28.06.2013
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
At The Money Implied Volatilities by Terms Ticker
S&P 1000 Index
AAN UN Equity
Name AARON'S INC
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
Consumer Discretionary
28.24
0.26%
03.09.2013
30.54
30.89
30.89
30.90
AAON UW Equity AAON INC
Industrials
33.28
0.63%
03.12.2013
34.06
33.43
32.57
31.95
AAP UN Equity
Consumer Discretionary
80.02
0.30%
18.09.2013
25.11
27.14
25.56
26.35
AAWW UW Equity ATLAS AIR WORLDWIDE HOLDINGS
Industrials
44.00
31.63
36.46
36.47
ABAX UW Equity
ABAXIS INC
Health Care
46.70
32.06
32.17
32.16
ABFS UW Equity
ARKANSAS BEST CORP
Industrials
ABM UN Equity
ABM INDUSTRIES INC
ADVANCE AUTO PARTS INC
-0.292 -0.261 -0.261 -0.261
0.005
0.007
0.007
-0.068 -0.039 -0.015 -0.182
0.001
0.001
0.002 -0.003
-0.103 -0.149 -0.152 -0.115 -0.095 -0.081
0.000
0.000
0.002
0.001
36.48
-0.332 -0.361 -0.361 -0.361
0.009
0.011
0.011
0.011
32.14
-0.030 -0.058 -0.057 -0.055
0.001
0.002
0.002
0.002
26.88
27.29
0.007
19.99
0.60%
02.08.2013
80.27
72.27
66.39
61.47
-0.317 -0.208 -0.200 -0.129
0.005
0.003
0.002
0.002
Industrials
24.64
2.48%
01.10.2013
21.38
23.11
23.47
23.27
-0.028 -0.074 -0.103 -0.137
0.000
0.002
0.003
0.003
ABMD UW Equity ABIOMED INC
Health Care
21.37
42.91
44.23
42.83
42.87
-0.185 -0.211 -0.185 -0.099
0.006
0.007
0.004
0.002
ACAT UW Equity ARCTIC CAT INC
Consumer Discretionary
46.04
0.89%
28.08.2013
37.24
39.57
40.35
40.13
-0.062 -0.149 -0.166 -0.108
0.002
0.003
0.003
0.002
ACC UN Equity
AMERICAN CAMPUS COMMUNITIES
Financials
40.79
3.53%
14.08.2013
20.77
21.44
20.31
22.16
-0.102 -0.154 -0.155 -0.226
0.003
0.005
0.004
0.005
ACI UN Equity
ARCH COAL INC
Energy
3.60
3.89%
28.08.2013
70.79
71.90
70.99
71.08
-0.055 -0.108 -0.106 -0.103 -0.082 -0.059
0.011
0.006
0.004
0.002
ACIW UW Equity
ACI WORLDWIDE INC
Information Technology
46.06
22.51
24.00
23.82
23.30
-0.159 -0.302 -0.299 -0.292
0.003
0.005
0.005
0.006
ACM UN Equity
AECOM TECHNOLOGY CORP
Industrials
31.58
28.89
29.39
28.30
30.84
-0.205 -0.307 -0.227 -0.134
0.006
0.009
0.007
0.002
ACO UN Equity
AMCOL INTERNATIONAL CORP
Materials
31.62
31.76
31.71
30.48
30.95
-0.027 -0.179 -0.279 -0.181
-0.001 0.002
0.005
0.003
Health Care
33.34
51.75
43.54
43.80
43.95
-1.094 -0.152 -0.315 -0.174
0.019
0.011
0.030
0.009
ACXM UW Equity ACXIOM CORP
Information Technology
22.91
25.20
28.31
28.33
28.41
-0.087 -0.163 -0.163 -0.163
0.001
0.001
0.001
0.001
ADS UN Equity
Information Technology
180.07
26.23
24.89
24.91
26.36
-0.534 -0.375 -0.315 -0.250
0.016
0.009
0.006
0.002
ADTN UW Equity ADTRAN INC
Information Technology
24.40
43.81
39.61
38.90
39.15
-0.256 -0.195 -0.171 -0.142 -0.120 -0.108
0.006
0.004
0.004
0.003
ADVS UW Equity ADVENT SOFTWARE INC
Information Technology
35.00
28.76
29.86
29.85
29.81
-0.069 -0.139 -0.139 -0.139
0.000
0.000
0.000
0.001
AEC UN Equity
Financials
16.04
24.97
23.85
22.10
21.85
0.000 -0.020 -0.053 -0.167
0.000
0.000
0.000
0.005
AEGN UW Equity AEGION CORP
Industrials
22.67
29.47
-0.125 -0.248 -0.243 -0.178
0.002
0.005
0.005
0.005
AEIS UW Equity
ADVANCED ENERGY INDUSTRIES
Information Technology
17.46
-0.143 -0.267 -0.273 -0.177
0.004
0.005
0.004
0.002
AEO UN Equity
AMERICAN EAGLE OUTFITTERS
Consumer Discretionary
-0.144 -0.222 -0.211 -0.161 -0.140 -0.130
0.003
0.005
0.004
0.002
AF UN Equity
ASTORIA FINANCIAL CORP
0.000 -0.002 -0.002 0.008
ASSOCIATED ESTATES REALTY CP
1.48%
29.08.2013
72.01
ACOR UW Equity ACORDA THERAPEUTICS INC ALLIANCE DATA SYSTEMS CORP
2.66%
71.67
23.07.2013
40.03
41.08
4.74%
15.10.2013
31.84
31.92
32.73
34.21
37.27
36.55
36.39
18.15
2.84%
26.09.2013
28.32
30.18
31.42
33.28
Financials
10.72
1.49%
15.08.2013
28.68
30.69
32.74
25.98
0.000
AFAM UW Equity ALMOST FAMILY INC
Health Care
20.02
26.18
26.45
26.50
26.64
-0.106 -0.210 -0.212 -0.216
0.003
0.006
0.006
0.006
AFFX UW Equity
AFFYMETRIX INC
Health Care
4.41
AFG UN Equity
AMERICAN FINANCIAL GROUP INC
34.60
35.44
0.033
0.052 -0.182
76.11
75.56
75.00
73.29
-1.214 -1.209 -1.204 -1.188
0.008
0.009
0.010
0.012
Financials
48.73
1.72%
10.07.2013
19.75
17.99
14.82
14.42
0.000 -0.088 -0.215 -0.089
0.000
0.001
0.003
0.001
AGCO UN Equity AGCO CORP
Industrials
51.31
0.78%
15.08.2013
24.69
26.39
26.36
26.27
-0.133 -0.172 -0.171 -0.169
0.002
0.004
0.004
0.005
AGYS UW Equity AGILYSYS INC
Information Technology
11.94
44.01
42.89
43.06
43.26
0.006 -0.012 -0.055 -0.118
0.000
0.000
0.001
0.001
AHL UN Equity
ASPEN INSURANCE HOLDINGS LTD
Financials
37.19
21.30
20.50
19.61
22.18
0.000 -0.025 -0.073 -0.102
0.000
0.000
0.000
0.001
AHS UN Equity
AMN HEALTHCARE SERVICES INC
Health Care
14.32
39.54
43.04
42.12
41.78
-0.182 -0.068 -0.083 -0.066
0.003
0.001
0.001
0.001
AIN UN Equity
ALBANY INTL CORP-CL A
Industrials
33.60
1.79%
05.09.2013
55.77
53.00
51.39
35.38
0.000 -0.564 -1.138 -0.507
0.000
0.010
0.016
0.009
AINV UW Equity
APOLLO INVESTMENT CORP
Financials
7.74
10.34%
10.09.2013
26.18
26.04
25.26
25.16
-0.116 -0.099 -0.094 -0.081
0.002
0.001
0.002
0.005
AIR UN Equity
AAR CORP
Industrials
21.84
1.37%
26.07.2013
35.79
33.42
33.35
33.13
-0.207 -0.314 -0.310 -0.297
0.004
0.007
0.007
0.007
AIRM UW Equity
AIR METHODS CORP
Health Care
34.92
50.23
48.99
46.45
43.93
-0.448 -0.367 -0.319 -0.218
0.010
0.006
0.004
0.002
AIT UN Equity
APPLIED INDUSTRIAL TECH INC
Industrials
48.47
2.15%
15.11.2013
23.78
23.66
23.54
23.17
-0.304 -0.301 -0.298 -0.290
0.009
0.009
0.009
0.010
AJG UN Equity
ARTHUR J GALLAGHER & CO
Financials
43.87
2.42%
30.09.2013
14.60
14.68
14.66
15.41
0.007 -0.014 -0.058 -0.078
0.000
0.000
0.001
0.001
AKR UN Equity
ACADIA REALTY TRUST
Financials
24.82
3.63%
25.09.2013
50.37
38.72
53.02
43.48
-1.911 0.111 -0.068 -0.601
0.039 -0.002 0.001
0.006
AKRX UW Equity AKORN INC
Health Care
13.69
39.68
38.39
36.37
36.36
-0.132 -0.105 -0.048 -0.081
0.000
0.000
0.000
0.002
AKS UN Equity
AK STEEL HOLDING CORP
Materials
3.01
65.66
65.68
64.94
64.37
-0.562 -0.434 -0.371 -0.318 -0.158 -0.164
0.017
0.010
0.007
0.004
ALB UN Equity
ALBEMARLE CORP
Materials
62.75
1.66%
13.09.2013
26.10
24.69
24.85
26.76
-0.358 -0.360 -0.303 -0.235
0.008
0.009
0.008
0.004
ALE UN Equity
ALLETE INC
Utilities
49.39
3.91%
15.08.2013
14.55
13.91
13.06
14.00
0.000
0.003 -0.016
0.000
0.000
0.000
0.000
ALEX UN Equity
ALEXANDER & BALDWIN INC
Financials
39.99
-0.152 -0.224 -0.195 -0.305
1.94%
09.08.2013
67.07
64.51
0.002
24.88
26.42
26.03
25.08
0.004
0.006
0.005
0.009
ALGN UW Equity ALIGN TECHNOLOGY INC
Health Care
36.69
43.95
41.24
41.60
39.91
-0.384 -0.370 -0.373 -0.250 -0.151 -0.123
0.009
0.005
0.003
0.002
ALGT UW Equity
ALLEGIANT TRAVEL CO
Industrials
105.40
24.81
26.23
25.46
26.14
-0.393 -0.356 -0.255 -0.174
0.009
0.009
0.006
0.003
ALK UN Equity
ALASKA AIR GROUP INC
Industrials
52.09
36.16
37.26
36.69
36.49
-0.251 -0.229 -0.200 -0.167
0.006
0.006
0.005
0.002
ALOG UW Equity ANALOGIC CORP
Health Care
21.92
22.94
24.46
24.82
AM UN Equity
72.73
0.66%
Consumer Discretionary
18.24
0.82%
AMCX UW Equity AMC NETWORKS INC-A
Consumer Discretionary
64.75
AME UN Equity
Industrials
42.00
AMED UW Equity AMEDISYS INC
Health Care
AMG UN Equity
42.06
0.000
0.001
0.001
0.001
0.000
0.001
0.001
0.002
0.002
0.002
0.001
-0.285 -0.279 -0.252 -0.190
0.006
0.006
0.005
0.003
8.68
8.73
8.77
8.91
0.087
0.089
0.001
0.001
0.000
0.000
28.37
30.61
29.06
30.95
-0.201 -0.212 -0.275 -0.153
0.003
0.005
0.008
0.003
23.61
23.12
20.92
23.66
0.058 -0.108 -0.350 -0.266
-0.001 0.002
0.006
0.008
13.29
66.61
68.22
67.30
61.25
-0.333 -0.241 -0.225 -0.203
0.011
0.003
0.001
0.004
Financials
161.00
26.54
27.17
27.65
27.35
-0.393 -0.362 -0.290 -0.207
0.009
0.007
0.003
0.002
AMSF UW Equity AMERISAFE INC
Financials
32.64
AMSG UW Equity AMSURG CORP
Health Care
35.36
25.33
25.40
24.14
60.09
-0.002 0.003 -0.004 0.000
0.000
0.000
0.000
0.000
ANDE UW Equity ANDERSONS INC/THE
Consumer Staples
53.06
22.19
24.69
24.45
25.97
-0.081 -0.102 -0.183 -0.152
0.001
0.002
0.003
0.005
ANN UN Equity
ANN INC
Consumer Discretionary
32.80
31.45
34.77
35.49
36.37
37.30
38.35
-0.227 -0.230 -0.183 -0.167 -0.156 -0.132
0.004
0.005
0.003
0.001
0.001
0.001
ANR UN Equity
ALPHA NATURAL RESOURCES INC
Energy
5.06
66.34
66.43
65.37
65.56
69.69
72.37
-0.354 -0.281 -0.216 -0.170 -0.112 -0.113
0.011
0.006
0.004
0.002
0.001
0.001
ANSS UW Equity ANSYS INC
Information Technology
74.04
25.53
27.41
25.62
25.33
-0.304 -0.298 -0.233 -0.224
0.004
0.004
0.003
0.003
AOI UN Equity
ALLIANCE ONE INTERNATIONAL
Consumer Staples
3.78
75.92
75.92
74.10
51.09
0.000
0.000
0.000
0.000
0.000
AOL UN Equity
AOL INC
Information Technology
36.64
37.61
41.45
39.01
38.58
-0.256 -0.236 -0.175 -0.122 -0.097 -0.088
0.004
0.003
0.003
0.002
0.001
0.001
AOS UN Equity
SMITH (A.O.) CORP
Industrials
37.21
27.63
31.74
40.12
33.33
0.007 -0.230 -0.473 -0.334
-0.002 0.003
0.013
0.033
APEI UW Equity
AMERICAN PUBLIC EDUCATION
Consumer Discretionary
37.71
34.60
36.84
36.89
35.62
-0.111 -0.156 -0.216 -0.168
0.000
0.001
0.003
0.003
APOG UW Equity APOGEE ENTERPRISES INC
Industrials
24.79
1.45%
25.10.2013
31.03
32.49
32.35
32.25
-0.218 -0.252 -0.245 -0.202
0.006
0.009
0.009
0.008
ARB UN Equity
ARBITRON INC
Consumer Discretionary
46.23
0.87%
17.09.2013
19.71
19.66
19.66
19.66
-0.166 -0.314 -0.314 -0.314
0.005
0.010
0.010
0.010
ARE UN Equity
ALEXANDRIA REAL ESTATE EQUIT
Financials
65.86
3.95%
27.09.2013
20.71
20.82
20.46
21.28
-0.200 -0.317 -0.205 -0.141
0.005
0.008
0.009
0.003
AREX UW Equity APPROACH RESOURCES INC
Energy
24.28
39.46
40.10
39.56
39.57
-0.172 -0.216 -0.188 -0.147
0.003
0.004
0.004
0.002
ARO UN Equity
AEROPOSTALE INC
Consumer Discretionary
13.60
37.48
39.33
42.52
44.47
-0.100 -0.155 -0.194 -0.189 -0.148 -0.116
0.003
0.004
0.003
0.002
0.001
0.001
ARQL UQ Equity
ARQULE INC
Health Care
2.40
71.22
72.47
73.95
71.54
0.000 -0.014 -0.019 0.058
0.000
0.000 -0.001 0.003
ARRS UW Equity ARRIS GROUP INC
Information Technology
14.55
30.49
34.47
34.52
34.66
-0.143 -0.258 -0.261 -0.268
0.008
0.014
0.014
0.014
ARW UN Equity
0.001
0.001
AMERICAN GREETINGS CORP-CL A AMETEK INC AFFILIATED MANAGERS GROUP
ARROW ELECTRONICS INC
0.62%
1.28%
1.40%
27.09.2013
40.36
0.000
13.09.2013
03.10.2013
31.07.2013
38.94
44.67
38.94
44.52
0.088
0.088
0.000 -0.008 0.000
Information Technology
39.45
26.30
27.71
26.74
28.87
-0.243 -0.321 -0.308 -0.214
0.005
0.008
0.007
0.004
ASBC UW Equity ASSOCIATED BANC-CORP
Financials
15.59
2.44%
08.08.2013
22.92
23.11
24.19
23.42
-0.004 0.007 -0.007 -0.150
0.000
0.000
0.000
0.005
ASEI UW Equity
AMERICAN SCIENCE & ENGINEERI
Industrials
56.00
3.57%
22.08.2013
30.66
30.93
27.77
27.27
-0.140 -0.202 -0.253 -0.152
0.000
0.002
0.004
0.004
ASGN UN Equity
ON ASSIGNMENT INC
Industrials
26.88
37.69
39.11
39.28
38.93
-0.105 -0.191 -0.171 -0.123
0.002
0.004
0.004
0.002
ASH UN Equity
ASHLAND INC
Materials
84.81
26.99
28.40
27.99
28.63
-0.234 -0.303 -0.250 -0.202
0.011
0.008
0.006
0.003
ASNA UW Equity ASCENA RETAIL GROUP INC
Consumer Discretionary
17.31
24.94
28.18
31.81
31.67
-0.144 -0.177 -0.160 -0.133 -0.115 -0.102
0.002
0.004
0.005
0.002
ASTE UW Equity
ASTEC INDUSTRIES INC
Industrials
34.37
1.16%
24.07.2013
26.88
28.65
27.79
30.33
-0.216 -0.386 -0.388 -0.275
0.009
0.012
0.007
0.004
ATK UN Equity
ALLIANT TECHSYSTEMS INC
Industrials
81.94
1.27%
05.09.2013
19.78
22.08
22.04
21.93
-0.323 -0.357 -0.355 -0.347
0.008
0.010
0.010
0.010
ATMI UW Equity
ATMI INC
29.53
1.60%
14.08.2013
31.58
32.29
Information Technology
23.71
28.82
27.89
27.65
-0.072 -0.080 -0.085 -0.093
0.000
0.001
0.002
0.001
ATML UW Equity ATMEL CORP
Information Technology
7.36
49.52
52.35
51.52
48.41
0.041 -0.080 -0.106 -0.124
0.003
0.005
0.004
0.003
ATNI UW Equity
ATLANTIC TELE-NETWORK INC
Telecommunication Services 49.67
1.69%
30.09.2013
27.60
30.33
30.15
29.38
-0.079 -0.185 -0.214 -0.170
0.001
0.004
0.005 -0.001
ATO UN Equity
ATMOS ENERGY CORP
Utilities
40.65
3.48%
27.08.2013
15.18
15.15
15.00
14.04
0.000
0.000
0.000
0.000
0.000
0.000
ATR UN Equity
APTARGROUP INC
Materials
55.41
1.80%
05.08.2013
17.64
19.58
19.54
19.42
-0.106 -0.194 -0.194 -0.193
0.001
0.003
0.003
0.003
ATU UN Equity
ACTUANT CORP-A
Industrials
33.20
0.12%
25.09.2013
22.25
22.28
22.31
22.39
-0.181 -0.181 -0.181 -0.181
0.002
0.002
0.002
0.002
ATW UN Equity
ATWOOD OCEANICS INC
Energy
51.90
29.16
30.07
29.85
30.75
-0.208 -0.243 -0.197 -0.170
0.006
0.008
0.006
0.002
AVA UN Equity
AVISTA CORP
Utilities
26.96
64.78
50.78
26.99
17.47
0.000
0.000 -0.001 0.001
0.010
AVAV UW Equity
AEROVIRONMENT INC
Industrials
20.14
28.22
29.93
32.49
36.02
-0.072 -0.092 -0.054 -0.083
0.003
0.004
0.001
0.003
AVD UN Equity
AMERICAN VANGUARD CORP
Materials
22.94
42.51
45.42
45.39
45.32
-0.212 -0.240 -0.239 -0.237
0.004
0.005
0.005
0.005
AVID UW Equity
AVID TECHNOLOGY INC
Information Technology
6.06
55.47
54.05
51.58
49.00
0.000 -0.067 -0.162 -0.209
0.000
0.000
0.000
0.001
AVT UN Equity
AVNET INC
Information Technology
33.82
24.89
28.92
28.98
29.14
-0.398 -0.421 -0.423 -0.428
0.009
0.010
0.010
0.010
AWR UN Equity
AMERICAN STATES WATER CO
Utilities
53.84
20.61
21.32
21.61
22.34
-0.050 -0.082 -0.076 -0.095
0.001
0.001
0.001
0.000
AXE UN Equity
ANIXTER INTERNATIONAL INC
Information Technology
75.76
20.56
22.87
22.84
22.75
-0.282 -0.270 -0.270 -0.268
0.006
0.006
0.006
0.006
AYI UN Equity
ACUITY BRANDS INC
Industrials
76.12
0.80%
17.07.2013
37.95
33.07
33.03
32.91
-0.415 -0.320 -0.319 -0.315
0.013
0.007
0.007
0.007
AZZ UN Equity
AZZ INC
Industrials
43.10
1.16%
09.07.2013
33.52
30.87
30.83
30.73
-0.147 -0.243 -0.241 -0.236
0.004
0.008
0.008
0.008
B UN Equity
BARNES GROUP INC
Industrials
30.00
1.53%
29.08.2013
24.78
26.05
25.42
26.39
0.033 -0.058 -0.176 -0.223
-0.001 0.002
0.005
0.004
BABY UW Equity
NATUS MEDICAL INC
Health Care
13.68
35.96
34.93
33.55
33.39
-0.182 -0.192 -0.195 -0.107
0.000
0.000
0.000
0.002
BANR UW Equity BANNER CORPORATION
Financials
33.83
28.26
29.60
29.32
28.64
-0.063 -0.123 -0.120 -0.106
0.001
0.002
0.002
0.003
BAS UN Equity
Energy
12.28
45.60
48.21
47.94
47.80
-0.178 -0.262 -0.149 -0.127
0.005
0.008
0.006
0.002
BBCN UW Equity BBCN BANCORP INC
Financials
14.17
115.52
105.40
85.94
103.78
0.000
0.000
0.000
0.000
0.000
0.000
BBG UN Equity
Energy
20.44
48.72
50.67
48.83
49.96
-0.245 -0.248 -0.176 -0.139
0.006
0.005
0.004
0.002
BBOX UW Equity BLACK BOX CORP
Information Technology
25.21
1.47%
02.10.2013
42.70
43.00
40.60
38.80
-0.297 -0.321 -0.219 -0.205
0.008
0.009
0.007
0.004
BC UN Equity
BRUNSWICK CORP
Consumer Discretionary
32.50
0.15%
15.11.2013
38.13
40.30
39.70
42.44
-0.153 -0.150 -0.138 -0.152
0.005
0.005
0.003
0.002
BCO UN Equity
BRINK'S CO/THE
Industrials
25.58
1.56%
19.07.2013
31.25
34.29
32.74
33.71
-0.097 -0.203 -0.229 -0.111
0.002
0.004
0.003
0.002
BCOR UW Equity BLUCORA INC
Information Technology
18.60
40.94
46.56
41.71
39.59
-0.240 -0.214 -0.197 -0.130
0.002
0.003
0.003
0.002
BCPC UW Equity BALCHEM CORP
Materials
44.88
0.53%
13.12.2013
28.50
29.59
29.62
29.70
-0.112 -0.223 -0.223 -0.224
0.002
0.003
0.003
0.003
BDC UN Equity
BELDEN INC
Industrials
50.83
0.39%
17.09.2013
31.91
32.47
32.54
33.78
-0.315 -0.292 -0.251 -0.188
0.011
0.011
0.007
0.003
BEAV UW Equity
B/E AEROSPACE INC
Industrials
63.62
23.32
25.23
25.28
25.89
-0.192 -0.314 -0.248 -0.177
0.007
0.008
0.005
0.003
BELFB UW Equity BEL FUSE INC-CL B
Information Technology
13.82
2.03%
15.10.2013
BFS UN Equity
SAUL CENTERS INC
Financials
45.19
3.19%
16.10.2013
BGC UN Equity
GENERAL CABLE CORP
BASIC ENERGY SERVICES INC BILL BARRETT CORP
4.64% 1.09%
1.88%
1.77% 1.83%
20.08.2013 18.09.2013
12.11.2013
02.10.2013 30.07.2013
0.000
0.000
0.014 -0.023 -0.037
0.000
0.000
Industrials
30.99
35.88
39.43
39.45
39.49
-0.410 -0.395 -0.396 -0.400
0.013
0.012
0.012
0.012
BGFV UW Equity BIG 5 SPORTING GOODS CORP
Consumer Discretionary
21.49
1.86%
30.08.2013
41.19
43.11
41.49
41.17
-0.210 -0.262 -0.187 -0.107
0.003
0.005
0.005
0.002
BGG UN Equity
BRIGGS & STRATTON
Industrials
19.53
2.56%
20.08.2013
36.44
38.91
37.06
33.84
-0.289 -0.320 -0.207 -0.134
0.007
0.008
0.006
0.004
BGS UN Equity
B&G FOODS INC
Consumer Staples
34.00
2.74%
30.09.2013
28.23
26.06
26.04
25.99
-0.333 -0.186 -0.185 -0.185
0.006
0.004
0.004
0.004
BH UN Equity
BIGLARI HOLDINGS INC
Consumer Discretionary
409.55
BHE UN Equity
BENCHMARK ELECTRONICS INC
Information Technology
20.16
28.25
30.14
29.38
29.66
-0.088 -0.141 -0.110 -0.118
0.003
0.004
0.003
0.002
BID UN Equity
SOTHEBY'S
Consumer Discretionary
37.95
33.82
36.21
35.77
36.85
37.98
38.42
-0.308 -0.261 -0.239 -0.197 -0.150 -0.121
0.007
0.005
0.004
0.002
0.001
0.001
BIG UN Equity
BIG LOTS INC
Consumer Discretionary
31.37
29.09
30.38
34.16
35.32
33.88
32.64
