25.02.2013
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
At The Money Implied Volatilities by Terms ATM Ref
Dividend Yield
Next ExDividend Date
III LN Equity
GB00B1YW4409
3I GROUP PLC
Financials
312.40
2.62%
19.06.2013
17.97
17.62
17.27
17.82
AALB NA Equity
NL0000852564
AALBERTS INDUSTRIES NV
Industrials
16.58
2.11%
29.04.2013
24.23
20.58
20.61
20.39
ABBN VX Equity
CH0012221716
ABB LTD-REG
Industrials
21.44
3.18%
30.04.2014
17.48
16.91
17.56
18.15
19.24
19.96
20.23
ADN LN Equity
GB0000031285
ABERDEEN ASSET MGMT PLC
Financials
435.20
3.03%
08.05.2013
ABE SQ Equity
ES0111845014
ABERTIS INFRAESTRUCTURAS SA
Industrials
13.40
4.93%
12.04.2013
22.32
22.15
22.57
22.99
22.62
22.27
22.55
-0.149 -0.128 -0.112 -0.148 -0.112 -0.123 -0.094 0.002
ANA SQ Equity
ES0125220311
ACCIONA SA
Utilities
46.99
5.75%
04.06.2013
40.95
39.52
38.42
37.16
35.65
34.65
34.38
-0.166 -0.146 -0.085 -0.014 -0.098 -0.048 -0.137 -0.001 -0.001 0.000 -0.001 -0.001 -0.001 0.000
AC FP Equity
FR0000120404
ACCOR SA
Consumer Discretionary
28.13
2.70%
11.06.2013
25.17
25.92
25.48
25.93
26.77
27.42
ACX SQ Equity
ES0132105018
ACERINOX SA
Materials
8.14
6.75%
05.07.2013
31.09
30.43
30.72
31.58
28.72
28.39
28.58
-0.022 -0.026 -0.057 -0.094 0.034
0.038
ACKB BB Equity
BE0003764785
ACKERMANS & VAN HAAREN
Financials
69.37
2.48%
29.05.2013
ACS SQ Equity
ES0167050915
ACS ACTIVIDADES CONS Y SERV
Industrials
18.60
11.24%
05.07.2013
28.24
27.23
26.70
25.74
23.62
21.83
21.62
-0.206 -0.151 -0.123 -0.081 -0.068 0.059
ATLN VX Equity
CH0010532478
ACTELION LTD-REG
Health Care
48.44
2.07%
22.04.2014
26.85
25.11
25.30
26.39
25.38
25.41
ADEN VX Equity
CH0012138605
ADECCO SA-REG
Industrials
54.30
3.32%
26.04.2013
28.30
24.84
25.51
24.04
24.01
24.10
23.96
ADS GY Equity
DE000A1EWWW0
ADIDAS AG
Consumer Discretionary
71.03
1.76%
09.05.2013
26.01
22.43
22.39
23.03
22.76
22.48
22.57
-0.217 -0.153 -0.098 -0.081 -0.059 -0.028 0.011
0.017
ADM LN Equity
GB00B02J6398
ADMIRAL GROUP PLC
Financials
1261.00
6.92%
15.05.2013
AGS LN Equity
GB00B4JV1B90
AEGIS GROUP PLC
Consumer Discretionary
238.60
AGN NA Equity
NL0000303709
AEGON NV
Financials
4.82
4.56%
15.08.2013
29.06
28.18
28.31
28.36
27.40
28.75
29.07
-0.273 -0.233 -0.146 -0.177 -0.081 -0.020 0.060
ADP FP Equity
FR0010340141
ADP
Industrials
62.54
2.81%
13.05.2013
17.05
17.02
17.60
17.61
17.51
17.95
-0.125 -0.036 0.006
AFR LN Equity
GB00B0672758
AFREN PLC
Energy
146.40
AGS BB Equity
BE0974264930
AGEAS
Financials
26.27
4.57%
29.04.2013
26.50
24.14
23.89
24.79
24.38
24.14
AGK LN Equity
GB00B4WQ2Z29
AGGREKO PLC
Industrials
1695.00
1.46%
24.04.2013
AF FP Equity
FR0000031122
AIR FRANCE-KLM
Industrials
7.74
16.07.2013
41.83
40.09
40.87
39.78
38.78
AI FP Equity
FR0000120073
