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Similar a S&P 1000 Index - Dividends and Implied Volatility Surface Parameters (20)
S&P 1000 Index - Dividends and Implied Volatility Surface Parameters
- 1. 16.10.2012
Option Implied Volatility Skew Parameters by Terms:
At The Money Implied Volatilities by Terms 2
IVt = atx + btx + ct
Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
Dividend ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol -
Ticker Name GICS_SECTOR_NAME ATM Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) -
Yield 30D 60D 90D 6M 12M 18M 24M
Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
DDD UN Equity 3D SYSTEMS CORP Information Technology 37.79 60.63 57.40 56.97 59.40 60.25 59.85 59.50 -0.366 -0.209 -0.151 -0.120 -0.105 -0.085 -0.064 0.006 0.004 0.002 0.001 0.001 0.001 0.001
SHLM UW Equity SCHULMAN (A.) INC Materials 23.34 3.43% 19.10.2012 34.48 33.13 32.92 33.88 0.000 -0.116 -0.155 -0.193 0.000 0.004 0.004 0.003
AAON UW Equity AAON INC Industrials 18.86 1.33% 30.11.2012 35.24 35.15 35.06 33.21 -0.085 -0.085 -0.085 -0.064 0.000 0.000 0.001 0.000
AIR UN Equity AAR CORP Industrials 16.46 1.91% 31.01.2013 35.59 34.82 35.13 37.11 -0.110 -0.142 -0.154 -0.173 0.001 0.005 0.006 0.003
AAN UN Equity AARON'S INC Consumer Discretionary 27.23 0.25% 30.11.2012 31.05 31.05 31.05 31.05 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
ABAX UW Equity ABAXIS INC Health Care 36.29 51.70 46.05 43.38 40.39 -0.532 -0.352 -0.265 -0.152 0.007 0.003 0.002 0.000
ABM UN Equity ABM INDUSTRIES INC Industrials 18.06 3.32% 02.01.2013 82.03 102.61 84.19 36.74 0.000 0.638 0.877 -0.466 0.000 -0.017 -0.003 0.058
AKR UN Equity ACADIA REALTY TRUST Financials 25.36 2.84% 28.12.2012 17.97 16.97 16.77 0.000 0.003 -0.015 0.000 0.000 0.000
ACIW UW Equity ACI WORLDWIDE INC Information Technology 40.78 33.79 32.92 32.68 32.67 -0.245 -0.236 -0.213 -0.126 0.004 0.004 0.003 0.002
ACOR UW Equity ACORDA THERAPEUTICS INC Health Care 23.61 89.53 64.67 57.05 53.35 -1.560 -0.261 0.125 -0.368 0.105 0.046 0.021 0.008
ATU UN Equity ACTUANT CORP-A Industrials 28.05 0.14% 25.09.2013 35.14 36.04 36.21 35.82 -0.152 -0.164 -0.167 -0.167 0.001 0.006 0.007 0.006
AYI UN Equity ACUITY BRANDS INC Industrials 61.64 0.73% 14.01.2013 27.63 31.07 32.19 33.03 -0.225 -0.174 -0.170 -0.216 0.005 0.005 0.004 0.004
ACXM UW Equity ACXIOM CORP Information Technology 17.71 33.69 33.30 33.48 33.55 0.000 0.409 0.397 -0.208 0.000 0.002 0.004 0.012
ADTN UW Equity ADTRAN INC Information Technology 15.72 2.35% 29.01.2013 49.10 48.96 48.93 47.87 52.12 46.48 40.91 -0.108 -0.053 -0.114 -0.204 -0.177 -0.089 0.041 0.005 0.004 0.003 0.002 0.002 0.003 0.000
AAP UN Equity ADVANCE AUTO PARTS INC Consumer Discretionary 67.77 0.35% 19.12.2012 32.71 29.47 28.88 -0.329 -0.264 -0.221 0.008 0.005 0.003
AEIS UW Equity ADVANCED ENERGY INDUSTRIES Information Technology 11.62 37.21 39.97 40.98 42.01 0.000 -0.096 -0.130 -0.158 0.000 0.001 0.002 0.005
ADVS UW Equity ADVENT SOFTWARE INC Information Technology 24.15 35.45 35.33 35.55 36.48 -0.105 -0.137 -0.149 -0.160 0.001 0.003 0.003 0.002
ACM UN Equity AECOM TECHNOLOGY CORP Industrials 21.58 34.67 33.16 32.73 -0.157 -0.232 -0.225 0.001 0.007 0.007
AEGN UW Equity AEGION CORP Industrials 18.79 44.82 37.60 37.81 0.000 -0.113 -0.099 0.000 0.001 0.001
ARO UN Equity AEROPOSTALE INC Consumer Discretionary 12.75 45.18 46.40 46.99 48.01 49.48 49.94 50.04 -0.187 -0.190 -0.187 -0.172 -0.152 -0.132 -0.113 0.005 0.003 0.002 0.001 0.001 0.001 0.001
AVAV UW Equity AEROVIRONMENT INC Industrials 23.61 30.35 30.35 31.62 -0.264 -0.264 -0.220 0.008 0.008 0.006
AMG UN Equity AFFILIATED MANAGERS GROUP Financials 122.92 24.59 23.50 24.08 -0.540 -0.427 -0.376 0.015 0.009 0.006
AFFX UW Equity AFFYMETRIX INC Health Care 3.47 64.95 64.94 64.94 57.70 -0.038 -0.038 -0.038 -0.093 0.000 0.000 0.000 0.000
AGCO UN Equity AGCO CORP Industrials 47.11 1.27% 13.11.2012 33.40 32.95 33.15 34.38 -0.522 -0.394 -0.329 -0.232 0.017 0.009 0.006 0.003
AGYS UW Equity AGILYSYS INC Information Technology 8.65 48.93 48.95 48.97 49.48 -0.234 -0.234 -0.234 -0.150 0.000 0.000 0.000 0.000
AIRM UW Equity AIR METHODS CORP Health Care 110.89 42.93 40.23 39.27 38.49 -0.213 -0.225 -0.216 -0.161 0.006 0.004 0.004 0.005
