TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters

Page 1

16.10.2012

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

At The Money Implied Volatilities by Terms

TOPIX 1000 Index - TPX1000

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

7203 JT Equity

TOYOTA MOTOR CORP

Consumer Discretionary

3030.00

2.31%

27.03.2013

26.68

33.18

33.36

34.28

0.012

0.111

0.072

0.009

0.001

0.000 -0.002

8306 JT Equity

MITSUBISHI UFJ FINANCIAL GRO

Financials

361.00

3.32%

26.09.2013

24.21

30.11

30.19

30.68

-0.010 -0.005 0.006

0.027

0.012

0.001

0.001 -0.001

7267 JT Equity

HONDA MOTOR CO LTD

Consumer Discretionary

2448.00

3.19%

26.06.2013

32.07

24.90

24.99

24.99

0.188

0.276

0.280

0.291

0.000

0.001

0.001

8316 JT Equity

SUMITOMO MITSUI FINANCIAL GR

Financials

2399.00

4.79%

26.09.2013

24.21

32.07

32.25

33.20

-0.006 0.033

0.037

0.046

0.004 -0.007 -0.008 -0.008

9432 JT Equity

NIPPON TELEGRAPH & TELEPHONE

Telecommunication Services3840.00

4.17%

26.09.2013

26.63

13.75

13.86

14.25

-0.070 -0.095 -0.058 0.010

8411 JT Equity

MIZUHO FINANCIAL GROUP INC

Financials

124.00

6.45%

26.09.2013

22.20

28.94

29.13

30.01

7751 JT Equity

CANON INC

Information Technology

2520.00

4.96%

26.12.2012

37.14

19.69

20.00

19.73

4502 JT Equity

TAKEDA PHARMACEUTICAL CO LTD

Health Care

3565.00

5.05%

26.09.2013

13.56

7.74

7.77

7.95

0.083 -0.095 -0.051 0.021

6954 JT Equity

FANUC CORP

Industrials

12400.00

1.48%

27.03.2013

25.81

35.01

35.03

35.45

-0.068 -0.002 0.004

0.021

0.014 -0.002 -0.002 -0.002

2914 JT Equity

JAPAN TOBACCO INC

Consumer Staples

2335.00

2.36%

26.09.2013

31.52

30.05

30.07

30.43

0.003

0.005

0.007

0.014

-0.002 0.000

9984 JT Equity

SOFTBANK CORP

Telecommunication Services2485.00

1.61%

26.09.2013

63.57

28.59

28.83

29.41

-0.683 0.100

0.091

0.081

-0.036 -0.001 -0.001 -0.001

8802 JT Equity

MITSUBISHI ESTATE CO LTD

Financials

0.92%

26.09.2013

30.83

33.35

33.60

34.09

0.037

0.026

0.030

0.036

0.002 -0.001 -0.002 -0.002

9437 JT Equity

NTT DOCOMO INC

Telecommunication Services 124700.00

4.81%

26.09.2013

9.61

12.46

12.47

12.64

-0.018 0.004

0.010

0.026

0.015

0.000

0.000 -0.001

8058 JT Equity

MITSUBISHI CORP

Industrials

1368.00

4.90%

26.09.2013

22.08

23.18

23.18

23.45

-0.028 0.002

0.005

0.014

0.007

0.000

0.000

0.000

3382 JT Equity

SEVEN & I HOLDINGS CO LTD

Consumer Staples

2378.00

2.61%

28.08.2013

25.37

14.15

14.06

14.15

-0.031 -0.016 -0.012 -0.006

0.001

0.005

0.004

0.000

6501 JT Equity

HITACHI LTD

Information Technology

414.00

2.54%

27.03.2013

30.45

33.31

33.47

34.00

-0.094 -0.032 -0.029 -0.025

0.008