AIR LIQUIDE SA
Materials
93.64
12.05.2014
16.37
15.91
16.97
17.78
AIXA GY Equity
DE000A0WMPJ6
AIXTRON SE
Information Technology
9.24
24.05.2013
44.08
39.32
39.70
39.50
AKSO NO Equity
NO0010215684
AKER SOLUTIONS ASA
Energy
112.20
3.57%
18.04.2014
31.12
32.17
32.08
32.18
AKZA NA Equity
NL0000009132
AKZO NOBEL
Materials
49.77
2.93%
22.10.2013
28.26
27.43
26.03
25.24
24.89
24.48
ALU FP Equity
FR0000130007
ALCATEL-LUCENT
Information Technology
09.06.2014
54.43
57.95
63.63
62.84
64.73
62.51
ALFA SS Equity
SE0000695876
ALFA LAVAL AB
Industrials
152.00
2.30%
24.04.2014
19.62
19.20
21.17
21.06
23.96
23.96
ALV GY Equity
DE0008404005
ALLIANZ SE-REG
Financials
106.55
4.22%
08.05.2014
21.83
20.38
20.70
20.94
20.82
20.37
ALLN SE Equity
CH0008837566
ALLREAL HOLDING AG-REG
Financials
135.90
4.05%
09.04.2013
ALO FP Equity
FR0010220475
ALSTOM
Industrials
33.29
2.85%
27.06.2013
28.94
27.83
28.66
29.34
29.54
AMS SQ Equity
EU0009658145
AMADEUS IT HOLDING SA-A SHS
Information Technology
18.76
18.74
19.17
19.78
AMEC LN Equity
GB0000282623
AMEC PLC
Energy
AMEAS FH Equity FI0009000285
AMER SPORTS OYJ
Consumer Discretionary
AML LN Equity
GB00B2988H17
AMLIN PLC
Financials
ANDR AV Equity
AT0000730007
ANDRITZ AG
Industrials
AAL LN Equity
GB00B1XZS820
ANGLO AMERICAN PLC
Materials
ABI BB Equity
BE0003793107
ANHEUSER-BUSCH INBEV NV
Consumer Staples
ANTO LN Equity
GB0000456144
ANTOFAGASTA PLC
MAERSKB DC Equity DK0010244508 MT NA Equity
LU0323134006
AKE FP Equity
FR0010313833
ARM LN Equity
Stoxx 600 Index
Ticker
ISIN
Name
GICS_SECTOR_NAME
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 0.059
0.002
0.005
0.007
0.005
-0.278 -0.066 -0.090 -0.093
0.018
0.005
0.003
0.005
-0.230 -0.231 -0.069 -0.104 -0.126 -0.109 -0.082 0.034
0.108
0.099
0.089
0.012
0.005
0.006
0.002
0.002
0.002
0.003
0.002
0.003
0.003
0.003
0.003
-0.105 -0.135 -0.105 -0.120 -0.096 -0.120
0.029
0.006
0.003
0.002
0.002
0.002
0.065
0.001
0.000
0.001
0.000
0.001
0.001
0.268
0.002
0.002
0.002
0.001
0.001
0.002 -0.002
0.016
0.003
0.002
0.002
0.001
0.001
-0.315 -0.113 -0.014 -0.077 -0.064 -0.059 -0.052 0.012
0.003
0.001
0.003
0.002
0.002
0.002
0.008
0.005
0.002
0.001
0.001
0.001
0.032
0.004
0.005
0.004
0.002
0.000 -0.002
0.017
0.002
0.000
0.000
0.000
0.000
24.22
-0.268 -0.097 -0.071 -0.067 -0.069 -0.079 -0.059 0.010
0.003
0.002
0.003
0.002
0.002
0.002
37.01
30.50
-0.239 -0.089 -0.119 -0.146 0.010
0.026 -0.276 0.010
0.003
0.001
0.002
0.000
0.001
0.003
18.65
19.38
20.06
-0.175 -0.116 -0.068 -0.117 -0.139 -0.138 -0.132 0.027
0.014
0.008
0.003
0.003
0.002
0.002
39.92
40.51
40.18
-0.119 -0.151 -0.154 -0.155 -0.153 -0.233 -0.269 0.004
0.002
0.001
0.000
0.000
0.001
0.002
-0.206 -0.183 -0.152 -0.165
0.047
0.032
0.017
