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Assessment - Banks - 6/29/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	6/29/20	⇓ Δwk	3/30/20	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	146.708	14:28	2.05	143.862	1.98	129.249	14.613	11.31	USD	-11.80
	L	BBVA Banco Francés	142.450	14:04	1.14	144.150	-1.18	69.600	74.550	107.11	ARS	30.67
	L	Deutsche Bank	8.607	11:55	3.11	8.430	2.10	5.824	2.606	44.75	EUR	22.49
	L	FinecoBank	12.345	12:35	2.88	12.135	1.73	8.422	3.713	44.09	EUR	22.18
		comdirect bank	13.820	07:26	0.44	13.620	1.47	12.740	0.880	6.91	EUR	13.88
	L	Umweltbank	12.350	07:28	0.82	12.150	1.65	10.350	1.800	17.39	EUR	11.93
	L	UBI Banca	3.005	12:34	3.80	2.925	2.74	2.385	0.540	22.64	EUR	10.56
	L	Banca Generali	26.900	12:34	3.30	26.580	1.20	18.670	7.910	42.37	EUR	2.26
	L	Indiabulls HF	225.300	10:00	2.34	216.650	3.99	91.350	125.300	137.16	INR	0.33
	L	Nordea Bank	6.271	08:29	1.69	6.221	0.80	4.918	1.303	26.49	EUR	0.20
	L	China Constr Bk HK	6.090	08:08	2.87	6.230	-2.25	6.240	-0.010	-0.16	HKD	0.19
	L	UBS	11.020	12:15	1.85	10.825	1.80	9.064	1.761	19.43	CHF	-0.09
	L	Banco Macro	210.950	14:04	2.06	209.300	0.79	139.650	69.650	49.87	ARS	-0.12
	L	Svenska Handelsbank	89.640	08:30	1.24	91.000	-1.49	79.720	11.280	14.15	SEK	-0.48
		Triodos Groenfonds	58.380	08:00	-0.17	58.520	-0.24	56.910	1.610	2.83	EUR	-0.59
	L	Nordea Bank	65.540	08:30	1.55	65.130	0.63	54.450	10.680	19.61	SEK	-1.77
	L	HDFC Bank	1,089.400	10:00	0.44	1,076.050	1.24	831.650	244.400	29.39	INR	-1.93
	L	S.E.B	83.080	08:30	2.21	81.400	2.06	66.080	15.320	23.18	SEK	-2.75
	L	National Bank CA	62.000	14:19	0.78	61.000	1.64	52.030	8.970	17.24	CAD	-2.79
	L	Danske Bank	92.600	08:30	3.03	89.300	3.70	73.400	15.900	21.66	DKK	-3.16
	L	Bank of China	3.580	07:00	2.29	3.470	3.17	3.520	-0.050	-1.42	CNY	-3.20
	L	Bank of East Asia	18.160	08:08	2.60	17.480	3.89	16.240	1.240	7.64	HKD	-3.24
	L	Agricultural Bank	3.450	07:00	1.77	3.370	2.37	3.410	-0.040	-1.17	CNY	-3.70
	L	Ind and Comm Bk	5.060	07:00	1.40	5.250	-3.62	5.220	0.030	0.57	CNY	-4.38
	L	China Merchants Bank	35.300	07:00	1.47	33.640	4.93	32.650	0.990	3.03	CNY	-4.47
		⇓instrument	freshest		⇓ Δday	6/29/20	⇓ Δwk	3/30/20	prc diff	⇓ Δ13	Curr	∅-RS
		China Minsheng Bk	5.860	07:00	1.91	5.660	3.53	5.700	-0.040	-0.70	CNY	-4.97
	L	Shizuoka Bank	689.000	06:15	-0.43	696.000	-1.01	696.000	0.000	0.00	JPY	-5.65
	L	Bank of Comm	5.270	07:00	2.13	5.120	2.93	5.220	-0.100	-1.92	CNY	-5.70
	L	Jyske Bank	199.900	08:29	2.41	196.300	1.83	164.350	31.950	19.44	DKK	-5.75
	L	Chiba Bank	513.000	06:00	1.18	510.000	0.59	497.000	13.000	2.62	JPY	-6.01
	L	Swedbank	124.940	08:31	2.54	121.000	3.26	107.900	13.100	12.14	SEK	-6.09
	L	Royal Bank CA	93.400	14:19	1.40	92.210	1.29	84.800	7.410	8.74	CAD	-6.13
	L	Bank of China	2.950	08:08	2.79	2.890	2.08	2.900	-0.010	-0.34	HKD	-6.35
	L	Bank of China (HK)	24.000	08:08	1.45	24.350	-1.44	21.100	3.250	15.40	HKD	-6.44
	L	Shanghai Pudong	11.050	07:00	2.89	10.570	4.54	10.280	0.290	2.82	CNY	-6.51
	L	Bank of Communicats	5.010	08:08	4.81	4.790	4.59	4.640	0.150	3.23	HKD	-7.00
		Kotak Mahindra Bank	1,352.000	09:59	-0.35	1,355.650	-0.27	1,293.700	61.950	4.79	INR	-7.24
	L	Commonwealth Bank	71.100	06:10	1.75	68.580	3.67	63.950	4.630	7.24	AUD	-7.33
