S&P 500 Index

26.06.
2013
Option Implied Volatility Skew Parameters by Terms:

2
IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
S&P 500 Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend
Yield
Next ExDividend
Date
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
MMM UN Equity
3M CO
Industrials
108.24
2.43%
21.08.2013
18.09
18.66
18.20
18.79
19.86
20.46
-0.478 -0.313 -0.295 -0.255 -0.201 -0.166
0.015
0.008
0.008
0.006
0.003
0.002
ABT UN Equity
ABBOTT LABORATORIES
Health Care
35.11
1.71%
11.10.2013
23.17
22.50
22.12
21.69
22.02
22.51
-0.454 -0.309 -0.258 -0.203 -0.156 -0.131
0.015
0.012
0.009
0.005
0.002
0.002
ABBV UN Equity
ABBVIE INC
Health Care
42.63
3.82%
11.10.2013
27.14
27.87
27.54
26.74
27.02
27.57
-0.096 -0.117 -0.112 -0.096 -0.069 -0.051
0.007
0.008
0.006
0.003
0.002
0.001
ANF UN Equity
ABERCROMBIE & FITCH CO-CL A
Consumer Discretionary
43.77
1.83%
22.08.2013
36.06
39.50
41.01
40.18
39.78
39.69
-0.279 -0.242 -0.203 -0.160 -0.135 -0.125
0.013
0.005
0.003
0.002
0.001
0.001
ACN UN Equity
ACCENTURE PLC-CL A
Information Technology
79.66
2.38%
09.10.2013
24.12
22.48
22.30
22.65
23.83
25.02
-0.350 -0.353 -0.316 -0.246 -0.192 -0.160
0.007
0.010
0.009
0.005
0.003
0.002
ACE UN Equity
ACE LTD
Financials
86.38
2.36%
30.09.2013
17.58
19.38
19.92
20.54
-0.286 -0.442 -0.408 -0.311
0.009
0.013
0.010
0.006
ACT UN Equity
ACTAVIS INC
Health Care
28.36
30.37
30.31
29.61
29.19
28.92
-0.426 -0.402 -0.325 -0.205 -0.149 -0.131
0.015
0.012
0.009
0.003
0.001
0.001
23.68
24.59
26.22
27.16
27.92
28.63
-0.370 -0.213 -0.209 -0.188 -0.146 -0.120
0.015
0.006
0.005
0.003
0.002
0.001
33.59
36.62
36.16
35.44
35.00
34.82
-0.050 -0.117 -0.128 -0.128 -0.109 -0.091
0.012
0.007
0.005
0.002
0.001
0.001
65.97
64.55
63.49
63.93
63.74
63.04
-0.055 -0.088 -0.093 -0.124 -0.139 -0.137
0.013
0.005
0.004
0.002
0.001
0.001
-0.205 -0.316 -0.314 -0.307
0.004
0.007
0.007
0.008
121.54
ADBE UW Equity ADOBE SYSTEMS INC
44.37
ADT UN Equity
ADT CORP/THE
Industrials
40.03
AMD UN Equity
ADVANCED MICRO DEVICES
4.15
AES UN Equity
AES CORP
Utilities
11.67
2.66%
26.07.2013
25.03
27.12
27.02
26.71
AET UN Equity
AETNA INC
Health Care
62.16
1.35%
08.10.2013
25.01
26.68
26.41
27.06
28.40
29.31
-0.364 -0.262 -0.228 -0.185 -0.141 -0.112
0.016
0.009
0.006
0.003
0.002
0.001
AFL UN Equity
AFLAC INC
Financials
56.82
2.57%
12.08.2013
22.21
23.69
24.02
24.26
24.96
25.57
-0.507 -0.371 -0.314 -0.243 -0.181 -0.144
0.017
0.012
0.009
0.005
0.003
0.002
A UN Equity
AGILENT TECHNOLOGIES INC
Health Care
42.48
1.13%
27.09.2013
26.48
29.05
29.12
28.65
29.34
30.10
-0.381 -0.299 -0.257 -0.201 -0.158 -0.133
0.020
0.010
0.007
0.004
0.002
0.001
GAS UN Equity
AGL RESOURCES INC
Utilities
42.10
4.51%
14.08.2013
47.61
41.11
23.41
16.19
0.000 -0.003 0.000
0.125
0.000
0.000
0.000
0.000
APD UN Equity
AIR PRODUCTS & CHEMICALS INC
Materials
94.61
3.04%
27.09.2013
17.92
18.82
18.49
18.75
-0.240 -0.258 -0.281 -0.224
0.005
0.006
0.006
0.004
ARG UN Equity
AIRGAS INC
2.07%
09.09.2013
20.92
21.68
21.66
22.02
-0.436 -0.265 -0.327 -0.274
0.010
0.005
0.007
0.005
37.45
46.79
45.51
41.74
39.97
39.11
-0.128 -0.159 -0.148 -0.125 -0.106 -0.093
0.008
0.003
0.002
0.001
0.001
0.001
1.52%
07.08.2013
27.82
27.10
26.75
29.03
30.41
31.15
-0.145 -0.162 -0.156 -0.114 -0.085 -0.063
0.015
0.012
0.010
0.004
0.003
0.001
40.82
41.93
40.55
37.83
37.40
37.69
0.198 -0.025 -0.082 -0.126 -0.125 -0.102
0.016
0.007
0.005
0.003
0.001
0.000
1.25%
29.07.2013
Materials
95.52
AKAM UW Equity AKAMAI TECHNOLOGIES INC
41.91
AA UN Equity
ALCOA INC
Materials
7.92
ALXN UW Equity
ALEXION PHARMACEUTICALS INC
Health Care
88.38
ATI UN Equity
ALLEGHENY TECHNOLOGIES INC
Materials
26.55
2.71%
23.09.2013
38.14
40.79
40.28
40.14
41.14
42.08
-0.130 -0.218 -0.192 -0.158 -0.127 -0.108
0.014
0.006
0.003
0.002
0.001
0.001
AGN UN Equity
ALLERGAN INC
Health Care
85.25
0.23%
19.08.2013
28.13
28.38
27.25
27.48
27.89
27.87
-0.373 -0.255 -0.232 -0.184 -0.157 -0.146
0.013
0.010
0.007
0.003
0.001
0.001
ALL UN Equity
ALLSTATE CORP
Financials
46.88
2.26%
30.08.2013
20.34
21.56
21.32
22.08
23.39
24.21
-0.396 -0.270 -0.257 -0.228 -0.188 -0.159
0.014
0.011
0.009
0.005
0.002
0.001
ALTR UW Equity
ALTERA CORP
32.61
1.84%
06.11.2013
29.53
31.81
31.45
31.49
31.14
31.48
-0.278 -0.250 -0.203 -0.164 -0.119 -0.101
0.009
0.008
0.004
0.003
0.002
0.001
MO UN Equity
ALTRIA GROUP INC
Consumer Staples
34.93
5.38%
13.09.2013
17.15
17.60
17.03
17.88
19.12
19.80
-0.446 -0.419 -0.319 -0.243 -0.175 -0.132
0.013
0.014
0.011
0.006
0.005
0.003
28.89
32.48
30.30
30.57
31.70
32.24
-0.308 -0.239 -0.205 -0.170 -0.135 -0.104
0.015
0.007
0.005
0.004
0.002
0.001
-0.249 -0.220 -0.167 -0.190
0.003
0.003
0.002
0.006
AMZN UW Equity AMAZON.COM INC
271.98
AEE UN Equity
AMEREN CORPORATION
Utilities
33.41
4.79%
09.09.2013
18.27
18.02
17.39
17.36
AEP UN Equity
AMERICAN ELECTRIC POWER
Utilities
43.91
4.53%
07.08.2013
18.56
17.80
17.69
17.74
18.07
18.40
-0.324 -0.359 -0.311 -0.226 -0.165 -0.133
0.007
0.011
0.009
0.006
0.003
0.002
AXP UN Equity
AMERICAN EXPRESS CO
Financials
73.23
1.28%
02.10.2013
23.46
23.19
23.40
24.36
25.58
26.38
-0.365 -0.239 -0.239 -0.225 -0.180 -0.145
0.018
0.013
0.008
0.004
0.002
0.001
AIG UN Equity
AMERICAN INTERNATIONAL GROUP
Financials
43.35
0.92%
09.12.2013
30.64
32.18
32.14
32.69
33.47
34.06
-0.312 -0.303 -0.249 -0.184 -0.134 -0.106
0.017
0.008
0.005
0.003
0.001
0.001
AMT UN Equity
AMERICAN TOWER CORP
Financials
72.90
1.15%
12.09.2013
30.31
28.82
28.03
27.33
27.73
28.36
-0.463 -0.366 -0.337 -0.252 -0.177 -0.144
0.013
0.008
0.006
0.004
0.002
0.001
AMP UN Equity
AMERIPRISE FINANCIAL INC
Financials
79.26
2.66%
01.08.2013
28.24
29.46
29.25
29.45
-0.588 -0.449 -0.363 -0.278
0.013
0.010
0.009
0.003
ABC UN Equity
AMERISOURCEBERGEN CORP
Health Care
53.55
1.74%
19.08.2013
21.98
23.50
23.66
23.36
-0.293 -0.383 -0.325 -0.217
0.008
0.012
0.009
0.005
AMGN UW Equity AMGEN INC
Health Care
96.29
2.26%
13.08.2013
27.18
27.93
27.35
27.11
27.71
28.30
-0.225 -0.119 -0.151 -0.149 -0.117 -0.100
0.015
0.003
0.003
0.003
0.002
0.001
APH UN Equity
AMPHENOL CORP-CL A
76.39
0.60%
09.09.2013
26.62
24.19
24.21
24.26
-0.320 -0.307 -0.250 -0.191
0.009
0.008
0.006
0.003
APC UN Equity
ANADARKO PETROLEUM CORP
Energy
85.08
0.56%
09.09.2013
32.23
32.57
32.14
31.24
31.02
31.03
-0.041 -0.101 -0.100 -0.078 -0.090 -0.106
0.016
0.008
0.005
0.002
0.001
0.001
ADI UW Equity
ANALOG DEVICES INC
44.52
3.14%
04.09.2013
22.88
23.58
24.31
24.64
25.22
26.02
-0.330 -0.284 -0.259 -0.194 -0.155 -0.128
0.007
0.007
0.006
0.003
0.002
0.001
AON UN Equity
AON PLC
Financials
63.69
1.10%
30.07.2013
19.09
20.74
20.28
20.64
-0.417 -0.274 -0.279 -0.211
0.012
0.004
0.004
0.004
APA UN Equity
APACHE CORP
Energy
82.64
0.98%
17.10.2013
26.17
27.19
27.02
27.34
-0.240 -0.152 -0.177 -0.190 -0.159 -0.134
0.016
0.001
0.003
0.004
0.002
0.001
AIV UN Equity
APARTMENT INVT & MGMT CO -A
3.53%
14.08.2013
22.75
23.51
22.75
21.77
63.17
56.00
54.38
Financials
28.92
APOL UW Equity APOLLO GROUP INC-CL A
19.37
AAPL UW Equity
APPLE INC
28.20
28.87
-0.101 -0.179 -0.119 -0.108
0.002
0.003
0.002
0.004
53.68
52.06
50.91
-0.291 -0.153 -0.119 -0.107 -0.101 -0.102
0.007
0.006
0.004
0.002
0.001
0.001
402.63
3.03%
08.08.2013
28.45
29.33
27.89
28.02
29.64
30.95
-0.201 -0.150 -0.120 -0.078 -0.050 -0.035
0.013
0.007
0.005
0.003
0.001
0.001
AMAT UW Equity APPLIED MATERIALS INC
15.27
2.62%
19.11.2013
30.10
29.75
28.90
28.40
28.69
29.07
-0.265 -0.253 -0.209 -0.166 -0.129 -0.107
0.005
0.007
0.005
0.003
0.002
0.001
ADM UN Equity
ARCHER-DANIELS-MIDLAND CO
Consumer Staples
33.17
2.35%
13.08.2013
24.47
25.90
25.41
25.92
25.66
26.49
-0.321 -0.214 -0.193 -0.154 -0.124 -0.101
0.018
0.010
0.007
0.004
0.002
0.001
AIZ UN Equity
ASSURANT INC
Financials
49.82
2.07%
22.08.2013
23.03
24.17
24.08
23.91
-0.184 -0.240 -0.227 -0.156
0.002
0.006
0.008
0.003
T UN Equity
AT&T INC
Telecommunication Services 35.03
5.19%
08.07.2013
16.90
17.58
17.54
18.11
19.20
19.90
-0.305 -0.320 -0.225 -0.178 -0.128 -0.103
0.023
0.013
0.012
0.007
0.004
0.002
30.26
30.84
32.67
34.12
34.66
34.91
-0.195 -0.207 -0.183 -0.147 -0.117 -0.099
0.012
0.005
0.003
0.002
0.001
0.001
2.68%
11.09.2013
16.36
17.16
17.41
17.69
18.74
19.76
-0.318 -0.345 -0.325 -0.268 -0.206 -0.166
0.006
0.007
0.007
0.005
0.004
0.002
-0.215 -0.161 -0.137 -0.113
0.007
0.005
0.004
0.002
-0.313 -0.252 -0.226 -0.181 -0.128 -0.115
0.011
0.008
0.005
0.003
0.002
0.001
ADSK UW Equity AUTODESK INC
34.04
ADP UW Equity
AUTOMATIC DATA PROCESSING
68.82
AN UN Equity
AUTONATION INC
42.71
30.20
28.84
28.79
28.96
AZO UN Equity
AUTOZONE INC
421.48
17.15
18.23
19.89
21.45
AVB UN Equity
AVALONBAY COMMUNITIES INC
Financials
135.44
2.43%
26.09.2013
22.55
22.69
21.83
21.59
-0.467 -0.345 -0.301 -0.249
0.015
0.009
0.006
0.004
AVY UN Equity
AVERY DENNISON CORP
Industrials
42.09
2.83%
30.08.2013
24.43
24.95
23.15
24.97
-0.153 -0.307 -0.223 -0.092
0.004
0.007
0.006
0.003
AVP UN Equity
AVON PRODUCTS INC
Consumer Staples
20.90
1.15%
12.08.2013
35.85
37.25
35.42
33.99
33.30
32.92
-0.266 -0.271 -0.247 -0.221 -0.187 -0.162
0.004
0.006
0.004
0.003
0.002
0.001
BHI UN Equity
BAKER HUGHES INC
Energy
45.08
1.51%
01.08.2013
32.26
30.56
30.14
29.67
29.98
30.53
-0.432 -0.308 -0.286 -0.229 -0.172 -0.144
0.012
0.007
0.005
0.003
0.002
0.001
BLL UN Equity
BALL CORP
Materials
42.13
1.33%
29.08.2013
19.81
22.06
22.04
21.98
-0.282 -0.411 -0.411 -0.410
0.009
0.008
0.008
0.008
BAC UN Equity
BANK OF AMERICA CORP
Financials
12.67
0.79%
04.09.2013
30.07
28.90
28.82
29.50
30.66
31.75
-0.164 -0.228 -0.214 -0.184 -0.145 -0.110
0.013
0.011
0.006
0.003
0.002
0.001
BK UN Equity
BANK OF NEW YORK MELLON CORP
Financials
28.27
2.19%
25.07.2013
28.02
26.65
26.24
27.11
27.26
27.69
-0.549 -0.317 -0.280 -0.211 -0.189 -0.150
0.021
0.012
0.008
0.004
0.003
0.002
BAX UN Equity
BAXTER INTERNATIONAL INC
Health Care
69.50
2.91%
11.09.2013
20.16
19.95
20.03
20.33
21.25
22.11
-0.272 -0.269 -0.232 -0.157 -0.120 -0.104
0.009
0.007
0.005
0.003
0.002
0.001
BBT UN Equity
BB&T CORP
Financials
33.83
3.07%
07.08.2013
20.08
19.26
19.41
20.65
22.85
22.33
-0.529 -0.416 -0.345 -0.264 -0.204 -0.159
0.015
0.011
0.007
0.004
0.002
0.001
BEAM UN Equity
BEAM INC
Consumer Staples
62.25
1.53%
05.08.2013
23.09
23.73
23.21
23.69
-0.221 -0.263 -0.211 -0.155
0.008
0.012
0.009
0.004
BDX UN Equity
BECTON DICKINSON AND CO
Health Care
98.00
2.07%
06.09.2013
17.36
18.19
18.03
18.63
-0.291 -0.327 -0.282 -0.228
0.007
0.010
0.008
0.004
32.21
27.70
26.95
