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
16.10.2012
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
At The Money Implied Volatilities by Terms
Stoxx 600 Index
Ticker
Name
LGEN LN Equity LEGAL & GENERAL GROUP PLC CA FP Equity CARREFOUR SA UHR VX Equity SWATCH GROUP AG/THE-BR EAD FP Equity EADS NV REL LN Equity REED ELSEVIER PLC WOS LN Equity WOLSELEY PLC TEC FP Equity TECHNIP SA BSY LN Equity BRITISH SKY BROADCASTING GRO AH NA Equity KONINKLIJKE AHOLD NV SGSN VX Equity SGS SA-REG DNB NO Equity DNB ASA SPM IM Equity SAIPEM SPA RRS LN Equity RANDGOLD RESOURCES LTD SAF FP Equity SAFRAN SA SL/ LN Equity STANDARD LIFE PLC SCAB SS Equity SVENSKA CELLULOSA AB-B SHS ASSAB SS Equity ASSA ABLOY AB-B LG FP Equity LAFARGE SA DANSKE DC EquityDANSKE BANK A/S KGF LN Equity KINGFISHER PLC MRW LN Equity WM MORRISON SUPERMARKETS DB1 GY Equity DEUTSCHE BOERSE AG TIT IM Equity TELECOM ITALIA SPA NOK1V FH Equity NOKIA OYJ LAND LN Equity LAND SECURITIES GROUP PLC MKS LN Equity MARKS & SPENCER GROUP PLC INVEB SS Equity INVESTOR AB-B SHS PUB FP Equity PUBLICIS GROUPE REN NA Equity REED ELSEVIER NV AGN NA Equity AEGON NV AGK LN Equity AGGREKO PLC MAERSKB DC Equity AP MOELLER-MAERSK A/S-B PAH3 GY Equity PORSCHE AUTOMOBIL HLDG-PRF NXT LN Equity NEXT PLC SN/ LN Equity SMITH & NEPHEW PLC RNO FP Equity RENAULT SA CARLB DC Equity CARLSBERG AS-B LR FP Equity LEGRAND SA YAR NO Equity YARA INTERNATIONAL ASA SCMN VX Equity SWISSCOM AG-REG TEN IM Equity TENARIS SA ACA FP Equity CREDIT AGRICOLE SA TKA GY Equity THYSSENKRUPP AG RBS LN Equity ROYAL BANK OF SCOTLAND GROUP CBK GY Equity COMMERZBANK AG SESG FP Equity SES RYA ID Equity RYANAIR HOLDINGS PLC GEBN VX Equity GEBERIT AG-REG DSM NA Equity KONINKLIJKE DSM NV MRK GY Equity MERCK KGAA FI IM Equity FIAT INDUSTRIAL SDF GY Equity K+S AG-REG SWMA SS Equity SWEDISH MATCH AB SKFB SS Equity SKF AB-B SHARES BRBY LN Equity BURBERRY GROUP PLC FUM1V FH Equity FORTUM OYJ KPN NA Equity KONINKLIJKE KPN NV UU/ LN Equity UNITED UTILITIES GROUP PLC SBRY LN Equity SAINSBURY (J) PLC ANTO LN Equity ANTOFAGASTA PLC AMS SQ Equity AMADEUS IT HOLDING SA-A SHS CPI LN Equity CAPITA PLC ABF LN Equity ASSOCIATED BRITISH FOODS PLC CON GY Equity CONTINENTAL AG SW FP Equity SODEXO BLND LN Equity BRITISH LAND CO PLC JMAT LN Equity JOHNSON MATTHEY PLC SAB SQ Equity BANCO DE SABADELL SA SRG IM Equity SNAM SPA BEI GY Equity BEIERSDORF AG BAER VX Equity JULIUS BAER GROUP LTD KYG ID Equity KERRY GROUP PLC-A GIVN VX Equity GIVAUDAN-REG HEI GY Equity HEIDELBERGCEMENT AG DE NA Equity DE MASTER BLENDERS1753 NV CDI FP Equity CHRISTIAN DIOR ALO FP Equity ALSTOM SOLB BB Equity SOLVAY SA ITRK LN Equity INTERTEK GROUP PLC IFX GY Equity INFINEON TECHNOLOGIES AG CCL LN Equity CARNIVAL PLC IHG LN Equity INTERCONTINENTAL HOTELS GROU NZYMB DC Equity NOVOZYMES A/S-B SHARES DSY FP Equity DASSAULT SYSTEMES SA BNR GY Equity BRENNTAG AG GTO FP Equity GEMALTO WTB LN Equity WHITBREAD PLC SMIN LN Equity SMITHS GROUP PLC ADEN VX Equity ADECCO SA-REG ORK NO Equity ORKLA ASA PFC LN Equity PETROFAC LTD CAP FP Equity CAP GEMINI RSA LN Equity RSA INSURANCE GROUP PLC SUBC NO Equity SUBSEA 7 SA LXS GY Equity LANXESS AG SVT LN Equity SEVERN TRENT PLC REX LN Equity REXAM PLC KNIN VX Equity KUEHNE & NAGEL INTL AG-REG EDP PL Equity EDP-ENERGIAS DE PORTUGAL SA EN FP Equity BOUYGUES SA SKAB SS Equity SKANSKA AB-B SHS EBS AV Equity ERSTE GROUP BANK AG ADN LN Equity ABERDEEN ASSET MGMT PLC SGE LN Equity SAGE GROUP PLC/THE EDF FP Equity EDF KD8 GY Equity KABEL DEUTSCHLAND HOLDING AG SCHP VX Equity SCHINDLER HOLDING-PART CERT GBLB BB Equity GROUPE BRUXELLES LAMBERT SA GFS LN Equity G4S PLC UPM1V FH Equity UPM-KYMMENE OYJ ATLN VX Equity ACTELION LTD-REG WEIR LN Equity WEIR GROUP PLC/THE AGS BB Equity AGEAS WRT1V FH Equity WARTSILA OYJ ABP BNZL LN Equity BUNZL PLC WKL NA Equity WOLTERS KLUWER ABE SQ Equity ABERTIS INFRAESTRUCTURAS SA GETIB SS Equity GETINGE AB-B SHS ELUXB SS Equity ELECTROLUX AB-SER B LUX IM Equity LUXOTTICA GROUP SPA UMI BB Equity UMICORE UCB BB Equity UCB SA AMEC LN Equity AMEC PLC AKE FP Equity ARKEMA ALFA SS Equity ALFA LAVAL AB BVI FP Equity BUREAU VERITAS SA
GICS_SECTOR_NAME
ATM Ref
Financials 136.20 Consumer Staples 16.38 Consumer Discretionary 381.90 Industrials 26.55 Consumer Discretionary 617.00 Industrials 2682.00 Energy 87.70 Consumer Discretionary 754.50 Consumer Staples 9.56 Industrials 2012.00 Financials 73.60 Energy 35.25 Materials 7685.00 Industrials 30.18 Financials 291.50 Consumer Staples 119.50 Industrials 217.30 Materials 44.48 Financials 105.70 Consumer Discretionary 279.70 Consumer Staples 267.10 Financials 41.35 Telecommunication Services 0.76 Information Technology 2.10 Financials 805.50 Consumer Discretionary 390.30 Financials 145.80 Consumer Discretionary 43.05 Consumer Discretionary 10.51 Financials 4.27 Industrials 2278.00 Industrials 40680.00 Consumer Discretionary 48.07 Consumer Discretionary 3610.00 Health Care 668.00 Consumer Discretionary 35.15 Consumer Staples 520.00 Industrials 29.15 Materials 286.60 Telecommunication Services 384.90 Energy 15.17 Financials 6.30 Materials 17.97 Financials 276.90 Financials 1.55 Consumer Discretionary 21.17 Industrials 4.55 Industrials 205.70 Materials 39.14 Health Care 100.35 Industrials 7.87 Materials 36.79 Consumer Staples 263.90 Industrials 144.60 Consumer Discretionary 1145.00 Utilities 14.18 Telecommunication Services 5.95 Utilities 730.50 Consumer Staples 356.70 Materials 1282.00 Information Technology 19.02 Industrials 735.00 Consumer Staples 1361.00 Consumer Discretionary 75.56 Consumer Discretionary 61.12 Financials 538.50 Materials 2285.00 Financials 2.00 Utilities 3.53 Consumer Staples 58.97 Financials 32.73 Consumer Staples 40.44 Materials 944.50 Materials 40.24 Consumer Staples 9.53 Consumer Discretionary 109.55 Industrials 27.33 Materials 94.51 Industrials 2826.00 Information Technology 5.13 Consumer Discretionary 2410.00 Consumer Discretionary 1594.00 Materials 163.20 Information Technology 82.94 Industrials 100.65 Information Technology 68.07 Consumer Discretionary 2375.00 Industrials 1056.00 Industrials 47.74 Industrials 46.74 Energy 1619.00 Information Technology 32.34 Financials 115.00 Energy 131.20 Materials 59.90 Utilities 1693.00 Materials 458.50 Industrials 106.00 Utilities 2.10 Industrials 19.55 Industrials 103.40 Financials 19.09 Financials 334.90 Information Technology 309.30 Utilities 16.79 Consumer Discretionary 56.39 Industrials 120.40 Financials 57.66 Industrials 267.10 Materials 8.73 Health Care 47.63 Industrials 1741.00 Financials 19.83 Industrials 26.53 Industrials 1110.00 Consumer Discretionary 15.00 Industrials 11.93 Health Care 196.20 Consumer Discretionary 162.70 Consumer Discretionary 28.31 Materials 39.29 Health Care 44.88 Energy 1102.00 Materials 74.23 Industrials 120.80 Industrials 81.95
Dividend Yield 5.54% 4.03% 1.75% 2.26% 3.74% 2.57% 1.92% 3.48% 4.60% 1.49% 2.72% 2.18% 0.52% 2.58% 5.09% 3.85% 2.49% 1.35% 1.42% 3.48% 4.58% 5.80% 5.63%
Next ExDividend Date
4.56%
17.04.2013 04.07.2013 21.05.2013 04.06.2013 24.04.2013 03.04.2013 09.05.2013 27.03.2013 26.04.2013 18.03.2013 26.04.2013 20.05.2013 08.05.2013 18.12.2012 20.03.2013 08.04.2013 02.05.2013 03.07.2013 19.03.2013 01.05.2013 15.05.2013 16.05.2013 20.05.2013 03.05.2013 28.11.2012 14.11.2012 15.04.2013 27.06.2013 25.04.2013 16.05.2013 17.04.2013 15.04.2013 24.06.2013 26.06.2013 17.04.2013 10.05.2013 25.03.2013 31.05.2013 10.05.2013 12.04.2013 19.11.2012 27.05.2013 21.01.2013 27.02.2013 24.05.2013 19.04.2013
3.06% 3.88% 1.74% 2.80% 3.81% 2.84% 3.80% 2.40% 7.05% 5.89% 4.70% 4.65% 1.16% 2.21% 3.29% 2.13% 2.65% 2.68% 4.94% 2.65% 2.00% 7.08% 1.36% 2.26% 0.89% 2.65% 1.37%
22.04.2013 15.05.2013 29.04.2013 22.04.2013 10.05.2013 03.05.2013 24.04.2013 19.12.2012 01.04.2013 11.04.2013 12.12.2012 21.11.2012 08.05.2013 30.01.2013 17.04.2013 05.12.2012 16.05.2013 01.02.2013 09.01.2013 28.11.2012 18.12.2012 20.05.2013 29.04.2013 12.04.2013 10.04.2013 26.03.2013 03.05.2013
2.61% 3.48% 3.24% 1.42% 2.34% 2.57% 2.53% 1.29% 0.94% 2.38% 0.50% 2.32% 3.66% 3.98% 5.88% 2.55% 3.09% 8.22% 2.16% 1.59% 4.48% 3.51% 4.06% 8.80% 8.19% 6.04% 2.10% 3.40% 3.46% 7.15% 2.66% 2.08% 4.74% 3.43% 6.87% 1.68% 2.19% 4.79% 3.49% 2.53% 4.80% 5.53% 2.04% 4.00% 1.91% 2.93% 2.30% 3.04% 2.16% 3.31% 1.77%
22.04.2013 27.06.2013 17.01.2013 05.06.2013 08.03.2013 20.02.2013 20.03.2013 28.02.2013 14.06.2013 20.06.2013 24.05.2013 31.10.2012 20.03.2013 03.05.2013 19.04.2013 17.04.2013 04.06.2013 27.03.2013 25.06.2013 16.05.2013 05.12.2012 08.05.2013 10.05.2013 13.05.2013 30.04.2013 08.04.2013 17.05.2013 05.12.2012 06.02.2013 13.12.2012 14.10.2013 18.03.2013 26.04.2013 08.05.2013 08.04.2013 06.05.2013 01.05.2013 29.04.2013 04.03.2013 08.05.2013 29.04.2013 31.10.2012 29.04.2013 03.04.2013 20.05.2013 26.04.2013 02.05.2013 28.11.2012 29.05.2013 29.04.2013 11.06.2013
3.77% 4.41% 4.12% 1.97% 4.79% 5.15% 1.07% 2.46% 2.18% 2.77% 2.48% 4.89% 1.15% 3.29% 2.62% 5.72% 2.48% 0.79% 2.23%
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 20.56 34.20 23.52 29.18 16.69 24.66 28.26 16.12 17.22 17.10 29.28 26.53 37.36 24.49 16.24 24.56 28.06 32.92 24.29 19.40 16.25 25.13 36.45 73.02 13.46 24.57 18.48 22.81 21.25 35.91
