RS Chart
Assessment - Banks - 3/01/21 - RS = 13
 ⇐ 
  instrument freshest Δday 3/01/21 Δwk 11/30/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note SOM Banks 187.270  Fri 0.19 187.159 0.06 164.241 22.918 13.95  USD 27.42 
real-time RS chart chart L add note State Bank of India 383.650  Fri -3.03 405.050 -5.28 244.200 160.850 65.87  INR 92.00 
real-time RS chart chart L add note IndusInd Bank 1,039.900  Fri -4.77 1,099.750 -5.44 859.000 240.750 28.03  INR 90.70 
real-time RS chart chart L add note Bank of Ireland 3.520  Fri 2.33 3.542 -0.62 2.638 0.904 34.27  EUR 72.66 
real-time RS chart chart L add note ICICI Bank 609.450  Fri -1.82 632.100 -3.58 474.300 157.800 33.27  INR 59.29 
real-time RS chart chart L add note Axis Bank 730.750  Fri -0.82 753.950 -3.08 605.100 148.850 24.60  INR 57.80 
real-time RS chart chart L add note Banco Bilbao Viz 4.703  Fri 0.64 4.699 0.09 3.930 0.769 19.57  EUR 54.82 
real-time RS chart chart L add note Banco BPM 2.204  Fri 0.64 2.211 -0.32 1.851 0.361 19.48  EUR 51.51 
real-time RS chart chart L add note NatWest 188.050  Fri 0.80 190.950 -1.52 154.600 36.350 23.51  GBP 51.42 
real-time RS chart chart L add note Indiabulls HF 231.600  Fri -4.87 248.000 -6.61 186.250 61.750 33.15  INR 50.81 
real-time RS chart chart L add note Bankia 1.693  Fri -0.85 1.714 -1.25 1.441 0.273 18.95  EUR 49.19 
real-time RS chart chart L add note Credit Agricole 12.215  Fri 0.87 12.270 -0.45 9.674 2.596 26.83  EUR 47.92 
real-time RS chart chart L add note BNP Paribas 51.590  Fri -0.12 51.720 -0.25 42.965 8.755 20.38  EUR 47.52 
real-time RS chart chart L add note Industrial Bank 24.800  Fri -1.98 25.970 -4.51 21.020 4.950 23.55  CNY 47.20 
real-time RS chart chart L add note Regional 97.460  Fri 0.91 96.640 0.85 86.280 10.360 12.01  MXN 46.78 
real-time RS chart chart L add note JP Morgan Chase 150.910  Fri 0.23 152.910 -1.31 117.880 35.030 29.72  USD 46.35 
real-time RS chart chart L add note Societe Generale 21.335  Fri 0.57 21.480 -0.68 16.686 4.794 28.73  EUR 46.06 
real-time RS chart chart L add note ANZ Banking NZ 30.900  Fri 1.91 29.490 4.78 23.890 5.600 23.44  NZD 44.40 
real-time RS chart chart L add note ANZ Banking AU 28.840  Fri 1.59 27.560 4.64 22.640 4.920 21.73  AUD 44.18 
real-time RS chart chart L add note Bank of America 36.930  Fri 1.18 36.420 1.40 28.160 8.260 29.33  USD 42.36 
real-time RS chart chart L add note HDFC Bank 1,530.000  Fri -1.42 1,586.850 -3.58 1,438.000 148.850 10.35  INR 42.33 
real-time RS chart chart L add note Umweltbank 16.550  Fri -6.50 17.600 -5.97 13.400 4.200 31.34  EUR 42.33 
real-time RS chart chart L add note Heartland 1.850  Fri -0.54 1.860 -0.54 1.450 0.410 28.28  NZD 40.97 
real-time RS chart chart L add note American Express 147.330  Fri 3.26 142.590 3.32 118.590 24.000 20.24  USD 40.38 
real-time RS chart chart L add note Citigroup 70.230  Fri 0.60 70.380 -0.21 55.070 15.310 27.80  USD 39.49 
  instrument freshest Δday 3/01/21 Δwk 11/30/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Deutsche Bank 10.572  Fri 2.13 10.706 -1.25 9.343 1.363 14.59  EUR 39.05 
real-time RS chart chart L add note Wells Fargo 37.430  Fri 0.73 37.690 -0.69 27.350 10.340 37.81  USD 38.90 
real-time RS chart chart L add note Bankinter 5.610  Fri 0.36 5.654 -0.78 4.149 1.505 36.27  EUR 38.16 
