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

1. 26.03.2013
Option Implied Volatility Skew Parameters by Terms:
At The Money Implied Volatilities by Terms 2
IVt = atx + btx + ct
Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
Dividend ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol -
Ticker Name GICS_SECTOR_NAME ATM Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) -
Yield 30D 60D 90D 6M 12M 18M 24M
Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
MMM UN Equity 3M CO Industrials 105.17 2.46% 22.05.2013 14.45 15.15 14.72 15.19 17.13 18.13 -0.499 -0.335 -0.315 -0.258 -0.220 -0.191 0.016 0.010 0.009 0.006 0.002 0.001
ABT UN Equity ABBOTT LABORATORIES Health Care 33.80 1.78% 10.07.2013 16.56 16.25 16.30 16.62 17.26 18.12 -0.395 -0.362 -0.301 -0.215 -0.165 -0.146 0.012 0.012 0.009 0.005 0.003 0.002
ANF UN Equity ABERCROMBIE & FITCH CO-CL A Consumer Discretionary 46.38 1.72% 30.05.2013 35.79 40.45 40.39 40.59 39.30 39.35 -0.228 -0.209 -0.185 -0.160 -0.129 -0.121 0.010 0.002 0.002 0.001 0.001 0.001
ACN UN Equity ACCENTURE PLC-CL A Information Technology 73.41 2.40% 10.04.2013 23.64 20.62 20.12 20.82 22.35 23.06 -0.232 -0.323 -0.296 -0.235 -0.191 -0.165 0.007 0.009 0.007 0.004 0.002 0.002
ACE UN Equity ACE LTD Financials 88.47 1.73% 26.07.2013 12.57 14.83 15.02 15.91 -0.352 -0.489 -0.406 -0.284 0.009 0.014 0.011 0.006
ADBE UW Equity ADOBE SYSTEMS INC Information Technology 42.49 19.83 20.38 21.91 23.39 25.23 26.08 -0.402 -0.318 -0.262 -0.191 -0.166 -0.141 0.016 0.009 0.006 0.004 0.002 0.001
AMD UN Equity ADVANCED MICRO DEVICES Information Technology 2.51 61.39 60.36 60.85 58.92 61.20 62.65 -0.125 -0.105 -0.110 -0.121 -0.127 -0.138 0.013 0.005 0.004 0.003 0.002 0.002
AES UN Equity AES CORP Utilities 12.30 2.28% 26.04.2013 19.64 21.40 21.67 22.11 -0.076 -0.219 -0.232 -0.222 0.001 0.002 0.003 0.004
AET UN Equity AETNA INC Health Care 50.05 1.64% 09.07.2013 24.39 25.48 24.16 24.68 25.51 26.19 -0.319 -0.124 -0.161 -0.159 -0.114 -0.098 0.012 0.002 0.003 0.003 0.001 0.001
AFL UN Equity AFLAC INC Financials 51.52 2.80% 13.05.2013 17.95 20.06 20.85 21.76 22.45 22.97 -0.529 -0.357 -0.311 -0.265 -0.208 -0.177 0.018 0.012 0.008 0.004 0.003 0.002
A UN Equity AGILENT TECHNOLOGIES INC Health Care 41.13 1.17% 03.07.2013 23.19 25.92 26.34 26.73 27.36 28.65 -0.424 -0.296 -0.262 -0.212 -0.167 -0.139 0.014 0.009 0.006 0.003 0.002 0.001
GAS UN Equity AGL RESOURCES INC Utilities 41.32 4.57% 15.05.2013 12.10 12.10 12.10 12.10 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
APD UN Equity AIR PRODUCTS & CHEMICALS INC Materials 87.47 3.25% 05.07.2013 16.28 16.94 16.55 17.47 -0.244 -0.313 -0.324 -0.253 0.004 0.006 0.007 0.004
ARG UN Equity AIRGAS INC Materials 97.57 1.95% 14.06.2013 19.88 20.05 19.79 19.96 -0.352 -0.305 -0.318 -0.253 0.008 0.006 0.007 0.005
AKAM UW Equity AKAMAI TECHNOLOGIES INC Information Technology 34.40 36.45 45.21 43.09 39.71 36.84 36.08 0.168 -0.066 -0.095 -0.106 -0.099 -0.099 0.019 0.003 0.002 0.001 0.001 0.000
AA UN Equity ALCOA INC Materials 8.42 1.43% 15.05.2013 26.06 24.71 24.78 26.16 28.84 30.43 -0.225 -0.054 -0.127 -0.102 -0.069 -0.046 0.013 0.009 0.004 0.004 0.002 0.001
ALXN UW Equity ALEXION PHARMACEUTICALS INC Health Care 92.35 27.88 31.21 31.34 31.64 31.43 32.05 -0.149 -0.194 -0.186 -0.170 -0.153 -0.138 0.006 0.007 0.004 0.002 0.001 0.001
ATI UN Equity ALLEGHENY TECHNOLOGIES INC Materials 31.35 2.30% 24.05.2013 33.23 36.09 35.48 36.08 38.31 39.14 -0.207 -0.251 -0.224 -0.171 -0.127 -0.112 0.008 0.007 0.004 0.002 0.001 0.001
AGN UN Equity ALLERGAN INC Health Care 110.80 0.18% 15.05.2013 17.82 19.60 19.44 21.25 23.14 23.04 -0.397 -0.326 -0.272 -0.222 -0.175 -0.152 0.012 0.010 0.008 0.004 0.002 0.001
ALL UN Equity ALLSTATE CORP Financials 48.48 2.12% 29.05.2013 16.89 18.34 17.49 17.90 19.37 19.90 -0.553 -0.286 -0.266 -0.234 -0.189 -0.165 0.022 0.011 0.009 0.006 0.003 0.002
ANR UN Equity ALPHA NATURAL RESOURCES INC Energy 8.33 56.82 58.88 57.43 57.07 57.90 58.35 -0.244 -0.217 -0.195 -0.151 -0.128 -0.117 0.011 0.005 0.003 0.002 0.001 0.001
ALTR UW Equity ALTERA CORP Information Technology 34.77 1.41% 10.05.2013 25.10 27.76 27.11 28.09 29.65 30.60 -0.215 -0.251 -0.226 -0.175 -0.137 -0.116 0.006 0.007 0.005 0.002 0.001 0.001
MO UN Equity ALTRIA GROUP INC Consumer Staples 33.88 5.46% 14.06.2013 12.36 13.24 13.03 13.71 16.05 17.20 -0.312 -0.374 -0.271 -0.198 -0.144 -0.112 0.008 0.012 0.009 0.007 0.004 0.003
AMZN UW Equity AMAZON.COM INC Consumer Discretionary 256.02 28.01 32.36 29.99 30.02 31.77 32.77 -0.281 -0.243 -0.217 -0.169 -0.131 -0.114 0.016 0.005 0.005 0.003 0.001 0.001
AEE UN Equity AMEREN CORPORATION Utilities 34.24 4.67% 10.06.2013 11.19 13.01 13.18 12.53 0.033 -0.052 -0.203 -0.211 0.000 0.001 0.004 0.008
AEP UN Equity AMERICAN ELECTRIC POWER Utilities 47.66 4.11% 10.05.2013 11.07 10.96 11.06 11.83 13.50 14.56 -0.113 -0.150 -0.216 -0.213 -0.194 -0.169 0.001 0.003 0.006 0.006 0.004 0.002
AXP UN Equity AMERICAN EXPRESS CO Financials 66.10 1.35% 03.07.2013 17.12 17.28 17.45 18.85 21.14 22.17 -0.408 -0.366 -0.314 -0.247 -0.210 -0.176 0.018 0.015 0.011 0.005 0.002 0.001
AIG UN Equity AMERICAN INTERNATIONAL GROUP Financials 37.70 0.53% 09.09.2013 22.25 24.78 24.73 26.78 29.08 30.99 -0.232 -0.256 -0.225 -0.149 -0.111 -0.087 0.015 0.010 0.006 0.003 0.001 0.001
AMT UN Equity AMERICAN TOWER CORP Financials 76.26 1.42% 05.07.2013 15.50 17.95 17.53 18.61 20.25 21.07 -0.362 -0.303 -0.285 -0.254 -0.190 -0.158 0.009 0.007 0.008 0.005 0.002 0.002
