Implied Volatilities and Dividends - Ishares ETFs
Content
26.03.2013
Option Implied Volatility Skew Parameters by Terms:
2
IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
ETF - All iShares US Offering
Ticker
ISI US Equity
OEF US Equity
IVV US Equity
IVW US Equity
IVE US Equity
IJH US Equity
IJK US Equity
IJJ US Equity
IJR US Equity
IJT US Equity
IJS US Equity
ICF US Equity
IYM US Equity
IYC US Equity
IYK US Equity
IYE US Equity
IYF US Equity
IYG US Equity
IYH US Equity
IYJ US Equity
IYR US Equity
IYW US Equity
IYZ US Equity
IYT US Equity
IDU US Equity
IYY US Equity
IGE US Equity
IGM US Equity
IBB US Equity
ITA US Equity
IAI US Equity
IHF US Equity
ITB US Equity
IAK US Equity
IHI US Equity
IEZ US Equity
IEO US Equity
IHE US Equity
IAT US Equity
IWV US Equity
IWZ US Equity
IWW US Equity
IWB US Equity
IWF US Equity
IWD US Equity
IWR US Equity
IWP US Equity
IWS US Equity
IWM US Equity
IWO US Equity
IWN US Equity
IWC US Equity
IWL US Equity
IWX US Equity
IWY US Equity
FXI US Equity
EWA US Equity
EWO US Equity
EWK US Equity
EWZ US Equity
EWZS US Equity
EWC US Equity
ECH US Equity
MCHI US Equity
ECNS US Equity
EWQ US Equity
EWG US Equity
EWH US Equity
EIDO US Equity
EIS US Equity
EWI US Equity
EWJ US Equity
SCJ US Equity
EWM US Equity
EWW US Equity
EWN US Equity
ENZL US Equity
EPU US Equity
EPHE US Equity
EPOL US Equity
ERUS US Equity
EWS US Equity
EZA US Equity
EWY US Equity
EWP US Equity
EWD US Equity
EWL US Equity
EWT US Equity
THD US Equity
TUR US Equity
EWU US Equity
INDY US Equity
ITF US Equity
IFGL US Equity
AAXJ US Equity
ACWI US Equity
BKF US Equity
EFA US Equity
EFG US Equity
EFV US Equity
SCZ US Equity
EEM US Equity
EZU US Equity
TOK US Equity
EPP US Equity
AIA US Equity
IEV US Equity
ILF US Equity
WPS US Equity
ESR US Equity
AGG US Equity
MBB US Equity
SHY US Equity
IEI US Equity
IEF US Equity
TLH US Equity
TLT US Equity
TIP US Equity
CSJ US Equity
CIU US Equity
LQD US Equity
HYG US Equity
GBF US Equity
GVI US Equity
MUB US Equity
EMB US Equity
IOO US Equity
RXI US Equity
KXI US Equity
IXC US Equity
IXG US Equity
IXJ US Equity
IGF US Equity
MXI US Equity
IXN US Equity
IXP US Equity
EMMT US Equity
EUFN US Equity
FEFN US Equity
AXDI US Equity
AXEN US Equity
AXHE US Equity
AXIT US Equity
AXSL US Equity
AXTE US Equity
DSI US Equity
KLD US Equity
DVY US Equity
HDV US Equity
IDV US Equity
PFF US Equity
NYC US Equity
NY US Equity
JKD US Equity
JKE US Equity
JKF US Equity
JKG US Equity
JKH US Equity
ISIN
Name
ATM Ref
ID_ISIN
NAME
PX_LAST
#N/A N/A
US4642871010
US4642872000
US4642873099
US4642874089
US4642875078
US4642876068
US4642877058
US4642878049
US4642878874
US4642878791
US4642875649
US4642878387
US4642875805
US4642878122
US4642877967
US4642877884
US4642877702
US4642877629
US4642877546
US4642877397
US4642877215
US4642877132
US4642871929
US4642876977
US4642878460
US4642873743
US4642875490
US4642875565
US4642887602
US4642887941
US4642888287
US4642887529
US4642887867
US4642888105
US4642888444
US4642888519
US4642888360
DE0005557508
US4642876894
US4642876712
US4642876639
US4642876225
US4642876142
US4642875987
US4642874998
US4642874816
US4642874733
US4642876555
US4642876480
US4642876308
US4642888691
US4642894467
US4642894202
US4642894384
US4642871846
US4642861037
US4642862027
US78378X1072
US4642864007
US4642891315
US4642865095
US4642866408
US46429B6719
US46429B2007
US4642867075
US4642868065
US4642868719
US46429B3096
US4642866325
US4642868552
US4642868487
US4642865822
US4642868305
US4642868222
US4642868149
US4642891232
US4642898427
US46429B4086
US46429B6065
US46429B7055
US4642866739
US4642867802
US4642867729
US4642867646
US4642867562
US4642867497
US4642867315
US4642866242
US4642867158
US4642866994
US4642895290
US4642873826
US4642884898
US4642881829
US4642882579
US4642866572
US4642874659
US4642888857
US4642888774
US4642882736
US4642872349
US4642866085
US4642882652
US4642866655
US4642884302
US4642878619
US4642873909
US4642884229
US4642865665
US4642872265
US4642885887
US4642874576
US4642886612
US4642874402
US4642886539
US4642874329
US4642871762
US4642886463
US4642886380
US4642872422
US4642885135
US4642885960
US4642886125
US4642884146
US4642882819
US4642875722
US4642887453
US4642887370
US4642873412
US4642873339
US4642873255
US4642883726
US4642886950
US4642872919
US4642872752
US4642891984
US4642891802
US4642892149
US4642896363
US4642895944
US4642895522
US4642895860
US4642896280
US4642895605
US4642885705
US4642888022
US4642871689
US46429B6636
US4642884484
US4642886877
US4642871432
US4642871358
US4642871275
US4642871192
US4642881092
US4642882082
US4642883072
ISHARES S&P 1500 INDEX FUND
ISHARES S&P 100 INDEX FUND
ISHARES CORE S&P 500 ETF
ISHARES S&P 500 GROWTH INDEX
ISHARES S&P 500 VALUE INDEX
ISHARES CORE S&P MIDCAP ETF
ISHARES S&P MIDCAP 400/GRWTH
ISHARES S&P MIDCAP 400/VALUE
ISHARES CORE S&P SMALL-CAP E
ISHARES S&P SMALLCAP 600/GRO
ISHARES S&P SMALLCAP 600/VAL
