06.08.2013
At The Money Implied Volatilities by Terms
Stoxx 600 Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend Yield
Next ExDividend Date
Option Implied Volatility Skew Parameters by Terms: 2 IVt = atx + btx + ct
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
NESN VX Equity
NESTLE SA-REG
Consumer Staples
64.95
3.31%
16.04.2014
15.09
13.47
13.47
13.79
13.46
14.12
14.46
-0.230 -0.192 -0.213 -0.186 -0.110 -0.079 -0.044 0.039
0.018
0.012
0.006
0.003
0.002
0.002
HSBA LN Equity
HSBC HOLDINGS PLC
Financials
716.80
4.54%
23.10.2013
20.76
18.96
19.25
19.66
19.93
20.71
20.81
-0.375 -0.215 -0.135 -0.155 -0.077 -0.035 -0.101 0.020
0.009
0.005
0.005
0.003
0.003
0.001
NOVN VX Equity
NOVARTIS AG-REG
Health Care
68.20
3.52%
28.02.2014
14.42
14.38
14.71
15.12
15.86
16.07
16.10
-0.154 -0.113 -0.115 -0.097 -0.062 -0.045 -0.017 0.037
0.013
0.008
0.003
0.002
0.001
0.001
ROG VX Equity
ROCHE HOLDING AG-GENUSSCHEIN
Health Care
232.20
3.53%
10.03.2014
19.20
19.13
19.27
18.39
18.63
19.23
20.20
-0.190 -0.172 -0.180 -0.132 -0.072 -0.054 -0.026 0.026
0.008
0.005
0.003
0.002
0.001
0.000
VOD LN Equity
VODAFONE GROUP PLC
Telecommunication Services 198.00
5.30%
20.11.2013
23.73
22.93
22.89
23.21
22.67
22.06
20.27
-0.357 -0.157 -0.090 -0.055 -0.020 0.020
0.012
0.006
0.003
0.002
0.001
0.001
0.000
BP/ LN Equity
BP PLC
Energy
455.40
5.21%
06.11.2013
15.51
15.59
16.20
17.64
18.00
17.84
17.99
-0.250 -0.201 -0.119 -0.106 -0.111 -0.094 -0.090 0.009
0.008
0.004
0.003
0.002
0.001
0.000
SAN FP Equity
SANOFI
Health Care
77.99
3.67%
09.05.2014
20.47
20.65
21.46
22.64
23.01
23.75
22.85
-0.077 -0.122 -0.144 -0.142 -0.079 -0.076 -0.106 0.025
0.008
0.005
0.003
0.002
0.000
0.002
GSK LN Equity
GLAXOSMITHKLINE PLC
Health Care
1691.50
4.73%
13.11.2013
15.56
15.85
16.10
16.26
16.72
14.67
6.39
-0.101 -0.111 -0.138 -0.093 -0.051 -0.025 0.020
0.010
0.010
0.007
0.004
0.003
0.001
0.001
RDSA NA Equity
ROYAL DUTCH SHELL PLC-A SHS
Energy
24.26
5.64%
13.11.2013
14.12
13.79
13.80
13.73
13.79
13.99
13.42
0.190 -0.018 -0.057 -0.096 -0.059 -0.016 0.029
0.031
0.012
0.005
0.006
0.004
0.003
0.003
BATS LN Equity
BRITISH AMERICAN TOBACCO PLC
Consumer Staples
3510.00
2.56%
12.03.2014
18.02
17.36
17.68
18.37
-0.165 -0.187 -0.159 -0.166
0.009
0.006
0.004
0.003
FP FP Equity
TOTAL SA
Energy
40.31
5.90%
24.03.2014
15.46
16.00
16.29
17.45
18.42
18.49
17.67
-0.215 -0.155 -0.166 -0.173 -0.085 -0.063 -0.075 0.038
0.013
0.007
0.004
0.003
0.004
0.006
BAYN GY Equity
BAYER AG-REG
Health Care
90.49
2.21%
28.04.2014
21.93
21.95
22.16
23.00
24.09
24.72
24.73
-0.274 -0.235 -0.194 -0.140 -0.071 -0.053 -0.038 0.027
0.008
0.005
0.003
0.001
0.000
0.000
SIE GY Equity
SIEMENS AG-REG
Industrials
84.65
3.54%
24.01.2014
18.97
18.04
18.16
19.44
20.29
21.55
21.84
-0.133 -0.116 -0.122 -0.087 -0.054 -0.031 0.005
0.031
0.011
0.007
0.003
0.001
0.000 -0.001
BAS GY Equity
BASF SE
Materials
66.51
4.06%
02.05.2014
20.91
20.83
21.22
22.28
23.24
22.61
24.44
-0.159 -0.123 -0.115 -0.092 -0.012 0.012
