16.10.2012
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
Stoxx 600 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
NESN VX Equity
NESTLE SA-REG
Consumer Staples
62.00
3.39%
24.04.2013
12.09
11.44
11.60
12.41
14.70
14.31
14.55
-0.153 -0.198 -0.203 -0.168 -0.125 -0.090 -0.077 0.035
0.021
0.016
0.008
0.003
0.002
0.002
HSBA LN Equity
HSBC HOLDINGS PLC
Financials
610.00
4.58%
20.03.2013
17.99
18.35
18.92
20.48
21.56
23.26
23.64
-0.229 -0.304 -0.302 -0.241 -0.131 -0.111 -0.101 0.019
0.013
0.009
0.005
0.004
0.001
0.000
NOVN VX Equity
NOVARTIS AG-REG
Health Care
58.65
4.26%
26.02.2013
12.05
11.79
11.06
10.17
13.14
12.92
12.43
-0.289 -0.214 -0.163 -0.085 -0.078 -0.037 0.001
0.042
0.022
0.016
0.008
0.003
0.002
0.001
ROG VX Equity
ROCHE HOLDING AG-GENUSSCHEIN
Health Care
184.50
4.07%
07.03.2013
14.17
13.61
13.54
14.39
16.77
17.44
17.25
-0.244 -0.233 -0.197 -0.096 -0.066 -0.018 0.006
0.029
0.016
0.012
0.006
0.003
0.003
0.004
VOD LN Equity
VODAFONE GROUP PLC
Telecommunication Services 173.05
5.89%
21.11.2012
16.20
17.06
17.33
17.67
18.67
19.27
18.88
-0.146 -0.276 -0.281 -0.204 -0.077 -0.086 -0.090 0.006
0.008
0.007
0.004
0.000
0.000
0.002
BP/ LN Equity
BP PLC
Energy
433.95
5.00%
07.11.2012
21.24
22.08
22.34
22.96
24.11
25.25
24.79
-0.199 -0.217 -0.205 -0.154 -0.074 -0.109 -0.110 0.005
0.005
0.005
0.002
0.000
0.001
0.001
RDSA NA Equity
ROYAL DUTCH SHELL PLC-A SHS
Energy
26.72
5.05%
14.11.2012
13.27
14.11
14.57
15.33
16.18
17.12
17.16
0.074 -0.139 -0.172 -0.129 -0.112 -0.104 -0.077 0.030
0.020
0.016
0.006
0.003
0.002
0.002
GSK LN Equity
GLAXOSMITHKLINE PLC
Health Care
1439.00
5.35%
14.11.2012
13.93
14.55
14.87
15.78
17.12
17.59
17.25
-0.210 -0.265 -0.242 -0.154 -0.125 -0.124 -0.117 0.004
0.009
0.009
0.005
0.002
0.002
0.001
FP FP Equity
TOTAL SA
Energy
39.07
6.07%
18.03.2013
19.80
19.24
19.67
20.52
20.96
19.39
18.83
-0.124 -0.212 -0.239 -0.219 -0.142 -0.038 -0.119 0.021
0.013
0.011
0.004
0.003
0.000
0.002
SAN FP Equity
SANOFI
Health Care
68.83
4.04%
10.05.2013
21.38
20.90
20.77
20.48
21.57
19.65
19.62
-0.185 -0.263 -0.267 -0.201 -0.140 -0.118 -0.108 0.022
0.009
0.007
0.004
0.002
0.002
0.002
BATS LN Equity
BRITISH AMERICAN TOBACCO PLC
Consumer Staples
3233.00
4.32%
06.03.2013
16.59
16.71
16.68
17.56
-0.179 -0.206 -0.190 -0.132
0.004
0.005
0.004
0.001
SIE GY Equity
SIEMENS AG-REG
Industrials
77.30
3.95%
24.01.2013
20.62
20.08
19.57
19.57
20.54
21.02
20.78
-0.251 -0.249 -0.228 -0.171 -0.158 -0.123 -0.085 0.024
0.012
0.009
0.005
0.002
0.002
0.002
BAS GY Equity
BASF SE
Materials
65.72
3.96%
29.04.2013
23.81
23.20
23.39
23.80
24.39
24.34
25.22
-0.400 -0.338 -0.301 -0.216 -0.130 -0.071 -0.059 0.022
0.010
0.007
0.003
0.001
0.000
0.000
SAN SQ Equity
BANCO SANTANDER SA
Financials
6.04
12.39%
17.10.2012
38.86
38.94
38.02
36.90
33.37
31.65
27.22
-0.335 -0.328 -0.296 -0.209 -0.062 0.160
BAYN GY Equity
BAYER AG-REG
Health Care
70.00
2.57%
29.04.2013
25.06
24.26
24.21
24.41
25.19
24.70
24.72