real-time RS chart chart L add note Banco Santander 2.980  Fri 1.29 2.945 1.21 2.418 0.527 21.80  EUR 37.92 
real-time RS chart chart L add note China Merchants Bank 51.400  Fri -1.91 52.770 -2.60 44.200 8.570 19.39  CNY 37.56 
real-time RS chart chart L add note HDFC 2,543.900  Fri -1.51 2,654.900 -4.18 2,238.000 416.900 18.63  INR 37.33 
real-time RS chart chart L add note Westpac Banking 24.870  Fri 0.12 24.530 1.39 20.130 4.400 21.86  AUD 36.37 
real-time RS chart chart L add note Mediobanca 9.066  Fri 0.60 8.950 1.30 7.474 1.476 19.75  EUR 35.94 
real-time RS chart chart L add note National Australia B 26.390  Fri 0.30 25.700 2.68 22.890 2.810 12.28  AUD 35.64 
real-time RS chart chart L add note Bank Montreal 108.110  Fri 1.46 107.320 0.74 93.330 13.990 14.99  CAD 35.29 
real-time RS chart chart L add note Credit Suisse 12.750  Fri -1.70 13.005 -1.96 11.480 1.525 13.28  CHF 33.72 
real-time RS chart chart L add note Ferratum 6.060  Fri 6.060 4.710 1.350 28.66  EUR 33.67 
real-time RS chart chart L add note UBS 14.350  Fri -0.66 14.595 -1.68 12.890 1.705 13.23  CHF 33.51 
real-time RS chart chart L add note Erste Group Bank 28.030  Fri 1.23 27.950 0.29 24.100 3.850 15.98  EUR 32.77 
real-time RS chart chart add note Kotak Mahindra Bank 1,922.500  Fri 1.31 1,899.500 1.21 1,885.300 14.200 0.75  INR 31.45 
real-time RS chart chart L add note Chiba Bank 707.000  Fri -0.56 708.000 -0.14 592.000 116.000 19.59  JPY 31.40 
real-time RS chart chart L add note U.S. Bancorp 52.470  Fri 2.84 51.160 2.56 43.210 7.950 18.40  USD 31.30 
real-time RS chart chart L add note Bank Nova Scotia 77.430  Fri 1.52 76.980 0.58 63.200 13.780 21.80  CAD 31.03 
real-time RS chart chart L add note Intesa Sanpaolo 2.195  Fri 0.11 2.203 -0.39 1.925 0.278 14.42  EUR 29.59 
real-time RS chart chart L add note National Bank CA 83.510  Fri 0.63 82.110 1.71 71.940 10.170 14.14  CAD 29.52 
real-time RS chart chart L add note Danske Bank 120.800  Fri 2.24 118.300 2.11 102.850 15.450 15.02  DKK 29.44 
real-time RS chart chart L add note Commerzbank 5.508  Fri 0.92 5.532 -0.43 5.210 0.322 6.18  EUR 28.89 
real-time RS chart chart L add note Lloyds Bank 40.075  Fri -0.67 40.415 -0.84 35.620 4.795 13.46  GBP 27.82 
real-time RS chart chart L add note Aareal Bank 21.880  Fri 0.37 22.440 -2.50 20.500 1.940 9.46  EUR 27.81 
real-time RS chart chart L add note DNB 177.200  Fri 1.66 175.000 1.26 163.550 11.450 7.00  NOK 27.25 
  instrument freshest Δday 3/01/21 Δwk 11/30/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note DBS Bank 27.690  Fri -1.25 27.480 0.76 25.200 2.280 9.05  SGD 27.20 
real-time RS chart chart L add note FinecoBank 14.445  Fri 0.49 14.510 -0.45 13.135 1.375 10.47  EUR 26.55 
real-time RS chart chart L add note Shinsei Bank 1,719.000  Fri -1.49 1,664.000 3.31 1,242.000 422.000 33.98  JPY 26.16 
real-time RS chart chart L add note Cdn Imp Bk Comm 122.520  Fri 1.07 121.200 1.09 109.480 11.720 10.71  CAD 26.01 
real-time RS chart chart L add note Unipol 4.430  Fri -3.19 4.520 -1.99 4.020 0.500 12.44  EUR 25.32 
real-time RS chart chart L add note Toronto-Dominion 79.510  Fri 1.48 78.920 0.75 69.280 9.640 13.91  CAD 24.95 
real-time RS chart chart L add note Gentera 10.740  Fri 0.37 10.520 2.09 8.720 1.800 20.64  MXN 24.70 
