials 43.07 Information Technology 23.10 Financials 40.05 Financials 58.93 Industrials 52.48 Industrials 59.32 Materials 51.69 Utilities 45.87 Energy 18.53 Information Technology 41.00 Information Technology 55.60 Information Technology 9.39 Consumer Discretionary 55.99 Consumer Discretionary 3.12 Financials 22.42 Financials 21.71 Industrials 14.10 Financials 40.60 Materials 16.28 Financials 29.72 Health Care 45.66 Information Technology 81.26 Materials 76.73 Health Care 52.39 Information Technology 12.39 Information Technology 16.96 Energy 16.20 Information Technology 24.50 Industrials 35.81 Information Technology 66.89 Health Care 33.05 Industrials 39.84 Energy 41.62 Information Technology 17.03 Health Care 104.39 Industrials 34.13 Information Technology 25.22 Consumer Discretionary 2.15 Industrials 57.56 Financials 26.55 Financials 38.00 Health Care 49.55 Financials 10.65 Health Care 73.34 Consumer Discretionary 80.02 Industrials 55.61 Information Technology 54.34 Consumer Discretionary 14.98 Health Care 5.47 Health Care 5.84 Information Technology 19.96 Information Technology 10.75
Dividend Yield
Next ExDividend Date
3.51% 1.67%
17.05.2013 28.05.2013
1.33% 2.90%
01.10.2013 06.06.2013
2.11%
10.05.2013
2.29% 3.30% 2.02% 1.44% 2.43% 1.38% 3.04% 3.72% 3.17% 1.17% 1.70% 0.15% 1.43% 1.69%
10.07.2013 14.06.2013 31.05.2013 17.05.2013 12.06.2013 05.06.2013 18.06.2013 08.05.2013 05.06.2013 29.04.2013 19.06.2013 22.11.2013 15.05.2013 15.04.2013
2.58%
29.05.2013
2.15% 4.24% 2.28%
22.04.2013 23.05.2013 27.11.2013
0.60%
22.05.2013
2.71% 0.40%
28.06.2013 17.07.2013
1.28%
01.08.2013
1.33% 1.46%
22.05.2013 03.05.2013
1.23% 0.27% 0.80% 5.02%
01.08.2013 29.04.2013 31.05.2013 13.06.2013
1.80% 2.97% 3.12% 3.45%
29.05.2013 07.05.2013 28.05.2013 07.08.2013
3.40%
11.04.2013
1.29% 1.02% 1.30%
06.05.2013 24.05.2013 13.06.2013
1.83%
16.05.2013
0.74%
14.08.2013
2.92% 0.35%
06.06.2013 15.05.2013
3.50% 2.12% 1.05%
11.04.2013 29.04.2013 10.04.2013
3.11%
09.05.2013 05.06.2013
2.88%
24.06.2013
3.79% 2.03% 1.42% 2.22% 2.95% 3.73%
09.05.2013 06.05.2013 24.05.2013 05.06.2013 11.04.2013 14.06.2013
2.93% 3.99%
31.05.2013 07.05.2013
4.49% 1.12%
19.07.2013 16.05.2013
1.88%
14.06.2013
1.41% 0.06%
19.06.2013 18.07.2013
1.64% 3.11% 3.50%
14.06.2013 26.06.2013 11.06.2013
2.02%
16.05.2013
2.62% 2.12%
17.07.2013 29.05.2013
1.71%
12.06.2013
1.30%
26.06.2013
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 16.49 22.22 35.81 45.18 59.46 23.38 23.96
15.53 23.48 40.67 53.71 72.98 23.80 27.54
14.80 24.61 38.83 51.21 86.47 24.68 26.93
14.30 24.67 36.94 47.52 78.57 25.88 28.86
0.002 0.018 -0.111 -0.180 -0.219 0.000 -0.015
32.60 49.90
32.60 52.38
32.65 52.47
32.39 49.35
19.53 23.91 28.09 23.78 20.24 15.71 26.89 32.14 22.97 38.45 34.62 26.51 28.92 26.45 30.28 31.85 29.88 27.92 27.38 24.11 26.93 28.03 32.70 29.97 34.47 42.92 20.80 29.71 32.19 34.92 31.11 73.20 22.76 25.38 40.83 22.38 20.18 24.96 25.32 47.82 39.30 16.62 39.67 38.69 34.48 36.75 48.10 43.51 31.94
20.12 27.33 29.85 27.08 20.01 18.99 26.89 34.17 21.21 39.35 37.62 31.31 31.06 30.73 30.33 35.56 32.58 31.36 29.98 27.10 24.85 29.22 31.78 31.52 34.19 42.92 20.48 29.89 33.77 38.23 33.14 70.58 23.89 28.36 43.37 25.94 20.18 28.72 26.47 37.37 39.30 18.29 39.26 39.93 34.50 39.44 47.19 46.22 36.79
19.78 25.94 28.58 26.16 20.40 18.34 26.89 32.84 20.89 38.61 36.47 30.92 32.27 28.74 30.33 34.22 30.65 29.83 28.61 26.94 24.66 30.38 31.73 29.46 33.46 42.92 19.46 29.64 33.51 34.87 32.79 64.23 22.34 27.90 42.02 24.31 20.18 28.26 30.04 33.68 39.28 17.71 38.58 38.66 34.52 37.87 44.42 45.04 35.63
19.95 25.52 29.01 26.15 20.74 17.40 28.41 31.63 20.62 37.95 37.03 30.60 31.90 29.70 30.93 33.79 30.01 29.56 28.28 26.70 24.57 32.36 33.71 28.55 33.72 42.92 17.72 31.30 35.00 34.56 34.22 64.12 22.91 29.08 41.64 24.58 20.22 27.82 40.14 31.00 36.21 16.50 36.13 24.99 34.57 38.55 42.04 45.34 46.84
27.87 34.41 20.21 21.57 26.02 43.14 63.77 14.04 39.49 34.67 30.55 67.72 18.21 30.00 47.74 24.94 19.46 19.12 27.94 22.62 13.09 38.00 26.74 34.30 41.65 36.57 85.14 16.88 27.68 27.46 18.57 30.74 22.62 27.39 37.80 17.40 32.71 39.32 29.63 44.66 19.15 32.62 28.48 20.42 30.81 29.98 22.27 18.75 29.02 31.50 59.91 24.56 24.54 20.50
28.96 36.07 23.31 20.60 28.81 38.05 69.94 13.87 43.88 36.24 33.12 67.75 20.76 32.46 54.59 24.70 18.52 19.04 31.31 26.98 12.88 40.88 31.13 37.62 40.75 41.14 85.14 16.32 29.85 27.54 18.57 29.13 22.31 30.39 42.26 20.87 36.02 36.44 32.10 44.24 21.71 36.06 33.81 20.86 33.35 30.32 23.26 19.85 29.63 35.12 60.53 28.47 24.71 22.49
28.57 38.53 22.82 19.90 29.90 36.51 73.82 13.63 52.67 39.60 32.40 67.78 21.48 32.21 51.98 23.31 18.83 19.37 30.26 25.75 12.51 40.15 31.17 32.84 39.99 39.16 85.14 16.52 30.54 27.62 18.57 28.38 21.50 30.26 40.13 19.90 34.31 34.71 34.32 43.53 23.70 34.72 33.19 21.62 32.82 29.63 23.28 21.57 29.45 32.87 59.91 27.69 23.92 22.22
27.77 40.85 23.29 20.14 31.46 33.59 76.77 14.30 52.94 42.31 32.30 71.78 21.96 32.12 51.72 23.35 20.00 21.78 30.39 26.42 16.80 39.00 30.42 28.52 44.78 37.39 85.21 14.73 31.22 27.87 18.57 27.97 21.60 30.47 39.49 21.02 34.18 32.41 34.50 42.97 25.91 33.68 32.12 22.07 32.17 29.76 23.69 23.25 28.57 31.97 61.38 28.46 24.09 23.17
20.89 18.66 17.54 19.68 43.95 34.03 57.60 41.41 25.08 37.44
20.89 22.10 18.85 21.43 51.09 40.27 57.63 41.41 29.01 37.44
20.89 21.94 21.14 20.46 46.91 37.21 57.83 41.41 28.22 37.44
21.36 21.45 21.05 21.06 45.84 39.15 57.84 41.41 27.67 33.64
31.43 33.63
33.47 35.75
35.14
35.53
42.06
42.51
16.74
16.62
38.97
38.72
32.80
33.56
42.44
42.03
51.67
51.36
38.28
38.46
27.80
29.77
44.19 40.22
42.87 41.01
-0.005 0.035 -0.263 -0.190 -0.385 -0.027 -0.166
0.000 0.000 0.000 0.000 -0.001 0.000 0.003 0.006 0.005 0.004 0.003 0.002 0.004 -0.004 -0.005 0.000 0.000 0.000 0.009 0.008 0.005
0.001 0.008 0.003 0.001 0.003 0.006 0.004
-0.113 -0.125 -0.146 -0.143 -0.128 -0.239 -0.204 -0.141
0.001 0.004
0.002 0.006
0.002 0.003
0.002 0.001
-0.092 -0.035 -0.224 -0.117 -0.052 -0.070 0.000 -0.001 0.004 -0.122 -0.296 -0.084 -0.134 -0.242 -0.196 -0.300 -0.075 -0.052 -0.363 -0.036 -0.054 0.004 0.008 -0.131 -0.183 0.000 0.000 0.006 -0.166 -0.116 -0.047 0.000 -0.111 -0.211 -0.180 -0.213 0.000 -0.096 -0.002 0.044 0.000 -0.085 0.000 0.000 0.160 -0.248 0.000 -0.273 0.000
-0.049 -0.130 -0.245 -0.260 -0.136 -0.132 0.000 0.002 -0.008 -0.069 -0.312 -0.213 -0.150 -0.231 -0.263 -0.238 -0.181 -0.146 -0.332 -0.129 0.039 -0.008 -0.015 -0.300 -0.164 0.000 -0.040 -0.012 -0.242 -0.161 -0.157 0.013 -0.220 -0.280 -0.220 -0.299 0.000 -0.158 0.005 0.154 0.000 -0.127 0.000 -0.033 0.161 -0.202 0.005 -0.301 0.000
-0.088 -0.198 -0.211 -0.212 -0.118 -0.093 0.000 0.012 -0.064 -0.106 -0.265 -0.227 -0.115 -0.192 -0.207 -0.200 -0.148 -0.162 -0.325 -0.191 -0.067 -0.048 -0.094 -0.208 -0.127 0.000 -0.143 -0.059 -0.251 -0.040 -0.197 0.029 -0.368 -0.251 -0.196 -0.304 0.000 -0.185 0.003 0.083 -0.008 -0.172 0.000 -0.033 0.161 -0.197 0.006 -0.237 0.000
-0.122 -0.196 -0.158 -0.167 -0.200 -0.143 0.000 -0.083 -0.198 -0.142 -0.203 -0.202 -0.130 -0.140 -0.162 -0.152 -0.135 -0.141 -0.222 -0.216 -0.173 -0.071 -0.144 -0.168 -0.167 0.000 -0.179 -0.112 -0.171 -0.138 -0.159 -0.169 -0.287 -0.172 -0.172 -0.221 -0.024 -0.154 -0.439 -0.158 -0.178 -0.188 0.000 0.121 0.162 -0.167 -0.103 -0.185 0.305
0.001 0.000 0.007 0.004 0.001 0.001 0.000 0.000 0.000 0.001 0.008 0.002 0.004 0.008 0.004 0.008 0.002 0.001 0.010 0.001 0.003 0.000 0.000 0.003 0.002 0.000 0.000 0.000 0.004 0.005 0.002 0.000 0.001 0.005 0.004 0.003 0.000 0.001 -0.001 -0.001 0.000 0.001 0.000 0.000 0.001 0.007 0.000 0.006 0.000
0.002 0.003 0.008 0.007 0.001 0.002 0.000 0.000 0.000 0.001 0.006 0.005 0.004 0.007 0.008 0.005 0.003 0.002 0.007 0.003 0.006 0.000 0.000 0.006 0.002 0.000 0.000 0.000 0.008 0.004 0.005 0.001 0.005 0.007 0.002 0.005 0.000 0.004 0.001 -0.002 0.000 0.005 0.000 0.000 0.001 0.005 0.000 0.008 0.000
0.007 0.006 0.003 0.005 0.001 0.002 0.000 0.000 0.000 0.001 0.003 0.003 0.001 0.005 0.005 0.003 0.001 0.003 0.006 0.004 0.006 0.001 0.001 0.004 0.001 0.000 0.000 0.001 0.004 0.004 0.005 0.002 0.010 0.005 0.003 0.005 0.000 0.005 0.009 -0.002 0.000 0.008 0.000 0.000 0.001 0.003 0.000 0.005 0.000
0.005 0.005 0.003 0.003 0.004 0.004 0.000 0.000 0.003 0.002 0.002 0.002 0.001 0.003 0.002 0.002 0.001 0.003 0.004 0.004 0.004 0.001 0.002 0.003 0.002 0.000 0.004 0.004 0.002 0.005 0.002 0.004 0.006 0.003 0.002 0.002 0.000 0.004 0.014 0.008 0.006 0.006 0.000 -0.001 0.001 0.002 -0.001 0.003 -0.003
-0.137 0.008 -0.147 -0.111 -0.142 -0.039 1.183 -0.069 0.000 -0.378 -0.226 -0.091 0.022 -0.224 -0.312 -0.024 -0.152 -0.022 -0.140 -0.102 0.000 -0.207 -0.087 -1.374 0.005 -0.260 0.007 0.045 0.000 0.097 0.000 -0.202 0.007 -0.286 -0.099 -0.174 -0.115 0.007 -0.446 -0.033 -0.034 -0.230 -0.227 -0.147 -0.037 -0.220 0.007 -0.319 -0.020 -0.273 0.004 -0.179 0.013 -0.110
-0.135 -0.016 -0.290 -0.104 -0.248 -0.134 1.236 -0.055 0.000 -0.284 -0.212 -0.091 -0.036 -0.277 -0.282 -0.022 -0.145 -0.043 -0.236 -0.160 0.000 -0.228 -0.235 -0.229 -0.010 -0.228 0.007 -0.076 0.000 0.097 0.000 -0.281 -0.013 -0.231 -0.167 -0.224 -0.132 -0.014 -0.360 -0.040 -0.120 -0.301 -0.332 -0.134 -0.109 -0.266 -0.014 -0.367 -0.080 -0.265 -0.007 -0.282 -0.024 -0.214
-0.147 -0.102 -0.253 -0.182 -0.199 -0.201 1.236 -0.028 0.000 -0.237 -0.183 -0.091 -0.148 -0.250 -0.219 0.041 -0.172 -0.097 -0.205 -0.173 0.000 -0.176 -0.229 -0.271 -0.067 -0.221 0.007 -0.215 0.000 0.097 0.000 -0.251 -0.077 -0.229 -0.169 -0.156 -0.086 -0.090 -0.150 -0.089 -0.166 -0.280 -0.297 -0.105 -0.115 -0.241 -0.084 -0.294 -0.118 -0.261 -0.040 -0.230 -0.120 -0.213
-0.144 -0.216 -0.197 -0.257 -0.127 -0.164 -0.003 -0.057 0.000 -0.192 -0.155 -0.042 -0.163 -0.179 -0.163 0.050 -0.185 0.000 -0.170 -0.142 0.000 -0.122 -0.189 -0.254 -0.222 -0.181 -0.103 -0.151 0.000 0.096 0.000 -0.220 -0.097 -0.173 -0.170 -0.152 -0.114 -0.130 -0.125 -0.064 -0.186 -0.234 -0.225 -0.126 -0.131 -0.195 -0.183 -0.210 -0.123 -0.224 -0.039 -0.192 -0.039 -0.193
-0.147 -0.074
0.002 0.000 0.005 0.002 0.004 0.002 0.000 0.001 0.000 0.018 0.007 0.000 0.000 0.004 0.007 0.000 0.002 0.000 0.003 0.002 0.000 0.004 0.000 0.037 0.000 0.012 0.000 -0.001 0.000 0.000 0.000 0.002 0.000 0.009 0.015 0.004 0.000 0.000 0.008 0.002 0.001 0.006 0.005 0.002 0.000 0.004 0.000 0.007 0.000 0.009 0.000 0.004 -0.001 0.003
0.002 0.000 0.007 0.001 0.009 0.002 -0.007 0.001 0.000 0.008 0.004 0.000 0.001 0.008 0.006 0.001 0.002 0.000 0.006 0.004 0.000 0.009 -0.001 0.027 0.000 0.005 0.000 0.002 0.000 0.000 0.000 0.002 0.001 0.005 0.002 0.006 0.001 0.001 0.005 0.006 0.002 0.006 0.007 0.001 0.000 0.007 0.000 0.010 0.001 0.010 0.000 0.007 0.001 0.007
0.002 0.001 0.006 0.002 0.006 0.004 -0.012 0.001 0.000 0.005 0.003 0.000 0.003 0.006 0.004 0.001 0.003 0.000 0.005 0.005 0.000 0.007 0.000 0.031 0.002 0.003 0.000 0.005 0.000 -0.001 0.000 0.003 0.005 0.002 0.002 0.003 0.001 0.004 0.002 0.005 0.003 0.004 0.005 0.001 0.001 0.005 0.002 0.006 0.002 0.006 -0.001 0.003 0.005 0.008
0.003 0.003 0.003 0.006 0.002 0.002 0.000 0.001 0.000 0.002 0.002 0.000 0.005 0.003 0.001 0.006 0.004 0.000 0.003 0.004 0.000 0.003 0.001 0.023 -0.003 0.001 0.000 0.007 0.000 -0.001 0.000 0.002 0.005 0.002 0.002 0.002 0.001 0.005 0.002 0.001 0.001 0.003 0.002 0.001 0.002 0.003 0.003 0.003 0.002 0.003 -0.001 0.002 0.002 0.006
0.000 -0.148 -0.108 -0.062 -0.028 -0.116 0.000 0.000 -0.081 0.000
0.000 -0.187 -0.214 -0.197 -0.094 -0.175 0.000 0.000 -0.167 0.000
0.000 -0.189 -0.235 -0.228 -0.120 -0.189 0.000 0.000 -0.117 0.000
0.000 -0.158 -0.187 -0.171 -0.111 -0.105 -0.099 -0.126 -0.139 -0.122 0.000 0.000 -0.114 0.041
0.000 0.002 0.003 0.000 0.010 0.001 0.000 0.000 0.002 0.000
0.000 0.003 0.005 0.002 0.003 0.004 0.000 0.000 0.003 0.000
0.000 0.003 0.006 0.005 0.002 0.005 0.000 0.000 0.000 0.000
0.000 0.003 0.004 0.003 0.001 0.001 0.000 0.000 0.004 0.007
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.029 -0.002 -0.227 -0.186 -0.576 -0.099 -0.127
-0.040 -0.143 -0.163 -0.157 -0.382 -0.127 -0.110
-0.128 -0.128 -0.107 -0.049
-0.094 -0.081
-0.133 -0.122
-0.143 -0.128
-0.116 -0.086
-0.085 -0.078
-0.158 -0.150
-0.125 -0.112
-0.163 -0.141
0.001 0.000
0.000 0.001
0.001
0.001
0.001
0.001
0.004
0.002
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.003
0.002
0.000 0.001
0.000 0.001
26.03.2013
Ticker
S&P 1000 Index
CUB UN Equity
Name CUBIC CORP
GICS_SECTOR_NAME
ATM2 Ref
Dividend Yield
Next ExDividend Date
Industrials
43.28
0.60%
28.08.2013
CBST UW Equity CUBIST PHARMACEUTICALS INC
Health Care
46.47
CFR UN Equity
CULLEN/FROST BANKERS INC
Financials
62.36
3.21%
31.05.2013
CW UN Equity
CURTISS-WRIGHT CORP
Industrials
35.19
0.85%
CVBF UW Equity CVB FINANCIAL CORP
Financials
11.37
2.99%
CYBX UW Equity CYBERONICS INC
Health Care
CYMI UW Equity
CYMER INC
CY UW Equity CYT UN Equity
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
24.24
27.79
25.99
26.10
0.010 -0.179 -0.131 -0.093
0.010
0.004
0.005
0.004
29.41
27.41
27.21
27.90
-0.223 -0.240 -0.220 -0.184
0.004
0.007
0.004
0.001
14.59
14.51
13.95
14.29
-0.031 -0.115 -0.155 -0.192
0.000
0.001
0.002
0.004
26.06.2013
23.30
23.06
23.41
23.64
-0.078 -0.201 -0.182 -0.160
0.003
0.005
0.002
0.003
01.07.2013
26.76
26.76
26.67
23.75
0.000
0.000 -0.007 -0.182
0.000
0.000
0.000
0.001
45.98
46.93
42.99
41.54
42.38
-0.237 -0.232 -0.137 -0.156
0.004
0.006
0.004
0.002
Information Technology
97.24
29.01
30.34
31.16
31.62
-0.451 -0.875 -0.666 -0.345
0.008
0.014
0.008
0.003
CYPRESS SEMICONDUCTOR CORP
Information Technology
11.00
4.27%
25.06.2013
35.40
35.75
34.54
35.05
-0.090 -0.121 -0.179 -0.133 -0.108 -0.098
0.002
0.002
0.004
0.002
CYTEC INDUSTRIES INC
Materials
74.68
0.70%
10.05.2013
30.74
27.12
26.63
26.20
-0.270 -0.278 -0.244 -0.185
0.007
0.007
0.005
0.003
DAKT UW Equity DAKTRONICS INC
Information Technology
10.47
2.20%
11.06.2013
33.42
33.95
35.14
35.91
0.000 -0.027 -0.091 -0.126
0.000
0.000 -0.001 0.002
DAR UN Equity
-0.021 -0.095 -0.159 -0.177
-0.001 0.000
0.003
0.003
-0.064 -0.155 -0.147 -0.112
0.001
0.004
0.006
0.002
-0.303 -0.252 -0.250 -0.192 -0.167 -0.155
0.007
0.001
0.002
0.001
-0.370 -0.265 -0.278 -0.256
0.012
0.007
0.007
0.005
-0.111 -0.154 -0.143 -0.113
DARLING INTERNATIONAL INC
36.60
37.57
Consumer Staples
18.10
23.25
24.96
24.07
24.44
TRAK UW Equity DEALERTRACK TECHNOLOGIES INC
Information Technology
29.34
26.20
30.03
29.22
31.47
DECK UW Equity DECKERS OUTDOOR CORP
Consumer Discretionary
49.61
45.18
52.14
47.98
45.80
DEL UN Equity
DELTIC TIMBER CORP
Materials
69.45
0.58%
31.05.2013
DLX UN Equity
DELUXE CORP
Industrials
41.43
2.41%
23.05.2013
25.54
26.14
24.65
26.08
DV UN Equity
DEVRY INC
1.11%
21.06.2013
32.66
40.53
39.94
38.56
0.002
0.004
0.003
0.001
35.01
36.86
38.78
38.83
-0.116 -0.232 -0.161 -0.098 -0.082 -0.078
0.005
0.008
0.008
0.004
2.81%
15.05.2013
25.01
25.01
25.01
27.23
0.000
0.000 -0.174
0.000
0.000
