| |
| |
Assessment - Currencies (€ in) - 3/01/21 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
8/31/20 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
EUR in ARS |
107.629 |
Fri |
-0.44 |
108.894 |
-1.16 |
88.583 |
20.311 |
22.93 |
ARS |
27.66 |
| |  |
 |
 |
 |
|
 |
EUR in BRL |
6.775 |
Fri |
-0.17 |
6.820 |
-0.66 |
6.538 |
0.281 |
4.30 |
BRL |
10.46 |
| |  |
 |
 |
 |
|
 |
EUR in JPY |
129.069 |
Fri |
-0.17 |
129.097 |
-0.02 |
126.389 |
2.708 |
2.14 |
JPY |
5.27 |
| |  |
 |
 |
 |
|
 |
EUR in HKD |
9.252 |
Fri |
-0.41 |
9.361 |
-1.16 |
9.257 |
0.104 |
1.12 |
HKD |
4.32 |
| |  |
 |
 |
 |
|
 |
EUR in USD |
1.192 |
Fri |
-0.49 |
1.208 |
-1.29 |
1.195 |
0.013 |
1.07 |
USD |
4.30 |
| |  |
 |
 |
 |
|
 |
EUR in RUB |
88.615 |
Fri |
-0.66 |
89.289 |
-0.76 |
88.688 |
0.601 |
0.68 |
RUB |
4.14 |
| |  |
 |
 |
 |
|
 |
EUR in CHF |
1.107 |
Fri |
-0.45 |
1.109 |
-0.21 |
1.078 |
0.031 |
2.89 |
CHF |
3.50 |
| |  |
 |
 |
 |
|
 |
EUR in INR |
87.114 |
Fri |
-0.44 |
88.036 |
-1.05 |
87.461 |
0.576 |
0.66 |
INR |
2.19 |
| |  |
 |
 |
 |
|
 |
EUR in THB |
36.293 |
Fri |
-0.24 |
36.579 |
-0.78 |
37.041 |
-0.462 |
-1.25 |
THB |
1.51 |
| |  |
 |
 |
 |
|
 |
EUR in SGD |
1.599 |
Fri |
-0.13 |
1.607 |
-0.52 |
1.624 |
-0.017 |
-1.04 |
SGD |
1.09 |
| |  |
 |
 |
 |
|
 |
EUR in KRW |
1,344.700 |
Fri |
-0.93 |
1,357.100 |
-0.91 |
1,417.800 |
-60.700 |
-4.28 |
KRW |
0.44 |
| |  |
 |
 |
 |
|
 |
EUR in MXN |
25.314 |
Fri |
0.12 |
25.222 |
0.36 |
26.178 |
-0.956 |
-3.65 |
MXN |
0.44 |
| |  |
 |
 |
 |
|
 |
EUR in DKK |
7.436 |
Fri |
|
7.436 |
|
7.442 |
-0.006 |
-0.08 |
DKK |
-0.17 |
| |  |
 |
 |
 |
|
 |
EUR in TWD |
33.269 |
Fri |
-0.25 |
33.567 |
-0.89 |
35.085 |
-1.518 |
-4.33 |
TWD |
-0.46 |
| |  |
 |
 |
 |
|
 |
EUR in CNY |
7.742 |
Fri |
-0.05 |
7.805 |
-0.80 |
8.177 |
-0.373 |
-4.56 |
CNY |
-1.21 |
| |  |
 |
 |
 |
|
 |
EUR in CAD |
1.510 |
Fri |
-0.42 |
1.524 |
-0.95 |
1.557 |
-0.033 |
-2.12 |
CAD |
-1.33 |
| |  |
 |
 |
 |
|
 |
EUR in SEK |
10.187 |
Fri |
0.32 |
10.160 |
0.26 |
10.309 |
-0.149 |
-1.45 |
SEK |
-2.42 |
| |  |
 |
 |
 |
|
 |
EUR in CLP |
873.780 |
Fri |
-0.30 |
877.940 |
-0.47 |
928.260 |
-50.320 |
-5.42 |
CLP |
-3.12 |
| |  |
 |
 |
 |
|
 |
EUR in GBP |
0.862 |
Fri |
0.09 |
0.864 |
-0.21 |
0.893 |
-0.029 |
-3.21 |
GBP |
-3.54 |
| |  |
 |
 |
 |
|
 |
EUR in NOK |
10.200 |
Fri |
-0.43 |
10.236 |
-0.35 |
10.412 |
-0.176 |
