RS Chart
Assessment - Banks - 11/29/21 - RS = 13
 ⇐ 
  instrument freshest Δday 11/29/21 Δwk 8/30/21  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note SOM Banks 202.955  Fri -0.08 200.682 1.13 199.627 1.055 0.53  USD 5.18 
real-time RS chart chart L add note Aareal Bank 29.360  Fri 1.10 29.080 0.96 22.400 6.680 29.82  EUR 32.29 
real-time RS chart chart add note Raiffeisen Bank Int 26.380  Fri 0.30 25.540 3.29 20.180 5.360 26.56  EUR 32.03 
real-time RS chart chart add note Erste Group Bank 38.650  Fri 0.73 38.760 -0.28 33.460 5.300 15.84  EUR 25.99 
real-time RS chart chart L add note Shinsei Bank 1,964.000  Fri 0.51 1,927.000 1.92 1,370.000 557.000 40.66  JPY 23.87 
real-time RS chart chart add note ABN AMRO 12.422  Fri -1.82 12.672 -1.97 11.666 1.006 8.62  EUR 23.81 
real-time RS chart chart add note State Bank of India 473.150  Fri -0.81 465.100 1.73 422.700 42.400 10.03  INR 23.05 
real-time RS chart chart add note S.E.B 131.600  Fri -1.02 131.500 0.08 117.400 14.100 12.01  SEK 22.14 
real-time RS chart chart add note Nordea Bank 107.240  Fri -1.38 107.240 102.680 4.560 4.44  SEK 21.87 
real-time RS chart chart add note Societe Generale 28.365  Fri -0.53 27.485 3.20 26.255 1.230 4.68  EUR 21.53 
real-time RS chart chart add note Wells Fargo 47.750  Fri -2.37 49.160 -2.87 48.410 0.750 1.55  USD 21.17 
real-time RS chart chart add note Nordea Bank 10.370  Fri -2.45 10.458 -0.84 10.098 0.360 3.57  EUR 20.40 
real-time RS chart chart add note Bank of America 43.870  Fri -2.27 45.590 -3.77 41.660 3.930 9.43  USD 19.83 
real-time RS chart chart add note Banco del Bajio 36.940  Fri -1.81 37.070 -0.35 37.960 -0.890 -2.34  MXN 18.95 
real-time RS chart chart add note BBVA Banco Francés 231.850  Fri -2.54 205.950 12.58 261.400 -55.450 -21.21  ARS 18.18 
real-time RS chart chart add note Bank Montreal 137.980  Fri 2.35 137.010 0.71 125.910 11.100 8.82  CAD 18.11 
real-time RS chart chart L add note Woori Financial 12,750.000  Fri 2.00 12,700.000 0.39 11,050.000 1,650.000 14.93  KRW 18.00 
real-time RS chart chart add note Banco Sabadell 0.581  Fri -2.91 0.593 -2.02 0.604 -0.011 -1.82  EUR 17.74 
real-time RS chart chart add note Banco Santander MX 25.980  Fri -0.19 26.500 -1.96 23.440 3.060 13.05  MXN 17.33 
real-time RS chart chart add note BNY Mellon 54.880  Fri -2.26 57.010 -3.74 55.180 1.830 3.32  USD 17.09 
real-time RS chart chart add note Banco Macro 314.450  Fri -1.96 289.700 8.54 334.600 -44.900 -13.42  ARS 16.32 
real-time RS chart chart add note National Bank CA 96.110  Fri -0.47 101.870 -5.65 99.700 2.170 2.18  CAD 16.25 
real-time RS chart chart L add note Toronto-Dominion 95.590  Fri -0.94 93.590 2.14 82.760 10.830 13.09  CAD 14.34 
real-time RS chart chart add note ICICI Bank 716.300  Fri -0.84 718.400 -0.29 713.650 4.750 0.67  INR 14.30 
real-time RS chart chart add note Swedbank 183.760  Fri -0.69 183.560 0.11 167.620 15.940 9.51  SEK 14.00 