AKS UN Equity AK STEEL HOLDING CORP Materials 5.32 61.48 61.21 62.68 60.14 60.03 -0.285 -0.299 -0.248 -0.228 -0.178 0.013 0.011 0.007 0.003 0.002
AKRX UW Equity AKORN INC Health Care 12.51 46.93 43.65 43.86 0.000 -0.384 -0.410 0.000 0.016 0.013
ALK UN Equity ALASKA AIR GROUP INC Industrials 37.10 30.60 28.86 28.58 29.53 -0.143 -0.204 -0.217 -0.196 0.000 0.003 0.004 0.003
AIN UN Equity ALBANY INTL CORP-CL A Industrials 21.96 2.64% 03.01.2013
ALB UN Equity ALBEMARLE CORP Materials 52.35 1.67% 15.03.2013 28.48 27.84 28.27 -0.323 -0.365 -0.342 0.006 0.006 0.005
ALEX UN Equity ALEXANDER & BALDWIN INC Financials 27.47 35.19 39.97 38.02 -0.339 -0.208 -0.173 0.022 0.008 0.014
ARE UN Equity ALEXANDRIA REAL ESTATE EQUIT Financials 73.85 2.91% 28.12.2012 19.89 18.30 18.32 20.32 0.000 -0.128 -0.187 -0.266 0.000 0.002 0.003 0.003
ALGN UW Equity ALIGN TECHNOLOGY INC Health Care 36.87 55.20 49.08 47.65 49.83 52.21 52.16 51.40 -0.377 -0.308 -0.270 -0.205 -0.119 -0.088 -0.075 0.006 0.005 0.004 0.002 0.001 0.001 0.001
Y UN Equity ALLEGHANY CORP Financials 350.40
ALGT UW Equity ALLEGIANT TRAVEL CO Industrials 69.81 31.91 31.99 31.98 32.40 -0.315 -0.519 -0.502 -0.237 0.005 0.010 0.009 0.003
ALE UN Equity ALLETE INC Utilities 41.59 4.57% 15.11.2012
ADS UN Equity ALLIANCE DATA SYSTEMS CORP Information Technology 138.71 25.30 22.94 22.64 -0.444 -0.355 -0.338 0.011 0.009 0.007
AOI UN Equity ALLIANCE ONE INTERNATIONAL Consumer Staples 3.25
LNT UN Equity ALLIANT ENERGY CORP Utilities 44.56 4.21% 23.01.2013 18.04 15.06 14.22 14.80 0.000 0.018 0.002 -0.099 0.000 0.000 0.000 0.002
ATK UN Equity ALLIANT TECHSYSTEMS INC Industrials 53.42 1.54% 03.12.2012 38.44 34.12 32.44 30.92 -0.133 -0.192 -0.210 -0.189 0.010 0.005 0.003 0.002
MDRX UW Equity ALLSCRIPTS HEALTHCARE SOLUTI Health Care 13.75 45.37 49.69 47.91 -0.287 -0.361 -0.326 0.025 0.002 -0.002
AFAM UW Equity ALMOST FAMILY INC Health Care 20.97 37.16 36.05 35.02 31.91 -0.065 -0.233 -0.263 -0.135 0.000 0.001 0.001 0.000
ANR UN Equity ALPHA NATURAL RESOURCES INC Energy 8.48 88.47 83.77 81.12 77.61 73.62 -0.168 -0.218 -0.209 -0.134 -0.112 0.007 0.004 0.003 0.002 0.001
CAS UN Equity CASTLE (A.M.) & CO Materials 12.74 06.11.2012 55.72 56.65 56.53 -0.049 -0.131 -0.157 -0.001 0.004 0.004
AMCX UW Equity AMC NETWORKS INC-A Consumer Discretionary 42.35 47.12 42.16 40.88 -0.047 -0.178 -0.201 0.000 -0.002 -0.002
ACO UN Equity AMCOL INTERNATIONAL CORP Materials 33.12 2.42% 07.12.2012 38.72 38.17 38.13 -0.220 -0.109 -0.111 0.002 0.001 0.001
AMED UW Equity AMEDISYS INC Health Care 12.08 53.87 50.16 47.98 -0.154 -0.115 -0.246 0.003 0.003 0.007
ACC UN Equity AMERICAN CAMPUS COMMUNITIES Financials 43.48 3.40% 15.11.2012 20.20 16.77 17.30 0.000 -0.148 -0.218 0.000 0.011 0.012
AEO UN Equity AMERICAN EAGLE OUTFITTERS Consumer Discretionary 21.89 2.19% 21.12.2012 31.04 31.86 32.75 34.65 36.00 36.63 37.02 -0.160 -0.220 -0.219 -0.164 -0.136 -0.120 -0.102 0.008 0.005 0.003 0.002 0.001 0.001 0.001
AFG UN Equity AMERICAN FINANCIAL GROUP INC Financials 38.26 1.53% 09.01.2013 17.61 17.57 18.06 -0.139 -0.139 -0.091 0.001 0.002 0.001
AM UN Equity AMERICAN GREETINGS CORP-CL A Consumer Discretionary 17.06 3.69% 27.12.2012 17.84 21.28 21.80 20.58 0.000 -0.291 -0.324 -0.226 0.000 0.006 0.006 0.004
APEI UW Equity AMERICAN PUBLIC EDUCATION Consumer Discretionary 37.17 44.30 39.13 38.42 -0.370 -0.226 -0.171 0.010 0.011 0.009
ASEI UW Equity AMERICAN SCIENCE & ENGINEERI Industrials 64.12 3.12% 23.11.2012 39.06 32.47 30.27 30.22 -0.113 -0.175 -0.189 -0.146 -0.002 0.002 0.004 0.007
AWR UN Equity AMERICAN STATES WATER CO Utilities 43.90 3.28% 09.11.2012 16.35 16.35 17.16 0.000 0.000 -0.024 0.000 0.000 0.000
S&P 1000 Index
AVD UN Equity AMERICAN VANGUARD CORP Materials 34.00 0.47% 03.04.2013 43.06 43.71 44.23 45.68 -0.202 -0.165 -0.161 -0.196 0.005 0.012 0.013 0.008
AGP UN Equity AMERIGROUP CORP Health Care 91.65 4.54 4.54 4.54 3.92 3.92 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
AMSF UW Equity AMERISAFE INC Financials 27.01
AME UN Equity AMETEK INC Industrials 34.82 0.69% 07.12.2012 26.78 24.11 24.07 -0.317 -0.344 -0.246 0.008 0.011 0.012
AHS UN Equity AMN HEALTHCARE SERVICES INC Health Care 9.52 81.24 81.24 81.24 81.24 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
AMSG UW Equity AMSURG CORP Health Care 27.25 35.28 32.69 31.59 0.000 -0.131 -0.163 0.000 0.000 0.001