0.000
0.002
38.41
40.30
40.63
40.54
0.009 -0.016 -0.099 -0.177
0.000
0.000
0.001
0.003
44.29
44.15
Consumer Discretionary
32.34
DMND UW Equity DIAMOND FOODS INC
Consumer Staples
17.15
DRH UN Equity
DIAMONDROCK HOSPITALITY CO
Financials
9.08
DHX UN Equity
DICE HOLDINGS INC
Information Technology
10.25
DKS UN Equity
DICK'S SPORTING GOODS INC
Consumer Discretionary
47.01
1.06%
03.06.2013
23.24
25.66
26.24
26.54
-0.149 -0.153 -0.172 -0.147 -0.122 -0.107
0.005
0.005
0.003
0.002
DBD UN Equity
DIEBOLD INC
Information Technology
29.99
3.85%
31.05.2013
20.51
24.24
24.02
23.75
-0.060 -0.153 -0.166 -0.154
0.002
0.004
0.004
0.003
DGII UW Equity
DIGI INTERNATIONAL INC
Information Technology
9.68
32.34
34.76
33.98
34.62
0.000
0.012
0.000
0.000
0.000
0.002
DGIT UW Equity
DIGITAL GENERATION INC
Consumer Discretionary
6.77
46.87
DRIV UW Equity
DIGITAL RIVER INC
41.35
27.61
41.39
28.24
0.000
0.000
0.000
53.86
52.04
55.30
0.008 -0.013 -0.066 -0.096
0.000
0.000
0.001
0.001
Information Technology
14.19
33.70
38.86
37.08
38.62
-0.048 -0.026 -0.088 -0.098
0.003
0.004
0.004
0.002
DCOM UW Equity DIME COMMUNITY BANCSHARES
Financials
14.17
3.95%
09.05.2013
21.89
22.33
27.69
22.14
0.000
0.000
0.000
0.000
0.000
0.000
DIN UN Equity
DINEEQUITY INC
Consumer Discretionary
69.43
4.32%
12.06.2013
28.76
31.06
29.45
30.35
-0.333 -0.349 -0.296 -0.227
0.007
0.006
0.005
0.002
DIOD UW Equity
DIODES INC
Information Technology
20.83
31.06
33.75
32.28
33.28
-0.199 -0.224 -0.223 -0.193
0.002
0.004
0.003
0.003
DM UN Equity
DOLAN CO/THE
Industrials
2.49
73.66
73.66
73.66
73.66
0.000
0.000
0.000
0.000
0.000
0.000
UFS UN Equity
DOMTAR CORP
Materials
77.84
2.57%
14.06.2013
27.03
29.91
29.32
29.13
-0.389 -0.335 -0.296 -0.203
0.013
0.009
0.007
0.003
DCI UN Equity
DONALDSON CO INC
Industrials
35.91
1.28%
05.06.2013
21.64
22.71
22.99
23.28
-0.030 -0.129 -0.198 -0.227
-0.001 -0.001 0.002
0.004
DORM UW Equity DORMAN PRODUCTS INC
Consumer Discretionary
36.86
31.37
31.53
31.76
32.49
-0.017 -0.051 -0.036 -0.028
0.001
0.002
0.000
DWA UW Equity
DREAMWORKS ANIMATION SKG-A
Consumer Discretionary
18.86
35.66
37.30
34.60
33.25
-0.148 -0.092 -0.057 -0.097
0.000 -0.001 0.003
0.002
DRC UN Equity
DRESSER-RAND GROUP INC
Energy
61.23
24.99
26.67
26.23
27.08
-0.180 -0.179 -0.156 -0.129
0.004
0.005
0.002
0.003
DW UN Equity
DREW INDUSTRIES INC
Consumer Discretionary
36.59
24.04
26.04
25.90
26.76
-0.101 -0.135 -0.151 -0.160
0.000
0.000
0.001
0.002
DRQ UN Equity
DRIL-QUIP INC
Energy
86.99
22.41
24.28
24.33
25.91
-0.246 -0.306 -0.265 -0.208
0.006
0.009
0.007
0.004
DSPG UW Equity DSP GROUP INC
Information Technology
7.99
DST UN Equity
DST SYSTEMS INC
Information Technology
69.36
16.10
17.78
18.23
19.14
-0.151 -0.212 -0.228 -0.209
0.003
0.005
0.005
0.004
DTSI UW Equity
DTS INC
Information Technology
16.79
36.49
38.04
35.75
35.43
-0.057 -0.170 -0.203 -0.148
0.001
0.002 -0.001 0.003
DRE UN Equity
DUKE REALTY CORP
Financials
16.82
12.59
13.64
15.40
15.39
0.000 -0.085 -0.175 -0.171
0.000
0.001
0.003
0.003
DY UN Equity
DYCOM INDUSTRIES INC
Industrials
20.26
0.002
EXP UN Equity
EAGLE MATERIALS INC
Materials
EWBC UW Equity EAST WEST BANCORP INC EGP UN Equity
0.000
0.000
0.000
0.000
0.003
1.75%
10.05.2013
4.04%
16.05.2013
33.08
34.63
37.10
37.12
-0.041 -0.176 -0.224 -0.154
0.000
0.002
0.002
66.54
0.60%
21.06.2013
37.96
39.77
38.60
37.56
-0.417 -0.248 -0.263 -0.220
0.008 -0.002 0.000
0.002
Financials
25.50
2.39%
10.05.2013
21.09
19.89
20.25
21.10
-0.060 -0.152 -0.107 -0.118
0.002
0.004
0.003
0.003
EASTGROUP PROPERTIES INC
Financials
57.85
3.77%
12.06.2013
EV UN Equity
EATON VANCE CORP
Financials
40.64
2.02%
01.05.2013
18.47
19.42
20.08
21.74
-0.005 -0.060 -0.145 -0.216
0.000
0.001
0.003
0.004
EBIX UW Equity
EBIX INC
1.95%
15.05.2013
47.57
56.51
57.26
54.70
-0.455 -0.552 -0.411 -0.316
0.012
0.003
0.003
0.002
36.40
39.61
39.69
39.55
-0.045 -0.112 -0.118 -0.101
0.001
0.002
0.003
0.003
0.000 -0.001
Information Technology
15.91
EHTH UW Equity EHEALTH INC
Financials
18.18
EE UN Equity
EL PASO ELECTRIC CO
Utilities
33.04
3.39%
11.06.2013
17.53
17.53
17.50
16.07
0.000
0.000 -0.002 0.081
0.000
0.000
ESIO UW Equity
ELECTRO SCIENTIFIC INDS INC
Information Technology
11.30
3.01%
01.05.2013
36.43
37.43
39.20
37.29
-0.064 -0.074 -0.098 -0.117
0.000
0.000 -0.001 0.001
EFII UW Equity
ELECTRONICS FOR IMAGING
Information Technology
25.62
27.12
26.95
27.20
28.82
0.014 -0.027 -0.158 -0.142
0.000
0.001
0.003
0.001
EME UN Equity
EMCOR GROUP INC
Industrials
41.98
0.60%
18.04.2013
17.83
22.41
22.45
22.33
-0.240 -0.388 -0.284 -0.191
0.005
0.008
0.007
0.004
EBS UN Equity
EMERGENT BIOSOLUTIONS INC
Health Care
13.95
39.84
49.30
52.84
44.74
0.051
0.208
0.282 -0.377
0.001 -0.004 -0.003 0.018
EIG UN Equity
EMPLOYERS HOLDINGS INC
Financials
23.34
24.03
24.05
24.06
24.50
0.056
0.057
0.057 -0.013
0.000
0.000
0.000
0.000
ECPG UW Equity ENCORE CAPITAL GROUP INC
Financials
29.62
28.14
29.90
27.46
27.85
-0.001 0.001 -0.001 -0.156
0.000
0.000
0.000
0.004
WIRE UW Equity ENCORE WIRE CORP
Industrials
34.92
20.47
23.71
24.22
25.01
-0.453 -0.151 -0.157 -0.206
0.012
0.004
0.004
0.004
ENDP UW Equity ENDO HEALTH SOLUTIONS INC
Health Care
30.61
38.85
39.37
38.23
35.95
-0.002 -0.129 -0.033 -0.045
0.005
0.008
0.003
0.000
EGN UN Equity
ENERGEN CORP
Energy
50.96
1.15%
15.05.2013
22.05
23.28
22.85
23.06
-0.060 -0.178 -0.197 -0.167
0.001
0.004
0.005
0.004
ENR UN Equity
ENERGIZER HOLDINGS INC
Consumer Staples
96.88
1.65%
17.05.2013
20.23
24.52
24.64
24.49
-0.223 -0.302 -0.244 -0.155
0.006
0.009
0.006
0.002
ENS UN Equity
ENERSYS
Industrials
45.25
20.61
22.96
23.88
26.08
-0.072 -0.227 -0.258 -0.173
0.001
0.004
0.006
0.003
EGL UN Equity
ENGILITY HOLDINGS INC
Industrials
23.85
NPO UN Equity
ENPRO INDUSTRIES INC
Industrials
49.78
39.03
19.24
23.23
25.28
0.096
0.044
0.003
0.009
0.001
0.001
ENSG UW Equity ENSIGN GROUP INC/THE
Health Care
32.34
30.69
29.03
28.95
30.03
-0.029 -0.098 -0.098 -0.202
0.000
0.000
0.000 -0.001
ENTR UW Equity ENTROPIC COMMUNICATIONS INC
Information Technology
3.95
47.10
51.73
51.80
51.04
0.048
0.067 -0.059 -0.146
0.001
0.003
0.003
ENZ UN Equity
ENZO BIOCHEM INC
Health Care
2.50
53.23
53.55
54.55
57.58
0.000 -0.014 -0.029 0.124
0.000
0.000 -0.001 0.003
EPIQ UW Equity
EPIQ SYSTEMS INC
Information Technology
13.89
2.59%
16.07.2013
31.86
31.74
31.62
29.61
-0.118 -0.118 -0.117 -0.129
0.000
0.001
0.001
0.003
EPR UN Equity
EPR PROPERTIES
Financials
51.63
5.68%
26.04.2013
14.84
14.70
16.13
16.57
EQIX UW Equity
EQUINIX INC
Information Technology
24.42
29.47
28.22
28.76
EQY UN Equity
EQUITY ONE INC
Financials
23.90
ERA UN Equity
ERA GROUP INC
Energy
21.07
ESE UN Equity
ESCO TECHNOLOGIES INC
Industrials
ESS UN Equity
ESSEX PROPERTY TRUST INC
Financials
ESL UN Equity
ESTERLINE TECHNOLOGIES CORP
Industrials
75.16
ETH UN Equity
ETHAN ALLEN INTERIORS INC
Consumer Discretionary
32.14
1.21%
RE UN Equity
EVEREST RE GROUP LTD
Financials
129.97
1.53%
SSP UN Equity
EW SCRIPPS CO/THE-A
Consumer Discretionary
EXAR UW Equity EXAR CORP XLS UN Equity EXLS UW Equity
1.03%
13.05.2013
0.23%
26.06.2013
0.59% 0.62%
0.001
0.001
0.001
0.000
0.002
0.001
0.001
0.001
0.001
0.001
0.001
0.001
14.05.2013 28.06.2013
210.04
29.79
29.94
0.322
0.099
0.002
0.011 -0.020 -0.098 -0.061
0.000
0.001
0.004
0.002
-0.237 -0.244 -0.207 -0.159 -0.125 -0.105
0.008
0.007
0.006
0.003
-0.153 -0.147 -0.122 -0.039
0.001
0.001
0.001
0.000
3.68%
14.06.2013
17.72
17.51
16.76
16.76
40.90
0.93%
05.07.2013
24.37
25.75
25.59
26.57
0.002 -0.003 -0.021 -0.170
0.000
0.000
0.000
0.005
149.49
2.43%
28.06.2013
12.77
14.43
14.77
16.08
-0.145 -0.154 -0.244 -0.211
0.002
0.002
0.006
0.004
22.91
23.62
24.60
25.29
-0.055 -0.158 -0.159 -0.181
0.002
0.005
0.004
0.003
10.07.2013
31.99
33.48
34.10
34.94
-0.047 -0.145 -0.154 -0.149
0.000
0.001
0.002
0.003
28.05.2013
13.48
15.69
15.42
16.11
-0.269 -0.223 -0.242 -0.218
0.005
0.004
0.006
0.005
12.04
37.03
37.63
36.02
36.61
-0.563 -0.504 -0.329 -0.187
0.013
0.010
0.007
0.000
Information Technology
10.46
34.47
33.18
32.32
32.61
0.001 -0.001 -0.006 -0.013
0.000
0.000
0.000
0.000
EXELIS INC
Industrials
10.77
29.79
29.23
27.91
27.87
0.000
0.001 -0.023
0.000
0.000
0.000
0.000
EXLSERVICE HOLDINGS INC
Information Technology
31.99
EXPO UW Equity EXPONENT INC
Industrials
53.87
EXH UN Equity
EXTERRAN HOLDINGS INC
Energy
27.00
31.60
32.24
32.53
32.87
-0.096 -0.273 -0.255 -0.209
0.002
0.005
0.005
0.004
EXR UN Equity
EXTRA SPACE STORAGE INC
19.05
19.05
19.05
18.69
0.000
0.000 -0.156
0.000
0.000
0.000
0.005
32.79
32.70
33.19
33.04
0.093 -0.143 -0.163 -0.152
0.014
0.007
0.000
0.001
3.84%
22.05.2013
2.66%
14.06.2013
0.001
Financials
39.14
EZPW UW Equity EZCORP INC-CL A
Financials
20.77
FDS UN Equity
FACTSET RESEARCH SYSTEMS INC
Information Technology
90.84
1.54%
29.05.2013
21.44
22.74
26.00
25.22
-0.199 -0.332 -0.260 -0.205
0.015
0.010
0.006
0.003
FICO UN Equity
FAIR ISAAC CORP
Information Technology
45.23
0.18%
24.05.2013
21.55
23.58
23.73
24.25
-0.076 -0.224 -0.249 -0.234
0.001
0.003
0.004
0.003
FCS UN Equity
FAIRCHILD SEMICONDUCTOR INTE
Information Technology
13.87
32.58
32.18
32.95
34.24
-0.191 -0.187 -0.211 -0.213
0.003
0.004
0.003
0.002
FARO UW Equity FARO TECHNOLOGIES INC
Information Technology
42.49
35.22
40.95
38.33
38.45
-0.085 -0.197 -0.155 -0.134
0.002
0.003
0.002
0.002
FRT UN Equity
FEDERAL REALTY INVS TRUST
Financials
106.44
2.88%
21.06.2013
12.37
13.77
13.98
14.55
-0.096 -0.257 -0.268 -0.284
0.002
0.005
0.006
0.006
FSS UN Equity
FEDERAL SIGNAL CORP
Industrials
8.39
0.60%
19.06.2013
49.23
49.24
49.24
49.25
0.049
0.049
0.000
0.000
0.000
0.000
FII UN Equity
FEDERATED INVESTORS INC-CL B
Financials
24.42
3.93%
06.05.2013
24.15
25.87
25.52
25.52
-0.066 -0.094 -0.129 -0.154
0.001
0.002
0.003
0.002
FEIC UW Equity
FEI COMPANY
Information Technology
64.36
0.50%
05.07.2013
22.78
27.35
27.53
28.15
0.006 -0.213 -0.409 -0.198
-0.001 0.005
0.009
0.005
FNF UN Equity
FIDELITY NATIONAL FINL-A
Financials
24.17
2.73%
14.06.2013
21.02
22.25
21.01
21.81
-0.205 -0.150 -0.152 -0.153
0.002
0.002
0.004
0.004
FNP UN Equity
FIFTH & PACIFIC COS INC
Consumer Discretionary
19.21
38.53
43.66
42.36
42.84
-0.080 -0.160 -0.158 -0.155 -0.115 -0.037
0.002
0.005
0.003
0.001
FNGN UW Equity FINANCIAL ENGINES INC
Financials
35.62
26.71
29.82
29.59
30.42
-0.103 -0.237 -0.195 -0.187
0.002
0.004
0.003
0.004
FINL UW Equity
FINISH LINE/THE - CL A
Consumer Discretionary
18.18
1.60%
29.05.2013
45.93
39.04
38.03
37.48
0.036 -0.086 -0.134 -0.152
0.002
0.006
0.005
0.002
FAF UN Equity
FIRST AMERICAN FINANCIAL
Financials
24.08
1.50%
26.06.2013
25.98
28.74
27.26
31.16
-0.053 -0.152 -0.169 -0.119
0.000
0.002
0.005
0.002
FBP UN Equity
FIRST BANCORP PUERTO RICO
Financials
6.27
38.48
38.35
38.43
41.98
0.000
0.005 -0.002 -0.236
0.000
0.000
0.000 -0.002
FCFS UW Equity
FIRST CASH FINL SVCS INC
Financials
55.49
26.79
25.08
23.73
25.12
-0.311 -0.362 -0.275 -0.195
0.007
0.008
0.006
0.004
FCF UN Equity
FIRST COMMONWEALTH FINL CORP
Financials
7.53
2.66%
01.05.2013
FFBC UW Equity
FIRST FINANCIAL BANCORP
Financials
15.88
7.05%
29.05.2013
25.39
25.39
25.39
25.39
0.000
0.000
0.000
0.000
0.000
FFIN UW Equity
FIRST FINL BANKSHARES INC
Financials
48.66
2.14%
14.06.2013
19.35
19.27
18.99
18.27
0.000 -0.005 -0.024 -0.080
0.000
0.000
0.000
0.002
FMBI UW Equity
FIRST MIDWEST BANCORP INC/IL
Financials
13.47
1.71%
26.06.2013
29.78
29.74
29.70
29.58
-0.126 -0.126 -0.127 -0.128
-0.001 -0.001 -0.001 0.000
FNFG UW Equity FIRST NIAGARA FINANCIAL GRP
Financials
8.88
3.60%
01.05.2013
25.20
25.12
25.04
23.92
-0.218 -0.218 -0.218 -0.150
0.001
0.001
0.001
0.001
FMER UW Equity FIRSTMERIT CORP
Financials
16.42
3.90%
06.06.2013
17.19
17.19
17.33
18.72
0.000
0.000 -0.007 -0.066
0.000
0.000
0.000
0.001
FLO UN Equity
FLOWERS FOODS INC
Consumer Staples
32.27
2.15%
12.06.2013
25.72
26.69
25.95
26.19
-0.118 -0.080 -0.097 -0.120
0.000
0.001
0.005
0.004
FNB UN Equity
FNB CORP
Financials
11.80
4.58%
31.05.2013
23.33
23.91
25.16
25.80
0.000 -0.085 -0.256 -0.253
0.000
0.001
0.004
0.004
FL UN Equity
FOOT LOCKER INC
Consumer Discretionary
33.04
2.42%
17.07.2013
23.58
26.43
26.35
26.52
27.99
28.98
-0.092 -0.218 -0.209 -0.185 -0.136 -0.118
0.004
0.005
0.004
0.002
0.001
0.001
FST UN Equity
FOREST OIL CORP
Energy
5.33
63.80
68.48
65.87
61.97
59.27
58.36
-0.058 0.037 -0.022 -0.077 -0.094 -0.097
0.000
0.000
0.001
0.001
0.001
0.001
FOR UN Equity
FORESTAR GROUP INC
Financials
21.87
36.47
37.63
37.32
36.94
0.015
0.021 -0.022 -0.067
0.000
0.001
0.001
0.001
FORR UW Equity FORRESTER RESEARCH INC
Information Technology
30.71
18.95
20.54
19.93
19.93
-0.001 0.002 -0.002 -0.141
0.000
0.000
0.000
0.005
FBHS UN Equity
26.73
27.69
27.17
28.35
-0.121 -0.118 -0.186 -0.147
-0.001 0.002
0.006
0.003
31.10
31.10
31.10
31.10
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000 -0.010 -0.090
0.000
0.000
0.000
0.002
0.000
0.001
0.003
0.004
FORTUNE BRANDS HOME & SECURI
1.95%
03.06.2013
Industrials
37.11
FWRD UW Equity FORWARD AIR CORPORATION
Industrials
37.49
1.15%
23.05.2013
FELE UW Equity
FRANKLIN ELECTRIC CO INC
Industrials
33.82
0.95%
14.05.2013
FSP UA Equity
FRANKLIN STREET PROPERTIES C
Financials
14.57
5.22%
24.04.2013
17.94
17.94
17.96
19.63
FRED UW Equity FRED'S INC-CLASS A
Consumer Discretionary
14.42
1.73%
31.05.2013
46.87
30.90
28.77
29.26
FCN UN Equity
FTI CONSULTING INC
Industrials
36.96
23.17
27.23
26.19
27.47
FULT UW Equity
FULTON FINANCIAL CORP
Financials
11.82
2.71%
05.07.2013
22.55
21.94
20.80
GK UW Equity
G & K SERVICES INC -CL A
Industrials
45.08
2.13%
04.06.2013
30.45
29.78
28.18
GDI UN Equity
GARDNER DENVER INC
Industrials
75.03
0.13%
17.05.2013
IT UN Equity
GARTNER INC
Information Technology
53.10
GMT UN Equity
GATX CORP
Industrials
50.48
2.50%
14.06.2013
GY UN Equity
GENCORP INC
Industrials
BGC UN Equity
GENERAL CABLE CORP
Industrials
44.56
47.59
0.000
0.049
0.000
0.049
0.000
0.000
0.000
0.002 -0.014
0.000
0.000
0.000
0.004
-0.273 -0.384 -0.341 -0.266 -0.231 -0.233
0.007
0.010
0.007
0.003
22.44
0.000
0.003 -0.002 -0.102
0.000
0.000
0.000
0.002
25.78
0.000
0.005 -0.002 -0.181
0.000
0.000
0.000
0.001
27.79
26.76
2.43
2.98
4.08
4.39
-0.210 -0.296 -0.419 -0.305
0.003
0.006
0.011
0.007
19.00
22.68
21.27
22.50
-0.045 -0.151 -0.184 -0.184
0.000
0.002
0.005
0.004
19.77
21.15
20.55
21.60
-0.062 -0.204 -0.230 -0.200
0.000
0.004
0.006
0.003
13.38
41.87
42.86
42.56
41.90
-0.106 -0.037 -0.027 -0.063
-0.001 0.000
0.001
0.002
36.10
28.20
32.91
32.62
31.94
-0.117 -0.210 -0.199 -0.169
0.004
0.006
0.005
0.002
GNCMA UW EquityGENERAL COMMUNICATION INC-A
Telecommunication Services 8.79
38.79
38.76
38.74
39.72
-0.157 -0.157 -0.157 -0.105
0.001
0.001
0.001
0.001
GCO UN Equity GWR UN Equity
Consumer Discretionary Industrials
30.97 22.46
31.06 25.00
33.23 24.46
33.97 25.52
-0.496 -0.557 -0.189 -0.250 -0.224 -0.295 -0.278 -0.232
0.014 0.005
0.020 0.008
0.007 0.006