0.002
23.89
-0.313 -0.189 -0.157 -0.142 -0.108 -0.082 -0.063 0.019
0.005
0.003
0.003
0.002
0.002
0.002
62.18
-0.288 -0.334 -0.228 -0.127 -0.114 -0.055 -0.056 0.029
0.014
0.006
0.005
0.000
0.000
0.000
-0.273 -0.197 -0.138 -0.137 -0.102 -0.102
0.045
0.020
0.008
0.004
0.001
0.001
20.17
-0.169 -0.131 -0.085 -0.089 -0.078 -0.048 -0.027 0.026
0.010
0.005
0.003
0.002
0.002
0.002
29.99
29.25
-0.316 -0.224 -0.199 -0.130 -0.082 -0.071 -0.095 0.023
0.008
0.006
0.003
0.002
0.002
0.002
20.59
20.48
20.48
-0.129 -0.115 -0.098 -0.131 -0.109 -0.103 -0.099 0.001
0.002
0.001
0.002
0.001
0.001
0.001
-0.316 -0.030 -0.011 0.020
-0.268 -0.154 -0.121 -0.108 -0.080 -0.071
0.000
12.06.2013
2.67%
1.12
20.31
2.56%
29.07.2013
1055.00
3.54%
27.11.2013
12.93
2.71%
10.03.2014
429.50
5.73%
03.04.2013
52.07
2.40%
26.03.2013
27.93
25.51
26.75
26.68
28.49
33.45
1989.50
2.92%
14.08.2013
32.43
31.08
30.56
30.68
31.27
31.83
70.41
2.13%
26.04.2013
25.88
22.46
22.36
21.61
21.35
21.35
Materials
1122.00
1.41%
08.05.2013
34.36
33.36
32.66
32.17
AP MOELLER-MAERSK A/S-B
Industrials
45520.00
2.64%
14.04.2014
24.45
22.84
22.92
23.08
ARCELORMITTAL
Materials
11.85
1.27%
09.05.2014
31.03
31.74
32.49
33.12
34.15
35.03
ARKEMA
Materials
84.23
2.02%
29.05.2013
35.01
34.29
33.57
33.75
33.83
33.83
DE0005557508
ARM HOLDINGS PLC
Information Technology
941.50
0.51%
04.09.2013
28.75
28.65
28.45
28.65
ARYN SE Equity
CH0043238366
ARYZTA AG
Consumer Staples
53.30
1.30%
29.01.2014
15.71
16.03
16.43
17.09
ASHM LN Equity
GB00B132NW22
ASHMORE GROUP PLC
Financials
360.80
4.29%
06.11.2013
AHT LN Equity
GB0000536739
ASHTEAD GROUP PLC
Industrials
499.50
0.92%
14.08.2013
ASM NA Equity
NL0000334118
ASM INTERNATIONAL NV
Information Technology
ASML NA Equity
NL0010273215
30.30
31.26
0.003 -0.003 -0.015
0.022
0.003
0.000 -0.001 -0.001 -0.005
-0.275 -0.113 -0.097 -0.101 -0.061 -0.047 -0.067 0.015
0.005
0.001
0.002
0.001
0.000
-0.356 -0.221 -0.157 -0.148 -0.129 -0.129
0.501
0.706
0.013
0.006
0.004
0.003
0.002
0.002
-0.287 -0.213 -0.141 -0.068
0.004
0.003
0.002 -0.002
-0.050 -0.020 -0.003 -0.006
17.69
17.68
35.48
38.97
31.41
31.98
28.25
ASML HOLDING NV
Information Technology
54.80
0.97%
24.04.2014
28.12
29.68
28.74
28.48
28.33
28.36
ASSAB SS Equity SE0000255648
ASSA ABLOY AB-B
Industrials
256.10
1.99%
28.04.2014
18.53
19.16
20.09
21.09
23.53
23.53
G IM Equity
IT0000062072
ASSICURAZIONI GENERALI
Financials
13.13
2.67%
20.05.2013
31.58
28.81
29.02
27.59
27.57
27.65
27.38
ABF LN Equity
GB0006731235
ASSOCIATED BRITISH FOODS PLC
Consumer Staples
1819.00
1.70%
05.06.2013
13.22
12.89
12.57
12.46
AZN LN Equity
GB0009895292
ASTRAZENECA PLC
Health Care
2974.50
6.44%
07.08.2013
16.33
16.13
16.63
16.73
17.26
16.71
17.78
ATL IM Equity