ALOG UW Equity ANALOGIC CORP Health Care 79.64 0.55% 17.12.2012 22.78 26.26 27.40 28.58 -0.295 -0.257 -0.234 -0.193 0.006 0.007 0.006 0.004
ANDE UW Equity ANDERSONS INC/THE Consumer Staples 37.70 1.91% 03.01.2013 32.28 29.46 29.35 -0.197 -0.272 -0.262 0.001 0.008 0.007
AXE UN Equity ANIXTER INTERNATIONAL INC Information Technology 55.29 33.44 33.27 33.06 32.34 -0.153 -0.105 -0.094 -0.110 0.001 0.002 0.002 0.001
ANN UN Equity ANN INC Consumer Discretionary 36.87 39.45 38.12 37.15 39.48 40.46 -0.479 -0.367 -0.301 -0.269 -0.218 0.008 0.003 0.002 0.001 0.001
ANSS UW Equity ANSYS INC Information Technology 70.31 29.69 27.67 27.39 28.90 -0.417 -0.387 -0.346 -0.230 0.006 0.008 0.008 0.003
AOS UN Equity SMITH (A.O.) CORP Industrials 56.13 1.48% 30.01.2013 28.95 27.57 27.36 27.99 -0.187 -0.196 -0.198 -0.195 0.003 0.004 0.004 0.002
AOL UN Equity AOL INC Information Technology 37.22 34.76 30.53 29.17 29.04 29.11 28.85 28.45 -0.334 -0.253 -0.215 -0.171 -0.124 -0.098 -0.079 0.014 0.005 0.002 0.001 0.000 0.000 0.000
APOG UW Equity APOGEE ENTERPRISES INC Industrials 19.70 1.83% 08.02.2013 45.96 48.35 48.36 44.97 0.000 -0.333 -0.442 -0.568 0.000 0.008 0.010 0.012
AINV UW Equity APOLLO INVESTMENT CORP Financials 7.85 10.19% 11.12.2012 23.14 25.34 25.08 0.000 -0.107 -0.118 0.000 0.001 0.004
AIT UN Equity APPLIED INDUSTRIAL TECH INC Industrials 41.03 2.41% 15.11.2012 33.24 33.24 33.24 31.90 -0.255 -0.250 -0.246 -0.020 0.007 0.007 0.008 0.016
AREX UW Equity APPROACH RESOURCES INC Energy 27.89 49.27 47.40 47.62 50.70 -0.371 -0.315 -0.281 -0.210 0.007 0.006 0.005 0.001
ATR UN Equity APTARGROUP INC Materials 51.45 1.75% 05.11.2012 22.07 22.13 22.30 22.86 -0.260 -0.232 -0.216 -0.181 0.004 0.004 0.004 0.003
WTR UN Equity AQUA AMERICA INC Utilities 25.04 2.80% 15.02.2013 18.13 17.07 17.24 0.000 -0.151 -0.168 0.000 0.003 0.004
ARB UN Equity ARBITRON INC Consumer Discretionary 38.35 1.04% 14.12.2012 32.58 32.58 32.58 33.33 0.000 0.000 0.000 -0.032 0.000 0.000 0.000 0.000
ACI UN Equity ARCH COAL INC Energy 7.79 1.54% 28.11.2012 78.65 74.60 72.31 67.87 67.17 67.30 67.38 -0.221 -0.230 -0.224 -0.188 -0.144 -0.120 -0.103 0.006 0.003 0.002 0.001 0.001 0.001 0.001
ACAT UW Equity ARCTIC CAT INC Consumer Discretionary 38.99 55.22 53.49 54.03 -0.251 -0.240 -0.226 0.004 0.002 0.002
ABFS UW Equity ARKANSAS BEST CORP Industrials 8.27 2.18% 09.11.2012 63.99 63.28 61.69 -0.221 -0.077 -0.090 -0.002 -0.001 0.000
ARQL UQ Equity ARQULE INC Health Care 2.65 121.00 124.10 118.73 95.62 0.000 0.173 0.183 0.070 0.000 0.002 0.003 0.001
ARRS UW Equity ARRIS GROUP INC Information Technology 12.68 33.33 31.94 31.53 31.51 0.281 -0.105 -0.226 -0.229 0.007 0.007 0.006 0.003
ARW UN Equity ARROW ELECTRONICS INC Information Technology 32.91 41.66 32.98 30.79 0.000 -0.391 -0.418 0.000 0.005 0.004
AJG UN Equity ARTHUR J GALLAGHER & CO Financials 36.19 3.84% 28.12.2012 26.24 26.24 26.24 18.96 0.009 0.008 0.008 -0.167 0.000 0.000 0.000 0.003
ASNA UW Equity ASCENA RETAIL GROUP INC Consumer Discretionary 20.25 32.34 35.11 35.28 -0.158 -0.273 -0.262 0.004 0.004 0.003
ASH UN Equity ASHLAND INC Materials 70.06 1.43% 30.11.2012 31.93 29.71 29.29 30.52 32.66 -0.477 -0.393 -0.343 -0.250 -0.187 0.013 0.008 0.006 0.003 0.002
AHL UN Equity ASPEN INSURANCE HOLDINGS LTD Financials 31.25 2.18% 09.11.2012 21.66 20.74 20.81 0.000 0.000 0.000 0.000 0.000 0.000
ASBC UW Equity ASSOCIATED BANC-CORP Financials 12.73 2.28% 07.11.2012 31.14 33.20 33.32 0.000 0.008 -0.029 0.000 0.000 0.001
ASTE UW Equity ASTEC INDUSTRIES INC Industrials 31.10 48.41 47.46 45.15 -0.412 0.191 0.125 -0.005 0.003 0.001
AF UN Equity ASTORIA FINANCIAL CORP Financials 10.20 1.57% 13.11.2012 28.85 28.78 28.92 29.54 0.000 0.038 0.007 -0.161 0.000 -0.001 0.000 0.003
ATNI UW Equity ATLANTIC TELE-NETWORK INC Telecommunication Services 43.37 2.35% 28.12.2012 38.67 38.65 38.63 -0.093 -0.093 -0.093 0.001 0.001 0.001
ATML UW Equity ATMEL CORP Information Technology 4.80 65.42 56.43 55.35 57.30 56.65 -0.066 -0.058 -0.098 -0.195 -0.164 0.007 0.005 0.004 0.002 0.001
ATMI UW Equity ATMI INC Information Technology 18.00 39.74 36.99 36.95 -0.017 -0.246 -0.260 0.000 0.005 0.004
ATO UN Equity ATMOS ENERGY CORP Utilities 35.66 3.93% 23.11.2012
ATW UN Equity ATWOOD OCEANICS INC Energy 46.74 29.95 28.72 29.00 -0.416 -0.364 -0.320 0.009 0.007 0.006
