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

15.05.
2013
Option Implied Volatility Skew Parameters by Terms:

2
IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
S&P / TSX Index
Ticker
Name
GICS_SECTOR_NAME
ATM Ref
Dividend
Yield
Next ExDividend
Date
Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew Skew
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
AAV CT Equity
ADVANTAGE OIL & GAS LTD
Energy
3.78
55.61
45.14
44.96
-0.337 -0.131 -0.111
0.046
0.012
0.008
ARE CT Equity
AECON GROUP INC
Industrials
11.29
2.83%
19.06.2013
30.11
27.94
27.87
0.019 -0.039 -0.031
0.052
0.018
0.013
AGF/B CT Equity
AGF MANAGEMENT LTD-CLASS B
Financials
11.76
9.27%
04.07.2013
27.87
29.13
29.54
-0.520 -0.107 -0.085
0.082
0.025
0.015
AEM CT Equity
AGNICO EAGLE MINES LTD
Materials
29.79
3.08%
28.08.2013
43.04
41.24
41.27
41.57
0.263 -0.008 -0.009 -0.007
0.019
0.002
0.001
0.000
AGU CT Equity
AGRIUM INC
Materials
92.37
2.43%
27.09.2013
24.59
23.23
23.33
24.06
-0.254 -0.155 -0.148 -0.127 -0.077 -0.047
0.056
0.014
0.009
0.003
AIM CT Equity
AIMIA INC
Consumer Discretionary
15.12
4.50%
11.09.2013
39.70
30.45
29.89
-0.198 -0.398 -0.443
0.046
0.022
0.018
ASR CT Equity
ALACER GOLD CORP
Materials
2.58
97.39
77.68
73.90
-0.079 -0.119 -0.252
0.026
0.004
0.002
AGI CT Equity
ALAMOS GOLD INC
Materials
14.06
1.88%
09.10.2013
55.32
49.96
48.47
-0.266 -0.129 -0.101
0.038
0.007
0.005
AQN CT Equity
ALGONQUIN POWER & UTILITIES
Utilities
8.06
4.25%
25.09.2013
23.39
21.48
21.40
-0.305 -0.129 -0.088
0.073
0.027
0.019
ATD/B CT Equity
ALIMENTATION COUCHE-TARD -B
Consumer Staples
59.84
0.58%
17.07.2013
26.82
26.21
26.87
-0.466 -0.139 -0.153 -0.062
0.026
0.003
0.004
AP-U CT Equity
ALLIED PROPERTIES REAL ESTAT
Financials
34.07
4.02%
29.05.2013
14.14
13.41
14.24
-0.196 -0.126 -0.118
0.043
0.015
0.010
ALA CT Equity
ALTAGAS LTD
Energy
38.95
3.81%
25.06.2013
14.44
11.53
11.97
-0.775 -0.381 -0.318
0.049
0.021
0.017
ARX CT Equity
ARC RESOURCES LTD
Energy
26.84
4.47%
28.08.2013
23.83
22.76
23.20
-0.301 -0.289 -0.277
0.025
0.013
0.010
AR CT Equity
ARGONAUT GOLD INC
Materials
6.46
88.13
61.88
60.83
-0.876 -0.207 -0.157
0.083
0.022
0.012
AX-U CT Equity
ARTIS REAL ESTATE INVESTMENT
Financials
16.66
6.48%
26.06.2013
13.82
11.96
13.17
-0.418 -0.176 -0.143
0.068
0.029
0.021
ACM/A CT Equity ASTRAL MEDIA INC-A
48.65
2.06%
12.07.2013
22.45
16.99
19.21
22.31
-0.491 -0.501 -0.376 -0.230
0.059
0.037
0.020 -0.005
ACO/X CT Equity ATCO LTD -CLASS I
Utilities
94.71
1.61%
06.09.2013
ATH CT Equity
ATHABASCA OIL CORP
Energy
5.68
81.77
76.17
74.89
71.04
-0.704 -0.266 -0.165 -0.094 -0.047 0.019
0.049
0.007
0.003
ATP CT Equity
ATLANTIC POWER CORP
Utilities
5.30
7.53%
26.06.2013
61.06
57.67
56.86
-0.607 -0.180 -0.162
0.075
0.013
0.009
AUQ CT Equity
AURICO GOLD INC
Materials
4.81
3.39%
02.07.2013
59.78
58.26
57.70
-0.385 0.125
0.134
0.078
0.005
0.001
ARZ CT Equity
AURIZON MINES LTD
Materials
184.99
102.63
84.28
-1.773 -0.653 -0.352
0.188
0.050
0.016
BTO CT Equity
B2GOLD CORP
Materials
2.27
BMO CT Equity
BANK OF MONTREAL
Financials
61.30
4.96%
30.07.2013
13.31
13.55
14.03
14.17
15.69
17.08
-0.312 -0.263 -0.251 -0.226 -0.212 -0.172
0.061
0.028
0.022
0.010
0.004
0.003
BNS CT Equity
BANK OF NOVA SCOTIA
Financials
58.18
4.28%
28.06.2013
13.01
12.36
12.47
13.55
15.12
16.55
-0.263 -0.144 -0.135 -0.161 -0.164 -0.114
0.068
0.030
0.024
0.010
0.004
0.003
BNK CT Equity
BANKERS PETROLEUM LTD
Energy
2.80
65.35
57.92
56.85
-0.321 -0.161 -0.249
0.072
0.010
0.005
BAA CT Equity
BANRO CORPORATION
Materials
1.11
389.37
188.46
159.07
0.000
0.000
0.000
0.000
ABX CT Equity
BARRICK GOLD CORP
Materials
20.29
3.26%
30.08.2013
45.17
42.00
41.43
-0.197 -0.105 -0.093 -0.059 -0.008 0.052
0.043
0.007
0.005
0.002
0.001
0.000
BTE CT Equity
BAYTEX ENERGY CORP
Energy
38.00
7.21%
29.05.2013
25.75
24.17
24.10
-0.067 -0.136 -0.167
0.054
0.014
0.011
BCE CT Equity
BCE INC
Telecommunication Services 48.12
4.90%
12.09.2013
12.20
11.52
11.88
-0.169 -0.068 -0.079 -0.066 -0.095 -0.037
0.067
0.033
0.024
0.012
0.004
0.003
BA CT Equity
BELL ALIANT INC
6.82%
13.09.2013
10.01
8.57
9.02
-0.555 -0.131 -0.112
0.036
0.015
0.011
BIR CT Equity
BIRCHCLIFF ENERGY LTD
Energy
7.80
43.13
40.17
39.82
-0.618 -0.221 -0.151
0.082
0.015
0.009
BDI CT Equity
BLACK DIAMOND GROUP LTD
Industrials
22.33
3.85%
26.06.2013
29.47
26.08
26.05
-0.770 -0.289 -0.267
0.051
0.022
0.015
PXX CT Equity
BLACKPEARL RESOURCES INC
Energy
2.11
76.29
49.50
49.28
0.524
0.034
0.006
0.003
BEI-U CT Equity
BOARDWALK REAL ESTATE INVEST
Financials
64.77
3.06%
29.05.2013
BBD/B CT Equity BOMBARDIER INC-B
Industrials
4.58
2.18%
11.09.2013
38.84
34.15
33.68
0.084
0.033
0.026
0.011
0.003
0.000
BNP CT Equity
BONAVISTA ENERGY CORP
Energy
15.65
5.37%
29.05.2013
30.67
27.65
27.64
-0.609 -0.218 -0.166
0.060
0.013
0.009
BNE CT Equity
BONTERRA ENERGY CORP
Energy
49.53
6.99%
12.06.2013
BAM/A CT Equity BROOKFIELD ASSET MANAGE-CL A
Financials
39.05
1.59%
30.10.2013
29.98
20.05
17.18
-0.469 -0.322 -0.289
0.028
0.010
0.007
BPO CT Equity
BROOKFIELD OFFICE PROPERTIES
Financials
19.34
2.95%
28.08.2013
16.84
14.02
14.86
-0.909 -0.485 -0.391
0.065
0.028
0.021
CAE CT Equity
CAE INC
Industrials
10.79
1.85%
12.06.2013
25.01
21.40
20.84
-0.525 -0.475 -0.375 -0.187
0.100
