Russell 1000 Index - Dividends and Implied Volatility Surfaces Parameters

15.05.2013
Ticker Name GICS_SECTOR_NAME ATM Ref
Dividend
Yield
Next Ex-
Dividend
Date
ATM Vol -
30D
ATM Vol -
60D
ATM Vol -
90D
ATM Vol -
6M
ATM Vol -
12M
ATM Vol -
18M
ATM Vol -
24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
MMM UN Equity 3M CO Industrials 110.79 2.33% 21.08.2013 13.64 13.82 14.23 15.22 16.69 17.68 -0.232 -0.335 -0.325 -0.215 -0.189 -0.177 0.026 0.013 0.008 0.006 0.003 0.002
AAN UN Equity AARON'S INC Consumer Discretionary 29.03 0.25% 03.09.2013 23.34 24.77 25.51 26.10 0.000 -0.110 -0.145 -0.128 0.000 0.005 0.006 0.003
ABT UN Equity ABBOTT LABORATORIES Health Care 37.46 1.71% 10.07.2013 15.87 16.39 16.65 16.94 17.60 18.89 -0.385 -0.303 -0.247 -0.186 -0.155 -0.140 0.016 0.012 0.009 0.006 0.003 0.002
ABBV UN Equity ABBVIE INC Health Care 45.89 3.55% 10.07.2013 22.97 23.78 25.03 24.33 23.97 24.53 -0.018 -0.024 -0.058 -0.052 -0.052 -0.062 0.002 0.003 0.004 0.003 0.001 0.001
ANF UN Equity ABERCROMBIE & FITCH CO-CL A Consumer Discretionary 53.88 1.48% 30.05.2013 47.96 41.98 41.20 39.67 37.36 37.01 -0.265 -0.246 -0.209 -0.165 -0.133 -0.125 0.005 0.004 0.003 0.002 0.001 0.001
ACN UN Equity ACCENTURE PLC-CL A Information Technology 80.51 2.36% 09.10.2013 17.52 18.95 19.62 19.54 20.82 22.34 -0.345 -0.302 -0.278 -0.240 -0.209 -0.183 0.010 0.009 0.007 0.005 0.002 0.002
ACE UN Equity ACE LTD Financials 91.96 2.17% 26.07.2013 13.47 14.31 14.97 16.68 -0.331 -0.339 -0.322 -0.267 0.008 0.010 0.010 0.005
ACT UN Equity ACTAVIS INC Health Care 123.86 33.99 30.71 28.60 26.27 24.54 24.27 -0.091 -0.006 0.001 -0.134 -0.114 -0.112 0.001 0.004 0.004 -0.002 0.004 0.003
ATVI UW Equity ACTIVISION BLIZZARD INC Information Technology 15.60 1.41% 10.03.2014 27.09 29.64 30.01 29.28 28.20 28.20 -0.072 -0.065 -0.067 -0.083 -0.093 -0.090 0.014 0.006 0.003 0.002 0.002 0.001
ADBE UW Equity ADOBE SYSTEMS INC Information Technology 44.72 27.77 25.96 25.31 25.23 25.87 26.97 -0.281 -0.238 -0.206 -0.167 -0.148 -0.130 0.011 0.009 0.006 0.003 0.002 0.001
ADT UN Equity ADT CORP/THE Industrials 42.39 1.18% 29.07.2013 25.53 25.64 26.71 28.73 28.93 29.00 -0.229 -0.192 -0.170 -0.143 -0.110 -0.092 0.013 0.011 0.008 0.003 0.001 0.001
AAP UN Equity ADVANCE AUTO PARTS INC Consumer Discretionary 86.22 0.28% 19.06.2013 27.10 25.74 24.92 24.13 23.14 23.64 -0.225 -0.174 -0.146 -0.144 -0.099 -0.100 0.006 0.003 0.001 0.001 0.000 0.000
AMD UN Equity ADVANCED MICRO DEVICES Information Technology 4.40 60.51 61.38 59.93 56.08 53.74 52.89 -0.098 -0.034 -0.035 -0.087 -0.119 -0.108 0.007 0.005 0.004 0.002 0.002 0.001
ACM UN Equity AECOM TECHNOLOGY CORP Industrials 30.72 26.21 26.90 27.49 28.63 0.000 -0.141 -0.198 -0.186 0.000 0.004 0.005 0.003
AES UN Equity AES CORP Utilities 13.17 2.35% 26.07.2013 22.69 23.33 23.46 22.88 -0.105 -0.177 -0.209 -0.214 0.002 0.003 0.004 0.005
AET UN Equity AETNA INC Health Care 59.66 1.41% 09.07.2013 21.20 20.96 21.50 23.28 25.04 25.86 -0.347 -0.261 -0.208 -0.151 -0.116 -0.103 0.013 0.010 0.007 0.003 0.002 0.001
AMG UN Equity AFFILIATED MANAGERS GROUP Financials 164.53 17.60 18.92 19.78 21.09 -0.410 -0.324 -0.276 -0.241 0.010 0.006 0.003 0.002
AFL UN Equity AFLAC INC Financials 54.65 3.31% 12.08.2013 20.44 20.88 21.17 21.34 22.14 23.06 -0.492 -0.391 -0.330 -0.240 -0.184 -0.157 0.014 0.011 0.009 0.005 0.003 0.002
AGCO UN Equity AGCO CORP Industrials 55.64 0.54% 15.08.2013 23.12 25.00 25.95 26.66 -0.116 -0.143 -0.149 -0.131 0.002 0.004 0.005 0.003
A UN Equity AGILENT TECHNOLOGIES INC Health Care 45.97 1.04% 28.06.2013 29.61 28.76 28.17 27.39 27.63 28.62 -0.307 -0.277 -0.246 -0.185 -0.119 -0.112 0.013 0.009 0.007 0.004 0.003 0.002
GAS UN Equity AGL RESOURCES INC Utilities 43.49 4.37% 21.08.2013 13.27 13.16 13.05 -0.093 -0.093 -0.093 0.001 0.001 0.001
AL UN Equity AIR LEASE CORP Industrials 29.38 0.09% 29.32 27.82 27.20 27.25 -0.126 -0.157 -0.170 -0.144 0.002 0.004 0.005 0.003
APD UN Equity AIR PRODUCTS & CHEMICALS INC Materials 91.34 3.15% 27.06.2013 16.09 16.31 16.56 17.28 -0.269 -0.282 -0.278 -0.228 0.006 0.007 0.006 0.003
ARG UN Equity AIRGAS INC Materials 99.22 1.98% 13.09.2013 18.51 18.32 18.75 19.85 -0.396 -0.419 -0.369 -0.245 0.011 0.012 0.009 0.004
AKAM UW Equity AKAMAI TECHNOLOGIES INC Information Technology 48.14 26.25 35.51 38.76 38.44 35.38 35.54 -0.171 -0.136 -0.124 -0.120 -0.120 -0.112 0.012 0.005 0.002 0.001 0.001 0.000
ALB UN Equity ALBEMARLE CORP Materials 65.14 1.54% 13.09.2013 20.96 21.75 22.42 23.70 -0.309 -0.275 -0.254 -0.221 0.008 0.008 0.007 0.004
AA UN Equity ALCOA INC Materials 8.54 1.41% 31.07.2013 22.27 24.70 25.55 26.24 28.27 29.68 0.063 -0.093 -0.121 -0.100 -0.077 -0.059 0.010 0.011 0.009 0.004 0.002 0.002
ALR UN Equity ALERE INC Health Care 26.61 27.08 29.25 30.27 30.73 -0.172 -0.174 -0.170 -0.153 0.002 0.006 0.007 0.003
ALEX UN Equity ALEXANDER & BALDWIN INC Financials 34.03 29.95 29.26 28.85 28.01 -0.316 -0.286 -0.264 -0.231 0.004 0.008 0.010 0.007
ARE UN Equity ALEXANDRIA REAL ESTATE EQUIT Financials 77.59 3.18% 26.06.2013 11.95 11.73 12.19 0.000 -0.177 -0.252 0.000 0.002 0.004
ALXN UW Equity ALEXION PHARMACEUTICALS INC Health Care 105.24 28.75 30.41 31.16 31.40 31.51 32.84 -0.253 -0.216 -0.189 -0.146 -0.161 -0.148 0.011 0.006 0.004 0.001 0.002 0.001
Y UN Equity ALLEGHANY CORP Financials 394.40
ATI UN Equity ALLEGHENY TECHNOLOGIES INC Materials 28.96 2.49% 20.09.2013 34.40 34.29 34.97 36.67 38.38 39.68 -0.207 -0.176 -0.160 -0.143 -0.121 -0.110 0.011 0.008 0.005 0.002 0.001 0.001
AGN UN Equity ALLERGAN INC Health Care 103.86 0.24% 14.08.2013 21.16 21.54 21.97 23.60 25.19 24.95 -0.313 -0.228 -0.186 -0.167 -0.148 -0.137 0.014 0.014 0.010 0.003 0.002 0.001
ADS UN Equity ALLIANCE DATA SYSTEMS CORP Information Technology 177.26 16.76 17.44 18.01 19.17 -0.462 -0.330 -0.258 -0.207 0.013 0.009 0.007 0.003
LNT UN Equity ALLIANT ENERGY CORP Utilities 52.49 3.66% 31.07.2013 11.39 11.38 11.38 0.159 0.160 0.162 0.008 0.008 0.008
ATK UN Equity ALLIANT TECHSYSTEMS INC Industrials 77.16 1.35% 05.09.2013 20.10 21.35 22.15 22.97 -0.315 -0.302 -0.293 -0.262 0.009 0.009 0.008 0.005
ANV UA Equity ALLIED NEVADA GOLD CORP Materials 8.17 66.51 65.95 65.63 65.36 -0.223 -0.154 -0.112 -0.069 0.007 0.004 0.002 0.001
AWH UN Equity ALLIED WORLD ASSURANCE CO Financials 92.19 2.17% 19.06.2013 16.27 17.20 17.80 18.55 -0.138 -0.153 -0.159 -0.156 0.002 0.004 0.004 0.003
ALSN UN Equity ALLISON TRANSMISSION HOLDING Consumer Discretionary 23.30 1.54% 15.08.2013 33.39 31.50 31.13 33.17 -0.118 -0.200 -0.224 -0.185 0.000 0.006 0.007 0.002
MDRX UW Equity ALLSCRIPTS HEALTHCARE SOLUTI Health Care 14.01 32.73 35.94 37.62 38.87 39.50 39.21 -0.049 -0.219 -0.271 -0.163 -0.116 -0.101 0.001 0.005 0.006 0.003 0.001 0.001
ALL UN Equity ALLSTATE CORP Financials 50.32 2.05% 29.05.2013 15.43 15.16 15.85 17.86 19.30 19.94 -0.390 -0.395 -0.344 -0.235 -0.189 -0.167 0.015 0.015 0.012 0.005 0.003 0.002
ANR UN Equity ALPHA NATURAL RESOURCES INC Energy 6.88 59.17 58.91 59.07 60.74 58.33 59.69 -0.193 -0.243 -0.219 -0.150 -0.108 -0.121 0.009 0.007 0.005 0.002 0.001 0.001
ALTR UW Equity ALTERA CORP Information Technology 33.24 1.56% 09.08.2013 24.40 26.38 27.50 28.82 29.75 30.83 -0.221 -0.195 -0.178 -0.150 -0.134 -0.112 0.008 0.006 0.004 0.003 0.001 0.001
MO UN Equity ALTRIA GROUP INC Consumer Staples 37.40 4.95% 14.06.2013 13.56 13.98 14.40 15.29 16.39 17.54 -0.368 -0.289 -0.238 -0.174 -0.106 -0.084 0.013 0.012 0.010 0.006 0.006 0.004
AMZN UW Equity AMAZON.COM INC Consumer Discretionary 268.58 23.68 23.91 25.43 28.78 30.69 31.74 -0.274 -0.214 -0.175 -0.144 -0.121 -0.101 0.015 0.010 0.006 0.003 0.001 0.001
AMCX UW Equity AMC NETWORKS INC-A Consumer Discretionary 65.55 26.41 27.13 28.06 30.53 -0.189 -0.230 -0.232 -0.163 0.003 0.006 0.006 0.004
DOX UN Equity AMDOCS LTD Information Technology 36.18 1.55% 16.09.2013 14.45 14.66 14.94 -0.021 -0.085 -0.127 0.000 0.002 0.004
AEE UN Equity AMEREN CORPORATION Utilities 36.12 4.43% 09.09.2013 12.97 13.36 13.68 14.07 0.000 -0.106 -0.152 -0.192 0.000 0.004 0.006 0.006
ACC UN Equity AMERICAN CAMPUS COMMUNITIES Financials 44.69 2.42% 14.08.2013 15.71 16.80 17.48 18.42 0.000 -0.050 -0.083 -0.126 0.000 0.000 0.000 0.002
AGNC UW Equity AMERICAN CAPITAL AGENCY CORP Financials 28.79 17.37% 21.06.2013 19.13 17.54 17.30 19.26 16.54 17.80 -0.157 -0.096 -0.058 -0.028 -0.056 -0.007 0.020 0.017 0.014 0.007 0.010 0.005
ACAS UW Equity AMERICAN CAPITAL LTD Financials 14.14 23.13 23.77 24.17 24.65 27.00 28.69 -0.360 -0.277 -0.228 -0.186 -0.122 -0.106 0.018 0.013 0.010 0.005 0.002 0.001
AEO UN Equity AMERICAN EAGLE OUTFITTERS Consumer Discretionary 20.11 2.49% 27.06.2013 38.59 35.67 34.15 33.97 33.51 34.04 -0.315 -0.237 -0.189 -0.157 -0.130 -0.123 0.004 0.003 0.003 0.002 0.001 0.001
AEP UN Equity AMERICAN ELECTRIC POWER Utilities 49.19 4.04% 07.08.2013 12.82 12.99 13.00 13.07 14.31 15.08 -0.188 -0.233 -0.244 -0.222 -0.173 -0.155 0.003 0.007 0.008 0.007 0.003 0.002
AXP UN Equity AMERICAN EXPRESS CO Financials 72.57 1.30% 02.10.2013 16.60 17.49 17.90 18.69 20.54 21.44 -0.428 -0.363 -0.305 -0.221 -0.172 -0.148 0.014 0.010 0.008 0.005 0.003 0.002
AFG UN Equity AMERICAN FINANCIAL GROUP INC Financials 49.64 1.69% 10.07.2013 13.35 14.05 14.27 13.79 0.000 -0.074 -0.106 -0.113 0.000 0.001 0.002 0.002
AIG UN Equity AMERICAN INTERNATIONAL GROUP Financials 46.06 0.43% 09.09.2013 25.30 25.35 26.57 27.70 29.11 30.28 -0.256 -0.191 -0.182 -0.131 -0.105 -0.093 0.013 0.010 0.008 0.003 0.001 0.001
ANAT UW Equity AMERICAN NATIONAL INSURANCE Financials 98.65 3.14% 04.09.2013
AMT UN Equity AMERICAN TOWER CORP Financials 83.76 1.32% 27.06.2013 15.47 16.53 17.36 18.50 19.61 20.62 -0.425 -0.366 -0.314 -0.233 -0.156 -0.129 0.012 0.012 0.009 0.005 0.004 0.002
AWK UN Equity AMERICAN WATER WORKS CO INC Utilities 42.60 2.63% 18.11.2013 14.32 15.31 15.80 16.22 -0.529 -0.388 -0.285 -0.162 0.023 0.014 0.009 0.004
AMP UN Equity AMERIPRISE FINANCIAL INC Financials 80.82 2.61% 01.08.2013 19.63 21.07 21.80 22.26 -0.252 -0.282 -0.294 -0.284 0.006 0.005 0.004 0.004
ABC UN Equity AMERISOURCEBERGEN CORP Health Care 54.98 1.64% 16.08.2013 17.31 18.66 19.27 19.66 -0.101 -0.143 -0.153 -0.145 0.002 0.009 0.009 0.004
AME UN Equity AMETEK INC Industrials 42.75 0.56% 13.09.2013 19.53 19.70 19.96 20.80 -0.173 -0.261 -0.290 -0.257 0.001 0.006 0.008 0.005
AMGN UW Equity AMGEN INC Health Care 108.08 1.44% 16.08.2013 23.56 23.59 23.94 24.72 25.82 26.99 -0.163 -0.148 -0.138 -0.124 -0.112 -0.106 0.014 0.010 0.007 0.003 0.002 0.001
APH UN Equity AMPHENOL CORP-CL A Information Technology 80.75 0.54% 09.09.2013 15.55 20.03 21.04 -0.322 -0.279 -0.249 0.009 0.008 0.007
APC UN Equity ANADARKO PETROLEUM CORP Energy 87.17 0.50% 09.09.2013 27.82 28.84 29.06 28.07 27.77 28.27 -0.107 -0.099 -0.103 -0.138 -0.140 -0.132 0.014 0.008 0.005 0.002 0.001 0.001
ADI UW Equity ANALOG DEVICES INC Information Technology 46.49 2.97% 29.05.2013 21.17 21.25 21.37 21.69 22.00 22.53 -0.291 -0.251 -0.225 -0.186 -0.149 -0.128 0.008 0.007 0.006 0.004 0.002 0.002
NLY UN Equity ANNALY CAPITAL MANAGEMENT IN Financials 14.82 12.15% 28.06.2013 17.60 16.20 16.01 16.72 17.72 17.67 -0.607 -0.455 -0.341 -0.217 -0.111 -0.064 0.024 0.020 0.015 0.008 0.006 0.005
ANSS UW Equity ANSYS INC Information Technology 76.58 20.18 21.09 22.14 -0.342 -0.269 -0.231 0.011 0.006 0.003
AOL UN Equity AOL INC Information Technology 37.75 33.46 32.71 33.61 36.35 37.18 36.89 -0.192 -0.155 -0.134 -0.114 -0.095 -0.077 0.010 0.006 0.004 0.001 0.001 0.001
AON UN Equity AON PLC Financials 66.08 1.06% 30.07.2013 14.54 14.35 14.79 -0.214 -0.310 -0.316 0.004 0.009 0.008
APA UN Equity APACHE CORP Energy 81.35 1.00% 18.07.2013 22.72 23.23 23.65 24.40 25.63 26.70 -0.281 -0.222 -0.194 -0.167 -0.131 -0.113 0.012 0.009 0.006 0.003 0.003 0.002
AIV UN Equity APARTMENT INVT & MGMT CO -A Financials 32.59 3.13% 14.08.2013 21.23 20.18 19.63 19.47 0.000 -0.028 -0.064 -0.133 0.000 -0.001 -0.001 0.003
APOL UW Equity APOLLO GROUP INC-CL A Consumer Discretionary 20.51 41.50 44.63 45.77 44.86 45.33 44.70 -0.199 -0.166 -0.147 -0.122 -0.101 -0.099 0.008 0.005 0.003 0.002 0.001 0.001
AAPL UW Equity APPLE INC Information Technology 435.50 2.80% 08.08.2013 25.66 24.88 26.81 25.80 26.67 27.69 -0.105 -0.094 -0.084 -0.056 -0.029 -0.014 0.011 0.007 0.004 0.002 0.001 0.000
AMAT UW Equity APPLIED MATERIALS INC Information Technology 14.93 2.68% 26.08.2013 25.40 24.42 24.50 24.49 24.91 25.41 -0.295 -0.237 -0.193 -0.151 -0.129 -0.112 0.013 0.008 0.005 0.003 0.002 0.001
ATR UN Equity APTARGROUP INC Materials 56.30 1.78% 05.08.2013 15.46 17.47 18.38 19.05 0.000 -0.175 -0.222 -0.175 0.000 0.005 0.006 0.003
WTR UN Equity AQUA AMERICA INC Utilities 32.85 1.74% 15.11.2013 21.39 19.95 18.81 16.55 -0.553 -0.346 -0.199 -0.098 0.024 0.011 0.003 0.004
ACGL UW Equity ARCH CAPITAL GROUP LTD Financials 54.26 12.80 13.48 13.86 14.28 -0.206 -0.213 -0.215 -0.214 0.004 0.004 0.004 0.004
ADM UN Equity ARCHER-DANIELS-MIDLAND CO Consumer Staples 34.81 1.67% 13.08.2013 20.06 21.50 22.28 23.08 23.62 24.58 -0.266 -0.216 -0.182 -0.147 -0.122 -0.106 0.021 0.013 0.007 0.004 0.002 0.001
ARCC UW Equity ARES CAPITAL CORP Financials 17.91 8.65% 13.09.2013 12.63 13.35 13.52 14.78 12.67 14.25 -0.173 -0.241 -0.269 -0.210 -0.252 -0.154 0.012 0.012 0.011 0.008 0.008 0.006
ARIA UW Equity ARIAD PHARMACEUTICALS INC Health Care 17.42 50.57 50.09 50.15 50.83 51.79 53.16 -0.048 -0.085 -0.096 -0.061 -0.051 -0.060 0.013 0.007 0.004 0.002 0.000 0.000
AWI UN Equity ARMSTRONG WORLD INDUSTRIES Industrials 53.54 21.57 25.83 27.74 28.29 -0.309 -0.301 -0.285 -0.223 0.014 0.007 0.004 0.003
ARW UN Equity ARROW ELECTRONICS INC Information Technology 38.47 25.06 26.63 27.43 27.90 -0.234 -0.236 -0.233 -0.214 0.007 0.005 0.004 0.005
AJG UN Equity ARTHUR J GALLAGHER & CO Financials 45.29 3.11% 30.09.2013 12.11 12.38 13.00 0.000 0.002 -0.017 0.000 0.000 0.000
ASNA UW Equity ASCENA RETAIL GROUP INC Consumer Discretionary 19.84 35.04 32.84 31.63 31.46 30.95 31.31 -0.338 -0.274 -0.227 -0.160 -0.081 -0.012 0.008 0.006 0.004 0.003 0.000 0.000
ASH UN Equity ASHLAND INC Materials 89.45 1.52% 19.08.2013 24.46 24.57 25.20 26.81 -0.313 -0.257 -0.222 -0.184 0.011 0.008 0.006 0.003
AHL UN Equity ASPEN INSURANCE HOLDINGS LTD Financials 38.63 1.86% 09.08.2013 18.45 18.95 19.34 20.13 0.000 -0.029 -0.047 -0.072 0.000 0.000 0.001 0.001
ASBC UW Equity ASSOCIATED BANC-CORP Financials 15.10 3.05% 08.08.2013 21.89 22.58 22.98 23.41 0.000 -0.069 -0.106 -0.154 0.000 0.003 0.004 0.003
AIZ UN Equity ASSURANT INC Financials 49.11 2.04% 29.08.2013 19.12 20.68 21.69 23.26 -0.123 -0.202 -0.228 -0.201 0.003 0.005 0.005 0.004
AGO UN Equity ASSURED GUARANTY LTD Financials 24.53 1.63% 16.08.2013 31.53 31.74 32.06 32.87 34.15 34.93 -0.141 -0.191 -0.192 -0.131 -0.092 -0.087 0.018 0.009 0.005 0.003 0.002 0.002
T UN Equity AT&T INC Telecommunication Services 37.50 4.85% 10.07.2013 13.82 14.02 15.03 15.21 16.88 18.12 -0.414 -0.270 -0.215 -0.132 -0.104 -0.095 0.017 0.014 0.011 0.007 0.004 0.002
ATML UW Equity ATMEL CORP Information Technology 7.24 37.54 39.12 40.67 44.87 0.000 -0.155 -0.207 -0.165 0.000 0.006 0.007 0.001
ATO UN Equity ATMOS ENERGY CORP Utilities 44.73 2.37% 27.08.2013 14.29 14.25 14.33 0.000 0.003 -0.026 0.000 0.000 0.000
ATW UN Equity ATWOOD OCEANICS INC Energy 51.95 23.06 24.67 25.57 26.59 -0.281 -0.242 -0.213 -0.161 0.009 0.005 0.004 0.004
ADSK UW Equity AUTODESK INC Information Technology 39.49 34.54 31.98 31.10 31.23 31.75 32.30 -0.328 -0.273 -0.226 -0.159 -0.135 -0.125 0.011 0.007 0.004 0.002 0.001 0.001
ADP UW Equity AUTOMATIC DATA PROCESSING Information Technology 71.48 2.53% 11.09.2013 13.20 13.69 14.18 14.78 15.42 16.18 -0.245 -0.306 -0.319 -0.240 -0.192 -0.167 0.006 0.008 0.008 0.006 0.003 0.002
AN UN Equity AUTONATION INC Consumer Discretionary 46.13 22.64 24.11 24.78 -0.212 -0.244 -0.215 0.006 0.009 0.007
AZO UN Equity AUTOZONE INC Consumer Discretionary 418.93 24.17 22.28 21.25 20.69 20.02 20.03 -0.330 -0.263 -0.219 -0.171 -0.141 -0.128 0.012 0.008 0.006 0.003 0.002 0.002
AVGO UW Equity AVAGO TECHNOLOGIES LTD Information Technology 33.82 2.54% 20.06.2013 33.28 30.92 30.39 -0.178 -0.131 -0.115 0.004 0.004 0.003
AVB UN Equity AVALONBAY COMMUNITIES INC Financials 136.03 3.21% 26.06.2013 14.78 14.65 15.18 -0.353 -0.343 -0.317 0.007 0.009 0.008
AVY UN Equity AVERY DENNISON CORP Industrials 43.86 2.64% 03.09.2013 19.09 18.61 18.98 -0.110 -0.093 -0.109 0.001 0.001 0.002
AVT UN Equity AVNET INC Information Technology 32.87 25.79 27.80 28.76 29.12 -0.232 -0.224 -0.216 -0.189 0.010 0.007 0.006 0.003
AVP UN Equity AVON PRODUCTS INC Consumer Staples 23.59 1.02% 15.08.2013 23.32 24.56 26.22 28.80 29.25 29.10 -0.152 -0.241 -0.255 -0.221 -0.188 -0.171 0.003 0.005 0.004 0.002 0.001 0.001
AVX UN Equity AVX CORP Information Technology 11.79 2.97% 07.08.2013 24.79 24.85 24.92 27.66 -0.120 -0.113 -0.106 -0.083 0.010 0.010 0.010 0.004
AXS UN Equity AXIS CAPITAL HOLDINGS LTD Financials 45.99 2.22% 03.10.2013 13.30 13.81 14.14 14.70 0.000 -0.138 -0.180 -0.108 0.000 0.003 0.004 0.002
BEAV UW Equity B/E AEROSPACE INC Industrials 63.94 21.48 21.87 22.63 -0.211 -0.231 -0.229 0.007 0.007 0.006
BWC UN Equity BABCOCK & WILCOX CO/THE Industrials 27.75 0.86% 16.08.2013 27.89 26.42 25.99 27.31 -0.016 -0.118 -0.146 -0.088 0.000 0.005 0.007 0.004
BHI UN Equity BAKER HUGHES INC Energy 45.74 1.49% 08.08.2013 24.96 26.40 27.02 27.48 28.21 28.77 -0.449 -0.345 -0.283 -0.215 -0.170 -0.147 0.012 0.009 0.006 0.003 0.002 0.001
BLL UN Equity BALL CORP Materials 45.53 1.19% 30.08.2013 15.62 16.40 16.93 17.61 -0.241 -0.274 -0.270 -0.200 0.006 0.008 0.008 0.006
BYI UN Equity BALLY TECHNOLOGIES INC Consumer Discretionary 52.90 19.52 19.57 20.43 22.50 24.29 25.64 -0.383 -0.286 -0.255 -0.256 -0.198 -0.151 0.012 0.010 0.007 0.005 0.004 0.003
BAC UN Equity BANK OF AMERICA CORP Financials 13.41 0.30% 04.09.2013 25.56 27.24 27.02 26.96 28.21 29.20 -0.316 -0.225 -0.197 -0.150 -0.111 -0.089 0.015 0.011 0.007 0.003 0.002 0.001
BOH UN Equity BANK OF HAWAII CORP Financials 49.92 3.61% 28.08.2013 13.17 14.39 14.98 0.000 -0.180 -0.223 0.000 0.003 0.005
BK UN Equity BANK OF NEW YORK MELLON CORP Financials 30.01 2.07% 25.07.2013 17.85 19.12 19.86 20.67 22.62 23.63 -0.496 -0.419 -0.358 -0.249 -0.180 -0.163 0.018 0.013 0.009 0.005 0.002 0.001
BKU UN Equity BANKUNITED INC Financials 25.45 3.30% 05.07.2013 18.12 19.01 19.34 19.18 0.000 -0.004 -0.027 -0.113 0.000 0.000 0.001 0.005
BAX UN Equity BAXTER INTERNATIONAL INC Health Care 70.32 2.83% 04.09.2013 16.34 17.90 18.86 19.87 20.62 21.19 -0.186 -0.174 -0.168 -0.142 -0.115 -0.104 0.008 0.005 0.004 0.003 0.002 0.001
BBT UN Equity BB&T CORP Financials 32.39 3.03% 07.08.2013 15.28 16.04 16.67 17.96 19.78 19.98 -0.480 -0.411 -0.352 -0.241 -0.219 -0.173 0.018 0.011 0.008 0.004 0.001 0.001
BEAM UN Equity BEAM INC Consumer Staples 68.70 1.38% 05.08.2013 19.74 20.33 20.64 20.87 -0.129 -0.189 -0.209 -0.178 0.006 0.007 0.007 0.004
BDX UN Equity BECTON DICKINSON AND CO Health Care 101.45 2.02% 07.06.2013 15.40 16.42 16.84 16.59 -0.227 -0.245 -0.248 -0.211 0.006 0.005 0.005 0.004
BBBY UW Equity BED BATH & BEYOND INC Consumer Discretionary 68.43 20.59 23.50 24.70 24.69 25.06 25.02 -0.341 -0.249 -0.200 -0.152 -0.136 -0.119 0.012 0.008 0.006 0.003 0.002 0.001
BMS UN Equity BEMIS COMPANY Materials 40.57 2.59% 16.08.2013 14.08 14.61 15.33 0.000 0.004 -0.034 0.000 0.000 0.000
BRK/B UN Equity BERKSHIRE HATHAWAY INC-CL B Financials 112.47 14.07 14.56 14.88 15.40 16.35 17.50 -0.365 -0.300 -0.260 -0.228 -0.221 -0.186 0.020 0.015 0.012 0.007 0.004 0.002
BBY UN Equity BEST BUY CO INC Consumer Discretionary 26.35 2.69% 26.06.2013 60.48 56.72 54.32 49.39 43.02 40.84 -0.222 -0.150 -0.157 -0.188 -0.195 -0.176 0.006 0.003 0.002 0.001 0.001 0.001
BIG UN Equity BIG LOTS INC Consumer Discretionary 37.41 34.74 32.31 31.62 32.29 33.03 33.06 -0.259 -0.266 -0.239 -0.159 -0.134 -0.124 0.015 0.010 0.006 0.002 0.001 0.001
Option Implied Volatility Skew Parameters by Terms:
IVt = atx + btx
2
+ ct
At The Money Implied Volatilities by Terms
Russell1000Index
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |

15.05.2013
Ticker Name GICS_SECTOR_NAME ATM Ref
Dividend
Yield
Next Ex-
Dividend
Date
ATM Vol -
30D
ATM Vol -
60D
ATM Vol -
90D
ATM Vol -
6M
ATM Vol -
12M
ATM Vol -
18M
ATM Vol -
24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
BIO UN Equity BIO-RAD LABORATORIES-A Health Care 115.79 20.46 20.80 21.17 22.19 -0.069 -0.155 -0.192 -0.210 0.001 0.006 0.008 0.005
BIIB UW Equity BIOGEN IDEC INC Health Care 227.93 32.41 32.00 32.10 32.55 32.94 33.53 -0.261 -0.201 -0.171 -0.149 -0.127 -0.109 0.013 0.008 0.005 0.002 0.001 0.001
BMRN UW Equity BIOMARIN PHARMACEUTICAL INC Health Care 68.68 34.16 31.98 31.18 31.31 31.05 30.25 0.095 -0.092 -0.150 -0.153 -0.122 -0.096 0.003 0.010 0.008 0.001 0.002 0.003
BMR UN Equity BIOMED REALTY TRUST INC Financials 22.74 4.22% 28.06.2013 12.20 14.19 15.03 14.95 0.000 0.026 0.022 -0.035 0.000 -0.001 0.000 0.001
BLK UN Equity BLACKROCK INC Financials 284.66 2.42% 07.06.2013 20.27 21.48 21.80 21.70 22.22 22.93 -0.403 -0.289 -0.253 -0.233 -0.175 -0.150 0.013 0.008 0.005 0.002 0.001 0.001
BMC UW Equity BMC SOFTWARE INC Information Technology 45.38 5.90 6.01 5.95 5.94 4.18 3.58 0.100 -0.235 -0.342 -0.155 -0.253 -0.181 0.000 0.007 0.008 0.008 0.007 0.004
BA UN Equity BOEING CO/THE Industrials 96.73 2.08% 14.08.2013 19.23 19.63 20.78 21.27 21.82 23.02 -0.412 -0.355 -0.279 -0.193 -0.160 -0.135 0.017 0.011 0.007 0.004 0.002 0.001
BOKF UW Equity BOK FINANCIAL CORPORATION Financials 65.19 2.64% 14.08.2013 24.38 20.76 18.97 17.79 0.000 0.056 0.086 0.065 0.000 0.011 0.015 0.009
BAH UN Equity BOOZ ALLEN HAMILTON HOLDINGS Information Technology 16.25 2.77% 03.06.2013 27.39 27.30 27.04 26.22 0.000 -0.128 -0.186 -0.177 0.000 0.000 0.000 0.003
BWA UN Equity BORGWARNER INC Consumer Discretionary 83.37 21.17 22.23 23.32 -0.264 -0.283 -0.266 0.007 0.006 0.005
BXP UN Equity BOSTON PROPERTIES INC Financials 110.47 2.44% 26.06.2013 14.27 14.40 15.21 17.10 -0.205 -0.244 -0.242 -0.195 0.004 0.006 0.006 0.005
BSX UN Equity BOSTON SCIENTIFIC CORP Health Care 9.00 28.91 29.26 29.39 29.32 30.36 31.80 -0.057 -0.066 -0.078 -0.117 -0.082 -0.085 0.002 0.009 0.010 0.005 0.002 0.001
BDN UN Equity BRANDYWINE REALTY TRUST Financials 15.71 3.82% 02.07.2013 16.38 16.38 16.93 0.000 0.000 0.000 0.000 0.000 0.000
BRE UN Equity BRE PROPERTIES INC Financials 52.64 3.02% 13.09.2013 17.57 18.33 18.73 -0.060 -0.019 -0.036 0.000 0.000 0.001
EAT UN Equity BRINKER INTERNATIONAL INC Consumer Discretionary 40.52 2.20% 12.06.2013 22.37 21.95 22.74 0.000 -0.134 -0.168 0.000 0.005 0.006
BMY UN Equity BRISTOL-MYERS SQUIBB CO Health Care 44.07 3.22% 03.07.2013 19.16 18.56 18.30 18.41 19.36 20.75 -0.361 -0.305 -0.262 -0.196 -0.147 -0.131 0.017 0.012 0.009 0.006 0.004 0.002
BRCM UW Equity BROADCOM CORP-CL A Information Technology 36.70 1.20% 28.08.2013 22.05 24.67 26.00 26.96 26.96 27.83 -0.342 -0.259 -0.216 -0.171 -0.132 -0.113 0.011 0.007 0.005 0.003 0.002 0.001
BR UN Equity BROADRIDGE FINANCIAL SOLUTIO Information Technology 26.39 2.84% 13.09.2013 19.66 18.67 18.09 17.35 0.000 -0.033 -0.066 -0.160 0.000 0.002 0.004 0.004
BRCD UW Equity BROCADE COMMUNICATIONS SYS Information Technology 5.61 34.83 32.10 31.67 32.67 32.87 33.91 -0.160 -0.071 -0.067 -0.118 -0.112 -0.109 0.002 0.005 0.004 0.002 0.004 0.002
BKD UN Equity BROOKDALE SENIOR LIVING INC Health Care 29.35 34.47 34.01 34.34 34.90 -0.238 -0.233 -0.211 -0.173 0.007 0.008 0.006 0.003
BRO UN Equity BROWN & BROWN INC Financials 32.71 1.15% 05.08.2013 19.05 19.01 18.97 19.17 -0.170 -0.170 -0.171 -0.156 0.000 0.000 0.000 0.004
BF/B UN Equity BROWN-FORMAN CORP-CLASS B Consumer Staples 72.53 1.48% 06.06.2013 16.54 16.50 16.48 16.58 -0.186 -0.197 -0.194 -0.156 0.005 0.005 0.004 0.002
BRKR UW Equity BRUKER CORP Health Care 16.89 31.91 32.27 32.67 33.76 -0.160 -0.206 -0.222 -0.200 0.003 0.004 0.005 0.003
BG UN Equity BUNGE LTD Consumer Staples 72.12 1.58% 16.08.2013 17.92 18.78 19.46 20.55 21.34 21.87 -0.348 -0.287 -0.241 -0.192 -0.169 -0.146 0.011 0.010 0.008 0.004 0.002 0.001
CA UW Equity CA INC Information Technology 27.45 3.64% 16.08.2013 18.10 19.82 20.61 21.23 21.15 23.03 -0.180 -0.217 -0.217 -0.150 -0.127 -0.111 0.006 0.006 0.005 0.003 0.002 0.002
CVC UN Equity CABLEVISION SYSTEMS-NY GRP-A Consumer Discretionary 15.56 3.86% 22.08.2013 30.10 32.08 32.97 33.30 33.78 34.43 0.219 0.125 0.066 -0.033 -0.060 -0.085 0.007 0.006 0.005 0.004 0.000 0.000
CBT UN Equity CABOT CORP Materials 38.03 2.26% 28.08.2013 28.08 27.93 27.99 -0.160 -0.103 -0.120 0.002 0.001 0.002
COG UN Equity CABOT OIL & GAS CORP Energy 67.87 0.09% 12.08.2013 32.07 32.30 33.50 35.87 35.70 34.81 -0.231 -0.211 -0.200 -0.184 -0.152 -0.136 0.008 0.006 0.004 0.002 0.001 0.001
CDNS UW Equity CADENCE DESIGN SYS INC Information Technology 14.19 18.61 22.10 23.78 24.69 0.000 -0.157 -0.208 -0.202 0.000 0.005 0.005 0.004
CPN UN Equity CALPINE CORP Utilities 21.15 20.85 21.03 21.29 22.38 22.37 22.33 -0.224 -0.247 -0.247 -0.185 -0.189 -0.141 0.005 0.008 0.008 0.005 0.002 0.002
CPT UN Equity CAMDEN PROPERTY TRUST Financials 74.52 3.42% 28.06.2013 13.72 15.02 15.44 15.15 0.000 -0.037 -0.051 -0.051 0.000 0.000 0.001 0.001
CAM UN Equity CAMERON INTERNATIONAL CORP Energy 63.14 27.52 28.71 29.53 30.86 31.31 31.83 -0.293 -0.272 -0.252 -0.201 -0.167 -0.143 0.007 0.005 0.003 0.002 0.001 0.001
CPB UN Equity CAMPBELL SOUP CO Consumer Staples 47.95 2.50% 11.07.2013 17.57 16.64 16.09 15.76 16.38 16.62 -0.224 -0.249 -0.235 -0.182 -0.084 -0.064 0.005 0.008 0.008 0.005 0.003 0.002
COF UN Equity CAPITAL ONE FINANCIAL CORP Financials 59.65 2.01% 08.08.2013 20.48 23.07 23.08 23.55 25.74 26.43 -0.418 -0.322 -0.259 -0.194 -0.143 -0.121 0.014 0.009 0.007 0.003 0.002 0.001
CSE UN Equity CAPITALSOURCE INC Financials 9.47 1.48% 14.06.2013 21.49 18.23 17.35 0.000 0.004 -0.042 0.000 0.000 0.001
CFFN UW Equity CAPITOL FEDERAL FINANCIAL IN Financials 11.99 2.50% 31.07.2013 13.40 13.40 13.40 13.40 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
CRR UN Equity CARBO CERAMICS INC Energy 70.11 1.71% 01.08.2013 30.98 34.92 36.80 37.91 37.15 37.68 -0.301 -0.211 -0.164 -0.134 -0.059 -0.064 0.011 0.006 0.004 0.001 0.002 0.001
CAH UN Equity CARDINAL HEALTH INC Health Care 46.56 2.72% 25.09.2013 15.02 16.92 17.81 18.01 19.70 19.90 -0.191 -0.201 -0.202 -0.195 -0.146 -0.134 0.004 0.006 0.006 0.004 0.003 0.002
CFN UN Equity CAREFUSION CORP Health Care 33.73 19.87 20.35 20.71 21.26 -0.196 -0.254 -0.270 -0.222 0.004 0.006 0.006 0.004
CSL UN Equity CARLISLE COS INC Industrials 67.06 1.28% 14.08.2013 22.13 22.09 22.23 22.70 -0.381 -0.420 -0.423 -0.349 0.006 0.007 0.008 0.006
KMX UN Equity CARMAX INC Consumer Discretionary 48.19 30.57 28.37 27.41 -0.282 -0.262 -0.238 0.011 0.008 0.005
CCL UN Equity CARNIVAL CORP Consumer Discretionary 35.17 2.99% 21.08.2013 23.03 22.25 22.38 23.40 24.80 26.03 -0.204 -0.243 -0.234 -0.185 -0.148 -0.132 0.005 0.008 0.007 0.004 0.002 0.001
CRS UN Equity CARPENTER TECHNOLOGY Materials 46.92 1.56% 30.08.2013 24.76 26.37 27.27 28.24 -0.303 -0.261 -0.229 -0.168 0.008 0.006 0.005 0.003
CRI UN Equity CARTER'S INC Consumer Discretionary 70.55 0.23% 20.96 22.15 22.98 24.31 -0.288 -0.275 -0.256 -0.196 0.007 0.006 0.005 0.003
CTRX UW Equity CATAMARAN CORP Health Care 53.24 34.65 34.59 34.50 -0.172 -0.208 -0.194 0.007 0.005 0.004
CAT UN Equity CATERPILLAR INC Industrials 86.72 2.42% 18.07.2013 20.53 20.40 22.03 22.39 24.03 25.04 -0.225 -0.181 -0.192 -0.156 -0.114 -0.098 0.018 0.011 0.007 0.004 0.002 0.001
CBL UN Equity CBL & ASSOCIATES PROPERTIES Financials 25.91 3.59% 28.06.2013 18.22 19.31 19.78 19.59 0.000 -0.010 -0.030 -0.098 0.000 0.000 0.001 0.003
CBOE UW Equity CBOE HOLDINGS INC Financials 40.13 1.72% 28.08.2013 17.88 17.79 17.62 17.06 17.09 17.20 -0.215 -0.253 -0.265 -0.234 -0.169 -0.150 0.011 0.010 0.008 0.006 0.004 0.003
CBG UN Equity CBRE GROUP INC - A Financials 24.84 26.09 27.52 28.47 30.26 30.68 30.92 -0.231 -0.260 -0.263 -0.226 -0.159 -0.141 0.006 0.005 0.004 0.002 0.001 0.001
CBS UN Equity CBS CORP-CLASS B NON VOTING Consumer Discretionary 49.97 1.08% 11.06.2013 27.72 27.70 27.85 28.81 27.63 28.59 -0.228 -0.174 -0.147 -0.129 -0.121 -0.108 0.011 0.007 0.005 0.002 0.001 0.001
CE UN Equity CELANESE CORP-SERIES A Materials 48.40 0.79% 18.07.2013 27.77 28.69 29.26 29.99 29.65 29.38 -0.308 -0.250 -0.219 -0.198 -0.193 -0.156 0.008 0.006 0.005 0.002 0.002 0.002
CELG UW Equity CELGENE CORP Health Care 130.10 29.38 29.71 30.05 30.91 32.84 34.42 -0.147 -0.153 -0.142 -0.118 -0.120 -0.116 0.015 0.009 0.006 0.003 0.002 0.001
CNP UN Equity CENTERPOINT ENERGY INC Utilities 24.16 2.61% 16.08.2013 19.19 19.05 19.09 19.52 19.79 20.43 -0.050 -0.165 -0.182 -0.090 -0.068 -0.075 0.001 0.006 0.007 0.004 0.002 0.002
CTL UN Equity CENTURYLINK INC Telecommunication Services 38.00 5.68% 07.06.2013 16.83 16.79 17.23 18.19 19.05 19.45 -0.250 -0.315 -0.278 -0.175 -0.129 -0.111 0.007 0.011 0.010 0.006 0.004 0.003
CERN UW Equity CERNER CORP Health Care 95.94 23.98 26.09 27.12 27.62 28.47 29.10 -0.324 -0.240 -0.197 -0.179 -0.139 -0.120 0.013 0.007 0.004 0.002 0.002 0.001
CF UN Equity CF INDUSTRIES HOLDINGS INC Materials 190.60 0.63% 15.08.2013 26.17 26.92 27.36 28.01 29.12 29.94 -0.228 -0.191 -0.165 -0.146 -0.113 -0.100 0.009 0.006 0.004 0.002 0.001 0.001
CHRW UW Equity C.H. ROBINSON WORLDWIDE INC Industrials 57.31 2.44% 04.09.2013 20.95 23.29 24.32 24.29 24.20 24.65 -0.232 -0.215 -0.201 -0.152 -0.141 -0.128 0.008 0.006 0.004 0.003 0.002 0.001
CRL UN Equity CHARLES RIVER LABORATORIES Health Care 45.67 23.91 25.80 26.74 27.34 -0.183 -0.188 -0.182 -0.152 0.004 0.006 0.006 0.002
SCHW UN Equity SCHWAB (CHARLES) CORP Financials 18.57 1.29% 14.08.2013 23.28 23.97 24.34 24.79 24.04 24.64 -0.135 -0.180 -0.197 -0.186 -0.119 -0.124 0.003 0.003 0.003 0.001 0.002 0.001
CHTR UW Equity CHARTER COMMUNICATION-A Consumer Discretionary 113.88 20.48 21.99 23.01 24.70 -0.120 -0.176 -0.197 -0.186 0.002 0.004 0.004 0.002
LNG UA Equity CHENIERE ENERGY INC Energy 30.49 35.79 36.19 36.43 36.68 37.12 37.74 -0.173 -0.173 -0.169 -0.146 -0.141 -0.122 0.009 0.006 0.004 0.001 0.001 0.000
CHK UN Equity CHESAPEAKE ENERGY CORP Energy 20.64 1.94% 11.07.2013 30.51 30.83 31.54 33.40 35.42 36.14 -0.193 -0.193 -0.193 -0.179 -0.146 -0.129 0.016 0.010 0.007 0.004 0.002 0.002
CVX UN Equity CHEVRON CORP Energy 123.01 2.44% 16.08.2013 13.39 14.48 14.75 15.42 17.20 18.19 -0.401 -0.354 -0.280 -0.214 -0.196 -0.173 0.015 0.013 0.011 0.007 0.004 0.002