IT0003506190
28.68
0.004
0.000
0.000
0.000
-0.292 -0.210 -0.172 -0.137 -0.096 -0.073 -0.063 0.020
0.004
0.003
0.002
-0.039 -0.026 -0.014 0.009
0.003
0.001
0.000 -0.003 -0.002 -0.002
-0.394 -0.292 -0.188 -0.069
0.026
0.018
0.010
-0.165 -0.071 -0.083 -0.073 -0.065 -0.060
0.028
0.004 -0.001 0.000
-0.137 0.001 -0.073 -0.129
0.020
0.020
0.000
0.000 -0.001 -0.001
0.002 0.001
0.001
0.017
0.005
0.003
0.004
-0.321 -0.182 -0.136 -0.160 -0.119 -0.100 -0.080 0.013
0.002
0.002
0.002
0.001
0.001
-0.350 -0.249 -0.179 -0.131 -0.104 -0.104
0.057
0.017
0.010
0.006
0.000
0.000
-0.418 -0.300 -0.283 -0.182 -0.112 -0.072 -0.047 0.016
0.005
0.004
0.002
0.001
0.000
0.000
-0.139 -0.100 -0.060 -0.041
0.002
0.004
0.003
0.001
0.001
-0.134 -0.163 -0.180 -0.130 -0.091 -0.060 -0.093 0.009
0.013
0.007
0.004
0.002
0.002
0.001
0.001
0.001
ATLANTIA SPA
Industrials
13.45
5.72%
20.05.2013
24.98
22.55
23.79
23.18
22.99
22.99
-0.312 -0.257 -0.222 -0.166 -0.182 -0.182
0.011
0.010
0.005
0.002
ATCOA SS Equity SE0000101032
ATLAS COPCO AB-A SHS
Industrials
186.70
2.95%
30.04.2014
18.42
18.40
20.34
21.42
24.72
24.72
-0.218 -0.179 -0.129 -0.103 -0.091 -0.091
0.042
0.018
0.009
0.005 -0.001 -0.001
ATO FP Equity
FR0000051732
ATOS
Information Technology
58.99
1.02%
13.06.2013
24.34
24.13
23.92
24.58
25.69
25.69
-0.123 -0.117 -0.110 -0.105 -0.096 -0.096
0.012
0.009
0.006
0.002
0.001
0.001
NDA GY Equity
DE0006766504
AURUBIS AG
Materials
53.95
2.50%
28.02.2014
21.08
21.62
22.00
23.46
24.12
24.13
23.87
-0.050 -0.083 -0.072 -0.066 -0.046 -0.029 -0.009 0.021
0.002
0.002
0.002
0.001
0.002
0.002
AVV LN Equity
GB00B15CMQ74
AVEVA GROUP PLC
Information Technology
2319.00
1.07%
19.06.2013
AV/ LN Equity
GB0002162385
AVIVA PLC
Financials
364.10
7.14%
20.03.2013
29.20
19.22
20.14
19.67
18.29
14.04
13.46
-0.114 -0.024 -0.022 -0.084 0.006
0.005
0.003
0.005
0.002
0.006
0.010
0.010
CS FP Equity
FR0000120628
AXA SA
Financials
13.98
5.15%
05.05.2014
26.96
25.61
25.66
25.99
27.79
28.33
27.10
-0.189 -0.130 -0.181 -0.145 -0.141 -0.150 -0.166 0.022
0.006
0.007
0.002
0.002
0.001
0.002
SPR GY Equity
DE0005501357
AXEL SPRINGER AG
Consumer Discretionary
36.44
4.94%
25.04.2013
16.05
15.83
14.68
15.04
15.88
16.99
17.06
-0.277 -0.081 0.061
0.016
0.005
0.001
0.001
0.000
0.000
0.001
BAB LN Equity
GB0009697037
BABCOCK INTL GROUP PLC
Industrials
1072.00
2.43%
03.07.2013
BA/ LN Equity
GB0002634946
BAE SYSTEMS PLC
Industrials
352.90
5.61%
16.10.2013
19.35
19.52
20.50
19.90
20.03
20.03
0.034
0.009
0.006
0.002
0.002
0.002
BBY LN Equity
GB0000961622
BALFOUR BEATTY PLC
Industrials
287.80
5.08%
24.04.2013
BALN VX Equity
CH0012410517
BALOISE HOLDING AG - REG
Financials
83.65
5.38%
03.05.2013
15.99
16.00
12.42
15.89
16.48
17.26
17.55
