06.08.2013
At The Money Implied Volatilities by Terms
Stoxx 600 Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend Yield
Next ExDividend Date
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
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
64.95
3.31%
16.04.2014
15.09
13.47
13.47
13.79
13.46
14.12
14.46
-0.230 -0.192 -0.213 -0.186 -0.110 -0.079 -0.044 0.039
0.018
0.012
0.006
0.003
0.002
0.002
HSBA LN Equity
HSBC HOLDINGS PLC
Financials
716.80
4.54%
23.10.2013
20.76
18.96
19.25
19.66
19.93
20.71
20.81
-0.375 -0.215 -0.135 -0.155 -0.077 -0.035 -0.101 0.020
0.009
0.005
0.005
0.003
0.003
0.001
NOVN VX Equity
NOVARTIS AG-REG
Health Care
68.20
3.52%
28.02.2014
14.42
14.38
14.71
15.12
15.86
16.07
16.10
-0.154 -0.113 -0.115 -0.097 -0.062 -0.045 -0.017 0.037
0.013
0.008
0.003
0.002
0.001
0.001
ROG VX Equity
ROCHE HOLDING AG-GENUSSCHEIN
Health Care
232.20
3.53%
10.03.2014
19.20
19.13
19.27
18.39
18.63
19.23
20.20
-0.190 -0.172 -0.180 -0.132 -0.072 -0.054 -0.026 0.026
0.008
0.005
0.003
0.002
0.001
0.000
VOD LN Equity
VODAFONE GROUP PLC
Telecommunication Services 198.00
5.30%
20.11.2013
23.73
22.93
22.89
23.21
22.67
22.06
20.27
-0.357 -0.157 -0.090 -0.055 -0.020 0.020
0.012
0.006
0.003
0.002
0.001
0.001
0.000
BP/ LN Equity
BP PLC
Energy
455.40
5.21%
06.11.2013
15.51
15.59
16.20
17.64
18.00
17.84
17.99
-0.250 -0.201 -0.119 -0.106 -0.111 -0.094 -0.090 0.009
0.008
0.004
0.003
0.002
0.001
0.000
SAN FP Equity
SANOFI
Health Care
77.99
3.67%
09.05.2014
20.47
20.65
21.46
22.64
23.01
23.75
22.85
-0.077 -0.122 -0.144 -0.142 -0.079 -0.076 -0.106 0.025
0.008
0.005
0.003
0.002
0.000
0.002
GSK LN Equity
GLAXOSMITHKLINE PLC
Health Care
1691.50
4.73%
13.11.2013
15.56
15.85
16.10
16.26
16.72
14.67
6.39
-0.101 -0.111 -0.138 -0.093 -0.051 -0.025 0.020
0.010
0.010
0.007
0.004
0.003
0.001
0.001
RDSA NA Equity
ROYAL DUTCH SHELL PLC-A SHS
Energy
24.26
5.64%
13.11.2013
14.12
13.79
13.80
13.73
13.79
13.99
13.42
0.190 -0.018 -0.057 -0.096 -0.059 -0.016 0.029
0.031
0.012
0.005
0.006
0.004
0.003
0.003
BATS LN Equity
BRITISH AMERICAN TOBACCO PLC
Consumer Staples
3510.00
2.56%
12.03.2014
18.02
17.36
17.68
18.37
-0.165 -0.187 -0.159 -0.166
0.009
0.006
0.004
0.003
FP FP Equity
TOTAL SA
Energy
40.31
5.90%
24.03.2014
15.46
16.00
16.29
17.45
18.42
18.49
17.67
-0.215 -0.155 -0.166 -0.173 -0.085 -0.063 -0.075 0.038
0.013
0.007
0.004
0.003
0.004
0.006
BAYN GY Equity
BAYER AG-REG
Health Care
90.49
2.21%
28.04.2014
21.93
21.95
22.16
23.00
24.09
24.72
24.73
-0.274 -0.235 -0.194 -0.140 -0.071 -0.053 -0.038 0.027
0.008
0.005
0.003
0.001
0.000
0.000
SIE GY Equity
SIEMENS AG-REG
Industrials
84.65
3.54%
24.01.2014
18.97
18.04
18.16
19.44
20.29
21.55
21.84
-0.133 -0.116 -0.122 -0.087 -0.054 -0.031 0.005
0.031
0.011
0.007
0.003
0.001
0.000 -0.001
BAS GY Equity
BASF SE
Materials
66.51
4.06%
02.05.2014
20.91
20.83
21.22
22.28
23.24
22.61
24.44
-0.159 -0.123 -0.115 -0.092 -0.012 0.012
0.028
0.009
0.005
0.002
0.000 -0.001 -0.002
DGE LN Equity
DIAGEO PLC
Consumer Staples
2141.00
SAP GY Equity
SAP AG
Information Technology
0.047
0.048
2.26%
26.02.2014
17.36
17.42
17.64
18.10
18.86
18.48
16.16
-0.109 -0.068 -0.099 -0.116 -0.076 -0.086 -0.102 0.011
0.012
0.006
0.004
0.002
0.002
0.001
57.02
1.67%
26.05.2014
17.47
18.57
19.52
21.29
22.60
23.61
24.21
-0.236 -0.241 -0.239 -0.199 -0.132 -0.103 -0.078 0.035
0.011
0.006
0.003
0.001
0.001
0.000
971.50
2.16%
20.03.2014
22.64
21.06
21.06
21.25
-0.058 -0.027 -0.020 -0.010
0.001
0.000
0.000
0.000
74.48
2.42%
16.10.2013
22.82
20.00
19.48
23.06
22.47
22.47
-0.268 -0.113 -0.090 -0.102 -0.128 -0.128
0.018
0.007
0.005
0.001
0.000
0.000
Financials
5.54
9.16%
14.10.2013
27.95
25.95
25.79
26.62
25.09
26.96
27.22
-0.271 -0.291 -0.251 -0.236 -0.184 -0.254 -0.247 0.003
0.003
0.002
0.002
0.003
0.002
0.002
Financials
119.85
4.01%
08.05.2014
21.20
20.92
21.08
21.81
23.36
23.84
23.92
-0.214 -0.192 -0.182 -0.152 -0.084 -0.059 -0.059 0.026
0.007
0.005
0.003
0.001
0.000
0.000
30.21
3.60%
06.11.2013
14.30
14.57
14.89
15.63
16.38
16.47
16.08
0.027 -0.057 -0.061 -0.120 -0.080 -0.060 -0.040 0.036
0.012
0.005
0.005
0.003
0.002
0.003
Financials
18.97
1.21%
06.05.2014
21.69
21.39
22.05
23.37
24.44
24.92
25.27
-0.265 -0.259 -0.246 -0.199 -0.166 -0.149 -0.136 0.037
0.013
0.009
0.004
0.002
0.001
0.001
ENI SPA
Energy
17.17
6.41%
19.05.2014
19.36
19.81
19.18
19.94
19.38
19.34
18.44
-0.313 -0.199 -0.151 -0.119 -0.070 -0.040 -0.042 0.035
0.013
0.008
0.003
0.002
0.002
0.003
AZN LN Equity
ASTRAZENECA PLC
Health Care
3283.50
5.55%
12.02.2014
14.05
15.29
15.74
16.08
16.79
16.81
15.30
-0.218 -0.069 -0.032 -0.083 -0.054 -0.044 -0.068 0.016
0.009
0.007
0.004
0.002
0.001
0.002
BG/ LN Equity
BG GROUP PLC
Energy
1201.50
1.56%
16.04.2014
19.24
20.77
21.53
22.93
23.23
23.23
-0.446 -0.177 -0.175 -0.139 -0.117 -0.117
0.023
0.008
0.002
0.002
0.001
0.001
BNP FP Equity
BNP PARIBAS
Financials
49.74
3.42%
30.05.2014
28.19
27.55
27.84
28.64
28.65
28.73
28.97
-0.238 -0.211 -0.199 -0.166 -0.113 -0.076 -0.094 0.021
0.006
0.005
0.003
0.002
0.002
0.001
BLT LN Equity
BHP BILLITON PLC
Materials
1885.00
4.18%
04.09.2013
26.86
26.26
26.43
25.91
26.19
27.08
26.71
-0.141 -0.122 -0.114 -0.107 -0.055 -0.031 0.046
0.010
0.006
0.002
0.002
0.002
0.001
0.001
DAI GY Equity
DAIMLER AG-REGISTERED SHARES
Consumer Discretionary
54.28
4.05%
10.04.2014
24.38
24.64
24.99
25.90
26.42
26.91
26.33
-0.273 -0.197 -0.173 -0.120 -0.058 -0.038 -0.024 0.030
0.009
0.005
0.002
0.001
0.001
0.003
TEF SQ Equity
TELEFONICA SA
Telecommunication Services 10.90
6.88%
11.11.2013
23.67
23.15
23.09
24.01
24.76
24.84
26.35
-0.144 -0.181 -0.171 -0.142 -0.131 0.020
0.003
0.002
0.002
0.001
0.001 -0.001 -0.005
ULVR LN Equity
UNILEVER PLC
Consumer Staples
2652.00
3.53%
06.11.2013
15.41
15.60
16.14
16.96
17.06
17.06
-0.126 -0.148 -0.117 -0.111 -0.099 -0.099
0.005
0.008
0.008
0.005
0.004
0.004
SAB LN Equity
SABMILLER PLC
Consumer Staples
3223.50
2.11%
04.12.2013
21.69
21.66
21.59
21.53
-0.129 -0.126 -0.120 -0.103
0.009
0.008
0.006
0.004
RIO LN Equity
RIO TINTO PLC
Materials
3004.00
3.90%
14.08.2013
28.87
29.05
29.44
29.59
30.19
31.26
31.52
-0.119 -0.134 -0.126 -0.106 -0.080 -0.060 -0.034 0.012
0.005
0.003
0.001
0.000
0.000
BARC LN Equity
BARCLAYS PLC
Financials
283.60
2.64%
06.11.2013
28.49
28.36
28.72
28.64
29.89
30.93
30.54
-0.167 -0.201 -0.183 -0.147 -0.120 -0.157 -0.211 0.015
0.009
0.002
0.002
0.002
0.001 -0.002
BBVA SQ Equity
BANCO BILBAO VIZCAYA ARGENTA
Financials
7.20
5.21%
30.09.2013
26.56
26.48
26.73
27.46
27.64
27.27
27.57
-0.228 -0.260 -0.212 -0.207 -0.177 -0.188 -0.181 0.002
0.002
0.001 -0.001 -0.002 -0.001 -0.001
ABBN VX Equity
ABB LTD-REG
Industrials
20.65
3.39%
30.04.2014
17.53
17.33
17.94
19.07
20.15
20.62
20.64
-0.011 -0.122 -0.119 -0.157 -0.103 -0.093 -0.093 0.033
0.012
0.006
0.004
0.002
0.001
NG/ LN Equity
NATIONAL GRID PLC
Utilities
782.00
5.38%
04.12.2013
18.78
17.00
16.48
16.66
16.97
16.97
-0.124 -0.120 -0.057 -0.059 -0.057 -0.057
0.005
0.005
0.003
0.003
0.003
0.003
RB/ LN Equity
RECKITT BENCKISER GROUP PLC
Consumer Staples
4688.00
2.94%
19.02.2014
19.57
18.97
18.96
19.30
19.42
19.42
-0.195 -0.071 -0.067 -0.074 -0.061 -0.061
0.011
0.006
0.003
0.002
0.002
0.002
STAN LN Equity
STANDARD CHARTERED PLC
Financials
1569.00
3.73%
05.03.2014
25.97
24.87
24.63
24.04
24.11
24.11
-0.255 -0.077 -0.066 -0.081 -0.062 -0.062
0.021
0.009
0.003
0.003
0.002
0.002
MC FP Equity
LVMH MOET HENNESSY LOUIS VUI
Consumer Discretionary
140.90
2.27%
22.04.2014
21.94
22.13
22.33
22.60
23.42
23.66
22.65
-0.139 -0.142 -0.142 -0.116 -0.090 -0.085 -0.097 0.023
0.006
0.005
0.003
0.002
0.001
0.002
PRU LN Equity
PRUDENTIAL PLC
Financials
1206.00
2.54%
21.08.2013
28.67
26.78
26.48
26.37
25.81
24.22
23.33
-0.398 -0.270 -0.224 -0.178 -0.122 -0.085 -0.055 0.016
0.009
0.005
0.002
0.001
0.002
0.003
BN FP Equity
DANONE
Consumer Staples
59.79
2.59%
06.05.2014
20.18
20.59
21.37
21.48
22.02
22.37
21.53
-0.221 -0.202 -0.181 -0.137 -0.072 -0.053 -0.030 0.030
0.009
0.006
0.003
0.001
0.001
0.001
CFR VX Equity
CIE FINANCIERE RICHEMON-BR A
Consumer Discretionary
94.10
1.06%
15.09.2014
26.18
27.12
27.33
28.28
28.07
28.39
28.26
-0.323 -0.158 -0.139 -0.123 -0.092 -0.079 -0.066 0.015
0.004
0.003
0.002
0.001
0.001
0.001
CSGN VX Equity
CREDIT SUISSE GROUP AG-REG
Financials
27.83
2.69%
30.04.2014
24.46
24.55
24.95
25.87
26.60
26.54
26.14
-0.274 -0.233 -0.211 -0.188 -0.152 -0.139 -0.150 0.031
0.011
0.007
0.003
0.002
0.001
0.002
DBK GY Equity
DEUTSCHE BANK AG-REGISTERED
Financials
34.04
2.20%
23.05.2014
24.67
26.06
26.88
28.28
28.08
28.75
29.50
-0.206 -0.158 -0.148 -0.123 -0.071 -0.062 -0.062 0.025
0.005
0.005
0.002
0.001
0.001
0.000
TSCO LN Equity
TESCO PLC
Consumer Staples
371.00
3.98%
09.10.2013
17.12
17.84
18.86
18.87
19.20
19.82
17.95
-0.565 -0.159 -0.093 -0.098 -0.045 -0.032 -0.033 0.025
0.008
0.003
0.003
0.001
0.000
0.002
GLEN LN Equity
GLENCORE XSTRATA PLC
Materials
282.05
3.85%
28.08.2013
34.97
34.45
33.88
32.98
31.35
28.60
30.56
-0.041 -0.133 -0.126 -0.094 -0.082 -0.068 -0.066 0.017
0.006
0.004
0.002
0.001
0.000
0.003
OR FP Equity
L'OREAL
Consumer Staples
129.65
1.85%
28.04.2014
19.81
20.64
20.78
21.40
22.89
22.83
22.24
-0.213 -0.196 -0.172 -0.149 -0.098 -0.076 -0.097 0.027
0.006
0.005
0.003
0.001
0.001
0.001
SU FP Equity
SCHNEIDER ELECTRIC SA
Industrials
61.87
3.15%
02.05.2014
26.43
26.31
26.87
28.07
29.15
28.43
29.01
-0.207 -0.165 -0.160 -0.123 -0.065 -0.034 -0.094 0.022
0.006
0.004
0.002
0.001
0.001
0.000
ZURN VX Equity
ZURICH INSURANCE GROUP AG
Financials
255.10
6.86%
02.04.2014
17.77
16.61
16.53
16.77
16.20
16.45
16.76
-0.254 -0.206 -0.201 -0.182 -0.089 -0.062 -0.033 0.031
0.014
0.010
0.005
0.003
0.002
0.002
CS FP Equity
AXA SA
Financials
17.35
4.61%
05.05.2014
23.37
23.80
24.34
25.49
26.72
27.41
26.77
-0.275 -0.164 -0.181 -0.132 -0.038 -0.028 -0.064 0.030
0.010
0.006
0.003
0.001
0.000
0.002
AI FP Equity
AIR LIQUIDE SA
Materials
100.15
2.70%
12.05.2014
15.10
15.74
16.29
17.50
18.31
18.61
18.63
-0.186 -0.154 -0.173 -0.183 -0.099 -0.107 -0.095 0.032
0.010
0.008
0.004
0.003
0.004
0.003
BT/A LN Equity
BT GROUP PLC
Telecommunication Services 337.80
2.90%
23.12.2013
22.02
21.69
22.13
23.39
23.48
23.57
22.88
-0.317 -0.133 -0.087 -0.087 -0.063 -0.048 -0.115 0.022
0.010
0.005
0.003
0.002
0.001
0.001
SYNN VX Equity
SYNGENTA AG-REG
Materials
369.00
2.79%
28.04.2014
17.31
17.98
18.62
19.03
19.00
18.77
18.64
-0.135 -0.179 -0.182 -0.158 -0.104 -0.073 -0.053 0.024
0.012
0.008
0.004
0.002
0.002
0.003
LLOY LN Equity
LLOYDS BANKING GROUP PLC
Financials
74.62
26.02.2014
28.57
26.65
26.63
27.09
28.33
29.46
33.09
-0.098 -0.265 -0.184 -0.091 -0.117 0.102
0.015
0.012
0.010
0.005
0.000
0.003
0.000
ERICB SS Equity ERICSSON LM-B SHS
Information Technology
79.00
3.67%
10.04.2014
19.53
21.09
22.05
24.01
27.07
27.07
27.07
-0.206 -0.159 -0.149 -0.118 -0.072 -0.072 -0.072 0.052
0.017
0.009
0.003
0.002
0.002
0.002
DTE GY Equity
DEUTSCHE TELEKOM AG-REG
Telecommunication Services 9.13
5.48%
19.05.2014
26.01
22.42
21.49
21.22
21.08
21.16
20.32
-0.148 -0.024 -0.004 -0.037 0.008
0.037
0.012
0.007
0.004
0.002
0.001
0.002
LIN GY Equity
LINDE AG
Materials
144.85
2.07%
07.05.2014
18.16
18.14
18.41
19.14
20.07
20.64
20.30
-0.199 -0.190 -0.185 -0.153 -0.095 -0.070 -0.040 0.029
0.008
0.006
0.003
0.002
0.001
0.002
RR/ LN Equity
ROLLS-ROYCE HOLDINGS PLC
Industrials
1190.00
1.85%
23.04.2014
23.12
23.31
23.91
24.54
-0.087 -0.082 -0.070 -0.048
0.005
0.005
0.003
0.001
IMT LN Equity
IMPERIAL TOBACCO GROUP PLC
Consumer Staples
2200.00
5.43%
15.01.2014
17.12
17.12
17.12
17.65
-0.019 -0.028 -0.046 -0.050
0.014
0.012
0.009
0.004
INGA NA Equity
ING GROEP NV-CVA
Financials
08.08.2013
32.41
27.88
28.14
29.43
29.50
29.80
30.92
