RS Chart
Assessment - Banks - 2/09/19 - RS = 13
historical assessment - show freshest
 ⇐ 
  instrument freshest Δday 2/09/19 Δwk 3/06/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note SOM Banks 181.643  15:35 0.15 166.529 178.644 -12.115 -6.78  USD -8.66 
real-time RS chart chart L add note Banco Sabadell 1.040  15:35 -1.98 0.758 0.993 -0.235 -23.68  EUR -24.84 
real-time RS chart chart L add note RBS 241.100  08:24 -0.62 186.250 212.200 -25.950 -12.23  GBP -19.30 
real-time RS chart chart L add note Jyske Bank 242.300  14:59 1.42 187.500 248.900 -61.400 -24.67  DKK -26.18 
real-time RS chart chart L add note UBI Banca 2.917  12:34 0.17 2.281 2.286 -0.005 -0.22  EUR -11.51 
real-time RS chart chart L add note BPER Banca 4.069  12:33 1.27 3.230 3.357 -0.127 -3.78  EUR -9.52 
real-time RS chart chart L add note Bankinter 6.410  15:35 -0.77 5.222 6.378 -1.156 -18.12  EUR -24.02 
real-time RS chart chart L add note Bank of Ireland 4.256  14:23 -4.40 3.490 4.744 -1.254 -26.43  EUR -33.27 
real-time RS chart chart L add note Lloyds Bank 60.800  08:24 -1.04 50.320 57.050 -6.730 -11.80  GBP -12.61 
real-time RS chart chart L add note Swedbank 147.200  15:29 2.08 122.750 135.100 -12.350 -9.14  SEK -27.48 
real-time RS chart chart L add note KBC 63.000  08:03 -0.41 52.580 59.100 -6.520 -11.03  EUR -13.32 
real-time RS chart chart S add note Banco Macro 191.900  14:10 0.58 160.500 225.050 -64.550 -28.68  ARS -17.52 
real-time RS chart chart L add note Nordea Bank 71.880  15:29 0.86 60.430 67.710 -7.280 -10.75  SEK -21.14 
real-time RS chart chart L add note Banco BPM 2.143  12:32 -0.51 1.816 1.647 0.169 10.26  EUR -3.23 
real-time RS chart chart L add note China Everbright Bk 4.460  07:00 -0.45 3.780 3.890 -0.110 -2.83  CNY -4.00 
real-time RS chart chart L add note Nordea Bank 6.606  08:29 -0.36 5.613 6.372 -0.759 -11.91  EUR -23.17 
real-time RS chart chart L add note Mediobanca 10.600  12:34 0.09 9.068 8.224 0.844 10.26  EUR 7.90 
real-time RS chart chart L add note VTB Bank 1.228  07:23 1.74 1.051 1.049 0.002 0.19  EUR -2.70 
real-time RS chart chart L add note Bankia 1.841  15:35 -1.60 1.580 2.210 -0.631 -28.53  EUR -35.33 
real-time RS chart chart L add note BNP Paribas 47.800  12:22 -0.02 41.045 40.815 0.230 0.56  EUR -6.79 
real-time RS chart chart L add note Aareal Bank 30.170  15:35 0.23 26.010 25.650 0.360 1.40  EUR -8.13 
real-time RS chart chart L add note Unicredit 11.724  12:34 -0.15 10.114 10.136 -0.022 -0.22  EUR -9.36 
real-time RS chart chart L add note S.E.B 95.880  15:29 1.16 82.720 84.260 -1.540 -1.83  SEK -9.22 
real-time RS chart chart add note Banco Santander 3.965  15:35 -0.01 3.435 3.940 -0.506 -12.83  EUR -16.85 
real-time RS chart chart L add note Societe Generale 26.360  12:24 -0.70 23.050 22.395 0.655 2.92  EUR -15.14 
  instrument freshest Δday 2/09/19 Δwk 3/06/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Banco Bilbao Viz 4.887  15:35 -0.10 4.278 4.862 -0.585 -12.02  EUR -15.06 
real-time RS chart chart add note Shinsei Bank 1,656.000  Mon 1.28 1,452.000 1,562.000 -110.000 -7.04  JPY -7.79 
real-time RS chart chart L add note Shanghai Pudong 12.930  07:00 0.15 11.340 11.280 0.060 0.53  CNY 3.03 
real-time RS chart chart L add note Kotak Mahindra Bank 1,628.850  09:59 0.84 1,431.450 1,531.250 -99.800 -6.52  INR 10.01 
