S&P 500 Index

15.05.
2013
Option Implied Volatility Skew Parameters by Terms:

2
IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
S&P 500 Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend
Yield
Next ExDividend
Date
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
MMM UN Equity
3M CO
Industrials
110.88
2.33%
21.08.2013
13.64
13.82
14.23
15.22
16.69
17.68
-0.232 -0.335 -0.325 -0.215 -0.189 -0.177
0.026
0.013
0.008
0.006
0.003
0.002
ABT UN Equity
ABBOTT LABORATORIES
Health Care
37.44
1.71%
10.07.2013
15.87
16.39
16.65
16.94
17.60
18.89
-0.385 -0.303 -0.247 -0.186 -0.155 -0.140
0.016
0.012
0.009
0.006
0.003
0.002
ABBV UN Equity
ABBVIE INC
Health Care
45.89
3.55%
10.07.2013
22.97
23.78
25.03
24.33
23.97
24.53
-0.018 -0.024 -0.058 -0.052 -0.052 -0.062
0.002
0.003
0.004
0.003
0.001
0.001
ANF UN Equity
ABERCROMBIE & FITCH CO-CL A
Consumer Discretionary
53.92
1.48%
30.05.2013
47.96
41.98
41.20
39.67
37.36
37.01
-0.265 -0.246 -0.209 -0.165 -0.133 -0.125
0.005
0.004
0.003
0.002
0.001
0.001
ACN UN Equity
ACCENTURE PLC-CL A
Information Technology
80.52
2.36%
09.10.2013
17.52
18.95
19.62
19.54
20.82
22.34
-0.345 -0.302 -0.278 -0.240 -0.209 -0.183
0.010
0.009
0.007
0.005
0.002
0.002
ACE UN Equity
ACE LTD
Financials
92.15
2.17%
26.07.2013
13.47
14.31
14.97
16.68
-0.331 -0.339 -0.322 -0.267
0.008
0.010
0.010
0.005
ACT UN Equity
ACTAVIS INC
Health Care
33.99
30.71
28.60
26.27
24.54
24.27
-0.091 -0.006 0.001 -0.134 -0.114 -0.112
0.001
0.004
0.004 -0.002 0.004
0.003
27.77
25.96
25.31
25.23
25.87
26.97
-0.281 -0.238 -0.206 -0.167 -0.148 -0.130
0.011
0.009
0.006
0.003
0.002
0.001
25.53
25.64
26.71
28.73
28.93
29.00
-0.229 -0.192 -0.170 -0.143 -0.110 -0.092
0.013
0.011
0.008
0.003
0.001
0.001
60.51
61.38
59.93
56.08
53.74
52.89
-0.098 -0.034 -0.035 -0.087 -0.119 -0.108
0.007
0.005
0.004
0.002
0.002
0.001
-0.105 -0.177 -0.209 -0.214
0.002
0.003
0.004
0.005
124.30
ADBE UW Equity ADOBE SYSTEMS INC
44.68
ADT UN Equity
ADT CORP/THE
Industrials
42.40
AMD UN Equity
ADVANCED MICRO DEVICES
4.40
AES UN Equity
AES CORP
Utilities
13.19
2.35%
26.07.2013
22.69
23.33
23.46
22.88
AET UN Equity
AETNA INC
Health Care
59.78
1.41%
09.07.2013
21.20
20.96
21.50
23.28
25.04
25.86
-0.347 -0.261 -0.208 -0.151 -0.116 -0.103
0.013
0.010
0.007
0.003
0.002
0.001
AFL UN Equity
AFLAC INC
Financials
54.65
3.31%
12.08.2013
20.44
20.88
21.17
21.34
22.14
23.06
-0.492 -0.391 -0.330 -0.240 -0.184 -0.157
0.014
0.011
0.009
0.005
0.003
0.002
A UN Equity
AGILENT TECHNOLOGIES INC
Health Care
45.95
1.04%
28.06.2013
29.61
28.76
28.17
27.39
27.63
28.62
-0.307 -0.277 -0.246 -0.185 -0.119 -0.112
0.013
0.009
0.007
0.004
0.003
0.002
GAS UN Equity
AGL RESOURCES INC
Utilities
43.50
4.37%
21.08.2013
13.27
13.16
13.05
-0.093 -0.093 -0.093
0.001
0.001
0.001
APD UN Equity
AIR PRODUCTS & CHEMICALS INC
Materials
91.34
3.15%
27.06.2013
16.09
16.31
16.56
17.28
-0.269 -0.282 -0.278 -0.228
0.006
0.007
0.006
0.003
ARG UN Equity
AIRGAS INC
1.97%
13.09.2013
18.51
18.32
18.75
19.85
-0.396 -0.419 -0.369 -0.245
0.011
0.012
0.009
0.004
26.25
35.51
38.76
38.44
35.38
35.54
-0.171 -0.136 -0.124 -0.120 -0.120 -0.112
0.012
0.005
0.002
0.001
0.001
0.000
1.41%
31.07.2013
22.27
24.70
25.55
26.24
28.27
29.68
0.063 -0.093 -0.121 -0.100 -0.077 -0.059
0.010
0.011
0.009
0.004
0.002
0.002
28.75
30.41
31.16
31.40
31.51
32.84
-0.253 -0.216 -0.189 -0.146 -0.161 -0.148
0.011
0.006
0.004
0.001
0.002
0.001
Materials
99.34
AKAM UW Equity AKAMAI TECHNOLOGIES INC
48.37
AA UN Equity
ALCOA INC
Materials
8.54
ALXN UW Equity
ALEXION PHARMACEUTICALS INC
Health Care
ATI UN Equity
ALLEGHENY TECHNOLOGIES INC
Materials
AGN UN Equity
ALLERGAN INC
Health Care
ALL UN Equity
ALLSTATE CORP
ALTR UW Equity
MO UN Equity
1.18%
29.07.2013
105.37
28.85
2.50%
20.09.2013
34.40
34.29
34.97
36.67
38.38
39.68
-0.207 -0.176 -0.160 -0.143 -0.121 -0.110
0.011
0.008
0.005
0.002
0.001
0.001
103.84
0.24%
14.08.2013
21.16
21.54
21.97
23.60
25.19
24.95
-0.313 -0.228 -0.186 -0.167 -0.148 -0.137
0.014
0.014
0.010
0.003
0.002
0.001
Financials
50.41
2.04%
29.05.2013
15.43
15.16
15.85
17.86
19.30
19.94
-0.390 -0.395 -0.344 -0.235 -0.189 -0.167
0.015
0.015
0.012
0.005
0.003
0.002
ALTERA CORP
33.24
1.56%
09.08.2013
24.40
26.38
27.50
28.82
29.75
30.83
-0.221 -0.195 -0.178 -0.150 -0.134 -0.112
0.008
0.006
0.004
0.003
0.001
0.001
ALTRIA GROUP INC
Consumer Staples
37.40
4.95%
14.06.2013
13.56
13.98
14.40
15.29
16.39
17.54
-0.368 -0.289 -0.238 -0.174 -0.106 -0.084
0.013
0.012
0.010
0.006
0.006
0.004
23.68
23.91
25.43
28.78
30.69
31.74
-0.274 -0.214 -0.175 -0.144 -0.121 -0.101
0.015
0.010
0.006
0.003
0.001
0.001
0.000 -0.106 -0.152 -0.192
0.000
0.004
0.006
0.006
AMZN UW Equity AMAZON.COM INC
268.44
AEE UN Equity
AMEREN CORPORATION
Utilities
36.22
4.42%
09.09.2013
12.97
13.36
13.68
14.07
AEP UN Equity
AMERICAN ELECTRIC POWER
Utilities
49.25
4.04%
07.08.2013
12.82
12.99
13.00
13.07
14.31
15.08
-0.188 -0.233 -0.244 -0.222 -0.173 -0.155
0.003
0.007
0.008
0.007
0.003
0.002
AXP UN Equity
AMERICAN EXPRESS CO
Financials
72.80
1.29%
02.10.2013
16.60
17.49
17.90
18.69
20.54
21.44
-0.428 -0.363 -0.305 -0.221 -0.172 -0.148
0.014
0.010
0.008
0.005
0.003
0.002
AIG UN Equity
AMERICAN INTERNATIONAL GROUP
Financials
46.01
0.43%
09.09.2013
25.30
25.35
26.57
27.70
29.11
30.28
-0.256 -0.191 -0.182 -0.131 -0.105 -0.093
0.013
0.010
0.008
0.003
0.001
0.001
AMT UN Equity
AMERICAN TOWER CORP
Financials
83.89
1.32%
27.06.2013
15.47
16.53
17.36
18.50
19.61
20.62
-0.425 -0.366 -0.314 -0.233 -0.156 -0.129
0.012
0.012
0.009
0.005
0.004
0.002
AMP UN Equity
AMERIPRISE FINANCIAL INC
Financials
80.92
2.61%
01.08.2013
19.63
21.07
21.80
22.26
-0.252 -0.282 -0.294 -0.284
0.006
0.005
0.004
0.004
ABC UN Equity
AMERISOURCEBERGEN CORP
Health Care
55.00
1.64%
16.08.2013
17.31
18.66
19.27
19.66
-0.101 -0.143 -0.153 -0.145
0.002
0.009
0.009
0.004
AMGN UW Equity AMGEN INC
Health Care
108.34
1.44%
16.08.2013
23.56
23.59
23.94
24.72
25.82
26.99
-0.163 -0.148 -0.138 -0.124 -0.112 -0.106
0.014
0.010
0.007
0.003
0.002
0.001
APH UN Equity
AMPHENOL CORP-CL A
80.87
0.54%
09.09.2013
15.55
20.03
21.04
-0.322 -0.279 -0.249
0.009
0.008
0.007
APC UN Equity
ANADARKO PETROLEUM CORP
Energy
87.17
0.50%
09.09.2013
27.82
28.84
29.06
28.07
27.77
28.27
-0.107 -0.099 -0.103 -0.138 -0.140 -0.132
0.014
0.008
0.005
0.002
0.001
0.001
ADI UW Equity
ANALOG DEVICES INC
46.51
2.97%
29.05.2013
21.17
21.25
21.37
21.69
22.00
22.53
-0.291 -0.251 -0.225 -0.186 -0.149 -0.128
0.008
0.007
0.006
0.004
0.002
0.002
AON UN Equity
AON PLC
Financials
66.17
1.06%
30.07.2013
14.54
14.35
14.79
-0.214 -0.310 -0.316
0.004
0.009
0.008
APA UN Equity
APACHE CORP
Energy
81.10
1.00%
18.07.2013
22.72
23.23
23.65
24.40
0.009
0.006
0.003
0.003
0.002
AIV UN Equity
APARTMENT INVT & MGMT CO -A
3.13%
14.08.2013
21.23
20.18
19.63
19.47
41.50
44.63
45.77
Financials
32.59
APOL UW Equity APOLLO GROUP INC-CL A
20.52
AAPL UW Equity
APPLE INC
25.63
26.70
-0.281 -0.222 -0.194 -0.167 -0.131 -0.113
0.012
0.000 -0.028 -0.064 -0.133
0.000 -0.001 -0.001 0.003
44.86
45.33
44.70
-0.199 -0.166 -0.147 -0.122 -0.101 -0.099
0.008
0.005
0.003
0.002
0.001
0.001
434.09
2.81%
08.08.2013
25.66
24.88
26.81
25.80
26.67
27.69
-0.105 -0.094 -0.084 -0.056 -0.029 -0.014
0.011
0.007
0.004
0.002
0.001
0.000
AMAT UW Equity APPLIED MATERIALS INC
14.94
2.68%
26.08.2013
25.40
24.42
24.50
24.49
24.91
25.41
-0.295 -0.237 -0.193 -0.151 -0.129 -0.112
0.013
0.008
0.005
0.003
0.002
0.001
ADM UN Equity
ARCHER-DANIELS-MIDLAND CO
Consumer Staples
34.68
1.67%
13.08.2013
20.06
21.50
22.28
23.08
23.62
24.58
-0.266 -0.216 -0.182 -0.147 -0.122 -0.106
0.021
0.013
0.007
0.004
0.002
0.001
AIZ UN Equity
ASSURANT INC
Financials
49.22
2.03%
29.08.2013
19.12
20.68
21.69
23.26
-0.123 -0.202 -0.228 -0.201
0.003
0.005
0.005
0.004
T UN Equity
AT&T INC
Telecommunication Services 37.57
4.84%
10.07.2013
13.82
14.02
15.03
15.21
16.88
18.12
-0.414 -0.270 -0.215 -0.132 -0.104 -0.095
0.017
0.014
0.011
0.007
0.004
0.002
34.54
31.98
31.10
31.23
31.75
32.30
-0.328 -0.273 -0.226 -0.159 -0.135 -0.125
0.011
0.007
0.004
0.002
0.001
0.001
2.53%
11.09.2013
13.20
13.69
14.18
14.78
15.42
16.18
-0.245 -0.306 -0.319 -0.240 -0.192 -0.167
0.006
0.008
0.008
0.006
0.003
0.002
-0.212 -0.244 -0.215
0.006
0.009
0.007
-0.330 -0.263 -0.219 -0.171 -0.141 -0.128
0.012
0.008
0.006
0.003
0.002
0.002
ADSK UW Equity AUTODESK INC
39.49
ADP UW Equity
AUTOMATIC DATA PROCESSING
71.47
AN UN Equity
AUTONATION INC
46.26
22.64
24.11
24.78
AZO UN Equity
AUTOZONE INC
418.93
24.17
22.28
21.25
AVB UN Equity
AVALONBAY COMMUNITIES INC
Financials
135.95
3.21%
26.06.2013
14.78
14.65
15.18
-0.353 -0.343 -0.317
0.007
0.009
0.008
AVY UN Equity
AVERY DENNISON CORP
Industrials
43.90
2.64%
03.09.2013
19.09
18.61
18.98
-0.110 -0.093 -0.109
0.001
0.001
0.002
AVP UN Equity
AVON PRODUCTS INC
Consumer Staples
23.65
1.01%
15.08.2013
23.32
24.56
26.22
28.80
29.25
29.10
-0.152 -0.241 -0.255 -0.221 -0.188 -0.171
0.003
0.005
0.004
0.002
0.001
0.001
BHI UN Equity
BAKER HUGHES INC
Energy
45.63
1.49%
08.08.2013
24.96
26.40
27.02
27.48
28.21
28.77
-0.449 -0.345 -0.283 -0.215 -0.170 -0.147
0.012
0.009
0.006
0.003
0.002
0.001
BLL UN Equity
BALL CORP
Materials
45.52
1.19%
30.08.2013
15.62
16.40
16.93
17.61
-0.241 -0.274 -0.270 -0.200
0.006
0.008
0.008
0.006
BAC UN Equity
BANK OF AMERICA CORP
Financials
13.41
0.30%
04.09.2013
25.56
27.24
27.02
26.96
28.21
29.20
-0.316 -0.225 -0.197 -0.150 -0.111 -0.089
0.015
0.011
0.007
0.003
0.002
0.001
BK UN Equity
BANK OF NEW YORK MELLON CORP
Financials
30.08
2.06%
25.07.2013
17.85
19.12
19.86
20.67
22.62
23.63
-0.496 -0.419 -0.358 -0.249 -0.180 -0.163
0.018
0.013
0.009
0.005
0.002
0.001
BAX UN Equity
BAXTER INTERNATIONAL INC
Health Care
70.42
2.83%
04.09.2013
16.34
17.90
18.86
19.87
20.62
21.19
-0.186 -0.174 -0.168 -0.142 -0.115 -0.104
0.008
0.005
0.004
0.003
0.002
0.001
BBT UN Equity
BB&T CORP
Financials
32.43
3.02%
07.08.2013
15.28
16.04
16.67
17.96
19.78
19.98
-0.480 -0.411 -0.352 -0.241 -0.219 -0.173
0.018
0.011
0.008
0.004
0.001
0.001
BEAM UN Equity
BEAM INC
Consumer Staples
68.88
1.38%
05.08.2013
19.74
20.33
20.64
20.87
-0.129 -0.189 -0.209 -0.178
0.006
0.007
0.007
0.004
BDX UN Equity
BECTON DICKINSON AND CO
Health Care
101.54
2.02%
07.06.2013
15.40
16.42
16.84
16.59
-0.227 -0.245 -0.248 -0.211
0.006
0.005
0.005
0.004
20.59
23.50
24.70
24.69
25.06
25.02
-0.341 -0.249 -0.200 -0.152 -0.136 -0.119
