09-May-11,Volatility Parameters,
Product,Category,Volatility (%)
AGK,3,15
AIO,1,28
AMC,2,17
AMP,1,23
ANZ,1,18
ASX,3,20
AWC,1,37
BHP,1,23
BLD,2,30
BSL,1,47
BXB,1,22
CBA,2,15
CCL,2,19
CFX,F,LEPOs only
COH,F,58
CPU,3,22
CSL,2,21
CSR,1,27
CWN,F,32
DJS,3,23
ELD,F,133
EQN,3,14
FGL,1,21
FMG,1,31
FXJ,2,41
GNS,F,55
GPT,1,21
HVN,3,25
IAG,2,22
IFL,3,29
IPL,2,37
JHX,3,33
LEI,3,31
LLC,3,23
MAP,3,21
MGR,F,LEPOs only
MQG,2,22
MYR,3,22
NAB,1,17
NCM,2,28
NW1,F,LEPOs only
NWS,2,20
ORG,2,24
ORI,3,22
OSH,1,25
OST,1,41
OZL,1,45
PEM,F,74
PPX,2,29
QAN,1,28
QBE,2,27
QRN,1,26
RIO,2,23
SGM,3,29
SGP,2,23
SHL,F,31
STO,1,31
SUN,2,25
TAH,2,20
TCL,2,16
TEN,3,39
TLS,1,17
TO2,F,44
TOL,2,26
TTS,3,19
WBC,1,17
WDC,1,21
WES,1,17
WOR,3,32
WOW,1,12
WPL,2,24
WRT,2,16
XJO,1,17
XPJ,F,LEPOs only