-0.365 -0.328 -0.301 -0.225 -0.164 -0.140 -0.115 0.024
0.011
0.008
0.003
0.002
0.002
0.002
DGE LN Equity
DIAGEO PLC
Consumer Staples
1792.00
2.68%
27.02.2013
16.40
16.33
16.65
17.99
19.27
20.07
19.97
-0.353 -0.343 -0.312 -0.227 -0.154 -0.121 -0.115 0.012
0.011
0.009
0.005
0.003
0.003
0.003
BG/ LN Equity
BG GROUP PLC
Energy
1326.00
1.28%
10.04.2013
24.65
24.36
24.58
25.74
25.90
26.02
-0.207 -0.188 -0.179 -0.155 -0.128 -0.128
0.013
0.009
0.006
0.003
0.002
0.002
NOVOB DC Equity NOVO NORDISK A/S-B
Health Care
956.50
1.67%
21.03.2013
33.46
29.09
26.96
24.26
-0.154 -0.091 -0.058 -0.002
0.000
0.000
0.000
0.000
SAP GY Equity
SAP AG
Information Technology
55.56
1.51%
24.05.2013
22.60
20.94
20.63
20.92
22.43
23.00
23.41
-0.295 -0.279 -0.269 -0.231 -0.199 -0.173 -0.136 0.021
0.011
0.009
0.004
0.003
0.002
0.001
BLT LN Equity
BHP BILLITON PLC
Materials
1942.50
3.90%
04.03.2013
26.86
27.11
27.38
28.59
29.78
32.67
33.38
-0.308 -0.276 -0.248 -0.186 -0.124 -0.117 -0.115 0.007
0.006
0.004
0.002
0.001
0.000
0.000
ABI BB Equity
ANHEUSER-BUSCH INBEV NV
Consumer Staples
67.71
2.70%
24.04.2013
20.82
20.44
20.58
21.14
21.93
21.93
-0.248 -0.266 -0.254 -0.198 -0.121 -0.121
0.020
0.009
0.006
0.003
0.001
0.001
ENI IM Equity
ENI SPA
Energy
17.77
6.13%
20.05.2013
23.96
24.27
24.25
23.49
24.05
22.88
23.15
-0.383 -0.363 -0.332 -0.237 -0.181 -0.143 -0.128 0.019
0.006
0.003
0.002
0.001
0.002
0.002
RIO LN Equity
RIO TINTO PLC
Materials
3033.50
3.54%
27.02.2013
32.41
31.60
31.79
33.14
34.20
35.08
34.87
-0.319 -0.253 -0.224 -0.171 -0.129 -0.100 -0.086 0.007
0.006
0.004
0.001
0.002
0.001
0.001
AZN LN Equity
ASTRAZENECA PLC
Health Care
2909.50
6.29%
13.02.2013
15.87
15.66
15.62
16.72
17.97
20.16
20.63
-0.396 -0.348 -0.291 -0.186 -0.120 -0.132 -0.140 0.013
0.012
0.010
0.005
0.002
0.001
0.001
UNA NA Equity
UNILEVER NV-CVA
Consumer Staples
28.45
3.50%
07.11.2012
17.03
16.41
16.13
16.08
16.41
16.14
15.85
-0.282 -0.260 -0.232 -0.173 -0.108 -0.097 -0.063 0.025
0.013
0.010
0.005
0.002
0.004
0.003
ALV GY Equity
ALLIANZ SE-REG
Financials
94.92
4.85%
10.05.2013
20.08
20.85
21.38
21.89
23.70
22.12
22.16
-0.195 -0.225 -0.228 -0.184 -0.090 -0.098 -0.025 0.020
0.008
0.006
0.003
0.001
0.003
0.003
BNP FP Equity
BNP PARIBAS
Financials
40.42
3.46%
30.05.2013
36.04
35.85
35.76
35.18
36.12
36.27
35.79
-0.305 -0.288 -0.279 -0.229 -0.142 -0.147 -0.140 0.012
0.004
0.003
0.002
0.001
0.001
0.001
TEF SQ Equity
TELEFONICA SA
Telecommunication Services 10.49
07.11.2013
29.48
29.84
29.80
29.77
30.09
29.26
27.65
-0.191 -0.202 -0.203 -0.243 -0.229 -0.089 0.096
0.007
0.002
0.001
0.002
0.002
0.001
0.000
ULVR LN Equity
UNILEVER PLC
Consumer Staples
-0.248 -0.248 -0.237 -0.194 -0.159 -0.159
0.010
0.010
0.009
0.005
0.004
0.004
DAI GY Equity
DAIMLER AG-REGISTERED SHARES
EOAN GY Equity UBSN VX Equity
0.353
0.002 -0.001 -0.001 0.001
0.001 -0.001 -0.002
2345.00
3.44%
07.11.2012
14.88
14.88
15.12
16.05
16.56
16.56
Consumer Discretionary
38.11
5.77%
11.04.2013
31.23
30.34
30.15
31.20