0.012
0.008
0.006
0.003
0.002
0.001
2.59%
16.08.2013
14.08
14.61
15.33
0.000
0.000
0.000
0.000
14.07
14.56
14.88
15.40
16.35
17.50
-0.365 -0.300 -0.260 -0.228 -0.221 -0.186
0.020
0.015
0.012
0.007
0.004
0.002
60.48
56.72
54.32
49.39
43.02
40.84
-0.222 -0.150 -0.157 -0.188 -0.195 -0.176
0.006
0.003
0.002
0.001
0.001
0.001
32.41
32.00
32.10
32.55
32.94
33.53
-0.261 -0.201 -0.171 -0.149 -0.127 -0.109
0.013
0.008
0.005
0.002
0.001
0.001
20.27
21.48
21.80
21.70
22.22
22.93
-0.403 -0.289 -0.253 -0.233 -0.175 -0.150
0.013
0.008
0.005
0.002
0.001
0.001
5.90
6.01
5.95
5.94
4.18
3.58
0.100 -0.235 -0.342 -0.155 -0.253 -0.181
0.000
0.007
0.008
0.008
0.007
0.004
19.23
19.63
20.78
21.27
21.82
23.02
-0.412 -0.355 -0.279 -0.193 -0.160 -0.135
0.017
0.011
0.007
0.004
0.002
0.001
21.17
22.23
23.32
-0.264 -0.283 -0.266
0.007
0.006
0.005
14.27
14.40
15.21
17.10
-0.205 -0.244 -0.242 -0.195
0.004
0.006
0.006
0.005
BBBY UW Equity BED BATH & BEYOND INC
BMS UN Equity
BEMIS COMPANY
68.32
Materials
40.57
BRK/B UN Equity BERKSHIRE HATHAWAY INC-CL B
Financials
112.46
BBY UN Equity
BEST BUY CO INC
BIIB UW Equity
BIOGEN IDEC INC
Health Care
228.38
BLK UN Equity
BLACKROCK INC
Financials
284.85
BMC UW Equity
BMC SOFTWARE INC
45.37
BA UN Equity
BOEING CO/THE
Industrials
96.76
BWA UN Equity
BORGWARNER INC
83.35
BXP UN Equity
BOSTON PROPERTIES INC
Financials
BSX UN Equity
BOSTON SCIENTIFIC CORP
Health Care
8.97
BMY UN Equity
BRISTOL-MYERS SQUIBB CO
26.23
110.39
2.71%
2.42%
2.08%
26.06.2013
07.06.2013
14.08.2013
2.45%
26.06.2013
20.69
20.02
20.03
0.004 -0.034
28.91
29.26
29.39
29.32
30.36
31.80
-0.057 -0.066 -0.078 -0.117 -0.082 -0.085
0.002
0.009
0.010
0.005
0.002
0.001
Health Care
44.19
3.21%
03.07.2013
19.16
18.56
18.30
18.41
19.36
20.75
-0.361 -0.305 -0.262 -0.196 -0.147 -0.131
0.017
0.012
0.009
0.006
0.004
0.002
BRCM UW Equity BROADCOM CORP-CL A
36.67
1.20%
28.08.2013
22.05
24.67
26.00
26.96
26.96
27.83
-0.342 -0.259 -0.216 -0.171 -0.132 -0.113
0.011
0.007
0.005
0.003
0.002
0.001
BF/B UN Equity
BROWN-FORMAN CORP-CLASS B
Consumer Staples
72.51
1.48%
06.06.2013
16.54
16.50
16.48
16.58
-0.186 -0.197 -0.194 -0.156
0.005
0.005
0.004
0.002
CA UW Equity
CA INC
27.44
3.64%
16.08.2013
18.10
19.82
20.61
21.23
21.15
23.03
-0.180 -0.217 -0.217 -0.150 -0.127 -0.111
0.006
0.006
0.005
0.003
0.002
0.002
CVC UN Equity
CABLEVISION SYSTEMS-NY GRP-A
15.55
3.86%
22.08.2013
30.10
32.08
32.97
33.30
33.78
34.43
0.219
0.066 -0.033 -0.060 -0.085
0.007
0.006
0.005
0.004
0.000
0.000
COG UN Equity
CABOT OIL & GAS CORP
Energy
67.78
0.09%
12.08.2013
32.07
32.30
33.50
35.87
35.70
34.81
-0.231 -0.211 -0.200 -0.184 -0.152 -0.136
0.008
0.006
0.004
0.002
0.001
0.001
CAM UN Equity
CAMERON INTERNATIONAL CORP
Energy
63.16
27.52
28.71
29.53
30.86
31.31
31.83
-0.293 -0.272 -0.252 -0.201 -0.167 -0.143
0.007
0.005
0.003
0.002
0.001
0.001
CPB UN Equity
CAMPBELL SOUP CO
Consumer Staples
47.95
2.50%
11.07.2013
17.57
16.64
16.09
15.76
16.38
16.62
-0.224 -0.249 -0.235 -0.182 -0.084 -0.064
0.005
0.008
0.008
0.005
0.003
0.002
COF UN Equity
CAPITAL ONE FINANCIAL CORP
Financials
59.69
2.01%
08.08.2013
20.48
23.07
23.08
23.55
25.74
26.43
-0.418 -0.322 -0.259 -0.194 -0.143 -0.121
0.014
0.009
0.007
0.003
0.002
0.001
CAH UN Equity
CARDINAL HEALTH INC
Health Care
46.56
2.72%
25.09.2013
15.02
16.92
17.81
18.01
19.70
19.90
-0.191 -0.201 -0.202 -0.195 -0.146 -0.134
0.004
0.006
0.006
0.004
0.003
0.002
CFN UN Equity
CAREFUSION CORP
Health Care
33.73
19.87
20.35
20.71
21.26
-0.196 -0.254 -0.270 -0.222
0.004
0.006
0.006
0.004
KMX UN Equity
CARMAX INC
48.23
30.57
28.37
27.41
-0.282 -0.262 -0.238
0.011
0.008
0.005
CCL UN Equity
CARNIVAL CORP
35.18
2.98%
21.08.2013
23.03
22.25
22.38
23.40
24.80
26.03
-0.204 -0.243 -0.234 -0.185 -0.148 -0.132
0.005
0.008
0.007
0.004
0.002
0.001
CAT UN Equity
CATERPILLAR INC
Industrials
86.79
2.42%
18.07.2013
20.53
20.40
22.03
22.39
24.03
25.04
-0.225 -0.181 -0.192 -0.156 -0.114 -0.098
0.018
0.011
0.007
0.004
0.002
0.001
CBG UN Equity
CBRE GROUP INC - A
Financials
24.83
26.09
27.52
28.47
30.26
30.68
30.92
-0.231 -0.260 -0.263 -0.226 -0.159 -0.141
0.006
0.005
0.004
0.002
0.001
0.001
CBS UN Equity
CBS CORP-CLASS B NON VOTING
50.03
27.72
27.70
27.85
28.81
27.63
28.59
-0.228 -0.174 -0.147 -0.129 -0.121 -0.108
0.011
0.007
0.005
0.002
0.001
0.001
29.38
29.71
30.05
30.91
32.84
34.42
-0.147 -0.153 -0.142 -0.118 -0.120 -0.116
0.015
0.009
0.006
0.003
0.002
0.001
1.08%
11.06.2013
130.20
0.125
CELG UW Equity CELGENE CORP
Health Care
CNP UN Equity
CENTERPOINT ENERGY INC
Utilities
24.19
3.46%
16.08.2013
19.19
19.05
19.09
19.52
19.79
20.43
-0.050 -0.165 -0.182 -0.090 -0.068 -0.075
0.001
0.006
0.007
0.004
0.002
0.002
CTL UN Equity
CENTURYLINK INC
5.68%
07.06.2013
16.83
16.79
17.23
18.19
19.05
19.45
-0.250 -0.315 -0.278 -0.175 -0.129 -0.111
0.007
0.011
0.010
0.006
0.004
0.003
23.98
26.09
27.12
27.62
28.47
29.10
-0.324 -0.240 -0.197 -0.179 -0.139 -0.120
0.013
0.007
0.004
0.002
0.002
0.001
CERN UW Equity CERNER CORP
Health Care
CF UN Equity
Materials
190.93
0.63%
15.08.2013
26.17
26.92
27.36
28.01
29.12
29.94
-0.228 -0.191 -0.165 -0.146 -0.113 -0.100
0.009
0.006
0.004
0.002
0.001
0.001
CHRW UW Equity C.H. ROBINSON WORLDWIDE INC
Industrials
57.43
2.44%
04.09.2013
20.95
23.29
24.32
24.29
24.20
24.65
-0.232 -0.215 -0.201 -0.152 -0.141 -0.128
0.008
0.006
0.004
0.003
0.002
0.001
SCHW UN Equity SCHWAB (CHARLES) CORP
Financials
18.60
1.29%
14.08.2013
23.28
23.97
24.34
24.79
24.04
24.64
-0.135 -0.180 -0.197 -0.186 -0.119 -0.124
0.003
0.003
0.003
0.001
0.002
0.001
CHK UN Equity
CHESAPEAKE ENERGY CORP
Energy
20.60
1.94%
11.07.2013
30.51
30.83
31.54
33.40
35.42
36.14
-0.193 -0.193 -0.193 -0.179 -0.146 -0.129
0.016
0.010
0.007
0.004
0.002
0.002
CVX UN Equity
CHEVRON CORP
Energy
122.89
3.22%
16.08.2013
13.39
14.48
14.75
15.42
17.20
18.19
-0.401 -0.354 -0.280 -0.214 -0.196 -0.173
0.015
0.013
0.011
0.007
0.004
0.002
CMG UN Equity
CHIPOTLE MEXICAN GRILL INC
375.92
24.21
26.53
27.81
29.20
29.81
30.58
-0.296 -0.236 -0.201 -0.166 -0.139 -0.126
0.010
0.006
0.004
0.002
0.001
0.001
CB UN Equity
CHUBB CORP
Financials
90.20
2.00%
19.06.2013
12.57
12.81
13.50
15.19
-0.475 -0.361 -0.298 -0.232
0.016
0.012
0.009
0.005
CI UN Equity
CIGNA CORP
Health Care
67.84
0.09%
07.03.2014
20.65
20.71
21.16
22.38
0.001
0.000
CINF UW Equity
CINCINNATI FINANCIAL CORP
CF INDUSTRIES HOLDINGS INC
95.86
23.85
24.74
-0.223 -0.232 -0.209 -0.141 -0.112 -0.094
0.013
0.008
0.005
0.002
Financials
50.23
3.27%
16.09.2013
12.76
13.79
14.51
15.72
0.000 -0.123 -0.167 -0.188
0.000
0.006
0.007
0.006
CTAS UW Equity CINTAS CORP
Industrials
45.37
1.79%
05.11.2013
15.00
17.11
18.00
17.73
19.03
19.22
-0.162 -0.293 -0.313 -0.205 -0.127 -0.108
0.002
0.008
0.009
0.006
0.004
0.003
CSCO UW Equity CISCO SYSTEMS INC
21.25
3.62%
02.07.2013
25.88
23.19
24.57
22.70
23.77
24.85
-0.225 -0.243 -0.194 -0.160 -0.123 -0.103
0.011
0.008
0.005
0.004
0.003
0.002
C UN Equity
Financials
50.70
0.45%
08.08.2013
23.37
25.19
25.23
25.20
26.62
27.79
-0.402 -0.313 -0.257 -0.197 -0.140 -0.127
0.013
0.009
0.005
0.003
0.002
0.002
CTXS UW Equity CITRIX SYSTEMS INC
65.50
27.20
29.14
30.12
30.84
30.09
30.97
-0.057 -0.107 -0.132 -0.148 -0.115 -0.107
0.005
0.003
0.002
0.001
0.000
0.000
CLF UN Equity
CLIFFS NATURAL RESOURCES INC
Materials
21.54
2.79%
15.08.2013
54.90
55.02
55.06
54.77
53.01
51.70
-0.178 -0.167 -0.150 -0.132 -0.107 -0.091
0.007
0.004
0.003
0.002
0.001
0.001
CLX UN Equity
CLOROX COMPANY
Consumer Staples
88.08
3.22%
21.10.2013
13.19
13.44
13.65
14.16
15.18
15.57
-0.253 -0.335 -0.310 -0.221 -0.163 -0.137
0.005
0.010
0.009
0.005
0.003
0.002
CME UW Equity
CME GROUP INC
Financials
63.49
2.84%
07.06.2013
16.34
16.67
17.15
18.47
19.77
20.34
-0.309 -0.284 -0.263 -0.216 -0.149 -0.133
0.009
0.008
0.007
0.005
0.003
0.002
CMS UN Equity
CMS ENERGY CORP
Utilities
28.94
3.70%
31.07.2013
16.10
16.04
15.99
15.64
-0.162 -0.162 -0.161 -0.166
0.002
0.002
0.002
0.005
COH UN Equity
COACH INC
58.83
2.29%
06.06.2013
23.07
27.05
28.78
29.19
28.54
29.12
-0.200 -0.199 -0.189 -0.137 -0.123 -0.103
0.012
0.006
0.003
0.001
0.001
0.001
KO UN Equity
COCA-COLA CO/THE
Consumer Staples
42.76
2.67%
11.09.2013
13.83
14.89
15.03
15.44
16.60
18.01
-0.420 -0.318 -0.239 -0.172 -0.129 -0.109
0.017
0.011
0.009
0.005
0.003
0.002
CCE UN Equity
COCA-COLA ENTERPRISES
Consumer Staples
38.55
2.15%
04.09.2013
16.63
17.62
18.25
18.86
19.46
20.37
-0.195 -0.263 -0.273 -0.193 -0.155 -0.121
0.004
0.008
0.008
0.004
0.002
0.002
CTSH UW Equity COGNIZANT TECH SOLUTIONS-A
62.73
32.74
31.96
32.29
33.47
33.69
33.84
-0.225 -0.177 -0.147 -0.125 -0.126 -0.108
0.008
0.007
0.005
0.002
0.001
0.001
CL UN Equity
Consumer Staples
CITIGROUP INC
COLGATE-PALMOLIVE CO
124.09
2.25%
26.07.2013
14.14
15.16
15.49
15.42
16.63
17.48
-0.645 -0.486 -0.381 -0.266 -0.196 -0.160
0.020
0.015
0.011
0.007
0.003
0.002
CMCSA UW EquityCOMCAST CORP-CLASS A
43.17
1.92%
01.07.2013
17.03
17.36
18.35
20.38
22.06
23.52
-0.378 -0.299 -0.242 -0.173 -0.133 -0.105
0.016
0.011
0.008
0.004
0.002
0.001
CMA UN Equity
COMERICA INC
Financials
39.17
1.86%
11.09.2013
18.29
20.68
21.38
21.89
23.62
24.44
-0.441 -0.332 -0.280 -0.231 -0.195 -0.175
0.015
0.010
0.007
0.004
0.002
0.001
CSC UN Equity
COMPUTER SCIENCES CORP
46.48
1.72%
12.06.2013
37.88
35.65
34.21
32.30
30.38
30.18
-0.255 -0.249 -0.241 -0.196 -0.173 -0.139
0.007
0.004
0.003
0.002
0.001
0.001
CAG UN Equity
CONAGRA FOODS INC
Consumer Staples
35.97
2.95%
31.07.2013
14.72
15.13
15.35
15.63
15.68
15.84
-0.249 -0.268 -0.266 -0.224 -0.185 -0.146
0.006
0.008
0.008
0.006
0.003
0.002
COP UN Equity
CONOCOPHILLIPS
Energy
62.21
4.29%
25.07.2013
15.99
15.86
16.08
16.94
18.53
19.23
-0.441 -0.310 -0.242 -0.184 -0.158 -0.133
0.015
0.013
0.011
0.006
0.003
0.002
CNX UN Equity
CONSOL ENERGY INC
Energy
33.77
1.48%
07.08.2013
34.13
34.33
34.72
35.59
37.04
38.36
-0.316 -0.290 -0.251 -0.177 -0.139 -0.124
0.012
0.007
0.005
0.002
0.001
0.001
ED UN Equity
CONSOLIDATED EDISON INC
Utilities
60.71
4.05%
12.08.2013
11.57
11.98
12.13
12.40
13.25
13.78
-0.106 -0.141 -0.162 -0.198 -0.149 -0.125
0.001
0.002
0.003
0.006
0.003
0.002
STZ UN Equity
CONSTELLATION BRANDS INC-A
Consumer Staples
50.33
24.29
25.27
25.74
25.85
26.30
27.53
-0.088 -0.216 -0.228 -0.174 -0.147 -0.144
0.006
0.007
0.005
0.002
0.001
0.000
20.98
16.36
20.81
15.75
23.59
15.73
24.15
16.47
24.94
17.80
25.74
19.02
-0.128 -0.120 -0.145 -0.118 -0.093 -0.086