AMP UN Equity AMERIPRISE FINANCIAL INC Financials 73.47 2.59% 01.05.2013 19.49 21.56 20.60 21.72 -0.208 -0.355 -0.314 -0.238 0.004 0.008 0.007 0.003
ABC UN Equity AMERISOURCEBERGEN CORP Health Care 50.59 1.78% 23.05.2013 17.35 18.86 18.52 18.33 -0.181 -0.259 -0.231 -0.191 0.005 0.007 0.006 0.004
AMGN UW Equity AMGEN INC Health Care 96.81 2.10% 16.08.2013 18.41 19.89 19.28 20.05 21.93 22.97 -0.332 -0.195 -0.185 -0.182 -0.155 -0.137 0.018 0.007 0.007 0.004 0.002 0.001
APH UN Equity AMPHENOL CORP-CL A Information Technology 72.60 0.61% 10.06.2013 23.69 21.83 22.02 22.09 -0.253 -0.249 -0.207 -0.156 0.005 0.005 0.004 0.003
APC UN Equity ANADARKO PETROLEUM CORP Energy 87.29 0.53% 10.06.2013 26.42 28.62 28.25 27.84 29.30 29.91 -0.228 -0.197 -0.168 -0.135 -0.130 -0.122 0.008 0.009 0.006 0.002 0.001 0.001
ADI UW Equity ANALOG DEVICES INC Information Technology 44.64 3.09% 29.05.2013 19.26 19.94 20.38 21.19 22.43 22.73 -0.267 -0.252 -0.273 -0.209 -0.162 -0.139 0.005 0.005 0.006 0.003 0.002 0.001
AON UN Equity AON PLC Financials 61.16 1.03% 02.05.2013 14.47 17.19 16.38 16.74 -0.492 -0.257 -0.261 -0.218 0.014 0.005 0.006 0.004
APA UN Equity APACHE CORP Energy 74.63 1.07% 22.07.2013 21.18 23.11 23.43 24.02 25.59 26.63 -0.201 -0.181 -0.187 -0.182 -0.165 -0.139 0.020 0.002 0.003 0.003 0.002 0.001
AIV UN Equity APARTMENT INVT & MGMT CO -A Financials 30.07 3.23% 15.05.2013 18.22 19.55 19.58 19.65 0.000 0.000 0.000 -0.149 0.000 0.000 0.000 0.005
APOL UW Equity APOLLO GROUP INC-CL A Consumer Discretionary 18.25 41.54 41.38 43.15 45.11 46.59 46.17 -0.256 -0.168 -0.143 -0.121 -0.088 -0.084 0.012 0.006 0.004 0.002 0.001 0.001
AAPL UW Equity APPLE INC Information Technology 463.58 2.59% 08.05.2013 28.10 30.32 28.49 28.28 29.91 30.84 -0.141 -0.111 -0.108 -0.095 -0.074 -0.056 0.014 0.004 0.003 0.002 0.001 0.000
AMAT UW Equity APPLIED MATERIALS INC Information Technology 13.32 3.00% 26.08.2013 23.80 25.65 24.89 24.95 26.09 26.76 -0.188 -0.303 -0.243 -0.184 -0.137 -0.114 0.009 0.009 0.006 0.003 0.002 0.001
ADM UN Equity ARCHER-DANIELS-MIDLAND CO Consumer Staples 32.57 2.36% 14.05.2013 20.03 21.81 21.14 21.71 22.97 23.57 -0.297 -0.250 -0.209 -0.166 -0.130 -0.114 0.012 0.011 0.008 0.004 0.002 0.001
AIZ UN Equity ASSURANT INC Financials 44.00 2.18% 30.05.2013 20.19 22.45 22.42 23.28 -0.150 -0.284 -0.293 -0.202 0.003 0.006 0.006 0.003
T UN Equity AT&T INC Telecommunication Services 36.39 5.00% 05.04.2013 14.11 14.38 14.28 14.47 16.69 17.98 -0.363 -0.360 -0.293 -0.216 -0.146 -0.120 0.012 0.012 0.010 0.006 0.004 0.002
ADSK UW Equity AUTODESK INC Information Technology 40.38 26.38 30.47 29.68 30.28 31.99 32.72 -0.263 -0.198 -0.195 -0.172 -0.140 -0.121 0.013 0.004 0.003 0.002 0.001 0.001
ADP UW Equity AUTOMATIC DATA PROCESSING Information Technology 63.93 2.83% 12.06.2013 13.43 14.65 14.47 14.57 15.34 16.07 -0.264 -0.334 -0.321 -0.275 -0.207 -0.177 0.004 0.007 0.007 0.006 0.003 0.002
AN UN Equity AUTONATION INC Consumer Discretionary 43.62 26.85 25.51 25.61 26.14 -0.182 -0.220 -0.177 -0.147 0.003 0.005 0.004 0.001
AZO UN Equity AUTOZONE INC Consumer Discretionary 393.33 16.95 18.18 19.68 19.44 20.02 20.19 -0.314 -0.271 -0.236 -0.201 -0.156 -0.142 0.012 0.009 0.006 0.004 0.002 0.002
AVB UN Equity AVALONBAY COMMUNITIES INC Financials 126.52 2.54% 28.06.2013 15.67 17.92 17.55 17.83 -0.366 -0.335 -0.279 -0.224 0.010 0.009 0.006 0.003
AVY UN Equity AVERY DENNISON CORP Industrials 42.85 2.87% 28.05.2013 20.57 20.09 19.00 19.34 -0.141 -0.171 -0.233 -0.209 0.001 0.003 0.006 0.005
AVP UN Equity AVON PRODUCTS INC Consumer Staples 20.01 1.20% 17.05.2013 29.78 33.98 32.28 32.10 32.70 32.27 -0.257 -0.281 -0.253 -0.199 -0.166 -0.152 0.005 0.006 0.004 0.002 0.001 0.001
BHI UN Equity BAKER HUGHES INC Energy 44.89 1.51% 09.05.2013 29.18 27.79 27.80 28.39 29.38 29.96 -0.437 -0.298 -0.279 -0.236 -0.182 -0.154 0.014 0.009 0.006 0.003 0.002 0.001
BLL UN Equity BALL CORP Materials 46.07 1.17% 30.05.2013 13.89 15.83 16.09 16.38 -0.194 -0.268 -0.263 -0.233 0.002 0.004 0.005 0.005
BAC UN Equity BANK OF AMERICA CORP Financials 12.40 0.32% 29.05.2013 29.77 29.63 29.18 29.37 31.39 32.47 -0.064 -0.149 -0.188 -0.155 -0.108 -0.086 0.005 0.006 0.004 0.003 0.002 0.001
BK UN Equity BANK OF NEW YORK MELLON CORP Financials 28.19 2.13% 01.05.2013 21.98 20.72 20.46 21.98 23.63 25.00 -0.596 -0.361 -0.295 -0.251 -0.192 -0.163 0.022 0.014 0.011 0.005 0.003 0.002
S&P 500 Index
BAX UN Equity BAXTER INTERNATIONAL INC Health Care 70.80 2.75% 07.06.2013 24.75 28.96 27.26 24.32 22.14 22.13 0.071 -0.031 -0.080 -0.121 -0.128 -0.114 0.017 0.007 0.005 0.003 0.002 0.001
BBT UN Equity BB&T CORP Financials 30.82 3.05% 06.05.2013 19.35 18.08 18.13 19.43 21.08 21.71 -0.518 -0.377 -0.316 -0.217 -0.148 -0.121 0.017 0.011 0.009 0.004 0.002 0.001
BEAM UN Equity BEAM INC Consumer Staples 62.73 1.47% 06.05.2013 17.88 20.38 20.34 20.87 -0.056 -0.136 -0.180 -0.171 0.002 0.006 0.009 0.004
BDX UN Equity BECTON DICKINSON AND CO Health Care 92.43 2.22% 07.06.2013 14.60 15.70 15.66 15.47 -0.107 -0.201 -0.230 -0.193 0.002 0.005 0.006 0.004
BBBY UW Equity BED BATH & BEYOND INC Consumer Discretionary 64.19 31.50 26.72 26.10 26.15 26.13 26.44 -0.210 -0.183 -0.171 -0.157 -0.129 -0.115 0.009 0.007 0.005 0.002 0.001 0.001
BMS UN Equity BEMIS COMPANY Materials 39.50 2.66% 16.05.2013 12.57 14.28 14.84 15.71 0.007 -0.012 -0.075 -0.194 0.000 0.000 0.002 0.004
BRK/B UN Equity BERKSHIRE HATHAWAY INC-CL B Financials 102.40 13.92 14.36 14.01 14.90 16.74 17.71 -0.323 -0.360 -0.328 -0.262 -0.207 -0.169 0.011 0.011 0.011 0.007 0.004 0.002
