26.03.2013
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
S&P 500 Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend Yield
Next ExDividend Date
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
MMM UN Equity
3M CO
Industrials
105.17
2.46%
22.05.2013
14.45
15.15
14.72
15.19
17.13
18.13
-0.499 -0.335 -0.315 -0.258 -0.220 -0.191
0.016
0.010
0.009
0.006
0.002
0.001
ABT UN Equity
ABBOTT LABORATORIES
Health Care
33.80
1.78%
10.07.2013
16.56
16.25
16.30
16.62
17.26
18.12
-0.395 -0.362 -0.301 -0.215 -0.165 -0.146
0.012
0.012
0.009
0.005
0.003
0.002
ANF UN Equity
ABERCROMBIE & FITCH CO-CL A
Consumer Discretionary
46.38
1.72%
30.05.2013
35.79
40.45
40.39
40.59
39.30
39.35
-0.228 -0.209 -0.185 -0.160 -0.129 -0.121
0.010
0.002
0.002
0.001
0.001
0.001
ACN UN Equity
ACCENTURE PLC-CL A
Information Technology
73.41
2.40%
10.04.2013
23.64
20.62
20.12
20.82
22.35
23.06
-0.232 -0.323 -0.296 -0.235 -0.191 -0.165
0.007
0.009
0.007
0.004
0.002
0.002
ACE UN Equity
ACE LTD
Financials
88.47
1.73%
26.07.2013
12.57
14.83
15.02
15.91
-0.352 -0.489 -0.406 -0.284
0.009
0.014
0.011
0.006
ADBE UW Equity ADOBE SYSTEMS INC
Information Technology
42.49
19.83
20.38
21.91
23.39
25.23
26.08
-0.402 -0.318 -0.262 -0.191 -0.166 -0.141
0.016
0.009
0.006
0.004
0.002
0.001
AMD UN Equity
ADVANCED MICRO DEVICES
Information Technology
2.51
61.39
60.36
60.85
58.92
61.20
62.65
-0.125 -0.105 -0.110 -0.121 -0.127 -0.138
0.013
0.005
0.004
0.003
0.002
0.002
AES UN Equity
AES CORP
Utilities
12.30
2.28%
26.04.2013
19.64
21.40
21.67
22.11
-0.076 -0.219 -0.232 -0.222
0.001
0.002
0.003
0.004
AET UN Equity
AETNA INC
Health Care
50.05
1.64%
09.07.2013
24.39
25.48
24.16
24.68
25.51
26.19
-0.319 -0.124 -0.161 -0.159 -0.114 -0.098
0.012
0.002
0.003
0.003
0.001
0.001
AFL UN Equity
AFLAC INC
Financials
51.52
2.80%
13.05.2013
17.95
20.06
20.85
21.76
22.45
22.97
-0.529 -0.357 -0.311 -0.265 -0.208 -0.177
0.018
0.012
0.008
0.004
0.003
0.002
A UN Equity
AGILENT TECHNOLOGIES INC
Health Care
41.13
1.17%
03.07.2013
23.19
25.92
26.34
26.73
27.36
28.65
-0.424 -0.296 -0.262 -0.212 -0.167 -0.139
0.014
0.009
0.006
0.003
0.002
0.001
GAS UN Equity
AGL RESOURCES INC
Utilities
41.32
4.57%
15.05.2013
12.10
12.10
12.10
12.10
0.000
0.000
0.000
0.000
0.000
0.000
APD UN Equity
AIR PRODUCTS & CHEMICALS INC
Materials
87.47
3.25%
05.07.2013
16.28
16.94
16.55
17.47
-0.244 -0.313 -0.324 -0.253
0.004
0.006
0.007
0.004
ARG UN Equity
AIRGAS INC
1.95%
14.06.2013
19.88
20.05
19.79
19.96
-0.352 -0.305 -0.318 -0.253
0.008
0.006
0.007
0.005
36.45
45.21
43.09
39.71
36.84
36.08
0.168 -0.066 -0.095 -0.106 -0.099 -0.099
0.019
0.003
0.002
0.001
0.001
0.000
1.43%
15.05.2013
26.06
24.71
24.78
26.16
28.84
30.43
-0.225 -0.054 -0.127 -0.102 -0.069 -0.046
