Thu, Dec 9th, 2021, 7:06UTC
 
RS Chart
Assessment - Banks in Pound sterling - 12/06/21 - RS = 13
 ⇐ 
  instrument freshest Δday 12/06/21 Δwk 9/06/21  prc diff Δ13   ∅-RS
real-time RS chart chart add note SOM Banks 155.345  06:15 -0.02 154.243 0.71 145.766 8.477 5.82   10.88 
real-time RS chart chart add note ICICI Bank 7.533  Wed 2.55 7.095 6.18 7.130 -0.036 -0.50   13.65 
real-time RS chart chart add note State Bank of India 4.915  Wed 3.12 4.652 5.64 4.262 0.390 9.16   23.14 
real-time RS chart chart add note Yes Bank 0.132  Wed 1.15 0.126 5.16 0.109 0.017 15.83   -8.46 
real-time RS chart chart add note American Express 127.325  Wed 1.19 121.107 5.13 115.111 5.996 5.21   10.80 
real-time RS chart chart S add note Axis Bank 6.970  Wed 1.47 6.630 5.13 7.918 -1.288 -16.26   -6.50 
real-time RS chart chart S add note Industrial Bank 2.300  Wed 1.20 2.190 5.02 2.167 0.023 1.07   -6.21 
real-time RS chart chart add note Banco del Bajio 1.364  Wed 1.13 1.307 4.38 1.422 -0.115 -8.11   15.88 
real-time RS chart chart S add note ANZ Banking NZ 14.813  04:00 0.41 14.213 4.22 15.015 -0.803 -5.34   -4.24 
real-time RS chart chart add note Banco Bilbao Viz 4.426  Wed 1.36 4.254 4.04 4.773 -0.520 -10.88   0.18 
real-time RS chart chart add note HDFC Bank 15.536  Wed 1.84 15.036 3.32 15.481 -0.445 -2.87   1.92 
real-time RS chart chart S add note IndusInd Bank 9.452  Wed 2.01 9.155 3.24 9.808 -0.653 -6.65   -6.16 
real-time RS chart chart S add note Shizuoka Bank 5.553  Wed -0.24 5.387 3.08 5.869 -0.482 -8.22   -5.15 
real-time RS chart chart add note HDFC 28.526  Wed 1.26 27.684 3.04 27.342 0.343 1.25   7.93 
real-time RS chart chart add note Indiabulls HF 2.508  Wed 1.60 2.437 2.91 2.285 0.152 6.66   11.60 
real-time RS chart chart add note Sumitomo Mitsui Trst 25.772  Wed 1.17 25.068 2.81 24.562 0.506 2.06   3.57 
real-time RS chart chart add note Nordea Bank 9.052  Wed -0.56 8.821 2.62 9.053 -0.232 -2.56   16.31 
real-time RS chart chart add note Resona 2.923  Wed 0.25 2.855 2.40 2.871 -0.016 -0.55   -0.32 
real-time RS chart chart add note Banca Generali 33.165  Wed -0.13 32.391 2.39 32.429 -0.038 -0.12   14.05 
real-time RS chart chart add note Lloyds Bank 47.365  Wed -0.25 46.275 2.36 43.775 2.500 5.71   7.36 
real-time RS chart chart add note National Australia B 15.249  05:10 0.21 14.903 2.32 15.520 -0.617 -3.97   3.50 
real-time RS chart chart add note NatWest 221.600  Wed -0.23 216.600 2.31 215.200 1.400 0.65   11.07 
real-time RS chart chart S add note ANZ Banking AU 14.675  05:10 -0.18 14.372 2.11 15.117 -0.745 -4.93   -3.20 
real-time RS chart chart add note Deutsche Bank 9.704  Wed 0.19 9.505 2.09 9.233 0.272 2.94   5.38 
real-time RS chart chart add note Erste Group Bank 33.854  Wed -0.25 33.190 2.00 29.881 3.310 11.08   23.39 
  instrument freshest Δday 12/06/21 Δwk 9/06/21  prc diff Δ13   ∅-RS
real-time RS chart chart add note Societe Generale 24.833  Wed 0.76 24.374 1.88 22.880 1.494 6.53   23.00 
real-time RS chart chart add note Kotak Mahindra Bank 19.202  Wed -0.86 18.850 1.87 17.546 1.304 7.43   3.43 
real-time RS chart chart add note Bank of Ireland 4.279  Wed 0.28 4.200 1.86 4.530 -0.329 -7.27   13.54 
