RS Chart
Assessment - Banks in Renminbi yuán - 2/01/21 - RS = 13
historical assessment - show freshest
 ⇐ 
  instrument freshest Δday 2/01/21 Δwk 11/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart L add note SOM Banks 1,188.955  16:24 1.24 1,081.544 919.599 161.945 17.61   6.83 
real-time RS chart chart L add note Aareal Bank 175.909  09:09 2.45 147.813 115.345 32.469 28.15   4.03 
real-time RS chart chart L add note ABN AMRO 75.577  09:03 1.72 67.726 56.902 10.823 19.02   6.00 
real-time RS chart chart L add note Agricultural Bank 3.250  07:00 -0.31 3.170 3.170 0.000 0.00   -3.83 
real-time RS chart chart L add note American Express 896.859  15:26 2.57 756.518 624.599 131.919 21.12   8.07 
real-time RS chart chart L add note ANZ Banking AU 131.150  05:10 1.60 118.671 90.715 27.956 30.82   30.33 
real-time RS chart chart L add note ANZ Banking NZ 131.181  03:59 0.85 118.860 90.346 28.514 31.56   30.14 
real-time RS chart chart L add note Aozora Bank 142.786  06:15 3.02 121.288 111.585 9.702 8.69   -4.39 
real-time RS chart chart L add note Axis Bank 64.296  09:59 0.52 62.602 46.920 15.682 33.42   41.78 
real-time RS chart chart L add note Banca Generali 225.856  13:32 2.55 203.692 195.223 8.469 4.34   2.38 
real-time RS chart chart L add note Banca Mediolanum 57.908  13:33 2.70 52.367 48.067 4.300 8.95   4.56 
real-time RS chart chart L add note Banco Bilbao Viz 36.446  09:07 1.46 29.329 19.437 9.892 50.89   21.40 
real-time RS chart chart add note BBVA Banco Francés 10.104  Fri -0.87 10.510 11.872 -1.362 -11.47   -15.21 
real-time RS chart chart L add note Banco Comercial 0.943  09:07 3.07 0.894 0.597 0.296 49.60   7.32 
real-time RS chart chart add note Banco del Bajio 7.617  Fri -0.12 7.849 5.470 2.379 43.50   21.26 
real-time RS chart chart add note Banco Macro 14.950  Fri -1.10 15.322 17.343 -2.021 -11.65   -25.77 
real-time RS chart chart L add note Banco BPM 16.849  13:32 1.65 14.200 12.538 1.662 13.26   23.24 
real-time RS chart chart L add note Banco Sabadell 3.383  09:07 4.06 2.786 2.123 0.663 31.21   -3.30 
real-time RS chart chart L add note Banco Santander 23.034  09:07 1.86 18.863 13.865 4.998 36.05   10.09 
real-time RS chart chart add note Banco Santander MX 6.280  Fri 0.25 6.451 4.883 1.567 32.10   23.10 
real-time RS chart chart L add note Bank of America 230.323  15:27 2.65 193.671 161.032 32.639 20.27   9.92 
real-time RS chart chart L add note Bank of China (HK) 21.231  08:08 -1.36 19.437 18.646 0.791 4.24   -5.68 
real-time RS chart chart L add note Bank of China 3.240  07:00 3.180 3.190 -0.010 -0.31   -5.56 
real-time RS chart chart L add note Bank of China 2.252  08:08 -0.74 2.202 2.184 0.018 0.84   -9.57 
real-time RS chart chart L add note Bank of Comm 4.570  07:00 4.490 4.510 -0.020 -0.44   -7.89 
  instrument freshest Δday 2/01/21 Δwk 11/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Bank of Communicats 3.662  08:08 0.23 3.537 3.384 0.153 4.53   -9.23 
real-time RS chart chart L add note Bank of East Asia 14.732  08:08 -3.60 14.332 12.344 1.988 16.10   -1.49 
real-time RS chart chart L add note Bank of Ireland 27.190  15:06 3.08 24.427 16.349 8.079 49.41   49.55 
real-time RS chart chart L add note Bank Montreal 532.549  15:32 1.61 482.646 401.308 81.338 20.27   18.56 
real-time RS chart chart L add note BNY Mellon 281.133  15:27 3.15 261.611 234.726 26.884 11.45   1.35 
real-time RS chart chart L add note Bank Nova Scotia 379.715  15:33 1.25 346.144 280.613 65.532 23.35   14.68 