20.37 32.74 22.80 27.86 16.69 24.66 28.26 16.47 16.94 17.19 28.03 26.99 37.36 24.49 16.24 21.83 27.23 31.91 24.70 20.48 15.72 24.70 36.13 68.74 14.21 23.10 17.55 21.73 19.01 34.59
21.03 32.45 23.15 27.50 17.00 25.02 28.77 16.98 16.98 17.55 30.33 27.32 37.27 25.40 18.01 21.06 26.05 31.58 25.62 20.99 15.97 24.67 35.92 68.86 14.71 22.82 17.37 21.75 18.64 34.28
22.62 32.50 24.13 27.04 17.56 25.86 30.00 18.73 17.05 18.88 32.44 28.08 36.99 27.90 22.23 23.31 26.52 31.44 28.32 21.83 16.96 24.06 34.90 69.16 16.07 23.06 19.45 22.38 18.63 33.61
29.23 30.90 18.03 16.96 42.40 24.62 26.64 31.32 13.55 27.83 47.33 35.14 38.56 39.52
27.37 31.08 18.03 16.96 39.94 23.07 26.64 31.58 13.07 27.34 45.39 35.73 38.09 42.64
27.16 31.09 18.53 17.23 39.20 23.18 26.96 31.91 13.06 27.43 44.63 35.49 37.95 43.64
27.27 31.63 20.08 18.09 38.06 24.80 27.45 35.47 13.33 28.00 43.31 35.00 38.09 44.67
21.86 18.58 23.05 21.44 34.48 23.01 23.88 32.45 27.40 24.20 33.82 26.57 17.64 33.34 27.28
22.58 17.79 22.30 20.49 34.38 22.40 21.83 28.85 26.78 23.02 30.16 26.57 17.54 33.34 26.16
22.37 17.86 22.23 20.19 34.45 22.82 21.44 27.91 27.12 22.93 28.90 25.81 17.68 33.44 25.30
21.46 18.00 22.52 20.15 33.84 24.16 21.22 28.75 28.18 24.63 28.80 23.37 18.31 33.84 23.71
11.73 29.63 19.62 16.87
11.73 29.81 19.62 16.87
11.81 29.86 19.28 17.17
12.07 30.10 18.88 17.56
34.50 17.08 19.18 21.78 23.71 14.18 32.31 19.17 23.11 35.07 30.54
36.57 17.16 19.07 22.00 22.20 14.63 32.14 19.80 23.11 33.97 29.30
36.50 17.33 18.98 22.73 22.01 15.24 32.36 20.30 23.54 33.82 28.85
44.81 18.55 21.34 25.54 20.90 20.09 25.25 19.43
42.35 18.55 21.34 25.34 20.90 21.32 25.15 19.43
40.76 28.07 23.07 36.67 18.37 33.76 34.44 17.42
23.53 31.88 25.52 27.80
23.53 31.92 26.07 27.33
30.53 19.59 17.84 20.25
29.11 19.59 16.94 21.22
29.58
29.58
29.50
29.50
32.28 26.38 28.15
19.59 17.33
23.91 26.19 33.03
32.76
33.60
25.32 37.36 68.29
24.04 34.11 66.70
24.70 33.77 69.40
23.91 21.21 23.04 18.25 33.88
24.32
24.71
23.52 18.27 32.65
23.77 18.61 33.53
31.06
32.08
32.04
40.04
38.08
39.94
27.21
27.21
12.83
13.27
14.11
41.95 35.39 39.54 44.18
39.95 36.16 40.19 43.56
40.17 36.01 41.38 43.33
22.01 18.62 23.19 21.21 33.59 25.26
21.91 19.14 23.55 21.30 33.59 25.20
24.45 21.56
29.19 28.96
29.45
27.99
27.72
18.99
18.99
22.16
21.49
25.98
29.62
21.52
32.29 19.09
32.18 18.63
32.71 18.53
34.83 17.36 18.74 24.99 23.01 16.80 32.92 21.39 24.68 34.31 28.68
34.02 17.60 19.27 26.28 24.72 17.53 34.08
34.13 17.60 19.65 26.34 24.67 18.47 33.75
33.76
25.61 35.56 29.28
25.61 36.17 29.28
36.74
40.40 19.07 21.89 25.30 21.13 21.95 25.10 19.89
37.77 21.17 23.80 25.60 21.80 22.98 25.01 20.70
38.51
39.80
39.83
22.75 24.20 25.13
22.75 23.91 25.11
24.50
38.17 24.36 23.07 35.16 17.79 33.76 33.25 17.42
36.72 24.45 23.80 34.58 17.99 33.42 32.96 17.54
33.36 21.83 26.12 33.93 19.54 32.93 32.89 18.10
32.19
31.89
33.08
34.48 18.69
35.35 18.69
35.48
33.91
34.32
34.57
24.81
23.89
24.02
24.37
26.00
23.23
31.61 22.00 34.41
30.92 20.84 34.49
30.60 20.26 34.50
29.06 22.73 34.54
30.54 22.14 35.03
30.58
21.48 21.85 23.98 16.94 15.65
21.48 21.45 24.32 16.91 15.70
21.45 21.63 24.67 16.97 15.99
22.15 22.62 25.97 16.53 16.23
24.34 27.24 14.68 16.14
27.49 27.87 14.60 16.14
30.39 33.62
29.45 33.19
29.43 32.98
31.80 32.39
32.37
32.08
33.09
33.36
33.41
32.69
34.33
34.07
17.53 25.61 22.09 32.80 17.58 26.81 21.58
17.47 25.20 20.43 30.10 18.80 27.15 21.60
17.92 24.71 20.89 28.56 19.40 27.16 22.16
19.18 24.00 22.36 31.03 20.39 26.81 23.76
21.04 23.74
20.62 23.37
31.42 21.68 27.07 25.16
21.68 27.07 25.16
33.93 30.75 14.62
33.93 28.80 14.55
33.51 26.99 14.51
32.68 28.31 14.38
34.96 30.57 14.57
20.21 26.76
33.95
14.30
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-0.284 -0.211 -0.219 -0.165 -0.209 -0.105 -0.237 -0.175 -0.188 -0.286 -0.205 -0.293 -0.010 -0.145 -0.292 -0.171 -0.229 -0.253 -0.201 -0.204 -0.134 -0.300 -0.226 -0.081 -0.195 -0.100 -0.245 -0.222 -0.206 -0.226
-0.210 -0.170 -0.183 -0.122 -0.185 -0.080 -0.168 -0.101 -0.113 -0.234 -0.274 -0.211 -0.045 -0.149 -0.278 -0.099 -0.154 -0.209 -0.122 -0.139 -0.107 -0.218 -0.122 -0.160 -0.153 -0.108 -0.166 -0.198 -0.154 -0.222
-0.205 -0.069 -0.119 -0.075
-0.205 0.011 -0.063 -0.091 0.020 -0.098 -0.092 0.011 -0.065 -0.053 0.013 0.005 0.002 -0.100 0.003 -0.029 -0.029 0.003 -0.044 -0.004 0.029 -0.138 0.007 0.060 -0.098 0.005 0.001 -0.128 0.006 0.008 0.032 0.030 -0.078 -0.023 0.017 0.046 -0.002 0.003 -0.102 -0.088 0.020 -0.021 -0.077 0.026 -0.144 -0.070 0.007 0.003 -0.077 -0.083 0.005 0.049 -0.102 -0.090 0.019 -0.054 -0.029 0.028 -0.063 -0.024 0.025
0.011 0.007 0.006 0.005 0.005 0.002 0.003 0.007 0.020 0.010 0.022 0.004 0.001 0.006 0.008 0.017 0.011 0.007 0.012 0.002 0.002 0.009 0.008 0.003 0.005 0.009 0.026 0.008 0.018 0.010
0.009 0.003 0.002 0.004 0.002 0.002 0.005 0.003 0.001 0.004 0.002 0.001 0.005 0.004 0.002 0.001 0.003 0.002 0.002 0.006 0.003 0.004 0.015 0.004 0.001 0.010 0.005 0.002 0.007 0.000 0.004 0.001 0.000 0.000 -0.001 0.005 0.003 0.001 0.007 0.002 0.012 0.004 -0.001 0.006 0.002 0.002 0.005 0.003 0.001 0.004 0.002 0.003 0.003 0.002 0.002 0.006 0.003 0.001 0.005 0.002 -0.001 0.002 0.002 0.003 0.005 0.003 0.008 0.003 0.002 0.016 0.003 0.000 0.006 0.002 0.002 0.014 0.004 0.002 0.007 0.002 0.001
-0.057 -0.257 -0.236 -0.270 -0.252 -0.159 -0.112 -0.179 0.027 -0.219 -0.255 -0.272 -0.229 -0.288
-0.080 -0.208 -0.236 -0.270 -0.226 -0.118 -0.112 -0.166 -0.143 -0.243 -0.273 -0.210 -0.277 -0.124
-0.073 -0.173 -0.202 -0.244 -0.216 -0.094 -0.113 -0.118 -0.179 -0.224 -0.263 -0.173 -0.254 -0.104
-0.044 -0.130 -0.102 -0.153 -0.165 -0.055 -0.101 -0.172 -0.147 -0.143 -0.214 -0.102 -0.200 -0.132
0.006 -0.073 -0.105 -0.079 0.013 0.009 0.007 -0.064 -0.060 0.032 0.012 0.004 -0.117 -0.117 0.003 0.006 -0.078 -0.072 -0.077 0.016 0.010 -0.216 -0.168 -0.086 0.016 -0.083 -0.056 -0.036 0.019 -0.141 -0.112 -0.014 0.014 -0.131 -0.095 -0.092 0.042
0.002 0.005 0.009 0.007 0.005 0.001 0.003 0.001 0.013 0.003 0.005 0.006 0.007 0.011
0.001 0.004 0.007 0.006 0.003 0.000 0.002 0.000 0.011 0.003 0.003 0.004 0.005 0.006
0.000 0.001 0.002 0.001 0.001 0.002 0.004 0.001 -0.001 -0.001 -0.006 0.000 0.001 0.002 0.002 0.002 0.006 0.004 0.003 0.003 0.002 0.003 0.002 0.002 0.003 0.002 0.001 0.000 -0.001 0.003 0.002 0.000 -0.001 0.002 0.001 0.001 0.001
-0.084 -0.213 -0.277 -0.265 -0.236 -0.180 -0.193 -0.198 -0.174 -0.088 -0.097 0.230 0.049 -0.261 -0.136
-0.145 -0.328 -0.260 -0.284 -0.235 -0.247 -0.106 -0.278 -0.124 -0.210 -0.061 0.230 0.024 -0.261 -0.155
-0.159 -0.333 -0.237 -0.270 -0.233 -0.253 -0.067 -0.262 -0.107 -0.241 -0.066 0.196 -0.010 -0.242 -0.151
-0.167 -0.246 -0.183 -0.200 -0.174 -0.203 0.005 -0.157 -0.078 -0.190 -0.066 0.087 -0.083 -0.176 -0.132
-0.174 -0.162 -0.129 -0.120 -0.043 -0.138
-0.161 0.038 -0.131 0.018 -0.094 -0.063 0.020 -0.110 -0.110 0.019 -0.043 0.010 -0.148 -0.153 0.013 0.015 0.022 -0.064 0.013 0.016 0.045 0.092 0.024 -0.001 -0.065 0.011 0.004 -0.107 -0.108 0.003
0.016 0.011 0.011 0.010 0.003 0.008 0.005 0.011 0.005 0.006 0.012 -0.001 0.005 0.004 0.002
0.009 0.009 0.008 0.008 0.003 0.007 0.003 0.004 0.004 0.004 0.009 -0.001 0.003 0.003 0.001
0.001 0.006 0.003 0.004 0.002 0.003 0.001 0.000 0.001 0.002 0.003 -0.001 0.005 0.002 0.001
-0.176 -0.355 -0.231 -0.208
-0.176 -0.318 -0.231 -0.208
-0.133 -0.296 -0.213 -0.166
-0.006 0.007 -0.227 -0.139 -0.116 -0.097 0.010 -0.162 -0.117 -0.016 -0.007 0.006 -0.027 0.013
0.007 0.004 0.006 0.013
0.007 0.005 0.005 0.010
0.007 0.003 0.003 0.002
0.091 -0.191 -0.249 -0.251 -0.086 -0.424 -0.377 -0.050 -0.317 -0.264 -0.297
-0.009 -0.246 -0.183 -0.248 -0.122 -0.322 -0.365 -0.038 -0.317 -0.264 -0.260
-0.026 -0.245 -0.166 -0.233 -0.131 -0.282 -0.348 -0.036 -0.287 -0.248 -0.231
-0.043 -0.209 -0.130 -0.176 -0.134 -0.211 -0.269 -0.043 -0.194 -0.194 -0.158
-0.133 -0.270 -0.087 -0.103 -0.111 -0.117 -0.167
-0.039 -0.001 0.015 -0.098 0.012 -0.048 0.015 0.012 0.015 -0.141 0.009 0.026 -0.213 -0.213 0.005 -0.110 -0.095 -0.069 0.017 -0.071 -0.071 0.012
-0.002 0.009 0.010 0.007 0.004 0.011 0.006 0.009 0.005 0.007 0.004
-0.001 0.008 0.009 0.005 0.003 0.009 0.006 0.006 0.004 0.005 0.003
-0.365 -0.211 -0.213 -0.094 -0.260 -0.080 -0.085 -0.182
-0.333 -0.211 -0.213 -0.050 -0.260 -0.214 -0.009 -0.182
-0.300 -0.199 -0.208 -0.028 -0.242 -0.238 0.007 -0.142
-0.227 -0.153 -0.165 0.001 -0.177 -0.183 0.006 -0.041
-0.159 -0.156 -0.134 0.010 0.008 0.003 0.010 -0.126 -0.126 0.006 -0.150 -0.099 -0.097 0.013 0.003 0.001 0.009 0.012
0.005 0.008 0.003 0.001 0.006 0.005 0.001 0.012
-0.306 -0.448 -0.080 -0.256 -0.090 -0.286 -0.242 -0.050
-0.252 -0.302 -0.080 -0.224 -0.161 -0.286 -0.189 -0.050
-0.235 -0.237 -0.097 -0.210 -0.174 -0.274 -0.181 -0.056
-0.181 -0.213 -0.127 -0.169 -0.153 -0.220 -0.163 -0.057
-0.093 -0.087 -0.085 0.007 0.069 0.006 -0.116 -0.120 -0.113 0.017 -0.096 -0.096 0.001 0.006 -0.122 -0.117 -0.106 0.010 0.003
-0.131 -0.029 -0.025 -0.140 -0.098 -0.128 0.065 -0.084 -0.130
-0.130 0.070 -0.211 -0.070 0.075 -0.127 -0.087 -0.096
0.056 -0.079 0.002 -0.065 -0.104
-0.139 -0.270 -0.100 -0.068 -0.106 -0.095 -0.159
-0.176 -0.234 -0.239 -0.173 -0.079 -0.006
0.002 0.003 0.002 0.001 0.001 0.001
0.002 0.002 0.001 0.001
0.002 0.004 0.003 0.001
0.003 0.001 0.001
0.004 0.003
0.000 0.001
0.000 -0.002
0.002 0.000 0.002
0.002 0.001 0.001
0.002
0.002
0.002 0.002 0.002