ISHARES COHEN & STEERS RLTY
ISHARES DJ US BASIC MATERIAL
ISHARES DJ US CNSMER SERVICE
ISHARES DJ US CONSMR GOODS
ISHARES DJ US ENERGY SECTOR
ISHARES DJ US FINANCIAL SECT
ISHARES DJ US FINANCIAL SVCS
ISHARES DJ US HEALTHCARE SEC
ISHARES DJ US INDUSTRIAL SEC
ISHARES DJ US REAL ESTATE
ISHARES DJ US TECHNOLOGY SEC
ISHARES DJ US TELECOMMUNICAT
ISHARES DJ US TRANSPORT AVG
ISHARES DJ US UTILITIES SECT
ISHARES DJ US INDEX FUND
ISHARES S&P NA NAT RES S I F
ISHARES S&P NA TEC SEC IND F
ISHARES NASDAQ BIOTECH INDX
ISHARES DJ US AEROSPACE & DF
ISHARES DJ US BROKER DEALERS
ISHARES DJ US HEALTH CAR PRO
ISHARES DJ US HOME CONSTRUCT
ISHARES DJ US INSURANCE IND
ISHARES DJ US MEDICAL DEVICE
ISHARES DJ US OIL EQUIP & SV
ISHARES DJ US OIL & GAS EXPL
ISHARES DJ US PHARMA INDEX F
ISHARES DJ US REGIONAL BANKS
ISHARES RUSSELL 3000 INDEX
ISHARES RUSSELL 3000 GROWTH
ISHARES RUSSELL 3000 VALUE
ISHARES RUSSELL 1000 INDEX
ISHARES RUSSELL 1000 GROWTH
ISHARES RUSSELL 1000 VALUE
ISHARES RUSSELL MIDCAP INDEX
ISHARES RUSSELL MIDCAP GRWTH
ISHARES RUSSELL MIDCAP VALUE
ISHARES RUSSELL 2000
ISHARES RUSSELL 2000 GROWTH
ISHARES RUSSELL 2000 VALUE
ISHARES RUSSELL MICROCAP INX
ISHARES RUSSELL TOP 200 INDE
ISHARES RUSSELL TOP 200 VALU
ISHARES RUSSELL TOP 200 GROW
ISHARES FTSE CHINA 25 INDEX
ISHARES MSCI AUSTRALIA INDEX
ISHARES MSCI AUSTRIA CAPPED
ISHARES MSCI BELGIUM CAPPED
ISHARES MSCI BRAZIL CAPPED I
ISHARES MSCI BRAZIL SMALL CA
ISHARES MSCI CANADA
ISHARES MSCI CHILE CAPPED IN
ISHARES MSCI CHINA INDEX FD
ISHARES MSCI CHINA SMALL CAP
ISHARES MSCI FRANCE INDEX FD
ISHARES MSCI GERMANY INDEX
ISHARES MSCI HONG KONG INDEX
ISHARES MSCI INDONESIA INVES
ISHARES MSCI ISRAEL CPD INVS
ISHARES MSCI ITALY CAPPED IN
ISHARES MSCI JAPAN INDEX FD
ISHARES MSCI JAPAN SM CAP
ISHARES MSCI MALAYSIA
ISHARES MSCI MEXICO CAPPED I
ISHARES MSCI NETHERLANDS INV
ISHARES MSCI NEW ZEALAND CAP
ISHARES MSCI PERU CAPPED
ISHARES MSCI PHILIPPINES
ISHARES MSCI POLAND CAPPED I
ISHARES MSCI RUSSIA
ISHARES MSCI SINGAPORE
ISHARES MSCI SOUTH AFRICA
ISHARES MSCI SOUTH KOREA CAP
ISHARES MSCI SPAIN CAPPED IN
ISHARES MSCI SWEDEN INDEX FD
ISHARES MSCI SWITZERLAND CAP
ISHARES MSCI TAIWAN INDEX FD
ISHARES MSCI THAILAND CAPPED
ISHARES MSCI TURKEY INVSTBLE
ISHARES MSCI UNITED KINGDOM
ISHARES S&P INDIA NIFTY 50 I
ISHARES S&P/TOPIX 150 INDEX
ISHARES FTSE NAREIT DEV EX U
ISHARES MSCI ASIA EX-JAPAN
ISHARES MSCI ACWI INDEX FUND
ISHARES MSCI BRIC INDEX FUND
ISHARES MSCI EAFE INDEX FUND
ISHARES MSCI EAFE GROWTH INX
ISHARES MSCI EAFE VALUE INX
ISHARES MSCI EAFE SMALL CAP
ISHARES MSCI EMERGING MKT IN
ISHARES MSCI EMU
ISHARES MSCI KOKUSAI
ISHARES MSCI PACIFIC EX JPN
ISHARES S&P ASIA 50 INDEX FD
ISHARES S&P EUROPE 350
ISHARES S&P LATIN AMERICA 40
ISHARES S&P DLVP EX-US PRPTY
ISHARES MSCI EASTERN EUROPE
ISHARES CORE TOTAL US BOND M
ISHARES BARCLAYS MBS BOND FD
ISHARES BARCLAYS 1-3 YEAR TR
ISHARES BARCLAYS 3-7 YEAR
ISHARES BARCLAYS 7-10 YEAR
ISHARES BARCLAYS 10-20 YEAR
ISHARES BARCLAYS 20+ YEAR TR
ISHARES BARCLAYS TIPS BOND
ISHARES BARCLAYS 1-3 YEAR CR
ISHARES INTERMEDIATE CREDIT
ISHARES IBOXX INV GR CORP BD
ISHARES IBOXX H/Y CORP BOND
ISHARES BARCLAYS GOVERNMENT
ISHARES INTERMEDIATE GOV/CR
ISHARES S&P NAT AMT-FREE MUN
ISHARES JP MORGAN EM BOND FD
ISHARES S&P GLOBAL 100
ISHARES S&P CONSUMER DISCRET
ISHARES S&P CONSUMER STAPLES
ISHARES S&P GLBL ENERGY SECT
ISHARES S&P GLBL FINL SECTOR
ISHARES S&P GLBL HEALTHCARE
ISHARES S&P GLOBAL INFRASTR
ISHARES S&P GLOBAL MATERIALS
ISHARES S&P GLBL TECH SECTOR
ISHARES S&P GLBL TELECOMM SE
ISHARES MSCI EM MATERIALS
ISHARES MSCI EUR FINANCIALS
ISHARES MSCI FAR E F S IN FD
ISHARES MSCI ACWI EX US CONS
ISHARES MSCI ACWI EX US ENER
ISHARES MSCI ACWI EX US HEAL
ISHARES MSCI ACWI EX US INFO
ISHARES MSCI ACWI EX US CONS
ISHARES MSCI ACWI EX US TELE
ISHARES MSCI KLD 400 SOCIAL
ISHARES MSCI USA ESG SELECT
ISHARES DJ SELECT DIVIDEND
ISHARES HIGH DIVIDEND EQ FD
ISHARES DJ INTL SELECT DIV
ISHARES S&P PREF STK INDX FN
ISHARES NYSE COMPOSITE INDEX
ISHARES NYSE 100 INDEX FUND
ISHARES MORNINGSTAR LG CO IN
ISHARES MORNINGSTAR LG GR IN
ISHARES MORNINGSTAR LG VAL I
ISHARES MORNINGSTAR MID CO I
ISHARES MORNINGSTAR MID GR I
#N/A N/A
69.88
155.82
81.47
73.11
113.43
126.19
99.50
86.76
93.31
89.68
81.33
69.92
96.51
83.83
44.64
67.42
65.97
93.95
80.72
68.54
73.07
24.18
109.26
94.67
78.20
40.12
71.83
155.09
73.78
27.73
75.17
24.03
37.61
74.98
56.30
72.39
94.28
26.94
92.42
57.64
105.31
86.31
70.53
80.41
125.53
68.85
56.39
93.95
106.95
83.63
58.71
35.23
34.15
37.14
36.82
26.96
17.28
14.15
53.39
27.15
28.20
64.39
45.08
42.46
23.19
24.64
19.39
33.13
45.12
12.05
10.67
49.95
14.58
72.24
20.58
36.18
43.65
39.13
25.40
21.95
13.67
63.21
58.48
28.81
32.19
29.04
13.15
88.91
68.45
18.12
23.69
46.33
33.60
58.09
50.31
38.44
58.62
62.70
49.74
43.63
41.92
32.89
45.13
49.29
45.68
39.64
42.66
37.45
24.78
110.37
107.92
84.43
123.29
106.97
132.94
117.22
120.88
105.50
110.80
119.47
94.17
