RS Chart
Assessment - Banks - 1/20/20 - RS = 13
 ⇐ 
  instrument freshest Δday 1/20/20 Δwk 10/21/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note SOM Banks 185.171  13:35 -0.73 188.835 -1.94 181.380 7.455 4.11  USD 3.95 
real-time RS chart chart L add note Banco Macro 252.100  Fri -4.89 278.150 -9.37 190.800 87.350 45.78  ARS 31.40 
real-time RS chart chart L add note ICICI Bank 522.850  10:00 -1.54 525.700 -0.54 437.800 87.900 20.08  INR 25.54 
real-time RS chart chart L add note Societe Generale 29.725  13:25 -1.54 31.080 -4.36 26.545 4.535 17.08  EUR 21.49 
real-time RS chart chart L add note BPER Banca 4.455  13:34 -0.11 4.498 -0.96 4.018 0.480 11.95  EUR 20.92 
real-time RS chart chart L add note JP Morgan Chase 133.150  Fri -2.48 138.230 -3.68 123.550 14.680 11.88  USD 20.52 
real-time RS chart chart L add note Gentera 21.880  Fri -0.27 19.990 9.45 17.150 2.840 16.56  MXN 20.12 
real-time RS chart chart L add note Umweltbank 12.350  09:31 11.950 3.35 10.150 1.800 17.73  EUR 20.09 
real-time RS chart chart L add note BNP Paribas 49.190  13:25 -1.44 52.680 -6.62 47.810 4.870 10.19  EUR 17.54 
real-time RS chart chart L add note VTB Bank 1.385  07:05 -2.05 1.326 4.45 1.207 0.119 9.86  EUR 17.22 
real-time RS chart chart L add note Heartland 1.840  03:43 -1.60 1.860 -1.08 1.640 0.220 13.41  NZD 16.86 
real-time RS chart chart L add note Bank of America 33.540  Fri -1.70 34.850 -3.76 31.020 3.830 12.35  USD 16.78 
real-time RS chart chart L add note Citigroup 78.420  Fri -1.73 79.450 -1.30 71.810 7.640 10.64  USD 15.84 
real-time RS chart chart L add note Credit Agricole 12.360  13:24 -1.71 12.975 -4.74 11.790 1.185 10.05  EUR 15.82 
real-time RS chart chart L add note Unicredit 12.330  13:35 -0.92 13.082 -5.75 11.742 1.340 11.41  EUR 15.79 
real-time RS chart chart L add note BBVA Banco Francés 130.550  Fri -6.72 140.850 -7.31 102.400 38.450 37.55  ARS 15.67 
real-time RS chart chart L add note Sberbank 15.175  08:54 -2.51 14.590 4.01 13.340 1.250 9.37  EUR 13.80 
real-time RS chart chart L add note China Merchants Bank 37.130  Thu -1.82 39.240 -5.38 36.220 3.020 8.34  CNY 13.54 
real-time RS chart chart L add note HDFC 2,395.800  10:00 -2.24 2,384.100 0.49 2,094.450 289.650 13.83  INR 13.48 
real-time RS chart chart L add note Aareal Bank 29.930  09:08 0.54 31.140 -3.89 30.100 1.040 3.46  EUR 13.41 
real-time RS chart chart add note Kotak Mahindra Bank 1,618.350  09:59 -1.50 1,652.550 -2.07 1,615.250 37.300 2.31  INR 13.16 
real-time RS chart chart L add note Banco Sabadell 0.948  09:06 -1.66 1.055 -10.14 1.061 -0.006 -0.52  EUR 11.60 
real-time RS chart chart add note UBI Banca 2.808  13:35 0.65 2.832 -0.85 2.912 -0.080 -2.75  EUR 11.53 
real-time RS chart chart add note Banca Generali 29.520  13:32 -2.19 28.340 4.16 28.620 -0.280 -0.98  EUR 11.44 
real-time RS chart chart L add note Regional 109.180  Fri -1.44 109.500 -0.29 97.480 12.020 12.33  MXN 11.27 
  instrument freshest Δday 1/20/20 Δwk 10/21/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note National Bank CA 73.790  Fri 0.11 71.560 3.12 67.450 4.110 6.09  CAD 10.89 
real-time RS chart chart add note Intesa Sanpaolo 2.266  13:35 -0.55 2.340 -3.18 2.253 0.087 3.86  EUR 10.53 
real-time RS chart chart add note Unipol 4.733  13:34 -2.29 5.010 -5.53 4.998 0.012 0.24  EUR 10.15 
real-time RS chart chart L add note KBC 67.240  09:03 -1.58 67.080 0.24 63.260 3.820 6.04  EUR 9.57 