0.011 0.003
GENESCO INC GENESEE & WYOMING INC-CL A
59.12 91.96
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
S&P 1000 Index
26.03.2013
Ticker
Name
GNTX UW Equity GTIV UW Equity GEO UN Equity GEOS UW Equity GTY UN Equity ROCK UW Equity GBCI UW Equity GPN UN Equity GSM UW Equity GOV UN Equity GGG UN Equity GVA UN Equity GXP UN Equity GB UN Equity GMCR UW Equity GHL UN Equity GEF UN Equity GFF UN Equity GPI UN Equity GTAT UW Equity GES UN Equity GIFI UW Equity GPOR UW Equity HAE UN Equity HAIN UW Equity HBHC UW Equity HBI UN Equity HGR UN Equity HAFC UW Equity THG UN Equity HLIT UW Equity HTSI UN Equity HSC UN Equity HHS UN Equity HVT UN Equity HE UN Equity HWKN UW Equity HAYN UW Equity FUL UN Equity HCC UN Equity HW UN Equity HMA UN Equity HNT UN Equity HR UN Equity HCSG UW Equity HSTM UW Equity HWAY UW Equity HTLD UW Equity HPY UN Equity HSII UW Equity HELE UW Equity HLX UN Equity HSIC UW Equity MLHR UW Equity HF UN Equity HITK UW Equity HIBB UW Equity ONE UN Equity HIW UN Equity HRC UN Equity HI UN Equity HSH UN Equity HITT UW Equity HMSY UW Equity HNI UN Equity HFC UN Equity HOLX UW Equity HOMB UW Equity HME UN Equity HMN UN Equity HOS UN Equity HPT UN Equity HOTT UW Equity HSNI UW Equity HUBG UW Equity HUB/B UN Equity HII UN Equity ICON UW Equity ICUI UW Equity IDA UN Equity IEX UN Equity IDXX UW Equity IGTE UW Equity IIVI UW Equity INDB UW Equity IPCC UW Equity INFA UW Equity IM UN Equity INGR UN Equity IRC UN Equity IPHS UW Equity NSIT UW Equity NSP UN Equity IART UW Equity IDTI UW Equity IPAR UW Equity IBKR UW Equity ININ UW Equity IDCC UW Equity TILE UW Equity IN UN Equity IBOC UW Equity IRF UN Equity ISCA UW Equity ISIL UW Equity IILG UW Equity IVAC UW Equity IPI UN Equity IVC UN Equity ITG UN Equity IO UN Equity IPCM UW Equity IRBT UW Equity ITRI UW Equity ITT UN Equity ESI UN Equity XXIA UW Equity JJSF UW Equity JCOM UW Equity JKHY UW Equity JACK UW Equity JAKK UW Equity JNS UN Equity JAH UN Equity JBHT UW Equity JBLU UW Equity
GENTEX CORP GENTIVA HEALTH SERVICES GEO GROUP INC/THE GEOSPACE TECHNOLOGIES CORP GETTY REALTY CORP GIBRALTAR INDUSTRIES INC GLACIER BANCORP INC GLOBAL PAYMENTS INC GLOBE SPECIALTY METALS INC GOVERNMENT PROPERTIES INCOME GRACO INC GRANITE CONSTRUCTION INC GREAT PLAINS ENERGY INC GREATBATCH INC GREEN MOUNTAIN COFFEE ROASTE GREENHILL & CO INC GREIF INC-CL A GRIFFON CORP GROUP 1 AUTOMOTIVE INC GT ADVANCED TECHNOLOGIES INC GUESS? INC GULF ISLAND FABRICATION INC GULFPORT ENERGY CORP HAEMONETICS CORP/MASS HAIN CELESTIAL GROUP INC HANCOCK HOLDING CO HANESBRANDS INC HANGER INC HANMI FINANCIAL CORPORATION HANOVER INSURANCE GROUP INC/ HARMONIC INC HARRIS TEETER SUPERMARKETS I HARSCO CORP HARTE-HANKS INC HAVERTY FURNITURE HAWAIIAN ELECTRIC INDS HAWKINS INC HAYNES INTERNATIONAL INC H.B. FULLER CO. HCC INSURANCE HOLDINGS INC HEADWATERS INC HEALTH MGMT ASSOCIATES INC-A HEALTH NET INC HEALTHCARE REALTY TRUST INC HEALTHCARE SERVICES GROUP HEALTHSTREAM INC HEALTHWAYS INC HEARTLAND EXPRESS INC HEARTLAND PAYMENT SYSTEMS IN HEIDRICK & STRUGGLES INTL HELEN OF TROY LTD HELIX ENERGY SOLUTIONS GROUP HENRY SCHEIN INC HERMAN MILLER INC HFF INC-CLASS A HI-TECH PHARMACAL CO INC HIBBETT SPORTS INC HIGHER ONE HOLDINGS INC HIGHWOODS PROPERTIES INC HILL-ROM HOLDINGS INC HILLENBRAND INC HILLSHIRE BRANDS CO HITTITE MICROWAVE CORP HMS HOLDINGS CORP HNI CORP HOLLYFRONTIER CORP HOLOGIC INC HOME BANCSHARES INC HOME PROPERTIES INC HORACE MANN EDUCATORS HORNBECK OFFSHORE SERVICES HOSPITALITY PROPERTIES TRUST HOT TOPIC INC HSN INC HUB GROUP INC-CL A HUBBELL INC -CL B HUNTINGTON INGALLS INDUSTRIE ICONIX BRAND GROUP INC ICU MEDICAL INC IDACORP INC IDEX CORP IDEXX LABORATORIES INC IGATE CORP II-VI INC INDEPENDENT BANK CORP/MA INFINITY PROPERTY & CASUALTY INFORMATICA CORP INGRAM MICRO INC-CL A INGREDION INC INLAND REAL ESTATE CORP INNOPHOS HOLDINGS INC INSIGHT ENTERPRISES INC INSPERITY INC INTEGRA LIFESCIENCES HOLDING INTEGRATED DEVICE TECH INC INTER PARFUMS INC INTERACTIVE BROKERS GRO-CL A INTERACTIVE INTELLIGENCE GRO INTERDIGITAL INC INTERFACE INC INTERMEC INC INTERNATIONAL BANCSHARES CRP INTL RECTIFIER CORP INTL SPEEDWAY CORP-CL A INTERSIL CORP-A INTERVAL LEISURE GROUP INTEVAC INC INTREPID POTASH INC INVACARE CORP INVESTMENT TECHNOLOGY GROUP ION GEOPHYSICAL CORP IPC THE HOSPITALIST CO IROBOT CORP ITRON INC ITT CORP ITT EDUCATIONAL SERVICES INC IXIA J & J SNACK FOODS CORP J2 GLOBAL INC JACK HENRY & ASSOCIATES INC JACK IN THE BOX INC JAKKS PACIFIC INC JANUS CAPITAL GROUP INC JARDEN CORP HUNT (JB) TRANSPRT SVCS INC JETBLUE AIRWAYS CORP
GICS_SECTOR_NAME Consumer Discretionary Health Care Financials Energy Financials Industrials Financials Information Technology Materials Financials Industrials Industrials Utilities Health Care Consumer Staples Financials Materials Industrials Consumer Discretionary Information Technology Consumer Discretionary Energy Energy Health Care Consumer Staples Financials Consumer Discretionary Health Care Financials Financials Information Technology Consumer Staples Industrials Consumer Discretionary Consumer Discretionary Utilities Materials Materials Materials Financials Materials Health Care Health Care Financials Industrials Health Care Health Care Industrials Information Technology Industrials Consumer Discretionary Energy Health Care Industrials Financials Health Care Consumer Discretionary Information Technology Financials Health Care Consumer Discretionary Consumer Staples Information Technology Health Care Industrials Energy Health Care Financials Financials Financials Energy Financials Consumer Discretionary Consumer Discretionary Industrials Industrials Industrials Consumer Discretionary Health Care Utilities Industrials Health Care Information Technology Industrials Financials Financials Information Technology Information Technology Consumer Staples Financials Materials Information Technology Industrials Health Care Information Technology Consumer Staples Financials Information Technology Information Technology Industrials Information Technology Financials Information Technology Consumer Discretionary Information Technology Consumer Discretionary Information Technology Materials Health Care Financials Energy Health Care Consumer Discretionary Information Technology Industrials Consumer Discretionary Information Technology Consumer Staples Information Technology Information Technology Consumer Discretionary Consumer Discretionary Financials Consumer Discretionary Industrials Industrials
ATM2 Ref 20.02 11.77 36.56 105.86 20.39 18.05 18.73 48.90 14.03 25.65 56.87 31.63 22.64 29.88 55.62 53.68 52.77 11.85 60.29 2.66 25.25 22.39 43.10 40.83 61.52 31.03 43.88 31.18 15.97 46.33 5.77 42.56 24.49 7.85 20.69 27.21 39.28 54.96 40.49 41.54 10.97 12.70 28.31 27.84 25.48 21.42 12.32 13.69 32.14 15.06 37.27 22.76 90.30 27.40 19.15 33.98 55.03 9.05 39.17 34.46 25.23 34.25 59.98 27.91 34.45 50.42 22.46 37.27 63.19 20.86 45.01 26.47 13.84 55.39 38.75 96.34 52.36 25.80 58.76 47.43 52.98 91.26 18.77 16.58 32.59 58.09 33.60 19.76 70.88 9.92 54.48 20.58 27.93 39.25 7.36 24.17 14.74 43.78 46.91 19.19 9.82 20.64 20.94 32.01 8.68 21.70 4.97 18.86 13.82 11.41 6.89 44.53 24.91 45.71 28.75 13.40 21.24 75.04 38.00 45.37 34.45 10.54 9.28 43.43 73.70 6.85
Dividend Yield
Next ExDividend Date
2.80%
05.07.2013
1.90%
17.05.2013
2.94%
25.06.2013
3.04% 0.16% 2.05% 6.71% 1.80% 1.23% 3.89%
05.04.2013 17.05.2013 31.05.2013 25.04.2013 18.07.2013 28.06.2013 29.05.2013
3.35% 3.18% 0.84% 1.26%
28.05.2013 19.06.2013 27.05.2013 31.05.2013
3.96% 2.23%
03.06.2013 13.05.2013
3.09%
05.06.2013
2.94%
31.05.2013
1.41% 3.35% 4.39% 0.77% 4.70% 1.83% 1.67% 0.94% 1.66%
05.06.2013 15.07.2013 22.05.2013 22.05.2013 23.05.2013 18.09.2013 31.05.2013 23.04.2013 02.07.2013
4.42% 2.66%
14.05.2013 24.04.2013
0.58% 0.92% 3.45%
19.06.2013 24.05.2013 08.05.2013
1.88%
29.05.2013
4.34% 1.45% 3.11% 1.46%
23.05.2013 14.06.2013 14.06.2013 31.05.2013
3.05% 2.98%
17.05.2013 12.06.2013
1.50% 4.47% 3.88%
13.05.2013 17.05.2013 13.06.2013
7.10%
24.04.2013
1.34%
03.06.2013
1.92% 0.76%
13.06.2013 28.05.2013
3.29% 1.66%
09.05.2013 17.04.2013 24.02.2014
2.70% 2.15%
27.06.2013 12.06.2013
2.14% 5.75% 2.02%
02.07.2013 26.04.2013 17.07.2013
2.54%
31.05.2013
1.49% 2.71%
26.06.2013 31.05.2013
0.85% 0.60%
08.07.2013 08.05.2013
2.03%
30.09.2013
0.69% 5.53% 1.38%
22.05.2013 08.05.2013 14.06.2013
0.36%
28.06.2013
1.43%
22.05.2013
0.91% 2.55% 1.17%
14.06.2013 16.05.2013 21.05.2013
2.66% 2.59%
12.06.2013 24.04.2013 01.07.2013 08.05.2013
0.84%
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
29.68 43.82 29.07 40.88 22.06 35.58 22.05 27.49 29.63 17.03 22.80 30.30 12.67 23.39 50.78 31.67 25.20 40.52 25.55 67.96 32.06 44.64 38.15 22.08 29.12 30.10 26.54 72.58 33.25
29.70 46.04 29.31 42.04 22.03 37.15 22.05 22.65 33.65 16.53 24.02 32.35 14.92 28.08 61.88 29.92 33.27 41.08 28.87 76.53 34.90 44.28 41.41 21.94 32.78 30.10 23.73 54.89 33.25
28.58 46.57 27.24 41.65 20.06 37.17 22.07 21.85 32.26 15.43 23.64 31.37 14.92 27.86 55.43 29.43 27.90 42.20 28.39 78.98 38.16 43.94 40.95 21.19 32.15 30.10 23.73 52.43 33.25
29.65 46.21 27.95 42.08 20.87 36.71 22.36 21.65 33.79 16.23 23.28 31.68 14.66 27.31 51.76 29.31 25.09 41.86 29.35 80.61 37.72 43.07 41.27 22.61 31.49 30.10 24.46 33.70 33.25
-0.052 -0.081 -0.089 -0.112 0.005 -0.012 0.000 -0.185 -0.062 0.000 -0.065 -0.124 -0.002 -0.120 -0.243 -0.136 -0.245 -0.255 -0.143 0.000 -0.148 -0.239 -0.240 0.021 -0.369 0.000 -0.185 -0.113 0.000
-0.175 -0.218 -0.216 -0.070 -0.010 -0.058 -0.006 -0.263 -0.137 -0.084 -0.133 -0.290 0.003 -0.237 -0.265 -0.182 -0.505 -0.230 -0.181 0.000 -0.192 -0.308 -0.209 -0.039 -0.248 0.000 -0.288 0.272 0.000
-0.192 -0.182 -0.184 -0.158 -0.058 -0.101 -0.018 -0.255 -0.115 -0.197 -0.150 -0.242 -0.001 -0.146 -0.239 -0.184 -0.355 -0.162 -0.190 0.000 -0.182 -0.267 -0.188 -0.163 -0.203 0.000 -0.231 0.902 0.000
-0.098 -0.131 -0.137 -0.144 -0.084 -0.166 -0.001 -0.219 -0.143 -0.052 -0.147 -0.169 -0.088 -0.090 -0.193 -0.146 -0.119 -0.153 -0.218 -0.063 -0.164 0.130 -0.167 -0.136 -0.119 -0.210 -0.166 -0.124 -0.152 0.000 -0.212 -0.246 0.000
0.000 0.001 0.002 -0.001 0.000 0.000 0.000 0.005 0.001 0.000 0.001 0.003 0.000 0.004 0.007 0.002 0.002 0.005 0.002 0.000 0.002 0.006 0.007 -0.001 0.011 0.000 0.005 -0.001 0.000
38.36 31.97 22.96 40.53 46.35 36.63
38.36 30.95 25.14 42.16 45.07 36.63
38.36 29.87 24.91 39.87 41.73 36.63
37.02 30.55 25.39 38.67 38.61 32.14
0.000 0.052 -0.182 0.000 0.000 0.000
0.000 0.150 -0.107 0.001 0.009 0.000
0.000 0.109 -0.133 0.000 0.024 0.000
-0.110 0.002 -0.170 -0.004 -0.030 0.000
0.000 0.000 0.000 0.000 -0.001 -0.001 0.003 0.002 0.004 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
-0.001 0.000 0.003 0.000 0.000 0.000
30.06 30.42
32.02 26.74
31.81 26.31
32.42 26.71
-0.093 -0.137 -0.208 -0.189 -0.046 -0.141 -0.116 -0.091
0.001 0.001
0.001 0.004
0.003 0.003
0.003 0.001
40.33 31.87 35.25 15.90
45.84 34.57 39.83 15.82
45.14 34.27 37.97 15.74
44.13 33.94 37.69 15.84
-0.204 -0.093 -0.227 -0.109
0.002 0.004 0.006 0.000
0.004 0.004 0.007 0.000
0.003 0.004 0.004 0.001
0.002 0.003 0.002 0.001
39.38 51.96
41.64 47.82
41.16 47.69
43.33 51.60
-0.171 -0.136 -0.084 -0.121 -0.088 -0.298 -0.333 -0.306
0.001 -0.001 -0.001 0.002 0.003 0.009 0.009 0.005
30.81 47.26 25.94 32.53 15.61 31.46 28.67 37.00 26.93 49.12 16.58 27.68 19.16 21.02 25.65 36.63 34.03 33.95 23.14
29.59 37.07 29.20 34.15 17.41 31.45 29.85 37.43 27.83 47.80 17.73 26.44 20.13 22.83 28.12 39.90 33.77 35.41 25.87
28.24 42.36 29.74 32.89 17.22 31.43 31.38 39.13 27.41 45.02 17.62 25.62 19.96 22.24 27.87 37.31 33.19 35.12 24.71
34.49 39.63 30.11 34.47 18.02 31.59 33.68 39.93 32.04 46.19 17.69 29.36 19.82 21.97 28.59 35.50 33.10 36.10 25.55
-0.075 -0.005 -0.092 -0.265 -0.220 -0.050 -0.018 -0.043 -0.168 -0.410 -0.064 -0.055 -0.072 -0.104 -0.348 -0.201 0.000 -0.040 -0.187
0.000 0.000 0.003 0.005 0.003 0.000 0.000 0.003 0.003 0.005 0.001 0.002 0.002 0.003 0.004 0.004 0.000 0.007 0.002
0.000 0.000 0.008 0.006 0.005 0.000 0.001 0.007 0.003 0.005 0.004 0.003 0.006 0.006 0.004 0.005 0.000 0.002 0.004
0.000 0.000 0.000 0.001 0.006 0.003 0.004 0.002 0.007 0.004 0.000 0.002 0.001 0.001 0.005 0.003 0.005 -0.001 0.003 0.003 0.006 0.006 0.000 -0.003 0.009 0.007 0.004 0.003 0.002 0.004 0.002 0.003 0.004 0.000 0.001 0.003 0.001 0.001 0.006 0.003
19.55
20.20
18.19
15.99
0.010 -0.019 -0.107 -0.115
0.000
0.000
0.001
0.001
31.83 18.30 11.42 26.01 27.44 22.65 20.71 26.79 42.59
33.71 18.42 11.42 27.63 26.85 22.60 22.50 29.53 36.03
33.38 18.64 11.42 26.75 25.39 22.44 21.91 28.81 35.23
34.37 17.64 10.64 27.18 25.58 20.97 22.71 29.93 34.35
-0.249 0.000 -0.203 -0.100 -0.030 0.000 -0.156 -0.039 -0.437
-0.265 -0.038 -0.203 -0.227 -0.111 -0.005 -0.232 -0.108 -0.974
-0.223 -0.095 -0.204 -0.256 -0.146 -0.032 -0.251 -0.117 -0.607
-0.183 -0.103 -0.194 -0.220 -0.072 -0.134 -0.188 -0.129 -0.197
0.007 0.000 0.007 0.000 0.000 0.000 0.002 0.001 0.037
0.006 0.001 0.007 0.002 0.002 0.000 0.005 0.003 0.030
0.004 0.004 0.007 0.005 0.004 0.000 0.005 0.004 0.029
0.003 0.005 0.007 0.003 0.003 0.004 0.003 0.007 0.019
25.68 21.98 36.91 30.33 22.54 23.15 43.29 17.99 19.49 20.63 16.59 25.09 24.80 28.53 35.34 30.48 18.85 28.63 30.32 40.65 22.92 108.77 30.87 22.06 40.88 30.71 49.32 27.61
25.67 20.02 34.07 33.32 22.54 23.12 46.15 19.42 21.59 19.26 20.70 30.99 26.30 30.51 35.71 30.00 18.70 32.92 34.07 40.64 22.92 69.52 34.06 21.93 40.74 30.95 51.12 30.45
25.65 19.27 32.88 31.22 22.54 23.09 43.65 18.35 20.93 19.21 26.41 38.52 24.86 31.21 35.96 29.10 17.53 32.82 33.04 40.62 22.92 51.88 33.57 22.00 39.32 30.63 49.66 28.77
25.60 19.64 32.31 30.85 20.68 23.31 42.43 18.78 21.16 18.75 25.69 45.54 23.21 31.60 36.28 29.43 17.99 32.40 34.75 40.58 22.92 38.84 33.43 24.04 39.46 29.76 51.34 30.90
-0.065 -0.241 -0.198 -0.056 0.000 -0.074 -0.244 -0.098 -0.160 0.000 -0.043 0.011 -0.072 -0.023 -0.031 -0.051 -0.029 -0.492 -0.202 -0.100 0.000 -0.153 -0.092 -0.160 -0.152 -0.336 0.000 -0.077
-0.065 -0.349 -0.231 -0.175 0.000 -0.074 -0.265 -0.201 -0.194 0.000 -0.130 -0.016 -0.188 -0.123 -0.113 -0.083 -0.072 -0.258 -0.212 -0.100 0.000 -0.533 -0.139 -0.160 -0.247 -0.399 -0.001 -0.136
-0.065 -0.304 -0.252 -0.219 0.000 -0.074 -0.252 -0.141 -0.180 0.000 -0.099 -0.098 -0.159 -0.185 -0.144 -0.155 -0.059 -0.218 -0.181 -0.100 0.000 -0.786 -0.141 -0.143 -0.203 -0.406 -0.004 -0.171
-0.065 -0.219 -0.214 -0.209 0.000 -0.040 -0.184 -0.155 -0.126 -0.198 -0.146 -0.237 -0.161 -0.058 -0.145 -0.147 -0.169 -0.173 -0.144 -0.083 -0.058 -0.205 -0.128 -0.123 -0.116 -0.100 0.000 -1.085 -0.179 -0.312 -0.150 -0.181 0.036 -0.150
0.000 0.012 0.003 0.000 0.000 0.001 0.005 0.002 0.004 0.000 0.002 0.000 0.000 0.000 0.000 0.001 0.001 0.019 0.008 0.001 0.000 0.009 0.002 0.000 0.002 0.007 0.000 0.001
