RS Chart
Assessment - Banks - 2/06/23 - RS = 13
 ⇐ 
  instrument freshest Δday 2/06/23 Δwk 11/07/22  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note SOM Banks 228.955  08:07 -0.10 226.440 1.11 200.273 26.167 13.07  USD 13.13 
real-time RS chart chart L add note BBVA Banco Francés 537.000  Wed 1.44 531.450 1.04 309.300 222.150 71.82  ARS 101.80 
real-time RS chart chart L add note Banco Macro 764.600  Wed 0.41 761.450 0.41 438.500 322.950 73.65  ARS 101.67 
real-time RS chart chart L add note Banco de Valores 83.800  Wed 1.09 82.700 1.33 53.900 28.800 53.43  ARS 75.55 
real-time RS chart chart L add note Unicredit 18.222  Wed -0.21 18.302 -0.44 12.800 5.502 42.98  EUR 69.85 
real-time RS chart chart L add note BPER Banca 2.546  Wed -1.39 2.540 0.24 2.050 0.490 23.90  EUR 49.31 
real-time RS chart chart L add note Banco Sabadell 1.175  Wed 2.93 1.131 3.89 0.808 0.323 40.01  EUR 47.79 
real-time RS chart chart L add note Bank of Ireland 9.676  Wed 0.48 9.542 1.40 7.330 2.212 30.18  EUR 44.94 
real-time RS chart chart L add note Banco BPM 4.209  Wed -2.00 4.215 -0.14 3.188 1.027 32.21  EUR 44.71 
real-time RS chart chart L add note Banco del Bajio 67.060  Wed -2.91 72.230 -7.16 57.970 14.260 24.60  MXN 40.45 
real-time RS chart chart L add note Commerzbank 10.280  Wed 1.38 10.115 1.63 8.328 1.787 21.46  EUR 36.15 
real-time RS chart chart L add note Banco Bilbao Viz 6.753  Wed -0.40 6.790 -0.54 5.337 1.453 27.23  EUR 35.81 
real-time RS chart chart L add note Regional 161.220  Wed -2.19 164.410 -1.94 145.660 18.750 12.87  MXN 33.46 
real-time RS chart chart L add note Swedbank 202.800  Wed 0.70 202.800 164.650 38.150 23.17  SEK 32.58 
real-time RS chart chart L add note Banco Comercial 0.210  Wed 2.85 0.200 4.96 0.146 0.054 36.78  EUR 29.45 
real-time RS chart chart L add note NatWest 305.300  Wed 0.43 300.200 1.70 238.400 61.800 25.92  GBP 26.30 
real-time RS chart chart L add note Jyske Bank 524.800  Wed 5.23 492.900 6.47 400.600 92.300 23.04  DKK 25.77 
real-time RS chart chart L add note Banca Mediolanum 9.098  Wed 0.53 8.998 1.11 7.798 1.200 15.39  EUR 25.43 
real-time RS chart chart add note Resona 725.600  06:15 -0.19 692.600 4.76 569.400 123.200 21.64  JPY 25.42 
real-time RS chart chart L add note FinecoBank 16.815  Wed -0.56 16.635 1.08 14.285 2.350 16.45  EUR 25.37 
real-time RS chart chart L add note Intesa Sanpaolo 2.469  Wed 0.02 2.447 0.90 2.129 0.318 14.94  EUR 24.60 
real-time RS chart chart L add note Banco Santander 3.536  08:06 0.21 3.446 2.63 2.661 0.785 29.51  EUR 24.56 
real-time RS chart chart L add note Erste Group Bank 36.230  Wed 2.46 34.700 4.41 28.440 6.260 22.01  EUR 24.53 
real-time RS chart chart L add note Nordea Bank 125.820  Wed 0.48 124.900 0.74 105.980 18.920 17.85  SEK 22.17 
real-time RS chart chart L add note Chiba Bank 974.000  06:15 0.10 942.000 3.40 806.000 136.000 16.87  JPY 21.57 
  instrument freshest Δday 2/06/23 Δwk 11/07/22  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note BNP Paribas 63.850  08:07 60.750 5.10 50.690 10.060 19.85  EUR 20.75 
real-time RS chart chart L add note Danske Bank 141.250  Wed 2.88 134.700 4.86 123.650 11.050 8.94  DKK 20.20 
real-time RS chart chart L add note Unicaja Banco 1.125  Wed -0.53 1.119 0.54 0.924 0.195 21.10  EUR 20.16 
real-time RS chart chart L add note KBC 68.580  Wed 0.85 68.060 0.76 53.440 14.620 27.36  EUR 20.13 
real-time RS chart chart L add note UBS 19.895  Wed 0.13 19.845 0.25 16.325 3.520 21.56  CHF 19.66 
real-time RS chart chart L add note Bankinter 6.750  Wed 2.12 6.596 2.33 5.870 0.726 12.37  EUR 18.22 