-0.381 -0.330 -0.269 -0.189 -0.158 -0.135
0.007
0.014
0.008
0.011
0.006
0.009
0.003
0.006
0.002
0.003
0.002
0.002
GLW UN Equity
CORNING INC
COST UW Equity COSTCO WHOLESALE CORP
Consumer Staples
15.68
112.41
2.61%
1.14%
30.08.2013
07.08.2013
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
15.05.2013

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CR BARD INC
CROWN CASTLE INTL CORP
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CUMMINS INC
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DANAHER CORP
DARDEN RESTAURANTS INC
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DIRECTV
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DR PEPPER SNAPPLE GROUP INC
DTE ENERGY COMPANY
DUKE ENERGY CORP
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ELECTRONIC ARTS INC
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EMC CORP/MA
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FEDEX CORP
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FIRST SOLAR INC
FIRSTENERGY CORP
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FLOWSERVE CORP
FLUOR CORP
FMC CORP
FMC TECHNOLOGIES INC
FORD MOTOR CO
FOREST LABORATORIES INC
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GAMESTOP CORP-CLASS A
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GAP INC/THE
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GENERAL DYNAMICS CORP
GENERAL ELECTRIC CO
GENERAL MILLS INC
GENUINE PARTS CO
GENWORTH FINANCIAL INC-CL A
GILEAD SCIENCES INC
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H&R BLOCK INC
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GICS_SECTOR_NAME
ATM Ref
Health Care
66.10
Health Care
106.73
Industrials
25.92
Industrials
114.34
Consumer Staples
59.95
Industrials
61.88
53.88
Health Care
129.90
Consumer Staples
19.98
Industrials
89.09
13.48
46.40
Energy
18.16
Health Care
42.79
Energy
58.55
Energy
69.75
64.61
Financials
47.29
78.99
52.98
49.54
Utilities
60.50
Industrials
75.62
Materials
35.40
27.39
Consumer Staples
49.77
Utilities
71.08
Utilities
71.85
Industrials
96.76
Financials
11.32
Materials
69.88
Industrials
64.91
56.42
Materials
88.21
Utilities
49.35
Health Care
71.91
Materials
55.28
22.68
Health Care
56.67
22.88
Industrials
58.54
Energy
61.03
Utilities
69.31
Energy
135.10
Energy
76.95
Industrials
63.66
Financials
59.13
Consumer Staples
71.94
Utilities
35.20
60.93
Industrials
38.70
Health Care
61.01
Energy
90.84
78.33
65.05
Industrials
51.90
Industrials
100.80
44.00
Financials
18.00
Financials
11.35
51.06
Utilities
42.90
89.78
24.75
Industrials
164.31
Industrials
62.09
Materials
62.74
Energy
56.04
14.70
Health Care
38.85
109.39
Financials
166.14
Materials
31.60
38.88
21.88
41.13
35.23
Industrials
76.01
Industrials
23.09
Consumer Staples
50.64
79.16
Financials
11.01
Health Care
56.93
Financials
155.00
13.16
908.36
28.55
Energy
43.51
58.56
50.22
49.49
Financials
30.50
47.64
Financials
53.67
Financials
76.30
Energy
61.85
Consumer Staples
89.74
Energy
71.82
21.03
Consumer Staples
72.43
78.04
Industrials
78.92
Consumer Staples
42.90
Health Care
34.23
Financials
18.55
Financials
8.62
Health Care
79.08
Financials
7.75
Industrials
69.75
Industrials
57.13
Utilities
60.96
24.07
Financials
176.81
202.87
Materials
81.47
18.00
Materials
48.66
14.87
59.57
Health Care
485.41
Financials
34.15
Industrials
39.19
19.61
Industrials
51.79
Dividend
Yield
Next ExDividend
Date
1.71%
0.79%
01.08.2013
18.07.2013
2.31%
2.36%
1.60%
0.19%
4.16%
30.08.2013
14.08.2013
25.07.2013
02.10.2013
10.07.2013
2.33%
0.59%
1.51%
28.06.2013
27.06.2013
12.06.2013
0.60%
1.50%
0.72%
26.06.2013
13.09.2013
01.08.2013
1.78%
02.07.2013
3.78%
1.99%
3.87%
0.27%
3.11%
3.69%
4.34%
1.68%
28.08.2013
28.08.2013
30.09.2013
10.02.2014
20.06.2013
12.09.2013
14.08.2013
28.08.2013
1.83%
2.71%
12.09.2013
08.08.2013
1.13%
2.85%
20.09.2013
26.09.2013
2.50%
15.08.2013
3.46%
15.08.2013
3.01%
3.32%
4.79%
0.57%
0.16%
1.43%
3.13%
1.04%
2.64%
0.90%
1.55%
14.08.2013
06.06.2013
06.08.2013
16.10.2013
07.08.2013
30.08.2013
19.06.2013
24.09.2013
16.08.2013
28.08.2013
03.12.2013
2.91%
08.08.2013
1.64%
1.66%
0.63%
2.05%
2.67%
2.03%
12.06.2013
26.07.2013
18.06.2013
13.09.2013
26.06.2013
11.09.2013
5.13%
05.08.2013
1.45%
0.52%
1.10%
0.89%
22.08.2013
28.06.2013
04.09.2013
25.09.2013
2.99%
26.07.2013
0.73%
3.96%
9.25%
2.89%
3.75%
1.51%
5.11%
3.01%
3.55%
3.00%
2.76%
28.06.2013
11.07.2013
09.09.2013
29.05.2013
04.09.2013
05.07.2013
10.06.2014
03.07.2013
20.06.2013
10.10.2013
11.09.2013
1.29%
30.08.2013
2.80%
1.18%
1.50%
1.59%
3.17%
1.77%
3.44%
4.04%
4.15%
0.73%
1.89%
1.39%
2.76%
3.09%
2.06%
2.83%
1.70%
10.06.2013
06.06.2013
27.09.2013
22.08.2013
06.09.2013
31.05.2013
01.08.2013
01.08.2013
02.08.2013
15.08.2013
23.08.2013
20.06.2013
10.06.2013
24.06.2013
28.05.2013
21.08.2013
24.07.2013
2.70%
0.46%
1.37%
2.58%
2.35%
1.66%
4.49%
3.82%
28.06.2013
07.08.2013
25.09.2013
17.09.2013
30.09.2013
13.09.2013
29.05.2013
05.08.2013
1.95%
1.78%
1.78%
2.67%
2.02%
1.14%
06.08.2013
16.09.2013
18.06.2013
15.08.2013
07.06.2013
08.07.2013
2.56%
2.86%
1.22%
22.08.2013
19.06.2013
15.08.2013
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
16.70
16.32
18.44
18.63
23.63
15.91
15.28
21.02
19.51
26.41
22.27
17.78
21.39
28.67
18.70
23.95
19.28
21.20
21.18
21.07
27.74
28.97
12.66
17.93
22.22
30.88
16.04
13.63
12.36
18.87
29.06
26.02
22.14
22.59
15.73
15.49
25.04
17.37
36.38
16.29
21.76
16.46
25.31
15.79
28.84
24.85
16.90
15.82
22.18
16.17
32.79
22.79
20.09
13.17
30.66
23.10
21.62
23.54
15.70
17.11
23.01
56.02
15.26
15.32
20.87
19.20
24.09
19.33
25.24
22.65
20.57
28.43
19.29
30.59
26.02
45.02
35.21
31.09
22.72
18.30
15.66
13.95
15.52
37.74
29.69
21.21
30.67
18.89
35.77
26.14
22.52
24.26
19.27
26.56
19.89
15.36
12.35
29.00
14.86
31.92
40.91
2.58
18.66
14.77
20.01
29.85
20.78
19.04
24.68
18.99
15.28
21.09
13.05
19.17
18.65
15.04
15.17
28.95
25.38
22.82
24.59
26.63
20.87
21.80
29.98
23.25
16.64
15.80
17.66
19.66
24.97
17.01
16.47
20.30
20.48
29.15
21.13
17.91
23.52
30.11
16.59
24.98
20.57
21.48
21.43
21.32
25.58
27.54
12.72
19.00
22.96
32.51
17.23
13.24
12.45
21.13
30.47
27.03
22.12
26.00
15.44
15.22
29.39
17.44
36.14
17.67
22.49
17.73
25.55
15.18
28.34
25.52
18.21
15.70
21.75
16.13
32.80
24.78
19.84
13.38
32.77
25.02
23.15
22.18
17.32
17.87
23.83
54.74
15.02
16.60
22.50
20.05
24.60
19.03
26.03
22.70
22.30
31.41
19.52
31.54
28.30
41.09
39.36
30.04
22.78
19.96
17.57
15.52
16.86
39.86
29.28
22.32
31.58
22.63
34.32
26.15
24.54
23.56
20.13
26.79
20.31
14.55
12.90
29.75
16.23
30.19
37.59
2.83
18.32
16.02
20.26
29.90
21.03
19.04
26.71
19.41
15.99
22.15
13.35
20.60
19.26
17.46
16.52
29.73
25.89
23.63
23.73
30.05
22.01
23.23
28.31
23.90
17.23
15.83
17.96
20.40
25.93
17.56
17.28
20.42
21.19
30.40
20.67
16.89
24.61
30.83
16.53
25.46
21.36
21.75
22.20
21.87
24.68
26.84
12.97
19.76
23.40
33.41
17.95
13.28
12.55
21.94
30.80
27.61
22.45
27.22
15.79
15.30
31.03
17.80
36.01
18.35
22.75
18.19
25.88
15.08
28.42
25.79
18.69
16.13
22.23
16.15
34.46
25.54
22.60
13.54
34.76
25.52
23.92
21.83
17.93
18.50
24.80
55.19
14.98
17.20
23.50
20.98
25.46
19.45
27.01
24.50
22.99
33.26
20.15
31.23
29.53
39.79
39.39
29.48
24.00
20.64
18.27
15.66
17.66
41.06
30.67
22.67
32.40
22.26
33.30
26.71
25.57
24.80
20.71
27.08
20.99
14.81
13.27
30.22
16.80
30.62
36.12
2.67
18.19
16.69
20.11
29.73
21.80
19.04
27.40
19.98
16.63
22.85
13.87
20.43
19.66
17.73
17.04
30.57
26.50
24.91
23.29
30.91
22.25
24.07
27.83
24.55
18.81
20.70
22.04
19.46
21.46
27.56
17.98
18.64
21.59
22.81
29.42
19.39
20.13
22.43
24.26
30.71
20.23
21.40
22.64
31.26
21.04
15.73
25.36
31.05
32.07
23.10
16.51
26.48
33.56
32.50
24.25
16.02
27.59
33.60
25.71
22.45
22.60
24.12
26.21
23.30
22.70
26.02
27.08
24.01
24.31
26.70
25.52
26.77
25.57
26.73
25.78
26.31
20.94
23.92
34.34
18.15
24.79
34.31
25.18
35.07
13.13
21.37
30.86
28.14
23.54
28.07
14.73
16.49
31.94
28.49
25.56
29.85
32.56
29.36
26.75
31.19
30.70
18.68
35.99
19.04
23.14
19.26
26.85
15.97
28.85
25.65
29.72
19.87
35.21
19.94
24.86
20.43
27.71
29.72
20.61
35.30
20.49
26.43
21.62
28.05
28.68
28.49
23.32
16.37
37.72
25.07
23.69
14.02
37.28
25.49
24.65
22.12
23.51
17.17
38.76
24.88
24.51
15.53
38.17
25.79
25.29
22.56
23.81
17.66
39.72
26.08
25.60
16.61
39.06
25.88
25.71
23.05
20.02
26.76
54.77
15.25
17.48
22.41
23.56
52.19
15.96
52.39
16.26
27.03
27.99
28.57
24.70
22.93
36.20
21.65
31.50
29.42
40.37
36.92
29.22
26.96
20.88
18.31
15.22
18.06
42.28
30.88
22.73
34.04
21.54
31.96
27.77
26.17
25.83
23.14
35.86
27.03
23.42
36.23
33.51
28.73
41.09
35.46
28.90
29.08
21.58
20.91
15.90
34.33
27.93
40.98
35.26
29.34
29.90
22.65
21.92
16.81
44.14
30.62
23.30
35.95
21.34
31.44
28.32
26.18
45.97
32.30
24.03
36.28
22.47
31.41
29.04
27.32
28.37
22.43
29.42
22.48
13.79
30.80
16.63
30.38
34.50
1.46
19.19
17.90
18.76
28.71
23.39
16.61
31.91
18.30
32.62
31.24
35.09
1.33
21.41
20.20
30.76
35.66
1.05
22.38
21.42
27.95
24.59
27.88
25.84
26.76
21.47
18.09
23.96
14.40
21.11
20.34
17.05
17.11
32.26
27.41
27.09
23.12
30.55
26.65
24.65
19.07
25.20
27.58
27.17
19.97
25.88
22.02
22.84
17.53
18.28
33.51
28.04
28.46
23.66
30.03
33.39
28.57
29.92
24.18
29.96
24.68
29.26
24.49
30.33
24.53
31.77
21.05
27.96
22.10
-0.125
-0.222
-0.184
-0.224
-0.325
-0.535
-0.305
-0.308
-0.416
-0.173
-0.342
-0.270
-0.219
-0.001
-0.182
-0.165
-0.337
-0.254
-0.438
-0.295
-0.106
-0.226
-0.227
-0.508
-0.443
-0.263
-0.167
-0.202
-0.193
-0.113
-0.206
-0.300
-0.307
-0.289
-0.256
-0.196
0.001
-0.382
-0.270
-0.385
-0.303
-0.495
-0.212
-0.149
-0.241
-0.387
-0.091
-0.221
-0.642
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-0.098
-0.289
-0.563
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-0.113
-0.288
-0.303
-0.340
-0.212
0.000
-0.020
-0.153
-0.300
-0.148
-0.266
-0.298
-0.027
-0.267
-0.309
-0.330
-0.282
-0.461
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0.000
-0.280
-0.098
-0.282
-0.140
-0.433
-0.307
-0.406
-0.199
-0.198
-0.203
-0.272
-0.071
-0.331
-0.355
-0.311
-0.351
-0.265
-0.145
-0.400
-0.229
-0.162
-0.542
-0.268
-0.339
-0.052
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-0.268
-0.306
-0.420
-0.487
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-0.170
0.000
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-0.094
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0.080
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-0.163 -0.162 -0.140

