S&P 1000 Index - Dividends and Implied Volatility Surfaces Parameters

Page 1

28.06.2013

Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct

At The Money Implied Volatilities by Terms Ticker

S&P 1000 Index

AAN UN Equity

Name AARON'S INC

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

Consumer Discretionary

28.24

0.26%

03.09.2013

30.54

30.89

30.89

30.90

AAON UW Equity AAON INC

Industrials

33.28

0.63%

03.12.2013

34.06

33.43

32.57

31.95

AAP UN Equity

Consumer Discretionary

80.02

0.30%

18.09.2013

25.11

27.14

25.56

26.35

AAWW UW Equity ATLAS AIR WORLDWIDE HOLDINGS

Industrials

44.00

31.63

36.46

36.47

ABAX UW Equity

ABAXIS INC

Health Care

46.70

32.06

32.17

32.16

ABFS UW Equity

ARKANSAS BEST CORP

Industrials

ABM UN Equity

ABM INDUSTRIES INC

ADVANCE AUTO PARTS INC

-0.292 -0.261 -0.261 -0.261

0.005

0.007

0.007

-0.068 -0.039 -0.015 -0.182

0.001

0.001

0.002 -0.003

-0.103 -0.149 -0.152 -0.115 -0.095 -0.081

0.000

0.000

0.002

0.001

36.48

-0.332 -0.361 -0.361 -0.361

0.009

0.011

0.011

0.011

32.14

-0.030 -0.058 -0.057 -0.055

0.001

0.002

0.002

0.002

26.88

27.29

0.007

19.99

0.60%

02.08.2013

80.27

72.27

66.39

61.47

-0.317 -0.208 -0.200 -0.129

0.005

0.003

0.002

0.002

Industrials

24.64

2.48%

01.10.2013

21.38

23.11

23.47

23.27

-0.028 -0.074 -0.103 -0.137

0.000

0.002

0.003

0.003

ABMD UW Equity ABIOMED INC

Health Care

21.37

42.91

44.23

42.83

42.87

-0.185 -0.211 -0.185 -0.099

0.006

0.007

0.004

0.002

ACAT UW Equity ARCTIC CAT INC

Consumer Discretionary

46.04

0.89%

28.08.2013

37.24

39.57

40.35

40.13

-0.062 -0.149 -0.166 -0.108

0.002

0.003

0.003

0.002

ACC UN Equity

AMERICAN CAMPUS COMMUNITIES

Financials

40.79

3.53%

14.08.2013

20.77

21.44

20.31

22.16

-0.102 -0.154 -0.155 -0.226

0.003

0.005

0.004

0.005

ACI UN Equity

ARCH COAL INC

Energy

3.60

3.89%

28.08.2013

70.79

71.90

70.99

71.08

-0.055 -0.108 -0.106 -0.103 -0.082 -0.059

0.011

0.006

0.004

0.002

ACIW UW Equity

ACI WORLDWIDE INC

Information Technology

46.06

22.51

24.00

23.82

23.30

-0.159 -0.302 -0.299 -0.292

0.003

0.005

0.005

0.006

ACM UN Equity

AECOM TECHNOLOGY CORP

Industrials

31.58

28.89

29.39

28.30

30.84

-0.205 -0.307 -0.227 -0.134

0.006

0.009

0.007

0.002

ACO UN Equity

AMCOL INTERNATIONAL CORP

Materials

31.62

31.76

31.71

30.48

30.95

-0.027 -0.179 -0.279 -0.181

-0.001 0.002

0.005

0.003

Health Care

33.34

51.75

43.54

43.80

43.95

-1.094 -0.152 -0.315 -0.174

0.019

0.011

0.030

0.009

ACXM UW Equity ACXIOM CORP

Information Technology

22.91

25.20

28.31

28.33

28.41

-0.087 -0.163 -0.163 -0.163

0.001

0.001

0.001

0.001

ADS UN Equity

Information Technology

180.07

26.23

24.89

24.91

26.36