  instrument freshest Δday 11/29/21 Δwk 8/30/21  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note Bank of Ireland 4.791  Fri -3.33 4.775 0.34 5.220 -0.445 -8.52  EUR 13.47 
real-time RS chart chart add note Umweltbank 19.650  Fri -0.25 19.700 -0.25 20.000 -0.300 -1.50  EUR 13.11 
real-time RS chart chart add note Heartland 2.300  Fri 2.68 2.200 4.55 2.350 -0.150 -6.38  NZD 12.76 
real-time RS chart chart add note Unicredit 11.130  Fri 1.09 10.570 5.30 10.500 0.070 0.67  EUR 11.86 
real-time RS chart chart add note Cdn Imp Bk Comm 140.100  Fri 2.05 145.590 -3.77 145.580 0.010 0.01  CAD 11.39 
real-time RS chart chart add note Banca Generali 37.490  Fri 0.59 36.260 3.39 37.270 -1.010 -2.71  EUR 11.16 
real-time RS chart chart add note Commerzbank 6.382  Fri -0.30 6.235 2.36 5.253 0.982 18.69  EUR 10.40 
real-time RS chart chart add note KBC 74.000  Fri -1.20 72.580 1.96 70.900 1.680 2.37  EUR 10.33 
real-time RS chart chart add note DNB 202.600  Fri 0.05 201.800 0.40 188.450 13.350 7.08  NOK 10.32 
real-time RS chart chart add note IBK 10,850.000  Fri 2.36 10,750.000 0.93 10,300.000 450.000 4.37  KRW 10.06 
real-time RS chart chart add note Banco Comercial 0.143  Fri -1.58 0.144 -1.04 0.128 0.017 12.90  EUR 9.89 
real-time RS chart chart add note Sberbank 15.250  Fri -2.56 15.100 0.99 15.200 -0.100 -0.66  EUR 9.84 
real-time RS chart chart add note UBS 16.140  Fri -0.77 15.755 2.44 15.340 0.415 2.71  CHF 9.49 
real-time RS chart chart add note Lloyds Bank 46.480  Fri -0.95 46.800 -0.68 44.090 2.710 6.15  GBP 9.18 
real-time RS chart chart add note Kotak Mahindra Bank 1,914.200  Fri -2.55 2,019.600 -5.22 1,735.850 283.750 16.35  INR 9.10 
real-time RS chart chart add note Royal Bank CA 128.640  Fri 0.39 129.730 -0.84 131.070 -1.340 -1.02  CAD 8.70 
real-time RS chart chart add note NatWest 216.800  Fri -0.23 210.400 3.04 218.700 -8.300 -3.80  GBP 8.58 
real-time RS chart chart add note BNP Paribas 56.170  Fri -0.50 55.380 1.43 53.000 2.380 4.49  EUR 8.28 
real-time RS chart chart add note Gentera 11.510  Fri 0.96 11.240 2.40 11.130 0.110 0.99  MXN 8.25 
real-time RS chart chart add note VTB Bank 1.130  Fri 0.89 1.070 5.61 1.110 -0.040 -3.60  EUR 8.25 
real-time RS chart chart add note KB Financial 57,000.000  Fri 3.64 55,300.000 3.07 52,500.000 2,800.000 5.33  KRW 7.79 
real-time RS chart chart add note JP Morgan Chase 158.290  Fri -1.81 161.230 -1.82 160.440 0.790 0.49  USD 7.26 
real-time RS chart chart add note DBS Bank 31.470  Fri -0.25 30.790 2.21 30.400 0.390 1.28  SGD 7.17 
real-time RS chart chart add note Bank Nova Scotia 83.920  Fri -0.86 81.430 3.06 78.590 2.840 3.61  CAD 6.61 
real-time RS chart chart add note FinecoBank 15.400  Fri 0.36 15.555 -1.00 15.990 -0.435 -2.72  EUR 6.39 
  instrument freshest Δday 11/29/21 Δwk 8/30/21  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note Mediobanca 9.806  Fri -0.14 9.724 0.84 9.958 -0.234 -2.35  EUR 5.65 
