Assessment - FT 30 Index in Pound sterling - 7/01/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								SOM Price Index	270.244	8/12/24	0.67	268.263	0.74	272.937	-4.674	-1.71		1.97
						L		3i Group	3,018.000	8/12/24	0.23	2,986.000	1.07	2,421.000	565.000	23.34		34.55
						L		Abrdn	152.950	8/12/24	2.51	149.300	2.44	178.650	-29.350	-16.43		-12.95
								Ass Brit Foods	2,435.000	8/12/24	-0.90	2,496.000	-2.44	2,367.000	129.000	5.45		11.67
								BAE Systems	1,303.500	8/12/24	2.04	1,272.000	2.48	1,110.500	161.500	14.54		19.62
								BP	439.600	8/12/24	1.35	478.500	-8.13	466.150	12.350	2.65		-5.19
						L		BT Group	141.500	8/12/24	8.43	141.300	0.14	123.600	17.700	14.32		19.02
						S		Burberry Group	671.000	8/12/24	-2.02	862.600	-22.21	1,416.000	-553.400	-39.08		-33.81
								Compass Group	2,354.000	8/12/24	0.90	2,173.000	8.33	2,146.000	27.000	1.26		3.50
						S		Diageo	2,451.500	8/12/24	1.03	2,480.000	-1.15	2,856.000	-376.000	-13.17		-13.31
						L		Experian	3,524.000	8/12/24	1.18	3,648.000	-3.40	3,202.000	446.000	13.93		20.75
						S		Flutter	14,685.000	8/12/24	-1.28	14,650.000	0.24	13,940.000	710.000	5.09		-1.14
								GSK	1,572.000	8/12/24	0.42	1,526.000	3.01	1,450.200	75.800	5.23		5.65
								Int Cons Airlines	166.450	8/12/24	-0.06	163.900	1.56	155.000	8.900	5.74		4.50
						L		ITV	78.400	8/12/24	0.45	79.900	-1.88	63.280	16.620	26.26		13.51
								Land Securities	615.500	8/12/24	-0.73	630.000	-2.30	704.800	-74.800	-10.61		-1.57
						S		Legal & General	225.600	8/12/24	0.53	228.900	-1.44	251.100	-22.200	-8.84		-3.05
						L		Lloyds Bank	56.800	8/12/24	-0.28	55.620	2.12	47.710	7.910	16.58		19.38
								Man Group	214.000	8/12/24	0.28	243.800	-12.22	232.600	11.200	4.82		7.00
								Melrose	486.700	8/12/24	0.19	553.600	-12.08	567.400	-13.800	-2.43		4.87
						S		National Grid	978.400	8/12/24	-0.04	885.400	10.50	1,058.000	-172.600	-16.31		-13.65
						L		NatWest	334.600	8/12/24	0.48	315.000	6.22	219.400	95.600	43.57		30.05
								Next	9,542.000	8/12/24	0.23	9,120.000	4.63	8,118.000	1,002.000	12.34		15.32
								Ocado	376.700	8/12/24	0.72	288.100	30.75	758.400	-470.300	-62.01		-33.68
								Reckitt Benckiser	4,180.000	8/12/24		4,289.000	-2.54	5,420.000	-1,131.000	-20.87		-16.63
								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		Smiths Group	1,743.000	8/12/24	0.52	1,703.000	2.35	1,763.500	-60.500	-3.43		2.16
						L		Tate & Lyle	643.000	8/12/24	0.47	598.500	7.44	659.000	-60.500	-9.18		1.94
						L		Tesco	333.500	8/12/24	0.91	307.300	8.53	290.500	16.800	5.78		10.30
						L		Vodafone	74.440	8/12/24	0.87	70.240	5.98	68.560	1.680	2.45		-2.49
						S		Wise	685.000	8/12/24	-0.07	698.500	-1.93	874.000	-175.500	-20.08		-8.96
								WPP Group	690.200	8/12/24	1.68	719.200	-4.03	753.000	-33.800	-4.49		-3.16