-0.183
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-0.232
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-0.202
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-0.113
-0.132
-0.134
-0.251
-0.153
-0.195
-0.114
-0.165
-0.138
-0.134
-0.104
-0.145
-0.122
-0.120
-0.143 -0.067 -0.069

-0.151 -0.138 -0.127
-0.220
-0.206 -0.153 -0.134
-0.156 -0.083 -0.074
-0.151
-0.205
-0.138
-0.170
-0.216
-0.225
-0.135
-0.155 -0.126
-0.138
-0.170
-0.193
-0.114
-0.130
-0.147
-0.170
-0.097
-0.079
-0.206
-0.138
-0.164
-0.154
-0.231
-0.148
-0.122
-0.209
-0.232
-0.065
-0.157
-0.119
-0.128
-0.118
-0.206
-0.145
-0.072
-0.140
-0.105
-0.110
-0.098
-0.166
-0.132
-0.209
-0.202
-0.140
-0.122
-0.170
-0.260
-0.100
-0.087
-0.234
-0.158
-0.155
-0.145
-0.128
-0.109
-0.135
-0.213
-0.099
-0.091
-0.186
-0.123
-0.191 -0.181
-0.126
-0.115
-0.110
-0.095
-0.115
-0.172
-0.086
-0.099
-0.156
-0.107
-0.192 -0.157 -0.128

-0.207
-0.085 -0.067 -0.088
-0.179 -0.124 -0.112
-0.256
-0.174 -0.139 -0.126
-0.134
-0.196
-0.144
-0.303
-0.132
-0.280
-0.146
-0.122
-0.187
-0.133
-0.240
-0.169
-0.172
-0.216
-0.114
-0.116
-0.200
-0.160
-0.111
-0.204
-0.171
-0.183
-0.112 -0.094
-0.126 -0.114
-0.126 -0.107
-0.137
-0.121
-0.121
-0.115
-0.161
-0.124
-0.193
-0.124
-0.123
-0.113
-0.031
-0.115
-0.096
-0.142
-0.107
-0.177
-0.099
-0.103
-0.066
-0.074
-0.178
-0.132
-0.087
-0.164
-0.143
-0.150
-0.076
-0.071
-0.148
-0.115
-0.074
-0.135
-0.122
-0.127
-0.176
-0.191 -0.173 -0.153
-0.158 -0.123 -0.106
-0.189
-0.179
-0.140
-0.161
-0.118
-0.402
-0.197
-0.226
-0.153
-0.121
-0.247
-0.241 -0.199
-0.146 -0.131
-0.146
-0.123
-0.244
-0.163
-0.238
-0.156
-0.220
-0.184
-0.239
-0.122
-0.188
-0.120
-0.167
-0.175
-0.122
-0.091
-0.183
-0.147
-0.139
-0.114
-0.179
-0.168
-0.181
-0.124
-0.106
-0.123
-0.148
-0.162
-0.124 -0.115
-0.182 -0.160
-0.108
-0.066
-0.156
-0.131
-0.119 -0.099
-0.151 -0.124
-0.101
-0.151
-0.122
-0.148
-0.131
-0.095
-0.128
-0.104
-0.135
-0.116
-0.181 -0.170 -0.142

-0.162 -0.104 -0.099
0.004
0.005
0.006
0.005
0.011
0.019
0.007
0.009
0.014
0.002
0.011
0.016
0.006
0.007
0.001
0.019
0.009
0.014
0.015
0.010
0.004
0.009
0.005
0.018
0.015
0.013
0.003
0.004
0.005
0.002
0.013
0.016
0.007
0.013
0.006
0.004
0.009
0.015
0.008
0.018
0.017
0.016
0.006
0.002
0.010
0.010
0.001
0.004
0.015
0.004
0.007
0.008
0.015
0.018
0.010
0.003
0.008
0.009
0.011
0.005
0.000
0.010
0.004
0.006
0.007
0.014
0.010
0.000
0.008
0.013
0.010
0.006
0.014
0.012
0.000
0.007
0.014
0.010
0.006
0.016
0.012
0.016
0.005
0.010
0.014
0.015
0.013
0.013
0.019
0.009
0.012
0.009
0.002
0.015
0.009
0.002
0.020
0.006
0.016
0.014
0.006
0.003
0.012
0.015
0.019
0.005
0.003
0.000
0.008
0.002
0.009
0.014
0.004
0.011
0.014
0.013
0.004
0.002
0.015
0.002
0.009
0.014
0.006
0.015
0.000
0.005
0.008
0.007
0.008
0.007
0.007
0.014
0.007
0.009
0.013
0.001
0.008
0.015
0.005
0.006
0.012
0.011
0.005
0.010
0.011
0.009
0.004
0.006
0.010
0.012
0.010
0.008
0.005
0.007
0.009
0.004
0.009
0.009
0.008
0.008
0.008
0.009
0.004
0.014
0.005
0.014
0.012
0.012
0.005
0.005
0.007
0.008
0.001
0.006
0.010
0.006
0.005
0.006
0.008
0.014
0.006
0.003
0.006
0.008
0.011
0.011
0.007
0.007
0.003
0.006
0.003
0.009
0.006
0.004
0.006
0.010
0.008
0.006
0.010
0.008
0.010
0.004
0.008
0.007
0.008
0.010
0.014
0.012
0.007
0.006
0.009
0.010
0.009
0.006
0.013
0.007
0.007
0.009
0.004
0.010
0.009
0.015
0.014
0.004
0.011
0.009
0.005
0.018
0.011
0.012
0.012
0.008
0.005
0.000
0.006
0.009
0.009
0.009
0.011
0.011
0.011
0.011
0.007
0.007
0.010
0.003
0.008
0.007
0.007
0.011
0.003
0.009
0.008
0.007
0.008
0.007
0.005
0.010
0.007
0.007
0.009
0.001
0.007
0.021
0.004
0.005
0.011
0.006
0.004
0.008
0.007
0.008
0.004
0.005
0.010
0.008
0.007
0.005
0.005
0.008
0.008
0.004
0.006
0.005
0.007
0.005
0.007
0.009
0.002
0.011
0.003
0.010
0.009
0.009
0.005
0.006
0.005
0.006
0.002
0.006
0.007
0.007
0.003
0.005
0.007
0.011
0.004
0.002
0.005
0.006
0.009
0.011
0.008
0.005
0.005
0.006
0.002
0.006
0.004
0.005
0.004
0.007
0.007
0.005
0.006
0.005
0.012
0.003
0.005
0.005
0.006
0.007
0.011
0.010
0.007
0.004
0.005
0.007
0.006
0.004
0.009
0.005
0.005
0.008
0.004
0.007
0.007
0.013
0.010
0.003
0.007
0.005
0.003
0.022
0.008
0.010
0.008
0.008
0.005
0.000
0.004
0.009
0.008
0.006
0.012
0.008
0.009
0.008
0.008
0.007
0.007
0.003
0.006
0.004
0.007
0.008
0.004
0.008
0.005
0.002
0.001
0.004
0.004
0.003
0.006
0.005
0.003
0.003
0.002
0.003
0.003
0.001
0.001
0.001
0.002
0.002
0.001
0.002
0.004
0.012
0.003
0.003
0.002
0.003
0.006
0.001
0.002
0.001
0.001
0.004
0.001
0.001
0.003
0.002
0.004
0.003
0.002
0.002
0.002
0.002
0.001
0.001
0.002
0.001
0.002
0.002
0.000
0.002
0.001
0.001
0.004
0.004
0.002
0.005
0.002
0.001
0.002
0.000
0.006
0.003
0.003
0.003
0.003
0.002
0.004
0.002
0.001
0.002
0.001
0.002
0.001
0.001
0.001
0.001
0.002
0.006
0.002
0.004
0.004
0.005
0.003
0.002
0.003
0.004
0.002
0.004
0.001
0.002
0.002
0.003
0.001
0.001
0.002
0.001
0.001
0.001
0.002
0.001
0.002
0.001
0.004
0.007
0.001
0.003
0.003
0.008
0.001
0.001
0.003
0.003
0.002
0.004
0.001
0.002
0.001
0.004
0.001
0.000
0.002
0.002
0.001
0.003
0.001
0.001
0.001
0.003
0.000
0.000
0.001
0.001
0.006
0.003
0.003
0.005
0.005
0.001
0.001
0.001
0.002
0.000
0.002
0.002
0.002
0.001
0.004
0.004
0.002
0.002
0.003
0.007
0.001
0.004
0.002
0.002
0.004
0.006
0.006
0.005
0.002
0.002
0.004
0.002
0.002
0.005
0.002
0.003
0.002
0.003
0.001
0.002
0.002
0.000
0.001
0.003
0.001
0.002
0.002
0.001
0.002
0.003
0.004
0.001
0.003
0.001
0.001
0.001
0.001
0.002
0.002
0.002
0.000
0.001
0.003
0.002
0.002
0.003
0.002
0.002
0.001
0.001
0.002
0.001
0.001
0.002
0.001
0.001
0.000
0.002
0.000
0.002
0.005
0.002
0.004
0.003
0.002
0.012
0.005
0.006
0.004
0.002
0.004
0.004
0.001
0.003
0.001
0.002
0.002
0.005
0.003
0.003
0.001
0.001
0.004
0.002
0.002
0.004
0.002
0.002
0.001
0.002
0.005
0.005
0.003
0.006
0.005
0.005
0.004
0.006
0.003
0.003
0.003
0.003
0.002
0.001
0.004
0.003
0.001
0.001
0.002
0.002
0.001
0.003
0.002
0.003
0.002
0.001
0.001
0.002
0.002
0.001
0.001
0.001
0.001
0.001
0.001
0.005
0.003
0.002
0.001
0.002
0.001
0.004
0.003
0.004
15.05.2013
S&P 500 Index
Ticker
Name
GICS_SECTOR_NAME
JEC UN Equity
JACOBS ENGINEERING GROUP INC
Industrials
JCP UN Equity
J.C. PENNEY CO INC
ATM2 Ref
Dividend
Yield
Next ExDividend
Date