real-time RS chart chart L add note Gentera 17.370  14:14 1.28 15.280 17.150 -1.870 -10.90  MXN -5.17 
real-time RS chart chart L add note Shizuoka Bank 815.000  Mon 1.12 717.000 843.000 -126.000 -14.95  JPY -17.93 
real-time RS chart chart L add note Credit Agricole 11.765  12:23 -0.21 10.355 10.170 0.185 1.82  EUR -4.87 
real-time RS chart chart L add note Intesa Sanpaolo 2.269  12:34 0.69 2.004 1.826 0.178 9.72  EUR -2.11 
real-time RS chart chart L add note Bank of America 31.040  14:27 0.06 27.510 26.680 0.830 3.11  USD -2.58 
real-time RS chart chart L add note JP Morgan Chase 123.270  14:28 -0.23 109.860 106.460 3.400 3.19  USD 1.83 
real-time RS chart chart L add note Svenska Handelsbank 95.560  15:29 1.44 85.200 92.820 -7.620 -8.21  SEK -13.99 
real-time RS chart chart L add note Fukuoka 2,029.000  Mon 0.55 1,810.000 1,843.000 -33.000 -1.79  JPY -23.28 
real-time RS chart chart L add note Danske Bank 98.600  14:59 88.000 109.600 -21.600 -19.71  DKK -28.27 
real-time RS chart chart L add note Citigroup 71.885  14:27 0.10 64.350 62.610 1.740 2.78  USD -0.85 
real-time RS chart chart L add note Sumitomo Mitsui Trst 3,870.000  Mon 0.70 3,468.000 3,986.000 -518.000 -13.00  JPY -15.49 
real-time RS chart chart L add note KB Financial 44,100.000  06:30 2.20 39,600.000 44,550.000 -4,950.000 -11.11  KRW -14.15 
real-time RS chart chart L add note DNB 161.400  14:25 -0.68 145.000 149.750 -4.750 -3.17  NOK -7.31 
real-time RS chart chart add note HDFC Bank 1,239.300  10:00 0.84 1,113.970 1,228.550 -114.580 -9.33  INR 2.94 
real-time RS chart chart L add note Raiffeisen Bank Int 21.830  14:22 0.14 19.680 20.650 -0.970 -4.70  EUR -13.22 
real-time RS chart chart add note ICBC 5.460  08:09 0.55 4.950 5.600 -0.650 -11.61  HKD -11.65 
real-time RS chart chart L add note Resona 458.700  Mon 0.66 416.200 455.100 -38.900 -8.55  JPY -18.33 
real-time RS chart chart S add note BBVA Banco Francés 101.500  14:11 -0.88 92.150 130.250 -38.100 -29.25  ARS -32.80 
real-time RS chart chart add note ICICI Bank 451.150  09:59 3.05 409.650 422.900 -13.250 -3.13  INR 10.54 
real-time RS chart chart add note Industrial Bank 18.930  07:00 -0.37 17.260 17.650 -0.390 -2.21  CNY 1.51 
real-time RS chart chart L add note UBS 11.445  15:30 10.435 11.380 -0.945 -8.30  CHF -17.46 
  instrument freshest Δday 2/09/19 Δwk 3/06/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Aozora Bank 2,679.000  Mon 0.90 2,445.000 2,602.000 -157.000 -6.03  JPY -20.65 
real-time RS chart chart add note HSBC 61.400  08:09 0.41 56.050 63.300 -7.250 -11.45  HKD -13.81 
real-time RS chart chart L add note Unipol 4.978  12:31 -0.40 4.563 4.087 0.476 11.65  EUR 13.34 
real-time RS chart chart L add note BNY Mellon 45.815  14:26 0.32 42.060 43.050 -0.990 -2.30  USD -12.82 
real-time RS chart chart L add note Wells Fargo 50.600  14:28 0.28 46.570 44.520 2.050 4.60  USD -4.93 
real-time RS chart chart add note Commerzbank 5.541  15:35 -0.79 5.105 6.234 -1.129 -18.11  EUR -26.59 
real-time RS chart chart L add note Royal Bank CA 107.980  14:19 0.26 99.580 101.780 -2.200 -2.16  CAD -1.29 
real-time RS chart chart add note China Constr Bk HK 6.300  08:09 0.48 5.810 6.180 -0.370 -5.99  HKD -10.85 
real-time RS chart chart L add note National Bank CA 67.620  14:18 0.25 62.520 60.730 1.790 2.95  CAD 1.46 