0.013
0.009
0.004
0.004
0.002
0.001
27.88
31.21
31.34
31.64
31.43
32.05
-0.149 -0.194 -0.186 -0.170 -0.153 -0.138
0.006
0.007
0.004
0.002
0.001
0.001
0.000
0.000
Materials
97.57
AKAM UW Equity AKAMAI TECHNOLOGIES INC
Information Technology
34.40
AA UN Equity
ALCOA INC
Materials
8.42
ALXN UW Equity
ALEXION PHARMACEUTICALS INC
Health Care
92.35
ATI UN Equity
ALLEGHENY TECHNOLOGIES INC
Materials
31.35
2.30%
24.05.2013
33.23
36.09
35.48
36.08
38.31
39.14
-0.207 -0.251 -0.224 -0.171 -0.127 -0.112
0.008
0.007
0.004
0.002
0.001
0.001
AGN UN Equity
ALLERGAN INC
Health Care
110.80
0.18%
15.05.2013
17.82
19.60
19.44
21.25
23.14
23.04
-0.397 -0.326 -0.272 -0.222 -0.175 -0.152
0.012
0.010
0.008
0.004
0.002
0.001
ALL UN Equity
ALLSTATE CORP
Financials
48.48
2.12%
29.05.2013
16.89
18.34
17.49
17.90
19.37
19.90
-0.553 -0.286 -0.266 -0.234 -0.189 -0.165
0.022
0.011
0.009
0.006
0.003
0.002
ANR UN Equity
ALPHA NATURAL RESOURCES INC
Energy
8.33
56.82
58.88
57.43
57.07
57.90
58.35
-0.244 -0.217 -0.195 -0.151 -0.128 -0.117
0.011
0.005
0.003
0.002
0.001
0.001
ALTR UW Equity
ALTERA CORP
Information Technology
34.77
1.41%
10.05.2013
25.10
27.76
27.11
28.09
29.65
30.60
-0.215 -0.251 -0.226 -0.175 -0.137 -0.116
0.006
0.007
0.005
0.002
0.001
0.001
MO UN Equity
ALTRIA GROUP INC
Consumer Staples
33.88
5.46%
14.06.2013
12.36
13.24
13.03
13.71
16.05
17.20
-0.312 -0.374 -0.271 -0.198 -0.144 -0.112
0.008
0.012
0.009
0.007
0.004
0.003
28.01
32.36
29.99
30.02
31.77
32.77
-0.281 -0.243 -0.217 -0.169 -0.131 -0.114
0.016
0.005
0.005
0.003
0.001
0.001
0.033 -0.052 -0.203 -0.211
0.000
0.001
0.004
0.008
AMZN UW Equity AMAZON.COM INC
Consumer Discretionary
256.02
AEE UN Equity
AMEREN CORPORATION
Utilities
34.24
4.67%
10.06.2013
11.19
13.01
13.18
12.53
AEP UN Equity
AMERICAN ELECTRIC POWER
Utilities
47.66
4.11%
10.05.2013
11.07
10.96
11.06
11.83
13.50
14.56
-0.113 -0.150 -0.216 -0.213 -0.194 -0.169
0.001
0.003
0.006
0.006
0.004
0.002
AXP UN Equity
AMERICAN EXPRESS CO
Financials
66.10
1.35%
03.07.2013
17.12
17.28
17.45
18.85
21.14
22.17
-0.408 -0.366 -0.314 -0.247 -0.210 -0.176
0.018
0.015
0.011
0.005
0.002
0.001
AIG UN Equity
AMERICAN INTERNATIONAL GROUP
Financials
37.70
0.53%
09.09.2013
22.25
24.78
24.73
26.78
29.08
30.99
-0.232 -0.256 -0.225 -0.149 -0.111 -0.087
0.015
0.010
0.006
0.003
0.001
0.001
AMT UN Equity
AMERICAN TOWER CORP
Financials
76.26
1.42%
05.07.2013
15.50
17.95
17.53
18.61
20.25
21.07
-0.362 -0.303 -0.285 -0.254 -0.190 -0.158
0.009
0.007
0.008
0.005
0.002
0.002
AMP UN Equity
AMERIPRISE FINANCIAL INC
Financials
73.47
2.59%
01.05.2013
19.49
21.56
20.60
21.72
-0.208 -0.355 -0.314 -0.238
0.004
0.008
0.007
0.003
ABC UN Equity
AMERISOURCEBERGEN CORP
Health Care
