BCV, profile picture
Uploaded byBCV
1,112 views

TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters

The document appears to be a table containing stock data for various Japanese companies listed on the Tokyo Stock Exchange. It includes information such as the company ticker, name, sector, dividend yield, next ex-dividend date, and average trading volumes and skews over various time periods ranging from 30 days to 24 months. There are over 40 stocks listed in the table along with their respective data points.

Embed presentation

Download to read offline
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 7203 JT Equity TOYOTA MOTOR CORP Consumer Discretionary 6440.00 1.24% 26.09.2013 36.78 34.37 33.26 31.92 0.041 -0.093 -0.073 -0.036 -0.003 0.002 0.002 0.001 8306 JT Equity MITSUBISHI UFJ FINANCIAL GRO Financials 732.00 1.91% 26.09.2014 41.14 40.09 38.58 37.47 -0.005 -0.014 -0.022 -0.002 0.003 0.002 0.002 0.000 8316 JT Equity SUMITOMO MITSUI FINANCIAL GR Financials 4915.00 2.24% 26.09.2014 39.43 39.41 38.08 37.12 -0.194 -0.032 -0.021 0.007 0.000 0.002 0.002 0.001 7267 JT Equity HONDA MOTOR CO LTD Consumer Discretionary 4185.00 1.91% 26.06.2014 30.71 32.35 31.75 31.10 0.103 -0.134 -0.108 -0.063 0.000 0.002 0.001 0.001 8411 JT Equity MIZUHO FINANCIAL GROUP INC Financials 226.00 2.65% 26.09.2014 30.03 48.15 47.74 47.91 -0.026 -0.033 -0.026 -0.003 0.008 0.001 0.001 0.000 9984 JT Equity SOFTBANK CORP Telecommunication Services5960.00 0.67% 26.09.2013 46.56 44.22 42.98 43.31 0.208 -0.048 -0.044 0.007 -0.005 0.002 0.002 0.000 2914 JT Equity JAPAN TOBACCO INC Consumer Staples 3805.00 2.42% 26.09.2014 32.75 38.37 35.20 32.56 -0.094 -0.045 -0.044 -0.013 0.007 0.002 0.002 0.001 7751 JT Equity CANON INC Information Technology 3740.00 3.21% 26.06.2013 33.70 32.80 32.09 31.48 -0.299 -0.131 -0.074 -0.013 -0.010 0.003 0.002 0.000 9432 JT Equity NIPPON TELEGRAPH & TELEPHONE Telecommunication Services5550.00 2.88% 26.09.2014 31.14 29.98 28.52 27.19 0.085 -0.093 -0.073 0.060 -0.004 0.003 0.002 0.002 8802 JT Equity MITSUBISHI ESTATE CO LTD Financials 2868.00 0.42% 26.09.2014 37.00 42.12 41.11 39.96 0.388 -0.048 -0.049 -0.039 0.027 -0.001 0.000 0.001 4502 JT Equity TAKEDA PHARMACEUTICAL CO LTD Health Care 4985.00 3.61% 26.09.2014 33.12 26.19 25.66 25.08 -0.045 -0.006 -0.023 -0.009 -0.013 0.000 0.000 0.000 8604 JT Equity NOMURA HOLDINGS INC Financials 924.00 0.43% 26.09.2013 47.44 45.53 44.28 43.85 0.048 -0.092 -0.065 -0.021 0.007 0.002 0.002 0.001 6501 JT Equity HITACHI LTD Information Technology 739.00 1.35% 26.09.2013 41.02 38.45 38.18 36.75 -0.017 -0.056 -0.050 -0.012 -0.005 0.001 0.001 0.000 6954 JT Equity FANUC CORP Industrials 16460.00 1.22% 26.09.2013 35.79 37.60 37.02 36.05 -0.035 -0.041 -0.043 0.005 -0.001 0.002 0.002 0.001 3382 JT Equity SEVEN & I HOLDINGS CO LTD Consumer Staples 4065.00 1.62% 27.08.2014 25.00 33.54 32.45 31.46 -0.764 -0.083 -0.066 -0.015 0.009 0.003 0.002 0.000 9020 JT Equity EAST JAPAN RAILWAY CO Industrials 8420.00 1.43% 26.09.2014 17.82 31.14 30.37 31.19 0.502 -0.034 -0.032 -0.011 0.010 0.001 0.001 0.000 8801 JT Equity MITSUI FUDOSAN CO LTD Financials 3250.00 0.68% 26.09.2014 44.06 48.09 49.99 50.11 0.577 -0.003 -0.009 0.023 0.004 -0.001 -0.002 -0.002 8058 JT Equity MITSUBISHI CORP Industrials 1900.00 3.16% 26.09.2014 29.49 28.34 28.25 27.84 -0.195 -0.042 -0.031 -0.002 0.001 0.001 0.001 0.001 7201 JT Equity NISSAN MOTOR CO LTD Consumer Discretionary 1147.00 2.22% 26.09.2013 33.88 37.03 36.16 35.45 -0.469 -0.071 -0.053 -0.024 0.003 0.002 0.002 0.000 6301 JT Equity KOMATSU LTD Industrials 2894.00 2.00% 26.09.2014 37.73 36.18 35.85 35.56 -0.038 -0.089 -0.069 -0.013 0.001 0.004 0.003 0.001 4503 JT Equity ASTELLAS PHARMA INC Health Care 6010.00 2.25% 26.09.2014 27.76 26.98 26.56 27.07 -0.071 -0.012 -0.024 -0.011 -0.002 0.005 0.003 0.001 9433 JT Equity KDDI CORP Telecommunication Services4935.00 2.43% 26.09.2014 29.62 30.01 29.92 30.33 -0.083 -0.004 -0.010 0.076 -0.007 0.001 0.001 -0.001 9437 JT Equity NTT DOCOMO INC Telecommunication Services162800.00 3.69% 26.09.2014 18.90 25.66 25.30 24.76 -0.380 -0.048 -0.046 -0.012 -0.003 0.001 0.001 0.001 4063 JT Equity SHIN-ETSU CHEMICAL CO LTD Materials 6980.00 1.43% 26.09.2013 31.19 31.56 31.57 31.45 -0.229 -0.058 -0.049 -0.011 -0.002 0.002 0.002 0.000 6758 JT Equity SONY CORP Consumer Discretionary 2072.00 1.21% 26.09.2013 54.26 47.87 44.92 42.27 0.126 -0.245 -0.200 -0.133 -0.015 0.001 0.001 0.000 8766 JT Equity TOKIO MARINE HOLDINGS INC Financials 3380.00 1.63% 26.09.2013 32.38 37.53 36.59 35.86 -0.036 -0.084 -0.053 0.001 -0.003 0.003 0.002 0.000 8031 JT Equity MITSUI & CO LTD Industrials 1423.00 3.58% 26.09.2014 27.10 28.53 28.33 28.46 -0.258 -0.099 -0.068 -0.009 -0.002 0.002 0.002 0.000 7011 JT Equity MITSUBISHI HEAVY INDUSTRIES Industrials 713.00 1.12% 26.09.2014 33.61 40.33 40.22 40.09 0.011 0.002 0.003 0.006 -0.002 0.000 0.000 0.000 6503 JT Equity MITSUBISHI ELECTRIC CORP Industrials 1180.00 1.10% 26.09.2013 43.88 35.36 35.29 35.20 0.156 0.003 0.004 0.005 0.000 0.000 0.000 0.000 5108 JT Equity BRIDGESTONE CORP Consumer Discretionary 3590.00 1.50% 26.06.2014 40.73 36.92 38.34 40.36 -0.383 -0.051 -0.021 0.015 -0.025 0.002 0.001 -0.001 5401 JT Equity NIPPON STEEL & SUMITOMO META Materials 265.00 1.51% 26.09.2013 30.07 37.56 36.90 36.51 0.045 -0.066 -0.058 0.028 0.017 0.004 0.003 0.000 6902 JT Equity DENSO CORP Consumer Discretionary 4745.00 1.43% 26.09.2014 29.94 33.46 33.96 35.17 -0.483 -0.020 -0.011 0.002 0.008 0.001 0.000 0.000 8309 JT Equity SUMITOMO MITSUI TRUST HOLDIN Financials 600.00 1.67% 26.09.2014 40.66 40.26 40.18 40.01 -0.008 0.001 0.002 0.010 0.001 0.000 0.000 0.000 9022 JT Equity CENTRAL JAPAN RAILWAY CO Industrials 13340.00 0.82% 26.09.2014 26.49 35.30 35.22 34.98 -0.522 0.003 0.003 0.029 0.015 0.000 0.000 0.000 8830 JT Equity SUMITOMO REALTY & DEVELOPMNT Financials 4455.00 0.45% 26.09.2014 39.04 43.81 43.49 43.26 -0.164 -0.161 -0.214 -0.281 -0.024 -0.010 -0.005 0.000 8001 JT Equity ITOCHU CORP Industrials 1312.00 3.20% 26.09.2014 35.33 30.19 30.12 30.18 -0.501 0.005 0.004 0.003 -0.001 0.000 0.000 0.000 6502 JT Equity TOSHIBA CORP Information Technology 523.00 1.53% 26.09.2013 41.98 38.24 37.70 37.45 -0.114 -0.078 -0.052 -0.006 -0.012 0.002 0.002 0.000 6752 JT Equity PANASONIC CORP Consumer Discretionary 898.00 26.09.2013 40.99 41.98 41.58 42.12 0.224 -0.120 -0.067 0.016 -0.009 0.004 0.002 0.000 8601 JT Equity DAIWA SECURITIES GROUP INC Financials 1002.00 0.60% 26.09.2013 46.23 40.32 40.23 40.98 0.073 0.003 0.003 -0.039 0.005 0.000 0.000 -0.001 4452 JT Equity KAO CORP Consumer Staples 3510.00 1.82% 26.06.2014 22.98 23.34 23.36 23.24 -0.118 -0.091 -0.041 0.007 0.003 0.002 0.001 0.000 6326 JT Equity KUBOTA CORP Industrials 1696.00 1.06% 26.09.2013 70.05 30.33 30.27 30.20 0.678 0.002 0.003 0.003 -0.022 0.000 0.000 0.000 6981 JT Equity MURATA MANUFACTURING CO LTD Information Technology 8650.00 1.39% 26.09.2014 32.46 34.18 34.02 33.83 -0.110 -0.075 -0.066 -0.049 0.006 0.000 0.000 0.000 9983 JT Equity FAST RETAILING CO LTD Consumer Discretionary 38800.00 0.72% 26.02.2014 30.98 40.37 40.13 40.21 0.697 -0.010 -0.009 0.015 0.024 0.000 0.000 0.000 2503 JT Equity KIRIN HOLDINGS CO LTD Consumer Staples 1841.00 1.96% 26.06.2014 28.38 29.05 29.27 29.43 -0.359 -0.111 -0.055 0.003 0.004 -0.001 -0.001 0.000 6971 JT Equity KYOCERA CORP Information Technology 10610.00 1.13% 26.09.2013 35.25 30.47 30.25 30.04 -0.257 -0.059 -0.023 0.003 -0.013 0.002 0.001 0.000 8591 JT Equity ORIX CORP Financials 1505.00 0.86% 27.03.2014 37.54 35.15 35.04 34.83 0.204 0.001 0.002 0.006 0.016 0.000 0.000 0.000 8725 JT Equity MS&AD INSURANCE GROUP HOLDIN Financials 2960.00 1.82% 26.09.2013 42.18 40.38 40.30 40.25 -0.022 0.004 0.004 0.004 0.006 0.000 0.000 0.000 6861 JT Equity KEYENCE CORP Information Technology 34450.00 0.17% 17.09.2014 25.41 25.20 25.14 25.04 0.004 0.003 0.004 0.006 0.000 0.000 0.000 0.000 8750 JT Equity DAI-ICHI LIFE INSURANCE Financials 155600.00 1.29% 27.03.2015 41.67 41.35 41.28 41.15 0.002 0.003 0.004 0.006 0.000 0.000 0.000 0.000 8053 JT Equity SUMITOMO CORP Industrials 1353.00 3.47% 26.09.2014 25.96 27.45 27.81 28.74 -0.121 -0.100 -0.047 0.003 0.001 0.003 0.001 0.000 7270 JT Equity FUJI HEAVY INDUSTRIES LTD Consumer Discretionary 2395.00 0.84% 26.09.2014 4578 JT Equity OTSUKA HOLDINGS CO LTD Health Care 3605.00 1.80% 26.09.2014 9531 JT Equity TOKYO GAS CO LTD Utilities 616.00 1.62% 26.09.2014 19.51 20.30 20.22 20.19 0.043 -0.011 -0.004 0.006 0.014 0.001 0.001 0.000 6273 JT Equity SMC CORP Industrials 22340.00 0.72% 26.09.2014 29.49 29.24 29.17 29.06 0.002 0.003 0.004 0.008 0.000 0.000 0.000 0.000 7974 JT Equity NINTENDO CO LTD Information Technology 11710.00 2.22% 27.03.2015 47.95 39.15 38.82 38.79 0.066 -0.135 -0.108 -0.061 -0.028 0.003 0.003 0.001 4568 JT Equity DAIICHI SANKYO CO LTD Health Care 1998.00 3.00% 26.09.2014 20.90 22.89 23.06 23.18 -0.040 -0.048 -0.026 0.002 0.009 0.001 0.000 0.000 1605 JT Equity INPEX CORP Energy 468000.00 1.54% 26.09.2014 33.56 30.81 30.34 31.42 -0.305 -0.061 -0.065 -0.021 0.007 0.001 0.001 0.000 1925 JT Equity DAIWA HOUSE INDUSTRY CO LTD Financials 2259.00 1.68% 26.09.2014 39.17 29.96 31.39 33.37 -0.187 -0.032 -0.009 0.011 -0.023 0.001 0.001 0.000 2502 JT Equity ASAHI GROUP HOLDINGS LTD Consumer Staples 2766.00 1.55% 26.06.2014 41.80 24.80 24.60 24.54 0.275 -0.079 -0.036 0.004 -0.014 0.002 0.001 0.000 5020 JT Equity JX HOLDINGS INC Energy 536.00 2.99% 26.09.2014 29.21 30.21 30.16 30.24 0.014 0.005 0.004 0.006 0.005 0.000 0.000 0.000 9735 JT Equity SECOM CO LTD Industrials 5640.00 2.04% 27.03.2015 22.37 26.77 26.76 27.13 -0.079 -0.080 -0.038 0.006 0.003 0.002 0.001 0.000 8002 JT Equity MARUBENI CORP Industrials 750.00 3.33% 26.09.2014 28.74 35.26 35.15 35.23 0.018 0.003 0.004 0.005 0.001 0.000 0.000 0.000 3402 JT Equity TORAY INDUSTRIES INC Materials 746.00 1.34% 26.09.2014 33.52 30.37 30.30 30.22 0.399 0.002 0.003 0.003 0.007 0.000 0.000 0.000 6367 JT Equity DAIKIN INDUSTRIES LTD Industrials 4410.00 0.86% 26.09.2013 36.85 36.78 37.44 37.90 -0.098 -0.074 -0.033 0.009 0.003 0.001 0.001 0.000 7261 JT Equity MAZDA MOTOR CORP Consumer Discretionary 379.00 48.94 50.47 49.80 49.40 -0.377 -0.407 -0.408 -0.401 -0.001 -0.003 -0.003 -0.003 8630 JT Equity NKSJ HOLDINGS INC Financials 2730.00 2.20% 27.03.2014 26.04 33.29 33.22 33.20 0.005 0.004 0.004 0.005 0.017 0.000 0.000 0.000 6988 JT Equity NITTO DENKO CORP Materials 6920.00 1.45% 26.09.2014 29.78 35.34 35.27 35.21 0.256 0.003 0.003 0.004 0.008 0.000 0.000 0.000 4523 JT Equity EISAI CO LTD Health Care 4630.00 3.24% 26.09.2014 19.74 23.22 23.16 23.13 -0.170 -0.020 -0.006 0.007 0.005 0.000 0.000 0.000 7269 JT Equity SUZUKI MOTOR CORP Consumer Discretionary 2852.00 0.63% 26.09.2014 43.75 35.04 35.17 35.30 -0.678 -0.082 -0.039 0.007 -0.003 0.003 0.001 0.000 5411 JT Equity JFE HOLDINGS INC Materials 2181.00 0.92% 26.09.2013 41.45 45.81 47.56 49.88 -0.445 -0.078 -0.036 0.027 -0.004 0.002 0.001 -0.001 8308 JT Equity RESONA HOLDINGS INC Financials 554.00 2.71% 27.03.2015 31.92 35.19 35.12 34.99 0.757 0.002 0.003 0.005 0.005 0.000 0.000 0.000 4901 JT Equity FUJIFILM HOLDINGS CORP Information Technology 2505.00 1.60% 26.09.2014 58.93 37.13 37.62 37.92 -0.255 -0.079 -0.034 0.001 -0.028 0.003 0.001 0.000 9201 JT Equity JAPAN AIRLINES CO LTD Industrials 4965.00 3.83% 27.03.2014 28.50 28.28 28.22 28.15 0.000 0.003 0.004 0.006 0.000 0.000 0.000 0.000 9503 JT Equity KANSAI ELECTRIC POWER CO INC Utilities 1338.00 26.09.2013 85.86 58.06 58.59 59.16 0.803 0.019 -0.049 -0.114 -0.062 0.002 0.000 -0.002 5802 JT Equity SUMITOMO ELECTRIC INDUSTRIES Industrials 1410.00 1.49% 26.09.2014 46.73 37.63 38.06 38.52 -0.197 -0.153 -0.072 0.007 -0.015 0.004 0.002 0.000 7741 JT Equity HOYA CORP Information Technology 2111.00 3.32% 26.09.2013 19.51 21.64 21.59 21.64 -0.076 0.003 0.003 0.015 0.009 0.000 0.000 0.000 7731 JT Equity NIKON CORP Consumer Discretionary 2729.00 1.50% 26.09.2014 63.16 38.74 38.97 39.56 0.048 -0.068 -0.032 0.015 -0.040 0.003 0.002 0.000 7202 JT Equity ISUZU MOTORS LTD Consumer Discretionary 872.00 1.38% 26.09.2014 71.44 41.04 40.38 40.32 0.806 0.100 0.061 0.032 -0.034 -0.005 -0.003 -0.002 1928 JT Equity SEKISUI HOUSE LTD Consumer Discretionary 1480.00 2.43% 29.07.2014 29.04 35.33 35.50 35.18 -0.183 0.001 0.004 0.006 0.026 0.000 0.000 0.000 4661 JT Equity ORIENTAL LAND CO LTD Consumer Discretionary 15430.00 0.78% 26.09.2014 20.32 20.18 20.12 20.07 -0.060 0.002 0.003 0.005 0.003 0.000 0.000 0.000 8035 JT Equity TOKYO ELECTRON LTD Information Technology 5660.00 0.88% 26.09.2014 52.63 41.41 42.59 43.75 -0.160 -0.054 -0.019 0.018 -0.009 0.002 0.001 0.000 3407 JT Equity ASAHI KASEI CORP Materials 720.00 1.94% 26.09.2014 32.71 23.09 23.05 23.03 -0.062 -0.019 -0.008 0.004 0.000 0.001 0.001 0.000 8267 JT Equity AEON CO LTD Consumer Staples 1343.00 1.94% 27.08.2014 26.27 26.19 26.26 26.48 0.235 -0.065 -0.031 0.003 0.015 0.003 0.001 0.000 9041 JT Equity KINTETSU CORP Industrials 504.00 0.99% 27.03.2015 9532 JT Equity OSAKA GAS CO LTD Utilities 461.00 1.95% 26.09.2014 20.18 20.20 20.14 20.09 -0.387 0.004 0.006 0.006 0.009 0.000 0.000 0.000 8795 JT Equity T&D HOLDINGS INC Financials 1311.00 1.72% 27.03.2015 40.68 44.27 44.18 44.01 -0.303 0.002 0.003 0.005 0.007 0.000 0.000 0.000 9005 JT Equity TOKYU CORP Industrials 744.00 1.01% 26.09.2014 25.53 25.26 25.22 25.19 -0.086 0.003 0.004 0.006 0.006 0.000 0.000 0.000 9501 JT Equity TOKYO ELECTRIC POWER CO INC Utilities 513.00 27.03.2015 97.00 69.54 68.50 67.50 -0.872 -0.004 -0.013 -0.026 0.038 0.001 0.001 0.000 1878 JT Equity DAITO TRUST CONSTRUCT CO LTD Financials 9970.00 3.42% 26.09.2014 9202 JT Equity ANA HOLDINGS INC Industrials 214.00 1.87% 27.03.2015 32.87 32.23 32.15 32.09 -0.020 -0.004 0.002 0.010 0.004 0.001 0.000 0.000 2802 JT Equity AJINOMOTO CO INC Consumer Staples 1500.00 1.33% 26.09.2014 24.89 23.46 23.63 23.86 0.048 -0.041 -0.019 0.005 0.006 0.001 0.000 0.000 6702 JT Equity FUJITSU LTD Information Technology 429.00 27.03.2014 38.81 36.27 36.16 35.99 0.487 0.005 0.004 0.005 -0.001 0.000 0.000 0.000 4543 JT Equity TERUMO CORP Health Care 5330.00 1.09% 26.09.2014 29.80 29.50 30.41 31.44 -0.075 -0.060 -0.019 0.014 0.003 0.002 0.001 0.000 9502 JT Equity CHUBU ELECTRIC POWER CO INC Utilities 1334.00 3.75% 26.09.2013 44.45 42.33 42.20 41.74 0.344 0.002 0.003 0.118 -0.020 0.000 0.000 0.000 6201 JT Equity TOYOTA INDUSTRIES CORP Consumer Discretionary 4475.00 1.34% 26.09.2014 5201 JT Equity ASAHI GLASS CO LTD Industrials 786.00 3.31% 26.06.2014 34.43 32.26 32.18 32.12 0.006 0.001 0.001 0.005 -0.004 0.000 0.000 0.000 9021 JT Equity WEST JAPAN RAILWAY CO Industrials 4630.00 2.38% 26.09.2014 14.65 25.17 25.10 25.07 -0.251 0.002 0.003 0.006 0.000 0.000 0.000 0.000 9042 JT Equity HANKYU HANSHIN HOLDINGS INC Industrials 627.00 0.80% 27.03.2015 9064 JT Equity YAMATO HOLDINGS CO LTD Industrials 2078.00 1.15% 26.09.2014 34.88 30.01 30.13 30.19 -0.179 -0.054 -0.020 0.010 -0.011 0.002 0.001 0.000 5713 JT Equity SUMITOMO METAL MINING CO LTD Materials 1417.00 2.40% 26.09.2014 41.93 35.72 36.33 36.94 -0.191 -0.098 -0.044 0.007 -0.002 0.004 0.002 0.000 9007 JT Equity ODAKYU ELECTRIC RAILWAY CO Industrials 1189.00 0.67% 26.09.2014 6594 JT Equity NIDEC CORP Industrials 6960.00 1.22% 26.09.2014 38.72 38.90 33.85 28.90 0.006 0.018 0.012 0.004 -0.010 -0.010 -0.006 -0.001 4689 JT Equity YAHOO JAPAN CORP Information Technology 52600.00 0.80% 27.03.2014 36.38 35.24 35.16 34.98 0.049 0.003 0.003 0.006 0.001 0.000 0.000 0.000 8113 JT Equity UNICHARM CORP Consumer Staples 6490.00 0.55% 26.09.2014 20.39 20.23 20.20 20.16 -0.082 -0.004 0.000 0.004 0.005 0.000 0.000 0.000 7752 JT Equity RICOH CO LTD Information Technology 1247.00 2.65% 26.09.2014 44.18 41.69 42.33 43.86 -0.462 -0.138 -0.067 0.004 0.005 0.004 0.002 0.000 8332 JT Equity BANK OF YOKOHAMA LTD/THE Financials 609.00 1.81% 26.09.2014 8355 JT Equity SHIZUOKA BANK LTD/THE Financials 1279.00 1.17% 26.09.2014 5938 JT Equity LIXIL GROUP CORP Industrials 2527.00 1.58% 26.09.2014 39.09 27.22 27.17 27.13 -0.558 0.000 0.002 0.004 -0.010 0.000 0.000 0.000 6645 JT Equity OMRON CORP Information Technology 3455.00 1.04% 27.03.2014 7259 JT Equity AISIN SEIKI CO LTD Consumer Discretionary 3945.00 1.90% 26.09.2014 40.69 40.41 40.33 40.31 0.006 0.004 0.004 0.005 -0.001 0.000 0.000 0.000 4324 JT Equity DENTSU INC Consumer Discretionary 3780.00 0.85% 26.09.2014 30.74 28.72 28.51 28.52 -0.023 -0.029 -0.031 -0.030 -0.001 0.000 0.000 0.001 7309 JT Equity SHIMANO INC Consumer Discretionary 8910.00 0.14% 26.06.2014 4507 JT Equity SHIONOGI & CO LTD Health Care 2326.00 1.89% 26.09.2014 6586 JT Equity MAKITA CORP Industrials 5800.00 1.31% 27.03.2014 1963 JT Equity JGC CORP Industrials 3120.00 1.49% 27.03.2015 39.35 36.02 34.70 33.70 -0.009 -0.043 -0.049 -0.057 -0.008 -0.004 -0.002 -0.001 4188 JT Equity MITSUBISHI CHEMICAL HOLDINGS Materials 523.00 2.29% 26.09.2014 41.19 35.25 35.18 35.23 -0.245 0.000 0.002 0.003 -0.004 0.000 0.000 0.000 2267 JT Equity YAKULT HONSHA CO LTD Consumer Staples 5210.00 0.46% 26.09.2014 9506 JT Equity TOHOKU ELECTRIC POWER CO INC Utilities 1350.00 27.03.2014 50.85 50.34 50.24 50.10 0.002 0.004 0.005 0.007 0.000 0.000 0.000 0.000 4528 JT Equity ONO PHARMACEUTICAL CO LTD Health Care 6570.00 2.74% 26.09.2014 6701 JT Equity NEC CORP Information Technology 260.00 1.54% 27.03.2015 55.18 42.33 42.26 42.12 0.259 0.001 0.001 0.004 -0.028 0.000 0.000 0.000 9001 JT Equity TOBU RAILWAY CO LTD Industrials 583.00 1.03% 26.09.2014 9508 JT Equity KYUSHU ELECTRIC POWER CO INC Utilities 1456.00 0.69% 27.03.2014 67.77 45.40 45.28 45.18 0.778 0.002 0.003 0.007 -0.033 0.000 0.000 0.000 7733 JT Equity OLYMPUS CORP Health Care 2715.00 27.03.2015 41.27 34.60 31.74 29.03 -0.182 -0.201 -0.211 -0.218 -0.017 -0.008 -0.004 0.001 7211 JT Equity MITSUBISHI MOTORS CORP Consumer Discretionary 129.00 Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct At The Money Implied Volatilities by Terms TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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 6460 JT Equity SEGA SAMMY HOLDINGS INC Consumer Discretionary 2896.00 1.38% 26.09.2014 7912 JT Equity DAI NIPPON PRINTING CO LTD Industrials 1007.00 3.18% 26.09.2014 25.62 26.21 27.61 29.01 -0.170 -0.111 -0.055 0.003 0.002 0.002 0.001 0.000 8015 JT Equity TOYOTA TSUSHO CORP Industrials 2788.00 1.65% 26.09.2014 4519 JT Equity CHUGAI PHARMACEUTICAL CO LTD Health Care 2505.00 1.80% 26.06.2014 31.52 35.31 35.22 35.11 -0.296 0.001 0.002 0.004 -0.003 0.000 0.000 0.000 3099 JT Equity ISETAN MITSUKOSHI HOLDINGS L Consumer Discretionary 1519.00 0.66% 27.03.2015 8331 JT Equity CHIBA BANK LTD/THE Financials 776.00 1.55% 26.09.2014 2651 JT Equity LAWSON INC Consumer Staples 7750.00 2.71% 27.08.2014 13.03 24.68 24.44 24.67 -0.118 -0.138 -0.126 -0.119 0.014 0.000 -0.001 -0.001 9006 JT Equity KEIKYU CORP Industrials 1091.00 0.55% 26.09.2014 3405 JT Equity KURARAY CO LTD Materials 1553.00 2.32% 26.09.2014 30.75 30.36 30.44 30.60 -0.108 -0.084 -0.038 0.004 0.003 0.003 0.001 0.000 8697 JT Equity JAPAN EXCHANGE GROUP INC Financials 11040.00 0.86% 26.09.2014 4911 JT Equity SHISEIDO CO LTD Consumer Staples 1472.00 1.36% 26.09.2014 28.90 27.49 27.59 27.79 -0.097 -0.056 -0.029 0.003 0.003 0.002 0.001 0.000 7012 JT Equity KAWASAKI HEAVY INDUSTRIES Industrials 345.00 1.45% 27.03.2015 38.26 43.44 43.33 43.21 0.091 0.003 0.003 0.005 -0.003 0.000 0.000 0.000 4204 JT Equity SEKISUI CHEMICAL CO LTD Consumer Discretionary 1219.00 1.64% 26.09.2014 7013 JT Equity IHI CORP Industrials 383.00 1.31% 27.03.2015 41.55 48.06 49.62 51.38 -0.114 -0.170 -0.189 -0.220 0.010 0.003 0.002 -0.001 4005 JT Equity SUMITOMO CHEMICAL CO LTD Materials 358.00 2.51% 26.09.2014 55.37 42.37 42.26 41.70 0.159 -0.002 0.003 0.113 -0.004 0.000 0.000 0.000 6806 JT Equity HIROSE ELECTRIC CO LTD Information Technology 14100.00 1.13% 26.09.2014 31.47 31.20 31.12 31.04 0.002 0.003 0.003 0.005 0.000 0.000 0.000 0.000 6869 JT Equity SYSMEX CORP Health Care 6810.00 0.62% 26.09.2014 6753 JT Equity SHARP CORP Consumer Discretionary 463.00 27.03.2015 92.19 70.70 70.50 70.25 0.509 0.005 0.004 0.008 -0.020 0.000 0.000 0.000 8333 JT Equity JOYO BANK LTD/THE Financials 629.00 1.43% 26.09.2014 8303 JT Equity SHINSEI BANK LTD Financials 274.00 0.36% 27.03.2015 9008 JT Equity KEIO CORP Industrials 837.00 0.90% 26.09.2014 8815 JT Equity TOKYU LAND CORP Financials 1083.00 0.65% 26.09.2014 9613 JT Equity NTT DATA CORP Information Technology 382000.00 1.57% 26.09.2014 52.32 29.44 29.76 30.08 0.791 -0.074 -0.035 0.004 -0.028 0.001 0.001 0.000 7272 JT Equity YAMAHA MOTOR CO LTD Consumer Discretionary 1531.00 1.11% 26.06.2014 8253 JT Equity CREDIT SAISON CO LTD Financials 2679.00 1.12% 27.03.2015 44.44 45.73 47.78 50.07 -0.115 -0.111 -0.057 0.005 0.003 0.001 0.000 0.000 7262 JT Equity DAIHATSU MOTOR CO LTD Consumer Discretionary 2171.00 2.76% 26.09.2013 6471 JT Equity NSK LTD Industrials 1014.00 1.18% 26.09.2014 45.71 45.33 45.20 45.12 0.002 0.002 0.003 0.005 0.000 0.000 0.000 0.000 4185 JT Equity JSR CORP Materials 2329.00 1.63% 26.09.2014 6762 JT Equity TDK CORP Information Technology 3965.00 1.77% 26.09.2014 39.05 38.13 37.62 37.99 0.131 -0.067 -0.068 -0.022 -0.005 0.002 0.002 0.001 4676 JT Equity FUJI MEDIA HOLDINGS INC Consumer Discretionary 232000.00 1.90% 26.09.2014 56.27 45.39 45.30 45.30 -0.094 0.003 0.004 0.005 -0.017 0.000 0.000 0.000 1801 JT Equity TAISEI CORP Industrials 379.00 1.32% 26.09.2014 48.58 35.31 35.22 35.08 0.268 0.002 0.002 0.004 -0.010 0.000 0.000 0.000 6963 JT Equity ROHM CO LTD Information Technology 4010.00 1.00% 26.09.2014 47.35 42.73 42.39 41.91 -0.001 -0.092 -0.080 -0.059 0.006 -0.001 -0.001 0.000 7911 JT Equity TOPPAN PRINTING CO LTD Industrials 746.00 2.41% 26.09.2014 25.46 25.27 25.23 25.26 -0.093 0.005 0.004 0.005 0.005 0.000 0.000 0.000 8473 JT Equity SBI HOLDINGS INC Financials 1668.00 0.60% 27.03.2014 103.26 77.94 59.56 41.65 0.956 0.466 0.125 -0.225 -0.127 -0.074 -0.036 0.002 9101 JT Equity NIPPON YUSEN Industrials 263.00 1.52% 26.09.2014 28.77 39.39 39.26 39.17 -0.287 -0.004 0.002 0.006 0.015 0.000 0.000 0.000 7205 JT Equity HINO MOTORS LTD Industrials 1666.00 1.80% 26.09.2014 5711 JT Equity MITSUBISHI MATERIALS CORP Materials 335.00 1.79% 26.09.2014 65.94 39.36 39.48 39.74 0.638 -0.197 -0.200 -0.209 -0.017 0.001 -0.001 -0.002 9504 JT Equity CHUGOKU ELECTRIC POWER CO Utilities 1480.00 3.38% 26.09.2013 38.34 31.10 29.73 28.57 -0.082 0.120 0.213 0.308 -0.012 -0.013 -0.011 -0.009 5333 JT Equity NGK INSULATORS LTD Industrials 1497.00 1.34% 26.09.2014 35.88 34.41 33.83 33.19 -0.014 -0.008 -0.007 -0.009 0.001 0.001 0.001 0.000 1802 JT Equity OBAYASHI CORP Industrials 601.00 1.33% 26.09.2014 42.80 37.26 37.12 37.02 0.186 0.002 0.004 0.006 -0.009 0.000 0.000 0.000 9513 JT Equity ELECTRIC POWER DEVELOPMENT C Utilities 3235.00 2.16% 26.09.2014 9831 JT Equity YAMADA DENKI CO LTD Consumer Discretionary 4410.00 1.36% 27.03.2015 47.58 45.32 45.20 44.99 0.351 0.004 0.004 0.006 -0.011 0.000 0.000 0.000 4902 JT Equity KONICA MINOLTA INC Information Technology 751.00 2.00% 26.09.2014 46.82 45.05 42.27 39.57 0.029 0.022 0.039 0.031 -0.008 -0.006 -0.005 -0.001 9104 JT Equity MITSUI OSK LINES LTD Industrials 404.00 26.09.2014 44.04 47.38 47.23 47.52 -0.548 0.003 0.003 -0.037 -0.011 0.000 0.000 0.000 8354 JT Equity FUKUOKA FINANCIAL GROUP INC Financials 491.00 2.04% 26.09.2014 9062 JT Equity NIPPON EXPRESS CO LTD Industrials 495.00 2.02% 26.09.2014 31.63 30.30 30.26 30.24 -0.050 0.002 0.002 0.005 -0.010 0.000 0.000 0.000 4581 JT Equity TAISHO PHARMACEUTICAL HOLDIN Health Care 7770.00 1.42% 26.09.2014 8369 JT Equity BANK OF KYOTO LTD/THE Financials 1095.00 0.91% 26.09.2014 5406 JT Equity KOBE STEEL LTD Materials 133.00 27.03.2014 48.07 46.08 40.31 34.25 -0.122 0.023 0.295 0.565 0.001 0.000 0.002 0.005 4530 JT Equity HISAMITSU PHARMACEUTICAL CO Health Care 5900.00 1.19% 27.08.2014 2897 JT Equity NISSIN FOODS HOLDINGS CO LTD Consumer Staples 4330.00 1.73% 26.09.2014 8358 JT Equity SURUGA BANK LTD Financials 1937.00 0.77% 26.09.2014 3086 JT Equity J FRONT RETAILING CO LTD Consumer Discretionary 791.00 1.26% 27.08.2014 7832 JT Equity NAMCO BANDAI HOLDINGS INC Consumer Discretionary 1769.00 1.36% 26.09.2014 3861 JT Equity OJI HOLDINGS CORP Materials 392.00 2.55% 26.09.2014 37.74 35.29 35.25 35.29 0.039 0.004 0.005 0.004 0.003 0.000 0.000 0.000 2801 JT Equity KIKKOMAN CORP Consumer Staples 1975.00 0.91% 27.03.2015 6481 JT Equity THK CO LTD Industrials 2663.00 0.83% 26.09.2014 2875 JT Equity TOYO SUISAN KAISHA LTD Consumer Staples 3410.00 1.47% 26.09.2014 9507 JT Equity SHIKOKU ELECTRIC POWER CO Utilities 1950.00 2.56% 26.09.2013 5334 JT Equity NGK SPARK PLUG CO LTD Consumer Discretionary 1942.00 1.13% 26.09.2014 5332 JT Equity TOTO LTD Industrials 1077.00 1.49% 26.09.2014 9404 JT Equity NIPPON TELEVISION HOLDINGS Consumer Discretionary 1876.00 1.55% 26.09.2014 37.26 35.32 35.26 35.51 0.193 0.002 0.004 0.030 0.011 0.000 0.000 0.000 4613 JT Equity KANSAI PAINT CO LTD Materials 1422.00 0.98% 26.09.2014 5233 JT Equity TAIHEIYO CEMENT CORP Materials 291.00 1.37% 26.09.2014 6448 JT Equity BROTHER INDUSTRIES LTD Information Technology 1295.00 1.85% 26.09.2014 9843 JT Equity NITORI HOLDINGS CO LTD Consumer Discretionary 8560.00 1.17% 18.08.2014 1812 JT Equity KAJIMA CORP Industrials 339.00 1.47% 26.09.2014 48.68 41.36 41.29 41.32 0.020 -0.001 0.003 0.007 -0.023 0.000 0.000 0.000 4307 JT Equity NOMURA RESEARCH INSTITUTE LT Information Technology 2986.00 1.74% 26.09.2014 37.14 35.36 33.96 32.76 -0.099 -0.101 -0.081 -0.053 -0.003 -0.001 -0.001 -0.001 4536 JT Equity SANTEN PHARMACEUTICAL CO LTD Health Care 4640.00 2.16% 26.09.2014 7936 JT Equity ASICS CORP Consumer Discretionary 1777.00 0.79% 27.03.2015 6923 JT Equity STANLEY ELECTRIC CO LTD Consumer Discretionary 2109.00 1.42% 26.09.2014 8804 JT Equity TOKYO TATEMONO CO LTD Financials 858.00 0.47% 26.12.2014 8377 JT Equity HOKUHOKU FINANCIAL GROUP INC Financials 239.00 1.57% 27.03.2015 2269 JT Equity MEIJI HOLDINGS CO LTD Consumer Staples 4825.00 1.66% 26.09.2014 5012 JT Equity TONENGENERAL SEKIYU KK Energy 1012.00 3.75% 26.06.2014 24.33 24.04 24.00 23.90 -0.088 0.007 0.006 0.006 0.006 0.000 0.000 0.000 9533 JT Equity TOHO GAS CO LTD Utilities 625.00 1.44% 26.09.2014 4151 JT Equity KYOWA HAKKO KIRIN CO LTD Health Care 1252.00 2.00% 26.06.2014 7532 JT Equity DON QUIJOTE CO LTD Consumer Discretionary 5340.00 0.58% 26.12.2013 6506 JT Equity YASKAWA ELECTRIC CORP Information Technology 1402.00 0.86% 17.09.2014 9602 JT Equity TOHO CO LTD Consumer Discretionary 2181.00 0.46% 27.08.2014 8729 JT Equity SONY FINANCIAL HOLDINGS INC Financials 1620.00 1.54% 27.03.2014 4732 JT Equity USS CO LTD Consumer Discretionary 13100.00 2.44% 26.09.2014 6965 JT Equity HAMAMATSU PHOTONICS KK Information Technology 3915.00 1.10% 27.03.2014 5110 JT Equity SUMITOMO RUBBER INDUSTRIES Consumer Discretionary 1860.00 1.61% 26.06.2014 8379 JT Equity HIROSHIMA BANK LTD/THE Financials 518.00 1.16% 26.09.2014 9505 JT Equity HOKURIKU ELECTRIC POWER CO Utilities 1537.00 3.25% 26.09.2013 9009 JT Equity KEISEI ELECTRIC RAILWAY CO Industrials 1004.00 0.60% 26.09.2014 7459 JT Equity MEDIPAL HOLDINGS CORP Health Care 1518.00 1.45% 26.09.2014 5101 JT Equity YOKOHAMA RUBBER CO LTD Consumer Discretionary 1269.00 1.73% 26.06.2014 2784 JT Equity ALFRESA HOLDINGS CORP Health Care 5790.00 1.69% 26.09.2014 8252 JT Equity MARUI GROUP CO LTD Consumer Discretionary 1149.00 1.57% 26.09.2014 37.24 40.31 40.23 40.20 0.219 0.003 0.004 0.004 0.023 0.000 0.000 0.000 8227 JT Equity SHIMAMURA CO LTD Consumer Discretionary 12750.00 1.18% 18.08.2014 8233 JT Equity TAKASHIMAYA CO LTD Consumer Discretionary 1092.00 0.92% 27.08.2014 6305 JT Equity HITACHI CONSTRUCTION MACHINE Industrials 2645.00 1.89% 26.09.2014 43.78 49.40 54.34 59.11 0.371 0.278 0.106 -0.070 0.006 -0.001 -0.002 -0.002 8028 JT Equity FAMILYMART CO LTD Consumer Staples 4640.00 2.20% 27.08.2014 25.34 25.07 24.87 24.88 -0.015 0.003 0.003 0.003 0.001 0.000 0.000 0.000 9987 JT Equity SUZUKEN CO LTD Health Care 3700.00 1.35% 26.09.2014 8334 JT Equity GUNMA BANK LTD/THE Financials 634.00 1.50% 26.09.2014 5947 JT Equity RINNAI CORP Consumer Discretionary 8280.00 0.77% 26.09.2014 2282 JT Equity NIPPON MEAT PACKERS INC Consumer Staples 1618.00 1.61% 27.03.2015 6417 JT Equity SANKYO CO LTD Consumer Discretionary 4525.00 3.31% 26.09.2014 1803 JT Equity SHIMIZU CORP Industrials 400.00 1.75% 26.09.2014 31.39 31.15 31.10 31.03 -0.023 -0.001 0.003 0.008 0.001 0.000 0.000 0.000 2002 JT Equity NISSHIN SEIFUN GROUP INC Consumer Staples 1347.00 1.48% 26.09.2014 23.22 23.60 24.05 24.55 -0.122 -0.043 -0.020 0.005 0.005 0.003 0.001 0.000 4088 JT Equity AIR WATER INC Materials 1579.00 1.52% 26.09.2014 4506 JT Equity DAINIPPON SUMITOMO PHARMA CO Health Care 1837.00 0.98% 26.09.2014 8905 JT Equity AEON MALL CO LTD Financials 3020.00 0.73% 27.08.2014 4544 JT Equity MIRACA HOLDINGS INC Health Care 4955.00 1.74% 26.09.2014 4182 JT Equity MITSUBISHI GAS CHEMICAL CO Materials 805.00 1.49% 26.09.2014 8136 JT Equity SANRIO CO LTD Consumer Discretionary 5320.00 1.13% 26.09.2014 4704 JT Equity TREND MICRO INC Information Technology 3370.00 2.23% 26.12.2013 65.46 55.18 45.95 36.28 0.840 0.522 0.248 -0.020 -0.023 -0.014 -0.007 0.001 6370 JT Equity KURITA WATER INDUSTRIES LTD Industrials 2248.00 1.96% 26.09.2014 6113 JT Equity AMADA CO LTD Industrials 807.00 1.73% 26.09.2014 8382 JT Equity CHUGOKU BANK LTD/THE Financials 1752.00 0.80% 26.09.2014 3003 JT Equity HULIC CO LTD Financials 1004.00 0.50% 26.06.2014 6268 JT Equity NABTESCO CORP Industrials 2460.00 1.54% 26.09.2014 9509 JT Equity HOKKAIDO ELECTRIC POWER CO Utilities 1347.00 27.03.2014 6473 JT Equity JTEKT CORP Industrials 1179.00 1.36% 26.09.2014 8359 JT Equity HACHIJUNI BANK LTD/THE Financials 687.00 1.16% 26.09.2014 9301 JT Equity MITSUBISHI LOGISTICS CORP Industrials 1751.00 0.69% 26.09.2014 31.54 31.27 31.20 31.13 -0.007 0.003 0.003 0.005 0.000 0.000 0.000 0.000 4508 JT Equity MITSUBISHI TANABE PHARMA Health