-0.347 -0.375 -0.304 -0.201 -0.150 -0.137
0.010
0.011
0.008
0.003
0.001
0.001
BIO UN Equity
BIO-RAD LABORATORIES-A
Health Care
111.59
23.68
23.83
22.96
24.37
-0.221 -0.196 -0.160 -0.215
0.002
0.003
0.004
0.003
BJRI UW Equity
BJ'S RESTAURANTS INC
Consumer Discretionary
37.28
28.99
31.97
31.71
31.90
-0.235 -0.243 -0.115 -0.095
0.007
0.007
0.001
0.001
BKE UN Equity
BUCKLE INC/THE
Consumer Discretionary
51.92
1.54%
15.10.2013
28.28
30.09
31.68
33.20
-0.272 -0.261 -0.212 -0.095
0.006
0.007
0.005
0.003
BKH UN Equity
BLACK HILLS CORP
Utilities
48.64
3.17%
16.08.2013
20.92
23.14
22.90
22.26
-0.061 -0.112 -0.110 -0.104
0.001
0.002
0.002
0.002
BKI UN Equity
BUCKEYE TECHNOLOGIES INC
Materials
37.00
0.97%
09.08.2013
11.81
11.81
11.81
11.81
0.000
0.000
0.000
0.000
0.000
0.000
BKMU UW Equity BANK MUTUAL CORP
Financials
5.77
1.39%
14.08.2013
51.27
48.93
45.23
44.17
0.000 -0.001 0.001 -0.025
0.000
0.000
0.000
0.000
BKS UN Equity BLKB UW Equity
Consumer Discretionary Information Technology
15.84 32.89
53.34 27.65
53.28 27.26
52.22 24.81
0.109 -0.022 -0.032 -0.084 -0.118 -0.125 -0.188 -0.155 -0.112 -0.190
0.008 0.001
0.003 0.001
0.002 0.001
0.001 0.006
0.001
0.001
28.08.2013
52.54 27.81
BARNES & NOBLE INC BLACKBAUD INC
1.05%
1.52%
04.09.2013
50.14
48.59
0.000
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.000
28.06.2013
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
At The Money Implied Volatilities by Terms
S&P 1000 Index
Ticker
Name
BMI UN Equity BADGER METER INC BMR UN Equity BIOMED REALTY TRUST INC BOBE UW Equity BOB EVANS FARMS BOH UN Equity BANK OF HAWAII CORP BPFH UW Equity BOSTON PRIVATE FINL HOLDING BR UN Equity BROADRIDGE FINANCIAL SOLUTIO BRC UN Equity BRADY CORPORATION - CL A BRE UN Equity BRE PROPERTIES INC BRKL UW Equity BROOKLINE BANCORP INC BRKS UW Equity BROOKS AUTOMATION INC BRLI UW Equity BIO-REFERENCE LABS INC BRO UN Equity BROWN & BROWN INC BRS UN Equity BRISTOW GROUP INC BTH UN Equity BLYTH INC BWLD UW Equity BUFFALO WILD WINGS INC BWS UN Equity BROWN SHOE COMPANY INC BXS UN Equity BANCORPSOUTH INC BYD UN Equity BOYD GAMING CORP BYI UN Equity BALLY TECHNOLOGIES INC CAB UN Equity CABELA'S INC CACI UN Equity CACI INTERNATIONAL INC -CL A CAKE UW Equity CHEESECAKE FACTORY INC/THE CALM UW Equity CAL-MAINE FOODS INC CAMP UW Equity CALAMP CORP CAS UN Equity CASTLE (A.M.) & CO CASY UW Equity CASEY'S GENERAL STORES INC CATM UW Equity CARDTRONICS INC CATO UN Equity CATO CORP-CLASS A CATY UW Equity CATHAY GENERAL BANCORP CBB UN Equity CINCINNATI BELL INC CBEY UW Equity CBEYOND INC CBK UN Equity CHRISTOPHER & BANKS CORP CBM UN Equity CAMBREX CORP CBOE UW Equity CBOE HOLDINGS INC CBR UN Equity CIBER INC CBRL UW Equity CRACKER BARREL OLD COUNTRY CBSH UW Equity COMMERCE BANCSHARES INC CBST UW Equity CUBIST PHARMACEUTICALS INC CBT UN Equity CABOT CORP CBU UN Equity COMMUNITY BANK SYSTEM INC CCC UN Equity CALGON CARBON CORP CCMP UW Equity CABOT MICROELECTRONICS CORP CCRN UW Equity CROSS COUNTRY HEALTHCARE INC CDI UN Equity CDI CORP CDNS UW Equity CADENCE DESIGN SYS INC CDR UN Equity CEDAR REALTY TRUST INC CEB UN Equity CORPORATE EXECUTIVE BOARD CO CEC UN Equity CEC ENTERTAINMENT INC CECO UW Equity CAREER EDUCATION CORP CENTA UW Equity CENTRAL GARDEN AND PET CO-A CENX UW Equity CENTURY ALUMINUM COMPANY CEVA UW Equity CEVA INC CFR UN Equity CULLEN/FROST BANKERS INC CGNX UW Equity COGNEX CORP CGX UN Equity CONSOLIDATED GRAPHICS INC CHCO UW Equity CITY HOLDING CO CHD UN Equity CHURCH & DWIGHT CO INC CHE UN Equity CHEMED CORP CHS UN Equity CHICO'S FAS INC CIEN UW Equity CIENA CORP CIR UN Equity CIRCOR INTERNATIONAL INC CJES UN Equity C&J ENERGY SERVICES INC CKH UN Equity SEACOR HOLDINGS INC CKP UN Equity CHECKPOINT SYSTEMS INC CLC UN Equity CLARCOR INC CLD UN Equity CLOUD PEAK ENERGY INC CLGX UN Equity CORELOGIC INC CLH UN Equity CLEAN HARBORS INC CLI UN Equity MACK-CALI REALTY CORP CLMS UW Equity CALAMOS ASSET MANAGEMENT-A CLP UN Equity COLONIAL PROPERTIES TRUST CLW UN Equity CLEARWATER PAPER CORP CMC UN Equity COMMERCIAL METALS CO CMN UN Equity CANTEL MEDICAL CORP CMP UN Equity COMPASS MINERALS INTERNATION CMTL UW Equity COMTECH TELECOMMUNICATIONS CNC UN Equity CENTENE CORP CNK UN Equity CINEMARK HOLDINGS INC CNL UN Equity CLECO CORPORATION CNMD UW Equity CONMED CORP CNQR UW Equity CONCUR TECHNOLOGIES INC CNW UN Equity CON-WAY INC COCO UW Equity CORINTHIAN COLLEGES INC COHR UW Equity COHERENT INC COHU UW Equity COHU INC COLB UW Equity COLUMBIA BANKING SYSTEM INC COO UN Equity COOPER COS INC/THE COR UN Equity CORESITE REALTY CORP CPLA UW Equity CAPELLA EDUCATION CO CPRT UW Equity COPART INC CPSI UW Equity COMPUTER PROGRAMS & SYSTEMS CPT UN Equity CAMDEN PROPERTY TRUST CPWR UW Equity COMPUWARE CORP CR UN Equity CRANE CO CREE UW Equity CREE INC CRI UN Equity CARTER'S INC CRK UN Equity COMSTOCK RESOURCES INC CRL UN Equity CHARLES RIVER LABORATORIES CROX UW Equity CROCS INC CRR UN Equity CARBO CERAMICS INC CRS UN Equity CARPENTER TECHNOLOGY CRUS UW Equity CIRRUS LOGIC INC CRVL UW Equity CORVEL CORP CRY UN Equity CRYOLIFE INC CRZO UW Equity CARRIZO OIL & GAS INC CSGS UW Equity CSG SYSTEMS INTL INC CSH UN Equity CASH AMERICA INTL INC CSL UN Equity CARLISLE COS INC CST UN Equity CST BRANDS INC CSTR UW Equity COINSTAR INC CTS UN Equity CTS CORP CUB UN Equity CUBIC CORP CUZ UN Equity COUSINS PROPERTIES INC CVBF UW Equity CVB FINANCIAL CORP CVD UN Equity COVANCE INC CVG UN Equity CONVERGYS CORP CVGW UW Equity CALAVO GROWERS INC CVLT UW Equity COMMVAULT SYSTEMS INC CW UN Equity CURTISS-WRIGHT CORP CXW UN Equity CORRECTIONS CORP OF AMERICA CY UW Equity CYPRESS SEMICONDUCTOR CORP CYBX UW Equity CYBERONICS INC CYH UN Equity COMMUNITY HEALTH SYSTEMS INC CYN UN Equity CITY NATIONAL CORP CYNO UW Equity CYNOSURE INC-A CYT UN Equity CYTEC INDUSTRIES INC
GICS_SECTOR_NAME
ATM Ref
Information Technology 44.62 Financials 20.25 Consumer Discretionary 47.26 Financials 50.48 Financials 10.66 Information Technology 26.27 Industrials 30.35 Financials 50.04 Financials 8.75 Information Technology 9.73 Health Care 28.91 Financials 32.21 Energy 65.87 Consumer Discretionary 13.88 Consumer Discretionary 98.31 Consumer Discretionary 21.36 Financials 17.66 Consumer Discretionary 11.30 Consumer Discretionary 56.33 Consumer Discretionary 66.01 Information Technology 62.33 Consumer Discretionary 41.75 Consumer Staples 47.47 Information Technology 14.38 Materials 15.98 Consumer Staples 60.72 Information Technology 27.57 Consumer Discretionary 24.82 Financials 20.46 Telecommunication Services 3.00 Telecommunication Services 7.95 Consumer Discretionary 6.73 Health Care 14.29 Financials 46.85 Information Technology 3.50 Consumer Discretionary 94.92 Financials 43.75 Health Care 49.96 Materials 37.98 Financials 30.60 Materials 16.86 Information Technology 33.02 Health Care 5.22 Industrials 14.28 Information Technology 14.60 Financials 5.25 Industrials 63.11 Consumer Discretionary 41.51 Consumer Discretionary 3.01 Consumer Staples 7.04 Materials 9.46 Information Technology 18.65 Financials 66.93 Information Technology 46.36 Industrials 46.89 Financials 38.99 Consumer Staples 61.05 Health Care 73.16 Consumer Discretionary 16.73 Information Technology 19.67 Industrials 51.09 Energy 19.06 Energy 83.43 Information Technology 14.14 Industrials 52.74 Energy 16.37 Information Technology 23.11 Industrials 51.10 Financials 24.81 Financials 10.50 Financials 23.88 Materials 47.08 Materials 14.53 Health Care 33.95 Materials 83.59 Information Technology 25.97 Health Care 51.96 Consumer Discretionary 28.10 Utilities 46.08 Health Care 30.89 Information Technology 81.13 Industrials 39.72 Consumer Discretionary 2.29 Information Technology 55.94 Information Technology 12.77 Financials 23.55 Health Care 117.80 Financials 31.09 Consumer Discretionary 41.55 Industrials 30.81 Health Care 48.70 Financials 69.44 Information Technology 10.44 Industrials 58.72 Information Technology 62.46 Consumer Discretionary 73.44 Energy 16.00 Health Care 41.35 Consumer Discretionary 16.13 Energy 66.04 Materials 45.50 Information Technology 16.91 Health Care 29.14 Health Care 6.15 Energy 28.72 Information Technology 21.91 Financials 45.96 Industrials 62.79 Consumer Discretionary 30.97 Consumer Discretionary 59.08 Information Technology 13.95 Industrials 48.59 Financials 10.13 Financials 11.88 Health Care 77.17 Information Technology 17.55 Consumer Staples 26.52 Information Technology 79.73 Industrials 37.28 Financials 34.19 Information Technology 10.58 Health Care 51.74 Health Care 47.71 Financials 63.28 Health Care 25.60 Materials 74.83
Dividend Yield
Next ExDividend Date
1.61% 4.79% 2.62% 3.57% 2.06% 2.89% 2.55% 3.20% 3.89% 3.29%
30.08.2013 27.09.2013 06.09.2013 28.08.2013 16.08.2013 13.09.2013 09.10.2013 13.09.2013 07.08.2013 04.09.2013
1.16% 1.59% 1.80%
05.08.2013 28.08.2013 01.10.2013
1.31% 0.23%
18.09.2013 13.09.2013
1.34% 1.60%
05.08.2013 05.08.2013
0.94% 1.19%
30.07.2013 31.10.2013
3.06% 0.98%
12.09.2013 04.09.2013
04.07.2014 1.54%
28.08.2013
3.16% 2.06%
16.10.2013 04.09.2013
2.40% 3.66%
28.08.2013 13.09.2013
3.64%
06.08.2013
3.81% 1.57% 2.53%
07.08.2013 13.09.2013 03.09.2013
3.02%
30.08.2013 28.08.2013
3.82% 1.93% 1.15% 1.37%
16.10.2013 15.08.2013 16.08.2013 10.09.2013
0.29%
14.08.2013
1.11%
09.10.2013
4.84% 4.95% 3.69%
03.10.2013 15.08.2013 08.08.2013
3.30% 0.23% 2.76% 4.24%
07.11.2013 15.01.2014 30.08.2013 21.10.2013
2.99% 3.15% 1.94%
21.08.2013 08.08.2013 11.09.2013
1.01%
15.11.2013
1.88% 1.95% 0.05% 3.95%
30.08.2013 05.08.2013 18.07.2013 25.09.2013
4.39% 3.74%
06.08.2013 27.09.2013
2.04%
28.08.2013
0.89%
28.08.2013
1.82% 1.60%
01.08.2013 30.08.2013
1.83%
11.09.2013
0.68% 0.30% 1.40%
29.07.2013 14.08.2013
1.00% 0.54% 2.47% 3.37%
02.10.2013 28.08.2013 09.08.2013 30.09.2013
1.37% 2.45%
18.09.2013 27.11.2013
1.10% 5.35% 4.16%
02.10.2013 01.10.2013 24.09.2013
2.05%
29.07.2013
0.73%
09.08.2013
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M 41.54 19.34 25.46 13.80 175.09 20.32 20.77 21.62 29.72 36.71 34.32 24.08 24.31 60.71 29.50 35.80 20.63 48.72 21.69 36.63 26.27 21.73 22.98 49.49 38.77 29.09 33.88 27.56 29.58 74.60 45.20 62.22 159.96 24.31
36.97 19.44 25.28 16.21 150.15 19.31 21.27 22.97 29.72 38.34 35.42 24.40 25.26 64.99 32.63 36.71 23.36 52.84 23.58 39.46 27.97 23.78 24.02 45.79 39.09 26.43 33.17 26.07 28.49 74.60 46.29 58.63 111.98 24.58
37.00 19.68 24.90 16.96 91.13 17.80 21.27 22.74 29.72 38.12 35.34 23.28 25.47 63.72 30.51 36.66 23.52 51.38 22.68 37.62 26.86 23.27 23.97 45.55 39.00 26.34 32.34 25.85 28.49 74.60 42.14 48.95 61.59 24.08
37.07 20.68 25.22 15.33 55.23 18.06 21.27 22.60 29.37 35.56 35.17 20.33 28.16 61.43 30.89 36.50 22.79 52.95 23.37 38.50 28.42 23.88 23.82 45.97 38.14 25.64 34.17 26.60 28.49 74.60 42.69 52.74 38.91 24.16
20.77 47.80 33.84 31.31 22.22 27.13 29.08 47.40 35.79 24.66 55.89 26.38 24.15 69.56 47.23 49.68 32.73 15.62 26.37 30.46 22.34 19.69 32.94 30.13 36.17 30.35 31.25 17.94 39.18 19.98 37.06 34.97 29.47 21.40 34.69 25.31 25.74 29.44 30.70 20.16 20.56 34.52 23.45 14.77 25.21 32.65 33.19 79.39 41.68 33.68 24.34 21.41 31.69 43.18 29.01 32.04 15.68 39.59 22.51 43.94 24.48 44.69 27.69 34.48 39.75 27.47 54.14
22.51 56.13 34.66 32.21 23.41 30.18 30.00 45.50 35.90 25.85 55.89 26.75 26.03 73.33 44.49 52.95 32.58 15.71 28.42 30.25 22.24 18.31 33.21 31.10 39.21 31.36 33.91 18.96 39.09 21.41 37.74 37.36 31.66 20.46 33.77 19.93 29.81 29.28 29.75 21.54 22.34 35.74 22.69 14.97 25.26 38.21 36.46 79.06 34.43 37.19 24.64 21.78 32.75 39.61 29.52 33.87 15.58 42.85 21.76 46.83 26.17 46.92 27.47 38.49 42.62 28.33 58.16
24.33 63.36 35.31 31.01 23.41 29.76 29.70 43.61 36.01 25.87 55.89 25.69 24.21 70.66 40.61 53.14 32.79 15.75 28.35 30.26 22.31 16.07 33.17 32.69 42.78 31.33 33.65 19.18 38.99 22.91 37.76 37.26 31.20 19.98 33.77 20.56 28.27 30.05 30.15 20.87 25.74 35.05 21.76 15.61 25.26 38.22 36.48 78.18 34.84 37.19 24.64 21.78 34.27 37.38 29.51 32.09 15.48 42.85 22.19 44.50 24.40 47.18 27.47 36.11 40.48 28.45 54.98
24.82 72.55 36.62 31.35 23.41 29.92 28.76 52.64 36.33 25.90 48.10 27.98 26.55 68.60 43.63 53.01 41.65 15.35 28.17 30.31 22.93 15.26 35.86 35.58 46.13 31.23 33.90 19.12 38.69 22.90 37.80 36.34 31.09 19.04 33.77 18.22 28.26 32.78 31.44 21.58 28.32 37.25 22.13 14.79 25.26 38.23 37.69 76.29 36.16 37.19 24.64 21.78 31.83 37.92 29.51 32.44 15.18 42.84 24.60 44.87 28.54 49.58 27.47 38.74 39.01 28.90 54.94
44.14 41.79 26.29 29.61 23.72 36.86 37.60 37.13 24.42 24.68 19.50 20.51 22.59 30.84 39.85 25.05 25.73 39.80 34.80 35.32 20.63 34.52 28.73
44.15 44.17 27.61 30.99 24.53 36.52 40.95 37.38 26.62 22.60 20.34 21.50 26.14 29.88 43.10 24.14 26.81 38.80 35.67 36.34 19.78 36.56 27.24
44.16 44.38 27.05 30.50 24.59 37.15 39.11 37.71 25.15 22.01 21.96 21.53 24.72 28.43 41.07 22.96 26.72 37.67 37.11 35.63 19.64 36.05 27.21
40.49 44.31 24.41 30.97 24.38 38.57 38.49 36.75 25.04 22.52 21.89 21.62 25.01 27.96 40.97 24.04 26.35 38.28 36.53 36.06 19.31 35.08 27.10
30.16
32.60
52.89 24.90
53.21 25.88
23.66
24.63
36.68 45.47
37.10 43.86
34.79
36.37
36.16
37.36
43.40
43.61
39.03 41.78
40.39 40.44
53.76
53.56
44.27
44.31
38.80
39.41
26.29 39.14
26.75 39.68
-0.389 0.029 -0.045 0.012 0.000 0.000 0.000 -0.036 0.000 0.021 -0.005 0.000 -0.208 -0.051 -0.220 -0.172 0.009 -0.249 -0.366 -0.224 -0.352 -0.198 -0.179 -0.109 -0.006 -0.028 -0.246 -0.074 -0.476 0.000 0.014 -0.266 0.002 -0.189
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-0.236 -1.145 -0.279 -0.167 0.000 -0.107 -0.039 0.000 -0.455 -0.074 0.000 -0.130 -0.054 0.013 0.000 -0.363 0.006 0.000 -0.127 -0.123 -0.119 0.009 -0.373 -0.160 -0.208 -0.235 -0.108 -0.013 -0.255 -0.120 -0.027 -0.233 -0.156 -0.065 0.000 -0.003 -0.030 -0.247 -0.375 -0.202 -0.127 -0.216 -0.192 0.000 0.000 -0.330 -0.395 0.006 -0.053 0.000 0.000 -0.193 -0.027 -0.233 0.243 -0.119 -0.109 0.054 -0.158 -0.150 -0.177 -0.035 -0.002 -0.203 -0.129 -0.194 -0.166
-0.271 -1.160 -0.254 -0.150 0.000 -0.220 -0.083 0.000 -0.457 -0.146 0.000 -0.201 -0.143 0.031 0.003 -0.324 -0.097 -0.011 -0.251 -0.242 -0.111 -0.028 -0.377 -0.095 -0.207 -0.351 -0.120 -0.170 -0.254 -0.170 -0.012 -0.301 -0.161 -0.180 0.000 0.007 -0.232 -0.355 -0.202 -0.265 -0.211 -0.247 -0.185 0.021 0.000 -0.310 -0.399 -0.013 -0.133 0.000 0.000 -0.249 -0.049 -0.247 0.202 -0.169 -0.109 0.108 -0.183 -0.177 -0.252 -0.078 -0.130 -0.217 -0.152 -0.290 -0.180
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-0.034 -0.188 -0.043 -0.215 -0.366 -0.292 -0.081 -0.121 -0.151 0.000 -0.007 -0.137 -0.124 -0.177 -0.242 -0.236 -0.169 -0.184 -0.097 -0.224 -0.048 -0.083 -0.173
-0.071 -0.161 -0.067 -0.244 -0.231 0.044 -0.143 -0.083 -0.113 0.000 -0.086 -0.138 -0.168 -0.157 -0.191 -0.184 -0.149 -0.117 -0.119 -0.132 -0.045 -0.086 -0.173
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.106 -0.087
-0.126 -0.103 -0.137 -0.077
-0.144 -0.137
-0.130 -0.114 -0.137 -0.113 -0.106 -0.092
-0.200 -0.122
-0.115 -0.095
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-0.136 -0.120
-0.139 -0.084
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0.011 -0.001 0.000 0.000 0.000 0.000 0.000 0.000 0.000 -0.001 0.019 0.000 0.005 0.001 0.008 0.002 0.000 0.005 0.011 0.003 0.009 0.005 0.005 0.004 -0.001 0.001 0.007 0.003 0.014 0.000 0.000 0.001 0.000 0.013
0.009 0.002 0.002 0.000 0.000 0.003 0.000 0.002 0.000 0.001 0.013 0.000 0.006 0.002 0.005 0.004 0.001 0.003 0.011 0.004 0.008 0.007 0.009 0.004 0.002 0.000 0.006 0.007 0.025 0.000 -0.001 0.007 0.000 0.015
0.009 0.004 0.004 0.002 0.000 0.007 0.000 0.004 0.000 0.004 0.012 0.000 0.004 0.001 0.003 0.004 0.002 0.002 0.008 0.002 0.006 0.006 0.009 0.001 0.004 0.000 0.005 0.007 0.026 0.000 -0.002 0.014 0.002 0.007
0.009 0.001 0.006 0.005 0.000 0.007 0.000 0.003 0.000 0.002 0.012 0.004 0.002 0.001 0.002 0.005 0.002 0.002 0.006 0.001 0.004 0.004 0.010 0.001 0.003 0.001 0.001 0.003 0.026 0.000 0.005 0.003 0.053 0.006
0.008 0.016 0.006 0.002 0.000 0.002 0.000 0.000 0.007 0.002 0.000 0.002 -0.001 0.000 0.000 0.010 0.000 0.000 0.000 0.006 0.002 -0.001 0.008 0.007 0.017 0.006 0.001 -0.001 0.003 0.001 0.004 0.007 0.002 0.001 0.000 0.000 0.012 0.004 0.006 0.006 0.003 0.007 0.002 0.000 0.000 0.006 0.008 0.000 0.016 0.000 0.000 0.003 0.000 0.003 0.006 0.002 0.002 0.001 0.001 0.009 0.001 0.006 0.003 0.004 0.009 0.007 0.009
0.009 0.006 0.006 0.002 0.000 0.003 0.001 0.000 0.007 0.004 0.000 0.003 0.001 0.001 0.000 0.008 0.003 0.000 0.000 0.012 0.002 0.001 0.009 0.009 0.009 0.011 0.004 0.004 0.003 0.002 0.007 0.010 0.004 0.004 0.000 0.000 0.004 0.009 0.004 0.008 0.005 0.006 0.002 0.000 0.000 0.004 0.007 0.000 0.034 0.000 0.000 0.005 -0.001 0.005 0.009 0.002 0.002 0.002 0.004 0.003 0.006 0.008 0.005 0.004 0.005 0.008 0.003