CBI UN Equity CHICAGO BRIDGE & IRON CO NV Industrials 57.97 0.35% 20.09.2013 26.81 27.80 28.44 29.28 30.58 31.76 -0.285 -0.229 -0.197 -0.161 -0.128 -0.118 0.011 0.006 0.004 0.002 0.001 0.001
CHS UN Equity CHICO'S FAS INC Consumer Discretionary 19.49 1.15% 12.09.2013 40.83 36.94 34.80 33.56 33.96 34.48 -0.193 -0.167 -0.152 -0.135 -0.117 -0.097 0.005 0.005 0.004 0.002 0.001 0.001
CIM UN Equity CHIMERA INVESTMENT CORP Financials 3.25 11.07% 26.06.2013 24.19 24.21 24.23 21.45 22.72 23.55 0.021 0.021 0.021 0.014 -0.218 -0.064 0.000 0.000 0.000 0.000 0.004 0.002
CMG UN Equity CHIPOTLE MEXICAN GRILL INC Consumer Discretionary 374.49 24.21 26.53 27.81 29.20 29.81 30.58 -0.296 -0.236 -0.201 -0.166 -0.139 -0.126 0.010 0.006 0.004 0.002 0.001 0.001
CHH UN Equity CHOICE HOTELS INTL INC Consumer Discretionary 40.60 1.93% 02.10.2013 17.32 18.52 19.02 18.87 0.000 -0.168 -0.224 -0.171 0.000 0.003 0.004 0.005
CB UN Equity CHUBB CORP Financials 90.10 2.00% 19.06.2013 12.57 12.81 13.50 15.19 -0.475 -0.361 -0.298 -0.232 0.016 0.012 0.009 0.005
CHD UN Equity CHURCH & DWIGHT CO INC Consumer Staples 64.45 1.78% 15.08.2013 14.06 13.28 13.50 -0.079 -0.009 0.003 0.001 0.000 0.000
CI UN Equity CIGNA CORP Health Care 67.72 0.09% 07.03.2014 20.65 20.71 21.16 22.38 23.85 24.74 -0.223 -0.232 -0.209 -0.141 -0.112 -0.094 0.013 0.008 0.005 0.002 0.001 0.000
XEC UN Equity CIMAREX ENERGY CO Energy 69.74 0.83% 14.08.2013 31.05 32.56 33.30 33.72 -0.164 -0.172 -0.173 -0.162 0.010 0.006 0.004 0.002
CINF UW Equity CINCINNATI FINANCIAL CORP Financials 50.20 3.28% 16.09.2013 12.76 13.79 14.51 15.72 0.000 -0.123 -0.167 -0.188 0.000 0.006 0.007 0.006
CNK UN Equity CINEMARK HOLDINGS INC Consumer Discretionary 30.19 2.78% 06.06.2013 18.64 19.51 20.09 21.12 0.000 -0.167 -0.219 -0.163 0.000 0.006 0.007 0.005
CTAS UW Equity CINTAS CORP Industrials 45.27 1.79% 05.11.2013 15.00 17.11 18.00 17.73 19.03 19.22 -0.162 -0.293 -0.313 -0.205 -0.127 -0.108 0.002 0.008 0.009 0.006 0.004 0.003
CSCO UW Equity CISCO SYSTEMS INC Information Technology 21.24 3.63% 02.07.2013 25.88 23.19 24.57 22.70 23.77 24.85 -0.225 -0.243 -0.194 -0.160 -0.123 -0.103 0.011 0.008 0.005 0.004 0.003 0.002
CIT UN Equity CIT GROUP INC Financials 44.42 17.75 17.84 18.58 20.45 21.97 22.71 -0.160 -0.246 -0.213 -0.156 -0.218 -0.194 0.006 0.011 0.010 0.004 0.002 0.001
C UN Equity CITIGROUP INC Financials 50.72 0.45% 08.08.2013 23.37 25.19 25.23 25.20 26.62 27.79 -0.402 -0.313 -0.257 -0.197 -0.140 -0.127 0.013 0.009 0.005 0.003 0.002 0.002
CTXS UW Equity CITRIX SYSTEMS INC Information Technology 65.57 27.20 29.14 30.12 30.84 30.09 30.97 -0.057 -0.107 -0.132 -0.148 -0.115 -0.107 0.005 0.003 0.002 0.001 0.000 0.000
CYN UN Equity CITY NATIONAL CORP Financials 60.33 2.15% 29.07.2013 15.93 16.36 17.15 19.90 -0.173 -0.350 -0.377 -0.252 0.003 0.011 0.011 0.004
CLH UN Equity CLEAN HARBORS INC Industrials 55.24 27.68 28.41 29.22 -0.207 -0.233 -0.223 0.002 0.007 0.007
CCO UN Equity CLEAR CHANNEL OUTDOOR-CL A Consumer Discretionary 8.02 40.51 38.83 37.69 35.97 0.000 -0.005 -0.031 -0.139 0.000 -0.003 -0.003 0.003
CLWR UW Equity CLEARWIRE CORP-CLASS A Telecommunication Services 3.21 46.98 41.86 38.13 30.82 23.55 19.31 0.121 0.072 0.045 -0.035 -0.011 -0.011 0.001 0.007 0.009 0.009 0.013 0.011
CLF UN Equity CLIFFS NATURAL RESOURCES INC Materials 21.64 2.77% 15.08.2013 54.90 55.02 55.06 54.77 53.01 51.70 -0.178 -0.167 -0.150 -0.132 -0.107 -0.091 0.007 0.004 0.003 0.002 0.001 0.001
CLX UN Equity CLOROX COMPANY Consumer Staples 87.78 3.24% 21.10.2013 13.19 13.44 13.65 14.16 15.18 15.57 -0.253 -0.335 -0.310 -0.221 -0.163 -0.137 0.005 0.010 0.009 0.005 0.003 0.002
CME UW Equity CME GROUP INC Financials 63.39 2.84% 07.06.2013 16.34 16.67 17.15 18.47 19.77 20.34 -0.309 -0.284 -0.263 -0.216 -0.149 -0.133 0.009 0.008 0.007 0.005 0.003 0.002
CMS UN Equity CMS ENERGY CORP Utilities 28.88 3.70% 31.07.2013 16.10 16.04 15.99 15.64 -0.162 -0.162 -0.161 -0.166 0.002 0.002 0.002 0.005
CNA UN Equity CNA FINANCIAL CORP Financials 34.97 2.43% 13.08.2013 16.04 16.82 17.32 17.80 0.000 0.019 0.004 -0.101 0.000 0.000 0.000 0.003
CNH UN Equity CNH GLOBAL N.V. Industrials 42.74 05.04.2014 29.10 29.46 29.94 31.31 -0.076 -0.128 -0.156 -0.179 0.006 0.006 0.005 0.004
COH UN Equity COACH INC Consumer Discretionary 58.79 2.30% 06.06.2013 23.07 27.05 28.78 29.19 28.54 29.12 -0.200 -0.199 -0.189 -0.137 -0.123 -0.103 0.012 0.006 0.003 0.001 0.001 0.001
CIE UN Equity COBALT INTERNATIONAL ENERGY Energy 26.91 31.74 36.52 40.89 46.78 46.10 43.52 -0.138 -0.126 -0.135 -0.155 -0.132 -0.109 0.011 0.007 0.005 0.002 0.001 0.000
KO UN Equity COCA-COLA CO/THE Consumer Staples 42.77 2.67% 11.09.2013 13.83 14.89 15.03 15.44 16.60 18.01 -0.420 -0.318 -0.239 -0.172 -0.129 -0.109 0.017 0.011 0.009 0.005 0.003 0.002
CCE UN Equity COCA-COLA ENTERPRISES Consumer Staples 38.57 2.15% 04.09.2013 16.63 17.62 18.25 18.86 19.46 20.37 -0.195 -0.263 -0.273 -0.193 -0.155 -0.121 0.004 0.008 0.008 0.004 0.002 0.002
CTSH UW Equity COGNIZANT TECH SOLUTIONS-A Information Technology 62.58 32.74 31.96 32.29 33.47 33.69 33.84 -0.225 -0.177 -0.147 -0.125 -0.126 -0.108 0.008 0.007 0.005 0.002 0.001 0.001
CFX UN Equity COLFAX CORP Industrials 48.07 22.68 24.07 24.93 26.14 -0.172 -0.197 -0.204 -0.201 0.003 0.005 0.006 0.004
CL UN Equity COLGATE-PALMOLIVE CO Consumer Staples 124.00 2.25% 26.07.2013 14.14 15.16 15.49 15.42 16.63 17.48 -0.645 -0.486 -0.381 -0.266 -0.196 -0.160 0.020 0.015 0.011 0.007 0.003 0.002
CMCSA UW EquityCOMCAST CORP-CLASS A Consumer Discretionary 43.17 1.92% 01.07.2013 17.03 17.36 18.35 20.38 22.06 23.52 -0.378 -0.299 -0.242 -0.173 -0.133 -0.105 0.016 0.011 0.008 0.004 0.002 0.001
CMA UN Equity COMERICA INC Financials 39.13 1.87% 11.09.2013 18.29 20.68 21.38 21.89 23.62 24.44 -0.441 -0.332 -0.280 -0.231 -0.195 -0.175 0.015 0.010 0.007 0.004 0.002 0.001
CBSH UW Equity COMMERCE BANCSHARES INC Financials 41.69 2.16% 04.09.2013 32.99 27.48 23.66 22.54 0.000 -0.001 -0.004 0.345 0.000 -0.001 0.000 0.010
CMC UN Equity COMMERCIAL METALS CO Materials 15.18 3.16% 11.07.2013 25.73 27.41 28.35 29.36 -0.198 -0.270 -0.286 -0.219 0.003 0.003 0.003 0.002
CWH UN Equity COMMONWEALTH REIT Financials 20.11 4.98% 26.07.2013 37.99 41.88 41.78 -0.166 -0.153 -0.107 0.002 0.009 0.008
CYH UN Equity COMMUNITY HEALTH SYSTEMS INC Health Care 45.48 28.00 29.43 30.27 31.27 -0.279 -0.221 -0.186 -0.147 0.009 0.006 0.004 0.002
CMP UN Equity COMPASS MINERALS INTERNATION Materials 88.75 2.53% 30.08.2013 16.02 18.10 19.11 19.69 -0.341 -0.277 -0.226 -0.135 0.012 0.006 0.004 0.007
CSC UN Equity COMPUTER SCIENCES CORP Information Technology 46.50 1.72% 12.06.2013 37.88 35.65 34.21 32.30 30.38 30.18 -0.255 -0.249 -0.241 -0.196 -0.173 -0.139 0.007 0.004 0.003 0.002 0.001 0.001
CPWR UW Equity COMPUWARE CORP Information Technology 11.26 37.55 34.99 32.62 27.34 0.000 -0.176 -0.219 -0.059 0.000 0.002 0.002 0.004
CNW UN Equity CON-WAY INC Industrials 36.13 0.83% 15.08.2013 28.23 29.68 30.78 32.90 -0.319 -0.275 -0.243 -0.186 0.007 0.006 0.005 0.003
CAG UN Equity CONAGRA FOODS INC Consumer Staples 35.97 2.95% 31.07.2013 14.72 15.13 15.35 15.63 15.68 15.84 -0.249 -0.268 -0.266 -0.224 -0.185 -0.146 0.006 0.008 0.008 0.006 0.003 0.002
CXO UN Equity CONCHO RESOURCES INC Energy 81.12 31.31 32.55 33.20 33.66 33.43 33.73 -0.260 -0.234 -0.216 -0.175 -0.192 -0.172 0.008 0.006 0.004 0.003 0.002 0.001
CNQR UW Equity CONCUR TECHNOLOGIES INC Information Technology 83.48 24.77 27.13 28.15 28.41 -0.315 -0.258 -0.225 -0.190 0.009 0.006 0.005 0.002
COP UN Equity CONOCOPHILLIPS Energy 62.14 4.30% 25.07.2013 15.99 15.86 16.08 16.94 18.53 19.23 -0.441 -0.310 -0.242 -0.184 -0.158 -0.133 0.015 0.013 0.011 0.006 0.003 0.002
CNX UN Equity CONSOL ENERGY INC Energy 33.89 1.48% 07.08.2013 34.13 34.33 34.72 35.59 37.04 38.36 -0.316 -0.290 -0.251 -0.177 -0.139 -0.124 0.012 0.007 0.005 0.002 0.001 0.001
ED UN Equity CONSOLIDATED EDISON INC Utilities 60.65 4.06% 12.08.2013 11.57 11.98 12.13 12.40 13.25 13.78 -0.106 -0.141 -0.162 -0.198 -0.149 -0.125 0.001 0.002 0.003 0.006 0.003 0.002
STZ UN Equity CONSTELLATION BRANDS INC-A Consumer Staples 50.33 24.29 25.27 25.74 25.85 26.30 27.53 -0.088 -0.216 -0.228 -0.174 -0.147 -0.144 0.006 0.007 0.005 0.002 0.001 0.000
CLR UN Equity CONTINENTAL RESOURCES INC/OK Energy 83.51 29.54 30.43 30.96 31.60 32.18 32.81 -0.198 -0.176 -0.165 -0.156 -0.160 -0.137 0.007 0.005 0.003 0.002 0.001 0.001
COO UN Equity COOPER COS INC/THE Health Care 111.62 0.05% 18.07.2013 25.22 22.75 21.61 21.93 -0.254 -0.228 -0.207 -0.164 0.006 0.006 0.006 0.005
CPA UN Equity COPA HOLDINGS SA-CLASS A Industrials 139.82 29.05.2014 24.49 25.18 25.58 26.02 -0.122 -0.146 -0.154 -0.140 0.002 0.002 0.002 0.001
CPRT UW Equity COPART INC Industrials 36.79 37.50 34.62 32.98 31.80 -0.120 -0.116 -0.116 -0.128 0.009 0.007 0.005 0.002
CLGX UN Equity CORELOGIC INC Information Technology 28.15 28.73 26.66 26.81 -0.172 -0.202 -0.216 0.002 0.008 0.009
GLW UN Equity CORNING INC Information Technology 15.65 2.62% 30.08.2013 20.98 20.81 23.59 24.15 24.94 25.74 -0.128 -0.120 -0.145 -0.118 -0.093 -0.086 0.007 0.008 0.006 0.003 0.002 0.002
OFC UN Equity CORPORATE OFFICE PROPERTIES Financials 29.10 3.78% 26.09.2013 14.51 16.05 16.85 17.51 0.000 -0.058 -0.087 -0.116 0.000 0.001 0.002 0.003
CXW UN Equity CORRECTIONS CORP OF AMERICA Financials 38.76 4.64% 01.07.2013 17.37 19.39 20.39 21.14 22.16 23.45 -0.152 -0.267 -0.286 -0.151 -0.148 -0.097 0.002 0.005 0.006 0.004 0.003 0.002
COST UW Equity COSTCO WHOLESALE CORP Consumer Staples 112.33 1.14% 07.08.2013 16.36 15.75 15.73 16.47 17.80 19.02 -0.381 -0.330 -0.269 -0.189 -0.158 -0.135 0.014 0.011 0.009 0.006 0.003 0.002
CVD UN Equity COVANCE INC Health Care 77.12 17.14 19.33 20.24 20.36 -0.220 -0.204 -0.189 -0.148 0.003 0.004 0.005 0.004
CVA UN Equity COVANTA HOLDING CORP Industrials 20.33 3.27% 21.06.2013 18.17 18.70 18.95 19.08 0.000 -0.054 -0.088 -0.131 0.000 0.001 0.002 0.005
COV UN Equity COVIDIEN PLC Health Care 66.13 1.71% 01.08.2013 16.70 16.64 17.23 18.81 20.70 22.04 -0.125 -0.220 -0.218 -0.163 -0.162 -0.140 0.004 0.008 0.008 0.005 0.002 0.001
BCR UN Equity CR BARD INC Health Care 106.58 0.79% 18.07.2013 16.32 15.80 15.83 -0.222 -0.326 -0.339 0.005 0.007 0.007
IVt = atx + btx2
+ ct
Russell1000Index