30.03
31.65
30.42
-0.186 -0.164 -0.161 -0.149 -0.078 -0.038 0.005
0.013
0.005
0.004
0.002
0.001
0.001
0.001
E.ON AG
Utilities
18.38
5.99%
03.05.2013
18.03
18.18
18.95
20.60
21.20
20.23
21.30
-0.257 -0.282 -0.283 -0.233 -0.135 -0.060 -0.051 0.036
0.016
0.011
0.004
0.002
0.003
0.003
UBS AG-REG
Financials
12.30
1.63%
22.04.2013
28.74
28.15
28.08
27.98
29.09
28.47
29.07
-0.383 -0.275 -0.239 -0.191 -0.120 -0.092 -0.067 0.028
0.014
0.010
0.004
0.002
0.003
0.004
STAN LN Equity
STANDARD CHARTERED PLC
Financials
1472.50
3.62%
06.03.2013
26.31
26.50
26.39
26.72
27.09
27.09
-0.170 -0.227 -0.220 -0.154 -0.120 -0.120
0.007
0.007
0.006
0.002
0.001
0.001
ABBN VX Equity
ABB LTD-REG
Industrials
17.81
4.49%
29.04.2013
22.83
21.94
21.84
22.04
23.79
23.82
25.13
-0.329 -0.278 -0.253 -0.178 -0.084 -0.049 -0.011 0.020
0.010
0.008
0.004
0.001
0.000 -0.001
BBVA SQ Equity
BANCO BILBAO VIZCAYA ARGENTA
Financials
6.24
6.72%
10.01.2013
41.25
40.54
40.54
38.95
40.01
40.38
41.78
-0.330 -0.241 -0.220 -0.199 -0.062 0.088
SAB LN Equity
SABMILLER PLC
Consumer Staples
2682.00
2.35%
05.12.2012
18.34
18.34
18.62
19.61
MC FP Equity
LVMH MOET HENNESSY LOUIS VUI
Consumer Discretionary
124.10
2.42%
22.04.2013
28.36
26.32
25.91
25.81
26.35
23.42
22.60
NG/ LN Equity
NATIONAL GRID PLC
Utilities
703.00
5.81%
28.11.2012
15.01
14.82
14.98
15.66
16.21
BARC LN Equity
BARCLAYS PLC
Financials
244.85
2.65%
07.11.2012
38.05
37.74
37.50
37.28
38.33
38.14
DBK GY Equity
DEUTSCHE BANK AG-REGISTERED
Financials
34.15
2.20%
03.06.2013
41.05
39.08
37.97
35.65
35.26
AAL LN Equity
ANGLO AMERICAN PLC
Materials
1804.50
2.68%
27.03.2013
37.67
36.79
36.62
37.15
37.60
AI FP Equity
AIR LIQUIDE SA
Materials
95.47
2.62%
13.05.2013
21.57
21.38
21.35
21.18
RB/ LN Equity
RECKITT BENCKISER GROUP PLC
Consumer Staples
3673.00
3.59%
20.02.2013
15.83
15.83
15.90
ZURN VX Equity
ZURICH INSURANCE GROUP AG
Financials
244.50
7.16%
04.04.2013
17.80
17.23
17.36
BN FP Equity
DANONE
Consumer Staples
48.46
3.10%
07.05.2013
23.98
21.76
TSCO LN Equity
TESCO PLC
Consumer Staples
307.45
4.84%
24.04.2013
17.99
18.07
IMT LN Equity
IMPERIAL TOBACCO GROUP PLC
Consumer Staples
2295.00
4.72%
16.01.2013
20.05
PRU LN Equity
PRUDENTIAL PLC
Financials
866.50
3.12%
27.03.2013
DTE GY Equity
DEUTSCHE TELEKOM AG-REG
Telecommunication Services 9.03
7.75%
SYNN VX Equity
SYNGENTA AG-REG
Materials
346.50
2.48%
INGA NA Equity
ING GROEP NV-CVA
Financials
6.88
SU FP Equity
SCHNEIDER ELECTRIC SA
Industrials
48.11
CFR VX Equity
CIE FINANCIERE RICHEMON-BR A
Consumer Discretionary
HMB SS Equity
HENNES & MAURITZ AB-B SHS
LIN GY Equity
LINDE AG
GSZ FP Equity
GDF SUEZ
Utilities
OR FP Equity
L'OREAL
CS FP Equity CSGN VX Equity
0.202
-0.214 -0.214 -0.206 -0.174
0.002 -0.001 -0.002 -0.002 -0.004 -0.007 -0.009 0.007
0.007
0.007
0.004
-0.272 -0.226 -0.205 -0.165 -0.117 -0.109 -0.125 0.013
0.006
0.005
0.002
0.001
0.002
0.002
-0.137 -0.163 -0.143 -0.074 -0.045
0.007
0.011
0.009
0.002
0.002
37.44