114.42
112.10
109.91
117.53
67.53
66.81
81.40
39.67
48.17
72.19
36.71
59.30
69.36
59.81
19.29
19.37
28.73
70.42
52.64
72.00
57.46
77.00
53.24
57.41
65.71
62.52
64.39
34.22
40.46
82.01
73.21
90.75
80.97
70.18
109.92
116.80
Dividend
Yield
Next ExSkew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol Dividend
(a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
Date
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
BDVD_NEX
2.50%
2.28%
1.97%
2.61%
1.46%
1.03%
1.90%
1.23%
0.89%
1.57%
3.46%
2.54%
1.51%
2.57%
2.19%
2.08%
1.82%
1.94%
2.11%
4.15%
1.77%
3.03%
1.50%
3.88%
2.16%
2.13%
1.48%
#N/A N/A
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
27.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
1.83%
1.81%
0.71%
0.50%
1.86%
0.87%
1.18%
1.15%
1.64%
2.52%
2.12%
1.76%
2.46%
2.19%
1.85%
2.49%
1.65%
1.12%
2.09%
1.39%
0.72%
2.04%
1.34%
2.41%
2.68%
2.13%
3.53%
4.34%
2.81%
4.12%
3.03%
1.40%
3.06%
1.93%
3.15%
2.25%
3.57%
3.37%
2.72%
2.04%
2.78%
3.61%
1.89%
1.89%
3.06%
1.31%
2.70%
4.90%
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
25.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
1.70%
4.13%
0.99%
3.28%
3.32%
1.13%
5.27%
3.67%
2.93%
3.31%
2.80%
2.44%
3.80%
1.48%
1.92%
3.34%
2.51%
2.66%
3.00%
3.26%
2.45%
4.11%
2.65%
2.69%
3.60%
2.75%
3.86%
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
25.06.2013
25.06.2013
25.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
3.75%
3.11%
3.31%
4.14%
25.06.2013
25.06.2013
25.06.2013
27.06.2013
3.31%
25.06.2013
2.79%
3.26%
3.00%
2.41%
4.36%
2.72%
1.72%
4.40%
2.84%
4.01%
2.27%
2.23%
4.14%
2.86%
1.69%
2.68%
4.41%
2.12%
2.12%
3.87%
4.05%
5.76%
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
25.06.2013
2.70%
2.65%
2.53%
1.58%
3.03%
1.60%
0.61%
27.06.2013
27.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
11.82
12.51
11.90
13.02
13.79
13.71
13.57
14.77
13.23
15.04
10.85
17.21
12.46
12.94
12.23
13.56
14.51
14.41
14.45
15.45
13.97
16.04
11.55
17.92
13.09
13.43
12.71
13.81
15.10
15.13
15.29
16.09
14.41
16.76
12.14
18.58
13.83
14.15
13.67
14.56
16.08
16.01
15.79
14.55
16.90
10.90
14.21
10.08
13.92
14.20
16.18
9.94
16.16
15.22
16.61
11.40
14.93
10.87
14.77
14.25
16.65
10.05
14.54
15.15
15.76
-0.316
-0.249
-0.308
-0.322
-0.355
-0.304
-0.196
-0.357
-0.109
-0.429
-0.309
-0.295
-0.383
-0.297
-0.317
-0.363
-0.313
-0.319
-0.158
-0.325
-0.225
-0.402
-0.350
-0.257
-0.315 -0.197 -0.176 -0.157 0.002
-0.197
0.004
-0.301
0.003
-0.290
0.004
-0.216
0.008
-0.262
0.006
0.002
-0.248
0.006
-0.147
0.002
-0.284
0.008
-0.219
0.002
-0.247
0.004
0.006
0.003
0.005
0.006
0.009
0.004
0.001
0.007
0.001
0.010
0.006
0.005
0.009
0.006
0.007
0.010
0.008
0.006
0.000
0.008
0.006
0.008
0.010
0.005
0.005
0.004
0.006
0.005
0.004
0.005
17.22
15.17
17.93
13.16
19.64
-0.247
-0.346
-0.259
-0.282
-0.398
-0.336
-0.216
-0.362
-0.172
-0.419
-0.188
-0.268
16.42
15.81
16.88
11.65
15.36
11.50
15.27
14.81
16.97
10.22
17.38
16.96
17.80
12.28
16.28
12.78
16.32
15.23
17.68
10.53
-0.207
-0.206
-0.203
-0.168
-0.289
-0.526
-0.115
-0.030
-0.386
-0.155
-0.261
-0.231
-0.303
-0.116
-0.277
-0.465
-0.146
-0.128
-0.370
-0.212
-0.285
-0.256
-0.281
-0.223
-0.305
-0.416
-0.270
-0.199
-0.350
-0.333
-0.240
-0.204
-0.242
-0.130
-0.210
-0.304 -0.221 -0.191
-0.274
-0.261
-0.263 -0.223 -0.203
-0.259
0.002
0.003
0.004
0.002
0.004
0.015
0.000
0.000
0.007
0.001
0.005
0.004
0.006
0.001
0.004
0.013
0.003
0.002
0.008
0.003
0.008
0.006
0.006
0.005
0.007
0.011
0.008
0.004
0.007
0.008
0.005
0.004
0.004
0.002
0.004
0.007
0.005
0.007
0.007
0.007
15.36
15.86
17.67
-0.108 -0.183 -0.185 -0.174
0.002
0.004
0.003
0.002
15.79
16.35
16.57
17.30
19.22
-0.319 -0.235 -0.368 -0.272 -0.243 -0.205
0.005
0.003
0.007
18.03
13.39
26.82
18.10
13.88
27.06
17.83
14.33
27.15
18.49
15.13
28.12
28.90
-0.069 -0.179 -0.229 -0.135
-0.384 -0.465 -0.393 -0.254
-0.419 -0.448 -0.371 -0.280 -0.190 -0.159
0.001
0.007
0.008
0.002
0.011
0.009
0.003
0.011
0.006
21.98
19.53
22.21
19.92
22.51
20.36
23.52
21.86
-0.283 -0.308 -0.293 -0.217
-0.289 -0.282 -0.325 -0.273
0.005
0.004
0.006
0.006
0.005
0.007
0.004
0.003
16.08
12.53
16.52
13.09
16.62
13.63
17.36
14.52
-0.022 -0.084 -0.116 -0.114
-0.278 -0.323 -0.331 -0.251
0.000
0.004
0.001
0.006
0.001
0.007
0.002
0.004
12.34
11.89
12.44
13.00
13.26
13.14
15.50
15.11
14.61
15.05
13.25
12.58
13.09
13.69
14.12
13.98
16.39
16.17
15.64
15.77
13.58
13.11
13.62
14.32
14.79
14.68
17.05
16.85
16.26
16.38
13.79
14.08
14.57
15.26
15.87
15.58
17.92
18.02
17.26
16.94
-0.203
-0.229
-0.290
-0.350
-0.268
-0.294
-0.555
-0.438
-0.321
-0.252
-0.222
-0.293
-0.282
-0.208
-0.260
-0.221
-0.299 -0.223 -0.173
-0.260
-0.299
-0.149
0.002
0.003
0.004
0.006
0.003
0.004
0.016
0.008
0.006
0.003
0.005
0.006
0.006
0.007
0.003
0.006
0.009
0.008
0.008
0.004
0.007
0.007
0.007
0.007
0.006
0.007
0.006
0.007
0.008
0.009
0.006
0.005
0.004
0.003
0.004
0.005
0.003
0.003
0.004
0.003
21.13
16.66
21.33
16.54
21.26
16.77