-0.534 -0.375 -0.315 -0.250

0.016

0.009

0.006

0.002

ADTN UW Equity ADTRAN INC

Information Technology

24.40

43.81

39.61

38.90

39.15

-0.256 -0.195 -0.171 -0.142 -0.120 -0.108

0.006

0.004

0.004

0.003

ADVS UW Equity ADVENT SOFTWARE INC

Information Technology

35.00

28.76

29.86

29.85

29.81

-0.069 -0.139 -0.139 -0.139

0.000

0.000

0.000

0.001

AEC UN Equity

Financials

16.04

24.97

23.85

22.10

21.85

0.000 -0.020 -0.053 -0.167

0.000

0.000

0.000

0.005

AEGN UW Equity AEGION CORP

Industrials

22.67

29.47

-0.125 -0.248 -0.243 -0.178

0.002

0.005

0.005

0.005

AEIS UW Equity

ADVANCED ENERGY INDUSTRIES

Information Technology

17.46

-0.143 -0.267 -0.273 -0.177

0.004

0.005

0.004

0.002

AEO UN Equity

AMERICAN EAGLE OUTFITTERS

Consumer Discretionary

-0.144 -0.222 -0.211 -0.161 -0.140 -0.130

0.003

0.005

0.004

0.002

AF UN Equity

ASTORIA FINANCIAL CORP

0.000 -0.002 -0.002 0.008

ASSOCIATED ESTATES REALTY CP

1.48%

29.08.2013

72.01

ACOR UW Equity ACORDA THERAPEUTICS INC ALLIANCE DATA SYSTEMS CORP

2.66%

71.67

23.07.2013

40.03

41.08

4.74%

15.10.2013

31.84

31.92

32.73

34.21

37.27

36.55

36.39

18.15

2.84%

26.09.2013

28.32

30.18

31.42

33.28

Financials

10.72

1.49%

15.08.2013

28.68

30.69

32.74

25.98

0.000

AFAM UW Equity ALMOST FAMILY INC

Health Care

20.02

26.18

26.45

26.50

26.64

-0.106 -0.210 -0.212 -0.216

0.003

0.006

0.006

0.006

AFFX UW Equity

AFFYMETRIX INC

Health Care

4.41

AFG UN Equity

AMERICAN FINANCIAL GROUP INC

34.60

35.44

0.033

0.052 -0.182

76.11

75.56

75.00

73.29

-1.214 -1.209 -1.204 -1.188

0.008

0.009

0.010

0.012

Financials

48.73

1.72%

10.07.2013

19.75

17.99

14.82

14.42

0.000 -0.088 -0.215 -0.089

0.000

0.001

0.003

0.001

AGCO UN Equity AGCO CORP

Industrials

51.31

0.78%

15.08.2013

24.69

26.39

26.36

26.27

-0.133 -0.172 -0.171 -0.169

0.002

0.004

0.004

0.005

AGYS UW Equity AGILYSYS INC

Information Technology

11.94

44.01

42.89

43.06

43.26

0.006 -0.012 -0.055 -0.118

0.000

0.000

0.001

0.001

AHL UN Equity

ASPEN INSURANCE HOLDINGS LTD

Financials

37.19

21.30

20.50

19.61

22.18

0.000 -0.025 -0.073 -0.102

0.000

0.000

0.000

0.001

AHS UN Equity

AMN HEALTHCARE SERVICES INC

Health Care

14.32

39.54

43.04

42.12

41.78

-0.182 -0.068 -0.083 -0.066

0.003

0.001

0.001

0.001

AIN UN Equity

ALBANY INTL CORP-CL A

Industrials

33.60

1.79%

05.09.2013

55.77

53.00

51.39

35.38

0.000 -0.564 -1.138 -0.507

0.000

0.010

0.016

0.009

AINV UW Equity

APOLLO INVESTMENT CORP

Financials

7.74

10.34%

10.09.2013

26.18

26.04

25.26

25.16

-0.116 -0.099 -0.094 -0.081

0.002

0.001

0.002

0.005

AIR UN Equity

AAR CORP

Industrials

21.84

1.37%

26.07.2013

35.79

33.42

33.35

33.13

-0.207 -0.314 -0.310 -0.297