real-time RS chart chart L add note Societe Generale 26.615  Wed -5.01 27.555 -3.41 23.590 3.965 16.81  EUR 17.68 
real-time RS chart chart L add note Lloyds Bank 53.650  Wed 0.37 52.830 1.55 42.015 10.815 25.74  GBP 16.70 
real-time RS chart chart L add note Standard Chartered 688.800  Wed 0.91 671.400 2.59 558.000 113.400 20.32  GBP 16.66 
real-time RS chart chart L add note Svenska Handelsbank 102.500  Wed -8.60 111.450 -8.03 103.700 7.750 7.47  SEK 16.55 
real-time RS chart chart L add note Deutsche Bank 11.668  Wed 1.20 11.356 2.75 9.766 1.590 16.28  EUR 16.42 
real-time RS chart chart add note Fukuoka 2,999.000  06:15 -0.53 2,885.000 3.95 2,533.000 352.000 13.90  JPY 16.19 
real-time RS chart chart L add note HSBC 612.400  Wed 1.22 596.000 2.75 479.400 116.600 24.32  GBP 15.69 
real-time RS chart chart L add note Raiffeisen Bank Int 16.390  Wed 2.44 15.220 7.69 14.810 0.410 2.77  EUR 15.66 
real-time RS chart chart L add note HSBC 57.800  Wed 2.12 56.600 2.12 43.000 13.600 31.63  HKD 15.37 
real-time RS chart chart add note Axis Bank 871.750  Wed -0.84 882.650 -1.23 872.950 9.700 1.11  INR 14.67 
real-time RS chart chart L add note Nordea Bank 11.066  Wed 0.33 10.954 1.02 9.768 1.186 12.14  EUR 14.63 
real-time RS chart chart L add note Mediobanca 10.205  Wed 0.34 10.145 0.59 9.632 0.513 5.33  EUR 13.73 
real-time RS chart chart L add note JP Morgan Chase 142.640  Wed -0.70 141.920 0.51 131.370 10.550 8.03  USD 13.19 
real-time RS chart chart L add note Credit Agricole 11.216  Wed 0.68 11.046 1.54 9.729 1.317 13.54  EUR 12.85 
real-time RS chart chart L add note HDFC Bank 1,654.000  Wed -0.01 1,651.750 0.14 1,508.800 142.950 9.47  INR 12.73 
real-time RS chart chart L add note Banca Generali 34.090  Wed -0.76 34.100 -0.03 32.250 1.850 5.74  EUR 12.50 
real-time RS chart chart L add note HDFC 2,685.800  Wed 0.25 2,683.150 0.10 2,507.400 175.750 7.01  INR 12.24 
real-time RS chart chart L add note BNY Mellon 51.780  Wed 0.68 50.540 2.45 42.420 8.120 19.14  USD 12.02 
real-time RS chart chart L add note American Express 179.000  Wed 0.17 176.480 1.43 146.980 29.500 20.07  USD 11.87 
  instrument freshest Δday 2/06/23 Δwk 11/07/22  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Sumitomo Mitsui Trst 4,822.000  06:15 -0.37 4,704.000 2.51 4,266.000 438.000 10.27  JPY 11.71 
real-time RS chart chart L add note S.E.B 123.750  Wed -0.44 124.000 -0.20 116.650 7.350 6.30  SEK 11.56 
real-time RS chart chart add note Yes Bank 17.100  Wed 1.48 16.650 2.70 16.550 0.100 0.60  INR 10.60 
real-time RS chart chart add note IndusInd Bank 1,145.350  Wed 0.21 1,129.150 1.43 1,144.150 -15.000 -1.31  INR 10.55 
real-time RS chart chart L add note Commonwealth Bank 110.210  05:10 -0.10 110.750 -0.49 103.080 7.670 7.44  AUD 10.30 
real-time RS chart chart L add note Suncorp-Metway 12.740  05:10 -2.30 12.360 3.07 11.680 0.680 5.82  AUD 9.94 
real-time RS chart chart L add note Shinsei Bank 2,398.000  06:15 0.08 2,333.000 2.79 2,227.000 106.000 4.76  JPY 9.51 
real-time RS chart chart L add note Unipol 4.897  Wed -0.31 4.936 -0.79 4.599 0.337 7.33  EUR 8.99 
real-time RS chart chart L add note DBS Bank 36.190  Wed 0.56 35.840 0.98 34.430 1.410 4.10  SGD 8.22 
real-time RS chart chart L add note National Bank CA 101.490  Wed 0.55 100.270 1.22 94.710 5.560 5.87  CAD 7.96 
real-time RS chart chart L add note OCBC 13.150  Wed 1.00 13.000 1.15 12.120 0.880 7.26  SGD 7.92 
real-time RS chart chart L add note Wells Fargo 48.250  Wed 0.25 47.680 1.20 47.070 0.610 1.30  USD 6.49 
real-time RS chart chart add note ICICI Bank 859.100  Wed 0.74 853.700 0.63 917.500 -63.800 -6.95  INR 6.14 
real-time RS chart chart L add note Royal Bank CA 138.280  Wed -0.25 138.120 0.12 128.210 9.910 7.73  CAD 6.00 
real-time RS chart chart L add note KB Financial 54,200.000  06:30 -2.69 55,700.000 -2.69 47,450.000 8,250.000 17.39  KRW 5.83 
real-time RS chart chart add note Westpac Banking 23.900  05:10 23.850 0.21 23.190 0.660 2.85  AUD 5.40 
real-time RS chart chart add note United Overseas Bank 30.840  Wed 0.98 30.340 1.65 28.500 1.840 6.46  SGD 5.09 
real-time RS chart chart L add note National Australia B 31.950  05:10 -0.34 31.880 0.22 31.730 0.150 0.47  AUD 4.98 
real-time RS chart chart L add note ANZ Banking AU 25.920  05:10 0.50 25.580 1.33 24.330 1.250 5.14  AUD 4.19 
real-time RS chart chart add note State Bank of India 549.750  Wed 0.48 545.400 0.80 614.150 -68.750 -11.19  INR 4.05 
real-time RS chart chart add note ANZ Banking NZ 28.450  04:00 -0.35 27.970 1.72 26.700 1.270 4.76  NZD 3.95 
real-time RS chart chart L add note U.S. Bancorp 49.070  Wed -1.21 48.950 0.25 43.530 5.420 12.45  USD 3.07 
real-time RS chart chart L add note Bank Montreal 137.180  Wed 0.37 135.460 1.27 127.780 7.680 6.01  CAD 2.91 
real-time RS chart chart L add note China Merchants Bank 38.490  07:00 38.350 0.37 29.160 9.190 31.52  CNY 2.62 
real-time RS chart chart L add note Bank of China 2.970  Wed 0.34 2.940 1.02 2.620 0.320 12.21  HKD 2.51 
  instrument freshest Δday 2/06/23 Δwk 11/07/22  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Citigroup 51.150  Wed 0.04 50.860 0.57 45.730 5.130 11.22  USD 2.46 
real-time RS chart chart L add note Bank of America 36.500  Wed -0.73 36.370 0.36 37.010 -0.640 -1.73  USD 2.11 
real-time RS chart chart L add note Toronto-Dominion 92.640  Wed -0.19 91.700 1.03 88.360 3.340 3.78  CAD 1.64 
real-time RS chart chart L add note DNB 190.200  Wed -0.26 189.550 0.34 180.750 8.800 4.87  NOK 0.64 
real-time RS chart chart L add note Bank of Communicats 4.850  Wed 1.04 4.770 1.68 4.050 0.720 17.78  HKD 0.25 
real-time RS chart chart L add note Agricultural Bank 2.930  07:00 0.34 2.920 0.34 2.750 0.170 6.18  CNY -0.08 
real-time RS chart chart L add note Aozora Bank 2,625.000  06:15 -0.68 2,618.000 0.27 2,555.000 63.000 2.47  JPY -0.46 
real-time RS chart chart L add note Bank of East Asia 10.140  Wed 1.20 10.020 1.20 8.150 1.870 22.94  HKD -2.58 
real-time RS chart chart L add note China Constr Bk HK 5.000  Wed 0.81 4.960 0.81 4.370 0.590 13.50  HKD -2.93 
real-time RS chart chart add note IBK 10,200.000  06:30 -1.64 10,030.000 1.69 10,600.000 -570.000 -5.38  KRW -3.16 
real-time RS chart chart S add note Kotak Mahindra Bank 1,765.500  Wed -0.56 1,747.000 1.06 1,882.600 -135.600 -7.20  INR -3.96 
real-time RS chart chart L add note Ind and Comm Bk 4.300  07:00 4.290 0.23 4.080 0.210 5.15  CNY -4.13 
real-time RS chart chart L add note Bank Nova Scotia 73.620  Wed -0.18 72.820 1.10 66.220 6.600 9.97  CAD -4.14 
real-time RS chart chart L add note ICBC 4.080  Wed 0.74 4.010 1.75 3.580 0.430 12.01  HKD -4.19 
real-time RS chart chart L add note Woori Financial 12,430.000  06:30 -2.89 12,330.000 0.81 11,550.000 780.000 6.75  KRW -4.48 
real-time RS chart chart L add note Hang Seng Bank 125.600  Wed 1.21 124.700 0.72 115.700 9.000 7.78  HKD -5.51 
real-time RS chart chart L add note Umweltbank 13.800  Wed -0.36 13.750 0.36 11.700 2.050 17.52  EUR -5.71 
real-time RS chart chart L add note Bank of China (HK) 26.350  Wed 0.38 26.100 0.96 25.800 0.300 1.16  HKD -5.80 
real-time RS chart chart L add note Cdn Imp Bk Comm 62.300  Wed 0.23 61.400 1.47 62.470 -1.070 -1.71  CAD -6.17 