2
IVt = atx + btx + ct
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
(a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
51.79
23.25
23.90
24.55
-0.243 -0.248 -0.234
0.005
0.009
0.008
19.02
61.05
56.63
57.27
54.76
52.01
52.50
-0.120 -0.164 -0.162 -0.147 -0.110 -0.120
0.003
0.004
0.003
0.002
0.001
0.001
JDSU UW Equity JDS UNIPHASE CORP
13.23
36.69
38.73
39.84
40.81
42.34
42.76
-0.303 -0.220 -0.175 -0.145 -0.152 -0.129
0.015
0.009
0.005
0.002
0.000
0.000
SJM UN Equity
JM SMUCKER CO/THE
Consumer Staples
-0.410 -0.330 -0.262
0.015
0.012
0.009
JNJ UN Equity
JOHNSON & JOHNSON
JCI UN Equity
JOY UN Equity
103.86
2.20%
07.08.2013
17.65
16.58
16.20
Health Care
87.56
3.02%
23.08.2013
12.38
12.82
12.99
13.05
13.98
15.33
-0.323 -0.259 -0.221 -0.177 -0.128 -0.103
0.018
0.011
0.008
0.006
0.004
0.002
JOHNSON CONTROLS INC
36.60
2.19%
05.06.2013
18.37
20.53
21.07
21.52
23.57
24.49
-0.277 -0.307 -0.280 -0.219 -0.174 -0.149
0.008
0.011
0.009
0.004
0.002
0.001
JOY GLOBAL INC
Industrials
56.26
1.38%
04.06.2013
38.83
36.68
36.27
37.40
38.66
39.06
-0.175 -0.181 -0.173 -0.150 -0.136 -0.123
0.003
0.003
0.002
0.001
0.001
0.001
JPM UN Equity
JPMORGAN CHASE & CO
Financials
50.89
2.99%
04.10.2013
20.45
21.03
20.82
20.87
21.88
22.92
-0.362 -0.303 -0.280 -0.222 -0.184 -0.151
0.016
0.012
0.007
0.004
0.003
0.002
JNPR UN Equity
JUNIPER NETWORKS INC
17.04
30.85
31.49
33.18
36.06
36.88
37.78
-0.082 -0.160 -0.169 -0.116 -0.081 -0.082
0.012
0.009
0.007
0.002
0.000
0.000
K UN Equity
KELLOGG CO
Consumer Staples
65.54
2.78%
30.08.2013
11.34
12.76
13.46
13.89
14.63
14.90
-0.208 -0.249 -0.256 -0.210 -0.114 -0.105
0.005
0.007
0.008
0.005
0.003
0.002
KEY UN Equity
KEYCORP
Financials
10.58
2.08%
31.05.2013
19.60
20.30
20.93
22.31
24.73
26.42
-0.235 -0.158 -0.123 -0.126 -0.101 -0.088
0.008
0.008
0.008
0.005
0.003
0.002
KMB UN Equity
KIMBERLY-CLARK CORP
Consumer Staples
104.69
3.16%
04.09.2013
16.34
16.07
16.44
17.25
18.35
19.87
-0.482 -0.434 -0.381 -0.282 -0.204 -0.161
0.017
0.014
0.011
0.007
0.004
0.002
KIM UN Equity
KIMCO REALTY CORP
Financials
24.70
3.48%
30.09.2013
14.69
15.25
15.87
0.000 -0.150 -0.203
0.000
0.003
0.005
KMI UN Equity
KINDER MORGAN INC
Energy
40.12
4.29%
31.07.2013
17.10
16.69
16.73
17.79
19.69
20.45
-0.383 -0.275 -0.204 -0.151 -0.117 -0.120
0.020
0.017
0.014
0.007
0.002
0.002
KLAC UW Equity
KLA-TENCOR CORPORATION
55.12
2.45%
08.08.2013
25.04
26.73
27.54
27.92
27.53
28.18
-0.236 -0.225 -0.211 -0.170 -0.143 -0.126
0.011
0.006
0.004
0.002
0.002
0.001
KSS UN Equity
KOHLS CORP
49.32
2.92%
03.06.2013
28.04
25.35
24.37
24.30
24.41
24.78
-0.216 -0.245 -0.239 -0.184 -0.163 -0.152
0.008
0.006
0.004
0.003
0.002
0.001
KRFT UW Equity KRAFT FOODS GROUP INC
Consumer Staples
54.66
3.75%
28.06.2013
15.63
15.70
15.81
16.35
16.48
16.62
-0.295 -0.270 -0.244 -0.180 -0.141 -0.125
0.008
0.008
0.007
0.004
0.003
0.002
KR UN Equity
KROGER CO
Consumer Staples
35.10
1.92%
08.08.2013
22.88
21.32
20.98
21.31
21.26
21.50
-0.261 -0.265 -0.242 -0.180 -0.135 -0.118
0.011
0.011
0.009
0.004
0.002
0.001
LLL UN Equity
L-3 COMMUNICATIONS HOLDINGS
Industrials
84.43
2.01%
16.08.2013
14.70
15.06
15.69
16.99
-0.404 -0.377 -0.323 -0.233
0.013
0.012
0.010
0.006
LH UN Equity
LABORATORY CRP OF AMER HLDGS
Health Care
95.77
15.75
17.20
18.09
19.28
-0.213 -0.218 -0.209 -0.162
0.005
0.005
0.005
0.004
LRCX UW Equity LAM RESEARCH CORP
47.73
23.71
24.81
25.54
26.72
-0.215 -0.214 -0.207 -0.170 -0.154 -0.131
0.006
0.006
0.005
0.003
0.001
0.001
LM UN Equity
LEGG MASON INC
Financials
34.74
1.50%
04.10.2013
23.71
25.20
26.19
27.37
-0.265 -0.256 -0.250 -0.231
0.004
0.005
0.004
0.002
LEG UN Equity
LEGGETT & PLATT INC
34.00
3.50%
13.09.2013
20.17
20.03
20.22
20.92
-0.296 -0.248 -0.219 -0.188
0.005
0.007
0.007
0.005
LEN UN Equity
LENNAR CORP-A
43.67
0.37%
05.07.2013
31.48
32.81
33.45
33.74
34.23
34.86
-0.225 -0.200 -0.182 -0.154 -0.082 -0.085
0.008
0.005
0.004
0.002
0.001
0.001
LUK UN Equity
LEUCADIA NATIONAL CORP
Financials
31.66
0.79%
13.09.2013
23.03
22.72
22.74
23.49
24.64
25.22
0.000 -0.107 -0.151 -0.137 -0.082 -0.037
0.000
0.004
0.005
0.003
0.002
0.001
LIFE UW Equity
LIFE TECHNOLOGIES CORP
Health Care
73.55
8.23
7.20
6.62
7.35
0.000 -0.428 -0.564 -0.455
0.000
0.011
0.014
0.010
LNC UN Equity
LINCOLN NATIONAL CORP
Financials
35.53
1.58%
10.07.2013
26.95
26.48
26.83
28.04
-0.414 -0.389 -0.343 -0.241 -0.166 -0.151
0.012
0.009
0.007
0.003
0.001
0.001
LLTC UW Equity
LINEAR TECHNOLOGY CORP
37.89
2.80%
14.08.2013
18.24
19.38
19.99
21.02
LMT UN Equity
LOCKHEED MARTIN CORP
Industrials
102.50
4.68%
29.08.2013
14.27
14.78
15.19
16.03
0.004
0.003
L UN Equity
LOEWS CORP
Financials
45.96
0.54%
30.08.2013
13.57
13.93
14.28
15.11
LO UN Equity
LORILLARD INC
Consumer Staples
43.87
5.08%
28.08.2013
30.43
30.52
30.22
LOW UN Equity
LOWE'S COS INC
43.06
1.76%
22.07.2013
27.35
25.12
LSI UW Equity
LSI CORP
7.01
30.54
30.40
LTD UN Equity
L BRANDS INC
50.98
2.43%
05.06.2013
25.81
LYB UN Equity
LYONDELLBASELL INDU-CL A
Materials
64.68
3.40%
21.05.2013
MTB UN Equity
M & T BANK CORP
Financials
105.02
2.67%
M UN Equity
MACY'S INC
48.23
MRO UN Equity
MARATHON OIL CORP
Energy
MPC UN Equity
MARATHON PETROLEUM CORP
Energy
MAR UN Equity
MARRIOTT INTERNATIONAL -CL A
MMC UN Equity
27.48
28.86
29.17
30.19
-0.109 -0.190 -0.210 -0.184
0.003
0.006
0.007
0.004
16.98
17.69
-0.467 -0.367 -0.308 -0.242 -0.179 -0.159
0.017
0.012
0.009
0.005
0.000 -0.092 -0.131 -0.150
0.000
0.003
0.004
0.003
27.05
24.14
23.83
-0.396 -0.287 -0.236 -0.182 -0.144 -0.128
0.017
0.009
0.004
0.003
0.002
0.001
24.51
24.93
25.67
26.64
-0.296 -0.238 -0.207 -0.179 -0.150 -0.131
0.011
0.008
0.006
0.003
0.002
0.001
31.08
33.13
35.65
37.19
0.000 -0.142 -0.165 -0.138 -0.138 -0.101
0.000
0.004
0.004
0.002
0.001
0.001
25.26
25.17
25.61
25.76
26.11
-0.319 -0.282 -0.253 -0.191 -0.154 -0.131
0.010
0.007
0.005
0.003
0.002
0.001
28.32
28.56
28.92
29.93
31.07
31.70
-0.266 -0.251 -0.232 -0.177 -0.153 -0.133
0.008
0.006
0.004
0.003
0.000
0.000
30.05.2013
13.78
14.93
15.78
-0.280 -0.256 -0.244
0.008
0.008
0.007
2.07%
11.09.2013
24.65
24.04
23.94
24.48
25.36
26.01
-0.306 -0.259 -0.235 -0.206 -0.167 -0.145
0.012
0.009
0.006
0.003
0.002
0.001
34.63
2.43%
12.08.2013
24.23
24.43
24.73
25.32
26.09
26.77
-0.382 -0.297 -0.243 -0.182 -0.144 -0.127
0.014
0.010
0.007
0.003
0.002
0.001
79.78
1.87%
16.08.2013
33.15
32.40
32.62
33.91
35.57
36.67
-0.214 -0.185 -0.171 -0.137 -0.087 -0.084
0.007
0.005
0.005
0.003
0.000
0.000
44.19
1.54%
23.08.2013
18.48
19.96
21.00
22.27
23.63
24.87
-0.314 -0.351 -0.305 -0.201 -0.168 -0.150
0.008
0.009
0.008
0.004
0.002
0.001
MARSH & MCLENNAN COS
Financials
40.61
2.46%
10.07.2013
14.03
13.44
13.75
15.22
-0.133 -0.226 -0.255 -0.234
0.001
0.003
0.005
0.005
MAS UN Equity
MASCO CORP
Industrials
22.32
1.37%
03.07.2013
32.52
32.98
34.02
35.86
36.24
36.31
-0.296 -0.289 -0.261 -0.202 -0.159 -0.145
0.002
0.004
0.004
0.001
0.001
0.001
MA UN Equity
MASTERCARD INC-CLASS A
572.34
0.42%
10.07.2013
17.08
17.06
17.85
19.94
21.78
22.79
-0.413 -0.337 -0.284 -0.218 -0.162 -0.134
0.013
0.009
0.006
0.004
0.002
0.001
MAT UW Equity
MATTEL INC
46.72
3.17%
26.08.2013
15.64
18.92
19.79
19.69
20.41
21.74
-0.228 -0.244 -0.226 -0.172 -0.131 -0.112
0.006
0.006
0.006
0.004
0.002
0.002
MKC UN Equity
MCCORMICK & CO-NON VTG SHRS
Consumer Staples
74.69
1.93%
02.07.2013
13.26
14.50
15.27
16.35
-0.591 -0.387 -0.263 -0.148
0.023
0.018
0.014
0.006
MCD UN Equity
MCDONALD'S CORP
101.75
3.22%
30.05.2013
12.99
12.72
13.20
14.15
14.81
15.56
-0.320 -0.254 -0.201 -0.147 -0.109 -0.105
0.016
0.014
0.011
0.007
0.004
0.002
MHP UN Equity
MCGRAW HILL FINANCIAL INC
Financials
MCK UN Equity
MCKESSON CORP
Health Care
116.03
0.83%
30.05.2013
16.20
17.76
18.49
18.63
19.26
20.36
-0.390 -0.316 -0.275 -0.219 -0.200 -0.172
0.013
0.011
0.009
0.005
0.003
0.002
MJN UN Equity
MEAD JOHNSON NUTRITION CO
Consumer Staples
80.56
1.74%
27.06.2013
22.07
24.62
25.42
24.34
24.53
24.79
-0.300 -0.173 -0.118 -0.146 -0.065 -0.078
0.013
0.007
0.004
0.005
0.000
0.000
MWV UN Equity
MEADWESTVACO CORP
Materials
35.86
2.96%
30.07.2013
26.22
25.21
24.52
23.43
-0.317 -0.242 -0.195 -0.164
0.022
0.014
0.009
0.004
MDT UN Equity
MEDTRONIC INC
Health Care
49.93
2.24%
03.07.2013
18.19
17.21
16.89
17.71
18.81
19.45
-0.335 -0.232 -0.173 -0.168 -0.152 -0.140
0.015
0.013
0.011
0.006
0.003
0.002
MRK UN Equity
MERCK & CO. INC.
Health Care
46.80
3.76%
14.06.2013
15.76
15.90
16.29
17.08
18.46
19.91
-0.378 -0.272 -0.215 -0.167 -0.128 -0.112
0.015
0.010
0.007
0.005
0.003
0.002
MET UN Equity
METLIFE INC
Financials
42.64
2.58%
06.08.2013
23.75
23.69
24.17
24.94
26.45
27.67
-0.377 -0.342 -0.278 -0.196 -0.155 -0.137
0.010
0.008
0.006
0.003
0.002
0.001
PCS UN Equity
METROPCS COMMUNICATIONS INC