Care 1419.00 2.82% 26.09.2014 8410 JT Equity SEVEN BANK LTD Financials 371.00 1.89% 26.09.2014 9783 JT Equity BENESSE HOLDINGS INC Consumer Discretionary 3860.00 2.46% 26.09.2014 8593 JT Equity MITSUBISHI UFJ LEASE & FINAN Financials 487.00 1.38% 26.09.2014 6302 JT Equity SUMITOMO HEAVY INDUSTRIES Industrials 424.00 1.42% 26.09.2014 53.21 38.34 37.21 36.28 -0.108 -0.045 -0.044 -0.036 -0.018 -0.003 -0.001 0.001 3231 JT Equity NOMURA REAL ESTATE HOLDINGS Financials 2538.00 1.18% 26.09.2014 2433 JT Equity HAKUHODO DY HOLDINGS INC Consumer Discretionary 8180.00 1.10% 26.09.2014 5901 JT Equity TOYO SEIKAN GROUP HOLDINGS L Materials 1577.00 0.89% 26.09.2014 39.37 39.14 39.52 39.92 -0.040 -0.038 -0.004 0.031 0.002 0.002 0.001 0.000 Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct At The Money Implied Volatilities by Terms TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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 6361 JT Equity EBARA CORP Industrials 543.00 0.92% 26.09.2014 6504 JT Equity FUJI ELECTRIC CO LTD Industrials 387.00 1.29% 26.09.2013 8304 JT Equity AOZORA BANK LTD Financials 325.00 4.31% 27.03.2014 6857 JT Equity ADVANTEST CORP Information Technology 1699.00 1.18% 26.09.2014 53.42 47.63 47.52 47.35 0.285 -0.052 -0.023 -0.012 -0.010 0.002 0.001 0.000 2432 JT Equity DENA CO LTD Information Technology 2211.00 2.26% 27.03.2014 50.68 50.27 50.13 49.91 0.002 0.003 0.004 0.005 0.000 0.000 0.000 0.000 9766 JT Equity KONAMI CORP Information Technology 2554.00 1.33% 26.09.2014 58.66 32.30 32.24 32.22 0.710 0.004 0.004 0.005 -0.020 0.000 0.000 0.000 8385 JT Equity IYO BANK LTD/THE Financials 1073.00 0.93% 26.09.2014 4612 JT Equity NIPPON PAINT CO LTD Materials 1239.00 1.13% 26.09.2014 8327 JT Equity NISHI-NIPPON CITY BANK LTD Financials 321.00 1.56% 26.09.2014 6841 JT Equity YOKOGAWA ELECTRIC CORP Information Technology 1109.00 1.08% 26.09.2014 4202 JT Equity DAICEL CORP Materials 889.00 1.35% 26.09.2014 4062 JT Equity IBIDEN CO LTD Information Technology 1816.00 1.65% 26.09.2013 46.94 45.35 45.25 45.25 0.386 0.003 0.004 0.004 -0.014 0.000 0.000 0.000 9962 JT Equity MISUMI GROUP INC Industrials 2999.00 0.95% 26.09.2014 4183 JT Equity MITSUI CHEMICALS INC Materials 244.00 2.46% 26.09.2014 43.80 43.40 43.28 43.26 -0.011 0.008 0.005 0.003 0.000 0.000 0.000 0.000 5214 JT Equity NIPPON ELECTRIC GLASS CO LTD Information Technology 583.00 2.74% 26.09.2014 56.88 49.32 49.20 49.80 0.011 -0.065 -0.049 -0.045 -0.014 -0.002 -0.002 -0.001 8418 JT Equity YAMAGUCHI FINANCIAL GROUP IN Financials 1092.00 1.10% 26.09.2014 4091 JT Equity TAIYO NIPPON SANSO CORP Materials 777.00 1.54% 26.09.2014 2768 JT Equity SOJITZ CORP Industrials 171.00 2.34% 26.09.2014 37.97 39.71 38.93 37.65 0.517 0.462 0.411 0.324 0.005 -0.011 -0.009 -0.006 7276 JT Equity KOITO MANUFACTURING CO LTD Consumer Discretionary 2109.00 0.95% 26.09.2013 9048 JT Equity NAGOYA RAILROAD CO LTD Industrials 301.00 1.33% 27.03.2015 5471 JT Equity DAIDO STEEL CO LTD Materials 638.00 0.78% 26.09.2014 4042 JT Equity TOSOH CORP Materials 368.00 1.63% 26.09.2014 4004 JT Equity SHOWA DENKO K K Materials 158.00 1.90% 26.12.2014 4208 JT Equity UBE INDUSTRIES LTD Materials 205.00 2.44% 27.03.2015 1911 JT Equity SUMITOMO FORESTRY CO LTD Consumer Discretionary 1332.00 1.43% 26.09.2014 6727 JT Equity WACOM CO LTD Information Technology 559000.00 1.25% 27.03.2015 8616 JT Equity TOKAI TOKYO FINANCIAL HOLDIN Financials 904.00 2.65% 26.09.2013 4205 JT Equity ZEON CORP Materials 1134.00 1.15% 26.09.2014 8570 JT Equity AEON FINANCIAL SERVICE CO LT Financials 2842.00 1.58% 26.09.2013 7701 JT Equity SHIMADZU CORP Information Technology 852.00 1.06% 26.09.2014 2229 JT Equity CALBEE INC Consumer Staples 9920.00 0.73% 27.03.2015 5631 JT Equity JAPAN STEEL WORKS LTD Industrials 627.00 0.80% 26.09.2014 94.69 47.39 38.81 30.57 1.330 0.640 0.444 0.253 -0.057 -0.002 -0.003 -0.004 5019 JT Equity IDEMITSU KOSAN CO LTD Energy 8140.00 2.46% 26.09.2014 2531 JT Equity TAKARA HOLDINGS INC Consumer Staples 1150.00 0.78% 27.03.2015 117.91 89.20 66.63 44.57 1.283 0.784 1.153 1.532 -0.074 -0.017 -0.014 -0.012 2212 JT Equity YAMAZAKI BAKING CO LTD Consumer Staples 1231.00 1.30% 26.12.2014 4666 JT Equity PARK24 CO LTD Industrials 1948.00 1.80% 29.10.2014 3659 JT Equity NEXON CO LTD Information Technology 1230.00 0.81% 26.06.2014 9364 JT Equity KAMIGUMI CO LTD Industrials 893.00 1.12% 26.09.2014 3401 JT Equity TEIJIN LTD Materials 248.00 1.61% 26.09.2014 5991 JT Equity NHK SPRING CO LTD Consumer Discretionary 1297.00 1.16% 26.09.2013 9107 JT Equity KAWASAKI KISEN KAISHA LTD Industrials 224.00 1.56% 27.03.2015 44.86 54.26 58.00 62.12 -0.097 -0.120 -0.119 -0.105 0.027 0.014 0.008 0.002 4272 JT Equity NIPPON KAYAKU CO LTD Materials 1330.00 1.50% 26.09.2014 4021 JT Equity NISSAN CHEMICAL INDUSTRIES Materials 1366.00 1.90% 26.09.2014 8609 JT Equity OKASAN SECURITIES GROUP INC Financials 1164.00 1.29% 27.03.2014 1808 JT Equity HASEKO CORP Consumer Discretionary 137.00 105.69 69.66 57.61 45.38 0.086 0.482 0.419 0.358 -0.075 -0.024 -0.013 -0.001 5463 JT Equity MARUICHI STEEL TUBE LTD Materials 2722.00 2.28% 26.09.2014 9045 JT Equity KEIHAN ELECTRIC RAILWAY CO Industrials 423.00 1.18% 26.09.2014 5714 JT Equity DOWA HOLDINGS CO LTD Materials 807.00 1.49% 27.03.2015 6724 JT Equity SEIKO EPSON CORP Information Technology 1359.00 1.91% 26.09.2014 6952 JT Equity CASIO COMPUTER CO LTD Consumer Discretionary 971.00 2.06% 26.09.2014 36.31 34.31 34.46 34.49 -0.108 -0.054 -0.055 -0.060 -0.001 0.000 0.000 0.000 8515 JT Equity AIFUL CORP Financials 1123.00 8933 JT Equity NTT URBAN DEVELOPMENT CORP Financials 149500.00 1.07% 26.09.2014 6976 JT Equity TAIYO YUDEN CO LTD Information Technology 1869.00 0.54% 26.09.2014 57.33 55.48 56.66 57.79 -0.063 -0.041 -0.011 0.003 0.003 0.002 0.001 0.000 4631 JT Equity DIC CORP Materials 244.00 2.46% 26.06.2014 39.81 39.30 39.26 39.33 -0.027 0.004 0.002 0.001 0.002 0.000 0.000 0.000 4684 JT Equity OBIC CO LTD Information Technology 26390.00 1.89% 26.09.2014 4540 JT Equity TSUMURA & CO Health Care 3140.00 2.04% 26.09.2014 4716 JT Equity ORACLE CORP JAPAN Information Technology 4540.00 1.92% 28.05.2014 30.57 30.29 30.22 30.13 0.007 0.006 0.006 0.009 0.000 0.000 0.000 0.000 4768 JT Equity OTSUKA CORP Information Technology 10100.00 2.03% 26.12.2014 2809 JT Equity KEWPIE CORP Consumer Staples 1564.00 1.41% 28.05.2014 7453 JT Equity RYOHIN KEIKAKU CO LTD Consumer Discretionary 8490.00 1.83% 27.08.2014 6674 JT Equity GS YUASA CORP Industrials 461.00 1.74% 27.03.2015 34.57 34.27 34.19 34.08 0.006 -0.002 0.001 0.006 0.000 0.000 0.000 0.000 3391 JT Equity TSURUHA HOLDINGS INC Consumer Staples 9090.00 1.21% 13.11.2013 4967 JT Equity KOBAYASHI PHARMACEUTICAL CO Consumer Staples 5540.00 1.48% 26.09.2014 4118 JT Equity KANEKA CORP Materials 670.00 2.39% 26.09.2014 7951 JT Equity YAMAHA CORP Consumer Discretionary 1188.00 1.26% 26.09.2014 8341 JT Equity 77 BANK LTD/THE Financials 562.00 1.25% 26.09.2014 4555 JT Equity SAWAI PHARMACEUTICAL CO LTD Health Care 12610.00 1.43% 26.09.2014 8572 JT Equity ACOM CO LTD Financials 4330.00 8219 JT Equity AOYAMA TRADING CO LTD Consumer Discretionary 3115.00 2.25% 26.09.2014 4061 JT Equity DENKI KAGAKU KOGYO K K Materials 398.00 2.51% 26.09.2014 5486 JT Equity HITACHI METALS LTD Materials 1122.00 1.25% 26.09.2014 6366 JT Equity CHIYODA CORP Industrials 1029.00 1.85% 27.03.2015 7240 JT Equity NOK CORP Consumer Discretionary 1716.00 1.17% 26.09.2014 9989 JT Equity SUNDRUG CO LTD Consumer Staples 4420.00 1.18% 26.09.2014 6849 JT Equity NIHON KOHDEN CORP Health Care 4165.00 1.44% 26.09.2014 6457 JT Equity GLORY LTD Industrials 2769.00 1.59% 26.09.2014 5801 JT Equity FURUKAWA ELECTRIC CO LTD Industrials 250.00 1.20% 27.03.2015 42.91 47.31 47.29 47.12 -0.210 0.001 0.004 0.006 -0.007 0.000 0.000 0.000 9044 JT Equity NANKAI ELECTRIC RAILWAY CO Industrials 394.00 1.27% 27.03.2015 4114 JT Equity NIPPON SHOKUBAI CO LTD Materials 1071.00 1.49% 26.09.2014 3863 JT Equity NIPPON PAPER INDUSTRIES CO L Materials 1601.00 2.50% 40.66 40.27 40.16 40.05 0.003 0.003 0.004 0.007 0.000 0.000 0.000 0.000 6146 JT Equity DISCO CORP Information Technology 6880.00 1.02% 26.09.2014 8282 JT Equity K'S HOLDINGS CORP Consumer Discretionary 3230.00 1.86% 26.09.2014 6925 JT Equity USHIO INC Industrials 1308.00 1.68% 27.03.2015 2501 JT Equity SAPPORO HOLDINGS LTD Consumer Staples 432.00 1.62% 26.12.2014 3436 JT Equity SUMCO CORP Information Technology 1237.00 0.16% 29.01.2014 43.67 51.84 50.92 50.19 0.275 0.168 0.163 0.158 0.007 -0.002 -0.002 -0.002 6465 JT Equity HOSHIZAKI ELECTRIC CO LTD Industrials 3590.00 0.84% 26.12.2014 7762 JT Equity CITIZEN HOLDINGS CO LTD Information Technology 689.00 1.45% 26.09.2014 7282 JT Equity TOYODA GOSEI CO LTD Consumer Discretionary 2747.00 1.89% 26.09.2014 6754 JT Equity ANRITSU CORP Information Technology 1446.00 1.38% 26.09.2014 6592 JT Equity MABUCHI MOTOR CO LTD Industrials 5480.00 1.09% 26.06.2014 25.45 25.29 25.23 25.14 -0.002 0.002 0.003 0.004 0.000 0.000 0.000 0.000 8036 JT Equity HITACHI HIGH-TECHNOLOGIES CO Information Technology 2583.00 0.77% 26.09.2014 5002 JT Equity SHOWA SHELL SEKIYU KK Energy 823.00 2.19% 26.06.2014 8012 JT Equity NAGASE & CO LTD Industrials 1373.00 2.04% 26.09.2014 6856 JT Equity HORIBA LTD Information Technology 3870.00 1.16% 26.06.2014 4912 JT Equity LION CORP Consumer Staples 633.00 1.58% 26.06.2014 2371 JT Equity KAKAKU.COM INC Information Technology 2682.00 0.75% 27.03.2014 5444 JT Equity YAMATO KOGYO CO LTD Materials 3515.00 0.85% 26.09.2014 3101 JT Equity TOYOBO CO LTD Materials 172.00 2.03% 27.03.2015 1721 JT Equity COMSYS HOLDINGS CORP Industrials 1394.00 1.43% 26.09.2014 4217 JT Equity HITACHI CHEMICAL CO LTD Materials 1674.00 2.15% 26.09.2014 9401 JT Equity TOKYO BROADCASTING SYSTEM Consumer Discretionary 1398.00 1.14% 26.09.2014 6136 JT Equity OSG CORP Industrials 1722.00 1.34% 28.05.2014 2579 JT Equity COCA-COLA WEST CO LTD Consumer Staples 1945.00 2.11% 26.06.2014 8628 JT Equity MATSUI SECURITIES CO LTD Financials 1238.00 1.62% 27.03.2014 8585 JT Equity ORIENT CORP Financials 364.00 6141 JT Equity MORI SEIKI CO LTD Industrials 1310.00 1.53% 26.09.2014 2593 JT Equity ITO EN LTD Consumer Staples 2362.00 1.61% 29.10.2013 2811 JT Equity KAGOME CO LTD Consumer Staples 1788.00 1.23% 27.03.2015 7313 JT Equity TS TECH CO LTD Consumer Discretionary 3400.00 1.18% 26.09.2014 4521 JT Equity KAKEN PHARMACEUTICAL CO LTD Health Care 1735.00 2.77% 26.09.2014 6703 JT Equity OKI ELECTRIC INDUSTRY CO LTD Information Technology 196.00 84.78 84.05 73.89 63.99 0.315 0.303 0.240 0.182 -0.045 -0.045 -0.026 -0.006 4569 JT Equity KYORIN HOLDINGS INC Health Care 2537.00 2.05% 26.09.2014 7003 JT Equity MITSUI ENGINEER & SHIPBUILD Industrials 183.00 1.09% 27.03.2015 6472 JT Equity NTN CORP Industrials 328.00 0.61% 26.09.2013 2810 JT Equity HOUSE FOODS CORP Consumer Staples 1782.00 1.68% 26.09.2014 8439 JT Equity CENTURY TOKYO LEASING CORP Financials 2973.00 1.75% 26.09.2014 8415 JT Equity KIYO HOLDINGS INC Financials 175.00 17.14% 27.03.2015 8273 JT Equity IZUMI CO LTD Consumer Discretionary 2806.00 1.43% 27.08.2014 1662 JT Equity JAPAN PETROLEUM EXPLORATION Energy 4270.00 1.17% 26.09.2014 8129 JT Equity TOHO HOLDINGS CO LTD Health Care 2153.00 0.74% 26.09.2014 2331 JT Equity SOHGO SECURITY SERVICES CO Industrials 1772.00 1.41% 26.09.2014 3591 JT Equity WACOAL HOLDINGS CORP Consumer Discretionary 1074.00 2.61% 27.03.2015 5706 JT Equity MITSUI MINING & SMELTING CO Materials 250.00 1.20% 27.03.2015 35.61 35.34 35.23 34.97 0.005 0.005 0.005 0.005 0.000 0.000 0.000 0.000 2871 JT Equity NICHIREI CORP Consumer Staples 556.00 1.80% 26.09.2014 Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct At The Money Implied Volatilities by Terms TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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 8086 JT Equity NIPRO CORP Health Care 1247.00 2.04% 26.09.2014 9076 JT Equity SEINO HOLDINGS CO LTD Industrials 843.00 1.30% 27.03.2015 8016 JT Equity ONWARD HOLDINGS CO LTD Consumer Discretionary 929.00 2.58% 25.02.2015 8270 JT Equity UNY GROUP HOLDINGS CO LTD Consumer Staples 686.00 3.50% 18.08.2014 6845 JT Equity AZBIL CORP Information Technology 2311.00 2.73% 26.09.2014 9601 JT Equity SHOCHIKU CO LTD Consumer Discretionary 987.00 0.30% 25.02.2015 8242 JT Equity H2O RETAILING CORP Consumer Discretionary 988.00 1.27% 26.09.2014 5007 JT Equity COSMO OIL COMPANY LTD Energy 219.00 3.65% 27.03.2014 7004 JT Equity HITACHI ZOSEN CORP Industrials 160.00 1.25% 27.03.2015 5803 JT Equity FUJIKURA LTD Industrials 376.00 1.60% 26.09.2014 41.72 41.30 41.17 41.13 0.004 0.003 0.005 0.006 0.000 0.000 0.000 0.000 6395 JT Equity TADANO LTD Industrials 1296.00 1.23% 26.09.2014 4527 JT Equity ROHTO PHARMACEUTICAL CO LTD Health Care 1421.00 1.27% 26.09.2014 8184 JT Equity SHIMACHU CO LTD Consumer Discretionary 2761.00 1.99% 26.02.2014 8336 JT Equity MUSASHINO BANK LTD/THE Financials 3915.00 1.79% 26.09.2014 7956 JT Equity PIGEON CORP Consumer Staples 8140.00 1.50% 29.07.2014 4206 JT Equity AICA KOGYO CO LTD Industrials 2091.00 1.82% 26.09.2014 8366 JT Equity SHIGA BANK LTD/THE Financials 659.00 0.91% 26.09.2014 7649 JT Equity SUGI HOLDINGS CO LTD Consumer Staples 3855.00 0.83% 27.08.2014 4321 JT Equity KENEDIX INC Financials 60700.00 5929 JT Equity SANWA HOLDINGS CORP Industrials 627.00 1.91% 26.09.2014 9003 JT Equity SOTETSU HOLDINGS INC Industrials 376.00 1.33% 26.09.2014 8595 JT Equity JAFCO CO LTD Financials 4455.00 0.56% 27.03.2014 9832 JT Equity AUTOBACS SEVEN CO LTD Consumer Discretionary 1634.00 3.30% 26.09.2014 5202 JT Equity NIPPON SHEET GLASS CO LTD Industrials 125.00 1.60% 26.09.2013 50.80 56.49 56.39 56.22 0.517 0.001 -0.001 0.002 0.025 0.000 0.000 0.000 6103 JT Equity OKUMA CORP Industrials 870.00 1.15% 26.09.2014 7860 JT Equity AVEX GROUP HOLDINGS INC Consumer Discretionary 3145.00 1.59% 26.09.2014 2413 JT Equity M3 INC Health Care 236200.00 0.47% 27.03.2014 7735 JT Equity DAINIPPON SCREEN MFG CO LTD Information Technology 567.00 0.53% 27.03.2015 3349 JT Equity COSMOS PHARMACEUTICAL CORP Consumer Staples 11620.00 0.52% 27.11.2013 3116 JT Equity TOYOTA BOSHOKU CORP Consumer Discretionary 1638.00 1.10% 26.09.2014 5232 JT Equity SUMITOMO OSAKA CEMENT CO LTD Materials 307.00 1.63% 26.09.2014 8394 JT Equity HIGO BANK LTD/THE Financials 702.00 1.28% 26.09.2014 3360 JT Equity SHIP HEALTHCARE HOLDINGS INC Health Care 4025.00 0.87% 27.03.2015 4681 JT Equity RESORTTRUST INC Consumer Discretionary 3200.00 1.88% 26.09.2014 8356 JT Equity JUROKU BANK LTD/THE Financials 456.00 1.54% 26.09.2014 4665 JT Equity DUSKIN CO LTD Industrials 1990.00 2.01% 26.09.2014 4045 JT Equity TOAGOSEI CO LTD Materials 446.00 2.24% 26.06.2014 7988 JT Equity NIFCO INC Consumer Discretionary 2333.00 2.01% 26.09.2014 9719 JT Equity SCSK CORP Information Technology 2322.00 1.72% 26.09.2014 1944 JT Equity KINDEN CORP Industrials 730.00 1.64% 26.09.2014 35.07 26.10 26.09 26.32 -0.175 -0.015 0.006 0.025 -0.006 -0.004 -0.004 -0.004 9435 JT Equity HIKARI TSUSHIN INC Consumer Discretionary 5440.00 1.69% 26.06.2013 6770 JT Equity ALPS ELECTRIC CO LTD Information Technology 729.00 0.69% 27.03.2014 55.68 50.45 50.34 50.15 0.176 0.003 0.004 0.007 -0.016 0.000 0.000 0.000 9409 JT Equity TV ASAHI CORP Consumer Discretionary 2132.00 0.94% 26.09.2014 4534 JT Equity MOCHIDA PHARMACEUTICAL CO Health Care 1373.00 1.97% 26.09.2014 9031 JT Equity NISHI-NIPPON RAILROAD CO LTD Industrials 403.00 1.49% 26.09.2014 8840 JT Equity DAIKYO INC Financials 341.00 0.88% 27.03.2015 8544 JT Equity KEIYO BANK LTD/THE Financials 638.00 1.57% 26.09.2014 8324 JT Equity DAISHI BANK LTD/THE Financials 411.00 1.70% 26.09.2014 9681 JT Equity TOKYO DOME CORP Consumer Discretionary 668.00 0.75% 28.01.2015 8388 JT Equity AWA BANK LTD/THE Financials 640.00 1.09% 26.09.2014 6376 JT Equity NIKKISO CO LTD Health Care 1460.00 1.10% 26.09.2014 3632 JT Equity GREE INC Information Technology 997.00 3.21% 26.06.2013 50.94 52.65 52.25 51.58 0.002 -0.019 0.042 0.089 0.000 -0.001 -0.002 -0.002 3105 JT Equity NISSHINBO HOLDINGS INC Industrials 761.00 1.97% 26.09.2014 8390 JT Equity KAGOSHIMA BANK LTD/THE Financials 739.00 1.22% 26.09.2014 3626 JT Equity IT HOLDINGS CORP Information Technology 1543.00 1.62% 26.09.2014 4739 JT Equity ITOCHU TECHNO-SOLUTIONS CORP Information Technology 4330.00 2.54% 26.09.2014 29.55 29.30 29.25 29.24 0.001 0.003 0.003 0.005 0.000 0.000 0.000 0.000 5105 JT Equity TOYO TIRE & RUBBER CO LTD Consumer Discretionary 580.00 1.55% 26.12.2014 9706 JT Equity JAPAN AIRPORT TERMINAL CO Industrials 1476.00 0.68% 26.09.2014 2131 JT Equity ACCORDIA GOLF CO LTD Consumer Discretionary 109600.00 5.11% 27.03.2015 6479 JT Equity MINEBEA CO LTD Industrials 367.00 1.91% 26.09.2014 35.97 35.61 35.54 35.52 -0.016 0.005 0.005 0.003 0.001 0.000 0.000 0.000 8524 JT Equity NORTH PACIFIC BANK LTD Financials 336.00 1.49% 27.03.2015 4922 JT Equity KOSE CORP Consumer Staples 2650.00 1.58% 26.09.2014 6995 JT Equity TOKAI RIKA CO LTD Consumer Discretionary 2126.00 1.60% 26.09.2014 8425 JT Equity IBJ LEASING CO LTD Financials 3335.00 1.56% 26.09.2014 4095 JT Equity NIHON PARKERIZING CO LTD Materials 1989.00 1.26% 26.09.2014 8060 JT Equity CANON MARKETING JAPAN INC Consumer Discretionary 1493.00 1.61% 26.06.2014 8698 JT Equity MONEX GROUP INC Financials 43900.00 0.55% 26.09.2013 1951 JT Equity KYOWA EXEO CORP Industrials 1209.00 1.99% 26.09.2014 2670 JT Equity ABC-MART INC Consumer Discretionary 4150.00 1.20% 27.08.2014 6474 JT Equity NACHI-FUJIKOSHI CORP Industrials 522.00 1.15% 26.11.2014 8848 JT Equity LEOPALACE21 CORP Financials 512.00 8361 JT Equity OGAKI KYORITSU BANK LTD/THE Financials 367.00 1.91% 26.09.2014 8130 JT Equity SANGETSU CO LTD Consumer Discretionary 2755.00 2.72% 26.09.2014 4186 JT Equity TOKYO OHKA KOGYO CO LTD Materials 2370.00 2.03% 26.09.2014 8363 JT Equity HOKKOKU BANK LTD/THE Financials 430.00 1.40% 26.09.2014 8381 JT Equity SAN-IN GODO BANK LTD/THE Financials 832.00 1.20% 26.09.2014 3941 JT Equity RENGO CO LTD Materials 565.00 2.12% 26.09.2014 7550 JT Equity ZENSHO HOLDINGS CO LTD Consumer Discretionary 1264.00 1.27% 26.09.2014 8218 JT Equity KOMERI CO LTD Consumer Discretionary 3125.00 1.15% 26.09.2014 9072 JT Equity NIPPON KONPO UNYU SOKO CO Industrials 1550.00 2.58% 26.09.2014 9684 JT Equity SQUARE ENIX HOLDINGS CO LTD Information Technology 1307.00 2.30% 26.09.2014 3092 JT Equity START TODAY CO LTD Consumer Discretionary 1705.00 1.17% 26.09.2014 9065 JT Equity SANKYU INC Industrials 381.00 2.36% 27.03.2015 7242 JT Equity KYB CO LTD Consumer Discretionary 607.00 1.32% 26.09.2014 9747 JT Equity ASATSU-DK INC Consumer Discretionary 2683.00 0.93% 26.06.2014 4927 JT Equity POLA ORBIS HOLDINGS INC Consumer Staples 3695.00 1.49% 26.06.2014 8088 JT Equity IWATANI CORP Industrials 420.00 1.67% 27.03.2015 2206 JT Equity EZAKI GLICO CO LTD Consumer Staples 1132.00 1.33% 26.09.2014 3088 JT Equity MATSUMOTOKIYOSHI HOLDINGS CO Consumer Staples 2747.00 1.46% 26.09.2014 1883 JT Equity MAEDA ROAD CONSTRUCTION CO Industrials 1421.00 1.76% 27.03.2015 8714 JT Equity SENSHU IKEDA HOLDINGS INC Financials 560.00 2.68% 27.03.2015 4401 JT Equity ADEKA CORP Materials 1009.00 2.18% 26.09.2014 8368 JT Equity HYAKUGO BANK LTD/THE Financials 507.00 1.48% 26.09.2014 2607 JT Equity FUJI OIL CO LTD Consumer Staples 1650.00 1.58% 26.09.2014 4403 JT Equity NOF CORP Materials 552.00 1.99% 26.09.2014 4043 JT Equity TOKUYAMA CORPORATION Materials 294.00 2.04% 26.09.2014 8586 JT Equity HITACHI CAPITAL CORP Financials 2302.00 1.82% 26.09.2014 2685 JT Equity POINT INC Consumer Discretionary 4895.00 2.45% 27.08.2014 4634 JT Equity TOYO INK SC HOLDINGS CO LTD Materials 472.00 2.54% 26.09.2014 7606 JT Equity UNITED ARROWS LTD Consumer Discretionary 4195.00 1.45% 26.09.2014 7222 JT Equity NISSAN SHATAI CO LTD Consumer Discretionary 1296.00 0.69% 26.09.2014 7230 JT Equity NISSIN KOGYO CO LTD Consumer Discretionary 2162.00 1.85% 26.09.2014 3774 JT Equity INTERNET INITIATIVE JAPAN Information Technology 3805.00 0.58% 26.09.2014 7729 JT Equity TOKYO SEIMITSU CO LTD Information Technology 2435.00 1.03% 27.03.2014 5949 JT Equity UNIPRES CORP Consumer Discretionary 2477.00 1.01% 26.09.2014 5413 JT Equity NISSHIN STEEL HOLDINGS CO LT Materials 980.00 0.51% 27.03.2014 3050 JT Equity DCM HOLDINGS CO LTD Consumer Discretionary 884.00 2.26% 27.08.2014 8367 JT Equity NANTO BANK LTD/THE Financials 444.00 1.35% 26.09.2014 9956 JT Equity VALOR CO LTD Consumer Staples 2001.00 1.50% 26.09.2014 1334 JT Equity MARUHA NICHIRO HOLDINGS INC Consumer Staples 197.00 1.52% 27.03.2015 9412 JT Equity SKY PERFECT JSAT HOLDINGS Consumer Discretionary 49350.00 2.43% 26.09.2014 8386 JT Equity HYAKUJUSHI BANK LTD/THE Financials 389.00 1.80% 26.09.2014 4547 JT Equity KISSEI PHARMACEUTICAL CO LTD Health Care 2154.00 1.86% 26.09.2014 7966 JT Equity LINTEC CORP Materials 1953.00 2.15% 26.09.2014 7312 JT Equity TAKATA CORP Consumer Discretionary 2295.00 1.31% 27.03.2014 1414 JT Equity SHO-BOND HOLDINGS CO LTD Industrials 4155.00 1.28% 26.12.2013 7984 JT Equity KOKUYO CO LTD Industrials 794.00 1.89% 26.06.2014 6412 JT Equity HEIWA CORP Consumer Discretionary 1900.00 3.16% 26.09.2014 7296 JT Equity FCC CO LTD Consumer Discretionary 2520.00 1.59% 26.09.2014 8522 JT Equity BANK OF NAGOYA LTD/THE Financials 461.00 1.41% 26.09.2014 1833 JT Equity OKUMURA CORP Industrials 414.00 2.17% 27.03.2015 1881 JT Equity NIPPO CORP Industrials 1580.00 0.95% 27.03.2015 4917 JT Equity MANDOM CORP Consumer Staples 3640.00 1.81% 26.09.2014 8803 JT Equity HEIWA REAL ESTATE CO LTD Financials 2188.00 1.01% 26.09.2014 3064 JT Equity MONOTARO CO LTD Industrials 3070.00 0.39% 26.06.2014 9303 JT Equity SUMITOMO WAREHOUSE CO LTD Industrials 609.00 1.81% 26.09.2014 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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 9449 JT Equity GMO INTERNET INC Information Technology 1224.00 1.14% 27.03.2014 6383 JT Equity DAIFUKU CO LTD Industrials 878.00 1.71% 26.09.2014 3593 JT Equity HOGY MEDICAL CO LTD Health Care 6090.00 1.77% 26.06.2014 9744 JT Equity MEITEC CORP Industrials 2594.00 2.78% 26.09.2014 1860 JT Equity TODA CORP Industrials 301.00 1.66% 27.03.2015 8078 JT Equity HANWA CO LTD Industrials 391.00 3.07% 26.09.2014 6967 JT Equity SHINKO ELECTRIC INDUSTRIES Information Technology 1139.00 1.76% 26.09.2014 5943 JT Equity NORITZ CORP Industrials 1863.00 1.61% 26.06.2014 9603 JT Equity H I S CO LTD Consumer Discretionary 4430.00 0.77% 29.10.2014 3608 JT Equity TSI HOLDINGS CO LTD Consumer Discretionary 698.00 2.51% 25.02.2015 4541 JT Equity NICHI-IKO PHARMACEUTICAL CO Health Care 2480.00 1.29% 26.09.2014 6005 JT Equity MIURA CO LTD Industrials 2414.00 1.74% 26.09.2014 4516 JT Equity NIPPON SHINYAKU CO LTD Health Care 1712.00 1.34% 26.09.2014 6588 JT Equity TOSHIBA TEC CORP Information Technology 594.00 1.35% 26.09.2014 6310 JT Equity ISEKI & CO LTD Industrials 368.00 0.82% 27.03.2015 1979 JT Equity TAIKISHA LTD Industrials 2290.00 1.97% 26.09.2014 7981 JT Equity TAKARA STANDARD CO LTD Industrials 796.00 1.26% 26.09.2014 5541 JT Equity PACIFIC METALS CO LTD Materials 544.00 1.29% 26.09.2014 6508 JT Equity MEIDENSHA CORP Industrials 366.00 1.37% 27.03.2015 7864 JT Equity FUJI SEAL INTERNATIONAL INC Materials 2980.00 1.24% 26.09.2014 7248 JT Equity CALSONIC KANSEI CORP Consumer Discretionary 532.00 1.41% 26.09.2014 8424 JT Equity FUYO GENERAL LEASE CO LTD Financials 3830.00 1.83% 26.09.2014 8511 JT Equity JAPAN SECURITIES FINANCE CO Financials 950.00 1.47% 26.09.2014 3098 JT Equity COCOKARA FINE INC Consumer Staples 3490.00 1.72% 26.09.2014 7274 JT Equity SHOWA CORP Consumer Discretionary 1520.00 1.84% 26.09.2014 5932 JT Equity SANKYO TATEYAMA INC Industrials 2594.00 0.77% 28.05.2014 4203 JT Equity SUMITOMO BAKELITE CO LTD Materials 435.00 2.30% 26.09.2014 1893 JT Equity PENTA-OCEAN CONSTRUCTION CO Industrials 266.00 0.75% 27.03.2015 7278 JT Equity EXEDY CORP Consumer Discretionary 2606.00 1.92% 26.09.2014 7251 JT Equity KEIHIN CORP Consumer Discretionary 1710.00 1.75% 26.09.2014 9934 JT Equity INABA DENKI SANGYO CO LTD Industrials 3035.00 3.72% 27.03.2015 8276 JT Equity HEIWADO CO LTD Consumer Staples 1762.00 1.42% 18.08.2014 8397 JT Equity BANK OF OKINAWA LTD/THE Financials 4770.00 1.36% 26.09.2014 2127 JT Equity NIHON M&A CENTER INC Industrials 6490.00 0.92% 26.09.2014 1824 JT Equity MAEDA CORP Industrials 501.00 1.40% 27.03.2015 9075 JT Equity FUKUYAMA TRANSPORTING CO LTD Industrials 568.00 1.76% 26.09.2014 6371 JT Equity TSUBAKIMOTO CHAIN CO Industrials 639.00 1.25% 26.09.2014 6436 JT Equity AMANO CORP Information Technology 1125.00 2.31% 26.09.2014 7224 JT Equity SHINMAYWA INDUSTRIES LTD Industrials 842.00 1.19% 26.09.2014 8895 JT Equity ARNEST ONE CORP Consumer Discretionary 2080.00 2.12% 26.09.2014 9672 JT Equity TOKYOTOKEIBA CO LTD Consumer Discretionary 421.00 0.71% 26.06.2014 6222 JT Equity SHIMA SEIKI MFG LTD Industrials 2478.00 1.21% 26.09.2014 9749 JT Equity FUJI SOFT INC Information Technology 2480.00 0.85% 26.09.2014 9948 JT Equity ARCS CO LTD Consumer Staples 1993.00 2.01% 27.08.2014 8624 JT Equity ICHIYOSHI SECURITIES CO LTD Financials 1517.00 1.32% 26.09.2013 5857 JT Equity ASAHI HOLDINGS INC Materials 2123.00 2.83% 26.09.2014 9375 JT Equity KINTETSU WORLD EXPRESS INC Industrials 3710.00 1.08% 26.09.2014 2001 JT Equity NIPPON FLOUR MILLS CO LTD Consumer Staples 483.00 2.48% 26.09.2014 2270 JT Equity MEGMILK SNOW BRAND CO LTD Consumer Staples 1508.00 1.99% 27.03.2015 6135 JT Equity MAKINO MILLING MACHINE CO Industrials 684.00 1.46% 26.09.2014 6996 JT Equity NICHICON CORP Information Technology 1049.00 1.53% 26.09.2014 6349 JT Equity KOMORI CORP Industrials 1294.00 0.77% 26.09.2014 8345 JT Equity BANK OF IWATE LTD/THE Financials 4625.00 1.30% 26.09.2014 8185 JT Equity CHIYODA CO LTD Consumer Discretionary 2823.00 2.13% 27.08.2014 4044 JT Equity CENTRAL GLASS CO LTD Industrials 351.00 2.28% 26.09.2014 9697 JT Equity CAPCOM CO LTD Information Technology 1727.00 2.32% 26.09.2014 8399 JT Equity BANK OF THE RYUKYUS LTD Financials 1590.00 1.89% 26.09.2014 5451 JT Equity YODOGAWA STEEL WORKS LTD Materials 437.00 2.29% 26.09.2014 1417 JT Equity MIRAIT HOLDINGS CORP Industrials 1020.00 1.96% 26.09.2014 8237 JT Equity MATSUYA CO LTD Consumer Discretionary 1623.00 7518 JT Equity NET ONE SYSTEMS CO LTD Information Technology 897.00 3.79% 26.09.2014 7817 JT Equity PARAMOUNT BED HOLDINGS CO LT Health Care 3740.00 1.34% 26.09.2014 8050 JT Equity SEIKO HOLDINGS CORP Consumer Discretionary 504.00 0.99% 27.03.2015 7616 JT Equity COLOWIDE CO LTD Consumer Discretionary 977.00 0.51% 27.03.2015 3865 JT Equity HOKUETSU KISHU PAPER CO LTD Materials 492.00 2.44% 26.09.2014 6773 JT Equity PIONEER CORP Consumer Discretionary 263.00 50.73 50.41 50.28 50.13 0.001 -0.005 0.000 0.006 0.000 0.000 0.000 0.000 8600 JT Equity TOMONY HOLDINGS INC Financials 419.00 1.91% 26.09.2014 8584 JT Equity JACCS CO LTD Financials 578.00 2.08% 26.09.2014 7947 JT Equity FP CORP Materials 6090.00 2.12% 26.09.2014 1924 JT Equity PANAHOME CORP Consumer Discretionary 745.00 2.01% 26.09.2014 8806 JT Equity DAIBIRU CORP Financials 1224.00 0.98% 26.09.2014 8281 JT Equity XEBIO CO LTD Consumer Discretionary 2320.00 1.51% 26.09.2014 9678 JT Equity KANAMOTO CO LTD Industrials 2529.00 0.79% 25.04.2014 6961 JT Equity ENPLAS CORP Information Technology 7040.00 0.57% 26.09.2014 4626 JT Equity TAIYO HOLDINGS CO LTD Materials 3615.00 2.49% 26.09.2014 9869 JT Equity KATO SANGYO CO LTD Consumer Staples 2168.00 2.17% 27.03.2014 9861 JT Equity YOSHINOYA HOLDINGS CO LTD Consumer Discretionary 115200.00 1.74% 27.08.2014 7915 JT Equity NISSHA PRINTING CO LTD Industrials 1990.00 27.03.2014 4921 JT Equity FANCL CORP Consumer Staples 1161.00 2.93% 26.09.2014 7451 JT Equity MITSUBISHI SHOKUHIN CO LTD Consumer Staples 2813.00 1.49% 26.09.2014 1820 JT Equity NISHIMATSU CONSTRUCTION CO Industrials 219.00 1.83% 27.03.2015 8344 JT Equity YAMAGATA BANK LTD/THE Financials 494.00 1.21% 26.09.2014 6104 JT Equity TOSHIBA MACHINE CO LTD Industrials 572.00 1.22% 26.09.2014 2284 JT Equity ITOHAM FOODS INC Consumer Staples 482.00 1.45% 27.03.2015 4041 JT Equity NIPPON SODA CO LTD Materials 475.00 1.26% 27.03.2015 7732 JT Equity TOPCON CORP Information Technology 1279.00 0.78% 26.09.2014 8360 JT Equity YAMANASHI CHUO BANK LTD/THE Financials 501.00 1.20% 26.09.2014 9086 JT Equity HITACHI TRANSPORT SYSTEM LTD Industrials 1692.00 1.54% 26.09.2014 5301 JT Equity TOKAI CARBON CO LTD Materials 323.00 1.86% 26.06.2014 9793 JT Equity DAISEKI CO LTD Industrials 1898.00 1.05% 27.08.2014 7220 JT Equity MUSASHI SEIMITSU INDUSTRY CO Consumer Discretionary 2737.00 1.61% 26.09.2014 6406 JT Equity FUJITEC CO LTD Industrials 995.00 1.41% 26.09.2014 6330 JT Equity TOYO ENGINEERING CORP Industrials 480.00 1.25% 27.03.2015 5393 JT Equity NICHIAS CORP Industrials 616.00 2.27% 26.09.2014 5481 JT Equity SANYO SPECIAL STEEL CO LTD Materials 553.00 0.72% 26.09.2013 8339 JT Equity TOKYO TOMIN BANK LTD/THE Financials 1536.00 0.98% 27.03.2015 9605 JT Equity TOEI CO LTD Consumer Discretionary 691.00 0.87% 26.09.2014 2264 JT Equity MORINAGA MILK INDUSTRY CO Consumer Staples 300.00 2.33% 27.03.2015 6707 JT Equity SANKEN ELECTRIC CO LTD Information Technology 560.00 1.07% 26.09.2014 3715 JT Equity DWANGO CO LTD Information Technology 636000.00 0.31% 26.09.2014 1722 JT Equity MISAWA HOMES CO LTD Consumer Discretionary 2128.00 0.94% 27.03.2015 8140 JT Equity RYOSAN CO LTD Information Technology 1752.00 3.42% 26.09.2014 3110 JT Equity NITTO BOSEKI CO LTD Industrials 366.00 1.37% 27.03.2014 8703 JT Equity KABU.COM SECURITIES CO LTD Financials 732.00 1.37% 27.03.2014 3880 JT Equity DAIO PAPER CORP Materials 634.00 1.34% 26.09.2014 4985 JT Equity EARTH CHEMICAL CO LTD Materials 3700.00 2.57% 26.12.2014 8706 JT Equity KYOKUTO SECURITIES Financials 2100.00 4.05% 26.09.2013 9302 JT Equity MITSUI-SOKO CO LTD Industrials 599.00 1.50% 26.09.2014 6986 JT Equity FUTABA CORP/CHIBA Industrials 1496.00 1.34% 