FT 30 - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 17 did rise, Market-Ratio(26) in GBP = 56.67 %
Stock Exchange Currency: GBP £ Pound sterling

 

 

Transactions FT 30 Index in Pound sterling * Mixed Straddles L43 - 23/22 (1) - S17 - 63/63 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133				- cash -
short	5/15/06	9/18/06	126				Vodafone	100	7,984		1.253	1.163	1.350	0.097	8	10,774	24
9/18/06		6/11/07	266				- cash -
	6/11/07	7/02/07	21				Tate & Lyle	100	1,857		5.800	5.625	5.980	0.180	3	11,109	70
7/02/07		7/23/07	21				- cash -
	7/23/07	5/19/08	301				Land Securities	100	635		17.480	14.860	20.562	3.082	18	13,066	22
long	2/18/08	2/25/08	7				BG Group	100	1,127		11.590	11.880		0.290	3	13,393	263
	4/07/08	4/14/08	7				BG Group	100	1,104		12.130	12.220		0.090	1	13,493	47
	5/12/08	6/30/08	49				BG Group	100	1,000		13.480	13.070		-0.410	-3	13,083	-21
short	5/26/08	6/22/09	392				NatWest	100	542		24.125	3.596	161.873	137.748	571	87,742	489
long	9/01/08	9/22/08	21				RSA Insurance	100	12,615		6.955	6.889		-0.067	-1	86,902	-15
	1/05/09	1/19/09	14				Experian	100	20,058		4.333	4.150		-0.183	-4	83,242	-67
	5/04/09	5/18/09	14				Marks & Spencer	100	24,040		3.463	3.393		-0.070	-2	81,559	-41
6/22/09		7/27/09	35				- cash -
	7/27/09	9/12/11	777				Arm Holdings	100	61,670		1.323	5.900		4.578	346	363,853	102
short	1/25/10	3/01/10	35				Lloyds Bank	100	687,553		0.529	0.503	0.557	0.028	5	383,105	71
	5/03/10	9/06/10	126				Man Group	100	162,263		2.361	2.354	2.368	0.007	0	384,241	1
	3/14/11	3/28/11	14				Reckitt Benckiser	100	12,520		30.690	31.870	29.510	-1.180	-4	369,467	-64
	4/11/11	5/02/11	21				3i Group	100	138,221		2.673	2.795	2.551	-0.122	-5	352,604	-56
	5/09/11	5/30/11	21				Lloyds Bank	100	658,089		0.536	0.520	0.552	0.016	3	363,331	68
	6/06/11	12/05/11	182				Lloyds Bank	100	774,693		0.469	0.270	0.815	0.346	74	631,142	203
long	9/19/11	12/21/15	1554				Arm Holdings	100	105,807		5.965	10.240		4.275	72	1,083,467	14
short	12/12/11	12/19/11	7				Lloyds Bank	100	4,435,895		0.244	0.235	0.254	0.010	4	1,127,605	702
	5/14/12	8/06/12	84				Man Group	100	1,358,559		0.830	0.847	0.813	-0.017	-2	1,104,509	-9
	6/24/13	7/01/13	7				Man Group	100	1,362,750		0.811	0.857	0.764	-0.047	-6	1,041,141	-95
	9/09/13	10/14/13	35				Man Group	100	1,169,164		0.891	0.787	1.008	0.117	13	1,178,050	263
	12/02/13	12/23/13	21				RSA Insurance	100	254,963		4.620	4.103	5.203	0.582	13	1,326,497	687
	1/27/14	2/03/14	7				Ladbrokes	100	882,566		1.503	1.501	1.505	0.002	0	1,328,263	7
	2/10/14	6/02/14	112				Ladbrokes	100	881,395		1.507	1.545	1.469	-0.038	-3	1,294,770	-8
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	6/09/14	11/17/14	161				Tesco	100	347,561		3.725	2.441	5.686	1.960	53	1,976,093	161