real-time RS chart chart L add note Industrial Bank 17.190  07:00 0.47 17.150 0.23 15.470 1.680 10.86  CNY -6.79 
real-time RS chart chart L add note Heartland 1.830  04:00 1.10 1.820 0.55 1.740 0.080 4.60  NZD -7.58 
real-time RS chart chart add note Indiabulls HF 120.150  Wed 2.34 118.150 1.69 132.000 -13.850 -10.49  INR -9.90 
real-time RS chart chart add note Credit Suisse 3.252  Wed 0.59 3.200 1.62 4.070 -0.870 -21.38  CHF -33.75 
 Banks - 97 out of 97 instruments rated - 2/06/23 / 11/07/22 - 88 did rise, Market-Ratio(13) = 90.72 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/07/19 scale up chart 2/06/23
 


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 Financial 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 Financial 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  12/05/22 378  RT RS QC  Bank of East Asia 50  68,456,312  HKD 12.060  9.390 15.489  3.429 28  1,886m 27  
          RT RS QC  China Minsheng Bk 50  211,687,985  CNY 3.900  3.550 4.285  0.385 10  1,967m 10  
100 19 18 
long 12/05/22  12/12/22 7  RT RS QC  BBVA Banco Francés 50  3,015,035  ARS 326.250  328.550    2.300 1  1,974m 44  
          RT RS QC  Banco del Bajio 50  16,229,261  MXN 60.610  61.120    0.510 1  1,983m 55  
100 1 49 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 12/12/22  12/26/22 14  RT RS QC  Credit Suisse 50  320,900,321  CHF 3.089  2.846 3.353  0.264 9  2,067m 746  
          RT RS QC  Cdn Imp Bk Comm 50  17,209,393  CAD 57.600  54.720 60.632  3.032 5  2,119m 281  
100 7 469 
long 12/26/22   2/08/23 44  RT RS QC  Banco Macro 50  1,981,409  ARS 534.800  764.600    229.800 43  2,575m 1,840  
          RT RS QC  BBVA Banco Francés 50  2,588,003  ARS 409.450  537.000    127.550 31  2,905m 848  
100 37 1,267 
accum 5/15/06 2/08/236114 days out of 6247 invested (98%) 29,047,332 2,905m 112  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Financialshort  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 
 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 6.653.33 
 long 12/26/22  2/08/2344534.80764.60229.80 42.9721.4842.08 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 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 
 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 
 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 -2.03-1.02 
 long 12/05/22 12/12/227326.25328.552.30 0.700.35 
 long 12/26/22  2/08/2344409.45537.00127.55 31.1515.5820.88 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Bank of East Asiashort 11/22/21 12/05/2237812.069.3915.493.43 28.4314.2214.22 
 China Minsheng Bkshort  6/07/21 10/11/211264.683.985.500.82 17.598.79 
 short 11/22/21 12/05/223783.903.554.280.38 9.864.9314.16 
 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 
 Regionallong  9/03/12 11/12/127046.6552.245.59 11.985.995.99 
 Credit Suisseshort  6/07/21 10/11/211269.929.6710.180.26 2.631.31 
 short 12/12/22 12/26/22143.092.853.350.26 8.544.275.64 
 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 
 Cdn Imp Bk Commshort 12/12/22 12/26/221457.6054.7260.633.03 5.262.632.63 
 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 
 Banco del Bajiolong 12/05/22 12/12/22760.6161.120.51 0.840.420.42 
 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 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 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 
 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
5/16/22Cdn Imp Bk Commstock split 1:2 (two for one)
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.