0.002 0.003 0.001
0.001 0.003 0.001 0.001 0.001 0.001
0.000 0.001 0.001
-0.001 0.001 0.001 0.001
0.000 -0.001
0.003
0.003
0.001
0.001
0.001
0.001 0.002
0.001 0.003
0.001 0.003
0.001 0.006 0.004 0.003 0.002 0.005 0.003 0.002 0.003 0.002 0.003
0.002 0.004 0.002 0.002 0.003 0.003 0.001
0.001 0.004 0.001 0.002 0.003 0.002 0.001
0.001
0.004 0.001 0.002
0.004 0.000 -0.001 0.002
0.005 0.007 0.003 0.000 0.005 0.004 0.000 0.010
0.002 0.002 0.002 0.000 0.003 0.002 0.000 0.003
0.001
0.000
0.001
0.002 0.001 0.000
0.002 0.000 0.000
0.000
0.002 0.040 0.006 0.007 0.006 0.006 0.003 0.003
0.002 0.018 0.005 0.005 0.006 0.005 0.003 0.003
0.001 0.014 0.002 0.002 0.004 0.000 0.002 0.002
0.001
0.000
0.001
0.000 0.003
0.000 0.003
0.000
0.001
0.002
0.002
0.000
0.004
0.001 0.003
0.002
0.011
0.007
0.006
0.002
-0.191 -0.232 -0.226 -0.148 -0.059 -0.148 -0.104 0.016 -0.255 -0.213 -0.266 -0.178 0.072 0.056 -0.472 -0.193 -0.141 -0.109 0.442 0.558 0.043
0.007 0.028 0.013
0.006 0.012 0.007
0.002 0.000 0.000 -0.002 0.004 0.000 0.003 -0.002 -0.006
-0.244 -0.252 -0.140 -0.186 -0.209
0.008 0.013 0.000 0.004 0.019
0.007 0.009 0.001 0.002 0.014
0.004 0.005 0.002 0.002 0.005
0.002 0.001 0.003 0.002
0.002 0.001 0.006 0.002
0.015 0.009
0.002 0.006
0.001 0.005
0.002 0.001
0.001
0.001
34.95
-0.240 -0.226 -0.216 -0.131 -0.025 -0.024 -0.015 0.015
0.004
0.003
0.003
0.001
0.000
21.33 23.32
-0.350 -0.213 -0.250 -0.211 -0.314 -0.299 -0.306
0.015 0.001 0.018 0.008 0.006 0.007 0.009
0.011 0.000 0.012 0.004 0.004 0.005 0.007
0.005 0.002 0.002 0.003 0.002 0.002 0.002 0.002 0.002 0.001 0.000 0.003 0.001 0.001 0.002 -0.001 -0.001 0.004 0.002 0.002
0.004 0.015 0.007
0.004 0.011 0.005
0.002 0.003 0.000
32.03
41.74
34.96
-0.366 -0.176 -0.099 -0.129 -0.211 -0.114 -0.259 -0.188 0.064 -0.286 -0.257 -0.367 0.003 -0.142 -0.279 -0.157 -0.252 -0.319 -0.293 -0.084 -0.178 -0.300 -0.250 -0.055 -0.144 -0.015 -0.289 -0.158 0.072 -0.189
27.03 27.22
-0.244 -0.219 -0.065 -0.083 -0.283
-0.213 -0.199 -0.085 -0.053 -0.296
-0.136 -0.154 -0.162 0.001 -0.239
-0.120 -0.082 0.069 -0.118
0.008 -0.118 -0.095 0.032 -0.091 -0.087 0.007 0.062 0.018 -0.118 0.031
-0.093 -0.144 -0.155 -0.141 -0.198 -0.115 -0.095 -0.053 -0.037 -0.033
-0.233 -0.214 -0.281 -0.262 -0.312 -0.274 -0.212
-0.223 -0.204 -0.271 -0.230 -0.279 -0.248 -0.176
-0.221 -0.179 -0.195 -0.166 -0.185 -0.164 -0.112
-0.128 -0.090 -0.067 0.028 -0.132 -0.120 -0.132 0.006 0.036 0.059 0.018 -0.099 -0.099 0.017 -0.034 -0.034 0.017 -0.060 -0.060 0.020
-0.147 -0.147 -0.143 -0.126 -0.089 -0.089 -0.247 -0.209 -0.190 -0.147 -0.059 -0.180 -0.122 -0.076 0.008 0.012 0.014
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.004 0.040 0.012
0.002 0.000 0.000
0.002 0.000
0.002 0.001
0.000
16.10.2012
Stoxx 600 Index
Ticker
Name
GICS_SECTOR_NAME
ATM2 Ref
Dividend Yield
Next ExDividend Date
BAB LN Equity
BABCOCK INTL GROUP PLC
Industrials
975.00
LUPE SS Equity
LUNDIN PETROLEUM AB
Energy
155.50
AC FP Equity
ACCOR SA
Consumer Discretionary
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
2.56%
12.12.2012 31.34
30.50
28.57
31.38
32.85
25.85
2.63%
11.06.2013
34.73
32.70
32.44
32.36
33.81
TEL2B SS Equity TELE2 AB-B SHS
Telecommunication Services 119.50
5.65%
14.05.2013
20.67
19.76
19.80
21.80
23.98
FER SQ Equity
FERROVIAL SA
Industrials
10.31
4.46%
15.11.2012
36.60
34.05
33.16
32.49
31.40
SCVB SS Equity
SCANIA AB-B SHS
Industrials
118.50
4.22%
06.05.2013
30.97
30.44
29.68
31.19
34.72
G1A GY Equity
GEA GROUP AG
Industrials
24.83
2.46%
25.04.2013
28.59
29.14
29.87
31.15
GKN LN Equity
GKN PLC
Consumer Discretionary
204.00
3.73%
24.04.2013
HMSO LN Equity
HAMMERSON PLC
Financials
474.80
3.70%
13.03.2013
ELN ID Equity
ELAN CORP PLC
Health Care
8.61
43.69
43.92
43.75
43.40
ITV LN Equity
ITV PLC
Consumer Discretionary
91.85
2.61%
01.05.2013
28.27
28.27
28.14
27.97
REE SQ Equity
RED ELECTRICA CORPORACION SA
Utilities
37.60
6.33%
02.01.2013
25.61
24.06
23.32
20.86
OMV AV Equity
OMV AG
Energy
28.29
4.07%
13.05.2013
19.54
19.65
19.80
EDEN FP Equity
EDENRED
Industrials
22.50
3.38%
27.05.2013
27.38
24.75
24.31
TATE LN Equity
TATE & LYLE PLC
32.98 30.61
30.68
32.13
33.95
34.82
44.56
44.46
16.95
16.77
19.75
20.90
24.20
24.67
23.67
23.79
Consumer Staples
697.50
3.76%
28.11.2012
13.66
13.66
13.82
14.55
HEXAB SS Equity HEXAGON AB-B SHS
Information Technology
145.80
1.42%
10.05.2013
35.79
32.35
31.24
32.18
SOON VX Equity
SONOVA HOLDING AG-REG
Health Care
98.80
1.42%
24.06.2013
25.43
24.02
23.43
23.30
CRDA LN Equity
CRODA INTERNATIONAL PLC
Materials
2295.00
2.71%
01.05.2013
-0.012 -0.026 -0.039 -0.008 0.101
0.023
0.008
0.006
0.002
0.001
-0.183 -0.188 -0.185 -0.162 -0.121 -0.133
0.009
0.003
0.002
0.002
0.001
-0.242 -0.252 -0.216 -0.141 0.075
0.052
0.021
0.010
0.002 -0.001
-0.270 -0.008 0.051
0.018
0.024
0.066
0.002
0.097 -0.001 -0.003 -0.004 -0.003 -0.003 -0.003 -0.004
-0.271 -0.275 -0.243 -0.165 -0.120
0.035
0.012
0.006
0.001 -0.001
-0.271 -0.221 -0.198 -0.150 -0.100 -0.147 -0.157 0.021
0.009
0.006
0.001
0.001
0.002
-0.113 -0.158 -0.166 -0.139 -0.141 -0.149
0.010
-0.044 -0.044 -0.046 -0.065
0.002
0.002
0.001
0.002
0.001
0.007
0.007
0.005
0.002
-0.203 -0.210 -0.198 -0.158 -0.046 -0.056 -0.046 0.001
0.002
0.002
0.001
0.001
0.001
13.07
-0.541 -0.151 -0.092 -0.138 0.287
0.556
0.070
0.024
0.011
0.004
0.008
0.009
22.73
-0.175 -0.180 -0.200 -0.180 -0.113 -0.088
0.008
0.004
0.003
0.002
0.002
0.002
-0.137 -0.137 -0.100 -0.020
0.008
0.008
0.006
0.002
-0.281 -0.194 -0.209 -0.164
0.035
0.013
0.005
0.002
-0.257 -0.232 -0.204 -0.162 -0.084 -0.076
0.014
0.007
0.005
0.003
0.001
0.001
0.000
0.000
0.000
0.000
0.000
16.15
EKTAB SS Equity ELEKTA AB-B SHS
Health Care
92.75
1.51%
05.09.2013
23.48
23.48
23.48
23.48
ATL IM Equity
ATLANTIA SPA
Industrials
12.28
6.11%
19.11.2012
26.90
25.84
25.42
25.02
24.06
24.06
-0.302 -0.254 -0.234 -0.200 -0.129 -0.129
0.017
0.008
0.006
0.003
0.001
0.001
HEIO NA Equity
HEINEKEN HOLDING NV
Consumer Staples
39.91
2.33%
23.04.2013
GA FP Equity
CIE GENERALE DE GEOPHYSIQUE
Energy
25.00
44.07
38.28
38.06
40.35
40.43
40.58
-0.139 -0.105 -0.107 -0.153 -0.148 -0.142
0.003
0.004
0.004
0.002
0.002
0.001
32.82
32.33
32.58
-0.143 -0.098 -0.075
0.007
0.003
0.002
37.43
34.42
32.59
28.64
24.59
23.23
-0.108 -0.130 -0.130 -0.119 -0.130 -0.135 -0.106 0.002
0.002
0.002
0.002
0.001
0.002
17.38
17.82
17.90
18.41
18.28
18.28
-0.364 -0.281 -0.236 -0.189 -0.310 -0.310
0.024
0.011
0.008
0.002
0.004
0.004
-0.311 -0.287 -0.253 -0.155 -0.102 -0.084 -0.057 0.023 -0.230 -0.230 -0.227 -0.188 -0.115 -0.115
NRE1V FH Equity NOKIAN RENKAAT OYJ
Consumer Discretionary
FRES LN Equity
FRESNILLO PLC
Materials
GRF SQ Equity
GRIFOLS SA
Health Care
MGGT LN Equity
MEGGITT PLC
Industrials
TRN IM Equity
TERNA SPA
Utilities
29.59
4.90%
15.04.2013
1932.00
1.80%
24.04.2013
25.79
0.85%
01.07.2013
402.40
2.94%
13.03.2013
2.95
6.44%
19.11.2012
23.54
0.000
0.000
0.000
0.002
0.000
0.001
COLOB DC Equity COLOPLAST-B
Health Care
1279.00
1.37%
12.12.2012
CO FP Equity
CASINO GUICHARD PERRACHON
Consumer Staples
67.61
4.88%
21.05.2013
24.56
23.09
23.07
22.97
23.25
23.20
0.008
0.005
0.003
0.002
0.000 -0.001
SCR FP Equity
SCOR SE
Financials
21.29
5.40%
22.05.2013
20.95
20.95
21.44
22.76
25.05
25.05
0.007
0.007
0.006
0.002
0.001
0.001
FUR NA Equity
FUGRO NV-CVA
Energy
52.68
3.04%
13.05.2013
24.60
24.66
24.93
25.22
25.87
25.87
25.87
-0.252 -0.318 -0.308 -0.220 -0.124 -0.124 -0.124 0.017
0.008
0.006
0.003
0.001
0.001
0.001
MRO LN Equity
MELROSE PLC
Industrials
237.20
3.50%
03.04.2013
GAS SQ Equity
GAS NATURAL SDG SA
Utilities
11.80
7.54%
09.01.2013
38.26
36.00
35.01
29.65
27.71
24.22
24.62
-0.136 -0.104 -0.056 0.066
0.003
0.001
0.001
0.002
0.001
0.002
0.001
MEO1V FH Equity METSO OYJ
Industrials
27.50
6.18%
28.03.2013
34.76
35.27
35.62
0.012
0.001 -0.001
F IM Equity
FIAT SPA
Consumer Discretionary
4.21
2.85%
22.04.2013
44.43
43.94
43.65
42.46
42.94
43.75
WG/ LN Equity
WOOD GROUP (JOHN) PLC
Energy
845.50
1.34%
10.04.2013
VK FP Equity
VALLOUREC
Industrials
31.83
2.51%
05.06.2013
42.61
41.65
41.38
41.00
41.12
40.38
KINVB SS Equity
INVESTMENT AB KINNEVIK-B SHS
Financials
136.60
4.03%
17.05.2013
18.88
17.06
17.42
19.35
BOL SS Equity
BOLIDEN AB
Materials
114.10
4.16%
06.05.2013
32.10
32.08
31.44
32.63
33.49
IMI LN Equity
IMI PLC
Industrials
900.50
3.78%
10.04.2013
SRP LN Equity
SERCO GROUP PLC
Industrials
575.50
1.63%
06.03.2013
ARYN SE Equity
ARYZTA AG
Consumer Staples
46.05
1.33%
29.01.2014
13.99
15.24
15.73
16.36
16.47
SPSN VX Equity
SWISS PRIME SITE-REG
Financials
76.75
4.69%
22.04.2013
10.83
10.39
10.10
9.53
10.08
9.95
VIE FP Equity
VEOLIA ENVIRONNEMENT
Utilities
8.25
8.48%
22.05.2013
31.67
32.59
32.67
31.15
32.33
30.75
EEEK GA Equity
COCA-COLA HELLENIC BOTTLING
Consumer Staples
17.55
1.37%
25.06.2013
SIK VX Equity
SIKA AG-BR
Materials
1913.00
2.35%
15.04.2013
18.87
19.19
19.53
20.55
22.82
22.35
ANDR AV Equity
ANDRITZ AG
Industrials
46.07
2.78%
25.03.2013
37.40
34.83
33.72
32.94
30.69
38.12
MTX GY Equity
MTU AERO ENGINES HOLDING AG
Industrials
64.92
2.08%
03.05.2013
25.14
23.94
23.91
24.48
25.82
25.94
26.39
TPK LN Equity
TRAVIS PERKINS PLC
Industrials
1111.00
2.37%
01.05.2013
HNR1 GY Equity
HANNOVER RUECKVERSICHERU-REG Financials
55.33
3.97%
06.05.2013
23.40
22.45
22.21
21.69
21.80
21.12
21.52
QIA GY Equity
QIAGEN N.V.