real-time RS chart chart add note BNY Mellon 42.449  Wed 0.34 41.779 1.61 38.970 2.808 7.21   17.30 
real-time RS chart chart L add note Woori Financial 8.337  Wed 8.209 1.56 6.939 1.270 18.31   18.68 
real-time RS chart chart S add note Fukuoka 12.713  06:15 -0.10 12.527 1.48 13.758 -1.231 -8.95   -5.83 
real-time RS chart chart add note HSBC 4.398  Wed -0.33 4.335 1.45 3.849 0.486 12.61   4.99 
real-time RS chart chart S add note Westpac Banking 11.172  05:10 -0.24 11.013 1.45 13.977 -2.964 -21.21   -16.25 
real-time RS chart chart add note BNP Paribas 49.445  Wed -0.22 48.773 1.38 46.430 2.344 5.05   9.59 
real-time RS chart chart S add note Suncorp-Metway 5.777  05:10 0.18 5.703 1.30 6.900 -1.197 -17.34   -5.46 
real-time RS chart chart add note UBS 13.552  Wed -0.12 13.381 1.28 12.180 1.201 9.86   16.15 
real-time RS chart chart add note Wells Fargo 37.241  Wed -1.67 36.789 1.23 31.918 4.871 15.26   23.21 
real-time RS chart chart add note Aozora Bank 17.337  06:15 -0.57 17.131 1.20 17.483 -0.352 -2.01   6.98 
real-time RS chart chart S add note Credit Suisse 7.375  Wed 0.31 7.292 1.14 7.717 -0.425 -5.51   -10.04 
real-time RS chart chart add note Banca Mediolanum 7.339  Wed -0.94 7.259 1.10 7.570 -0.311 -4.11   4.06 
real-time RS chart chart L add note Toronto-Dominion 56.372  Wed 0.58 55.781 1.06 47.566 8.215 17.27   16.96 
real-time RS chart chart add note Unicredit 9.824  Wed -1.33 9.722 1.05 9.427 0.296 3.14   18.33 
real-time RS chart chart add note Commonwealth Bank 52.173  05:10 0.21 51.684 0.95 54.939 -3.255 -5.93   0.30 
real-time RS chart chart add note Mediobanca 8.595  Wed -1.08 8.519 0.90 8.605 -0.086 -1.00   6.29 
real-time RS chart chart add note KB Financial 36.733  Wed 0.17 36.413 0.88 32.381 4.033 12.45   10.52 
real-time RS chart chart add note Bank Nova Scotia 50.472  Wed 50.058 0.83 45.068 4.990 11.07   12.53 
real-time RS chart chart add note United Overseas Bank 14.767  Wed 0.41 14.646 0.83 13.906 0.739 5.32   6.36 
real-time RS chart chart add note Bank of China (HK) 2.407  Wed 2.387 0.81 2.185 0.202 9.26   0.39 
real-time RS chart chart S add note Intesa Sanpaolo 1.898  Wed -1.20 1.882 0.81 2.062 -0.179 -8.69   -3.29 
real-time RS chart chart S add note Shanghai Pudong 1.025  Wed -0.12 1.017 0.81 1.031 -0.014 -1.34   -7.12 
  instrument freshest Δday 12/06/21 Δwk 9/06/21  prc diff Δ13   ∅-RS
real-time RS chart chart add note Credit Agricole 10.553  Wed -0.48 10.476 0.73 10.482 -0.006 -0.06   2.72 
real-time RS chart chart add note FinecoBank 13.559  Wed -1.88 13.465 0.69 13.233 0.232 1.75   6.11 
real-time RS chart chart L add note HSBC 440.300  Wed -0.72 437.300 0.69 387.250 50.050 12.92   5.39 
real-time RS chart chart add note ABN AMRO 10.808  Wed -0.49 10.738 0.65 10.152 0.586 5.77   20.22 
real-time RS chart chart add note Banco Macro 2.382  Tue -0.23 2.367 0.63 2.370 -0.003 -0.12   21.35 
real-time RS chart chart add note Cdn Imp Bk Comm 83.976  Wed 0.11 83.462 0.62 83.980 -0.518 -0.62   9.62 
real-time RS chart chart add note KBC 64.561  Wed 0.40 64.169 0.61 61.855 2.315 3.74   12.24 
real-time RS chart chart add note DBS Bank 17.613  Wed -0.22 17.514 0.57 16.367 1.147 7.01   12.06 
