STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters

1. 15.05.2013
Ticker Name GICS_SECTOR_NAME ATM Ref
Dividend
Yield
Next Ex-
Dividend
Date
ATM Vol -
30D
ATM Vol -
60D
ATM Vol -
90D
ATM Vol -
6M
ATM Vol -
12M
ATM Vol -
18M
ATM Vol -
24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
NESN VX Equity NESTLE SA-REG Consumer Staples 68.00 3.16% 16.04.2014 13.86 13.64 13.69 13.85 14.29 14.85 15.07 -0.412 -0.309 -0.270 -0.207 -0.131 -0.085 -0.047 0.056 0.023 0.017 0.008 0.003 0.002 0.002
HSBA LN Equity HSBC HOLDINGS PLC Financials 755.10 5.23% 21.08.2013 18.59 16.88 17.32 18.52 19.14 19.45 19.93 -0.208 -0.220 -0.196 -0.144 -0.048 -0.018 -0.015 0.010 0.010 0.008 0.004 0.002 0.002 0.002
NOVN VX Equity NOVARTIS AG-REG Health Care 73.20 3.28% 28.02.2014 14.73 14.73 14.79 14.95 15.03 14.98 15.06 -0.183 -0.139 -0.132 -0.115 -0.051 -0.041 -0.028 0.047 0.017 0.011 0.005 0.002 0.002 0.001
ROG VX Equity ROCHE HOLDING AG-GENUSSCHEIN Health Care 248.30 3.30% 10.03.2014 16.81 16.19 16.33 16.87 16.63 17.40 17.48 -0.274 -0.165 -0.146 -0.118 -0.051 -0.039 -0.018 0.040 0.012 0.008 0.004 0.003 0.003 0.004
VOD LN Equity VODAFONE GROUP PLC Telecommunication Services195.85 5.25% 05.06.2013 23.71 23.67 23.17 22.10 20.70 17.78 16.87 0.095 0.086 0.065 0.012 0.003 0.020 0.025 0.014 0.006 0.003 0.002 0.001 0.001 0.000
BP/ LN Equity BP PLC Energy 468.80 5.26% 07.08.2013 16.28 16.01 16.62 17.55 18.93 19.17 18.71 -0.249 -0.212 -0.173 -0.126 -0.067 -0.097 -0.122 0.039 0.007 0.004 0.003 0.001 0.003 0.003
SAN FP Equity SANOFI Health Care 84.80 3.66% 12.05.2014 20.70 20.32 20.57 21.00 20.91 22.47 21.64 -0.311 -0.231 -0.212 -0.175 -0.095 -0.059 -0.055 0.041 0.010 0.006 0.004 0.002 0.001 0.001
GSK LN Equity GLAXOSMITHKLINE PLC Health Care 1718.50 4.66% 07.08.2013 14.47 13.97 14.46 15.02 15.63 16.24 15.52 -0.097 -0.120 -0.109 -0.087 -0.050 -0.085 -0.069 0.002 0.005 0.005 0.003 0.002 0.005 0.004
RDSA NA Equity ROYAL DUTCH SHELL PLC-A SHS Energy 26.35 5.36% 14.08.2013 10.23 11.36 11.57 12.35 13.10 13.10 12.98 -0.422 -0.227 -0.194 -0.119 -0.082 -0.048 -0.012 0.045 0.015 0.010 0.009 0.005 0.003 0.003
BATS LN Equity BRITISH AMERICAN TOBACCO PLC Consumer Staples 3759.00 3.88% 21.08.2013 17.15 17.10 17.16 17.62 -0.556 -0.236 -0.168 -0.101 0.025 0.011 0.008 0.004
FP FP Equity TOTAL SA Energy 38.80 6.13% 16.12.2013 16.73 16.74 16.91 17.47 18.05 18.71 18.24 -0.233 -0.123 -0.136 -0.131 -0.066 -0.047 -0.040 0.045 0.015 0.010 0.005 0.002 0.001 0.001
BAYN GY Equity BAYER AG-REG Health Care 85.00 2.35% 28.04.2014 19.77 20.17 20.65 21.71 22.26 22.06 21.63 -0.303 -0.216 -0.182 -0.130 -0.088 -0.063 -0.058 0.040 0.010 0.007 0.003 0.002 0.002 0.002
SIE GY Equity SIEMENS AG-REG Industrials 81.19 3.70% 24.01.2014 14.83 15.00 15.55 16.86 18.13 18.76 19.24 -0.233 -0.206 -0.203 -0.185 -0.132 -0.106 -0.094 0.043 0.012 0.008 0.004 0.002 0.001 0.001
BAS GY Equity BASF SE Materials 73.41 3.68% 02.05.2014 20.50 20.16 20.66 21.46 23.38 23.24 23.61 -0.293 -0.193 -0.151 -0.091 -0.034 -0.007 0.021 0.039 0.009 0.005 0.002 0.000 -0.001 -0.002
DGE LN Equity DIAGEO PLC Consumer Staples 2060.00 2.33% 04.09.2013 14.94 14.82 14.94 15.94 16.26 15.88 15.77 -0.142 -0.170 -0.158 -0.129 -0.091 -0.060 -0.049 0.019 0.015 0.009 0.004 0.003 0.003 0.002
SAP GY Equity SAP AG Information Technology 64.00 1.33% 26.05.2014 20.82 19.89 20.07 20.23 20.60 21.83 22.07 -0.300 -0.296 -0.275 -0.216 -0.177 -0.150 -0.135 0.043 0.011 0.007 0.004 0.002 0.001 0.001
NOVOB DC Equity NOVO NORDISK A/S-B Health Care 1015.00 2.07% 20.03.2014 23.05 22.24 23.41 22.03 -0.066 -0.055 -0.033 -0.003 0.001 0.000 0.000 0.000
ABI BB Equity ANHEUSER-BUSCH INBEV NV Consumer Staples 75.82 2.37% 16.10.2013 18.90 19.35 19.61 19.90 20.29 20.29 -0.246 -0.109 -0.118 -0.129 -0.103 -0.103 0.033 0.005 0.003 0.003 0.002 0.002
SAN SQ Equity BANCO SANTANDER SA Financials 5.44 11.03% 08.07.2013 31.24 31.19 30.49 30.01 28.28 25.83 24.08 -0.152 -0.229 -0.217 -0.165 -0.069 0.039 0.289 0.001 0.003 0.002 0.000 -0.001 0.000 0.000
ALV GY Equity ALLIANZ SE-REG Financials 118.25 4.06% 08.05.2014 22.42 20.97 21.21 21.84 22.79 22.64 20.46 -0.248 -0.190 -0.166 -0.133 -0.096 -0.061 -0.043 0.038 0.010 0.006 0.003 0.001 0.000 0.000
UNA NA Equity UNILEVER NV-CVA Consumer Staples 32.90 3.30% 07.08.2013 13.35 13.42 13.97 14.88 15.72 15.85 15.57 -0.176 -0.127 -0.134 -0.144 -0.093 -0.068 -0.045 0.047 0.013 0.009 0.005 0.004 0.003 0.003
UBSN VX Equity UBS AG-REG Financials 17.64 1.30% 06.05.2014 24.40 23.35 23.48 24.33 25.10 25.58 24.70 -0.253 -0.157 -0.157 -0.173 -0.150 -0.136 -0.130 0.051 0.014 0.009 0.004 0.002 0.001 0.001
ENI IM Equity ENI SPA Energy 18.90 5.77% 23.09.2013 18.71 18.39 18.99 19.96 19.81 19.39 18.36 -0.139 -0.201 -0.192 -0.152 -0.117 -0.098 -0.081 0.039 0.013 0.009 0.005 0.002 0.002 0.002
AZN LN Equity ASTRAZENECA PLC Health Care 3379.00 5.64% 07.08.2013 13.17 13.22 13.97 14.84 15.53 15.39 15.37 -0.212 -0.169 -0.135 -0.118 -0.059 -0.063 -0.065 0.013 0.009 0.007 0.004 0.002 0.002 0.003
BG/ LN Equity BG GROUP PLC Energy 1222.50 1.55% 31.07.2013 25.25 23.55 23.98 24.74 24.88 24.88 -0.018 -0.115 -0.106 -0.052 -0.040 -0.040 0.005 0.004 0.003 0.001 0.000 0.000
BNP FP Equity BNP PARIBAS Financials 45.67 3.28% 30.05.2014 29.65 29.04 29.24 29.97 28.46 28.37 27.24 -0.272 -0.190 -0.169 -0.150 -0.124 -0.081 -0.084 0.034 0.006 0.005 0.003 0.002 0.002 0.003
BLT LN Equity BHP BILLITON PLC Materials 1905.50 4.18% 04.09.2013 25.76 24.85 24.85 25.75 25.91 26.19 27.44 -0.167 -0.177 -0.161 -0.137 -0.081 -0.068 -0.088 0.011 0.006 0.002 0.001 0.000 0.002 0.001
DAI GY Equity DAIMLER AG-REGISTERED SHARES Consumer Discretionary 46.47 4.73% 10.04.2014 26.46 24.50 24.78 25.37 25.95 25.56 26.27 -0.263 -0.159 -0.117 -0.072 -0.029 0.014 0.029 0.038 0.006 0.003 0.001 0.000 0.000 0.000
TEF SQ Equity TELEFONICA SA Telecommunication Services 11.18 3.13% 07.11.2013 22.49 22.90 23.12 23.59 22.32 21.87 19.91 -0.141 -0.212 -0.210 -0.176 -0.159 -0.059 0.084 0.003 0.002 0.000 0.000 0.002 0.001 -0.002
ULVR LN Equity UNILEVER PLC Consumer Staples 2855.00 3.24% 07.08.2013 14.15 13.80 14.27 15.05 15.18 15.18 -0.123 -0.150 -0.156 -0.131 -0.102 -0.102 0.005 0.006 0.006 0.004 0.003 0.003
SAB LN Equity SABMILLER PLC Consumer Staples 3665.50 1.88% 07.08.2013 19.23 18.88 18.67 18.22 -0.057 -0.071 -0.090 -0.102 0.002 0.002 0.003 0.004
RIO LN Equity RIO TINTO PLC Materials 2914.50 4.06% 14.08.2013 30.70 29.59 29.56 30.26 30.66 31.51 31.51 -0.170 -0.163 -0.148 -0.111 -0.083 -0.055 -0.047 0.008 0.004 0.002 0.001 0.000 -0.001 -0.001
BARC LN Equity BARCLAYS PLC Financials 319.80 2.35% 07.08.2013 27.03 26.69 27.24 28.26 30.12 29.47 29.33 -0.331 -0.260 -0.224 -0.167 -0.114 -0.066 -0.067 0.011 0.007 0.005 0.002 0.001 0.001 0.002
BBVA SQ Equity BANCO BILBAO VIZCAYA ARGENTA Financials 7.46 5.63% 08.07.2013 30.02 30.66 30.46 30.28 29.43 29.10 29.09 -0.179 -0.281 -0.290 -0.253 -0.154 -0.120 -0.028 0.002 0.001 0.001 0.000 -0.003 -0.003 -0.006
ABBN VX Equity ABB LTD-REG Industrials 21.64 3.23% 30.04.2014 18.26 17.55 18.12 19.38 20.40 20.78 20.88 -0.116 -0.160 -0.166 -0.154 -0.104 -0.093 -0.091 0.044 0.013 0.009 0.004 0.002 0.001 0.001
NG/ LN Equity NATIONAL GRID PLC Utilities 845.00 4.83% 05.06.2013 17.00 14.59 14.68 14.72 14.88 14.88 -0.030 -0.078 -0.097 -0.080 -0.058 -0.058 0.006 0.005 0.004 0.004 0.003 0.003
RB/ LN Equity RECKITT BENCKISER GROUP PLC Consumer Staples 4791.00 2.84% 07.08.2013 17.32 17.28 17.77 18.62 19.00 19.00 -0.088 -0.101 -0.084 -0.059 -0.057 -0.057 0.011 0.008 0.005 0.002 0.001 0.001
STAN LN Equity STANDARD CHARTERED PLC Financials 1581.00 3.79% 07.08.2013 25.80 23.91 24.29 24.76 24.98 24.98 -0.283 -0.259 -0.212 -0.137 -0.124 -0.124 0.009 0.004 0.002 0.002 0.001 0.001
MC FP Equity LVMH MOET HENNESSY LOUIS VUI Consumer Discretionary 137.95 2.32% 29.11.2013 21.06 20.49 20.78 21.58 22.41 22.08 22.60 -0.179 -0.159 -0.159 -0.133 -0.099 -0.098 -0.082 0.030 0.006 0.005 0.003 0.001 0.001 0.000
PRU LN Equity PRUDENTIAL PLC Financials 1184.00 2.50% 21.08.2013 32.96 28.27 27.71 27.48 26.34 23.14 21.83 -0.319 -0.250 -0.211 -0.144 -0.131 -0.026 -0.009 0.016 0.008 0.006 0.003 0.002 0.003 0.003
BN FP Equity DANONE Consumer Staples 58.90 2.63% 06.05.2014 21.16 20.02 20.12 20.64 20.87 21.17 19.27 -0.395 -0.262 -0.206 -0.142 -0.052 -0.015 -0.044 0.042 0.012 0.008 0.004 0.002 0.002 0.002
CFR VX Equity CIE FINANCIERE RICHEMON-BR A Consumer Discretionary 82.80 0.74% 18.09.2013 28.54 26.64 26.72 27.31 27.30 27.77 -0.407 -0.184 -0.167 -0.135 -0.090 -0.080 0.020 0.005 0.004 0.002 0.001 0.001
CSGN VX Equity CREDIT SUISSE GROUP AG-REG Financials 28.84 2.60% 30.04.2014 27.16 25.53 25.71 26.34 27.02 26.75 26.55 -0.189 -0.205 -0.199 -0.178 -0.145 -0.124 -0.118 0.042 0.009 0.006 0.003 0.001 0.001 0.002
DBK GY Equity DEUTSCHE BANK AG-REGISTERED Financials 36.73 2.04% 23.05.2014 32.94 29.97 29.74 29.70 29.70 30.07 30.25 -0.316 -0.264 -0.245 -0.201 -0.144 -0.128 -0.112 0.037 0.006 0.004 0.002 0.001 0.002 0.001
TSCO LN Equity TESCO PLC Consumer Staples 375.15 3.93% 09.10.2013 17.65 17.13 16.98 17.29 17.84 17.08 16.68 -0.197 -0.123 -0.100 -0.081 -0.048 -0.036 -0.049 0.011 0.005 0.004 0.003 0.001 0.001 0.002
GLEN LN Equity GLENCORE XSTRATA PLC Materials 333.95 5.33% 28.08.2013 32.58 31.03 30.43 29.65 28.47 27.28 25.99 -0.400 -0.222 -0.169 -0.133 -0.059 -0.009 -0.018 0.025 0.004 0.005 0.002 0.003 0.008 0.006
OR FP Equity L'OREAL Consumer Staples 135.70 1.77% 28.04.2014 21.56 21.00 21.06 21.15 21.44 20.57 20.60 -0.286 -0.234 -0.212 -0.165 -0.117 -0.080 -0.107 0.035 0.009 0.006 0.003 0.001 0.001 0.000
SU FP Equity SCHNEIDER ELECTRIC SA Industrials 58.81 3.32% 02.05.2014 25.29 25.59 26.27 27.72 29.18 28.49 28.50 -0.259 -0.184 -0.166 -0.137 -0.099 -0.053 0.007 0.036 0.007 0.005 0.002 0.001 0.000 0.001
ZURN VX Equity ZURICH INSURANCE GROUP AG Financials 270.60 6.47% 02.04.2014 20.55 16.33 16.06 15.98 16.25 16.18 16.02 -0.310 -0.240 -0.207 -0.172 -0.129 -0.080 -0.057 0.037 0.015 0.011 0.006 0.003 0.002 0.002
CS FP Equity AXA SA Financials 14.97 5.35% 05.05.2014 26.00 25.04 25.30 26.21 27.60 26.76 24.96 -0.278 -0.151 -0.137 -0.130 -0.073 -0.031 -0.087 0.045 0.008 0.006 0.003 0.002 0.002 0.003
AI FP Equity AIR LIQUIDE SA Materials 97.69 5.32% 12.05.2014 16.36 16.75 16.92 17.78 18.22 18.90 19.38 -0.008 -0.131 -0.133 -0.113 -0.115 -0.095 -0.076 0.042 0.012 0.008 0.004 0.002 0.003 0.001
BT/A LN Equity BT GROUP PLC Telecommunication Services312.40 3.14% 23.12.2013 23.53 22.28 22.95 23.43 23.52 19.13 17.35 -0.187 -0.265 -0.205 -0.114 -0.083 -0.085 -0.114 0.008 0.003 0.002 0.003 0.002 0.000 -0.001
SYNN VX Equity SYNGENTA AG-REG Materials 399.20 2.58% 28.04.2014 17.78 16.99 17.44 18.48 19.16 19.10 18.97 -0.225 -0.117 -0.124 -0.167 -0.116 -0.103 -0.090 0.040 0.009 0.005 0.003 0.002 0.001 0.002
LLOY LN Equity LLOYDS BANKING GROUP PLC Financials 59.43 07.08.2013 27.88 25.40 26.59 28.75 28.22 33.46 35.17 -0.398 -0.210 -0.174 -0.154 -0.178 -0.062 -0.016 0.015 0.014 0.009 0.003 0.003 0.001 -0.001
ERICB SS Equity ERICSSON LM-B SHS Information Technology 82.85 3.50% 10.04.2014 21.37 24.60 25.01 24.43 26.34 26.34 26.34 -0.281 -0.156 -0.133 -0.120 -0.116 -0.116 -0.116 0.067 0.014 0.005 0.003 0.003 0.003 0.003
DTE GY Equity DEUTSCHE TELEKOM AG-REG Telecommunication Services 9.77 7.17% 19.05.2014 30.76 24.22 23.25 22.19 19.91 19.86 19.32 0.613 0.190 0.149 0.069 0.007 0.015 0.038 0.041 0.014 0.010 0.004 0.003 0.002 0.000
LIN GY Equity LINDE AG Materials 151.10 3.77% 07.05.2014 16.53 16.31 16.85 18.09 19.50 20.36 20.26 -0.216 -0.168 -0.155 -0.122 -0.088 -0.069 -0.054 0.042 0.010 0.006 0.003 0.001 0.001 0.000
RR/ LN Equity ROLLS-ROYCE HOLDINGS PLC Industrials 1226.00 1.77% 23.10.2013 21.48 21.53 21.60 21.72 -0.315 -0.264 -0.194 -0.094 0.012 0.009 0.006 0.001
IMT LN Equity IMPERIAL TOBACCO GROUP PLC Consumer Staples 2292.00 5.06% 15.01.2014 16.93 17.03 17.47 17.81 -0.113 -0.085 -0.048 0.001 0.009 0.008 0.006 0.004