real-time RS chart chart add note American Express 155.940  Fri -0.53 157.860 -1.22 164.260 -6.400 -3.90  USD 5.54 
real-time RS chart chart add note U.S. Bancorp 55.590  Fri -1.78 57.400 -3.15 57.080 0.320 0.56  USD 5.46 
real-time RS chart chart add note Aozora Bank 2,576.000  Fri 2.47 2,502.000 2.96 2,606.000 -104.000 -3.99  JPY 5.08 
real-time RS chart chart add note United Overseas Bank 26.320  Fri 0.46 26.530 -0.79 25.820 0.710 2.75  SGD 4.72 
real-time RS chart chart add note Indiabulls HF 256.450  Fri 0.02 230.900 11.07 227.950 2.950 1.29  INR 4.52 
real-time RS chart chart add note HDFC 2,771.650  Fri -1.29 2,713.800 2.13 2,755.700 -41.900 -1.52  INR 4.49 
real-time RS chart chart add note Banca Mediolanum 8.440  Fri 0.52 8.390 0.60 8.766 -0.376 -4.29  EUR 4.28 
real-time RS chart chart add note National Australia B 27.960  Fri 1.30 27.200 2.79 27.540 -0.340 -1.23  AUD 3.99 
real-time RS chart chart add note Credit Agricole 12.240  Fri -0.41 12.132 0.89 12.088 0.044 0.36  EUR 3.42 
real-time RS chart chart add note Banco BPM 2.547  Fri -0.27 2.471 3.08 2.783 -0.312 -11.21  EUR 3.08 
real-time RS chart chart add note Deutsche Bank 10.742  Fri -1.65 10.678 0.60 10.448 0.230 2.20  EUR 2.73 
real-time RS chart chart add note Svenska Handelsbank 95.500  Fri -1.08 96.340 -0.87 98.300 -1.960 -1.99  SEK 2.27 
real-time RS chart chart add note Unipol 4.650  Fri -0.66 4.619 0.67 5.014 -0.395 -7.88  EUR 1.83 
real-time RS chart chart add note Sumitomo Mitsui Trst 3,723.000  Fri 1.94 3,632.000 2.51 3,618.000 14.000 0.39  JPY 0.52 
real-time RS chart chart add note HSBC 429.700  Fri -0.44 416.450 3.18 394.950 21.500 5.44  GBP 0.51 
real-time RS chart chart add note Bank of Communicats 4.750  Fri -0.21 4.650 2.15 4.430 0.220 4.97  HKD 0.49 
real-time RS chart chart add note Commonwealth Bank 96.610  Fri 0.74 93.780 3.02 100.420 -6.640 -6.61  AUD 0.25 
real-time RS chart chart add note HDFC Bank 1,513.550  Fri -0.80 1,501.250 0.82 1,568.250 -67.000 -4.27  INR 0.21 
real-time RS chart chart add note Regional 99.110  Fri -1.65 103.300 -4.06 121.750 -18.450 -15.15  MXN 0.14 
real-time RS chart chart S add note HSBC 44.850  Fri 1.93 43.750 2.51 41.650 2.100 5.04  HKD -0.81 
real-time RS chart chart S add note OCBC 11.290  Fri -0.09 11.340 -0.44 11.640 -0.300 -2.58  SGD -0.97 
real-time RS chart chart L add note Bank of Comm 4.620  Fri 0.22 4.580 0.87 4.380 0.200 4.57  CNY -1.05 
real-time RS chart chart S add note Chiba Bank 675.000  Fri 3.21 664.000 1.66 696.000 -32.000 -4.60  JPY -1.29 
real-time RS chart chart S add note ANZ Banking AU 27.030  Fri 1.27 26.620 1.54 28.000 -1.380 -4.93  AUD -1.31 
  instrument freshest Δday 11/29/21 Δwk 8/30/21  prc diff Δ13  Curr ∅-RS
real-time RS chart chart S add note Banco Bilbao Viz 4.790  Fri 0.37 4.803 -0.27 5.535 -0.733 -13.23  EUR -1.63 
real-time RS chart chart add note Danske Bank 112.100  Fri 0.13 109.700 2.19 109.800 -0.100 -0.09  DKK -1.84 