real-time RS chart chart L add note Nordea Bank 7.960  Fri 0.38 7.894 0.84 7.151 0.743 10.39  EUR 24.65 
real-time RS chart chart L add note ABN AMRO 9.840  Fri 0.94 9.790 0.51 8.650 1.140 13.18  EUR 24.51 
real-time RS chart chart L add note Banco Sabadell 0.447  Fri 3.71 0.435 2.76 0.326 0.109 33.58  EUR 24.00 
real-time RS chart chart add note Postal Savings Bank 6.160  Fri 0.82 6.150 0.16 5.230 0.920 17.59  CNY 23.87 
real-time RS chart chart L add note Sberbank 12.400  Fri -2.36 12.800 -3.13 11.260 1.540 13.68  EUR 23.56 
real-time RS chart chart L add note S.E.B 102.300  Fri -0.29 100.900 1.39 90.660 10.240 11.29  SEK 23.26 
real-time RS chart chart L add note HSBC 46.100  Fri -0.97 46.250 -0.32 41.500 4.750 11.45  HKD 22.71 
real-time RS chart chart L add note OCBC 11.490  Fri 0.79 11.250 2.13 10.080 1.170 11.61  SGD 22.31 
real-time RS chart chart add note Banco del Bajio 25.030  Fri -0.60 24.790 0.97 25.170 -0.380 -1.51  MXN 22.26 
real-time RS chart chart L add note United Overseas Bank 25.450  Fri 0.59 25.340 0.43 22.510 2.830 12.57  SGD 21.91 
real-time RS chart chart L add note Commonwealth Bank 86.450  Fri 0.08 85.400 1.23 79.070 6.330 8.01  AUD 21.69 
real-time RS chart chart L add note Aozora Bank 2,376.000  Fri 1.80 2,331.000 1.93 1,895.000 436.000 23.01  JPY 21.13 
real-time RS chart chart L add note Nordea Bank 80.940  Fri 0.50 80.010 1.16 73.270 6.740 9.20  SEK 20.91 
real-time RS chart chart L add note Resona 438.900  Fri -0.50 439.700 -0.18 365.700 74.000 20.24  JPY 20.62 
real-time RS chart chart L add note Sumitomo Mitsui Trst 3,685.000  Fri -0.32 3,687.000 -0.05 3,051.000 636.000 20.85  JPY 20.05 
real-time RS chart chart L add note KB Financial 47,000.000  Fri 2.62 45,500.000 3.30 45,350.000 150.000 0.33  KRW 19.98 
real-time RS chart chart add note Banco Santander MX 19.790  Fri 0.30 19.590 1.02 21.080 -1.490 -7.07  MXN 19.64 
real-time RS chart chart L add note BNY Mellon 45.030  Fri 0.60 44.530 1.12 39.120 5.410 13.83  USD 19.05 
  instrument freshest Δday 3/01/21 Δwk 11/30/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Banca Mediolanum 7.400  Fri -1.00 7.505 -1.40 7.605 -0.100 -1.31  EUR 18.91 
real-time RS chart chart L add note KBC 57.960  Fri -1.36 59.480 -2.56 58.400 1.080 1.85  EUR 18.51 
real-time RS chart chart L add note Standard Chartered 499.300  Fri 4.61 497.000 0.46 452.200 44.800 9.91  GBP 17.20 
real-time RS chart chart L add note Unicredit 8.925  Fri 0.26 9.037 -1.24 8.643 0.394 4.56  EUR 16.81 
real-time RS chart chart L add note Banco Comercial 0.117  Fri 0.34 0.120 -2.66 0.119 0.002 1.52  EUR 16.76 
real-time RS chart chart L add note Shizuoka Bank 831.000  Fri 0.12 826.000 0.61 742.000 84.000 11.32  JPY 16.26 
real-time RS chart chart L add note Banca Generali 28.640  Fri -2.05 29.080 -1.51 27.840 1.240 4.45  EUR 15.75 
real-time RS chart chart L add note Royal Bank CA 112.570  Fri 2.45 109.760 2.56 106.060 3.700 3.49  CAD 15.43 
real-time RS chart chart L add note Hang Seng Bank 152.000  Fri 149.900 1.40 135.100 14.800 10.95  HKD 15.07 
real-time RS chart chart L add note HSBC 437.600  Fri 2.60 432.900 1.09 388.250 44.650 11.50  GBP 14.62 
real-time RS chart chart L add note Raiffeisen Bank Int 17.660  Fri 1.20 17.580 0.46 16.060 1.520 9.46  EUR 14.33 