	L	Bank of Shanghai	8.570	07:00	2.39	8.210	4.38	8.250	-0.040	-0.48	CNY	-7.54
	L	Fukuoka	1,689.000	06:15	0.06	1,682.000	0.42	1,546.000	136.000	8.80	JPY	-7.60
	L	Bank of Bejing	5.080	07:00	2.01	4.880	4.10	4.870	0.010	0.21	CNY	-7.82
	L	KBC	52.140	08:04	3.29	51.300	1.64	40.370	10.930	27.07	EUR	-8.64
	L	Cdn Imp Bk Comm	91.980	14:17	1.37	90.130	2.05	79.000	11.130	14.09	CAD	-8.73
		China Everbright Bk	3.920	07:00	2.08	3.580	9.50	3.690	-0.110	-2.98	CNY	-8.96
	L	Credit Suisse	9.870	12:14	2.09	9.730	1.44	7.998	1.732	21.66	CHF	-9.26
	L	DNB	131.850	08:05	0.04	129.700	1.66	112.850	16.850	14.93	NOK	-10.33
	L	BNP Paribas	36.195	12:24	4.25	35.350	2.39	28.250	7.100	25.13	EUR	-10.45
	L	Resona	367.700	06:15	0.85	368.000	-0.08	344.000	24.000	6.98	JPY	-10.79
		Industrial Bank	16.550	07:00	2.48	15.790	4.81	16.200	-0.410	-2.53	CNY	-10.86
	L	Intesa Sanpaolo	1.755	12:35	3.80	1.702	3.10	1.471	0.231	15.72	EUR	-11.16
		⇓instrument	freshest		⇓ Δday	6/29/20	⇓ Δwk	3/30/20	prc diff	⇓ Δ13	Curr	∅-RS
	S	ICBC	4.860	08:08	3.40	4.750	2.32	5.220	-0.470	-9.00	HKD	-11.20
	L	DBS Bank	21.280	09:07	1.09	20.520	3.70	18.300	2.220	12.13	SGD	-11.71
	L	Toronto-Dominion	61.210	14:19	1.02	60.320	1.48	58.460	1.860	3.18	CAD	-11.97
	L	BNY Mellon	38.520	14:26	2.47	36.950	4.25	34.000	2.950	8.68	USD	-12.02
	L	OCBC	9.180	09:13	0.88	8.910	3.03	8.520	0.390	4.58	SGD	-12.57
		HDFC	1,889.450	10:00	2.96	1,741.150	8.52	1,558.750	182.400	11.70	INR	-13.57
	L	Credit Agricole	8.604	12:24	2.70	8.386	2.60	6.698	1.688	25.20	EUR	-14.02
	L	American Express	96.240	14:27	2.33	94.520	1.82	90.270	4.250	4.71	USD	-14.06
	L	KB Financial	34,450.000	06:30	0.15	33,900.000	1.62	34,750.000	-850.000	-2.45	KRW	-14.46
	L	Commerzbank	4.125	08:09	4.17	3.967	3.98	3.338	0.629	18.84	EUR	-14.87
		Shinsei Bank	1,270.000	06:15	-0.70	1,296.000	-2.01	1,461.000	-165.000	-11.29	JPY	-15.17
	L	Sberbank	10.230	06:11	0.24	10.180	0.49	8.292	1.888	22.77	EUR	-15.24
	L	Raiffeisen Bank Int	16.780	13:52	4.29	16.050	4.55	13.745	2.305	16.77	EUR	-15.43
	L	United Overseas Bank	20.650	09:04	0.98	20.080	2.84	19.210	0.870	4.53	SGD	-15.43
	L	Bank Nova Scotia	56.910	14:18	1.30	55.620	2.32	54.810	0.810	1.48	CAD	-15.71
	L	Bankinter	4.262	08:06	1.96	4.248	0.33	3.151	1.097	34.81	EUR	-15.87
	L	Woori Financial	8,920.000	06:30	-0.11	8,690.000	2.65	7,490.000	1,200.000	16.02	KRW	-15.91
	L	Unipol	3.532	12:34	3.15	3.494	1.09	3.024	0.470	15.54	EUR	-16.18
	L	Mediobanca	6.760	12:34	4.55	6.530	3.52	4.975	1.555	31.26	EUR	-16.23
	L	Hang Seng Bank	133.100	08:08	2.31	130.000	2.38	131.000	-1.000	-0.76	HKD	-16.29
	L	Banco BPM	1.374	12:35	5.82	1.362	0.88	1.213	0.149	12.29	EUR	-16.31
	L	Unicredit	8.633	12:34	6.42	8.259	4.53	7.274	0.985	13.54	EUR	-16.33
	L	Bank of America	23.710	14:27	1.93	23.390	1.37	22.040	1.350	6.13	USD	-16.41
	L	ANZ Banking NZ	20.500	04:41	1.59	19.680	4.17	16.300	3.380	20.74	NZD	-16.72
	L	ANZ Banking AU	19.260	06:10	2.01	18.560	3.77	16.780	1.780	10.61	AUD	-17.04
		⇓instrument	freshest		⇓ Δday	6/29/20	⇓ Δwk	3/30/20	prc diff	⇓ Δ13	Curr	∅-RS
		JP Morgan Chase	93.753	14:28	1.51	93.000	0.81	93.500	-0.500	-0.53	USD	-17.15
	L	Heartland	1.200	04:43		1.220	-1.64	1.000	0.220	22.00	NZD	-17.32
		ICICI Bank	362.850	10:00	-0.33	343.100	5.76	313.400	29.700	9.48	INR	-17.41
	L	Bank Montreal	72.930	14:18	0.93	71.460	2.06	67.810	3.650	5.38	CAD	-17.69
	L	Citigroup	51.862	14:27	3.00	50.290	3.12	44.080	6.210	14.09	USD	-18.09
		Sumitomo Mitsui Trst	3,002.000	06:15	0.57	2,928.500	2.51	3,284.000	-355.500	-10.83	JPY	-19.01
	L	National Australia B	18.900	06:10	1.83	18.110	4.36	16.310	1.800	11.04	AUD	-19.88
	L	Westpac Banking	18.610	06:10	1.81	17.790	4.61	16.160	1.630	10.09	AUD	-20.12
	L	Suncorp-Metway	8.960	06:10	1.24	9.220	-2.82	9.100	0.120	1.32	AUD	-20.19
	L	VTB Bank	0.820	06:00	-1.62	0.849	-3.42	0.698	0.151	21.56	EUR	-20.82
	L	Erste Group Bank	22.320	13:52	6.03	21.090	5.83	17.070	4.020	23.55	EUR	-21.02
		Banco Santander MX	16.870	14:03	1.69	16.850	0.12	15.420	1.430	9.27	MXN	-21.23
	L	IBK	8,150.000	06:30	0.37	8,020.000	1.62	7,270.000	750.000	10.32	KRW	-22.00
	L	Banco Bilbao Viz	3.135	08:06	4.22	3.082	1.72	2.920	0.162	5.55	EUR	-22.31
	L	Standard Chartered	442.500	08:23	2.67	439.200	0.75	455.500	-16.300	-3.58	GBP	-22.39
	L	U.S. Bancorp	36.720	14:28	2.06	36.350	1.02	35.870	0.480	1.34	USD	-22.78
	L	Aareal Bank	17.420	08:07	2.77	17.300	0.69	14.945	2.355	15.76	EUR	-23.10
		Aozora Bank	1,850.000	06:00	-0.11	1,850.000		2,187.000	-337.000	-15.41	JPY	-24.38
		Gentera	11.130	14:03	2.87	10.960	1.55	8.750	2.210	25.26	MXN	-24.84
		Regional	62.370	14:02	2.38	62.170	0.32	61.880	0.290	0.47	MXN	-26.38
	L	Banco Santander	2.233	08:06	4.18	2.207	1.16	2.215	-0.008	-0.34	EUR	-26.74
		HSBC	386.950	08:23	3.93	384.800	0.56	462.650	-77.850	-16.83	GBP	-27.10
	L	Societe Generale	15.342	12:25	4.42	14.914	2.87	15.436	-0.522	-3.38	EUR	-28.55
	L	Banco del Bajio	20.160	14:03	1.97	19.680	2.44	20.030	-0.350	-1.75	MXN	-28.57
	L	RBS	124.150	08:24	3.93	121.200	2.43	117.400	3.800	3.24	GBP	-28.82
		⇓instrument	freshest		⇓ Δday	6/29/20	⇓ Δwk	3/30/20	prc diff	⇓ Δ13	Curr	∅-RS
		State Bank of India	185.450	10:00	0.35	179.250	3.46	186.900	-7.650	-4.09	INR	-29.28
	L	Bankia	1.000	08:07	4.43	0.983	1.73	1.045	-0.062	-5.95	EUR	-29.36
		BPER Banca	2.196	12:35	1.24	2.279	-3.64	2.716	-0.437	-16.09	EUR	-29.55
		Axis Bank	423.200	10:00	-2.32	404.800	4.55	368.150	36.650	9.96	INR	-29.66
		HSBC	37.300	08:08	3.04	36.050	3.47	44.500	-8.450	-18.99	HKD	-30.38
	L	Banco Comercial	0.109	08:07	2.64	0.108	0.93	0.105	0.003	2.66	EUR	-30.76
	L	Lloyds Bank	31.830	08:23	3.68	31.255	1.84	33.500	-2.245	-6.70	GBP	-31.56
	L	ABN AMRO	7.966	08:03	4.10	7.744	2.87	7.340	0.404	5.50	EUR	-34.86
		Wells Fargo	25.609	14:28	2.07	25.700	-0.35	29.920	-4.220	-14.10	USD	-35.58
	L	Bank of Ireland	1.847	13:38	2.21	1.838	0.49	1.793	0.045	2.51	EUR	-35.93
	L	Yes Bank	26.250	10:00	-2.42	26.100	0.57	24.900	1.200	4.82	INR	-37.34
	L	IndusInd Bank	494.800	10:00	0.48	480.000	3.08	413.400	66.600	16.11	INR	-41.40
		Banco Sabadell	0.321	08:06	4.22	0.319	0.63	0.456	-0.137	-29.94	EUR	-48.87
		Ferratum	3.780	08:08	4.13	3.650	3.56	3.815	-0.165	-4.33	EUR	-49.72
Banks - 113 out of 113 instruments rated - 6/29/20 / 3/30/20 - 83 did rise, Market-Ratio(13) = 73.45 %

Technical Chart

	Banks RS = 13 - B/S = 79/73

1/04/16	scale up chart	6/29/20

Transactions Banks * A13 - 79/73 (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		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					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		Intesa Sanpaolo	50	971	EUR	4.857	5.046		0.189	4	9,624	8