0.007 -0.005 0.005 0.003 0.000 0.001 0.001 0.000 0.007 0.004 0.000 0.003 0.004 0.002 0.000 0.005 0.005 0.000 0.000 0.011 0.002 0.006 0.006 0.007 0.005 0.011 0.006 0.012 0.003 0.004 0.007 0.006 0.004 0.007 0.000 0.000 0.004 0.008 0.002 0.006 0.003 0.004 0.002 0.000 0.000 0.004 0.004 0.000 0.033 0.000 0.000 0.005 -0.001 0.002 0.009 0.000 0.002 0.002 0.008 0.002 0.009 0.004 0.005 0.004 0.004 0.003 0.003
0.004 -0.035 0.002 0.003 0.000 0.002 0.003 0.000 0.007 0.004 0.000 0.004 0.005 0.002 0.004 0.003 -0.002 0.001 0.000 0.010 0.001 0.003 0.003 0.003 0.002 0.011 0.002 0.004 0.004 0.002 0.007 0.002 0.003 0.006 0.000 0.003 0.003 0.000 0.002 0.009 0.000 0.002 0.005 0.002 0.000 0.004 0.003 0.000 0.031 0.000 0.000 0.005 0.001 0.002 0.009 -0.001 0.002 0.002 0.001 0.001 0.002 0.001 0.005 0.002 0.006 0.006 0.001
0.000 0.005 0.001 0.002 0.009 0.008 0.011 0.001 0.005 0.000 0.000 0.001 -0.001 0.000 0.006 0.000 0.006 0.001 0.003 0.005 0.000 0.002 0.002
0.000 0.000 0.000 0.004 0.003 0.002 0.001 0.000 0.004 0.003 0.003 0.005 0.012 0.009 0.006 0.011 0.008 0.005 0.003 0.002 0.001 0.000 -0.003 0.000 0.006 0.005 0.003 0.000 0.000 0.000 0.000 0.000 0.001 0.003 0.003 0.002 0.001 0.004 0.002 0.002 0.004 0.003 0.003 0.002 0.001 0.003 0.007 0.004 0.007 0.007 0.005 0.003 0.004 0.002 0.004 0.002 0.003 0.005 0.003 0.002 0.000 0.001 0.001 0.003 0.001 0.003 0.002 0.002 0.002
0.001
0.001
0.001 0.004
0.001 0.003
0.003
0.002
0.001 0.001
0.001 0.001
0.001
0.001
0.003
0.001
0.001
0.000
0.001 0.001 -0.006 -0.001 0.000
0.000
0.001
0.001
0.001
0.001
0.002 0.002
0.001 0.001
28.06.2013
S&P 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM2 Ref
Dividend Yield
Next ExDividend Date
DAKT UW Equity DAKTRONICS INC
Information Technology
10.33
2.37%
10.12.2013
DAR UN Equity
DARLING INTERNATIONAL INC
Consumer Staples
18.96
DBD UN Equity
DIEBOLD INC
Information Technology
33.50
3.46%
30.08.2013
DCI UN Equity
DONALDSON CO INC
Industrials
35.80
1.31%
DCOM UW Equity DIME COMMUNITY BANCSHARES
Financials
15.40
3.64%
DDD UN Equity
Information Technology
DECK UW Equity DECKERS OUTDOOR CORP DEL 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
33.49
32.34
34.51
35.08
0.008 -0.017 -0.078 -0.131
0.000 -0.001 -0.002 0.002
26.97
28.11
26.87
27.04
-0.165 -0.169 -0.196 -0.198
0.001
0.002
0.004
0.003
24.78
26.46
26.43
26.33
-0.224 -0.069 -0.069 -0.067
0.003
0.001
0.001
0.001
21.08.2013
20.85
20.29
20.29
20.29
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
08.08.2013
173.06
173.06
173.06
71.35
0.000
0.000
0.000 -0.705
0.000
0.000
0.000
0.017
44.66
55.23
60.03
59.47
57.22
56.67
56.62
-0.141 -0.089 -0.078 -0.069 -0.062 -0.056
0.006
0.003
0.002
0.001
0.000
0.000
Consumer Discretionary
49.14
44.31
48.40
45.33
46.25
45.27
46.51
-0.229 -0.239 -0.201 -0.167 -0.165 -0.127
0.011
0.003
0.002
0.001
0.001
0.001
DELTIC TIMBER CORP
Materials
62.54
DF UN Equity
DEAN FOODS CO
Consumer Staples
10.10
32.55
35.63
34.53
35.19
34.74
34.97
-0.110 -0.226 -0.225 -0.125 -0.208 -0.139
-0.001 0.003
0.006
0.002
0.002
0.002
DGII UW Equity
DIGI INTERNATIONAL INC
Information Technology
9.51
36.26
35.48
36.37
35.77
-0.001 0.002 -0.002 -0.041
0.000
0.000
0.000
0.004
DGIT UW Equity
DIGITAL GENERATION INC
Consumer Discretionary
7.27
44.01
53.15
53.73
56.29
0.035 -0.053 -0.156 -0.150
-0.001 0.002
0.004
0.002
DHX UN Equity
DICE HOLDINGS INC
Information Technology
9.12
37.29
37.29
37.29
37.29
0.000
0.000
0.000
0.000
0.000
0.000
DIN UN Equity
DINEEQUITY INC
Consumer Discretionary
68.67
25.86
28.00
27.16
29.38
-0.334 -0.341 -0.261 -0.220
0.012
0.010
0.007
0.002
DIOD UW Equity
DIODES INC
Information Technology
26.04
34.79
36.98
36.26
36.86
-0.118 -0.196 -0.178 -0.177
0.001
0.004
0.006
0.002
DKS UN Equity
DICK'S SPORTING GOODS INC
Consumer Discretionary
51.09
0.98%
03.09.2013
22.83
24.59
24.73
25.88
-0.117 -0.224 -0.232 -0.171 -0.130 -0.108
0.001
0.004
0.006
0.003
0.000
0.001
DLX UN Equity
DELUXE CORP
Industrials
34.59
2.89%
22.08.2013
32.96
33.57
32.89
32.11
-0.066 -0.234 -0.388 -0.318
0.002
0.005
0.006
0.006
DMND UW Equity DIAMOND FOODS INC
Consumer Staples
20.51
37.64
39.39
41.50
43.02
-0.261 -0.187 -0.161 -0.178 -0.164 -0.114
0.018
0.013
0.007
0.003
0.002
0.002
DORM UW Equity DORMAN PRODUCTS INC
Consumer Discretionary
46.01
30.52
32.72
32.72
32.71
-0.075 -0.116 -0.116 -0.116
0.002
0.005
0.005
0.005
DPZ UN Equity
DOMINO'S PIZZA INC
Consumer Discretionary
58.80
29.03
30.84
28.53
28.96
-0.178 -0.245 -0.189 -0.164 -0.113 -0.120
0.006
0.006
0.006
0.002
0.000
0.001
DRC UN Equity
DRESSER-RAND GROUP INC
Energy
60.16
0.002
DRE UN Equity
DUKE REALTY CORP
Financials
DRH UN Equity
DIAMONDROCK HOSPITALITY CO
DRIV UW Equity
DIGITAL RIVER INC
DRQ UN Equity
DRIL-QUIP INC
0.000
0.000
3D SYSTEMS CORP
0.64%
4.37%
03.12.2013
11.09.2013
27.39
27.65
42.35
40.94
28.15
29.18
0.000
0.000
1.46%
11.09.2013
37.95
37.64
36.34
38.42
0.078 -0.082 -0.122 -0.085
0.007
0.006
0.004
15.78
4.31%
15.08.2013
29.18
25.40
25.87
26.86
0.014 -0.032 -0.096 -0.083
0.000
0.000
0.000 -0.003
Financials
9.31
3.87%
04.09.2013
26.40
25.88
25.61
29.84
0.000
0.004 -0.003 -0.065
0.000
0.000
0.000
0.001
Information Technology
18.88
37.04
42.19
40.42
41.07
-0.020 -0.016 -0.029 -0.048
0.003
0.003
0.001
0.002
Energy
89.32
25.09
26.22
26.03
26.95
-0.260 -0.234 -0.288 -0.191
0.004
0.004
0.006
0.004
DSPG UW Equity DSP GROUP INC
Information Technology
8.30
DST UN Equity
DST SYSTEMS INC
Information Technology
65.77
17.10
17.97
17.96
17.92
-0.005 -0.010 -0.010 -0.010
0.000
0.000
0.000
0.000
DTSI UW Equity
DTS INC
Information Technology
20.30
43.90
44.90
43.44
41.29
-0.024 -0.087 -0.118 -0.060
0.000
0.003
0.004
0.002
DV UN Equity
DEVRY INC
Consumer Discretionary
31.02
36.60
41.26
41.27
41.29
-0.132 -0.243 -0.243 -0.244
0.003
0.006
0.006
0.006
DW UN Equity
DREW INDUSTRIES INC
Consumer Discretionary
39.28
27.23
28.86
28.12
28.32
-0.229 -0.220 -0.231 -0.185
0.002
0.000
0.002
0.002
DWA UW Equity
DREAMWORKS ANIMATION SKG-A
Consumer Discretionary
25.72
38.29
38.18
35.61
37.52
-0.170 -0.192 -0.184 -0.098
0.006
0.007
0.005
0.002
DY UN Equity
DYCOM INDUSTRIES INC
Industrials
23.13
28.40
31.84
36.17
35.27
-0.055 -0.223 -0.265 -0.165
0.001
0.004
0.005
0.002
EAT UN Equity
BRINKER INTERNATIONAL INC
Consumer Discretionary
38.98
2.36%
11.09.2013
25.33
29.05
27.86
28.07
-0.030 -0.090 -0.141 -0.126
0.001
0.003
0.005
0.004
EBIX UW Equity
EBIX INC
Information Technology
9.42
4.19%
13.07.2013
81.07
81.47
76.55
96.04
-0.475 -0.490 -0.538 -0.301
0.009
0.006
0.010
0.001
EBS UN Equity
EMERGENT BIOSOLUTIONS INC
Health Care
14.44
40.68
40.72
39.08
38.27
-0.105 -0.188 -0.170 -0.131
0.002
0.003
0.003
0.002
ECPG UW Equity ENCORE CAPITAL GROUP INC
Financials
33.61
27.84
31.14
31.53
31.12
-0.043 -0.067 -0.067 -0.114
0.001
0.001
0.001
0.002
EE UN Equity
EL PASO ELECTRIC CO
Utilities
35.57
20.67
20.80
21.35
16.78
-0.002 0.003 -0.003 -0.126
0.000
0.000
0.000
0.004
EFII UW Equity
ELECTRONICS FOR IMAGING
Information Technology
28.06
35.00
31.74
32.02
32.68
-0.191 -0.148 -0.168 -0.146
0.001
0.002
0.004
0.003
EGL UN Equity
ENGILITY HOLDINGS INC
Industrials
28.50
EGN UN Equity
ENERGEN CORP
Energy
52.47
26.24
27.45
26.59
26.77
-0.116 -0.106 -0.134 -0.180
0.000
0.003
0.008
0.004
EGOV UW Equity NIC INC
Information Technology
16.40
33.90
34.78
34.90
34.28
-0.048 -0.142 -0.205 -0.169
0.000
0.001
0.001
0.001
EGP UN Equity
Financials
56.56
22.83
21.11
20.19
20.51
0.057 -0.109 -0.298 -0.253
-0.002 0.003
0.007
0.005
EHTH UW Equity EHEALTH INC
Financials
23.56
39.16
42.57
42.27
41.34
-0.237 -0.271 -0.269 -0.263
0.002
0.003
0.004
0.005
EIG UN Equity
EMPLOYERS HOLDINGS INC
Financials
24.40
0.98%
12.08.2013
85.42
83.96
78.88
52.97
-0.771 -0.468 -0.029 -0.322
0.009
0.005
0.000
0.013
ELY UN Equity
CALLAWAY GOLF COMPANY
Consumer Discretionary
6.70
0.60%
14.08.2013
36.15
36.04
35.93
35.60
-0.081 -0.080 -0.078 -0.074
0.001
0.001
0.001
0.002
EME UN Equity
EMCOR GROUP INC
Industrials
40.72
0.61%
17.07.2013
23.70
26.54
26.80
27.64
-0.119 -0.229 -0.255 -0.278
0.004
0.006
0.006
0.004
ENDP UW Equity ENDO HEALTH SOLUTIONS INC
Health Care
37.31
34.41
37.99
37.57
37.02
-0.370 -0.005 -0.043 -0.117 -0.094 -0.050
0.015 -0.002 0.000
0.001
ENR UN Equity
ENERGIZER HOLDINGS INC
Consumer Staples
22.89
26.02
25.96
25.75
-0.294 -0.375 -0.371 -0.361
0.006
0.009
0.009
0.009
ENS UN Equity
ENERSYS
Industrials
49.41
26.20
28.13
28.05
28.43
-0.382 -0.308 -0.223 -0.179
0.007
0.007
0.005
0.003
ENSG UW Equity ENSIGN GROUP INC/THE
Health Care
35.95
28.55
28.85
28.18
26.26
-0.220 -0.347 -0.262 -0.196
0.003
0.006
0.005
0.013
ENTR UW Equity ENTROPIC COMMUNICATIONS INC
Information Technology
4.20
46.17
51.52
51.53
51.55
-0.042 -0.081 -0.081 -0.080
-0.001 -0.002 -0.002 -0.002
ENZ UN Equity
ENZO BIOCHEM INC
Health Care
2.11
79.99
79.93
79.15
73.50
0.000
0.000
0.000
0.000
0.000
0.000
EPAY UW Equity
BOTTOMLINE TECHNOLOGIES (DE)
Information Technology
25.30
31.81
34.31
33.37
33.85
-0.021 -0.114 -0.185 -0.126
0.000
0.003
0.004
0.002
EPIQ UW Equity
EPIQ SYSTEMS INC
Information Technology
13.32
2.70%
05.11.2013
31.34
33.07
31.79
30.44
0.003 -0.006 -0.025 -0.103
0.000
0.000 -0.001 0.002
EPR UN Equity
EPR PROPERTIES
Financials
50.52
6.49%
29.07.2013
24.62
23.73
22.41
21.45
-0.115 -0.238 -0.261 -0.216
0.003
0.004
0.003
0.003
EQIX UW Equity
EQUINIX INC
Information Technology
38.22
39.86
37.30
38.03
-0.210 -0.136 -0.113 -0.085 0.042 -0.036
0.008
0.005
0.005
0.001 -0.002 0.000
EQY UN Equity
EQUITY ONE INC
Financials
22.82
3.86%
13.09.2013
21.59
18.83
17.80
20.94
0.031 -0.065 -0.168 -0.123
-0.001 0.002
0.004
0.001
ERA UN Equity
ERA GROUP INC
Energy
27.33
ESE UN Equity
ESCO TECHNOLOGIES INC
Industrials
33.08
1.03%
04.10.2013
31.71
30.87
29.88
29.80
-0.198 -0.141 -0.070 -0.145
0.002
0.002
0.001
0.004
ESI UN Equity
ITT EDUCATIONAL SERVICES INC
Consumer Discretionary
24.53
75.36
78.69
74.91
68.93
-0.186 -0.123 -0.113 -0.094 -0.083 -0.077
0.006
0.003
0.001
0.001
ESIO UW Equity
ELECTRO SCIENTIFIC INDS INC
Information Technology
10.76
2.97%
23.08.2013
41.07
39.54
37.64
39.01
-0.037 -0.075 -0.075 -0.143
0.000 -0.001 -0.001 0.002
ESL UN Equity
ESTERLINE TECHNOLOGIES CORP
Industrials
72.00
29.36
30.02
30.00
29.94
-0.086 -0.244 -0.243 -0.242
0.006
0.006
0.006
0.006
ESS UN Equity
ESSEX PROPERTY TRUST INC
Financials
160.10
3.14%
27.09.2013
20.30
20.62
18.97
19.57
-0.394 -0.417 -0.458 -0.284
0.009
0.011
0.015
0.008
ETH UN Equity
ETHAN ALLEN INTERIORS INC
Consumer Discretionary
29.14
1.44%
10.10.2013
34.17
38.39
38.34
38.17
-0.151 -0.280 -0.278 -0.272
0.004
0.008
0.008
0.008
EV UN Equity
EATON VANCE CORP
Financials
38.49
2.16%
31.07.2013
24.97
25.24
25.13
24.79
-0.070 -0.144 -0.143 -0.139
0.001
0.002
0.002
0.003
EWBC UW Equity EAST WEST BANCORP INC
Financials
27.39
2.41%
09.08.2013
20.44
20.39
20.33
19.74
-0.049 -0.049 -0.049 -0.187
0.000
0.000
0.000
0.004
EXAR UW Equity EXAR CORP
Information Technology
10.90
36.88
36.38
35.40
33.74
-0.116 -0.094 -0.060 -0.040
0.000
0.000
0.000
0.000
EXH UN Equity
EXTERRAN HOLDINGS INC
Energy
28.06
30.57
33.97
34.96
35.65
-0.183 -0.311 -0.284 -0.236
0.006
0.009
0.006
0.002
EXLS UW Equity
EXLSERVICE HOLDINGS INC
Information Technology
29.71
51.70
51.70
51.70
33.43
0.000
0.000
0.000
0.000
0.000
0.000
EXP UN Equity
EAGLE MATERIALS INC
Materials
68.43
38.87
40.82
41.34
41.65
-0.342 -0.250 -0.236 -0.193
0.010
0.005
0.003
0.002
EXPO UW Equity EXPONENT INC
Industrials
58.99
26.20
26.12
25.81
24.69
-0.086 -0.110 -0.158 -0.162
0.001
0.002
0.004
0.004
EXR UN Equity
Financials
42.27
23.47
22.18
21.35
22.27
-0.020 -0.158 -0.224 -0.125
-0.001 0.003
0.007
0.003
EZPW UW Equity EZCORP INC-CL A
Financials
17.10
35.67
37.39
36.61
35.93
-0.041 -0.081 -0.086 -0.100
0.002
0.003
0.001
0.002
FAF UN Equity
Financials
21.89
29.30
31.70
30.00
36.36
-0.133 -0.139 0.003 -0.295
0.002
0.003
0.002 -0.004
FARO UW Equity FARO TECHNOLOGIES INC
Information Technology
33.99
41.28
43.45
41.14
41.53
-0.096 -0.162 -0.144 -0.131
0.000
0.001
0.003
0.002
FBHS UN Equity
FORTUNE BRANDS HOME & SECURI
Industrials
38.97
35.26
35.10
33.83
36.58
-0.121 -0.183 -0.089 -0.194
0.010
0.008
0.009
0.004
FBP UN Equity
FIRST BANCORP PUERTO RICO
Financials
7.19
38.71
39.33
38.61
40.40
0.050 -0.084 -0.248 -0.163
-0.001 0.002
0.004
0.002
FCF UN Equity
FIRST COMMONWEALTH FINL CORP
Financials
7.34
FCFS UW Equity
FIRST CASH FINL SVCS INC
Financials
48.90
33.51
30.41
29.69
26.76
-0.169 -0.277 -0.287 -0.259
-0.002 0.000
0.005
0.004
FCN UN Equity
FTI CONSULTING INC
Industrials
33.38
34.01
35.35
34.40
35.69
-0.389 -0.316 -0.278 -0.255 -0.218 -0.166
0.010
0.006
0.005
0.002
FCS UN Equity
FAIRCHILD SEMICONDUCTOR INTE
Information Technology
13.79
42.28
38.82
38.83
38.86
-0.238 -0.277 -0.278 -0.281
0.006
0.008
0.008
0.008
FDS UN Equity
FACTSET RESEARCH SYSTEMS INC
Information Technology
102.22
1.41%
28.08.2013
19.19
21.18
23.08
24.51
-0.150 -0.300 -0.258 -0.215
0.010
0.010
0.008
0.004
FEIC UW Equity
FEI COMPANY
Information Technology
73.95
0.65%
07.10.2013
24.90
27.71
27.09
26.51
-0.193 -0.235 -0.228 -0.270
0.002
0.003
0.004
0.008
FELE UW Equity
FRANKLIN ELECTRIC CO INC
Industrials
34.18
0.92%
06.08.2013
31.12
33.84
36.94
31.80
0.000
0.016
0.025 -0.081
0.000
0.000
0.000
0.001
FFBC UW Equity
FIRST FINANCIAL BANCORP
Financials
14.99
7.34%
28.08.2013
23.79
23.74
23.74
23.74
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
FFIN UW Equity
FIRST FINL BANKSHARES INC
Financials
56.33
1.86%
13.09.2013
25.35
25.05
26.37
27.23
-0.002 -0.021 -0.048 -0.071
0.000
0.000
0.001
0.001
FHN UN Equity
FIRST HORIZON NATIONAL CORP
Financials
11.33
2.12%
11.09.2013
29.47
28.78
28.78
28.76
-0.070 -0.148 -0.148 -0.147
0.001
0.002
0.002
0.002
FICO UN Equity
FAIR ISAAC CORP
Information Technology
46.27
0.26%
10.09.2013
26.01
27.57
26.78
26.30
-0.144 -0.247 -0.211 -0.164
0.003
0.005
0.005
0.004
FII UN Equity
FEDERATED INVESTORS INC-CL B
Financials
27.68
3.47%
08.08.2013
36.04
34.32
33.30
30.92
-0.318 -0.268 -0.180 -0.162
0.005
0.007
0.006
0.003
FINL UW Equity
FINISH LINE/THE - CL A
Consumer Discretionary
21.20
1.42%
28.08.2013
41.32
36.22
36.22
36.22
-0.110 -0.180 -0.180 -0.180
0.005
0.011
0.011
0.011
FIRE UW Equity
SOURCEFIRE INC
Information Technology
55.65
50.96
54.44
50.53
50.65
-0.250 -0.230 -0.239 -0.160 -0.124 -0.103
0.006
0.002
0.002
0.001
FIX UN Equity
COMFORT SYSTEMS USA INC
Industrials
15.33
1.30%
28.08.2013
29.19
31.04
34.63
35.05
0.025 -0.050 -0.198 -0.186
0.000 -0.001 -0.004 -0.003
FL UN Equity
FOOT LOCKER INC
Consumer Discretionary
34.25
2.39%
16.10.2013
25.85
26.20
26.82
28.08
-0.176 -0.228 -0.216 -0.169 -0.137 -0.116
0.003
0.003
0.003
0.002
FLO UN Equity
FLOWERS FOODS INC
Consumer Staples
21.58
2.11%
28.08.2013
24.31
26.36
26.14
26.46
-0.028 -0.067 -0.088 -0.081
0.000
0.001
0.002
0.003
FMBI UW Equity
FIRST MIDWEST BANCORP INC/IL
Financials
13.73
1.75%
02.10.2013
28.90
28.90
28.90
28.90
0.000
0.000
0.000
0.000
0.000
0.000
FMER UW Equity FIRSTMERIT CORP
Financials
20.35
3.14%
29.08.2013
21.56
25.42
26.18
24.03
-0.005 0.008 -0.007 -0.074
0.000
0.000
0.000
0.002
FNB UN Equity
FNB CORP
Financials
12.03
3.99%
04.09.2013
23.23
23.23
23.23
23.23
0.000
0.000
0.000
0.000
0.000
0.000
FNF UN Equity
FIDELITY NATIONAL FINL-A
Financials
23.71
2.87%
16.09.2013
31.82
31.49
30.93
31.49
-0.201 -0.274 -0.258 -0.188
0.003
0.007
0.008
0.003
FNFG UW Equity FIRST NIAGARA FINANCIAL GRP
Financials
10.02
3.19%
31.07.2013
23.07
25.65
24.17
24.43
-0.001 0.002
0.008 -0.102
0.000
0.000
0.000
0.003
FNGN UW Equity FINANCIAL ENGINES INC
Financials
47.21
32.81
33.91
34.09
35.17
-0.119 -0.238 -0.232 -0.149
0.003
0.005
0.005
0.003
FNP UN Equity
FIFTH & PACIFIC COS INC
Consumer Discretionary
22.39
37.29
40.14
40.23
40.33
-0.203 -0.232 -0.210 -0.157 -0.118 -0.102
0.004
0.005
0.003
0.002
FOR UN Equity
FORESTAR GROUP INC
Financials
20.21
39.64
40.41
40.29
39.93
-0.089 -0.182 -0.182 -0.182
0.001
0.001
0.001
0.002
FORR UW Equity FORRESTER RESEARCH INC
Information Technology
37.02
22.25
21.78
21.27
22.10
-0.098 -0.071 -0.041 -0.115
0.000
0.000
0.000
0.003
FRAN UW Equity FRANCESCAS HOLDINGS CORP
Consumer Discretionary
0.003
0.001
FRED UW Equity FRED'S INC-CLASS A
Consumer Discretionary
FRT UN Equity
FEDERAL REALTY INVS TRUST
Financials
FSP UA Equity
FRANKLIN STREET PROPERTIES C
Financials
FSS UN Equity
FEDERAL SIGNAL CORP
Industrials
FST UN Equity
FOREST OIL CORP
Energy
4.11
FUL UN Equity
H.B. FULLER CO.