real-time RS chart chart L add note Bankia 13.053  09:06 2.32 10.977 8.447 2.530 29.95   20.51 
real-time RS chart chart L add note Bankinter 43.704  09:07 1.97 35.915 25.511 10.404 40.78   10.04 
real-time RS chart chart L add note BNP Paribas 387.171  13:25 0.68 313.577 242.084 71.493 29.53   12.67 
real-time RS chart chart L add note BPER Banca 14.461  13:34 2.12 11.964 8.206 3.758 45.80   -21.62 
real-time RS chart chart L add note Cdn Imp Bk Comm 599.439  15:33 1.36 550.544 505.597 44.947 8.89   12.00 
real-time RS chart chart L add note Chiba Bank 42.873  06:15 2.50 35.789 35.536 0.252 0.71   3.10 
real-time RS chart chart L add note China Everbright Bk 4.040  07:00 -1.46 4.110 3.880 0.230 5.93   6.65 
real-time RS chart chart L add note China Constr Bk HK 5.122  08:08 -1.44 4.897 4.782 0.115 2.39   -6.59 
real-time RS chart chart L add note China Merchants Bank 50.390  07:00 -1.39 52.400 40.250 12.150 30.19   40.55 
real-time RS chart chart L add note China Minsheng Bk 5.170  07:00 -0.19 5.140 5.130 0.010 0.19   -7.20 
real-time RS chart chart L add note Citigroup 445.230  15:27 4.55 377.710 282.273 95.436 33.81   7.79 
real-time RS chart chart add note Commerzbank 43.173  09:10 1.88 42.174 32.861 9.313 28.34   24.05 
real-time RS chart chart add note Commonwealth Bank 414.857  05:10 3.13 417.668 324.379 93.289 28.76   25.07 
real-time RS chart chart L add note Credit Agricole 91.935  13:24 1.42 74.266 54.305 19.961 36.76   12.27 
real-time RS chart chart L add note Credit Suisse 96.440  13:14 1.87 85.079 64.724 20.356 31.45   18.48 
real-time RS chart chart L add note Danske Bank 122.250  15:59 2.46 110.393 92.841 17.552 18.91   13.90 
real-time RS chart chart add note DBS Bank 131.543  09:11 1.73 122.515 100.990 21.525 21.31   13.93 
real-time RS chart chart add note Deutsche Bank 82.398  12:55 3.37 66.430 64.525 1.906 2.95   9.47 
real-time RS chart chart L add note DNB 129.439  15:25 1.93 125.787 91.896 33.891 36.88   25.62 
  instrument freshest Δday 2/01/21 Δwk 11/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Erste Group Bank 217.662  15:22 2.20 201.741 139.573 62.169 44.54   19.82 
real-time RS chart chart L add note Ferratum 48.543  09:02 -3.12 47.918 31.733 16.185 51.00   30.55 
real-time RS chart chart L add note FinecoBank 114.333  13:34 0.55 102.314 93.489 8.825 9.44   15.65 
real-time RS chart chart L add note Fukuoka 121.041  06:15 2.61 117.777 116.179 1.598 1.38   6.15 
real-time RS chart chart L add note Gentera 3.373  Fri 8.02 2.542 1.556 0.986 63.38   -9.07 
real-time RS chart chart L add note Hang Seng Bank 123.463  08:08 -1.33 117.040 105.660 11.380 10.77   0.83 
real-time RS chart chart L add note HDFC 229.986  09:59 2.62 227.625 183.210 44.415 24.24   28.40 
real-time RS chart chart L add note HDFC Bank 137.577  09:59 1.60 130.327 109.097 21.229 19.46   28.25 
real-time RS chart chart L add note Heartland 8.755  03:59 8.616 5.624 2.991 53.18   46.30 
real-time RS chart chart L add note HSBC 3,783.549  09:24 0.38 3,393.520 2,871.603 521.917 18.18   -0.31 
real-time RS chart chart L add note HSBC 38.457  08:08 -2.54 33.994 28.314 5.680 20.06   0.18 
real-time RS chart chart add note IBK 48.198  06:30 -2.23 47.215 49.787 -2.573 -5.17   -3.55 
real-time RS chart chart L add note ICICI Bank 53.688  10:00 1.77 53.287 37.476 15.811 42.19   46.47 
real-time RS chart chart L add note Indiabulls HF 19.623  10:00 1.65 18.171 12.595 5.576 44.27   17.72 