					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		Shinsei Bank	50	107	JPY	60.800	13.500	273.825	213.025	350	35,880	103
					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		Banco Popular	50	880	EUR	31.100	30.150		-0.950	-3	53,925	-6
					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		Resona	50	3,191	JPY	10.280	8.140	12.983	2.703	26	74,251	32
					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		Banco Macro	50	3,237	ARS	15.600	18.500		2.900	19	110,395	8,421
					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		Piraeus Bank	50	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					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		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	15
100							-13							-54
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/09/12	9/03/12	147		Banca Pop Mil	50	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					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		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					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		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					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		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					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		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					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		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					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		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					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		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-99
100							-7							-98
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/04/13	11/18/13	14		Banif	50	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					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		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					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		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					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		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					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		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					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		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					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		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					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		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	0
100							0							0
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/14/16	11/28/16	14		Banco Comercial	50	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					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		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					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		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					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		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					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		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					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		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					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		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					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		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-99
100							-10							-99
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/05/18	3/11/19	399		Gentera	50	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					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		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					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		Aozora Bank	50	23,560,904	JPY	27.090	28.340	25.840	-1.250	-5	1,247m	-9
					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		Banca Generali	50	33,372,093	EUR	30.900	30.020		-0.880	-3	2,033m	-31
					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		Indiabulls HF	50	40,445,561	INR	25.895	29.590	22.200	-3.695	-14	1,945m	-98
					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		Banco Macro	50	3,996,254	ARS	260.800	278.150		17.350	7	2,154m	132
					ICICI Bank	50	19,254,074	INR	54.130	52.570		-1.560	-3	2,124m	-32
100							2							28
short	1/20/20	6/22/20	154		Indiabulls HF	50	34,884,111	INR	30.440	24.220	38.257	7.817	26	2,396m	72
					Yes Bank	50	235,187,685	INR	4.515	2.775	7.346	2.831	63	3,062m	217
100							44							138
long	6/22/20	7/02/20	10		BBVA Banco Francés	50	11,131,458	ARS	137.550	142.450		4.900	4	3,117m	259
					FinecoBank	50	126,435,348	EUR	12.110	12.345		0.235	2	3,147m	102
100							3							169
accum	5/15/06	7/02/20	5162	days out of 5295 invested (97%)								31,465,106		3,147m	145

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Bank	short	9/20/10	2/06/12	504	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	5/18/15	9/26/16	497	858.00	2.70	272,653.33	271,795.33	31,677.78		15,838.89	34,184.82
Eurobank Ergasias	short	3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Bank	long	9/03/12	11/12/12	70	67.00	78.00		11.00	16.42		8.21
	short	5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Shinsei Bank	short	3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	1/07/13	3/18/13	70	18.00	22.80		4.80	26.67		13.33	339.03
Bankia	short	11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	124.30	31.70	487.40	363.10	292.11		146.06	146.06
Yes Bank	short	5/06/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74		63.87
	short	12/09/19	12/23/19	14	5.63	4.97	6.37	0.75	13.29		6.65
	short	1/20/20	6/22/20	154	4.52	2.78	7.35	2.83	62.70		31.35	129.55
National Bank Greece	short	9/20/10	2/06/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Sberbank	long	9/04/06	3/05/07	182	7.90	13.70		5.80	73.42		36.71
	long	9/26/16	10/17/16	21	8.55	8.55		0.00	0.02		0.01
	long	10/31/16	11/14/16	14	8.63	8.63		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	3/13/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
Gentera	short	3/13/17	7/17/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
	short	7/24/17	1/29/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	2/05/18	3/11/19	399	16.25	15.85	16.66	0.41	2.52		1.26	32.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popular	long	4/20/09	11/02/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Shanghai Pudong	long	4/20/09	11/02/09	196	12.38	17.67		5.29	42.73		21.37	21.37
Banco Macro	long	9/06/10	9/20/10	14	15.60	18.50		2.90	18.59		9.29
	long	9/23/13	10/07/13	14	20.55	21.80		1.25	6.08		3.04
	long	10/28/13	11/04/13	7	24.70	23.65		-1.05	-4.25		-2.13
	long	11/18/13	12/09/13	21	23.75	23.80		0.05	0.21		0.11
	long	9/26/16	10/17/16	21	115.35	121.30		5.95	5.16		2.58
	long	12/23/19	1/20/20	28	260.80	278.15		17.35	6.65		3.33	16.95
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Bank of America	long	11/28/16	12/05/16	7	20.33	22.16		1.83	9.00		4.50
	long	12/12/16	3/13/17	91	22.61	25.30		2.69	11.90		5.95	10.72
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
Indiabulls HF	short	12/09/19	12/23/19	14	25.90	29.59	22.20	-3.70	-14.27		-7.13
	short	1/20/20	6/22/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Banco BPI	long	1/07/13	3/18/13	70	1.02	1.11		0.08	8.23		4.11	4.11
Axis Bank	long	3/11/19	5/06/19	56	70.24	74.75		4.51	6.41		3.21	3.21
State Bank of India	long	9/06/10	9/20/10	14	29.83	31.44		1.62	5.42		2.71	2.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bank of Bejing	short	7/24/17	1/29/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Intesa Sanpaolo	long	9/04/06	3/05/07	182	4.86	5.05		0.19	3.89		1.95	1.95
ICICI Bank	long	11/11/19	12/09/19	28	49.68	52.65		2.97	5.98		2.99
	long	12/23/19	1/20/20	28	54.13	52.57		-1.56	-2.88		-1.44	1.51
FinecoBank	long	6/22/20	7/02/20	10	12.11	12.35		0.24	1.94		0.97	0.97
Montepio	long	7/17/17	7/24/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	10/31/16	11/14/16	14	7.12	7.12		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-1.14
Banca Generali	long	11/11/19	12/09/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
Unicredit	short	4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
China Everbright Bk	long	4/13/15	5/18/15	35	5.44	5.07		-0.37	-6.80		-3.40	-3.40
Swedbank	short	5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare	short	12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Industrial Bank	long	4/13/15	5/18/15	35	20.69	17.75		-2.94	-14.21		-7.10
	long	3/11/19	5/06/19	56	19.30	19.34		0.04	0.21		0.10	-7.01
BBVA Banco Francés	long	9/23/13	10/07/13	14	19.75	20.55		0.80	4.05		2.03
	long	10/28/13	11/04/13	7	23.85	21.55		-2.30	-9.64		-4.82
	long	11/18/13	12/09/13	21	23.40	21.80		-1.60	-6.84		-3.42
	long	1/29/18	2/05/18	7	162.00	146.25		-15.75	-9.72		-4.86
	long	6/22/20	7/02/20	10	137.55	142.45		4.90	3.56		1.78	-9.18
Bank of Ireland	long	2/06/12	4/09/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Comercial	short	10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	1/29/18	2/05/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
9/21/17	Yes Bank	stock split 1:5 (five for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
6/05/17	Bankia	reverse split 4:1 (one for four)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
6/21/15	Ferratum	recording started
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first 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.


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