Materials
38.95
1.04%
FULT UW Equity
FULTON FINANCIAL CORP
Financials
11.54
FWRD UW Equity FORWARD AIR CORPORATION
Industrials
38.69
GB UN Equity
GREATBATCH INC
Health Care
32.95
GBCI UW Equity
GLACIER BANCORP INC
Financials
22.43
GCO UN Equity
GENESCO INC
Consumer Discretionary
GDI UN Equity
GARDNER DENVER INC
GEF UN Equity GEO UN Equity
EASTGROUP PROPERTIES INC
EXTRA SPACE STORAGE INC FIRST AMERICAN FINANCIAL
100.52
1.86%
09.08.2013
1.23%
29.11.2013
3.08%
10.09.2013
1.12%
15.08.2013
3.89%
18.09.2013
1.59% 0.57%
16.08.2013 30.09.2013
186.92
0.73% 3.83% 1.64%
3.27%
02.10.2013 18.09.2013 30.09.2013
35.69
37.45
67.62
34.49
36.67
67.45
0.000
0.000
0.000
0.000
0.002
0.001
0.002
0.002
0.002
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.002
0.001
31.07.2013 34.41
48.65 28.96
40.60
34.67
49.76 29.55
40.80
0.000 0.000
0.000 0.000
1.62%
03.09.2013
38.98
42.67
47.56
48.81
-0.224 -0.241 -0.207 -0.177 -0.144 -0.132
0.008
0.006
15.99
1.63%
04.09.2013
35.37
32.23
30.54
29.48
0.012 -0.026 -0.116 -0.180
0.000
0.000 -0.001 0.003
103.11
3.03%
20.09.2013
24.49
18.37
18.35
18.30
-0.184 -0.119 -0.118 -0.116
0.004
0.005
0.005
0.005
13.21
5.75%
24.07.2013
28.92
28.26
27.08
25.69
-0.002 0.003 -0.003 -0.056
0.000
0.000
0.000
0.002
8.97
1.11%
11.09.2013
45.81
45.70
45.60
45.27
-0.248 -0.248 -0.248 -0.247
0.002
0.003
0.003
0.003
62.83
65.17
65.60
65.62
-0.171 -0.304 -0.252 -0.132 -0.119 -0.132
0.004
0.007
0.005
0.001
16.07.2013
25.20
25.43
25.39
25.28
-0.069 -0.141 -0.140 -0.139
0.001
0.003
0.003
0.003
2.08%
03.10.2013
21.26
21.26
21.35
22.66
0.000
0.000 -0.016 -0.104
0.000
0.000
0.000
0.000
1.14%
23.08.2013 24.72
24.70
24.67
24.60
-0.169 -0.169 -0.169 -0.169
0.001
0.002
0.002
0.002
2.63%
11.10.2013
27.65
27.63
26.53
26.15
-0.054 -0.112 -0.117 -0.098
0.002
0.003
0.003
0.001
66.90
0.90%
10.10.2013
28.79
30.62
33.39
34.01
-0.084 -0.185 -0.314 -0.221
0.000
0.003
0.005
0.002
Industrials
75.20
0.07%
16.08.2013
5.37
5.78
5.25
11.82
0.086 -0.099 -0.337 -0.191
-0.002 0.002
0.007
0.005
GREIF INC-CL A
Materials
52.16
3.30%
16.09.2013
23.29
23.82
25.41
26.49
-0.110 -0.246 -0.279 -0.236
0.004
0.008
0.007
0.004
GEO GROUP INC/THE
Financials
33.99
2.05%
19.08.2013
30.35
31.62
30.13
31.63
-0.112 -0.162 -0.131 -0.079
0.002
0.003
0.002
0.001
GEOS UW Equity GEOSPACE TECHNOLOGIES CORP
Energy
68.34
47.67
48.62
48.49
46.28
-0.213 -0.250 -0.196 -0.063
0.001
0.003
0.001
0.000
GES UN Equity
GUESS? INC
Consumer Discretionary
30.88
2.59%
03.09.2013
25.69
30.39
35.49
35.91
-0.236 -0.246 -0.238 -0.195 -0.113 -0.107
0.007
0.008
0.004
0.002
GFF UN Equity
GRIFFON CORP
Industrials
11.22
0.89%
28.08.2013
45.63
39.83
38.66
38.91
-0.032 -0.121 -0.199 -0.240
0.000
0.000
0.000
0.003
GGG UN Equity
GRACO INC
Industrials
62.82
1.67%
24.10.2013
23.37
24.31
24.24
24.04
-0.170 -0.213 -0.212 -0.208
0.003
0.004
0.004
0.004
GHL UN Equity
GREENHILL & CO INC
Financials
45.80
3.93%
03.09.2013
36.06
32.98
32.78
34.05
-0.072 -0.210 -0.213 -0.127
0.000
0.004
0.007
0.001
GIFI UW Equity GK UW Equity
GULF ISLAND FABRICATION INC G & K SERVICES INC -CL A
Energy Industrials
19.40 48.07
2.68% 2.10%
12.08.2013 17.09.2013
43.63 32.34
44.72 31.51
43.89 30.73
43.79 31.32
-0.297 -0.340 -0.274 -0.195 -0.089 -0.076 -0.078 0.104
0.006 0.001
0.006 0.001
0.004 0.001
0.002 0.000
27.11
49.25
65.31
36.63
49.41
64.99
37.41
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
28.06.2013
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Ticker
Name
GLT UN Equity GLATFELTER GMCR UW Equity GREEN MOUNTAIN COFFEE ROASTE GMT UN Equity GATX CORP GNCMA UW EquityGENERAL COMMUNICATION INC-A GNTX UW Equity GENTEX CORP GOV UN Equity GOVERNMENT PROPERTIES INCOME GPI UN Equity GROUP 1 AUTOMOTIVE INC GPN UN Equity GLOBAL PAYMENTS INC GPOR UW Equity GULFPORT ENERGY CORP GSM UW Equity GLOBE SPECIALTY METALS INC GTAT UW Equity GT ADVANCED TECHNOLOGIES INC GTIV UW Equity GENTIVA HEALTH SERVICES GTY UN Equity GETTY REALTY CORP GVA UN Equity GRANITE CONSTRUCTION INC GWR UN Equity GENESEE & WYOMING INC-CL A GXP UN Equity GREAT PLAINS ENERGY INC GY UN Equity GENCORP INC HAE UN Equity HAEMONETICS CORP/MASS HAFC UW Equity HANMI FINANCIAL CORPORATION HAIN UW Equity HAIN CELESTIAL GROUP INC HAYN UW Equity HAYNES INTERNATIONAL INC HBHC UW Equity HANCOCK HOLDING CO HBI UN Equity HANESBRANDS INC HCC UN Equity HCC INSURANCE HOLDINGS INC HCSG UW Equity HEALTHCARE SERVICES GROUP HE UN Equity HAWAIIAN ELECTRIC INDS HELE UW Equity HELEN OF TROY LTD HF UN Equity HFF INC-CLASS A HFC UN Equity HOLLYFRONTIER CORP HGR UN Equity HANGER INC HHS UN Equity HARTE-HANKS INC HI UN Equity HILLENBRAND INC HIBB UW Equity HIBBETT SPORTS INC HII UN Equity HUNTINGTON INGALLS INDUSTRIE HITK UW Equity HI-TECH PHARMACAL CO INC HITT UW Equity HITTITE MICROWAVE CORP HIW UN Equity HIGHWOODS PROPERTIES INC HLIT UW Equity HARMONIC INC HLX UN Equity HELIX ENERGY SOLUTIONS GROUP HMA UN Equity HEALTH MGMT ASSOCIATES INC-A HME UN Equity HOME PROPERTIES INC HMN UN Equity HORACE MANN EDUCATORS HMSY UW Equity HMS HOLDINGS CORP HNI UN Equity HNI CORP HNT UN Equity HEALTH NET INC HOLX UW Equity HOLOGIC INC HOMB UW Equity HOME BANCSHARES INC HOS UN Equity HORNBECK OFFSHORE SERVICES HPT UN Equity HOSPITALITY PROPERTIES TRUST HPY UN Equity HEARTLAND PAYMENT SYSTEMS IN HR UN Equity HEALTHCARE REALTY TRUST INC HRC UN Equity HILL-ROM HOLDINGS INC HSC UN Equity HARSCO CORP HSH UN Equity HILLSHIRE BRANDS CO HSIC UW Equity HENRY SCHEIN INC HSII UW Equity HEIDRICK & STRUGGLES INTL HSNI UW Equity HSN INC HSTM UW Equity HEALTHSTREAM INC HTLD UW Equity HEARTLAND EXPRESS INC HTSI UN Equity HARRIS TEETER SUPERMARKETS I HUB/B UN Equity HUBBELL INC -CL B HUBG UW Equity HUB GROUP INC-CL A HVT UN Equity HAVERTY FURNITURE HW UN Equity HEADWATERS INC HWAY UW Equity HEALTHWAYS INC HWKN UW Equity HAWKINS INC HZO UN Equity MARINEMAX INC IART UW Equity INTEGRA LIFESCIENCES HOLDING IBKR UW Equity INTERACTIVE BROKERS GRO-CL A IBOC UW Equity INTERNATIONAL BANCSHARES CRP ICON UW Equity ICONIX BRAND GROUP INC ICUI UW Equity ICU MEDICAL INC IDA UN Equity IDACORP INC IDCC UW Equity INTERDIGITAL INC IDTI UW Equity INTEGRATED DEVICE TECH INC IDXX UW Equity IDEXX LABORATORIES INC IEX UN Equity IDEX CORP IGTE UW Equity IGATE CORP IILG UW Equity INTERVAL LEISURE GROUP IIVI UW Equity II-VI INC IM UN Equity INGRAM MICRO INC-CL A IN UN Equity INTERMEC INC INDB UW Equity INDEPENDENT BANK CORP/MA INFA UW Equity INFORMATICA CORP INGR UN Equity INGREDION INC ININ UW Equity INTERACTIVE INTELLIGENCE GRO INT UN Equity WORLD FUEL SERVICES CORP IO UN Equity ION GEOPHYSICAL CORP IPAR UW Equity INTER PARFUMS INC IPCC UW Equity INFINITY PROPERTY & CASUALTY IPCM UW Equity IPC THE HOSPITALIST CO IPHS UW Equity INNOPHOS HOLDINGS INC IPI UN Equity INTREPID POTASH INC IPXL UW Equity IMPAX LABORATORIES INC IRBT UW Equity IROBOT CORP IRC UN Equity INLAND REAL ESTATE CORP IRF UN Equity INTL RECTIFIER CORP ISCA UW Equity INTL SPEEDWAY CORP-CL A ISIL UW Equity INTERSIL CORP-A IT UN Equity GARTNER INC ITG UN Equity INVESTMENT TECHNOLOGY GROUP ITRI UW Equity ITRON INC ITT UN Equity ITT CORP IVAC UW Equity INTEVAC INC IVC UN Equity INVACARE CORP JACK UW Equity JACK IN THE BOX INC JAH UN Equity JARDEN CORP JAKK UW Equity JAKKS PACIFIC INC JBHT UW Equity HUNT (JB) TRANSPRT SVCS INC JBLU UW Equity JETBLUE AIRWAYS CORP JBT UN Equity JOHN BEAN TECHNOLOGIES CORP JCOM UW Equity J2 GLOBAL INC JJSF UW Equity J & J SNACK FOODS CORP JKHY UW Equity JACK HENRY & ASSOCIATES INC JLL UN Equity JONES LANG LASALLE INC JNS UN Equity JANUS CAPITAL GROUP INC JOSB UW Equity JOS A BANK CLOTHIERS INC JW/A UN Equity WILEY (JOHN) & SONS-CLASS A KALU UW Equity KAISER ALUMINUM CORP KAMN UN Equity KAMAN CORP KBH UN Equity KB HOME KBR UN Equity KBR INC KDN UN Equity KAYDON CORP KELYA UW Equity KELLY SERVICES INC -A KEX UN Equity KIRBY CORP KFY UN Equity KORN/FERRY INTERNATIONAL
GICS_SECTOR_NAME
ATM2 Ref
Materials Consumer Staples Industrials Telecommunication Services Consumer Discretionary Financials Consumer Discretionary Information Technology Energy Materials Information Technology Health Care Financials Industrials Industrials Utilities Industrials Health Care Financials Consumer Staples Materials Financials Consumer Discretionary Financials Industrials Utilities Consumer Discretionary Financials Energy Health Care Consumer Discretionary Consumer Discretionary Consumer Discretionary Industrials Health Care Information Technology Financials Information Technology Energy Health Care Financials Financials Health Care Industrials Health Care Health Care Financials Energy Financials Information Technology Financials Health Care Industrials Consumer Staples Health Care Industrials Consumer Discretionary Health Care Industrials Consumer Staples Industrials Industrials Consumer Discretionary Materials Health Care Materials Consumer Discretionary Health Care Financials Financials Consumer Discretionary Health Care Utilities Information Technology Information Technology Health Care Industrials Information Technology Consumer Discretionary Industrials Information Technology Information Technology Financials Information Technology Consumer Staples Information Technology Energy Energy Consumer Staples Financials Health Care Materials Materials Health Care Consumer Discretionary Financials Information Technology Consumer Discretionary Information Technology Information Technology Financials Information Technology Industrials Information Technology Health Care Consumer Discretionary Consumer Discretionary Consumer Discretionary Industrials Industrials Industrials Information Technology Consumer Staples Information Technology Financials Financials Consumer Discretionary Consumer Discretionary Materials Industrials Consumer Discretionary Industrials Industrials Industrials Industrials Industrials
25.26 73.84 47.99 7.82 23.05 25.21 64.00 46.94 46.44 11.12 4.11 11.42 20.58 29.88 85.69 22.44 16.52 41.56 17.63 65.41 47.37 30.03 51.03 42.74 24.08 25.04 38.99 18.12 42.70 31.97 8.94 23.50 56.20 56.59 34.18 56.68 35.46 6.28 23.21 15.59 65.48 24.82 23.82 36.42 31.70 19.04 26.32 53.62 26.19 36.66 25.59 33.40 23.16 32.97 95.24 16.91 53.92 25.44 13.87 47.17 98.56 36.62 23.21 9.20 17.06 39.38 11.48 36.48 16.54 22.78 29.63 72.92 47.93 44.19 7.97 90.72 53.80 16.52 20.01 16.41 19.18 9.87 34.35 35.68 65.60 51.88 39.75 5.96 29.33 58.67 51.27 47.22 19.09 19.50 39.25 10.16 20.92 31.77 7.88 58.17 14.08 42.47 29.82 5.66 14.61 39.25 43.75 10.47 71.36 6.08 21.33 41.86 76.11 47.62 92.21 8.61 40.39 40.02 62.49 34.57 19.70 32.65 27.34 17.30 78.83 17.96
Dividend Yield
Next ExDividend Date
1.58%
04.10.2013
2.67%
13.09.2013
2.47% 6.82% 1.02% 0.17%
07.10.2013 24.07.2013 04.09.2013 16.08.2013
2.70%
30.08.2013
4.18% 1.31%
24.09.2013 30.09.2013
3.94%
28.08.2013
1.98% 3.20% 1.63% 1.26% 2.83% 5.27%
04.09.2013 05.09.2013 16.08.2013 03.10.2013 31.07.2013 15.08.2013
3.75%
10.09.2013
3.91% 3.35%
11.09.2013 16.09.2013
0.71%
28.08.2013
4.79%
22.08.2013
4.40% 3.38%
14.08.2013 19.09.2013
2.86%
16.08.2013
1.14%
12.08.2013
7.18% 0.85% 4.85% 1.65% 3.56% 2.00%
24.07.2013 23.08.2013 13.08.2013 11.09.2013 15.10.2013 29.08.2013
3.08% 1.41%
07.08.2013 03.09.2013
0.58% 1.27% 1.93%
25.09.2013 04.09.2013 26.09.2013
0.69%
23.08.2013
1.83%
18.09.2013
2.42% 2.02%
30.08.2013 27.09.2013
3.34% 0.86%
08.08.2013 07.10.2013
1.77% 2.20%
16.10.2013 24.02.2014 06.09.2013
2.62%
26.09.2013
2.35%
03.10.2013
0.38%
18.09.2013
1.64% 2.22%
25.09.2013 11.09.2013
2.44%
16.10.2013
5.61%
29.07.2013
0.76% 6.09%
28.05.2014 09.08.2013
1.41%
28.08.2013
0.34%
02.10.2013
2.67% 0.90%
01.07.2013 11.09.2013 31.07.2013
1.69% 2.41% 0.92% 1.72% 0.56% 3.25%
04.09.2013 15.08.2013 13.09.2013 05.09.2013 15.11.2013 08.08.2013
1.87% 1.95% 2.08% 0.51% 0.98% 3.07% 1.16%
27.09.2013 26.07.2013 10.10.2013 30.07.2013 13.09.2013 12.09.2013 15.08.2013
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
27.52 54.59 26.33 39.24 27.95 19.36 29.19 24.34 52.50 35.16 83.44 83.42 22.72 31.11 28.14 16.26 38.51 25.04 24.16 25.65 34.39 45.83 25.75 42.77
29.10 59.78 24.91 40.67 29.35 19.84 31.73 25.95 55.81 35.23 82.25 74.27 23.43 32.70 30.33 17.42 36.32 25.03 24.54 26.60 34.77 50.52 27.99 42.77
29.23 54.01 24.29 42.49 27.64 21.55 31.46 25.92 53.60 35.19 79.18 74.26 22.79 31.91 29.64 16.70 36.33 25.92 25.96 26.61 34.74 50.52 27.07 42.77
29.12 54.04 27.26 41.20 28.53 20.04 32.19 25.84 52.33 35.54 84.32 74.25 23.88 33.74 29.97 17.80 36.35 23.26 26.41 26.62 34.27 50.52 27.99 42.77
54.29 32.12 36.32 35.70 86.48 45.33 24.58 24.84 23.57 42.45 24.68 20.53 37.16 35.25 51.07 12.47 24.36 39.22 31.81 36.16 31.27 54.85 45.82 24.91 27.92 24.44 32.06 27.44 33.58 15.84 38.98 24.69 37.56 93.76 25.21 42.04 32.14 33.79 49.95 43.44
54.29 29.97 36.30 36.73 59.59 43.16 23.40 25.38 24.79 41.58 26.58 23.44 37.15 36.70 51.30 10.93 24.95 40.67 30.87 39.02 32.31 53.44 44.99 24.39 30.61 24.25 31.32 32.45 33.99 17.62 37.24 27.17 38.87 93.76 34.18 25.39 30.06 34.14 55.25 45.86
51.93 29.87 35.08 36.47 28.98 40.30 22.96 25.53 25.22 41.24 26.24 23.44 37.14 36.65 51.34 11.28 24.95 40.51 31.20 37.32 31.40 29.24 42.08 24.26 29.01 24.25 29.83 28.39 32.76 18.32 35.22 26.06 38.55 93.76 39.60 22.64 28.32 33.83 55.25 45.94
27.94 29.56 34.36 37.36 43.72 40.65 22.19 25.95 25.81 41.69 29.06 23.44 37.29 38.37 51.43 14.05 24.95 39.97 31.08 37.98 31.22 28.00 41.71 25.20 27.26 24.25 26.41 26.25 29.90 18.83 30.53 23.79 41.00 60.10 25.88 22.69 28.92 33.35 55.22 46.16
49.73 36.07 23.88 100.25 29.04 45.51 36.02 43.90 35.59 23.89 35.50 38.84 33.41 32.81 21.81
48.86 34.85 22.26 78.75 33.22 39.76 36.02 40.29 39.48 24.73 30.67 35.87 33.88 31.73 21.52
47.92 33.54 22.51 78.75 33.01 39.66 36.02 38.47 39.50 23.83 26.88 37.13 32.16 30.24 21.36
48.64 33.77 22.81 78.75 32.66 39.37
18.46 37.99 20.80 36.59 23.95 40.13 45.35 22.04 30.09 26.46 28.80 41.52 52.29 21.85 29.68 27.93 35.01 21.49 29.53 26.65 20.58 48.20 41.50 24.19 26.51 38.20 25.83 35.56 29.67 28.98
18.46 41.15 22.09 39.62 27.83 44.06 45.71 22.04 31.66 25.77 30.80 41.38 55.12 24.62 30.97 26.85 37.02 23.39 32.52 31.28 23.33 47.29 40.47 24.15 27.23 37.35 24.27 35.86 29.10 29.72
18.46 39.00 21.95 38.76 27.81 44.06 45.85 22.04 31.42 24.84 31.07 41.45 50.60 25.06 34.85 25.25 36.93 22.63 31.41 31.28 22.95 45.93 40.39 23.79 26.38 34.81 24.02 34.26 28.35 28.57
18.46 38.82 22.40 39.99 27.74 44.06 46.24 22.30 31.13 22.60 31.94 42.19 50.24 25.04 32.63 23.61 37.47 25.42 30.90 31.27 23.44 45.39 40.21 25.47 26.78 39.82 24.13 34.35 28.48 28.62
18.28 25.03 31.08 34.97 34.38 24.92 51.01 46.76 29.83 26.64 29.53 24.41 30.12
17.28 26.51 31.28 36.41 34.38 26.33 52.11 48.02 31.04 25.97 31.71 26.39 32.01
15.94 26.46 31.80 38.77 34.38 25.86 43.19 49.54 30.54 24.85 31.61 26.06 33.73
17.62 28.74 32.43 39.90 27.90 26.40 26.40 48.97 32.26 24.14 31.30 27.46 35.69
38.28 39.55 22.77 24.66 38.70 31.84 31.21 21.66
49.34
49.87
37.95
38.35
27.76
26.89
22.20
23.66
39.49
39.59
38.70
39.42
24.58 36.43
25.05 37.74
47.88
47.42
-0.064 -0.295 -0.240 0.000 -0.114 0.025 -0.087 -0.142 -0.274 0.000 0.022 -0.103 0.018 -0.150 -0.246 -0.001 -0.120 -0.120 0.010 -0.162 -0.211 0.000 -0.371 0.000
-0.147 -0.259 -0.200 0.004 -0.201 -0.044 -0.111 -0.264 -0.253 -0.112 -0.047 -0.120 -0.034 -0.253 -0.349 0.002 -0.211 0.207 -0.020 -0.191 -0.257 0.000 -0.313 0.000
-0.182 -0.224 -0.255 0.006 -0.179 -0.110 -0.121 -0.263 -0.221 -0.262 -0.146 -0.120 -0.102 -0.221 -0.295 -0.003 -0.207 0.457 -0.081 -0.192 -0.263 0.000 -0.267 0.000
-0.162 -0.184 -0.167 -0.130 0.028 -0.019 -0.120 -0.088 -0.127 -0.260 -0.181 -0.180 -0.114 -0.120 -0.066 -0.172 -0.239 -0.095 -0.197 -0.109 -0.105 -0.195 -0.175 0.000 -0.198 0.000
0.002 0.012 0.002 0.000 0.001 0.000 0.001 0.004 0.008 0.000 -0.001 0.000 -0.001 0.002 0.018 0.000 0.005 -0.001 0.000 0.006 0.004 0.000 0.012 0.000
0.003 0.003 0.003 0.000 0.005 0.001 0.003 0.007 0.003 0.000 0.001 0.000 0.001 0.005 0.009 0.000 0.010 0.001 0.001 0.009 0.006 0.000 0.011 0.000
0.000 -0.076 -0.065 -0.251 0.812 -0.289 -0.196 -0.090 -0.172 -0.100 -0.233 -0.113 -0.114 -0.247 -0.297 0.010 0.000 -0.292 -0.169 -0.260 -0.194 0.018 -0.328 -0.064 -0.036 -0.066 -0.215 0.032 0.148 -0.063 -0.197 -0.050 -0.178 0.000 -0.021 -0.639 0.007 -0.105 -0.026 -0.100
0.000 -0.165 -0.137 -0.203 1.003 -0.253 -0.360 -0.182 -0.280 -0.214 -0.304 -0.194 -0.114 -0.239 -0.313 -0.021 0.000 -0.222 -0.285 -0.225 -0.266 -0.019 -0.297 -0.146 -0.111 -0.123 -0.163 -0.064 0.026 -0.121 -0.220 -0.165 -0.253 0.000 -0.090 -0.929 -0.013 -0.209 -0.054 -0.200
0.000 -0.163 -0.138 -0.155 0.010 -0.173 -0.302 -0.198 -0.229 -0.212 -0.250 -0.193 -0.114 -0.217 -0.314 -0.089 0.000 -0.148 -0.197 -0.175 -0.255 -0.269 -0.230 -0.165 -0.177 -0.116 -0.105 -0.224 0.017 -0.127 -0.202 -0.222 -0.167 0.000 -0.097 -0.004 -0.061 -0.199 -0.052 -0.201
-0.722 -0.159 -0.113 -0.132 -0.090 -0.090 -0.118 -0.122 -0.236 -0.183 -0.214 -0.197 -0.208 -0.189 -0.140 -0.162 -0.319 -0.063 0.000 -0.107 -0.165 -0.135 -0.172 -0.267 -0.116 -0.165 -0.163 -0.100 -0.193 -0.204 -0.016 -0.033 -0.033 -0.142 -0.166 -0.073 -0.119 -1.197 -0.058 -0.101 -0.091 -0.172 -0.045 -0.203
0.000 0.001 -0.001 0.004 -0.002 0.002 0.004 0.001 0.003 0.001 0.004 0.003 0.000 0.006 0.008 0.000 0.000 0.002 0.004 0.007 0.003 -0.001 0.009 0.001 -0.001 0.002 0.003 0.000 0.014 0.001 0.004 0.001 0.003 0.000 -0.022 0.021 -0.001 0.003 0.003 0.001
0.000 0.000 0.009 0.003 0.003 0.003 0.000 0.001 0.001 0.004 0.003 0.001 0.002 0.000 0.027 0.002 0.002 0.001 0.007 0.005 0.005 0.003 0.005 0.004 0.003 0.003 0.003 0.001 0.002 0.002 0.007 0.006 0.003 0.006 0.006 0.006 0.000 0.000 0.000 0.007 0.005 0.002 0.006 0.006 0.006 0.000 0.002 0.002 0.000 0.000 0.000 0.005 0.006 0.002 0.007 0.005 0.003 0.006 0.004 0.002 0.007 0.007 0.003 0.001 0.011 0.073 0.008 0.006 0.003 0.006 0.007 0.004 0.001 0.003 0.005 0.004 0.004 0.004 0.002 0.001 0.006 0.001 0.003 0.005 0.008 0.005 0.003 0.002 0.000 0.001 0.003 -0.001 0.001 0.002 0.005 0.007 0.005 0.004 0.003 0.000 0.000 0.005 0.020 0.036 0.006 0.023 -0.001 0.001 0.001 0.005 0.004 0.006 0.006 0.007 0.005 0.005 0.005 0.002 0.001 0.001
-0.227 -0.113 -0.078 0.000 -0.132 0.881 0.000 -0.123 -0.071 -0.130 -0.729 -0.573 -0.179 -0.233 -0.229
-0.241 -0.210 -0.136 0.000 -0.235 0.390 0.000 -0.114 -0.135 -0.189 -0.573 -0.306 -0.329 -0.250 -0.184
-0.256 -0.195 -0.188 0.000 -0.231 0.382 0.000 -0.122 -0.135 -0.196 -0.353 -0.228 -0.284 -0.257 -0.112
-0.207 -0.158 -0.137 -0.079 -0.088 0.000 -0.221 0.361
0.003 0.005 0.004 0.000 0.006 0.020 0.000 0.005 0.003 0.010 0.012 0.010 0.003 0.006 0.002
0.003 0.006 0.005 0.000 0.007 0.021 0.000 0.003 0.003 0.006 0.020 0.008 0.007 0.011 0.001
0.002 0.003 0.003 0.000 0.007 0.022
-0.116 -0.179 -0.111 -0.136 -0.159 -0.210 -0.184 -0.234 -0.187 -0.122
0.002 0.002 0.002 0.000 0.004 0.026 0.000 0.014 0.002 0.009 0.010 0.018 -0.001 0.002 0.003