real-time RS chart chart L add note Lloyds Bank 57.310  09:24 -1.34 63.250 -9.39 61.440 1.810 2.95  GBP 8.49 
real-time RS chart chart L add note Nordea Bank 7.150  09:29 -1.50 7.337 -2.55 6.630 0.707 10.66  EUR 8.39 
real-time RS chart chart add note Wells Fargo 47.570  Fri -1.35 53.100 -10.41 50.460 2.640 5.23  USD 8.32 
real-time RS chart chart add note Industrial Bank 18.590  Thu -2.82 19.910 -6.63 19.000 0.910 4.79  CNY 8.31 
real-time RS chart chart L add note Sumitomo Mitsui Trst 4,088.000  06:15 -0.97 4,276.000 -4.40 3,870.000 406.000 10.49  JPY 7.67 
real-time RS chart chart L add note Credit Suisse 12.850  13:14 -2.65 13.165 -2.39 12.420 0.745 6.00  CHF 7.45 
real-time RS chart chart add note U.S. Bancorp 53.840  Fri -1.90 57.710 -6.71 56.190 1.520 2.71  USD 7.36 
real-time RS chart chart L add note Nordea Bank 75.630  09:30 -1.15 77.050 -1.84 71.270 5.780 8.11  SEK 7.33 
real-time RS chart chart add note Mediobanca 9.594  09:06 0.33 9.824 -2.34 10.590 -0.766 -7.23  EUR 6.73 
real-time RS chart chart add note China Everbright Bk 4.020  Thu -3.60 4.360 -7.80 4.480 -0.120 -2.68  CNY 6.69 
real-time RS chart chart add note Shanghai Pudong 11.350  Thu -3.57 12.460 -8.91 12.910 -0.450 -3.49  CNY 6.65 
real-time RS chart chart L add note BNY Mellon 45.950  Fri -2.28 50.740 -9.44 45.670 5.070 11.10  USD 6.60 
real-time RS chart chart add note HDFC Bank 1,240.850  10:00 -0.30 1,240.950 -0.01 1,229.000 11.950 0.97  INR 6.59 
real-time RS chart chart L add note Bank of Ireland 4.448  09:23 -2.50 4.916 -9.52 4.452 0.464 10.42  EUR 6.36 
real-time RS chart chart L add note Chiba Bank 606.000  06:15 -2.73 621.000 -2.42 571.000 50.000 8.76  JPY 6.30 
real-time RS chart chart L add note Svenska Handelsbank 93.420  09:30 -1.10 102.300 -8.68 94.200 8.100 8.60  SEK 6.23 
real-time RS chart chart L add note American Express 135.110  Fri 2.85 124.060 8.91 119.050 5.010 4.21  USD 6.15 
real-time RS chart chart add note Standard Chartered 662.000  09:24 -3.89 707.000 -6.36 665.000 42.000 6.32  GBP 5.90 
real-time RS chart chart L add note RBS 220.450  09:23 -1.32 240.000 -8.15 242.600 -2.600 -1.07  GBP 5.87 
real-time RS chart chart L add note ICBC 5.620  Fri -0.35 5.930 -5.23 5.430 0.500 9.21  HKD 5.37 
real-time RS chart chart add note Shinsei Bank 1,645.000  06:15 -5.19 1,670.000 -1.50 1,656.000 14.000 0.85  JPY 5.10 
  instrument freshest Δday 1/20/20 Δwk 10/21/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note KB Financial 46,700.000  Thu -1.79 46,600.000 0.21 43,150.000 3,450.000 8.00  KRW 5.02 
real-time RS chart chart L add note Ind and Comm Bk 5.720  Thu -1.21 5.970 -4.19 5.790 0.180 3.11  CNY 4.89 
real-time RS chart chart L add note Erste Group Bank 33.280  09:22 -0.54 33.930 -1.92 31.370 2.560 8.16  EUR 4.81 
real-time RS chart chart L add note Bankinter 5.896  09:07 -0.81 6.688 -11.84 6.460 0.228 3.53  EUR 4.54 
real-time RS chart chart L add note State Bank of India 316.200  10:00 -2.42 319.000 -0.88 269.650 49.350 18.30  INR 4.43 
real-time RS chart chart add note DNB 158.750  09:05 -1.58 164.900 -3.73 162.500 2.400 1.48  NOK 3.96 
real-time RS chart chart L add note Aozora Bank 2,864.000  06:15 -0.69 2,877.000 -0.45 2,679.000 198.000 7.39  JPY 3.83 
real-time RS chart chart add note FinecoBank 10.605  13:33 -3.46 10.640 -0.33 10.320 0.320 3.10  EUR 3.81 
real-time RS chart chart L add note Ferratum 13.000  09:12 -4.41 10.260 26.71 8.700 1.560 17.93  EUR 3.55 
real-time RS chart chart add note Banco BPM 1.973  13:34 0.95 1.954 0.97 2.154 -0.200 -9.29  EUR 3.40 
