15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM3 RefDividendYieldNext Ex-DividendDateATM3Vol - 30DATM3Vol - 60DATM3Vol - 90DATM...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM3 RefDividendYieldNext Ex-DividendDateATM3Vol - 30DATM3Vol - 60DATM3Vol - 90DATM...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM4 RefDividendYieldNext Ex-DividendDateATM4Vol - 30DATM4Vol - 60DATM4Vol - 90DATM...
15.05.2013Ticker Name GICS_SECTOR_NAME ATM4 RefDividendYieldNext Ex-DividendDateATM4Vol - 30DATM4Vol - 60DATM4Vol - 90DATM...
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TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters

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TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters

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  1. 1. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol -6MATM Vol -12MATM Vol -18MATM Vol -24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M7203 JT Equity TOYOTA MOTOR CORP Consumer Discretionary 6440.00 1.24% 26.09.2013 36.78 34.37 33.26 31.92 0.041 -0.093 -0.073 -0.036 -0.003 0.002 0.002 0.0018306 JT Equity MITSUBISHI UFJ FINANCIAL GRO Financials 732.00 1.91% 26.09.2014 41.14 40.09 38.58 37.47 -0.005 -0.014 -0.022 -0.002 0.003 0.002 0.002 0.0008316 JT Equity SUMITOMO MITSUI FINANCIAL GR Financials 4915.00 2.24% 26.09.2014 39.43 39.41 38.08 37.12 -0.194 -0.032 -0.021 0.007 0.000 0.002 0.002 0.0017267 JT Equity HONDA MOTOR CO LTD Consumer Discretionary 4185.00 1.91% 26.06.2014 30.71 32.35 31.75 31.10 0.103 -0.134 -0.108 -0.063 0.000 0.002 0.001 0.0018411 JT Equity MIZUHO FINANCIAL GROUP INC Financials 226.00 2.65% 26.09.2014 30.03 48.15 47.74 47.91 -0.026 -0.033 -0.026 -0.003 0.008 0.001 0.001 0.0009984 JT Equity SOFTBANK CORP Telecommunication Services5960.00 0.67% 26.09.2013 46.56 44.22 42.98 43.31 0.208 -0.048 -0.044 0.007 -0.005 0.002 0.002 0.0002914 JT Equity JAPAN TOBACCO INC Consumer Staples 3805.00 2.42% 26.09.2014 32.75 38.37 35.20 32.56 -0.094 -0.045 -0.044 -0.013 0.007 0.002 0.002 0.0017751 JT Equity CANON INC Information Technology 3740.00 3.21% 26.06.2013 33.70 32.80 32.09 31.48 -0.299 -0.131 -0.074 -0.013 -0.010 0.003 0.002 0.0009432 JT Equity NIPPON TELEGRAPH & TELEPHONE Telecommunication Services5550.00 2.88% 26.09.2014 31.14 29.98 28.52 27.19 0.085 -0.093 -0.073 0.060 -0.004 0.003 0.002 0.0028802 JT Equity MITSUBISHI ESTATE CO LTD Financials 2868.00 0.42% 26.09.2014 37.00 42.12 41.11 39.96 0.388 -0.048 -0.049 -0.039 0.027 -0.001 0.000 0.0014502 JT Equity TAKEDA PHARMACEUTICAL CO LTD Health Care 4985.00 3.61% 26.09.2014 33.12 26.19 25.66 25.08 -0.045 -0.006 -0.023 -0.009 -0.013 0.000 0.000 0.0008604 JT Equity NOMURA HOLDINGS INC Financials 924.00 0.43% 26.09.2013 47.44 45.53 44.28 43.85 0.048 -0.092 -0.065 -0.021 0.007 0.002 0.002 0.0016501 JT Equity HITACHI LTD Information Technology 739.00 1.35% 26.09.2013 41.02 38.45 38.18 36.75 -0.017 -0.056 -0.050 -0.012 -0.005 0.001 0.001 0.0006954 JT Equity FANUC CORP Industrials 16460.00 1.22% 26.09.2013 35.79 37.60 37.02 36.05 -0.035 -0.041 -0.043 0.005 -0.001 0.002 0.002 0.0013382 JT Equity SEVEN & I HOLDINGS CO LTD Consumer Staples 4065.00 1.62% 27.08.2014 25.00 33.54 32.45 31.46 -0.764 -0.083 -0.066 -0.015 0.009 0.003 0.002 0.0009020 JT Equity EAST JAPAN RAILWAY CO Industrials 8420.00 1.43% 26.09.2014 17.82 31.14 30.37 31.19 0.502 -0.034 -0.032 -0.011 0.010 0.001 0.001 0.0008801 JT Equity MITSUI FUDOSAN CO LTD Financials 3250.00 0.68% 26.09.2014 44.06 48.09 49.99 50.11 0.577 -0.003 -0.009 0.023 0.004 -0.001 -0.002 -0.0028058 JT Equity MITSUBISHI CORP Industrials 1900.00 3.16% 26.09.2014 29.49 28.34 28.25 27.84 -0.195 -0.042 -0.031 -0.002 0.001 0.001 0.001 0.0017201 JT Equity NISSAN MOTOR CO LTD Consumer Discretionary 1147.00 2.22% 26.09.2013 33.88 37.03 36.16 35.45 -0.469 -0.071 -0.053 -0.024 0.003 0.002 0.002 0.0006301 JT Equity KOMATSU LTD Industrials 2894.00 2.00% 26.09.2014 37.73 36.18 35.85 35.56 -0.038 -0.089 -0.069 -0.013 0.001 0.004 0.003 0.0014503 JT Equity ASTELLAS PHARMA INC Health Care 6010.00 2.25% 26.09.2014 27.76 26.98 26.56 27.07 -0.071 -0.012 -0.024 -0.011 -0.002 0.005 0.003 0.0019433 JT Equity KDDI CORP Telecommunication Services4935.00 2.43% 26.09.2014 29.62 30.01 29.92 30.33 -0.083 -0.004 -0.010 0.076 -0.007 0.001 0.001 -0.0019437 JT Equity NTT DOCOMO INC Telecommunication Services162800.00 3.69% 26.09.2014 18.90 25.66 25.30 24.76 -0.380 -0.048 -0.046 -0.012 -0.003 0.001 0.001 0.0014063 JT Equity SHIN-ETSU CHEMICAL CO LTD Materials 6980.00 1.43% 26.09.2013 31.19 31.56 31.57 31.45 -0.229 -0.058 -0.049 -0.011 -0.002 0.002 0.002 0.0006758 JT Equity SONY CORP Consumer Discretionary 2072.00 1.21% 26.09.2013 54.26 47.87 44.92 42.27 0.126 -0.245 -0.200 -0.133 -0.015 0.001 0.001 0.0008766 JT Equity TOKIO MARINE HOLDINGS INC Financials 3380.00 1.63% 26.09.2013 32.38 37.53 36.59 35.86 -0.036 -0.084 -0.053 0.001 -0.003 0.003 0.002 0.0008031 JT Equity MITSUI & CO LTD Industrials 1423.00 3.58% 26.09.2014 27.10 28.53 28.33 28.46 -0.258 -0.099 -0.068 -0.009 -0.002 0.002 0.002 0.0007011 JT Equity MITSUBISHI HEAVY INDUSTRIES Industrials 713.00 1.12% 26.09.2014 33.61 40.33 40.22 40.09 0.011 0.002 0.003 0.006 -0.002 0.000 0.000 0.0006503 JT Equity MITSUBISHI ELECTRIC CORP Industrials 1180.00 1.10% 26.09.2013 43.88 35.36 35.29 35.20 0.156 0.003 0.004 0.005 0.000 0.000 0.000 0.0005108 JT Equity BRIDGESTONE CORP Consumer Discretionary 3590.00 1.50% 26.06.2014 40.73 36.92 38.34 40.36 -0.383 -0.051 -0.021 0.015 -0.025 0.002 0.001 -0.0015401 JT Equity NIPPON STEEL & SUMITOMO META Materials 265.00 1.51% 26.09.2013 30.07 37.56 36.90 36.51 0.045 -0.066 -0.058 0.028 0.017 0.004 0.003 0.0006902 JT Equity DENSO CORP Consumer Discretionary 4745.00 1.43% 26.09.2014 29.94 33.46 33.96 35.17 -0.483 -0.020 -0.011 0.002 0.008 0.001 0.000 0.0008309 JT Equity SUMITOMO MITSUI TRUST HOLDIN Financials 600.00 1.67% 26.09.2014 40.66 40.26 40.18 40.01 -0.008 0.001 0.002 0.010 0.001 0.000 0.000 0.0009022 JT Equity CENTRAL JAPAN RAILWAY CO Industrials 13340.00 0.82% 26.09.2014 26.49 35.30 35.22 34.98 -0.522 0.003 0.003 0.029 0.015 0.000 0.000 0.0008830 JT Equity SUMITOMO REALTY & DEVELOPMNT Financials 4455.00 0.45% 26.09.2014 39.04 43.81 43.49 43.26 -0.164 -0.161 -0.214 -0.281 -0.024 -0.010 -0.005 0.0008001 JT Equity ITOCHU CORP Industrials 1312.00 3.20% 26.09.2014 35.33 30.19 30.12 30.18 -0.501 0.005 0.004 0.003 -0.001 0.000 0.000 0.0006502 JT Equity TOSHIBA CORP Information Technology 523.00 1.53% 26.09.2013 41.98 38.24 37.70 37.45 -0.114 -0.078 -0.052 -0.006 -0.012 0.002 0.002 0.0006752 JT Equity PANASONIC CORP Consumer Discretionary 898.00 26.09.2013 40.99 41.98 41.58 42.12 0.224 -0.120 -0.067 0.016 -0.009 0.004 0.002 0.0008601 JT Equity DAIWA SECURITIES GROUP INC Financials 1002.00 0.60% 26.09.2013 46.23 40.32 40.23 40.98 0.073 0.003 0.003 -0.039 0.005 0.000 0.000 -0.0014452 JT Equity KAO CORP Consumer Staples 3510.00 1.82% 26.06.2014 22.98 23.34 23.36 23.24 -0.118 -0.091 -0.041 0.007 0.003 0.002 0.001 0.0006326 JT Equity KUBOTA CORP Industrials 1696.00 1.06% 26.09.2013 70.05 30.33 30.27 30.20 0.678 0.002 0.003 0.003 -0.022 0.000 0.000 0.0006981 JT Equity MURATA MANUFACTURING CO LTD Information Technology 8650.00 1.39% 26.09.2014 32.46 34.18 34.02 33.83 -0.110 -0.075 -0.066 -0.049 0.006 0.000 0.000 0.0009983 JT Equity FAST RETAILING CO LTD Consumer Discretionary 38800.00 0.72% 26.02.2014 30.98 40.37 40.13 40.21 0.697 -0.010 -0.009 0.015 0.024 0.000 0.000 0.0002503 JT Equity KIRIN HOLDINGS CO LTD Consumer Staples 1841.00 1.96% 26.06.2014 28.38 29.05 29.27 29.43 -0.359 -0.111 -0.055 0.003 0.004 -0.001 -0.001 0.0006971 JT Equity KYOCERA CORP Information Technology 10610.00 1.13% 26.09.2013 35.25 30.47 30.25 30.04 -0.257 -0.059 -0.023 0.003 -0.013 0.002 0.001 0.0008591 JT Equity ORIX CORP Financials 1505.00 0.86% 27.03.2014 37.54 35.15 35.04 34.83 0.204 0.001 0.002 0.006 0.016 0.000 0.000 0.0008725 JT Equity MS&AD INSURANCE GROUP HOLDIN Financials 2960.00 1.82% 26.09.2013 42.18 40.38 40.30 40.25 -0.022 0.004 0.004 0.004 0.006 0.000 0.000 0.0006861 JT Equity KEYENCE CORP Information Technology 34450.00 0.17% 17.09.2014 25.41 25.20 25.14 25.04 0.004 0.003 0.004 0.006 0.000 0.000 0.000 0.0008750 JT Equity DAI-ICHI LIFE INSURANCE Financials 155600.00 1.29% 27.03.2015 41.67 41.35 41.28 41.15 0.002 0.003 0.004 0.006 0.000 0.000 0.000 0.0008053 JT Equity SUMITOMO CORP Industrials 1353.00 3.47% 26.09.2014 25.96 27.45 27.81 28.74 -0.121 -0.100 -0.047 0.003 0.001 0.003 0.001 0.0007270 JT Equity FUJI HEAVY INDUSTRIES LTD Consumer Discretionary 2395.00 0.84% 26.09.20144578 JT Equity OTSUKA HOLDINGS CO LTD Health Care 3605.00 1.80% 26.09.20149531 JT Equity TOKYO GAS CO LTD Utilities 616.00 1.62% 26.09.2014 19.51 20.30 20.22 20.19 0.043 -0.011 -0.004 0.006 0.014 0.001 0.001 0.0006273 JT Equity SMC CORP Industrials 22340.00 0.72% 26.09.2014 29.49 29.24 29.17 29.06 0.002 0.003 0.004 0.008 0.000 0.000 0.000 0.0007974 JT Equity NINTENDO CO LTD Information Technology 11710.00 2.22% 27.03.2015 47.95 39.15 38.82 38.79 0.066 -0.135 -0.108 -0.061 -0.028 0.003 0.003 0.0014568 JT Equity DAIICHI SANKYO CO LTD Health Care 1998.00 3.00% 26.09.2014 20.90 22.89 23.06 23.18 -0.040 -0.048 -0.026 0.002 0.009 0.001 0.000 0.0001605 JT Equity INPEX CORP Energy 468000.00 1.54% 26.09.2014 33.56 30.81 30.34 31.42 -0.305 -0.061 -0.065 -0.021 0.007 0.001 0.001 0.0001925 JT Equity DAIWA HOUSE INDUSTRY CO LTD Financials 2259.00 1.68% 26.09.2014 39.17 29.96 31.39 33.37 -0.187 -0.032 -0.009 0.011 -0.023 0.001 0.001 0.0002502 JT Equity ASAHI GROUP HOLDINGS LTD Consumer Staples 2766.00 1.55% 26.06.2014 41.80 24.80 24.60 24.54 0.275 -0.079 -0.036 0.004 -0.014 0.002 0.001 0.0005020 JT Equity JX HOLDINGS INC Energy 536.00 2.99% 26.09.2014 29.21 30.21 30.16 30.24 0.014 0.005 0.004 0.006 0.005 0.000 0.000 0.0009735 JT Equity SECOM CO LTD Industrials 5640.00 2.04% 27.03.2015 22.37 26.77 26.76 27.13 -0.079 -0.080 -0.038 0.006 0.003 0.002 0.001 0.0008002 JT Equity MARUBENI CORP Industrials 750.00 3.33% 26.09.2014 28.74 35.26 35.15 35.23 0.018 0.003 0.004 0.005 0.001 0.000 0.000 0.0003402 JT Equity TORAY INDUSTRIES INC Materials 746.00 1.34% 26.09.2014 33.52 30.37 30.30 30.22 0.399 0.002 0.003 0.003 0.007 0.000 0.000 0.0006367 JT Equity DAIKIN INDUSTRIES LTD Industrials 4410.00 0.86% 26.09.2013 36.85 36.78 37.44 37.90 -0.098 -0.074 -0.033 0.009 0.003 0.001 0.001 0.0007261 JT Equity MAZDA MOTOR CORP Consumer Discretionary 379.00 48.94 50.47 49.80 49.40 -0.377 -0.407 -0.408 -0.401 -0.001 -0.003 -0.003 -0.0038630 JT Equity NKSJ HOLDINGS INC Financials 2730.00 2.20% 27.03.2014 26.04 33.29 33.22 33.20 