real-time RS chart chart L add note IndusInd Bank 94.249  09:59 0.47 85.658 56.409 29.249 51.85   59.38 
real-time RS chart chart L add note Ind and Comm Bk 5.340  07:00 -0.56 5.140 4.940 0.200 4.05   0.55 
real-time RS chart chart L add note ICBC 4.204  08:08 -0.40 4.129 3.910 0.219 5.60   -3.24 
real-time RS chart chart L add note Industrial Bank 24.910  07:00 0.93 24.070 17.800 6.270 35.22   39.74 
real-time RS chart chart L add note Intesa Sanpaolo 16.818  13:34 0.98 14.219 11.530 2.690 23.33   5.02 
real-time RS chart chart L add note JP Morgan Chase 967.708  15:28 1.72 837.904 670.408 167.496 24.98   16.83 
real-time RS chart chart add note KB Financial 253.431  06:30 -2.12 243.595 247.757 -4.162 -1.68   10.26 
real-time RS chart chart L add note KBC 476.374  09:04 2.38 451.869 332.423 119.446 35.93   13.06 
real-time RS chart chart L add note Kotak Mahindra Bank 162.861  09:59 3.65 158.987 141.905 17.082 12.04   19.88 
real-time RS chart chart L add note Lloyds Bank 349.036  09:55 1.19 296.502 240.243 56.259 23.42   4.00 
real-time RS chart chart L add note Mediobanca 69.240  13:33 2.95 57.814 49.000 8.814 17.99   10.84 
  instrument freshest Δday 2/01/21 Δwk 11/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart L add note National Australia B 123.998  05:10 2.03 117.438 88.643 28.796 32.49   29.88 
real-time RS chart chart L add note National Bank CA 405.725  15:34 0.41 364.442 330.839 33.603 10.16   12.25 
real-time RS chart chart L add note NatWest 1,637.504  09:55 0.52 1,335.474 1,036.332 299.142 28.87   18.78 
real-time RS chart chart L add note Nordea Bank 59.328  09:31 1.25 52.242 51.676 0.566 1.10   4.11 
real-time RS chart chart L add note Nordea Bank 59.692  16:24 1.87 52.207 51.699 0.508 0.98   3.96 
real-time RS chart chart L add note OCBC 53.831  09:09 0.91 50.336 41.365 8.971 21.69   9.57 
real-time RS chart chart add note Postal Savings Bank 6.020  07:00 -1.63 5.600 4.690 0.910 19.40   13.41 
real-time RS chart chart L add note Raiffeisen Bank Int 132.517  15:20 0.95 128.303 96.289 32.014 33.25   4.12 
real-time RS chart chart L add note Regional 30.031  Fri 1.28 26.582 17.874 8.708 48.72   26.90 
real-time RS chart chart L add note Resona 26.937  06:15 2.24 22.964 22.591 0.373 1.65   -3.16 
real-time RS chart chart L add note Royal Bank CA 554.224  15:34 1.47 526.853 470.918 55.935 11.88   8.13 
real-time RS chart chart L add note Sberbank 95.212  08:33 1.24 89.359 67.294 22.066 32.79   8.15 
real-time RS chart chart L add note S.E.B 75.899  16:24 1.73 70.402 58.764 11.639 19.81   14.09 
real-time RS chart chart L add note Shanghai Pudong 10.580  07:00 0.38 10.440 9.250 1.190 12.86   2.15 
real-time RS chart chart L add note Shinsei Bank 97.326  06:15 3.95 79.031 83.960 -4.929 -5.87   -8.41 
real-time RS chart chart L add note Shizuoka Bank 49.956  06:15 4.24 46.938 45.999 0.939 2.04   2.41 
real-time RS chart chart L add note Societe Generale 163.773  13:25 2.19 121.622 94.298 27.324 28.98   1.96 
real-time RS chart chart L add note Standard Chartered 4,243.448  09:56 3.83 3,942.745 3,099.069 843.676 27.22   3.62 
real-time RS chart chart L add note State Bank of India 34.855  10:00 1.23 27.420 17.600 9.820 55.79   41.77 
real-time RS chart chart L add note Sumitomo Mitsui Trst 222.864  06:15 3.31 194.652 182.690 11.962 6.55   -2.91 
real-time RS chart chart add note Suncorp-Metway 49.816  05:10 1.61 49.570 38.245 11.324 29.61   10.72 