50.59
1.78%
23.05.2013
17.35
18.86
18.52
18.33
-0.181 -0.259 -0.231 -0.191
0.005
0.007
0.006
0.004
AMGN UW Equity AMGEN INC
Health Care
96.81
2.10%
16.08.2013
18.41
19.89
19.28
20.05
21.93
22.97
-0.332 -0.195 -0.185 -0.182 -0.155 -0.137
0.018
0.007
0.007
0.004
0.002
0.001
APH UN Equity
AMPHENOL CORP-CL A
Information Technology
72.60
0.61%
10.06.2013
23.69
21.83
22.02
22.09
-0.253 -0.249 -0.207 -0.156
0.005
0.005
0.004
0.003
APC UN Equity
ANADARKO PETROLEUM CORP
Energy
87.29
0.53%
10.06.2013
26.42
28.62
28.25
27.84
29.30
29.91
-0.228 -0.197 -0.168 -0.135 -0.130 -0.122
0.008
0.009
0.006
0.002
0.001
0.001
ADI UW Equity
ANALOG DEVICES INC
Information Technology
44.64
3.09%
29.05.2013
19.26
19.94
20.38
21.19
22.43
22.73
-0.267 -0.252 -0.273 -0.209 -0.162 -0.139
0.005
0.005
0.006
0.003
0.002
0.001
AON UN Equity
AON PLC
Financials
61.16
1.03%
02.05.2013
14.47
17.19
16.38
16.74
-0.492 -0.257 -0.261 -0.218
0.014
0.005
0.006
0.004
APA UN Equity
APACHE CORP
Energy
74.63
1.07%
22.07.2013
21.18
23.11
23.43
24.02
0.002
0.001
AIV UN Equity
APARTMENT INVT & MGMT CO -A
3.23%
15.05.2013
18.22
19.55
19.58
19.65
41.54
41.38
43.15
Financials
30.07
APOL UW Equity APOLLO GROUP INC-CL A
Consumer Discretionary
18.25
AAPL UW Equity
APPLE INC
25.59
26.63
-0.201 -0.181 -0.187 -0.182 -0.165 -0.139
0.020
0.002
0.003
0.003
0.000
0.000 -0.149
0.000
0.000
0.000
0.005
45.11
46.59
46.17
-0.256 -0.168 -0.143 -0.121 -0.088 -0.084
0.012
0.006
0.004
0.002
0.001
0.001
0.000
Information Technology
463.58
2.59%
08.05.2013
28.10
30.32
28.49
28.28
29.91
30.84
-0.141 -0.111 -0.108 -0.095 -0.074 -0.056
0.014
0.004
0.003
0.002
0.001
0.000
AMAT UW Equity APPLIED MATERIALS INC
Information Technology
13.32
3.00%
26.08.2013
23.80
25.65
24.89
24.95
26.09
26.76
-0.188 -0.303 -0.243 -0.184 -0.137 -0.114
0.009
0.009
0.006
0.003
0.002
0.001
ADM UN Equity
ARCHER-DANIELS-MIDLAND CO
Consumer Staples
32.57
2.36%
14.05.2013
20.03
21.81
21.14
21.71
22.97
23.57
-0.297 -0.250 -0.209 -0.166 -0.130 -0.114
0.012
0.011
0.008
0.004
0.002
0.001
AIZ UN Equity
ASSURANT INC
Financials
44.00
2.18%
30.05.2013
20.19
22.45
22.42
23.28
-0.150 -0.284 -0.293 -0.202
0.003
0.006
0.006
0.003
T UN Equity
AT&T INC
Telecommunication Services 36.39
5.00%
05.04.2013
14.11
14.38
14.28
14.47
16.69
17.98
-0.363 -0.360 -0.293 -0.216 -0.146 -0.120
0.012
0.012
0.010
0.006
0.004
0.002
26.38
30.47
29.68
30.28
31.99
32.72
-0.263 -0.198 -0.195 -0.172 -0.140 -0.121
0.013
0.004
0.003
0.002
0.001
0.001
2.83%
12.06.2013
13.43
14.65
14.47
14.57
15.34
16.07
-0.264 -0.334 -0.321 -0.275 -0.207 -0.177
0.004
0.007
0.007
0.006
0.003
0.002
-0.182 -0.220 -0.177 -0.147
0.003
0.005
0.004
0.001
-0.314 -0.271 -0.236 -0.201 -0.156 -0.142
0.012
0.009
0.006
0.004