0.004

0.007

0.007

0.007

AIRM UW Equity

AIR METHODS CORP

Health Care

34.92

50.23

48.99

46.45

43.93

-0.448 -0.367 -0.319 -0.218

0.010

0.006

0.004

0.002

AIT UN Equity

APPLIED INDUSTRIAL TECH INC

Industrials

48.47

2.15%

15.11.2013

23.78

23.66

23.54

23.17

-0.304 -0.301 -0.298 -0.290

0.009

0.009

0.009

0.010

AJG UN Equity

ARTHUR J GALLAGHER & CO

Financials

43.87

2.42%

30.09.2013

14.60

14.68

14.66

15.41

0.007 -0.014 -0.058 -0.078

0.000

0.000

0.001

0.001

AKR UN Equity

ACADIA REALTY TRUST

Financials

24.82

3.63%

25.09.2013

50.37

38.72

53.02

43.48

-1.911 0.111 -0.068 -0.601

0.039 -0.002 0.001

0.006

AKRX UW Equity AKORN INC

Health Care

13.69

39.68

38.39

36.37

36.36

-0.132 -0.105 -0.048 -0.081

0.000

0.000

0.000

0.002

AKS UN Equity

AK STEEL HOLDING CORP

Materials

3.01

65.66

65.68

64.94

64.37

-0.562 -0.434 -0.371 -0.318 -0.158 -0.164

0.017

0.010

0.007

0.004

ALB UN Equity

ALBEMARLE CORP

Materials

62.75

1.66%

13.09.2013

26.10

24.69

24.85

26.76

-0.358 -0.360 -0.303 -0.235

0.008

0.009

0.008

0.004

ALE UN Equity

ALLETE INC

Utilities

49.39

3.91%

15.08.2013

14.55

13.91

13.06

14.00

0.000

0.003 -0.016

0.000

0.000

0.000

0.000

ALEX UN Equity

ALEXANDER & BALDWIN INC

Financials

39.99

-0.152 -0.224 -0.195 -0.305

1.94%

09.08.2013

67.07

64.51

0.002

24.88

26.42

26.03

25.08

0.004

0.006

0.005

0.009

ALGN UW Equity ALIGN TECHNOLOGY INC

Health Care

36.69

43.95

41.24

41.60

39.91

-0.384 -0.370 -0.373 -0.250 -0.151 -0.123

0.009

0.005

0.003

0.002

ALGT UW Equity

ALLEGIANT TRAVEL CO

Industrials

105.40

24.81

26.23

25.46

26.14

-0.393 -0.356 -0.255 -0.174

0.009

0.009

0.006

0.003

ALK UN Equity

ALASKA AIR GROUP INC

Industrials

52.09

36.16

37.26

36.69

36.49

-0.251 -0.229 -0.200 -0.167

0.006

0.006

0.005

0.002

ALOG UW Equity ANALOGIC CORP

Health Care

21.92

22.94

24.46

24.82

AM UN Equity

72.73

0.66%

Consumer Discretionary

18.24

0.82%

AMCX UW Equity AMC NETWORKS INC-A

Consumer Discretionary

64.75

AME UN Equity

Industrials

42.00

AMED UW Equity AMEDISYS INC

Health Care

AMG UN Equity

42.06

0.000

0.001

0.001

0.001

0.000

0.001

0.001

0.002

0.002

0.002

0.001

-0.285 -0.279 -0.252 -0.190

0.006

0.006

0.005

0.003

8.68

8.73

8.77

8.91

0.087

0.089

0.001

0.001

0.000

0.000

28.37

30.61

29.06

30.95

-0.201 -0.212 -0.275 -0.153

0.003

0.005

0.008

0.003

23.61

23.12

20.92

23.66

0.058 -0.108 -0.350 -0.266

-0.001 0.002

0.006

0.008

13.29

66.61

68.22

67.30

61.25

-0.333 -0.241 -0.225 -0.203

0.011

0.003

0.001

0.004

Financials

161.00

26.54

27.17

27.65

27.35

-0.393 -0.362 -0.290 -0.207

0.009

0.007

0.003

0.002

AMSF UW Equity AMERISAFE INC

Financials

32.64