0.028
0.009
0.005
0.002
0.000 -0.001 -0.002
DGE LN Equity
DIAGEO PLC
Consumer Staples
2141.00
SAP GY Equity
SAP AG
Information Technology
0.047
0.048
2.26%
26.02.2014
17.36
17.42
17.64
18.10
18.86
18.48
16.16
-0.109 -0.068 -0.099 -0.116 -0.076 -0.086 -0.102 0.011
0.012
0.006
0.004
0.002
0.002
0.001
57.02
1.67%
26.05.2014
17.47
18.57
19.52
21.29
22.60
23.61
24.21
-0.236 -0.241 -0.239 -0.199 -0.132 -0.103 -0.078 0.035
0.011
0.006
0.003
0.001
0.001
0.000
971.50
2.16%
20.03.2014
22.64
21.06
21.06
21.25
-0.058 -0.027 -0.020 -0.010
0.001
0.000
0.000
0.000
74.48
2.42%
16.10.2013
22.82
20.00
19.48
23.06
22.47
22.47
-0.268 -0.113 -0.090 -0.102 -0.128 -0.128
0.018
0.007
0.005
0.001
0.000
0.000
Financials
5.54
9.16%
14.10.2013
27.95
25.95
25.79
26.62
25.09
26.96
27.22
-0.271 -0.291 -0.251 -0.236 -0.184 -0.254 -0.247 0.003
0.003
0.002
0.002
0.003
0.002
0.002
Financials
119.85
4.01%
08.05.2014
21.20
20.92
21.08
21.81
23.36
23.84
23.92
-0.214 -0.192 -0.182 -0.152 -0.084 -0.059 -0.059 0.026
0.007
0.005
0.003
0.001
0.000
0.000
30.21
3.60%
06.11.2013
14.30
14.57
14.89
15.63
16.38
16.47
16.08
0.027 -0.057 -0.061 -0.120 -0.080 -0.060 -0.040 0.036
0.012
0.005
0.005
0.003
0.002
0.003
Financials
18.97
1.21%
06.05.2014
21.69
21.39
22.05
23.37
24.44
24.92
25.27
-0.265 -0.259 -0.246 -0.199 -0.166 -0.149 -0.136 0.037
0.013
0.009
0.004
0.002
0.001
0.001
ENI SPA
Energy
17.17
6.41%
19.05.2014
19.36
19.81
19.18
19.94
19.38
19.34
18.44
-0.313 -0.199 -0.151 -0.119 -0.070 -0.040 -0.042 0.035
0.013
0.008
0.003
0.002
0.002
0.003
AZN LN Equity
ASTRAZENECA PLC
Health Care
3283.50
5.55%
12.02.2014
14.05
15.29
15.74
16.08
16.79
16.81
15.30
-0.218 -0.069 -0.032 -0.083 -0.054 -0.044 -0.068 0.016
0.009
0.007
0.004
0.002
0.001
0.002
BG/ LN Equity
BG GROUP PLC
Energy
1201.50
1.56%
16.04.2014
19.24
20.77
21.53
22.93
23.23
23.23
-0.446 -0.177 -0.175 -0.139 -0.117 -0.117
0.023
0.008
0.002
0.002
0.001
0.001
BNP FP Equity
BNP PARIBAS
Financials
49.74
3.42%
30.05.2014
28.19
27.55
27.84
28.64
28.65
28.73
28.97
-0.238 -0.211 -0.199 -0.166 -0.113 -0.076 -0.094 0.021
0.006
0.005
0.003
0.002
0.002
0.001
BLT LN Equity
BHP BILLITON PLC
Materials
1885.00
4.18%
04.09.2013
26.86
26.26
26.43
25.91
26.19
27.08
26.71
-0.141 -0.122 -0.114 -0.107 -0.055 -0.031 0.046
0.010
0.006
0.002
0.002
0.002
0.001
0.001
DAI GY Equity
DAIMLER AG-REGISTERED SHARES
Consumer Discretionary
54.28
4.05%
10.04.2014
24.38
24.64
24.99
25.90
26.42
26.91
26.33
-0.273 -0.197 -0.173 -0.120 -0.058 -0.038 -0.024 0.030
0.009
0.005
0.002
0.001
0.001
0.003
TEF SQ Equity
TELEFONICA SA
Telecommunication Services 10.90
6.88%
11.11.2013
23.67
23.15
23.09
24.01
24.76
24.84
26.35
-0.144 -0.181 -0.171 -0.142 -0.131 0.020
0.003
0.002
0.002
0.001
0.001 -0.001 -0.005
ULVR LN Equity
UNILEVER PLC
Consumer Staples
2652.00
3.53%
06.11.2013
15.41
15.60
16.14
16.96
17.06
17.06
-0.126 -0.148 -0.117 -0.111 -0.099 -0.099
0.005
0.008
0.008
0.005
0.004
0.004
SAB LN Equity
SABMILLER PLC
Consumer Staples
3223.50
2.11%