-1.69 |
NOK |
-5.00 |
| |  |
 |
 |
 |
|
 |
EUR in NZD |
1.667 |
Fri |
0.05 |
1.662 |
0.25 |
1.769 |
-0.107 |
-6.03 |
NZD |
-5.24 |
| |  |
 |
 |
 |
|
 |
EUR in AUD |
1.551 |
Fri |
-0.03 |
1.548 |
0.17 |
1.616 |
-0.068 |
-4.20 |
AUD |
-5.89 |
Currencies (€ in) - 22 out of 22 instruments rated - 3/01/21 / 8/31/20 - 8 did rise, Market-Ratio(26) = 36.36 % |
Technical Chart
| Currencies (€ in) RS = 26 - B/S = 60/40 | |
 |
1/02/17 |
scale up chart |
3/01/21 |
Transactions Currencies (€ in) * 26 - 60/40 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/30/06 |
28 |
|
- cash - |
short |
1/30/06 |
4/03/06 |
63 |
 |
 |
 |
EUR in CAD |
50 |
3,595 |
CAD |
1.391 |
1.416 |
1.365 |
-0.026 |
-2 |
9,908 |
-10 |
|
|
|
|
|
 |
 |
 |
EUR in BRL |
50 |
1,862 |
BRL |
2.685 |
2.626 |
2.745 |
0.060 |
2 |
10,020 |
14 |
|
100 |
0 |
1 | |
long |
4/03/06 |
9/15/08 |
896 |
 |
 |
 |
EUR in JPY |
50 |
35 |
JPY |
142.720 |
153.410 |
|
10.690 |
7 |
10,394 |
3 |
|
|
|
|
|
 |
 |
 |
EUR in AUD |
50 |
2,971 |
AUD |
1.691 |
1.728 |
|
0.037 |
2 |
10,504 |
1 |
|
100 |
5 |
2 | |
short |
9/15/08 |
4/06/09 |
203 |
 |
 |
 |
EUR in CNY |
50 |
539 |
CNY |
9.730 |
9.218 |
10.271 |
0.541 |
6 |
10,795 |
10 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
1,200 |
ARS |
4.380 |
4.971 |
3.789 |
-0.591 |
-13 |
10,087 |
-23 |
|
100 |
-4 |
-7 | |
long |
4/06/09 |
4/20/09 |
14 |
 |
 |
 |
EUR in GBP |
50 |
5,549 |
GBP |
0.909 |
0.882 |
|
-0.027 |
-3 |
9,936 |
-55 |
|
|
|
|
|
 |
 |
 |
EUR in RUB |
50 |
112 |
RUB |
44.855 |
43.772 |
|
-1.083 |
-2 |
9,814 |
-47 |
|
100 |
-3 |
-51 | |
short |
4/20/09 |
4/27/09 |
7 |
 |
 |
 |
EUR in JPY |
50 |
37 |
JPY |
129.360 |
128.680 |
130.044 |
0.684 |
1 |
9,840 |
32 |
|
|
|
|
|
 |
 |
 |
EUR in CNY |
50 |
564 |
CNY |
8.913 |
9.040 |
8.786 |
-0.127 |
-1 |
9,768 |
-53 |
|
100 |
0 |
-22 | |
long |
4/27/09 |
6/29/09 |
63 |
 |
 |
 |
EUR in GBP |
50 |
5,414 |
GBP |
0.902 |
0.851 |
|
-0.051 |
-6 |
9,490 |
-29 |
|
|
|
|
|
 |
 |
 |
EUR in RUB |
50 |
110 |
RUB |
44.148 |
43.822 |
|
-0.326 |
-1 |
9,454 |
-4 |
|
100 |
-3 |
-17 | |
short |
6/29/09 |
7/13/09 |
14 |
 |
 |
 |
EUR in JPY |
50 |
35 |
JPY |
133.820 |
129.010 |
138.809 |
4.989 |
4 |
9,628 |
160 |
|
|
|
|
|
 |
 |
 |
EUR in HKD |
50 |
438 |
HKD |
10.890 |
10.808 |
10.972 |
0.082 |
1 |
9,664 |
22 |
|
100 |
2 |
78 | |
long |
7/13/09 |
12/21/09 |
161 |
 |
 |
 |
EUR in RUB |
50 |