-0.474 -0.181 -0.155 -0.176 -0.129 -0.114 -0.069 0.019
0.008
0.003
0.003
0.002
0.002
0.000
EOAN GY Equity
E.ON SE
Utilities
12.18
6.16%
09.05.2014
24.03
21.92
21.75
22.58
23.51
22.34
20.23
-0.191 -0.148 -0.141 -0.111 0.044
0.034
0.008
0.005
0.002
0.000
0.001
0.005
HMB SS Equity
HENNES & MAURITZ AB-B SHS
Consumer Discretionary
245.40
4.07%
24.04.2014
9.27
10.81
17.03
17.89
19.11
0.056
0.024
0.013
0.005
0.002
AAL LN Equity
ANGLO AMERICAN PLC
Materials
1445.00
3.87%
19.03.2014
34.19
34.34
34.48
34.12
34.27
34.03
32.34
-0.108 -0.115 -0.102 -0.045 -0.070 -0.058 -0.099 0.016
0.003
0.002
0.000
0.000
0.001
0.002
MUV2 GY Equity
MUENCHENER RUECKVER AG-REG
Financials
145.90
4.80%
24.04.2014
20.20
19.67
20.03
20.81
21.04
21.21
21.16
-0.204 -0.187 -0.171 -0.144 -0.075 -0.071 -0.066 0.025
0.008
0.006
0.003
0.002
0.001
0.001
NDA SS Equity
NORDEA BANK AB
Financials
84.20
4.14%
14.03.2014
16.38
17.26
18.16
19.87
21.68
21.68
-0.268 -0.222 -0.195 -0.155 -0.103 -0.103
0.051
0.022
0.015
0.005
0.003
0.003
GLE FP Equity
SOCIETE GENERALE
Financials
34.34
2.62%
02.06.2014
31.94
31.33
31.06
31.07
32.49
32.68
-0.313 -0.187 -0.165 -0.153 -0.098 -0.091 -0.113 0.022
0.007
0.005
0.003
0.002
0.002
CNA LN Equity
CENTRICA PLC
Utilities
390.30
4.45%
23.04.2014
16.43
16.12
16.22
16.74
16.94
16.94
-0.200 -0.089 -0.084 -0.057 -0.068 -0.068
0.006
0.003
0.002
0.002
0.002
0.002
GSZ FP Equity
GDF SUEZ
Utilities
16.70
8.98%
23.04.2014
21.38
21.49
21.29
22.45
22.65
22.64
21.20
-0.223 -0.160 -0.143 -0.088 -0.029 -0.009 0.002
0.034
0.009
0.006
0.003
0.002
0.001
0.002
NOVOB DC Equity NOVO NORDISK A/S-B
Health Care
ABI BB Equity
ANHEUSER-BUSCH INBEV NV
Consumer Staples
SAN SQ Equity
BANCO SANTANDER SA
ALV GY Equity
ALLIANZ SE-REG
UNA NA Equity
UNILEVER NV-CVA
Consumer Staples
UBSN VX Equity
UBS AG-REG
ENI IM Equity
7.96
0.018
0.065
0.141
0.001 0.022
0.172
-0.144 -0.101 -0.183 -0.151 -0.079
32.14
0.001
0.002
0.001
VOW3 GY Equity VOLKSWAGEN AG-PREF
Consumer Discretionary
184.75
2.36%
22.04.2014
24.88
24.19
24.29
24.82
25.17
25.24
25.33
-0.279 -0.143 -0.134 -0.107 -0.051 -0.031 0.001
0.017
0.006
0.003
0.002
0.001
0.002
0.002
BMW GY Equity
BAYERISCHE MOTOREN WERKE AG
Consumer Discretionary
72.34
3.80%
19.05.2014
22.16
22.79
23.27
24.20
24.26
25.47
25.12
-0.323 -0.184 -0.138 -0.102 -0.050 -0.024 -0.008 0.031
0.006
0.004
0.002
0.001
0.000
0.001
UCG IM Equity
UNICREDIT SPA
Financials
4.19
2.39%
19.05.2014
35.39
34.35
34.51
34.92
35.15
35.35
34.67
-0.304 -0.245 -0.216 -0.162 -0.118 -0.106 -0.124 0.023
0.006
0.004
0.002
0.001
0.001
0.001
ITX SQ Equity
INDITEX
Consumer Discretionary
104.20
1.97%
02.05.2014
26.77
26.48
26.01
25.95
25.45
25.16
24.77
-0.118 -0.134 -0.147 -0.132 -0.146 -0.114 -0.081 0.003
0.002
0.001
0.002
0.001
0.002
0.002
ASML NA Equity
ASML HOLDING NV
Information Technology
69.20
0.84%
25.04.2014
23.62
25.93
27.49
27.01
27.30
27.50
27.54
-0.395 -0.211 -0.177 -0.166 -0.125 -0.106 -0.095 0.020
0.007
0.004
0.003
0.001
0.001
0.001
IBE SQ Equity
IBERDROLA SA
Utilities
4.19
7.17%
03.01.2014
24.57
23.22
23.60
25.14
26.25
27.02
29.06
-0.024 -0.099 -0.139 -0.145 -0.081 -0.039 0.056
0.002
0.006
0.005
0.002
0.001 -0.001 -0.003
EAD FP Equity
EADS NV
Industrials
45.00
2.22%
02.06.2014
23.23
23.76
24.41
25.77
26.88
26.66
25.64
-0.265 -0.235 -0.196 -0.136 -0.082 -0.061 -0.075 0.030
0.008
0.004
0.002
0.001
0.001
0.001
ISP IM Equity
INTESA SANPAOLO
Financials
1.42
3.86%
19.05.2014
30.24
31.69
32.26
33.18
32.94
33.07
33.50
-0.377 -0.247 -0.232 -0.168 -0.069 -0.047 -0.066 0.022
0.005
0.003
0.002
0.001
0.002
0.002
PHIA NA Equity
KONINKLIJKE PHILIPS NV
Industrials
24.41
3.28%
02.05.2014
21.13
21.63
21.85
23.19
23.70
23.94
23.96
-0.550 -0.241 -0.159 -0.150 -0.086 -0.067 -0.074 0.022
0.008
0.004
0.004
0.002
0.002
0.001
SREN VX Equity
SWISS RE AG
Financials
73.20
5.19%
14.04.2014
18.94
17.62
17.67
18.35
18.75
18.95
19.59
-0.224 -0.202 -0.210 -0.178 -0.105 -0.089 -0.065 0.032
0.014
0.009
0.004
0.003
0.002
0.002
VIV FP Equity
VIVENDI
Telecommunication Services 16.05
6.23%
05.05.2014
22.42
24.79
24.93
26.27
25.50
25.38
24.06
-0.192 -0.144 -0.147 -0.136 -0.020 -0.015 -0.016 0.036
0.006
0.004
0.003
0.002
0.003
0.005
G IM Equity
ASSICURAZIONI GENERALI
Financials
14.74
3.55%
19.05.2014
19.70
21.13
21.52
22.90
23.96
25.53
25.97
-0.381 -0.297 -0.261 -0.184 -0.064 -0.038 -0.039 0.031
0.008
0.006
0.003
0.001
0.000
0.000
RI FP Equity
PERNOD RICARD SA
Consumer Staples
92.55
1.97%
14.11.2013
19.34
20.19
20.06
20.72
21.22
20.93
20.34
-0.200 -0.144 -0.113 -0.091 -0.079 -0.063 -0.080 0.027
0.005
0.005
0.003
0.002
0.001
0.001
CPG LN Equity
COMPASS GROUP PLC
Consumer Discretionary
903.50
2.68%
22.01.2014
18.65
18.91
19.43
19.99
19.82
19.82
-0.225 -0.178 -0.143 -0.109 -0.040 -0.040
0.006
0.005
0.003
0.002
0.000
0.000
DG FP Equity
VINCI SA
Industrials
40.37
4.38%
21.04.2014
19.89
20.63
21.32
22.39
23.81
23.50
23.87
-0.236 -0.183 -0.173 -0.129 -0.078 -0.070 -0.043 0.031
0.010
0.007
0.004
0.002
0.003
0.002
UL NA Equity
UNIBAIL-RODAMCO SE
Financials
190.25
4.63%
07.05.2014
22.47
22.22
22.54
23.10
23.89
23.89
23.89
-0.219 -0.180 -0.145 -0.128 -0.056 -0.056 -0.056 0.021
0.007
0.005
0.003
0.001
0.001
0.001
EI FP Equity
ESSILOR INTERNATIONAL
Health Care
88.83
1.10%
26.05.2014
23.98
24.33
24.26
24.61
24.35
23.33
22.87
-0.176 -0.156 -0.157 -0.133 -0.099 -0.069 -0.070 0.025
0.007
0.004
0.003
0.001
0.001
0.001
ENEL IM Equity
ENEL SPA
Utilities
2.61
5.74%
23.06.2014
25.05
25.81
26.04
26.08
26.59
23.97
25.16
-0.392 -0.260 -0.241 -0.176 -0.150 -0.095 -0.073 0.030
0.007
0.003
0.002
0.002
0.002
0.002
STL NO Equity
STATOIL ASA
Energy
125.80
5.56%
15.05.2014
20.35
18.99
19.47
19.53
18.19
19.29
-0.106 0.047
0.049
0.024
0.012
0.001
0.000 -0.001
SSE LN Equity
SSE PLC
Utilities
1567.00
5.65%
22.01.2014
17.65
17.63
17.59
17.85
-0.122 -0.122 -0.122 -0.106
0.004
0.003
0.003
0.002
SWEDA SS Equity SWEDBANK AB - A SHARES
Financials
160.00
6.50%
21.03.2014
11.28
12.16
21.88
22.47
23.99
-0.287 -0.231 -0.246 -0.171 -0.079
0.058
0.026
0.014
0.005
0.001
DPW GY Equity
DEUTSCHE POST AG-REG
Industrials
21.99
3.71%
30.05.2014
27.28
24.77
24.43
24.28
24.43
-0.152 -0.081 -0.076 -0.064 -0.028 -0.008 0.008
0.027
0.009
0.005
0.002
0.001
0.000
0.002
ARM LN Equity
ARM HOLDINGS PLC
Information Technology
877.00
0.58%
30.04.2014
30.23
30.62
31.44
32.95
-0.144 -0.129 -0.096 -0.040
0.007
0.006
0.004
0.001
ADS GY Equity
ADIDAS AG
Consumer Discretionary
88.08
1.95%
09.05.2014
27.60
24.89
24.61
25.11
-0.215 -0.179 -0.147 -0.100 -0.033 -0.017 0.019
0.017
0.007
0.005
0.002
0.001
0.000
0.000
WPP LN Equity
WPP PLC
Consumer Discretionary
1198.00
2.65%
09.10.2013
26.06
25.88
25.73
25.17
-0.128 -0.123 -0.112 -0.080
-0.003 -0.002 -0.001 0.001
SHBA SS Equity
SVENSKA HANDELSBANKEN-A SHS
Financials
304.20
3.68%
26.03.2014
9.38
10.24
16.88
17.80
18.85
-0.444 -0.299 -0.260 -0.201 -0.079
0.065
0.031
0.019
0.008
0.004
97.35
-0.125 -0.177 -0.214 -0.173 -0.120
0.055
0.021
0.013
0.005
0.002
-0.004 -0.163 -0.132 -0.083 -0.065 -0.065
0.016
0.007
0.003
0.001
0.002
0.002
VOLVB SS Equity VOLVO AB-B SHS
Industrials
FTE FP Equity
FRANCE TELECOM SA
Telecommunication Services#N/A N/A
BA/ LN Equity
BAE SYSTEMS PLC
Industrials
SAMAS FH Equity SAMPO OYJ-A SHS EXPN LN Equity
EXPERIAN PLC
REP SQ Equity
REPSOL SA
Energy
SGO FP Equity
COMPAGNIE DE SAINT-GOBAIN
Industrials
UHR VX Equity
SWATCH GROUP AG/THE-BR
Consumer Discretionary
HOLN VX Equity
HOLCIM LTD-REG
CA FP Equity HEN3 GY Equity
25.69
24.08 25.54
22.88 25.94
0.021 -0.098 -0.058 -0.064
3.08%
03.04.2014
13.67
13.88
20.23
22.13
25.30
455.70
4.43%
16.04.2014
22.56
22.22
22.45
22.73
22.95
Financials
33.71
4.15%
21.04.2014
21.85
19.15
18.77
19.73
-0.207 -0.192 -0.155 -0.130
0.014
0.005
0.003
0.004
Industrials
1233.00
2.06%
01.01.2014
19.52
19.82
20.46
21.63
-0.146 -0.148 -0.151 -0.132
0.009
0.008
0.006
0.003
18.36
22.95
5.45%
26.12.2013
23.63
23.96
24.08
24.79
23.72
24.02
23.60
-0.124 -0.193 -0.182 -0.184 -0.108 -0.145 -0.039 0.001
0.003
0.002
0.001
0.000
0.001 -0.001
35.83
3.46%
09.06.2014
22.69
23.63
24.47
26.29
27.50
27.74
27.22
-0.268 -0.182 -0.170 -0.139 -0.081 -0.070 -0.081 0.027
0.008
0.005
0.003
0.002
0.002
0.001
573.50
1.33%
21.05.2014
23.24
22.86
23.02
23.72
24.68
25.01
24.51
-0.126 -0.143 -0.148 -0.133 -0.082 -0.070 -0.064 0.016
0.005
0.004
0.002
0.001
0.001
0.002
Materials
68.45
2.12%
21.04.2014
23.86
22.07
21.97
22.44
22.43
22.60
23.54
-0.204 -0.190 -0.182 -0.141 -0.077 -0.060 -0.053 0.023
0.006
0.004
0.003
0.002
0.002
0.002
CARREFOUR SA
Consumer Staples
23.51
2.55%
02.05.2014
30.67
32.00
32.41
31.92
32.44
32.93
30.72
-0.248 -0.195 -0.174 -0.135 -0.072 -0.076 -0.145 0.024
0.004
0.003
0.002
0.000
0.000
0.000
HENKEL AG & CO KGAA VORZUG
Consumer Staples
75.12
1.42%
15.04.2014
22.02
20.67
20.99
21.85
22.87
23.18
23.17
-0.194 -0.155 -0.119 -0.091 -0.039 -0.018 -0.014 0.026
0.008
0.005
0.003
0.001
0.000
0.000
KNEBV FH Equity KONE OYJ-B
Industrials
57.65
3.21%
25.02.2014
SHP LN Equity
SHIRE PLC
Health Care
2411.00
0.53%
05.03.2014
22.96
22.92
23.84
25.38
-0.020 -0.085 -0.094 -0.063
0.007
0.008
0.006
0.004
RWE GY Equity
RWE AG
Utilities
21.28
9.40%
22.04.2014
29.43
26.06
25.53
25.36
21.46
0.003
0.003
174.00
3.30%
30.04.2014
21.73
21.64
22.31
23.19
25.46 21.48
21.72
21.71
ATCOA SS Equity ATLAS COPCO AB-A SHS
Industrials
PP FP Equity
PPR
Consumer Discretionary
LGEN LN Equity
LEGAL & GENERAL GROUP PLC
Financials
204.70
4.15%
23.04.2014
23.24
20.95
20.95
21.24
TEL NO Equity
TELENOR ASA
Telecommunication Services 132.00
5.30%
16.05.2014
18.44
19.13
19.97
19.37
OML LN Equity
OLD MUTUAL PLC
Financials
195.40
4.09%
23.10.2013
27.54
27.20
26.75
25.47
FRE GY Equity
FRESENIUS SE & CO KGAA
Health Care
97.08
1.26%
20.05.2014
16.98
16.87
17.26
18.15
18.62
SEBA SS Equity
SKANDINAVISKA ENSKILDA BAN-A
Financials
72.30
3.94%
24.03.2014
12.97
14.44
18.95
20.47
21.41
SCAB SS Equity
SVENSKA CELLULOSA AB-B SHS
Consumer Staples
175.20
2.74%
11.04.2014
20.35
21.31
22.18
21.92
23.35
HEIA NA Equity
HEINEKEN NV
Consumer Staples
55.19
1.85%
26.08.2013
23.44
24.07
22.95
22.31
21.52
21.84
ML FP Equity
MICHELIN (CGDE)
Consumer Discretionary
75.66
3.37%
13.05.2014
27.44
26.84
26.88
27.55
28.21
28.10
SAND SS Equity
SANDVIK AB
Industrials
82.90
4.52%
28.04.2014
19.94
20.63
21.54
23.31
26.46
RNO FP Equity
RENAULT SA
Consumer Discretionary
61.05
3.11%
12.05.2014
31.46
31.88
32.40
33.55
34.77
34.93
CRH ID Equity
CRH PLC
Materials
16.76
3.73%
28.08.2013
27.80
26.32
27.11
28.27
29.01
29.12
AH NA Equity
KONINKLIJKE AHOLD NV
Consumer Staples
12.54
3.83%
22.04.2014
17.05
17.67
17.72
18.48
18.38
18.73
18.88
AKZA NA Equity TLSN SS Equity
AKZO NOBEL TELIASONERA AB
Materials 45.73 Telecommunication Services 47.23
3.26% 6.88%
24.10.2013 04.04.2014
21.22 13.64
21.18 15.76
21.80 17.76
23.01 18.84
23.31 18.46
23.23 18.46
22.62 18.46
-0.250 -0.213 -0.184 -0.137 -0.004 0.017
0.025
0.006
0.005
0.002
0.004
-0.311 -0.230 -0.223 -0.167 -0.114
0.075
0.049
0.016
0.009
0.003
0.000
-0.085 -0.056 -0.186 -0.137 -0.134 -0.134
0.004
0.004
0.005
0.003
0.004
0.004
-0.563 -0.380 -0.252 -0.170
0.041
0.019
0.009
0.004
-0.191 -0.180 -0.158 -0.115
0.016
0.014
0.010
0.003
-0.200 -0.088 -0.073 -0.101 -0.073 -0.041 -0.025 0.022
0.008
0.004
0.002
0.001
0.001
0.001
-0.315 -0.184 -0.237 -0.164 -0.108
0.058
0.024
0.018
0.005
0.004
-0.292 -0.261 -0.276 -0.156 -0.084
0.047
0.018
0.011
0.003
0.002
-0.182 -0.136 -0.125 -0.122 -0.083 -0.060 -0.044 0.025
0.006
0.004
0.003
0.002
0.001
0.000
-0.249 -0.207 -0.165 -0.156 -0.060 -0.035
0.020
0.006
0.003
0.002
0.001
0.002
-0.398 -0.251 -0.255 -0.118 -0.089
0.058
0.022
0.015
0.004
0.002
-0.217 -0.182 -0.169 -0.139 -0.050 -0.021 -0.083 0.018
0.006
0.004
0.002
0.001
0.001
-0.289 -0.212 -0.164 -0.120 -0.098 -0.099
0.012
0.004
