16.10.2012
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
TOPIX 1000 Index - TPX1000
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend Yield
Next ExDividend Date
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
7203 JT Equity
TOYOTA MOTOR CORP
Consumer Discretionary
3030.00
2.31%
27.03.2013
26.68
33.18
33.36
34.28
0.012
0.111
0.072
0.009
0.001
0.000 -0.002
8306 JT Equity
MITSUBISHI UFJ FINANCIAL GRO
Financials
361.00
3.32%
26.09.2013
24.21
30.11
30.19
30.68
-0.010 -0.005 0.006
0.027
0.012
0.001
0.001 -0.001
7267 JT Equity
HONDA MOTOR CO LTD
Consumer Discretionary
2448.00
3.19%
26.06.2013
32.07
24.90
24.99
24.99
0.188
0.276
0.280
0.291
0.000
0.001
0.001
8316 JT Equity
SUMITOMO MITSUI FINANCIAL GR
Financials
2399.00
4.79%
26.09.2013
24.21
32.07
32.25
33.20
-0.006 0.033
0.037
0.046
0.004 -0.007 -0.008 -0.008
9432 JT Equity
NIPPON TELEGRAPH & TELEPHONE
Telecommunication Services3840.00
4.17%
26.09.2013
26.63
13.75
13.86
14.25
-0.070 -0.095 -0.058 0.010
8411 JT Equity
MIZUHO FINANCIAL GROUP INC
Financials
124.00
6.45%
26.09.2013
22.20
28.94
29.13
30.01
7751 JT Equity
CANON INC
Information Technology
2520.00
4.96%
26.12.2012
37.14
19.69
20.00
19.73
4502 JT Equity
TAKEDA PHARMACEUTICAL CO LTD
Health Care
3565.00
5.05%
26.09.2013
13.56
7.74
7.77
7.95
0.083 -0.095 -0.051 0.021
6954 JT Equity
FANUC CORP
Industrials
12400.00
1.48%
27.03.2013
25.81
35.01
35.03
35.45
-0.068 -0.002 0.004
0.021
0.014 -0.002 -0.002 -0.002
2914 JT Equity
JAPAN TOBACCO INC
Consumer Staples
2335.00
2.36%
26.09.2013
31.52
30.05
30.07
30.43
0.003
0.005
0.007
0.014
-0.002 0.000
9984 JT Equity
SOFTBANK CORP
Telecommunication Services2485.00
1.61%
26.09.2013
63.57
28.59
28.83
29.41
-0.683 0.100
0.091
0.081
-0.036 -0.001 -0.001 -0.001
8802 JT Equity
MITSUBISHI ESTATE CO LTD
Financials
0.92%
26.09.2013
30.83
33.35
33.60
34.09
0.037
0.026
0.030
0.036
0.002 -0.001 -0.002 -0.002
9437 JT Equity
NTT DOCOMO INC
Telecommunication Services 124700.00
4.81%
26.09.2013
9.61
12.46
12.47
12.64
-0.018 0.004
0.010
0.026
0.015
0.000
0.000 -0.001
8058 JT Equity
MITSUBISHI CORP
Industrials
1368.00
4.90%
26.09.2013
22.08
23.18
23.18
23.45
-0.028 0.002
0.005
0.014
0.007
0.000
0.000
0.000
3382 JT Equity
SEVEN & I HOLDINGS CO LTD
Consumer Staples
2378.00
2.61%
28.08.2013
25.37
14.15
14.06
14.15
-0.031 -0.016 -0.012 -0.006
0.001
0.005
0.004
0.000
6501 JT Equity
HITACHI LTD
Information Technology
414.00
2.54%
27.03.2013
30.45
33.31
33.47
34.00
-0.094 -0.032 -0.029 -0.025
0.008
0.000
0.000
0.000
8031 JT Equity
MITSUI & CO LTD
Industrials
1107.00
5.24%
26.09.2013
20.75
24.64
24.68
25.15
-0.006 -0.030 -0.028 -0.026
0.005
0.001
0.001
0.000
9020 JT Equity
EAST JAPAN RAILWAY CO
Industrials
5410.00
2.13%
26.09.2013
21.27
12.35
12.39
12.58
-0.001 -0.072 -0.057 -0.023
0.005
0.009
0.006
0.000
9433 JT Equity
KDDI CORP
Telecommunication Services5920.00
2.70%
26.09.2013
24.68
26.39
26.46
26.85
0.055 -0.233 -0.233 -0.238
-0.001 0.001
0.001
0.001
4503 JT Equity
ASTELLAS PHARMA INC
Health Care
3800.00
3.42%
26.09.2013
17.31
11.41
11.52
11.86
0.086 -0.110 -0.070 0.002
0.005
0.005
0.000
7201 JT Equity
NISSAN MOTOR CO LTD
Consumer Discretionary
682.00
2.93%
27.03.2013
36.98
23.32
23.45
23.90
-0.060 0.022
0.031
0.031
-0.006 0.000
0.000 -0.001
4063 JT Equity
SHIN-ETSU CHEMICAL CO LTD
Materials
4565.00
2.19%
26.09.2013
24.95
23.04
23.11
23.45
0.026
0.025
0.028
0.038
-0.003 0.000
0.000 -0.001
6301 JT Equity
KOMATSU LTD
Industrials
1622.00
2.84%
26.09.2013
36.25
32.94
32.93
33.54
0.096
0.086
0.093
0.116
-0.003 -0.001 -0.001 0.000
8766 JT Equity
TOKIO MARINE HOLDINGS INC
Financials
2067.00
2.66%
26.09.2013
28.30
23.43
23.51
23.95
0.274
0.366
0.369
0.382
-0.003 0.000
5401 JT Equity
NIPPON STEEL & SUMITOMO META
Materials
174.00
1.72%
27.03.2013
36.21
37.79
37.80
37.68
0.107
0.005
0.006 -0.006
0.012 -0.001 -0.001 0.000
8801 JT Equity
MITSUI FUDOSAN CO LTD
Financials
1585.00
1.39%
26.09.2013
29.72
24.46
24.47
24.62
-0.084 0.009
0.010
0.013
-0.003 -0.001 -0.001 0.000
1605 JT Equity
INPEX CORP
Energy
478500.00
1.36%
26.09.2013
34.04
38.90
38.85
39.22
0.114
0.008
0.033
0.083
0.002 -0.003 -0.002 -0.001
8001 JT Equity
ITOCHU CORP
Industrials
786.00
5.09%
26.09.2013
17.65
22.35
22.45
22.98
0.004
0.008
0.012
0.022
0.015
0.000 -0.001 -0.002
8053 JT Equity
SUMITOMO CORP
Industrials
1055.00
5.12%
26.09.2013
17.74
23.15
23.14
23.52
0.052
0.003
0.004
0.009
0.014
0.000
0.000
0.000
4452 JT Equity
KAO CORP
Consumer Staples
2211.00
2.80%
26.06.2013
20.19
18.87
18.86
18.87
-0.026 -0.080 -0.061 -0.011
0.006
0.003
0.002
0.001
6902 JT Equity
DENSO CORP
Consumer Discretionary
2467.00
2.19%
26.09.2013
29.81
22.49
22.47
22.52
-0.001 0.025
0.033
0.050
-0.002 0.000
7974 JT Equity
NINTENDO CO LTD
Information Technology
10580.00
0.95%
27.03.2014
47.73
29.07
29.62
30.72
0.302
0.169
0.268
-0.023 -0.001 -0.001 -0.001
5108 JT Equity
BRIDGESTONE CORP
Consumer Discretionary
1827.00
1.75%
26.06.2013
24.72
19.14
19.37
19.46
-0.013 -0.026 -0.018 0.005
0.006
6503 JT Equity
MITSUBISHI ELECTRIC CORP
Industrials
598.00
2.01%
27.03.2013
30.44
36.12
36.06
36.15
-0.047 0.005
0.008
0.023
0.008 -0.001 -0.001 -0.001
7011 JT Equity
MITSUBISHI HEAVY INDUSTRIES
Industrials
354.00
1.69%
26.09.2013
27.38
33.29
33.30
33.52
-0.031 -0.006 0.009
0.039
0.011
8604 JT Equity
NOMURA HOLDINGS INC
Financials
275.00
3.64%
27.03.2013
30.77
38.59
38.69
39.48
0.316
0.444
0.457
0.497
0.002 -0.013 -0.014 -0.017
6758 JT Equity
SONY CORP
Consumer Discretionary
937.00
2.67%
27.03.2013
36.71
27.54
27.57
27.83
0.077
0.370
0.377
0.402
-0.002 -0.002 -0.002 -0.002
9022 JT Equity
CENTRAL JAPAN RAILWAY CO
Industrials
6920.00
1.66%
26.09.2013
18.08
17.68
17.67
17.75
-0.125 -0.010 -0.006 0.000
6502 JT Equity
TOSHIBA CORP
Information Technology
272.00
2.94%
27.03.2013
37.20
33.17
33.27
34.04
-0.061 0.101
0.101
0.109
0.001 -0.001 -0.001 -0.002
6752 JT Equity
PANASONIC CORP
Consumer Discretionary
494.00
2.53%
26.09.2013
30.43
23.98
24.13
24.67
0.236
0.222
0.234
0.281
-0.005 -0.008 -0.008 -0.008
6971 JT Equity
KYOCERA CORP
Information Technology
6770.00
1.77%
27.03.2013
25.55
19.24
19.21
19.31
0.006
0.032
0.041
0.060
0.001
0.001
0.001
9531 JT Equity
TOKYO GAS CO LTD
Utilities
430.00
2.21%
26.09.2013
17.42
14.73
14.75
14.90
-0.118 -0.230 -0.160 -0.016
0.010
0.009
0.005 -0.002
5020 JT Equity
JX HOLDINGS INC
Energy
444.00
3.60%
26.09.2013
26.58
24.98
24.99
25.13
0.022
0.009
0.000
0.000
4578 JT Equity
OTSUKA HOLDINGS CO LTD
Health Care
2428.00
2.06%
26.09.2013
8830 JT Equity
SUMITOMO REALTY & DEVELOPMNT
Financials
2133.00
0.94%
26.09.2013
31.99
36.44
36.79
37.53
-0.030 -0.034 -0.029 -0.023
0.006 -0.002 -0.002 -0.002
6861 JT Equity
KEYENCE CORP
Information Technology
19840.00
0.33%
18.09.2013
25.44
25.17
25.12
25.04
0.002
0.004
0.005
0.002
0.000
0.000
0.000
2503 JT Equity
KIRIN HOLDINGS CO LTD
Consumer Staples
1009.00
2.78%
26.06.2013
16.69
21.70
21.97
21.91
0.046
0.004
0.014
0.035
0.005
0.001
0.000 -0.001
8750 JT Equity
DAI-ICHI LIFE INSURANCE
Financials
90700.00
1.76%
27.03.2014
33.53
33.14
33.05
33.26
0.002
0.005
0.006
0.012
0.000
0.000
0.000
0.000
4523 JT Equity
EISAI CO LTD
Health Care
3420.00
4.39%
26.09.2013
16.73
20.25
20.43
21.12
-0.043 -0.028 -0.029 -0.031
0.007
0.000
0.000
0.000
8309 JT Equity
SUMITOMO MITSUI TRUST HOLDIN
Financials
226.00
4.54%
26.09.2013
30.48
30.19
30.17
30.47
-0.087 0.018
0.014
0.009
0.011 -0.002 -0.001 0.000
8002 JT Equity
MARUBENI CORP
Industrials
505.00
4.95%
26.09.2013
27.81
34.22
34.20
34.79
0.132
0.232
0.247
0.007 -0.005 -0.005 -0.005
2502 JT Equity
ASAHI GROUP HOLDINGS LTD
Consumer Staples
1896.00
1.48%
26.06.2013
17.10
21.34
21.53
21.58
-0.096 -0.131 -0.120 -0.096
0.010
0.000 -0.001 -0.002
4568 JT Equity
DAIICHI SANKYO CO LTD
Health Care
1204.00
5.40%
26.09.2013
24.21
15.12
14.99
15.01
-0.028 -0.005 -0.002 0.007
0.012
0.005
0.003
0.000
6981 JT Equity
MURATA MANUFACTURING CO LTD
Information Technology
4005.00
2.50%
26.09.2013
38.08
29.49
29.61
29.94
0.034 -0.020 -0.017 0.002
-0.010 0.001
0.001
0.000
8591 JT Equity
ORIX CORP
Financials
8040.00
1.12%
27.03.2013
20.68
35.65
35.78
36.34
0.052
0.021
0.021
0.023
0.015 -0.001 -0.001 -0.001
7741 JT Equity
HOYA CORP
Information Technology
1673.00
4.18%
27.03.2013
21.90
26.59
26.63
27.06
-0.031 0.019
0.022
0.032
0.011
0.000
0.000
9735 JT Equity
SECOM CO LTD
Industrials
3990.00
2.51%
27.03.2014
18.42
20.67
20.77
21.49
0.029
0.020
0.024
0.036
0.004
0.000
0.000 -0.001
8725 JT Equity
MS&AD INSURANCE GROUP HOLDIN
Financials
1357.00
3.98%
26.09.2013
30.24
22.12
22.13
22.39
-0.014 0.027
0.031
0.042
-0.002 0.000
6326 JT Equity
KUBOTA CORP
Industrials
810.00
1.98%
27.03.2013
24.10
33.44
33.56
34.08
0.043 -0.005 -0.002 0.007
0.008 -0.001 -0.001 -0.001
6273 JT Equity
SMC CORP
Industrials
12310.00
0.31%
26.09.2013
29.48
29.15
29.08
29.01
0.002
0.008
0.000
0.000
0.000
0.000
2802 JT Equity
AJINOMOTO CO INC
Consumer Staples
1209.00
1.32%
26.09.2013
17.38
14.00
13.90
13.70
-0.102 -0.121 -0.076 0.008
0.016
0.007
0.004
0.000
7269 JT Equity
SUZUKI MOTOR CORP
Consumer Discretionary
1679.00
0.95%
26.09.2013
28.37
23.69
23.71
23.85
-0.138 0.025
0.044
0.082
0.000 -0.001 -0.001 -0.001
7731 JT Equity
NIKON CORP
Consumer Discretionary
1950.00
1.64%
26.09.2013
31.61
32.81
32.85
33.31
0.042
0.046
0.051
0.060
0.001
1878 JT Equity
DAITO TRUST CONSTRUCT CO LTD
Financials
7970.00
3.80%
26.09.2013
3402 JT Equity
TORAY INDUSTRIES INC
Materials
442.00
2.26%
26.09.2013
30.18
42.17
42.15
42.68
0.008
0.093
0.095
0.104
0.009 -0.002 -0.001 -0.001
9532 JT Equity
OSAKA GAS CO LTD
Utilities
333.00
2.40%
26.09.2013
12.96
8.34
8.56
9.76
-0.104 -0.097 -0.068 0.076
0.035
0.025
0.019
0.006
9983 JT Equity
FAST RETAILING CO LTD
Consumer Discretionary
16190.00
1.73%
26.02.2014
48.01
31.64
31.49
31.44
-0.136 0.003
-0.019 0.000
0.000
0.000
1925 JT Equity
DAIWA HOUSE INDUSTRY CO LTD
Financials
1145.00
2.62%
27.03.2014
22.93
25.70
25.75
26.28
-0.019 -0.031 -0.027 -0.019
0.010
9502 JT Equity
CHUBU ELECTRIC POWER CO INC
Utilities
958.00
5.74%
26.09.2013
35.37
17.28
17.22
17.39
0.245
0.561
0.687
-0.008 -0.001 -0.002 -0.005
8630 JT Equity
NKSJ HOLDINGS INC
Financials
1517.00
5.27%
27.03.2014
33.99
37.69
37.59
38.95
-0.010 -0.001 0.002
0.009
0.004 -0.001 -0.001 -0.001
5802 JT Equity
SUMITOMO ELECTRIC INDUSTRIES
Industrials
835.00
2.51%
26.09.2013
31.53
36.84
36.82
37.26
-0.172 -0.221 -0.216 -0.201
0.006
0.000
0.000 -0.001
6988 JT Equity
NITTO DENKO CORP
Materials
3545.00
2.54%
26.09.2013
31.07
40.65
40.91
41.87
-0.069 0.031
0.038
0.017
0.001
0.001
0.000
8795 JT Equity
T&D HOLDINGS INC
Financials
849.00
2.65%
27.03.2014
27.63
36.45
36.52
37.48
-0.043 -0.024 -0.019 -0.007
0.012
0.000
0.000
0.000
8308 JT Equity
RESONA HOLDINGS INC
Financials
353.00
3.40%
27.03.2014
24.15
29.85
29.93
30.83
0.055
0.253
0.281
0.340
0.014 -0.002 -0.003 -0.006
4901 JT Equity
FUJIFILM HOLDINGS CORP
Information Technology
1352.00
2.96%
26.09.2013
26.86
23.18
23.23
23.55
0.299
0.407
0.421
0.461
0.003
8267 JT Equity
AEON CO LTD
Consumer Staples
860.00
2.79%
28.08.2013
17.80
18.98
18.88
18.97
0.080
0.078
0.075
0.080
0.011 -0.002 -0.003 -0.004
8035 JT Equity
TOKYO ELECTRON LTD
Information Technology