AVID UW Equity AVID TECHNOLOGY INC Information Technology 8.89 57.75 56.31 54.58 -0.273 -0.246 -0.226 0.002 0.001 0.002
AVA UN Equity AVISTA CORP Utilities 25.90 4.59% 27.11.2012 20.72 17.83 17.24 0.000 -0.252 -0.158 0.000 0.008 0.005
AVT UN Equity AVNET INC Information Technology 27.07 33.64 33.53 33.60 34.02 -0.264 -0.295 -0.271 -0.153 0.011 0.004 0.002 0.006
AZZ UN Equity AZZ INC Industrials 35.66 1.57% 30.01.2013 28.14 31.29 31.99 31.21 -0.062 -0.136 -0.157 -0.157 0.004 0.002 0.002 0.003
BGS UN Equity B&G FOODS INC Consumer Staples 28.13 4.05% 28.12.2012 31.51 28.27 27.42 28.04 -0.149 -0.179 -0.195 -0.240 0.002 0.008 0.009 0.005
BEAV UW Equity B/E AEROSPACE INC Industrials 43.96 29.92 28.11 28.16 30.67 -0.154 -0.213 -0.224 -0.202 0.005 0.006 0.006 0.003
BMI UN Equity BADGER METER INC Information Technology 37.04 1.86% 28.11.2012 38.26 38.33 38.40 34.10 0.163 0.163 0.163 -0.179 0.000 0.000 0.000 0.008
BCPC UW Equity BALCHEM CORP Materials 34.98 0.57% 14.12.2012 32.82 32.40 32.17 31.80 -0.148 -0.167 -0.171 -0.159 0.004 0.002 0.002 0.002
BYI UN Equity BALLY TECHNOLOGIES INC Consumer Discretionary 46.61 31.07 28.48 27.94 29.61 29.56 29.87 30.45 -0.263 -0.206 -0.202 -0.283 -0.127 -0.086 -0.113 0.005 0.005 0.005 0.001 0.008 0.007 0.003
BXS UN Equity BANCORPSOUTH INC Financials 14.12 0.28% 13.12.2012 31.34 30.12 29.83 30.26 0.000 -0.077 -0.101 -0.109 0.000 0.001 0.001 0.000
BKMU UW Equity BANK MUTUAL CORP Financials 4.40 0.91% 16.11.2012 52.18 52.18 52.18 0.000 0.000 0.000 0.000 0.000 0.000
BOH UN Equity BANK OF HAWAII CORP Financials 44.11 4.08% 28.11.2012 22.14 21.35 20.94 20.56 -0.287 -0.260 -0.252 -0.272 0.005 0.005 0.007 0.012
OZRK UW Equity BANK OF THE OZARKS Financials 32.44 1.29% 09.01.2013 32.79 29.67 27.95 24.48 0.000 -0.052 -0.090 -0.161 0.000 -0.002 -0.001 0.005
BKS UN Equity BARNES & NOBLE INC Consumer Discretionary 15.49 67.87 66.94 66.92 67.97 65.19 66.62 70.89 -0.174 -0.199 -0.195 -0.145 -0.184 -0.193 -0.174 0.009 0.005 0.003 0.002 0.002 0.002 0.001
B UN Equity BARNES GROUP INC Industrials 24.21 2.07% 28.11.2012 30.09 28.45 28.48 -0.186 -0.095 -0.103 0.002 0.001 0.002
BAS UN Equity BASIC ENERGY SERVICES INC Energy 11.30 56.07 50.89 50.28 54.29 -0.258 -0.183 -0.164 -0.178 0.014 0.009 0.007 0.002
BBCN UW Equity BBCN BANCORP INC Financials 12.39 0.97% 26.12.2012
BELFB UW Equity BEL FUSE INC-CL B Information Technology 16.34 1.96% 17.01.2013
BDC UN Equity BELDEN INC Industrials 37.51 0.53% 12.12.2012 41.66 40.80 40.73 -0.148 -0.003 -0.034 0.001 -0.001 0.004
BHE UN Equity BENCHMARK ELECTRONICS INC Information Technology 15.44 43.32 40.03 38.90 38.45 0.000 -0.109 -0.151 -0.182 0.000 0.000 0.001 0.001
BGFV UW Equity BIG 5 SPORTING GOODS CORP Consumer Discretionary 9.11 3.79% 30.11.2012
BH UN Equity BIGLARI HOLDINGS INC Consumer Discretionary 370.00
BBG UN Equity BILL BARRETT CORP Energy 24.59 50.45 48.19 47.68 -0.244 -0.261 -0.235 0.010 0.003 0.001
BIO UN Equity BIO-RAD LABORATORIES-A Health Care 105.04 32.39 29.77 28.84 -0.325 -0.294 -0.276 0.005 0.006 0.005
BRLI UW Equity BIO-REFERENCE LABS INC Health Care 32.11 33.75 35.93 36.91 38.41 -0.183 -0.132 -0.122 -0.131 0.000 0.003 0.004 0.002
BMR UN Equity BIOMED REALTY TRUST INC Financials 19.23 4.63% 28.12.2012 22.12 22.12 21.90 0.000 0.000 0.024 0.000 0.000 0.000
BJRI UW Equity BJ'S RESTAURANTS INC Consumer Discretionary 40.11 33.54 32.60 31.92 30.56 -0.278 -0.331 -0.320 -0.236 0.005 0.009 0.009 0.003
BBOX UW Equity BLACK BOX CORP Information Technology 25.27 1.35% 28.12.2012 38.89 38.89 38.89 0.000 0.000 0.000 0.000 0.000 0.000
BKH UN Equity BLACK HILLS CORP Utilities 35.48 4.21% 16.11.2012 19.54 18.75 18.74 19.54 0.000 0.018 0.011 -0.028 0.000 0.000 0.000 0.001
BLKB UW Equity BLACKBAUD INC Information Technology 24.14 2.11% 28.11.2012 35.26 35.65 35.54 -0.078 -0.193 -0.236 0.001 0.005 0.005
BCOR UW Equity BLUCORA INC Information Technology 17.84 49.07 44.39 42.78 42.14 -0.186 -0.195 -0.188 -0.131 0.008 0.002 0.001 0.002
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
- 2. 16.10.2012
Option Implied Volatility Skew Parameters by Terms:
At The Money Implied Volatilities by Terms
IVt = atx + btx2 + ct
Next Ex- Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