BBY UN Equity BEST BUY CO INC Consumer Discretionary 23.20 2.28% 26.06.2013 42.74 43.69 45.24 41.93 39.34 36.16 -0.265 -0.325 -0.335 -0.242 -0.234 -0.228 0.017 0.006 0.004 0.003 0.002 0.001
BIG UN Equity BIG LOTS INC Consumer Discretionary 35.74 29.63 31.72 33.24 33.80 33.61 33.17 -0.088 -0.152 -0.166 -0.138 -0.095 -0.067 0.017 0.006 0.004 0.002 0.001 0.001
BIIB UW Equity BIOGEN IDEC INC Health Care 176.22 32.58 27.68 25.30 24.28 25.19 26.27 -0.373 -0.284 -0.254 -0.225 -0.153 -0.126 0.012 0.008 0.006 0.004 0.002 0.001
BLK UN Equity BLACKROCK INC Financials 251.82 2.74% 07.06.2013 20.33 19.27 19.46 19.86 20.40 20.63 -0.402 -0.283 -0.278 -0.232 -0.207 -0.180 0.015 0.008 0.006 0.004 0.001 0.001
BMC UW Equity BMC SOFTWARE INC Information Technology 45.70 30.89 31.53 28.38 26.00 22.92 21.37 -0.072 -0.088 -0.143 -0.201 -0.210 -0.208 0.003 0.004 0.005 0.002 0.002 0.001
BA UN Equity BOEING CO/THE Industrials 84.85 2.33% 08.05.2013 19.01 20.46 20.20 20.66 22.27 23.48 -0.386 -0.338 -0.294 -0.216 -0.182 -0.151 0.014 0.008 0.007 0.004 0.002 0.001
BWA UN Equity BORGWARNER INC Consumer Discretionary 76.02 22.35 25.54 25.73 27.00 -0.493 -0.220 -0.244 -0.223 0.018 0.006 0.004 0.003
BXP UN Equity BOSTON PROPERTIES INC Financials 100.89 1.98% 28.06.2013 14.33 15.33 15.39 16.64 -0.267 -0.325 -0.277 -0.222 0.007 0.010 0.009 0.005
BSX UN Equity BOSTON SCIENTIFIC CORP Health Care 7.32 30.53 28.35 27.66 28.10 30.07 31.51 -0.070 -0.144 -0.148 -0.136 -0.100 -0.086 0.005 0.015 0.013 0.007 0.003 0.002
BMY UN Equity BRISTOL-MYERS SQUIBB CO Health Care 40.26 3.50% 03.07.2013 15.24 16.31 16.11 16.52 18.06 19.41 -0.472 -0.338 -0.283 -0.216 -0.171 -0.147 0.018 0.012 0.008 0.005 0.003 0.002
BRCM UW Equity BROADCOM CORP-CL A Information Technology 34.19 1.32% 22.05.2013 24.59 27.75 27.85 28.10 28.56 29.16 -0.366 -0.277 -0.229 -0.169 -0.140 -0.123 0.009 0.006 0.004 0.002 0.001 0.001
BF/B UN Equity BROWN-FORMAN CORP-CLASS B Consumer Staples 69.23 1.55% 06.06.2013 14.45 15.40 15.63 14.79 0.031 -0.195 -0.339 -0.132 -0.003 0.006 0.013 0.001
CA UW Equity CA INC Information Technology 25.05 3.99% 17.05.2013 19.99 22.61 22.36 22.48 22.47 23.76 -0.055 -0.228 -0.224 -0.179 -0.125 -0.115 0.005 0.008 0.006 0.004 0.002 0.001
CVC UN Equity CABLEVISION SYSTEMS-NY GRP-A Consumer Discretionary 14.84 4.04% 16.05.2013 32.50 34.09 33.69 32.45 32.58 33.99 0.121 0.064 -0.064 -0.033 -0.070 -0.090 0.004 0.007 0.003 0.002 0.002 0.001
COG UN Equity CABOT OIL & GAS CORP Energy 67.42 0.12% 17.05.2013 31.04 34.36 32.91 32.70 32.53 31.84 -0.177 -0.242 -0.186 -0.182 -0.166 -0.142 0.005 0.005 0.003 0.002 0.001 0.001
CAM UN Equity CAMERON INTERNATIONAL CORP Energy 63.79 26.89 28.81 28.93 29.62 30.66 31.70 -0.295 -0.297 -0.262 -0.207 -0.173 -0.151 0.006 0.006 0.004 0.002 0.001 0.001
CPB UN Equity CAMPBELL SOUP CO Consumer Staples 43.60 2.04% 11.07.2013 14.76 14.86 14.92 15.48 15.93 15.62 -0.114 -0.156 -0.179 -0.176 -0.144 -0.161 0.003 0.003 0.004 0.005 0.004 0.005
COF UN Equity CAPITAL ONE FINANCIAL CORP Financials 54.59 2.20% 17.05.2013 23.89 22.51 22.59 24.52 27.06 28.09 -0.400 -0.274 -0.293 -0.216 -0.148 -0.119 0.013 0.007 0.006 0.003 0.002 0.001
CAH UN Equity CARDINAL HEALTH INC Health Care 42.05 2.62% 27.06.2013 18.96 19.70 19.24 19.59 19.57 19.81 -0.225 -0.261 -0.265 -0.230 -0.178 -0.146 0.005 0.008 0.007 0.003 0.002 0.001
CFN UN Equity CAREFUSION CORP Health Care 34.39 18.23 19.85 19.48 19.97 -0.146 -0.215 -0.225 -0.235 0.002 0.005 0.006 0.004
KMX UN Equity CARMAX INC Consumer Discretionary 40.31 31.39 28.32 28.35 28.08 -0.167 -0.215 -0.217 -0.182 0.005 0.004 0.004 0.003
CCL UN Equity CARNIVAL CORP Consumer Discretionary 33.64 3.12% 22.05.2013 22.63 23.57 24.08 24.71 26.08 26.95 -0.240 -0.288 -0.249 -0.195 -0.150 -0.132 0.006 0.008 0.005 0.003 0.002 0.001
CAT UN Equity CATERPILLAR INC Industrials 86.64 2.61% 18.04.2013 20.10 22.08 21.97 23.41 25.79 26.93 -0.248 -0.254 -0.228 -0.194 -0.147 -0.124 0.019 0.010 0.006 0.003 0.002 0.001
CBG UN Equity CBRE GROUP INC - A Financials 24.68 27.72 31.55 29.05 29.69 31.07 31.17 -0.224 -0.306 -0.276 -0.202 -0.161 -0.142 0.004 0.006 0.004 0.002 0.002 0.001
CBS UN Equity CBS CORP-CLASS B NON VOTING Consumer Discretionary 45.42 1.19% 11.06.2013 17.65 22.22 23.06 25.13 26.71 27.68 -0.180 -0.244 -0.210 -0.149 -0.137 -0.119 0.003 0.006 0.007 0.003 0.001 0.001
CELG UW Equity CELGENE CORP Health Care 111.79 24.35 26.81 27.08 27.52 29.71 31.89 -0.273 -0.197 -0.181 -0.166 -0.160 -0.141 0.013 0.008 0.006 0.003 0.002 0.001
CNP UN Equity CENTERPOINT ENERGY INC Utilities 23.41 3.58% 16.05.2013 20.59 21.14 21.53 21.82 20.96 21.31 -0.022 -0.157 -0.089 -0.028 -0.026 -0.042 0.004 0.008 0.004 0.002 0.003 0.002
CTL UN Equity CENTURYLINK INC Telecommunication Services 34.99 6.17% 07.06.2013 16.98 19.17 18.35 18.18 19.48 21.12 -0.234 -0.214 -0.229 -0.197 -0.121 -0.095 0.007 0.007 0.008 0.005 0.003 0.002
CERN UW Equity CERNER CORP Health Care 92.52 22.95 26.04 24.66 26.05 26.41 27.17 -0.157 -0.237 -0.211 -0.165 -0.151 -0.133 0.004 0.006 0.004 0.002 0.001 0.001
CF UN Equity CF INDUSTRIES HOLDINGS INC Materials 191.51 0.84% 15.05.2013 24.57 26.77 27.31 28.16 29.69 30.28 -0.179 -0.226 -0.204 -0.155 -0.130 -0.116 0.015 0.005 0.002 0.001 0.001 0.000
CHRW UW Equity C.H. ROBINSON WORLDWIDE INC Industrials 58.57 2.56% 05.06.2013 22.22 25.62 24.96 24.08 23.97 24.21 -0.207 -0.230 -0.208 -0.175 -0.154 -0.139 0.006 0.008 0.005 0.003 0.002 0.001