INGA NA Equity ING GROEP NV-CVA Financials 6.88 2.91% 08.08.2013 31.44 30.40 30.73 31.66 31.62 30.66 32.38 -0.497 -0.245 -0.209 -0.134 -0.063 0.073 0.167 0.038 0.009 0.006 0.003 0.002 0.001 -0.002
EOAN GY Equity E.ON SE Utilities 12.94 5.80% 09.05.2014 21.99 21.82 22.21 22.82 22.45 20.79 22.08 -0.238 -0.173 -0.165 -0.127 -0.037 0.029 0.135 0.051 0.013 0.008 0.003 0.002 0.002 0.000
HMB SS Equity HENNES & MAURITZ AB-B SHS Consumer Discretionary 233.70 4.28% 24.04.2014 18.81 17.15 5.50 17.88 19.11 19.11 -0.226 -0.167 -0.090 -0.137 -0.113 -0.113 0.058 0.019 0.019 0.005 0.001 0.001
AAL LN Equity ANGLO AMERICAN PLC Materials 1543.50 3.83% 14.08.2013 34.69 31.70 31.62 32.20 31.58 32.14 32.03 -0.180 -0.133 -0.109 -0.073 -0.011 -0.055 -0.051 0.005 0.003 0.001 -0.001 -0.001 -0.001 -0.001
MUV2 GY Equity MUENCHENER RUECKVER AG-REG Financials 150.75 4.64% 24.04.2014 20.80 20.59 20.53 20.51 20.75 20.37 21.37 -0.323 -0.195 -0.167 -0.129 -0.076 -0.042 -0.062 0.039 0.010 0.007 0.004 0.002 0.001 0.001
NDA SS Equity NORDEA BANK AB Financials 78.95 4.35% 14.03.2014 15.42 18.97 21.88 21.45 21.95 21.95 -0.204 -0.253 -0.290 -0.185 -0.137 -0.137 0.052 0.020 0.013 0.005 0.003 0.003
GLE FP Equity SOCIETE GENERALE Financials 30.57 1.47% 02.06.2014 36.72 35.15 34.88 34.83 33.03 34.93 32.93 -0.304 -0.254 -0.229 -0.186 -0.125 -0.059 -0.020 0.032 0.006 0.005 0.003 0.001 0.000 0.001
CNA LN Equity CENTRICA PLC Utilities 385.70 4.60% 25.09.2013 15.36 14.56 14.99 15.87 15.88 15.88 0.066 -0.074 -0.154 -0.148 -0.070 -0.070 0.008 0.010 0.010 0.006 0.002 0.002
GSZ FP Equity GDF SUEZ Utilities 16.49 9.10% 15.11.2013 22.71 21.64 22.02 21.82 22.89 23.09 22.21 -0.221 -0.144 -0.142 -0.099 -0.067 -0.006 -0.010 0.045 0.010 0.007 0.003 0.002 0.002 0.003
VOW3 GY Equity VOLKSWAGEN AG-PREF Consumer Discretionary 163.00 2.67% 22.04.2014 24.83 23.62 23.80 24.55 25.36 25.36 25.09 -0.205 -0.154 -0.143 -0.120 -0.078 -0.049 -0.032 0.029 0.005 0.004 0.002 0.002 0.002 0.003
BMW GY Equity BAYERISCHE MOTOREN WERKE AG Consumer Discretionary 71.90 19.05.2014 22.34 22.13 22.36 23.14 22.61 23.97 23.44 0.119 -0.016 -0.030 -0.035 -0.029 -0.018 0.007 0.031 0.005 0.004 0.002 0.001 0.001 0.000
UCG IM Equity UNICREDIT SPA Financials 4.19 2.15% 19.05.2014 36.71 35.73 36.19 37.14 36.20 36.85 38.18 -0.176 -0.143 -0.150 -0.135 -0.110 -0.053 -0.235 0.034 0.006 0.004 0.001 0.001 0.000 -0.001
ITX SQ Equity INDITEX Consumer Discretionary 105.25 1.95% 02.05.2014 26.24 25.47 25.44 25.65 25.29 25.20 25.08 0.135 -0.155 -0.154 -0.138 -0.166 -0.116 -0.076 0.007 0.002 0.002 0.002 0.001 0.002 0.002
ASML NA Equity ASML HOLDING NV Information Technology 60.77 0.95% 25.04.2014 25.07 26.83 27.21 26.98 27.83 28.09 28.39 -0.379 -0.218 -0.201 -0.167 -0.124 -0.103 -0.091 0.030 0.006 0.004 0.002 0.001 0.000 0.000
IBE SQ Equity IBERDROLA SA Utilities 4.25 4.07% 03.01.2014 28.90 35.07 35.84 33.32 30.10 28.79 26.52 -0.153 -0.339 -0.394 -0.380 -0.295 -0.234 -0.136 0.005 0.003 0.002 0.001 0.002 0.001 -0.001
EAD FP Equity EADS NV Industrials 43.14 1.39% 04.06.2014 26.35 25.75 26.01 26.71 26.21 27.18 27.07 -0.364 -0.177 -0.166 -0.145 -0.114 -0.115 -0.069 0.032 0.006 0.003 0.001 0.000 0.001 0.002
ISP IM Equity INTESA SANPAOLO Financials 1.46 3.42% 19.05.2014 32.83 33.27 33.95 33.60 32.65 32.47 31.47 -0.326 -0.203 -0.200 -0.178 -0.110 -0.114 -0.042 0.045 0.005 0.003 0.003 0.001 0.001 0.002
PHIA NA Equity KONINKLIJKE PHILIPS NV Industrials 22.40 3.57% 02.05.2014 23.22 21.69 22.14 23.35 23.95 23.59 24.02 -0.177 -0.226 -0.209 -0.170 -0.120 -0.092 -0.086 0.036 0.010 0.006 0.004 0.002 0.001 0.001
SREN VX Equity SWISS RE AG Financials 74.20 5.12% 14.04.2014 21.22 19.16 19.06 19.33 19.72 19.82 19.99 -0.171 -0.181 -0.180 -0.152 -0.099 -0.067 -0.054 0.044 0.013 0.009 0.004 0.003 0.002 0.002
VIV FP Equity VIVENDI Telecommunication Services 15.70 6.37% 05.05.2014 32.26 27.26 27.35 27.86 29.75 27.71 27.45 -0.277 -0.133 -0.122 -0.110 -0.045 -0.007 -0.015 0.033 0.006 0.005 0.002 -0.001 0.001 0.002
G IM Equity ASSICURAZIONI GENERALI Financials 14.62 1.37% 19.05.2014 28.34 27.68 27.96 28.73 27.74 27.83 26.44 0.198 -0.250 -0.228 -0.184 -0.110 -0.063 -0.046 0.047 0.005 0.003 0.001 0.001 0.001 0.001
RI FP Equity PERNOD-RICARD SA Consumer Staples 94.17 1.85% 02.07.2013 18.61 18.27 18.71 19.62 20.37 19.63 19.45 -0.252 -0.194 -0.156 -0.134 -0.073 -0.098 -0.111 0.038 0.008 0.004 0.003 0.002 0.001 0.001
CPG LN Equity COMPASS GROUP PLC Consumer Discretionary 880.50 2.68% 22.01.2014 19.92 18.06 17.98 18.46 18.61 18.61 -0.389 -0.258 -0.187 -0.128 -0.109 -0.109 0.012 0.008 0.006 0.004 0.003 0.003
DG FP Equity VINCI SA Industrials 37.86 1.45% 11.11.2013 20.00 19.96 20.66 21.99 22.65 21.88 21.96 -0.289 -0.218 -0.211 -0.150 -0.100 -0.110 -0.082 0.038 0.009 0.006 0.003 0.001 0.002 0.003
UL NA Equity UNIBAIL-RODAMCO SE Financials 201.85 4.36% 07.05.2014 21.03 19.53 19.38 19.61 19.55 19.55 19.55 -0.260 -0.175 -0.156 -0.136 -0.116 -0.116 -0.116 0.037 0.012 0.009 0.005 0.003 0.003 0.003
EI FP Equity ESSILOR INTERNATIONAL Health Care 88.84 0.99% 26.05.2014 22.62 22.10 22.40 22.86 22.32 22.37 22.33 -0.293 -0.156 -0.148 -0.127 -0.093 -0.093 -0.094 0.027 0.005 0.004 0.003 0.001 0.001 0.001
ENEL IM Equity ENEL SPA Utilities 2.94 5.11% 23.06.2014 25.67 24.88 24.39 24.56 24.65 23.11 24.17 -0.294 -0.176 -0.145 -0.146 -0.152 -0.149 -0.085 0.068 0.006 0.004 0.001 0.001 0.001 0.001
STL NO Equity STATOIL ASA Energy 130.80 15.05.2014 25.23 17.76 18.49 19.53 18.49 20.28 0.488 0.120 0.051 -0.010 -0.064 -0.045 0.058 0.013 0.007 0.007 0.000 -0.001
SSE LN Equity SSE PLC Utilities 1592.00 5.36% 24.07.2013 14.15 13.89 14.05 13.59 -0.165 -0.131 -0.089 -0.037 0.005 0.005 0.004 0.003
SWEDA SS Equity SWEDBANK AB - A SHARES Financials 165.50 6.28% 21.03.2014 20.46 20.78 7.28 21.94 23.03 23.03 -0.489 -0.297 -0.213 -0.183 -0.051 -0.051 0.068 0.021 0.025 0.006 0.002 0.002
DPW GY Equity DEUTSCHE POST AG-REG Industrials 19.86 3.53% 30.05.2014 21.26 19.29 19.64 20.68 19.97 21.12 20.62 -0.034 -0.019 -0.037 -0.038 -0.035 -0.020 0.015 0.045 0.010 0.006 0.003 0.001 0.000 0.000
ARM LN Equity ARM HOLDINGS PLC Information Technology 1098.00 0.46% 04.09.2013 26.71 27.19 27.86 28.95 -0.101 -0.099 -0.096 -0.090 0.004 0.003 0.002 0.001
ADS GY Equity ADIDAS AG Consumer Discretionary 84.88 2.02% 09.05.2014 24.28 22.90 22.84 23.07 23.70 24.63 24.45 -0.150 -0.125 -0.116 -0.093 -0.067 -0.031 -0.009 0.039 0.009 0.005 0.002 0.000 0.000 -0.001
WPP LN Equity WPP PLC Consumer Discretionary 1156.00 2.57% 09.10.2013 24.94 24.66 24.29 23.81 -0.059 -0.047 -0.031 -0.017 0.000 0.000 0.001 0.001
SHBA SS Equity SVENSKA HANDELSBANKEN-A SHS Financials 296.80 3.77% 26.03.2014 17.78 18.71 5.16 18.55 20.30 20.30 -0.476 -0.303 -0.311 -0.216 -0.157 -0.157 0.071 0.025 0.030 0.008 0.003 0.003
VOLVB SS Equity VOLVO AB-B SHS Industrials 94.15 3.19% 03.04.2014 19.36 18.96 6.90 23.33 25.15 25.15 -0.213 -0.126 -0.096 -0.107 -0.086 -0.086 0.065 0.022 0.021 0.006 0.000 0.000
FTE FP Equity FRANCE TELECOM SA Telecommunication Services 8.30 6.03% 09.12.2013 26.13 26.07 26.61 26.17 25.01 22.61 20.49 -0.129 -0.116 -0.125 -0.100 -0.015 0.358 0.326 0.049 0.008 0.005 0.003 0.002 0.003 0.002
BA/ LN Equity BAE SYSTEMS PLC Industrials 401.70 5.05% 16.10.2013 20.44 18.75 19.17 20.84 21.10 21.10 -0.011 -0.047 -0.051 -0.073 -0.075 -0.075 0.005 0.004 0.003 0.002 0.002 0.002
SAMAS FH Equity SAMPO OYJ-A SHS Financials 32.02 4.37% 21.04.2014 17.13 15.95 16.30 17.33 -0.404 -0.209 -0.180 -0.156 0.033 0.007 0.005 0.003
EXPN LN Equity EXPERIAN PLC Industrials 1268.00 1.85% 01.01.2014 18.87 19.29 19.86 20.52 -0.150 -0.132 -0.107 -0.068 0.008 0.007 0.005 0.002
REP SQ Equity REPSOL SA Energy 18.42 3.07% 26.12.2013 28.44 27.60 26.64 25.78 23.71 24.23 24.16 -0.222 -0.384 -0.415 -0.385 -0.228 -0.291 -0.208 -0.005 0.002 0.003 0.003 0.000 0.001 -0.001
SGO FP Equity COMPAGNIE DE SAINT-GOBAIN Industrials 32.43 3.82% 09.06.2014 25.87 24.75 25.49 27.05 27.03 27.30 26.62 -0.149 -0.098 -0.122 -0.133 -0.099 -0.054 -0.067 0.040 0.009 0.005 0.002 0.001 0.002 0.002
UHR VX Equity SWATCH GROUP AG/THE-BR Consumer Discretionary 579.50 1.16% 21.05.2014 24.78 22.81 23.03 23.68 23.85 24.48 24.18 -0.331 -0.152 -0.123 -0.105 -0.087 -0.076 -0.067 0.019 0.005 0.004 0.002 0.002 0.002 0.002
HOLN VX Equity HOLCIM LTD-REG Materials 77.45 1.87% 21.04.2014 20.03 19.89 20.32 21.14 21.73 21.69 22.03 -0.354 -0.160 -0.163 -0.142 -0.089 -0.070 -0.073 0.025 0.006 0.005 0.003 0.002 0.002 0.002
CA FP Equity CARREFOUR SA Consumer Staples 23.60 2.54% 02.05.2014 31.18 31.24 31.45 31.66 32.08 31.16 30.10 -0.258 -0.175 -0.154 -0.120 -0.071 -0.079 -0.141 0.040 0.007 0.004 0.002 0.001 0.001 0.001
HEN3 GY Equity HENKEL AG & CO KGAA VORZUG Consumer Staples 76.90 1.38% 15.04.2014 18.93 18.52 18.85 19.58 20.29 20.38 20.50 -0.162 -0.099 -0.096 -0.080 -0.052 -0.027 -0.017 0.035 0.006 0.004 0.003 0.002 0.002 0.002
KNEBV FH Equity KONE OYJ-B Industrials 71.40 2.59% 25.02.2014
SHP LN Equity SHIRE PLC Health Care 2043.00 0.64% 04.09.2013 20.86 20.15 21.03 22.72 -0.069 -0.063 -0.040 -0.017 0.004 0.004 0.003 0.001
RWE GY Equity RWE AG Utilities 27.41 7.30% 22.04.2014 27.86 22.49 22.25 22.14 24.07 23.80 23.82 -0.239 -0.194 -0.186 -0.155 -0.078 -0.024 0.031 0.033 0.010 0.007 0.003 0.000 -0.001 -0.002
ATCOA SS Equity ATLAS COPCO AB-A SHS Industrials 172.90 3.33% 30.04.2014 21.51 22.53 22.60 22.80 25.22 25.22 -0.354 -0.244 -0.207 -0.164 -0.099 -0.099 0.059 0.013 0.007 0.004 0.001 0.001
PP FP Equity PPR Consumer Discretionary 172.55 3.97% 02.05.2014 24.05 23.27 23.51 24.41 24.72 22.57 22.77 -0.217 -0.139 -0.128 -0.119 -0.071 -0.052 -0.053 0.026 0.005 0.005 0.002 0.001 0.002 0.002
LGEN LN Equity LEGAL & GENERAL GROUP PLC Financials 186.40 4.35% 28.08.2013 19.47 18.62 18.83 19.64 19.84 19.84 -0.209 -0.255 -0.234 -0.151 -0.139 -0.139 0.004 0.004 0.004 0.005 0.004 0.004
TEL NO Equity TELENOR ASA Telecommunication Services133.40 4.50% 16.05.2014 24.74 18.28 19.62 19.33 -0.097 0.043 -0.027 -0.110 0.047 0.008 0.002 0.002
OML LN Equity OLD MUTUAL PLC Financials 220.70 3.31% 23.10.2013 22.02 22.20 22.45 22.88 -0.340 -0.292 -0.227 -0.127 0.012 0.010 0.008 0.004
FRE GY Equity FRESENIUS SE & CO KGAA Health Care 98.35 1.12% 20.05.2014 16.78 16.21 16.47 17.38 17.74 17.44 17.12 0.004 -0.035 -0.040 -0.076 -0.068 -0.066 -0.053 0.034 0.007 0.004 0.002 0.002 0.001 0.001
SEBA SS Equity SKANDINAVISKA ENSKILDA BAN-A Financials 70.40 4.05% 24.03.2014 18.99 19.26 6.39 20.13 21.32 21.32 -0.390 -0.302 -0.093 -0.218 -0.136 -0.136 0.075 0.028 0.021 0.009 0.004 0.004
SCAB SS Equity SVENSKA CELLULOSA AB-B SHS Consumer Staples 177.40 2.71% 11.04.2014 19.24 19.87 20.42 20.10 20.30 20.30 -0.531 -0.328 -0.245 -0.144 -0.102 -0.102 0.076 0.022 0.011 0.005 0.004 0.004
HEIA NA Equity HEINEKEN NV Consumer Staples 57.72 1.77% 26.08.2013 20.13 19.38 19.55 19.92 19.81 19.87 19.81 -0.132 -0.182 -0.158 -0.139 -0.102 -0.070 -0.047 0.033 0.007 0.005 0.003 0.002 0.001 0.001
ML FP Equity MICHELIN (CGDE) Consumer Discretionary 68.05 7.27% 13.05.2014 26.90 26.04 26.05 26.41 26.07 26.00 -0.233 -0.183 -0.179 -0.165 -0.117 -0.092 0.033 0.006 0.005 0.003 0.002 0.002
SAND SS Equity SANDVIK AB Industrials 94.55 3.97% 28.04.2014 20.57 20.65 22.77 23.00 24.20 24.20 -0.178 -0.086 -0.039 -0.116 -0.137 -0.137 0.095 0.025 0.015 0.006 0.003 0.003
RNO FP Equity RENAULT SA Consumer Discretionary 58.48 3.25% 12.05.2014 36.30 33.31 33.37 33.74 32.62 31.36 29.75 -0.225 -0.149 -0.137 -0.117 -0.063 -0.033 -0.044 0.028 0.004 0.003 0.001 0.001 0.002 0.002
CRH ID Equity CRH PLC Materials 16.65 3.76% 28.08.2013 33.94 31.10 30.40 30.49 29.68 30.06 -0.299 -0.243 -0.226 -0.179 -0.145 -0.136 0.022 0.003 0.003 0.001 0.001 0.001
AH NA Equity KONINKLIJKE AHOLD NV Consumer Staples 12.41 3.87% 22.04.2014 16.36 16.79 16.76 16.77 16.49 16.39 16.82 -0.424 -0.263 -0.233 -0.164 -0.068 -0.023 -0.010 0.054 0.021 0.014 0.007 0.004 0.004 0.004
