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STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters

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STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters

STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters

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  • 1. 19.03.2013 Option Implied Volatility Skew Parameters by Terms: At The Money Implied Volatilities by Terms 2 IVt = atx + btx + ct Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Dividend ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - Ticker ISIN Name GICS_SECTOR_NAME ATM Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) - Yield 30D 60D 90D 6M 12M 18M 24M Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M III LN Equity GB00B1YW4409 3I GROUP PLC Financials 322.90 2.54% 19.06.2013 16.74 16.74 16.74 17.45 -0.078 -0.078 -0.078 -0.055 0.017 0.017 0.017 0.004 AALB NA Equity NL0000852564 AALBERTS INDUSTRIES NV Industrials 17.48 2.00% 29.04.2014 18.64 19.70 19.66 20.34 21.70 -0.283 -0.178 -0.150 -0.113 -0.074 0.021 0.005 0.007 0.004 0.002 ABBN VX Equity CH0012221716 ABB LTD-REG Industrials 21.50 3.16% 30.04.2014 16.56 17.70 17.63 18.23 19.40 19.69 19.66 -0.239 -0.001 -0.070 -0.109 -0.132 -0.110 -0.099 0.032 0.010 0.009 0.006 0.002 0.002 0.002 ADN LN Equity GB0000031285 ABERDEEN ASSET MGMT PLC Financials 419.50 3.15% 08.05.2013 ABE SQ Equity ES0111845014 ABERTIS INFRAESTRUCTURAS SA Industrials 13.30 4.96% 12.04.2013 22.00 22.59 22.72 23.03 23.07 23.03 23.05 -0.097 -0.123 -0.165 -0.178 -0.162 -0.121 -0.109 0.001 0.002 0.001 0.002 0.001 0.001 0.001 ANA SQ Equity ES0125220311 ACCIONA SA Utilities 46.00 5.87% 04.06.2013 42.07 40.93 36.81 37.43 35.24 33.53 33.86 -0.179 -0.161 0.197 -0.098 -0.155 -0.170 -0.199 0.000 0.001 -0.001 0.000 0.000 0.001 0.001 AC FP Equity FR0000120404 ACCOR SA Consumer Discretionary 28.48 2.67% 11.06.2014 25.27 23.97 21.23 22.08 23.95 24.52 24.65 -0.239 -0.134 -0.001 0.067 0.057 0.050 0.050 0.012 0.008 0.005 0.002 0.001 0.008 0.007 ACX SQ Equity ES0132105018 ACERINOX SA Materials 8.11 6.79% 05.07.2013 31.19 30.95 30.85 32.96 31.35 32.48 32.12 -0.075 -0.034 -0.099 -0.110 0.055 0.154 0.149 0.003 0.000 0.000 0.000 0.000 -0.002 -0.002 ACKB BB Equity BE0003764785 ACKERMANS & VAN HAAREN Financials 66.50 2.51% 29.05.2013 ACS SQ Equity ES0167050915 ACS ACTIVIDADES CONS Y SERV Industrials 18.32 6.28% 05.07.2013 30.26 29.05 28.45 24.65 27.90 25.23 26.79 -0.143 -0.141 -0.165 -0.011 -0.261 -0.130 -0.288 0.002 0.002 0.001 0.002 0.000 0.002 0.001 ATLN VX Equity CH0010532478 ACTELION LTD-REG Health Care 51.00 1.96% 22.04.2014 25.07 24.03 25.19 25.24 25.29 25.43 -0.311 -0.101 -0.116 -0.087 -0.091 -0.088 0.007 0.003 0.004 0.001 0.000 0.001 ADEN VX Equity CH0012138605 ADECCO SA-REG Industrials 54.65 3.29% 05.05.2014 21.22 21.59 21.94 23.38 24.26 24.09 23.86 -0.116 -0.009 -0.074 -0.078 -0.068 -0.080 -0.075 0.008 0.004 0.005 0.002 0.001 0.002 0.002 ADS GY Equity DE000A1EWWW0 ADIDAS AG Consumer Discretionary 79.58 1.70% 09.05.2014 21.11 23.07 22.95 22.80 22.65 23.09 23.09 -0.210 -0.128 -0.117 -0.090 -0.072 -0.037 -0.006 0.013 0.006 0.005 0.003 0.001 0.001 0.000 ADM LN Equity GB00B02J6398 ADMIRAL GROUP PLC Financials 1345.00 4.91% 11.09.2013 AGS LN Equity GB00B4JV1B90 AEGIS GROUP PLC Consumer Discretionary 239.50 12.06.2013 AGN NA Equity NL0000303709 AEGON NV Financials 4.81 4.58% 15.08.2013 24.25 26.92 27.28 26.07 26.54 25.55 24.49 -0.162 -0.197 -0.211 -0.137 -0.062 -0.098 -0.053 0.029 0.008 0.007 0.004 0.001 0.005 0.006 ADP FP Equity FR0010340141 ADP Industrials 65.90 3.14% 12.05.2014 19.74 19.44 19.97 19.58 19.66 19.75 -0.043 0.006 0.034 0.040 0.026 0.026 0.001 0.000 0.000 0.000 0.000 0.001 AFR LN Equity GB00B0672758 AFREN PLC Energy 145.70 AGS BB Equity BE0974264930 AGEAS Financials 26.38 4.55% 29.04.2013 27.64 26.52 26.39 25.54 25.22 23.68 23.60 -0.225 -0.047 -0.071 -0.058 -0.060 -0.055 -0.035 0.003 0.003 0.003 0.003 0.001 0.002 0.001 AGK LN Equity GB00B4WQ2Z29 AGGREKO PLC Industrials 1959.00 1.26% 04.09.2013 AF FP Equity FR0000031122 AIR FRANCE-KLM Industrials 7.99 16.07.2013 36.44 39.78 39.84 39.26 38.87 37.39 35.78 -0.122 -0.085 -0.102 -0.118 -0.114 0.127 0.046 0.004 0.003 0.003 0.002 0.002 0.001 0.001 AI FP Equity FR0000120073 AIR LIQUIDE SA Materials 96.08 2.60% 12.05.2014 14.76 16.63 16.59 17.28 18.41 19.12 19.05 -0.161 -0.140 -0.136 -0.112 -0.107 -0.092 -0.090 0.021 0.011 0.010 0.004 0.003 0.004 0.003 AIXA GY Equity DE000A0WMPJ6 AIXTRON SE Information Technology 10.73 26.05.2014 35.22 37.49 37.47 38.19 38.48 39.83 40.22 -0.078 -0.044 -0.053 -0.043 -0.043 -0.208 -0.287 0.004 0.001 0.002 0.000 0.000 0.000 0.001 AKSO NO Equity NO0010215684 AKER SOLUTIONS ASA Energy 111.70 3.58% 18.04.2014 35.25 32.65 30.05 29.86 -0.552 -0.352 -0.152 -0.245 0.143 0.079 0.015 0.003 AKZA NA Equity NL0000009132 AKZO NOBEL Materials 52.66 2.77% 22.10.2013 23.51 21.97 21.86 22.77 23.15 22.92 22.84 -0.303 -0.201 -0.169 -0.113 -0.091 -0.069 -0.050 0.011 0.007 0.005 0.003 0.002 0.001 0.001 ALU FP Equity FR0000130007 ALCATEL-LUCENT Information Technology 1.14 09.06.2014 56.83 56.51 62.69 63.32 61.89 63.76 62.41 -0.375 -0.199 -0.145 -0.012 -0.041 -0.052 -0.032 0.009 0.013 0.005 0.004 0.001 0.000 0.000 ALFA SS Equity SE0000695876 ALFA LAVAL AB Industrials 149.10 2.35% 24.04.2014 16.93 21.92 20.45 21.39 23.78 23.86 -0.259 -0.090 -0.127 -0.131 -0.101 -0.097 0.043 0.016 0.009 0.004 0.001 0.000 ALV GY Equity DE0008404005 ALLIANZ SE-REG Financials 109.50 4.11% 08.05.2014 20.39 20.41 20.54 20.81 20.95 20.06 19.81 -0.182 -0.132 -0.139 -0.126 -0.081 -0.070 -0.040 0.015 0.008 0.006 0.003 0.000 0.002 0.001 ALLN SE Equity CH0008837566 ALLREAL HOLDING AG-REG Financials 138.70 3.97% 10.04.2014 ALO FP Equity FR0010220475 ALSTOM Industrials 33.95 2.80% 27.06.2013 24.41 28.29 27.92 27.85 29.13 30.14 30.02 -0.365 -0.268 -0.241 -0.127 -0.098 -0.056 -0.029 0.018 0.007 0.006 0.003 0.001 0.000 0.000 AMS SQ Equity EU0009658145 AMADEUS IT HOLDING SA-A SHS Information Technology 20.55 2.53% 29.07.2013 20.38 20.40 20.54 20.33 20.35 20.19 20.16 -0.105 -0.112 -0.135 -0.140 -0.113 -0.097 -0.095 0.001 0.002 0.001 0.002 0.001 0.001 0.001 AMEC LN Equity GB0000282623 AMEC PLC Energy 1055.00 3.54% 27.11.2013 AMEAS FH Equity FI0009000285 AMER SPORTS OYJ Consumer Discretionary 12.86 3.11% 10.03.2014 AML LN Equity GB00B2988H17 AMLIN PLC Financials 428.00 5.68% 04.09.2013 ANDR AV Equity AT0000730007 ANDRITZ AG Industrials 54.11 2.22% 26.03.2014 24.03 26.70 26.02 26.78 38.16 41.23 0.269 -0.070 -0.066 -0.042 0.492 0.691 0.007 0.001 0.002 0.001 -0.006 -0.007 AAL LN Equity GB00B1XZS820 ANGLO AMERICAN PLC Materials 1828.50 3.18% 14.08.2013 28.00 28.40 28.81 30.65 30.89 31.11 30.91 -0.102 -0.105 -0.118 -0.110 0.008 -0.040 -0.054 0.009 0.004 0.004 0.002 -0.002 0.001 0.001 ABI BB Equity BE0003793107 ANHEUSER-BUSCH INBEV NV Consumer Staples 73.66 3.53% 16.10.2013 22.15 22.66 21.96 21.85 22.31 22.31 -0.319 -0.169 -0.177 -0.124 -0.090 -0.090 0.010 0.006 0.004 0.002 0.001 0.001 ANTO LN Equity GB0000456144 ANTOFAGASTA PLC Materials 1051.00 1.35% 11.09.2013 29.63 29.63 29.63 31.07 -0.081 -0.081 -0.081 -0.054 0.002 0.002 0.002 0.000 MAERSKB DC Equity DK0010244508 AP MOELLER-MAERSK A/S-B Industrials 46560.00 2.58% 14.04.2014 19.33 20.24 20.30 21.41 21.66 0.010 -0.042 -0.040 -0.033 -0.015 0.003 0.001 0.001 0.000 0.000 MT NA Equity LU0323134006 ARCELORMITTAL Materials 10.71 1.45% 09.05.2014 30.53 31.85 32.37 32.60 33.81 34.85 35.18 -0.166 -0.183 -0.192 -0.135 -0.098 -0.065 -0.050 0.009 0.003 0.005 0.002 0.001 0.001 0.001 AKE FP Equity FR0010313833 ARKEMA Materials 77.40 2.33% 29.05.2014 28.69 28.69 28.69 31.67 29.39 29.18 -0.035 -0.035 -0.035 -0.029 -0.002 0.001 0.000 0.000 0.000 -0.001 0.001 0.001 ARM LN Equity DE0005557508 ARM HOLDINGS PLC Information Technology 897.50 0.54% 04.09.2013 27.64 27.64 27.64 28.07 -0.153 -0.153 -0.153 -0.078 0.004 0.004 0.004 0.002 ARYN SE Equity CH0043238366 ARYZTA AG Consumer Staples 54.05 1.27% 29.01.2014 15.90 16.45 16.91 17.42 17.69 18.19 -0.010 -0.047 -0.043 -0.048 -0.049 -0.060 0.008 0.001 0.004 0.003 0.002 0.002 ASHM LN Equity GB00B132NW22 ASHMORE GROUP PLC Financials 360.10 4.43% 06.11.2013 AHT LN Equity GB0000536739 ASHTEAD GROUP PLC Industrials 597.00 0.77% 14.08.2013 ASM NA Equity NL0000334118 ASM INTERNATIONAL NV Information Technology 27.45 31.18 32.23 30.69 26.28 -0.002 -0.012 -0.209 -0.188 0.006 0.003 0.005 0.004 ASML NA Equity NL0010273215 ASML HOLDING NV Information Technology 53.99 0.98% 24.04.2014 29.40 27.79 27.71 27.76 27.95 28.08 28.05 -0.402 -0.144 -0.187 -0.151 -0.104 -0.099 -0.080 0.013 0.003 0.004 0.002 0.001 0.001 0.001 ASSAB SS Equity SE0000255648 ASSA ABLOY AB-B Industrials 253.30 2.01% 28.04.2014 18.86 20.60 20.33 21.35 23.22 23.36 -0.162 -0.119 -0.114 -0.134 -0.113 -0.112 0.040 0.019 0.014 0.006 0.000 0.000 G IM Equity IT0000062072 ASSICURAZIONI GENERALI Financials 12.43 1.61% 19.05.2014 31.88 31.14 30.73 29.51 28.73 27.65 27.16 -0.401 -0.290 -0.305 -0.250 -0.198 -0.089 -0.050 0.009 0.005 0.003 0.003 0.002 0.001 0.001 ABF LN Equity GB0006731235 ASSOCIATED BRITISH FOODS PLC Consumer Staples 1886.00 1.64% 05.06.2013 12.24 12.24 12.24 12.65 -0.004 -0.004 -0.004 -0.040 0.000 0.000 0.000 0.000 AZN LN Equity GB0009895292 ASTRAZENECA PLC Health Care 3079.50 6.23% 07.08.2013 18.60 17.92 16.96 16.58 15.92 17.03 17.45 -0.400 -0.261 -0.222 -0.133 -0.088 -0.085 -0.096 0.015 0.010 0.008 0.004 0.003 0.002 0.002 ATL IM Equity IT0003506190 ATLANTIA SPA Industrials 12.18 6.29% 18.11.2013 24.39 25.12 24.15 23.84 23.58 23.60 -0.306 -0.253 -0.179 -0.160 -0.095 -0.092 0.012 0.006 0.004 0.002 0.002 0.002 ATCOA SS Equity SE0000101032 ATLAS COPCO AB-A SHS Industrials 181.80 3.03% 30.04.2014 17.41 19.98 20.40 21.42 24.81 25.07 -0.218 -0.120 -0.169 -0.105 -0.103 -0.101 0.038 0.015 0.010 0.004 -0.001 -0.002 ATO FP Equity FR0000051732 ATOS Information Technology 57.10 1.05% 13.06.2013 24.35 24.35 24.35 25.30 25.88 25.87 -0.110 -0.110 -0.110 -0.110 -0.104 -0.104 0.003 0.003 0.003 0.001 0.001 0.001 NDA GY Equity DE0006766504 AURUBIS AG Materials 51.81 2.61% 28.02.2014 22.33 23.51 22.66 24.22 23.67 24.07 24.27 -0.101 -0.063 -0.128 -0.039 -0.012 -0.008 0.002 0.003 0.001 0.003 0.001 0.001 0.002 0.003Stoxx 600 Index AVV LN Equity GB00B15CMQ74 AVEVA GROUP PLC Information Technology 2240.00 1.11% 19.06.2013 AV/ LN Equity GB0002162385 AVIVA PLC Financials 323.30 5.26% 18.09.2013 21.87 22.98 23.39 22.06 19.89 19.72 18.52 -0.409 -0.089 -0.152 -0.067 -0.002 -0.073 -0.013 0.013 0.010 0.007 0.002 0.002 0.005 0.005 CS FP Equity FR0000120628 AXA SA Financials 14.03 5.13% 05.05.2014 24.71 25.39 25.34 25.15 25.13 26.81 26.69 -0.153 -0.197 -0.170 -0.125 -0.175 -0.108 -0.113 0.022 0.005 0.005 0.003 0.003 0.003 0.003 SPR GY Equity DE0005501357 AXEL SPRINGER AG Consumer Discretionary 34.74 4.89% 24.04.2014 18.04 18.82 18.94 18.70 18.84 19.68 19.56 -0.187 0.017 0.008 0.009 0.016 -0.036 -0.039 0.017 0.000 0.001 0.000 0.000 0.001 0.001 BAB LN Equity GB0009697037 BABCOCK INTL GROUP PLC Industrials 1085.00 2.41% 03.07.2013 BA/ LN Equity GB0002634946 BAE SYSTEMS PLC Industrials 393.90 5.03% 16.10.2013 18.17 18.81 19.56 20.25 20.26 20.26 -0.363 0.005 -0.089 -0.011 -0.024 -0.024 0.025 0.002 -0.002 -0.001 0.001 0.001 BBY LN Equity GB0000961622 BALFOUR BEATTY PLC Industrials 260.90 5.44% 09.10.2013 BALN VX Equity CH0012410517 BALOISE HOLDING AG - REG Financials 90.20 4.99% 02.05.2014 19.61 14.23 14.55 16.70 17.14 17.50 17.43 -0.103 -0.046 -0.063 -0.084 -0.067 -0.076 -0.076 0.015 0.013 0.009 0.005 0.002 0.002 0.001 BMPS IM Equity IT0001334587 BANCA MONTE DEI PASCHI SIENA Financials 0.20 20.05.2013 55.22 52.43 49.35 49.07 47.89 66.39 65.19 -0.278 -0.334 -0.099 -0.309 -0.160 -1.004 -1.119 0.003 0.010 0.008 0.007 0.001 -0.016 -0.017 BPE IM Equity IT0000066123 BANCA POPOL EMILIA ROMAGNA Financials 5.66 20.05.2013 47.66 54.66 53.21 47.72 47.56 50.71 0.014 -0.353 -0.308 -0.245 -0.182 -0.204 0.000 0.000 0.001 0.003 0.002 -0.001 PMI IM Equity IT0000064482 BANCA POPOLARE DI MILANO Financials 0.45 20.05.2013 53.96 51.80 51.19 48.28 46.47 46.47 -0.258 -0.221 -0.200 -0.245 -0.161 -0.160 0.018 0.003 0.003 0.002 0.000 0.000 BPSO IM Equity IT0000784196 BANCA POPOLARE DI SONDRIO Financials 4.40 3.41% 22.04.2013 40.13 33.70 33.69 34.96 34.42 34.09 -0.524 -0.190 -0.161 -0.116 -0.078 -0.138 -0.007 0.002 0.001 0.000 0.000 0.002 BBVA SQ Equity US78378X1072 BANCO BILBAO VIZCAYA ARGENTA Financials 7.29 5.76% 16.04.2013 30.00 31.12 31.66 31.15 29.46 29.18 28.11 -0.362 -0.393 -0.259 -0.264 -0.198 -0.146 -0.079 0.006 0.005 0.002 0.000 -0.001 -0.002 -0.002 BCP PL Equity PTBCP0AM0007 BANCO COMERCIAL PORTUGUES-R Financials 0.11 3.19% 22.04.2013 SAB SQ Equity ES0113860A34 BANCO DE SABADELL SA Financials 1.56 0.64% 10.09.2013 44.17 40.85 41.33 40.98 39.42 38.08 38.08 -0.102 -0.150 -0.206 -0.322 -0.385 -0.296 -0.312 -0.001 0.003 0.002 0.003 0.002 0.001 0.003 BES PL Equity PTBES0AM0007 BANCO ESPIRITO SANTO-REG Financials 0.90 07.04.2014 BP IM Equity IT0004231566 BANCO POPOLARE SCARL Financials 1.05 20.05.2013 49.24 46.38 44.58 42.58 