Dividend ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol -
Ticker Name GICS_SECTOR_NAME ATM Ref Dividend (a) - (a) - (a) - (a) - (a) - (a) - (a) - (b) - (b) - (b) - (b) - (b) - (b) - (b) -
Yield 30D 60D 90D 6M 12M 18M 24M
Date 30D 60D 90D 6M 12M 18M 24M 30D 60D 90D 6M 12M 18M 24M
NILE UW Equity BLUE NILE INC Consumer Discretionary 39.70 73.65 64.22 60.73 58.52 -0.233 -0.168 -0.151 -0.172 0.005 0.004 0.003 0.001
BTH UN Equity BLYTH INC Consumer Discretionary 26.96 0.37% 25.04.2013 66.48 62.43 61.04 0.290 -0.005 -0.099 0.003 0.002 0.001
BOBE UW Equity BOB EVANS FARMS Consumer Discretionary 38.21 2.97% 28.11.2012 31.91 28.98 28.84 -0.162 -0.294 -0.264 0.002 0.011 0.009
SAM UN Equity BOSTON BEER COMPANY INC-A Consumer Staples 106.81 36.28 34.00 33.58 -0.304 -0.245 -0.194 0.012 0.006 0.003
BPFH UW Equity BOSTON PRIVATE FINL HOLDING Financials 9.51 1.05% 16.11.2012 31.99 31.99 31.99 31.99 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
EPAY UW Equity BOTTOMLINE TECHNOLOGIES INC Information Technology 24.68 31.42 31.42 30.96 0.000 0.000 0.000 0.000 0.000 0.000
BYD UN Equity BOYD GAMING CORP Consumer Discretionary 6.46 50.75 46.06 47.61 47.01 49.78 -0.100 -0.178 -0.290 -0.225 -0.164 0.000 0.010 0.006 0.001 0.000
BRC UN Equity BRADY CORPORATION - CL A Industrials 30.34 2.54% 09.01.2013
BRE UN Equity BRE PROPERTIES INC Financials 46.58 3.37% 14.12.2012 25.72 25.72 25.72 21.68 0.000 0.000 0.000 -0.416 0.000 0.000 0.000 0.014
BGG UN Equity BRIGGS & STRATTON Industrials 18.79 2.58% 30.11.2012 28.72 28.32 28.60 29.27 -0.046 -0.195 -0.257 -0.284 0.000 0.007 0.008 0.005
BCO UN Equity BRINK'S CO/THE Industrials 27.11 1.48% 13.11.2012 32.29 29.24 29.22 0.049 -0.317 -0.356 -0.001 0.005 0.004
EAT UN Equity BRINKER INTERNATIONAL INC Consumer Discretionary 32.91 2.52% 05.12.2012 34.83 30.63 29.55 30.71 -0.194 -0.251 -0.257 -0.214 0.002 0.005 0.006 0.003
BRS UN Equity BRISTOW GROUP INC Energy 49.65 1.71% 16.11.2012 27.31 26.33 26.72 0.000 -0.065 -0.082 0.000 0.001 0.002
BR UN Equity BROADRIDGE FINANCIAL SOLUTIO Information Technology 22.79 3.20% 12.12.2012 17.59 17.59 25.08 0.000 0.000 0.000 0.000 0.000 0.000
BRKL UW Equity BROOKLINE BANCORP INC Financials 8.40 4.05% 07.11.2012
BRKS UW Equity BROOKS AUTOMATION INC Information Technology 7.14 4.48% 12.12.2012 36.97 36.04 36.26 37.96 0.000 0.039 0.007 -0.166 0.000 -0.001 0.000 0.004
BRO UN Equity BROWN & BROWN INC Financials 26.30 1.37% 29.10.2012 30.14 26.54 23.64 0.000 0.014 -0.060 0.000 -0.001 0.003
BWS UN Equity BROWN SHOE COMPANY INC Consumer Discretionary 16.27 1.72% 19.12.2012 40.95 36.61 37.93 45.92 -0.099 -0.104 -0.134 -0.176 0.000 -0.003 -0.001 0.010
BC UN Equity BRUNSWICK CORP Consumer Discretionary 23.55 0.21% 16.11.2012 46.61 45.23 43.35 -0.328 -0.347 -0.262 0.005 0.001 0.003
BKI UN Equity BUCKEYE TECHNOLOGIES INC Materials 31.24 1.22% 13.11.2012 35.90 33.94 33.63 34.76 -0.161 -0.178 -0.186 -0.209 -0.002 0.004 0.005 0.003
BKE UN Equity BUCKLE INC/THE Consumer Discretionary 45.12 1.77% 14.01.2013 34.10 32.04 31.67 -0.319 -0.246 -0.203 0.005 0.004 0.003
BWLD UW Equity BUFFALO WILD WINGS INC Consumer Discretionary 88.57 49.42 40.83 38.30 -0.523 -0.363 -0.291 0.006 0.005 0.005
CAB UN Equity CABELA'S INC Consumer Discretionary 54.92 40.18 35.04 34.14 -0.244 -0.202 -0.189 0.003 0.005 0.004
CBT UN Equity CABOT CORP Materials 36.68 2.29% 21.11.2012 34.17 34.27 34.32 35.08 -0.231 -0.219 -0.211 -0.190 -0.001 0.000 0.001 0.000
CCMP UW Equity CABOT MICROELECTRONICS CORP Information Technology 33.85 35.38 31.77 31.00 32.60 -0.101 -0.174 -0.188 -0.160 0.002 0.006 0.006 0.003
CACI UN Equity CACI INTERNATIONAL INC -CL A Information Technology 49.10 32.38 30.64 30.30 -0.277 -0.299 -0.279 0.003 0.005 0.004
CDNS UW Equity CADENCE DESIGN SYS INC Information Technology 12.56 33.55 33.12 32.82 32.11 -0.068 -0.199 -0.234 -0.224 0.001 0.001 0.001 0.002
CALM UW Equity CAL-MAINE FOODS INC Consumer Staples 42.92 2.25% 22.01.2013 25.78 24.66 24.68 25.87 -0.159 -0.103 -0.093 -0.127 0.001 0.007 0.008 0.004
CLMS UW Equity CALAMOS ASSET MANAGEMENT-A Financials 11.00 4.09% 16.11.2012 46.08 38.92 37.20 38.45 -0.165 -0.221 -0.250 -0.294 -0.001 -0.002 -0.002 0.003
CVGW UW Equity CALAVO GROWERS INC Consumer Staples 25.52 2.55% 27.11.2013 38.42 38.00 38.78 41.35 0.000 -0.181 -0.197 -0.195 0.000 0.010 0.010 0.009