27.33
27.33
27.38
-0.291 -0.236 -0.206 -0.161 -0.129 -0.110
0.011
0.009
0.007
0.003
0.002
0.001
2.77%
16.08.2013
17.84
19.17
18.99
18.90
-0.051 -0.116 -0.109 -0.131
0.001
0.001
0.001
0.003
18.16
18.91
18.97
19.94
20.37
20.93
-0.370 -0.253 -0.271 -0.247 -0.243 -0.169
0.021
0.017
0.012
0.006
0.004
0.002
35.82
40.23
44.28
42.87
40.37
39.32
-0.226 -0.215 -0.238 -0.225 -0.192 -0.172
0.014
0.006
0.003
0.002
0.001
0.001
36.45
38.02
37.61
36.67
36.75
37.28
-0.391 -0.262 -0.210 -0.157 -0.119 -0.098
0.013
0.005
0.004
0.002
0.001
0.001
32.90
30.86
30.16
30.22
30.78
31.14
-0.340 -0.304 -0.242 -0.191 -0.159 -0.135
0.011
0.006
0.004
0.002
0.001
0.001
10.40
10.23
9.58
8.49
6.40
5.38
-0.332 -0.477 -0.416 -0.327 -0.245 -0.195
0.004
0.006
0.005
0.003
0.004
0.004
23.96
24.22
24.07
24.62
25.26
25.71
-0.332 -0.306 -0.283 -0.224 -0.174 -0.143
0.020
0.010
0.006
0.004
0.002
0.002
28.26
29.79
29.10
29.36
-0.228 -0.283 -0.251 -0.200
0.005
0.007
0.006
0.003
25.33
24.53
23.58
23.35
-0.315 -0.318 -0.273 -0.215
0.006
0.007
0.006
0.004
BBBY UW Equity BED BATH & BEYOND INC
BMS UN Equity
BEMIS COMPANY
68.84
Materials
38.29
BRK/B UN Equity BERKSHIRE HATHAWAY INC-CL B
Financials
112.07
BBY UN Equity
BEST BUY CO INC
BIIB UW Equity
BIOGEN IDEC INC
Health Care
199.15
BLK UN Equity
BLACKROCK INC
Financials
252.58
BMC UW Equity
BMC SOFTWARE INC
44.88
BA UN Equity
BOEING CO/THE
Industrials
98.67
BWA UN Equity
BORGWARNER INC
83.03
BXP UN Equity
BOSTON PROPERTIES INC
Financials
BSX UN Equity
BOSTON SCIENTIFIC CORP
Health Care
9.03
BMY UN Equity
BRISTOL-MYERS SQUIBB CO
26.74
102.66
2.69%
2.80%
2.08%
25.09.2013
03.09.2013
06.11.2013
2.00%
27.09.2013
22.23
23.02
32.65
34.46
34.90
35.17
35.17
35.08
-0.021 -0.113 -0.116 -0.096 -0.080 -0.067
0.016
0.013
0.009
0.004
0.002
0.001
Health Care
45.18
3.14%
02.10.2013
24.77
24.58
24.20
24.24
24.60
25.29
-0.231 -0.241 -0.250 -0.220 -0.169 -0.150
0.022
0.012
0.011
0.005
0.004
0.002
BRCM UW Equity BROADCOM CORP-CL A
33.70
1.31%
27.08.2013
26.23
29.23
29.44
29.09
29.97
30.87
-0.366 -0.285 -0.243 -0.184 -0.139 -0.113
0.009
0.005
0.004
0.003
0.002
0.001
BF/B UN Equity
BROWN-FORMAN CORP-CLASS B
Consumer Staples
67.72
1.62%
06.09.2013
17.36
19.27
21.98
21.87
-0.085 -0.135 -0.163 -0.050
0.001
0.003
0.005
0.000
CA UW Equity
CA INC
27.29
2.75%
16.08.2013
24.36
26.38
26.09
25.16
25.66
26.35
-0.120 -0.178 -0.171 -0.149 -0.121 -0.103
0.005
0.009
0.007
0.004
0.002
0.001
CVC UN Equity
CABLEVISION SYSTEMS-NY GRP-A
15.03
4.06%
13.08.2013
31.76
35.32
34.38
34.69
35.94
35.16
0.248
0.066 -0.025 -0.060 -0.080
0.014
0.009
0.004
0.002
0.001
0.001
COG UN Equity
CABOT OIL & GAS CORP
Energy
70.35
0.11%
12.08.2013
35.15
37.89
36.93
37.23
37.45
37.20
-0.370 -0.286 -0.252 -0.210 -0.165 -0.136
0.012
0.006
0.005
0.003
0.001
0.001
CAM UN Equity
CAMERON INTERNATIONAL CORP
Energy
61.24
30.57
32.22
32.51
32.60
32.89
33.09
-0.263 -0.311 -0.282 -0.217 -0.170 -0.141
0.006
0.007
0.005
0.002
0.001
0.001
CPB UN Equity
CAMPBELL SOUP CO
Consumer Staples
43.93
2.73%
10.07.2013
19.51
19.11
19.33
19.92
20.02
20.01
-0.154 -0.158 -0.145 -0.120 -0.099 -0.092
0.006
0.009
0.008
0.005
0.003
0.002
COF UN Equity
CAPITAL ONE FINANCIAL CORP
Financials
61.11
2.05%
08.08.2013
27.43
25.77
25.53
27.17
30.44
30.09
-0.378 -0.267 -0.278 -0.223 -0.188 -0.149
0.016
0.011
0.007
0.003
0.001
0.001
CAH UN Equity
CARDINAL HEALTH INC
Health Care
46.64
2.71%
03.10.2013
19.72
21.50
21.14
21.59
22.42
23.33
-0.320 -0.284 -0.299 -0.195 -0.195 -0.144
0.005
0.005
0.007
0.004
0.002
0.001
CFN UN Equity
CAREFUSION CORP
Health Care
36.81
38.40
33.70
31.71
31.02
-0.128 -0.167 -0.142 -0.125
0.009
0.007
0.005
0.002
KMX UN Equity
CARMAX INC
44.36
28.01
28.04
29.56
30.88
-0.226 -0.188 -0.217 -0.187
0.006
0.003
0.004
0.003
CCL UN Equity
CARNIVAL CORP
34.89
3.15%
21.08.2013
22.38
23.45
24.29
25.50
26.62
27.28
-0.242 -0.325 -0.244 -0.172 -0.136 -0.116
0.007
0.009
0.007
0.004
0.002
0.001
CAT UN Equity
CATERPILLAR INC
Industrials
82.33
2.92%
17.10.2013
21.24
22.85
22.78
23.81
25.14
26.17
-0.335 -0.300 -0.258 -0.194 -0.141 -0.115
0.009
0.008
0.005
0.004
0.002
0.001
CBG UN Equity
CBRE GROUP INC - A
Financials
21.99
34.07
36.06
34.76
34.87
34.73
34.96
-0.296 -0.271 -0.237 -0.197 -0.131 -0.126
0.005
0.005
0.004
0.002
0.000
0.001
CBS UN Equity
CBS CORP-CLASS B NON VOTING
47.93
29.56
31.17
30.74
31.97
33.06
34.75
-0.250 -0.214 -0.178 -0.165 -0.139 -0.114
0.007
0.006
0.006
0.002
0.001
0.000
39.05
38.66
37.85
37.63
38.45
39.20
-0.256 -0.218 -0.193 -0.161 -0.134 -0.117
0.014
0.007
0.005
0.003
0.001
0.001
1.19%
05.09.2013
114.45
0.088
CELG UW Equity CELGENE CORP
Health Care
CNP UN Equity
CENTERPOINT ENERGY INC
Utilities
23.07
3.66%
14.08.2013
21.58
21.90
21.75
21.54
22.04
22.55
-0.091 -0.211 -0.202 -0.157 -0.117 -0.093
0.002
0.005
0.005
0.005
0.003
0.002
CTL UN Equity
CENTURYLINK INC
6.18%
13.09.2013
20.65
22.30
21.83
21.90
22.34
22.55
-0.333 -0.319 -0.272 -0.202 -0.146 -0.121
0.010
0.010
0.007
0.005
0.003
0.002
25.93
28.91
28.67
29.10
29.72
30.84
-0.285 -0.255 -0.228 -0.199 -0.135 -0.121
0.010
0.007
0.005
0.003
0.001
0.001
CERN UW Equity CERNER CORP
Health Care
CF UN Equity
Materials
174.86
0.92%
15.08.2013
28.74
29.75
30.13
30.73
32.25
33.60
-0.136 -0.153 -0.150 -0.131 -0.106 -0.085
0.016
0.007
0.004
0.002
0.001
0.001
CHRW UW Equity C.H. ROBINSON WORLDWIDE INC
Industrials
54.70
2.56%
04.09.2013
23.67
26.93
26.67
25.42
25.55
25.97
-0.180 -0.227 -0.210 -0.173 -0.136 -0.109
0.007
0.009
0.007
0.003
0.002
0.001
SCHW UN Equity SCHWAB (CHARLES) CORP
Financials
21.04
1.14%
07.08.2013
30.01
29.76
30.05
29.68
29.68
30.95
-0.226 -0.249 -0.262 -0.219 -0.204 -0.181
0.003
0.004
0.004
0.003
0.002
0.001
CHK UN Equity
CHESAPEAKE ENERGY CORP
Energy
19.79
1.96%
10.10.2013
36.29
38.59
37.42
37.48
38.37
38.95
-0.198 -0.199 -0.193 -0.178 -0.151 -0.131
0.019
0.008
0.007
0.004
0.002
0.002
CVX UN Equity
CHEVRON CORP
Energy
117.45
3.49%
14.08.2013
18.57
18.24
18.26
19.33
21.10
21.39
-0.357 -0.357 -0.311 -0.259 -0.195 -0.163
0.023
0.013
0.012
0.006
0.004
0.002
CMG UN Equity
CHIPOTLE MEXICAN GRILL INC
358.96
36.42
31.16
29.75
30.71
30.50
31.83
-0.342 -0.273 -0.235 -0.179 -0.146 -0.120
0.009
0.006
0.004
0.002
0.001
0.001
CB UN Equity
CHUBB CORP
Financials
82.40
2.23%
18.09.2013
17.38
18.64
18.28
18.92
-0.372 -0.412 -0.336 -0.251
0.014
0.011
0.009
0.005
CI UN Equity
CIGNA CORP
Health Care
70.67
0.08%
07.03.2014
23.86
24.79
24.51
25.58
0.001
0.001
CINF UW Equity
CINCINNATI FINANCIAL CORP
CF INDUSTRIES HOLDINGS INC
94.93
27.37
28.52
-0.255 -0.242 -0.212 -0.173 -0.136 -0.113
0.013
0.009
0.006
0.002
Financials
45.06
3.66%
16.09.2013
18.29
20.24
18.09
16.89
0.011 -0.019 -0.074 -0.117
0.000
0.000
0.002
0.001
CTAS UW Equity CINTAS CORP
Industrials
45.41
1.78%
06.11.2013
21.86
19.83
19.73
20.28
20.48
20.70
-0.213 -0.238 -0.239 -0.220 -0.169 -0.130
0.003
0.006
0.006
0.005
0.004
0.002
CSCO UW Equity CISCO SYSTEMS INC
24.01
3.21%
30.09.2013
24.71
27.85
26.18
26.03
26.73
27.21
-0.283 -0.242 -0.239 -0.176 -0.134 -0.108
0.020
0.008
0.005
0.004
0.002
0.002
C UN Equity
Financials
47.00
0.49%
01.08.2013
30.55
29.04
28.74
29.57
30.45
30.66
-0.326 -0.290 -0.258 -0.211 -0.174 -0.138
0.012
0.008
0.006
0.003
0.002
0.001
CTXS UW Equity CITRIX SYSTEMS INC
58.54
33.44
36.66
34.67
35.23
34.67
35.32
-0.024 -0.131 -0.139 -0.114 -0.102 -0.099
0.008
0.003
0.003
0.001
0.000
0.000
CLF UN Equity
CLIFFS NATURAL RESOURCES INC
Materials
16.20
3.71%
14.08.2013
66.66
68.91
66.56
64.17
61.68
60.12
-0.236 -0.175 -0.173 -0.162 -0.135 -0.106
0.008
0.004
0.003
0.002
0.001
0.001
CLX UN Equity
CLOROX COMPANY
Consumer Staples
82.28
3.45%
21.10.2013
17.00
17.69
17.66
18.12
18.30
18.22
-0.386 -0.245 -0.233 -0.206 -0.163 -0.134
0.011
0.006
0.006
0.003
0.002
0.001
CME UW Equity
CME GROUP INC
Financials
76.41
2.36%
10.09.2013
27.46
27.27
26.61
25.83
26.04
26.64
-0.261 -0.214 -0.249 -0.170 -0.136 -0.113
0.010
0.007
0.007
0.004
0.003
0.002
CMS UN Equity
CMS ENERGY CORP
Utilities
27.00
3.96%
31.07.2013
19.11
19.74
20.09
17.50
0.000
0.000
0.000
0.000
0.005
COH UN Equity
COACH INC
55.14
2.52%
04.09.2013
29.65
34.22
33.65
31.65
31.76
32.34
-0.263 -0.298 -0.248 -0.166 -0.122 -0.103
0.003
0.004
0.003
0.002
0.001
0.001
KO UN Equity
COCA-COLA CO/THE
Consumer Staples
39.72
2.92%
11.09.2013
19.01
18.62
18.40
18.72
20.09
21.39
-0.393 -0.340 -0.277 -0.199 -0.143 -0.118
0.013
0.012
0.008
0.005
0.003
0.002
CCE UN Equity
COCA-COLA ENTERPRISES
Consumer Staples
34.06
2.53%
04.09.2013
22.39
23.69
23.67
23.21
23.45
23.79
-0.312 -0.370 -0.305 -0.203 -0.142 -0.113
0.010
0.015
0.011
0.004
0.002
0.002
CTSH UW Equity COGNIZANT TECH SOLUTIONS-A
62.79
35.43
37.42
35.46
34.82
34.67
34.31
-0.297 -0.273 -0.232 -0.163 -0.121 -0.107
0.015
0.006
0.005
0.002
0.001
0.001
CL UN Equity
Consumer Staples
56.22
2.48%
25.10.2013
20.44
22.35
22.00
21.07
21.41
21.96
-0.336 -0.394 -0.357 -0.247 -0.186 -0.154
0.020
0.009
0.005
0.004
0.002
0.001
CMCSA UW EquityCOMCAST CORP-CLASS A
40.17
2.07%
30.09.2013
22.51
24.07
23.90
24.32
25.65
26.77
-0.356 -0.270 -0.233 -0.201 -0.160 -0.127
0.018
0.010
0.007
0.004
0.002
0.001
CMA UN Equity
COMERICA INC
Financials
39.67
1.87%
11.09.2013
25.99
24.92
25.05
25.87
26.78
27.29
-0.206 -0.249 -0.239 -0.207 -0.173 -0.151
0.008
0.008
0.006
0.003
0.002
0.002
CSC UN Equity
COMPUTER SCIENCES CORP
43.73
1.83%
13.09.2013
30.66
35.67
33.08
32.84
32.13
32.05
-0.242 -0.266 -0.280 -0.221 -0.116 -0.132
0.009
0.005
0.004
0.002
0.001
0.001
CAG UN Equity
CONAGRA FOODS INC
Consumer Staples
33.27
3.19%
26.07.2013
20.48
19.35
19.67
18.86
18.84
19.17
-0.216 -0.268 -0.254 -0.171 -0.138 -0.103
0.006
0.008
0.009
0.004
0.003
0.002
COP UN Equity
CONOCOPHILLIPS
Energy
59.83
4.51%
17.07.2013
18.69
19.51
19.82
20.39
21.16
21.72
-0.423 -0.342 -0.284 -0.212 -0.156 -0.128
0.013
0.011
0.009
0.006
0.003
0.002
CNX UN Equity
CONSOL ENERGY INC
Energy
27.93
1.79%
07.08.2013
43.57
43.24
42.53
41.59
41.30
41.36
-0.309 -0.264 -0.224 -0.172 -0.134 -0.115
0.012
0.005
0.003
0.002
0.001
0.001
ED UN Equity
CONSOLIDATED EDISON INC
Utilities
57.03
4.31%
12.08.2013
15.59
15.61
15.73
15.99
16.61
17.15
-0.250 -0.248 -0.220 -0.175 -0.134 -0.110
0.006
0.009
0.008
0.005
0.003
0.002
STZ UN Equity
CONSTELLATION BRANDS INC-A
Consumer Staples
50.51
30.77
29.76
30.23
29.38
29.78
30.95
-0.171 -0.100 -0.081 -0.076 -0.089 -0.104
0.006
0.002
0.003
0.002
0.001
0.000
27.40
17.60
29.35
18.16
28.78
18.74
29.26
19.77
29.90
20.94
30.38
21.73
-0.169 -0.244 -0.202 -0.165 -0.127 -0.103