41.50 41.51 -0.310 -0.249 -0.293 -0.209 -0.140 -0.138 0.004 0.004 0.003 0.001 0.001 0.001 POP SQ Equity ES0113790531 BANCO POPULAR ESPANOL Financials 0.65 2.49% 18.06.2013 60.01 58.22 53.13 53.23 53.37 54.03 54.60 -0.250 -0.069 -0.055 -0.170 -0.301 -0.150 0.052 0.010 -0.004 -0.001 0.008 0.002 0.002 -0.002 SAN SQ Equity ES0113900J37 BANCO SANTANDER SA Financials 5.69 10.47% 08.07.2013 33.09 32.75 31.44 30.11 26.38 24.07 21.59 -0.181 -0.227 -0.287 -0.218 -0.140 0.092 0.144 0.004 0.000 0.000 0.001 0.002 -0.003 0.002 BKIR ID Equity IE0030606259 BANK OF IRELAND Financials 0.17 14.08.2013 34.44 33.39 35.35 34.97 35.32 34.51 -0.226 -0.111 0.011 0.049 -0.008 0.026 0.032 0.011 -0.002 0.001 0.002 0.001 BCVN SE Equity CH0015251710 BANQUE CANTONALE VAUDOIS-REG Financials 527.50 6.07% 29.04.2014 24.15 17.22 20.98 21.64 23.01 25.64 -0.023 0.152 0.184 0.178 0.146 0.215 0.001 0.005 0.003 0.002 0.000 -0.002 BARC LN Equity GB0031348658 BARCLAYS PLC Financials 300.25 2.33% 01.05.2013 29.84 30.98 30.38 29.84 29.71 29.41 29.39 -0.223 -0.217 -0.241 -0.172 -0.083 -0.083 -0.074 0.011 0.002 0.004 0.002 -0.001 0.001 0.002 BDEV LN Equity GB0000811801 BARRATT DEVELOPMENTS PLC Consumer Discretionary 240.00 1.04% 23.10.2013 22.79 22.79 22.79 21.64 -0.007 -0.007 -0.007 -0.029 0.001 0.001 0.001 0.002 BARN SE Equity CH0009002962 BARRY CALLEBAUT AG-REG Consumer Staples 924.00 1.84% 27.02.2014 16.88 16.77 17.24 17.15 17.37 17.72 -0.038 -0.029 -0.035 -0.038 -0.040 -0.036 0.001 0.001 0.001 0.001 0.001 0.001 BAS GY Equity DE000BASF111 BASF SE Materials 73.41 3.54% 02.05.2014 18.17 19.34 19.96 21.50 22.36 23.81 24.00 -0.133 -0.085 -0.107 -0.094 -0.056 -0.010 0.008 0.016 0.006 0.006 0.003 0.001 0.000 -0.001 BAYN GY Equity DE000BAY0017 BAYER AG-REG Health Care 78.42 2.42% 28.04.2014 19.88 21.01 21.38 22.39 22.84 22.86 22.64 -0.230 -0.175 -0.172 -0.132 -0.089 -0.072 -0.044 0.018 0.007 0.006 0.003 0.001 0.001 0.001 BMW GY Equity DE0005190003 BAYERISCHE MOTOREN WERKE AG Consumer Discretionary 69.19 3.61% 19.05.2014 24.85 24.33 24.31 24.62 24.94 24.99 24.71 -0.134 -0.102 -0.122 -0.108 -0.077 -0.057 -0.027 0.017 0.007 0.005 0.002 0.001 0.001 0.001 BEI GY Equity DE0005200000 BEIERSDORF AG Consumer Staples 71.06 0.99% 22.04.2014 16.90 18.14 18.07 18.89 18.87 17.84 17.57 -0.255 -0.128 -0.088 -0.081 -0.079 -0.059 -0.042 0.016 0.007 0.008 0.004 0.001 0.002 0.002 BELG BB Equity BE0003810273 BELGACOM SA Telecommunication Services 19.77 11.03% 10.12.2013 19.15 18.36 18.11 16.77 19.29 19.33 -0.011 0.082 0.058 -0.034 -0.007 -0.006 0.019 0.009 0.009 0.003 0.000 0.000 BWY LN Equity GB0000904986 BELLWAY PLC Consumer Discretionary 1189.00 2.02% 22.05.2013 BKG LN Equity GB00B02L3W35 BERKELEY GROUP HOLDINGS Consumer Discretionary 2097.00 BG/ LN Equity GB0008762899 BG GROUP PLC Energy 1189.50 1.49% 31.07.2013 20.08 21.72 22.34 23.47 24.79 24.79 -0.102 -0.080 -0.051 -0.038 0.001 0.001 0.017 0.009 0.005 0.001 0.000 0.000 BLT LN Equity GB0000566504 BHP BILLITON PLC Materials 1982.50 4.00% 04.09.2013 21.54 22.28 22.98 23.84 25.11 25.36 25.05 -0.168 -0.170 -0.208 -0.146 -0.076 -0.102 -0.099 0.006 0.005 0.005 0.003 0.001 0.002 0.001 GBF GY Equity DE0005909006 BILFINGER SE Industrials 82.32 3.64% 22.04.2014 18.20 20.05 20.18 20.58 21.82 21.64 21.40 -0.163 -0.096 -0.115 -0.107 -0.077 -0.104 -0.089 0.009 0.004 0.007 0.004 0.001 0.002 0.002 BIM FP Equity FR0010096479 BIOMERIEUX Health Care 72.08 1.36% 02.06.2014 21.18 21.12 21.42 21.34 21.30 21.66 -0.008 -0.005 0.002 0.004 0.012 0.002 0.001 0.000 0.000 0.000 0.000 0.000 BNP FP Equity FR0000131104 BNP PARIBAS Financials 41.35 3.63% 30.05.2014 30.54 33.01 32.29 30.32 29.32 30.03 30.06 -0.240 -0.201 -0.188 -0.150 -0.108 -0.140 -0.120 0.007 0.003 0.004 0.002 0.001 0.002 0.001 BOL SS Equity SE0000869646 BOLIDEN AB Materials 104.20 3.84% 05.05.2014 21.76 23.40 23.78 25.10 27.57 27.62 -0.295 -0.181 -0.148 -0.111 -0.098 -0.094 0.047 0.023 0.015 0.005 0.001 0.001 BME SQ Equity ES0115056139 BOLSAS Y MERCADOS ESPANOLES Financials 19.26 8.32% 06.09.2013 33.64 32.22 31.22 28.51 25.30 24.28 24.16 0.073 0.020 -0.054 -0.068 -0.059 -0.071 -0.066 -0.003 -0.001 0.001 0.001 0.001 0.002 0.002 BOK LN Equity GB00B01TND91 BOOKER GROUP PLC Consumer Staples 125.10 2.03% 05.06.2013 EN FP Equity FR0000120503 BOUYGUES SA Industrials 22.49 7.12% 30.04.2014 28.84 29.47 29.60 29.77 29.08 29.09 29.09 -0.244 -0.039 -0.052 -0.056 -0.056 0.041 0.071 0.019 0.009 0.006 0.003 0.002 0.003 0.003 BP/ LN Equity GB0007980591 BP PLC Energy 449.90 5.44% 08.05.2013 19.13 19.64 19.85 20.27 20.09 19.28 18.80 -0.138 -0.082 -0.137 -0.092 -0.002 -0.035 -0.060 0.007 0.001 0.003 0.002 0.001 0.003 0.003 BNR GY Equity DE000A1DAHH0 BRENNTAG AG Industrials 114.25 2.10% 20.06.2013 20.23 20.34 20.59 21.16 21.05 21.69 21.60 -0.144 -0.058 -0.074 -0.039 -0.037 -0.033 -0.013 0.010 0.002 0.001 0.000 0.000 0.000 0.000 BATS LN Equity GB0002875804 BRITISH AMERICAN TOBACCO PLC Consumer Staples 3512.00 4.16% 14.08.2013 15.63 16.23 16.49 17.23 -0.206 -0.270 -0.180 -0.089 0.005 0.007 0.005 0.002 BLND LN Equity GB0001367019 BRITISH LAND CO PLC Financials 548.00 4.89% 03.07.2013 13.11 13.11 13.11 14.54 -0.044 -0.044 -0.044 -0.025 0.007 0.007 0.007 0.001 BSY LN Equity GB0001411924 BRITISH SKY BROADCASTING GRO Consumer Discretionary 901.00 3.15% 23.10.2013 16.65 18.20 18.01 17.89 18.11 18.11 0.010 -0.095 -0.048 -0.031 0.009 0.009 0.002 0.005 0.002 0.002 0.000 0.000 BVIC LN Equity GB00B0N8QD54 BRITVIC PLC Consumer Staples 429.30 4.17% 29.05.2013 BT/A LN Equity GB0030913577 BT GROUP PLC Telecommunication Services 271.50 3.61% 07.08.2013 21.56 24.47 23.35 23.28 23.20 20.52 19.36 -0.384 -0.227 -0.217 -0.148 -0.058 -0.136 -0.135 0.012 0.002 0.005 0.003 0.000 0.001 0.001 BTG LN Equity GB0001001592 BTG PLC Health Care 348.70 BNZL LN Equity GB00B0744B38 BUNZL PLC Industrials 1313.00 2.18% 06.11.2013 BRBY LN Equity GB0031743007 BURBERRY GROUP PLC Consumer Discretionary 1435.00 2.02% 03.07.2013 32.29 31.02 30.91 30.54 30.06 29.71 -0.043 -0.038 -0.029 -0.005 0.007 0.015 0.000 0.001 0.001 0.000 0.000 0.002 BVI FP Equity FR0006174348 BUREAU VERITAS SA Industrials 98.00 1.87% 11.06.2013 20.02 20.01 20.23 20.24 20.37 20.36 0.063 0.001 -0.004 0.007 0.013 0.026 0.004 0.000 0.000 0.000 0.000 0.000 BPTY LN Equity GI000A0MV757 BWIN.PARTY DIGITAL ENTERTAIN Consumer Discretionary 145.40 2.52% 11.09.2013 GCC ID Equity IE00B010DT83 C&C GROUP PLC Consumer Staples 5.17 1.84% 22.05.2013 20.76 21.90 22.89 23.14 22.89 22.85 -0.348 -0.275 -0.089 -0.060 -0.072 -0.058 0.027 0.007 0.004 0.001 0.002 0.001 CWC LN Equity GB00B5KKT968 CABLE & WIRELESS COMMUNICATI Telecommunication Services 41.50 6.49% 29.05.2013 27.75 27.75 27.75 27.78 -0.241 -0.241 -0.241 -0.136 0.000 0.000 0.000 0.007 CNE LN Equity GB00B74CDH82 CAIRN ENERGY PLC Energy 279.70 32.30 32.30 32.30 32.28 -0.180 -0.180 -0.180 -0.152 0.002 0.002 0.002 0.002 CABK SQ Equity ES0140609019 CAIXABANK S.A Financials 2.70 6.32% 28.05.2013 36.85 33.73 31.88 31.02 29.30 30.58 30.94 -0.254 -0.206 0.000 -0.110 -0.237 -0.226 -0.388 0.008 0.000 0.001 0.002 0.002 0.001 0.004 CAP FP Equity FR0000125338 CAP GEMINI Information Technology 38.27 2.61% 04.06.2014 23.58 25.58 26.63 27.59 28.54 29.42 81.47 -0.257 -0.286 -0.197 -0.143 -0.107 -0.080 -7.116 0.015 0.007 0.006 0.003 0.001 0.002 0.090 CPI LN Equity GB00B23K0M20 CAPITA PLC Industrials 904.50 2.68% 11.09.2013 CAPC LN Equity GB00B62G9D36 CAPITAL & COUNTIES PROPERTIE Financials 269.00 0.58% 21.08.2013 CLLN LN Equity GB0007365546 CARILLION PLC Industrials 290.90 5.93% 04.09.2013 CARLB DC Equity DK0010181759 CARLSBERG AS-B Consumer Staples 587.00 1.02% 24.03.2014 19.05 21.86 21.75 22.55 22.34 0.006 0.020 -0.003 0.032 0.036 0.001 0.000 0.000 0.000 0.000 CCL LN Equity GB0031215220 CARNIVAL PLC Consumer Discretionary 2272.00 2.98% 22.05.2013 21.50 21.50 21.50 23.04 -0.087 -0.087 -0.087 -0.056 0.006 0.006 0.006 0.001 CA FP Equity FR0000120172 CARREFOUR SA Consumer Staples 21.75 2.67% 02.05.2014 29.40 28.62 28.88 29.75 30.62 30.64 30.22 -0.170 -0.102 -0.123 -0.106 -0.085 -0.074 -0.040 0.010 0.010 0.004 0.002 0.001 0.000 0.000 CO FP Equity FR0000125585 CASINO GUICHARD PERRACHON Consumer Staples 77.91 3.85% 24.04.2014 20.67 20.30 19.91 20.26 21.52 22.43 23.08 -0.260 -0.152 -0.153 -0.100 -0.087 -0.063 -0.067 0.013 0.004 0.005 0.004 0.002 0.002 0.001 CAST SS Equity SE0000379190 CASTELLUM AB Financials 96.85 4.08% 21.03.2014 CGL LN Equity BMG196F11004 CATLIN GROUP LTD Financials 526.00 5.70% 21.08.2013 CLS1 GY Equity DE000CLS1001 CELESIO AG Health Care 14.37 2.49% 17.05.2013 21.94 20.48 20.14 21.98 22.84 21.79 21.48 -0.229 -0.073 -0.027 -0.035 -0.029 0.001 0.016 0.020 0.003 0.003 0.002 0.000 0.002 0.002 CNA LN Equity GB00B033F229 CENTRICA PLC Utilities 354.70 4.72% 25.09.2013 13.45 12.01 12.69 14.74 15.53 15.53 -0.183 -0.115 -0.189 -0.111 0.008 0.008 0.001 0.006 0.009 0.003 0.000 0.000 CHR DC Equity DK0060227585 CHR HANSEN HOLDING A/S Materials 210.20 1.59% 27.11.2013 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 2. 19.03.2013 Option Implied Volatility Skew Parameters by Terms: At The Money Implied Volatilities by Terms IVt = atx + btx2 + ct Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Dividend ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - Ticker ISIN Name GICS_SECTOR_NAME ATM Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) - Yield 30D 60D 90D 6M 12M 18M 24M Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M CDI FP Equity FR0000130403 CHRISTIAN DIOR Consumer Discretionary 131.00 2.21% 29.11.2013 23.62 23.62 23.62 24.65 25.08 25.10 -0.085 -0.085 -0.085 -0.101 -0.113 -0.112 0.005 0.005 0.005 0.003 0.002 0.002 SGO FP Equity FR0000125007 COMPAGNIE DE SAINT-GOBAIN Industrials 30.61 4.05% 09.06.2014 25.69 27.94 28.52 28.89 29.56 29.70 29.85 -0.178 -0.216 -0.190 -0.139 -0.093 -0.083 -0.065 0.009 0.007 0.003 0.002 0.001 0.001 0.000 CFR VX Equity CH0045039655 CIE FINANCIERE RICHEMON-BR A Consumer Discretionary 76.45 0.92% 09.09.2013 21.75 24.06 24.04 24.78 25.75 26.83 -0.251 -0.145 -0.163 -0.120 -0.094 -0.077 0.008 0.004 0.004 0.002 0.001 0.001 CGG FP Equity FR0000120164 CIE GENERALE DE GEOPHYSIQUE Energy 18.35 40.36 37.56 36.86 37.17 36.33 36.07 -0.153 -0.125 -0.131 -0.122 -0.094 -0.088 0.005 0.001 0.003 0.002 0.001 0.001 ML FP Equity FR0000121261 MICHELIN (CGDE) Consumer Discretionary 66.52 3.61% 13.05.2014 24.52 26.29 26.87 27.24 27.64 26.31 24.78 -0.254 -0.226 -0.164 -0.137 -0.115 -0.050 -0.038 0.010 0.007 0.005 0.002 0.001 0.000 0.002 CLN VX Equity CH0012142631 CLARIANT AG-REG Materials 14.01 2.36% 27.03.2014 27.03 26.46 25.15 25.49 25.73 26.26 25.84 0.015 -0.020 -0.050 -0.051 -0.053 -0.020 0.007 0.008 0.003 0.005 0.001 0.002 0.002 0.002 CBG LN Equity GB0007668071 CLOSE BROTHERS GROUP PLC Financials 1099.00 4.09% 16.10.2013 CNP FP Equity FR0000120222 CNP ASSURANCES Financials 11.34 6.79% 30.04.2014 25.46 25.46 25.46 24.58 24.14 24.11 -0.111 -0.111 -0.111 -0.158 -0.131 -0.130 0.002 0.002 0.002 0.002 0.002 0.002 COB LN Equity GB00B07KD360 COBHAM PLC Industrials 246.90 3.56% 09.10.2013 EEEK GA Equity GRS104003009 COCA-COLA HELLENIC BOTTLING Consumer Staples 22.40 25.06.2014 COFB BB Equity BE0003593044 COFINIMMO Financials 91.54 7.10% 30.04.2013 13.48 18.43 17.10 15.77 14.99 15.46 -0.013 -0.028 0.039 -0.007 -0.019 -0.056 0.000 -0.002 0.003 0.000 0.000 0.001 COLOB DC Equity DK0060448595 COLOPLAST-B Health Care 321.90 1.55% 12.12.2013 COLR BB Equity BE0974256852 COLRUYT SA Consumer Staples 37.36 2.62% 27.09.2013 16.51 16.88 17.70 18.10 19.24 19.31 -0.260 -0.113 -0.104 -0.083 -0.057 -0.055 0.015 0.006 0.006 0.001 0.002 0.002 CBK GY Equity DE0008032004 COMMERZBANK AG Financials 1.19 23.05.2014 49.44 46.45 41.81 38.40 35.74 37.22 35.39 -0.234 -0.210 -0.229 -0.105 -0.096 -0.115 -0.063 0.013 0.008 0.009 -0.001 0.002 0.001 0.003 CPG LN Equity GB0005331532 COMPASS GROUP PLC Consumer Discretionary 839.50 2.79% 26.06.2013 16.18 16.64 16.84 17.97 18.40 18.40 -0.155 -0.171 -0.169 -0.089 -0.062 -0.062 0.008 0.006 0.005 0.001 0.000 0.000 CON GY Equity DE0005439004 CONTINENTAL AG Consumer Discretionary 96.82 2.32% 16.05.2014 22.30 23.95 24.48 24.82 25.80 26.86 27.29 -0.163 -0.103 -0.102 -0.076 -0.060 -0.011 0.020 0.015 0.006 0.004 0.002 0.001 0.000 -0.001 CORA NA Equity NL0000288967 CORIO NV Financials 36.32 7.60% 23.04.2014 14.77 15.33 15.75 16.84 17.63 17.63 17.63 -0.219 -0.032 -0.002 -0.115 -0.101 -0.099 -0.099 0.019 0.011 0.014 0.004 0.000 0.000 0.000 ACA FP Equity FR0000045072 CREDIT AGRICOLE SA Financials 6.62 26.05.2014 35.35 38.52 37.21 36.77 37.69 38.05 37.48 -0.192 -0.208 -0.182 -0.134 -0.061 0.078 0.065 0.016 0.003 0.002 0.002 0.002 -0.002 -0.002 CSGN VX Equity CH0012138530 CREDIT SUISSE GROUP AG-REG Financials 25.48 0.39% 09.05.2014 28.33 34.27 32.27 31.57 30.28 27.13 26.92 -0.313 -0.462 -0.433 -0.352 -0.278 -0.255 -0.219 0.013 0.006 0.006 0.001 0.001 0.003 0.003 CRH ID Equity IE0001827041 CRH PLC Materials 17.84 3.50% 28.08.2013 26.52 24.89 25.65 29.80 29.37 30.22 -0.181 -0.030 -0.045 -0.079 -0.103 -0.074 0.009 0.002 0.003 0.002 0.001 0.002 CRDA LN Equity GB0002335270 CRODA INTERNATIONAL PLC Materials 2687.00 