0.005 0.004 0.004 0.005 0.017 0.000 0.000 0.0006988 JT Equity NITTO DENKO CORP Materials 6920.00 1.45% 26.09.2014 29.78 35.34 35.27 35.21 0.256 0.003 0.003 0.004 0.008 0.000 0.000 0.0004523 JT Equity EISAI CO LTD Health Care 4630.00 3.24% 26.09.2014 19.74 23.22 23.16 23.13 -0.170 -0.020 -0.006 0.007 0.005 0.000 0.000 0.0007269 JT Equity SUZUKI MOTOR CORP Consumer Discretionary 2852.00 0.63% 26.09.2014 43.75 35.04 35.17 35.30 -0.678 -0.082 -0.039 0.007 -0.003 0.003 0.001 0.0005411 JT Equity JFE HOLDINGS INC Materials 2181.00 0.92% 26.09.2013 41.45 45.81 47.56 49.88 -0.445 -0.078 -0.036 0.027 -0.004 0.002 0.001 -0.0018308 JT Equity RESONA HOLDINGS INC Financials 554.00 2.71% 27.03.2015 31.92 35.19 35.12 34.99 0.757 0.002 0.003 0.005 0.005 0.000 0.000 0.0004901 JT Equity FUJIFILM HOLDINGS CORP Information Technology 2505.00 1.60% 26.09.2014 58.93 37.13 37.62 37.92 -0.255 -0.079 -0.034 0.001 -0.028 0.003 0.001 0.0009201 JT Equity JAPAN AIRLINES CO LTD Industrials 4965.00 3.83% 27.03.2014 28.50 28.28 28.22 28.15 0.000 0.003 0.004 0.006 0.000 0.000 0.000 0.0009503 JT Equity KANSAI ELECTRIC POWER CO INC Utilities 1338.00 26.09.2013 85.86 58.06 58.59 59.16 0.803 0.019 -0.049 -0.114 -0.062 0.002 0.000 -0.0025802 JT Equity SUMITOMO ELECTRIC INDUSTRIES Industrials 1410.00 1.49% 26.09.2014 46.73 37.63 38.06 38.52 -0.197 -0.153 -0.072 0.007 -0.015 0.004 0.002 0.0007741 JT Equity HOYA CORP Information Technology 2111.00 3.32% 26.09.2013 19.51 21.64 21.59 21.64 -0.076 0.003 0.003 0.015 0.009 0.000 0.000 0.0007731 JT Equity NIKON CORP Consumer Discretionary 2729.00 1.50% 26.09.2014 63.16 38.74 38.97 39.56 0.048 -0.068 -0.032 0.015 -0.040 0.003 0.002 0.0007202 JT Equity ISUZU MOTORS LTD Consumer Discretionary 872.00 1.38% 26.09.2014 71.44 41.04 40.38 40.32 0.806 0.100 0.061 0.032 -0.034 -0.005 -0.003 -0.0021928 JT Equity SEKISUI HOUSE LTD Consumer Discretionary 1480.00 2.43% 29.07.2014 29.04 35.33 35.50 35.18 -0.183 0.001 0.004 0.006 0.026 0.000 0.000 0.0004661 JT Equity ORIENTAL LAND CO LTD Consumer Discretionary 15430.00 0.78% 26.09.2014 20.32 20.18 20.12 20.07 -0.060 0.002 0.003 0.005 0.003 0.000 0.000 0.0008035 JT Equity TOKYO ELECTRON LTD Information Technology 5660.00 0.88% 26.09.2014 52.63 41.41 42.59 43.75 -0.160 -0.054 -0.019 0.018 -0.009 0.002 0.001 0.0003407 JT Equity ASAHI KASEI CORP Materials 720.00 1.94% 26.09.2014 32.71 23.09 23.05 23.03 -0.062 -0.019 -0.008 0.004 0.000 0.001 0.001 0.0008267 JT Equity AEON CO LTD Consumer Staples 1343.00 1.94% 27.08.2014 26.27 26.19 26.26 26.48 0.235 -0.065 -0.031 0.003 0.015 0.003 0.001 0.0009041 JT Equity KINTETSU CORP Industrials 504.00 0.99% 27.03.20159532 JT Equity OSAKA GAS CO LTD Utilities 461.00 1.95% 26.09.2014 20.18 20.20 20.14 20.09 -0.387 0.004 0.006 0.006 0.009 0.000 0.000 0.0008795 JT Equity T&D HOLDINGS INC Financials 1311.00 1.72% 27.03.2015 40.68 44.27 44.18 44.01 -0.303 0.002 0.003 0.005 0.007 0.000 0.000 0.0009005 JT Equity TOKYU CORP Industrials 744.00 1.01% 26.09.2014 25.53 25.26 25.22 25.19 -0.086 0.003 0.004 0.006 0.006 0.000 0.000 0.0009501 JT Equity TOKYO ELECTRIC POWER CO INC Utilities 513.00 27.03.2015 97.00 69.54 68.50 67.50 -0.872 -0.004 -0.013 -0.026 0.038 0.001 0.001 0.0001878 JT Equity DAITO TRUST CONSTRUCT CO LTD Financials 9970.00 3.42% 26.09.20149202 JT Equity ANA HOLDINGS INC Industrials 214.00 1.87% 27.03.2015 32.87 32.23 32.15 32.09 -0.020 -0.004 0.002 0.010 0.004 0.001 0.000 0.0002802 JT Equity AJINOMOTO CO INC Consumer Staples 1500.00 1.33% 26.09.2014 24.89 23.46 23.63 23.86 0.048 -0.041 -0.019 0.005 0.006 0.001 0.000 0.0006702 JT Equity FUJITSU LTD Information Technology 429.00 27.03.2014 38.81 36.27 36.16 35.99 0.487 0.005 0.004 0.005 -0.001 0.000 0.000 0.0004543 JT Equity TERUMO CORP Health Care 5330.00 1.09% 26.09.2014 29.80 29.50 30.41 31.44 -0.075 -0.060 -0.019 0.014 0.003 0.002 0.001 0.0009502 JT Equity CHUBU ELECTRIC POWER CO INC Utilities 1334.00 3.75% 26.09.2013 44.45 42.33 42.20 41.74 0.344 0.002 0.003 0.118 -0.020 0.000 0.000 0.0006201 JT Equity TOYOTA INDUSTRIES CORP Consumer Discretionary 4475.00 1.34% 26.09.20145201 JT Equity ASAHI GLASS CO LTD Industrials 786.00 3.31% 26.06.2014 34.43 32.26 32.18 32.12 0.006 0.001 0.001 0.005 -0.004 0.000 0.000 0.0009021 JT Equity WEST JAPAN RAILWAY CO Industrials 4630.00 2.38% 26.09.2014 14.65 25.17 25.10 25.07 -0.251 0.002 0.003 0.006 0.000 0.000 0.000 0.0009042 JT Equity HANKYU HANSHIN HOLDINGS INC Industrials 627.00 0.80% 27.03.20159064 JT Equity YAMATO HOLDINGS CO LTD Industrials 2078.00 1.15% 26.09.2014 34.88 30.01 30.13 30.19 -0.179 -0.054 -0.020 0.010 -0.011 0.002 0.001 0.0005713 JT Equity SUMITOMO METAL MINING CO LTD Materials 1417.00 2.40% 26.09.2014 41.93 35.72 36.33 36.94 -0.191 -0.098 -0.044 0.007 -0.002 0.004 0.002 0.0009007 JT Equity ODAKYU ELECTRIC RAILWAY CO Industrials 1189.00 0.67% 26.09.20146594 JT Equity NIDEC CORP Industrials 6960.00 1.22% 26.09.2014 38.72 38.90 33.85 28.90 0.006 0.018 0.012 0.004 -0.010 -0.010 -0.006 -0.0014689 JT Equity YAHOO JAPAN CORP Information Technology 52600.00 0.80% 27.03.2014 36.38 35.24 35.16 34.98 0.049 0.003 0.003 0.006 0.001 0.000 0.000 0.0008113 JT Equity UNICHARM CORP Consumer Staples 6490.00 0.55% 26.09.2014 20.39 20.23 20.20 20.16 -0.082 -0.004 0.000 0.004 0.005 0.000 0.000 0.0007752 JT Equity RICOH CO LTD Information Technology 1247.00 2.65% 26.09.2014 44.18 41.69 42.33 43.86 -0.462 -0.138 -0.067 0.004 0.005 0.004 0.002 0.0008332 JT Equity BANK OF YOKOHAMA LTD/THE Financials 609.00 1.81% 26.09.20148355 JT Equity SHIZUOKA BANK LTD/THE Financials 1279.00 1.17% 26.09.20145938 JT Equity LIXIL GROUP CORP Industrials 2527.00 1.58% 26.09.2014 39.09 27.22 27.17 27.13 -0.558 0.000 0.002 0.004 -0.010 0.000 0.000 0.0006645 JT Equity OMRON CORP Information Technology 3455.00 1.04% 27.03.20147259 JT Equity AISIN SEIKI CO LTD Consumer Discretionary 3945.00 1.90% 26.09.2014 40.69 40.41 40.33 40.31 0.006 0.004 0.004 0.005 -0.001 0.000 0.000 0.0004324 JT Equity DENTSU INC Consumer Discretionary 3780.00 0.85% 26.09.2014 30.74 28.72 28.51 28.52 -0.023 -0.029 -0.031 -0.030 -0.001 0.000 0.000 0.0017309 JT Equity SHIMANO INC Consumer Discretionary 8910.00 0.14% 26.06.20144507 JT Equity SHIONOGI & CO LTD Health Care 2326.00 1.89% 26.09.20146586 JT Equity MAKITA CORP Industrials 5800.00 1.31% 27.03.20141963 JT Equity JGC CORP Industrials 3120.00 1.49% 27.03.2015 39.35 36.02 34.70 33.70 -0.009 -0.043 -0.049 -0.057 -0.008 -0.004 -0.002 -0.0014188 JT Equity MITSUBISHI CHEMICAL HOLDINGS Materials 523.00 2.29% 26.09.2014 41.19 35.25 35.18 35.23 -0.245 0.000 0.002 0.003 -0.004 0.000 0.000 0.0002267 JT Equity YAKULT HONSHA CO LTD Consumer Staples 5210.00 0.46% 26.09.20149506 JT Equity TOHOKU ELECTRIC POWER CO INC Utilities 1350.00 27.03.2014 50.85 50.34 50.24 50.10 0.002 0.004 0.005 0.007 0.000 0.000 0.000 0.0004528 JT Equity ONO PHARMACEUTICAL CO LTD Health Care 6570.00 2.74% 26.09.20146701 JT Equity NEC CORP Information Technology 260.00 1.54% 27.03.2015 55.18 42.33 42.26 42.12 0.259 0.001 0.001 0.004 -0.028 0.000 0.000 0.0009001 JT Equity TOBU RAILWAY CO LTD Industrials 583.00 1.03% 26.09.20149508 JT Equity KYUSHU ELECTRIC POWER CO INC Utilities 1456.00 0.69% 27.03.2014 67.77 45.40 45.28 45.18 0.778 0.002 0.003 0.007 -0.033 0.000 0.000 0.0007733 JT Equity OLYMPUS CORP Health Care 2715.00 27.03.2015 41.27 34.60 31.74 29.03 -0.182 -0.201 -0.211 -0.218 -0.017 -0.008 -0.004 0.0017211 JT Equity MITSUBISHI MOTORS CORP Consumer Discretionary 129.00Option Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctAt The Money Implied Volatilities by TermsTOPIX1000Index-TPX1000Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  2. 2. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM RefDividendYieldNext Ex-DividendDateATM Vol -30DATM Vol -60DATM Vol -90DATM Vol -6MATM Vol -12MATM Vol -18MATM Vol -24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M6460 JT Equity SEGA SAMMY HOLDINGS INC Consumer Discretionary 2896.00 1.38% 26.09.20147912 JT Equity DAI NIPPON PRINTING CO LTD Industrials 1007.00 3.18% 26.09.2014 25.62 26.21 27.61 29.01 -0.170 -0.111 -0.055 0.003 0.002 0.002 0.001 0.0008015 JT Equity TOYOTA TSUSHO CORP Industrials 2788.00 1.65% 26.09.20144519 JT Equity CHUGAI PHARMACEUTICAL CO LTD Health Care 2505.00 1.80% 26.06.2014 31.52 35.31 35.22 35.11 -0.296 0.001 0.002 0.004 -0.003 0.000 0.000 0.0003099 JT Equity ISETAN MITSUKOSHI HOLDINGS L Consumer Discretionary 1519.00 0.66% 27.03.20158331 JT Equity CHIBA BANK LTD/THE Financials 776.00 1.55% 26.09.20142651 JT Equity LAWSON INC Consumer Staples 7750.00 2.71% 27.08.2014 13.03 24.68 24.44 24.67 -0.118 -0.138 -0.126 -0.119 0.014 0.000 -0.001 -0.0019006 JT Equity KEIKYU CORP Industrials 1091.00 0.55% 26.09.20143405 JT Equity KURARAY CO LTD Materials 1553.00 2.32% 26.09.2014 30.75 30.36 30.44 30.60 -0.108 -0.084 -0.038 0.004 0.003 0.003 0.001 0.0008697 JT Equity JAPAN EXCHANGE GROUP INC Financials 11040.00 0.86% 26.09.20144911 JT Equity SHISEIDO CO LTD Consumer Staples 1472.00 1.36% 26.09.2014 28.90 27.49 27.59 27.79 -0.097 -0.056 -0.029 0.003 0.003 0.002 0.001 0.0007012 JT Equity KAWASAKI HEAVY INDUSTRIES Industrials 345.00 1.45% 27.03.2015 38.26 43.44 43.33 43.21 0.091 0.003 0.003 0.005 -0.003 0.000 0.000 0.0004204 JT Equity SEKISUI CHEMICAL CO LTD Consumer Discretionary 1219.00 1.64% 26.09.20147013 JT Equity IHI CORP Industrials 383.00 1.31% 27.03.2015 41.55 48.06 49.62 51.38 -0.114 -0.170 -0.189 -0.220 0.010 0.003 0.002 -0.0014005 JT Equity SUMITOMO CHEMICAL CO LTD Materials 358.00 2.51% 26.09.2014 55.37 42.37 42.26 41.70 0.159 -0.002 0.003 0.113 -0.004 0.000 0.000 0.0006806 JT Equity HIROSE ELECTRIC CO LTD Information Technology 14100.00 1.13% 26.09.2014 31.47 31.20 31.12 31.04 0.002 0.003 0.003 0.005 0.000 0.000 0.000 0.0006869 JT Equity SYSMEX CORP Health Care 6810.00 0.62% 26.09.20146753 JT Equity SHARP CORP Consumer Discretionary 463.00 27.03.2015 92.19 70.70 70.50 70.25 0.509 0.005 0.004 0.008 -0.020 0.000 0.000 0.0008333 JT Equity JOYO BANK LTD/THE Financials 629.00 1.43% 26.09.20148303 JT Equity SHINSEI BANK LTD Financials 274.00 0.36% 27.03.20159008 JT Equity KEIO CORP Industrials 837.00 0.90% 26.09.20148815 JT Equity TOKYU LAND CORP Financials 1083.00 0.65% 26.09.20149613 JT Equity NTT DATA CORP Information Technology 382000.00 1.57% 26.09.2014 52.32 29.44 29.76 30.08 0.791 -0.074 -0.035 0.004 -0.028 0.001 0.001 0.0007272 JT Equity YAMAHA MOTOR CO LTD Consumer Discretionary 1531.00 1.11% 26.06.20148253 JT Equity CREDIT SAISON CO LTD Financials 2679.00 1.12% 27.03.2015 44.44 45.73 47.78 50.07 -0.115 -0.111 -0.057 0.005 0.003 0.001 0.000 0.0007262 JT Equity DAIHATSU MOTOR CO LTD Consumer