26.09.2013 8346 JT Equity TOHO BANK LTD/THE Financials 332.00 1.96% 26.09.2014 6269 JT Equity MODEC INC Energy 3185.00 0.94% 26.06.2014 3201 JT Equity JAPAN WOOL TEXTILE CO LTD Consumer Discretionary 834.00 2.16% 28.05.2014 9536 JT Equity SAIBU GAS CO LTD Utilities 244.00 2.46% 26.09.2014 8214 JT Equity AOKI HOLDINGS INC Consumer Discretionary 3220.00 1.86% 26.09.2014 5703 JT Equity NIPPON LIGHT METAL HOLDINGS Materials 124.00 3.23% 27.03.2015 9477 JT Equity KADOKAWA GROUP HOLDINGS INC Consumer Discretionary 3205.00 1.09% 27.03.2015 7994 JT Equity OKAMURA CORP Industrials 706.00 1.98% 26.09.2014 1969 JT Equity TAKASAGO THERMAL ENGINEERING Industrials 847.00 2.95% 26.09.2014 1983 JT Equity TOSHIBA PLANT SYSTEMS & SERV Industrials 1487.00 1.01% 26.09.2014 4548 JT Equity SEIKAGAKU CORP Health Care 1349.00 1.85% 26.09.2014 6140 JT Equity ASAHI DIAMOND INDUSTRIAL CO Industrials 1071.00 1.87% 26.09.2014 8056 JT Equity NIHON UNISYS LTD Information Technology 985.00 1.52% 26.09.2014 8613 JT Equity MARUSAN SECURITIES CO LTD Financials 887.00 1.35% 26.09.2013 9627 JT Equity AIN PHARMACIEZ INC Consumer Staples 4475.00 1.34% 25.04.2014 TOPIX1000Index-TPX1000 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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 5738 JT Equity SUMITOMO LIGHT METAL IND LTD Materials 105.00 3.33% 27.03.2014 8841 JT Equity TOC CO LTD Financials 779.00 1.16% 26.09.2014 8020 JT Equity KANEMATSU CORP Industrials 126.00 6767 JT Equity MITSUMI ELECTRIC CO LTD Information Technology 694.00 0.72% 27.03.2015 1332 JT Equity NIPPON SUISAN KAISHA LTD Consumer Staples 219.00 26.09.2014 7280 JT Equity MITSUBA CORP Consumer Discretionary 1429.00 0.56% 27.03.2015 6013 JT Equity TAKUMA CO LTD Industrials 736.00 0.82% 26.09.2014 4023 JT Equity KUREHA CORP Materials 355.00 2.82% 26.09.2014 6755 JT Equity FUJITSU GENERAL LTD Consumer Discretionary 1093.00 1.10% 26.09.2014 7238 JT Equity AKEBONO BRAKE INDUSTRY CO Consumer Discretionary 557.00 1.80% 26.09.2014 9119 JT Equity IINO KAIUN KAISHA LTD Industrials 623.00 1.28% 26.09.2014 8179 JT Equity ROYAL HOLDINGS CO LTD Consumer Discretionary 1564.00 0.77% 26.12.2014 4553 JT Equity TOWA PHARMACEUTICAL CO LTD Health Care 4825.00 1.55% 26.09.2014 6756 JT Equity HITACHI KOKUSAI ELECTRIC INC Information Technology 1119.00 1.25% 26.09.2014 9830 JT Equity TRUSCO NAKAYAMA CORP Industrials 2269.00 1.96% 26.06.2014 8051 JT Equity YAMAZEN CORP Industrials 669.00 2.24% 26.09.2014 8153 JT Equity MOS FOOD SERVICES INC Consumer Discretionary 1957.00 1.02% 26.09.2014 6581 JT Equity HITACHI KOKI CO LTD Industrials 930.00 2.58% 26.06.2014 6651 JT Equity NITTO KOGYO CORP Industrials 1686.00 2.61% 26.09.2014 6407 JT Equity CKD CORP Industrials 881.00 1.59% 26.09.2014 2590 JT Equity DYDO DRINCO INC Consumer Staples 4360.00 1.38% 16.07.2014 4680 JT Equity ROUND ONE CORP Consumer Discretionary 751.00 2.66% 26.09.2014 6282 JT Equity OILES CORP Industrials 2223.00 1.80% 26.09.2014 4201 JT Equity NIPPON SYNTHETIC CHEMICAL Materials 1133.00 1.59% 26.09.2014 5482 JT Equity AICHI STEEL CORP Materials 435.00 2.30% 26.09.2014 1377 JT Equity SAKATA SEED CORP Consumer Staples 1461.00 1.37% 27.11.2013 3087 JT Equity DOUTOR NICHIRES HOLDINGS CO Consumer Discretionary 1389.00 1.87% 27.08.2014 8879 JT Equity TOKYU LIVABLE INC Financials 2295.00 1.57% 27.03.2014 1766 JT Equity TOKEN CORP Consumer Discretionary 5720.00 1.75% 25.04.2014 2815 JT Equity ARIAKE JAPAN CO LTD Consumer Staples 2348.00 1.92% 26.09.2014 7541 JT Equity MEGANE TOP CO LTD Consumer Discretionary 1402.00 0.86% 26.09.2013 1835 JT Equity TOTETSU KOGYO CO LTD Industrials 1626.00 1.35% 27.03.2015 5946 JT Equity CHOFU SEISAKUSHO CO LTD Consumer Discretionary 2348.00 1.28% 26.06.2014 6444 JT Equity SANDEN CORP Consumer Discretionary 411.00 2.43% 27.03.2015 5186 JT Equity NITTA CORP Industrials 2251.00 1.47% 26.09.2014 1950 JT Equity NIPPON DENSETSU KOGYO CO LTD Industrials 1147.00 1.22% 27.03.2015 8325 JT Equity HOKUETSU BANK LTD/THE Financials 233.00 2.58% 26.09.2014 2201 JT Equity MORINAGA & CO LTD Consumer Staples 211.00 2.84% 27.03.2015 8160 JT Equity KISOJI CO LTD Consumer Discretionary 1909.00 0.73% 26.09.2014 5715 JT Equity FURUKAWA CO LTD Industrials 131.00 1.53% 27.03.2015 6498 JT Equity KITZ CORP Industrials 560.00 1.79% 26.09.2014 4997 JT Equity NIHON NOHYAKU CO LTD Materials 953.00 0.94% 27.03.2014 8251 JT Equity PARCO CO LTD Consumer Discretionary 1200.00 1.50% 27.08.2014 8392 JT Equity OITA BANK LTD/THE Financials 390.00 1.54% 26.09.2014 8393 JT Equity MIYAZAKI BANK LTD/THE Financials 344.00 1.74% 26.09.2014 5423 JT Equity TOKYO STEEL MFG CO LTD Materials 391.00 0.51% 26.09.2014 7246 JT Equity PRESS KOGYO CO LTD Consumer Discretionary 531.00 1.88% 26.09.2014 9759 JT Equity NSD CO LTD Information Technology 1145.00 2.45% 27.03.2015 6807 JT Equity JAPAN AVIATION ELECTRONICS Information Technology 961.00 1.04% 26.09.2014 7226 JT Equity KYOKUTO KAIHATSU KOGYO CO Industrials 1186.00 1.52% 26.09.2014 1973 JT Equity NEC NETWORKS & SYSTEM INTEGR Information Technology 2376.00 2.53% 26.09.2014 4924 JT Equity DR CI:LABO CO LTD Consumer Staples 310000.00 2.90% 29.07.2014 1379 JT Equity HOKUTO CORP Consumer Staples 1933.00 2.95% 26.09.2013 7599 JT Equity GULLIVER INTERNATIONAL CO Consumer Discretionary 662.00 15.11% 27.08.2014 2730 JT Equity EDION CORP Consumer Discretionary 515.00 3.88% 26.09.2014 2580 JT Equity COCA-COLA CENTRAL JAPAN CO Consumer Staples 1571.00 2.29% 26.12.2013 8342 JT Equity AOMORI BANK LTD/THE Financials 303.00 1.98% 26.09.2014 6997 JT Equity NIPPON CHEMI-CON CORP Information Technology 380.00 27.03.2015 6287 JT Equity SATO HOLDINGS CORP Industrials 1998.00 1.85% 26.09.2014 9787 JT Equity AEON DELIGHT CO LTD Industrials 2159.00 2.22% 27.08.2014 5707 JT Equity TOHO ZINC CO LTD Materials 367.00 1.36% 27.03.2015 1942 JT Equity KANDENKO CO LTD Industrials 424.00 2.83% 26.09.2014 7239 JT Equity TACHI-S CO LTD Consumer Discretionary 1610.00 0.87% 26.09.2014 8870 JT Equity SUMITOMO REAL ESTATE SALES Financials 6060.00 1.65% 26.09.2014 9511 JT Equity OKINAWA ELECTRIC POWER CO Utilities 3595.00 1.67% 26.09.2014 7447 JT Equity NAGAILEBEN CO LTD Health Care 1646.00 2.13% 27.08.2014 6463 JT Equity TPR CO LTD Consumer Discretionary 1934.00 1.24% 26.09.2014 6816 JT Equity ALPINE ELECTRONICS INC Consumer Discretionary 1100.00 1.82% 26.09.2014 9069 JT Equity SENKO CO LTD Industrials 534.00 2.62% 26.09.2014 7581 JT Equity SAIZERIYA CO LTD Consumer Discretionary 1461.00 1.23% 27.08.2014 6622 JT Equity DAIHEN CORP Industrials 390.00 1.79% 26.09.2014 2726 JT Equity PAL CO LTD Consumer Discretionary 3700.00 1.35% 25.02.2015 8022 JT Equity MIZUNO CORP Consumer Discretionary 428.00 2.34% 26.09.2013 3569 JT Equity SEIREN CO LTD Consumer Discretionary 754.00 1.99% 26.09.2014 7522 JT Equity WATAMI CO LTD Consumer Discretionary 1810.00 1.38% 26.09.2014 8387 JT Equity SHIKOKU BANK LTD/THE Financials 295.00 1.86% 26.09.2014 2874 JT Equity YOKOHAMA REITO CO LTD Consumer Staples 859.00 2.33% 27.03.2014 9715 JT Equity TRANSCOSMOS INC Information Technology 1533.00 2.28% 27.03.2014 4471 JT Equity SANYO CHEMICAL INDUSTRIES Materials 635.00 2.36% 26.09.2014 8098 JT Equity INABATA & CO LTD Industrials 858.00 2.68% 26.09.2014 5911 JT Equity YOKOGAWA BRIDGE HOLDINGS COR Industrials 1049.00 0.95% 26.09.2014 6118 JT Equity AIDA ENGINEERING LTD Industrials 845.00 2.37% 27.03.2015 7718 JT Equity STAR MICRONICS CO LTD Information Technology 1184.00 2.87% 27.08.2014 4212 JT Equity SEKISUI JUSHI CORP Industrials 1407.00 1.85% 26.09.2014 3002 JT Equity GUNZE LTD Consumer Discretionary 264.00 2.84% 27.03.2015 5726 JT Equity OSAKA TITANIUM TECHNOLOGIES Materials 2005.00 0.50% 27.03.2014 6877 JT Equity OBARA GROUP INC Industrials 3180.00 0.63% 27.03.2014 8550 JT Equity TOCHIGI BANK LTD/THE Financials 415.00 1.69% 26.09.2014 8897 JT Equity TAKARA LEBEN CO LTD Financials 1980.00 0.91% 26.09.2014 9543 JT Equity SHIZUOKA GAS CO LTD Utilities 786.00 1.15% 26.06.2014 8263 JT Equity DAIEI INC Consumer Discretionary 358.00 63.53 46.94 40.87 34.80 0.041 0.041 0.040 0.042 -0.038 -0.018 -0.009 0.000 7545 JT Equity NISHIMATSUYA CHAIN CO LTD Consumer Discretionary 1050.00 1.81% 18.08.2014 5959 JT Equity OKABE CO LTD Industrials 991.00 1.61% 26.06.2014 6951 JT Equity JEOL LTD Health Care 549.00 0.91% 26.09.2014 4708 JT Equity MOSHI MOSHI HOTLINE INC Industrials 1165.00 2.49% 26.09.2014 8279 JT Equity YAOKO CO LTD Consumer Staples 4045.00 1.41% 26.09.2014 8170 JT Equity ADERANS CO LTD Consumer Staples 1608.00 0.62% 8074 JT Equity YUASA TRADING CO LTD Industrials 199.00 3.02% 26.09.2014 8151 JT Equity TOYO CORP Information Technology 1477.00 3.45% 27.03.2014 6339 JT Equity SINTOKOGIO LTD Industrials 949.00 1.37% 26.09.2014 8409 JT Equity YACHIYO BANK LTD/THE Financials 3940.00 1.52% 26.09.2014 8338 JT Equity TSUKUBA BANK LTD Financials 485.00 1.03% 27.03.2015 9430 JT Equity NEC MOBILING LTD Consumer Discretionary 5510.00 1.18% 27.03.2014 8566 JT Equity RICOH LEASING CO LTD Financials 2924.00 1.47% 26.09.2014 5975 JT Equity TOPRE CORP Consumer Discretionary 986.00 1.62% 26.09.2014 3106 JT Equity KURABO INDUSTRIES LTD Consumer Discretionary 184.00 2.72% 27.03.2015 5191 JT Equity TOKAI RUBBER INDUSTRIES Consumer Discretionary 1018.00 1.67% 26.09.2014 9792 JT Equity NICHII GAKKAN CO Health Care 964.00 2.07% 26.09.2014 8343 JT Equity AKITA BANK LTD/THE Financials 290.00 2.07% 26.09.2014 7102 JT Equity NIPPON SHARYO LTD Industrials 538.00 0.93% 26.09.2014 8278 JT Equity FUJI CO LTD Consumer Discretionary 1789.00 0.84% 27.08.2014 4914 JT Equity TAKASAGO INTERNATIONAL CORP Materials 569.00 1.41% 26.09.2013 8545 JT Equity KANSAI URBAN BANKING CORP Financials 142.00 2.11% 27.03.2015 1884 JT Equity NIPPON ROAD CO LTD Industrials 585.00 1.54% 27.03.2015 8527 JT Equity AICHI BANK LTD/THE Financials 5460.00 1.28% 26.09.2014 4958 JT Equity T HASEGAWA CO LTD Materials 1466.00 1.71% 27.03.2014 9755 JT Equity OYO CORP Industrials 1771.00 1.02% 26.06.2014 6741 JT Equity NIPPON SIGNAL CO LTD/THE Industrials 765.00 1.70% 26.09.2014 8880 JT Equity IIDA HOME MAX Financials 1717.00 1.51% 29.10.2013 3635 JT Equity TECMO KOEI HOLDINGS CO LTD Information Technology 980.00 3.37% 27.03.2015 6480 JT Equity NIPPON THOMPSON CO LTD Industrials 558.00 1.79% 26.09.2014 4919 JT Equity MILBON CO LTD Consumer Staples 3715.00 1.78% 18.06.2014 7739 JT Equity CANON ELECTRONICS INC Information Technology 2075.00 3.13% 26.06.2013 2659 JT Equity SAN-A CO LTD Consumer Staples 5100.00 0.98% 25.02.2015 8173 JT Equity JOSHIN DENKI CO LTD Consumer Discretionary 878.00 1.82% 27.03.2015 9945 JT Equity PLENUS CO LTD Consumer Discretionary 1705.00 2.93% 27.08.2014 TOPIX1000Index-TPX1000 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 |
15.05.2013 Ticker Name GICS_SECTOR_NAME ATM4 Ref Dividend Yield Next Ex- Dividend Date ATM4 Vol - 30D ATM4 Vol - 60D ATM4 Vol - 90D ATM4 Vol - 6M ATM4 Vol - 12M ATM4 Vol - 18M ATM4 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 2602 JT Equity NISSHIN OILLIO GROUP LTD/THE Consumer Staples 387.00 2.58% 26.09.2014 6454 JT Equity MAX CO LTD Industrials 1194.00 3.02% 27.03.2015 6369 JT Equity TOYO KANETSU K K Energy 334.00 1.20% 27.03.2015 4733 JT Equity OBIC BUSINESS CONSULTANTS Information Technology 5940.00 1.68% 26.09.2014 9882 JT Equity YELLOW HAT LTD Consumer Discretionary 1996.00 1.80% 26.09.2014 8266 JT Equity IZUMIYA CO LTD Consumer Staples 493.00 1.22% 27.08.2014 5851 JT Equity RYOBI LTD Industrials 311.00 1.93% 26.09.2014 3076 JT Equity AI HOLDINGS CORP Information Technology 1035.00 1.93% 26.12.2013 7943 JT Equity NICHIHA CORP Industrials 1566.00 1.60% 26.09.2014 5440 JT Equity KYOEI STEEL LTD Materials 1859.00 1.08% 26.09.2014 7630 JT Equity ICHIBANYA CO LTD Consumer Discretionary 4570.00 1.20% 28.05.2014 8362 JT Equity FUKUI BANK LTD/THE Financials 211.00 2.37% 26.09.2014 6794 JT Equity FOSTER ELECTRIC CO LTD Consumer Discretionary 1747.00 2.29% 26.09.2014 3148 JT Equity CREATE SD HOLDINGS CO Consumer Staples 4295.00 1.16% 27.11.2013 7241 JT Equity FUTABA INDUSTRIAL CO LTD Consumer Discretionary 584.00 27.03.2014 2681 JT Equity GEO HOLDINGS CORP Consumer Discretionary 104900.00 3.05% 26.09.2014 8876 JT Equity RELO HOLDINGS INC Financials 4965.00 1.61% 27.03.2015 6379 JT Equity SHINKO PLANTECH CO LTD Energy 768.00 3.91% 27.03.2015 7740 JT Equity TAMRON CO LTD Consumer Discretionary 2289.00 2.18% 26.06.2014 6332 JT Equity TSUKISHIMA KIKAI CO LTD Industrials 1034.00 1.45% 26.09.2014 7231 JT Equity TOPY INDUSTRIES LTD Materials 235.00 1.70% 26.09.2014 7517 JT Equity KURODA ELECTRIC CO LTD Industrials 1317.00 2.35% 26.09.2014 8871 JT Equity GOLDCREST CO LTD Financials 2231.00 1.79% 26.09.2014 4282 JT Equity EPS CORPORATION Health Care 154300.00 1.26% 27.03.2014 6905 JT Equity COSEL CO LTD Industrials 1191.00 0.92% 18.11.2013 2288 JT Equity MARUDAI FOOD CO LTD Consumer Staples 322.00 2.48% 27.03.2015 5930 JT Equity BUNKA SHUTTER CO LTD Industrials 639.00 1.88% 26.09.2014 8174 JT Equity NIPPON GAS CO LTD Energy 1264.00 1.03% 26.09.2014 7976 JT Equity MITSUBISHI PENCIL CO LTD Industrials 2079.00 1.25% 26.06.2014 3103 JT Equity UNITIKA LTD Consumer Discretionary 59.00 1941 JT Equity CHUDENKO CORP Industrials 1045.00 1.91% 26.09.2014 3141 JT Equity WELCIA HOLDINGS CO LTD Consumer Staples 4885.00 1.08% 26.02.2014 6632 JT Equity JVC KENWOOD CORP Consumer Discretionary 279.00 1.79% 27.03.2015 6728 JT Equity ULVAC INC Information Technology 997.00 26.06.2013 7867 JT Equity TOMY COMPANY LTD Consumer Discretionary 511.00 1.96% 26.09.2014 4116 JT Equity DAINICHISEIKA COLOR & CHEM Materials 445.00 2.70% 26.09.2014 1961 JT Equity SANKI ENGINEERING CO LTD Industrials 656.00 2.29% 26.09.2014 7862 JT Equity TOPPAN FORMS CO LTD Industrials 934.00 2.68% 26.09.2014 6462 JT Equity RIKEN CORP Consumer Discretionary 456.00 2.63% 26.09.2014 9616 JT Equity KYORITSU MAINTENANCE CO LTD Consumer Discretionary 3210.00 1.34% 26.09.2014 3151 JT Equity VITAL KSK HOLDINGS INC Health Care 887.00 1.80% 26.09.2014 7516 JT Equity KOHNAN SHOJI CO LTD Consumer Discretionary 1271.00 2.52% 27.08.2014 3048 JT Equity BIC CAMERA INC Consumer Discretionary 43800.00 2.28% 26.02.2014 9938 JT Equity SUMIKIN BUSSAN CORP Industrials 321.00 3.74% 27.03.2014 8217 JT Equity OKUWA CO LTD Consumer Staples 1060.00 2.45% 18.08.2014 4694 JT Equity BML INC Health Care 2662.00 1.50% 26.09.2014 8396 JT Equity EIGHTEENTH BANK LTD/THE Financials 266.00 2.26% 26.09.2014 3395 JT Equity SAINT MARC HOLDINGS CO LTD Consumer Discretionary 5130.00 1.91% 26.09.2014 7483 JT Equity DOSHISHA CO LTD Consumer Discretionary 1548.00 1.94% 26.09.2014 4633 JT Equity SAKATA INX CORP Materials 755.00 2.12% 26.09.2014 6804 JT Equity HOSIDEN CORP Information Technology 594.00 1.68% 26.09.2014 4617 JT Equity CHUGOKU MARINE PAINTS LTD Materials 500.00 2.60% 26.09.2014 6737 JT Equity EIZO CORP Information Technology 1899.00 2.63% 26.09.2014 8011 JT Equity SANYO SHOKAI LTD Consumer Discretionary 293.00 2.73% 26.12.2014 9474 JT Equity ZENRIN CO LTD Consumer Discretionary 1221.00 2.46% 26.09.2014 2281 JT Equity PRIMA MEAT PACKERS LTD Consumer Staples 253.00 0.79% 27.03.2015 5331 JT Equity NORITAKE CO LTD Industrials 292.00 2.74% 26.09.2014 3284 JT Equity HOOSIERS HOLDINGS CO LTD Consumer Discretionary 1200.00 1.00% 3107 JT Equity DAIWABO HOLDINGS CO LTD Information Technology 176.00 2.27% 27.03.2015 6277 JT Equity HOSOKAWA MICRON CORP Industrials 905.00 1.33% 27.03.2014 6801 JT Equity TOKO INC Information Technology 312.00 5809 JT Equity TATSUTA ELEC WIRE & CABLE Industrials 797.00 1.25% 26.09.2014 2664 JT Equity CAWACHI LTD Consumer Staples 2270.00 1.98% 11.03.2015 4028 JT Equity ISHIHARA SANGYO KAISHA LTD Materials 82.00 5812 JT Equity HITACHI CABLE LTD Industrials 189.00 27.03.2014 6844 JT Equity SHINDENGEN ELECTRIC MFG Information Technology 478.00 1.05% 27.03.2015 3028 JT Equity ALPEN CO LTD Consumer Discretionary 2013.00 1.86% 26.12.2013 9997 JT Equity BELLUNA CO LTD Consumer Discretionary 1234.00 2.03% 26.09.2014 2678 JT Equity ASKUL CORP Consumer Discretionary 1779.00 1.69% 18.11.2013 6413 JT Equity RISO KAGAKU CORP Information Technology 2259.00 2.66% 27.03.2015 1885 JT Equity TOA CORP Industrials 153.00 1.31% 27.03.2015 7494 JT Equity KONAKA CO LTD Consumer Discretionary 1186.00 1.69% 27.03.2014 8395 JT Equity BANK OF SAGA LTD/THE Financials 249.00 2.41% 26.09.2014 1813 JT Equity FUDO TETRA CORP Industrials 188.00 0.53% 2466 JT Equity PGM HOLDINGS K K Consumer Discretionary 101100.00 0.99% 26.12.2014 6101 JT Equity TSUGAMI CORP Industrials 532.00 2.26% 26.09.2014 6517 JT Equity DENYO CO LTD Industrials 1509.00 1.46% 26.09.2014 6486 JT Equity EAGLE INDUSTRY CO LTD Consumer Discretionary 1198.00 1.17% 26.09.2014 7840 JT Equity FRANCE BED HOLDINGS CO LTD Consumer Discretionary 236.00 1.91% 26.09.2014 4549 JT Equity EIKEN CHEMICAL CO LTD Health Care 1987.00 1.51% 26.09.2014 6706 JT Equity DENKI KOGYO CO LTD Information Technology 563.00 1.78% 27.03.2015 8283 JT Equity PALTAC CORP Consumer Discretionary 1267.00 3.31% 26.09.2014 3950 JT Equity PACK CORP/THE Materials 1986.00 2.52% 26.06.2014 4996 JT Equity KUMIAI CHEMICAL INDUSTRY CO Materials 678.00 0.88% 29.10.2014 5727 JT Equity TOHO TITANIUM CO LTD Materials 827.00 0.60% 27.03.2014 9746 JT Equity TKC CORP Information Technology 1762.00 2.50% 27.03.2014 9682 JT Equity DTS CORP Information Technology 1553.00 1.93% 26.09.2014 2613 JT Equity J-OIL MILLS INC Consumer Staples 311.00 2.57% 26.09.2014 2109 JT Equity MITSUI SUGAR CO LTD Consumer Staples 331.00 2.11% 26.09.2014 3864 JT Equity MITSUBISHI PAPER MILLS LTD Materials 97.00 27.03.2014 2572 JT Equity MIKUNI COCA-COLA BOTTLING CO Consumer Staples 1237.00 0.97% 26.12.2013 4551 JT Equity TORII PHARMACEUTICAL CO LTD Health Care 2287.00 1.75% 26.09.2014 6999 JT Equity KOA CORP Information Technology 1138.00 1.76% 26.09.2013 7250 JT Equity PACIFIC INDUSTRIAL CO LTD Consumer Discretionary 693.00 1.73% 26.09.2014 1719 JT Equity HAZAMA ANDO CORP Industrials 223.00 1.35% 27.03.2015 5632 JT Equity MITSUBISHI STEEL MFG CO LTD Materials 220.00 1.14% 26.09.2014 8196 JT Equity KASUMI CO LTD Consumer Staples 684.00 2.05% 27.08.2014 6820 JT Equity ICOM INC Information Technology 2495.00 1.20% 26.09.2013 5192 JT Equity MITSUBOSHI BELTING CO LTD Industrials 517.00 2.71% 26.09.2014 1982 JT Equity HIBIYA ENGINEERING LTD Industrials 994.00 3.02% 26.09.2014 5195 JT Equity BANDO CHEMICAL INDUSTRIES Industrials 385.00 2.60% 26.09.2014 6875 JT Equity MEGACHIPS CORP Information Technology 1647.00 2.13% 27.03.2014 5563 JT Equity NIPPON DENKO CO LTD Materials 326.00 1.53% 26.12.2014 7294 JT Equity YOROZU CORP Consumer Discretionary 1830.00 1.15% 26.09.2014 5602 JT Equity KURIMOTO LTD Materials 293.00 1.37% 26.09.2014 8200 JT Equity RINGER HUT CO LTD Consumer Discretionary 1503.00 0.67% 27.08.2014 2327 JT Equity NS SOLUTIONS CORP Information Technology 2031.00 1.97% 26.09.2014 1926 JT Equity RAITO KOGYO CO LTD Industrials 531.00 1.51% 27.03.2015 7421 JT Equity KAPPA CREATE HOLDINGS CO LTD Consumer Discretionary 1842.00 0.81% 27.08.2014 5310 JT Equity TOYO TANSO CO LTD Industrials 2297.00 0.87% 28.05.2014 8111 JT Equity GOLDWIN INC Consumer Discretionary 555.00 1.26% 27.03.2015 2211 JT Equity FUJIYA CO LTD Consumer Staples 206.00 0.97% 26.12.2014 1518 JT Equity MITSUI MATSUSHIMA CO LTD Industrials 179.00 2.23% 27.03.2015 5805 JT Equity SWCC SHOWA HOLDINGS CO LTD Industrials 97.00 27.03.2015 6278 JT Equity UNION TOOL CO Industrials 2263.00 1.33% 28.05.2014 9842 JT Equity ARC LAND SAKAMOTO CO LTD Consumer Discretionary 2018.00 1.78% 18.08.2014 3104 JT Equity FUJIBO HOLDINGS INC Consumer Discretionary 257.00 1.95% 27.03.2015 6839 JT Equity FUNAI ELECTRIC CO LTD Consumer Discretionary 1272.00 3.14% 27.03.2014 9946 JT Equity MINISTOP CO LTD Consumer Staples 1747.00 2.58% 27.08.2014 1515 JT Equity NITTETSU MINING CO LTD Materials 444.00 1.58% 26.09.2014 6363 JT Equity TORISHIMA PUMP MFG CO LTD Industrials 1038.00 1.73% 26.09.2014 3738 JT Equity T-GAIA CORP Consumer Discretionary 1021.00 3.43% 26.09.2014 6419 JT Equity MARS ENGINEERING CORP Consumer Discretionary 2209.00 2.72% 26.09.2014 3167 JT Equity TOKAI HOLDINGS CORP Industrials 323.00 3.72% 26.09.2014 TOPIX1000Index-TPX1000 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
15.05.2013 Ticker Name GICS_SECTOR_NAME ATM4 Ref Dividend Yield Next Ex- Dividend Date ATM4 Vol - 30D ATM4 Vol - 60D ATM4 Vol - 90D ATM4 Vol - 6M ATM4 Vol - 12M ATM4 Vol - 18M ATM4 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 6247 JT Equity HISAKA WORKS LTD Industrials 933.00 2.14% 26.09.2014 6652 JT Equity IDEC CORP Industrials 941.00 3.19% 26.09.2014 5384 JT Equity FUJIMI INC Materials 1286.00 2.33% 26.09.2014 5302 JT Equity NIPPON CARBON CO LTD Industrials 221.00 2.26% 26.12.2014 8133 JT Equity ITOCHU ENEX CO LTD Energy 558.00 2.87% 26.09.2014 4078 JT Equity SAKAI CHEMICAL INDUSTRY CO Materials 304.00 2.63% 26.09.2014 7873 JT Equity ARRK CORP Industrials 351.00 7905 JT Equity DAIKEN CORP Materials 290.00 2.59% 26.09.2014 6985 JT Equity U-SHIN LTD Consumer Discretionary 846.00 1.18% 28.05.2014 7972 JT Equity ITOKI CORP Industrials 559.00 2.24% 26.12.2014 2918 JT Equity WARABEYA NICHIYO CO LTD Consumer Staples 1740.00 1.72% 25.02.2015 6641 JT Equity NISSIN ELECTRIC CO LTD Industrials 581.00 1.89% 26.09.2014 3730 JT Equity MACROMILL INC Information Technology 1509.00 1.52% 26.12.2013 7611 JT Equity HIDAY HIDAKA CORP Consumer Discretionary 2228.00 1.62% 27.08.2014 6910 JT Equity HITACHI MEDICAL CORP Health Care 1565.00 0.64% 26.09.2014 7266 JT Equity IMASEN ELECTRIC INDUSTRIAL Consumer Discretionary 1570.00 1.66% 26.09.2014 6440 JT Equity JUKI CORP Industrials 179.00 1.68% 26.12.2013 2322 JT Equity NEC FIELDING LTD Information Technology 1356.00 2.95% 26.09.2014 6929 JT Equity NIPPON CERAMIC CO LTD Information Technology 1747.00 1.14% 26.12.2014 1301 JT Equity KYOKUYO CO LTD Consumer Staples 240.00 2.08% 27.03.2015 1919 JT Equity SXL CORP Consumer Discretionary 199.00 7995 JT Equity NIPPON VALQUA INDUSTRIES LTD Materials 257.00 3.89% 26.09.2014 9037 JT Equity HAMAKYOREX CO LTD Industrials 3915.00 1.07% 26.09.2014 6966 JT Equity MITSUI HIGH-TEC INC Information Technology 767.00 1.30% 29.07.2014 5196 JT Equity KINUGAWA RUBBER INDUSTRIAL Consumer Discretionary 588.00 1.36% 26.09.2014 5976 JT Equity NETUREN CO LTD Materials 792.00 1.77% 26.09.2014 4714 JT Equity RISO KYOIKU CO LTD Consumer Discretionary 10330.00 3.19% 27.08.2014 7631 JT Equity MACNICA INC Information Technology 2158.00 1.85% 26.09.2014 5741 JT Equity FURUKAWA-SKY ALUMINUM CORP Materials 309.00 2.27% 27.03.2014 8059 JT Equity DAIICHI JITSUGYO CO LTD Industrials 485.00 3.09% 26.09.2014 7283 JT Equity AISAN INDUSTRY CO LTD Consumer Discretionary 1047.00 1.72% 26.09.2014 8536 JT Equity HIGASHI-NIPPON BANK LTD/THE Financials 251.00 3.19% 26.09.2014 9742 JT Equity INES CORP Information Technology 803.00 1.99% 26.09.2014 7958 JT Equity TENMA CORP Materials 1275.00 2.35% 26.09.2014 8037 JT Equity KAMEI CORP Industrials 910.00 1.65% 26.09.2014 6507 JT Equity SINFONIA TECHNOLOGY CO LTD Industrials 175.00 1.71% 27.03.2015 3397 JT Equity TORIDOLL.CORP Consumer Discretionary 1228.00 1.38% 27.03.2015 6482 JT Equity YUSHIN PRECISION EQUIPMENT Industrials 2100.00 0.95% 26.09.2014 2108 JT Equity NIPPON BEET SUGAR MFG CO LTD Consumer Staples 183.00 2.73% 27.03.2015 7236 JT Equity T RAD CO LTD Consumer Discretionary 310.00 2.58% 26.09.2014 1890 JT Equity TOYO CONSTRUCTION CO LTD Industrials 299.00 1.67% 27.03.2015 3315 JT Equity NIPPON COKE & ENGINEERING CO Materials 123.00 2.44% 27.03.2015 6676 JT Equity MELCO HOLDINGS INC Information Technology 1667.00 2.40% 26.09.2014 7456 JT Equity MATSUDA SANGYO CO LTD Industrials 1439.00 1.67% 26.09.2014 8068 JT Equity RYOYO ELECTRO CORP Information Technology 887.00 3.38% 29.07.2014 6723 JT Equity RENESAS ELECTRONICS CORP Information Technology 398.00 89.73 54.47 54.22 54.26 1.554 0.277 0.275 0.268 -0.031 -0.007 -0.007 -0.006 6584 JT Equity SANOH INDUSTRIAL CO LTD Consumer Discretionary 811.00 2.59% 26.09.2014 3529 JT Equity ATSUGI CO LTD Consumer Discretionary 117.00 2.56% 27.03.2015 7942 JT Equity JSP CORP Materials 1501.00 2.00% 26.09.2014 6935 JT Equity JAPAN DIGITAL LABORATORY CO Information Technology 1215.00 1.65% 26.09.2014 5449 JT Equity OSAKA STEEL CO LTD Materials 1947.00 1.03% 26.09.2013 9470 JT Equity GAKKEN HOLDINGS CO LTD Consumer Discretionary 307.00 1.63% 26.09.2014 5480 JT Equity NIPPON YAKIN KOGYO CO LTD Materials 131.00 8097 JT Equity SAN-AI OIL CO LTD Energy 438.00 3.08% 26.09.2014 8141 JT Equity SHINKO SHOJI CO LTD Information Technology 930.00 3.23% 26.09.2014 6730 JT Equity AXELL CORP Information Technology 2004.00 2.50% 26.09.2014 6368 JT Equity ORGANO CORP Industrials 557.00 2.15% 26.09.2014 5410 JT Equity GODO STEEL LTD Materials 171.00 1.46% 27.03.2015 8089 JT Equity NICE HOLDINGS INC Consumer Discretionary 256.00 1.56% 27.03.2015 4775 JT Equity SOGO MEDICAL CO LTD Consumer Staples 4165.00 1.92% 26.09.2014 3333 JT Equity ASAHI CO LTD Consumer Discretionary 1739.00 0.69% 18.02.2015 6798 JT Equity SMK CORP Information Technology 336.00 1.79% 27.03.2014 6459 JT Equity DAIWA INDUSTRIES LTD Industrials 612.00 1.63% 26.06.2014 2695 JT Equity KURA CORP Consumer Discretionary 1679.00 0.71% 29.10.2014 2792 JT Equity HONEYS CO LTD Consumer Discretionary 1236.00 2.83% 27.11.2013 7245 JT Equity DAIDO METAL CO LTD Consumer Discretionary 689.00 2.03% 26.09.2014 8084 JT Equity RYODEN TRADING CO LTD Information Technology 677.00 2.95% 26.09.2014 6430 JT Equity DAIKOKU DENKI CO LTD Consumer Discretionary 2313.00 1.73% 26.09.2014 6859 JT Equity ESPEC CORP Information Technology 919.00 1.96% 26.09.2014 8155 JT Equity MIMASU SEMICONDUCTOR INDUST Information Technology 1077.00 2.32% 27.11.2013 9900 JT Equity SAGAMI CHAIN CO LTD Consumer Discretionary 796.00 0.63% 1964 JT Equity CHUGAI RO CO LTD Industrials 256.00 2.34% 27.03.2015 8150 JT Equity SANSHIN ELECTRONICS CO LTD Information Technology 648.00 3.09% 26.09.2014 4514 JT Equity ASKA PHARMACEUTICAL CO LTD Health Care 733.00 1.91% 26.09.2014 3433 JT Equity TOCALO CO LTD Industrials 1536.00 2.93% 26.09.2014 2440 JT Equity GURUNAVI INC Information Technology 1243.00 1.61% 26.09.2014 6445 JT Equity JANOME SEWING MACHINE CO LTD Consumer Discretionary 93.00 5981 JT Equity TOKYO ROPE MFG CO LTD Materials 127.00 27.03.2015 7944 JT Equity ROLAND CORP Consumer Discretionary 1006.00 1.49% 26.09.2014 6958 JT Equity CMK CORP Information Technology 413.00 1.21% 27.03.2014 9305 JT Equity YAMATANE CORP Consumer Staples 191.00 1.57% 27.03.2015 6768 JT Equity TAMURA CORP Information Technology 224.00 2.68% 26.09.2014 1805 JT Equity TOBISHIMA CORP Industrials 124.00 2317 JT Equity SYSTENA CORP Information Technology 809.00 3.71% 26.09.2014 6779 JT Equity NIHON DEMPA KOGYO CO LTD Information Technology 1004.00 1.99% 26.09.2014 8154 JT Equity KAGA ELECTRONICS CO LTD Information Technology 856.00 3.50% 26.09.2014 4109 JT Equity STELLA CHEMIFA CORP Materials 1825.00 2.08% 26.09.2014 5017 JT Equity AOC HOLDINGS INC Energy 343.00 1.75% 27.03.2015 1868 JT Equity MITSUI HOME CO LTD Consumer Discretionary 576.00 2.78% 26.09.2014 8168 JT Equity KEIYO CO LTD Consumer Discretionary 498.00 2.51% 27.08.2014 1959 JT Equity KYUDENKO CORP Industrials 456.00 2.19% 26.09.2014 1968 JT Equity TAIHEI DENGYO KAISHA LTD Industrials 592.00 1.69% 27.03.2015 3109 JT Equity SHIKIBO LTD Consumer Discretionary 128.00 1.56% 27.03.2015 7007 JT Equity SASEBO HEAVY INDUSTRIES CO Industrials 125.00 4.00% 27.03.2014 6345 JT Equity AICHI CORP Industrials 473.00 2.11% 26.09.2014 9370 JT Equity YUSEN LOGISTICS CO LTD Industrials 1035.00 1.74% 26.09.2014 7769 JT Equity RHYTHM WATCH CO LTD Consumer Discretionary 180.00 1.67% 27.03.2015 6355 JT Equity SUMITOMO PRECISION PRODUCTS Industrials 486.00 1.44% 26.09.2014 3636 JT Equity MITSUBISHI RESEARCH INSTITUT Information Technology 2080.00 1.68% 27.03.2014 7613 JT Equity SIIX CORP Information Technology 1257.00 2.55% 26.06.2014 5210 JT Equity NIHON YAMAMURA GLASS CO LTD Materials 189.00 2.65% 26.09.2014 6796 JT Equity CLARION CO LTD Consumer Discretionary 149.00 2533 JT Equity OENON HOLDINGS INC Consumer Staples 275.00 2.55% 26.12.2014 6644 JT Equity OSAKI ELECTRIC CO LTD Information Technology 595.00 2.02% 26.09.2014 4008 JT Equity SUMITOMO SEIKA CHEMICALS CO Materials 401.00 2.49% 26.09.2014 6924 JT Equity IWASAKI ELECTRIC CO LTD Industrials 213.00 7970 JT Equity SHIN-ETSU POLYMER CO LTD Materials 378.00 2.65% 26.09.2013 5453 JT Equity TOYO KOHAN CO LTD Materials 354.00 2.26% 26.09.2014 1661 JT Equity KANTO NATURAL GAS DEVELOP Energy 680.00 1.76% 26.06.2014 6742 JT Equity KYOSAN ELECTRIC MFG CO LTD Industrials 354.00 2.82% 26.09.2014 6317 JT Equity KITAGAWA IRON WORKS CO LTD Industrials 167.00 1.50% 27.03.2015 6815 JT Equity UNIDEN CORP Information Technology 254.00 2.95% 27.03.2014 5344 JT Equity MARUWA CO LTD Information Technology 3100.00 1.03% 26.09.2014 4228 JT Equity SEKISUI PLASTICS CO LTD Materials 263.00 2.28% 26.09.2014 1819 JT Equity TAIHEI KOGYO CO LTD Industrials 360.00 2.22% 27.03.2014 6617 JT Equity TAKAOKA TOKO HOLDINGS CO LTD Industrials 1378.00 3.63% 26.09.2014 8178 JT Equity MARUETSU INC/THE Consumer Staples 347.00 1.73% 27.08.2014 4047 JT Equity KANTO DENKA KOGYO CO LTD Materials 270.00 26.09.2014 7756 JT Equity NIDEC COPAL CORP Consumer Discretionary 845.00 1.78% 26.09.2014 8029 JT Equity LOOK INC Consumer Discretionary 373.00 0.80% 26.12.2014 6505 JT Equity TOYO DENKI SEIZO -TOYO ELEC Industrials 324.00 1.85% 28.05.2014 2715 JT Equity ELEMATEC CORP Information Technology 1383.00 3.18% 26.09.2014 8248 JT Equity NISSEN HOLDINGS CO LTD Consumer Discretionary 357.00 2.80% 18.06.2014 4825 JT Equity WEATHERNEWS INC Industrials 2398.00 1.67% 27.11.2013 7952 JT Equity KAWAI MUSICAL INSTRUMENTS MF Consumer Discretionary 174.00 2.30% 27.03.2015 2290 JT Equity YONEKYU CORP Consumer Staples 881.00 2.04% 25.02.2015 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