0.015
0.005
0.010
0.005
0.007
0.004
19.42
19.18
0.008
0.010
12.43
13.08
19.19
13.13
12.95
19.12
25.35
21.90
15.97
13.88
14.91
19.16
19.77
18.60
28.49
16.35
-0.307
-0.314
-0.321
-0.351
-0.240
-0.325
-0.409
-0.419
-0.327
-0.214
-0.313
-0.358
-0.337
-0.318
-0.329
-0.346
-0.372
-0.384
-0.355
-0.323
0.004
0.004
0.004
0.002
0.001
0.001
0.004
0.002
0.001
0.003
0.005
0.003
0.002
0.001
0.002
0.000
0.003
0.006
0.002
0.003
0.002
0.006
0.004
0.002
0.001
0.004
0.003
0.003
0.007
0.005
19.09
20.48
21.15
17.02
22.18
16.67
22.37
15.72
-0.393 -0.324 -0.261 -0.174 -0.152 -0.133
-0.255 -0.227 -0.229 -0.277 -0.181 -0.144
19.18
20.18
21.55
22.43
-0.277 -0.298 -0.320 -0.251 -0.217 -0.176
0.011
13.59
13.23
18.85
14.25
14.04
19.08
-0.005 -0.214 -0.410 -0.280
-0.066 -0.132 -0.105 -0.088
-0.199 -0.203 -0.128 -0.048
-0.002 0.005
0.001 0.001
0.003 0.004
0.011 0.007
0.001 0.002
0.001 -0.001
24.66
21.71
15.05
24.02
21.08
14.59
22.84
21.83
15.55
23.39
17.12
23.83
18.57
-0.253 -0.387 -0.378 -0.252
-0.261 -0.226 -0.266 -0.248 -0.220 -0.185
-0.063 -0.244 -0.347 -0.184 -0.158 -0.137
0.002 0.007
0.001 0.002
-0.001 0.006
0.011
0.005
0.012
0.006
0.004
0.005
0.001
0.004
0.001
0.002
32.00
15.96
31.01
16.05
28.96
15.45
29.76
16.21
17.29
18.43
-0.251 -0.350 -0.305 -0.248
-0.054 -0.152 -0.284 -0.125 -0.063 -0.048
0.005
0.000
0.011
0.003
0.012
0.008
0.004
0.006
0.003
0.002
12.70
16.45
13.19
16.61
14.19
17.04
14.74
17.95
20.40
-0.064 -0.109 -0.190 -0.182
-0.533 -0.408 -0.341 -0.289 -0.238 -0.200
0.000
0.018
0.002
0.011
0.003
0.008
0.003
0.004
0.001
0.001
13.72
14.10
14.52
15.10
-0.038 -0.068 -0.080 -0.091
0.001
0.001
0.001
0.000
13.33
18.99
20.20
31.52
18.92
14.97
15.65
14.66
20.26
20.02
29.77
19.45
14.15
15.83
14.35
20.78
19.80
29.55
19.82
13.32
16.57
14.27
22.27
21.03
28.89
19.89
13.77
18.05
-0.127
-0.272
-0.363
-0.218
-0.493
-0.012
-0.053
0.001
0.004
0.018
0.005
0.012
0.000
0.000
0.003
0.005
0.006
0.000
0.011
0.000
0.003
0.002
0.004
0.005
0.003
0.009
0.002
0.005
0.001
0.005
0.003
0.000
0.005
0.003
0.006
0.001
0.001
0.003
0.002
16.38
16.69
16.11
16.66
0.004 -0.007 -0.041 -0.049
0.000
0.000
0.001
0.001
11.71
15.19
11.81
11.92
15.07
11.90
11.97
15.42
12.20
12.37
16.32
13.37
-0.070 -0.056 -0.090 -0.180
-0.264 -0.367 -0.348 -0.176
-0.238 -0.177 -0.313 -0.303
0.000
0.003
0.003
0.001
0.008
0.002
0.001
0.009
0.008
0.004
0.002
0.006
15.07
12.53
25.28
12.09
15.31
19.26
15.17
12.72
30.74
12.20
16.25
19.49
15.22
12.77
24.21
12.21
16.80
19.60
15.81
13.40
23.77
11.89
17.71
20.13
-0.607
-0.252
0.053
-0.090
-0.511
-0.311
0.017
0.003
-0.008
0.001
0.023
0.004
0.011
0.004
0.002
0.003
0.015
0.007
0.009
0.003
0.016
0.003
0.010
0.008
0.006
0.002
0.002
0.002
0.004
0.006
0.002
0.002
0.002
0.002
14.92
15.26
15.28
15.86
-0.251 -0.282 -0.285 -0.240
0.004
0.005
0.006
0.004
17.95
15.79
17.53
15.66
17.24
15.71
16.64
16.57
-0.191 -0.207 -0.238 -0.143
-0.142 -0.268 -0.280 -0.256
0.001
0.002
0.001
0.006
0.003
0.010
0.001
0.004
3.20
3.00
1.81
2.68
5.35
5.94
11.81
4.29
4.83
3.23
2.98
1.81
2.63
5.56
6.14
12.07
4.60
4.85
3.27
3.00
1.81
2.68
5.75
6.24
12.23
4.50
4.87
3.58
3.67
1.78
2.86
6.40
6.73
13.16
4.58
4.92
0.000
-0.006
0.000
0.000
-0.038
-0.012
-0.029
0.018
0.004
-0.004
-0.017
-0.023
-0.014
-0.073
-0.015
-0.050 -0.050 -0.023
-0.042
0.004
0.000
0.000
0.000
0.000
0.000
0.000
0.009
0.000
0.000
0.000
0.000
0.000
0.000
0.001
0.000
0.010
0.001
0.000
0.000
0.000
0.000
0.000
0.001
0.000
0.011
0.001
0.000
0.000
0.000
0.000
0.000
0.002
0.000
0.003
0.001
0.000
0.003
0.003
5.12
5.91
4.88
5.65
4.69
6.30
4.52
6.51
-0.109 -0.142 -0.165 -0.206
-0.121 -0.152 -0.151 -0.181 -0.114 -0.036
0.001
0.001
0.002
0.002
0.003
0.003
0.006
0.005
0.004
0.003
5.02
5.42
12.44
5.59
5.91
12.80
5.73
6.24
12.61
5.75
6.61
13.21
-0.064 -0.059 -0.058 -0.053
-0.123 -0.148 -0.115 -0.126
-0.111 -0.144 -0.244 -0.263
0.001
0.002
0.001
0.002
0.003
0.001
0.002
0.002
0.005
0.001
0.002
0.007
14.45
15.09
14.99
15.31
-0.064 -0.094 -0.184 -0.239
0.001
0.001
0.002
0.005
9.18
7.87
14.62
5.44
9.59
7.85
14.38
4.88
10.03
7.73
13.59
5.21
9.99
7.26
13.40
5.12
-0.189
-0.138
-0.101
-0.029
0.002
0.001
0.001
0.000
0.006
0.002
0.001
0.001
0.008
0.003
0.005
0.001
0.008
0.003
0.007
0.003
19.28
23.19
24.28
19.23
19.69
18.00
18.44
19.93
20.74
13.85
14.17
7.07
8.70
-0.278
-0.293
-0.228
-0.107
-0.454
-0.070
-0.187
-0.481
-0.286
-0.394
-0.196
-0.474
-0.347
-0.002
-0.006
0.000
-0.001
-0.064
-0.018
-0.043
-0.039
0.004
-0.305
-0.156
-0.119
-0.088
-0.171
-0.247
-0.219
-0.241
-0.424
-0.133
-0.219
-0.402
-0.229
-0.766
-0.206
-0.412
-0.363
-0.005
-0.007
-0.001
-0.005
-0.071
-0.002
-0.012
-0.073
0.004
-0.361
-0.186
-0.200
-0.089
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: [email protected] |
-0.081
-0.218
-0.209 -0.178 -0.152
-0.166
-0.285
-0.137
-0.203 -0.111 -0.086
-0.288 -0.234 -0.197
-0.120
-0.054
-0.134
-0.291 -0.221 -0.193
-0.296
-0.318
-0.123
-0.277
-0.142
0.003
Option Implied Volatility Skew Parameters by Terms:
2
IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
ETF - All iShares US Offering
Ticker
ISI US Equity
OEF US Equity
IVV US Equity
IVW US Equity
IVE US Equity
IJH US Equity
IJK US Equity
IJJ US Equity
IJR US Equity
IJT US Equity
IJS US Equity
ICF US Equity
IYM US Equity
IYC US Equity
IYK US Equity
IYE US Equity
IYF US Equity
IYG US Equity
IYH US Equity
IYJ US Equity
IYR US Equity
IYW US Equity
IYZ US Equity
IYT US Equity
IDU US Equity
IYY US Equity
IGE US Equity
IGM US Equity
IBB US Equity
ITA US Equity
IAI US Equity
IHF US Equity
ITB US Equity
IAK US Equity
IHI US Equity
IEZ US Equity
IEO US Equity
IHE US Equity
IAT US Equity
IWV US Equity
IWZ US Equity
IWW US Equity
IWB US Equity
IWF US Equity
IWD US Equity
IWR US Equity
IWP US Equity
IWS US Equity
IWM US Equity
IWO US Equity
IWN US Equity
IWC US Equity
IWL US Equity
IWX US Equity
IWY US Equity
FXI US Equity
EWA US Equity
EWO US Equity
EWK US Equity
EWZ US Equity
EWZS US Equity
EWC US Equity
ECH US Equity
MCHI US Equity
ECNS US Equity
EWQ US Equity
EWG US Equity
EWH US Equity
EIDO US Equity
EIS US Equity
EWI US Equity
EWJ US Equity
SCJ US Equity
EWM US Equity
EWW US Equity
EWN US Equity
ENZL US Equity
EPU US Equity
EPHE US Equity
EPOL US Equity
ERUS US Equity
EWS US Equity
EZA US Equity
EWY US Equity
EWP US Equity
EWD US Equity
EWL US Equity
EWT US Equity
THD US Equity
TUR US Equity
EWU US Equity
INDY US Equity
ITF US Equity
IFGL US Equity
AAXJ US Equity
ACWI US Equity
BKF US Equity
EFA US Equity
EFG US Equity
EFV US Equity
SCZ US Equity
EEM US Equity
EZU US Equity
TOK US Equity
EPP US Equity
AIA US Equity
IEV US Equity
ILF US Equity
WPS US Equity
ESR US Equity
AGG US Equity
MBB US Equity
SHY US Equity
IEI US Equity
IEF US Equity
TLH US Equity
TLT US Equity
TIP US Equity
CSJ US Equity
CIU US Equity
LQD US Equity
HYG US Equity
GBF US Equity
GVI US Equity
MUB US Equity
EMB US Equity
IOO US Equity
RXI US Equity
KXI US Equity
IXC US Equity
IXG US Equity
IXJ US Equity
IGF US Equity
MXI US Equity
IXN US Equity
IXP US Equity
EMMT US Equity
EUFN US Equity
FEFN US Equity
AXDI US Equity
AXEN US Equity
AXHE US Equity
AXIT US Equity
AXSL US Equity
AXTE US Equity
DSI US Equity
KLD US Equity
DVY US Equity
HDV US Equity
IDV US Equity
PFF US Equity
NYC US Equity
NY US Equity
JKD US Equity
JKE US Equity
JKF US Equity
JKG US Equity
JKH US Equity
ISIN
Name
ATM Ref
ID_ISIN
NAME
PX_LAST
#N/A N/A
US4642871010
US4642872000
US4642873099
US4642874089
US4642875078
US4642876068
US4642877058
US4642878049
US4642878874
US4642878791
US4642875649
US4642878387
US4642875805
US4642878122
US4642877967
US4642877884
US4642877702
US4642877629
US4642877546
US4642877397
US4642877215
US4642877132
US4642871929
US4642876977
US4642878460
US4642873743
US4642875490
US4642875565
US4642887602
US4642887941
US4642888287
US4642887529
US4642887867
US4642888105
US4642888444
US4642888519
US4642888360
DE0005557508
US4642876894
US4642876712
US4642876639
US4642876225
US4642876142
US4642875987
US4642874998
US4642874816
US4642874733
US4642876555
US4642876480
US4642876308
US4642888691
US4642894467
US4642894202
US4642894384
US4642871846
US4642861037
US4642862027
US78378X1072
US4642864007
US4642891315
US4642865095
US4642866408
US46429B6719
US46429B2007
US4642867075
US4642868065
US4642868719
US46429B3096
US4642866325
US4642868552
US4642868487
US4642865822
US4642868305
US4642868222
US4642868149
US4642891232
US4642898427
US46429B4086
US46429B6065
US46429B7055
US4642866739
US4642867802
US4642867729
US4642867646
US4642867562
US4642867497
US4642867315
US4642866242
US4642867158
US4642866994
US4642895290
US4642873826
US4642884898
US4642881829
US4642882579
US4642866572
US4642874659
US4642888857
US4642888774
US4642882736
US4642872349
US4642866085
US4642882652
US4642866655
US4642884302
US4642878619
US4642873909
US4642884229
US4642865665
US4642872265
US4642885887
US4642874576
US4642886612
US4642874402
US4642886539
US4642874329
US4642871762
US4642886463
US4642886380
US4642872422
US4642885135
US4642885960
US4642886125
US4642884146
US4642882819
US4642875722
US4642887453
US4642887370
US4642873412
US4642873339
US4642873255
US4642883726
US4642886950
US4642872919
US4642872752
US4642891984
US4642891802
US4642892149
US4642896363
US4642895944
US4642895522
US4642895860
US4642896280
US4642895605
US4642885705
US4642888022
US4642871689
US46429B6636
US4642884484
US4642886877
US4642871432
US4642871358
US4642871275
US4642871192
US4642881092
US4642882082
US4642883072
ISHARES S&P 1500 INDEX FUND
ISHARES S&P 100 INDEX FUND
ISHARES CORE S&P 500 ETF
ISHARES S&P 500 GROWTH INDEX
ISHARES S&P 500 VALUE INDEX
ISHARES CORE S&P MIDCAP ETF
ISHARES S&P MIDCAP 400/GRWTH
ISHARES S&P MIDCAP 400/VALUE
ISHARES CORE S&P SMALL-CAP E
ISHARES S&P SMALLCAP 600/GRO
ISHARES S&P SMALLCAP 600/VAL
ISHARES COHEN & STEERS RLTY
ISHARES DJ US BASIC MATERIAL
ISHARES DJ US CNSMER SERVICE
ISHARES DJ US CONSMR GOODS