	12/15/14	12/22/14	7				Tesco	100	946,631		2.088	2.293	1.882	-0.205	-10	1,781,845	-100
	1/05/15	1/19/15	14				Tesco	100	774,614		2.300	2.804	1.796	-0.504	-22	1,391,362	-100
	6/08/15	12/28/15	203				Tate & Lyle	100	250,921		5.545	5.950	5.140	-0.405	-7	1,289,739	-13
long	12/28/15	1/18/16	21				ITV	100	468,995		2.750	2.575		-0.175	-6	1,207,665	-68
short	1/11/16	1/25/16	14				Tesco	100	655,484		1.842	1.972	1.713	-0.130	-7	1,122,583	-85
long	1/25/16	2/08/16	14				National Grid	100	118,628		9.463	9.496		0.033	0	1,126,498	10
short	2/01/16	4/18/16	77				NatWest	100	452,227		2.491	2.375	2.613	0.122	5	1,181,534	25
long	2/29/16	10/15/18	959				Ass Brit Foods	100	34,689		34.060	22.660		-11.400	-33	786,079	-14
short	4/25/16	5/16/16	21				NatWest	100	316,584		2.483	2.125	2.901	0.418	17	918,506	1,397
	5/30/16	6/06/16	7				Marks & Spencer	100	237,622		3.865	3.638	4.107	0.242	6	975,915	2,260
	6/27/16	7/25/16	28				ITV	100	633,711		1.540	1.882	1.198	-0.342	-22	759,060	-96
	11/21/16	1/09/17	49				ITV	100	458,369		1.656	2.075	1.237	-0.419	-25	567,003	-89
	1/23/17	2/13/17	21				Ass Brit Foods	100	22,473		25.230	25.400	25.060	-0.170	-1	563,183	-11
	7/03/17	1/15/18	196				BT Group	100	192,903		2.920	2.757	3.092	0.172	6	596,381	11
	1/22/18	6/11/18	140				National Grid	100	72,026		8.280	8.323	8.237	-0.043	-1	593,284	-1
	8/20/18	4/01/19	224				Abrdn	100	186,626		3.179	2.689	3.758	0.579	18	701,396	31
long	11/05/18	3/09/20	490				BT Group	100	266,893		2.628	1.201		-1.427	-54	320,647	-44
short	6/03/19	7/08/19	35				ITV	100	304,942		1.052	1.126	0.977	-0.075	-7	297,929	-54
	8/05/19	9/30/19	56				Marks & Spencer	100	156,270		1.907	1.845	1.971	0.064	3	307,946	24
	10/07/19	10/21/19	14				Marks & Spencer	100	180,137		1.710	1.984	1.435	-0.275	-16	258,498	-99
	11/11/19	12/02/19	21				Marks & Spencer	100	137,170		1.885	1.923	1.846	-0.038	-2	253,217	-30
	2/24/20	7/13/20	140				BT Group	100	167,405		1.513	1.111	2.059	0.547	36	344,754	124
7/13/20		7/27/20	14				- cash -
	7/27/20	11/16/20	112				Int Cons Airlines	100	184,409		1.870	1.588	2.202	0.332	18	405,996	70
11/16/20		12/28/20	42				- cash -
long	12/28/20	5/24/21	147				RSA Insurance	100	59,934		6.774	6.840		0.066	1	409,952	2
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/24/21		7/19/21	56				- cash -
short	7/19/21	11/15/21	119				Tesco	100	177,314		2.312	2.859	1.765	-0.547	-24	312,961	-56
11/15/21		11/22/21	7				- cash -
	11/22/21	1/03/22	42				Flutter	100	2,751		113.750	117.600	109.900	-3.850	-3	302,370	-26
1/03/22		2/28/22	56				- cash -
	2/28/22	1/09/23	315				Ocado	100	22,022		13.730	7.432	25.365	11.635	85	558,596	104
long	11/07/22	11/14/22	7				Wise	100	82,146		6.800	6.142		-0.658	-10	504,544	-100
	11/21/22	8/12/24	630				Wise	100	84,287		5.986	6.850		0.864	14	577,368	8