105 |
RUB |
45.595 |
43.895 |
|
-1.700 |
-4 |
9,486 |
-8 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
919 |
ARS |
5.304 |
5.447 |
|
0.144 |
3 |
9,618 |
6 |
|
100 |
0 |
-1 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
12/21/09 |
10/11/10 |
294 |
 |
 |
 |
EUR in AUD |
50 |
2,985 |
AUD |
1.611 |
1.415 |
1.833 |
0.222 |
14 |
10,280 |
17 |
|
|
|
|
|
 |
 |
 |
EUR in BRL |
50 |
1,877 |
BRL |
2.562 |
2.324 |
2.824 |
0.262 |
10 |
10,772 |
13 |
|
100 |
12 |
15 | |
long |
10/11/10 |
1/10/11 |
91 |
 |
 |
 |
EUR in RUB |
50 |
129 |
RUB |
41.631 |
39.648 |
|
-1.983 |
-5 |
10,516 |
-18 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
981 |
ARS |
5.503 |
5.143 |
|
-0.360 |
-7 |
10,163 |
-24 |
|
100 |
-6 |
-21 | |
short |
1/10/11 |
2/14/11 |
35 |
 |
 |
 |
EUR in AUD |
50 |
3,920 |
AUD |
1.296 |
1.352 |
1.240 |
-0.056 |
-4 |
9,943 |
-37 |
|
|
|
|
|
 |
 |
 |
EUR in TWD |
50 |
134 |
TWD |
37.846 |
39.716 |
35.976 |
-1.870 |
-5 |
9,692 |
-41 |
|
100 |
-5 |
-39 | |
long |
2/14/11 |
4/25/11 |
70 |
 |
 |
 |
EUR in HKD |
50 |
459 |
HKD |
10.538 |
11.323 |
|
0.785 |
7 |
10,053 |
45 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
893 |
ARS |
5.437 |
5.946 |
|
0.509 |
9 |
10,507 |
59 |
|
100 |
8 |
52 | |
short |
4/25/11 |
5/30/11 |
35 |
 |
 |
 |
EUR in CHF |
50 |
4,070 |
CHF |
1.291 |
1.216 |
1.370 |
0.080 |
6 |
10,831 |
87 |
|
|
|
|
|
 |
 |
 |
EUR in SEK |
50 |
590 |
SEK |
8.893 |
8.905 |
8.881 |
-0.012 |
0 |
10,823 |
-1 |
|
100 |
3 |
36 | |
long |
5/30/11 |
9/12/11 |
105 |
 |
 |
 |
EUR in USD |
50 |
3,779 |
USD |
1.432 |
1.364 |
|
-0.067 |
-5 |
10,569 |
-15 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
925 |
ARS |
5.851 |
5.740 |
|
-0.112 |
-2 |
10,466 |
-6 |
|
100 |
-3 |
-11 | |
short |
9/12/11 |
11/26/12 |
441 |
 |
 |
 |
EUR in CHF |
50 |
4,333 |
CHF |
1.207 |
1.204 |
1.211 |
0.003 |
0 |
10,479 |
0 |
|
|
|
|
|
 |
 |
 |
EUR in AUD |
50 |
4,013 |
AUD |
1.304 |
1.241 |
1.371 |
0.067 |
5 |
10,748 |
4 |
|
100 |
3 |
2 | |
long |
11/26/12 |
6/09/14 |
560 |
 |
 |
 |
EUR in ARS |
50 |
863 |
ARS |
6.221 |
11.051 |
|
4.830 |
78 |
14,916 |
45 |
|
|
|
|
|
 |
 |
 |
EUR in BRL |
50 |
1,991 |
BRL |
2.701 |
3.031 |
|
0.329 |
12 |
15,572 |
8 |
|
100 |
45 |
27 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/09/14 |
7/27/15 |
413 |
 |
 |
 |
EUR in GBP |
50 |
9,625 |
GBP |
0.809 |
0.713 |
0.918 |
0.109 |
13 |
16,619 |
12 |
|
|
|
|
|
 |
 |
 |
EUR in KRW |
50 |
5 |
KRW |
1,382.100 |
1,295.370 |
1,474.637 |
92.537 |
7 |
17,082 |
6 |
|
100 |
10 |
9 | |
long |
7/27/15 |
2/22/16 |
210 |
 |
 |
 |
EUR in RUB |
50 |
129 |
RUB |
66.125 |
82.930 |
|
16.806 |
25 |
19,250 |
48 |
|
|
|
|
|
 |
 |
 |
EUR in BRL |
50 |
2,293 |
BRL |
3.730 |
4.358 |
|
0.628 |
17 |
20,691 |
31 |
|
100 |
21 |
40 | |
short |
2/22/16 |
4/04/16 |
42 |
 |
 |
 |
EUR in JPY |
50 |
83 |
JPY |
123.866 |
126.800 |
120.932 |
-2.934 |
-2 |
20,447 |
-19 |
|
|
|
|
|
 |
 |
 |
EUR in DKK |
50 |
1,395 |
DKK |
7.462 |
7.441 |
7.484 |
0.021 |
0 |
20,477 |
3 |
|
100 |
-1 |
-9 | |
long |
4/04/16 |
7/11/16 |
98 |
 |
 |
 |
EUR in RUB |
50 |
130 |
RUB |
78.213 |
70.992 |
|
-7.221 |
-9 |
19,538 |
-30 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
614 |
ARS |
16.770 |
16.250 |
|
-0.520 |
-3 |
19,219 |
-11 |
|
100 |
-6 |
-21 | |
short |
7/11/16 |
5/22/17 |
315 |
 |
 |
 |
EUR in JPY |
50 |
84 |
JPY |
113.644 |
125.070 |
102.218 |
-11.426 |
-10 |
18,259 |
-12 |
|
|
|
|
|
 |
 |
 |
EUR in BRL |
50 |
2,644 |
BRL |
3.658 |
3.670 |
3.647 |
-0.011 |
0 |
18,230 |
0 |
|
100 |
-5 |
-6 | |
long |
5/22/17 |
5/28/18 |
371 |
 |
 |
 |
EUR in JPY |
50 |
72 |
JPY |
125.070 |
127.169 |
|
2.099 |
2 |
18,381 |
2 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
507 |
ARS |
18.160 |
28.716 |
|
10.556 |
58 |
23,733 |
57 |
|
100 |
30 |
30 | |
short |
5/28/18 |
6/25/18 |
28 |
 |
 |
 |
EUR in CNY |
50 |
1,594 |
CNY |
7.441 |
7.649 |
7.234 |
-0.207 |
-3 |
23,402 |
-31 |
|
|
|
|
|
 |
 |
 |
EUR in KRW |
50 |
9 |
KRW |
1,248.510 |
1,303.800 |
1,193.220 |
-55.290 |
-4 |
22,905 |
-45 |
|
100 |
-4 |
-38 | |
long |
6/25/18 |
8/06/18 |
42 |
 |
 |
 |
EUR in ARS |
50 |
361 |
ARS |
31.705 |
31.542 |
|
-0.163 |
-1 |
22,846 |
-4 |
|
|
|
|
|
 |
 |
 |
EUR in BRL |
50 |
2,595 |
BRL |
4.415 |
4.305 |
|
-0.111 |
-3 |
22,559 |
-20 |
|
100 |
-2 |
-12 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/06/18 |
11/26/18 |
112 |
 |
 |
 |
EUR in USD |
50 |
9,761 |
USD |
1.156 |
1.134 |
1.177 |
0.022 |
2 |
22,771 |
6 |
|
|
|
|
|
 |
 |
 |
EUR in MXN |
50 |
527 |
MXN |
21.374 |
23.349 |
19.400 |
-1.974 |
-9 |
21,731 |
-27 |
|
100 |
-4 |
-11 | |
long |
11/26/18 |
1/07/19 |
42 |
 |
 |
 |
EUR in ARS |
50 |
245 |
ARS |
44.216 |
42.760 |
|
-1.456 |
-3 |
21,374 |
-25 |
|
|
|
|
|
 |
 |
 |
EUR in BRL |
50 |
2,462 |
BRL |
4.426 |