15.05.2013
Ticker Name GICS_SECTOR_NAME ATM2 Ref
Dividend
Yield
Next Ex-
Dividend
Date
ATM2
Vol - 30D
ATM2
Vol - 60D
ATM2
Vol - 90D
ATM2
Vol - 6M
ATM2
Vol - 12M
ATM2
Vol - 18M
ATM2
Vol - 24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
CR UN Equity CRANE CO Industrials 59.67 1.98% 28.08.2013 18.07 18.79 19.48 21.02 -0.075 -0.289 -0.358 -0.287 0.001 0.009 0.011 0.007
CREE UW Equity CREE INC Information Technology 60.07 37.68 40.77 42.24 42.88 41.50 40.82 -0.073 -0.121 -0.138 -0.115 -0.119 -0.104 0.009 0.005 0.003 0.001 0.000 0.000
CCI UN Equity CROWN CASTLE INTL CORP Telecommunication Services 79.62 18.44 17.66 17.96 19.46 -0.184 -0.234 -0.230 -0.183 0.006 0.008 0.008 0.004
CCK UN Equity CROWN HOLDINGS INC Materials 44.00 15.69 17.07 17.31 -0.223 -0.236 -0.239 0.005 0.004 0.005
CST UN Equity CST BRANDS INC Consumer Discretionary 33.24 33.84 33.82 33.02 31.98 0.410 0.157 0.048 0.045 -0.003 0.002 0.004 0.004
CSX UN Equity CSX CORP Industrials 25.92 2.31% 30.08.2013 18.63 19.66 20.40 21.46 22.81 24.26 -0.224 -0.239 -0.240 -0.206 -0.156 -0.136 0.005 0.007 0.007 0.004 0.003 0.001
CFR UN Equity CULLEN/FROST BANKERS INC Financials 63.00 3.17% 30.08.2013 13.12 13.00 13.81 -0.063 -0.064 -0.129 0.000 0.001 0.003
CMI UN Equity CUMMINS INC Industrials 114.14 2.36% 14.08.2013 23.63 24.97 25.93 27.56 29.42 30.71 -0.325 -0.245 -0.202 -0.166 -0.135 -0.113 0.011 0.007 0.005 0.003 0.002 0.001
CVS UN Equity CVS CAREMARK CORP Consumer Staples 59.89 1.60% 25.07.2013 15.91 17.01 17.56 17.98 19.39 20.23 -0.535 -0.417 -0.339 -0.252 -0.202 -0.169 0.019 0.014 0.010 0.006 0.003 0.002
CY UW Equity CYPRESS SEMICONDUCTOR CORP Information Technology 11.09 3.97% 24.09.2013 31.04 33.38 34.50 35.40 36.98 38.30 -0.470 -0.292 -0.196 -0.136 -0.140 -0.120 0.013 0.007 0.004 0.002 0.000 0.000
CYT UN Equity CYTEC INDUSTRIES INC Materials 71.65 0.77% 09.08.2013 23.25 25.21 25.98 25.88 -0.204 -0.190 -0.193 -0.228 0.004 0.003 0.003 0.004
DHR UN Equity DANAHER CORP Industrials 61.87 0.19% 02.10.2013 15.28 16.47 17.28 18.64 20.13 21.40 -0.305 -0.289 -0.273 -0.232 -0.168 -0.147 0.007 0.007 0.007 0.005 0.003 0.002
DRI UN Equity DARDEN RESTAURANTS INC Consumer Discretionary 53.97 4.15% 10.07.2013 21.02 20.30 20.42 21.59 22.43 22.64 -0.308 -0.297 -0.248 -0.166 -0.146 -0.133 0.009 0.009 0.007 0.003 0.001 0.001
DVA UN Equity DAVITA HEALTHCARE PARTNERS I Health Care 129.82 19.51 20.48 21.19 -0.416 -0.243 -0.183 0.014 0.013 0.009
DDR UN Equity DDR CORP Financials 19.32 2.87% 13.09.2013 15.87 15.85 15.83 -0.224 -0.219 -0.213 0.009 0.009 0.009
DF UN Equity DEAN FOODS CO Consumer Staples 19.98 26.41 29.15 30.40 31.26 32.07 32.50 -0.173 -0.205 -0.216 -0.208 -0.136 -0.115 0.002 0.001 0.001 0.002 0.002 0.001
DECK UW Equity DECKERS OUTDOOR CORP Consumer Discretionary 55.25 36.90 37.25 39.72 42.45 43.10 43.25 -0.199 -0.175 -0.169 -0.146 -0.143 -0.128 0.010 0.005 0.003 0.001 0.001 0.000
DE UN Equity DEERE & CO Industrials 88.88 2.34% 28.06.2013 22.27 21.13 20.67 21.04 23.10 24.25 -0.342 -0.283 -0.241 -0.185 -0.131 -0.115 0.011 0.008 0.007 0.004 0.003 0.001
DELL UW Equity DELL INC Information Technology 13.46 0.59% 27.06.2013 17.78 17.91 16.89 15.73 16.51 16.02 -0.270 -0.404 -0.256 -0.278 -0.119 -0.122 0.016 0.015 0.021 0.012 0.006 0.004
DLPH UN Equity DELPHI AUTOMOTIVE PLC Consumer Discretionary 46.39 1.51% 12.06.2013 21.39 23.52 24.61 25.36 26.48 27.59 -0.219 -0.247 -0.243 -0.166 -0.137 -0.113 0.006 0.005 0.004 0.003 0.001 0.001
DAL UN Equity DELTA AIR LINES INC Industrials 19.30 1.24% 06.11.2013 37.75 39.31 40.22 41.26 42.16 42.77 -0.262 -0.250 -0.234 -0.188 -0.150 -0.142 0.013 0.008 0.006 0.003 0.002 0.001
DNR UN Equity DENBURY RESOURCES INC Energy 18.21 28.67 30.11 30.83 31.05 33.56 33.60 -0.001 -0.082 -0.124 -0.162 -0.148 -0.132 0.007 0.006 0.005 0.003 0.002 0.001
XRAY UW Equity DENTSPLY INTERNATIONAL INC Health Care 42.75 0.60% 26.06.2013 18.70 16.59 16.53 -0.182 -0.326 -0.303 0.001 0.012 0.011
DVN UN Equity DEVON ENERGY CORPORATION Energy 58.65 1.50% 13.09.2013 23.95 24.98 25.46 25.71 26.21 27.08 -0.165 -0.155 -0.149 -0.134 -0.114 -0.104 0.019 0.011 0.006 0.003 0.002 0.001
DV UN Equity DEVRY INC Consumer Discretionary 30.12 1.20% 21.06.2013 30.33 34.44 36.33 37.10 -0.281 -0.230 -0.198 -0.137 0.008 0.005 0.004 0.002
DO UN Equity DIAMOND OFFSHORE DRILLING Energy 69.74 0.72% 01.08.2013 19.28 20.57 21.36 22.45 23.30 24.01 -0.337 -0.342 -0.328 -0.251 -0.165 -0.145 0.009 0.005 0.004 0.002 0.002 0.001
DKS UN Equity DICK'S SPORTING GOODS INC Consumer Discretionary 52.86 0.95% 03.06.2013 30.55 28.04 26.70 26.06 26.23 26.78 -0.357 -0.271 -0.216 -0.153 -0.144 -0.121 0.009 0.006 0.004 0.002 0.001 0.001
DBD UN Equity DIEBOLD INC Information Technology 30.53 2.84% 30.08.2013 19.77 21.64 22.48 22.69 0.000 -0.087 -0.112 -0.083 0.000 0.003 0.003 0.002
DLR UN Equity DIGITAL REALTY TRUST INC Financials 65.04 4.89% 13.09.2013 23.94 23.90 23.93 -0.334 -0.280 -0.243 0.009 0.009 0.008
DDS UN Equity DILLARDS INC-CL A Consumer Discretionary 88.50 0.23% 28.06.2013 31.18 29.98 29.31 28.79 29.41 29.63 -0.243 -0.220 -0.204 -0.183 -0.140 -0.123 0.006 0.004 0.003 0.001 0.001 0.001
DTV UW Equity DIRECTV Consumer Discretionary 64.50 21.20 21.48 21.75 22.60 22.70 24.31 -0.254 -0.211 -0.184 -0.153 -0.138 -0.122 0.014 0.010 0.008 0.004 0.002 0.002
DFS UN Equity DISCOVER FINANCIAL SERVICES Financials 47.18 1.78% 02.07.2013 21.18 21.43 22.20 24.12 26.02 26.70 -0.438 -0.313 -0.250 -0.195 -0.134 -0.120 0.015 0.011 0.007 0.003 0.002 0.001
DISCA UW Equity DISCOVERY COMMUNICATIONS-A Consumer Discretionary 79.00 21.07 21.32 21.87 -0.295 -0.269 -0.235 0.010 0.009 0.008
DISH UW Equity DISH NETWORK CORP-A Consumer Discretionary 39.01 36.57 35.81 35.56 36.09 35.82 35.80 -0.211 -0.182 -0.166 -0.154 -0.140 -0.115 0.012 0.007 0.004 0.002 0.002 0.001
DLB UN Equity DOLBY LABORATORIES INC-CL A Information Technology 34.52 23.37 25.79 27.15 28.61 -0.171 -0.161 -0.153 -0.135 0.007 0.007 0.006 0.004
DG UN Equity DOLLAR GENERAL CORP Consumer Discretionary 53.11 27.74 25.58 24.68 25.52 25.57 25.78 -0.106 -0.148 -0.166 -0.143 -0.067 -0.069 0.004 0.004 0.004 0.002 0.000 0.001
DLTR UW Equity DOLLAR TREE INC Consumer Discretionary 49.52 28.97 27.54 26.84 26.77 26.73 26.31 -0.226 -0.204 -0.186 -0.151 -0.138 -0.127 0.009 0.006 0.005 0.002 0.002 0.001
D UN Equity DOMINION RESOURCES INC/VA Utilities 60.47 3.78% 28.08.2013 12.66 12.72 12.97 -0.227 -0.302 -0.292 0.005 0.010 0.010
UFS UN Equity DOMTAR CORP Materials 73.98 2.97% 17.09.2013 26.64 27.24 27.61 -0.275 -0.264 -0.226 0.012 0.010 0.009
DCI UN Equity DONALDSON CO INC Industrials 38.39 1.20% 05.06.2013 20.81 22.12 22.14 21.35 -0.213 -0.251 -0.253 -0.205 0.004 0.006 0.007 0.005
DEI UN Equity DOUGLAS EMMETT INC Financials 27.37 2.70% 26.06.2013 18.29 18.29 17.40 0.000 0.000 -0.069 0.000 0.000 0.002
DOV UN Equity DOVER CORP Industrials 75.68 1.99% 28.08.2013 17.93 19.00 19.76 20.94 -0.508 -0.350 -0.267 -0.220 0.018 0.012 0.008 0.004
DOW UN Equity DOW CHEMICAL CO/THE Materials 35.50 3.86% 30.09.2013 22.22 22.96 23.40 23.92 24.79 25.18 -0.443 -0.336 -0.270 -0.206 -0.153 -0.134 0.015 0.010 0.007 0.004 0.002 0.002
DHI UN Equity DR HORTON INC Consumer Discretionary 27.42 0.27% 10.02.2014 30.88 32.51 33.41 34.34 34.31 35.07 -0.263 -0.238 -0.213 -0.156 -0.083 -0.074 0.013 0.008 0.005 0.002 0.001 0.000
DPS UN Equity DR PEPPER SNAPPLE GROUP INC Consumer Staples 49.69 3.12% 20.06.2013 16.04 17.23 17.95 18.15 -0.167 -0.176 -0.176 -0.151 0.003 0.005 0.005 0.005
DWA UW Equity DREAMWORKS ANIMATION SKG-A Consumer Discretionary 21.99 26.19 29.62 31.27 32.29 -0.057 -0.097 -0.112 -0.105 0.005 0.004 0.003 0.002
DRC UN Equity DRESSER-RAND GROUP INC Energy 62.36 36.26 35.79 35.50 35.12 0.013 -0.013 -0.032 -0.065 0.008 0.005 0.003 0.002
DST UN Equity DST SYSTEMS INC Information Technology 69.94 2.18% 09.08.2013 15.50 16.85 17.56 18.40 -0.104 -0.150 -0.176 -0.210 0.002 0.003 0.004 0.006
DSW UN Equity DSW INC-CLASS A Consumer Discretionary 70.24 1.03% 18.06.2013 31.32 29.33 28.64 -0.144 -0.220 -0.242 0.015 0.005 0.001
DTE UN Equity DTE ENERGY COMPANY Utilities 71.02 3.69% 12.09.2013 13.63 13.24 13.28 -0.202 -0.281 -0.295 0.004 0.007 0.008
DUK UN Equity DUKE ENERGY CORP Utilities 71.81 4.34% 14.08.2013 12.36 12.45 12.55 13.13 14.73 16.49 -0.193 -0.274 -0.264 -0.205 -0.155 -0.126 0.005 0.009 0.008 0.006 0.004 0.002
DRE UN Equity DUKE REALTY CORP Financials 18.47 2.76% 15.08.2013 18.80 18.20 17.77 16.83 0.000 -0.007 -0.006 0.019 0.000 -0.001 -0.001 0.003
DNB UN Equity DUN & BRADSTREET CORP Industrials 96.63 1.69% 28.08.2013 18.87 21.13 21.94 21.37 -0.113 -0.150 -0.160 -0.138 0.002 0.004 0.004 0.003
DNKN UW Equity DUNKIN' BRANDS GROUP INC Consumer Discretionary 42.10 2.45% 08.08.2013 19.92 21.37 22.38 24.25 24.88 26.25 -0.261 -0.182 -0.136 -0.096 -0.080 -0.067 0.010 0.006 0.004 0.003 -0.001 0.000
ETFC UW Equity E*TRADE FINANCIAL CORP Financials 11.35 29.06 30.47 30.80 30.86 31.94 32.56 -0.206 -0.218 -0.205 -0.170 -0.138 -0.130 0.013 0.009 0.006 0.003 0.001 0.001
EWBC UW Equity EAST WEST BANCORP INC Financials 25.21 2.62% 09.08.2013 17.47 18.78 19.20 0.000 -0.104 -0.129 0.000 0.002 0.003
EMN UN Equity EASTMAN CHEMICAL CO Materials 69.38 1.84% 12.09.2013 26.02 27.03 27.61 28.14 28.49 29.36 -0.300 -0.280 -0.265 -0.216 -0.170 -0.147 0.016 0.009 0.005 0.003 0.002 0.001
ETN UN Equity EATON CORP PLC Industrials 64.96 2.71% 08.08.2013 22.14 22.12 22.45 23.54 25.56 26.75 -0.307 -0.290 -0.266 -0.225 -0.193 -0.170 0.007 0.008 0.007 0.003 0.001 0.001
EV UN Equity EATON VANCE CORP Financials 42.91 1.93% 31.07.2013 23.75 22.64 22.43 23.88 -0.026 -0.186 -0.249 -0.248 0.000 0.007 0.009 0.006
EBAY UW Equity EBAY INC Information Technology 56.49 22.59 26.00 27.22 28.07 29.85 31.19 -0.289 -0.241 -0.195 -0.135 -0.114 -0.097 0.013 0.008 0.005 0.002 0.002 0.001
SATS UW Equity ECHOSTAR CORP-A Information Technology 39.60 24.90 23.76 24.22 -0.128 -0.139 -0.141 0.002 0.003 0.003
ECL UN Equity ECOLAB INC Materials 88.08 1.14% 20.09.2013 15.73 15.44 15.79 -0.256 -0.278 -0.271 0.006 0.008 0.007
EIX UN Equity EDISON INTERNATIONAL Utilities 49.30 2.85% 26.09.2013 15.49 15.22 15.30 -0.196 -0.294 -0.278 0.004 0.009 0.009
EW UN Equity EDWARDS LIFESCIENCES CORP Health Care 71.83 25.04 29.39 31.03 30.70 29.72 29.72 0.001 -0.051 -0.074 -0.079 -0.065 -0.072 0.009 0.004 0.002 0.002 0.002 0.001
DD UN Equity DU PONT (E.I.) DE NEMOURS Materials 55.33 2.49% 15.08.2013 17.37 17.44 17.80 18.68 19.87 20.61 -0.382 -0.290 -0.248 -0.206 -0.157 -0.140 0.015 0.014 0.011 0.006 0.004 0.002
EA UW Equity ELECTRONIC ARTS INC Information Technology 22.66 36.38 36.14 36.01 35.99 35.21 35.30 -0.270 -0.212 -0.177 -0.138 -0.119 -0.105 0.008 0.005 0.003 0.002 0.001 0.001
LLY UN Equity ELI LILLY & CO Health Care 56.64 3.46% 15.08.2013 16.29 17.67 18.35 19.04 19.94 20.49 -0.385 -0.267 -0.211 -0.164 -0.128 -0.110 0.018 0.014 0.010 0.004 0.002 0.001
EMC UN Equity EMC CORP/MA Information Technology 22.89 21.76 22.49 22.75 23.14 24.86 26.43 -0.303 -0.235 -0.197 -0.154 -0.118 -0.098 0.017 0.012 0.009 0.004 0.002 0.001
EMR UN Equity EMERSON ELECTRIC CO Industrials 58.54 3.01% 14.08.2013 16.46 17.73 18.19 19.26 20.43 21.62 -0.495 -0.406 -0.323 -0.231 -0.206 -0.166 0.016 0.012 0.009 0.005 0.003 0.002
ENDP UW Equity ENDO HEALTH SOLUTIONS INC Health Care 33.47 36.97 36.02 35.63 35.44 34.80 34.21 -0.219 -0.206 -0.163 -0.102 -0.121 -0.096 0.005 -0.001 -0.002 0.001 0.001 0.001
ENH UN Equity ENDURANCE SPECIALTY HOLDINGS Financials 50.99 2.53% 14.06.2013 14.92 15.57 16.13 0.000 -0.152 -0.154 0.000 0.004 0.004
EGN UN Equity ENERGEN CORP Energy 51.09 0.86% 15.08.2013 24.03 22.90 22.94 -0.214 -0.220 -0.221 0.006 0.004 0.003
ENR UN Equity ENERGIZER HOLDINGS INC Consumer Staples 101.60 1.57% 16.08.2013 18.58 22.32 23.67 23.57 -0.304 -0.261 -0.224 -0.149 0.009 0.007 0.006 0.003
EGL UN Equity ENGILITY HOLDINGS INC Industrials 23.62
ETR UN Equity ENTERGY CORP Utilities 69.18 4.80% 06.08.2013 15.79 15.18 15.08 15.97 -0.149 -0.179 -0.182 -0.122 0.002 0.005 0.006 0.002
EOG UN Equity EOG RESOURCES INC Energy 135.44 0.57% 16.10.2013 28.84 28.34 28.42 28.85 28.68 28.49 -0.241 -0.236 -0.228 -0.209 -0.191 -0.181 0.010 0.007 0.005 0.003 0.002 0.001
EQT UN Equity EQT CORP Energy 76.86 0.16% 07.08.2013 24.85 25.52 25.79 25.65 -0.387 -0.302 -0.258 -0.232 0.010 0.008 0.006 0.004
EFX UN Equity EQUIFAX INC Industrials 63.67 1.43% 30.08.2013 16.90 18.21 18.69 -0.091 -0.064 -0.088 0.001 0.001 0.002
EQIX UW Equity EQUINIX INC Information Technology 230.86 25.63 27.05 28.04 29.91 30.59 30.99 -0.309 -0.248 -0.209 -0.157 -0.109 -0.087 0.012 0.008 0.006 0.003 0.001 0.000
ELS UN Equity EQUITY LIFESTYLE PROPERTIES Financials 83.49 2.44% 25.09.2013 18.12 19.07 19.97 15.82 -0.381 -0.385 -0.386 -0.171 0.005 0.004 0.004 0.002
EQR UN Equity EQUITY RESIDENTIAL Financials 59.15 3.13% 19.06.2013 15.82 15.70 16.13 -0.221 -0.215 -0.211 0.004 0.006 0.006
ERA UN Equity ERA GROUP INC Energy 26.13
ERIE UW Equity ERIE INDEMNITY COMPANY-CL A Financials 81.38 3.01% 04.10.2013
ESS UN Equity ESSEX PROPERTY TRUST INC Financials 165.18 2.98% 28.06.2013 12.60 12.69 13.22 -0.106 -0.130 -0.164 0.001 0.003 0.005
EL UN Equity ESTEE LAUDER COMPANIES-CL A Consumer Staples 71.84 1.04% 24.09.2013 22.18 21.75 22.23 23.32 23.51 23.81 -0.642 -0.439 -0.314 -0.209 -0.155 -0.126 0.015 0.010 0.007 0.004 0.002 0.001
RE UN Equity EVEREST RE GROUP LTD Financials 136.25 1.46% 22.05.2013 14.92 15.07 15.54 -0.157 -0.119 -0.122 0.002 0.002 0.003
XCO UN Equity EXCO RESOURCES INC Energy 7.94 2.52% 14.06.2013 41.26 43.45 44.58 45.75 45.17 46.65 -0.373 -0.259 -0.185 -0.112 -0.051 -0.032 0.017 0.010 0.006 0.002 0.001 0.000
XLS UN Equity EXELIS INC Industrials 11.84 3.49% 28.08.2013 26.06 27.04 26.92 0.000 -0.296 -0.296 0.000 0.005 0.005
EXC UN Equity EXELON CORP Utilities 35.08 2.65% 16.08.2013 16.17 16.13 16.15 16.37 17.17 17.66 -0.213 -0.229 -0.232 -0.202 -0.145 -0.115 0.004 0.006 0.007 0.007 0.004 0.003
EXPE UW Equity EXPEDIA INC Consumer Discretionary 60.94 0.90% 28.08.2013 32.79 32.80 34.46 37.72 38.76 39.72 -0.180 -0.179 -0.166 -0.140 -0.128 -0.110 0.007 0.005 0.003 0.001 0.001 0.001
EXPD UW Equity EXPEDITORS INTL WASH INC Industrials 38.66 1.55% 03.12.2013 22.79 24.78 25.54 25.07 24.88 26.08 -0.098 -0.111 -0.121 -0.122 -0.109 -0.095 0.008 0.006 0.005 0.003 0.002 0.001
ESRX UW Equity EXPRESS SCRIPTS HOLDING CO Health Care 61.00 20.09 19.84 22.60 23.69 24.51 25.60 -0.289 -0.248 -0.212 -0.170 -0.135 -0.115 0.015 0.008 0.007 0.003 0.001 0.001
EXR UN Equity EXTRA SPACE STORAGE INC Financials 43.94 2.37% 14.06.2013 14.99 15.73 16.25 17.24 0.000 -0.027 -0.042 -0.060 0.000 0.001 0.001 0.000
XOM UN Equity EXXON MOBIL CORP Energy 90.87 2.91% 08.08.2013 13.17 13.38 13.54 14.02 15.53 16.61 -0.563 -0.422 -0.339 -0.260 -0.213 -0.172 0.018 0.014 0.011 0.008 0.004 0.003
FFIV UW Equity F5 NETWORKS INC Information Technology 78.01 30.66 32.77 34.76 37.28 38.17 39.06 -0.108 -0.123 -0.117 -0.100 -0.099 -0.086 0.010 0.006 0.004 0.001 0.001 0.000
FB UW Equity FACEBOOK INC-A Information Technology 26.87 27.90 28.37 30.80 34.35 33.04 34.78 -0.192 -0.194 -0.155 -0.091 -0.079 -0.072 0.013 0.007 0.004 0.001 0.002 0.001
FDS UN Equity FACTSET RESEARCH SYSTEMS INC Information Technology 97.72 1.43% 28.08.2013 26.02 23.99 23.03 23.07 -0.364 -0.288 -0.243 -0.218 0.010 0.008 0.006 0.004
FCS UN Equity FAIRCHILD SEMICONDUCTOR INTE Information Technology 14.74 33.11 33.63 33.96 34.29 -0.256 -0.308 -0.299 -0.180 0.000 0.005 0.006 0.003
FDO UN Equity FAMILY DOLLAR STORES Consumer Discretionary 65.11 1.64% 12.06.2013 23.10 25.02 25.52 25.49 25.79 25.88 -0.113 -0.073 -0.072 -0.087 -0.091 -0.099 0.003 0.003 0.002 0.001 0.000 0.000
FAST UW Equity FASTENAL CO Industrials 51.86 1.66% 26.07.2013 21.62 23.15 23.92 24.65 25.29 25.71 -0.288 -0.276 -0.262 -0.234 -0.186 -0.156 0.008 0.006 0.005 0.003 0.002 0.001
FRT UN Equity FEDERAL REALTY INVS TRUST Financials 117.32 2.62% 20.09.2013 14.55 12.31 12.15 15.76 -0.090 -0.337 -0.405 -0.165 0.000 0.007 0.008 0.003
FII UN Equity FEDERATED INVESTORS INC-CL B Financials 25.37 3.78% 08.08.2013 24.78 24.45 24.41 -0.205 -0.114 -0.097 0.005 0.003 0.002
FDX UN Equity FEDEX CORP Industrials 100.68 0.64% 18.06.2013 23.54 22.18 21.83 22.12 22.56 23.05 -0.303 -0.246 -0.207 -0.158 -0.123 -0.107 0.009 0.008 0.006 0.003 0.002 0.001
FNF UN Equity FIDELITY NATIONAL FINL-A Financials 25.42 2.60% 16.09.2013 20.94 21.38 21.57 21.67 0.000 -0.133 -0.181 -0.152 0.000 0.005 0.007 0.005
FIS UN Equity FIDELITY NATIONAL INFORMATIO Information Technology 43.99 2.05% 13.09.2013 15.70 17.32 17.93 -0.340 -0.323 -0.285 0.011 0.011 0.009
FITB UW Equity FIFTH THIRD BANCORP Financials 18.02 2.66% 26.06.2013 17.11 17.87 18.50 20.02 22.41 23.56 -0.212 -0.301 -0.298 -0.192 -0.157 -0.128 0.005 0.011 0.011 0.006 0.001 0.001
FCNCA UW Equity FIRST CITIZENS BCSHS -CL A Financials 196.33 0.61% 19.09.2013
FHN UN Equity FIRST HORIZON NATIONAL CORP Financials 11.36 2.02% 11.09.2013 23.01 23.83 24.80 26.76 0.000 -0.270 -0.344 -0.207 0.000 0.007 0.008 0.003
FNFG UW Equity FIRST NIAGARA FINANCIAL GRP Financials 9.89 3.24% 31.07.2013 19.82 20.17 20.87 0.000 0.000 0.000 0.000 0.000 0.000
FRC UN Equity FIRST REPUBLIC BANK/CA Financials 40.03 1.20% 30.07.2013 21.84 20.05 19.63 21.98 0.000 0.010 0.002 -0.074 0.000 0.000 0.000 0.003
FE UN Equity FIRSTENERGY CORP Utilities 42.79 5.14% 05.08.2013 15.26 15.02 14.98 15.25 15.96 16.26 -0.153 -0.157 -0.181 -0.179 -0.124 -0.112 0.004 0.003 0.005 0.005 0.002 0.002
FISV UW Equity FISERV INC Information Technology 89.80 15.32 16.60 17.20 17.48 -0.300 -0.299 -0.291 -0.256 0.006 0.006 0.006 0.005
FLT UN Equity FLEETCOR TECHNOLOGIES INC Information Technology 82.18 26.05 28.03 28.65 27.88 -0.037 -0.094 -0.121 -0.137 0.001 0.003 0.003 0.002
FLIR UW Equity FLIR SYSTEMS INC Information Technology 24.79 1.45% 22.08.2013 20.87 22.50 23.50 -0.148 -0.134 -0.139 0.007 0.003 0.002
FLO UN Equity FLOWERS FOODS INC Consumer Staples 34.14 2.03% 12.06.2013 27.94 27.14 26.45 -0.144 -0.149 -0.143 0.001 0.002 0.002
FLS UN Equity FLOWSERVE CORP Industrials 164.23 0.52% 28.06.2013 19.20 20.05 20.98 -0.266 -0.257 -0.238 0.014 0.009 0.006
FLR UN Equity FLUOR CORP Industrials 62.12 1.09% 04.09.2013 24.09 24.60 25.46 27.03 27.99 28.57 -0.298 -0.237 -0.204 -0.174 -0.139 -0.126 0.010 0.006 0.004 0.002 0.002 0.001
FMC UN Equity FMC CORP Materials 62.69 0.89% 25.09.2013 19.33 19.03 19.45 -0.027 -0.142 -0.186 0.000 0.004 0.005
FTI UN Equity FMC TECHNOLOGIES INC Energy 56.16 25.24 26.03 27.01 -0.267 -0.287 -0.266 0.008 0.006 0.004
FL UN Equity FOOT LOCKER INC Consumer Discretionary 36.51 2.25% 17.07.2013 29.17 28.03 27.32 26.84 27.41 28.24 -0.256 -0.233 -0.209 -0.167 -0.150 -0.126 0.007 0.006 0.005 0.002 0.001 0.001
F UN Equity FORD MOTOR CO Consumer Discretionary 14.68 3.00% 26.07.2013 22.65 22.70 24.50 24.70 25.83 27.03 -0.309 -0.208 -0.176 -0.134 -0.112 -0.094 0.013 0.010 0.007 0.004 0.002 0.002
FCE/A UN Equity FOREST CITY ENTERPRISES-CL A Financials 19.75 0.30% 30.05.2013 22.87 25.85 27.16 27.45 0.000 -0.005 -0.014 -0.050 0.000 -0.002 -0.002 -0.001
FRX UN Equity FOREST LABORATORIES INC Health Care 38.82 20.57 22.30 22.99 22.93 23.14 23.42 -0.330 -0.258 -0.220 -0.196 -0.126 -0.114 0.010 0.008 0.007 0.004 0.003 0.002
FTNT UW Equity FORTINET INC Information Technology 18.11 42.09 46.31 48.30 49.26 48.02 47.59 -0.103 -0.100 -0.094 -0.072 -0.072 -0.068 0.008 0.005 0.004 0.001 0.001 0.001
IVt = atx + btx
2
+ ct
Russell1000Index