AKZA NA Equity AKZO NOBEL Materials 49.41 3.02% 24.10.2013 21.92 22.85 23.13 23.13 23.44 23.11 23.10 -0.341 -0.229 -0.194 -0.132 -0.092 -0.074 -0.061 0.040 0.009 0.006 0.003 0.002 0.001 0.001
TLSN SS Equity TELIASONERA AB Telecommunication Services 45.54 7.14% 04.04.2014 14.11 15.98 16.22 16.65 19.46 19.46 19.46 -0.365 -0.218 -0.274 -0.229 -0.160 -0.160 -0.160 0.088 0.040 0.048 0.020 0.010 0.010 0.010
Stoxx600Index
Option Implied Volatility Skew Parameters by Terms:
IVt = atx + btx
2
+ ct
At The Money Implied Volatilities by Terms
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

2. 15.05.2013
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PSON LN Equity PEARSON PLC Consumer Discretionary 1204.00 3.93% 14.08.2013 18.37 18.59 18.89 19.70 -0.120 -0.103 -0.079 -0.060 0.004 0.004 0.003 0.002
SAF FP Equity SAFRAN SA Industrials 39.65 2.52% 16.12.2013 25.18 25.17 25.16 24.40 23.81 23.81 -0.056 -0.053 -0.049 -0.051 -0.061 -0.061 0.005 0.005 0.004 0.003 0.003 0.003
DNB NO Equity DNB ASA Financials 94.95 2.63% 25.04.2014 29.41 28.09 27.07 25.01 -0.494 -0.326 -0.120 -0.116 0.082 0.019 0.002 0.004
SL/ LN Equity STANDARD LIFE PLC Financials 411.90 3.73% 11.09.2013 26.92 26.36 25.59 24.75 -0.231 -0.182 -0.117 -0.043 0.007 0.005 0.004 0.002
AV/ LN Equity AVIVA PLC Financials 322.70 6.20% 18.09.2013 21.66 21.88 21.71 22.23 21.25 23.35 22.87 -0.309 -0.253 -0.193 -0.119 -0.075 -0.028 -0.010 0.022 0.010 0.006 0.005 0.004 0.003 0.003
TLW LN Equity TULLOW OIL PLC Energy 1047.00 1.29% 04.09.2013 29.81 30.13 30.56 31.04 -0.121 -0.107 -0.087 -0.071 0.008 0.006 0.003 0.000
FME GY Equity FRESENIUS MEDICAL CARE AG & Health Care 53.05 1.41% 19.05.2014 20.70 17.66 17.77 18.27 18.30 18.81 18.66 -0.114 -0.078 -0.087 -0.094 -0.067 -0.053 -0.048 0.042 0.009 0.005 0.002 0.001 0.001 0.001
NOK1V FH Equity NOKIA OYJ Information Technology 2.92 09.05.2014 46.13 47.08 46.69 44.20 43.66 41.65 39.60 -0.268 -0.200 -0.199 -0.230 -0.219 -0.207 -0.176 0.044 0.009 0.007 0.005 0.005 0.007 0.006
WOS LN Equity WOLSELEY PLC Industrials 3380.00 2.19% 09.10.2013 19.89 19.90 19.91 20.14 0.076 0.095 0.121 0.084 0.002 0.004 0.005 0.005
REL LN Equity REED ELSEVIER PLC Consumer Discretionary 766.00 3.16% 07.08.2013 18.27 18.56 19.11 19.70 -0.185 -0.172 -0.155 -0.114 0.004 0.004 0.003 0.002
SDRL NO Equity SEADRILL LTD Energy 230.10 8.91% 10.06.2013 23.91 24.15 24.47 0.055 0.093 0.143 0.022 0.016 0.008
INVEB SS Equity INVESTOR AB-B SHS Financials 200.40 3.87% 16.04.2014 15.46 15.34 15.84 16.59 17.42 17.42 -0.256 -0.164 -0.089 -0.150 -0.164 -0.164 0.065 0.024 0.020 0.009 0.004 0.004
ASSAB SS Equity ASSA ABLOY AB-B Industrials 272.80 2.13% 28.04.2014 20.78 20.64 21.12 21.77 22.77 22.77 -0.296 -0.212 -0.224 -0.187 -0.144 -0.144 0.055 0.014 0.007 0.003 0.000 0.000
SGSN VX Equity SGS SA-REG Industrials 2346.00 1.41% 21.03.2014 21.84 21.04 21.08 21.07 20.53 20.39 -0.516 -0.145 -0.124 -0.141 -0.062 -0.079 0.026 0.004 0.002 0.003 0.001 0.001
AMS SQ Equity AMADEUS IT HOLDING SA-A SHS Information Technology 23.69 2.20% 30.01.2014 16.43 16.66 16.86 17.10 17.65 17.63 17.70 -0.103 -0.086 -0.098 -0.117 -0.081 -0.088 -0.072 0.001 0.001 0.001 0.001 0.000 0.001 0.000
CON GY Equity CONTINENTAL AG Consumer Discretionary 99.15 16.05.2014 27.62 25.44 25.49 26.07 26.35 27.15 26.72 -0.115 -0.128 -0.123 -0.101 -0.057 -0.029 -0.009 0.030 0.005 0.004 0.002 0.001 0.000 0.000
MT NA Equity ARCELORMITTAL Materials 9.77 1.59% 09.05.2014 35.14 33.83 33.80 33.98 35.00 35.75 35.93 -0.287 -0.149 -0.130 -0.124 -0.079 -0.049 -0.047 0.039 0.004 0.003 0.001 0.000 -0.001 -0.001
PUB FP Equity PUBLICIS GROUPE Consumer Discretionary 55.27 1.63% 27.06.2014 21.04 21.58 21.72 21.53 21.50 20.94 20.77 -0.141 -0.125 -0.151 -0.139 -0.104 -0.073 -0.069 0.041 0.011 0.007 0.003 0.001 0.002 0.002
LG FP Equity LAFARGE SA Materials 53.80 1.86% 03.07.2014 26.19 25.67 26.33 27.93 28.94 28.11 27.78 -0.318 -0.217 -0.179 -0.150 -0.118 -0.073 -0.056 0.035 0.009 0.007 0.003 0.001 0.002 0.001
DB1 GY Equity DEUTSCHE BOERSE AG Financials 49.27 4.26% 15.05.2014 33.75 23.50 21.84 20.26 20.23 20.97 20.21 0.013 -0.182 -0.204 -0.183 -0.147 -0.112 -0.084 0.035 0.005 0.003 0.003 0.002 0.002 0.002
PAH3 GY Equity PORSCHE AUTOMOBIL HLDG-PRF Consumer Discretionary 62.07 23.06.2014 33.37 31.70 30.12 28.26 29.42 28.88 29.23 0.038 0.023 0.004 -0.019 -0.059 -0.018 -0.029 0.028 0.000 0.000 0.000 0.000 0.001 0.001
BSY LN Equity BRITISH SKY BROADCASTING GRO Consumer Discretionary 825.50 3.53% 23.10.2013 18.41 17.09 17.53 18.58 18.51 18.51 -0.284 -0.137 -0.086 -0.057 -0.038 -0.038 0.012 0.004 0.002 0.001 -0.001 -0.001
LR FP Equity LEGRAND SA Industrials 37.98 2.63% 02.06.2014 24.55 24.60 24.68 26.23 24.22 24.22 -0.102 -0.112 -0.124 -0.130 -0.114 -0.114 0.006 0.005 0.003 0.001 0.003 0.003
RYA ID Equity RYANAIR HOLDINGS PLC Industrials 6.37 28.66 27.86 27.23 26.07 25.40 25.27 -0.350 -0.117 -0.091 -0.071 -0.042 -0.028 0.036 0.004 0.002 0.001 0.000 0.000
LAND LN Equity LAND SECURITIES GROUP PLC Financials 989.00 3.07% 11.09.2013 15.95 14.62 14.60 14.86 -0.344 -0.240 -0.182 -0.130 0.011 0.008 0.006 0.004
KGF LN Equity KINGFISHER PLC Consumer Discretionary 327.20 3.22% 09.10.2013 22.60 21.99 21.60 21.31 -0.294 -0.172 -0.108 -0.055 0.023 0.004 -0.001 0.001
TEC FP Equity TECHNIP SA Energy 84.70 2.36% 08.05.2014 23.82 24.38 25.16 26.73 28.14 27.25 -0.064 -0.063 -0.061 -0.058 -0.026 -0.009 0.004 0.003 0.002 0.000 0.000 0.001
AGN NA Equity AEGON NV Financials 5.01 4.39% 15.08.2013 27.68 27.99 27.71 28.50 27.48 25.73 24.07 -0.075 -0.181 -0.174 -0.114 -0.069 -0.047 -0.021 0.053 0.010 0.007 0.004 0.002 0.005 0.006
NXT LN Equity NEXT PLC Consumer Discretionary 4618.00 2.34% 20.11.2013 14.25 15.01 15.69 16.78 -0.090 -0.092 -0.092 -0.070 0.005 0.004 0.003 0.002
REN NA Equity REED ELSEVIER NV Consumer Discretionary 12.97 3.71% 08.08.2013 17.27 17.74 18.18 18.63 18.73 18.40 18.47 -0.228 -0.223 -0.218 -0.142 -0.090 -0.062 -0.041 0.058 0.015 0.009 0.004 0.002 0.002 0.002
ABF LN Equity ASSOCIATED BRITISH FOODS PLC Consumer Staples 2033.00 1.53% 04.12.2013 12.57 12.62 12.69 12.73 -0.051 -0.049 -0.048 -0.046 0.001 0.001 0.001 0.001
DANSKE DC EquityDANSKE BANK A/S Financials 102.30 1.96% 19.03.2014 26.39 23.64 26.51 26.10 -0.302 -0.224 -0.076 -0.052 0.067 0.016 0.001 0.000
HEI GY Equity HEIDELBERGCEMENT AG Materials 59.47 1.43% 05.05.2014 30.23 27.78 27.81 28.39 29.38 30.02 30.26 -0.425 -0.204 -0.171 -0.120 -0.085 -0.063 -0.040 0.025 0.007 0.004 0.002 0.001 0.000 -0.001
MKS LN Equity MARKS & SPENCER GROUP PLC Consumer Discretionary 437.70 3.93% 29.05.2013 25.23 25.15 24.45 23.00 22.35 21.08 20.27 0.083 0.018 0.004 -0.006 -0.011 -0.041 -0.060 0.003 0.002 0.002 0.002 0.001 0.001 0.001
SN/ LN Equity SMITH & NEPHEW PLC Health Care 778.50 2.28% 09.10.2013 14.59 15.14 15.90 17.36 -0.376 -0.325 -0.255 -0.132 0.014 0.012 0.009 0.004
DSM NA Equity KONINKLIJKE DSM NV Materials 49.02 3.16% 07.08.2013 17.82 17.11 17.78 18.96 19.52 19.44 19.09 -0.433 -0.169 -0.147 -0.143 -0.110 -0.087 -0.063 0.030 0.005 0.004 0.004 0.002 0.002 0.002
CARLB DC Equity CARLSBERG AS-B Consumer Staples 576.50 1.13% 24.03.2014 28.66 25.61 24.79 25.47 -0.062 0.012 0.002 0.033 0.006 0.000 0.000 -0.001
ACA FP Equity CREDIT AGRICOLE SA Financials 7.19 26.05.2014 35.29 34.49 35.29 37.03 35.30 36.90 35.40 -0.184 -0.116 -0.145 -0.129 -0.046 0.066 0.087 0.047 0.010 0.007 0.002 0.001 -0.001 -0.002
TEN IM Equity TENARIS SA Energy 16.86 1.98% 18.11.2013 22.86 22.91 23.27 24.22 -0.156 -0.170 -0.147 -0.125 0.031 0.007 0.006 0.004
MRW LN Equity WM MORRISON SUPERMARKETS Consumer Staples 282.00 4.63% 25.09.2013 14.22 14.15 15.11 16.36 0.042 0.143 0.091 -0.043 0.002 0.008 0.007 0.001
SCMN VX Equity SWISSCOM AG-REG Telecommunication Services433.60 5.07% 11.04.2014 12.68 11.25 11.61 12.30 12.98 13.28 13.44 -0.276 -0.163 -0.168 -0.193 -0.130 -0.086 -0.071 0.042 0.013 0.009 0.006 0.003 0.003 0.003
MRK GY Equity MERCK KGAA Health Care 119.10 1.51% 22.04.2014 23.04 21.25 21.50 21.79 21.42 20.94 20.80 -0.299 -0.183 -0.156 -0.116 -0.104 -0.098 -0.101 0.034 0.006 0.004 0.002 0.000 0.000 0.001
RBS LN Equity ROYAL BANK OF SCOTLAND GROUP Financials 308.00 07.08.2013 32.53 31.33 31.56 32.28 32.16 32.04 32.57 -0.273 -0.200 -0.173 -0.134 -0.093 -0.065 0.000 0.029 0.006 0.005 0.002 0.001 0.000 -0.002
GIVN VX Equity GIVAUDAN-REG Materials 1270.00 3.15% 26.03.2014 17.41 16.27 16.49 17.12 17.60 17.53 -0.462 -0.179 -0.151 -0.122 -0.079 -0.058 0.018 0.005 0.005 0.004 0.002 0.002
CPI LN Equity CAPITA PLC Industrials 948.00 2.69% 11.09.2013
CDI FP Equity CHRISTIAN DIOR Consumer Discretionary 139.00 2.16% 29.11.2013 23.75 23.92 24.14 24.52 25.09 25.09 -0.136 -0.144 -0.156 -0.154 -0.122 -0.122 0.004 0.004 0.004 0.003 0.002 0.002
GEBN VX Equity GEBERIT AG-REG Industrials 239.00 3.01% 08.04.2014 16.69 16.71 17.13 18.09 19.72 19.69 -0.288 -0.246 -0.214 -0.163 -0.106 -0.093 0.034 0.008 0.006 0.004 0.002 0.002
MAERSKB DC EquityAP MOELLER-MAERSK A/S-B Industrials 40600.00 2.96% 14.04.2014 29.32 21.91 22.13 22.16 -0.107 -0.119 -0.097 -0.060 0.011 0.002 0.001 0.000
BRBY LN Equity BURBERRY GROUP PLC Consumer Discretionary 1421.00 2.04% 03.07.2013 32.38 31.92 31.18 30.22 30.75 31.11 -0.158 0.017 0.002 -0.005 0.003 0.008 0.026 0.001 0.000 -0.001 -0.001 -0.002
SESG FP Equity SES Consumer Discretionary 22.75 4.70% 18.04.2014
FI IM Equity FIAT INDUSTRIAL Industrials 8.80 3.13% 21.04.2014 27.26 27.27 27.79 28.70 29.62 29.62 -0.035 -0.278 -0.252 -0.182 -0.122 -0.122 0.043 0.008 0.006 0.002 0.000 0.000
IFX GY Equity INFINEON TECHNOLOGIES AG Information Technology 6.54 1.99% 07.03.2014 34.38 31.51 31.81 32.79 32.78 33.20 32.62 -0.348 -0.204 -0.196 -0.126 -0.075 -0.055 0.009 0.034 0.005 0.004 0.002 0.001 0.001 0.001
BAER VX Equity JULIUS BAER GROUP LTD Financials 39.32 1.65% 11.04.2014 23.94 20.39 20.78 21.87 24.12 25.11 25.27 -0.401 -0.181 -0.161 -0.143 -0.091 -0.083 -0.076 0.029 0.006 0.004 0.002 0.001 0.001 0.001
SKFB SS Equity SKF AB-B SHARES Industrials 160.40 3.58% 29.04.2014 18.95 20.38 20.91 21.36 22.94 22.94 -0.315 -0.206 -0.220 -0.134 -0.108 -0.108 0.059 0.016 0.011 0.004 0.002 0.002
EBS AV Equity ERSTE GROUP BANK AG Financials 25.49 1.57% 22.05.2014 33.62 30.46 31.28 32.74 36.64 36.87 -0.246 -0.131 -0.114 -0.072 0.500 0.634 0.079 0.012 0.004 0.003 -0.002 -0.003
BEI GY Equity BEIERSDORF AG Consumer Staples 69.90 1.29% 22.04.2014 18.21 18.12 18.36 19.10 19.00 18.45 18.25 -0.220 -0.109 -0.111 -0.113 -0.065 -0.057 -0.044 0.031 0.005 0.003 0.003 0.001 0.001 0.002
SOLB BB Equity SOLVAY SA Materials 114.45 2.84% 16.01.2014 26.66 24.85 25.29 26.36 26.08 26.08 -0.157 -0.157 -0.141 -0.110 -0.096 -0.096 0.029 0.006 0.004 0.001 0.002 0.002
BLND LN Equity BRITISH LAND CO PLC Financials 635.00 4.25% 02.10.2013 13.62 13.97 14.24 14.97 -0.457 -0.362 -0.228 -0.089 0.020 0.016 0.010 0.001
ADN LN Equity ABERDEEN ASSET MGMT PLC Financials 475.90 3.07% 04.12.2013
LUX IM Equity LUXOTTICA GROUP SPA Consumer Discretionary 42.19 1.37% 19.05.2014 22.94 22.57 22.38 22.85 23.22 23.22 -0.049 -0.162 -0.147 -0.108 -0.071 -0.071 0.028 0.005 0.005 0.003 0.002 0.002
KBC BB Equity KBC GROEP NV Financials 31.43 13.05.2015 41.74 35.89 35.27 34.33 33.10 33.10 -0.243 -0.190 -0.177 -0.142 -0.110 -0.110 0.024 0.003 0.003 0.003 0.002 0.002
CBK GY Equity COMMERZBANK AG Financials 7.79 23.05.2014 53.93 45.27 44.35 42.78 39.65 37.68 37.10 -0.743 -0.498 -0.411 -0.287 -0.206 -0.162 0.051 0.034 0.011 0.007 0.003 0.003 0.002 -0.001
TIT IM Equity TELECOM ITALIA SPA Telecommunication Services 0.64 3.13% 21.04.2014 44.92 44.28 42.32 39.08 37.74 37.57 36.46 -0.639 -0.065 -0.078 -0.081 -0.047 -0.016 -0.046 0.060 0.005 0.003 0.001 0.000 -0.001 0.000
AGS BB Equity AGEAS Financials 28.73 4.18% 28.04.2014 31.29 25.66 25.07 25.11 24.97 24.53 25.25 -0.304 -0.111 -0.106 -0.087 -0.066 -0.029 -0.022 0.022 0.003 0.002 0.001 0.001 0.000 0.000
JMAT LN Equity JOHNSON MATTHEY PLC Materials 2644.00 2.34% 12.06.2013