2.29% 28.08.2013 DMGT LN Equity GB0009457366 DAILY MAIL&GENERAL TST-A NV Consumer Discretionary 705.00 2.70% 29.05.2013 DAI GY Equity DE0007100000 DAIMLER AG-REGISTERED SHARES Consumer Discretionary 44.56 4.94% 10.04.2014 23.13 23.52 24.37 25.54 25.96 25.01 24.60 0.027 -0.082 -0.057 -0.062 -0.038 -0.002 0.038 0.013 0.006 0.004 0.001 0.000 0.001 0.000 BN FP Equity FR0000120644 DANONE Consumer Staples 54.92 2.64% 06.05.2014 19.60 18.60 18.80 19.53 20.08 19.02 19.09 -0.262 -0.172 -0.171 -0.122 -0.088 -0.098 -0.088 0.020 0.011 0.006 0.003 0.001 0.002 0.002 DANSKE DC EquityDK0010274414 DANSKE BANK A/S Financials 106.60 1.88% 19.03.2014 25.56 23.38 24.49 26.60 27.50 -0.228 -0.156 -0.169 -0.071 -0.071 0.039 0.016 0.014 0.000 0.000 DSY FP Equity FR0000130650 DASSAULT SYSTEMES SA Information Technology 90.18 0.86% 14.06.2013 18.32 18.32 18.32 19.73 20.69 20.70 -0.119 -0.119 -0.119 -0.117 -0.097 -0.096 0.005 0.005 0.005 0.003 0.002 0.002 CPR IM Equity IT0003849244 DAVIDE CAMPARI-MILANO SPA Consumer Staples 5.95 1.18% 19.05.2014 20.09 20.20 20.44 20.55 20.50 20.47 -0.040 0.000 0.001 0.006 0.010 0.013 0.001 0.000 0.000 0.000 0.000 0.000 DCC ID Equity IE0002424939 DCC PLC Industrials 27.18 3.16% 22.05.2013 23.12 22.39 21.54 20.83 20.64 21.08 -0.187 -0.158 -0.125 -0.089 -0.083 -0.057 0.015 0.004 0.004 0.003 0.003 0.002 DLAR LN Equity GB00B3DGH821 DE LA RUE PLC Industrials 947.50 4.46% 03.07.2013 DE NA Equity NL0010157558 DE MASTER BLENDERS1753 NV Consumer Staples 9.36 28.01 27.70 26.85 24.52 22.92 23.32 23.35 -0.131 -0.073 -0.033 -0.089 -0.071 -0.063 -0.055 0.010 0.003 0.004 0.001 0.002 0.001 0.000 DEB LN Equity GB00B126KH97 DEBENHAMS PLC Consumer Discretionary 83.05 4.33% 05.06.2013 DELB BB Equity BE0003562700 DELHAIZE GROUP Consumer Staples 41.63 3.36% 28.05.2014 24.58 26.43 26.56 23.62 21.87 21.82 -0.298 -0.175 -0.081 -0.086 -0.079 -0.080 0.014 0.007 0.004 0.004 0.003 0.003 DL NA Equity NL0009294552 DELTA LLOYD NV Financials 14.03 7.34% 05.08.2013 22.04 24.16 24.39 23.11 23.24 23.24 -0.335 -0.314 -0.175 -0.133 -0.079 -0.079 0.029 0.008 0.007 0.003 0.003 0.003 DLN LN Equity GB0002652740 DERWENT LONDON PLC Financials 2160.00 1.59% 25.09.2013 DBK GY Equity DE0005140008 DEUTSCHE BANK AG-REGISTERED Financials 32.21 2.33% 23.05.2014 27.53 29.69 29.33 31.10 31.21 31.72 31.60 -0.196 -0.193 -0.147 -0.091 -0.077 -0.031 -0.014 0.009 0.006 0.004 0.001 0.001 0.001 0.001 DB1 GY Equity DE0005810055 DEUTSCHE BOERSE AG Financials 49.82 4.22% 15.05.2014 21.21 21.29 21.04 21.02 21.39 20.87 20.81 -0.152 -0.091 -0.092 -0.095 -0.074 -0.056 -0.038 0.014 0.006 0.005 0.003 0.001 0.001 0.001 DEQ GY Equity DE0007480204 DEUTSCHE EUROSHOP AG Financials 31.25 3.68% 21.06.2013 18.24 18.80 17.79 18.44 18.42 18.35 18.58 -0.288 -0.106 -0.091 -0.091 -0.068 -0.006 -0.038 0.016 0.003 0.005 0.002 0.001 -0.001 0.001 LHA GY Equity DE0008232125 DEUTSCHE LUFTHANSA-REG Industrials 16.34 09.05.2014 27.09 28.41 28.28 27.66 26.74 25.57 24.56 -0.256 -0.180 -0.146 -0.104 -0.089 -0.011 0.040 0.014 0.004 0.004 0.002 0.002 0.002 0.002 DPW GY Equity DE0005552004 DEUTSCHE POST AG-REG Industrials 18.51 3.78% 30.05.2014 17.97 19.08 18.68 19.09 19.54 18.24 17.43 -0.265 -0.183 -0.122 -0.087 -0.071 -0.026 0.010 0.033 0.010 0.008 0.004 0.001 0.002 0.002 DTE GY Equity DE0005557508 DEUTSCHE TELEKOM AG-REG Telecommunication Services 8.52 8.21% 19.05.2014 20.32 20.40 19.36 20.04 18.02 18.96 16.31 -0.223 0.242 0.147 0.081 0.015 0.055 0.064 0.036 0.020 0.012 0.005 0.003 0.001 0.004 DWNI GY Equity DE000A0HN5C6 DEUTSCHE WOHNEN AG-BR Financials 14.71 1.70% 29.05.2013 24.08 23.46 24.29 24.90 24.50 23.43 23.25 -0.271 -0.144 -0.074 -0.060 -0.089 -0.072 -0.059 0.011 0.005 0.002 0.001 0.001 0.002 0.002 DGE LN Equity GB0002374006 DIAGEO PLC Consumer Staples 2043.00 2.34% 04.09.2013 15.36 13.64 14.53 14.81 14.92 16.00 15.60 -0.367 -0.216 -0.206 -0.148 -0.056 -0.080 -0.059 0.014 0.008 0.008 0.005 0.002 0.003 0.003 DLG LN Equity GB00B89W0M42 DIRECT LINE INSURANCE GROUP Financials 202.90 5.91% 14.08.2013 16.34 16.34 16.34 16.66 -0.333 -0.333 -0.333 0.017 0.005 0.005 0.005 0.010 DIA SQ Equity ES0126775032 DISTRIBUIDORA INTERNACIONAL Consumer Staples 5.68 2.29% 16.07.2013 33.94 33.26 31.82 30.34 26.75 25.48 25.29 -0.205 -0.181 -0.248 -0.216 -0.155 -0.162 -0.143 0.003 0.000 0.002 0.003 0.000 0.000 0.000 DNB NO Equity NO0010031479 DNB ASA Financials 90.90 2.31% 25.04.2014 23.89 26.96 26.01 22.44 22.57 -0.385 -0.317 -0.098 -0.090 -0.099 0.067 0.019 0.015 0.006 0.005 DRX LN Equity GB00B1VNSX38 DRAX GROUP PLC Utilities 593.50 2.88% 25.09.2013 SMDS LN Equity GB0008220112 DS SMITH PLC Materials 233.60 3.00% 02.10.2013 DSV DC Equity DK0060079531 DSV A/S Industrials 144.90 0.86% 24.03.2014 19.33 20.71 20.02 22.57 23.53 -0.156 -0.187 -0.158 -0.041 -0.066 0.015 0.008 0.003 -0.002 0.001 DUFN SE Equity CH0023405456 DUFRY AG-REG Consumer Discretionary 117.40 16.05.2014 29.91 29.91 29.57 29.67 29.29 30.17 -0.195 -0.124 -0.130 -0.121 -0.085 -0.109 0.004 0.000 0.001 0.000 0.001 -0.002 EOAN GY Equity DE000ENAG999 E.ON SE Utilities 12.96 8.49% 09.05.2014 21.07 25.08 23.17 23.32 23.37 23.17 22.86 -0.174 0.179 0.071 0.000 -0.037 0.061 0.131 0.028 0.010 0.007 0.003 0.001 0.001 0.000 EAD FP Equity NL0000235190 EADS NV Industrials 41.69 1.44% 04.06.2014 28.91 30.25 29.67 28.95 28.34 25.87 25.46 -0.252 -0.144 -0.137 -0.111 -0.079 -0.021 0.000 0.008 0.004 0.003 0.001 0.000 0.003 0.003 EZJ LN Equity GB00B7KR2P84 EASYJET PLC Industrials 1060.00 2.15% 26.02.2014 EBRO SQ Equity ES0112501012 EBRO FOODS SA Consumer Staples 15.18 3.29% 10.01.2014 29.86 28.50 27.71 26.21 23.45 21.76 21.91 -0.101 -0.109 -0.125 -0.118 -0.091 -0.036 -0.038 0.000 0.001 0.000 0.000 0.000 0.000 0.001 EDEN FP Equity FR0010908533 EDENRED Industrials 25.66 3.19% 27.05.2013 25.53 23.91 21.31 21.17 22.97 23.93 -0.072 0.022 -0.012 -0.070 -0.061 -0.060 0.004 0.003 0.003 0.003 0.002 0.002 EDP PL Equity PTEDP0AM0009 EDP-ENERGIAS DE PORTUGAL SA Utilities 2.43 7.61% 13.05.2013Stoxx 600 Index FGR FP Equity FR0000130452 EIFFAGE Industrials 34.90 3.44% 24.04.2014 36.21 37.36 37.58 37.79 37.68 38.22 -0.018 0.004 -0.001 0.007 0.014 0.003 0.002 0.000 0.000 0.000 0.000 0.000 ELN ID Equity IE0003072950 ELAN CORP PLC Health Care 9.09 45.26 44.02 41.09 40.03 40.49 40.38 -0.111 -0.117 -0.184 -0.120 -0.105 -0.104 0.001 0.002 0.002 0.000 0.001 0.001 EDF FP Equity FR0010242511 EDF Utilities 14.73 8.49% 12.12.2013 20.63 22.43 22.60 22.84 22.17 23.67 23.02 -0.163 -0.144 -0.097 -0.096 -0.058 0.004 0.014 0.023 0.010 0.006 0.004 0.002 0.001 0.002 ECM LN Equity GB0003096442 ELECTROCOMPONENTS PLC Information Technology 256.70 4.58% 19.06.2013 ELUXB SS Equity SE0000103814 ELECTROLUX AB-SER B Consumer Discretionary 168.80 3.85% 26.03.2014 20.48 23.43 23.55 23.90 27.39 27.61 0.133 -0.047 -0.100 -0.099 -0.099 -0.099 0.036 0.016 0.008 0.005 -0.001 -0.002 EKTAB SS Equity SE0000163628 ELEKTA AB-B SHS Health Care 95.50 1.47% 05.09.2013 27.72 27.72 27.72 27.72 27.72 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 ELM LN Equity GB0002418548 ELEMENTIS PLC Materials 265.30 1.98% 04.09.2013 ELI1V FH Equity FI0009007884 ELISA OYJ Telecommunication Services 16.70 7.78% 26.03.2014 16.01 17.68 18.69 20.35 24.55 0.294 0.132 0.071 0.003 -0.379 0.021 0.009 0.007 0.003 0.002 EMSN SE Equity CH0016440353 EMS-CHEMIE HOLDING AG-REG Materials 277.00 2.71% ENG SQ Equity ES0130960018 ENAGAS SA Utilities 18.52 6.31% 04.07.2013 23.50 23.45 23.33 22.50 21.66 21.05 20.15 -0.074 -0.087 -0.110 -0.099 -0.065 -0.040 -0.009 0.001 0.002 0.002 0.001 0.002 0.001 0.001 ELE SQ Equity ES0130670112 ENDESA SA Utilities 17.61 02.07.2014 31.99 30.74 30.37 28.91 27.31 27.53 27.29 -0.059 -0.036 -0.056 -0.047 -0.043 0.060 0.080 0.002 0.000 0.001 0.001 0.001 -0.003 -0.002 EGPW IM Equity IT0004618465 ENEL GREEN POWER SPA Utilities 1.47 1.76% 19.05.2014 33.60 32.14 32.84 32.70 32.87 32.87 -0.305 -0.156 -0.068 -0.097 -0.076 -0.075 0.001 0.001 0.000 0.000 0.000 0.000 ENEL IM Equity IT0003128367 ENEL SPA Utilities 2.60 5.76% 23.06.2014 26.49 27.15 26.84 24.90 24.70 24.56 22.95 -0.283 -0.278 -0.252 -0.139 -0.120 -0.141 -0.132 0.015 0.007 0.004 0.002 0.002 0.003 0.003 ENI IM Equity IT0003132476 ENI SPA Energy 17.93 6.08% 23.09.2013 19.66 20.05 19.61 19.67 19.84 19.41 19.12 -0.363 -0.308 -0.196 -0.156 -0.133 -0.103 -0.080 0.016 0.010 0.008 0.005 0.001 0.001 0.002 EBS AV Equity AT0000652011 ERSTE GROUP BANK AG Financials 22.94 1.74% 22.05.2014 32.11 34.40 33.74 33.53 39.36 39.94 -0.478 -0.086 -0.107 -0.100 0.423 0.622 0.056 0.002 0.002 0.004 -0.006 -0.007 EI FP Equity FR0000121667 ESSILOR INTERNATIONAL Health Care 85.59 1.03% 26.05.2014 18.13 18.85 18.74 19.19 19.75 18.99 18.87 -0.160 -0.166 -0.168 -0.120 -0.091 -0.042 -0.029 0.021 0.007 0.006 0.003 0.002 0.001 0.001 MAU FP Equity FR0000051070 MAUREL ET PROM Energy 14.75 2.71% 17.06.2013 28.76 28.82 28.14 29.06 29.39 28.90 -0.153 -0.002 -0.046 -0.025 -0.013 0.044 0.006 0.001 0.000 0.001 0.000 0.001 ENRC LN Equity GB00B29BCK10 EURASIAN NATURAL RESOURCES Materials 313.50 2.43% 27.03.2013 45.68 45.68 45.68 44.00 0.048 0.048 0.048 -0.056 -0.004 -0.004 -0.004 -0.001 RF FP Equity FR0000121121 EURAZEO Financials 41.67 2.88% 16.05.2013 26.64 17.57 26.64 27.82 27.82 28.18 -0.110 0.189 0.025 -0.006 0.000 -0.012 0.005 0.004 0.000 0.000 0.000 0.001 ECMPA NA Equity NL0000288876 EUROCOMMERCIAL PROPERTIE-CV Financials 28.38 7.08% 31.10.2013 ETL FP Equity FR0010221234 EUTELSAT COMMUNICATIONS Consumer Discretionary 27.83 3.95% 14.11.2013 19.42 19.24 19.30 19.22 20.14 19.62 -0.045 -0.003 -0.014 0.006 -0.003 -0.006 0.007 -0.001 0.000 0.000 0.000 0.000 EVR LN Equity GB00B71N6K86 EVRAZ PLC Materials 232.10 1.14% 05.06.2013 EXO IM Equity IT0001353140 EXOR SPA Financials 22.30 1.57% 24.06.2013 23.68 22.72 23.20 23.42 23.48 -0.116 -0.116 -0.152 -0.150 -0.114 0.008 0.007 0.003 0.002 0.001 EXPN LN Equity GB00B19NLV48 EXPERIAN PLC Industrials 1172.00 2.00% 19.06.2013 17.07 17.07 17.07 18.91 -0.040 -0.040 -0.040 -0.044 0.003 0.003 0.003 0.001 FER SQ Equity ES0118900010 FERROVIAL SA Industrials 12.30 3.66% 12.12.2013 31.20 30.23 30.19 28.78 27.58 27.61 27.27 -0.106 -0.073 -0.097 -0.106 -0.122 -0.074 -0.081 0.002 0.001 0.000 0.000 0.000 0.000 0.000 FI IM Equity IT0004644743 FIAT INDUSTRIAL Industrials 8.63 2.61% 21.04.2014 29.44 27.43 28.14 29.27 29.74 29.77 -0.205 -0.175 -0.149 -0.119 -0.134 -0.135 0.018 0.011 0.007 0.001 -0.001 -0.001 F IM Equity IT0001976403 FIAT SPA Consumer Discretionary 4.51 21.04.2014 40.02 39.98 40.24 38.98 37.80 37.28 35.76 -0.077 -0.177 -0.139 -0.153 -0.146 -0.236 -0.277 0.008 0.007 0.003 0.002 0.001 0.001 0.002 FLTR LN Equity GB00B0744359 FILTRONA PLC Materials 693.00 1.85% 25.09.2013 FNC IM Equity IT0003856405 FINMECCANICA SPA Industrials 3.94 20.05.2013 46.07 46.02 44.54 42.11 40.31 40.27 -0.253 -0.236 -0.146 -0.129 -0.077 -0.073 0.004 0.001 0.001 0.001 0.000 0.000 FGP LN Equity GB0003452173 FIRSTGROUP PLC Industrials 202.70 10.53% 10.07.2013 FLS DC Equity DK0010234467 FLSMIDTH & CO A/S Industrials 359.80 2.50% 07.04.2014 26.44 26.12 25.78 26.45 26.51 0.078 -0.057 -0.050 -0.021 -0.043 0.006 0.002 0.000 0.000 -0.001 FHZN SE Equity CH0010567961 FLUGHAFEN ZUERICH AG-REG Industrials 437.50 2.17% 30.04.2013 FDR FP Equity FR0000064578 FONCIERE DES REGIONS Financials 62.49 6.72% 05.05.2014 17.12 19.68 19.39 18.71 18.61 18.53 -0.232 0.030 0.015 -0.002 0.000 -0.040 0.013 -0.001 -0.001 0.000 0.000 0.002 FUM1V FH Equity FI0009007132 FORTUM OYJ Utilities 15.14 6.61% 10.04.2014 8.70 18.44 18.69 19.63 20.90 0.046 -0.021 -0.010 -0.043 -0.037 0.022 0.006 0.007 0.003 0.001 FTE FP Equity FR0000133308 FRANCE TELECOM SA Telecommunication Services 8.36 6.58% 05.09.2013 30.40 30.31 28.54 19.54 25.40 24.56 24.69 -0.201 -0.134 -0.093 0.269 0.020 0.507 0.299 0.012 0.004 0.005 0.007 0.002 -0.001 -0.001 FRA GY Equity DE0005773303 FRAPORT AG Industrials 43.53 2.87% 15.05.2014 19.61 20.08 19.78 21.36 21.96 22.38 22.03 -0.068 -0.102 -0.149 -0.123 -0.083 -0.105 -0.099 0.004 0.001 0.004 0.001 0.000 0.001 0.001 FNTN GY Equity DE000A0Z2ZZ5 FREENET AG Telecommunication Services 18.40 7.07% 24.05.2013 22.49 22.46 23.18 22.71 23.53 22.29 21.56 -0.327 -0.194 -0.040 -0.088 -0.059 0.035 0.080 0.011 0.005 0.009 0.004 0.002 0.004 0.004 FME GY Equity DE0005785802 FRESENIUS MEDICAL CARE AG & Health Care 52.02 1.44% 19.05.2014 16.13 16.45 16.46 16.95 17.76 18.29 18.26 -0.165 -0.076 -0.118 -0.091 -0.049 -0.038 -0.020 0.026 0.008 0.004 0.002 0.001 0.001 0.001 FRE GY Equity DE0005785604 FRESENIUS SE & CO KGAA Health Care 95.10 1.16% 20.05.2014 15.69 16.20 16.40 17.01 17.83 17.54 17.35 -0.253 -0.165 -0.153 -0.105 -0.070 -0.066 -0.048 0.018 0.002 0.005 0.002 0.001 0.002 0.002 FRES LN Equity GB00B2QPKJ12 FRESNILLO PLC Materials 1411.00 3.01% 14.08.2013 26.05 26.05 26.05 26.14 -0.236 -0.236 -0.236 -0.008 0.003 0.003 0.003 -0.003 FPE3 GY Equity DE0005790430 FUCHS PETROLUB AG -PREF Materials 63.01 2.06% 12.05.2014 22.86 22.62 23.19 23.69 24.00 24.10 24.13 -0.144 -0.057 -0.065 -0.034 -0.050 -0.060 -0.058 0.007 0.002 0.002 0.002 0.001 0.002 0.002 FUR NA Equity NL0000352565 FUGRO NV-CVA Energy 43.37 3.46% 