More Related Content

PDF
Topix Index (Top 1000) Dividends and Implied Volatility Surface Parameters
byBCV
 
PDF
Mercer Capital's Value Focus: FinTech Industry | Q1 2014 | Segment Focus: Tec...
byMercer Capital
 
PDF
S&P 1000 Index - Dividends and Implied Volatility Surfaces Parameters
byBCV
 
PDF
Stoxx 600 Index - Dividends and Implied Volatility Surface Parameters
byBCV
 
PDF
BE 500 Index - Dividends and Implied Volatility Surfaces Parameters
byBCV
 
PDF
SP 500 index dividends and implied volatility surfaces parametersS&…
byBCV
 
PDF
S&P TSX Index - Dividends and Implied Volatility Surface Parameters
byBCV
 
PDF
Fy 2008 Expenditures By Department
bycecilyoungrepublican
 
Topix Index (Top 1000) Dividends and Implied Volatility Surface Parameters
byBCV
 
Mercer Capital's Value Focus: FinTech Industry | Q1 2014 | Segment Focus: Tec...
byMercer Capital
 
S&P 1000 Index - Dividends and Implied Volatility Surfaces Parameters
byBCV
 
Stoxx 600 Index - Dividends and Implied Volatility Surface Parameters
byBCV
 
BE 500 Index - Dividends and Implied Volatility Surfaces Parameters
byBCV
 
SP 500 index dividends and implied volatility surfaces parametersS&…
byBCV
 
S&P TSX Index - Dividends and Implied Volatility Surface Parameters
byBCV
 
Fy 2008 Expenditures By Department
bycecilyoungrepublican
 

What's hot

PDF
STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters
byBCV
 
PDF
Unrealized and realized gain 23 oct 2015
byNooresh Merani
 
PDF
Ee spreadsheet functions and factors
byjohnjackson319
 
PDF
Stoxx 600 index dividends and implied volatility surfaces parameters
byBCV
 
PDF
S&P 1000 Index - Dividends and Implied Volatility Surface Parameters
byBCV
 
PDF
Resumen Ejecutivo Presupuestario UASD
byAlexander Perdomo
 
PDF
Financial_analysis_CTc
byJan Zika
 
PDF
Saral Gyan 15% @ 90 DAYS Sept 2010
bySaralGyanTeam
 
PDF
Go Ahead for F&O Report 06 February 2013 Mansukh Investment and Trading Solution
byMansukh Investment & Trading Solutions
 
PDF
Bnm analisis financiero comparativo - bnm vs sistema bca comercial nov 2000
bygonzaloromani
 
PDF
06. equity valuation of lsi semiconductor (deb sahoo)
byDeb Sahoo, MBA(Finance), MS(EE), BTech(EE),
 
PDF
Indices 15 oct2012052511
byInvestors Empowered
 
PDF
Indices 07 dec2012052414
byInvestors Empowered
 
PDF
Recast Financial Information for Reorganized Business Segments
byfinance2
 
PDF
Esteban corvalán
byUniversidad de Chile
 
PDF
Indices 12 dec2012060827
byInvestors Empowered
 
STOXX 600 Index - Dividends and Implied Volatility Surfaces Parameters
byBCV
 
Unrealized and realized gain 23 oct 2015
byNooresh Merani
 
Ee spreadsheet functions and factors
byjohnjackson319
 
Stoxx 600 index dividends and implied volatility surfaces parameters
byBCV
 
S&P 1000 Index - Dividends and Implied Volatility Surface Parameters
byBCV
 
Resumen Ejecutivo Presupuestario UASD
byAlexander Perdomo
 
Financial_analysis_CTc
byJan Zika
 
Saral Gyan 15% @ 90 DAYS Sept 2010
bySaralGyanTeam
 
Go Ahead for F&O Report 06 February 2013 Mansukh Investment and Trading Solution
byMansukh Investment & Trading Solutions
 
Bnm analisis financiero comparativo - bnm vs sistema bca comercial nov 2000
bygonzaloromani
 
06. equity valuation of lsi semiconductor (deb sahoo)
byDeb Sahoo, MBA(Finance), MS(EE), BTech(EE),
 
Indices 15 oct2012052511
byInvestors Empowered
 
Indices 07 dec2012052414
byInvestors Empowered
 
Recast Financial Information for Reorganized Business Segments
byfinance2
 
Esteban corvalán
byUniversidad de Chile
 
Indices 12 dec2012060827
byInvestors Empowered
 

More from BCV

PDF
Fundamental Equity Analysis and Analyst Recommandations - MSCI Emerging Marke...
byBCV
 
PDF
Fundamental Equity Analysis - QMS Global Agriculture FlexIndex - The QMS Advi...
byBCV
 
PDF
Fundamental Equity Analysis - QMS Advisors HDAX FlexIndex 110
byBCV
 
PDF
Fundamental analysis & recommendations qms advisors flex index spi index - ...
byBCV
 
PDF
Fundamental Analysis & Recommendations - QMS Advisors FlexIndex KOSPI 100
byBCV
 
PDF
Fundamental Analysis & Recommendations - OEX Index - The Standard & Poor's 10...
byBCV
 
PDF
Fundamental analysis & recommendations spi index - the swiss performance in...
byBCV
 
PDF
Erfolg ohne Absturzrisiko - Derivate machen es möglich
byBCV
 
PDF
Le plus convexe des investissements linéaires
byBCV
 
PDF
Le Temps - 20 Octobre 2014 - Eclairage psychologique d'un choix rationnel
byBCV
 
PDF
qCIO Global Macro Hedge Fund Strategy - March 2015
byBCV
 
PDF
Des performances stables avec les certificats de primes de risque
byBCV
 
PDF
qCIO Global Macro Hedge Fund Strategy - November 2014
byBCV
 
PDF
Le temps - 30 juin 2014 - Des instruments plus flexibles dans l'obligataire
byBCV
 
PDF
Evaluation de l'incidence des produits structurés sur les marchés actions
byBCV
 