KYG ID Equity KERRY GROUP PLC-A Consumer Staples 45.33 0.87% 16.10.2013 19.73 19.20 19.26 19.72 20.30 20.35 -0.084 -0.104 -0.106 -0.117 -0.091 -0.085 0.034 0.003 0.000 0.001 0.001 0.001
ITRK LN Equity INTERTEK GROUP PLC Industrials 3452.00 1.24% 30.10.2013
FUM1V FH Equity FORTUM OYJ Utilities 14.72 6.79% 10.04.2014 21.87 22.82 23.15 23.05 -0.309 -0.127 -0.099 -0.079 0.034 0.005 0.002 0.001
CAP FP Equity CAP GEMINI Information Technology 39.45 2.53% 04.06.2014 25.74 25.81 27.00 29.00 28.74 29.11 29.16 -0.278 -0.183 -0.169 -0.130 -0.092 -0.072 -0.071 0.040 0.010 0.006 0.002 0.001 0.001 0.001
SW FP Equity SODEXO Consumer Discretionary 64.98 2.74% 30.01.2014 20.99 20.86 20.68 20.34 19.74 19.03 18.75 -0.193 -0.185 -0.176 -0.144 -0.082 -0.089 -0.079 0.011 0.009 0.006 0.002 0.002 0.003 0.003
SRG IM Equity SNAM SPA Utilities 3.80 6.59% 21.10.2013 17.10 15.82 15.65 15.69 15.54 15.54 0.241 -0.013 -0.083 -0.047 -0.031 -0.031 0.058 0.008 0.002 0.002 0.001 0.001
ALO FP Equity ALSTOM Industrials 29.15 2.88% 03.07.2014 29.73 29.37 29.45 29.65 29.75 28.93 28.41 -0.240 -0.149 -0.131 -0.109 -0.089 -0.094 -0.091 0.034 0.005 0.004 0.002 0.001 0.002 0.003
KD8 GY Equity KABEL DEUTSCHLAND HOLDING AG Consumer Discretionary 75.41 3.32% 13.10.2014 20.25 20.49 21.41 22.71 22.60 22.66 22.74 -0.232 -0.101 -0.095 -0.101 -0.086 -0.085 -0.074 0.017 0.002 0.001 0.001 0.000 0.000 0.000
SBRY LN Equity SAINSBURY (J) PLC Consumer Staples 378.10 4.60% 20.11.2013 20.11 20.18 20.26 20.38 20.32 20.32 0.009 0.023 0.021 -0.009 0.013 0.013 0.009 0.005 0.003 0.002 0.001 0.001
IHG LN Equity INTERCONTINENTAL HOTELS GROU Consumer Discretionary 1954.00 2.35% 21.08.2013 20.05 20.29 20.61 21.71 0.025 -0.007 -0.051 -0.097 0.010 0.008 0.006 0.001
BNR GY Equity BRENNTAG AG Industrials 120.70 1.99% 20.06.2014 19.57 20.11 20.51 20.86 20.28 20.31 19.51 -0.126 -0.106 -0.102 -0.098 -0.077 -0.067 -0.051 0.033 0.004 0.001 0.000 0.001 0.001 0.002
YAR NO Equity YARA INTERNATIONAL ASA Materials 258.00 16.05.2014 22.52 21.23 23.82 23.50 0.099 -0.005 -0.079 -0.139 0.051 0.010 0.000 0.003
UU/ LN Equity UNITED UTILITIES GROUP PLC Utilities 762.50 4.58% 19.06.2013 25.89 25.21 24.28 22.29 -0.122 -0.091 -0.049 -0.001 -0.002 -0.001 -0.001 0.000
DSY FP Equity DASSAULT SYSTEMES SA Information Technology 93.58 0.85% 16.06.2014 15.96 16.42 17.05 18.44 19.60 19.60 -0.084 -0.102 -0.126 -0.133 -0.099 -0.099 0.016 0.013 0.008 0.003 0.002 0.002
SMIN LN Equity SMITHS GROUP PLC Industrials 1315.00 3.09% 23.10.2013
DE NA Equity DE MASTER BLENDERS1753 NV Consumer Staples 12.12 13.63 12.58 14.28 15.95 14.64 14.64 14.64 -0.374 -0.329 -0.374 -0.416 -0.214 -0.214 -0.214 0.064 0.032 0.024 0.011 0.005 0.005 0.005
WEIR LN Equity WEIR GROUP PLC/THE Industrials 2419.00 1.66% 02.10.2013
EDP PL Equity EDP-ENERGIAS DE PORTUGAL SA Utilities 2.60 14.21% 12.05.2014
WRT1V FH Equity WARTSILA OYJ ABP Industrials 38.83 2.83% 10.03.2014
NZYMB DC Equity NOVOZYMES A/S-B SHARES Materials 204.10 1.15% 27.02.2014 19.93 20.70 22.15 22.00 0.121 -0.018 -0.029 -0.011 0.034 0.003 0.000 0.000
SVT LN Equity SEVERN TRENT PLC Utilities 2085.00 3.72% 19.06.2013 19.50 20.24 21.26 19.70 0.349 0.255 0.128 -0.035 0.051 0.039 0.022 0.001
SWMA SS Equity SWEDISH MATCH AB Consumer Staples 242.70 3.30% 05.05.2014 22.93 23.86 23.36 22.48 -0.419 -0.101 -0.044 -0.015 0.044 0.010 0.003 0.003
GKN LN Equity GKN PLC Consumer Discretionary 292.30 2.84% 07.08.2013
SDF GY Equity K+S AG-REG Materials 33.18 15.05.2014 21.43 20.86 20.83 21.18 21.54 23.10 22.52 0.129 -0.008 -0.008 -0.009 -0.009 0.005 0.020 0.041 0.006 0.004 0.003 0.001 0.001 0.001
WTB LN Equity WHITBREAD PLC Consumer Discretionary 2705.00 2.29% 06.11.2013 17.26 17.07 16.81 17.04 0.084 0.075 0.064 0.047 0.007 0.007 0.008 0.008
ADEN VX Equity ADECCO SA-REG Industrials 55.15 3.26% 28.04.2014 22.45 22.33 23.00 24.43 25.19 24.84 25.23 -0.249 -0.167 -0.162 -0.139 -0.099 -0.090 -0.101 0.035 0.006 0.004 0.003 0.001 0.001 0.001
TKA GY Equity THYSSENKRUPP AG Materials 14.79 1.69% 20.01.2014 53.87 40.04 38.10 35.64 33.68 33.65 33.65 -0.189 -0.080 -0.065 -0.051 -0.003 0.019 0.056 0.014 0.003 0.002 0.001 0.001 0.000 -0.001
HEXAB SS Equity HEXAGON AB-B SHS Information Technology 202.50 1.23% 12.05.2014 26.01 28.20 29.36 29.36 0.000 -0.070 -0.107 -0.107 0.000 -0.001 -0.001 -0.001
SPM IM Equity SAIPEM SPA Energy 22.22 3.06% 19.05.2014 23.99 23.97 24.48 25.59 26.32 26.32 -0.114 -0.049 -0.062 -0.044 0.040 0.040 0.027 0.005 0.004 0.002 0.000 0.000
AGK LN Equity AGGREKO PLC Industrials 1749.00 1.50% 04.09.2013
OMV AV Equity OMV AG Energy 38.51 3.11% 19.05.2014 22.92 21.51 21.99 21.79 29.50 30.48 -0.697 -0.137 -0.077 -0.157 0.616 0.773 0.044 0.008 0.005 0.003 -0.003 -0.005
ITV LN Equity ITV PLC Consumer Discretionary 129.00 2.40% 30.10.2013 20.55 20.69 20.88 20.56 0.252 0.197 0.123 0.025 0.022 0.017 0.010 0.002
ORK NO Equity ORKLA ASA Consumer Staples 51.45 4.86% 18.04.2014 26.92 23.53 21.77 19.51 -0.436 -0.105 -0.072 -0.220 0.099 0.030 0.015 0.008
EN FP Equity BOUYGUES SA Industrials 21.37 7.49% 30.04.2014 43.59 33.86 32.90 32.16 32.78 31.16 31.18 -0.162 -0.100 -0.094 -0.089 -0.033 0.017 0.056 0.024 0.005 0.003 0.002 0.000 0.000 -0.001
ATLN VX Equity ACTELION LTD-REG Health Care 59.55 1.68% 22.04.2014 23.81 22.51 22.56 23.05 23.82 23.85 -0.628 -0.219 -0.157 -0.137 -0.106 -0.095 0.036 0.006 0.004 0.003 0.002 0.002
ALFA SS Equity ALFA LAVAL AB Industrials 150.00 2.50% 24.04.2014 20.64 22.33 22.82 22.65 23.99 23.99 -0.319 -0.170 -0.120 -0.118 -0.094 -0.094 0.059 0.014 0.005 0.003 0.000 0.000
FER SQ Equity FERROVIAL SA Industrials 13.24 3.40% 12.12.2013 25.31 25.11 25.20 25.41 24.83 24.48 24.41 -0.040 -0.057 -0.076 -0.131 -0.099 -0.095 -0.075 0.000 0.001 0.000 0.000 -0.001 0.000 0.000
COLOB DC Equity COLOPLAST-B Health Care 331.50 1.51% 12.12.2013
SKAB SS Equity SKANSKA AB-B SHS Industrials 119.70 5.22% 14.04.2014 16.57 17.83 19.00 18.82 19.61 19.61 -0.324 -0.344 -0.208 -0.173 -0.153 -0.153 0.102 0.024 0.025 0.009 0.002 0.002
SCHP VX Equity SCHINDLER HOLDING-PART CERT Industrials 139.60 1.72% 28.03.2014 17.65 18.26 18.62 19.31 17.60 17.64 -0.127 -0.112 -0.101 -0.082 -0.055 -0.026 0.026 0.005 0.002 0.002 0.002 0.002
KPN NA Equity KONINKLIJKE KPN NV Telecommunication Services 1.69 26.07.2013 52.64 48.33 45.19 41.31 39.80 40.35 39.98 -0.306 -0.054 -0.003 -0.037 -0.014 -0.050 -0.062 0.051 0.007 0.008 0.006 0.003 0.000 0.000
RRS LN Equity RANDGOLD RESOURCES LTD Materials 4804.00 0.75% 07.05.2014 35.28 33.72 31.59 30.22 -0.244 -0.178 -0.089 -0.087 -0.006 -0.004 -0.002 0.001
BNZL LN Equity BUNZL PLC Industrials 1332.00 2.27% 06.11.2013
GAS SQ Equity GAS NATURAL SDG SA Utilities 16.55 5.52% 08.01.2014 29.07 27.91 27.10 26.02 24.70 23.00 23.29 -0.113 -0.067 -0.052 -0.054 -0.020 0.143 0.083 0.003 0.001 0.000 0.000 -0.001 -0.001 -0.002
CCL LN Equity CARNIVAL PLC Consumer Discretionary 2396.00 2.74% 21.08.2013 19.93 20.33 20.87 22.27 0.029 -0.005 -0.050 -0.088 0.010 0.008 0.005 0.001
ABE SQ Equity ABERTIS INFRAESTRUCTURAS SA Industrials 14.83 4.45% 31.10.2013 21.09 21.60 21.72 21.86 20.92 20.37 20.24 -0.118 -0.131 -0.145 -0.182 -0.151 -0.147 -0.121 0.001 0.001 0.001 0.002 0.002 0.002 0.002
WKL NA Equity WOLTERS KLUWER Consumer Discretionary 17.05 4.28% 28.04.2014 18.35 18.22 18.45 19.18 20.29 20.93 21.24 -0.324 -0.198 -0.180 -0.153 -0.109 -0.073 -0.069 0.053 0.015 0.009 0.005 0.003 0.002 0.001
EDF FP Equity EDF Utilities 18.13 6.89% 12.12.2013 23.36 22.06 22.26 22.30 22.34 21.58 21.21 -0.175 -0.067 -0.088 -0.087 -0.038 0.007 0.071 0.042 0.009 0.006 0.003 0.002 0.003 0.004
SGE LN Equity SAGE GROUP PLC/THE Information Technology 352.50 3.08% 12.02.2014 14.76 17.08 20.24 24.82 0.227 0.252 0.286 0.303 0.026 0.019 0.010 -0.003
IMI LN Equity IMI PLC Industrials 1329.00 2.71% 04.09.2013
REX LN Equity REXAM PLC Materials 537.50 3.16% 07.08.2013
GBLB BB Equity GROUPE BRUXELLES LAMBERT SA Financials 61.97 4.41% 28.04.2014 12.99 12.24 12.53 13.48 13.88 13.88 -0.081 -0.117 -0.135 -0.172 -0.139 -0.139 0.039 0.012 0.008 0.004 0.003 0.003
DELB BB Equity DELHAIZE GROUP Consumer Staples 48.60 2.88% 28.05.2014 26.68 25.89 25.93 25.94 25.11 25.11 -0.441 -0.154 -0.129 -0.093 -0.076 -0.076 0.024 0.008 0.006 0.004 0.003 0.003
ELUXB SS Equity ELECTROLUX AB-SER B Consumer Discretionary 179.50 3.90% 26.03.2014 21.92 22.57 23.96 24.60 24.98 24.98 -0.295 -0.176 -0.186 -0.143 -0.142 -0.142 0.061 0.012 0.005 0.001 0.002 0.002
BVI FP Equity BUREAU VERITAS SA Industrials 92.95 1.97% 11.06.2014 25.49 25.80 25.74 25.61 25.32 25.73 -0.157 0.002 0.005 0.006 0.004 0.018 0.020 0.000 0.000 0.000 0.000 0.000
G1A GY Equity GEA GROUP AG Industrials 27.80 2.16% 22.04.2014 21.67 20.79 21.49 23.21 24.73 24.54 24.40 -0.361 -0.197 -0.163 -0.109 -0.115 -0.119 -0.125 0.036 0.010 0.007 0.002 0.001 0.001 0.002
BAB LN Equity BABCOCK INTL GROUP PLC Industrials 1152.00 2.38% 11.12.2013
HEIO NA Equity HEINEKEN HOLDING NV Consumer Staples 49.49 2.06% 26.08.2013
RSA LN Equity RSA INSURANCE GROUP PLC Financials 113.60 7.41% 25.09.2013 17.18 14.95 15.42 16.83 17.43 17.43 0.041 -0.087 -0.075 -0.021 -0.026 -0.026 0.002 0.003 0.004 0.004 0.002 0.002
MGGT LN Equity MEGGITT PLC Industrials 520.00 2.40% 14.08.2013
VK FP Equity VALLOUREC Industrials 41.10 1.68% 05.06.2014 31.22 30.16 30.65 31.94 31.29 31.24 30.06 -0.331 -0.226 -0.182 -0.129 -0.079 -0.051 -0.043 0.034 0.006 0.004 0.002 0.001 0.001 0.003
At The Money Implied Volatilities by Terms
Stoxx600Index
Option Implied Volatility Skew Parameters by Terms:
IVt = atx + btx2
+ ct
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

3. 15.05.2013
Ticker Name GICS_SECTOR_NAME ATM2 Ref
Dividend
Yield
Next Ex-
Dividend
Date
ATM2
Vol - 30D
ATM2
Vol - 60D
ATM2
Vol - 90D
ATM2
Vol - 6M
ATM2
Vol - 12M
ATM2
Vol - 18M
ATM2
Vol - 24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
BAB LN Equity BABCOCK INTL GROUP PLC Industrials 1152.00 2.38% 11.12.2013
LUPE SS Equity LUNDIN PETROLEUM AB Energy 144.90 26.58 25.66 27.54 27.95 28.95 28.95 -0.558 -0.080 -0.025 -0.036 -0.008 -0.008 0.074 0.014 0.005 0.002 -0.002 -0.002
AC FP Equity ACCOR SA Consumer Discretionary 26.10 11.06.2014 26.44 26.11 26.48 27.42 26.91 27.22 -0.098 -0.166 -0.166 -0.153 -0.107 -0.124 0.026 0.002 0.002 0.001 0.001 0.001
TEL2B SS Equity TELE2 AB-B SHS Telecommunication Services107.80 30.61% 13.05.2014 27.67 67.91 72.25 34.19 39.48 39.48 2.588 0.067 -0.391 1.254 1.194 1.194 0.045 -0.008 -0.012 -0.021 -0.028 -0.028
FER SQ Equity FERROVIAL SA Industrials 13.24 3.40% 12.12.2013 25.31 25.11 25.20 25.41 24.83 24.48 24.41 -0.040 -0.057 -0.076 -0.131 -0.099 -0.095 -0.075 0.000 0.001 0.000 0.000 -0.001 0.000 0.000
SCVB SS Equity SCANIA AB-B SHS Industrials 143.70 3.41% 06.05.2014 21.83 22.49 22.90 22.57 22.85 22.85 -0.312 -0.257 -0.232 -0.223 -0.159 -0.159 0.065 0.019 0.007 0.004 0.002 0.002
G1A GY Equity GEA GROUP AG Industrials 27.80 2.16% 22.04.2014 21.67 20.79 21.49 23.21 24.73 24.54 24.40 -0.361 -0.197 -0.163 -0.109 -0.115 -0.119 -0.125 0.036 0.010 0.007 0.002 0.001 0.001 0.002
GKN LN Equity GKN PLC Consumer Discretionary 292.30 2.84% 07.08.2013
HMSO LN Equity HAMMERSON PLC Financials 554.50 3.23% 14.08.2013
ELN ID Equity ELAN CORP PLC Health Care 8.73 35.55 35.75 35.96 36.22 36.01 35.75 -0.153 -0.039 -0.030 -0.009 0.008 0.011 0.035 0.001 0.000 0.000 0.000 0.000
ITV LN Equity ITV PLC Consumer Discretionary 129.00 2.40% 30.10.2013 20.55 20.69 20.88 20.56 0.252 0.197 0.123 0.025 0.022 0.017 0.010 0.002
REE SQ Equity RED ELECTRICA CORPORACION SA Utilities 41.48 5.86% 02.01.2014 25.16 23.84 22.76 21.55 19.73 19.19 18.89 -0.111 -0.126 -0.111 -0.135 -0.080 -0.112 -0.069 0.002 0.002 0.001 0.002 0.001 0.002 0.001
OMV AV Equity OMV AG Energy 38.51 3.11% 19.05.2014 22.92 21.51 21.99 21.79 29.50 30.48 -0.697 -0.137 -0.077 -0.157 0.616 0.773 0.044 0.008 0.005 0.003 -0.003 -0.005
EDEN FP Equity EDENRED Industrials 26.21 3.13% 26.05.2014 25.34 25.17 24.48 23.46 22.67 22.86 0.051 0.037 0.004 -0.056 -0.040 -0.019 0.016 0.000 0.002 0.001 0.000 0.001