-0.352 -0.299 -0.273 -0.221 -0.145 -0.106 -0.094 0.006
0.008
0.007
0.002
0.001
0.003
0.004
34.19
34.38
-0.368 -0.327 -0.304 -0.240 -0.151 -0.103 -0.042 0.016
0.006
0.004
0.003
0.001
0.001
0.000
39.09
39.73
-0.278 -0.259 -0.241 -0.196 -0.120 -0.095 -0.073 0.006
0.005
0.004
0.002 -0.001 -0.001 -0.002
21.90
21.73
21.41
-0.154 -0.222 -0.237 -0.211 -0.151 -0.157 -0.132 0.018
0.011
0.009
0.004
0.002
0.002
16.72
17.40
17.40
-0.281 -0.281 -0.250 -0.146 -0.086 -0.086
0.009
0.009
0.008
0.004
0.002
0.002
18.65
18.02
18.72
18.69
-0.285 -0.297 -0.290 -0.239 -0.124 -0.089 -0.056 0.032
0.015
0.010
0.005
0.004
0.003
0.004
21.23
20.23
20.50
19.93
19.78
-0.167 -0.228 -0.227 -0.175 -0.127 -0.188 -0.193 0.016
0.008
0.006
0.003
0.002
0.003
0.003
18.45
19.33
20.64
20.58
20.69
-0.062 -0.182 -0.200 -0.160 -0.077 -0.075 -0.059 0.001
0.005
0.006
0.004
0.000
0.000
0.000
20.05
20.00
20.76
-0.140 -0.140 -0.115 -0.047
0.003
0.003
0.003
0.002
23.60
23.81
24.06
25.13
26.41
27.00
26.52
-0.244 -0.352 -0.343 -0.235 -0.151 -0.160 -0.123 0.008
0.008
0.007
0.004
0.002
0.003
0.002
24.05.2013
26.30
24.33
23.85
22.29
21.88
21.59
21.76
-0.459 -0.357 -0.297 -0.165 -0.057 -0.036 0.039
0.040
0.016
0.009
0.003
0.002
0.001
0.001
22.04.2013
19.60
19.26
19.39
19.76
20.61
20.73
20.97
-0.461 -0.369 -0.320 -0.221 -0.140 -0.116 -0.099 0.020
0.011
0.008
0.004
0.002
0.001
0.001
25.04.2013
38.16
38.02
37.85
37.73
38.78
38.57
38.93
-0.339 -0.303 -0.297 -0.285 -0.234 -0.214 -0.161 0.021
0.007
0.005
0.003
0.001
0.002
0.002
3.74%
13.05.2013
37.18
36.66
36.34
35.54
36.21
35.96
36.59
-0.242 -0.249 -0.243 -0.191 -0.137 -0.124 -0.105 0.013
0.005
0.004
0.001
0.001 -0.001 -0.001
59.95
1.03%
09.09.2013
29.87
28.82
28.55
28.41
28.66
28.79
-0.217 -0.207 -0.199 -0.164 -0.115 -0.100
0.010
0.004
0.003
0.002
0.001
Consumer Discretionary
234.60
4.05%
03.05.2013
16.77
17.90
18.23
19.16
19.44
-0.280 -0.135 -0.116 -0.131 -0.086
0.069
0.030
0.016
0.005
0.003
Materials
134.65
2.01%
30.05.2013
20.17
19.85
20.00
20.50
21.08
21.15
21.79
-0.286 -0.283 -0.272 -0.222 -0.147 -0.109 -0.098 0.021
0.011
0.008
0.004
0.003
0.002
17.62
3.80%
01.05.2013
21.15
21.21
21.55
22.12
23.23
25.46
25.35
-0.163 -0.192 -0.201 -0.170 -0.109 -0.136 -0.107 0.028
0.012
0.008
0.004
0.001
0.000 -0.002
Consumer Staples
99.59
2.21%
29.04.2013
20.73
20.14
20.06
20.18
20.83
20.75
20.80
-0.113 -0.218 -0.235 -0.193 -0.149 -0.152 -0.134 0.019
0.009
0.007
0.003
0.002
0.003
0.003
AXA SA
Financials
12.17
6.00%
06.05.2013
32.94
32.72
32.55
31.48
32.48
30.61
29.28
-0.243 -0.292 -0.306 -0.264 -0.172 -0.131 -0.142 0.017
0.006
0.005
0.003
0.001
0.003
0.004
CREDIT SUISSE GROUP AG-REG
Financials
21.76
3.45%
09.05.2013
32.73
31.59
31.03
30.19
31.57
30.25
30.98
-0.179 -0.209 -0.219 -0.194 -0.111 -0.084 -0.064 0.020
0.008
0.005
0.003
0.001
0.002
0.002
LLOY LN Equity
LLOYDS BANKING GROUP PLC
Financials
42.43
06.03.2013
35.18
35.13
35.35
36.21
37.41
39.14
39.12
-0.155 -0.240 -0.259 -0.256 -0.135 -0.138 -0.156 0.010
0.001
0.000
0.004
0.003