0.000

0.000

0.000

8031 JT Equity

MITSUI & CO LTD

Industrials

1107.00

5.24%

26.09.2013

20.75

24.64

24.68

25.15

-0.006 -0.030 -0.028 -0.026

0.005

0.001

0.001

0.000

9020 JT Equity

EAST JAPAN RAILWAY CO

Industrials

5410.00

2.13%

26.09.2013

21.27

12.35

12.39

12.58

-0.001 -0.072 -0.057 -0.023

0.005

0.009

0.006

0.000

9433 JT Equity

KDDI CORP

Telecommunication Services5920.00

2.70%

26.09.2013

24.68

26.39

26.46

26.85

0.055 -0.233 -0.233 -0.238

-0.001 0.001

0.001

0.001

4503 JT Equity

ASTELLAS PHARMA INC

Health Care

3800.00

3.42%

26.09.2013

17.31

11.41

11.52

11.86

0.086 -0.110 -0.070 0.002

0.005

0.005

0.000

7201 JT Equity

NISSAN MOTOR CO LTD

Consumer Discretionary

682.00

2.93%

27.03.2013

36.98

23.32

23.45

23.90

-0.060 0.022

0.031

0.031

-0.006 0.000

0.000 -0.001

4063 JT Equity

SHIN-ETSU CHEMICAL CO LTD

Materials

4565.00

2.19%

26.09.2013

24.95

23.04

23.11

23.45

0.026

0.025

0.028

0.038

-0.003 0.000

0.000 -0.001

6301 JT Equity

KOMATSU LTD

Industrials

1622.00

2.84%

26.09.2013

36.25

32.94

32.93

33.54

0.096

0.086

0.093

0.116

-0.003 -0.001 -0.001 0.000

8766 JT Equity

TOKIO MARINE HOLDINGS INC

Financials

2067.00

2.66%

26.09.2013

28.30

23.43

23.51

23.95

0.274

0.366

0.369

0.382

-0.003 0.000

5401 JT Equity

NIPPON STEEL & SUMITOMO META

Materials

174.00

1.72%

27.03.2013

36.21

37.79

37.80

37.68

0.107

0.005

0.006 -0.006

0.012 -0.001 -0.001 0.000

8801 JT Equity

MITSUI FUDOSAN CO LTD

Financials

1585.00

1.39%

26.09.2013

29.72

24.46

24.47

24.62

-0.084 0.009

0.010

0.013

-0.003 -0.001 -0.001 0.000

1605 JT Equity

INPEX CORP

Energy

478500.00

1.36%

26.09.2013

34.04

38.90

38.85

39.22

0.114

0.008

0.033

0.083

0.002 -0.003 -0.002 -0.001

8001 JT Equity

ITOCHU CORP

Industrials

786.00

5.09%

26.09.2013

17.65

22.35

22.45

22.98

0.004

0.008

0.012

0.022

0.015

0.000 -0.001 -0.002

8053 JT Equity

SUMITOMO CORP

Industrials

1055.00

5.12%

26.09.2013

17.74

23.15

23.14

23.52

0.052

0.003

0.004

0.009

0.014

0.000

0.000

0.000

4452 JT Equity

KAO CORP

Consumer Staples

2211.00

2.80%

26.06.2013

20.19

18.87

18.86

18.87

-0.026 -0.080 -0.061 -0.011

0.006

0.003

0.002

0.001

6902 JT Equity

DENSO CORP

Consumer Discretionary

2467.00

2.19%

26.09.2013

29.81

22.49

22.47

22.52

-0.001 0.025

0.033

0.050

-0.002 0.000

7974 JT Equity

NINTENDO CO LTD

Information Technology

10580.00

0.95%

27.03.2014

47.73

29.07

29.62

30.72

0.302

0.169

0.268

-0.023 -0.001 -0.001 -0.001

5108 JT Equity

BRIDGESTONE CORP

Consumer Discretionary

1827.00

1.75%

26.06.2013

24.72

19.14

19.37

19.46

-0.013 -0.026 -0.018 0.005

0.006

6503 JT Equity