-0.378 -0.236 -0.229 -0.201 -0.157 -0.131
0.019
0.020
0.010
0.012
0.007
0.009
0.004
0.005
0.002
0.003
0.001
0.002
CITIGROUP INC
COLGATE-PALMOLIVE CO
GLW UN Equity
CORNING INC
COST UW Equity COSTCO WHOLESALE CORP
Consumer Staples
14.21
110.25
2.92%
1.16%
28.08.2013
07.08.2013
0.018 -0.008 -0.138
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
26.06.2013

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DEVON ENERGY CORPORATION
DIAMOND OFFSHORE DRILLING
DIRECTV
DISCOVER FINANCIAL SERVICES
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DOLLAR TREE INC
DOMINION RESOURCES INC/VA
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DOW CHEMICAL CO/THE
DR HORTON INC
DR PEPPER SNAPPLE GROUP INC
DTE ENERGY COMPANY
DUKE ENERGY CORP
DUN & BRADSTREET CORP
E*TRADE FINANCIAL CORP
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EATON CORP PLC
EBAY INC
ECOLAB INC
EDISON INTERNATIONAL
EDWARDS LIFESCIENCES CORP
DU PONT (E.I.) DE NEMOURS
ELECTRONIC ARTS INC
ELI LILLY & CO
EMC CORP/MA
EMERSON ELECTRIC CO
ENSCO PLC-CL A
ENTERGY CORP
EOG RESOURCES INC
EQT CORP
EQUIFAX INC
EQUITY RESIDENTIAL
ESTEE LAUDER COMPANIES-CL A
EXELON CORP
EXPEDIA INC
EXPEDITORS INTL WASH INC
EXPRESS SCRIPTS HOLDING CO
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F5 NETWORKS INC
FAMILY DOLLAR STORES
FASTENAL CO
FEDEX CORP
FIDELITY NATIONAL INFORMATIO
FIFTH THIRD BANCORP
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FIRST SOLAR INC
FIRSTENERGY CORP
FISERV INC
FLIR SYSTEMS INC
FLOWSERVE CORP
FLUOR CORP
FMC CORP
FMC TECHNOLOGIES INC
FORD MOTOR CO
FOREST LABORATORIES INC
FOSSIL GROUP INC
FRANKLIN RESOURCES INC
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FRONTIER COMMUNICATIONS CORP
GAMESTOP CORP-CLASS A
GANNETT CO
GAP INC/THE
GARMIN LTD
GENERAL DYNAMICS CORP
GENERAL ELECTRIC CO
GENERAL MILLS INC
GENUINE PARTS CO
GENWORTH FINANCIAL INC-CL A
GILEAD SCIENCES INC
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GOODYEAR TIRE & RUBBER CO
GOOGLE INC-CL A
H&R BLOCK INC
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HOME DEPOT INC
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INTEL CORP
INTERCONTINENTALEXCHANGE INC
INTL BUSINESS MACHINES CORP
INTL FLAVORS & FRAGRANCES
INTL GAME TECHNOLOGY
INTERNATIONAL PAPER CO
INTERPUBLIC GROUP OF COS INC
INTUIT INC
INTUITIVE SURGICAL INC
INVESCO LTD
IRON MOUNTAIN INC
JABIL CIRCUIT INC
JACOBS ENGINEERING GROUP INC
GICS_SECTOR_NAME
ATM Ref
Health Care
61.13
Health Care
108.75
Industrials
23.14
Industrials
107.44
Consumer Staples
56.62
Industrials
62.30
49.07
Health Care
121.95
Consumer Staples
9.98
Industrials
82.45
13.43
49.01
Energy
17.32
Health Care
40.24
Energy
53.07
Energy
67.14
60.43
Financials
46.22
75.46
50.51
49.77
Utilities
55.87
Industrials
76.70
Materials
32.50
20.91
Consumer Staples
44.98
Utilities
65.30
Utilities
66.12
Industrials
95.07
Financials
11.93
Materials
70.33
Industrials
63.15
51.62
Materials
84.41
Utilities
46.59
Health Care
67.19
Materials
52.88
21.78
Health Care
49.22
23.65
Industrials
54.83
Energy
56.76
Utilities
69.16
Energy
130.15
Energy
80.55
Industrials
58.59
Financials
56.40
Consumer Staples
64.74
Utilities
31.08
57.12
Industrials
37.18
Health Care
61.26
Energy
89.11
68.50
60.42
Industrials
45.49
Industrials
97.19
43.01
Financials
17.89
Financials
11.06
44.48
Utilities
36.93
86.41
25.74
Industrials
52.80
Industrials
59.14
Materials
61.72
Energy
55.76
14.97
Health Care
40.65
100.27
Financials
137.26
Materials
27.26
40.06
23.91
41.06
34.95
Industrials
76.42
Industrials
23.11
Consumer Staples
48.33
77.30
Financials
10.88
Health Care
49.78
Financials
153.06
14.71
866.19
27.89
Energy
41.15
51.54
48.83
48.12
Financials
29.18
43.98
Financials
43.93
Financials
64.39
Energy
63.66
Consumer Staples
86.40
Energy
63.65
23.85
Consumer Staples
72.49
74.14
Industrials
77.65
Consumer Staples
38.10
Health Care
34.69
Financials
16.50
Financials
8.81
Health Care
84.41
Financials
7.78
Industrials
67.82
Industrials
54.11
Utilities
57.39
23.88
Financials
175.12
194.98
Materials
75.53
16.41
Materials
43.31
14.32
58.79
Health Care
501.70
Financials
31.50
Industrials
26.36
19.93
Industrials
55.40
Dividend
Yield
Next ExDividend
Date
1.85%
0.77%
25.07.2013
17.10.2013
2.68%
2.05%
1.70%
0.19%
4.48%
28.08.2013
21.08.2013
25.07.2013
25.09.2013
08.10.2013
1.91%
0.60%
1.47%
26.09.2013
27.09.2013
11.09.2013
0.65%
1.70%
0.74%
25.09.2013
13.12.2013
01.08.2013
1.82%
02.07.2013
4.16%
2.01%
3.23%
0.36%
3.51%
4.01%
4.72%
1.75%
28.08.2013
28.08.2013
26.09.2013
10.02.2014
12.09.2013
19.12.2013
13.11.2013
28.08.2013
1.88%
2.79%
11.09.2013
01.08.2013
1.23%
2.29%
13.09.2013
26.09.2013
3.52%
13.08.2013
3.98%
1.69%
3.21%
3.61%
4.80%
0.59%
0.15%
1.60%
3.28%
1.20%
3.99%
0.98%
1.78%
13.11.2013
27.09.2013
14.08.2013
05.09.2013
06.08.2013
15.10.2013
07.08.2013
30.08.2013
19.09.2013
25.09.2013
13.08.2013
26.08.2013
27.11.2013
2.96%
08.08.2013
1.82%
1.89%
0.63%
2.14%
2.01%
2.17%
18.09.2013
23.07.2013
12.09.2013
18.09.2013
30.09.2013
11.09.2013
5.96%
02.08.2013
1.44%
0.54%
0.88%
0.69%
15.08.2013
26.09.2013
26.09.2013
25.09.2013
2.94%
26.07.2013
0.68%
4.59%
10.05%
2.87%
3.51%
1.51%
5.29%
3.00%
2.73%
3.14%
2.87%
27.09.2013
11.07.2013
11.09.2013
23.08.2013
11.09.2013
11.10.2013
10.06.2014
09.10.2013
19.09.2013
10.10.2013
04.09.2013
1.40%
28.08.2013
2.87%
1.29%
1.79%
1.64%
3.33%
1.92%
3.73%
4.94%
4.92%
3.14%
1.99%
1.57%
2.50%
13.09.2013
30.08.2013
27.09.2013
14.08.2013
04.09.2013
29.08.2013
29.10.2013
01.08.2013
02.08.2013
13.11.2013
20.08.2013
12.09.2013
09.09.2013
2.24%
2.34%
1.92%
27.08.2013
16.08.2013
17.10.2013
2.36%
0.45%
0.96%
2.70%
1.86%
1.96%
4.81%
3.85%
27.09.2013
12.08.2013
26.09.2013
12.09.2013
26.09.2013
09.09.2013
28.08.2013
05.08.2013
2.03%
1.96%
2.80%
3.12%
2.37%
1.16%
07.08.2013
16.09.2013
17.09.2013
13.08.2013
06.09.2013
08.10.2013
2.90%
4.29%
1.61%
23.08.2013
26.09.2013
13.08.2013
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
22.82
20.79
25.19
26.89
29.41
21.34
26.58
20.67
30.40
32.90
22.27
20.05
28.72
30.68
20.94
26.39
23.90
25.55
26.36
24.20
24.50
24.03
17.96
26.15
26.39
47.96
19.30
16.05
16.78
23.34
39.25
29.79
26.48
32.09
17.87
18.19
35.50
22.14
39.87
25.62
25.93
21.84
28.22
18.23
32.38
29.28
20.42
22.70
26.33
20.73
36.30
25.26
24.51
17.68
41.28
31.37
30.62
23.22
21.81
21.69
29.87
65.29
19.16
18.62
22.93
25.06
31.73
23.25
31.40
28.21
26.47
37.12
28.22
36.06
28.25
44.19
48.80
26.86
27.56
21.59
20.44
17.94
19.04
41.03
34.29
28.59
39.55
29.31
30.47
30.51
28.66
31.63
22.85
32.27
23.99
24.85
22.40
30.56
17.62
29.74
34.34
24.26
21.03
25.26
26.15
30.50
22.68
22.79
21.54
30.28
37.16
23.11
18.11
30.38
30.67
21.74
27.89
23.91
26.32
28.04
25.85
25.49
24.22
18.12
24.20
27.69
47.91
21.82
16.85
16.42
26.75
37.23
30.93
27.50
29.94
19.16
18.99
39.86
22.09
43.12
25.13
27.27
22.16
29.52
18.47
33.72
29.66
21.36
22.90
29.57
20.77
41.23
27.96
26.55
17.51
44.37
29.11
28.81
23.45
22.30
21.60
28.83
66.65
20.23
19.68
25.74
26.76
33.66
24.52
33.62
29.33
26.49
42.19
29.74
35.48
33.51
47.96
44.09
28.52
30.32
23.90
19.97
17.60
19.96
45.01
35.14
27.63
43.75
24.71
31.64
31.16
31.15
36.74
24.02
33.67
25.26
25.38
21.80
32.24
19.50
30.84
36.39
23.19
19.95
24.81
26.10
30.05
22.84
22.40
22.45
28.78
35.66
22.60
15.61
30.17
30.74
21.48
27.44
23.97
25.85
27.80
25.76
26.55
25.42
17.68
24.18
26.74
46.95
21.84
16.45
16.38
26.75
37.49
30.18
26.67
29.74
19.17
18.67
38.43
21.37
41.34
24.25
26.35
22.00
28.68
18.53
32.79
29.11
21.19
22.70
27.92
20.76
38.34
27.85
25.81
17.29
42.89
28.71
28.80
24.24
22.25
22.23
28.83
62.34
20.20
19.42
25.48
26.40
32.73
23.43
32.36
28.40
26.40
38.73
29.90
35.19
32.69
46.33
44.13
30.01
29.38
23.97
19.92
17.32
19.94
44.27
34.90
27.64
43.05
23.34
33.24
30.69
31.09
35.19
24.02
33.05
25.07
24.73
21.44
32.09
19.51
30.79
38.89
23.68
19.98
24.92
26.30
31.35
22.86
22.56
23.64
27.11
35.34
23.69
13.43
29.39
32.58
21.04
27.43
24.72
26.17
28.78
26.22
28.26
27.83
17.62
24.65
27.30
45.05
21.90
16.28
16.87
26.74
35.97
30.24
27.10
31.72
19.55
18.75
35.12
21.67
40.34
23.88
26.84
22.65
29.38
18.84
32.68
29.08
21.14
22.59
27.68
20.98
38.17
27.00
26.67
17.87
41.94
27.96
29.44
24.78
22.52
23.70
28.83
61.19
20.55
20.05
25.42
26.89
32.47
22.96
31.91
28.77
26.24
38.59
29.96
35.20
29.95
46.83
40.63
30.92
29.63
23.59
20.44
17.07
19.90
45.44
34.69
27.44
41.35
23.69
34.42
30.73
30.34
34.56
24.03
34.30
25.25
24.31
21.45
32.19
19.56
32.26
38.36
24.99
25.70
27.40
33.15
23.43
23.39
24.54
27.96
33.84
23.94
24.09
25.10
35.92
25.64
13.33
29.84
32.92
35.87
26.29
13.91
30.47
32.61
28.31
25.41
26.81
30.14
29.07
25.82
27.72
30.88
28.33
28.37
28.01
28.36
27.80
43.51
28.25
42.51
17.72
18.35
35.11
30.78
28.37
33.14
35.28
31.87
29.19
34.06
33.86
22.54
39.03
23.98
27.84
23.70
30.39
33.44
23.10
39.45
24.22
28.37
24.68
30.87
32.48
32.06
28.21
21.61
39.60
27.37
27.38
18.93
42.41
27.59
29.16
25.68
28.39
22.20
40.28
27.89
27.77
19.64
43.02
27.57
28.76
26.57
24.63
25.24
58.13
21.09
57.02
21.34
32.84
33.06
29.83
26.27
39.24
30.42
26.33
39.77
35.87
30.16
47.19
38.23
31.07
30.86
24.06
23.08
17.81
36.62
30.96
46.67
38.01
32.10
31.80
24.60
23.36
18.70
47.43
35.36
27.65
40.67
24.30
34.41
31.20
30.74
47.88
36.13
28.00
40.74
25.45
34.14
31.92
31.29
34.46
25.34
34.94
25.23
22.02
32.62
22.57
33.03
32.43
38.30
32.12
38.48
22.13
22.45
21.47
29.56
29.85
15.16
26.26
24.77
19.73
28.18
16.90
26.81
26.22
23.45
21.68
33.49
30.89
31.46
22.22
31.24
30.12
30.23
28.54
27.79
22.64
21.38
22.26
31.26
29.13
15.15
29.08
23.50
20.86
27.11
16.87
24.79
26.53
20.72
22.48
35.97
32.26
32.68
22.98
28.43