0.044
0.032
CFW CT Equity
CALFRAC WELL SERVICES LTD
Energy
27.77
3.78%
13.06.2013
22.73
21.91
22.86
-0.619 -0.158 -0.139
0.053
0.020
0.014
CWT-U CT Equity CALLOWAY REAL ESTATE INVESTM
Financials
30.11
5.27%
27.05.2013
18.84
14.46
14.06
-0.043 -0.069 -0.054
0.047
0.025
0.019
CCO CT Equity
-0.373 -0.176 -0.123 -0.069 -0.023 0.003
CAMECO CORP
3.87
24.48
25.07
27.11
69.08
67.17
41.03
41.13
41.31
12.29
12.52
13.38
32.83
34.83
37.14
21.34
0.000
0.095
0.000
0.041
-0.339 -0.268 -0.242 -0.099 0.021
0.120
0.001
0.001
0.001
0.000 -0.003 -0.003
0.009
Energy
21.12
1.94%
25.09.2013
26.60
25.17
25.58
27.25
28.54
29.64
0.050
0.013
0.010
0.004
0.002
0.002
CAR-U CT Equity CAN APARTMENT PROP REAL ESTA
Financials
25.40
4.55%
29.05.2013
12.90
11.80
12.75
-0.471 -0.298 -0.276
0.044
0.018
0.014
CM CT Equity
CAN IMPERIAL BK OF COMMERCE
Financials
78.35
4.95%
26.06.2013
14.17
13.57
13.35
13.74
15.44
16.93
-0.303 -0.167 -0.147 -0.163 -0.148 -0.091
0.066
0.027
0.021
0.010
0.003
0.001
CNR CT Equity
CANADIAN NATL RAILWAY CO
Industrials
103.60
1.69%
06.09.2013
14.22
14.49
14.94
15.97
17.27
18.53
-0.381 -0.234 -0.220 -0.189 -0.144 -0.107
0.058
0.026
0.018
0.006
0.003
0.002
CNQ CT Equity
CANADIAN NATURAL RESOURCES
Energy
29.55
1.73%
11.09.2013
24.35
25.35
26.76
27.62
28.86
30.49
-0.279 -0.188 -0.184 -0.148 -0.111 -0.080
0.056
0.017
0.007
0.002
0.001
0.000
COS CT Equity
CANADIAN OIL SANDS LTD
Energy
20.10
7.71%
21.08.2013
31.87
23.50
20.77
21.13
21.99
22.55
-0.188 -0.090 -0.092 -0.070 -0.034 0.026
0.059
0.023
0.018
0.006
0.004
0.004
CP CT Equity
CANADIAN PACIFIC RAILWAY LTD
Industrials
137.37
1.02%
25.09.2013
26.60
23.56
24.17
-0.950 -0.354 -0.279
0.032
0.011
0.009
REF-U CT Equity CAN REAL ESTATE INVEST TRUST
Financials
46.90
3.52%
29.05.2013
16.90
15.09
15.54
-0.084 -0.034 -0.045
0.029
0.008
0.005
CTC/A CT Equity CANADIAN TIRE CORP-CLASS A
83.82
1.79%
29.10.2013
32.05
22.28
19.19
-0.607 -0.293 -0.222 -0.135
0.026
0.012
0.009
CU CT Equity
CANADIAN UTILITIES LTD-A
Utilities
79.44
2.54%
07.08.2013
15.90
15.32
15.92
-0.083 -0.274 -0.277
0.015
0.012
0.011
CWB CT Equity
CANADIAN WESTERN BANK
Financials
28.14
2.63%
18.06.2013
15.29
14.59
15.38
-0.082 0.053
0.047
0.039
0.019
0.015
CUS CT Equity
CANEXUS CORP
Materials
8.62
6.35%
25.09.2013
32.25
24.80
24.64
-0.151 -0.171 -0.176
0.062
0.026
0.019
CFP CT Equity
CANFOR CORP
Materials
18.63
34.12
32.01
32.03
0.303 -0.154 -0.170
0.036
0.011
0.009
CPX CT Equity
CAPITAL POWER CORP
Utilities
21.80
5.78%
25.09.2013
20.89
17.93
17.92
-0.355 -0.119 -0.081
0.035
0.015
0.011
CS CT Equity
CAPSTONE MINING CORP
Materials
2.26
72.08
58.29
58.91
-0.071 -0.022 0.013
0.026
0.007
0.004
CCT CT Equity
CATAMARAN CORP
Health Care
54.25
35.63
34.83
35.07
-0.200 -0.167 -0.168
0.043
0.006
0.005
CCL/B CT Equity
CCL INDUSTRIES INC - CL B
Materials
65.65
CLS CT Equity
CELESTICA INC
Information Technology
8.92
31.77
27.08
28.40
30.69
-0.707 -0.354 -0.251 -0.099
0.096
0.036
0.022
0.003
CVE CT Equity
CENOVUS ENERGY INC
Energy
30.18
3.33%
11.09.2013
24.40
23.55
23.72
24.59
25.27
25.65
-0.307 -0.217 -0.201 -0.146 -0.075 -0.044
0.058
0.018
0.013
0.003
0.000
0.000
CG CT Equity
CENTERRA GOLD INC
Materials
3.93
4.33%
27.08.2013
91.84
82.03
77.97
70.76
71.57
72.23
-0.510 0.092
0.046
0.001
0.002
0.001
0.003
0.006
GIB/A CT Equity
CGI GROUP INC - CLASS A
32.62
25.36
23.80
23.60
24.39
-0.746 -0.383 -0.241 -0.132
0.053
0.017
0.009
0.004
CSH-U CT Equity CHARTWELL RETIREMENT RESIDEN
Financials
11.28
41.11
22.28
20.90
-0.572 -0.182 -0.172
0.113
0.061
0.050
CGG CT Equity
Materials
0.008
0.002
0.001
0.003
0.002
0.003
0.003
CHINA GOLD INTERNATIONAL RES
1.33%
19.68
0.005
13.09.2013
4.79%
26.06.2013
2.98
0.046 -0.065 -0.041 0.094
106.70
72.87
69.37
-0.260 -0.043 -0.158
0.028
0.002
0.001
CHR/B CT Equity CHORUS AVIATION INC - B
Industrials
2.48
12.10%
26.06.2013
CIX CT Equity
CI FINANCIAL CORP
Financials
29.81
3.89%
27.09.2013
17.45
15.41
15.74
-0.518 -0.257 -0.246
0.042
0.022
0.017
CGX CT Equity
CINEPLEX INC
34.04
4.14%
29.05.2013
13.63
13.87
14.66
-0.142 -0.176 -0.168
0.038
0.017
0.013
CLC CT Equity
CML HEALTHCARE INC
Health Care
7.69
6.89%
27.06.2013
26.99
19.76
19.74
-0.340 -0.129 -0.101
0.078
0.034
0.025
CCA CT Equity
COGECO CABLE INC
44.76
2.46%
22.07.2013
22.55
20.33
20.91
-0.172 -0.221 -0.168
0.027
0.014
0.011
CUF-U CT Equity COMINAR REAL ESTATE INV-TR U
Financials
23.82
6.21%
29.05.2013
12.39
11.29
12.15
-0.197 -0.074 -0.078
0.035
0.012
0.008
CSU CT Equity
CONSTELLATION SOFTWARE INC
137.71
2.96%
10.09.2013
CJR/B CT Equity
CORUS ENTERTAINMENT INC-B SH
24.65
4.15%
13.08.2013
20.38
19.40
19.69
-0.078 -0.233 -0.211
0.031
0.016
0.014
BCB CT Equity
COTT CORPORATION
Consumer Staples
8.88
2.70%
03.09.2013
28.81
25.81
26.43
-0.116 -0.129 -0.155
0.070
0.021
0.015
CPG CT Equity
CRESCENT POINT ENERGY CORP
Energy
37.47
7.37%
26.06.2013
18.01
17.14
17.29
-0.372 -0.142 -0.136 -0.119 -0.055 -0.050
0.068
0.025
0.019
CR CT Equity
CREW ENERGY INC
Energy
6.71
45.47
41.20
41.52
-0.543 -0.219 -0.137
0.092
0.019
0.014
CRR-U CT Equity CROMBIE REAL ESTATE INVESTME
Financials
15.47
5.75%
29.05.2013
DH CT Equity
DAVIS & HENDERSON CORP
Financials
23.00
5.65%
28.08.2013
17.10
17.07
17.74
-0.240 -0.164 -0.164
0.059
0.023
0.017
DGC CT Equity