CCC UN Equity CALGON CARBON CORP Materials 13.34 41.21 36.80 35.38 35.01 0.000 -0.122 -0.165 -0.168 0.000 0.003 0.004 0.001
ELY UN Equity CALLAWAY GOLF COMPANY Consumer Discretionary 6.35 0.63% 14.11.2012 41.27 37.18 35.82 35.47 0.000 -0.134 -0.167 -0.152 0.000 0.007 0.008 0.004
CBM UN Equity CAMBREX CORP Health Care 13.29 55.32 55.32 55.32 55.32 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
CPT UN Equity CAMDEN PROPERTY TRUST Financials 63.37 3.72% 28.12.2012 22.27 22.22 22.17 22.02 -0.044 -0.044 -0.044 -0.044 0.000 0.000 0.000 0.000
CMN UN Equity CANTEL MEDICAL CORP Health Care 25.56 0.47% 16.01.2013 32.63 31.81 32.34 0.000 0.030 -0.011 0.000 -0.001 0.000
CPLA UW Equity CAPELLA EDUCATION CO Consumer Discretionary 36.86 42.27 47.04 45.37 -0.221 -0.105 -0.037 0.000 -0.010 -0.006
CRR UN Equity CARBO CERAMICS INC Energy 64.08 1.73% 31.01.2013 52.90 46.24 46.47 46.68 46.41 -0.265 -0.208 -0.154 -0.192 -0.136 0.004 0.006 0.003 0.001 0.001
CATM UW Equity CARDTRONICS INC Information Technology 29.15 42.19 37.98 37.58 -0.063 -0.153 -0.152 0.001 0.010 0.009
CECO UW Equity CAREER EDUCATION CORP Consumer Discretionary 3.88 77.25 69.07 67.05 69.33 66.50 -0.002 -0.198 -0.253 -0.194 -0.065 0.000 0.006 0.007 0.002 0.000
CSL UN Equity CARLISLE COS INC Industrials 52.77 1.55% 14.11.2012 29.26 30.62 30.96 -0.304 -0.333 -0.325 0.006 0.004 0.003
CRS UN Equity CARPENTER TECHNOLOGY Materials 51.97 1.50% 01.02.2013 36.90 36.81 37.03 -0.463 -0.336 -0.290 0.011 0.005 0.003
CRI UN Equity CARTER'S INC Consumer Discretionary 52.94 35.90 31.17 30.01 -0.478 -0.323 -0.270 0.009 0.008 0.006
CASC UN Equity CASCADE CORP Industrials 54.67 2.84% 24.12.2012 41.61 39.40 38.49 38.46 0.000 -0.051 -0.055 -0.062 0.000 0.006 0.006 0.001
CASY UW Equity CASEY'S GENERAL STORES INC Consumer Staples 50.97 1.33% 31.01.2013 27.87 24.33 23.84 24.82 0.000 0.154 0.168 0.031 0.000 -0.002 -0.002 0.001
CSH UN Equity CASH AMERICA INTL INC Financials 38.84 0.36% 29.10.2012 40.04 33.08 31.39 -0.372 -0.161 -0.080 0.007 0.011 0.008
CATY UW Equity CATHAY GENERAL BANCORP Financials 17.12 0.70% 28.11.2012 35.41 36.42 36.42 35.06 0.000 -0.013 -0.055 -0.180 0.000 -0.003 -0.001 0.008
CATO UN Equity CATO CORP-CLASS A Consumer Discretionary 29.32 3.62% 20.12.2012 48.33 46.90 45.33 41.09 0.000 0.042 0.010 -0.205 0.000 -0.002 0.000 0.008
CBEY UW Equity CBEYOND INC Telecommunication Services 9.11 51.65 51.65 53.21 0.000 0.000 0.000 0.000 0.000 0.000
CBOE UW Equity CBOE HOLDINGS INC Financials 29.34 2.08% 28.11.2012 18.17 17.32 17.73 19.01 19.74 -0.166 -0.246 -0.302 -0.208 -0.178 0.001 0.006 0.008 0.005 0.002
CDI UN Equity CDI CORP Industrials 16.56 3.14% 06.11.2012 51.43 51.36 51.30 47.55 -0.137 -0.137 -0.136 -0.037 0.001 0.001 0.001 0.001
CEC UN Equity CEC ENTERTAINMENT INC Consumer Discretionary 29.97 3.20% 27.11.2012 34.52 34.45 34.71 -0.251 -0.250 -0.140 0.007 0.007 0.004
CDR UN Equity CEDAR REALTY TRUST INC Financials 5.60 3.57% 09.11.2012
CNC UN Equity CENTENE CORP Health Care 35.54 51.06 46.67 46.18 -0.180 -0.132 -0.114 0.011 0.005 0.003
CENTA UW Equity CENTRAL GARDEN AND PET CO-A Consumer Staples 12.10 35.80 36.09 35.58 0.000 -0.183 -0.199 0.000 0.004 0.004
CENX UW Equity CENTURY ALUMINUM COMPANY Materials 7.21 54.59 54.74 53.40 54.76 54.69 -0.424 -0.273 -0.216 -0.213 -0.190 0.019 0.008 0.005 0.002 0.002
S&P 1000 Index
CRDN UW Equity CERADYNE INC Industrials 34.98 1.71% 07.12.2012 1.33 1.33 1.33 0.000 0.000 0.000 0.000 0.000 0.000
CEVA UW Equity CEVA INC Information Technology 14.44 51.56 50.94 50.68 -0.162 -0.084 -0.092 0.003 0.001 0.001
CHG UN Equity CH ENERGY GROUP INC Utilities 64.91 3.42% 04.01.2013
CRL UN Equity CHARLES RIVER LABORATORIES Health Care 39.98 29.69 29.53 29.57 30.05 -0.335 -0.331 -0.316 -0.257 0.008 0.007 0.006 0.003
CKP UN Equity CHECKPOINT SYSTEMS INC Information Technology 8.11 57.90 54.56 53.40 52.85 0.000 0.053 0.040 -0.085 0.000 0.001 0.001 -0.001
CAKE UW Equity CHEESECAKE FACTORY INC/THE Consumer Discretionary 34.58 1.39% 06.11.2012 28.59 26.08 25.61 26.75 28.96 -0.213 -0.269 -0.279 -0.214 -0.155 0.012 0.007 0.005 0.003 0.002
CHE UN Equity CHEMED CORP Health Care 69.79 1.07% 16.11.2012 24.51 24.75 25.12 -0.186 -0.306 -0.332 0.003 0.005 0.005