0.002
0.001
BT/A LN Equity
BT GROUP PLC
Telecommunication Services 218.90
4.34%
19.12.2012
25.64
22.58
22.55
24.04
24.44
25.84
25.74
-0.321 -0.266 -0.229 -0.179 -0.077 -0.092 -0.095 0.005
0.009
0.008
0.002 -0.001 0.000 -0.001
CNA LN Equity
CENTRICA PLC
Utilities
335.90
5.03%
24.04.2013
15.11
15.11
15.36
15.99
16.49
16.51
-0.055 -0.055 -0.077 -0.126 -0.112 -0.122
0.013
0.013
0.011
0.005
0.001
0.001
STL NO Equity
STATOIL ASA
-0.010 -0.142 -0.165 -0.185 -0.185 -0.185
0.002
0.002 0.001
Energy
146.70
4.64%
16.05.2013
24.51
23.05
22.46
22.67
22.67
22.67
0.030
0.025
0.004
0.001
0.001
0.001
VOW3 GY Equity VOLKSWAGEN AG-PREF
Consumer Discretionary
146.35
2.56%
19.04.2013
30.71
29.94
29.76
29.40
30.81
30.57
30.97
-0.266 -0.228 -0.219 -0.190 -0.138 -0.104 -0.084 0.014
0.006
0.005
0.003
0.001
0.001
0.001
ITX SQ Equity
Consumer Discretionary
98.26
1.83%
02.05.2013
28.68
28.16
27.55
25.93
25.25
24.71
24.41
-0.153 -0.156 -0.163 -0.183 -0.191 -0.182 -0.170 0.002
0.002
0.001
0.001
0.001
0.001
0.000
ERICB SS Equity ERICSSON LM-B SHS
Information Technology
58.75
4.60%
10.04.2013
34.78
30.55
27.88
29.89
30.46
30.46
30.46
-0.091 -0.346 -0.225 -0.128 0.073
0.073
0.016
0.016
0.008
0.003 -0.001 -0.001 -0.001
VIV FP Equity
VIVENDI
Telecommunication Services 15.87
6.30%
06.05.2013
31.36
29.56
28.86
27.17
26.98
26.63
26.23
-0.251 -0.200 -0.187 -0.133 -0.014 -0.010 0.003
0.021
0.004
0.002
0.003
RR/ LN Equity
ROLLS-ROYCE HOLDINGS PLC
Industrials
884.00
2.23%
24.04.2013
19.12
19.12
19.68
21.40
-0.321 -0.321 -0.273 -0.132
0.010
0.010
0.008
0.003
MUV2 GY Equity
MUENCHENER RUECKVER AG-REG
Financials
126.90
5.12%
26.04.2013
16.56
17.01
17.76
19.23
20.47
19.58
20.22
-0.256 -0.255 -0.251 -0.211 -0.150 -0.116 -0.092 0.025
0.013
0.010
0.004
XTA LN Equity
XSTRATA PLC
Materials
959.60
2.78%
01.05.2013
33.07
33.27
33.74
34.49
35.61
34.89
34.91
-0.165 -0.207 -0.220 -0.214 -0.070 -0.090 -0.076 0.012
0.007
GLE FP Equity
SOCIETE GENERALE
Financials
25.16
1.99%
31.05.2013
44.74
43.92
43.37
41.67
41.46
40.66
41.07
-0.344 -0.299 -0.279 -0.231 -0.185 -0.153 -0.151 0.012
0.005
BMW GY Equity
BAYERISCHE MOTOREN WERKE AG
Consumer Discretionary
60.64
4.29%
15.05.2013
30.16
29.55
29.54
29.16
29.88
29.15
29.65
-0.271 -0.255 -0.240 -0.189 -0.141 -0.120 -0.095 0.016
UCG IM Equity
UNICREDIT SPA
Financials
3.60
2.09%
20.05.2013
43.89
44.53
44.33
43.30
43.46
43.60
44.66
NDA SS Equity
NORDEA BANK AB
Financials
63.50
3.94%
25.03.2013
27.10
25.58
24.41
30.99
27.53
27.53
SREN VX Equity
SWISS RE AG
Financials
65.85
5.16%
17.04.2013
20.02
19.84
19.96
20.02
21.08
21.64
ENEL IM Equity
ENEL SPA
Utilities
2.92
4.97%
24.06.2013
26.99
26.93
26.93
26.91
27.11
ISP IM Equity
INTESA SANPAOLO
Financials
1.32
4.56%
24.06.2013
43.33
43.22
43.11
43.49
42.03
RI FP Equity
PERNOD-RICARD SA
Consumer Staples
88.54
1.86%
02.07.2013
20.79
20.64
20.75
21.29
FTE FP Equity
FRANCE TELECOM SA
Telecommunication Services 9.40
12.23%
10.06.2013
28.83
27.25
26.47
PHIA NA Equity