30.75
34.06
29.73
29.23
23.14
21.18
23.10
31.19
28.40
15.13
29.14
23.93
20.47
27.06
16.84
24.26
26.18
19.95
22.51
36.08
31.93
31.67
24.09
29.15
30.05
33.94
30.21
28.64
23.97
22.18
21.13
30.44
28.60
15.09
28.60
26.11
21.88
27.69
16.79
25.06
26.06
20.08
22.58
36.64
32.17
30.86
25.19
29.38
29.80
32.76
33.22
28.95
25.17
23.81
26.09
24.29
29.14
29.32
28.05
29.79
29.57
28.43
22.86
28.32
30.63
29.77
23.55
29.21
25.38
25.77
20.12
20.78
36.18
32.67
31.67
25.52
29.46
35.34
32.94
32.71
25.53
29.72
32.82
33.92
33.47
34.52
-0.274
-0.457
-0.183
-0.281
-0.294
-0.380
-0.318
-0.154
-0.381
-0.097
-0.150
-0.530
-0.337
-0.083
-0.084
-0.209
-0.281
-0.275
-0.260
-0.215
-0.121
-0.184
-0.174
-0.353
-0.350
-0.190
-0.077
-0.194
-0.227
-0.128
-0.207
-0.326
-0.375
-0.302
-0.312
-0.307
0.036
-0.335
-0.221
-0.260
-0.343
-0.346
-0.252
-0.279
-0.325
-0.157
-0.225
-0.308
-0.357
-0.325
-0.153
-0.171
-0.467
-0.511
-0.178
0.007
-0.305
-0.227
-0.404
-0.547
-0.060
-0.109
-0.342
-0.339
-0.116
-0.248
-0.236
-0.118
-0.265
-0.340
-0.086
-0.162
-0.432
-0.227
0.010
-0.270
-0.161
-0.304
-0.224
-0.430
-0.382
-0.195
-0.336
-0.254
-0.410
-0.329
-0.154
-0.214
-0.398
-0.388
-0.273
-0.175
-0.218
-0.360
-0.184
-0.146
-0.297
-0.268
-0.373
-0.304
-0.359
-0.313
-0.264
-0.249
-0.371
-0.261
-0.281
-0.343
-0.135
-0.344
-0.201
-0.245
-0.369
-0.297
-0.117
-0.182
-0.203
-0.315
-0.245
-0.167
-0.255
-0.159
-0.201
-0.264
-0.342
-0.321
-0.150
-0.180
-0.149
-0.264
-0.132
-0.179
-0.295
-0.388
-0.237
-0.221
-0.334
-0.050
-0.297
-0.213
-0.228
-0.257
-0.369
-0.263
-0.284
-0.296
-0.225
-0.279
-0.335
-0.244
-0.348
-0.162
-0.230
-0.281
-0.329
-0.155
-0.069
-0.270
-0.138
-0.352
-0.428
-0.159
-0.125
-0.299
-0.394
-0.099
-0.236
-0.229
-0.241
-0.239
-0.218
-0.198
-0.200
-0.352
-0.200
-0.016
-0.198
-0.145
-0.243
-0.124
-0.367
-0.355
-0.236
-0.319
-0.245
-0.287
-0.289
-0.183
-0.179
-0.288
-0.297
-0.272
-0.273
-0.272
-0.273
-0.224
-0.282
-0.404
-0.255
-0.303
-0.285
-0.267
-0.268
-0.237
-0.226
-0.339
-0.222
-0.247
-0.288
-0.158
-0.283
-0.185
-0.253
-0.568
-0.251
-0.059
-0.163
-0.186
-0.295
-0.272
-0.160
-0.222
-0.123
-0.186
-0.265
-0.281
-0.285
-0.136
-0.180
-0.198
-0.238
-0.132
-0.141
-0.312
-0.311
-0.153
-0.160
-0.275
-0.056
-0.257
-0.189
-0.201
-0.194
-0.332
-0.220
-0.253
-0.262
-0.210
-0.281
-0.299
-0.252
-0.254
-0.140
-0.207
-0.118
-0.134
-0.147
-0.080
-0.251
-0.173
-0.297
-0.343
-0.159
-0.114
-0.257
-0.309
-0.133
-0.221
-0.208
-0.286
-0.203
-0.215
-0.180
-0.159
-0.319
-0.190
-0.076
-0.177
-0.129
-0.225
-0.118
-0.317
-0.282
-0.251
-0.319
-0.215
-0.213
-0.262
-0.165
-0.155
-0.257
-0.248
-0.243
-0.234
-0.272
-0.234
-0.193
-0.240
-0.347
-0.216
-0.304
-0.267
-0.221
-0.202
-0.176
-0.195
-0.239
-0.173
-0.211
-0.248
-0.149
-0.207
-0.150
-0.181
-0.258
-0.180
-0.116
-0.172
-0.151
-0.245
-0.200
-0.137
-0.174
-0.056
-0.158
-0.173
-0.213
-0.223
-0.119
-0.181
-0.200
-0.222
-0.131
-0.111
-0.219
-0.246
-0.154
-0.182
-0.171
-0.052
-0.223
-0.142
-0.144
-0.169
-0.241
-0.171
-0.168
-0.216
-0.211
-0.234
-0.211
-0.212
-0.156
-0.120
-0.156
-0.169
-0.281
-0.137
-0.085
-0.224
-0.163
-0.208
-0.226
-0.159
-0.097
-0.178
-0.280
-0.137
-0.190
-0.160
-0.244
-0.178
-0.145
-0.137
-0.112
-0.262
-0.161
-0.098
-0.137
-0.110
-0.189
-0.134
-0.244
-0.228
-0.188
-0.318
-0.165
-0.130
-0.212
-0.139
-0.109
-0.209
-0.192
-0.193
-0.202
-0.272
-0.167
-0.156
-0.198
-0.229
-0.177
-0.308
-0.216
-0.170
-0.157 -0.137
-0.420
-0.467
-0.192
-0.072
-0.235
-0.015
-0.276
-0.219
-0.259
-0.226
-0.222
-0.346
-0.322
-0.338
-0.290
-0.107
-0.370
-0.221
-0.142
-0.337
-0.333
0.227
-0.258
-0.389
-0.305
-0.334
-0.183
-0.169
-0.258
-0.015
-0.262
-0.134
-0.261
-0.271
-0.218
-0.276
-0.295
-0.276
-0.331
-0.106
-0.292
-0.236
-0.261
-0.303
-0.351
0.089
-0.221
-0.232
-0.263
-0.325
-0.138
-0.166
-0.272
-0.015
-0.229
-0.124
-0.314
-0.222
-0.213
-0.238
-0.265
-0.253
-0.332
-0.129
-0.259
-0.231
-0.209
-0.248
-0.265
0.060
-0.217
-0.223
-0.204
-0.258
-0.155
-0.139
-0.243
-0.015
-0.178
-0.131
-0.242
-0.191
-0.202
-0.173
-0.202
-0.216
-0.334
-0.126
-0.198
-0.175
-0.160
-0.187
-0.216
0.027
-0.161
-0.199
-0.158 -0.133
-0.209 -0.169
-0.183
-0.151
-0.172
-0.203
-0.127
-0.142
-0.117
-0.145
-0.168
-0.112
-0.188
-0.155
-0.131
-0.134
-0.160
-0.138
-0.118
-0.118
-0.109
-0.121
-0.120
-0.178
-0.201
-0.117
-0.103
-0.151
-0.147
-0.107
-0.054 -0.070
-0.131 -0.112
-0.153 -0.132
-0.098 -0.083
-0.171 -0.130
-0.107
-0.158
-0.197
-0.112
-0.112
-0.134
-0.162
-0.092
-0.053
-0.179
-0.110
-0.107
-0.125
-0.183
-0.111
-0.053
-0.136
-0.097
-0.093
-0.101
-0.152
-0.103
-0.170 -0.140
-0.159
-0.097
-0.107
-0.125
-0.162
-0.213
-0.114
-0.091
-0.185
-0.131
-0.134
-0.076
-0.101
-0.108
-0.133
-0.169
-0.093
-0.097
-0.154
-0.117
-0.164 -0.137
-0.090 -0.084
-0.131 -0.120
-0.125 -0.110
-0.120 -0.089
-0.116 -0.106
-0.073 -0.085
-0.122
-0.033
-0.121
-0.090
-0.137
-0.130
-0.188
-0.163
-0.124
-0.098
-0.050
-0.119
-0.070
-0.118
-0.102
-0.156
-0.126
-0.103
-0.123
-0.090
-0.166
-0.115
-0.076
-0.160
-0.146
-0.152
-0.111
-0.080
-0.143
-0.099
-0.074
-0.128
-0.122
-0.125
-0.144 -0.130
-0.126 -0.109
-0.200 -0.176
-0.162 -0.134
-0.170 -0.143
-0.129 -0.107
-0.095 -0.060
-0.186 -0.140
-0.138
-0.106
-0.173
-0.139
-0.112
-0.067
-0.143
-0.118
-0.125 -0.104
-0.161 -0.133
-0.109
-0.143
-0.129
-0.139
-0.150
-0.098
-0.117
-0.112
-0.127
-0.131
-0.018 -0.038
-0.116 -0.101
0.006
0.016
0.011
0.015
0.010
0.018
0.010
0.002
0.016
0.003
0.005
0.018
0.008
0.005
0.003
0.021
0.005
0.016
0.008
0.008
0.012
0.007
0.003
0.009
0.012
0.010
0.001
0.003
0.006
0.005
0.003
0.006
0.007
0.012
0.009
0.008
0.008
0.025
0.012
0.019
0.015
0.007
0.006
0.007
0.015
0.006
0.004
0.008
0.014
0.011
0.003
0.006
0.015
0.017
0.011
0.007
0.007
0.010
0.012
0.017
0.001
0.006
0.009
0.007
0.004
0.005
0.009
0.002
0.008
0.018
0.010
0.004
0.015
0.015
0.000
0.013
0.008
0.017
0.007
0.012
0.016
0.018
0.007
0.013
0.015
0.015
0.012
0.002
0.023
0.009
0.006
0.007
0.005
0.015
0.005
0.011
0.007
0.006
0.019
0.018
0.012
0.008
0.010
0.011
0.009
0.006
0.015
0.010
0.001
0.010
0.006
0.005
0.015
0.007
0.007
0.004
0.009
0.006
0.010
0.006
0.012
0.012
0.012
0.007
0.009
0.010
0.004
0.002
0.002
0.008
0.009
0.005
0.005
0.007
0.006
0.005
0.010
0.004
0.014
0.004
0.009
0.006
0.009
0.006
0.009
0.007
0.006
0.007
0.009
0.005
0.014
0.003
0.007
0.006
0.010
0.003
0.003
0.007
0.005
0.013
0.013
0.004
0.003
0.009
0.010
0.004
0.004
0.006
0.005
0.005
0.009
0.014
0.003
0.007
0.007
0.001
0.007
0.006
0.007
0.004
0.009
0.012
0.008
0.007
0.009
0.006
0.009
0.008
0.002
0.013
0.004
0.006
0.008
0.009
0.009
0.009
0.009
0.010
0.005
0.014
0.008
0.006
0.007
0.008
0.008
0.006
0.004
0.011
0.008
0.003
0.007
0.006
0.005
0.011
0.005
0.003
0.001
0.006
0.005
0.005
0.007
0.008
0.009
0.009
0.008
0.006
0.007
0.003
0.002
0.004
0.006
0.009
0.005
0.005
0.006
0.002
0.009
0.008
0.003
0.010
0.003
0.008
0.004
0.007
0.005
0.007
0.005
0.004
0.007
0.007
0.005
0.009
0.001
0.005
0.000
0.001
0.002
0.002
0.005
0.004
0.009
0.010
0.004
0.003
0.008
0.008
0.004
0.004
0.004
0.008
0.005
0.007
0.011
0.002
0.005
0.005
0.004
0.005
0.005
0.005
0.003
0.007
0.011
0.007
0.007
0.006
0.004
0.006
0.004
0.002
0.009
0.004
0.005
0.006
0.009
0.006
0.007
0.007
0.009
0.003
0.015
0.005
0.004
0.004
0.003
0.004
0.003
0.003
0.005
0.004
0.002
0.004
0.003
0.004
0.017
0.003
0.002
0.002
0.003
0.002
0.003
0.004
0.004
0.002
0.003
0.004
0.003
0.004
0.001
0.002
0.005
0.004
0.009
0.002
0.003
0.003
0.003
0.008
0.003
0.002
0.005
0.002
0.004
0.004
0.005
0.003
0.004
0.004
0.003
0.004
0.002
0.004
0.005
0.001
0.003
0.002
0.007
0.001
0.001
0.002
0.003
0.005
0.004
0.004
0.002
0.004
0.005
0.004
0.003
0.003
0.007
0.003
0.004
0.004
0.001
0.003
0.003
0.008
0.002
0.003
0.003
0.001
0.004
0.006
0.005
0.008
0.002
0.002
0.004
0.002
0.002
0.005
0.003
0.003
0.003
0.009
0.002
0.004
0.004
0.006
0.002
0.015
0.003
0.002
0.002
0.001
0.002
0.002
0.002
0.002
0.001
0.001
0.001
0.001
0.002
0.001
0.001
0.002
0.011
0.001
0.003
0.001
0.001
0.006
0.001
0.001
0.002
0.002
0.003
0.001
0.001
0.001
0.002
0.001
0.001
0.001
0.001
0.001
0.003
0.001
0.002
0.000
0.002
0.002
0.001
0.002
0.001
0.001
0.000
0.001
0.001
0.001
0.001
0.002
0.001
0.002
0.002
0.003
0.002
0.000
0.002
0.001
0.001
0.001
0.002
0.001
0.002
0.001
0.002
0.004
0.001
0.002
0.002
0.004
0.001
0.001
0.001
0.002
0.001
0.002
0.001
0.001
0.001
0.002
0.001
0.001
0.001
0.001
0.002
0.001
0.001
0.002
0.001
0.002
0.002
0.001
0.002
0.002
0.001
0.001
0.001
0.000
0.002
0.006
0.001
0.001
0.002
0.000
0.003
0.003
0.003
0.001
0.003
0.001
0.001
0.001
0.001
0.002
0.002
0.002
0.001
0.001
0.003
0.001
0.001
0.002
0.002
0.002
0.001
0.001
0.001
0.001
0.001
0.002
0.001
0.001
0.001
0.002
0.001
0.002
0.002
0.002
0.002
0.001
0.002
0.001
0.001
0.001
0.016
0.013
0.002
0.002
0.003
0.000
0.008
0.003
0.007
0.005
0.007
0.018
0.012
0.013
0.007
0.005
0.015
0.004
0.009
0.014
0.007
0.014
0.007
0.014
0.011
0.007
0.002
0.005
0.003
0.000
0.008
0.003
0.005
0.006
0.007
0.010
0.009
0.009
0.009
0.008
0.007
0.003
0.009
0.009
0.009
0.006
0.007
0.008
0.008
0.008
0.002
0.005
0.006
0.000
0.006
0.005
0.008
0.004
0.008
0.009
0.007
0.007
0.008
0.005
0.004
0.004
0.006
0.006
0.007
0.005
0.006
0.006
0.004
0.005
0.006
0.003
0.004
0.000
0.002
0.004
0.005
0.003
0.008
0.005
0.004
0.005
0.008
0.003
0.002
0.003
0.003
0.003
0.003
0.002
0.002
0.004
0.002
0.003
0.002
0.002
0.002
0.001
0.001
0.001
0.001
0.002
0.003
0.002
0.001
0.002
0.002
0.001
0.003
0.002
0.003
0.002
0.001
0.002
0.002
0.002
0.002
0.001
0.001
0.001
0.001
0.001
0.001
0.002
0.001
0.001
26.06.2013
S&P 500 Index
Ticker
Name
GICS_SECTOR_NAME
ATM2 Ref
Dividend
Yield
Next ExDividend
Date