CHS UN Equity CHICO'S FAS INC Consumer Discretionary 18.72 1.40% 06.12.2012 25.42 29.42 30.88 33.43 35.27 36.28 37.17 -0.235 -0.320 -0.349 -0.284 -0.193 -0.164 -0.141 0.005 0.006 0.005 0.002 0.001 0.001 0.001
PLCE UW Equity CHILDREN'S PLACE Consumer Discretionary 61.75 36.72 32.71 31.21 -0.360 -0.317 -0.273 0.006 0.003 0.003
CBK UN Equity CHRISTOPHER & BANKS CORP Consumer Discretionary 3.63
CHD UN Equity CHURCH & DWIGHT CO INC Consumer Staples 53.37 1.97% 15.11.2012 19.77 18.50 19.36 24.06 -0.015 -0.005 -0.021 -0.107 0.000 0.001 0.000 -0.004
CBR UN Equity CIBER INC Information Technology 3.25 74.29 74.29 74.29 74.29 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
CIEN UW Equity CIENA CORP Information Technology 13.15 49.22 52.19 52.95 52.69 52.39 52.13 51.84 -0.236 -0.243 -0.234 -0.192 -0.184 -0.176 -0.164 0.003 0.002 0.002 0.001 0.001 0.001 0.001
XEC UN Equity CIMAREX ENERGY CO Energy 60.94 0.85% 13.02.2013 40.57 39.46 39.14 -0.225 -0.182 -0.191 0.010 0.005 0.003
CBB UN Equity CINCINNATI BELL INC Telecommunication Services 5.54 45.17 45.22 45.28 48.65 -0.072 -0.071 -0.069 -0.097 -0.001 -0.001 -0.001 -0.001
CNK UN Equity CINEMARK HOLDINGS INC Consumer Discretionary 23.33 3.60% 20.11.2012 29.52 24.37 23.64 0.000 -0.205 -0.222 0.000 0.009 0.009
CIR UN Equity CIRCOR INTERNATIONAL INC Industrials 35.43 0.42% 14.11.2012 35.14 35.82 36.42 38.05 0.000 -0.194 -0.236 -0.194 0.000 0.002 0.003 0.001
CRUS UW Equity CIRRUS LOGIC INC Information Technology 38.75 76.51 66.09 62.02 60.82 58.82 -0.186 -0.152 -0.163 -0.142 -0.123 0.003 0.002 0.002 0.001 0.001
CHCO UW Equity CITY HOLDING CO Financials 34.63 3.03% 09.01.2013 35.67 33.01 31.81 0.000 0.003 -0.011 0.000 0.000 0.001
CYN UN Equity CITY NATIONAL CORP Financials 49.50 2.32% 29.10.2012 26.18 25.37 25.34 26.16 -0.118 -0.187 -0.205 -0.199 0.002 0.004 0.004 0.002
CLC UN Equity CLARCOR INC Industrials 44.88 1.21% 02.01.2013 22.67 22.77 23.70 -0.200 -0.226 -0.234 0.005 0.002 0.001
CLH UN Equity CLEAN HARBORS INC Industrials 47.84 35.34 32.83 32.41 33.69 -0.258 -0.252 -0.240 -0.189 0.007 0.004 0.002 0.001
CLW UN Equity CLEARWATER PAPER CORP Materials 41.31 33.73 31.66 31.60 33.93 -0.253 -0.225 -0.201 -0.138 0.006 0.006 0.006 0.003
CNL UN Equity CLECO CORPORATION Utilities 41.59 3.31% 08.11.2012 32.34 32.34 29.08 0.000 0.000 0.000 0.000 0.000 0.000
CLD UN Equity CLOUD PEAK ENERGY INC Energy 19.31 40.97 40.54 40.56 41.25 -0.435 -0.348 -0.292 -0.175 0.012 0.007 0.005 0.000
CGNX UW Equity COGNEX CORP Information Technology 35.96 1.39% 28.11.2012 34.85 35.02 35.58 37.63 -0.374 -0.311 -0.264 -0.183 0.006 0.001 0.001 0.007
COHU UW Equity COHU INC Information Technology 9.03 2.77% 23.11.2012 104.45 104.45 104.45 92.56 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
CSTR UW Equity COINSTAR INC Consumer Discretionary 43.81 59.58 51.57 48.67 47.33 46.09 45.39 44.89 -0.207 -0.195 -0.191 -0.188 -0.157 -0.132 -0.111 0.002 0.003 0.002 0.002 0.001 0.001 0.000
CWTR UW Equity COLDWATER CREEK INC Consumer Discretionary 3.79 166.50 168.77 171.01 177.56 -0.566 -0.604 -0.640 -0.625 0.008 0.005 0.002 0.002
CLP UN Equity COLONIAL PROPERTIES TRUST Financials 20.76 3.76% 01.11.2012 33.04 33.04 33.04 0.000 0.000 0.000 0.000 0.000 0.000
COLB UW Equity COLUMBIA BANKING SYSTEM INC Financials 18.58 2.42% 05.11.2012 48.20 48.21 48.23 43.63 -0.218 -0.218 -0.218 -0.190 0.001 0.001 0.001 0.008
FIX UN Equity COMFORT SYSTEMS USA INC Industrials 10.54 1.90% 28.11.2012
CBSH UW Equity COMMERCE BANCSHARES INC Financials 38.95 2.44% 28.11.2012 24.94 24.94 24.94 24.94 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
CMC UN Equity COMMERCIAL METALS CO Materials 13.65 4.62% 22.10.2012 39.25 35.54 35.17 -0.385 -0.466 -0.423 0.001 0.005 0.004
CBU UN Equity COMMUNITY BANK SYSTEM INC Financials 27.66 4.12% 12.12.2012 24.91 24.87 24.84 25.84 -0.205 -0.203 -0.201 -0.123 0.008 0.008 0.008 0.004
CYH UN Equity COMMUNITY HEALTH SYSTEMS INC Health Care 28.56 47.69 43.60 42.47 -0.324 -0.313 -0.293 0.007 0.002 0.000
CVLT UW Equity COMMVAULT SYSTEMS INC Information Technology 57.04 48.50 43.09 41.85 43.81 -0.116 -0.127 -0.120 -0.071 0.007 0.004 0.003 0.001
CMP UN Equity COMPASS MINERALS INTERNATION Materials 77.33 2.77% 30.11.2012 25.17 23.04 22.85 -0.310 -0.311 -0.284 0.008 0.007 0.006
CPSI UW Equity COMPUTER PROGRAMS & SYSTEMS Health Care 53.76 3.76% 06.11.2012 39.32 36.33 35.32 0.154 -0.457 -0.486 0.045 0.043 0.032