real-time RS chart chart L add note FinecoBank 10.205  12:34 -1.11 9.436 9.152 0.284 3.10  EUR -5.50 
real-time RS chart chart L add note Deutsche Bank 7.189  15:35 -1.53 6.648 5.975 0.673 11.26  EUR -12.32 
real-time RS chart chart L add note Cdn Imp Bk Comm 111.330  14:18 0.12 103.130 103.180 -0.050 -0.05  CAD -5.81 
real-time RS chart chart add note Erste Group Bank 31.480  14:22 0.35 29.180 32.240 -3.060 -9.49  EUR -11.79 
real-time RS chart chart add note Ind and Comm Bk 5.810  07:00 0.35 5.390 5.700 -0.310 -5.44  CNY -3.22 
real-time RS chart chart add note Axis Bank 712.750  09:59 0.45 663.900 812.650 -148.750 -18.30  INR -2.18 
real-time RS chart chart L add note Chiba Bank 571.000  Mon 1.96 532.000 518.000 14.000 2.70  JPY -14.11 
real-time RS chart chart add note Bank Montreal 97.840  14:17 0.43 91.260 98.380 -7.120 -7.24  CAD -8.20 
real-time RS chart chart add note Standard Chartered 672.400  08:24 1.11 627.800 674.600 -46.800 -6.94  GBP -0.43 
real-time RS chart chart L add note U.S. Bancorp 56.405  14:28 0.38 52.690 50.730 1.960 3.86  USD 2.16 
real-time RS chart chart add note Bank of Shanghai 9.610  07:00 -0.41 9.010 11.380 -2.370 -20.83  CNY -19.96 
real-time RS chart chart L add note Regional 97.970  14:14 0.50 91.870 94.530 -2.660 -2.81  MXN -6.81 
real-time RS chart chart add note Umweltbank 10.150  08:41 9.520 10.800 -1.280 -11.85  EUR 2.66 
real-time RS chart chart L add note Credit Suisse 12.415  15:30 -0.04 11.655 11.280 0.375 3.32  CHF -4.59 
real-time RS chart chart add note Bank of China 3.190  08:09 0.31 3.000 3.230 -0.230 -7.12  HKD -11.96 
real-time RS chart chart L add note Bank Nova Scotia 75.270  14:17 -0.03 70.800 69.210 1.590 2.30  CAD -1.24 
  instrument freshest Δday 2/09/19 Δwk 3/06/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note National Australia B 29.010  05:11 0.52 27.330 26.330 1.000 3.80  AUD 6.57 
real-time RS chart chart add note Banco Santander MX 26.720  14:14 0.30 25.190 29.000 -3.810 -13.14  MXN -8.71 
real-time RS chart chart add note Sberbank 13.390  08:10 0.37 12.640 13.400 -0.760 -5.67  EUR 11.23 
real-time RS chart chart add note Woori Financial 12,600.000  06:30 3.70 11,900.000 14,000.000 -2,100.000 -15.00  KRW -18.49 
real-time RS chart chart add note Agricultural Bank 3.610  07:00 0.28 3.410 3.730 -0.320 -8.58  CNY -7.18 
real-time RS chart chart add note Bank of Bejing 5.560  07:00 -0.36 5.280 5.830 -0.550 -9.43  CNY -10.91 
real-time RS chart chart add note Bank of China (HK) 27.250  08:09 0.74 25.900 29.900 -4.000 -13.38  HKD -17.83 
real-time RS chart chart add note China Merchants Bank 36.130  07:00 -0.25 34.340 34.400 -0.060 -0.17  CNY 10.01 
real-time RS chart chart L add note Banca Generali 28.780  12:34 0.56 27.400 22.240 5.160 23.20  EUR 25.18 
real-time RS chart chart add note China Minsheng Bk 6.160  07:00 0.16 5.880 6.170 -0.290 -4.70  CNY -4.13 
real-time RS chart chart L add note Heartland 1.650  03:14 0.61 1.580 1.610 -0.030 -1.86  NZD 2.42 
real-time RS chart chart L add note ANZ Banking NZ 29.780  03:44 0.61 28.520 29.450 -0.930 -3.16  NZD 0.97 
real-time RS chart chart add note Bank of Comm 5.680  07:00 -0.18 5.440 5.990 -0.550 -9.18  CNY -8.69 
real-time RS chart chart add note ABN AMRO 16.715  08:04 -0.27 16.010 18.875 -2.865 -15.18  EUR -21.98 