KONINKLIJKE PHILIPS ELECTRON
Industrials
18.83
3.98%
02.05.2013
27.53
25.79
DG FP Equity
VINCI SA
Industrials
34.39
5.23%
21.05.2013
28.56
ASML NA Equity
ASML HOLDING NV
Information Technology
41.22
23.49%
26.04.2013
33.89
RWE GY Equity
RWE AG
Utilities
35.31
5.66%
19.04.2013
SSE LN Equity
SSE PLC
Utilities
1447.00
5.82%
G IM Equity
ASSICURAZIONI GENERALI
Financials
12.29
2.85%
CPG LN Equity
COMPASS GROUP PLC
Consumer Discretionary
695.50
TLW LN Equity
TULLOW OIL PLC
Energy
1422.00
UL FP Equity
UNIBAIL-RODAMCO SE
Financials
171.55
IBE SQ Equity
IBERDROLA SA
Utilities
EI FP Equity
ESSILOR INTERNATIONAL
Health Care
VOLVB SS Equity VOLVO AB-B SHS
Industrials
ADS GY Equity
ADIDAS AG
Consumer Discretionary
DPW GY Equity
DEUTSCHE POST AG-REG
EXPN LN Equity
EXPERIAN PLC
GLEN LN Equity
INDITEX
0.073
0.001
0.003
0.003
0.002
0.003
0.003
0.004
0.001 -0.001 0.000
0.000
0.004
0.002
0.002
0.003
0.003
0.007
0.005
0.002
0.001
0.001
0.002
-0.381 -0.358 -0.330 -0.287 -0.263 -0.389 -0.439 0.012
0.003
0.002
0.002
0.002
0.001
0.001
-0.460 -0.354 -0.380 -0.300 -0.073 -0.073
0.052
0.025
0.017
0.003 -0.001 -0.001
23.27
-0.335 -0.286 -0.262 -0.201 -0.131 -0.095 -0.067 0.028
0.015
0.012
0.005
0.003
0.002
0.001
27.32
27.19
-0.319 -0.321 -0.298 -0.239 -0.158 -0.155 -0.147 0.028
0.008
0.005
0.002
0.001
0.001
0.001
42.95
45.51
-0.348 -0.331 -0.300 -0.294 -0.144 -0.185 -0.118 0.012
0.002
0.001
0.001
0.001
0.001
0.002
21.97
23.13
22.82
-0.194 -0.265 -0.275 -0.238 -0.165 -0.111 -0.088 0.018
0.011
0.009
0.003
0.003
0.002
0.002
24.14
18.58
29.24
29.16
-0.114 -0.188 -0.204 -0.157 0.070
0.023
0.011
0.008
0.005
0.005 -0.010 -0.013
25.42
25.25
25.91
24.90
25.47
-0.235 -0.282 -0.281 -0.206 -0.122 -0.116 -0.087 0.018
0.008
0.006
0.003
0.001
0.002
0.002
28.43
28.52
28.27
29.97
29.13
29.65
-0.251 -0.242 -0.229 -0.178 -0.096 -0.157 -0.162 0.019
0.006
0.004
0.002
0.000
0.000
0.000
28.63
35.53
47.00
46.98
34.67
31.09
-0.175 1.003
18.46
19.84
20.40
20.76
22.66
22.27
23.32
-0.231 -0.279 -0.283 -0.222 -0.140 -0.110 -0.080 0.028
0.011
0.007
0.003
23.01.2013
14.60
14.60
14.54
14.97
-0.117 -0.117 -0.118 -0.131
20.05.2013
31.94
32.98
33.13
32.59
33.21
33.31
35.85
3.15%
23.01.2013
16.10
16.10
16.08
16.73
17.62
17.62
0.91%
17.04.2013
25.68
25.68
26.26
27.82
4.84%
07.05.2013
17.66
17.55
17.75
18.07
19.64
19.64
19.64
3.92
8.57%
02.01.2013
36.85
35.47
35.80
33.42
31.80
34.20
34.92
-0.125 -0.123 -0.108 -0.079 0.015
71.36
1.37%
24.05.2013
20.87
20.27
20.24
20.53
21.53
20.76
20.11
91.95
3.81%
05.04.2013
31.32
29.94
28.98
30.54
29.78
-0.320 -0.284 -0.259 -0.186 -0.078
67.32
1.86%
10.05.2013
24.00
23.12
22.93
23.23
24.54
24.88
Industrials
15.57
4.63%
10.05.2013
20.42
20.29
20.46
21.07
22.35
22.15
Industrials
1086.00
2.00%
19.12.2012
16.16
16.16
16.67
18.07
GLENCORE INTERNATIONAL PLC
Materials
339.30
2.91%
15.05.2013
30.82
31.13
31.44
33.31
31.59
SHBA SS Equity
SVENSKA HANDELSBANKEN-A SHS
Financials
242.50
4.23%
27.03.2013
20.30
19.16
18.63
20.98
21.73
WPP LN Equity