real-time RS chart chart S add note Bank of China 2.760  Fri 0.73 2.730 1.10 2.700 0.030 1.11  HKD -2.22 
real-time RS chart chart S add note China Merchants Bank 51.250  Fri 0.71 49.820 2.87 48.450 1.370 2.83  CNY -2.41 
real-time RS chart chart S add note ANZ Banking NZ 28.090  Fri 0.83 27.920 0.61 29.170 -1.250 -4.29  NZD -2.62 
real-time RS chart chart S add note Resona 430.000  Fri 1.82 416.000 3.37 427.300 -11.300 -2.64  JPY -2.77 
real-time RS chart chart L add note Bank of China 3.060  Fri 0.33 3.060 3.000 0.060 2.00  CNY -2.96 
real-time RS chart chart S add note Suncorp-Metway 10.820  Fri 0.74 10.650 1.60 12.450 -1.800 -14.46  AUD -2.99 
real-time RS chart chart add note Postal Savings Bank 5.250  Fri -0.38 5.090 3.14 4.990 0.100 2.00  CNY -3.72 
real-time RS chart chart S add note Hang Seng Bank 142.900  Fri 1.06 140.900 1.42 141.300 -0.400 -0.28  HKD -3.88 
real-time RS chart chart S add note Shizuoka Bank 810.000  Fri 0.25 815.000 -0.61 872.000 -57.000 -6.54  JPY -4.04 
real-time RS chart chart S add note Intesa Sanpaolo 2.147  Fri -0.05 2.143 0.16 2.369 -0.226 -9.54  EUR -4.49 
real-time RS chart chart S add note Citigroup 62.760  Fri -1.65 65.040 -3.51 71.670 -6.630 -9.25  USD -5.16 
real-time RS chart chart S add note Bank of China (HK) 24.250  Fri 1.25 24.000 1.04 23.900 0.100 0.42  HKD -5.70 
real-time RS chart chart S add note BPER Banca 1.698  Fri -0.93 1.684 0.86 1.815 -0.131 -7.22  EUR -6.19 
real-time RS chart chart add note Agricultural Bank 2.930  Fri 2.920 0.34 2.920 0.000 0.00  CNY -6.52 
real-time RS chart chart S add note Fukuoka 1,898.000  Fri 3.43 1,865.000 1.77 2,051.000 -186.000 -9.07  JPY -6.55 
real-time RS chart chart S add note Banco Santander 2.764  Fri -1.04 2.784 -0.72 3.123 -0.340 -10.87  EUR -7.27 
real-time RS chart chart add note Ind and Comm Bk 4.610  Fri 4.580 0.66 4.580 0.000 0.00  CNY -8.44 
real-time RS chart chart S add note Axis Bank 673.000  Fri -0.46 651.100 3.36 784.050 -132.950 -16.96  INR -9.46 
real-time RS chart chart S add note IndusInd Bank 951.150  Fri 0.59 895.450 6.22 1,005.100 -109.650 -10.91  INR -9.59 
real-time RS chart chart S add note Bankinter 4.337  Fri -1.16 4.357 -0.46 4.914 -0.557 -11.33  EUR -10.02 
real-time RS chart chart L add note China Everbright Bk 3.410  Fri 0.59 3.340 2.10 3.280 0.060 1.83  CNY -10.86 
real-time RS chart chart S add note Shanghai Pudong 8.590  Fri 0.12 8.590 8.960 -0.370 -4.13  CNY -12.10 
real-time RS chart chart S add note Standard Chartered 425.900  Fri -0.51 414.200 2.82 457.800 -43.600 -9.52  GBP -12.35 
  instrument freshest Δday 11/29/21 Δwk 8/30/21  prc diff Δ13  Curr ∅-RS
real-time RS chart chart S add note ICBC 4.360  Fri 1.40 4.160 4.81 4.340 -0.180 -4.15  HKD -12.55 
real-time RS chart chart S add note Westpac Banking 20.700  Fri 1.17 20.920 -1.05 25.800 -4.880 -18.91  AUD -12.63 
real-time RS chart chart S add note Industrial Bank 18.300  Fri -0.38 18.070 1.27 18.100 -0.030 -0.17  CNY -13.27 