0.000 -0.166 -0.046 -0.182 -0.091 -0.221 -0.223 0.000 -0.020 -0.073 -0.100 -0.051 -0.121 -0.004 -0.036 0.020 -0.084 -0.016 -0.101 -0.156 0.022 0.000 -0.027 -0.315 -0.262 0.116 -0.308 0.027 -0.088 -0.146
0.000 -0.195 -0.090 -0.280 -0.160 -0.410 -0.472 0.000 -0.093 0.008 -0.158 -0.035 -0.206 0.006 -0.189 -0.042 -0.177 -0.100 -0.170 -0.266 -0.037 0.071 -0.057 -0.123 -0.308 -0.208 -0.358 -0.049 -0.130 -0.243
0.000 -0.170 -0.092 -0.282 -0.160 -0.410 -0.470 0.000 -0.166 0.050 -0.159 -0.125 -0.195 -0.006 -0.257 -0.163 -0.209 -0.181 -0.149 -0.266 -0.146 0.175 -0.056 -0.103 -0.263 -0.480 -0.316 -0.143 -0.188 -0.205
0.000 -0.146 -0.131 -0.112 -0.083 -0.160 -0.158 -0.410 -0.462 -0.449 -0.081 -0.202 -0.130 -0.066 -0.133 -0.149 -0.284 -0.240 -0.172 -0.207 -0.167 -0.266 -0.198 0.137 -0.052 -0.134 -0.209 -0.236 -0.218 -0.161 -0.130 -0.165 -0.293 -0.196 -0.172 -0.174
0.000 0.004 0.001 0.004 0.002 0.005 -0.001 0.000 0.000 0.000 0.003 0.004 0.005 0.000 -0.001 0.000 0.002 0.000 0.001 0.008 -0.001 0.000 0.001 0.006 0.007 -0.005 0.007 -0.002 0.001 0.003
0.000 0.004 0.002 0.006 0.004 0.009 -0.003 0.000 0.002 0.004 0.004 0.005 0.006 0.000 0.001 0.000 0.003 0.002 0.002 0.013 0.002 0.001 0.001 0.002 0.009 0.008 0.009 0.003 0.002 0.007
0.000 0.002 0.003 0.004 0.004 0.009 -0.003 0.000 0.003 0.006 0.004 0.004 0.005 0.000 0.003 0.000 0.002 0.004 0.002 0.013 0.006 0.002 0.001 0.002 0.006 0.018 0.008 0.008 0.004 0.007
0.000 0.001 0.001 0.003 0.002 0.004 0.009 -0.004 0.019 0.003 0.005 0.002 0.001 0.002 0.004 0.003 0.008 0.003 0.002 0.002 0.013 0.005 0.001 0.002 0.005 0.003 0.004 0.005 0.003 0.002 0.006 0.004 0.006
-0.077 -0.447 -0.165 -0.012 0.000 -0.099 0.332 -0.172 -0.282 0.000 -0.111 -0.262 -0.208
-0.071 -0.416 -0.215 -0.097 0.000 -0.182 0.620 -0.111 -0.289 -0.015 -0.207 -0.334 -0.331
-0.060 -0.417 -0.259 -0.118 0.000 -0.194 0.376 -0.094 -0.235 -0.047 -0.205 -0.267 -0.257
-0.064 -0.269 -0.182 -0.116 -0.331 -0.212 -0.065 -0.085 -0.069 -0.054 -0.159 -0.108 -0.200 -0.225 -0.143
0.000 0.013 0.002 0.010 0.000 0.003 -0.013 0.012 0.006 0.000 0.003 0.008 0.004
0.000 0.009 0.006 0.002 0.000 0.004 -0.015 0.005 0.006 0.000 0.005 0.010 0.007
0.000 0.005 0.009 0.002 0.000 0.002 -0.009 0.003 0.004 0.000 0.005 0.005 0.005
0.002 0.003 0.004 0.002 0.007 0.003 0.003 0.002 0.002 0.002 0.005 0.003 0.003
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.003 0.003 0.002 0.001 0.001 0.004 -0.005 0.000 0.000 0.007 0.005 0.003 0.001 0.004 0.002 0.007 0.008 0.002 0.002 0.001 0.004 0.004 0.001 0.000 0.000 0.004 0.005 0.005 0.002 0.007 0.004 0.000 0.001 0.010 0.010 0.000 0.003 0.003 0.002 0.009 0.009 0.004 0.002 0.000 0.000 0.008 0.004 0.000 0.000
0.002 0.003 0.003 0.017 0.002 0.006 0.004 0.002
0.001
0.001
0.001
0.002
0.001
0.003
0.002
0.001
0.001
0.001
0.001
0.002 0.003
0.001
28.06.2013
Ticker
Name
ATM3 Ref
KIRK UW Equity
KIRKLAND'S INC
Consumer Discretionary
16.80
KLIC UW Equity
KULICKE & SOFFA INDUSTRIES
Dividend Yield
Next ExDividend Date
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
35.99
39.10
39.36
38.47
-0.072 -0.143 -0.152 -0.142
0.001
0.002
0.002
0.002
35.60
39.04
37.97
37.51
-0.104 -0.210 -0.198 -0.140
0.004
0.006
0.003
0.002
26.65
27.98
26.78
27.05
-0.071 -0.161 -0.204 -0.174
0.001
0.004
0.005
0.003
40.55
40.14
40.14
40.14
-0.001 -0.002 -0.002 -0.002
0.000
0.000
0.000
0.000
22.69
22.79
23.00
22.37
0.000 -0.043 -0.102 -0.266
0.000
0.001
0.002
0.006
34.37
35.43
33.23
33.32
-0.320 -0.319 -0.229 -0.185
0.006
0.007
0.006
0.003
3.66
73.06
73.06
73.06
57.94
0.000
0.000 -0.270
0.000
0.000
0.000
0.001
35.52
38.17
36.82
37.64
-0.144 -0.257 -0.243 -0.205
0.005
0.009
0.007
0.003
25.80
21.65
21.46
20.89
-0.065 -0.166 -0.166 -0.166
0.000
0.001
0.001
0.002
29.75
30.26
30.27
30.29
-0.011 -0.022 -0.022 -0.022
0.000
0.000
0.000
0.000
Information Technology
11.02
KMPR UN Equity KEMPER CORP
Financials
33.89
2.95%
14.08.2013
KMT UN Equity
KENNAMETAL INC
Industrials
39.52
1.77%
09.08.2013
KND UN Equity
KINDRED HEALTHCARE INC
Health Care
13.06
KNX UN Equity
KNIGHT TRANSPORTATION INC
Industrials
16.82
1.66%
04.09.2013
KOP UN Equity
KOPPERS HOLDINGS INC
Materials
38.49
2.65%
21.08.2013
Information Technology
KOPN UW Equity KOPIN CORP
S&P 1000 Index
GICS_SECTOR_NAME
At The Money Implied Volatilities by Terms
0.000
KRA UN Equity
KRATON PERFORMANCE POLYMERS Materials
20.95
KRC UN Equity
KILROY REALTY CORP
Financials
53.05
2.83%
30.09.2013
KRG UN Equity
KITE REALTY GROUP TRUST
Financials
5.85
4.10%
04.10.2013
KS UN Equity
KAPSTONE PAPER AND PACKAGING
Materials
40.84
KWR UN Equity
QUAKER CHEMICAL CORP
Materials
62.97
1.59%
16.10.2013
32.07
31.76
31.43
30.89
-0.112 -0.143 -0.131 -0.058
0.001
0.003
0.004
0.002
LAD UN Equity
LITHIA MOTORS INC-CL A
Consumer Discretionary
53.96
1.00%
09.08.2013
39.86
41.14
37.41
38.10
-0.335 -0.233 -0.137 -0.185
0.005
0.004
0.005
0.003
LAMR UW Equity LAMAR ADVERTISING CO-A
Consumer Discretionary
43.74
30.66
34.84
35.09
33.45
-0.216 -0.196 -0.163 -0.164 -0.160 -0.146
0.008
0.006
0.004
0.002
LANC UW Equity LANCASTER COLONY CORP
Consumer Staples
78.81
23.33
23.62
23.35
19.11
-0.680 -0.385 -0.237 -0.207
0.008
0.013
0.018
0.005
LDL UN Equity
LYDALL INC
Industrials
14.61
36.76
36.76
36.76
36.76
0.000
0.000
0.000
0.000
0.000
0.000
LDR UN Equity
LANDAUER INC
2.03%
04.09.2013
32.11
31.63
0.000
0.000
Health Care
48.90
4.80%
11.09.2013
LECO UW Equity LINCOLN ELECTRIC HOLDINGS
Industrials
57.05
1.53%
25.09.2013
23.18
23.39
23.07
23.88
-0.117 -0.193 -0.161 -0.137
0.003
0.004
0.002
0.002
LFUS UW Equity
LITTELFUSE INC
Information Technology
75.46
1.17%
22.08.2013
22.81
24.41
24.28
24.07
-0.213 -0.276 -0.163 -0.177
0.005
0.006
0.003
0.004
LG UN Equity
LACLEDE GROUP INC/THE
Utilities
45.61
3.79%
11.09.2013
31.28
31.56
29.45
16.93
0.000
0.000
0.000
0.000
0.000
LHCG UW Equity LHC GROUP INC
Health Care
22.53
29.71
30.38
31.37
30.87
0.077 -0.133 -0.298 -0.160
-0.003 0.005
0.010
0.004
LHO UN Equity
LASALLE HOTEL PROPERTIES
Financials
25.05
2.99%
26.09.2013
26.69
27.89
28.20
28.72
-0.072 -0.129 -0.116 -0.010
0.002
0.003
0.002 -0.001
LII UN Equity
LENNOX INTERNATIONAL INC
Industrials
65.02
1.54%
04.10.2013
23.41
24.71
25.20
27.04
-0.263 -0.309 -0.288 -0.201
0.006
0.008
0.007
0.003
LINC UW Equity
LINCOLN EDUCATIONAL SERVICES
Consumer Discretionary
5.50
5.09%
13.09.2013
66.32
60.51
59.21
50.03
0.001 -0.002 0.007 -0.023
0.000
0.000
0.000
0.004
LKQ UW Equity
LKQ CORP
Consumer Discretionary
26.20
25.94
28.57
28.57
28.57
-0.075 -0.137 -0.137 -0.136
0.003
0.005
0.005
0.005
LL UN Equity
LUMBER LIQUIDATORS HOLDINGS
Consumer Discretionary
80.13
45.45
48.90
49.07
49.13
-0.378 -0.313 -0.269 -0.224 -0.178 -0.119
0.009
0.005
0.004
0.002
LMNX UW Equity LUMINEX CORP
Health Care
20.42
38.10
44.19
47.32
46.69
-0.133 -0.032 0.258 -0.082
0.002
0.001 -0.002 0.002
LMOS UW Equity LUMOS NETWORKS CORP
Telecommunication Services 17.15
3.27%
11.09.2013
35.58
38.00
41.29
41.01
0.000 -0.012 -0.034 -0.081
0.000
0.000
0.001
LNCE UW Equity SNYDERS-LANCE INC
Consumer Staples
28.28
2.26%
15.08.2013
24.32
24.46
25.00
26.09
-0.256 -0.242 -0.204 -0.124
0.003
0.003
0.002 -0.001
LNN UN Equity
LINDSAY CORP
Industrials
76.51
0.68%
16.08.2013
29.78
29.57
29.63
32.49
-0.273 -0.234 -0.170 -0.115
0.009
0.006
0.002
0.002
LNT UN Equity
ALLIANT ENERGY CORP
Utilities
49.97
3.84%
31.07.2013
14.69
14.77
15.13
15.83
0.000 -0.001 -0.003 0.017
0.000
0.000
0.000
0.000
LOGM UW Equity LOGMEIN INC
Information Technology
24.39
48.95
51.47
46.33
40.43
-0.103 -0.219 -0.201 -0.016
0.002
0.004
0.006
0.009
LPNT UW Equity
LIFEPOINT HOSPITALS INC
Health Care
49.32
25.52
26.88
26.90
26.95
-0.168 -0.120 -0.120 -0.120
0.003
0.002
0.002
0.002
LPS UN Equity
LENDER PROCESSING SERVICES
Information Technology
32.07
20.16
20.37
18.32
12.19
-0.152 -0.128 -0.159 -0.133
0.003
0.001
0.001
0.001
LPSN UW Equity LIVEPERSON INC
Information Technology
8.97
51.32
50.45
48.94
47.36
-0.115 -0.090 -0.053 -0.066
0.001
0.001
0.000
0.001
LPX UN Equity
Materials
15.12
45.13
47.41
46.83
45.40
-0.273 -0.190 -0.174 -0.162 -0.136 -0.115
0.004
0.003
0.003
0.002
LQDT UW Equity LIQUIDITY SERVICES INC
Information Technology
33.94
46.07
49.76
47.76
48.23
-0.205 -0.208 -0.164 -0.167
0.002
0.002
0.003
0.001
LRY UN Equity
LIBERTY PROPERTY TRUST
Financials
37.35
01.10.2013
26.35
24.29
20.74
17.82
0.000
0.010 -0.138
0.000
0.000
0.000
0.004
LSTR UW Equity
LANDSTAR SYSTEM INC
Industrials
51.26
13.08.2013
22.85
23.95
23.82
24.99
-0.146 -0.324 -0.366 -0.243
0.002
0.006
0.009
0.006
LTC UN Equity
LTC PROPERTIES INC
Financials
39.37
19.07.2013
24.93
25.14
25.10
25.06
-0.021 -0.039 -0.034 -0.020
0.003
0.005
0.005
0.005
LTM UN Equity
LIFE TIME FITNESS INC
Consumer Discretionary
49.97
26.77
29.40
29.38
29.31
-0.044 -0.084 -0.083 -0.082
0.001
0.002
0.002
0.002
LUFK UW Equity
LUFKIN INDUSTRIES INC
Energy
88.50
0.68%
30.08.2013
4.28
4.26
4.24
5.11
-0.111 -0.111 -0.111 -0.196
0.001
0.001
0.001
0.001
LXK UN Equity
LEXMARK INTERNATIONAL INC-A
Information Technology
30.54
3.93%
28.08.2013
38.52
43.33
40.72
41.22
-0.248 -0.248 -0.204 -0.163 -0.141 -0.128
0.006
0.005
0.004
0.002
LXP UN Equity
LEXINGTON REALTY TRUST
Financials
11.72
5.38%
27.09.2013
38.90
38.90
38.90
38.90
0.000
0.000
0.000
0.000
0.000
LXU UN Equity
LSB INDUSTRIES INC
Materials
31.57
61.56
55.86
30.15
39.83
0.051 -0.137 -0.353 -0.361
-0.031 -0.014 0.030
0.005
LYV UN Equity
LIVE NATION ENTERTAINMENT IN
Consumer Discretionary
15.63
40.49
42.08
40.79
40.02
-0.258 -0.255 -0.215 -0.178 -0.143 -0.122
0.010
0.012
0.008
0.004
LZB UN Equity
LA-Z-BOY INC
Consumer Discretionary
20.28
0.79%
06.09.2013
35.02
36.92
38.41
39.02
-0.263 -0.291 -0.243 -0.203
0.003
0.001
0.002
0.003
MAA UN Equity
MID-AMERICA APARTMENT COMM
Financials
67.41
4.20%
16.10.2013
19.57
18.03
18.51
20.56
-0.142 -0.155 -0.040 -0.057
0.002
0.004
0.003
0.003
MAN UN Equity
MANPOWERGROUP INC
1.72%
05.12.2013
34.29
31.79
30.76
32.47
-0.407 -0.335 -0.299 -0.152
0.012
0.008
0.006
0.003
25.32
27.45
27.46
28.74
-0.259 -0.259 -0.256 -0.176
0.006
0.006
0.006
0.003
3.27%
06.09.2013
30.66
33.54
33.53
33.51
-0.001 0.001
0.015
0.004
0.008
0.008
0.008
32.01
33.58
32.97
33.17
-0.182 -0.154 -0.168 -0.066
0.002
0.002
0.002
0.001
LOUISIANA-PACIFIC CORP
1.25%
5.09% 4.95%
27.08.2013
48.05
46.83
42.48
39.32
46.06
48.54
42.74
38.69
0.000
0.007
0.000
0.000
0.000
0.000
0.000
Industrials
55.72
Information Technology
77.37
MANT UW Equity MANTECH INTERNATIONAL CORP-A
Information Technology
25.65
MASI UW Equity
Health Care
21.66
MATW UW Equity MATTHEWS INTL CORP-CLASS A
Consumer Discretionary
37.31
1.15%
01.08.2013
29.66
28.00
25.67
27.36
-0.111 -0.120 -0.143 -0.133
0.000
0.000
0.001
0.003
MATX UN Equity
MATSON INC
Industrials
24.99
2.56%
05.11.2013
27.90
29.51
28.15
30.18
-0.037 -0.221 -0.333 -0.212
-0.001 0.007
0.012
0.004
MBFI UW Equity
MB FINANCIAL INC
Financials
27.01
1.78%
14.08.2013
23.89
23.89
23.89
23.89
0.000
0.000
0.000
0.000
0.000
0.000
MCF UA Equity
CONTANGO OIL & GAS
Energy
33.57
30.73
30.42
30.75
29.69
-0.112 -0.186 -0.227 -0.222
0.002
0.003
0.004
0.003
MCRI UW Equity
MONARCH CASINO & RESORT INC
Consumer Discretionary
16.88
32.51
35.04
34.11
33.82
-0.051 -0.185 -0.256 -0.153
0.000
0.004
0.007
0.005
MCRL UW Equity MICREL INC
Information Technology
9.83
30.18
30.57
30.57
30.57
0.000
0.000
0.000
0.000
0.000
MCRS UW Equity MICROS SYSTEMS INC
Information Technology
43.06
25.66
23.95
24.33
27.53
-0.027 -0.170 -0.237 -0.167
-0.001 0.005
0.010
0.003
MCS UN Equity
MARCUS CORPORATION
Consumer Discretionary
12.74
2.67%
25.07.2013
MCY UN Equity
MERCURY GENERAL CORP
Financials
43.48
5.65%
13.09.2013
18.30
20.35
18.76
19.11
-0.057 -0.189 -0.239 -0.129
0.000
0.004
0.008
0.003
MD UN Equity
MEDNAX INC
Health Care
90.47
23.55
25.69
25.70
25.75
-0.394 -0.413 -0.413 -0.415
0.008
0.008
0.008
0.008
MDC UN Equity
MDC HOLDINGS INC
Consumer Discretionary
33.22
1.50%
03.02.2014
41.34
42.59
41.72
43.04
-0.221 -0.200 -0.200 -0.164
0.003
0.003
0.002
0.001
MDCO UW Equity MEDICINES COMPANY
Health Care
31.45
47.48
46.97
46.87
39.90
-0.228 -0.179 -0.126 -0.217 -0.171 -0.069
0.003
0.003
0.002
0.013
MDP UN Equity
Consumer Discretionary
48.04
31.59
32.37
31.39
33.13
-0.079 -0.146 -0.113 -0.085
0.001
0.003
0.005
0.001
MDRX UW Equity ALLSCRIPTS HEALTHCARE SOLUTI
Health Care
13.05
34.04
38.40
35.87
34.14
-0.202 -0.269 -0.164 -0.039 -0.113 -0.053
0.003
0.002 -0.002 0.000
MDSO UW Equity MEDIDATA SOLUTIONS INC
Health Care
75.80
35.03
40.16
37.32
36.90
-0.221 -0.210 -0.179 -0.142
0.004
0.004
MDU UN Equity
Utilities
26.12
20.94
23.55
27.36
28.76
0.000
0.000 -0.002 -0.007 -0.009
MEAS UW Equity MEASUREMENT SPECIALTIES INC
Information Technology
45.96
25.14
MED UN Equity
MEDIFAST INC
Consumer Staples
26.00
MEI UN Equity
METHODE ELECTRONICS INC
Information Technology
MENT UW Equity MENTOR GRAPHICS CORP MFB UN Equity
MASIMO CORPORATION
MEREDITH CORP
MDU RESOURCES GROUP INC
1.83%
3.45%
05.08.2013
30.08.2013
37.32 42.19
39.40 40.73
0.000
0.000
0.000
28.74
29.11
28.96
-0.100 -0.189 -0.201 -0.161
0.002
0.005
0.005
0.003
40.03
44.46
43.42
42.15
-0.338 -0.340 -0.290 -0.244
0.007
0.006
0.003
0.002
1.77%
09.10.2013
36.95
37.59
35.99
35.93
-0.034 -0.088 -0.116 -0.110
0.001
0.001
0.001
0.001
Information Technology
19.60
0.97%
10.09.2013
22.82
23.27
25.26
27.14
-0.091 -0.164 -0.129 -0.146
0.002
0.003
0.002
0.004
Consumer Discretionary
17.11
32.67
33.62
32.70
32.30
-0.101 -0.168 -0.124 -0.103
0.002
0.003
0.002
0.002
MGAM UW Equity MULTIMEDIA GAMES HOLDING CO
Consumer Discretionary
25.71
39.39
42.89
42.01
42.77
-0.233 -0.317 -0.190 -0.098
0.010
0.013
0.008
0.003
MGLN UW Equity MAGELLAN HEALTH SERVICES INC
Health Care
55.83
34.07
30.42
26.03
28.63
-0.476 -0.437 -0.277 -0.119
0.010
0.012
0.010
0.001
MHK UN Equity
MOHAWK INDUSTRIES INC
Consumer Discretionary
113.67
30.29
32.44
32.44
32.44
-0.313 -0.283 -0.284 -0.284
0.009
0.007
0.007
0.007
MHO UN Equity
M/I HOMES INC
Consumer Discretionary
23.80
47.40
48.05
47.80
47.38
-0.279 -0.137 -0.153 -0.159
0.009
0.006
0.003
0.001
MIG UN Equity
MEADOWBROOK INSURANCE GROUP Financials
7.81
181.47
135.33
114.95
125.01
0.000
0.000 -0.001 0.368
0.000
0.000
0.000 -0.001
MINI UW Equity
MOBILE MINI INC
Industrials
33.30
33.01
37.90
37.92
38.00
-0.265 -0.468 -0.469 -0.473
0.008
0.013
0.013
0.013
MKSI UW Equity
MKS INSTRUMENTS INC
Information Technology
26.90
2.38%
30.08.2013
30.88
31.11
31.44
30.80
-0.130 -0.077 -0.008 -0.034
0.000
0.000
0.000
0.003
MKTX UW Equity MARKETAXESS HOLDINGS INC
Financials
47.29
1.18%
09.08.2013
33.55
34.86
34.83
34.73
-0.264 -0.143 -0.142 -0.140
0.007
0.003
0.003
0.004
MLHR UW Equity HERMAN MILLER INC
Industrials
27.17
1.95%
28.08.2013
31.75
32.11
32.11
32.11
0.000
0.000
0.000
0.000
0.000
0.000
MLI UN Equity
MUELLER INDUSTRIES INC
Industrials
50.92
0.98%
04.09.2013
23.58
27.50
31.05
26.63
-0.205 -0.217 -0.060 -0.379
0.006
0.003 -0.003 0.023
MLM UN Equity
MARTIN MARIETTA MATERIALS
Materials
100.62
1.59%
04.09.2013
29.31
30.69
30.79
32.11
-0.475 -0.335 -0.297 -0.230
0.016
0.010
0.007
0.003
MMS UN Equity
MAXIMUS INC
Information Technology
75.49
0.48%
15.08.2013
31.60
26.49
25.29
25.90
-0.372 -0.397 -0.231 -0.170
0.021
0.030
0.012
0.003
MMSI UW Equity
MERIT MEDICAL SYSTEMS INC
Health Care
11.08
37.75
36.53
34.90
34.99
-0.097 -0.135 -0.194 -0.184
0.000
0.000
0.000
0.001
MNRO UW Equity MONRO MUFFLER BRAKE INC
Consumer Discretionary
48.33
26.52
28.32
28.63
28.23
-0.098 -0.120 -0.158 -0.226
0.001
0.001
0.002
0.021
MNTA UW Equity MOMENTA PHARMACEUTICALS INC
Health Care
14.73
46.70
47.64
47.51
56.45
-0.125 -0.163 -0.146 -0.082
0.009
0.010
0.006
0.002
MOG/A UN Equity MOOG INC-CLASS A
Industrials
51.43
MOH UN Equity
MOLINA HEALTHCARE INC
Health Care
37.39
33.59
34.03
36.34
37.37
0.020 -0.186 -0.339 -0.157
0.008
0.012
0.005
0.002
MOV UN Equity
MOVADO GROUP INC
Consumer Discretionary
33.73
0.71%
12.09.2013
38.66
41.27
42.93
42.95
-0.092 -0.228 -0.262 -0.176
0.006
0.001
0.005
0.001
MPW UN Equity
MEDICAL PROPERTIES TRUST INC
Financials
14.63
6.02%
10.09.2013
28.85
30.55
29.52
27.70
-0.199 -0.281 -0.150 -0.150
0.004
0.006
0.005
0.005
MPWR UW Equity MONOLITHIC POWER SYSTEMS INC
Information Technology
24.25
32.77
34.63
33.84
33.80
-0.210 -0.192 -0.176 -0.148
0.005
0.006
0.005
0.003
MRCY UW Equity MERCURY SYSTEMS INC
Information Technology
9.20
45.14
40.62
42.38
41.26
0.003 -0.006 -0.033 -0.116
0.000
0.000
0.000
0.003
MSA UN Equity
Industrials
46.74
27.64
28.19
28.46
26.80
-0.121 -0.260 -0.272 -0.188
0.002
0.005
0.005
0.001
MSCC UW Equity MICROSEMI CORP
Information Technology
22.50
28.79
31.80
32.56
32.31
-0.193 -0.391 -0.385 -0.204
0.002
0.004
0.005
0.004
MSCI UN Equity
MSCI INC
Financials
32.80
22.36
25.37
25.58
24.97
-0.143 -0.291 -0.308 -0.244
0.003
0.005
0.005
0.003
MSM UN Equity
MSC INDUSTRIAL DIRECT CO-A
Industrials
78.70
30.57
27.66
26.56
26.91
-0.433 -0.454 -0.293 -0.303
0.010
0.012
0.012
0.004
MSTR UW Equity MICROSTRATEGY INC-CL A
Information Technology
85.58
36.10
40.13
36.50
36.07
-0.030 -0.151 -0.115 -0.109
0.015
0.004
0.005
0.004
MTD UN Equity
METTLER-TOLEDO INTERNATIONAL
Health Care
202.30
22.02
24.98
24.14
23.51
-0.143 -0.198 -0.116 -0.097
0.004
0.001
0.001 -0.001
MTH UN Equity
MERITAGE HOMES CORP
Consumer Discretionary
44.56
43.69
45.12
43.32
45.33
-0.188 -0.213 -0.183 -0.163
0.005
0.004
0.003
0.002
MTRN UN Equity MATERION CORP
Materials
27.25
39.59
39.30
38.55
37.50
-0.273 -0.303 -0.313 -0.171
0.004
0.005
0.005
0.002
MTRX UW Equity MATRIX SERVICE CO
Energy
15.40
36.35
40.35
40.36
40.38
0.013
0.026
0.000
0.000
0.000
0.000
MTSC UW Equity MTS SYSTEMS CORP
Information Technology
56.87
2.11%
13.09.2013
25.43
23.97
24.31
24.08
-0.148 -0.297 -0.272 -0.164
0.004
0.007
0.006
0.003
MTX UN Equity
MINERALS TECHNOLOGIES INC
Materials
41.44
0.48%
30.08.2013
22.55
22.04
22.04
22.04
0.000
0.000
0.000
0.000
0.000
0.000
MW UN Equity
MEN'S WEARHOUSE INC/THE
Consumer Discretionary
37.80
2.06%
13.12.2013
30.20
29.88
29.88
29.91
-0.161 -0.215 -0.215 -0.215
0.003
0.004
0.004
0.004
121.69
27.38
29.70
28.96
28.40
-0.160 -0.164 -0.137 -0.122
0.002
0.001
0.000
0.001
49.52
54.26
55.54
55.21
-0.135 -0.183 -0.125 -0.149 -0.133 -0.101
0.003
0.004
0.002
0.000
MINE SAFETY APPLIANCES CO
0.93%
2.61%
1.60%
1.19%
10.09.2013
16.08.2013
07.11.2013
14.08.2013
0.000
0.026 0.000
0.000
0.026 0.000
MWIV UW Equity MWI VETERINARY SUPPLY INC
Health Care
MWW UN Equity
MONSTER WORLDWIDE INC
Information Technology
4.86
MYE UN Equity
MYERS INDUSTRIES INC
Materials
14.96
2.54%
04.09.2013
32.46
31.95
30.36
31.81
-0.139 -0.211 -0.150 -0.229
0.004
0.006
0.004
0.001
NAFC UW Equity NASH FINCH CO
Consumer Staples
22.04
3.27%
21.08.2013
45.32
46.91
46.84
46.63
-0.316 -0.349 -0.349 -0.350
0.004
0.000
0.000
0.001
NANO UW Equity NANOMETRICS INC
Information Technology
14.97
29.03
30.99
31.56
33.17
-0.092 -0.116 -0.070 -0.134
0.003
0.004
0.003
0.004
NATI UW Equity
2.15%
15.08.2013
58.84
63.30
61.47
34.48