0.001 0.007 0.006 0.002 0.000 0.001 0.002 0.004 0.005 0.000 0.007 0.000 0.002 0.001 0.000 0.002 0.001 0.006 0.005 0.001 0.000 0.031 0.004 0.000 0.004 0.011 0.000 0.003
0.001 0.001 0.005 0.002 0.003 0.003 0.004 0.003 0.000 0.000 0.001 0.000 0.001 0.001 0.001 0.003 0.005 0.004 0.003 0.000 0.007 0.006 -0.001 0.000 0.000 0.005 0.005 0.003 0.002 0.001 0.002 0.004 0.003 0.000 0.005 0.000 0.006 0.003 0.004 0.002 0.001 0.001 0.001 0.000 0.000 0.042 0.027 0.001 0.002 0.000 0.005 0.004 0.002 0.007 0.007 0.000 0.001 0.008 0.002
30.07 38.84 32.74 35.62 27.21 17.15 61.55 43.15
30.07 41.82 33.34 41.81 30.25 19.83 67.14 46.83
30.01 42.35 32.64 38.97 29.93 19.59 66.98 45.38
29.37 43.39 33.41 39.39 29.29 20.81 66.52 43.33
0.000 -0.057 -0.083 -0.168 -0.049 0.016 0.064 -0.071
-0.017 -0.167 -0.128 -0.145 -0.184 -0.026 0.006 -0.101
-0.064 -0.171 -0.198 -0.133 -0.185 -0.145 0.000 -0.073
-0.133 -0.125 -0.150 -0.118 -0.158 -0.191 -0.073 -0.113 -0.111 -0.074
0.000 0.001 0.001 0.005 0.001 -0.001 0.007 -0.001
0.000 0.002 0.002 0.005 0.002 0.001 0.004 -0.001
0.000 0.002 0.005 0.002 0.002 0.005 0.003 0.000
24.83 17.28 20.87 40.34 28.67 23.71 27.34 30.31
25.43 18.75 23.18 39.18 28.79 26.11 24.75 33.50
23.88 17.50 21.83 39.20 28.57 25.45 24.38 31.31
24.89 17.20 22.91 38.04 29.67 25.73 24.29 31.62
-0.069 0.021 -0.054 0.003 -0.015 -0.117 -0.271 -0.090
-0.070 -0.034 -0.190 -0.007 -0.098 -0.240 -0.287 -0.193
-0.085 -0.142 -0.239 -0.049 -0.172 -0.256 -0.255 -0.144
-0.094 -0.234 -0.214 -0.122 -0.222 -0.206 -0.191 -0.138 -0.112 -0.228 -0.195 -0.161
0.000 -0.001 0.000 0.000 0.000 0.005 0.006 0.002
0.002 0.007 0.003 0.001 0.004 0.006 0.005 0.009 0.004 0.000 -0.001 0.005 0.001 0.003 0.002 0.006 0.005 0.002 0.007 0.006 0.003 0.004 0.002 0.004
49.64
48.38
38.27
39.15
22.20
22.52
36.49
36.31
41.51
42.07
19.03
19.33
36.08
36.88
63.70
24.66 32.05
63.53
25.38 33.99
-0.143 -0.240 -0.204 -0.109
-0.220 0.011 -0.207 -0.276 -0.272 -0.050 -0.063 -0.103 -0.150 -0.387 -0.193 -0.143 -0.214 -0.198 -0.336 -0.194 0.006 -0.115 -0.296
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.146 -0.238 -0.176 -0.108
-0.178 0.044 -0.155 -0.198 -0.311 -0.050 -0.081 -0.165 -0.197 -0.319 -0.217 -0.136 -0.241 -0.166 -0.273 -0.216 0.012 -0.131 -0.302
-0.153 -0.196 -0.137 -0.117
-0.035 -0.149 -0.104 -0.184 -0.231 -0.089 -0.115 -0.177 -0.087 -0.216 -0.216 -0.306 -0.194 -0.149 -0.100 -0.097 -0.210 -0.151 -0.049 -0.117 -0.119 -0.109 -0.210
0.003 0.006 0.004 0.003 0.003 0.003 0.006 0.006 0.003 0.002 0.004 0.002 0.000 0.000 0.001 0.000 0.001 0.002 0.000 0.000 0.000 0.009 0.008 0.004 0.002 0.003 0.003 0.003 0.006 0.002 0.002 0.004 0.003 0.007 0.005 0.003 0.000 0.000 0.002 0.006 0.003 0.000 0.002 0.001 0.001 0.000 0.003 0.002 0.002 0.006 0.016 0.019 0.003 -0.002 -0.001 0.003 0.002 0.002 0.000 0.000 0.001 0.004 0.003 0.002 0.001 0.007 0.004 0.002 0.004 0.003 0.001 0.001 0.004 0.001 0.004 0.003 0.002 0.000 0.000 0.000 0.011 0.009 0.004 0.002 0.005 0.034 0.000 0.000 0.000
0.003 0.002 0.003 0.002 0.002 0.004 0.001 0.003
0.000
0.001
0.002
0.001
0.001
0.001 0.001
0.001
0.001
0.002 0.003
0.001 0.002
26.03.2013
S&P 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM3 Ref
Dividend Yield
Next ExDividend Date
JBT UN Equity
JOHN BEAN TECHNOLOGIES CORP
Industrials
20.60
1.36%
15.05.2013
JW/A UN Equity
WILEY (JOHN) & SONS-CLASS A
Consumer Discretionary
38.76
2.09%
05.07.2013
JLL UN Equity
JONES LANG LASALLE INC
Financials
98.43
0.51%
15.05.2013
JOSB UW Equity
JOS A BANK CLOTHIERS INC
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
28.79
28.79
28.79
28.79
0.000
0.000
0.000
0.000
0.000
0.000
21.57
24.99
23.28
24.27
-0.278 -0.329 -0.294 -0.211
0.000
0.000
0.005
0.007
0.005
0.003
Consumer Discretionary
40.48
45.46
37.95
37.58
36.62
-0.349 -0.279 -0.223 -0.176
0.008
0.006
0.004
0.002
KSWS UW Equity K-SWISS INC-A
Consumer Discretionary
4.72
25.27
25.27
25.27
25.27
0.000
0.000
0.000
0.000
0.000
0.000
KALU UW Equity
KAISER ALUMINUM CORP
Materials
63.51
1.90%
26.04.2013
23.37
25.48
25.47
22.67
-0.131 -0.176 -0.166 -0.144
0.001
0.000
0.000
0.007
KAMN UN Equity
KAMAN CORP
Industrials
36.13
1.94%
20.06.2013
26.43
27.07
26.71
26.43
0.011 -0.020 -0.069 -0.078
0.000
0.000 -0.001 0.000
KSU UN Equity
KANSAS CITY SOUTHERN
Industrials
106.71
0.83%
13.06.2013
27.89
27.10
26.56
26.53
-0.217 -0.232 -0.198 -0.154
0.006
0.005
0.003
0.002
KS UN Equity
KAPSTONE PAPER AND PACKAGING
Materials
27.52
28.14
27.93
27.42
27.17
-0.025 -0.037 -0.069 -0.114
0.002
0.002
0.003
0.003
KDN UN Equity
KAYDON CORP
Industrials
25.72
2.41%
13.06.2013
21.55
22.26
22.19
22.23
0.002 -0.004 -0.026 -0.115
0.000
0.000
0.001
0.002
KBH UN Equity
KB HOME
Consumer Discretionary
21.99
0.45%
30.04.2013
38.66
40.25
41.58
42.55
-0.324 -0.205 -0.154 -0.109 -0.080 -0.070
0.010
0.003
0.002
0.001
KBR UN Equity
KBR INC
Industrials
31.41
1.02%
14.06.2013
26.67
28.70
27.77
29.25
-0.179 -0.259 -0.227 -0.159
0.004
0.006
0.004
0.002
KELYA UW Equity KELLY SERVICES INC -A
Industrials
18.72
1.07%
23.05.2013
24.87
24.73
24.58
26.21
-0.110 -0.176 -0.309 -0.255
0.001
0.002
0.004
0.006
KMPR UN Equity KEMPER CORP
Financials
31.93
3.07%
15.05.2013
KMT UN Equity
KENNAMETAL INC
Industrials
38.79
1.75%
10.05.2013
29.07
31.87
30.45
29.15
-0.072 -0.204 -0.222 -0.188
0.001
0.002
0.004
0.002
KRC UN Equity
KILROY REALTY CORP
Financials
52.15
2.20%
28.06.2013
14.21
16.48
17.18
17.96
-0.124 -0.197 -0.225 -0.210
0.002
0.003
0.005
0.004
KND UN Equity
KINDRED HEALTHCARE INC
Health Care
10.65
42.31
43.98
43.26
42.33
-0.048 -0.165 -0.203 -0.200
-0.001 -0.002 0.000
0.002
KEX UN Equity
KIRBY CORP
Industrials
75.50
22.23
24.52
23.19
24.25
-0.256 -0.324 -0.271 -0.180
0.007
0.010
0.008
0.003
KIRK UW Equity
KIRKLAND'S INC
Consumer Discretionary
11.10
38.88
38.95
39.25
40.27
-0.121 -0.101 -0.062 -0.105
0.000
0.000
0.000
0.001
KRG UN Equity
KITE REALTY GROUP TRUST
Financials
6.69
3.59%
05.07.2013
29.50
29.50
29.50
29.50
0.000
0.000
0.000
0.000
0.000
0.000
KNX UN Equity
KNIGHT TRANSPORTATION INC
Industrials
16.06
1.74%
29.05.2013
23.22
23.18
23.25
24.32
-0.105 -0.116 -0.144 -0.172
0.000
0.000
0.002
0.004
KOPN UW Equity KOPIN CORP
Information Technology
3.65
53.42
53.36
53.31
53.14
-0.275 -0.275 -0.276 -0.276
0.001
0.001
0.001
0.001
KOP UN Equity
KOPPERS HOLDINGS INC
Materials
45.25
23.14
26.69
26.37
27.05
-0.155 -0.306 -0.233 -0.163
0.006
0.010
0.007
0.004
KFY UN Equity
KORN/FERRY INTERNATIONAL
Industrials
17.91
32.01
33.16
35.65
40.67
0.056
0.006 -0.151 -0.122
0.000
0.002
0.004 -0.014
KRA UN Equity
KRATON PERFORMANCE POLYMERS Materials
24.93
37.06
38.68
37.85
38.53
-0.401 -0.274 -0.243 -0.193
0.015
0.008
0.006
0.003
KLIC UW Equity
KULICKE & SOFFA INDUSTRIES
Information Technology
10.90
29.69
33.94
32.78
32.32
-0.025 -0.084 -0.118 -0.138
0.000
0.000
0.000
0.001
LZB UN Equity
LA-Z-BOY INC
Consumer Discretionary
18.88
0.85%
07.06.2013
34.31
35.74
35.56
36.95
-0.136 -0.101 -0.191 -0.192
0.001
0.001
0.003
0.003
LG UN Equity
LACLEDE GROUP INC/THE
Utilities
41.59
4.14%
11.06.2013
15.50
15.37
15.24
14.83
-0.201 -0.200 -0.199 -0.196
0.002
0.002
0.002
0.003
LAMR UW Equity LAMAR ADVERTISING CO-A
Consumer Discretionary
48.03
33.38
34.52
31.42
28.99
-0.499 -0.408 -0.348 -0.280 -0.207 -0.173
0.010
0.004
0.004
0.004
LANC UW Equity LANCASTER COLONY CORP
Consumer Staples
75.29
2.07%
10.06.2013
14.42
15.14
14.30
14.97
0.000
0.001 -0.001 -0.083
0.000
0.000
0.000
0.001
LDR UN Equity
LANDAUER INC
Health Care
56.50
4.07%
12.06.2013
LSTR UW Equity
LANDSTAR SYSTEM INC
Industrials
56.37
10.05.2013
21.80
23.33
22.70
23.01
-0.110 -0.190 -0.227 -0.214
0.001
0.003
0.004
0.003
LHO UN Equity
LASALLE HOTEL PROPERTIES
Financials
24.52
2.94%
26.06.2013
27.68
26.96
31.45
26.05
-0.107 -0.179 -0.472 -0.089
0.003
0.001 -0.001 0.003
LPS UN Equity
LENDER PROCESSING SERVICES
Information Technology
24.54
1.63%
28.05.2013
32.04
35.56
35.29
36.59
-0.253 -0.319 -0.290 -0.212
0.008
0.010
0.005
0.003
LII UN Equity
LENNOX INTERNATIONAL INC
Industrials
63.81
1.13%
14.06.2013
23.14
24.10
23.06
24.89
-0.127 -0.224 -0.216 -0.170
0.001
0.004
0.007
0.002
LXP UN Equity
LEXINGTON REALTY TRUST
Financials
11.77
3.99%
28.06.2013
23.41
24.39
26.12
23.26
0.000 -0.095 -0.282 -0.108
0.000
0.000
0.001
0.005
LXK UN Equity
LEXMARK INTERNATIONAL INC-A
Information Technology
25.80
4.65%
29.05.2013
36.33
41.77
38.76
37.51
-0.222 -0.177 -0.168 -0.158 -0.141 -0.132
0.008
0.005
0.003
0.002
LHCG UW Equity LHC GROUP INC
Health Care
22.67
26.12
28.68
29.06
29.53
-0.033 -0.082 -0.078 -0.189
0.001
0.002
0.000
0.003
LRY UN Equity
LIBERTY PROPERTY TRUST
Financials
39.71
17.69
17.74
17.88
19.19
-0.275 -0.253 -0.230 -0.317
0.013
0.012
0.011
0.014
LTM UN Equity
LIFE TIME FITNESS INC
Consumer Discretionary
42.75
28.74
LPNT UW Equity
LIFEPOINT HOSPITALS INC
Health Care
47.82
LINC UW Equity
LINCOLN EDUCATIONAL SERVICES
Consumer Discretionary
LECO UW Equity LINCOLN ELECTRIC HOLDINGS LNN UN Equity
2.23%
15.05.2013
42.83
27.50
37.72
42.91
26.69
38.63
0.000
0.000
0.000
0.000
4.78%
28.06.2013
31.04
31.49
31.80
-0.174 -0.170 -0.160 -0.137
0.004
0.009
0.005
0.002
20.87
23.17
23.38
24.05
-0.100 -0.067 -0.104 -0.149
0.001
0.001
0.002
0.003
6.08
4.61%
14.06.2013
55.25
55.87
55.92
52.78
-0.130 -0.091 -0.028 -0.050
0.000
0.000
0.000
0.001
Industrials
54.96
1.14%
26.06.2013
22.81
23.74
23.32
24.02
-0.192 -0.279 -0.241 -0.182
0.005
0.008
0.006
0.003
Industrials
91.09
0.55%
17.05.2013
34.98
31.72
30.79
30.64
-0.177 -0.153 -0.176 -0.167
0.002
0.004
0.003
0.002
LQDT UW Equity LIQUIDITY SERVICES INC
Information Technology
29.35
42.77
48.24
47.07
46.53
-0.040 -0.190 -0.162 -0.134
0.003
0.003
0.002
0.001
LAD UN Equity
LITHIA MOTORS INC-CL A
Consumer Discretionary
46.18
1.13%
10.05.2013
30.60
34.18
33.57
35.14
-0.165 -0.254 -0.214 -0.162
0.003
0.007
0.004
0.002
LFUS UW Equity
LITTELFUSE INC
Information Technology
67.98
1.27%
23.05.2013
20.66
21.83
20.75
24.36
-0.078 -0.129 -0.038 0.003
0.002
0.003
0.002 -0.002
LYV UN Equity
LIVE NATION ENTERTAINMENT IN
Consumer Discretionary
12.26
35.90
39.63
37.44
35.87
-0.212 -0.352 -0.318 -0.186 -0.176 -0.176
0.003
0.007
0.006
0.003
LPSN UW Equity LIVEPERSON INC
Information Technology
13.95
39.48
42.00
40.58
39.72
-0.047 -0.115 -0.084 -0.100
0.001
0.001
0.001
0.001
LKQ UW Equity
Consumer Discretionary
20.93
26.74
30.15
28.92
28.08
-0.029 -0.109 -0.169 -0.203
0.000
0.001
0.004
0.005
LOGM UW Equity LOGMEIN INC
Information Technology
17.78
84.98
70.71
61.74
54.20
-0.116 -0.107 -0.108 -0.093
0.001
0.000
0.002
0.001
LPX UN Equity
LOUISIANA-PACIFIC CORP
Materials
21.60
36.35
40.12
40.53
41.11
-0.341 -0.338 -0.267 -0.176 -0.131 -0.115
0.007
0.006
0.004
0.002
LXU UN Equity
LSB INDUSTRIES INC
Materials
34.33
38.62
39.59
40.89
36.72
-0.360 -0.186 0.111 -0.154
0.009
0.008
0.001
0.017
LTC UN Equity
LTC PROPERTIES INC
Financials
39.65
4.88%
19.04.2013
13.94
14.40
15.29
16.13
0.006 -0.011 -0.069 -0.156
0.000
0.000
0.001
0.004
LUFK UW Equity
LUFKIN INDUSTRIES INC
Energy
64.92
0.85%
31.05.2013
LL UN Equity
LUMBER LIQUIDATORS HOLDINGS
LINDSAY CORP
LKQ CORP
36.70
41.40
36.67
42.73
36.94
37.82
36.27
37.23
-0.155 -0.163 -0.142 -0.155
0.003
0.003
0.002
0.002
Consumer Discretionary
68.97
34.47
39.54
39.51
39.46
-0.329 -0.246 -0.209 -0.159
0.011
0.004
0.003
0.002
LMNX UW Equity LUMINEX CORP
Health Care
17.03
35.68
39.14
40.61
42.50
-0.131 -0.384 -0.360 -0.097
-0.001 -0.005 -0.005 -0.001
LMOS UW Equity LUMOS NETWORKS CORP
Telecommunication Services 13.04
60.48
60.48
60.48
66.06
0.000
0.000
0.000 -0.071
0.000
0.000
0.000 -0.001
LDL UN Equity
LYDALL INC
Industrials
15.54
39.79
0.000
0.000
MHO UN Equity
M/I HOMES INC
Consumer Discretionary
25.62
MAC UN Equity
MACERICH CO/THE
Financials
CLI UN Equity
MACK-CALI REALTY CORP
4.29%
12.06.2013
39.79
39.79
39.79
0.000
0.000
0.000
0.000
0.000
0.000
42.54
44.65
44.61
45.15
-0.137 -0.150 -0.127 -0.081
0.007
0.002
0.003
0.002
63.21
3.80%
10.05.2013
16.88
17.92
17.16
17.82
-0.057 -0.124 -0.108 -0.177
0.001
0.004
0.004
0.004
Financials
28.59
6.30%
05.07.2013
18.53
17.52
17.29
16.52
0.008 -0.016 -0.101 -0.087
0.000
0.000
0.001
0.011
MGLN UW Equity MAGELLAN HEALTH SERVICES INC
Health Care
47.45
27.95
26.68
27.07
26.54
0.021 -0.051 -0.180 -0.051
-0.001 0.001
0.005 -0.001
MFB UN Equity
Consumer Discretionary
17.74
36.26
37.32
36.52
36.44
-0.373 -0.317 -0.273 -0.171
0.011
0.009
0.005
0.002
MANH UW Equity MANHATTAN ASSOCIATES INC
Information Technology
73.70
23.61
27.04
26.07
26.40
-0.189 -0.231 -0.218 -0.180
0.003
0.004
0.005
0.003
MAN UN Equity
Industrials
56.01
1.64%
28.05.2013
30.04
28.78
27.86
28.73
-0.300 -0.287 -0.266 -0.199
0.006
0.007
0.005
0.002
MANT UW Equity MANTECH INTERNATIONAL CORP-A
Information Technology
26.41
3.18%
05.06.2013
27.55
29.88
29.10
28.22
-0.091 -0.245 -0.230 -0.144
0.001
0.002
0.003
0.004
MCS UN Equity
MARCUS CORPORATION
Consumer Discretionary
12.40
2.06%
25.07.2013
HZO UN Equity
MARINEMAX INC
Consumer Discretionary
13.63
45.60
46.43
45.45
46.50
-0.094 -0.142 -0.186 -0.213
0.000
0.001
0.003
0.003
MKTX UW Equity MARKETAXESS HOLDINGS INC
Financials
36.99
35.71
36.93
37.45
38.02
-0.151 -0.051 -0.102 -0.177
0.022
0.004
0.002
0.001
VAC UN Equity
MARRIOTT VACATIONS WORLD
Consumer Discretionary
43.00
26.20
26.55
26.64
27.07
-0.269 -0.380 -0.294 -0.217
0.006
0.012
0.008
0.004
MLM UN Equity
MARTIN MARIETTA MATERIALS
Materials
23.01
25.47
25.59
25.25
-0.429 -0.344 -0.302 -0.233
0.013
0.009
0.005
0.002
MASI UW Equity
MASIMO CORPORATION
Health Care
19.67
34.44
35.11
34.13
34.14
-0.131 -0.130 -0.109 -0.028
0.002
0.000
0.000
0.002
MTRN UN Equity MATERION CORP
Materials
28.60
31.79
34.71
34.05
34.77
-0.060 -0.189 -0.222 -0.168
0.001
0.003
0.003
0.002
MTRX UW Equity MATRIX SERVICE CO
Energy
15.34
38.74
38.43
37.93
37.96
0.034
0.018 -0.040
0.001
0.002
0.001
0.001
MATX UN Equity
Industrials
24.64
2.43%
07.05.2013
29.32
29.01
28.41
29.07
-0.143 -0.122 -0.164 -0.206
0.002
0.003
0.005
0.003
MATW UW Equity MATTHEWS INTL CORP-CLASS A
Consumer Discretionary
34.82
1.21%
02.05.2013
25.49
26.62
24.00
27.24
0.000
0.001 -0.001 0.000
0.000
0.000
0.000
0.000
MMS UN Equity
MAXIMUS INC
Information Technology
79.35
0.45%
15.05.2013
21.03
21.03
21.03
20.28
0.000
0.000
0.000 -0.022
0.000
0.000
0.000
0.000
MBFI UW Equity
MB FINANCIAL INC
Financials
24.40
1.89%
15.05.2013
20.12
20.42
21.27
23.14
0.000 -0.023 -0.079 -0.133
0.000
0.000
0.000
0.002
MDC UN Equity
MDC HOLDINGS INC
Consumer Discretionary
37.75
0.66%
03.02.2014
34.77
37.96
37.35
38.00
-0.211 -0.242 -0.191 -0.159
0.004
0.004
0.002
0.001
MDU UN Equity
MDU RESOURCES GROUP INC
Utilities
24.21
2.91%
04.06.2013
18.80
18.35
17.38
17.77
0.000
0.007
0.014 -0.065
0.000
0.000
0.000
0.001
MIG UN Equity
MEADOWBROOK INSURANCE GROUP Financials
7.19
1.39%
08.05.2013
39.61
39.03
37.35
33.99
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
25.73
25.65
25.38
24.55
-0.110 -0.098 -0.074 -0.112
0.002
0.001
0.000
0.001
22.51
24.38