0.002
0.002
ADSK UW Equity AUTODESK INC
Information Technology
40.38
ADP UW Equity
AUTOMATIC DATA PROCESSING
Information Technology
63.93
AN UN Equity
AUTONATION INC
Consumer Discretionary
43.62
26.85
25.51
25.61
26.14
AZO UN Equity
AUTOZONE INC
Consumer Discretionary
393.33
16.95
18.18
19.68
19.44
AVB UN Equity
AVALONBAY COMMUNITIES INC
Financials
126.52
2.54%
28.06.2013
15.67
17.92
17.55
17.83
-0.366 -0.335 -0.279 -0.224
0.010
0.009
0.006
0.003
AVY UN Equity
AVERY DENNISON CORP
Industrials
42.85
2.87%
28.05.2013
20.57
20.09
19.00
19.34
-0.141 -0.171 -0.233 -0.209
0.001
0.003
0.006
0.005
AVP UN Equity
AVON PRODUCTS INC
Consumer Staples
20.01
1.20%
17.05.2013
29.78
33.98
32.28
32.10
32.70
32.27
-0.257 -0.281 -0.253 -0.199 -0.166 -0.152
0.005
0.006
0.004
0.002
0.001
0.001
BHI UN Equity
BAKER HUGHES INC
Energy
44.89
1.51%
09.05.2013
29.18
27.79
27.80
28.39
29.38
29.96
-0.437 -0.298 -0.279 -0.236 -0.182 -0.154
0.014
0.009
0.006
0.003
0.002
0.001
BLL UN Equity
BALL CORP
Materials
46.07
1.17%
30.05.2013
13.89
15.83
16.09
16.38
-0.194 -0.268 -0.263 -0.233
0.002
0.004
0.005
0.005
BAC UN Equity
BANK OF AMERICA CORP
Financials
12.40
0.32%
29.05.2013
29.77
29.63
29.18
29.37
31.39
32.47
-0.064 -0.149 -0.188 -0.155 -0.108 -0.086
0.005
0.006
0.004
0.003
0.002
0.001
BK UN Equity
BANK OF NEW YORK MELLON CORP
Financials
28.19
2.13%
01.05.2013
21.98
20.72
20.46
21.98
23.63
25.00
-0.596 -0.361 -0.295 -0.251 -0.192 -0.163
0.022
0.014
0.011
0.005
0.003
0.002
BAX UN Equity
BAXTER INTERNATIONAL INC
Health Care
70.80
2.75%
07.06.2013
24.75
28.96
27.26
24.32
22.14
22.13
0.071 -0.031 -0.080 -0.121 -0.128 -0.114
0.017
0.007
0.005
0.003
0.002
0.001
BBT UN Equity
BB&T CORP
Financials
30.82
3.05%
06.05.2013
19.35
18.08
18.13
19.43
21.08
21.71
-0.518 -0.377 -0.316 -0.217 -0.148 -0.121
0.017
0.011
0.009
0.004
0.002
0.001
BEAM UN Equity
BEAM INC
Consumer Staples
62.73
1.47%
06.05.2013
17.88
20.38
20.34
20.87
-0.056 -0.136 -0.180 -0.171
0.002
0.006
0.009
0.004
BDX UN Equity
BECTON DICKINSON AND CO
Health Care
92.43
2.22%
07.06.2013
14.60
15.70
15.66
15.47
-0.107 -0.201 -0.230 -0.193
0.002
0.005
0.006
0.004
31.50
26.72
26.10
26.15
26.13
26.44
-0.210 -0.183 -0.171 -0.157 -0.129 -0.115
0.009
0.007
0.005
0.002
0.001
0.001
2.66%
16.05.2013
12.57
14.28
14.84
15.71
0.007 -0.012 -0.075 -0.194
0.000
0.000
0.002
0.004
13.92
14.36
14.01
14.90
16.74
17.71
-0.323 -0.360 -0.328 -0.262 -0.207 -0.169
0.011
0.011
0.011
0.007
0.004
0.002
BBBY UW Equity BED BATH & BEYOND INC
Consumer Discretionary
BMS UN Equity
BEMIS COMPANY
64.19
20.02
20.19
Materials
39.50
BRK/B UN Equity BERKSHIRE HATHAWAY INC-CL B
Financials
102.40
BBY UN Equity
BEST BUY CO INC
Consumer Discretionary
23.20
42.74
43.69
45.24