0.000 -1.001 -1.583 -0.772
0.000
0.022
0.030
0.029
3.75%
30.08.2013
20.56
20.56
20.56
20.56
0.000
0.000
0.000
0.000
0.000
0.000
NATIONAL INSTRUMENTS CORP
51.29
54.29
Information Technology
27.93
NAVG UW Equity NAVIGATORS GROUP INC
Financials
56.51
NBTB UW Equity N B T BANCORP INC
Financials
21.32
NCI UN Equity
NAVIGANT CONSULTING INC
Industrials
12.05
35.49
35.17
34.31
34.57
-0.223 -0.296 -0.274 -0.225
0.007
0.010
0.008
0.004
NCR UN Equity
NCR CORPORATION
Information Technology
33.08
28.54
28.60
28.45
28.70
-0.229 -0.238 -0.226 -0.167
0.003
0.004
0.005
0.004
NDSN UW Equity NORDSON CORP
Industrials
69.78
23.07
25.53
27.33
28.09
-0.226 -0.173 -0.102 -0.133
0.005
0.004
0.001
0.001
NEOG UW Equity NEOGEN CORP
Health Care
55.48
27.47
29.20
27.27
25.77
-0.093 -0.204 -0.236 -0.184
-0.002 -0.001 0.003
0.003
NEU UN Equity
Materials
23.90
26.26
25.79
27.07
-0.338 -0.425 -0.372 -0.183
0.007
0.010
0.008
0.003
39.34
42.93
42.78
42.56
-0.182 -0.296 -0.270 -0.195
0.007
0.012
0.011
0.009
22.78
24.51
23.70
23.97
-0.435 -0.268 -0.254 -0.210
0.015
0.008
0.006
0.004
38.19
43.93
43.91
43.82
-0.137 -0.202 -0.199 -0.189
0.005
0.009
0.009
0.009
NEWMARKET CORP
271.06
NEWP UW Equity NEWPORT CORP
Information Technology
13.66
NFG UN Equity
NATIONAL FUEL GAS CO
Utilities
58.95
NILE UW Equity NJR UN Equity
BLUE NILE INC NEW JERSEY RESOURCES CORP
Consumer Discretionary Utilities
36.91 41.54
1.03% 1.38% 1.91% 4.00%
30.08.2013 13.09.2013 30.09.2013
0.000
13.09.2013
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.000
0.001
0.001
0.001
0.001
0.001
0.001
0.002
0.002
0.011
0.002
0.000
0.000
0.006
0.001
0.002
16.99
07.08.2013
0.215
0.003
03.09.2013
1.41%
0.215
0.000
2.73%
MAIDENFORM BRANDS INC
0.094
0.000
0.001
0.001
MANH UW Equity MANHATTAN ASSOCIATES INC
0.005
0.001
28.06.2013
S&P 1000 Index
Ticker NNN UN Equity NOG UA Equity NP UN Equity NPBC UW Equity NPK UN Equity NPO UN Equity NSIT UW Equity NSP UN Equity NSR UN Equity NTCT UW Equity NTGR UW Equity NTLS UW Equity NTRI UW Equity NUVA UW Equity NVE UN Equity NVR UN Equity NWBI UW Equity NWE UN Equity NWN UN Equity NX UN Equity NYCB UN Equity NYT UN Equity O UN Equity OCR UN Equity ODFL UW Equity ODP UN Equity OFC UN Equity OGE UN Equity OHI UN Equity OII UN Equity OIS UN Equity OLN UN Equity OMCL UW Equity OMG UN Equity OMI UN Equity OMX UN Equity ONB UN Equity ONE UN Equity OPEN UW Equity OPLK UW Equity ORB UN Equity ORI UN Equity ORIT UW Equity ORN UN Equity OSIS UW Equity OSK UN Equity OXM UN Equity OZRK UW Equity PACW UW Equity PAY UN Equity PB UN Equity PBH UN Equity PBY UN Equity PCH UW Equity PCTI UQ Equity PDCE UW Equity PEI UN Equity PERY UW Equity PES UN Equity PETS UW Equity PFS UN Equity PII UN Equity PJC UN Equity PKE UN Equity PKG UN Equity PKT UW Equity PKY UN Equity PL UN Equity PLCE UW Equity PLCM UW Equity PLT UN Equity PLXS UW Equity PMC UN Equity PMTC UW Equity PNFP UW Equity PNK UN Equity PNM UN Equity PNRA UW Equity PNY UN Equity POL UN Equity POOL UW Equity POST UN Equity POWI UW Equity POWL UW Equity PPS UN Equity PQ UN Equity PRA UN Equity PRAA UW Equity PRFT UW Equity PRGS UW Equity PRI UN Equity PRXL UW Equity PSB UN Equity PSEC UW Equity PSEM UW Equity PTEN UW Equity PVA UN Equity PVTB UW Equity PZZA UW Equity QCOR UW Equity QLGC UW Equity QNST UW Equity QSII UW Equity RAX UN Equity RBC UN Equity RBCN UW Equity RCII UW Equity RE UN Equity RECN UW Equity REG UN Equity RFMD UW Equity RGA UN Equity RGLD UW Equity RGR UN Equity RGS UN Equity RJF UN Equity RKT UN Equity RLI UN Equity RMD UN Equity ROCK UW Equity ROG UN Equity ROL UN Equity ROSE UW Equity ROVI UW Equity RPM UN Equity RRD UW Equity
Name NATIONAL RETAIL PROPERTIES NORTHERN OIL AND GAS INC NEENAH PAPER INC NATL PENN BCSHS INC NATIONAL PRESTO INDS INC ENPRO INDUSTRIES INC INSIGHT ENTERPRISES INC INSPERITY INC NEUSTAR INC-CLASS A NETSCOUT SYSTEMS INC NETGEAR INC NTELOS HOLDINGS CORP NUTRISYSTEM INC NUVASIVE INC NV ENERGY INC NVR INC NORTHWEST BANCSHARES INC NORTHWESTERN CORP NORTHWEST NATURAL GAS CO QUANEX BUILDING PRODUCTS NEW YORK COMMUNITY BANCORP NEW YORK TIMES CO-A REALTY INCOME CORP OMNICARE INC OLD DOMINION FREIGHT LINE OFFICE DEPOT INC CORPORATE OFFICE PROPERTIES OGE ENERGY CORP OMEGA HEALTHCARE INVESTORS OCEANEERING INTL INC OIL STATES INTERNATIONAL INC OLIN CORP OMNICELL INC OM GROUP INC OWENS & MINOR INC OFFICEMAX INC OLD NATIONAL BANCORP HIGHER ONE HOLDINGS INC OPENTABLE INC OPLINK COMMUNICATIONS INC ORBITAL SCIENCES CORP OLD REPUBLIC INTL CORP ORITANI FINANCIAL CORP ORION MARINE GROUP INC OSI SYSTEMS INC OSHKOSH CORP OXFORD INDUSTRIES INC BANK OF THE OZARKS PACWEST BANCORP VERIFONE SYSTEMS INC PROSPERITY BANCSHARES INC PRESTIGE BRANDS HOLDINGS INC PEP BOYS-MANNY MOE & JACK POTLATCH CORP PC-TEL INC PDC ENERGY INC PENN REAL ESTATE INVEST TST PERRY ELLIS INTERNATIONAL PIONEER ENERGY SERVICES CORP PETMED EXPRESS INC PROVIDENT FINANCIAL SERVICES POLARIS INDUSTRIES INC PIPER JAFFRAY COS PARK ELECTROCHEMICAL CORP PACKAGING CORP OF AMERICA PROCERA NETWORKS INC PARKWAY PROPERTIES INC PROTECTIVE LIFE CORP CHILDREN'S PLACE POLYCOM INC PLANTRONICS INC PLEXUS CORP PHARMERICA CORP PTC INC PINNACLE FINANCIAL PARTNERS PINNACLE ENTERTAINMENT INC PNM RESOURCES INC PANERA BREAD COMPANY-CLASS A PIEDMONT NATURAL GAS CO POLYONE CORPORATION POOL CORP POST HOLDINGS INC POWER INTEGRATIONS INC POWELL INDUSTRIES INC POST PROPERTIES INC PETROQUEST ENERGY INC PROASSURANCE CORP PORTFOLIO RECOVERY ASSOCIATE PERFICIENT INC PROGRESS SOFTWARE CORP PRIMERICA INC PAREXEL INTERNATIONAL CORP PS BUSINESS PARKS INC/CA PROSPECT CAPITAL CORP PERICOM SEMICONDUCTOR CORP PATTERSON-UTI ENERGY INC PENN VIRGINIA CORP PRIVATEBANCORP INC PAPA JOHN'S INTL INC QUESTCOR PHARMACEUTICALS QLOGIC CORP QUINSTREET INC QUALITY SYSTEMS INC RACKSPACE HOSTING INC REGAL-BELOIT CORP RUBICON TECHNOLOGY INC RENT-A-CENTER INC EVEREST RE GROUP LTD RESOURCES CONNECTION INC REGENCY CENTERS CORP RF MICRO DEVICES INC REINSURANCE GROUP OF AMERICA ROYAL GOLD INC STURM RUGER & CO INC REGIS CORP RAYMOND JAMES FINANCIAL INC ROCK TENN COMPANY -CL A RLI CORP RESMED INC GIBRALTAR INDUSTRIES INC ROGERS CORP ROLLINS INC ROSETTA RESOURCES INC ROVI CORP RPM INTERNATIONAL INC RR DONNELLEY & SONS CO
GICS_SECTOR_NAME
ATM3 Ref
Financials 34.74 Energy 12.90 Materials 31.64 Financials 10.22 Industrials 72.24 Industrials 50.81 Information Technology 17.56 Industrials 30.17 Information Technology 48.48 Information Technology 23.61 Information Technology 30.59 Telecommunication Services 16.21 Consumer Discretionary 11.32 Health Care 24.32 Utilities 23.46 Consumer Discretionary 930.00 Financials 13.24 Utilities 39.79 Utilities 42.00 Industrials 16.70 Financials 14.04 Consumer Discretionary 10.88 Financials 42.28 Health Care 47.96 Industrials 42.25 Consumer Discretionary 3.99 Financials 25.54 Utilities 67.90 Financials 31.63 Energy 72.01 Energy 92.69 Materials 24.01 Health Care 19.86 Materials 30.75 Health Care 34.02 Consumer Discretionary 10.52 Financials 13.89 Information Technology 11.48 Information Technology 64.99 Information Technology 17.43 Industrials 17.33 Financials 12.79 Financials 15.70 Industrials 11.90 Information Technology 65.04 Industrials 37.84 Consumer Discretionary 61.43 Financials 43.40 Financials 30.85 Information Technology 16.86 Financials 52.17 Consumer Staples 29.76 Consumer Discretionary 11.64 Financials 41.09 Information Technology 8.03 Energy 53.14 Financials 18.90 Consumer Discretionary 20.55 Energy 6.61 Consumer Discretionary 12.73 Financials 15.79 Consumer Discretionary 94.95 Financials 31.99 Information Technology 24.24 Materials 48.92 Information Technology 14.19 Financials 16.88 Financials 38.64 Consumer Discretionary 54.56 Information Technology 10.47 Information Technology 44.49 Information Technology 29.70 Health Care 13.85 Information Technology 24.68 Financials 25.60 Consumer Discretionary 19.71 Utilities 22.11 Consumer Discretionary 185.00 Utilities 33.49 Materials 25.28 Consumer Discretionary 52.15 Consumer Staples 44.36 Information Technology 40.98 Industrials 52.24 Financials 49.41 Energy 4.13 Financials 51.36 Financials 156.49 Information Technology 13.29 Information Technology 23.18 Financials 37.42 Health Care 46.35 Financials 71.82 Financials 10.77 Information Technology 7.09 Energy 19.44 Energy 4.73 Financials 21.30 Consumer Discretionary 65.47 Health Care 46.46 Information Technology 9.59 Information Technology 8.36 Health Care 18.85 Information Technology 38.12 Industrials 65.59 Information Technology 8.30 Consumer Discretionary 37.64 Financials 128.70 Industrials 11.26 Financials 50.76 Information Technology 5.23 Financials 68.57 Materials 40.29 Consumer Discretionary 48.36 Consumer Discretionary 16.35 Financials 43.22 Materials 101.50 Financials 75.61 Health Care 46.74 Industrials 14.80 Information Technology 46.56 Industrials 25.67 Energy 42.83 Information Technology 23.06 Materials 32.12 Industrials 14.04
Dividend Yield
Next ExDividend Date
4.66%
31.07.2013
2.65% 3.91% 1.52%
13.11.2013 31.07.2013 28.02.2014
2.45%
09.09.2013
10.36% 6.18%
13.09.2013 08.08.2013
3.50%
06.09.2013
4.53% 3.97% 4.40% 0.96% 7.12% 0.92% 5.17% 1.17%
30.07.2013 13.09.2013 31.07.2013 13.09.2013 07.08.2013 30.08.2013 30.07.2013 24.09.2013
3.23% 1.54% 6.13% 1.28%
26.09.2013 10.10.2013 29.07.2013 28.08.2013
3.33%
09.08.2013
2.94% 0.76% 3.17%
13.09.2013 13.08.2013 30.08.2013
5.67% 4.46%
04.09.2013 31.07.2013
1.20% 1.71% 3.44%
15.10.2013 10.07.2013 22.08.2013
1.71%
11.09.2013
3.02% 1.74%
17.09.2013 08.08.2013
3.92%
30.08.2013
5.03% 3.67% 1.87%
13.08.2013 15.08.2013 28.08.2013
1.65% 3.32%
07.10.2013 17.09.2013
3.55% 2.12%
09.09.2013 14.08.2013
1.01%
21.08.2013
3.03%
31.07.2013
3.76% 1.11% 1.51%
24.09.2013 10.09.2013 15.08.2013
0.78%
30.08.2013
2.71%
25.09.2013
2.04%
27.09.2013
1.66%
21.08.2013
2.45% 12.29%
09.09.2013 31.01.2014
1.23% 0.19%
13.09.2013 09.08.2013 13.09.2013
2.15%
18.10.2013
3.79%
11.09.2013
0.91%
02.10.2013
1.78% 1.60% 2.49% 3.64%
01.10.2013 26.08.2013 20.08.2013 12.08.2013
1.75% 2.08% 2.71% 1.47% 1.39% 1.18% 1.82% 1.54%
09.08.2013 02.10.2013 14.08.2013 03.09.2013 01.10.2013 09.08.2013 30.08.2013 23.08.2013
1.56%
09.08.2013
2.94% 7.41%
10.07.2013 06.08.2013
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
26.33 39.36 29.91 24.29
24.11 41.57 28.93 23.75
23.24 43.17 28.18 22.82
23.62 44.09 28.21 21.73
-0.314 -0.088 -0.049 0.000
-0.148 -0.121 -0.160 0.000
-0.155 -0.150 -0.227 0.000
-0.149 -0.127 -0.108 -0.127 -0.198 0.000
0.007 0.002 -0.001 0.000
0.003 0.003 0.001 0.000
0.003 0.002 0.005 0.000
0.002 0.001 0.005 0.000
30.33 45.87 22.03 26.26 42.55 33.99 32.12 37.30 33.24
32.03 38.06 24.13 27.93 38.94 37.51 32.12 38.97 36.45
31.40 38.11 24.12 27.23 39.13 36.81 32.12 37.41 35.14
30.13 38.14 24.11 28.22 33.58 36.57 33.04 35.64 36.80
0.010 -0.055 -0.002 -0.111 -0.091 -0.275 0.000 -0.105 -0.013
-0.084 -0.171 0.004 -0.125 -0.218 -0.305 0.000 -0.102 -0.059
-0.142 -0.166 0.011 -0.199 -0.221 -0.303 0.000 -0.107 -0.090
-0.064 -0.154 -0.070 -0.250 -0.333 -0.236 -0.126 -0.154 -0.022
0.001 -0.002 0.000 0.001 0.000 0.005 0.000 0.007 0.000
0.003 -0.005 0.000 0.002 0.005 0.005 0.000 0.010 0.001
0.004 -0.005 0.000 0.006 0.008 0.005 0.000 0.006 0.002
0.002 -0.006 0.000 0.006 0.013 0.002 0.005 0.002 0.001
23.60 15.21 40.77 32.03 15.20 35.00 27.71 24.73 27.26 41.40 19.86 20.41 32.81 27.68 35.59 22.16 28.35 32.65 16.11 36.06 30.02 38.54 39.58 38.24 29.09 23.13 21.93 41.52 44.79 34.27 28.82 24.57 24.59 46.23 35.64 25.15 29.54 27.10 40.18 46.25 28.42 30.38 49.69 32.79 56.90 27.12 36.03 30.74 23.92 48.33 29.29 22.50 24.06 45.83 26.45 32.37 37.64 32.85 25.21 37.41 18.90 23.22 17.34 32.84 26.69 26.53 33.84
23.60 14.99 35.24 33.93 15.88 38.11 27.08 26.21 27.98 45.46 21.93 20.66 30.07 28.72 37.88 23.71 30.03 36.29 16.11 37.97 29.26 38.28 43.40 34.84 27.38 23.04 22.50 41.97 45.88 36.33 30.20 23.93 26.16 49.25 35.64 27.77 31.48 25.48 39.92 48.69 28.74 33.77 51.06 36.38 56.73 28.62 34.41 30.16 23.26 54.64 28.56 25.60 28.28 51.68 28.26 30.75 38.53 35.07 25.16 40.31 19.02 26.34 15.98 34.23 25.23 28.00 35.98
23.60 14.73 26.37 36.07 16.85 37.82 26.44 25.63 27.40 46.44 22.81 20.69 29.55 28.94 36.18 23.56 30.03 34.68 16.17 39.01 28.21 38.01 42.11 33.85 27.17 22.39 23.12 42.02 43.12 35.53 31.80 23.89 26.55 53.27 29.26 27.00 30.58 25.48 39.45 48.29 29.48 33.13 52.02 33.23 56.61 27.63 33.63 30.07 23.80 54.64 27.33 25.60 30.34 48.00 28.23 32.80 39.14 34.77 25.16 40.28 19.02 26.43 13.69 33.81 25.82 27.57 34.53
23.60 16.08 14.89 34.07 17.71 38.67 27.16 26.86 28.15 44.14 20.69 19.69 30.82 29.42 34.42 23.18 30.03 35.74 18.51 40.81 29.28 37.21 40.98 41.82 27.20 22.18 21.66 41.57 41.72 35.87 32.79 23.76 24.93 56.28
0.000 0.000 0.000 -0.168 -0.043 -0.182 -0.138 -0.240 -0.274 -0.043 0.006 -0.108 -0.162 -0.287 -0.141 -0.292 -0.003 -0.198 0.000 -0.135 -0.128 -0.252 -0.146 -0.225 0.005 -0.002 0.000 -0.261 -0.423 -0.416 -0.126 -0.136 -0.004 -0.116 0.000 -0.093 -0.102 0.000 0.000 -0.245 -0.250 -0.174 0.000 0.046 -0.889 -0.226 -0.039 -0.184 -0.558 -0.009 0.000 -0.116 -0.158 -0.064 -0.077 -0.092 -0.226 -0.202 0.000 -0.263 0.000 -0.274 0.000 -0.031 -0.609 -0.013 -0.176
0.000 0.000 0.000 -0.103 -0.104 -0.212 -0.147 -0.239 -0.319 -0.132 -0.011 -0.166 -0.286 -0.304 -0.203 -0.329 -0.006 -0.308 0.000 -0.206 -0.103 -0.251 -0.130 -0.268 -0.011 0.004 -0.004 -0.229 -0.352 -0.358 -0.230 -0.081 0.006 -0.174 0.000 -0.180 -0.235 0.000 0.002 -0.186 -0.372 -0.272 -0.077 -0.077 -0.865 -0.229 -0.177 -0.142 -0.319 -0.017 0.014 -0.250 -0.230 -0.082 -0.153 -0.221 -0.270 -0.324 0.000 -0.315 0.000 -0.253 0.000 -0.137 -0.323 -0.137 -0.289
0.000 0.000 0.000 -0.053 -0.142 -0.157 -0.118 -0.211 -0.290 -0.196 -0.040 -0.191 -0.270 -0.241 -0.197 -0.324 -0.006 -0.265 0.000 -0.214 -0.063 -0.250 -0.130 0.040 -0.044 0.011 -0.006 -0.179 -0.275 -0.278 -0.220 -0.081 -0.006 -0.133 0.000 -0.200 -0.202 0.000 0.003 -0.161 -0.376 -0.222 -0.168 -0.211 -0.840 -0.247 -0.247 -0.142 -0.286 -0.018 0.013 -0.307 -0.231 -0.036 -0.153 -0.245 -0.274 -0.259 0.000 -0.271 0.000 -0.220 0.000 -0.200 -0.272 -0.217 -0.239
0.000 -0.089 -0.086 -0.118 -0.164 -0.117 -0.151 -0.187 -0.263 -0.171 -0.114 -0.145 -0.211 -0.183 -0.171 -0.311 -0.006 -0.196 -0.083 -0.198 -0.062 -0.244 -0.146 -0.108 -0.085 -0.110 0.022 -0.061 -0.217 -0.225 -0.212 -0.080 -0.167 -0.100
0.000 0.000 0.000 0.001 0.002 0.004 0.007 0.015 0.009 0.006 0.000 0.003 0.008 0.008 0.004 0.010 0.000 0.008 0.000 0.003 0.001 0.002 0.002 0.009 0.001 0.000 0.000 0.005 0.006 0.007 0.006 0.001 0.000 0.006 0.000 0.004 0.004 0.000 0.000 0.004 0.008 0.007 0.001 0.003 0.028 0.002 0.002 0.002 0.007 0.002 0.000 0.004 0.008 -0.001 0.000 0.004 0.001 0.011 0.000 0.007 0.000 0.007 0.000 0.007 0.010 0.002 0.006
0.000 0.000 0.000 0.001 0.003 0.003 0.006 0.008 0.008 0.006 0.001 0.004 0.007 0.005 0.002 0.010 0.000 0.007 0.000 0.003 0.000 0.002 0.002 0.008 0.002 0.000 0.000 0.004 0.003 0.005 0.006 0.001 0.000 0.003 0.000 0.003 0.011 0.000 0.000 0.003 0.008 0.008 0.002 0.007 0.029 0.005 0.006 0.002 0.006 0.002 0.000 0.007 0.004 0.000 0.000 0.001 0.000 0.007 0.000 0.004 0.000 0.005 0.000 0.008 0.006 0.005 0.004
0.000 0.001 0.010 0.005 0.005 0.002 0.004 0.003 0.004 0.004 0.004 0.002 0.005 0.002 0.002 0.011 0.000 0.003 0.001 0.002 0.000 0.004 0.001 0.002 0.000 0.004 0.000 0.003 0.002 0.003 0.004 0.001 0.002 0.001
-0.158 -0.131 0.000 -0.014 -0.124 -0.373 -0.128 -0.201 -0.189 -0.766 -0.198 -0.152 -0.131 -0.145 -0.140 -0.224 -0.018 -0.107 -0.295 -0.160 -0.084 -0.154 -0.242 -0.073 -0.160 0.000 -0.188 0.000 -0.164 -0.128 -0.107 -0.025 -0.151 -0.228 -0.111 -0.179
0.000 0.000 0.000 0.002 0.001 0.004 0.004 0.013 0.005 0.003 0.000 0.001 0.005 0.007 0.003 0.006 0.000 0.005 0.000 0.002 0.001 0.001 0.006 0.005 0.000 0.000 0.000 0.005 0.010 0.009 0.011 0.002 0.000 0.006 0.000 0.003 0.000 0.000 0.000 0.007 0.005 0.003 0.000 -0.002 0.027 0.002 -0.002 0.002 0.020 0.001 0.000 0.001 0.007 -0.001 0.000 0.004 0.000 0.007 0.000 0.006 0.000 0.014 0.000 0.003 0.020 -0.001 0.004
19.98 57.04 37.88 31.24 33.79 31.11 21.99 27.66 25.25 21.22 39.76 36.02 44.11 27.00 21.32 54.50 33.37 50.10 28.91 49.08 26.90 61.01 25.30 17.36 30.65 20.75 40.28 16.11 50.60 32.50 30.18 25.72 28.15 34.99 40.32 85.44 27.28 22.19 35.34 36.72 19.92 38.36
21.73 57.63 37.88 31.63 35.42 30.34 20.49 30.69 22.22 21.22 41.86 37.70 47.46 27.89 23.51 58.10 37.09 47.92 30.74 52.00 29.69 59.17 25.34 18.60 30.65 21.49 45.91 16.83 50.48 36.25 29.24 26.08 30.32 25.40 38.78 74.82 27.78 21.96 37.00 41.13 19.92 42.25
22.39 57.91 37.88 29.60 35.72 29.77 18.04 30.37 20.45 21.22 42.31 37.80 45.25 29.18 22.46 56.12 35.65 45.17 29.92 46.94 29.75 57.62 25.72 18.58 30.65 21.54 46.19 18.10 49.68 36.05 29.33 26.10 29.47 19.80 34.38 76.53 27.48 21.96 36.39 40.15 19.92 42.34
22.87 52.25 37.88 32.65 35.97 33.48 18.97 31.29 18.17 21.22 42.72 37.63 49.56 26.97 23.00 55.60 35.28 48.39 32.28 47.19 29.90 57.90 26.86 19.48 30.65 20.64 44.56 18.89 48.26 38.30 29.07 26.17 29.70 17.49 32.72 70.07 28.45 21.96 35.84 39.67 19.92 41.69
-0.099 -0.088 0.000 -0.097 -0.014 -0.165 0.000 -0.062 -0.144 0.000 0.027 -0.148 0.000 -0.112 -0.035 -0.124 0.024 0.000 -0.028 -0.145 -0.098 -0.168 -0.126 -0.383 0.000 -0.116 -0.184 -0.103 -0.149 -0.275 -0.096 -0.309 -0.282 -0.290 -0.207 -0.313 -0.157 0.000 -0.258 -0.112 -0.460 -0.580
-0.152 -0.308 0.000 -0.234 -0.062 -0.198 -0.046 -0.124 -0.116 0.000 -0.050 -0.170 0.000 -0.033 -0.173 -0.078 -0.042 -0.085 -0.125 -0.182 -0.189 -0.214 -0.139 -0.291 0.000 -0.149 -0.267 -0.111 -0.163 -0.207 -0.054 -0.428 -0.301 -0.393 -0.278 -1.027 -0.236 0.000 -0.343 -0.233 -0.418 -0.619
-0.123 -0.478 0.000 -0.339 -0.114 -0.120 -0.136 -0.136 -0.174 0.000 -0.200 -0.171 0.000 0.004 -0.305 -0.055 -0.167 -0.254 -0.187 -0.183 -0.189 -0.197 -0.157 -0.365 0.000 -0.066 -0.225 -0.133 -0.129 -0.183 -0.035 -0.428 -0.244 -0.200 -0.277 -0.235 -0.233 0.000 -0.260 -0.274 -0.377 -0.630
-0.230 -0.331 0.000 -0.244 -0.142 -0.170 -0.185 -0.122 -0.198 0.000 -0.172 -0.165 -0.146 -0.139 -0.170 -0.103 -0.198 -0.199 -0.134 -0.164 -0.188 -0.174 -0.218 -0.287 0.000 -0.115 -0.161 -0.213 -0.105 -0.120 -0.127 -0.428 -0.201 -0.249 -0.153 0.109 -0.153 0.000 -0.225 -0.196 -0.260 -0.406
0.002 -0.003 0.000 0.000 0.000 0.002 0.000 0.001 0.003 0.000 -0.001 0.003 0.000 0.001 -0.001 0.010 -0.001 0.000 -0.001 0.005 0.000 0.009 0.001 0.008 0.000 0.003 0.011 0.001 0.013 0.010 0.001 0.005 0.007 0.004 0.017 -0.017 0.002 0.000 0.005 0.002 0.023 0.013
0.003 -0.004 0.000 0.005 0.000 0.003 0.000 0.001 0.003 0.000 0.001 0.004 0.000 0.001 0.003 0.004 0.001 -0.001 0.003 0.004 0.000 0.005 0.001 0.006 0.000 0.004 0.016 0.001 0.006 0.008 0.000 0.009 0.006 0.011 0.008 -0.057 0.006 0.000 0.007 0.003 0.022 0.012