12.05.2014 25.37 27.38 27.04 27.12 27.48 27.53 27.53 -0.304 -0.174 -0.128 -0.093 -0.083 -0.083 -0.083 0.016 0.007 0.007 0.003 0.002 0.002 0.002 GFS LN Equity GB00B01FLG62 G4S PLC Industrials 291.80 3.17% 18.09.2013 GALN SE Equity CH0015536466 GALENICA AG-REG Health Care 576.00 1.91% 07.05.2014 26.07 25.56 25.87 26.08 26.02 26.13 -0.466 -0.329 -0.238 -0.189 -0.128 -0.137 0.013 0.007 0.003 0.002 0.001 0.001 GALP PL Equity PTGAL0AM0009 GALP ENERGIA SGPS SA Energy 12.10 2.18% 21.05.2013 GAM SE Equity CH0102659627 GAM HOLDING AG Financials 16.80 2.98% 21.04.2014 21.66 22.05 22.38 23.67 25.46 24.73 -0.180 -0.081 -0.085 -0.084 -0.061 -0.010 0.015 0.008 0.007 0.003 0.001 0.001 GAS SQ Equity ES0116870314 GAS NATURAL SDG SA Utilities 15.27 5.99% 08.01.2014 27.32 26.63 26.16 25.32 24.92 24.60 24.39 -0.063 -0.039 -0.091 -0.083 -0.027 0.169 0.183 0.000 0.000 0.001 0.001 -0.001 -0.003 -0.003 GSZ FP Equity FR0010208488 GDF SUEZ Utilities 14.54 10.32% 25.09.2013 20.71 21.68 22.27 22.87 22.88 20.83 20.93 -0.183 -0.044 -0.107 -0.107 0.012 -0.006 0.015 0.024 0.012 0.006 0.002 0.002 0.003 0.004 G1A GY Equity DE0006602006 GEA GROUP AG Industrials 26.38 2.09% 22.04.2014 19.76 21.78 22.19 23.04 25.07 26.50 26.28 -0.224 -0.190 -0.133 -0.127 -0.095 -0.109 -0.105 0.017 0.002 0.003 0.002 0.001 0.001 0.001 GEBN VX Equity CH0030170408 GEBERIT AG-REG Industrials 232.40 2.84% 08.04.2014 13.53 15.19 15.18 16.67 17.19 17.17 -0.142 -0.144 -0.177 -0.125 -0.102 -0.083 0.019 0.007 0.006 0.004 0.003 0.004 GFC FP Equity FR0010040865 GECINA SA Financials 88.84 4.95% 21.04.2014 18.62 19.50 19.53 19.45 19.68 21.43 -0.178 -0.001 0.008 0.002 0.005 -0.029 0.010 0.000 0.000 0.000 0.000 0.000 GTO FP Equity NL0000400653 GEMALTO Information Technology 70.26 0.48% 28.05.2014 24.82 24.78 24.80 25.15 26.58 25.21 -0.086 -0.005 -0.001 0.006 -0.062 0.007 0.005 0.000 0.000 0.000 0.000 0.000 FI/N SE Equity CH0001752309 FISCHER (GEORG)-REG Industrials 425.75 3.52% 26.03.2014 19.24 20.89 21.47 22.10 23.31 24.08 -0.018 -0.074 -0.049 -0.038 -0.031 -0.010 0.007 0.004 0.003 0.002 0.001 0.001 GXI GY Equity DE000A0LD6E6 GERRESHEIMER AG Health Care 46.00 1.41% 22.04.2014 19.79 18.27 18.26 19.60 21.31 22.03 21.71 -0.150 -0.080 -0.071 -0.083 -0.040 -0.071 -0.051 0.010 0.002 0.003 0.002 0.001 0.002 0.002 GETIB SS Equity SE0000202624 GETINGE AB-B SHS Health Care 195.50 2.12% 24.03.2014 54.62 22.32 17.00 18.91 18.73 0.554 0.377 0.134 -0.131 -0.501 -0.025 -0.002 0.012 0.002 0.025 GIVN VX Equity CH0010645932 GIVAUDAN-REG Materials 1222.00 2.95% 26.03.2014 15.26 14.45 14.10 14.76 15.78 15.44 -0.219 -0.097 -0.087 -0.075 -0.037 -0.032 0.010 0.005 0.006 0.004 0.001 0.002 GJF NO Equity NO0010582521 GJENSIDIGE FORSIKRING ASA Financials 96.50 7.10% 25.04.2014 24.08 21.03 16.25 15.05 -0.989 -0.462 0.126 0.095 0.151 0.096 0.031 0.007 GKN LN Equity GB0030646508 GKN PLC Consumer Discretionary 272.10 2.79% 07.08.2013 GSK LN Equity GB0009252882 GLAXOSMITHKLINE PLC Health Care 1514.50 5.28% 08.05.2013 13.69 14.53 14.81 15.34 16.40 14.95 14.36 -0.193 -0.175 -0.206 -0.171 -0.088 -0.057 -0.040 0.007 0.008 0.005 0.002 0.002 0.002 0.002 GLEN LN Equity JE00B4T3BW64 GLENCORE INTERNATIONAL PLC Materials 370.30 2.87% 28.08.2013 23.11 24.59 24.49 25.14 25.83 26.07 24.82 -0.089 -0.162 -0.175 -0.105 -0.097 -0.090 -0.058 0.017 0.003 0.001 0.002 0.002 0.000 0.001 GN DC Equity DK0010272632 GN STORE NORD A/S Health Care 106.70 0.46% 21.03.2014 23.39 25.88 25.36 26.35 26.16 -0.127 -0.159 -0.139 -0.046 -0.030 0.038 0.014 0.010 0.000 0.001 GPOR LN Equity GB00B01FLL16 GREAT PORTLAND ESTATES PLC Financials 495.90 1.75% 29.05.2013 GNK LN Equity GB00B0HZP136 GREENE KING PLC Consumer Discretionary 723.50 3.70% 07.08.2013 GRF SQ Equity ES0171996012 GRIFOLS SA Health Care 28.64 0.77% 02.07.2013 29.26 27.77 26.69 24.54 22.21 21.42 21.42 -0.134 -0.093 -0.108 -0.120 -0.136 -0.140 -0.133 0.003 0.002 0.002 0.002 0.002 0.001 0.002 GBLB BB Equity BE0003797140 GROUPE BRUXELLES LAMBERT SA Financials 60.76 4.36% 28.04.2014 11.47 11.36 12.06 11.39 12.17 12.17 -0.019 0.060 -0.100 -0.134 -0.111 -0.108 0.017 0.011 0.016 0.007 0.003 0.003 GET FP Equity FR0010533075 GROUPE EUROTUNNEL SA - REGR Industrials 6.63 1.51% 21.05.2013 23.27 22.64 24.16 23.74 24.42 22.02 -0.346 -0.120 -0.042 -0.005 -0.012 0.047 0.018 0.003 -0.001 0.001 0.001 0.004 GIB GY Equity DE000GSW1111 GSW IMMOBILIEN AG Financials 31.75 2.83% 19.06.2013 19.77 20.91 18.84 20.18 21.28 21.52 21.15 -0.248 -0.173 -0.113 -0.062 -0.112 -0.115 -0.105 0.012 0.002 0.003 0.002 0.002 0.002 0.003 HLMA LN Equity GB0004052071 HALMA PLC Information Technology 521.00 2.06% 17.07.2013 HMSO LN Equity GB0004065016 HAMMERSON PLC Financials 500.50 5.57% 14.08.2013 HNR1 GY Equity DE0008402215 HANNOVER RUECKVERSICHERU-REG Financials 62.29 4.82% 08.05.2014 18.56 17.21 17.53 17.93 18.33 17.30 16.62 -0.303 -0.158 -0.131 -0.137 -0.095 -0.055 -0.022 0.021 0.008 0.008 0.005 0.002 0.003 0.003 HL/ LN Equity GB00B1VZ0M25 HARGREAVES LANSDOWN PLC Financials 907.50 3.04% 11.09.2013 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 3. 19.03.2013 Option Implied Volatility Skew Parameters by Terms: At The Money Implied Volatilities by Terms 2 IVt = atx + btx + ct Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Dividend ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 Ticker ISIN Name GICS_SECTOR_NAME ATM2 Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) - Yield Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M HAV FP Equity FR0000121881 HAVAS SA Consumer Discretionary 4.96 2.42% 15.05.2013 38.25 38.25 38.25 38.46 37.15 0.055 0.055 0.055 0.060 -0.009 0.002 0.002 0.002 0.002 0.001 HAS LN Equity GB0004161021 HAYS PLC Industrials 98.20 2.72% 09.10.2013 HEI GY Equity DE0006047004 HEIDELBERGCEMENT AG Materials 56.79 0.83% 05.05.2014 24.54 25.92 26.24 26.89 27.59 29.82 29.57 -0.209 -0.191 -0.163 -0.112 -0.078 -0.064 -0.036 0.008 0.006 0.005 0.003 0.001 0.001 0.001 HEIO NA Equity NL0000008977 HEINEKEN HOLDING NV Consumer Staples 49.99 1.84% 26.08.2013 HEIA NA Equity NL0000009165 HEINEKEN NV Consumer Staples 59.01 1.56% 26.08.2013 16.32 18.41 17.99 17.97 17.75 18.51 18.63 -0.481 -0.188 -0.172 -0.127 -0.069 -0.072 -0.051 0.018 0.006 0.006 0.004 0.001 0.001 0.001 HTO GA Equity GRS260333000 HELLENIC TELECOMMUN ORGANIZA Telecommunication Services 5.30 09.07.2014 64.20 64.20 64.20 63.26 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 HELN SE Equity CH0012271687 HELVETIA HOLDING AG-REG Financials 391.00 4.35% 08.05.2014 20.18 20.42 21.05 22.40 23.10 23.15 -0.090 -0.136 -0.126 -0.066 -0.056 -0.062 0.006 0.005 0.004 0.001 0.000 0.001 HGG LN Equity JE00B3CM9527 HENDERSON GROUP PLC Financials 165.60 4.69% 28.08.2013 HEN3 GY Equity DE0006048432 HENKEL AG & CO KGAA VORZUG Consumer Staples 74.45 1.28% 15.04.2014 16.85 19.78 19.61 19.74 19.84 20.32 20.42 -0.106 -0.147 -0.137 -0.119 -0.090 -0.069 -0.053 0.022 0.003 0.004 0.002 0.001 0.001 0.000 HMB SS Equity SE0000106270 HENNES & MAURITZ AB-B SHS Consumer Discretionary 228.60 4.16% 24.04.2014 19.06 17.17 17.66 17.67 18.21 18.28 -0.172 0.009 -0.030 -0.074 -0.084 -0.084 0.032 0.020 0.013 0.006 0.003 0.003 RMS FP Equity FR0000052292 HERMES INTERNATIONAL Consumer Discretionary 256.60 1.17% 31.05.2013 21.18 20.99 20.78 21.64 21.55 21.19 -0.036 -0.021 -0.052 -0.059 0.003 0.020 0.003 0.000 0.001 0.000 0.001 0.001 HEXAB SS Equity SE0000103699 HEXAGON AB-B SHS Information Technology 176.40 1.32% 12.05.2014 21.30 21.30 21.30 21.30 21.30 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 HIK LN Equity GB00B0LCW083 HIKMA PHARMACEUTICALS PLC Health Care 1026.00 1.10% 04.09.2013 HOT GY Equity DE0006070006 HOCHTIEF AG Industrials 54.73 1.83% 08.05.2014 25.62 26.38 27.57 26.32 29.42 29.18 28.83 -0.330 -0.148 -0.117 -0.122 -0.098 -0.105 -0.096 0.010 0.002 0.003 0.001 0.000 0.002 0.002 HOLN VX Equity CH0012214059 HOLCIM LTD-REG Materials 76.75 1.50% 21.04.2014 16.64 18.19 18.67 19.72 20.41 20.28 20.10 -0.225 -0.160 -0.165 -0.136 -0.101 -0.083 -0.075 0.010 0.005 0.005 0.003 0.001 0.002 0.002 HOLMB SS Equity SE0000109290 HOLMEN AB-B SHARES Materials 193.70 4.64% 10.04.2014 17.03 16.69 16.46 17.54 20.93 0.025 -0.001 -0.050 -0.111 -0.096 0.048 0.029 0.020 0.009 0.001 HWDN LN Equity GB0005576813 HOWDEN JOINERY GROUP PLC Consumer Discretionary 227.70 1.62% 30.10.2013 HSBA LN Equity GB0005405286 HSBC HOLDINGS PLC Financials 720.90 6.06% 22.05.2013 16.51 17.63 17.44 18.30 18.73 18.29 17.92 -0.332 -0.108 -0.171 -0.128 -0.030 -0.036 -0.014 0.015 0.003 0.006 0.005 0.001 0.004 0.005 HUFVA SS Equity SE0000170375 HUFVUDSTADEN AB-A SHS Financials 84.65 3.07% 21.03.2014 BOSS GY Equity DE000A1PHFF7 HUGO BOSS AG -ORD Consumer Discretionary 85.19 3.66% 05.05.2014 29.08 29.64 29.73 29.90 30.22 29.50 28.63 -0.102 -0.076 -0.142 -0.123 -0.094 -0.053 -0.013 0.001 0.001 0.001 0.001 0.001 0.001 0.001 HTG LN Equity GB0004478896 HUNTING PLC Energy 914.00 2.11% 23.10.2013 HUSQB SS Equity SE0001662230 HUSQVARNA AB-B SHS Consumer Discretionary 37.68 3.98% 14.04.2014 22.78 24.27 23.27 24.17 28.14 28.05 0.678 0.443 0.326 0.075 -0.092 -0.090 0.071 0.043 0.030 0.013 0.002 0.002 IBE SQ Equity ES0144580Y14 IBERDROLA SA Utilities 4.02 4.31% 03.01.2014 28.40 27.96 29.21 26.02 25.72 26.08 26.44 -0.146 -0.138 -0.118 -0.336 -0.329 -0.228 -0.127 0.003 0.003 0.002 0.004 0.003 0.000 -0.001 ICAD FP Equity FR0000035081 ICADE Financials 66.33 5.49% 26.06.2014 16.41 16.44 16.25 16.51 16.51 21.10 0.130 0.059 0.034 -0.003 0.004 -0.157 0.009 0.006 0.003 0.000 0.000 -0.002 IAP LN Equity GB0033872168 ICAP PLC Financials 329.70 6.85% 26.06.2013 28.06 28.06 28.06 27.50 -0.121 -0.121 -0.121 -0.105 0.002 0.002 0.002 0.001 IGG LN Equity GB00B06QFB75 IG GROUP HOLDINGS PLC Financials 558.50 4.03% 18.09.2013 ILD FP Equity FR0004035913 ILIAD SA Telecommunication Services 159.10 0.23% 04.06.2013 22.35 22.39 22.75 22.50 22.49 22.42 -0.098 0.003 0.020 0.003 -0.002 0.015 0.004 0.000 0.000 0.000 0.000 0.000 IMG LN Equity GB0009303123 IMAGINATION TECH GROUP PLC Information Technology 545.50 NK FP Equity FR0000120859 IMERYS SA Materials 52.69 2.94% 06.05.2014 21.97 21.93 22.19 22.19 22.14 22.84 -0.141 -0.003 0.001 0.010 0.004 -0.016 0.010 0.000 0.000 0.000 0.000 0.000 IMI LN Equity GB0004579636 IMI PLC Industrials 1320.00 2.55% 04.09.2013 IIA AV Equity EU0009658145 IMMOFINANZ AG Financials 3.16 4.75% 08.10.2013 24.03 21.02 21.24 23.88 33.48 34.91 0.928 -0.087 -0.155 0.147 0.570 0.710 -0.012 0.018 0.012 0.000 -0.011 -0.014 IMT LN Equity GB0004544929 IMPERIAL TOBACCO GROUP PLC Consumer Staples 2342.00 4.87% 17.07.2013 18.13 18.13 18.13 19.16 0.078 0.078 0.078 0.010 -0.001 -0.001 -0.001 0.002 INCH LN Equity GB00B61TVQ02 INCHCAPE PLC Consumer Discretionary 510.50 2.94% 07.08.2013 ITX SQ Equity ES0148396015 INDITEX Consumer Discretionary 101.75 1.87% 02.05.2014 28.83 27.46 28.02 27.69 26.46 25.93 25.47 -0.144 -0.125 -0.162 -0.149 -0.162 -0.134 -0.106 0.001 0.001 0.001 0.000 0.001 0.000 0.000 INDUA SS Equity SE0000190126 INDUSTRIVARDEN AB-A SHS Financials 121.20 4.13% 08.05.2014 IFX GY Equity DE0006231004 INFINEON TECHNOLOGIES AG Information Technology 6.49 2.00% 07.03.2014 30.11 33.01 32.55 32.33 32.55 32.34 31.60 -0.179 -0.157 -0.113 -0.084 -0.057 -0.046 -0.017 0.007 0.002 0.004 0.001 0.001 0.002 0.002 INF LN Equity JE00B3WJHK45 INFORMA PLC Consumer Discretionary 514.00 3.70% 14.08.2013 INGA NA Equity NL0000303600 ING GROEP NV-CVA Financials 6.09 08.08.2013 31.86 33.24 32.87 32.63 33.04 32.56 30.77 -0.186 -0.184 -0.224 -0.154 -0.128 0.049 0.142 0.013 0.006 0.005 0.002 0.001 -0.001 0.001 ING FP Equity FR0000125346 INGENICO Information Technology 44.57 1.57% 13.05.2013 ISAT LN Equity GB00B09LSH68 INMARSAT PLC Telecommunication Services 703.50 4.33% 02.10.2013 IHG LN Equity GB00B85KYF37 INTERCONTINENTAL HOTELS GROU Consumer Discretionary 1998.00 2.15% 21.08.2013 17.67 17.67 17.67 19.80 -0.077 -0.077 -0.077 -0.069 0.003 0.003 0.003 0.002 ICP LN Equity DE0005557508 INTERMEDIATE CAPITAL GROUP Financials 422.00 4.79% 29.05.2013 IAG LN Equity ES0177542018 INTL CONSOLIDATED AIRLINE-DI Industrials 268.90 07.08.2013 27.56 28.25 28.48 31.40 -0.253 -0.084 -0.046 -0.058 0.029 0.002 0.003 0.000 ITRK LN Equity GB0031638363 INTERTEK GROUP PLC Industrials 3426.00 1.25% 30.10.2013 ISP IM Equity IT0000072618 INTESA SANPAOLO Financials 1.17 4.26% 19.05.2014 38.76 39.16 37.82 36.69 35.72 33.57 34.38 -0.398 -0.236 -0.149 -0.134 -0.096 -0.084 -0.070 0.013 0.003 0.004 0.002 0.001 0.002 0.002 INTU LN Equity GB0006834344 INTU PROPERTIES PLC Financials 330.50 4.54% 16.10.2013 ISYS LN Equity GB00B19DVX61 INVENSYS PLC Industrials 360.10 1.39% 19.06.2013 22.21 22.21 22.21 23.30 -0.088 -0.088 -0.088 -0.068 0.004 0.004 0.004 0.003 INVP LN Equity GB00B17BBQ50 INVESTEC PLC Financials 477.60 3.98% 24.07.2013 18.63 18.63 18.63 19.64 -0.077 -0.077 -0.077 -0.094 0.008 0.008 0.008 0.002 KINVB SS Equity SE0000164626 INVESTMENT AB KINNEVIK-B SHS Financials 148.50 4.38% 16.05.2014 14.87 15.40 15.26 17.72 18.45 0.000 -0.019 -0.038 -0.003 -0.061 0.000 0.001 0.001 0.000 0.000 INVEB SS Equity SE0000107419 INVESTOR AB-B SHS Financials 189.30 3.70% 16.04.2014 14.71 