-0.242 -0.273 -0.100 -0.109 -0.079 -0.065 -0.053 0.027
0.012
0.008
0.005
0.002
0.002
0.002
BMPS IM Equity
IT0001334587
BANCA MONTE DEI PASCHI SIENA
Financials
0.23
20.05.2013
56.64
52.84
51.44
48.41
50.65
55.55
52.97
-0.187 -0.110 -0.187 -0.230 -0.469 -0.995 -1.079 0.003
0.003
0.005
0.005
0.002
0.002
0.002
BPE IM Equity
IT0000066123
BANCA POPOL EMILIA ROMAGNA
Financials
6.04
20.05.2013
41.02
41.65
45.69
41.10
41.60
42.98
-0.012 -0.058 -0.254 -0.080 -0.068 -0.087
-0.001 0.000
0.000
0.001
0.000
0.000
PMI IM Equity
IT0000064482
BANCA POPOLARE DI MILANO
Financials
0.57
20.05.2013
50.95
46.55
45.28
42.02
41.54
41.54
-0.266 -0.408 -0.230 -0.183 -0.104 -0.104
0.008
0.003
0.002
0.001
0.001
BPSO IM Equity
IT0000784196
BANCA POPOLARE DI SONDRIO
Financials
5.05
2.97%
22.04.2013
30.93
34.32
31.04
32.00
31.85
33.63
-0.168 -0.355 -0.138 -0.097 -0.092 -0.116
0.004 -0.001 0.000
BBVA SQ Equity
US78378X1072
BANCO BILBAO VIZCAYA ARGENTA
Financials
7.73
5.43%
16.04.2013
32.85
30.30
31.61
29.18
28.93
28.75
28.00
-0.360 -0.404 -0.370 -0.261 -0.194 -0.148 -0.081 0.008
0.007
0.005
0.002 -0.001 -0.002 -0.002
SAB SQ Equity
ES0113860A34
BANCO DE SABADELL SA
Financials
1.75
0.57%
10.09.2013
41.85
37.02
37.31
40.54
40.51
38.21
38.06
0.203
0.000
0.003
0.002
BES PL Equity
PTBES0AM0007
BANCO ESPIRITO SANTO-REG
Financials
0.99
07.04.2014
BP IM Equity
IT0004231566
BANCO POPOLARE SCARL
Financials
1.43
20.05.2013
47.18
42.80
40.94
38.59
37.53
37.53
0.004
POP SQ Equity
ES0113790531
BANCO POPULAR ESPANOL
Financials
0.65
13.03.2013
69.14
64.29
59.74
56.86
49.21
52.48
56.91
SAN SQ Equity
ES0113900J37
BANCO SANTANDER SA
Financials
5.99
08.07.2013
32.35
28.54
29.61
29.22
26.96
24.36
23.85
BKIR ID Equity
IE0030606259
BANK OF IRELAND
Financials
0.14
11.03.2013
39.47
38.73
39.10
39.23
39.60
40.74
BKIA SQ Equity
ES0113307039
BANKIA SA
Financials
0.30
46.96
43.05
39.14
45.51
43.70
45.28
BCVN SE Equity
CH0015251710
BANQUE CANTONALE VAUDOIS-REG
Financials
529.00
6.05%
29.04.2014
24.10
22.58
15.95
20.24
22.39
24.78
BARC LN Equity
GB0031348658
BARCLAYS PLC
Financials
316.55
2.21%
01.05.2013
31.46
29.69
29.96
29.61
29.06
29.50
BDEV LN Equity
GB0000811801
BARRATT DEVELOPMENTS PLC
Consumer Discretionary
238.50
1.26%
17.04.2013
22.89
22.52
22.16
21.59
BARN SE Equity
CH0009002962
BARRY CALLEBAUT AG-REG
Consumer Staples
910.00
1.70%
27.02.2014
16.67
16.88
16.68
17.00
17.40
17.65
BAS GY Equity
DE000BASF111
BASF SE
Materials
75.61
3.44%
29.04.2013
22.78
21.05
21.08
21.61
22.60
23.85
BAYN GY Equity
DE000BAY0017
BAYER AG-REG
Health Care
74.57
2.41%
29.04.2013
24.03
21.94
22.23
22.40
22.80
23.46
BMW GY Equity
DE0005190003
BAYERISCHE MOTOREN WERKE AG
Consumer Discretionary
70.99
3.66%
15.05.2013
26.40
26.67