PDF
Keine angst vor zinsanstieg
byBCV
 
PDF
INDICES Mai 2014 Produits financiers - Surévaluation de la volatilité implicit...
byBCV
 
PDF
Vers la couverture des risques systémiques?
byBCV
 
PDF
Vers la couverture des risques systémiques
byBCV
 
PDF
Le Temps - 21 octobre 2013 - Benchmarker un produit structuré
byBCV
 
Fundamental Equity Analysis and Analyst Recommandations - MSCI Emerging Marke...
byBCV
 
Fundamental Equity Analysis - QMS Global Agriculture FlexIndex - The QMS Advi...
byBCV
 
Fundamental Equity Analysis - QMS Advisors HDAX FlexIndex 110
byBCV
 
Fundamental analysis & recommendations qms advisors flex index spi index - ...
byBCV
 
Fundamental Analysis & Recommendations - QMS Advisors FlexIndex KOSPI 100
byBCV
 
Fundamental Analysis & Recommendations - OEX Index - The Standard & Poor's 10...
byBCV
 
Fundamental analysis & recommendations spi index - the swiss performance in...
byBCV
 
Erfolg ohne Absturzrisiko - Derivate machen es möglich
byBCV
 
Le plus convexe des investissements linéaires
byBCV
 
Le Temps - 20 Octobre 2014 - Eclairage psychologique d'un choix rationnel
byBCV
 
qCIO Global Macro Hedge Fund Strategy - March 2015
byBCV
 
Des performances stables avec les certificats de primes de risque
byBCV
 
qCIO Global Macro Hedge Fund Strategy - November 2014
byBCV
 
Le temps - 30 juin 2014 - Des instruments plus flexibles dans l'obligataire
byBCV
 
Evaluation de l'incidence des produits structurés sur les marchés actions
byBCV
 
Keine angst vor zinsanstieg
byBCV
 
INDICES Mai 2014 Produits financiers - Surévaluation de la volatilité implicit...
byBCV
 
Vers la couverture des risques systémiques?
byBCV
 
Vers la couverture des risques systémiques
byBCV
 
Le Temps - 21 octobre 2013 - Benchmarker un produit structuré
byBCV
 

Recently uploaded

PPTX
A California Spanish Revival Home Defined by Floral Carved Antique Doors
byMogul Interior
 
PDF
Plasmodesmata.pdf........................
byi93297517
 
PDF
🔴BUKTI KEMENANGAN HARI INI 30 DESEMBER 2025 !!!🔴
byGRAB
 
PDF
jecreativo - ARMIN HOFMANN - DISEÑADOR
byjecreativo
 
PDF
jecreativo - ARMIN HOFMANN - DISEÑADOR
byjecreativo
 
PDF
Design ID Card Magang Kampus Merdeka - INAmikro.pdf
byfadlyharahap4
 
PDF
SaaS UX Design Best Practices & Ultimate Guide 2025.pdf
byDesign Studio UI UX
 
PDF
App Design Cost in 2025 A Complete Pricing Breakdown.pdf
byDesign Studio UI UX
 
PDF
Tim Maxfield - Production Designer Extraordinaire - Portfolio
bytimmaxfield2
 
PPTX
2022_gabe_hcx_icon_desing_ab-helper.pptx
bynandikumar4
 
PPTX
PROPOSED PCGA ADFADFADSFDAFADSFFDAFADFAD.pptx
byOcampoEdgarAllan
 
PPTX
Civil 3D for tutorials and manuals for engineers in amharic.pptx
bymesfinnagib
 
PDF
Effective Interest Region Estimation Model to Represent Corners for Image
bysipij
 
PDF
Invisible Empires How Billionaires Engineer Power.pdf
byInspirata Group
 
PPTX
PPT expocision grupal de Ciencia y tecnologia proyectos
bycusialmendra
 
PDF
Visual Mind Architecture™ — Perception, Structure, Decision
byVisual Mind Architecture™
 
PPTX
project_kickoff_deFVFFDFDBGDBGBFGBGBFck.pptx
bytherishx
 
PDF
Press Conference Calander 2026 United States www.pressconference.co.in
byMediaClipsPRSInterna
 
PDF
Press Conference Calendar 2026 India www.pressconference.co.in
byMediaClipsPRSInterna
 
PDF
ZYS — Abstract Art as a Cognitive System
byVisual Mind Architecture™
 
A California Spanish Revival Home Defined by Floral Carved Antique Doors
byMogul Interior
 
Plasmodesmata.pdf........................
byi93297517
 
🔴BUKTI KEMENANGAN HARI INI 30 DESEMBER 2025 !!!🔴
byGRAB
 
jecreativo - ARMIN HOFMANN - DISEÑADOR
byjecreativo
 
jecreativo - ARMIN HOFMANN - DISEÑADOR
byjecreativo
 
Design ID Card Magang Kampus Merdeka - INAmikro.pdf
byfadlyharahap4
 
SaaS UX Design Best Practices & Ultimate Guide 2025.pdf
byDesign Studio UI UX
 
App Design Cost in 2025 A Complete Pricing Breakdown.pdf
byDesign Studio UI UX
 
Tim Maxfield - Production Designer Extraordinaire - Portfolio
bytimmaxfield2
 
2022_gabe_hcx_icon_desing_ab-helper.pptx
bynandikumar4
 
PROPOSED PCGA ADFADFADSFDAFADSFFDAFADFAD.pptx
byOcampoEdgarAllan
 
Civil 3D for tutorials and manuals for engineers in amharic.pptx
bymesfinnagib
 
Effective Interest Region Estimation Model to Represent Corners for Image
bysipij
 
Invisible Empires How Billionaires Engineer Power.pdf
byInspirata Group
 
PPT expocision grupal de Ciencia y tecnologia proyectos
bycusialmendra
 
Visual Mind Architecture™ — Perception, Structure, Decision
byVisual Mind Architecture™
 
project_kickoff_deFVFFDFDBGDBGBFGBGBFck.pptx
bytherishx
 
Press Conference Calander 2026 United States www.pressconference.co.in
byMediaClipsPRSInterna
 
Press Conference Calendar 2026 India www.pressconference.co.in
byMediaClipsPRSInterna
 