15.05.2013
Dividend
Yield
Next Ex-
Dividend
Date
ATM2
Vol - 30D
ATM2
Vol - 60D
ATM2
Vol - 90D
ATM2
Vol - 6M
ATM2
Vol - 12M
ATM2
Vol - 18M
ATM2
Vol - 24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
FBHS UN Equity FORTUNE BRANDS HOME & SECURI Industrials 42.79 0.23% 30.16 30.71 31.14 31.98 -0.052 -0.101 -0.120 -0.119 0.000 0.003 0.004 0.004
FOSL UW Equity FOSSIL INC Consumer Discretionary 109.24 28.43 31.41 33.26 36.20 35.86 36.23 -0.282 -0.214 -0.180 -0.144 -0.126 -0.107 0.006 0.006 0.005 0.002 0.001 0.000
BEN UN Equity FRANKLIN RESOURCES INC Financials 166.10 0.73% 28.06.2013 19.29 19.52 20.15 21.65 -0.461 -0.453 -0.414 -0.303 0.014 0.010 0.006 0.002
FCX UN Equity FREEPORT-MCMORAN COPPER Materials 31.57 3.96% 11.07.2013 30.59 31.54 31.23 31.50 33.51 34.33 -0.262 -0.190 -0.144 -0.132 -0.137 -0.113 0.012 0.008 0.005 0.003 0.001 0.001
FSL UN Equity FREESCALE SEMICONDUCTOR LTD Information Technology 16.45 43.49 43.96 44.48 45.89 -0.027 -0.058 -0.079 -0.110 0.002 0.002 0.002 0.002
TFM UW Equity FRESH MARKET INC/THE Consumer Staples 45.20 41.38 38.73 37.14 35.52 -0.241 -0.197 -0.172 -0.155 0.009 0.005 0.003 0.001
FTR UW Equity FRONTIER COMMUNICATIONS CORP Telecommunication Services 4.33 9.24% 09.09.2013 26.02 28.30 29.53 29.42 28.73 27.93 0.000 -0.076 -0.133 -0.280 -0.121 -0.031 0.000 0.010 0.012 0.007 0.003 0.003
FULT UW Equity FULTON FINANCIAL CORP Financials 11.59 2.76% 05.07.2013 21.69 21.66 21.63 20.67 -0.128 -0.128 -0.128 -0.104 0.001 0.001 0.001 0.001
FIO UN Equity FUSION-IO INC Information Technology 15.34 60.19 60.90 60.74 58.01 54.99 53.70 -0.018 -0.039 -0.054 -0.074 -0.087 -0.075 0.007 0.004 0.002 0.000 0.000 0.000
GME UN Equity GAMESTOP CORP-CLASS A Consumer Discretionary 38.92 2.89% 29.05.2013 45.02 41.09 39.79 40.37 41.09 40.98 -0.280 -0.214 -0.178 -0.146 -0.121 -0.115 0.007 0.004 0.003 0.001 0.001 0.001
GCI UN Equity GANNETT CO Consumer Discretionary 21.91 3.74% 04.09.2013 35.21 39.36 39.39 36.92 35.46 35.26 -0.098 -0.095 -0.107 -0.122 -0.115 -0.096 0.014 0.008 0.005 0.004 0.002 0.001
GPS UN Equity GAP INC/THE Consumer Discretionary 41.12 1.51% 05.07.2013 31.09 30.04 29.48 29.22 28.90 29.34 -0.282 -0.251 -0.228 -0.187 -0.161 -0.142 0.010 0.007 0.005 0.002 0.002 0.001
GDI UN Equity GARDNER DENVER INC Industrials 75.19 0.13% 21.05.2013 3.83 4.76 4.96 -0.359 -0.406 -0.392 0.006 0.008 0.009
GRMN UW Equity GARMIN LTD Consumer Discretionary 35.26 5.11% 10.06.2014 22.72 22.78 24.00 26.96 29.08 29.90 -0.140 -0.155 -0.148 -0.133 -0.124 -0.107 0.006 0.008 0.006 0.002 0.001 0.001
IT UN Equity GARTNER INC Information Technology 58.28 19.71 20.83 21.54 22.50 -0.065 -0.145 -0.177 -0.182 0.000 0.006 0.007 0.005
GMT UN Equity GATX CORP Industrials 54.00 2.33% 13.09.2013 22.99 22.30 21.73 21.75 0.146 -0.078 -0.179 -0.216 -0.002 0.003 0.005 0.006
BGC UN Equity GENERAL CABLE CORP Industrials 33.31 32.30 35.04 36.12 35.85 -0.305 -0.248 -0.214 -0.167 0.016 0.009 0.006 0.002
GD UN Equity GENERAL DYNAMICS CORP Industrials 75.96 3.01% 03.07.2013 18.30 19.96 20.64 20.88 21.58 22.65 -0.433 -0.348 -0.294 -0.240 -0.193 -0.177 0.016 0.010 0.007 0.004 0.002 0.002
GE UN Equity GENERAL ELECTRIC CO Industrials 23.05 3.56% 20.06.2013 15.66 17.57 18.27 18.31 20.91 21.92 -0.307 -0.234 -0.198 -0.169 -0.124 -0.099 0.012 0.014 0.011 0.006 0.003 0.002
GGP UN Equity GENERAL GROWTH PROPERTIES Financials 22.74 2.11% 17.10.2013 16.50 16.79 17.41 18.52 20.39 23.18 -0.157 -0.112 -0.140 -0.200 -0.135 -0.115 0.003 0.002 0.002 0.004 0.003 0.001
GIS UN Equity GENERAL MILLS INC Consumer Staples 50.54 3.01% 10.10.2013 13.95 15.52 15.66 15.22 15.90 16.81 -0.406 -0.325 -0.257 -0.172 -0.123 -0.103 0.016 0.012 0.010 0.006 0.004 0.002
GM UN Equity GENERAL MOTORS CO Consumer Discretionary 31.97 23.93 25.05 25.98 28.02 29.56 30.39 -0.277 -0.242 -0.215 -0.174 -0.156 -0.127 0.015 0.010 0.006 0.003 0.002 0.001
G UN Equity GENPACT LTD Information Technology 19.40 21.44 22.23 22.46 21.74 0.000 -0.014 -0.026 -0.057 0.000 0.000 0.000 0.001
GNTX UW Equity GENTEX CORP Consumer Discretionary 25.01 2.32% 05.07.2013 21.83 23.40 24.51 26.56 -0.201 -0.191 -0.174 -0.118 0.004 0.007 0.007 0.004
GPC UN Equity GENUINE PARTS CO Consumer Discretionary 79.15 2.76% 11.09.2013 15.52 16.86 17.66 18.06 -0.199 -0.237 -0.254 -0.216 0.005 0.007 0.007 0.005
GNW UN Equity GENWORTH FINANCIAL INC-CL A Financials 11.02 37.74 39.86 41.06 42.28 44.14 45.97 -0.198 -0.169 -0.149 -0.114 -0.066 -0.076 0.010 0.006 0.004 0.002 0.000 0.001
GILD UW Equity GILEAD SCIENCES INC Health Care 56.65 29.69 29.28 30.67 30.88 30.62 32.30 -0.203 -0.172 -0.133 -0.116 -0.074 -0.071 0.014 0.009 0.005 0.002 0.001 0.001
GPN UN Equity GLOBAL PAYMENTS INC Information Technology 46.76 0.13% 16.08.2013 19.54 20.98 21.80 22.70 -0.030 -0.205 -0.248 -0.189 0.000 0.007 0.008 0.003
GNC UN Equity GNC HOLDINGS INC-CL A Consumer Discretionary 45.63 1.38% 11.09.2013 26.39 28.64 29.95 31.45 -0.302 -0.259 -0.230 -0.178 0.008 0.006 0.005 0.003
GLNG UW Equity GOLAR LNG LTD Energy 34.10 5.57% 11.06.2013 28.37 29.36 29.82 30.06 -0.041 -0.090 -0.116 -0.126 0.008 0.005 0.004 0.003
GS UN Equity GOLDMAN SACHS GROUP INC Financials 154.87 1.29% 30.08.2013 21.21 22.32 22.67 22.73 23.30 24.03 -0.272 -0.253 -0.231 -0.200 -0.178 -0.148 0.015 0.010 0.007 0.004 0.003 0.002
GT UW Equity GOODYEAR TIRE & RUBBER CO Consumer Discretionary 13.16 30.67 31.58 32.40 34.04 35.95 36.28 -0.071 -0.239 -0.256 -0.160 -0.132 -0.115 0.013 0.009 0.006 0.002 0.002 0.001
GOOG UW Equity GOOGLE INC-CL A Information Technology 909.42 18.89 22.63 22.26 21.54 21.34 22.47 -0.331 -0.212 -0.162 -0.111 -0.087 -0.074 0.013 0.006 0.004 0.002 0.002 0.001
GGG UN Equity GRACO INC Industrials 62.15 1.69% 18.07.2013 21.79 22.70 23.06 23.06 -0.214 -0.233 -0.222 -0.145 0.005 0.006 0.006 0.003
GTI UN Equity GRAFTECH INTERNATIONAL LTD Industrials 8.07 38.97 38.56 38.67 40.00 0.000 -0.089 -0.132 -0.152 0.000 0.004 0.006 0.004
GXP UN Equity GREAT PLAINS ENERGY INC Utilities 24.20 3.64% 28.08.2013 17.59 15.79 15.00 15.20 -0.149 -0.170 -0.176 -0.155 0.001 0.004 0.005 0.006
GMCR UW Equity GREEN MOUNTAIN COFFEE ROASTE Consumer Staples 79.04 44.10 43.09 45.88 49.94 44.84 44.56 -0.177 -0.105 -0.090 -0.117 -0.084 -0.079 0.007 0.004 0.002 0.001 0.000 0.000
GEF UN Equity GREIF INC-CL A Materials 49.84 3.37% 19.06.2013 26.26 25.63 25.90 -0.406 -0.326 -0.276 0.010 0.007 0.006
GRPN UW Equity GROUPON INC Consumer Discretionary 7.35 59.68 57.57 58.97 63.51 64.36 64.44 -0.061 -0.062 -0.052 -0.045 -0.079 -0.082 0.005 0.004 0.003 0.001 0.001 0.001
GES UN Equity GUESS? INC Consumer Discretionary 30.05 2.66% 03.06.2013 39.63 37.59 36.54 36.17 35.92 36.40 -0.354 -0.318 -0.291 -0.227 -0.173 -0.134 0.007 0.005 0.003 0.002 0.001 0.001
HRB UN Equity H&R BLOCK INC Consumer Discretionary 28.52 2.81% 10.06.2013 35.77 34.32 33.30 31.96 31.44 31.41 -0.355 -0.314 -0.272 -0.204 -0.164 -0.135 0.019 0.013 0.009 0.005 0.003 0.002
HAL UN Equity HALLIBURTON CO Energy 43.58 1.18% 06.06.2013 26.14 26.15 26.71 27.77 28.32 29.04 -0.311 -0.270 -0.229 -0.171 -0.143 -0.122 0.009 0.007 0.005 0.002 0.002 0.001
HBI UN Equity HANESBRANDS INC Consumer Discretionary 51.33 1.56% 16.08.2013 22.31 22.75 23.72 -0.197 -0.278 -0.272 0.005 0.009 0.009
THG UN Equity HANOVER INSURANCE GROUP INC/ Financials 51.03 2.66% 06.09.2013 41.83 34.95 29.75 22.72 0.000 0.020 0.008 -0.323 0.000 0.000 0.000 0.008
HOG UN Equity HARLEY-DAVIDSON INC Consumer Discretionary 58.58 1.50% 27.09.2013 22.52 24.54 25.57 26.17 26.18 27.32 -0.351 -0.262 -0.218 -0.183 -0.150 -0.127 0.012 0.007 0.005 0.003 0.002 0.001
HAR UN Equity HARMAN INTERNATIONAL Consumer Discretionary 50.35 1.59% 22.08.2013 24.26 23.56 24.80 -0.265 -0.291 -0.272 0.009 0.009 0.008
HRS UN Equity HARRIS CORP Information Technology 49.61 3.16% 06.09.2013 19.27 20.13 20.71 21.05 -0.145 -0.186 -0.200 -0.176 0.002 0.004 0.004 0.004
HSC UN Equity HARSCO CORP Industrials 23.18 3.56% 15.10.2013 24.68 23.15 23.06 0.000 -0.203 -0.290 0.000 0.004 0.006
HIG UN Equity HARTFORD FINANCIAL SVCS GRP Financials 30.42 1.78% 31.05.2013 26.56 26.79 27.08 27.96 28.37 29.42 -0.400 -0.314 -0.260 -0.191 -0.173 -0.153 0.015 0.010 0.007 0.003 0.000 0.000
HAS UW Equity HASBRO INC Consumer Discretionary 47.69 3.44% 01.08.2013 19.89 20.31 20.99 22.10 22.43 22.48 -0.229 -0.212 -0.195 -0.158 -0.123 -0.106 0.009 0.009 0.007 0.004 0.002 0.002
HTS UN Equity HATTERAS FINANCIAL CORP Financials 25.90 10.81% 26.06.2013 14.44 14.04 13.72 14.10 -0.068 -0.141 -0.172 -0.148 0.001 0.002 0.004 0.006
HE UN Equity HAWAIIAN ELECTRIC INDS Utilities 27.87 4.59% 15.08.2013 21.22 21.22 21.22 19.71 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
HCA UN Equity HCA HOLDINGS INC Health Care 40.45 27.99 29.09 29.77 30.76 30.97 32.08 -0.246 -0.235 -0.222 -0.180 -0.146 -0.132 0.005 0.004 0.003 0.001 0.001 0.001
HCC UN Equity HCC INSURANCE HOLDINGS INC Financials 43.39 1.62% 02.07.2013 36.37 37.71 39.01 28.62 -0.621 -0.629 -0.634 -0.560 0.010 0.009 0.007 0.006
HCP UN Equity HCP INC Financials 53.65 4.04% 01.08.2013 15.36 14.55 14.81 -0.162 -0.440 -0.412 0.002 0.015 0.013
HCN UN Equity HEALTH CARE REIT INC Financials 76.36 4.14% 02.08.2013 12.35 12.90 13.27 13.79 16.61 18.30 -0.542 -0.400 -0.303 -0.189 -0.241 -0.199 0.020 0.014 0.010 0.005 0.004 0.003
HMA UN Equity HEALTH MGMT ASSOCIATES INC-A Health Care 11.01 39.05 39.59 40.03 41.12 -0.140 -0.194 -0.188 -0.068 0.006 0.006 0.005 0.002
HNT UN Equity HEALTH NET INC Health Care 31.66 32.06 31.05 31.42 -0.018 -0.166 -0.209 0.004 0.006 0.005
HP UN Equity HELMERICH & PAYNE Energy 61.79 0.73% 15.08.2013 29.00 29.75 30.22 30.80 31.91 32.62 -0.268 -0.240 -0.219 -0.179 -0.146 -0.131 0.006 0.004 0.003 0.002 0.001 0.001
HSIC UW Equity HENRY SCHEIN INC Health Care 95.35 13.40 13.80 14.51 -0.198 -0.262 -0.271 0.001 0.006 0.007
HLF UN Equity HERBALIFE LTD Consumer Staples 45.28 1.99% 14.08.2013 47.39 49.96 50.61 49.36 43.60 42.40 -0.126 -0.173 -0.190 -0.190 -0.198 -0.167 0.009 0.006 0.004 0.003 0.002 0.001
HSY UN Equity HERSHEY CO/THE Consumer Staples 89.65 1.90% 23.08.2013 14.86 16.23 16.80 16.63 -0.339 -0.252 -0.203 -0.140 0.016 0.011 0.007 0.004