real-time RS chart chart add note Bank of China 3.690  07:00 3.540 3.700 -0.160 -4.32  CNY -4.04 
real-time RS chart chart L add note ANZ Banking AU 27.830  05:10 0.43 26.710 27.540 -0.830 -3.01  AUD -0.02 
real-time RS chart chart add note Bank of Communicats 5.350  08:09 0.56 5.150 6.060 -0.910 -15.02  HKD -15.15 
real-time RS chart chart add note IBK 12,850.000  06:30 1.18 12,400.000 13,900.000 -1,500.000 -10.79  KRW -12.12 
real-time RS chart chart S add note Banco Comercial 0.199  08:06 -1.44 0.192 0.246 -0.054 -21.81  EUR -20.52 
real-time RS chart chart add note United Overseas Bank 25.890  09:04 0.27 25.000 23.590 1.410 5.98  SGD -2.10 
real-time RS chart chart add note Toronto-Dominion 74.650  14:18 0.43 72.200 73.710 -1.510 -2.05  CAD -2.76 
real-time RS chart chart S add note Hang Seng Bank 165.200  08:09 0.73 160.800 195.400 -34.600 -17.71  HKD -15.30 
real-time RS chart chart L add note Westpac Banking 28.980  05:11 0.31 28.230 27.080 1.150 4.25  AUD 5.24 
real-time RS chart chart S add note DBS Bank 24.910  09:06 0.52 24.350 24.060 0.290 1.21  SGD -2.74 
real-time RS chart chart add note HSBC 605.800  08:23 0.18 594.900 646.900 -52.000 -8.04  GBP -7.97 
  instrument freshest Δday 2/09/19 Δwk 3/06/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note Commonwealth Bank 79.660  05:10 -0.16 78.940 77.910 1.030 1.32  AUD 7.43 
real-time RS chart chart S add note OCBC 10.710  09:04 0.37 10.630 10.590 0.040 0.38  SGD -5.42 
real-time RS chart chart add note Triodos Groenfonds 59.130  08:00 -0.08 59.670 58.580 1.090 1.86  EUR 2.64 
real-time RS chart chart add note State Bank of India 270.500  10:00 0.32 273.850 355.450 -81.600 -22.96  INR -8.09 
real-time RS chart chart add note American Express 118.890  14:27 -0.13 120.370 114.620 5.750 5.02  USD 8.93 
real-time RS chart chart add note Suncorp-Metway 13.530  05:11 0.89 13.740 12.860 0.880 6.84  AUD 2.10 
real-time RS chart chart S add note Bank of East Asia 18.860  08:09 0.75 19.240 24.300 -5.060 -20.82  HKD -23.14 
real-time RS chart chart add note HDFC 2,114.900  10:00 0.98 2,166.450 2,230.450 -64.000 -2.87  INR 10.38 
real-time RS chart chart add note IndusInd Bank 1,341.000  09:59 -0.12 1,395.750 1,662.650 -266.900 -16.05  INR -9.69 
real-time RS chart chart add note Yes Bank 51.800  10:00 0.78 59.950 149.450 -89.500 -59.89  INR -62.58 
real-time RS chart chart S add note Ferratum 8.700  15:35 10.100 9.860 0.240 2.43  EUR -4.01 
real-time RS chart chart S add note Indiabulls HF 218.000  10:00 -5.71 455.350 810.850 -355.500 -43.84  INR -37.20 
 Banks - 111 out of 111 instruments rated - 2/09/19 / 3/06/19 - 32 did rise, Market-Ratio(13) = 28.83 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
5/01/15 scale up chart 21/10/19
 


Transactions Banks * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
2/01/06 15/05/06 133    - cash -
short 15/05/06   4/09/06 112  RT RS QC  Triodos Groenfonds 50  88  EUR 56.300  56.900 55.700  -0.600 -1  9,947 -3  
          RT RS QC  Swedbank 50  26  SEK 189.000  208.500 169.500  -19.500 -10  9,440 -30  
100 -6 -17 
long 4/09/06   5/03/07 182  RT RS QC  Intesa Sanpaolo 50  971  EUR 4.857  5.046    0.189 4  9,624 8  
          RT RS QC  Sberbank 50  597  EUR 7.900  13.700    5.800 73  13,086 202  
100 39 93 
