06-Jun-11,Volatility Parameters,
Product,Category,Volatility (%)
AGK,3,14
AIO,1,35
AMC,2,17
AMP,1,24
ANZ,1,24
ASX,3,18
AWC,1,36
BHP,1,23
BLD,2,30
BSL,1,46
BXB,1,28
CBA,2,20
CCL,2,19
CFX,F,LEPOs only
COH,F,58
CPU,3,23
CSL,2,17
CSR,1,25
CWN,F,32
DJS,3,25
ELD,F,41
EQN,3,11
FGL,1,33
FMG,1,33
FXJ,2,41
GNS,F,55
GPT,1,20
HVN,3,26
IAG,2,22
IFL,3,26
IPL,2,31
JHX,3,30
LEI,3,27
LLC,3,23
MAP,3,17
MGR,F,LEPOs only
MQG,2,28
MYR,3,28
NAB,1,26
NCM,2,26
NW1,F,LEPOs only
NWS,2,22
ORG,2,23
ORI,3,18
OSH,1,23
OST,1,42
OZL,1,42
PEM,F,74
PPX,2,29
QAN,1,34
QBE,2,23
QRN,1,24
RIO,2,23
SGM,3,29
SGP,2,21
SHL,F,31
STO,1,27
SUN,2,23
TA8,F,29
TCL,2,17
TEN,3,35
TLS,1,16
TO2,F,44
TOL,2,26
TTS,3,19
WBC,1,24
WDC,1,20
WES,1,22
WOR,3,26
WOW,1,13
WPL,2,20
WRT,2,17
XJO,1,18