RS Chart
Assessment - Banks in Japanese yen - 6/01/20 - RS = 13
 ⇐ 
  instrument freshest Δday 6/01/20 Δwk 3/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart add note SOM Banks 16,481.592  Fri 3.59 14,959.315 10.18 18,337.376 -3,378.062 -18.42   -16.40 
real-time RS chart chart L add note BBVA Banco Francés 251.270  Fri 3.79 208.712 20.39 200.922 7.790 3.88   2.10 
real-time RS chart chart add note Umweltbank 1,454.477  Fri 0.41 1,448.491 0.41 1,355.535 92.956 6.86   12.17 
real-time RS chart chart add note Deutsche Bank 1,042.554  Fri 4.70 901.536 15.64 911.763 -10.227 -1.12   12.11 
real-time RS chart chart add note FinecoBank 1,349.132  Fri 2.22 1,264.138 6.72 1,100.092 164.046 14.91   8.08 
real-time RS chart chart L add note China Constr Bk HK 88.691  Fri 0.79 87.303 1.59 89.341 -2.038 -2.28   1.27 
real-time RS chart chart add note Banco Macro 400.104  Fri 1.73 333.799 19.86 423.861 -90.062 -21.25   -14.77 
real-time RS chart chart add note Nordea Bank 817.021  Fri 1.84 744.357 9.76 865.615 -121.258 -14.01   0.39 
real-time RS chart chart add note UBI Banca 355.898  Fri 5.35 311.605 14.21 423.529 -111.924 -26.43   0.10 
real-time RS chart chart add note S.E.B 1,001.167  Fri 1.51 961.029 4.18 1,048.555 -87.527 -8.35   2.29 
real-time RS chart chart add note China Merchants Bank 532.091  Fri 0.26 525.750 1.21 539.005 -13.255 -2.46   -3.21 
real-time RS chart chart add note Triodos Groenfonds 6,959.939  Wed 0.28 6,933.603 0.38 7,212.651 -279.048 -3.87   -1.53 
real-time RS chart chart add note Svenska Handelsbank 1,072.958  Fri 0.60 1,028.920 4.28 1,104.578 -75.658 -6.85   0.55 
real-time RS chart chart add note National Bank CA 5,183.936  Fri 1.53 4,847.676 6.94 5,655.758 -808.082 -14.29   -3.73 
real-time RS chart chart add note Nordea Bank 810.108  Fri 1.25 743.134 9.01 863.590 -120.455 -13.95   0.19 
real-time RS chart chart L add note China Everbright Bk 58.131  Fri 57.980 0.26 59.872 -1.892 -3.16   -4.46 
real-time RS chart chart L add note Agricultural Bank 51.639  Fri 0.29 51.639 53.668 -2.029 -3.78   -4.81 
real-time RS chart chart add note Fukuoka 1,847.000  Fri 3.07 1,763.000 4.76 1,666.000 97.000 5.82   -3.67 
real-time RS chart chart L add note Bank of China 52.847  Fri 52.394 0.86 55.839 -3.446 -6.17   -5.53 
real-time RS chart chart L add note China Minsheng Bk 86.971  Fri 0.35 86.971 90.118 -3.148 -3.49   -5.77 
real-time RS chart chart add note Banca Generali 3,145.979  Fri 2.34 2,947.260 6.74 3,277.382 -330.122 -10.07   -4.35 
real-time RS chart chart add note UBS 1,269.295  Fri 3.04 1,152.887 10.10 1,185.949 -33.062 -2.79   -4.16 
real-time RS chart chart add note ICBC 72.591  Fri 1.16 70.786 2.55 74.914 -4.127 -5.51   -5.38 
real-time RS chart chart L add note Bank of Comm 77.911  Fri 77.760 0.19 82.053 -4.293 -5.23   -8.15 
real-time RS chart chart add note Shanghai Pudong 161.107  Fri 0.28 160.805 0.19 171.241 -10.436 -6.09   -8.27 
  instrument freshest Δday 6/01/20 Δwk 3/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart add note Ind and Comm Bk 78.666  Fri 0.58 77.911 0.97 83.139 -5.227 -6.29   -8.48 
real-time RS chart chart add note Shizuoka Bank 722.000  Fri 0.56 692.000 4.34 680.000 12.000 1.76   -7.18 
real-time RS chart chart add note Swedbank 1,499.572  Fri 2.01 1,382.597 8.46 1,668.775 -286.178 -17.15   -4.85 
real-time RS chart chart add note Chiba Bank 525.000  Fri 2.74 503.000 4.37 536.000 -33.000 -6.16   -7.41 
real-time RS chart chart add note Bank of China 41.223  Fri 1.71 39.973 3.13 43.145 -3.171 -7.35   -7.25 
real-time RS chart chart add note Royal Bank CA 7,658.807  Fri 1.99 7,219.691 6.08 8,272.952 -1,053.261 -12.73   -9.35 
real-time RS chart chart add note Bank of Bejing 74.287  Fri 0.20 74.438 -0.20 80.812 -6.373 -7.89   -9.82 
real-time RS chart chart L add note Bank of Communicats 69.121  Fri 1.84 66.900 3.32 70.335 -3.436 -4.88   -8.00 
real-time RS chart chart add note Cdn Imp Bk Comm 7,745.839  Fri 2.37 7,178.549 7.90 8,365.961 -1,187.412 -14.19   -10.16 
real-time RS chart chart add note Resona 388.600  Fri 2.05 380.100 2.24 405.300 -25.200 -6.22   -8.94 
real-time RS chart chart add note Industrial Bank 244.756  Fri -0.25 245.662 -0.37 272.837 -27.175 -9.96   -10.78 
real-time RS chart chart add note DNB 1,601.444  Fri 2.94 1,476.881 8.43 1,839.262 -362.382 -19.70   -12.15 
real-time RS chart chart L add note Bank of Shanghai 122.454  Fri 122.604 -0.12 135.566 -12.961 -9.56   -12.36 
real-time RS chart chart add note BNY Mellon 4,548.767  Fri 4.60 4,054.102 12.20 4,420.101 -365.999 -8.28   -11.35 
real-time RS chart chart add note Shinsei Bank 1,490.000  Fri 3.33 1,375.000 8.36 1,455.000 -80.000 -5.50   -11.01 
real-time RS chart chart add note Danske Bank 1,456.937  Thu -0.13 1,332.341 9.35 1,695.424 -363.083 -21.42   -10.87 
real-time RS chart chart add note HDFC Bank 1,471.015  Fri 3.16 1,405.959 4.63 1,750.674 -344.716 -19.69   -15.54 
real-time RS chart chart add note Jyske Bank 3,217.657  Thu 1.78 2,976.814 8.09 3,768.146 -791.332 -21.00   -11.91 
real-time RS chart chart add note Bank of America 3,022.833  Fri 4.97 2,646.458 14.22 3,169.394 -522.936 -16.50   -12.89 
real-time RS chart chart add note JP Morgan Chase 11,961.215  Fri 4.50 10,603.037 12.81 13,113.542 -2,510.505 -19.14   -12.91 
real-time RS chart chart add note American Express 11,799.911  Fri 2.99 10,404.095 13.42 12,288.010 -1,883.915 -15.33   -13.42 
real-time RS chart chart add note Toronto-Dominion 5,143.585  Fri 4.23 4,751.150 8.26 5,621.790 -870.640 -15.49   -14.97 
real-time RS chart chart add note Raiffeisen Bank Int 2,227.803  Fri 5.38 1,980.003 12.52 2,208.618 -228.615 -10.35   -13.80 
real-time RS chart chart add note Woori Financial 883.647  Fri 0.50 801.877 10.20 861.760 -59.883 -6.95   -16.52 
real-time RS chart chart add note KB Financial 3,345.549  Fri 2.84 3,042.208 9.97 3,486.994 -444.786 -12.76   -16.58 
  instrument freshest Δday 6/01/20 Δwk 3/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart add note KBC 6,361.389  Fri 2.47 5,803.541 9.61 7,227.110 -1,423.569 -19.70   -14.30 
real-time RS chart chart add note Commonwealth Bank 5,015.250  Fri 1.58 4,662.803 7.56 5,673.887 -1,011.083 -17.82   -13.86 
real-time RS chart chart add note HDFC 2,514.825  Fri 0.13 2,473.685 1.66 3,234.874 -761.189 -23.53   -19.17 
real-time RS chart chart add note Bank of China (HK) 340.051  Fri 3.38 311.598 9.13 370.406 -58.808 -15.88   -15.12 
real-time RS chart chart add note Kotak Mahindra Bank 1,904.411  Fri 0.25 1,777.147 7.16 2,373.117 -595.970 -25.11   -19.59 
real-time RS chart chart add note Sumitomo Mitsui Trst 3,270.000  Fri 1.52 3,107.000 5.25 3,679.000 -572.000 -15.55   -15.65 
real-time RS chart chart add note BNP Paribas 4,682.457  Fri 8.59 4,008.489 16.81 5,235.980 -1,227.491 -23.44   -15.82 
real-time RS chart chart add note Bank Nova Scotia 4,789.919  Fri 2.52 4,444.956 7.76 5,707.520 -1,262.564 -22.12   -17.42 
real-time RS chart chart add note Sberbank 1,358.709  Fri 2.76 1,227.028 10.73 1,531.453 -304.426 -19.88   -16.01 
real-time RS chart chart add note OCBC 721.223  Fri 1.51 660.866 9.13 822.147 -161.281 -19.62   -18.11 
real-time RS chart chart add note DBS Bank 1,702.208  Fri 1.32 1,502.038 13.33 1,868.870 -366.832 -19.63   -18.18 
real-time RS chart chart add note United Overseas Bank 1,680.816  Fri 1.71 1,511.206 11.22 1,883.634 -372.428 -19.77   -19.54 
real-time RS chart chart add note Intesa Sanpaolo 212.222  Fri 4.66 189.142 12.20 257.431 -68.289 -26.53   -17.97 
real-time RS chart chart add note VTB Bank 111.330  Fri 0.81 105.943 5.08 142.542 -36.599 -25.68   -18.57 
real-time RS chart chart add note Credit Agricole 1,088.882  Fri 6.34 959.595 13.47 1,261.551 -301.956 -23.94   -18.92 
real-time RS chart chart add note Credit Suisse 1,142.814  Fri 5.26 981.409 16.45 1,206.815 -225.405 -18.68   -18.24 
real-time RS chart chart add note ANZ Banking NZ 1,435.923  Fri 1.43 1,324.427 8.42 1,735.087 -410.659 -23.67   -20.34 
real-time RS chart chart add note ICICI Bank 508.488  Fri 2.69 482.936 5.29 751.116 -268.180 -35.70   -23.37 
real-time RS chart chart add note IBK 855.511  Fri 1.99 745.605 14.74 856.311 -110.707 -12.93   -22.38 
real-time RS chart chart add note Mediobanca 850.899  Fri 4.65 755.131 12.68 952.128 -196.997 -20.69   -20.18 
real-time RS chart chart add note Bank of East Asia 257.051  Fri 6.19 203.476 26.33 231.122 -27.646 -11.96   -20.40 
real-time RS chart chart add note Citigroup 6,326.335  Fri 5.71 5,317.649 18.97 7,293.814 -1,976.166 -27.09   -21.06 
real-time RS chart chart add note Heartland 90.548  Fri 0.75 80.412 12.61 108.021 -27.609 -25.56   -21.81 
real-time RS chart chart add note Aozora Bank 2,043.000  Fri 1.64 1,976.000 3.39 2,726.000 -750.000 -27.51   -20.94 
real-time RS chart chart add note Unicredit 1,067.693  Fri 4.74 946.427 12.81 1,329.027 -382.600 -28.79   -20.96 
  instrument freshest Δday 6/01/20 Δwk 3/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart add note ANZ Banking AU 1,442.623  Fri 2.92 1,317.114 9.53 1,716.197 -399.083 -23.25   -20.59 
real-time RS chart chart add note Bank Montreal 6,018.651  Fri 2.59 5,466.394 10.10 7,448.811 -1,982.417 -26.61   -23.28 
real-time RS chart chart add note Suncorp-Metway 726.784  Fri 4.08 670.597 8.38 791.115 -120.518 -15.23   -21.54 
real-time RS chart chart add note National Australia B 1,421.462  Fri 2.96 1,309.817 8.52 1,725.364 -415.546 -24.08   -21.64 
real-time RS chart chart add note Hang Seng Bank 1,870.976  Fri 8.45 1,693.317 10.49 2,246.018 -552.701 -24.61   -23.66 
real-time RS chart chart add note U.S. Bancorp 4,556.295  Fri 5.74 3,945.491 15.48 5,197.072 -1,251.581 -24.08   -24.09 
real-time RS chart chart add note Westpac Banking 1,371.112  Fri 3.36 1,266.765 8.24 1,635.112 -368.347 -22.53   -23.49 
real-time RS chart chart add note Bankinter 544.082  Fri 7.96 466.031 16.75 634.511 -168.480 -26.55   -24.76 
real-time RS chart chart add note Unipol 444.124  Fri 4.45 380.199 16.81 522.333 -142.134 -27.21   -24.88 
real-time RS chart chart add note Aareal Bank 2,341.528  Fri 1.72 2,059.012 13.72 3,023.144 -964.132 -31.89   -25.22 
real-time RS chart chart add note Banco BPM 170.048  Fri 6.76 146.705 15.91 223.874 -77.170 -34.47   -25.92 
real-time RS chart chart add note Commerzbank 529.956  Fri 11.43 419.105 26.45 602.460 -183.355 -30.43   -26.95 
real-time RS chart chart add note Erste Group Bank 2,972.399  Fri 8.33 2,366.068 25.63 3,660.547 -1,294.479 -35.36   -27.89 
real-time RS chart chart add note Banco del Bajio 110.162  Fri 7.26 97.781 12.66 169.156 -71.375 -42.19   -34.64 
real-time RS chart chart add note Banco Bilbao Viz 422.217  Fri 9.81 342.490 23.28 516.429 -173.938 -33.68   -30.17 
real-time RS chart chart S add note HSBC 56,715.818  Fri 5.90 51,010.042 11.19 71,742.610 -20,732.568 -28.90   -31.93 
real-time RS chart chart add note Standard Chartered 62,287.498  Fri 7.77 53,678.548 16.04 75,922.193 -22,243.645 -29.30   -32.84 
real-time RS chart chart S add note HSBC 562.126  Fri 4.25 507.995 10.66 732.488 -224.493 -30.65   -32.27 
real-time RS chart chart S add note Regional 365.532  Fri 13.38 284.275 28.58 596.592 -312.317 -52.35   -37.09 
real-time RS chart chart add note Banco Santander MX 88.032  Fri 5.68 72.775 20.96 142.313 -69.538 -48.86   -37.08 
real-time RS chart chart S add note BPER Banca 303.824  Fri 9.73 263.362 15.36 410.275 -146.913 -35.81   -34.01 
real-time RS chart chart add note Banco Santander 302.507  Fri 11.35 248.099 21.93 392.201 -144.102 -36.74   -34.10 
real-time RS chart chart add note Axis Bank 576.961  Fri 2.78 565.074 2.10 1,015.439 -450.365 -44.35   -37.35 
real-time RS chart chart add note Wells Fargo 2,913.147  Mon 2.34 2,913.147 4,560.387 -1,647.241 -36.12   -34.98 
real-time RS chart chart add note RBS 18,418.058  Fri 8.41 15,467.950 19.07 23,794.655 -8,326.705 -34.99   -35.95 
  instrument freshest Δday 6/01/20 Δwk 3/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart add note Lloyds Bank 4,766.435  Fri 4.90 4,138.196 15.18 6,833.549 -2,695.353 -39.44   -36.23 
real-time RS chart chart add note Societe Generale 2,016.874  Fri 10.36 1,654.392 21.91 3,014.710 -1,360.318 -45.12   -35.76 
real-time RS chart chart S add note State Bank of India 267.341  Fri 7.90 242.073 10.44 426.538 -184.465 -43.25   -39.16 
real-time RS chart chart add note ABN AMRO 1,077.869  Fri 8.43 921.288 17.00 1,494.101 -572.813 -38.34   -39.18 
real-time RS chart chart add note Banco Comercial 13.994  Fri 2.10 11.995 16.67 19.231 -7.236 -37.63   -39.35 
real-time RS chart chart L add note Yes Bank 41.069  Fri 3.22 38.649 6.26 46.824 -8.175 -17.46   -42.73 
real-time RS chart chart S add note Gentera 53.716  Fri 10.87 43.675 22.99 105.043 -61.368 -58.42   -44.62 
real-time RS chart chart S add note Bankia 116.119  Fri 7.51 100.844 15.15 166.219 -65.375 -39.33   -43.03 
real-time RS chart chart add note Indiabulls HF 185.416  Fri 1.96 182.142 1.80 422.085 -239.943 -56.85   -47.38 
real-time RS chart chart add note Bank of Ireland 225.653  Fri 8.33 199.916 12.87 395.214 -195.298 -49.42   -45.98 
real-time RS chart chart S add note Ferratum 598.550  Fri -1.19 478.840 25.00 1,216.969 -738.129 -60.65   -48.37 
real-time RS chart chart add note IndusInd Bank 601.232  Fri 1.76 583.794 2.99 1,601.742 -1,017.949 -63.55   -56.21 
real-time RS chart chart S add note Banco Sabadell 43.167  Fri 12.06 34.309 25.82 93.887 -59.578 -63.46   -58.28 
 Banks - 112 out of 112 instruments rated - 6/01/20 / 3/02/20 - 5 did rise, Market-Ratio(13) in JPY = 4.46 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/04/16 scale up chart 6/01/20
 


Transactions Banks in Japanese yen * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 5/15/06 133    - cash -
short 5/15/06   9/04/06 112  RT RS QC  Triodos Groenfonds 50  0   8,008.112  8,552.070 7,464.154  -543.958 -7  10,000 0  
          RT RS QC  Swedbank 50  3   2,870.345  3,355.234 2,385.455  -484.889 -17  8,545 -45  
100 -17 -45 
long 9/04/06   3/05/07 182  RT RS QC  Intesa Sanpaolo 50  5   730.007  777.134    47.127 6  8,781 13  
          RT RS QC  Sberbank 50  4   1,187.370  2,109.937    922.567 78  12,471 217  
100 47 116 
short 3/05/07   4/20/09 777  RT RS QC  Shinsei Bank 50  102   60.800  13.500 273.825  213.025 350  34,200 103  
          RT RS QC  Sumitomo Mitsui Trst 50  50   124.300  31.700 487.397  363.097 292  52,355 90  
100 321 96 
long 4/20/09  11/02/09 196  RT RS QC  Banco Popular 50  6   4,023.096  3,995.177    -27.920 -1  52,187 -1  
          RT RS QC  Shanghai Pudong 50  157   179.675  233.006    53.331 30  60,560 62  
100 16 31 
short 11/02/09   9/06/10 308  RT RS QC  Resona 50  2,945   10.280  8.140 12.983  2.703 26  68,519 32  
          RT RS QC  Shinsei Bank 50  2,566   11.800  6.500 21.422  9.622 82  93,208 103  
100 54 67 
long 9/06/10   9/20/10 14  RT RS QC  Banco Macro 50  139   334.567  401.151    66.584 20  102,463 11,252  
          RT RS QC  State Bank of India 50  864   54.002  58.122    4.120 8  106,023 580  
100 14 2,779 
short 9/20/10   2/06/12 504  RT RS QC  Piraeus Bank 50  0   4,366,305.840  1,188,614.000 16,039,375.852  11,673,070.012 267  106,023 0  
          RT RS QC  National Bank Greece 50  0   1,383,952.206  429,109.800 4,463,481.628  3,079,529.422 223  106,023 0  
100 0 -100 
long 2/06/12   4/09/12 63  RT RS QC  Bank of Ireland 50  120   438.176  336.735    -101.441 -23  93,850 -78  
          RT RS QC  Aozora Bank 50  2,557   20.900  21.400    0.500 2  95,128 15  
100 -10 -47 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/09/12   9/03/12 147  RT RS QC  Banca Pop Mil 50  1,523   31.215  36.763 25.667  -5.548 -18  86,679 -38  
          RT RS QC  Unicredit 50  29   1,628.515  1,580.508 1,677.979  49.465 3  88,113 8  
100 -7 -17 
long 9/03/12  11/12/12 70  RT RS QC  Regional 50  158   277.146  314.614    37.468 14  94,033 94  
          RT RS QC  Alpha Bank 50  6   6,603.520  7,881.900    1,278.380 19  101,703 152  
100 16 120 
short 11/12/12   1/07/13 56  RT RS QC  Banco Popular 50  98   515.355  403.235 658.650  143.295 28  115,746 395  
          RT RS QC  Bankia 50  10   5,041.182  2,971.957 8,551.106  3,509.923 70  150,845 3,032  
100 49 1,227 
long 1/07/13   3/18/13 70  RT RS QC  Banco BPI 50  641   117.629  137.661    20.031 17  163,686 127  
          RT RS QC  Shinsei Bank 50  4,191   18.000  22.800    4.800 27  183,802 243  
100 22 180 
short 3/18/13   9/23/13 189  RT RS QC  Bankia 50  56   1,628.011  429.970 6,164.205  4,536.193 279  437,829 1,208  
          RT RS QC  Eurobank Ergasias 50  2   33,636.600  8,065.237 140,283.647  106,647.047 317  651,123 1,477  
100 295 1,319 
long 9/23/13  10/07/13 14  RT RS QC  Banco Macro 50  914   356.018  362.792    6.774 2  657,315 63  
          RT RS QC  BBVA Banco Francés 50  951   342.159  341.990    -0.169 0  657,154 -1  
100 1 27 
short 10/07/13  10/28/13 21  RT RS QC  Banif 50  250,098   1.314  1.077 1.602  0.288 22  729,235 3,041  
          RT RS QC  Eurobank Ergasias 50  48   6,831.708  9,292.989 4,370.427  -2,461.281 -36  611,094 -100  
100 -7 -72 
long 10/28/13  11/04/13 7  RT RS QC  Banco Macro 50  745   409.627  392.461    -17.166 -4  598,305 -89  
          RT RS QC  BBVA Banco Francés 50  773   395.530  357.612    -37.918 -10  568,994 -99  
100 -7 -98 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 11/04/13  11/18/13 14  RT RS QC  Banif 50  266,794   1.066  1.080 1.053  -0.014 -1  565,299 -29  
          RT RS QC  Eurobank Ergasias 50  32   8,664.110  7,831.450 9,585.301  921.191 11  594,777 1,293  
100 5 222 
long 11/18/13  12/09/13 21  RT RS QC  Banco Macro 50  751   395.672  393.308    -2.364 -1  593,002 -10  
          RT RS QC  BBVA Banco Francés 50  763   389.841  360.257    -29.584 -8  570,429 -75  
100 -4 -52 
short 12/09/13   4/13/15 490  RT RS QC  Banif 50  223,321   1.277  0.952 1.713  0.436 34  667,720 24  
          RT RS QC  Eurobank Ergasias 50  36   7,804.775  1,409.367 43,221.186  35,416.411 454  1,942,711 258  
100 242 150 
long 4/13/15   5/18/15 35  RT RS QC  Industrial Bank 50  2,430   399.697  343.211    -56.486 -14  1,805,449 -80  
          RT RS QC  China Everbright Bk 50  9,243   105.092  98.033    -7.059 -7  1,740,199 -52  
100 -10 -68 
short 5/18/15   9/26/16 497  RT RS QC  Alpha Bank 50  421   2,063.385  172.760 24,644.351  22,580.966 1,094  11,246,786 518  
          RT RS QC  Piraeus Bank 50  7   116,472.642  304.871 44,497,176.127  44,380,703.485 38,104  322m 7,776  
100 19,013 4,636 
long 9/26/16  10/17/16 21  RT RS QC  Banco Macro 50  210,667   764.027  831.787    67.760 9  336m 338  
          RT RS QC  Sberbank 50  166,682   965.649  977.508    11.859 1  338m 24  
100 5 135 
short 10/17/16  10/31/16 14  RT RS QC  Banco Comercial 50  7,346,587   23.015  24.051 21.979  -1.036 -5  331m -70  
          RT RS QC  Banco Popular 50  1,422,695   118.846  115.073 122.743  3.897 3  336m 132  
100 -1 -15 
long 10/31/16  11/14/16 14  RT RS QC  Standard Chartered 50  184,088   912.861  912.861    0.000 0  336m 0  
          RT RS QC  Sberbank 50  168,990   994.418  994.418    0.000 0  336m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 11/14/16  11/28/16 14  RT RS QC  Banco Comercial 50  6,987,040   24.051  25.163 22.940  -1.111 -5  328m -71  
          RT RS QC  Banco Popular 50  1,460,354   115.073  100.297 132.025  16.952 15  353m 3,498  
100 5 262 
long 11/28/16  12/05/16 7  RT RS QC  Bank of America 50  78,315   2,254.260  2,526.368    272.108 12  374m 37,979  
          RT RS QC  Sberbank 50  162,253   1,088.065  1,174.761    86.696 8  388m 5,346  
100 10 14,432 
short 12/05/16  12/12/16 7  RT RS QC  Banco Popolare 50  792,477   245.093  273.294 216.892  -28.201 -12  366m -100  
          RT RS QC  Banco Popular 50  1,668,113   116.438  123.924 108.951  -7.487 -6  354m -97  
100 -9 -99 
long 12/12/16   3/13/17 91  RT RS QC  Bank of America 50  67,983   2,600.820  2,905.368    304.548 12  374m 56  
          RT RS QC  Sberbank 50  129,104   1,369.529  1,279.750    -89.780 -7  363m -24  
100 3 11 
short 3/13/17   7/17/17 126  RT RS QC  Gentera 50  1,143,509   158.607  179.825 137.390  -21.218 -13  338m -34  
          RT RS QC  Banco Comercial 50  9,265,073   19.576  31.558 7.593  -11.982 -61  227m -94  
100 -37 -74 
long 7/17/17   7/24/17 7  RT RS QC  Commerzbank 50  79,612   1,428.516  1,365.268    -63.248 -4  222m -91  
          RT RS QC  Montepio 50  880,215   129.207  129.348    0.141 0  223m 6  
100 -2 -68 
short 7/24/17   1/29/18 189  RT RS QC  Gentera 50  640,456   173.740  97.199 310.555  136.815 79  310m 207  
          RT RS QC  Bank of Bejing 50  847,924   131.230  131.067 131.394  0.163 0  310m 0  
100 39 90 
long 1/29/18   2/05/18 7  RT RS QC  BBVA Banco Francés 50  171,935   902.399  824.918    -77.481 -9  297m -99  
          RT RS QC  Banco Comercial 50  3,488,379   44.478  40.808    -3.669 -8  284m -99  
100 -8 -99 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 2/05/18   3/11/19 399  RT RS QC  Gentera 50  1,480,349   95.987  91.635 100.545  4.558 5  291m 4  
          RT RS QC  VTB Bank 50  688,785   206.296  131.616 323.350  117.054 57  372m 51  
100 31 28 
long 3/11/19   5/06/19 56  RT RS QC  Industrial Bank 50  577,817   321.520  316.822    -4.698 -1  369m -9  
          RT RS QC  Axis Bank 50  1,680,192   110.571  119.274    8.703 8  383m 64  
100 3 23 
short 5/06/19  11/11/19 189  RT RS QC  Aozora Bank 50  7,077,670   27.090  28.340 25.840  -1.250 -5  375m -9  
          RT RS QC  Yes Bank 50  7,227,271   26.529  11.115 63.322  36.793 139  641m 437  
100 67 169 
long 11/11/19  12/09/19 28  RT RS QC  Banca Generali 50  86,126   3,718.568  3,606.753    -111.815 -3  631m -33  
          RT RS QC  ICICI Bank 50  4,234,039   75.641  80.518    4.877 6  652m 126  
100 2 25 
short 12/09/19  12/23/19 14  RT RS QC  Indiabulls HF 50  8,226,378   39.601  45.379 33.824  -5.777 -15  604m -98  
          RT RS QC  Yes Bank 50  37,870,596   8.602  7.614 9.719  1.116 13  646m 2,308  
100 -1 -19 
long 12/23/19   1/20/20 28  RT RS QC  Banco Macro 50  675,753   478.208  503.878    25.669 5  664m 98  
          RT RS QC  ICICI Bank 50  3,892,795   83.013  79.240    -3.772 -5  649m -45  
100 0 6 
short 1/20/20   6/05/20 137  RT RS QC  Indiabulls HF 50  7,071,911   45.883  18.542 113.543  67.660 147  1,127m 1,018  
          RT RS QC  Yes Bank 50  47,678,625   6.806  4.107 11.278  4.472 66  1,341m 284  
100 107 591 
accum 5/15/06 6/05/205136 days out of 5269 invested (97%) 13,406,557 1,341m 131  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort  9/20/10  2/06/125044,366,305.841,188,614.0016,039,375.8511,673,070.01 267.3450133.67 
 short  5/18/15  9/26/16497116,472.64304.8744,497,176.1344,380,703.49 38,103.9719,051.9944,652.86 
 Eurobank Ergasiasshort  3/18/13  9/23/1318933,636.608,065.24140,283.65106,647.05 317.06158.53 
 short 10/07/13 10/28/13216,831.719,292.994,370.43-2,461.28 -36.03-18.01 
 short 11/04/13 11/18/13148,664.117,831.459,585.30921.19 10.635.32 
 short 12/09/13  4/13/154907,804.781,409.3743,221.1935,416.41 453.78226.89629.70 
 Alpha Banklong  9/03/12 11/12/12706,603.527,881.901,278.38 19.369.68 
 short  5/18/15  9/26/164972,063.38172.7624,644.3522,580.97 1,094.37547.18609.83 
 Shinsei Bankshort  3/05/07  4/20/0977760.8013.50273.83213.03 350.37175.19 
 short 11/02/09  9/06/1030811.806.5021.429.62 81.5440.77 
 long  1/07/13  3/18/137018.0022.804.80 26.6713.33339.03 
 Bankiashort 11/12/12  1/07/13565,041.182,971.968,551.113,509.92 69.6334.81 
 short  3/18/13  9/23/131891,628.01429.976,164.204,536.19 278.63139.32222.63 
 Sumitomo Mitsui Trstshort  3/05/07  4/20/09777124.3031.70487.40363.10 292.11146.06146.06 
 Yes Bankshort  5/06/19 11/11/1918926.5311.1163.3236.79 138.6969.34 
 short 12/09/19 12/23/19148.607.619.721.12 12.986.49 
 short  1/20/20  6/05/201376.814.1111.284.47 65.7132.86139.58 
 National Bank Greeceshort  9/20/10  2/06/125041,383,952.21429,109.804,463,481.633,079,529.42 222.52111.26111.26 
 Indiabulls HFshort 12/09/19 12/23/191439.6045.3833.82-5.78 -14.59-7.29 
 short  1/20/20  6/05/2013745.8818.54113.5467.66 147.4673.7361.06 
 Sberbanklong  9/04/06  3/05/071821,187.372,109.94922.57 77.7038.85 
 long  9/26/16 10/17/1621965.65977.5111.86 1.230.61 
 long 10/31/16 11/14/1614994.42994.420.00 0.000.00 
 long 11/28/16 12/05/1671,088.071,174.7686.70 7.973.98 
 long 12/12/16  3/13/17911,369.531,279.75-89.78 -6.56-3.2840.51 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Genterashort  3/13/17  7/17/17126158.61179.82137.39-21.22 -13.38-6.69 
 short  7/24/17  1/29/18189173.7497.20310.56136.82 78.7539.37 
 short  2/05/18  3/11/1939995.9991.64100.544.56 4.752.3733.14 
 Banifshort 10/07/13 10/28/13211.311.081.600.29 21.9410.97 
 short 11/04/13 11/18/13141.071.081.05-0.01 -1.30-0.65 
 short 12/09/13  4/13/154901.280.951.710.44 34.1117.0629.05 
 VTB Bankshort  2/05/18  3/11/19399206.30131.62323.35117.05 56.7428.3728.37 
 Banco Popularlong  4/20/09 11/02/091964,023.103,995.18-27.92 -0.69-0.35 
 short 11/12/12  1/07/1356515.36403.24658.65143.30 27.8113.90 
 short 10/17/16 10/31/1614118.85115.07122.743.90 3.281.64 
 short 11/14/16 11/28/1614115.07100.30132.0316.95 14.737.37 
 short 12/05/16 12/12/167116.44123.92108.95-7.49 -6.43-3.2119.88 
 Banco Macrolong  9/06/10  9/20/1014334.57401.1566.58 19.909.95 
 long  9/23/13 10/07/1314356.02362.796.77 1.900.95 
 long 10/28/13 11/04/137409.63392.46-17.17 -4.19-2.10 
 long 11/18/13 12/09/1321395.67393.31-2.36 -0.60-0.30 
 long  9/26/16 10/17/1621764.03831.7967.76 8.874.43 
 long 12/23/19  1/20/2028478.21503.8825.67 5.372.6816.19 
 Shanghai Pudonglong  4/20/09 11/02/09196179.67233.0153.33 29.6814.8414.84 
 Resonashort 11/02/09  9/06/1030810.288.1412.982.70 26.2913.1413.14 
 Bank of Americalong 11/28/16 12/05/1672,254.262,526.37272.11 12.076.04 
 long 12/12/16  3/13/17912,600.822,905.37304.55 11.715.8512.24 
 Banco BPIlong  1/07/13  3/18/1370117.63137.6620.03 17.038.518.51 
 Regionallong  9/03/12 11/12/1270277.15314.6137.47 13.526.766.76 
 Axis Banklong  3/11/19  5/06/1956110.57119.278.70 7.873.943.94 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 State Bank of Indialong  9/06/10  9/20/101454.0058.124.12 7.633.813.81 
 Intesa Sanpaololong  9/04/06  3/05/07182730.01777.1347.13 6.463.233.23 
 Unicreditshort  4/09/12  9/03/121471,628.511,580.511,677.9849.46 3.041.521.52 
 ICICI Banklong 11/11/19 12/09/192875.6480.524.88 6.453.22 
 long 12/23/19  1/20/202883.0179.24-3.77 -4.54-2.270.88 
 Bank of Bejingshort  7/24/17  1/29/18189131.23131.07131.390.16 0.120.060.06 
 Montepiolong  7/17/17  7/24/177129.21129.350.14 0.110.050.05 
 Standard Charteredlong 10/31/16 11/14/1614912.86912.860.00 0.000.000.00 
 Aozora Banklong  2/06/12  4/09/126320.9021.400.50 2.391.20 
 short  5/06/19 11/11/1918927.0928.3425.84-1.25 -4.61-2.31-1.14 
 Banca Generalilong 11/11/19 12/09/19283,718.573,606.75-111.81 -3.01-1.50-1.50 
 Commerzbanklong  7/17/17  7/24/1771,428.521,365.27-63.25 -4.43-2.21-2.21 
 China Everbright Bklong  4/13/15  5/18/1535105.0998.03-7.06 -6.72-3.36-3.36 
 Triodos Groenfondsshort  5/15/06  9/04/061128,008.118,552.077,464.15-543.96 -6.79-3.40-3.40 
 Banco Popolareshort 12/05/16 12/12/167245.09273.29216.89-28.20 -11.51-5.75-5.75 
 Industrial Banklong  4/13/15  5/18/1535399.70343.21-56.49 -14.13-7.07 
 long  3/11/19  5/06/1956321.52316.82-4.70 -1.46-0.73-7.75 
 Swedbankshort  5/15/06  9/04/061122,870.343,355.232,385.46-484.89 -16.89-8.45-8.45 
 Banca Pop Milshort  4/09/12  9/03/1214731.2136.7625.67-5.55 -17.77-8.89-8.89 
 Bank of Irelandlong  2/06/12  4/09/1263438.18336.74-101.44 -23.15-11.58-11.58 
 BBVA Banco Francéslong  9/23/13 10/07/1314342.16341.99-0.17 -0.05-0.02 
 long 10/28/13 11/04/137395.53357.61-37.92 -9.59-4.79 
 long 11/18/13 12/09/1321389.84360.26-29.58 -7.59-3.79 
 long  1/29/18  2/05/187902.40824.92-77.48 -8.59-4.29-12.36 
 Banco Comercialshort 10/17/16 10/31/161423.0124.0521.98-1.04 -4.50-2.25 
 short 11/14/16 11/28/161424.0525.1622.94-1.11 -4.62-2.31 
 short  3/13/17  7/17/1712619.5831.567.59-11.98 -61.21-30.61 
 long  1/29/18  2/05/18744.4840.81-3.67 -8.25-4.12-36.47 


Annotations
7/17/18Bank of Shanghaistock split 5:7 (seven for five)
2/02/18Banco Santander MXmerger of banco and grupo financiero
9/21/17Yes Bankstock split 1:5 (five for one)
9/18/17Umweltbankstock split 1:5 (five for one)
7/10/17Bank of Irelandreverse split 30:1 (one for thirty)
6/05/17Bankiareverse split 4:1 (one for four)
1/23/17Unicreditreverse stock split 10:1 (one for ten)
10/24/16Banco Comercialreverse stock split 75:1 (one for seventyfive)
7/11/16Bank of Bejingforward stock split 10:12 (twelve for ten)
1/13/16BankenBanca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15Heartlandname change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
9/21/15Unipolre-joins the MIB as replacement for Autogrill
7/17/15Bank of Bejingforward stock split 10:12 (twelve for ten)
6/21/15Ferratumrecording started
5/19/15Svenska Handelsbankex Split 1:3 (three for one)
3/11/15Banksfirst full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing,
but there is a well performing [Alternating] technique.