WPP PLC
Consumer Discretionary
855.00
3.42%
05.06.2013
20.30
20.30
20.67
21.59
BA/ LN Equity
BAE SYSTEMS PLC
Industrials
329.90
5.94%
17.04.2013
25.62
24.51
24.02
23.16
SHP LN Equity
SHIRE PLC
Health Care
1829.00
0.59%
06.03.2013
28.94
28.32
27.80
27.21
FRE GY Equity
FRESENIUS SE & CO KGAA
Health Care
96.60
1.11%
14.05.2013
17.06
16.91
17.27
18.59
20.70 23.94
23.37
30.98
0.344
0.178
1.025
0.309
1.000
0.007 -0.006 -0.009 -0.009 -0.003 -0.017 -0.010 0.002
0.001
0.001
0.003
0.003
0.003
0.003
-0.427 -0.335 -0.310 -0.245 -0.131 -0.118 -0.081 0.018
0.004
0.002
0.001
0.001
0.000 -0.001
-0.164 -0.164 -0.168 -0.177 -0.169 -0.169
0.012
0.012
0.010
0.004
0.004
0.004
-0.154 -0.154 -0.143 -0.097
0.003
0.003
0.003
0.002
-0.403 -0.326 -0.296 -0.220 -0.129 -0.129 -0.129 0.019
0.011
0.009
0.005
0.002
0.002
0.002
0.007
0.004
0.003
0.002
0.000
0.001
0.000
-0.309 -0.302 -0.280 -0.202 -0.138 -0.147 -0.135 0.024
0.011
0.008
0.004
0.002
0.002
0.003
0.027
0.011
0.006
0.003
0.003
25.62
-0.318 -0.306 -0.289 -0.229 -0.156 -0.113 -0.084 0.020
0.010
0.008
0.004
0.002
0.001
0.000
22.91
-0.223 -0.274 -0.270 -0.189 -0.127 -0.094 -0.080 0.033
0.014
0.010
0.004
0.002
0.001
0.001
-0.221 -0.221 -0.209 -0.151
0.006
0.006
0.005
0.003
-0.215 -0.194 -0.179 -0.088 -0.074 0.199 -0.009 0.005
0.006
0.005 -0.001 0.002 -0.001 0.000
-0.163 -0.281 -0.285 -0.233 0.045
0.039
0.017
0.012
0.005 -0.001
-0.281 -0.281 -0.253 -0.165
0.013
0.013
0.011
0.002
0.062
0.019 -0.004 -0.034 -0.023 -0.023
0.007
0.007
0.006
0.002
0.001
0.001
0.064
0.043
0.007
0.009
0.008
0.004
-0.424 -0.285 -0.234 -0.150 -0.106 -0.110 -0.105 0.017
0.009
0.007
0.004
0.002
0.001
0.001
-0.332 -0.318 -0.327 -0.253 0.080
0.046
0.021
0.012
0.006
0.001
-0.219 -0.219 -0.203 -0.147
0.004
0.004
0.004
0.003
32.31
23.37 22.29
0.875
0.177
22.49
0.031
0.206
0.417
0.014
SWEDA SS Equity SWEDBANK AB - A SHARES
Financials
120.80
4.88%
28.03.2013
25.95
24.34
23.50
25.56
PSON LN Equity
PEARSON PLC
Consumer Discretionary
1239.00
3.68%
03.04.2013
17.59
17.59
17.70
18.41
AV/ LN Equity
AVIVA PLC
Financials
336.90
7.72%
20.03.2013
27.30
27.95
28.27
30.27
28.49
32.47
33.59
-0.329 -0.296 -0.278 -0.252 -0.054 -0.168 -0.204 0.005
0.007
0.006
0.002
0.001
0.000
0.000
FME GY Equity
FRESENIUS MEDICAL CARE AG &
Health Care
58.72
1.28%
13.05.2013
18.96
17.99
17.86
18.13
19.21
20.21
21.42
-0.204 -0.189 -0.187 -0.173 -0.125 -0.109 -0.095 0.027
0.012
0.009
0.004
0.002
0.001
0.001
REP SQ Equity
REPSOL SA
Energy
15.47
5.43%
03.01.2013
37.79
38.69
39.60
37.63
38.13
39.15
39.12
-0.226 -0.314 -0.306 -0.176 -0.170 -0.008 0.007 -0.002 0.000
0.001
0.001
0.001 -0.003 -0.003
SAMAS FH Equity SAMPO OYJ-A SHS
Financials
24.93
5.01%
15.04.2013
22.42
20.75
20.33
19.74
-0.247 -0.248 -0.247 -0.205
HOLN VX Equity
HOLCIM LTD-REG
Materials
64.20
1.95%
09.05.2013
22.68
22.20
22.33
22.90
24.63
24.46
SGO FP Equity
COMPAGNIE DE SAINT-GOBAIN
Industrials
26.59
4.89%
10.06.2013
37.04
36.01
35.67
34.50
34.72
35.44
TLSN SS Equity