0.002 -0.001 0.000 0.009 0.001 0.002 0.001 0.001 0.005 0.000 0.005 0.004 0.000 -0.001 0.010 0.003 0.004 -0.003 0.006 0.003 0.000 0.007 0.001 0.009 0.000 0.002 0.012 0.001 0.003 0.004 0.000 0.009 0.005 0.014 0.009 -0.028 0.007 0.000 0.005 0.004 0.021 0.009
0.003 0.004 0.000 0.004 0.001 0.003 0.005 0.004 0.003 0.000 0.002 0.002 0.005 0.002 0.004 0.002 0.003 0.002 0.002 0.001 0.000 0.002 -0.001 0.007 0.000 0.003 0.005 0.001 0.002 0.001 0.003 0.009 0.003 0.004 0.003 0.007 0.003 0.000 0.004 0.002 0.016 0.004
27.85 31.01 25.48 38.67 48.53 28.80 33.06 51.08 33.60 56.61 28.71 32.88 29.81 24.54 54.65 26.15 26.05 31.51 46.50 28.16 33.63 39.13 34.26 25.16 42.46 19.02 25.99 16.18 35.68 25.69 28.26 34.01
43.45
43.68
27.65
29.93
43.21
43.79
41.16
41.67
57.54
58.10
30.23
31.79
27.37
28.78
38.54
39.43
55.11
54.61
46.78
45.99
47.67 38.90
47.71 39.83
37.42
39.28
39.46
37.57
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.184 -0.124 -0.138 -0.131
-0.136 -0.113
-0.081 -0.068
-0.144 -0.124
-0.128 -0.119
-0.123 -0.097
-0.077 -0.054 -0.105 -0.078
-0.194 -0.158
-0.244 -0.177
0.002 0.004 0.000 0.000 0.001 0.003 0.004 0.002 0.005 0.030 0.002 0.002 0.002 0.003 0.002 0.001 0.006 0.002 0.002 0.000 0.002 0.000 0.004 0.000 0.002 0.000 0.003 0.008 0.003 0.003 0.002 0.002
0.001
0.001
0.002
0.001
0.002
0.001
0.001
0.001
0.000
0.000
0.001
0.001
0.002
0.001
0.001
0.001
0.001
0.001
0.000
0.000
0.001 0.001
0.001 0.001
0.003
0.002
0.004
0.002
28.06.2013
S&P 1000 Index
Ticker
Name
GICS_SECTOR_NAME
ATM4 Ref
RRGB UW Equity RED ROBIN GOURMET BURGERS
Consumer Discretionary
54.90
RS UN Equity
RELIANCE STEEL & ALUMINUM
Materials
65.66
RSTI UW Equity
ROFIN-SINAR TECHNOLOGIES INC
Information Technology
25.21
RSYS UW Equity RADISYS CORP
Information Technology
RT UN Equity
Dividend Yield
Next ExDividend Date
1.98%
14.08.2013
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
33.75
36.83
35.82
36.12
-0.171 -0.196 -0.149 -0.095
0.005
0.007
0.005
0.002
27.47
29.35
29.38
30.85
-0.238 -0.247 -0.230 -0.146
0.008
0.009
0.005
0.003
32.59
34.29
32.61
32.00
-0.344 -0.274 -0.273 -0.237
0.011
0.011
0.009
0.004
4.80
275.87
229.02
229.02
229.02
0.000
0.000
0.000
0.000
0.000
0.000
Consumer Discretionary
9.17
35.04
34.91
34.47
32.09
0.000 -0.061 -0.140 -0.063
0.000
0.001
0.002
0.001
RTEC UW Equity RUDOLPH TECHNOLOGIES INC
Information Technology
11.44
47.63
47.60
47.57
47.48
-0.195 -0.195 -0.195 -0.194
0.002
0.002
0.002
0.002
RTI UN Equity
RTI INTERNATIONAL METALS INC
Materials
28.27
36.25
37.76
37.36
39.25
-0.275 -0.292 -0.323 -0.191
0.007
0.007
0.003
0.002
RUE UW Equity
RUE21 INC
Consumer Discretionary
41.61
10.83
10.83
10.83
10.83
0.000
0.000
0.000
0.000
0.000
0.000
RUTH UW Equity RUTH'S HOSPITALITY GROUP INC
Consumer Discretionary
11.99
32.55
39.37
39.31
39.14
-0.158 -0.271 -0.271 -0.269
0.004
0.006
0.006
0.006
RVBD UW Equity RIVERBED TECHNOLOGY INC
Information Technology
15.69
48.31
55.17
49.87
49.76
49.09
49.45
-0.001 -0.044 -0.037 -0.054 -0.078 -0.076
0.008
0.005
0.004
0.002
0.001
0.001
RYL UN Equity
RYLAND GROUP INC/THE
Consumer Discretionary
40.85
0.29%
15.10.2013
46.55
48.28
47.04
45.77
45.71
46.03
-0.227 -0.199 -0.183 -0.154 -0.126 -0.110
0.008
0.004
0.003
0.002
0.001
0.001
RYN UN Equity
RAYONIER INC
Financials
55.40
3.47%
13.09.2013
18.38
19.23
19.22
19.18
-0.347 -0.479 -0.479 -0.478
0.012
0.012
0.012
0.013
SAFM UW Equity SANDERSON FARMS INC
Consumer Staples
66.28
1.07%
09.08.2013
24.72
23.78
23.72
23.65
-0.049 -0.101 -0.098 -0.090
0.001
0.003
0.003
0.003
SAFT UW Equity
SAFETY INSURANCE GROUP INC
Financials
49.28
4.87%
04.09.2013
19.31
19.31
19.31
19.31
0.000
0.000
0.000
0.000
0.000
0.000
SAH UN Equity
SONIC AUTOMOTIVE INC-CLASS A
Consumer Discretionary
21.19
0.47%
10.09.2013
36.05
35.98
36.56
38.28
-0.214 -0.328 -0.325 -0.312
0.001
0.001
0.000 -0.003
SAM UN Equity
BOSTON BEER COMPANY INC-A
Consumer Staples
26.11
27.78
27.14
28.18
-0.112 -0.130 -0.124 -0.144
0.007
0.009
0.006
0.004
19.50
20.22
19.20
22.32
-0.071 -0.088 -0.034 -0.119
0.001
0.001
0.000
0.002
0.002
0.005
0.007
0.001
0.001
0.001
0.001
0.001
0.001
0.006
0.002
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
RUBY TUESDAY INC
171.75
0.000
0.000
0.000
0.000
0.000
0.000
SBNY UW Equity SIGNATURE BANK
Financials
83.88
SBRA UW Equity SABRA HEALTH CARE REIT INC
Financials
26.40
5.30%
13.08.2013
SCHL UW Equity SCHOLASTIC CORP
Consumer Discretionary
29.29
1.88%
30.08.2013
35.00
36.21
36.30
35.07
-0.039 -0.182 -0.266 -0.180
0.002
0.001
0.001
SCI UN Equity
SERVICE CORP INTERNATIONAL
Consumer Discretionary
17.79
1.63%
16.10.2013
113.86
54.49
41.77
36.63
-0.004 0.011 -0.012 -0.883
0.000 -0.001 0.001
0.028
SCL UN Equity
STEPAN CO
Materials
55.60
1.21%
28.08.2013
SCOR UW Equity COMSCORE INC
Information Technology
23.94
36.29
35.32
31.91
32.78
-0.118 -0.244 -0.106 -0.163
0.001
0.002
0.003
0.005
SCSC UW Equity SCANSOURCE INC
Information Technology
33.48
27.39
27.35
27.28
28.74
-0.119 -0.119 -0.124 -0.169
0.002
0.002
0.002
0.016
SCSS UW Equity SELECT COMFORT CORPORATION
Consumer Discretionary
25.02
56.82
54.46
53.95
54.16
-0.304 -0.166 -0.176 -0.143
0.007
0.003
0.002
0.001
SEIC UW Equity
Financials
28.49
21.00
21.64
22.84
23.11
0.000 -0.096 -0.199 -0.161
0.000
0.002
0.003
0.004
SENEA UW Equity SENECA FOODS CORP - CL A
Consumer Staples
30.51
SF UN Equity
STIFEL FINANCIAL CORP
Financials
35.64
26.16
28.41
28.20
28.27
-0.130 -0.235 -0.237 -0.194
0.005
0.006
0.002
0.003
SFD UN Equity
SMITHFIELD FOODS INC
Consumer Staples
32.78
13.84
14.29
13.81
13.31
-0.333 -0.260 -0.341 -0.452 -0.367 -0.246
0.006
0.005
0.012
0.007
SFG UN Equity
STANCORP FINANCIAL GROUP
Financials
48.96
2.00%
20.11.2013
20.74
19.94
19.07
20.82
-0.105 -0.123 -0.161 -0.208
0.002
0.001
0.002
0.007
SFNC UW Equity SIMMONS FIRST NATL CORP-CL A
Financials
25.89
3.32%
13.09.2013
SFY UN Equity
SEI INVESTMENTS COMPANY
SWIFT ENERGY CO
1.52%
20.12.2013
12.82
11.64
Energy
12.01
51.10
53.40
53.40
53.39
-0.070 -0.138 -0.138 -0.138
0.002
0.004
0.004
0.004
SGMS UW Equity SCIENTIFIC GAMES CORP-A
Consumer Discretionary
11.22
50.33
48.87
46.63
46.26
-0.019 -0.052 -0.103 -0.098
0.000
0.002
0.004
0.003
SGY UN Equity
STONE ENERGY CORP
Energy
21.76
40.60
42.76
42.03
43.41
-0.305 -0.279 -0.220 -0.136
0.007
0.007
0.004
0.002
SHFL UW Equity
SHFL ENTERTAINMENT INC
Consumer Discretionary
17.69
28.52
31.12
31.15
31.21
-0.242 -0.194 -0.195 -0.197
0.007
0.007
0.007
0.007
SHLM UW Equity SCHULMAN (A.) INC
Materials
26.56
37.86
33.32
30.50
30.63
-0.028 -0.120 -0.208 -0.191
0.001
0.004
0.007
0.004
SHOO UW Equity STEVEN MADDEN LTD
Consumer Discretionary
48.08
28.13
30.94
30.25
31.79
-0.240 -0.277 -0.263 -0.236
0.004
0.006
0.005
0.003
SIG UN Equity
SIGNET JEWELERS LTD
Consumer Discretionary
67.51
0.93%
23.10.2013
23.69
23.22
25.65
25.89
-0.161 -0.209 -0.246 -0.166
0.003
0.003
0.000
0.002
SIGI UW Equity
SELECTIVE INSURANCE GROUP
Financials
22.97
2.26%
15.08.2013
18.00
27.22
34.45
29.32
-0.060 0.080 -0.064 -0.114
0.002 -0.002 0.000
0.003
SIGM UW Equity
SIGMA DESIGNS INC
Information Technology
5.05
31.07
35.47
40.66
43.57
-0.002 0.003
0.007 -0.034
0.000
0.000
0.000 -0.001
SIVB UW Equity
SVB FINANCIAL GROUP
Financials
82.87
20.68
22.73
22.74
22.80
-0.205 -0.260 -0.260 -0.262
0.005
0.008
0.008
0.008
SJI UN Equity
SOUTH JERSEY INDUSTRIES
Utilities
56.81
27.43
27.43
27.43
27.19
0.000
SKS UN Equity
SAKS INC
Consumer Discretionary
13.80
40.06
38.95
38.11
36.49
SKT UN Equity
TANGER FACTORY OUTLET CENTER
Financials
33.71
20.71
19.87
19.21
20.42
SKX UN Equity
SKECHERS USA INC-CL A
Consumer Discretionary
24.04
35.31
39.49
38.70
38.88
SKYW UW Equity SKYWEST INC
Industrials
13.87
43.17
42.94
39.06
SLAB UW Equity
SILICON LABORATORIES INC
Information Technology
41.17
27.71
29.87
28.45
SLG UN Equity
SL GREEN REALTY CORP
3.18%
3.34% 2.71% 0.87%
18.10.2013
10.09.2013 26.07.2013 27.09.2013
0.000 -0.031
0.000
0.000
0.000
0.000
0.238 -0.016 -0.112 -0.191 -0.191 -0.169
0.009
0.001
0.000
0.002
-0.270 -0.258 -0.224 -0.230
0.003
0.004
0.003
0.006
-0.184 -0.208 -0.194 -0.169 -0.144 -0.128
0.005
0.005
0.003
0.001
39.04
-0.166 -0.251 -0.288 -0.246
0.000
0.002
0.006
0.002
28.45
-0.062 -0.146 -0.193 -0.197
0.006
0.008
0.004
0.002
33.80 39.85
31.67 40.54
0.000
Financials
88.76
1.27%
30.09.2013
23.13
23.52
23.53
23.57
-0.472 -0.425 -0.426 -0.428
0.013
0.012
0.012
0.012
SLGN UW Equity SILGAN HOLDINGS INC
Materials
46.92
1.24%
04.09.2013
17.95
17.91
17.88
17.77
-0.410 -0.406 -0.403 -0.393
0.015
0.015
0.015
0.015
SLH UN Equity
SOLERA HOLDINGS INC
Information Technology
54.84
1.02%
06.09.2013
18.25
20.65
23.25
23.80
-0.083 -0.174 -0.171 -0.139
0.001
0.003
0.003
0.000
SLXP UW Equity
SALIX PHARMACEUTICALS LTD
Health Care
66.03
30.12
30.71
30.63
30.63
-0.340 0.054
0.014 -0.002 -0.001 0.002
SM UN Equity
SM ENERGY CO
Energy
59.91
35.48
38.54
38.65
38.16
SMA UN Equity
SYMMETRY MEDICAL INC
Health Care
8.30
48.10
44.99
42.49
103.20
SMCI UW Equity
SUPER MICRO COMPUTER INC
Information Technology
10.58
47.00
48.01
45.94
44.71
SMG UN Equity
SCOTTS MIRACLE-GRO CO-CL A
Materials
SMP UN Equity
STANDARD MOTOR PRODS
0.25%
24.10.2013
38.56
38.91
0.052 -0.119
-0.092 -0.176 -0.178 -0.158 -0.120 -0.084
0.007
0.004
0.003
0.000 -0.011 -0.057 -0.018
0.000
0.000 -0.001 0.000
-0.026 -0.090 -0.149 -0.141
-0.001 0.000
0.002
0.002 0.002
48.27
2.90%
27.08.2013
23.34
24.85
23.97
24.14
-0.216 -0.230 -0.218 -0.229
0.005
0.007
0.005
0.006
Consumer Discretionary
34.63
1.39%
16.08.2013
29.23
32.79
32.76
32.64
-0.110 -0.200 -0.199 -0.197
0.002
0.004
0.004
0.004
SMRT UW Equity STEIN MART INC
Consumer Discretionary
14.25
0.35%
41.32
41.17
41.01
40.66
-0.056 -0.054 -0.052 -0.045
0.001
0.001
0.001
0.001
SMTC UW Equity SEMTECH CORP
Information Technology
35.12
28.50
29.33
29.69
29.17
-0.295 -0.231 -0.194 -0.206
0.001
0.005
0.009
0.005
SNCR UW Equity SYNCHRONOSS TECHNOLOGIES INC
Information Technology
31.43
37.07
41.64
39.32
41.21
-0.165 -0.263 -0.249 -0.149
0.005
0.007
0.006
0.002
SNH UN Equity
Financials
25.94
23.08
21.64
20.53
18.27
0.000
0.003 -0.037 -0.085
-0.001 0.002
0.005
0.009
SNPS UW Equity SYNOPSYS INC
Information Technology
35.68
17.68
18.73
20.18
19.99
0.056 -0.091 -0.208 -0.181
-0.002 0.003
0.005
0.006
SNV UN Equity
SYNOVUS FINANCIAL CORP
Financials
2.90
29.50
29.93
30.91
33.52
0.000
0.003
0.007
0.009
SNX UN Equity
SYNNEX CORP
Information Technology
42.39
25.54
23.59
22.97
24.67
-0.071 -0.187 -0.234 -0.154
-0.001 0.003
0.006
0.005
SON UN Equity
SONOCO PRODUCTS CO
Materials
34.49
17.24
17.05
18.28
18.81
0.019 -0.036 -0.148 -0.184
0.000
0.001
0.003
0.006
SONC UW Equity SONIC CORP
Consumer Discretionary
14.61
25.42
26.51
28.58
29.48
0.041 -0.072 -0.181 -0.129
-0.001 0.002
SPAR UW Equity SPARTAN MOTORS INC
Consumer Discretionary
6.18
43.64
43.64
43.17
42.58
0.000
SPF UN Equity
STANDARD PACIFIC CORP
Consumer Discretionary
8.46
48.86
52.49
52.55
52.69
SPN UN Equity
SUPERIOR ENERGY SERVICES INC
Energy
26.42
32.17
35.04
34.77
36.44
SPPI UW Equity
SPECTRUM PHARMACEUTICALS INC
Health Care
7.49
52.57
55.68
55.24
53.89
SPTN UW Equity SPARTAN STORES INC
Consumer Staples
18.81
1.97%
04.09.2013
31.36
32.18
32.47
32.76
SPW UN Equity
Industrials
73.60
1.36%
13.09.2013
28.00
29.73
28.76
29.14
SRDX UW Equity SURMODICS INC
Health Care
20.07
41.23
40.77
40.73
SSD UN Equity
SIMPSON MANUFACTURING CO INC
Industrials
29.08
1.81%
01.10.2013
29.32
27.95
26.21
SSI UN Equity
STAGE STORES INC
Consumer Discretionary
23.75
2.11%
06.09.2013
36.51
36.56
37.44
SSP UN Equity
EW SCRIPPS CO/THE-A
Consumer Discretionary
15.73
33.15
32.02
SSS UN Equity
SOVRAN SELF STORAGE INC
Financials
65.15
3.07%
11.07.2013
20.35
STBA UW Equity
S & T BANCORP INC
Financials
19.92
3.01%
09.08.2013
STC UN Equity
STEWART INFORMATION SERVICES
Financials
26.13
0.77%
13.12.2013
STE UN Equity
STERIS CORP
Health Care
42.90
2.05%
23.08.2013
STL UN Equity
STERLING BANCORP-N Y
Financials
11.61
1.55%
13.09.2013
STLD UW Equity
STEEL DYNAMICS INC
Materials
15.05
2.19%
30.09.2013
STMP UW Equity STAMPS.COM INC
Information Technology
39.47
STR UN Equity
Utilities
24.00
3.00%
14.08.2013
STRA UW Equity STRAYER EDUCATION INC
Consumer Discretionary
47.92
4.17%
29.08.2013
STRI UN Equity
STR HOLDINGS INC
Information Technology
2.47
SUNE UN Equity
SUNEDISON INC
Information Technology
8.15
SUP UN Equity
SUPERIOR INDUSTRIES INTL
Consumer Discretionary
17.57
SUPX UW Equity SUPERTEX INC
Information Technology
23.77
SUSQ UW Equity SUSQUEHANNA BANCSHARES INC
Financials
12.91
SVU UN Equity
SUPERVALU INC
Consumer Staples
6.21
SWC UN Equity
STILLWATER MINING CO
Materials
10.29
SWI UN Equity
SOLARWINDS INC
Information Technology
SWKS UW Equity SKYWORKS SOLUTIONS INC SWM UN Equity
SENIOR HOUSING PROP TRUST
6.13% 1.38%
26.07.2013 17.09.2013
3.62%
14.08.2013
1.62%
05.11.2013
37.64
41.25
0.000
0.012
0.036
0.061
0.020 -0.040
0.004
0.001
0.000
0.000
0.000
0.000
-0.172 -0.199 -0.109 -0.142 -0.095 -0.114
0.005
0.007
0.004
0.002
-0.135 -0.207 -0.233 -0.157
0.003
0.004
0.003
0.002
0.115
0.015
0.007
0.004
0.002
-0.261 -0.319 -0.207 -0.131
0.008
0.011
0.008
0.004
-0.355 -0.303 -0.255 -0.183
0.009
0.008
0.005
0.007
40.63
-0.225 -0.294 -0.294 -0.292
0.005
0.005
0.005
0.005
27.07
-0.220 -0.227 -0.229 -0.225
0.004
0.006
0.008
0.003
37.38
-0.192 -0.205 -0.176 -0.140
0.003
0.005
0.004
0.002
30.28
33.69
-0.240 -0.139 -0.001 -0.206
-0.001 -0.001 0.000 -0.004
21.03
21.03
21.64
-0.015 -0.068 -0.107 -0.119
0.000
0.001
22.42
24.70
26.12
25.38
0.011 -0.021 -0.088 -0.151
0.000
0.000 -0.001 0.004
44.21
41.53
41.35
40.90
-0.198 -0.140 -0.128 -0.089
0.011
0.010
0.011
0.013
25.49
25.14
24.72
24.63
-0.006 -0.030 -0.089 -0.137
0.006
0.004
0.000
0.005
29.95
32.92
33.57
33.93
-0.203 -0.250 -0.212 -0.141 -0.135 -0.147
0.008
0.010
0.008
0.003
39.09
42.96
43.04
43.26
-0.349 -0.372 -0.375 -0.387
0.008
0.009
0.009
0.009
18.89
19.86
20.38
21.34
-0.156 -0.291 -0.301 -0.250
0.004
0.007
0.008
0.006
52.18
53.45
50.81
49.46
-0.381 -0.305 -0.322 -0.242
0.012
77.61
79.59
81.77
78.64
0.000
74.78
77.47
73.46
71.22
28.66
29.82
28.67
37.49
37.12
02.08.2013
23.97
30.08.2013
56.67 48.69
39.14
Information Technology
21.60
SCHWEITZER-MAUDUIT INTL INC
Materials
50.86
SWS UN Equity
SWS GROUP INC
Financials
5.59
SWX UN Equity
SOUTHWEST GAS CORP
Utilities
46.98
2.86%
14.11.2013
SXC UN Equity
SUNCOKE ENERGY INC
Materials
14.18
SXI UN Equity
STANDEX INTERNATIONAL CORP
Industrials
54.74
0.69%
08.08.2013
SXT UN Equity
SENSIENT TECHNOLOGIES CORP
Materials
40.83
2.28%
08.08.2013
SYKE UW Equity SYKES ENTERPRISES INC
Information Technology
16.00
SYMM UW Equity SYMMETRICOM INC
Information Technology
4.53
SYNA UW Equity SYNAPTICS INC
Information Technology
TAYC UW Equity TAYLOR CAPITAL GROUP INC TBI UN Equity
TRUEBLUE INC
TCB UN Equity TCBI UW Equity TCO UN Equity
SPX CORP
QUESTAR CORP
51.05 56.51
34.29
53.31 59.44
34.40
0.000 -0.023 -0.127
0.030
0.004 -0.024 -0.060 -0.084
0.002
0.002
0.006
0.006
0.002
0.000
0.000
0.000
0.000
-0.077 -0.133 -0.136 -0.148 -0.129 -0.103
0.003
0.003
0.003
0.002
28.76
-0.119 -0.207 -0.182 -0.166
0.003
0.004
0.002
0.001
36.54
37.01
0.000 -0.104 -0.195 -0.169
0.000
0.005
0.008
0.000
25.13
25.13
25.13
0.000
0.000
0.000
0.000
0.000
57.74
54.73
51.42
49.71
49.25
0.014 -0.049 -0.146 -0.235 -0.216 -0.165
0.009
0.005
0.003
0.003
0.002
0.001
50.09
49.86
49.68
49.92
50.22
-0.238 -0.326 -0.258 -0.189 -0.159 -0.150
0.008
0.008
0.005
0.002
0.001
0.001
44.39
49.39
45.86
42.97
42.37
42.32
-0.202 -0.204 -0.207 -0.189 -0.107 -0.118
0.007
0.004
0.002
0.002
0.000
0.001
46.84
46.29
45.58
44.54
44.97
45.64
-0.211 -0.184 -0.175 -0.162 -0.132 -0.107
0.007
0.001
0.000
0.001
0.001
0.000
22.50
24.48
23.49
25.70
-0.093 -0.136 -0.102 -0.124
0.000
0.001
0.002
0.002
58.40
56.28
52.63
49.79
0.000 -0.042 -0.120 -0.286
0.000 -0.001 -0.002 -0.003
24.78
14.60
13.50
17.99
-0.003 0.013
0.339
0.000
0.000
0.001
0.003
31.27
34.91
34.90
35.39
-0.164 -0.265 -0.242 -0.288
0.002
0.004
0.003
0.004
29.22
28.83
28.71
28.61
-0.152 -0.101 -0.099 -0.087
0.003
0.002
0.002
0.003
31.14
31.14
31.14
25.03
0.000
0.000
0.000
0.000
0.000
0.000
33.65
33.11
32.34
32.48
-0.116 -0.160 -0.219 -0.180
0.000
0.002
0.004
0.002
38.55
43.66
46.38
43.92
43.62
-0.175 -0.199 -0.165 -0.142 -0.114 -0.105
0.005
0.004
0.003
0.002
0.001
0.001
Financials
17.04
27.36
27.36
27.36
27.36
0.000
0.000
0.000
0.000
0.000
0.000
Industrials
21.24
33.02
32.98
32.98
33.00
-0.243 -0.297 -0.297 -0.297
0.004
0.007
0.007
0.007
TCF FINANCIAL CORP
Financials
14.20
1.41%
13.08.2013
24.67
23.51
25.15
25.72
-0.067 -0.183 -0.228 -0.174
0.001
0.004
0.005
0.004
TEXAS CAPITAL BANCSHARES INC
Financials
44.71
22.94
24.20
23.32
25.98
-0.070 -0.078 -0.043 -0.145
0.001
0.003
0.004
0.002
TAUBMAN CENTERS INC
Financials
75.58
2.75%
17.09.2013
23.27
22.66
21.37
21.72
-0.218 -0.258 -0.231 -0.211
0.004
0.004
0.003
0.004
TDS UN Equity
TELEPHONE AND DATA SYSTEMS
Telecommunication Services 23.08
2.21%
13.09.2013
24.67
25.31
25.30
25.28
-0.121 -0.235 -0.235 -0.234
0.003
0.006
0.006
0.006
TDW UN Equity
TIDEWATER INC
Energy
57.10
1.82%
06.09.2013
25.97
27.47
27.09
28.38
-0.374 -0.299 -0.256 -0.226
0.010
0.008
0.005
0.003
TDY UN Equity
TELEDYNE TECHNOLOGIES INC
Industrials
76.75
30.71
30.26
30.08
29.25
-0.063 -0.030 -0.054 -0.174
0.002
0.002
0.001
0.001
TECD UW Equity TECH DATA CORP
Information Technology
47.46
29.56
27.51
27.52
27.39
-0.299 -0.327 -0.287 -0.248
0.005
0.008
0.007
0.005
TECH UW Equity TECHNE CORP
Health Care
69.02
37.73
37.73
37.73
23.80
0.000
0.000
0.000
0.000
0.001
TESO UW Equity TESCO CORP
Energy
12.82
39.58
38.89
36.02
40.69
0.065 -0.105 -0.351 -0.115
-0.004 0.006
0.018
0.002
TEX UN Equity
TEREX CORP
Industrials
26.93
50.13
52.26
51.63
50.99
-0.305 -0.299 -0.249 -0.197 -0.151 -0.121
0.005
0.003
0.002
0.001
0.001
0.001
TFX UN Equity
TELEFLEX INC
Health Care
77.51
1.75%
15.08.2013
35.69
29.70
23.13
18.04
0.259
-0.004 0.003
0.018
0.017
TG UN Equity
TREDEGAR CORP
Materials
25.54
1.14%
11.09.2013
42.63
42.57
42.21
41.05
-0.151 -0.200 -0.191 -0.174
0.004
0.005
0.004
0.003
TGI UN Equity
TRIUMPH GROUP INC
Industrials
79.65
0.20%
30.08.2013
23.25
24.92
24.11
24.20
-0.214 -0.264 -0.249 -0.199
0.003
0.005
0.005
0.004
THG UN Equity
HANOVER INSURANCE GROUP INC/
Financials
48.55
2.84%
06.09.2013
35.96
35.96
35.96
0.000
0.000
0.000
0.000
THO UN Equity
THOR INDUSTRIES INC
Consumer Discretionary
49.38
1.78%
30.09.2013
25.51
27.71
30.10
34.04
-0.259 -0.300 -0.235 -0.199
0.005
0.008
0.006
0.002
THOR UW Equity THORATEC CORP
Health Care
30.94
40.38
43.59
41.59
38.86
0.166
0.012 -0.005 -0.032
0.012
0.004
0.002
0.001
THS UN Equity
TREEHOUSE FOODS INC
Consumer Staples
65.97
21.39
25.03
25.03
25.02
0.007
0.012
0.001
0.001
0.001
0.001
TIBX UW Equity
TIBCO SOFTWARE INC
Information Technology
21.14
31.12
33.51
35.51
38.76
-0.094 -0.091 -0.090 -0.093 -0.111 -0.128
0.006
0.007
0.006
0.002
0.001
0.001
TILE UW Equity
INTERFACE INC
Industrials
16.97
0.71%
07.08.2013
34.88
37.99
38.24
37.11
-0.061 -0.159 -0.215 -0.085
0.001
0.002
0.001
0.000
