Assessment - Banks in Japanese yen - 1/07/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								SOM Banks	44,282.226	12/08/24	0.22	45,949.513	-3.63	34,095.567	11,853.946	34.77		27.86
								Banco Macro	1,181.864	12/08/24	0.91	1,278.218	-7.54	467.404	810.814	173.47		60.12
								BBVA Banco Francés	712.126	12/08/24	0.75	702.855	1.32	310.771	392.084	126.16		35.77
								Banco de Valores	60.332	12/08/24	-0.15	62.012	-2.71	39.432	22.581	57.27		19.24
						L		Unipol	1,555.439	12/08/24	0.06	1,635.161	-4.88	808.488	826.673	102.25		71.71
								Banco Sabadell	309.875	12/08/24	0.45	320.880	-3.43	174.321	146.558	84.07		59.76
								KB Financial	9,639.257	12/08/24	0.73	9,300.422	3.64	5,908.036	3,392.387	57.42		42.58
								BPER Banca	825.813	12/08/24	-0.27	865.847	-4.62	473.941	391.906	82.69		59.00
						L		NatWest	68,345.208	12/08/24	0.48	64,341.723	6.22	39,530.969	24,810.754	62.76		45.08
						L		State Bank of India	1,574.034	12/08/24	-1.42	1,630.886	-3.49	1,092.165	538.721	49.33		40.13
								Unicredit	5,991.258	12/08/24	0.38	6,274.616	-4.52	3,847.444	2,427.172	63.09		48.59
								Deutsche Bank	2,306.383	12/08/24	0.14	2,669.983	-13.62	1,936.487	733.496	37.88		42.47
						L		Bank of China	70.344	12/08/24	1.19	79.655	-11.69	53.961	25.694	47.61		39.84
								American Express	38,301.225	12/08/24	-0.34	37,777.724	1.39	26,501.579	11,276.144	42.55		38.32
						L		Bank of America	6,167.297	12/08/24	-0.29	6,464.594	-4.60	4,763.041	1,701.553	35.72		36.15
								Commerzbank	2,152.485	12/08/24	0.89	2,531.163	-14.96	1,685.263	845.900	50.19		39.85
								Chiba Bank	1,073.000	9/08/24	3.22	1,456.500	-26.33	1,018.500	438.000	43.00		22.54
								Wells Fargo	8,411.566	12/08/24	-1.33	9,789.796	-14.08	6,962.783	2,827.014	40.60		37.77
								Intesa Sanpaolo	601.465	12/08/24	0.54	620.703	-3.10	414.033	206.670	49.92		39.52
								Bankinter	1,264.109	12/08/24	0.19	1,333.432	-5.20	907.787	425.645	46.89		32.04
								Citigroup	9,345.467	12/08/24		10,248.668	-8.81	7,276.829	2,971.838	40.84		39.14
								Unicaja Banco	199.304	12/08/24	-0.86	226.340	-11.94	139.394	86.946	62.37		37.13
								Sumitomo Mitsui Trst	3,320.000	9/08/24	2.72	3,721.000	-10.78	2,706.000	1,015.000	37.51		21.05
								Banco Comercial	65.476	12/08/24	0.16	60.069	9.00	42.977	17.091	39.77		33.60
						L		Lloyds Bank	11,601.936	12/08/24	-0.28	11,360.910	2.12	8,596.274	2,764.636	32.16		32.68
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								JP Morgan Chase	33,315.037	12/08/24	0.19	33,195.472	0.36	24,062.766	9,132.706	37.95		35.41
						L		China Constr Bk HK	114.827	12/08/24	1.46	119.379	-3.81	84.201	35.177	41.78		34.66
								Resona	903.800	9/08/24	3.93	1,087.000	-16.85	716.500	370.500	51.71		18.52
								Banco BPM	1,002.067	12/08/24	-0.31	1,077.283	-6.98	748.815	328.468	43.87		32.66
								UBS	4,443.336	12/08/24	0.44	4,824.194	-7.89	4,407.682	416.512	9.45		22.48
								BNY Mellon	10,222.816	12/08/24	-0.80	9,712.241	5.26	7,363.122	2,349.119	31.90		31.57
								Erste Group Bank	7,989.499	12/08/24	0.37	7,814.458	2.24	5,752.763	2,061.695	35.84		31.87
								Banca Mediolanum	1,772.941	12/08/24	1.29	1,835.332	-3.40	1,336.621	498.711	37.31		27.58
								Westpac Banking	3,032.347	12/08/24	0.61	2,923.819	3.71	2,208.933	714.886	32.36		29.44
								National Australia B	3,867.264	12/08/24	1.01	3,875.860	-0.22	2,961.321	914.539	30.88		30.48
						L		Commonwealth Bank	14,025.950	12/08/24	0.76	13,560.675	3.43	10,784.223	2,776.452	25.75		28.23
								Banco Santander	708.656	12/08/24	-0.24	770.787	-8.06	591.957	178.831	30.21		24.98
								Danske Bank	4,611.913	12/08/24	0.15	4,859.416	-5.09	3,791.673	1,067.742	28.16		25.38
								Suncorp-Metway	1,809.523	12/08/24	1.38	1,840.684	-1.69	1,335.970	504.714	37.78		31.11
						L		Axis Bank	2,255.289	12/08/24	1.89	2,444.343	-7.73	1,875.078	569.266	30.36		30.29
						L		Hang Seng Bank	1,901.366	12/08/24	0.38	2,077.227	-8.47	1,648.711	428.517	25.99		15.02
								Mediobanca	2,431.511	12/08/24	0.94	2,441.910	-0.43	1,754.961	686.949	39.14		24.94
						L		Bank of China (HK)	461.376	12/08/24		497.583	-7.28	383.884	113.699	29.62		20.93
						L		ICBC	92.689	12/08/24	2.05	95.999	-3.45	69.172	26.828	38.78		30.65
								S.E.B	2,289.865	12/08/24	-0.10	2,397.749	-4.50	1,957.946	439.803	22.46		26.12
								Fukuoka	3,639.000	9/08/24	5.30	4,426.000	-17.78	3,327.000	1,099.000	33.03		11.64
						L		Royal Bank CA	17,491.059	12/08/24	-0.72	17,125.389	2.14	14,338.650	2,786.739	19.44		21.29