41.93
39.34
36.16
-0.265 -0.325 -0.335 -0.242 -0.234 -0.228
0.017
0.006
0.004
0.003
0.002
0.001
BIG UN Equity
BIG LOTS INC
Consumer Discretionary
35.74
29.63
31.72
33.24
33.80
33.61
33.17
-0.088 -0.152 -0.166 -0.138 -0.095 -0.067
0.017
0.006
0.004
0.002
0.001
0.001
BIIB UW Equity
BIOGEN IDEC INC
Health Care
176.22
32.58
27.68
25.30
24.28
25.19
26.27
-0.373 -0.284 -0.254 -0.225 -0.153 -0.126
0.012
0.008
0.006
0.004
0.002
0.001
BLK UN Equity
BLACKROCK INC
Financials
251.82
20.33
19.27
19.46
19.86
20.40
20.63
-0.402 -0.283 -0.278 -0.232 -0.207 -0.180
0.015
0.008
0.006
0.004
0.001
0.001
BMC UW Equity
BMC SOFTWARE INC
Information Technology
45.70
30.89
31.53
28.38
26.00
22.92
21.37
-0.072 -0.088 -0.143 -0.201 -0.210 -0.208
0.003
0.004
0.005
0.002
0.002
0.001
BA UN Equity
BOEING CO/THE
Industrials
84.85
19.01
20.46
20.20
20.66
22.27
23.48
-0.386 -0.338 -0.294 -0.216 -0.182 -0.151
0.014
0.008
0.007
0.004
0.002
0.001
BWA UN Equity
BORGWARNER INC
Consumer Discretionary
76.02
22.35
25.54
25.73
27.00
-0.493 -0.220 -0.244 -0.223
0.018
0.006
0.004
0.003
BXP UN Equity
BOSTON PROPERTIES INC
Financials
14.33
15.33
15.39
16.64
-0.267 -0.325 -0.277 -0.222
0.007
0.010
0.009
0.005
BSX UN Equity
BOSTON SCIENTIFIC CORP
Health Care
7.32
BMY UN Equity
BRISTOL-MYERS SQUIBB CO
100.89
2.28%
2.74% 2.33%
26.06.2013
07.06.2013 08.05.2013
1.98%
28.06.2013
30.53
28.35
27.66
28.10
30.07
31.51
-0.070 -0.144 -0.148 -0.136 -0.100 -0.086
0.005
0.015
0.013
0.007
0.003
0.002
Health Care
40.26
3.50%
03.07.2013
15.24
16.31
16.11
16.52
18.06
19.41
-0.472 -0.338 -0.283 -0.216 -0.171 -0.147
0.018
0.012
0.008
0.005
0.003
0.002
BRCM UW Equity BROADCOM CORP-CL A
Information Technology
34.19
1.32%
22.05.2013
24.59
27.75
27.85
28.10
28.56
29.16
-0.366 -0.277 -0.229 -0.169 -0.140 -0.123
0.009
0.006
0.004
0.002
0.001
0.001
BF/B UN Equity
BROWN-FORMAN CORP-CLASS B
Consumer Staples
69.23
1.55%
06.06.2013
14.45
15.40
15.63
14.79
0.031 -0.195 -0.339 -0.132
-0.003 0.006
0.013
0.001
CA UW Equity
CA INC
Information Technology
25.05
3.99%
17.05.2013
19.99
22.61
22.36
22.48
22.47
23.76
-0.055 -0.228 -0.224 -0.179 -0.125 -0.115
0.005
0.008
0.006
0.004
0.002
0.001
CVC UN Equity
CABLEVISION SYSTEMS-NY GRP-A
Consumer Discretionary
14.84
4.04%
16.05.2013
32.50
34.09
33.69
32.45
32.58
33.99
0.121
0.064 -0.064 -0.033 -0.070 -0.090
0.004
0.007
0.003
0.002
0.002
0.001
COG UN Equity
CABOT OIL & GAS CORP
Energy
67.42
0.12%
17.05.2013
31.04
34.36
32.91
32.70
32.53
31.84
-0.177 -0.242 -0.186 -0.182 -0.166 -0.142
0.005
0.005
0.003
0.002
0.001
0.001
CAM UN Equity
CAMERON INTERNATIONAL CORP
Energy
63.79
26.89
28.81
28.93
29.62
30.66
31.70
-0.295 -0.297 -0.262 -0.207 -0.173 -0.151
0.006
0.006
0.004
0.002
0.001
0.001