14.30 14.73 15.04 17.41 17.51 0.044 0.048 -0.026 -0.043 -0.097 -0.096 0.040 0.025 0.018 0.011 0.002 0.002 ITV LN Equity GB0033986497 ITV PLC Consumer Discretionary 131.70 2.20% 30.10.2013 22.95 22.95 22.95 20.52 0.237 0.237 0.237 0.123 0.003 0.003 0.003 0.010 SBRY LN Equity GB00B019KW72 SAINSBURY (J) PLC Consumer Staples 371.90 4.54% 15.05.2013 20.63 20.46 20.56 19.17 18.62 18.62 -0.119 0.001 -0.014 -0.017 0.022 0.022 0.008 0.003 0.004 0.002 0.000 0.000 DEC FP Equity FR0000077919 JC DECAUX SA Consumer Discretionary 20.80 2.12% 16.05.2013 27.81 25.62 27.96 28.84 28.70 28.10 0.126 0.167 0.075 0.039 0.040 0.049 -0.006 0.000 0.000 0.000 0.000 0.000 JMT PL Equity PTJMT0AE0001 JERONIMO MARTINS Consumer Staples 15.73 1.88% 30.04.2013 JM SS Equity SE0000806994 JM AB Consumer Discretionary 151.50 4.46% 25.04.2014Stoxx 600 Index WG/ LN Equity GB00B5N0P849 WOOD GROUP (JOHN) PLC Energy 858.50 1.39% 28.08.2013 JMAT LN Equity GB00B70FPS60 JOHNSON MATTHEY PLC Materials 2291.00 2.71% 12.06.2013 BAER VX Equity CH0102484968 JULIUS BAER GROUP LTD Financials 37.11 1.62% 11.04.2014 17.17 19.42 19.57 21.13 23.39 24.45 24.14 -0.300 -0.204 -0.184 -0.135 -0.112 -0.100 -0.091 0.015 0.004 0.005 0.003 0.001 0.001 0.001 JUP LN Equity GB00B53P2009 JUPITER FUND MANAGEMENT Financials 337.10 JYSK DC Equity DK0010307958 JYSKE BANK-REG Financials 201.90 SDF GY Equity DE000KSAG888 K+S AG-REG Materials 37.09 3.78% 08.05.2014 21.78 21.42 21.69 22.04 22.37 21.29 20.74 -0.217 -0.080 -0.069 -0.043 -0.037 -0.036 -0.012 0.011 0.003 0.004 0.002 0.001 0.002 0.002 KABN SE Equity CH0011795959 KABA HOLDING AG-REG B Industrials 361.50 2.49% 31.10.2013 16.18 15.41 13.98 15.25 15.40 14.63 -0.001 -0.017 -0.072 -0.020 0.018 0.039 0.009 0.001 0.001 0.001 0.001 0.002 KD8 GY Equity DE000KD88880 KABEL DEUTSCHLAND HOLDING AG Consumer Discretionary 69.79 3.58% 13.10.2014 19.31 19.22 19.26 17.37 18.08 17.17 17.14 -0.110 -0.040 -0.082 -0.110 -0.096 -0.091 -0.080 0.006 0.000 0.002 0.001 0.001 0.001 0.002 KAZ LN Equity GB00B0HZPV38 KAZAKHMYS PLC Materials 483.60 1.64% 04.09.2013 39.50 39.50 39.50 38.14 -0.007 -0.007 -0.007 0.055 -0.001 -0.001 -0.001 -0.004 KBC BB Equity BE0003565737 KBC GROEP NV Financials 28.59 3.50% 13.05.2015 31.18 31.99 33.38 33.55 33.94 33.94 -0.209 -0.121 -0.102 -0.088 -0.027 -0.023 0.008 0.004 0.005 0.002 -0.001 -0.001 KRA1V FH Equity FI0009004824 KEMIRA OYJ Materials 11.08 4.78% 27.03.2014 KYG ID Equity IE0004906560 KERRY GROUP PLC-A Consumer Staples 43.74 0.84% 16.10.2013 18.54 20.09 19.88 20.57 21.20 21.13 -0.062 0.072 0.024 -0.049 -0.068 -0.060 0.019 0.005 0.001 0.001 0.001 0.001 KESBV FH Equity US78378X1072 KESKO OYJ-B SHS Consumer Staples 24.70 4.86% 08.04.2014 KGF LN Equity GB0033195214 KINGFISHER PLC Consumer Discretionary 286.80 3.38% 01.05.2013 27.95 26.08 25.43 24.35 0.133 -0.042 -0.008 -0.087 -0.001 0.003 -0.001 -0.003 LI FP Equity FR0000121964 KLEPIERRE Financials 30.78 4.87% 21.04.2014 15.75 15.72 15.75 15.89 16.06 16.26 0.149 0.083 0.068 0.001 0.006 0.001 0.010 0.005 0.003 0.000 0.000 0.000 KNEBV FH Equity FI0009013403 KONE OYJ-B Industrials 61.75 2.91% 25.02.2014 KCR1V FH Equity FI0009005870 KONECRANES OYJ Industrials 27.50 3.82% 21.03.2014 AH NA Equity NL0006033250 KONINKLIJKE AHOLD NV Consumer Staples 11.74 3.75% 22.04.2014 16.36 15.82 15.81 16.47 16.95 16.89 17.64 0.016 0.084 -0.037 -0.044 -0.074 -0.008 0.007 0.031 0.017 0.014 0.006 0.003 0.003 0.001 BOKA NA Equity NL0000852580 BOSKALIS WESTMINSTER Industrials 32.69 3.79% 14.05.2014 20.76 21.82 21.43 22.08 21.93 -0.159 -0.114 -0.197 -0.145 -0.116 0.012 0.004 0.007 0.004 0.003 DSM NA Equity NL0000009827 KONINKLIJKE DSM NV Materials 45.81 3.32% 08.08.2013 16.96 18.68 18.70 19.20 20.34 19.96 19.82 -0.134 -0.102 -0.127 -0.111 -0.090 -0.042 -0.001 0.010 0.004 0.008 0.004 0.002 0.002 0.002 KPN NA Equity NL0000009082 KONINKLIJKE KPN NV Telecommunication Services 2.96 26.07.2013 50.81 47.38 46.01 42.32 40.80 40.86 41.56 -0.421 -0.104 -0.115 -0.093 -0.058 -0.022 0.004 0.020 0.010 0.008 0.003 0.003 0.001 -0.001 PHIA NA Equity NL0000009538 KONINKLIJKE PHILIPS ELECTRON Industrials 23.68 3.17% 02.05.2014 20.71 23.41 22.43 22.64 22.45 23.35 23.45 -0.334 -0.166 -0.174 -0.141 -0.122 -0.100 -0.075 0.015 0.005 0.006 0.003 0.002 0.001 0.001 VPK NA Equity NL0009432491 VOPAK Industrials 47.00 1.87% 28.04.2014 20.41 21.55 21.32 20.95 20.82 20.82 0.078 -0.060 -0.108 -0.111 -0.076 -0.076 0.013 0.003 0.004 0.003 0.001 0.001 KNIN VX Equity CH0025238863 KUEHNE & NAGEL INTL AG-REG Industrials 105.30 3.32% 08.05.2014 20.23 17.75 18.39 20.28 20.79 21.14 -0.146 -0.047 -0.101 -0.103 -0.085 -0.082 0.011 0.005 0.007 0.002 0.001 0.002 OR FP Equity FR0000120321 LOREAL Consumer Staples 120.85 1.90% 28.04.2014 19.41 18.85 19.10 19.32 19.94 18.74 18.19 -0.297 -0.187 -0.181 -0.150 -0.118 -0.066 -0.045 0.017 0.009 0.007 0.003 0.002 0.003 0.004 LAD LN Equity GB00B0ZSH635 LADBROKES PLC Consumer Discretionary 233.10 3.95% 11.09.2013 21.78 21.78 21.78 22.10 -0.055 -0.055 -0.055 -0.031 0.001 0.001 0.001 0.001 LG FP Equity FR0000120537 LAFARGE SA Materials 53.46 1.87% 03.07.2014 22.84 25.17 25.67 26.56 27.56 26.20 26.18 -0.283 -0.241 -0.212 -0.142 -0.120 -0.050 -0.038 0.013 0.008 0.006 0.003 0.002 0.001 0.000 MMB FP Equity FR0000130213 LAGARDERE S.C.A. Consumer Discretionary 29.14 4.46% 08.05.2014 22.35 22.35 22.35 23.82 24.94 23.83 23.03 -0.076 -0.076 -0.076 -0.091 -0.073 -0.020 -0.003 0.006 0.006 0.006 0.002 0.002 0.002 0.003 LAND LN Equity GB0031809436 LAND SECURITIES GROUP PLC Financials 815.00 3.83% 19.06.2013 14.19 14.74 14.49 15.18 -0.174 -0.192 -0.265 -0.098 0.005 0.004 0.007 0.002 LXS GY Equity DE0005470405 LANXESS AG Materials 62.36 1.52% 24.05.2013 24.38 25.74 25.35 26.38 26.75 25.91 25.60 0.198 0.111 0.077 0.071 0.047 0.066 0.082 0.007 0.005 0.002 0.001 0.000 0.001 0.001 LGEN LN Equity GB0005603997 LEGAL & GENERAL GROUP PLC Financials 170.00 4.59% 28.08.2013 20.71 19.36 19.37 19.87 17.63 17.63 -0.320 0.014 -0.066 -0.157 -0.071 -0.071 0.032 0.002 0.003 0.004 0.003 0.003 LR FP Equity FR0010307819 LEGRAND SA Industrials 35.43 2.82% 02.06.2014 23.18 23.18 23.18 24.02 24.38 24.41 -0.122 -0.122 -0.122 -0.158 0.008 0.024 0.002 0.002 0.002 0.002 -0.028 -0.031 LIN GY Equity DE0006483001 LINDE AG Materials 146.10 1.85% 07.05.2014 16.00 17.58 17.66 18.25 19.58 19.98 20.02 -0.201 -0.206 -0.154 -0.133 -0.094 -0.069 -0.044 0.021 0.012 0.009 0.004 0.002 0.002 0.001 LISN SE Equity CH0010570759 LINDT & SPRUENGLI AG-REG Consumer Staples 40945.00 1.40% 22.04.2013 20.34 19.34 19.63 20.48 20.62 21.00 0.055 0.055 0.043 0.039 0.037 0.037 -0.002 0.000 0.000 0.000 0.000 0.000 LLOY LN Equity GB0008706128 LLOYDS BANKING GROUP PLC Financials 49.74 07.08.2013 37.11 34.54 33.37 33.82 31.96 35.10 35.27 -0.547 -0.176 -0.254 -0.175 -0.213 -0.190 -0.147 0.014 0.003 0.004 0.003 0.000 0.002 0.002 LSE LN Equity GB00B0SWJX34 LONDON STOCK EXCHANGE GROUP Financials 1364.00 2.29% 24.07.2013 19.88 19.88 19.88 19.65 0.085 0.085 0.085 0.042 0.004 0.004 0.004 0.001 LMI LN Equity GB0031192486 LONMIN PLC Materials 312.20 08.01.2014 40.80 40.80 40.80 41.64 -0.165 -0.165 -0.165 -0.136 0.002 0.002 0.002 0.003 LONN VX Equity CH0013841017 LONZA GROUP AG-REG Health Care 62.40 3.45% 07.04.2014 20.12 22.39 22.42 23.38 24.25 24.68 -0.133 -0.040 -0.045 -0.064 -0.074 -0.090 0.004 0.004 0.004 0.002 0.001 0.001 LUNDB SS Equity SE0000108847 LUNDBERGS AB-B SHS Financials 264.60 1.63% 14.04.2014 LUPE SS Equity SE0000825820 LUNDIN PETROLEUM AB Energy 139.10 28.14 28.47 28.31 28.65 30.32 30.34 0.066 -0.023 -0.050 -0.040 -0.021 -0.019 0.014 0.003 0.002 0.001 -0.001 -0.001 LUX IM Equity IT0001479374 LUXOTTICA GROUP SPA Consumer Discretionary 39.09 1.48% 19.05.2014 20.43 21.56 20.90 20.86 21.14 21.15 -0.320 -0.256 -0.171 -0.124 -0.077 -0.074 0.025 0.004 0.003 0.002 0.001 0.001 MC FP Equity FR0000121014 LVMH MOET HENNESSY LOUIS VUI Consumer Discretionary 132.15 2.27% 29.11.2013 19.42 19.89 20.67 21.70 22.32 22.70 22.69 -0.170 -0.184 -0.175 -0.143 -0.103 -0.088 -0.073 0.012 0.008 0.006 0.003 0.001 0.000 0.000 EMG LN Equity GB00B83VD954 MAN GROUP PLC Financials 99.00 14.69% 14.08.2013 40.82 38.94 39.65 42.24 -0.092 0.197 0.154 0.068 0.008 0.012 0.011 0.007 MAN GY Equity DE0005937007 MAN SE Industrials 87.67 1.14% 10.06.2014 10.14 10.22 10.26 10.39 10.46 10.96 10.80 -0.332 0.013 -0.011 0.026 0.020 0.007 0.018 0.018 0.000 0.007 0.001 0.000 0.000 0.000 MAP SQ Equity ES0124244E34 MAPFRE SA Financials 2.54 4.73% 01.07.2013 39.88 36.30 37.81 28.98 24.77 25.87 25.07 -0.322 -0.301 -0.440 -0.202 -0.199 -0.302 -0.280 0.005 -0.001 0.000 -0.001 0.000 0.000 -0.001 MHG NO Equity NO0003054108 MARINE HARVEST Consumer Staples 5.45 76.06 54.53 23.97 19.89 -0.733 0.020 0.797 0.900 0.224 0.147 0.044 0.031 MKS LN Equity GB0031274896 MARKS & SPENCER GROUP PLC Consumer Discretionary 396.80 4.39% 29.05.2013 29.35 26.00 26.51 25.46 24.13 21.91 21.25 0.179 0.084 0.117 0.030 0.032 -0.017 -0.035 0.000 0.001 0.001 0.000 0.000 0.001 0.001 MEDAA SS Equity SE0000221723 MEDA AB-A SHS Health Care 78.00 2.88% 12.05.2014 24.08 24.02 21.79 24.09 25.28 0.017 0.223 0.171 0.097 0.019 0.063 0.029 0.019 0.005 -0.001 MS IM Equity IT0001063210 MEDIASET SPA Consumer Discretionary 1.55 20.05.2013 51.18 49.14 49.13 47.00 44.13 44.11 -0.109 -0.239 -0.258 -0.202 -0.165 -0.162 0.014 0.007 0.004 0.001 0.002 0.002 MB IM Equity IT0000062957 MEDIOBANCA SPA Financials 4.27 3.75% 18.11.2013 41.81 41.14 40.72 39.37 35.17 35.09 -0.322 -0.263 -0.252 -0.185 -0.051 -0.050 0.008 0.004 0.004 0.002 0.003 0.003 MGGT LN Equity GB0005758098 MEGGITT PLC Industrials 483.70 2.58% 14.08.2013 MRO LN Equity GB00B8L59D51 MELROSE INDUSTRIES PLC Industrials 264.50 2.99% 18.09.2013 MRK GY Equity DE0006599905 MERCK KGAA Health Care 114.30 1.49% 22.04.2014 18.43 20.42 20.48 21.19 20.67 20.47 20.37 -0.193 -0.167 -0.151 -0.118 -0.109 -0.130 -0.121 0.017 0.007 0.005 0.002 0.001 0.001 0.001 MEO GY Equity DE0007257503 METRO AG Consumer Staples 22.87 4.37% 09.05.2014 33.36 32.55 30.41 29.15 29.03 26.23 25.77 -0.276 -0.266 -0.206 -0.152 -0.120 -0.030 0.055 0.014 0.005 0.004 0.000 -0.001 0.001 0.001 MEO1V FH Equity FI0009007835 METSO OYJ Industrials 31.93 5.79% 02.04.2014 32.48 29.13 27.73 28.21 -0.006 -0.102 -0.082 -0.060 0.003 0.000 0.000 0.000 MPI LN Equity GB0030232317 MICHAEL PAGE INTERNATIONAL Industrials 444.70 2.30% 04.09.2013 MTO LN Equity GB0004657408 MITIE GROUP PLC Industrials 284.00 3.68% 19.06.2013 MOBN SE Equity CH0011108872 MOBIMO HOLDING AG-REG Financials 215.20 4.18% 21.04.2014 MTGB SS Equity SE0000412371 MODERN TIMES GROUP-B SHS Consumer Discretionary 276.80 3.61% 15.05.2014 56.99 56.99 56.99 56.99 56.99 -3.204 -3.204 -3.204 -3.204 -3.204 0.096 0.096 0.096 0.096 0.096 MNDI LN Equity GB00B1CRLC47 MONDI PLC Materials 872.50 2.80% 21.08.2013 MTX GY Equity DE000A0D9PT0 MTU AERO ENGINES HOLDING AG Industrials 75.27 1.79% 02.05.2014 20.70 23.22 22.82 23.67 24.86 25.15 25.21 -0.092 -0.065 -0.090 -0.085 -0.067 -0.042 -0.029 0.009 0.002 0.003 0.002 0.001 0.000 0.000 MUV2 GY Equity DE0008430026 MUENCHENER RUECKVER AG-REG Financials 148.30 4.72% 24.04.2014 17.93 18.37 18.81 18.79 19.24 19.40 19.56 -0.221 -0.077 -0.096 -0.114 -0.098 -0.069 -0.059 0.017 0.008 0.007 0.004 0.002 0.002 0.001 ETE GA Equity GRS003013000 NATIONAL BANK OF GREECE Financials 0.65 21.05.2013 115.46 115.46 115.46 115.46 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 NEX LN Equity GB0006215205 NATIONAL EXPRESS GROUP PLC Industrials 214.90 4.63% 04.09.2013 NG/ LN Equity GB00B08SNH34 NATIONAL GRID PLC Utilities 743.50 5.56% 29.05.2013 13.64 13.45 14.27 14.70 14.98 14.98 -0.051 -0.082 0.031 -0.023 -0.022 -0.022 0.005 0.002 0.004 0.003 0.001 0.001 KN FP Equity FR0000120685 NATIXIS Financials 3.21 3.12% 03.06.2013 24.69 33.49 33.02 32.97 33.65 34.92 34.08 -0.275 -0.391 -0.230 -0.106 -0.073 -0.141 -0.089 0.024 0.009 0.012 0.004 0.003 0.000 0.000 NCCB SS Equity SE0000117970 NCC AB-B SHS Industrials 162.70 6.14% 10.04.2014 NEO FP Equity FR0000120560 NEOPOST SA Information Technology 48.18 8.09% 10.07.2013 17.02 17.21 17.16 17.83 17.11 17.89 -0.161 -0.045 -0.017 -0.020 -0.075 -0.093 0.020 0.000 0.001 0.000 0.002 0.003 NES1V FH Equity FI0009013296 NESTE OIL OYJ Energy 11.20 3.39% 07.04.2014 25.46 27.17 27.79 29.19 29.25 -0.016 -0.141 -0.103 -0.079 -0.072 0.022 0.004 0.002 0.001 0.001 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 4. 