AMSG UW Equity AMSURG CORP

Health Care

35.36

25.33

25.40

24.14

60.09

-0.002 0.003 -0.004 0.000

0.000

0.000

0.000

0.000

ANDE UW Equity ANDERSONS INC/THE

Consumer Staples

53.06

22.19

24.69

24.45

25.97

-0.081 -0.102 -0.183 -0.152

0.001

0.002

0.003

0.005

ANN UN Equity

ANN INC

Consumer Discretionary

32.80

31.45

34.77

35.49

36.37

37.30

38.35

-0.227 -0.230 -0.183 -0.167 -0.156 -0.132

0.004

0.005

0.003

0.001

0.001

0.001

ANR UN Equity

ALPHA NATURAL RESOURCES INC

Energy

5.06

66.34

66.43

65.37

65.56

69.69

72.37

-0.354 -0.281 -0.216 -0.170 -0.112 -0.113

0.011

0.006

0.004

0.002

0.001

0.001

ANSS UW Equity ANSYS INC

Information Technology

74.04

25.53

27.41

25.62

25.33

-0.304 -0.298 -0.233 -0.224

0.004

0.004

0.003

0.003

AOI UN Equity

ALLIANCE ONE INTERNATIONAL

Consumer Staples

3.78

75.92

75.92

74.10

51.09

0.000

0.000

0.000

0.000

0.000

AOL UN Equity

AOL INC

Information Technology

36.64

37.61

41.45

39.01

38.58

-0.256 -0.236 -0.175 -0.122 -0.097 -0.088

0.004

0.003

0.003

0.002

0.001

0.001

AOS UN Equity

SMITH (A.O.) CORP

Industrials

37.21

27.63

31.74

40.12

33.33

0.007 -0.230 -0.473 -0.334

-0.002 0.003

0.013

0.033

APEI UW Equity

AMERICAN PUBLIC EDUCATION

Consumer Discretionary

37.71

34.60

36.84

36.89

35.62

-0.111 -0.156 -0.216 -0.168

0.000

0.001

0.003

0.003

APOG UW Equity APOGEE ENTERPRISES INC

Industrials

24.79

1.45%

25.10.2013

31.03

32.49

32.35

32.25

-0.218 -0.252 -0.245 -0.202

0.006

0.009

0.009

0.008

ARB UN Equity

ARBITRON INC

Consumer Discretionary

46.23

0.87%

17.09.2013

19.71

19.66

19.66

19.66

-0.166 -0.314 -0.314 -0.314

0.005

0.010

0.010

0.010

ARE UN Equity

ALEXANDRIA REAL ESTATE EQUIT

Financials

65.86

3.95%

27.09.2013

20.71

20.82

20.46

21.28

-0.200 -0.317 -0.205 -0.141

0.005

0.008

0.009

0.003

AREX UW Equity APPROACH RESOURCES INC

Energy

24.28

39.46

40.10

39.56

39.57

-0.172 -0.216 -0.188 -0.147

0.003

0.004

0.004

0.002

ARO UN Equity

AEROPOSTALE INC

Consumer Discretionary

13.60

37.48

39.33

42.52

44.47

-0.100 -0.155 -0.194 -0.189 -0.148 -0.116

0.003

0.004

0.003

0.002

0.001

0.001

ARQL UQ Equity

ARQULE INC

Health Care

2.40

71.22

72.47

73.95

71.54

0.000 -0.014 -0.019 0.058

0.000

0.000 -0.001 0.003

ARRS UW Equity ARRIS GROUP INC

Information Technology

14.55

30.49

34.47

34.52

34.66

-0.143 -0.258 -0.261 -0.268

0.008

0.014

0.014

0.014

ARW UN Equity

0.001

0.001

AMERICAN GREETINGS CORP-CL A AMETEK INC AFFILIATED MANAGERS GROUP

ARROW ELECTRONICS INC

0.62%

1.28%

1.40%

27.09.2013

40.36

0.000

13.09.2013

03.10.2013

31.07.2013

38.94

44.67

38.94

44.52

0.088

0.088

0.000 -0.008 0.000

Information Technology

39.45

26.30

27.71

26.74

28.87