CPB UN Equity
CAMPBELL SOUP CO
Consumer Staples
43.60
2.04%
11.07.2013
14.76
14.86
14.92
15.48
15.93
15.62
-0.114 -0.156 -0.179 -0.176 -0.144 -0.161
0.003
0.003
0.004
0.005
0.004
0.005
COF UN Equity
CAPITAL ONE FINANCIAL CORP
Financials
54.59
2.20%
17.05.2013
23.89
22.51
22.59
24.52
27.06
28.09
-0.400 -0.274 -0.293 -0.216 -0.148 -0.119
0.013
0.007
0.006
0.003
0.002
0.001
CAH UN Equity
CARDINAL HEALTH INC
Health Care
42.05
2.62%
27.06.2013
18.96
19.70
19.24
19.59
19.57
19.81
-0.225 -0.261 -0.265 -0.230 -0.178 -0.146
0.005
0.008
0.007
0.003
0.002
0.001
CFN UN Equity
CAREFUSION CORP
Health Care
34.39
18.23
19.85
19.48
19.97
-0.146 -0.215 -0.225 -0.235
0.002
0.005
0.006
0.004
KMX UN Equity
CARMAX INC
Consumer Discretionary
40.31
31.39
28.32
28.35
28.08
-0.167 -0.215 -0.217 -0.182
0.005
0.004
0.004
0.003
CCL UN Equity
CARNIVAL CORP
Consumer Discretionary
33.64
3.12%
22.05.2013
22.63
23.57
24.08
24.71
26.08
26.95
-0.240 -0.288 -0.249 -0.195 -0.150 -0.132
0.006
0.008
0.005
0.003
0.002
0.001
CAT UN Equity
CATERPILLAR INC
Industrials
86.64
2.61%
18.04.2013
20.10
22.08
21.97
23.41
25.79
26.93
-0.248 -0.254 -0.228 -0.194 -0.147 -0.124
0.019
0.010
0.006
0.003
0.002
0.001
CBG UN Equity
CBRE GROUP INC - A
Financials
24.68
27.72
31.55
29.05
29.69
31.07
31.17
-0.224 -0.306 -0.276 -0.202 -0.161 -0.142
0.004
0.006
0.004
0.002
0.002
0.001
CBS UN Equity
CBS CORP-CLASS B NON VOTING
Consumer Discretionary
45.42
17.65
22.22
23.06
25.13
26.71
27.68
-0.180 -0.244 -0.210 -0.149 -0.137 -0.119
0.003
0.006
0.007
0.003
0.001
0.001
24.35
26.81
27.08
27.52
29.71
31.89
-0.273 -0.197 -0.181 -0.166 -0.160 -0.141
0.013
0.008
0.006
0.003
0.002
0.001
1.19%
11.06.2013
CELG UW Equity CELGENE CORP
Health Care
111.79
CNP UN Equity
CENTERPOINT ENERGY INC
Utilities
23.41
3.58%
16.05.2013
20.59
21.14
21.53
21.82
20.96
21.31
-0.022 -0.157 -0.089 -0.028 -0.026 -0.042
0.004
0.008
0.004
0.002
0.003
0.002
CTL UN Equity
CENTURYLINK INC
Telecommunication Services 34.99
6.17%
07.06.2013
16.98
19.17
18.35
18.18
19.48
21.12
-0.234 -0.214 -0.229 -0.197 -0.121 -0.095
0.007
0.007
0.008
0.005
0.003
0.002
22.95
26.04
24.66
26.05
26.41
27.17
-0.157 -0.237 -0.211 -0.165 -0.151 -0.133
0.004
0.006
0.004
0.002
0.001
0.001
CERN UW Equity CERNER CORP
Health Care
CF UN Equity
Materials
191.51
0.84%
15.05.2013
24.57
26.77
27.31
28.16
29.69
30.28
-0.179 -0.226 -0.204 -0.155 -0.130 -0.116
0.015
0.005
0.002
0.001
0.001
0.000
CHRW UW Equity C.H. ROBINSON WORLDWIDE INC
Industrials
58.57
2.56%
05.06.2013
22.22
25.62
24.96
24.08
23.97
24.21
-0.207 -0.230 -0.208 -0.175 -0.154 -0.139
0.006
0.008
0.005
0.003
0.002
0.001
SCHW UN Equity SCHWAB (CHARLES) CORP
Financials
17.52
1.37%
08.05.2013
25.78
23.83
23.23
23.41
24.62
24.51