SCHW UN Equity SCHWAB (CHARLES) CORP Financials 17.52 1.37% 08.05.2013 25.78 23.83 23.23 23.41 24.62 24.51 -0.115 -0.142 -0.201 -0.206 -0.158 -0.138 0.001 0.001 0.002 0.002 0.001 0.001
CHK UN Equity CHESAPEAKE ENERGY CORP Energy 20.35 1.90% 11.04.2013 37.22 38.76 36.58 35.44 36.87 37.30 -0.258 -0.214 -0.159 -0.134 -0.146 -0.136 0.016 0.008 0.006 0.003 0.002 0.001
CVX UN Equity CHEVRON CORP Energy 120.18 3.20% 17.05.2013 13.96 14.07 14.09 15.20 17.90 18.93 -0.535 -0.381 -0.334 -0.245 -0.211 -0.177 0.017 0.012 0.010 0.006 0.003 0.002
CMG UN Equity CHIPOTLE MEXICAN GRILL INC Consumer Discretionary 316.77 34.65 30.60 29.35 30.05 31.03 31.54 -0.330 -0.267 -0.233 -0.186 -0.155 -0.135 0.011 0.004 0.003 0.002 0.001 0.001
CB UN Equity CHUBB CORP Financials 86.51 2.08% 19.06.2013 13.18 13.20 13.21 14.50 -0.345 -0.403 -0.309 -0.232 0.009 0.013 0.010 0.005
CI UN Equity CIGNA CORP Health Care 61.61 0.10% 07.03.2014 20.91 22.22 21.76 22.48 23.75 24.65 -0.411 -0.276 -0.238 -0.170 -0.125 -0.106 0.014 0.008 0.006 0.002 0.001 0.001
CINF UW Equity CINCINNATI FINANCIAL CORP Financials 46.41 3.54% 17.06.2013 14.89 14.92 14.98 14.47 0.000 -0.080 -0.206 -0.252 0.000 0.003 0.007 0.007
CTAS UW Equity CINTAS CORP Industrials 43.07 1.88% 05.11.2013 18.02 17.53 17.93 18.82 19.73 20.07 -0.218 -0.249 -0.258 -0.211 -0.162 -0.126 0.004 0.006 0.006 0.004 0.002 0.002
CSCO UW Equity CISCO SYSTEMS INC Information Technology 20.85 2.88% 02.04.2013 20.67 23.92 22.60 22.62 24.57 25.36 -0.357 -0.314 -0.279 -0.190 -0.144 -0.118 0.010 0.008 0.005 0.004 0.002 0.002
C UN Equity CITIGROUP INC Financials 44.49 0.09% 09.05.2013 28.02 27.36 27.21 27.60 29.63 30.48 -0.323 -0.289 -0.278 -0.204 -0.168 -0.140 0.009 0.006 0.004 0.003 0.001 0.001
CTXS UW Equity CITRIX SYSTEMS INC Information Technology 70.11 29.79 35.28 33.98 34.28 33.91 34.13 -0.073 -0.143 -0.184 -0.138 -0.131 -0.121 0.002 0.001 0.002 0.001 0.001 0.001
CLF UN Equity CLIFFS NATURAL RESOURCES INC Materials 21.66 2.77% 29.04.2013 52.40 53.73 50.63 48.08 47.00 45.55 -0.216 -0.185 -0.157 -0.133 -0.094 -0.082 0.014 0.006 0.004 0.002 0.001 0.001
CLX UN Equity CLOROX COMPANY Consumer Staples 86.38 3.14% 26.07.2013 11.52 12.23 12.03 12.29 13.23 13.90 -0.355 -0.290 -0.280 -0.227 -0.166 -0.141 0.008 0.006 0.007 0.005 0.003 0.002
CME UW Equity CME GROUP INC Financials 61.29 2.94% 07.06.2013 20.14 21.50 19.97 20.50 20.81 21.16 -0.379 -0.335 -0.312 -0.227 -0.196 -0.160 0.011 0.009 0.008 0.004 0.002 0.001
CMS UN Equity CMS ENERGY CORP Utilities 27.21 3.84% 08.05.2013 15.09 15.10 15.03 12.70 0.013 0.013 0.007 -0.150 0.000 0.000 0.000 0.006
COH UN Equity COACH INC Consumer Discretionary 49.72 2.98% 06.06.2013 27.88 32.07 29.96 31.15 29.77 30.02 -0.153 -0.169 -0.145 -0.137 -0.107 -0.096 0.004 0.004 0.003 0.001 0.001 0.001
KO UN Equity COCA-COLA CO/THE Consumer Staples 40.12 2.84% 14.06.2013 13.81 13.50 13.24 14.17 15.55 16.72 -0.481 -0.360 -0.288 -0.198 -0.155 -0.123 0.018 0.012 0.009 0.006 0.003 0.002
CCE UN Equity COCA-COLA ENTERPRISES Consumer Staples 36.96 2.25% 05.06.2013 15.97 17.69 17.73 18.00 18.69 19.71 -0.175 -0.269 -0.249 -0.194 -0.143 -0.124 0.003 0.006 0.006 0.005 0.002 0.002
CTSH UW Equity COGNIZANT TECH SOLUTIONS-A Information Technology 74.39 25.11 28.08 26.98 26.96 29.38 30.53 -0.245 -0.184 -0.239 -0.229 -0.172 -0.149 0.007 0.000 0.003 0.003 0.002 0.001
CL UN Equity COLGATE-PALMOLIVE CO Consumer Staples 114.40 2.38% 26.07.2013 13.28 14.53 14.12 14.26 15.68 16.27 -0.694 -0.482 -0.386 -0.264 -0.217 -0.177 0.021 0.014 0.011 0.007 0.003 0.002
CMCSA UW EquityCOMCAST CORP-CLASS A Consumer Discretionary 41.72 1.87% 01.07.2013 18.82 20.74 20.07 20.49 22.26 23.10 -0.515 -0.350 -0.282 -0.214 -0.160 -0.132 0.018 0.010 0.007 0.004 0.002 0.001
CMA UN Equity COMERICA INC Financials 36.00 2.03% 12.06.2013 23.07 21.85 21.86 22.61 24.78 25.53 -0.368 -0.316 -0.275 -0.209 -0.169 -0.148 0.011 0.009 0.006 0.003 0.002 0.001
CSC UN Equity COMPUTER SCIENCES CORP Information Technology 48.53 1.75% 11.06.2013 26.70 32.60 30.22 29.40 29.30 29.33 -0.155 -0.182 -0.204 -0.188 -0.152 -0.141 0.003 0.004 0.004 0.003 0.002 0.001
CAG UN Equity CONAGRA FOODS INC Consumer Staples 35.17 2.96% 01.05.2013 17.23 15.40 15.56 15.33 15.57 15.75 -0.248 -0.302 -0.361 -0.220 -0.161 -0.131 0.004 0.008 0.012 0.005 0.003 0.002
COP UN Equity CONOCOPHILLIPS Energy 60.21 4.43% 23.05.2013 16.35 17.29 16.84 17.02 19.00 19.76 -0.422 -0.284 -0.240 -0.187 -0.168 -0.136 0.019 0.015 0.011 0.006 0.003 0.002
CNX UN Equity CONSOL ENERGY INC Energy 33.66 1.49% 10.05.2013 33.93 36.08 35.37 35.35 36.28 36.24 -0.350 -0.268 -0.247 -0.202 -0.155 -0.138 0.016 0.006 0.004 0.002 0.001 0.001
ED UN Equity CONSOLIDATED EDISON INC Utilities 59.10 4.14% 13.05.2013 9.56 10.15 10.30 10.99 12.46 12.96 -0.129 -0.225 -0.221 -0.191 -0.147 -0.128 0.002 0.006 0.006 0.006 0.004 0.003
STZ UN Equity CONSTELLATION BRANDS INC-A Consumer Staples 46.79 44.96 40.93 38.50 36.95 34.78 34.78 -0.955 -0.704 -0.604 -0.351 -0.234 -0.208 0.015 0.003 -0.001 -0.001 0.001 0.000
CBE UN Equity COOPER INDUSTRIES PLC #N/A N/A #N/A N/A
GLW UN Equity CORNING INC Information Technology 13.01 3.00% 31.05.2013 21.48 25.11 24.02 25.59 27.24 28.48 -0.341 -0.243 -0.176 -0.141 -0.113 -0.091 0.013 0.010 0.007 0.003 0.002 0.001
COST UW Equity COSTCO WHOLESALE CORP Consumer Staples 105.47 1.19% 15.05.2013 14.07 14.18 14.95 16.11 17.90 19.11 -0.443 -0.219 -0.220 -0.202 -0.159 -0.137 0.021 0.018 0.012 0.005 0.003 0.002
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

2. 26.03.2013