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
(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
JOY UN Equity
JOY GLOBAL INC
Industrials
50.10
1.60%
03.09.2013
33.23
34.72
36.19
37.76
39.23
40.24
-0.235 -0.191 -0.181 -0.151 -0.125 -0.115
0.013
0.004
0.002
0.001
0.001
0.000
JPM UN Equity
JPMORGAN CHASE & CO
Financials
52.08
2.92%
02.10.2013
24.42
23.53
23.20
24.21
24.67
25.75
-0.198 -0.287 -0.278 -0.237 -0.197 -0.152
0.021
0.012
0.007
0.004
0.003
0.002
JWN UN Equity
NORDSTROM INC
58.67
2.15%
29.08.2013
21.73
23.89
23.55
24.54
26.29
27.37
-0.286 -0.213 -0.219 -0.183 -0.145 -0.130
0.010
0.005
0.005
0.003
0.002
0.001
K UN Equity
KELLOGG CO
Consumer Staples
63.18
2.91%
29.08.2013
16.45
17.94
17.04
16.92
17.56
18.12
-0.262 -0.235 -0.276 -0.182 -0.145 -0.121
0.006
0.007
0.008
0.005
0.002
0.001
KEY UN Equity
KEYCORP
Financials
10.72
2.29%
23.08.2013
23.73
24.46
24.57
25.81
28.48
29.71
-0.408 -0.273 -0.171 -0.160 -0.112 -0.089
0.012
0.010
0.009
0.005
0.003
0.002
KIM UN Equity
KIMCO REALTY CORP
Financials
20.91
3.06%
30.09.2013
27.37
26.24
25.47
25.16
0.022 -0.091 -0.116 -0.151
0.000
0.000
0.002
0.003
KLAC UW Equity
KLA-TENCOR CORPORATION
55.48
3.24%
08.08.2013
27.89
29.36
28.63
29.05
28.88
29.38
-0.085 -0.250 -0.214 -0.183 -0.140 -0.121
0.012
0.008
0.005
0.003
0.002
0.001
KMB UN Equity
KIMBERLY-CLARK CORP
Consumer Staples
95.60
3.54%
04.09.2013
20.65
22.11
21.93
21.93
22.49
22.99
-0.284 -0.232 -0.257 -0.214 -0.158 -0.131
0.009
0.007
0.008
0.006
0.003
0.002
KMI UN Equity
KINDER MORGAN INC
Energy
37.16
4.63%
26.07.2013
23.93
22.73
22.40
22.56
23.30
23.24
-0.450 -0.336 -0.330 -0.214 -0.171 -0.127
0.016
0.014
0.008
0.003
0.003
0.002
KMX UN Equity
CARMAX INC
44.36
28.01
28.04
29.56
30.88
-0.226 -0.188 -0.217 -0.187
0.006
0.003
0.004
0.003
KO UN Equity
COCA-COLA CO/THE
Consumer Staples
39.72
2.92%
11.09.2013
19.01
18.62
18.40
18.72
20.09
21.39
-0.393 -0.340 -0.277 -0.199 -0.143 -0.118
0.013
0.012
0.008
0.005
0.003
0.002
KR UN Equity
KROGER CO
Consumer Staples
34.51
1.96%
14.08.2013
20.92
21.45
22.72
23.48
24.09
24.65
-0.252 -0.276 -0.228 -0.164 -0.124 -0.107
0.008
0.011
0.008
0.004
0.002
0.001
KRFT UW Equity KRAFT FOODS GROUP INC
Consumer Staples
54.69
2.83%
27.09.2013
20.12
21.04
20.71
20.43
20.29
20.59
-0.239 -0.266 -0.235 -0.182 -0.147 -0.117
0.006
0.007
0.006
0.003
0.001
0.001
KSS UN Equity
KOHLS CORP
50.60
2.92%
03.09.2013
25.71
27.51
26.43
26.52
26.89
26.84
-0.357 -0.258 -0.221 -0.172 -0.136 -0.118
0.010
0.007
0.005
0.003
0.002
0.001
KSU UN Equity
KANSAS CITY SOUTHERN
Industrials
106.74
0.85%
12.09.2013
31.09
29.95
29.76
29.95
-0.361 -0.310 -0.269 -0.181
0.005
0.006
0.004
0.002
L UN Equity
LOEWS CORP
Financials
43.85
0.57%
29.08.2013
18.28
17.92
17.35
18.24
-0.168 -0.154 -0.136 -0.127
0.002
0.002
0.002
0.001
LEG UN Equity
LEGGETT & PLATT INC
30.48
3.94%
18.09.2013
25.28
26.04
24.93
24.41
-0.106 -0.260 -0.271 -0.156
0.004
0.008
0.006
0.004
LEN UN Equity
LENNAR CORP-A
35.23
0.45%
02.07.2013
43.26
42.70
42.30
41.64
-0.181 -0.168 -0.148 -0.111 -0.082 -0.063
0.011
0.007
0.005
0.003
0.001
0.001
LH UN Equity
LABORATORY CRP OF AMER HLDGS
Health Care
99.26
21.26
19.61
19.56
19.39
-0.317 -0.308 -0.305 -0.296
0.008
0.012
0.012
0.012
LIFE UW Equity
LIFE TECHNOLOGIES CORP
Health Care
74.04
5.93
6.38
6.99
7.41
-0.698 -0.672 -0.612 -0.550
0.016
0.016
0.016
0.017
LLL UN Equity
L-3 COMMUNICATIONS HOLDINGS
Industrials
83.20
2.76%
15.11.2013
19.09
19.68
19.59
20.21
-0.344 -0.397 -0.326 -0.253
0.010
0.011
0.009
0.005
LLTC UW Equity
LINEAR TECHNOLOGY CORP
36.44
2.91%
14.08.2013
22.53
24.16
24.43
24.38
-0.225 -0.300 -0.273 -0.210
0.007
0.010
0.009
0.005
LLY UN Equity
ELI LILLY & CO
Health Care
49.22
3.98%
13.11.2013
25.62
25.13
24.25
23.88
-0.260 -0.228 -0.201 -0.144 -0.107 -0.093
0.019
0.009
0.008
0.004
0.002
0.001
LM UN Equity
LEGG MASON INC
Financials
30.72
1.79%
15.10.2013
33.46
33.97
34.06
33.97
-0.335 -0.378 -0.351 -0.267
0.009
0.008
0.006
0.004
LMT UN Equity
LOCKHEED MARTIN CORP
Industrials
103.67
4.73%
29.08.2013
18.85
19.69
19.11
19.53
19.98
20.51
-0.498 -0.352 -0.326 -0.247 -0.195 -0.154
0.016
0.009
0.008
0.005
0.004
0.002
LNC UN Equity
LINCOLN NATIONAL CORP
Financials
35.54
1.58%
08.10.2013
33.93
35.67
34.52
34.12
34.77
35.33
-0.362 -0.288 -0.268 -0.225 -0.178 -0.151
0.016
0.006
0.005
0.003
0.001
0.001
LO UN Equity
LORILLARD INC
Consumer Staples
43.53
5.19%
28.08.2013
31.74
30.47
28.56
27.56
25.27
26.13
-0.447 -0.357 -0.309 -0.234 -0.132 -0.127
0.021
0.014
0.010
0.003
0.004
0.002
LOW UN Equity
LOWE'S COS INC
39.51
1.82%
21.10.2013
24.24
24.84
25.79
26.64
27.89
29.02
-0.348 -0.253 -0.246 -0.207 -0.160 -0.135
0.016
0.008
0.005
0.003
0.002
0.001
LRCX UW Equity LAM RESEARCH CORP
45.17
30.18
31.20
30.47
30.95
30.84
31.75
-0.297 -0.236 -0.231 -0.193 -0.133 -0.127
0.009
0.005
0.006
0.003
0.002
0.001
LSI UW Equity
LSI CORP
6.86
34.27
36.24
35.73
36.58
37.55
37.78
-0.061 -0.128 -0.101 -0.178 -0.179 -0.125
0.001
0.003
0.002
0.001
0.000
0.001
LTD UN Equity
L BRANDS INC
49.73
2.57%
21.08.2013
25.64
27.05
27.57
28.13
28.86
29.44
-0.289 -0.369 -0.321 -0.211 -0.153 -0.121
0.006
0.007
0.006
0.003
0.001
0.001
LUK UN Equity
LEUCADIA NATIONAL CORP
Financials
24.98
1.00%
12.09.2013
70.82
24.24
27.01
27.57
26.56
27.36
-0.642 -0.188 -0.180 -0.160 -0.104 -0.036
-0.007 0.013
0.009
0.004
0.000
0.000
LUV UN Equity
SOUTHWEST AIRLINES CO
Industrials
13.35
1.27%
13.08.2013
25.66
27.10
26.90
28.03
28.28
29.36
0.003 -0.136 -0.178 -0.166 -0.091 -0.090
-0.001 0.003
0.008
0.004
0.002
0.002
LYB UN Equity
LYONDELLBASELL INDU-CL A
Materials
66.46
3.46%
16.08.2013
34.29
35.50
34.51
33.97
34.02
34.16
-0.392 -0.322 -0.279 -0.174 -0.141 -0.132
0.008
0.003
0.003
0.002
0.001
0.001
M UN Equity
MACY'S INC
46.58
2.25%
11.09.2013
24.26
25.86
26.64
27.68
28.45
28.96
-0.331 -0.232 -0.207 -0.183 -0.151 -0.126
0.012
0.012
0.009
0.004
0.002
0.001
MA UN Equity
MASTERCARD INC-CLASS A
564.58
0.42%
09.10.2013
22.66
24.42
23.88
24.63
26.02
26.84
-0.402 -0.328 -0.269 -0.210 -0.165 -0.134
0.016
0.008
0.005
0.003
0.001
0.001
MAC UN Equity
MACERICH CO/THE
Financials
59.38
4.11%
15.08.2013
22.61
22.84
22.63
23.10
-0.204 -0.140 -0.202 -0.116
0.003
0.002
0.004
0.003
MAR UN Equity
MARRIOTT INTERNATIONAL -CL A
39.35
1.80%
21.08.2013
25.30
27.00
26.90
26.89
27.50
28.10
-0.284 -0.288 -0.245 -0.198 -0.155 -0.127
0.006
0.007
0.005
0.003
0.002
0.001
MAS UN Equity
MASCO CORP
Industrials
19.06
1.60%
02.10.2013
45.54
47.48
45.39
43.21
41.60
40.63
-0.291 -0.290 -0.239 -0.194 -0.157 -0.131
0.007
0.005
0.004
0.002
0.001
0.001
MAT UW Equity
MATTEL INC
44.36
3.43%
26.08.2013
24.07
22.60
23.07
22.93
23.26
23.81
-0.353 -0.281 -0.249 -0.178 -0.133 -0.121
0.009
0.007
0.006
0.003
0.002
0.001
MCD UN Equity
MCDONALD'S CORP
97.52
3.47%
29.08.2013
15.36
16.14
15.86
16.45
17.28
18.11
-0.449 -0.317 -0.248 -0.186 -0.126 -0.103
0.016
0.012
0.010
0.006
0.004
0.002
MCHP UW Equity MICROCHIP TECHNOLOGY INC
36.81
3.87%
20.08.2013
23.19
24.69
23.60
23.66
-0.193 -0.276 -0.263 -0.219
0.003
0.005
0.004
0.003
MCK UN Equity
MCKESSON CORP
Health Care
110.70
0.87%
29.08.2013
20.86
22.46
22.45
22.11
23.26
24.49
-0.346 -0.301 -0.273 -0.231 -0.186 -0.154
0.012
0.011
0.009
0.005
0.003
0.002
MCO UN Equity
MOODY'S CORP
40.99
23.98
40.55
24.22
Financials
58.43
1.51%
16.08.2013
32.58
34.55
34.77
34.64
34.80
34.92
-0.223 -0.256 -0.238 -0.195 -0.162 -0.140
0.008
0.006
0.005
0.002
0.001
0.001
MDLZ UW Equity MONDELEZ INTERNATIONAL INC-A
Consumer Staples
28.62
1.82%
27.09.2013
20.84
22.68
22.92
23.36
23.43
22.84
0.037 -0.114 -0.097 -0.101 -0.019 -0.051
0.020
0.013
0.008
0.004
0.002
0.001
MDT UN Equity
MEDTRONIC INC
Health Care
51.83
2.16%
02.10.2013
19.28
19.62
20.18
21.31
22.23
22.90
-0.206 -0.292 -0.273 -0.192 -0.149 -0.127
0.017
0.012
0.008
0.005
0.003
0.002
MET UN Equity
METLIFE INC
Financials
44.82
2.45%
05.11.2013
29.34
30.04
29.73
30.58
30.45
31.24
-0.431 -0.269 -0.252 -0.235 -0.170 -0.138
0.016
0.011
0.007
0.003
0.002
0.001
MHFI UN Equity
MCGRAW HILL FINANCIAL INC
Financials
53.04
2.17%
23.08.2013
25.26
24.85
24.88
24.99
24.66
24.31
-0.300 -0.469 -0.371 -0.177 -0.108 -0.091
0.007
0.011
0.008
0.004
0.002
0.001
MJN UN Equity
MEAD JOHNSON NUTRITION CO
Consumer Staples
77.30
1.81%
19.09.2013
27.27
29.61
28.79
26.82
26.33
26.32
-0.198 -0.211 -0.162 -0.088 -0.065 -0.065
0.007
0.007
0.005
0.002
0.001
0.001
MKC UN Equity
MCCORMICK & CO-NON VTG SHRS
Consumer Staples
71.17
2.02%
02.07.2013
20.74
19.20
19.24
18.89
-0.196 -0.211 -0.267 -0.186
0.002
0.005
0.008
0.005
MMC UN Equity
MARSH & MCLENNAN COS
Financials
39.29
2.55%
09.10.2013
16.40
17.82
17.80
18.23
-0.253 -0.313 -0.294 -0.240
0.005
0.007
0.007
0.004
MMM UN Equity
3M CO
Industrials
108.24
18.09
2.43%
21.08.2013
18.66
18.20
18.79
19.86
20.46
-0.478 -0.313 -0.295 -0.255 -0.201 -0.166
0.015
0.008
0.008
0.006
0.003
0.002
MNST UW Equity MONSTER BEVERAGE CORP
Consumer Staples
57.18
39.19
41.82
40.74
40.52
38.89
39.90
-0.267 -0.297 -0.269 -0.169 -0.185 -0.152
0.014
0.007
0.005
0.003
0.003
0.001
MO UN Equity
Consumer Staples
34.93
5.38%
13.09.2013
17.15
17.60
17.03
17.88
19.12
19.80
-0.446 -0.419 -0.319 -0.243 -0.175 -0.132
0.013
0.014
0.011
0.006
0.005
0.003
MOLX UW Equity MOLEX INC
29.23
3.32%
26.09.2013
24.83
24.53
24.21
23.30
-0.242 -0.238 -0.234 -0.220
0.005
0.005
0.006
0.006
MON UN Equity
MONSANTO CO
Materials
101.40
1.61%
02.10.2013
28.11
26.32
26.22
26.35
26.72
27.06
-0.257 -0.202 -0.206 -0.170 -0.130 -0.115
0.014
0.007
0.005
0.004
0.002
0.001
MOS UN Equity
MOSAIC CO/THE
Materials
55.91
2.25%
30.07.2013
30.14
28.84
28.86
29.10
29.68
29.28
-0.128 -0.162 -0.140 -0.144 -0.119 -0.119
0.013
0.008
0.005
0.003
0.002
0.001
MPC UN Equity
MARATHON PETROLEUM CORP
Energy
72.08
2.11%
13.08.2013
35.86
36.76
36.60
36.90
37.79
38.49
-0.154 -0.110 -0.157 -0.147 -0.112 -0.097
0.011
0.002
0.003
0.002
0.001
0.001
MRK UN Equity
MERCK & CO. INC.
Health Care
46.23
3.79%
13.09.2013
19.66
20.29
20.06
20.58
21.55
22.25
-0.361 -0.297 -0.247 -0.180 -0.139 -0.114
0.019
0.011
0.008
0.006
0.004
0.002
MRO UN Equity
MARATHON OIL CORP
Energy
35.01
2.40%
12.08.2013
29.11
29.74
29.31
29.20
29.83
30.40