TKR UN Equity TLAB UW Equity
TIMKEN CO TELLABS INC
Industrials Information Technology
56.52 2.02
1.70% 3.96%
21.08.2013 14.08.2013
28.61 38.90
31.66 42.89
31.14 45.47
32.47 40.17
-0.251 -0.281 -0.229 -0.144 0.010 -0.016 0.014 0.325
0.006 0.000
0.006 0.000
0.004 0.000
0.003 0.009
2.73% 2.48%
2.36%
1.83%
08.01.2014
30.08.2013
14.08.2013
71.42
42.93
50.77
40.18
71.91
42.93
50.73
40.85
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.096
0.000
0.000
0.000
0.000
0.000 -0.051
0.208 -0.347 -0.260
0.000
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.000
0.012
0.012
28.06.2013
S&P 1000 Index
Ticker TMP UA Equity TNC UN Equity TNGO UW Equity TOL UN Equity TPX UN Equity TQNT UW Equity TR UN Equity TRAK UW Equity TRLG UW Equity TRMB UW Equity TRMK UW Equity TRN UN Equity TRST UW Equity TSCO UW Equity TSRA UW Equity TTC UN Equity TTEC UW Equity TTEK UW Equity TTI UN Equity TTMI UW Equity TTWO UW Equity TUES UW Equity TUP UN Equity TW UN Equity TWGP UW Equity TWI UN Equity TWTC UW Equity TXI UN Equity TXRH UW Equity TYL UN Equity TYPE UW Equity UA UN Equity UBA UN Equity UBSI UW Equity UCBI UW Equity UDR UN Equity UEIC UW Equity UFCS UW Equity UFPI UW Equity UFS UN Equity UGI UN Equity UHS UN Equity UHT UN Equity UIL UN Equity UMBF UW Equity UMPQ UW Equity UNF UN Equity UNFI UW Equity UNS UN Equity UNT UN Equity UNTD UW Equity URI UN Equity URS UN Equity USMO UW Equity USTR UW Equity UTEK UW Equity UTHR UW Equity UTI UN Equity UTIW UW Equity UVV UN Equity VAC UN Equity VAL UN Equity VCI UN Equity VCLK UW Equity VDSI UR Equity VECO UW Equity VICR UW Equity VIVO UW Equity VLTR UW Equity VLY UN Equity VMI UN Equity VOXX UW Equity VPFG UW Equity VPHM UW Equity VRTS UW Equity VRTU UW Equity VRTX UW Equity VSAT UW Equity VSH UN Equity VSI UN Equity VVC UN Equity VVI UN Equity WAB UN Equity WABC UW Equity WAFD UW Equity WAGE UN Equity WBS UN Equity WCG UN Equity WCN UN Equity WDFC UW Equity WDR UN Equity WEN UW Equity WERN UW Equity WEX UN Equity WGL UN Equity WGO UN Equity WIBC UW Equity WIRE UW Equity WMS UN Equity WOOF UW Equity WOR UN Equity WPP UN Equity WR UN Equity WRB UN Equity WRI UN Equity WRLD UW Equity WSM UN Equity WSO UN Equity WST UN Equity WTFC UW Equity WTR UN Equity WTS UN Equity WWAV UN Equity WWD UW Equity WWW UN Equity XEC UN Equity XLS UN Equity XOXO UN Equity XXIA UW Equity Y UN Equity ZBRA UW Equity ZEP UN Equity ZEUS UW Equity ZLC UN Equity ZQK UN Equity ZUMZ UW Equity
Name TOMPKINS FINANCIAL CORP TENNANT CO TANGOE INC/CT TOLL BROTHERS INC TEMPUR SEALY INTERNATIONAL I TRIQUINT SEMICONDUCTOR INC TOOTSIE ROLL INDS DEALERTRACK TECHNOLOGIES INC TRUE RELIGION APPAREL INC TRIMBLE NAVIGATION LTD TRUSTMARK CORP TRINITY INDUSTRIES INC TRUSTCO BANK CORP NY TRACTOR SUPPLY COMPANY TESSERA TECHNOLOGIES INC TORO CO TELETECH HOLDINGS INC TETRA TECH INC TETRA TECHNOLOGIES INC TTM TECHNOLOGIES TAKE-TWO INTERACTIVE SOFTWRE TUESDAY MORNING CORP TUPPERWARE BRANDS CORP TOWERS WATSON & CO-CL A TOWER GROUP INTERNATIONAL LT TITAN INTERNATIONAL INC TW TELECOM INC TEXAS INDUSTRIES INC TEXAS ROADHOUSE INC TYLER TECHNOLOGIES INC MONOTYPE IMAGING HOLDINGS IN UNDER ARMOUR INC-CLASS A URSTADT BIDDLE - CLASS A UNITED BANKSHARES INC UNITED COMMUNITY BANKS/GA UDR INC UNIVERSAL ELECTRONICS INC UNITED FIRE GROUP INC UNIVERSAL FOREST PRODUCTS DOMTAR CORP UGI CORP UNIVERSAL HEALTH SERVICES-B UNIVERSAL HEALTH RLTY INCOME UIL HOLDINGS CORP UMB FINANCIAL CORP UMPQUA HOLDINGS CORP UNIFIRST CORP/MA UNITED NATURAL FOODS INC UNS ENERGY CORP UNIT CORP UNITED ONLINE INC UNITED RENTALS INC URS CORP USA MOBILITY INC UNITED STATIONERS INC ULTRATECH INC UNITED THERAPEUTICS CORP UNIVERSAL TECHNICAL INSTITUT UTI WORLDWIDE INC UNIVERSAL CORP/VA MARRIOTT VACATIONS WORLD VALSPAR CORP VALASSIS COMMUNICATIONS INC VALUECLICK INC VASCO DATA SECURITY INTL VEECO INSTRUMENTS INC VICOR CORP MERIDIAN BIOSCIENCE INC VOLTERRA SEMICONDUCTOR CORP VALLEY NATIONAL BANCORP VALMONT INDUSTRIES VOXX INTERNATIONAL CORP VIEWPOINT FINANCIAL GROUP IN VIROPHARMA INC VIRTUS INVESTMENT PARTNERS VIRTUSA CORP VERTEX PHARMACEUTICALS INC VIASAT INC VISHAY INTERTECHNOLOGY INC VITAMIN SHOPPE INC VECTREN CORPORATION VIAD CORP WABTEC CORP WESTAMERICA BANCORPORATION WASHINGTON FEDERAL INC WAGEWORKS INC WEBSTER FINANCIAL CORP WELLCARE HEALTH PLANS INC WASTE CONNECTIONS INC WD-40 CO WADDELL & REED FINANCIAL-A WENDY'S CO/THE WERNER ENTERPRISES INC WEX INC WGL HOLDINGS INC WINNEBAGO INDUSTRIES WILSHIRE BANCORP INC ENCORE WIRE CORP WMS INDUSTRIES INC VCA ANTECH INC WORTHINGTON INDUSTRIES WAUSAU PAPER CORP WESTAR ENERGY INC WR BERKLEY CORP WEINGARTEN REALTY INVESTORS WORLD ACCEPTANCE CORP WILLIAMS-SONOMA INC WATSCO INC WEST PHARMACEUTICAL SERVICES WINTRUST FINANCIAL CORP AQUA AMERICA INC WATTS WATER TECHNOLOGIES-A WHITEWAVE FOODS CO - CL A WOODWARD INC WOLVERINE WORLD WIDE INC CIMAREX ENERGY CO EXELIS INC XO GROUP INC IXIA ALLEGHANY CORP ZEBRA TECHNOLOGIES CORP-CL A ZEP INC OLYMPIC STEEL INC ZALE CORP QUIKSILVER INC ZUMIEZ INC
GICS_SECTOR_NAME
ATM4 Ref
Financials 45.33 Industrials 48.30 Information Technology 15.23 Consumer Discretionary 33.41 Consumer Discretionary 44.10 Information Technology 7.00 Consumer Staples 31.42 Information Technology 35.05 Consumer Discretionary 31.61 Information Technology 25.98 Financials 24.76 Industrials 38.75 Financials 5.47 Consumer Discretionary 116.49 Information Technology 20.88 Industrials 45.64 Information Technology 23.68 Industrials 23.67 Energy 10.01 Information Technology 8.17 Information Technology 14.57 Consumer Discretionary 10.35 Consumer Discretionary 78.31 Industrials 81.95 Financials 19.94 Industrials 17.05 Telecommunication Services 28.20 Materials 67.74 Consumer Discretionary 25.04 Information Technology 69.11 Information Technology 25.61 Consumer Discretionary 58.46 Financials 20.20 Financials 26.53 Financials 12.50 Financials 25.41 Consumer Discretionary 28.56 Financials 25.10 Industrials 40.50 Materials 65.41 Utilities 39.17 Health Care 66.94 Financials 43.54 Utilities 38.04 Financials 55.86 Financials 15.20 Industrials 92.14 Consumer Staples 54.28 Utilities 44.84 Energy 42.96 Information Technology 7.52 Industrials 50.57 Industrials 47.49 Telecommunication Services 13.58 Industrials 34.11 Information Technology 36.68 Health Care 64.44 Consumer Discretionary 10.46 Industrials 16.15 Consumer Staples 58.96 Consumer Discretionary 43.47 Materials 65.08 Consumer Discretionary 24.75 Information Technology 24.47 Information Technology 8.31 Information Technology 35.68 Industrials 6.38 Health Care 21.77 Information Technology 14.08 Financials 9.36 Industrials 142.70 Consumer Discretionary 12.43 Financials 20.67 Health Care 28.95 Financials 184.50 Information Technology 22.66 Health Care 80.53 Information Technology 72.74 Information Technology 13.84 Consumer Discretionary 45.45 Utilities 33.63 Industrials 25.01 Industrials 53.31 Financials 45.95 Financials 18.31 Industrials 34.58 Financials 25.76 Health Care 55.88 Industrials 40.59 Consumer Staples 55.07 Financials 43.93 Consumer Discretionary 5.85 Industrials 24.10 Information Technology 77.54 Utilities 43.07 Consumer Discretionary 20.99 Financials 6.69 Industrials 34.62 Consumer Discretionary 25.50 Health Care 25.75 Materials 32.36 Materials 11.51 Utilities 31.74 Financials 40.64 Financials 30.93 Financials 87.50 Consumer Discretionary 55.62 Industrials 83.71 Health Care 70.27 Financials 38.38 Utilities 31.12 Industrials 45.77 Consumer Staples 16.18 Industrials 40.10 Consumer Discretionary 53.70 Energy 65.57 Industrials 13.96 Information Technology 11.18 Information Technology 17.80 Financials 381.36 Information Technology 43.21 Materials 16.64 Materials 24.41 Consumer Discretionary 9.15 Consumer Discretionary 6.38 Consumer Discretionary 27.95
Dividend Yield
Next ExDividend Date
3.49% 1.68%
01.08.2013 30.08.2013
1.03%
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
30.97 48.58 37.79 43.91 38.86
31.59 55.70 39.21 46.57 45.54
30.88 55.55 40.36 44.68 44.87
31.01 55.13 40.75 46.83 42.47
-0.215 -0.180 -0.231 -0.311 -0.036
-0.247 -0.327 -0.194 -0.239 -0.074
-0.234 -0.326 -0.174 -0.200 -0.092
-0.197 -0.323 -0.142 -0.089 -0.090 -0.154 -0.158 -0.113 -0.110 -0.095 -0.072
0.003 0.003 0.010 0.008 0.000
0.004 0.005 0.005 0.004 0.001
0.004 0.005 0.004 0.002 0.001
0.002 0.006 0.002 0.002 0.002
27.06 19.53 28.45 36.86 33.21 34.14 25.87 31.64 23.77 21.58 30.68 47.75 41.08 44.13 43.14 25.58 19.13 24.91 44.20 28.84 53.47 24.60 28.00 34.46 29.88 25.60 71.46 28.13 17.84
28.61 13.51 31.47 46.52 34.14 34.14 28.06 34.32 22.64 22.15 31.66 50.36 39.17 46.79 44.65 27.33 21.55 25.24 47.42 31.40 48.20 26.44 30.69 36.63 33.03 24.94 71.46 28.13 19.61
28.92 10.97 31.50 45.30 32.80 34.14 26.68 34.31 22.51 23.08 30.11 49.58 36.34 45.79 46.19 26.69 21.96 24.46 46.08 30.31 47.60 24.92 29.43 36.63 31.80 24.94 71.46 27.89 19.15
29.21 8.66 31.61 44.18 33.05 31.13 27.74 35.18 22.86 24.12 28.98 46.38 36.56 44.27 47.30 26.57 23.10 24.38 43.82 29.41 46.10 25.98 31.78 36.63 32.66
-0.173 -0.306 -0.330 0.100 -0.323 0.000 -0.242 -0.087 -0.074 -0.134 -0.151 -0.136 0.003 -0.059 -0.012 -0.303 -0.224 -0.298 -0.286 -0.069 -0.445 -0.106 -0.116 -0.029 -0.230 0.000 0.000 0.003 -0.127
-0.135 -0.746 -0.330 0.101 -0.281 0.000 -0.269 -0.052 -0.228 -0.174 -0.171 -0.077 -0.003 -0.090 -0.048 -0.262 -0.211 -0.410 -0.261 -0.071 -0.374 -0.064 -0.111 -0.028 -0.179 0.000 0.000 -0.005 -0.083
-0.130 -0.586 -0.332 0.052 -0.222 0.000 -0.176 -0.120 -0.121 -0.113 -0.282 -0.108 -0.177 -0.128 -0.082 -0.118 -0.152 -0.114 -0.094 -0.205 -0.219 -0.359 -0.164 -0.081 -0.249 -0.183 -0.189 -0.026 -0.155 -0.130 -0.104 0.000 -0.079 -0.093
0.005 -0.002 0.005 -0.002 0.008 0.000 0.007 0.003 -0.001 0.000 0.002 0.005 0.000 0.004 0.000 0.008 0.007 0.003 0.009 0.000 0.009 0.002 0.001 0.000 0.008 0.000 0.000 0.000 0.002
0.007 0.008 0.009 -0.002 0.007 0.000 0.006 0.001 0.001 0.001 0.004 0.007 0.000 0.004 0.000 0.007 0.010 0.008 0.005 0.001 0.006 0.003 0.002 0.001 0.004 0.000 0.000 0.000 0.003
0.004 0.020 0.009 0.000 0.005 0.000 0.006 0.002 0.004 0.002 0.003 0.004 0.000 0.003 -0.001 0.005 0.008 0.010 0.005 0.003 0.004 0.002 0.003 0.001 0.003 0.000 0.000 0.000 0.002
0.002 0.015 0.008 0.003 0.003 0.000 0.002 0.001 0.001 0.006 0.003 0.004 0.002 -0.001 0.001 0.001 0.000 0.002 0.002 0.007 0.002 0.003 0.002 0.004 0.001 0.001 0.002 0.001
71.46 31.33 18.68
-0.113 0.015 -0.180 0.043 -0.361 0.000 -0.238 -0.167 0.037 -0.097 -0.073 -0.109 0.000 0.089 0.006 -0.327 -0.120 -0.116 -0.180 -0.036 -0.595 -0.086 -0.088 -0.015 -0.301 0.000 0.000 -0.002 -0.086
36.14 42.94 29.30 17.23 27.85
35.61 39.47 30.94 18.09 27.98
35.43 39.94 30.19 18.40 27.91
35.37 39.24 29.73 17.84 28.38
-0.183 -0.205 -0.192 0.005 -0.228
-0.179 -0.283 -0.287 -0.010 -0.240
-0.169 -0.290 -0.268 -0.049 -0.331
-0.140 -0.205 -0.245 -0.203 -0.248
0.003 0.005 0.007 0.000 0.011
0.004 0.005 0.009 0.000 0.012
0.004 0.004 0.010 0.001 0.006
0.005 0.003 0.006 0.005 0.003
24.74 22.48 24.16
25.24 22.66 25.07
25.73 21.69 26.33
27.15 24.25 23.99
-0.599 -0.605 -0.609 -0.622 -0.094 -0.180 -0.170 -0.173 -0.533 0.005 -0.113 -0.118
0.011 0.001 0.017
0.011 0.002 0.000
0.011 0.003 0.004
0.009 0.003 0.003
20.34 19.75 30.62 37.26 49.63 23.84 35.25
22.59 19.79 31.92 40.89 46.10 24.95 39.20
22.64 21.03 31.01 38.86 44.85 25.07 42.79
22.77 20.99 30.94 38.07 45.01 25.47 55.10
-0.222 0.007 -0.202 -0.003 -0.489 -0.244 -1.249
-0.377 -0.015 -0.260 0.005 -0.326 -0.323 -1.258
-0.381 -0.074 -0.259 -0.006 -0.245 -0.365 -1.252
-0.393 -0.194 -0.164 -0.125 -0.167 -0.168 -0.127 -0.279 1.241
0.012 0.000 0.004 0.000 0.004 0.005 0.012
0.020 0.020 0.000 0.002 0.005 0.003 0.000 0.000 0.003 0.003 0.009 0.008 0.005 -0.001
0.020 0.004 0.003 0.003 0.002 0.005 0.036
49.24 28.62 38.66 77.20 20.19 31.43 24.93 30.37 40.94 45.89 48.31 41.39 27.66 37.26 22.82 28.30 51.11 29.79 50.20
44.19 30.83 40.35 77.20 21.86 31.79 26.45 34.98 44.28 46.36 50.41 41.29 28.08 37.47 22.09 28.57 47.52 26.28 49.50
44.21 30.87 38.00 77.20 21.81 30.77 25.97 34.05 41.55 46.72 49.69 41.18 25.38 35.61 21.16 29.02 47.54 27.28 45.38
44.25 31.00 35.90 77.20 21.68 29.65 26.04 36.90 40.95 47.80 47.38 40.79 25.21 37.84 20.78 30.05 47.59 19.84 38.84
-0.391 -0.246 0.026 0.000 -0.049 -0.152 -0.318 -0.030 -0.286 -0.083 -0.308 -0.209 -0.043 -0.136 0.000 -0.452 -0.085 0.016 0.080
-0.350 -0.312 -0.049 0.000 -0.095 -0.144 -0.340 -0.138 -0.245 -0.083 -0.224 -0.208 -0.143 -0.150 0.006 -0.357 -0.188 -0.038 -0.011
-0.351 -0.315 -0.193 0.000 -0.095 -0.240 -0.289 -0.206 -0.203 -0.098 -0.235 -0.206 -0.226 -0.039 -0.005 -0.249 -0.189 -0.157 -0.055
-0.351 -0.322 -0.223 0.000 -0.094 -0.264 -0.217 -0.127 -0.153 -0.133 -0.174 -0.121 -0.105 -0.133 -0.246 -0.129 -0.126 -0.160 -0.190 -0.028 -0.103 -0.127 -0.130
0.005 0.010 0.000 0.000 0.001 0.002 0.008 0.000 0.006 -0.001 0.013 0.001 -0.001 0.000 0.000 0.016 0.003 0.000 0.009
0.003 0.011 0.001 0.000 0.001 0.001 0.009 0.004 0.006 -0.001 0.003 0.001 0.004 0.003 0.000 0.012 0.005 -0.001 0.005
0.003 0.011 0.003 0.000 0.001 0.002 0.007 0.008 0.004 -0.001 0.002 0.001 0.010 0.005 0.000 0.011 0.005 -0.002 0.004
0.003 0.011 0.004 0.000 0.001 0.002 0.004 0.002 0.002 0.003 0.001 0.001 0.003 0.001 0.010 0.004 0.005 0.006 0.001
48.14 41.24 40.74 39.89 37.14 14.60 36.65 23.49 18.02 24.62 39.73 22.23 34.69 19.76 28.98 26.89 25.92 24.82 40.69 20.38 37.58 34.67 24.08 15.49 30.44 33.18 34.98 15.65 14.37 19.71 32.64 23.31 27.58 18.46 16.10 18.93 26.70 40.76 25.33 28.22 36.26 27.78 32.37 43.21
52.95 43.94 43.64 38.34 39.82 16.02 35.76 26.89 18.36 23.97 42.09 21.83 38.90 20.58 25.54 29.27 28.23 23.55 30.64 19.44 37.86 34.78 27.57 16.28 32.55 31.71 34.60 15.65 14.45 20.67 34.42 23.84 28.12 18.46 17.11 19.50 27.08 42.92 26.53 26.76 37.69 27.51 31.52 45.49
52.63 43.48 42.04 36.22 39.84 17.53 35.87 25.81 18.57 22.88 42.09 23.68 39.46 20.77 25.54 28.36 28.30 23.60 30.80 17.83 38.74 34.40 27.53 14.03 29.73 31.60 33.60 15.70 14.84 20.11 33.39 25.44 27.95 18.65 18.42 18.46 26.42 42.13 25.76 26.84 37.05 27.31 30.20 45.48
51.88 44.93 40.57 35.08 39.89 18.23 33.70 24.04 18.84 22.46 42.10 23.22 39.27 19.98 25.54 31.79 28.49 25.67 32.71 17.21 39.47 32.68 27.43 12.53 28.90 34.33 30.70 15.99 16.86 19.57 33.50 28.69 27.43 21.26 19.42 17.69 28.18 43.54 26.18 28.32 37.05 28.59 29.90 45.43
-0.431 -0.152 -0.196 -0.084 -0.163 0.000 -0.104 -0.356 0.010 0.000 -0.259 -0.003 -0.263 -0.003 -0.036 -0.012 -0.296 -0.148 0.383 0.000 -0.130 0.000 -0.090 -0.311 -0.026 -0.320 -0.171 0.000 0.000 0.014 -0.393 -0.223 -0.314 0.000 0.000 -0.006 -0.115 -0.094 -0.153 -0.216 -0.166 -0.188 -0.199 -0.249
-0.609 -0.133 -0.210 -0.127 -0.145 -0.061 -0.135 -0.267 -0.020 -0.018 -0.265 0.006 -0.235 0.004 -0.083 -0.185 -0.540 -0.254 0.078 -0.025 -0.174 0.000 -0.163 -0.446 0.011 -0.345 -0.133 0.000 0.043 -0.026 -0.370 -0.290 -0.118 0.000 -0.029 0.011 -0.227 -0.050 -0.208 -0.285 -0.184 -0.209 -0.185 -0.491
-0.584 -0.100 -0.182 -0.055 -0.146 -0.116 -0.062 -0.332 -0.086 -0.060 -0.265 0.010 -0.177 -0.004 -0.080 -0.343 -0.541 -0.344 0.104 -0.071 -0.170 0.000 -0.162 -0.356 0.060 -0.260 -0.068 0.000 0.082 -0.106 -0.318 -0.254 -0.118 -0.011 -0.050 0.012 -0.240 -0.064 -0.105 -0.282 -0.173 -0.222 -0.162 -0.491
-0.512 -0.115 -0.111 -0.089 -0.169 -0.137 -0.147 -0.122 -0.152 -0.220 -0.136 -0.148 -0.265 -0.143 -0.181 -0.081 -0.090 -0.159 -0.067 -0.186 -0.544 -0.157 0.185 -0.104 -0.150 0.000 -0.160 -0.391 -0.093 -0.228 -0.005 0.000 -0.049 -0.204 -0.236 -0.165 -0.133 -0.120 -0.115 -0.144 0.039 -0.060 -0.216 -0.026 -0.114 -0.164 -0.159 -0.131 -0.161 -0.489
0.013 0.010 0.008 0.001 0.005 0.000 0.002 0.006 0.000 0.000 0.006 0.000 0.005 0.000 0.001 0.000 0.006 -0.001 0.008 0.000 0.002 0.000 0.002 0.008 0.003 0.007 0.002 0.000 0.000 -0.001 0.010 0.007 0.006 0.000 0.000 0.000 0.003 0.000 0.004 0.004 0.006 0.001 0.000 0.004
0.021 0.003 0.007 0.001 0.003 0.001 0.003 0.003 0.000 -0.001 0.006 0.000 0.003 0.000 0.002 0.003 0.011 0.007 0.023 0.000 0.003 0.000 0.004 0.012 0.004 0.011 0.001 0.000 0.000 0.001 0.008 0.009 0.002 0.000 0.000 0.000 0.004 0.001 0.005 0.006 0.005 0.004 0.000 0.008
0.021 0.002 0.000 0.001 0.003 0.002 0.001 0.005 0.002 -0.001 0.006 0.000 0.001 0.000 0.002 0.005 0.011 0.012 0.022 0.001 0.003 0.000 0.004 0.009 0.003 0.007 0.001 0.000 0.000 0.005 0.005 0.007 0.002 0.000 0.001 0.000 0.003 0.002 0.003 0.006 0.004 0.007 0.000 0.008
0.019 0.001 0.003 0.001 0.003 0.004 0.002 0.008 0.002 0.002 0.006 0.002 0.001 0.008 0.002 0.001 0.011 0.003 0.019 0.002 0.002 0.000 0.004 0.012 0.003 0.002 0.000 0.000 0.002 0.004 0.003 0.003 0.002 0.002 0.000 0.005 0.005 0.001 0.002 0.003 0.002 0.004 0.003 0.008
25.10 36.59 35.82 62.34 38.83 40.56
25.03 34.60 37.40 63.96 39.34 40.63
24.97 33.20 37.33 63.97 40.82 40.63
24.77 31.56 37.25 64.02 43.64 40.65
-0.192 -0.170 -0.185 -0.219 0.066 -0.105
-0.192 -0.198 -0.235 -0.161 0.072 -0.112
-0.192 -0.260 -0.211 -0.161 0.051 -0.112
-0.191 -0.163 -0.137 -0.162 0.001 -0.030 -0.052 -0.112
0.002 0.002 0.006 0.003 0.000 0.002
0.002 0.002 0.002 0.003 0.005 0.001 0.009 0.006 0.003 0.003 0.003 0.002 0.000 -0.001 -0.002 -0.001 0.000 0.002 0.002 0.002
39.95 47.73 42.85
39.56 47.06 43.67
0.001 0.000 0.001
0.001 0.001 0.001
03.10.2013
3.72% 1.34% 4.80% 0.95% 1.92% 1.39%
30.08.2013 17.10.2013 04.09.2013 22.08.2013 26.08.2013 03.10.2013
3.42% 0.46% 3.31% 0.09%
19.09.2013 18.12.2013 12.09.2013 30.09.2013
2.00%
07.08.2013 09.09.2013
1.02%
27.09.2013
4.98% 4.79% 1.60% 3.74%
02.10.2013 11.09.2013 11.09.2013 11.10.2013
2.87% 0.99% 3.52% 2.93% 0.30% 5.82% 4.54% 1.59% 4.08% 0.16%
03.09.2013 29.11.2013 17.09.2013 13.09.2013 28.08.2013 19.09.2013 19.09.2013 11.09.2013 02.10.2013 11.09.2013
4.08%
05.09.2013
5.32%
12.08.2013
1.81% 3.68% 1.73%
13.09.2013 14.08.2013 13.09.2013
3.82% 0.37% 3.43%
11.09.2013 27.06.2014 10.10.2013
1.21% 5.25%
30.09.2013 24.09.2013
2.35% 3.86%
05.08.2013 25.07.2013
3.85% 0.72%
11.09.2013 25.09.2013
2.13%
30.07.2013
4.27% 1.60% 0.19% 3.29% 2.08%
14.08.2013 11.09.2013 15.11.2013 08.08.2013 30.09.2013
2.33%
08.08.2013
1.33% 2.25% 2.64% 2.74% 0.62%
02.08.2013 16.10.2013 02.10.2013 04.09.2013 03.10.2013
3.95%
10.10.2013
1.79% 0.23%
27.09.2013 25.09.2013
1.85% 1.04% 4.35% 1.01% 4.04%
13.12.2013 01.11.2013 04.09.2013 12.09.2013 06.09.2013
2.30% 1.19% 1.12% 0.63% 2.44% 1.14%
23.10.2013 18.07.2013 15.10.2013 06.08.2013 15.11.2013 22.08.2013
0.85% 0.91% 0.88% 2.96%
21.08.2013 03.10.2013 13.11.2013 28.08.2013
0.96% 0.33%
18.10.2013 04.09.2013
28.56
28.44
41.89
40.22
34.46
35.52
45.34
45.56
45.89
45.52
35.85
34.82
47.33
48.86
37.04
37.86
30.13
30.82
44.34
44.41
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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0.000 0.002 0.003
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0.001
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