real-time RS chart chart L add note China Constr Bk HK 6.430  Fri 6.650 -3.31 6.270 0.380 6.06  HKD 3.36 
real-time RS chart chart L add note Raiffeisen Bank Int 20.650  09:22 -2.13 22.460 -8.06 21.800 0.660 3.03  EUR 3.29 
real-time RS chart chart L add note UBS 12.170  13:14 -1.82 12.290 -0.98 11.445 0.845 7.38  CHF 3.15 
real-time RS chart chart add note Commonwealth Bank 84.940  05:10 0.50 79.770 6.48 79.790 -0.020 -0.03  AUD 2.98 
real-time RS chart chart L add note Deutsche Bank 7.720  12:54 0.47 7.185 7.45 7.301 -0.116 -1.59  EUR 2.46 
real-time RS chart chart add note United Overseas Bank 26.350  Fri -0.08 26.370 -0.08 25.950 0.420 1.62  SGD 2.13 
real-time RS chart chart L add note China Minsheng Bk 6.080  Thu -2.88 6.300 -3.49 6.150 0.150 2.44  CNY 1.99 
real-time RS chart chart L add note Banco Bilbao Viz 4.545  09:07 -1.35 5.032 -9.68 4.892 0.140 2.86  EUR 1.96 
real-time RS chart chart L add note Jyske Bank 249.700  09:30 -0.91 239.800 4.13 238.900 0.900 0.38  DKK 1.90 
real-time RS chart chart add note DBS Bank 26.200  Fri -0.76 25.860 1.31 24.780 1.080 4.36  SGD 1.46 
real-time RS chart chart L add note Agricultural Bank 3.520  Thu -1.40 3.690 -4.61 3.600 0.090 2.50  CNY 1.41 
real-time RS chart chart add note Bank Montreal 104.020  Fri -0.22 100.520 3.48 97.420 3.100 3.18  CAD 1.07 
real-time RS chart chart add note Triodos Groenfonds 59.730  09:00 0.08 59.420 0.52 59.180 0.240 0.41  EUR 1.05 
real-time RS chart chart L add note Resona 459.700  06:15 -0.76 471.100 -2.42 458.700 12.400 2.70  JPY 0.52 
real-time RS chart chart L add note S.E.B 91.940  09:31 -0.58 89.740 2.45 94.780 -5.040 -5.32  SEK 0.29 
  instrument freshest Δday 1/20/20 Δwk 10/21/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Danske Bank 107.150  09:29 -2.24 106.700 0.42 98.600 8.100 8.22  DKK 0.14 
real-time RS chart chart L add note IndusInd Bank 1,327.400  10:00 0.86 1,469.400 -9.66 1,342.650 126.750 9.44  INR -0.14 
real-time RS chart chart add note Axis Bank 740.250  09:59 0.39 723.250 2.35 709.550 13.700 1.93  INR -0.18 
real-time RS chart chart S add note Bank Nova Scotia 73.340  Fri -0.15 72.420 1.27 75.290 -2.870 -3.81  CAD -0.27 
real-time RS chart chart L add note Bank of China 3.610  Thu -0.82 3.690 -2.17 3.690 0.000 0.00  CNY -0.40 
real-time RS chart chart S add note Royal Bank CA 105.770  Fri -1.44 103.190 2.50 107.700 -4.510 -4.19  CAD -0.81 
real-time RS chart chart S add note Cdn Imp Bk Comm 108.950  Fri -0.01 107.540 1.31 111.200 -3.660 -3.29  CAD -0.85 
real-time RS chart chart L add note Bank of China 3.200  Fri 3.290 -2.74 3.180 0.110 3.46  HKD -1.27 
real-time RS chart chart L add note Bank of Bejing 5.420  Thu -2.34 5.700 -4.91 5.580 0.120 2.15  CNY -1.57 
real-time RS chart chart L add note OCBC 11.100  Fri -0.09 10.920 1.65 10.670 0.250 2.34  SGD -1.87 
real-time RS chart chart S add note Toronto-Dominion 74.200  Fri 0.04 73.370 1.13 74.330 -0.960 -1.29  CAD -2.14 
real-time RS chart chart add note Banco Santander MX 27.860  Fri 0.94 26.460 5.29 26.640 -0.180 -0.68  MXN -2.33 
real-time RS chart chart add note Shizuoka Bank 766.000  06:15 -0.91 799.000 -4.13 815.000 -16.000 -1.96  JPY -2.70 
real-time RS chart chart L add note Fukuoka 1,936.000  06:15 -1.68 2,063.000 -6.16 2,029.000 34.000 1.68  JPY -3.37 
real-time RS chart chart L add note Bank of Comm 5.470  Thu -1.26 5.660 -3.36 5.690 -0.030 -0.53  CNY -3.68 