TATE LN Equity TATE & LYLE PLC Consumer Staples 874.50 3.02% 26.06.2013 16.10 16.13 15.70 14.96 0.045 0.022 -0.010 -0.051 0.006 0.006 0.005 0.002
HEXAB SS Equity HEXAGON AB-B SHS Information Technology 202.50 1.23% 12.05.2014 26.01 28.20 29.36 29.36 0.000 -0.070 -0.107 -0.107 0.000 -0.001 -0.001 -0.001
SOON VX Equity SONOVA HOLDING AG-REG Health Care 103.10 1.36% 21.06.2013 24.97 24.65 24.52 24.33 24.29 24.40 -0.215 -0.101 -0.090 -0.095 -0.084 -0.080 0.032 0.003 0.002 0.002 0.002 0.002
CRDA LN Equity CRODA INTERNATIONAL PLC Materials 2576.00 2.49% 28.08.2013
EKTAB SS Equity ELEKTA AB-B SHS Health Care 103.80 1.35% 05.09.2013 20.18 20.18 20.99 23.05 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
ATL IM Equity ATLANTIA SPA Industrials 13.89 5.51% 18.11.2013 19.99 20.31 20.82 21.17 22.60 22.60 -0.231 -0.208 -0.186 -0.140 -0.141 -0.141 0.034 0.009 0.005 0.003 0.002 0.002
HEIO NA Equity HEINEKEN HOLDING NV Consumer Staples 49.49 2.06% 26.08.2013
GA FP Equity CIE GENERALE DE GEOPHYSIQUE Energy #N/A N/A
NRE1V FH Equity NOKIAN RENKAAT OYJ Consumer Discretionary 33.23 4.81% 14.04.2014 28.34 27.68 28.11 -0.126 -0.075 -0.042 0.013 0.001 0.000
FRES LN Equity FRESNILLO PLC Materials 1120.00 3.58% 14.08.2013 38.32 37.33 35.97 34.29 -0.175 -0.164 -0.150 -0.118 0.000 0.000 0.000 0.000
GRF SQ Equity GRIFOLS SA Health Care 29.14 0.75% 01.07.2013 29.19 27.18 26.30 24.45 22.25 22.28 22.35 -0.086 -0.099 -0.102 -0.112 -0.110 -0.090 -0.082 0.001 0.001 0.001 0.001 0.000 0.000 -0.001
MGGT LN Equity MEGGITT PLC Industrials 520.00 2.40% 14.08.2013
TRN IM Equity TERNA SPA Utilities 3.51 5.69% 25.11.2013 15.52 13.86 13.64 14.43 14.65 14.65 -0.198 -0.193 -0.136 -0.076 -0.070 -0.070 0.034 0.010 0.006 0.002 0.001 0.001
COLOB DC Equity COLOPLAST-B Health Care 331.50 1.51% 12.12.2013
CO FP Equity CASINO GUICHARD PERRACHON Consumer Staples 83.70 3.94% 24.04.2014 21.37 20.20 20.64 21.52 21.91 21.24 21.42 -0.361 -0.223 -0.197 -0.150 -0.100 -0.071 -0.047 0.032 0.008 0.006 0.003 0.002 0.002 0.002
SCR FP Equity SCOR SE Financials 22.78 5.49% 07.05.2014 21.42 21.36 21.28 21.62 22.29 22.29 -0.171 -0.170 -0.169 -0.157 -0.126 -0.126 0.014 0.012 0.008 0.003 0.002 0.002
FUR NA Equity FUGRO NV-CVA Energy 43.47 3.68% 12.05.2014 23.28 22.77 23.65 25.25 25.76 25.76 25.76 -0.353 -0.159 -0.154 -0.146 -0.129 -0.129 -0.129 0.036 0.007 0.005 0.004 0.002 0.002 0.002
MRO LN Equity MELROSE INDUSTRIES PLC Industrials 253.30 3.40% 18.09.2013
GAS SQ Equity GAS NATURAL SDG SA Utilities 16.55 5.52% 08.01.2014 29.07 27.91 27.10 26.02 24.70 23.00 23.29 -0.113 -0.067 -0.052 -0.054 -0.020 0.143 0.083 0.003 0.001 0.000 0.000 -0.001 -0.001 -0.002
MEO1V FH Equity METSO OYJ Industrials 31.91 5.80% 02.04.2014 25.98 25.39 26.51 -0.204 -0.119 -0.086 0.012 0.001 0.000
F IM Equity FIAT SPA Consumer Discretionary 5.36 21.04.2014 42.15 41.54 41.20 40.70 39.53 38.60 37.17 -0.084 -0.143 -0.162 -0.158 -0.185 -0.221 -0.218 0.029 0.004 0.002 0.001 0.001 0.001 0.002
WG/ LN Equity WOOD GROUP (JOHN) PLC Energy 805.50 1.63% 28.08.2013
VK FP Equity VALLOUREC Industrials 41.10 1.68% 05.06.2014 31.22 30.16 30.65 31.94 31.29 31.24 30.06 -0.331 -0.226 -0.182 -0.129 -0.079 -0.051 -0.043 0.034 0.006 0.004 0.002 0.001 0.001 0.003
KINVB SS Equity INVESTMENT AB KINNEVIK-B SHS Financials 169.40 16.05.2014 23.08 23.03 22.97 21.35 -0.383 -0.287 -0.162 0.000 0.007 0.005 0.003 0.000
BOL SS Equity BOLIDEN AB Materials 96.35 4.46% 05.05.2014 29.03 27.05 27.05 27.48 27.83 27.83 -0.464 -0.253 -0.225 -0.136 -0.137 -0.137 0.065 0.013 0.009 0.002 0.003 0.003
IMI LN Equity IMI PLC Industrials 1329.00 2.71% 04.09.2013
SRP LN Equity SERCO GROUP PLC Industrials 632.50 1.57% 05.09.2013
ARYN SE Equity ARYZTA AG Consumer Staples 59.70 1.17% 29.01.2014 17.38 17.79 18.13 18.88 18.52 18.90 -0.266 -0.052 -0.015 -0.013 0.002 -0.019 0.028 0.002 0.000 0.000 0.001 0.000
SPSN VX Equity SWISS PRIME SITE-REG Financials 78.35 4.59% 21.04.2014 13.85 13.11 13.29 13.53 14.09 14.00 -0.319 -0.140 -0.063 -0.013 -0.014 -0.009 0.022 0.005 0.003 0.003 0.002 0.002
VIE FP Equity VEOLIA ENVIRONNEMENT Utilities 10.67 6.56% 22.05.2014 27.65 27.66 28.63 29.79 30.19 29.02 28.40 -0.054 -0.034 -0.078 -0.075 -0.017 -0.002 0.039 0.048 0.007 0.004 0.001 0.000 0.003 0.004
EEEK GA Equity COCA-COLA HELLENIC BOTTLING Consumer Staples 20.27 25.06.2014
SIK VX Equity SIKA AG-BR Materials 2384.00 2.35% 17.04.2014 20.66 20.08 19.56 18.55 17.97 17.91 -0.621 -0.156 -0.074 -0.084 -0.070 -0.077 0.026 0.006 0.002 0.002 0.001 0.001
ANDR AV Equity ANDRITZ AG Industrials 43.83 3.31% 26.03.2014 28.50 25.62 25.83 26.37 20.05 17.04 -0.357 0.005 -0.004 0.023 0.389 0.558 0.043 0.010 0.006 0.005 0.002 0.003
MTX GY Equity MTU AERO ENGINES HOLDING AG Industrials 78.34 2.11% 09.05.2014 24.60 23.03 23.05 23.44 23.66 23.16 22.82 -0.276 -0.044 -0.052 -0.051 -0.022 -0.007 -0.001 0.021 0.004 0.003 0.002 0.002 0.002 0.002
TPK LN Equity TRAVIS PERKINS PLC Industrials 1487.00 1.95% 09.10.2013
HNR1 GY Equity HANNOVER RUECKVERSICHERU-REG Financials 61.44 4.39% 08.05.2014 21.92 21.06 21.50 22.25 22.75 22.26 21.46 -0.160 -0.126 -0.124 -0.111 -0.073 -0.053 -0.061 0.033 0.007 0.004 0.002 0.001 0.001 0.002
QIA GY Equity QIAGEN N.V. Health Care 14.70 23.58 23.25 23.41 23.89 24.28 24.19 24.20 -0.208 -0.037 -0.028 -0.084 -0.074 -0.073 -0.072 0.045 0.005 0.002 0.001 0.001 0.001 0.001
NHY NO Equity NORSK HYDRO ASA Materials 26.06 2.88% 09.05.2014 39.70 31.07 32.84 28.41 -0.719 -0.218 -0.218 -0.072 0.105 0.031 0.018 0.002
ETL FP Equity EUTELSAT COMMUNICATIONS Consumer Discretionary 25.22 4.36% 14.11.2013 18.52 18.19 18.12 18.33 19.30 19.23 0.038 0.052 0.021 -0.002 0.000 -0.027 0.038 0.002 0.000 0.000 0.000 0.000
VPK NA Equity VOPAK Industrials 45.67 2.15% 28.04.2014 23.42 21.48 21.15 20.90 20.59 20.59 -0.029 -0.070 -0.082 -0.080 -0.086 -0.086 0.037 0.006 0.004 0.003 0.002 0.002
BALN VX Equity BALOISE HOLDING AG - REG Financials 94.40 4.77% 06.05.2014 18.11 17.22 17.27 17.45 17.53 16.66 15.61 -0.195 -0.194 -0.191 -0.168 -0.102 -0.068 -0.064 0.043 0.011 0.007 0.004 0.003 0.003 0.003
PNN LN Equity PENNON GROUP PLC Utilities 696.50 4.18% 07.08.2013
ISAT LN Equity INMARSAT PLC Telecommunication Services672.00 4.78% 02.10.2013
DSV DC Equity DSV A/S Industrials 141.50 1.10% 24.03.2014 24.09 21.94 23.62 23.44 -0.368 -0.169 -0.122 -0.065 0.031 0.004 0.002 0.002
TNTE NA Equity TNT EXPRESS NV Industrials 5.86 1.71% 11.04.2014 24.81 23.81 25.27 29.42 31.11 31.11 31.11 -0.295 -0.083 -0.060 -0.027 -0.024 -0.024 -0.024 0.053 0.012 0.008 0.002 0.001 0.001 0.001
STM IM Equity STMICROELECTRONICS NV Information Technology 7.19 4.33% 09.12.2013 34.47 33.89 33.46 33.29 34.73 34.06 34.20 -0.176 -0.043 -0.018 -0.023 -0.059 0.086 0.051 0.019 0.004 0.004 0.001 0.001 0.000 0.000
BELG BB Equity BELGACOM SA Telecommunication Services 17.34 12.58% 10.12.2013 22.07 20.02 19.91 19.41 20.29 20.29 -0.053 -0.117 -0.116 -0.099 -0.052 -0.052 0.039 0.007 0.004 0.003 0.001 0.001
LISN SE Equity LINDT & SPRUENGLI AG-REG Consumer Staples 41295.00 1.57% 22.04.2014 14.44 14.39 14.39 14.40 14.77 14.91 -0.232 -0.013 -0.016 -0.035 -0.009 -0.011 0.010 0.001 0.001 0.002 0.001 0.002
INF LN Equity INFORMA PLC Consumer Discretionary 504.50 3.96% 14.08.2013
MNDI LN Equity MONDI PLC Materials 913.50 2.83% 21.08.2013
JMT PL Equity JERONIMO MARTINS Consumer Staples 16.85 2.14% 05.05.2014
SY1 GY Equity SYMRISE AG Materials 32.16 16.05.2014 22.67 22.35 22.63 23.40 23.36 23.80 23.61 -0.080 -0.130 -0.112 -0.098 -0.092 -0.093 -0.098 0.031 0.004 0.002 0.001 0.001 0.001 0.001
PRY IM Equity PRYSMIAN SPA Industrials 15.75 2.86% 21.04.2014 26.07 26.03 26.25 26.69 26.80 26.80 -0.133 -0.242 -0.204 -0.126 -0.087 -0.087 0.029 0.008 0.005 0.002 0.001 0.001
WMH LN Equity WILLIAM HILL PLC Consumer Discretionary 436.40 2.50% 23.10.2013 21.59 22.01 22.58 23.75 -0.072 -0.081 -0.093 -0.090 0.005 0.004 0.004 0.002
ZC FP Equity ZODIAC AEROSPACE Industrials 98.14 1.78% 13.01.2014 18.33 18.64 18.95 19.77 20.24 20.32 -0.102 -0.108 -0.107 -0.126 -0.059 -0.055 0.021 0.003 0.002 0.001 -0.001 -0.001
ADM LN Equity ADMIRAL GROUP PLC Financials 1285.00 7.09% 11.09.2013
GBF GY Equity BILFINGER SE Industrials 77.07 3.89% 22.04.2014 21.24 19.60 20.14 21.27 21.78 21.47 21.69 -0.313 -0.178 -0.179 -0.149 -0.107 -0.096 -0.095 0.028 0.006 0.004 0.003 0.003 0.003 0.003
PSN LN Equity PERSIMMON PLC Consumer Discretionary 1147.00 8.28% 30.10.2013
COB LN Equity COBHAM PLC Industrials 280.80 3.45% 09.10.2013
DELB BB Equity DELHAIZE GROUP Consumer Staples 48.60 2.88% 28.05.2014 26.68 25.89 25.93 25.94 25.11 25.11 -0.441 -0.154 -0.129 -0.093 -0.076 -0.076 0.024 0.008 0.006 0.004 0.003 0.003
CABK SQ Equity CAIXABANK S.A Financials 2.83 8.13% 28.05.2013 32.53 30.74 30.84 29.01 26.51 23.59 22.02 0.237 0.220 0.079 -0.110 0.007 0.255 0.090 0.000 -0.006 -0.005 0.000 -0.002 -0.003 0.003
PGS NO Equity PETROLEUM GEO-SERVICES Energy 86.95 2.82% 14.05.2014 27.17 28.04 29.17 31.36 -0.041 -0.050 -0.063 -0.077 0.017 0.013 0.008 0.001
DIA SQ Equity DISTRIBUIDORA INTERNACIONAL Consumer Staples 6.23 2.09% 16.07.2013 32.42 30.18 29.57 27.14 24.40 23.90 23.81 -0.230 -0.253 -0.246 -0.192 -0.149 -0.156 -0.156 0.004 0.003 0.002 0.001 0.000 0.000 0.000
UBI IM Equity UBI BANCA SCPA Financials 3.46 1.44% 19.05.2014 33.70 33.83 33.86 33.97 33.24 33.24 -0.183 -0.183 -0.183 -0.196 -0.176 -0.176 0.024 0.001 0.002 0.004 0.001 0.001
IIA AV Equity IMMOFINANZ AG Financials 3.32 4.52% 08.10.2013 33.20 20.32 20.41 22.65 30.13 29.91 -1.156 -0.491 -0.275 0.072 0.603 0.844 0.066 0.028 0.020 0.005 -0.006 -0.007
TGS NO Equity TGS NOPEC GEOPHYSICAL CO ASA Energy 217.90 3.67% 04.06.2014 30.40 30.10 29.71 29.04 -0.059 -0.105 -0.166 -0.237 0.018 0.015 0.010 0.004
LI FP Equity KLEPIERRE Financials 33.70 4.60% 21.04.2014 19.22 19.65 19.72 19.67 21.87 22.76 -0.274 -0.183 -0.170 -0.152 -0.089 -0.051 0.027 0.005 0.004 0.004 0.003 0.003
ATO FP Equity ATOS Information Technology 55.75 1.08% 06.06.2014 23.59 23.88 24.27 25.00 24.36 24.36 -0.128 -0.132 -0.137 -0.138 -0.134 -0.134 0.008 0.006 0.004 0.001 0.002 0.002
ENG SQ Equity ENAGAS SA Utilities 20.05 5.83% 04.07.2013 22.16 21.12 20.77 22.35 19.89 17.19 18.85 -0.072 -0.044 -0.040 -0.167 -0.020 -0.002 0.010 0.001 0.001 0.000 0.001 0.000 0.002 -0.001
KBC BB Equity KBC GROEP NV Financials 31.43 13.05.2015 41.74 35.89 35.27 34.33 33.10 33.10 -0.243 -0.190 -0.177 -0.142 -0.110 -0.110 0.024 0.003 0.003 0.003 0.002 0.002
PSPN SE Equity PSP SWISS PROPERTY AG-REG Financials 91.10 3.40% 07.04.2014 10.34 10.43 10.47 11.59 12.72 12.51 -0.249 -0.169 -0.148 -0.123 -0.124 -0.113 0.017 0.005 0.005 0.005 0.002 0.002
SLHN VX Equity SWISS LIFE HOLDING AG-REG Financials 153.80 2.93% 25.04.2014 26.04 24.25 24.06 24.06 24.40 23.76 23.48 -0.210 -0.150 -0.141 -0.124 -0.081 -0.060 -0.065 0.031 0.006 0.004 0.003 0.001 0.001 0.002
STERV FH Equity STORA ENSO OYJ-R SHS Materials 5.76 5.21% 23.04.2014 24.58 26.56 27.04 27.50 -0.393 -0.168 -0.120 -0.067 0.045 0.003 0.000 0.000
HO FP Equity THALES SA Industrials 36.23 2.57% 11.12.2013 26.24 24.23 23.90 23.72 22.94 22.52 22.55 -0.164 -0.056 -0.066 -0.084 -0.068 -0.074 -0.075 0.032 0.005 0.004 0.002 0.001 0.001 0.000
MAN GY Equity MAN SE Industrials 86.00 1.16% 10.06.2014 8.22 7.75 7.52 7.20 7.44 7.64 7.42 -0.200 0.004 -0.005 -0.017 -0.002 -0.004 -0.004 0.026 0.006 0.008 0.009 0.001 0.000 0.000
PWL ID Equity PADDY POWER PLC Consumer Discretionary 66.37 2.11% 04.09.2013
COLR BB Equity COLRUYT SA Consumer Staples 40.45 2.42% 27.09.2013 17.58 18.40 18.45 18.83 18.16 18.16 -0.346 -0.111 -0.091 -0.086 -0.069 -0.069 0.037 0.006 0.002 0.003 0.003 0.003
GALP PL Equity GALP ENERGIA SGPS SA Energy 12.50 2.30% 09.09.2013
III LN Equity 3I GROUP PLC Financials 362.70 2.26% 19.06.2013 20.58 20.39 20.13 20.08 0.076 0.031 -0.031 -0.071 0.002 0.000 -0.002 -0.001
GET FP Equity GROUPE EUROTUNNEL SA - REGR Industrials 6.42 1.87% 03.06.2014 17.76 18.11 18.32 19.52 19.81 20.07 -0.183 -0.135 -0.149 -0.128 -0.144 -0.131 0.038 0.010 0.007 0.002 0.001 0.001