DETOUR GOLD CORP
Materials
9.89
85.53
73.58
69.82
-0.419 -0.189 -0.168
0.031
0.007
0.006
DOL CT Equity
DOLLARAMA INC
72.46
0.81%
03.07.2013
22.83
20.79
20.58
-0.376 -0.155 -0.157
0.030
0.008
0.008
DDC CT Equity
DOMINION DIAMOND CORP
Materials
15.66
0.20%
13.06.2013
34.54
32.14
32.12
-0.313 -0.293 -0.249
0.054
0.017
0.013
DII/B CT Equity
DOREL INDUSTRIES-CL B
41.23
2.96%
20.08.2013
DC/A CT Equity
DUNDEE CORP -CL A
Financials
37.45
28.48
19.22
19.38
-0.528 -0.319 -0.278
0.047
0.020
0.014
DPM CT Equity
DUNDEE PRECIOUS METALS INC
Materials
4.68
70.16
61.87
59.66
-0.855 -0.197 -0.143
0.058
0.004
0.004
D-U CT Equity
DUNDEE REAL ESTATE INVESTM-A
Financials
36.37
6.16%
29.05.2013
12.45
11.30
12.07
-0.216 -0.080 -0.069
0.033
0.013
0.009
ELD CT Equity
ELDORADO GOLD CORP
Materials
7.15
2.80%
07.08.2013
51.41
47.84
46.63
-0.447 -0.190 -0.061 -0.027 -0.009 0.034
0.071
0.009
0.006
EFN CT Equity
ELEMENT FINANCIAL CORP
Financials
10.44
37.08
28.78
28.50
-0.445 -0.300 -0.260
0.053
0.017
0.012
EMA CT Equity
EMERA INC
Utilities
36.30
3.96%
30.07.2013
13.16
11.66
12.38
13.48
-0.424 -0.213 -0.261 -0.180
0.042
0.016
0.014
0.006
EMP/A CT Equity EMPIRE CO LTD 'A'
Consumer Staples
69.51
1.50%
12.07.2013
ENB CT Equity
ENBRIDGE INC
Energy
47.75
2.77%
13.08.2013
14.43
13.73
13.93
14.74
15.74
16.85
-0.288 -0.169 -0.162 -0.157 -0.136 -0.103
0.069
0.030
0.023
0.009
0.004
ENF CT Equity
ENBRIDGE INCOME FUND HOLDING
Energy
26.09
5.17%
02.07.2013
15.37
15.26
16.46
-0.808 -0.229 -0.167
0.037
0.013
0.009
ECA CT Equity
ENCANA CORP
Energy
18.79
4.34%
11.09.2013
28.88
27.85
28.01
28.44
30.05
31.95
-0.244 -0.153 -0.134 -0.081 -0.031 -0.007
0.054
0.012
0.008
0.003
0.000 -0.001
EDR CT Equity
ENDEAVOUR SILVER CORP
Materials
4.16
83.51
62.21
61.98
-0.477 -0.098 -0.054
0.063
0.017
0.012
EFX CT Equity
ENERFLEX LTD
Energy
13.75
2.04%
10.09.2013
25.29
22.93
23.21
-0.530 -0.341 -0.270
0.079
0.026
0.018
ERF CT Equity
ENERPLUS CORP
Energy
15.52
7.93%
05.06.2013
28.87
25.72
26.34
-0.739 -0.197 -0.177
0.057
0.023
0.017
ESI CT Equity
ENSIGN ENERGY SERVICES INC
Energy
16.01
2.81%
18.09.2013
26.12
24.96
25.14
0.291 -0.157 -0.157
0.046
0.020
0.016
EXE CT Equity
EXTENDICARE INC
Health Care
6.97
6.89%
26.06.2013
65.82
46.71
43.40
-0.587 -0.308 -0.260
0.129
0.040
0.024
FFH CT Equity
FAIRFAX FINANCIAL HLDGS LTD
Financials
431.00
2.36%
15.01.2014
FTT CT Equity
FINNING INTERNATIONAL INC
Industrials
22.08
2.76%
21.08.2013
25.12
23.63
24.27
-0.370 -0.283 -0.226 -0.134
0.067
0.027
0.017
FCR CT Equity
FIRST CAPITAL REALTY INC
Financials
19.44
4.32%
25.09.2013
14.32
11.28
12.05
-0.393 -0.196 -0.145
0.046
0.028
0.022
FR CT Equity
FIRST MAJESTIC SILVER CORP
Materials
10.62
61.41
54.92
53.56
50.89
50.89
50.89
-0.477 -0.190 -0.164 -0.119 -0.119 -0.119
0.048
0.006
0.004
0.002
0.002
0.002
FM CT Equity
FIRST QUANTUM MINERALS LTD
Materials
18.68
1.33%
27.08.2013
45.96
44.94
45.35
44.98
45.44
44.94
-0.504 -0.269 -0.222 -0.168 -0.117 -0.095
0.061
0.011
0.007
0.003
0.001
0.001
FSV CT Equity
FIRSTSERVICE CORP
Financials
33.34
0.31%
FTS CT Equity
FORTIS INC
Utilities
33.53
3.82%
13.11.2013
13.17
13.42
13.69
0.187
0.043
0.022
0.016
FVI CT Equity
FORTUNA SILVER MINES INC
Materials
2.72
95.76
72.35
69.97
-0.342 -0.022 -0.095 -0.196 -0.115 -0.033
0.032
0.005
0.003
0.000
0.000
0.000
FNV CT Equity
FRANCO-NEVADA CORP
Materials
41.72
1.76%
08.10.2013
36.24
34.02
33.61
-0.327 -0.162 -0.132
0.049
0.006
0.004
FRU CT Equity
FREEHOLD ROYALTIES LTD
Energy
24.14
6.96%
29.05.2013
21.74
19.34
19.51
-0.379 -0.332 -0.306
0.028
0.013
0.010
GBU CT Equity
GABRIEL RESOURCES LTD
Materials
1.81
125.58
116.19
118.56
0.092
0.025
0.006
0.003
0.002
GNV CT Equity
GENIVAR INC
Industrials
23.98
6.26%
25.09.2013
20.43
19.62
20.33
-0.063 -0.084 -0.097
0.033
0.010
0.008
MIC CT Equity
GENWORTH MI CANADA INC
Financials
23.87
5.74%
13.08.2013
38.19
37.23
37.50
-0.221 -0.729 -0.795
0.035
0.014
0.012
WN CT Equity
WESTON (GEORGE) LTD
Consumer Staples
81.70
2.03%
12.06.2013
24.29
18.20
16.66
-0.678 -0.309 -0.244
0.028
0.012
0.009
GEI CT Equity
GIBSON ENERGY INC
Energy
26.52
4.19%
25.09.2013
22.38
19.66
19.83
-0.604 -0.244 -0.193
0.025
0.012
0.010
GIL CT Equity
GILDAN ACTIVEWEAR INC
42.57
0.86%
13.08.2013
29.82
22.59
21.83
-0.582 -0.295 -0.253
0.036
0.015
0.012
G CT Equity
GOLDCORP INC
Materials
28.30
2.25%
11.06.2013
35.97
34.05
34.08
0.047
0.008
0.005
0.001
0.000
0.000
GRT-U CT Equity GRANITE REAL ESTATE INVESTME
Financials
39.48
5.37%
29.05.2013
15.45
14.61
15.47
-0.244 -0.209 -0.199
0.043
0.017
0.012
GWO CT Equity
GREAT-WEST LIFECO INC
Financials
28.28
4.39%
28.08.2013
15.24
13.62
13.91
-0.463 -0.242 -0.258
0.042
0.025
0.020
HR-U CT Equity
H&R REAL ESTATE INV-REIT UTS
Financials
24.60
6.58%
15.07.2013
13.40
11.27
11.77
-0.437 0.179
HCG CT Equity
HOME CAPITAL GROUP INC
Financials
50.56
2.35%
14.08.2013
34.27
29.03
28.91
HBM CT Equity
HUDBAY MINERALS INC
Materials
7.92
2.53%
11.09.2013
45.61
41.46
40.26
38.89
HSE CT Equity
HUSKY ENERGY INC
Energy
30.15
3.98%
19.08.2013
23.65
21.38
20.86
21.17
0.003
0.003
IMG CT Equity
IAMGOLD CORP
Materials
5.17
4.93%
26.06.2013
58.62
56.37
55.93
53.72
IGM CT Equity
IGM FINANCIAL INC
Financials
47.27
4.63%
25.09.2013
16.75
16.63
16.98
IMO CT Equity
IAG CT Equity
IMPERIAL OIL LTD