real-time RS chart chart L add note Bank of China (HK) 26.900  Fri -0.37 26.350 2.09 25.250 1.100 4.36  HKD 14.20 
real-time RS chart chart L add note Fukuoka 2,035.000  Fri 2.88 1,964.000 3.62 1,863.000 101.000 5.42  JPY 14.11 
real-time RS chart chart add note Swedbank 156.800  Fri 0.63 153.440 2.19 155.220 -1.780 -1.15  SEK 14.10 
real-time RS chart chart L add note Woori Financial 9,610.000  Fri -0.93 9,770.000 -1.64 9,830.000 -60.000 -0.61  KRW 10.78 
real-time RS chart chart L add note Suncorp-Metway 10.110  Fri -1.17 10.200 -0.88 10.090 0.110 1.09  AUD 10.04 
real-time RS chart chart L add note ICBC 5.470  Fri 3.60 5.280 3.60 4.920 0.360 7.32  HKD 10.02 
real-time RS chart chart L add note Svenska Handelsbank 94.580  Fri 0.90 92.060 2.74 87.100 4.960 5.69  SEK 9.26 
real-time RS chart chart L add note Bank of East Asia 17.960  Fri -2.18 17.940 0.11 17.220 0.720 4.18  HKD 8.83 
real-time RS chart chart L add note China Constr Bk HK 6.490  Fri 1.72 6.400 1.41 6.080 0.320 5.26  HKD 8.21 
real-time RS chart chart L add note Shanghai Pudong 10.860  Fri -0.18 10.920 -0.55 10.060 0.860 8.55  CNY 7.03 
real-time RS chart chart L add note Ind and Comm Bk 5.570  Fri 2.20 5.450 2.20 5.320 0.130 2.44  CNY 6.93 
real-time RS chart chart L add note China Everbright Bk 4.140  Fri -0.24 4.140 4.340 -0.200 -4.61  CNY 6.75 
real-time RS chart chart L add note Bank of Communicats 4.550  Fri 1.79 4.510 0.89 4.290 0.220 5.13  HKD 3.43 
real-time RS chart chart add note IBK 8,650.000  Fri 0.82 8,540.000 1.29 9,300.000 -760.000 -8.17  KRW 3.35 
  instrument freshest Δday 3/01/21 Δwk 11/30/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Bank of China 2.840  Fri 2.16 2.800 1.43 2.740 0.060 2.19  HKD 2.76 
real-time RS chart chart add note Triodos Groenfonds 60.490  Fri -0.08 60.530 -0.07 60.260 0.270 0.45  EUR 2.25 
real-time RS chart chart add note BBVA Banco Francés 132.400  Fri -2.29 131.850 0.42 171.600 -39.750 -23.16  ARS 1.10 
real-time RS chart chart L add note BPER Banca 1.854  Fri 0.60 1.863 -0.46 1.465 0.398 27.13  EUR 1.02 
real-time RS chart chart L add note Agricultural Bank 3.350  Fri 1.52 3.280 2.13 3.290 -0.010 -0.30  CNY 0.01 
real-time RS chart chart L add note VTB Bank 0.795  Fri -1.85 0.795 0.796 -0.000 -0.06  EUR -0.39 
real-time RS chart chart L add note Bank of China 3.300  Fri 0.92 3.270 0.92 3.300 -0.030 -0.91  CNY -2.17 
real-time RS chart chart add note Banco Macro 200.050  Fri -2.77 206.950 -3.33 247.250 -40.300 -16.30  ARS -3.66 
real-time RS chart chart L add note Bank of Comm 4.640  Fri 0.65 4.620 0.43 4.710 -0.090 -1.91  CNY -4.17 
real-time RS chart chart L add note China Minsheng Bk 5.230  Fri 0.19 5.220 0.19 5.300 -0.080 -1.51  CNY -4.87 
real-time RS chart chart L add note Yes Bank 16.350  Fri -1.51 16.350 14.800 1.550 10.47  INR -9.33 
 Banks - 110 out of 110 instruments rated - 3/01/21 / 11/30/20 - 96 did rise, Market-Ratio(13) = 87.27 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/02/17 scale up chart 3/01/21
 


Transactions Banks * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc 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  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 9/04/06   3/05/07 182  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 3/05/07   4/20/09 777  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 4/20/09  11/02/09 196  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 11/02/09   9/06/10 308  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 9/06/10   9/20/10 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 9/20/10   2/06/12 504  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 2/06/12   4/09/12 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 4/09/12   9/03/12 147  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 9/03/12  11/12/12 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 11/12/12   1/07/13 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 1/07/13   3/18/13 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 3/18/13   9/23/13 189  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 9/23/13  10/07/13 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 10/07/13  10/28/13 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 10/28/13  11/04/13 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 11/04/13  11/18/13 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 11/18/13  12/09/13 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 12/09/13   4/13/15 490  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 4/13/15   5/18/15 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 5/18/15   9/26/16 497  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 9/26/16  10/17/16 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 10/17/16  10/31/16 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 10/31/16  11/14/16 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 11/14/16  11/28/16 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 11/28/16  12/05/16 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 12/05/16  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   3/13/17 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 3/13/17   7/17/17 126  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 7/17/17   7/24/17 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 7/24/17   1/29/18 189  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 1/29/18   2/05/18 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 2/05/18   3/11/19 399  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 3/11/19   5/06/19 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 5/06/19  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  12/09/19 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 12/09/19  12/23/19 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 12/23/19   1/20/20 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 1/20/20   6/22/20 154  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 6/22/20   7/27/20 35  RT RS QC  BBVA Banco Francés 50  11,131,458  ARS 137.550  182.050    44.500 32  3,558m 1,760  
          RT RS QC  FinecoBank 50  126,435,348  EUR 12.110  12.785    0.675 6  3,643m 76  
100 19 512 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 7/27/20   8/24/20 28  RT RS QC  Ferratum 50  636,880,745  EUR 2.860  5.360 0.360  -2.500 -87  2,051m -100  
          RT RS QC  Yes Bank 50  1480,877,182  INR 1.230  1.480 0.980  -0.250 -20  1,681m -95  
100 -54 -100 
long 8/24/20   8/31/20 7  RT RS QC  BBVA Banco Francés 50  5,815,005  ARS 144.500  149.050    4.550 3  1,707m 404  
          RT RS QC  UBI Banca 50  227,591,680  EUR 3.692  3.630    -0.062 -2  1,693m -59  
100 1 46 
short 8/31/20  11/23/20 84  RT RS QC  Gentera 50  117,888,878  MXN 7.180  8.020 6.340  -0.840 -12  1,594m -42  
          RT RS QC  Yes Bank 50  589,855,157  INR 1.435  1.455 1.415  -0.020 -1  1,582m -6  
100 -7 -25 
long 11/23/20   3/05/21 102  RT RS QC  IndusInd Bank 50  9,308,976  INR 84.975  103.990    19.015 22  1,759m 106  
          RT RS QC  Kotak Mahindra Bank 50  4,168,033  INR 189.785  192.250    2.465 1  1,769m 5  
100 12 49 
accum 5/15/06 3/05/215409 days out of 5542 invested (98%) 17,693,349 1,769m 126  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort  9/20/10  2/06/1250438,964.0011,800.00128,660.4589,696.45 230.2050115.10 
 short  5/18/15  9/26/16497858.002.70272,653.33271,795.33 31,677.7815,838.8934,184.82 
 Eurobank Ergasiasshort  3/18/13  9/23/13189270.0061.001,195.08925.08 342.62171.31 
 short 10/07/13 10/28/132152.0069.0035.00-17.00 -32.69-16.35 
 short 11/04/13 11/18/131465.0058.0072.847.84 12.076.03 
 short 12/09/13  4/13/1549055.0011.10272.52217.52 395.50197.75616.56 
 Alpha Banklong  9/03/12 11/12/127067.0078.0011.00 16.428.21 
 short  5/18/15  9/26/1649715.201.53151.01135.81 893.46446.73491.61 
 Shinsei Bankshort  3/05/07  4/20/0977760.8013.50273.83213.03 350.37175.19 
 short 11/02/09  9/06/1030811.806.5021.429.62 81.5440.77 
 long  1/07/13  3/18/137018.0022.804.80 26.6713.33339.03 
 Bankiashort 11/12/12  1/07/135649.8925.8096.4846.59 93.3946.70 
 short  3/18/13  9/23/1318913.073.2552.5139.45 301.84150.92268.10 
 Sumitomo Mitsui Trstshort  3/05/07  4/20/09777124.3031.70487.40363.10 292.11146.06146.06 
 Yes Bankshort  5/06/19 11/11/1918916.637.3037.8621.24 127.7463.87 
 short 12/09/19 12/23/19145.634.976.370.75 13.296.65 
 short  1/20/20  6/22/201544.522.787.352.83 62.7031.35 
 short  7/27/20  8/24/20281.231.480.98-0.25 -20.33-10.16 
 short  8/31/20 11/23/20841.441.461.42-0.02 -1.39-0.70104.78 
 National Bank Greeceshort  9/20/10  2/06/1250412,350.104,260.0035,803.9823,453.88 189.9194.9594.95 
 Sberbanklong  9/04/06  3/05/071827.9013.705.80 73.4236.71 
 long  9/26/16 10/17/16218.558.550.00 0.020.01 
 long 10/31/16 11/14/16148.638.630.00 0.000.00 
 long 11/28/16 12/05/1679.239.620.38 4.152.07 
 long 12/12/16  3/13/179111.2010.46-0.73 -6.57-3.2834.98 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banco Popularlong  4/20/09 11/02/0919631.1030.15-0.95 -3.05-1.53 
 short 11/12/12  1/07/13565.103.507.432.33 45.7122.86 
 short 10/17/16 10/31/16141.041.001.080.04 4.112.05 
 short 11/14/16 11/28/16141.000.851.170.17 17.398.69 
 short 12/05/16 12/12/1670.951.010.89-0.06 -6.30-3.1529.97 
 Genterashort  3/13/17  7/17/1712627.0928.0726.11-0.98 -3.62-1.81 
 short  7/24/17  1/29/1818927.6716.6046.1218.45 66.6933.34 
 short  2/05/18  3/11/1939916.2515.8516.660.41 2.521.26 
 short  8/31/20 11/23/20847.188.026.34-0.84 -11.70-5.8524.83 
 Banifshort 10/07/13 10/28/13210.010.010.010.00 25.0012.50 
 short 11/04/13 11/18/13140.010.010.010.00 0.000.00 
 short 12/09/13  4/13/154900.010.010.010.00 20.0010.0023.75 
 VTB Bankshort  2/05/18  3/11/193991.511.042.190.68 45.1922.6022.60 
 Shanghai Pudonglong  4/20/09 11/02/0919612.3817.675.29 42.7321.3721.37 