26.09
25.81
25.56
25.71
BEI GY Equity
DE0005200000
BEIERSDORF AG
Consumer Staples
66.33
1.21%
19.04.2013
20.68
18.73
18.86
18.81
19.58
20.04
BELG BB Equity
BE0003810273
BELGACOM SA
Telecommunication Services 20.99
10.39%
23.04.2013
22.82
20.34
14.66
13.29
17.67
17.67
BWY LN Equity
GB0000904986
BELLWAY PLC
Consumer Discretionary
1151.00
2.08%
22.05.2013
BKG LN Equity
GB00B02L3W35
BERKELEY GROUP HOLDINGS
Consumer Discretionary
1893.00
0.79%
BG/ LN Equity
GB0008762899
BG GROUP PLC
Energy
1177.00
1.50%
31.07.2013
22.93
22.99
23.73
24.65
24.85
24.85
BLT LN Equity
GB0000566504
BHP BILLITON PLC
Materials
2134.50
3.59%
04.09.2013
24.32
24.37
24.50
24.52
25.25
24.74
24.04
GBF GY Equity
DE0005909006
BILFINGER SE
Industrials
80.80
3.71%
22.04.2014
19.02
18.11
19.58
20.35
21.26
21.81
21.67
-0.387 -0.159 -0.095 -0.138 -0.100 -0.097 -0.080 0.018
BIM FP Equity
FR0010096479
BIOMERIEUX
Health Care
73.60
1.48%
03.06.2013
23.47
23.39
23.40
23.73
23.59
23.84
-0.169 -0.004 0.004
BNP FP Equity
FR0000131104
BNP PARIBAS
Financials
45.08
3.33%
30.05.2014
34.24
32.13
32.92
31.28
30.40
29.81
BOL SS Equity
SE0000869646
BOLIDEN AB
Materials
111.90
3.57%
05.05.2014
23.22
22.29
24.19
24.61
26.59
26.59
BME SQ Equity
ES0115056139
BOLSAS Y MERCADOS ESPANOLES
Financials
20.93
7.65%
06.09.2013
32.30
28.75
27.07
24.34
22.23
20.85
21.64
BOK LN Equity
GB00B01TND91
BOOKER GROUP PLC
Consumer Staples
115.20
2.20%
05.06.2013
EN FP Equity
FR0000120503
BOUYGUES SA
Industrials
20.33
7.87%
30.04.2013
40.63
33.91
31.46
30.23
28.77
28.07
30.67
-0.092 -0.070 0.075
BP/ LN Equity
GB0007980591
BP PLC
Energy
453.75
5.39%
08.05.2013
24.97
23.62
23.19
22.39
21.62
19.95
BNR GY Equity
DE000A1DAHH0
BRENNTAG AG
Industrials
109.90
2.18%
20.06.2013
20.01
19.82
20.29
21.86
21.65
21.18
BATS LN Equity
GB0002875804
BRITISH AMERICAN TOBACCO PLC
Consumer Staples
3450.00
3.96%
13.03.2013
17.30
16.45
16.52
16.99
BLND LN Equity
GB0001367019
BRITISH LAND CO PLC
Financials
571.00
4.69%
03.07.2013
14.66
14.57
14.31
14.47
BSY LN Equity
GB0001411924
BRITISH SKY BROADCASTING GRO
Consumer Discretionary
826.00
3.44%
23.10.2013
15.57
15.76
16.02
17.35
17.70
17.70
BVIC LN Equity
GB00B0N8QD54
BRITVIC PLC
Consumer Staples
424.70
4.21%
29.05.2013
BT/A LN Equity
GB0030913577
BT GROUP PLC
Telecommunication Services 274.40
3.57%
07.08.2013
22.83
21.86
23.63
23.12
22.80
20.60
BTG LN Equity
GB0001001592
BTG PLC
Health Care
335.10
BNZL LN Equity
GB00B0744B38
BUNZL PLC
Industrials
1218.00
2.35%
06.11.2013
BRBY LN Equity
GB0031743007
BURBERRY GROUP PLC
Consumer Discretionary
1394.00
2.08%
03.07.2013
27.90
28.15
27.74
29.30
29.58
BVI FP Equity
FR0006174348
BUREAU VERITAS SA
Industrials
96.40
1.54%
11.06.2013
16.04
16.09
16.01
15.84