real-time RS chart chart L add note Svenska Handelsbank 69.496  16:24 1.69 64.614 55.572 9.041 16.27   0.27 
real-time RS chart chart add note Swedbank 115.653  16:24 1.77 115.899 107.579 8.320 7.73   14.50 
real-time RS chart chart L add note Toronto-Dominion 394.989  15:34 1.58 366.710 297.927 68.783 23.09   13.34 
real-time RS chart chart L add note Triodos Groenfonds 473.019  Wed 0.07 473.643 466.201 7.442 1.60   1.57 
  instrument freshest Δday 2/01/21 Δwk 11/02/20  prc diff Δ13   ∅-RS
real-time RS chart chart L add note U.S. Bancorp 331.555  15:28 2.58 276.349 265.756 10.594 3.99   2.29 
real-time RS chart chart L add note UBS 103.689  13:14 1.95 94.276 80.032 14.244 17.80   17.75 
real-time RS chart chart L add note Umweltbank 134.234  10:03 -1.43 126.430 93.334 33.096 35.46   31.92 
real-time RS chart chart L add note Unicredit 68.889  13:35 3.36 59.843 51.380 8.463 16.47   -4.57 
real-time RS chart chart L add note Unipol 35.073  13:35 4.41 29.048 25.200 3.848 15.27   1.21 
real-time RS chart chart L add note United Overseas Bank 122.126  09:04 1.94 114.312 93.158 21.154 22.71   9.82 
real-time RS chart chart L add note VTB Bank 6.087  07:46 -1.27 6.048 5.114 0.934 18.27   -7.03 
real-time RS chart chart L add note Wells Fargo 240.895  15:28 3.03 193.865 146.453 47.412 32.37   2.28 
real-time RS chart chart L add note Westpac Banking 119.313  05:10 1.55 104.614 83.838 20.776 24.78   21.38 
real-time RS chart chart add note Woori Financial 55.431  06:30 -2.44 52.017 54.448 -2.430 -4.46   0.52 
real-time RS chart chart L add note Yes Bank 1.439  10:00 3.49 1.447 1.100 0.348 31.61   -16.71 
 Banks - 110 out of 110 instruments rated - 2/01/21 / 11/02/20 - 101 did rise, Market-Ratio(13) in CNY = 91.82 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/02/17 scale up chart 2/22/21
 


Transactions Banks in Renminbi yuán * 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  8   582.705  580.881 584.535  1.830 0  10,015 1  
          RT RS QC  Swedbank 50  25   208.859  227.897 189.821  -19.038 -9  9,539 -27  
100 -5 -14 
long 9/04/06   3/05/07 182  RT RS QC  Intesa Sanpaolo 50  96   49.584  51.534    1.950 4  9,726 8  
          RT RS QC  Sberbank 50  59   80.650  139.915    59.266 73  13,223 202  
100 39 93 
short 3/05/07   4/20/09 777  RT RS QC  Shinsei Bank 50  1,639   4.032  0.930 17.476  13.444 333  35,257 99  
          RT RS QC  Sumitomo Mitsui Trst 50  802   8.243  2.184 31.106  22.863 277  53,593 87  
100 305 93 
long 4/20/09  11/02/09 196  RT RS QC  Banco Popular 50  96   277.201  302.974    25.774 9  56,067 18  
          RT RS QC  Shanghai Pudong 50  2,179   12.380  17.670    5.290 43  67,594 94  
100 26 54 
short 11/02/09   9/06/10 308  RT RS QC  Resona 50  43,352   0.780  0.657 0.925  0.146 19  73,903 22  
          RT RS QC  Shinsei Bank 50  37,769   0.895  0.525 1.527  0.632 71  97,759 88  
100 45 55 
long 9/06/10   9/20/10 14  RT RS QC  Banco Macro 50  1,810   27.001  31.428    4.427 16  105,772 5,136  
          RT RS QC  State Bank of India 50  11,217   4.358  4.554    0.195 4  107,963 214  
100 10 1,231 
short 9/20/10   2/06/12 504  RT RS QC  Piraeus Bank 50  0   342,080.542  97,647.360 1,198,384.646  856,304.104 250  107,963 0  
          RT RS QC  National Bank Greece 50  0   108,426.468  35,252.352 333,489.775  225,063.307 208  107,963 0  
100 0 -100 
long 2/06/12   4/09/12 63  RT RS QC  Bank of Ireland 50  1,499   35.997  26.029    -9.968 -28  93,021 -85  
          RT RS QC  Aozora Bank 50  31,452   1.717  1.654    -0.063 -4  91,047 -19  