Health Care
14.10
20.04
20.24
20.45
21.26
23.27
23.93
24.01
NHY NO Equity
NORSK HYDRO ASA
Materials
26.64
2.63%
09.05.2013
44.16
42.17
40.31
42.90
ETL FP Equity
EUTELSAT COMMUNICATIONS
Consumer Discretionary
25.42
3.93%
14.11.2013
20.25
20.62
20.53
20.57
20.76
21.72
VPK NA Equity
VOPAK
Industrials
55.20
1.67%
26.04.2013
19.00
18.44
18.72
19.87
20.36
20.36
BALN VX Equity
BALOISE HOLDING AG - REG
Financials
78.80
5.71%
03.05.2013
15.36
16.60
17.49
18.50
19.54
18.64
19.58
PNN LN Equity
PENNON GROUP PLC
Utilities
717.00
3.95%
30.01.2013
ISAT LN Equity
INMARSAT PLC
Telecommunication Services 570.00
5.02%
15.05.2013
DSV DC Equity
DSV A/S
Industrials
125.00
1.00%
18.03.2013
31.50
28.99
28.39
28.37
TNTE NA Equity
TNT EXPRESS NV
Industrials
8.19
1.77%
11.04.2013
37.51
39.13
39.44
39.44
39.44
39.44
39.44
STM IM Equity
STMICROELECTRONICS NV
Information Technology
4.69
6.54%
24.06.2013
48.28
45.19
43.58
43.16
40.91
42.29
41.71
-0.120 -0.111 -0.113 -0.185 -0.079 0.035
0.011
BELG BB Equity
BELGACOM SA
Telecommunication Services 22.49
9.70%
04.12.2012
18.28
15.80
15.73
16.07
15.80
15.80
0.012 -0.098 -0.129 -0.111 0.064
0.064
LISN SE Equity
LINDT & SPRUENGLI AG-REG
Consumer Staples
34095.00
1.64%
30.04.2013
18.46
18.50
18.52
18.52
18.58
18.53
-0.049 0.006
0.022
INF LN Equity
INFORMA PLC
Consumer Discretionary
408.30
4.68%
24.04.2013
MNDI LN Equity
MONDI PLC
Materials
666.00
3.38%
10.04.2013
JMT PL Equity
JERONIMO MARTINS
Consumer Staples
14.02
2.28%
30.04.2013
SY1 GY Equity
SYMRISE AG
Materials
26.96
2.60%
16.05.2013
26.68
25.87
25.74
26.21
27.45
28.00
PRY IM Equity
PRYSMIAN SPA
Industrials
14.84
1.79%
22.04.2013
26.82
27.80
28.05
28.06
28.32
28.32
WMH LN Equity
WILLIAM HILL PLC
Consumer Discretionary
340.30
3.20%
01.05.2013
17.54
17.54
18.05
19.66
ZC FP Equity
ZODIAC AEROSPACE
Industrials
77.85
1.93%
14.01.2013
28.36
28.08
27.98
28.50
29.72
30.44
ADM LN Equity
ADMIRAL GROUP PLC
Financials
1170.00
7.45%
15.05.2013
GBF GY Equity
BILFINGER SE
Industrials
75.62
3.70%
19.04.2013
21.97
21.13
21.31
22.31
24.48
26.13
PSN LN Equity
PERSIMMON PLC
Consumer Discretionary
776.50
9.66%
08.05.2013
COB LN Equity
COBHAM PLC
Industrials
217.50
4.05%
01.05.2013
DELB BB Equity
DELHAIZE GROUP
Consumer Staples
28.50
6.04%
29.05.2013
32.07
30.14
29.29
27.53
27.62
27.62
CABK SQ Equity
CAIXABANK
Financials
3.00
7.70%
24.12.2012
24.39
22.86
23.14
23.92
24.12
26.79
PGS NO Equity
PETROLEUM GEO-SERVICES
Energy
97.60
1.45%
06.05.2013
42.06
42.06
42.09
42.15
DIA SQ Equity
DISTRIBUIDORA INTERNACIONAL
Consumer Staples
4.64
2.59%
16.07.2013
34.74
33.19
32.14
30.71
27.91
27.37
UBI IM Equity
UBI BANCA SCPA
Financials
3.15
2.23%
20.05.2013
40.18
42.31
42.91
42.83
43.49
IIA AV Equity
IMMOFINANZ AG
Financials
2.95
5.09%
08.10.2013
28.10
24.72
24.66
25.82
28.74
TGS NO Equity
TGS NOPEC GEOPHYSICAL CO ASA
Energy
197.80
3.29%
05.06.2013
35.10
35.10
35.05
34.89
LI FP Equity
KLEPIERRE
Financials
29.02
5.34%
22.04.2013
17.09
17.04
16.97
16.74
17.53
16.74
-0.234 -0.117 -0.069 0.005
ATO FP Equity
ATOS
Information Technology
51.37
1.17%
13.06.2013
27.86
27.86
28.03
28.63
29.91
29.91
ENG SQ Equity
ENAGAS SA
Utilities
15.43
6.96%
21.12.2012
24.23
23.32
23.30
22.37
20.33
20.35
KBC BB Equity
KBC GROEP NV
Financials
19.43
1.80%
10.05.2013
45.04
44.38
44.19
43.46
43.00
43.00
PSPN SE Equity
PSP SWISS PROPERTY AG-REG
Financials
85.95
3.49%
20.06.2013
8.60
10.92
11.34
10.75
10.85
10.69
SLHN VX Equity
SWISS LIFE HOLDING AG-REG
Financials
120.90
3.72%
24.04.2013
26.97
26.17
25.91
25.54
27.00
26.69
STERV FH Equity STORA ENSO OYJ-R SHS
Materials
4.74
6.32%
25.04.2013
30.60
29.19
28.88
28.83
HO FP Equity
THALES SA
Industrials
28.21
3.19%
28.05.2013
22.51
21.93
22.05
22.26
22.72
20.91
MAN GY Equity
MAN SE
Industrials
76.16
2.17%
22.04.2013
23.88
24.31
24.45
24.60
25.30
24.89
PWL ID Equity
PADDY POWER PLC
Consumer Discretionary
57.55
2.10%
13.03.2013
COLR BB Equity
COLRUYT SA
Consumer Staples
33.53
2.92%
30.09.2013
22.09
22.29
22.25
22.15
22.23
22.23
GALP PL Equity
GALP ENERGIA SGPS SA
Energy
13.09
2.02%
21.05.2013
III LN Equity
3I GROUP PLC
Financials
222.80
3.82%
12.12.2012
23.03
23.03
22.92
22.66
GET FP Equity
GROUPE EUROTUNNEL SA - REGR
Industrials
5.57
1.62%
21.05.2013
38.07
35.41
34.10
32.69
34.41
34.39
ACS SQ Equity
ACS ACTIVIDADES CONS Y SERV
Industrials
17.15
6.71%
21.01.2013
34.57
34.31
34.20
34.10
31.50
28.76
SUN VX Equity
SULZER AG-REG
Industrials
135.00
2.22%
18.04.2013
25.88
25.69
25.78
25.98
26.09
25.67
PTC PL Equity
PORTUGAL TELECOM SGPS SA-REG
Telecommunication Services 3.78
8.60%
28.12.2012
MEO GY Equity
METRO AG
Consumer Staples
20.32
6.74%
24.05.2013
32.01
30.97
30.86
29.84
30.04
27.89
AKSO NO Equity
AKER SOLUTIONS ASA
Energy
115.40
3.03%
15.04.2013
40.55
40.55
40.32
39.68
BBY LN Equity
BALFOUR BEATTY PLC
Industrials
302.70
4.86%
24.04.2013
ILD FP Equity
ILIAD SA
Telecommunication Services 121.75
0.30%
04.06.2013
19.45
19.51
19.53
19.61
19.77
19.79
0.001
0.012
0.003
DLN LN Equity
DERWENT LONDON PLC
Financials
2019.00
1.66%
15.05.2013
BB FP Equity
SOCIETE BIC SA
Industrials
92.51
2.59%
21.05.2013
19.66
19.56
19.55
19.62
20.27
19.51
-0.073 -0.031 -0.010 0.012
0.032
CLN VX Equity
CLARIANT AG-REG
Materials
10.88
2.76%
28.06.2013
36.42
34.59
34.15
34.03
34.85
35.63
CSCG LN Equity
CAPITAL SHOPPING CENTRES GRO
Financials
340.20
5.97%
29.05.2013
AGS LN Equity
AEGIS GROUP PLC
Consumer Discretionary
235.40
LHA GY Equity
DEUTSCHE LUFTHANSA-REG
Industrials
10.93
2.29%
10.05.2013
23.81
23.96
24.11
24.82
26.33
RAND NA Equity
RANDSTAD HOLDING NV
Industrials
25.45
4.91%
04.04.2013
28.23
27.18
27.17
29.04
29.36
ROR LN Equity
ROTORK PLC
Industrials
2338.00
1.87%
10.04.2013
AML LN Equity
AMLIN PLC
Financials
402.10
6.12%
03.04.2013
VOE AV Equity
VOESTALPINE AG
Materials
23.26
4.09%
08.07.2013
33.08
31.08
30.66
29.92
30.60
35.64
SDR LN Equity
SCHRODERS PLC
Financials
1572.00
2.61%
27.03.2013
ELI1V FH Equity
ELISA OYJ
Telecommunication Services 17.80
7.30%
05.04.2013
17.92
17.31
17.73
20.65
FR FP Equity
VALEO SA
Consumer Discretionary
34.20
4.18%
27.06.2013
37.59
37.59
37.65
37.79
BKG LN Equity
BERKELEY GROUP HOLDINGS
Consumer Discretionary
1473.00
SCH NO Equity
SCHIBSTED ASA
Consumer Discretionary
226.70
1.76%
17.05.2013
DRX LN Equity
DRAX GROUP PLC
Utilities
534.50
3.72%
24.04.2013
TDC DC Equity
TDC A/S
Telecommunication Services 42.15
10.91%
08.03.2013
PMO LN Equity
PREMIER OIL PLC
Energy
368.70
PFG LN Equity
PROVIDENT FINANCIAL PLC
Financials
1412.00
5.31%
15.05.2013
CHR DC Equity
CHR HANSEN HOLDING A/S
Materials
172.40
2.10%
27.11.2012
TCY LN Equity
TELECITY GROUP PLC
Information Technology
956.00
0.78%
10.04.2013
FLS DC Equity SMDS LN Equity
FLSMIDTH & CO A/S DS SMITH PLC
Industrials Materials
330.50 206.40
3.03% 3.29%
02.04.2013 19.12.2012
39.30
36.50
35.76
36.25
23.17
0.052
0.205
0.175
44.76
-0.199 -0.183 -0.185 -0.141 -0.023 0.011
0.028
0.013
0.004
0.003
0.002
0.000 -0.001 -0.001
40.45
-0.190 -0.205 -0.196 -0.150 -0.114 -0.139 -0.141 0.012
0.006
0.004
0.002
0.001
0.047 -0.032 -0.068 -0.113
0.028
0.014
0.009
0.001
-0.186 -0.269 -0.284 -0.123 0.071
0.042
0.013
0.006
0.004
0.000
0.007
0.004
0.004
0.001
0.001
0.001
0.019
0.006
0.004
0.005
0.002
0.003
0.016
0.005
0.004
0.003
0.000
0.001
-0.254 -0.211 -0.196 -0.152 -0.080 -0.115
0.004
0.001
0.001
0.001
0.000
0.001
-0.375 -0.164 -0.123 -0.086 0.497
0.018
0.005
0.003
0.000
0.001 -0.004
-0.251 -0.210 -0.188 -0.140 -0.099 -0.080 -0.067 0.014
0.005
0.004
0.002
0.001
0.001
0.001
-0.244 -0.216 -0.222 -0.216 -0.152 -0.154 -0.148 0.012
0.009
0.007
0.003
0.002
0.002
0.003
0.018 -0.128 -0.163 -0.158 -0.124 -0.101 -0.102 0.022
0.007
0.005
0.003
0.002
0.002
0.002
-0.324 -0.425 -0.260 -0.205
0.056
0.033
0.016
0.005
0.002 -0.016
0.016
0.003
0.001
0.000
0.000
0.000
-0.211 -0.193 -0.180 -0.125 -0.095 -0.095
-0.026 -0.090 -0.086
16.39
-0.146 -0.149 -0.145 -0.095 -0.076 -0.070 30.95
-0.044 -0.040 -0.046 -0.008 0.072
0.111
-0.086 -0.133 -0.151 -0.107 0.056
0.098
0.075
28.60
26.83
0.052
0.027
0.003
0.224
0.654
0.001
0.001
0.006
0.017
0.008
0.006
0.003
0.002
0.002
-0.366 -0.332 -0.305 -0.223 -0.107 -0.100 -0.100 0.035
0.015
0.009
0.005
0.003
0.004
0.004
-0.322 -0.223 -0.176 -0.092
0.017
0.005
0.003
0.002
-0.677 -0.771 -0.774 -0.774 -0.774 -0.774 -0.774 0.016
0.007
0.006
0.006
0.006
0.006
0.006
0.003
0.003
0.001
0.002
0.000 -0.001
0.023
0.014
0.010
0.003
0.000
0.000
0.003
0.000
0.000
0.000
0.000
0.000
-0.137 -0.112 -0.104 -0.078 -0.051 -0.064 -0.068 0.015
0.007
0.005
0.001
0.001
0.001
-0.221 -0.192 -0.169 -0.172 -0.152 -0.152