15.77
BPTY LN Equity
GI000A0MV757
BWIN.PARTY DIGITAL ENTERTAIN
Consumer Discretionary
140.60
2.60%
08.05.2013
GCC ID Equity
IE00B010DT83
C&C GROUP PLC
Consumer Staples
4.88
1.95%
22.05.2013
23.19
22.20
22.87
22.44
22.71
CWC LN Equity
GB00B5KKT968
CABLE & WIRELESS COMMUNICATI
Telecommunication Services 42.09
6.39%
29.05.2013
26.91
27.22
27.54
CNE LN Equity
GB00B74CDH82
CAIRN ENERGY PLC
Energy
31.99
32.27
32.56
CABK SQ Equity
ES0140609019
CAIXABANK S.A
Financials
3.12
7.41%
26.03.2013
25.01
29.78
29.44
28.59
25.86
24.21
CAP FP Equity
FR0000125338
CAP GEMINI
Information Technology
38.42
2.60%
04.06.2014
28.68
27.64
28.06
29.41
29.58
29.41
CPI LN Equity
GB00B23K0M20
CAPITA PLC
Industrials
846.00
2.86%
17.04.2013
CAPC LN Equity
GB00B62G9D36
CAPITAL & COUNTIES PROPERTIE
Financials
255.30
0.61%
15.05.2013
CLLN LN Equity
GB0007365546
1.66%
9.95%
278.10
0.056
0.034
0.010 0.008
0.051 0.008
-0.272 -0.051 -0.046 -0.055 -0.060 -0.060
45.55
0.070
0.095 -0.219 -0.328 -0.293 -0.252 0.003
0.012
0.000 -0.001 -0.003 0.000
0.002
-0.244 -0.263 -0.277 -0.259 -0.235 -0.235
0.001
0.002
0.002
0.002
0.002
0.033 -0.158 -0.003 -0.235 -0.347 -0.259 0.018
0.004
0.001 -0.008 0.002
0.006
0.002 -0.004
0.042 -0.224 -0.294 -0.244 -0.158 -0.076 0.164
0.031
0.000
0.000
0.002
0.002
0.003 -0.001
-0.223 -0.059 -0.076 0.028 -0.043 -0.001
0.044
0.005
0.002
0.002
0.002 -0.001
-0.001 -0.006 -0.011 -0.272 -0.157 -0.081 -0.103 0.001
0.005
0.009
0.006 -0.002 -0.003 -0.002
-0.097 0.018
0.005
0.004
0.001 -0.001
0.002
0.003
0.002
0.001
0.001
0.012 -0.037
0.000
0.001
0.002
0.002
-0.028 -0.052 -0.085 -0.048 -0.033 -0.032
0.013
0.001
0.001
0.001
0.000
0.000
23.93
-0.317 -0.205 -0.123 -0.117 -0.072 -0.032 -0.021 0.023
0.009
0.006
0.003
0.001
0.000
0.000
23.61
-0.326 -0.200 -0.171 -0.149 -0.112 -0.079 -0.057 0.021
0.010
0.007
0.003
0.002
0.001
0.001
25.40
-0.311 -0.161 -0.122 -0.103 -0.086 -0.071 -0.052 0.020
0.005
0.003
0.002
0.001
0.002
0.002
20.18
-0.278 -0.061 -0.064 -0.092 -0.070 -0.040 -0.010 0.020
0.005
0.004
0.004
0.002
0.001
0.001
0.015 -0.064 0.056
0.010 -0.021 -0.021
0.015
0.006
0.004
0.006
0.002
0.002
0.047
0.023
0.021
0.008
0.004
0.002
0.001
0.001
-0.339 -0.118 -0.154 -0.153 -0.109 -0.092 -0.062 0.014
0.006
0.002
0.003
0.002
0.002
0.002
0.006
0.003
0.004
0.003
0.003
0.003
0.008
0.000
0.000
0.000
0.000
0.000
-0.435 -0.290 -0.253 -0.189 -0.163 -0.144 -0.160 0.008
0.005
0.004
0.003
0.002
0.002
-0.385 -0.325 -0.116 -0.099 -0.079 -0.079
0.058
0.028
0.015
0.006
0.002
0.002
-0.051 -0.049 -0.034 -0.070 -0.063 -0.075 -0.051 0.002
0.000
0.000
0.001
0.001
0.002
0.006
0.006
0.005
0.004
0.002
0.004 -0.001
18.98
-0.078 0.001 -0.032 -0.066 -0.039 -0.042 -0.070 0.003
0.000
0.000
0.001
0.001
0.002