HTZ UN Equity HERTZ GLOBAL HOLDINGS INC Industrials 24.89 30.97 32.23 32.97 34.12 33.60 34.65 -0.267 -0.204 -0.171 -0.144 -0.131 -0.104 0.003 0.003 0.003 0.002 0.001 0.001
HES UN Equity HESS CORP Energy 71.93 1.39% 20.06.2013 31.92 30.19 30.62 30.38 31.24 30.76 -0.052 -0.116 -0.136 -0.161 -0.139 -0.124 0.014 0.009 0.005 0.003 0.002 0.001
HPQ UN Equity HEWLETT-PACKARD CO Information Technology 21.08 2.76% 10.06.2013 40.91 37.59 36.12 34.50 35.09 35.66 -0.171 -0.161 -0.166 -0.118 -0.114 -0.106 0.006 0.005 0.003 0.002 0.002 0.001
HRC UN Equity HILL-ROM HOLDINGS INC Health Care 37.01 1.35% 19.06.2013 22.54 21.46 21.35 23.03 0.000 -0.135 -0.189 -0.171 0.000 0.005 0.007 0.005
HSH UN Equity HILLSHIRE BRANDS CO Consumer Staples 36.61 1.69% 29.08.2013 22.53 22.06 22.21 23.22 23.91 23.70 0.072 0.032 -0.014 -0.065 -0.056 -0.069 0.004 0.005 0.005 0.003 0.001 0.001
HNZ UN Equity HJ HEINZ CO Consumer Staples 72.43 3.09% 24.06.2013 2.58 2.83 2.67 1.46 1.33 1.05 -0.268 -0.596 -0.661 -0.402 -0.179 -0.123 0.003 0.018 0.022 0.012 0.005 0.004
HFC UN Equity HOLLYFRONTIER CORP Energy 48.40 3.10% 12.06.2013 37.38 37.73 37.89 37.80 38.00 37.87 -0.158 -0.149 -0.141 -0.117 -0.095 -0.091 0.006 0.004 0.003 0.001 0.001 0.001
HOLX UW Equity HOLOGIC INC Health Care 21.24 29.08 29.44 29.68 30.19 -0.086 -0.137 -0.157 -0.149 0.003 0.003 0.003 0.002
HD UN Equity HOME DEPOT INC Consumer Discretionary 78.00 2.06% 28.05.2013 18.66 18.32 18.19 19.19 21.41 22.38 -0.306 -0.257 -0.221 -0.197 -0.168 -0.148 0.012 0.011 0.008 0.005 0.003 0.002
HME UN Equity HOME PROPERTIES INC Financials 65.59 3.26% 14.08.2013 12.34 13.14 13.46 0.000 0.002 -0.017 0.000 0.000 0.000
AWAY UW Equity HOMEAWAY INC Consumer Discretionary 30.71 37.08 36.39 36.92 -0.247 -0.200 -0.179 0.007 0.007 0.006
HON UN Equity HONEYWELL INTERNATIONAL INC Industrials 78.86 2.83% 21.08.2013 14.77 16.02 16.69 17.90 20.20 21.42 -0.420 -0.333 -0.268 -0.226 -0.181 -0.162 0.015 0.012 0.010 0.006 0.003 0.002
HRL UN Equity HORMEL FOODS CORP Consumer Staples 42.89 1.70% 24.07.2013 20.01 20.26 20.11 18.76 -0.487 -0.359 -0.268 -0.153 0.019 0.012 0.008 0.004
HSP UN Equity HOSPIRA INC Health Care 34.18 29.85 29.90 29.73 28.71 27.95 27.88 -0.217 -0.215 -0.196 -0.121 -0.124 -0.115 0.005 0.008 0.008 0.002 0.004 0.002
HPT UN Equity HOSPITALITY PROPERTIES TRUST Financials 30.50 6.16% 26.07.2013 15.94 16.17 16.46 17.31 0.000 -0.102 -0.141 -0.123 0.000 0.003 0.004 0.005
HST UN Equity HOST HOTELS & RESORTS INC Financials 18.57 2.69% 28.06.2013 20.78 21.03 21.80 23.39 24.59 25.84 -0.170 -0.297 -0.317 -0.247 -0.182 -0.160 0.003 0.005 0.005 0.004 0.002 0.001
HHC UN Equity HOWARD HUGHES CORP/THE Financials 103.10 20.44 19.24 19.16 -0.074 -0.232 -0.258 0.002 0.006 0.007
HUB/B UN Equity HUBBELL INC -CL B Industrials 98.42 1.88% 26.09.2013 29.71 25.89 21.56 19.36 -0.920 -0.659 -0.481 -0.259 0.014 0.024 0.029 0.020
HCBK UW Equity HUDSON CITY BANCORP INC Financials 8.61 0.46% 07.08.2013 19.04 19.04 19.04 0.000 0.000 0.000 0.000 0.000 0.000
HUM UN Equity HUMANA INC Health Care 79.05 1.37% 25.09.2013 24.68 26.71 27.40 26.76 26.65 27.58 -0.247 -0.205 -0.179 -0.146 -0.122 -0.108 0.008 0.006 0.004 0.002 0.001 0.001
HBAN UW Equity HUNTINGTON BANCSHARES INC Financials 7.74 2.59% 17.09.2013 18.99 19.41 19.98 21.47 24.65 27.17 -0.159 -0.274 -0.233 -0.123 -0.091 -0.066 0.002 0.009 0.009 0.005 0.004 0.002
HII UN Equity HUNTINGTON INGALLS INDUSTRIE Industrials 54.41 0.74% 28.08.2013 21.35 21.97 22.50 23.65 -0.137 -0.198 -0.217 -0.199 0.002 0.006 0.007 0.005
HUN UN Equity HUNTSMAN CORP Materials 19.18 2.61% 13.09.2013 46.43 44.95 43.86 41.89 39.97 40.40 -0.038 -0.081 -0.123 -0.177 -0.134 -0.125 0.012 0.007 0.005 0.002 0.002 0.001
H UN Equity HYATT HOTELS CORP - CL A Consumer Discretionary 41.14 23.56 23.45 23.71 24.90 -0.106 -0.170 -0.201 -0.219 0.000 0.003 0.004 0.003
IACI UW Equity IAC/INTERACTIVECORP Information Technology 51.51 1.94% 12.08.2013 28.73 28.27 28.86 30.15 30.34 30.82 -0.264 -0.192 -0.167 -0.155 -0.119 -0.106 0.010 0.008 0.006 0.003 0.002 0.001
IEX UN Equity IDEX CORP Industrials 55.42 1.62% 17.07.2013 19.84 18.69 19.42 0.000 -0.147 -0.200 0.000 0.004 0.006
IDXX UW Equity IDEXX LABORATORIES INC Health Care 88.66 16.31 16.74 17.45 -0.195 -0.226 -0.228 0.003 0.005 0.005
IHS UN Equity IHS INC-CLASS A Industrials 102.76 21.46 21.47 21.48 22.19 -0.138 -0.138 -0.139 -0.106 0.003 0.003 0.003 0.002
ITW UN Equity ILLINOIS TOOL WORKS Industrials 69.64 2.35% 30.09.2013 15.28 15.99 16.63 18.09 19.07 19.97 -0.341 -0.308 -0.285 -0.244 -0.183 -0.156 0.009 0.009 0.008 0.005 0.003 0.002
ILMN UW Equity ILLUMINA INC Health Care 71.14 42.20 40.28 38.69 34.78 31.32 30.21 0.238 0.133 0.060 -0.078 -0.187 -0.151 0.002 0.002 0.002 0.001 0.000 0.000
INCY UW Equity INCYTE CORP Health Care 24.11 40.24 40.22 40.58 41.97 43.55 42.33 -0.535 -0.347 -0.248 -0.175 -0.257 -0.240 0.011 0.011 0.009 0.005 0.000 0.000
INFA UW Equity INFORMATICA CORP Information Technology 35.13 33.16 35.24 36.12 35.81 36.15 36.92 -0.256 -0.179 -0.143 -0.143 -0.135 -0.112 0.007 0.004 0.003 0.001 0.001 0.001
IR UN Equity INGERSOLL-RAND PLC Industrials 57.15 1.66% 13.09.2013 21.09 22.15 22.85 23.96 25.20 25.88 -0.351 -0.260 -0.207 -0.163 -0.147 -0.131 0.014 0.009 0.006 0.003 0.001 0.001
IM UN Equity INGRAM MICRO INC-CL A Information Technology 18.07 20.77 20.45 20.50 21.35 0.000 -0.142 -0.194 -0.147 0.000 0.003 0.005 0.003
INGR UN Equity INGREDION INC Consumer Staples 71.64 2.15% 02.07.2013 18.33 18.19 18.89 -0.160 -0.171 -0.167 0.003 0.005 0.005
TEG UN Equity INTEGRYS ENERGY GROUP INC Utilities 60.88 4.50% 29.05.2013 13.05 13.35 13.87 14.40 -0.231 -0.294 -0.306 -0.238 0.004 0.011 0.012 0.006
INTC UW Equity INTEL CORP Information Technology 24.08 3.82% 05.08.2013 19.17 20.60 20.43 21.11 22.02 22.84 -0.201 -0.248 -0.184 -0.156 -0.119 -0.099 0.011 0.011 0.008 0.005 0.003 0.002
IBKR UW Equity INTERACTIVE BROKERS GRO-CL A Financials 15.83 2.53% 30.08.2013 15.99 16.24 16.36 16.44 17.28 17.84 0.000 -0.033 -0.056 -0.096 -0.090 -0.056 0.000 0.000 0.001 0.004 0.003 0.002
ICE UN Equity INTERCONTINENTALEXCHANGE INC Financials 176.44 18.65 19.26 19.66 20.34 -0.418 -0.338 -0.287 -0.220 0.014 0.011 0.009 0.005
IBM UN Equity INTL BUSINESS MACHINES CORP Information Technology 203.13 1.94% 06.08.2013 15.04 17.46 17.73 17.05 17.53 18.28 -0.348 -0.248 -0.213 -0.184 -0.151 -0.124 0.013 0.011 0.008 0.004 0.003 0.002
IFF UN Equity INTL FLAVORS & FRAGRANCES Materials 81.32 1.78% 16.09.2013 15.17 16.52 17.04 17.11 -0.268 -0.343 -0.345 -0.239 0.004 0.007 0.008 0.006
IGT UN Equity INTL GAME TECHNOLOGY Consumer Discretionary 18.01 1.78% 18.06.2013 28.95 29.73 30.57 32.26 33.51 33.39 -0.094 -0.131 -0.136 -0.122 -0.101 -0.095 0.002 0.007 0.007 0.003 0.001 0.001
IP UN Equity INTERNATIONAL PAPER CO Materials 48.60 2.67% 15.08.2013 25.38 25.89 26.50 27.41 28.04 28.57 -0.372 -0.309 -0.258 -0.188 -0.151 -0.128 0.015 0.010 0.007 0.003 0.001 0.001
IPG UN Equity INTERPUBLIC GROUP OF COS INC Consumer Discretionary 14.88 1.61% 05.06.2013 22.82 23.63 24.91 27.09 28.46 29.92 0.080 -0.127 -0.172 -0.120 -0.122 -0.104 0.002 0.003 0.003 0.003 0.002 0.001
IPI UN Equity INTREPID POTASH INC Materials 17.50 27.09 27.79 28.54 30.75 -0.061 -0.089 -0.105 -0.127 0.001 0.003 0.004 0.002
INTU UW Equity INTUIT INC Information Technology 59.50 1.14% 08.07.2013 24.59 23.73 23.29 23.12 23.66 24.18 -0.205 -0.224 -0.209 -0.167 -0.148 -0.135 0.009 0.008 0.006 0.003 0.002 0.001
ISRG UW Equity INTUITIVE SURGICAL INC Health Care 485.49 26.63 30.05 30.91 30.55 30.03 29.96 -0.326 -0.261 -0.223 -0.175 -0.131 -0.116 0.014 0.007 0.004 0.002 0.001 0.001
IVZ UN Equity INVESCO LTD Financials 34.14 2.56% 22.08.2013 20.87 22.01 22.25 -0.173 -0.267 -0.268 0.006 0.007 0.007
IPGP UW Equity IPG PHOTONICS CORP Information Technology 60.62 33.59 34.71 35.91 -0.124 -0.149 -0.144 0.005 0.004 0.003
IRM UN Equity IRON MOUNTAIN INC Industrials 39.23 2.85% 19.06.2013 21.80 23.23 24.07 24.68 24.49 24.53 -0.348 -0.324 -0.269 -0.181 -0.170 -0.142 0.015 0.011 0.008 0.005 0.002 0.002
ITC UN Equity ITC HOLDINGS CORP Utilities 88.71 1.79% 04.06.2013 19.14 18.46 18.25 18.61 -0.042 -0.043 -0.065 -0.160 0.000 0.001 0.002 0.006
ITRI UW Equity ITRON INC Information Technology 41.56 26.55 28.45 29.30 29.53 -0.029 -0.104 -0.135 -0.146 0.000 0.004 0.005 0.002
ITT UN Equity ITT CORP Industrials 30.41 1.35% 28.08.2013 17.49 18.07 18.76 0.000 0.005 -0.036 0.000 0.000 0.002
ESI UN Equity ITT EDUCATIONAL SERVICES INC Consumer Discretionary 24.51 75.27 73.68 71.03 65.88 63.84 63.64 -0.060 -0.065 -0.081 -0.104 -0.083 -0.075 0.002 0.003 0.003 0.001 0.002 0.002
JBL UN Equity JABIL CIRCUIT INC Information Technology 19.64 1.22% 15.08.2013 29.98 28.31 27.83 29.26 30.33 31.77 -0.177 -0.170 -0.164 -0.162 -0.104 -0.099 0.000 0.003 0.004 0.003 0.001 0.001
JKHY UW Equity JACK HENRY & ASSOCIATES INC Information Technology 47.96 1.27% 05.09.2013 16.08 16.03 15.98 16.54 -0.239 -0.238 -0.236 -0.201 0.007 0.007 0.007 0.006
JEC UN Equity JACOBS ENGINEERING GROUP INC Industrials 51.80 23.25 23.90 24.55 -0.243 -0.248 -0.234 0.005 0.009 0.008
JNS UN Equity JANUS CAPITAL GROUP INC Financials 8.61 3.25% 08.08.2013 28.70 28.51 28.54 29.00 -0.056 -0.136 -0.167 -0.139 0.000 0.004 0.006 0.006
JAH UN Equity JARDEN CORP Consumer Discretionary 49.03 01.07.2013 21.33 21.04 21.49 -0.124 -0.130 -0.148 0.002 0.002 0.003
JBHT UW Equity HUNT (JB) TRANSPRT SVCS INC Industrials 73.58 0.87% 31.07.2013 21.23 23.08 23.87 24.01 23.43 24.12 -0.229 -0.265 -0.268 -0.224 -0.155 -0.125 0.005 0.005 0.005 0.003 0.005 0.003
JCP UN Equity J.C. PENNEY CO INC Consumer Discretionary 19.06 61.05 56.63 57.27 54.76 52.01 52.50 -0.120 -0.164 -0.162 -0.147 -0.110 -0.120 0.003 0.004 0.003 0.002 0.001 0.001
JDSU UW Equity JDS UNIPHASE CORP Information Technology 13.28 36.69 38.73 39.84 40.81 42.34 42.76 -0.303 -0.220 -0.175 -0.145 -0.152 -0.129 0.015 0.009 0.005 0.002 0.000 0.000
SJM UN Equity JM SMUCKER CO/THE Consumer Staples 103.86 2.19% 07.08.2013 17.65 16.58 16.20 -0.410 -0.330 -0.262 0.015 0.012 0.009
JW/A UN Equity WILEY (JOHN) & SONS-CLASS A Consumer Discretionary 39.00 2.77% 05.07.2013 52.87 41.05 34.21 29.42 0.622 0.477 0.301 -0.242 -0.012 -0.007 -0.004 0.016
IVt = atx + btx2
+ ct
Russell1000Index