ISHARES DJ US ENERGY SECTOR
ISHARES DJ US FINANCIAL SECT
ISHARES DJ US FINANCIAL SVCS
ISHARES DJ US HEALTHCARE SEC
ISHARES DJ US INDUSTRIAL SEC
ISHARES DJ US REAL ESTATE
ISHARES DJ US TECHNOLOGY SEC
ISHARES DJ US TELECOMMUNICAT
ISHARES DJ US TRANSPORT AVG
ISHARES DJ US UTILITIES SECT
ISHARES DJ US INDEX FUND
ISHARES S&P NA NAT RES S I F
ISHARES S&P NA TEC SEC IND F
ISHARES NASDAQ BIOTECH INDX
ISHARES DJ US AEROSPACE & DF
ISHARES DJ US BROKER DEALERS
ISHARES DJ US HEALTH CAR PRO
ISHARES DJ US HOME CONSTRUCT
ISHARES DJ US INSURANCE IND
ISHARES DJ US MEDICAL DEVICE
ISHARES DJ US OIL EQUIP & SV
ISHARES DJ US OIL & GAS EXPL
ISHARES DJ US PHARMA INDEX F
ISHARES DJ US REGIONAL BANKS
ISHARES RUSSELL 3000 INDEX
ISHARES RUSSELL 3000 GROWTH
ISHARES RUSSELL 3000 VALUE
ISHARES RUSSELL 1000 INDEX
ISHARES RUSSELL 1000 GROWTH
ISHARES RUSSELL 1000 VALUE
ISHARES RUSSELL MIDCAP INDEX
ISHARES RUSSELL MIDCAP GRWTH
ISHARES RUSSELL MIDCAP VALUE
ISHARES RUSSELL 2000
ISHARES RUSSELL 2000 GROWTH
ISHARES RUSSELL 2000 VALUE
ISHARES RUSSELL MICROCAP INX
ISHARES RUSSELL TOP 200 INDE
ISHARES RUSSELL TOP 200 VALU
ISHARES RUSSELL TOP 200 GROW
ISHARES FTSE CHINA 25 INDEX
ISHARES MSCI AUSTRALIA INDEX
ISHARES MSCI AUSTRIA CAPPED
ISHARES MSCI BELGIUM CAPPED
ISHARES MSCI BRAZIL CAPPED I
ISHARES MSCI BRAZIL SMALL CA
ISHARES MSCI CANADA
ISHARES MSCI CHILE CAPPED IN
ISHARES MSCI CHINA INDEX FD
ISHARES MSCI CHINA SMALL CAP
ISHARES MSCI FRANCE INDEX FD
ISHARES MSCI GERMANY INDEX
ISHARES MSCI HONG KONG INDEX
ISHARES MSCI INDONESIA INVES
ISHARES MSCI ISRAEL CPD INVS
ISHARES MSCI ITALY CAPPED IN
ISHARES MSCI JAPAN INDEX FD
ISHARES MSCI JAPAN SM CAP
ISHARES MSCI MALAYSIA
ISHARES MSCI MEXICO CAPPED I
ISHARES MSCI NETHERLANDS INV
ISHARES MSCI NEW ZEALAND CAP
ISHARES MSCI PERU CAPPED
ISHARES MSCI PHILIPPINES
ISHARES MSCI POLAND CAPPED I
ISHARES MSCI RUSSIA
ISHARES MSCI SINGAPORE
ISHARES MSCI SOUTH AFRICA
ISHARES MSCI SOUTH KOREA CAP
ISHARES MSCI SPAIN CAPPED IN
ISHARES MSCI SWEDEN INDEX FD
ISHARES MSCI SWITZERLAND CAP
ISHARES MSCI TAIWAN INDEX FD
ISHARES MSCI THAILAND CAPPED
ISHARES MSCI TURKEY INVSTBLE
ISHARES MSCI UNITED KINGDOM
ISHARES S&P INDIA NIFTY 50 I
ISHARES S&P/TOPIX 150 INDEX
ISHARES FTSE NAREIT DEV EX U
ISHARES MSCI ASIA EX-JAPAN
ISHARES MSCI ACWI INDEX FUND
ISHARES MSCI BRIC INDEX FUND
ISHARES MSCI EAFE INDEX FUND
ISHARES MSCI EAFE GROWTH INX
ISHARES MSCI EAFE VALUE INX
ISHARES MSCI EAFE SMALL CAP
ISHARES MSCI EMERGING MKT IN
ISHARES MSCI EMU
ISHARES MSCI KOKUSAI
ISHARES MSCI PACIFIC EX JPN
ISHARES S&P ASIA 50 INDEX FD
ISHARES S&P EUROPE 350
ISHARES S&P LATIN AMERICA 40
ISHARES S&P DLVP EX-US PRPTY
ISHARES MSCI EASTERN EUROPE
ISHARES CORE TOTAL US BOND M
ISHARES BARCLAYS MBS BOND FD
ISHARES BARCLAYS 1-3 YEAR TR
ISHARES BARCLAYS 3-7 YEAR
ISHARES BARCLAYS 7-10 YEAR
ISHARES BARCLAYS 10-20 YEAR
ISHARES BARCLAYS 20+ YEAR TR
ISHARES BARCLAYS TIPS BOND
ISHARES BARCLAYS 1-3 YEAR CR
ISHARES INTERMEDIATE CREDIT
ISHARES IBOXX INV GR CORP BD
ISHARES IBOXX H/Y CORP BOND
ISHARES BARCLAYS GOVERNMENT
ISHARES INTERMEDIATE GOV/CR
ISHARES S&P NAT AMT-FREE MUN
ISHARES JP MORGAN EM BOND FD
ISHARES S&P GLOBAL 100
ISHARES S&P CONSUMER DISCRET
ISHARES S&P CONSUMER STAPLES
ISHARES S&P GLBL ENERGY SECT
ISHARES S&P GLBL FINL SECTOR
ISHARES S&P GLBL HEALTHCARE
ISHARES S&P GLOBAL INFRASTR
ISHARES S&P GLOBAL MATERIALS
ISHARES S&P GLBL TECH SECTOR
ISHARES S&P GLBL TELECOMM SE
ISHARES MSCI EM MATERIALS
ISHARES MSCI EUR FINANCIALS
ISHARES MSCI FAR E F S IN FD
ISHARES MSCI ACWI EX US CONS
ISHARES MSCI ACWI EX US ENER
ISHARES MSCI ACWI EX US HEAL
ISHARES MSCI ACWI EX US INFO
ISHARES MSCI ACWI EX US CONS
ISHARES MSCI ACWI EX US TELE
ISHARES MSCI KLD 400 SOCIAL
ISHARES MSCI USA ESG SELECT
ISHARES DJ SELECT DIVIDEND
ISHARES HIGH DIVIDEND EQ FD
ISHARES DJ INTL SELECT DIV
ISHARES S&P PREF STK INDX FN
ISHARES NYSE COMPOSITE INDEX
ISHARES NYSE 100 INDEX FUND
ISHARES MORNINGSTAR LG CO IN
ISHARES MORNINGSTAR LG GR IN
ISHARES MORNINGSTAR LG VAL I
ISHARES MORNINGSTAR MID CO I
ISHARES MORNINGSTAR MID GR I
#N/A N/A
69.88
155.82
81.47
73.11
113.43
126.19
99.50
86.76
93.31
89.68
81.33
69.92
96.51
83.83
44.64
67.42
65.97
93.95
80.72
68.54
73.07
24.18
109.26
94.67
78.20
40.12
71.83
155.09
73.78
27.73
75.17
24.03
37.61
74.98
56.30
72.39
94.28
26.94
92.42
57.64
105.31
86.31
70.53
80.41
125.53
68.85
56.39
93.95
106.95
83.63
58.71
35.23
34.15
37.14
36.82
26.96
17.28
14.15
53.39
27.15
28.20
64.39
45.08
42.46
23.19
24.64
19.39
33.13
45.12
12.05
10.67
49.95
14.58
72.24
20.58
36.18
43.65
39.13
25.40
21.95
13.67
63.21
58.48
28.81
32.19
29.04
13.15
88.91
68.45
18.12
23.69
46.33
33.60
58.09
50.31
38.44
58.62
62.70
49.74
43.63
41.92
32.89
45.13
49.29
45.68
39.64
42.66
37.45
24.78
110.37
107.92
84.43
123.29
106.97
132.94
117.22
120.88
105.50
110.80
119.47
94.17
114.42
112.10
109.91
117.53
67.53
66.81
81.40
39.67
48.17
72.19
36.71
59.30
69.36
59.81
19.29
19.37
28.73