-0.376 -0.266 -0.255 -0.202 -0.149 -0.124
0.012
0.009
0.006
0.003
0.002
0.001
MS UN Equity
MORGAN STANLEY
Financials
25.03
0.92%
29.07.2013
37.44
35.72
35.27
35.41
35.19
35.14
-0.410 -0.305 -0.284 -0.253 -0.200 -0.158
0.011
0.007
0.005
0.003
0.002
0.001
MSFT UW Equity MICROSOFT CORP
33.63
3.00%
19.11.2013
24.09
22.66
22.37
23.13
24.20
25.22
-0.380 -0.295 -0.250 -0.198 -0.140 -0.111
0.011
0.008
0.007
0.005
0.003
0.002
MSI UN Equity
MOTOROLA SOLUTIONS INC
56.35
2.06%
18.09.2013
22.51
24.40
23.50
23.59
23.88
23.81
-0.252 -0.222 -0.193 -0.162 -0.144 -0.134
0.024
0.007
0.006
0.004
0.002
0.002
MTB UN Equity
M & T BANK CORP
Financials
107.23
2.61%
29.08.2013
17.12
17.42
17.60
18.60
-0.359 -0.395 -0.317 -0.231
0.009
0.010
0.008
0.005
MU UW Equity
MICRON TECHNOLOGY INC
13.75
47.89
48.09
49.23
47.38
45.02
43.95
-0.167 -0.186 -0.159 -0.152 -0.142 -0.127
0.011
0.006
0.004
0.002
0.001
0.001
MUR UN Equity
MURPHY OIL CORP
Energy
61.23
2.04%
14.08.2013
26.49
27.55
27.35
27.86
27.91
27.59
-0.089 -0.151 -0.150 -0.153 -0.144 -0.135
0.012
0.009
0.006
0.003
0.002
0.001
MWV UN Equity
MEADWESTVACO CORP
Materials
33.86
3.13%
05.11.2013
24.50
25.29
24.77
25.12
-0.097 -0.221 -0.305 -0.143
0.000
0.006
0.010
0.003
MYL UW Equity
MYLAN INC
Health Care
30.39
28.65
29.18
28.31
28.04
27.78
27.43
-0.129 -0.160 -0.137 -0.102 -0.085 -0.082
0.020
0.010
0.007
0.003
0.001
0.001
NBL UN Equity
NOBLE ENERGY INC
Energy
59.77
0.94%
07.08.2013
28.31
28.99
28.92
28.67
29.06
29.48
-0.281 -0.251 -0.222 -0.174 -0.140 -0.120
0.011
0.008
0.006
0.003
0.001
0.001
NBR UN Equity
NABORS INDUSTRIES LTD
Energy
15.84
1.01%
11.09.2013
39.65
41.19
40.79
41.52
42.81
44.49
-0.178 -0.149 -0.115 -0.105 -0.103 -0.084
0.008
0.005
0.003
0.002
0.001
0.001
NDAQ UW Equity NASDAQ OMX GROUP/THE
Financials
32.35
1.67%
12.09.2013
27.21
28.68
28.59
29.19
-0.151 -0.165 -0.169 -0.153
0.008
0.009
0.005
0.003
NE UN Equity
NOBLE CORP
Energy
36.94
2.71%
01.08.2013
36.13
35.73
35.71
35.38
34.91
34.87
-0.274 -0.249 -0.213 -0.154 -0.110 -0.098
0.011
0.004
0.003
0.002
0.002
0.001
NEE UN Equity
NEXTERA ENERGY INC
Utilities
79.00
3.52%
28.08.2013
17.66
17.59
17.44
17.51
18.23
18.97
-0.259 -0.318 -0.295 -0.203 -0.143 -0.133
0.007
0.010
0.007
0.006
0.004
0.002
NEM UN Equity
NEWMONT MINING CORP
Materials
28.93
6.39%
10.09.2013
39.09
38.59
37.71
38.18
39.54
38.82
-0.333 -0.261 -0.193 -0.120 -0.105 -0.071
0.014
0.008
0.005
0.003
0.002
0.001
NFLX UW Equity
NETFLIX INC
212.90
57.14
64.87
58.66
57.34
52.42
51.80
-0.162 -0.169 -0.172 -0.129 -0.102 -0.103
0.005
0.001
0.001
0.001
0.001
0.000
NFX UN Equity
NEWFIELD EXPLORATION CO
Energy
24.06
38.31
41.03
39.62
40.74
42.34
42.53
-0.271 -0.261 -0.205 -0.175 -0.134 -0.114
0.005
0.004
0.003
0.001
0.001
0.000
NI UN Equity
NISOURCE INC
Utilities
27.86
3.59%
28.10.2013
18.40
19.28
19.31
19.24
-0.177 -0.181 -0.203 -0.191
0.002
0.004
0.007
0.006
NKE UN Equity
NIKE INC -CL B
60.39
1.54%
05.09.2013
30.91
27.02
26.72
26.13
-0.392 -0.322 -0.259 -0.194 -0.151 -0.126
0.012
0.008
0.006
0.004
0.002
0.001
NOC UN Equity
NORTHROP GRUMMAN CORP
Industrials
80.71
3.08%
22.08.2013
18.85
20.31
20.66
20.73
NOV UN Equity
NATIONAL OILWELL VARCO INC
Energy
67.67
1.58%
11.09.2013
27.79
28.88
29.20
NRG UN Equity
NRG ENERGY INC
Utilities
26.55
1.83%
31.07.2013
30.82
33.01
NSC UN Equity
NORFOLK SOUTHERN CORP
Industrials
72.50
3.17%
31.07.2013
25.04
25.37
NTAP UW Equity NETAPP INC
37.43
1.60%
09.10.2013
31.99
NTRS UW Equity NORTHERN TRUST CORP
Financials
57.15
2.24%
04.09.2013
NU UN Equity
NORTHEAST UTILITIES
Utilities
40.54
3.75%
NUE UN Equity
NUCOR CORP
ALTRIA GROUP INC
26.64
27.57
-0.315 -0.348 -0.311 -0.230
0.008
0.011
0.009
0.006
29.56
30.56
31.46
-0.247 -0.219 -0.200 -0.167 -0.133 -0.109
0.016
0.008
0.005
0.004
0.002
0.001
32.28
31.81
31.74
31.40
-0.276 -0.264 -0.222 -0.206 -0.162 -0.132
0.013
0.013
0.009
0.004
0.002
0.002
25.04
25.56
26.10
26.46
-0.310 -0.338 -0.303 -0.240 -0.165 -0.144
0.005
0.006
0.005
0.003
0.002
0.001
34.45
32.16
32.46
31.17
31.00
-0.119 -0.148 -0.155 -0.145 -0.179 -0.141
0.008
0.004
0.002
0.001
0.002
0.001
22.30
20.50
20.76
21.69
-0.182 -0.252 -0.271 -0.236
0.002
0.006
0.006
0.004
28.08.2013
16.86
17.96
18.07
18.03
0.003 -0.005 -0.029 -0.112
0.000
0.000
0.002
0.003
-0.457 -0.287 -0.259 -0.199 -0.143 -0.119
Materials
43.68
2.53%
30.09.2013
26.31
26.20
26.09
26.48
27.22
27.78
NVDA UW Equity NVIDIA CORP
14.22
2.11%
18.08.2013
32.38
34.45
33.67
33.48
33.20
34.06
NWL UN Equity
25.43
2.40%
28.08.2013
24.08
25.93
25.65
24.84
NWSA UW Equity NEWS CORP-CL A
31.46
0.64%
16.09.2013
26.83
27.98
27.26
27.17
28.53
NYX UN Equity
NYSE EURONEXT
Financials
40.90
2.93%
13.09.2013
16.60
16.59
16.25
16.33
16.64
OI UN Equity
OWENS-ILLINOIS INC
Materials
26.90
32.02
34.62
34.68
33.73
OKE UN Equity
ONEOK INC
Utilities
41.40
3.91%
01.08.2013
30.39
30.29
29.75
28.61
OMC UN Equity
OMNICOM GROUP
NEWELL RUBBERMAID INC
0.014
0.007
0.006
0.004
0.003
0.002
0.042 -0.086 -0.088 -0.098 -0.097 -0.086
0.016
0.009
0.004
0.002
0.002
0.001
-0.178 -0.239 -0.206 -0.180
0.004
0.008
0.006
0.003
29.81
-0.182 -0.247 -0.207 -0.152 -0.118 -0.104
0.007
0.006
0.005
0.003
0.001
0.001
16.88
-0.045 -0.092 -0.214 -0.220 -0.149 -0.056
0.000
0.003
0.007
0.005
0.005
0.003
-0.233 -0.275 -0.251 -0.191
0.009
0.009
0.007
0.004
0.145 -0.025 -0.024 -0.079
0.018
0.014
0.010
0.005
61.60
2.76%
17.09.2013
24.25
22.88
23.33
23.35
-0.239 -0.266 -0.222 -0.176
0.005
0.007
0.006
0.004
ORCL UW Equity ORACLE CORP
29.95
1.60%
09.10.2013
22.35
23.50
25.04
26.24
26.82
27.67
-0.189 -0.295 -0.290 -0.219 -0.165 -0.137
0.021
0.010
0.007
0.003
0.003
0.002
ORLY UW Equity O'REILLY AUTOMOTIVE INC
111.32
20.94
24.70
24.91
24.42
24.73
25.09
-0.147 -0.192 -0.171 -0.131 -0.114 -0.108
0.004
0.006
0.005
0.002
0.001
0.001
OXY UN Equity
OCCIDENTAL PETROLEUM CORP
Energy
88.67
3.00%
06.09.2013
26.38
27.47
27.45
27.09
27.70
28.40
-0.263 -0.237 -0.220 -0.189 -0.152 -0.126
0.016
0.007
0.005
0.004
0.002
0.001
PAYX UW Equity
PAYCHEX INC
37.61
3.59%
01.08.2013
18.86
17.47
17.59
18.20
18.50
19.33
-0.331 -0.335 -0.294 -0.222 -0.153 -0.146
0.008
0.011
0.009
0.006
0.004
0.002
PBCT UW Equity PEOPLE'S UNITED FINANCIAL
Financials
14.71
4.44%
30.07.2013
22.22
20.53
20.42
20.28
-0.112 -0.131 -0.126 -0.114
0.002
0.003
0.004
0.004
PBI UN Equity
Industrials
14.41
5.20%
14.08.2013
35.42
40.31
36.97
36.11
37.19
37.88
-0.497 -0.375 -0.255 -0.178 -0.157 -0.141
0.016
0.011
0.009
0.004
0.002
0.002
PCAR UW Equity PACCAR INC
Industrials
51.88
1.77%
14.08.2013
25.56
27.54
27.65
27.39
28.10
28.82
-0.374 -0.359 -0.319 -0.255 -0.195 -0.155
0.010
0.011
0.009
0.005
0.003
0.002
PCG UN Equity
P G & E CORP
Utilities
44.73
4.10%
03.10.2013
15.27
16.01
15.85
16.25
-0.040 -0.193 -0.272 -0.172
0.000
0.005
0.010
0.005
PCL UN Equity
PLUM CREEK TIMBER CO
Financials
45.84
3.88%
14.08.2013
24.00
24.78
24.35
23.40
23.45
23.72
-0.323 -0.277 -0.241 -0.198 -0.156 -0.128
0.010
0.012
0.009
0.004
0.002
0.002
31.10
31.80
0.001
0.001
PITNEY BOWES INC
PCLN UW Equity PRICELINE.COM INC
809.57
26.70
30.23
28.63
29.61
-0.193 -0.148 -0.136 -0.120 -0.113 -0.106
0.004
0.002
0.002
0.001
PCP UN Equity
Industrials
212.37
0.08%
11.09.2013
22.94
24.04
23.61
24.98
-0.369 -0.310 -0.273 -0.237
0.013
0.010
0.007
0.004
-0.326 -0.289 -0.315 -0.297
0.005
0.005
0.007
0.004
PRECISION CASTPARTS CORP
PDCO UW Equity PATTERSON COS INC
Health Care
37.30
1.77%
14.10.2013
21.32
21.33
21.51
22.76
PEG UN Equity
PUBLIC SERVICE ENTERPRISE GP
Utilities
PEP UN Equity
PEPSICO INC
32.28
4.49%
04.09.2013
19.77
19.46
18.78
18.57
-0.107 -0.092 -0.073 -0.135
0.000
0.000
0.000
0.006
Consumer Staples
80.04
2.86%
04.09.2013
16.48
16.99
16.85
16.80
17.99
19.25
-0.432 -0.235 -0.242 -0.217 -0.168 -0.139
0.015
0.006
0.008
0.007
0.004
0.002
PETM UW Equity PETSMART INC
67.33
1.11%
30.10.2013
21.30
22.81
22.61
22.89
23.84
24.59
-0.281 -0.259 -0.222 -0.175 -0.133 -0.107
0.006
0.006
0.004
0.003
0.002
0.001
PFE UN Equity
PFIZER INC
Health Care
27.99
3.57%
07.08.2013
20.42
20.61
20.45
20.68
21.61
22.94
-0.286 -0.266 -0.224 -0.181 -0.105 -0.092
0.030
0.017
0.012
0.006
0.003
0.002
PFG UN Equity
PRINCIPAL FINANCIAL GROUP
Financials
36.99
2.60%
05.09.2013
23.22
25.69
25.94
26.22
-0.475 -0.435 -0.364 -0.220
0.012
0.012
0.008
0.004
PG UN Equity
PROCTER & GAMBLE CO/THE
Consumer Staples
76.69
3.21%
17.07.2013
18.66
19.36
19.17
18.86
-0.487 -0.281 -0.124 -0.240 -0.169 -0.126
0.018
0.010
0.001
0.006
0.004
0.002
PGR UN Equity
PROGRESSIVE CORP
Financials
24.34
1.75%
22.01.2014
21.45
19.45
19.44
19.44
-0.206 -0.324 -0.323 -0.323
0.004
0.009
0.009
0.009
PH UN Equity
PARKER HANNIFIN CORP
Industrials
94.31
2.10%
14.08.2013
25.10
27.84
28.31
28.20
-0.378 -0.312 -0.281 -0.237
0.009
0.007
0.006
0.003
PHM UN Equity
PULTEGROUP INC
19.02
48.39
48.24
47.26
47.11
-0.147 -0.139 -0.133 -0.147 -0.139 -0.120
0.009
0.007
0.005
0.002
0.001
0.001
PKI UN Equity
PERKINELMER INC
Health Care
32.74
0.86%
16.10.2013
30.03
30.55
30.61
28.47
-0.034 -0.056 -0.038 -0.067
0.000
0.000 -0.001 0.003
PLD UN Equity
PROLOGIS INC
Financials
36.92
3.03%
13.09.2013
25.84
26.98
27.00
27.03
-0.331 -0.374 -0.375 -0.377
0.010
0.011
0.011
0.011
PLL UN Equity
PALL CORP
Industrials
64.92
1.63%
02.08.2013
20.99
22.05
24.29
22.63
-0.235 -0.270 -0.173 -0.179
0.006
0.006
0.003
0.004
PM UN Equity
PHILIP MORRIS INTERNATIONAL
Consumer Staples
86.50
4.34%
24.09.2013
19.49
18.92
18.88
19.53
20.76
21.85
-0.328 -0.331 -0.307 -0.219 -0.175 -0.141
0.011
0.012
0.008
0.005
0.003
0.002
PNC UN Equity
PNC FINANCIAL SERVICES GROUP
Financials
72.70
2.50%
12.07.2013
21.32
21.19
21.52
22.39
23.16
23.76
-0.436 -0.338 -0.299 -0.255 -0.207 -0.179
0.019
0.014
0.011
0.006
0.003
0.002
PNR UN Equity
PENTAIR LTD-REGISTERED
Industrials
56.60
1.87%
24.07.2013
23.87
25.44
25.38
25.21
-0.160 -0.207 -0.206 -0.201
0.002
0.005
0.006
0.006
PNW UN Equity
PINNACLE WEST CAPITAL
Utilities
53.41
4.19%
31.10.2013
18.26
18.29
18.86
18.81
-0.129 -0.130 -0.134 -0.140
0.001
0.001
0.001
0.003
POM UN Equity
PEPCO HOLDINGS INC
Utilities
19.91
5.43%
05.09.2013
15.17
16.15
16.15
16.15
0.000
0.000
0.000
0.000
0.000
PPG UN Equity
PPL UN Equity
PPG INDUSTRIES INC