MITSUBISHI ELECTRIC CORP

Industrials

598.00

2.01%

27.03.2013

30.44

36.12

36.06

36.15

-0.047 0.005

0.008

0.023

0.008 -0.001 -0.001 -0.001

7011 JT Equity

MITSUBISHI HEAVY INDUSTRIES

Industrials

354.00

1.69%

26.09.2013

27.38

33.29

33.30

33.52

-0.031 -0.006 0.009

0.039

0.011

8604 JT Equity

NOMURA HOLDINGS INC

Financials

275.00

3.64%

27.03.2013

30.77

38.59

38.69

39.48

0.316

0.444

0.457

0.497

0.002 -0.013 -0.014 -0.017

6758 JT Equity

SONY CORP

Consumer Discretionary

937.00

2.67%

27.03.2013

36.71

27.54

27.57

27.83

0.077

0.370

0.377

0.402

-0.002 -0.002 -0.002 -0.002

9022 JT Equity

CENTRAL JAPAN RAILWAY CO

Industrials

6920.00

1.66%

26.09.2013

18.08

17.68

17.67

17.75

-0.125 -0.010 -0.006 0.000

6502 JT Equity

TOSHIBA CORP

Information Technology

272.00

2.94%

27.03.2013

37.20

33.17

33.27

34.04

-0.061 0.101

0.101

0.109

0.001 -0.001 -0.001 -0.002

6752 JT Equity

PANASONIC CORP

Consumer Discretionary

494.00

2.53%

26.09.2013

30.43

23.98

24.13

24.67

0.236

0.222

0.234

0.281

-0.005 -0.008 -0.008 -0.008

6971 JT Equity

KYOCERA CORP

Information Technology

6770.00

1.77%

27.03.2013

25.55

19.24

19.21

19.31

0.006

0.032

0.041

0.060

0.001

0.001

0.001

9531 JT Equity

TOKYO GAS CO LTD

Utilities

430.00

2.21%

26.09.2013

17.42

14.73

14.75

14.90

-0.118 -0.230 -0.160 -0.016

0.010

0.009

0.005 -0.002

5020 JT Equity

JX HOLDINGS INC

Energy

444.00

3.60%

26.09.2013

26.58

24.98

24.99

25.13

0.022

0.009

0.000

0.000

4578 JT Equity

OTSUKA HOLDINGS CO LTD

Health Care

2428.00

2.06%

26.09.2013

8830 JT Equity

SUMITOMO REALTY & DEVELOPMNT

Financials

2133.00

0.94%

26.09.2013

31.99

36.44

36.79

37.53

-0.030 -0.034 -0.029 -0.023

0.006 -0.002 -0.002 -0.002

6861 JT Equity

KEYENCE CORP

Information Technology

19840.00

0.33%

18.09.2013

25.44

25.17

25.12

25.04

0.002

0.004

0.005

0.002

0.000

0.000

0.000

2503 JT Equity

KIRIN HOLDINGS CO LTD

Consumer Staples

1009.00

2.78%

26.06.2013

16.69

21.70

21.97

21.91

0.046

0.004

0.014

0.035

0.005

0.001

0.000 -0.001

8750 JT Equity

DAI-ICHI LIFE INSURANCE

Financials

90700.00

1.76%

27.03.2014

33.53

33.14

33.05

33.26

0.002

0.005

0.006

0.012

0.000

0.000

0.000

0.000

4523 JT Equity

EISAI CO LTD

Health Care

3420.00

4.39%

26.09.2013

16.73

20.25

20.43

21.12

-0.043 -0.028 -0.029 -0.031

0.007

0.000

0.000

0.000

8309 JT Equity

SUMITOMO MITSUI TRUST HOLDIN

Financials

226.00

4.54%

26.09.2013

30.48

30.19

30.17

30.47

-0.087 0.018

0.014

0.009

0.011 -0.002 -0.001 0.000

8002 JT Equity

MARUBENI CORP

Industrials

505.00

4.95%

26.09.2013

27.81

34.22

34.20

34.79

0.132

0.232