0.003
0.001
0.001
0.001
-0.267 -0.260 -0.251 -0.154 -0.041 -0.028 0.010
0.048
0.020
0.013
0.007
0.004
0.002
0.002
-0.143 -0.120 -0.107 -0.107 -0.070 -0.040 -0.023 0.026 -0.271 -0.228 -0.218 -0.136 -0.022 -0.022 -0.022 0.072
0.008 0.035
0.003 0.029
0.003 0.028
0.002 0.010
0.001 0.010
0.002 0.010
#N/A N/A 21.48
19.38
19.39
21.60
33.57
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.001
06.08.2013
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
At The Money Implied Volatilities by Terms
Stoxx 600 Index
Ticker
Name
PSON LN Equity PEARSON PLC SAF FP Equity SAFRAN SA DNB NO Equity DNB ASA SL/ LN Equity STANDARD LIFE PLC AV/ LN Equity AVIVA PLC TLW LN Equity TULLOW OIL PLC FME GY Equity FRESENIUS MEDICAL CARE AG & NOK1V FH Equity NOKIA OYJ WOS LN Equity WOLSELEY PLC REL LN Equity REED ELSEVIER PLC SDRL NO Equity SEADRILL LTD INVEB SS Equity INVESTOR AB-B SHS ASSAB SS Equity ASSA ABLOY AB-B SGSN VX Equity SGS SA-REG AMS SQ Equity AMADEUS IT HOLDING SA-A SHS CON GY Equity CONTINENTAL AG MT NA Equity ARCELORMITTAL PUB FP Equity PUBLICIS GROUPE LG FP Equity LAFARGE SA DB1 GY Equity DEUTSCHE BOERSE AG PAH3 GY Equity PORSCHE AUTOMOBIL HLDG-PRF BSY LN Equity BRITISH SKY BROADCASTING GRO LR FP Equity LEGRAND SA RYA ID Equity RYANAIR HOLDINGS PLC LAND LN Equity LAND SECURITIES GROUP PLC KGF LN Equity KINGFISHER PLC TEC FP Equity TECHNIP SA AGN NA Equity AEGON NV NXT LN Equity NEXT PLC REN NA Equity REED ELSEVIER NV ABF LN Equity ASSOCIATED BRITISH FOODS PLC DANSKE DC EquityDANSKE BANK A/S HEI GY Equity HEIDELBERGCEMENT AG MKS LN Equity MARKS & SPENCER GROUP PLC SN/ LN Equity SMITH & NEPHEW PLC DSM NA Equity KONINKLIJKE DSM NV CARLB DC Equity CARLSBERG AS-B ACA FP Equity CREDIT AGRICOLE SA TEN IM Equity TENARIS SA MRW LN Equity WM MORRISON SUPERMARKETS SCMN VX Equity SWISSCOM AG-REG MRK GY Equity MERCK KGAA RBS LN Equity ROYAL BANK OF SCOTLAND GROUP GIVN VX Equity GIVAUDAN-REG CPI LN Equity CAPITA PLC CDI FP Equity CHRISTIAN DIOR GEBN VX Equity GEBERIT AG-REG MAERSKB DC Equity AP MOELLER-MAERSK A/S-B BRBY LN Equity BURBERRY GROUP PLC SESG FP Equity SES FI IM Equity FIAT INDUSTRIAL IFX GY Equity INFINEON TECHNOLOGIES AG BAER VX Equity JULIUS BAER GROUP LTD SKFB SS Equity SKF AB-B SHARES EBS AV Equity ERSTE GROUP BANK AG BEI GY Equity BEIERSDORF AG SOLB BB Equity SOLVAY SA BLND LN Equity BRITISH LAND CO PLC ADN LN Equity ABERDEEN ASSET MGMT PLC LUX IM Equity LUXOTTICA GROUP SPA KBC BB Equity KBC GROEP NV CBK GY Equity COMMERZBANK AG TIT IM Equity TELECOM ITALIA SPA AGS BB Equity AGEAS JMAT LN Equity JOHNSON MATTHEY PLC KYG ID Equity KERRY GROUP PLC-A ITRK LN Equity INTERTEK GROUP PLC FUM1V FH Equity FORTUM OYJ CAP FP Equity CAP GEMINI SW FP Equity SODEXO SRG IM Equity SNAM SPA ALO FP Equity ALSTOM KD8 GY Equity KABEL DEUTSCHLAND HOLDING AG SBRY LN Equity SAINSBURY (J) PLC IHG LN Equity INTERCONTINENTAL HOTELS GROU BNR GY Equity BRENNTAG AG YAR NO Equity YARA INTERNATIONAL ASA UU/ LN Equity UNITED UTILITIES GROUP PLC DSY FP Equity DASSAULT SYSTEMES SA SMIN LN Equity SMITHS GROUP PLC DE NA Equity DE MASTER BLENDERS1753 NV WEIR LN Equity WEIR GROUP PLC/THE EDP PL Equity EDP-ENERGIAS DE PORTUGAL SA WRT1V FH Equity WARTSILA OYJ ABP NZYMB DC Equity NOVOZYMES A/S-B SHARES SVT LN Equity SEVERN TRENT PLC SWMA SS Equity SWEDISH MATCH AB GKN LN Equity GKN PLC SDF GY Equity K+S AG-REG WTB LN Equity WHITBREAD PLC ADEN VX Equity ADECCO SA-REG TKA GY Equity THYSSENKRUPP AG HEXAB SS Equity HEXAGON AB-B SHS SPM IM Equity SAIPEM SPA AGK LN Equity AGGREKO PLC OMV AV Equity OMV AG ITV LN Equity ITV PLC ORK NO Equity ORKLA ASA EN FP Equity BOUYGUES SA ATLN VX Equity ACTELION LTD-REG ALFA SS Equity ALFA LAVAL AB FER SQ Equity FERROVIAL SA COLOB DC Equity COLOPLAST-B SKAB SS Equity SKANSKA AB-B SHS SCHP VX Equity SCHINDLER HOLDING-PART CERT KPN NA Equity KONINKLIJKE KPN NV RRS LN Equity RANDGOLD RESOURCES LTD BNZL LN Equity BUNZL PLC GAS SQ Equity GAS NATURAL SDG SA CCL LN Equity CARNIVAL PLC ABE SQ Equity ABERTIS INFRAESTRUCTURAS SA WKL NA Equity WOLTERS KLUWER EDF FP Equity EDF SGE LN Equity SAGE GROUP PLC/THE IMI LN Equity IMI PLC REX LN Equity REXAM PLC GBLB BB Equity GROUPE BRUXELLES LAMBERT SA DELB BB Equity DELHAIZE GROUP ELUXB SS Equity ELECTROLUX AB-SER B BVI FP Equity BUREAU VERITAS SA G1A GY Equity GEA GROUP AG BAB LN Equity BABCOCK INTL GROUP PLC HEIO NA Equity HEINEKEN HOLDING NV RSA LN Equity RSA INSURANCE GROUP PLC MGGT LN Equity MEGGITT PLC VK FP Equity VALLOUREC
GICS_SECTOR_NAME
ATM Ref
Consumer Discretionary 1330.00 Industrials 43.68 Financials 98.00 Financials 396.50 Financials 375.70 Energy 1063.00 Health Care 47.26 Information Technology 3.09 Industrials 3284.00 Consumer Discretionary 847.00 Energy 261.40 Financials 201.90 Industrials 296.00 Industrials 2174.00 Information Technology 25.87 Consumer Discretionary 118.95 Materials 9.41 Consumer Discretionary 59.60 Materials 49.18 Financials 57.26 Consumer Discretionary 66.49 Consumer Discretionary 838.00 Industrials 39.50 Industrials 7.24 Financials 951.00 Consumer Discretionary 402.00 Energy 82.71 Financials 6.00 Consumer Discretionary 5005.00 Consumer Discretionary 14.40 Consumer Staples 1962.00 Financials 111.90 Materials 58.06 Consumer Discretionary 486.20 Health Care 795.00 Materials 55.37 Consumer Staples 565.00 Financials 7.92 Energy 16.86 Consumer Staples 288.00 Telecommunication Services 417.40 Health Care 122.10 Financials 318.30 Materials 1309.00 Industrials 1037.00 Consumer Discretionary 141.10 Industrials 253.20 Industrials 44280.00 Consumer Discretionary 1556.00 Consumer Discretionary 21.74 Industrials 9.50 Information Technology 6.83 Financials 43.88 Industrials 183.50 Financials 24.17 Consumer Staples 70.74 Materials 105.40 Financials 596.00 Financials 385.40 Consumer Discretionary 41.64 Financials 32.61 Financials 6.63 Telecommunication Services 0.48 Financials 31.51 Materials 2885.00 Consumer Staples 46.68 Industrials 3174.00 Utilities 15.15 Information Technology 43.27 Consumer Discretionary 69.95 Utilities 3.58 Industrials 25.54 Consumer Discretionary 84.60 Consumer Staples 392.60 Consumer Discretionary 1963.00 Industrials 123.00 Materials 256.40 Utilities 726.00 Information Technology 101.15 Industrials 1317.00 Consumer Staples 12.40 Industrials 2227.00 Utilities 2.62 Industrials 35.20 Health Care 203.70 Utilities 1778.00 Consumer Staples 244.60 Consumer Discretionary 353.60 Materials 16.93 Consumer Discretionary 3309.00 Industrials 61.00 Materials 16.65 Information Technology 207.20 Energy 16.42 Industrials 1648.00 Energy 34.21 Consumer Discretionary 167.30 Consumer Staples 45.92 Industrials 22.69 Health Care 63.85 Industrials 153.30 Industrials 13.12 Health Care 338.10 Industrials 123.70 Industrials 138.90 Telecommunication Services 1.97 Materials 4547.00 Industrials 1380.00 Utilities 15.34 Consumer Discretionary 2570.00 Industrials 14.04 Consumer Discretionary 18.90 Utilities 21.90 Information Technology 353.30 Industrials 1430.00 Materials 514.00 Financials 61.22 Consumer Staples 49.57 Consumer Discretionary 192.40 Industrials 22.73 Industrials 31.76 Industrials 1200.00 Consumer Staples 49.08 Financials 123.10 Industrials 557.00 Industrials 44.52
Dividend Yield 3.56% 2.40% 2.55% 3.96% 3.89% 1.13% 1.71% 2.25% 2.90% 8.20% 3.84% 1.96% 1.52% 2.13% 2.01% 1.60% 2.24% 4.02% 2.26% 3.66% 2.66% 3.22% 2.63% 2.42% 3.83% 2.20% 3.39% 1.62% 1.79% 1.46% 3.66% 2.21% 2.80% 1.15% 3.41% 2.01% 4.53% 5.27% 1.47% 3.06% 2.47% 2.13% 2.84% 2.71% 2.02% 4.92% 2.89% 1.90% 1.48% 3.13% 2.10% 1.27% 3.08% 4.53% 3.79% 1.66%
4.20% 3.81% 2.18% 0.84% 1.48% 6.60% 2.54% 2.54% 6.99% 3.64% 2.96% 4.43% 2.33% 2.15% 5.07% 4.96% 0.86% 3.08% 1.88% 7.06% 3.13% 1.15% 4.52% 3.27% 2.29% 8.27% 1.87% 2.95% 1.50% 1.35% 1.60% 3.65% 1.91% 5.44% 7.05% 1.57% 2.45% 3.81% 1.48% 5.05% 1.73% 0.61% 0.79% 2.19% 6.13% 2.60% 4.70% 3.86% 5.71% 3.23% 2.52% 3.35% 4.46% 2.86% 3.64% 1.86% 1.89% 2.33% 2.08% 5.12% 2.33% 2.13%
Next ExDividend Date 02.04.2014 16.12.2013 25.04.2014 21.08.2013 18.09.2013 16.04.2014 19.05.2014 09.05.2014 09.10.2013 23.04.2014 04.09.2013 16.04.2014 28.04.2014 21.03.2014 30.01.2014 16.05.2014 09.05.2014 27.06.2014 03.07.2014 15.05.2014 23.06.2014 26.03.2014 02.06.2014 04.12.2013 09.10.2013 08.05.2014 16.08.2013 20.11.2013 28.04.2014 04.12.2013 19.03.2014 05.05.2014 13.11.2013 16.04.2014 07.05.2014 24.03.2014 26.05.2014 18.11.2013 25.09.2013 11.04.2014 22.04.2014 07.08.2013 26.03.2014 16.04.2014 22.04.2014 08.04.2014 14.04.2014 18.12.2013 18.04.2014 21.04.2014 07.03.2014 11.04.2014 29.04.2014 22.05.2014 22.04.2014 16.01.2014 08.01.2014 04.12.2013 19.05.2014 13.05.2015 23.05.2014 21.04.2014 28.04.2014 27.11.2013 16.10.2013 04.06.2014 10.04.2014 04.06.2014 30.01.2014 19.05.2014 03.07.2014 13.10.2014 20.11.2013 19.03.2014 20.06.2014 16.05.2014 18.12.2013 16.06.2014 23.10.2013 30.04.2014 12.05.2014 10.03.2014 27.02.2014 04.12.2013 05.05.2014 09.04.2014 15.05.2014 06.11.2013 28.04.2014 20.01.2014 14.05.2014 19.05.2014 23.04.2014 19.05.2014 30.04.2014 18.04.2014 30.04.2014 22.04.2014 24.04.2014 12.12.2013 12.12.2013 14.04.2014 28.03.2014 15.04.2014 07.05.2014 06.11.2013 08.01.2014 20.11.2013 31.10.2013 28.04.2014 12.12.2013 12.02.2014 04.09.2013 23.04.2014 28.04.2014 28.05.2014 26.03.2014 11.06.2014 22.04.2014 11.12.2013 26.08.2013 02.04.2014 12.03.2014 05.06.2014
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 17.18 22.75 25.23 27.17 29.02 29.60 19.28 34.23 19.69 15.82 23.25 13.72 19.25 18.28 20.57 25.77 31.31 28.26 27.15 23.99 26.00 16.07 23.97 32.71 17.68 22.52 28.03 27.23 17.15 15.94 13.81 27.42 26.63 20.21 17.45 26.58 24.95 44.31 23.53 14.78 14.62 24.67 37.33 16.49
17.35 22.99 25.32 26.74 25.57 29.61 19.67 37.44 19.62 16.06 21.92 14.81 19.40 18.54 18.38 26.01 31.30 25.73 27.62 22.48 28.04 16.69 24.20 30.48 17.58 21.92 28.23 26.31 17.14 15.92 13.94 25.95 26.99 20.79 17.75 22.32 25.39 36.83 23.85 16.16 13.21 22.50 35.10 17.23
17.70 23.51 26.26 25.84 25.04 29.65 20.20 40.77 19.77 16.58 19.26 15.75 20.02 18.92 17.84 26.28 31.03 25.22 28.03 22.38 28.53 17.41 24.68 30.21 17.68 21.16 28.65 26.23 17.13 16.17 14.23 26.14 27.43 21.26 18.55 21.67 25.10 37.89 24.31 16.80 13.14 22.62 35.02 17.90
18.48 24.87 25.83 24.34 24.70 29.44 20.84 41.30 19.56 17.68
22.65 17.05 24.89 28.45
22.72 16.60 22.59 28.51
27.19 32.52 22.31 19.90 32.36 22.85 22.48 21.85
-0.071 -0.201 -0.425 0.036 -0.119 -0.199 -0.122 -0.268 0.086 -0.208 -0.003 -0.211 -0.276 -0.187 -0.062 -0.152 -0.189 -0.208 -0.172 -0.092 -0.127 0.013 -0.180 -0.183 -0.249 -0.008 -0.122 -0.368 -0.249 -0.288 -0.046 -0.256 -0.370 0.004 -0.275 -0.430 -0.083 -0.138 -0.241 0.000 -0.223 -0.196 -0.038 -0.257
-0.072 -0.193 -0.262 0.019 -0.184 -0.187 -0.067 -0.178 0.071 -0.192 0.028 -0.151 -0.200 -0.194 -0.094 -0.145 -0.113 -0.171 -0.150 -0.036 -0.095 -0.040 -0.173 -0.032 -0.106 0.016 -0.119 -0.192 -0.227 -0.106 -0.047 -0.154 -0.215 -0.033 -0.255 -0.195 -0.059 -0.063 -0.193 -0.025 -0.194 -0.171 -0.038 -0.147
-0.073 -0.175 -0.209 -0.019 -0.142 -0.162 -0.051 -0.153 0.041 -0.156 0.091 -0.132 -0.190 -0.193 -0.099 -0.110 -0.104 -0.168 -0.149 -0.008 -0.115 -0.095 -0.157 -0.050 -0.054 0.001 -0.113 -0.156 -0.182 -0.093 -0.049 -0.168 -0.162 0.011 -0.214 -0.122 -0.054 -0.079 -0.164 -0.051 -0.184 -0.163 -0.052 -0.118
-0.066 -0.131 -0.143 -0.068 -0.155 -0.107 -0.051 -0.175 -0.008 -0.085
-0.090 -0.261 -0.097 -0.121
-0.094 -0.252 -0.087 -0.114
-0.101 -0.202 -0.067 -0.094
-0.108 -0.098 -0.098 -0.171 -0.103 -0.106 -0.053 -0.044 -0.004 0.016
-0.239 -0.363 -0.459 -0.355 -1.033 -0.166 -0.122 -0.029
-0.205 -0.164 -0.207 -0.315 -0.256 -0.076 -0.131 -0.042
-0.206 -0.136 -0.184 -0.249 -0.110 -0.078 -0.117 -0.067