19.03.2013 Option Implied Volatility Skew Parameters by Terms: At The Money Implied Volatilities by Terms IVt = atx + btx2 + ct Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Dividend ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 ATM2 Ticker ISIN Name GICS_SECTOR_NAME ATM2 Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) - Yield Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M NESN VX Equity CH0038863350 NESTLE SA-REG Consumer Staples 68.60 2.99% 23.04.2014 5.85 8.93 10.56 11.09 11.91 12.20 12.55 -0.051 -0.058 -0.087 -0.077 -0.061 -0.022 -0.001 0.034 0.020 0.014 0.007 0.004 0.003 0.002 NXT LN Equity GB0032089863 NEXT PLC Consumer Discretionary 4136.00 2.49% 26.06.2013 20.01 20.01 20.01 19.97 -0.056 -0.056 -0.056 -0.028 0.002 0.002 0.002 0.001 NOK1V FH Equity FI0009000681 NOKIA OYJ Information Technology 2.60 09.05.2014 52.71 48.50 45.68 45.37 46.02 49.06 47.35 -0.082 -0.149 -0.246 -0.215 -0.188 -0.229 -0.147 0.005 0.008 0.007 0.005 0.003 0.000 0.000 NRE1V FH Equity FI0009005318 NOKIAN RENKAAT OYJ Consumer Discretionary 35.59 4.07% 14.04.2014 25.41 26.09 26.42 27.94 0.090 -0.015 -0.036 -0.025 0.008 0.000 0.000 0.000 NDA SS Equity SE0000427361 NORDEA BANK AB Financials 74.20 4.49% 14.03.2014 16.26 19.50 18.85 19.28 20.79 21.58 -0.240 -0.261 -0.236 -0.192 -0.087 -0.086 0.047 0.024 0.017 0.008 0.003 0.003 NHY NO Equity NO0005052605 NORSK HYDRO ASA Materials 25.33 2.41% 09.05.2014 38.45 32.19 35.03 28.47 28.85 -0.558 -0.108 -0.081 -0.137 -0.111 0.098 0.054 0.029 0.006 0.001 NOVN VX Equity CH0012005267 NOVARTIS AG-REG Health Care 66.75 3.60% 28.02.2014 12.72 13.71 13.79 14.15 14.13 14.43 14.85 -0.135 -0.087 -0.092 -0.084 -0.057 -0.047 -0.042 0.027 0.016 0.011 0.004 0.002 0.001 0.001 NOVOB DC Equity DK0060102614 NOVO NORDISK A/S-B Health Care 968.50 1.86% 20.03.2014 25.90 25.51 25.96 24.32 23.32 0.025 -0.048 -0.042 0.001 0.020 0.000 0.000 0.000 0.000 0.000 NZYMB DC Equity DK0060336014 NOVOZYMES A/S-B SHARES Materials 205.20 1.15% 27.02.2014 19.75 21.95 21.31 21.46 21.05 0.227 0.077 0.022 -0.051 -0.009 0.018 0.006 0.000 0.001 0.001 NUO NA Equity NL0000375400 NUTRECO NV Consumer Staples 72.97 2.88% 30.07.2013 17.37 16.26 16.24 16.89 -0.157 -0.203 -0.163 -0.107 0.014 0.007 0.009 0.004 OERL SE Equity CH0000816824 OC OERLIKON CORP AG-REG Industrials 12.20 2.05% 28.69 30.18 29.75 30.92 30.58 31.12 -0.260 -0.248 -0.197 -0.154 -0.127 -0.159 0.022 0.006 0.006 0.003 0.001 -0.001 OML LN Equity GB00B77J0862 OLD MUTUAL PLC Financials 207.30 3.47% 23.10.2013 20.34 20.34 20.34 21.21 -0.170 -0.170 -0.170 -0.118 0.002 0.002 0.002 0.003 OMV AV Equity AT0000743059 OMV AG Energy 34.30 3.50% 12.05.2014 23.64 23.79 23.48 24.28 35.73 38.76 -0.294 -0.207 -0.099 -0.070 0.510 0.718 0.042 0.017 0.008 0.002 -0.010 -0.013 OPAP GA Equity GRS419003009 OPAP SA Consumer Discretionary 6.60 8.64% 20.06.2014 57.11 57.11 57.11 55.28 -0.180 -0.180 -0.180 -0.099 0.002 0.002 0.002 0.001 OPHR LN Equity GB00B24CT194 OPHIR ENERGY PLC Energy 452.40 ORI SS Equity SE0001174889 ORIFLAME COSMETICS SA-SDR Consumer Staples 224.10 6.50% 22.05.2014 63.60 63.60 63.60 63.60 63.60 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 ORNBV FH Equity FI0009014377 ORION OYJ-CLASS B Health Care 22.22 5.85% 20.03.2014 ORK NO Equity NO0003733800 ORKLA ASA Consumer Staples 47.93 4.28% 18.04.2014 16.71 18.19 16.95 17.76 18.47 -0.310 0.112 0.099 -0.056 -0.084 0.066 0.032 0.022 0.007 0.002 OTE1V FH Equity FI0009014575 OUTOTEC OYJ Industrials 48.78 2.46% 27.03.2014 PWL ID Equity IE0002588105 PADDY POWER PLC Consumer Discretionary 68.00 2.06% 04.09.2013 PARG SE Equity CH0021783391 PARGESA HOLDING SA-BR Financials 64.85 3.96% 13.05.2014 17.41 15.29 16.52 18.04 19.01 21.22 -0.057 -0.108 -0.116 -0.152 -0.114 -0.111 0.007 0.004 0.005 0.003 0.002 0.003 PGHN SE Equity CH0024608827 PARTNERS GROUP HOLDING AG Financials 231.70 2.70% 05.05.2014 14.19 13.58 13.85 13.95 14.05 14.78 0.054 0.076 0.030 0.020 0.020 0.021 0.014 0.003 0.001 0.000 0.000 0.000 PSON LN Equity GB0006776081 PEARSON PLC Consumer Discretionary 1209.00 3.80% 14.08.2013 15.35 15.35 15.35 15.78 -0.117 -0.117 -0.117 -0.063 0.005 0.005 0.005 0.004 PNN LN Equity GB00B18V8630 PENNON GROUP PLC Utilities 639.00 4.54% 07.08.2013 RI FP Equity FR0000120693 PERNOD-RICARD SA Consumer Staples 99.92 1.74% 02.07.2013 16.09 17.59 17.87 18.61 19.08 18.46 17.11 -0.097 -0.177 -0.206 -0.144 -0.107 -0.090 -0.084 0.018 0.007 0.006 0.004 0.003 0.003 0.004 PSN LN Equity GB0006825383 PERSIMMON PLC Consumer Discretionary 972.50 7.71% 07.05.2014 PFC LN Equity GB00B0H2K534 PETROFAC LTD Energy 1507.00 2.87% 18.09.2013 19.90 19.90 19.90 20.02 -0.015 -0.015 -0.015 0.033 0.003 0.003 0.003 -0.002 PGS NO Equity NO0010199151 PETROLEUM GEO-SERVICES Energy 91.00 1.81% 14.05.2014 36.24 33.10 29.36 30.71 -0.456 -0.317 -0.172 -0.116 0.124 0.068 0.012 0.001 UG FP Equity FR0000121501 PEUGEOT SA Consumer Discretionary 6.51 04.06.2014 51.17 50.51 52.35 50.52 48.64 49.89 55.45 -0.151 -0.199 -0.191 -0.170 -0.180 -0.125 -0.019 0.010 0.005 0.003 0.001 0.002 0.000 0.001 PC IM Equity IT0004623051 PIRELLI & C. Consumer Discretionary 8.24 3.89% 19.05.2014 29.18 30.48 29.72 29.39 29.38 29.38 -0.315 -0.188 -0.152 -0.110 -0.086 -0.083 0.019 0.005 0.006 0.002 0.002 0.002 POH1S FH Equity FI0009003222 POHJOLA BANK PLC-A SHS Financials 12.39 3.71% 25.03.2014 POLY LN Equity JE00B6T5S470 POLYMETAL INTERNATIONAL PLC Materials 855.50 PGIL LN Equity JE00B5WLXH36 POLYUS GOLD INTERNATIONAL LT Materials 211.00 PAH3 GY Equity DE000PAH0038 PORSCHE AUTOMOBIL HLDG-PRF Consumer Discretionary 60.12 3.34% 23.06.2014 33.35 32.32 31.30 29.95 29.47 30.65 29.69 -0.136 -0.064 -0.063 -0.053 -0.039 -0.062 -0.028 0.004 0.000 0.000 0.001 0.000 0.000 0.001 PTC PL Equity PTPTC0AM0009 PORTUGAL TELECOM SGPS SA-REG Telecommunication Services 4.06 8.01% 21.05.2013 PP FP Equity FR0000121485 PPR Consumer Discretionary 177.15 1.27% 02.05.2014 18.81 20.78 20.40 21.24 21.29 20.66 21.09 -0.176 -0.129 -0.138 -0.107 -0.089 0.025 0.070 0.011 0.005 0.004 0.003 0.002 0.001 0.000 PMO LN Equity GB00B43G0577 PREMIER OIL PLC Energy 391.00 PSM GY Equity DE0007771172 PROSIEBEN SAT.1 MEDIA AG-PRF Consumer Discretionary 28.25 19.95% 23.07.2014 25.58 25.25 25.24 12.23 7.62 12.90 14.04 -0.196 -0.021 -0.016 0.796 1.066 0.841 0.767 0.006 0.001 0.000 0.003 0.008 0.021 0.019 PFG LN Equity GB00B1Z4ST84 PROVIDENT FINANCIAL PLC Financials 1562.00 5.10% 30.10.2013 PRU LN Equity GB0007099541 PRUDENTIAL PLC Financials 1110.00 2.67% 21.08.2013 23.45 23.69 23.36 22.70 21.99 21.43 21.20 -0.194 -0.267 -0.191 -0.148 -0.070 0.011 -0.005 0.009 0.004 0.005 0.003 0.001 0.004 0.002 PRY IM Equity IT0004176001 PRYSMIAN SPA Industrials 17.35 2.42% 21.04.2014 23.66 25.13 25.53 26.22 26.87 26.88 -0.366 -0.155 -0.139 -0.082 -0.038 -0.036 0.025 0.011 0.006 0.004 0.000 0.000 PSPN SE Equity CH0018294154 PSP SWISS PROPERTY AG-REG Financials 84.75 3.78% 07.04.2014 9.38 10.21 10.66 11.72 12.75 12.47 0.195 0.019 -0.061 -0.163 -0.140 -0.122 0.008 0.007 0.013 0.006 0.002 0.003 PUB FP Equity FR0000130577 PUBLICIS GROUPE Consumer Discretionary 53.11 1.69% 27.06.2014 19.44 17.98 18.23 18.22 18.66 18.01 17.79 -0.178 -0.194 -0.234 -0.173 -0.133 -0.111 -0.114 0.019 0.008 0.004 0.004 0.002 0.001 0.001 QIA GY Equity NL0000240000 QIAGEN N.V. Health Care 16.00 18.84 18.78 19.44 20.46 21.41 21.51 21.70 -0.122 -0.155 -0.192 -0.140 -0.112 -0.110 -0.100 0.014 0.002 0.004 0.003 0.003 0.002 0.002 QQ/ LN Equity GB00B0WMWD03 QINETIQ GROUP PLC Industrials 197.50 1.72% 07.08.2013 RBI AV Equity AT0000606306 RAIFFEISEN BANK INTERNATIONA Financials 28.95 4.04% 02.07.2014 26.82 25.08 25.67 26.76 28.85 29.38 -0.322 0.018 -0.184 -0.126 0.559 0.725 0.092 0.026 0.013 0.006 -0.006 -0.006 RRS LN Equity GB00B01C3S32 RANDGOLD RESOURCES LTD Materials 5515.00 0.60% 07.05.2014 20.94 20.94 20.94 31.92 -0.098 -0.098 -0.098 -0.046 0.000 0.000 0.000 -0.003 RAND NA Equity NL0000379121 RANDSTAD HOLDING NV Industrials 33.86 3.69% 03.04.2014 18.44 20.61 20.88 22.16 23.55 23.61 23.61 -0.138 -0.151 -0.164 -0.130 -0.102 -0.101 -0.101 0.013 0.004 0.005 0.003 0.000 0.000 0.000 RATOB SS Equity SE0000111940 RATOS AB-B SHS Financials 63.90 4.69% 17.04.2014 RB/ LN Equity GB00B24CGK77 RECKITT BENCKISER GROUP PLC Consumer Staples 4710.00 2.89% 07.08.2013 19.24 19.90 19.70 20.14 19.88 19.88 -0.110 -0.099 -0.156 -0.093 -0.049 -0.049 0.001 0.002 -0.002 0.001 -0.001 -0.001 REE SQ Equity ES0173093115 RED ELECTRICA CORPORACION SA Utilities 42.06 5.78% 02.01.2014 24.01 22.98 22.55 21.96 20.76 20.40 20.29 -0.182 -0.137 -0.191 -0.183 -0.172 -0.171 -0.163 0.003 0.001 0.002 0.002 0.002 0.001 0.001 REN NA Equity NL0006144495 REED ELSEVIER NV Consumer Discretionary 12.79 3.61% 08.08.2013 13.97 15.86 15.88 16.59 16.75 16.50 16.49 -0.176 -0.033 -0.018 -0.039 -0.071 -0.032 -0.012 0.035 0.015 0.012 0.004 0.002 0.003 0.003 REL LN Equity GB00B2B0DG97 REED ELSEVIER PLC Consumer Discretionary 759.50 3.07% 07.08.2013 16.93 16.93 16.93 17.38 -0.082 -0.082 -0.082 -0.070 0.006 0.006 0.006 0.003 RCO FP Equity FR0000130395 REMY COINTREAU Consumer Staples 93.10 1.50% 02.08.2013 21.98 21.99 21.81 22.54 22.41 22.45 0.006 0.002 0.005 -0.006 -0.004 0.004 0.002 0.000 0.000 0.000 0.000 0.000 RNO FP Equity FR0000131906 RENAULT SA Consumer Discretionary 52.59 3.27% 12.05.2014 29.02 31.44 31.43 31.61 29.72 29.74 30.03 -0.315 -0.159 -0.148 -0.124 -0.060 -0.047 -0.029 0.006 0.006 0.004 0.002 0.001 0.001 0.000Stoxx 600 Index RTO LN Equity GB00B082RF11 RENTOKIL INITIAL PLC Industrials 99.20 2.23% 11.09.2013 17.82 17.82 17.82 19.14 0.073 0.073 0.073 -0.036 0.000 0.000 0.000 0.009 REP SQ Equity ES0173516115 REPSOL SA Energy 16.65 6.16% 20.06.2013 26.31 27.24 27.07 26.92 26.04 26.30 26.85 -0.187 -0.189 -0.110 -0.175 -0.177 -0.131 -0.106 0.002 0.000 0.001 0.000 0.001 -0.001 -0.001 REX LN Equity GB00B943Z359 REXAM PLC Materials 525.50 2.99% 07.08.2013 RXL FP Equity FR0010451203 REXEL SA Industrials 18.20 4.12% 24.05.2013 RHM GY Equity DE0007030009 RHEINMETALL AG Industrials 40.76 4.42% 15.05.2013 25.16 22.03 22.83 28.82 27.84 27.27 27.18 -0.179 0.085 -0.023 0.069 0.077 0.025 0.018 0.009 0.003 0.005 0.000 -0.001 0.001 0.001 RHK GY Equity DE0007042301 RHOEN-KLINIKUM AG Health Care 16.27 2.77% 13.06.2013 30.22 28.73 26.29 29.41 30.11 28.83 28.17 -0.167 -0.086 -0.044 0.031 0.031 0.062 0.090 0.006 0.002 0.008 0.002 0.001 0.004 0.005 RMV LN Equity GB00B2987V85 RIGHTMOVE PLC Consumer Discretionary 1801.00 1.33% 09.10.2013 RIO LN Equity GB0007188757 RIO TINTO PLC Materials 3118.50 3.82% 14.08.2013 27.09 27.32 27.63 28.41 29.06 29.34 29.41 -0.184 -0.148 -0.175 -0.125 -0.068 -0.071 -0.055 0.003 0.002 0.002 0.001 0.000 0.001 0.002 ROG VX Equity CH0012032048 ROCHE HOLDING AG-GENUSSCHEIN Health Care 218.00 3.76% 10.03.2014 15.84 15.77 15.87 16.68 18.02 18.33 18.40 -0.077 -0.101 -0.093 -0.087 -0.046 -0.020 -0.002 0.023 0.011 0.008 0.004 0.001 0.001 0.001 RR/ LN Equity GB00B63H8491 ROLLS-ROYCE HOLDINGS PLC Industrials 1109.00 1.84% 23.10.2013 19.70 19.70 19.70 20.42 -0.204 -0.204 -0.204 -0.124 0.001 0.001 0.001 0.001 ROR LN Equity GB0007506958 ROTORK PLC Industrials 2988.00 1.50% 28.08.2013 RBS LN Equity GB00B7T77214 ROYAL BANK OF SCOTLAND GROUP Financials 295.50 07.08.2013 31.96 34.09 33.90 32.94 32.49 33.22 34.31 -0.070 -0.190 -0.196 -0.147 -0.104 -0.065 -0.036 0.008 0.002 0.003 0.001 0.001 0.001 0.000 RDSA NA Equity GB00B03MLX29 ROYAL DUTCH SHELL PLC-A SHS Energy 25.39 5.49% 15.05.2013 10.91 11.29 11.89 12.50 13.34 14.80 15.48 -0.069 -0.143 -0.164 -0.152 -0.086 -0.047 -0.003 0.020 0.009 0.015 0.009 0.004 0.003 0.002 IM NA Equity NL0006055329 ROYAL IMTECH NV Industrials 9.77 07.04.2014 50.21 54.21 51.56 47.35 -0.493 -0.522 -0.471 -0.341 0.011 0.004 0.009 0.006 RSA LN Equity GB0006616899 RSA INSURANCE GROUP PLC Financials 115.70 5.36% 25.09.2013 16.86 17.53 20.41 22.06 21.20 21.20 0.042 -0.010 -0.107 -0.019 -0.044 -0.044 0.000 0.006 0.003 -0.002 -0.001 -0.001 RUI FP Equity FR0000121253 RUBIS Utilities 47.92 RWE GY Equity DE0007037129 RWE AG Utilities 28.77 6.95% 22.04.2014 21.66 22.70 19.59 22.30 22.20 19.94 17.75 0.005 -0.075 -0.129 -0.081 -0.069 0.006 0.067 0.012 0.009 0.002 0.003 0.002 0.004 0.006 RYA ID Equity IE00B1GKF381 RYANAIR HOLDINGS PLC Industrials 6.05 20.45 20.27 21.07 21.51 21.66 21.78 -0.232 -0.159 -0.048 -0.004 0.009 0.011 0.022 0.004 0.002 0.002 0.001 0.001 SAB LN Equity GB0004835483 SABMILLER PLC Consumer Staples 3472.00 2.00% 07.08.2013 17.25 17.25 17.25 17.08 -0.124 -0.124 -0.124 -0.076 0.004 0.004 0.004 0.002 SAF FP Equity FR0000073272 SAFRAN SA Industrials 36.03 2.86% 17.12.2013 25.31 25.31 25.31 24.56 24.97 24.96 -0.069 -0.069 -0.069 -0.106 -0.099 -0.101 0.005 0.005 0.005 0.004 0.003 0.003 SGE LN Equity GB0008021650 SAGE GROUP PLC/THE Information Technology 344.70 3.22% 15.05.2013 19.07 19.07 19.07 19.57 -0.167 -0.167 -0.167 -0.154 0.004 0.004 0.004 0.004 SPM IM Equity IT0000068525 SAIPEM SPA Energy 24.77 2.75% 19.05.2014 28.33 27.99 28.11 27.95 28.28 28.28 -0.181 -0.132 -0.091 -0.081 -0.064 -0.062 0.010 0.006 0.005 0.002 0.000 0.000 SZG GY Equity DE0006202005 SALZGITTER AG Materials 34.39 1.02% 24.05.2013 29.84 31.87 31.05 32.75 32.72 33.21 33.03 -0.061 -0.042 -0.044 -0.016 -0.019 -0.031 -0.021 0.006 0.000 0.002 0.001 0.000 0.000 0.000 SAMAS FH Equity FI0009003305 SAMPO OYJ-A SHS Financials 30.34 4.45% 21.04.2014 14.54 16.20 16.04 16.45 16.58 -0.129 -0.078 -0.086 -0.117 -0.135 0.016 0.009 0.009 0.004 0.002 SAND SS Equity SE0000667891 SANDVIK AB Industrials 102.50 3.41% 28.04.2014 20.55 23.61 22.83 24.23 25.93 26.01 -0.161 -0.078 -0.064 -0.091 -0.082 -0.083 0.038 0.019 0.012 0.006 0.001 0.001 SAN FP Equity FR0000120578 SANOFI Health Care 76.02 3.64% 12.05.2014 19.04 20.31 20.58 21.64 21.91 21.69 21.41 -0.269 -0.150 -0.141 -0.119 -0.077 -0.053 -0.014 0.016 0.009 0.007 0.003 0.003 0.002 0.003 SAP GY Equity DE0007164600 SAP AG