PPL CORPORATION
Materials
Utilities
147.83
29.50
1.67%
5.07%
07.08.2013
05.09.2013
27.88
15.50
26.60
16.02
26.44
15.76
26.69
15.96
0.011
0.002
0.009
0.005
0.007
0.008
0.004
0.006
0.002
0.003
0.001
0.002
19.71
46.65
27.46
16.45
20.90
46.00
28.18
16.68
0.000
0.000
0.000
-0.499 -0.413 -0.353 -0.264 -0.201 -0.166

-0.187 -0.256 -0.288 -0.229 -0.161 -0.125
26.06.2013
S&P 500 Index
Ticker
PRGO UN Equity
PRU UN Equity
PSA UN Equity
PSX UN Equity
PVH UN Equity
PWR UN Equity
PX UN Equity
PXD UN Equity
QCOM UW Equity
QEP UN Equity
R UN Equity
RAI UN Equity
RDC UN Equity
REGN UW Equity
RF UN Equity
RHI UN Equity
RHT UN Equity
RL UN Equity
ROK UN Equity
ROP UN Equity
ROST UW Equity
RRC UN Equity
RSG UN Equity
RTN UN Equity
S UN Equity
SAI UN Equity
SBUX UW Equity
SCG UN Equity
SCHW UN Equity
SE UN Equity
SEE UN Equity
SHW UN Equity
SIAL UW Equity
SJM UN Equity
SLB UN Equity
SLM UW Equity
SNA UN Equity
SNDK UW Equity
SNI UN Equity
SO UN Equity
SPG UN Equity
SPLS UW Equity
SRCL UW Equity
SRE UN Equity
STI UN Equity
STJ UN Equity
STT UN Equity
STX UW Equity
STZ UN Equity
SWK UN Equity
SWN UN Equity
SWY UN Equity
SYK UN Equity
SYMC UW Equity
SYY UN Equity
T UN Equity
TAP UN Equity
TDC UN Equity
TE UN Equity
TEG UN Equity
TEL UN Equity
TER UN Equity
TGT UN Equity
THC UN Equity
TIF UN Equity
TJX UN Equity
TMK UN Equity
TMO UN Equity
TRIP UW Equity
TROW UW Equity
TRV UN Equity
TSN UN Equity
TSO UN Equity
TSS UN Equity
TWC UN Equity
TWX UN Equity
TXN UW Equity
TXT UN Equity
TYC UN Equity
UNH UN Equity
UNM UN Equity
UNP UN Equity
UPS UN Equity
URBN UW Equity
USB UN Equity
UTX UN Equity
V UN Equity
VAR UN Equity
VFC UN Equity
VIAB UW Equity
VLO UN Equity
VMC UN Equity
VNO UN Equity
VRSN UW Equity
VTR UN Equity
VZ UN Equity
WAG UN Equity
WAT UN Equity
WDC UW Equity
WEC UN Equity
WFC UN Equity
WFM UW Equity
WHR UN Equity
WIN UW Equity
WLP UN Equity
WM UN Equity
WMB UN Equity
WMT UN Equity
WPO UN Equity
WPX UN Equity
WU UN Equity
WY UN Equity
WYN UN Equity
WYNN UW Equity
X UN Equity
XEL UN Equity
XL UN Equity
XLNX UW Equity
XOM UN Equity
XRAY UW Equity
XRX UN Equity
XYL UN Equity
YHOO UW Equity
YUM UN Equity
ZION UW Equity
ZMH UN Equity
Name
PERRIGO CO
PRUDENTIAL FINANCIAL INC
PUBLIC STORAGE
PHILLIPS 66
PVH CORP
QUANTA SERVICES INC
PRAXAIR INC
PIONEER NATURAL RESOURCES CO
QUALCOMM INC
QEP RESOURCES INC
RYDER SYSTEM INC
REYNOLDS AMERICAN INC
ROWAN COMPANIES PLC-A
REGENERON PHARMACEUTICALS
REGIONS FINANCIAL CORP
ROBERT HALF INTL INC
RED HAT INC
RALPH LAUREN CORP
ROCKWELL AUTOMATION INC
ROPER INDUSTRIES INC
ROSS STORES INC
RANGE RESOURCES CORP
REPUBLIC SERVICES INC
RAYTHEON COMPANY
SPRINT NEXTEL CORP
SAIC INC
STARBUCKS CORP
SCANA CORP
SCHWAB (CHARLES) CORP
SPECTRA ENERGY CORP
SEALED AIR CORP
SHERWIN-WILLIAMS CO/THE
SIGMA-ALDRICH
JM SMUCKER CO/THE
SCHLUMBERGER LTD
SLM CORP
SNAP-ON INC
SANDISK CORP
SCRIPPS NETWORKS INTER-CL A
SOUTHERN CO/THE
SIMON PROPERTY GROUP INC
STAPLES INC
STERICYCLE INC
SEMPRA ENERGY
SUNTRUST BANKS INC
ST JUDE MEDICAL INC
STATE STREET CORP
SEAGATE TECHNOLOGY
CONSTELLATION BRANDS INC-A
STANLEY BLACK & DECKER INC
SOUTHWESTERN ENERGY CO
SAFEWAY INC
STRYKER CORP
SYMANTEC CORP
SYSCO CORP
AT&T INC
MOLSON COORS BREWING CO -B
TERADATA CORP
TECO ENERGY INC
INTEGRYS ENERGY GROUP INC
TE CONNECTIVITY LTD
TERADYNE INC
TARGET CORP
TENET HEALTHCARE CORP
TIFFANY & CO
TJX COMPANIES INC
TORCHMARK CORP
THERMO FISHER SCIENTIFIC INC
TRIPADVISOR INC
T ROWE PRICE GROUP INC
TRAVELERS COS INC/THE
TYSON FOODS INC-CL A
TESORO CORP
TOTAL SYSTEM SERVICES INC
TIME WARNER CABLE
TIME WARNER INC
TEXAS INSTRUMENTS INC
TEXTRON INC
TYCO INTERNATIONAL LTD
UNITEDHEALTH GROUP INC
UNUM GROUP
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
URBAN OUTFITTERS INC
US BANCORP
UNITED TECHNOLOGIES CORP
VISA INC-CLASS A SHARES
VARIAN MEDICAL SYSTEMS INC
VF CORP
VIACOM INC-CLASS B
VALERO ENERGY CORP
VULCAN MATERIALS CO
VORNADO REALTY TRUST
VERISIGN INC
VENTAS INC
VERIZON COMMUNICATIONS INC
WALGREEN CO
WATERS CORP
WESTERN DIGITAL CORP
WISCONSIN ENERGY CORP
WELLS FARGO & CO
WHOLE FOODS MARKET INC
WHIRLPOOL CORP
WINDSTREAM CORP
WELLPOINT INC
WASTE MANAGEMENT INC
WILLIAMS COS INC
WAL-MART STORES INC
WASHINGTON POST-CLASS B
WPX ENERGY INC
WESTERN UNION CO
WEYERHAEUSER CO
WYNDHAM WORLDWIDE CORP
WYNN RESORTS LTD
UNITED STATES STEEL CORP
XCEL ENERGY INC
XL GROUP PLC
XILINX INC
EXXON MOBIL CORP
DENTSPLY INTERNATIONAL INC
XEROX CORP
XYLEM INC
YAHOO! INC
YUM! BRANDS INC
ZIONS BANCORPORATION
ZIMMER HOLDINGS INC
GICS_SECTOR_NAME
ATM2 Ref
Health Care
118.79
Financials
71.09
Financials
150.80
Energy
59.41
123.42
Industrials
26.20
Materials
114.39
Energy
148.01
61.77
Energy
28.21
Industrials
60.36
Consumer Staples
48.01
Energy
33.79
Health Care
220.10
Financials
9.27
Industrials
32.68
45.86
170.26
Industrials
83.27
Industrials
120.27
63.83
Energy
79.68
Industrials
33.48
Industrials
65.32
13.11
64.74
Utilities
48.48
Financials
21.04
Energy
34.11
Materials
23.26
Materials
175.78
Materials
80.49
Consumer Staples
100.90
Energy
72.09
Financials
22.92
Industrials
87.80
58.31
65.08
Utilities
43.56
Financials
156.83
15.82
Industrials
108.56
Utilities
80.99
Financials
31.22
Health Care
45.29
Financials
64.84
42.39
Consumer Staples
50.51
Industrials
76.46
Energy
36.50
Consumer Staples
23.09
Health Care
64.89
22.09
Consumer Staples
33.88
Consumer Staples
48.11
48.50
Utilities
16.94
Utilities
57.39
45.23
17.01
69.13
Health Care
44.94
72.13
49.25
Financials
64.60
Health Care
83.13
61.53
Financials
72.34
Financials
78.43
Consumer Staples
25.04
Energy
53.34
23.52
99.37
56.67
35.02
Industrials
25.39
Industrials
31.98
Health Care
63.73
Financials
28.75
Industrials
153.42
Industrials
85.72
39.04
Financials
35.94
Industrials
91.78
180.47
Health Care
66.60
188.21
65.65
Energy
34.98
Materials
48.62
Financials
79.19
44.67
Financials
67.37
Consumer Staples
45.22
Health Care
99.73
60.06
Utilities
40.27
Financials
40.30
Consumer Staples
51.92
114.00
Health Care
79.89
Industrials
39.11
Energy
31.90
Consumer Staples
74.37
483.30
Energy
19.24
16.53
Financials
27.52
56.37
125.60
Materials
17.05
Utilities
28.38
Financials
29.76
39.17
Energy
89.11
Health Care
40.24
8.97
Industrials
25.93
24.95
68.34
Financials
28.48
Health Care
74.97
Dividend
Yield
Next ExDividend
Date
0.33%
2.32%
3.51%
2.20%
0.12%
28.08.2013
23.08.2013
09.09.2013
11.07.2013
19.08.2013
2.18%
0.13%
2.43%
0.28%
2.19%
5.33%
05.09.2013
25.09.2013
11.09.2013
21.08.2013
15.08.2013
05.09.2013
1.51%
2.02%
11.09.2013
16.08.2013
1.29%
2.50%
0.59%
1.19%
0.24%
3.03%
3.43%
25.09.2013
14.11.2013
09.10.2013
30.08.2013
18.09.2013
27.09.2013
30.09.2013
3.66%
1.48%
4.24%
1.14%
3.80%
2.24%
1.25%
1.11%
2.26%
1.84%
2.62%
1.77%
17.10.2013
06.08.2013
10.09.2013
07.08.2013
07.08.2013
28.08.2013
14.08.2013
28.08.2013
14.08.2013
30.08.2013
04.09.2013
21.08.2013
1.01%
4.71%
3.12%
3.22%
28.08.2013
01.08.2013
14.08.2013
25.09.2013
3.28%
1.92%
1.70%
1.65%
3.77%
27.09.2013
28.08.2013
26.09.2013
26.09.2013
12.08.2013
3.14%
09.09.2013
3.57%
1.43%
17.09.2013
26.09.2013
3.37%
5.19%
2.72%
09.10.2013
08.07.2013
30.08.2013
5.25%
4.81%
2.26%
14.08.2013
28.08.2013
30.08.2013
2.49%
18.11.2013
1.93%
1.22%
1.05%
0.79%
18.09.2013
05.11.2013
02.10.2013
13.09.2013
2.21%
2.63%
0.80%
1.69%
1.70%
2.78%
2.13%
3.31%
0.31%
2.06%
1.76%
2.02%
1.97%
3.03%
10.12.2013
06.09.2013
27.11.2013
28.08.2013
24.09.2013
28.08.2013
28.08.2013
29.07.2013
18.09.2013
16.10.2013
18.09.2013
25.07.2013
28.08.2013
14.08.2013
1.92%
2.58%
0.80%
27.09.2013
13.11.2013
14.08.2013
2.06%
1.90%
2.29%
0.08%
3.81%
06.09.2013
12.09.2013
12.08.2013
22.08.2013
07.08.2013
4.13%
4.16%
2.57%
11.09.2013
08.10.2013
19.08.2013
1.80%
3.55%
3.08%
1.11%
2.19%
9.53%
1.85%
3.86%
5.02%
2.64%
1.06%
25.09.2013
12.08.2013
07.08.2013
25.09.2013
28.08.2013
26.09.2013
04.09.2013
11.09.2013
21.08.2013
05.03.2014
23.01.2014
3.30%
3.34%
2.24%
3.34%
1.17%
3.98%
1.88%
2.63%
2.96%
0.65%
1.92%
1.82%
26.09.2013
28.08.2013
20.08.2013
31.07.2013
09.08.2013
17.09.2013
11.09.2013
05.08.2013
08.08.2013
25.09.2013
26.09.2013
15.08.2013
2.18%
0.56%
1.20%
09.10.2013
20.08.2013
24.09.2013