Option Implied Volatility Skew Parameters by Terms:
At The Money Implied Volatilities by Terms
IVt = atx + btx2 + ct
Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
Dividend ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol -
Ticker Name GICS_SECTOR_NAME ATM Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) -
Yield 30D 60D 90D 6M 12M 18M 24M
Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
CVH UN Equity COVENTRY HEALTH CARE INC Health Care 46.41 1.08% 19.06.2013 12.63 12.63 12.62 12.61 12.59 12.57 -0.024 -0.024 -0.024 -0.024 -0.024 -0.024 0.000 0.000 0.000 0.000 0.000 0.000
COV UN Equity COVIDIEN PLC Health Care 66.71 1.65% 01.08.2013 15.70 18.04 17.45 18.23 20.01 21.34 -0.311 -0.327 -0.286 -0.213 -0.181 -0.154 0.008 0.009 0.008 0.005 0.002 0.001
BCR UN Equity CR BARD INC Health Care 100.30 0.83% 25.04.2013 15.08 17.51 16.77 16.38 -0.217 -0.270 -0.262 -0.210 0.005 0.006 0.005 0.009
CCI UN Equity CROWN CASTLE INTL CORP Telecommunication Services 70.41 20.51 21.19 20.96 21.92 -0.146 -0.231 -0.234 -0.208 0.004 0.005 0.006 0.004
CSX UN Equity CSX CORP Industrials 23.89 2.68% 28.05.2013 21.85 21.42 21.75 22.94 24.64 25.44 -0.357 -0.303 -0.269 -0.213 -0.170 -0.144 0.011 0.010 0.007 0.004 0.002 0.001
CMI UN Equity CUMMINS INC Industrials 112.31 1.91% 15.05.2013 24.02 26.49 26.13 28.01 30.65 31.93 -0.439 -0.280 -0.248 -0.192 -0.152 -0.117 0.014 0.006 0.005 0.002 0.001 0.001
CVS UN Equity CVS CAREMARK CORP Consumer Staples 55.30 1.68% 25.07.2013 14.84 16.85 16.92 17.21 18.74 19.46 -0.478 -0.366 -0.296 -0.215 -0.183 -0.159 0.017 0.013 0.010 0.006 0.003 0.002
DHR UN Equity DANAHER CORP Industrials 61.04 0.14% 26.06.2013 17.96 17.64 17.49 18.62 20.47 21.65 -0.360 -0.353 -0.316 -0.244 -0.197 -0.166 0.008 0.010 0.008 0.004 0.002 0.002
DRI UN Equity DARDEN RESTAURANTS INC Consumer Discretionary 50.38 4.33% 10.07.2013 18.36 19.01 19.88 20.80 21.41 22.00 -0.204 -0.241 -0.240 -0.192 -0.135 -0.126 0.006 0.006 0.004 0.002 0.001 0.000
DVA UN Equity DAVITA HEALTHCARE PARTNERS I Health Care 117.90 19.40 20.33 20.35 20.60 -0.460 -0.364 -0.292 -0.211 0.019 0.010 0.007 0.004
DF UN Equity DEAN FOODS CO Consumer Staples 18.22 28.97 33.60 31.29 31.86 33.16 33.85 -0.325 -0.240 -0.217 -0.174 -0.138 -0.102 0.008 0.003 0.004 0.002 0.001 0.000
DE UN Equity DEERE & CO Industrials 86.88 1.76% 28.06.2013 18.75 20.06 19.81 21.08 23.65 24.92 -0.173 -0.173 -0.270 -0.204 -0.160 -0.134 0.009 0.005 0.010 0.004 0.002 0.001
DELL UW Equity DELL INC Information Technology 14.51 1.10% 27.06.2013 14.74 13.97 14.37 16.62 15.33 14.25 -0.014 -0.190 -0.290 -0.260 -0.162 -0.125 0.019 0.026 0.015 0.010 0.008 0.006
DNR UN Equity DENBURY RESOURCES INC Energy 18.87 24.51 27.55 27.51 28.84 29.76 30.77 -0.138 -0.216 -0.232 -0.187 -0.151 -0.134 0.002 0.004 0.005 0.002 0.002 0.001
XRAY UW Equity DENTSPLY INTERNATIONAL INC Health Care 41.67 0.46% 26.06.2013 20.31 20.81 20.26 20.53 -0.030 -0.121 -0.180 -0.196 0.000 0.000 0.002 0.003
DVN UN Equity DEVON ENERGY CORPORATION Energy 57.02 1.54% 13.09.2013 23.89 25.18 24.85 25.30 26.21 27.37 -0.091 -0.130 -0.126 -0.118 -0.109 -0.098 0.017 0.010 0.007 0.003 0.001 0.001
DV UN Equity DEVRY INC Consumer Discretionary 32.34 1.11% 21.06.2013 32.66 40.53 39.94 38.56 -0.111 -0.154 -0.143 -0.113 0.002 0.004 0.003 0.001
DO UN Equity DIAMOND OFFSHORE DRILLING Energy 68.07 0.73% 25.04.2013 21.72 21.72 21.78 22.06 23.32 23.99 -0.192 -0.206 -0.218 -0.194 -0.171 -0.148 0.002 0.003 0.004 0.002 0.001 0.001
DTV UW Equity DIRECTV Consumer Discretionary 55.74 21.11 22.89 22.69 22.61 24.02 24.96 -0.417 -0.240 -0.196 -0.180 -0.147 -0.134 0.017 0.010 0.008 0.004 0.002 0.001
DFS UN Equity DISCOVER FINANCIAL SERVICES Financials 44.87 1.78% 02.04.2013 22.95 25.34 24.42 24.98 27.17 27.75 -0.337 -0.288 -0.261 -0.220 -0.167 -0.140 0.012 0.007 0.006 0.003 0.001 0.001
DISCA UW Equity DISCOVERY COMMUNICATIONS-A Consumer Discretionary 79.07 21.79 23.81 23.30 23.36 -0.322 -0.301 -0.260 -0.191 0.010 0.010 0.007 0.004
DLTR UW Equity DOLLAR TREE INC Consumer Discretionary 47.02 26.06 26.01 27.07 27.75 27.11 26.78 -0.132 -0.229 -0.203 -0.154 -0.122 -0.109 0.006 0.008 0.005 0.002 0.001 0.001
D UN Equity DOMINION RESOURCES INC/VA Utilities 56.86 4.02% 29.05.2013 12.24 12.69 12.72 12.86 -0.162 -0.289 -0.291 -0.239 0.003 0.007 0.008 0.007
DOV UN Equity DOVER CORP Industrials 72.22 2.08% 29.05.2013 20.57 19.75 19.82 20.96 -0.237 -0.229 -0.281 -0.218 0.004 0.004 0.006 0.003
DOW UN Equity DOW CHEMICAL CO/THE Materials 32.29 3.25% 28.06.2013 21.68 24.37 23.63 25.39 26.91 27.67 -0.461 -0.310 -0.280 -0.219 -0.169 -0.142 0.016 0.010 0.007 0.003 0.002 0.001
DHI UN Equity DR HORTON INC Consumer Discretionary 24.48 0.15% 10.02.2014 31.11 33.80 33.74 33.82 34.40 35.40 -0.359 -0.215 -0.176 -0.142 -0.094 -0.084 0.012 0.005 0.003 0.001 0.001 0.000
DPS UN Equity DR PEPPER SNAPPLE GROUP INC Consumer Staples 46.36 3.34% 20.06.2013 14.09 15.91 15.96 15.92 0.011 0.005 -0.042 -0.106 0.000 0.000 0.001 0.003
DTE UN Equity DTE ENERGY COMPANY Utilities 66.06 3.88% 20.06.2013 12.41 13.29 12.69 12.65 -0.050 -0.157 -0.212 -0.229 0.001 0.004 0.005 0.006
DUK UN Equity DUKE ENERGY CORP Utilities 70.28 4.44% 15.05.2013 10.91 11.14 11.12 11.90 13.53 14.90 -0.124 -0.212 -0.246 -0.207 -0.165 -0.130 0.002 0.005 0.007 0.006 0.004 0.003
DNB UN Equity DUN & BRADSTREET CORP Industrials 81.16 2.01% 29.05.2013 19.12 21.69 22.14 22.58 -0.129 -0.277 -0.216 -0.153 0.006 0.011 0.007 0.003