 Banco Macrolong  9/06/10  9/20/101415.6018.502.90 18.599.29 
 long  9/23/13 10/07/131420.5521.801.25 6.083.04 
 long 10/28/13 11/04/13724.7023.65-1.05 -4.25-2.13 
 long 11/18/13 12/09/132123.7523.800.05 0.210.11 
 long  9/26/16 10/17/1621115.35121.305.95 5.162.58 
 long 12/23/19  1/20/2028260.80278.1517.35 6.653.3316.95 
 Resonashort 11/02/09  9/06/1030810.288.1412.982.70 26.2913.1413.14 
 IndusInd Banklong 11/23/20  3/05/2110284.98103.9919.02 22.3811.1911.19 
 Bank of Americalong 11/28/16 12/05/16720.3322.161.83 9.004.50 
 long 12/12/16  3/13/179122.6125.302.69 11.905.9510.72 
 Regionallong  9/03/12 11/12/127046.6552.245.59 11.985.995.99 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 BBVA Banco Francéslong  9/23/13 10/07/131419.7520.550.80 4.052.03 
 long 10/28/13 11/04/13723.8521.55-2.30 -9.64-4.82 
 long 11/18/13 12/09/132123.4021.80-1.60 -6.84-3.42 
 long  1/29/18  2/05/187162.00146.25-15.75 -9.72-4.86 
 long  6/22/20  7/27/2035137.55182.0544.50 32.3516.18 
 long  8/24/20  8/31/207144.50149.054.55 3.151.575.29 
 Indiabulls HFshort 12/09/19 12/23/191425.9029.5922.20-3.70 -14.27-7.13 
 short  1/20/20  6/22/2015430.4424.2238.267.82 25.6812.844.79 
 Banco BPIlong  1/07/13  3/18/13701.021.110.08 8.234.114.11 
 Axis Banklong  3/11/19  5/06/195670.2474.754.51 6.413.213.21 
 FinecoBanklong  6/22/20  7/27/203512.1112.790.68 5.572.792.79 
 State Bank of Indialong  9/06/10  9/20/101429.8331.441.62 5.422.712.71 
 Bank of Bejingshort  7/24/17  1/29/181897.977.618.350.38 4.732.372.37 
 Intesa Sanpaololong  9/04/06  3/05/071824.865.050.19 3.891.951.95 
 ICICI Banklong 11/11/19 12/09/192849.6852.652.97 5.982.99 
 long 12/23/19  1/20/202854.1352.57-1.56 -2.88-1.441.51 
 Kotak Mahindra Banklong 11/23/20  3/05/21102189.79192.252.47 1.300.650.65 
 Montepiolong  7/17/17  7/24/1771.001.000.00 0.100.050.05 
 Standard Charteredlong 10/31/16 11/14/16147.127.120.00 0.000.000.00 
 Triodos Groenfondsshort  5/15/06  9/04/0611256.3056.9055.70-0.60 -1.07-0.53-0.53 
 UBI Bancalong  8/24/20  8/31/2073.693.63-0.06 -1.68-0.84-0.84 
 Aozora Banklong  2/06/12  4/09/126320.9021.400.50 2.391.20 
 short  5/06/19 11/11/1918927.0928.3425.84-1.25 -4.61-2.31-1.14 
 Banca Generalilong 11/11/19 12/09/192830.9030.02-0.88 -2.85-1.42-1.42 
 Commerzbanklong  7/17/17  7/24/17711.0510.56-0.49 -4.44-2.22-2.22 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Unicreditshort  4/09/12  9/03/1214715.2316.0414.43-0.80 -5.26-2.63-2.63 
 China Everbright Bklong  4/13/15  5/18/15355.445.07-0.37 -6.80-3.40-3.40 
 Swedbankshort  5/15/06  9/04/06112189.00208.50169.50-19.50 -10.32-5.16-5.16 
 Banco Popolareshort 12/05/16 12/12/1672.012.231.78-0.23 -11.37-5.68-5.68 
 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 
 Bank of Irelandlong  2/06/12  4/09/12634.353.15-1.20 -27.59-13.79-13.79 
 Banca Pop Milshort  4/09/12  9/03/121470.290.370.21-0.08 -27.74-13.87-13.87 
 Banco Comercialshort 10/17/16 10/31/16140.200.210.19-0.01 -3.67-1.84 
 short 11/14/16 11/28/16140.210.210.20-0.00 -2.25-1.13 
 short  3/13/17  7/17/171260.160.240.08-0.08 -52.50-26.25 
 long  1/29/18  2/05/1870.330.30-0.03 -9.35-4.67-31.77 
 Ferratumshort  7/27/20  8/24/20282.865.360.36-2.50 -87.41-43.71-43.71 


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.