short 5/03/07  20/04/09 777  RT RS QC  Shinsei Bank 50  107  JPY 60.800  13.500 273.825  213.025 350  35,880 103  
          RT RS QC  Sumitomo Mitsui Trst 50  52  JPY 124.300  31.700 487.397  363.097 292  54,761 90  
100 321 97 
long 20/04/09   2/11/09 196  RT RS QC  Banco Popular 50  880  EUR 31.100  30.150    -0.950 -3  53,925 -6  
          RT RS QC  Shanghai Pudong 50  2,212  CNY 12.380  17.670    5.290 43  65,627 94  
100 20 40 
short 2/11/09   6/09/10 308  RT RS QC  Resona 50  3,191  JPY 10.280  8.140 12.983  2.703 26  74,251 32  
          RT RS QC  Shinsei Bank 50  2,781  JPY 11.800  6.500 21.422  9.622 82  101,008 103  
100 54 67 
long 6/09/10  20/09/10 14  RT RS QC  Banco Macro 50  3,237  ARS 15.600  18.500    2.900 19  110,395 8,421  
          RT RS QC  State Bank of India 50  1,693  INR 29.825  31.443    1.618 5  113,135 296  
100 12 1,823 
short 20/09/10   6/02/12 504  RT RS QC  Piraeus Bank 50  1  EUR 38,964.000  11,800.000 128,660.449  89,696.449 230  202,831 138  
          RT RS QC  National Bank Greece 50  6  EUR 12,350.100  4,260.000 35,803.984  23,453.884 190  343,554 116  
100 204 124 
long 6/02/12   9/04/12 63  RT RS QC  Bank of Ireland 50  39,488  EUR 4.350  3.150    -1.200 -28  296,169 -85  
          RT RS QC  Aozora Bank 50  8,219  JPY 20.900  21.400    0.500 2  300,278 15  
100 -13 -54 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 9/04/12   3/09/12 147  RT RS QC  Banca Pop Mil 50  514,174  EUR 0.292  0.373 0.211  -0.081 -28  258,630 -55  
          RT RS QC  Unicredit 50  9,855  EUR 15.234  16.036 14.432  -0.802 -5  250,726 -13  
100 -17 -36 
long 3/09/12  12/11/12 70  RT RS QC  Regional 50  2,687  MXN 46.650  52.240    5.590 12  265,747 80  
          RT RS QC  Alpha Bank 50  1,871  EUR 67.000  78.000    11.000 16  286,328 121  
100 14 100 
short 12/11/12   7/01/13 56  RT RS QC  Banco Popular 50  28,071  EUR 5.100  3.500 7.431  2.331 46  351,772 1,063  
          RT RS QC  Bankia 50  2,869  EUR 49.888  25.796 96.481  46.593 93  485,447 7,262  
100 70 3,023 
long 7/01/13  18/03/13 70  RT RS QC  Banco BPI 50  237,730  EUR 1.021  1.105    0.084 8  505,416 51  
          RT RS QC  Shinsei Bank 50  13,484  JPY 18.000  22.800    4.800 27  570,139 243  
100 17 131 
short 18/03/13  23/09/13 189  RT RS QC  Bankia 50  21,814  EUR 13.068  3.252 52.513  39.445 302  1,430,595 1,367  
          RT RS QC  Eurobank Ergasias 50  1,055  EUR 270.000  61.000 1,195.082  925.082 343  2,406,556 1,669  
100 322 1,515 
long 23/09/13   7/10/13 14  RT RS QC  Banco Macro 50  58,553  ARS 20.550  21.800    1.250 6  2,479,747 366  
          RT RS QC  BBVA Banco Francés 50  60,926  ARS 19.750  20.550    0.800 4  2,528,488 182  
100 5 263 
short 7/10/13  28/10/13 21  RT RS QC  Banif 50  126,424,403  EUR 0.010  0.008 0.013  0.003 25  2,844,549 4,735  
          RT RS QC  Eurobank Ergasias 50  24,312  EUR 52.000  69.000 35.000  -17.000 -33  2,431,245 -100  
100 -4 -49 
long 28/10/13   4/11/13 7  RT RS QC  Banco Macro 50  49,215  ARS 24.700  23.650    -1.050 -4  2,379,569 -90  
          RT RS QC  BBVA Banco Francés 50  50,970  ARS 23.850  21.550    -2.300 -10  2,262,338 -99  
100 -7 -98 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 4/11/13  18/11/13 14  RT RS QC  Banif 50  141,396,145  EUR 0.008  0.008 0.008  0.000 0  2,262,338 0  