22.67
22.28
0.031 -0.053 -0.289 -0.225
-0.001 0.001
0.008
0.010
MAIDENFORM BRANDS INC MANPOWER INC
MATSON INC
101.84
1.46% 1.57% 1.05%
10.05.2013 31.05.2013 15.05.2013
0.076
MEAS UW Equity MEASUREMENT SPECIALTIES INC
Information Technology
38.77
MPW UN Equity
Financials
15.75
MDCO UW Equity MEDICINES COMPANY
Health Care
32.87
30.75
33.10
31.93
32.42
-0.198 -0.260 -0.220 -0.166
0.005
0.005
0.004
0.002
MDSO UW Equity MEDIDATA SOLUTIONS INC
Health Care
55.97
30.47
37.09
34.15
33.55
-0.235 -0.246 -0.197 -0.147
0.004
0.004
0.003
0.001
MED UN Equity
MEDIFAST INC
Consumer Staples
22.64
41.77
48.05
45.47
43.91
-0.501 -0.546 -0.423 -0.314
0.006
0.005
0.004
0.002
MD UN Equity
MEDNAX INC
Health Care
87.60
19.96
22.84
22.64
22.23
-0.293 -0.383 -0.328 -0.242
0.007
0.009
0.005
0.002
WFR UN Equity
MEMC ELECTRONIC MATERIALS
Information Technology
4.35
60.68
66.32
63.01
63.07
-0.507 -0.431 -0.319 -0.203 -0.147 -0.131
0.016
0.010
0.007
0.003
MW UN Equity
MEN'S WEARHOUSE INC/THE
Consumer Discretionary
33.29
28.38
28.35
29.87
32.57
-0.151 -0.181 -0.178 -0.154
0.001
0.001
0.001
0.001
MENT UW Equity MENTOR GRAPHICS CORP
Information Technology
17.46
23.61
25.30
26.73
28.39
0.008 -0.015 -0.090 -0.135
0.000
0.000
0.001
0.002
MCY UN Equity
Financials
37.74
19.20
-0.113 -0.095 -0.060 -0.393
0.001
0.001
0.000
MEDICAL PROPERTIES TRUST INC
MERCURY GENERAL CORP
5.40%
2.25%
11.06.2013
07.06.2013
62.63
62.78
6.50%
14.06.2013
18.57
17.25
19.04
0.000
0.006
MRCY UW Equity MERCURY SYSTEMS INC
Information Technology
7.39
56.69
57.21
50.22
53.03
0.000
0.000
0.000
0.000
MDP UN Equity
MEREDITH CORP
Consumer Discretionary
37.22
4.41%
31.05.2013
30.77
30.80
28.76
28.98
-0.118 -0.100 -0.057 -0.144
-0.001 0.002
0.006
0.001
VIVO UW Equity
MERIDIAN BIOSCIENCE INC
Health Care
22.64
3.62%
29.04.2013
24.16
26.10
27.39
27.45
-0.052 -0.169 -0.221 -0.187
0.001
0.005
0.004
MMSI UW Equity
MERIT MEDICAL SYSTEMS INC
Health Care
12.32
27.96
33.85
45.43
48.72
-0.060 0.100
0.001 -0.002 -0.018 -0.012
MTH UN Equity
MERITAGE HOMES CORP
Consumer Discretionary
47.34
35.30
37.79
36.07
36.93
-0.223 -0.214 -0.194 -0.152
MEI UN Equity
METHODE ELECTRONICS INC
Information Technology
33.30
34.38
34.60
32.71
MTD UN Equity
METTLER-TOLEDO INTERNATIONAL
Health Care
19.29
22.71
21.44
20.05
29.05
29.31
29.89
12.97
2.16%
10.07.2013
213.06
0.439
0.000
0.015
0.004
0.004
0.004
0.004
0.002
0.016 -0.030 -0.172 -0.212
0.000
0.000
0.002
0.005
0.064
0.022 -0.025 -0.093
-0.001 0.000
0.002
0.002
29.93
0.000
0.016
0.043 -0.048
0.000
0.000
0.000
0.000
Information Technology
10.52
MCRS UW Equity MICROS SYSTEMS INC
Information Technology
45.81
27.97
29.53
28.70
27.65
-0.027 -0.185 -0.223 -0.202
0.002
0.006
0.005
0.003
MSCC UW Equity MICROSEMI CORP
Information Technology
22.43
26.07
29.72
30.96
31.95
-0.377 -0.310 -0.302 -0.240
0.007
0.005
0.007
0.004
MSTR UW Equity MICROSTRATEGY INC-CL A
Information Technology
101.76
35.63
40.52
38.22
37.13
-0.194 -0.096 -0.099 -0.125
0.017
0.003
0.002
0.002
MAA UN Equity
MID-AMERICA APARTMENT COMM
Financials
68.75
4.12%
17.07.2013
14.37
14.56
14.09
15.61
-0.072 -0.150 -0.230 -0.060
0.000
0.003
0.007 -0.002
MSA UN Equity
MINE SAFETY APPLIANCES CO
Industrials
49.20
2.44%
21.05.2013
22.35
23.94
22.34
23.51
-0.022 -0.112 -0.174 -0.167
-0.001 0.000
0.004
0.002
MTX UN Equity
MINERALS TECHNOLOGIES INC
Materials
41.77
0.48%
30.05.2013
31.22
31.22
31.22
29.68
0.000
0.000
0.000
0.000
0.000
0.000
MKSI UW Equity
MKS INSTRUMENTS INC
Information Technology
26.75
2.39%
31.05.2013
28.67
29.86
29.37
29.40
-0.095 -0.256 -0.227 -0.182
0.002
0.004
0.004
0.003
MINI UW Equity
MOBILE MINI INC
Industrials
29.24
26.17
29.56
29.94
30.91
0.005 -0.008 -0.049 -0.109
0.000
0.000
0.003
0.003
MHK UN Equity
MOHAWK INDUSTRIES INC
Consumer Discretionary
110.91
27.19
29.22
28.66
28.25
-0.122 -0.178 -0.176 -0.153
0.003
0.002
0.002
0.001
MOH UN Equity
MOLINA HEALTHCARE INC
Health Care
31.32
39.02
42.27
39.78
39.49
-0.196 -0.264 -0.249 -0.156
0.003
0.007
0.003
0.002
MNTA UW Equity MOMENTA PHARMACEUTICALS INC
Health Care
13.51
36.98
39.54
39.95
42.90
-0.173 -0.222 -0.131 -0.111
0.003
0.007
0.006
0.002
MCRI UW Equity
Consumer Discretionary
9.65
42.89
39.08
39.12
38.25
0.001 -0.003 -0.040 -0.255
0.000
0.000 -0.001 0.002
MPWR UW Equity MONOLITHIC POWER SYSTEMS INC
Information Technology
23.53
34.74
36.32
35.62
35.75
-0.080 -0.100 -0.134 -0.156
0.001
0.004
0.004
0.002
TYPE UW Equity
MONOTYPE IMAGING HOLDINGS IN
06.05.2013
0.000
MCRL UW Equity MICREL INC
MONARCH CASINO & RESORT INC
1.69%
0.000
0.000
0.000
Information Technology
23.09
1.04%
28.06.2013
26.38
31.37
30.80
30.49
-0.028 -0.099 -0.152 -0.119
0.000
0.000
0.001
0.002
MNRO UW Equity MONRO MUFFLER BRAKE INC
Consumer Discretionary
40.91
1.17%
07.06.2013
27.01
26.57
26.63
27.15
-0.071 -0.199 -0.169 -0.125
0.002
0.004
0.004
0.003
MWW UN Equity
Information Technology
5.13
51.26
54.16
51.62
49.15
-0.155 -0.288 -0.112 -0.028 -0.066 -0.068
0.003
0.006
0.003
0.000
MOG/A UN Equity MOOG INC-CLASS A
Industrials
45.53
MOV UN Equity
MOVADO GROUP INC
Consumer Discretionary
32.31
0.62%
13.06.2013
39.70
39.20
42.12
41.93
-0.221 -0.329 -0.265 -0.185
0.004
0.008
0.004
0.002
MSM UN Equity
MSC INDUSTRIAL DIRECT CO-A
Industrials
85.23
28.95
MSCI UN Equity
MSCI INC
MONSTER WORLDWIDE INC
51.15
51.43
1.45%
10.04.2013
24.55
23.28
21.89
-0.066 -0.008 0.057 -0.139
-0.001 0.002
0.005
0.008
Financials
33.60
24.85
27.33
27.12
26.80
-0.267 -0.282 -0.228 -0.334
0.004
0.003
0.002
0.010
MTSC UW Equity MTS SYSTEMS CORP
Information Technology
57.48
2.09%
11.06.2013
22.89
23.13
23.75
24.56
-0.021 -0.077 -0.098 -0.134
0.000
0.000
0.001
0.003
MLI UN Equity
Industrials
53.77
0.93%
31.05.2013
23.45
23.31
22.57
22.65
-0.198 -0.279 -0.184 -0.281
0.006
0.011
0.009
0.007
34.52 22.83
39.11 24.87
37.61 24.74
38.87 25.13
-0.092 -0.232 -0.216 -0.180 -0.112 -0.076 -0.091 -0.134
0.002 0.000
0.004 0.001
0.005 0.002
0.004 0.002
MUELLER INDUSTRIES INC
MGAM UW Equity MULTIMEDIA GAMES HOLDING CO MWIV UW Equity MWI VETERINARY SUPPLY INC
Consumer Discretionary Health Care
20.10 132.05
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.001
0.000
0.002
0.001
0.001
0.001
0.002
0.002
0.001
0.001
0.001
0.001
0.001
0.001
26.03.2013
S&P 1000 Index
Ticker MYE UN Equity NANO UW Equity NAFC UW Equity NFP UN Equity NFG UN Equity NATI UW Equity NPBC UW Equity NPK UN Equity NNN UN Equity BABY UW Equity NCI UN Equity NAVG UW Equity NBTB UW Equity NCS UN Equity NCR UN Equity NP UN Equity NEOG UW Equity NTGR UW Equity NTCT UW Equity NSR UN Equity NJR UN Equity NYCB UN Equity NYT UN Equity NEU UN Equity NEWP UW Equity EGOV UW Equity NDSN UW Equity NOG UA Equity NWBI UW Equity NWN UN Equity NWE UN Equity NTLS UW Equity NTRI UW Equity NUVA UW Equity NVE UN Equity NVR UN Equity OII UN Equity ODP UN Equity OMX UN Equity OGE UN Equity OIS UN Equity ODFL UW Equity ONB UN Equity ORI UN Equity OLN UN Equity ZEUS UW Equity OMG UN Equity OHI UN Equity OCR UN Equity OMCL UW Equity ASGN UN Equity OPEN UW Equity OPLK UW Equity ORB UN Equity ORN UN Equity ORIT UW Equity OSK UN Equity OSIS UW Equity OMI UN Equity OXM UN Equity PKG UN Equity PACW UW Equity PMTI UW Equity PNRA UW Equity PZZA UW Equity PRXL UW Equity PKE UN Equity PKY UN Equity PTEN UW Equity PCTI UQ Equity PDCE UW Equity PVA UN Equity PEI UN Equity PBY UN Equity PRFT UW Equity PSEM UW Equity PERY UW Equity PETS UW Equity PQ UN Equity GLT UN Equity PMC UN Equity PNY UN Equity PNK UN Equity PNFP UW Equity PES UN Equity PJC UN Equity PXP UN Equity PLT UN Equity PLXS UW Equity PNM UN Equity PII UN Equity PLCM UW Equity POL UN Equity POOL UW Equity PRAA UW Equity POST UN Equity PPS UN Equity PCH UW Equity POWL UW Equity POWI UW Equity PBH UN Equity PRI UN Equity PVTB UW Equity PRA UN Equity PKT UW Equity PRGS UW Equity PSEC UW Equity PB UN Equity PL UN Equity PFS UN Equity PSB UN Equity PMTC UW Equity QLGC UW Equity KWR UN Equity QSII UW Equity NX UN Equity STR UN Equity QCOR UW Equity KWK UN Equity ZQK UN Equity QNST UW Equity RAX UN Equity RSYS UW Equity RJF UN Equity RYN UN Equity O UN Equity
Name MYERS INDUSTRIES INC NANOMETRICS INC NASH FINCH CO NATIONAL FINANCIAL PARTNERS NATIONAL FUEL GAS CO NATIONAL INSTRUMENTS CORP NATL PENN BCSHS INC NATIONAL PRESTO INDS INC NATIONAL RETAIL PROPERTIES NATUS MEDICAL INC NAVIGANT CONSULTING INC NAVIGATORS GROUP INC N B T BANCORP INC NCI BUILDING SYSTEMS INC NCR CORPORATION NEENAH PAPER INC NEOGEN CORP NETGEAR INC NETSCOUT SYSTEMS INC NEUSTAR INC-CLASS A NEW JERSEY RESOURCES CORP NEW YORK COMMUNITY BANCORP NEW YORK TIMES CO-A NEWMARKET CORP NEWPORT CORP NIC INC NORDSON CORP NORTHERN OIL AND GAS INC NORTHWEST BANCSHARES INC NORTHWEST NATURAL GAS CO NORTHWESTERN CORP NTELOS HOLDINGS CORP NUTRISYSTEM INC NUVASIVE INC NV ENERGY INC NVR INC OCEANEERING INTL INC OFFICE DEPOT INC OFFICEMAX INC OGE ENERGY CORP OIL STATES INTERNATIONAL INC OLD DOMINION FREIGHT LINE OLD NATIONAL BANCORP OLD REPUBLIC INTL CORP OLIN CORP OLYMPIC STEEL INC OM GROUP INC OMEGA HEALTHCARE INVESTORS OMNICARE INC OMNICELL INC ON ASSIGNMENT INC OPENTABLE INC OPLINK COMMUNICATIONS INC ORBITAL SCIENCES CORP ORION MARINE GROUP INC ORITANI FINANCIAL CORP OSHKOSH CORP OSI SYSTEMS INC OWENS & MINOR INC OXFORD INDUSTRIES INC PACKAGING CORP OF AMERICA PACWEST BANCORP PALOMAR MEDICAL TECHNOLOGIES PANERA BREAD COMPANY-CLASS A PAPA JOHN'S INTL INC PAREXEL INTERNATIONAL CORP PARK ELECTROCHEMICAL CORP PARKWAY PROPERTIES INC PATTERSON-UTI ENERGY INC PC-TEL INC PDC ENERGY INC PENN VIRGINIA CORP PENN REAL ESTATE INVEST TST PEP BOYS-MANNY MOE & JACK PERFICIENT INC PERICOM SEMICONDUCTOR CORP PERRY ELLIS INTERNATIONAL PETMED EXPRESS INC PETROQUEST ENERGY INC GLATFELTER PHARMERICA CORP PIEDMONT NATURAL GAS CO PINNACLE ENTERTAINMENT INC PINNACLE FINANCIAL PARTNERS PIONEER ENERGY SERVICES CORP PIPER JAFFRAY COS PLAINS EXPLORATION & PRODUCT PLANTRONICS INC PLEXUS CORP PNM RESOURCES INC POLARIS INDUSTRIES INC POLYCOM INC POLYONE CORPORATION POOL CORP PORTFOLIO RECOVERY ASSOCIATE POST HOLDINGS INC POST PROPERTIES INC POTLATCH CORP POWELL INDUSTRIES INC POWER INTEGRATIONS INC PRESTIGE BRANDS HOLDINGS INC PRIMERICA INC PRIVATEBANCORP INC PROASSURANCE CORP PROCERA NETWORKS INC PROGRESS SOFTWARE CORP PROSPECT CAPITAL CORP PROSPERITY BANCSHARES INC PROTECTIVE LIFE CORP PROVIDENT FINANCIAL SERVICES PS BUSINESS PARKS INC/CA PTC INC QLOGIC CORP QUAKER CHEMICAL CORP QUALITY SYSTEMS INC QUANEX BUILDING PRODUCTS QUESTAR CORP QUESTCOR PHARMACEUTICALS QUICKSILVER RESOURCES INC QUIKSILVER INC QUINSTREET INC RACKSPACE HOSTING INC RADISYS CORP RAYMOND JAMES FINANCIAL INC RAYONIER INC REALTY INCOME CORP
GICS_SECTOR_NAME
ATM3 Ref
Materials 13.98 Information Technology 14.99 Consumer Staples 19.83 Financials 22.11 Utilities 60.62 Information Technology 31.81 Financials 10.74 Industrials 78.70 Financials 35.39 Health Care 13.64 Industrials 13.27 Financials 58.21 Financials 22.32 Industrials 17.39 Information Technology 26.69 Materials 30.50 Health Care 48.58 Information Technology 33.04 Information Technology 23.99 Information Technology 44.98 Utilities 44.43 Financials 14.14 Consumer Discretionary 9.98 Materials 261.81 Information Technology 16.46 Information Technology 18.43 Industrials 64.78 Energy 14.21 Financials 12.48 Utilities 43.74 Utilities 39.28 Telecommunication Services 13.10 Consumer Discretionary 8.58 Health Care 20.59 Utilities 19.77 Consumer Discretionary 1063.90 Energy 64.92 Consumer Discretionary 4.00 Consumer Discretionary 11.87 Utilities 68.85 Energy 81.10 Industrials 38.06 Financials 13.82 Financials 12.68 Materials 25.05 Materials 23.66 Materials 23.64 Financials 29.20 Health Care 39.36 Health Care 18.50 Industrials 24.85 Information Technology 61.33 Information Technology 16.52 Industrials 16.60 Industrials 10.15 Financials 15.22 Industrials 41.30 Information Technology 64.44 Health Care 32.16 Consumer Discretionary 55.33 Materials 43.23 Financials 28.30 Health Care 13.21 Consumer Discretionary 164.30 Consumer Discretionary 61.29 Health Care 39.24 Information Technology 25.74 Financials 18.34 Energy 23.69 Information Technology 6.85 Energy 49.00 Energy 4.13 Financials 19.31 Consumer Discretionary 11.84 Information Technology 11.94 Information Technology 7.06 Consumer Discretionary 18.73 Consumer Discretionary 13.50 Energy 4.31 Materials 22.83 Health Care 14.03 Utilities 32.71 Consumer Discretionary 14.89 Financials 23.68 Energy 8.40 Financials 34.50 Energy 46.67 Information Technology 43.63 Information Technology 24.39 Utilities 22.85 Consumer Discretionary 90.34 Information Technology 11.09 Materials 24.65 Consumer Discretionary 46.77 Financials 123.71 Consumer Staples 42.66 Financials 47.63 Financials 45.25 Industrials 53.02 Information Technology 42.54 Consumer Staples 25.78 Financials 32.59 Financials 19.22 Financials 46.65 Information Technology 12.48 Information Technology 22.79 Financials 11.15 Financials 47.32 Financials 34.76 Financials 15.36 Financials 77.33 Information Technology 25.11 Information Technology 11.66 Materials 62.13 Health Care 17.96 Industrials 16.05 Utilities 23.82 Health Care 32.19 Energy 2.22 Consumer Discretionary 6.38 Information Technology 6.09 Information Technology 51.14 Information Technology 4.61 Financials 45.59 Financials 58.21 Financials 44.21
Dividend Yield
Next ExDividend Date
2.65%
12.06.2013
3.63%
22.05.2013
1.86% 1.82% 3.72% 1.40% 4.55%
28.06.2013 09.05.2013 01.05.2013 28.02.2014 26.04.2013
3.58%
31.05.2013
2.06%
08.05.2013
3.69% 7.07% 0.50% 1.41%
14.06.2013 08.05.2013 29.05.2013 14.06.2013
1.07%
31.05.2013
4.81% 4.21% 3.94% 12.82% 8.16%
30.04.2013 01.05.2013 14.06.2013 14.06.2013 09.05.2013
4.05%
07.06.2013
1.29%
18.06.2013
0.67% 2.46%
13.05.2013 10.07.2013
3.04% 5.70% 3.19% 0.34%
30.04.2013 05.06.2013 10.05.2013 31.05.2013
6.51% 1.42%
26.04.2013 07.06.2013
4.27%
01.05.2013
3.05% 1.23% 3.12% 3.67%
14.06.2013 15.04.2013 14.06.2013 23.05.2013
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
31.60 32.52 33.57 35.57 18.28 72.01 22.71
31.34 34.48 34.29 34.02 20.22 55.42 22.71
30.88 33.62 35.83 30.89 20.14 55.67 22.71
31.79 35.64 38.40 27.14 21.11 33.91 22.71
-0.073 -0.119 -0.076 0.088 -0.129 -0.120 0.000
-0.090 -0.093 -0.451 -0.120 -0.183 -0.121 0.000
0.001 0.000 0.002 0.002 0.005 0.000 0.000
0.002 0.003 0.001 0.003 0.005 0.001 0.006 0.005 0.002 0.002 0.002 0.003 0.010 0.009 0.006 0.000 -0.001 0.028 0.000 0.000 0.000
13.05 30.75 27.34
13.76 30.88 29.75
13.70 31.26 28.71
13.87 32.27 29.89
0.000 0.000 0.000 -0.090 0.000 -0.036 -0.109 -0.047 -0.129 -0.312 -0.240 -0.199
0.000 0.000 0.002
0.000 0.000 0.004
0.000 0.000 0.004
0.003 0.000 0.002
15.37 32.52 28.77 29.10 31.22 32.80 34.35 25.49
17.42 33.59 27.49 30.66 25.27 38.29 36.97 27.87
19.16 34.25 27.58 34.42 26.27 36.15 37.28 27.35
20.49 35.87 28.92 31.59 25.77 36.89 35.96 28.41