CPWR UW Equity COMPUWARE CORP Information Technology 9.59 34.77 35.38 35.02 32.49 0.000 -0.207 -0.238 -0.061 0.000 0.005 0.006 0.001
SCOR UW Equity COMSCORE INC Information Technology 15.82 43.22 41.22 40.82 0.000 -0.066 -0.101 0.000 0.000 0.000
CRK UN Equity COMSTOCK RESOURCES INC Energy 20.08 54.85 53.31 53.31 -0.276 -0.245 -0.210 0.001 0.003 0.002
CMTL UW Equity COMTECH TELECOMMUNICATIONS Information Technology 26.76 4.11% 22.01.2013 26.89 29.68 30.71 31.61 -0.036 -0.149 -0.175 -0.158 0.000 0.003 0.003 0.003
CNW UN Equity CON-WAY INC Industrials 28.50 1.40% 15.02.2013 42.60 38.69 38.28 -0.416 -0.355 -0.310 0.004 0.003 0.002
CNQR UW Equity CONCUR TECHNOLOGIES INC Information Technology 68.50 39.47 37.42 37.20 38.79 -0.317 -0.217 -0.207 -0.283 0.013 0.013 0.011 0.003
CNMD UW Equity CONMED CORP Health Care 28.61 2.10% 14.12.2012 36.98 35.23 34.02 31.25 0.000 -0.308 -0.374 -0.289 0.000 0.008 0.011 0.011
CGX UN Equity CONSOLIDATED GRAPHICS INC Industrials 29.40 42.44 43.96 44.50 44.80 -0.318 -0.187 -0.140 -0.106 0.008 0.001 -0.001 0.000
MCF UA Equity CONTANGO OIL & GAS Energy 51.54 30.68 28.80 28.47 29.57 -0.228 -0.209 -0.202 -0.206 0.004 0.005 0.005 0.002
CVG UN Equity CONVERGYS CORP Information Technology 16.07 1.24% 19.12.2012 39.18 29.95 26.69 28.71 0.000 -0.045 -0.105 -0.156 0.000 0.000 0.000 0.001
COO UN Equity COOPER COS INC/THE Health Care 97.66 0.06% 17.01.2013 23.79 26.41 27.29 28.04 -0.433 -0.317 -0.263 -0.177 0.012 0.006 0.004 0.002
CPRT UW Equity COPART INC Industrials 26.74 22.56 24.61 23.92 22.77 -0.120 -0.161 -0.201 -0.222 0.001 -0.001 0.001 0.005
CLGX UN Equity CORELOGIC INC Information Technology 27.12 34.66 31.31 30.61 31.78 -0.288 -0.298 -0.283 -0.190 0.006 0.008 0.007 0.002
COCO UW Equity CORINTHIAN COLLEGES INC Consumer Discretionary 2.63 71.36 68.22 67.28 66.25 66.14 0.000 -0.390 -0.354 -0.120 -0.105 0.000 0.001 0.001 0.000 -0.001
CEB UN Equity CORPORATE EXECUTIVE BOARD CO Industrials 50.66 1.47% 12.12.2012 34.14 29.35 28.65 -0.177 -0.272 -0.278 0.003 0.007 0.007
OFC UN Equity CORPORATE OFFICE PROPERTIES Financials 25.66 4.29% 28.12.2012 22.85 22.11 22.76 0.000 -0.144 -0.248 0.000 0.005 0.005
CXW UN Equity CORRECTIONS CORP OF AMERICA Industrials 33.32 2.40% 07.12.2012 37.89 35.25 35.31 -0.142 -0.176 -0.204 0.005 0.003 0.004
CRVL UW Equity CORVEL CORP Health Care 44.84
CUZ UN Equity COUSINS PROPERTIES INC Financials 8.19 2.20% 13.11.2012 30.78 30.78 30.78 30.78 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000
CVD UN Equity COVANCE INC Health Care 49.36 26.68 30.81 31.26 28.67 -0.468 -0.312 -0.246 -0.133 0.016 0.001 -0.002 -0.001
CBRL UW Equity CRACKER BARREL OLD COUNTRY Consumer Discretionary 66.85 2.99% 16.01.2013 20.09 22.98 23.97 -0.418 -0.331 -0.294 0.015 0.010 0.007
CR UN Equity CRANE CO Industrials 40.65 2.80% 28.11.2012 28.40 25.73 25.61 0.000 -0.146 -0.187 0.000 0.005 0.006
CREE UW Equity CREE INC Information Technology 25.45 54.79 46.24 46.73 47.12 48.38 -0.272 -0.252 -0.271 -0.208 -0.176 -0.003 0.002 0.003 0.001 0.001
CROX UW Equity CROCS INC Consumer Discretionary 15.67 52.34 47.45 46.61 49.89 50.58 -0.405 -0.309 -0.278 -0.197 -0.152 0.007 0.004 0.003 0.002 0.001
CCRN UW Equity CROSS COUNTRY HEALTHCARE INC Health Care 4.49
CRY UN Equity CRYOLIFE INC Health Care 6.07 1.65% 12.12.2012 41.23 41.23 41.23 40.91 -0.065 -0.065 -0.065 -0.108 0.000 0.000 0.000 0.000
CSGS UW Equity CSG SYSTEMS INTL INC Information Technology 21.77 31.89 30.68 30.45 0.000 0.109 0.056 0.000 -0.001 -0.001
CTS UN Equity CTS CORP Information Technology 8.49 1.65% 26.12.2012 38.51 38.51 38.51 37.19 0.000 0.000 0.000 -0.063 0.000 0.000 0.000 0.000
CUB UN Equity CUBIC CORP Industrials 50.64 0.47% 06.03.2013 33.06 32.99 33.99 32.60 -0.165 -0.166 -0.159 -0.251 0.000 0.000 -0.001 0.013
CBST UW Equity CUBIST PHARMACEUTICALS INC Health Care 46.11 30.08 28.60 28.20 29.13 30.62 -0.272 -0.220 -0.181 -0.141 -0.163 0.005 0.002 0.001 0.001 0.001
CFR UN Equity CULLEN/FROST BANKERS INC Financials 55.88 3.47% 28.11.2012 21.83 19.71 19.17 19.87 -0.353 -0.271 -0.245 -0.246 0.004 0.007 0.007 0.005
CW UN Equity CURTISS-WRIGHT CORP Industrials 30.81 1.17% 28.11.2012 38.22 38.22 35.03 0.000 0.000 0.000 0.000 0.000 0.000
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