Discretionary 2171.00 2.76% 26.09.20136471 JT Equity NSK LTD Industrials 1014.00 1.18% 26.09.2014 45.71 45.33 45.20 45.12 0.002 0.002 0.003 0.005 0.000 0.000 0.000 0.0004185 JT Equity JSR CORP Materials 2329.00 1.63% 26.09.20146762 JT Equity TDK CORP Information Technology 3965.00 1.77% 26.09.2014 39.05 38.13 37.62 37.99 0.131 -0.067 -0.068 -0.022 -0.005 0.002 0.002 0.0014676 JT Equity FUJI MEDIA HOLDINGS INC Consumer Discretionary 232000.00 1.90% 26.09.2014 56.27 45.39 45.30 45.30 -0.094 0.003 0.004 0.005 -0.017 0.000 0.000 0.0001801 JT Equity TAISEI CORP Industrials 379.00 1.32% 26.09.2014 48.58 35.31 35.22 35.08 0.268 0.002 0.002 0.004 -0.010 0.000 0.000 0.0006963 JT Equity ROHM CO LTD Information Technology 4010.00 1.00% 26.09.2014 47.35 42.73 42.39 41.91 -0.001 -0.092 -0.080 -0.059 0.006 -0.001 -0.001 0.0007911 JT Equity TOPPAN PRINTING CO LTD Industrials 746.00 2.41% 26.09.2014 25.46 25.27 25.23 25.26 -0.093 0.005 0.004 0.005 0.005 0.000 0.000 0.0008473 JT Equity SBI HOLDINGS INC Financials 1668.00 0.60% 27.03.2014 103.26 77.94 59.56 41.65 0.956 0.466 0.125 -0.225 -0.127 -0.074 -0.036 0.0029101 JT Equity NIPPON YUSEN Industrials 263.00 1.52% 26.09.2014 28.77 39.39 39.26 39.17 -0.287 -0.004 0.002 0.006 0.015 0.000 0.000 0.0007205 JT Equity HINO MOTORS LTD Industrials 1666.00 1.80% 26.09.20145711 JT Equity MITSUBISHI MATERIALS CORP Materials 335.00 1.79% 26.09.2014 65.94 39.36 39.48 39.74 0.638 -0.197 -0.200 -0.209 -0.017 0.001 -0.001 -0.0029504 JT Equity CHUGOKU ELECTRIC POWER CO Utilities 1480.00 3.38% 26.09.2013 38.34 31.10 29.73 28.57 -0.082 0.120 0.213 0.308 -0.012 -0.013 -0.011 -0.0095333 JT Equity NGK INSULATORS LTD Industrials 1497.00 1.34% 26.09.2014 35.88 34.41 33.83 33.19 -0.014 -0.008 -0.007 -0.009 0.001 0.001 0.001 0.0001802 JT Equity OBAYASHI CORP Industrials 601.00 1.33% 26.09.2014 42.80 37.26 37.12 37.02 0.186 0.002 0.004 0.006 -0.009 0.000 0.000 0.0009513 JT Equity ELECTRIC POWER DEVELOPMENT C Utilities 3235.00 2.16% 26.09.20149831 JT Equity YAMADA DENKI CO LTD Consumer Discretionary 4410.00 1.36% 27.03.2015 47.58 45.32 45.20 44.99 0.351 0.004 0.004 0.006 -0.011 0.000 0.000 0.0004902 JT Equity KONICA MINOLTA INC Information Technology 751.00 2.00% 26.09.2014 46.82 45.05 42.27 39.57 0.029 0.022 0.039 0.031 -0.008 -0.006 -0.005 -0.0019104 JT Equity MITSUI OSK LINES LTD Industrials 404.00 26.09.2014 44.04 47.38 47.23 47.52 -0.548 0.003 0.003 -0.037 -0.011 0.000 0.000 0.0008354 JT Equity FUKUOKA FINANCIAL GROUP INC Financials 491.00 2.04% 26.09.20149062 JT Equity NIPPON EXPRESS CO LTD Industrials 495.00 2.02% 26.09.2014 31.63 30.30 30.26 30.24 -0.050 0.002 0.002 0.005 -0.010 0.000 0.000 0.0004581 JT Equity TAISHO PHARMACEUTICAL HOLDIN Health Care 7770.00 1.42% 26.09.20148369 JT Equity BANK OF KYOTO LTD/THE Financials 1095.00 0.91% 26.09.20145406 JT Equity KOBE STEEL LTD Materials 133.00 27.03.2014 48.07 46.08 40.31 34.25 -0.122 0.023 0.295 0.565 0.001 0.000 0.002 0.0054530 JT Equity HISAMITSU PHARMACEUTICAL CO Health Care 5900.00 1.19% 27.08.20142897 JT Equity NISSIN FOODS HOLDINGS CO LTD Consumer Staples 4330.00 1.73% 26.09.20148358 JT Equity SURUGA BANK LTD Financials 1937.00 0.77% 26.09.20143086 JT Equity J FRONT RETAILING CO LTD Consumer Discretionary 791.00 1.26% 27.08.20147832 JT Equity NAMCO BANDAI HOLDINGS INC Consumer Discretionary 1769.00 1.36% 26.09.20143861 JT Equity OJI HOLDINGS CORP Materials 392.00 2.55% 26.09.2014 37.74 35.29 35.25 35.29 0.039 0.004 0.005 0.004 0.003 0.000 0.000 0.0002801 JT Equity KIKKOMAN CORP Consumer Staples 1975.00 0.91% 27.03.20156481 JT Equity THK CO LTD Industrials 2663.00 0.83% 26.09.20142875 JT Equity TOYO SUISAN KAISHA LTD Consumer Staples 3410.00 1.47% 26.09.20149507 JT Equity SHIKOKU ELECTRIC POWER CO Utilities 1950.00 2.56% 26.09.20135334 JT Equity NGK SPARK PLUG CO LTD Consumer Discretionary 1942.00 1.13% 26.09.20145332 JT Equity TOTO LTD Industrials 1077.00 1.49% 26.09.20149404 JT Equity NIPPON TELEVISION HOLDINGS Consumer Discretionary 1876.00 1.55% 26.09.2014 37.26 35.32 35.26 35.51 0.193 0.002 0.004 0.030 0.011 0.000 0.000 0.0004613 JT Equity KANSAI PAINT CO LTD Materials 1422.00 0.98% 26.09.20145233 JT Equity TAIHEIYO CEMENT CORP Materials 291.00 1.37% 26.09.20146448 JT Equity BROTHER INDUSTRIES LTD Information Technology 1295.00 1.85% 26.09.20149843 JT Equity NITORI HOLDINGS CO LTD Consumer Discretionary 8560.00 1.17% 18.08.20141812 JT Equity KAJIMA CORP Industrials 339.00 1.47% 26.09.2014 48.68 41.36 41.29 41.32 0.020 -0.001 0.003 0.007 -0.023 0.000 0.000 0.0004307 JT Equity NOMURA RESEARCH INSTITUTE LT Information Technology 2986.00 1.74% 26.09.2014 37.14 35.36 33.96 32.76 -0.099 -0.101 -0.081 -0.053 -0.003 -0.001 -0.001 -0.0014536 JT Equity SANTEN PHARMACEUTICAL CO LTD Health Care 4640.00 2.16% 26.09.20147936 JT Equity ASICS CORP Consumer Discretionary 1777.00 0.79% 27.03.20156923 JT Equity STANLEY ELECTRIC CO LTD Consumer Discretionary 2109.00 1.42% 26.09.20148804 JT Equity TOKYO TATEMONO CO LTD Financials 858.00 0.47% 26.12.20148377 JT Equity HOKUHOKU FINANCIAL GROUP INC Financials 239.00 1.57% 27.03.20152269 JT Equity MEIJI HOLDINGS CO LTD Consumer Staples 4825.00 1.66% 26.09.20145012 JT Equity TONENGENERAL SEKIYU KK Energy 1012.00 3.75% 26.06.2014 24.33 24.04 24.00 23.90 -0.088 0.007 0.006 0.006 0.006 0.000 0.000 0.0009533 JT Equity TOHO GAS CO LTD Utilities 625.00 1.44% 26.09.20144151 JT Equity KYOWA HAKKO KIRIN CO LTD Health Care 1252.00 2.00% 26.06.20147532 JT Equity DON QUIJOTE CO LTD Consumer Discretionary 5340.00 0.58% 26.12.20136506 JT Equity YASKAWA ELECTRIC CORP Information Technology 1402.00 0.86% 17.09.20149602 JT Equity TOHO CO LTD Consumer Discretionary 2181.00 0.46% 27.08.20148729 JT Equity SONY FINANCIAL HOLDINGS INC Financials 1620.00 1.54% 27.03.20144732 JT Equity USS CO LTD Consumer Discretionary 13100.00 2.44% 26.09.20146965 JT Equity HAMAMATSU PHOTONICS KK Information Technology 3915.00 1.10% 27.03.20145110 JT Equity SUMITOMO RUBBER INDUSTRIES Consumer Discretionary 1860.00 1.61% 26.06.20148379 JT Equity HIROSHIMA BANK LTD/THE Financials 518.00 1.16% 26.09.20149505 JT Equity HOKURIKU ELECTRIC POWER CO Utilities 1537.00 3.25% 26.09.20139009 JT Equity KEISEI ELECTRIC RAILWAY CO Industrials 1004.00 0.60% 26.09.20147459 JT Equity MEDIPAL HOLDINGS CORP Health Care 1518.00 1.45% 26.09.20145101 JT Equity YOKOHAMA RUBBER CO LTD Consumer Discretionary 1269.00 1.73% 26.06.20142784 JT Equity ALFRESA HOLDINGS CORP Health Care 5790.00 1.69% 26.09.20148252 JT Equity MARUI GROUP CO LTD Consumer Discretionary 1149.00 1.57% 26.09.2014 37.24 40.31 40.23 40.20 0.219 0.003 0.004 0.004 0.023 0.000 0.000 0.0008227 JT Equity SHIMAMURA CO LTD Consumer Discretionary 12750.00 1.18% 18.08.20148233 JT Equity TAKASHIMAYA CO LTD Consumer Discretionary 1092.00 0.92% 27.08.20146305 JT Equity HITACHI CONSTRUCTION MACHINE Industrials 2645.00 1.89% 26.09.2014 43.78 49.40 54.34 59.11 0.371 0.278 0.106 -0.070 0.006 -0.001 -0.002 -0.0028028 JT Equity FAMILYMART CO LTD Consumer Staples 4640.00 2.20% 27.08.2014 25.34 25.07 24.87 24.88 -0.015 0.003 0.003 0.003 0.001 0.000 0.000 0.0009987 JT Equity SUZUKEN CO LTD Health Care 3700.00 1.35% 26.09.20148334 JT Equity GUNMA BANK LTD/THE Financials 634.00 1.50% 26.09.20145947 JT Equity RINNAI CORP Consumer Discretionary 8280.00 0.77% 26.09.20142282 JT Equity NIPPON MEAT PACKERS INC Consumer Staples 1618.00 1.61% 27.03.20156417 JT Equity SANKYO CO LTD Consumer Discretionary 4525.00 3.31% 26.09.20141803 JT Equity SHIMIZU CORP Industrials 400.00 1.75% 26.09.2014 31.39 31.15 31.10 31.03 -0.023 -0.001 0.003 0.008 0.001 0.000 0.000 0.0002002 JT Equity NISSHIN SEIFUN GROUP INC Consumer Staples 1347.00 1.48% 26.09.2014 23.22 23.60 24.05 24.55 -0.122 -0.043 -0.020 0.005 0.005 0.003 0.001 0.0004088 JT Equity AIR WATER INC Materials 1579.00 1.52% 26.09.20144506 JT Equity DAINIPPON SUMITOMO PHARMA CO Health Care 1837.00 0.98% 26.09.20148905 JT Equity AEON MALL CO LTD Financials 3020.00 0.73% 27.08.20144544 JT Equity MIRACA HOLDINGS INC Health Care 4955.00 1.74% 26.09.20144182 JT Equity MITSUBISHI GAS CHEMICAL CO Materials 805.00 1.49% 26.09.20148136 JT Equity SANRIO CO LTD Consumer Discretionary 5320.00 1.13% 26.09.20144704 JT Equity TREND MICRO INC Information Technology 3370.00 2.23% 26.12.2013 65.46 55.18 45.95 36.28 0.840 0.522 0.248 -0.020 -0.023 -0.014 -0.007 0.0016370 JT Equity KURITA WATER INDUSTRIES LTD Industrials 2248.00 1.96% 26.09.20146113 JT Equity AMADA CO LTD Industrials 807.00 1.73% 26.09.20148382 JT Equity CHUGOKU BANK LTD/THE Financials 1752.00 0.80% 26.09.20143003 JT Equity HULIC CO LTD Financials 1004.00 0.50% 26.06.20146268 JT Equity NABTESCO CORP Industrials 2460.00 1.54% 26.09.20149509 JT Equity HOKKAIDO ELECTRIC POWER CO Utilities 1347.00 27.03.20146473 JT Equity JTEKT CORP Industrials 1179.00 1.36% 26.09.20148359 JT Equity HACHIJUNI BANK LTD/THE Financials 687.00 1.16% 26.09.20149301 JT Equity MITSUBISHI LOGISTICS CORP Industrials 1751.00 0.69% 26.09.2014 31.54 31.27 31.20 31.13 -0.007 0.003 0.003 0.005 0.000 0.000 0.000 0.0004508 JT Equity MITSUBISHI TANABE PHARMA Health Care 1419.00 2.82% 26.09.20148410 JT Equity SEVEN BANK LTD Financials 371.00 1.89% 26.09.20149783 JT Equity BENESSE HOLDINGS INC Consumer Discretionary 3860.00 2.46% 26.09.20148593 JT Equity MITSUBISHI UFJ LEASE & FINAN Financials 487.00 1.38% 26.09.20146302 JT Equity SUMITOMO HEAVY INDUSTRIES Industrials 424.00 1.42% 26.09.2014 53.21 38.34 37.21 36.28 -0.108 -0.045 -0.044 -0.036 -0.018 -0.003 -0.001 0.0013231 JT Equity NOMURA REAL ESTATE HOLDINGS Financials 2538.00 1.18% 26.09.20142433 JT Equity HAKUHODO DY HOLDINGS INC Consumer Discretionary 8180.00 1.10% 26.09.20145901 JT Equity TOYO SEIKAN GROUP HOLDINGS L Materials 1577.00 0.89% 26.09.2014 39.37 39.14 39.52 39.92 -0.040 -0.038 -0.004 0.031 0.002 0.002 0.001 0.000Option Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctAt The Money Implied Volatilities by TermsTOPIX1000Index-TPX1000Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  3. 3. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM2Vol - 6MATM2Vol - 12MATM2Vol - 18MATM2Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M6361 JT Equity EBARA CORP Industrials 543.00 0.92% 26.09.20146504 JT Equity FUJI ELECTRIC CO LTD Industrials 387.00 1.29% 26.09.20138304 JT Equity AOZORA BANK LTD Financials 325.00 4.31% 27.03.20146857 JT Equity ADVANTEST CORP Information Technology 1699.00 1.18% 26.09.2014 53.42 47.63 47.52 47.35 0.285 -0.052 -0.023 -0.012 -0.010 0.002 0.001 0.0002432 JT Equity DENA CO LTD Information Technology 2211.00 2.26% 27.03.2014 50.68 50.27 50.13 49.91 0.002 0.003 0.004 0.005 0.000 0.000 0.000 0.0009766 JT Equity KONAMI CORP Information Technology 2554.00 1.33% 26.09.2014 58.66 32.30 32.24 32.22 0.710 0.004 0.004 0.005 -0.020 0.000 0.000 0.0008385 JT Equity IYO BANK LTD/THE Financials 1073.00 0.93% 26.09.20144612 JT Equity NIPPON PAINT CO LTD Materials 1239.00 1.13% 26.09.20148327 JT Equity NISHI-NIPPON CITY BANK LTD Financials 321.00 1.56% 26.09.20146841 JT Equity YOKOGAWA ELECTRIC CORP Information Technology 1109.00 1.08% 26.09.20144202 JT Equity DAICEL CORP Materials 889.00 1.35% 26.09.20144062 JT Equity IBIDEN CO LTD Information Technology 1816.00 1.65% 26.09.2013 46.94 45.35 45.25 45.25 0.386 0.003 0.004 0.004 -0.014 0.000 0.000 0.0009962 JT Equity MISUMI GROUP INC Industrials 2999.00 0.95% 26.09.20144183 JT Equity MITSUI CHEMICALS INC Materials 244.00 2.46% 26.09.2014 43.80 43.40 43.28 43.26 -0.011 0.008 0.005 0.003 0.000 0.000 0.000 0.0005214 JT Equity NIPPON ELECTRIC GLASS CO LTD Information Technology 583.00 2.74% 26.09.2014 56.88 49.32 49.20 49.80 0.011 -0.065 -0.049 -0.045 -0.014 -0.002 -0.002 -0.0018418 JT Equity YAMAGUCHI FINANCIAL GROUP IN Financials 1092.00 1.10% 26.09.20144091 JT Equity TAIYO NIPPON SANSO CORP Materials 777.00 1.54% 26.09.20142768 JT Equity SOJITZ CORP Industrials 171.00 2.34% 26.09.2014 37.97 39.71 38.93 37.65 0.517 0.462 0.411 0.324 0.005 -0.011 -0.009 -0.0067276 JT Equity KOITO MANUFACTURING CO LTD Consumer Discretionary 2109.00 0.95% 26.09.20139048 JT Equity NAGOYA RAILROAD CO LTD Industrials 301.00 1.33% 27.03.20155471 JT Equity DAIDO STEEL CO LTD Materials 638.00 0.78% 26.09.20144042 JT Equity TOSOH CORP Materials 368.00 1.63% 26.09.20144004 JT Equity SHOWA DENKO K K Materials 158.00 1.90% 26.12.20144208 JT Equity UBE INDUSTRIES LTD Materials 205.00 2.44% 27.03.20151911 JT Equity SUMITOMO FORESTRY CO LTD Consumer Discretionary 1332.00 1.43% 26.09.20146727 JT Equity WACOM CO LTD Information Technology 559000.00 1.25% 27.03.20158616 JT Equity TOKAI TOKYO FINANCIAL HOLDIN Financials 904.00 2.65% 26.09.20134205 JT Equity ZEON CORP Materials 1134.00 1.15% 26.09.20148570 JT Equity AEON FINANCIAL SERVICE CO LT Financials 2842.00 1.58% 26.09.20137701 JT Equity SHIMADZU CORP Information Technology 852.00 1.06% 26.09.20142229 JT Equity CALBEE INC Consumer Staples 9920.00 0.73% 27.03.20155631 JT Equity JAPAN STEEL WORKS LTD Industrials 627.00 0.80% 26.09.2014 94.69 47.39 38.81 30.57 1.330 0.640 0.444 0.253 -0.057 -0.002 -0.003 -0.0045019 JT Equity IDEMITSU KOSAN CO LTD Energy 8140.00 2.46% 26.09.20142531 JT Equity TAKARA HOLDINGS INC Consumer Staples 1150.00 0.78% 27.03.2015 117.91 89.20 66.63 44.57 1.283 0.784 1.153 1.532 -0.074 -0.017 -0.014 -0.0122212 JT Equity YAMAZAKI BAKING CO LTD Consumer Staples 1231.00 1.30% 26.12.20144666 JT Equity PARK24 CO LTD Industrials 1948.00 1.80% 29.10.20143659 JT Equity NEXON CO LTD Information Technology 1230.00 0.81% 26.06.20149364 JT Equity KAMIGUMI CO LTD Industrials 893.00 1.12% 26.09.20143401 JT Equity TEIJIN LTD Materials 248.00 1.61% 26.09.20145991 JT Equity NHK SPRING CO LTD Consumer Discretionary 1297.00 1.16% 26.09.20139107 JT Equity KAWASAKI KISEN KAISHA LTD Industrials 224.00 1.56% 27.03.2015 44.86 54.26 58.00 62.12 -0.097 -0.120 -0.119 -0.105 0.027 0.014 0.008 0.0024272 JT Equity NIPPON KAYAKU CO LTD Materials 1330.00 1.50% 26.09.20144021 JT Equity NISSAN CHEMICAL INDUSTRIES Materials 1366.00 1.90% 26.09.20148609 JT Equity OKASAN SECURITIES GROUP INC Financials 1164.00 1.29% 27.03.20141808 JT Equity HASEKO CORP Consumer Discretionary 137.00 105.69 69.66 57.61 45.38 0.086 0.482 0.419 0.358 -0.075 -0.024 -0.013 -0.0015463 JT Equity MARUICHI STEEL TUBE LTD Materials 2722.00 2.28% 26.09.20149045 JT Equity KEIHAN ELECTRIC RAILWAY CO Industrials 423.00 1.18% 26.09.20145714 JT Equity DOWA HOLDINGS CO LTD Materials 807.00 1.49% 27.03.20156724 JT Equity SEIKO EPSON CORP Information Technology 1359.00 1.91% 26.09.20146952 JT Equity CASIO COMPUTER CO LTD Consumer Discretionary 971.00 2.06% 26.09.2014 36.31 34.31 34.46 34.49 -0.108 -0.054 -0.055 -0.060 -0.001 0.000 0.000 0.0008515 JT Equity AIFUL CORP Financials 1123.008933 JT Equity NTT URBAN DEVELOPMENT CORP Financials 149500.00 1.07% 26.09.20146976 JT Equity TAIYO YUDEN CO LTD Information Technology 1869.00 0.54% 26.09.2014 57.33 55.48 56.66 57.79 -0.063 -0.041 -0.011 0.003 0.003 0.002 0.001 0.0004631 JT Equity DIC CORP Materials 244.00 2.46% 26.06.2014 39.81 39.30 39.26 39.33 -0.027 0.004 0.002 0.001 0.002 0.000 0.000 0.0004684 JT Equity OBIC CO LTD Information Technology 26390.00 1.89% 26.09.20144540 JT Equity TSUMURA & CO Health Care 3140.00 2.04% 26.09.20144716 JT Equity ORACLE CORP JAPAN Information Technology 4540.00 1.92% 28.05.2014 30.57 30.29 30.22 30.13 0.007 0.006 0.006 0.009 0.000 0.000 0.000 0.0004768 JT Equity OTSUKA CORP Information Technology 10100.00 2.03% 26.12.20142809 JT Equity KEWPIE CORP Consumer Staples 1564.00 1.41% 28.05.20147453 JT Equity RYOHIN KEIKAKU CO LTD Consumer Discretionary 8490.00 1.83% 27.08.20146674 JT Equity GS YUASA CORP Industrials 461.00 1.74% 27.03.2015 34.57 34.27 34.19 34.08 0.006 -0.002 0.001 0.006 0.000 0.000 0.000 0.0003391 JT Equity TSURUHA HOLDINGS INC Consumer Staples 9090.00 1.21% 13.11.20134967 JT Equity KOBAYASHI PHARMACEUTICAL CO Consumer Staples 5540.00 1.48% 26.09.20144118 JT Equity KANEKA CORP Materials 670.00 2.39% 26.09.20147951 JT Equity YAMAHA CORP Consumer Discretionary 1188.00 1.26% 26.09.20148341 JT Equity 77 BANK LTD/THE Financials 562.00 1.25% 26.09.20144555 JT Equity SAWAI PHARMACEUTICAL CO LTD Health Care 12610.00 1.43% 26.09.20148572 JT Equity ACOM CO LTD Financials 4330.008219 JT Equity AOYAMA TRADING CO LTD Consumer Discretionary 3115.00 2.25% 26.09.20144061 JT Equity DENKI KAGAKU KOGYO K K Materials 398.00 2.51% 26.09.20145486 JT Equity HITACHI METALS LTD Materials 1122.00 1.25% 26.09.20146366 JT Equity CHIYODA CORP Industrials 1029.00 1.85% 27.03.20157240 JT Equity NOK CORP Consumer Discretionary 1716.00 1.17% 26.09.20149989 JT Equity SUNDRUG CO LTD Consumer Staples 4420.00 1.18% 26.09.20146849 JT Equity NIHON KOHDEN CORP Health Care 4165.00 1.44% 26.09.20146457 JT Equity GLORY LTD Industrials 2769.00 1.59% 26.09.20145801 JT Equity FURUKAWA ELECTRIC CO LTD Industrials 250.00 1.20% 27.03.2015 42.91 47.31 47.29 47.12 -0.210 0.001 0.004 0.006 -0.007 0.000 0.000 0.0009044 JT Equity NANKAI ELECTRIC RAILWAY CO Industrials 394.00 1.27% 27.03.20154114 JT Equity NIPPON SHOKUBAI CO LTD Materials 1071.00 1.49% 26.09.20143863 JT Equity NIPPON PAPER INDUSTRIES CO L Materials 1601.00 2.50% 40.66 40.27 40.16 40.05 0.003 0.003 0.004 0.007 0.000 0.000 0.000 0.0006146 JT Equity DISCO CORP Information Technology 6880.00 1.02% 26.09.20148282 JT Equity KS HOLDINGS CORP Consumer Discretionary 3230.00 1.86% 26.09.20146925 JT Equity USHIO INC Industrials 1308.00 1.68% 27.03.20152501 JT Equity SAPPORO HOLDINGS LTD Consumer Staples 432.00 1.62% 26.12.20143436 JT Equity SUMCO CORP Information Technology 1237.00 0.16% 29.01.2014 43.67 51.84 50.92 50.19 0.275 0.168 0.163 0.158 0.007 -0.002 -0.002 -0.0026465 JT Equity HOSHIZAKI ELECTRIC CO LTD Industrials 3590.00 0.84% 26.12.20147762 JT Equity CITIZEN HOLDINGS CO LTD Information Technology 689.00 1.45% 26.09.20147282 JT Equity TOYODA GOSEI CO LTD Consumer Discretionary 2747.00 1.89% 26.09.20146754 JT Equity ANRITSU CORP Information Technology 1446.00 1.38% 26.09.20146592 JT Equity MABUCHI MOTOR CO LTD Industrials 5480.00 1.09% 26.06.2014 25.45 25.29 25.23 25.14 -0.002 0.002 0.003 0.004 0.000 0.000 0.000 0.0008036 JT Equity HITACHI HIGH-TECHNOLOGIES CO Information Technology 2583.00 0.77% 26.09.20145002 JT Equity SHOWA SHELL SEKIYU KK Energy 823.00 2.19% 26.06.20148012 JT Equity NAGASE & CO LTD Industrials 1373.00 2.04% 26.09.20146856 JT Equity HORIBA LTD Information Technology 3870.00 1.16% 26.06.20144912 JT Equity LION CORP Consumer Staples 633.00 1.58% 26.06.20142371 JT Equity KAKAKU.COM INC Information Technology 2682.00 0.75% 27.03.20145444 JT Equity YAMATO KOGYO CO LTD Materials 3515.00 0.85% 26.09.20143101 JT Equity TOYOBO CO LTD Materials 172.00 2.03% 27.03.20151721 JT Equity COMSYS HOLDINGS CORP Industrials 1394.00 1.43% 26.09.20144217 JT Equity HITACHI CHEMICAL CO LTD Materials 1674.00 2.15% 26.09.20149401 JT Equity TOKYO BROADCASTING SYSTEM Consumer Discretionary 1398.00 1.14% 26.09.20146136 JT Equity OSG CORP Industrials 1722.00 1.34% 28.05.20142579 JT Equity COCA-COLA WEST CO LTD Consumer Staples 1945.00 2.11% 26.06.20148628 JT Equity MATSUI SECURITIES CO LTD Financials 1238.00 1.62% 27.03.20148585 JT Equity ORIENT CORP Financials 364.006141 JT Equity MORI SEIKI CO LTD Industrials 1310.00 1.53% 26.09.20142593 JT Equity ITO EN LTD Consumer Staples 2362.00 1.61% 29.10.20132811 JT Equity KAGOME CO LTD Consumer Staples 1788.00 1.23% 27.03.20157313 JT Equity TS TECH CO LTD Consumer Discretionary 3400.00 1.18% 26.09.20144521 JT Equity KAKEN PHARMACEUTICAL CO LTD Health Care 1735.00 2.77% 26.09.20146703 JT Equity OKI ELECTRIC INDUSTRY CO LTD Information Technology 196.00 84.78 84.05 73.89 63.99 0.315 0.303 0.240 0.182 -0.045 -0.045 -0.026 -0.0064569 JT Equity KYORIN HOLDINGS INC Health Care 2537.00 2.05% 26.09.20147003 JT Equity MITSUI ENGINEER & SHIPBUILD Industrials 183.00 1.09% 27.03.20156472 JT Equity NTN CORP Industrials 328.00 0.61% 26.09.20132810 JT Equity HOUSE FOODS CORP Consumer Staples 1782.00 1.68% 26.09.20148439 JT Equity CENTURY TOKYO LEASING CORP Financials 2973.00 1.75% 26.09.20148415 JT Equity KIYO HOLDINGS INC Financials 175.00 17.14% 27.03.20158273 JT Equity IZUMI CO LTD Consumer Discretionary 2806.00 1.43% 27.08.20141662 JT Equity JAPAN PETROLEUM EXPLORATION Energy 4270.00 1.17% 26.09.20148129 JT Equity TOHO HOLDINGS CO LTD Health Care 2153.00 0.74% 26.09.20142331 JT Equity SOHGO SECURITY SERVICES CO Industrials 1772.00 1.41% 26.09.20143591 JT Equity WACOAL HOLDINGS CORP Consumer Discretionary 1074.00 2.61% 27.03.20155706 JT Equity MITSUI MINING & SMELTING CO Materials 250.00 1.20% 27.03.2015 35.61 35.34 35.23 34.97 0.005 0.005 0.005 0.005 0.000 0.000 0.000 0.0002871 JT Equity NICHIREI CORP Consumer Staples 556.00 1.80% 26.09.2014Option Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctAt The 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  4. 4. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM2 RefDividendYieldNext Ex-DividendDateATM2Vol - 30DATM2Vol - 60DATM2Vol - 90DATM2Vol - 6MATM2Vol - 12MATM2Vol - 18MATM2Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M8086 JT Equity NIPRO CORP Health Care 1247.00 2.04% 26.09.20149076 JT Equity SEINO HOLDINGS CO LTD Industrials 843.00 1.30% 27.03.20158016 JT Equity ONWARD HOLDINGS CO LTD Consumer Discretionary 929.00 2.58% 25.02.20158270 JT Equity UNY GROUP HOLDINGS CO LTD Consumer Staples 686.00 3.50% 18.08.20146845 JT Equity AZBIL CORP Information Technology 2311.00 2.73% 26.09.20149601 JT Equity SHOCHIKU CO LTD Consumer Discretionary 987.00 0.30% 25.02.20158242 JT Equity H2O RETAILING CORP Consumer Discretionary 988.00 1.27% 26.09.20145007 JT Equity COSMO OIL COMPANY LTD Energy 219.00 3.65% 27.03.20147004 JT Equity HITACHI ZOSEN CORP Industrials 160.00 1.25% 27.03.20155803 JT Equity FUJIKURA LTD Industrials 376.00 1.60% 26.09.2014 41.72 41.30 41.17 41.13 0.004 0.003 0.005 0.006 0.000 0.000 0.000 0.0006395 JT Equity TADANO LTD Industrials 1296.00 1.23% 26.09.20144527 JT Equity ROHTO PHARMACEUTICAL CO LTD Health Care 1421.00 1.27% 26.09.20148184 JT Equity SHIMACHU CO LTD Consumer Discretionary 2761.00 1.99% 26.02.20148336 JT Equity MUSASHINO BANK LTD/THE Financials 3915.00 1.79% 26.09.20147956 JT Equity PIGEON CORP Consumer Staples 8140.00 1.50% 29.07.20144206 JT Equity AICA KOGYO CO LTD Industrials 2091.00 1.82% 26.09.20148366 JT Equity SHIGA BANK LTD/THE Financials 659.00 0.91% 26.09.20147649 JT Equity SUGI HOLDINGS CO LTD Consumer Staples 3855.00 0.83% 27.08.20144321 JT Equity KENEDIX INC Financials 60700.005929 JT Equity SANWA HOLDINGS CORP Industrials 627.00 1.91% 26.09.20149003 JT Equity SOTETSU HOLDINGS INC Industrials 376.00 1.33% 26.09.20148595 JT Equity JAFCO CO LTD Financials 4455.00 0.56% 27.03.20149832 JT Equity AUTOBACS SEVEN CO LTD Consumer Discretionary 1634.00 3.30% 26.09.20145202 JT Equity NIPPON SHEET GLASS CO LTD Industrials 125.00 1.60% 26.09.2013 50.80 56.49 56.39 56.22 0.517 0.001 -0.001 0.002 0.025 0.000 0.000 0.0006103 JT Equity OKUMA CORP Industrials 870.00 1.15% 26.09.20147860 JT Equity AVEX GROUP HOLDINGS INC Consumer Discretionary 3145.00 1.59% 26.09.20142413 JT Equity M3 INC Health Care 236200.00 0.47% 27.03.20147735 JT Equity DAINIPPON SCREEN MFG CO LTD Information Technology 567.00 0.53% 27.03.20153349 JT Equity COSMOS PHARMACEUTICAL CORP Consumer Staples 11620.00 0.52% 27.11.20133116 JT Equity TOYOTA BOSHOKU CORP Consumer Discretionary 1638.00 1.10% 26.09.20145232 JT Equity SUMITOMO OSAKA CEMENT CO LTD Materials 307.00 1.63% 26.09.20148394 JT Equity HIGO BANK LTD/THE Financials 702.00 1.28% 26.09.20143360 JT Equity SHIP HEALTHCARE HOLDINGS INC Health Care 4025.00 0.87% 27.03.20154681 JT Equity RESORTTRUST INC Consumer Discretionary 3200.00 1.88% 26.09.20148356 JT Equity JUROKU BANK LTD/THE Financials 456.00 1.54% 26.09.20144665 JT Equity DUSKIN CO LTD Industrials 1990.00 2.01% 26.09.20144045 JT Equity TOAGOSEI CO LTD Materials 446.00 2.24% 26.06.20147988 JT Equity NIFCO INC Consumer Discretionary 2333.00 2.01% 26.09.20149719 JT Equity SCSK CORP Information Technology 2322.00 1.72% 26.09.20141944 JT Equity KINDEN CORP Industrials 730.00 1.64% 26.09.2014 35.07 26.10 26.09 26.32 -0.175 -0.015 0.006 0.025 -0.006 -0.004 -0.004 -0.0049435 JT Equity HIKARI TSUSHIN INC Consumer Discretionary 5440.00 1.69% 26.06.20136770 JT Equity ALPS ELECTRIC CO LTD Information Technology 729.00 0.69% 27.03.2014 55.68 50.45 50.34 50.15 0.176 0.003 0.004 0.007 -0.016 0.000 0.000 0.0009409 JT Equity TV ASAHI CORP Consumer Discretionary 2132.00 0.94% 26.09.20144534 JT Equity MOCHIDA PHARMACEUTICAL CO Health Care 1373.00 1.97% 26.09.20149031 JT Equity NISHI-NIPPON RAILROAD CO LTD Industrials 403.00 1.49% 26.09.20148840 JT Equity DAIKYO INC Financials 341.00 0.88% 27.03.20158544 JT Equity KEIYO BANK LTD/THE Financials 638.00 1.57% 26.09.20148324 JT Equity DAISHI BANK LTD/THE Financials 411.00 1.70% 26.09.20149681 JT Equity TOKYO DOME CORP Consumer Discretionary 668.00 0.75% 28.01.20158388 JT Equity AWA BANK LTD/THE Financials 640.00 1.09% 26.09.20146376 JT Equity NIKKISO CO LTD Health Care 1460.00 1.10% 26.09.20143632 JT Equity GREE INC Information Technology 997.00 3.21% 26.06.2013 50.94 52.65 52.25 51.58 0.002 -0.019 0.042 0.089 0.000 -0.001 -0.002 -0.0023105 JT Equity NISSHINBO HOLDINGS INC Industrials 761.00 1.97% 26.09.20148390 JT Equity KAGOSHIMA BANK LTD/THE Financials 739.00 1.22% 26.09.20143626 JT Equity IT HOLDINGS CORP Information Technology 1543.00 1.62% 26.09.20144739 JT Equity ITOCHU TECHNO-SOLUTIONS CORP Information Technology 4330.00 2.54% 26.09.2014 29.55 29.30 29.25 29.24 0.001 0.003 0.003 0.005 0.000 0.000 0.000 0.0005105 JT Equity TOYO TIRE & RUBBER CO LTD Consumer Discretionary 580.00 1.55% 26.12.20149706 JT Equity JAPAN AIRPORT TERMINAL CO Industrials 1476.00 0.68% 26.09.20142131 JT Equity ACCORDIA GOLF CO LTD Consumer Discretionary 109600.00 5.11% 27.03.20156479 JT Equity MINEBEA CO LTD Industrials 367.00 1.91% 26.09.2014 35.97 35.61 35.54 35.52 -0.016 0.005 0.005 0.003 0.001 0.000 0.000 0.0008524 JT Equity NORTH PACIFIC BANK LTD Financials 336.00 1.49% 27.03.20154922 JT Equity KOSE CORP Consumer Staples 2650.00 1.58% 26.09.20146995 JT Equity TOKAI RIKA CO LTD Consumer Discretionary 2126.00 1.60% 26.09.20148425 JT Equity IBJ LEASING CO LTD Financials 3335.00 1.56% 26.09.20144095 JT Equity NIHON PARKERIZING CO LTD Materials 1989.00 1.26% 26.09.20148060 JT Equity CANON MARKETING JAPAN INC Consumer Discretionary 1493.00 1.61% 26.06.20148698 JT Equity MONEX GROUP INC Financials 43900.00 0.55% 26.09.20131951 JT Equity KYOWA EXEO CORP Industrials 1209.00 1.99% 26.09.20142670 JT Equity ABC-MART INC Consumer Discretionary 4150.00 1.20% 27.08.20146474 JT Equity NACHI-FUJIKOSHI CORP Industrials 522.00 1.15% 26.11.20148848 JT Equity LEOPALACE21 CORP Financials 512.008361 JT Equity OGAKI KYORITSU BANK LTD/THE Financials 367.00 1.91% 26.09.20148130 JT Equity SANGETSU CO LTD Consumer Discretionary 2755.00 2.72% 26.09.20144186 JT Equity TOKYO OHKA KOGYO CO LTD Materials 2370.00 2.03% 26.09.20148363 JT Equity HOKKOKU BANK LTD/THE Financials 430.00 1.40% 26.09.20148381 JT Equity SAN-IN GODO BANK LTD/THE Financials 832.00 1.20% 26.09.20143941 JT Equity RENGO CO LTD Materials 565.00 2.12% 26.09.20147550 JT Equity ZENSHO HOLDINGS CO LTD Consumer Discretionary 1264.00 1.27% 26.09.20148218 JT Equity KOMERI CO LTD Consumer Discretionary 3125.00 1.15% 26.09.20149072 JT Equity NIPPON KONPO UNYU SOKO CO Industrials 1550.00 2.58% 26.09.20149684 JT Equity SQUARE ENIX HOLDINGS CO LTD Information Technology 1307.00 2.30% 26.09.20143092 JT Equity START TODAY CO LTD Consumer Discretionary 1705.00 1.17% 26.09.20149065 JT Equity SANKYU INC Industrials 381.00 2.36% 27.03.20157242 JT Equity KYB CO LTD Consumer Discretionary 607.00 1.32% 26.09.20149747 JT Equity ASATSU-DK INC Consumer Discretionary 2683.00 0.93% 26.06.20144927 JT Equity POLA ORBIS HOLDINGS INC Consumer Staples 3695.00 1.49% 26.06.20148088 JT Equity IWATANI CORP Industrials 420.00 1.67% 27.03.20152206 JT Equity EZAKI GLICO CO LTD Consumer Staples 1132.00 1.33% 26.09.20143088 JT Equity MATSUMOTOKIYOSHI HOLDINGS CO Consumer Staples 2747.00 1.46% 26.09.20141883 JT Equity MAEDA ROAD CONSTRUCTION CO Industrials 1421.00 1.76% 27.03.20158714 JT Equity SENSHU IKEDA HOLDINGS INC Financials 560.00 2.68% 27.03.20154401 JT Equity ADEKA CORP Materials 1009.00 2.18% 26.09.20148368 JT Equity HYAKUGO BANK LTD/THE Financials 507.00 1.48% 26.09.20142607 JT Equity FUJI OIL CO LTD Consumer Staples 1650.00 1.58% 26.09.20144403 JT Equity NOF CORP Materials 552.00 1.99% 26.09.20144043 JT Equity TOKUYAMA CORPORATION Materials 294.00 2.04% 26.09.20148586 JT Equity HITACHI CAPITAL CORP Financials 2302.00 1.82% 26.09.20142685 JT Equity POINT INC Consumer Discretionary 4895.00 2.45% 27.08.20144634 JT Equity TOYO INK SC HOLDINGS CO LTD Materials 472.00 2.54% 26.09.20147606 JT Equity UNITED ARROWS LTD Consumer Discretionary 4195.00 1.45% 26.09.20147222 JT Equity NISSAN SHATAI CO LTD Consumer Discretionary 1296.00 0.69% 26.09.20147230 JT Equity NISSIN KOGYO CO LTD Consumer Discretionary 2162.00 1.85% 26.09.20143774 JT Equity INTERNET INITIATIVE JAPAN Information Technology 3805.00 0.58% 26.09.20147729 JT Equity TOKYO SEIMITSU CO LTD Information Technology 2435.00 1.03% 27.03.20145949 JT Equity UNIPRES CORP Consumer Discretionary 2477.00 1.01% 26.09.20145413 JT Equity NISSHIN STEEL HOLDINGS CO LT Materials 980.00 0.51% 27.03.20143050 JT Equity DCM HOLDINGS CO LTD Consumer Discretionary 884.00 2.26% 27.08.20148367 JT Equity NANTO BANK LTD/THE Financials 444.00 1.35% 26.09.20149956 JT Equity VALOR CO LTD Consumer Staples 2001.00 1.50% 26.09.20141334 JT Equity MARUHA NICHIRO HOLDINGS INC Consumer Staples 197.00 1.52% 27.03.20159412 JT Equity SKY PERFECT JSAT HOLDINGS Consumer Discretionary 49350.00 2.43% 26.09.20148386 JT Equity HYAKUJUSHI BANK LTD/THE Financials 389.00 1.80% 26.09.20144547 JT Equity KISSEI PHARMACEUTICAL CO LTD Health Care 2154.00 1.86% 26.09.20147966 JT Equity LINTEC CORP Materials 1953.00 2.15% 26.09.20147312 JT Equity TAKATA CORP Consumer Discretionary 2295.00 1.31% 27.03.20141414 JT Equity SHO-BOND HOLDINGS CO LTD Industrials 4155.00 1.28% 26.12.20137984 JT Equity KOKUYO CO LTD Industrials 794.00 1.89% 26.06.20146412 JT Equity HEIWA CORP Consumer Discretionary 1900.00 3.16% 26.09.20147296 JT Equity FCC CO LTD Consumer Discretionary 2520.00 1.59% 26.09.20148522 JT Equity BANK OF NAGOYA LTD/THE Financials 461.00 1.41% 26.09.20141833 JT Equity OKUMURA CORP Industrials 414.00 2.17% 27.03.20151881 JT Equity NIPPO CORP Industrials 1580.00 0.95% 27.03.20154917 JT Equity MANDOM CORP Consumer Staples 3640.00 1.81% 26.09.20148803 JT Equity HEIWA REAL ESTATE CO LTD Financials 2188.00 1.01% 26.09.20143064 JT Equity MONOTARO CO LTD Industrials 3070.00 0.39% 26.06.20149303 JT Equity SUMITOMO WAREHOUSE CO LTD Industrials 609.00 1.81% 26.09.2014At The Money Implied Volatilities by TermsOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctTOPIX1000Index-TPX1000Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  5. 5. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM3 RefDividendYieldNext Ex-DividendDateATM3Vol - 30DATM3Vol - 60DATM3Vol - 90DATM3Vol - 6MATM3Vol - 12MATM3Vol - 18MATM3Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M9449 JT Equity GMO INTERNET INC Information Technology 1224.00 1.14% 27.03.20146383 JT Equity DAIFUKU CO LTD Industrials 878.00 1.71% 26.09.20143593 JT Equity HOGY MEDICAL CO LTD Health Care 6090.00 1.77% 26.06.20149744 JT Equity MEITEC CORP Industrials 2594.00 2.78% 26.09.20141860 JT Equity TODA CORP Industrials 301.00 1.66% 27.03.20158078 JT Equity HANWA CO LTD Industrials 391.00 3.07% 26.09.20146967 JT Equity SHINKO ELECTRIC INDUSTRIES Information Technology 1139.00 1.76% 26.09.20145943 JT Equity NORITZ CORP Industrials 1863.00 1.61% 26.06.20149603 JT Equity H I S CO LTD Consumer Discretionary 4430.00 0.77% 29.10.20143608 JT Equity TSI HOLDINGS CO LTD Consumer Discretionary 698.00 2.51% 25.02.20154541 JT Equity NICHI-IKO PHARMACEUTICAL CO Health Care 2480.00 1.29% 26.09.20146005 JT Equity MIURA CO LTD Industrials 2414.00 1.74% 26.09.20144516 JT Equity NIPPON SHINYAKU CO LTD Health Care 1712.00 1.34% 26.09.20146588 JT Equity TOSHIBA TEC CORP Information Technology 594.00 1.35% 26.09.20146310 JT Equity ISEKI & CO LTD Industrials 368.00 0.82% 27.03.20151979 JT Equity TAIKISHA LTD Industrials 2290.00 1.97% 26.09.20147981 JT Equity TAKARA STANDARD CO LTD Industrials 796.00 1.26% 26.09.20145541 JT Equity PACIFIC METALS CO LTD Materials 544.00 1.29% 26.09.20146508 JT Equity MEIDENSHA CORP Industrials 366.00 1.37% 27.03.20157864 JT Equity FUJI SEAL INTERNATIONAL INC Materials 2980.00 1.24% 26.09.20147248 JT Equity CALSONIC KANSEI CORP Consumer Discretionary 532.00 1.41% 26.09.20148424 JT Equity FUYO GENERAL LEASE CO LTD Financials 3830.00 1.83% 26.09.20148511 JT Equity JAPAN SECURITIES FINANCE CO Financials 950.00 1.47% 26.09.20143098 JT Equity COCOKARA FINE INC Consumer Staples 3490.00 1.72% 26.09.20147274 JT Equity SHOWA CORP Consumer Discretionary 1520.00 1.84% 26.09.20145932 JT Equity SANKYO TATEYAMA INC Industrials 2594.00 0.77% 28.05.20144203 JT Equity SUMITOMO BAKELITE CO LTD Materials 435.00 2.30% 26.09.20141893 JT Equity PENTA-OCEAN CONSTRUCTION CO Industrials 266.00 0.75% 27.03.20157278 JT Equity EXEDY CORP Consumer Discretionary 2606.00 1.92% 26.09.20147251 JT Equity KEIHIN CORP Consumer Discretionary 1710.00 1.75% 26.09.20149934 JT Equity INABA DENKI SANGYO CO LTD Industrials 3035.00 3.72% 27.03.20158276 JT Equity HEIWADO CO LTD Consumer Staples 1762.00 1.42% 18.08.20148397 JT Equity BANK OF OKINAWA LTD/THE Financials 4770.00 1.36% 26.09.20142127 JT Equity NIHON M&A CENTER INC Industrials 6490.00 0.92% 26.09.20141824 JT Equity MAEDA CORP Industrials 501.00 1.40% 27.03.20159075 JT Equity FUKUYAMA TRANSPORTING CO LTD Industrials 568.00 1.76% 26.09.20146371 JT Equity TSUBAKIMOTO CHAIN CO Industrials 639.00 1.25% 26.09.20146436 JT Equity AMANO CORP Information Technology 1125.00 2.31% 26.09.20147224 JT Equity SHINMAYWA INDUSTRIES LTD Industrials 842.00 1.19% 26.09.20148895 JT Equity ARNEST ONE CORP Consumer Discretionary 2080.00 2.12% 26.09.20149672 JT Equity TOKYOTOKEIBA CO LTD Consumer Discretionary 421.00 0.71% 26.06.20146222 JT Equity SHIMA SEIKI MFG LTD Industrials 2478.00 1.21% 26.09.20149749 JT Equity FUJI SOFT INC Information Technology 2480.00 0.85% 26.09.20149948 JT Equity ARCS CO LTD Consumer Staples 1993.00 2.01% 27.08.20148624 JT Equity ICHIYOSHI SECURITIES CO LTD Financials 1517.00 1.32% 26.09.20135857 JT Equity ASAHI HOLDINGS INC Materials 2123.00 2.83% 26.09.20149375 JT Equity KINTETSU WORLD EXPRESS INC Industrials 3710.00 1.08% 26.09.20142001 JT Equity NIPPON FLOUR MILLS CO LTD Consumer Staples 483.00 2.48% 26.09.20142270 JT Equity MEGMILK SNOW BRAND CO LTD Consumer Staples 1508.00 1.99% 27.03.20156135 JT Equity MAKINO MILLING MACHINE CO Industrials 684.00 1.46% 26.09.20146996 JT Equity NICHICON CORP Information Technology 1049.00 1.53% 26.09.20146349 JT Equity KOMORI CORP Industrials 1294.00 0.77% 26.09.20148345 JT Equity BANK OF IWATE LTD/THE Financials 4625.00 1.30% 26.09.20148185 JT Equity CHIYODA CO LTD Consumer Discretionary 2823.00 2.13% 27.08.20144044 JT Equity CENTRAL GLASS CO LTD Industrials 351.00 2.28% 26.09.20149697 JT Equity CAPCOM CO LTD Information Technology 1727.00 2.32% 26.09.20148399 JT Equity BANK OF THE RYUKYUS LTD Financials 1590.00 1.89% 26.09.20145451 JT Equity YODOGAWA STEEL WORKS LTD Materials 437.00 2.29% 26.09.20141417 JT Equity MIRAIT HOLDINGS CORP Industrials 1020.00 1.96% 26.09.20148237 JT Equity MATSUYA CO LTD Consumer Discretionary 1623.007518 JT Equity NET ONE SYSTEMS CO LTD Information Technology 897.00 3.79% 26.09.20147817 JT Equity PARAMOUNT BED HOLDINGS CO LT Health Care 3740.00 1.34% 26.09.20148050 JT Equity SEIKO HOLDINGS CORP Consumer Discretionary 504.00 0.99% 27.03.20157616 JT Equity COLOWIDE CO LTD Consumer Discretionary 977.00 0.51% 27.03.20153865 JT Equity HOKUETSU KISHU PAPER CO LTD Materials 492.00 2.44% 26.09.20146773 JT Equity PIONEER CORP Consumer Discretionary 263.00 50.73 50.41 50.28 50.13 0.001 -0.005 0.000 0.006 0.000 0.000 0.000 0.0008600 JT Equity TOMONY HOLDINGS INC Financials 419.00 1.91% 26.09.20148584 JT Equity JACCS CO LTD Financials 578.00 2.08% 26.09.20147947 JT Equity FP CORP Materials 6090.00 2.12% 26.09.20141924 JT Equity PANAHOME CORP Consumer Discretionary 745.00 2.01% 26.09.20148806 JT Equity DAIBIRU CORP Financials 1224.00 0.98% 26.09.20148281 JT Equity XEBIO CO LTD Consumer Discretionary 2320.00 1.51% 26.09.20149678 JT Equity KANAMOTO CO LTD Industrials 2529.00 0.79% 25.04.20146961 JT Equity ENPLAS CORP Information Technology 7040.00 0.57% 26.09.20144626 JT Equity TAIYO HOLDINGS CO LTD Materials 3615.00 2.49% 26.09.20149869 JT Equity KATO SANGYO CO LTD Consumer Staples 2168.00 2.17% 27.03.20149861 JT Equity YOSHINOYA HOLDINGS CO LTD Consumer Discretionary 115200.00 1.74% 27.08.20147915 JT Equity NISSHA PRINTING CO LTD Industrials 1990.00 27.03.20144921 JT Equity FANCL CORP Consumer Staples 1161.00 2.93% 26.09.20147451 JT Equity MITSUBISHI SHOKUHIN CO LTD Consumer Staples 2813.00 1.49% 26.09.20141820 JT Equity NISHIMATSU CONSTRUCTION CO Industrials 219.00 1.83% 27.03.20158344 JT Equity YAMAGATA BANK LTD/THE Financials 494.00 1.21% 26.09.20146104 JT Equity TOSHIBA MACHINE CO LTD Industrials 572.00 1.22% 26.09.20142284 JT Equity ITOHAM FOODS INC Consumer Staples 482.00 1.45% 27.03.20154041 JT Equity NIPPON SODA CO LTD Materials 475.00 1.26% 27.03.20157732 JT Equity TOPCON CORP Information Technology 1279.00 0.78% 26.09.20148360 JT Equity YAMANASHI CHUO BANK LTD/THE Financials 501.00 1.20% 26.09.20149086 JT Equity HITACHI TRANSPORT SYSTEM LTD Industrials 1692.00 1.54% 26.09.20145301 JT Equity TOKAI CARBON CO LTD Materials 323.00 1.86% 26.06.20149793 JT Equity DAISEKI CO LTD Industrials 1898.00 1.05% 27.08.20147220 JT Equity MUSASHI SEIMITSU INDUSTRY CO Consumer Discretionary 2737.00 1.61% 26.09.20146406 JT Equity FUJITEC CO LTD Industrials 995.00 1.41% 26.09.20146330 JT Equity TOYO ENGINEERING CORP Industrials 480.00 1.25% 27.03.20155393 JT Equity NICHIAS CORP Industrials 616.00 2.27% 26.09.20145481 JT Equity SANYO SPECIAL STEEL CO LTD Materials 553.00 0.72% 26.09.20138339 JT Equity TOKYO TOMIN BANK LTD/THE Financials 1536.00 0.98% 27.03.20159605 JT Equity TOEI CO LTD Consumer Discretionary 691.00 0.87% 26.09.20142264 JT Equity MORINAGA MILK INDUSTRY CO Consumer Staples 300.00 2.33% 27.03.20156707 JT Equity SANKEN ELECTRIC CO LTD Information Technology 560.00 1.07% 26.09.20143715 JT Equity DWANGO CO LTD Information Technology 636000.00 0.31% 26.09.20141722 JT Equity MISAWA HOMES CO LTD Consumer Discretionary 2128.00 0.94% 27.03.20158140 JT Equity RYOSAN CO LTD Information Technology 1752.00 3.42% 26.09.20143110 JT Equity NITTO BOSEKI CO LTD Industrials 366.00 1.37% 27.03.20148703 JT Equity KABU.COM SECURITIES CO LTD Financials 732.00 1.37% 27.03.20143880 JT Equity DAIO PAPER CORP Materials 634.00 1.34% 26.09.20144985 JT Equity EARTH CHEMICAL CO LTD Materials 3700.00 2.57% 26.12.20148706 JT Equity KYOKUTO SECURITIES Financials 2100.00 4.05% 26.09.20139302 JT Equity MITSUI-SOKO CO LTD Industrials 599.00 1.50% 26.09.20146986 JT Equity FUTABA CORP/CHIBA Industrials 1496.00 1.34% 26.09.20138346 JT Equity TOHO BANK LTD/THE Financials 332.00 1.96% 26.09.20146269 JT Equity MODEC INC Energy 3185.00 0.94% 26.06.20143201 JT Equity JAPAN WOOL TEXTILE CO LTD Consumer Discretionary 834.00 2.16% 28.05.20149536 JT Equity SAIBU GAS CO LTD Utilities 244.00 2.46% 26.09.20148214 JT Equity AOKI HOLDINGS INC Consumer Discretionary 3220.00 1.86% 26.09.20145703 JT Equity NIPPON LIGHT METAL HOLDINGS Materials 124.00 3.23% 27.03.20159477 JT Equity KADOKAWA GROUP HOLDINGS INC Consumer Discretionary 3205.00 1.09% 27.03.20157994 JT Equity OKAMURA CORP Industrials 706.00 1.98% 26.09.20141969 JT Equity TAKASAGO THERMAL ENGINEERING Industrials 847.00 2.95% 26.09.20141983 JT Equity TOSHIBA PLANT SYSTEMS & SERV Industrials 1487.00 1.01% 26.09.20144548 JT Equity SEIKAGAKU CORP Health Care 1349.00 1.85% 26.09.20146140 JT Equity ASAHI DIAMOND INDUSTRIAL CO Industrials 1071.00 1.87% 26.09.20148056 JT Equity NIHON UNISYS LTD Information Technology 985.00 1.52% 26.09.20148613 JT Equity MARUSAN SECURITIES CO LTD Financials 887.00 1.35% 26.09.20139627 JT Equity AIN PHARMACIEZ INC Consumer Staples 4475.00 1.34% 25.04.2014TOPIX1000Index-TPX1000At The Money Implied Volatilities by TermsOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  6. 6. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM3 RefDividendYieldNext Ex-DividendDateATM3Vol - 30DATM3Vol - 60DATM3Vol - 90DATM3Vol - 6MATM3Vol - 12MATM3Vol - 18MATM3Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M5738 JT Equity SUMITOMO LIGHT METAL IND LTD Materials 105.00 3.33% 27.03.20148841 JT Equity TOC CO LTD Financials 779.00 1.16% 26.09.20148020 JT Equity KANEMATSU CORP Industrials 126.006767 JT Equity MITSUMI ELECTRIC CO LTD Information Technology 694.00 0.72% 27.03.20151332 JT Equity NIPPON SUISAN KAISHA LTD Consumer Staples 219.00 26.09.20147280 JT Equity MITSUBA CORP Consumer Discretionary 1429.00 0.56% 27.03.20156013 JT Equity TAKUMA CO LTD Industrials 736.00 0.82% 26.09.20144023 JT Equity KUREHA CORP Materials 355.00 2.82% 26.09.20146755 JT Equity FUJITSU GENERAL LTD Consumer Discretionary 1093.00 1.10% 26.09.20147238 JT Equity AKEBONO BRAKE INDUSTRY CO Consumer Discretionary 557.00 1.80% 26.09.20149119 JT Equity IINO KAIUN KAISHA LTD Industrials 623.00 1.28% 26.09.20148179 JT Equity ROYAL HOLDINGS CO LTD Consumer Discretionary 1564.00 0.77% 26.12.20144553 JT Equity TOWA PHARMACEUTICAL CO LTD Health Care 4825.00 1.55% 26.09.20146756 JT Equity HITACHI KOKUSAI ELECTRIC INC Information Technology 1119.00 1.25% 26.09.20149830 JT Equity TRUSCO NAKAYAMA CORP Industrials 2269.00 1.96% 26.06.20148051 JT Equity YAMAZEN CORP Industrials 669.00 2.24% 26.09.20148153 JT Equity MOS FOOD SERVICES INC Consumer Discretionary 1957.00 1.02% 26.09.20146581 JT Equity HITACHI KOKI CO LTD Industrials 930.00 2.58% 26.06.20146651 JT Equity NITTO KOGYO CORP Industrials 1686.00 2.61% 26.09.20146407 JT Equity CKD CORP Industrials 881.00 1.59% 26.09.20142590 JT Equity DYDO DRINCO INC Consumer Staples 4360.00 1.38% 16.07.20144680 JT Equity ROUND ONE CORP Consumer Discretionary 751.00 2.66% 26.09.20146282 JT Equity OILES CORP Industrials 2223.00 1.80% 26.09.20144201 JT Equity NIPPON SYNTHETIC CHEMICAL Materials 