04.12.2013
21.69
21.66
21.59
21.53
-0.129 -0.126 -0.120 -0.103
0.009
0.008
0.006
0.004
RIO LN Equity
RIO TINTO PLC
Materials
3004.00
3.90%
14.08.2013
28.87
29.05
29.44
29.59
30.19
31.26
31.52
-0.119 -0.134 -0.126 -0.106 -0.080 -0.060 -0.034 0.012
0.005
0.003
0.001
0.000
0.000
BARC LN Equity
BARCLAYS PLC
Financials
283.60
2.64%
06.11.2013
28.49
28.36
28.72
28.64
29.89
30.93
30.54
-0.167 -0.201 -0.183 -0.147 -0.120 -0.157 -0.211 0.015
0.009
0.002
0.002
0.002
0.001 -0.002
BBVA SQ Equity
BANCO BILBAO VIZCAYA ARGENTA
Financials
7.20
5.21%
30.09.2013
26.56
26.48
26.73
27.46
27.64
27.27
27.57
-0.228 -0.260 -0.212 -0.207 -0.177 -0.188 -0.181 0.002
0.002
0.001 -0.001 -0.002 -0.001 -0.001
ABBN VX Equity
ABB LTD-REG
Industrials
20.65
3.39%
30.04.2014
17.53
17.33
17.94
19.07
20.15
20.62
20.64
-0.011 -0.122 -0.119 -0.157 -0.103 -0.093 -0.093 0.033
0.012
0.006
0.004
0.002
0.001
NG/ LN Equity
NATIONAL GRID PLC
Utilities
782.00
5.38%
04.12.2013
18.78
17.00
16.48
16.66
16.97
16.97
-0.124 -0.120 -0.057 -0.059 -0.057 -0.057
0.005
0.005
0.003
0.003
0.003
0.003
RB/ LN Equity
RECKITT BENCKISER GROUP PLC
Consumer Staples
4688.00
2.94%
19.02.2014
19.57
18.97
18.96
19.30
19.42
19.42
-0.195 -0.071 -0.067 -0.074 -0.061 -0.061
0.011
0.006
0.003
0.002
0.002
0.002
STAN LN Equity
STANDARD CHARTERED PLC
Financials
1569.00
3.73%
05.03.2014
25.97
24.87
24.63
24.04
24.11
24.11
-0.255 -0.077 -0.066 -0.081 -0.062 -0.062
0.021
0.009
0.003
0.003
0.002
0.002
MC FP Equity
LVMH MOET HENNESSY LOUIS VUI
Consumer Discretionary
140.90
2.27%
22.04.2014
21.94
22.13
22.33
22.60
23.42
23.66
22.65
-0.139 -0.142 -0.142 -0.116 -0.090 -0.085 -0.097 0.023
0.006
0.005
0.003
0.002
0.001
0.002
PRU LN Equity
PRUDENTIAL PLC
Financials
1206.00
2.54%
21.08.2013
28.67
26.78
26.48
26.37
25.81
24.22
23.33
-0.398 -0.270 -0.224 -0.178 -0.122 -0.085 -0.055 0.016
0.009
0.005
0.002
0.001
0.002
0.003
BN FP Equity
DANONE
Consumer Staples
59.79
2.59%
06.05.2014
20.18
20.59
21.37
21.48
22.02
22.37
21.53
-0.221 -0.202 -0.181 -0.137 -0.072 -0.053 -0.030 0.030
0.009
0.006
0.003
0.001
0.001
0.001
CFR VX Equity
CIE FINANCIERE RICHEMON-BR A
Consumer Discretionary
94.10
1.06%
15.09.2014
26.18
27.12
27.33
28.28
28.07
28.39
28.26
-0.323 -0.158 -0.139 -0.123 -0.092 -0.079 -0.066 0.015
0.004
0.003
0.002
0.001
0.001
0.001
CSGN VX Equity
CREDIT SUISSE GROUP AG-REG
Financials
27.83
2.69%
30.04.2014
24.46
24.55
24.95
25.87
26.60
26.54
26.14
-0.274 -0.233 -0.211 -0.188 -0.152 -0.139 -0.150 0.031
0.011
0.007
0.003
0.002
0.001
0.002
DBK GY Equity
DEUTSCHE BANK AG-REGISTERED
Financials
34.04
2.20%
23.05.2014
24.67
26.06
26.88
28.28
28.08
28.75
29.50
-0.206 -0.158 -0.148 -0.123 -0.071 -0.062 -0.062 0.025
0.005
0.005
0.002
0.001
0.001
0.000
TSCO LN Equity
TESCO PLC
Consumer Staples
371.00
3.98%
09.10.2013
17.12
17.84
18.86
18.87
19.20
19.82
17.95
-0.565 -0.159 -0.093 -0.098 -0.045 -0.032 -0.033 0.025
0.008
0.003
0.003
0.001
0.000
0.002
GLEN LN Equity
GLENCORE XSTRATA PLC
Materials
282.05
3.85%
28.08.2013
34.97
34.45
33.88
32.98
31.35
28.60
30.56
-0.041 -0.133 -0.126 -0.094 -0.082 -0.068 -0.066 0.017
0.006
0.004
0.002
0.001
0.000
0.003
OR FP Equity
L'OREAL
Consumer Staples
129.65
1.85%
28.04.2014
19.81
20.64
20.78
21.40
22.89
22.83
22.24
-0.213 -0.196 -0.172 -0.149 -0.098 -0.076 -0.097 0.027
0.006
0.005
0.003
0.001
0.001
0.001
SU FP Equity
SCHNEIDER ELECTRIC SA
Industrials
61.87
3.15%
02.05.2014
26.43
26.31
26.87
28.07
29.15
28.43
29.01
-0.207 -0.165 -0.160 -0.123 -0.065 -0.034 -0.094 0.022
0.006
0.004
0.002
0.001
0.001
0.000
ZURN VX Equity
ZURICH INSURANCE GROUP AG
Financials
255.10
6.86%
02.04.2014
17.77
16.61
16.53
16.77
16.20
16.45
16.76
-0.254 -0.206 -0.201 -0.182 -0.089 -0.062 -0.033 0.031
0.014
0.010
0.005
0.003
0.002
0.002
CS FP Equity
AXA SA
Financials
17.35
4.61%
05.05.2014
23.37
23.80
24.34
25.49
26.72
27.41
26.77
-0.275 -0.164 -0.181 -0.132 -0.038 -0.028 -0.064 0.030
0.010
0.006
0.003
0.001
0.000
0.002
AI FP Equity
AIR LIQUIDE SA
Materials
100.15
2.70%
12.05.2014
15.10
15.74
16.29
17.50
18.31
18.61
18.63
-0.186 -0.154 -0.173 -0.183 -0.099 -0.107 -0.095 0.032
0.010
0.008
0.004
0.003
0.004
0.003
BT/A LN Equity
BT GROUP PLC
Telecommunication Services 337.80
2.90%
23.12.2013
22.02
21.69
22.13
23.39
23.48
23.57
22.88
-0.317 -0.133 -0.087 -0.087 -0.063 -0.048 -0.115 0.022
0.010
0.005
0.003
0.002
0.001
0.001
SYNN VX Equity
SYNGENTA AG-REG
Materials
369.00
2.79%
28.04.2014
17.31
17.98
18.62
19.03
19.00
18.77
18.64
-0.135 -0.179 -0.182 -0.158 -0.104 -0.073 -0.053 0.024
0.012
0.008
0.004
0.002
0.002
0.003
LLOY LN Equity
LLOYDS BANKING GROUP PLC
Financials
74.62
26.02.2014
28.57
26.65
26.63
27.09
28.33
29.46
33.09
-0.098 -0.265 -0.184 -0.091 -0.117 0.102
0.015
0.012
0.010
0.005
0.000
0.003
0.000
ERICB SS Equity ERICSSON LM-B SHS
Information Technology
79.00
3.67%
10.04.2014
19.53
21.09
22.05
24.01
27.07
27.07
27.07
-0.206 -0.159 -0.149 -0.118 -0.072 -0.072 -0.072 0.052
0.017
0.009
0.003
0.002
0.002
0.002
DTE GY Equity
DEUTSCHE TELEKOM AG-REG
Telecommunication Services 9.13
5.48%
19.05.2014
26.01
22.42
21.49
21.22
21.08
21.16
20.32
-0.148 -0.024 -0.004 -0.037 0.008
0.037
0.012
0.007
0.004
0.002
0.001
0.002
LIN GY Equity
LINDE AG
Materials
144.85
2.07%
07.05.2014
18.16
18.14
18.41
19.14
20.07
20.64
20.30
-0.199 -0.190 -0.185 -0.153 -0.095 -0.070 -0.040 0.029
0.008
0.006
0.003
0.002
0.001
0.002
RR/ LN Equity
ROLLS-ROYCE HOLDINGS PLC
Industrials
1190.00
1.85%
23.04.2014
23.12
23.31
23.91
24.54
-0.087 -0.082 -0.070 -0.048
0.005
0.005
0.003
0.001
IMT LN Equity
IMPERIAL TOBACCO GROUP PLC
Consumer Staples
2200.00
5.43%
15.01.2014
17.12
17.12
17.12
17.65
-0.019 -0.028 -0.046 -0.050
0.014
0.012
0.009
0.004
INGA NA Equity
ING GROEP NV-CVA
Financials
08.08.2013
32.41
27.88
28.14
29.43
29.50
29.80
30.92
-0.474 -0.181 -0.155 -0.176 -0.129 -0.114 -0.069 0.019
0.008
0.003
0.003
0.002
0.002
0.000
EOAN GY Equity
E.ON SE
Utilities
12.18
6.16%
09.05.2014
24.03
21.92
21.75
22.58
23.51
22.34
20.23
-0.191 -0.148 -0.141 -0.111 0.044
0.034
0.008
0.005
0.002
0.000
0.001
0.005
HMB SS Equity
HENNES & MAURITZ AB-B SHS
Consumer Discretionary
245.40
4.07%
24.04.2014
9.27
10.81
17.03
17.89
19.11
0.056
0.024
0.013
0.005
0.002
AAL LN Equity
ANGLO AMERICAN PLC
Materials
1445.00
3.87%
19.03.2014
34.19
34.34
34.48
34.12
34.27
34.03
32.34
-0.108 -0.115 -0.102 -0.045 -0.070 -0.058 -0.099 0.016
0.003
0.002
0.000
0.000
0.001
0.002
MUV2 GY Equity
MUENCHENER RUECKVER AG-REG
Financials
145.90
4.80%
24.04.2014
20.20
19.67
20.03
20.81
21.04
21.21
21.16
-0.204 -0.187 -0.171 -0.144 -0.075 -0.071 -0.066 0.025
0.008
0.006
0.003
0.002
0.001
0.001
NDA SS Equity
NORDEA BANK AB
Financials
84.20
4.14%
14.03.2014
16.38
17.26
18.16
19.87
21.68
21.68
-0.268 -0.222 -0.195 -0.155 -0.103 -0.103
0.051
0.022
0.015
0.005
0.003
0.003
GLE FP Equity
SOCIETE GENERALE
Financials
34.34
2.62%
02.06.2014
31.94
31.33
31.06
31.07
32.49
32.68
-0.313 -0.187 -0.165 -0.153 -0.098 -0.091 -0.113 0.022
0.007
0.005
0.003
0.002
0.002
CNA LN Equity
CENTRICA PLC
Utilities
390.30
4.45%
23.04.2014
16.43
16.12
16.22
16.74
16.94
16.94
-0.200 -0.089 -0.084 -0.057 -0.068 -0.068
0.006
0.003
0.002
0.002
0.002
0.002
GSZ FP Equity
GDF SUEZ
Utilities
16.70
8.98%
23.04.2014
21.38
21.49
21.29
22.45
22.65
22.64
21.20
-0.223 -0.160 -0.143 -0.088 -0.029 -0.009 0.002
0.034
0.009
0.006
0.003
0.002
0.001
0.002
NOVOB DC Equity NOVO NORDISK A/S-B
Health Care
ABI BB Equity
ANHEUSER-BUSCH INBEV NV
Consumer Staples
SAN SQ Equity
BANCO SANTANDER SA
ALV GY Equity
ALLIANZ SE-REG
UNA NA Equity
UNILEVER NV-CVA
Consumer Staples
UBSN VX Equity
UBS AG-REG
ENI IM Equity
7.96
0.018
0.065
0.141
0.001 0.022
0.172
-0.144 -0.101 -0.183 -0.151 -0.079
32.14
0.001
0.002
0.001
VOW3 GY Equity VOLKSWAGEN AG-PREF
Consumer Discretionary
184.75
2.36%
22.04.2014
24.88
24.19
24.29
24.82
25.17
25.24
25.33
-0.279 -0.143 -0.134 -0.107 -0.051 -0.031 0.001
0.017
0.006
0.003
0.002
0.001
0.002
0.002
BMW GY Equity
BAYERISCHE MOTOREN WERKE AG
Consumer Discretionary
72.34
3.80%
19.05.2014
22.16
22.79
23.27
24.20
24.26
25.47
25.12
-0.323 -0.184 -0.138 -0.102 -0.050 -0.024 -0.008 0.031
0.006
0.004
0.002
0.001
0.000
0.001
UCG IM Equity
UNICREDIT SPA
Financials
4.19
2.39%
19.05.2014
35.39
34.35
34.51
34.92
35.15
35.35
34.67
-0.304 -0.245 -0.216 -0.162 -0.118 -0.106 -0.124 0.023
0.006
0.004
0.002
0.001
0.001
0.001
ITX SQ Equity
INDITEX
Consumer Discretionary
104.20
1.97%
02.05.2014
26.77
26.48
26.01
25.95
25.45
25.16
24.77
-0.118 -0.134 -0.147 -0.132 -0.146 -0.114 -0.081 0.003
0.002
0.001
0.002
0.001
0.002
0.002
ASML NA Equity
ASML HOLDING NV
Information Technology
69.20
0.84%
25.04.2014
23.62
25.93
27.49
27.01
27.30
27.50
27.54
-0.395 -0.211 -0.177 -0.166 -0.125 -0.106 -0.095 0.020
0.007
0.004
0.003
0.001
0.001
0.001
IBE SQ Equity
IBERDROLA SA
Utilities
4.19
7.17%
03.01.2014
24.57
23.22
23.60
25.14
26.25
27.02
29.06
-0.024 -0.099 -0.139 -0.145 -0.081 -0.039 0.056
0.002
0.006
0.005
0.002
0.001 -0.001 -0.003
EAD FP Equity
EADS NV
Industrials