3520.00
1.76%
26.09.2013
37.20
32.06
32.19
32.59
0.023
0.031
0.045
0.075
-0.007 -0.002 -0.001 0.000
6594 JT Equity
NIDEC CORP
Industrials
5300.00
1.89%
26.09.2013
31.78
28.53
28.57
28.78
-0.023 0.010
0.013
0.020
-0.003 -0.001 -0.001 -0.001
4661 JT Equity
ORIENTAL LAND CO LTD
Consumer Discretionary
10400.00
1.01%
26.09.2013
15.47
15.38
15.32
15.24
0.040 -0.023 -0.012 0.007
0.004
0.002
0.001
8601 JT Equity
DAIWA SECURITIES GROUP INC
Financials
299.00
4.35%
27.03.2013
30.64
29.01
29.15
29.67
0.050
0.123
0.000
0.000
0.000 -0.001
6702 JT Equity
FUJITSU LTD
Information Technology
303.00
3.30%
26.09.2013
29.93
30.47
30.47
30.88
-0.211 -0.011 -0.004 0.013
0.012
0.001
0.001
0.000
9021 JT Equity
WEST JAPAN RAILWAY CO
Industrials
3315.00
3.02%
26.09.2013
13.48
16.79
16.82
17.08
-0.057 -0.049 -0.029 0.008
0.011
0.002
0.001
0.000
5713 JT Equity
SUMITOMO METAL MINING CO LTD
Materials
1057.00
2.74%
26.09.2013
44.60
37.61
38.29
40.09
0.217
0.037
0.075
0.146
-0.004 -0.001 -0.001 -0.002
5201 JT Equity
ASAHI GLASS CO LTD
Industrials
554.00
4.69%
26.06.2013
34.36
27.80
28.30
28.03
0.023
0.116
0.146
0.198
-0.008 -0.003 -0.003 -0.003
1963 JT Equity
JGC CORP
Industrials
2732.00
1.59%
27.03.2014
28.27
32.23
32.36
32.98
0.094 -0.011 -0.010 -0.007
9202 JT Equity
ALL NIPPON AIRWAYS CO LTD
Industrials
157.00
2.55%
27.03.2014
24.69
25.30
25.25
25.41
-0.207 0.013
0.014
0.018
0.021
0.002
0.001
0.000
5411 JT Equity
JFE HOLDINGS INC
Materials
1069.00
3.27%
27.03.2013
38.68
20.87
20.94
21.09
0.217
0.014
0.024
0.044
-0.012 0.001
0.000
0.000
9042 JT Equity
HANKYU HANSHIN HOLDINGS INC
Industrials
419.00
1.19%
27.03.2014
9041 JT Equity
KINTETSU CORP
Industrials
310.00
1.61%
27.03.2014
9007 JT Equity
ODAKYU ELECTRIC RAILWAY CO
Industrials
823.00
0.91%
26.09.2013
3407 JT Equity
ASAHI KASEI CORP
Materials
427.00
3.51%
26.09.2013
20.47
29.52
29.67
30.34
0.078
0.077
0.093
0.140
6367 JT Equity
DAIKIN INDUSTRIES LTD
Industrials
2030.00
1.82%
27.03.2013
32.64
30.99
30.40
30.16
-0.214 -0.094 -0.080 -0.032
0.002
0.001
0.000 -0.001
9503 JT Equity
KANSAI ELECTRIC POWER CO INC
Utilities
628.00
9.55%
27.03.2013
44.84
19.59
19.75
22.35
0.183
0.673
-0.014 0.007
0.004 -0.004
7202 JT Equity
ISUZU MOTORS LTD
Consumer Discretionary
401.00
2.00%
26.09.2013
34.55
28.90
29.04
29.46
-0.095 -0.109 -0.108 -0.103
-0.006 0.002
0.001
0.001
8113 JT Equity
UNICHARM CORP
Consumer Staples
4355.00
0.78%
26.09.2013
20.43
20.25
20.24
20.25
0.005
0.004
0.005
0.009
0.000
0.000
0.000
0.000
1928 JT Equity
SEKISUI HOUSE LTD
Consumer Discretionary
792.00
3.16%
29.07.2013
16.91
19.20
19.10
19.28
-0.111 0.051
0.091
0.171
0.013
0.004
0.002 -0.002
9064 JT Equity
YAMATO HOLDINGS CO LTD
Industrials
1225.00
1.80%
26.09.2013
16.30
19.74
19.70
19.72
-0.048 0.021
0.027
0.042
0.019
0.000
0.000 -0.001
4528 JT Equity
ONO PHARMACEUTICAL CO LTD
Health Care
4685.00
3.84%
26.09.2013
5938 JT Equity
LIXIL GROUP CORP
Industrials
1728.00
2.31%
26.09.2013
21.12
19.88
19.98
20.37
0.107
0.025
0.044
0.005
0.001
0.001 -0.001
9001 JT Equity
TOBU RAILWAY CO LTD
Industrials
414.00
1.21%
26.09.2013
4543 JT Equity
TERUMO CORP
Health Care
3275.00
1.22%
26.09.2013
25.54
24.90
24.86
25.28
-0.124 -0.129 -0.108 -0.040
0.003
0.004
0.004
0.002
8332 JT Equity
BANK OF YOKOHAMA LTD/THE
Financials
369.00
2.71%
26.09.2013
8355 JT Equity
SHIZUOKA BANK LTD/THE
Financials
795.00
1.70%
26.09.2013
9005 JT Equity
TOKYU CORP
Industrials
389.00
1.67%
26.09.2013
18.73
18.54
18.49
18.48
-0.183 -0.080 -0.049 0.008
0.010
0.004
0.003
0.000
2267 JT Equity
YAKULT HONSHA CO LTD
Consumer Staples
3670.00
0.64%
26.09.2013
7270 JT Equity
FUJI HEAVY INDUSTRIES LTD
Consumer Discretionary
694.00
1.30%
26.09.2013
7752 JT Equity
RICOH CO LTD
Information Technology
713.00
4.14%
26.09.2013
43.54
44.24
44.39
45.13
0.224
0.307
0.309
0.318
0.003 -0.005 -0.005 -0.006
7309 JT Equity
SHIMANO INC
Consumer Discretionary
5180.00
0.24%
26.06.2013
4689 JT Equity
YAHOO JAPAN CORP
Information Technology
28740.00
1.22%
27.03.2013
24.13
26.63
26.63
26.92
0.093
0.051
0.058
0.070
0.003
4507 JT Equity
SHIONOGI & CO LTD
Health Care
1255.00
3.43%
26.09.2013
6201 JT Equity
TOYOTA INDUSTRIES CORP
Consumer Discretionary
2240.00
2.46%
26.09.2013
6586 JT Equity
MAKITA CORP
Industrials
3105.00
1.22%
27.03.2013
4519 JT Equity
CHUGAI PHARMACEUTICAL CO LTD
Health Care
1626.00
2.58%
26.06.2013
20.76
23.55
23.80
23.72
-0.022 -0.108 -0.092 -0.070
0.005 -0.004 -0.005 -0.006
4188 JT Equity
MITSUBISHI CHEMICAL HOLDINGS
Materials
299.00
3.68%
26.09.2013
30.57
30.89
30.97
31.63
0.000
0.140
0.151
0.179
0.006 -0.002 -0.002 -0.003
7259 JT Equity
AISIN SEIKI CO LTD
Consumer Discretionary
2281.00
2.41%
26.09.2013
31.43
32.95
33.02
33.48
0.077
0.156
0.165
0.192
0.002 -0.001 -0.001 -0.001
9006 JT Equity
KEIKYU CORP
Industrials
730.00
0.82%
26.09.2013
8015 JT Equity
TOYOTA TSUSHO CORP
Industrials
1677.00
2.92%
26.09.2013
2651 JT Equity
LAWSON INC
Consumer Staples
5730.00
3.40%
28.08.2013
23.00
21.95
21.88
22.08
0.023 -0.007 -0.004 0.003
0.001
0.000
0.000
0.000
6701 JT Equity
NEC CORP
Information Technology
128.00
3.13%
27.03.2014
33.79
28.08
28.01
28.35
-0.038 0.253
0.255
0.265
0.013
0.007
0.007
0.007
6645 JT Equity
OMRON CORP
Information Technology
1571.00
2.48%
27.03.2013
8331 JT Equity
CHIBA BANK LTD/THE
Financials
459.00
2.40%
26.09.2013
4324 JT Equity
DENTSU INC
Consumer Discretionary
1818.00
1.71%
26.09.2013
30.01
25.07
24.94
24.96
0.045
0.070
0.089
-0.004 -0.003 -0.003 -0.001
4911 JT Equity 7733 JT Equity
SHISEIDO CO LTD OLYMPUS CORP
Consumer Staples Health Care
977.00 1406.00
5.12%
26.09.2013 27.03.2014
24.62 32.65
22.22 26.04
21.80 26.04
22.29 26.18
-0.037 -0.052 -0.040 -0.012 0.028 -0.028 -0.032 -0.039
0.005 -0.001 0.000 0.000 -0.008 -0.001 -0.001 -0.001
1529.00
0.136
0.002
-0.003 0.005
0.003 -0.001
-0.145 -0.026 -0.017 -0.001
0.030
0.003
0.002
0.001
-0.044 0.001
-0.015 0.001
0.001
0.000
0.014
0.012
0.001
0.115
0.003
0.226
0.004
0.512
0.091
0.595
0.014
0.069
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.011
0.005
0.005
0.005
0.035
0.099
0.660
0.026
0.012
0.013
0.009
0.017
0.008
0.002 0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000 -0.001 0.001 -0.001 0.001
0.000
0.000
0.000
0.000
0.000
0.000 0.000
0.000
0.000 0.000
0.000
0.000 -0.001 -0.001
0.000 -0.001 -0.001
0.000
0.005 -0.001 -0.001 -0.001
0.010 -0.005 -0.004 -0.003
0.000
0.000
0.000
16.10.2012
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
At The Money Implied Volatilities by Terms
TOPIX 1000 Index - TPX1000
Ticker 9008 JT Equity 9506 JT Equity 9831 JT Equity 6460 JT Equity 7912 JT Equity 3099 JT Equity 6806 JT Equity 6762 JT Equity 4581 JT Equity 7211 JT Equity 9613 JT Equity 4902 JT Equity 3405 JT Equity 5711 JT Equity 9508 JT Equity 4005 JT Equity 8253 JT Equity 8333 JT Equity 9504 JT Equity 9843 JT Equity 4530 JT Equity 4204 JT Equity 2897 JT Equity 7832 JT Equity 8729 JT Equity 7911 JT Equity 7262 JT Equity 9513 JT Equity 6869 JT Equity 6963 JT Equity 9533 JT Equity 7261 JT Equity 7013 JT Equity 8354 JT Equity 1801 JT Equity 4185 JT Equity 2269 JT Equity 2432 JT Equity 4536 JT Equity 9101 JT Equity 5333 JT Equity 1802 JT Equity 7012 JT Equity 4508 JT Equity 9062 JT Equity 9783 JT Equity 4676 JT Equity 4151 JT Equity 8369 JT Equity 7272 JT Equity 1812 JT Equity 8028 JT Equity 5012 JT Equity 4732 JT Equity 6366 JT Equity 7459 JT Equity 9009 JT Equity 4613 JT Equity 6471 JT Equity 6965 JT Equity 7936 JT Equity 3861 JT Equity 9104 JT Equity 9501 JT Equity 6370 JT Equity 6417 JT Equity 2002 JT Equity 5233 JT Equity 3086 JT Equity 2875 JT Equity 9602 JT Equity 9987 JT Equity 2784 JT Equity 6841 JT Equity 2801 JT Equity 6448 JT Equity 8227 JT Equity 5214 JT Equity 5332 JT Equity 5947 JT Equity 4544 JT Equity 9404 JT Equity 5406 JT Equity 4307 JT Equity 8905 JT Equity 8358 JT Equity 9505 JT Equity 1803 JT Equity 5019 JT Equity 8593 JT Equity 6481 JT Equity 2282 JT Equity 8303 JT Equity 8410 JT Equity 4704 JT Equity 8815 JT Equity 8334 JT Equity 9045 JT Equity 4088 JT Equity 8382 JT Equity 7205 JT Equity 2212 JT Equity 8377 JT Equity 9507 JT Equity 3659 JT Equity 4004 JT Equity 9766 JT Equity 8379 JT Equity 3401 JT Equity 5334 JT Equity 4208 JT Equity 6302 JT Equity 6923 JT Equity 7532 JT Equity 8359 JT Equity 5110 JT Equity 3632 JT Equity 2809 JT Equity 2811 JT Equity 9048 JT Equity 4021 JT Equity 9044 JT Equity 4182 JT Equity 5631 JT Equity 9364 JT Equity 6753 JT Equity
Name KEIO CORP TOHOKU ELECTRIC POWER CO INC YAMADA DENKI CO LTD SEGA SAMMY HOLDINGS INC DAI NIPPON PRINTING CO LTD ISETAN MITSUKOSHI HOLDINGS L HIROSE ELECTRIC CO LTD TDK CORP TAISHO PHARMACEUTICAL HOLDIN MITSUBISHI MOTORS CORP NTT DATA CORP KONICA MINOLTA HOLDINGS INC KURARAY CO LTD MITSUBISHI MATERIALS CORP KYUSHU ELECTRIC POWER CO INC SUMITOMO CHEMICAL CO LTD CREDIT SAISON CO LTD JOYO BANK LTD/THE CHUGOKU ELECTRIC POWER CO NITORI HOLDINGS CO LTD HISAMITSU PHARMACEUTICAL CO SEKISUI CHEMICAL CO LTD NISSIN FOODS HOLDINGS CO LTD NAMCO BANDAI HOLDINGS INC SONY FINANCIAL HOLDINGS INC TOPPAN PRINTING CO LTD DAIHATSU MOTOR CO LTD ELECTRIC POWER DEVELOPMENT C SYSMEX CORP ROHM CO LTD TOHO GAS CO LTD MAZDA MOTOR CORP IHI CORP FUKUOKA FINANCIAL GROUP INC TAISEI CORP JSR CORP MEIJI HOLDINGS CO LTD DENA CO LTD SANTEN PHARMACEUTICAL CO LTD NIPPON YUSEN NGK INSULATORS LTD OBAYASHI CORP KAWASAKI HEAVY INDUSTRIES MITSUBISHI TANABE PHARMA NIPPON EXPRESS CO LTD BENESSE HOLDINGS INC FUJI MEDIA HOLDINGS INC KYOWA HAKKO KIRIN CO LTD BANK OF KYOTO LTD/THE YAMAHA MOTOR CO LTD KAJIMA CORP FAMILYMART CO LTD TONENGENERAL SEKIYU KK USS CO LTD CHIYODA CORP MEDIPAL HOLDINGS CORP KEISEI ELECTRIC RAILWAY CO KANSAI PAINT CO LTD NSK LTD HAMAMATSU PHOTONICS KK ASICS CORP OJI HOLDINGS CORP MITSUI OSK LINES LTD TOKYO ELECTRIC POWER CO INC KURITA WATER INDUSTRIES LTD SANKYO CO LTD NISSHIN SEIFUN GROUP INC TAIHEIYO CEMENT CORP J FRONT RETAILING CO LTD TOYO SUISAN KAISHA LTD TOHO CO LTD SUZUKEN CO LTD ALFRESA HOLDINGS CORP YOKOGAWA ELECTRIC CORP KIKKOMAN CORP BROTHER INDUSTRIES LTD SHIMAMURA CO LTD NIPPON ELECTRIC GLASS CO LTD TOTO LTD RINNAI CORP MIRACA HOLDINGS INC NIPPON TELEVISION HOLDINGS KOBE STEEL LTD NOMURA RESEARCH INSTITUTE LT AEON MALL CO LTD SURUGA BANK LTD HOKURIKU ELECTRIC POWER CO SHIMIZU CORP IDEMITSU KOSAN CO LTD MITSUBISHI UFJ LEASE & FINAN THK CO LTD NIPPON MEAT PACKERS INC SHINSEI BANK LTD SEVEN BANK LTD TREND MICRO INC TOKYU LAND CORP GUNMA BANK LTD/THE KEIHAN ELECTRIC RAILWAY CO AIR WATER INC CHUGOKU BANK LTD/THE HINO MOTORS LTD YAMAZAKI BAKING CO LTD HOKUHOKU FINANCIAL GROUP INC SHIKOKU ELECTRIC POWER CO NEXON CO LTD SHOWA DENKO K K KONAMI CORP HIROSHIMA BANK LTD/THE TEIJIN LTD NGK SPARK PLUG CO LTD UBE INDUSTRIES LTD SUMITOMO HEAVY INDUSTRIES STANLEY ELECTRIC CO LTD DON QUIJOTE CO LTD HACHIJUNI BANK LTD/THE SUMITOMO RUBBER INDUSTRIES GREE INC KEWPIE CORP KAGOME CO LTD NAGOYA RAILROAD CO LTD NISSAN CHEMICAL INDUSTRIES NANKAI ELECTRIC RAILWAY CO MITSUBISHI GAS CHEMICAL CO JAPAN STEEL WORKS LTD KAMIGUMI CO LTD SHARP CORP