ZYS — Abstract Art as a Cognitive System
byVisual Mind Architecture™
 

TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters

  • 1.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM 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 7203 JT Equity TOYOTA MOTOR CORP Consumer Discretionary 6440.00 1.24% 26.09.2013 36.78 34.37 33.26 31.92 0.041 -0.093 -0.073 -0.036 -0.003 0.002 0.002 0.001 8306 JT Equity MITSUBISHI UFJ FINANCIAL GRO Financials 732.00 1.91% 26.09.2014 41.14 40.09 38.58 37.47 -0.005 -0.014 -0.022 -0.002 0.003 0.002 0.002 0.000 8316 JT Equity SUMITOMO MITSUI FINANCIAL GR Financials 4915.00 2.24% 26.09.2014 39.43 39.41 38.08 37.12 -0.194 -0.032 -0.021 0.007 0.000 0.002 0.002 0.001 7267 JT Equity HONDA MOTOR CO LTD Consumer Discretionary 4185.00 1.91% 26.06.2014 30.71 32.35 31.75 31.10 0.103 -0.134 -0.108 -0.063 0.000 0.002 0.001 0.001 8411 JT Equity MIZUHO FINANCIAL GROUP INC Financials 226.00 2.65% 26.09.2014 30.03 48.15 47.74 47.91 -0.026 -0.033 -0.026 -0.003 0.008 0.001 0.001 0.000 9984 JT Equity SOFTBANK CORP Telecommunication Services5960.00 0.67% 26.09.2013 46.56 44.22 42.98 43.31 0.208 -0.048 -0.044 0.007 -0.005 0.002 0.002 0.000 2914 JT Equity JAPAN TOBACCO INC Consumer Staples 3805.00 2.42% 26.09.2014 32.75 38.37 35.20 32.56 -0.094 -0.045 -0.044 -0.013 0.007 0.002 0.002 0.001 7751 JT Equity CANON INC Information Technology 3740.00 3.21% 26.06.2013 33.70 32.80 32.09 31.48 -0.299 -0.131 -0.074 -0.013 -0.010 0.003 0.002 0.000 9432 JT Equity NIPPON TELEGRAPH & TELEPHONE Telecommunication Services5550.00 2.88% 26.09.2014 31.14 29.98 28.52 27.19 0.085 -0.093 -0.073 0.060 -0.004 0.003 0.002 0.002 8802 JT Equity MITSUBISHI ESTATE CO LTD Financials 2868.00 0.42% 26.09.2014 37.00 42.12 41.11 39.96 0.388 -0.048 -0.049 -0.039 0.027 -0.001 0.000 0.001 4502 JT Equity TAKEDA PHARMACEUTICAL CO LTD Health Care 4985.00 3.61% 26.09.2014 33.12 26.19 25.66 25.08 -0.045 -0.006 -0.023 -0.009 -0.013 0.000 0.000 0.000 8604 JT Equity NOMURA HOLDINGS INC Financials 924.00 0.43% 26.09.2013 47.44 45.53 44.28 43.85 0.048 -0.092 -0.065 -0.021 0.007 0.002 0.002 0.001 6501 JT Equity HITACHI LTD Information Technology 739.00 1.35% 26.09.2013 41.02 38.45 38.18 36.75 -0.017 -0.056 -0.050 -0.012 -0.005 0.001 0.001 0.000 6954 JT Equity FANUC CORP Industrials 16460.00 1.22% 26.09.2013 35.79 37.60 37.02 36.05 -0.035 -0.041 -0.043 0.005 -0.001 0.002 0.002 0.001 3382 JT Equity SEVEN & I HOLDINGS CO LTD Consumer Staples 4065.00 1.62% 27.08.2014 25.00 33.54 32.45 31.46 -0.764 -0.083 -0.066 -0.015 0.009 0.003 0.002 0.000 9020 JT Equity EAST JAPAN RAILWAY CO Industrials 8420.00 1.43% 26.09.2014 17.82 31.14 30.37 31.19 0.502 -0.034 -0.032 -0.011 0.010 0.001 0.001 0.000 8801 JT Equity MITSUI FUDOSAN CO LTD Financials 3250.00 0.68% 26.09.2014 44.06 48.09 49.99 50.11 0.577 -0.003 -0.009 0.023 0.004 -0.001 -0.002 -0.002 8058 JT Equity MITSUBISHI CORP Industrials 1900.00 3.16% 26.09.2014 29.49 28.34 28.25 27.84 -0.195 -0.042 -0.031 -0.002 0.001 0.001 0.001 0.001 7201 JT Equity NISSAN MOTOR CO LTD Consumer Discretionary 1147.00 2.22% 26.09.2013 33.88 37.03 36.16 35.45 -0.469 -0.071 -0.053 -0.024 0.003 0.002 0.002 0.000 6301 JT Equity KOMATSU LTD Industrials 2894.00 2.00% 26.09.2014 37.73 36.18 35.85 35.56 -0.038 -0.089 -0.069 -0.013 0.001 0.004 0.003 0.001 4503 JT Equity ASTELLAS PHARMA INC Health Care 6010.00 2.25% 26.09.2014 27.76 26.98 26.56 27.07 -0.071 -0.012 -0.024 -0.011 -0.002 0.005 0.003 0.001 9433 JT Equity KDDI CORP Telecommunication Services4935.00 2.43% 26.09.2014 29.62 30.01 29.92 30.33 -0.083 -0.004 -0.010 0.076 -0.007 0.001 0.001 -0.001 9437 JT Equity NTT DOCOMO INC Telecommunication Services162800.00 3.69% 26.09.2014 18.90 25.66 25.30 24.76 -0.380 -0.048 -0.046 -0.012 -0.003 0.001 0.001 0.001 4063 JT Equity SHIN-ETSU CHEMICAL CO LTD Materials 6980.00 1.43% 26.09.2013 31.19 31.56 31.57 31.45 -0.229 -0.058 -0.049 -0.011 -0.002 0.002 0.002 0.000 6758 JT Equity SONY CORP Consumer Discretionary 2072.00 1.21% 26.09.2013 54.26 47.87 44.92 42.27 0.126 -0.245 -0.200 -0.133 -0.015 0.001 0.001 0.000 8766 JT Equity TOKIO MARINE HOLDINGS INC Financials 3380.00 1.63% 26.09.2013 32.38 37.53 36.59 35.86 -0.036 -0.084 -0.053 0.001 -0.003 0.003 0.002 0.000 8031 JT Equity MITSUI & CO LTD Industrials 1423.00 3.58% 26.09.2014 27.10 28.53 28.33 28.46 -0.258 -0.099 -0.068 -0.009 -0.002 0.002 0.002 0.000 7011 JT Equity MITSUBISHI HEAVY INDUSTRIES Industrials 713.00 1.12% 26.09.2014 33.61 40.33 40.22 40.09 0.011 0.002 0.003 0.006 -0.002 0.000 0.000 0.000 6503 JT Equity MITSUBISHI ELECTRIC CORP Industrials 1180.00 1.10% 26.09.2013 43.88 35.36 35.29 35.20 0.156 0.003 0.004 0.005 0.000 0.000 0.000 0.000 5108 JT Equity BRIDGESTONE CORP Consumer Discretionary 3590.00 1.50% 26.06.2014 40.73 36.92 38.34 40.36 -0.383 -0.051 -0.021 0.015 -0.025 0.002 0.001 -0.001 5401 JT Equity NIPPON STEEL & SUMITOMO META Materials 265.00 1.51% 26.09.2013 30.07 37.56 36.90 36.51 0.045 -0.066 -0.058 0.028 0.017 0.004 0.003 0.000 6902 JT Equity DENSO CORP Consumer Discretionary 4745.00 1.43% 26.09.2014 29.94 33.46 33.96 35.17 -0.483 -0.020 -0.011 0.002 0.008 0.001 0.000 0.000 8309 JT Equity SUMITOMO MITSUI TRUST HOLDIN Financials 600.00 1.67% 26.09.2014 40.66 40.26 40.18 40.01 -0.008 0.001 0.002 0.010 0.001 0.000 0.000 0.000 9022 JT Equity CENTRAL JAPAN RAILWAY CO Industrials 13340.00 0.82% 26.09.2014 26.49 35.30 35.22 34.98 -0.522 0.003 0.003 0.029 0.015 0.000 0.000 0.000 8830 JT Equity SUMITOMO REALTY & DEVELOPMNT Financials 4455.00 0.45% 26.09.2014 39.04 43.81 43.49 43.26 -0.164 -0.161 -0.214 -0.281 -0.024 -0.010 -0.005 0.000 8001 JT Equity ITOCHU CORP Industrials 1312.00 3.20% 26.09.2014 35.33 30.19 30.12 30.18 -0.501 0.005 0.004 0.003 -0.001 0.000 0.000 0.000 6502 JT Equity TOSHIBA CORP Information Technology 523.00 1.53% 26.09.2013 41.98 38.24 37.70 37.45 -0.114 -0.078 -0.052 -0.006 -0.012 0.002 0.002 0.000 6752 JT Equity PANASONIC CORP Consumer Discretionary 898.00 26.09.2013 40.99 41.98 41.58 42.12 0.224 -0.120 -0.067 0.016 -0.009 0.004 0.002 0.000 8601 JT Equity DAIWA SECURITIES GROUP INC Financials 1002.00 0.60% 26.09.2013 46.23 40.32 40.23 40.98 0.073 0.003 0.003 -0.039 0.005 0.000 0.000 -0.001 4452 JT Equity KAO CORP Consumer Staples 3510.00 1.82% 26.06.2014 22.98 23.34 23.36 23.24 -0.118 -0.091 -0.041 0.007 0.003 0.002 0.001 0.000 6326 JT Equity KUBOTA CORP Industrials 1696.00 1.06% 26.09.2013 70.05 30.33 30.27 30.20 0.678 0.002 0.003 0.003 -0.022 0.000 0.000 0.000 6981 JT Equity MURATA MANUFACTURING CO LTD Information Technology 8650.00 1.39% 26.09.2014 32.46 34.18 34.02 33.83 -0.110 -0.075 -0.066 -0.049 0.006 0.000 0.000 0.000 9983 JT Equity FAST RETAILING CO LTD Consumer Discretionary 38800.00 0.72% 26.02.2014 30.98 40.37 40.13 40.21 0.697 -0.010 -0.009 0.015 0.024 0.000 0.000 0.000 2503 JT Equity KIRIN HOLDINGS CO LTD Consumer Staples 1841.00 1.96% 26.06.2014 28.38 29.05 29.27 29.43 -0.359 -0.111 -0.055 0.003 0.004 -0.001 -0.001 0.000 6971 JT Equity KYOCERA CORP Information Technology 10610.00 1.13% 26.09.2013 35.25 30.47 30.25 30.04 -0.257 -0.059 -0.023 0.003 -0.013 0.002 0.001 0.000 8591 JT Equity ORIX CORP Financials 1505.00 0.86% 27.03.2014 37.54 35.15 35.04 34.83 0.204 0.001 0.002 0.006 0.016 0.000 0.000 0.000 8725 JT Equity MS&AD INSURANCE GROUP HOLDIN Financials 2960.00 1.82% 26.09.2013 42.18 40.38 40.30 40.25 -0.022 0.004 0.004 0.004 0.006 0.000 0.000 0.000 6861 JT Equity KEYENCE CORP Information Technology 34450.00 0.17% 17.09.2014 25.41 25.20 25.14 25.04 0.004 0.003 0.004 0.006 0.000 0.000 0.000 0.000 8750 JT Equity DAI-ICHI LIFE INSURANCE Financials 155600.00 1.29% 27.03.2015 41.67 41.35 41.28 41.15 0.002 0.003 0.004 0.006 0.000 0.000 0.000 0.000 8053 JT Equity SUMITOMO CORP Industrials 1353.00 3.47% 26.09.2014 25.96 27.45 27.81 28.74 -0.121 -0.100 -0.047 0.003 0.001 0.003 0.001 0.000 7270 JT Equity FUJI HEAVY INDUSTRIES LTD Consumer Discretionary 2395.00 0.84% 26.09.2014 4578 JT Equity OTSUKA HOLDINGS CO LTD Health Care 3605.00 1.80% 26.09.2014 9531 JT Equity TOKYO GAS CO LTD Utilities 616.00 1.62% 26.09.2014 19.51 20.30 20.22 20.19 0.043 -0.011 -0.004 0.006 0.014 0.001 0.001 0.000 6273 JT Equity SMC CORP Industrials 22340.00 0.72% 26.09.2014 29.49 29.24 29.17 29.06 0.002 0.003 0.004 0.008 0.000 0.000 0.000 0.000 7974 JT Equity NINTENDO CO LTD Information Technology 11710.00 2.22% 27.03.2015 47.95 39.15 38.82 38.79 0.066 -0.135 -0.108 -0.061 -0.028 0.003 0.003 0.001 4568 JT Equity DAIICHI SANKYO CO LTD Health Care 1998.00 3.00% 26.09.2014 20.90 22.89 23.06 23.18 -0.040 -0.048 -0.026 0.002 0.009 0.001 0.000 0.000 1605 JT Equity INPEX CORP Energy 468000.00 1.54% 26.09.2014 33.56 30.81 30.34 31.42 -0.305 -0.061 -0.065 -0.021 0.007 0.001 0.001 0.000 1925 JT Equity DAIWA HOUSE INDUSTRY CO LTD Financials 2259.00 1.68% 26.09.2014 39.17 29.96 31.39 33.37 -0.187 -0.032 -0.009 0.011 -0.023 0.001 0.001 0.000 2502 JT Equity ASAHI GROUP HOLDINGS LTD Consumer Staples 2766.00 1.55% 26.06.2014 41.80 24.80 24.60 24.54 0.275 -0.079 -0.036 0.004 -0.014 0.002 0.001 0.000 5020 JT Equity JX HOLDINGS INC Energy 536.00 2.99% 26.09.2014 29.21 30.21 30.16 30.24 0.014 0.005 0.004 0.006 0.005 0.000 0.000 0.000 9735 JT Equity SECOM CO LTD Industrials 5640.00 2.04% 27.03.2015 22.37 26.77 26.76 27.13 -0.079 -0.080 -0.038 0.006 0.003 0.002 0.001 0.000 8002 JT Equity MARUBENI CORP Industrials 750.00 3.33% 26.09.2014 28.74 35.26 35.15 35.23 0.018 0.003 0.004 0.005 0.001 0.000 0.000 0.000 3402 JT Equity TORAY INDUSTRIES INC Materials 746.00 1.34% 26.09.2014 33.52 30.37 30.30 30.22 0.399 0.002 0.003 0.003 0.007 0.000 0.000 0.000 6367 JT Equity DAIKIN INDUSTRIES LTD Industrials 4410.00 0.86% 26.09.2013 36.85 36.78 37.44 37.90 -0.098 -0.074 -0.033 0.009 0.003 0.001 0.001 0.000 7261 JT Equity MAZDA MOTOR CORP Consumer Discretionary 379.00 48.94 50.47 49.80 49.40 -0.377 -0.407 -0.408 -0.401 -0.001 -0.003 -0.003 -0.003 8630 JT Equity NKSJ HOLDINGS INC Financials 2730.00 2.20% 27.03.2014 26.04 33.29 33.22 33.20 0.005 0.004 0.004 0.005 0.017 0.000 0.000 0.000 6988 JT Equity NITTO DENKO CORP Materials 6920.00 1.45% 26.09.2014 29.78 35.34 35.27 35.21 0.256 0.003 0.003 0.004 0.008 0.000 0.000 0.000 4523 JT Equity EISAI CO LTD Health Care 4630.00 3.24% 26.09.2014 19.74 23.22 23.16 23.13 -0.170 -0.020 -0.006 0.007 0.005 0.000 0.000 0.000 7269 JT Equity SUZUKI MOTOR CORP Consumer Discretionary 2852.00 0.63% 26.09.2014 43.75 35.04 35.17 35.30 -0.678 -0.082 -0.039 0.007 -0.003 0.003 0.001 0.000 5411 JT Equity JFE HOLDINGS INC Materials 2181.00 0.92% 26.09.2013 41.45 45.81 47.56 49.88 -0.445 -0.078 -0.036 0.027 -0.004 0.002 0.001 -0.001 8308 JT Equity RESONA HOLDINGS INC Financials 554.00 2.71% 27.03.2015 31.92 35.19 35.12 34.99 0.757 0.002 0.003 0.005 0.005 0.000 0.000 0.000 4901 JT Equity FUJIFILM HOLDINGS CORP Information Technology 2505.00 1.60% 26.09.2014 58.93 37.13 37.62 37.92 -0.255 -0.079 -0.034 0.001 -0.028 0.003 0.001 0.000 9201 JT Equity JAPAN AIRLINES CO LTD Industrials 4965.00 3.83% 27.03.2014 28.50 28.28 28.22 28.15 0.000 0.003 0.004 0.006 0.000 0.000 0.000 0.000 9503 JT Equity KANSAI ELECTRIC POWER CO INC Utilities 1338.00 26.09.2013 85.86 58.06 58.59 59.16 0.803 0.019 -0.049 -0.114 -0.062 0.002 0.000 -0.002 5802 JT Equity SUMITOMO ELECTRIC INDUSTRIES Industrials 1410.00 1.49% 26.09.2014 46.73 37.63 38.06 38.52 -0.197 -0.153 -0.072 0.007 -0.015 0.004 0.002 0.000 7741 JT Equity HOYA CORP Information Technology 2111.00 3.32% 26.09.2013 19.51 21.64 21.59 21.64 -0.076 0.003 0.003 0.015 0.009 0.000 0.000 0.000 7731 JT Equity NIKON CORP Consumer Discretionary 2729.00 1.50% 26.09.2014 63.16 38.74 38.97 39.56 0.048 -0.068 -0.032 0.015 -0.040 0.003 0.002 0.000 7202 JT Equity ISUZU MOTORS LTD Consumer Discretionary 872.00 1.38% 26.09.2014 71.44 41.04 40.38 40.32 0.806 0.100 0.061 0.032 -0.034 -0.005 -0.003 -0.002 1928 JT Equity SEKISUI HOUSE LTD Consumer Discretionary 1480.00 2.43% 29.07.2014 29.04 35.33 35.50 35.18 -0.183 0.001 0.004 0.006 0.026 0.000 0.000 0.000 4661 JT Equity ORIENTAL LAND CO LTD Consumer Discretionary 15430.00 0.78% 26.09.2014 20.32 20.18 20.12 20.07 -0.060 0.002 0.003 0.005 0.003 0.000 0.000 0.000 8035 JT Equity TOKYO ELECTRON LTD Information Technology 5660.00 0.88% 26.09.2014 52.63 41.41 42.59 43.75 -0.160 -0.054 -0.019 0.018 -0.009 0.002 0.001 0.000 3407 JT Equity ASAHI KASEI CORP Materials 720.00 1.94% 26.09.2014 32.71 23.09 23.05 23.03 -0.062 -0.019 -0.008 0.004 0.000 0.001 0.001 0.000 8267 JT Equity AEON CO LTD Consumer Staples 1343.00 1.94% 27.08.2014 26.27 26.19 26.26 26.48 0.235 -0.065 -0.031 0.003 0.015 0.003 0.001 0.000 9041 JT Equity KINTETSU CORP Industrials 504.00 0.99% 27.03.2015 9532 JT Equity OSAKA GAS CO LTD Utilities 461.00 1.95% 26.09.2014 20.18 20.20 20.14 20.09 -0.387 0.004 0.006 0.006 0.009 0.000 0.000 0.000 8795 JT Equity T&D HOLDINGS INC Financials 1311.00 1.72% 27.03.2015 40.68 44.27 44.18 44.01 -0.303 0.002 0.003 0.005 0.007 0.000 0.000 0.000 9005 JT Equity TOKYU CORP Industrials 744.00 1.01% 26.09.2014 25.53 25.26 25.22 25.19 -0.086 0.003 0.004 0.006 0.006 0.000 0.000 0.000 9501 JT Equity TOKYO ELECTRIC POWER CO INC Utilities 513.00 27.03.2015 97.00 69.54 68.50 67.50 -0.872 -0.004 -0.013 -0.026 0.038 0.001 0.001 0.000 1878 JT Equity DAITO TRUST CONSTRUCT CO LTD Financials 9970.00 3.42% 26.09.2014 9202 JT Equity ANA HOLDINGS INC Industrials 214.00 1.87% 27.03.2015 32.87 32.23 32.15 32.09 -0.020 -0.004 0.002 0.010 0.004 0.001 0.000 0.000 2802 JT Equity AJINOMOTO CO INC Consumer Staples 1500.00 1.33% 26.09.2014 24.89 23.46 23.63 23.86 0.048 -0.041 -0.019 0.005 0.006 0.001 0.000 0.000 6702 JT Equity FUJITSU LTD Information Technology 429.00 27.03.2014 38.81 36.27 36.16 35.99 0.487 0.005 0.004 0.005 -0.001 0.000 0.000 0.000 4543 JT Equity TERUMO CORP Health Care 5330.00 1.09% 26.09.2014 29.80 29.50 30.41 31.44 -0.075 -0.060 -0.019 0.014 0.003 0.002 0.001 0.000 9502 JT Equity CHUBU ELECTRIC POWER CO INC Utilities 1334.00 3.75% 26.09.2013 44.45 42.33 42.20 41.74 0.344 0.002 0.003 0.118 -0.020 0.000 0.000 0.000 6201 JT Equity TOYOTA INDUSTRIES CORP Consumer Discretionary 4475.00 1.34% 26.09.2014 5201 JT Equity ASAHI GLASS CO LTD Industrials 786.00 3.31% 26.06.2014 34.43 32.26 32.18 32.12 0.006 0.001 0.001 0.005 -0.004 0.000 0.000 0.000 9021 JT Equity WEST JAPAN RAILWAY CO Industrials 4630.00 2.38% 26.09.2014 14.65 25.17 25.10 25.07 -0.251 0.002 0.003 0.006 0.000 0.000 0.000 0.000 9042 JT Equity HANKYU HANSHIN HOLDINGS INC Industrials 627.00 0.80% 27.03.2015 9064 JT Equity YAMATO HOLDINGS CO LTD Industrials 2078.00 1.15% 26.09.2014 34.88 30.01 30.13 30.19 -0.179 -0.054 -0.020 0.010 -0.011 0.002 0.001 0.000 5713 JT Equity SUMITOMO METAL MINING CO LTD Materials 1417.00 2.40% 26.09.2014 41.93 35.72 36.33 36.94 -0.191 -0.098 -0.044 0.007 -0.002 0.004 0.002 0.000 9007 JT Equity ODAKYU ELECTRIC RAILWAY CO Industrials 1189.00 0.67% 26.09.2014 6594 JT Equity NIDEC CORP Industrials 6960.00 1.22% 26.09.2014 38.72 38.90 33.85 28.90 0.006 0.018 0.012 0.004 -0.010 -0.010 -0.006 -0.001 4689 JT Equity YAHOO JAPAN CORP Information Technology 52600.00 0.80% 27.03.2014 36.38 35.24 35.16 34.98 0.049 0.003 0.003 0.006 0.001 0.000 0.000 0.000 8113 JT Equity UNICHARM CORP Consumer Staples 6490.00 0.55% 26.09.2014 20.39 20.23 20.20 20.16 -0.082 -0.004 0.000 0.004 0.005 0.000 0.000 0.000 7752 JT Equity RICOH CO LTD Information Technology 1247.00 2.65% 26.09.2014 44.18 41.69 42.33 43.86 -0.462 -0.138 -0.067 0.004 0.005 0.004 0.002 0.000 8332 JT Equity BANK OF YOKOHAMA LTD/THE Financials 609.00 1.81% 26.09.2014 8355 JT Equity SHIZUOKA BANK LTD/THE Financials 1279.00 1.17% 26.09.2014 5938 JT Equity LIXIL GROUP CORP Industrials 2527.00 1.58% 26.09.2014 39.09 27.22 27.17 27.13 -0.558 0.000 0.002 0.004 -0.010 0.000 0.000 0.000 6645 JT Equity OMRON CORP Information Technology 3455.00 1.04% 27.03.2014 7259 JT Equity AISIN SEIKI CO LTD Consumer Discretionary 3945.00 1.90% 26.09.2014 40.69 40.41 40.33 40.31 0.006 0.004 0.004 0.005 -0.001 0.000 0.000 0.000 4324 JT Equity DENTSU INC Consumer Discretionary 3780.00 0.85% 26.09.2014 30.74 28.72 28.51 28.52 -0.023 -0.029 -0.031 -0.030 -0.001 0.000 0.000 0.001 7309 JT Equity SHIMANO INC Consumer Discretionary 8910.00 0.14% 26.06.2014 4507 JT Equity SHIONOGI & CO LTD Health Care 2326.00 1.89% 26.09.2014 6586 JT Equity MAKITA CORP Industrials 5800.00 1.31% 27.03.2014 1963 JT Equity JGC CORP Industrials 3120.00 1.49% 27.03.2015 39.35 36.02 34.70 33.70 -0.009 -0.043 -0.049 -0.057 -0.008 -0.004 -0.002 -0.001 4188 JT Equity MITSUBISHI CHEMICAL HOLDINGS Materials 523.00 2.29% 26.09.2014 41.19 35.25 35.18 35.23 -0.245 0.000 0.002 0.003 -0.004 0.000 0.000 0.000 2267 JT Equity YAKULT HONSHA CO LTD Consumer Staples 5210.00 0.46% 26.09.2014 9506 JT Equity TOHOKU ELECTRIC POWER CO INC Utilities 1350.00 27.03.2014 50.85 50.34 50.24 50.10 0.002 0.004 0.005 0.007 0.000 0.000 0.000 0.000 4528 JT Equity ONO PHARMACEUTICAL CO LTD Health Care 6570.00 2.74% 26.09.2014 6701 JT Equity NEC CORP Information Technology 260.00 1.54% 27.03.2015 55.18 42.33 42.26 42.12 0.259 0.001 0.001 0.004 -0.028 0.000 0.000 0.000 9001 JT Equity TOBU RAILWAY CO LTD Industrials 583.00 1.03% 26.09.2014 9508 JT Equity KYUSHU ELECTRIC POWER CO INC Utilities 1456.00 0.69% 27.03.2014 67.77 45.40 45.28 45.18 0.778 0.002 0.003 0.007 -0.033 0.000 0.000 0.000 7733 JT Equity OLYMPUS CORP Health Care 2715.00 27.03.2015 41.27 34.60 31.74 29.03 -0.182 -0.201 -0.211 -0.218 -0.017 -0.008 -0.004 0.001 7211 JT Equity MITSUBISHI MOTORS CORP Consumer Discretionary 129.00 Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct At The Money Implied Volatilities by Terms TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 2.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM 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 6460 JT Equity SEGA SAMMY HOLDINGS INC Consumer Discretionary 2896.00 1.38% 26.09.2014 7912 JT Equity DAI NIPPON PRINTING CO LTD Industrials 1007.00 3.18% 26.09.2014 25.62 26.21 27.61 29.01 -0.170 -0.111 -0.055 0.003 0.002 0.002 0.001 0.000 8015 JT Equity TOYOTA TSUSHO CORP Industrials 2788.00 1.65% 26.09.2014 4519 JT Equity CHUGAI PHARMACEUTICAL CO LTD Health Care 2505.00 1.80% 26.06.2014 31.52 35.31 35.22 35.11 -0.296 0.001 0.002 0.004 -0.003 0.000 0.000 0.000 3099 JT Equity ISETAN MITSUKOSHI HOLDINGS L Consumer Discretionary 1519.00 0.66% 27.03.2015 8331 JT Equity CHIBA BANK LTD/THE Financials 776.00 1.55% 26.09.2014 2651 JT Equity LAWSON INC Consumer Staples 7750.00 2.71% 27.08.2014 13.03 24.68 24.44 24.67 -0.118 -0.138 -0.126 -0.119 0.014 0.000 -0.001 -0.001 9006 JT Equity KEIKYU CORP Industrials 1091.00 0.55% 26.09.2014 3405 JT Equity KURARAY CO LTD Materials 1553.00 2.32% 26.09.2014 30.75 30.36 30.44 30.60 -0.108 -0.084 -0.038 0.004 0.003 0.003 0.001 0.000 8697 JT Equity JAPAN EXCHANGE GROUP INC Financials 11040.00 0.86% 26.09.2014 4911 JT Equity SHISEIDO CO LTD Consumer Staples 1472.00 1.36% 26.09.2014 28.90 27.49 27.59 27.79 -0.097 -0.056 -0.029 0.003 0.003 0.002 0.001 0.000 7012 JT Equity KAWASAKI HEAVY INDUSTRIES Industrials 345.00 1.45% 27.03.2015 38.26 43.44 43.33 43.21 0.091 0.003 0.003 0.005 -0.003 0.000 0.000 0.000 4204 JT Equity SEKISUI CHEMICAL CO LTD Consumer Discretionary 1219.00 1.64% 26.09.2014 7013 JT Equity IHI CORP Industrials 383.00 1.31% 27.03.2015 41.55 48.06 49.62 51.38 -0.114 -0.170 -0.189 -0.220 0.010 0.003 0.002 -0.001 4005 JT Equity SUMITOMO CHEMICAL CO LTD Materials 358.00 2.51% 26.09.2014 55.37 42.37 42.26 41.70 0.159 -0.002 0.003 0.113 -0.004 0.000 0.000 0.000 6806 JT Equity HIROSE ELECTRIC CO LTD Information Technology 14100.00 1.13% 26.09.2014 31.47 31.20 31.12 31.04 0.002 0.003 0.003 0.005 0.000 0.000 0.000 0.000 6869 JT Equity SYSMEX CORP Health Care 6810.00 0.62% 26.09.2014 6753 JT Equity SHARP CORP Consumer Discretionary 463.00 27.03.2015 92.19 70.70 70.50 70.25 0.509 0.005 0.004 0.008 -0.020 0.000 0.000 0.000 8333 JT Equity JOYO BANK LTD/THE Financials 629.00 1.43% 26.09.2014 8303 JT Equity SHINSEI BANK LTD Financials 274.00 0.36% 27.03.2015 9008 JT Equity KEIO CORP Industrials 837.00 0.90% 26.09.2014 8815 JT Equity TOKYU LAND CORP Financials 1083.00 0.65% 26.09.2014 9613 JT Equity NTT DATA CORP Information Technology 382000.00 1.57% 26.09.2014 52.32 29.44 29.76 30.08 0.791 -0.074 -0.035 0.004 -0.028 0.001 0.001 0.000 7272 JT Equity YAMAHA MOTOR CO LTD Consumer Discretionary 1531.00 1.11% 26.06.2014 8253 JT Equity CREDIT SAISON CO LTD Financials 2679.00 1.12% 27.03.2015 44.44 45.73 47.78 50.07 -0.115 -0.111 -0.057 0.005 0.003 0.001 0.000 0.000 7262 JT Equity DAIHATSU MOTOR CO LTD Consumer Discretionary 2171.00 2.76% 26.09.2013 6471 JT Equity NSK LTD Industrials 1014.00 1.18% 26.09.2014 45.71 45.33 45.20 45.12 0.002 0.002 0.003 0.005 0.000 0.000 0.000 0.000 4185 JT Equity JSR CORP Materials 2329.00 1.63% 26.09.2014 6762 JT Equity TDK CORP Information Technology 3965.00 1.77% 26.09.2014 39.05 38.13 37.62 37.99 0.131 -0.067 -0.068 -0.022 -0.005 0.002 0.002 0.001 4676 JT Equity FUJI MEDIA HOLDINGS INC Consumer Discretionary 232000.00 1.90% 26.09.2014 56.27 45.39 45.30 45.30 -0.094 0.003 0.004 0.005 -0.017 0.000 0.000 0.000 1801 JT Equity TAISEI CORP Industrials 379.00 1.32% 26.09.2014 48.58 35.31 35.22 35.08 0.268 0.002 0.002 0.004 -0.010 0.000 0.000 0.000 6963 JT Equity ROHM CO LTD Information Technology 4010.00 1.00% 26.09.2014 47.35 42.73 42.39 41.91 -0.001 -0.092 -0.080 -0.059 0.006 -0.001 -0.001 0.000 7911 JT Equity TOPPAN PRINTING CO LTD Industrials 746.00 2.41% 26.09.2014 25.46 25.27 25.23 25.26 -0.093 0.005 0.004 0.005 0.005 0.000 0.000 0.000 8473 JT Equity SBI HOLDINGS INC Financials 1668.00 0.60% 27.03.2014 103.26 77.94 59.56 41.65 0.956 0.466 0.125 -0.225 -0.127 -0.074 -0.036 0.002 9101 JT Equity NIPPON YUSEN Industrials 263.00 1.52% 26.09.2014 28.77 39.39 39.26 39.17 -0.287 -0.004 0.002 0.006 0.015 0.000 0.000 0.000 7205 JT Equity HINO MOTORS LTD Industrials 1666.00 1.80% 26.09.2014 5711 JT Equity MITSUBISHI MATERIALS CORP Materials 335.00 1.79% 26.09.2014 65.94 39.36 39.48 39.74 0.638 -0.197 -0.200 -0.209 -0.017 0.001 -0.001 -0.002 9504 JT Equity CHUGOKU ELECTRIC POWER CO Utilities 1480.00 3.38% 26.09.2013 38.34 31.10 29.73 28.57 -0.082 0.120 0.213 0.308 -0.012 -0.013 -0.011 -0.009 5333 JT Equity NGK INSULATORS LTD Industrials 1497.00 1.34% 26.09.2014 35.88 34.41 33.83 33.19 -0.014 -0.008 -0.007 -0.009 0.001 0.001 0.001 0.000 1802 JT Equity OBAYASHI CORP Industrials 601.00 1.33% 26.09.2014 42.80 37.26 37.12 37.02 0.186 0.002 0.004 0.006 -0.009 0.000 0.000 0.000 9513 JT Equity ELECTRIC POWER DEVELOPMENT C Utilities 3235.00 2.16% 26.09.2014 9831 JT Equity YAMADA DENKI CO LTD Consumer Discretionary 4410.00 1.36% 27.03.2015 47.58 45.32 45.20 44.99 0.351 0.004 0.004 0.006 -0.011 0.000 0.000 0.000 4902 JT Equity KONICA MINOLTA INC Information Technology 751.00 2.00% 26.09.2014 46.82 45.05 42.27 39.57 0.029 0.022 0.039 0.031 -0.008 -0.006 -0.005 -0.001 9104 JT Equity MITSUI OSK LINES LTD Industrials 404.00 26.09.2014 44.04 47.38 47.23 47.52 -0.548 0.003 0.003 -0.037 -0.011 0.000 0.000 0.000 8354 JT Equity FUKUOKA FINANCIAL GROUP INC Financials 491.00 2.04% 26.09.2014 9062 JT Equity NIPPON EXPRESS CO LTD Industrials 495.00 2.02% 26.09.2014 31.63 30.30 30.26 30.24 -0.050 0.002 0.002 0.005 -0.010 0.000 0.000 0.000 4581 JT Equity TAISHO PHARMACEUTICAL HOLDIN Health Care 7770.00 1.42% 26.09.2014 8369 JT Equity BANK OF KYOTO LTD/THE Financials 1095.00 0.91% 26.09.2014 5406 JT Equity KOBE STEEL LTD Materials 133.00 27.03.2014 48.07 46.08 40.31 34.25 -0.122 0.023 0.295 0.565 0.001 0.000 0.002 0.005 4530 JT Equity HISAMITSU PHARMACEUTICAL CO Health Care 5900.00 1.19% 27.08.2014 2897 JT Equity NISSIN FOODS HOLDINGS CO LTD Consumer Staples 4330.00 1.73% 26.09.2014 8358 JT Equity SURUGA BANK LTD Financials 1937.00 0.77% 26.09.2014 3086 JT Equity J FRONT RETAILING CO LTD Consumer Discretionary 791.00 1.26% 27.08.2014 7832 JT Equity NAMCO BANDAI HOLDINGS INC Consumer Discretionary 1769.00 1.36% 26.09.2014 3861 JT Equity OJI HOLDINGS CORP Materials 392.00 2.55% 26.09.2014 37.74 35.29 35.25 35.29 0.039 0.004 0.005 0.004 0.003 0.000 0.000 0.000 2801 JT Equity KIKKOMAN CORP Consumer Staples 1975.00 0.91% 27.03.2015 6481 JT Equity THK CO LTD Industrials 2663.00 0.83% 26.09.2014 2875 JT Equity TOYO SUISAN KAISHA LTD Consumer Staples 3410.00 1.47% 26.09.2014 9507 JT Equity SHIKOKU ELECTRIC POWER CO Utilities 1950.00 2.56% 26.09.2013 5334 JT Equity NGK SPARK PLUG CO LTD Consumer Discretionary 1942.00 1.13% 26.09.2014 5332 JT Equity TOTO LTD Industrials 1077.00 1.49% 26.09.2014 9404 JT Equity NIPPON TELEVISION HOLDINGS Consumer Discretionary 1876.00 1.55% 26.09.2014 37.26 35.32 35.26 35.51 0.193 0.002 0.004 0.030 0.011 0.000 0.000 0.000 4613 JT Equity KANSAI PAINT CO LTD Materials 1422.00 0.98% 26.09.2014 5233 JT Equity TAIHEIYO CEMENT CORP Materials 291.00 1.37% 26.09.2014 6448 JT Equity BROTHER INDUSTRIES LTD Information Technology 1295.00 1.85% 26.09.2014 9843 JT Equity NITORI HOLDINGS CO LTD Consumer Discretionary 8560.00 1.17% 18.08.2014 1812 JT Equity KAJIMA CORP Industrials 339.00 1.47% 26.09.2014 48.68 41.36 41.29 41.32 0.020 -0.001 0.003 0.007 -0.023 0.000 0.000 0.000 4307 JT Equity NOMURA RESEARCH INSTITUTE LT Information Technology 2986.00 1.74% 26.09.2014 37.14 35.36 33.96 32.76 -0.099 -0.101 -0.081 -0.053 -0.003 -0.001 -0.001 -0.001 4536 JT Equity SANTEN PHARMACEUTICAL CO LTD Health Care 4640.00 2.16% 26.09.2014 7936 JT Equity ASICS CORP Consumer Discretionary 1777.00 0.79% 27.03.2015 6923 JT Equity STANLEY ELECTRIC CO LTD Consumer Discretionary 2109.00 1.42% 26.09.2014 8804 JT Equity TOKYO TATEMONO CO LTD Financials 858.00 0.47% 26.12.2014 8377 JT Equity HOKUHOKU FINANCIAL GROUP INC Financials 239.00 1.57% 27.03.2015 2269 JT Equity MEIJI HOLDINGS CO LTD Consumer Staples 4825.00 1.66% 26.09.2014 5012 JT Equity TONENGENERAL SEKIYU KK Energy 1012.00 3.75% 26.06.2014 24.33 24.04 24.00 23.90 -0.088 0.007 0.006 0.006 0.006 0.000 0.000 0.000 9533 JT Equity TOHO GAS CO LTD Utilities 625.00 1.44% 26.09.2014 4151 JT Equity KYOWA HAKKO KIRIN CO LTD Health Care 1252.00 2.00% 26.06.2014 7532 JT Equity DON QUIJOTE CO LTD Consumer Discretionary 5340.00 0.58% 26.12.2013 6506 JT Equity YASKAWA ELECTRIC CORP Information Technology 1402.00 0.86% 17.09.2014 9602 JT Equity TOHO CO LTD Consumer Discretionary 2181.00 0.46% 27.08.2014 8729 JT Equity SONY FINANCIAL HOLDINGS INC Financials 1620.00 1.54% 27.03.2014 4732 JT Equity USS CO LTD Consumer Discretionary 13100.00 2.44% 26.09.2014 6965 JT Equity HAMAMATSU PHOTONICS KK Information Technology 3915.00 1.10% 27.03.2014 5110 JT Equity SUMITOMO RUBBER INDUSTRIES Consumer Discretionary 1860.00 1.61% 26.06.2014 8379 JT Equity HIROSHIMA BANK LTD/THE Financials 518.00 1.16% 26.09.2014 9505 JT Equity HOKURIKU ELECTRIC POWER CO Utilities 1537.00 3.25% 26.09.2013 9009 JT Equity KEISEI ELECTRIC RAILWAY CO Industrials 1004.00 0.60% 26.09.2014 7459 JT Equity MEDIPAL HOLDINGS CORP Health Care 1518.00 1.45% 26.09.2014 5101 JT Equity YOKOHAMA RUBBER CO LTD Consumer Discretionary 1269.00 1.73% 26.06.2014 2784 JT Equity ALFRESA HOLDINGS CORP Health Care 5790.00 1.69% 26.09.2014 8252 JT Equity MARUI GROUP CO LTD Consumer Discretionary 1149.00 1.57% 26.09.2014 37.24 40.31 40.23 40.20 0.219 0.003 0.004 0.004 0.023 0.000 0.000 0.000 8227 JT Equity SHIMAMURA CO LTD Consumer Discretionary 12750.00 1.18% 18.08.2014 8233 JT Equity TAKASHIMAYA CO LTD Consumer Discretionary 1092.00 0.92% 27.08.2014 6305 JT Equity HITACHI CONSTRUCTION MACHINE Industrials 2645.00 1.89% 26.09.2014 43.78 49.40 54.34 59.11 0.371 0.278 0.106 -0.070 0.006 -0.001 -0.002 -0.002 8028 JT Equity FAMILYMART CO LTD Consumer Staples 4640.00 2.20% 27.08.2014 25.34 25.07 24.87 24.88 -0.015 0.003 0.003 0.003 0.001 0.000 0.000 0.000 9987 JT Equity SUZUKEN CO LTD Health Care 3700.00 1.35% 26.09.2014 8334 JT Equity GUNMA BANK LTD/THE Financials 634.00 1.50% 26.09.2014 5947 JT Equity RINNAI CORP Consumer Discretionary 8280.00 0.77% 26.09.2014 2282 JT Equity NIPPON MEAT PACKERS INC Consumer Staples 1618.00 1.61% 27.03.2015 6417 JT Equity SANKYO CO LTD Consumer Discretionary 4525.00 3.31% 26.09.2014 1803 JT Equity SHIMIZU CORP Industrials 400.00 1.75% 26.09.2014 31.39 31.15 31.10 31.03 -0.023 -0.001 0.003 0.008 0.001 0.000 0.000 0.000 2002 JT Equity NISSHIN SEIFUN GROUP INC Consumer Staples 1347.00 1.48% 26.09.2014 23.22 23.60 24.05 24.55 -0.122 -0.043 -0.020 0.005 0.005 0.003 0.001 0.000 4088 JT Equity AIR WATER INC Materials 1579.00 1.52% 26.09.2014 4506 JT Equity DAINIPPON SUMITOMO PHARMA CO Health Care 1837.00 0.98% 26.09.2014 8905 JT Equity AEON MALL CO LTD Financials 3020.00 0.73% 27.08.2014 4544 JT Equity MIRACA HOLDINGS INC Health Care 4955.00 1.74% 26.09.2014 4182 JT Equity MITSUBISHI GAS CHEMICAL CO Materials 805.00 1.49% 26.09.2014 8136 JT Equity SANRIO CO LTD Consumer Discretionary 5320.00 1.13% 26.09.2014 4704 JT Equity TREND MICRO INC Information Technology 3370.00 2.23% 26.12.2013 65.46 55.18 45.95 36.28 0.840 0.522 0.248 -0.020 -0.023 -0.014 -0.007 0.001 6370 JT Equity KURITA WATER INDUSTRIES LTD Industrials 2248.00 1.96% 26.09.2014 6113 JT Equity AMADA CO LTD Industrials 807.00 1.73% 26.09.2014 8382 JT Equity CHUGOKU BANK LTD/THE Financials 1752.00 0.80% 26.09.2014 3003 JT Equity HULIC CO LTD Financials 1004.00 0.50% 26.06.2014 6268 JT Equity NABTESCO CORP Industrials 2460.00 1.54% 26.09.2014 9509 JT Equity HOKKAIDO ELECTRIC POWER CO Utilities 1347.00 27.03.2014 6473 JT Equity JTEKT CORP Industrials 1179.00 1.36% 26.09.2014 8359 JT Equity HACHIJUNI BANK LTD/THE Financials 687.00 1.16% 26.09.2014 9301 JT Equity MITSUBISHI LOGISTICS CORP Industrials 1751.00 0.69% 26.09.2014 31.54 31.27 31.20 31.13 -0.007 0.003 0.003 0.005 0.000 0.000 0.000 0.000 4508 JT Equity MITSUBISHI TANABE PHARMA Health Care 1419.00 2.82% 26.09.2014 8410 JT Equity SEVEN BANK LTD Financials 371.00 1.89% 26.09.2014 9783 JT Equity BENESSE HOLDINGS INC Consumer Discretionary 3860.00 2.46% 26.09.2014 8593 JT Equity MITSUBISHI UFJ LEASE & FINAN Financials 487.00 1.38% 26.09.2014 6302 JT Equity SUMITOMO HEAVY INDUSTRIES Industrials 424.00 1.42% 26.09.2014 53.21 38.34 37.21 36.28 -0.108 -0.045 -0.044 -0.036 -0.018 -0.003 -0.001 0.001 3231 JT Equity NOMURA REAL ESTATE HOLDINGS Financials 2538.00 1.18% 26.09.2014 2433 JT Equity HAKUHODO DY HOLDINGS INC Consumer Discretionary 8180.00 1.10% 26.09.2014 5901 JT Equity TOYO SEIKAN GROUP HOLDINGS L Materials 1577.00 0.89% 26.09.2014 39.37 39.14 39.52 39.92 -0.040 -0.038 -0.004 0.031 0.002 0.002 0.001 0.000 Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct At The Money Implied Volatilities by Terms TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 3.