4.283 |
|
-0.143 |
-3 |
21,022 |
-25 |
|
100 |
-3 |
-25 | |
short |
1/07/19 |
8/12/19 |
217 |
 |
 |
 |
EUR in JPY |
50 |
84 |
JPY |
124.684 |
118.898 |
130.752 |
6.068 |
5 |
21,532 |
8 |
|
|
|
|
|
 |
 |
 |
EUR in THB |
50 |
288 |
THB |
36.622 |
34.461 |
38.919 |
2.297 |
6 |
22,193 |
11 |
|
100 |
6 |
10 | |
long |
8/12/19 |
11/11/19 |
91 |
 |
 |
 |
EUR in KRW |
50 |
8 |
KRW |
1,361.900 |
1,285.000 |
|
-76.900 |
-6 |
21,578 |
-21 |
|
|
|
|
|
 |
 |
 |
EUR in ARS |
50 |
222 |
ARS |
50.823 |
65.779 |
|
14.956 |
29 |
24,898 |
181 |
|
100 |
12 |
59 | |
short |
11/11/19 |
3/02/20 |
112 |
 |
 |
 |
EUR in RUB |
50 |
176 |
RUB |
70.434 |
74.001 |
66.867 |
-3.567 |
-5 |
24,270 |
-16 |
|
|
|
|
|
 |
 |
 |
EUR in THB |
50 |
373 |
THB |
33.447 |
35.013 |
31.881 |
-1.566 |
-5 |
23,686 |
-14 |
|
100 |
-5 |
-15 | |
long |
3/02/20 |
1/25/21 |
329 |
 |
 |
 |
EUR in ARS |
50 |
170 |
ARS |
69.505 |
105.546 |
|
36.041 |
52 |
29,813 |
59 |
|
|
|
|
|
 |
 |
 |
EUR in CLP |
50 |
13 |
CLP |
906.780 |
891.340 |
|
-15.440 |
-2 |
29,613 |
-2 |
|
100 |
25 |
28 | |
short |
1/25/21 |
3/05/21 |
39 |
 |
 |
 |
EUR in AUD |
50 |
9,397 |
AUD |
1.576 |
1.551 |
1.600 |
0.025 |
2 |
29,846 |
16 |
|
|
|
|
|
 |
 |
 |
EUR in NZD |
50 |
8,774 |
NZD |
1.688 |
1.667 |
1.709 |
0.021 |
1 |
30,032 |
12 |
|
100 |
1 |
14 | |
accum | 1/30/06 |
3/05/21 | 5515 |
days out of 5543 invested (99%) |
200 |
30,032 |
8 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
EUR in ARS | short | 9/15/08 | 4/06/09 | 203 | 4.38 | 4.97 | 3.79 | -0.59 | -13.49 | 50 | -6.74 | |
| long | 7/13/09 | 12/21/09 | 161 | 5.30 | 5.45 | | 0.14 | 2.71 | | 1.35 | |
| long | 10/11/10 | 1/10/11 | 91 | 5.50 | 5.14 | | -0.36 | -6.55 | | -3.27 | |
| long | 2/14/11 | 4/25/11 | 70 | 5.44 | 5.95 | | 0.51 | 9.36 | | 4.68 | |
| long | 5/30/11 | 9/12/11 | 105 | 5.85 | 5.74 | | -0.11 | -1.91 | | -0.95 | |
| long | 11/26/12 | 6/09/14 | 560 | 6.22 | 11.05 | | 4.83 | 77.65 | | 38.83 | |
| long | 4/04/16 | 7/11/16 | 98 | 16.77 | 16.25 | | -0.52 | -3.10 | | -1.55 | |
| long | 5/22/17 | 5/28/18 | 371 | 18.16 | 28.72 | | 10.56 | 58.13 | | 29.06 | |
| long | 6/25/18 | 8/06/18 | 42 | 31.71 | 31.54 | | -0.16 | -0.51 | | -0.26 | |
| long | 11/26/18 | 1/07/19 | 42 | 44.22 | 42.76 | | -1.46 | -3.29 | | -1.65 | |
| long | 8/12/19 | 11/11/19 | 91 | 50.82 | 65.78 | | 14.96 | 29.43 | | 14.71 | |
| long | 3/02/20 | 1/25/21 | 329 | 69.50 | 105.55 | | 36.04 | 51.85 | | 25.93 | 136.95 |
EUR in BRL | short | 1/30/06 | 4/03/06 | 63 | 2.69 | 2.63 | 2.75 | 0.06 | 2.24 | | 1.12 | |
| short | 12/21/09 | 10/11/10 | 294 | 2.56 | 2.32 | 2.82 | 0.26 | 10.23 | | 5.11 | |
| long | 11/26/12 | 6/09/14 | 560 | 2.70 | 3.03 | | 0.33 | 12.19 | | 6.10 | |
| long | 7/27/15 | 2/22/16 | 210 | 3.73 | 4.36 | | 0.63 | 16.85 | | 8.42 | |
| short | 7/11/16 | 5/22/17 | 315 | 3.66 | 3.67 | 3.65 | -0.01 | -0.31 | | -0.15 | |
| long | 6/25/18 | 8/06/18 | 42 | 4.42 | 4.30 | | -0.11 | -2.50 | | -1.25 | |
| long | 11/26/18 | 1/07/19 | 42 | 4.43 | 4.28 | | -0.14 | -3.23 | | -1.61 | 18.61 |
EUR in AUD | long | 4/03/06 | 9/15/08 | 896 | 1.69 | 1.73 | | 0.04 | 2.19 | | 1.09 | |
| short | 12/21/09 | 10/11/10 | 294 | 1.61 | 1.42 | 1.83 | 0.22 | 13.78 | | 6.89 | |
| short | 1/10/11 | 2/14/11 | 35 | 1.30 | 1.35 | 1.24 | -0.06 | -4.33 | | -2.16 | |
| short | 9/12/11 | 11/26/12 | 441 | 1.30 | 1.24 | 1.37 | 0.07 | 5.13 | | 2.56 | |
| short | 1/25/21 | 3/05/21 | 39 | 1.58 | 1.55 | 1.60 | 0.02 | 1.58 | | 0.79 | 9.29 |
EUR in HKD | short | 6/29/09 | 7/13/09 | 14 | 10.89 | 10.81 | 10.97 | 0.08 | 0.75 | | 0.38 | |
| long | 2/14/11 | 4/25/11 | 70 | 10.54 | 11.32 | | 0.78 | 7.45 | | 3.72 | 4.11 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
EUR in CHF | short | 4/25/11 | 5/30/11 | 35 | 1.29 | 1.22 | 1.37 | 0.08 | 6.16 | | 3.08 | |
| short | 9/12/11 | 11/26/12 | 441 | 1.21 | 1.20 | 1.21 | 0.00 | 0.27 | | 0.13 | 3.22 |
EUR in JPY | long | 4/03/06 | 9/15/08 | 896 | 142.72 | 153.41 | | 10.69 | 7.49 | | 3.75 | |
| short | 4/20/09 | 4/27/09 | 7 | 129.36 | 128.68 | 130.04 | 0.68 | 0.53 | | 0.26 | |
| short | 6/29/09 | 7/13/09 | 14 | 133.82 | 129.01 | 138.81 | 4.99 | 3.73 | | 1.86 | |
| short | 2/22/16 | 4/04/16 | 42 | 123.87 | 126.80 | 120.93 | -2.93 | -2.37 | | -1.18 | |
| short | 7/11/16 | 5/22/17 | 315 | 113.64 | 125.07 | 102.22 | -11.43 | -10.05 | | -5.03 | |
| long | 5/22/17 | 5/28/18 | 371 | 125.07 | 127.17 | | 2.10 | 1.68 | | 0.84 | |
| short | 1/07/19 | 8/12/19 | 217 | 124.68 | 118.90 | 130.75 | 6.07 | 4.87 | | 2.43 | 2.71 |
EUR in GBP | long | 4/06/09 | 4/20/09 | 14 | 0.91 | 0.88 | | -0.03 | -2.99 | | -1.50 | |
| long | 4/27/09 | 6/29/09 | 63 | 0.90 | 0.85 | | -0.05 | -5.70 | | -2.85 | |
| short | 6/09/14 | 7/27/15 | 413 | 0.81 | 0.71 | 0.92 | 0.11 | 13.45 | | 6.73 | 2.13 |