GICS_SECTOR_NAME Industrials Utilities Consumer Discretionary Consumer Discretionary Industrials Consumer Discretionary Information Technology Information Technology Health Care Consumer Discretionary Information Technology Information Technology Materials Materials Utilities Materials Financials Financials Utilities Consumer Discretionary Health Care Consumer Discretionary Consumer Staples Consumer Discretionary Financials Industrials Consumer Discretionary Utilities Health Care Information Technology Utilities Consumer Discretionary Industrials Financials Industrials Materials Consumer Staples Information Technology Health Care Industrials Industrials Industrials Industrials Health Care Industrials Consumer Discretionary Consumer Discretionary Health Care Financials Consumer Discretionary Industrials Consumer Staples Energy Consumer Discretionary Industrials Health Care Industrials Materials Industrials Information Technology Consumer Discretionary Materials Industrials Utilities Industrials Consumer Discretionary Consumer Staples Materials Consumer Discretionary Consumer Staples Consumer Discretionary Health Care Health Care Information Technology Consumer Staples Information Technology Consumer Discretionary Information Technology Industrials Consumer Discretionary Health Care Consumer Discretionary Materials Information Technology Financials Financials Utilities Industrials Energy Financials Industrials Consumer Staples Financials Financials Information Technology Financials Financials Industrials Materials Financials Industrials Consumer Staples Financials Utilities Information Technology Materials Information Technology Financials Materials Consumer Discretionary Materials Industrials Consumer Discretionary Consumer Discretionary Financials Consumer Discretionary Information Technology Consumer Staples Consumer Staples Industrials Materials Industrials Materials Industrials Industrials Consumer Discretionary
ATM Ref 591.00 647.00 3335.00 1481.00 522.00 795.00 8950.00 2974.00 6120.00 68.00 248800.00 568.00 901.00 229.00 674.00 205.00 1795.00 373.00 984.00 6950.00 4115.00 614.00 3015.00 1272.00 1381.00 427.00 1386.00 2066.00 3640.00 2595.00 502.00 94.00 183.00 311.00 219.00 1281.00 3680.00 2596.00 3445.00 153.00 883.00 357.00 163.00 1125.00 297.00 3695.00 114000.00 928.00 652.00 756.00 216.00 3725.00 707.00 7960.00 1218.00 1012.00 665.00 879.00 468.00 2655.00 1107.00 222.00 195.00 127.00 1754.00 3340.00 988.00 163.00 423.00 2036.00 1381.00 2552.00 3625.00 889.00 1052.00 734.00 8180.00 465.00 578.00 5510.00 3365.00 1040.00 62.00 1598.00 1982.00 921.00 901.00 256.00 7040.00 3485.00 1300.00 1004.00 111.00 229.00 2158.00 425.00 374.00 371.00 959.00 1074.00 570.00 990.00 117.00 895.00 988.00 121.00 1765.00 270.00 183.00 862.00 176.00 289.00 1152.00 2915.00 413.00 917.00 1470.00 1308.00 1719.00 212.00 920.00 350.00 398.00 443.00 642.00 147.00
Dividend Yield
Next ExDividend Date
1.02% 4.64% 2.28% 3.38% 6.13% 1.26% 1.62% 3.36% 1.96%
26.09.2013 27.03.2013 27.03.2014 26.09.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 26.09.2013
2.61% 2.64% 4.00% 1.75% 8.90% 4.39% 1.67% 2.28% 5.08% 1.22% 1.75% 2.93% 2.32% 1.89% 1.45% 4.68% 2.53% 3.39% 0.67% 3.08% 1.69%
2.28% 4.64% 2.02% 2.45% 1.89% 1.96% 0.72% 2.00% 2.57% 1.12% 1.43% 3.27% 1.69% 3.01% 1.90% 1.05% 2.20% 2.79% 7.26% 3.25% 1.11% 1.41% 5.55% 2.73% 2.49% 1.69% 1.77% 1.69% 0.90% 2.55% 3.99% 1.76% 2.41% 1.35% 2.29% 1.23% 1.75% 1.62% 3.21% 6.70%
26.09.2013 26.09.2013 26.09.2013 27.03.2014 27.03.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 16.08.2013 28.08.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2013 26.09.2013 27.03.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 27.03.2014 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.06.2013 26.09.2013 26.06.2013 26.09.2013 28.08.2013 26.06.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2013 27.03.2014 26.09.2013 27.03.2013 27.03.2014 26.09.2013 26.09.2013 26.09.2013 26.09.2013 28.08.2013 26.09.2013 28.08.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 26.09.2013 16.08.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2013 26.09.2013 28.08.2013 26.09.2013 27.03.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 27.03.2014 26.09.2013 26.12.2012 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.12.2013 27.03.2014 27.03.2013
2.48% 2.83% 2.04% 3.28% 2.55% 2.84% 3.11% 2.34% 1.06% 1.69% 2.29% 2.18% 1.57% 1.05% 0.94% 2.61% 1.43% 3.02% 2.48% 1.40% 3.40%
26.12.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 26.12.2013 26.09.2013 26.06.2013 26.06.2013 29.05.2013 27.03.2014 27.03.2014 26.09.2013 27.03.2014 26.09.2013 26.09.2013 27.03.2014 26.09.2013
2.19% 2.57% 2.51% 2.58% 2.17% 1.54% 2.90% 2.61% 2.38% 2.24% 3.07% 3.11% 3.37% 2.64% 4.12% 2.16% 1.53% 1.32% 2.78% 2.68% 5.37% 3.41% 1.44% 1.78% 0.75% 1.25% 2.56% 1.62% 1.08% 4.50% 2.82%
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 46.97 36.82
46.51 38.71
46.46 38.94
46.33 40.04
-0.006 0.000 -0.005 0.095
24.02
24.38
24.30
24.62
0.013 -0.091 -0.076 -0.025
0.006
26.46 35.64
26.20 31.20
26.14 31.09
26.16 31.48
0.002 0.052
0.003 0.057
0.005 0.056
0.010 0.059
0.000 0.000 0.000 0.000 -0.004 -0.002 -0.002 -0.001
14.54 34.35 24.69 41.17 47.15 41.49 25.24
33.79 36.48 23.48 33.77 17.55 32.79 26.01
33.84 36.48 23.34 33.87 17.67 32.85 26.41
34.40 36.85 23.88 34.40 17.89 33.25 27.04
-0.017 0.035 -0.093 -0.060 0.054 -0.161 0.011
-0.005 0.066 -0.110 -0.020 0.592 0.007 -0.036
0.001 0.075 -0.091 -0.018 0.662 0.010 -0.023
0.013 0.099 -0.032 -0.009 0.887 0.014 0.006
0.029 0.003 0.006 -0.007 -0.023 -0.002 0.003
54.35
26.15
25.76
25.49
0.349
0.421
0.477
0.608
-0.025 -0.004 -0.006 -0.010
25.44
25.13
25.10
25.40
-0.013 0.009
0.009
0.010
0.008
39.04
26.99
27.03
27.29
-0.079 0.087
0.092
0.103
-0.010 -0.001 -0.001 -0.002
40.59 33.31
35.25 43.72
35.50 43.92
35.98 45.33
0.150 0.110
0.017 -0.001 0.055 0.061
0.008 0.022
0.003 0.000
0.002 0.000 0.000 -0.001
19.52
21.96
21.95
22.08
-0.106 -0.015 -0.009 0.006
0.027
0.005
0.004
59.08
58.43
58.35
58.76
0.004
0.006
0.007
0.018
0.000
0.000
0.000
0.000
44.37 33.40 19.65 36.56
32.86 33.24 20.98 33.14
33.13 32.92 20.90 33.05
33.88 32.43 20.97 33.51
0.108 -0.034 -0.157 -0.001
0.304 -0.022 -0.034 0.282
0.329 -0.025 -0.019 0.287
0.390 -0.015 0.013 0.306
-0.014 0.001 0.018 0.006
-0.009 0.000 0.004 0.002
-0.010 -0.001 0.002 0.002
-0.014 -0.001 0.000 0.002
17.31
20.12
20.13
20.38
-0.145 -0.057 -0.038 0.004
0.029
0.007
0.005
0.000
33.34
19.46
19.39
19.49
0.160 -0.043 -0.042 -0.038
-0.026 0.000
0.000
0.000
29.17 20.65 20.37
34.36 20.42 20.05
34.45 20.24 20.36
34.85 20.22 19.90
-0.088 0.011 0.015 0.027 0.002 0.005 0.007 0.012 -0.238 -0.035 -0.021 0.006
0.020 0.000 0.011
0.000 0.000 0.003
0.000 -0.001 0.000 0.000 0.002 0.000
36.63
36.21
36.13
36.24
-0.012 0.003
0.000
0.000
0.000
0.000
27.01 48.78 20.84
17.12 26.35 21.54
17.17 26.00 21.49
17.48 25.36 21.49
-0.186 -0.080 -0.050 0.003 -0.156 0.252 0.270 0.346 0.214 0.196 0.243 0.329
0.016 0.013 -0.021 0.001 0.041 0.016
0.008 0.000 0.014
0.000 0.000 0.010
19.63
17.88
17.96
18.44
0.015 -0.064 -0.054 -0.020
0.011
0.003
0.003
0.001
50.91
47.39
47.48
48.31
-0.049 -0.035 -0.024 -0.002
-0.002 0.000
0.000
0.000
29.69 44.72 18.54
28.35 35.03 32.21
28.97 36.20 32.39
30.42 39.07 33.11
0.205 0.160 -0.021 0.565 0.006 0.020
-0.007 -0.016 -0.018 -0.020 0.020 0.014 0.011 0.006 0.010 -0.002 -0.002 -0.002
23.40
23.01
22.99
23.04
-0.105 -0.032 -0.018 0.009
0.020
0.003
0.002
0.000
31.09
22.13
22.78
22.27
-0.069 0.000
0.003
0.010
-0.007 0.000
0.000
0.000
32.98
44.86
44.91
45.63
-0.043 0.012
0.017
0.028
0.016 -0.001 -0.001 -0.001
34.09
35.30
35.44
36.02
0.044 -0.012 -0.006 0.006
0.000
0.001
0.000
0.000
61.00
60.41
60.29
59.99
0.005
0.005
0.007
0.011
0.000
0.000
0.000
0.000
0.028 0.052
0.003 0.097
0.006
0.168 0.588 0.017
0.011 0.109
0.010
0.186 0.696 0.017
0.001 0.000 0.000 0.000 0.002 -0.002 -0.002 -0.002 0.001
0.000 -0.002 0.001 0.001 0.009 0.001 0.001
0.000
0.001
0.000 -0.002 0.001 0.001 0.006 0.000 0.001
0.000
0.000
0.000 -0.003 0.001 0.001 -0.001 0.000 0.000
0.000
0.001
33.21
27.77
27.77
28.07
0.171
0.238
0.272
0.334
-0.006 -0.004 -0.003 -0.003
77.02
125.04
124.09
122.71
1.140
1.651
2.097
2.923
0.001 -0.134 -0.121 -0.098
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
16.10.2012
TOPIX 1000 Index - TPX1000
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
8252 JT Equity
MARUI GROUP CO LTD
Consumer Discretionary
551.00
3.09%
26.09.2013
22.52
24.82
24.85
25.18
0.042
0.002
0.006
0.015
6305 JT Equity
HITACHI CONSTRUCTION MACHINE
Industrials
1313.00
2.74%
26.09.2013
33.80
52.87
52.99
53.78
0.104
0.001
0.011
0.032
0.031 -0.001 -0.001 0.000
6857 JT Equity
ADVANTEST CORP
Information Technology
939.00
2.40%
26.09.2013
53.69
47.37
47.65
48.43
0.061
0.115
0.118
0.131
-0.017 -0.003 -0.003 -0.003
0.010
0.000
4183 JT Equity
MITSUI CHEMICALS INC
Materials
156.00
3.85%
26.09.2013
40.87
40.28
40.12
40.31
-0.010 0.006
0.010
0.011
0.004
4540 JT Equity
TSUMURA & CO
Health Care
2425.00
2.39%
26.09.2013
4062 JT Equity
IBIDEN CO LTD
Information Technology
1055.00
3.32%
27.03.2013
43.02
56.96
57.12
57.86
-0.442 -0.334 -0.330 -0.330
0.002 -0.002 -0.002 -0.002
8304 JT Equity
AOZORA BANK LTD
Financials
225.00
3.56%
27.03.2013
4716 JT Equity
ORACLE CORP JAPAN
Information Technology
3505.00
2.48%
28.05.2014
21.41
21.21
21.18
20.94
0.036
0.000
0.002
0.011
0.002
0.000
0.000
0.000
8233 JT Equity
TAKASHIMAYA CO LTD
Consumer Discretionary
516.00
1.94%
28.08.2013
9962 JT Equity
MISUMI GROUP INC
Industrials
1878.00
1.35%
26.09.2013
8570 JT Equity
AEON CREDIT SERVICE CO LTD
Financials
1698.00
2.36%
28.08.2013
4666 JT Equity
PARK24 CO LTD
Industrials
1319.00
2.27%
29.10.2013
3231 JT Equity
NOMURA REAL ESTATE HOLDINGS
Financials
1430.00
1.92%
26.09.2013
9301 JT Equity
MITSUBISHI LOGISTICS CORP
Industrials
950.00
1.26%
26.09.2013
26.54
26.34
26.31
26.34
0.002
0.002
0.004
0.009
0.001
0.000
0.000
0.000
5714 JT Equity
DOWA HOLDINGS CO LTD
Materials
538.00
1.86%
27.03.2014
6674 JT Equity
GS YUASA CORP
Industrials
347.00
2.31%
27.03.2014
29.67
29.35
29.30
29.61
-0.121 0.012
0.011
0.008
0.006 -0.001 -0.001 0.000
6268 JT Equity
NABTESCO CORP
Industrials
1525.00
2.49%
26.09.2013
9509 JT Equity
HOKKAIDO ELECTRIC POWER CO
Utilities
713.00
7.01%
27.03.2013
8385 JT Equity
IYO BANK LTD/THE
Financials
623.00
1.36%
26.09.2013
3003 JT Equity
HULIC CO LTD
Financials
563.00
1.24%
26.06.2013
5101 JT Equity
YOKOHAMA RUBBER CO LTD
Consumer Discretionary
559.00
2.86%
26.06.2013
2768 JT Equity
SOJITZ CORP
Industrials
98.00
4.08%
26.09.2013
29.92
26.91
27.03
27.63
-0.154 -0.288 -0.313 -0.368
0.022
0.012
0.011
0.008
8136 JT Equity
SANRIO CO LTD
Consumer Discretionary
2589.00
1.54%
26.09.2013
6506 JT Equity
YASKAWA ELECTRIC CORP
Information Technology
546.00
2.01%
18.09.2013
7701 JT Equity
SHIMADZU CORP
Information Technology
533.00
1.69%
26.09.2013
4202 JT Equity
DAICEL CORP
Materials
467.00
1.93%
26.09.2013
4272 JT Equity
NIPPON KAYAKU CO LTD
Materials
858.00
2.33%
27.11.2013
4612 JT Equity
NIPPON PAINT CO LTD
Materials
638.00
1.41%
26.09.2013
4506 JT Equity
DAINIPPON SUMITOMO PHARMA CO
Health Care
843.00
2.14%
26.09.2013
8418 JT Equity
YAMAGUCHI FINANCIAL GROUP IN
Financials
633.00
1.90%
26.09.2013
2433 JT Equity