70.42
52.64
72.00
57.46
77.00
53.24
57.41
65.71
62.52
64.39
34.22
40.46
82.01
73.21
90.75
80.97
70.18
109.92
116.80
Dividend
Yield
Next ExSkew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol Dividend
(a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
Date
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
BDVD_NEX
2.50%
2.28%
1.97%
2.61%
1.46%
1.03%
1.90%
1.23%
0.89%
1.57%
3.46%
2.54%
1.51%
2.57%
2.19%
2.08%
1.82%
1.94%
2.11%
4.15%
1.77%
3.03%
1.50%
3.88%
2.16%
2.13%
1.48%
#N/A N/A
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
27.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
1.83%
1.81%
0.71%
0.50%
1.86%
0.87%
1.18%
1.15%
1.64%
2.52%
2.12%
1.76%
2.46%
2.19%
1.85%
2.49%
1.65%
1.12%
2.09%
1.39%
0.72%
2.04%
1.34%
2.41%
2.68%
2.13%
3.53%
4.34%
2.81%
4.12%
3.03%
1.40%
3.06%
1.93%
3.15%
2.25%
3.57%
3.37%
2.72%
2.04%
2.78%
3.61%
1.89%
1.89%
3.06%
1.31%
2.70%
4.90%
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
02.07.2013
25.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
1.70%
4.13%
0.99%
3.28%
3.32%
1.13%
5.27%
3.67%
2.93%
3.31%
2.80%
2.44%
3.80%
1.48%
1.92%
3.34%
2.51%
2.66%
3.00%
3.26%
2.45%
4.11%
2.65%
2.69%
3.60%
2.75%
3.86%
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
25.06.2013
25.06.2013
25.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
3.75%
3.11%
3.31%
4.14%
25.06.2013
25.06.2013
25.06.2013
27.06.2013
3.31%
25.06.2013
2.79%
3.26%
3.00%
2.41%
4.36%
2.72%
1.72%
4.40%
2.84%
4.01%
2.27%
2.23%
4.14%
2.86%
1.69%
2.68%
4.41%
2.12%
2.12%
3.87%
4.05%
5.76%
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
25.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
27.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
25.06.2013
2.70%
2.65%
2.53%
1.58%
3.03%
1.60%
0.61%
27.06.2013
27.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
26.06.2013
11.82
12.51
11.90
13.02
13.79
13.71
13.57
14.77
13.23
15.04
10.85
17.21
12.46
12.94
12.23
13.56
14.51
14.41
14.45
15.45
13.97
16.04
11.55
17.92
13.09
13.43
12.71
13.81
15.10
15.13
15.29
16.09
14.41
16.76
12.14
18.58
13.83
14.15
13.67
14.56
16.08
16.01
15.79
14.55
16.90
10.90
14.21
10.08
13.92
14.20
16.18
9.94
16.16
15.22
16.61
11.40
14.93
10.87
14.77
14.25
16.65
10.05
14.54
15.15
15.76
-0.316
-0.249
-0.308
-0.322
-0.355
-0.304
-0.196
-0.357
-0.109
-0.429
-0.309
-0.295
-0.383
-0.297
-0.317
-0.363
-0.313
-0.319
-0.158
-0.325
-0.225
-0.402
-0.350
-0.257
-0.315 -0.197 -0.176 -0.157 0.002
-0.197
0.004
-0.301
0.003
-0.290
0.004
-0.216
0.008
-0.262
0.006
0.002
-0.248
0.006
-0.147
0.002
-0.284
0.008
-0.219
0.002
-0.247
0.004
0.006
0.003
0.005
0.006
0.009
0.004
0.001
0.007
0.001
0.010
0.006
0.005
0.009
0.006
0.007
0.010
0.008
0.006
0.000
0.008
0.006
0.008
0.010
0.005
0.005
0.004
0.006
0.005
0.004
0.005
17.22
15.17
17.93
13.16
19.64
-0.247
-0.346
-0.259
-0.282
-0.398
-0.336
-0.216
-0.362
-0.172
-0.419
-0.188
-0.268
16.42
15.81
16.88
11.65
15.36
11.50
15.27
14.81
16.97
10.22
17.38
16.96
17.80
12.28
16.28
12.78
16.32
15.23
17.68
10.53
-0.207
-0.206
-0.203
-0.168
-0.289
-0.526
-0.115
-0.030
-0.386
-0.155
-0.261
-0.231
-0.303
-0.116
-0.277
-0.465
-0.146
-0.128
-0.370
-0.212
-0.285
-0.256
-0.281
-0.223
-0.305
-0.416
-0.270
-0.199
-0.350
-0.333
-0.240
-0.204
-0.242
-0.130
-0.210
-0.304 -0.221 -0.191
-0.274
-0.261
-0.263 -0.223 -0.203
-0.259
0.002
0.003
0.004
0.002
0.004
0.015
0.000
0.000
0.007
0.001
0.005
0.004
0.006
0.001
0.004
0.013
0.003
0.002
0.008
0.003
0.008
0.006
0.006
0.005
0.007
0.011
0.008
0.004
0.007
0.008
0.005
0.004
0.004
0.002
0.004
0.007
0.005
0.007
0.007
0.007
15.36
15.86
17.67
-0.108 -0.183 -0.185 -0.174
0.002
0.004
0.003
0.002
15.79
16.35
16.57
17.30
19.22
-0.319 -0.235 -0.368 -0.272 -0.243 -0.205
0.005
0.003
0.007
18.03
13.39
26.82
18.10
13.88
27.06
17.83
14.33
27.15
18.49
15.13
28.12
28.90
-0.069 -0.179 -0.229 -0.135
-0.384 -0.465 -0.393 -0.254
-0.419 -0.448 -0.371 -0.280 -0.190 -0.159
0.001
0.007
0.008
0.002
0.011
0.009
0.003
0.011
0.006
21.98
19.53
22.21
19.92
22.51
20.36
23.52
21.86
-0.283 -0.308 -0.293 -0.217
-0.289 -0.282 -0.325 -0.273
0.005
0.004
0.006
0.006
0.005
0.007
0.004
0.003
16.08
12.53
16.52
13.09
16.62
13.63
17.36
14.52
-0.022 -0.084 -0.116 -0.114
-0.278 -0.323 -0.331 -0.251
0.000
0.004
0.001
0.006
0.001
0.007
0.002
0.004
12.34
11.89
12.44
13.00
13.26
13.14
15.50
15.11
14.61
15.05
13.25
12.58
13.09
13.69
14.12
13.98
16.39
16.17
15.64
15.77
13.58
13.11
13.62
14.32
14.79
14.68
17.05
16.85
16.26
16.38
13.79
14.08
14.57
15.26
15.87
15.58
17.92
18.02
17.26
16.94
-0.203
-0.229
-0.290
-0.350
-0.268
-0.294
-0.555
-0.438
-0.321
-0.252
-0.222
-0.293
-0.282
-0.208
-0.260
-0.221
-0.299 -0.223 -0.173
-0.260
-0.299
-0.149
0.002
0.003
0.004
0.006
0.003
0.004
0.016
0.008
0.006
0.003
0.005
0.006
0.006
0.007
0.003
0.006
0.009
0.008
0.008
0.004
0.007
0.007
0.007
0.007
0.006
0.007
0.006
0.007
0.008
0.009
0.006
0.005
0.004
0.003
0.004
0.005
0.003
0.003
0.004
0.003