-0.176 -0.110 -0.121 -0.155 -0.080 -0.086 -0.104 -0.069
0.057 -0.223 -0.172 -0.294 -0.268
-0.163 -0.151 -0.144 -0.206 -0.121
-0.148 -0.124 -0.156 -0.196 -0.116
-0.105 -0.127 -0.115 -0.112 -0.092
25.17
24.50
24.31
23.14
20.47 41.99
20.46 40.16
20.16 39.96
16.34 20.95 19.57 17.60 27.49 31.18 24.78 29.12 22.67 29.28 18.21 25.85 29.34 18.16 21.33 29.13 25.55 17.32 17.51 14.66 27.92 28.48 21.89 19.85 21.15 25.76 35.60 25.05 16.83 13.43 23.17 35.48 18.41
16.90 22.21 20.21 17.70 28.60 32.27 24.79 30.17 23.21 29.08 18.55 26.24 28.57
20.66 17.42 29.22 33.94 23.46 30.31 21.54 27.53 18.55 26.24 28.48
29.91 24.50
28.13 23.96
23.42
18.08
18.70
18.81
30.08 22.85
30.92 23.47
31.18 22.46
20.62
20.63
20.41
36.30
38.43
36.66
14.03 23.09 35.22 18.74
14.15 22.71 36.20 18.87
12.75 22.82 35.01
22.89 16.86 22.18 28.60
24.33 17.88 22.19 29.25
24.99 18.25
24.99 18.68
30.34
30.52
26.95 32.41 21.97 20.72 31.19 20.58 22.78 21.97
26.86 33.09 22.04 21.66 31.36 20.48 23.38 21.71
27.23 33.92 22.84 22.28 31.51 21.14 25.04 20.89
28.31 34.34 23.58 25.30 24.58 21.56 25.00
28.31 34.54 23.44
22.71 35.58 45.74 47.16 20.15
23.49 32.40 41.73 46.60 20.62
23.75 32.32 40.84 45.58 20.62
24.10 33.09 39.93 42.74 21.90
23.90 33.97 38.17 40.09 24.10
23.90 33.97 37.33 39.64 24.34
17.21
17.68
18.29
18.76
19.05
19.22
18.17 24.92 19.05 15.93 27.13 19.17 16.34 21.11 26.76 25.20 18.97 15.48
18.73 25.42 19.25 15.91 26.86 19.63 17.13 21.23 24.90 23.15 18.91 15.82
19.41 25.92 19.68 15.96 27.10 20.96 18.01 21.47 23.63 22.62 18.79 16.55
20.96 27.57 20.63 14.70 27.39 21.79 19.27 21.09 21.59 23.32 19.25 18.06
16.21
16.03
15.65
15.59
31.14 15.84 22.88
23.72 15.99 22.61
23.23 16.31 22.35
23.28 17.74 23.37
74.93 20.59 26.72 46.33 25.99 31.38
63.13 20.69 23.45 38.31 25.99 32.35
58.73 20.89 23.43 36.56 25.99 32.66
51.29 21.13 23.97 35.76 25.99 33.07
38.85
40.16
39.19
25.05 32.02
25.21 31.15
33.25
33.25
-0.259 0.130 -0.373 -0.087 0.000 -0.299
-0.277 0.132 -0.164 -0.004 0.000 -0.153
-0.284 0.136 -0.142 0.008 0.000 -0.125
-0.243 0.120 -0.131 0.038 0.000 -0.064
0.113 0.091 0.095 0.002 0.002 0.001 0.000 0.002 0.000 -0.001 -0.001 -0.002 -0.083 -0.070 -0.076 0.013 0.007 0.005 0.003 0.001 0.066 0.080 0.115 0.006 0.002 0.001 -0.001 -0.001 0.000 0.000 0.000 0.000 -0.071 -0.071 0.022 0.008 0.005 0.003 0.000
-0.001 0.001
24.59 33.52
25.20 26.61 20.86 27.73 25.10 20.59 28.10
24.88 26.14 20.31 28.20 24.94 20.04 27.75
24.59 25.31 20.19 28.04 24.70 20.69 27.49
24.98 22.77 22.34 28.62 24.17 21.91 27.28
21.71
21.10
28.34
26.86
26.51
-0.081 0.002 -0.183 -0.090 -0.114 -0.223 -0.095
-0.026 0.095 -0.179 -0.085 -0.119 -0.187 -0.143
0.062 -0.002 0.069 0.080 0.119 0.009 0.026 -0.101 -0.099 0.017 -0.133 0.051 -0.128 -0.190 -0.158 0.001
0.026 -0.001 0.030 0.006 0.005 0.018 0.000
0.003 -0.001 0.018 0.006 0.003 0.010 0.000
0.005 0.001 0.001 0.006 0.003 0.002 0.002 0.001 0.004 0.000 0.000 -0.001
0.001
29.25 23.79
-0.088 -0.044 -0.219 -0.103 -0.127 -0.219 -0.090
0.478
29.38 23.95 24.04 26.40
-0.655 -0.066 -0.343 -0.164 -0.257 -0.277 -0.026
16.54 20.10 48.99 33.24
15.95 19.93 45.97 33.11
16.37 20.06 44.72 32.84
18.30 20.16 41.25 32.39
19.16 20.43 40.58
20.44 37.71
37.67
-0.406 -0.186 0.005 0.104
-0.262 -0.091 0.200 0.061
-0.249 -0.084 0.061 -0.031
-0.177 -0.155 0.095 -0.102 -0.042 -0.035 0.017 -0.050 -0.069 -0.057 -0.107 0.030 -0.176 -0.003
0.050 0.002 0.006 -0.002
0.033 0.002 0.004 -0.001
0.011 0.002 0.003 0.002
32.46 20.44 26.84 16.48 25.20 18.40
30.11 20.73 25.81 16.85 24.79 18.70
29.43 21.33 25.88 17.45 24.96 19.33
28.08 22.58 24.77 18.74 26.27 20.38
26.18
25.36
25.97
25.12 20.07 25.54
24.84 20.41 25.31
25.14 20.97 25.03
-0.082 0.066 -0.158 -0.462 -0.361 -0.129
-0.056 0.050 -0.111 -0.170 -0.217 -0.131
-0.050 0.016 -0.134 -0.146 -0.175 -0.135
-0.077 -0.046 -0.167 -0.132 -0.091 -0.109
0.005 -0.008 -0.086 0.001 0.007 -0.123 -0.120 -0.094 0.002 -0.071 -0.055 -0.048 0.028 -0.010 -0.012 0.021 0.034 0.005
0.001 0.006 0.001 0.011 0.008 0.004
0.000 0.004 0.001 0.004 0.006 0.004
0.001 -0.001 0.000 0.002 0.001 0.000 0.001 0.004 0.002 0.002 0.002 0.000 -0.001 0.004
12.32 42.86 21.35 23.39 24.93
12.90 34.53 22.11 22.69 24.79
13.37 32.39 23.08 22.41 24.95
14.13 29.91 24.48 21.93 25.03
13.80 28.54 26.41 21.05 24.25
13.80 28.54
-0.127 -0.305 -0.162 -0.113 -0.414
-0.105 -0.135 -0.145 -0.059 -0.250
-0.100 -0.116 -0.135 -0.052 -0.196
-0.162 -0.154 -0.114 -0.056 -0.144
-0.155 -0.133 -0.072 -0.081 -0.096
0.013 0.002 0.013 0.002 0.006
0.006 0.001 0.007 0.001 0.004
0.005 0.003 0.002 0.001 0.001
0.003 0.001 0.000 0.002 0.000
0.003 0.001
19.68
18.45
18.52
19.79
19.84
19.84
0.013
0.013
0.014
0.003
0.002
0.002
28.44
28.85
29.46
31.06
31.09
31.29
-0.197 -0.185 -0.170 -0.131 -0.040 -0.022 -0.046 0.024
0.007
0.005
0.002
0.002
0.002
22.95 21.23 25.00
17.60 29.21 34.59 22.99 28.44 21.11 28.05
34.22 23.32
21.03
36.28 37.90 22.11
28.34 20.64 13.24 28.51 21.43 19.77
28.52 20.22 13.24 29.39 21.43 19.77
29.34 20.59
21.06
20.77
20.52
18.57
18.57
16.19
16.19
21.46 24.91
31.39 21.43
16.19
25.04
-0.147 -0.169 -0.124 -0.129 -0.101 -0.120 -0.131 -0.123 -0.031 -0.112 -0.079 -0.126 -0.037 -0.039 -0.051 -0.098 -0.140 -0.108 -0.083 -0.092 -0.078 -0.137 -0.002 -0.111 -0.151 -0.026 -0.088 -0.134 -0.075 -0.144 -0.123 -0.066 -0.101
-0.124 -0.124
0.005 0.005 0.005 0.004 0.008 0.007 0.005 0.002 0.001 0.001 0.071 0.027 0.013 0.001 0.005 0.004 0.003 0.002 0.014 0.009 0.003 0.003 0.002 0.002 0.004 0.007 0.006 0.003 -0.001 0.029 0.007 0.004 0.002 0.001 0.000 0.000 0.042 0.007 0.006 0.002 0.001 0.003 0.002 0.004 0.005 0.005 0.004 0.018 0.016 0.011 0.004 0.008 0.007 0.006 0.057 0.025 0.017 0.009 0.004 0.046 0.016 0.009 0.004 0.001 0.021 0.011 0.008 0.004 0.002 0.001 0.001 0.001 0.001 0.000 -0.001 -0.001 -0.002 0.022 0.006 0.003 0.002 0.001 0.000 0.000 0.029 0.005 0.002 0.002 0.001 0.001 0.001 0.019 0.005 0.003 0.002 0.001 0.001 0.001 0.025 0.008 0.005 0.002 0.002 0.001 0.002 0.026 0.006 0.002 0.001 0.000 0.001 0.001 0.023 0.004 0.003 0.002 0.002 0.002 0.005 0.006 0.007 0.005 0.005 0.003 0.003 0.005 0.005 0.004 0.002 0.001 0.001 0.005 -0.002 0.000 0.000 0.001 0.001 0.009 0.006 0.003 0.004 0.001 0.000 0.000 0.002 0.003 0.003 0.002 0.002 0.001 0.001 0.031 0.009 0.006 0.005 0.003 0.004 0.004 0.023 0.020 0.013 0.003 0.037 0.017 0.008 0.005 0.002 0.002 0.001 0.000 0.000 0.000 0.001 0.052 0.018 0.010 0.001 0.023 0.007 0.004 0.002 0.001 0.000 -0.001 0.009 0.008 0.003 0.002 0.001 0.001 0.001 0.007 0.007 0.006 0.003 0.015 0.006 0.002 0.003 0.002 0.001 0.001 0.005 0.000 0.000 0.000 0.010 0.005 0.003 0.003 0.001 0.000 0.002 0.009 0.007 0.003 0.002 0.001 0.003 0.005 0.004 0.031 0.015 0.011 0.006 0.002 0.002 0.005 0.019 0.007 0.005 0.002 0.001 0.001 0.001 0.007 0.003 0.001 0.002 0.001 -0.002 -0.003 0.016 0.008 0.007 0.004 0.003 0.003
25.17
-0.099 -0.021 0.103 -0.057 -0.039 -0.033 -0.211 -0.193 -0.150
-0.107 -0.120 -0.091 -0.094 -0.062 -0.069 -0.138 -0.091 0.005 -0.205 -0.061 -0.079 -0.065
-0.079 -0.095 -0.043 -0.043 -0.255 -0.076 0.020 -0.149 -0.061 -0.079 -0.059
-0.038 -0.061 -0.098 -0.069 -0.050 -0.057 -0.033 -0.023
-0.067 -0.041 -0.014 -0.002 0.010 -0.010 -0.099 -0.070 -0.047 0.109
0.175
-0.081 -0.077 -0.027 -0.057
-0.072 -0.062 -0.059 -0.060 0.001 0.006 -0.026
0.286
0.002 0.019 0.007 0.006
0.002 0.009 0.002 0.001
0.002 0.007 0.001 0.001
0.002 0.004 0.000 0.000
0.001 0.003
-0.076 -0.069 -0.074 -0.082 0.370 -0.057 -0.078
-0.076 0.020 -0.052 -0.035 0.026 -0.078 -0.054 0.017 0.055 0.467 0.096 -0.056 -0.038 0.017 -0.078 0.021 0.004
0.007 0.005 0.008 0.024 0.015 0.007 0.005 0.003
0.005 0.002 0.002 0.002 0.007 0.003 0.013 0.004 0.006 0.004 0.003 0.003 0.002 0.002 0.001 -0.001
0.000 0.001 0.001 0.001 0.007 0.001 0.002
-0.073 -0.096 -0.081 -0.029 -0.031
-0.073 -0.096 -0.003 0.189 -0.018 -0.066 -0.046 -0.026
0.023 0.010 0.014 0.024 0.028
0.003 0.005 0.005 0.003 0.007
0.003 0.004 0.003 0.000 0.003
0.001 0.000 0.000 0.003 0.000 0.000 0.001 0.001 0.001 0.002 0.001 -0.001 -0.001 0.001 0.003 0.001 0.000 0.002
0.003
0.038
0.007 -0.059 -0.092 -0.088
0.029
0.007
0.003
0.003
-0.286 -0.238 -0.107 0.156 -0.011 -0.285 0.013 -0.212 0.011 -0.167 0.086 -0.093
-0.219 -0.239 -0.108 -0.027 -0.054 -0.122 -0.048 -0.197 -0.023 -0.127 0.080 -0.096
-0.132 -0.197 -0.109 -0.164 -0.062 -0.128 -0.084 -0.164 -0.073 -0.146 0.068 -0.103
0.023 0.031 0.007 0.045 0.026 0.017 0.006 0.009 0.008 0.039 0.004 0.012
0.007 0.009 0.006 0.013 0.007 0.003 0.006 0.008 0.002 0.009 0.004 0.011
0.004 0.005 0.005 0.003 0.003 0.002 0.004 0.007 0.002 0.003 0.003 0.008
0.001 0.002 0.003 0.002 0.003 0.000 0.003 0.004 0.001 0.003 0.002 0.003
-0.271 -0.258 -0.230 -0.168 -0.148 -0.148 -0.148 0.031
0.028
0.022
0.009
0.170 -0.009 -0.060 -0.072 -0.202 -0.180 -0.131 -0.058 -0.056 -0.036 -0.044 -0.040
0.006 0.005 0.006
0.000 0.004 0.003
0.000 0.003 0.001
-0.094 -0.149 -0.094 -0.110 -0.106 -0.130 -0.043 -0.072 -0.093 -0.139 0.037 -0.111
-0.064 -0.068 0.016 -0.102 -0.129 -0.028
-0.064 -0.030 0.016 -0.090 -0.129 -0.028
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.053 -0.024 -0.043 -0.129
-0.058 -0.050 -0.040
-0.044 -0.044
0.020 0.005 0.026
0.592
-0.155 -0.133
0.033 0.008 0.045 -0.100 0.004 -0.076 -0.070 0.023
-0.254 -0.084 -0.111 -0.106 -0.081 -0.081 31.94
-0.077 -0.030 -0.013 -0.228 -0.100 0.033 -0.229
0.001 0.002
0.000 -0.001 0.000 0.000 0.001 0.008 0.001 0.002
0.000 0.001
0.001
0.001
0.001
0.001 0.001 0.001 0.002 0.000 0.002
0.001 0.001 0.001 0.000 0.000 0.002
0.000 0.001
0.001
0.002
0.003
0.002
0.002
0.005
0.005
0.004 0.001 0.003
0.001 0.000
0.000 0.000
0.005
0.002 0.000
0.000
0.002 0.001
0.003
0.000
0.000
0.001 0.002
0.003
0.002 0.000
0.000 0.000 0.001 0.000
0.000
0.002
06.08.2013
Stoxx 600 Index
Ticker
Name
GICS_SECTOR_NAME
ATM2 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
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
TIT IM Equity
TELECOM ITALIA SPA
Telecommunication Services 0.48
4.20%
21.04.2014
47.16
46.60
45.58
42.74
40.09
39.64
SVT LN Equity
SEVERN TRENT PLC
Utilities
1778.00
4.52%
04.12.2013
15.84
15.99
16.31
17.74
EDEN FP Equity
EDENRED
Industrials
24.25
3.63%
26.05.2014
23.88
20.64
20.78
21.03
20.28
19.80
37.90
-0.294 -0.206 -0.196 -0.112 -0.029 -0.018 -0.066 0.024
0.003
0.000
0.001 -0.001 -0.001 0.001
-0.202 -0.180 -0.131 -0.058
0.005
0.005
0.004
0.003
-0.089 -0.091 -0.106 -0.078 -0.045 -0.041
0.005
0.001
0.001
OMV AV Equity
OMV AG
Energy
34.21
3.65%
19.05.2014
25.20
24.88
24.59
24.98
21.71
21.10
0.001
0.002
0.003
-0.655 -0.088 -0.081 -0.026 0.478
0.062
0.026
0.003
RRS LN Equity
RANDGOLD RESOURCES LTD
Materials
4547.00
0.79%
07.05.2014
33.24
33.11
32.84
32.39
0.005
0.001
TPK LN Equity
TRAVIS PERKINS PLC
Industrials
1703.00
1.76%
30.04.2014
0.001
BVI FP Equity
BUREAU VERITAS SA
Industrials
22.73
1.86%
11.06.2014
23.39
22.69
22.41
21.93
21.05
21.46
0.004
0.002
0.001
0.001
HEIO NA Equity
HEINEKEN HOLDING NV
Consumer Staples
49.08
2.08%
26.08.2013
GAS SQ Equity
GAS NATURAL SDG SA
Utilities
15.34
6.13%
08.01.2014
32.46
30.11
29.43
28.08
26.18
25.36
25.97
-0.082 -0.056 -0.050 -0.077 0.005 -0.008 -0.086 0.001
0.001
0.000
0.001 -0.001 0.000
0.002
0.002 0.000
SAB SQ Equity
BANCO DE SABADELL SA
Financials
35.71
36.62
32.16
0.000
0.104
0.592
0.061 -0.031 -0.176
-0.003 -0.002 -0.001 0.002
-0.113 -0.059 -0.052 -0.056 -0.081 -0.100
1.61
4.94%
10.09.2013
42.58
40.68
40.21
40.60
-0.130 -0.412 -0.417 -0.481 -0.160 -0.230 0.148
0.002
0.002
0.005
0.001
112.10
1.34%
05.09.2014
23.71
23.71
23.71
23.71
0.000
0.000
0.000
0.000
0.000
0.000
8.99
6.67%
07.04.2014
30.00
24.73
26.11
27.50
0.027 -0.106 -0.086 -0.063
0.020
0.001
Materials
75.51
2.52%
29.05.2014
26.69
26.82
27.11
27.85
-0.118 -0.114 -0.106 -0.087 -0.081 -0.081
Materials
514.00
3.35%
23.04.2014
Information Technology
