| |
| |
Assessment - Currencies (€ in) - 4/15/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/15/24 |
⇓ Δwk |
10/16/23 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| | |
|
|
|
|
|
EUR in ARS |
926.623 |
Fri |
0.12 |
922.325 |
0.47 |
369.204 |
553.121 |
149.81 |
ARS |
133.70 |
| | |
|
|
|
|
|
EUR in CLP |
1,026.290 |
Fri |
-0.08 |
1,039.940 |
-1.31 |
998.350 |
41.590 |
4.17 |
CLP |
9.48 |
| | |
|
|
|
|
|
EUR in JPY |
164.849 |
Fri |
0.19 |
163.850 |
0.61 |
157.762 |
6.088 |
3.86 |
JPY |
4.14 |
| | |
|
|
|
|
|
EUR in KRW |
1,468.100 |
Fri |
0.18 |
1,473.500 |
-0.37 |
1,422.900 |
50.600 |
3.56 |
KRW |
3.01 |
| | |
|
|
|
|
|
EUR in BRL |
5.599 |
Fri |
0.36 |
5.507 |
1.67 |
5.331 |
0.176 |
3.31 |
BRL |
3.01 |
| | |
|
|
|
|
|
EUR in THB |
39.275 |
Fri |
0.36 |
38.992 |
0.73 |
38.201 |
0.791 |
2.07 |
THB |
1.96 |
| | |
|
|
|
|
|
EUR in RUB |
99.274 |
Fri |
-0.69 |
99.153 |
0.12 |
102.797 |
-3.644 |
-3.54 |
RUB |
1.84 |
| | |
|
|
|
|
|
EUR in NZD |
1.809 |
Fri |
0.37 |
1.799 |
0.59 |
1.780 |
0.018 |
1.03 |
NZD |
1.08 |
| | |
|
|
|
|
|
EUR in TWD |
34.680 |
Fri |
0.32 |
34.486 |
0.56 |
34.043 |
0.443 |
1.30 |
TWD |
1.07 |
| | |
|
|
|
|
|
EUR in CHF |
0.968 |
Fri |
-0.27 |
0.968 |
0.02 |
0.950 |
0.018 |
1.93 |
CHF |
0.85 |
| | |
|
|
|
|
|
EUR in NOK |
11.753 |
Fri |
-0.05 |
11.626 |
1.09 |
11.537 |
0.089 |
0.77 |
NOK |
0.77 |
| | |
|
|
|
|
|
EUR in SEK |
11.655 |
Fri |
-0.12 |
11.551 |
0.90 |
11.529 |
0.022 |
0.20 |
SEK |
0.49 |
| | |
|
|
|
|
|
EUR in CAD |
1.467 |
Fri |
0.15 |
1.465 |
0.18 |
1.435 |
0.029 |
2.04 |
CAD |
0.23 |
| | |
|
|
|
|
|
EUR in DKK |
7.462 |
Fri |
0.02 |
7.460 |
0.02 |
7.460 |
-0.000 |
-0.00 |
DKK |
0.08 |
| | |
|
|
|
|
|
EUR in AUD |
1.661 |
Fri |
0.22 |
1.648 |
0.77 |
1.663 |
-0.015 |
-0.89 |
AUD |
0.00 |
| | |
|
|
|
|
|
EUR in SGD |
1.452 |
Fri |
0.17 |
1.446 |
0.37 |
1.443 |
0.004 |
0.26 |
SGD |
-0.82 |
| | |
|
|
|
|
|
EUR in GBP |
0.857 |
Fri |
0.13 |
0.853 |
0.39 |
0.865 |
-0.011 |
-1.29 |
GBP |
-1.03 |
| | |
|
|
|
|
|
EUR in CNY |
7.721 |
Fri |
0.23 |
7.690 |
0.41 |
7.706 |
-0.016 |
-0.21 |
CNY |
-1.16 |
| | |
|
|
|
|
|
EUR in INR |
88.977 |
Fri |
0.07 |
88.713 |
0.30 |
87.705 |
1.008 |
1.15 |
INR |
-1.18 |
| | |
|
|
|
|
|
EUR in ILS |
3.997 |
Fri |
-0.63 |
3.969 |
0.72 |
4.211 |
-0.242 |
-5.75 |
ILS |
-1.35 |
| | |
|
|
|
|
|
EUR in HKD |
8.356 |
Fri |
0.26 |
8.315 |
0.49 |
8.245 |
0.070 |
0.85 |
HKD |
-1.93 |
| | |
|
|
|
|
|
EUR in USD |
1.067 |
Fri |
0.22 |
1.063 |
0.38 |
1.055 |
0.008 |
0.74 |
USD |
-1.97 |
| | |
|
|
|
|
|
EUR in MXN |
18.342 |
Fri |
1.07 |
17.752 |
3.32 |
18.916 |
-1.165 |
-6.16 |
MXN |
-5.05 |
Currencies (€ in) - 23 out of 23 instruments rated - 4/15/24 / 10/16/23 - 16 did rise, Market-Ratio(26) = 69.57 % |
Technical Chart
| Currencies (€ in) RS = 26 - B/S = 60/40 | |