0.018
0.003
0.001
0.001
0.001
0.001
-0.139 -0.139 -0.136 -0.106
0.009
0.009
0.007
0.002
-0.201 -0.260 -0.259 -0.193 -0.169 -0.167
0.009
0.012
0.017
0.188
0.006
0.003
0.003
0.002
0.001
0.000
-0.517 -0.352 -0.297 -0.213 -0.137 -0.144 -0.147 0.019
0.013
0.010
0.004
0.002
0.002
-0.193 -0.218 -0.206 -0.127 -0.048 -0.048
0.001
0.002
0.009
0.004
0.004
0.003
0.001
0.001
-0.309 -0.382 -0.362 -0.158 -0.199 -0.346 -0.217 0.003
0.004
0.004
0.002
0.003
0.004
0.000
-0.166 -0.166 -0.168 -0.176
0.001
0.001
0.002
0.003
-0.123 -0.131 -0.138 -0.196 -0.104 -0.107 -0.090 0.004
0.002
0.002
0.003
0.002
0.002
0.002
43.49
-0.346 -0.266 -0.266 -0.227 -0.158 -0.158
0.015
0.003
0.001
0.001
0.001
0.001
21.37
-0.395 -0.250 -0.151 0.022
0.036
0.019
0.013
0.005
0.001
0.000
26.86 27.09
0.312
0.627
0.003
0.003
0.002
0.000
0.021
0.012
0.024
0.009
0.005
0.000
0.001
0.001
-0.224 -0.224 -0.215 -0.178 -0.127 -0.127
0.004
0.004
0.003
0.002
0.001
0.001
0.000
0.001
0.001
0.001
0.000
0.000 -0.001
-0.233 -0.247 -0.231 -0.150 -0.081 -0.081
0.013
0.005
0.004
0.002
0.001
0.001
-0.147 -0.122 -0.113 -0.069 -0.041 -0.028
0.014
0.011
0.009
0.002
0.002
0.002
-0.247 -0.211 -0.195 -0.141 -0.078 -0.069 -0.067 0.019
0.009
0.006
0.003
0.001
0.001
0.001
-0.069 -0.056 -0.066 -0.096
0.024
0.003
0.000
0.001
20.42
-0.163 -0.229 -0.237 -0.180 -0.107 -0.077 -0.063 0.024
0.007
0.004
0.002
0.002
0.003
0.004
25.58
-0.103 -0.044 -0.036 -0.030 -0.034 -0.036 -0.034 0.008
0.001
0.001
0.001
0.001
0.001
0.001
-0.077 -0.137 -0.139 -0.095 -0.042 -0.042
0.018
0.009
0.007
0.002 -0.001 -0.001
0.007
0.007
0.006
0.004
0.009
0.002
0.002
0.002
0.001 -0.001
0.001
0.002
0.002
0.002
0.001
0.002
0.009
0.004
0.004
0.002
0.002
0.002
-0.242 -0.198 -0.175 -0.105 -0.032 -0.025 -0.018 0.020
0.008
0.005
0.003
0.002
0.003
-0.128 -0.128 -0.133 -0.146
0.000
0.000
0.001
0.001
0.010
0.013
0.001
0.000
0.000
0.000
0.000
0.032
0.008
0.001
0.000
0.000
0.000
0.000
35.75
-0.324 -0.253 -0.221 -0.212 -0.138 -0.178 -0.154 0.011
0.006
0.005
0.002
0.002
0.001
0.001
24.85
25.04
-0.208 -0.224 -0.222 -0.174 -0.129 -0.104 -0.079 0.030
0.013
0.009
0.003
0.002
0.001
0.002
29.36
29.36
-0.230 -0.284 -0.285 -0.220 -0.107 -0.107 -0.107 0.009
0.006
0.006
0.003 -0.001 -0.001 -0.001
-0.241 -0.184 -0.173 -0.156 0.408
-0.276 -0.276 -0.264 -0.229
20.28
27.59
-0.078 -0.109 -0.078 0.024
0.133
0.118
0.112
-0.017 -0.017 -0.045 -0.118 -0.265 -0.256 -0.250 -0.181 -0.085 -0.064 24.58
-0.173 -0.170 -0.167 -0.173 -0.135 0.065 -0.162 -0.191 -0.178 -0.116 -0.096 -0.095
28.13
0.005
0.006
0.280
0.003
0.004
12.06.2013
37.79
37.79
0.068
0.018
0.008
0.005
-0.082 -0.244 -0.246 -0.125
0.013
0.005
0.003
0.001
-0.248 -0.248 -0.227 -0.164 -0.098 -0.098
0.001
0.001
0.001
0.001
-0.284 -0.247 -0.205 -0.120
0.007
0.001
0.000
0.000
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.585
0.007 -0.002
0.001
0.001
16.10.2012
Stoxx 600 Index
Ticker INVP LN Equity SXS LN Equity TW/ LN Equity PGHN SE Equity OPHR LN Equity CORA NA Equity BP IM Equity SEV FP Equity ISYS LN Equity KN FP Equity MB IM Equity UBM LN Equity BDEV LN Equity RMV LN Equity CGL LN Equity IAP LN Equity INDUA SS Equity AHT LN Equity SGRO LN Equity CNE LN Equity GALN SE Equity ETE GA Equity DWNI GY Equity BOKA NA Equity EGPW IM Equity GN DC Equity MMB FP Equity RMS FP Equity EMG LN Equity LSE LN Equity POH1S FH Equity HL/ LN Equity MF FP Equity LAD LN Equity IGG LN Equity POP SQ Equity DUFN SE Equity GJF NO Equity TNET BB Equity TRELB SS Equity RTO LN Equity HLMA LN Equity PC IM Equity SOW GY Equity ADP FP Equity AFR LN Equity FPE3 GY Equity LONN VX Equity INCH LN Equity SZU GY Equity CAPC LN Equity KAZ LN Equity SPX LN Equity WDI GY Equity CPR IM Equity RHK GY Equity SBMO NA Equity CKSN LN Equity SECUB SS Equity PSM GY Equity MEDAA SS Equity NUO NA Equity RCO FP Equity MHG NO Equity DCC ID Equity BOSS GY Equity IAG LN Equity GPOR LN Equity CAST SS Equity GAM SE Equity DMGT LN Equity DEB LN Equity IM NA Equity ORNBV FH Equity ALU FP Equity MTGB SS Equity BMPS IM Equity YTY1V FH Equity FDR FP Equity BOK LN Equity FGR FP Equity RXL FP Equity AVV LN Equity HELN SE Equity GFC FP Equity DL NA Equity SHB LN Equity BKIR ID Equity FNC IM Equity OTE1V FH Equity ASHM LN Equity WDH DC Equity JYSK DC Equity GNK LN Equity QQ/ LN Equity VIS SQ Equity BARN SE Equity HGG LN Equity BPE IM Equity NDA GY Equity ING FP Equity FRA GY Equity CLLN LN Equity TOP DC Equity HUSQB SS Equity CNP FP Equity RHM GY Equity ICAD FP Equity CBG LN Equity FLTR LN Equity ICP LN Equity BES PL Equity NK FP Equity EZJ LN Equity MAP SQ Equity SGC LN Equity KESBV FH Equity GIB GY Equity BTG LN Equity NEO FP Equity VCT LN Equity BWY LN Equity PMI IM Equity HTG LN Equity VED LN Equity AF FP Equity
Name INVESTEC PLC SPECTRIS PLC TAYLOR WIMPEY PLC PARTNERS GROUP HOLDING AG OPHIR ENERGY PLC CORIO NV BANCO POPOLARE SCARL SUEZ ENVIRONNEMENT CO INVENSYS PLC NATIXIS MEDIOBANCA SPA UBM PLC BARRATT DEVELOPMENTS PLC RIGHTMOVE PLC CATLIN GROUP LTD ICAP PLC INDUSTRIVARDEN AB-A SHS ASHTEAD GROUP PLC SEGRO PLC CAIRN ENERGY PLC GALENICA AG-REG NATIONAL BANK OF GREECE DEUTSCHE WOHNEN AG-BR BOSKALIS WESTMINSTER ENEL GREEN POWER SPA GN STORE NORD A/S LAGARDERE S.C.A. HERMES INTERNATIONAL MAN GROUP PLC LONDON STOCK EXCHANGE GROUP POHJOLA BANK PLC-A SHS HARGREAVES LANSDOWN PLC WENDEL LADBROKES PLC IG GROUP HOLDINGS PLC BANCO POPULAR ESPANOL DUFRY AG-REG GJENSIDIGE FORSIKRING ASA TELENET GROUP HOLDING NV TRELLEBORG AB-B SHS RENTOKIL INITIAL PLC HALMA PLC PIRELLI & C. SOFTWARE AG ADP AFREN PLC FUCHS PETROLUB AG -PREF LONZA GROUP AG-REG INCHCAPE PLC SUEDZUCKER AG CAPITAL & COUNTIES PROPERTIE KAZAKHMYS PLC SPIRAX-SARCO ENGINEERING PLC WIRECARD AG DAVIDE CAMPARI-MILANO SPA RHOEN-KLINIKUM AG SBM OFFSHORE NV COOKSON GROUP PLC SECURITAS AB-B SHS PROSIEBEN SAT.1 MEDIA AG-PRF MEDA AB-A SHS NUTRECO NV REMY COINTREAU MARINE HARVEST DCC PLC HUGO BOSS AG -ORD INTL CONSOLIDATED AIRLINE-DI GREAT PORTLAND ESTATES PLC CASTELLUM AB GAM HOLDING AG DAILY MAIL&GENERAL TST-A NV DEBENHAMS PLC ROYAL IMTECH NV ORION OYJ-CLASS B ALCATEL-LUCENT MODERN TIMES GROUP-B SHS BANCA MONTE DEI PASCHI SIENA YIT OYJ FONCIERE DES REGIONS BOOKER GROUP PLC EIFFAGE REXEL SA AVEVA GROUP PLC HELVETIA HOLDING AG-REG GECINA SA DELTA LLOYD NV SHAFTESBURY PLC BANK OF IRELAND FINMECCANICA SPA OUTOTEC OYJ ASHMORE GROUP PLC WILLIAM DEMANT HOLDING JYSKE BANK-REG GREENE KING PLC QINETIQ GROUP PLC VISCOFAN SA BARRY CALLEBAUT AG-REG HENDERSON GROUP PLC BANCA POPOL EMILIA ROMAGNA AURUBIS AG INGENICO FRAPORT AG CARILLION PLC TOPDANMARK A/S HUSQVARNA AB-B SHS CNP ASSURANCES RHEINMETALL AG ICADE CLOSE BROTHERS GROUP PLC FILTRONA PLC INTERMEDIATE CAPITAL GROUP BANCO ESPIRITO SANTO-REG IMERYS SA EASYJET PLC MAPFRE SA STAGECOACH GROUP PLC KESKO OYJ-B SHS GSW IMMOBILIEN AG BTG PLC NEOPOST SA VICTREX PLC BELLWAY PLC BANCA POPOLARE DI MILANO HUNTING PLC VEDANTA RESOURCES PLC AIR FRANCE-KLM
GICS_SECTOR_NAME
ATM2 Ref
Financials 364.60 Information Technology 1597.00 Consumer Discretionary 58.45 Financials 199.30 Energy 576.50 Financials 34.65 Financials 1.27 Utilities 8.51 Industrials 223.90 Financials 2.60 Financials 4.38 Consumer Discretionary 733.50 Consumer Discretionary 182.80 Consumer Discretionary 1637.00 Financials 489.50 Financials 318.00 Financials 97.40 Industrials 345.80 Financials 233.70 Energy 285.90 Health Care 567.50 Financials 2.23 Financials 14.48 Industrials 29.16 Utilities 1.37 Health Care 90.35 Consumer Discretionary 20.63 Consumer Discretionary 217.25 Financials 92.80 Financials 973.00 Financials 10.84 Financials 740.00 Financials 62.94 Consumer Discretionary 177.80 Financials 456.50 Financials 1.29 Consumer Discretionary 117.80 Financials 81.80 Telecommunication Services 35.78 Industrials 70.85 Industrials 88.50 Information Technology 417.30 Consumer Discretionary 8.32 Information Technology 31.24 Industrials 61.00 Energy 140.80 Materials 53.11 Health Care 46.63 Consumer Discretionary 354.50 Consumer Staples 28.83 Financials 231.00 Materials 707.00 Industrials 1941.00 Information Technology 17.88 Consumer Staples 6.48 Health Care 15.22 Energy 10.71 Industrials 535.50 Industrials 49.56 Consumer Discretionary 21.98 Health Care 66.90 Consumer Staples 57.88 Consumer Staples 86.50 Consumer Staples 4.85 Industrials 21.50 Consumer Discretionary 73.30 Industrials 155.20 Financials 457.80 Financials 88.30 Financials 12.45 Consumer Discretionary 477.50 Consumer Discretionary 111.00 Industrials 20.77 Health Care 18.07 Information Technology 0.75 Consumer Discretionary 281.50 Financials 0.24 Industrials 15.36 Financials 60.97 Consumer Staples 96.05 Industrials 26.35 Industrials 15.51 Information Technology 2028.00 Financials 337.75 Financials 80.42 Financials 12.67 Financials 538.00 Financials 0.10 Industrials 4.24 Industrials 38.65 Financials 365.90 Health Care 524.00 Financials 170.00 Consumer Discretionary 603.00 Industrials 197.80 Consumer Staples 35.90 Consumer Staples 899.50 Financials 116.10 Financials 4.75 Materials 46.83 Information Technology 38.75 Industrials 44.44 Industrials 293.00 Financials 1163.00 Consumer Discretionary 33.41 Financials 10.78 Industrials 38.27 Financials 66.61 Financials 866.00 Materials 555.00 Financials 306.90 Financials 0.68 Materials 46.16 Industrials 600.00 Financials 2.16 Industrials 280.10 Consumer Staples 22.19 Financials 31.18 Health Care 365.00 Information Technology 42.51 Materials 1400.00 Consumer Discretionary 968.50 Financials 0.45 Energy 790.00 Materials 1092.00 Industrials 5.67