21.13
16.66
21.33
16.54
21.26
16.77
0.015
0.005
0.010
0.005
0.007
0.004
19.42
19.18
0.008
0.010
12.43
13.08
19.19
13.13
12.95
19.12
25.35
21.90
15.97
13.88
14.91
19.16
19.77
18.60
28.49
16.35
-0.307
-0.314
-0.321
-0.351
-0.240
-0.325
-0.409
-0.419
-0.327
-0.214
-0.313
-0.358
-0.337
-0.318
-0.329
-0.346
-0.372
-0.384
-0.355
-0.323
0.004
0.004
0.004
0.002
0.001
0.001
0.004
0.002
0.001
0.003
0.005
0.003
0.002
0.001
0.002
0.000
0.003
0.006
0.002
0.003
0.002
0.006
0.004
0.002
0.001
0.004
0.003
0.003
0.007
0.005
19.09
20.48
21.15
17.02
22.18
16.67
22.37
15.72
-0.393 -0.324 -0.261 -0.174 -0.152 -0.133
-0.255 -0.227 -0.229 -0.277 -0.181 -0.144
19.18
20.18
21.55
22.43
-0.277 -0.298 -0.320 -0.251 -0.217 -0.176
0.011
13.59
13.23
18.85
14.25
14.04
19.08
-0.005 -0.214 -0.410 -0.280
-0.066 -0.132 -0.105 -0.088
-0.199 -0.203 -0.128 -0.048
-0.002 0.005
0.001 0.001
0.003 0.004
0.011 0.007
0.001 0.002
0.001 -0.001
24.66
21.71
15.05
24.02
21.08
14.59
22.84
21.83
15.55
23.39
17.12
23.83
18.57
-0.253 -0.387 -0.378 -0.252
-0.261 -0.226 -0.266 -0.248 -0.220 -0.185
-0.063 -0.244 -0.347 -0.184 -0.158 -0.137
0.002 0.007
0.001 0.002
-0.001 0.006
0.011
0.005
0.012
0.006
0.004
0.005
0.001
0.004
0.001
0.002
32.00
15.96
31.01
16.05
28.96
15.45
29.76
16.21
17.29
18.43
-0.251 -0.350 -0.305 -0.248
-0.054 -0.152 -0.284 -0.125 -0.063 -0.048
0.005
0.000
0.011
0.003
0.012
0.008
0.004
0.006
0.003
0.002
12.70
16.45
13.19
16.61
14.19
17.04
14.74
17.95
20.40
-0.064 -0.109 -0.190 -0.182
-0.533 -0.408 -0.341 -0.289 -0.238 -0.200
0.000
0.018
0.002
0.011
0.003
0.008
0.003
0.004
0.001
0.001
13.72
14.10
14.52
15.10
-0.038 -0.068 -0.080 -0.091
0.001
0.001
0.001
0.000
13.33
18.99
20.20
31.52
18.92
14.97
15.65
14.66
20.26
20.02
29.77
19.45
14.15
15.83
14.35
20.78
19.80
29.55
19.82
13.32
16.57
14.27
22.27
21.03
28.89
19.89
13.77
18.05
-0.127
-0.272
-0.363
-0.218
-0.493
-0.012
-0.053
0.001
0.004
0.018
0.005
0.012
0.000
0.000
0.003
0.005
0.006
0.000
0.011
0.000
0.003
0.002
0.004
0.005
0.003
0.009
0.002
0.005
0.001
0.005
0.003
0.000
0.005
0.003
0.006
0.001
0.001
0.003
0.002
16.38
16.69
16.11
16.66
0.004 -0.007 -0.041 -0.049
0.000
0.000
0.001
0.001
11.71
15.19
11.81
11.92
15.07
11.90
11.97
15.42
12.20
12.37
16.32
13.37
-0.070 -0.056 -0.090 -0.180
-0.264 -0.367 -0.348 -0.176
-0.238 -0.177 -0.313 -0.303
0.000
0.003
0.003
0.001
0.008
0.002
0.001
0.009
0.008
0.004
0.002
0.006
15.07
12.53
25.28
12.09
15.31
19.26
15.17
12.72
30.74
12.20
16.25
19.49
15.22
12.77
24.21
12.21
16.80
19.60
15.81
13.40
23.77
11.89
17.71
20.13
-0.607
-0.252
0.053
-0.090
-0.511
-0.311
0.017
0.003
-0.008
0.001
0.023
0.004
0.011
0.004
0.002
0.003
0.015
0.007
0.009
0.003
0.016
0.003
0.010
0.008
0.006
0.002
0.002
0.002
0.004
0.006
0.002
0.002
0.002
0.002
14.92
15.26
15.28
15.86
-0.251 -0.282 -0.285 -0.240
0.004
0.005
0.006
0.004
17.95
15.79
17.53
15.66
17.24
15.71
16.64
16.57
-0.191 -0.207 -0.238 -0.143
-0.142 -0.268 -0.280 -0.256
0.001
0.002
0.001
0.006
0.003
0.010
0.001
0.004
3.20
3.00
1.81
2.68
5.35
5.94
11.81
4.29
4.83
3.23
2.98
1.81
2.63
5.56
6.14
12.07
4.60
4.85
3.27
3.00
1.81
2.68
5.75
6.24
12.23
4.50
4.87
3.58
3.67
1.78
2.86
6.40
6.73
13.16
4.58
4.92
0.000
-0.006
0.000
0.000
-0.038
-0.012
-0.029
0.018
0.004
-0.004
-0.017
-0.023
-0.014
-0.073
-0.015
-0.050 -0.050 -0.023
-0.042
0.004
0.000
0.000
0.000
0.000
0.000
0.000
0.009
0.000
0.000
0.000
0.000
0.000
0.000
0.001
0.000
0.010
0.001
0.000
0.000
0.000
0.000
0.000
0.001
0.000
0.011
0.001
0.000
0.000
0.000
0.000
0.000
0.002
0.000
0.003
0.001
0.000
0.003
0.003
5.12
5.91
4.88
5.65
4.69
6.30
4.52
6.51
-0.109 -0.142 -0.165 -0.206
-0.121 -0.152 -0.151 -0.181 -0.114 -0.036
0.001
0.001
0.002
0.002
0.003
0.003
0.006
0.005
0.004
0.003
5.02
5.42
12.44
5.59
5.91
12.80
5.73
6.24
12.61
5.75
6.61
13.21
-0.064 -0.059 -0.058 -0.053
-0.123 -0.148 -0.115 -0.126
-0.111 -0.144 -0.244 -0.263
0.001
0.002
0.001
0.002
0.003
0.001
0.002
0.002
0.005
0.001
0.002
0.007
14.45
15.09
14.99
15.31
-0.064 -0.094 -0.184 -0.239
0.001
0.001
0.002
0.005
9.18
7.87
14.62
5.44
9.59
7.85
14.38
4.88
10.03
7.73
13.59
5.21
9.99
7.26
13.40
5.12
-0.189
-0.138
-0.101
-0.029
0.002
0.001
0.001
0.000
0.006
0.002
0.001
0.001
0.008
0.003
0.005
0.001
0.008
0.003
0.007
0.003
19.28
23.19
24.28
19.23
19.69
18.00
18.44
19.93
20.74
13.85
14.17
7.07
8.70
-0.278
-0.293
-0.228
-0.107
-0.454
-0.070
-0.187
-0.481
-0.286
-0.394
-0.196
-0.474
-0.347
-0.002
-0.006
0.000
-0.001
-0.064
-0.018
-0.043
-0.039
0.004
-0.305
-0.156
-0.119
-0.088
-0.171
-0.247
-0.219
-0.241
-0.424
-0.133
-0.219
-0.402
-0.229
-0.766
-0.206
-0.412
-0.363
-0.005
-0.007
-0.001
-0.005
-0.071
-0.002
-0.012
-0.073
0.004
-0.361
-0.186
-0.200
-0.089
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: [email protected] |
-0.081
-0.218
-0.209 -0.178 -0.152
-0.166
-0.285
-0.137
-0.203 -0.111 -0.086
-0.288 -0.234 -0.197
-0.120
-0.054
-0.134
-0.291 -0.221 -0.193
-0.296
-0.318
-0.123
-0.277
-0.142
0.003