real-time RS chart chart S add note Credit Suisse 8.842  Fri -0.63 8.866 -0.27 9.722 -0.856 -8.80  CHF -13.38 
real-time RS chart chart add note Yes Bank 12.550  Fri -0.40 12.150 3.29 10.900 1.250 11.47  INR -13.57 
real-time RS chart chart S add note China Constr Bk HK 5.330  Fri 1.33 5.070 5.13 5.580 -0.510 -9.14  HKD -13.99 
real-time RS chart chart L add note China Minsheng Bk 3.920  Fri 0.26 3.890 0.77 3.950 -0.060 -1.52  CNY -14.50 
real-time RS chart chart S add note Bank of East Asia 11.600  Fri 0.69 11.420 1.58 12.780 -1.360 -10.64  HKD -23.11 
 Banks - 107 out of 107 instruments rated - 11/29/21 / 8/30/21 - 53 did rise, Market-Ratio(13) = 49.53 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/02/17 scale up chart 11/29/21
 


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  0  EUR 642,906.000  194,700.000 2,122,897.405  1,479,991.405 230  113,135 0  
          RT RS QC  National Bank Greece 50  9  EUR 12,350.100  4,260.000 35,803.984  23,453.884 190  324,219 116  
100 190 116 
long 2/06/12   4/09/12 63  RT RS QC  Bank of Ireland 50  37,266  EUR 4.350  3.150    -1.200 -28  279,500 -85  
          RT RS QC  Aozora Bank 50  7,756  JPY 20.900  21.400    0.500 2  283,378 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  485,236  EUR 0.292  0.373 0.211  -0.081 -28  244,074 -55  
          RT RS QC  Unicredit 50  9,300  EUR 15.234  16.036 14.432  -0.802 -5  236,616 -13  
100 -17 -36 
long 9/03/12  11/12/12 70  RT RS QC  Regional 50  2,536  MXN 46.650  52.240    5.590 12  250,792 80  
          RT RS QC  Alpha Bank 50  1,765  EUR 67.000  78.000    11.000 16  270,207 121  
100 14 100 
short 11/12/12   1/07/13 56  RT RS QC  Banco Popular 50  26,490  EUR 5.100  3.500 7.431  2.331 46  331,966 1,063  
          RT RS QC  Bankia 50  2,708  EUR 49.888  25.796 96.481  46.593 93  458,138 7,262  
100 70 3,023 
long 1/07/13   3/18/13 70  RT RS QC  Banco BPI 50  224,357  EUR 1.021  1.105    0.084 8  476,984 51  
          RT RS QC  Shinsei Bank 50  12,726  JPY 18.000  22.800    4.800 27  538,069 243  
100 17 131 
short 3/18/13   9/23/13 189  RT RS QC  Bankia 50  20,587  EUR 13.068  3.252 52.513  39.445 302  1,350,125 1,367  
          RT RS QC  Eurobank Ergasias 50  996  EUR 270.000  61.000 1,195.082  925.082 343  2,271,507 1,669  
100 322 1,515 
long 9/23/13  10/07/13 14  RT RS QC  Banco Macro 50  55,267  ARS 20.550  21.800    1.250 6  2,340,591 366  
          RT RS QC  BBVA Banco Francés 50  57,507  ARS 19.750  20.550    0.800 4  2,386,596 182  
100 5 263 
short 10/07/13  10/28/13 21  RT RS QC  Banif 50  119,329,821  EUR 0.010  0.008 0.013  0.003 25  2,684,921 4,735  
          RT RS QC  Eurobank Ergasias 50  22,948  EUR 52.000  69.000 35.000  -17.000 -33  2,294,805 -100  
100 -4 -49 
long 10/28/13  11/04/13 7  RT RS QC  Banco Macro 50  46,453  ARS 24.700  23.650    -1.050 -4  2,246,029 -90  