-0.243 -0.321 -0.308 -0.214

0.005

0.008

0.007

0.004

ASBC UW Equity ASSOCIATED BANC-CORP

Financials

15.59

2.44%

08.08.2013

22.92

23.11

24.19

23.42

-0.004 0.007 -0.007 -0.150

0.000

0.000

0.000

0.005

ASEI UW Equity

AMERICAN SCIENCE & ENGINEERI

Industrials

56.00

3.57%

22.08.2013

30.66

30.93

27.77

27.27

-0.140 -0.202 -0.253 -0.152

0.000

0.002

0.004

0.004

ASGN UN Equity

ON ASSIGNMENT INC

Industrials

26.88

37.69

39.11

39.28

38.93

-0.105 -0.191 -0.171 -0.123

0.002

0.004

0.004

0.002

ASH UN Equity

ASHLAND INC

Materials

84.81

26.99

28.40

27.99

28.63

-0.234 -0.303 -0.250 -0.202

0.011

0.008

0.006

0.003

ASNA UW Equity ASCENA RETAIL GROUP INC

Consumer Discretionary

17.31

24.94

28.18

31.81

31.67

-0.144 -0.177 -0.160 -0.133 -0.115 -0.102

0.002

0.004

0.005

0.002

ASTE UW Equity

ASTEC INDUSTRIES INC

Industrials

34.37

1.16%

24.07.2013

26.88

28.65

27.79

30.33

-0.216 -0.386 -0.388 -0.275

0.009

0.012

0.007

0.004

ATK UN Equity

ALLIANT TECHSYSTEMS INC

Industrials

81.94

1.27%

05.09.2013

19.78

22.08

22.04

21.93

-0.323 -0.357 -0.355 -0.347

0.008

0.010

0.010

0.010

ATMI UW Equity

ATMI INC

29.53

1.60%

14.08.2013

31.58

32.29

Information Technology

23.71

28.82

27.89

27.65

-0.072 -0.080 -0.085 -0.093

0.000

0.001

0.002

0.001

ATML UW Equity ATMEL CORP

Information Technology

7.36

49.52

52.35

51.52

48.41

0.041 -0.080 -0.106 -0.124

0.003

0.005

0.004

0.003

ATNI UW Equity

ATLANTIC TELE-NETWORK INC

Telecommunication Services 49.67

1.69%

30.09.2013

27.60

30.33

30.15

29.38

-0.079 -0.185 -0.214 -0.170

0.001

0.004

0.005 -0.001

ATO UN Equity

ATMOS ENERGY CORP

Utilities

40.65

3.48%

27.08.2013

15.18

15.15

15.00

14.04

0.000

0.000

0.000

0.000

0.000

0.000

ATR UN Equity

APTARGROUP INC

Materials

55.41

1.80%

05.08.2013

17.64

19.58

19.54

19.42

-0.106 -0.194 -0.194 -0.193

0.001

0.003

0.003

0.003

ATU UN Equity

ACTUANT CORP-A

Industrials

33.20

0.12%

25.09.2013

22.25

22.28

22.31

22.39

-0.181 -0.181 -0.181 -0.181

0.002

0.002

0.002

0.002

ATW UN Equity

ATWOOD OCEANICS INC

Energy

51.90

29.16

30.07

29.85

30.75

-0.208 -0.243 -0.197 -0.170

0.006

0.008

0.006

0.002

AVA UN Equity

AVISTA CORP

Utilities

26.96

64.78

50.78

26.99

17.47

0.000

0.000 -0.001 0.001

0.010

AVAV UW Equity

AEROVIRONMENT INC

Industrials

20.14

28.22

29.93

32.49

36.02

-0.072 -0.092 -0.054 -0.083

0.003

0.004

0.001

0.003

AVD UN Equity

AMERICAN VANGUARD CORP

Materials

22.94

42.51

45.42

45.39

45.32

-0.212 -0.240 -0.239 -0.237

0.004

0.005

0.005

0.005

AVID UW Equity

AVID TECHNOLOGY INC

Information Technology

6.06

55.47

54.05

51.58

49.00

0.000 -0.067 -0.162 -0.209

0.000

0.000

0.000

0.001

AVT UN Equity