-0.003 0.008 -0.351 0.004 -0.192 -0.266 -0.007 -0.383
0.004 -0.050 -0.137 -0.008 -0.099 -0.243 -0.036 -0.381
0.026 -0.145 -0.137 -0.062 -0.170 -0.234 -0.100 -0.284
-0.057 -0.118 -0.140 -0.273 -0.270 -0.195 -0.162 -0.224
0.000 -0.001 0.012 0.001 0.005 0.006 0.000 0.010
0.000 0.000 0.002 -0.001 0.007 0.003 0.001 0.011
0.000 0.003 0.003 -0.006 0.005 0.003 0.002 0.008
0.001 0.001 0.003 -0.005 0.005 0.003 0.002 0.004
13.94 31.49 24.44 32.11 28.76 21.19 33.40 14.07 29.53 16.35 32.39 30.87 35.93
14.49 36.55 28.28 37.70 29.40 23.02 38.02 14.07 30.34 16.34 38.11 36.06 38.75
14.26 36.87 26.59 38.86 30.41 26.08 38.84 14.07 28.63 16.33 39.91 35.18 37.44
15.58 38.13 26.65 38.92 26.53 25.80 39.99 14.07 23.30 16.70 36.44 35.01 37.87
0.003 0.229 -0.218 -0.174 -0.049 0.048 -0.007 0.000 0.000 0.000 0.000 -0.139 0.018
-0.006 0.114 -0.255 -0.103 -0.043 -0.031 -0.123 0.000 0.000 0.000 0.000 -0.068 0.024
-0.039 0.052 -0.237 -0.117 -0.041 -0.097 -0.219 0.000 0.000 0.000 0.000 -0.133 -0.139
-0.134 -0.041 -0.155 -0.138 -0.163 -0.131 -0.219 -0.147 -0.147 0.000 0.018 0.000 0.000 -0.178 -0.188
0.000 0.000 0.000 0.004 0.004 0.003 0.005 0.006 0.003 0.002 0.001 0.001 0.000 -0.001 -0.002 0.001 0.003 0.005 0.005 0.002 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.001 0.001 0.002 0.000 0.003 0.005
0.004 0.002 0.002 0.002 0.007 0.004 0.001 0.000 0.000 0.000 0.000 0.003 0.014
23.06 32.25 24.93 14.85 24.38 25.94 27.50 17.33 20.60 29.32 34.26 15.50 24.77 53.99 34.95 39.45 42.73 25.43 38.06 20.25 29.09 31.54
24.62 37.87 32.24 15.29 26.83 29.01 27.47 20.50 23.14 31.83 36.68 16.04 27.58 54.07 36.95 44.58 42.09 27.01 40.38 19.92 32.16 33.32
24.46 40.17 32.74 15.26 25.72 27.23 27.48 19.66 22.87 31.34 35.49 14.79 26.53 54.14 35.25 41.78 41.48 26.77 38.95 19.14 31.49 31.75
24.99 40.07 32.97 16.21 27.15 26.80 30.74 19.62 22.77 35.17 35.62 17.24 27.49 49.41 34.73 40.86 45.49 27.35 40.09 19.16 29.58 30.99
-0.127 -0.004 -0.053 -0.112 -0.244 -0.141 -0.153 -0.001 -0.174 -0.110 -0.190 0.069 -0.121 -0.075 -0.071 -0.057 -0.130 -0.041 0.001 0.000 -0.170 -0.187
-0.201 0.007 -0.153 -0.085 -0.328 -0.147 -0.153 0.002 -0.347 -0.222 -0.250 -0.087 -0.199 -0.084 -0.096 -0.092 -0.136 -0.086 -0.002 -0.004 -0.213 -0.188
-0.205 0.040 -0.204 -0.142 -0.282 -0.225 -0.150 0.008 -0.282 -0.194 -0.234 -0.299 -0.198 -0.092 -0.197 -0.087 -0.120 -0.061 -0.020 -0.008 -0.130 -0.160
-0.176 0.064 -0.221 -0.136 -0.232 -0.225 -0.219 -0.093 -0.205 -0.143 -0.182 -0.188 -0.168 -0.112 -0.096 -0.009 -0.112 -0.099 -0.103 -0.093 0.105 -0.144 -0.121 0.036 -0.291 -0.133
0.003 0.000 0.001 0.001 0.005 0.002 0.001 0.000 0.007 0.002 0.002 -0.003 0.009 -0.017 0.001 0.010 0.001 0.000 0.000 0.000 0.001 0.003
0.004 -0.001 0.003 0.001 0.009 0.002 0.001 0.000 0.013 0.005 0.005 0.004 0.013 -0.018 0.002 0.002 0.002 0.001 0.000 0.000 0.003 0.002
0.004 -0.004 0.004 0.003 0.007 0.004 0.001 0.000 0.009 0.005 0.004 0.012 0.006 -0.018 0.005 0.001 0.002 0.001 0.000 0.000 0.004 0.001
0.002 0.001 0.003 0.002 0.004 0.004 0.001 0.003 0.004 0.005 0.002 0.006 0.003 0.002 -0.005 0.002 0.001 0.001 -0.005 0.003 0.002 0.001 0.001 -0.002
37.38 21.13 27.58 19.47 27.85 24.68 31.51 30.81 23.94 34.80 34.23 44.79 48.09 24.37 32.38 36.17 43.98 35.46 34.50 53.19 24.01 35.89 26.64 39.05 24.92 47.16 34.36 21.49 29.76 34.00 18.37 28.19 54.03 27.81 22.47 27.80 24.73 17.71 14.82
35.60 21.15 26.11 21.46 27.70 23.98 29.93 30.91 27.36 34.43 34.23 43.64 48.15 24.21 32.61 35.27 44.12 35.09 32.05 50.67 25.78 36.32 26.64 39.19 25.89 45.27 32.74 21.70 29.59 33.99 18.57 27.24 50.68 28.57 22.67 27.08 24.54 16.95 15.36
34.44 21.64 26.41 21.64 27.35 23.47 30.57 31.02 25.61 34.48 34.23 43.54 48.14 24.58 30.82 35.03 43.04 35.85 31.85 47.91 25.55 35.80 15.74 39.22 25.83 44.37 32.63 20.15 29.07 34.33 18.54 28.36 47.17 28.58 22.99 26.81 26.09 18.19 16.08
-0.283 -0.232 -0.038 0.000 -0.366 -0.043 -0.012 -0.015 0.000 -0.248 0.000 -0.203 0.000 -0.193 -0.058 -0.053 0.014 -0.130 -0.088 0.007 0.007 -0.054 0.000 -0.174 -0.088 -0.050 -0.214 -0.087 -0.169 -0.185 0.006 -0.313 -0.097 -0.033 -0.391 -0.038 -0.081 -0.126 0.012
-0.304 -0.359 -0.163 -0.087 -0.306 -0.089 -0.118 -0.049 0.004 -0.279 0.000 -0.115 0.000 -0.211 -0.116 -0.152 -0.024 -0.190 -0.260 -0.013 -0.013 -0.085 0.000 -0.351 -0.066 -0.163 -0.179 -0.228 -0.268 -0.169 -0.011 -0.242 -0.117 -0.047 -0.224 -0.154 -0.134 -0.175 -0.023
-0.246 -0.287 -0.228 -0.243 -0.256 -0.142 -0.216 -0.058 0.001 -0.224 0.000 -0.144 -0.011 -0.249 -0.132 -0.164 -0.138 -0.247 -0.234 -0.073 -0.075 0.002 0.000 -0.277 -0.075 -0.174 -0.135 -0.106 -0.224 -0.189 -0.069 -0.275 -0.118 0.000 -0.228 -0.231 -0.222 -0.255 -0.145
-0.214 -0.199 -0.132 -0.196 -0.185 -0.176 -0.084 -0.066 0.050 -0.161 0.000 -0.181 -0.275 -0.274 -0.147 -0.140 -0.181 -0.010 -0.215 -0.093 -0.116 -0.006 -0.143 -0.187 -0.181 -0.155 -0.134 -0.061 -0.155 -0.171 -0.101 -0.199 -0.113 -0.102 -0.194 -0.186 -0.157 -0.215 -0.242
0.009 0.006 0.000 0.000 0.012 0.000 -0.002 0.000 0.000 0.004 0.000 0.007 0.000 0.003 -0.001 0.001 0.000 0.000 -0.001 0.000 0.000 0.001 0.000 0.004 0.000 0.000 0.007 0.012 0.004 0.004 0.000 0.004 0.000 0.001 0.010 0.001 0.000 0.001 0.000
0.006 0.011 0.003 0.003 0.006 0.001 -0.001 0.001 0.000 0.004 0.000 0.004 0.000 0.005 -0.005 0.003 0.001 0.002 0.001 0.000 0.000 0.001 0.000 0.006 0.001 -0.001 0.002 0.018 0.007 0.005 0.000 0.001 0.002 0.001 0.004 0.003 0.002 0.003 0.001
0.004 0.008 0.005 0.008 0.004 0.002 0.003 0.002 0.000 0.003 0.000 0.004 0.000 0.007 -0.004 0.002 0.003 0.004 0.005 -0.001 -0.001 0.000 0.000 0.002 0.002 -0.002 0.003 0.009 0.005 0.002 0.001 0.003 0.002 0.000 0.003 0.004 0.005 0.007 0.003
0.002 0.005 0.003 0.004 0.002 0.003 0.003 0.002 0.000 0.002 0.000 0.002 0.001 0.004 0.001 0.001 0.004 0.006 0.005 0.001 0.001 0.000 0.006 0.002 0.005 0.002 0.002 0.000 0.002 0.002 0.002 0.002 0.001 0.007 0.002 0.003 0.003 0.006 0.006
40.01
40.42
27.64
28.93
41.96
42.66
-0.090 -0.133 -0.266 0.021 -0.291 0.291 0.000
-0.117 -0.152 -0.353 -0.070 -0.237 0.958 0.000
1.55% 3.27% 0.93% 2.04%
05.07.2013 10.06.2013 14.06.2013 08.05.2013
3.73%
16.05.2013 31.05.2013
4.67%
14.05.2013
1.75%
05.07.2013
3.82%
21.06.2013
0.92%
15.05.2013
2.89% 1.91%
31.07.2013 29.05.2013
1.05% 1.54%
11.06.2013 16.05.2013
1.76% 2.74%
28.06.2013 07.06.2013
42.26 22.65 26.73 18.55 23.94 21.39 27.29 30.49 21.81 32.54 34.23 42.76 48.09 26.20 34.81 33.65 40.02 31.92 35.71 51.72 23.00 33.47 26.64 36.98 24.52 50.57 37.67 21.27 25.67 36.19 17.90 30.01 62.04 25.74 22.34 25.07 24.39 18.10 14.39
0.75%
31.05.2013
29.15
34.79
32.15
30.94
-0.230 -0.246 -0.213 -0.157
0.002
0.004
0.003
0.001
1.78% 0.21% 2.14%
29.05.2013 14.06.2013 27.06.2013
10.87% 1.86% 2.30% 3.71% 2.65%
31.05.2013 12.06.2013 22.05.2013 15.05.2013 13.06.2013
21.90 23.37 20.37 49.48 34.93 24.76
21.33 27.09 20.18 56.02 33.10 23.71
20.36 27.13 18.85 56.19 33.21 20.83
21.05 28.57 18.11 55.13 33.71 18.37
-0.267 -0.020 -0.247 -0.011 -0.274 0.000
-0.240 -0.034 -0.278 -0.047 -0.183 0.000
-0.154 -0.043 -0.384 -0.081 -0.219 0.000
-0.185 -0.186 -0.233 -0.106 -0.168 0.000
0.002 0.000 0.003 0.004 0.002 0.000
0.001 0.000 0.005 0.009 0.004 0.000
0.001 0.001 0.011 0.005 0.005 0.000
0.005 0.000 0.008 0.001 0.002 0.000
1.60% 4.45% 1.25% 2.95% 3.11%
17.07.2013 14.06.2013 14.06.2013 22.05.2013 19.07.2013
1.27% 3.23% 4.93%
02.07.2013 14.06.2013 24.04.2013
19.36 31.97 15.89 35.68 34.18 25.52 34.36 36.25 17.89 54.29 78.95 39.37 54.39 41.43 65.43 19.92 14.07 12.87
20.87 31.97 15.93 39.08 38.10 26.52 38.66 36.25 18.37 58.47 71.19 36.47 54.41 45.24 65.43 21.73 15.38 15.54
22.27 31.97 15.97 37.96 36.15 27.69 37.60 36.33 17.88 56.32 76.36 37.58 54.43 41.51 66.54 21.40 15.29 15.30
23.83 31.97 16.08 36.77 34.04 27.34 36.21 36.38 18.57 54.48 78.04 40.70 52.14 40.59 67.42 21.07 15.22 16.53
-0.178 -0.032 0.061 -0.059 -0.074 0.007 -0.026 -0.045 -0.074 -0.420 0.087 0.060 -0.075 0.054 0.000 -0.050 -0.230 -0.062
-0.431 -0.030 0.061 -0.152 -0.179 -0.036 -0.119 -0.087 -0.174 -0.359 0.161 -0.061 -0.074 -0.049 0.000 -0.263 -0.285 -0.235
-0.360 -0.027 0.061 -0.158 -0.150 -0.116 -0.102 -0.162 -0.195 -0.324 -0.043 -0.085 -0.074 -0.093 0.000 -0.271 -0.301 -0.284
-0.251 -0.020 0.061 -0.187 -0.136 -0.149 -0.147 -0.122 -0.213 -0.257 -0.164 -0.118 -0.153 0.029 0.036 -0.078 -0.089 -0.124 -0.135 -0.113 0.000 -0.213 -0.266 -0.209
0.005 0.002 0.000 0.005 0.001 0.000 0.003 0.000 0.001 0.015 0.000 0.000 0.000 0.010 0.000 0.007 0.005 0.000
0.010 0.001 0.000 0.010 0.003 0.001 0.004 0.002 0.002 0.008 0.001 0.000 0.000 0.004 0.000 0.002 0.008 0.006
0.008 0.001 0.000 0.007 0.001 0.003 0.001 0.004 0.004 0.006 0.000 0.003 0.000 0.004 0.000 0.002 0.007 0.011
0.005 0.001 0.000 0.003 0.002 0.002 0.002 0.002 0.005 0.003 0.000 0.003 0.000 0.002 0.000 0.004 0.006 0.005
26.91
27.13
35.27
36.31
16.99
16.33
29.94
31.03
55.02 73.03
55.16 74.68
40.54
40.29
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.137 -0.120
-0.126 -0.110
-0.087 -0.078
-0.159 -0.135
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.003
0.003
0.001
0.001
0.001 0.001 0.000 -0.001
0.001
0.001
26.03.2013
S&P 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
RRGB UW Equity RED ROBIN GOURMET BURGERS
Consumer Discretionary
45.72
33.40
38.66
35.96
35.02
-0.032 -0.136 -0.117 -0.071
0.003
0.005
0.004
0.003
RBC UN Equity
REGAL-BELOIT CORP
Industrials
81.39
0.74%
03.07.2013
20.62
22.06
22.43
22.46
-0.016 -0.109 -0.226 -0.226
0.000
0.001
0.005
0.005
REG UN Equity
REGENCY CENTERS CORP
Financials
52.06
3.55%
13.05.2013
18.33
19.81
19.13
18.60
-0.140 -0.356 -0.308 -0.223
0.002
0.005
0.006
0.004
30.65
35.71
37.66
39.09
-0.257 -0.241 -0.225 -0.178 -0.159 -0.134
0.007
0.003
0.002
0.001
0.000
0.000
0.001
0.002
-0.001 0.001
0.004
0.002
REGN UW Equity REGENERON PHARMACEUTICALS
Health Care
RGS UN Equity
REGIS CORP
Consumer Discretionary
18.03
1.33%
07.05.2013
29.02
30.39
30.67
29.62
0.004
RGA UN Equity
REINSURANCE GROUP OF AMERICA
Financials
58.66
1.94%
10.05.2013
14.89
16.42
18.83
18.17
0.037 -0.063 -0.305 -0.117
RS UN Equity
RELIANCE STEEL & ALUMINUM
Materials
69.92
1.79%
29.05.2013
24.96
27.37
27.16
28.23
-0.286 -0.264 -0.233 -0.170
0.010
0.009
0.006
0.002
RCII UW Equity
RENT-A-CENTER INC
Consumer Discretionary
37.22
2.31%
02.07.2013
26.14
26.86
25.64
26.12
-0.040 -0.169 -0.228 -0.149
-0.001 0.002
0.005
0.003
RMD UN Equity
RESMED INC
Health Care
43.55
1.63%
24.05.2013
27.22
27.68
25.80
25.58
-0.128 -0.111 -0.162 -0.148
0.002
0.002
0.003
0.003
RECN UW Equity RESOURCES CONNECTION INC
Industrials
13.02
2.07%
28.05.2013
31.27
28.96
28.73
28.15
0.003 -0.006 -0.037 -0.089
0.000
0.000 -0.001 0.000
RFMD UW Equity RF MICRO DEVICES INC
Information Technology
4.91
40.86
47.09
45.86
44.22
-0.060 -0.157 -0.162 -0.137
0.002
0.004
0.003
0.002
RVBD UW Equity RIVERBED TECHNOLOGY INC
Information Technology
14.67
44.57
55.34
49.59
50.55
-0.120 -0.136 -0.115 -0.091 -0.084 -0.100
0.015
0.004
0.003
0.002
RLI UN Equity
RLI CORP
Financials
71.40
1.90%
31.05.2013
15.00
15.00
15.00
15.08
0.000
0.000 -0.032
0.000
0.000
0.000
0.001
RKT UN Equity
ROCK TENN COMPANY -CL A
Materials
87.80
1.08%
10.05.2013
26.22
28.55
26.79
26.70
-0.310 -0.343 -0.300 -0.231
0.006
0.009
0.006
0.003
RSTI UW Equity
ROFIN-SINAR TECHNOLOGIES INC
Information Technology
27.01
30.02
30.12
29.98
31.26
-0.082 -0.227 -0.221 -0.164
0.004
0.009
0.006
0.004
ROG UN Equity
ROGERS CORP
Information Technology
48.19
30.44
31.39
29.75
29.89
-0.213 -0.272 -0.224 -0.158
0.003
0.006
0.006
0.001
ROL UN Equity
ROLLINS INC
Industrials
24.38
1.56%
10.05.2013
20.82
21.53
21.93
22.41
-0.011 -0.044 -0.064 -0.084
0.000
0.001
0.002
0.003
ROSE UW Equity ROSETTA RESOURCES INC
Energy
46.56
35.58
37.96
36.56
36.84
-0.315 -0.308 -0.270 -0.206 -0.154 -0.124
0.008
0.006
0.005
0.002
ROVI UW Equity
Information Technology
21.06
35.47
41.78
39.44
38.21
-0.070 -0.169 -0.147 -0.126
0.001
0.002
0.002
0.001
RGLD UW Equity ROYAL GOLD INC
Materials
70.40
1.16%
03.07.2013
29.74
30.73
30.23
30.85
-0.075 -0.109 -0.084 -0.052 -0.028 -0.023
0.010
0.005
0.004
0.002
RPM UN Equity
RPM INTERNATIONAL INC
Materials
31.24
2.98%
10.04.2013
25.84
22.57
21.61
20.89
-0.005 -0.051 -0.128 -0.180
0.000
0.000
0.002
0.004
RRD UW Equity
RR DONNELLEY & SONS CO
Industrials
11.76
8.84%
23.04.2013
29.06
29.31
29.20
29.18
-0.138 -0.325 -0.276 -0.226 -0.204 -0.207
0.006
0.012
0.007
0.004
RTI UN Equity
RTI INTERNATIONAL METALS INC
ROVI CORP
170.14
39.45
50.24
37.48
39.90
49.89
38.52
32.56
33.60
31.25
32.26
0.006 -0.014 -0.096
0.000
Materials
31.83
33.04
35.42
33.92
34.64
-0.248 -0.316 -0.258 -0.214
0.003
0.007
0.005
0.002
RBCN UW Equity RUBICON TECHNOLOGY INC
Information Technology
6.37
52.66
54.59
52.40
54.52
0.180 -0.103 -0.275 -0.163
0.000
0.002
0.007
0.003
RT UN Equity
Consumer Discretionary
7.35
41.42
37.93
36.41
35.70
0.000
0.000 -0.002 0.013
0.000
0.000
0.000
0.001
RTEC UW Equity RUDOLPH TECHNOLOGIES INC
Information Technology
11.79
36.95
39.41
39.39
37.91
-0.066 -0.167 -0.127 -0.094
0.001
0.003
0.002
0.002
RUE UW Equity
RUBY TUESDAY INC
Consumer Discretionary
27.79
33.73
33.35
35.49
37.60
-0.007 -0.146 -0.142 -0.101
0.002
0.007
0.005
0.002
RUTH UW Equity RUTH'S HOSPITALITY GROUP INC
Consumer Discretionary
9.69
31.84
33.38
33.92
33.01
0.005 -0.010 -0.061 -0.140
0.000
0.000
0.002
0.004
RYL UN Equity
RYLAND GROUP INC/THE
Consumer Discretionary
41.80
0.29%
15.07.2013
34.94
37.66
36.71
37.26
-0.349 -0.258 -0.213 -0.165 -0.123 -0.110
0.010
0.004
0.003
0.001
STBA UW Equity
S & T BANCORP INC
Financials
18.57
3.23%
10.05.2013
25.61
25.48
25.29
25.14
-0.105 -0.095 -0.073 -0.094
0.001
0.000
0.000
0.001
SBRA UW Equity SABRA HEALTH CARE REIT INC
Financials
27.63
5.03%
13.05.2013
SAFT UW Equity
SAFETY INSURANCE GROUP INC
Financials
48.83
4.92%
31.05.2013
21.01
21.01
21.01
21.01
0.000
0.000
0.000
0.000
0.000
0.000
SKS UN Equity
SAKS INC
Consumer Discretionary
11.66
26.30
29.76
31.80
33.83
-0.192 -0.275 -0.236 -0.170
0.002
0.003
0.003
0.002
SLXP UW Equity
SALIX PHARMACEUTICALS LTD
Health Care
50.79
31.22
33.06
34.71
33.27
-0.240 -0.191 -0.129 -0.109
0.007
0.004
0.003
0.002
SAFM UW Equity SANDERSON FARMS INC
Consumer Staples
53.97
1.30%
10.05.2013
22.81
22.56
23.18
24.62
-0.076 -0.018 -0.052 -0.098
0.002
0.003
0.003
0.003
BFS UN Equity
Financials
43.90
3.28%
17.07.2013
SCSC UW Equity SCANSOURCE INC
Information Technology
29.25
27.47
29.73
29.96
32.81
0.011 -0.020 -0.075 -0.004
0.000
0.000
0.002
0.000
SCHL UW Equity SCHOLASTIC CORP
Consumer Discretionary
26.29
2.00%
30.08.2013
34.68
34.16
36.98
36.14
-0.061 -0.143 -0.103 -0.104
0.005
0.008 -0.001 0.000
SWM UN Equity
Materials
38.31
3.13%
29.05.2013
20.86
24.09
22.81
24.00
-0.023 -0.069 -0.097 -0.124
0.000
0.001
0.001
0.000
51.22
53.99
51.31
49.97
-0.030 -0.085 -0.084 -0.094
0.000
0.001
0.001
0.001
3.09%
28.05.2013
21.73
23.86
21.96
23.20
-0.013 -0.114 -0.205 -0.167
-0.001 0.002
0.006
0.003
22.03
23.24
25.67
24.72
0.000
0.010
0.000
25.13
24.81
22.99
21.44
0.170
0.090 -0.056 -0.204
59.48
53.73
51.34
49.68
23.85
21.79
16.58
18.02
20.27
22.45
25.37
RUE21 INC
SAUL CENTERS INC
SCHWEITZER-MAUDUIT INTL INC
SGMS UW Equity SCIENTIFIC GAMES CORP-A
Consumer Discretionary
8.87
SMG UN Equity
SCOTTS MIRACLE-GRO CO-CL A
Materials
44.44
CKH UN Equity
SEACOR HOLDINGS INC
Energy
72.51
SEIC UW Equity
SEI INVESTMENTS COMPANY
Financials
28.43
SCSS UW Equity SELECT COMFORT CORPORATION
Consumer Discretionary
19.02
SIGI UW Equity
Financials
23.67
SMTC UW Equity SEMTECH CORP
Information Technology
34.52
SENEA UW Equity SENECA FOODS CORP - CL A
Consumer Staples
33.19
SNH UN Equity
SENIOR HOUSING PROP TRUST
Financials
26.13
6.05%
11.04.2013
13.68
13.68
SXT UN Equity
SENSIENT TECHNOLOGIES CORP
Materials
38.69
2.38%
09.05.2013
22.94
SCI UN Equity
SERVICE CORP INTERNATIONAL
Consumer Discretionary
16.38
1.10%
10.07.2013
11.97
SHFL UW Equity
SHFL ENTERTAINMENT INC
Consumer Discretionary
16.44
SIGM UW Equity
SIGMA DESIGNS INC
Information Technology
SBNY UW Equity SIGNATURE BANK SIG UN Equity
15.05.2013
0.000
0.019 -0.084
0.011
0.004
0.003
0.001
0.067
0.000
0.000 -0.001 0.000
26.65
-0.186 -0.262 -0.255 -0.211
0.005
0.008
0.007
0.004
13.70
14.23
0.000
0.000 -0.001 -0.060
0.000
0.000
0.000
0.003
22.94
22.94
22.94
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
11.97
11.97
20.68
0.758
0.858
0.962
0.503
0.043
0.046
0.048
0.002
28.83
31.24
32.71
34.76
-0.194 -0.206 -0.195 -0.169
0.005
0.006
0.005
0.002
5.01
34.41
36.48
37.23
40.01
0.000
0.000
0.001 -0.011
0.000
0.000
0.000
0.000
Financials
78.71
24.03
24.03
24.05
23.44
0.000
0.000 -0.002 -0.009
0.000
0.000
0.000
0.002
Consumer Discretionary
62.43
0.96%
24.04.2013
30.00
27.15
27.08
26.50
-0.146 -0.236 -0.186 -0.197
0.001
0.002
0.004
0.006
SLGN UW Equity SILGAN HOLDINGS INC
Materials
48.24
1.18%
31.05.2013
16.56
16.84
17.53
18.66
-0.135 -0.158 -0.203 -0.178
0.001
0.002
0.003
0.002
SLAB UW Equity
Information Technology
40.05
27.75
31.17
29.36
28.80
-0.099 -0.241 -0.207 -0.159
0.001
0.002
0.003
0.002
SFNC UW Equity SIMMONS FIRST NATL CORP-CL A
Financials
26.03
3.23%
14.06.2013
SSD UN Equity
SIMPSON MANUFACTURING CO INC
Industrials
30.84
1.22%
02.07.2013
25.81
27.00
25.50
25.66
0.031 -0.055 -0.246 -0.208
-0.001 0.001
0.005
0.004
SKX UN Equity
SKECHERS USA INC-CL A
36.78
42.42
40.23
40.24
-0.265 -0.254 -0.210 -0.171 -0.149 -0.149
0.006
0.003
0.001
0.77%
28.06.2013
34.14
32.36
32.38
33.64
-0.047 -0.099 0.007 -0.099
0.000 -0.001 0.000
0.002
40.96
46.27
45.35
43.90
-0.292 -0.247 -0.210 -0.169 -0.127 -0.110
0.003
0.004
0.003
0.001
Consumer Discretionary
20.68
SKYW UW Equity SKYWEST INC
Industrials
15.68
SWKS UW Equity SKYWORKS SOLUTIONS INC
Information Technology
21.27
SLG UN Equity
SL GREEN REALTY CORP
Financials
86.16
1.61%
28.06.2013
14.50
16.21
16.67
17.47
SM UN Equity
SM ENERGY CO
Energy
57.65
0.17%
24.04.2013
34.46
38.70
38.57
SFD UN Equity
SMITHFIELD FOODS INC
25.18
25.88
2.57%
16.05.2013
24.43
25.33
32.12
41.62
42.20
0.142
0.194
0.005
0.002
0.004
0.003
0.002
0.002
0.002
27.73
28.42
28.98
29.35
-0.580 -0.405 -0.333 -0.253 -0.194 -0.161
0.018
0.010
0.007
0.003
0.002
0.002
26.21
23.90
-0.029 -0.097 -0.132 -0.449
0.001
0.002
0.003
0.014
37.52
35.04
35.90
-0.006 -0.183 -0.175 -0.142 -0.113 -0.094
0.008
0.006
0.005
0.002
0.001
0.000
0.001
0.001
0.001
0.001
0.002
0.002
0.001
0.001
0.001
0.001
0.000
0.000
0.002
0.002
SOLERA HOLDINGS INC
Information Technology
56.28
0.97%
22.05.2013
20.96
22.79
21.63
21.74
-0.061 -0.171 -0.179 -0.142
0.000
0.002
0.004
0.002
SONIC AUTOMOTIVE INC-CLASS A
Consumer Discretionary
23.22
0.43%
11.06.2013
31.07
32.68
31.80
31.45
-0.166 -0.332 -0.335 -0.236
0.001
0.005
0.006
0.006
SONC UW Equity SONIC CORP
Consumer Discretionary
11.73
33.14
29.79
31.58
29.14
0.023 -0.049 -0.187 -0.154
0.000
0.001
0.003
0.005
SON UN Equity
SONOCO PRODUCTS CO
Materials
34.22
3.62%
15.05.2013
17.55
13.53
15.12
16.21
-0.443 0.024 -0.104 -0.191
0.009 -0.001 0.002
0.006
BID UN Equity
SOTHEBY'S
Consumer Discretionary
37.57
0.80%
04.09.2013
31.19
33.88
33.12
34.38
-0.292 -0.215 -0.178 -0.145
0.006
0.001
0.001
0.001
FIRE UW Equity
SOURCEFIRE INC
Information Technology
57.10
49.93
53.88
50.18
46.01
-0.035 -0.115 -0.130 -0.166 -0.132 -0.099
0.002
0.001
0.001
0.002
SJI UN Equity
SOUTH JERSEY INDUSTRIES
Utilities
54.66
3.39%
11.06.2013
SWX UN Equity
SOUTHWEST GAS CORP
Utilities
47.42
2.78%
15.08.2013
16.44
15.98
14.88
14.62
0.000 -0.008 -0.039 -0.139
0.000
0.000
0.000
0.002
SSS UN Equity
SOVRAN SELF STORAGE INC
Financials
36.53
45.75
37.56
45.95
63.32
3.10%
10.04.2013
18.30
18.03
17.43
17.87
0.000 -0.027 -0.076 -0.187
SPAR UW Equity SPARTAN MOTORS INC
Consumer Discretionary
5.40
1.85%
07.05.2013
45.69
45.69
45.69
46.83
0.000
SPTN UW Equity SPARTAN STORES INC
Consumer Staples
17.80
2.25%
31.05.2013
25.00
26.22
25.43
25.65
-0.002 0.004
SPPI UW Equity
SPECTRUM PHARMACEUTICALS INC
Health Care
7.27
52.10
55.43
54.79
54.06
SPW UN Equity
SPX CORP
Industrials
78.34
1.28%
14.06.2013
25.28
27.88
27.23
SSI UN Equity
STAGE STORES INC
Consumer Discretionary
26.27
1.75%
07.06.2013
35.06
35.01
34.49
STMP UW Equity STAMPS.COM INC
Information Technology
24.98
36.22
42.82
SFG UN Equity
STANCORP FINANCIAL GROUP
Financials
42.14
2.33%
20.11.2013
24.25
24.25
SMP UN Equity
STANDARD MOTOR PRODS
Consumer Discretionary
27.79
1.65%
15.05.2013
29.39
31.17
SPF UN Equity
STANDARD PACIFIC CORP
Consumer Discretionary
8.81
43.25
SXI UN Equity
STANDEX INTERNATIONAL CORP
Industrials
55.51
0.65%
09.05.2013
STLD UW Equity
STEEL DYNAMICS INC
Materials
15.82
2.09%
28.06.2013
STERIS CORP
Health Care
STERLING BANCORP-N Y
0.000
0.000
0.001
0.011
0.000
0.000
0.000
0.000
0.000
0.019 -0.420
0.000
0.000 -0.001 0.014
0.178 -0.028 -0.011 -0.002 -0.012 -0.045
0.013
0.007
0.003
0.000
27.02
-0.197 -0.197 -0.206 -0.192
0.006
0.005
0.004
0.003
37.82
0.015 -0.029 -0.168 -0.090
0.000
0.001
0.004
0.002
43.05
42.85
-0.251 -0.276 -0.229 -0.156
0.006
0.008
0.005
0.002
24.25
24.25
0.000
0.000
0.000
0.000
0.000
0.000
32.49
34.35
-0.101 -0.230 -0.196 -0.139
0.006
0.013
0.008
0.003
48.68
47.95
46.46
-0.003 -0.211 -0.232 -0.093 -0.076 -0.062
-0.001 0.002
0.003
0.001
26.71
27.50
27.36
27.35
-0.062 -0.181 -0.174 -0.168
0.001
0.002
0.003
0.002
33.68
32.65
32.55
32.76
-0.220 -0.237 -0.208 -0.182 -0.147 -0.128
0.005
0.005
0.004
0.002
38.44
38.68
39.74
40.48
-0.155 -0.255 -0.463 -0.289
0.002
0.003
0.003 -0.002
52.85
46.34 33.14
53.95
47.15 33.97
0.000
0.000
0.000
0.000
39.56
2.15%
05.06.2013
22.29
23.62
22.00
22.59
-0.055 -0.102 -0.057 -0.163
0.000
0.004
0.007
0.003
Financials
10.26
3.51%
14.06.2013
21.35
21.35
21.35
21.35
0.000
0.000
0.000
0.000
0.000
0.000
SHOO UW Equity STEVEN MADDEN LTD
Consumer Discretionary
43.71
30.97
33.33
32.57
32.52
-0.258 -0.330 -0.282 -0.211
0.004
0.006
0.005
0.003
STC UN Equity
STEWART INFORMATION SERVICES
Financials
24.40
39.59
42.97
42.68
42.05
-0.256 -0.264 -0.195 -0.119
0.002
0.009
0.026
0.036
SF UN Equity
STIFEL FINANCIAL CORP
Financials
34.07
27.37
29.33
28.77
29.25
-0.356 -0.220 -0.278 -0.234
0.006
0.004
0.003
0.003
SWC UN Equity
STILLWATER MINING CO
Materials
12.62
34.86
38.63
38.60
39.87
-0.147 -0.223 -0.200 -0.153 -0.140 -0.132
0.004
0.007
0.005
0.002
SGY UN Equity
STONE ENERGY CORP
Energy
21.66
38.50
41.90
40.65
40.19
-0.175 -0.274 -0.229 -0.187
0.002
0.005
0.004
0.002
STRI UN Equity
STR HOLDINGS INC
Information Technology
2.12
63.76
63.76
63.76
63.78
0.000
0.000
0.000
0.000
0.000
0.000
STRA UW Equity STRAYER EDUCATION INC
Consumer Discretionary
50.08
2.00%
30.05.2013
44.76
49.33
47.80
45.80
-0.283 -0.187 -0.194 -0.229
0.009
0.003
0.002
0.003
RGR UN Equity
STURM RUGER & CO INC
Consumer Discretionary
51.51
2.89%
15.05.2013
33.70
37.71
37.58
37.58
-0.074 -0.121 -0.118 -0.122 -0.076 -0.075
0.008
0.006
0.003
0.001
SXC UN Equity
SUNCOKE ENERGY INC
Materials
16.37
34.38
35.48
34.29
34.27
-0.184 -0.214 -0.257 -0.211
0.001
0.003
0.007
0.005
SMCI UW Equity
SUPER MICRO COMPUTER INC
Information Technology
11.66
45.75
46.25
47.39
47.70
0.000
0.000 -0.006 -0.060
0.000
0.000
0.001 -0.001
SPN UN Equity
SUPERIOR ENERGY SERVICES INC
Energy
25.84
30.65
32.28
31.92
31.88
-0.102 -0.174 -0.174 -0.146
0.001
0.002
0.002
0.001
SUP UN Equity
SUPERIOR INDUSTRIES INTL
28.56
29.67
28.31
27.71
-0.039 -0.097 -0.070 -0.102
0.000
0.000
0.000
0.001
32.59
31.09
29.88
34.76
0.041 -0.101 -0.307 -0.262
0.000
0.006
0.009
0.000
53.09
53.10
52.51
50.71
-0.505 -0.333 -0.328 -0.156 -0.230 -0.226
0.019
0.008
0.004
0.003
28.33
29.12
29.84
30.89
-0.106 -0.288 -0.264 -0.198
0.003
0.007
0.007
0.004
18.38
18.41
20.03
23.08
-0.001 0.002
0.009 -0.033
0.000
0.000
0.000
0.001
0.82%
37.64
42.56
37.77
0.000
0.000
0.000
Consumer Discretionary
18.73
Information Technology
22.16
SVU UN Equity
Consumer Staples
5.05
SRDX UW Equity SURMODICS INC
Health Care
26.41
SUSQ UW Equity SUSQUEHANNA BANCSHARES INC
Financials
12.38
SIVB UW Equity
SVB FINANCIAL GROUP
Financials
69.96
19.62
21.97
22.09
21.55
-0.125 -0.305 -0.277 -0.211
0.003
0.007
0.006
0.004
SFY UN Equity
SWIFT ENERGY CO
Energy
14.69
45.22
47.30
46.20
44.72
-0.185 -0.117 -0.126 -0.127
0.005
0.005
0.004
0.002
SWS UN Equity
SWS GROUP INC
Financials
6.29
40.82
40.82
40.95
51.74
0.000
0.000
0.000
0.000
0.000
SYKE UW Equity SYKES ENTERPRISES INC
Information Technology
15.25
33.23
50.19
63.18
46.67
0.035 -0.012 -0.143 -0.009
0.006 -0.009 -0.047 -0.018
SYMM UW Equity SYMMETRICOM INC
Information Technology
4.61
SMA UN Equity
SYMMETRY MEDICAL INC
08.01.2014
41.63
0.000
SUPX UW Equity SUPERTEX INC SUPERVALU INC
0.85%
13.12.2013
28.05.2013 2.58%
03.05.2013
0.000
0.006
0.004
SAH UN Equity
STL UN Equity
0.001
0.000
0.005
SLH UN Equity
STE UN Equity
0.001
0.004
57.66
29.05.2013
0.001
0.002
Information Technology
1.04%
0.001
-0.120 -0.182 -0.158 -0.122 -0.120 -0.110
SOLARWINDS INC
8.64
0.001
-0.092 -0.252 -0.275 -0.260
SWI UN Equity
63.54
0.001
0.002
39.11
24.95
Materials
0.001
0.001
38.77
26.85
Consumer Discretionary
0.002
38.65
Consumer Staples
STEPAN CO
0.001
45.90
Consumer Staples
SCL UN Equity
0.001
44.81
LNCE UW Equity SNYDERS-LANCE INC
SMRT UW Equity STEIN MART INC
0.000
0.000 -0.001 0.003
0.113
SILICON LABORATORIES INC
2.20%
0.000
-0.121 -0.095 -0.124 -0.116
SIGNET JEWELERS LTD
20.06.2013
38.80
-0.002 -0.001 0.001
SELECTIVE INSURANCE GROUP
1.18%
38.26
0.000
49.65
50.69
0.000 -0.007 -0.003
Health Care
11.26
37.37
37.37
37.37
37.37
0.000
0.000
0.000
0.000
0.000
0.000
SYNA UW Equity SYNAPTICS INC
Information Technology
39.13
34.08
38.55
35.62
35.73
-0.178 -0.198 -0.179 -0.165
0.005
0.005
0.003
0.002
SNCR UW Equity SYNCHRONOSS TECHNOLOGIES INC
Information Technology
29.96
39.07
43.74
40.41
43.33
-0.135 -0.328 -0.306 -0.222
0.003
0.006
0.005
0.002
SNX UN Equity
SYNNEX CORP
Information Technology
40.37
24.27
20.09
20.11
20.76
-0.076 -0.216 -0.183 -0.211
0.002
0.005
0.002
0.005
SNPS UW Equity SYNOPSYS INC
Information Technology
35.17
17.31
18.68
20.62
20.79
0.035 -0.060 -0.228 -0.207
-0.001 0.001
0.003
0.004
SNV UN Equity
Financials
2.84
45.58
46.50
46.04
44.19
43.00
45.07
-0.031 -0.113 -0.158 -0.139 -0.013 -0.028
0.000
0.001
0.000
0.001
0.003
0.002
TTWO UW Equity TAKE-TWO INTERACTIVE SOFTWRE
Information Technology
15.87
33.98
36.34
39.34
39.72
40.05
40.31
-0.178 -0.169 -0.155 -0.148 -0.139 -0.125
0.006
0.003
0.003
0.002
0.001
0.001
SKT UN Equity
TANGER FACTORY OUTLET CENTER
Financials
35.74
2.46%
26.04.2013
15.16
16.29
16.27
17.27
0.034 -0.053 -0.197 -0.200
-0.001 0.002
0.006
0.002
TCO UN Equity
TAUBMAN CENTERS INC
Financials
75.52
2.70%
18.06.2013
15.33
16.83
16.49
17.67
-0.063 -0.201 -0.244 -0.225
0.001
0.003
0.005
0.004
TCB UN Equity
TCF FINANCIAL CORP
1.35%
24.04.2013
25.99
25.61
25.18
25.27
-0.135 -0.165 -0.225 -0.217
0.002
0.003
0.004
0.004
26.60
25.75
26.46
26.13
-0.209 -0.258 -0.287 -0.217
0.004
0.005
0.010
0.004
1.82%
10.05.2013
23.98 23.06
25.63 22.84
24.28 23.63
22.64 22.78
-0.016 -0.032 -0.013 -0.097 0.014 -0.070 -0.186 -0.129
0.000 0.000
0.000 0.001
0.001 0.003
0.001 0.002
SYNOVUS FINANCIAL CORP
Financials
14.80
TECD UW Equity TECH DATA CORP
Information Technology
45.24
TECH UW Equity TECHNE CORP TDY UN Equity TELEDYNE TECHNOLOGIES INC
Health Care Industrials
68.04 76.63
1.41%
11.06.2013
0.000
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.000
26.03.2013
S&P 1000 Index
Ticker TFX UN Equity TDS UN Equity TTEC UW Equity TLAB UW Equity TPX UN Equity TNC UN Equity TEX UN Equity TSRA UW Equity TTEK UW Equity TTI UN Equity TCBI UW Equity TXI UN Equity TXRH UW Equity THO UN Equity THOR UW Equity TIBX UW Equity TDW UN Equity TKR UN Equity TWI UN Equity TOL UN Equity TMP UA Equity TR UN Equity TTC UN Equity TWGP UW Equity TW UN Equity TSCO UW Equity TG UN Equity THS UN Equity TRMB UW Equity TRN UN Equity TQNT UW Equity TGI UN Equity TRLG UW Equity TBI UN Equity TRST UW Equity TRMK UW Equity TTMI UW Equity TUES UW Equity TUP UN Equity TWTC UW Equity TYL UN Equity UDR UN Equity UGI UN Equity UIL UN Equity UTEK UW Equity UMBF UW Equity UMPQ UW Equity UA UN Equity UNF UN Equity UNT UN Equity UBSI UW Equity UCBI UW Equity UFCS UW Equity UNFI UW Equity UNTD UW Equity URI UN Equity USTR UW Equity UTHR UW Equity UVV UN Equity UEIC UW Equity UFPI UW Equity UHT UN Equity UHS UN Equity UTI UN Equity UNS UN Equity URS UN Equity UBA UN Equity USMO UW Equity UTIW UW Equity VCI UN Equity VLY UN Equity VMI UN Equity VAL UN Equity VCLK UW Equity VDSI UR Equity WOOF UW Equity VVC UN Equity VECO UW Equity PAY UN Equity VRTX UW Equity VVI UN Equity VSAT UW Equity VICR UW Equity VPFG UW Equity VPHM UW Equity VRTS UW Equity VRTU UW Equity VSH UN Equity VSI UN Equity VLTR UW Equity VOXX UW Equity WAB UN Equity WDR UN Equity WAFD UW Equity WCN UN Equity WSO UN Equity WTS UN Equity WPP UN Equity WDFC UW Equity WBSN UW Equity WBS UN Equity WRI UN Equity WCG UN Equity WEN UW Equity WERN UW Equity WST UN Equity WABC UW Equity WR UN Equity WXS UN Equity WGL UN Equity WSM UN Equity WIBC UW Equity WGO UN Equity WTFC UW Equity WMS UN Equity WWW UN Equity WWD UW Equity WRLD UW Equity INT UN Equity WOR UN Equity WRB UN Equity XOXO UN Equity ZLC UN Equity ZBRA UW Equity ZEP UN Equity ZUMZ UW Equity