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM2 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 6361 JT Equity EBARA CORP Industrials 543.00 0.92% 26.09.2014 6504 JT Equity FUJI ELECTRIC CO LTD Industrials 387.00 1.29% 26.09.2013 8304 JT Equity AOZORA BANK LTD Financials 325.00 4.31% 27.03.2014 6857 JT Equity ADVANTEST CORP Information Technology 1699.00 1.18% 26.09.2014 53.42 47.63 47.52 47.35 0.285 -0.052 -0.023 -0.012 -0.010 0.002 0.001 0.000 2432 JT Equity DENA CO LTD Information Technology 2211.00 2.26% 27.03.2014 50.68 50.27 50.13 49.91 0.002 0.003 0.004 0.005 0.000 0.000 0.000 0.000 9766 JT Equity KONAMI CORP Information Technology 2554.00 1.33% 26.09.2014 58.66 32.30 32.24 32.22 0.710 0.004 0.004 0.005 -0.020 0.000 0.000 0.000 8385 JT Equity IYO BANK LTD/THE Financials 1073.00 0.93% 26.09.2014 4612 JT Equity NIPPON PAINT CO LTD Materials 1239.00 1.13% 26.09.2014 8327 JT Equity NISHI-NIPPON CITY BANK LTD Financials 321.00 1.56% 26.09.2014 6841 JT Equity YOKOGAWA ELECTRIC CORP Information Technology 1109.00 1.08% 26.09.2014 4202 JT Equity DAICEL CORP Materials 889.00 1.35% 26.09.2014 4062 JT Equity IBIDEN CO LTD Information Technology 1816.00 1.65% 26.09.2013 46.94 45.35 45.25 45.25 0.386 0.003 0.004 0.004 -0.014 0.000 0.000 0.000 9962 JT Equity MISUMI GROUP INC Industrials 2999.00 0.95% 26.09.2014 4183 JT Equity MITSUI CHEMICALS INC Materials 244.00 2.46% 26.09.2014 43.80 43.40 43.28 43.26 -0.011 0.008 0.005 0.003 0.000 0.000 0.000 0.000 5214 JT Equity NIPPON ELECTRIC GLASS CO LTD Information Technology 583.00 2.74% 26.09.2014 56.88 49.32 49.20 49.80 0.011 -0.065 -0.049 -0.045 -0.014 -0.002 -0.002 -0.001 8418 JT Equity YAMAGUCHI FINANCIAL GROUP IN Financials 1092.00 1.10% 26.09.2014 4091 JT Equity TAIYO NIPPON SANSO CORP Materials 777.00 1.54% 26.09.2014 2768 JT Equity SOJITZ CORP Industrials 171.00 2.34% 26.09.2014 37.97 39.71 38.93 37.65 0.517 0.462 0.411 0.324 0.005 -0.011 -0.009 -0.006 7276 JT Equity KOITO MANUFACTURING CO LTD Consumer Discretionary 2109.00 0.95% 26.09.2013 9048 JT Equity NAGOYA RAILROAD CO LTD Industrials 301.00 1.33% 27.03.2015 5471 JT Equity DAIDO STEEL CO LTD Materials 638.00 0.78% 26.09.2014 4042 JT Equity TOSOH CORP Materials 368.00 1.63% 26.09.2014 4004 JT Equity SHOWA DENKO K K Materials 158.00 1.90% 26.12.2014 4208 JT Equity UBE INDUSTRIES LTD Materials 205.00 2.44% 27.03.2015 1911 JT Equity SUMITOMO FORESTRY CO LTD Consumer Discretionary 1332.00 1.43% 26.09.2014 6727 JT Equity WACOM CO LTD Information Technology 559000.00 1.25% 27.03.2015 8616 JT Equity TOKAI TOKYO FINANCIAL HOLDIN Financials 904.00 2.65% 26.09.2013 4205 JT Equity ZEON CORP Materials 1134.00 1.15% 26.09.2014 8570 JT Equity AEON FINANCIAL SERVICE CO LT Financials 2842.00 1.58% 26.09.2013 7701 JT Equity SHIMADZU CORP Information Technology 852.00 1.06% 26.09.2014 2229 JT Equity CALBEE INC Consumer Staples 9920.00 0.73% 27.03.2015 5631 JT Equity JAPAN STEEL WORKS LTD Industrials 627.00 0.80% 26.09.2014 94.69 47.39 38.81 30.57 1.330 0.640 0.444 0.253 -0.057 -0.002 -0.003 -0.004 5019 JT Equity IDEMITSU KOSAN CO LTD Energy 8140.00 2.46% 26.09.2014 2531 JT Equity TAKARA HOLDINGS INC Consumer Staples 1150.00 0.78% 27.03.2015 117.91 89.20 66.63 44.57 1.283 0.784 1.153 1.532 -0.074 -0.017 -0.014 -0.012 2212 JT Equity YAMAZAKI BAKING CO LTD Consumer Staples 1231.00 1.30% 26.12.2014 4666 JT Equity PARK24 CO LTD Industrials 1948.00 1.80% 29.10.2014 3659 JT Equity NEXON CO LTD Information Technology 1230.00 0.81% 26.06.2014 9364 JT Equity KAMIGUMI CO LTD Industrials 893.00 1.12% 26.09.2014 3401 JT Equity TEIJIN LTD Materials 248.00 1.61% 26.09.2014 5991 JT Equity NHK SPRING CO LTD Consumer Discretionary 1297.00 1.16% 26.09.2013 9107 JT Equity KAWASAKI KISEN KAISHA LTD Industrials 224.00 1.56% 27.03.2015 44.86 54.26 58.00 62.12 -0.097 -0.120 -0.119 -0.105 0.027 0.014 0.008 0.002 4272 JT Equity NIPPON KAYAKU CO LTD Materials 1330.00 1.50% 26.09.2014 4021 JT Equity NISSAN CHEMICAL INDUSTRIES Materials 1366.00 1.90% 26.09.2014 8609 JT Equity OKASAN SECURITIES GROUP INC Financials 1164.00 1.29% 27.03.2014 1808 JT Equity HASEKO CORP Consumer Discretionary 137.00 105.69 69.66 57.61 45.38 0.086 0.482 0.419 0.358 -0.075 -0.024 -0.013 -0.001 5463 JT Equity MARUICHI STEEL TUBE LTD Materials 2722.00 2.28% 26.09.2014 9045 JT Equity KEIHAN ELECTRIC RAILWAY CO Industrials 423.00 1.18% 26.09.2014 5714 JT Equity DOWA HOLDINGS CO LTD Materials 807.00 1.49% 27.03.2015 6724 JT Equity SEIKO EPSON CORP Information Technology 1359.00 1.91% 26.09.2014 6952 JT Equity CASIO COMPUTER CO LTD Consumer Discretionary 971.00 2.06% 26.09.2014 36.31 34.31 34.46 34.49 -0.108 -0.054 -0.055 -0.060 -0.001 0.000 0.000 0.000 8515 JT Equity AIFUL CORP Financials 1123.00 8933 JT Equity NTT URBAN DEVELOPMENT CORP Financials 149500.00 1.07% 26.09.2014 6976 JT Equity TAIYO YUDEN CO LTD Information Technology 1869.00 0.54% 26.09.2014 57.33 55.48 56.66 57.79 -0.063 -0.041 -0.011 0.003 0.003 0.002 0.001 0.000 4631 JT Equity DIC CORP Materials 244.00 2.46% 26.06.2014 39.81 39.30 39.26 39.33 -0.027 0.004 0.002 0.001 0.002 0.000 0.000 0.000 4684 JT Equity OBIC CO LTD Information Technology 26390.00 1.89% 26.09.2014 4540 JT Equity TSUMURA & CO Health Care 3140.00 2.04% 26.09.2014 4716 JT Equity ORACLE CORP JAPAN Information Technology 4540.00 1.92% 28.05.2014 30.57 30.29 30.22 30.13 0.007 0.006 0.006 0.009 0.000 0.000 0.000 0.000 4768 JT Equity OTSUKA CORP Information Technology 10100.00 2.03% 26.12.2014 2809 JT Equity KEWPIE CORP Consumer Staples 1564.00 1.41% 28.05.2014 7453 JT Equity RYOHIN KEIKAKU CO LTD Consumer Discretionary 8490.00 1.83% 27.08.2014 6674 JT Equity GS YUASA CORP Industrials 461.00 1.74% 27.03.2015 34.57 34.27 34.19 34.08 0.006 -0.002 0.001 0.006 0.000 0.000 0.000 0.000 3391 JT Equity TSURUHA HOLDINGS INC Consumer Staples 9090.00 1.21% 13.11.2013 4967 JT Equity KOBAYASHI PHARMACEUTICAL CO Consumer Staples 5540.00 1.48% 26.09.2014 4118 JT Equity KANEKA CORP Materials 670.00 2.39% 26.09.2014 7951 JT Equity YAMAHA CORP Consumer Discretionary 1188.00 1.26% 26.09.2014 8341 JT Equity 77 BANK LTD/THE Financials 562.00 1.25% 26.09.2014 4555 JT Equity SAWAI PHARMACEUTICAL CO LTD Health Care 12610.00 1.43% 26.09.2014 8572 JT Equity ACOM CO LTD Financials 4330.00 8219 JT Equity AOYAMA TRADING CO LTD Consumer Discretionary 3115.00 2.25% 26.09.2014 4061 JT Equity DENKI KAGAKU KOGYO K K Materials 398.00 2.51% 26.09.2014 5486 JT Equity HITACHI METALS LTD Materials 1122.00 1.25% 26.09.2014 6366 JT Equity CHIYODA CORP Industrials 1029.00 1.85% 27.03.2015 7240 JT Equity NOK CORP Consumer Discretionary 1716.00 1.17% 26.09.2014 9989 JT Equity SUNDRUG CO LTD Consumer Staples 4420.00 1.18% 26.09.2014 6849 JT Equity NIHON KOHDEN CORP Health Care 4165.00 1.44% 26.09.2014 6457 JT Equity GLORY LTD Industrials 2769.00 1.59% 26.09.2014 5801 JT Equity FURUKAWA ELECTRIC CO LTD Industrials 250.00 1.20% 27.03.2015 42.91 47.31 47.29 47.12 -0.210 0.001 0.004 0.006 -0.007 0.000 0.000 0.000 9044 JT Equity NANKAI ELECTRIC RAILWAY CO Industrials 394.00 1.27% 27.03.2015 4114 JT Equity NIPPON SHOKUBAI CO LTD Materials 1071.00 1.49% 26.09.2014 3863 JT Equity NIPPON PAPER INDUSTRIES CO L Materials 1601.00 2.50% 40.66 40.27 40.16 40.05 0.003 0.003 0.004 0.007 0.000 0.000 0.000 0.000 6146 JT Equity DISCO CORP Information Technology 6880.00 1.02% 26.09.2014 8282 JT Equity K'S HOLDINGS CORP Consumer Discretionary 3230.00 1.86% 26.09.2014 6925 JT Equity USHIO INC Industrials 1308.00 1.68% 27.03.2015 2501 JT Equity SAPPORO HOLDINGS LTD Consumer Staples 432.00 1.62% 26.12.2014 3436 JT Equity SUMCO CORP Information Technology 1237.00 0.16% 29.01.2014 43.67 51.84 50.92 50.19 0.275 0.168 0.163 0.158 0.007 -0.002 -0.002 -0.002 6465 JT Equity HOSHIZAKI ELECTRIC CO LTD Industrials 3590.00 0.84% 26.12.2014 7762 JT Equity CITIZEN HOLDINGS CO LTD Information Technology 689.00 1.45% 26.09.2014 7282 JT Equity TOYODA GOSEI CO LTD Consumer Discretionary 2747.00 1.89% 26.09.2014 6754 JT Equity ANRITSU CORP Information Technology 1446.00 1.38% 26.09.2014 6592 JT Equity MABUCHI MOTOR CO LTD Industrials 5480.00 1.09% 26.06.2014 25.45 25.29 25.23 25.14 -0.002 0.002 0.003 0.004 0.000 0.000 0.000 0.000 8036 JT Equity HITACHI HIGH-TECHNOLOGIES CO Information Technology 2583.00 0.77% 26.09.2014 5002 JT Equity SHOWA SHELL SEKIYU KK Energy 823.00 2.19% 26.06.2014 8012 JT Equity NAGASE & CO LTD Industrials 1373.00 2.04% 26.09.2014 6856 JT Equity HORIBA LTD Information Technology 3870.00 1.16% 26.06.2014 4912 JT Equity LION CORP Consumer Staples 633.00 1.58% 26.06.2014 2371 JT Equity KAKAKU.COM INC Information Technology 2682.00 0.75% 27.03.2014 5444 JT Equity YAMATO KOGYO CO LTD Materials 3515.00 0.85% 26.09.2014 3101 JT Equity TOYOBO CO LTD Materials 172.00 2.03% 27.03.2015 1721 JT Equity COMSYS HOLDINGS CORP Industrials 1394.00 1.43% 26.09.2014 4217 JT Equity HITACHI CHEMICAL CO LTD Materials 1674.00 2.15% 26.09.2014 9401 JT Equity TOKYO BROADCASTING SYSTEM Consumer Discretionary 1398.00 1.14% 26.09.2014 6136 JT Equity OSG CORP Industrials 1722.00 1.34% 28.05.2014 2579 JT Equity COCA-COLA WEST CO LTD Consumer Staples 1945.00 2.11% 26.06.2014 8628 JT Equity MATSUI SECURITIES CO LTD Financials 1238.00 1.62% 27.03.2014 8585 JT Equity ORIENT CORP Financials 364.00 6141 JT Equity MORI SEIKI CO LTD Industrials 1310.00 1.53% 26.09.2014 2593 JT Equity ITO EN LTD Consumer Staples 2362.00 1.61% 29.10.2013 2811 JT Equity KAGOME CO LTD Consumer Staples 1788.00 1.23% 27.03.2015 7313 JT Equity TS TECH CO LTD Consumer Discretionary 3400.00 1.18% 26.09.2014 4521 JT Equity KAKEN PHARMACEUTICAL CO LTD Health Care 1735.00 2.77% 26.09.2014 6703 JT Equity OKI ELECTRIC INDUSTRY CO LTD Information Technology 196.00 84.78 84.05 73.89 63.99 0.315 0.303 0.240 0.182 -0.045 -0.045 -0.026 -0.006 4569 JT Equity KYORIN HOLDINGS INC Health Care 2537.00 2.05% 26.09.2014 7003 JT Equity MITSUI ENGINEER & SHIPBUILD Industrials 183.00 1.09% 27.03.2015 6472 JT Equity NTN CORP Industrials 328.00 0.61% 26.09.2013 2810 JT Equity HOUSE FOODS CORP Consumer Staples 1782.00 1.68% 26.09.2014 8439 JT Equity CENTURY TOKYO LEASING CORP Financials 2973.00 1.75% 26.09.2014 8415 JT Equity KIYO HOLDINGS INC Financials 175.00 17.14% 27.03.2015 8273 JT Equity IZUMI CO LTD Consumer Discretionary 2806.00 1.43% 27.08.2014 1662 JT Equity JAPAN PETROLEUM EXPLORATION Energy 4270.00 1.17% 26.09.2014 8129 JT Equity TOHO HOLDINGS CO LTD Health Care 2153.00 0.74% 26.09.2014 2331 JT Equity SOHGO SECURITY SERVICES CO Industrials 1772.00 1.41% 26.09.2014 3591 JT Equity WACOAL HOLDINGS CORP Consumer Discretionary 1074.00 2.61% 27.03.2015 5706 JT Equity MITSUI MINING & SMELTING CO Materials 250.00 1.20% 27.03.2015 35.61 35.34 35.23 34.97 0.005 0.005 0.005 0.005 0.000 0.000 0.000 0.000 2871 JT Equity NICHIREI CORP Consumer Staples 556.00 1.80% 26.09.2014 Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct At The Money Implied Volatilities by Terms TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 4.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM2 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 8086 JT Equity NIPRO CORP Health Care 1247.00 2.04% 26.09.2014 9076 JT Equity SEINO HOLDINGS CO LTD Industrials 843.00 1.30% 27.03.2015 8016 JT Equity ONWARD HOLDINGS CO LTD Consumer Discretionary 929.00 2.58% 25.02.2015 8270 JT Equity UNY GROUP HOLDINGS CO LTD Consumer Staples 686.00 3.50% 18.08.2014 6845 JT Equity AZBIL CORP Information Technology 2311.00 2.73% 26.09.2014 9601 JT Equity SHOCHIKU CO LTD Consumer Discretionary 987.00 0.30% 25.02.2015 8242 JT Equity H2O RETAILING CORP Consumer Discretionary 988.00 1.27% 26.09.2014 5007 JT Equity COSMO OIL COMPANY LTD Energy 219.00 3.65% 27.03.2014 7004 JT Equity HITACHI ZOSEN CORP Industrials 160.00 1.25% 27.03.2015 5803 JT Equity FUJIKURA LTD Industrials 376.00 1.60% 26.09.2014 41.72 41.30 41.17 41.13 0.004 0.003 0.005 0.006 0.000 0.000 0.000 0.000 6395 JT Equity TADANO LTD Industrials 1296.00 1.23% 26.09.2014 4527 JT Equity ROHTO PHARMACEUTICAL CO LTD Health Care 1421.00 1.27% 26.09.2014 8184 JT Equity SHIMACHU CO LTD Consumer Discretionary 2761.00 1.99% 26.02.2014 8336 JT Equity MUSASHINO BANK LTD/THE Financials 3915.00 1.79% 26.09.2014 7956 JT Equity PIGEON CORP Consumer Staples 8140.00 1.50% 29.07.2014 4206 JT Equity AICA KOGYO CO LTD Industrials 2091.00 1.82% 26.09.2014 8366 JT Equity SHIGA BANK LTD/THE Financials 659.00 0.91% 26.09.2014 7649 JT Equity SUGI HOLDINGS CO LTD Consumer Staples 3855.00 0.83% 27.08.2014 4321 JT Equity KENEDIX INC Financials 60700.00 5929 JT Equity SANWA HOLDINGS CORP Industrials 627.00 1.91% 26.09.2014 9003 JT Equity SOTETSU HOLDINGS INC Industrials 376.00 1.33% 26.09.2014 8595 JT Equity JAFCO CO LTD Financials 4455.00 0.56% 27.03.2014 9832 JT Equity AUTOBACS SEVEN CO LTD Consumer Discretionary 1634.00 3.30% 26.09.2014 5202 JT Equity NIPPON SHEET GLASS CO LTD Industrials 125.00 1.60% 26.09.2013 50.80 56.49 56.39 56.22 0.517 0.001 -0.001 0.002 0.025 0.000 0.000 0.000 6103 JT Equity OKUMA CORP Industrials 870.00 1.15% 26.09.2014 7860 JT Equity AVEX GROUP HOLDINGS INC Consumer Discretionary 3145.00 1.59% 26.09.2014 2413 JT Equity M3 INC Health Care 236200.00 0.47% 27.03.2014 7735 JT Equity DAINIPPON SCREEN MFG CO LTD Information Technology 567.00 0.53% 27.03.2015 3349 JT Equity COSMOS PHARMACEUTICAL CORP Consumer Staples 11620.00 0.52% 27.11.2013 3116 JT Equity TOYOTA BOSHOKU CORP Consumer Discretionary 1638.00 1.10% 26.09.2014 5232 JT Equity SUMITOMO OSAKA CEMENT CO LTD Materials 307.00 1.63% 26.09.2014 8394 JT Equity HIGO BANK LTD/THE Financials 702.00 1.28% 26.09.2014 3360 JT Equity SHIP HEALTHCARE HOLDINGS INC Health Care 4025.00 0.87% 27.03.2015 4681 JT Equity RESORTTRUST INC Consumer Discretionary 3200.00 1.88% 26.09.2014 8356 JT Equity JUROKU BANK LTD/THE Financials 456.00 1.54% 26.09.2014 4665 JT Equity DUSKIN CO LTD Industrials 1990.00 2.01% 26.09.2014 4045 JT Equity TOAGOSEI CO LTD Materials 446.00 2.24% 26.06.2014 7988 JT Equity NIFCO INC Consumer Discretionary 2333.00 2.01% 26.09.2014 9719 JT Equity SCSK CORP Information Technology 2322.00 1.72% 26.09.2014 1944 JT Equity KINDEN CORP Industrials 730.00 1.64% 26.09.2014 35.07 26.10 26.09 26.32 -0.175 -0.015 0.006 0.025 -0.006 -0.004 -0.004 -0.004 9435 JT Equity HIKARI TSUSHIN INC Consumer Discretionary 5440.00 1.69% 26.06.2013 6770 JT Equity ALPS ELECTRIC CO LTD Information Technology 729.00 0.69% 27.03.2014 55.68 50.45 50.34 50.15 0.176 0.003 0.004 0.007 -0.016 0.000 0.000 0.000 9409 JT Equity TV ASAHI CORP Consumer Discretionary 2132.00 0.94% 26.09.2014 4534 JT Equity MOCHIDA PHARMACEUTICAL CO Health Care 1373.00 1.97% 26.09.2014 9031 JT Equity NISHI-NIPPON RAILROAD CO LTD Industrials 403.00 1.49% 26.09.2014 8840 JT Equity DAIKYO INC Financials 341.00 0.88% 27.03.2015 8544 JT Equity KEIYO BANK LTD/THE Financials 638.00 1.57% 26.09.2014 8324 JT Equity DAISHI BANK LTD/THE Financials 411.00 1.70% 26.09.2014 9681 JT Equity TOKYO DOME CORP Consumer Discretionary 668.00 0.75% 28.01.2015 8388 JT Equity AWA BANK LTD/THE Financials 640.00 1.09% 26.09.2014 6376 JT Equity NIKKISO CO LTD Health Care 1460.00 1.10% 26.09.2014 3632 JT Equity GREE INC Information Technology 997.00 3.21% 26.06.2013 50.94 52.65 52.25 51.58 0.002 -0.019 0.042 0.089 0.000 -0.001 -0.002 -0.002 3105 JT Equity NISSHINBO HOLDINGS INC Industrials 761.00 1.97% 26.09.2014 8390 JT Equity KAGOSHIMA BANK LTD/THE Financials 739.00 1.22% 26.09.2014 3626 JT Equity IT HOLDINGS CORP Information Technology 1543.00 1.62% 26.09.2014 4739 JT Equity ITOCHU TECHNO-SOLUTIONS CORP Information Technology 4330.00 2.54% 26.09.2014 29.55 29.30 29.25 29.24 0.001 0.003 0.003 0.005 0.000 0.000 0.000 0.000 5105 JT Equity TOYO TIRE & RUBBER CO LTD Consumer Discretionary 580.00 1.55% 26.12.2014 9706 JT Equity JAPAN AIRPORT TERMINAL CO Industrials 1476.00 0.68% 26.09.2014 2131 JT Equity ACCORDIA GOLF CO LTD Consumer Discretionary 109600.00 5.11% 27.03.2015 6479 JT Equity MINEBEA CO LTD Industrials 367.00 1.91% 26.09.2014 35.97 35.61 35.54 35.52 -0.016 0.005 0.005 0.003 0.001 0.000 0.000 0.000 8524 JT Equity NORTH PACIFIC BANK LTD Financials 336.00 1.49% 27.03.2015 4922 JT Equity KOSE CORP Consumer Staples 2650.00 1.58% 26.09.2014 6995 JT Equity TOKAI RIKA CO LTD Consumer Discretionary 2126.00 1.60% 26.09.2014 8425 JT Equity IBJ LEASING CO LTD Financials 3335.00 1.56% 26.09.2014 4095 JT Equity NIHON PARKERIZING CO LTD Materials 1989.00 1.26% 26.09.2014 8060 JT Equity CANON MARKETING JAPAN INC Consumer Discretionary 1493.00 1.61% 26.06.2014 8698 JT Equity MONEX GROUP INC Financials 43900.00 0.55% 26.09.2013 1951 JT Equity KYOWA EXEO CORP Industrials 1209.00 1.99% 26.09.2014 2670 JT Equity ABC-MART INC Consumer Discretionary 4150.00 1.20% 27.08.2014 6474 JT Equity NACHI-FUJIKOSHI CORP Industrials 522.00 1.15% 26.11.2014 8848 JT Equity LEOPALACE21 CORP Financials 512.00 8361 JT Equity OGAKI KYORITSU BANK LTD/THE Financials 367.00 1.91% 26.09.2014 8130 JT Equity SANGETSU CO LTD Consumer Discretionary 2755.00 2.72% 26.09.2014 4186 JT Equity TOKYO OHKA KOGYO CO LTD Materials 2370.00 2.03% 26.09.2014 8363 JT Equity HOKKOKU BANK LTD/THE Financials 430.00 1.40% 26.09.2014 8381 JT Equity SAN-IN GODO BANK LTD/THE Financials 832.00 1.20% 26.09.2014 3941 JT Equity RENGO CO LTD Materials 565.00 2.12% 26.09.2014 7550 JT Equity ZENSHO HOLDINGS CO LTD Consumer Discretionary 1264.00 1.27% 26.09.2014 8218 JT Equity KOMERI CO LTD Consumer Discretionary 3125.00 1.15% 26.09.2014 9072 JT Equity NIPPON KONPO UNYU SOKO CO Industrials 1550.00 2.58% 26.09.2014 9684 JT Equity SQUARE ENIX HOLDINGS CO LTD Information Technology 1307.00 2.30% 26.09.2014 3092 JT Equity START TODAY CO LTD Consumer Discretionary 1705.00 1.17% 26.09.2014 9065 JT Equity SANKYU INC Industrials 381.00 2.36% 27.03.2015 7242 JT Equity KYB CO LTD Consumer Discretionary 607.00 1.32% 26.09.2014 9747 JT Equity ASATSU-DK INC Consumer Discretionary 2683.00 0.93% 26.06.2014 4927 JT Equity POLA ORBIS HOLDINGS INC Consumer Staples 3695.00 1.49% 26.06.2014 8088 JT Equity IWATANI CORP Industrials 420.00 1.67% 27.03.2015 2206 JT Equity EZAKI GLICO CO LTD Consumer Staples 1132.00 1.33% 26.09.2014 3088 JT Equity MATSUMOTOKIYOSHI HOLDINGS CO Consumer Staples 2747.00 1.46% 26.09.2014 1883 JT Equity MAEDA ROAD CONSTRUCTION CO Industrials 1421.00 1.76% 27.03.2015 8714 JT Equity SENSHU IKEDA HOLDINGS INC Financials 560.00 2.68% 27.03.2015 4401 JT Equity ADEKA CORP Materials 1009.00 2.18% 26.09.2014 8368 JT Equity HYAKUGO BANK LTD/THE Financials 507.00 1.48% 26.09.2014 2607 JT Equity FUJI OIL CO LTD Consumer Staples 1650.00 1.58% 26.09.2014 4403 JT Equity NOF CORP Materials 552.00 1.99% 26.09.2014 4043 JT Equity TOKUYAMA CORPORATION Materials 294.00 2.04% 26.09.2014 8586 JT Equity HITACHI CAPITAL CORP Financials 2302.00 1.82% 26.09.2014 2685 JT Equity POINT INC Consumer Discretionary 4895.00 2.45% 27.08.2014 4634 JT Equity TOYO INK SC HOLDINGS CO LTD Materials 472.00 2.54% 26.09.2014 7606 JT Equity UNITED ARROWS LTD Consumer Discretionary 4195.00 1.45% 26.09.2014 7222 JT Equity NISSAN SHATAI CO LTD Consumer Discretionary 1296.00 0.69% 26.09.2014 7230 JT Equity NISSIN KOGYO CO LTD Consumer Discretionary 2162.00 1.85% 26.09.2014 3774 JT Equity INTERNET INITIATIVE JAPAN Information Technology 3805.00 0.58% 26.09.2014 7729 JT Equity TOKYO SEIMITSU CO LTD Information Technology 2435.00 1.03% 27.03.2014 5949 JT Equity UNIPRES CORP Consumer Discretionary 2477.00 1.01% 26.09.2014 5413 JT Equity NISSHIN STEEL HOLDINGS CO LT Materials 980.00 0.51% 27.03.2014 3050 JT Equity DCM HOLDINGS CO LTD Consumer Discretionary 884.00 2.26% 27.08.2014 8367 JT Equity NANTO BANK LTD/THE Financials 444.00 1.35% 26.09.2014 9956 JT Equity VALOR CO LTD Consumer Staples 2001.00 1.50% 26.09.2014 1334 JT Equity MARUHA NICHIRO HOLDINGS INC Consumer Staples 197.00 1.52% 27.03.2015 9412 JT Equity SKY PERFECT JSAT HOLDINGS Consumer Discretionary 49350.00 2.43% 26.09.2014 8386 JT Equity HYAKUJUSHI BANK LTD/THE Financials 389.00 1.80% 26.09.2014 4547 JT Equity KISSEI PHARMACEUTICAL CO LTD Health Care 2154.00 1.86% 26.09.2014 7966 JT Equity LINTEC CORP Materials 1953.00 2.15% 26.09.2014 7312 JT Equity TAKATA CORP Consumer Discretionary 2295.00 1.31% 27.03.2014 1414 JT Equity SHO-BOND HOLDINGS CO LTD Industrials 4155.00 1.28% 26.12.2013 7984 JT Equity KOKUYO CO LTD Industrials 794.00 1.89% 26.06.2014 6412 JT Equity HEIWA CORP Consumer Discretionary 1900.00 3.16% 26.09.2014 7296 JT Equity FCC CO LTD Consumer Discretionary 2520.00 1.59% 26.09.2014 8522 JT Equity BANK OF NAGOYA LTD/THE Financials 461.00 1.41% 26.09.2014 1833 JT Equity OKUMURA CORP Industrials 414.00 2.17% 27.03.2015 1881 JT Equity NIPPO CORP Industrials 1580.00 0.95% 27.03.2015 4917 JT Equity MANDOM CORP Consumer Staples 3640.00 1.81% 26.09.2014 8803 JT Equity HEIWA REAL ESTATE CO LTD Financials 2188.00 1.01% 26.09.2014 3064 JT Equity MONOTARO CO LTD Industrials 3070.00 0.39% 26.06.2014 9303 JT Equity SUMITOMO WAREHOUSE CO LTD Industrials 609.00 1.81% 26.09.2014 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 5.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM3 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 9449 JT Equity GMO INTERNET INC Information Technology 1224.00 1.14% 27.03.2014 6383 JT Equity DAIFUKU CO LTD Industrials 878.00 1.71% 26.09.2014 3593 JT Equity HOGY MEDICAL CO LTD Health Care 6090.00 1.77% 26.06.2014 9744 JT Equity MEITEC CORP Industrials 2594.00 2.78% 26.09.2014 1860 JT Equity TODA CORP Industrials 301.00 1.66% 27.03.2015 8078 JT Equity HANWA CO LTD Industrials 391.00 3.07% 26.09.2014 6967 JT Equity SHINKO ELECTRIC INDUSTRIES Information Technology 1139.00 1.76% 26.09.2014 5943 JT Equity NORITZ CORP Industrials 1863.00 1.61% 26.06.2014 9603 JT Equity H I S CO LTD Consumer Discretionary 4430.00 0.77% 29.10.2014 3608 JT Equity TSI HOLDINGS CO LTD Consumer Discretionary 698.00 2.51% 25.02.2015 4541 JT Equity NICHI-IKO PHARMACEUTICAL CO Health Care 2480.00 1.29% 26.09.2014 6005 JT Equity MIURA CO LTD Industrials 2414.00 1.74% 26.09.2014 4516 JT Equity NIPPON SHINYAKU CO LTD Health Care 1712.00 1.34% 26.09.2014 6588 JT Equity TOSHIBA TEC CORP Information Technology 594.00 1.35% 26.09.2014 6310 JT Equity ISEKI & CO LTD Industrials 368.00 0.82% 27.03.2015 1979 JT Equity TAIKISHA LTD Industrials 2290.00 1.97% 26.09.2014 7981 JT Equity TAKARA STANDARD CO LTD Industrials 796.00 1.26% 26.09.2014 5541 JT Equity PACIFIC METALS CO LTD Materials 544.00 1.29% 26.09.2014 6508 JT Equity MEIDENSHA CORP Industrials 366.00 1.37% 27.03.2015 7864 JT Equity FUJI SEAL INTERNATIONAL INC Materials 2980.00 1.24% 26.09.2014 7248 JT Equity CALSONIC KANSEI CORP Consumer Discretionary 532.00 1.41% 26.09.2014 8424 JT Equity FUYO GENERAL LEASE CO LTD Financials 3830.00 1.83% 26.09.2014 8511 JT Equity JAPAN SECURITIES FINANCE CO Financials 950.00 1.47% 26.09.2014 3098 JT Equity COCOKARA FINE INC Consumer Staples 3490.00 1.72% 26.09.2014 7274 JT Equity SHOWA CORP Consumer Discretionary 1520.00 1.84% 26.09.2014 5932 JT Equity SANKYO TATEYAMA INC Industrials 2594.00 0.77% 28.05.2014 4203 JT Equity SUMITOMO BAKELITE CO LTD Materials 435.00 2.30% 26.09.2014 1893 JT Equity PENTA-OCEAN CONSTRUCTION CO Industrials 266.00 0.75% 27.03.2015 7278 JT Equity EXEDY CORP Consumer Discretionary 2606.00 1.92% 26.09.2014 7251 JT Equity KEIHIN CORP Consumer Discretionary 1710.00 1.75% 26.09.2014 9934 JT Equity INABA DENKI SANGYO CO LTD Industrials 3035.00 3.72% 27.03.2015 8276 JT Equity HEIWADO CO LTD Consumer Staples 1762.00 1.42% 18.08.2014 8397 JT Equity BANK OF OKINAWA LTD/THE Financials 4770.00 1.36% 26.09.2014 2127 JT Equity NIHON M&A CENTER INC Industrials 6490.00 0.92% 26.09.2014 1824 JT Equity MAEDA CORP Industrials 501.00 1.40% 27.03.2015 9075 JT Equity FUKUYAMA TRANSPORTING CO LTD Industrials 568.00 1.76% 26.09.2014 6371 JT Equity TSUBAKIMOTO CHAIN CO Industrials 639.00 1.25% 26.09.2014 6436 JT Equity AMANO CORP Information Technology 1125.00 2.31% 26.09.2014 7224 JT Equity SHINMAYWA INDUSTRIES LTD Industrials 842.00 1.19% 26.09.2014 8895 JT Equity ARNEST ONE CORP Consumer Discretionary 2080.00 2.12% 26.09.2014 9672 JT Equity TOKYOTOKEIBA CO LTD Consumer Discretionary 421.00 0.71% 26.06.2014 6222 JT Equity SHIMA SEIKI MFG LTD Industrials 2478.00 1.21% 26.09.2014 9749 JT Equity FUJI SOFT INC Information Technology 2480.00 0.85% 26.09.2014 9948 JT Equity ARCS CO LTD Consumer Staples 1993.00 2.01% 27.08.2014 8624 JT Equity ICHIYOSHI SECURITIES CO LTD Financials 1517.00 1.32% 26.09.2013 5857 JT Equity ASAHI HOLDINGS INC Materials 2123.00 2.83% 26.09.2014 9375 JT Equity KINTETSU WORLD EXPRESS INC Industrials 3710.00 1.08% 26.09.2014 2001 JT Equity NIPPON FLOUR MILLS CO LTD Consumer Staples 483.00 2.48% 26.09.2014 2270 JT Equity MEGMILK SNOW BRAND CO LTD Consumer Staples 1508.00 1.99% 27.03.2015 6135 JT Equity MAKINO MILLING MACHINE CO Industrials 684.00 1.46% 26.09.2014 6996 JT Equity NICHICON CORP Information Technology 1049.00 1.53% 26.09.2014 6349 JT Equity KOMORI CORP Industrials 1294.00 0.77% 26.09.2014 8345 JT Equity BANK OF IWATE LTD/THE Financials 4625.00 1.30% 26.09.2014 8185 JT Equity CHIYODA CO LTD Consumer Discretionary 2823.00 2.13% 27.08.2014 4044 JT Equity CENTRAL GLASS CO LTD Industrials 351.00 2.28% 26.09.2014 9697 JT Equity CAPCOM CO LTD Information Technology 1727.00 2.32% 26.09.2014 8399 JT Equity BANK OF THE RYUKYUS LTD Financials 1590.00 1.89% 26.09.2014 5451 JT Equity YODOGAWA STEEL WORKS LTD Materials 437.00 2.29% 26.09.2014 1417 JT Equity MIRAIT HOLDINGS CORP Industrials 1020.00 1.96% 26.09.2014 8237 JT Equity MATSUYA CO LTD Consumer Discretionary 1623.00 7518 JT Equity NET ONE SYSTEMS CO LTD Information Technology 897.00 3.79% 26.09.2014 7817 JT Equity PARAMOUNT BED HOLDINGS CO LT Health Care 3740.00 1.34% 26.09.2014 8050 JT Equity SEIKO HOLDINGS CORP Consumer Discretionary 504.00 0.99% 27.03.2015 7616 JT Equity COLOWIDE CO LTD Consumer Discretionary 977.00 0.51% 27.03.2015 3865 JT Equity HOKUETSU KISHU PAPER CO LTD Materials 492.00 2.44% 26.09.2014 6773 JT Equity PIONEER CORP Consumer Discretionary 263.00 50.73 50.41 50.28 50.13 0.001 -0.005 0.000 0.006 0.000 0.000 0.000 0.000 8600 JT Equity TOMONY HOLDINGS INC Financials 419.00 1.91% 26.09.2014 8584 JT Equity JACCS CO LTD Financials 578.00 2.08% 26.09.2014 7947 JT Equity FP CORP Materials 6090.00 2.12% 26.09.2014 1924 JT Equity PANAHOME CORP Consumer Discretionary 745.00 2.01% 26.09.2014 8806 JT Equity DAIBIRU CORP Financials 1224.00 0.98% 26.09.2014 8281 JT Equity XEBIO CO LTD Consumer Discretionary 2320.00 1.51% 26.09.2014 9678 JT Equity KANAMOTO CO LTD Industrials 2529.00 0.79% 25.04.2014 6961 JT Equity ENPLAS CORP Information Technology 7040.00 0.57% 26.09.2014 4626 JT Equity TAIYO HOLDINGS CO LTD Materials 3615.00 2.49% 26.09.2014 9869 JT Equity KATO SANGYO CO LTD Consumer Staples 2168.00 2.17% 27.03.2014 9861 JT Equity YOSHINOYA HOLDINGS CO LTD Consumer Discretionary 115200.00 1.74% 27.08.2014 7915 JT Equity NISSHA PRINTING CO LTD Industrials 1990.00 27.03.2014 4921 JT Equity FANCL CORP Consumer Staples 1161.00 2.93% 26.09.2014 7451 JT Equity MITSUBISHI SHOKUHIN CO LTD Consumer Staples 2813.00 1.49% 26.09.2014 1820 JT Equity NISHIMATSU CONSTRUCTION CO Industrials 219.00 1.83% 27.03.2015 8344 JT Equity YAMAGATA BANK LTD/THE Financials 494.00 1.21% 26.09.2014 6104 JT Equity TOSHIBA MACHINE CO LTD Industrials 572.00 1.22% 26.09.2014 2284 JT Equity ITOHAM FOODS INC Consumer Staples 482.00 1.45% 27.03.2015 4041 JT Equity NIPPON SODA CO LTD Materials 475.00 1.26% 27.03.2015 7732 JT Equity TOPCON CORP Information Technology 1279.00 0.78% 26.09.2014 8360 JT Equity YAMANASHI CHUO BANK LTD/THE Financials 501.00 1.20% 26.09.2014 9086 JT Equity HITACHI TRANSPORT SYSTEM LTD Industrials 1692.00 1.54% 26.09.2014 5301 JT Equity TOKAI CARBON CO LTD Materials 323.00 1.86% 26.06.2014 9793 JT Equity DAISEKI CO LTD Industrials 1898.00 1.05% 27.08.2014 7220 JT Equity MUSASHI SEIMITSU INDUSTRY CO Consumer Discretionary 2737.00 1.61% 26.09.2014 6406 JT Equity FUJITEC CO LTD Industrials 995.00 1.41% 26.09.2014 6330 JT Equity TOYO ENGINEERING CORP Industrials 480.00 1.25% 27.03.2015 5393 JT Equity NICHIAS CORP Industrials 616.00 2.27% 26.09.2014 5481 JT Equity SANYO SPECIAL STEEL CO LTD Materials 553.00 0.72% 26.09.2013 8339 JT Equity TOKYO TOMIN BANK LTD/THE Financials 1536.00 0.98% 27.03.2015 9605 JT Equity TOEI CO LTD Consumer Discretionary 691.00 0.87% 26.09.2014 2264 JT Equity MORINAGA MILK INDUSTRY CO Consumer Staples 300.00 2.33% 27.03.2015 6707 JT Equity SANKEN ELECTRIC CO LTD Information Technology 560.00 1.07% 26.09.2014 3715 JT Equity DWANGO CO LTD Information Technology 636000.00 0.31% 26.09.2014 1722 JT Equity MISAWA HOMES CO LTD Consumer Discretionary 2128.00 0.94% 27.03.2015 8140 JT Equity RYOSAN CO LTD Information Technology 1752.00 3.42% 26.09.2014 3110 JT Equity NITTO BOSEKI CO LTD Industrials 366.00 1.37% 27.03.2014 8703 JT Equity KABU.COM SECURITIES CO LTD Financials 732.00 1.37% 27.03.2014 3880 JT Equity DAIO PAPER CORP Materials 634.00 1.34% 26.09.2014 4985 JT Equity EARTH CHEMICAL CO LTD Materials 3700.00 2.57% 26.12.2014 8706 JT Equity KYOKUTO SECURITIES Financials 2100.00 4.05% 26.09.2013 9302 JT Equity MITSUI-SOKO CO LTD Industrials 599.00 1.50% 26.09.2014 6986 JT Equity FUTABA CORP/CHIBA Industrials 1496.00 1.34% 26.09.2013 8346 JT Equity TOHO BANK LTD/THE Financials 332.00 1.96% 26.09.2014 6269 JT Equity MODEC INC Energy 3185.00 0.94% 26.06.2014 3201 JT Equity JAPAN WOOL TEXTILE CO LTD Consumer Discretionary 834.00 2.16% 28.05.2014 9536 JT Equity SAIBU GAS CO LTD Utilities 244.00 2.46% 26.09.2014 8214 JT Equity AOKI HOLDINGS INC Consumer Discretionary 3220.00 1.86% 26.09.2014 5703 JT Equity NIPPON LIGHT METAL HOLDINGS Materials 124.00 3.23% 27.03.2015 9477 JT Equity KADOKAWA GROUP HOLDINGS INC Consumer Discretionary 3205.00 1.09% 27.03.2015 7994 JT Equity OKAMURA CORP Industrials 706.00 1.98% 26.09.2014 1969 JT Equity TAKASAGO THERMAL ENGINEERING Industrials 847.00 2.95% 26.09.2014 1983 JT Equity TOSHIBA PLANT SYSTEMS & SERV Industrials 1487.00 1.01% 26.09.2014 4548 JT Equity SEIKAGAKU CORP Health Care 1349.00 1.85% 26.09.2014 6140 JT Equity ASAHI DIAMOND INDUSTRIAL CO Industrials 1071.00 1.87% 26.09.2014 8056 JT Equity NIHON UNISYS LTD Information Technology 985.00 1.52% 26.09.2014 8613 JT Equity MARUSAN SECURITIES CO LTD Financials 887.00 1.35% 26.09.2013 9627 JT Equity AIN PHARMACIEZ INC Consumer Staples 4475.00 1.34% 25.04.2014 TOPIX1000Index-TPX1000 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 6.