RS Chart
Assessment - Banks - 29/06/20 - RS = 13
 ⇐ 
  instrument freshest Δday 29/06/20 Δwk 30/03/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note SOM Banks 146.708  14:28 2.05 143.862 1.98 129.249 14.613 11.31  USD -11.80 
real-time RS chart chart L add note BBVA Banco Francés 142.450  14:04 1.14 144.150 -1.18 69.600 74.550 107.11  ARS 30.67 
real-time RS chart chart L add note Deutsche Bank 8.607  11:55 3.11 8.430 2.10 5.824 2.606 44.75  EUR 22.49 
real-time RS chart chart L add note FinecoBank 12.345  12:35 2.88 12.135 1.73 8.422 3.713 44.09  EUR 22.18 
real-time RS chart chart add note comdirect bank 13.820  07:26 0.44 13.620 1.47 12.740 0.880 6.91  EUR 13.88 
real-time RS chart chart L add note Umweltbank 12.350  07:28 0.82 12.150 1.65 10.350 1.800 17.39  EUR 11.93 
real-time RS chart chart L add note UBI Banca 3.005  12:34 3.80 2.925 2.74 2.385 0.540 22.64  EUR 10.56 
real-time RS chart chart L add note Banca Generali 26.900  12:34 3.30 26.580 1.20 18.670 7.910 42.37  EUR 2.26 
real-time RS chart chart L add note Indiabulls HF 225.300  10:00 2.34 216.650 3.99 91.350 125.300 137.16  INR 0.33 
real-time RS chart chart L add note Nordea Bank 6.271  08:29 1.69 6.221 0.80 4.918 1.303 26.49  EUR 0.20 
real-time RS chart chart L add note China Constr Bk HK 6.090  08:08 2.87 6.230 -2.25 6.240 -0.010 -0.16  HKD 0.19 
real-time RS chart chart L add note UBS 11.020  12:15 1.85 10.825 1.80 9.064 1.761 19.43  CHF -0.09 
real-time RS chart chart L add note Banco Macro 210.950  14:04 2.06 209.300 0.79 139.650 69.650 49.87  ARS -0.12 
real-time RS chart chart L add note Svenska Handelsbank 89.640  08:30 1.24 91.000 -1.49 79.720 11.280 14.15  SEK -0.48 
real-time RS chart chart add note Triodos Groenfonds 58.380  08:00 -0.17 58.520 -0.24 56.910 1.610 2.83  EUR -0.59 
real-time RS chart chart L add note Nordea Bank 65.540  08:30 1.55 65.130 0.63 54.450 10.680 19.61  SEK -1.77 
real-time RS chart chart L add note HDFC Bank 1,089.400  10:00 0.44 1,076.050 1.24 831.650 244.400 29.39  INR -1.93 
real-time RS chart chart L add note S.E.B 83.080  08:30 2.21 81.400 2.06 66.080 15.320 23.18  SEK -2.75 
real-time RS chart chart L add note National Bank CA 62.000  14:19 0.78 61.000 1.64 52.030 8.970 17.24  CAD -2.79 
real-time RS chart chart L add note Danske Bank 92.600  08:30 3.03 89.300 3.70 73.400 15.900 21.66  DKK -3.16 
real-time RS chart chart L add note Bank of China 3.580  07:00 2.29 3.470 3.17 3.520 -0.050 -1.42  CNY -3.20 
real-time RS chart chart L add note Bank of East Asia 18.160  08:08 2.60 17.480 3.89 16.240 1.240 7.64  HKD -3.24 
real-time RS chart chart L add note Agricultural Bank 3.450  07:00 1.77 3.370 2.37 3.410 -0.040 -1.17  CNY -3.70 
real-time RS chart chart L add note Ind and Comm Bk 5.060  07:00 1.40 5.250 -3.62 5.220 0.030 0.57  CNY -4.38 
real-time RS chart chart L add note China Merchants Bank 35.300  07:00 1.47 33.640 4.93 32.650 0.990 3.03  CNY -4.47 
  instrument freshest Δday 29/06/20 Δwk 30/03/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note China Minsheng Bk 5.860  07:00 1.91 5.660 3.53 5.700 -0.040 -0.70  CNY -4.97 
real-time RS chart chart L add note Shizuoka Bank 689.000  06:15 -0.43 696.000 -1.01 696.000 0.000 0.00  JPY -5.65 
real-time RS chart chart L add note Bank of Comm 5.270  07:00 2.13 5.120 2.93 5.220 -0.100 -1.92  CNY -5.70 