0.247

0.007 -0.005 -0.005 -0.005

2502 JT Equity

ASAHI GROUP HOLDINGS LTD

Consumer Staples

1896.00

1.48%

26.06.2013

17.10

21.34

21.53

21.58

-0.096 -0.131 -0.120 -0.096

0.010

0.000 -0.001 -0.002

4568 JT Equity

DAIICHI SANKYO CO LTD

Health Care

1204.00

5.40%

26.09.2013

24.21

15.12

14.99

15.01

-0.028 -0.005 -0.002 0.007

0.012

0.005

0.003

0.000

6981 JT Equity

MURATA MANUFACTURING CO LTD

Information Technology

4005.00

2.50%

26.09.2013

38.08

29.49

29.61

29.94

0.034 -0.020 -0.017 0.002

-0.010 0.001

0.001

0.000

8591 JT Equity

ORIX CORP

Financials

8040.00

1.12%

27.03.2013

20.68

35.65

35.78

36.34

0.052

0.021

0.021

0.023

0.015 -0.001 -0.001 -0.001

7741 JT Equity

HOYA CORP

Information Technology

1673.00

4.18%

27.03.2013

21.90

26.59

26.63

27.06

-0.031 0.019

0.022

0.032

0.011

0.000

0.000

9735 JT Equity

SECOM CO LTD

Industrials

3990.00

2.51%

27.03.2014

18.42

20.67

20.77

21.49

0.029

0.020

0.024

0.036

0.004

0.000

0.000 -0.001

8725 JT Equity

MS&AD INSURANCE GROUP HOLDIN

Financials

1357.00

3.98%

26.09.2013

30.24

22.12

22.13

22.39

-0.014 0.027

0.031

0.042

-0.002 0.000

6326 JT Equity

KUBOTA CORP

Industrials

810.00

1.98%

27.03.2013

24.10

33.44

33.56

34.08

0.043 -0.005 -0.002 0.007

0.008 -0.001 -0.001 -0.001

6273 JT Equity

SMC CORP

Industrials

12310.00

0.31%

26.09.2013

29.48

29.15

29.08

29.01

0.002

0.008

0.000

0.000

0.000

0.000

2802 JT Equity

AJINOMOTO CO INC

Consumer Staples

1209.00

1.32%

26.09.2013

17.38

14.00

13.90

13.70

-0.102 -0.121 -0.076 0.008

0.016

0.007

0.004

0.000

7269 JT Equity

SUZUKI MOTOR CORP

Consumer Discretionary

1679.00

0.95%

26.09.2013

28.37

23.69

23.71

23.85

-0.138 0.025

0.044

0.082

0.000 -0.001 -0.001 -0.001

7731 JT Equity

NIKON CORP

Consumer Discretionary

1950.00

1.64%

26.09.2013

31.61

32.81

32.85

33.31

0.042

0.046

0.051

0.060

0.001

1878 JT Equity

DAITO TRUST CONSTRUCT CO LTD

Financials

7970.00

3.80%

26.09.2013

3402 JT Equity

TORAY INDUSTRIES INC

Materials

442.00

2.26%

26.09.2013

30.18

42.17

42.15

42.68

0.008

0.093

0.095

0.104

0.009 -0.002 -0.001 -0.001

9532 JT Equity

OSAKA GAS CO LTD

Utilities

333.00

2.40%

26.09.2013

12.96

8.34

8.56

9.76

-0.104 -0.097 -0.068 0.076

0.035

0.025

0.019

0.006

9983 JT Equity

FAST RETAILING CO LTD

Consumer Discretionary

16190.00

1.73%

26.02.2014

48.01

31.64

31.49

31.44

-0.136 0.003

-0.019 0.000

0.000

0.000

1925 JT Equity

DAIWA HOUSE INDUSTRY CO LTD

Financials

1145.00

2.62%

27.03.2014

22.93

25.70

25.75

26.28

-0.019 -0.031 -0.027 -0.019

0.010

9502 JT Equity

CHUBU ELECTRIC POWER CO INC

Utilities

958.00

5.74%

26.09.2013