ACS SQ Equity ACS ACTIVIDADES CONS Y SERV Industrials 22.51 5.11% 05.07.2013 27.86 26.72 25.83 25.76 25.68 23.63 24.56 -0.633 0.072 0.108 0.053 -0.235 -0.136 -0.213 0.016 0.001 0.001 0.001 0.002 0.001 0.002
SUN VX Equity SULZER AG-REG Industrials 166.40 1.98% 11.04.2014 20.11 20.33 20.71 21.51 23.17 23.04 -0.393 -0.234 -0.196 -0.133 -0.101 -0.097 0.025 0.007 0.006 0.002 0.001 0.001
PTC PL Equity PORTUGAL TELECOM SGPS SA-REG Telecommunication Services 3.57 20.05.2014
MEO GY Equity METRO AG Consumer Staples 24.66 4.06% 14.02.2014 26.14 25.92 25.91 26.32 23.79 23.98 23.41 -0.162 -0.051 -0.040 -0.034 0.109 0.092 0.127 0.038 0.005 0.004 0.002 0.005 0.006 0.007
AKSO NO Equity AKER SOLUTIONS ASA Energy 85.65 4.67% 18.04.2014 36.18 35.70 35.07 34.28 -0.585 -0.501 -0.391 -0.258 0.004 0.003 0.002 0.002
BBY LN Equity BALFOUR BEATTY PLC Industrials 227.50 6.20% 09.10.2013
ILD FP Equity ILIAD SA Telecommunication Services175.75 0.21% 04.06.2013 28.05 27.23 26.92 26.81 26.49 26.56 -0.263 -0.092 -0.094 -0.103 -0.090 -0.091 0.020 0.003 0.003 0.002 0.001 0.001
DLN LN Equity DERWENT LONDON PLC Financials 2497.00 1.40% 25.09.2013
BB FP Equity SOCIETE BIC SA Industrials 84.60 3.03% 21.05.2014 24.78 23.60 23.95 24.24 23.86 24.44 -0.124 -0.076 -0.092 -0.098 -0.089 -0.075 0.029 0.004 0.004 0.004 0.003 0.003
CLN VX Equity CLARIANT AG-REG Materials 14.44 2.29% 27.03.2014 23.75 23.47 24.06 25.21 26.01 25.55 25.69 -0.156 -0.093 -0.115 -0.093 -0.050 -0.051 -0.053 0.043 0.010 0.005 0.002 0.002 0.001 0.002
CSCG LN Equity CAPITAL SHOPPING CENTRES GRO Financials #N/A N/A
AGS LN Equity AEGIS GROUP PLC #N/A N/A #N/A N/A
LHA GY Equity DEUTSCHE LUFTHANSA-REG Industrials 15.76 3.17% 08.05.2014 31.43 29.82 29.61 29.41 30.05 29.94 28.66 -0.288 -0.166 -0.131 -0.088 -0.005 0.045 0.089 0.038 0.006 0.004 0.001 0.000 -0.002 -0.003
RAND NA Equity RANDSTAD HOLDING NV Industrials 33.53 2.98% 03.04.2014 23.46 22.89 23.40 24.73 25.49 25.49 25.59 -0.342 -0.204 -0.189 -0.144 -0.108 -0.108 -0.108 0.038 0.009 0.006 0.003 0.001 0.001 0.001
ROR LN Equity ROTORK PLC Industrials 2889.00 1.71% 28.08.2013
AML LN Equity AMLIN PLC Financials 434.10 5.81% 04.09.2013
VOE AV Equity VOESTALPINE AG Materials 25.48 3.34% 08.07.2013 33.34 25.62 25.48 26.43 35.21 35.77 -0.457 -0.009 0.018 -0.030 0.556 0.758 0.093 0.031 0.016 0.004 -0.007 -0.008
SDR LN Equity SCHRODERS PLC Financials 2555.00 1.72% 15.08.2013
ELI1V FH Equity ELISA OYJ Telecommunication Services 14.41 9.02% 26.03.2014 19.44 20.64 20.81 21.09 -0.026 -0.123 -0.155 -0.115 0.030 0.006 0.003 0.002
FR FP Equity VALEO SA Consumer Discretionary 48.55 3.09% 27.06.2014 27.68 28.83 29.16 30.06 30.86 30.86 -0.097 -0.096 -0.090 -0.083 -0.063 -0.063 0.008 0.006 0.004 0.001 0.000 0.000
BKG LN Equity BERKELEY GROUP HOLDINGS Consumer Discretionary 2171.00
SCH NO Equity SCHIBSTED ASA Consumer Discretionary 243.00 16.05.2014
DRX LN Equity DRAX GROUP PLC Utilities 580.00 2.22% 25.09.2013
TDC DC Equity TDC A/S Telecommunication Services 48.05 7.70% 09.08.2013 33.89 22.63 22.01 22.01 -2.284 -0.160 -0.166 -0.166 0.056 0.038 0.040 0.040
PMO LN Equity PREMIER OIL PLC Energy 381.60
PFG LN Equity PROVIDENT FINANCIAL PLC Financials 1566.00 8.26% 30.10.2013
CHR DC Equity CHR HANSEN HOLDING A/S Materials 209.60 1.60% 27.11.2013
TCY LN Equity TELECITY GROUP PLC Information Technology 950.00 0.95% 14.08.2013
FLS DC Equity FLSMIDTH & CO A/S Industrials 333.30 3.15% 07.04.2014 36.35 25.62 25.88 26.57 -0.185 -0.095 -0.064 -0.052 0.018 0.002 0.000 0.000
SMDS LN Equity DS SMITH PLC Materials 254.00 2.91% 02.10.2013
Option Implied Volatility Skew Parameters by Terms:
IVt = atx + btx
2
+ ct
At The Money Implied Volatilities by Terms
Stoxx600Index
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

4. 15.05.2013
Ticker Name GICS_SECTOR_NAME ATM2 Ref
Dividend
Yield
Next Ex-
Dividend
Date
ATM2
Vol - 30D
ATM2
Vol - 60D
ATM2
Vol - 90D
ATM2
Vol - 6M
ATM2
Vol - 12M
ATM2
Vol - 18M
ATM2
Vol - 24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
INVP LN Equity INVESTEC PLC Financials 502.50 3.58% 24.07.2013 18.88 19.03 19.60 19.33 0.113 0.085 0.049 -0.050 0.013 0.010 0.008 0.003
SXS LN Equity SPECTRIS PLC Information Technology 2142.00 1.87% 16.10.2013
TW/ LN Equity TAYLOR WIMPEY PLC Consumer Discretionary 96.80 1.03% 21.08.2013
PGHN SE Equity PARTNERS GROUP HOLDING AG Financials 242.80 2.68% 05.05.2014 14.27 14.21 14.21 14.21 14.35 14.21 -0.184 -0.063 -0.028 0.002 0.006 0.011 0.030 0.005 0.002 0.000 0.000 0.001
OPHR LN Equity OPHIR ENERGY PLC Energy 394.40
CORA NA Equity CORIO NV Financials 36.10 7.65% 23.04.2014 22.84 17.85 17.49 17.99 18.33 18.33 18.33 -0.212 -0.165 -0.158 -0.152 -0.136 -0.136 -0.136 0.037 0.008 0.005 0.005 0.003 0.003 0.003
BP IM Equity BANCO POPOLARE SCARL Financials 1.19 19.05.2014 39.89 38.66 38.74 38.79 39.15 39.15 -0.571 -0.327 -0.311 -0.271 -0.174 -0.174 0.042 0.009 0.008 0.004 0.002 0.002
SEV FP Equity SUEZ ENVIRONNEMENT CO Utilities 11.18 5.82% 26.05.2014 24.76 23.44 23.89 25.17 24.97 26.01 24.78 0.049 0.062 -0.009 -0.061 -0.078 -0.053 -0.061 0.051 0.010 0.005 0.001 0.001 0.001 0.001
ISYS LN Equity INVENSYS PLC Industrials 395.60 1.29% 19.06.2013 26.93 26.51 25.93 25.00 -0.355 -0.290 -0.202 -0.067 0.017 0.014 0.010 0.003
KN FP Equity NATIXIS Financials 3.59 2.78% 02.06.2014 35.59 33.43 33.75 34.25 33.49 32.74 -0.210 -0.012 -0.017 -0.089 -0.069 -0.050 0.053 0.013 0.010 0.004 0.004 0.005
MB IM Equity MEDIOBANCA SPA Financials 5.18 3.09% 18.11.2013 38.08 38.21 38.25 37.48 39.09 39.09 0.003 -0.212 -0.192 -0.062 0.002 0.002 0.039 0.006 0.004 0.001 0.002 0.002
UBM LN Equity UBM PLC Consumer Discretionary 736.00 3.93% 21.08.2013
BDEV LN Equity BARRATT DEVELOPMENTS PLC Consumer Discretionary 329.00 1.06% 23.10.2013 16.90 17.08 17.31 19.84 -0.016 -0.030 -0.048 -0.018 0.002 0.002 0.002 -0.001
RMV LN Equity RIGHTMOVE PLC Consumer Discretionary 2022.00 1.19% 09.10.2013
CGL LN Equity CATLIN GROUP LTD Financials 543.00 5.52% 21.08.2013
IAP LN Equity ICAP PLC Financials 339.40 6.48% 01.01.2014 27.08 28.52 28.53 28.53 -0.219 -0.186 -0.126 -0.032 0.012 0.009 0.005 0.000
INDUA SS Equity INDUSTRIVARDEN AB-A SHS Financials 125.40 4.19% 08.05.2014
AHT LN Equity ASHTEAD GROUP PLC Industrials 636.50 0.76% 14.08.2013
SGRO LN Equity SEGRO PLC Financials 294.50 5.13% 04.09.2013
CNE LN Equity CAIRN ENERGY PLC Energy 277.00 28.98 29.44 30.07 31.42 -0.162 -0.152 -0.139 -0.119 0.003 0.003 0.002 0.002
GALN SE Equity GALENICA AG-REG Health Care 632.00 1.74% 07.05.2014 24.38 23.14 23.63 24.44 24.55 24.40 -0.511 -0.228 -0.205 -0.235 -0.201 -0.198 0.023 0.004 0.002 0.002 0.001 0.001
ETE GA Equity NATIONAL BANK OF GREECE Financials 1.26 02.06.2014 43.62 43.62 43.62 43.62 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
DWNI GY Equity DEUTSCHE WOHNEN AG-BR Financials 15.08 1.39% 28.05.2014 24.57 24.61 24.90 24.59 23.84 23.95 23.42 -0.414 -0.109 -0.116 -0.106 -0.106 -0.092 -0.091 0.033 0.006 0.003 0.001 0.001 0.001 0.001
BOKA NA Equity BOSKALIS WESTMINSTER Industrials 32.05 3.96% 12.05.2014 19.78 18.88 19.50 21.16 -0.154 -0.147 -0.140 -0.158 0.038 0.009 0.005 0.004
EGPW IM Equity ENEL GREEN POWER SPA Utilities 1.66 1.56% 19.05.2014 32.22 31.89 32.04 32.69 32.97 32.97 -0.174 -0.154 -0.125 -0.091 -0.086 -0.086 0.000 0.003 0.002 0.000 0.000 0.000
GN DC Equity GN STORE NORD A/S Health Care 115.80 0.78% 21.03.2014 27.03 24.96 27.06 27.07 -0.234 -0.207 -0.051 -0.040 0.053 0.016 0.001 0.002
MMB FP Equity LAGARDERE S.C.A. Consumer Discretionary 27.71 4.69% 08.05.2014 37.40 35.59 33.13 29.70 29.87 28.52 -0.043 -0.048 -0.056 -0.076 -0.084 -0.066 0.006 0.005 0.003 0.001 0.001 0.001
RMS FP Equity HERMES INTERNATIONAL Consumer Discretionary 272.80 1.04% 26.02.2014 22.60 21.24 21.06 21.43 21.75 22.14 -0.194 -0.082 -0.071 -0.067 -0.065 -0.054 0.019 0.001 0.001 0.000 0.000 0.000
EMG LN Equity MAN GROUP PLC Financials 125.20 11.56% 14.08.2013 46.65 43.15 41.10 40.11 -0.124 -0.107 0.008 0.129 0.007 0.007 0.007 0.010
LSE LN Equity LONDON STOCK EXCHANGE GROUP Financials 1413.00 2.14% 04.12.2013 23.03 23.16 23.69 23.80 0.088 0.058 0.017 -0.048 0.003 0.003 0.002 0.001
POH1S FH Equity POHJOLA BANK PLC-A SHS Financials 13.38 3.74% 25.03.2014
HL/ LN Equity HARGREAVES LANSDOWN PLC Financials 1027.00 2.69% 11.09.2013
MF FP Equity WENDEL Financials 88.69 1.97% 09.06.2014 27.41 22.96 22.87 24.07 25.00 25.40 -0.342 -0.054 -0.079 -0.121 -0.132 -0.128 0.020 0.004 0.003 0.003 0.002 0.002
LAD LN Equity LADBROKES PLC Consumer Discretionary 211.70 4.06% 11.09.2013 24.09 24.34 24.68 25.97 -0.022 -0.034 -0.050 -0.060 0.006 0.004 0.002 0.001
IGG LN Equity IG GROUP HOLDINGS PLC Financials 561.50 4.01% 18.09.2013
POP SQ Equity BANCO POPULAR ESPANOL Financials 0.60 2.72% 18.06.2013 64.66 58.81 56.05 51.95 53.90 54.67 56.65 -0.198 -0.727 -0.725 -0.453 -0.231 -0.171 0.182 0.014 0.008 0.002 0.001 0.000 0.000 -0.002
DUFN SE Equity DUFRY AG-REG Consumer Discretionary 130.60 16.05.2014 26.98 27.76 28.02 28.24 28.27 28.18 -0.078 -0.024 -0.042 -0.058 -0.051 -0.049 0.024 0.000 0.001 0.001 0.000 0.001
GJF NO Equity GJENSIDIGE FORSIKRING ASA Financials 90.15 6.21% 25.04.2014 20.24 20.23 20.22 20.06 -0.203 -0.175 -0.139 -0.073 0.042 0.035 0.026 0.007
TNET BB Equity TELENET GROUP HOLDING NV Consumer Discretionary 37.19 28.08.2014
TRELB SS Equity TRELLEBORG AB-B SHS Industrials 99.90 3.20% 25.04.2014 20.78 20.10 20.07 20.00 19.96 19.96 -0.202 0.000 0.000 0.000 0.000 0.000 0.010 0.000 0.000 0.000 0.000 0.000
RTO LN Equity RENTOKIL INITIAL PLC Industrials 94.25 2.65% 11.09.2013 19.80 20.12 20.56 21.30 0.020 0.023 0.028 -0.044 0.000 0.000 0.000 0.000
HLMA LN Equity HALMA PLC Information Technology 527.00 2.03% 17.07.2013
PC IM Equity PIRELLI & C. Consumer Discretionary 8.75 3.66% 19.05.2014 27.05 26.79 26.95 27.54 27.28 27.28 -0.050 -0.132 -0.134 -0.103 -0.078 -0.078 0.034 0.010 0.006 0.003 0.000 0.000
SOW GY Equity SOFTWARE AG Information Technology 26.65 1.91% 05.05.2014 34.27 33.34 33.07 32.70 35.01 34.96 35.02 -0.177 -0.119 -0.118 -0.118 -0.153 -0.161 -0.185 0.029 0.001 0.001 0.001 0.001 0.001 0.002
ADP FP Equity ADP Industrials 68.98 6.07% 12.05.2014 21.49 21.28 21.34 21.37 21.66 22.59 -0.001 0.048 0.046 0.037 0.027 0.029 0.015 0.000 0.000 0.000 0.000 0.000
AFR LN Equity AFREN PLC Energy 134.90
FPE3 GY Equity FUCHS PETROLUB AG -PREF Materials 61.76 2.02% 12.05.2014 24.19 24.54 24.75 25.33 24.68 25.25 24.68 -0.113 -0.220 -0.190 -0.171 -0.086 -0.081 -0.096 0.023 0.003 0.003 0.003 0.002 0.002 0.003
LONN VX Equity LONZA GROUP AG-REG Health Care 73.70 2.92% 07.04.2014 21.37 21.13 21.82 23.12 24.07 24.10 -0.319 -0.119 -0.102 -0.083 -0.066 -0.066 0.030 0.007 0.005 0.003 0.002 0.001
INCH LN Equity INCHCAPE PLC Consumer Discretionary 525.50 2.85% 07.08.2013
SZU GY Equity SUEDZUCKER AG Consumer Staples 29.29 3.07% 02.08.2013 21.06 21.73 22.60 23.07 23.07 22.85 22.83 -0.084 -0.042 -0.025 -0.004 -0.011 0.000 0.011 0.036 0.001 0.000 0.001 0.001 0.002 0.002
CAPC LN Equity CAPITAL & COUNTIES PROPERTIE Financials 333.50 0.78% 21.08.2013
KAZ LN Equity KAZAKHMYS PLC Materials 354.20 3.34% 04.09.2013 66.16 63.60 60.12 54.58 -0.174 -0.157 -0.133 -0.087 0.001 0.001 0.000 0.000
SPX LN Equity SPIRAX-SARCO ENGINEERING PLC Industrials 2825.00 2.05% 09.10.2013
WDI GY Equity WIRECARD AG Information Technology 21.29 0.52% 27.06.2014 25.63 26.69 27.10 28.05 28.68 28.36 28.39 -0.003 0.000 -0.033 -0.079 -0.053 -0.051 -0.054 0.028 0.001 0.000 0.000 0.000 0.001 0.002
CPR IM Equity DAVIDE CAMPARI-MILANO SPA Consumer Staples 6.02 1.16% 19.05.2014 22.29 22.12 21.85 22.17 22.41 22.36 0.188 -0.039 -0.098 -0.046 -0.032 0.013 0.027 0.002 0.002 0.001 0.000 0.000
RHK GY Equity RHOEN-KLINIKUM AG Health Care 17.00 1.47% 12.06.2014 33.55 29.78 30.39 31.42 30.26 30.44 29.80 -0.181 -0.003 0.004 0.011 0.005 0.027 0.052 0.018 0.003 0.001 0.000 0.000 0.001 0.001