15.05.2013
Dividend
Yield
Next Ex-
Dividend
Date
ATM3
Vol - 30D
ATM3
Vol - 60D
ATM3
Vol - 90D
ATM3
Vol - 6M
ATM3
Vol - 12M
ATM3
Vol - 18M
ATM3
Vol - 24M
Skew
(a) -
30D
Skew
(a) -
60D
Skew
(a) -
90D
Skew
(a) -
6M
Skew
(a) -
12M
Skew
(a) -
18M
Skew
(a) -
24M
Skew
(b) -
30D
Skew
(b) -
60D
Skew
(b) -
90D
Skew
(b) -
6M
Skew
(b) -
12M
Skew
(b) -
18M
Skew
(b) -
24M
JNJ UN Equity JOHNSON & JOHNSON Health Care 87.50 3.02% 23.08.2013 12.38 12.82 12.99 13.05 13.98 15.33 -0.323 -0.259 -0.221 -0.177 -0.128 -0.103 0.018 0.011 0.008 0.006 0.004 0.002
JCI UN Equity JOHNSON CONTROLS INC Consumer Discretionary 36.69 2.18% 05.06.2013 18.37 20.53 21.07 21.52 23.57 24.49 -0.277 -0.307 -0.280 -0.219 -0.174 -0.149 0.008 0.011 0.009 0.004 0.002 0.001
JLL UN Equity JONES LANG LASALLE INC Financials 96.96 0.23% 15.11.2013 20.89 22.41 23.23 24.10 -0.292 -0.342 -0.342 -0.237 0.007 0.008 0.008 0.006
JOY UN Equity JOY GLOBAL INC Industrials 56.39 1.37% 04.06.2013 38.83 36.68 36.27 37.40 38.66 39.06 -0.175 -0.181 -0.173 -0.150 -0.136 -0.123 0.003 0.003 0.002 0.001 0.001 0.001
JPM UN Equity JPMORGAN CHASE & CO Financials 50.85 2.99% 04.10.2013 20.45 21.03 20.82 20.87 21.88 22.92 -0.362 -0.303 -0.280 -0.222 -0.184 -0.151 0.016 0.012 0.007 0.004 0.003 0.002
JNPR UN Equity JUNIPER NETWORKS INC Information Technology 17.04 30.85 31.49 33.18 36.06 36.88 37.78 -0.082 -0.160 -0.169 -0.116 -0.081 -0.082 0.012 0.009 0.007 0.002 0.000 0.000
KSU UN Equity KANSAS CITY SOUTHERN Industrials 116.35 0.76% 12.09.2013 26.72 26.96 27.26 28.06 -0.224 -0.191 -0.174 -0.166 0.003 0.003 0.003 0.003
KAR UN Equity KAR AUCTION SERVICES INC Industrials 23.73 3.20% 19.09.2013 35.07 26.85 25.89 0.000 0.003 -0.261 0.000 0.000 0.004
KBR UN Equity KBR INC Industrials 32.07 1.00% 14.06.2013 26.41 27.42 28.04 28.83 -0.227 -0.212 -0.197 -0.159 0.007 0.005 0.003 0.002
K UN Equity KELLOGG CO Consumer Staples 65.47 2.78% 30.08.2013 11.34 12.76 13.46 13.89 14.63 14.90 -0.208 -0.249 -0.256 -0.210 -0.114 -0.105 0.005 0.007 0.008 0.005 0.003 0.002
KMPR UN Equity KEMPER CORP Financials 33.71 2.97% 14.08.2013
KMT UN Equity KENNAMETAL INC Industrials 42.13 1.66% 09.08.2013 25.64 26.01 26.32 -0.102 -0.186 -0.205 0.000 0.004 0.005
KEY UN Equity KEYCORP Financials 10.59 2.08% 31.05.2013 19.60 20.30 20.93 22.31 24.73 26.42 -0.235 -0.158 -0.123 -0.126 -0.101 -0.088 0.008 0.008 0.008 0.005 0.003 0.002
KRC UN Equity KILROY REALTY CORP Financials 58.25 2.49% 26.06.2013 16.83 16.78 16.74 17.08 -0.059 -0.059 -0.059 -0.188 0.000 0.000 0.000 0.004
KMB UN Equity KIMBERLY-CLARK CORP Consumer Staples 104.54 3.17% 04.09.2013 16.34 16.07 16.44 17.25 18.35 19.87 -0.482 -0.434 -0.381 -0.282 -0.204 -0.161 0.017 0.014 0.011 0.007 0.004 0.002
KIM UN Equity KIMCO REALTY CORP Financials 24.71 3.48% 30.09.2013 14.69 15.25 15.87 0.000 -0.150 -0.203 0.000 0.003 0.005
KMI UN Equity KINDER MORGAN INC Energy 40.08 4.29% 31.07.2013 17.10 16.69 16.73 17.79 19.69 20.45 -0.383 -0.275 -0.204 -0.151 -0.117 -0.120 0.020 0.017 0.014 0.007 0.002 0.002
KEX UN Equity KIRBY CORP Industrials 80.10 21.99 23.25 24.01 25.02 -0.343 -0.320 -0.291 -0.205 0.006 0.006 0.005 0.004
KLAC UW Equity KLA-TENCOR CORPORATION Information Technology 55.19 2.45% 08.08.2013 25.04 26.73 27.54 27.92 27.53 28.18 -0.236 -0.225 -0.211 -0.170 -0.143 -0.126 0.011 0.006 0.004 0.002 0.002 0.001
KSS UN Equity KOHLS CORP Consumer Discretionary 49.45 2.91% 03.06.2013 28.04 25.35 24.37 24.30 24.41 24.78 -0.216 -0.245 -0.239 -0.184 -0.163 -0.152 0.008 0.006 0.004 0.003 0.002 0.001
KOS UN Equity KOSMOS ENERGY LTD Energy 11.50 45.76 42.76 40.43 0.041 0.039 0.004 0.000 0.002 0.003
KRFT UW Equity KRAFT FOODS GROUP INC Consumer Staples 54.71 3.75% 28.06.2013 15.63 15.70 15.81 16.35 16.48 16.62 -0.295 -0.270 -0.244 -0.180 -0.141 -0.125 0.008 0.008 0.007 0.004 0.003 0.002
KR UN Equity KROGER CO Consumer Staples 35.14 1.92% 08.08.2013 22.88 21.32 20.98 21.31 21.26 21.50 -0.261 -0.265 -0.242 -0.180 -0.135 -0.118 0.011 0.011 0.009 0.004 0.002 0.001
KRO UN Equity KRONOS WORLDWIDE INC Materials 16.54 3.62% 09.09.2013 34.67 33.88 34.24 36.76 -0.140 -0.111 -0.085 -0.026 0.001 0.007 0.008 0.004
LTD UN Equity L BRANDS INC Consumer Discretionary 50.89 2.44% 05.06.2013 25.81 25.26 25.17 25.61 25.76 26.11 -0.319 -0.282 -0.253 -0.191 -0.154 -0.131 0.010 0.007 0.005 0.003 0.002 0.001
LLL UN Equity L-3 COMMUNICATIONS HOLDINGS Industrials 84.26 2.02% 16.08.2013 14.70 15.06 15.69 16.99 -0.404 -0.377 -0.323 -0.233 0.013 0.012 0.010 0.006
LH UN Equity LABORATORY CRP OF AMER HLDGS Health Care 95.80 15.75 17.20 18.09 19.28 -0.213 -0.218 -0.209 -0.162 0.005 0.005 0.005 0.004
LRCX UW Equity LAM RESEARCH CORP Information Technology 47.81 23.71 24.81 25.54 26.72 27.48 28.86 -0.215 -0.214 -0.207 -0.170 -0.154 -0.131 0.006 0.006 0.005 0.003 0.001 0.001
LAMR UW Equity LAMAR ADVERTISING CO-A Consumer Discretionary 48.38 29.38 27.11 26.60 26.92 26.22 26.21 -0.468 -0.367 -0.301 -0.246 -0.205 -0.181 0.015 0.010 0.006 0.003 0.002 0.001
LSTR UW Equity LANDSTAR SYSTEM INC Industrials 55.08 13.08.2013 21.63 22.27 22.71 -0.373 -0.218 -0.122 0.014 0.003 0.000
LPI UN Equity LAREDO PETROLEUM HOLDINGS IN Energy 17.06 35.34 35.34 34.66 -0.306 -0.139 -0.122 0.006 0.003 0.002
LVS UN Equity LAS VEGAS SANDS CORP Consumer Discretionary 59.27 2.45% 18.09.2013 27.11 27.41 28.54 30.23 30.42 32.21 -0.222 -0.185 -0.162 -0.132 -0.100 -0.086 0.017 0.009 0.005 0.002 0.001 0.001
LAZ UN Equity LAZARD LTD-CL A Financials 34.88 2.87% 08.08.2013 22.86 24.27 25.09 26.05 -0.233 -0.269 -0.276 -0.242 0.005 0.003 0.002 0.003
LEA UN Equity LEAR CORP Consumer Discretionary 60.10 1.18% 05.06.2013 21.14 21.87 22.77 25.10 -0.376 -0.306 -0.261 -0.186 0.012 0.013 0.012 0.005
LM UN Equity LEGG MASON INC Financials 34.75 1.50% 04.10.2013 23.71 25.20 26.19 27.37 -0.265 -0.256 -0.250 -0.231 0.004 0.005 0.004 0.002
LEG UN Equity LEGGETT & PLATT INC Consumer Discretionary 34.00 3.50% 13.09.2013 20.17 20.03 20.22 20.92 -0.296 -0.248 -0.219 -0.188 0.005 0.007 0.007 0.005
LPS UN Equity LENDER PROCESSING SERVICES Information Technology 29.08 1.38% 27.08.2013 27.76 29.28 30.24 31.89 -0.327 -0.369 -0.352 -0.200 0.005 0.005 0.005 0.003
LEN UN Equity LENNAR CORP-A Consumer Discretionary 43.70 0.37% 05.07.2013 31.48 32.81 33.45 33.74 34.23 34.86 -0.225 -0.200 -0.182 -0.154 -0.082 -0.085 0.008 0.005 0.004 0.002 0.001 0.001
LII UN Equity LENNOX INTERNATIONAL INC Industrials 64.80 1.51% 26.06.2013 22.77 23.64 24.14 24.59 -0.244 -0.237 -0.228 -0.198 0.006 0.005 0.005 0.003
LUK UN Equity LEUCADIA NATIONAL CORP Financials 31.67 0.79% 13.09.2013 23.03 22.72 22.74 23.49 24.64 25.22 0.000 -0.107 -0.151 -0.137 -0.082 -0.037 0.000 0.004 0.005 0.003 0.002 0.001
LVLT UN Equity LEVEL 3 COMMUNICATIONS INC Telecommunication Services 24.00 38.50 37.61 37.27 37.77 37.60 37.35 -0.014 -0.036 -0.049 -0.052 -0.027 -0.043 0.010 0.006 0.004 0.002 0.001 0.001
LXK UN Equity LEXMARK INTERNATIONAL INC-A Information Technology 30.60 3.92% 28.08.2013 36.17 35.81 37.12 40.49 42.01 42.03 -0.261 -0.188 -0.162 -0.155 -0.135 -0.121 0.010 0.007 0.004 0.002 0.001 0.001
LBTYA UW Equity LIBERTY GLOBAL INC-A Consumer Discretionary 76.49 24.25 24.10 24.26 24.81 25.42 25.91 -0.127 -0.102 -0.078 -0.059 -0.075 -0.085 0.012 0.008 0.007 0.005 0.000 0.001
LINTA UW Equity LIBERTY INTERACTIVE CORP-A Consumer Discretionary 23.41 21.00 20.62 21.17 22.55 23.95 26.02 -0.232 -0.283 -0.259 -0.167 -0.109 -0.100 0.003 0.006 0.005 0.003 0.003 0.002
LMCA UW Equity LIBERTY MEDIA CORP - A Consumer Discretionary 128.35 18.66 18.70 19.36 -0.100 -0.174 -0.200 0.002 0.005 0.005
LRY UN Equity LIBERTY PROPERTY TRUST Financials 44.07 4.31% 28.06.2013 12.42 13.11 13.28 0.000 -0.123 -0.172 0.000 0.002 0.004
LVNTA UW Equity LIBERTY VENTURES - SER A Consumer Discretionary 78.66
LIFE UW Equity LIFE TECHNOLOGIES CORP Health Care 73.54 8.23 7.20 6.62 7.35 0.000 -0.428 -0.564 -0.455 0.000 0.011 0.014 0.010
LPNT UW Equity LIFEPOINT HOSPITALS INC Health Care 47.49 23.53 23.75 24.16 25.29 -0.076 -0.171 -0.200 -0.153 0.001 0.003 0.004 0.002
LECO UW Equity LINCOLN ELECTRIC HOLDINGS Industrials 58.27 1.46% 25.09.2013 20.89 21.49 21.93 22.74 -0.072 -0.138 -0.167 -0.171 0.001 0.002 0.003 0.003
LNC UN Equity LINCOLN NATIONAL CORP Financials 35.58 1.57% 10.07.2013 26.95 26.48 26.83 28.04 29.17 30.19 -0.414 -0.389 -0.343 -0.241 -0.166 -0.151 0.012 0.009 0.007 0.003 0.001 0.001
LLTC UW Equity LINEAR TECHNOLOGY CORP Information Technology 37.88 2.80% 14.08.2013 18.24 19.38 19.99 21.02 -0.109 -0.190 -0.210 -0.184 0.003 0.006 0.007 0.004
LNKD UN Equity LINKEDIN CORP - A Information Technology 191.42 33.97 32.64 39.50 41.13 40.09 40.70 -0.148 -0.114 -0.093 -0.079 -0.072 -0.064 0.010 0.007 0.003 0.001 0.001 0.001
LKQ UW Equity LKQ CORP Consumer Discretionary 25.06 25.24 26.59 27.32 27.96 -0.196 -0.203 -0.200 -0.182 0.004 0.007 0.007 0.004
LMT UN Equity LOCKHEED MARTIN CORP Industrials 102.33 4.69% 29.08.2013 14.27 14.78 15.19 16.03 16.98 17.69 -0.467 -0.367 -0.308 -0.242 -0.179 -0.159 0.017 0.012 0.009 0.005 0.004 0.003
L UN Equity LOEWS CORP Financials 45.93 0.54% 30.08.2013 13.57 13.93 14.28 15.11 0.000 -0.092 -0.131 -0.150 0.000 0.003 0.004 0.003
LO UN Equity LORILLARD INC Consumer Staples 43.88 5.08% 28.08.2013 30.43 30.52 30.22 27.05 24.14 23.83 -0.396 -0.287 -0.236 -0.182 -0.144 -0.128 0.017 0.009 0.004 0.003 0.002 0.001
LOW UN Equity LOWE'S COS INC Consumer Discretionary 43.12 1.76% 22.07.2013 27.35 25.12 24.51 24.93 25.67 26.64 -0.296 -0.238 -0.207 -0.179 -0.150 -0.131 0.011 0.008 0.006 0.003 0.002 0.001
LPLA UW Equity LPL FINANCIAL HOLDINGS INC Financials 37.97 1.42% 14.08.2013 20.76 20.67 20.59 -0.088 -0.126 -0.124 0.000 0.001 0.001
LSI UW Equity LSI CORP Information Technology 7.03 30.54 30.40 31.08 33.13 35.65 37.19 0.000 -0.142 -0.165 -0.138 -0.138 -0.101 0.000 0.004 0.004 0.002 0.001 0.001
LYB UN Equity LYONDELLBASELL INDU-CL A Materials 64.77 3.40% 21.05.2013 28.32 28.56 28.92 29.93 31.07 31.70 -0.266 -0.251 -0.232 -0.177 -0.153 -0.133 0.008 0.006 0.004 0.003 0.000 0.000
MTB UN Equity M & T BANK CORP Financials 104.94 2.67% 30.05.2013 13.78 14.93 15.78 -0.280 -0.256 -0.244 0.008 0.008 0.007
MAC UN Equity MACERICH CO/THE Financials 70.13 3.48% 15.08.2013 15.90 15.58 15.70 16.72 -0.095 -0.256 -0.306 -0.190 0.002 0.008 0.009 0.005
CLI UN Equity MACK-CALI REALTY CORP Financials 28.32 4.24% 05.07.2013 14.42 14.42 15.57 0.000 0.000 -0.067 0.000 0.000 0.001