353.30
3.23%
12.02.2014
18.40
18.70
19.33
20.38
-0.129 -0.131 -0.135 -0.109
45.92
5.44%
18.04.2014
20.86
20.31
20.19
22.34
14.59
5.41%
18.11.2013
18.82
19.48
19.62
20.56
19.61
19.61
2626.00
2.13%
17.04.2014
19.20
18.85
18.56
18.10
18.24
18.32
2.58%
12.03.2014
22.95
23.12
23.70
23.76
09.06.2014
56.67
51.42
50.88
53.41
54.69
53.72
55.32
-0.172 -0.010 -0.029 -0.096 -0.047 0.019 -0.015 0.027
0.008
0.003
28.26
26.87
25.97
24.60
22.45
20.71
20.69
-0.152 -0.154 -0.152 -0.198 -0.144 -0.107 -0.087 0.003
0.002
-0.125 -0.126 -0.013 -0.013
0.024
-0.260 -0.231 -0.168 -0.065 -0.288 -0.299 -0.223
EKTAB SS Equity ELEKTA AB-B SHS
Health Care
UPM1V FH Equity UPM-KYMMENE OYJ
Materials
AKE FP Equity
ARKEMA
REX LN Equity
REXAM PLC
SGE LN Equity
SAGE GROUP PLC/THE
ORK NO Equity
ORKLA ASA
Consumer Staples
ATL IM Equity
ATLANTIA SPA
Industrials
SIK VX Equity
SIKA AG-BR
Materials
WMH LN Equity
WILLIAM HILL PLC
Consumer Discretionary
457.40
ALU FP Equity
ALCATEL-LUCENT
Information Technology
1.97
REE SQ Equity
RED ELECTRICA CORPORACION SA
Utilities
PSN LN Equity
PERSIMMON PLC
Consumer Discretionary
TDC DC Equity
TDC A/S
TATE LN Equity
TATE & LYLE PLC
42.00
6.07%
02.01.2014
1288.00
7.38%
30.10.2013
Telecommunication Services 48.40
7.64%
07.03.2014
36.86
25.14
21.91
21.91
Consumer Staples
19.70
28.74
28.74
830.50
3.31%
27.11.2013
19.71
19.65
19.50
NRE1V FH Equity NOKIAN RENKAAT OYJ
Consumer Discretionary
33.81
4.73%
14.04.2014
27.05
27.04
27.67
CO FP Equity
CASINO GUICHARD PERRACHON
Consumer Staples
77.90
4.24%
24.04.2014
21.34
21.98
22.33
22.89
23.35
23.31
SCR FP Equity
SCOR SE
Financials
24.56
5.09%
07.05.2014
19.18
19.40
19.87
20.83
21.84
SOON VX Equity
SONOVA HOLDING AG-REG
Health Care
106.00
1.70%
20.06.2014
21.03
20.97
21.41
22.40
23.21
HMSO LN Equity
HAMMERSON PLC
Financials
533.00
3.53%
02.04.2014
TRN IM Equity
TERNA SPA
Utilities
3.36
5.96%
18.11.2013
14.99
15.04
15.24
16.11
16.67
16.67
STM IM Equity
STMICROELECTRONICS NV
Information Technology
6.61
4.68%
23.06.2014
34.40
34.43
34.39
34.85
35.36
34.28
FR FP Equity
VALEO SA
Consumer Discretionary
60.28
2.49%
27.06.2014
27.92
28.23
28.89
29.96
30.21
30.21
SLHN VX Equity
SWISS LIFE HOLDING AG-REG
Financials
175.40
2.57%
25.04.2014
22.82
20.64
20.70
21.31
22.07
22.41
ARYN SE Equity
ARYZTA AG
Consumer Staples
ZC FP Equity
ZODIAC AEROSPACE
Industrials
VIE FP Equity
VEOLIA ENVIRONNEMENT
Utilities
RAND NA Equity
RANDSTAD HOLDING NV
Industrials
SCVB SS Equity
SCANIA AB-B SHS
Industrials
TW/ LN Equity
TAYLOR WIMPEY PLC
Consumer Discretionary
III LN Equity
3I GROUP PLC
Financials
MRO LN Equity
MELROSE INDUSTRIES PLC
Industrials
MNDI LN Equity
MONDI PLC
AHT LN Equity BALN VX Equity SPM IM Equity
0.003
0.002
0.006
0.000
0.004
0.003
0.001 -0.001 0.000
0.000
0.005
0.004
0.004
0.004
-0.343 -0.219 -0.183 -0.179
0.069
0.030
0.018
0.006
-0.221 -0.321 -0.294 -0.197 -0.122 -0.122
0.035
0.011
0.008
0.003
0.004
0.004
-0.133 -0.098 -0.093 -0.080 -0.077 -0.077
0.003
0.002
0.002
0.002
0.001
0.001
-0.158 -0.141 -0.105 -0.025
-0.005 -0.005 -0.003 0.001 0.001
0.001
0.001
0.000
0.001
0.002
0.001
0.001
0.000
0.038
0.043
0.043
0.009
0.001 0.002
0.000
0.000
0.008
0.005
0.019
0.008
0.005
-0.228 -0.159 -0.152 -0.131 -0.102 -0.087 -0.130 0.025
0.005
0.006
0.003
0.002
0.001
21.84
-0.169 -0.172 -0.177 -0.178 -0.072 -0.072
0.014
0.012
0.008
0.003
0.001
0.001
23.28
-0.028 -0.150 -0.150 -0.129 -0.088 -0.081
0.020
0.007
0.004
0.003
0.002
0.002
-0.169 -0.185 -0.166 -0.080 -0.054 -0.054
22.56
34.75 21.72
0.024
0.005
0.005
0.002
0.000
0.000
-0.222 -0.126 -0.101 -0.120 -0.086 0.018 -0.054 0.017
0.002
0.001
0.001
0.001
0.001
-0.178 -0.174 -0.167 -0.142 -0.110 -0.110
0.008
0.007
0.005
0.002
0.001
0.001
-0.187 -0.164 -0.151 -0.128 -0.091 -0.081 -0.089 0.019
0.006
0.005
0.004
0.002
0.001
0.001 0.001
58.10
1.19%
29.01.2014
22.32
20.45
20.23
19.90
19.76
20.06
-0.047 -0.083 -0.061 -0.048 -0.041 -0.052
0.009
0.004
0.003
0.002
0.001
0.001
112.20
1.43%
13.01.2014
19.48
18.23
18.59
18.69
18.62
19.32
-0.091 -0.101 -0.081 -0.084 -0.057 -0.058
0.013
0.001
0.001
0.001
0.000
0.000
10.33
6.78%
22.05.2014
29.07
27.69
27.95
29.05
30.65
29.69
-0.192 -0.142 -0.124 -0.100 -0.046 -0.070 -0.115 0.029
0.005
0.004
0.002
0.000
0.001
0.000
36.72
2.72%
03.04.2014
26.34
25.87
25.91
26.62
-0.323 -0.182 -0.139 -0.143
0.022
0.007
0.003
0.003
135.80
3.61%
06.05.2014
20.66
22.35
22.61
24.50
-0.261 -0.197 -0.191 -0.135 -0.090
0.055
0.017
0.007
0.003
113.70
0.80%
16.04.2014
381.70
2.23%
11.12.2013
19.64
19.62
19.57
19.79
0.083
0.012
0.011
0.008
0.002
288.60
2.98%
18.09.2013
Materials
985.50
2.89%
21.08.2013
ASHTEAD GROUP PLC
Industrials
719.00
1.25%
15.01.2014
BALOISE HOLDING AG - REG
Financials
102.60
4.39%
06.05.2014
19.61
18.97
18.38
18.32
17.35
17.16
-0.226 -0.244 -0.216 -0.170 -0.107 -0.092 -0.079 0.028
0.009
0.006
0.004
0.003
0.003
0.004
SAIPEM SPA
Energy
16.42
19.05.2014
31.38
32.35
32.66
33.07
33.25
33.25
-0.299 -0.153 -0.125 -0.064 -0.071 -0.071
0.022
0.008
0.005
0.003
0.000
0.000
EEE GA Equity
COCA-COLA HBC AG-CDI
Consumer Staples
21.05
CRDA LN Equity
CRODA INTERNATIONAL PLC
Materials
MEO GY Equity
METRO AG
Consumer Staples
29.73
29.27
28.40
-0.303 -0.151 -0.090 -0.100 -0.104 -0.062 0.006
0.030
0.000
0.000
0.003
BDEV LN Equity
BARRATT DEVELOPMENTS PLC
Consumer Discretionary
-0.110 -0.104 -0.090 -0.059
CLN VX Equity
CLARIANT AG-REG
Materials
25.73
26.72
28.19
0.001
0.001
0.001
SUBC NO Equity
SUBSEA 7 SA
LUPE SS Equity
LUNDIN PETROLEUM AB
ANTO LN Equity DIA SQ Equity
0.000
UMI BB Equity
2525.00
2.55%
28.36
29.42
25.93
16.65
0.061
0.014 -0.053
0.001
30.04.2014 14.02.2014
26.27
26.12
26.69
28.39
357.00
0.98%
23.10.2013
25.00
25.00
25.16
25.17
14.85
2.22%
27.03.2014
20.83
21.21
22.08
24.04
Energy
110.90
3.21%
01.07.2014
33.74
33.09
31.78
30.21
Energy
143.30
28.00
26.44
26.23
26.20
ANTOFAGASTA PLC
Materials
880.00
1.89%
18.09.2013
34.28
34.50
34.98
35.48
DISTRIBUIDORA INTERNACIONAL
Consumer Staples
6.31
2.38%
16.07.2014
36.95
33.91
31.83
27.60
24.73
23.59
UMICORE
Materials
34.52
2.90%
02.05.2014
22.79
22.05
22.16
22.34
22.71
22.71
-0.202 -0.148 -0.150 -0.133 -0.127 -0.127
0.030
ILD FP Equity
ILIAD SA
Telecommunication Services 183.10
0.21%
03.06.2014
28.42
29.05
26.82
26.04
26.63
26.67
-0.171 -0.122 -0.116 -0.093 -0.069 -0.075
QIA GY Equity
QIAGEN N.V.
Health Care
20.26
21.15
21.66
22.73
23.29
23.22
COB LN Equity
COBHAM PLC
Industrials
306.50
3.16%
09.10.2013
WG/ LN Equity
WOOD GROUP (JOHN) PLC
Energy
889.50
1.46%
28.08.2013
AMEC LN Equity
AMEC PLC
Energy
1086.00
3.59%
27.11.2013
PGHN SE Equity
PARTNERS GROUP HOLDING AG
Financials
251.75
2.58%
05.05.2014
22.77
22.74
22.74
22.75
23.23
23.02
SDR LN Equity
SCHRODERS PLC
Financials
2574.00
1.94%
14.08.2013
ACS SQ Equity
ACS ACTIVIDADES CONS Y SERV
Industrials
21.95
5.38%
07.07.2014
25.88
25.26
25.02
22.59
21.35
22.09
ISYS LN Equity
INVENSYS PLC
Industrials
503.50
1.20%
13.11.2013
24.31
23.79
22.69
24.21
ISAT LN Equity
INMARSAT PLC
Telecommunication Services 725.00
4.22%
14.05.2014
PFC LN Equity
PETROFAC LTD
Energy
1268.00
3.85%
18.09.2013
23.73
24.14
25.03
25.67
LISN SE Equity
LINDT & SPRUENGLI AG-REG
Consumer Staples
42710.00
1.52%
22.04.2014
15.37
14.62
14.59
14.57
15.06
15.17
HO FP Equity
THALES SA
Industrials
39.32
2.54%
11.12.2013
25.12
25.35
25.55
26.03
26.79
26.60
24.69
GFS LN Equity
G4S PLC
Industrials
228.50
4.25%
18.09.2013
INF LN Equity
INFORMA PLC
Consumer Discretionary
533.00
3.64%
23.04.2014
LXS GY Equity
LANXESS AG
Materials
44.62
1.79%
26.05.2014
36.76
32.12
31.59
31.13
29.89
30.51
30.61
-0.057 -0.041 -0.042 -0.046 0.007
0.019
0.045
SRP LN Equity
SERCO GROUP PLC
Industrials
644.50
1.54%
05.09.2013
ENG SQ Equity
ENAGAS SA
Utilities
18.18
6.93%
19.12.2013
23.20
23.13
23.25
23.58
24.12
24.08
24.57
-0.073 -0.073 -0.128 -0.207 -0.015 0.104
0.048
SY1 GY Equity
SYMRISE AG
Materials
32.97
2.27%
16.05.2014
30.83
25.78
25.10
25.79
28.25
28.11
BKG LN Equity
BERKELEY GROUP HOLDINGS
Consumer Discretionary
2347.00
2.51%
MTX GY Equity
MTU AERO ENGINES AG
Industrials
70.14
2.35%
09.05.2014
24.54
24.20
24.24
24.82
24.90
24.59
MEO1V FH Equity METSO OYJ
Industrials
26.91
6.87%
02.04.2014
27.95
26.98
26.98
JMT PL Equity
JERONIMO MARTINS
Consumer Staples
14.57
2.47%
05.05.2014
DSV DC Equity
DSV A/S
Industrials
147.60
1.06%
24.03.2014
20.79
20.69
21.83
23.47
IAG LN Equity
INTL CONSOLIDATED AIRLINE-DI
Industrials
329.20
04.03.2014
34.59
33.53
32.82
32.06
PRY IM Equity
PRYSMIAN SPA
Industrials
17.22
2.61%
21.04.2014
28.12
28.11
28.57
28.54
27.78
27.78
CABK SQ Equity
CAIXABANK S.A
Financials
2.85
8.08%
10.09.2013
26.03
25.91
24.88
25.27
26.31
20.09
19.80
-0.160 -0.203 -0.138 -0.167 -0.183 0.189
PSM GY Equity
PROSIEBEN SAT.1 MEDIA AG-PRF
Consumer Discretionary
33.46
4.36%
23.07.2014
32.70
32.82
32.78
32.36
33.48
33.40
34.67
-0.145 0.053
HNR1 GY Equity
HANNOVER RUECKVERSICHERU-REG Financials
57.10
4.73%
08.05.2014
23.15
22.13
22.18
22.62
22.83
23.16
22.98
-0.254 -0.161 -0.127 -0.123 -0.076 -0.077 -0.082 0.021
0.006
SKG ID Equity
SMURFIT KAPPA GROUP PLC
Materials
15.03
2.21%
25.09.2013
37.30
35.91
36.01
35.54
34.02
34.86
-0.085 -0.037 -0.008 -0.013 -0.005 0.013
0.002
LHA GY Equity
DEUTSCHE LUFTHANSA-REG
Industrials
14.84
3.37%
08.05.2014
25.34
26.00
26.38
27.08
28.26
26.92
EZJ LN Equity
EASYJET PLC
Industrials
1448.00
1.80%
26.02.2014
SPSN VX Equity
SWISS PRIME SITE-REG
Financials
68.90
5.22%
21.04.2014
14.55
13.89
13.92
14.00
14.74
14.77
-0.207 -0.058 -0.051 -0.043 -0.001 -0.005
KN FP Equity
NATIXIS
Financials
32.28
-0.321 -0.210 -0.177 -0.160 -0.186 -0.085
16.13
27.55 23.91
23.18
0.008
0.004
0.002
0.000
0.000
0.001
0.002
-0.275 -0.122 -0.119 -0.104 -0.057 -0.057 -0.041 0.032
0.009
0.004
0.003
-0.126 -0.129 -0.133 -0.166
0.011
0.010
0.007
0.003
-0.312 -0.149 -0.121 -0.097 -0.018
0.045
0.013
0.007
0.002
-0.050 -0.051 -0.052 -0.042
0.009
0.008
0.005
0.002
-0.260 -0.242 -0.221 -0.169 -0.144 -0.124 -0.118 0.003
0.001
0.001
0.000
0.000
0.000
0.007
0.003
0.003
0.002
0.002
0.008
0.004
0.003
0.002
0.001
0.001
-0.151 -0.128 -0.111 -0.075 -0.081 -0.082 -0.078 0.024
0.007
0.002
0.002
0.001
0.002
-0.133 -0.006 -0.001 -0.001 0.012
0.014
0.000
0.000
0.000
0.000
0.000
0.002
0.002
0.004
0.005
0.003
0.487
0.023
0.020
0.013
0.001
0.003
0.003
0.003
0.000
0.007
0.000
0.000
0.000
0.000
0.000
-0.206 -0.122 -0.110 -0.075 -0.056 -0.052 -0.065 0.023
0.005
0.003
0.002
0.000
0.000
0.001
0.013
0.004
0.002
0.002
0.001
0.000
0.000
0.001
0.000
0.001
0.002 -0.001 -0.002 -0.001
28.56
-0.152 -0.112 -0.102 -0.102 -0.072 -0.070 -0.084 0.005
0.004
0.001
0.001
0.001
0.001
0.001
24.72
0.071 -0.059 -0.066 -0.067 -0.024 -0.022 -0.021 0.014
0.005
0.003
0.002
0.001
0.002
0.002
-0.160 -0.133 -0.133
0.009
0.002
0.002
-0.258 -0.207 -0.099 -0.091
0.027
0.009
0.001 -0.001
0.086 -0.061 -0.067 -0.032
0.006
0.004
0.002
0.002
-0.028 -0.149 -0.134 -0.079 -0.054 -0.054
0.017
0.003
0.002
0.001
0.001
0.001
0.163
0.005
0.006
0.004
0.003
0.003
0.083
0.009 -0.001 0.000
0.411
0.247
0.038
0.017 -0.025 -0.114 -0.174
3.94
2.54%
02.06.2014
38.20
32.34
30.94
30.83
31.30
TRELB SS Equity TRELLEBORG AB-B SHS
Industrials
118.30
2.70%
25.04.2014
21.45
21.33
23.17
27.20
27.20
LSE LN Equity
LONDON STOCK EXCHANGE GROUP
Financials
1630.00
1.92%
04.12.2013
24.73
24.46
23.88
23.12
FUR NA Equity
FUGRO NV-CVA
Energy
-0.072 0.003
25.98
0.008
0.054
0.006
0.039
0.019
0.047
-0.194 -0.157 -0.158 -0.123 0.014
-0.138 -0.031 0.000
0.000
0.024
0.079
0.035
0.095
0.000
-0.034 -0.032 -0.027 -0.006
46.13
3.47%
12.05.2014
25.53
23.41
23.37
23.80
23.81
23.81
STERV FH Equity STORA ENSO OYJ-R SHS
Materials
5.70
5.27%
23.04.2014
18.18
20.21
21.99
25.60
LI FP Equity
KLEPIERRE
Financials
33.36
4.65%
21.04.2014
28.15
26.75
25.89
25.30
24.38
24.18
INCH LN Equity