SBMO NA Equity SBM OFFSHORE NV Energy 13.35 03.04.2014 30.51 29.69 30.15 31.30 31.76 32.27 32.44 -0.251 -0.124 -0.120 -0.105 -0.094 -0.080 -0.076 0.039 0.006 0.004 0.002 0.001 0.001 0.001
CKSN LN Equity VESUVIUS PLC Industrials #N/A N/A
SECUB SS Equity SECURITAS AB-B SHS Industrials 62.40 4.81% 08.05.2014 21.31 18.93 22.08 22.05 21.33 21.33 -0.409 -0.195 -0.166 -0.165 -0.105 -0.105 0.108 0.036 0.030 0.015 0.005 0.005
PSM GY Equity PROSIEBEN SAT.1 MEDIA AG-PRF Consumer Discretionary 30.40 18.52% 23.07.2014 34.67 33.58 31.91 15.86 26.06 30.87 33.50 -0.144 -0.055 0.385 1.167 1.125 1.084 0.986 0.020 0.000 0.001 0.005 -0.003 -0.005 -0.007
MEDAA SS Equity MEDA AB-A SHS Health Care 76.80 2.99% 12.05.2014 24.10 19.65 20.87 21.56 -0.468 -0.239 -0.171 -0.040 0.110 0.043 0.030 0.011
NUO NA Equity NUTRECO NV Consumer Staples 34.03 3.23% 30.07.2013 21.79 19.63 19.46 19.57 -0.190 -0.209 -0.168 -0.129 0.038 0.006 0.003 0.003
RCO FP Equity REMY COINTREAU Consumer Staples 89.98 1.56% 02.08.2013 21.50 22.18 23.31 25.74 26.93 27.30 -0.115 -0.119 -0.134 -0.130 -0.085 -0.087 0.008 0.002 0.003 0.003 0.002 0.002
MHG NO Equity MARINE HARVEST Consumer Staples 6.27 1.59% 30.54 31.38 32.46 -0.192 -0.168 -0.137 0.058 0.046 0.030
DCC ID Equity DCC PLC Industrials 28.94 21.93 21.58 21.18 20.35 20.01 19.88 -0.287 -0.065 -0.091 -0.124 -0.115 -0.108 0.033 0.011 0.007 0.003 0.002 0.003
BOSS GY Equity HUGO BOSS AG -ORD Consumer Discretionary 89.43 7.63% 05.05.2014 20.49 23.35 24.42 26.69 29.13 29.01 29.45 -0.135 -0.055 -0.070 -0.085 -0.071 -0.047 -0.025 0.022 0.003 0.001 0.001 0.001 0.001 0.001
IAG LN Equity INTL CONSOLIDATED AIRLINE-DI Industrials 269.40 06.08.2013 41.87 37.02 36.48 36.02 -0.178 -0.099 -0.089 -0.090 0.007 0.005 0.004 0.002
GPOR LN Equity GREAT PORTLAND ESTATES PLC Financials 591.00 1.47% 29.05.2013
CAST SS Equity CASTELLUM AB Financials 104.90 3.91% 21.03.2014
GAM SE Equity GAM HOLDING AG Financials 17.75 3.10% 21.04.2014 27.88 26.78 26.98 27.56 28.44 28.22 -0.474 -0.167 -0.127 -0.089 -0.069 -0.068 0.028 0.006 0.005 0.003 0.001 0.001
DMGT LN Equity DAILY MAIL&GENERAL TST-A NV Consumer Discretionary 766.00 2.48% 29.05.2013
DEB LN Equity DEBENHAMS PLC Consumer Discretionary 93.20 3.54% 04.12.2013
IM NA Equity ROYAL IMTECH NV Industrials 8.73 5.73% 07.04.2014 49.56 47.77 45.61 42.67 -0.658 -0.594 -0.550 -0.473 0.045 0.010 0.008 0.004
ORNBV FH Equity ORION OYJ-CLASS B Health Care 21.49 5.35% 20.03.2014
ALU FP Equity ALCATEL-LUCENT Information Technology 1.18 09.06.2014 62.25 57.96 58.32 59.33 59.32 59.38 59.49 -0.058 0.060 0.051 0.086 -0.017 -0.038 -0.054 0.054 0.000 -0.001 0.000 0.000 -0.001 -0.001
MTGB SS Equity MODERN TIMES GROUP-B SHS Consumer Discretionary 270.00 15.05.2014 51.38 51.38 51.38 51.38 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
BMPS IM Equity BANCA MONTE DEI PASCHI SIENA Financials 0.23 19.05.2014 47.91 47.93 47.22 45.80 41.43 39.26 36.26 -0.591 -0.257 -0.261 -0.121 -0.621 -1.065 -1.301 0.065 0.008 0.009 0.004 0.005 0.011 0.014
YTY1V FH Equity YIT OYJ Industrials 15.49 5.16% 18.03.2014 42.82 42.82 42.82 -0.661 -0.661 -0.661 0.039 0.039 0.039
FDR FP Equity FONCIERE DES REGIONS Financials 64.52 6.66% 05.05.2014 25.24 25.18 25.14 24.99 26.88 26.95 -0.272 -0.009 0.004 0.004 0.005 0.001 0.020 0.000 0.000 0.000 0.000 0.000
BOK LN Equity BOOKER GROUP PLC Consumer Staples 126.50 2.01% 05.06.2013
FGR FP Equity EIFFAGE Industrials 35.11 3.70% 24.04.2014 36.60 34.16 34.20 35.26 36.33 36.26 -0.314 -0.188 -0.163 -0.134 -0.098 -0.083 0.017 0.004 0.003 0.002 0.002 0.001
RXL FP Equity REXEL SA Industrials 17.28 4.34% 26.05.2014
AVV LN Equity AVEVA GROUP PLC Information Technology 2292.00 1.07% 19.06.2013
HELN SE Equity HELVETIA HOLDING AG-REG Financials 400.00 4.50% 08.05.2014 20.39 20.51 20.77 21.17 22.33 22.49 0.008 -0.286 -0.214 -0.011 0.005 0.015 0.018 0.002 0.001 0.000 0.000 -0.001
GFC FP Equity GECINA SA Financials 97.16 4.63% 21.04.2014 22.61 22.47 22.40 22.35 24.20 24.50 -0.017 -0.005 -0.002 0.011 -0.001 -0.026 0.014 0.000 0.000 0.000 0.000 0.000
DL NA Equity DELTA LLOYD NV Financials 15.65 6.58% 12.08.2013 23.95 22.01 22.47 22.76 23.09 23.09 -0.326 -0.158 -0.153 -0.091 -0.091 -0.091 0.042 0.012 0.008 0.005 0.003 0.003
SHB LN Equity SHAFTESBURY PLC Financials 655.00 1.92% 12.06.2013
BKIR ID Equity BANK OF IRELAND Financials 0.18 14.08.2013 43.86 42.76 42.51 42.85 43.57 44.21 -0.252 0.036 0.068 0.007 0.015 0.018 0.053 -0.001 -0.001 0.001 0.001 0.000
FNC IM Equity FINMECCANICA SPA Industrials 4.40 19.05.2014 40.42 38.92 38.93 39.03 38.49 38.49 -0.189 -0.200 -0.174 -0.121 -0.101 -0.101 0.025 0.005 0.003 0.001 0.001 0.001
OTE1V FH Equity OUTOTEC OYJ Industrials 11.40 2.89% 27.03.2014
ASHM LN Equity ASHMORE GROUP PLC Financials 427.60 3.73% 06.11.2013
WDH DC Equity WILLIAM DEMANT HOLDING Health Care 483.50
JYSK DC Equity JYSKE BANK-REG Financials 232.00
GNK LN Equity GREENE KING PLC Consumer Discretionary 755.00 3.54% 07.08.2013
QQ/ LN Equity QINETIQ GROUP PLC Industrials 197.60 1.72% 07.08.2013
VIS SQ Equity VISCOFAN SA Consumer Staples 40.29 2.79% 23.12.2013 29.23 29.21 29.35 30.44 27.91 28.03 27.34 -0.026 -0.037 -0.052 -0.110 -0.001 0.018 0.032 0.000 0.000 0.000 0.000 0.000 0.000 0.000
BARN SE Equity BARRY CALLEBAUT AG-REG Consumer Staples 923.50 1.84% 27.02.2014 16.35 16.22 16.35 16.53 16.78 16.74 -0.287 -0.067 -0.045 -0.033 -0.028 -0.027 0.016 0.002 0.001 0.001 0.001 0.001
HGG LN Equity HENDERSON GROUP PLC Financials 178.80 4.36% 28.08.2013
BPE IM Equity BANCA POPOL EMILIA ROMAGNA Financials 6.49 19.05.2014 48.31 48.20 43.61 45.37 44.88 49.85 -0.120 -0.052 -0.157 -0.090 -0.112 -0.069 0.001 0.000 0.001 0.001 0.002 0.003
NDA GY Equity AURUBIS AG Materials 46.27 2.92% 28.02.2014 28.49 27.12 26.22 25.40 26.41 26.58 26.53 -0.403 -0.214 -0.148 -0.103 -0.096 -0.091 -0.077 0.033 0.001 0.000 0.001 0.001 0.000 0.001
ING FP Equity INGENICO Information Technology 51.68 1.35% 12.05.2014
FRA GY Equity FRAPORT AG FRANKFURT AIRPORT Industrials 46.41 2.69% 15.05.2014 21.32 19.20 19.37 20.17 21.01 21.60 21.07 -0.173 -0.118 -0.121 -0.108 -0.110 -0.110 -0.102 0.028 0.005 0.002 0.002 0.002 0.002 0.002
CLLN LN Equity CARILLION PLC Industrials 255.40 6.81% 04.09.2013
TOP DC Equity TOPDANMARK A/S Financials 148.30
HUSQB SS Equity HUSQVARNA AB-B SHS Consumer Discretionary 40.01 4.00% 14.04.2014 23.76 22.41 23.56 24.15 26.83 26.83 -0.300 -0.242 -0.024 -0.110 -0.128 -0.128 0.143 0.032 0.025 0.013 0.003 0.003
CNP FP Equity CNP ASSURANCES Financials 11.53 6.85% 30.04.2014 28.34 27.79 27.05 26.20 25.52 25.52 -0.125 -0.139 -0.157 -0.163 -0.127 -0.127 0.009 0.008 0.006 0.003 0.002 0.002
RHM GY Equity RHEINMETALL AG Industrials 37.38 4.95% 14.05.2014 28.72 31.46 31.06 30.10 28.49 29.81 29.00 0.048 -0.059 -0.034 0.022 -0.040 -0.058 -0.087 0.029 0.003 0.001 0.000 0.000 0.000 0.001
ICAD FP Equity ICADE Financials 74.15 26.06.2014 22.10 21.96 21.89 21.84 25.40 24.86 -0.203 -0.009 0.003 0.003 -0.117 -0.062 0.016 0.001 0.000 0.000 -0.003 -0.001
CBG LN Equity CLOSE BROTHERS GROUP PLC Financials 1079.00 4.17% 16.10.2013
FLTR LN Equity FILTRONA PLC Materials 743.50 1.96% 25.09.2013
ICP LN Equity INTERMEDIATE CAPITAL GROUP Financials 450.70 4.48% 29.05.2013
BES PL Equity BANCO ESPIRITO SANTO-REG Financials 0.79 08.04.2014
NK FP Equity IMERYS SA Materials 51.13 2.93% 06.05.2014 27.56 27.29 27.31 27.30 28.16 28.19 -0.086 0.003 0.012 0.005 -0.005 -0.009 0.023 0.000 0.000 0.000 0.000 0.000
EZJ LN Equity EASYJET PLC Industrials 1222.00 2.13% 26.02.2014
MAP SQ Equity MAPFRE SA Financials 2.86 4.20% 01.07.2013 34.20 31.45 29.61 26.08 24.49 23.58 24.07 -0.139 -0.162 -0.172 -0.225 -0.290 -0.355 -0.312 -0.002 0.000 0.000 0.000 -0.002 0.000 -0.002
SGC LN Equity STAGECOACH GROUP PLC Industrials 313.40 2.78% 28.08.2013
KESBV FH Equity KESKO OYJ-B SHS Consumer Staples 23.98 5.21% 08.04.2014
GIB GY Equity GSW IMMOBILIEN AG Financials 32.94 2.73% 30.06.2014 20.57 21.46 21.94 22.83 23.36 23.67 23.48 -0.413 -0.175 -0.160 -0.145 -0.135 -0.128 -0.111 0.024 0.004 0.003 0.001 0.002 0.002 0.002
BTG LN Equity BTG PLC Health Care 353.70
NEO FP Equity NEOPOST SA Information Technology 53.50 7.29% 10.07.2013 23.28 24.49 24.71 28.11 25.21 28.99 -0.206 -0.062 -0.043 -0.138 -0.051 -0.142 0.022 0.001 0.000 -0.002 0.001 0.000
VCT LN Equity VICTREX PLC Materials 1629.00 2.39% 12.06.2013
BWY LN Equity BELLWAY PLC Consumer Discretionary 1319.00 1.93% 11.12.2013
PMI IM Equity BANCA POPOLARE DI MILANO Financials 0.46 19.05.2014 48.04 46.56 46.89 46.61 47.12 47.12 -0.856 -0.194 -0.151 -0.117 -0.070 -0.070 0.051 0.003 0.001 0.001 0.000 0.000
HTG LN Equity HUNTING PLC Energy 864.50 2.23% 23.10.2013
VED LN Equity VEDANTA RESOURCES PLC Materials 1256.00 3.04% 14.08.2013 33.02 33.26 33.59 34.94 -0.107 -0.099 -0.089 -0.098 0.003 0.002 0.001 0.000
AF FP Equity AIR FRANCE-KLM Industrials 7.41 16.07.2013 43.73 40.36 40.44 40.82 40.56 34.96 35.84 -0.279 -0.198 -0.172 -0.128 -0.110 -0.090 -0.126 0.037 0.004 0.003 0.002 0.000 0.000 0.000
Stoxx600Index
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms:
IVt = atx + btx2
+ ct
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

5. 15.05.2013
Ticker Name GICS_SECTOR_NAME ATM3 Ref
Dividend
Yield
Next Ex-
Dividend
Date
ATM3
Vol - 30D
ATM3
Vol - 60D
ATM3
Vol - 90D
ATM3
Vol - 6M
ATM3
Vol - 12M
ATM3
Vol - 18M
ATM3
Vol - 24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
UTDI GY Equity UNITED INTERNET AG-REG SHARE Information Technology 22.57 1.33% 02.06.2014 16.05 17.07 17.53 19.13 20.97 21.44 21.11 -0.271 -0.122 -0.106 -0.083 -0.096 -0.088 -0.069 0.046 0.008 0.005 0.004 0.002 0.002 0.002
PARG SE Equity PARGESA HOLDING SA-BR Financials 66.75 3.90% 13.05.2014 16.83 17.41 17.75 18.74 20.08 21.68 -0.119 -0.136 -0.141 -0.136 -0.102 -0.093 0.033 0.005 0.002 0.002 0.002 0.003
BPSO IM Equity BANCA POPOLARE DI SONDRIO Financials 4.55 19.05.2014 47.79 48.23 48.23 48.08 47.31 49.71 -0.071 0.012 0.007 0.008 0.109 0.220 0.023 0.000 0.000 0.000 -0.001 -0.002
ACKB BB Equity ACKERMANS & VAN HAAREN Financials 69.44 2.40% 02.06.2014
TKA AV Equity TELEKOM AUSTRIA AG Telecommunication Services 5.48 0.91% 26.05.2014 28.48 25.03 26.09 27.53 27.57 26.91 -0.017 -0.096 -0.047 0.107 0.389 0.500 0.062 0.008 0.003 0.006 -0.002 -0.002
RATOB SS Equity RATOS AB-B SHS Financials 59.80 5.43% 17.04.2014
UG FP Equity PEUGEOT SA Consumer Discretionary 6.54 04.06.2014 44.23 43.62 43.69 43.57 43.32 44.07 43.91 -0.239 -0.192 -0.160 -0.120 -0.165 -0.256 -0.213 0.044 0.007 0.004 0.002 0.003 0.002 0.000
ULE LN Equity ULTRA ELECTRONICS HLDGS PLC Industrials 1742.00 2.41% 14.08.2013
STB NO Equity STOREBRAND ASA Financials 26.75 4.86% 17.04.2014 43.49 42.56 41.34 36.37 -0.398 -0.343 -0.272 -0.092 0.066 0.051 0.032 0.002
SK FP Equity SEB SA Consumer Discretionary 57.50 2.30% 15.05.2014 26.83 27.51 27.46 27.40 27.40 27.96 0.094 0.008 0.013 0.015 -0.006 -0.001 0.018 0.000 0.000 0.000 0.000 0.000
SAZ GY Equity STADA ARZNEIMITTEL AG Health Care 33.62 1.49% 28.05.2014 27.74 26.22 27.05 28.41 27.12 27.43 26.37 -0.297 -0.101 -0.074 -0.047 -0.021 -0.005 0.029 0.030 0.007 0.006 0.003 0.002 0.002 0.002
SPR GY Equity AXEL SPRINGER AG Consumer Discretionary 32.53 5.69% 24.04.2014 21.32 20.73 20.31 19.90 21.41 21.41 22.78 -0.204 0.019 0.028 0.028 0.014 -0.001 -0.056 0.026 0.001 0.000 0.000 0.000 0.000 0.000
AALB NA Equity AALBERTS INDUSTRIES NV Industrials 18.06 2.05% 29.04.2014 18.69 17.33 17.87 19.10 -0.378 -0.189 -0.160 -0.079 0.042 0.013 0.008 0.004
ZOT SQ Equity ZARDOYA OTIS SA Industrials 11.23 3.56% 08.10.2013
NES1V FH Equity NESTE OIL OYJ Energy 12.16 3.45% 07.04.2014 27.80 28.45 29.02 30.15 -0.220 -0.087 -0.078 -0.067 0.039 0.003 0.001 0.000
ELE SQ Equity ENDESA SA Utilities 18.05 02.07.2014 30.33 29.21 28.67 27.71 26.47 24.50 24.92 -0.034 -0.029 -0.026 -0.026 -0.023 0.111 0.137 0.000 0.000 0.000 0.000 0.000 0.000 0.000
DEQ GY Equity DEUTSCHE EUROSHOP AG Financials 34.28 3.50% 20.06.2014 12.06 13.29 14.03 15.37 15.52 16.61 17.23 -0.136 -0.058 -0.049 -0.031 0.000 -0.007 -0.023 0.034 0.009 0.005 0.002 0.001 0.001 0.001