HAKUHODO DY HOLDINGS INC
Consumer Discretionary
4690.00
1.71%
26.09.2013
6473 JT Equity
JTEKT CORP
Industrials
650.00
2.46%
26.09.2013
5901 JT Equity
TOYO SEIKAN KAISHA LTD
Materials
831.00
1.20%
26.09.2013
31.10
28.41
28.23
28.46
-0.090 -0.041 -0.036 -0.015
0.001
0.001
0.002
0.001
8327 JT Equity
NISHI-NIPPON CITY BANK LTD
Financials
177.00
2.82%
26.09.2013
8804 JT Equity
TOKYO TATEMONO CO LTD
Financials
325.00
1.54%
26.12.2013
4114 JT Equity
NIPPON SHOKUBAI CO LTD
Materials
794.00
2.83%
26.09.2013
4555 JT Equity
SAWAI PHARMACEUTICAL CO LTD
Health Care
8760.00
1.60%
26.09.2013
4967 JT Equity
KOBAYASHI PHARMACEUTICAL CO
Consumer Staples
4140.00
1.84%
26.09.2013
5471 JT Equity
DAIDO STEEL CO LTD
Materials
336.00
2.38%
27.03.2013
2531 JT Equity
TAKARA HOLDINGS INC
Consumer Staples
609.00
1.48%
27.03.2014
20.94
17.15
17.16
17.43
-0.093 -0.078 -0.055 -0.010
0.018
0.007
0.004
0.000
4768 JT Equity
OTSUKA CORP
Information Technology
6510.00
2.23%
26.12.2013
1721 JT Equity
COMSYS HOLDINGS CORP
Industrials
1053.00
1.90%
26.09.2013
3591 JT Equity
WACOAL HOLDINGS CORP
Consumer Discretionary
915.00
3.06%
27.03.2014
8473 JT Equity
SBI HOLDINGS INC
Financials
545.00
1.83%
27.03.2014
40.59
22.13
21.63
26.90
-0.232 -0.439 -0.455 -0.301
-0.002 0.024
0.024
0.015
7240 JT Equity
NOK CORP
Consumer Discretionary
1175.00
1.70%
26.09.2013
5232 JT Equity
SUMITOMO OSAKA CEMENT CO LTD
Materials
267.00
1.87%
27.03.2014
4631 JT Equity
DIC CORP
Materials
139.00
4.32%
26.09.2013
38.72
39.76
39.51
39.56
-0.090 0.041
0.030
0.012
0.009 -0.003 -0.002 0.000
2229 JT Equity
CALBEE INC
Consumer Staples
6830.00
0.73%
27.03.2014
4205 JT Equity
ZEON CORP
Materials
565.00
2.12%
26.09.2013
6849 JT Equity
NIHON KOHDEN CORP
Health Care
2762.00
1.56%
26.09.2013
7951 JT Equity
YAMAHA CORP
Consumer Discretionary
747.00
1.20%
26.09.2013
4091 JT Equity
TAIYO NIPPON SANSO CORP
Materials
397.00
3.02%
26.09.2013
1662 JT Equity
JAPAN PETROLEUM EXPLORATION
Energy
3410.00
1.17%
26.09.2013
2871 JT Equity
NICHIREI CORP
Consumer Staples
433.00
2.31%
26.09.2013
4912 JT Equity
LION CORP
Consumer Staples
449.00
2.23%
26.06.2013
6361 JT Equity
EBARA CORP
Industrials
316.00
1.58%
26.09.2013
6113 JT Equity
AMADA CO LTD
Industrials
364.00
3.85%
26.09.2013
5463 JT Equity
MARUICHI STEEL TUBE LTD
Materials
1665.00
2.61%
26.09.2013
6457 JT Equity
GLORY LTD
Industrials
1789.00
2.29%
26.09.2013
6925 JT Equity
USHIO INC
Industrials
878.00
2.51%
27.03.2014
6952 JT Equity
CASIO COMPUTER CO LTD
Consumer Discretionary
559.00
3.04%
27.03.2013
32.21
32.01
32.06
32.87
0.048
0.134
0.137
0.145
0.002 -0.003 -0.003 -0.004
8036 JT Equity
HITACHI HIGH-TECHNOLOGIES CO
Information Technology
1767.00
1.41%
26.09.2013
6754 JT Equity
ANRITSU CORP
Information Technology
993.00
1.26%
26.09.2013
7453 JT Equity
RYOHIN KEIKAKU CO LTD
Consumer Discretionary
5050.00
2.28%
28.08.2013
6592 JT Equity
MABUCHI MOTOR CO LTD
Industrials
3545.00
1.69%
26.06.2013
25.45
25.18
25.34
24.97
0.006
0.003
0.005
0.011
0.000
0.000
0.000
0.000
5444 JT Equity
YAMATO KOGYO CO LTD
Materials
2199.00
1.36%
26.09.2013
4061 JT Equity
DENKI KAGAKU KOGYO K K
Materials
249.00
4.02%
26.09.2013
5801 JT Equity
FURUKAWA ELECTRIC CO LTD
Industrials
158.00
4.11%
26.09.2013
35.03
31.99
31.88
32.04
0.040
0.124
0.133
0.156
0.009
0.005
0.005
0.005
9989 JT Equity
SUNDRUG CO LTD
Consumer Staples
2768.00
1.45%
26.09.2013
4118 JT Equity
KANEKA CORP
Materials
395.00
4.05%
26.09.2013
8129 JT Equity
TOHO HOLDINGS CO LTD
Health Care
1626.00
0.98%
26.09.2013
1911 JT Equity
SUMITOMO FORESTRY CO LTD
Consumer Discretionary
666.00
2.25%
26.09.2013
2810 JT Equity
HOUSE FOODS CORPORATION
Consumer Staples
1281.00
2.34%
26.09.2013
9601 JT Equity
SHOCHIKU CO LTD
Consumer Discretionary
775.00
0.39%
26.02.2014
4527 JT Equity
ROHTO PHARMACEUTICAL CO LTD
Health Care
1131.00
1.41%
26.09.2013
7649 JT Equity
SUGI HOLDINGS CO LTD
Consumer Staples
2798.00
0.89%
28.08.2013
4684 JT Equity
OBIC CO LTD
Information Technology
16000.00
2.50%
26.09.2013
6504 JT Equity
FUJI ELECTRIC CO LTD
Industrials
164.00
1.22%
27.03.2013
5991 JT Equity
NHK SPRING CO LTD
Consumer Discretionary
652.00
2.30%
27.03.2013
8282 JT Equity
K'S HOLDINGS CORP
Consumer Discretionary
1974.00
3.04%
26.09.2013
6465 JT Equity
HOSHIZAKI ELECTRIC CO LTD
Industrials
2213.00
1.36%
26.12.2013
2579 JT Equity
COCA-COLA WEST CO LTD
Consumer Staples
1269.00
3.23%
26.06.2013
4521 JT Equity
KAKEN PHARMACEUTICAL CO LTD
Health Care
1168.00
3.60%
26.09.2013
5486 JT Equity
HITACHI METALS LTD
Materials
703.00
1.85%
26.09.2013
2593 JT Equity
ITO EN LTD
Consumer Staples
1534.00
2.48%
29.10.2013
4217 JT Equity
HITACHI CHEMICAL CO LTD
Materials
1052.00
3.52%
26.09.2013
8270 JT Equity
UNY CO LTD
Consumer Staples
555.00
3.60%
16.08.2013
5706 JT Equity
MITSUI MINING & SMELTING CO
Materials
166.00
1.81%
27.03.2013
39.49
39.37
39.25
39.42
-0.044 0.035
0.027
0.012
0.004 -0.001 -0.001 0.000
8012 JT Equity
NAGASE & CO LTD
Industrials
845.00
2.96%
26.09.2013
8341 JT Equity
77 BANK LTD/THE
Financials
302.00
2.32%
26.09.2013
4665 JT Equity
DUSKIN CO LTD
Industrials
1513.00
2.64%
26.09.2013
3391 JT Equity
TSURUHA HOLDINGS INC
Consumer Staples
5730.00
1.75%
13.11.2013
8273 JT Equity
IZUMI CO LTD
Consumer Discretionary
1907.00
1.57%
28.08.2013
2670 JT Equity
ABC-MART INC
Consumer Discretionary
3320.00
1.45%
28.08.2013
7276 JT Equity
KOITO MANUFACTURING CO LTD
Consumer Discretionary
930.00
2.80%
27.03.2013
6136 JT Equity
OSG CORP
Industrials
1078.00
2.32%
29.05.2013
8366 JT Equity
SHIGA BANK LTD/THE
Financials
491.00
1.22%
26.09.2013
2371 JT Equity
KAKAKU.COM INC
Information Technology
2795.00
0.89%
27.03.2013
7762 JT Equity
CITIZEN HOLDINGS CO LTD
Information Technology
379.00
2.51%
26.09.2013
4739 JT Equity
ITOCHU TECHNO-SOLUTIONS CORP
Information Technology
3885.00
2.57%
26.09.2013
25.66
25.42
25.39
25.53
-0.002 0.004
0.005
0.010
0.000
0.000
0.000
8572 JT Equity
ACOM CO LTD
Financials
2258.00
4042 JT Equity
TOSOH CORP
Materials
159.00
3.77%
26.09.2013
4569 JT Equity
KYORIN HOLDINGS INC
Health Care
1724.00
2.90%
26.09.2013
8242 JT Equity
H2O RETAILING CORP
Consumer Discretionary
855.00
1.46%
26.09.2013
7282 JT Equity
TOYODA GOSEI CO LTD
Consumer Discretionary
1553.00
2.45%
26.09.2013
6856 JT Equity
HORIBA LTD
Information Technology
2195.00
1.41%
26.06.2013
3893 JT Equity
NIPPON PAPER GROUP INC
Materials
860.00
8.14%
26.09.2013
35.80
35.37
35.38
35.83
0.003
0.007
0.118
0.000
0.000
0.000 -0.003
9031 JT Equity
NISHI-NIPPON RAILROAD CO LTD
Industrials
335.00
1.79%
26.09.2013
9401 JT Equity
TOKYO BROADCASTING SYSTEM
Consumer Discretionary
729.00
1.85%
26.09.2013
8415 JT Equity
KIYO HOLDINGS INC
Financials
109.00
2.75%
27.03.2014
2331 JT Equity
SOHGO SECURITY SERVICES CO
Industrials
1125.00
1.87%
26.09.2013
8219 JT Equity
AOYAMA TRADING CO LTD
Consumer Discretionary
1548.00
2.58%
26.09.2013
5002 JT Equity
SHOWA SHELL SEKIYU KK
Energy
449.00
4.01%
26.06.2013
9003 JT Equity
SOTETSU HOLDINGS INC
Industrials
262.00
1.91%
26.09.2013
2501 JT Equity
SAPPORO HOLDINGS LTD
Consumer Staples
228.00
3.07%
26.12.2013
5007 JT Equity
COSMO OIL COMPANY LTD
Energy
144.00
5.56%
27.03.2014
8388 JT Equity
AWA BANK LTD/THE
Financials
480.00
1.46%
26.09.2013
7988 JT Equity
NIFCO INC
Consumer Discretionary
1746.00
3.04%
26.09.2013
6845 JT Equity
AZBIL CORP
Information Technology
1578.00
4.06%
26.09.2013
8439 JT Equity
CENTURY TOKYO LEASING CORP
Financials
1518.00
2.77%
26.09.2013
4045 JT Equity
TOAGOSEI CO LTD
Materials
322.00
3.11%
26.06.2013
7518 JT Equity
NET ONE SYSTEMS CO LTD
Information Technology
877.00
2.62%
26.09.2013
7735 JT Equity 8714 JT Equity
DAINIPPON SCREEN MFG CO LTD SENSHU IKEDA HOLDINGS INC
Information Technology Financials
408.00 474.00
1.23% 3.16%
27.03.2014 27.03.2014
0.000
0.000
0.000
0.000
0.000
0.000
27.03.2014
0.005
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
16.10.2012
TOPIX 1000 Index - TPX1000
Ticker 8016 JT Equity 3101 JT Equity 6479 JT Equity 6146 JT Equity 8933 JT Equity 5803 JT Equity 2413 JT Equity 9107 JT Equity 4206 JT Equity 9435 JT Equity 8130 JT Equity 6727 JT Equity 7003 JT Equity 8336 JT Equity 9832 JT Equity 2206 JT Equity 1944 JT Equity 8184 JT Equity 7550 JT Equity 8394 JT Equity 9076 JT Equity 9684 JT Equity 8361 JT Equity 1808 JT Equity 8367 JT Equity 7004 JT Equity 4534 JT Equity 8060 JT Equity 3436 JT Equity 3088 JT Equity 6472 JT Equity 9065 JT Equity 3105 JT Equity 7984 JT Equity 8386 JT Equity 3360 JT Equity 3349 JT Equity 8363 JT Equity 8356 JT Equity 6770 JT Equity 1883 JT Equity 8324 JT Equity 2270 JT Equity 1951 JT Equity 6724 JT Equity 8390 JT Equity 3789 JT Equity 8088 JT Equity 8381 JT Equity 5929 JT Equity 4186 JT Equity 4927 JT Equity 9427 JT Equity 6703 JT Equity 7956 JT Equity 4922 JT Equity 4403 JT Equity 9747 JT Equity 8368 JT Equity 8840 JT Equity 6395 JT Equity 6103 JT Equity 8616 JT Equity 6376 JT Equity 1979 JT Equity 9627 JT Equity 9072 JT Equity 6976 JT Equity 8628 JT Equity 2607 JT Equity 3626 JT Equity 5949 JT Equity 6141 JT Equity 8544 JT Equity 9697 JT Equity 5202 JT Equity 8586 JT Equity 4401 JT Equity 3116 JT Equity 7981 JT Equity 4095 JT Equity 9706 JT Equity 8086 JT Equity 4634 JT Equity 1334 JT Equity 3941 JT Equity 6005 JT Equity 4541 JT Equity 7860 JT Equity 9719 JT Equity 9744 JT Equity 7947 JT Equity 8185 JT Equity 9412 JT Equity 6412 JT Equity 8585 JT Equity 8524 JT Equity 1860 JT Equity 9861 JT Equity 3050 JT Equity 8078 JT Equity 5943 JT Equity 6508 JT Equity 7966 JT Equity 8425 JT Equity 7313 JT Equity 4553 JT Equity 9086 JT Equity 1414 JT Equity 8218 JT Equity 9409 JT Equity 3098 JT Equity 4043 JT Equity 3593 JT Equity 9075 JT Equity 8397 JT Equity 4547 JT Equity 6773 JT Equity 4203 JT Equity 2264 JT Equity 9956 JT Equity 7312 JT Equity 1833 JT Equity 1893 JT Equity 8345 JT Equity 7222 JT Equity
Name ONWARD HOLDINGS CO LTD TOYOBO CO LTD MINEBEA CO LTD DISCO CORP NTT URBAN DEVELOPMENT CORP FUJIKURA LTD M3 INC KAWASAKI KISEN KAISHA LTD AICA KOGYO CO LTD HIKARI TSUSHIN INC SANGETSU CO LTD WACOM CO LTD MITSUI ENGINEER & SHIPBUILD MUSASHINO BANK LTD/THE AUTOBACS SEVEN CO LTD EZAKI GLICO CO LTD KINDEN CORP SHIMACHU CO LTD ZENSHO HOLDINGS CO LTD HIGO BANK LTD/THE SEINO HOLDINGS CO LTD SQUARE ENIX HOLDINGS CO LTD OGAKI KYORITSU BANK LTD/THE HASEKO CORP NANTO BANK LTD/THE HITACHI ZOSEN CORP MOCHIDA PHARMACEUTICAL CO CANON MARKETING JAPAN INC SUMCO CORP MATSUMOTOKIYOSHI HOLDINGS CO NTN CORP SANKYU INC NISSHINBO HOLDINGS INC KOKUYO CO LTD HYAKUJUSHI BANK LTD/THE SHIP HEALTHCARE HOLDINGS INC COSMOS PHARMACEUTICAL CORP HOKKOKU BANK LTD/THE JUROKU BANK LTD/THE ALPS ELECTRIC CO LTD MAEDA ROAD CONSTRUCTION CO DAISHI BANK LTD/THE MEGMILK SNOW BRAND CO LTD KYOWA EXEO CORP SEIKO EPSON CORP KAGOSHIMA BANK LTD/THE SO-NET ENTERTAINMENT CORP IWATANI CORP SAN-IN GODO BANK LTD/THE SANWA HOLDINGS CORP TOKYO OHKA KOGYO CO LTD POLA ORBIS HOLDINGS INC EACCESS LTD OKI ELECTRIC INDUSTRY CO LTD PIGEON CORP KOSE CORP NOF CORP ASATSU-DK INC HYAKUGO BANK LTD/THE DAIKYO INC TADANO LTD OKUMA CORP TOKAI TOKYO FINANCIAL HOLDIN NIKKISO CO LTD TAIKISHA LTD AIN PHARMACIEZ INC NIPPON KONPO UNYU SOKO CO TAIYO YUDEN CO LTD MATSUI SECURITIES CO LTD FUJI OIL CO LTD IT HOLDINGS CORP UNIPRES CORP MORI SEIKI CO LTD KEIYO BANK LTD/THE CAPCOM CO LTD NIPPON SHEET GLASS CO LTD HITACHI CAPITAL CORP ADEKA CORP TOYOTA BOSHOKU CORP TAKARA STANDARD CO LTD NIHON PARKERIZING CO LTD JAPAN AIRPORT TERMINAL CO NIPRO CORP TOYO INK SC HOLDINGS CO LTD MARUHA NICHIRO HOLDINGS INC RENGO CO LTD MIURA CO LTD NICHI-IKO PHARMACEUTICAL CO AVEX GROUP HOLDINGS INC SCSK CORP MEITEC CORP FP CORP CHIYODA CO LTD SKY PERFECT JSAT HOLDINGS HEIWA CORP ORIENT CORP #N/A Requesting Data... TODA CORP YOSHINOYA HOLDINGS CO LTD DCM HOLDINGS CO LTD HANWA CO LTD NORITZ CORP MEIDENSHA CORP LINTEC CORP IBJ LEASING CO LTD TS TECH CO LTD TOWA PHARMACEUTICAL CO LTD HITACHI TRANSPORT SYSTEM LTD SHO-BOND HOLDINGS CO LTD KOMERI CO LTD TV ASAHI CORP COCOKARA FINE INC TOKUYAMA CORPORATION HOGY MEDICAL CO LTD FUKUYAMA TRANSPORTING CO LTD BANK OF OKINAWA LTD/THE KISSEI PHARMACEUTICAL CO LTD PIONEER CORP SUMITOMO BAKELITE CO LTD MORINAGA MILK INDUSTRY CO VALOR CO LTD TAKATA CORP OKUMURA CORP PENTA-OCEAN CONSTRUCTION CO BANK OF IWATE LTD/THE NISSAN SHATAI CO LTD