real-time RS chart chart L add note HSBC 58.750  Fri -0.34 60.000 -2.08 61.150 -1.150 -1.88  HKD -3.89 
real-time RS chart chart L add note Banco Santander 3.503  09:06 -1.06 3.775 -7.21 3.966 -0.191 -4.82  EUR -4.05 
real-time RS chart chart L add note Swedbank 133.300  09:31 -1.08 138.950 -4.07 144.200 -5.250 -3.64  SEK -4.35 
real-time RS chart chart S add note Suncorp-Metway 12.990  05:10 -1.67 12.780 1.64 13.410 -0.630 -4.70  AUD -4.55 
real-time RS chart chart L add note Bankia 1.656  09:06 -1.92 1.917 -13.62 1.871 0.047 2.49  EUR -5.24 
real-time RS chart chart L add note Bank of Communicats 5.280  Fri 0.19 5.520 -4.35 5.320 0.200 3.76  HKD -5.48 
real-time RS chart chart add note HSBC 560.800  09:23 -3.21 585.200 -4.17 604.700 -19.500 -3.22  GBP -6.20 
real-time RS chart chart S add note National Australia B 25.800  05:10 0.43 24.550 5.09 28.860 -4.310 -14.93  AUD -6.75 
real-time RS chart chart L add note Commerzbank 5.126  09:09 -0.16 5.609 -8.61 5.585 0.024 0.43  EUR -7.83 
real-time RS chart chart S add note ANZ Banking AU 25.900  05:10 0.58 24.630 5.16 27.710 -3.080 -11.12  AUD -7.90 
  instrument freshest Δday 1/20/20 Δwk 10/21/19  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note Bank of China (HK) 27.350  Fri -0.36 27.050 1.11 27.050 0.000 0.00  HKD -8.20 
real-time RS chart chart L add note Bank of Shanghai 8.910  Thu -2.09 9.440 -5.61 9.650 -0.210 -2.18  CNY -8.46 
real-time RS chart chart L add note Banco del Bajio 31.620  Fri -2.47 32.320 -2.17 31.950 0.370 1.16  MXN -8.56 
real-time RS chart chart S add note ANZ Banking NZ 26.770  03:16 -0.11 25.600 4.57 29.600 -4.000 -13.51  NZD -9.07 
real-time RS chart chart S add note Westpac Banking 25.210  05:10 0.52 24.340 3.57 28.890 -4.550 -15.75  AUD -9.92 
real-time RS chart chart L add note Banco Comercial 0.187  09:03 -1.21 0.202 -7.05 0.202 -0.001 -0.25  EUR -10.16 
real-time RS chart chart add note Hang Seng Bank 165.500  Fri -0.36 160.300 3.24 164.000 -3.700 -2.26  HKD -10.69 
real-time RS chart chart L add note ABN AMRO 15.655  09:03 -0.85 16.130 -2.94 16.760 -0.630 -3.76  EUR -11.50 
real-time RS chart chart add note IBK 11,100.000  Thu -0.45 11,350.000 -2.20 12,700.000 -1,350.000 -10.63  KRW -13.93 
real-time RS chart chart add note Woori Financial 10,800.000  Thu -0.46 11,050.000 -2.26 12,150.000 -1,100.000 -9.05  KRW -15.28 
real-time RS chart chart add note Bank of East Asia 17.660  Fri 0.34 17.680 -0.11 18.720 -1.040 -5.56  HKD -18.26 
real-time RS chart chart L add note Indiabulls HF 322.950  10:00 0.11 304.400 6.09 231.200 73.200 31.66  INR -29.00 
real-time RS chart chart add note Yes Bank 42.400  09:59 -0.93 45.150 -6.09 51.400 -6.250 -12.16  INR -47.54 
 Banks - 112 out of 112 instruments rated - 1/20/20 / 10/21/19 - 75 did rise, Market-Ratio(13) = 66.96 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/04/16 scale up chart 1/20/20
 


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   1/27/20 7  RT RS QC  Indiabulls HF 50  34,884,111  INR 30.440  32.295 28.585  -1.855 -6  2,059m -96  
          RT RS QC  Yes Bank 50  235,187,685  INR 4.515  4.240 4.808  0.293 6  2,128m 2,548  
100 0 11 
accum 5/15/06 1/27/205005 days out of 5138 invested (97%) 21,278,877 2,128m 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  1/27/2074.524.244.810.29 6.493.2480.43 
 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  1/27/20730.4432.3028.59-1.86 -6.09-3.05-9.96 
 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.