          RT RS QC  BBVA Banco Francés 50  48,109  ARS 23.850  21.550    -2.300 -10  2,135,379 -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  133,461,163  EUR 0.008  0.008 0.008  0.000 0  2,135,379 0  
          RT RS QC  Eurobank Ergasias 50  16,425  EUR 65.000  58.000 72.845  7.845 12  2,264,229 1,851  
100 6 361 
long 11/18/13  12/09/13 21  RT RS QC  Banco Macro 50  47,667  ARS 23.750  23.800    0.050 0  2,266,613 4  
          RT RS QC  BBVA Banco Francés 50  48,381  ARS 23.400  21.800    -1.600 -7  2,189,203 -71  
100 -3 -44 
short 12/09/13   4/13/15 490  RT RS QC  Banif 50  121,622,400  EUR 0.009  0.008 0.011  0.002 20  2,408,124 15  
          RT RS QC  Eurobank Ergasias 50  19,901  EUR 55.000  11.100 272.523  217.523 395  6,737,039 229  
100 208 131 
long 4/13/15   5/18/15 35  RT RS QC  Industrial Bank 50  162,809  CNY 20.690  17.750    -2.940 -14  6,258,380 -80  
          RT RS QC  China Everbright Bk 50  619,213  CNY 5.440  5.070    -0.370 -7  6,029,272 -52  
100 -11 -69 
short 5/18/15   9/26/16 497  RT RS QC  Alpha Bank 50  198,331  EUR 15.200  1.530 151.007  135.807 893  32,963,910 440  
          RT RS QC  Piraeus Bank 50  212  EUR 14,157.000  44.550 4,498,780.000  4,484,623.000 31,678  984m 6,780  
100 16,251 4,123 
long 9/26/16  10/17/16 21  RT RS QC  Banco Macro 50  4,263,996  ARS 115.350  121.300    5.950 5  1,009m 140  
          RT RS QC  Sberbank 50  57,513,101  EUR 8.552  8.554    0.002 0  1,009m 0  
100 3 56 
short 10/17/16  10/31/16 14  RT RS QC  Banco Comercial 50  2505,436,417  EUR 0.201  0.209 0.194  -0.007 -4  991m -62  
          RT RS QC  Banco Popular 50  485,187,398  EUR 1.040  0.999 1.083  0.043 4  1,011m 185  
100 0 6 
long 10/31/16  11/14/16 14  RT RS QC  Standard Chartered 50  71,032,944  GBP 7.119  7.119    0.000 0  1,011m 0  
          RT RS QC  Sberbank 50  58,575,643  EUR 8.633  8.633    0.000 0  1,011m 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  2421,855,989  EUR 0.209  0.214 0.204  -0.005 -2  1,000m -45  
          RT RS QC  Banco Popular 50  506,189,720  EUR 0.999  0.851 1.173  0.174 17  1,088m 6,433  
100 8 570 
long 11/28/16  12/05/16 7  RT RS QC  Bank of America 50  26,756,259  USD 20.330  22.160    1.830 9  1,137m 8,850  
          RT RS QC  Sberbank 50  58,920,574  EUR 9.232  9.615    0.383 4  1,159m 733  
100 7 2,667 
short 12/05/16  12/12/16 7  RT RS QC  Banco Popolare 50  288,993,027  EUR 2.006  2.234 1.778  -0.228 -11  1,094m -100  
          RT RS QC  Banco Popular 50  608,310,612  EUR 0.953  1.013 0.893  -0.060 -6  1,057m -97  
100 -9 -99 
long 12/12/16   3/13/17 91  RT RS QC  Bank of America 50  23,375,740  USD 22.610  25.300    2.690 12  1,120m 57  
          RT RS QC  Sberbank 50  47,210,852  EUR 11.195  10.460    -0.735 -7  1,085m -24  
100 3 11 
short 3/13/17   7/17/17 126  RT RS QC  Gentera 50  20,030,117  MXN 27.090  28.070 26.110  -0.980 -4  1,066m -10  
          RT RS QC  Banco Comercial 50  3391,349,214  EUR 0.160  0.244 0.076  -0.084 -53  781m -88  