GICS_SECTOR_NAME
ATM2 Ref
Dividend Yield
Next ExDividend Date
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
Consumer Discretionary 599.00 4.01% 26.02.2014 Consumer Discretionary 87.00 4.02% 27.03.2014 Industrials 257.00 3.50% 26.09.2013 35.85 Information Technology 3610.00 2.08% 26.09.2013 Financials 62000.00 2.26% 26.09.2013 Industrials 241.00 2.49% 26.09.2013 35.01 Health Care 152600.00 0.66% 27.03.2013 Industrials 99.00 1.01% 27.03.2013 60.59 Industrials 1372.00 2.33% 26.09.2013 Consumer Discretionary 4090.00 1.96% 26.06.2013 Consumer Discretionary 2107.00 3.56% 26.09.2013 Information Technology 187000.00 1.87% 27.03.2014 Industrials 95.00 3.16% 27.03.2014 Financials 2300.00 2.61% 26.09.2013 Consumer Discretionary 3280.00 4.42% 26.09.2013 Consumer Staples 902.00 1.66% 26.09.2013 Industrials 489.00 2.45% 26.09.2013 24.83 Consumer Discretionary 1627.00 3.07% 26.02.2014 Consumer Discretionary 963.00 1.66% 26.09.2013 Financials 477.00 1.78% 26.09.2013 Industrials 467.00 2.36% 27.03.2014 Information Technology 1119.00 2.68% 26.09.2013 Financials 274.00 2.55% 26.09.2013 Consumer Discretionary 51.00 30.76 Financials 388.00 1.55% 26.09.2013 Industrials 89.00 2.25% 27.03.2014 Health Care 970.00 2.68% 26.09.2013 Consumer Discretionary 1055.00 1.90% 26.06.2013 Information Technology 537.00 47.33 Consumer Staples 1877.00 2.13% 26.09.2013 Industrials 148.00 8.11% 26.09.2013 Industrials 277.00 3.25% 27.03.2014 Industrials 502.00 2.99% 26.09.2013 Industrials 636.00 2.36% 26.06.2013 Financials 305.00 2.30% 26.09.2013 Health Care 2518.00 1.19% 27.03.2014 Consumer Staples 7420.00 0.54% 27.11.2013 Financials 282.00 2.13% 26.09.2013 Financials 258.00 2.71% 26.09.2013 Information Technology 404.00 3.71% 26.09.2013 67.02 Industrials 988.00 1.82% 27.03.2014 Financials 250.00 2.80% 26.09.2013 Consumer Staples 1313.00 1.90% 27.03.2014 Industrials 865.00 2.31% 26.09.2013 Information Technology 461.00 5.64% 26.09.2013 Financials 492.00 1.73% 26.09.2013 Information Technology 562000.00 26.09.2013 Industrials 285.00 2.46% 27.03.2014 Financials 535.00 2.06% 26.09.2013 Industrials 297.00 3.37% 26.09.2013 Materials 1639.00 2.32% 26.09.2013 Consumer Staples 2461.00 2.03% 26.06.2013 Telecommunication Services40500.00 0.99% 26.06.2013 Information Technology 79.00 37.25 Consumer Staples 3455.00 2.72% 29.07.2013 Consumer Staples 1798.00 2.22% 26.09.2013 Materials 374.00 2.67% 26.09.2013 Consumer Discretionary 1762.00 1.53% 26.06.2013 Financials 339.00 2.21% 26.09.2013 Financials 198.00 1.52% 27.03.2014 Industrials 623.00 1.61% 26.09.2013 Industrials 478.00 1.67% 26.09.2013 Financials 262.00 3.05% 27.03.2013 Health Care 907.00 1.32% 26.09.2013 Industrials 1713.00 2.34% 26.09.2013 Consumer Staples 5380.00 1.12% 25.04.2014 Industrials 973.00 2.36% 26.09.2013 Information Technology 649.00 1.54% 26.09.2013 51.42 Financials 497.00 3.02% 27.03.2013 Consumer Staples 1069.00 2.43% 26.09.2013 Information Technology 968.00 2.69% 26.09.2013 Consumer Discretionary 1799.00 1.39% 26.09.2013 Industrials 521.00 5.76% 26.09.2013 Financials 352.00 2.84% 26.09.2013 Information Technology 1511.00 2.98% 26.09.2013 Industrials 63.00 26.09.2013 31.24 Financials 1459.00 2.47% 26.09.2013 Materials 626.00 3.51% 26.09.2013 Consumer Discretionary 806.00 2.11% 26.09.2013 Industrials 612.00 1.63% 26.09.2013 Materials 1134.00 1.98% 26.09.2013 Industrials 889.00 0.79% 26.09.2013 Health Care 539.00 4.41% 26.09.2013 Materials 296.00 3.89% 26.09.2013 Consumer Staples 125.00 2.40% 27.03.2014 Materials 329.00 3.65% 26.09.2013 Industrials 1777.00 2.36% 26.09.2013 Health Care 1679.00 1.91% 26.09.2013 Consumer Discretionary 1475.00 2.71% 26.09.2013 Information Technology 1365.00 2.49% 26.09.2013 Industrials 1696.00 6.25% 26.09.2013 Materials 5900.00 2.03% 26.09.2013 Consumer Discretionary 2111.00 2.13% 28.08.2013 Consumer Discretionary 36350.00 3.30% 26.09.2013 Consumer Discretionary 1249.00 4.40% 26.09.2013 Financials 142.00 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 224.00 2.68% 27.03.2014 Consumer Discretionary 100100.00 2.00% 28.08.2013 Consumer Discretionary 523.00 3.44% 28.08.2013 Industrials 271.00 4.43% 26.09.2013 Industrials 1300.00 2.15% 26.06.2013 Industrials 269.00 1.86% 27.03.2014 Materials 1397.00 2.79% 26.09.2013 Financials 1931.00 2.59% 26.09.2013 Consumer Discretionary 1253.00 2.08% 26.09.2013 Health Care 4955.00 1.46% 26.09.2013 Industrials 1263.00 1.82% 26.09.2013 Industrials 2631.00 1.98% 26.12.2013 Consumer Discretionary 1933.00 1.81% 26.09.2013 Consumer Discretionary 1044.00 1.92% 26.09.2013 Consumer Staples 2534.00 2.57% 26.09.2013 Materials 159.00 3.77% 26.09.2013 Health Care 3895.00 2.41% 26.06.2013 Industrials 422.00 2.37% 26.09.2013 Financials 3420.00 1.90% 26.09.2013 Health Care 1314.00 2.89% 26.09.2013 Consumer Discretionary 180.00 42.91 Materials 284.00 4.40% 27.03.2013 Consumer Staples 269.00 2.60% 27.03.2014 Consumer Staples 1296.00 2.01% 26.09.2013 Consumer Discretionary 1401.00 2.50% 27.03.2013 Industrials 238.00 3.78% 27.03.2014 Industrials 178.00 1.12% 27.03.2014 Financials 3790.00 1.58% 26.09.2013 Consumer Discretionary 859.00 1.05% 26.09.2013
35.43
35.39
35.64
-0.036 -0.002 0.001
0.007
0.004
0.000
0.000
0.000
34.20
34.16
34.26
-0.072 0.007
0.009
0.010
0.006
0.000
0.000
0.000
61.51
62.07
64.17
0.125
0.022
0.026
0.059
0.002 -0.001 -0.001 -0.003
21.13
21.13
21.30
0.210
0.164
0.171
0.204
0.004 -0.003 -0.003 -0.004
47.09
47.08
46.96
-0.504 -0.372 -0.265 -0.031
0.029
46.76
47.20
48.23
0.177
0.181
0.214
-0.007 -0.005 -0.005 -0.005
43.68
43.79
44.20
-0.043 -0.002 0.003
0.015
-0.024 0.000
0.000
0.000
36.05
36.26
36.49
0.309
0.730
0.028
0.015
0.010
48.79
47.30
46.02
-0.028 -0.042 -0.051 -0.037
0.002 -0.001 -0.002 -0.002
31.37
39.01
52.70
-0.149 -0.005 0.346
0.968
0.023
42.53
42.43
42.30
-0.042 0.028
0.008
0.002 -0.002 -0.001 0.000
0.172
0.557
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.622
0.020
0.008
0.018
0.012
0.006
0.009
0.000
0.003
16.10.2012
TOPIX 1000 Index - TPX1000
Ticker
Name
GICS_SECTOR_NAME
ATM3 Ref
Dividend Yield
Next ExDividend Date
1824 JT Equity
MAEDA CORP
Industrials
361.00
1.94%
27.03.2014
9303 JT Equity
SUMITOMO WAREHOUSE CO LTD
Industrials
338.00
3.11%
26.09.2013
2685 JT Equity
POINT INC
Consumer Discretionary
2959.00
4.39%
28.08.2013
9934 JT Equity
INABA DENKI SANGYO CO LTD
Industrials
2104.00
4.33%
27.03.2014
9948 JT Equity
ARCS CO LTD
Consumer Staples
1685.00
2.31%
28.08.2013
3865 JT Equity
HOKUETSU KISHU PAPER CO LTD
Materials
371.00
3.23%
26.09.2013
4681 JT Equity
RESORTTRUST INC
Consumer Discretionary
1489.00
2.69%
26.09.2013
8609 JT Equity
OKASAN SECURITIES GROUP INC
Financials
284.00
1.76%
27.03.2013
8600 JT Equity
TOMONY HOLDINGS INC
Financials
315.00
2.54%
26.09.2013
2131 JT Equity
ACCORDIA GOLF CO LTD
Consumer Discretionary
55600.00
2.52%
27.03.2014
9536 JT Equity
SAIBU GAS CO LTD
Utilities
209.00
2.87%
26.09.2013
3608 JT Equity
TSI HOLDINGS CO LTD
Consumer Discretionary
502.00
3.49%
26.02.2014
3774 JT Equity
INTERNET INITIATIVE JAPAN
Information Technology
2019.00
0.89%
26.09.2013
4921 JT Equity
FANCL CORP
Consumer Staples
881.00
3.86%
26.09.2013
6995 JT Equity
TOKAI RIKA CO LTD
Consumer Discretionary
990.00
3.43%
26.09.2013
2001 JT Equity
NIPPON FLOUR MILLS CO LTD
Consumer Staples
336.00
2.98%
26.09.2013
8522 JT Equity
BANK OF NAGOYA LTD/THE
Financials
258.00
2.52%
26.09.2013
9477 JT Equity
KADOKAWA GROUP HOLDINGS INC
Consumer Discretionary
2461.00
1.42%
27.03.2014
3432 JT Equity
SANKYO-TATEYAMA HOLDINGS INC
Industrials
162.00
12.35%
1881 JT Equity
NIPPO CORP
Industrials
876.00
1.37%
27.03.2014
6474 JT Equity
NACHI-FUJIKOSHI CORP
Industrials
241.00
2.49%
27.11.2013
5301 JT Equity
TOKAI CARBON CO LTD
Materials
246.00
3.25%
26.06.2013
8140 JT Equity
RYOSAN CO LTD
Information Technology
1385.00
5.05%
26.09.2013
5413 JT Equity
NISSHIN STEEL HOLDINGS CO LT
Materials
533.00
4985 JT Equity
EARTH CHEMICAL CO LTD
Materials
2929.00
3.24%
26.12.2013
7817 JT Equity
PARAMOUNT BED HOLDINGS CO LT
Health Care
2568.00
1.75%
26.09.2013
6588 JT Equity
TOSHIBA TEC CORP
Information Technology
351.00
1.99%
26.09.2013
7616 JT Equity
COLOWIDE CO LTD
Consumer Discretionary
671.00
0.75%
27.03.2014
9681 JT Equity
TOKYO DOME CORP
Consumer Discretionary
261.00
1.92%
29.01.2014
4044 JT Equity
CENTRAL GLASS CO LTD
Industrials
217.00
3.69%
26.09.2013
4917 JT Equity
MANDOM CORP
Consumer Staples
2059.00
2.91%
26.09.2013
9749 JT Equity
FUJI SOFT INC
Information Technology
1659.00
1.51%
26.09.2013
1417 JT Equity
MIRAIT HOLDINGS CORP
Industrials
673.00
2.97%
26.09.2013
9603 JT Equity
H I S CO LTD
Consumer Discretionary
2512.00
1.27%
29.10.2013
6140 JT Equity
ASAHI DIAMOND INDUSTRIAL CO
Industrials
829.00
4.10%
26.09.2013
7296 JT Equity
FCC CO LTD
Consumer Discretionary
1296.00
2.62%
26.09.2013
4041 JT Equity
NIPPON SODA CO LTD
Materials
340.00
1.76%
27.03.2014
7606 JT Equity
UNITED ARROWS LTD
Consumer Discretionary
1975.00
2.08%
26.09.2013
7278 JT Equity
EXEDY CORP
Consumer Discretionary
1546.00
3.23%
26.09.2013
8346 JT Equity
TOHO BANK LTD/THE
Financials
252.00
2.68%
26.09.2013
1332 JT Equity
NIPPON SUISAN KAISHA LTD
Consumer Staples
161.00
3.11%
26.09.2013
8424 JT Equity
FUYO GENERAL LEASE CO LTD
Financials
2189.00
3.02%
26.09.2013
1924 JT Equity
PANAHOME CORP
Consumer Discretionary
491.00
3.05%
26.09.2013
6371 JT Equity
TSUBAKIMOTO CHAIN CO
Industrials
384.00
2.08%
26.09.2013
9375 JT Equity
KINTETSU WORLD EXPRESS INC
Industrials
2293.00
1.40%
26.09.2013
8344 JT Equity
YAMAGATA BANK LTD/THE
Financials
340.00
1.76%
26.09.2013
9869 JT Equity
KATO SANGYO CO LTD
Consumer Staples
1434.00
2.58%
27.03.2013
7522 JT Equity
WATAMI CO LTD
Consumer Discretionary
1748.00
1.72%
26.09.2013
2284 JT Equity
ITOHAM FOODS INC
Consumer Staples
331.00
0.91%
27.03.2014
8399 JT Equity
BANK OF THE RYUKYUS LTD
Financials
991.00
3.03%
26.09.2013
6330 JT Equity
TOYO ENGINEERING CORP
Industrials
339.00
1.47%
27.03.2014
8595 JT Equity
JAFCO CO LTD
Financials
1680.00
1.49%
27.03.2013
7994 JT Equity
OKAMURA CORP