45.00
2.22%
02.06.2014
23.23
23.76
24.41
25.77
26.88
26.66
25.64
-0.265 -0.235 -0.196 -0.136 -0.082 -0.061 -0.075 0.030
0.008
0.004
0.002
0.001
0.001
0.001
ISP IM Equity
INTESA SANPAOLO
Financials
1.42
3.86%
19.05.2014
30.24
31.69
32.26
33.18
32.94
33.07
33.50
-0.377 -0.247 -0.232 -0.168 -0.069 -0.047 -0.066 0.022
0.005
0.003
0.002
0.001
0.002
0.002
PHIA NA Equity
KONINKLIJKE PHILIPS NV
Industrials
24.41
3.28%
02.05.2014
21.13
21.63
21.85
23.19
23.70
23.94
23.96
-0.550 -0.241 -0.159 -0.150 -0.086 -0.067 -0.074 0.022
0.008
0.004
0.004
0.002
0.002
0.001
SREN VX Equity
SWISS RE AG
Financials
73.20
5.19%
14.04.2014
18.94
17.62
17.67
18.35
18.75
18.95
19.59
-0.224 -0.202 -0.210 -0.178 -0.105 -0.089 -0.065 0.032
0.014
0.009
0.004
0.003
0.002
0.002
VIV FP Equity
VIVENDI
Telecommunication Services 16.05
6.23%
05.05.2014
22.42
24.79
24.93
26.27
25.50
25.38
24.06
-0.192 -0.144 -0.147 -0.136 -0.020 -0.015 -0.016 0.036
0.006
0.004
0.003
0.002
0.003
0.005
G IM Equity
ASSICURAZIONI GENERALI
Financials
14.74
3.55%
19.05.2014
19.70
21.13
21.52
22.90
23.96
25.53
25.97
-0.381 -0.297 -0.261 -0.184 -0.064 -0.038 -0.039 0.031
0.008
0.006
0.003
0.001
0.000
0.000
RI FP Equity
PERNOD RICARD SA
Consumer Staples
92.55
1.97%
14.11.2013
19.34
20.19
20.06
20.72
21.22
20.93
20.34
-0.200 -0.144 -0.113 -0.091 -0.079 -0.063 -0.080 0.027
0.005
0.005
0.003
0.002
0.001
0.001
CPG LN Equity
COMPASS GROUP PLC
Consumer Discretionary
903.50
2.68%
22.01.2014
18.65
18.91
19.43
19.99
19.82
19.82
-0.225 -0.178 -0.143 -0.109 -0.040 -0.040
0.006
0.005
0.003
0.002
0.000
0.000
DG FP Equity
VINCI SA
Industrials
40.37
4.38%
21.04.2014
19.89
20.63
21.32
22.39
23.81
23.50
23.87
-0.236 -0.183 -0.173 -0.129 -0.078 -0.070 -0.043 0.031
0.010
0.007
0.004
0.002
0.003
0.002
UL NA Equity
UNIBAIL-RODAMCO SE
Financials
190.25
4.63%
07.05.2014
22.47
22.22
22.54
23.10
23.89
23.89
23.89
-0.219 -0.180 -0.145 -0.128 -0.056 -0.056 -0.056 0.021
0.007
0.005
0.003
0.001
0.001
0.001
EI FP Equity
ESSILOR INTERNATIONAL
Health Care
88.83
1.10%
26.05.2014
23.98
24.33
24.26
24.61
24.35
23.33
22.87
-0.176 -0.156 -0.157 -0.133 -0.099 -0.069 -0.070 0.025
0.007
0.004
0.003
0.001
0.001
0.001
ENEL IM Equity
ENEL SPA
Utilities
2.61
5.74%
23.06.2014
25.05
25.81
26.04
26.08
26.59
23.97
25.16
-0.392 -0.260 -0.241 -0.176 -0.150 -0.095 -0.073 0.030
0.007
0.003
0.002
0.002
0.002
0.002
STL NO Equity
STATOIL ASA
Energy
125.80
5.56%
15.05.2014
20.35
18.99
19.47
19.53
18.19
19.29
-0.106 0.047
0.049
0.024
0.012
0.001
0.000 -0.001
SSE LN Equity
SSE PLC
Utilities
1567.00
5.65%
22.01.2014
17.65
17.63
17.59
17.85
-0.122 -0.122 -0.122 -0.106
0.004
0.003
0.003
0.002
SWEDA SS Equity SWEDBANK AB - A SHARES
Financials
160.00
6.50%
21.03.2014
11.28
12.16
21.88
22.47
23.99
-0.287 -0.231 -0.246 -0.171 -0.079
0.058
0.026
0.014
0.005
0.001
DPW GY Equity
DEUTSCHE POST AG-REG
Industrials
21.99
3.71%
30.05.2014
27.28
24.77
24.43
24.28
24.43
-0.152 -0.081 -0.076 -0.064 -0.028 -0.008 0.008
0.027
0.009
0.005
0.002
0.001