          RT RS QC  Eurobank Ergasias 50  17,402  EUR 65.000  58.000 72.845  7.845 12  2,398,854 1,851  
100 6 361 
long 18/11/13   9/12/13 21  RT RS QC  Banco Macro 50  50,502  ARS 23.750  23.800    0.050 0  2,401,379 4  
          RT RS QC  BBVA Banco Francés 50  51,257  ARS 23.400  21.800    -1.600 -7  2,319,367 -71  
100 -3 -44 
short 9/12/13  13/04/15 490  RT RS QC  Banif 50  128,853,746  EUR 0.009  0.008 0.011  0.002 20  2,551,304 15  
          RT RS QC  Eurobank Ergasias 50  21,085  EUR 55.000  11.100 272.523  217.523 395  7,137,766 229  
100 208 131 
long 13/04/15  18/05/15 35  RT RS QC  Industrial Bank 50  172,493  CNY 20.690  17.750    -2.940 -14  6,630,637 -80  
          RT RS QC  China Everbright Bk 50  656,045  CNY 5.440  5.070    -0.370 -7  6,387,900 -52  
100 -11 -69 
short 18/05/15  26/09/16 497  RT RS QC  Alpha Bank 50  210,128  EUR 15.200  1.530 151.007  135.807 893  34,924,648 440  
          RT RS QC  Piraeus Bank 50  3,722  EUR 858.000  2.700 272,653.333  271,795.333 31,678  1,047m 6,780  
100 16,284 4,130 
long 26/09/16  17/10/16 21  RT RS QC  Banco Macro 50  4,536,397  ARS 115.350  121.300    5.950 5  1,074m 140  
          RT RS QC  Sberbank 50  61,187,264  EUR 8.552  8.554    0.002 0  1,074m 0  
100 3 56 
short 17/10/16  31/10/16 14  RT RS QC  Banco Comercial 50  2665,493,583  EUR 0.201  0.209 0.194  -0.007 -4  1,054m -62  
          RT RS QC  Banco Popular 50  516,183,084  EUR 1.040  0.999 1.083  0.043 4  1,076m 185  
100 0 6 
long 31/10/16  14/11/16 14  RT RS QC  Standard Chartered 50  75,570,809  GBP 7.119  7.119    0.000 0  1,076m 0  
          RT RS QC  Sberbank 50  62,317,686  EUR 8.633  8.633    0.000 0  1,076m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 14/11/16  28/11/16 14  RT RS QC  Banco Comercial 50  2576,573,708  EUR 0.209  0.214 0.204  -0.005 -2  1,064m -45  
          RT RS QC  Banco Popular 50  538,527,117  EUR 0.999  0.851 1.173  0.174 17  1,157m 6,433  
100 8 570 
long 28/11/16   5/12/16 7  RT RS QC  Bank of America 50  28,465,554  USD 20.330  22.160    1.830 9  1,210m 8,850  
          RT RS QC  Sberbank 50  62,684,654  EUR 9.232  9.615    0.383 4  1,234m 733  
100 7 2,667 
short 5/12/16  12/12/16 7  RT RS QC  Banco Popolare 50  307,455,042  EUR 2.006  2.234 1.778  -0.228 -11  1,163m -100  
          RT RS QC  Banco Popular 50  647,171,895  EUR 0.953  1.013 0.893  -0.060 -6  1,125m -97  
100 -9 -99 
long 12/12/16  13/03/17 91  RT RS QC  Bank of America 50  24,869,074  USD 22.610  25.300    2.690 12  1,191m 57  
          RT RS QC  Sberbank 50  50,226,869  EUR 11.195  10.460    -0.735 -7  1,155m -24  
100 3 11 
short 13/03/17  17/07/17 126  RT RS QC  Gentera 50  21,309,719  MXN 27.090  28.070 26.110  -0.980 -4  1,134m -10  
          RT RS QC  Banco Comercial 50  3608,002,125  EUR 0.160  0.244 0.076  -0.084 -53  831m -88  
100 -28 -61 
long 17/07/17  24/07/17 7  RT RS QC  Commerzbank 50  37,600,947  EUR 11.045  10.555    -0.490 -4  812m -91  
          RT RS QC  Montepio 50  415,718,183  EUR 0.999  1.000    0.001 0  813m 5  
100 -2 -68 
short 24/07/17  29/01/18 189  RT RS QC  Gentera 50  14,683,703  MXN 27.670  16.600 46.122  18.452 67  1,084m 168  
          RT RS QC  Bank of Bejing 50  50,978,433  CNY 7.970  7.610 8.347  0.377 5  1,103m 9  
100 36 80 