Industrials
576.00
1.91%
26.09.2013
1969 JT Equity
TAKASAGO THERMAL ENGINEERING
Industrials
629.00
3.97%
26.09.2013
4516 JT Equity
NIPPON SHINYAKU CO LTD
Health Care
917.00
2.29%
26.09.2013
8153 JT Equity
MOS FOOD SERVICES INC
Consumer Discretionary
1527.00
1.31%
26.09.2013
4708 JT Equity
MOSHI MOSHI HOTLINE INC
Industrials
1141.00
5.00%
26.09.2013
6436 JT Equity
AMANO CORP
Information Technology
650.00
4.31%
26.09.2013
7729 JT Equity
TOKYO SEIMITSU CO LTD
Information Technology
1090.00
1.65%
27.03.2013
5541 JT Equity
PACIFIC METALS CO LTD
Materials
267.00
0.75%
26.09.2013
5451 JT Equity
YODOGAWA STEEL WORKS LTD
Materials
260.00
3.27%
27.03.2013
5857 JT Equity
ASAHI HOLDINGS INC
Materials
1316.00
4.56%
26.09.2013
8278 JT Equity
FUJI CO LTD
Consumer Discretionary
1745.00
0.86%
28.08.2013
7251 JT Equity
KEIHIN CORP
Consumer Discretionary
925.00
3.14%
26.09.2013
8848 JT Equity
LEOPALACE21 CORP
Financials
244.00
3880 JT Equity
DAIO PAPER CORP
Materials
433.00
2.08%
26.09.2013
4626 JT Equity
TAIYO HOLDINGS CO LTD
Materials
2236.00
4.25%
26.09.2013
2201 JT Equity
MORINAGA & CO LTD
Consumer Staples
174.00
3.45%
27.03.2014
4023 JT Equity
KUREHA CORP
Materials
281.00
3.56%
26.09.2013
3110 JT Equity
NITTO BOSEKI CO LTD
Industrials
247.00
1.62%
27.03.2013
1942 JT Equity
KANDENKO CO LTD
Industrials
372.00
3.23%
26.09.2013
8360 JT Equity
YAMANASHI CHUO BANK LTD/THE
Financials
314.00
1.91%
26.09.2013
7230 JT Equity
NISSIN KOGYO CO LTD
Consumer Discretionary
1034.00
2.90%
26.09.2013
4559 JT Equity
ZERIA PHARMACEUTICAL CO LTD
Health Care
1259.00
1.91%
26.09.2013
1983 JT Equity
TOSHIBA PLANT SYSTEMS & SERV
Industrials
1036.00
1.45%
26.09.2013
6310 JT Equity
ISEKI & CO LTD
Industrials
176.00
1.14%
27.03.2014
8276 JT Equity
HEIWADO CO LTD
Consumer Staples
1036.00
2.41%
16.08.2013
8022 JT Equity
MIZUNO CORP
Consumer Discretionary
380.00
2.63%
26.09.2013
6383 JT Equity
DAIFUKU CO LTD
Industrials
409.00
3.67%
26.09.2013
8895 JT Equity
ARNEST ONE CORP
Consumer Discretionary
1145.00
3.49%
26.09.2013
8020 JT Equity
KANEMATSU CORP
Industrials
3201 JT Equity
JAPAN WOOL TEXTILE CO LTD
Consumer Discretionary
565.00
3.19%
29.05.2013
8281 JT Equity
XEBIO CO LTD
Consumer Discretionary
1565.00
1.92%
26.09.2013
7242 JT Equity
KYB CO LTD
Consumer Discretionary
268.00
3.36%
26.09.2013
6135 JT Equity
MAKINO MILLING MACHINE CO
Industrials
354.00
3.11%
26.09.2013
8173 JT Equity
JOSHIN DENKI CO LTD
Consumer Discretionary
859.00
1.86%
27.03.2014
6104 JT Equity
TOSHIBA MACHINE CO LTD
Industrials
322.00
2.33%
26.09.2013
4924 JT Equity
DR CI:LABO CO LTD
Consumer Staples
258100.00
3.49%
29.07.2014
5393 JT Equity
NICHIAS CORP
Industrials
391.00
2.94%
26.09.2013
8160 JT Equity
KISOJI CO LTD
Consumer Discretionary
1613.00
1.12%
26.09.2013
2590 JT Equity
DYDO DRINCO INC
Consumer Staples
3530.00
1.42%
17.07.2013
9787 JT Equity
AEON DELIGHT CO LTD
Industrials
1539.00
2.73%
28.08.2013
9793 JT Equity
DAISEKI CO LTD
Industrials
1075.00
1.91%
28.08.2013
8342 JT Equity
AOMORI BANK LTD/THE
Financials
244.00
2.46%
26.09.2013
1379 JT Equity
HOKUTO CORP
Consumer Staples
1578.00
3.61%
26.09.2013
4548 JT Equity
SEIKAGAKU CORP
Health Care
898.00
2.78%
26.09.2013
7224 JT Equity
SHINMAYWA INDUSTRIES LTD
Industrials
402.00
2.49%
26.09.2013
7864 JT Equity
FUJI SEAL INTERNATIONAL INC
Materials
1600.00
2.38%
26.09.2013
1820 JT Equity
NISHIMATSU CONSTRUCTION CO
Industrials
122.00
3.28%
27.03.2014
2815 JT Equity
ARIAKE JAPAN CO LTD
Consumer Staples
1750.00
2.74%
26.09.2013
6986 JT Equity
FUTABA CORP/CHIBA
Industrials
1041.00
3.36%
27.03.2013
8051 JT Equity
YAMAZEN CORP
Industrials
468.00
2.78%
26.09.2013
7239 JT Equity
TACHI-S CO LTD
Consumer Discretionary
1357.00
0.96%
26.09.2013
7248 JT Equity
CALSONIC KANSEI CORP
Consumer Discretionary
298.00
2.52%
26.09.2013
7451 JT Equity
MITSUBISHI SHOKUHIN CO LTD
Consumer Staples
1960.00
2.14%
26.09.2013
9605 JT Equity
TOEI CO LTD
Consumer Discretionary
423.00
1.42%
26.09.2013
8584 JT Equity
JACCS CO LTD
Financials
290.00
3.45%
26.09.2013
5946 JT Equity
CHOFU SEISAKUSHO CO LTD
Consumer Discretionary
1724.00
1.74%
26.06.2013
9449 JT Equity
GMO INTERNET INC
Information Technology
524.00
1.72%
27.03.2013
6651 JT Equity
NITTO KOGYO CORP
Industrials
1161.00
1.81%
26.09.2013
1377 JT Equity
SAKATA SEED CORP
Consumer Staples
1031.00
1.94%
27.11.2013
8803 JT Equity
HEIWA REAL ESTATE CO LTD
Financials
912.00
2.74%
26.09.2013
6967 JT Equity
SHINKO ELECTRIC INDUSTRIES
Information Technology
506.00
3.95%
26.09.2013
8806 JT Equity
DAIBIRU CORP
Financials
585.00
1.88%
26.09.2013
7238 JT Equity
AKEBONO BRAKE INDUSTRY CO
Consumer Discretionary
334.00
2.99%
26.09.2013
6282 JT Equity
OILES CORP
Industrials
1547.00
2.26%
26.09.2013
9830 JT Equity
TRUSCO NAKAYAMA CORP
Industrials
1370.00
2.59%
26.09.2013
3092 JT Equity
START TODAY CO LTD
Consumer Discretionary
939.00
2.13%
26.09.2013
6996 JT Equity
NICHICON CORP
Information Technology
533.00
2.81%
26.09.2013
7740 JT Equity
TAMRON CO LTD
Consumer Discretionary
2180.00
2.06%
26.12.2012
7581 JT Equity
SAIZERIYA CO LTD
Consumer Discretionary
1139.00
1.58%
27.08.2014
5703 JT Equity
NIPPON LIGHT METAL HOLDINGS
Materials
70.00
4.29%
8237 JT Equity 5482 JT Equity
MATSUYA CO LTD AICHI STEEL CORP
Consumer Discretionary Materials
828.00 295.00
3.39%
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
27.03.2014
89.00
26.09.2013
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
16.10.2012
TOPIX 1000 Index - TPX1000
Ticker 9511 JT Equity 5738 JT Equity 5726 JT Equity 8179 JT Equity 7862 JT Equity 6632 JT Equity 8392 JT Equity 5707 JT Equity 5105 JT Equity 3087 JT Equity 3167 JT Equity 7447 JT Equity 6755 JT Equity 3002 JT Equity 8325 JT Equity 9543 JT Equity 7274 JT Equity 8841 JT Equity 6875 JT Equity 3151 JT Equity 7220 JT Equity 8362 JT Equity 6807 JT Equity 6767 JT Equity 2288 JT Equity 8527 JT Equity 2594 JT Equity 6905 JT Equity 6581 JT Equity 9474 JT Equity 7739 JT Equity 8251 JT Equity 8217 JT Equity 9792 JT Equity 4471 JT Equity 2730 JT Equity 8515 JT Equity 6379 JT Equity 7246 JT Equity 3048 JT Equity 8214 JT Equity 1766 JT Equity 6222 JT Equity 8511 JT Equity 1950 JT Equity 9945 JT Equity 9746 JT Equity 8343 JT Equity 5191 JT Equity 5809 JT Equity 4694 JT Equity 6013 JT Equity 6269 JT Equity 6454 JT Equity 7545 JT Equity 1835 JT Equity 2580 JT Equity 3569 JT Equity 4914 JT Equity 7867 JT Equity 6961 JT Equity 8170 JT Equity 2681 JT Equity 8545 JT Equity 8387 JT Equity 4919 JT Equity 8266 JT Equity 6498 JT Equity 3106 JT Equity 6118 JT Equity 9759 JT Equity 8550 JT Equity 6101 JT Equity 2181 JT Equity 3064 JT Equity 8543 JT Equity 5440 JT Equity 4958 JT Equity 3107 JT Equity 2874 JT Equity 8279 JT Equity 5423 JT Equity 1982 JT Equity 9010 JT Equity 5975 JT Equity 1973 JT Equity 8056 JT Equity 4282 JT Equity 3708 JT Equity 8339 JT Equity 6406 JT Equity 2602 JT Equity 8870 JT Equity 8011 JT Equity 7917 JT Equity 6707 JT Equity 6816 JT Equity 8074 JT Equity 8098 JT Equity 8541 JT Equity 5186 JT Equity 8566 JT Equity 7846 JT Equity 6444 JT Equity 8393 JT Equity 8396 JT Equity 4680 JT Equity 7421 JT Equity 4116 JT Equity 6287 JT Equity 3635 JT Equity 7541 JT Equity 9069 JT Equity 9715 JT Equity 6339 JT Equity 6622 JT Equity 6804 JT Equity 3104 JT Equity 2004 JT Equity 2211 JT Equity 4551 JT Equity 8032 JT Equity 2908 JT Equity 9678 JT Equity 5727 JT Equity 5715 JT Equity
Name OKINAWA ELECTRIC POWER CO SUMITOMO LIGHT METAL IND LTD OSAKA TITANIUM TECHNOLOGIES ROYAL HOLDINGS CO LTD TOPPAN FORMS CO LTD JVC KENWOOD CORP OITA BANK LTD/THE TOHO ZINC CO LTD TOYO TIRE & RUBBER CO LTD DOUTOR NICHIRES HOLDINGS CO TOKAI HOLDINGS CORP NAGAILEBEN CO LTD FUJITSU GENERAL LTD GUNZE LTD HOKUETSU BANK LTD/THE SHIZUOKA GAS CO LTD SHOWA CORP TOC CO LTD MEGACHIPS CORP VITAL KSK HOLDINGS INC MUSASHI SEIMITSU INDUSTRY CO FUKUI BANK LTD/THE JAPAN AVIATION ELECTRONICS MITSUMI ELECTRIC CO LTD MARUDAI FOOD CO LTD AICHI BANK LTD/THE KEY COFFEE INC COSEL CO LTD HITACHI KOKI CO LTD ZENRIN CO LTD CANON ELECTRONICS INC PARCO CO LTD OKUWA CO LTD NICHII GAKKAN CO SANYO CHEMICAL INDUSTRIES EDION CORP AIFUL CORP SHINKO PLANTECH CO LTD PRESS KOGYO CO LTD BIC CAMERA INC AOKI HOLDINGS INC TOKEN CORP SHIMA SEIKI MFG LTD JAPAN SECURITIES FINANCE CO NIPPON DENSETSU KOGYO CO LTD PLENUS CO LTD TKC CORP AKITA BANK LTD/THE TOKAI RUBBER INDUSTRIES TATSUTA ELEC WIRE & CABLE BML INC TAKUMA CO LTD MODEC INC MAX CO LTD NISHIMATSUYA CHAIN CO LTD TOTETSU KOGYO CO LTD COCA-COLA CENTRAL JAPAN CO SEIREN CO LTD TAKASAGO INTERNATIONAL CORP TOMY COMPANY LTD ENPLAS CORP ADERANS CO LTD GEO HOLDINGS CORP KANSAI URBAN BANKING CORP SHIKOKU BANK LTD/THE MILBON CO LTD IZUMIYA CO LTD KITZ CORP KURABO INDUSTRIES LTD AIDA ENGINEERING LTD NSD CO LTD TOCHIGI BANK LTD/THE TSUGAMI CORP TEMP HOLDINGS CO LTD MONOTARO CO LTD MINATO BANK LTD/THE KYOEI STEEL LTD T HASEGAWA CO LTD DAIWABO HOLDINGS CO LTD YOKOHAMA REITO CO LTD YAOKO CO LTD TOKYO STEEL MFG CO LTD HIBIYA ENGINEERING LTD FUJI KYUKO CO LTD TOPRE CORP NEC NETWORKS & SYSTEM INTEGR NIHON UNISYS LTD EPS CORPORATION TOKUSHU TOKAI PAPER CO LTD TOKYO TOMIN BANK LTD/THE FUJITEC CO LTD NISSHIN OILLIO GROUP LTD/THE SUMITOMO REAL ESTATE SALES SANYO SHOKAI LTD FUJIMORI KOGYO CO LTD SANKEN ELECTRIC CO LTD ALPINE ELECTRONICS INC YUASA TRADING CO LTD INABATA & CO LTD EHIME BANK LTD/THE NITTA CORP RICOH LEASING CO LTD PILOT CORP SANDEN CORP MIYAZAKI BANK LTD/THE EIGHTEENTH BANK LTD/THE ROUND ONE CORP KAPPA CREATE HOLDINGS CO LTD DAINICHISEIKA COLOR & CHEM SATO HOLDINGS CORP TECMO KOEI HOLDINGS CO LTD MEGANE TOP CO LTD SENKO CO LTD TRANSCOSMOS INC SINTOKOGIO LTD DAIHEN CORP HOSIDEN CORP FUJIBO HOLDINGS INC SHOWA SANGYO CO LTD FUJIYA CO LTD TORII PHARMACEUTICAL CO LTD JAPAN PULP & PAPER CO LTD FUJICCO CO LTD KANAMOTO CO LTD TOHO TITANIUM CO LTD FURUKAWA CO LTD
GICS_SECTOR_NAME Utilities Materials Materials Consumer Discretionary Industrials Consumer Discretionary Financials Materials Consumer Discretionary Consumer Discretionary Industrials Health Care Consumer Discretionary Consumer Discretionary Financials Utilities Consumer Discretionary Financials Information Technology Health Care Consumer Discretionary Financials Information Technology Information Technology Consumer Staples Financials Consumer Staples Industrials Industrials Consumer Discretionary Information Technology Consumer Discretionary Consumer Staples Health Care Materials Consumer Discretionary Financials Energy Consumer Discretionary Consumer Discretionary Consumer Discretionary Consumer Discretionary Industrials Financials Industrials Consumer Discretionary Information Technology Financials Consumer Discretionary Industrials Health Care Industrials Energy Industrials Consumer Discretionary Industrials Consumer Staples Consumer Discretionary Materials Consumer Discretionary Information Technology Consumer Staples Consumer Discretionary Financials Financials Consumer Staples Consumer Staples Industrials Consumer Discretionary Industrials Information Technology Financials Industrials Industrials Industrials Financials Materials Materials Information Technology Consumer Staples Consumer Staples Materials Industrials Consumer Discretionary Consumer Discretionary Information Technology Information Technology Health Care Materials Financials Industrials Consumer Staples Financials Consumer Discretionary Materials Information Technology Consumer Discretionary Industrials Industrials Financials Industrials Financials Industrials Consumer Discretionary Financials Financials Consumer Discretionary Consumer Discretionary Materials Industrials Information Technology Consumer Discretionary Industrials Information Technology Industrials Industrials Information Technology Consumer Discretionary Consumer Staples Consumer Staples Health Care Industrials Consumer Staples Industrials Materials Industrials