TELIASONERA AB
Telecommunication Services 45.98
7.07%
04.04.2013
20.66
18.49
17.07
20.88
21.56
21.56
ATCOA SS Equity ATLAS COPCO AB-A SHS
Industrials
153.80
3.41%
22.04.2013
31.02
29.81
28.67
28.94
27.89
SAND SS Equity
SANDVIK AB
Industrials
89.00
4.27%
03.05.2013
30.35
29.66
29.28
31.61
34.14
ML FP Equity
MICHELIN (CGDE)
Consumer Discretionary
62.38
3.69%
24.05.2013
29.17
29.10
29.35
29.78
30.69
31.21
HEN3 GY Equity
HENKEL AG & CO KGAA VORZUG
20.19
19.97
20.09
20.73
22.12
22.06
0.022
0.010
0.008
0.004
24.91
-0.443 -0.307 -0.267 -0.218 -0.139 -0.123 -0.122 0.016
0.009
0.007
0.003
0.002
36.73
-0.199 -0.217 -0.216 -0.157 -0.081 -0.094 -0.012 0.015
0.007
0.005
0.002
0.001 -0.001 -0.002
21.56
-0.246 -0.187 -0.175 -0.159 0.140
0.068
0.038
0.021
0.007 -0.005 -0.005 -0.005
-0.599 -0.364 -0.284 -0.201 -0.120
0.034
0.011
0.005
0.003
-0.246 -0.261 -0.248 -0.137 0.069
0.033
0.012
0.006
0.001 -0.002
-0.284 -0.276 -0.262 -0.202 -0.144 -0.116
0.016
0.007
0.006
0.003
0.002
0.001
-0.249 -0.248 -0.249 -0.228 -0.157 -0.130 -0.120 0.022
0.011
0.009
0.004
0.002
0.002
-0.021 -0.021 0.022
0.005
0.005
0.004 0.000 -0.003 -0.003
0.140
Consumer Staples
63.73
1.43%
16.04.2013
KNEBV FH Equity KONE OYJ-B
Industrials
57.75
2.51%
05.03.2013
SDRL NO Equity
SEADRILL LTD
Energy
227.40
8.68%
10.12.2012
20.11
20.11
22.06
MT NA Equity
ARCELORMITTAL
Materials
11.58
4.97%
15.02.2013
38.96
39.18
38.85
38.37
-0.181 -0.211 -0.192 -0.116 0.007 -0.005 -0.023 0.010
0.004
0.004
0.002
TEL NO Equity
TELENOR ASA
Telecommunication Services 108.90
5.33%
17.05.2013
22.65
22.69
23.48
28.40
-0.491 -0.401 -0.179 -0.141
0.047
0.023
0.005
0.002
OML LN Equity
OLD MUTUAL PLC
Financials
175.10
3.60%
17.04.2013
21.97
21.97
22.22
22.71
-0.228 -0.228 -0.216 -0.172
0.009
0.009
0.008
0.003
HEIA NA Equity
HEINEKEN NV
Consumer Staples
48.76
AKZA NA Equity
AKZO NOBEL
Materials
ARM LN Equity
ARM HOLDINGS PLC
Information Technology
CRH ID Equity
CRH PLC
Materials
SEBA SS Equity PP FP Equity
SKANDINAVISKA ENSKILDA BAN-A PPR
Financials Consumer Discretionary
38.44
42.19
22.17
0.140
43.26
0.002
0.002
0.005
0.001
1.91%
23.04.2013
21.27
20.15
19.83
19.57
19.68
19.58
19.64
-0.417 -0.308 -0.269 -0.205 -0.135 -0.126 -0.110 0.023
0.013
0.010
0.005
0.003
0.002
0.003
43.22
3.47%
22.10.2012
31.30
28.26
27.46
26.11
25.83
25.34
25.52
-0.015 -0.146 -0.171 -0.161 -0.115 -0.102 -0.076 0.009
0.005
0.004
0.003
0.001
0.001
0.001
592.50
0.76%
01.05.2013
28.48
28.48
29.12
31.15
-0.113 -0.113 -0.104 -0.072
0.006
0.006
0.005
0.001
13.83
4.54%
06.03.2013
36.19
34.22
33.88
34.86
33.47
33.84
-0.271 -0.318 -0.252 -0.084 -0.193 -0.213
0.010
0.002
0.001 -0.001 0.001
0.001
55.70 132.20
3.32% 3.03%
01.04.2013 02.05.2013
29.25 23.03
26.78 22.29
25.39 22.30
26.86 22.43
26.43 23.41
24.16
-0.177 -0.231 -0.310 -0.212 -0.030 0.031 -0.169 -0.234 -0.226 -0.149 -0.108 -0.091 -0.060 0.017
0.019 0.006
0.012 0.004
0.001
24.37
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.005 0.003
0.000 0.001
0.001