long 29/01/18   5/02/18 7  RT RS QC  BBVA Banco Francés 50  3,403,585  ARS 162.000  146.250    -15.750 -10  1,049m -100  
          RT RS QC  Banco Comercial 50  1673,386,654  EUR 0.330  0.299    -0.031 -9  998m -99  
100 -10 -99 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 5/02/18  11/03/19 399  RT RS QC  Gentera 50  30,695,843  MXN 16.250  15.850 16.660  0.410 3  1,010m 2  
          RT RS QC  VTB Bank 50  330,336,060  EUR 1.510  1.040 2.192  0.682 45  1,236m 41  
100 24 22 
long 11/03/19   6/05/19 56  RT RS QC  Industrial Bank 50  32,010,999  CNY 19.300  19.340    0.040 0  1,237m 1  
          RT RS QC  Axis Bank 50  8,795,733  INR 70.240  74.745    4.505 6  1,277m 50  
100 3 24 
short 6/05/19  21/10/19 168  RT RS QC  Aozora Bank 50  23,560,904  JPY 27.090  26.790 27.393  0.303 1  1,284m 2  
     22/10/19 169  RT RS QC  Yes Bank 50  38,391,874  INR 16.625  5.180 53.357  36.732 221  2,694m 1,141  
100 111 402 
accum15/05/06 22/10/194908 days out of 5041 invested (97%) 26,938,900 2,694m 153  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort 20/09/10  6/02/1250438,964.0011,800.00128,660.4589,696.45 230.2050115.10 
 short 18/05/15 26/09/16497858.002.70272,653.33271,795.33 31,677.7815,838.8934,184.82 
 Eurobank Ergasiasshort 18/03/13 23/09/13189270.0061.001,195.08925.08 342.62171.31 
 short  7/10/13 28/10/132152.0069.0035.00-17.00 -32.69-16.35 
 short  4/11/13 18/11/131465.0058.0072.847.84 12.076.03 
 short  9/12/13 13/04/1549055.0011.10272.52217.52 395.50197.75616.56 
 Alpha Banklong  3/09/12 12/11/127067.0078.0011.00 16.428.21 
 short 18/05/15 26/09/1649715.201.53151.01135.81 893.46446.73491.61 
 Shinsei Bankshort  5/03/07 20/04/0977760.8013.50273.83213.03 350.37175.19 
 short  2/11/09  6/09/1030811.806.5021.429.62 81.5440.77 
 long  7/01/13 18/03/137018.0022.804.80 26.6713.33339.03 
 Bankiashort 12/11/12  7/01/135649.8925.8096.4846.59 93.3946.70 
 short 18/03/13 23/09/1318913.073.2552.5139.45 301.84150.92268.10 
 Sumitomo Mitsui Trstshort  5/03/07 20/04/09777124.3031.70487.40363.10 292.11146.06146.06 
 Yes Bankshort  6/05/19 22/10/1916916.635.1853.3636.73 220.95110.47110.47 
 National Bank Greeceshort 20/09/10  6/02/1250412,350.104,260.0035,803.9823,453.88 189.9194.9594.95 
 Sberbanklong  4/09/06  5/03/071827.9013.705.80 73.4236.71 
 long 26/09/16 17/10/16218.558.550.00 0.020.01 
 long 31/10/16 14/11/16148.638.630.00 0.000.00 
 long 28/11/16  5/12/1679.239.620.38 4.152.07 
 long 12/12/16 13/03/179111.2010.46-0.73 -6.57-3.2834.98 
 Genterashort 13/03/17 17/07/1712627.0928.0726.11-0.98 -3.62-1.81 
 short 24/07/17 29/01/1818927.6716.6046.1218.45 66.6933.34 
 short  5/02/18 11/03/1939916.2515.8516.660.41 2.521.2632.58 
 Banco Popularlong 20/04/09  2/11/0919631.1030.15-0.95 -3.05-1.53 
 short 12/11/12  7/01/13565.103.507.432.33 45.7122.86 
 short 17/10/16 31/10/16141.041.001.080.04 4.112.05 
 short 14/11/16 28/11/16141.000.851.170.17 17.398.69 
 short  5/12/16 12/12/1670.951.010.89-0.06 -6.30-3.1529.97 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banifshort  7/10/13 28/10/13210.010.010.010.00 25.0012.50 
 short  4/11/13 18/11/13140.010.010.010.00 0.000.00 
 short  9/12/13 13/04/154900.010.010.010.00 20.0010.0023.75 
 VTB Bankshort  5/02/18 11/03/193991.511.042.190.68 45.1922.6022.60 
 Shanghai Pudonglong 20/04/09  2/11/0919612.3817.675.29 42.7321.3721.37 