real-time RS chart chart L add note Jyske Bank 199.900  08:29 2.41 196.300 1.83 164.350 31.950 19.44  DKK -5.75 
real-time RS chart chart L add note Chiba Bank 513.000  06:00 1.18 510.000 0.59 497.000 13.000 2.62  JPY -6.01 
real-time RS chart chart L add note Swedbank 124.940  08:31 2.54 121.000 3.26 107.900 13.100 12.14  SEK -6.09 
real-time RS chart chart L add note Royal Bank CA 93.400  14:19 1.40 92.210 1.29 84.800 7.410 8.74  CAD -6.13 
real-time RS chart chart L add note Bank of China 2.950  08:08 2.79 2.890 2.08 2.900 -0.010 -0.34  HKD -6.35 
real-time RS chart chart L add note Bank of China (HK) 24.000  08:08 1.45 24.350 -1.44 21.100 3.250 15.40  HKD -6.44 
real-time RS chart chart L add note Shanghai Pudong 11.050  07:00 2.89 10.570 4.54 10.280 0.290 2.82  CNY -6.51 
real-time RS chart chart L add note Bank of Communicats 5.010  08:08 4.81 4.790 4.59 4.640 0.150 3.23  HKD -7.00 
real-time RS chart chart add note Kotak Mahindra Bank 1,352.000  09:59 -0.35 1,355.650 -0.27 1,293.700 61.950 4.79  INR -7.24 
real-time RS chart chart L add note Commonwealth Bank 71.100  06:10 1.75 68.580 3.67 63.950 4.630 7.24  AUD -7.33 
real-time RS chart chart L add note Bank of Shanghai 8.570  07:00 2.39 8.210 4.38 8.250 -0.040 -0.48  CNY -7.54 
real-time RS chart chart L add note Fukuoka 1,689.000  06:15 0.06 1,682.000 0.42 1,546.000 136.000 8.80  JPY -7.60 
real-time RS chart chart L add note Bank of Bejing 5.080  07:00 2.01 4.880 4.10 4.870 0.010 0.21  CNY -7.82 
real-time RS chart chart L add note KBC 52.140  08:04 3.29 51.300 1.64 40.370 10.930 27.07  EUR -8.64 
real-time RS chart chart L add note Cdn Imp Bk Comm 91.980  14:17 1.37 90.130 2.05 79.000 11.130 14.09  CAD -8.73 
real-time RS chart chart add note China Everbright Bk 3.920  07:00 2.08 3.580 9.50 3.690 -0.110 -2.98  CNY -8.96 
real-time RS chart chart L add note Credit Suisse 9.870  12:14 2.09 9.730 1.44 7.998 1.732 21.66  CHF -9.26 
real-time RS chart chart L add note DNB 131.850  08:05 0.04 129.700 1.66 112.850 16.850 14.93  NOK -10.33 
real-time RS chart chart L add note BNP Paribas 36.195  12:24 4.25 35.350 2.39 28.250 7.100 25.13  EUR -10.45 
real-time RS chart chart L add note Resona 367.700  06:15 0.85 368.000 -0.08 344.000 24.000 6.98  JPY -10.79 
real-time RS chart chart add note Industrial Bank 16.550  07:00 2.48 15.790 4.81 16.200 -0.410 -2.53  CNY -10.86 
real-time RS chart chart L add note Intesa Sanpaolo 1.755  12:35 3.80 1.702 3.10 1.471 0.231 15.72  EUR -11.16 
  instrument freshest Δday 29/06/20 Δwk 30/03/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart S add note ICBC 4.860  08:08 3.40 4.750 2.32 5.220 -0.470 -9.00  HKD -11.20 
real-time RS chart chart L add note DBS Bank 21.280  09:07 1.09 20.520 3.70 18.300 2.220 12.13  SGD -11.71 
real-time RS chart chart L add note Toronto-Dominion 61.210  14:19 1.02 60.320 1.48 58.460 1.860 3.18  CAD -11.97 
real-time RS chart chart L add note BNY Mellon 38.520  14:26 2.47 36.950 4.25 34.000 2.950 8.68  USD -12.02 
real-time RS chart chart L add note OCBC 9.180  09:13 0.88 8.910 3.03 8.520 0.390 4.58  SGD -12.57 
real-time RS chart chart add note HDFC 1,889.450  10:00 2.96 1,741.150 8.52 1,558.750 182.400 11.70  INR -13.57 
real-time RS chart chart L add note Credit Agricole 8.604  12:24 2.70 8.386 2.60 6.698 1.688 25.20  EUR -14.02 
