TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters PDF

07.08.
2013
Option Implied Volatility Skew Parameters by Terms:

2
IVt = atx + btx + ct
At The Money Implied Volatilities by Terms
TOPIX 1000 Index - TPX1000
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
7203 JT Equity
TOYOTA MOTOR CORP
Consumer Discretionary
6230.00
1.28%
26.09.2013
33.67
38.75
43.94
50.68
-0.122 -0.056 -0.054 -0.034
0.034
0.014
0.008
8306 JT Equity
MITSUBISHI UFJ FINANCIAL GRO
Financials
611.00
2.29%
26.09.2014
35.22
42.93
50.54
60.82
-0.328 -0.244 -0.191 -0.057
0.042
0.012
0.004 -0.004
8316 JT Equity
SUMITOMO MITSUI FINANCIAL GR
Financials
4560.00
2.41%
26.09.2014
38.66
45.26
50.33
56.76
-0.159 -0.059 -0.018 0.052
0.029
0.004
0.003
7267 JT Equity
HONDA MOTOR CO LTD
3735.00
2.20%
26.06.2014
24.63
28.84
34.23
41.32
-0.289 -0.183 -0.164 -0.044
0.022 -0.003 -0.007 -0.005
9984 JT Equity
SOFTBANK CORP
Telecommunication Services6340.00
0.63%
26.09.2013
47.23
50.36
55.04
61.55
-0.077 -0.019 -0.002 0.020
0.032
0.015
0.009
8411 JT Equity
MIZUHO FINANCIAL GROUP INC
Financials
210.00
2.86%
26.09.2014
34.21
40.74
47.31
55.54
-0.282 -0.156 -0.094 -0.003
0.071
0.032
0.017 -0.001
2914 JT Equity
JAPAN TOBACCO INC
Consumer Staples
3465.00
2.66%
26.09.2014
28.90
32.12
35.71
40.03
-0.115 0.005
0.008
0.011
0.029
0.007
0.004
9432 JT Equity
NIPPON TELEGRAPH & TELEPHONE
3.15%
26.09.2014
21.40
27.60
34.63
44.13
0.160
0.247
0.117
0.039
0.012
0.002 -0.005
7751 JT Equity
CANON INC
Information Technology
3130.00
4.15%
26.12.2013
31.26
32.57
34.28
36.56
-0.117 -0.041 -0.042 -0.024
0.024
0.000 -0.001 -0.001
8802 JT Equity
MITSUBISHI ESTATE CO LTD
Financials
2607.00
0.46%
26.09.2014
45.12
51.53
58.20
66.94
0.124
0.030
0.010
4502 JT Equity
TAKEDA PHARMACEUTICAL CO LTD
Health Care
4575.00
3.93%
26.09.2014
27.55
29.64
30.41
31.48
-0.083 0.000 -0.005 0.009
0.022 -0.001 -0.001 -0.001
6954 JT Equity
FANUC CORP
Industrials
15170.00
1.32%
26.09.2013
28.86
33.41
38.33
44.56
-0.374 -0.262 -0.251 -0.080
0.011 -0.007 -0.013 -0.009
6501 JT Equity
HITACHI LTD
641.00
1.56%
26.09.2013
30.45
36.40
44.08
54.07
-0.033 0.075
0.052
0.017
0.049
0.019
0.011
3382 JT Equity
SEVEN & I HOLDINGS CO LTD
Consumer Staples
3700.00
1.78%
27.08.2014
30.95
36.96
44.59
54.45
-0.097 0.043
0.039
0.016
0.033
0.011
0.006 -0.001
8604 JT Equity
NOMURA HOLDINGS INC
Financials
752.00
1.60%
26.09.2013
40.26
49.06
57.03
67.45
-0.221 -0.097 -0.025 0.024
0.056
0.028
0.017
9433 JT Equity
KDDI CORP
2.26%
26.09.2014
38.40
40.69
43.14
46.16
-0.071 0.054
0.020
0.004
0.001 -0.002
9020 JT Equity
EAST JAPAN RAILWAY CO
Industrials
7850.00
1.53%
26.09.2014
28.14
32.03
35.18
39.31
-0.189 -0.090 -0.100 -0.028
0.019 -0.004 -0.006 -0.004
8801 JT Equity
MITSUI FUDOSAN CO LTD
Financials
3090.00
0.71%
26.09.2014
35.18
42.15
52.27
65.35
-0.305 -0.327 -0.373 -0.166
0.011 -0.010 -0.020 -0.015
8058 JT Equity
MITSUBISHI CORP
Industrials
1866.00
3.22%
26.09.2014
23.21
26.14
29.43
33.64
-0.177 -0.044 -0.051 -0.020
0.019 -0.003 -0.004 -0.002
7201 JT Equity
NISSAN MOTOR CO LTD
1056.00
2.41%
26.09.2013
31.97
38.75
45.57
53.84
-0.219 -0.128 -0.075 -0.019
0.055
0.027
0.016
5401 JT Equity
NIPPON STEEL & SUMITOMO META
Materials
296.00
1.01%
27.03.2014
37.71
42.90
49.85
58.65
-0.091 0.069
0.039
0.014
0.008 -0.001
9437 JT Equity
NTT DOCOMO INC
Telecommunication Services
154400.00
3.89%
26.09.2014
19.76
22.96
25.56
29.02
-0.247 -0.156 -0.137 -0.038
0.016 -0.003 -0.005 -0.004
6758 JT Equity
SONY CORP
1952.00
1.28%
26.09.2013
27.59
37.23
48.55
62.95
-0.165 -0.024 0.115
0.110
0.064
0.036
0.013 -0.006
8766 JT Equity
TOKIO MARINE HOLDINGS INC
Financials
3180.00
1.89%
26.09.2014
39.89
44.41
49.75
56.37
-0.035 0.059
0.042
0.014
0.036
0.014
0.008
0.000
4503 JT Equity
ASTELLAS PHARMA INC
Health Care
5260.00
2.57%
26.09.2014
27.92
31.28
34.63
39.12
-0.103 -0.021 0.002
0.035
0.034
0.010
0.005
0.000
4063 JT Equity
SHIN-ETSU CHEMICAL CO LTD
Materials
6260.00
1.60%
26.09.2014
37.09
39.09
41.52
44.39
-0.066 0.024
0.014
0.029
0.007
0.004
0.001
8031 JT Equity
MITSUI & CO LTD
Industrials
1366.00
3.73%
26.09.2014
23.49
27.74
32.86
39.73
-0.330 -0.205 -0.202 -0.078
0.020 -0.006 -0.010 -0.008
5108 JT Equity
BRIDGESTONE CORP
3500.00
1.49%
26.06.2014
34.19
39.84
45.62
53.34
-0.073 0.068
0.060
0.043
0.029
0.010
0.005
0.000
6902 JT Equity
DENSO CORP
4460.00
1.52%
26.09.2014
39.01
43.52
48.17
54.19
-0.063 0.033
0.030
0.019
0.031
0.008
0.005
0.000
6301 JT Equity
KOMATSU LTD
Industrials
2135.00
2.72%
26.09.2014
29.21
33.04
38.24
45.20
0.108
0.041
0.013
0.029
0.010
0.006
0.000
9022 JT Equity
CENTRAL JAPAN RAILWAY CO
Industrials
12320.00
0.89%
26.09.2014
28.17
32.73
38.39
45.48
-0.106 -0.011 -0.005 0.010
0.030
0.012
0.007
0.000
8830 JT Equity
SUMITOMO REALTY & DEVELOPMNT
Financials
4260.00
0.47%
26.09.2014
41.28
41.00
40.83
40.88
-0.325 -0.246 -0.273 -0.303
0.012
0.001
0.002
0.002
6503 JT Equity
MITSUBISHI ELECTRIC CORP
Industrials
1006.00
1.29%
26.09.2013
42.31
52.15
61.64
73.79
0.133
0.049
0.021
0.013
0.001
6752 JT Equity
PANASONIC CORP
880.00
27.03.2014
37.20
41.58
47.90
56.01
-0.392 -0.252 -0.272 -0.140
0.010 -0.009 -0.012 -0.008
8001 JT Equity
ITOCHU CORP
Industrials
1200.00
3.50%
26.09.2014
26.89
29.86
32.92
37.16
-0.055 0.044
0.019
0.036
0.008
0.005
7011 JT Equity
MITSUBISHI HEAVY INDUSTRIES
Industrials
560.00
1.43%
26.09.2014
37.95
41.40
44.60
48.96
-0.138 -0.033 -0.017 0.020
0.042
0.012
0.007 -0.001
8309 JT Equity
SUMITOMO MITSUI TRUST HOLDIN
Financials
470.00
2.13%
26.09.2014
37.08
37.67
37.43
37.08
-0.088 0.005
0.005
0.029
0.000
0.000
0.000
4452 JT Equity
KAO CORP
Consumer Staples
3180.00
2.01%
26.06.2014
32.50
32.48
32.27
32.13
-0.197 -0.109 -0.060 0.003
0.026
0.002
0.001
0.000
8591 JT Equity
ORIX CORP
Financials
1411.00
0.92%
27.03.2014
52.84
60.94
68.70
78.93
-0.166 -0.069 0.000
0.046
0.021
0.012
0.002
8601 JT Equity
DAIWA SECURITIES GROUP INC
Financials
841.00
1.66%
26.09.2013
48.53
61.79
72.59
87.15
-0.557 -0.619 -0.551 -0.255
0.026 -0.001 -0.012 -0.010
6861 JT Equity
KEYENCE CORP
33350.00
0.18%
17.09.2014
29.30
29.31
29.24
29.09
-0.233 0.003
0.003
0.005
0.010
0.000
0.000
0.000
6502 JT Equity
TOSHIBA CORP
Industrials
414.00
1.93%
26.09.2013
34.16
40.43
47.07
55.53
0.013
0.035 -0.029
0.040
0.010
0.006
0.001
6971 JT Equity
KYOCERA CORP
9800.00
1.22%
26.09.2013
32.43
43.41
56.35
73.29
-0.179 -0.028 -0.018 -0.026
0.054
0.031
0.018
0.001
7270 JT Equity
FUJI HEAVY INDUSTRIES LTD
2453.00
0.82%
26.09.2014
8725 JT Equity
MS&AD INSURANCE GROUP HOLDIN
Financials
2624.00
2.13%
26.09.2014
39.87
46.01
52.87
62.04
-0.096 -0.048 -0.089 -0.042
0.028
0.008 -0.001 -0.005
8053 JT Equity
SUMITOMO CORP
Industrials
1320.00
3.56%
26.09.2014
24.27
32.99
44.07
58.44
-0.202 -0.136 -0.143 -0.057
0.051
0.023
0.008 -0.005
6326 JT Equity
KUBOTA CORP
Industrials
1404.00
1.28%
26.09.2013
39.74
46.28
53.19
62.74
-0.146 -0.050 -0.004 0.014
0.047
0.021
0.013
9983 JT Equity
FAST RETAILING CO LTD
32900.00
0.85%
26.02.2014
44.81
53.35
65.80
82.83
-0.756 -0.691 -0.668 -0.255
-0.021 -0.042 -0.046 -0.021
6981 JT Equity
MURATA MANUFACTURING CO LTD
7130.00
1.68%
26.09.2014
48.92
50.77
53.28
56.71
-0.076 0.006
0.028
7974 JT Equity
NINTENDO CO LTD
13010.00
2.00%
27.03.2015
52.60
52.00
49.85
47.34
-0.110 -0.006 -0.003 0.013
0.005 -0.009 -0.005 -0.001
8750 JT Equity
DAI-ICHI LIFE INSURANCE
Financials
136500.00
1.47%
27.03.2015
39.44
39.37
39.24
39.01
-0.062 0.002
0.003
0.006
0.018
0.000
0.000
0.000
2503 JT Equity
KIRIN HOLDINGS CO LTD
Consumer Staples
1479.00
2.43%
26.06.2014
29.55
34.16
37.84
42.57
0.096
0.090
0.029
0.032
0.007
0.004
0.001
7261 JT Equity
MAZDA MOTOR CORP
418.00
36.81
40.18
43.87
48.91
-0.492 -0.414 -0.427 -0.443
0.033
0.007
0.004
0.000
6273 JT Equity
SMC CORP
Industrials
21190.00
0.18%
26.09.2014
33.50
33.45
33.32
33.10
-0.167 0.003
0.003
0.005
0.012
0.000
0.000
0.000
4578 JT Equity
OTSUKA HOLDINGS CO LTD
Health Care
3030.00
2.15%
26.09.2014
9531 JT Equity
TOKYO GAS CO LTD
Utilities
522.00
1.92%
26.09.2014
28.88
32.00
35.62
40.60
0.009
0.035
0.011
0.035
0.006
0.003 -0.001
5411 JT Equity
JFE HOLDINGS INC
Materials
2296.00
1.31%
27.03.2014
54.65
59.10
64.09
70.94
-0.156 -0.064 -0.033 0.003
0.034
0.014
0.008
0.000
6367 JT Equity
DAIKIN INDUSTRIES LTD
Industrials
4455.00
0.85%
26.09.2013
39.72
39.16
39.14
39.18
-0.251 -0.150 -0.076 0.011
0.024
0.003
0.002
0.000
9201 JT Equity
JAPAN AIRLINES CO LTD
Industrials
5400.00
3.52%
27.03.2014
27.16
27.14
27.04
26.84
-0.054 -0.001 0.001
0.004
0.019
0.000
0.000
0.000
5020 JT Equity
JX HOLDINGS INC
Energy
523.00
3.06%
26.09.2014
28.80
33.96
38.87
45.32
-0.189 -0.077 -0.030 0.019
0.051
0.019
0.011
0.000
9735 JT Equity
SECOM CO LTD
Industrials
5570.00
2.06%
27.03.2015
34.21
34.49
33.30
31.80
-0.078 -0.016 -0.007 0.005
0.018 -0.004 -0.003 0.000
8002 JT Equity
MARUBENI CORP
Industrials
714.00
3.50%
26.09.2014
26.56
32.69
39.06
47.27
-0.227 -0.104 -0.113 -0.050
0.040
0.010
1605 JT Equity
INPEX CORP
Energy
422500.00
1.70%
26.09.2014
33.54
35.14
36.02
37.29
-0.082 -0.028 -0.024 0.003
0.010
0.000 -0.001 -0.001
2502 JT Equity
ASAHI GROUP HOLDINGS LTD
Consumer Staples
2555.00
1.70%
26.06.2014
35.58
38.84
41.21
44.50
-0.080 0.015 -0.005 -0.008
0.031
0.006
0.004
8630 JT Equity
NKSJ HOLDINGS INC
Financials
2547.00
2.36%
26.09.2014
39.56
47.34
55.60
65.99
-0.023 0.072
0.056
0.044
0.041
0.015
0.008 -0.001
9501 JT Equity
TOKYO ELECTRIC POWER CO INC
Utilities
656.00
27.03.2015
97.72
112.24
129.10
151.40
0.259
0.244
0.060
0.043
0.035
0.021
0.002
1925 JT Equity
DAIWA HOUSE INDUSTRY CO LTD
Financials
1801.00
2.11%
26.09.2014
32.30
35.63
43.27
53.24
-0.071 -0.012 0.002
0.016
0.036
0.016
0.009
0.000
4523 JT Equity
EISAI CO LTD
Health Care
4095.00
3.66%
26.09.2014
24.89
28.48
31.57
35.42
-0.318 -0.175 -0.178 -0.062
0.013 -0.010 -0.012 -0.006
9503 JT Equity
KANSAI ELECTRIC POWER CO INC
Utilities
1292.00
27.03.2014
64.80
75.73
83.46
93.41
0.085
0.163
0.080
0.002
0.049
0.022
0.014
4568 JT Equity
DAIICHI SANKYO CO LTD
Health Care
1586.00
3.78%
26.09.2014
29.55
35.36
39.23
44.19
-0.012 0.081
0.052
0.015
0.038
0.009
0.005 -0.001
8308 JT Equity
RESONA HOLDINGS INC
Financials
515.00
2.91%
27.03.2015
21.60
30.77
43.07
58.91
-0.122 -0.015 -0.004 0.009
0.079
0.043
0.025
7269 JT Equity
SUZUKI MOTOR CORP
2482.00
0.73%
26.09.2014
40.39
44.70
49.13
55.01
-0.194 -0.116 -0.088 0.009
0.025
0.005
0.000 -0.002
3402 JT Equity
TORAY INDUSTRIES INC
Materials
627.00
1.59%
26.09.2014
31.30
35.93
40.94
47.23
-0.060 0.048
0.017
0.043
0.013
0.007
0.000
4661 JT Equity
ORIENTAL LAND CO LTD
16360.00
0.73%
26.09.2014
19.99
20.31
20.24
20.12
-0.265 -0.019 -0.009 0.003
0.015
0.001
0.001
0.000
7741 JT Equity
HOYA CORP
2057.00
3.40%
26.09.2013
24.19
24.45
23.94
23.34
-0.095 -0.007 0.006
0.021
0.027
0.000
0.000 -0.001
4901 JT Equity
FUJIFILM HOLDINGS CORP
2200.00
1.82%
26.09.2014
36.86
39.65
41.44
44.06
-0.027 0.078
0.056
0.020
0.030
0.005
0.003
8267 JT Equity
AEON CO LTD
Consumer Staples
1396.00
1.86%
27.08.2014
27.05
30.30
34.11
38.97
-0.164 0.022
0.006 -0.011
0.027
0.006
0.003 -0.002
6988 JT Equity
NITTO DENKO CORP
Materials
5630.00
1.78%
26.09.2014
34.76
40.18
45.32
52.13
0.031
0.040
0.025
0.030
0.009
0.005
0.000
5802 JT Equity
SUMITOMO ELECTRIC INDUSTRIES
Industrials
1312.00
1.60%
26.09.2014
41.16
47.28
55.13
65.73
-0.116 -0.035 -0.024 -0.007
0.049
0.025
0.014
0.000
3407 JT Equity
ASAHI KASEI CORP
Materials
712.00
1.97%
26.09.2014
36.18
37.77
38.86
40.19
-0.378 -0.174 -0.173 -0.056
0.011 -0.009 -0.011 -0.006
6594 JT Equity
NIDEC CORP
Industrials
8230.00
1.03%
26.09.2014
45.95
41.78
36.15
29.28
-0.205 -0.032 -0.031 -0.024
-0.001 -0.011 -0.006 0.000
1928 JT Equity
SEKISUI HOUSE LTD
1310.00
2.90%
29.07.2014
27.85
31.87
36.68
43.21
-0.029 0.030
0.021
0.016
0.040
0.013
0.007
0.000
8795 JT Equity
T&D HOLDINGS INC
Financials
1295.00
1.74%
27.03.2015
41.64
45.86
48.00
50.85
-0.025 0.051
0.035
0.002
0.030
0.004
0.002
0.000
9502 JT Equity
CHUBU ELECTRIC POWER CO INC
Utilities
1420.00
26.09.2013
39.76
47.04
56.24
68.43
-0.071 -0.013 -0.094 -0.173
0.046
0.027
0.016
0.001
9064 JT Equity
YAMATO HOLDINGS CO LTD
Industrials
2188.00
1.10%
26.09.2014
33.88
35.88
37.71
40.20
-0.123 0.021
0.003
0.024
0.004
0.002 -0.001
9202 JT Equity
ANA HOLDINGS INC
Industrials
206.00
1.94%
27.03.2015
32.92
32.68
32.41
32.11
-0.138 -0.028 -0.013 0.006
0.037
0.002
0.001
7202 JT Equity
ISUZU MOTORS LTD
692.00
1.73%
26.09.2014
52.41
46.40
38.78
29.40
-0.323 -0.279 -0.292 -0.336
0.012 -0.011 -0.005 0.005
1963 JT Equity
JGC CORP
Industrials
3555.00
1.31%
27.03.2015
29.48
31.45
33.24
35.54
-0.248 -0.102 -0.112 -0.148
0.022
7733 JT Equity
OLYMPUS CORP
Health Care
2989.00
27.03.2015
48.08
44.16
37.47
29.02
-0.342 -0.279 -0.282 -0.295
-0.003 -0.016 -0.008 0.001
9532 JT Equity
OSAKA GAS CO LTD
Utilities
407.00
2.21%
26.09.2014
27.68
32.09
37.06
43.51
-0.160 -0.010 -0.020 -0.007
0.038
0.008
0.003 -0.001
1878 JT Equity
DAITO TRUST CONSTRUCT CO LTD
Financials
9130.00
3.73%
26.09.2014
9005 JT Equity
TOKYU CORP
Industrials
655.00
1.15%
26.09.2014
24.72
25.36
25.25
25.09
-0.123 -0.030 -0.016 0.004
0.033
0.001
0.001
0.000
7309 JT Equity
SHIMANO INC
8910.00
0.14%
26.06.2014
9041 JT Equity
KINTETSU CORP
Industrials
425.00
1.18%
27.03.2015
6201 JT Equity
TOYOTA INDUSTRIES CORP
4185.00
1.43%
26.09.2014
7731 JT Equity
NIKON CORP
2040.00
2.01%
26.09.2014
24.98
29.76
35.28
42.42
0.017 -0.003 0.001
0.007
0.041
0.018
0.010
0.000
4543 JT Equity
TERUMO CORP
Health Care
4895.00
1.18%
26.09.2014
36.78
36.62
36.46
35.95
-0.167 -0.079 -0.044 0.004
0.024
0.003
0.002
0.000
2802 JT Equity
AJINOMOTO CO INC
Consumer Staples
1357.00
1.47%
26.09.2014
26.52
29.80
33.79
38.97
-0.093 -0.002 0.006
0.018
0.037
0.008
0.005
0.000
4689 JT Equity
YAHOO JAPAN CORP
52100.00
0.81%
27.03.2014
34.15
33.58
33.25
32.85
0.010
0.097
0.098
0.061
0.010 -0.005 -0.004 -0.002
6702 JT Equity
FUJITSU LTD
379.00
27.03.2014
28.38
36.03
47.53
62.28
0.225
0.236
0.160
0.033
0.053
8035 JT Equity
TOKYO ELECTRON LTD
4320.00
1.16%
26.09.2014
48.37
54.16
60.24
67.94
0.452
0.582
0.562
0.213
0.012 -0.010 -0.018 -0.012
9042 JT Equity
HANKYU HANSHIN HOLDINGS INC
Industrials
574.00
0.87%
26.09.2014
7259 JT Equity
AISIN SEIKI CO LTD
3955.00
1.90%
26.09.2014
34.68
39.36
45.27
52.94
-0.107 0.039
0.031
0.042
0.027
0.013
9021 JT Equity
WEST JAPAN RAILWAY CO
Industrials
4150.00
2.65%
26.09.2014
19.86
24.77
30.49
37.93
-0.309 -0.153 -0.154 -0.044
0.022
0.001 -0.005 -0.005
7752 JT Equity
RICOH CO LTD
1151.00
2.87%
26.09.2014
32.48
37.32
42.78
49.90
-0.207 -0.100 -0.067 -0.004
0.037
0.010
5938 JT Equity
LIXIL GROUP CORP
Industrials
2329.00
1.72%
26.09.2014
52.18
47.99
52.74
58.57
-1.099 -0.974 -0.948 -0.647
0.004 -0.010 -0.016 -0.009
5713 JT Equity
SUMITOMO METAL MINING CO LTD
Materials
1234.00
2.76%
26.09.2014
40.40
43.19
46.67
51.22
-0.236 -0.121 -0.121 -0.044
0.018 -0.003 -0.007 -0.005
8332 JT Equity
BANK OF YOKOHAMA LTD/THE
Financials
544.00
2.02%
26.09.2014
4528 JT Equity
ONO PHARMACEUTICAL CO LTD
Health Care
6460.00
2.79%
26.09.2014
6645 JT Equity
OMRON CORP
3120.00
1.15%
27.03.2014
4324 JT Equity
DENTSU INC
3275.00
0.98%
26.09.2014
30.03
28.13
28.49
29.18
-0.129 -0.024 -0.029 -0.037
0.017
8355 JT Equity
SHIZUOKA BANK LTD/THE
Financials
1107.00
1.36%
26.09.2014
9508 JT Equity
KYUSHU ELECTRIC POWER CO INC
Utilities
1441.00
45.05
57.83
74.00
94.07
-0.711 -0.964 -0.952 -0.396
-0.006 -0.037 -0.052 -0.028
4507 JT Equity
SHIONOGI & CO LTD
Health Care
2082.00
2.11%
26.09.2014
7211 JT Equity
MITSUBISHI MOTORS CORP
1262.00
4188 JT Equity
MITSUBISHI CHEMICAL HOLDINGS
Materials
479.00
2.51%
26.09.2014
38.14
43.55
49.79
57.90
-0.181 -0.076 -0.024 0.049
0.049
0.011
0.000
8113 JT Equity
UNICHARM CORP
Consumer Staples
5410.00
0.67%
26.09.2014
25.94
26.26
26.14
25.96
-0.036 0.006
0.005
0.005
0.022 -0.001 0.000
0.000
9007 JT Equity
ODAKYU ELECTRIC RAILWAY CO
Industrials
953.00
0.84%
26.09.2014
9506 JT Equity
TOHOKU ELECTRIC POWER CO INC
Utilities
1221.00
35.87
36.37
36.24
36.06
-0.110 -0.001 0.001
0.006
0.024
0.000
0.000
0.000
2267 JT Equity
YAKULT HONSHA CO LTD
Consumer Staples
4645.00
0.52%
26.09.2014
6586 JT Equity
MAKITA CORP
Industrials
5000.00
1.52%
27.03.2014
5201 JT Equity
ASAHI GLASS CO LTD
Industrials
577.00
3.12%
26.06.2014
37.08
37.82
39.12
41.51
0.009 -0.004 -0.002 0.010
0.026
0.002
0.000 -0.002
2651 JT Equity
4911 JT Equity
LAWSON INC
SHISEIDO CO LTD
Consumer Staples
Consumer Staples
7910.00
1572.00
2.65%
1.27%
27.08.2014
26.09.2014
25.42
27.78
25.87
28.22
26.44
27.96
26.94
27.50
-0.331 -0.155 -0.157 -0.168