AVNET INC

Information Technology

33.82

24.89

28.92

28.98

29.14

-0.398 -0.421 -0.423 -0.428

0.009

0.010

0.010

0.010

AWR UN Equity

AMERICAN STATES WATER CO

Utilities

53.84

20.61

21.32

21.61

22.34

-0.050 -0.082 -0.076 -0.095

0.001

0.001

0.001

0.000

AXE UN Equity

ANIXTER INTERNATIONAL INC

Information Technology

75.76

20.56

22.87

22.84

22.75

-0.282 -0.270 -0.270 -0.268

0.006

0.006

0.006

0.006

AYI UN Equity

ACUITY BRANDS INC

Industrials

76.12

0.80%

17.07.2013

37.95

33.07

33.03

32.91

-0.415 -0.320 -0.319 -0.315

0.013

0.007

0.007

0.007

AZZ UN Equity

AZZ INC

Industrials

43.10

1.16%

09.07.2013

33.52

30.87

30.83

30.73

-0.147 -0.243 -0.241 -0.236

0.004

0.008

0.008

0.008

B UN Equity

BARNES GROUP INC

Industrials

30.00

1.53%

29.08.2013

24.78

26.05

25.42

26.39

0.033 -0.058 -0.176 -0.223

-0.001 0.002

0.005

0.004

BABY UW Equity

NATUS MEDICAL INC

Health Care

13.68

35.96

34.93

33.55

33.39

-0.182 -0.192 -0.195 -0.107

0.000

0.000

0.000

0.002

BANR UW Equity BANNER CORPORATION

Financials

33.83

28.26

29.60

29.32

28.64

-0.063 -0.123 -0.120 -0.106

0.001

0.002

0.002

0.003

BAS UN Equity

Energy

12.28

45.60

48.21

47.94

47.80

-0.178 -0.262 -0.149 -0.127

0.005

0.008

0.006

0.002

BBCN UW Equity BBCN BANCORP INC

Financials

14.17

115.52

105.40

85.94

103.78

0.000

0.000

0.000

0.000

0.000

0.000

BBG UN Equity

Energy

20.44

48.72

50.67

48.83

49.96

-0.245 -0.248 -0.176 -0.139

0.006

0.005

0.004

0.002

BBOX UW Equity BLACK BOX CORP

Information Technology

25.21

1.47%

02.10.2013

42.70

43.00

40.60

38.80

-0.297 -0.321 -0.219 -0.205

0.008

0.009

0.007

0.004

BC UN Equity

BRUNSWICK CORP

Consumer Discretionary

32.50

0.15%

15.11.2013

38.13

40.30

39.70

42.44

-0.153 -0.150 -0.138 -0.152

0.005

0.005

0.003

0.002

BCO UN Equity

BRINK'S CO/THE

Industrials

25.58

1.56%

19.07.2013

31.25

34.29

32.74

33.71

-0.097 -0.203 -0.229 -0.111

0.002

0.004

0.003

0.002

BCOR UW Equity BLUCORA INC

Information Technology

18.60

40.94

46.56

41.71

39.59

-0.240 -0.214 -0.197 -0.130

0.002

0.003

0.003

0.002

BCPC UW Equity BALCHEM CORP

Materials

44.88

0.53%

13.12.2013

28.50

29.59

29.62

29.70

-0.112 -0.223 -0.223 -0.224

0.002

0.003

0.003

0.003

BDC UN Equity

BELDEN INC

Industrials

50.83

0.39%

17.09.2013

31.91

32.47

32.54

33.78

-0.315 -0.292 -0.251 -0.188

0.011

0.011

0.007

0.003

BEAV UW Equity

B/E AEROSPACE INC

Industrials

63.62

23.32

25.23

25.28

25.89

-0.192 -0.314 -0.248 -0.177

0.007

0.008

0.005

0.003

BELFB UW Equity BEL FUSE INC-CL B

Information Technology

13.82

2.03%

15.10.2013

BFS UN Equity

SAUL CENTERS INC

Financials

45.19

3.19%

16.10.2013

BGC UN Equity

GENERAL CABLE CORP