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
Dividend Yield
Next ExDividend Date
4.94% 2.41% 1.27% 2.89%
05.12.2012 29.05.2013 17.04.2013 06.05.2013
20.53
20.53
20.99
22.38
17.70
17.70
17.67
17.61
18.31
18.05
8.14% 1.96% 7.76% 2.19% 3.84% 1.14% 3.95%
29.04.2013 20.05.2013 27.05.2013 21.11.2012 03.06.2013 18.11.2013 10.04.2013 17.04.2013 08.05.2013 13.02.2013 02.01.2013 08.05.2013 16.01.2013 20.03.2013
19.67 39.65 29.47 28.57 37.32 39.74
19.89 41.77 29.62 28.57 38.59 40.73
20.30 42.50 29.71 29.32 39.09 40.71
20.06 43.13 28.52 31.17 39.01 40.60
20.09 48.68 29.22
20.09 48.68 30.89
39.73 40.95
38.56 40.95
22.92
22.92
23.87
25.24
32.29 39.98 77.22 37.31 20.99 32.75 30.04 29.17
32.29 36.99 77.22 37.17 21.23 33.33 27.85 29.17
32.32 35.90 77.22 37.14 21.77 33.50 27.82 29.35
32.91 34.54 77.22 36.83 23.04 33.18 29.61 29.36
54.39 24.70
53.33 24.70
52.57 24.45
48.90 23.81
37.43 18.75
32.92 18.75
33.10 19.20
36.31 21.36
37.88
37.11
70.88 35.14 21.09 15.35 33.47 24.82
71.34 35.04 21.09 13.50 30.72 24.82
68.54 34.91 21.66 13.44 28.70 24.14
59.53 34.61 22.20 15.32 29.31 22.69
51.77 34.42
50.76 34.13
16.90 30.02
16.90
31.77 34.57 18.65
32.08 36.45 18.71
32.02 37.08 18.69
31.29 37.70 18.53
31.74 38.26 18.86
31.74 37.76 18.72
22.20 29.16
22.54 27.49
23.08 27.10
24.00 26.70
24.23 27.45
24.95 27.79
19.56
20.75
21.52
22.82
23.93
23.78
43.98
43.98
43.58
41.99
30.99 27.86 32.88 40.04
30.73 27.51 33.47 38.70
31.39 27.41 33.35 38.18
33.35 27.38 31.93 37.36
33.58 27.73 32.52 39.48
33.67 27.57 33.00 31.64
33.91
25.41 28.02 25.26 18.96 25.73 83.78 19.87 33.93 33.62
24.09 28.45 22.95 16.91 25.70 83.78 19.79 34.33 33.47
22.98 28.47 21.91 16.83 25.66 76.27 19.92 35.20 33.10
24.71 28.32 23.21 17.74 25.57
28.68 31.40
27.80
31.44
26.42
26.29
19.88 36.85 32.61
20.16 38.36
17.93 37.57
24.33
25.08
25.64
26.37
27.94
27.14
26.07
25.15
25.01
26.04
87.83 30.28 50.24 30.79 18.63
72.61 60.53 50.68 31.19 18.71
67.71 65.54 50.97 31.49 18.78
64.79 61.37 52.84
61.68
57.73
54.89
55.69
51.25
49.82
18.83
20.26
19.13
-0.654 0.069 -0.242 -0.199 -0.072
46.73
46.36
46.32
46.46
48.84
47.57
-0.024 -0.011 -0.007 0.005
0.004 -0.031
24.42 22.08 24.43
24.31 22.10 24.29
24.25 22.10 24.75
23.92 22.43 25.54
24.89 23.98 26.04
23.74 22.92 26.04
46.24 41.23
48.50 41.37
48.60 41.32
46.58 41.30
44.21 41.67
19.02
18.67
18.52
18.66
60.12 22.17
60.46 23.15
60.51 23.19
60.82 24.28
24.26
23.82
23.89
1.41% 5.92% 7.08% 4.88% 1.19% 6.38% 1.59%
7.09% 11.88% 3.88% 2.56% 2.50% 4.09% 1.50% 3.05%
09.05.2013 21.05.2013 06.06.2013 14.05.2013 20.05.2013 25.03.2013 20.05.2013 27.02.2013 24.04.2013 05.12.2012 28.03.2013 13.03.2013 07.06.2013 13.03.2013 23.01.2013 27.12.2012 16.05.2013 26.04.2013 27.08.2013 22.04.2013 03.04.2013 02.01.2013 20.05.2013 06.05.2013 13.05.2013
2.01% 4.61% 3.55% 2.78% 0.67% 2.63% 2.86% 0.67% 1.16% 2.96% 6.07% 4.54% 6.56% 6.19% 3.29% 3.72% 1.62%
09.05.2013 15.04.2013 15.05.2013 02.08.2013 15.05.2013 17.04.2013 17.04.2013 24.06.2013 20.05.2013 13.06.2013 14.05.2013 01.05.2013 06.05.2013 16.05.2013 06.05.2013 02.04.2013 02.08.2013
3.99% 4.50%
3.11% 4.16%
14.11.2012 06.05.2013 06.03.2013 21.11.2012 29.03.2013 19.04.2013 28.11.2012 05.12.2012 11.04.2013 01.04.2013 10.06.2013 20.05.2013 20.05.2013 14.03.2013 13.05.2013 31.10.2012 26.04.2013 24.05.2013 02.01.2013 09.05.2013 19.04.2013 27.05.2013 23.01.2013 27.02.2013 20.05.2013 26.03.2013 06.03.2013
4.36% 1.62% 3.01% 1.72% 6.24% 2.11% 2.67% 1.29% 2.81% 6.01%
19.12.2012 16.01.2013 24.12.2012 27.02.2013 01.05.2013 20.05.2013 01.03.2013 06.05.2013 03.06.2013 15.05.2013
4.49% 7.14% 4.76% 5.40% 8.26% 2.31% 6.52%
06.05.2013 10.05.2013 15.05.2013 18.04.2013 20.03.2013 10.04.2013 05.12.2012 08.04.2013 06.05.2013 28.02.2013 14.12.2012 06.02.2013 02.04.2013 01.07.2013
33.67 29.19 31.56 20.70
31.66 29.19 31.69 20.38
36.24 45.70
12.12.2012 06.02.2013 22.05.2013 20.05.2013 05.06.2013 14.11.2012 16.07.2013
1.80% 4.25% 2.08% 0.51% 6.30% 1.08% 14.71% 3.15% 4.61% 3.43% 2.22% 4.61% 5.26%
1.88% 4.42% 4.18% 3.85% 2.88% 3.76% 6.64% 3.41% 4.56% 7.05% 2.55% 4.55% 4.51% 1.20% 5.03% 5.47% 8.52% 2.33%
3.47% 1.88% 6.95% 3.03% 6.08% 2.89% 9.18% 2.49% 2.20% 2.24% 3.24%
0.102
36.82
36.54
36.78
36.28
32.95
32.95
30.83
30.35
0.102
0.050 -0.061
0.009
0.007
0.000
0.077
0.017
0.004
0.003
0.025
0.010
0.001
0.000
0.000 -0.001 0.000
-0.290 -0.195 -0.190 0.129 -0.571 -0.201
-0.240 -0.248 -0.258 0.129 -0.515 -0.262
-0.222 -0.246 -0.264 0.081 -0.430 -0.249
-0.162 -0.256 -0.181 -0.032 -0.212 -0.208
-0.034 -0.034 -0.034 0.028 -0.254 -0.254 0.020 -0.064 -0.028 0.071 0.020 0.008 -0.162 -0.124 0.040 -0.187 -0.187 0.016
0.012 0.006 0.006 0.008 0.009 0.004
0.008 0.005 0.004 0.007 0.003 0.003
0.003 0.003 0.002 0.003 0.001 0.003
-0.237 -0.237 -0.219 -0.138
0.005
0.005
0.004
0.001
-0.159 -0.194 0.114 -0.055 -0.161 -0.113 -0.132 -0.157
0.003 0.011 0.001 -0.030 -0.030 -0.024 0.005 0.024 -0.100 -0.100 0.039 0.035 -0.073 -0.057 0.009
0.003 0.006 0.001 0.001 0.009 0.013 0.010 0.009
0.003 0.005 0.001 0.001 0.007 0.005 0.004 0.007
0.002 0.003 0.001 0.001 0.004 0.001 0.001 0.002
-0.034 -0.034 -0.033 -0.019 -0.162 -0.162 -0.182 -0.219
0.004 0.003
0.003 0.003
0.002 -0.001 0.003 0.003
-0.180 -0.202 -0.201 -0.193 -0.167 -0.183 -0.025 -0.025 -0.043 -0.095
0.012 0.006
0.006 0.006
0.004 0.005
-0.771 -0.674 -0.685 0.000 -0.055 -0.029 0.005 0.007 -0.078 -0.078 0.020 0.076 0.025 0.005
0.000 0.000 0.007 0.010 0.010 0.005
-0.277 -0.272 -0.235 -0.168 -0.093 -0.093 0.023 -0.335 -0.207 -0.172 -0.152 -0.157 -0.173 -0.183 0.012 0.015 0.015 0.006 0.009 0.016 0.007 0.016
25.46
23.78
20.09 30.62
36.86
51.06
38.21
33.94 31.20
39.22
0.022
0.009
0.002 0.001 0.001
0.002 0.002 0.001 0.000 -0.003
0.001 0.003
0.002 0.003
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.002 0.002
0.002
0.002
0.003 0.000 0.006 0.008 0.006 0.004
0.010 0.000 0.002 0.004 0.002 0.002
0.012 0.001
0.010 0.001
0.003 0.001
0.003
0.006 0.005 0.002
0.003 0.004 0.000
0.002 0.002 0.000
0.001 0.002 0.000
0.001 0.002 0.000
-0.392 -0.300 -0.269 -0.192 -0.123 -0.145 -0.148 0.012 0.062 0.005 -0.033 -0.056 -0.001 -0.066 0.015
0.005 0.007
0.003 0.005
0.001 0.002
0.002 0.001
0.002 0.001
0.002
-0.326 -0.194 -0.160 -0.135 -0.072 -0.065 -0.042 0.020
0.005
0.002
0.002
0.001
0.002
0.003
-0.220 -0.220 -0.208 -0.134
0.003
0.003
0.002
0.001
-0.033 -0.021 0.003 0.006 0.001 0.044 0.039 0.013 0.347 0.454 0.013
0.000 0.000 0.006 0.005
0.000 0.000 0.004 0.004
0.000 0.000 0.000 0.000 0.002 0.001 0.002 -0.003
0.000 0.001 0.000 0.012
0.000
0.026 0.001 0.020 0.014 0.000 -0.002 0.003 0.003 0.003
0.015 0.005 -0.002 0.000 -0.001 0.000 0.002 0.001 0.011 0.004 0.010 0.005 0.000 0.000 0.000 0.000 0.005 0.002 0.001 0.002 0.005 0.002 0.002 0.000 -0.001 -0.001 0.002 0.000
-0.224 -1.128 0.114 -0.081 -0.140 -0.315 -0.346 -0.225
0.018 -0.031 -0.180 -0.375 -0.113 -0.073
-0.224 -0.729 0.114 -0.072 -0.198 -0.131 -0.289 -0.225
-0.004 -0.010 -0.180 -0.163 -0.202 -0.073
-0.202 -0.548 0.114 -0.077 -0.205 -0.091 -0.238 -0.213
-0.119 -0.006 -0.175 -0.120 -0.197 -0.087
-0.487 -0.012 -0.118 -0.072 -0.123 -0.111
0.000
-0.025 0.004 0.060 0.288
0.001
-0.057 0.003 -0.036 -0.092
-0.053 0.006 -0.047 -0.111
-0.050 0.003 -0.040 -0.117
-0.048 0.006 -0.008 -0.004
-0.205 -0.189 -0.550 -0.219 -0.010 0.855 0.207 -0.269 -0.058
-0.182 -0.051 -0.329 -0.230 -0.013 0.855 0.061 -0.207 -0.092
-0.164 -0.026 -0.226 -0.221 -0.009 0.521 -0.011 -0.189 -0.092
-0.111 0.115 0.069 -0.027 0.086 -0.026 -0.148 0.005 -0.005 0.002