-0.265 -0.037 -0.019 0.004
0.015 -0.001 -0.001 -0.001

0.023 0.003 0.002 0.000
27.03.2014
27.03.2014
0.240
0.154
0.061
0.205
0.078
0.129
0.054
0.358
0.054
Q.M.S Advisors | tel: +41 (0)78 922 08 77 | e-mail: info@qmsadv.com |
0.067
0.010
0.029 -0.008
0.050
0.028
0.141
0.035
0.004
0.016
0.036
0.012
0.026
0.037
0.066
0.016
0.011
0.002
0.026
0.001
0.019
0.000
0.002
0.001
0.000
0.004 -0.002
0.007
0.001
0.002
0.002
0.000
0.002
0.001
0.002 -0.003
0.001
0.016
0.007
0.001
0.004
0.001
0.000
0.000
0.000
0.001
0.000
0.004 -0.002
0.000
0.000
07.08.2013

IVt = atx + btx2 + ct
Ticker
9001 JT Equity
6701 JT Equity
7012 JT Equity
8015 JT Equity
7013 JT Equity
7912 JT Equity
3099 JT Equity
8331 JT Equity
4005 JT Equity
6460 JT Equity
6806 JT Equity
8697 JT Equity
9101 JT Equity
3405 JT Equity
5406 JT Equity
7262 JT Equity
1801 JT Equity
9513 JT Equity
7272 JT Equity
9006 JT Equity
6869 JT Equity
6753 JT Equity
4204 JT Equity
5711 JT Equity
4902 JT Equity
6471 JT Equity
9504 JT Equity
4519 JT Equity
3003 JT Equity
6762 JT Equity
9613 JT Equity
8333 JT Equity
8253 JT Equity
5233 JT Equity
8815 JT Equity
6963 JT Equity
3861 JT Equity
9008 JT Equity
7911 JT Equity
7205 JT Equity
1802 JT Equity
5333 JT Equity
8303 JT Equity
9062 JT Equity
9104 JT Equity
5334 JT Equity
8354 JT Equity
7832 JT Equity
2897 JT Equity
5332 JT Equity
3086 JT Equity
1812 JT Equity
4307 JT Equity
9831 JT Equity
8804 JT Equity
4185 JT Equity
4530 JT Equity
4581 JT Equity
4676 JT Equity
8358 JT Equity
7936 JT Equity
9507 JT Equity
4536 JT Equity
9843 JT Equity
2801 JT Equity
8729 JT Equity
2875 JT Equity
9404 JT Equity
2269 JT Equity
7532 JT Equity
4613 JT Equity
8369 JT Equity
6923 JT Equity
5012 JT Equity
9602 JT Equity
9009 JT Equity
9505 JT Equity
4732 JT Equity
4704 JT Equity
1803 JT Equity
8905 JT Equity
6417 JT Equity
6448 JT Equity
6481 JT Equity
8473 JT Equity
5110 JT Equity
4182 JT Equity
6841 JT Equity
6473 JT Equity
8028 JT Equity
6965 JT Equity
8227 JT Equity
8377 JT Equity
8233 JT Equity
6506 JT Equity
4088 JT Equity
9509 JT Equity
8252 JT Equity
8334 JT Equity
4151 JT Equity
5901 JT Equity
4612 JT Equity
8136 JT Equity
8379 JT Equity
4544 JT Equity
8593 JT Equity
2282 JT Equity
9533 JT Equity
6302 JT Equity
2784 JT Equity
7459 JT Equity
9987 JT Equity
2002 JT Equity
6370 JT Equity
4183 JT Equity
5947 JT Equity
4508 JT Equity
5101 JT Equity
6361 JT Equity
6113 JT Equity
2768 JT Equity
8359 JT Equity
8410 JT Equity
8570 JT Equity
4202 JT Equity
6504 JT Equity
Name
TOBU RAILWAY CO LTD
NEC CORP
KAWASAKI HEAVY INDUSTRIES
TOYOTA TSUSHO CORP
IHI CORP
DAI NIPPON PRINTING CO LTD
ISETAN MITSUKOSHI HOLDINGS L
CHIBA BANK LTD/THE
SUMITOMO CHEMICAL CO LTD
SEGA SAMMY HOLDINGS INC
HIROSE ELECTRIC CO LTD
JAPAN EXCHANGE GROUP INC
NIPPON YUSEN
KURARAY CO LTD
KOBE STEEL LTD
DAIHATSU MOTOR CO LTD
TAISEI CORP
ELECTRIC POWER DEVELOPMENT C
YAMAHA MOTOR CO LTD
KEIKYU CORP
SYSMEX CORP
SHARP CORP
SEKISUI CHEMICAL CO LTD
MITSUBISHI MATERIALS CORP
KONICA MINOLTA INC
NSK LTD
CHUGOKU ELECTRIC POWER CO
CHUGAI PHARMACEUTICAL CO LTD
HULIC CO LTD
TDK CORP
NTT DATA CORP
JOYO BANK LTD/THE
CREDIT SAISON CO LTD
TAIHEIYO CEMENT CORP
TOKYU LAND CORP
ROHM CO LTD
OJI HOLDINGS CORP
KEIO CORP
TOPPAN PRINTING CO LTD
HINO MOTORS LTD
OBAYASHI CORP
NGK INSULATORS LTD
SHINSEI BANK LTD
NIPPON EXPRESS CO LTD
MITSUI OSK LINES LTD
NGK SPARK PLUG CO LTD
FUKUOKA FINANCIAL GROUP INC
NAMCO BANDAI HOLDINGS INC
NISSIN FOODS HOLDINGS CO LTD
TOTO LTD
J FRONT RETAILING CO LTD
KAJIMA CORP
NOMURA RESEARCH INSTITUTE LT
YAMADA DENKI CO LTD
TOKYO TATEMONO CO LTD
JSR CORP
HISAMITSU PHARMACEUTICAL CO
TAISHO PHARMACEUTICAL HOLDIN
FUJI MEDIA HOLDINGS INC
SURUGA BANK LTD
ASICS CORP
SHIKOKU ELECTRIC POWER CO
SANTEN PHARMACEUTICAL CO LTD
NITORI HOLDINGS CO LTD
KIKKOMAN CORP
SONY FINANCIAL HOLDINGS INC
TOYO SUISAN KAISHA LTD
NIPPON TELEVISION HOLDINGS
MEIJI HOLDINGS CO LTD
DON QUIJOTE CO LTD
KANSAI PAINT CO LTD
BANK OF KYOTO LTD/THE
STANLEY ELECTRIC CO LTD
TONENGENERAL SEKIYU KK
TOHO CO LTD
KEISEI ELECTRIC RAILWAY CO
HOKURIKU ELECTRIC POWER CO
USS CO LTD
TREND MICRO INC
SHIMIZU CORP
AEON MALL CO LTD
SANKYO CO LTD
BROTHER INDUSTRIES LTD
THK CO LTD
SBI HOLDINGS INC
SUMITOMO RUBBER INDUSTRIES
MITSUBISHI GAS CHEMICAL CO
YOKOGAWA ELECTRIC CORP
JTEKT CORP
FAMILYMART CO LTD
HAMAMATSU PHOTONICS KK
SHIMAMURA CO LTD
HOKUHOKU FINANCIAL GROUP INC
TAKASHIMAYA CO LTD
YASKAWA ELECTRIC CORP
AIR WATER INC
HOKKAIDO ELECTRIC POWER CO
MARUI GROUP CO LTD
GUNMA BANK LTD/THE
KYOWA HAKKO KIRIN CO LTD
TOYO SEIKAN GROUP HOLDINGS L
NIPPON PAINT CO LTD
SANRIO CO LTD
HIROSHIMA BANK LTD/THE
MIRACA HOLDINGS INC
MITSUBISHI UFJ LEASE & FINAN
NIPPON MEAT PACKERS INC
TOHO GAS CO LTD
SUMITOMO HEAVY INDUSTRIES
ALFRESA HOLDINGS CORP
MEDIPAL HOLDINGS CORP
SUZUKEN CO LTD
NISSHIN SEIFUN GROUP INC
KURITA WATER INDUSTRIES LTD
MITSUI CHEMICALS INC
RINNAI CORP
MITSUBISHI TANABE PHARMA
YOKOHAMA RUBBER CO LTD
EBARA CORP
AMADA CO LTD
SOJITZ CORP
HACHIJUNI BANK LTD/THE
SEVEN BANK LTD
AEON FINANCIAL SERVICE CO LT
DAICEL CORP
FUJI ELECTRIC CO LTD
GICS_SECTOR_NAME
Industrials
Industrials
Industrials
Industrials
Industrials
Financials
Materials
Financials
Industrials
Materials
Materials
Industrials
Utilities
Industrials
Health Care
Materials
Industrials
Utilities
Health Care
Financials
Financials
Financials
Materials
Financials
Materials
Industrials
Industrials
Industrials
Industrials
Industrials
Financials
Industrials
Industrials
Financials
Consumer Staples
Industrials
Industrials
Financials
Materials
Health Care
Health Care
Financials
Utilities
Health Care
Consumer Staples
Financials
Consumer Staples
Consumer Staples
Materials
Financials
Energy
Industrials
Utilities
Industrials
Financials
Industrials
Financials
Materials
Industrials
Consumer Staples
Financials
Materials
Utilities
Financials
Health Care
Materials
Materials
Financials
Health Care
Financials
Consumer Staples
Utilities
Industrials
Health Care
Health Care
Health Care
Consumer Staples
Industrials
Materials
Health Care
Industrials
Industrials
Industrials
Financials
Financials
Financials
Materials
Industrials
ATM Ref
513.00
223.00
367.00
2543.00
409.00
880.00
1363.00
701.00
346.00
2314.00
14010.00
9330.00
288.00
1275.00
155.00
2077.00
388.00
3530.00
1439.00
848.00
6070.00
413.00
988.00
346.00
802.00
950.00
1514.00
2007.00
1242.00
3640.00
335500.00
547.00
2354.00
352.00
935.00
3790.00
426.00
694.00
674.00
1509.00
557.00
1372.00
218.00
467.00
377.00
2020.00
455.00
1758.00
4100.00
1110.00
769.00
364.00
3185.00
3935.00
874.00
1835.00
5350.00
6800.00
176400.00
1746.00
1769.00
1825.00
4570.00
8200.00
1749.00
1689.00
3080.00
1763.00
4745.00
5340.00
1302.00
852.00
1900.00
936.00
2079.00
976.00
1481.00
12400.00
3295.00
416.00
2536.00
4660.00
1087.00
2098.00
1098.00
1683.00
831.00
1358.00
1252.00
4380.00
3375.00
11410.00
194.00
963.00
1163.00
1474.00
1355.00
982.00
571.00
1007.00
1695.00
1386.00
5040.00
428.00
4540.00
496.00
1456.00
487.00
432.00
4745.00
1193.00
3095.00
1155.00
2026.00
263.00
6890.00
1319.00
981.00
532.00
706.00
180.00
614.00
335.00
3045.00
890.00
368.00
Dividend
Yield
1.17%
1.79%
1.36%
1.81%
1.22%
3.64%
0.73%
1.71%
2.60%
1.73%
1.14%
1.71%
1.39%
2.82%
2.89%
1.29%
1.98%
1.39%
0.71%
0.69%
2.02%
1.73%
1.87%
1.26%
2.31%
2.39%
0.40%
1.92%
1.79%
1.65%
1.27%
1.14%
0.75%
1.06%
2.35%
1.08%
2.67%
1.99%
1.44%
1.46%
0.46%
2.14%
1.09%
2.42%
1.37%
1.83%
1.44%
1.30%
1.37%
1.63%
1.52%
0.46%
2.07%
1.31%
1.62%
2.49%
0.86%
0.79%
2.19%
1.22%
1.03%
1.48%
1.62%
1.64%
1.69%
0.75%
1.08%
1.17%
1.58%
4.06%
0.48%
0.61%
3.38%
2.57%
2.28%
1.68%
0.87%
3.22%
2.21%
1.05%
0.91%
1.37%
1.44%
0.88%
1.28%
2.33%
1.27%
1.31%
1.93%
1.04%
1.03%
1.63%
1.83%
1.66%
2.23%
0.83%
1.15%
1.19%
1.40%
1.89%
1.35%
1.79%
1.85%
1.39%
2.07%
1.84%
1.62%
1.73%
2.17%
2.28%
0.93%
3.03%
2.24%
0.94%
1.98%
2.22%
1.30%
2.09%
1.97%
1.35%
1.36%
Next ExDividend
Date
26.09.2014
27.03.2015
27.03.2015
26.09.2014
27.03.2015
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
26.09.2013
26.09.2014
26.09.2014
26.06.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2013
26.06.2014
26.06.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
27.03.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.08.2014
26.09.2014
26.09.2014
27.03.2015
26.12.2014
26.09.2014
27.08.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
27.03.2014
26.09.2014
18.08.2014
27.03.2015
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.12.2013
26.09.2014
26.09.2014
26.09.2014
26.06.2014
27.08.2014
26.09.2014
26.09.2013
26.09.2014
26.12.2013
26.09.2014
27.08.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
26.06.2014
26.09.2014
26.09.2014
26.09.2014
27.08.2014
27.03.2014
18.08.2014
27.03.2015
27.08.2014
17.09.2014
26.09.2014
27.03.2014
26.09.2014
26.09.2014
26.06.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.06.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2013
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
36.13
39.53
40.58
44.59
46.89
52.30
54.63
62.87
-0.113 -0.001 0.001 0.012

-0.491 -0.393 -0.409 -0.151
0.053 0.019 0.010 -0.001

0.008 -0.017 -0.024 -0.014
37.42
30.03
41.58
30.37
45.79
29.67
51.36
28.81
-0.335 -0.197 -0.210 -0.230

-0.218 -0.114 -0.062 0.000
0.035
0.032
0.009
0.002
36.79
40.53
44.76
50.43
-0.323 -0.171 -0.148 -0.037
0.030
0.002 -0.003 -0.003
31.05
31.44
31.27
31.02
-0.175 0.002
0.014
0.000
33.40
34.17
45.28
39.80
34.46
45.56
47.49
33.69
45.52
57.24
32.80
45.36
-0.052 0.038 0.025 0.010

-0.249 -0.151 -0.089 -0.009
0.064 0.223 0.216 0.208
0.061 0.026 0.014 -0.001

0.031 0.004 0.002 0.001
0.026 -0.007 -0.007 -0.007
33.83
39.90
49.01
61.00
-0.061 0.061
0.030
0.045
0.017
0.009 -0.001
44.26
64.56
90.51
123.02
-0.178 -0.129 -0.099 0.003
0.098
0.059
0.037
0.004
32.26
35.79
43.40
42.24
36.04
34.45
36.80
43.62
39.44
38.08
36.32
37.98
43.38
34.41
40.07
38.71
39.49
43.00
28.31
43.34
-0.292
-0.321
-0.081
-0.152
0.091
0.034 0.005 0.003

0.016 0.001 0.000
0.024 0.000 0.000
0.005 -0.014 -0.010
0.024 0.001 0.001
0.001
-0.001
0.000
-0.003
0.000
29.03
47.29
34.17
48.86
39.79
50.71
47.02
53.35
-0.250 -0.123 -0.151 -0.075

-0.088 0.005 0.012 0.011
0.020
0.015
0.001 -0.005 -0.005

0.005 0.003 0.001
45.43
45.97
45.55
44.98
-0.170 -0.073 -0.039 0.006
0.024
0.001
36.57
37.51
45.89
44.37
59.31
50.13
76.65
57.55
0.324 0.488 0.500 0.224

-0.225 -0.030 -0.002 0.037
-0.001 -0.030 -0.044 -0.026

0.037 0.013 0.007 0.000
30.28
30.58
30.35
30.06
-0.072 0.021
0.028 -0.001 -0.001 0.000
39.53
32.49
45.57
35.37
50.88
37.08
57.68
39.18
0.039 0.165 0.128 0.059

-0.288 -0.063 -0.034 0.007
0.045
0.020
0.014
0.001
0.009
0.001
0.001
0.000
36.81
36.09
37.59
42.17
37.80
48.08
38.29
55.91
-0.104 0.011 0.021 0.020

-0.050 0.040 -0.015 -0.076
0.032
0.046
0.001
0.013
0.001
0.008
0.001
0.002
41.33
42.11
41.89
44.57
40.62
41.35
49.62
38.14
40.95
56.28
35.12
40.45
-0.090 0.014 0.018 0.025

-0.223 -0.094 -0.097 -0.111
-0.074 0.017 0.028 0.029
0.040 0.010 0.006 -0.001

0.010 -0.007 -0.004 0.001
0.019 -0.002 -0.001 0.000
33.06
40.15
46.73
55.17
0.086
0.039
0.020
0.006
0.004
0.001
25.66
31.74
39.80
50.59
-0.156 -0.036 -0.019 -0.003
0.041
0.014
0.008
0.000
24.07
24.22
24.13
24.11
-0.060 -0.032 -0.016 0.007
0.029
0.002
0.001
0.000
33.91
26.84
33.81
27.42
35.02
27.25
36.65
27.02
-0.158 0.015 0.006 0.008