INCHCAPE PLC
Consumer Discretionary
638.00
2.62%
21.05.2014
VOE AV Equity
VOESTALPINE AG
Materials
29.38
3.23%
07.07.2014
25.69
23.47
23.90
25.37
32.58
ATO FP Equity
ATOS
Information Technology
58.28
1.17%
06.06.2014
20.17
20.60
21.51
23.29
24.52
ADM LN Equity
ADMIRAL GROUP PLC
Financials
1332.00
6.84%
11.09.2013
BKIR ID Equity
BANK OF IRELAND
Financials
0.18
14.08.2013
42.46
43.24
45.06
44.05
LONN VX Equity
LONZA GROUP AG-REG
Health Care
21.68
22.17
22.93
DRX LN Equity
DRAX GROUP PLC
Utilities
ANDR AV Equity
ANDRITZ AG
Industrials
25.07
24.66
25.36
SCH NO Equity
SCHIBSTED ASA
Consumer Discretionary
MAN GY Equity
MAN SE
Industrials
IIA AV Equity
IMMOFINANZ AG
Financials
RMV LN Equity
RIGHTMOVE PLC
SXS LN Equity PNN LN Equity
0.001
0.001 0.000
0.003
0.002
0.001
0.001
0.002
0.001
0.001
0.000
0.001
0.000
0.034
0.007
0.004
0.003
0.000
0.001
0.021
0.002
0.001
0.001
0.000
0.000
0.026
0.001 -0.002 0.004
0.003
0.003
0.004
0.000
0.000
0.000
0.000
-0.002 -0.001 0.000
0.001
0.012
0.007
0.004
-0.233 -0.104 -0.039 -0.035
0.030
0.006
0.002
0.002
-0.167 -0.192 -0.168 -0.191 -0.092 -0.087
0.008
0.003
0.002
0.003
34.24
-0.791 -0.328 -0.166 -0.099 0.338
0.549
0.046
0.021
0.008
0.005 -0.005 -0.008
24.52
-0.104 -0.102 -0.098 -0.085 -0.069 -0.069
0.006
0.005
0.004
0.002
0.001
0.001
44.21
44.13
-0.174 0.029
0.056 -0.031 0.002 -0.012
0.045
0.005 -0.002 -0.001 0.000
0.000
24.58
25.60
26.01
-0.283 -0.219 -0.169 -0.131 -0.050 -0.056
0.030
0.009
0.006
0.003
0.001
26.17
35.49
36.88
-0.417 -0.333 -0.136 -0.039 0.476
0.574
0.021
0.015
0.002
0.003 -0.008 -0.010
0.008 -0.008 -0.019 -0.050 0.008
0.010
0.007
0.001
0.001
0.003
0.192 -0.035 0.238
0.970
0.023
0.025
0.018
0.019 -0.012 -0.014
-0.398 -0.132 -0.109 -0.121 -0.077
0.088
-0.271 -0.044 -0.092 -0.117 -0.128
72.70
2.96%
07.04.2014
2.01%
23.04.2014
41.94
3.46%
26.03.2014
305.30
1.47%
16.05.2014
86.04
1.74%
10.06.2014
10.52
10.05
9.91
9.65
9.77
9.50
3.16
4.75%
08.10.2013
28.50
20.81
21.19
22.27
38.83
40.25
Consumer Discretionary
2462.00
1.06%
07.05.2014
SPECTRIS PLC
Information Technology
2206.00
PENNON GROUP PLC
Utilities
23.81
9.34
0.328
0.681
0.015
0.003
0.000 -0.001 0.000
-0.554 -0.271 -0.248 -0.196 -0.119 -0.119 -0.119 0.023
670.50
0.002
-0.112 -0.138 -0.138 -0.270 -0.367 -0.307 -0.330 0.002
22.65
0.013
0.000
0.002
0.002
0.002
0.002
0.001
0.000
0.000
0.001
0.002
0.000
1.93%
28.05.2014
705.00
4.14%
29.01.2014
TEL2B SS Equity TELE2 AB-B SHS
Telecommunication Services 84.30
5.93%
13.05.2014
15.40
16.72
17.47
18.72
22.62
0.040
0.016
0.006
0.002
BOL SS Equity
BOLIDEN AB
Materials
93.05
2.15%
06.05.2014
25.59
25.01
25.33
26.97
28.76
0.042
0.022
0.014
0.004
0.001
SEV FP Equity
SUEZ ENVIRONNEMENT CO
Utilities
11.05
5.89%
26.05.2014
28.75
29.43
29.22
28.17
27.81
26.21
24.57
-0.245 -0.164 -0.148 -0.109 -0.035 -0.023 -0.102 0.032
0.003
0.002
0.001
0.002
CAPC LN Equity
CAPITAL & COUNTIES PROPERTIE
Financials
362.50
0.41%
21.05.2014
SDF GY Equity
K+S AG-REG
Materials
16.93
8.27%
15.05.2014
74.93
63.13
58.73
51.29
38.85
40.16
39.19
-0.259 -0.277 -0.284 -0.243 0.113
0.002
0.002
0.001
0.000
0.002 -0.001 0.001
RXL FP Equity
REXEL SA
Industrials
18.87
4.13%
26.05.2014
NHY NO Equity
NORSK HYDRO ASA
Materials
25.05
2.99%
09.05.2014
45.16
30.75
34.11
31.11
-0.224 -0.344 -0.248 -0.200
0.083
0.063
0.035
0.012
ROR LN Equity
ROTORK PLC
Industrials
2890.00
1.67%
09.04.2014
COLR BB Equity
COLRUYT SA
Consumer Staples
41.88
2.39%
27.09.2013
20.42
20.64
20.23
20.61
20.08
20.08
-0.247 -0.092 -0.043 -0.066 -0.061 -0.061
0.027
0.006
0.003
0.003
0.000
0.000
GALN SE Equity
GALENICA AG-REG
Health Care
727.00
1.51%
07.05.2014
19.89
21.93
22.52
24.30
25.56
25.38
-0.302 -0.136 -0.113 -0.122 -0.110 -0.108
0.011
0.003
0.002
0.001
0.001
0.001
DMGT LN Equity
DAILY MAIL&GENERAL TST-A NV
Consumer Discretionary
827.50
2.33%
27.11.2013
UBI IM Equity
UBI BANCA SCPA
Financials
3.17
1.89%
19.05.2014
34.97
34.98
35.17
34.71
34.46
34.46
-0.286 -0.211 -0.195 -0.174 -0.155 -0.155
0.012
0.002
0.000
0.001
0.001
0.001
MF FP Equity
WENDEL
Financials
88.21
1.98%
09.06.2014
27.71
24.83
24.28
24.47
25.11
24.96
0.010
0.004
0.003
0.004
0.003
0.003
BOSS GY Equity
HUGO BOSS AG -ORD
Consumer Discretionary
90.80
4.07%
05.05.2014
21.97
24.24
25.56
28.42
29.31
29.95
30.25
-0.174 -0.056 -0.050 -0.073 0.018
0.006
0.001
0.001
0.000
0.000 -0.001 -0.001
DLN LN Equity GBF GY Equity
DERWENT LONDON PLC BILFINGER SE
Financials Industrials
2397.00 74.55
1.46% 4.02%
25.09.2013 22.04.2014
28.44
25.57
25.44
26.45
26.74
26.67
26.70
-0.200 -0.147 -0.115 -0.115 -0.084 -0.083 -0.091 0.014
0.005
0.003
0.003
0.001
0.091
0.095
-0.305 -0.165 -0.114 -0.122 -0.108 -0.102
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.016
0.028
0.001
0.001
0.001
0.002
06.08.2013
Stoxx 600 Index
Ticker
Name
CGG FP Equity CGG SMDS LN Equity DS SMITH PLC TCG LN Equity THOMAS COOK GROUP PLC PFG LN Equity PROVIDENT FINANCIAL PLC GN DC Equity GN STORE NORD A/S INDUA SS Equity INDUSTRIVARDEN AB-A SHS PSPN SE Equity PSP SWISS PROPERTY AG-REG PWL ID Equity PADDY POWER PLC FGR FP Equity EIFFAGE ETL FP Equity EUTELSAT COMMUNICATIONS GET FP Equity GROUPE EUROTUNNEL SA - REGR DL NA Equity DELTA LLOYD NV ING FP Equity INGENICO SGRO LN Equity SEGRO PLC HL/ LN Equity HARGREAVES LANSDOWN PLC SBMO NA Equity SBM OFFSHORE NV SUN VX Equity SULZER AG-REG SKYD GY Equity SKY DEUTSCHLAND AG INVP LN Equity INVESTEC PLC EGPW IM Equity ENEL GREEN POWER SPA UTDI GY Equity UNITED INTERNET AG-REG SHARE IAP LN Equity ICAP PLC INTU LN Equity INTU PROPERTIES PLC DCC LN Equity DCC PLC SPX LN Equity SPIRAX-SARCO ENGINEERING PLC POH1S FH Equity POHJOLA BANK PLC-A SHS RMS FP Equity HERMES INTERNATIONAL MS IM Equity MEDIASET SPA CHR DC Equity CHR HANSEN HOLDING A/S BB FP Equity SOCIETE BIC SA IGG LN Equity IG GROUP HOLDINGS PLC BELG BB Equity BELGACOM SA HLMA LN Equity HALMA PLC VPK NA Equity VOPAK OSR GY Equity OSRAM LICHT AG BKIA SQ Equity BANKIA SA TT/ LN Equity TUI TRAVEL PLC MMB FP Equity LAGARDERE SCA WDI GY Equity WIRECARD AG ADP FP Equity ADP EXO IM Equity EXOR SPA MB IM Equity MEDIOBANCA SPA TGS NO Equity TGS NOPEC GEOPHYSICAL CO ASA STJ LN Equity ST JAMES'S PLACE PLC JYSK DC Equity JYSKE BANK-REG GALP PL Equity GALP ENERGIA SGPS SA AML LN Equity AMLIN PLC TNTE NA Equity TNT EXPRESS NV UG FP Equity PEUGEOT SA SECUB SS Equity SECURITAS AB-B SHS DUFN SE Equity DUFRY AG-REG OPHR LN Equity OPHIR ENERGY PLC ESNT LN Equity ESSENTRA PLC LAD LN Equity LADBROKES PLC BOK LN Equity BOOKER GROUP PLC ICP LN Equity INTERMEDIATE CAPITAL GROUP HGG LN Equity HENDERSON GROUP PLC ELI1V FH Equity ELISA OYJ GNK LN Equity GREENE KING PLC NUO NA Equity NUTRECO NV GJF NO Equity GJENSIDIGE FORSIKRING ASA PC IM Equity PIRELLI & C. BOKA NA Equity BOSKALIS WESTMINSTER DWNI GY Equity DEUTSCHE WOHNEN AG-BR GPOR LN Equity GREAT PORTLAND ESTATES PLC PGS NO Equity PETROLEUM GEO-SERVICES PMO LN Equity PREMIER OIL PLC HWDN LN Equity HOWDEN JOINERY GROUP PLC ICAD FP Equity ICADE CORA NA Equity CORIO NV CGL LN Equity CATLIN GROUP LTD GAM SE Equity GAM HOLDING AG FPE3 GY Equity FUCHS PETROLUB SE -PREF MHG NO Equity MARINE HARVEST SAZ GY Equity STADA ARZNEIMITTEL AG TNET BB Equity TELENET GROUP HOLDING NV BOL FP Equity BOLLORE HELN SE Equity HELVETIA HOLDING AG-REG BWY LN Equity BELLWAY PLC DLG LN Equity DIRECT LINE INSURANCE GROUP FRES LN Equity FRESNILLO PLC RTO LN Equity RENTOKIL INITIAL PLC FNTN GY Equity FREENET AG RCO FP Equity REMY COINTREAU UBM LN Equity UBM PLC TCY LN Equity TELECITY GROUP PLC PNDORA DC EquityPANDORA A/S BBY LN Equity BALFOUR BEATTY PLC GFC FP Equity GECINA SA EMG LN Equity MAN GROUP PLC MAP SQ Equity MAPFRE SA RCF FP Equity TELEPERFORMANCE MEDAA SS Equity MEDA AB-A SHS TOP DC Equity TOPDANMARK A/S CNP FP Equity CNP ASSURANCES DXNS LN Equity DIXONS RETAIL PLC EMSN SE Equity EMS-CHEMIE HOLDING AG-REG MTGB SS Equity MODERN TIMES GROUP-B SHS IPF LN Equity INTERNATIONAL PERSONAL FINAN PTC PL Equity PORTUGAL TELECOM SGPS SA-REG CAST SS Equity CASTELLUM AB CNE LN Equity CAIRN ENERGY PLC BKT SQ Equity BANKINTER SA FLS DC Equity FLSMIDTH & CO A/S SHB LN Equity SHAFTESBURY PLC AKSO NO Equity AKER SOLUTIONS ASA HUSQB SS Equity HUSQVARNA AB-B SHS AALB NA Equity AALBERTS INDUSTRIES NV NEO FP Equity NEOPOST SA RHK GY Equity RHOEN-KLINIKUM AG AVV LN Equity AVEVA GROUP PLC AMEAS FH Equity AMER SPORTS OYJ SZU GY Equity SUEDZUCKER AG ORNBV FH Equity ORION OYJ-CLASS B CBG LN Equity CLOSE BROTHERS GROUP PLC FDR FP Equity FONCIERE DES REGIONS AFR LN Equity AFREN PLC ZOT SQ Equity ZARDOYA OTIS SA HIK LN Equity HIKMA PHARMACEUTICALS PLC DKSH SE Equity DKSH HOLDING LTD HOT GY Equity HOCHTIEF AG VIS SQ Equity VISCOFAN SA BP IM Equity BANCO POPOLARE SCARL OERL SE Equity OC OERLIKON CORP AG-REG HTO GA Equity HELLENIC TELECOMMUN ORGANIZA FRA GY Equity FRAPORT AG FRANKFURT AIRPORT
GICS_SECTOR_NAME
ATM2 Ref
Energy 17.83 Materials 261.40 Consumer Discretionary 168.20 Financials 1735.00 Health Care 119.50 Financials 125.50 Financials 83.70 Consumer Discretionary 61.30 Industrials 42.53 Consumer Discretionary 21.15 Industrials 5.88 Financials 16.25 Information Technology 57.52 Financials 312.60 Financials 1022.00 Energy 14.74 Industrials 138.40 Consumer Discretionary 6.60 Financials 437.20 Utilities 1.69 Information Technology 24.53 Financials 401.30 Financials 330.30 Industrials 2664.00 Industrials 2935.00 Financials 13.28 Consumer Discretionary 264.00 Consumer Discretionary 3.58 Materials 189.50 Industrials 92.21 Financials 603.00 Telecommunication Services 18.22 Information Technology 567.00 Industrials 41.95 Industrials 28.53 Financials 0.68 Consumer Discretionary 395.70 Consumer Discretionary 24.12 Information Technology 23.25 Industrials 78.30 Financials 25.55 Financials 4.82 Energy 183.50 Financials 640.50 Financials 252.40 Energy 12.42 Financials 410.80 Industrials 6.25 Consumer Discretionary 9.93 Industrials 64.80 Consumer Discretionary 118.90 Energy 378.20 Materials 830.50 Consumer Discretionary 209.10 Consumer Staples 137.30 Financials 491.50 Financials 175.70 Telecommunication Services 16.27 Consumer Discretionary 898.00 Consumer Staples 35.70 Financials 93.45 Consumer Discretionary 9.65 Industrials 28.61 Financials 13.77 Financials 552.50 Energy 79.70 Energy 357.90 Consumer Discretionary 293.30 Financials 68.02 Financials 32.73 Financials 509.00 Financials 15.30 Materials 59.51 Consumer Staples 5.93 Health Care 35.95 Consumer Discretionary 37.30 Industrials 349.10 Financials 426.00 Consumer Discretionary 1482.00 Financials 231.70 Materials 970.50 Industrials 98.05 Telecommunication Services 17.87 Consumer Staples 80.27 Consumer Discretionary 718.50 Information Technology 870.00 Consumer Discretionary 229.70 Industrials 250.50 Financials 94.38 Financials 93.80 Financials 2.85 Industrials 36.75 Health Care 72.45 Financials 156.00 Financials 13.40 Consumer Discretionary 46.14 Materials 330.75 Consumer Discretionary 314.30 Financials 654.50 Telecommunication Services 2.87 Financials 95.60 Energy 269.60 Financials 3.49 Industrials 261.60 Financials 640.00 Energy 88.95 Consumer Discretionary 40.08 Industrials 19.47 Information Technology 53.39 Health Care 18.30 Information Technology 2478.00 Consumer Discretionary 15.39 Consumer Staples 23.31 Health Care 18.53 Financials 1107.00 Financials 63.65 Energy 142.70 Industrials 10.89 Health Care 1103.00 Industrials 82.75 Industrials 57.07 Consumer Staples 39.74 Financials 1.00 Industrials 12.50 Telecommunication Services 7.12 Industrials 49.32
Dividend Yield
3.21% 4.87% 0.75% 4.18% 3.70% 2.28% 3.06% 5.11% 2.38% 9.23% 1.22% 4.73% 2.70% 2.38% 4.69% 2.00% 1.43% 5.48% 4.54% 2.99% 2.04% 3.77% 1.14%