3.77%
20.08.2013
18.83
19.56
20.31
22.01
-0.225 -0.283 -0.267 -0.203
0.006
0.007
0.006
0.002
55.18
MCHP UW Equity MICROCHIP TECHNOLOGY INC
37.72
MU UW Equity
10.87
41.62
41.27
41.64
42.79
43.04
42.70
-0.201 -0.227 -0.217 -0.174 -0.159 -0.159
0.007
0.005
0.003
0.002
0.001
0.001
MSFT UW Equity MICROSOFT CORP
33.73
2.99%
14.08.2013
19.58
20.21
19.83
19.70
20.75
22.01
-0.392 -0.240 -0.196 -0.143 -0.115 -0.089
0.014
0.008
0.007
0.005
0.003
0.002
MOLX UW Equity MOLEX INC
MICRON TECHNOLOGY INC
29.48
3.26%
25.09.2013
19.95
22.04
22.71
22.54
0.000 -0.120 -0.158 -0.135
0.000
0.003
0.004
0.005
TAP UN Equity
Consumer Staples
50.93
2.83%
06.06.2013
29.09
29.52
28.68
26.57
25.76
25.79
-0.173 -0.146 -0.131 -0.122 -0.114 -0.094
0.012
0.007
0.005
0.003
0.001
0.001
31.39
1.66%
28.06.2013
25.40
22.76
21.21
20.42
18.97
20.84
-0.577 -0.448 -0.349 -0.202 -0.070 -0.048
0.023
0.016
0.012
0.005
0.004
0.002
108.81
1.50%
03.07.2013
18.72
20.51
21.11
21.61
23.25
24.60
-0.408 -0.277 -0.224 -0.189 -0.155 -0.131
0.015
0.012
0.009
0.004
0.002
0.001
34.20
34.56
35.03
36.51
37.15
37.20
-0.309 -0.292 -0.274 -0.225 -0.167 -0.143
0.016
0.010
0.006
0.003
0.001
0.001
MOLSON COORS BREWING CO -B
MDLZ UW Equity MONDELEZ INTERNATIONAL INC-A
Consumer Staples
MON UN Equity
Materials
MONSANTO CO
MNST UW Equity MONSTER BEVERAGE CORP
Consumer Staples
56.98
MCO UN Equity
MOODY'S CORP
Financials
67.47
1.24%
22.08.2013
27.17
28.81
29.47
29.68
28.29
28.67
-0.362 -0.311 -0.270 -0.200 -0.172 -0.143
0.010
0.007
0.005
0.003
0.002
0.001
MS UN Equity
MORGAN STANLEY
Financials
24.48
0.94%
29.07.2013
28.94
30.04
30.08
29.30
29.49
30.65
-0.389 -0.326 -0.283 -0.224 -0.162 -0.128
0.009
0.005
0.003
0.002
0.001
0.001
MOS UN Equity
MOSAIC CO/THE
Materials
61.37
2.05%
30.07.2013
26.85
27.24
27.56
28.32
28.15
27.63
-0.122 -0.131 -0.136 -0.134 -0.141 -0.133
0.018
0.010
0.006
0.002
0.002
0.001
MSI UN Equity
MOTOROLA SOLUTIONS INC
56.93
1.98%
13.09.2013
18.49
18.61
19.33
20.97
21.93
22.21
-0.168 -0.223 -0.211 -0.166 -0.149 -0.134
0.006
0.013
0.012
0.004
0.002
0.001
MUR UN Equity
MURPHY OIL CORP
Energy
63.60
1.47%
16.08.2013
21.44
22.38
23.01
24.14
25.10
25.28
-0.191 -0.249 -0.236 -0.183 -0.163 -0.158
0.005
0.007
0.006
0.003
0.002
0.001
MYL UW Equity
MYLAN INC
Health Care
29.97
23.79
23.59
23.61
23.79
24.35
25.15
-0.073 -0.139 -0.156 -0.144 -0.111 -0.096
0.004
0.008
0.007
0.003
0.002
0.001
NBR UN Equity
NABORS INDUSTRIES LTD
Energy
15.67
1.02%
09.09.2013
37.25
38.09
38.63
39.43
40.56
42.25
-0.120 -0.103 -0.096 -0.101 -0.097 -0.081
0.003
0.003
0.002
0.002
0.001
0.001
NDAQ UW Equity NASDAQ OMX GROUP/THE
Financials
30.98
1.68%
11.09.2013
25.51
25.31
25.22
25.25
-0.150 -0.121 -0.108 -0.108
0.008
0.006
0.004
0.003
NOV UN Equity
Energy
66.93
0.81%
12.06.2013
24.07
25.05
25.75
26.82
28.42
29.31
-0.329 -0.239 -0.191 -0.156 -0.139 -0.121
0.013
0.009
0.006
0.003
0.002
0.001
NATIONAL OILWELL VARCO INC
NTAP UW Equity NETAPP INC
35.85
39.15
35.03
33.10
31.65
30.15
30.27
-0.215 -0.196 -0.189 -0.170 -0.128 -0.122
0.008
0.005
0.003
0.002
0.000
0.000
NFLX UW Equity
NETFLIX INC
243.33
40.31
41.09
45.58
49.49
45.98
44.99
-0.104 -0.152 -0.157 -0.135 -0.105 -0.108
0.006
0.003
0.002
0.001
0.001
0.000
NWL UN Equity
NEWELL RUBBERMAID INC
28.07
18.89
20.10
20.90
21.99
-0.252 -0.224 -0.205 -0.174
0.004
0.005
0.005
0.003
NFX UN Equity
NEWFIELD EXPLORATION CO
Energy
23.36
34.40
36.50
37.68
38.98
40.23
41.15
-0.311 -0.253 -0.215 -0.167 -0.133 -0.114
0.013
0.006
0.003
0.001
0.001
0.001
NEM UN Equity
NEWMONT MINING CORP
2.14%
30.08.2013
Materials
31.74
5.35%
06.09.2013
31.89
31.95
32.14
32.86
33.15
33.98
-0.165 -0.134 -0.121 -0.093 -0.071 -0.053
0.015
0.010
0.006
0.003
0.001
0.001
NWSA UW Equity NEWS CORP-CL A
33.18
0.60%
09.09.2013
22.17
23.32
24.36
25.16
25.40
27.00
-0.204 -0.187 -0.176 -0.145 -0.101 -0.091
0.005
0.004
0.004
0.002
0.001
0.001
NEE UN Equity
NEXTERA ENERGY INC
Utilities
80.75
3.36%
29.05.2013
12.32
12.28
12.44
13.14
13.93
14.73
-0.218 -0.244 -0.250 -0.227 -0.173 -0.148
0.004
0.007
0.007
0.006
0.003
0.002
NKE UN Equity
NIKE INC -CL B
65.79
1.37%
05.09.2013
18.25
22.36
22.92
22.17
23.40
24.98
-0.349 -0.250 -0.217 -0.191 -0.154 -0.122
0.015
0.010
0.007
0.004
0.002
0.001
NI UN Equity
NISOURCE INC
Utilities
29.80
3.36%
30.10.2013
15.60
15.23
15.33
-0.120 -0.227 -0.267
0.003
0.004
0.005
NE UN Equity
NOBLE CORP
Energy
39.32
2.54%
01.08.2013
33.98
33.75
33.67
33.90
33.56
33.72
-0.205 -0.182 -0.164 -0.140 -0.092 -0.089
0.012
0.007
0.004
0.002
0.001
0.001
NBL UN Equity
NOBLE ENERGY INC
Energy
116.64
0.96%
08.08.2013
24.61
24.76
24.87
25.07
25.60
26.19
-0.335 -0.277 -0.238 -0.189 -0.152 -0.131
0.012
0.007
0.005
0.003
0.002
0.001
JWN UN Equity
NORDSTROM INC
61.36
2.00%
04.09.2013
22.05
20.68
20.74
22.08
23.11
23.79
-0.316 -0.300 -0.265 -0.197 -0.170 -0.152
0.010
0.009
0.007
0.003
0.001
0.001
NSC UN Equity
NORFOLK SOUTHERN CORP
Industrials
80.05
2.87%
07.08.2013
18.05
19.01
19.65
20.68
22.07
23.00
-0.373 -0.308 -0.265 -0.206 -0.170 -0.141
0.013
0.010
0.007
0.004
0.002
0.002
NU UN Equity
NORTHEAST UTILITIES
Utilities
44.33
3.37%
28.08.2013
13.04
13.49
13.64
0.000 -0.118 -0.159
0.000
0.002
0.003
NTRS UW Equity NORTHERN TRUST CORP
Financials
56.86
2.18%
09.09.2013
14.84
16.24
17.05
17.73
-0.061 -0.240 -0.261 -0.230
0.000
0.005
0.006
0.005
NOC UN Equity
NORTHROP GRUMMAN CORP
Industrials
79.01
3.09%
29.08.2013
14.66
15.91
16.71
17.34
-0.281 -0.280 -0.271 -0.212
0.008
0.009
0.008
0.004
NRG UN Equity
NRG ENERGY INC
Utilities
27.82
1.74%
31.07.2013
21.79
23.34
24.12
24.55
23.86
24.71
-0.304 -0.266 -0.240 -0.174 -0.190 -0.144
0.013
0.011
0.010
0.005
0.002
0.002
NUE UN Equity
NUCOR CORP
Materials
45.06
3.27%
28.06.2013
21.45
22.39
22.52
22.62
24.07
25.05
-0.464 -0.317 -0.239 -0.178 -0.155 -0.132
0.017
0.010
0.007
0.004
0.002
0.001
NVDA UW Equity NVIDIA CORP
14.72
2.04%
21.08.2013
24.05
24.48
26.36
29.12
29.30
30.03
-0.126 -0.009 -0.005 -0.060 -0.050 -0.051
0.017
0.006
0.001
0.002
0.001
0.001
NYX UN Equity
Financials
41.18
2.91%
13.09.2013
13.32
13.11
13.19
14.28
14.61
14.21
-0.183 -0.227 -0.244 -0.210 -0.127 -0.106
0.007
0.007
0.007
0.005
0.003
0.003
17.82
20.60
21.80
22.12
22.31
23.53
-0.293 -0.166 -0.135 -0.179 -0.122 -0.103
0.008
0.010
0.010
0.008
0.001
0.001
25.73
26.41
27.26
-0.155 -0.122 -0.118 -0.124 -0.127 -0.109
0.019
0.010
0.005
0.003
0.002
0.001
0.002
0.001
0.002
0.002
NYSE EURONEXT
ORLY UW Equity O'REILLY AUTOMOTIVE INC
111.70
OXY UN Equity
OCCIDENTAL PETROLEUM CORP
Energy
90.15
2.90%
10.09.2013
23.17
24.74
25.50
OMC UN Equity
OMNICOM GROUP
63.58
2.60%
14.06.2013
16.35
17.43
17.85
-0.279 -0.312 -0.270
0.007
0.011
0.010
OKE UN Equity
ONEOK INC
Utilities
49.13
3.30%
07.08.2013
20.14
20.48
20.80
-0.202 -0.189 -0.175
0.008
0.014
0.013
ORCL UW Equity ORACLE CORP
34.07
20.44
-0.290 -0.299 -0.262 -0.196 -0.157 -0.132
0.012
0.008
0.006
0.004
OI UN Equity
-0.264 -0.239 -0.213 -0.144
0.009
0.006
0.004
0.002
-0.370 -0.320 -0.279 -0.227 -0.193 -0.170
0.014
0.010
0.008
0.004
0.62%
07.10.2013
21.38
21.46
21.74
Materials
28.72
27.18
29.06
29.88
30.11
PCAR UW Equity PACCAR INC
Industrials
53.12
1.28%
16.08.2013
20.17
22.10
22.97
23.70
PLL UN Equity
PALL CORP
Industrials
69.95
1.52%
31.07.2013
20.00
20.51
20.71
20.59
-0.357 -0.218 -0.142 -0.107
0.012
0.006
0.004
0.005
PH UN Equity
PARKER HANNIFIN CORP
Industrials
96.88
2.04%
20.08.2013
19.77
21.58
22.55
23.35
-0.335 -0.284 -0.255 -0.221
0.010
0.008
0.006
0.003
PDCO UW Equity PATTERSON COS INC
Health Care
38.76
1.70%
05.07.2013
22.11
20.82
20.38
-0.433 -0.436 -0.389
0.010
0.010
0.009
PAYX UW Equity
PAYCHEX INC
38.36
3.52%
01.08.2013
13.44
14.22
14.75
15.74
16.16
16.65
-0.342 -0.325 -0.298 -0.204 -0.176 -0.150
0.012
0.010
0.009
0.007
0.004
0.003
BTU UN Equity
PEABODY ENERGY CORP
Energy
19.91
1.93%
30.07.2013
39.06
39.86
40.40
41.26
42.54
43.34
-0.238 -0.194 -0.167 -0.141 -0.115 -0.101
0.009
0.005
0.003
0.002
0.001
0.001
PNR UN Equity
PENTAIR LTD-REGISTERED
Industrials
57.34
1.85%
24.07.2013
21.65
22.91
23.67
24.67
-0.219 -0.239 -0.230 -0.160
0.005
0.007
0.007
0.005
PBCT UW Equity PEOPLE'S UNITED FINANCIAL
Financials
13.78
4.74%
31.07.2013
14.32
14.27
14.22
14.56
-0.155 -0.153 -0.151 -0.083
0.004
0.004
0.004
0.002
POM UN Equity
PEPCO HOLDINGS INC
Utilities
21.96
4.92%
12.09.2013
13.05
12.79
13.12
14.37
0.000 -0.097 -0.126 -0.064
0.000
0.002
0.002
0.001
PEP UN Equity
PEPSICO INC
Consumer Staples
83.84
2.71%
04.09.2013
13.15
13.18
13.49
14.04
-0.294 -0.299 -0.271 -0.171 -0.143 -0.125
0.022
0.015
0.010
0.007
0.004
0.003
PKI UN Equity
PERKINELMER INC
Health Care
32.50
0.86%
24.07.2013
28.22
28.39
28.51
28.72
-0.113 -0.116 -0.119 -0.127
0.000
0.003
0.004
0.003
PRGO UW Equity PERRIGO CO
Health Care
120.97
0.31%
28.08.2013
15.97
16.92
17.83
20.01
-0.181 -0.056 -0.038 -0.161
0.004
0.006
0.006
0.005
PETM UW Equity PETSMART INC
69.40
1.12%
31.07.2013
28.26
24.72
23.33
23.34
23.74
24.29
-0.279 -0.218 -0.180 -0.149 -0.131 -0.102
0.007
0.006
0.004
0.002
0.001
0.001
PFE UN Equity
PFIZER INC
Health Care
29.34
3.41%
07.08.2013
16.19
16.28
17.20
17.55
18.87
20.50
-0.269 -0.261 -0.219 -0.165 -0.133 -0.114
0.013
0.013
0.010
0.006
0.004
0.002
PCG UN Equity
P G & E CORP
Utilities
47.16
3.89%
28.06.2013
15.53
14.51
14.04
14.08
0.000 -0.100 -0.145 -0.147
0.000
0.003
0.004
0.006
PM UN Equity
PHILIP MORRIS INTERNATIONAL
Consumer Staples
95.47
3.84%
25.06.2013
13.97
15.19
15.87
16.64
17.63
18.66
-0.495 -0.345 -0.258 -0.196 -0.146 -0.133
0.017
0.014
0.011
0.006
0.004
0.002
PSX UN Equity
PHILLIPS 66
Energy
64.71
2.50%
11.07.2013
32.67
34.21
34.75
34.30
34.38
34.82
-0.121 -0.123 -0.115 -0.104 -0.095 -0.084
0.007
0.004
0.003
0.001
0.001
0.001
PNW UN Equity
PINNACLE WEST CAPITAL
Utilities
59.96
3.74%
01.08.2013
10.70
12.57
13.50
0.000
0.000
0.000
0.000
PXD UN Equity
PIONEER NATURAL RESOURCES CO
Energy
137.61
0.14%
26.09.2013
30.06
30.44
30.76
31.47
32.63
32.73
-0.248 -0.228 -0.215 -0.200 -0.183 -0.162
0.004
0.004
0.003
0.002
0.001
0.001
PBI UN Equity
PITNEY BOWES INC
Industrials
14.84
10.11%
07.08.2013
31.50
31.33
32.34
34.36
34.52
34.44
-0.217 -0.288 -0.275 -0.205 -0.151 -0.131
0.005
0.010
0.009
0.004
0.002
0.002
PCL UN Equity
PLUM CREEK TIMBER CO
Financials
52.76
3.37%
14.08.2013
14.15
15.53
16.14
16.38
17.34
18.02
-0.284 -0.253 -0.228 -0.185 -0.175 -0.148
0.009
0.010
0.009
0.006
0.001
0.001
PNC UN Equity
PNC FINANCIAL SERVICES GROUP
Financials
70.38
2.59%
12.07.2013
15.92
17.00
17.66
18.83
20.27
21.14
-0.490 -0.404 -0.338 -0.239 -0.188 -0.161
0.017
0.012
0.009
0.005
0.003
0.002
PPG UN Equity
PPG INDUSTRIES INC
Materials
156.78
1.58%
09.08.2013
20.37
21.29
21.84
22.65
23.57
23.96
-0.461 -0.371 -0.320 -0.293 -0.201 -0.172
0.013
0.009
0.007
0.004
0.002
0.001
PPL UN Equity
PPL CORPORATION
Utilities
31.91
4.65%
09.09.2013
13.23
12.55
12.45
12.79
13.45
13.49
-0.108 -0.125 -0.145 -0.150 -0.111 -0.089
0.001
0.003
0.004
0.006
0.004
0.003
PX UN Equity
PRAXAIR INC
Materials
114.19
2.15%
05.09.2013
14.62
15.02
15.75
-0.568 -0.467 -0.388
0.019
0.015
0.011
Industrials
210.88
804.74
0.07%
05.06.2013
18.28
21.76
18.99
22.28
19.69
24.13
-0.388 -0.274 -0.215 -0.178

