S&P 1000 Index - Dividends and Implied Volatility Surfaces Parameters

Page 1

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

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0.000

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0.002

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