Next ExDividend Date 02.04.2014 12.03.2014 21.05.2014 21.03.2014 08.05.2014 07.04.2014 04.09.2013 24.04.2014 14.11.2013 03.06.2014 12.08.2013 12.05.2014 19.03.2014 11.09.2013 27.05.2014 11.04.2014
1.77% 2.98% 3.86% 11.96% 1.98% 2.34%
11.12.2013 19.05.2014 02.06.2014 01.01.2014 23.04.2014 13.11.2013 09.10.2013 25.03.2014 26.02.2014 19.05.2014 27.11.2013 21.05.2014 18.09.2013 10.12.2013 01.01.2014 28.04.2014
3.22% 5.39% 0.65% 2.71% 1.37% 3.32% 4.63% 2.37%
05.03.2014 08.05.2014 27.06.2014 12.05.2014 23.06.2014 18.11.2013 04.06.2014 09.04.2014
2.32% 6.13% 1.62%
09.09.2013 04.09.2013 14.04.2014 04.06.2014 08.05.2014 16.05.2014
4.63%
1.81% 4.21% 2.04% 4.27% 4.44% 7.99% 3.01% 3.15% 5.99% 3.94% 4.44% 2.32% 1.59% 3.07%
09.04.2014 11.09.2013 30.10.2013 27.11.2013 28.08.2013 26.03.2014 18.12.2013 03.04.2014 25.04.2014 19.05.2014 12.05.2014 28.05.2014 15.11.2013 14.05.2014
1.36% 5.59% 7.09% 6.09% 3.59% 2.10%
21.05.2014 26.06.2014 22.04.2014 21.08.2013 21.04.2014 12.05.2014
1.95%
28.05.2014 28.08.2014 17.09.2013 08.05.2014 11.12.2013 05.03.2014 16.04.2014 11.09.2013 12.05.2014 01.08.2014 23.04.2014 12.03.2014 21.03.2014 09.10.2013 21.04.2014 23.04.2014 12.12.2013 02.06.2014 12.05.2014
0.97% 4.23% 1.68% 5.48% 5.66% 2.55% 7.55% 3.61% 4.01% 1.09% 2.39% 5.63% 4.77% 4.05% 4.57% 1.96% 3.17% 5.90%
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
37.93
34.42
32.91
34.15
34.33
34.46
41.77
35.99
34.94
34.45
14.59
14.46
14.49
32.86 24.33 35.31 23.51
31.27 21.50 28.95 22.13
29.39 20.53 38.37 21.21 27.48 28.85 26.10
0.001
0.001
14.46
14.54
14.47
31.95 21.79 27.41 22.09
33.22 23.08 24.77 23.38
32.95 23.56 24.01 23.62
33.29 24.36 24.04 23.62
0.002
0.002
0.002
0.002 0.002 0.002 0.000 0.001 0.002 0.003 -0.002 0.000 0.011 0.005 0.003
0.001 0.001 0.000 0.002
0.000 0.002 0.000 0.002
25.78 20.35 35.85 21.15 29.31 24.12 26.19
25.56 20.59 35.36 21.01 30.29 23.56 26.37
26.83 21.33 34.94 21.10 29.41 23.47 26.72
27.95 22.17 36.34
28.02 21.97 35.69
0.003 0.002 0.003 0.003 0.000 0.006 0.002
0.001 0.002 0.002
0.002 0.002 0.002
32.01 23.54
32.01 24.22
0.001 0.003
0.001 0.002
21.06 42.49
20.99 42.09
21.26 41.06
21.50 38.85
21.50 37.47
21.83 37.47
-0.122 -0.064 -0.056 -0.049 -0.037 -0.029 -0.173 -0.115 -0.109 -0.088 -0.070 -0.070
0.001 0.002
0.001 0.001
0.001 0.001
0.001 0.001
29.10
24.54
23.67
25.54
26.33
26.96
25.74
24.98
23.71
21.09
17.49
17.49
0.005
0.004
0.003
0.002
0.002
0.006
0.005
0.003
0.004
20.08 29.28 72.29
20.90 25.21 68.58
20.68 23.47 66.85
20.82 21.05 61.90
20.87 20.88 58.15
20.87 21.53 54.98
0.004
0.083 -0.134 -0.097 -0.109 -0.088 -0.088 0.022 -0.420 -0.269 -0.225 -0.174 -0.136 -0.113 -0.083 0.015 -0.228 -0.374 -0.388 -0.325 -0.205 -0.045 -0.041 0.011
0.008 0.006 0.004
0.002 0.004 0.008
0.003 0.003 0.001
0.002 0.002 0.002 0.001 0.001 0.000 -0.002 -0.003
23.88 26.86 19.65 26.54 37.07 32.22
24.07 27.19 20.58 26.41 37.59 32.44
24.48 27.52 21.39 26.82 36.06 32.87
25.31 29.34 21.75 27.64 32.72 33.23
26.97 31.32 21.80
28.31 31.30 21.72
-0.261 -0.193 -0.146 -0.043 -0.021 -0.209
-0.241 -0.137 -0.170 -0.034 -0.243 -0.205
-0.197 -0.124 -0.157 -0.038 -0.169 -0.198
-0.117 -0.146 -0.157 -0.040 0.009 -0.183
-0.061 -0.082 0.010 -0.120 -0.100 -0.097 0.020 -0.113 -0.115 0.009 0.004 0.065 0.065 0.027 0.007
0.009 0.002 0.003 0.002 0.003 0.006
0.007 0.003 0.003 0.001 0.004 0.004
0.003 0.003 0.003 0.000 0.003 0.000
0.002 0.002 0.001
0.003 0.002 0.001
32.88
32.88
0.002
0.002
30.34 49.26 25.92 29.68
30.15 48.48 20.09 28.88
26.81 48.07 19.90 28.61
29.84 46.77 19.86 30.02
31.91 45.26 21.64 30.33
31.91 44.24
-0.169 -0.196 -0.567 -0.088
-0.094 -0.160 -0.368 -0.090
-0.062 -0.166 -0.317 -0.057
-0.039 -0.162 -0.176 -0.062
0.000 0.000 0.000 0.050 -0.154 -0.053 -0.022 0.013 -0.104 0.105 -0.054 -0.049 0.008
0.013 0.004 0.055 0.002
0.003 0.003 0.040 0.002
0.002 0.003 0.015 0.001
0.001 0.001 0.001 0.001 -0.001 0.000 0.004 0.000 0.000
22.71
22.78
22.93
23.42
0.079
0.058
0.012 -0.046
0.001
0.001
0.002
0.003
16.91
17.36
26.88 18.66 28.11 24.41 24.27
26.42 18.82 28.15 22.49 25.31
18.71
24.01
-0.138 -0.106 -0.095 -0.240
0.023
0.005
0.002 -0.001
20.79 19.13 28.37 22.79 25.45
21.12 19.59 28.84 23.88 26.14
-0.316 -0.235 -0.274 -0.024 -0.159
0.027 0.040 0.025 0.022 0.018
0.009 0.036 0.007 0.009 0.002
0.004 0.027 0.004 0.005 0.001
0.003 0.009 0.003 0.006 0.000
29.47
29.86
30.63
32.28
0.012
0.010
0.007
0.001
28.64 19.57
28.19 19.27
28.20 19.52
28.24 20.40
28.03 21.46
30.31 21.46
-0.032 0.002 0.000 0.005 -0.251 -0.069 0.000 -0.157 -0.134 -0.113 -0.133 -0.077 -0.077 -0.077 0.032
0.000 0.008
0.000 0.004
0.000 0.004
29.43 29.13 25.49 39.37
28.83 27.43 25.65 33.22
29.39 27.78 25.97 33.06
30.27 28.67
30.79 28.15
31.00 28.41
28.38
33.74
33.68
34.33
0.027 0.009 0.089 0.005
0.005 0.004 0.002 0.000 -0.001 0.000 0.075 0.047 0.003 0.001 0.001
0.001 0.001 0.000 -0.001 -0.001
34.08
-0.251 -0.144 -0.415 0.069
21.38
21.21
21.33
21.78
22.68
22.30
0.002 -0.054 -0.053 -0.067 0.010
0.010
0.001
0.001
0.002
0.002
0.002
15.02 38.15 20.91 28.04 25.50
14.94 38.13 20.86 27.07 23.99
14.78 38.08 20.75 26.43 22.74
14.21 38.13 21.55 25.96 23.34
23.93 23.53
23.50 23.86
0.462 -0.238 0.094 -0.208 -0.179
-0.024 0.016 0.014 -0.021 0.002 0.002 -0.070 -0.001 0.000 -0.103 -0.021 -0.019 0.017 0.027 0.003 -0.089 -0.091 -0.093 0.006 0.002
0.010 0.002 0.001 0.003 0.001
0.002 0.001 0.000 0.004 0.002
0.003 0.001
0.005 0.002
51.92
50.17
47.69
47.69
25.33 48.05 39.69 25.51 27.79
25.08 49.36 34.80 25.41 23.99
25.14 51.63 33.08 25.96 24.76
25.41 52.24 29.51 27.04 25.09
27.22
26.44
25.82 26.80
23.56 26.06
22.35
22.35
30.04.2014 04.12.2013
21.32 56.29
21.69 55.40
22.49 53.49
23.74 47.26
2.27% 3.18% 1.33% 11.31% 4.29%
15.05.2014 19.03.2014 20.05.2014 21.03.2014
24.74
24.74
24.74
24.74
2.92% 4.01% 1.97% 4.50% 3.99% 1.90% 7.40% 2.19% 1.18% 2.60% 3.86% 6.21% 4.07% 6.76%
14.10.2013 07.04.2014 22.01.2014 18.04.2014 14.04.2014 29.04.2014 20.01.2014 12.06.2014 08.01.2014 10.03.2014 18.07.2014 20.03.2014 16.10.2013 05.05.2014
23.12 40.65 30.31
23.23 37.90 31.04
23.46 37.35 30.52
23.88 35.52 31.11
39.78 19.25 22.07 22.59 28.10
39.15 19.70 20.71 21.83 28.20
37.89 20.55 20.85 22.76 28.36
35.41 22.50 22.42 24.36 28.22
23.48
24.99
24.65
24.39
24.22
3.89% 1.24%
08.10.2013 05.09.2013
2.63% 2.97%
08.05.2014 23.12.2013 19.05.2014
25.55 31.13 24.25 40.48 33.37 49.63 20.73
24.76 30.84 23.15 41.80 30.09 49.78 20.18
2.64%
09.07.2014 15.05.2014
27.27 35.91
24.03
21.74 54.67
31.61
31.91 43.85
30.39
28.33
28.33
26.83
27.20
27.28
-0.100 -0.201 -0.153 -0.151 -0.115 -0.110
0.010
0.003
0.000
0.002
-0.218 -0.103 -0.064 -0.056
0.040
0.008
0.003
0.001
-0.103 -0.082 -0.087 -0.094 -0.087 -0.083
0.008
0.002
0.002
-0.140 -0.211 -0.080 -0.197
-0.082 -0.064 -0.088 -0.163
-0.082 -0.091 -0.074 -0.139
-0.089 -0.113 -0.077 -0.139
-0.044 -0.073 -0.094 -0.113
0.008 0.007 0.008 0.029
-0.327 -0.069 -0.497 -0.133 -0.342 -0.392 -0.092
-0.179 -0.199 -0.204 -0.127 -0.100 -0.343 -0.095
-0.169 -0.189 -0.169 -0.115 -0.090 -0.286 -0.099
-0.123 -0.138 -0.115 -0.081 -0.092 -0.210 -0.087
-0.090 -0.038 0.080 0.021 -0.114 -0.114 0.017 -0.123 -0.102 -0.105 0.016 0.006 -0.047 -0.047 0.015 -0.142 -0.110 -0.095 0.029 -0.002
0.007 0.003 0.003 0.005 0.003 0.016 -0.002
0.005 0.001 0.003 0.004 0.001 0.011 0.000
0.010 0.007
0.002 0.002
-0.203 -0.107 -0.079 -0.049 -0.042 -0.039
0.010
-0.392 -0.189 -0.148 -0.058 0.157
0.015
-0.144 -0.229 -0.144 -0.106 -0.102
-0.135 -0.217 -0.129 -0.106 -0.097
-0.043 -0.119 -0.073 -0.113
0.157
-0.119 -0.158 -0.107 0.000 0.000 -0.132 -0.093 -0.076 -0.063 -0.065
-0.164 -0.159 -0.149 -0.120
21.46
22.42
-0.203 0.034 -0.227 0.027
0.395 -0.206 0.068 -0.147 -0.115
-0.153 -0.133 -0.073 -0.058 0.024 -0.007 0.041 0.022 0.024 0.148 0.034 0.016 0.019 0.026 0.048
0.250 -0.137 0.014 -0.102 -0.090
0.015
-0.522 -0.126 -0.006 -0.006
24.26
-0.057 -0.037 -0.034 -0.113 -0.446
34.11
0.002 0.078 -0.189 -0.038 -0.133
0.044
0.009 -0.014 -0.037 0.003 0.018 0.013 -0.258 -0.354 -0.243 -0.204 0.003 -0.068 -0.051 -0.045 0.005 -0.027 0.098
0.004 0.002
0.001 0.002
0.002
0.000 -0.001 -0.001
0.008
0.014 0.004
0.010 0.004
0.004 0.002
0.000
0.000
0.000
0.000
0.000
-0.175 -0.160 -0.128 -0.082 -0.131 -0.110 -0.104 -0.096 -0.027 -0.005 0.052 -0.182 -0.193 -0.159 -0.101
0.005 0.003 0.026
0.005 0.002 0.005
0.006 0.003 0.002 0.001 0.000 -0.001 -0.002 0.002 -0.001
0.015 0.111 0.024 0.012 0.018
0.012 0.008 0.003 0.054 0.034 0.015 0.009 0.004 0.004 0.001 -0.001 0.000 0.009 0.003 0.002
0.000
-0.237 -0.543 -0.176 -0.016 -0.087
0.000
25.48 25.91
25.62
24.64
26.95
27.09
28.16
-0.008 -0.100 -0.113 -0.102 -0.084 -0.045 -0.038 0.021
0.001
0.001
24.29
24.23
25.95
25.59
-0.088 -0.009 0.001
0.004 -0.006 -0.018
0.010
0.000
24.72 30.75 23.02 41.42 30.20 50.10 20.50
24.81 30.67 23.02 40.78 30.76 50.60 20.99
24.48 30.51 23.46 38.03 31.45
24.16 30.89 23.44 38.03 31.68
20.67
20.40
-0.106 -0.157 -0.174 -0.432 -0.292 -0.019 -0.363
-0.078 -0.047 -0.167 -0.204 -0.164 -0.002 -0.139
0.008 0.011 0.001 0.032 0.022 0.001 -0.120 -0.129 -0.122 0.014
0.005 0.001 0.001 0.006 0.006 0.001 0.005
20.40
0.002
0.000 -0.001 0.000
0.015 0.004
-0.109 -0.022 -0.138 -0.269 -0.225 -0.016 -0.204
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
-0.233 -0.449 -0.133 -0.047 -0.036
0.137
23.62 26.10
31.09 23.22
0.002
0.003 -0.002 -0.002
-0.240 -0.870 -0.424 -0.018 -0.114
25.76
0.002
0.000 0.000 -0.001 0.001 0.003 -0.001 0.000 0.000 0.000 -0.001 -0.001 0.001 0.001 0.001 0.002 0.026 0.008
-0.056 -0.069 -0.097 -0.116 0.137 -0.011 -0.001 0.019 -0.039
35.26
0.002
0.000 0.003 0.001 0.000 0.044
0.000
34.15
0.000 0.091 -0.171 -0.025 -0.200
0.002
0.004
-0.106 -0.033 -0.160 -0.256 -0.195 -0.011 -0.145
-0.219 -0.263 -0.117 -0.135 -0.113 -0.034 -0.107 -0.032 -0.010 0.016 0.035
-0.095 -0.001 -0.026 -0.233 -0.230
-0.091 0.005 0.019 -0.023 -0.004 -0.233 -0.223
0.000
0.000
0.003 0.000 0.002
0.001 0.004
0.004
0.001
0.001
0.000
0.000
0.000
0.000
0.000
0.001
0.002 0.000 0.001 0.003 0.004 0.000 0.002
0.003 0.003 0.004 0.000 0.000 -0.001 -0.001 0.001 -0.001 0.000 -0.001 0.001 0.004 0.004 0.002 0.001 -0.001 0.000 0.002 0.001 0.002 0.003
06.08.2013
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
GLB ID Equity
GLANBIA PLC
Consumer Staples
9.97
1.00%
04.09.2013
TOD IM Equity
TOD'S SPA
Consumer Discretionary
129.70
2.35%
19.05.2014
27.24
25.65
25.62
25.59
WDH DC Equity
WILLIAM DEMANT HOLDING
Health Care
498.10
FI/N SE Equity
FISCHER (GEORG)-REG
Industrials
510.50
2.94%
26.03.2014
25.23
24.51
24.98
25.66
25.77
-0.311 -0.252 -0.229 -0.173
0.008
0.006
0.006
0.005
-0.193 -0.102 -0.111 -0.112 -0.054 -0.062
0.008
0.002
0.002
0.002
-0.200 -0.094 -0.097 -0.076
0.001
0.002
NES1V FH Equity NESTE OIL OYJ
Energy
13.33
3.15%
07.04.2014
29.49
28.26
28.43
29.52
0.023
0.003
0.002
0.002
RF FP Equity
EURAZEO
Financials
47.16
2.54%
16.05.2014
24.04
24.07
24.15
24.19
24.75
24.71
0.158
0.002
0.009
0.000
0.000
0.000
0.000
0.000
CPR IM Equity
DAVIDE CAMPARI-MILANO SPA
Consumer Staples
5.93
1.43%
19.05.2014
22.90
22.80
22.37
23.01
23.49
23.53
-0.244 -0.060 -0.130 -0.060 -0.021 0.016
0.041
0.001
0.001
0.000
0.000
0.000
HAS LN Equity
HAYS PLC
Industrials
105.00
2.54%
09.10.2013
TRYG DC Equity
TRYG A/S
Financials
509.50
5.30%
22.04.2014
24.68
21.48
21.36
21.29
-0.180 -0.129 -0.113 -0.080
0.004
0.001
0.000
0.000
JUP LN Equity
JUPITER FUND MANAGEMENT
Financials
364.50
0.96%
SK FP Equity
SEB SA
Consumer Discretionary
64.02
1.95%
15.05.2014
22.96
22.70
22.67
22.65
23.25
23.20
0.011
0.000
0.000
0.000
0.000
0.000
SGC LN Equity
STAGECOACH GROUP PLC
Industrials
333.50
2.64%
05.02.2014
MPI LN Equity
MICHAEL PAGE INTERNATIONAL
Industrials
462.80
2.27%
04.09.2013
AF FP Equity
AIR FRANCE-KLM
Industrials
14.07.2014
40.48
41.41
41.15
40.08
38.15
37.52
-0.223 -0.158 -0.139 -0.111 0.006
0.016 -0.087 0.024