-0.113 -0.102 -0.107 -0.123 -0.111 -0.107
0.014
0.011
0.012
0.006
0.010
0.003
0.005
0.001
0.001
0.001
OWENS-ILLINOIS INC
PCP UN Equity
PRECISION CASTPARTS CORP
PCLN UW Equity PRICELINE.COM INC
21.26
27.98
22.94
24.45
24.75
26.18
14.65
29.78
15.54
30.41
0.002 -0.011
15.05.2013
S&P 500 Index
Ticker
PFG UN Equity
PG UN Equity
PGR UN Equity
PLD UN Equity
PRU UN Equity
PEG UN Equity
PSA UN Equity
PHM UN Equity
PVH UN Equity
QEP UN Equity
QCOM UW Equity
PWR UN Equity
DGX UN Equity
RL UN Equity
RRC UN Equity
RTN UN Equity
RHT UN Equity
RF UN Equity
RSG UN Equity
RAI UN Equity
RHI UN Equity
ROK UN Equity
COL UN Equity
ROP UN Equity
ROST UW Equity
RDC UN Equity
R UN Equity
SWY UN Equity
SAI UN Equity
CRM UN Equity
SNDK UW Equity
SCG UN Equity
SLB UN Equity
SNI UN Equity
STX UW Equity
SEE UN Equity
SRE UN Equity
SHW UN Equity
SIAL UW Equity
SPG UN Equity
SLM UW Equity
SNA UN Equity
SO UN Equity
LUV UN Equity
SWN UN Equity
SE UN Equity
S UN Equity
STJ UN Equity
SWK UN Equity
SPLS UW Equity
SBUX UW Equity
HOT UN Equity
STT UN Equity
SRCL UW Equity
SYK UN Equity
STI UN Equity
SYMC UW Equity
SYY UN Equity
TROW UW Equity
TGT UN Equity
TEL UN Equity
TE UN Equity
THC UN Equity
TDC UN Equity
TER UN Equity
TSO UN Equity
TXN UW Equity
TXT UN Equity
TMO UN Equity
TIF UN Equity
TWC UN Equity
TWX UN Equity
TJX UN Equity
TMK UN Equity
TSS UN Equity
TRV UN Equity
TRIP UW Equity
TYC UN Equity
TSN UN Equity
UNP UN Equity
UPS UN Equity
X UN Equity
UTX UN Equity
UNH UN Equity
UNM UN Equity
URBN UW Equity
USB UN Equity
VLO UN Equity
VAR UN Equity
VTR UN Equity
VRSN UW Equity
VZ UN Equity
VFC UN Equity
VIAB UW Equity
V UN Equity
VNO UN Equity
VMC UN Equity
WMT UN Equity
WAG UN Equity
DIS UN Equity
WPO UN Equity
WM UN Equity
WAT UN Equity
WLP UN Equity
WFC UN Equity
WDC UW Equity
WU UN Equity
WY UN Equity
WHR UN Equity
WFM UW Equity
WMB UN Equity
WIN UW Equity
WEC UN Equity
WPX UN Equity
GWW UN Equity
WYN UN Equity
WYNN UW Equity
XEL UN Equity
XRX UN Equity
XLNX UW Equity
XL UN Equity
XYL UN Equity
YHOO UW Equity
YUM UN Equity
ZMH UN Equity
ZION UW Equity
Name
PRINCIPAL FINANCIAL GROUP
PROCTER & GAMBLE CO/THE
PROGRESSIVE CORP
PROLOGIS INC
PRUDENTIAL FINANCIAL INC
PUBLIC SERVICE ENTERPRISE GP
PUBLIC STORAGE
PULTEGROUP INC
PVH CORP
QEP RESOURCES INC
QUALCOMM INC
QUANTA SERVICES INC
QUEST DIAGNOSTICS INC
RALPH LAUREN CORP
RANGE RESOURCES CORP
RAYTHEON COMPANY
RED HAT INC
REGIONS FINANCIAL CORP
REPUBLIC SERVICES INC
REYNOLDS AMERICAN INC
ROBERT HALF INTL INC
ROCKWELL AUTOMATION INC
ROCKWELL COLLINS INC
ROPER INDUSTRIES INC
ROSS STORES INC
ROWAN COMPANIES PLC-A
RYDER SYSTEM INC
SAFEWAY INC
SAIC INC
SALESFORCE.COM INC
SANDISK CORP
SCANA CORP
SCHLUMBERGER LTD
SCRIPPS NETWORKS INTER-CL A
SEAGATE TECHNOLOGY
SEALED AIR CORP
SEMPRA ENERGY
SHERWIN-WILLIAMS CO/THE
SIGMA-ALDRICH
SIMON PROPERTY GROUP INC
SLM CORP
SNAP-ON INC
SOUTHERN CO/THE
SOUTHWEST AIRLINES CO
SOUTHWESTERN ENERGY CO
SPECTRA ENERGY CORP
SPRINT NEXTEL CORP
ST JUDE MEDICAL INC
STANLEY BLACK & DECKER INC
STAPLES INC
STARBUCKS CORP
STARWOOD HOTELS & RESORTS
STATE STREET CORP
STERICYCLE INC
STRYKER CORP
SUNTRUST BANKS INC
SYMANTEC CORP
SYSCO CORP
T ROWE PRICE GROUP INC
TARGET CORP
TE CONNECTIVITY LTD
TECO ENERGY INC
TENET HEALTHCARE CORP
TERADATA CORP
TERADYNE INC
TESORO CORP
TEXAS INSTRUMENTS INC
TEXTRON INC
THERMO FISHER SCIENTIFIC INC
TIFFANY & CO
TIME WARNER CABLE
TIME WARNER INC
TJX COMPANIES INC
TORCHMARK CORP
TOTAL SYSTEM SERVICES INC
TRAVELERS COS INC/THE
TRIPADVISOR INC
TYCO INTERNATIONAL LTD
TYSON FOODS INC-CL A
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
UNITED STATES STEEL CORP
UNITED TECHNOLOGIES CORP
UNITEDHEALTH GROUP INC
UNUM GROUP
URBAN OUTFITTERS INC
US BANCORP
VALERO ENERGY CORP
VARIAN MEDICAL SYSTEMS INC
VENTAS INC
VERISIGN INC
VERIZON COMMUNICATIONS INC
VF CORP
VIACOM INC-CLASS B
VISA INC-CLASS A SHARES
VORNADO REALTY TRUST
VULCAN MATERIALS CO
WAL-MART STORES INC
WALGREEN CO
WALT DISNEY CO/THE
WASHINGTON POST-CLASS B
WASTE MANAGEMENT INC
WATERS CORP
WELLPOINT INC
WELLS FARGO & CO
WESTERN DIGITAL CORP
WESTERN UNION CO
WEYERHAEUSER CO
WHIRLPOOL CORP
WHOLE FOODS MARKET INC
WILLIAMS COS INC
WINDSTREAM CORP
WISCONSIN ENERGY CORP
WPX ENERGY INC
WW GRAINGER INC
WYNDHAM WORLDWIDE CORP
WYNN RESORTS LTD
XCEL ENERGY INC
XEROX CORP
XILINX INC
XL GROUP PLC
XYLEM INC
YAHOO! INC
YUM! BRANDS INC
ZIMMER HOLDINGS INC
ZIONS BANCORPORATION
GICS_SECTOR_NAME
ATM2 Ref
Financials
37.87
Consumer Staples
80.82
Financials
26.11
Financials
43.58
Financials
66.91
Utilities
34.68
Financials
165.84
24.22
119.32
Energy
29.06
65.32
Industrials
29.63
Health Care
59.52
186.26
Energy
75.35
Industrials
65.18
54.08
Financials
9.06
Industrials
34.10
Consumer Staples
48.97
Industrials
34.88
Industrials
89.61
Industrials
65.98
Industrials
121.91
65.83
Energy
34.25
Industrials
61.70
Consumer Staples
25.34
15.15
44.80
59.09
Utilities
53.11
Energy
75.21
68.62
40.85
Materials
23.10
Utilities
83.09
Materials
193.80
Materials
82.69
Financials
178.17
Financials
22.10
Industrials
92.02
Utilities
46.56
Industrials
14.31
Energy
37.36
Energy
31.24
Health Care
46.34
Industrials
80.74
14.38
63.82
67.72
Financials
63.27
Industrials
111.45
Health Care
69.45
Financials
30.93
24.51
Consumer Staples
35.08
Financials
76.83
69.96
44.90
Utilities
18.75
Health Care
47.17
53.69
17.45
Energy
57.46
36.62
Industrials
27.39
Health Care
85.00
76.64
98.34
60.95
51.64
Financials
65.05
24.01
Financials
87.41
59.65
Industrials
34.00
Consumer Staples
25.06
Industrials
157.12
Industrials
88.58
Materials
18.05
Industrials
95.13
Health Care
61.45
Financials
28.81
44.19
Financials
34.24
Energy
39.95
Health Care
69.81
Financials
80.94
49.51
185.72
69.14
180.94
Financials
87.19
Materials
54.63
Consumer Staples
79.66
Consumer Staples
50.26
67.43
452.00
Industrials
41.77
Health Care
98.39
Health Care
77.84
Financials
38.93
59.57
16.45
Financials
32.16
128.22
Consumer Staples
103.32
Energy
36.42
Utilities
43.37
Energy
17.99
Industrials
260.97
63.51
141.52
Utilities
30.32
8.97
38.71
Financials
32.65
Industrials
28.59
27.56
70.44
Health Care
80.76
Financials
27.05
Dividend
Yield
Next ExDividend
Date
2.51%
3.05%
1.63%
2.57%
2.43%
4.17%
3.11%
05.09.2013
17.07.2013
21.01.2014
13.09.2013
23.08.2013
04.09.2013
09.09.2013
0.16%
0.28%
2.14%
23.05.2013
29.05.2013
04.09.2013
2.12%
0.97%
0.24%
3.44%
28.06.2013
26.06.2013
14.06.2013
05.07.2013
1.32%
2.98%
5.19%
1.86%
1.74%
1.88%
0.59%
1.09%
18.09.2013
26.09.2013
10.09.2013
23.08.2013
15.08.2013
08.08.2013
10.07.2013
05.06.2013
2.11%
3.16%
3.17%
15.08.2013
17.09.2013
17.07.2013
3.85%
1.71%
0.92%
3.92%
2.25%
3.12%
1.14%
1.06%
2.75%
2.85%
1.67%
4.41%
0.28%
10.09.2013
30.08.2013
29.05.2013
14.08.2013
28.08.2013
24.06.2013
14.08.2013
28.08.2013
14.08.2013
04.09.2013
22.08.2013
08.08.2013
04.06.2013
4.15%
07.08.2013
2.20%
2.84%
3.44%
1.50%
1.85%
1.69%
02.10.2013
06.09.2013
26.06.2013
05.08.2013
10.12.2013
27.06.2013
1.71%
1.62%
0.61%
3.25%
2.03%
2.36%
2.23%
4.75%
27.09.2013
30.08.2013
1.48%
3.17%
0.29%
0.75%
1.93%
2.73%
1.94%
1.16%
1.05%
1.67%
2.32%
28.08.2013
31.07.2013
11.09.2013
13.06.2013
20.06.2013
29.05.2013
28.08.2013
06.08.2013
02.10.2013
11.06.2013
06.09.2013
1.94%
0.80%
1.87%
2.17%
1.11%
2.49%
1.63%
2.15%
16.10.2013
29.11.2013
29.05.2013
22.08.2013
05.08.2013
14.08.2013
14.06.2013
01.08.2013
2.80%
2.00%
26.06.2013
12.08.2013
3.37%
05.06.2013
3.95%
2.01%
1.74%
0.80%
3.46%
0.07%
2.46%
2.28%
1.33%
1.13%
3.56%
10.07.2013
13.09.2013
14.06.2013
14.08.2013
07.08.2013
27.08.2013
05.03.2014
19.08.2013
11.12.2013
23.01.2014
06.09.2013
1.78%
3.08%
1.78%
3.22%
2.86%
1.95%
0.87%
4.17%
11.79%
3.30%
05.06.2013
07.08.2013
26.06.2013
13.06.2013
28.08.2013
28.08.2013
26.06.2013
05.06.2013
27.09.2013
12.08.2013
1.43%
1.91%
2.19%
3.69%
2.56%
2.66%
1.72%
1.64%
15.08.2013
20.08.2013
31.07.2013
18.06.2013
28.06.2013
05.08.2013
11.09.2013
05.09.2013
2.12%
1.02%
0.59%
10.07.2013
25.06.2013
23.08.2013
03.07.2013
13.09.2013
16.08.2013
31.05.2013
14.08.2013