Information Technology 64.40 1.32% 05.06.2013 15.02 15.12 15.63 17.23 18.97 20.16 20.89 -0.156 -0.197 -0.212 -0.168 -0.142 -0.113 -0.094 0.022 0.013 0.008 0.004 0.002 0.001 0.001 SBMO NA Equity NL0000360618 SBM OFFSHORE NV Energy 12.99 03.04.2014 36.62 34.73 34.66 33.51 33.58 33.70 33.89 -0.286 -0.146 -0.121 -0.097 -0.083 -0.079 -0.059 0.014 0.006 0.003 0.001 0.001 0.001 0.001 SCVB SS Equity SE0000308280 SCANIA AB-B SHS Industrials 137.50 3.45% 06.05.2014 18.51 20.99 21.54 22.54 25.08 25.20 -0.230 -0.095 -0.124 -0.147 -0.109 -0.106 0.044 0.020 0.011 0.004 0.000 0.000 SCH NO Equity NO0003028904 SCHIBSTED ASA Consumer Discretionary 260.20 1.35% 16.05.2014 SCHP VX Equity CH0024638196 SCHINDLER HOLDING-PART CERT Industrials 142.20 1.55% 28.03.2014 16.66 16.88 17.11 16.98 18.99 17.60 -0.114 -0.055 -0.085 -0.055 -0.097 -0.035 0.013 0.002 0.002 0.002 0.001 0.002 SU FP Equity FR0000121972 SCHNEIDER ELECTRIC SA Industrials 57.70 3.24% 12.05.2014 22.02 24.67 25.43 26.85 28.12 27.23 27.19 -0.251 -0.178 -0.158 -0.125 -0.088 -0.111 -0.063 0.018 0.008 0.006 0.002 0.001 0.001 0.002 SDR LN Equity GB0002405495 SCHRODERS PLC Financials 2127.00 2.12% 14.08.2013 SCR FP Equity FR0010411983 SCOR SE Financials 22.88 5.25% 08.05.2013 19.20 19.20 19.20 19.99 9.10 8.04 -0.046 -0.046 -0.046 -0.138 -0.025 -0.018 0.005 0.005 0.005 0.002 0.002 0.002 SDRL NO Equity BMG7945E1057 SEADRILL LTD Energy 216.10 9.43% 22.05.2013 19.48 18.71 18.37 18.27 -0.462 -0.235 -0.013 0.017 0.125 0.069 0.014 0.007 SK FP Equity FR0000121709 SEB SA Consumer Discretionary 57.55 2.29% 15.05.2014 24.61 25.32 25.36 25.43 25.51 25.88 -0.074 0.003 0.010 0.011 0.014 -0.002 0.002 0.000 0.000 0.000 0.000 0.000 SECUB SS Equity SE0000163594 SECURITAS AB-B SHS Industrials 62.20 4.82% 08.05.2014 17.30 19.83 19.30 19.95 21.15 21.12 -0.317 0.019 -0.009 0.047 -0.040 -0.042 0.095 0.043 0.036 0.018 0.007 0.007 SGRO LN Equity GB00B5ZN1N88 SEGRO PLC Financials 265.20 5.62% 04.09.2013 SRP LN Equity GB0007973794 SERCO GROUP PLC Industrials 624.50 1.59% 28.08.2013 SESG FP Equity LU0088087324 SES Consumer Discretionary 24.31 3.99% 18.04.2014 SVT LN Equity GB00B1FH8J72 SEVERN TRENT PLC Utilities 1679.00 4.63% 19.06.2013 16.21 16.21 16.21 17.36 -0.003 -0.003 -0.003 -0.024 0.005 0.005 0.005 0.001 SGSN VX Equity CH0002497458 SGS SA-REG Industrials 2441.00 1.23% 21.03.2014 14.37 14.39 14.98 16.12 16.31 17.03 -0.252 -0.120 -0.201 -0.130 -0.062 -0.099 0.011 0.004 0.006 0.004 0.001 0.002 SHB LN Equity GB0007990962 SHAFTESBURY PLC Financials 591.50 2.17% 12.06.2013 SHP LN Equity JE00B2QKY057 SHIRE PLC Health Care 2029.00 0.65% 04.09.2013 28.96 28.07 27.54 26.51 -0.017 -0.061 -0.032 -0.011 0.008 0.004 0.004 0.002 SIE GY Equity DE0007236101 SIEMENS AG-REG Industrials 84.89 3.65% 24.01.2014 14.05 15.54 15.71 16.76 17.89 18.55 19.18 -0.147 -0.188 -0.180 -0.157 -0.094 -0.066 -0.058 0.026 0.012 0.008 0.004 0.002 0.001 0.001 SIK VX Equity CH0000587979 SIKA AG-BR Materials 2339.00 2.18% 18.04.2014 17.56 18.06 18.41 19.46 20.31 20.43 -0.236 -0.042 -0.058 -0.105 -0.045 -0.092 0.008 0.000 0.001 0.002 0.000 0.001 SEBA SS Equity SE0000148884 SKANDINAVISKA ENSKILDA BAN-A Financials 69.00 3.99% 24.03.2014 18.55 19.19 18.58 20.09 22.38 22.49 0.069 -0.032 -0.062 -0.117 -0.098 -0.093 0.044 0.025 0.018 0.005 0.002 0.002 SKAB SS Equity SE0000113250 SKANSKA AB-B SHS Industrials 115.80 5.18% 14.04.2014 14.56 14.88 14.66 15.33 17.91 17.97 0.117 0.087 0.041 -0.069 -0.097 -0.101 0.077 0.038 0.029 0.015 0.004 0.004 SKFB SS Equity SE0000108227 SKF AB-B SHARES Industrials 160.60 3.42% 29.04.2014 22.13 19.79 20.05 21.69 23.58 23.63 -0.309 -0.194 -0.131 -0.114 -0.072 -0.071 0.028 0.021 0.012 0.004 0.002 0.002 SKYD GY Equity DE000SKYD000 SKY DEUTSCHLAND AG Consumer Discretionary 4.40 34.48 35.98 35.98 35.41 35.84 36.65 36.72 -0.022 -0.125 -0.099 -0.063 -0.038 -0.028 -0.020 0.008 -0.007 -0.001 -0.001 0.000 0.000 0.000 SN/ LN Equity GB0009223206 SMITH & NEPHEW PLC Health Care 741.50 2.38% 09.10.2013 16.31 16.31 16.31 16.70 -0.129 -0.129 -0.129 -0.101 0.007 0.007 0.007 0.003 SMIN LN Equity GB00B1WY2338 SMITHS GROUP PLC Industrials 1323.00 4.01% 27.03.2013 SKG ID Equity IE00B1RR8406 SMURFIT KAPPA GROUP PLC Materials 12.47 2.45% 25.09.2013 29.83 30.86 31.54 33.02 33.12 32.30 -0.104 0.022 -0.021 -0.041 -0.015 0.017 0.007 0.001 0.001 0.001 0.000 0.002 SRG IM Equity IT0003153415 SNAM SPA Utilities 3.61 6.93% 21.10.2013 14.15 15.30 13.72 14.53 14.21 14.25 -0.195 -0.319 -0.264 -0.127 -0.061 -0.059 0.024 0.008 0.006 0.005 0.001 0.001 BB FP Equity FR0000120966 SOCIETE BIC SA Industrials 88.79 2.88% 21.05.2014 23.25 23.13 23.74 23.62 23.48 23.32 0.028 0.011 0.005 0.003 0.004 0.023 -0.001 0.000 0.000 0.000 0.000 0.001 GLE FP Equity FR0000130809 SOCIETE GENERALE Financials 27.93 1.61% 02.06.2014 34.86 36.78 36.47 35.69 34.74 34.04 34.73 -0.335 -0.286 -0.235 -0.184 -0.119 -0.049 -0.021 0.009 0.006 0.005 0.003 0.002 0.003 0.001 SW FP Equity FR0000121220 SODEXO Consumer Discretionary 73.03 2.44% 30.01.2014 15.83 15.83 15.83 16.60 17.48 14.06 13.45 -0.175 -0.175 -0.175 -0.136 -0.092 -0.064 -0.009 0.004 0.004 0.004 0.003 0.001 0.004 0.006 SOW GY Equity DE0003304002 SOFTWARE AG Information Technology 30.75 1.56% 06.05.2013 31.86 32.18 33.01 32.22 32.24 32.31 32.16 -0.300 -0.184 -0.157 -0.130 -0.122 -0.142 -0.136 0.006 0.004 0.003 0.001 0.002 0.002 0.002 SOLB BB Equity BE0003470755 SOLVAY SA Materials 112.95 2.88% 16.01.2014 20.85 23.61 23.30 24.33 25.55 25.57 -0.198 -0.161 -0.176 -0.130 -0.097 -0.096 0.013 0.006 0.003 0.002 0.001 0.001 SOON VX Equity CH0012549785 SONOVA HOLDING AG-REG Health Care 109.30 1.28% 21.06.2013 18.73 19.08 20.93 21.92 22.25 22.35 -0.190 -0.173 -0.166 -0.147 -0.123 -0.121 0.023 0.006 0.005 0.003 0.002 0.002 SXS LN Equity GB0003308607 SPECTRIS PLC Information Technology 2449.00 1.63% 16.10.2013 SPX LN Equity GB0008347048 SPIRAX-SARCO ENGINEERING PLC Industrials 2704.00 2.02% 09.10.2013 SPT LN Equity GB0004726096 SPIRENT COMMUNICATIONS PLC Information Technology 151.60 1.56% 07.08.2013 SSABA SS Equity SE0000171100 SSAB AB-A SHARES Materials 47.77 2.09% 15.04.2014 24.74 28.91 28.26 30.69 33.82 33.87 -0.277 -0.154 -0.103 -0.139 -0.058 -0.055 0.071 0.023 0.013 0.005 0.000 0.000 SSE LN Equity GB0007908733 SSE PLC Utilities 1479.00 5.77% 24.07.2013 13.21 13.21 13.21 13.79 -0.149 -0.149 -0.149 -0.043 0.006 0.006 0.006 0.003 SAZ GY Equity DE0007251803 STADA ARZNEIMITTEL AG Health Care 29.82 1.68% 28.05.2014 29.48 29.48 30.13 30.47 29.79 28.96 28.44 0.021 0.074 0.022 0.037 -0.022 0.001 0.026 0.007 0.003 0.003 0.002 0.001 0.002 0.003 SGC LN Equity GB00B6YTLS95 STAGECOACH GROUP PLC Industrials 312.70 2.78% 28.08.2013 STAN LN Equity GB0004082847 STANDARD CHARTERED PLC Financials 1727.50 3.48% 07.08.2013 21.36 21.79 22.24 22.48 22.72 22.72 -0.184 -0.123 -0.175 -0.114 -0.040 -0.040 0.006 0.005 0.005 0.002 0.000 0.000 SL/ LN Equity GB00B16KPT44 STANDARD LIFE PLC Financials 370.10 4.04% 11.09.2013 24.64 24.64 24.64 21.99 -0.002 -0.002 -0.002 0.026 -0.004 -0.004 -0.004 0.000 STL NO Equity NO0010096985 STATOIL ASA Energy 140.80 4.79% 16.05.2014 18.52 20.31 18.58 18.15 17.38 17.05 -0.066 0.055 0.036 -0.014 -0.073 -0.013 0.032 0.010 0.014 0.007 0.002 0.001 STM IM Equity NL0000226223 STMICROELECTRONICS NV Information Technology 6.25 4.96% 03.06.2013 36.62 39.52 38.00 37.18 36.93 36.06 35.63 -0.189 -0.170 -0.151 -0.065 -0.037 0.044 0.082 0.009 0.003 0.002 0.001 0.002 0.001 0.001 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: 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  • 5. 19.03.2013 Option Implied Volatility Skew Parameters by Terms: At The Money Implied Volatilities by Terms 2 IVt = atx + btx + ct Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Dividend ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 ATM3 Ticker ISIN Name GICS_SECTOR_NAME ATM3 Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) - Yield Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M STERV FH Equity FI0009005961 STORA ENSO OYJ-R SHS Materials 5.12 5.86% 23.04.2014 22.00 25.08 24.23 24.84 26.10 0.024 0.100 0.008 -0.046 -0.068 0.028 0.011 0.005 0.001 -0.001 STB NO Equity NO0003053605 STOREBRAND ASA Financials 25.13 17.04.2014 93.10 70.78 48.46 34.96 -1.576 -0.966 -0.356 -0.138 0.165 0.093 0.021 0.005 SUBC NO Equity LU0075646355 SUBSEA 7 SA Energy 140.10 24.06.2014 39.99 32.95 25.91 27.61 -0.778 -0.497 -0.217 -0.265 0.074 0.043 0.011 0.010 SZU GY Equity DE0007297004 SUEDZUCKER AG Consumer Staples 33.10 2.72% 02.08.2013 19.88 20.91 21.30 21.27 22.02 21.58 20.77 -0.026 -0.028 -0.005 0.005 0.016 0.039 0.069 0.007 0.001 0.000 0.002 0.002 0.003 0.004 SEV FP Equity FR0010613471 SUEZ ENVIRONNEMENT CO Utilities 10.09 6.44% 27.05.2013 27.12 27.94 27.34 25.98 27.52 27.02 26.40 -0.181 -0.117 -0.083 -0.094 -0.102 -0.075 -0.062 0.016 -0.001 0.001 0.002 0.001 0.003 0.003 SUN VX Equity CH0038388911 SULZER AG-REG Industrials 166.50 1.92% 11.04.2014 18.59 18.88 20.04 20.93 21.72 21.63 -0.191 -0.113 -0.167 -0.125 -0.107 -0.106 0.010 0.005 0.004 0.002 0.002 0.002 SCAB SS Equity SE0000112724 SVENSKA CELLULOSA AB-B SHS Consumer Staples 156.60 2.87% 11.04.2014 18.96 20.35 19.80 19.54 19.89 19.93 -0.061 -0.119 -0.184 -0.126 -0.075 -0.074 0.034 0.016 0.012 0.005 0.003 0.003 SHBA SS Equity SE0000193120 SVENSKA HANDELSBANKEN-A SHS Financials 285.10 3.77% 26.03.2014 18.48 18.20 17.97 18.20 19.65 19.77 -0.025 -0.115 -0.140 -0.118 -0.201 -0.215 0.049 0.029 0.020 0.010 0.005 0.005 UHR VX Equity CH0012255151 SWATCH GROUP AG/THE-BR Consumer Discretionary 536.50 1.26% 21.05.2014 21.57 21.76 22.06 23.66 24.94 26.65 27.83 -0.179 -0.165 -0.141 -0.117 -0.095 -0.062 -0.046 0.011 0.006 0.005 0.002 0.001 0.000 0.000 SWEDA SS Equity SE0000242455 SWEDBANK AB - A SHARES Financials 159.00 6.23% 21.03.2014 22.60 21.44 20.99 21.02 20.27 21.60 0.290 0.044 -0.016 -0.050 -0.069 -0.077 0.032 0.021 0.013 0.007 0.002 0.001 SWMA SS Equity SE0000310336 SWEDISH MATCH AB Consumer Staples 204.50 3.57% 05.05.2014 20.05 22.79 22.10 22.79 22.71 -0.179 0.026 0.013 0.004 -0.002 0.038 0.011 0.006 0.004 0.001 SLHN VX Equity CH0014852781 SWISS LIFE HOLDING AG-REG Financials 147.90 3.04% 25.04.2014 23.12 23.00 22.98 23.19 23.29 23.65 23.60 -0.129 -0.125 -0.116 -0.100 -0.079 -0.068 -0.073 0.011 0.006 0.005 0.003 0.002 0.001 0.002 SPSN VX Equity CH0008038389 SWISS PRIME SITE-REG Financials 75.90 4.74% 24.04.2014 11.35 12.38 11.97 12.21 12.47 12.87 0.093 0.037 0.071 0.009 -0.006 -0.019 0.006 0.004 0.007 0.003 0.000 0.001 SREN VX Equity CH0126881561 SWISS RE AG Financials 77.75 4.50% 14.04.2014 17.68 18.50 17.98 18.56 19.14 18.87 18.08 -0.035 -0.105 -0.128 -0.135 -0.091 -0.074 -0.053 0.025 0.014 0.010 0.004 0.002 0.003 0.003 SCMN VX Equity CH0008742519 SWISSCOM AG-REG Telecommunication Services 434.70 5.06% 11.04.2014 10.40 11.85 12.51 13.43 14.83 13.72 13.48 0.029 0.056 -0.068 -0.119 -0.111 -0.067 -0.042 0.028 0.013 0.009 0.006 0.002 0.003 0.004 SYDB DC Equity DK0010311471 SYDBANK A/S Financials 120.40 1.66% 14.03.2014 SY1 GY Equity DE000SYM9999 SYMRISE AG Materials 30.88 2.11% 16.05.2014 18.48 22.05 21.88 22.18 22.90 23.22 22.95 -0.260 -0.077 -0.058 -0.081 -0.066 -0.071 -0.059 0.014 0.003 0.003 0.001 0.001 0.002 0.002 SYNN VX Equity CH0011037469 SYNGENTA AG-REG Materials 405.10 2.35% 28.04.2014 16.33 15.48 16.07 17.35 18.33 17.60 16.73 -0.286 -0.071 -0.148 -0.142 -0.120 -0.077 -0.057 0.019 0.009 0.008 0.004 0.002 0.002 0.002 TALK LN Equity GB00B4YCDF59 TALKTALK TELECOM GROUP Telecommunication Services 263.80 4.13% 03.07.2013 TATE LN Equity GB0008754136 TATE & LYLE PLC Consumer Staples 838.50 3.15% 26.06.2013 15.08 15.08 15.08 15.17 -0.124 -0.124 -0.124 -0.074 0.001 0.001 0.001 0.001 TW/ LN Equity GB0008782301 TAYLOR WIMPEY PLC Consumer Discretionary 85.85 0.86% 21.08.2013 TDC DC Equity DK0060228559 TDC A/S Telecommunication Services 45.79 8.08% 09.08.2013 27.60 23.29 24.15 24.29 24.29 -0.281 -0.047 -0.270 -0.307 -0.307 0.034 0.034 0.032 0.032 0.032 TEC FP Equity FR0000131708 TECHNIP SA Energy 82.15 2.05% 08.05.2013 23.56 23.56 23.56 25.19 25.94 26.14 25.57 -0.121 -0.121 -0.121 -0.066 -0.054 -0.016 -0.052 0.003 0.003 0.003 0.002 0.001 0.002 0.001 TRE SQ Equity ES0178165017 TECNICAS REUNIDAS SA Energy 37.71 3.75% 11.07.2013 32.90 32.31 31.98 31.34 30.46 29.87 29.70 -0.122 -0.113 -0.145 -0.129 -0.117 -0.111 -0.117 0.001 0.000 0.001 0.000 0.000 -0.001 0.000 TEL2B SS Equity SE0000314312 TELE2 AB-B SHS Telecommunication Services 105.40 6.74% 13.05.2014 20.28 18.85 19.82 18.84 20.33 20.49 -0.323 -0.049 -0.044 -0.058 -0.050 -0.050 0.038 0.020 0.018 0.007 0.003 0.003 TCY LN Equity GB00B282YM11 TELECITY GROUP PLC Information Technology 914.50 0.98% 14.08.2013 TIT IM Equity IT0003497168 TELECOM ITALIA SPA Telecommunication Services 0.61 3.27% 21.04.2014 36.65 34.65 33.27 32.62 31.60 30.49 29.56 -0.217 -0.185 -0.197 -0.144 -0.123 -0.071 -0.007 0.014 0.003 0.003 0.002 0.001 0.002 0.001 ERICB SS Equity SE0000108656 ERICSSON LM-B SHS Information Technology 82.85 3.32% 10.04.2014 27.66 31.24 27.30 27.35 28.36 28.65 28.65 -0.141 -0.090 -0.059 -0.094 -0.071 -0.068 -0.068 0.038 0.015 0.011 0.003 