35.37

17.28

17.22

17.39

0.245

0.561

0.687

-0.008 -0.001 -0.002 -0.005

8630 JT Equity

NKSJ HOLDINGS INC

Financials

1517.00

5.27%

27.03.2014

33.99

37.69

37.59

38.95

-0.010 -0.001 0.002

0.009

0.004 -0.001 -0.001 -0.001

5802 JT Equity

SUMITOMO ELECTRIC INDUSTRIES

Industrials

835.00

2.51%

26.09.2013

31.53

36.84

36.82

37.26

-0.172 -0.221 -0.216 -0.201

0.006

0.000

0.000 -0.001

6988 JT Equity

NITTO DENKO CORP

Materials

3545.00

2.54%

26.09.2013

31.07

40.65

40.91

41.87

-0.069 0.031

0.038

0.017

0.001

0.001

0.000

8795 JT Equity

T&D HOLDINGS INC

Financials

849.00

2.65%

27.03.2014

27.63

36.45

36.52

37.48

-0.043 -0.024 -0.019 -0.007

0.012

0.000

0.000

0.000

8308 JT Equity

RESONA HOLDINGS INC

Financials

353.00

3.40%

27.03.2014

24.15

29.85

29.93

30.83

0.055

0.253

0.281

0.340

0.014 -0.002 -0.003 -0.006

4901 JT Equity

FUJIFILM HOLDINGS CORP

Information Technology

1352.00

2.96%

26.09.2013

26.86

23.18

23.23

23.55

0.299

0.407

0.421

0.461

0.003

8267 JT Equity

AEON CO LTD

Consumer Staples

860.00

2.79%

28.08.2013

17.80

18.98

18.88

18.97

0.080

0.078

0.075

0.080

0.011 -0.002 -0.003 -0.004

8035 JT Equity

TOKYO ELECTRON LTD

Information Technology

3520.00

1.76%

26.09.2013

37.20

32.06

32.19

32.59

0.023

0.031

0.045

0.075

-0.007 -0.002 -0.001 0.000

6594 JT Equity

NIDEC CORP

Industrials

5300.00

1.89%

26.09.2013

31.78

28.53

28.57

28.78

-0.023 0.010

0.013

0.020

-0.003 -0.001 -0.001 -0.001

4661 JT Equity

ORIENTAL LAND CO LTD

Consumer Discretionary

10400.00

1.01%

26.09.2013

15.47

15.38

15.32

15.24

0.040 -0.023 -0.012 0.007

0.004

0.002

0.001

8601 JT Equity

DAIWA SECURITIES GROUP INC

Financials

299.00

4.35%

27.03.2013

30.64

29.01

29.15

29.67

0.050

0.123

0.000

0.000

0.000 -0.001

6702 JT Equity

FUJITSU LTD

Information Technology

303.00

3.30%

26.09.2013

29.93

30.47

30.47

30.88

-0.211 -0.011 -0.004 0.013

0.012

0.001

0.001

0.000

9021 JT Equity

WEST JAPAN RAILWAY CO

Industrials

3315.00

3.02%

26.09.2013

13.48

16.79

16.82

17.08

-0.057 -0.049 -0.029 0.008

0.011

0.002

0.001

0.000

5713 JT Equity

SUMITOMO METAL MINING CO LTD

Materials

1057.00

2.74%

26.09.2013

44.60

37.61

38.29

40.09

0.217

0.037

0.075

0.146

-0.004 -0.001 -0.001 -0.002

5201 JT Equity

ASAHI GLASS CO LTD

Industrials

554.00

4.69%

26.06.2013

34.36

27.80

28.30

28.03

0.023

0.116

0.146

0.198

-0.008 -0.003 -0.003 -0.003

1963 JT Equity

JGC CORP

Industrials

2732.00

1.59%

27.03.2014

28.27

32.23

32.36

32.98

0.094 -0.011 -0.010 -0.007

9202 JT Equity

ALL NIPPON AIRWAYS CO LTD

Industrials

157.00

2.55%

27.03.2014

24.69

25.30

25.25