								Cdn Imp Bk Comm	8,194.084	12/08/24	-0.36	7,648.517	7.13	6,826.909	821.608	12.03		17.75
						L		China Merchants B HK	672.409	12/08/24		733.443	-8.32	479.855	253.588	52.85		24.05
								ANZ Banking AU	3,032.347	12/08/24	0.93	3,057.062	-0.81	2,500.242	556.820	22.27		19.55
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								IBK	1,574.996	12/08/24	0.37	1,618.227	-2.67	1,295.181	323.046	24.94		20.45
								ANZ Banking NZ	2,946.931	12/08/24	0.13	3,020.482	-2.44	2,492.110	528.371	21.20		18.37
								Ind and Comm Bk	132.897	12/08/24	1.18	129.126	2.92	95.304	33.822	35.49		26.57
								ICICI Bank	2,271.754	12/08/24	0.10	2,347.395	-3.22	1,695.276	652.119	38.47		29.70
								Bank of Ireland	1,631.175	12/08/24	-0.93	1,701.191	-4.12	1,287.128	414.064	32.17		17.36
								Agricultural Bank	102.946	12/08/24	0.65	98.508	4.50	72.574	25.934	35.73		25.62
						L		HSBC	1,331.370	12/08/24	0.63	1,413.094	-5.78	1,140.788	272.306	23.87		20.23
								Banco Bilbao Viz	1,546.601	12/08/24	0.27	1,646.426	-6.06	1,288.381	358.045	27.79		22.87
						L		Industrial Bank	361.197	12/08/24	-0.55	393.811	-8.28	323.195	70.616	21.85		20.16
						L		HSBC	131,522.651	12/08/24	0.22	141,122.845	-6.80	114,502.875	26,619.970	23.25		20.19
								FinecoBank	2,501.701	12/08/24	0.94	2,458.374	1.76	2,127.723	330.651	15.54		17.53
								Banca Generali	6,599.569	12/08/24	0.74	6,551.042	0.74	5,268.798	1,282.245	24.34		19.41
								ABN AMRO	2,649.879	12/08/24	0.92	2,714.870	-2.39	2,128.507	586.363	27.55		19.46
								OCBC	1,646.222	12/08/24	0.29	1,725.974	-4.62	1,393.825	332.149	23.83		19.82
								Jyske Bank	12,061.390	12/08/24	0.48	12,828.299	-5.98	10,172.782	2,655.518	26.10		14.49
								Woori Financial	1,723.382	12/08/24	0.55	1,682.488	2.43	1,419.676	262.813	18.51		15.95
						L		United Overseas Bank	3,486.467	12/08/24	0.58	3,725.722	-6.42	3,050.331	675.391	22.14		18.20
						L		Nordea Bank	1,805.869	12/08/24	-0.19	1,978.311	-8.72	1,758.250	220.061	12.52		15.63
								DBS Bank	4,044.730	12/08/24	1.22	4,299.460	-5.92	3,582.129	717.331	20.03		16.57
								KBC	11,538.847	12/08/24	-0.21	11,466.057	0.63	9,196.903	2,269.155	24.67		15.50
								China Merchants Bank	712.632	12/08/24	-0.65	762.330	-6.52	554.675	207.654	37.44		16.67
								Standard Chartered	147,475.313	12/08/24	0.92	149,558.760	-1.39	120,106.399	29,452.361	24.52		17.19
								National Bank CA	13,453.395	12/08/24	0.39	12,758.503	5.45	10,807.490	1,951.013	18.05		15.40
								Swedbank	3,146.855	12/08/24	-0.86	3,382.376	-6.96	2,863.021	519.355	18.14		19.50
								Nordea Bank	1,820.344	12/08/24	-0.13	1,977.611	-7.95	1,764.263	213.348	12.09		15.65
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Credit Agricole	2,288.532	12/08/24	0.57	2,270.335	0.80	2,012.919	257.416	12.79		13.57
						L		HDFC Bank	3,215.670	12/08/24	0.60	3,303.031	-2.64	2,907.536	395.495	13.60		19.24
								IndusInd Bank	2,616.643	12/08/24	0.08	2,822.065	-7.28	2,719.909	102.156	3.76		6.90
								U.S. Bancorp	6,700.493	12/08/24	-1.43	6,340.182	5.68	6,122.496	217.686	3.56		11.16
								Raiffeisen Bank Int	2,878.646	12/08/24	1.59	2,831.853	1.65	2,924.151	-92.299	-3.16		10.90
								Bank Nova Scotia	7,229.936	12/08/24	-3.42	7,358.097	-1.74	6,901.813	456.284	6.61		5.56
						S		DNB	3,249.941	12/08/24	0.14	3,212.099	1.18	3,017.407	194.691	6.45		10.23
						S		Svenska Handelsbank	1,552.155	12/08/24	0.29	1,546.837	0.34	1,541.302	5.535	0.36		9.32
								BNP Paribas	10,268.499	12/08/24		10,687.904	-3.92	9,803.034	884.871	9.03		10.35
						L		Kotak Mahindra Bank	3,433.490	12/08/24	0.16	3,502.351	-1.97	3,245.791	256.560	7.90		10.20
						S		Bank Montreal	13,151.217	12/08/24	-0.10	13,501.602	-2.60	14,029.406	-527.803	-3.76		1.92
						L		Aozora Bank	2,365.000	9/08/24	3.28	2,624.000	-9.87	3,063.000	-439.000	-14.33		-4.74
								Societe Generale	3,556.280	12/08/24	0.44	3,916.761	-9.20	3,762.868	153.893	4.09		2.48
						S		Toronto-Dominion	9,231.131	12/08/24	0.19	8,841.945	4.40	9,161.755	-319.810	-3.49		-0.93
						S		Banco del Bajio	457.255	12/08/24	0.64	490.543	-6.79	475.676	14.867	3.13		-1.76
						S		Regional	1,115.470	12/08/24	-0.39	1,215.159	-8.20	1,358.943	-143.783	-10.58		-1.26
						L		Umweltbank	977.457	12/08/24	-1.40	1,105.705	-11.60	1,231.057	-125.352	-10.18		-12.39
						S		KakaoBank	2,552.943	12/08/24	1.39	2,453.629	4.05	3,057.763	-604.134	-19.76		-13.18
						S		Heartland	103.952	12/08/24	0.95	95.126	9.28	132.626	-37.500	-28.28		-24.53