INDUSTRIAL ALLIANCE INSURANC
Energy
Financials
39.45
37.71
1.27%
3.54%
28.08.2013
14.08.2013
16.60
18.19
17.29
17.07
20.07
18.19
18.06
45.38
19.75
47.16
20.42
48.75
25.63
67.98
34.13
20.93
20.74
70.60
34.00
21.60
73.23
34.24
21.92
0.075
0.041
0.022
-0.246 -0.150 -0.125 -0.064 0.009
0.050
0.003
0.209
0.052
0.051
0.044
0.281 -0.209 -0.219
0.032
0.013
0.008
-0.266 -0.131 -0.124 -0.097
0.077
0.022
0.016
0.006
-0.333 -0.173 -0.163 -0.156 -0.135 -0.101
0.048
0.015
0.014
0.005
-0.267 -0.135 -0.009 0.023
0.064
0.017
0.003
0.002
-0.632 -0.337 -0.291
0.035
0.016
0.012
-0.126 -0.165 -0.094 -0.120

-0.451 -0.310 -0.239 -0.111
0.045
0.046
0.011
0.022
0.007
0.015
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.003
0.004
15.05.2013

IVt = atx + btx2 + ct
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Name
INTACT FINANCIAL CORP
INTER PIPELINE FUND LP-A
JEAN COUTU GROUP INC-CLASS A
JUST ENERGY GROUP INC
KEYERA CORP
KINROSS GOLD CORP
KIRKLAND LAKE GOLD INC
LABRADOR IRON ORE ROYALTY CO
LAURENTIAN BANK OF CANADA
LEGACY OIL + GAS INC
LINAMAR CORP
LOBLAW COMPANIES LTD
LUNDIN MINING CORP
MACDONALD DETTWILER & ASSOC
MAGNA INTERNATIONAL INC
MAJOR DRILLING GROUP INTL
MANITOBA TELECOM SVCS INC
MANULIFE FINANCIAL CORP
MAPLE LEAF FOODS INC
MARTINREA INTERNATIONAL INC
MEG ENERGY CORP
METHANEX CORP
METRO INC
MULLEN GROUP LTD
NATIONAL BANK OF CANADA
NEVSUN RESOURCES LTD
NEW GOLD INC
NIKO RESOURCES LTD
NORTH WEST CO INC/THE
NORTHERN PROPERTY REAL ESTAT
NORTHLAND POWER INC
NOVAGOLD RESOURCES INC
OCEANAGOLD CORP
ONEX CORPORATION
OPEN TEXT CORP
OSISKO MINING CORP
PACIFIC RUBIALES ENERGY CORP
PAN AMERICAN SILVER CORP
PARAMOUNT RESOURCES LTD -A
PARKLAND FUEL CORP
PASON SYSTEMS INC
PEMBINA PIPELINE CORP
PENGROWTH ENERGY CORP
PENN WEST PETROLEUM LTD
PETROBAKKEN ENERGY LTD
PETROMINERALES LTD
PEYTO EXPLORATION & DEV CORP
POTASH CORP OF SASKATCHEWAN
POWER CORP OF CANADA
POWER FINANCIAL CORP
PRECISION DRILLING CORP
PREMIER GOLD MINES LTD
PRETIUM RESOURCES INC
PROGRESSIVE WASTE SOLUTIONS
QUEBECOR INC -CL B
REITMANS (CANADA) LTD-A
RESEARCH IN MOTION
RIO ALTO MINING LTD
RIOCAN REAL ESTATE INVST TR
ROGERS COMMUNICATIONS INC-B
RONA INC
ROYAL BANK OF CANADA
RUBICON MINERALS CORP
RUSSEL METALS INC
SAPUTO INC
SAVANNA ENERGY SERVICES CORP
SECURE ENERGY SERVICES INC
SEMAFO INC
SHAW COMMUNICATIONS INC-B
SHAWCOR LTD
SHERRITT INTERNATIONAL CORP
SHOPPERS DRUG MART CORP
SILVER STANDARD RESOURCES
SILVER WHEATON CORP
SILVERCORP METALS INC
SNC-LAVALIN GROUP INC
STANTEC INC
SUN LIFE FINANCIAL INC
SUNCOR ENERGY INC
SUPERIOR PLUS CORP
TAHOE RESOURCES INC
TALISMAN ENERGY INC
TASEKO MINES LTD
TECK RESOURCES LTD-CLS B
TELUS CORP
THOMPSON CREEK METALS CO INC
THOMSON REUTERS CORP
TIM HORTONS INC
TMX GROUP LTD
TOREX GOLD RESOURCES INC
TOROMONT INDUSTRIES LTD
TORONTO-DOMINION BANK
TOURMALINE OIL CORP
TRANSALTA CORP
TRANSCANADA CORP
TRANSCONTINENTAL INC-CL A
TRANSFORCE INC
TRANSGLOBE ENERGY CORP
TRICAN WELL SERVICE LTD
TRILOGY ENERGY CORP
TRINIDAD DRILLING LTD
TURQUOISE HILL RESOURCES LTD
VALEANT PHARMACEUTICALS INTE
VERESEN INC
VERMILION ENERGY INC
WAJAX CORP
WEST FRASER TIMBER CO LTD
WESTJET AIRLINES LTD
WESTPORT INNOVATIONS INC
WESTSHORE TERMINALS INVESTME
WHITECAP RESOURCES INC
WI-LAN INC
YAMANA GOLD INC
TRANSCONTINENTAL INC-CL A
TRANSFORCE INC
TRANSGLOBE ENERGY CORP
TRICAN WELL SERVICE LTD
TRILOGY ENERGY CORP
TRINIDAD DRILLING LTD
URANIUM ONE INC
VALEANT PHARMACEUTICALS INTE
VERESEN INC
VERMILION ENERGY INC
VITERRA INC
WEST FRASER TIMBER CO LTD
WESTJET AIRLINES LTD
GICS_SECTOR_NAME
ATM Ref
Financials
58.43
Energy
24.20
Consumer Staples
17.02
Utilities
6.26
Energy
61.94
Materials
5.35
Materials
3.66
Materials
30.87
Financials
43.80
Energy
5.30
27.12
Consumer Staples
46.22
Materials
4.04
68.92
65.23
Materials
7.38
Financials
15.86
Consumer Staples
12.18
9.20
Energy
26.77
Materials
45.75
Consumer Staples
70.30
Energy
20.87
Financials
74.22
Materials
3.54
Materials
6.81
Energy
6.34
Consumer Staples
25.35
Financials
31.50
Utilities
19.23
Materials
2.38
Materials
1.86
Financials
48.53
70.27
Materials
4.08
Energy
21.25
Materials
12.29
Energy
37.52
Energy
17.96
Energy
17.61
Energy
34.09
Energy
5.06
Energy
9.30
Energy
7.91
Energy
5.68
Energy
30.23
Materials
44.28
Financials
28.05
Financials
30.40
Energy
8.06
Materials
1.84
Materials
7.00
Industrials
24.01
43.82
8.98
15.53
Materials
3.29
Financials
28.85
10.25
Financials
60.80