MPI LN Equity MICHAEL PAGE INTERNATIONAL Industrials 393.10 4.45% 04.09.2013
RBI AV Equity RAIFFEISEN BANK INTERNATIONA Financials 27.98 4.18% 02.07.2014 26.42 25.79 25.63 26.75 39.42 41.81 -1.153 -0.233 -0.111 -0.039 0.559 0.759 0.067 0.016 0.008 0.009 -0.012 -0.015
CFAO FP Equity CFAO Consumer Discretionary 31.14 2.93%
MTO LN Equity MITIE GROUP PLC Industrials 271.70 3.85% 19.06.2013
COFB BB Equity COFINIMMO Financials 88.95 6.75% 28.04.2014 11.77 12.42 12.60 13.05 15.08 15.35 0.385 0.061 -0.001 -0.052 -0.065 -0.052 0.028 0.008 0.007 0.005 0.004 0.004
TT/ LN Equity TUI TRAVEL PLC Consumer Discretionary 355.90 3.58% 05.03.2014
HIK LN Equity HIKMA PHARMACEUTICALS PLC Health Care 990.00 1.33% 28.08.2013
VIG AV Equity VIENNA INSURANCE GROUP AG Financials 40.00 3.38% 12.05.2014 18.53 19.41 20.05 21.54 29.57 33.01 -0.906 -0.080 -0.061 -0.092 0.352 0.524 0.076 0.019 0.008 0.002 -0.006 -0.009
DLAR LN Equity DE LA RUE PLC Industrials 965.00 4.38% 03.07.2013
FNTN GY Equity FREENET AG Telecommunication Services 19.22 14.05% 12.05.2014 29.67 28.13 27.43 26.47 25.05 26.59 25.12 -0.082 0.043 -0.017 -0.060 -0.008 0.042 0.099 0.038 0.007 0.005 0.003 0.002 0.003 0.002
HAS LN Equity HAYS PLC Industrials 96.00 2.78% 09.10.2013
OERL SE Equity OC OERLIKON CORP AG-REG Industrials 11.65 33.24 32.23 32.90 33.73 33.08 32.96 -0.418 -0.230 -0.203 -0.152 -0.153 -0.193 0.036 0.007 0.005 0.003 0.003 0.004
ELM LN Equity ELEMENTIS PLC Materials 247.00 2.24% 04.09.2013
TRYG DC Equity TRYG A/S Financials 510.00 5.29% 22.04.2014 23.53 21.68 21.15 20.16 -0.076 0.040 0.080 0.104 0.006 -0.001 -0.001 -0.001
RCF FP Equity TELEPERFORMANCE Industrials 37.34 1.82% 02.06.2014 23.25 22.92 22.86 22.73 22.01 22.02 -0.277 -0.023 -0.005 0.000 0.020 0.041 0.024 0.001 0.000 0.000 0.001 0.001
JLT LN Equity JARDINE LLOYD THOMPSON GROUP Financials 914.00 3.02% 04.09.2013
PZC LN Equity PZ CUSSONS PLC Consumer Staples 381.00 1.97% 14.08.2013
PNL NA Equity POSTNL NV Industrials 1.79 06.08.2013 48.44 45.51 45.97 45.80 45.46 45.46 45.46 -0.118 -0.015 -0.001 0.004 -0.035 -0.035 -0.035 0.053 0.001 -0.002 -0.002 -0.001 -0.001 -0.001
EMSN SE Equity EMS-CHEMIE HOLDING AG-REG Materials 285.00 2.63%
GCC ID Equity C&C GROUP PLC Consumer Staples 4.75 1.95% 30.10.2013 29.93 28.03 27.35 26.57 26.07 26.59 -0.113 -0.107 -0.146 -0.168 -0.172 -0.163 0.050 0.005 0.003 0.002 0.002 0.002
EBRO SQ Equity EBRO FOODS SA Consumer Staples 15.47 3.36% 10.01.2014 30.54 29.54 28.57 26.80 24.15 24.35 24.36 -0.077 -0.102 -0.111 -0.133 -0.052 -0.083 -0.054 0.000 0.000 0.000 0.001 0.000 0.000 0.000
SPT LN Equity SPIRENT COMMUNICATIONS PLC Information Technology 136.50 1.72% 07.08.2013
GXI GY Equity GERRESHEIMER AG Health Care 46.53 1.61% 22.04.2014 20.02 21.94 22.62 23.42 24.32 24.17 24.10 -0.469 -0.115 -0.095 -0.093 -0.083 -0.074 -0.059 0.024 0.003 0.002 0.002 0.001 0.001 0.001
AMEAS FH Equity AMER SPORTS OYJ Consumer Discretionary 13.94 2.87% 10.03.2014
SOF BB Equity SOFINA Financials 73.10 2.99% 08.05.2014 12.94 11.94 11.95 11.94 12.28 12.22 -0.104 -0.072 -0.066 -0.022 0.002 0.005 0.016 0.004 0.003 0.001 0.000 0.000
SZG GY Equity SALZGITTER AG Materials 31.15 0.80% 22.05.2014 41.35 36.31 36.01 35.16 33.70 33.47 33.17 -0.116 -0.043 -0.036 -0.035 -0.029 -0.033 -0.043 0.026 0.002 0.001 0.000 0.000 0.000 0.000
IMG LN Equity IMAGINATION TECH GROUP PLC Information Technology 317.90
BCVN SE Equity BANQUE CANTONALE VAUDOIS-REG Financials 515.00 6.21% 29.04.2014 20.85 20.95 20.98 21.10 20.04 19.30 -0.005 -0.010 0.000 0.003 0.057 0.099 0.017 0.000 0.000 0.000 0.001 0.001
RF FP Equity EURAZEO Financials 42.13 2.85% 16.05.2014 27.43 27.57 27.56 27.54 27.42 28.17 -0.162 -0.019 -0.003 0.000 0.006 0.010 0.016 0.000 0.000 0.000 0.000 0.000
KCR1V FH Equity KONECRANES OYJ Industrials 27.92 3.94% 21.03.2014
BME SQ Equity BOLSAS Y MERCADOS ESPANOLES Financials 20.14 9.09% 06.09.2013 28.92 28.30 27.22 25.50 23.85 22.72 22.55 -0.095 0.030 0.055 0.012 0.023 -0.026 0.009 0.001 -0.001 -0.002 -0.001 -0.001 0.000 -0.001
TRE SQ Equity TECNICAS REUNIDAS SA Energy 38.29 3.69% 11.07.2013 33.00 31.94 31.49 31.35 30.48 30.26 30.21 -0.104 -0.111 -0.104 -0.107 -0.079 -0.092 -0.087 0.001 0.001 0.000 0.001 0.000 0.000 -0.001
VATN SE Equity VALIANT HOLDING AG-REG Financials 87.75 3.65% 29.05.2014 19.03 18.69 18.70 18.69 18.73 19.43 -0.120 0.001 0.002 0.000 -0.017 -0.020 0.011 0.000 0.000 0.000 0.000 0.000
ANA SQ Equity ACCIONA SA Utilities 49.40 5.16% 21.01.2014 34.56 33.17 32.38 31.95 28.61 30.88 28.71 -0.141 -0.116 -0.118 -0.146 -0.109 -0.162 -0.115 0.001 0.000 0.000 0.000 0.001 0.000 0.000
CLS1 GY Equity CELESIO AG Health Care 15.56 1.93% 19.05.2014 30.82 27.01 26.78 27.34 26.22 26.46 26.08 0.132 0.032 0.002 -0.021 -0.045 -0.048 -0.027 0.038 0.006 0.004 0.001 0.001 0.000 0.000
KABN SE Equity KABA HOLDING AG-REG B Industrials 374.00 2.41% 31.10.2013 16.43 17.03 17.24 17.76 17.68 17.15 -0.312 -0.094 -0.083 -0.098 -0.079 -0.054 0.021 0.002 0.001 0.001 0.001 0.002
FI/N SE Equity FISCHER (GEORG)-REG Industrials 442.50 3.39% 26.03.2014 22.81 21.65 21.84 23.13 25.70 25.59 -0.193 -0.101 -0.085 -0.082 -0.018 -0.009 0.022 0.004 0.003 0.003 0.004 0.003
ALLN SE Equity ALLREAL HOLDING AG-REG Financials 138.80 3.96% 10.04.2014
MS IM Equity MEDIASET SPA Consumer Discretionary 2.35 19.05.2014 49.14 44.19 43.56 42.42 40.31 40.31 0.130 -0.226 -0.213 -0.146 -0.143 -0.143 0.033 0.005 0.004 0.001 0.003 0.003
LOGN SE Equity LOGITECH INTERNATIONAL-REG Information Technology 6.30 37.84 37.54 36.63 35.55 32.91 29.63 -0.361 -0.279 -0.301 -0.371 -0.426 -0.501 0.045 0.004 0.003 0.005 0.006 0.012
ECM LN Equity ELECTROCOMPONENTS PLC Information Technology 264.80 4.44% 19.06.2013
CWC LN Equity CABLE & WIRELESS COMMUNICATI Telecommunication Services 43.14 6.20% 29.05.2013 25.09 25.04 24.97 24.78 0.207 0.144 0.058 -0.079 -0.001 0.000 0.002 0.003
VER AV Equity VERBUND AG Utilities 17.00 5.88% 24.04.2014 20.22 18.71 19.32 20.71 29.88 33.10 -0.433 -0.101 -0.085 -0.031 0.415 0.620 0.097 0.020 0.012 0.010 -0.008 -0.013
HUFVA SS Equity HUFVUDSTADEN AB-A SHS Financials 91.60 3.00% 21.03.2014
DEC FP Equity JC DECAUX SA Consumer Discretionary 20.82 2.11% 15.05.2014 35.98 33.90 33.17 33.03 32.46 32.99 0.051 -0.045 -0.062 -0.072 -0.062 -0.047 0.011 0.001 0.001 0.002 0.001 0.001
BKIA SQ Equity BANKIA SA Financials 3.58 40.50 41.43 42.68 44.23 40.38 37.75 37.78 -0.386 -0.378 -0.368 -0.246 -0.150 -0.163 -0.160 0.011 0.011 0.012 0.005 0.000 0.001 0.001
HOLMB SS Equity HOLMEN AB-B SHARES Materials 184.20 4.89% 10.04.2014 15.12 14.67 15.97 17.92 -0.485 -0.329 -0.255 -0.156 0.090 0.034 0.019 0.008
EXO IM Equity EXOR SPA Financials 24.72 1.36% 23.06.2014 23.58 23.75 23.80 24.17 -0.268 -0.114 -0.108 -0.097 0.044 0.002 0.001 0.000
JM SS Equity JM AB Consumer Discretionary 146.75 4.77% 25.04.2014
EVR LN Equity EVRAZ PLC Materials 159.80 04.09.2013 42.59 42.16 41.58 40.62 -0.004 -0.012 -0.023 -0.032 -0.003 -0.003 -0.001 0.000
FGP LN Equity FIRSTGROUP PLC Industrials 221.80 4.91% 10.07.2013
NCCB SS Equity NCC AB-B SHS Industrials 159.10 6.29% 10.04.2014
MOBN SE Equity MOBIMO HOLDING AG-REG Financials 212.40 4.24% 11.04.2014
NEX LN Equity NATIONAL EXPRESS GROUP PLC Industrials 211.40 5.11% 04.09.2013
ASM NA Equity ASM INTERNATIONAL NV Information Technology 26.72 1.85% 26.51 25.73 26.11 26.65 -0.167 -0.055 -0.045 -0.038 0.045 0.007 0.003 0.003
BVIC LN Equity BRITVIC PLC Consumer Staples 466.20 3.84% 29.05.2013
KRA1V FH Equity KEMIRA OYJ Materials 11.91 4.62% 27.03.2014
HOT GY Equity HOCHTIEF AG Industrials 56.74 3.52% 08.05.2014 28.52 28.43 28.75 29.57 30.69 30.69 29.70 -0.142 -0.076 -0.088 -0.087 -0.064 -0.052 -0.078 0.028 0.002 0.001 0.001 0.000 0.000 0.001
ORI SS Equity ORIFLAME COSMETICS SA-SDR Consumer Staples 244.60 6.14% 22.05.2014 57.58 57.58 57.58 57.58 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
LUNDB SS Equity LUNDBERGS AB-B SHS Financials 267.00 1.69% 14.04.2014
POG LN Equity PETROPAVLOVSK PLC Materials 135.20 5.17% 02.10.2013
SYDB DC Equity SYDBANK A/S Financials 125.00 1.60% 14.03.2014
ECMPA NA Equity EUROCOMMERCIAL PROPERTIE-CV Financials 31.49 6.02% 31.10.2013
BPTY LN Equity BWIN.PARTY DIGITAL ENTERTAIN Consumer Discretionary 143.90 4.08% 11.09.2013
BIM FP Equity BIOMERIEUX Health Care 75.10 1.29% 02.06.2014 20.13 19.77 19.71 19.80 19.84 20.04 -0.179 -0.020 0.006 0.006 0.003 0.001 0.017 0.001 0.000 0.000 0.000 0.000
HAV FP Equity HAVAS SA Consumer Discretionary 4.99 2.18% 15.05.2014 39.09 38.99 38.85 38.10 0.041 0.041 0.041 0.039 -0.004 -0.003 -0.002 0.000
WHA NA Equity WERELDHAVE NV Financials 58.46 6.00% 22.04.2014 15.94 14.71 14.96 15.67 16.06 16.06 16.06 -0.310 -0.198 -0.186 -0.149 -0.133 -0.133 -0.133 0.040 0.009 0.005 0.006 0.003 0.003 0.003
ENRC LN Equity EURASIAN NATURAL RESOURCES Materials 298.60 1.65% 28.08.2013 113.45 105.42 94.48 76.76 -0.157 -0.148 -0.137 -0.075 0.004 0.003 0.002 -0.001
MAU FP Equity MAUREL ET PROM Energy 13.09 3.06% 23.06.2014 23.42 24.40 24.69 25.61 26.80 27.11 -0.412 -0.160 -0.137 -0.120 -0.124 -0.053 0.033 0.004 0.003 0.001 0.001 0.001
WIN GY Equity WINCOR NIXDORF AG Information Technology 42.54 3.10% 21.01.2014 22.53 23.89 24.68 26.21 26.26 26.88 27.08 -0.349 -0.113 -0.118 -0.108 -0.061 -0.055 -0.059 0.022 0.003 0.003 0.003 0.002 0.001 0.002
SSABA SS Equity SSAB AB-A SHARES Materials 46.79 2.35% 15.04.2014 31.15 29.70 29.94 29.79 31.69 31.69 -0.607 -0.230 -0.207 -0.131 -0.065 -0.065 0.111 0.026 0.021 0.003 0.003 0.003
LMI LN Equity LONMIN PLC Materials 267.20 08.01.2014 56.05 54.97 53.51 49.86 -0.251 -0.209 -0.151 -0.082 0.004 0.002 0.001 0.000
ACX SQ Equity ACERINOX SA Materials 8.10 8.02% 05.07.2013 26.38 26.90 26.39 26.66 24.23 23.52 23.35 -0.007 -0.049 -0.055 -0.057 0.108 0.142 0.168 0.002 0.000 0.000 0.001 0.001 0.001 0.001
NOBN SE Equity NOBEL BIOCARE HOLDING AG-REG Health Care 12.05 1.83% 03.04.2014 34.58 31.09 31.49 32.54 32.96 32.83 32.97 -0.243 -0.139 -0.128 -0.109 -0.094 -0.094 -0.094 0.024 0.005 0.004 0.001 0.001 0.001 0.001
AIXA GY Equity AIXTRON SE Information Technology 11.85 26.05.2014 32.38 33.40 34.58 36.83 37.28 36.23 35.51 -0.156 -0.078 -0.075 -0.056 -0.146 -0.220 -0.333 0.034 0.003 0.002 0.000 0.003 0.005 0.009
OPAP GA Equity OPAP SA Consumer Discretionary 7.94 7.20% 20.06.2014 56.67 55.64 54.25 48.91 -1.256 -0.952 -0.538 0.000 -0.043 -0.032 -0.018 0.000
GBB FP Equity BOURBON SA Energy 21.57 3.59% 05.06.2014
SGL GY Equity SGL CARBON SE Industrials 28.31 0.71% 02.05.2014 27.81 24.51 25.12 26.67 27.58 28.17 28.77 -0.171 -0.045 -0.069 -0.126 -0.196 -0.230 -0.273 0.034 0.006 0.004 0.001 -0.003 -0.006 -0.007
LEO GY Equity LEONI AG Consumer Discretionary 36.82 3.67% 02.05.2014 31.41 27.67 28.30 30.22 32.67 33.37 33.47 -0.159 -0.060 -0.073 -0.055 -0.018 0.010 -0.006 0.022 0.002 0.001 0.000 0.000 -0.001 0.000
STMN SE Equity STRAUMANN HOLDING AG-REG Health Care 125.40 2.99% 09.04.2014 30.22 27.14 27.31 27.17 27.76 27.75 -0.173 -0.046 -0.046 -0.033 -0.028 -0.019 0.018 0.003 0.003 0.002 0.001 0.001
WCH GY Equity WACKER CHEMIE AG Materials 52.00 0.67% 09.05.2014 46.38 44.79 46.95 48.91 48.69 48.76 47.59 -0.214 -0.457 -0.491 -0.522 -0.538 -0.537 -0.531 0.012 0.000 -0.002 -0.006 -0.013 -0.020 -0.019
PUM GY Equity PUMA SE Consumer Discretionary 227.70 0.91% 08.05.2014 19.55 18.33 17.76 16.95 17.37 17.47 17.36 0.090 0.043 0.036 0.039 0.023 0.012 -0.001 0.020 -0.001 -0.001 0.000 0.000 0.000 0.000
TOD IM Equity TOD'S SPA Consumer Discretionary 114.40 2.36% 19.05.2014 24.33 22.85 23.21 23.65 -0.168 -0.165 -0.161 -0.124 0.022 0.002 0.003 0.004
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security #N/A Invalid Security
0 #N/A Invalid Security #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
At The Money Implied Volatilities by Terms
Option Implied Volatility Skew Parameters by Terms:
IVt = atx + btx
2
+ ct
Stoxx600Index
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