-0.192 -0.022 -0.011 0.005
0.014
0.029
0.002
0.001
0.001 -0.001
0.000 0.000
59.82
55.25
49.77
42.90
-0.340 -0.257 -0.220 -0.192
0.006 -0.013 -0.007 0.000
27.22
27.19
27.13
26.85
-0.208 0.002
0.003
0.005
0.017
0.000
0.000
0.000
43.95
48.26
52.09
57.11
-0.009 0.078
0.061
0.038
0.032
0.008
0.004
0.000
39.25
41.78
43.71
45.99
-0.303 -0.102 -0.052 0.008
0.023
0.004
0.002
0.000
36.30
36.47
36.55
36.95
-0.122 -0.035 -0.038 -0.042
0.032
0.001
0.001
0.000
26.96
27.82
27.90
27.82
-0.227 -0.069 -0.038 0.003
0.027
0.003
0.002
0.000
41.66
42.83
42.54
42.15
-0.211 0.010
0.007
0.002
0.022 -0.001 0.000
0.000
45.75
56.21
69.28
86.73
0.534
0.302
0.015
0.082
0.004
-0.196
-0.008
0.002
0.045
0.128
0.165
0.503
0.003
0.046
-0.224
-0.006
0.003
0.078
0.081
0.012
0.106
0.004
-0.245
-0.001
0.006
0.097
0.010
0.004
0.052
0.006
0.001
0.000
0.001
0.033
0.002
0.000
0.000
0.000
07.08.2013
Ticker
Name
GICS_SECTOR_NAME
ATM2 Ref
Dividend
Yield
Next ExDividend
Date
9783 JT Equity
BENESSE HOLDINGS INC
3465.00
2.74%
26.09.2014
4768 JT Equity
OTSUKA CORP
12410.00
1.65%
26.12.2014
2371 JT Equity
KAKAKU.COM INC
3855.00
0.52%
27.03.2014
3231 JT Equity
NOMURA REAL ESTATE HOLDINGS
Financials
2280.00
1.32%
26.09.2014
5486 JT Equity
HITACHI METALS LTD
Materials
1218.00
1.15%
26.09.2014
6268 JT Equity
NABTESCO CORP
Industrials
2068.00
1.84%
26.09.2014
4205 JT Equity
ZEON CORP
Materials
1168.00
1.11%
26.09.2014
5019 JT Equity
IDEMITSU KOSAN CO LTD
Energy
8500.00
2.35%
26.09.2014
8385 JT Equity
IYO BANK LTD/THE
Financials
999.00
1.00%
26.09.2014
8304 JT Equity
AOZORA BANK LTD
Financials
294.00
4.08%
26.09.2013
2433 JT Equity
HAKUHODO DY HOLDINGS INC
7120.00
1.26%
26.09.2014
6305 JT Equity
HITACHI CONSTRUCTION MACHINE
Industrials
1903.00
2.63%
26.09.2014
4042 JT Equity
TOSOH CORP
Materials
360.00
1.67%
26.09.2014
5714 JT Equity
DOWA HOLDINGS CO LTD
Materials
871.00
1.38%
27.03.2015
9301 JT Equity
MITSUBISHI LOGISTICS CORP
Industrials
1409.00
0.85%
2432 JT Equity
DENA CO LTD
1928.00
2.59%
4091 JT Equity
TAIYO NIPPON SANSO CORP
Materials
720.00
1.67%
26.09.2014
2212 JT Equity
YAMAZAKI BAKING CO LTD
Consumer Staples
1202.00
1.33%
26.12.2014
2229 JT Equity
CALBEE INC
Consumer Staples
9610.00
0.75%
27.03.2015
6366 JT Equity
CHIYODA CORP
Industrials
1211.00
1.57%
27.03.2015
9048 JT Equity
NAGOYA RAILROAD CO LTD
Industrials
279.00
1.43%
27.03.2015
4631 JT Equity
DIC CORP
Materials
262.00
3.44%
26.06.2014
4021 JT Equity
NISSAN CHEMICAL INDUSTRIES
Materials
1351.00
1.92%
26.09.2014
8382 JT Equity
CHUGOKU BANK LTD/THE
Financials
1316.00
1.06%
26.09.2014
7951 JT Equity
YAMAHA CORP
1315.00
1.14%
26.09.2014
4684 JT Equity
OBIC CO LTD
28310.00
1.77%
26.09.2014
4506 JT Equity
DAINIPPON SUMITOMO PHARMA CO
Health Care
1299.00
1.39%
26.09.2014
4272 JT Equity
NIPPON KAYAKU CO LTD
Materials
1299.00
1.54%
26.09.2014
3659 JT Equity
NEXON CO LTD
1171.00
0.85%
26.06.2014
9766 JT Equity
KONAMI CORP
2136.00
1.59%
26.09.2014
4208 JT Equity
UBE INDUSTRIES LTD
Materials
180.00
2.78%
27.03.2015
9962 JT Equity
MISUMI GROUP INC
Industrials
2580.00
1.10%
26.09.2014
6724 JT Equity
SEIKO EPSON CORP
1381.00
1.88%
26.09.2014
8418 JT Equity
YAMAGUCHI FINANCIAL GROUP IN
Financials
951.00
1.26%
26.09.2014
7276 JT Equity
KOITO MANUFACTURING CO LTD
1873.00
1.07%
26.09.2013
5471 JT Equity
DAIDO STEEL CO LTD
Materials
576.00
0.87%
26.09.2014
5214 JT Equity
NIPPON ELECTRIC GLASS CO LTD
501.00
3.19%
26.09.2014
4004 JT Equity
SHOWA DENKO K K
Materials
133.00
2.26%
26.12.2014
9364 JT Equity
KAMIGUMI CO LTD
Industrials
836.00
1.20%
26.09.2014
7453 JT Equity
RYOHIN KEIKAKU CO LTD
8790.00
1.76%
27.08.2014
4666 JT Equity
PARK24 CO LTD
Industrials
1779.00
1.97%
29.10.2014
8327 JT Equity
NISHI-NIPPON CITY BANK LTD
Financials
264.00
1.89%
26.09.2014
7701 JT Equity
SHIMADZU CORP
763.00
1.18%
26.09.2014
9107 JT Equity
KAWASAKI KISEN KAISHA LTD
Industrials
208.00
1.68%
4062 JT Equity
IBIDEN CO LTD
1492.00
2.01%
4118 JT Equity
KANEKA CORP
Materials
696.00
2.30%
26.09.2014
9045 JT Equity
KEIHAN ELECTRIC RAILWAY CO
Industrials
404.00
1.24%
26.09.2014
1808 JT Equity
HASEKO CORP
129.00
5002 JT Equity
SHOWA SHELL SEKIYU KK
Energy
961.00
2.81%
26.06.2014
5631 JT Equity
JAPAN STEEL WORKS LTD
Industrials
555.00
0.90%
26.09.2014
6857 JT Equity
ADVANTEST CORP
1291.00
1.55%
26.09.2014
3391 JT Equity
TSURUHA HOLDINGS INC
Consumer Staples
9050.00
1.44%
12.11.2014
6952 JT Equity
CASIO COMPUTER CO LTD
915.00
2.19%
26.09.2014
5991 JT Equity
NHK SPRING CO LTD
1150.00
1.30%
26.09.2013
2809 JT Equity
KEWPIE CORP
Consumer Staples
1525.00
1.44%
28.05.2014
6674 JT Equity
GS YUASA CORP
Industrials
448.00
1.79%
27.03.2015
5463 JT Equity
MARUICHI STEEL TUBE LTD
Materials
2463.00
2.52%
26.09.2014
4967 JT Equity
KOBAYASHI PHARMACEUTICAL CO
Consumer Staples
5400.00
1.52%
26.09.2014
3401 JT Equity
TEIJIN LTD
Materials
215.00
1.86%
26.09.2014
8616 JT Equity
TOKAI TOKYO FINANCIAL HOLDIN
Financials
744.00
3.23%
26.09.2013
4555 JT Equity
SAWAI PHARMACEUTICAL CO LTD
Health Care
11950.00
1.51%
26.09.2014
8515 JT Equity
AIFUL CORP
Financials
1000.00
8282 JT Equity
K'S HOLDINGS CORP
3315.00
1.81%
26.09.2014
4061 JT Equity
DENKI KAGAKU KOGYO K K
Materials
389.00
2.57%
26.09.2014
9989 JT Equity
SUNDRUG CO LTD
Consumer Staples
4280.00
1.21%
26.09.2014
4114 JT Equity
NIPPON SHOKUBAI CO LTD
Materials
1048.00
1.53%
26.09.2014
1911 JT Equity
SUMITOMO FORESTRY CO LTD
1020.00
1.86%
26.09.2014
4217 JT Equity
HITACHI CHEMICAL CO LTD
Materials
1736.00
2.07%
26.09.2014
9044 JT Equity
NANKAI ELECTRIC RAILWAY CO
Industrials
377.00
1.33%
27.03.2015
7313 JT Equity
TS TECH CO LTD
3645.00
1.10%
26.09.2014
6465 JT Equity
HOSHIZAKI ELECTRIC CO LTD
Industrials
3490.00
0.86%
26.12.2014
7240 JT Equity
NOK CORP
1576.00
1.27%
26.09.2014
6472 JT Equity
NTN CORP
Industrials
354.00
0.56%
27.03.2014
4716 JT Equity
ORACLE CORP JAPAN
3835.00
2.40%
27.05.2015
6849 JT Equity
NIHON KOHDEN CORP
Health Care
3800.00
1.58%
26.09.2014
8341 JT Equity
77 BANK LTD/THE
Financials
488.00
1.43%
26.09.2014
8933 JT Equity
NTT URBAN DEVELOPMENT CORP
Financials
122100.00
1.31%
26.09.2014
4540 JT Equity
TSUMURA & CO
Health Care
2617.00
2.45%
26.09.2014
6592 JT Equity
MABUCHI MOTOR CO LTD
Industrials
5230.00
1.15%
26.06.2014
5444 JT Equity
YAMATO KOGYO CO LTD
Materials
3390.00
0.88%
26.09.2014
5801 JT Equity
FURUKAWA ELECTRIC CO LTD
Industrials
223.00
1.35%
27.03.2015
8012 JT Equity
NAGASE & CO LTD
Industrials
1303.00
2.15%
26.09.2014
4912 JT Equity
LION CORP
Consumer Staples
600.00
1.67%
26.06.2014
2531 JT Equity
TAKARA HOLDINGS INC
Consumer Staples
824.00
1.09%
27.03.2015
8273 JT Equity
IZUMI CO LTD
2957.00
1.35%
27.08.2014
8609 JT Equity
OKASAN SECURITIES GROUP INC
Financials
856.00
2.34%
27.03.2014
3101 JT Equity
TOYOBO CO LTD
Materials
162.00
2.16%
27.03.2015
6925 JT Equity
USHIO INC
Industrials
1180.00
1.86%
27.03.2015
7956 JT Equity
PIGEON CORP
Consumer Staples
4710.00
1.22%
29.07.2014
2593 JT Equity
ITO EN LTD
Consumer Staples
2310.00
1.65%
29.10.2014
2579 JT Equity
COCA-COLA WEST CO LTD
Consumer Staples
2039.00
2.06%
26.06.2014
6457 JT Equity
GLORY LTD
Industrials
2353.00
1.87%
26.09.2014
9076 JT Equity
SEINO HOLDINGS CO LTD
Industrials
902.00
1.22%
27.03.2015
8219 JT Equity
AOYAMA TRADING CO LTD
2560.00
2.73%
26.09.2014
3863 JT Equity
NIPPON PAPER INDUSTRIES CO L
Materials
1378.00
2.90%
7282 JT Equity
TOYODA GOSEI CO LTD
2463.00
2.11%
26.09.2014
9401 JT Equity
TOKYO BROADCASTING SYSTEM
1305.00
1.23%
26.09.2014
6141 JT Equity
MORI SEIKI CO LTD
Industrials
1258.00
1.59%
26.09.2014
2331 JT Equity
SOHGO SECURITY SERVICES CO
Industrials
1813.00
1.38%
26.09.2014
7003 JT Equity
MITSUI ENGINEER & SHIPBUILD
Industrials
178.00
1.12%
27.03.2015
2501 JT Equity
SAPPORO HOLDINGS LTD
Consumer Staples
375.00
1.87%
26.12.2014
1662 JT Equity
JAPAN PETROLEUM EXPLORATION
Energy
4265.00
1.17%
26.09.2014
6395 JT Equity
TADANO LTD
Industrials
1404.00
1.14%
26.09.2014
8439 JT Equity
CENTURY TOKYO LEASING CORP
Financials
2915.00
1.78%
26.09.2014
2811 JT Equity
KAGOME CO LTD
Consumer Staples
1677.00
1.31%
27.03.2015
6727 JT Equity
WACOM CO LTD
915.00
1.91%
27.03.2015
1721 JT Equity
COMSYS HOLDINGS CORP
Industrials
1229.00
1.63%
26.09.2014
6146 JT Equity
DISCO CORP
5730.00
1.22%
26.09.2014
6703 JT Equity
OKI ELECTRIC INDUSTRY CO LTD
183.00
6976 JT Equity
TAIYO YUDEN CO LTD
1345.00
0.74%
26.09.2014
6754 JT Equity
ANRITSU CORP
1215.00
1.65%
26.09.2014
2413 JT Equity
M3 INC
Health Care
262700.00
0.42%
27.03.2014
4521 JT Equity
KAKEN PHARMACEUTICAL CO LTD
Health Care
1573.00
3.05%
26.09.2014
6136 JT Equity
OSG CORP
Industrials
1497.00
1.54%
28.05.2014
9601 JT Equity
SHOCHIKU CO LTD
987.00
0.30%
25.02.2015
7762 JT Equity
CITIZEN HOLDINGS CO LTD
564.00
1.77%
26.09.2014
8572 JT Equity
ACOM CO LTD
Financials
3205.00
7860 JT Equity
AVEX GROUP HOLDINGS INC
3470.00
1.44%
26.09.2014
8036 JT Equity
HITACHI HIGH-TECHNOLOGIES CO
2104.00
0.95%
26.09.2014
9706 JT Equity
JAPAN AIRPORT TERMINAL CO
Industrials
1845.00
0.54%
26.09.2014
5232 JT Equity
SUMITOMO OSAKA CEMENT CO LTD
Materials
338.00
1.48%
26.09.2014
2810 JT Equity
HOUSE FOODS CORP
Consumer Staples
1592.00
1.88%
26.09.2014
3591 JT Equity
8016 JT Equity
WACOAL HOLDINGS CORP