Banks - 93 out of 93 instruments rated - 1/07/24 / 1/01/24 - 85 did rise, Market-Ratio(26) in JPY = 91.40 %

 

 

Transactions Banks in Japanese yen * Mixed Straddles L17 - 42/41 (3) - S13 - 73/79 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		15/05/06	133				- cash -
short	15/05/06	4/09/06	112				Triodos Groenfonds	50	0		8,008.112	8,552.070	7,464.154	-543.958	-7	10,000	0
							Swedbank	50	3		2,870.345	3,355.234	2,385.455	-484.889	-17	8,545	-45
4/09/06		11/09/06	7				- cash -
long	11/09/06	18/06/07	280				Sberbank	33	2		1,194.492	2,260.894		1,066.402	89	10,678	130
							Bank of East Asia	33	6		500.535	659.910		159.374	32	11,634	43
							China Minsheng Bk	33	68		45.903	148.774		102.871	224	18,630	363
short	5/03/07	20/04/09	777				Shinsei Bank	50	153		60.800	13.500	273.825	213.025	350	51,222	103
							Sumitomo Mitsui Trst	50	150		62.150	15.850	243.699	181.549	292	78,455	90
long	25/06/07	30/07/07	35				China Merchants Bank	33	83		311.946	354.705		42.759	14	82,004	282
							Hua Xia Bank	33	252		104.703	109.816		5.113	5	83,292	64
							Shanghai Pudong	33	100		260.117	271.872		11.755	5	84,468	59
	8/10/07	15/10/07	7				China Merchants Bank	33	57		490.465	495.398		4.933	1	84,749	69
							Hua Xia Bank	33	172		164.726	187.947		23.222	14	88,743	96,833
							Shanghai Pudong	33	77		362.978	357.257		-5.722	-2	88,302	-56
	29/10/07	5/11/07	7				China Merchants Bank	33	56		522.291	498.095		-24.196	-5	86,947	-92
							Hua Xia Bank	33	179		164.672	155.421		-9.251	-6	85,291	-95
							Shanghai Pudong	33	79		374.219	357.255		-16.964	-5	83,951	-91
	3/12/07	17/12/07	14				China Merchants Bank	33	60		459.529	429.175		-30.354	-7	82,130	-83
							Shanghai Pudong	33	83		341.038	302.098		-38.940	-11	78,898	-96
							State Bank of India	33	410		68.388	65.201		-3.187	-5	77,592	-71
	19/05/08	26/05/08	7				Hang Seng Bank	33	13		1,930.707	1,933.386		2.679	0	77,626	7
							HDFC	33	202		131.368	125.022		-6.347	-5	76,344	-92
							Axis Bank	33	589		44.066	36.899		-7.166	-16	72,123	-100
	30/03/09	25/01/10	301				Bank of Bejing	33	292		82.322	105.006		22.684	28	78,747	34
							Industrial Bank	33	198		121.337	168.810		47.473	39	88,147	49
							Shanghai Pudong	33	138		173.196	207.260		34.064	20	92,848	24
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/11/09	6/09/10	308				Resona	50	4,515		10.280	8.140	12.983	2.703	26	105,050	32
							Shinsei Bank	50	3,935		11.800	6.500	21.422	9.622	82	142,911	103
long	1/03/10	3/05/10	63				Aareal Bank	33	27		1,701.342	1,847.266		145.925	9	146,851	61
							KBC	33	12		4,075.753	4,391.984		316.231	8	150,645	54
							VTB Bank	33	115		417.031	454.236		37.204	9	154,924	64
	31/05/10	28/06/10	28				Banco Macro	33	191		269.483	267.057		-2.425	-1	154,461	-11
							KBC	33	14		3,562.830	3,615.721		52.891	1	155,201	21
							VTB Bank	33	122		436.903	446.999		10.095	2	156,433	35
	6/09/10	29/11/10	84				Banco Macro	33	155		334.567	437.560		102.993	31	172,397	221
							BBVA Banco Francés	33	219		239.130	331.869		92.740	39	192,707	315
							State Bank of India	33	966		54.002	56.067		2.065	4	194,701	18
short	20/09/10	6/02/12	504				Piraeus Financial	50	0		72,044,046.360	19,612,131.000	264,649,701.551	192,605,655.191	267	194,701	0
							National Bank Greece	50	0		1,383,952.206	429,109.800	4,463,481.628	3,079,529.422	223	194,701	0
long	6/12/10	16/05/11	161				Aareal Bank	33	29		2,182.267	2,651.430		469.163	21	208,307	56
							Banco Macro	33	145		455.876	290.570		-165.306	-36	184,338	-64
							BBVA Banco Francés	33	197		329.938	269.815		-60.122	-18	172,494	-37
	19/12/11	26/12/11	7				Banco Sabadell	33	224		255.832	253.681		-2.150	-1	172,012	-36
							Aozora Bank	33	2,814		20.500	20.800		0.300	1	172,856	113
							China Minsheng Bk	33	781		73.566	72.376		-1.190	-2	171,927	-57
	2/01/12	21/05/12	140				U.S. Bancorp	33	27		2,120.589	2,428.111		307.523	15	180,230	42
							Bankinter	33	185		309.980	195.338		-114.642	-37	159,021	-70
							Aozora Bank	33	2,629		21.800	17.400		-4.400	-20	147,454	-44
short	9/04/12	3/09/12	147				Banca Pop Mil	50	2,361		31.215	36.763	25.667	-5.548	-18	134,355	-38
							Unicredit	50	45		1,628.515	1,580.508	1,677.979	49.465	3	136,581	8
long	13/08/12	10/06/13	301				Regional	33	163		278.124	553.920		275.796	99	181,535	131
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							KBC	33	25		1,760.941	3,979.061		2,218.120	126	236,988	169
							Alpha Services	33	7		6,060.600	3,159.520		-2,901.080	-48	216,681	-55