ETFC UW Equity E*TRADE FINANCIAL CORP Financials 10.56 35.53 34.16 33.50 33.00 34.47 34.90 -0.123 -0.157 -0.151 -0.160 -0.123 -0.127 0.004 0.006 0.006 0.003 0.002 0.001
EMN UN Equity EASTMAN CHEMICAL CO Materials 68.99 1.86% 13.06.2013 24.26 26.10 25.13 26.39 27.80 28.63 -0.207 -0.280 -0.289 -0.233 -0.189 -0.158 0.003 0.004 0.006 0.003 0.002 0.001
ETN UN Equity EATON CORP PLC Industrials 61.98 2.77% 09.05.2013 22.38 23.84 23.31 23.51 25.72 26.80 -0.334 -0.343 -0.295 -0.240 -0.195 -0.167 0.008 0.008 0.006 0.003 0.002 0.001
EBAY UW Equity EBAY INC Information Technology 51.31 35.68 31.80 30.11 30.48 32.08 33.15 -0.281 -0.207 -0.170 -0.173 -0.133 -0.112 0.004 0.002 0.000 0.002 0.001 0.001
ECL UN Equity ECOLAB INC Materials 79.73 1.25% 21.06.2013 16.25 17.33 16.65 16.71 -0.430 -0.211 -0.240 -0.209 0.013 0.003 0.005 0.004
EIX UN Equity EDISON INTERNATIONAL Utilities 50.73 2.05% 28.06.2013 13.21 13.76 13.74 14.34 -0.160 -0.240 -0.256 -0.204 0.003 0.005 0.007 0.006
EW UN Equity EDWARDS LIFESCIENCES CORP Health Care 81.71 25.31 28.92 28.22 27.67 27.12 28.39 -0.127 -0.162 -0.152 -0.128 -0.091 -0.071 0.002 0.004 0.003 0.002 0.002 0.001
DD UN Equity DU PONT (E.I.) DE NEMOURS Materials 49.11 3.73% 15.05.2013 15.21 16.54 16.66 17.79 19.89 20.52 -0.473 -0.373 -0.337 -0.261 -0.206 -0.171 0.017 0.010 0.009 0.005 0.003 0.002
EA UW Equity ELECTRONIC ARTS INC Information Technology 17.56 42.58 43.21 41.14 40.24 39.87 39.77 -0.138 -0.111 -0.124 -0.127 -0.107 -0.097 0.014 0.005 0.003 0.001 0.001 0.001
LLY UN Equity ELI LILLY & CO Health Care 55.62 3.52% 08.05.2013 13.24 15.43 15.41 16.33 17.99 18.74 -0.539 -0.305 -0.178 -0.215 -0.162 -0.134 0.019 0.009 0.002 0.005 0.003 0.002
EMC UN Equity EMC CORP/MA Information Technology 23.74 22.72 24.66 23.76 23.94 25.90 27.00 -0.252 -0.221 -0.167 -0.174 -0.134 -0.120 0.015 0.007 0.003 0.003 0.002 0.001
EMR UN Equity EMERSON ELECTRIC CO Industrials 55.83 3.08% 08.05.2013 18.70 19.35 18.83 19.60 21.46 22.25 -0.304 -0.404 -0.361 -0.277 -0.221 -0.186 0.008 0.010 0.007 0.005 0.003 0.002
ESV UN Equity ENSCO PLC-CL A Energy 58.59 3.46% 13.06.2013 24.28 25.73 25.11 26.46 28.46 29.18 -0.175 -0.212 -0.207 -0.181 -0.149 -0.128 0.002 0.004 0.005 0.003 0.001 0.001
ETR UN Equity ENTERGY CORP Utilities 61.67 5.38% 10.05.2013 14.08 14.07 14.76 15.58 -0.111 -0.140 -0.078 -0.198 0.001 0.004 0.004 0.004
EOG UN Equity EOG RESOURCES INC Energy 123.92 0.61% 17.07.2013 25.70 27.74 27.12 27.39 28.44 28.50 -0.388 -0.292 -0.265 -0.233 -0.213 -0.195 0.013 0.008 0.006 0.003 0.002 0.002
EQT UN Equity EQT CORP Energy 67.11 0.18% 08.05.2013 25.22 26.48 26.28 27.04 -0.273 -0.289 -0.270 -0.194 0.006 0.006 0.004 0.002
EFX UN Equity EQUIFAX INC Industrials 56.24 1.62% 24.05.2013 18.69 19.15 18.71 18.35 -0.064 -0.210 -0.254 -0.218 0.001 0.005 0.008 0.006
EQR UN Equity EQUITY RESIDENTIAL Financials 54.96 3.37% 20.06.2013 16.89 18.95 18.45 18.67 -0.124 -0.221 -0.249 -0.202 0.002 0.003 0.005 0.003
EL UN Equity ESTEE LAUDER COMPANIES-CL A Consumer Staples 63.28 1.19% 24.06.2013 21.69 25.37 24.03 23.88 24.67 24.74 -0.161 -0.167 -0.201 -0.183 -0.147 -0.127 0.004 0.004 0.004 0.003 0.002 0.002
EXC UN Equity EXELON CORP Utilities 33.51 3.70% 15.05.2013 14.98 15.78 15.44 15.69 17.60 18.61 -0.123 -0.180 -0.211 -0.168 -0.168 -0.134 0.002 0.005 0.008 0.006 0.004 0.003
EXPE UW Equity EXPEDIA INC Consumer Discretionary 62.38 0.90% 30.05.2013 33.89 38.97 36.19 35.71 37.45 38.46 -0.233 -0.236 -0.212 -0.179 -0.144 -0.128 0.004 0.004 0.002 0.001 0.001 0.001
EXPD UW Equity EXPEDITORS INTL WASH INC Industrials 35.67 1.79% 30.05.2013 26.15 28.88 28.08 26.80 26.40 27.00 -0.148 -0.163 -0.161 -0.147 -0.120 -0.101 0.007 0.011 0.007 0.003 0.001 0.001
ESRX UW Equity EXPRESS SCRIPTS HOLDING CO Health Care 57.74 20.17 22.31 22.43 24.48 25.29 26.13 -0.310 -0.248 -0.211 -0.172 -0.139 -0.118 0.012 0.008 0.006 0.002 0.001 0.001
XOM UN Equity EXXON MOBIL CORP Energy 89.02 2.92% 14.05.2013 13.35 13.54 13.58 14.19 16.37 17.22 -0.603 -0.411 -0.159 -0.275 -0.214 -0.175 0.018 0.010 0.001 0.006 0.004 0.003
FFIV UW Equity F5 NETWORKS INC Information Technology 87.48 33.90 38.98 36.81 36.83 38.64 39.80 -0.146 -0.150 -0.155 -0.136 -0.114 -0.097 0.013 0.000 0.001 0.001 0.001 0.000
FDO UN Equity FAMILY DOLLAR STORES Consumer Discretionary 60.23 1.78% 12.06.2013 32.99 28.88 28.09 27.20 26.81 26.47 -0.220 -0.177 -0.163 -0.134 -0.105 -0.103 0.005 0.002 0.001 0.000 0.000 0.000
S&P 500 Index
FAST UW Equity FASTENAL CO Industrials 50.37 1.25% 02.05.2013 24.74 23.87 23.88 24.55 25.69 26.24 -0.284 -0.304 -0.276 -0.195 -0.209 -0.183 0.008 0.009 0.007 0.002 0.002 0.002
FII UN Equity FEDERATED INVESTORS INC-CL B Financials 24.42 3.93% 06.05.2013 24.15 25.87 25.52 25.52 -0.066 -0.094 -0.129 -0.154 0.001 0.002 0.003 0.002
FDX UN Equity FEDEX CORP Industrials 97.02 0.66% 18.06.2013 20.40 20.27 20.71 21.31 22.60 23.10 -0.121 -0.112 -0.206 -0.207 -0.150 -0.121 0.013 0.004 0.003 0.002 0.001 0.001
FIS UN Equity FIDELITY NATIONAL INFORMATIO Information Technology 38.49 2.34% 14.06.2013 18.17 20.58 19.57 18.83 -0.652 -0.382 -0.301 -0.211 0.024 0.011 0.008 0.005
FITB UW Equity FIFTH THIRD BANCORP Financials 16.35 2.20% 28.06.2013 20.24 20.38 20.92 22.17 24.16 25.10 -0.409 -0.318 -0.274 -0.207 -0.151 -0.125 0.012 0.006 0.006 0.004 0.001 0.001
FHN UN Equity FIRST HORIZON NATIONAL CORP Financials 10.87 1.84% 12.06.2013 27.68 27.58 28.38 29.31 -0.084 -0.265 -0.261 -0.186 0.000 0.001 0.003 0.003
FSLR UW Equity FIRST SOLAR INC Information Technology 28.02 56.61 60.42 57.32 56.56 56.69 57.30 -0.102 -0.108 -0.082 -0.082 -0.088 -0.083 0.007 0.003 0.003 0.001 0.001 0.001