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
(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
20.30
28.76
22.90
34.73
24.52
29.42
18.87
36.35
21.27
32.73
29.30
16.78
29.41
52.88
27.55
32.38
30.32
25.34
23.46
19.85
24.27
32.27
25.61
18.06
16.27
21.13
23.46
16.62
30.01
23.36
28.75
26.13
15.21
18.83
26.56
26.05
26.88
39.72
24.42
15.59
24.25
27.80
16.71
18.22
26.28
25.83
27.88
35.68
30.77
25.55
31.87
37.68
20.96
24.89
16.00
16.90
30.85
36.19
16.17
16.90
22.83
35.30
18.30
38.85
24.87
20.14
19.73
23.14
37.73
23.33
19.50
24.66
44.17
23.39
25.49
22.58
23.86
35.34
22.43
23.85
23.69
24.60
15.98
27.98
17.38
19.37
23.64
24.28
24.58
25.50
35.89
33.03
23.54
24.62
25.14
19.51
25.44
22.12
34.71
15.70
22.74
26.38
38.91
27.94
24.67
18.67
30.86
15.05
21.71
29.75
22.85
35.90
25.77
32.85
20.20
37.09
23.54
34.01
31.97
18.60
32.20
53.13
29.42
31.69
31.00
28.38
25.27
21.42
25.32
33.57
22.96
19.05
14.70
21.49
25.39
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0.002
0.003
0.002
0.011
0.005
0.002
0.004
0.002
0.006
0.005
0.002
0.001
0.005
0.003
0.001
0.003
0.004
0.003
0.003
0.002
0.003
0.006
0.011
0.005
0.003
0.004
0.003
0.006
0.003
0.003
0.003
0.005
0.004
0.005
0.004
0.002
0.003
0.007
0.004
0.002
0.013
0.004
0.002
0.003
0.003
0.002
0.002
0.003
0.002
0.003
0.004
0.004
0.005
0.007
0.003
0.002
0.000
0.008
0.004
0.001
0.005
0.002
0.003
0.003
0.003
0.004
0.001
0.004
0.004
0.003
0.001
0.000
0.004
0.004
0.004
0.002
0.004
0.003
0.003
0.004
0.006
0.002
0.007
0.005
0.003
0.009
0.008
0.003
0.002
0.003
0.004
0.002
0.009
0.006
0.004
0.013
0.002
0.003
0.006
0.002
0.002
0.007
0.003
0.005
0.003
0.006
0.003
0.009
0.018
0.008
0.012
0.017
0.003
0.021
0.015
0.017
0.003
0.011
0.004
0.015
0.009
0.017
0.004
0.007 0.006 0.003

0.016 0.011 0.004
0.008 0.006 0.003
0.011 0.010 0.006
0.007 0.004 0.003
0.007 0.005 0.003
0.003 0.003 0.001
0.016 0.011 0.005
0.009 0.005 0.003
0.010 0.001 0.007
0.004 0.001 0.002
0.010 0.007 0.004
0.000 -0.001 0.003
0.007 0.006 0.004
0.003 0.003 0.003
0.008 0.006 0.004
0.007 0.007 0.003
0.002
0.001
0.001
0.001
0.001
0.002
0.001
0.001
0.003
0.002
0.001
0.002
0.000
0.001
0.002
0.001
0.001
0.001
0.001
0.002
0.001
0.001
0.003
0.006
0.004
0.002
0.002
0.004
0.002
0.001
0.002
0.003
0.001
0.001
0.001
0.002
0.001
0.001
0.002
0.003
0.001
0.002
0.002
0.001
0.004
0.002
0.001
0.002
0.001
0.001
0.001
0.002
0.001
0.001
0.001
0.002
0.001
0.003
0.003
0.002
0.003
0.004
0.001
0.001
0.001
0.001
0.001
0.001
0.000
0.001
0.001
0.001
0.002
0.001
0.002
0.002
0.001
0.001
0.001
0.003
0.001
0.002
0.001
0.002
0.001
0.001
0.001
0.001
0.002
0.002
0.001
0.001
0.001
0.001
0.002
0.002
0.002
0.001
0.002
0.003
0.001
0.001
0.001
0.001
0.001
0.002
0.002
0.003
0.001
0.005
0.003
0.002
0.001
0.002
0.001
0.003
0.002
0.001
0.001
0.001
0.001
0.001
0.002
0.001
0.003
0.003
0.002
0.002
0.001
0.001
0.003
0.001
0.001
0.005
0.001
0.003
0.001
0.004
0.002
0.001
0.001
0.003
0.001
0.002
0.001
0.002
0.002
0.002
0.002
0.001
0.002
0.001
0.001
0.001
0.003
0.004
0.001
0.002
0.002
0.001
0.002
0.002
0.002
0.001
0.001
0.001

S&amp;P 500 Index - Dividends and Implied Volatility Surfaces Parameters

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S&amp;P 500 Index - Dividends and Implied Volatility Surfaces Parameters

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26.06.

Option Implied Volatility Skew Parameters by Terms:

At The Money Implied Volatilities by Terms

-0.478 -0.313 -0.295 -0.255 -0.201 -0.166

-0.454 -0.309 -0.258 -0.203 -0.156 -0.131

-0.096 -0.117 -0.112 -0.096 -0.069 -0.051

ABERCROMBIE & FITCH CO-CL A

-0.279 -0.242 -0.203 -0.160 -0.135 -0.125

-0.350 -0.353 -0.316 -0.246 -0.192 -0.160

-0.286 -0.442 -0.408 -0.311

-0.426 -0.402 -0.325 -0.205 -0.149 -0.131

-0.370 -0.213 -0.209 -0.188 -0.146 -0.120

-0.050 -0.117 -0.128 -0.128 -0.109 -0.091

-0.055 -0.088 -0.093 -0.124 -0.139 -0.137

-0.205 -0.316 -0.314 -0.307

ADBE UW Equity ADOBE SYSTEMS INC

ADVANCED MICRO DEVICES

-0.364 -0.262 -0.228 -0.185 -0.141 -0.112

-0.507 -0.371 -0.314 -0.243 -0.181 -0.144

AGILENT TECHNOLOGIES INC

-0.381 -0.299 -0.257 -0.201 -0.158 -0.133

AGL RESOURCES INC

0.000 -0.003 0.000

AIR PRODUCTS & CHEMICALS INC

-0.240 -0.258 -0.281 -0.224

-0.436 -0.265 -0.327 -0.274

-0.128 -0.159 -0.148 -0.125 -0.106 -0.093

-0.145 -0.162 -0.156 -0.114 -0.085 -0.063

0.198 -0.025 -0.082 -0.126 -0.125 -0.102

AKAM UW Equity AKAMAI TECHNOLOGIES INC

ALEXION PHARMACEUTICALS INC

ALLEGHENY TECHNOLOGIES INC

-0.130 -0.218 -0.192 -0.158 -0.127 -0.108

-0.373 -0.255 -0.232 -0.184 -0.157 -0.146

-0.396 -0.270 -0.257 -0.228 -0.188 -0.159

-0.278 -0.250 -0.203 -0.164 -0.119 -0.101

ALTRIA GROUP INC

-0.446 -0.419 -0.319 -0.243 -0.175 -0.132

-0.308 -0.239 -0.205 -0.170 -0.135 -0.104

-0.249 -0.220 -0.167 -0.190

AMZN UW Equity AMAZON.COM INC

AMERICAN ELECTRIC POWER

-0.324 -0.359 -0.311 -0.226 -0.165 -0.133

-0.365 -0.239 -0.239 -0.225 -0.180 -0.145

AMERICAN INTERNATIONAL GROUP

-0.312 -0.303 -0.249 -0.184 -0.134 -0.106

AMERICAN TOWER CORP

-0.463 -0.366 -0.337 -0.252 -0.177 -0.144

AMERIPRISE FINANCIAL INC

-0.588 -0.449 -0.363 -0.278

-0.293 -0.383 -0.325 -0.217

AMGN UW Equity AMGEN INC

-0.225 -0.119 -0.151 -0.149 -0.117 -0.100

-0.320 -0.307 -0.250 -0.191

ANADARKO PETROLEUM CORP

-0.041 -0.101 -0.100 -0.078 -0.090 -0.106

ANALOG DEVICES INC

-0.330 -0.284 -0.259 -0.194 -0.155 -0.128

-0.417 -0.274 -0.279 -0.211

-0.240 -0.152 -0.177 -0.190 -0.159 -0.134

APARTMENT INVT & MGMT CO -A

APOL UW Equity APOLLO GROUP INC-CL A

S&P 500 Index - Dividends and Implied Volatility Surfaces Parameters

S&P 500 Index - Dividends and Implied Volatility Surfaces Parameters