1133.00 1.59% 26.09.20145482 JT Equity AICHI STEEL CORP Materials 435.00 2.30% 26.09.20141377 JT Equity SAKATA SEED CORP Consumer Staples 1461.00 1.37% 27.11.20133087 JT Equity DOUTOR NICHIRES HOLDINGS CO Consumer Discretionary 1389.00 1.87% 27.08.20148879 JT Equity TOKYU LIVABLE INC Financials 2295.00 1.57% 27.03.20141766 JT Equity TOKEN CORP Consumer Discretionary 5720.00 1.75% 25.04.20142815 JT Equity ARIAKE JAPAN CO LTD Consumer Staples 2348.00 1.92% 26.09.20147541 JT Equity MEGANE TOP CO LTD Consumer Discretionary 1402.00 0.86% 26.09.20131835 JT Equity TOTETSU KOGYO CO LTD Industrials 1626.00 1.35% 27.03.20155946 JT Equity CHOFU SEISAKUSHO CO LTD Consumer Discretionary 2348.00 1.28% 26.06.20146444 JT Equity SANDEN CORP Consumer Discretionary 411.00 2.43% 27.03.20155186 JT Equity NITTA CORP Industrials 2251.00 1.47% 26.09.20141950 JT Equity NIPPON DENSETSU KOGYO CO LTD Industrials 1147.00 1.22% 27.03.20158325 JT Equity HOKUETSU BANK LTD/THE Financials 233.00 2.58% 26.09.20142201 JT Equity MORINAGA & CO LTD Consumer Staples 211.00 2.84% 27.03.20158160 JT Equity KISOJI CO LTD Consumer Discretionary 1909.00 0.73% 26.09.20145715 JT Equity FURUKAWA CO LTD Industrials 131.00 1.53% 27.03.20156498 JT Equity KITZ CORP Industrials 560.00 1.79% 26.09.20144997 JT Equity NIHON NOHYAKU CO LTD Materials 953.00 0.94% 27.03.20148251 JT Equity PARCO CO LTD Consumer Discretionary 1200.00 1.50% 27.08.20148392 JT Equity OITA BANK LTD/THE Financials 390.00 1.54% 26.09.20148393 JT Equity MIYAZAKI BANK LTD/THE Financials 344.00 1.74% 26.09.20145423 JT Equity TOKYO STEEL MFG CO LTD Materials 391.00 0.51% 26.09.20147246 JT Equity PRESS KOGYO CO LTD Consumer Discretionary 531.00 1.88% 26.09.20149759 JT Equity NSD CO LTD Information Technology 1145.00 2.45% 27.03.20156807 JT Equity JAPAN AVIATION ELECTRONICS Information Technology 961.00 1.04% 26.09.20147226 JT Equity KYOKUTO KAIHATSU KOGYO CO Industrials 1186.00 1.52% 26.09.20141973 JT Equity NEC NETWORKS & SYSTEM INTEGR Information Technology 2376.00 2.53% 26.09.20144924 JT Equity DR CI:LABO CO LTD Consumer Staples 310000.00 2.90% 29.07.20141379 JT Equity HOKUTO CORP Consumer Staples 1933.00 2.95% 26.09.20137599 JT Equity GULLIVER INTERNATIONAL CO Consumer Discretionary 662.00 15.11% 27.08.20142730 JT Equity EDION CORP Consumer Discretionary 515.00 3.88% 26.09.20142580 JT Equity COCA-COLA CENTRAL JAPAN CO Consumer Staples 1571.00 2.29% 26.12.20138342 JT Equity AOMORI BANK LTD/THE Financials 303.00 1.98% 26.09.20146997 JT Equity NIPPON CHEMI-CON CORP Information Technology 380.00 27.03.20156287 JT Equity SATO HOLDINGS CORP Industrials 1998.00 1.85% 26.09.20149787 JT Equity AEON DELIGHT CO LTD Industrials 2159.00 2.22% 27.08.20145707 JT Equity TOHO ZINC CO LTD Materials 367.00 1.36% 27.03.20151942 JT Equity KANDENKO CO LTD Industrials 424.00 2.83% 26.09.20147239 JT Equity TACHI-S CO LTD Consumer Discretionary 1610.00 0.87% 26.09.20148870 JT Equity SUMITOMO REAL ESTATE SALES Financials 6060.00 1.65% 26.09.20149511 JT Equity OKINAWA ELECTRIC POWER CO Utilities 3595.00 1.67% 26.09.20147447 JT Equity NAGAILEBEN CO LTD Health Care 1646.00 2.13% 27.08.20146463 JT Equity TPR CO LTD Consumer Discretionary 1934.00 1.24% 26.09.20146816 JT Equity ALPINE ELECTRONICS INC Consumer Discretionary 1100.00 1.82% 26.09.20149069 JT Equity SENKO CO LTD Industrials 534.00 2.62% 26.09.20147581 JT Equity SAIZERIYA CO LTD Consumer Discretionary 1461.00 1.23% 27.08.20146622 JT Equity DAIHEN CORP Industrials 390.00 1.79% 26.09.20142726 JT Equity PAL CO LTD Consumer Discretionary 3700.00 1.35% 25.02.20158022 JT Equity MIZUNO CORP Consumer Discretionary 428.00 2.34% 26.09.20133569 JT Equity SEIREN CO LTD Consumer Discretionary 754.00 1.99% 26.09.20147522 JT Equity WATAMI CO LTD Consumer Discretionary 1810.00 1.38% 26.09.20148387 JT Equity SHIKOKU BANK LTD/THE Financials 295.00 1.86% 26.09.20142874 JT Equity YOKOHAMA REITO CO LTD Consumer Staples 859.00 2.33% 27.03.20149715 JT Equity TRANSCOSMOS INC Information Technology 1533.00 2.28% 27.03.20144471 JT Equity SANYO CHEMICAL INDUSTRIES Materials 635.00 2.36% 26.09.20148098 JT Equity INABATA & CO LTD Industrials 858.00 2.68% 26.09.20145911 JT Equity YOKOGAWA BRIDGE HOLDINGS COR Industrials 1049.00 0.95% 26.09.20146118 JT Equity AIDA ENGINEERING LTD Industrials 845.00 2.37% 27.03.20157718 JT Equity STAR MICRONICS CO LTD Information Technology 1184.00 2.87% 27.08.20144212 JT Equity SEKISUI JUSHI CORP Industrials 1407.00 1.85% 26.09.20143002 JT Equity GUNZE LTD Consumer Discretionary 264.00 2.84% 27.03.20155726 JT Equity OSAKA TITANIUM TECHNOLOGIES Materials 2005.00 0.50% 27.03.20146877 JT Equity OBARA GROUP INC Industrials 3180.00 0.63% 27.03.20148550 JT Equity TOCHIGI BANK LTD/THE Financials 415.00 1.69% 26.09.20148897 JT Equity TAKARA LEBEN CO LTD Financials 1980.00 0.91% 26.09.20149543 JT Equity SHIZUOKA GAS CO LTD Utilities 786.00 1.15% 26.06.20148263 JT Equity DAIEI INC Consumer Discretionary 358.00 63.53 46.94 40.87 34.80 0.041 0.041 0.040 0.042 -0.038 -0.018 -0.009 0.0007545 JT Equity NISHIMATSUYA CHAIN CO LTD Consumer Discretionary 1050.00 1.81% 18.08.20145959 JT Equity OKABE CO LTD Industrials 991.00 1.61% 26.06.20146951 JT Equity JEOL LTD Health Care 549.00 0.91% 26.09.20144708 JT Equity MOSHI MOSHI HOTLINE INC Industrials 1165.00 2.49% 26.09.20148279 JT Equity YAOKO CO LTD Consumer Staples 4045.00 1.41% 26.09.20148170 JT Equity ADERANS CO LTD Consumer Staples 1608.00 0.62%8074 JT Equity YUASA TRADING CO LTD Industrials 199.00 3.02% 26.09.20148151 JT Equity TOYO CORP Information Technology 1477.00 3.45% 27.03.20146339 JT Equity SINTOKOGIO LTD Industrials 949.00 1.37% 26.09.20148409 JT Equity YACHIYO BANK LTD/THE Financials 3940.00 1.52% 26.09.20148338 JT Equity TSUKUBA BANK LTD Financials 485.00 1.03% 27.03.20159430 JT Equity NEC MOBILING LTD Consumer Discretionary 5510.00 1.18% 27.03.20148566 JT Equity RICOH LEASING CO LTD Financials 2924.00 1.47% 26.09.20145975 JT Equity TOPRE CORP Consumer Discretionary 986.00 1.62% 26.09.20143106 JT Equity KURABO INDUSTRIES LTD Consumer Discretionary 184.00 2.72% 27.03.20155191 JT Equity TOKAI RUBBER INDUSTRIES Consumer Discretionary 1018.00 1.67% 26.09.20149792 JT Equity NICHII GAKKAN CO Health Care 964.00 2.07% 26.09.20148343 JT Equity AKITA BANK LTD/THE Financials 290.00 2.07% 26.09.20147102 JT Equity NIPPON SHARYO LTD Industrials 538.00 0.93% 26.09.20148278 JT Equity FUJI CO LTD Consumer Discretionary 1789.00 0.84% 27.08.20144914 JT Equity TAKASAGO INTERNATIONAL CORP Materials 569.00 1.41% 26.09.20138545 JT Equity KANSAI URBAN BANKING CORP Financials 142.00 2.11% 27.03.20151884 JT Equity NIPPON ROAD CO LTD Industrials 585.00 1.54% 27.03.20158527 JT Equity AICHI BANK LTD/THE Financials 5460.00 1.28% 26.09.20144958 JT Equity T HASEGAWA CO LTD Materials 1466.00 1.71% 27.03.20149755 JT Equity OYO CORP Industrials 1771.00 1.02% 26.06.20146741 JT Equity NIPPON SIGNAL CO LTD/THE Industrials 765.00 1.70% 26.09.20148880 JT Equity IIDA HOME MAX Financials 1717.00 1.51% 29.10.20133635 JT Equity TECMO KOEI HOLDINGS CO LTD Information Technology 980.00 3.37% 27.03.20156480 JT Equity NIPPON THOMPSON CO LTD Industrials 558.00 1.79% 26.09.20144919 JT Equity MILBON CO LTD Consumer Staples 3715.00 1.78% 18.06.20147739 JT Equity CANON ELECTRONICS INC Information Technology 2075.00 3.13% 26.06.20132659 JT Equity SAN-A CO LTD Consumer Staples 5100.00 0.98% 25.02.20158173 JT Equity JOSHIN DENKI CO LTD Consumer Discretionary 878.00 1.82% 27.03.20159945 JT Equity PLENUS CO LTD Consumer Discretionary 1705.00 2.93% 27.08.2014TOPIX1000Index-TPX1000At The Money Implied Volatilities by TermsOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  7. 7. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM4 RefDividendYieldNext Ex-DividendDateATM4Vol - 30DATM4Vol - 60DATM4Vol - 90DATM4Vol - 6MATM4Vol - 12MATM4Vol - 18MATM4Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M2602 JT Equity NISSHIN OILLIO GROUP LTD/THE Consumer Staples 387.00 2.58% 26.09.20146454 JT Equity MAX CO LTD Industrials 1194.00 3.02% 27.03.20156369 JT Equity TOYO KANETSU K K Energy 334.00 1.20% 27.03.20154733 JT Equity OBIC BUSINESS CONSULTANTS Information Technology 5940.00 1.68% 26.09.20149882 JT Equity YELLOW HAT LTD Consumer Discretionary 1996.00 1.80% 26.09.20148266 JT Equity IZUMIYA CO LTD Consumer Staples 493.00 1.22% 27.08.20145851 JT Equity RYOBI LTD Industrials 311.00 1.93% 26.09.20143076 JT Equity AI HOLDINGS CORP Information Technology 1035.00 1.93% 26.12.20137943 JT Equity NICHIHA CORP Industrials 1566.00 1.60% 26.09.20145440 JT Equity KYOEI STEEL LTD Materials 1859.00 1.08% 26.09.20147630 JT Equity ICHIBANYA CO LTD Consumer Discretionary 4570.00 1.20% 28.05.20148362 JT Equity FUKUI BANK LTD/THE Financials 211.00 2.37% 26.09.20146794 JT Equity FOSTER ELECTRIC CO LTD Consumer Discretionary 1747.00 2.29% 26.09.20143148 JT Equity CREATE SD HOLDINGS CO Consumer Staples 4295.00 1.16% 27.11.20137241 JT Equity FUTABA INDUSTRIAL CO LTD Consumer Discretionary 584.00 27.03.20142681 JT Equity GEO HOLDINGS CORP Consumer Discretionary 104900.00 3.05% 26.09.20148876 JT Equity RELO HOLDINGS INC Financials 4965.00 1.61% 27.03.20156379 JT Equity SHINKO PLANTECH CO LTD Energy 768.00 3.91% 27.03.20157740 JT Equity TAMRON CO LTD Consumer Discretionary 2289.00 2.18% 26.06.20146332 JT Equity TSUKISHIMA KIKAI CO LTD Industrials 1034.00 1.45% 26.09.20147231 JT Equity TOPY INDUSTRIES LTD Materials 235.00 1.70% 26.09.20147517 JT Equity KURODA ELECTRIC CO LTD Industrials 1317.00 2.35% 26.09.20148871 JT Equity GOLDCREST CO LTD Financials 2231.00 1.79% 26.09.20144282 JT Equity EPS CORPORATION Health Care 154300.00 1.26% 27.03.20146905 JT Equity COSEL CO LTD Industrials 1191.00 0.92% 18.11.20132288 JT Equity MARUDAI FOOD CO LTD Consumer Staples 322.00 2.48% 27.03.20155930 JT Equity BUNKA SHUTTER CO LTD Industrials 639.00 1.88% 26.09.20148174 JT Equity NIPPON GAS CO LTD Energy 1264.00 1.03% 26.09.20147976 JT Equity MITSUBISHI PENCIL CO LTD Industrials 2079.00 1.25% 26.06.20143103 JT Equity UNITIKA LTD Consumer Discretionary 59.001941 JT Equity CHUDENKO CORP Industrials 1045.00 1.91% 26.09.20143141 JT Equity WELCIA HOLDINGS CO LTD Consumer Staples 4885.00 1.08% 26.02.20146632 JT Equity JVC KENWOOD CORP Consumer Discretionary 279.00 1.79% 27.03.20156728 JT Equity ULVAC INC Information Technology 997.00 26.06.20137867 JT Equity TOMY COMPANY LTD Consumer Discretionary 511.00 1.96% 26.09.20144116 JT Equity DAINICHISEIKA COLOR & CHEM Materials 445.00 2.70% 26.09.20141961 JT Equity SANKI ENGINEERING CO LTD Industrials 656.00 2.29% 26.09.20147862 JT Equity TOPPAN FORMS CO LTD Industrials 