 Banco Macrolong  6/09/10 20/09/101415.6018.502.90 18.599.29 
 long 23/09/13  7/10/131420.5521.801.25 6.083.04 
 long 28/10/13  4/11/13724.7023.65-1.05 -4.25-2.13 
 long 18/11/13  9/12/132123.7523.800.05 0.210.11 
 long 26/09/16 17/10/1621115.35121.305.95 5.162.5813.19 
 Resonashort  2/11/09  6/09/1030810.288.1412.982.70 26.2913.1413.14 
 Bank of Americalong 28/11/16  5/12/16720.3322.161.83 9.004.50 
 long 12/12/16 13/03/179122.6125.302.69 11.905.9510.72 
 Regionallong  3/09/12 12/11/127046.6552.245.59 11.985.995.99 
 Banco BPIlong  7/01/13 18/03/13701.021.110.08 8.234.114.11 
 Axis Banklong 11/03/19  6/05/195670.2474.754.51 6.413.213.21 
 State Bank of Indialong  6/09/10 20/09/101429.8331.441.62 5.422.712.71 
 Bank of Bejingshort 24/07/17 29/01/181897.977.618.350.38 4.732.372.37 
 Intesa Sanpaololong  4/09/06  5/03/071824.865.050.19 3.891.951.95 
 Aozora Banklong  6/02/12  9/04/126320.9021.400.50 2.391.20 
 short  6/05/19 21/10/1916827.0926.7927.390.30 1.120.561.76 
 Montepiolong 17/07/17 24/07/1771.001.000.00 0.100.050.05 
 Standard Charteredlong 31/10/16 14/11/16147.127.120.00 0.000.000.00 
 Triodos Groenfondsshort 15/05/06  4/09/0611256.3056.9055.70-0.60 -1.07-0.53-0.53 
 Commerzbanklong 17/07/17 24/07/17711.0510.56-0.49 -4.44-2.22-2.22 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Unicreditshort  9/04/12  3/09/1214715.2316.0414.43-0.80 -5.26-2.63-2.63 
 China Everbright Bklong 13/04/15 18/05/15355.445.07-0.37 -6.80-3.40-3.40 
 Swedbankshort 15/05/06  4/09/06112189.00208.50169.50-19.50 -10.32-5.16-5.16 
 Banco Popolareshort  5/12/16 12/12/1672.012.231.78-0.23 -11.37-5.68-5.68 
 Industrial Banklong 13/04/15 18/05/153520.6917.75-2.94 -14.21-7.10 
 long 11/03/19  6/05/195619.3019.340.04 0.210.10-7.01 
 BBVA Banco Francéslong 23/09/13  7/10/131419.7520.550.80 4.052.03 
 long 28/10/13  4/11/13723.8521.55-2.30 -9.64-4.82 
 long 18/11/13  9/12/132123.4021.80-1.60 -6.84-3.42 
 long 29/01/18  5/02/187162.00146.25-15.75 -9.72-4.86-10.77 
 Bank of Irelandlong  6/02/12  9/04/12634.353.15-1.20 -27.59-13.79-13.79 
 Banca Pop Milshort  9/04/12  3/09/121470.290.370.21-0.08 -27.74-13.87-13.87 
 Banco Comercialshort 17/10/16 31/10/16140.200.210.19-0.01 -3.67-1.84 
 short 14/11/16 28/11/16140.210.210.20-0.00 -2.25-1.13 
 short 13/03/17 17/07/171260.160.240.08-0.08 -52.50-26.25 
 long 29/01/18  5/02/1870.330.30-0.03 -9.35-4.67-31.77 


Annotations
17/07/18Bank of Shanghaistock split 5:7 (seven for five)
2/02/18Banco Santander MXmerger of banco and grupo financiero
21/09/17Yes Bankstock split 1:5 (five for one)
18/09/17Umweltbankstock split 1:5 (five for one)
10/07/17Bank of Irelandreverse split 30:1 (one for thirty)
5/06/17Bankiareverse split 4:1 (one for four)
23/01/17Unicreditreverse stock split 10:1 (one for ten)
24/10/16Banco Comercialreverse stock split 75:1 (one for seventyfive)
11/07/16Bank of Bejingforward stock split 10:12 (twelve for ten)
13/01/16BankenBanca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15Heartlandname change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
21/09/15Unipolre-joins the MIB as replacement for Autogrill
17/07/15Bank of Bejingforward stock split 10:12 (twelve for ten)
21/06/15Ferratumrecording started
19/05/15Svenska Handelsbankex Split 1:3 (three for one)
11/03/15Banksfirst 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.