0.056 0.012 0.042 0.023 0.003 -0.002 -0.098 -0.123 -0.019 0.015 -0.108 0.002 0.016 0.054 0.008 -0.068 0.002 0.034
0.009
0.003
0.001 0.016
-0.231 -0.220 -0.224 -0.199 -0.117 -0.095
0.025
0.011
0.007
0.003
-0.293 -0.304 -0.297 -0.221
0.014
0.010
0.009
0.005
-0.066 -0.165 -0.028 -0.013 0.018 0.000 0.001 -0.276 -0.502 -0.950 -1.250 0.020 0.007 0.003 0.006 -0.031 0.019
0.015 0.000 0.009 0.003 0.004
0.014 0.000 0.007 0.002 0.001
0.002 0.000 0.001
0.001 -0.002 -0.001 0.001
0.008
0.000
0.000
0.001
0.006
0.000
0.000
0.000
0.000
0.001
-0.095 -0.086 -0.088 -0.082 -0.066 -0.070 -0.030 0.003 0.008 0.000 -0.033 -0.076 -0.212 -0.284 -0.286 -0.200 -0.131 -0.131
0.005 0.006 0.028
0.001 0.000 0.009
0.001 0.000 0.006
0.001 0.000 0.004
0.001 0.000 0.003
0.001 0.002 0.003
43.66 41.67
-0.226 -0.168 -0.094 0.066 0.084 0.044 -0.071 -0.162 -0.166 -0.140 -0.127 -0.127
0.037 0.012
0.001 -0.006 -0.006 -0.002 0.001 0.007 0.006 0.002 0.001 0.001
18.59
18.72
-0.065 -0.059 -0.047 -0.022 -0.016 -0.010
0.002
0.002
0.002
0.001
0.001
0.002
62.66 26.28
61.39 26.66
26.41
-0.009 0.001 0.003 -0.024 -0.074 -0.109 0.002 -0.220 -0.133 -0.128 -0.133 -0.118 -0.100 -0.077 0.010
0.000 0.002
0.000 0.002
0.000 0.002
0.000 0.003
0.002 0.003
0.003
24.20
25.16
25.28
25.80
-0.358 -0.324 -0.301 -0.220 -0.146 -0.129 -0.129 0.010
0.007
0.006
0.003
0.002
0.002
0.002
30.04 29.15 32.20 20.38
30.91 28.96 33.26 20.62
33.19 29.44 34.10 21.80
29.44 32.36 21.82
33.31
-0.650 -0.236 -0.235 -0.211
0.004
36.05
35.99
35.97
37.37
36.86
40.84
38.44
36.76
29.15
29.00
28.44
25.76
25.68
25.78
25.83
25.87
25.82
26.13
36.38
37.45
37.42
37.62
39.46
67.13
70.16
70.35
67.71
64.79
49.97 45.21
49.97 42.22
49.41 40.82
47.92 38.95
38.47
-0.399 0.009 -0.179 -0.177 -0.034
-0.267 0.000 -0.173 -0.142 -0.021
0.003
0.001
0.003
0.010
-0.653 -0.236 -0.193 -0.055
-0.857 -0.221 -0.199 -0.017
-0.112 -0.164 -0.205 0.001
0.030 0.068 -0.045 -0.045 0.003 -0.195 -0.217 -0.229 0.006 -0.007 -0.038 0.013
0.033 0.003 0.002 0.002
0.031 -0.001 0.000 0.003 0.002 0.000 0.002 0.002 0.002 0.000 0.000 0.000
0.000 0.003 0.000
-0.028 0.004
0.005
0.000
0.011 -0.016
0.005
0.000
0.000
0.000
-0.265 -0.228 -0.208 -0.256 -0.133 -0.147 -0.107 0.004
0.005
0.004 -0.001 -0.001 0.000
0.000
-0.204 -0.092 -0.071 -0.080 -0.098 -0.092 -0.093 0.012
0.001
0.000
0.001
0.001
0.001
0.001
40.22
0.020 -0.007 -0.006 0.007 -0.073 -0.095
0.002
0.000
0.000
0.000
0.001
0.002
64.79
-0.289 -0.329 -0.303 -0.200 -0.185 -0.185
0.013
0.005
0.003
0.001
0.002
0.002
39.24
-0.146 -0.146 -0.161 -0.184 0.001 -0.231 -0.221 -0.216 -0.164 -0.140 -0.134 -0.188 0.014
0.001 0.008
0.001 0.006
0.002 0.003
0.003
0.004
36.67
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.000
0.000
0.008
16.10.2012
Stoxx 600 Index
Ticker
Name
GICS_SECTOR_NAME
ATM3 Ref
Dividend Yield
Next ExDividend Date
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
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
UTDI GY Equity
UNITED INTERNET AG-REG SHARE
Information Technology
15.60
1.92%
03.06.2013
21.99
21.80
22.06
23.52
26.29
26.26
-0.010 -0.191 -0.224 -0.177 -0.126 -0.130 -0.129 0.013
0.008
0.007
0.002
0.001
0.001
PARG SE Equity
PARGESA HOLDING SA-BR
Financials
64.40
4.66%
09.05.2013
17.34
17.02
16.90
16.83
17.74
17.46
-0.281 -0.200 -0.186 -0.192 -0.206 -0.221
0.016
0.005
0.003
0.003
0.003
0.003
BPSO IM Equity
BANCA POPOLARE DI SONDRIO
Financials
4.60
3.26%
22.04.2013
44.69
44.94
44.89
45.25
47.67
45.86
26.85
-0.002 0.016
0.011 -0.034 -0.083 -0.133
0.003
0.000
0.000
0.000
0.000
0.002
ACKB BB Equity
ACKERMANS & VAN HAAREN
Financials
62.83
TKA AV Equity
TELEKOM AUSTRIA AG
28.97
26.65
26.06
25.74
27.08
24.40
0.307
0.080 -0.071 0.366
55.72
53.24
52.26
50.92
50.83
53.96
2.75%
31.05.2013
Telecommunication Services 5.68
0.88%
23.05.2013
RATOB SS Equity RATOS AB-B SHS
Financials
57.55
9.56%
08.04.2013
UG FP Equity
PEUGEOT SA
Consumer Discretionary
5.80
ULE LN Equity
ULTRA ELECTRONICS HLDGS PLC
Industrials
1633.00
2.65%
10.04.2013
STB NO Equity
STOREBRAND ASA
Financials
29.78
3.69%
11.04.2013
53.68
53.68
53.62
53.45
SK FP Equity
SEB SA
Consumer Discretionary
52.79
2.46%
15.05.2013
28.25
28.13
28.12
28.12
28.94
28.54
SAZ GY Equity
STADA ARZNEIMITTEL AG
Health Care
23.28
2.79%
06.06.2013
36.22
34.25
33.43
31.98
33.15
32.65
33.89
0.032
SPR GY Equity
AXEL SPRINGER AG
Consumer Discretionary
33.30
5.26%
18.04.2013
21.78
21.57
21.33
20.88
22.32
22.85
24.14
AALB NA Equity
AALBERTS INDUSTRIES NV
Industrials
14.34
2.44%
29.04.2013
20.52
21.06
21.52
22.52
-0.240 -0.149 -0.132 -0.111
ZOT SQ Equity
ZARDOYA OTIS SA
Industrials
9.01
5.55%
12.12.2012
NES1V FH Equity NESTE OIL OYJ
Energy
10.58
3.78%
15.04.2013
34.08
33.76
33.94
34.18
ELE SQ Equity
ENDESA SA
Utilities
16.10
6.40%
03.01.2013
30.57
29.41
29.72
28.40
28.35
28.07
29.13
-0.080 -0.055 -0.041 -0.028 -0.012 0.046
DEQ GY Equity
DEUTSCHE EUROSHOP AG
Financials
30.81
3.57%
21.06.2013
21.47
21.83
21.94
20.70
22.25
21.17
21.79
MPI LN Equity
MICHAEL PAGE INTERNATIONAL
Industrials
359.30
2.85%
01.05.2013
RBI AV Equity
RAIFFEISEN BANK INTERNATIONA
Financials
31.69
3.31%
03.07.2013
34.58
38.36
38.98
38.10
37.25
42.99
-0.692 -0.289 -0.186 -0.094 0.257
0.588
CFAO FP Equity
CFAO
Consumer Discretionary
MTO LN Equity
MITIE GROUP PLC
Industrials
296.70
3.45%
12.12.2012
COFB BB Equity
COFINIMMO
Financials
88.06
7.38%
29.04.2013
13.73
13.67
13.66
13.66
14.87
13.90
TT/ LN Equity
TUI TRAVEL PLC
Consumer Discretionary
248.50
4.79%
06.03.2013
HIK LN Equity
HIKMA PHARMACEUTICALS PLC
Health Care
755.00
1.23%
17.04.2013
VIG AV Equity
VIENNA INSURANCE GROUP AG
Financials
33.56
3.58%
13.05.2013
24.13
25.68
26.30
26.40
27.15
30.96
DLAR LN Equity
DE LA RUE PLC
Industrials
1050.00
4.03%
12.12.2012
FNTN GY Equity
FREENET AG
Telecommunication Services 12.86
9.33%
10.05.2013
16.18
17.34
17.95
18.86
20.92
17.66
HAS LN Equity
HAYS PLC
Industrials
79.70
3.14%
27.02.2013
OERL SE Equity
OC OERLIKON CORP AG-REG
Industrials
9.11
32.68
32.25
32.13
32.86
34.41
34.45
ELM LN Equity
ELEMENTIS PLC
Materials
228.00
2.16%
01.05.2013
TRYG DC Equity
TRYG A/S
Financials
381.80
3.54%
19.04.2013
22.57
21.27
21.34
22.77
RCF FP Equity
TELEPERFORMANCE
Industrials
23.61
2.33%
03.06.2013
26.63
26.59
26.57
26.19
26.31
26.63
JLT LN Equity
JARDINE LLOYD THOMPSON GROUP
Financials
775.50
3.38%
03.04.2013
PZC LN Equity
PZ CUSSONS PLC
Consumer Staples
317.80
2.30%
20.02.2013
PNL NA Equity
POSTNL NV
Industrials
2.83
EMSN SE Equity
EMS-CHEMIE HOLDING AG-REG
Materials
212.40
GCC ID Equity
C&C GROUP PLC
Consumer Staples
EBRO SQ Equity
EBRO FOODS SA
Consumer Staples
SPT LN Equity
SPIRENT COMMUNICATIONS PLC
Information Technology
GXI GY Equity
GERRESHEIMER AG
Health Care
38.98
AMEAS FH Equity AMER SPORTS OYJ
Consumer Discretionary
SOF BB Equity
SOFINA
Financials
SZG GY Equity
SALZGITTER AG
Materials
IMG LN Equity
IMAGINATION TECH GROUP PLC
Information Technology
477.80
BCVN SE Equity
BANQUE CANTONALE VAUDOIS-REG
Financials
499.75
RF FP Equity
EURAZEO
05.06.2013
55.62
0.044
0.019
0.012
0.002 -0.003 -0.002
-0.227 -0.184 -0.160 -0.133 -0.189 -0.153 -0.397 0.018
0.183
0.008
0.006
0.003
-0.280 -0.280 -0.252 -0.175
0.008
0.005 -0.003
-0.011 0.009
0.009
0.007
0.476
0.008 0.003
0.001
0.001
0.001 -0.001 -0.007
0.006 -0.001 -0.001 0.000
0.000
0.000
0.015
0.008
0.007
0.003
0.001
0.000
0.000
0.049 -0.045 -0.062 -0.025 -0.034 -0.071 -0.089 0.014
0.003
0.001
0.000
0.000
0.000
0.000
0.032
0.011
0.006
0.003
0.010
0.002
0.001
0.001
0.003
0.001
0.001
0.001
0.001
0.001 -0.002
-0.313 -0.221 -0.199 -0.127 -0.148 -0.084 -0.088 0.012
0.005
0.004
0.003
0.003
0.002
0.039
0.008
0.003
0.004 -0.011 -0.005
-0.065 -0.056 -0.051 -0.011 0.010 -0.013
0.010
0.009
0.007
0.000
0.000
-0.378 -0.199 -0.186 -0.113 0.455
0.015 -0.014 -0.060 -0.042 -0.021 0.005
-0.235 -0.135 -0.116 -0.111 0.061
0.003
37.24
18.27
0.072
0.026
0.014
0.006
0.000 -0.005
-0.207 -0.197 -0.185 -0.112 -0.055 -0.039 -0.029 0.035
0.014
0.008
0.003
0.001
-0.220 -0.165 -0.160 -0.177 -0.185 -0.226
0.017
0.005
0.004
0.001 -0.001 0.000
-0.171 -0.057 -0.032 -0.001
0.007
0.001
0.001
0.000
0.011
0.001
0.000
0.000
0.000
0.000
0.031
0.012
0.008
0.005
0.004
0.004
0.027
0.008
0.003
0.000
0.001
0.002
-0.195 -0.018 0.012
34.21
0.020
0.626
0.001
0.048
0.061
-0.271 -0.189 -0.157 -0.025 0.169
0.169
0.169
0.003
0.004
11.97%
23.04.2013
42.13
43.26
43.37
39.61
34.21
34.21
3.79
2.40%
31.10.2012
27.75
27.80
28.94
31.69
31.37
30.67
14.30
3.46%
11.01.2013
35.45
32.86
31.25
26.69
23.24
18.80
18.51
-0.116 -0.106 -0.100 -0.084 -0.029 0.093
0.001
0.002
0.002
0.002
0.001
0.001
0.001
150.50
1.38%
06.03.2013