Materials
1.62
Industrials
26.77
Consumer Staples
51.79
Energy
7.04
Energy
13.41
Materials
1.70
23.10
Energy
42.68
Materials
4.56
Consumer Staples
46.55
Materials
6.61
Materials
23.01
Materials
2.67
Industrials
41.86
Industrials
43.84
Financials
29.72
Energy
32.07
Utilities
12.67
Materials
15.00
Energy
11.52
Materials
2.16
Materials
27.37
Materials
3.37
34.99
56.16
Financials
48.63
Materials
1.41
Industrials
22.61
Financials
81.95
Energy
40.30
Utilities
15.26
Energy
49.15
Industrials
12.65
Industrials
19.99
Energy
7.80
Energy
13.91
Energy
30.42
Energy
6.94
Materials
7.42
Health Care
77.91
Energy
13.33
Energy
50.79
Industrials
32.50
Materials
80.32
Industrials
21.30
Industrials
28.34
Industrials
29.31
Energy
10.28
4.18
Materials
11.60
Industrials
12.65
Industrials
19.99
Energy
7.80
Energy
13.91
Energy
30.42
Energy
6.94
Energy
2.80
Health Care
77.91
Energy
13.33
Energy
50.79
#N/A N/A
#N/A N/A
Materials
80.32
Industrials
21.30
Dividend
Yield
Next ExDividend
Date
3.08%
4.69%
2.09%
13.42%
3.58%
3.05%
11.09.2013
19.06.2013
24.07.2013
12.06.2013
19.06.2013
18.09.2013
3.24%
4.75%
26.06.2013
02.07.2013
1.25%
2.08%
21.08.2013
12.06.2013
1.96%
2.05%
3.25%
5.35%
3.28%
1.31%
0.33%
11.09.2013
28.08.2013
09.10.2013
11.09.2013
16.08.2013
04.09.2013
1.78%
1.88%
5.75%
4.80%
3.45%
13.09.2013
23.08.2013
29.05.2013
25.06.2013
26.06.2013
4.54%
5.04%
5.62%
26.06.2013
26.06.2013
29.05.2013
29.05.2013
0.31%
1.71%
08.10.2013
28.08.2013
ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol - ATM Vol (a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
17.68
15.36
19.46
74.01
17.13
81.24
101.54
30.40
16.03
13.95
19.36
65.79
16.15
70.45
92.37
28.95
16.25
14.11
20.19
62.16
16.79
47.74
88.27
28.74
53.88
28.37
24.73
49.58
18.72
18.28
46.89
12.58
21.76
31.38
41.10
35.30
25.03
17.68
23.80
14.19
67.25
54.61
102.43
51.68
23.71
18.97
43.22
18.66
22.23
42.62
11.05
19.65
29.48
38.01
33.38
24.69
17.07
20.78
13.15
50.52
50.78
89.16
51.53
23.58
17.91
42.53
19.38
21.35
41.52
11.48
20.16
29.15
37.91
33.33
25.22
17.56
20.77
13.10
50.99
50.01
87.55
15.55
92.56
14.12
71.52
14.67
67.73
15.57
21.47
84.04
38.39
46.40
28.17
22.20
29.19
15.23
40.82
50.94
47.69
83.34
24.32
16.09
22.96
18.14
33.82
272.91
72.26
15.20
17.60
14.43
21.00
75.36
35.56
44.52
28.58
21.26
27.25
12.74
33.92
43.27
46.40
69.84
23.13
16.05
16.55
13.87
32.41
139.36
64.58
14.49
15.81
15.56
22.32
73.15
35.15
44.22
29.92
21.92
27.46
13.14
33.14
42.89
46.38
67.88
23.46
16.86
16.31
13.88
33.06
126.13
63.07
15.46
16.87
17.25
62.08
62.32
63.11
17.44
16.41
48.77
13.17
131.89
21.30
19.59
24.89
27.58
183.98
21.58
21.99
51.09
21.76
64.78
42.86
87.42
21.38
21.66
21.16
21.05
24.04
60.50
31.80
81.86
35.81
14.58
83.37
19.10
16.52
24.42
13.83
16.12
37.88
13.78
103.30
19.19
17.83
24.53
26.70
97.80
20.64
19.54
34.40
14.37
59.00
41.71
69.03
21.07
21.51
19.70
21.07
19.26
56.51
29.51
61.22
33.77
13.98
66.39
19.67
14.73
21.57
12.98
16.57
35.39
14.44
99.33
19.56
18.01
25.71
27.64
89.24
19.63
20.21
34.57
12.32
58.89
41.53
66.97
21.90
21.81
19.75
21.55
19.72
56.35
30.44
59.80
33.81
14.58
66.65
21.50
14.91
21.59
23.13
14.20
30.42
29.61
16.55
33.46
20.95
51.21
37.15
32.49
33.18
60.52
37.88
18.59
17.82
19.83
13.72
28.29
27.60
15.75
34.86
20.20
42.34
33.04
30.19
30.83
55.30
33.86
15.31
16.85
20.07
13.63
28.34
23.19
15.61
34.67
21.02
42.37
32.29
30.58
30.56
55.67
33.87
16.18
17.24
36.30
34.78
52.00
16.12
21.42
63.04
44.79
34.86
20.20
42.34
33.04
30.19
30.83
35.48
33.86
15.31
16.85
35.83
33.42
55.06
16.84
22.23
62.38
43.90
34.67
21.02
42.37
32.29
30.58
30.56
37.33
33.87
16.18
17.24
36.30
34.78
35.83
33.42
2.59%
4.14%
14.06.2013
29.08.2013
5.79%
3.07%
4.75%
9.50%
11.61%
13.41%
8.80%
2.51%
2.74%
4.14%
4.70%
19.06.2013
01.10.2013
19.06.2013
19.06.2013
25.09.2013
29.05.2013
26.06.2013
29.07.2013
10.07.2013
05.06.2013
27.09.2013
2.33%
0.46%
11.14%
27.09.2013
21.08.2013
10.07.2013
4.92%
3.66%
1.37%
4.28%
29.05.2013
11.09.2013
06.09.2013
23.07.2013
5.32%
1.74%
5.11%
23.08.2013
11.07.2013
26.06.2013
2.94%
4.06%
1.12%
3.67%
2.50%
27.12.2013
11.09.2013
22.05.2013
26.06.2013
25.09.2013
1.86%
4.12%
1.70%
1.55%
4.91%
2.49%
4.74%
18.09.2013
26.06.2013
16.08.2013
27.09.2013
26.08.2013
29.08.2013
26.06.2013
1.92%
05.09.2013
3.47%
3.82%
11.12.2013
04.09.2013
3.83%
1.91%
3.29%
23.08.2013
22.08.2013
21.08.2013
2.34%
4.20%
11.09.2013
01.07.2013
7.60%
3.78%
4.66%
2.60%
28.08.2013
27.09.2013
27.06.2013