ONWARD HOLDINGS CO LTD
1005.00
888.00
2.79%
2.70%
27.03.2015
25.02.2015

2
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
37.10
43.15
49.24
57.34
-0.128 -0.173 -0.119 -0.051
0.040
0.022
0.012 -0.001
26.09.2014
32.25
32.40
32.23
31.98
-0.095 0.007
0.006
0.006
0.026
0.000
0.000
0.000
27.03.2014
45.54
45.53
45.43
45.22
-0.055 0.002
0.004
0.007
0.020
0.000
0.000
0.000
42.56
42.96
42.66
42.41
-0.109 0.010
0.008
0.006
0.029 -0.001 0.000
0.000
40.13
48.58
59.00
72.08
0.170
0.266
0.118
0.040
55.94
54.18
51.75
48.85
-0.135 -0.052 -0.038 -0.016
0.017 -0.004 -0.003 -0.001
27.03.2015
31.89
40.03
51.09
65.02
-0.136 -0.050 -0.075 -0.110
0.083
0.044
26.09.2013
39.66
44.40
50.65
58.86
-0.247 -0.143 -0.146 -0.047
0.028
0.006 -0.002 -0.005
45.22
44.40
44.18
43.93
0.222
0.365
0.354
0.355
0.031
0.001
47.25
44.42
38.49
31.10
-0.026 0.118
0.184
0.273
0.006 -0.020 -0.013 -0.005
54.87
57.08
58.76
61.30
-0.052 0.022
0.016 -0.010
36.66
36.97
35.74
34.23
-0.235 -0.049 -0.052 -0.054
0.017 -0.003 -0.001 0.001
35.99
36.35
36.26
36.08
-0.338 -0.003 0.000
0.005
0.017
0.000
0.000
0.000
23.02
23.23
23.16
23.04
-0.112 -0.006 -0.001 0.006
0.022
0.000
0.000
0.000
29.67
30.35
30.25
30.29
-0.028 0.001
0.002
0.006
0.021
0.000
0.000
0.000
42.73
49.21
57.86
69.18
-0.069 0.046
0.032
0.000
0.059
0.027
0.015
0.000
56.17
52.08
46.20
38.90
0.839
1.252
1.369
1.495
0.009 -0.015 -0.010 -0.003
35.23
35.48
35.24
34.92
-0.090 0.006
0.005
0.007
0.026
0.000
0.000
35.48
42.01
51.27
63.11
0.003
0.181
0.219
0.073
0.035
0.018 -0.004
62.59
61.37
60.78
60.06
-0.202 -0.102 -0.056 0.004
0.015
0.000
0.000
0.267
0.161
0.024
0.016
0.004
0.005 -0.003
0.023 -0.001
0.002
0.003
0.002 -0.001
0.000
0.000
07.08.2013
Ticker
1944 JT Equity
8585 JT Equity
4527 JT Equity
8270 JT Equity
6856 JT Equity
7649 JT Equity
5706 JT Equity
9435 JT Equity
8524 JT Equity
5007 JT Equity
7988 JT Equity
4569 JT Equity
5803 JT Equity
7004 JT Equity
9003 JT Equity
2871 JT Equity
6845 JT Equity
6770 JT Equity
3092 JT Equity
8184 JT Equity
6479 JT Equity
5929 JT Equity
8129 JT Equity
4681 JT Equity
8336 JT Equity
4321 JT Equity
8242 JT Equity
7735 JT Equity
3436 JT Equity
4206 JT Equity
8415 JT Equity
4045 JT Equity
4922 JT Equity
3349 JT Equity
9684 JT Equity
4043 JT Equity
8366 JT Equity
4665 JT Equity
9409 JT Equity
1883 JT Equity
8628 JT Equity
5105 JT Equity
3360 JT Equity
4403 JT Equity
8086 JT Equity
9719 JT Equity
2670 JT Equity
3088 JT Equity
2131 JT Equity
5202 JT Equity
9681 JT Equity
3105 JT Equity
9832 JT Equity
6995 JT Equity
6103 JT Equity
9031 JT Equity
9072 JT Equity
4634 JT Equity
9747 JT Equity
4095 JT Equity
3116 JT Equity
4534 JT Equity
8394 JT Equity
8595 JT Equity
8848 JT Equity
2607 JT Equity
8840 JT Equity
7222 JT Equity
8586 JT Equity
8356 JT Equity
4401 JT Equity
8425 JT Equity
5413 JT Equity
8390 JT Equity
4186 JT Equity
2685 JT Equity
9412 JT Equity
8130 JT Equity
7242 JT Equity
1881 JT Equity
7550 JT Equity
1334 JT Equity
1951 JT Equity
3941 JT Equity
8698 JT Equity
8381 JT Equity
2206 JT Equity
9744 JT Equity
7606 JT Equity
8324 JT Equity
4739 JT Equity
8078 JT Equity
6383 JT Equity
6376 JT Equity
3632 JT Equity
8544 JT Equity
8388 JT Equity
9603 JT Equity
8714 JT Equity
7312 JT Equity
4917 JT Equity
9449 JT Equity
7966 JT Equity
1833 JT Equity
8088 JT Equity
1414 JT Equity
4547 JT Equity
6474 JT Equity
8386 JT Equity
6005 JT Equity
9065 JT Equity
3626 JT Equity
7230 JT Equity
5943 JT Equity
7984 JT Equity
6961 JT Equity
8363 JT Equity
3774 JT Equity
8361 JT Equity
9075 JT Equity
9934 JT Equity
1979 JT Equity
7296 JT Equity
6412 JT Equity
3608 JT Equity
3593 JT Equity
Name
KINDEN CORP
ORIENT CORP
ROHTO PHARMACEUTICAL CO LTD
UNY GROUP HOLDINGS CO LTD
HORIBA LTD
SUGI HOLDINGS CO LTD
MITSUI MINING & SMELTING CO
HIKARI TSUSHIN INC
NORTH PACIFIC BANK LTD
COSMO OIL COMPANY LTD
NIFCO INC
KYORIN HOLDINGS INC
FUJIKURA LTD
HITACHI ZOSEN CORP
SOTETSU HOLDINGS INC
NICHIREI CORP
AZBIL CORP
ALPS ELECTRIC CO LTD
START TODAY CO LTD
SHIMACHU CO LTD
MINEBEA CO LTD
SANWA HOLDINGS CORP
TOHO HOLDINGS CO LTD
RESORTTRUST INC
MUSASHINO BANK LTD/THE
KENEDIX INC
H2O RETAILING CORP
DAINIPPON SCREEN MFG CO LTD
SUMCO CORP
AICA KOGYO CO LTD
KIYO HOLDINGS INC
TOAGOSEI CO LTD
KOSE CORP
COSMOS PHARMACEUTICAL CORP
SQUARE ENIX HOLDINGS CO LTD
TOKUYAMA CORPORATION
SHIGA BANK LTD/THE
DUSKIN CO LTD
TV ASAHI CORP
MAEDA ROAD CONSTRUCTION CO
MATSUI SECURITIES CO LTD
TOYO TIRE & RUBBER CO LTD
SHIP HEALTHCARE HOLDINGS INC
NOF CORP
NIPRO CORP
SCSK CORP
ABC-MART INC
MATSUMOTOKIYOSHI HOLDINGS CO
ACCORDIA GOLF CO LTD
NIPPON SHEET GLASS CO LTD
TOKYO DOME CORP
NISSHINBO HOLDINGS INC
AUTOBACS SEVEN CO LTD
TOKAI RIKA CO LTD
OKUMA CORP
NISHI-NIPPON RAILROAD CO LTD
NIPPON KONPO UNYU SOKO CO
TOYO INK SC HOLDINGS CO LTD
ASATSU-DK INC
NIHON PARKERIZING CO LTD
TOYOTA BOSHOKU CORP
MOCHIDA PHARMACEUTICAL CO
HIGO BANK LTD/THE
JAFCO CO LTD
LEOPALACE21 CORP
FUJI OIL CO LTD
DAIKYO INC
NISSAN SHATAI CO LTD
HITACHI CAPITAL CORP
JUROKU BANK LTD/THE
ADEKA CORP
IBJ LEASING CO LTD
NISSHIN STEEL HOLDINGS CO LT
KAGOSHIMA BANK LTD/THE
TOKYO OHKA KOGYO CO LTD
POINT INC
SKY PERFECT JSAT HOLDINGS
SANGETSU CO LTD
KYB CO LTD
NIPPO CORP
ZENSHO HOLDINGS CO LTD
MARUHA NICHIRO HOLDINGS INC
KYOWA EXEO CORP
RENGO CO LTD
MONEX GROUP INC
SAN-IN GODO BANK LTD/THE
EZAKI GLICO CO LTD
MEITEC CORP
UNITED ARROWS LTD
DAISHI BANK LTD/THE
ITOCHU TECHNO-SOLUTIONS CORP
HANWA CO LTD
DAIFUKU CO LTD
NIKKISO CO LTD
GREE INC
KEIYO BANK LTD/THE
AWA BANK LTD/THE
H I S CO LTD
SENSHU IKEDA HOLDINGS INC
TAKATA CORP
MANDOM CORP
GMO INTERNET INC
LINTEC CORP
OKUMURA CORP
IWATANI CORP
SHO-BOND HOLDINGS CO LTD
KISSEI PHARMACEUTICAL CO LTD
NACHI-FUJIKOSHI CORP
HYAKUJUSHI BANK LTD/THE
MIURA CO LTD
SANKYU INC
IT HOLDINGS CORP
NISSIN KOGYO CO LTD
NORITZ CORP
KOKUYO CO LTD
ENPLAS CORP
HOKKOKU BANK LTD/THE
INTERNET INITIATIVE JAPAN
OGAKI KYORITSU BANK LTD/THE
FUKUYAMA TRANSPORTING CO LTD
INABA DENKI SANGYO CO LTD
TAIKISHA LTD
FCC CO LTD
HEIWA CORP
TSI HOLDINGS CO LTD
HOGY MEDICAL CO LTD
GICS_SECTOR_NAME
Industrials
Financials
Health Care
Consumer Staples
Consumer Staples
Materials
Financials
Energy
Health Care
Industrials
Industrials
Industrials
Consumer Staples
Industrials
Industrials
Health Care
Financials
Financials
Industrials
Financials
Materials
Consumer Staples
Consumer Staples
Materials
Financials
Industrials
Industrials
Financials
Health Care
Materials
Health Care
Consumer Staples
Industrials
Industrials
Industrials
Industrials
Industrials
Materials
Materials
Health Care
Financials
Financials
Financials
Consumer Staples
Financials
Financials
Financials
Materials
Financials
Materials
Financials
Materials
Industrials
Consumer Staples
Industrials
Materials
Financials
Financials
Consumer Staples
Industrials
Financials
Industrials
Industrials
Health Care
Financials
Financials
Financials
Consumer Staples
Materials
Industrials
Industrials
Industrials
Health Care
Industrials
Financials
Industrials
Industrials
Industrials
Industrials
Financials
Financials
Industrials
Industrials
Industrials
Health Care
ATM2 Ref
1013.00
279.00
1387.00
641.00
3270.00
3840.00
225.00
6040.00
402.00
206.00
2537.00
2117.00
351.00
149.00
367.00
490.00
2090.00
795.00
2042.00
2491.00
407.00
576.00
1750.00
3130.00
3485.00
514.00
852.00
533.00
853.00
1851.00
138.00
441.00
2877.00
10850.00
1500.00
353.00
574.00
1881.00
2126.00
1650.00
902.00
599.00
3680.00
632.00
962.00
2182.00
4380.00
3055.00
110600.00
106.00
653.00
753.00
1443.00
2122.00
729.00
383.00
1603.00
518.00
2614.00
1942.00
1372.00
1242.00
589.00
3525.00
502.00
1743.00
308.00
1364.00
2382.00
373.00
1018.00
3075.00
1031.00
660.00
2221.00
4930.00
52200.00
2553.00
585.00
1715.00
1180.00
204.00
1091.00
518.00
40500.00
751.00
1058.00
2771.00
4030.00
337.00
3640.00
426.00
914.00
1197.00
816.00
513.00
514.00
4875.00
508.00
2286.00
3625.00
1233.00
1896.00
405.00
367.00
4020.00
2050.00
428.00
364.00
2524.00
323.00
1197.00
1914.00
1872.00
737.00
8660.00
343.00
2950.00
288.00
625.00
2856.00
2354.00
2300.00
1732.00
695.00
5670.00
Dividend
Yield
Next ExDividend
Date
1.18%
26.09.2014
1.30%
3.74%
1.28%
0.83%
1.33%
2.02%
1.24%
3.88%
1.85%
2.46%
1.71%
1.34%
1.36%
2.04%
3.01%
0.63%
0.98%
2.21%
1.72%
2.08%
0.91%
1.92%
2.01%
26.09.2014
27.08.2014
26.06.2014
27.08.2014
27.03.2015
26.06.2014
26.09.2014
27.03.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
27.03.2014
26.09.2014
26.02.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
1.47%
0.56%
0.23%
2.05%
26.09.2014
27.03.2015
26.12.2013
26.09.2014
2.27%
1.46%
0.46%
2.00%
1.70%
1.05%
2.13%
0.94%
1.52%
4.43%
1.50%
0.95%
1.74%
2.65%
1.83%
1.14%
1.31%
5.06%
0.77%
1.99%
3.74%
1.60%
1.37%
1.57%
2.50%
2.32%
1.03%
1.29%
1.31%
2.17%
1.53%
0.71%
26.06.2014
26.09.2014
26.11.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
27.03.2014
26.12.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
27.08.2014
26.09.2014
27.03.2015
27.03.2015
28.01.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.06.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
1.49%
0.97%
0.66%
1.76%
1.88%
2.16%
1.69%
0.48%
1.36%
2.16%
2.43%
2.30%
2.94%
1.37%
0.87%
1.36%
1.47%
2.20%
2.32%
0.59%
1.33%
1.42%
2.60%
1.51%
2.08%
3.02%
2.82%
1.64%
1.34%
4.17%
1.95%
1.36%
0.70%
2.95%
1.31%
1.82%
1.14%
2.22%
2.22%
1.91%
1.22%
1.95%
1.40%
1.92%
1.66%
2.79%
2.09%
2.09%
1.55%
2.04%
0.46%
1.75%
0.75%
2.43%
1.60%
3.96%
1.91%
1.74%
3.46%
2.52%
1.92%
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
26.09.2014
26.09.2014
27.08.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2013