100 -28 -61 
long 7/17/17   7/24/17 7  RT RS QC  Commerzbank 50  35,343,091  EUR 11.045  10.555    -0.490 -4  763m -91  
          RT RS QC  Montepio 50  390,755,210  EUR 0.999  1.000    0.001 0  764m 5  
100 -2 -68 
short 7/24/17   1/29/18 189  RT RS QC  Gentera 50  13,801,979  MXN 27.670  16.600 46.122  18.452 67  1,018m 168  
          RT RS QC  Bank of Bejing 50  47,917,286  CNY 7.970  7.610 8.347  0.377 5  1,037m 9  
100 36 80 
long 1/29/18   2/05/18 7  RT RS QC  BBVA Banco Francés 50  3,199,207  ARS 162.000  146.250    -15.750 -10  986m -100  
          RT RS QC  Banco Comercial 50  1572,903,476  EUR 0.330  0.299    -0.031 -9  938m -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  28,852,624  MXN 16.250  15.850 16.660  0.410 3  950m 2  
          RT RS QC  VTB Bank 50  310,500,100  EUR 1.510  1.040 2.192  0.682 45  1,161m 41  
100 24 22 
long 3/11/19   5/06/19 56  RT RS QC  Industrial Bank 50  30,088,808  CNY 19.300  19.340    0.040 0  1,163m 1  
          RT RS QC  Axis Bank 50  8,267,568  INR 70.240  74.745    4.505 6  1,200m 50  
100 3 24 
short 5/06/19  11/11/19 189  RT RS QC  Aozora Bank 50  22,146,123  JPY 27.090  28.340 25.840  -1.250 -5  1,172m -9  
          RT RS QC  Yes Bank 50  36,086,526  INR 16.625  7.300 37.862  21.237 128  1,939m 390  
100 62 153 
long 11/11/19  12/09/19 28  RT RS QC  Banca Generali 50  31,368,172  EUR 30.900  30.020    -0.880 -3  1,911m -31  
          RT RS QC  ICICI Bank 50  19,510,397  INR 49.680  52.650    2.970 6  1,969m 113  
100 2 22 
short 12/09/19  12/23/19 14  RT RS QC  Indiabulls HF 50  38,016,893  INR 25.895  29.590 22.200  -3.695 -14  1,828m -98  
          RT RS QC  Yes Bank 50  175,012,886  INR 5.625  4.965 6.373  0.748 13  1,959m 2,489  
100 0 -12 
long 12/23/19   1/20/20 28  RT RS QC  Banco Macro 50  3,756,287  ARS 260.800  278.150    17.350 7  2,024m 132  
          RT RS QC  ICICI Bank 50  18,097,912  INR 54.130  52.570    -1.560 -3  1,996m -32  
100 2 28 
short 1/20/20   6/22/20 154  RT RS QC  Indiabulls HF 50  32,789,396  INR 30.440  24.220 38.257  7.817 26  2,253m 72  
          RT RS QC  Yes Bank 50  221,065,175  INR 4.515  2.775 7.346  2.831 63  2,878m 217  
100 44 138 
long 6/22/20   7/27/20 35  RT RS QC  BBVA Banco Francés 50  10,463,038  ARS 137.550  182.050    44.500 32  3,344m 1,760  
          RT RS QC  FinecoBank 50  118,843,182  EUR 12.110  12.785    0.675 6  3,424m 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  Multitude 50  598,637,439  EUR 2.860  5.360 0.360  -2.500 -87  1,928m -100  
          RT RS QC  Yes Bank 50  1391,953,722  INR 1.230  1.480 0.980  -0.250 -20  1,580m -95  
100 -54 -100 
long 8/24/20   8/31/20 7  RT RS QC  BBVA Banco Francés 50  5,465,827  ARS 144.500  149.050    4.550 3  1,604m 404  
          RT RS QC  UBI Banca 50  213,925,277  EUR 3.692  3.630    -0.062 -2  1,591m -59  
100 1 46 
short 8/31/20  11/23/20 84  RT RS QC  Gentera 50  110,809,907  MXN 7.180  8.020 6.340  -0.840 -12  1,498m -42  