0.005
0.004
0.002
0.001
0.001
DEC FP Equity
JC DECAUX SA
Consumer Discretionary
24.62
2.03%
15.05.2014
29.77
28.77
28.76
28.17
28.15
27.54
-0.066 -0.083 -0.057 -0.066 0.012
0.016
0.002
0.002
0.002
0.000
0.001
DEB LN Equity
DEBENHAMS PLC
Consumer Discretionary
109.10
3.12%
04.12.2013
BTG LN Equity
BTG PLC
Health Care
386.30
SPR GY Equity
AXEL SPRINGER AG
19.19
19.44
19.65
20.20
21.40
21.19
0.003 -0.001 0.000
0.000
0.000
19.28
21.14
21.04
21.43
26.27
27.16
-0.908 -0.351 -0.171 -0.055 0.459
0.576
0.067
0.027
0.007
0.001 -0.003 -0.004
6.49
27.09
0.005 -0.002 0.003
-0.111 -0.010 -0.003 0.006
36.68
-0.058 -0.042 0.035
0.002
0.007
0.014
0.026 -0.006 -0.006 -0.043 0.012
0.000
Consumer Discretionary
39.21
4.72%
24.04.2014
KESBV FH Equity KESKO OYJ-B SHS
Consumer Staples
23.98
5.21%
08.04.2014
VIG AV Equity
VIENNA INSURANCE GROUP AG
Financials
41.59
3.25%
12.05.2014
JM SS Equity
JM AB
Consumer Discretionary
176.00
3.98%
25.04.2014
ASHM LN Equity
ASHMORE GROUP PLC
Financials
378.30
4.22%
06.11.2013
BES PL Equity
BANCO ESPIRITO SANTO-REG
Financials
0.73
BPE IM Equity
BANCA POPOL EMILIA ROMAGNA
Financials
4.76
1.05%
19.05.2014
47.88
46.47
43.84
46.88
45.14
52.23
-0.115 -0.150 -0.205 -0.128 -0.130 -0.123
0.000
0.003
0.002
0.002
0.002
0.003
NK FP Equity
IMERYS SA
Materials
48.60
3.09%
06.05.2014
23.65
23.39
23.32
23.47
24.23
24.38
-0.030 -0.001 0.003
0.002
0.000
0.000
0.000
0.000
0.000
BVIC LN Equity
BRITVIC PLC
Consumer Staples
560.50
3.25%
04.12.2013
LMI LN Equity
LONMIN PLC
Materials
318.10
39.52
39.67
39.99
40.52
0.014
0.012
0.008
0.003
ACKB BB Equity
ACKERMANS & VAN HAAREN
Financials
69.40
2.61%
02.06.2014
BARN SE Equity
BARRY CALLEBAUT AG-REG
Consumer Staples
898.50
1.89%
27.02.2014
17.72
17.46
17.45
17.43
17.82
17.64
-0.104 -0.034 -0.044 -0.061 0.000
0.004
0.008
0.002
0.001
0.001
0.000
0.000
PGIL LN Equity
POLYUS GOLD INTERNATIONAL LT
Materials
200.75
FHZN SE Equity
FLUGHAFEN ZUERICH AG-REG
Industrials
505.00
1.98%
30.04.2014
ULE LN Equity
ULTRA ELECTRONICS HLDGS PLC
Industrials
1896.00
2.21%
09.04.2014
NCCB SS Equity
NCC AB-B SHS
Industrials
170.80
5.85%
10.04.2014
PARG SE Equity
PARGESA HOLDING SA-BR
Financials
65.85
3.95%
13.05.2014
19.43
19.52
19.55
19.45
20.10
20.08
-0.062 -0.015 -0.004 -0.002 -0.004 -0.004
0.012
0.000
0.000
0.000
0.000
0.000
OTE1V FH Equity OUTOTEC OYJ
Industrials
9.20
3.59%
27.03.2014
POLY LN Equity
POLYMETAL INTERNATIONAL PLC
Materials
650.50
BCP PL Equity
BANCO COMERCIAL PORTUGUES-R
Financials
HOME LN Equity
HOME RETAIL GROUP
Consumer Discretionary
BMPS IM Equity
BANCA MONTE DEI PASCHI SIENA
Financials
0.21
19.05.2014
44.42
44.41
44.54
44.74
46.87
48.49
54.90
0.098 -0.203 -0.130 -0.125 -0.236 -0.314 -0.656 0.040
0.006
0.007
0.002
0.000 -0.003 -0.009
STB NO Equity
STOREBRAND ASA
Financials
34.22
3.80%
17.04.2014
38.16
37.38
35.81
35.42
-0.341 -0.316 -0.266 -0.144
0.053
0.046
0.032
0.006
DEQ GY Equity
DEUTSCHE EUROSHOP AG
Financials
32.62
3.86%
20.06.2014
19.41
19.34
19.29
19.20
16.51
19.21
19.86
-0.165 -0.104 -0.105 -0.110 0.007 -0.076 -0.062 0.012
0.003
0.002
0.002
0.003
0.003
0.003
CLLN LN Equity
CARILLION PLC
Industrials
300.20
5.80%
04.09.2013
VCT LN Equity
VICTREX PLC
Materials
1524.00
2.80%
05.02.2014
WIN GY Equity
WINCOR NIXDORF AG
Information Technology
49.77
2.65%
21.01.2014
24.30
24.39
24.78
25.29
24.91
26.45
26.34
-0.327 -0.107 -0.070 -0.023 -0.013 0.009 -0.004 0.015
0.006
0.005
0.004
0.002
0.002
0.002
TALK LN Equity
TALKTALK TELECOM GROUP
Telecommunication Services 250.60
4.75%
20.11.2013
FNC IM Equity
FINMECCANICA SPA
Industrials
3.79
2.64%
19.05.2014
33.71
35.05
35.53
36.37
36.22
36.22
-0.402 -0.207 -0.172 -0.125 -0.083 -0.083
0.004
0.003
0.001
0.001
0.001
OPAP GA Equity
OPAP SA
Consumer Discretionary
7.00
2.86%
20.06.2014
45.75
46.69
46.63
43.73
ELE SQ Equity
ENDESA SA
Utilities
17.49
4.29%
02.07.2014
31.71
30.22
30.03
29.14
28.82
27.78
28.34
-0.045 -0.040 -0.032 -0.043 0.014
0.001
0.001
0.000
0.001
0.001
0.001 -0.001
GIB GY Equity
GSW IMMOBILIEN AG
Financials
30.85
3.18%
30.06.2014
23.52
23.39
23.39
23.63
24.53
24.58
25.33
-0.118 -0.060 -0.072 -0.129 -0.111 -0.094 -0.091 0.014
0.001
0.001
0.001
0.001
0.000
0.000
SOW GY Equity
SOFTWARE AG
Information Technology
23.85
2.14%
05.05.2014
39.24
36.18
35.20
36.26
36.50
36.08
36.22
-0.223 -0.158 -0.126 -0.083 -0.079 -0.078 -0.097 0.012
0.002
0.001
0.000
0.001
0.001
0.002
BME SQ Equity
BOLSAS Y MERCADOS ESPANOLES
Financials
20.79
10.58%
27.12.2013
28.49
26.60
25.66
24.26
17.10
23.35
23.40
-0.090 -0.098 -0.091 -0.094 0.042
0.001
0.002
0.002
0.003
0.002
0.002
0.002
GXI GY Equity
GERRESHEIMER AG
Health Care
45.76
1.64%
22.04.2014
23.18
23.81
25.16
25.21
24.28
23.87
23.80
-0.230 -0.141 -0.083 -0.082 -0.084 -0.092 -0.074 0.009
0.005
0.002
0.002
0.001
0.001
0.001
FGP LN Equity
FIRSTGROUP PLC
Industrials
103.30
8.21%
08.01.2014
QQ/ LN Equity
QINETIQ GROUP PLC
Industrials
188.60
2.07%
15.01.2014
HTG LN Equity
HUNTING PLC
Energy
841.00
2.38%
23.10.2013
GCC ID Equity
C&C GROUP PLC
Consumer Staples
4.13
2.42%
30.10.2013
44.63
42.83
42.21
39.66
39.17
39.59
-0.041 -0.058 -0.057 -0.093 -0.113 -0.098
0.013
0.001
0.000
0.001
0.002
0.002
CLS1 GY Equity
CELESIO AG
Health Care
16.78
2.38%
19.05.2014
39.33
34.55
33.19
32.27
31.81
30.00
0.002
0.001
0.001
0.000
0.000
0.000
COFB BB Equity
COFINIMMO
Financials
86.77
6.91%
28.04.2014
21.19
22.74
22.05
20.45
20.76
19.95
0.006
0.003
0.002
0.003
0.002
0.003
EBRO SQ Equity
EBRO FOODS SA
Consumer Staples
16.44
3.16%
10.01.2014
29.20
27.15
26.15
24.22
22.72
22.53
22.54
0.002
0.000
0.000
0.001 -0.001 -0.001 -0.001
HAV FP Equity
HAVAS SA
Consumer Discretionary
5.80
2.24%
15.05.2014
26.00
26.25
26.78
27.84
0.012
0.010
0.007
0.002
RHM GY Equity
RHEINMETALL AG
Industrials
35.54
1.69%
14.05.2014
27.37
26.29
26.87
27.29
30.41
30.42
33.11
-0.186 -0.014 -0.023 -0.051 -0.115 -0.132 -0.205 0.011
0.001
0.000
0.002
0.000
0.000 -0.002
RUI FP Equity
RUBIS
Utilities
47.32
ELM LN Equity
ELEMENTIS PLC
Materials
261.40
2.05%
30.04.2014
RATOB SS Equity RATOS AB-B SHS
Financials
56.90
5.71%
17.04.2014
NDA GY Equity
AURUBIS AG
Materials
40.37
3.34%
28.02.2014
28.28
26.54
27.45
27.05
27.20
28.02
28.13
-0.035 -0.016 -0.008 -0.029 -0.014 -0.009 0.013
0.001
0.000
0.000
0.001
0.002
0.001
0.002
O2D GY Equity
TELEFONICA DEUTSCHLAND HOLDI
Telecommunication Services 5.10
9.21%
08.05.2014
28.37
27.79
27.11
27.39
25.25
27.06
27.03
-0.096 -0.013 -0.037 -0.041 0.084
0.026
0.002 -0.001 -0.001 0.002
0.001
0.001
VED LN Equity
VEDANTA RESOURCES PLC
Materials
1210.00
1.18%
27.11.2013
37.93
37.56
36.76
35.60
ECM LN Equity
ELECTROCOMPONENTS PLC
Information Technology
256.20
4.68%
04.12.2013
SYDB DC Equity
SYDBANK A/S
Financials
BPSO IM Equity
BANCA POPOLARE DI SONDRIO
36.94
36.49
36.48
36.46
08.01.2014
0.006 -0.016 -0.018
-0.042 -0.047 -0.057 -0.071
21.04.2014 2.18%
13.11.2013
0.000
30.01
0.113
0.044
0.065
0.066
0.054
0.000
0.023
0.000 -0.001 -0.001 0.000
0.014
129.10
1.55%
14.03.2014
4.04
4.95%
19.05.2014
Materials
11.99
4.59%
27.03.2014
LUNDB SS Equity LUNDBERGS AB-B SHS
Financials
277.80
1.62%
14.04.2014
YTY1V FH Equity YIT OYJ
Industrials
10.64
7.52%
18.03.2014
33.07
30.51
30.16
CWC LN Equity
CABLE & WIRELESS COMMUNICATI
Telecommunication Services 40.32
6.78%
13.11.2013
30.45
30.06
29.24
28.73
KABN SE Equity
KABA HOLDING AG-REG B
Industrials
378.75
2.38%
31.10.2013
16.12
16.66
17.28
17.76
MTO LN Equity
MITIE GROUP PLC
Industrials
273.80
4.00%
11.12.2013
ASM NA Equity
ASM INTERNATIONAL NV
Information Technology
23.82
2.10%
20.05.2014
24.79
25.02
25.07
26.02
HUFVA SS Equity HUFVUDSTADEN AB-A SHS
Financials
WHA NA Equity
-0.120 -0.075 -0.076 -0.084 0.011
15.89
16.42
16.98
18.03
19.26
19.26
32.15
31.65
17.55
17.16
-0.009 0.002
0.006
0.002
-0.085 -0.130 -0.082 -0.029 0.010
0.043
-0.104 -0.053 -0.050 -0.245 -0.214 -0.148 -0.031
0.002
0.004
0.003
0.003
-0.079 0.002 -0.001 0.001 -0.018 -0.022
4.25%
04.12.2013
VATN SE Equity
VALIANT HOLDING AG-REG
Financials
87.60
3.65%
29.05.2014
24.18
24.28
24.30
24.33
25.50
25.11
AIXA GY Equity
AIXTRON SE
Information Technology
12.00
26.05.2014
39.81
37.19
37.07
37.36
36.44
35.59
BPTY LN Equity
BWIN.PARTY DIGITAL ENTERTAIN
Consumer Discretionary
139.30
2.98%
11.09.2013
HOLMB SS Equity HOLMEN AB-B SHARES
Materials
193.00
4.66%
10.04.2014
17.23
15.73
16.24
18.26
PMI IM Equity
BANCA POPOLARE DI MILANO
Financials
0.38
2.63%
19.05.2014
47.13
47.66
47.88
46.56
44.25
44.25
BCVN SE Equity
BANQUE CANTONALE VAUDOIS-REG
Financials
483.50
6.62%
29.04.2014
19.43
19.39
19.37
19.35
16.52
16.29
0.000
0.099
TKA AV Equity
TELEKOM AUSTRIA AG
Telecommunication Services 5.17
0.97%
26.05.2014
29.68
25.51
26.20
26.89
23.86
23.20
-0.410 -0.193 -0.184 0.003
0.338
ALLN SE Equity
ALLREAL HOLDING AG-REG
Financials
131.20
4.19%
10.04.2014
BIM FP Equity
BIOMERIEUX
Health Care
77.35
1.36%
02.06.2014
21.53
21.58
21.57
21.46
21.94
21.82
-0.090 0.010
0.005
MAU FP Equity
MAUREL ET PROM
Energy
12.45
3.53%
23.06.2014
24.08
21.49
23.02
24.70
25.14
23.16
TRE SQ Equity
TECNICAS REUNIDAS SA
Energy
32.68
4.28%
17.01.2014
25.82
25.58
25.44
24.57
22.92
22.49
THR BB Equity
THROMBOGENICS NV
Health Care
32.38
65.67
65.10
59.69
51.35
ORI SS Equity
ORIFLAME COSMETICS SA-SDR
Consumer Staples
219.50
7.35%
22.05.2014
76.28
76.28
76.28
76.28
SZG GY Equity
SALZGITTER AG
Materials
25.98
0.96%
22.05.2014
22.80
21.82
22.05
22.77
27.33
37.13
MOBN SE Equity
MOBIMO HOLDING AG-REG
Financials
197.80
4.56%
11.04.2014
VER AV Equity
VERBUND AG
Utilities
14.93
6.70%
24.04.2014
21.51
20.44
20.85
21.98
29.69
31.85
RBI AV Equity
RAIFFEISEN BANK INTERNATIONA
27.06
30.21
29.59
29.28
31.99
30.60
37.54
37.55
37.49
37.62
34.66
36.40
02.07.2014 31.10.2013 21.01.2014
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
0.002
0.000
0.000
0.000
0.000
0.000
-0.157 -0.130 -0.107 -0.109 -0.115 -0.099 -0.083 0.018
0.005
0.003
0.002
0.002
0.003
-0.488 -0.348 -0.326 -0.227
0.076
0.037
0.026
0.017
-0.309 -0.231 -0.210 -0.169 -0.091 -0.091
0.021
0.005
0.003
0.002
0.000
0.000
-0.067 -0.003 0.000
0.098
0.012
0.000
0.000
0.000
0.004
0.005
0.447
0.065
0.018
0.006
0.003 -0.002 -0.002
0.004
0.003 -0.001 0.000
0.000
0.000
0.000
0.022
0.003
0.001
0.004
0.007
0.006
-0.160 -0.113 -0.118 -0.113 -0.106 0.018
0.000
0.003
0.001
0.003
0.002
-0.126 -0.141 -0.147 -0.128 -0.101 -0.095 -0.090 -0.001 -0.002 -0.002 -0.001 -0.001 -0.001 -0.001 -0.443 -0.469 -0.472 -0.398
34.27
0.001
0.007
21.03.2014
995.50
6.56%
0.000
-0.158 -0.166 -0.129 -0.140 -0.034 -0.034 -0.034 0.032
22.04.2014
Industrials
6.93%
0.002
0.009
0.003
DE LA RUE PLC
5.10%
0.004
0.005
0.001
DLAR LN Equity
36.27
0.029
0.000
0.002
21.03.2014
36.93
0.000
0.001
4.82%
22.49
0.000
0.006
6.24%
35.72
0.006
0.019
-0.281 -0.111 -0.088 -0.088 19.26
0.131
0.002
3.23%
29.02
0.057
0.013
22.81
22.93
0.044
-0.004 -0.003 -0.002 0.000
52.85
Utilities
0.108
0.192
85.10
Financials
0.030
0.195
Industrials
Financials
0.031
0.134
-0.004 -0.003 -0.001 0.002
Financials
ACCIONA SA
0.082
0.083
-0.235 -0.135 -0.104 -0.132 -0.098 -0.102
KCR1V FH Equity KONECRANES OYJ
ANA SQ Equity
0.053
-0.193 -0.183 -0.163 -0.114
Financials
ECMPA NA Equity EUROCOMMERCIAL PROPERTIE-CV
0.022
-0.139 -0.129 -0.110 -0.067
KRA1V FH Equity KEMIRA OYJ
WERELDHAVE NV
0.001
08.04.2014
0.10 160.60
21.49
0.002
0.000
0.000
0.000
0.000
1.290
1.065
0.980
0.692
0.003
0.000 -0.001 -0.002
0.000
0.000
0.000
0.000
0.565
0.487
-0.156 -0.145 -0.089 -0.065 0.611
0.726
0.056
0.039
0.010
-0.353 -0.137 -0.085 -0.096 0.384
0.681
0.042
0.011
0.005 -0.001 -0.003 -0.005
-0.147 -0.151 -0.157 -0.208 -0.086 -0.131 -0.047 0.001
0.001
0.002
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.412 -0.019 -0.012 -0.008 0.005
0.002 -0.006 -0.005
0.009 -0.009 -0.011
0.002
0.002
0.002
0.002