0.004
21.09
-0.131 -0.104 -0.079 -0.079 -0.061 -0.052 -0.032 0.019
0.000
0.001
0.000
0.000
0.001
0.001
-0.125 -0.178 -0.136 -0.082
0.005
0.007
0.004
0.002
-0.002 -0.009 -0.015 -0.041
0.001
0.004
0.007
0.006
-0.205 -0.076 -0.079 -0.086 -0.080 -0.080
29.04
30.18
0.003
0.000
-0.255 -0.173 -0.176 -0.169 -0.130 -0.088 -0.074 0.008 0.073
0.043
0.055
0.119
0.024
0.152
0.005
0.166
0.027
0.003
0.215
0.001
0.027
0.004
0.045 -0.068 -0.094 0.067
0.002
0.002 0.001
0.007
0.002
0.002
0.003
0.002
0.002
-0.548 -0.323 -0.245 -0.170 -0.107 -0.120 -0.123 0.018
0.008
0.004
0.003
0.001
0.001
30.32
-0.072 -0.110 -0.089 -0.069 -0.029 -0.018
0.010
0.000
0.001
0.001
0.000 -0.001
15.87
-0.161 -0.087 -0.001 0.008
0.034
0.016
0.004
0.000
0.000
0.000
0.000
22.68
-0.172 -0.135 -0.111 -0.130 -0.127 -0.120
0.039
0.011
0.001
0.001
0.002
0.002
29.25
0.122
-0.002 -0.001 0.000
0.004
33.35
-0.356 -0.329 -0.302 -0.186
0.013
0.011
0.009
0.003
23.98
-0.296 -0.047 -0.098 -0.099 -0.269 -0.516 -0.566 0.010
0.007
0.002
0.000
0.004
0.007
0.008
27.12
-0.317 -0.194 -0.190 -0.133 -0.103 -0.078 -0.073 0.019
0.008
0.005
0.002
0.001
0.002
0.002
-0.106 -0.065 -0.053 -0.030
0.002
-0.060 -0.076 -0.092 -0.094
19.43
0.020
0.005 -0.112 -0.196
0.001
CARILLION PLC
Industrials
321.60
5.34%
15.05.2013
CARLB DC Equity DK0010181759
CARLSBERG AS-B
Consumer Staples
590.50
1.02%
24.03.2014
23.52
21.90
22.93
22.41
0.000
0.000
0.000
CCL LN Equity
GB0031215220
CARNIVAL PLC
Consumer Discretionary
2413.00
2.81%
22.05.2013
24.45
23.60
22.90
22.67
0.021
0.016
0.011
0.003
CA FP Equity
FR0000120172
CARREFOUR SA
Consumer Staples
21.24
3.11%
04.07.2013
30.85
31.60
34.89
28.46
31.03
31.98
30.67
-0.126 -0.127 -0.295 -0.123 -0.062 -0.106 -0.057 0.020
0.007
0.003
0.004
0.001
0.001
0.002
CO FP Equity
FR0000125585
CASINO GUICHARD PERRACHON
Consumer Staples
78.04
3.84%
21.05.2014
20.31
20.61
20.75
21.20
22.57
22.02
23.64
-0.184 -0.183 -0.084 -0.093 -0.096 -0.110 -0.089 0.020
0.010
0.005
0.003
0.001
0.002
0.001
CAST SS Equity
SE0000379190
CASTELLUM AB
Financials
97.20
4.06%
21.03.2014
CGL LN Equity
BMG196F11004
CATLIN GROUP LTD
Financials
498.30
6.02%
21.08.2013
CLS1 GY Equity
DE000CLS1001
CELESIO AG
Health Care
13.82
2.68%
17.05.2013
21.19
20.38
21.35
22.78
23.92
24.45
24.63
-0.084 -0.116 -0.065 -0.053 -0.021 0.005
0.034
0.005
0.002
0.002
0.001
0.000 -0.001
CNA LN Equity CHR DC Equity
GB00B033F229 DK0060227585
CENTRICA PLC CHR HANSEN HOLDING A/S
Utilities Materials
346.50 198.20
4.86% 1.69%
24.04.2013 27.11.2013
17.43
15.17
14.79
15.37
15.44
15.44
0.002
0.003
0.005
0.003
0.003
0.003
-0.114 -0.158 -0.086 -0.087 -0.095 -0.095
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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