25.41

-0.207 0.013

0.014

0.018

0.021

0.002

0.001

0.000

5411 JT Equity

JFE HOLDINGS INC

Materials

1069.00

3.27%

27.03.2013

38.68

20.87

20.94

21.09

0.217

0.014

0.024

0.044

-0.012 0.001

0.000

0.000

9042 JT Equity

HANKYU HANSHIN HOLDINGS INC

Industrials

419.00

1.19%

27.03.2014

9041 JT Equity

KINTETSU CORP

Industrials

310.00

1.61%

27.03.2014

9007 JT Equity

ODAKYU ELECTRIC RAILWAY CO

Industrials

823.00

0.91%

26.09.2013

3407 JT Equity

ASAHI KASEI CORP

Materials

427.00

3.51%

26.09.2013

20.47

29.52

29.67

30.34

0.078

0.077

0.093

0.140

6367 JT Equity

DAIKIN INDUSTRIES LTD

Industrials

2030.00

1.82%

27.03.2013

32.64

30.99

30.40

30.16

-0.214 -0.094 -0.080 -0.032

0.002

0.001

0.000 -0.001

9503 JT Equity

KANSAI ELECTRIC POWER CO INC

Utilities

628.00

9.55%

27.03.2013

44.84

19.59

19.75

22.35

0.183

0.673

-0.014 0.007

0.004 -0.004

7202 JT Equity

ISUZU MOTORS LTD

Consumer Discretionary

401.00

2.00%

26.09.2013

34.55

28.90

29.04

29.46

-0.095 -0.109 -0.108 -0.103

-0.006 0.002

0.001

0.001

8113 JT Equity

UNICHARM CORP

Consumer Staples

4355.00

0.78%

26.09.2013

20.43

20.25

20.24

20.25

0.005

0.004

0.005

0.009

0.000

0.000

0.000

0.000

1928 JT Equity

SEKISUI HOUSE LTD

Consumer Discretionary

792.00

3.16%

29.07.2013

16.91

19.20

19.10

19.28

-0.111 0.051

0.091

0.171

0.013

0.004

0.002 -0.002

9064 JT Equity

YAMATO HOLDINGS CO LTD

Industrials

1225.00

1.80%

26.09.2013

16.30

19.74

19.70

19.72

-0.048 0.021

0.027

0.042

0.019

0.000

0.000 -0.001

4528 JT Equity

ONO PHARMACEUTICAL CO LTD

Health Care

4685.00

3.84%

26.09.2013

5938 JT Equity

LIXIL GROUP CORP

Industrials

1728.00

2.31%

26.09.2013

21.12

19.88

19.98

20.37

0.107

0.025

0.044

0.005

0.001

0.001 -0.001

9001 JT Equity

TOBU RAILWAY CO LTD

Industrials

414.00

1.21%

26.09.2013

4543 JT Equity

TERUMO CORP

Health Care

3275.00

1.22%

26.09.2013

25.54

24.90

24.86

25.28

-0.124 -0.129 -0.108 -0.040

0.003

0.004

0.004

0.002

8332 JT Equity

BANK OF YOKOHAMA LTD/THE

Financials

369.00

2.71%

26.09.2013

8355 JT Equity

SHIZUOKA BANK LTD/THE

Financials

795.00

1.70%

26.09.2013

9005 JT Equity

TOKYU CORP

Industrials

389.00

1.67%

26.09.2013

18.73

18.54

18.49

18.48

-0.183 -0.080 -0.049 0.008

0.010

0.004

0.003

0.000

2267 JT Equity

YAKULT HONSHA CO LTD

Consumer Staples

3670.00

0.64%

26.09.2013

7270 JT Equity

FUJI HEAVY INDUSTRIES LTD

Consumer Discretionary

694.00

1.30%

26.09.2013

7752 JT Equity

RICOH CO LTD

Information Technology

713.00

4.14%

26.09.2013

43.54

44.24

44.39

45.13

0.224

0.307

0.309

0.318

0.003 -0.005 -0.005 -0.006

7309 JT Equity

SHIMANO INC