0.000
0.002
ARM LN Equity
ARM HOLDINGS PLC
Information Technology
877.00
0.58%
30.04.2014
30.23
30.62
31.44
32.95
-0.144 -0.129 -0.096 -0.040
0.007
0.006
0.004
0.001
ADS GY Equity
ADIDAS AG
Consumer Discretionary
88.08
1.95%
09.05.2014
27.60
24.89
24.61
25.11
-0.215 -0.179 -0.147 -0.100 -0.033 -0.017 0.019
0.017
0.007
0.005
0.002
0.001
0.000
0.000
WPP LN Equity
WPP PLC
Consumer Discretionary
1198.00
2.65%
09.10.2013
26.06
25.88
25.73
25.17
-0.128 -0.123 -0.112 -0.080
-0.003 -0.002 -0.001 0.001
SHBA SS Equity
SVENSKA HANDELSBANKEN-A SHS
Financials
304.20
3.68%
26.03.2014
9.38
10.24
16.88
17.80
18.85
-0.444 -0.299 -0.260 -0.201 -0.079
0.065
0.031
0.019
0.008
0.004
97.35
-0.125 -0.177 -0.214 -0.173 -0.120
0.055
0.021
0.013
0.005
0.002
-0.004 -0.163 -0.132 -0.083 -0.065 -0.065
0.016
0.007
0.003
0.001
0.002
0.002
VOLVB SS Equity VOLVO AB-B SHS
Industrials
FTE FP Equity
FRANCE TELECOM SA
Telecommunication Services#N/A N/A
BA/ LN Equity
BAE SYSTEMS PLC
Industrials
SAMAS FH Equity SAMPO OYJ-A SHS EXPN LN Equity
EXPERIAN PLC
REP SQ Equity
REPSOL SA
Energy
SGO FP Equity
COMPAGNIE DE SAINT-GOBAIN
Industrials
UHR VX Equity
SWATCH GROUP AG/THE-BR
Consumer Discretionary
HOLN VX Equity
HOLCIM LTD-REG
CA FP Equity HEN3 GY Equity
25.69
24.08 25.54
22.88 25.94
0.021 -0.098 -0.058 -0.064
3.08%
03.04.2014
13.67
13.88
20.23
22.13
25.30
455.70
4.43%
16.04.2014
22.56
22.22
22.45
22.73
22.95
Financials
33.71
4.15%
21.04.2014
21.85
19.15
18.77
19.73
-0.207 -0.192 -0.155 -0.130
0.014
0.005
0.003
0.004
Industrials
1233.00
2.06%
01.01.2014
19.52
19.82
20.46
21.63
-0.146 -0.148 -0.151 -0.132
0.009
0.008
0.006
0.003
18.36
22.95
5.45%
26.12.2013
23.63
23.96
24.08
24.79
23.72
24.02
23.60
-0.124 -0.193 -0.182 -0.184 -0.108 -0.145 -0.039 0.001
0.003
0.002
0.001
0.000
0.001 -0.001
35.83
3.46%
09.06.2014
22.69
23.63
24.47
26.29
27.50
27.74
27.22
-0.268 -0.182 -0.170 -0.139 -0.081 -0.070 -0.081 0.027
0.008
0.005
0.003
0.002
0.002
0.001
573.50
1.33%
21.05.2014
23.24
22.86
23.02
23.72
24.68
25.01
24.51
-0.126 -0.143 -0.148 -0.133 -0.082 -0.070 -0.064 0.016
0.005
0.004
0.002
0.001
0.001
0.002
Materials
68.45
2.12%
21.04.2014
23.86
22.07
21.97
22.44
22.43
22.60
23.54
-0.204 -0.190 -0.182 -0.141 -0.077 -0.060 -0.053 0.023
0.006
0.004
0.003
0.002
0.002
0.002
CARREFOUR SA
Consumer Staples
23.51
2.55%
02.05.2014
30.67
32.00
32.41
31.92
32.44
32.93
30.72
-0.248 -0.195 -0.174 -0.135 -0.072 -0.076 -0.145 0.024
0.004
0.003
0.002
0.000
0.000
0.000
HENKEL AG & CO KGAA VORZUG
Consumer Staples
75.12
1.42%
15.04.2014
22.02
20.67
20.99
21.85
22.87
23.18
23.17
-0.194 -0.155 -0.119 -0.091 -0.039 -0.018 -0.014 0.026
0.008
0.005
0.003
0.001
0.000
0.000
KNEBV FH Equity KONE OYJ-B
Industrials
57.65
3.21%
25.02.2014
SHP LN Equity
SHIRE PLC
Health Care
2411.00
0.53%
05.03.2014
22.96
22.92
23.84
25.38
-0.020 -0.085 -0.094 -0.063
0.007
0.008
0.006
0.004
RWE GY Equity
RWE AG
Utilities
21.28
9.40%
22.04.2014
29.43
26.06
25.53
25.36
21.46
0.003
0.003
174.00
3.30%