FE UN Equity FIRSTENERGY CORP Utilities 40.76 5.40% 05.08.2013 14.23 15.15 14.82 15.18 16.63 16.90 -0.228 -0.213 -0.246 -0.230 -0.123 -0.109 0.003 0.004 0.006 0.004 0.003 0.002
FISV UW Equity FISERV INC Information Technology 85.71 14.80 16.59 16.28 16.08 -0.188 -0.263 -0.316 -0.239 0.004 0.005 0.005 0.005
FLIR UW Equity FLIR SYSTEMS INC Information Technology 25.62 1.25% 23.05.2013 24.23 25.97 24.79 24.29 -0.080 -0.121 -0.146 -0.148 0.002 0.005 0.005 0.004
FLS UN Equity FLOWSERVE CORP Industrials 164.30 0.43% 28.06.2013 21.63 23.23 22.87 23.66 -0.293 -0.277 -0.255 -0.211 0.017 0.010 0.006 0.002
FLR UN Equity FLUOR CORP Industrials 64.30 1.06% 05.06.2013 22.85 25.81 25.48 26.16 27.90 28.76 -0.243 -0.251 -0.246 -0.198 -0.156 -0.130 0.005 0.004 0.004 0.002 0.001 0.001
FMC UN Equity FMC CORP Materials 56.65 0.71% 28.06.2013 22.10 22.76 21.77 22.14 -0.054 -0.197 -0.268 -0.229 0.001 0.004 0.005 0.004
FTI UN Equity FMC TECHNOLOGIES INC Energy 52.57 25.33 27.97 27.12 27.00 -0.201 -0.277 -0.238 -0.187 0.004 0.006 0.004 0.002
F UN Equity FORD MOTOR CO Consumer Discretionary 13.29 3.16% 26.04.2013 21.98 24.19 23.67 25.54 28.05 29.02 -0.322 -0.255 -0.189 -0.158 -0.136 -0.117 0.016 0.008 0.008 0.003 0.002 0.002
FRX UN Equity FOREST LABORATORIES INC Health Care 37.44 21.92 22.08 22.33 22.57 22.84 23.18 -0.100 -0.112 -0.144 -0.163 -0.134 -0.113 0.006 0.007 0.006 0.004 0.002 0.001
FOSL UW Equity FOSSIL INC Consumer Discretionary 95.63 38.73 46.22 41.85 40.51 39.78 39.53 -0.158 -0.194 -0.203 -0.162 -0.089 -0.080 0.001 0.002 0.002 0.003 0.001 0.000
BEN UN Equity FRANKLIN RESOURCES INC Financials 148.47 0.61% 28.06.2013 15.33 17.29 17.61 19.11 -0.301 -0.343 -0.311 -0.263 0.006 0.008 0.007 0.003
FCX UN Equity FREEPORT-MCMORAN COPPER Materials 32.59 4.13% 10.04.2013 26.61 28.18 28.21 29.85 32.08 33.53 -0.133 -0.179 -0.159 -0.124 -0.111 -0.092 0.020 0.008 0.005 0.002 0.002 0.001
FTR UW Equity FRONTIER COMMUNICATIONS CORP Telecommunication Services 3.87 10.34% 07.06.2013 29.37 31.01 31.45 29.95 30.63 28.39 -0.139 -0.334 -0.235 -0.148 -0.094 -0.085 0.003 0.005 0.002 0.002 0.004 0.006
GME UN Equity GAMESTOP CORP-CLASS A Consumer Discretionary 25.38 4.43% 29.05.2013 55.48 50.65 46.52 43.82 43.34 43.44 -0.306 -0.217 -0.168 -0.147 -0.141 -0.128 0.002 0.003 0.002 0.001 0.001 0.001
GCI UN Equity GANNETT CO Consumer Discretionary 21.66 3.78% 05.06.2013 35.57 34.80 35.93 34.73 34.29 34.27 -0.029 -0.153 -0.118 -0.104 -0.119 -0.115 0.010 0.010 0.006 0.004 0.002 0.001
GPS UN Equity GAP INC/THE Consumer Discretionary 35.99 1.67% 05.07.2013 26.10 27.34 28.91 29.23 29.45 29.37 -0.357 -0.261 -0.255 -0.193 -0.160 -0.153 0.012 0.006 0.004 0.002 0.001 0.001
GD UN Equity GENERAL DYNAMICS CORP Industrials 69.53 3.22% 03.07.2013 19.23 21.89 21.54 21.22 22.16 23.34 -0.349 -0.354 -0.307 -0.213 -0.204 -0.177 0.010 0.009 0.007 0.003 0.002 0.002
GE UN Equity GENERAL ELECTRIC CO Industrials 23.24 3.53% 27.06.2013 18.00 17.71 18.00 18.81 21.22 22.21 -0.394 -0.344 -0.320 -0.227 -0.163 -0.131 0.010 0.011 0.008 0.005 0.003 0.002
GIS UN Equity GENERAL MILLS INC Consumer Staples 48.08 3.06% 10.10.2013 12.96 13.35 13.77 13.96 14.58 15.43 -0.447 -0.261 -0.194 -0.156 -0.126 -0.106 0.019 0.010 0.008 0.005 0.003 0.002
GPC UN Equity GENUINE PARTS CO Consumer Discretionary 76.34 2.86% 12.06.2013 18.12 17.44 17.28 17.63 -0.434 -0.251 -0.226 -0.213 0.013 0.006 0.005 0.005
GNW UN Equity GENWORTH FINANCIAL INC-CL A Financials 10.15 39.34 43.95 41.37 41.83 43.28 44.60 -0.184 -0.160 -0.209 -0.153 -0.108 -0.099 0.003 0.004 0.006 0.002 0.001 0.001
GILD UW Equity GILEAD SCIENCES INC Health Care 44.98 27.23 27.96 26.92 27.67 29.14 30.03 -0.423 -0.301 -0.234 -0.162 -0.110 -0.090 0.020 0.009 0.006 0.003 0.001 0.001
GS UN Equity GOLDMAN SACHS GROUP INC Financials 146.11 1.37% 31.05.2013 26.66 25.71 25.14 24.44 25.48 25.70 -0.301 -0.275 -0.261 -0.230 -0.208 -0.164 0.014 0.007 0.006 0.004 0.002 0.001
GT UN Equity GOODYEAR TIRE & RUBBER CO Consumer Discretionary #N/A N/A 33.25 35.82 34.06 34.53 36.99 37.60 -0.107 -0.261 -0.241 -0.204 -0.150 -0.127 0.004 0.006 0.006 0.003 0.001 0.001
GOOG UW Equity GOOGLE INC-CL A Information Technology 809.64 26.24 22.63 20.99 21.88 22.96 23.72 -0.265 -0.169 -0.153 -0.131 -0.117 -0.101 0.008 0.005 0.004 0.002 0.001 0.001
HRB UN Equity H&R BLOCK INC Consumer Discretionary 28.46 2.81% 10.06.2013 28.84 28.58 28.88 28.39 28.08 28.35 -0.483 -0.369 -0.300 -0.200 -0.156 -0.137 0.020 0.013 0.009 0.005 0.003 0.002
HAL UN Equity HALLIBURTON CO Energy 39.65 1.30% 06.06.2013 26.69 27.89 27.41 28.05 29.85 30.63 -0.419 -0.270 -0.255 -0.206 -0.163 -0.142 0.013 0.007 0.005 0.002 0.002 0.001
HOG UN Equity HARLEY-DAVIDSON INC Consumer Discretionary 52.49 1.68% 31.05.2013 23.85 27.05 27.20 27.59 28.73 29.66 -0.269 -0.266 -0.238 -0.195 -0.156 -0.132 0.008 0.007 0.005 0.002 0.001 0.001
HAR UN Equity HARMAN INTERNATIONAL Consumer Discretionary 44.48 1.69% 09.05.2013 26.39 32.23 29.85 29.42 -0.120 -0.248 -0.211 -0.181 0.003 0.006 0.004 0.002
HRS UN Equity HARRIS CORP Information Technology 44.63 3.52% 31.05.2013 19.64 21.05 21.03 21.27 -0.040 -0.142 -0.206 -0.224 0.002 0.005 0.005 0.004
HIG UN Equity HARTFORD FINANCIAL SVCS GRP Financials 26.01 2.08% 31.05.2013 27.94 30.05 29.16 29.54 29.55 30.04 -0.329 -0.289 -0.259 -0.195 -0.153 -0.135 0.015 0.010 0.006 0.002 0.001 0.001
HAS UW Equity HASBRO INC Consumer Discretionary 43.67 3.66% 01.08.2013 19.40 21.14 20.37 20.36 20.86 21.47 -0.080 -0.166 -0.193 -0.155 -0.134 -0.120 0.002 0.005 0.006 0.005 0.002 0.001