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.06.2014
26.09.2014
26.09.2014
29.10.2014
27.03.2015
27.03.2014
26.09.2014
27.03.2014
26.09.2014
27.03.2015
27.03.2015
26.12.2013
26.09.2014
26.11.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.06.2014
26.06.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
25.02.2015
26.06.2014

ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
ATM2
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
40.06
37.81
34.69
30.63
-0.227 -0.138 -0.129 -0.120
0.016 -0.009 -0.006 -0.002
41.67
42.50
42.33
42.09
-0.115 0.002
0.002
0.004
0.032 -0.001 0.000
0.000
42.83
43.80
43.53
43.15
-0.150 0.001
0.003
0.007
0.027
0.000
0.000
0.000
50.06
56.91
64.51
74.35
-0.030 0.086
0.064
0.049
0.035
0.014
0.008
0.001
33.11
33.60
33.41
33.14
-0.193 0.013
0.008
0.005
0.023 -0.001 0.000
0.000
42.29
44.28
47.92
52.42
0.142
0.171
0.153
0.127
0.024
0.002
0.000 -0.002
60.74
64.41
69.88
77.61
0.497
0.544
0.306
0.000
0.035
0.009
0.005 -0.001
26.03
26.55
26.32
26.00
0.065
0.002
0.004
0.007
0.018
0.000
0.000
0.000
48.70
48.69
48.52
48.26
-0.090 0.001
0.003
0.006
0.024
0.000
0.000
0.000
07.08.2013
Ticker
Name
GICS_SECTOR_NAME
ATM3 Ref
Dividend
Yield
Next ExDividend
Date
8367 JT Equity
NANTO BANK LTD/THE
Financials
388.00
1.55%
26.09.2014
9303 JT Equity
SUMITOMO WAREHOUSE CO LTD
Industrials
558.00
1.97%
26.09.2014
8218 JT Equity
KOMERI CO LTD
2453.00
1.47%
26.09.2014
1860 JT Equity
TODA CORP
Industrials
284.00
1.76%
27.03.2015
4927 JT Equity
POLA ORBIS HOLDINGS INC
Consumer Staples
3445.00
1.74%
26.06.2014
3064 JT Equity
MONOTARO CO LTD
Industrials
2404.00
0.50%
26.06.2014
5949 JT Equity
UNIPRES CORP
2052.00
1.22%
26.09.2014
8060 JT Equity
CANON MARKETING JAPAN INC
1278.00
1.88%
26.06.2014
1824 JT Equity
MAEDA CORP
Industrials
520.00
1.35%
27.03.2015
4041 JT Equity
NIPPON SODA CO LTD
Materials
575.00
1.04%
27.03.2015
7947 JT Equity
FP CORP
Materials
6930.00
1.86%
26.09.2014
2001 JT Equity
NIPPON FLOUR MILLS CO LTD
Consumer Staples
518.00
2.32%
26.09.2014
7278 JT Equity
EXEDY CORP
2611.00
1.91%
26.09.2014
8368 JT Equity
HYAKUGO BANK LTD/THE
Financials
399.00
1.88%
26.09.2014
4516 JT Equity
NIPPON SHINYAKU CO LTD
Health Care
1614.00
1.43%
26.09.2014
6588 JT Equity
TOSHIBA TEC CORP
558.00
1.43%
26.09.2014
7729 JT Equity
TOKYO SEIMITSU CO LTD
1947.00
1.28%
27.03.2014
2127 JT Equity
NIHON M&A CENTER INC
Industrials
6480.00
0.93%
26.09.2014
3050 JT Equity
DCM HOLDINGS CO LTD
715.00
2.80%
27.08.2014
5715 JT Equity
FURUKAWA CO LTD
Industrials
197.00
1.02%
27.03.2015
7864 JT Equity
FUJI SEAL INTERNATIONAL INC
Materials
2849.00
1.30%
26.09.2014
7248 JT Equity
CALSONIC KANSEI CORP
505.00
1.49%
26.09.2014
7981 JT Equity
TAKARA STANDARD CO LTD
Industrials
744.00
1.34%
26.09.2014
6310 JT Equity
ISEKI & CO LTD
Industrials
341.00
0.88%
27.03.2015
6371 JT Equity
TSUBAKIMOTO CHAIN CO
Industrials
630.00
1.27%
26.09.2014
1820 JT Equity
NISHIMATSU CONSTRUCTION CO
Industrials
244.00
1.64%
27.03.2015
7616 JT Equity
COLOWIDE CO LTD
1018.00
0.49%
27.03.2015
4921 JT Equity
FANCL CORP
Consumer Staples
1263.00
2.69%
26.09.2014
6967 JT Equity
SHINKO ELECTRIC INDUSTRIES
989.00
2.02%
26.09.2014
4541 JT Equity
NICHI-IKO PHARMACEUTICAL CO
Health Care
2182.00
1.47%
26.09.2014
9375 JT Equity
KINTETSU WORLD EXPRESS INC
Industrials
3690.00
1.08%
26.09.2014
9477 JT Equity
KADOKAWA CORP
3885.00
0.90%
27.03.2015
8424 JT Equity
FUYO GENERAL LEASE CO LTD
Financials
3490.00
2.01%
26.09.2014
1893 JT Equity
PENTA-OCEAN CONSTRUCTION CO
Industrials
245.00
0.82%
27.03.2015
9956 JT Equity
VALOR CO LTD
Consumer Staples
1520.00
1.97%
26.09.2014
8345 JT Equity
BANK OF IWATE LTD/THE
Financials
4535.00
1.32%
26.09.2014
8522 JT Equity
BANK OF NAGOYA LTD/THE
Financials
361.00
1.80%
26.09.2014
6508 JT Equity
MEIDENSHA CORP
Industrials
325.00
1.54%
27.03.2015
3098 JT Equity
COCOKARA FINE INC
Consumer Staples
3115.00
1.93%
26.09.2014
9672 JT Equity
TOKYOTOKEIBA CO LTD
397.00
0.76%
26.06.2014
5451 JT Equity
YODOGAWA STEEL WORKS LTD
Materials
429.00
2.33%
26.09.2014
7224 JT Equity
SHINMAYWA INDUSTRIES LTD
Industrials
788.00
1.27%
26.09.2014
9697 JT Equity
CAPCOM CO LTD
1679.00
2.38%
26.09.2014
8276 JT Equity
HEIWADO CO LTD
Consumer Staples
1584.00
1.58%
18.08.2014
2270 JT Equity
MEGMILK SNOW BRAND CO LTD
Consumer Staples
1441.00
2.08%
27.03.2015
6349 JT Equity
KOMORI CORP
Industrials
1240.00
0.81%
26.09.2014
9861 JT Equity
YOSHINOYA HOLDINGS CO LTD
117100.00
1.71%
27.08.2014
7274 JT Equity
SHOWA CORP
1326.00
2.11%
26.09.2014
9948 JT Equity
ARCS CO LTD
Consumer Staples
1856.00
2.16%
27.08.2014
6996 JT Equity
NICHICON CORP
989.00
1.62%
26.09.2014
8281 JT Equity
XEBIO CO LTD
2317.00
1.51%
26.09.2014
8022 JT Equity
MIZUNO CORP
624.00
1.60%
26.09.2014
5423 JT Equity
TOKYO STEEL MFG CO LTD
Materials
532.00
0.38%
26.09.2014
2580 JT Equity
COCA-COLA EAST JAPAN CO LTD
Consumer Staples
1320.00
2.73%
26.12.2013
4203 JT Equity
SUMITOMO BAKELITE CO LTD
Materials
374.00
2.67%
26.09.2014
6013 JT Equity
TAKUMA CO LTD
Industrials
861.00
0.70%
26.09.2014
8895 JT Equity
ARNEST ONE CORP
1868.00
1.39%
26.09.2014
8803 JT Equity
HEIWA REAL ESTATE CO LTD
Financials
1622.00
1.36%
26.09.2014
8397 JT Equity
BANK OF OKINAWA LTD/THE
Financials
4115.00
1.58%
26.09.2014
7280 JT Equity
MITSUBA CORP
1637.00
0.49%
27.03.2015
5301 JT Equity
TOKAI CARBON CO LTD
Materials
307.00
2.28%
26.06.2014
8511 JT Equity
JAPAN SECURITIES FINANCE CO
Financials
702.00
1.99%
26.09.2014
5393 JT Equity
NICHIAS CORP
Industrials
644.00
2.17%
26.09.2014
6436 JT Equity
AMANO CORP
1046.00
2.49%
26.09.2014
5932 JT Equity
SANKYO TATEYAMA INC
Industrials
2178.00
0.92%
26.11.2014
9869 JT Equity
KATO SANGYO CO LTD
Consumer Staples
2081.00
2.26%
27.03.2014
5703 JT Equity
NIPPON LIGHT METAL HOLDINGS
Materials
134.00
2.99%
27.03.2015
7451 JT Equity
MITSUBISHI SHOKUHIN CO LTD
Consumer Staples
2713.00
1.55%
26.09.2014
4044 JT Equity
CENTRAL GLASS CO LTD
Industrials
313.00
2.56%
26.09.2014
8624 JT Equity
ICHIYOSHI SECURITIES CO LTD
Financials
1321.00
2.27%
26.09.2013
1983 JT Equity
TOSHIBA PLANT SYSTEMS & SERV
Industrials
1601.00
0.94%
26.09.2014
7251 JT Equity
KEIHIN CORP
1402.00
2.14%
26.09.2014
7915 JT Equity
NISSHA PRINTING CO LTD
Industrials
1883.00
8185 JT Equity
CHIYODA CO LTD
2441.00
2.46%
27.08.2014
8600 JT Equity
TOMONY HOLDINGS INC
Financials
374.00
2.14%
26.09.2014
7817 JT Equity
PARAMOUNT BED HOLDINGS CO LT
Health Care
3280.00
1.52%
26.09.2014
6755 JT Equity
FUJITSU GENERAL LTD
1179.00
1.02%
26.09.2014
3865 JT Equity
HOKUETSU KISHU PAPER CO LTD
Materials
430.00
2.79%
26.09.2014
8806 JT Equity
DAIBIRU CORP
Financials
1100.00
1.09%
26.09.2014
7518 JT Equity
NET ONE SYSTEMS CO LTD
775.00
4.39%
26.09.2014
8584 JT Equity
JACCS CO LTD
Financials
510.00
2.35%
26.09.2014
1417 JT Equity
MIRAIT HOLDINGS CORP
Industrials
873.00
2.29%
26.09.2014
5482 JT Equity
AICHI STEEL CORP
Materials
496.00
2.02%
26.09.2014
7732 JT Equity
TOPCON CORP
1195.00
0.84%
26.09.2014
7220 JT Equity
MUSASHI SEIMITSU INDUSTRY CO
2584.00
1.70%
26.09.2014
8050 JT Equity
SEIKO HOLDINGS CORP
432.00
1.16%
27.03.2015
2264 JT Equity
MORINAGA MILK INDUSTRY CO
Consumer Staples
290.00
2.41%
27.03.2015
6135 JT Equity
MAKINO MILLING MACHINE CO
Industrials
566.00
1.77%
26.09.2014
9678 JT Equity
KANAMOTO CO LTD
Industrials
2227.00
0.90%
25.04.2014
6406 JT Equity
FUJITEC CO LTD
Industrials
936.00
1.50%
26.09.2014
6330 JT Equity
TOYO ENGINEERING CORP
Industrials
453.00
1.32%
27.03.2015
8140 JT Equity
RYOSAN CO LTD
1682.00
3.57%
26.09.2014
1835 JT Equity
TOTETSU KOGYO CO LTD
Industrials
1853.00
1.19%
27.03.2015
4023 JT Equity
KUREHA CORP
Materials
367.00
2.72%
26.09.2014
1969 JT Equity
TAKASAGO THERMAL ENGINEERING
Industrials
842.00
2.97%
26.09.2014
9536 JT Equity
SAIBU GAS CO LTD
Utilities
239.00
2.51%
26.09.2014
9793 JT Equity
DAISEKI CO LTD
Industrials
1742.00
1.15%
27.08.2014
3087 JT Equity
DOUTOR NICHIRES HOLDINGS CO
1552.00
1.68%
27.08.2014
8399 JT Equity
BANK OF THE RYUKYUS LTD
Financials
1309.00
2.29%
26.09.2014
5541 JT Equity
PACIFIC METALS CO LTD
Materials
400.00
3110 JT Equity
NITTO BOSEKI CO LTD
Industrials
347.00
1.44%
27.03.2014
6767 JT Equity
MITSUMI ELECTRIC CO LTD
699.00
0.72%
27.03.2015
5857 JT Equity
ASAHI HOLDINGS INC
Materials
1682.00
3.57%
26.09.2014
4626 JT Equity
TAIYO HOLDINGS CO LTD
Materials
3080.00
2.92%
26.09.2014
4985 JT Equity
EARTH CHEMICAL CO LTD
Materials
3485.00
2.73%
26.12.2014
6222 JT Equity
SHIMA SEIKI MFG LTD
Industrials
1921.00
1.56%
26.09.2014
3880 JT Equity
DAIO PAPER CORP
Materials
594.00
1.43%
26.09.2014
6269 JT Equity
MODEC INC
Energy
3010.00
1.04%
26.06.2014
1942 JT Equity
KANDENKO CO LTD
Industrials
510.00
2.35%
26.09.2014
4548 JT Equity
SEIKAGAKU CORP
Health Care
1299.00
2.00%
26.09.2014
2284 JT Equity
ITOHAM FOODS INC
Consumer Staples
418.00
1.67%
27.03.2015
9749 JT Equity
FUJI SOFT INC
1879.00
1.12%
26.09.2014
1332 JT Equity
NIPPON SUISAN KAISHA LTD
Consumer Staples
212.00
1924 JT Equity
PANAHOME CORP
606.00
2.48%
26.09.2014
9605 JT Equity
TOEI CO LTD
613.00
0.98%
26.09.2014
8344 JT Equity
YAMAGATA BANK LTD/THE
Financials
421.00
1.43%
26.09.2014
8214 JT Equity
AOKI HOLDINGS INC
2975.00
2.02%
26.09.2014
7994 JT Equity
OKAMURA CORP
Industrials
657.00
2.13%
26.09.2014
6997 JT Equity
NIPPON CHEMI-CON CORP
437.00
8153 JT Equity
MOS FOOD SERVICES INC
1920.00
1.04%
5738 JT Equity
SUMITOMO LIGHT METAL IND LTD
Materials
98.00
2.04%
8841 JT Equity
TOC CO LTD
Financials
726.00
1.24%
26.09.2014
8346 JT Equity
3201 JT Equity
TOHO BANK LTD/THE