|
1/06/20 |
scale up chart |
4/15/24 |
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 |
10/31/22 |
644 |
|
|
|
EUR in AUD |
50 |
9,397 |
AUD |
1.576 |
1.546 |
1.606 |
0.030 |
2 |
29,897 |
1 |
|
|
|
|
|
|
|
|
EUR in NZD |
50 |
8,774 |
NZD |
1.688 |
1.700 |
1.675 |
-0.012 |
-1 |
29,790 |
0 |
|
100 |
1 |
0 | |
long |
10/31/22 |
1/08/24 |
434 |
|
|
|
EUR in JPY |
50 |
101 |
JPY |
146.946 |
157.832 |
|
10.886 |
7 |
30,890 |
6 |
|
|
|
|
|
|
|
|
EUR in ARS |
50 |
96 |
ARS |
155.125 |
892.305 |
|
737.180 |
475 |
101,659 |
336 |
|
100 |
242 |
181 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
1/08/24 |
3/18/24 |
70 |
|
|
|
EUR in CHF |
50 |
54,727 |
CHF |
0.929 |
0.965 |
0.893 |
-0.036 |
-4 |
99,673 |
-19 |
|
|
|
|
|
|
|
|
EUR in MXN |
50 |
2,754 |
MXN |
18.453 |
18.300 |
18.607 |
0.154 |
1 |
100,097 |
4 |
|
100 |
-2 |
-8 | |
long |
3/18/24 |
4/19/24 |
32 |
|
|
|
EUR in ARS |
50 |
54 |
ARS |
926.326 |
926.623 |
|
0.297 |
0 |
100,113 |
0 |
|
|
|
|
|
|
|
|
EUR in CLP |
50 |
48 |
CLP |
1,030.410 |
1,026.290 |
|
-4.120 |
0 |
99,915 |
-4 |
|
100 |
0 |
-2 | |
accum | 1/30/06 |
4/19/24 | 6655 |
days out of 6683 invested (100%) |
899 |
99,915 |
13 |
|
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 | |
| long | 10/31/22 | 1/08/24 | 434 | 155.13 | 892.31 | | 737.18 | 475.22 | | 237.61 | |
| long | 3/18/24 | 4/19/24 | 32 | 926.33 | 926.62 | | 0.30 | 0.03 | | 0.02 | 700.10 |
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 | 10/31/22 | 644 | 1.58 | 1.55 | 1.61 | 0.03 | 1.92 | | 0.96 | 9.48 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
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 | |
| long | 10/31/22 | 1/08/24 | 434 | 146.95 | 157.83 | | 10.89 | 7.41 | | 3.70 | 6.52 |
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 |
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 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 | |
| short | 1/08/24 | 3/18/24 | 70 | 0.93 | 0.97 | 0.89 | -0.04 | -3.91 | | -1.95 | 1.20 |
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 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 NZD | short | 1/25/21 | 10/31/22 | 644 | 1.69 | 1.70 | 1.68 | -0.01 | -0.72 | | -0.36 | -0.36 |
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 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
EUR in CLP | long | 3/02/20 | 1/25/21 | 329 | 906.78 | 891.34 | | -15.44 | -1.70 | | -0.85 | |
| long | 3/18/24 | 4/19/24 | 32 | 1,030.41 | 1,026.29 | | -4.12 | -0.40 | | -0.20 | -1.05 |
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 |
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 | |
| short | 1/08/24 | 3/18/24 | 70 | 18.45 | 18.30 | 18.61 | 0.15 | 0.83 | | 0.42 | -4.22 |
Annotations
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