M UN Equity MACY'S INC Consumer Discretionary 48.38 2.07% 11.09.2013 24.65 24.04 23.94 24.48 25.36 26.01 -0.306 -0.259 -0.235 -0.206 -0.167 -0.145 0.012 0.009 0.006 0.003 0.002 0.001
MSG UW Equity MADISON SQUARE GARDEN CO-A Consumer Discretionary 61.95 21.55 21.97 22.29 22.91 -0.126 -0.161 -0.169 -0.145 0.006 0.006 0.005 0.003
MTW UN Equity MANITOWOC COMPANY INC Industrials 19.35 0.41% 27.11.2013 35.38 38.13 39.69 41.35 41.98 43.25 -0.329 -0.253 -0.213 -0.179 -0.166 -0.143 0.012 0.006 0.004 0.002 0.001 0.001
MAN UN Equity MANPOWERGROUP INC Industrials 56.81 1.62% 05.12.2013 26.01 27.08 28.07 30.18 -0.364 -0.334 -0.307 -0.208 0.014 0.010 0.008 0.003
MRO UN Equity MARATHON OIL CORP Energy 34.66 2.42% 12.08.2013 24.23 24.43 24.73 25.32 26.09 26.77 -0.382 -0.297 -0.243 -0.182 -0.144 -0.127 0.014 0.010 0.007 0.003 0.002 0.001
MPC UN Equity MARATHON PETROLEUM CORP Energy 79.92 1.86% 16.08.2013 33.15 32.40 32.62 33.91 35.57 36.67 -0.214 -0.185 -0.171 -0.137 -0.087 -0.084 0.007 0.005 0.005 0.003 0.000 0.000
MKL UN Equity MARKEL CORP Financials 530.71
MAR UN Equity MARRIOTT INTERNATIONAL -CL A Consumer Discretionary 43.98 1.55% 23.08.2013 18.48 19.96 21.00 22.27 23.63 24.87 -0.314 -0.351 -0.305 -0.201 -0.168 -0.150 0.008 0.009 0.008 0.004 0.002 0.001
MMC UN Equity MARSH & MCLENNAN COS Financials 40.55 2.47% 10.07.2013 14.03 13.44 13.75 15.22 -0.133 -0.226 -0.255 -0.234 0.001 0.003 0.005 0.005
MLM UN Equity MARTIN MARIETTA MATERIALS Materials 108.91 1.47% 31.05.2013 23.70 23.85 24.35 -0.438 -0.351 -0.297 0.012 0.008 0.006
MRVL UW Equity MARVELL TECHNOLOGY GROUP LTD Information Technology 11.33 2.12% 11.06.2013 45.98 43.47 42.21 41.63 38.44 39.05 -0.331 -0.304 -0.273 -0.152 -0.070 -0.072 0.010 0.008 0.006 0.003 0.001 0.001
MAS UN Equity MASCO CORP Industrials 22.29 1.37% 03.07.2013 32.52 32.98 34.02 35.86 36.24 36.31 -0.296 -0.289 -0.261 -0.202 -0.159 -0.145 0.002 0.004 0.004 0.001 0.001 0.001
MA UN Equity MASTERCARD INC-CLASS A Information Technology 572.57 0.42% 10.07.2013 17.08 17.06 17.85 19.94 21.78 22.79 -0.413 -0.337 -0.284 -0.218 -0.162 -0.134 0.013 0.009 0.006 0.004 0.002 0.001
MATX UN Equity MATSON INC Industrials 26.06 2.30% 30.07.2013 27.33 27.75 28.02 28.37 0.000 -0.118 -0.172 -0.200 0.000 0.005 0.006 0.004
MAT UW Equity MATTEL INC Consumer Discretionary 46.71 3.17% 26.08.2013 15.64 18.92 19.79 19.69 20.41 21.74 -0.228 -0.244 -0.226 -0.172 -0.131 -0.112 0.006 0.006 0.006 0.004 0.002 0.002
MXIM UW Equity MAXIM INTEGRATED PRODUCTS Information Technology 31.39 3.15% 26.08.2013 22.75 23.50 24.04 24.45 -0.207 -0.239 -0.239 -0.158 0.004 0.005 0.004 0.003
MBI UN Equity MBIA INC Financials 15.70 45.45 45.61 45.89 47.04 45.18 45.15 -0.190 -0.145 -0.124 -0.122 -0.141 -0.110 0.013 0.008 0.005 0.003 0.001 0.001
MKC UN Equity MCCORMICK & CO-NON VTG SHRS Consumer Staples 74.64 1.93% 02.07.2013 13.26 14.50 15.27 16.35 -0.591 -0.387 -0.263 -0.148 0.023 0.018 0.014 0.006
MDR UN Equity MCDERMOTT INTL INC Energy 9.01 33.58 36.58 38.17 39.44 40.82 41.50 0.206 -0.047 -0.153 -0.127 -0.092 -0.075 0.015 0.010 0.007 0.004 0.000 0.000
MCD UN Equity MCDONALD'S CORP Consumer Discretionary 101.77 3.22% 30.05.2013 12.99 12.72 13.20 14.15 14.81 15.56 -0.320 -0.254 -0.201 -0.147 -0.109 -0.105 0.016 0.014 0.011 0.007 0.004 0.002
MHFI UN Equity MCGRAW HILL FINANCIAL INC Financials 55.70 2.04% 23.08.2013 21.18 23.95 25.19 25.46 24.18 23.27 -0.399 -0.288 -0.226 -0.157 -0.127 -0.108 0.013 0.008 0.005 0.002 0.001 0.001
MCK UN Equity MCKESSON CORP Health Care 115.80 0.83% 30.05.2013 16.20 17.76 18.49 18.63 19.26 20.36 -0.390 -0.316 -0.275 -0.219 -0.200 -0.172 0.013 0.011 0.009 0.005 0.003 0.002
MDU UN Equity MDU RESOURCES GROUP INC Utilities 26.77 2.63% 04.06.2013 50.40 50.41 50.41 0.773 0.629 0.544 -0.022 -0.025 -0.026
MJN UN Equity MEAD JOHNSON NUTRITION CO Consumer Staples 80.54 1.74% 27.06.2013 22.07 24.62 25.42 24.34 24.53 24.79 -0.300 -0.173 -0.118 -0.146 -0.065 -0.078 0.013 0.007 0.004 0.005 0.000 0.000
MWV UN Equity MEADWESTVACO CORP Materials 35.86 2.96% 30.07.2013 26.22 25.21 24.52 23.43 -0.317 -0.242 -0.195 -0.164 0.022 0.014 0.009 0.004
MDVN UW Equity MEDIVATION INC Health Care 51.86 50.68 54.34 56.25 57.84 51.76 50.31 -0.338 -0.275 -0.238 -0.193 -0.196 -0.151 0.006 0.003 0.002 0.001 0.001 0.001
MD UN Equity MEDNAX INC Health Care 91.03 20.24 21.66 22.60 24.09 -0.350 -0.306 -0.277 -0.238 0.009 0.006 0.004 0.003
MDT UN Equity MEDTRONIC INC Health Care 49.86 2.25% 03.07.2013 18.19 17.21 16.89 17.71 18.81 19.45 -0.335 -0.232 -0.173 -0.168 -0.152 -0.140 0.015 0.013 0.011 0.006 0.003 0.002
MRK UN Equity MERCK & CO. INC. Health Care 46.74 3.77% 14.06.2013 15.76 15.90 16.29 17.08 18.46 19.91 -0.378 -0.272 -0.215 -0.167 -0.128 -0.112 0.015 0.010 0.007 0.005 0.003 0.002
MCY UN Equity MERCURY GENERAL CORP Financials 45.95 5.34% 13.09.2013 17.08 18.18 18.81 19.26 0.000 -0.181 -0.219 -0.151 0.000 0.010 0.012 0.007
MET UN Equity METLIFE INC Financials 42.57 2.58% 06.08.2013 23.75 23.69 24.17 24.94 26.45 27.67 -0.377 -0.342 -0.278 -0.196 -0.155 -0.137 0.010 0.008 0.006 0.003 0.002 0.001
MTD UN Equity METTLER-TOLEDO INTERNATIONAL Health Care 227.81 21.09 21.47 21.52 -0.163 -0.147 -0.143 0.001 0.000 0.000
MFA UN Equity MFA FINANCIAL INC Financials 9.12 9.65% 10.07.2013 15.60 17.18 16.75 0.000 -0.153 -0.159 0.000 0.002 0.002
MGM UN Equity MGM RESORTS INTERNATIONAL Consumer Discretionary 15.80 32.28 32.20 33.32 35.14 35.24 35.97 -0.214 -0.168 -0.143 -0.111 -0.082 -0.077 0.016 0.009 0.005 0.002 0.001 0.001
KORS UN Equity MICHAEL KORS HOLDINGS LTD Consumer Discretionary 61.24 47.26 44.94 43.44 41.54 41.20 41.17 -0.240 -0.196 -0.170 -0.149 -0.120 -0.105 0.005 0.004 0.003 0.001 0.001 0.001
MCHP UW Equity MICROCHIP TECHNOLOGY INC Information Technology 37.73 3.76% 20.08.2013 18.83 19.56 20.31 22.01 -0.225 -0.283 -0.267 -0.203 0.006 0.007 0.006 0.002
MU UW Equity MICRON TECHNOLOGY INC Information Technology 10.86 41.62 41.27 41.64 42.79 43.04 42.70 -0.201 -0.227 -0.217 -0.174 -0.159 -0.159 0.007 0.005 0.003 0.002 0.001 0.001
MCRS UW Equity MICROS SYSTEMS INC Information Technology 43.39 23.51 24.09 24.58 25.75 -0.210 -0.236 -0.239 -0.194 0.003 0.007 0.007 0.004
MSFT UW Equity MICROSOFT CORP Information Technology 33.72 3.00% 14.08.2013 19.58 20.21 19.83 19.70 20.75 22.01 -0.392 -0.240 -0.196 -0.143 -0.115 -0.089 0.014 0.008 0.007 0.005 0.003 0.002
MAA UN Equity MID-AMERICA APARTMENT COMM Financials 72.94 3.88% 11.07.2013 11.91 12.14 12.29 12.45 -0.059 -0.100 -0.109 -0.057 0.000 0.002 0.003 0.001
MHK UN Equity MOHAWK INDUSTRIES INC Consumer Discretionary 119.40 26.44 27.94 28.63 28.99 -0.206 -0.196 -0.184 -0.150 0.005 0.004 0.003 0.002
MOLX UW Equity MOLEX INC Information Technology 29.46 3.26% 25.09.2013 19.95 22.04 22.71 22.54 0.000 -0.120 -0.158 -0.135 0.000 0.003 0.004 0.005
TAP UN Equity MOLSON COORS BREWING CO -B Consumer Staples 51.01 2.82% 06.06.2013 29.09 29.52 28.68 26.57 25.76 25.79 -0.173 -0.146 -0.131 -0.122 -0.114 -0.094 0.012 0.007 0.005 0.003 0.001 0.001
MCP UN Equity MOLYCORP INC Materials 7.01 76.78 77.48 77.50 76.04 75.99 74.66 0.052 -0.078 -0.135 -0.130 -0.073 -0.082 0.008 0.005 0.004 0.002 0.001 0.001
MDLZ UW Equity MONDELEZ INTERNATIONAL INC-A Consumer Staples 31.39 1.66% 28.06.2013 25.40 22.76 21.21 20.42 18.97 20.84 -0.577 -0.448 -0.349 -0.202 -0.070 -0.048 0.023 0.016 0.012 0.005 0.004 0.002
MON UN Equity MONSANTO CO Materials 108.67 1.50% 03.07.2013 18.72 20.51 21.11 21.61 23.25 24.60 -0.408 -0.277 -0.224 -0.189 -0.155 -0.131 0.015 0.012 0.009 0.004 0.002 0.001
MNST UW Equity MONSTER BEVERAGE CORP Consumer Staples 56.71 34.20 34.56 35.03 36.51 37.15 37.20 -0.309 -0.292 -0.274 -0.225 -0.167 -0.143 0.016 0.010 0.006 0.003 0.001 0.001
MCO UN Equity MOODY'S CORP Financials 67.38 1.25% 22.08.2013 27.17 28.81 29.47 29.68 28.29 28.67 -0.362 -0.311 -0.270 -0.200 -0.172 -0.143 0.010 0.007 0.005 0.003 0.002 0.001
MS UN Equity MORGAN STANLEY Financials 24.45 0.94% 29.07.2013 28.94 30.04 30.08 29.30 29.49 30.65 -0.389 -0.326 -0.283 -0.224 -0.162 -0.128 0.009 0.005 0.003 0.002 0.001 0.001
MORN UW Equity MORNINGSTAR INC Consumer Discretionary 70.40 0.75% 09.10.2013 17.53 18.03 18.39 18.94 -0.088 -0.211 -0.252 -0.170 0.001 0.005 0.006 0.002
MOS UN Equity MOSAIC CO/THE Materials 61.31 2.06% 30.07.2013 26.85 27.24 27.56 28.32 28.15 27.63 -0.122 -0.131 -0.136 -0.134 -0.141 -0.133 0.018 0.010 0.006 0.002 0.002 0.001
MSI UN Equity MOTOROLA SOLUTIONS INC Information Technology 56.99 1.98% 13.09.2013 18.49 18.61 19.33 20.97 21.93 22.21 -0.168 -0.223 -0.211 -0.166 -0.149 -0.134 0.006 0.013 0.012 0.004 0.002 0.001
MRC UN Equity MRC GLOBAL INC Industrials 32.32 27.27 26.52 26.24 26.60 -0.080 -0.183 -0.220 -0.182 0.000 0.004 0.006 0.005
MSM UN Equity MSC INDUSTRIAL DIRECT CO-A Industrials 83.48 1.51% 10.07.2013 20.01 21.59 22.56 23.89 -0.153 -0.334 -0.384 -0.298 0.001 0.008 0.010 0.008
MSCI UN Equity MSCI INC Financials 34.37 21.88 23.31 24.02 24.67 -0.141 -0.223 -0.250 -0.209 0.003 0.004 0.005 0.004
MUR UN Equity MURPHY OIL CORP Energy 63.57 1.47% 16.08.2013 21.44 22.38 23.01 24.14 25.10 25.28 -0.191 -0.249 -0.236 -0.183 -0.163 -0.158 0.005 0.007 0.006 0.003 0.002 0.001
MYL UW Equity MYLAN INC Health Care 30.03 23.79 23.59 23.61 23.79 24.35 25.15 -0.073 -0.139 -0.156 -0.144 -0.111 -0.096 0.004 0.008 0.007 0.003 0.002 0.001
MYGN UW Equity MYRIAD GENETICS INC Health Care 33.73 53.44 63.31 57.92 48.12 -0.346 -0.394 -0.310 -0.219 0.005 0.003 0.001 0.000
NBR UN Equity NABORS INDUSTRIES LTD Energy 15.75 1.02% 09.09.2013 37.25 38.09 38.63 39.43 40.56 42.25 -0.120 -0.103 -0.096 -0.101 -0.097 -0.081 0.003 0.003 0.002 0.002 0.001 0.001
NDAQ UW Equity NASDAQ OMX GROUP/THE Financials 30.98 1.68% 11.09.2013 25.51 25.31 25.22 25.25 -0.150 -0.121 -0.108 -0.108 0.008 0.006 0.004 0.003
Russell1000Index
IVt = atx + btx
2
+ ct

Russell 1000 Index - Dividends and Implied Volatility Surfaces Parameters

Russell 1000 Index - Dividends and Implied Volatility Surfaces Parameters

Recomendados

Recomendados

Más contenido relacionado

La actualidad más candente

La actualidad más candente (20)

Destacado

Destacado (14)

Similar a Russell 1000 Index - Dividends and Implied Volatility Surfaces Parameters

Similar a Russell 1000 Index - Dividends and Implied Volatility Surfaces Parameters (20)

Más de BCV

Más de BCV (20)

Último

Último (20)

Russell 1000 Index - Dividends and Implied Volatility Surfaces Parameters