VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 53.66 -0.70
Basic Materials 50.18 -0.75
Industrials 41.69 +0.27
Consumer Goods 40.05 +0.26
Health Care 48.00 -1.07
Consumer Services 39.97 +0.60
Telecommunications 37.41 +0.73
Utilities 30.00 +0.37
Financials 34.40 +2.37
Technology 45.58 -0.23

Largest Levels of Volatility

Asset Volatility Change
Byron Energy Ltd 196.45 -17.93
Busan Industrial Co Ltd 189.38 -27.47
Linn Energy LLC 189.38 -7.13
Coal of Africa Ltd 183.25 -6.40
Rosgosstrakh PJSC 181.92 +0.35
Stone Energy Corp 181.74 -5.41
Kazakhstan Potash Corp Ltd 178.03 -11.16
Orion Real Estate Ltd 176.84 -5.32
CAQ Holdings Ltd 176.32 -2.52
Fonciere Paris Nord 174.95 -5.18

Largest Increases in Volatility

Asset Volatility Change
Genticel SA 174.00 +106.21
Bankia SA 113.50 +71.88
Persimmon PLC 93.87 +57.83
iTraxx Japan 81.09 +51.96
Derwent London PLC 80.79 +49.22
Berkeley Group Holdings PLC 81.62 +44.17
Auto Trader Group PLC 70.02 +43.42
People's Utah Bancorp 65.43 +43.07
Great Portland Estates PLC 70.92 +41.92
British Land Co PLC/The 69.16 +40.94


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