0.003 0.002 0.002 O2D GY Equity DE000A1J5RX9 TELEFONICA DEUTSCHLAND HOLDI Telecommunication Services 6.05 7.44% 08.05.2014 22.82 18.28 17.05 22.01 20.80 18.47 17.40 -0.225 0.126 0.180 -0.069 -0.062 0.018 0.065 0.031 0.016 0.014 0.001 -0.001 0.002 0.002 TEF SQ Equity ES0178430E18 TELEFONICA SA Telecommunication Services 11.35 2.20% 07.11.2013 23.31 23.22 23.02 22.66 23.01 22.74 22.56 -0.154 -0.164 -0.197 -0.237 -0.214 -0.147 -0.049 0.002 0.004 0.002 0.001 0.002 0.001 -0.001 TKA AV Equity AT0000720008 TELEKOM AUSTRIA AG Telecommunication Services 5.45 0.92% 26.05.2014 24.42 25.53 25.69 26.18 33.78 35.52 -0.507 -0.319 0.017 0.020 0.367 0.460 0.048 0.024 0.011 0.001 -0.003 -0.004 TNET BB Equity BE0003826436 TELENET GROUP HOLDING NV Telecommunication Services 38.32 20.62% 27.08.2013 TEL NO Equity NO0010063308 TELENOR ASA Telecommunication Services 126.80 3.93% 16.05.2014 19.72 22.39 20.66 19.43 18.98 -0.508 -0.139 -0.084 -0.060 -0.054 0.041 0.007 0.006 0.004 0.004 RCF FP Equity FR0000051807 TELEPERFORMANCE Industrials 32.72 2.08% 03.06.2013 25.85 25.59 26.15 26.10 26.02 25.28 -0.036 0.002 0.002 0.015 0.003 0.042 0.001 0.001 0.001 0.000 0.000 0.001 TLSN SS Equity SE0000667925 TELIASONERA AB Telecommunication Services 45.71 6.23% 04.04.2014 14.24 15.05 14.97 15.78 19.31 19.37 19.37 0.397 0.197 0.126 0.056 -0.009 -0.012 -0.012 0.058 0.039 0.028 0.028 0.008 0.007 0.007 TEN IM Equity LU0156801721 TENARIS SA Energy 15.50 2.15% 18.11.2013 22.10 24.37 24.23 24.60 25.23 -0.261 -0.266 -0.165 -0.116 -0.056 0.011 0.006 0.004 0.004 0.002 TRN IM Equity IT0003242622 TERNA SPA Utilities 3.24 6.17% 18.11.2013 13.10 14.10 14.51 14.12 13.81 13.84 -0.200 -0.306 -0.258 -0.124 -0.061 -0.059 0.026 0.011 0.007 0.002 0.002 0.002 TSCO LN Equity GB0008847096 TESCO PLC Consumer Staples 381.35 3.90% 24.04.2013 19.91 18.05 18.21 17.68 16.63 16.67 15.93 -0.042 -0.081 -0.137 -0.101 -0.036 -0.006 -0.002 0.007 0.007 0.002 0.003 0.002 0.001 0.002 TGS NO Equity NO0003078800 TGS NOPEC GEOPHYSICAL CO ASA Energy 226.20 3.52% 04.06.2014 31.48 28.20 25.88 27.31 -1.086 -0.696 -0.322 -0.246 0.086 0.048 0.011 0.004 HO FP Equity FR0000121329 THALES SA Industrials 33.75 2.76% 11.12.2013 21.60 22.24 22.29 22.67 21.87 19.87 19.33 -0.232 -0.239 -0.171 -0.101 -0.075 -0.049 -0.037 0.018 0.006 0.003 0.002 0.001 0.002 0.003 THR BB Equity BE0003846632 THROMBOGENICS NV Health Care 42.68 29.76 30.80 31.86 32.85 32.85 -0.051 -0.028 -0.059 -0.098 -0.019 0.003 0.003 0.002 0.002 0.001 TKA GY Equity DE0007500001 THYSSENKRUPP AG Materials 17.36 1.73% 20.01.2014 28.19 29.64 30.17 30.15 30.30 30.21 30.98 -0.055 -0.062 -0.057 -0.068 -0.020 0.008 0.033 0.015 0.005 0.003 0.001 0.000 0.002 0.002 TNTE NA Equity NL0009739424 TNT EXPRESS NV Industrials 5.98 0.50% 11.04.2014 31.12 32.30 31.49 30.56 28.83 28.78 28.78 -0.227 0.018 -0.109 -0.032 -0.048 -0.049 -0.049 0.012 0.000 0.002 0.001 0.001 0.001 0.001 TOD IM Equity IT0003007728 TODS SPA Consumer Discretionary 111.00 2.43% 19.05.2014 TOP DC Equity DK0060477503 TOPDANMARK A/S Financials 142.00 FP FP Equity FR0000120271 TOTAL SA Energy 38.40 6.22% 24.09.2013 16.08 17.00 17.70 17.96 17.35 18.16 17.91 -0.181 -0.271 -0.264 -0.177 -0.032 -0.082 0.009 0.027 0.013 0.006 0.005 0.001 0.001 -0.001 TPK LN Equity GB0007739609 TRAVIS PERKINS PLC Industrials 1384.00 1.91% 09.10.2013 TRELB SS Equity SE0000114837 TRELLEBORG AB-B SHS Industrials 91.45 3.28% 25.04.2014 18.37 19.35 19.74 47.99 79.79 79.79 -0.123 -0.070 -0.008 0.000 0.000 0.000 0.005 0.003 0.000 0.000 0.000 0.000 TRYG DC Equity DK0060013274 TRYG A/S Financials 475.40 5.47% 22.04.2014 19.10 17.50 16.72 17.21 18.40 0.011 0.022 0.011 0.010 0.008 0.001 0.001 0.000 0.000 0.000 TT/ LN Equity GB00B1Z7RQ77 TUI TRAVEL PLC Consumer Discretionary 311.80 4.04% 04.09.2013 TLW LN Equity GB0001500809 TULLOW OIL PLC Energy 1230.00 1.02% 04.09.2013 25.31 25.31 25.31 26.10 -0.068 -0.068 -0.068 -0.042 -0.001 -0.001 -0.001 0.000 UBM LN Equity JE00B2R84W06 UBM PLC Consumer Discretionary 724.50 3.70% 21.08.2013 UBSN VX Equity CH0024899483 UBS AG-REG Financials 14.88 1.01% 07.05.2014 23.83 23.95 24.90 25.13 26.03 26.73 27.68 -0.240 -0.139 -0.190 -0.162 -0.132 -0.165 -0.185 0.020 0.013 0.007 0.003 0.002 0.002 0.001 UCB BB Equity BE0003739530 UCB SA Health Care 48.74 2.09% 02.05.2013 22.99 22.74 22.85 23.26 24.22 24.25 -0.192 -0.189 -0.158 -0.104 -0.039 -0.036 0.009 0.007 0.006 0.004 0.001 0.001 ULE LN Equity GB0009123323 ULTRA ELECTRONICS HLDGS PLC Industrials 1744.00 2.36% 14.08.2013Stoxx 600 Index UMI BB Equity BE0003884047 UMICORE Materials 37.43 2.81% 06.09.2013 19.31 20.54 21.21 21.87 21.80 21.83 -0.018 -0.150 -0.141 -0.130 -0.066 -0.061 0.013 0.004 0.006 0.003 0.002 0.002 UL NA Equity FR0000124711 UNIBAIL-RODAMCO SE Financials 183.50 4.58% 07.05.2013 16.83 16.08 16.67 17.57 18.92 18.97 18.97 -0.143 -0.095 -0.101 -0.146 -0.096 -0.092 -0.092 0.016 0.013 0.010 0.004 0.002 0.002 0.002 UCG IM Equity IT0004781412 UNICREDIT SPA Financials 3.58 2.51% 19.05.2014 39.87 40.94 41.63 40.17 38.30 35.36 35.88 -0.314 -0.237 -0.146 -0.126 -0.064 -0.030 -0.135 0.013 0.004 0.002 0.001 0.000 0.001 0.001 UNA NA Equity NL0000009355 UNILEVER NV-CVA Consumer Staples 31.35 3.25% 08.05.2013 12.68 14.74 14.62 15.51 16.10 16.73 16.65 -0.045 -0.121 -0.153 -0.128 -0.069 -0.067 -0.033 0.018 0.007 0.009 0.005 0.002 0.002 0.001 ULVR LN Equity GB00B10RZP78 UNILEVER PLC Consumer Staples 2760.00 3.16% 08.05.2013 12.44 14.41 14.76 15.79 16.31 16.31 0.108 -0.330 -0.161 -0.115 -0.048 -0.048 0.011 0.015 0.008 0.003 0.001 0.001 UBI IM Equity IT0003487029 UBI BANCA SCPA Financials 2.98 1.68% 19.05.2014 41.85 41.55 39.93 38.61 37.27 37.29 -0.263 -0.275 -0.215 -0.227 -0.145 -0.142 0.006 0.001 0.003 0.001 0.001 0.001 UTDI GY Equity DE0005089031 UNITED INTERNET AG-REG SHARE Information Technology 18.09 1.66% 24.05.2013 18.18 18.80 19.09 20.67 21.59 21.43 20.95 -0.336 -0.218 -0.225 -0.156 -0.118 -0.106 -0.085 0.011 0.004 0.006 0.004 0.002 0.004 0.004 UU/ LN Equity GB00B39J2M42 UNITED UTILITIES GROUP PLC Utilities 695.00 5.02% 19.06.2013 22.97 22.97 22.97 22.03 0.156 0.156 0.156 0.103 0.001 0.001 0.001 0.000 UPM1V FH Equity FI0009005987 UPM-KYMMENE OYJ Materials 8.70 6.90% 08.04.2014 22.30 23.60 25.33 26.51 27.43 0.208 0.088 -0.056 -0.041 -0.054 0.030 0.011 0.003 0.001 0.001 FR FP Equity FR0000130338 VALEO SA Consumer Discretionary 42.68 3.51% 27.06.2013 28.64 28.64 28.64 29.39 30.17 30.20 -0.115 -0.115 -0.115 -0.087 -0.085 -0.085 0.003 0.003 0.003 0.002 0.001 0.001 VATN SE Equity CH0014786500 VALIANT HOLDING AG-REG Financials 85.10 3.76% 29.05.2014 26.09 26.03 26.78 27.08 27.03 28.56 0.005 -0.002 -0.015 -0.009 0.003 -0.043 0.000 0.000 0.001 0.000 0.000 0.000 VK FP Equity FR0000120354 VALLOUREC Industrials 39.42 1.75% 05.06.2014 23.89 29.16 29.20 29.66 30.61 29.50 35.42 -0.263 -0.204 -0.175 -0.118 -0.085 -0.042 0.038 0.012 0.008 0.005 0.003 0.001 0.002 0.002 VED LN Equity GB0033277061 VEDANTA RESOURCES PLC Materials 1118.00 3.43% 14.08.2013 36.59 36.59 36.59 31.98 -0.138 -0.138 -0.138 -0.277 0.000 0.000 0.000 0.008 VIE FP Equity FR0000124141 VEOLIA ENVIRONNEMENT Utilities 10.00 7.00% 22.05.2014 28.44 30.66 31.06 30.66 29.40 28.56 27.39 -0.071 -0.122 -0.032 -0.049 -0.017 -0.008 0.017 0.019 0.008 0.005 0.002 0.002 0.002 0.003 VER AV Equity AT0000746409 VERBUND AG Utilities 16.31 3.68% 24.04.2014 17.07 17.80 18.54 19.69 19.66 9.31 -0.228 0.319 0.190 -0.010 0.526 0.878 0.068 0.026 0.025 0.011 0.005 0.011 VSVS LN Equity GB00B82YXW83 VESUVIUS PLC Industrials 389.10 3.60% 01.05.2013 VCT LN Equity GB0009292243 VICTREX PLC Materials 1720.00 2.30% 05.06.2013 VIG AV Equity AT0000908504 VIENNA INSURANCE GROUP AG Financials 39.98 3.00% 13.05.2013 19.39 18.40 19.42 20.87 18.20 14.08 -0.610 -0.140 -0.026 -0.152 0.486 0.687 0.053 0.024 0.021 0.007 0.000 0.003 DG FP Equity FR0000125486 VINCI SA Industrials 35.26 5.02% 11.11.2013 18.96 20.39 21.12 22.82 24.21 25.66 25.92 -0.212 -0.134 -0.207 -0.148 -0.095 -0.081 -0.063 0.021 0.015 0.005 0.003 0.002 -0.001 -0.002 VIS SQ Equity ES0184262212 VISCOFAN SA Consumer Staples 41.48 2.71% 23.12.2013 29.66 29.55 29.93 30.21 30.44 30.72 30.63 -0.107 -0.106 -0.128 -0.131 -0.126 -0.011 -0.005 0.001 0.001 0.001 0.001 0.001 0.000 0.000 VIV FP Equity FR0000127771 VIVENDI Telecommunication Services 15.56 6.43% 05.05.2014 28.55 30.81 30.38 29.04 28.97 26.92 23.36 -0.205 -0.134 -0.127 -0.095 -0.074 0.039 0.080 0.018 0.006 0.004 0.002 0.002 0.003 0.008 VOD LN Equity GB00B16GWD56 VODAFONE GROUP PLC Telecommunication Services 188.35 5.46% 05.06.2013 22.86 21.61 22.89 22.27 20.01 17.08 15.24 -0.318 -0.119 -0.075 -0.017 0.026 0.025 0.016 0.017 0.007 0.001 0.002 0.001 0.002 0.002 VOE AV Equity AT0000937503 VOESTALPINE AG Materials 25.45 3.34% 08.07.2013 23.53 24.30 25.68 27.95 36.65 39.30 -0.329 -0.224 -0.138 -0.028 0.477 0.633 0.067 0.026 0.010 0.003 -0.010 -0.012 VOW3 GY Equity DE0007664039 VOLKSWAGEN AG-PREF Consumer Discretionary 159.40 2.23% 22.04.2014 20.70 23.21 23.66 24.62 25.12 25.76 26.12 -0.106 -0.088 -0.125 -0.124 -0.093 -0.062 -0.036 0.014 0.004 0.004 0.002 0.001 0.001 0.000 VOLVB SS Equity SE0000115446 VOLVO AB-B SHS Industrials 97.20 3.08% 03.04.2014 19.62 22.07 22.53 24.30 27.08 27.26 0.080 -0.087 -0.079 -0.083 -0.117 -0.116 0.039 0.018 0.011 0.004 0.001 0.000 WRT1V FH Equity FI0009003727 WARTSILA OYJ ABP Industrials 36.06 3.05% 10.03.2014 26.86 -0.175 0.002 WEIR LN Equity GB0009465807 WEIR GROUP PLC/THE Industrials 2341.00 1.66% 02.10.2013 MF FP Equity FR0000121204 WENDEL Financials 85.48 1.64% 07.06.2013 19.78 21.08 21.60 23.08 24.43 24.29 -0.287 -0.246 -0.245 -0.191 -0.153 -0.185 0.006 0.005 0.005 0.003 0.001 0.002 WHA NA Equity NL0000289213 WERELDHAVE NV Financials 55.43 5.95% 22.04.2014 12.10 12.22 12.90 14.12 16.07 16.16 16.16 -0.388 -0.131 -0.085 -0.109 -0.103 -0.101 -0.101 0.016 0.004 0.014 0.006 0.002 0.002 0.002 WTB LN Equity GB00B1KJJ408 WHITBREAD PLC Consumer Discretionary 2573.00 2.26% 15.05.2013 18.63 18.63 18.63 16.73 -0.064 -0.064 -0.064 -0.104 0.008 0.008 0.008 0.011 WDH DC Equity DK0010268440 WILLIAM DEMANT HOLDING Health Care 480.60 WMH LN Equity GB0031698896 WILLIAM HILL PLC Consumer Discretionary 388.70 2.74% 23.10.2013 24.84 24.84 24.84 24.87 -0.021 -0.021 -0.021 -0.071 -0.005 -0.005 -0.005 -0.004 WIN GY Equity DE000A0CAYB2 WINCOR NIXDORF AG Information Technology 37.66 3.50% 21.01.2014 25.36 27.26 27.48 27.94 28.56 28.98 29.84 -0.179 -0.148 -0.150 -0.129 -0.117 -0.091 -0.100 0.005 0.001 0.003 0.002 0.002 0.002 0.002 WDI GY Equity DE0007472060 WIRECARD AG Information Technology 20.67 0.58% 24.06.2013 29.18 29.60 28.71 27.69 28.01 28.00 27.62 -0.122 0.002 -0.120 -0.142 -0.106 -0.103 -0.089 0.004 0.000 0.001 0.001 0.000 0.001 0.002 MRW LN Equity GB0006043169 WM MORRISON SUPERMARKETS Consumer Staples 271.40 4.50% 25.09.2013 13.64 10.44 11.40 14.73 -0.216 -0.078 -0.009 -0.074 0.004 0.005 0.007 0.002 WOS LN Equity JE00B8N69M54 WOLSELEY PLC Industrials 3327.00 2.07% 03.04.2013 20.09 20.09 20.09 19.64 0.055 0.055 0.055 0.138 0.003 0.003 0.003 0.008 WKL NA Equity NL0000395903 WOLTERS KLUWER Consumer Discretionary 17.02 4.06% 28.04.2014 14.83 16.45 16.22 17.37 18.25 17.75 18.37 -0.378 -0.180 -0.080 -0.090 -0.114 -0.073 -0.073 0.024 0.010 0.010 0.004 0.002 0.002 0.002 WPP LN Equity JE00B8KF9B49 WPP PLC Consumer Discretionary 1081.00 2.75% 09.10.2013 21.19 21.19 21.19 21.93 -0.102 -0.102 -0.102 -0.078 0.005 0.005 0.005 0.000 XTA LN Equity GB0031411001 XSTRATA PLC Materials 1110.00 2.77% 28.08.2013 22.98 23.90 23.60 24.28 25.39 25.89 25.84 -0.137 -0.211 -0.201 -0.156 -0.083 -0.055 -0.035 0.009 0.005 0.003 0.003 0.000 0.001 0.001 YAR NO Equity NO0010208051 YARA INTERNATIONAL ASA Materials 269.80 4.81% 09.05.2014 22.68 26.23 23.92 24.01 24.35 0.169 -0.057 -0.055 -0.163 -0.128 0.030 0.005 0.008 0.001 0.002 YTY1V FH Equity FI0009800643 YIT OYJ Industrials 16.61 5.12% 18.03.2014 25.71 25.71 25.71 25.71 -0.154 -0.154 -0.154 -0.154 0.003 0.003 0.003 0.003 ZOT SQ Equity ES0184933812 ZARDOYA OTIS SA Industrials 10.68 4.40% 09.04.2013 ZIGGO NA Equity NL0006294290 ZIGGO NV Telecommunication Services 24.64 3.65% 24.78 22.99 22.52 22.67 -0.314 -0.073 -0.137 -0.314 0.010 0.004 0.008 0.003 ZC FP Equity FR0000125684 ZODIAC AEROSPACE Industrials 91.65 1.91% 13.01.2014 21.55 21.71 21.97 23.02 23.47 23.04 -0.212 -0.146 -0.207 -0.181 -0.125 -0.130 0.006 0.003 0.001 0.001 0.000 0.002 ZURN VX Equity CH0011075394 ZURICH INSURANCE GROUP AG Financials 265.20 6.41% 02.04.2014 15.42 15.35 15.11 15.42 16.65 15.62 15.68 0.124 -0.010 -0.084 -0.120 -0.147 -0.083 -0.060 0.020 0.013 0.010 0.006 0.001 0.003 0.002 0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security 0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security 0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security 0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security 0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security 0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security 0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security 0 #N/A Invalid Security 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