HCP UN Equity HCP INC Financials 48.96 4.36% 09.05.2013 14.56 14.33 14.52 16.22 -0.328 -0.197 -0.204 -0.219 0.004 0.003 0.006 0.005
HCN UN Equity HEALTH CARE REIT INC Financials 66.20 4.73% 09.05.2013 10.71 11.22 11.69 13.15 15.11 16.14 -0.133 -0.221 -0.242 -0.253 -0.160 -0.147 0.002 0.005 0.005 0.006 0.003 0.002
HP UN Equity HELMERICH & PAYNE Energy 60.25 1.00% 15.08.2013 29.27 30.70 29.75 30.02 31.53 32.62 -0.142 -0.163 -0.201 -0.171 -0.146 -0.128 0.001 0.000 0.003 0.001 0.001 0.001
HSY UN Equity HERSHEY CO/THE Consumer Staples 85.49 1.99% 24.05.2013 12.27 14.08 14.16 14.33 -0.336 -0.306 -0.230 -0.145 0.011 0.012 0.009 0.005
HES UN Equity HESS CORP Energy 70.44 1.42% 20.06.2013 26.67 28.37 27.73 29.35 29.50 29.34 -0.130 -0.171 -0.159 -0.164 -0.165 -0.148 0.016 0.007 0.004 0.001 0.001 0.001
HPQ UN Equity HEWLETT-PACKARD CO Information Technology 23.10 1.89% 09.09.2013 31.67 33.86 35.97 33.97 35.07 35.28 -0.335 -0.237 -0.186 -0.149 -0.104 -0.091 0.012 0.006 0.003 0.002 0.001 0.001
HNZ UN Equity HJ HEINZ CO Consumer Staples 71.99 3.11% 24.06.2013 9.30 1.65 2.71 2.51 1.92 1.54 0.028 -0.095 -0.243 -0.357 -0.250 -0.190 -0.001 0.003 0.008 0.013 0.009 0.007
HD UN Equity HOME DEPOT INC Consumer Discretionary 69.47 2.32% 28.05.2013 16.38 18.03 19.15 19.57 21.61 22.80 -0.472 -0.333 -0.271 -0.209 -0.176 -0.150 0.018 0.013 0.008 0.004 0.002 0.002
HON UN Equity HONEYWELL INTERNATIONAL INC Industrials 74.86 2.35% 15.05.2013 16.55 16.21 16.36 18.00 20.55 21.69 -0.453 -0.367 -0.331 -0.260 -0.217 -0.182 0.016 0.012 0.010 0.005 0.003 0.002
HRL UN Equity HORMEL FOODS CORP Consumer Staples 39.66 1.78% 24.07.2013 15.03 15.94 17.46 17.16 0.011 -0.020 -0.100 -0.162 0.000 0.000 0.002 0.004
HSP UN Equity HOSPIRA INC Health Care 32.58 32.05 36.06 34.60 31.33 28.90 27.26 -0.063 -0.261 -0.195 -0.124 -0.132 -0.134 0.005 0.009 0.005 0.001 0.002 0.003
HST UN Equity HOST HOTELS & RESORTS INC Financials 16.99 2.12% 28.06.2013 20.73 22.20 22.11 22.95 24.90 25.86 -0.145 -0.218 -0.256 -0.252 -0.188 -0.149 0.002 0.004 0.006 0.003 0.002 0.001
HCBK UW Equity HUDSON CITY BANCORP INC Financials 8.57 0.93% 01.05.2013 19.52 19.42 19.32 18.41 -0.139 -0.139 -0.139 -0.124 0.001 0.001 0.001 0.001
HUM UN Equity HUMANA INC Health Care 66.70 1.26% 26.06.2013 37.96 35.11 33.17 30.86 30.14 30.42 -0.248 -0.261 -0.228 -0.142 -0.147 -0.131 0.008 0.004 0.003 0.001 0.002 0.002
HBAN UW Equity HUNTINGTON BANCSHARES INC Financials 7.35 2.72% 18.06.2013 23.61 21.76 21.92 22.78 25.52 26.85 -0.396 -0.095 -0.164 -0.188 -0.094 -0.087 0.014 -0.001 0.002 0.005 0.003 0.002
ITW UN Equity ILLINOIS TOOL WORKS Industrials 61.44 1.99% 28.06.2013 16.91 18.39 18.26 19.28 20.76 21.43 -0.264 -0.364 -0.330 -0.251 -0.199 -0.167 0.006 0.009 0.008 0.004 0.002 0.002
IR UN Equity INGERSOLL-RAND PLC Industrials 55.08 1.72% 18.06.2013 23.52 23.17 22.81 24.22 25.90 26.47 -0.215 -0.242 -0.271 -0.201 -0.158 -0.136 0.005 0.006 0.005 0.003 0.002 0.001
TEG UN Equity INTEGRYS ENERGY GROUP INC Utilities 56.55 4.85% 31.05.2013 13.98 14.55 14.45 14.46 0.012 -0.023 -0.140 -0.227 0.000 0.001 0.004 0.006
INTC UW Equity INTEL CORP Information Technology 21.15 4.33% 07.08.2013 22.19 20.19 19.93 21.28 23.31 24.57 -0.281 -0.225 -0.203 -0.153 -0.113 -0.088 0.008 0.010 0.008 0.004 0.003 0.002
ICE UN Equity INTERCONTINENTALEXCHANGE INC Financials 162.00 20.67 21.42 21.32 21.58 -0.288 -0.336 -0.284 -0.231 0.010 0.010 0.007 0.004
IBM UN Equity INTL BUSINESS MACHINES CORP Information Technology 210.74 1.80% 10.05.2013 19.33 16.80 16.35 16.88 17.31 18.09 -0.362 -0.295 -0.282 -0.218 -0.181 -0.150 0.014 0.012 0.008 0.005 0.003 0.002
IFF UN Equity INTL FLAVORS & FRAGRANCES Materials 75.27 1.93% 24.06.2013 15.61 18.61 18.26 17.79 -0.108 -0.263 -0.263 -0.228 0.002 0.005 0.006 0.005
IGT UN Equity INTL GAME TECHNOLOGY Consumer Discretionary 16.66 1.92% 18.06.2013 29.43 30.96 30.30 30.94 31.70 32.22 -0.156 -0.197 -0.143 -0.139 -0.099 -0.089 0.004 0.004 0.004 0.003 0.002 0.001
IP UN Equity INTERNATIONAL PAPER CO Materials 45.09 2.88% 24.05.2013 24.19 25.29 24.52 25.07 26.11 26.52 -0.522 -0.359 -0.306 -0.236 -0.174 -0.144 0.015 0.007 0.005 0.003 0.002 0.001
IPG UN Equity INTERPUBLIC GROUP OF COS INC Consumer Discretionary 12.98 1.85% 05.06.2013 25.12 29.82 28.42 28.45 29.70 31.35 0.004 -0.007 -0.041 -0.112 -0.108 -0.093 0.001 0.002 0.003 0.003 0.002 0.001
INTU UW Equity INTUIT INC Information Technology 64.84 1.05% 08.07.2013 20.61 21.90 21.10 20.60 21.94 22.85 -0.243 -0.231 -0.226 -0.199 -0.155 -0.133 0.006 0.006 0.006 0.004 0.002 0.001
ISRG UW Equity INTUITIVE SURGICAL INC Health Care 488.40 41.18 36.21 35.28 33.64 31.92 31.51 -0.347 -0.253 -0.216 -0.177 -0.128 -0.112 0.009 0.005 0.004 0.002 0.001 0.001
IVZ UN Equity INVESCO LTD Financials 28.32 2.82% 20.05.2013 20.13 22.13 21.50 21.70 -0.124 -0.261 -0.281 -0.263 0.001 0.003 0.005 0.005
IRM UN Equity IRON MOUNTAIN INC Industrials 35.66 3.14% 19.06.2013 21.27 23.70 22.51 22.68 23.75 23.87 -0.124 -0.234 -0.238 -0.193 -0.129 -0.102 0.002 0.006 0.005 0.004 0.001 0.001
JBL UN Equity JABIL CIRCUIT INC Information Technology 18.47 1.84% 15.05.2013 27.45 29.05 30.93 30.43 32.86 34.36 -0.093 -0.184 -0.194 -0.175 -0.123 -0.102 -0.001 0.001 0.002 0.002 0.001 0.001
JEC UN Equity JACOBS ENGINEERING GROUP INC Industrials 54.31 21.01 22.66 22.64 23.72 -0.376 -0.288 -0.264 -0.221 0.012 0.009 0.008 0.004
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