100 -16 -63 
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  18,866   2.413  2.971 1.854  -0.559 -23  80,509 -48  
          RT RS QC  Unicredit 50  361   125.883  127.749 124.017  -1.866 -1  79,835 -4  
100 -12 -28 
long 9/03/12  11/12/12 70  RT RS QC  Regional 50  1,781   22.401  24.872    2.471 11  84,236 73  
          RT RS QC  Alpha Bank 50  74   533.749  623.111    89.362 17  90,849 124  
100 14 97 
short 11/12/12   1/07/13 56  RT RS QC  Banco Popular 50  1,114   40.742  28.820 57.595  16.853 41  109,623 855  
          RT RS QC  Bankia 50  114   398.535  212.415 747.738  349.202 88  149,432 5,942  
100 65 2,465 
long 1/07/13   3/18/13 70  RT RS QC  Banco BPI 50  8,886   8.407  9.063    0.656 8  155,258 48  
          RT RS QC  Shinsei Bank 50  58,082   1.287  1.501    0.215 17  167,719 123  
100 12 83 
short 3/18/13   9/23/13 189  RT RS QC  Bankia 50  782   107.181  26.548 432.717  325.536 304  422,288 1,381  
          RT RS QC  Eurobank Ergasias 50  37   2,214.486  497.980 9,847.689  7,633.203 345  704,717 1,685  
100 324 1,528 
long 9/23/13  10/07/13 14  RT RS QC  Banco Macro 50  16,029   21.982  22.949    0.967 4  720,222 207  
          RT RS QC  BBVA Banco Francés 50  16,679   21.126  21.633    0.507 2  728,681 86  
100 3 139 
short 10/07/13  10/28/13 21  RT RS QC  Banif 50  4,383,995   0.083  0.067 0.103  0.020 24  815,454 3,998  
          RT RS QC  Eurobank Ergasias 50  843   432.156  578.945 285.368  -146.788 -34  691,711 -100  
100 -5 -60 
long 10/28/13  11/04/13 7  RT RS QC  Banco Macro 50  13,552   25.519  24.264    -1.255 -5  674,705 -93  
          RT RS QC  BBVA Banco Francés 50  14,036   24.641  22.110    -2.531 -10  639,176 -100  
100 -8 -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  4,847,475   0.066  0.066 0.066  0.000 0  639,522 3  
          RT RS QC  Eurobank Ergasias 50  596   535.672  477.224 601.277  65.606 12  678,623 1,933  
100 6 377 
long 11/18/13  12/09/13 21  RT RS QC  Banco Macro 50  14,072   24.111  23.121    -0.990 -4  664,690 -52  
          RT RS QC  BBVA Banco Francés 50  14,284   23.756  21.178    -2.578 -11  627,871 -86  
100 -7 -74 
short 12/09/13   4/13/15 490  RT RS QC  Banif 50  4,181,456   0.075  0.049 0.114  0.039 52  791,876 37  
          RT RS QC  Eurobank Ergasias 50  684   458.810  72.955 2,885.441  2,426.631 529  2,451,691 293  
100 291 176 
long 4/13/15   5/18/15 35  RT RS QC  Industrial Bank 50  59,248   20.690  17.750    -2.940 -14  2,277,502 -80  
          RT RS QC  China Everbright Bk 50  225,340   5.440  5.070    -0.370 -7  2,194,126 -52  
100 -11 -69 
short 5/18/15   9/26/16 497  RT RS QC  Alpha Bank 50  10,280   106.713  11.484 991.598  884.885 829  11,290,743 414  
          RT RS QC  Piraeus Bank 50  182   6,023.675  20.266 1,790,402.646  1,784,378.971 29,623  336m 6,450  
100 15,221 3,926 
long 9/26/16  10/17/16 21  RT RS QC  Banco Macro 50  3,308,304   50.789  53.924    3.136 6  346m 183  
          RT RS QC  Sberbank 50  2,617,548   64.191  63.371    -0.820 -1  344m -20  
100 2 52 
short 10/17/16  10/31/16 14  RT RS QC  Banco Comercial 50  115,370,024   1.492  1.554 1.430  -0.062 -4  337m -67  
          RT RS QC  Banco Popular 50  22,341,848   7.705  7.437 7.982  0.278 4  343m 152  
100 0 -7 
long 10/31/16  11/14/16 14  RT RS QC  Standard Chartered 50  2,909,545   58.995  58.995    0.000 0  343m 0  