Consumer Discretionary

5180.00

0.24%

26.06.2013

4689 JT Equity

YAHOO JAPAN CORP

Information Technology

28740.00

1.22%

27.03.2013

24.13

26.63

26.63

26.92

0.093

0.051

0.058

0.070

0.003

4507 JT Equity

SHIONOGI & CO LTD

Health Care

1255.00

3.43%

26.09.2013

6201 JT Equity

TOYOTA INDUSTRIES CORP

Consumer Discretionary

2240.00

2.46%

26.09.2013

6586 JT Equity

MAKITA CORP

Industrials

3105.00

1.22%

27.03.2013

4519 JT Equity

CHUGAI PHARMACEUTICAL CO LTD

Health Care

1626.00

2.58%

26.06.2013

20.76

23.55

23.80

23.72

-0.022 -0.108 -0.092 -0.070

0.005 -0.004 -0.005 -0.006

4188 JT Equity

MITSUBISHI CHEMICAL HOLDINGS

Materials

299.00

3.68%

26.09.2013

30.57

30.89

30.97

31.63

0.000

0.140

0.151

0.179

0.006 -0.002 -0.002 -0.003

7259 JT Equity

AISIN SEIKI CO LTD

Consumer Discretionary

2281.00

2.41%

26.09.2013

31.43

32.95

33.02

33.48

0.077

0.156

0.165

0.192

0.002 -0.001 -0.001 -0.001

9006 JT Equity

KEIKYU CORP

Industrials

730.00

0.82%

26.09.2013

8015 JT Equity

TOYOTA TSUSHO CORP

Industrials

1677.00

2.92%

26.09.2013

2651 JT Equity

LAWSON INC

Consumer Staples

5730.00

3.40%

28.08.2013

23.00

21.95

21.88

22.08

0.023 -0.007 -0.004 0.003

0.001

0.000

0.000

0.000

6701 JT Equity

NEC CORP

Information Technology

128.00

3.13%

27.03.2014

33.79

28.08

28.01

28.35

-0.038 0.253

0.255

0.265

0.013

0.007

0.007

0.007

6645 JT Equity

OMRON CORP

Information Technology

1571.00

2.48%

27.03.2013

8331 JT Equity

CHIBA BANK LTD/THE

Financials

459.00

2.40%

26.09.2013

4324 JT Equity

DENTSU INC

Consumer Discretionary

1818.00

1.71%

26.09.2013

30.01

25.07

24.94

24.96

0.045

0.070

0.089

-0.004 -0.003 -0.003 -0.001

4911 JT Equity 7733 JT Equity

SHISEIDO CO LTD OLYMPUS CORP

Consumer Staples Health Care

977.00 1406.00

5.12%

26.09.2013 27.03.2014

24.62 32.65

22.22 26.04

21.80 26.04

22.29 26.18

-0.037 -0.052 -0.040 -0.012 0.028 -0.028 -0.032 -0.039

0.005 -0.001 0.000 0.000 -0.008 -0.001 -0.001 -0.001

1529.00

0.136

0.002

-0.003 0.005

0.003 -0.001

-0.145 -0.026 -0.017 -0.001

0.030

0.003

0.002

0.001

-0.044 0.001

-0.015 0.001

0.001

0.000

0.014

0.012

0.001

0.115

0.003

0.226

0.004

0.512

0.091

0.595

0.014

0.069

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

0.011

0.005

0.005

0.005

0.035

0.099

0.660

0.026

0.012

0.013

0.009

0.017

0.008

0.002 0.001

0.000

0.000

0.000

0.000

0.000

0.000

0.000 -0.001 0.001 -0.001 0.001

0.000

0.000

0.000

0.000

0.000

0.000 0.000

0.000

0.000 0.000

0.000

0.000 -0.001 -0.001

0.000 -0.001 -0.001

0.000

0.005 -0.001 -0.001 -0.001

0.010 -0.005 -0.004 -0.003

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