30.04.2014
21.73
21.64
22.31
23.19
25.46 21.48
21.72
21.71
ATCOA SS Equity ATLAS COPCO AB-A SHS
Industrials
PP FP Equity
PPR
Consumer Discretionary
LGEN LN Equity
LEGAL & GENERAL GROUP PLC
Financials
204.70
4.15%
23.04.2014
23.24
20.95
20.95
21.24
TEL NO Equity
TELENOR ASA
Telecommunication Services 132.00
5.30%
16.05.2014
18.44
19.13
19.97
19.37
OML LN Equity
OLD MUTUAL PLC
Financials
195.40
4.09%
23.10.2013
27.54
27.20
26.75
25.47
FRE GY Equity
FRESENIUS SE & CO KGAA
Health Care
97.08
1.26%
20.05.2014
16.98
16.87
17.26
18.15
18.62
SEBA SS Equity
SKANDINAVISKA ENSKILDA BAN-A
Financials
72.30
3.94%
24.03.2014
12.97
14.44
18.95
20.47
21.41
SCAB SS Equity
SVENSKA CELLULOSA AB-B SHS
Consumer Staples
175.20
2.74%
11.04.2014
20.35
21.31
22.18
21.92
23.35
HEIA NA Equity
HEINEKEN NV
Consumer Staples
55.19
1.85%
26.08.2013
23.44
24.07
22.95
22.31
21.52
21.84
ML FP Equity
MICHELIN (CGDE)
Consumer Discretionary
75.66
3.37%
13.05.2014
27.44
26.84
26.88
27.55
28.21
28.10
SAND SS Equity
SANDVIK AB
Industrials
82.90
4.52%
28.04.2014
19.94
20.63
21.54
23.31
26.46
RNO FP Equity
RENAULT SA
Consumer Discretionary
61.05
3.11%
12.05.2014
31.46
31.88
32.40
33.55
34.77
34.93
CRH ID Equity
CRH PLC
Materials
16.76
3.73%
28.08.2013
27.80
26.32
27.11
28.27
29.01
29.12
AH NA Equity
KONINKLIJKE AHOLD NV
Consumer Staples
12.54
3.83%
22.04.2014
17.05
17.67
17.72
18.48
18.38
18.73
18.88
AKZA NA Equity TLSN SS Equity
AKZO NOBEL TELIASONERA AB
Materials 45.73 Telecommunication Services 47.23
3.26% 6.88%
24.10.2013 04.04.2014
21.22 13.64
21.18 15.76
21.80 17.76
23.01 18.84
23.31 18.46
23.23 18.46
22.62 18.46
-0.250 -0.213 -0.184 -0.137 -0.004 0.017
0.025
0.006
0.005
0.002
0.004
-0.311 -0.230 -0.223 -0.167 -0.114
0.075
0.049
0.016
0.009
0.003
0.000
-0.085 -0.056 -0.186 -0.137 -0.134 -0.134
0.004
0.004
0.005
0.003
0.004
0.004
-0.563 -0.380 -0.252 -0.170
0.041
0.019
0.009
0.004
-0.191 -0.180 -0.158 -0.115
0.016
0.014
0.010
0.003
-0.200 -0.088 -0.073 -0.101 -0.073 -0.041 -0.025 0.022
0.008
0.004
0.002
0.001
0.001
0.001
-0.315 -0.184 -0.237 -0.164 -0.108
0.058
0.024
0.018
0.005
0.004
-0.292 -0.261 -0.276 -0.156 -0.084
0.047
0.018
0.011
0.003
0.002
-0.182 -0.136 -0.125 -0.122 -0.083 -0.060 -0.044 0.025
0.006
0.004
0.003
0.002
0.001
0.000
-0.249 -0.207 -0.165 -0.156 -0.060 -0.035
0.020
0.006
0.003
0.002
0.001
0.002
-0.398 -0.251 -0.255 -0.118 -0.089
0.058
0.022
0.015
0.004
0.002
-0.217 -0.182 -0.169 -0.139 -0.050 -0.021 -0.083 0.018
0.006
0.004
0.002
0.001
0.001
-0.289 -0.212 -0.164 -0.120 -0.098 -0.099
0.012
0.004
0.003
0.001
0.001
0.001
-0.267 -0.260 -0.251 -0.154 -0.041 -0.028 0.010
0.048
0.020
0.013
0.007
0.004
0.002
0.002
-0.143 -0.120 -0.107 -0.107 -0.070 -0.040 -0.023 0.026 -0.271 -0.228 -0.218 -0.136 -0.022 -0.022 -0.022 0.072
0.008 0.035
0.003 0.029
0.003 0.028
0.002 0.010
0.001 0.010
0.002 0.010
#N/A N/A 21.48
19.38
19.39
21.60
33.57
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
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