BASIC ENERGY SERVICES INC BILL BARRETT CORP

4.64% 1.09%

1.88%

1.77% 1.83%

20.08.2013 18.09.2013

12.11.2013

02.10.2013 30.07.2013

0.000

0.000

0.014 -0.023 -0.037

0.000

0.000

Industrials

30.99

35.88

39.43

39.45

39.49

-0.410 -0.395 -0.396 -0.400

0.013

0.012

0.012

0.012

BGFV UW Equity BIG 5 SPORTING GOODS CORP

Consumer Discretionary

21.49

1.86%

30.08.2013

41.19

43.11

41.49

41.17

-0.210 -0.262 -0.187 -0.107

0.003

0.005

0.005

0.002

BGG UN Equity

BRIGGS & STRATTON

Industrials

19.53

2.56%

20.08.2013

36.44

38.91

37.06

33.84

-0.289 -0.320 -0.207 -0.134

0.007

0.008

0.006

0.004

BGS UN Equity

B&G FOODS INC

Consumer Staples

34.00

2.74%

30.09.2013

28.23

26.06

26.04

25.99

-0.333 -0.186 -0.185 -0.185

0.006

0.004

0.004

0.004

BH UN Equity

BIGLARI HOLDINGS INC

Consumer Discretionary

409.55

BHE UN Equity

BENCHMARK ELECTRONICS INC

Information Technology

20.16

28.25

30.14

29.38

29.66

-0.088 -0.141 -0.110 -0.118

0.003

0.004

0.003

0.002

BID UN Equity

SOTHEBY'S

Consumer Discretionary

37.95

33.82

36.21

35.77

36.85

37.98

38.42

-0.308 -0.261 -0.239 -0.197 -0.150 -0.121

0.007

0.005

0.004

0.002

0.001

0.001

BIG UN Equity

BIG LOTS INC

Consumer Discretionary

31.37

29.09

30.38

34.16

35.32

33.88

32.64

-0.347 -0.375 -0.304 -0.201 -0.150 -0.137

0.010

0.011

0.008

0.003

0.001

0.001

BIO UN Equity

BIO-RAD LABORATORIES-A

Health Care

111.59

23.68

23.83

22.96

24.37

-0.221 -0.196 -0.160 -0.215

0.002

0.003

0.004

0.003

BJRI UW Equity

BJ'S RESTAURANTS INC

Consumer Discretionary

37.28

28.99

31.97

31.71

31.90

-0.235 -0.243 -0.115 -0.095

0.007

0.007

0.001

0.001

BKE UN Equity

BUCKLE INC/THE

Consumer Discretionary

51.92

1.54%

15.10.2013

28.28

30.09

31.68

33.20

-0.272 -0.261 -0.212 -0.095

0.006

0.007

0.005

0.003

BKH UN Equity

BLACK HILLS CORP

Utilities

48.64

3.17%

16.08.2013

20.92

23.14

22.90

22.26

-0.061 -0.112 -0.110 -0.104

0.001

0.002

0.002

0.002

BKI UN Equity

BUCKEYE TECHNOLOGIES INC

Materials

37.00

0.97%

09.08.2013

11.81

11.81

11.81

11.81

0.000

0.000

0.000

0.000

0.000

0.000

BKMU UW Equity BANK MUTUAL CORP

Financials

5.77

1.39%

14.08.2013

51.27

48.93

45.23

44.17

0.000 -0.001 0.001 -0.025

0.000

0.000

0.000

0.000

BKS UN Equity BLKB UW Equity

Consumer Discretionary Information Technology

15.84 32.89

53.34 27.65

53.28 27.26

52.22 24.81

0.109 -0.022 -0.032 -0.084 -0.118 -0.125 -0.188 -0.155 -0.112 -0.190

0.008 0.001

0.003 0.001

0.002 0.001

0.001 0.006

0.001

0.001

28.08.2013

52.54 27.81

BARNES & NOBLE INC BLACKBAUD INC

1.05%

1.52%

04.09.2013

50.14

48.59

0.000

Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

0.000


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