short	12/11/12	7/01/13	56				Banco Popular	50	210		515.355	403.235	658.650	143.295	28	246,773	395
							Bankia	50	21		5,041.182	2,971.957	8,551.106	3,509.923	70	320,481	3,032
	18/03/13	23/09/13	189				Bankia	50	98		1,628.011	429.970	6,164.205	4,536.193	279	765,028	1,208
							Eurobank Ergasias	50	4		33,636.600	8,065.237	140,283.647	106,647.047	317	1,191,616	1,477
long	15/07/13	2/09/13	49				Lloyds Bank	33	3,816		104.088	114.635		10.547	10	1,231,865	105
							Bank of Ireland	33	600		661.266	891.142		229.876	35	1,369,790	823
							FBD	33	199		1,996.764	1,890.541		-106.223	-5	1,348,652	-33
	9/09/13	6/10/14	392				Banco Macro	33	1,384		324.769	611.586		286.817	88	1,745,606	80
							BBVA Banco Francés	33	1,541		291.594	669.526		377.932	130	2,328,000	117
							Bank of Ireland	33	481		934.864	1,271.701		336.837	36	2,490,018	33
short	7/10/13	28/10/13	21				Banif	50	947,646		1.314	1.077	1.602	0.288	22	2,763,139	3,041
							Eurobank Ergasias	50	182		6,831.708	9,292.989	4,370.427	-2,461.281	-36	2,315,186	-100
	4/11/13	18/11/13	14				Banif	50	1,085,563		1.066	1.080	1.053	-0.014	-1	2,300,149	-29
							Eurobank Ergasias	50	133		8,664.110	7,831.450	9,585.301	921.191	11	2,422,667	1,293
	9/12/13	13/04/15	490				Banif	50	948,469		1.277	0.952	1.713	0.436	34	2,835,873	24
							Eurobank Ergasias	50	155		7,804.775	1,409.367	43,221.186	35,416.411	454	8,325,416	258
long	27/10/14	5/01/15	70				Banco Macro	33	4,574		606.589	676.649		70.060	12	8,645,870	77
							BBVA Banco Francés	33	4,374		634.508	726.875		92.367	15	9,049,883	103
							Axis Bank	33	37,019		74.974	97.273		22.299	30	9,875,360	289
	19/01/15	17/08/15	210				BBVA Banco Francés	33	4,066		809.488	1,067.883		258.395	32	10,925,993	62
							Bank of Comm	33	26,808		122.804	130.742		7.938	6	11,138,783	12
							China Everbright Bk	33	39,901		82.500	86.966		4.466	5	11,316,997	10
short	18/05/15	26/09/16	497				Alpha Services	50	2,742		2,063.385	172.760	24,644.351	22,580.966	1,094	73,234,006	518
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Piraeus Financial	50	2		1,921,798.593	5,030.363	734,203,406.097	732,281,607.504	38,104	1,538m	7,776
long	21/12/15	11/01/16	21				Umweltbank	33	239,194		2,143.017	2,115.234		-27.783	-1	1,531m	-20
							Sberbank	33	723,752		708.254	581.881		-126.373	-18	1,440m	-97
							Shanghai Pudong	33	1,431,952		357.972	305.746		-52.226	-15	1,365m	-94
	16/05/16	4/07/16	49				Banco Macro	33	674,967		674.058	750.573		76.515	11	1,417m	123
							Regional	33	738,554		616.025	585.272		-30.753	-5	1,394m	-32
							Sberbank	33	534,466		851.256	909.848		58.592	7	1,425m	64
	18/07/16	26/03/18	616				Banco Macro	33	557,258		852.477	1,143.266		290.789	34	1,587m	19
							Sberbank	33	485,973		977.524	1,964.438		986.914	101	2,067m	51
							Axis Bank	33	5,271,893		90.110	82.538		-7.572	-8	2,027m	-5
short	17/10/16	31/10/16	14				Banco Comercial	50	44,034,183		23.015	24.051	21.979	-1.036	-5	1,981m	-70
							Banco Popular	50	8,527,389		118.846	115.073	122.743	3.897	3	2,014m	132
	14/11/16	28/11/16	14				Banco Comercial	50	41,879,116		24.051	25.163	22.940	-1.111	-5	1,968m	-71
							Banco Popular	50	8,753,112		115.073	100.297	132.025	16.952	15	2,116m	3,498
	5/12/16	12/12/16	7				Banco Popolare	50	4,317,400		245.093	273.294	216.892	-28.201	-12	1,995m	-100
							Banco Popular	50	9,087,834		116.438	123.924	108.951	-7.487	-6	1,927m	-97
	13/03/17	17/07/17	126				Gentera	50	6,073,296		158.607	179.825	137.390	-21.218	-13	1,798m	-34
							Banco Comercial	50	49,207,774		19.576	31.558	7.593	-11.982	-61	1,208m	-94
	24/07/17	29/01/18	189				Gentera	50	3,476,595		173.740	97.199	310.555	136.815	79	1,684m	207
							Bank of Bejing	50	4,602,783		131.230	131.067	131.394	0.163	0	1,684m	0
	5/02/18	11/03/19	399				Gentera	50	8,774,399		95.987	91.635	100.545	4.558	5	1,724m	4
							VTB Bank	50	4,082,601		206.296	131.616	323.350	117.054	57	2,202m	51
long	23/07/18	13/08/18	21				FinecoBank	33	553,479		1,326.352	1,268.231		-58.121	-4	2,170m	-54
							Kotak Mahindra Bank	33	3,393,258		216.343	203.470		-12.874	-6	2,126m	-66
							Yes Bank	33	11,735,525		62.554	58.599		-3.955	-6	2,080m	-68
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	24/09/18	8/10/18	14				American Express	33	56,092		12,360.899	12,066.432		-294.467	-2	2,064m	-47
							FinecoBank	33	447,889		1,548.056	1,390.801		-157.254	-10	1,993m	-94
							Fukuoka	33	21,235,959		32.650	32.300		-0.350	-1	1,986m	-24
	11/02/19	17/06/19	126				Banco Macro	33	1,049,443		630.708	712.407		81.699	13	2,071m	42