IVt = atx + btx2 + ct
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
(a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
18.93
13.60
16.23
16.32
23.15
13.41
13.11
36.58
27.24
35.28
17.22
25.66
18.44
28.62
29.39
14.00
31.10
20.19
17.50
13.29
27.34
18.32
16.53
16.33
26.22
26.82
25.58
27.67
22.13
36.70
27.87
13.79
21.23
18.62
31.26
26.75
13.15
18.47
12.21
12.81
21.59
17.29
11.48
23.58
26.69
15.42
26.37
20.57
18.55
36.97
18.41
20.89
18.87
14.11
14.81
20.48
20.79
12.99
18.08
17.95
18.24
15.02
33.26
29.53
28.20
44.49
19.94
27.76
19.35
29.56
15.29
18.05
18.99
14.03
18.42
13.74
31.70
20.40
21.73
17.75
13.34
39.76
13.47
17.90
20.67
33.93
13.19
33.14
18.49
13.90
21.29
15.57
17.93
22.17
19.27
15.74
26.90
15.50
20.17
18.58
18.47
13.27
16.80
16.91
23.57
13.58
13.86
36.49
26.92
33.11
18.58
27.14
19.84
25.56
30.61
14.68
30.05
22.04
19.21
14.21
29.43
18.74
16.86
17.20
25.41
26.71
27.50
30.00
21.42
34.50
32.20
13.64
22.16
21.21
32.43
26.58
13.12
19.03
12.05
13.85
22.46
18.08
11.48
24.72
28.33
15.93
29.96
21.87
19.76
35.28
18.83
22.05
20.32
15.22
16.02
21.39
20.72
13.56
18.05
16.86
18.31
15.02
34.91
29.37
28.51
43.26
20.22
28.47
21.30
26.91
15.27
17.96
17.69
14.77
18.71
14.85
33.76
20.60
21.43
18.64
13.68
38.97
15.05
18.88
21.42
32.80
14.49
34.29
22.03
14.39
21.68
16.62
19.76
22.25
19.89
15.86
27.78
14.32
22.84
18.81
19.10
13.52
17.19
17.59
23.95
13.73
14.48
37.31
26.80
31.81
19.67
27.88
20.42
24.70
31.22
14.99
29.68
23.03
19.77
14.97
30.29
19.44
17.36
17.82
25.07
27.50
28.28
31.06
20.99
33.39
33.26
13.49
22.87
22.47
34.13
27.25
13.34
19.37
12.59
14.74
23.06
18.59
11.51
25.30
29.30
16.10
30.60
22.44
20.56
34.14
19.94
22.88
21.09
15.82
16.70
22.25
21.57
13.75
18.61
16.64
18.92
15.02
35.77
30.21
29.75
42.61
20.82
28.97
22.61
25.91
16.31
18.74
17.64
15.32
18.87
15.36
34.95
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0.001
0.001
0.002
0.001
0.002
0.002
0.001
0.001
0.001
0.001
0.002
0.001
0.001
0.002
0.002
0.004
0.002
0.004
0.002
0.001
0.001
0.001
0.001
0.001
0.002
0.001
0.002
0.002
0.002
0.004
0.001
0.001
0.003
0.001
0.001
0.003
0.001
0.002
0.001
0.003
0.001
0.002
0.004
0.002
0.002
0.002
0.001
0.002
0.003
0.002
0.001
0.003
0.001
0.003
0.002
0.001
0.001
0.001
0.004
0.001
0.002
0.001
0.002
0.002
0.001
0.001
0.001
0.004
0.001
0.001
0.002
0.002
0.002
0.001
0.002
0.002
0.001
0.001
0.001
0.001
0.004
0.003
0.002
0.003
0.002
0.007
0.001
0.002
0.001
0.003
0.003
0.002
0.004
0.006
0.002
0.002
0.001
0.001
0.004
0.003
0.004
0.002
0.004
0.004
0.004
0.005
0.005
0.004
0.001
0.003
0.004
0.004
0.007
0.003
0.006
0.004
0.004
0.002
0.006
0.002
0.002
0.005
0.002
0.006
0.004
0.003
0.003
0.004
0.002
0.006
0.005
0.004
0.005
0.004
0.004
0.006
0.002
0.004
0.004
0.002
0.002
0.002
0.006
0.001
0.004
0.002
0.006
0.003
0.004
0.004
0.003
0.003
0.004
0.003

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

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

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15.05.

Option Implied Volatility Skew Parameters by Terms:

At The Money Implied Volatilities by Terms

-0.232 -0.335 -0.325 -0.215 -0.189 -0.177

-0.385 -0.303 -0.247 -0.186 -0.155 -0.140

-0.018 -0.024 -0.058 -0.052 -0.052 -0.062

ABERCROMBIE & FITCH CO-CL A

-0.265 -0.246 -0.209 -0.165 -0.133 -0.125

-0.345 -0.302 -0.278 -0.240 -0.209 -0.183

-0.331 -0.339 -0.322 -0.267

-0.091 -0.006 0.001 -0.134 -0.114 -0.112

0.004 -0.002 0.004

-0.281 -0.238 -0.206 -0.167 -0.148 -0.130

-0.229 -0.192 -0.170 -0.143 -0.110 -0.092

-0.098 -0.034 -0.035 -0.087 -0.119 -0.108

-0.105 -0.177 -0.209 -0.214

ADBE UW Equity ADOBE SYSTEMS INC

ADVANCED MICRO DEVICES

-0.347 -0.261 -0.208 -0.151 -0.116 -0.103

-0.492 -0.391 -0.330 -0.240 -0.184 -0.157

AGILENT TECHNOLOGIES INC

-0.307 -0.277 -0.246 -0.185 -0.119 -0.112

AGL RESOURCES INC

-0.093 -0.093 -0.093

AIR PRODUCTS & CHEMICALS INC

-0.269 -0.282 -0.278 -0.228

-0.396 -0.419 -0.369 -0.245

-0.171 -0.136 -0.124 -0.120 -0.120 -0.112

0.063 -0.093 -0.121 -0.100 -0.077 -0.059

-0.253 -0.216 -0.189 -0.146 -0.161 -0.148

AKAM UW Equity AKAMAI TECHNOLOGIES INC

ALEXION PHARMACEUTICALS INC

ALLEGHENY TECHNOLOGIES INC

-0.207 -0.176 -0.160 -0.143 -0.121 -0.110

-0.313 -0.228 -0.186 -0.167 -0.148 -0.137

-0.390 -0.395 -0.344 -0.235 -0.189 -0.167

-0.221 -0.195 -0.178 -0.150 -0.134 -0.112

ALTRIA GROUP INC

-0.368 -0.289 -0.238 -0.174 -0.106 -0.084

-0.274 -0.214 -0.175 -0.144 -0.121 -0.101

0.000 -0.106 -0.152 -0.192

AMZN UW Equity AMAZON.COM INC

AMERICAN ELECTRIC POWER

-0.188 -0.233 -0.244 -0.222 -0.173 -0.155

-0.428 -0.363 -0.305 -0.221 -0.172 -0.148

AMERICAN INTERNATIONAL GROUP

-0.256 -0.191 -0.182 -0.131 -0.105 -0.093

AMERICAN TOWER CORP

-0.425 -0.366 -0.314 -0.233 -0.156 -0.129

AMERIPRISE FINANCIAL INC

-0.252 -0.282 -0.294 -0.284

-0.101 -0.143 -0.153 -0.145

AMGN UW Equity AMGEN INC

-0.163 -0.148 -0.138 -0.124 -0.112 -0.106

-0.322 -0.279 -0.249

ANADARKO PETROLEUM CORP

-0.107 -0.099 -0.103 -0.138 -0.140 -0.132

ANALOG DEVICES INC

-0.291 -0.251 -0.225 -0.186 -0.149 -0.128

-0.214 -0.310 -0.316

APARTMENT INVT & MGMT CO -A

APOL UW Equity APOLLO GROUP INC-CL A

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

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