real-time RS chart chart L add note American Express 96.240  14:27 2.33 94.520 1.82 90.270 4.250 4.71  USD -14.06 
real-time RS chart chart L add note KB Financial 34,450.000  06:30 0.15 33,900.000 1.62 34,750.000 -850.000 -2.45  KRW -14.46 
real-time RS chart chart L add note Commerzbank 4.125  08:09 4.17 3.967 3.98 3.338 0.629 18.84  EUR -14.87 
real-time RS chart chart add note Shinsei Bank 1,270.000  06:15 -0.70 1,296.000 -2.01 1,461.000 -165.000 -11.29  JPY -15.17 
real-time RS chart chart L add note Sberbank 10.230  06:11 0.24 10.180 0.49 8.292 1.888 22.77  EUR -15.24 
real-time RS chart chart L add note Raiffeisen Bank Int 16.780  13:52 4.29 16.050 4.55 13.745 2.305 16.77  EUR -15.43 
real-time RS chart chart L add note United Overseas Bank 20.650  09:04 0.98 20.080 2.84 19.210 0.870 4.53  SGD -15.43 
real-time RS chart chart L add note Bank Nova Scotia 56.910  14:18 1.30 55.620 2.32 54.810 0.810 1.48  CAD -15.71 
real-time RS chart chart L add note Bankinter 4.262  08:06 1.96 4.248 0.33 3.151 1.097 34.81  EUR -15.87 
real-time RS chart chart L add note Woori Financial 8,920.000  06:30 -0.11 8,690.000 2.65 7,490.000 1,200.000 16.02  KRW -15.91 
real-time RS chart chart L add note Unipol 3.532  12:34 3.15 3.494 1.09 3.024 0.470 15.54  EUR -16.18 
real-time RS chart chart L add note Mediobanca 6.760  12:34 4.55 6.530 3.52 4.975 1.555 31.26  EUR -16.23 
real-time RS chart chart L add note Hang Seng Bank 133.100  08:08 2.31 130.000 2.38 131.000 -1.000 -0.76  HKD -16.29 
real-time RS chart chart L add note Banco BPM 1.374  12:35 5.82 1.362 0.88 1.213 0.149 12.29  EUR -16.31 
real-time RS chart chart L add note Unicredit 8.633  12:34 6.42 8.259 4.53 7.274 0.985 13.54  EUR -16.33 
real-time RS chart chart L add note Bank of America 23.710  14:27 1.93 23.390 1.37 22.040 1.350 6.13  USD -16.41 
real-time RS chart chart L add note ANZ Banking NZ 20.500  04:41 1.59 19.680 4.17 16.300 3.380 20.74  NZD -16.72 
real-time RS chart chart L add note ANZ Banking AU 19.260  06:10 2.01 18.560 3.77 16.780 1.780 10.61  AUD -17.04 
  instrument freshest Δday 29/06/20 Δwk 30/03/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note JP Morgan Chase 93.753  14:28 1.51 93.000 0.81 93.500 -0.500 -0.53  USD -17.15 
real-time RS chart chart L add note Heartland 1.200  04:43 1.220 -1.64 1.000 0.220 22.00  NZD -17.32 
real-time RS chart chart add note ICICI Bank 362.850  10:00 -0.33 343.100 5.76 313.400 29.700 9.48  INR -17.41 
real-time RS chart chart L add note Bank Montreal 72.930  14:18 0.93 71.460 2.06 67.810 3.650 5.38  CAD -17.69 
real-time RS chart chart L add note Citigroup 51.862  14:27 3.00 50.290 3.12 44.080 6.210 14.09  USD -18.09 
real-time RS chart chart add note Sumitomo Mitsui Trst 3,002.000  06:15 0.57 2,928.500 2.51 3,284.000 -355.500 -10.83  JPY -19.01 
real-time RS chart chart L add note National Australia B 18.900  06:10 1.83 18.110 4.36 16.310 1.800 11.04  AUD -19.88 
real-time RS chart chart L add note Westpac Banking 18.610  06:10 1.81 17.790 4.61 16.160 1.630 10.09  AUD -20.12 
real-time RS chart chart L add note Suncorp-Metway 8.960  06:10 1.24 9.220 -2.82 9.100 0.120 1.32  AUD -20.19 
real-time RS chart chart L add note VTB Bank 0.820  06:00 -1.62 0.849 -3.42 0.698 0.151 21.56  EUR -20.82 
real-time RS chart chart L add note Erste Group Bank 22.320  13:52 6.03 21.090 5.83 17.070 4.020 23.55  EUR -21.02 
real-time RS chart chart add note Banco Santander MX 16.870  14:03 1.69 16.850 0.12 15.420 1.430 9.27  MXN -21.23 
real-time RS chart chart L add note IBK 8,150.000  06:30 0.37 8,020.000 1.62 7,270.000 750.000 10.32  KRW -22.00 
real-time RS chart chart L add note Banco Bilbao Viz 3.135  08:06 4.22 3.082 1.72 2.920 0.162 5.55  EUR -22.31 
real-time RS chart chart L add note Standard Chartered 442.500  08:23 2.67 439.200 0.75 455.500 -16.300 -3.58  GBP -22.39 
real-time RS chart chart L add note U.S. Bancorp 36.720  14:28 2.06 36.350 1.02 35.870 0.480 1.34  USD -22.78 
real-time RS chart chart L add note Aareal Bank 17.420  08:07 2.77 17.300 0.69 14.945 2.355 15.76  EUR -23.10 
real-time RS chart chart add note Aozora Bank 1,850.000  06:00 -0.11 1,850.000 2,187.000 -337.000 -15.41  JPY -24.38 
real-time RS chart chart add note Gentera 11.130  14:03 2.87 10.960 1.55 8.750 2.210 25.26  MXN -24.84 
real-time RS chart chart add note Regional 62.370  14:02 2.38 62.170 0.32 61.880 0.290 0.47  MXN -26.38 
real-time RS chart chart L add note Banco Santander 2.233  08:06 4.18 2.207 1.16 2.215 -0.008 -0.34  EUR -26.74 
real-time RS chart chart add note HSBC 386.950  08:23 3.93 384.800 0.56 462.650 -77.850 -16.83  GBP -27.10 
real-time RS chart chart L add note Societe Generale 15.342  12:25 4.42 14.914 2.87 15.436 -0.522 -3.38  EUR -28.55 
real-time RS chart chart L add note Banco del Bajio 20.160  14:03 1.97 19.680 2.44 20.030 -0.350 -1.75  MXN -28.57 
real-time RS chart chart L add note RBS 124.150  08:24 3.93 121.200 2.43 117.400 3.800 3.24  GBP -28.82 
  instrument freshest Δday 29/06/20 Δwk 30/03/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note State Bank of India 185.450  10:00 0.35 179.250 3.46 186.900 -7.650 -4.09  INR -29.28 
real-time RS chart chart L add note Bankia 1.000  08:07 4.43 0.983 1.73 1.045 -0.062 -5.95  EUR -29.36 
real-time RS chart chart add note BPER Banca 2.196  12:35 1.24 2.279 -3.64 2.716 -0.437 -16.09  EUR -29.55 
real-time RS chart chart add note Axis Bank 423.200  10:00 -2.32 404.800 4.55 368.150 36.650 9.96  INR -29.66 
real-time RS chart chart add note HSBC 37.300  08:08 3.04 36.050 3.47 44.500 -8.450 -18.99  HKD -30.38 
real-time RS chart chart L add note Banco Comercial 0.109  08:07 2.64 0.108 0.93 0.105 0.003 2.66  EUR -30.76 
real-time RS chart chart L add note Lloyds Bank 31.830  08:23 3.68 31.255 1.84 33.500 -2.245 -6.70  GBP -31.56 
real-time RS chart chart L add note ABN AMRO 7.966  08:03 4.10 7.744 2.87 7.340 0.404 5.50  EUR -34.86 
real-time RS chart chart add note Wells Fargo 25.609  14:28 2.07 25.700 -0.35 29.920 -4.220 -14.10  USD -35.58 
real-time RS chart chart L add note Bank of Ireland 1.847  13:38 2.21 1.838 0.49 1.793 0.045 2.51  EUR -35.93 
real-time RS chart chart L add note Yes Bank 26.250  10:00 -2.42 26.100 0.57 24.900 1.200 4.82  INR -37.34 
real-time RS chart chart L add note IndusInd Bank 494.800  10:00 0.48 480.000 3.08 413.400 66.600 16.11  INR -41.40 
real-time RS chart chart add note Banco Sabadell 0.321  08:06 4.22 0.319 0.63 0.456 -0.137 -29.94  EUR -48.87 
real-time RS chart chart add note Ferratum 3.780  08:08 4.13 3.650 3.56 3.815 -0.165 -4.33  EUR -49.72 
 Banks - 113 out of 113 instruments rated - 29/06/20 / 30/03/20 - 83 did rise, Market-Ratio(13) = 73.45 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
4/01/16 scale up chart 29/06/20
 


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  11/11/19 189  RT RS QC  Aozora Bank 50  23,560,904  JPY 27.090  28.340 25.840  -1.250 -5  1,247m -9  
          RT RS QC  Yes Bank 50  38,391,874  INR 16.625  7.300 37.862  21.237 128  2,062m 390  
100 62 153 
long 11/11/19   9/12/19 28  RT RS QC  Banca Generali 50  33,372,093  EUR 30.900  30.020    -0.880 -3  2,033m -31  
          RT RS QC  ICICI Bank 50  20,756,797  INR 49.680  52.650    2.970 6  2,095m 113  
100 2 22 
short 9/12/19  23/12/19 14  RT RS QC  Indiabulls HF 50  40,445,561  INR 25.895  29.590 22.200  -3.695 -14  1,945m -98  
          RT RS QC  Yes Bank 50  186,193,392  INR 5.625  4.965 6.373  0.748 13  2,084m 2,489  
100 0 -12 
long 23/12/19  20/01/20 28  RT RS QC  Banco Macro 50  3,996,254  ARS 260.800  278.150    17.350 7  2,154m 132  
          RT RS QC  ICICI Bank 50  19,254,074  INR 54.130  52.570    -1.560 -3  2,124m -32  
100 2 28 
short 20/01/20  22/06/20 154  RT RS QC  Indiabulls HF 50  34,884,111  INR 30.440  24.220 38.257  7.817 26  2,396m 72  
          RT RS QC  Yes Bank 50  235,187,685  INR 4.515  2.775 7.346  2.831 63  3,062m 217  
100 44 138 
long 22/06/20   2/07/20 10  RT RS QC  BBVA Banco Francés 50  11,131,458  ARS 137.550  142.450    4.900 4  3,117m 259  
          RT RS QC  FinecoBank 50  126,435,348  EUR 12.110  12.345    0.235 2  3,147m 102  
100 3 169 
accum15/05/06 2/07/205162 days out of 5295 invested (97%) 31,465,106 3,147m 145  

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 11/11/1918916.637.3037.8621.24 127.7463.87 
 short  9/12/19 23/12/19145.634.976.370.75 13.296.65 
 short 20/01/20 22/06/201544.522.787.352.83 62.7031.35129.55 
 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 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 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 
 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 5.162.58 
 long 23/12/19 20/01/2028260.80278.1517.35 6.653.3316.95 
 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 
 Indiabulls HFshort  9/12/19 23/12/191425.9029.5922.20-3.70 -14.27-7.13 
 short 20/01/20 22/06/2015430.4424.2238.267.82 25.6812.844.79 
 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 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 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 
 ICICI Banklong 11/11/19  9/12/192849.6852.652.97 5.982.99 
 long 23/12/19 20/01/202854.1352.57-1.56 -2.88-1.441.51 
 FinecoBanklong 22/06/20  2/07/201012.1112.350.24 1.940.970.97 
 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 
 Aozora Banklong  6/02/12  9/04/126320.9021.400.50 2.391.20 
 short  6/05/19 11/11/1918927.0928.3425.84-1.25 -4.61-2.31-1.14 
 Banca Generalilong 11/11/19  9/12/192830.9030.02-0.88 -2.85-1.42-1.42 
 Commerzbanklong 17/07/17 24/07/17711.0510.56-0.49 -4.44-2.22-2.22 
 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 
 long 22/06/20  2/07/2010137.55142.454.90 3.561.78-9.18 
 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 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 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.