							BBVA Banco Francés	33	1,411,200		469.028	349.971		-119.056	-25	1,903m	-57
							Axis Bank	33	6,227,196		106.291	120.796		14.505	14	1,994m	45
short	6/05/19	11/11/19	189				Aozora Bank	50	36,798,257		27.090	28.340	25.840	-1.250	-5	1,948m	-9
							Yes Bank	50	37,576,061		26.529	11.115	63.322	36.793	139	3,330m	437
long	8/07/19	29/07/19	21				Banco Macro	33	1,396,496		794.905	785.541		-9.365	-1	3,317m	-19
							Banca Generali	33	345,162		3,216.118	3,231.539		15.421	0	3,322m	9
							Sberbank	33	655,063		1,694.619	1,626.072		-68.546	-4	3,278m	-51
	16/09/19	7/10/19	21				Unipol	33	1,922,988		568.142	560.409		-7.733	-1	3,263m	-21
							Banca Generali	33	324,046		3,371.522	3,301.085		-70.437	-2	3,240m	-31
							Sberbank	33	680,235		1,606.109	1,504.768		-101.341	-6	3,171m	-68
	14/10/19	2/03/20	140				Mediobanca	33	875,045		1,207.921	952.128		-255.794	-21	2,947m	-46
							Unipol	33	1,807,140		584.895	522.333		-62.562	-11	2,834m	-26
							Kotak Mahindra Bank	33	4,381,416		241.243	237.312		-3.931	-2	2,817m	-4
short	9/12/19	23/12/19	14				Indiabulls HF	50	35,565,073		39.601	45.379	33.824	-5.777	-15	2,611m	-98
							Yes Bank	50	163,725,792		8.602	7.614	9.719	1.116	13	2,794m	2,308
	20/01/20	22/06/20	154				Indiabulls HF	50	30,448,569		45.883	34.159	61.631	15.747	34	3,274m	101
							Yes Bank	50	205,283,381		6.806	3.914	11.834	5.028	74	4,306m	271
22/06/20		6/07/20	14				- cash -
long	6/07/20	28/09/20	84				Deutsche Bank	33	1,340,867		1,070.427	894.703		-175.724	-16	4,070m	-54
							BBVA Banco Francés	33	6,056,537		236.984	172.446		-64.538	-27	3,679m	-75
							FinecoBank	33	913,054		1,571.978	1,440.728		-131.249	-8	3,560m	-32
short	27/07/20	24/08/20	28				Multitude	50	5,025,456		354.154	669.764	38.543	-315.610	-89	1,973m	-100
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Yes Bank	50	1028,021,380		1.731	2.112	1.350	-0.381	-22	1,582m	-96
	31/08/20	23/11/20	84				Gentera	50	22,815,538		34.666	41.610	27.721	-6.945	-20	1,423m	-62
							Yes Bank	50	381,401,233		2.074	2.041	2.107	0.033	2	1,436m	7
long	12/10/20	19/10/20	7				UBI Banca	33	1,071,392		446.809	446.126		-0.682	0	1,435m	-8
		2/11/20	21				FinecoBank	33	312,627		1,531.241	1,465.358		-65.883	-4	1,415m	-53
							HDFC Bank	33	2,748,847		174.149	171.000		-3.149	-2	1,406m	-27
	9/11/20	7/03/22	483				BBVA Banco Francés	33	2,298,292		203.940	210.165		6.225	3	1,420m	2
							HDFC Bank	33	2,458,826		190.625	198.779		8.154	4	1,440m	3
							IndusInd Bank	33	4,250,666		110.268	125.197		14.929	14	1,504m	10
short	7/06/21	11/10/21	126				Credit Suisse	50	622,391		1,208.207	1,181.898	1,235.102	26.895	2	1,521m	7
							China Minsheng Bk	50	9,406,633		79.941	69.970	91.334	11.393	14	1,628m	47
	22/11/21	5/12/22	378				Bank of East Asia	50	4,574,207		177.939	165.155	191.714	13.774	8	1,691m	7
							China Minsheng Bk	50	11,592,927		70.209	69.717	70.706	0.496	1	1,697m	1
long	21/03/22	9/05/22	49				Banco del Bajio	33	1,875,647		301.518	317.751		16.234	5	1,727m	48
							Shinsei Bank	33	24,782,682		22.820	23.010		0.190	1	1,732m	6
							Woori Financial	33	396,362,272		1.427	1.566		0.139	10	1,787m	100
	12/09/22	19/09/22	7				Banco Macro	33	1,272,990		467.891	515.070		47.179	10	1,847m	14,879
							BBVA Banco Francés	33	1,885,815		315.843	336.815		20.972	7	1,886m	2,756
							Yes Bank	33	189,304,471		3.146	2.937		-0.209	-7	1,847m	-97
	24/10/22	27/03/23	154				Banco Macro	33	1,445,259		425.950	450.154		24.204	6	1,882m	14
							BBVA Banco Francés	33	2,088,462		294.766	341.881		47.115	16	1,980m	42
							Bank of Ireland	33	569,673		1,080.634	1,279.803		199.169	18	2,094m	49
short	12/12/22	26/12/22	14				Credit Suisse	50	2,306,159		453.929	405.770	507.805	53.875	12	2,218m	1,762
							Cdn Imp Bk Comm	50	180,427		5,801.972	5,353.765	6,287.702	485.730	8	2,306m	713
	13/03/23	12/06/23	91				Credit Suisse	50	3,493,840		329.945	125.380	868.273	538.328	163	4,186m	4,747
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
		29/01/24	322				U.S. Bancorp	50	237,017		4,863.678	6,338.765	3,388.590	-1,475.087	-30	3,837m	-34
long	3/04/23	8/05/23	35				Banco Macro	33	2,715,052		471.048	488.481		17.433	4	3,884m	46
							BBVA Banco Francés	33	3,666,547		348.808	383.370		34.563	10	4,011m	168
							Unicredit	33	494,697		2,585.255	2,820.523		235.268	9	4,127m	148
	10/07/23	30/10/23	112				Banco Macro	33	1,893,682		726.486	634.946		-91.540	-13	3,954m	-36
							BBVA Banco Francés	33	2,522,915		545.296	460.523		-84.773	-16	3,740m	-42
							Unicredit	33	415,500		3,311.032	3,714.873		403.841	12	3,908m	46