ATM3 Ref 2709.00 64.00 1570.00 974.00 746.00 264.00 249.00 269.00 198.00 992.00 323.00 1190.00 653.00 198.00 152.00 589.00 715.00 397.00 1845.00 816.00 1560.00 177.00 653.00 423.00 279.00 4180.00 1526.00 1024.00 556.00 1038.00 1610.00 823.00 1046.00 717.00 444.00 370.00 162.00 630.00 314.00 38550.00 1661.00 3440.00 1055.00 352.00 704.00 1293.00 1559.00 210.00 732.00 721.00 2046.00 394.00 1602.00 883.00 640.00 947.00 986.00 528.00 399.00 416.00 2719.00 1093.00 89600.00 99.00 191.00 2645.00 395.00 330.00 126.00 499.00 749.00 271.00 487.00 942.00 2039.00 150.00 1201.00 1005.00 139.00 544.00 3045.00 248.00 956.00 481.00 651.00 1412.00 549.00 210500.00 197.00 692.00 440.00 297.00 3600.00 233.00 1698.00 251.00 651.00 126.00 482.00 204.00 1221.00 1859.00 144200.00 240.00 190.00 197.00 381.00 1715.00 330.00 1133.00 630.00 870.00 306.00 897.00 535.00 207.00 450.00 279.00 263.00 189.00 1687.00 235.00 1007.00 982.00 707.00 68.00
Dividend Yield
Next ExDividend Date
2.21% 3.13% 1.27% 1.03% 3.35% 1.89% 2.41% 2.60% 3.54% 2.62% 3.72% 2.94% 1.23% 3.79% 3.95% 1.53% 2.52% 2.27% 1.63% 1.96% 2.56% 2.82% 1.68% 1.18% 3.23% 1.91% 0.98% 2.15% 5.76% 2.84% 3.73% 2.19% 2.49% 2.51% 3.38% 5.41%
26.09.2013
4.76% 2.71% 2.59% 2.41% 2.47% 3.32% 4.83% 1.70% 3.87% 2.82% 2.86% 2.32% 1.25% 2.08% 1.02% 1.79% 4.08% 2.97% 2.11% 3.65% 2.37% 2.01% 3.37% 0.92%
27.03.2014 26.09.2013 26.02.2014 26.09.2013 25.04.2014 26.09.2013 26.09.2013 27.03.2014 28.08.2013 27.03.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.06.2013 27.03.2014 16.08.2013 27.03.2014 26.06.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013
3.35% 3.03% 2.88% 2.38% 2.28% 3.18% 3.97% 2.81% 3.34% 2.58% 2.26% 1.49% 0.61% 3.33% 2.50% 2.99% 2.88% 3.68% 1.81% 2.02% 3.14% 1.04% 2.30% 2.34% 2.00% 1.81% 2.54% 2.17% 2.50% 3.37% 3.06% 3.43% 1.94% 2.79% 3.07% 3.97% 4.15% 2.94% 2.29% 2.18% 1.39% 4.17% 3.16% 3.05% 5.25% 1.17% 3.64% 3.00% 4.60% 1.61% 3.59% 3.34% 2.62% 3.38% 4.44% 1.43% 2.66%
26.09.2013 27.03.2014 26.09.2013 18.06.2013 28.08.2013 26.09.2013 27.03.2014 27.03.2014 27.03.2014 26.09.2013 26.09.2013 26.09.2013 26.06.2013 27.03.2014 26.09.2013 27.03.2013 27.03.2014 27.03.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 26.09.2013 27.03.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 26.09.2013 26.12.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 26.06.2013 27.03.2014 26.09.2013 26.09.2013 26.09.2013 26.02.2014 26.09.2013 26.09.2013 27.03.2014 26.09.2013 26.09.2013 27.03.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 27.03.2014
2.49% 4.26% 2.98% 2.04% 0.71%
26.09.2013 26.09.2013 26.09.2013 25.04.2013 27.03.2013
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
27.03.2013 26.12.2013 26.09.2013 27.03.2013 26.09.2013 27.03.2014 26.12.2013 28.08.2013 26.09.2013 27.08.2014 27.03.2014 27.03.2014 26.09.2013 26.06.2013 26.09.2013 26.09.2013 27.03.2013 26.09.2013 26.09.2013 26.09.2013 26.09.2013 27.03.2014 27.03.2014 26.09.2013 26.09.2013 18.11.2013 26.06.2013 26.09.2013 26.12.2012 28.08.2013 16.08.2013 26.09.2013 26.09.2013 26.09.2013
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
16.10.2012
TOPIX 1000 Index - TPX1000
Ticker
Name
GICS_SECTOR_NAME
ATM4 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
ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
2220 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
8050 JT Equity
SEIKO HOLDINGS CORP
Consumer Discretionary
205.00
1.22%
27.03.2014
8283 JT Equity
PALTAC CORP
Consumer Discretionary
1137.00
3.52%
26.09.2013
5911 JT Equity
YOKOGAWA BRIDGE HOLDINGS COR
Industrials
556.00
1.62%
26.09.2013
5602 JT Equity
KURIMOTO LTD
Materials
236.00
1.69%
26.09.2013
5481 JT Equity
SANYO SPECIAL STEEL CO LTD
Materials
225.00
4.44%
27.03.2013
6349 JT Equity
KOMORI CORP
Industrials
393.00
3.82%
26.09.2013
8174 JT Equity
NIPPON GAS CO LTD
Energy
1233.00
1.22%
26.09.2013
1722 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
5122 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
8151 JT Equity
TOYO CORP
Information Technology
807.00
4.96%
27.03.2013
7231 JT Equity
TOPY INDUSTRIES LTD
Materials
154.00
2.60%
26.09.2013
9302 JT Equity
MITSUI-SOKO CO LTD
Industrials
248.00
3.83%
26.09.2013
4617 JT Equity
CHUGOKU MARINE PAINTS LTD
Materials
357.00
3.64%
26.09.2013
1762 JT Equity
TAKAMATSU CONSTRUCTION GROUP Consumer Discretionary
1355.00
1.33%
26.09.2013
7976 JT Equity
MITSUBISHI PENCIL CO LTD
Industrials
1387.00
1.84%
26.06.2013
8114 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
4212 JT Equity
SEKISUI JUSHI CORP
Industrials
9119 JT Equity
IINO KAIUN KAISHA LTD
6737 JT Equity
EIZO NANAO CORP
7517 JT Equity
768.00
2.73%
26.09.2013
Industrials
233.00
5.15%
26.09.2013
Information Technology
1328.00
4.14%
26.09.2013
KURODA ELECTRIC CO LTD
Industrials
923.00
3.14%
26.09.2013
1941 JT Equity
CHUDENKO CORP
Industrials
691.00
2.89%
26.09.2013
6419 JT Equity
MARS ENGINEERING CORP
Consumer Discretionary
1981.00
2.78%
26.09.2013
7476 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
7718 JT Equity
STAR MICRONICS CO LTD
Information Technology
692.00
3.90%
28.08.2013
6794 JT Equity
FOSTER ELECTRIC CO LTD
Consumer Discretionary
1170.00
3.85%
26.09.2013
6407 JT Equity
CKD CORP
Industrials
394.00
3.55%
26.09.2013
5192 JT Equity
MITSUBOSHI BELTING CO LTD
Industrials
415.00
3.61%
26.09.2013
2726 JT Equity
PAL CO LTD
Consumer Discretionary
3820.00
1.57%
26.02.2014
8111 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
6151 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
9682 JT Equity
DTS CORP
Information Technology
1068.00
2.81%
26.09.2013
4733 JT Equity
OBIC BUSINESS CONSULTANTS
Information Technology
4335.00
2.08%
26.09.2013
9430 JT Equity
NEC MOBILING LTD
Consumer Discretionary
2974.00
4.20%
26.09.2013
2792 JT Equity
HONEYS CO LTD
Consumer Discretionary
1239.00
2.42%
27.11.2013
6728 JT Equity
ULVAC INC
Information Technology
538.00
1.86%
26.06.2013
3028 JT Equity
ALPEN CO LTD
Consumer Discretionary
1418.00
2.47%
26.12.2013
6706 JT Equity
DENKI KOGYO CO LTD
Information Technology
349.00
2.01%
27.03.2014
5384 JT Equity
FUJIMI INC
Materials
1118.00
3.13%
26.09.2013
8395 JT Equity
BANK OF SAGA LTD/THE
Financials
177.00
3.39%
26.09.2013
6756 JT Equity
HITACHI KOKUSAI ELECTRIC INC
Information Technology
463.00
2.59%
26.09.2013
1885 JT Equity
TOA CORP
Industrials
108.00
1.85%
27.03.2014
8871 JT Equity
GOLDCREST CO LTD
Financials
1188.00
3.79%
26.09.2013
7943 JT Equity
NICHIHA CORP
Industrials
911.00
1.98%
26.09.2013
7840 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
8338 JT Equity
TSUKUBA BANK LTD
Financials
256.00
1.95%
27.03.2014
4201 JT Equity
NIPPON SYNTHETIC CHEMICAL
Materials
490.00
2.45%
26.09.2013
7226 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
7516 JT Equity
KOHNAN SHOJI CO LTD
Consumer Discretionary
4028 JT Equity
ISHIHARA SANGYO KAISHA LTD
Materials
2664 JT Equity
CAWACHI LTD
Consumer Staples
1507.00
7915 JT Equity
NISSHA PRINTING CO LTD
Industrials
617.00
8182 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
2659 JT Equity
SAN-A CO LTD
Consumer Staples
3070.00
1.53%
26.02.2014
6332 JT Equity
TSUKISHIMA KIKAI CO LTD
Industrials
660.00
2.27%
26.09.2013
2109 JT Equity
MITSUI SUGAR CO LTD
Consumer Staples
259.00
3.09%
26.09.2013
3397 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
2327 JT Equity
NS SOLUTIONS CORP
Information Technology
6455 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
8196 JT Equity
KASUMI CO LTD
Consumer Staples
5331 JT Equity
NORITAKE CO LTD
3950 JT Equity
PACK CORP/THE
5959 JT Equity
963.00
3.12%
28.08.2013
2.65%
12.03.2014
59.00
1550.00
27.03.2013
2.74%
26.09.2013
504.00
2.78%
28.08.2013
Industrials
188.00
3.46%
26.09.2013
Materials
1370.00
2.92%
26.06.2013
OKABE CO LTD
Materials
491.00
2.85%
26.06.2013
6462 JT Equity
RIKEN CORP
Consumer Discretionary
277.00
3.97%
26.09.2013
7972 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
9755 JT Equity
OYO CORP
Industrials
8897 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
8698 JT Equity
MONEX GROUP INC
Financials
13380.00
2.24%
27.03.2013
6741 JT Equity
NIPPON SIGNAL CO LTD/THE
Industrials
427.00
3.28%
26.09.2013
2204 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
7102 JT Equity
NIPPON SHARYO LTD
Industrials
6463 JT Equity
TPR CO LTD
7630 JT Equity
ICHIBANYA CO LTD
5196 JT Equity
917.00
1.64%
26.06.2013
272.00
1.84%
26.09.2013
Consumer Discretionary
891.00
2.81%
26.09.2013
Consumer Discretionary
2488.00
2.21%
28.05.2014
KINUGAWA RUBBER INDUSTRIAL
Consumer Discretionary
428.00
1.87%
26.09.2013
2127 JT Equity
NIHON M&A CENTER INC
Industrials
2363.00
2.12%
26.09.2013
7483 JT Equity
DOSHISHA CO LTD
Consumer Discretionary
2096.00
2.74%
26.09.2013
3864 JT Equity
MITSUBISHI PAPER MILLS LTD
Materials
65.00
1.54%
27.03.2014
6430 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
2918 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
1954 JT Equity
NIPPON KOEI CO LTD
Industrials
273.00
2.75%
27.03.2014
9882 JT Equity
YELLOW HAT LTD
Consumer Discretionary
1019.00
2.45%
26.09.2013
9946 JT Equity
MINISTOP CO LTD
Consumer Staples
1295.00
3.47%
28.08.2013
6801 JT Equity
TOKO INC
Information Technology
186.00
1961 JT Equity
SANKI ENGINEERING CO LTD
Industrials
367.00
4.09%
26.09.2013
9672 JT Equity
TOKYOTOKEIBA CO LTD
Consumer Discretionary
116.00
2.59%
26.06.2013
5851 JT Equity
RYOBI LTD
Industrials
159.00
3.77%
26.09.2013
5632 JT Equity
MITSUBISHI STEEL MFG CO LTD
Materials
147.00
3.06%
26.09.2013
3730 JT Equity
MACROMILL INC
Information Technology
968.00
2.58%
26.12.2013
2108 JT Equity
NIPPON BEET SUGAR MFG CO LTD
Consumer Staples
150.00
3.33%
27.03.2014
4321 JT Equity
KENEDIX INC
Financials
9310.00
6413 JT Equity
RISO KAGAKU CORP
Information Technology
1287.00
3.89%
27.03.2014
8037 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
7937 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
8703 JT Equity
KABU.COM SECURITIES CO LTD
Financials
228.00
3.51%
27.03.2013
6820 JT Equity
ICOM INC
Information Technology
1657.00
1.21%
26.09.2013
6839 JT Equity
FUNAI ELECTRIC CO LTD
Consumer Discretionary
1019.00
3.93%
27.03.2013
8200 JT Equity
RINGER HUT CO LTD
Consumer Discretionary
1026.00
0.97%
28.08.2013
3141 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
6368 JT Equity
ORGANO CORP
Industrials
457.00
3.28%
26.09.2013
5930 JT Equity
BUNKA SHUTTER CO LTD
Industrials
336.00
2.98%
26.09.2013
1884 JT Equity