934.00 2.68% 26.09.20146462 JT Equity RIKEN CORP Consumer Discretionary 456.00 2.63% 26.09.20149616 JT Equity KYORITSU MAINTENANCE CO LTD Consumer Discretionary 3210.00 1.34% 26.09.20143151 JT Equity VITAL KSK HOLDINGS INC Health Care 887.00 1.80% 26.09.20147516 JT Equity KOHNAN SHOJI CO LTD Consumer Discretionary 1271.00 2.52% 27.08.20143048 JT Equity BIC CAMERA INC Consumer Discretionary 43800.00 2.28% 26.02.20149938 JT Equity SUMIKIN BUSSAN CORP Industrials 321.00 3.74% 27.03.20148217 JT Equity OKUWA CO LTD Consumer Staples 1060.00 2.45% 18.08.20144694 JT Equity BML INC Health Care 2662.00 1.50% 26.09.20148396 JT Equity EIGHTEENTH BANK LTD/THE Financials 266.00 2.26% 26.09.20143395 JT Equity SAINT MARC HOLDINGS CO LTD Consumer Discretionary 5130.00 1.91% 26.09.20147483 JT Equity DOSHISHA CO LTD Consumer Discretionary 1548.00 1.94% 26.09.20144633 JT Equity SAKATA INX CORP Materials 755.00 2.12% 26.09.20146804 JT Equity HOSIDEN CORP Information Technology 594.00 1.68% 26.09.20144617 JT Equity CHUGOKU MARINE PAINTS LTD Materials 500.00 2.60% 26.09.20146737 JT Equity EIZO CORP Information Technology 1899.00 2.63% 26.09.20148011 JT Equity SANYO SHOKAI LTD Consumer Discretionary 293.00 2.73% 26.12.20149474 JT Equity ZENRIN CO LTD Consumer Discretionary 1221.00 2.46% 26.09.20142281 JT Equity PRIMA MEAT PACKERS LTD Consumer Staples 253.00 0.79% 27.03.20155331 JT Equity NORITAKE CO LTD Industrials 292.00 2.74% 26.09.20143284 JT Equity HOOSIERS HOLDINGS CO LTD Consumer Discretionary 1200.00 1.00%3107 JT Equity DAIWABO HOLDINGS CO LTD Information Technology 176.00 2.27% 27.03.20156277 JT Equity HOSOKAWA MICRON CORP Industrials 905.00 1.33% 27.03.20146801 JT Equity TOKO INC Information Technology 312.005809 JT Equity TATSUTA ELEC WIRE & CABLE Industrials 797.00 1.25% 26.09.20142664 JT Equity CAWACHI LTD Consumer Staples 2270.00 1.98% 11.03.20154028 JT Equity ISHIHARA SANGYO KAISHA LTD Materials 82.005812 JT Equity HITACHI CABLE LTD Industrials 189.00 27.03.20146844 JT Equity SHINDENGEN ELECTRIC MFG Information Technology 478.00 1.05% 27.03.20153028 JT Equity ALPEN CO LTD Consumer Discretionary 2013.00 1.86% 26.12.20139997 JT Equity BELLUNA CO LTD Consumer Discretionary 1234.00 2.03% 26.09.20142678 JT Equity ASKUL CORP Consumer Discretionary 1779.00 1.69% 18.11.20136413 JT Equity RISO KAGAKU CORP Information Technology 2259.00 2.66% 27.03.20151885 JT Equity TOA CORP Industrials 153.00 1.31% 27.03.20157494 JT Equity KONAKA CO LTD Consumer Discretionary 1186.00 1.69% 27.03.20148395 JT Equity BANK OF SAGA LTD/THE Financials 249.00 2.41% 26.09.20141813 JT Equity FUDO TETRA CORP Industrials 188.00 0.53%2466 JT Equity PGM HOLDINGS K K Consumer Discretionary 101100.00 0.99% 26.12.20146101 JT Equity TSUGAMI CORP Industrials 532.00 2.26% 26.09.20146517 JT Equity DENYO CO LTD Industrials 1509.00 1.46% 26.09.20146486 JT Equity EAGLE INDUSTRY CO LTD Consumer Discretionary 1198.00 1.17% 26.09.20147840 JT Equity FRANCE BED HOLDINGS CO LTD Consumer Discretionary 236.00 1.91% 26.09.20144549 JT Equity EIKEN CHEMICAL CO LTD Health Care 1987.00 1.51% 26.09.20146706 JT Equity DENKI KOGYO CO LTD Information Technology 563.00 1.78% 27.03.20158283 JT Equity PALTAC CORP Consumer Discretionary 1267.00 3.31% 26.09.20143950 JT Equity PACK CORP/THE Materials 1986.00 2.52% 26.06.20144996 JT Equity KUMIAI CHEMICAL INDUSTRY CO Materials 678.00 0.88% 29.10.20145727 JT Equity TOHO TITANIUM CO LTD Materials 827.00 0.60% 27.03.20149746 JT Equity TKC CORP Information Technology 1762.00 2.50% 27.03.20149682 JT Equity DTS CORP Information Technology 1553.00 1.93% 26.09.20142613 JT Equity J-OIL MILLS INC Consumer Staples 311.00 2.57% 26.09.20142109 JT Equity MITSUI SUGAR CO LTD Consumer Staples 331.00 2.11% 26.09.20143864 JT Equity MITSUBISHI PAPER MILLS LTD Materials 97.00 27.03.20142572 JT Equity MIKUNI COCA-COLA BOTTLING CO Consumer Staples 1237.00 0.97% 26.12.20134551 JT Equity TORII PHARMACEUTICAL CO LTD Health Care 2287.00 1.75% 26.09.20146999 JT Equity KOA CORP Information Technology 1138.00 1.76% 26.09.20137250 JT Equity PACIFIC INDUSTRIAL CO LTD Consumer Discretionary 693.00 1.73% 26.09.20141719 JT Equity HAZAMA ANDO CORP Industrials 223.00 1.35% 27.03.20155632 JT Equity MITSUBISHI STEEL MFG CO LTD Materials 220.00 1.14% 26.09.20148196 JT Equity KASUMI CO LTD Consumer Staples 684.00 2.05% 27.08.20146820 JT Equity ICOM INC Information Technology 2495.00 1.20% 26.09.20135192 JT Equity MITSUBOSHI BELTING CO LTD Industrials 517.00 2.71% 26.09.20141982 JT Equity HIBIYA ENGINEERING LTD Industrials 994.00 3.02% 26.09.20145195 JT Equity BANDO CHEMICAL INDUSTRIES Industrials 385.00 2.60% 26.09.20146875 JT Equity MEGACHIPS CORP Information Technology 1647.00 2.13% 27.03.20145563 JT Equity NIPPON DENKO CO LTD Materials 326.00 1.53% 26.12.20147294 JT Equity YOROZU CORP Consumer Discretionary 1830.00 1.15% 26.09.20145602 JT Equity KURIMOTO LTD Materials 293.00 1.37% 26.09.20148200 JT Equity RINGER HUT CO LTD Consumer Discretionary 1503.00 0.67% 27.08.20142327 JT Equity NS SOLUTIONS CORP Information Technology 2031.00 1.97% 26.09.20141926 JT Equity RAITO KOGYO CO LTD Industrials 531.00 1.51% 27.03.20157421 JT Equity KAPPA CREATE HOLDINGS CO LTD Consumer Discretionary 1842.00 0.81% 27.08.20145310 JT Equity TOYO TANSO CO LTD Industrials 2297.00 0.87% 28.05.20148111 JT Equity GOLDWIN INC Consumer Discretionary 555.00 1.26% 27.03.20152211 JT Equity FUJIYA CO LTD Consumer Staples 206.00 0.97% 26.12.20141518 JT Equity MITSUI MATSUSHIMA CO LTD Industrials 179.00 2.23% 27.03.20155805 JT Equity SWCC SHOWA HOLDINGS CO LTD Industrials 97.00 27.03.20156278 JT Equity UNION TOOL CO Industrials 2263.00 1.33% 28.05.20149842 JT Equity ARC LAND SAKAMOTO CO LTD Consumer Discretionary 2018.00 1.78% 18.08.20143104 JT Equity FUJIBO HOLDINGS INC Consumer Discretionary 257.00 1.95% 27.03.20156839 JT Equity FUNAI ELECTRIC CO LTD Consumer Discretionary 1272.00 3.14% 27.03.20149946 JT Equity MINISTOP CO LTD Consumer Staples 1747.00 2.58% 27.08.20141515 JT Equity NITTETSU MINING CO LTD Materials 444.00 1.58% 26.09.20146363 JT Equity TORISHIMA PUMP MFG CO LTD Industrials 1038.00 1.73% 26.09.20143738 JT Equity T-GAIA CORP Consumer Discretionary 1021.00 3.43% 26.09.20146419 JT Equity MARS ENGINEERING CORP Consumer Discretionary 2209.00 2.72% 26.09.20143167 JT Equity TOKAI HOLDINGS CORP Industrials 323.00 3.72% 26.09.2014TOPIX1000Index-TPX1000At The Money Implied Volatilities by TermsOption Implied Volatility Skew Parameters by Terms:IVt = atx + btx2+ ctQ.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  8. 8. 15.05.2013Ticker Name GICS_SECTOR_NAME ATM4 RefDividendYieldNext Ex-DividendDateATM4Vol - 30DATM4Vol - 60DATM4Vol - 90DATM4Vol - 6MATM4Vol - 12MATM4Vol - 18MATM4Vol - 24MSkew(a) -30DSkew(a) -60DSkew(a) -90DSkew(a) -6MSkew(a) -12MSkew(a) -18MSkew(a) -24MSkew(b) -30DSkew(b) -60DSkew(b) -90DSkew(b) -6MSkew(b) -12MSkew(b) -18MSkew(b) -24M6247 JT Equity HISAKA WORKS LTD Industrials 933.00 2.14% 26.09.20146652 JT Equity IDEC CORP Industrials 941.00 3.19% 26.09.20145384 JT Equity FUJIMI INC Materials 1286.00 2.33% 26.09.20145302 JT Equity NIPPON CARBON CO LTD Industrials 221.00 2.26% 26.12.20148133 JT Equity ITOCHU ENEX CO LTD Energy 558.00 2.87% 26.09.20144078 JT Equity SAKAI CHEMICAL INDUSTRY CO Materials 304.00 2.63% 26.09.20147873 JT Equity ARRK CORP Industrials 351.007905 JT Equity DAIKEN CORP Materials 290.00 2.59% 26.09.20146985 JT Equity U-SHIN LTD Consumer Discretionary 846.00 1.18% 28.05.20147972 JT Equity ITOKI CORP Industrials 559.00 2.24% 26.12.20142918 JT Equity WARABEYA NICHIYO CO LTD Consumer Staples 1740.00 1.72% 25.02.20156641 JT Equity NISSIN ELECTRIC CO LTD Industrials 581.00 1.89% 26.09.20143730 JT Equity MACROMILL INC Information Technology 1509.00 1.52% 26.12.20137611 JT Equity HIDAY HIDAKA CORP Consumer Discretionary 2228.00 1.62% 27.08.20146910 JT Equity HITACHI MEDICAL CORP Health Care 1565.00 0.64% 26.09.20147266 JT Equity IMASEN ELECTRIC INDUSTRIAL Consumer Discretionary 1570.00 1.66% 26.09.20146440 JT Equity JUKI CORP Industrials 179.00 1.68% 26.12.20132322 JT Equity NEC FIELDING LTD Information Technology 1356.00 2.95% 26.09.20146929 JT Equity NIPPON CERAMIC CO LTD Information Technology 1747.00 1.14% 26.12.20141301 JT Equity KYOKUYO CO LTD Consumer Staples 240.00 2.08% 27.03.20151919 JT Equity SXL CORP Consumer Discretionary 199.007995 JT Equity NIPPON VALQUA INDUSTRIES LTD Materials 257.00 3.89% 26.09.20149037 JT Equity HAMAKYOREX CO LTD Industrials 3915.00 1.07% 26.09.20146966 JT Equity MITSUI HIGH-TEC INC Information Technology 767.00 1.30% 29.07.20145196 JT Equity KINUGAWA RUBBER INDUSTRIAL Consumer Discretionary 588.00 1.36% 26.09.20145976 JT Equity NETUREN CO LTD Materials 792.00 1.77% 26.09.20144714 JT Equity RISO KYOIKU CO LTD Consumer Discretionary 10330.00 3.19% 27.08.20147631 JT Equity MACNICA INC Information Technology 2158.00 1.85% 26.09.20145741 JT Equity FURUKAWA-SKY ALUMINUM CORP Materials 309.00 2.27% 27.03.20148059 JT Equity DAIICHI JITSUGYO CO LTD Industrials 485.00 3.09% 26.09.20147283 JT Equity AISAN INDUSTRY CO LTD Consumer Discretionary 1047.00 1.72% 26.09.20148536 JT Equity HIGASHI-NIPPON BANK LTD/THE Financials 251.00 3.19% 26.09.20149742 JT Equity INES CORP Information Technology 803.00 1.99% 26.09.20147958 JT Equity TENMA CORP Materials 1275.00 2.35% 26.09.20148037 JT Equity KAMEI CORP Industrials 910.00 1.65% 26.09.20146507 JT Equity SINFONIA TECHNOLOGY CO LTD Industrials 175.00 1.71% 27.03.20153397 JT Equity TORIDOLL.CORP Consumer Discretionary 1228.00 1.38% 27.03.20156482 JT Equity YUSHIN PRECISION EQUIPMENT Industrials 2100.00 0.95% 26.09.20142108 JT Equity NIPPON BEET SUGAR MFG CO LTD Consumer Staples 183.00 2.73% 27.03.20157236 JT Equity T RAD CO LTD Consumer Discretionary 310.00 2.58% 26.09.20141890 JT Equity TOYO CONSTRUCTION CO LTD Industrials 299.00 1.67% 27.03.20153315 JT Equity NIPPON COKE & ENGINEERING CO Materials 123.00 2.44% 27.03.20156676 JT Equity MELCO HOLDINGS INC Information Technology 1667.00 2.40% 26.09.20147456 JT Equity MATSUDA SANGYO CO LTD Industrials 1439.00 1.67% 26.09.20148068 JT Equity RYOYO ELECTRO CORP Information Technology 887.00 3.38% 29.07.20146723 JT Equity RENESAS ELECTRONICS CORP Information Technology 398.00 89.73 54.47 54.22 54.26 1.554 0.277 0.275 0.268 -0.031 -0.007 -0.007 -0.0066584 JT Equity SANOH INDUSTRIAL CO LTD Consumer Discretionary 811.00 2.59% 26.09.20143529 JT Equity ATSUGI CO LTD Consumer Discretionary 117.00 2.56% 27.03.20157942 JT Equity JSP CORP Materials 1501.00 2.00% 26.09.20146935 JT Equity JAPAN DIGITAL 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