JAPAN WOOL TEXTILE CO LTD
Financials
296.00
746.00
2.20%
2.41%
26.09.2014
28.05.2014

2
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
27.03.2014
26.09.2014
27.03.2015
27.03.2015
26.09.2014
07.08.2013
Ticker
9627 JT Equity
6140 JT Equity
8179 JT Equity
2730 JT Equity
8020 JT Equity
9086 JT Equity
8360 JT Equity
6756 JT Equity
2815 JT Equity
4997 JT Equity
8051 JT Equity
6986 JT Equity
5946 JT Equity
5481 JT Equity
5911 JT Equity
8237 JT Equity
5959 JT Equity
4553 JT Equity
9302 JT Equity
6622 JT Equity
6707 JT Equity
6282 JT Equity
6651 JT Equity
6104 JT Equity
2201 JT Equity
9830 JT Equity
1377 JT Equity
9511 JT Equity
1766 JT Equity
8706 JT Equity
6407 JT Equity
4201 JT Equity
8160 JT Equity
9119 JT Equity
8056 JT Equity
7238 JT Equity
2590 JT Equity
6444 JT Equity
6807 JT Equity
4471 JT Equity
7447 JT Equity
6773 JT Equity
8613 JT Equity
5186 JT Equity
9715 JT Equity
9759 JT Equity
5975 JT Equity
7599 JT Equity
1722 JT Equity
4708 JT Equity
6737 JT Equity
8339 JT Equity
8879 JT Equity
9069 JT Equity
1950 JT Equity
7581 JT Equity
4919 JT Equity
4633 JT Equity
8703 JT Equity
8870 JT Equity
1941 JT Equity
7226 JT Equity
5851 JT Equity
1973 JT Equity
6816 JT Equity
1379 JT Equity
8098 JT Equity
4733 JT Equity
8325 JT Equity
2874 JT Equity
7522 JT Equity
8871 JT Equity
4212 JT Equity
7239 JT Equity
3002 JT Equity
6581 JT Equity
8278 JT Equity
5726 JT Equity
9616 JT Equity
3635 JT Equity
6287 JT Equity
3569 JT Equity
2659 JT Equity
1884 JT Equity
6951 JT Equity
9543 JT Equity
7102 JT Equity
3048 JT Equity
1926 JT Equity
8251 JT Equity
3715 JT Equity
8263 JT Equity
9945 JT Equity
8342 JT Equity
4924 JT Equity
8550 JT Equity
8362 JT Equity
9882 JT Equity
7246 JT Equity
6118 JT Equity
8566 JT Equity
4680 JT Equity
6463 JT Equity
7517 JT Equity
8393 JT Equity
6844 JT Equity
6379 JT Equity
8279 JT Equity
4958 JT Equity
9787 JT Equity
8343 JT Equity
6454 JT Equity
3141 JT Equity
8392 JT Equity
6498 JT Equity
6794 JT Equity
4617 JT Equity
8880 JT Equity
6332 JT Equity
9792 JT Equity
5632 JT Equity
7976 JT Equity
8173 JT Equity
6741 JT Equity
6486 JT Equity
7739 JT Equity
Name
AIN PHARMACIEZ INC
ASAHI DIAMOND INDUSTRIAL CO
ROYAL HOLDINGS CO LTD
EDION CORP
KANEMATSU CORP
HITACHI TRANSPORT SYSTEM LTD
YAMANASHI CHUO BANK LTD/THE
HITACHI KOKUSAI ELECTRIC INC
ARIAKE JAPAN CO LTD
NIHON NOHYAKU CO LTD
YAMAZEN CORP
FUTABA CORP/CHIBA
CHOFU SEISAKUSHO CO LTD
SANYO SPECIAL STEEL CO LTD
YOKOGAWA BRIDGE HOLDINGS COR
MATSUYA CO LTD
OKABE CO LTD
TOWA PHARMACEUTICAL CO LTD
MITSUI-SOKO CO LTD
DAIHEN CORP
SANKEN ELECTRIC CO LTD
OILES CORP
NITTO KOGYO CORP
TOSHIBA MACHINE CO LTD
MORINAGA & CO LTD
TRUSCO NAKAYAMA CORP
SAKATA SEED CORP
OKINAWA ELECTRIC POWER CO
TOKEN CORP
KYOKUTO SECURITIES
CKD CORP
NIPPON SYNTHETIC CHEMICAL
KISOJI CO LTD
IINO KAIUN KAISHA LTD
NIHON UNISYS LTD
AKEBONO BRAKE INDUSTRY CO
DYDO DRINCO INC
SANDEN CORP
JAPAN AVIATION ELECTRONICS
SANYO CHEMICAL INDUSTRIES
NAGAILEBEN CO LTD
PIONEER CORP
MARUSAN SECURITIES CO LTD
NITTA CORP
TRANSCOSMOS INC
NSD CO LTD
TOPRE CORP
GULLIVER INTERNATIONAL CO
MISAWA HOMES CO LTD
MOSHI MOSHI HOTLINE INC
EIZO CORP
TOKYO TOMIN BANK LTD/THE
TOKYU LIVABLE INC
SENKO CO LTD
NIPPON DENSETSU KOGYO CO LTD
SAIZERIYA CO LTD
MILBON CO LTD
SAKATA INX CORP
KABU.COM SECURITIES CO LTD
SUMITOMO REAL ESTATE SALES
CHUDENKO CORP
KYOKUTO KAIHATSU KOGYO CO
RYOBI LTD
NEC NETWORKS & SYSTEM INTEGR
ALPINE ELECTRONICS INC
HOKUTO CORP
INABATA & CO LTD
OBIC BUSINESS CONSULTANTS
HOKUETSU BANK LTD/THE
YOKOHAMA REITO CO LTD
WATAMI CO LTD
GOLDCREST CO LTD
SEKISUI JUSHI CORP
TACHI-S CO LTD
GUNZE LTD
HITACHI KOKI CO LTD
FUJI CO LTD
OSAKA TITANIUM TECHNOLOGIES
KYORITSU MAINTENANCE CO LTD
TECMO KOEI HOLDINGS CO LTD
SATO HOLDINGS CORP
SEIREN CO LTD
SAN-A CO LTD
NIPPON ROAD CO LTD
JEOL LTD
SHIZUOKA GAS CO LTD
NIPPON SHARYO LTD
BIC CAMERA INC
RAITO KOGYO CO LTD
PARCO CO LTD
DWANGO CO LTD
DAIEI INC
PLENUS CO LTD
AOMORI BANK LTD/THE
DR CI:LABO CO LTD
TOCHIGI BANK LTD/THE
FUKUI BANK LTD/THE
YELLOW HAT LTD
PRESS KOGYO CO LTD
AIDA ENGINEERING LTD
RICOH LEASING CO LTD
ROUND ONE CORP
TPR CO LTD
KURODA ELECTRIC CO LTD
MIYAZAKI BANK LTD/THE
SHINDENGEN ELECTRIC MFG
SHINKO PLANTECH CO LTD
YAOKO CO LTD
T HASEGAWA CO LTD
AEON DELIGHT CO LTD
AKITA BANK LTD/THE
MAX CO LTD
WELCIA HOLDINGS CO LTD
OITA BANK LTD/THE
KITZ CORP
FOSTER ELECTRIC CO LTD
CHUGOKU MARINE PAINTS LTD
IIDA HOME MAX
TSUKISHIMA KIKAI CO LTD
NICHII GAKKAN CO
MITSUBISHI STEEL MFG CO LTD
MITSUBISHI PENCIL CO LTD
JOSHIN DENKI CO LTD
NIPPON SIGNAL CO LTD/THE
EAGLE INDUSTRY CO LTD
CANON ELECTRONICS INC
GICS_SECTOR_NAME
Consumer Staples
Industrials
Industrials
Industrials
Financials
Consumer Staples
Materials
Industrials
Industrials
Materials
Industrials
Industrials
Health Care
Industrials
Industrials
Industrials
Industrials
Industrials
Consumer Staples
Industrials
Consumer Staples
Utilities
Financials
Industrials
Materials
Industrials
Consumer Staples
Materials
Health Care
Financials
Industrials
Industrials
Financials
Financials
Industrials
Industrials
Consumer Staples
Materials
Financials
Financials
Industrials
Industrials
Industrials
Consumer Staples
Industrials
Financials
Consumer Staples
Financials
Industrials
Industrials
Materials
Industrials
Consumer Staples
Industrials
Health Care
Utilities
Industrials
Industrials
Financials
Consumer Staples
Financials
Financials
Industrials
Financials
Industrials
Financials
Energy
Consumer Staples
Materials
Industrials
Financials
Industrials
Consumer Staples
Financials
Industrials
Materials
Financials
Industrials
Health Care
Materials
Industrials
Industrials
ATM3 Ref
4130.00
973.00
1476.00
567.00
115.00
1381.00
408.00
1045.00
2343.00
997.00
629.00
1285.00
2116.00
455.00
1189.00
1181.00
1137.00
4320.00
494.00
415.00
447.00
2070.00
1536.00
435.00
205.00
1975.00
1345.00
3715.00
5310.00
1678.00
789.00
1033.00
1824.00
531.00
806.00
470.00
3855.00
385.00
950.00
662.00
1663.00
178.00
710.00
2066.00
1566.00
1097.00
1059.00
641.00
1596.00
1221.00
2452.00
1107.00
1978.00
514.00
1007.00
1395.00
3655.00
950.00
530.00
5690.00
1249.00
1087.00
345.00
2173.00
1025.00
1753.00
820.00
6350.00
199.00
806.00
1690.00
2530.00
1338.00
1463.00
251.00
732.00
1777.00
1893.00
3750.00
986.00
1753.00
675.00
5090.00
568.00
512.00
727.00
518.00
50400.00
751.00
998.00
425000.00
330.00
1706.00
260.00
263900.00
378.00
220.00
2010.00
439.00
758.00
2742.00
571.00
1673.00
1407.00
280.00
573.00
797.00
3680.00
1379.00
1806.00
268.00
1151.00
5210.00
310.00
438.00
1756.00
557.00
1615.00
1043.00
868.00
280.00
2140.00
819.00
694.00
1410.00
1897.00
Dividend
Yield
Next ExDividend
Date
1.45%
2.06%
0.81%
3.53%
27.04.2015
26.09.2014
26.12.2014
26.09.2014
1.88%
1.47%
1.34%
1.92%
0.90%
2.38%
1.56%
1.42%
0.88%
0.84%
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
26.09.2014
26.09.2013
26.06.2014
26.09.2013
26.09.2014
1.41%
1.74%
1.82%
1.69%
1.34%
1.93%
2.86%
1.61%
2.93%
3.11%
1.49%
1.62%
1.69%
5.07%
1.77%
1.74%
0.77%
1.51%
1.86%
2.13%
1.30%
2.60%
1.05%
2.27%
2.10%
26.06.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.06.2014
26.11.2014
26.09.2014
27.04.2015
26.09.2013
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
16.07.2014
27.03.2015
26.09.2014
26.09.2014
27.08.2014
1.69%
1.60%
2.17%
2.55%
1.51%
1.56%
1.25%
2.38%
2.04%
1.36%
0.71%
2.72%
1.39%
1.29%
1.81%
1.68%
1.89%
1.76%
1.60%
1.66%
1.74%
2.76%
1.95%
3.25%
2.80%
1.57%
3.02%
2.48%
1.48%
1.58%
1.94%
0.96%
2.99%
3.55%
0.84%
0.53%
1.15%
3.35%
2.11%
2.22%
0.98%
1.58%
0.98%
1.38%
0.97%
1.98%
1.07%
1.80%
0.47%
26.09.2013
26.09.2014
27.03.2014
27.03.2015
26.09.2014
27.08.2014
27.03.2015
26.09.2014
26.09.2014
27.03.2015
2.93%
2.31%
3.41%
1.85%
2.27%
1.79%
2.28%
2.64%
1.57%
3.50%
1.43%
2.20%
2.14%
0.87%
3.76%
1.55%
1.81%
2.66%
2.24%
3.13%
1.02%
1.94%
2.28%
2.28%
2.33%
0.99%
1.44%
2.30%
1.79%
1.21%
1.95%
1.87%
0.99%
3.69%
27.08.2014
26.09.2014
29.07.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
27.03.2015
26.09.2014
27.03.2014
27.08.2014
26.09.2014
27.03.2015
26.02.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
29.10.2014
26.09.2014
26.09.2014
26.09.2014
26.06.2014
27.03.2015
26.09.2014
26.09.2014
26.12.2013

ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
ATM3
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
45.61
45.61
45.47
45.26
-0.071 0.033
0.022
0.006
0.029 -0.001 -0.001 0.000
46.89
42.42
38.97
34.50
0.003
0.086
0.042
0.018 -0.009 -0.005 0.000
26.09.2014
27.03.2015
27.08.2014
18.06.2014
26.09.2014
27.03.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2015
26.06.2014
27.08.2014
27.03.2014
26.09.2014
27.03.2015
26.09.2014
26.09.2014
25.02.2015
27.03.2015
26.09.2014
26.06.2014
26.09.2014
26.02.2014
27.03.2015
27.08.2014
26.09.2014
0.122
07.08.2013
Ticker
Name
GICS_SECTOR_NAME
ATM4 Ref
Dividend
Yield
Next ExDividend
Date
3106 JT Equity
KURABO INDUSTRIES LTD
162.00
3.09%
27.03.2015
8266 JT Equity
IZUMIYA CO LTD
Consumer Staples
467.00
1.28%
27.08.2014
8074 JT Equity
YUASA TRADING CO LTD
Industrials
172.00
3.49%
26.09.2014
6905 JT Equity
COSEL CO LTD
Industrials
1191.00
1.85%
18.11.2014
7718 JT Equity
STAR MICRONICS CO LTD
986.00
3.45%
27.08.2014
5707 JT Equity
TOHO ZINC CO LTD
Materials
292.00
1.71%
27.03.2015
8876 JT Equity
RELO HOLDINGS INC
Financials
4800.00
1.67%
27.03.2015
6877 JT Equity
OBARA GROUP INC
Industrials
2633.00
0.76%
27.03.2014
5191 JT Equity
TOKAI RUBBER INDUSTRIES
880.00
1.93%
26.09.2014
6480 JT Equity
NIPPON THOMPSON CO LTD
Industrials
495.00
2.02%
26.09.2014
8170 JT Equity
ADERANS CO LTD
Consumer Staples
1345.00
0.74%
25.02.2015
7545 JT Equity
NISHIMATSUYA CHAIN CO LTD
861.00
2.21%
18.08.2014
4914 JT Equity
TAKASAGO INTERNATIONAL CORP
Materials
485.00
1.65%
26.09.2013
7943 JT Equity
NICHIHA CORP
Industrials
1439.00
1.74%
26.09.2014
2602 JT Equity
NISSHIN OILLIO GROUP LTD/THE
Consumer Staples
342.00
2.92%
26.09.2014
8897 JT Equity
TAKARA LEBEN CO LTD
Financials
401.00
1.12%
26.09.2014
2288 JT Equity
MARUDAI FOOD CO LTD
Consumer Staples
305.00
2.62%
27.03.2015
8387 JT Equity
SHIKOKU BANK LTD/THE
Financials
229.00
2.40%
26.09.2014
8527 JT Equity
AICHI BANK LTD/THE
Financials
4525.00
1.55%
26.09.2014
8174 JT Equity
NIPPON GAS CO LTD
Energy
1175.00
1.11%
26.09.2014
7867 JT Equity
TOMY COMPANY LTD
484.00
2.07%
26.09.2014
9938 JT Equity
SUMIKIN BUSSAN CORP
Industrials
309.00
1.94%
4551 JT Equity
TORII PHARMACEUTICAL CO LTD
Health Care
2519.00
1.59%
26.09.2014
8545 JT Equity
KANSAI URBAN BANKING CORP
Financials
114.00
2.63%
27.03.2015
2726 JT Equity
PAL CO LTD
2721.00
1.84%
25.02.2015
4116 JT Equity
DAINICHISEIKA COLOR & CHEM
Materials
416.00
2.88%
26.09.2014
8283 JT Equity
PALTAC CORP
1337.00
3.14%
26.09.2014
6339 JT Equity
SINTOKOGIO LTD
Industrials
739.00
1.76%
26.09.2014
5440 JT Equity
KYOEI STEEL LTD
Materials
1592.00
1.26%
26.09.2014
2678 JT Equity
ASKUL CORP
1845.00
1.63%
18.11.2014
8151 JT Equity
TOYO CORP
1144.00
3.23%
27.03.2014
3103 JT Equity
UNITIKA LTD
54.00
5809 JT Equity
TATSUTA ELEC WIRE & CABLE
Industrials
789.00
1.27%
26.09.2014
8409 JT Equity
YACHIYO BANK LTD/THE
Financials
3055.00
1.96%
26.09.2014
2681 JT Equity
GEO HOLDINGS CORP
90400.00
3.54%
26.09.2014
3395 JT Equity
SAINT MARC HOLDINGS CO LTD
4790.00
2.05%
26.09.2014
4694 JT Equity
BML INC
Health Care
2475.00
1.62%
26.09.2014
2613 JT Equity
J-OIL MILLS INC
Consumer Staples
325.00
2.46%
26.09.2014
6462 JT Equity
RIKEN CORP
418.00
2.87%
26.09.2014
6804 JT Equity
HOSIDEN CORP
560.00
1.79%
26.09.2014
7862 JT Equity
TOPPAN FORMS CO LTD
Industrials
848.00
2.95%
26.09.2014
7250 JT Equity
PACIFIC INDUSTRIAL CO LTD
742.00
1.62%
26.09.2014
9755 JT Equity
OYO CORP
Industrials
1504.00
1.20%
26.06.2014
6413 JT Equity
RISO KAGAKU CORP
2251.00
2.67%
27.03.2015
3148 JT Equity
CREATE SD HOLDINGS CO
Consumer Staples
3575.00
1.62%
26.11.2014
3028 JT Equity
ALPEN CO LTD
1965.00
2.04%
26.12.2014
7516 JT Equity
KOHNAN SHOJI CO LTD
1144.00
2.80%
27.08.2014
3076 JT Equity
AI HOLDINGS CORP
837.00
2.39%
26.12.2013
7740 JT Equity
TAMRON CO LTD
1909.00
2.88%
26.06.2014
2109 JT Equity
MITSUI SUGAR CO LTD
Consumer Staples
333.00
2.10%
26.09.2014
3107 JT Equity
DAIWABO HOLDINGS CO LTD
163.00
2.45%
27.03.2015
6801 JT Equity
TOKO INC
311.00
5331 JT Equity
NORITAKE CO LTD
Industrials
268.00
2.99%
26.09.2014
1719 JT Equity
HAZAMA ANDO CORP
Industrials
221.00
1.36%
27.03.2015
8338 JT Equity
TSUKUBA BANK LTD
Financials
352.00
1.42%
27.03.2015
7231 JT Equity
TOPY INDUSTRIES LTD
Materials
192.00
2.08%
26.09.2014
7483 JT Equity
DOSHISHA CO LTD
1369.00
2.19%
26.09.2014
8217 JT Equity
OKUWA CO LTD
Consumer Staples
922.00
2.82%
18.08.2014
5930 JT Equity
BUNKA SHUTTER CO LTD
Industrials
528.00
2.27%
26.09.2014
6369 JT Equity
TOYO KANETSU K K
Energy
252.00
1.59%
27.03.2015
7630 JT Equity
ICHIBANYA CO LTD
3550.00
1.83%
26.11.2014
9746 JT Equity
TKC CORP
1694.00
2.60%
27.03.2014
8396 JT Equity
EIGHTEENTH BANK LTD/THE
Financials
229.00
2.62%
26.09.2014
6706 JT Equity
DENKI KOGYO CO LTD
535.00
1.87%
27.03.2015
6517 JT Equity
DENYO CO LTD
Industrials
1425.00
1.54%
26.09.2014
9474 JT Equity
ZENRIN CO LTD
1070.00
2.80%
26.09.2014
4028 JT Equity
ISHIHARA SANGYO KAISHA LTD
Materials
8011 JT Equity
SANYO SHOKAI LTD
253.00
3.16%
26.12.2014
1982 JT Equity
HIBIYA ENGINEERING LTD
Industrials
1003.00
2.99%
26.09.2014
2664 JT Equity
CAWACHI LTD
Consumer Staples
1992.00
2.26%
11.03.2015
3864 JT Equity
MITSUBISHI PAPER MILLS LTD
Materials
6632 JT Equity
JVC KENWOOD CORP
224.00
2.23%
27.03.2015
3151 JT Equity
VITAL KSK HOLDINGS INC
Health Care
724.00
2.21%
26.09.2014
7294 JT Equity
YOROZU CORP
1830.00
1.15%
26.09.2014
1961 JT Equity
SANKI ENGINEERING CO LTD
Industrials
562.00
2.67%
26.09.2014
9682 JT Equity
DTS CORP
1416.00
2.12%
26.09.2014
1885 JT Equity
TOA CORP
Industrials
136.00
1.47%
27.03.2015
7421 JT Equity
KAPPA CREATE HOLDINGS CO LTD
1831.00
0.82%
27.08.2014
5192 JT Equity
MITSUBOSHI BELTING CO LTD
Industrials
498.00
2.81%
26.09.2014
8200 JT Equity
RINGER HUT CO LTD
1481.00
0.68%
27.08.2014
2466 JT Equity
PGM HOLDINGS K K
890.00
1.12%
26.12.2014
3167 JT Equity
TOKAI HOLDINGS CORP
Industrials
338.00
3.55%
26.09.2014
7631 JT Equity
MACNICA INC
2574.00
1.55%
26.09.2014
6728 JT Equity
ULVAC INC
772.00
5727 JT Equity
TOHO TITANIUM CO LTD
Materials
734.00
0.68%
27.03.2014
5195 JT Equity
BANDO CHEMICAL INDUSTRIES
Industrials
367.00
2.72%
26.09.2014
4996 JT Equity
KUMIAI CHEMICAL INDUSTRY CO
Materials
597.00
1.01%
29.10.2014
7241 JT Equity
FUTABA INDUSTRIAL CO LTD
423.00
7236 JT Equity
T RAD CO LTD
382.00
2.09%
26.09.2014
5602 JT Equity
KURIMOTO LTD
Materials
281.00
1.42%
26.09.2014
5563 JT Equity
NIPPON DENKO CO LTD
Materials
287.00
1.74%
26.12.2014
8196 JT Equity
KASUMI CO LTD
Consumer Staples
632.00
2.22%
27.08.2014
6101 JT Equity
TSUGAMI CORP
Industrials
456.00
2.63%
26.09.2014
1301 JT Equity
KYOKUYO CO LTD
Consumer Staples
266.00
1.88%
27.03.2015
4549 JT Equity
EIKEN CHEMICAL CO LTD
Health Care
1698.00
1.77%
26.09.2014
6875 JT Equity
MEGACHIPS CORP
1537.00
2.34%
27.03.2014
6820 JT Equity
ICOM INC
2262.00
0.88%
26.09.2014
7840 JT Equity
FRANCE BED HOLDINGS CO LTD
199.00
2.26%
26.09.2014
3950 JT Equity
PACK CORP/THE
Materials
1676.00
2.98%
26.06.2014
1813 JT Equity
FUDO TETRA CORP
Industrials
157.00
0.64%
6277 JT Equity
HOSOKAWA MICRON CORP
Industrials
714.00
1.68%
27.03.2014
7494 JT Equity
KONAKA CO LTD
987.00
2.03%
27.03.2014
2327 JT Equity
NS SOLUTIONS CORP
1881.00
2.13%
26.09.2014
8395 JT Equity
BANK OF SAGA LTD/THE
Financials
205.00
2.93%
26.09.2014
9997 JT Equity
BELLUNA CO LTD
993.00
2.52%
26.09.2014
2211 JT Equity
FUJIYA CO LTD
Consumer Staples
190.00
1.05%
26.12.2014
6641 JT Equity
NISSIN ELECTRIC CO LTD
Industrials
600.00
1.83%
26.09.2014
8111 JT Equity
GOLDWIN INC
500.00
1.40%
27.03.2015
6999 JT Equity
KOA CORP
944.00
2.12%
26.09.2013
7541 JT Equity
MEGANE TOP CO LTD
1398.00
1515 JT Equity
NITTETSU MINING CO LTD
Materials
414.00
1.69%
26.09.2014
9946 JT Equity
MINISTOP CO LTD
Consumer Staples
1614.00
2.79%
27.08.2014
5384 JT Equity
FUJIMI INC
Materials
1226.00
2.45%
26.09.2014
2281 JT Equity
PRIMA MEAT PACKERS LTD
Consumer Staples
186.00
1.08%
27.03.2015
6798 JT Equity
SMK CORP
395.00
2.03%
27.03.2014
4078 JT Equity
SAKAI CHEMICAL INDUSTRY CO
Materials
296.00
2.70%
26.09.2014
6247 JT Equity
HISAKA WORKS LTD
Industrials
870.00
2.30%
26.09.2014
4282 JT Equity
EPS CORPORATION
Health Care
101900.00
1.91%
27.03.2014
6652 JT Equity
IDEC CORP
Industrials
852.00
3.52%
26.09.2014
7995 JT Equity
NIPPON VALQUA INDUSTRIES LTD
Materials
255.00
3.92%
26.09.2014
7942 JT Equity
JSP CORP
Materials
1622.00
1.85%
26.09.2014
8133 JT Equity
ITOCHU ENEX CO LTD
Energy
505.00
3.17%
26.09.2014
5805 JT Equity
3738 JT Equity
SWCC SHOWA HOLDINGS CO LTD