EUR in THB | short | 1/07/19 | 8/12/19 | 217 | 36.62 | 34.46 | 38.92 | 2.30 | 6.27 | | 3.14 | |
| short | 11/11/19 | 3/02/20 | 112 | 33.45 | 35.01 | 31.88 | -1.57 | -4.68 | | -2.34 | 0.72 |
EUR in NZD | short | 1/25/21 | 3/05/21 | 39 | 1.69 | 1.67 | 1.71 | 0.02 | 1.25 | | 0.63 | 0.63 |
EUR in CNY | short | 9/15/08 | 4/06/09 | 203 | 9.73 | 9.22 | 10.27 | 0.54 | 5.56 | | 2.78 | |
| short | 4/20/09 | 4/27/09 | 7 | 8.91 | 9.04 | 8.79 | -0.13 | -1.42 | | -0.71 | |
| short | 5/28/18 | 6/25/18 | 28 | 7.44 | 7.65 | 7.23 | -0.21 | -2.79 | | -1.39 | 0.62 |
EUR in DKK | short | 2/22/16 | 4/04/16 | 42 | 7.46 | 7.44 | 7.48 | 0.02 | 0.29 | | 0.14 | 0.14 |
EUR in SEK | short | 4/25/11 | 5/30/11 | 35 | 8.89 | 8.91 | 8.88 | -0.01 | -0.14 | | -0.07 | -0.07 |
EUR in CLP | long | 3/02/20 | 1/25/21 | 329 | 906.78 | 891.34 | | -15.44 | -1.70 | | -0.85 | -0.85 |
EUR in CAD | short | 1/30/06 | 4/03/06 | 63 | 1.39 | 1.42 | 1.36 | -0.03 | -1.84 | | -0.92 | -0.92 |
EUR in RUB | long | 4/06/09 | 4/20/09 | 14 | 44.85 | 43.77 | | -1.08 | -2.42 | | -1.21 | |
| long | 4/27/09 | 6/29/09 | 63 | 44.15 | 43.82 | | -0.33 | -0.74 | | -0.37 | |
| long | 7/13/09 | 12/21/09 | 161 | 45.60 | 43.90 | | -1.70 | -3.73 | | -1.86 | |
| long | 10/11/10 | 1/10/11 | 91 | 41.63 | 39.65 | | -1.98 | -4.76 | | -2.38 | |
| long | 7/27/15 | 2/22/16 | 210 | 66.12 | 82.93 | | 16.81 | 25.42 | | 12.71 | |
| long | 4/04/16 | 7/11/16 | 98 | 78.21 | 70.99 | | -7.22 | -9.23 | | -4.62 | |
| short | 11/11/19 | 3/02/20 | 112 | 70.43 | 74.00 | 66.87 | -3.57 | -5.06 | | -2.53 | -1.20 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
EUR in USD | long | 5/30/11 | 9/12/11 | 105 | 1.43 | 1.36 | | -0.07 | -4.71 | | -2.35 | |
| short | 8/06/18 | 11/26/18 | 112 | 1.16 | 1.13 | 1.18 | 0.02 | 1.88 | | 0.94 | -1.43 |
EUR in KRW | short | 6/09/14 | 7/27/15 | 413 | 1,382.10 | 1,295.37 | 1,474.64 | 92.54 | 6.70 | | 3.35 | |
| short | 5/28/18 | 6/25/18 | 28 | 1,248.51 | 1,303.80 | 1,193.22 | -55.29 | -4.43 | | -2.21 | |
| long | 8/12/19 | 11/11/19 | 91 | 1,361.90 | 1,285.00 | | -76.90 | -5.65 | | -2.82 | -1.79 |
EUR in TWD | short | 1/10/11 | 2/14/11 | 35 | 37.85 | 39.72 | 35.98 | -1.87 | -4.94 | | -2.47 | -2.47 |
EUR in MXN | short | 8/06/18 | 11/26/18 | 112 | 21.37 | 23.35 | 19.40 | -1.97 | -9.24 | | -4.62 | -4.62 |
Annotations
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