26.06.2013
2.16%
1.53%
2.88%
27.12.2013
02.07.2013
26.06.2013
7.50%
4.73%
8.77%
0.70%
2.25%
29.05.2013
26.06.2013
28.08.2013
27.06.2013
09.09.2013
4.50%
5.93%
4.31%
2.28%
4.66%
2.60%
26.06.2013
21.05.2013
11.09.2013
25.09.2013
27.06.2013
26.06.2013
2.16%
1.53%
2.88%
27.12.2013
02.07.2013
26.06.2013
7.50%
4.73%
29.05.2013
26.06.2013
38.17
41.46
50.68
7.00
25.10
69.55
47.25
33.46
20.95
51.21
37.15
32.49
33.18
35.48
37.88
18.59
17.82
0.70%
2.25%
27.06.2013
09.09.2013
38.17
41.46
44.61
46.49
47.68
22.16
22.47
24.66
27.12
14.68
15.05
18.69
13.95
0.388
-0.283
-0.543
-0.577
-0.545
-0.100
-0.402
0.268
0.092
-0.385
-0.268
-0.556
-0.272
-0.043
-0.373
-0.171
0.071
-0.378
-0.205
-0.497
-0.257
-0.077 0.020
-0.337
-0.185
0.023
0.025
0.060
0.054
0.028
-0.012
0.052
0.031
0.012
0.016
0.018
0.007
0.012
-0.037
0.008
0.007
0.010
0.014
0.012
0.006
0.011
0.002
0.007
0.005
-0.462
-0.981
-0.603
-0.607
-0.066
-0.498
-0.575
0.171
-0.308
-0.077
-0.334
0.105
-0.901
-0.974
-0.255
-0.270
-1.026
-0.548
-0.198
-0.221
-0.271
-0.247
-0.551
-0.262
-0.048
-0.401
0.232
-0.236
-0.218
-0.292
-0.157
-0.325
-0.431
-0.094
-0.132
-0.095
-0.235
-0.096
-0.111
-0.239
-0.224
-0.419
-0.255
-0.147
-0.317
0.209
-0.231
-0.180
-0.269
-0.136
-0.260
-0.305
-0.065
-0.120
-0.062
-0.176
-0.093
0.065
0.044
0.046
0.099
0.015
0.053
0.082
0.034
0.062
0.066
0.063
0.030
0.038
0.036
0.052
0.066
0.065
0.072
0.034
0.012
0.014
0.020
0.024
0.010
0.007
0.014
0.020
0.022
0.018
0.026
0.001
0.010
0.017
0.017
0.030
0.012
0.009
0.008
0.006
0.010
0.015
0.017
0.009
0.006
0.011
0.016
0.016
0.011
0.019
0.000
0.007
0.011
0.014
0.023
0.008
0.006
0.006
0.057
0.033
0.022
0.008
0.017
0.007
0.042
0.039
0.039
0.056
0.065
0.047
0.059
0.065
0.047
0.112
0.062
0.064
0.054
0.036
0.060
0.034
0.043
0.071
0.000
0.049
0.058
0.032
0.028
0.012
0.002
0.012
0.014
0.013
0.022
0.019
0.022
0.036
0.019
0.013
0.010
0.013
0.026
0.015
0.021
0.020
0.000
0.006
0.025
0.018
0.019
0.008
0.000
0.008
0.009
0.006
0.018
0.013
0.019
0.027
0.008
0.008
0.007
0.011
0.020
0.013
0.016
0.014
0.000
0.004
0.018
0.014
0.003
-0.169 -0.098 -0.083 -0.052 -0.033 -0.043
0.041
0.005
0.003
-0.211
-0.204
-0.436
-0.221
-1.053
0.371
-0.485
-0.410
-0.680
0.000
-0.400
-0.928
-0.983
-0.648
-0.587
-0.260
-0.912
-0.319
-0.256
-0.232
-0.262
-0.514
-0.442
-0.065
0.328
-0.197
-0.619
-1.067
-0.382
-0.389
0.706
-0.199
-0.104
-0.258
-0.203
-0.006
0.056
-0.333
-0.275
-0.353
0.000
-0.279
-0.290
-0.146
-0.315
-0.209
-0.168
-0.203
-0.217
-0.255
-0.167
-0.155
-0.189
-0.148
-0.090
0.055
-0.188
-0.189
-0.296
-0.248
-0.175
0.108
-0.211
-0.101
-0.226
-0.207
-0.017
0.031
-0.282
-0.254
-0.296
0.000
-0.225
-0.199
-0.122
-0.265
-0.167
-0.141
-0.179
-0.177
-0.241
-0.174
-0.170
-0.142
-0.123
-0.093
0.023
-0.176
-0.232
-0.283
-0.254
-0.158
0.046
0.046
0.071
0.086
0.065
0.064
0.033
0.029
0.116
0.074
0.000
0.085
0.042
0.073
0.037
0.064
0.045
0.027
0.072
0.029
0.063
0.056
0.089
0.042
0.060
0.021
0.049
0.052
0.052
0.055
0.068
0.030
0.027
0.027
0.034
0.028
0.023
0.012
0.013
0.031
0.023
0.000
0.039
0.021
0.025
0.016
0.011
0.010
0.002
0.030
0.013
0.024
0.024
0.027
0.005
0.020
0.003
0.012
0.022
0.011
0.021
0.031
0.010
0.024
0.019
0.023
0.022
0.017
0.010
0.011
0.021
0.015
0.000
0.027
0.015
0.017
0.013
0.006
0.007
0.001
0.019
0.011
0.017
0.016
0.018
0.003
0.013
0.001
0.007
0.015
0.005
0.010
0.023
0.006
-0.403
-0.300
-0.616
-0.180
-0.276
-0.648
-0.242
-0.312
-0.496
-0.465
-0.382
-0.254
-0.679
-0.155
-0.469
-0.262
-0.171
-0.301
0.003
-0.159
-0.121
-0.237
-0.208
-0.294
-0.235
-0.227
-0.176
-0.240
-0.107
-0.278
-0.224
-0.167
-0.276
0.005
-0.142
-0.060
-0.179
-0.130
-0.155
-0.200
-0.195
-0.156
-0.207
-0.097
-0.252
0.030
0.068
0.034
0.070
0.067
0.063
0.057
0.047
0.062
0.041
0.077
0.070
0.028
0.071
0.038
0.014
0.029
0.011
0.031
0.028
0.012
0.024
0.018
0.014
0.011
0.020
0.021
0.008
0.036
0.012
0.012
0.022
0.009
0.022
0.021
0.008
0.019
0.012
0.007
0.008
0.015
0.013
0.006
0.026
0.009
0.261
0.145
-0.223
-0.329
-0.423
-0.927
-0.299
-0.648
-0.242
-0.312
-0.496
-0.465
-0.382
-1.558
-0.679
-0.155
-0.469
-0.108
-0.279
-0.832
-0.191
-0.119
-0.292
-0.210
-0.121
-0.237
-0.208
-0.294
-0.235
-0.227
-1.558
-0.240
-0.107
-0.278
-0.108
-0.234
-0.977
-0.196
-0.096
-0.074
-0.158 -0.051 0.013
-0.060
-0.179
-0.130
-0.155 -0.117
-0.200
-0.195
-1.252
-0.207
-0.097
-0.252
0.040
0.060
-0.145
-0.195 -0.131 -0.070
-0.111
-0.145 -0.127 -0.061
-0.193 -0.103 -0.121