1.80%
19.04.2013
18.11
19.19
20.14
22.36
25.31
24.98
25.31
-0.028 -0.143 -0.180 -0.163 -0.117 -0.093 -0.080 0.019
0.006
0.005
0.003
0.002
0.002
0.002
10.27
3.89%
11.03.2013
64.99
3.22%
29.04.2013
15.45
15.27
15.22
15.21
15.73
15.56
0.002
0.013
0.003
0.001
0.000
0.000
0.000
31.59
1.42%
23.05.2013
38.15
36.98
36.65
36.16
36.57
37.25
-0.324 -0.268 -0.248 -0.202 -0.134 -0.103 -0.082 0.013
4.40%
07.05.2013
23.87
23.91
23.93
23.84
24.76
23.99
-0.045 -0.005 -0.002 0.005
-0.184 -0.136 -0.158 -0.255 -0.230 -0.246
38.14
0.003
0.124
0.001 -0.002 0.001 -0.004
0.005
0.003
0.002
0.001
0.001
0.018
0.005
0.000
0.000
0.000
0.000
0.001
-0.014 0.000 -0.002 -0.001 0.005 -0.015
0.000
0.001
0.025
0.004
0.000
Financials
35.76
3.36%
16.05.2013
35.30
35.19
35.14
35.04
36.42
35.56
0.007
0.000
0.000
0.000
KCR1V FH Equity KONECRANES OYJ
Industrials
23.26
4.30%
05.04.2013
BME SQ Equity
BOLSAS Y MERCADOS ESPANOLES
Financials
16.77
15.50%
21.12.2012
33.36
31.14
31.15
25.59
15.38
34.01
40.67
-0.144 -0.257 -0.244 -0.034 0.615 -0.067 -0.103 0.000
0.005
0.005
0.002 -0.004 -0.003 -0.004
TRE SQ Equity
TECNICAS REUNIDAS SA
Energy
37.04
3.62%
21.01.2013
34.62
33.93
33.22
32.31
31.96
31.72
31.80
-0.144 -0.186 -0.168 -0.109 -0.091 -0.092 -0.087 0.000
0.000 -0.001 -0.002 -0.002 -0.002 -0.003
VATN SE Equity
VALIANT HOLDING AG-REG
Financials
88.85
3.60%
24.05.2013
26.45
26.52
26.53
26.57
27.68
27.57
-0.036 -0.001 0.000 -0.005 -0.009 -0.032
0.003
0.000
0.000
0.000
0.000
0.000
ANA SQ Equity
ACCIONA SA
Utilities
45.05
6.88%
21.01.2013
41.89
41.01
39.83
35.20
34.12
32.12
33.06
-0.236 -0.262 -0.242 -0.126 -0.088 -0.057 -0.114 0.000
0.000
0.001
0.002
0.002
0.002
0.003
CLS1 GY Equity
CELESIO AG
Health Care
14.95
2.48%
17.05.2013
23.54
23.73
24.44
26.43
28.67
29.11
29.52
-0.397 -0.280 -0.233 -0.184 -0.120 -0.092 -0.073 0.017
0.008
0.006
0.003
0.002
0.002
0.002
KABN SE Equity
KABA HOLDING AG-REG B
Industrials
365.25
2.46%
25.10.2013
13.02
14.15
14.66
15.15
15.06
14.45
0.008 -0.041 -0.043 0.000
0.042
0.013
0.005
0.003
0.002
0.003
0.005
FI/N SE Equity
FISCHER (GEORG)-REG
Industrials
339.25
4.13%
24.06.2013
23.14
21.69
22.22
23.84
21.90
22.29
-0.092 -0.029 -0.046 -0.179 -0.094 -0.081
0.004
0.001
0.001
0.001
0.002
0.002
ALLN SE Equity
ALLREAL HOLDING AG-REG
Financials
138.40
4.25%
04.04.2013
MS IM Equity
MEDIASET SPA
Consumer Discretionary
1.63
3.08%
20.05.2013
46.44
45.86
45.25
43.47
42.13
42.13
-0.253 -0.142 -0.167 -0.188 -0.229 -0.229
0.022
0.002
0.002
0.004
0.003
0.003
LOGN SE Equity
LOGITECH INTERNATIONAL-REG
Information Technology
8.16
47.99
44.42
42.69
40.17
48.16
47.48
-0.368 -0.328 -0.366 -0.511 -0.479 -0.421
0.010
0.005
0.006
0.007 -0.005 -0.005
ECM LN Equity
ELECTROCOMPONENTS PLC
Information Technology
210.70
5.70%
05.12.2012
CWC LN Equity
CABLE & WIRELESS COMMUNICATI
Telecommunication Services 36.21
0.126
VER AV Equity
VERBUND AG
0.126
0.006
6.85%
14.11.2012
25.69
25.69
25.87
25.23
0.004
0.004
0.006
0.015
Utilities
17.09
3.63%
19.04.2013
27.28
25.01
24.23
23.13
23.94
17.92
-0.314 -0.191 -0.160 -0.095 0.399
0.585
0.061
0.026
0.016
0.004
HUFVA SS Equity HUFVUDSTADEN AB-A SHS
Financials
82.60
3.09%
22.03.2013
0.082 -0.097
DEC FP Equity
JC DECAUX SA
Consumer Discretionary
16.97
2.89%
17.05.2013
33.14
33.50
33.60
33.90
35.41
33.84
-0.002 0.007
0.064
0.006
0.000
0.000
0.000 -0.001 0.000
BKIA SQ Equity
BANKIA SA
0.014
0.023
0.061
Financials
1.03
HOLMB SS Equity HOLMEN AB-B SHARES
Materials
183.30
3.82%
28.03.2013
18.34
18.58
19.16
21.46
-0.094 -0.112 -0.118 -0.112
0.042
0.019
0.012
0.003
EXO IM Equity
EXOR SPA
Financials
20.73
1.69%
24.06.2013
23.65
25.32
26.11
27.20
-0.156 -0.192 -0.141 -0.076
0.011
0.001
0.001
0.000
JM SS Equity
JM AB
Consumer Discretionary
115.50
5.89%
29.04.2013
EVR LN Equity
EVRAZ PLC
Materials
242.30
7.68%
05.06.2013
FGP LN Equity
FIRSTGROUP PLC
Industrials
186.00
13.62%
02.01.2013
NCCB SS Equity
NCC AB-B SHS
Industrials
122.40
8.17%
10.04.2013
MOBN SE Equity
MOBIMO HOLDING AG-REG
Financials
216.00
4.17%
08.04.2013
NEX LN Equity
NATIONAL EXPRESS GROUP PLC
Industrials
205.80
4.98%
24.04.2013
ASM NA Equity
ASM INTERNATIONAL NV
Information Technology
37.92
37.58
37.84
38.75
0.144
0.009
0.004
0.002
0.001
BVIC LN Equity
BRITVIC PLC
Consumer Staples
355.70
5.03%
05.12.2012
10.22
4.89%
25.03.2013 -0.385 -0.309 -0.270 -0.197 -0.174 -0.186 -0.180 0.008
0.004
0.003
0.002
0.000
0.000
0.000
0.000
0.000
0.000
0.047
0.009 -0.001 0.004
0.017
KRA1V FH Equity KEMIRA OYJ
Materials
HOT GY Equity
HOCHTIEF AG
Industrials
ORI SS Equity
ORIFLAME COSMETICS SA-SDR
25.06
37.57
3.46%
13.05.2013
36.32
36.53
36.75
37.13
Consumer Staples
218.80
7.11%
22.05.2013
109.24
109.24
109.24
109.24
LUNDB SS Equity LUNDBERGS AB-B SHS
Financials
227.40
1.87%
09.04.2013
POG LN Equity
PETROPAVLOVSK PLC
Materials
SYDB DC Equity
SYDBANK A/S
440.00
2.73%
26.06.2013
Financials
106.90
1.40%
15.03.2013
ECMPA NA Equity EUROCOMMERCIAL PROPERTIE-CV
Financials
30.88
6.22%
31.10.2013
BPTY LN Equity
BWIN.PARTY DIGITAL ENTERTAIN
Consumer Discretionary
116.30
3.15%
08.05.2013
BIM FP Equity
BIOMERIEUX
Health Care
70.40
1.55%
03.06.2013
16.89
16.90
16.86
16.81
HAV FP Equity
HAVAS SA
Consumer Discretionary
4.10
3.17%
15.05.2013
30.08
30.08
31.96
36.66
WHA NA Equity
WERELDHAVE NV
Financials
45.36
7.06%
15.04.2013
20.54
20.06
20.22
20.30
ENRC LN Equity
EURASIAN NATURAL RESOURCES
Materials
325.60
2.29%
27.03.2013
49.08
49.08
48.92
48.31
MAU FP Equity
MAUREL ET PROM
Energy
11.28
3.55%
17.06.2013
30.08
30.56
30.55
WIN GY Equity
WINCOR NIXDORF AG
Information Technology
38.35
37.17
17.08
17.02
21.14
21.14
30.45
32.13
30.46 31.51
38.60
0.029 -0.005 -0.057
0.000
0.000
0.002
0.007
31.31
0.006
0.001
0.001
0.000
0.000
0.003
0.003
0.003
0.000
0.000
0.004
0.004
0.004
0.002
-0.383 -0.307 -0.273 -0.186 -0.032 -0.032 -0.032 0.023
0.011
0.008
0.004
-0.047 -0.047 -0.080 -0.172
0.001
0.001
0.002
0.004
0.003 -0.008 -0.010 -0.004 -0.021 0.007
0.010 -0.001 -0.001 0.000 -0.001 0.000
-0.020 -0.020 -0.015 -0.004 21.14
0.010
31.64
3.32%
22.01.2013
31.00
31.40
31.54
32.86
32.33
SSABA SS Equity SSAB AB-A SHARES
Materials
46.74
4.28%
27.03.2013
37.21
35.29
33.83
36.59
37.12
LMI LN Equity
LONMIN PLC
Materials
489.50
09.01.2013
46.32
46.32
46.57
46.44
-0.390 -0.302 -0.278 -0.267 -0.196 -0.189 -0.187 0.013
0.005
0.003
0.001
0.001
-0.288 -0.185 -0.154 -0.098 0.058
0.036
0.011
0.007
0.003
0.001
-0.050 -0.050 -0.096 -0.201
-0.001 -0.001 -0.001 -0.002
ACX SQ Equity
ACERINOX SA
Materials
8.24
6.07%
07.01.2013
36.48
35.11
34.61
32.72
31.10
30.53
29.95
-0.131 -0.159 -0.143 -0.072 0.007
NOBN SE Equity
NOBEL BIOCARE HOLDING AG-REG
Health Care
8.77
2.28%
02.04.2013
37.26
35.28
34.65
34.96
35.17
36.97
37.32
-0.175 -0.141 -0.125 -0.117 -0.071 -0.123 -0.160 0.005
0.001
0.002
0.001
AIXA GY Equity
AIXTRON SE
Information Technology
9.56
16.05.2013
43.84
43.78
43.17
41.35
41.30
39.61
39.87
-0.234 -0.206 -0.188 -0.172 -0.157 -0.207 -0.247 0.016
0.005
0.004
0.003
OPAP GA Equity
OPAP SA
Consumer Discretionary
4.22
16.35%
14.12.2012
64.63
64.63
64.63
64.63
GBB FP Equity
BOURBON SA
Energy
21.29
4.23%
03.06.2013
SGL GY Equity
SGL CARBON SE
Industrials
30.81
LEO GY Equity
LEONI AG
Consumer Discretionary
STMN SE Equity
STRAUMANN HOLDING AG-REG
Health Care
WCH GY Equity
WACKER CHEMIE AG
Materials
PUM GY Equity
PUMA SE
Consumer Discretionary
TOD IM Equity
TOD'S SPA
Consumer Discretionary
88.60
0.050
-0.356 -0.356 -0.356 -0.356
0.081
0.000 -0.001 -0.001 0.001
0.001
0.003
0.003
0.003
0.000
0.000
0.000
0.001
0.000 -0.001
0.002
0.005
0.005
0.007
-0.007 -0.007 -0.007 -0.007
0.65%
13.05.2013
26.60
25.22
25.92
29.08
29.37
26.18
26.35
-0.261 -0.206 -0.206 -0.266 -0.339 -0.324 -0.362 0.009
0.008
0.007
0.002
0.003
0.007
26.20
6.11%
17.05.2013
38.84
39.01
38.46
36.13
40.16
39.02
41.00
-0.179 -0.213 -0.216 -0.158 -0.066 -0.039 -0.005 0.008
0.004
0.004
0.002
0.000
0.000 -0.001
117.60
3.19%
22.03.2013
30.26
27.32
27.22
28.12
25.69
25.07
-0.110 -0.073 -0.064 -0.071 -0.049 -0.048
0.009
0.006
0.005
0.002
0.001
0.002
46.21
2.08%
17.05.2013
35.02
37.74
39.35
42.95
44.13
36.91
38.45
-0.062 -0.323 -0.403 -0.540 -0.719 -0.961 -1.149 0.002
0.001
0.001 -0.003 0.000
0.010
0.012
224.35
0.89%
25.04.2013
21.53
21.36
21.34
21.49
21.69
21.25
21.48
-0.065 -0.025 -0.020 -0.019 -0.029 -0.034 -0.035 0.008
0.000
0.000
0.000
0.000
3.10%
20.05.2013
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security
0 #N/A Invalid Security 0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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