Name TELEFLEX INC TELEPHONE AND DATA SYSTEMS TELETECH HOLDINGS INC TELLABS INC TEMPUR-PEDIC INTERNATIONAL TENNANT CO TEREX CORP TESSERA TECHNOLOGIES INC TETRA TECH INC TETRA TECHNOLOGIES INC TEXAS CAPITAL BANCSHARES INC TEXAS INDUSTRIES INC TEXAS ROADHOUSE INC THOR INDUSTRIES INC THORATEC CORP TIBCO SOFTWARE INC TIDEWATER INC TIMKEN CO TITAN INTERNATIONAL INC TOLL BROTHERS INC TOMPKINS FINANCIAL CORP TOOTSIE ROLL INDS TORO CO TOWER GROUP INTERNATIONAL LT TOWERS WATSON & CO-CL A TRACTOR SUPPLY COMPANY TREDEGAR CORP TREEHOUSE FOODS INC TRIMBLE NAVIGATION LTD TRINITY INDUSTRIES INC TRIQUINT SEMICONDUCTOR INC TRIUMPH GROUP INC TRUE RELIGION APPAREL INC TRUEBLUE INC TRUSTCO BANK CORP NY TRUSTMARK CORP TTM TECHNOLOGIES TUESDAY MORNING CORP TUPPERWARE BRANDS CORP TW TELECOM INC TYLER TECHNOLOGIES INC UDR INC UGI CORP UIL HOLDINGS CORP ULTRATECH INC UMB FINANCIAL CORP UMPQUA HOLDINGS CORP UNDER ARMOUR INC-CLASS A UNIFIRST CORP/MA UNIT CORP UNITED BANKSHARES INC UNITED COMMUNITY BANKS/GA UNITED FIRE GROUP INC UNITED NATURAL FOODS INC UNITED ONLINE INC UNITED RENTALS INC UNITED STATIONERS INC UNITED THERAPEUTICS CORP UNIVERSAL CORP/VA UNIVERSAL ELECTRONICS INC UNIVERSAL FOREST PRODUCTS UNIVERSAL HEALTH RLTY INCOME UNIVERSAL HEALTH SERVICES-B UNIVERSAL TECHNICAL INSTITUT UNS ENERGY CORP URS CORP URSTADT BIDDLE - CLASS A USA MOBILITY INC UTI WORLDWIDE INC VALASSIS COMMUNICATIONS INC VALLEY NATIONAL BANCORP VALMONT INDUSTRIES VALSPAR CORP VALUECLICK INC VASCO DATA SECURITY INTL VCA ANTECH INC VECTREN CORPORATION VEECO INSTRUMENTS INC VERIFONE SYSTEMS INC VERTEX PHARMACEUTICALS INC VIAD CORP VIASAT INC VICOR CORP VIEWPOINT FINANCIAL GROUP IN VIROPHARMA INC VIRTUS INVESTMENT PARTNERS VIRTUSA CORP VISHAY INTERTECHNOLOGY INC VITAMIN SHOPPE INC VOLTERRA SEMICONDUCTOR CORP VOXX INTERNATIONAL CORP WABTEC CORP WADDELL & REED FINANCIAL-A WASHINGTON FEDERAL INC WASTE CONNECTIONS INC WATSCO INC WATTS WATER TECHNOLOGIES-A WAUSAU PAPER CORP WD-40 CO WEBSENSE INC WEBSTER FINANCIAL CORP WEINGARTEN REALTY INVESTORS WELLCARE HEALTH PLANS INC WENDY'S CO/THE WERNER ENTERPRISES INC WEST PHARMACEUTICAL SERVICES WESTAMERICA BANCORPORATION WESTAR ENERGY INC WEX INC WGL HOLDINGS INC WILLIAMS-SONOMA INC WILSHIRE BANCORP INC WINNEBAGO INDUSTRIES WINTRUST FINANCIAL CORP WMS INDUSTRIES INC WOLVERINE WORLD WIDE INC WOODWARD INC WORLD ACCEPTANCE CORP WORLD FUEL SERVICES CORP WORTHINGTON INDUSTRIES WR BERKLEY CORP XO GROUP INC ZALE CORP ZEBRA TECHNOLOGIES CORP-CL A ZEP INC ZUMIEZ INC
GICS_SECTOR_NAME
ATM4 Ref
Health Care 81.95 Telecommunication Services 21.25 Information Technology 21.13 Information Technology 2.10 Consumer Discretionary 46.31 Industrials 49.53 Industrials 34.03 Information Technology 18.58 Industrials 30.96 Energy 10.30 Financials 40.06 Materials 66.65 Consumer Discretionary 19.66 Consumer Discretionary 36.45 Health Care 36.08 Information Technology 20.33 Energy 49.01 Industrials 56.90 Industrials 21.34 Consumer Discretionary 35.17 Financials 42.45 Consumer Staples 29.64 Industrials 46.39 Financials 18.31 Industrials 67.79 Consumer Discretionary 101.47 Materials 30.57 Consumer Staples 63.75 Information Technology 29.55 Industrials 43.69 Information Technology 4.84 Industrials 77.90 Consumer Discretionary 26.00 Industrials 21.16 Financials 5.62 Financials 24.75 Information Technology 7.74 Consumer Discretionary 8.23 Consumer Discretionary 80.71 Telecommunication Services 24.50 Information Technology 59.42 Financials 23.92 Utilities 37.48 Utilities 38.59 Information Technology 38.99 Financials 48.71 Financials 13.39 Consumer Discretionary 50.71 Industrials 88.09 Energy 44.98 Financials 26.53 Financials 11.33 Financials 25.35 Consumer Staples 48.07 Information Technology 5.99 Industrials 53.02 Industrials 38.71 Health Care 59.62 Consumer Staples 55.60 Consumer Discretionary 23.80 Industrials 40.50 Financials 57.50 Health Care 62.72 Consumer Discretionary 12.59 Utilities 46.64 Industrials 46.89 Financials 21.53 Telecommunication Services 12.86 Industrials 14.67 Consumer Discretionary 29.50 Financials 10.24 Industrials 162.49 Materials 62.61 Information Technology 28.61 Information Technology 8.43 Health Care 23.46 Utilities 34.94 Information Technology 37.93 Information Technology 20.61 Health Care 54.26 Industrials 26.98 Information Technology 48.19 Industrials 4.93 Financials 20.44 Health Care 23.62 Financials 185.20 Information Technology 23.18 Information Technology 13.48 Consumer Discretionary 49.08 Information Technology 14.15 Consumer Discretionary 10.40 Industrials 99.66 Financials 42.78 Financials 17.36 Industrials 36.20 Industrials 83.12 Industrials 49.14 Materials 10.94 Consumer Staples 53.79 Information Technology 15.26 Financials 24.13 Financials 31.34 Health Care 55.72 Consumer Discretionary 5.63 Industrials 24.16 Health Care 63.88 Financials 45.60 Utilities 32.38 Information Technology 76.12 Utilities 43.72 Consumer Discretionary 50.54 Financials 6.49 Consumer Discretionary 22.01 Financials 36.93 Consumer Discretionary 25.16 Consumer Discretionary 45.45 Industrials 39.41 Financials 82.31 Energy 39.80 Materials 29.76 Financials 43.75 Information Technology 9.82 Consumer Discretionary 4.15 Information Technology 45.61 Materials 15.43 Consumer Discretionary 23.75
Dividend Yield
Next ExDividend Date
1.76% 2.44%
15.05.2013 14.06.2013
3.81%
15.05.2013
1.57%
31.05.2013
2.15%
20.05.2013
2.49% 2.19%
08.05.2013 10.06.2013 20.06.2013
2.45% 1.65% 0.07%
29.05.2013 15.05.2013 28.06.2013
3.67% 1.08% 0.96% 3.62% 0.18% 0.95% 0.93%
08.05.2013 21.06.2013 06.06.2013 13.06.2013 18.12.2013 23.05.2013 12.06.2013
1.08%
10.07.2013
0.21% 3.08%
28.05.2013 13.05.2013
4.67% 3.72%
29.05.2013 31.05.2013
3.19%
20.06.2013
3.95% 3.04% 4.48%
12.07.2013 14.06.2013 17.06.2013
1.81% 2.24%
05.06.2013 28.06.2013
0.17%
12.06.2013
4.75% 1.77% 2.37%
05.06.2013 12.06.2013 31.05.2013
6.68%
10.05.2013
1.50%
14.06.2013
3.61%
11.07.2013
0.99% 4.38% 0.32% 3.17% 3.83% 1.81% 4.66% 3.89% 0.48% 4.34% 6.35% 0.60% 1.18%
31.05.2013 14.06.2013 29.05.2013 12.06.2013 07.06.2013 14.06.2013 26.06.2013 15.05.2013 25.06.2013 25.06.2013 12.06.2013 26.06.2013 28.06.2013
4.09%
15.05.2013
1.48%
05.06.2013
3.04% 2.15%
05.08.2013 07.05.2013
0.20% 2.66% 2.25% 1.44% 1.20% 0.92% 1.10% 2.31%
17.05.2013 10.07.2013 01.07.2013 09.05.2013 18.04.2013 23.05.2013 02.05.2013 17.07.2013
2.32% 3.91%
09.05.2013 03.06.2013
2.84% 0.83% 1.22% 3.29% 4.23%
31.05.2013 05.07.2013 15.07.2013 09.05.2013 05.06.2013
3.84% 2.45% 3.08%
10.07.2013 24.07.2013 27.03.2013
0.65%
06.08.2013
1.06% 0.84%
05.07.2013 17.05.2013
0.38% 1.41% 1.12%
26.06.2013 13.09.2013 12.06.2013
1.04%
17.07.2013
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
28.91 27.77 23.84 36.78 47.86 28.31 42.29 27.60 23.77 38.53 27.39 42.47 23.63 30.22 28.29 32.34 22.15 26.83 33.05 30.16
23.34 29.38 26.25 37.27 50.72 29.42 46.10 31.33 23.82 40.21 28.45 39.35 26.86 31.35 32.53 34.71 22.90 30.44 38.90 31.61
20.47 28.45 25.54 38.14 47.62 28.58 44.20 30.79 22.57 37.73 28.01 39.65 26.19 33.21 30.07 36.39 23.42 29.82 36.24 32.96
17.42 27.68 25.84 37.25 45.95 29.15 43.82 32.08 23.22 39.05 28.01 39.33 26.74 34.61 29.39 38.67 24.83 31.21 35.54 33.37
20.08 28.61 19.05 23.19 33.80 20.61 24.37 27.23 43.81 19.36 37.74 34.38 34.45
20.49 27.69 18.92 27.85 40.45 25.27 27.72 29.29 43.33 20.94 43.77 37.67 34.45
21.81 25.52 18.51 26.35 39.31 25.00 27.96 28.10 42.21 20.78 40.22 37.73 34.45
22.49 26.19 18.39 26.82 35.50 24.72 28.32 28.31 41.55 21.56 37.76 37.34 30.07
35.39 52.87 21.96 26.82 23.22 18.11 14.93 18.75 39.45 19.38 26.37 33.69
37.46 50.12 26.25 26.29 23.74 17.28 14.80 17.94 37.15 22.07 26.22 33.20
37.58 50.84 24.27 26.27 22.50 15.48 14.42 15.86 36.48 21.47 26.19 31.65
37.79 50.12 23.57 26.47 23.12 17.72 14.72 13.10 36.31 21.86 25.65 31.63
27.55
29.05
28.78
29.58
29.21 29.26 22.32 41.07 44.16
29.20 32.05 23.27 39.85 40.63
29.20 37.84 23.76 36.87 39.77
33.47 39.77 24.48 34.69 39.27
32.16 16.57
33.04 17.11
33.44 17.56
33.85 19.11
39.67
37.76
36.81
20.76 30.53
23.14 36.44
22.60 35.29
20.14 25.31 117.37 33.11 28.75 21.30 25.22 21.52 33.85 50.38 24.29 9.17 49.99 41.06 57.44 44.84 30.15 41.27
21.20 25.31 129.04 30.99 33.21 20.46 23.08 23.73 37.21 49.56 25.86 10.90 49.52 41.81 64.11 36.01 32.05 49.76
31.65 53.30 36.33 35.63 34.60 37.07 19.74 22.11 22.47 18.53 20.18 23.15 30.98 27.40 32.64 22.14 19.12 35.16 28.85 24.08 21.18 19.48 12.55 25.07 15.42 18.92 39.55 43.94 20.01 11.51 26.63 24.74 18.47 23.86 25.33 10.90 31.80 51.06 19.24 26.12 46.31
46.35
45.24
45.62
46.18
39.99
41.08
34.00
34.52
26.86
26.61
44.25
46.08
-0.004 -0.196 -0.129 0.000 -0.252 -0.126 -0.322 -0.166 0.000 0.036 -0.055 -0.347 -0.073 -0.120 -0.034 0.020 -0.156 -0.179 -0.115 -0.185
-0.112 -0.308 -0.284 0.007 -0.192 -0.167 -0.260 -0.160 -0.001 -0.064 -0.152 -0.325 -0.171 -0.331 -0.063 -0.057 -0.165 -0.252 -0.192 -0.223
-0.320 -0.244 -0.180 -0.002 -0.194 -0.186 -0.235 -0.153 -0.017 -0.271 -0.148 -0.282 -0.164 -0.288 -0.082 -0.076 -0.203 -0.222 -0.172 -0.168
-0.330 -0.159 -0.149 -0.107 -0.157 -0.157 -0.192 -0.104 -0.178 -0.169 -0.117 -0.211 -0.185 -0.196 -0.100 -0.105 -0.172 -0.169 -0.144 -0.145
-0.113 -0.102
0.004 0.004 0.003 0.000 0.007 0.001 0.008 0.003 0.000 -0.001 0.001 0.005 0.002 0.002 0.002 0.006 0.002 0.004 0.001 0.003
0.015 0.009 0.006 0.000 0.002 0.001 0.004 0.002 0.000 0.002 0.003 0.004 0.003 0.006 0.003 0.007 0.002 0.005 0.003 0.004
0.018 0.020 0.007 0.004 0.004 0.002 0.000 -0.002 0.002 0.001 0.001 0.003 0.002 0.003 0.002 0.001 0.002 0.001 0.000 0.004 0.008 0.002 0.002 0.002 0.003 0.002 0.001 0.004 0.004 0.002 0.002 0.002 0.005 0.001 0.001 0.004 0.003 0.004 0.002 0.004 0.003 0.003 0.001 0.001
-0.017 0.000 -0.145 -0.147 0.127 -0.070 -0.255 -0.267 -0.210 -0.097 -0.239 -0.099 0.000
-0.140 -0.019 -0.187 -0.229 0.179 -0.101 -0.389 -0.231 -0.175 -0.119 -0.331 -0.138 0.000
-0.230 -0.098 -0.325 -0.199 -0.007 -0.113 -0.331 -0.237 -0.094 -0.120 -0.291 -0.107 0.000
-0.239 -0.270 -0.244 -0.188 -0.090 -0.087 -0.141 -0.110 -0.236 -0.189 -0.092 -0.163 -0.121 -0.165 -0.260 -0.079 0.000
-0.001 0.000 0.001 0.010 0.003 0.003 0.006 0.004 0.005 0.001 0.008 0.003 0.000
0.001 -0.001 0.004 0.004 0.003 0.006 0.009 0.003 0.004 0.003 0.006 0.006 0.000
0.004 -0.001 0.007 0.003 0.000 0.006 0.006 0.003 0.002 0.002 0.004 0.005 0.000
-0.002 0.002 -0.244 -0.119 -0.092 0.000 -0.104 0.000 -0.200 -0.059 0.000 -0.391
0.004 -0.004 -0.304 -0.068 -0.041 -0.079 -0.101 0.002 -0.233 -0.134 -0.003 -0.250
-0.002 -0.034 -0.253 -0.050 -0.110 -0.232 -0.103 -0.001 -0.213 -0.123 -0.014 -0.221
-0.089 -0.018 -0.194 -0.084 -0.104 -0.201 -0.171 -0.105 -0.166 -0.210 -0.039 -0.178 -0.143 -0.128
0.000 0.000 0.004 0.002 0.001 0.000 0.000 0.000 0.003 0.001 0.000 0.007
-0.164 -0.203 -0.219 -0.158 -0.012 0.000 -0.138 0.000 -0.405
-0.120 -0.090 -0.159 -0.135
-0.120 -0.109
0.003 0.003 0.008 0.003 0.005 0.004 0.003 0.002 0.001 0.004 0.002 0.002 0.000
0.001 0.001
0.001
0.001
0.000
0.000
0.003
0.002
0.000 0.000 0.006 0.002 0.000 0.003 0.000 0.000 0.004 0.002 0.000 0.003
0.000 -0.002 0.000 0.000 0.005 0.003 0.003 0.003 0.003 0.002 0.009 0.006 0.000 0.004 0.000 0.001 0.003 0.002 0.002 0.002 0.000 0.000 0.002 0.002 0.001
0.001
0.002
0.003
0.005
0.003
0.000 0.000 0.002 0.000 0.004
0.000 0.001 0.002 0.000 0.001
0.000 0.002 0.003 0.000 0.001
0.006 0.002 0.003 0.000 0.002
-0.149 -0.156 -0.145 -0.131 -0.041 -0.137 -0.173 -0.186
0.007 0.001
0.004 0.004
0.002 0.005
0.001 0.004
37.36
-0.118 -0.189 -0.255 -0.265
0.003
0.000
0.003
0.003
22.84 35.37
-0.081 -0.165 -0.176 -0.154 0.032 -0.051 -0.280 -0.281
0.001 0.000
0.002 0.001
0.003 0.004
0.003 0.003
20.56 25.31 102.33 36.79 31.04 18.31 21.62 23.01 34.40 48.07 24.97 11.12 46.69 42.60 57.55 34.99 31.47 47.86
21.29 24.98 73.29 47.20 32.10 19.65 23.34 23.29 33.91 50.01 25.46 11.03 42.31 42.76 50.36 33.03 29.18 48.02
-0.087 0.000 0.000 0.000 -0.075 0.000 -0.012 -0.136 -0.221 -0.142 -0.158 -0.002 -0.347 -0.001 -0.236 -0.034 -0.154 0.000
-0.214 -0.006 -0.636 0.002 -0.151 -0.198 -0.197 -0.188 -0.161 -0.143 -0.121 -0.133 -0.172 -0.151 -0.144 -0.087 -0.057 -0.053 -0.144 -0.119 -0.110 -0.116 -0.203 0.000
0.002 0.000 0.000 0.000 0.004 0.000 -0.001 0.002 0.005 -0.001 0.003 0.000 0.006 0.008 0.004 0.006 0.005 0.000
0.006 0.000 0.000 0.000 0.007 0.001 0.005 0.004 0.005 -0.001 0.006 0.000 0.002 0.002 -0.001 0.015 0.009 0.000
0.007 0.000 0.000 0.001 0.004 0.003 0.013 0.006 0.003 -0.001 0.004 0.000 0.001 0.002 0.000 0.007 0.004 0.000
0.005 0.000 0.022 -0.002 0.003 0.005 0.007 0.004 0.002 0.002 0.004 0.004 0.001 0.001 0.001 0.001 0.001 0.000 0.002 0.022 0.000
34.51
34.79
35.28
-0.188 -0.135 -0.153 -0.161 -0.131 -0.144
0.002
0.004
0.003
0.002
49.35 37.26 37.21 38.56 40.70 21.84 23.38 23.34 20.93 22.81 24.49 31.12 27.13 37.60 23.62 18.72 37.14 28.67 23.60 21.19 18.66 12.55 26.89 15.26 19.97 39.55 38.92 20.01 10.82 26.99 27.09 22.88 29.00 25.91 14.07 30.99 51.11 20.91 27.14 48.94
47.60 34.72 37.07 36.44 40.79 22.23 22.87 22.94 21.15 23.09 24.17 31.31 25.77 35.96 24.20 17.72 34.74 28.30 24.01 21.21 18.58 12.55 27.35 14.79 22.67 39.46 39.05 19.96 8.94 26.95 29.24 21.55 28.99 26.78 14.60 29.86 51.46 20.93 27.06 49.34
45.86 33.96 36.47 37.08 40.37 21.99 24.59 24.90 21.54 22.64 24.24 29.99 24.84 34.14 24.15 16.81 33.92 27.41 24.11 21.11 19.00 12.63 27.53 14.36 26.71 37.01 38.49 16.16 18.25 26.83 24.89 22.77 28.31 27.80 14.02 30.64 53.46 21.03 28.02 49.34
0.005 -0.066 -0.149 0.003 0.005 -0.791 0.023 -0.144 -0.011 -0.131 -0.260 0.000 -0.006 -0.019 -0.153 0.000 -0.137 -0.300 -0.167 -0.085 -0.053 0.000 -0.095 0.000 -0.229 0.000 -0.306 -0.010 0.000 -0.212 -0.070 -0.604 -0.162 -0.069 -0.074 -0.001 0.000 -0.078 -0.002 -0.267
0.000 -0.001 0.004 0.000 0.000 0.022 -0.001 0.003 0.000 0.002 0.006 0.000 0.000 -0.001 0.001 0.000 0.004 0.003 0.001 0.001 0.001 0.000 0.000 0.000 0.006 0.000 0.005 0.000 0.000 0.005 0.002 0.020 0.005 0.002 0.001 0.000 0.000 0.001 0.000 0.004
0.000 0.000 0.006 0.000 0.000 -0.001 0.002 0.007 0.000 0.004 0.008 0.000 0.000 -0.001 0.002 0.000 0.004 0.003 0.002 0.001 0.004 0.000 0.001 0.000 0.008 0.000 0.005 0.000 0.005 0.004 0.004 0.010 0.009 0.005 0.002 0.000 0.000 0.004 0.000 0.002
0.002 0.004 0.004 0.001 -0.001 0.002 0.006 0.004 0.000 0.004 0.005 0.000 0.001 0.001 0.003 0.000 0.003 0.001 0.004 0.001 0.003 0.000 0.001 0.001 0.006 0.000 0.003 0.000 0.015 0.006 0.000 0.006 0.005 0.002 0.001 0.000 -0.001 0.004 0.000 0.002
0.005 0.003 0.003 0.003 -0.002 0.003 0.001 0.013 0.001 0.004 0.003 0.000 0.001 0.002 0.004 0.003 0.002 0.001 0.001 0.002 0.002 0.002 0.000 0.001 0.000 0.002 0.001 0.000 0.002 0.022 0.020 0.002 0.007 0.002 0.002 0.003 0.006 0.002 0.001 0.004 0.003 0.001
33.23
39.51
33.91
40.96
41.90 42.80 52.39
42.87 42.66 52.36
35.76
37.48
35.02
35.63
28.80
29.98
-0.013 -0.024 -0.135 0.004 -0.318
-0.241 0.000 0.001 0.001 -0.186 -0.050 -0.198 -0.194 -0.195 -0.150 -0.200 0.002 -0.247 -0.053 -0.146 -0.191 -0.218 0.000
-0.010 -0.199 -0.158 -0.020 -0.009 -0.127 -0.064 -0.285 0.018 -0.198 -0.297 0.020 -0.014 -0.091 -0.139 0.018 -0.158 -0.263 -0.101 -0.085 -0.145 0.000 -0.126 -0.013 -0.275 0.000 -0.242 -0.010 -0.130 -0.215 -0.243 -0.397 -0.351 -0.204 -0.158 0.002 0.016 -0.208 0.004 -0.346
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.013 -0.067 -0.162 -0.002 -0.310
-0.252 0.000 0.003 0.003 -0.199 -0.181 -0.331 -0.196 -0.181 -0.170 -0.145 -0.002 -0.212 -0.076 -0.133 -0.317 -0.161 0.000
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