0.759 0.169 0.150
67.98
35.31
43.97
31.83
66.69
36.08
68.74
36.83
39.48
44.93
45.58
45.50
18.96
21.11
22.94
62.38
59.99
59.34
17.59
29.46
15.22
18.75
19.96
16.94
18.63
18.92
20.17
20.68
13.29
14.30
15.25
41.83
23.70
20.71
22.94
22.00
24.19
23.08
25.17
32.02
33.14
35.04
34.64
15.15
35.04
14.30
35.64
13.49
21.00
20.71
21.16
14.17
15.33
16.17
18.34
15.48
15.92
16.87
32.85
55.79
43.17
32.85
44.48
46.34
-0.274
-0.882
-0.066
-0.362
-0.378
-0.557
-0.615
-0.580
-0.480
-0.282
-0.227
-0.666
-0.399
-0.787
-0.264
-0.681
-0.438
-0.415
0.000
-0.701
-1.184
0.060
-0.349
-0.307
-0.054
-0.157
-0.225
-0.255
-0.155
-0.308
-0.251
-0.150
-0.152
-0.230
-0.173
-0.275
-0.213
-0.370
-0.280
-0.335
0.000
-0.204
-0.437
-0.243
-0.284
-0.226
-0.032
-0.119
-0.166
-0.140
-0.092
-0.248
-0.236
-0.146
-0.134
-0.191
-0.211
-0.250
-0.198
-0.337
-0.235
-0.293
0.000
-0.162
-0.325
-0.253
0.261 -0.108 -0.108

