RS Chart
Assessment - Banks - 2/24/20 - RS = 13
 ⇐ 
  instrument freshest Δday 2/24/20 Δwk 11/25/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note SOM Banks 176.952  15:31 -1.87 184.008 -3.83 184.691 -0.683 -0.37  USD 1.00 
real-time RS chart chart L add note UBI Banca 3.840  13:35 -3.32 3.938 -2.49 3.037 0.901 29.67  EUR 51.65 
real-time RS chart chart L add note Deutsche Bank 8.565  12:55 -3.33 8.940 -4.19 6.673 2.267 33.97  EUR 26.75 
real-time RS chart chart L add note Banco Macro 258.950  Wed -4.76 271.900 -4.76 189.500 82.400 43.48  ARS 25.93 
real-time RS chart chart L add note Umweltbank 11.550  10:00 -3.35 12.550 -7.97 10.250 2.300 22.44  EUR 21.98 
real-time RS chart chart add note ICICI Bank 515.350  09:59 -1.59 529.850 -2.74 497.800 32.050 6.44  INR 21.62 
real-time RS chart chart add note Gentera 20.110  15:31 -1.85 20.300 -0.94 18.680 1.620 8.67  MXN 17.40 
real-time RS chart chart L add note Nordea Bank 7.499  09:29 -1.61 7.873 -4.75 6.556 1.317 20.09  EUR 16.96 
real-time RS chart chart L add note Banco BPM 2.079  13:34 -3.57 2.222 -6.44 2.092 0.130 6.21  EUR 16.51 
real-time RS chart chart L add note Nordea Bank 79.290  09:31 -1.70 83.260 -4.77 69.740 13.520 19.39  SEK 16.47 
real-time RS chart chart add note VTB Bank 1.291  08:23 -2.20 1.340 -3.66 1.309 0.031 2.37  EUR 16.30 
real-time RS chart chart add note Societe Generale 26.920  13:25 -5.74 29.940 -10.09 28.610 1.330 4.65  EUR 15.55 
real-time RS chart chart L add note Jyske Bank 245.400  09:29 -6.90 271.500 -9.61 228.700 42.800 18.71  DKK 15.20 
real-time RS chart chart L add note Regional 105.290  15:31 -4.88 114.200 -7.80 106.500 7.700 7.23  MXN 15.08 
real-time RS chart chart L add note National Bank CA 71.270  15:19 -2.49 74.180 -3.92 70.920 3.260 4.60  CAD 13.14 
real-time RS chart chart add note JP Morgan Chase 122.570  15:27 -3.21 132.160 -7.26 131.490 0.670 0.51  USD 12.46 
real-time RS chart chart add note Banca Generali 28.460  13:34 -3.72 29.620 -3.92 30.900 -1.280 -4.14  EUR 12.42 
real-time RS chart chart add note BNP Paribas 45.445  13:25 -5.75 51.200 -11.24 51.470 -0.270 -0.52  EUR 12.12 
real-time RS chart chart add note Kotak Mahindra Bank 1,682.750  09:59 0.98 1,678.250 0.27 1,603.650 74.600 4.65  INR 11.95 
real-time RS chart chart L add note Commonwealth Bank 84.430  05:10 -1.08 87.990 -4.05 79.890 8.100 10.14  AUD 11.78 
real-time RS chart chart add note Heartland 1.680  04:00 -0.59 1.830 -8.20 1.670 0.160 9.58  NZD 11.62 
real-time RS chart chart L add note S.E.B 96.600  09:31 -1.47 99.620 -3.03 80.720 18.900 23.41  SEK 11.34 
real-time RS chart chart L add note Swedbank 151.850  09:31 -1.11 156.800 -3.16 126.650 30.150 23.81  SEK 11.11 
real-time RS chart chart add note Credit Agricole 11.405  13:25 -5.74 12.700 -10.20 12.640 0.060 0.47  EUR 10.78 
real-time RS chart chart add note Intesa Sanpaolo 2.291  13:35 -3.80 2.377 -3.62 2.353 0.024 1.02  EUR 10.64 
  instrument freshest Δday 2/24/20 Δwk 11/25/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Ferratum 10.920  09:07 -2.50 11.200 -2.50 10.060 1.140 11.33  EUR 10.26 
real-time RS chart chart L add note Aozora Bank 2,834.000  06:15 -3.61 3,030.000 -6.47 2,809.000 221.000 7.87  JPY 10.14 
real-time RS chart chart L add note Svenska Handelsbank 102.600  09:31 -1.68 106.100 -3.30 95.080 11.020 11.59  SEK 10.12 
real-time RS chart chart add note Unicredit 12.038  13:35 -4.09 12.640 -4.76 12.800 -0.160 -1.25  EUR 9.83 
real-time RS chart chart L add note Danske Bank 111.000  09:30 -2.46 115.000 -3.48 92.000 23.000 25.00  DKK 8.93 
real-time RS chart chart add note Bank of America 29.210  15:26 -4.64 32.730 -10.75 33.470 -0.740 -2.21  USD 8.15 
real-time RS chart chart add note KBC 64.300  09:04 -1.62 66.880 -3.86 67.080 -0.200 -0.30  EUR 7.99 
real-time RS chart chart add note DNB 165.700  09:05 -1.95 171.250 -3.24 169.200 2.050 1.21  NOK 7.27 
real-time RS chart chart add note American Express 114.560  15:26 -3.32 128.190 -10.63 120.590 7.600 6.30  USD 7.24 
real-time RS chart chart add note HDFC 2,272.200  10:00 -0.41 2,292.300 -0.88 2,294.550 -2.250 -0.10  INR 7.06 
real-time RS chart chart add note Unipol 4.702  13:35 -3.55 4.925 -4.53 5.296 -0.371 -7.01  EUR 6.19 
real-time RS chart chart add note Sberbank 13.750  07:05 -2.55 13.900 -1.08 13.650 0.250 1.83  EUR 5.71 
real-time RS chart chart add note Chiba Bank 555.000  06:15 -6.57 611.000 -9.17 628.000 -17.000 -2.71  JPY 5.38 
real-time RS chart chart add note Aareal Bank 26.740  09:10 -2.55 29.020 -7.86 27.480 1.540 5.60  EUR 5.04 
real-time RS chart chart add note State Bank of India 321.950  10:00 -1.90 322.950 -0.31 336.100 -13.150 -3.91  INR 4.38 
real-time RS chart chart add note Banco Santander MX 26.800  15:31 -3.21 28.250 -5.13 25.950 2.300 8.86  MXN 4.06 
real-time RS chart chart L add note BBVA Banco Francés 116.650  Wed -6.27 124.450 -6.27 95.050 29.400 30.93  ARS 3.87 
real-time RS chart chart add note Citigroup 65.550  15:27 -3.86 72.530 -9.62 75.680 -3.150 -4.16  USD 3.81 
real-time RS chart chart add note Royal Bank CA 101.670  15:19 -2.21 108.320 -6.14 109.360 -1.040 -0.95  CAD 3.60 
real-time RS chart chart add note Shinsei Bank 1,500.000  06:15 -7.35 1,668.000 -10.07 1,735.000 -67.000 -3.86  JPY 3.59 
real-time RS chart chart add note Credit Suisse 11.385  13:15 -6.03 12.710 -10.42 13.300 -0.590 -4.44  CHF 3.03 
real-time RS chart chart add note Erste Group Bank 30.860  15:22 -6.37 33.630 -8.24 33.410 0.220 0.66  EUR 2.96 
real-time RS chart chart add note National Australia B 25.890  05:10 -1.33 27.110 -4.50 26.080 1.030 3.95  AUD 2.42 
real-time RS chart chart add note HDFC Bank 1,199.450  10:00 0.02 1,209.950 -0.87 1,271.100 -61.150 -4.81  INR 2.36 
real-time RS chart chart add note Sumitomo Mitsui Trst 3,783.000  06:15 -2.07 4,053.000 -6.66 4,269.000 -216.000 -5.06  JPY 2.21 
  instrument freshest Δday 2/24/20 Δwk 11/25/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Commerzbank 5.601  09:10 -2.56 6.126 -8.57 5.290 0.836 15.80  EUR 2.19 
real-time RS chart chart add note UBS 11.125  13:15 -4.83 12.065 -7.79 12.290 -0.225 -1.83  CHF 1.67 
real-time RS chart chart L add note Triodos Groenfonds 59.960  09:00 59.910 0.08 59.140 0.770 1.30  EUR 1.56 
real-time RS chart chart add note Bank Nova Scotia 71.070  15:17 -1.97 73.150 -2.84 75.800 -2.650 -3.50  CAD 0.85 
real-time RS chart chart L add note ANZ Banking AU 25.530  05:10 -2.07 26.830 -4.85 24.830 2.000 8.05  AUD 0.55 
real-time RS chart chart add note Banco Bilbao Viz 4.677  09:07 -1.36 4.912 -4.78 4.816 0.096 2.00  EUR 0.05 
real-time RS chart chart add note BPER Banca 3.820  13:34 -2.68 3.836 -0.42 4.497 -0.661 -14.70  EUR 0.05 
real-time RS chart chart add note ANZ Banking NZ 26.700  03:42 -1.69 28.060 -4.85 26.210 1.850 7.06  NZD -0.07 
real-time RS chart chart add note Toronto-Dominion 70.590  15:19 -3.43 74.810 -5.64 77.540 -2.730 -3.52  CAD -0.23 
real-time RS chart chart S add note Bank Montreal 93.540  15:17 -2.26 99.470 -5.96 101.340 -1.870 -1.85  CAD -0.41 
real-time RS chart chart add note Axis Bank 735.850  09:59 0.88 725.450 1.43 754.750 -29.300 -3.88  INR -0.54 
real-time RS chart chart add note Cdn Imp Bk Comm 106.000  15:18 -1.00 107.500 -1.40 115.400 -7.900 -6.85  CAD -0.66 
real-time RS chart chart S add note Raiffeisen Bank Int 18.975  15:22 -6.99 21.450 -11.54 21.830 -0.380 -1.74  EUR -0.73 
real-time RS chart chart S add note China Constr Bk HK 6.440  08:08 1.90 6.340 1.58 6.400 -0.060 -0.94  HKD -0.80 
real-time RS chart chart add note China Merchants Bank 35.220  07:00 1.12 35.050 0.49 36.580 -1.530 -4.18  CNY -1.03 
real-time RS chart chart L add note OCBC 10.900  09:07 0.37 10.920 -0.18 10.960 -0.040 -0.36  SGD -1.30 
real-time RS chart chart add note U.S. Bancorp 48.470  15:28 -2.40 53.080 -8.69 59.820 -6.740 -11.27  USD -1.94 
real-time RS chart chart add note United Overseas Bank 25.270  09:04 0.56 25.280 -0.04 26.120 -0.840 -3.22  SGD -2.13 
real-time RS chart chart S add note FinecoBank 9.778  13:35 -1.73 10.060 -2.80 11.740 -1.680 -14.31  EUR -2.66 
real-time RS chart chart S add note DBS Bank 24.820  09:15 0.65 24.850 -0.12 25.650 -0.800 -3.12  SGD -2.82 
real-time RS chart chart S add note Bank of China 3.620  07:00 0.56 3.590 0.84 3.650 -0.060 -1.64  CNY -2.90 
real-time RS chart chart S add note ICBC 5.460  08:08 2.25 5.410 0.92 5.740 -0.330 -5.75  HKD -3.32 
real-time RS chart chart S add note Industrial Bank 17.820  07:00 0.68 17.840 -0.11 19.310 -1.470 -7.61  CNY -4.17 
real-time RS chart chart S add note Agricultural Bank 3.460  07:00 0.29 3.460 3.640 -0.180 -4.95  CNY -4.44 
real-time RS chart chart S add note Ind and Comm Bk 5.400  07:00 -0.18 5.440 -0.74 5.830 -0.390 -6.69  CNY -4.52 
  instrument freshest Δday 2/24/20 Δwk 11/25/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart S add note Resona 419.700  06:15 -1.59 441.000 -4.83 464.700 -23.700 -5.10  JPY -4.69 
real-time RS chart chart S add note China Everbright Bk 3.880  07:00 0.52 3.890 -0.26 4.260 -0.370 -8.69  CNY -4.72 
real-time RS chart chart add note Bank of China 3.160  08:08 1.61 3.140 0.64 3.210 -0.070 -2.18  HKD -4.73 
real-time RS chart chart S add note Shanghai Pudong 11.210  07:00 0.09 11.160 0.45 12.070 -0.910 -7.54  CNY -5.02 
real-time RS chart chart S add note Wells Fargo 42.975  15:28 -2.64 46.390 -7.36 54.210 -7.820 -14.43  USD -5.20 
real-time RS chart chart S add note China Minsheng Bk 5.850  07:00 0.17 5.860 -0.17 6.180 -0.320 -5.18  CNY -5.23 
real-time RS chart chart add note Westpac Banking 24.330  05:10 -1.34 25.500 -4.59 24.440 1.060 4.34  AUD -5.28 
real-time RS chart chart add note Mediobanca 8.530  13:34 -2.60 8.848 -3.59 10.250 -1.402 -13.68  EUR -5.65 
real-time RS chart chart S add note Bankinter 5.714  09:07 -1.41 5.946 -3.90 6.344 -0.398 -6.27  EUR -6.08 
real-time RS chart chart add note Banco Santander 3.496  09:07 -1.41 3.621 -3.45 3.635 -0.015 -0.40  EUR -6.91 
real-time RS chart chart L add note Bank of China (HK) 27.100  08:08 0.93 27.000 0.37 27.150 -0.150 -0.55  HKD -7.23 
real-time RS chart chart S add note Shizuoka Bank 703.000  06:15 -2.90 752.000 -6.52 825.000 -73.000 -8.85  JPY -7.34 
real-time RS chart chart S add note Bank of Bejing 5.210  07:00 5.260 -0.95 5.610 -0.350 -6.24  CNY -8.23 
real-time RS chart chart S add note BNY Mellon 40.785  15:26 -1.41 43.130 -5.44 49.330 -6.200 -12.57  USD -8.32 
real-time RS chart chart add note HSBC 54.400  08:08 0.81 56.500 -3.72 59.000 -2.500 -4.24  HKD -8.42 
real-time RS chart chart S add note Suncorp-Metway 11.710  05:10 -0.76 12.220 -4.17 13.200 -0.980 -7.42  AUD -8.44 
real-time RS chart chart S add note Bank of Comm 5.310  07:00 5.310 5.570 -0.260 -4.67  CNY -8.47 
real-time RS chart chart S add note Lloyds Bank 50.940  09:24 -1.87 53.110 -4.09 60.870 -7.760 -12.75  GBP -8.92 
real-time RS chart chart L add note Hang Seng Bank 163.400  08:08 1.11 161.500 1.18 162.900 -1.400 -0.86  HKD -9.05 
real-time RS chart chart S add note Standard Chartered 570.760  09:24 -3.52 606.600 -5.91 701.400 -94.800 -13.52  GBP -9.48 
real-time RS chart chart S add note Banco Sabadell 0.815  09:07 -1.52 0.843 -3.34 1.013 -0.169 -16.72  EUR -10.18 
real-time RS chart chart add note HSBC 539.700  09:23 -2.76 550.800 -2.02 582.800 -32.000 -5.49  GBP -10.62 
real-time RS chart chart S add note Bank of Communicats 5.130  08:08 1.18 5.090 0.79 5.280 -0.190 -3.60  HKD -10.92 
real-time RS chart chart S add note Fukuoka 1,710.000  06:15 -3.61 1,855.000 -7.82 2,066.000 -211.000 -10.21  JPY -11.44 
real-time RS chart chart S add note KB Financial 39,400.000  06:30 0.90 39,050.000 0.90 46,050.000 -7,000.000 -15.20  KRW -11.63 
  instrument freshest Δday 2/24/20 Δwk 11/25/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart S add note RBS 189.150  09:24 -2.02 197.750 -4.35 229.500 -31.750 -13.83  GBP -11.93 
real-time RS chart chart S add note Bank of Shanghai 8.810  07:00 0.69 8.790 0.23 9.300 -0.510 -5.48  CNY -12.57 
real-time RS chart chart add note Banco del Bajio 29.100  15:31 -4.84 30.010 -3.03 31.280 -1.270 -4.06  MXN -13.15 
real-time RS chart chart add note Bankia 1.540  09:06 -2.50 1.633 -5.73 1.802 -0.169 -9.35  EUR -16.40 
real-time RS chart chart S add note Bank of Ireland 3.388  15:21 -5.52 3.764 -9.99 4.424 -0.660 -14.92  EUR -16.91 
real-time RS chart chart L add note Indiabulls HF 316.700  09:59 -1.49 330.850 -4.28 259.450 71.400 27.52  INR -16.95 
real-time RS chart chart S add note Banco Comercial 0.173  09:06 -1.93 0.180 -4.00 0.202 -0.022 -10.84  EUR -17.95 
real-time RS chart chart S add note IndusInd Bank 1,115.550  09:59 -1.71 1,170.250 -4.67 1,496.850 -326.600 -21.82  INR -19.30 
real-time RS chart chart L add note Bank of East Asia 16.860  08:08 0.12 16.700 0.96 17.980 -1.280 -7.12  HKD -19.54 
real-time RS chart chart S add note ABN AMRO 13.790  09:04 -1.64 14.240 -3.16 15.720 -1.480 -9.41  EUR -19.65 
real-time RS chart chart S add note Woori Financial 9,910.000  06:30 1.02 9,400.000 5.43 11,950.000 -2,550.000 -21.34  KRW -25.40 
real-time RS chart chart S add note IBK 9,780.000  06:30 1.24 9,480.000 3.16 12,000.000 -2,520.000 -21.00  KRW -26.13 
real-time RS chart chart S add note Yes Bank 36.800  10:00 0.68 34.950 5.29 63.750 -28.800 -45.18  INR -52.52 
 Banks - 112 out of 112 instruments rated - 2/24/20 / 11/25/19 - 41 did rise, Market-Ratio(13) = 36.61 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/04/16 scale up chart 2/24/20
 


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   2/27/20 38  RT RS QC  Indiabulls HF 50  34,884,111  INR 30.440  31.670 29.210  -1.230 -4  2,081m -33  
          RT RS QC  Yes Bank 50  235,187,685  INR 4.515  3.680 5.540  1.025 23  2,322m 613  
100 9 135 
accum 5/15/06 2/27/205036 days out of 5169 invested (97%) 23,217,771 2,322m 145  

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 
 National Bank Greeceshort  9/20/10  2/06/1250412,350.104,260.0035,803.9823,453.88 189.9194.9594.95 
 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  2/27/20384.523.685.541.02 22.6911.3594.59 
 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 
 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 2.521.2632.58 
 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 
 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 
 Regionallong  9/03/12 11/12/127046.6552.245.59 11.985.995.99 
 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 
 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 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 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 
 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 
 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 
 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 
 Indiabulls HFshort 12/09/19 12/23/191425.9029.5922.20-3.70 -14.27-7.13 
 short  1/20/20  2/27/203830.4431.6729.21-1.23 -4.04-2.02-9.01 
 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 -9.72-4.86-10.77 
 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 


Annotations
7/17/18Bank of Shanghaistock split 5:7 (seven for five)
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)
7/11/16Bank of Bejingforward stock split 10:12 (twelve for ten)
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
7/17/15Bank of Bejingforward stock split 10:12 (twelve for ten)
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.