	6/11/23	27/11/23	21				Banco Macro	33	1,721,034		756.866	1,057.915		301.048	40	4,426m	33,608
							BBVA Banco Francés	33	2,483,908		524.412	701.666		177.254	34	4,866m	15,674
							Banco de Valores	33	23,541,887		55.331	71.270		15.940	29	5,241m	8,045
	4/12/23	12/08/24	252				Banco Macro	33	1,735,847		1,006.505	1,181.864		175.359	17	5,546m	26
							BBVA Banco Francés	33	2,612,365		668.796	712.126		43.330	6	5,659m	10
							Banco de Valores	33	25,523,656		68.452	60.332		-8.120	-12	5,452m	-17
short	12/02/24	4/03/24	21				Umweltbank	50	2,288,645		1,191.045	983.806	1,441.938	250.893	21	6,026m	2,673
							Heartland	50	24,380,464		111.806	109.196	114.478	2.672	2	6,091m	51
	17/06/24	12/08/24	56				Heartland	50	32,884,791		92.613	103.952	81.274	-11.339	-12	5,718m	-57
							KakaoBank	50	1254,017,241		2.429	2.553	2.304	-0.124	-5	5,562m	-29
accum	15/05/06	12/08/24	7414	days out of 7568 invested (98%)										55,623,004		5,562m	92

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Piraeus Financial	short	20/09/10	6/02/12	504	72,044,046.36	19,612,131.00	264,649,701.55	192,605,655.19	267.34	50	133.67
	short	18/05/15	26/09/16	497	1,921,798.59	5,030.36	734,203,406.10	732,281,607.50	38,103.97		19,051.99	44,652.86
Eurobank Ergasias	short	18/03/13	23/09/13	189	33,636.60	8,065.24	140,283.65	106,647.05	317.06		158.53
	short	7/10/13	28/10/13	21	6,831.71	9,292.99	4,370.43	-2,461.28	-36.03		-18.01
	short	4/11/13	18/11/13	14	8,664.11	7,831.45	9,585.30	921.19	10.63		5.32
	short	9/12/13	13/04/15	490	7,804.78	1,409.37	43,221.19	35,416.41	453.78		226.89	629.70
Alpha Services	long	13/08/12	10/06/13	301	6,060.60	3,159.52		-2,901.08	-47.87	33	-15.96
	short	18/05/15	26/09/16	497	2,063.38	172.76	24,644.35	22,580.97	1,094.37	50	547.18	443.92
Shinsei Bank	short	5/03/07	20/04/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	2/11/09	6/09/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	21/03/22	9/05/22	49	22.82	23.01		0.19	0.83	33	0.28	288.45
Bankia	short	12/11/12	7/01/13	56	5,041.18	2,971.96	8,551.11	3,509.92	69.63	50	34.81
	short	18/03/13	23/09/13	189	1,628.01	429.97	6,164.20	4,536.19	278.63		139.32	222.63
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	62.15	15.85	243.70	181.55	292.11		146.06	146.06
Yes Bank	long	23/07/18	13/08/18	21	62.55	58.60		-3.96	-6.32	33	-2.11
	short	6/05/19	11/11/19	189	26.53	11.11	63.32	36.79	138.69	50	69.34
	short	9/12/19	23/12/19	14	8.60	7.61	9.72	1.12	12.98		6.49
	short	20/01/20	22/06/20	154	6.81	3.91	11.83	5.03	73.89		36.94
	short	27/07/20	24/08/20	28	1.73	2.11	1.35	-0.38	-22.01		-11.00
	short	31/08/20	23/11/20	84	2.07	2.04	2.11	0.03	1.61		0.80
	long	12/09/22	19/09/22	7	3.15	2.94		-0.21	-6.66	33	-2.22	112.07
National Bank Greece	short	20/09/10	6/02/12	504	1,383,952.21	429,109.80	4,463,481.63	3,079,529.42	222.52	50	111.26	111.26
Credit Suisse	short	7/06/21	11/10/21	126	1,208.21	1,181.90	1,235.10	26.90	2.23		1.11
	short	12/12/22	26/12/22	14	453.93	405.77	507.80	53.88	11.87		5.93
	short	13/03/23	12/06/23	91	329.95	125.38	868.27	538.33	163.16		81.58	94.49
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Banco Macro	long	31/05/10	28/06/10	28	269.48	267.06		-2.43	-0.90	33	-0.30
	long	6/09/10	29/11/10	84	334.57	437.56		102.99	30.78		10.26
	long	6/12/10	16/05/11	161	455.88	290.57		-165.31	-36.26		-12.09
	long	9/09/13	6/10/14	392	324.77	611.59		286.82	88.31		29.44
	long	27/10/14	5/01/15	70	606.59	676.65		70.06	11.55		3.85
	long	16/05/16	4/07/16	49	674.06	750.57		76.51	11.35		3.78
	long	18/07/16	26/03/18	616	852.48	1,143.27		290.79	34.11		11.37
	long	11/02/19	17/06/19	126	630.71	712.41		81.70	12.95		4.32
	long	8/07/19	29/07/19	21	794.91	785.54		-9.36	-1.18		-0.39
	long	12/09/22	19/09/22	7	467.89	515.07		47.18	10.08		3.36
	long	24/10/22	27/03/23	154	425.95	450.15		24.20	5.68		1.89
	long	3/04/23	8/05/23	35	471.05	488.48		17.43	3.70		1.23
	long	10/07/23	30/10/23	112	726.49	634.95		-91.54	-12.60		-4.20
	long	6/11/23	27/11/23	21	756.87	1,057.91		301.05	39.78		13.26
	long	4/12/23	12/08/24	252	1,006.51	1,181.86		175.36	17.42		5.81	90.97
China Minsheng Bk	long	11/09/06	18/06/07	280	45.90	148.77		102.87	224.11		74.70
	long	19/12/11	26/12/11	7	73.57	72.38		-1.19	-1.62		-0.54
	short	7/06/21	11/10/21	126	79.94	69.97	91.33	11.39	14.25	50	7.13
	short	22/11/21	5/12/22	378	70.21	69.72	70.71	0.50	0.71		0.35	86.80
BBVA Banco Francés	long	6/09/10	29/11/10	84	239.13	331.87		92.74	38.78	33	12.93
	long	6/12/10	16/05/11	161	329.94	269.82		-60.12	-18.22		-6.07
	long	9/09/13	6/10/14	392	291.59	669.53		377.93	129.61		43.20
	long	27/10/14	5/01/15	70	634.51	726.87		92.37	14.56		4.85
	long	19/01/15	17/08/15	210	809.49	1,067.88		258.39	31.92		10.64
	long	11/02/19	17/06/19	126	469.03	349.97		-119.06	-25.38		-8.46
	long	6/07/20	28/09/20	84	236.98	172.45		-64.54	-27.23		-9.08
	long	9/11/20	7/03/22	483	203.94	210.17		6.23	3.05		1.02
	long	12/09/22	19/09/22	7	315.84	336.81		20.97	6.64		2.21
	long	24/10/22	27/03/23	154	294.77	341.88		47.12	15.98		5.33
	long	3/04/23	8/05/23	35	348.81	383.37		34.56	9.91		3.30
	long	10/07/23	30/10/23	112	545.30	460.52		-84.77	-15.55		-5.18
	long	6/11/23	27/11/23	21	524.41	701.67		177.25	33.80		11.27
	long	4/12/23	12/08/24	252	668.80	712.13		43.33	6.48		2.16	77.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Sberbank	long	11/09/06	18/06/07	280	1,194.49	2,260.89		1,066.40	89.28		29.76
	long	21/12/15	11/01/16	21	708.25	581.88		-126.37	-17.84		-5.95
	long	16/05/16	4/07/16	49	851.26	909.85		58.59	6.88		2.29
	long	18/07/16	26/03/18	616	977.52	1,964.44		986.91	100.96		33.65
	long	8/07/19	29/07/19	21	1,694.62	1,626.07		-68.55	-4.04		-1.35
	long	16/09/19	7/10/19	21	1,606.11	1,504.77		-101.34	-6.31		-2.10	61.14
KBC	long	1/03/10	3/05/10	63	4,075.75	4,391.98		316.23	7.76		2.59
	long	31/05/10	28/06/10	28	3,562.83	3,615.72		52.89	1.48		0.49
	long	13/08/12	10/06/13	301	1,760.94	3,979.06		2,218.12	125.96		41.99	46.38
VTB Bank	long	1/03/10	3/05/10	63	417.03	454.24		37.20	8.92		2.97
	long	31/05/10	28/06/10	28	436.90	447.00		10.10	2.31		0.77
	short	5/02/18	11/03/19	399	206.30	131.62	323.35	117.05	56.74	50	28.37	33.21
Bank of Ireland	long	15/07/13	2/09/13	49	661.27	891.14		229.88	34.76	33	11.59
	long	9/09/13	6/10/14	392	934.86	1,271.70		336.84	36.03		12.01
	long	24/10/22	27/03/23	154	1,080.63	1,279.80		199.17	18.43		6.14	32.67
Regional	long	13/08/12	10/06/13	301	278.12	553.92		275.80	99.16		33.05
	long	16/05/16	4/07/16	49	616.02	585.27		-30.75	-4.99		-1.66	30.84
Banif	short	7/10/13	28/10/13	21	1.31	1.08	1.60	0.29	21.94	50	10.97
	short	4/11/13	18/11/13	14	1.07	1.08	1.05	-0.01	-1.30		-0.65
	short	9/12/13	13/04/15	490	1.28	0.95	1.71	0.44	34.11		17.06	29.05
Banco Popular	short	12/11/12	7/01/13	56	515.36	403.24	658.65	143.30	27.81		13.90
	short	17/10/16	31/10/16	14	118.85	115.07	122.74	3.90	3.28		1.64
	short	14/11/16	28/11/16	14	115.07	100.30	132.03	16.95	14.73		7.37
	short	5/12/16	12/12/16	7	116.44	123.92	108.95	-7.49	-6.43		-3.21	20.30
Gentera	short	13/03/17	17/07/17	126	158.61	179.82	137.39	-21.22	-13.38		-6.69
	short	24/07/17	29/01/18	189	173.74	97.20	310.56	136.82	78.75		39.37
	short	5/02/18	11/03/19	399	95.99	91.64	100.54	4.56	4.75		2.37
	short	31/08/20	23/11/20	84	34.67	41.61	27.72	-6.94	-20.03		-10.02	19.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Bank of East Asia	long	11/09/06	18/06/07	280	500.54	659.91		159.37	31.84	33	10.61
	short	22/11/21	5/12/22	378	177.94	165.15	191.71	13.77	7.74	50	3.87	14.89
Resona	short	2/11/09	6/09/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Industrial Bank	long	30/03/09	25/01/10	301	121.34	168.81		47.47	39.12	33	13.04	13.04
Aareal Bank	long	1/03/10	3/05/10	63	1,701.34	1,847.27		145.92	8.58		2.86
	long	6/12/10	16/05/11	161	2,182.27	2,651.43		469.16	21.50		7.17	10.23
Umweltbank	long	21/12/15	11/01/16	21	2,143.02	2,115.23		-27.78	-1.30		-0.43
	short	12/02/24	4/03/24	21	1,191.04	983.81	1,441.94	250.89	21.06	50	10.53	10.05
Bank of Bejing	long	30/03/09	25/01/10	301	82.32	105.01		22.68	27.56	33	9.19
	short	24/07/17	29/01/18	189	131.23	131.07	131.39	0.16	0.12	50	0.06	9.25
Unicredit	short	9/04/12	3/09/12	147	1,628.51	1,580.51	1,677.98	49.46	3.04		1.52
	long	3/04/23	8/05/23	35	2,585.25	2,820.52		235.27	9.10	33	3.03
	long	10/07/23	30/10/23	112	3,311.03	3,714.87		403.84	12.20		4.07	8.85
Indiabulls HF	short	9/12/19	23/12/19	14	39.60	45.38	33.82	-5.78	-14.59	50	-7.29
	short	20/01/20	22/06/20	154	45.88	34.16	61.63	15.75	34.32		17.16	8.61
Axis Bank	long	19/05/08	26/05/08	7	44.07	36.90		-7.17	-16.26	33	-5.42
	long	27/10/14	5/01/15	70	74.97	97.27		22.30	29.74		9.91
	long	18/07/16	26/03/18	616	90.11	82.54		-7.57	-8.40		-2.80
	long	11/02/19	17/06/19	126	106.29	120.80		14.50	13.65		4.55	5.64
Banco de Valores	long	6/11/23	27/11/23	21	55.33	71.27		15.94	28.81		9.60
	long	4/12/23	12/08/24	252	68.45	60.33		-8.12	-11.86		-3.95	5.27
IndusInd Bank	long	9/11/20	7/03/22	483	110.27	125.20		14.93	13.54		4.51	4.51
Hua Xia Bank	long	25/06/07	30/07/07	35	104.70	109.82		5.11	4.88		1.63
	long	8/10/07	15/10/07	7	164.73	187.95		23.22	14.10		4.70
	long	29/10/07	5/11/07	7	164.67	155.42		-9.25	-5.62		-1.87	4.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Cdn Imp Bk Comm	short	12/12/22	26/12/22	14	5,801.97	5,353.77	6,287.70	485.73	8.37	50	4.19	4.19
Lloyds Bank	long	15/07/13	2/09/13	49	104.09	114.64		10.55	10.13	33	3.38	3.38
Woori Financial	long	21/03/22	9/05/22	49	1.43	1.57		0.14	9.74		3.25	3.25
Bank of Comm	long	19/01/15	17/08/15	210	122.80	130.74		7.94	6.46		2.15	2.15
China Everbright Bk	long	19/01/15	17/08/15	210	82.50	86.97		4.47	5.41		1.80	1.80
Banco del Bajio	long	21/03/22	9/05/22	49	301.52	317.75		16.23	5.38		1.79	1.79
China Merchants Bank	long	25/06/07	30/07/07	35	311.95	354.70		42.76	13.71		4.57
	long	8/10/07	15/10/07	7	490.46	495.40		4.93	1.01		0.34
	long	29/10/07	5/11/07	7	522.29	498.09		-24.20	-4.63		-1.54
	long	3/12/07	17/12/07	14	459.53	429.18		-30.35	-6.61		-2.20	1.03
HDFC Bank	long	12/10/20	2/11/20	21	174.15	171.00		-3.15	-1.81		-0.60
	long	9/11/20	7/03/22	483	190.62	198.78		8.15	4.28		1.43	0.81
Hang Seng Bank	long	19/05/08	26/05/08	7	1,930.71	1,933.39		2.68	0.14		0.05	0.05
UBI Banca	long	12/10/20	19/10/20	7	446.81	446.13		-0.68	-0.15		-0.05	-0.05
Banco Sabadell	long	19/12/11	26/12/11	7	255.83	253.68		-2.15	-0.84		-0.28	-0.28
State Bank of India	long	3/12/07	17/12/07	14	68.39	65.20		-3.19	-4.66		-1.55
	long	6/09/10	29/11/10	84	54.00	56.07		2.07	3.82		1.27	-0.30
Fukuoka	long	24/09/18	8/10/18	14	32.65	32.30		-0.35	-1.07		-0.36	-0.36
Banca Generali	long	8/07/19	29/07/19	21	3,216.12	3,231.54		15.42	0.48		0.16
	long	16/09/19	7/10/19	21	3,371.52	3,301.08		-70.44	-2.09		-0.70	-0.54
American Express	long	24/09/18	8/10/18	14	12,360.90	12,066.43		-294.47	-2.38		-0.79	-0.79
HDFC	long	19/05/08	26/05/08	7	131.37	125.02		-6.35	-4.83		-1.61	-1.61
FBD	long	15/07/13	2/09/13	49	1,996.76	1,890.54		-106.22	-5.32		-1.77	-1.77
Kotak Mahindra Bank	long	23/07/18	13/08/18	21	216.34	203.47		-12.87	-5.95		-1.98
	long	14/10/19	2/03/20	140	241.24	237.31		-3.93	-1.63		-0.54	-2.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
KakaoBank	short	17/06/24	12/08/24	56	2.43	2.55	2.30	-0.12	-5.12	50	-2.56	-2.56
Shanghai Pudong	long	25/06/07	30/07/07	35	260.12	271.87		11.76	4.52	33	1.51
	long	8/10/07	15/10/07	7	362.98	357.26		-5.72	-1.58		-0.53
	long	29/10/07	5/11/07	7	374.22	357.26		-16.96	-4.53		-1.51
	long	3/12/07	17/12/07	14	341.04	302.10		-38.94	-11.42		-3.81
	long	30/03/09	25/01/10	301	173.20	207.26		34.06	19.67		6.56
	long	21/12/15	11/01/16	21	357.97	305.75		-52.23	-14.59		-4.86	-3.02
Triodos Groenfonds	short	15/05/06	4/09/06	112	8,008.11	8,552.07	7,464.15	-543.96	-6.79	50	-3.40	-3.40
Unipol	long	16/09/19	7/10/19	21	568.14	560.41		-7.73	-1.36	33	-0.45
	long	14/10/19	2/03/20	140	584.89	522.33		-62.56	-10.70		-3.57	-4.00
Heartland	short	12/02/24	4/03/24	21	111.81	109.20	114.48	2.67	2.39	50	1.19
	short	17/06/24	12/08/24	56	92.61	103.95	81.27	-11.34	-12.24		-6.12	-5.00
Deutsche Bank	long	6/07/20	28/09/20	84	1,070.43	894.70		-175.72	-16.42	33	-5.47	-5.47
Banco Popolare	short	5/12/16	12/12/16	7	245.09	273.29	216.89	-28.20	-11.51	50	-5.75	-5.75
Mediobanca	long	14/10/19	2/03/20	140	1,207.92	952.13		-255.79	-21.18	33	-7.06	-7.06
Aozora Bank	long	19/12/11	26/12/11	7	20.50	20.80		0.30	1.46		0.49
	long	2/01/12	21/05/12	140	21.80	17.40		-4.40	-20.18		-6.73
	short	6/05/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61	50	-2.31	-8.44
Swedbank	short	15/05/06	4/09/06	112	2,870.34	3,355.23	2,385.46	-484.89	-16.89		-8.45	-8.45
FinecoBank	long	23/07/18	13/08/18	21	1,326.35	1,268.23		-58.12	-4.38	33	-1.46
	long	24/09/18	8/10/18	14	1,548.06	1,390.80		-157.25	-10.16		-3.39
	long	6/07/20	28/09/20	84	1,571.98	1,440.73		-131.25	-8.35		-2.78
	long	12/10/20	2/11/20	21	1,531.24	1,465.36		-65.88	-4.30		-1.43	-8.77
Banca Pop Mil	short	9/04/12	3/09/12	147	31.21	36.76	25.67	-5.55	-17.77	50	-8.89	-8.89
U.S. Bancorp	long	2/01/12	21/05/12	140	2,120.59	2,428.11		307.52	14.50	33	4.83
	short	13/03/23	29/01/24	322	4,863.68	6,338.76	3,388.59	-1,475.09	-30.33	50	-15.16	-11.06
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Bankinter	long	2/01/12	21/05/12	140	309.98	195.34		-114.64	-36.98	33	-12.33	-12.33
Banco Comercial	short	17/10/16	31/10/16	14	23.01	24.05	21.98	-1.04	-4.50	50	-2.25
	short	14/11/16	28/11/16	14	24.05	25.16	22.94	-1.11	-4.62		-2.31
	short	13/03/17	17/07/17	126	19.58	31.56	7.59	-11.98	-61.21		-30.61	-33.74
Multitude	short	27/07/20	24/08/20	28	354.15	669.76	38.54	-315.61	-89.12		-44.56	-44.56