          RT RS QC  Yes Bank 50  554,435,637  INR 1.435  1.455 1.415  -0.020 -1  1,487m -6  
100 -7 -25 
long 11/23/20   6/07/21 196  RT RS QC  IndusInd Bank 50  8,749,992  INR 84.975  102.520    17.545 21  1,641m 42  
          RT RS QC  Kotak Mahindra Bank 50  3,917,752  INR 189.785  181.490    -8.295 -4  1,608m -8  
100 8 16 
short 6/07/21  10/11/21 126  RT RS QC  Credit Suisse 50  81,052,524  CHF 9.920  9.666 10.181  0.261 3  1,629m 8  
          RT RS QC  China Minsheng Bk 50  171,803,644  CNY 4.680  3.980 5.503  0.823 18  1,771m 60  
100 10 32 
long 10/11/21  11/22/21 42  RT RS QC  BBVA Banco Francés 50  3,673,493  ARS 241.000  236.100    -4.900 -2  1,753m -16  
          RT RS QC  Banco Sabadell 50  1252,564,025  EUR 0.707  0.626    -0.081 -11  1,651m -65  
100 -7 -46 
short 11/22/21  12/03/21 11  RT RS QC  Bank of East Asia 50  68,456,312  HKD 12.060  11.600 12.538  0.478 4  1,684m 263  
          RT RS QC  China Minsheng Bk 50  211,687,985  CNY 3.900  3.920 3.880  -0.020 -1  1,680m -16  
100 2 76 
accum 5/15/06 12/03/215682 days out of 5815 invested (98%) 16,796,583 1,680m 117  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort  9/20/10  2/06/12504642,906.00194,700.002,122,897.411,479,991.41 230.2050115.10 
 short  5/18/15  9/26/1649714,157.0044.554,498,780.004,484,623.00 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 
 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 
 IndusInd Banklong 11/23/20  6/07/2119684.98102.5217.55 20.6510.3210.32 
 China Minsheng Bkshort  6/07/21 10/11/211264.683.985.500.82 17.598.79 
 short 11/22/21 12/03/21113.903.923.88-0.02 -0.51-0.268.51 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Regionallong  9/03/12 11/12/127046.6552.245.59 11.985.995.99 
 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 
 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 3.151.57 
 long 10/11/21 11/22/2142241.00236.10-4.90 -2.03-1.024.22 
 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 
 Bank of East Asiashort 11/22/21 12/03/211112.0611.6012.540.48 3.971.981.98 
 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 
 Credit Suisseshort  6/07/21 10/11/211269.929.6710.180.26 2.631.311.31 
 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 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banca Generalilong 11/11/19 12/09/192830.9030.02-0.88 -2.85-1.42-1.42 
 Kotak Mahindra Banklong 11/23/20  6/07/21196189.79181.49-8.29 -4.37-2.19-2.19 
 Commerzbanklong  7/17/17  7/24/17711.0510.56-0.49 -4.44-2.22-2.22 
 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 
 Banco Sabadelllong 10/11/21 11/22/21420.710.63-0.08 -11.46-5.73-5.73 
 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 
 Multitudeshort  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)
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
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.