short	5/15/23	12/25/23	224				Ocado	100	133,960		4.310	7.250	1.370	-2.940	-68	183,525	-85
	1/01/24	1/08/24	7				Burberry Group	100	12,960		14.160	13.915	14.409	0.249	2	186,756	148
	1/15/24	1/29/24	14				Burberry Group	100	15,408		12.120	13.430	10.810	-1.310	-11	166,572	-95
	2/05/24	2/12/24	7				Burberry Group	100	12,907		12.905	13.355	12.455	-0.450	-3	160,764	-84
	3/04/24	3/11/24	7				Burberry Group	100	12,799		12.560	12.475	12.646	0.086	1	161,859	42
	3/18/24	3/25/24	7				Burberry Group	100	12,886		12.560	11.995	13.152	0.592	5	169,483	1,002
	4/08/24	4/22/24	14				Ocado	100	45,183		3.751	3.584	3.926	0.175	5	177,381	228
	4/29/24	5/13/24	14				Ocado	100	49,910		3.554	3.420	3.693	0.139	4	184,333	172
	6/17/24	8/12/24	56				Burberry Group	100	18,698		9.858	6.710	14.483	4.625	47	270,809	1,127
accum	5/15/06	8/12/24	6847	days out of 7477 invested (92%)										2,608		270,809	19

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
NatWest	short	5/26/08	6/22/09	392	24.13	3.60	161.87	137.75	570.98
	short	2/01/16	4/18/16	77	2.49	2.38	2.61	0.12	4.89
	short	4/25/16	5/16/16	21	2.48	2.13	2.90	0.42	16.85			722.32
Arm Holdings	long	7/27/09	9/12/11	777	1.32	5.90		4.58	346.12
	long	9/19/11	12/21/15	1554	5.97	10.24		4.28	71.67			665.85
Lloyds Bank	short	1/25/10	3/01/10	35	0.53	0.50	0.56	0.03	5.29
	short	5/09/11	5/30/11	21	0.54	0.52	0.55	0.02	3.04
	short	6/06/11	12/05/11	182	0.47	0.27	0.81	0.35	73.71
	short	12/12/11	12/19/11	7	0.24	0.23	0.25	0.01	4.07			96.14
Burberry Group	short	1/01/24	1/08/24	7	14.16	13.92	14.41	0.25	1.76
	short	1/15/24	1/29/24	14	12.12	13.43	10.81	-1.31	-10.81
	short	2/05/24	2/12/24	7	12.91	13.36	12.46	-0.45	-3.49
	short	3/04/24	3/11/24	7	12.56	12.48	12.65	0.09	0.68
	short	3/18/24	3/25/24	7	12.56	12.00	13.15	0.59	4.71
	short	6/17/24	8/12/24	56	9.86	6.71	14.48	4.62	46.92			35.67
Abrdn	short	8/20/18	4/01/19	224	3.18	2.69	3.76	0.58	18.22			18.22
Int Cons Airlines	short	7/27/20	11/16/20	112	1.87	1.59	2.20	0.33	17.76			17.76
Land Securities	short	7/23/07	5/19/08	301	17.48	14.86	20.56	3.08	17.63			17.63
RSA Insurance	long	9/01/08	9/22/08	21	6.96	6.89		-0.07	-0.96
	short	12/02/13	12/23/13	21	4.62	4.10	5.20	0.58	12.60
	long	12/28/20	5/24/21	147	6.77	6.84		0.07	0.97			12.61
Vodafone	short	5/15/06	9/18/06	126	1.25	1.16	1.35	0.10	7.74			7.74
Man Group	short	5/03/10	9/06/10	126	2.36	2.35	2.37	0.01	0.30
	short	5/14/12	8/06/12	84	0.83	0.85	0.81	-0.02	-2.05
	short	6/24/13	7/01/13	7	0.81	0.86	0.76	-0.05	-5.74
	short	9/09/13	10/14/13	35	0.89	0.79	1.01	0.12	13.15			4.78
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Wise	long	11/07/22	11/14/22	7	6.80	6.14		-0.66	-9.68
	long	11/21/22	8/12/24	630	5.99	6.85		0.86	14.43			3.36
BG Group	long	2/18/08	2/25/08	7	11.59	11.88		0.29	2.50
	long	4/07/08	4/14/08	7	12.13	12.22		0.09	0.74
	long	5/12/08	6/30/08	49	13.48	13.07		-0.41	-3.04			0.12
National Grid	long	1/25/16	2/08/16	14	9.46	9.50		0.03	0.35
	short	1/22/18	6/11/18	140	8.28	8.32	8.24	-0.04	-0.52			-0.17
Ladbrokes	short	1/27/14	2/03/14	7	1.50	1.50	1.51	0.00	0.13
	short	2/10/14	6/02/14	112	1.51	1.55	1.47	-0.04	-2.52			-2.39
Flutter	short	11/22/21	1/03/22	42	113.75	117.60	109.90	-3.85	-3.38			-3.38
Reckitt Benckiser	short	3/14/11	3/28/11	14	30.69	31.87	29.51	-1.18	-3.84			-3.84
Experian	long	1/05/09	1/19/09	14	4.33	4.15		-0.18	-4.21			-4.21
Tate & Lyle	short	6/11/07	7/02/07	21	5.80	5.63	5.98	0.18	3.11
	short	6/08/15	12/28/15	203	5.55	5.95	5.14	-0.41	-7.30			-4.42
3i Group	short	4/11/11	5/02/11	21	2.67	2.80	2.55	-0.12	-4.56			-4.56
Marks & Spencer	long	5/04/09	5/18/09	14	3.46	3.39		-0.07	-2.02
	short	5/30/16	6/06/16	7	3.87	3.64	4.11	0.24	6.25
	short	8/05/19	9/30/19	56	1.91	1.84	1.97	0.06	3.36
	short	10/07/19	10/21/19	14	1.71	1.98	1.44	-0.27	-16.06
	short	11/11/19	12/02/19	21	1.88	1.92	1.85	-0.04	-2.04			-11.52
Tesco	short	6/09/14	11/17/14	161	3.73	2.44	5.69	1.96	52.62
	short	12/15/14	12/22/14	7	2.09	2.29	1.88	-0.21	-9.83
	short	1/05/15	1/19/15	14	2.30	2.80	1.80	-0.50	-21.91
	short	1/11/16	1/25/16	14	1.84	1.97	1.71	-0.13	-7.05
	short	7/19/21	11/15/21	119	2.31	2.86	1.77	-0.55	-23.66			-23.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Ass Brit Foods	long	2/29/16	10/15/18	959	34.06	22.66		-11.40	-33.47
	short	1/23/17	2/13/17	21	25.23	25.40	25.06	-0.17	-0.67			-33.92
BT Group	short	7/03/17	1/15/18	196	2.92	2.76	3.09	0.17	5.89
	long	11/05/18	3/09/20	490	2.63	1.20		-1.43	-54.28
	short	2/24/20	7/13/20	140	1.51	1.11	2.06	0.55	36.15			-34.09
Ocado	short	2/28/22	1/09/23	315	13.73	7.43	25.37	11.64	84.74
	short	5/15/23	12/25/23	224	4.31	7.25	1.37	-2.94	-68.21
	short	4/08/24	4/22/24	14	3.75	3.58	3.93	0.17	4.66
	short	4/29/24	5/13/24	14	3.55	3.42	3.69	0.14	3.92			-36.13
ITV	long	12/28/15	1/18/16	21	2.75	2.58		-0.18	-6.36
	short	6/27/16	7/25/16	28	1.54	1.88	1.20	-0.34	-22.22
	short	11/21/16	1/09/17	49	1.66	2.08	1.24	-0.42	-25.30
	short	6/03/19	7/08/19	35	1.05	1.13	0.98	-0.07	-7.09			-49.45

Annotations

4/20/23	Melrose			reverse split 3:1 (one for three)
7/18/22	GlaxoSmithKline			demergers OTC business -> Haleon
7/21/21	FT 30			Flutter, Ocado and Wise replace BAT, Marks&Spencer and RSA Insurance
2/12/21	Tesco			Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia business
8/14/17	Standard Life			merger with Aberdeen Asset Management completed
11/01/16	Ladbrokes			deletion after merger with Gala Coral
9/19/16	FT 30			Associated British Foods replaces Arm Holdings
9/05/16	Arm Holdings			deletion due to acquisition by Softbank
2/15/16	FT 30			Burberry replaces BG (aquired by Shell)

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