T-GAIA CORP
Industrials
82.00
891.00
3.93%
27.03.2015
26.09.2014

2
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
74.00
91.00
27.03.2014
26.06.2014
27.03.2014
07.08.2013
Ticker
6363 JT Equity
7611 JT Equity
5976 JT Equity
7283 JT Equity
3284 JT Equity
5480 JT Equity
7905 JT Equity
5196 JT Equity
7958 JT Equity
6723 JT Equity
5741 JT Equity
3104 JT Equity
6419 JT Equity
7266 JT Equity
6839 JT Equity
2918 JT Equity
2108 JT Equity
5410 JT Equity
5302 JT Equity
2322 JT Equity
9900 JT Equity
7972 JT Equity
4775 JT Equity
6459 JT Equity
1518 JT Equity
9842 JT Equity
6768 JT Equity
1968 JT Equity
3730 JT Equity
9470 JT Equity
2695 JT Equity
7245 JT Equity
3315 JT Equity
3333 JT Equity
5981 JT Equity
5310 JT Equity
6507 JT Equity
6440 JT Equity
8084 JT Equity
3529 JT Equity
7456 JT Equity
8536 JT Equity
4008 JT Equity
6730 JT Equity
8068 JT Equity
6584 JT Equity
9037 JT Equity
4714 JT Equity
6345 JT Equity
8059 JT Equity
8141 JT Equity
5449 JT Equity
6368 JT Equity
6985 JT Equity
1964 JT Equity
2440 JT Equity
8089 JT Equity
1661 JT Equity
6482 JT Equity
8097 JT Equity
6617 JT Equity
6966 JT Equity
2792 JT Equity
8150 JT Equity
8037 JT Equity
4514 JT Equity
6278 JT Equity
6910 JT Equity
1890 JT Equity
3397 JT Equity
6676 JT Equity
6430 JT Equity
6935 JT Equity
9742 JT Equity
3433 JT Equity
1919 JT Equity
3636 JT Equity
7873 JT Equity
7944 JT Equity
5017 JT Equity
8168 JT Equity
9305 JT Equity
5453 JT Equity
8154 JT Equity
7756 JT Equity
2317 JT Equity
1959 JT Equity
6779 JT Equity
6929 JT Equity
1805 JT Equity
8155 JT Equity
6859 JT Equity
6445 JT Equity
5344 JT Equity
6742 JT Equity
3109 JT Equity
6644 JT Equity
6958 JT Equity
9370 JT Equity
7613 JT Equity
6355 JT Equity
5210 JT Equity
6317 JT Equity
7952 JT Equity
1868 JT Equity
4109 JT Equity
4228 JT Equity
7970 JT Equity
6815 JT Equity
1819 JT Equity
6924 JT Equity
7769 JT Equity
6796 JT Equity
8248 JT Equity
8029 JT Equity
4825 JT Equity
8178 JT Equity
7007 JT Equity
4047 JT Equity
2533 JT Equity
2715 JT Equity
6505 JT Equity
9430 JT Equity
2290 JT Equity
7952 JT Equity
2290 JT Equity
Name
TORISHIMA PUMP MFG CO LTD
HIDAY HIDAKA CORP
NETUREN CO LTD
AISAN INDUSTRY CO LTD
HOOSIERS HOLDINGS CO LTD
NIPPON YAKIN KOGYO CO LTD
DAIKEN CORP
KINUGAWA RUBBER INDUSTRIAL
TENMA CORP
RENESAS ELECTRONICS CORP
FURUKAWA-SKY ALUMINUM CORP
FUJIBO HOLDINGS INC
MARS ENGINEERING CORP
IMASEN ELECTRIC INDUSTRIAL
FUNAI ELECTRIC CO LTD
WARABEYA NICHIYO CO LTD
NIPPON BEET SUGAR MFG CO LTD
GODO STEEL LTD
NIPPON CARBON CO LTD
NEC FIELDING LTD
SAGAMI CHAIN CO LTD
ITOKI CORP
SOGO MEDICAL CO LTD
DAIWA INDUSTRIES LTD
MITSUI MATSUSHIMA CO LTD
ARC LAND SAKAMOTO CO LTD
TAMURA CORP
TAIHEI DENGYO KAISHA LTD
MACROMILL INC
GAKKEN HOLDINGS CO LTD
KURA CORP
DAIDO METAL CO LTD
NIPPON COKE & ENGINEERING CO
ASAHI CO LTD
TOKYO ROPE MFG CO LTD
TOYO TANSO CO LTD
SINFONIA TECHNOLOGY CO LTD
JUKI CORP
RYODEN TRADING CO LTD
ATSUGI CO LTD
MATSUDA SANGYO CO LTD
HIGASHI-NIPPON BANK LTD/THE
SUMITOMO SEIKA CHEMICALS CO
AXELL CORP
RYOYO ELECTRO CORP
SANOH INDUSTRIAL CO LTD
HAMAKYOREX CO LTD
RISO KYOIKU CO LTD
AICHI CORP
DAIICHI JITSUGYO CO LTD
SHINKO SHOJI CO LTD
OSAKA STEEL CO LTD
ORGANO CORP
U-SHIN LTD
CHUGAI RO CO LTD
GURUNAVI INC
NICE HOLDINGS INC
KANTO NATURAL GAS DEVELOP
YUSHIN PRECISION EQUIPMENT
SAN-AI OIL CO LTD
TAKAOKA TOKO HOLDINGS CO LTD
MITSUI HIGH-TEC INC
HONEYS CO LTD
SANSHIN ELECTRONICS CO LTD
KAMEI CORP
ASKA PHARMACEUTICAL CO LTD
UNION TOOL CO
HITACHI MEDICAL CORP
TOYO CONSTRUCTION CO LTD
TORIDOLL.CORP
MELCO HOLDINGS INC
DAIKOKU DENKI CO LTD
JAPAN DIGITAL LABORATORY CO
INES CORP
TOCALO CO LTD
YAMADA SXL HOME CO LTD
MITSUBISHI RESEARCH INSTITUT
ARRK CORP
ROLAND CORP
AOC HOLDINGS INC
KEIYO CO LTD
YAMATANE CORP
TOYO KOHAN CO LTD
KAGA ELECTRONICS CO LTD
NIDEC COPAL CORP
SYSTENA CORP
KYUDENKO CORP
NIHON DEMPA KOGYO CO LTD
NIPPON CERAMIC CO LTD
TOBISHIMA CORP
MIMASU SEMICONDUCTOR INDUST
ESPEC CORP
JANOME SEWING MACHINE CO LTD
MARUWA CO LTD
KYOSAN ELECTRIC MFG CO LTD
SHIKIBO LTD
OSAKI ELECTRIC CO LTD
CMK CORP
YUSEN LOGISTICS CO LTD
SIIX CORP
SUMITOMO PRECISION PRODUCTS
NIHON YAMAMURA GLASS CO LTD
KITAGAWA IRON WORKS CO LTD
KAWAI MUSICAL INSTRUMENTS MF
MITSUI HOME CO LTD
STELLA CHEMIFA CORP
SEKISUI PLASTICS CO LTD
SHIN-ETSU POLYMER CO LTD
UNIDEN CORP
TAIHEI KOGYO CO LTD
IWASAKI ELECTRIC CO LTD
RHYTHM WATCH CO LTD
CLARION CO LTD
NISSEN HOLDINGS CO LTD
LOOK INC
WEATHERNEWS INC
MARUETSU INC/THE
SASEBO HEAVY INDUSTRIES CO
KANTO DENKA KOGYO CO LTD
OENON HOLDINGS INC
ELEMATEC CORP
TOYO DENKI SEIZO -TOYO ELEC
NEC MOBILING LTD
YONEKYU CORP
KAWAI MUSICAL INSTRUMENTS MF
YONEKYU CORP
GICS_SECTOR_NAME
Industrials
Materials
Materials
Materials
Materials
Materials
Consumer Staples
Consumer Staples
Materials
Industrials
Industrials
Consumer Staples
Industrials
Industrials
Industrials
Materials
Materials
Industrials
Industrials
Industrials
Industrials
Financials
Materials
Industrials
Industrials
Industrials
Materials
Industrials
Industrials
Energy
Industrials
Energy
Industrials
Industrials
Health Care
Industrials
Health Care
Industrials
Industrials
Industrials
Energy
Consumer Staples
Materials
Industrials
Industrials
Industrials
Industrials
Industrials
Materials
Industrials
Materials
Materials
Materials
Industrials
Industrials
Industrials
Consumer Staples
Industrials
Materials
Consumer Staples
Industrials
Consumer Staples
Consumer Staples
ATM4 Ref
896.00
2060.00
770.00
1030.00
811.00
137.00
259.00
557.00
1250.00
400.00
293.00
206.00
1820.00
1397.00
1014.00
1515.00
178.00
173.00
183.00
1188.00
860.00
475.00
4195.00
622.00
136.00
1544.00
255.00
706.00
625.00
298.00
1690.00
697.00
115.00
1692.00
136.00
1653.00
159.00
148.00
669.00
108.00
1318.00
220.00
478.00
1854.00
795.00
727.00
3200.00
7760.00
526.00
403.00
832.00
1710.00
496.00
640.00
247.00
1225.00
228.00
780.00
1770.00
380.00
1721.00
599.00
1109.00
611.00
738.00
690.00
1882.00
1153.00
243.00
985.00
1344.00
1995.00
976.00
610.00
1387.00
143.00
2129.00
240.00
913.00
334.00
482.00
174.00
360.00
797.00
998.00
728.00
423.00
908.00
1323.00
105.00
852.00
723.00
77.00
3230.00
343.00
114.00
542.00
330.00
900.00
1120.00
424.00
168.00
154.00
199.00
475.00
1484.00
248.00
321.00
224.00
336.00
179.00
144.00
122.00
324.00
330.00
2402.00
308.00
94.00
245.00
225.00
1287.00
301.00
5490.00
763.00
199.00
763.00
Dividend
Yield
Next ExDividend
Date
2.01%
1.75%
1.82%
1.75%
1.48%
26.09.2014
27.08.2014
26.09.2014
26.09.2014
2.90%
1.44%
2.40%
26.09.2014
26.09.2014
26.09.2014
2.39%
2.43%
3.30%
1.86%
3.94%
1.98%
2.81%
1.45%
2.73%
3.37%
0.58%
2.63%
1.91%
1.61%
2.94%
2.33%
2.35%
1.42%
1.84%
1.68%
0.71%
2.01%
2.61%
0.71%
0.70%
1.89%
2.03%
2.99%
2.78%
1.82%
3.64%
2.09%
2.70%
3.77%
2.89%
1.31%
4.25%
1.90%
3.72%
3.61%
1.17%
2.42%
1.56%
2.43%
1.63%
1.75%
1.41%
1.13%
3.55%
2.91%
1.67%
2.71%
3.27%
2.03%
2.03%
1.70%
0.87%
2.06%
1.73%
2.98%
2.01%
2.05%
2.62%
3.24%
27.03.2014
27.03.2015
26.09.2014
26.09.2014
27.03.2014
25.02.2015
27.03.2015
27.03.2015
26.12.2014
26.09.2014
27.03.2015
26.12.2014
26.09.2014
26.06.2014
27.03.2015
18.08.2014
26.09.2014
27.03.2015
26.12.2013
26.09.2014
29.10.2014
26.09.2014
27.03.2015
18.02.2015
27.03.2015
26.12.2014
27.03.2015
26.12.2013
26.09.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
29.07.2014
26.09.2014
26.09.2014
27.08.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
26.09.2014
28.05.2014
27.03.2015
26.09.2014
27.03.2015
26.06.2014
26.09.2014
26.09.2014
26.09.2014
29.07.2014
26.11.2014
26.09.2014
26.09.2014
26.09.2014
28.05.2014
26.09.2014
27.03.2015
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
1.64%
27.03.2014
1.64%
1.80%
2.59%
1.72%
2.22%
3.76%
1.50%
4.12%
2.36%
2.20%
1.51%
26.09.2014
27.03.2015
27.08.2014
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.09.2014
26.12.2014
2.82%
2.49%
27.11.2013
26.09.2014
0.99%
2.92%
1.75%
2.21%
1.52%
2.00%
2.86%
1.65%
2.98%
1.62%
2.01%
3.37%
2.56%
2.42%
2.80%
3.35%
2.38%
26.09.2014
26.09.2014
27.03.2015
26.09.2014
27.03.2014
26.09.2014
26.06.2014
26.09.2014
26.09.2014
27.03.2015
27.03.2015
26.09.2014
26.09.2014
26.09.2014
26.09.2014
27.03.2014
27.03.2014
2.08%
27.03.2015
4.01%
0.91%
2.08%
1.95%
3.11%
3.42%
1.99%
18.12.2013
26.12.2014
26.11.2014
27.08.2014
27.03.2015
27.03.2015
26.12.2014
26.09.2014
27.05.2015
2.36%
2.01%
2.36%
25.02.2015
27.03.2015
25.02.2015

ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
ATM4
60D
90D
6M
12M
18M
24M
30D
60D
90D
6M
12M
18M
24M
51.83
51.66
51.77
51.97
0.132
0.271
0.274
0.264
0.021 -0.002 -0.003 -0.003

TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters PDF

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

TPX 1000 Index - Dividends and Implied Volatility Surfaces Parameters PDF

Uploaded by

Copyright:

Available Formats

07.08.

Option Implied Volatility Skew Parameters by Terms:

At The Money Implied Volatilities by Terms

TOPIX 1000 Index - TPX1000

TOYOTA MOTOR CORP

-0.122 -0.056 -0.054 -0.034

MITSUBISHI UFJ FINANCIAL GRO

-0.328 -0.244 -0.191 -0.057

SUMITOMO MITSUI FINANCIAL GR

-0.159 -0.059 -0.018 0.052

HONDA MOTOR CO LTD

-0.289 -0.183 -0.164 -0.044

0.022 -0.003 -0.007 -0.005

-0.077 -0.019 -0.002 0.020

MIZUHO FINANCIAL GROUP INC

-0.282 -0.156 -0.094 -0.003

JAPAN TOBACCO INC

NIPPON TELEGRAPH & TELEPHONE

-0.117 -0.041 -0.042 -0.024

0.000 -0.001 -0.001

MITSUBISHI ESTATE CO LTD

TAKEDA PHARMACEUTICAL CO LTD

-0.083 0.000 -0.005 0.009

0.022 -0.001 -0.001 -0.001

-0.374 -0.262 -0.251 -0.080

0.011 -0.007 -0.013 -0.009

SEVEN & I HOLDINGS CO LTD

NOMURA HOLDINGS INC

-0.221 -0.097 -0.025 0.024

EAST JAPAN RAILWAY CO

-0.189 -0.090 -0.100 -0.028

0.019 -0.004 -0.006 -0.004

MITSUI FUDOSAN CO LTD

-0.305 -0.327 -0.373 -0.166

0.011 -0.010 -0.020 -0.015

-0.177 -0.044 -0.051 -0.020

0.019 -0.003 -0.004 -0.002

NISSAN MOTOR CO LTD

-0.219 -0.128 -0.075 -0.019

NIPPON STEEL & SUMITOMO META

NTT DOCOMO INC

-0.247 -0.156 -0.137 -0.038

0.016 -0.003 -0.005 -0.004

-0.165 -0.024 0.115

TOKIO MARINE HOLDINGS INC

ASTELLAS PHARMA INC

-0.103 -0.021 0.002

SHIN-ETSU CHEMICAL CO LTD

MITSUI & CO LTD

-0.330 -0.205 -0.202 -0.078

0.020 -0.006 -0.010 -0.008

CENTRAL JAPAN RAILWAY CO

-0.106 -0.011 -0.005 0.010

SUMITOMO REALTY & DEVELOPMNT

-0.325 -0.246 -0.273 -0.303

MITSUBISHI ELECTRIC CORP

-0.392 -0.252 -0.272 -0.140

0.010 -0.009 -0.012 -0.008

MITSUBISHI HEAVY INDUSTRIES

-0.138 -0.033 -0.017 0.020

SUMITOMO MITSUI TRUST HOLDIN

-0.197 -0.109 -0.060 0.003

-0.166 -0.069 0.000