-0.115 -0.142 -0.201 -0.206 -0.158 -0.138
0.001
0.001
0.002
0.002
0.001
0.001
CHK UN Equity
CHESAPEAKE ENERGY CORP
Energy
20.35
1.90%
11.04.2013
37.22
38.76
36.58
35.44
36.87
37.30
-0.258 -0.214 -0.159 -0.134 -0.146 -0.136
0.016
0.008
0.006
0.003
0.002
0.001
CVX UN Equity
CHEVRON CORP
Energy
120.18
3.20%
17.05.2013
13.96
14.07
14.09
15.20
17.90
18.93
-0.535 -0.381 -0.334 -0.245 -0.211 -0.177
0.017
0.012
0.010
0.006
0.003
0.002
CMG UN Equity
CHIPOTLE MEXICAN GRILL INC
Consumer Discretionary
316.77
34.65
30.60
29.35
30.05
31.03
31.54
-0.330 -0.267 -0.233 -0.186 -0.155 -0.135
0.011
0.004
0.003
0.002
0.001
0.001
CB UN Equity
CHUBB CORP
Financials
86.51
2.08%
19.06.2013
13.18
13.20
13.21
14.50
-0.345 -0.403 -0.309 -0.232
0.009
0.013
0.010
0.005
CI UN Equity
CIGNA CORP
Health Care
61.61
0.10%
07.03.2014
20.91
22.22
21.76
22.48
0.001
0.001
CINF UW Equity
CINCINNATI FINANCIAL CORP
CF INDUSTRIES HOLDINGS INC
92.52
23.75
24.65
-0.411 -0.276 -0.238 -0.170 -0.125 -0.106
0.014
0.008
0.006
0.002
Financials
46.41
3.54%
17.06.2013
14.89
14.92
14.98
14.47
0.000 -0.080 -0.206 -0.252
0.000
0.003
0.007
0.007
CTAS UW Equity CINTAS CORP
Industrials
43.07
1.88%
05.11.2013
18.02
17.53
17.93
18.82
19.73
20.07
-0.218 -0.249 -0.258 -0.211 -0.162 -0.126
0.004
0.006
0.006
0.004
0.002
0.002
CSCO UW Equity CISCO SYSTEMS INC
Information Technology
20.85
2.88%
02.04.2013
20.67
23.92
22.60
22.62
24.57
25.36
-0.357 -0.314 -0.279 -0.190 -0.144 -0.118
0.010
0.008
0.005
0.004
0.002
0.002
C UN Equity
Financials
44.49
0.09%
09.05.2013
28.02
27.36
27.21
27.60
29.63
30.48
-0.323 -0.289 -0.278 -0.204 -0.168 -0.140
0.009
0.006
0.004
0.003
0.001
0.001
CTXS UW Equity CITRIX SYSTEMS INC
Information Technology
70.11
29.79
35.28
33.98
34.28
33.91
34.13
-0.073 -0.143 -0.184 -0.138 -0.131 -0.121
0.002
0.001
0.002
0.001
0.001
0.001
CLF UN Equity
CLIFFS NATURAL RESOURCES INC
Materials
21.66
2.77%
29.04.2013
52.40
53.73
50.63
48.08
47.00
45.55
-0.216 -0.185 -0.157 -0.133 -0.094 -0.082
0.014
0.006
0.004
0.002
0.001
0.001
CLX UN Equity
CLOROX COMPANY
Consumer Staples
86.38
3.14%
26.07.2013
11.52
12.23
12.03
12.29
13.23
13.90
-0.355 -0.290 -0.280 -0.227 -0.166 -0.141
0.008
0.006
0.007
0.005
0.003
0.002
CME UW Equity
CME GROUP INC
Financials
61.29
2.94%
07.06.2013
20.14
21.50
19.97
20.50
20.81
21.16
-0.379 -0.335 -0.312 -0.227 -0.196 -0.160
0.011
0.009
0.008
0.004
0.002
0.001
CMS UN Equity
CMS ENERGY CORP
Utilities
27.21
3.84%
08.05.2013
15.09
15.10
15.03
12.70
0.013
0.007 -0.150
0.000
0.000
0.000
0.006
COH UN Equity
COACH INC
Consumer Discretionary
49.72
2.98%
06.06.2013
27.88
32.07
29.96
31.15
29.77
30.02
-0.153 -0.169 -0.145 -0.137 -0.107 -0.096
0.004
0.004
0.003
0.001
0.001
0.001
KO UN Equity
COCA-COLA CO/THE