0.145 -0.279 -0.234
-0.147
-0.112 -0.041 0.005
-0.082 -0.045 -0.012
-0.071
-0.073
0.005
-0.209 0.017
0.107
-0.140 -0.084 -0.036
-0.088 -0.069 -0.049

-0.065
-0.220 -0.213 -0.194
-0.139 -0.111 -0.069
-0.140 -0.101 -0.076

-0.093
-0.111
-0.163 -0.141 -0.114
-0.179 -0.138 -0.106
-0.096 -0.062 -0.043

-0.141 -0.080 -0.061
-0.006 1.141 3.071
-0.183 -0.110 -0.077
-0.196 -0.169 -0.095

-0.018
-0.141 -0.132 -0.084
-0.117
-0.112
0.034
0.000
0.002
0.003
0.001
0.003
0.001
0.003
0.002
0.003
0.001
0.004
0.006
0.003
0.009
0.002
0.003
0.003
0.002
0.009
0.003
0.001 -0.003
0.005
0.002
0.002
0.002
0.001
0.001
0.004
0.009
0.010
0.002
0.001
0.005
0.003
0.008
0.003
0.002
0.005
0.003
0.003
0.005
0.004
0.003
0.002
0.002
0.001
0.003
0.001
0.000
0.003
0.002
0.001
0.012
0.001
0.025
0.005
0.003
0.002
0.010
0.003
0.001
0.007
0.008
0.004
0.003
0.002
0.002
0.003
0.003
0.018 -0.001 -0.001

0.027 0.012 0.008
0.033 0.009 0.007
0.036 0.023 0.020
0.091 0.028 0.020
0.071 0.024 0.014
0.046 0.010 0.006 0.002
0.063 0.012 0.008
0.057 0.024 0.019
0.047 0.018 0.012
0.062 0.014 0.007 0.003
0.041 0.011 0.008
0.077 0.020 0.015
0.126 0.126 0.102
0.028 0.008 0.006
0.071 0.036 0.026
0.038 0.012 0.009
0.018 -0.001 -0.001
0.027 0.012 0.008
0.000
0.000 -0.001
15.05.2013
Ticker
S&P / TSX Index
WPT CT Equity
Name
WESTPORT INNOVATIONS INC
GICS_SECTOR_NAME

2
IVt = atx + btx + ct
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
Vol - 30D Vol - 60D Vol - 90D Vol - 6M Vol - 12M Vol - 18M Vol - 24M
(a) (a) (a) (a) (a) (a) (a) (b) (b) (b) (b) (b) (b) (b) 30D
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
Dividend
Yield
Next ExDividend
Date
50.68
52.00
55.06
-0.223 -0.832 -0.977
0.033
0.009
0.007
4.18
4.31%
11.09.2013
69.55
63.04
62.38
-0.927 -0.292 -0.074
0.071
0.024
0.014
2.28%
25.09.2013
47.25
44.79
43.90
0.046
0.010
0.006
ATM2 Ref
Industrials
28.34
WTE-U CT Equity WESTSHORE TERMINALS INVESTME
Industrials
#N/A N/A
WIN CT Equity
WI-LAN INC
YRI CT Equity
YAMANA GOLD INC
Materials
11.60
YLO CT Equity
YPG FINANCING INC
#N/A N/A
#N/A N/A
0 #N/A Invalid Security
#N/A Invalid Security #N/A Invalid Security
#N/A Invalid Security



43.17
44.48
46.34
-0.299 -0.210 -0.158 -0.051 0.013
0.034
0.002
0.000 -0.001

S&amp;P-TSX Index - Dividends and Implied Volatility Surfaces Parameters

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S&amp;P-TSX Index - Dividends and Implied Volatility Surfaces Parameters

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15.05.

Option Implied Volatility Skew Parameters by Terms:

At The Money Implied Volatilities by Terms

S&P / TSX Index

ADVANTAGE OIL & GAS LTD

-0.337 -0.131 -0.111

AECON GROUP INC

0.019 -0.039 -0.031

AGF MANAGEMENT LTD-CLASS B

-0.520 -0.107 -0.085

AGNICO EAGLE MINES LTD

0.263 -0.008 -0.009 -0.007

-0.254 -0.155 -0.148 -0.127 -0.077 -0.047

-0.198 -0.398 -0.443

ALACER GOLD CORP

-0.079 -0.119 -0.252

ALAMOS GOLD INC

-0.266 -0.129 -0.101

ALGONQUIN POWER & UTILITIES

-0.305 -0.129 -0.088

-0.466 -0.139 -0.153 -0.062

ALLIED PROPERTIES REAL ESTAT

-0.196 -0.126 -0.118

-0.775 -0.381 -0.318

ARC RESOURCES LTD

-0.301 -0.289 -0.277

ARGONAUT GOLD INC

-0.876 -0.207 -0.157

ARTIS REAL ESTATE INVESTMENT

-0.418 -0.176 -0.143

ACM/A CT Equity ASTRAL MEDIA INC-A

-0.491 -0.501 -0.376 -0.230

ACO/X CT Equity ATCO LTD -CLASS I

ATHABASCA OIL CORP

-0.704 -0.266 -0.165 -0.094 -0.047 0.019

ATLANTIC POWER CORP

-0.607 -0.180 -0.162

AURICO GOLD INC

AURIZON MINES LTD

-1.773 -0.653 -0.352

-0.312 -0.263 -0.251 -0.226 -0.212 -0.172

BANK OF NOVA SCOTIA

-0.263 -0.144 -0.135 -0.161 -0.164 -0.114

BANKERS PETROLEUM LTD

-0.321 -0.161 -0.249

BARRICK GOLD CORP

-0.197 -0.105 -0.093 -0.059 -0.008 0.052

BAYTEX ENERGY CORP

-0.067 -0.136 -0.167

Telecommunication Services 48.12

-0.169 -0.068 -0.079 -0.066 -0.095 -0.037

BELL ALIANT INC

Telecommunication Services 27.85

-0.555 -0.131 -0.112

BIRCHCLIFF ENERGY LTD

-0.618 -0.221 -0.151

BLACK DIAMOND GROUP LTD

-0.770 -0.289 -0.267

BLACKPEARL RESOURCES INC

BOARDWALK REAL ESTATE INVEST

BBD/B CT Equity BOMBARDIER INC-B

BONAVISTA ENERGY CORP

-0.609 -0.218 -0.166

BONTERRA ENERGY CORP

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

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