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM3 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 5738 JT Equity SUMITOMO LIGHT METAL IND LTD Materials 105.00 3.33% 27.03.2014 8841 JT Equity TOC CO LTD Financials 779.00 1.16% 26.09.2014 8020 JT Equity KANEMATSU CORP Industrials 126.00 6767 JT Equity MITSUMI ELECTRIC CO LTD Information Technology 694.00 0.72% 27.03.2015 1332 JT Equity NIPPON SUISAN KAISHA LTD Consumer Staples 219.00 26.09.2014 7280 JT Equity MITSUBA CORP Consumer Discretionary 1429.00 0.56% 27.03.2015 6013 JT Equity TAKUMA CO LTD Industrials 736.00 0.82% 26.09.2014 4023 JT Equity KUREHA CORP Materials 355.00 2.82% 26.09.2014 6755 JT Equity FUJITSU GENERAL LTD Consumer Discretionary 1093.00 1.10% 26.09.2014 7238 JT Equity AKEBONO BRAKE INDUSTRY CO Consumer Discretionary 557.00 1.80% 26.09.2014 9119 JT Equity IINO KAIUN KAISHA LTD Industrials 623.00 1.28% 26.09.2014 8179 JT Equity ROYAL HOLDINGS CO LTD Consumer Discretionary 1564.00 0.77% 26.12.2014 4553 JT Equity TOWA PHARMACEUTICAL CO LTD Health Care 4825.00 1.55% 26.09.2014 6756 JT Equity HITACHI KOKUSAI ELECTRIC INC Information Technology 1119.00 1.25% 26.09.2014 9830 JT Equity TRUSCO NAKAYAMA CORP Industrials 2269.00 1.96% 26.06.2014 8051 JT Equity YAMAZEN CORP Industrials 669.00 2.24% 26.09.2014 8153 JT Equity MOS FOOD SERVICES INC Consumer Discretionary 1957.00 1.02% 26.09.2014 6581 JT Equity HITACHI KOKI CO LTD Industrials 930.00 2.58% 26.06.2014 6651 JT Equity NITTO KOGYO CORP Industrials 1686.00 2.61% 26.09.2014 6407 JT Equity CKD CORP Industrials 881.00 1.59% 26.09.2014 2590 JT Equity DYDO DRINCO INC Consumer Staples 4360.00 1.38% 16.07.2014 4680 JT Equity ROUND ONE CORP Consumer Discretionary 751.00 2.66% 26.09.2014 6282 JT Equity OILES CORP Industrials 2223.00 1.80% 26.09.2014 4201 JT Equity NIPPON SYNTHETIC CHEMICAL Materials 1133.00 1.59% 26.09.2014 5482 JT Equity AICHI STEEL CORP Materials 435.00 2.30% 26.09.2014 1377 JT Equity SAKATA SEED CORP Consumer Staples 1461.00 1.37% 27.11.2013 3087 JT Equity DOUTOR NICHIRES HOLDINGS CO Consumer Discretionary 1389.00 1.87% 27.08.2014 8879 JT Equity TOKYU LIVABLE INC Financials 2295.00 1.57% 27.03.2014 1766 JT Equity TOKEN CORP Consumer Discretionary 5720.00 1.75% 25.04.2014 2815 JT Equity ARIAKE JAPAN CO LTD Consumer Staples 2348.00 1.92% 26.09.2014 7541 JT Equity MEGANE TOP CO LTD Consumer Discretionary 1402.00 0.86% 26.09.2013 1835 JT Equity TOTETSU KOGYO CO LTD Industrials 1626.00 1.35% 27.03.2015 5946 JT Equity CHOFU SEISAKUSHO CO LTD Consumer Discretionary 2348.00 1.28% 26.06.2014 6444 JT Equity SANDEN CORP Consumer Discretionary 411.00 2.43% 27.03.2015 5186 JT Equity NITTA CORP Industrials 2251.00 1.47% 26.09.2014 1950 JT Equity NIPPON DENSETSU KOGYO CO LTD Industrials 1147.00 1.22% 27.03.2015 8325 JT Equity HOKUETSU BANK LTD/THE Financials 233.00 2.58% 26.09.2014 2201 JT Equity MORINAGA & CO LTD Consumer Staples 211.00 2.84% 27.03.2015 8160 JT Equity KISOJI CO LTD Consumer Discretionary 1909.00 0.73% 26.09.2014 5715 JT Equity FURUKAWA CO LTD Industrials 131.00 1.53% 27.03.2015 6498 JT Equity KITZ CORP Industrials 560.00 1.79% 26.09.2014 4997 JT Equity NIHON NOHYAKU CO LTD Materials 953.00 0.94% 27.03.2014 8251 JT Equity PARCO CO LTD Consumer Discretionary 1200.00 1.50% 27.08.2014 8392 JT Equity OITA BANK LTD/THE Financials 390.00 1.54% 26.09.2014 8393 JT Equity MIYAZAKI BANK LTD/THE Financials 344.00 1.74% 26.09.2014 5423 JT Equity TOKYO STEEL MFG CO LTD Materials 391.00 0.51% 26.09.2014 7246 JT Equity PRESS KOGYO CO LTD Consumer Discretionary 531.00 1.88% 26.09.2014 9759 JT Equity NSD CO LTD Information Technology 1145.00 2.45% 27.03.2015 6807 JT Equity JAPAN AVIATION ELECTRONICS Information Technology 961.00 1.04% 26.09.2014 7226 JT Equity KYOKUTO KAIHATSU KOGYO CO Industrials 1186.00 1.52% 26.09.2014 1973 JT Equity NEC NETWORKS & SYSTEM INTEGR Information Technology 2376.00 2.53% 26.09.2014 4924 JT Equity DR CI:LABO CO LTD Consumer Staples 310000.00 2.90% 29.07.2014 1379 JT Equity HOKUTO CORP Consumer Staples 1933.00 2.95% 26.09.2013 7599 JT Equity GULLIVER INTERNATIONAL CO Consumer Discretionary 662.00 15.11% 27.08.2014 2730 JT Equity EDION CORP Consumer Discretionary 515.00 3.88% 26.09.2014 2580 JT Equity COCA-COLA CENTRAL JAPAN CO Consumer Staples 1571.00 2.29% 26.12.2013 8342 JT Equity AOMORI BANK LTD/THE Financials 303.00 1.98% 26.09.2014 6997 JT Equity NIPPON CHEMI-CON CORP Information Technology 380.00 27.03.2015 6287 JT Equity SATO HOLDINGS CORP Industrials 1998.00 1.85% 26.09.2014 9787 JT Equity AEON DELIGHT CO LTD Industrials 2159.00 2.22% 27.08.2014 5707 JT Equity TOHO ZINC CO LTD Materials 367.00 1.36% 27.03.2015 1942 JT Equity KANDENKO CO LTD Industrials 424.00 2.83% 26.09.2014 7239 JT Equity TACHI-S CO LTD Consumer Discretionary 1610.00 0.87% 26.09.2014 8870 JT Equity SUMITOMO REAL ESTATE SALES Financials 6060.00 1.65% 26.09.2014 9511 JT Equity OKINAWA ELECTRIC POWER CO Utilities 3595.00 1.67% 26.09.2014 7447 JT Equity NAGAILEBEN CO LTD Health Care 1646.00 2.13% 27.08.2014 6463 JT Equity TPR CO LTD Consumer Discretionary 1934.00 1.24% 26.09.2014 6816 JT Equity ALPINE ELECTRONICS INC Consumer Discretionary 1100.00 1.82% 26.09.2014 9069 JT Equity SENKO CO LTD Industrials 534.00 2.62% 26.09.2014 7581 JT Equity SAIZERIYA CO LTD Consumer Discretionary 1461.00 1.23% 27.08.2014 6622 JT Equity DAIHEN CORP Industrials 390.00 1.79% 26.09.2014 2726 JT Equity PAL CO LTD Consumer Discretionary 3700.00 1.35% 25.02.2015 8022 JT Equity MIZUNO CORP Consumer Discretionary 428.00 2.34% 26.09.2013 3569 JT Equity SEIREN CO LTD Consumer Discretionary 754.00 1.99% 26.09.2014 7522 JT Equity WATAMI CO LTD Consumer Discretionary 1810.00 1.38% 26.09.2014 8387 JT Equity SHIKOKU BANK LTD/THE Financials 295.00 1.86% 26.09.2014 2874 JT Equity YOKOHAMA REITO CO LTD Consumer Staples 859.00 2.33% 27.03.2014 9715 JT Equity TRANSCOSMOS INC Information Technology 1533.00 2.28% 27.03.2014 4471 JT Equity SANYO CHEMICAL INDUSTRIES Materials 635.00 2.36% 26.09.2014 8098 JT Equity INABATA & CO LTD Industrials 858.00 2.68% 26.09.2014 5911 JT Equity YOKOGAWA BRIDGE HOLDINGS COR Industrials 1049.00 0.95% 26.09.2014 6118 JT Equity AIDA ENGINEERING LTD Industrials 845.00 2.37% 27.03.2015 7718 JT Equity STAR MICRONICS CO LTD Information Technology 1184.00 2.87% 27.08.2014 4212 JT Equity SEKISUI JUSHI CORP Industrials 1407.00 1.85% 26.09.2014 3002 JT Equity GUNZE LTD Consumer Discretionary 264.00 2.84% 27.03.2015 5726 JT Equity OSAKA TITANIUM TECHNOLOGIES Materials 2005.00 0.50% 27.03.2014 6877 JT Equity OBARA GROUP INC Industrials 3180.00 0.63% 27.03.2014 8550 JT Equity TOCHIGI BANK LTD/THE Financials 415.00 1.69% 26.09.2014 8897 JT Equity TAKARA LEBEN CO LTD Financials 1980.00 0.91% 26.09.2014 9543 JT Equity SHIZUOKA GAS CO LTD Utilities 786.00 1.15% 26.06.2014 8263 JT Equity DAIEI INC Consumer Discretionary 358.00 63.53 46.94 40.87 34.80 0.041 0.041 0.040 0.042 -0.038 -0.018 -0.009 0.000 7545 JT Equity NISHIMATSUYA CHAIN CO LTD Consumer Discretionary 1050.00 1.81% 18.08.2014 5959 JT Equity OKABE CO LTD Industrials 991.00 1.61% 26.06.2014 6951 JT Equity JEOL LTD Health Care 549.00 0.91% 26.09.2014 4708 JT Equity MOSHI MOSHI HOTLINE INC Industrials 1165.00 2.49% 26.09.2014 8279 JT Equity YAOKO CO LTD Consumer Staples 4045.00 1.41% 26.09.2014 8170 JT Equity ADERANS CO LTD Consumer Staples 1608.00 0.62% 8074 JT Equity YUASA TRADING CO LTD Industrials 199.00 3.02% 26.09.2014 8151 JT Equity TOYO CORP Information Technology 1477.00 3.45% 27.03.2014 6339 JT Equity SINTOKOGIO LTD Industrials 949.00 1.37% 26.09.2014 8409 JT Equity YACHIYO BANK LTD/THE Financials 3940.00 1.52% 26.09.2014 8338 JT Equity TSUKUBA BANK LTD Financials 485.00 1.03% 27.03.2015 9430 JT Equity NEC MOBILING LTD Consumer Discretionary 5510.00 1.18% 27.03.2014 8566 JT Equity RICOH LEASING CO LTD Financials 2924.00 1.47% 26.09.2014 5975 JT Equity TOPRE CORP Consumer Discretionary 986.00 1.62% 26.09.2014 3106 JT Equity KURABO INDUSTRIES LTD Consumer Discretionary 184.00 2.72% 27.03.2015 5191 JT Equity TOKAI RUBBER INDUSTRIES Consumer Discretionary 1018.00 1.67% 26.09.2014 9792 JT Equity NICHII GAKKAN CO Health Care 964.00 2.07% 26.09.2014 8343 JT Equity AKITA BANK LTD/THE Financials 290.00 2.07% 26.09.2014 7102 JT Equity NIPPON SHARYO LTD Industrials 538.00 0.93% 26.09.2014 8278 JT Equity FUJI CO LTD Consumer Discretionary 1789.00 0.84% 27.08.2014 4914 JT Equity TAKASAGO INTERNATIONAL CORP Materials 569.00 1.41% 26.09.2013 8545 JT Equity KANSAI URBAN BANKING CORP Financials 142.00 2.11% 27.03.2015 1884 JT Equity NIPPON ROAD CO LTD Industrials 585.00 1.54% 27.03.2015 8527 JT Equity AICHI BANK LTD/THE Financials 5460.00 1.28% 26.09.2014 4958 JT Equity T HASEGAWA CO LTD Materials 1466.00 1.71% 27.03.2014 9755 JT Equity OYO CORP Industrials 1771.00 1.02% 26.06.2014 6741 JT Equity NIPPON SIGNAL CO LTD/THE Industrials 765.00 1.70% 26.09.2014 8880 JT Equity IIDA HOME MAX Financials 1717.00 1.51% 29.10.2013 3635 JT Equity TECMO KOEI HOLDINGS CO LTD Information Technology 980.00 3.37% 27.03.2015 6480 JT Equity NIPPON THOMPSON CO LTD Industrials 558.00 1.79% 26.09.2014 4919 JT Equity MILBON CO LTD Consumer Staples 3715.00 1.78% 18.06.2014 7739 JT Equity CANON ELECTRONICS INC Information Technology 2075.00 3.13% 26.06.2013 2659 JT Equity SAN-A CO LTD Consumer Staples 5100.00 0.98% 25.02.2015 8173 JT Equity JOSHIN DENKI CO LTD Consumer Discretionary 878.00 1.82% 27.03.2015 9945 JT Equity PLENUS CO LTD Consumer Discretionary 1705.00 2.93% 27.08.2014 TOPIX1000Index-TPX1000 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 |
  • 7.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM4 Ref Dividend Yield Next Ex- Dividend Date ATM4 Vol - 30D ATM4 Vol - 60D ATM4 Vol - 90D ATM4 Vol - 6M ATM4 Vol - 12M ATM4 Vol - 18M ATM4 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 2602 JT Equity NISSHIN OILLIO GROUP LTD/THE Consumer Staples 387.00 2.58% 26.09.2014 6454 JT Equity MAX CO LTD Industrials 1194.00 3.02% 27.03.2015 6369 JT Equity TOYO KANETSU K K Energy 334.00 1.20% 27.03.2015 4733 JT Equity OBIC BUSINESS CONSULTANTS Information Technology 5940.00 1.68% 26.09.2014 9882 JT Equity YELLOW HAT LTD Consumer Discretionary 1996.00 1.80% 26.09.2014 8266 JT Equity IZUMIYA CO LTD Consumer Staples 493.00 1.22% 27.08.2014 5851 JT Equity RYOBI LTD Industrials 311.00 1.93% 26.09.2014 3076 JT Equity AI HOLDINGS CORP Information Technology 1035.00 1.93% 26.12.2013 7943 JT Equity NICHIHA CORP Industrials 1566.00 1.60% 26.09.2014 5440 JT Equity KYOEI STEEL LTD Materials 1859.00 1.08% 26.09.2014 7630 JT Equity ICHIBANYA CO LTD Consumer Discretionary 4570.00 1.20% 28.05.2014 8362 JT Equity FUKUI BANK LTD/THE Financials 211.00 2.37% 26.09.2014 6794 JT Equity FOSTER ELECTRIC CO LTD Consumer Discretionary 1747.00 2.29% 26.09.2014 3148 JT Equity CREATE SD HOLDINGS CO Consumer Staples 4295.00 1.16% 27.11.2013 7241 JT Equity FUTABA INDUSTRIAL CO LTD Consumer Discretionary 584.00 27.03.2014 2681 JT Equity GEO HOLDINGS CORP Consumer Discretionary 104900.00 3.05% 26.09.2014 8876 JT Equity RELO HOLDINGS INC Financials 4965.00 1.61% 27.03.2015 6379 JT Equity SHINKO PLANTECH CO LTD Energy 768.00 3.91% 27.03.2015 7740 JT Equity TAMRON CO LTD Consumer Discretionary 2289.00 2.18% 26.06.2014 6332 JT Equity TSUKISHIMA KIKAI CO LTD Industrials 1034.00 1.45% 26.09.2014 7231 JT Equity TOPY INDUSTRIES LTD Materials 235.00 1.70% 26.09.2014 7517 JT Equity KURODA ELECTRIC CO LTD Industrials 1317.00 2.35% 26.09.2014 8871 JT Equity GOLDCREST CO LTD Financials 2231.00 1.79% 26.09.2014 4282 JT Equity EPS CORPORATION Health Care 154300.00 1.26% 27.03.2014 6905 JT Equity COSEL CO LTD Industrials 1191.00 0.92% 18.11.2013 2288 JT Equity MARUDAI FOOD CO LTD Consumer Staples 322.00 2.48% 27.03.2015 5930 JT Equity BUNKA SHUTTER CO LTD Industrials 639.00 1.88% 26.09.2014 8174 JT Equity NIPPON GAS CO LTD Energy 1264.00 1.03% 26.09.2014 7976 JT Equity MITSUBISHI PENCIL CO LTD Industrials 2079.00 1.25% 26.06.2014 3103 JT Equity UNITIKA LTD Consumer Discretionary 59.00 1941 JT Equity CHUDENKO CORP Industrials 1045.00 1.91% 26.09.2014 3141 JT Equity WELCIA HOLDINGS CO LTD Consumer Staples 4885.00 1.08% 26.02.2014 6632 JT Equity JVC KENWOOD CORP Consumer Discretionary 279.00 1.79% 27.03.2015 6728 JT Equity ULVAC INC Information Technology 997.00 26.06.2013 7867 JT Equity TOMY COMPANY LTD Consumer Discretionary 511.00 1.96% 26.09.2014 4116 JT Equity DAINICHISEIKA COLOR & CHEM Materials 445.00 2.70% 26.09.2014 1961 JT Equity SANKI ENGINEERING CO LTD Industrials 656.00 2.29% 26.09.2014 7862 JT Equity TOPPAN FORMS CO LTD Industrials 934.00 2.68% 26.09.2014 6462 JT Equity RIKEN CORP Consumer Discretionary 456.00 2.63% 26.09.2014 9616 JT Equity KYORITSU MAINTENANCE CO LTD Consumer Discretionary 3210.00 1.34% 26.09.2014 3151 JT Equity VITAL KSK HOLDINGS INC Health Care 887.00 1.80% 26.09.2014 7516 JT Equity KOHNAN SHOJI CO LTD Consumer Discretionary 1271.00 2.52% 27.08.2014 3048 JT Equity BIC CAMERA INC Consumer Discretionary 43800.00 2.28% 26.02.2014 9938 JT Equity SUMIKIN BUSSAN CORP Industrials 321.00 3.74% 27.03.2014 8217 JT Equity OKUWA CO LTD Consumer Staples 1060.00 2.45% 18.08.2014 4694 JT Equity BML INC Health Care 2662.00 1.50% 26.09.2014 8396 JT Equity EIGHTEENTH BANK LTD/THE Financials 266.00 2.26% 26.09.2014 3395 JT Equity SAINT MARC HOLDINGS CO LTD Consumer Discretionary 5130.00 1.91% 26.09.2014 7483 JT Equity DOSHISHA CO LTD Consumer Discretionary 1548.00 1.94% 26.09.2014 4633 JT Equity SAKATA INX CORP Materials 755.00 2.12% 26.09.2014 6804 JT Equity HOSIDEN CORP Information Technology 594.00 1.68% 26.09.2014 4617 JT Equity CHUGOKU MARINE PAINTS LTD Materials 500.00 2.60% 26.09.2014 6737 JT Equity EIZO CORP Information Technology 1899.00 2.63% 26.09.2014 8011 JT Equity SANYO SHOKAI LTD Consumer Discretionary 293.00 2.73% 26.12.2014 9474 JT Equity ZENRIN CO LTD Consumer Discretionary 1221.00 2.46% 26.09.2014 2281 JT Equity PRIMA MEAT PACKERS LTD Consumer Staples 253.00 0.79% 27.03.2015 5331 JT Equity NORITAKE CO LTD Industrials 292.00 2.74% 26.09.2014 3284 JT Equity HOOSIERS HOLDINGS CO LTD Consumer Discretionary 1200.00 1.00% 3107 JT Equity DAIWABO HOLDINGS CO LTD Information Technology 176.00 2.27% 27.03.2015 6277 JT Equity HOSOKAWA MICRON CORP Industrials 905.00 1.33% 27.03.2014 6801 JT Equity TOKO INC Information Technology 312.00 5809 JT Equity TATSUTA ELEC WIRE & CABLE Industrials 797.00 1.25% 26.09.2014 2664 JT Equity CAWACHI LTD Consumer Staples 2270.00 1.98% 11.03.2015 4028 JT Equity ISHIHARA SANGYO KAISHA LTD Materials 82.00 5812 JT Equity HITACHI CABLE LTD Industrials 189.00 27.03.2014 6844 JT Equity SHINDENGEN ELECTRIC MFG Information Technology 478.00 1.05% 27.03.2015 3028 JT Equity ALPEN CO LTD Consumer Discretionary 2013.00 1.86% 26.12.2013 9997 JT Equity BELLUNA CO LTD Consumer Discretionary 1234.00 2.03% 26.09.2014 2678 JT Equity ASKUL CORP Consumer Discretionary 1779.00 1.69% 18.11.2013 6413 JT Equity RISO KAGAKU CORP Information Technology 2259.00 2.66% 27.03.2015 1885 JT Equity TOA CORP Industrials 153.00 1.31% 27.03.2015 7494 JT Equity KONAKA CO LTD Consumer Discretionary 1186.00 1.69% 27.03.2014 8395 JT Equity BANK OF SAGA LTD/THE Financials 249.00 2.41% 26.09.2014 1813 JT Equity FUDO TETRA CORP Industrials 188.00 0.53% 2466 JT Equity PGM HOLDINGS K K Consumer Discretionary 101100.00 0.99% 26.12.2014 6101 JT Equity TSUGAMI CORP Industrials 532.00 2.26% 26.09.2014 6517 JT Equity DENYO CO LTD Industrials 1509.00 1.46% 26.09.2014 6486 JT Equity EAGLE INDUSTRY CO LTD Consumer Discretionary 1198.00 1.17% 26.09.2014 7840 JT Equity FRANCE BED HOLDINGS CO LTD Consumer Discretionary 236.00 1.91% 26.09.2014 4549 JT Equity EIKEN CHEMICAL CO LTD Health Care 1987.00 1.51% 26.09.2014 6706 JT Equity DENKI KOGYO CO LTD Information Technology 563.00 1.78% 27.03.2015 8283 JT Equity PALTAC CORP Consumer Discretionary 1267.00 3.31% 26.09.2014 3950 JT Equity PACK CORP/THE Materials 1986.00 2.52% 26.06.2014 4996 JT Equity KUMIAI CHEMICAL INDUSTRY CO Materials 678.00 0.88% 29.10.2014 5727 JT Equity TOHO TITANIUM CO LTD Materials 827.00 0.60% 27.03.2014 9746 JT Equity TKC CORP Information Technology 1762.00 2.50% 27.03.2014 9682 JT Equity DTS CORP Information Technology 1553.00 1.93% 26.09.2014 2613 JT Equity J-OIL MILLS INC Consumer Staples 311.00 2.57% 26.09.2014 2109 JT Equity MITSUI SUGAR CO LTD Consumer Staples 331.00 2.11% 26.09.2014 3864 JT Equity MITSUBISHI PAPER MILLS LTD Materials 97.00 27.03.2014 2572 JT Equity MIKUNI COCA-COLA BOTTLING CO Consumer Staples 1237.00 0.97% 26.12.2013 4551 JT Equity TORII PHARMACEUTICAL CO LTD Health Care 2287.00 1.75% 26.09.2014 6999 JT Equity KOA CORP Information Technology 1138.00 1.76% 26.09.2013 7250 JT Equity PACIFIC INDUSTRIAL CO LTD Consumer Discretionary 693.00 1.73% 26.09.2014 1719 JT Equity HAZAMA ANDO CORP Industrials 223.00 1.35% 27.03.2015 5632 JT Equity MITSUBISHI STEEL MFG CO LTD Materials 220.00 1.14% 26.09.2014 8196 JT Equity KASUMI CO LTD Consumer Staples 684.00 2.05% 27.08.2014 6820 JT Equity ICOM INC Information Technology 2495.00 1.20% 26.09.2013 5192 JT Equity MITSUBOSHI BELTING CO LTD Industrials 517.00 2.71% 26.09.2014 1982 JT Equity HIBIYA ENGINEERING LTD Industrials 994.00 3.02% 26.09.2014 5195 JT Equity BANDO CHEMICAL INDUSTRIES Industrials 385.00 2.60% 26.09.2014 6875 JT Equity MEGACHIPS CORP Information Technology 1647.00 2.13% 27.03.2014 5563 JT Equity NIPPON DENKO CO LTD Materials 326.00 1.53% 26.12.2014 7294 JT Equity YOROZU CORP Consumer Discretionary 1830.00 1.15% 26.09.2014 5602 JT Equity KURIMOTO LTD Materials 293.00 1.37% 26.09.2014 8200 JT Equity RINGER HUT CO LTD Consumer Discretionary 1503.00 0.67% 27.08.2014 2327 JT Equity NS SOLUTIONS CORP Information Technology 2031.00 1.97% 26.09.2014 1926 JT Equity RAITO KOGYO CO LTD Industrials 531.00 1.51% 27.03.2015 7421 JT Equity KAPPA CREATE HOLDINGS CO LTD Consumer Discretionary 1842.00 0.81% 27.08.2014 5310 JT Equity TOYO TANSO CO LTD Industrials 2297.00 0.87% 28.05.2014 8111 JT Equity GOLDWIN INC Consumer Discretionary 555.00 1.26% 27.03.2015 2211 JT Equity FUJIYA CO LTD Consumer Staples 206.00 0.97% 26.12.2014 1518 JT Equity MITSUI MATSUSHIMA CO LTD Industrials 179.00 2.23% 27.03.2015 5805 JT Equity SWCC SHOWA HOLDINGS CO LTD Industrials 97.00 27.03.2015 6278 JT Equity UNION TOOL CO Industrials 2263.00 1.33% 28.05.2014 9842 JT Equity ARC LAND SAKAMOTO CO LTD Consumer Discretionary 2018.00 1.78% 18.08.2014 3104 JT Equity FUJIBO HOLDINGS INC Consumer Discretionary 257.00 1.95% 27.03.2015 6839 JT Equity FUNAI ELECTRIC CO LTD Consumer Discretionary 1272.00 3.14% 27.03.2014 9946 JT Equity MINISTOP CO LTD Consumer Staples 1747.00 2.58% 27.08.2014 1515 JT Equity NITTETSU MINING CO LTD Materials 444.00 1.58% 26.09.2014 6363 JT Equity TORISHIMA PUMP MFG CO LTD Industrials 1038.00 1.73% 26.09.2014 3738 JT Equity T-GAIA CORP Consumer Discretionary 1021.00 3.43% 26.09.2014 6419 JT Equity MARS ENGINEERING CORP Consumer Discretionary 2209.00 2.72% 26.09.2014 3167 JT Equity TOKAI HOLDINGS CORP Industrials 323.00 3.72% 26.09.2014 TOPIX1000Index-TPX1000 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx 2 + ct Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
  • 8.
    15.05.2013 Ticker Name GICS_SECTOR_NAMEATM4 Ref Dividend Yield Next Ex- Dividend Date ATM4 Vol - 30D ATM4 Vol - 60D ATM4 Vol - 90D ATM4 Vol - 6M ATM4 Vol - 12M ATM4 Vol - 18M ATM4 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 6247 JT Equity HISAKA WORKS LTD Industrials 933.00 2.14% 26.09.2014 6652 JT Equity IDEC CORP Industrials 941.00 3.19% 26.09.2014 5384 JT Equity FUJIMI INC Materials 1286.00 2.33% 26.09.2014 5302 JT Equity NIPPON CARBON CO LTD Industrials 221.00 2.26% 26.12.2014 8133 JT Equity ITOCHU ENEX CO LTD Energy 558.00 2.87% 26.09.2014 4078 JT Equity SAKAI CHEMICAL INDUSTRY CO Materials 304.00 2.63% 26.09.2014 7873 JT Equity ARRK CORP Industrials 351.00 7905 JT Equity DAIKEN CORP Materials 290.00 2.59% 26.09.2014 6985 JT Equity U-SHIN LTD Consumer Discretionary 846.00 1.18% 28.05.2014 7972 JT Equity ITOKI CORP Industrials 559.00 2.24% 26.12.2014 2918 JT Equity WARABEYA NICHIYO CO LTD Consumer Staples 1740.00 1.72% 25.02.2015 6641 JT Equity NISSIN ELECTRIC CO LTD Industrials 581.00 1.89% 26.09.2014 3730 JT Equity MACROMILL INC Information Technology 1509.00 1.52% 26.12.2013 7611 JT Equity HIDAY HIDAKA CORP Consumer Discretionary 2228.00 1.62% 27.08.2014 6910 JT Equity HITACHI MEDICAL CORP Health Care 1565.00 0.64% 26.09.2014 7266 JT Equity IMASEN ELECTRIC INDUSTRIAL Consumer Discretionary 1570.00 1.66% 26.09.2014 6440 JT Equity JUKI CORP Industrials 179.00 1.68% 26.12.2013 2322 JT Equity NEC FIELDING LTD Information Technology 1356.00 2.95% 26.09.2014 6929 JT Equity NIPPON CERAMIC CO LTD Information Technology 1747.00 1.14% 26.12.2014 1301 JT Equity KYOKUYO CO LTD Consumer Staples 240.00 2.08% 27.03.2015 1919 JT Equity SXL CORP Consumer Discretionary 199.00 7995 JT Equity NIPPON VALQUA INDUSTRIES LTD Materials 257.00 3.89% 26.09.2014 9037 JT Equity HAMAKYOREX CO LTD Industrials 3915.00 1.07% 26.09.2014 6966 JT Equity MITSUI HIGH-TEC INC Information Technology 767.00 1.30% 29.07.2014 5196 JT Equity KINUGAWA RUBBER INDUSTRIAL Consumer Discretionary 588.00 1.36% 26.09.2014 5976 JT Equity NETUREN CO LTD Materials 792.00 1.77% 26.09.2014 4714 JT Equity RISO KYOIKU CO LTD Consumer Discretionary 10330.00 3.19% 27.08.2014 7631 JT Equity MACNICA INC Information Technology 2158.00 1.85% 26.09.2014 5741 JT Equity FURUKAWA-SKY ALUMINUM CORP Materials 309.00 2.27% 27.03.2014 8059 JT Equity DAIICHI JITSUGYO CO LTD Industrials 485.00 3.09% 26.09.2014 7283 JT Equity AISAN INDUSTRY CO LTD Consumer Discretionary 1047.00 1.72% 26.09.2014 8536 JT Equity HIGASHI-NIPPON BANK LTD/THE Financials 251.00 3.19% 26.09.2014 9742 JT Equity INES CORP Information Technology 803.00 1.99% 26.09.2014 7958 JT Equity TENMA CORP Materials 1275.00 2.35% 26.09.2014 8037 JT Equity KAMEI CORP Industrials 910.00 1.65% 26.09.2014 6507 JT Equity SINFONIA TECHNOLOGY CO LTD Industrials 175.00 1.71% 27.03.2015 3397 JT Equity TORIDOLL.CORP Consumer Discretionary 1228.00 1.38% 27.03.2015 6482 JT Equity YUSHIN PRECISION EQUIPMENT Industrials 2100.00 0.95% 26.09.2014 2108 JT Equity NIPPON BEET SUGAR MFG CO LTD Consumer Staples 183.00 2.73% 27.03.2015 7236 JT Equity T RAD CO LTD Consumer Discretionary 310.00 2.58% 26.09.2014 1890 JT Equity TOYO CONSTRUCTION CO LTD Industrials 299.00 1.67% 27.03.2015 3315 JT Equity NIPPON COKE & ENGINEERING CO Materials 123.00 2.44% 27.03.2015 6676 JT Equity MELCO HOLDINGS INC Information Technology 1667.00 2.40% 26.09.2014 7456 JT Equity MATSUDA SANGYO CO LTD Industrials 1439.00 1.67% 26.09.2014 8068 JT Equity RYOYO ELECTRO CORP Information Technology 887.00 3.38% 29.07.2014 6723 JT Equity RENESAS ELECTRONICS CORP Information Technology 398.00 89.73 54.47 54.22 54.26 1.554 0.277 0.275 0.268 -0.031 -0.007 -0.007 -0.006 6584 JT Equity SANOH INDUSTRIAL CO LTD Consumer Discretionary 811.00 2.59% 26.09.2014 3529 JT Equity ATSUGI CO LTD Consumer Discretionary 117.00 2.56% 27.03.2015 7942 JT Equity JSP CORP Materials 1501.00 2.00% 26.09.2014 6935 JT Equity JAPAN DIGITAL LABORATORY CO Information Technology 1215.00 1.65% 26.09.2014 5449 JT Equity OSAKA STEEL CO LTD Materials 1947.00 1.03% 26.09.2013 9470 JT Equity GAKKEN HOLDINGS CO LTD Consumer Discretionary 307.00 1.63% 26.09.2014 5480 JT Equity NIPPON YAKIN KOGYO CO LTD Materials 131.00 8097 JT Equity SAN-AI OIL CO LTD Energy 438.00 3.08% 26.09.2014 8141 JT Equity SHINKO SHOJI CO LTD Information Technology 930.00 3.23% 26.09.2014 6730 JT Equity AXELL CORP Information Technology 2004.00 2.50% 26.09.2014 6368 JT Equity ORGANO CORP Industrials 557.00 2.15% 26.09.2014 5410 JT Equity GODO STEEL LTD Materials 171.00 1.46% 27.03.2015 8089 JT Equity NICE HOLDINGS INC Consumer Discretionary 256.00 1.56% 27.03.2015 4775 JT Equity SOGO MEDICAL CO LTD Consumer Staples 4165.00 1.92% 26.09.2014 3333 JT Equity ASAHI CO LTD Consumer Discretionary 1739.00 0.69% 18.02.2015 6798 JT Equity SMK CORP Information Technology 336.00 1.79% 27.03.2014 6459 JT Equity DAIWA INDUSTRIES LTD Industrials 612.00 1.63% 26.06.2014 2695 JT Equity KURA CORP Consumer Discretionary 1679.00 0.71% 29.10.2014 2792 JT Equity HONEYS CO LTD Consumer Discretionary 1236.00 2.83% 27.11.2013 7245 JT Equity DAIDO METAL CO LTD Consumer Discretionary 689.00 2.03% 26.09.2014 8084 JT Equity RYODEN TRADING CO LTD Information Technology 677.00 2.95% 26.09.2014 6430 JT Equity DAIKOKU DENKI CO LTD Consumer Discretionary 2313.00 1.73% 26.09.2014 6859 JT Equity ESPEC CORP Information Technology 919.00 1.96% 26.09.2014 8155 JT Equity MIMASU SEMICONDUCTOR INDUST Information Technology 1077.00 2.32% 27.11.2013 9900 JT Equity SAGAMI CHAIN CO LTD Consumer Discretionary 796.00 0.63% 1964 JT Equity CHUGAI RO CO LTD Industrials 256.00 2.34% 27.03.2015 8150 JT Equity SANSHIN ELECTRONICS CO LTD Information Technology 648.00 3.09% 26.09.2014 4514 JT Equity ASKA PHARMACEUTICAL CO LTD Health Care 733.00 1.91% 26.09.2014 3433 JT Equity TOCALO CO LTD Industrials 1536.00 2.93% 26.09.2014 2440 JT Equity GURUNAVI INC Information Technology 1243.00 1.61% 26.09.2014 6445 JT Equity JANOME SEWING MACHINE CO LTD Consumer Discretionary 93.00 5981 JT Equity TOKYO ROPE MFG CO LTD Materials 127.00 27.03.2015 7944 JT Equity ROLAND CORP Consumer Discretionary 1006.00 1.49% 26.09.2014 6958 JT Equity CMK CORP Information Technology 413.00 1.21% 27.03.2014 9305 JT Equity YAMATANE CORP Consumer Staples 191.00 1.57% 27.03.2015 6768 JT Equity TAMURA CORP Information Technology 224.00 2.68% 26.09.2014 1805 JT Equity TOBISHIMA CORP Industrials 124.00 2317 JT Equity SYSTENA CORP Information Technology 809.00 3.71% 26.09.2014 6779 JT Equity NIHON DEMPA KOGYO CO LTD Information Technology 1004.00 1.99% 26.09.2014 8154 JT Equity KAGA ELECTRONICS CO LTD Information Technology 856.00 3.50% 26.09.2014 4109 JT Equity STELLA CHEMIFA CORP Materials 1825.00 2.08% 26.09.2014 5017 JT Equity AOC HOLDINGS INC Energy 343.00 1.75% 27.03.2015 1868 JT Equity MITSUI HOME CO LTD Consumer Discretionary 576.00 2.78% 26.09.2014 8168 JT Equity KEIYO CO LTD Consumer Discretionary 498.00 2.51% 27.08.2014 1959 JT Equity KYUDENKO CORP Industrials 456.00 2.19% 26.09.2014 1968 JT Equity TAIHEI DENGYO KAISHA LTD Industrials 592.00 1.69% 27.03.2015 3109 JT Equity SHIKIBO LTD Consumer Discretionary 128.00 1.56% 27.03.2015 7007 JT Equity SASEBO HEAVY INDUSTRIES CO Industrials 125.00 4.00% 27.03.2014 6345 JT Equity AICHI CORP Industrials 473.00 2.11% 26.09.2014 9370 JT Equity YUSEN LOGISTICS CO LTD Industrials 1035.00 1.74% 26.09.2014 7769 JT Equity RHYTHM WATCH CO LTD Consumer Discretionary 180.00 1.67% 27.03.2015 6355 JT Equity SUMITOMO PRECISION PRODUCTS Industrials 486.00 1.44% 26.09.2014 3636 JT Equity MITSUBISHI RESEARCH INSTITUT Information Technology 2080.00 1.68% 27.03.2014 7613 JT Equity SIIX CORP Information Technology 1257.00 2.55% 26.06.2014 5210 JT Equity NIHON YAMAMURA GLASS CO LTD Materials 189.00 2.65% 26.09.2014 6796 JT Equity CLARION CO LTD Consumer Discretionary 149.00 2533 JT Equity OENON HOLDINGS INC Consumer Staples 275.00 2.55% 26.12.2014 6644 JT Equity OSAKI ELECTRIC CO LTD Information Technology 595.00 2.02% 26.09.2014 4008 JT Equity SUMITOMO SEIKA CHEMICALS CO Materials 401.00 2.49% 26.09.2014 6924 JT Equity IWASAKI ELECTRIC CO LTD Industrials 213.00 7970 JT Equity SHIN-ETSU POLYMER CO LTD Materials 378.00 2.65% 26.09.2013 5453 JT Equity TOYO KOHAN CO LTD Materials 354.00 2.26% 26.09.2014 1661 JT Equity KANTO NATURAL GAS DEVELOP Energy 680.00 1.76% 26.06.2014 6742 JT Equity KYOSAN ELECTRIC MFG CO LTD Industrials 354.00 2.82% 26.09.2014 6317 JT Equity KITAGAWA IRON WORKS CO LTD Industrials 167.00 1.50% 27.03.2015 6815 JT Equity UNIDEN CORP Information Technology 254.00 2.95% 27.03.2014 5344 JT Equity MARUWA CO LTD Information Technology 3100.00 1.03% 26.09.2014 4228 JT Equity SEKISUI PLASTICS CO LTD Materials 263.00 2.28% 26.09.2014 1819 JT Equity TAIHEI KOGYO CO LTD Industrials 360.00 2.22% 27.03.2014 6617 JT Equity TAKAOKA TOKO HOLDINGS CO LTD Industrials 1378.00 3.63% 26.09.2014 8178 JT Equity MARUETSU INC/THE Consumer Staples 347.00 1.73% 27.08.2014 4047 JT Equity KANTO DENKA KOGYO CO LTD Materials 270.00 26.09.2014 7756 JT Equity NIDEC COPAL CORP Consumer Discretionary 845.00 1.78% 26.09.2014 8029 JT Equity LOOK INC Consumer Discretionary 373.00 0.80% 26.12.2014 6505 JT Equity TOYO DENKI SEIZO -TOYO ELEC Industrials 324.00 1.85% 28.05.2014 2715 JT Equity ELEMATEC CORP Information Technology 1383.00 3.18% 26.09.2014 8248 JT Equity NISSEN HOLDINGS CO LTD Consumer Discretionary 357.00 2.80% 18.06.2014 4825 JT Equity WEATHERNEWS INC Industrials 2398.00 1.67% 27.11.2013 7952 JT Equity KAWAI MUSICAL INSTRUMENTS MF Consumer Discretionary 174.00 2.30% 27.03.2015 2290 JT Equity YONEKYU CORP Consumer Staples 881.00 2.04% 25.02.2015 At The Money Implied Volatilities by Terms Option Implied Volatility Skew Parameters by Terms: IVt = atx + btx2 + ct TOPIX1000Index-TPX1000 Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |