Assessment - Banks - 11/27/06 - RS = 13
⇐
⇓ instrument
freshest
⇓ Δday
11/27/06
⇓ Δwk
8/28/06
prc diff
⇓ Δ13
Curr
∅-RS
L
SOM Banks
279.715
Thu
-0.19
152.260
136.192
16.068
11.80
USD
16.49
L
China Merchants Bank
34.840
Thu
0.78
9.690
6.480
3.210
49.54
CNY
64.72
L
State Bank of India
819.800
Thu
1.11
136.020
93.125
42.895
46.06
INR
50.18
Axis Bank
1,115.650
Thu
-1.15
99.050
69.850
29.200
41.80
INR
49.77
L
ICICI Bank
1,115.700
Thu
-0.65
175.630
121.920
53.710
44.05
INR
47.40
S
Kotak Mahindra Bank
1,643.100
Thu
-0.32
96.913
78.150
18.763
24.01
INR
41.46
L
Banco Macro
6,930.850
Wed
-0.82
8.500
6.240
2.260
36.22
ARS
36.52
Raiffeisen Bank Int
17.580
Thu
2.15
83.550
68.570
14.980
21.85
EUR
29.89
L
China Constr Bk HK
5.280
Thu
1.54
3.710
3.110
0.600
19.29
HKD
20.88
L
DBS Bank
35.280
Thu
0.31
21.000
18.100
2.900
16.02
SGD
18.82
L
Bank of China (HK)
24.100
Thu
0.21
16.360
14.960
1.400
9.36
HKD
18.76
L
United Overseas Bank
30.350
Thu
1.57
18.400
15.800
2.600
16.46
SGD
17.74
L
BBVA Banco Francés
3,853.700
Wed
1.68
9.120
7.670
1.450
18.90
ARS
16.75
Swedbank
212.700
Wed
-2.88
242.000
207.500
34.500
16.63
SEK
15.44
L
Royal Bank CA
139.890
Wed
0.89
47.420
43.070
4.350
10.10
CAD
14.90
L
Banco Santander
4.770
Thu
-0.03
12.408
11.046
1.362
12.33
EUR
14.73
L
Intesa Sanpaolo
3.580
Thu
-0.39
5.046
4.646
0.400
8.61
EUR
13.99
L
Erste Group Bank
45.500
Thu
-0.02
53.234
45.664
7.570
16.58
EUR
13.37
L
Banco Sabadell
1.857
Thu
3.17
6.002
5.767
0.235
4.07
EUR
13.09
Cdn Imp Bk Comm
66.730
Wed
1.34
38.765
34.415
4.350
12.64
CAD
12.63
L
Bank of Ireland
9.824
Thu
-1.66
320.880
296.280
24.600
8.30
EUR
11.77
Nordea Bank
11.170
Wed
-0.71
10.650
9.710
0.940
9.68
EUR
11.36
L
Bankinter
7.444
Thu
-1.01
7.347
6.757
0.590
8.73
EUR
11.16
S.E.B
147.500
Wed
-2.74
200.000
186.000
14.000
7.53
SEK
11.03
L
Bank of America
37.710
Wed
-0.34
53.920
52.190
1.730
3.31
USD
10.88
⇓ instrument
freshest
⇓ Δday
11/27/06
⇓ Δwk
8/28/06
prc diff
⇓ Δ13
Curr
∅-RS
Bank Nova Scotia
65.640
Wed
1.47
45.000
41.550
3.450
8.30
CAD
10.88
L
BPER Banca
4.760
Thu
-2.98
15.744
15.516
0.228
1.47
EUR
10.71
L
Jyske Bank
541.500
Wed
-2.43
367.000
339.500
27.500
8.10
DKK
10.27
L
American Express
237.510
Thu
0.54
58.820
52.940
5.880
11.11
USD
10.27
Toronto-Dominion
76.900
Wed
1.22
29.925
28.380
1.545
5.44
CAD
9.01
L
Deutsche Bank
15.900
Thu
-0.62
76.308
69.209
7.099
10.26
EUR
9.00
JP Morgan Chase
196.930
Thu
0.65
46.630
46.020
0.610
1.33
USD
8.79
L
OCBC
13.910
Thu
1.16
7.250
6.450
0.800
12.40
SGD
8.75
Banco Bilbao Viz
9.600
Thu
-6.71
17.131
16.716
0.415
2.48
EUR
8.45
Unicredit
35.995
Thu
0.07
182.728
172.242
10.486
6.09
EUR
8.28
L
National Australia B
33.520
Thu
-1.30
38.600
35.930
2.670
7.43
AUD
8.26
ANZ Banking NZ
31.320
Thu
-1.04
32.520
31.480
1.040
3.30
NZD
7.83
Bank Montreal
127.560
Wed
0.98
58.490
56.080
2.410
4.30
CAD
7.72
ANZ Banking AU
28.790
Thu
-1.13
28.120
27.090
1.030
3.80
AUD
7.44
L
Societe Generale
25.260
Thu
1.24
119.421
120.179
-0.758
-0.63
EUR
7.31
L
Banco Comercial
0.337
Thu
1.38
11.932
11.079
0.852
7.69
EUR
7.30
Danske Bank
190.750
Wed
-2.18
223.940
204.740
19.200
9.38
DKK
6.99
Nordea Bank
129.650
Wed
-1.07
87.560
82.890
4.670
5.63
SEK
6.94
L
HSBC
67.700
Thu
-0.33
141.560
138.180
3.380
2.45
HKD
6.73
U.S. Bancorp
41.690
Wed
0.26
33.470
32.100
1.370
4.27
USD
6.61
L
BNP Paribas
70.610
Thu
0.96
78.626
80.473
-1.847
-2.30
EUR
6.50
L
Standard Chartered
754.800
Thu
0.45
1,402.720
1,261.100
141.620
11.23
GBP
6.11
L
National Bank CA
114.520
Wed
0.80
27.755
26.140
1.615
6.18
CAD
6.02
L
Mediobanca
14.110
Thu
0.79
16.379
15.837
0.542
3.42
EUR
5.86
Commonwealth Bank
117.090
Thu
-2.21
47.120
45.740
1.380
3.02
AUD
5.21
⇓ instrument
freshest
⇓ Δday
11/27/06
⇓ Δwk
8/28/06
prc diff
⇓ Δ13
Curr
∅-RS
Umweltbank
6.720
Thu
-1.18
3.406
3.598
-0.192
-5.34
EUR
5.08
UBS
26.330
Wed
-1.72
72.700
69.700
3.000
4.30
CHF
4.99
L
Wells Fargo
61.230
Wed
1.61
35.200
35.120
0.080
0.23
USD
4.96
BNY Mellon
57.510
Wed
0.19
35.320
33.960
1.360
4.00
USD
4.93
L
Lloyds Bank
53.940
Thu
551.000
524.000
27.000
5.15
GBP
4.59
S
DNB
202.600
Wed
-0.20
83.200
81.250
1.950
2.40
NOK
4.46
L
Hang Seng Bank
106.200
Thu
-0.38
89.380
84.710
4.670
5.51
HKD
4.44
L
NatWest
317.800
Thu
0.25
5,292.940
5,081.220
211.720
4.17
GBP
3.59
L
Unipol
8.555
Thu
-0.98
46.935
46.891
0.044
0.09
EUR
3.21
L
Westpac Banking
26.320
Thu
-3.02
23.900
23.160
0.740
3.20
AUD
3.13
L
Citigroup
62.750
Wed
1.21
498.900
491.200
7.700
1.57
USD
2.86
IndusInd Bank
1,401.450
Thu
-2.85
46.900
43.100
3.800
8.82
INR
2.67
L
Credit Agricole
15.430
Thu
0.26
31.120
32.750
-1.630
-4.98
EUR
1.90
L
Banca Mediolanum
10.520
Thu
0.38
6.023
5.565
0.458
8.23
EUR
1.83
IBK
13,840.000
Thu
-0.79
16,750.000
17,000.000
-250.000
-1.47
KRW
0.69
L
Suncorp-Metway
16.360
Thu
0.49
20.170
21.040
-0.870
-4.13
AUD
0.04
L
KBC
71.120
Thu
1.11
84.300
89.000
-4.700
-5.28
EUR
-0.09
L
HSBC
690.900
Thu
-4.15
781.471
779.427
2.044
0.26
GBP
-0.33
S
Heartland
1.000
Thu
4.050
4.100
-0.050
-1.22
NZD
-2.75
L
Commerzbank
13.995
Thu
-0.67
163.164
164.238
-1.074
-0.65
EUR
-3.02
S
Svenska Handelsbank
95.800
Wed
-2.15
60.833
63.333
-2.500
-3.95
SEK
-6.54
L
Resona
961.500
Thu
1.24
3,186.000
3,739.000
-553.000
-14.79
JPY
-15.87
Sumitomo Mitsui Trst
3,216.000
Thu
0.69
5,640.000
6,680.000
-1,040.000
-15.57
JPY
-21.27
L
ABN AMRO
16.040
Thu
0.82
EUR
-na-
Agricultural Bank
4.380
Thu
-1.13
CNY
-na-
⇓ instrument
freshest
⇓ Δday
11/27/06
⇓ Δwk
8/28/06
prc diff
⇓ Δ13
Curr
∅-RS
Aozora Bank
2,409.000
Thu
-2.33
4,700.000
JPY
-na-
L
Banca Generali
38.820
Thu
1.68
8.800
EUR
-na-
Banco de Valores
302.000
Wed
-0.49
ARS
-na-
L
Banco del Bajio
62.880
Wed
-3.78
MXN
-na-
L
Banco BPM
6.138
Thu
-1.48
EUR
-na-
L
Bank of China
3.620
Thu
1.12
3.280
2.910
0.370
12.71
HKD
-na-
L
Chiba Bank
1,291.500
Thu
0.90
JPY
-na-
L
China Merchants B HK
36.200
Thu
1.83
10.592
HKD
-na-
L
FinecoBank
14.990
Thu
2.60
EUR
-na-
Fukuoka
4,193.000
Thu
1.72
JPY
-na-
HDFC Bank
1,447.500
Thu
-2.37
INR
-na-
Ind and Comm Bk
5.380
Thu
-0.55
3.810
CNY
-na-
L
ICBC
4.350
Thu
1.40
3.580
HKD
-na-
L
Industrial Bank
16.860
Thu
0.48
CNY
-na-
S
KakaoBank
24,050.000
Thu
-6.05
KRW
-na-
L
KB Financial
76,600.000
Thu
-1.42
KRW
-na-
Regional
155.810
Wed
-0.53
MXN
-na-
L
Unicaja Banco
1.258
Thu
-0.47
EUR
-na-
Woori Financial
14,340.000
Thu
-1.10
KRW
-na-
Banks - 73 out of 93 instruments rated - 11/27/06 / 8/28/06 - 61 did rise, Market-Ratio(13) = 83.56 %
Technical Chart
Transactions Banks * A13 - 79/73 (2)
⇐
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
1/02/06
5/15/06
133
- cash -
short
5/15/06
9/04/06
112
Triodos Groenfonds
50
88
EUR
56.300
56.900
55.700
-0.600
-1
9,947
-3
Swedbank
50
26
SEK
189.000
208.500
169.500
-19.500
-10
9,440
-30
100
-6
-17
long
9/04/06
3/05/07
182
Intesa Sanpaolo
50
971
EUR
4.857
5.046
0.189
4
9,624
8
Sberbank
50
597
EUR
7.900
13.700
5.800
73
13,086
202
100
39
93
short
3/05/07
4/20/09
777
Shinsei Bank
50
107
JPY
60.800
13.500
273.825
213.025
350
35,880
103
Sumitomo Mitsui Trst
50
105
JPY
62.150
15.850
243.699
181.549
292
54,943
90
100
321
96
long
4/20/09
11/02/09
196
Banco Popular
50
883
EUR
31.100
30.150
-0.950
-3
54,104
-6
Shanghai Pudong
50
2,219
CNY
12.380
17.670
5.290
43
65,842
94
100
20
40
short
11/02/09
9/06/10
308
Resona
50
3,202
JPY
10.280
8.140
12.983
2.703
26
74,496
32
Shinsei Bank
50
2,790
JPY
11.800
6.500
21.422
9.622
82
101,340
103
100
54
67
long
9/06/10
9/20/10
14
Banco Macro
50
3,248
ARS
15.600
18.500
2.900
19
110,759
8,421
State Bank of India
50
1,698
INR
29.825
31.443
1.618
5
113,507
296
100
12
1,824
short
9/20/10
2/06/12
504
Piraeus Financial
50
0
EUR
642,906.000
194,700.000
2,122,897.405
1,479,991.405
230
113,507
0
National Bank Greece
50
9
EUR
12,350.100
4,260.000
35,803.984
23,453.884
190
324,592
116
100
190
116
long
2/06/12
4/09/12
63
Bank of Ireland
50
37,309
EUR
4.350
3.150
-1.200
-28
279,821
-85
Aozora Bank
50
7,765
JPY
20.900
21.400
0.500
2
283,703
15
100
-13
-54
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
4/09/12
9/03/12
147
Banca Pop Mil
50
485,793
EUR
0.292
0.373
0.211
-0.081
-28
244,354
-55
Unicredit
50
9,311
EUR
15.234
16.036
14.432
-0.802
-5
236,887
-13
100
-17
-36
long
9/03/12
11/12/12
70
Regional
50
2,538
MXN
46.650
52.240
5.590
12
251,074
80
Alpha Services
50
1,768
EUR
67.000
78.000
11.000
16
270,522
121
100
14
100
short
11/12/12
1/07/13
56
Banco Popular
50
26,521
EUR
5.100
3.500
7.431
2.331
46
332,353
1,063
Bankia
50
2,711
EUR
49.888
25.796
96.481
46.593
93
458,666
7,262
100
70
3,023
long
1/07/13
3/18/13
70
Banco BPI
50
224,615
EUR
1.021
1.105
0.084
8
477,533
51
Shinsei Bank
50
12,740
JPY
18.000
22.800
4.800
27
538,685
243
100
17
131
short
3/18/13
9/23/13
189
Bankia
50
20,610
EUR
13.068
3.252
52.513
39.445
302
1,351,649
1,367
Eurobank Ergasias
50
997
EUR
270.000
61.000
1,195.082
925.082
343
2,273,955
1,669
100
322
1,515
long
9/23/13
10/07/13
14
Banco Macro
50
55,327
ARS
20.550
21.800
1.250
6
2,343,114
366
BBVA Banco Francés
50
57,568
ARS
19.750
20.550
0.800
4
2,389,169
182
100
5
263
short
10/07/13
10/28/13
21
Banif
50
119,458,432
EUR
0.010
0.008
0.013
0.003
25
2,687,815
4,735
Eurobank Ergasias
50
22,972
EUR
52.000
69.000
35.000
-17.000
-33
2,297,291
-100
100
-4
-49
long
10/28/13
11/04/13
7
Banco Macro
50
46,503
ARS
24.700
23.650
-1.050
-4
2,248,463
-90
BBVA Banco Francés
50
48,162
ARS
23.850
21.550
-2.300
-10
2,137,690
-99
100
-7
-98
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
11/04/13
11/18/13
14
Banif
50
133,605,623
EUR
0.008
0.008
0.008
0.000
0
2,137,690
0
Eurobank Ergasias
50
16,443
EUR
65.000
58.000
72.845
7.845
12
2,266,682
1,851
100
6
361
long
11/18/13
12/09/13
21
Banco Macro
50
47,719
ARS
23.750
23.800
0.050
0
2,269,068
4
BBVA Banco Francés
50
48,434
ARS
23.400
21.800
-1.600
-7
2,191,574
-71
100
-3
-44
short
12/09/13
4/13/15
490
Banif
50
121,754,087
EUR
0.009
0.008
0.011
0.002
20
2,410,731
15
Eurobank Ergasias
50
19,923
EUR
55.000
11.100
272.523
217.523
395
6,744,432
229
100
208
131
long
4/13/15
5/18/15
35
Industrial Bank
50
162,987
CNY
20.690
17.750
-2.940
-14
6,265,250
-80
China Everbright Bk
50
619,895
CNY
5.440
5.070
-0.370
-7
6,035,889
-52
100
-11
-69
short
5/18/15
9/26/16
497
Alpha Services
50
198,548
EUR
15.200
1.530
151.007
135.807
893
32,999,998
440
Piraeus Financial
50
213
EUR
14,157.000
44.550
4,498,780.000
4,484,623.000
31,678
988m
6,780
100
16,279
4,129
long
9/26/16
10/17/16
21
Banco Macro
50
4,283,592
ARS
115.350
121.300
5.950
5
1,014m
140
Sberbank
50
57,777,404
EUR
8.552
8.554
0.002
0
1,014m
0
100
3
56
short
10/17/16
10/31/16
14
Banco Comercial
50
2516,950,407
EUR
0.201
0.209
0.194
-0.007
-4
995m
-62
Banco Popular
50
487,417,126
EUR
1.040
0.999
1.083
0.043
4
1,016m
185
100
0
6
long
10/31/16
11/14/16
14
Standard Chartered
50
71,359,383
GBP
7.119
7.119
0.000
0
1,016m
0
Sberbank
50
58,844,834
EUR
8.633
8.633
0.000
0
1,016m
0
100
0
0
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
11/14/16
11/28/16
14
Banco Comercial
50
2432,985,876
EUR
0.209
0.214
0.204
-0.005
-2
1,005m
-45
Banco Popular
50
508,515,967
EUR
0.999
0.851
1.173
0.174
17
1,093m
6,433
100
8
570
long
11/28/16
12/05/16
7
Bank of America
50
26,879,220
USD
20.330
22.160
1.830
9
1,142m
8,850
Sberbank
50
59,191,350
EUR
9.232
9.615
0.383
4
1,165m
733
100
7
2,667
short
12/05/16
12/12/16
7
Banco Popolare
50
290,321,124
EUR
2.006
2.234
1.778
-0.228
-11
1,099m
-100
Banco Popular
50
611,106,166
EUR
0.953
1.013
0.893
-0.060
-6
1,062m
-97
100
-9
-99
long
12/12/16
3/13/17
91
Bank of America
50
23,483,165
USD
22.610
25.300
2.690
12
1,125m
57
Sberbank
50
47,427,816
EUR
11.195
10.460
-0.735
-7
1,090m
-24
100
3
11
short
3/13/17
7/17/17
126
Gentera
50
20,122,167
MXN
27.090
28.070
26.110
-0.980
-4
1,070m
-10
Banco Comercial
50
3406,934,565
EUR
0.160
0.244
0.076
-0.084
-53
784m
-88
100
-28
-61
long
7/17/17
7/24/17
7
Commerzbank
50
35,505,514
EUR
11.045
10.555
-0.490
-4
767m
-91
Montepio
50
392,550,956
EUR
0.999
1.000
0.001
0
767m
5
100
-2
-68
short
7/24/17
1/29/18
189
Gentera
50
13,865,407
MXN
27.670
16.600
46.122
18.452
67
1,023m
168
Bank of Bejing
50
48,137,496
CNY
7.970
7.610
8.347
0.377
5
1,041m
9
100
36
80
long
1/29/18
2/05/18
7
BBVA Banco Francés
50
3,213,909
ARS
162.000
146.250
-15.750
-10
991m
-100
Banco Comercial
50
1580,132,010
EUR
0.330
0.299
-0.031
-9
942m
-99
100
-10
-99
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
2/05/18
3/11/19
399
Gentera
50
28,985,219
MXN
16.250
15.850
16.660
0.410
3
954m
2
VTB Bank
50
311,927,029
EUR
1.510
1.040
2.192
0.682
45
1,167m
41
100
24
22
long
3/11/19
5/06/19
56
Industrial Bank
50
30,227,084
CNY
19.300
19.340
0.040
0
1,168m
1
Axis Bank
50
8,305,562
INR
70.240
74.745
4.505
6
1,205m
50
100
3
24
short
5/06/19
11/11/19
189
Aozora Bank
50
22,247,897
JPY
27.090
28.340
25.840
-1.250
-5
1,178m
-9
Yes Bank
50
36,252,365
INR
16.625
7.300
37.862
21.237
128
1,947m
390
100
62
153
long
11/11/19
12/09/19
28
Banca Generali
50
31,512,327
EUR
30.900
30.020
-0.880
-3
1,920m
-31
ICICI Bank
50
19,600,058
INR
49.680
52.650
2.970
6
1,978m
113
100
2
22
short
12/09/19
12/23/19
14
Indiabulls HF
50
38,191,603
INR
25.895
29.590
22.200
-3.695
-14
1,837m
-98
Yes Bank
50
175,817,173
INR
5.625
4.965
6.373
0.748
13
1,968m
2,489
100
0
-12
long
12/23/19
1/20/20
28
Banco Macro
50
3,773,550
ARS
260.800
278.150
17.350
7
2,034m
132
ICICI Bank
50
18,181,079
INR
54.130
52.570
-1.560
-3
2,005m
-32
100
2
28
short
1/20/20
6/22/20
154
Indiabulls HF
50
32,940,083
INR
30.440
24.220
38.257
7.817
26
2,263m
72
Yes Bank
50
222,081,100
INR
4.515
2.775
7.346
2.831
63
2,892m
217
100
44
138
long
6/22/20
7/27/20
35
BBVA Banco Francés
50
10,511,122
ARS
137.550
182.050
44.500
32
3,359m
1,760
FinecoBank
50
119,389,336
EUR
12.110
12.785
0.675
6
3,440m
76
100
19
512
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
7/27/20
8/24/20
28
Multitude
50
601,388,535
EUR
2.860
5.360
0.360
-2.500
-87
1,936m
-100
Yes Bank
50
1398,350,581
INR
1.230
1.480
0.980
-0.250
-20
1,587m
-95
100
-54
-100
long
8/24/20
8/31/20
7
BBVA Banco Francés
50
5,490,946
ARS
144.500
149.050
4.550
3
1,612m
404
UBI Banca
50
214,908,381
EUR
3.692
3.630
-0.062
-2
1,599m
-59
100
1
46
short
8/31/20
11/23/20
84
Gentera
50
111,319,145
MXN
7.180
8.020
6.340
-0.840
-12
1,505m
-42
Yes Bank
50
556,983,600
INR
1.435
1.455
1.415
-0.020
-1
1,494m
-6
100
-7
-25
long
11/23/20
6/07/21
196
IndusInd Bank
50
8,790,204
INR
84.975
102.520
17.545
21
1,648m
42
Kotak Mahindra Bank
50
3,935,756
INR
189.785
181.490
-8.295
-4
1,615m
-8
100
8
16
short
6/07/21
10/11/21
126
Credit Suisse
50
81,425,010
CHF
9.920
9.666
10.181
0.261
3
1,637m
8
China Minsheng Bk
50
172,593,185
CNY
4.680
3.980
5.503
0.823
18
1,779m
60
100
10
32
long
10/11/21
11/22/21
42
BBVA Banco Francés
50
3,690,375
ARS
241.000
236.100
-4.900
-2
1,761m
-16
Banco Sabadell
50
1258,320,291
EUR
0.707
0.626
-0.081
-11
1,659m
-65
100
-7
-46
short
11/22/21
12/05/22
378
Bank of East Asia
50
68,770,911
HKD
12.060
9.390
15.489
3.429
28
1,895m
27
China Minsheng Bk
50
212,660,817
CNY
3.900
3.550
4.285
0.385
10
1,976m
10
100
19
18
long
12/05/22
12/12/22
7
BBVA Banco Francés
50
3,028,891
ARS
326.250
328.550
2.300
1
1,983m
44
Banco del Bajio
50
16,303,843
MXN
60.610
61.120
0.510
1
1,992m
55
100
1
49
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield short
12/12/22
12/26/22
14
Credit Suisse
50
322,375,053
CHF
3.089
2.846
3.353
0.264
9
2,077m
746
Cdn Imp Bk Comm
50
17,288,481
CAD
57.600
54.720
60.632
3.032
5
2,129m
281
100
7
469
long
12/26/22
3/13/23
77
Banco Macro
50
1,990,515
ARS
534.800
734.450
199.650
37
2,526m
350
BBVA Banco Francés
50
2,599,896
ARS
409.450
573.650
164.200
40
2,953m
395
100
39
372
short
3/13/23
6/12/23
91
Credit Suisse
50
654,267,696
CHF
2.257
0.817
6.235
3.978
176
5,556m
5,790
1/29/24
322
U.S. Bancorp
50
40,412,758
USD
36.540
42.950
30.130
-6.410
-18
5,297m
-20
100
79
94
long
1/29/24
2/12/24
14
Banco Macro
50
643,096
ARS
4,118.400
3,685.000
-433.400
-11
5,018m
-94
BBVA Banco Francés
50
1,038,824
ARS
2,549.550
2,217.000
-332.550
-13
4,673m
-97
100
-12
-96
short
2/12/24
3/04/24
21
Umweltbank
50
315,735,283
EUR
7.400
6.020
9.096
1.696
23
5,208m
3,513
Heartland
50
1915,115,657
NZD
1.220
1.190
1.251
0.031
3
5,267m
54
100
13
702
long
3/04/24
5/08/24
65
Banco Macro
50
623,662
ARS
4,223.000
6,930.850
2,707.850
64
6,956m
1,515
BBVA Banco Francés
50
1,135,422
ARS
2,319.600
3,853.700
1,534.100
66
8,698m
1,630
100
65
1,572
accum 5/15/06
5/08/24 6570
days out of 6703 invested (98%)
86,980,736
8,698m
114
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Piraeus Financial short 9/20/10 2/06/12 504 642,906.00 194,700.00 2,122,897.41 1,479,991.41 230.20 50 115.10
short 5/18/15 9/26/16 497 14,157.00 44.55 4,498,780.00 4,484,623.00 31,677.78 15,838.89 34,184.82
Eurobank Ergasias short 3/18/13 9/23/13 189 270.00 61.00 1,195.08 925.08 342.62 171.31
short 10/07/13 10/28/13 21 52.00 69.00 35.00 -17.00 -32.69 -16.35
short 11/04/13 11/18/13 14 65.00 58.00 72.84 7.84 12.07 6.03
short 12/09/13 4/13/15 490 55.00 11.10 272.52 217.52 395.50 197.75 616.56
Alpha Services long 9/03/12 11/12/12 70 67.00 78.00 11.00 16.42 8.21
short 5/18/15 9/26/16 497 15.20 1.53 151.01 135.81 893.46 446.73 491.61
Shinsei Bank short 3/05/07 4/20/09 777 60.80 13.50 273.83 213.03 350.37 175.19
short 11/02/09 9/06/10 308 11.80 6.50 21.42 9.62 81.54 40.77
long 1/07/13 3/18/13 70 18.00 22.80 4.80 26.67 13.33 339.03
Bankia short 11/12/12 1/07/13 56 49.89 25.80 96.48 46.59 93.39 46.70
short 3/18/13 9/23/13 189 13.07 3.25 52.51 39.45 301.84 150.92 268.10
Sumitomo Mitsui Trst short 3/05/07 4/20/09 777 62.15 15.85 243.70 181.55 292.11 146.06 146.06
Yes Bank short 5/06/19 11/11/19 189 16.63 7.30 37.86 21.24 127.74 63.87
short 12/09/19 12/23/19 14 5.63 4.97 6.37 0.75 13.29 6.65
short 1/20/20 6/22/20 154 4.52 2.78 7.35 2.83 62.70 31.35
short 7/27/20 8/24/20 28 1.23 1.48 0.98 -0.25 -20.33 -10.16
short 8/31/20 11/23/20 84 1.44 1.46 1.42 -0.02 -1.39 -0.70 104.78
Credit Suisse short 6/07/21 10/11/21 126 9.92 9.67 10.18 0.26 2.63 1.31
short 12/12/22 12/26/22 14 3.09 2.85 3.35 0.26 8.54 4.27
short 3/13/23 6/12/23 91 2.26 0.82 6.24 3.98 176.26 88.13 98.74
National Bank Greece short 9/20/10 2/06/12 504 12,350.10 4,260.00 35,803.98 23,453.88 189.91 94.95 94.95
Banco Macro long 9/06/10 9/20/10 14 15.60 18.50 2.90 18.59 9.29
long 9/23/13 10/07/13 14 20.55 21.80 1.25 6.08 3.04
long 10/28/13 11/04/13 7 24.70 23.65 -1.05 -4.25 -2.13
long 11/18/13 12/09/13 21 23.75 23.80 0.05 0.21 0.11
long 9/26/16 10/17/16 21 115.35 121.30 5.95 5.16 2.58
long 12/23/19 1/20/20 28 260.80 278.15 17.35 6.65 3.33
long 12/26/22 3/13/23 77 534.80 734.45 199.65 37.33 18.67
long 1/29/24 2/12/24 14 4,118.40 3,685.00 -433.40 -10.52 -5.26
long 3/04/24 5/08/24 65 4,223.00 6,930.85 2,707.85 64.12 32.06 73.63
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
BBVA Banco Francés long 9/23/13 10/07/13 14 19.75 20.55 0.80 4.05 2.03
long 10/28/13 11/04/13 7 23.85 21.55 -2.30 -9.64 -4.82
long 11/18/13 12/09/13 21 23.40 21.80 -1.60 -6.84 -3.42
long 1/29/18 2/05/18 7 162.00 146.25 -15.75 -9.72 -4.86
long 6/22/20 7/27/20 35 137.55 182.05 44.50 32.35 16.18
long 8/24/20 8/31/20 7 144.50 149.05 4.55 3.15 1.57
long 10/11/21 11/22/21 42 241.00 236.10 -4.90 -2.03 -1.02
long 12/05/22 12/12/22 7 326.25 328.55 2.30 0.70 0.35
long 12/26/22 3/13/23 77 409.45 573.65 164.20 40.10 20.05
long 1/29/24 2/12/24 14 2,549.55 2,217.00 -332.55 -13.04 -6.52
long 3/04/24 5/08/24 65 2,319.60 3,853.70 1,534.10 66.14 33.07 56.18
Sberbank long 9/04/06 3/05/07 182 7.90 13.70 5.80 73.42 36.71
long 9/26/16 10/17/16 21 8.55 8.55 0.00 0.02 0.01
long 10/31/16 11/14/16 14 8.63 8.63 0.00 0.00 0.00
long 11/28/16 12/05/16 7 9.23 9.62 0.38 4.15 2.07
long 12/12/16 3/13/17 91 11.20 10.46 -0.73 -6.57 -3.28 34.98
Banco Popular long 4/20/09 11/02/09 196 31.10 30.15 -0.95 -3.05 -1.53
short 11/12/12 1/07/13 56 5.10 3.50 7.43 2.33 45.71 22.86
short 10/17/16 10/31/16 14 1.04 1.00 1.08 0.04 4.11 2.05
short 11/14/16 11/28/16 14 1.00 0.85 1.17 0.17 17.39 8.69
short 12/05/16 12/12/16 7 0.95 1.01 0.89 -0.06 -6.30 -3.15 29.97
Gentera short 3/13/17 7/17/17 126 27.09 28.07 26.11 -0.98 -3.62 -1.81
short 7/24/17 1/29/18 189 27.67 16.60 46.12 18.45 66.69 33.34
short 2/05/18 3/11/19 399 16.25 15.85 16.66 0.41 2.52 1.26
short 8/31/20 11/23/20 84 7.18 8.02 6.34 -0.84 -11.70 -5.85 24.83
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Banif short 10/07/13 10/28/13 21 0.01 0.01 0.01 0.00 25.00 12.50
short 11/04/13 11/18/13 14 0.01 0.01 0.01 0.00 0.00 0.00
short 12/09/13 4/13/15 490 0.01 0.01 0.01 0.00 20.00 10.00 23.75
VTB Bank short 2/05/18 3/11/19 399 1.51 1.04 2.19 0.68 45.19 22.60 22.60
Shanghai Pudong long 4/20/09 11/02/09 196 12.38 17.67 5.29 42.73 21.37 21.37
Bank of East Asia short 11/22/21 12/05/22 378 12.06 9.39 15.49 3.43 28.43 14.22 14.22
China Minsheng Bk short 6/07/21 10/11/21 126 4.68 3.98 5.50 0.82 17.59 8.79
short 11/22/21 12/05/22 378 3.90 3.55 4.28 0.38 9.86 4.93 14.16
Resona short 11/02/09 9/06/10 308 10.28 8.14 12.98 2.70 26.29 13.14 13.14
Umweltbank short 2/12/24 3/04/24 21 7.40 6.02 9.10 1.70 22.92 11.46 11.46
Bank of America long 11/28/16 12/05/16 7 20.33 22.16 1.83 9.00 4.50
long 12/12/16 3/13/17 91 22.61 25.30 2.69 11.90 5.95 10.72
IndusInd Bank long 11/23/20 6/07/21 196 84.98 102.52 17.55 20.65 10.32 10.32
Regional long 9/03/12 11/12/12 70 46.65 52.24 5.59 11.98 5.99 5.99
Indiabulls HF short 12/09/19 12/23/19 14 25.90 29.59 22.20 -3.70 -14.27 -7.13
short 1/20/20 6/22/20 154 30.44 24.22 38.26 7.82 25.68 12.84 4.79
Banco BPI long 1/07/13 3/18/13 70 1.02 1.11 0.08 8.23 4.11 4.11
Axis Bank long 3/11/19 5/06/19 56 70.24 74.75 4.51 6.41 3.21 3.21
FinecoBank long 6/22/20 7/27/20 35 12.11 12.79 0.68 5.57 2.79 2.79
State Bank of India long 9/06/10 9/20/10 14 29.83 31.44 1.62 5.42 2.71 2.71
Cdn Imp Bk Comm short 12/12/22 12/26/22 14 57.60 54.72 60.63 3.03 5.26 2.63 2.63
Bank of Bejing short 7/24/17 1/29/18 189 7.97 7.61 8.35 0.38 4.73 2.37 2.37
Intesa Sanpaolo long 9/04/06 3/05/07 182 4.86 5.05 0.19 3.89 1.95 1.95
ICICI Bank long 11/11/19 12/09/19 28 49.68 52.65 2.97 5.98 2.99
long 12/23/19 1/20/20 28 54.13 52.57 -1.56 -2.88 -1.44 1.51
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Heartland short 2/12/24 3/04/24 21 1.22 1.19 1.25 0.03 2.52 1.26 1.26
Banco del Bajio long 12/05/22 12/12/22 7 60.61 61.12 0.51 0.84 0.42 0.42
Montepio long 7/17/17 7/24/17 7 1.00 1.00 0.00 0.10 0.05 0.05
Standard Chartered long 10/31/16 11/14/16 14 7.12 7.12 0.00 0.00 0.00 0.00
Triodos Groenfonds short 5/15/06 9/04/06 112 56.30 56.90 55.70 -0.60 -1.07 -0.53 -0.53
UBI Banca long 8/24/20 8/31/20 7 3.69 3.63 -0.06 -1.68 -0.84 -0.84
Aozora Bank long 2/06/12 4/09/12 63 20.90 21.40 0.50 2.39 1.20
short 5/06/19 11/11/19 189 27.09 28.34 25.84 -1.25 -4.61 -2.31 -1.14
Banca Generali long 11/11/19 12/09/19 28 30.90 30.02 -0.88 -2.85 -1.42 -1.42
Kotak Mahindra Bank long 11/23/20 6/07/21 196 189.79 181.49 -8.29 -4.37 -2.19 -2.19
Commerzbank long 7/17/17 7/24/17 7 11.05 10.56 -0.49 -4.44 -2.22 -2.22
Unicredit short 4/09/12 9/03/12 147 15.23 16.04 14.43 -0.80 -5.26 -2.63 -2.63
China Everbright Bk long 4/13/15 5/18/15 35 5.44 5.07 -0.37 -6.80 -3.40 -3.40
Swedbank short 5/15/06 9/04/06 112 189.00 208.50 169.50 -19.50 -10.32 -5.16 -5.16
Banco Popolare short 12/05/16 12/12/16 7 2.01 2.23 1.78 -0.23 -11.37 -5.68 -5.68
Banco Sabadell long 10/11/21 11/22/21 42 0.71 0.63 -0.08 -11.46 -5.73 -5.73
Industrial Bank long 4/13/15 5/18/15 35 20.69 17.75 -2.94 -14.21 -7.10
long 3/11/19 5/06/19 56 19.30 19.34 0.04 0.21 0.10 -7.01
U.S. Bancorp short 3/13/23 1/29/24 322 36.54 42.95 30.13 -6.41 -17.54 -8.77 -8.77
Bank of Ireland long 2/06/12 4/09/12 63 4.35 3.15 -1.20 -27.59 -13.79 -13.79
Banca Pop Mil short 4/09/12 9/03/12 147 0.29 0.37 0.21 -0.08 -27.74 -13.87 -13.87
Banco Comercial short 10/17/16 10/31/16 14 0.20 0.21 0.19 -0.01 -3.67 -1.84
short 11/14/16 11/28/16 14 0.21 0.21 0.20 -0.00 -2.25 -1.13
short 3/13/17 7/17/17 126 0.16 0.24 0.08 -0.08 -52.50 -26.25
long 1/29/18 2/05/18 7 0.33 0.30 -0.03 -9.35 -4.67 -31.77
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % spl di % total
Multitude short 7/27/20 8/24/20 28 2.86 5.36 0.36 -2.50 -87.41 -43.71 -43.71
Annotations
5/16/22 Cdn Imp Bk Comm stock split 1:2 (two for one)
9/18/17 Umweltbank stock split 1:5 (five for one)
7/10/17 Bank of Ireland reverse split 30:1 (one for thirty)
1/23/17 Unicredit reverse stock split 10:1 (one for ten)
10/24/16 Banco Comercial reverse stock split 75:1 (one for seventyfive)
1/13/16 Banken Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15 Heartland name change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
9/21/15 Unipol re-joins the MIB as replacement for Autogrill
5/19/15 Svenska Handelsbank ex Split 1:3 (three for one)
3/11/15 Banks first 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.
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