          RT RS QC  Sberbank 50  2,670,921   64.266  64.266    0.000 0  343m 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  110,431,326   1.554  1.564 1.545  -0.010 -1  342m -15  
          RT RS QC  Banco Popular 50  23,081,142   7.437  6.234 8.872  1.435 19  375m 9,844  
100 9 925 
long 11/28/16  12/05/16 7  RT RS QC  Bank of America 50  1,339,442   140.114  152.428    12.314 9  392m 7,981  
          RT RS QC  Sberbank 50  2,775,066   67.629  70.879    3.250 5  401m 1,056  
100 7 2,984 
short 12/05/16  12/12/16 7  RT RS QC  Banco Popolare 50  13,553,958   14.788  16.401 13.174  -1.614 -11  379m -100  
          RT RS QC  Banco Popular 50  28,530,160   7.025  7.437 6.613  -0.412 -6  367m -96  
100 -8 -99 
long 12/12/16   3/13/17 91  RT RS QC  Bank of America 50  1,176,438   156.082  174.816    18.733 12  389m 58  
          RT RS QC  Sberbank 50  2,234,129   82.189  77.002    -5.187 -6  378m -23  
100 3 12 
short 3/13/17   7/17/17 126  RT RS QC  Gentera 50  19,788,247   9.543  10.794 8.293  -1.251 -13  353m -33  
          RT RS QC  Banco Comercial 50  160,330,665   1.178  1.894 0.461  -0.716 -61  238m -93  
100 -37 -74 
long 7/17/17   7/24/17 7  RT RS QC  Commerzbank 50  1,388,242   85.747  82.917    -2.830 -3  234m -83  
          RT RS QC  Montepio 50  15,348,491   7.756  7.856    0.100 1  236m 95  
100 -1 -41 
short 7/24/17   1/29/18 189  RT RS QC  Gentera 50  11,167,898   10.552  5.644 19.729  9.177 87  338m 235  
          RT RS QC  Bank of Bejing 50  14,785,564   7.970  7.610 8.347  0.377 5  344m 9  
100 46 107 
long 1/29/18   2/05/18 7  RT RS QC  BBVA Banco Francés 50  3,280,287   52.395  47.100    -5.295 -10  326m -100  
          RT RS QC  Banco Comercial 50  66,553,345   2.582  2.330    -0.252 -10  310m -100  
100 -10 -100 
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  28,243,012   5.481  5.501 5.460  -0.020 0  309m 0  
          RT RS QC  VTB Bank 50  13,141,066   11.779  7.901 17.561  5.782 49  385m 44  
100 24 22 
long 3/11/19   5/06/19 56  RT RS QC  Industrial Bank 50  9,973,758   19.300  19.340    0.040 0  385m 1  
          RT RS QC  Axis Bank 50  29,001,944   6.637  7.281    0.644 10  404m 83  
100 5 37 
short 5/06/19  11/11/19 189  RT RS QC  Aozora Bank 50  122,168,337   1.654  1.822 1.485  -0.168 -10  383m -19  
          RT RS QC  Yes Bank 50  124,750,605   1.619  0.715 3.670  2.051 127  639m 386  
100 58 143 
long 11/11/19  12/09/19 28  RT RS QC  Banca Generali 50  1,337,089   239.070  233.697    -5.374 -2  632m -26  
          RT RS QC  ICICI Bank 50  65,732,606   4.863  5.217    0.354 7  655m 150  
100 3 38 
short 12/09/19  12/23/19 14  RT RS QC  Indiabulls HF 50  127,712,880   2.566  2.909 2.223  -0.343 -13  612m -98  
          RT RS QC  Yes Bank 50  587,933,343   0.557  0.488 0.637  0.079 14  658m 3,084  
100 0 11 
long 12/23/19   1/20/20 28  RT RS QC  Banco Macro 50  10,734,033   30.655  32.430    1.775 6  677m 108  
          RT RS QC  ICICI Bank 50  61,835,195   5.322  5.100    -0.221 -4  663m -43  
100 1 11 
short 1/20/20   6/22/20 154  RT RS QC  Indiabulls HF 50  112,334,034   2.953  2.259 3.861  0.908 31  765m 89  
          RT RS QC  Yes Bank 50  757,352,827   0.438  0.259 0.741  0.303 69  995m 248  
100 50 161 
long 6/22/20   7/27/20 35  RT RS QC  BBVA Banco Francés 50  35,825,932   13.890  17.661    3.771 27  1,130m 1,124  
          RT RS QC  FinecoBank 50  5,163,926   96.364  105.153    8.789 9  1,176m 148  
100 18 469 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 7/27/20   8/24/20 28  RT RS QC  Ferratum 50  24,991,510   23.523  43.752 3.293  -20.229 -86  670m -100  
          RT RS QC  Yes Bank 50  5112,333,333   0.115  0.138 0.092  -0.023 -20  553m -95  
100 -53 -100 
long 8/24/20   8/31/20 7  RT RS QC  BBVA Banco Francés 50  20,379,305   13.559  13.759    0.200 1  557m 115  
          RT RS QC  UBI Banca 50  9,168,836   30.137  29.684    -0.453 -2  553m -55  
100 0 -1 
short 8/31/20  11/23/20 84  RT RS QC  Gentera 50  123,183,313   2.243  2.624 1.861  -0.381 -17  506m -56  
          RT RS QC  Yes Bank 50  2059,222,459   0.134  0.129 0.140  0.006 4  517m 20  
100 -6 -25 
long 11/23/20   3/01/21 98  RT RS QC  IndusInd Bank 50  34,412,251   7.517  9.522    2.004 27  586m 141  
          RT RS QC  Kotak Mahindra Bank 50  15,407,861   16.789  16.453    -0.336 -2  581m -7  
100 12 54 
accum 5/15/06 3/01/215404 days out of 5537 invested (98%) 5,811,623 581m 110  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort  9/20/10  2/06/12504342,080.5497,647.361,198,384.65856,304.10 250.3250125.16 
 short  5/18/15  9/26/164976,023.6720.271,790,402.651,784,378.97 29,622.7614,811.3833,474.64 
 Eurobank Ergasiasshort  3/18/13  9/23/131892,214.49497.989,847.697,633.20 344.69172.35 
 short 10/07/13 10/28/1321432.16578.94285.37-146.79 -33.97-16.98 
 short 11/04/13 11/18/1314535.67477.22601.2865.61 12.256.12 
 short 12/09/13  4/13/15490458.8172.952,885.442,426.63 528.90264.45774.45 
 Alpha Banklong  9/03/12 11/12/1270533.75623.1189.36 16.748.37 
 short  5/18/15  9/26/16497106.7111.48991.60884.88 829.22414.61457.69 
 Shinsei Bankshort  3/05/07  4/20/097774.030.9317.4813.44 333.44166.72 
 short 11/02/09  9/06/103080.890.521.530.63 70.5935.29 
 long  1/07/13  3/18/13701.291.500.21 16.688.34290.94 
 Bankiashort 11/12/12  1/07/1356398.54212.41747.74349.20 87.6243.81 
 short  3/18/13  9/23/13189107.1826.55432.72325.54 303.73151.86262.21 
 Sumitomo Mitsui Trstshort  3/05/07  4/20/097778.242.1831.1122.86 277.38138.69138.69 
 Yes Bankshort  5/06/19 11/11/191891.620.713.672.05 126.6363.32 
 short 12/09/19 12/23/19140.560.490.640.08 14.197.10 
 short  1/20/20  6/22/201540.440.260.740.30 69.2634.63 
 short  7/27/20  8/24/20280.110.140.09-0.02 -19.99-10.00 
 short  8/31/20 11/23/20840.130.130.140.01 4.272.14116.47 
 National Bank Greeceshort  9/20/10  2/06/12504108,426.4735,252.35333,489.78225,063.31 207.57103.79103.79 
 Banifshort 10/07/13 10/28/13210.080.070.100.02 23.8211.91 
 short 11/04/13 11/18/13140.070.070.070.00 0.110.05 
 short 12/09/13  4/13/154900.080.050.110.04 52.2426.1241.22 
 Banco Popularlong  4/20/09 11/02/09196277.20302.9725.77 9.304.65 
 short 11/12/12  1/07/135640.7428.8257.5916.85 41.3620.68 
 short 10/17/16 10/31/16147.707.447.980.28 3.601.80 
 short 11/14/16 11/28/16147.446.238.871.43 19.299.65 
 short 12/05/16 12/12/1677.037.446.61-0.41 -5.86-2.9336.84 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Sberbanklong  9/04/06  3/05/0718280.65139.9259.27 73.4936.74 
 long  9/26/16 10/17/162164.1963.37-0.82 -1.28-0.64 
 long 10/31/16 11/14/161464.2764.270.00 0.000.00 
 long 11/28/16 12/05/16767.6370.883.25 4.812.40 
 long 12/12/16  3/13/179182.1977.00-5.19 -6.31-3.1634.74 
 VTB Bankshort  2/05/18  3/11/1939911.787.9017.565.78 49.0924.5424.54 
 Genterashort  3/13/17  7/17/171269.5410.798.29-1.25 -13.11-6.55 
 short  7/24/17  1/29/1818910.555.6419.739.18 86.9743.48 
 short  2/05/18  3/11/193995.485.505.46-0.02 -0.37-0.18 
 short  8/31/20 11/23/20842.242.621.86-0.38 -17.01-8.5022.46 
 Shanghai Pudonglong  4/20/09 11/02/0919612.3817.675.29 42.7321.3721.37 
 IndusInd Banklong 11/23/20  3/01/21987.529.522.00 26.6613.3313.33 
 Banco Macrolong  9/06/10  9/20/101427.0031.434.43 16.408.20 
 long  9/23/13 10/07/131421.9822.950.97 4.402.20 
 long 10/28/13 11/04/13725.5224.26-1.25 -4.92-2.46 
 long 11/18/13 12/09/132124.1123.12-0.99 -4.11-2.05 
 long  9/26/16 10/17/162150.7953.923.14 6.173.09 
 long 12/23/19  1/20/202830.6632.431.77 5.792.8912.06 
 Bank of Americalong 11/28/16 12/05/167140.11152.4312.31 8.794.39 
 long 12/12/16  3/13/1791156.08174.8218.73 12.006.0010.66 
 Resonashort 11/02/09  9/06/103080.780.660.930.15 18.679.339.33 
 Indiabulls HFshort 12/09/19 12/23/19142.572.912.22-0.34 -13.37-6.68 
 short  1/20/20  6/22/201542.952.263.860.91 30.7515.377.66 
 Regionallong  9/03/12 11/12/127022.4024.872.47 11.035.525.52 
 Axis Banklong  3/11/19  5/06/19566.647.280.64 9.704.854.85 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 FinecoBanklong  6/22/20  7/27/203596.36105.158.79 9.124.564.56 
 Banco BPIlong  1/07/13  3/18/13708.419.060.66 7.803.903.90 
 Bank of Bejingshort  7/24/17  1/29/181897.977.618.350.38 4.732.372.37 
 State Bank of Indialong  9/06/10  9/20/10144.364.550.20 4.482.242.24 
 Intesa Sanpaololong  9/04/06  3/05/0718249.5851.531.95 3.931.971.97 
 ICICI Banklong 11/11/19 12/09/19284.865.220.35 7.283.64 
 long 12/23/19  1/20/20285.325.10-0.22 -4.16-2.081.48 
 Montepiolong  7/17/17  7/24/1777.767.860.10 1.290.650.65 
 Triodos Groenfondsshort  5/15/06  9/04/06112582.71580.88584.541.83 0.310.160.16 
 Standard Charteredlong 10/31/16 11/14/161459.0059.000.00 0.000.000.00 
 Unicreditshort  4/09/12  9/03/12147125.88127.75124.02-1.87 -1.48-0.74-0.74 
 UBI Bancalong  8/24/20  8/31/20730.1429.68-0.45 -1.50-0.75-0.75 
 Kotak Mahindra Banklong 11/23/20  3/01/219816.7916.45-0.34 -2.00-1.00-1.00 
 Banca Generalilong 11/11/19 12/09/1928239.07233.70-5.37 -2.25-1.12-1.12 
 BBVA Banco Francéslong  9/23/13 10/07/131421.1321.630.51 2.401.20 
 long 10/28/13 11/04/13724.6422.11-2.53 -10.27-5.14 
 long 11/18/13 12/09/132123.7621.18-2.58 -10.85-5.43 
 long  1/29/18  2/05/18752.4047.10-5.30 -10.11-5.05 
 long  6/22/20  7/27/203513.8917.663.77 27.1513.58 
 long  8/24/20  8/31/20713.5613.760.20 1.480.74-1.37 
 Commerzbanklong  7/17/17  7/24/17785.7582.92-2.83 -3.30-1.65-1.65 
 China Everbright Bklong  4/13/15  5/18/15355.445.07-0.37 -6.80-3.40-3.40 
 Swedbankshort  5/15/06  9/04/06112208.86227.90189.82-19.04 -9.12-4.56-4.56 
 Banco Popolareshort 12/05/16 12/12/16714.7916.4013.17-1.61 -10.91-5.46-5.46 
 Aozora Banklong  2/06/12  4/09/12631.721.65-0.06 -3.66-1.83 
 short  5/06/19 11/11/191891.651.821.49-0.17 -10.18-5.09-6.83 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Industrial Banklong  4/13/15  5/18/153520.6917.75-2.94 -14.21-7.10 
 long  3/11/19  5/06/195619.3019.340.04 0.210.10-7.01 
 Banca Pop Milshort  4/09/12  9/03/121472.412.971.85-0.56 -23.15-11.58-11.58 
 Bank of Irelandlong  2/06/12  4/09/126336.0026.03-9.97 -27.69-13.85-13.85 
 Banco Comercialshort 10/17/16 10/31/16141.491.551.43-0.06 -4.17-2.09 
 short 11/14/16 11/28/16141.551.561.54-0.01 -0.62-0.31 
 short  3/13/17  7/17/171261.181.890.46-0.72 -60.83-30.41 
 long  1/29/18  2/05/1872.582.33-0.25 -9.77-4.89-35.40 
 Ferratumshort  7/27/20  8/24/202823.5243.753.29-20.23 -86.00-43.00-43.00 


Annotations
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)
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
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.