NIPPON ROAD CO LTD
Industrials
271.00
2.58%
27.03.2014
3001 JT Equity
KATAKURA INDUSTRIES CO LTD
Industrials
688.00
1.45%
26.12.2013
2466 JT Equity
PGM HOLDINGS K K
Consumer Discretionary
61300.00
1.63%
26.12.2013
6730 JT Equity
AXELL CORP
Information Technology
1937.00
5.94%
26.09.2013
5195 JT Equity
BANDO CHEMICAL INDUSTRIES
Industrials
248.00
3.63%
26.09.2013
7250 JT Equity
PACIFIC INDUSTRIAL CO LTD
Consumer Discretionary
437.00
2.06%
26.09.2013
8165 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
8133 JT Equity
ITOCHU ENEX CO LTD
Energy
406.00
3.94%
26.09.2013
8879 JT Equity
TOKYU LIVABLE INC
Financials
987.00
2.03%
27.03.2014
9902 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
6641 JT Equity
NISSIN ELECTRIC CO LTD
Industrials
8713 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
2613 JT Equity
J-OIL MILLS INC
Consumer Staples
210.00
3.81%
26.09.2013
9938 JT Equity
SUMIKIN BUSSAN CORP
Industrials
190.00
3.42%
26.09.2013
1515 JT Equity
NITTETSU MINING CO LTD
Materials
306.00
2.29%
26.09.2013
8263 JT Equity
DAIEI INC
Consumer Discretionary
143.00
7280 JT Equity
MITSUBA CORP
Consumer Discretionary
473.00
1.48%
27.03.2014
5142 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
4538 JT Equity
#N/A Requesting Data...
#N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
2678 JT Equity
ASKUL CORP
Consumer Discretionary
1272.00
2.36%
18.11.2013
8624 JT Equity
ICHIYOSHI SECURITIES CO LTD
Financials
390.00
6.15%
27.03.2013
9616 JT Equity
KYORITSU MAINTENANCE CO LTD
Consumer Discretionary
1666.00
2.34%
26.09.2013
6676 JT Equity 7995 JT Equity
MELCO HOLDINGS INC NIPPON VALQUA INDUSTRIES LTD
Information Technology Materials
1557.00 211.00
2.57% 4.74%
26.09.2013 26.09.2013
439.00
2.05%
26.09.2013
36.92
34.17
34.62
35.55
-0.188 -0.018 0.009
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.062
0.009
0.003
0.002 -0.001
16.10.2012
TOPIX 1000 Index - TPX1000
Ticker 4549 JT Equity 2910 JT Equity 6369 JT Equity 4956 JT Equity 4997 JT Equity 3148 JT Equity 7241 JT Equity 6507 JT Equity 2281 JT Equity 4046 JT Equity 8150 JT Equity 7732 JT Equity 9729 JT Equity 8131 JT Equity 3156 JT Equity 8068 JT Equity 3395 JT Equity 2899 JT Equity 5812 JT Equity 4996 JT Equity 6718 JT Equity 8097 JT Equity 8876 JT Equity 3103 JT Equity 5449 JT Equity 8907 JT Equity 6999 JT Equity 7245 JT Equity 7631 JT Equity 7494 JT Equity 1518 JT Equity 6480 JT Equity 6652 JT Equity 1813 JT Equity 8536 JT Equity 8529 JT Equity 3315 JT Equity 1926 JT Equity 7599 JT Equity 8255 JT Equity 8168 JT Equity 1301 JT Equity 2572 JT Equity 5741 JT Equity 5563 JT Equity 5805 JT Equity 2322 JT Equity 4668 JT Equity 8154 JT Equity 1968 JT Equity 5344 JT Equity 2733 JT Equity 8337 JT Equity 7456 JT Equity 4539 JT Equity 1890 JT Equity 4711 JT Equity 8061 JT Equity 3076 JT Equity 9068 JT Equity 8364 JT Equity 6796 JT Equity 6723 JT Equity 5310 JT Equity 8350 JT Equity 8706 JT Equity 8043 JT Equity 5988 JT Equity 4633 JT Equity 8194 JT Equity 8558 JT Equity 9066 JT Equity 3333 JT Equity 3529 JT Equity 1959 JT Equity 7294 JT Equity 8409 JT Equity 8141 JT Equity 1964 JT Equity 6247 JT Equity 6482 JT Equity 9997 JT Equity 8089 JT Equity 6517 JT Equity 7554 JT Equity 8613 JT Equity 8132 JT Equity 9037 JT Equity 7613 JT Equity 3738 JT Equity 1919 JT Equity 9900 JT Equity 4928 JT Equity 6966 JT Equity 8374 JT Equity 6277 JT Equity 3946 JT Equity 8537 JT Equity 6278 JT Equity 7769 JT Equity 5210 JT Equity 6935 JT Equity 4215 JT Equity 2692 JT Equity 9842 JT Equity 7942 JT Equity 6779 JT Equity 7905 JT Equity 4825 JT Equity 9887 JT Equity 2715 JT Equity 8059 JT Equity 5302 JT Equity 2317 JT Equity 9722 JT Equity 3433 JT Equity 1980 JT Equity 8551 JT Equity 6363 JT Equity 6866 JT Equity 8530 JT Equity 4994 JT Equity 4109 JT Equity 6744 JT Equity 8008 JT Equity 4989 JT Equity
Name EIKEN CHEMICAL CO LTD #N/A Requesting Data... TOYO KANETSU K K #N/A Requesting Data... NIHON NOHYAKU CO LTD #N/A Requesting Data... FUTABA INDUSTRIAL CO LTD SINFONIA TECHNOLOGY CO LTD #N/A Requesting Data... #N/A Requesting Data... SANSHIN ELECTRONICS CO LTD TOPCON CORP #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... RYOYO ELECTRO CORP SAINT MARC HOLDINGS CO LTD #N/A Requesting Data... HITACHI CABLE LTD KUMIAI CHEMICAL INDUSTRY CO #N/A Requesting Data... SAN-AI OIL CO LTD #N/A Requesting Data... UNITIKA LTD OSAKA STEEL CO LTD #N/A Requesting Data... KOA CORP DAIDO METAL CO LTD MACNICA INC #N/A Requesting Data... MITSUI MATSUSHIMA CO LTD NIPPON THOMPSON CO LTD IDEC CORP FUDO TETRA CORP HIGASHI-NIPPON BANK LTD/THE #N/A Requesting Data... NIPPON COKE & ENGINEERING CO #N/A Requesting Data... GULLIVER INTERNATIONAL CO #N/A Requesting Data... KEIYO CO LTD KYOKUYO CO LTD MIKUNI COCA-COLA BOTTLING CO FURUKAWA-SKY ALUMINUM CORP NIPPON DENKO CO LTD SWCC SHOWA HOLDINGS CO LTD NEC FIELDING LTD #N/A Requesting Data... KAGA ELECTRONICS CO LTD TAIHEI DENGYO KAISHA LTD MARUWA CO LTD #N/A Requesting Data... CHIBA KOGYO BANK LTD/THE MATSUDA SANGYO CO LTD #N/A Requesting Data... TOYO CONSTRUCTION CO LTD #N/A Requesting Data... SEIKA CORP AI HOLDINGS CORP #N/A Requesting Data... SHIMIZU BANK LTD/THE CLARION CO LTD RENESAS ELECTRONICS CORP TOYO TANSO CO LTD #N/A Requesting Data... KYOKUTO SECURITIES #N/A Requesting Data... #N/A Requesting Data... SAKATA INX CORP #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... ATSUGI CO LTD KYUDENKO CORP YOROZU CORP YACHIYO BANK LTD/THE SHINKO SHOJI CO LTD CHUGAI RO CO LTD HISAKA WORKS LTD YUSHIN PRECISION EQUIPMENT #N/A Requesting Data... #N/A Requesting Data... DENYO CO LTD #N/A Requesting Data... MARUSAN SECURITIES CO LTD #N/A Requesting Data... HAMAKYOREX CO LTD #N/A Requesting Data... T-GAIA CORP #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... MITSUI HIGH-TEC INC MIE BANK LTD/THE HOSOKAWA MICRON CORP #N/A Requesting Data... #N/A Requesting Data... UNION TOOL CO RHYTHM WATCH CO LTD NIHON YAMAMURA GLASS CO LTD JAPAN DIGITAL LABORATORY CO #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... JSP CORP NIHON DEMPA KOGYO CO LTD DAIKEN CORP #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... DAIICHI JITSUGYO CO LTD NIPPON CARBON CO LTD #N/A Requesting Data... FUJITA KANKO INC TOCALO CO LTD #N/A Requesting Data... #N/A Requesting Data... TORISHIMA PUMP MFG CO LTD #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... STELLA CHEMIFA CORP NOHMI BOSAI LTD #N/A Requesting Data... #N/A Requesting Data...
GICS_SECTOR_NAME
ATM4 Ref
Dividend Yield
Next ExDividend Date
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct
ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 ATM4 Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
Health Care 1055.00 2.65% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Energy 152.00 2.63% 27.03.2014 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Materials 355.00 2.54% 27.03.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Consumer Discretionary 300.00 27.03.2013 Industrials 141.00 2.13% 27.03.2014 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Information Technology 598.00 3.68% 26.09.2013 Information Technology 366.00 2.19% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Information Technology 780.00 3.85% 29.07.2013 Consumer Discretionary 2943.00 3.64% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 102.00 27.03.2014 Materials 380.00 1.32% 29.10.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Energy 347.00 3.75% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Consumer Discretionary 35.00 Materials 1239.00 1.82% 27.03.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Information Technology 646.00 3.10% 27.03.2013 Consumer Discretionary 528.00 2.46% 26.09.2013 Information Technology 1601.00 2.19% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 110.00 3.64% 27.03.2014 Industrials 252.00 4.76% 26.09.2013 Industrials 616.00 4.87% 26.09.2013 Industrials 101.00 Financials 168.00 4.76% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Materials 93.00 3.23% 27.03.2014 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Consumer Discretionary 2623.00 3.66% 28.08.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Consumer Discretionary 423.00 2.96% 28.08.2013 Consumer Staples 177.00 2.82% 27.03.2014 Consumer Staples 670.00 3.58% 26.06.2013 Materials 184.00 3.80% 26.09.2013 Materials 189.00 2.65% 26.12.2013 Industrials 58.00 1.72% 27.03.2014 Information Technology 915.00 4.37% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Information Technology 718.00 5.57% 26.09.2013 Industrials 551.00 1.81% 27.03.2014 Information Technology 2490.00 1.20% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Financials 404.00 Industrials 1062.00 2.26% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 218.00 2.29% 27.03.2014 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 212.00 2.83% 27.03.2014 Information Technology 475.00 4.21% 26.12.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Financials 2220.00 2.93% 26.09.2013 Consumer Discretionary 121.00 Information Technology 287.00 117.70 Industrials 1442.00 1.73% 28.05.2014 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Financials 561.00 5.35% 27.03.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Materials 381.00 3.41% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Consumer Discretionary 89.00 3.37% 27.03.2014 Industrials 353.00 2.83% 26.09.2013 Consumer Discretionary 1213.00 1.57% 26.09.2013 Financials 1437.00 4.18% 26.09.2013 Information Technology 672.00 5.21% 26.09.2013 Industrials 200.00 4.00% 27.03.2014 Industrials 544.00 3.68% 26.09.2013 Industrials 1441.00 1.39% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 785.00 2.04% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Financials 220.00 2.27% 27.03.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 2482.00 1.61% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Consumer Discretionary 721.00 4.89% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Information Technology 533.00 1.88% 29.01.2014 Financials 172.00 3.78% 26.09.2013 Industrials 403.00 1.74% 27.03.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 1216.00 2.47% 29.05.2013 Consumer Discretionary 154.00 1.62% 27.03.2014 Materials 167.00 3.59% 26.09.2013 Information Technology 821.00 2.44% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Materials 1008.00 3.08% 26.09.2013 Information Technology 889.00 2.25% 26.09.2013 Materials 169.00 4.44% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 331.00 4.83% 26.09.2013 Industrials 124.00 4.03% 26.12.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Consumer Discretionary 257.00 1.95% 26.12.2013 Industrials 1158.00 3.67% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Industrials 562.00 3.20% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... Materials 1351.00 2.81% 26.09.2013 Information Technology 506.00 2.96% 26.09.2013 #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data... #N/A Requesting Data...
45.10
45.17
45.30
-1.713 0.266
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.276
0.282
-0.038 0.001
0.001
0.002