Consumer Staples
40.12
2.84%
14.06.2013
13.81
13.50
13.24
14.17
15.55
16.72
-0.481 -0.360 -0.288 -0.198 -0.155 -0.123
0.018
0.012
0.009
0.006
0.003
0.002
CCE UN Equity
COCA-COLA ENTERPRISES
Consumer Staples
36.96
2.25%
05.06.2013
15.97
17.69
17.73
18.00
18.69
19.71
-0.175 -0.269 -0.249 -0.194 -0.143 -0.124
0.003
0.006
0.006
0.005
0.002
0.002
CTSH UW Equity COGNIZANT TECH SOLUTIONS-A
Information Technology
74.39
25.11
28.08
26.98
26.96
29.38
30.53
-0.245 -0.184 -0.239 -0.229 -0.172 -0.149
0.007
0.000
0.003
0.003
0.002
0.001
CL UN Equity
Consumer Staples
CITIGROUP INC
COLGATE-PALMOLIVE CO
0.013
114.40
2.38%
26.07.2013
13.28
14.53
14.12
14.26
15.68
16.27
-0.694 -0.482 -0.386 -0.264 -0.217 -0.177
0.021
0.014
0.011
0.007
0.003
0.002
CMCSA UW EquityCOMCAST CORP-CLASS A
Consumer Discretionary
41.72
1.87%
01.07.2013
18.82
20.74
20.07
20.49
22.26
23.10
-0.515 -0.350 -0.282 -0.214 -0.160 -0.132
0.018
0.010
0.007
0.004
0.002
0.001
CMA UN Equity
COMERICA INC
Financials
36.00
2.03%
12.06.2013
23.07
21.85
21.86
22.61
24.78
25.53
-0.368 -0.316 -0.275 -0.209 -0.169 -0.148
0.011
0.009
0.006
0.003
0.002
0.001
CSC UN Equity
COMPUTER SCIENCES CORP
Information Technology
48.53
1.75%
11.06.2013
26.70
32.60
30.22
29.40
29.30
29.33
-0.155 -0.182 -0.204 -0.188 -0.152 -0.141
0.003
0.004
0.004
0.003
0.002
0.001
CAG UN Equity
CONAGRA FOODS INC
Consumer Staples
35.17
2.96%
01.05.2013
17.23
15.40
15.56
15.33
15.57
15.75
-0.248 -0.302 -0.361 -0.220 -0.161 -0.131
0.004
0.008
0.012
0.005
0.003
0.002
COP UN Equity
CONOCOPHILLIPS
Energy
60.21
4.43%
23.05.2013
16.35
17.29
16.84
17.02
19.00
19.76
-0.422 -0.284 -0.240 -0.187 -0.168 -0.136
0.019
0.015
0.011
0.006
0.003
0.002
CNX UN Equity
CONSOL ENERGY INC
Energy
33.66
1.49%
10.05.2013
33.93
36.08
35.37
35.35
36.28
36.24
-0.350 -0.268 -0.247 -0.202 -0.155 -0.138
0.016
0.006
0.004
0.002
0.001
0.001
ED UN Equity
CONSOLIDATED EDISON INC
Utilities
59.10
4.14%
13.05.2013
9.56
10.15
10.30
10.99
12.46
12.96
-0.129 -0.225 -0.221 -0.191 -0.147 -0.128
0.002
0.006
0.006
0.006
0.004
0.003
STZ UN Equity
CONSTELLATION BRANDS INC-A
Consumer Staples
46.79
44.96
40.93
38.50
36.95
34.78
34.78
-0.955 -0.704 -0.604 -0.351 -0.234 -0.208
0.015
0.003 -0.001 -0.001 0.001
0.000
CBE UN Equity
COOPER INDUSTRIES PLC
#N/A N/A
21.48 14.07
25.11 14.18
24.02 14.95
25.59 16.11
27.24 17.90
28.48 19.11
-0.341 -0.243 -0.176 -0.141 -0.113 -0.091 -0.443 -0.219 -0.220 -0.202 -0.159 -0.137
0.013 0.021
0.010 0.018
0.001 0.002
GLW UN Equity CORNING INC COST UW Equity COSTCO WHOLESALE CORP
Information Technology Consumer Staples
#N/A N/A 13.01 105.47
3.00% 1.19%
31.05.2013 15.05.2013
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.007 0.012
0.003 0.005
0.002 0.003