real-time RS chart chart add note IBK 6.995  Wed -0.45 6.963 0.46 6.470 0.493 7.63   11.16 
real-time RS chart chart add note Royal Bank CA 76.564  Wed -0.52 76.221 0.45 74.698 1.523 2.04   9.81 
real-time RS chart chart add note Chiba Bank 4.504  06:15 -1.74 4.484 0.44 4.533 -0.050 -1.10   -0.41 
real-time RS chart chart add note China Merchants Bank 6.155  Wed 0.39 6.129 0.42 5.731 0.397 6.93   6.56 
real-time RS chart chart add note Gentera 0.435  Wed -1.77 0.433 0.41 0.403 0.030 7.55   15.48 
real-time RS chart chart S add note OCBC 6.271  Wed -0.26 6.249 0.35 6.301 -0.052 -0.83   0.47 
real-time RS chart chart add note JP Morgan Chase 121.130  Wed -1.14 120.715 0.34 115.248 5.467 4.74   9.83 
real-time RS chart chart L add note China Everbright Bk 0.402  Wed -0.29 0.401 0.29 0.390 0.011 2.92   -4.32 
real-time RS chart chart add note U.S. Bancorp 42.992  Wed -1.13 42.871 0.28 40.574 2.297 5.66   7.79 
real-time RS chart chart L add note China Minsheng Bk 0.462  Wed -0.26 0.461 0.26 0.461 0.000 0.01   -9.28 
real-time RS chart chart add note Banco BPM 2.237  Wed -1.87 2.232 0.23 2.404 -0.172 -7.15   6.74 
real-time RS chart chart add note Ind and Comm Bk 0.549  Wed -0.43 0.548 0.22 0.529 0.018 3.42   -2.32 
real-time RS chart chart add note Unipol 4.032  Wed -1.96 4.028 0.11 4.303 -0.276 -6.41   2.31 
real-time RS chart chart add note Bank Montreal 81.489  Wed -0.20 81.436 0.07 73.688 7.748 10.51   20.30 
real-time RS chart chart add note Bank of America 33.284  Wed -1.23 33.277 0.02 29.663 3.614 12.18   19.21 
real-time RS chart chart L add note Agricultural Bank 0.347  Wed -0.34 0.347 0.337 0.010 2.85   -1.05 
real-time RS chart chart L add note Bank of China 0.362  Wed -0.33 0.362 0.343 0.019 5.65   2.30 
  instrument freshest Δday 12/06/21 Δwk 9/06/21  prc diff Δ13   ∅-RS
real-time RS chart chart add note Heartland 1.180  04:00 -0.85 1.180 1.201 -0.021 -1.77   16.20 
real-time RS chart chart add note Postal Savings Bank 0.626  Wed -1.49 0.626 0.599 0.027 4.47   5.36 
real-time RS chart chart L add note Shinsei Bank 13.052  Wed 0.10 13.059 -0.05 9.304 3.755 40.36   24.51 
real-time RS chart chart S add note Citigroup 47.077  Wed -0.70 47.122 -0.10 51.428 -4.306 -8.37   -5.76 
real-time RS chart chart add note DNB 16.838  Wed -0.88 16.872 -0.20 16.035 0.837 5.22   8.34 
real-time RS chart chart L add note Bank of Comm 0.545  Wed -0.65 0.546 -0.22 0.505 0.042 8.23   5.12 
real-time RS chart chart add note Danske Bank 13.098  Wed -1.08 13.133 -0.26 12.408 0.724 5.84   0.96 
real-time RS chart chart S add note Standard Chartered 433.300  Wed -1.28 434.700 -0.32 459.300 -24.600 -5.36   -7.84 
real-time RS chart chart L add note Aareal Bank 24.803  Wed -0.82 24.889 -0.34 19.200 5.689 29.63   30.07 
real-time RS chart chart S add note Bank of East Asia 1.108  Wed -1.21 1.112 -0.35 1.199 -0.088 -7.33   -19.29 
real-time RS chart chart S add note Bank of China 0.266  Wed -0.36 0.267 -0.36 0.257 0.010 3.95   2.19 
real-time RS chart chart add note Nordea Bank 9.052  Wed -0.49 9.089 -0.40 9.044 0.044 0.49   19.91 
real-time RS chart chart add note National Bank CA 57.429  Wed -0.79 57.789 -0.62 56.641 1.148 2.03   13.10 
real-time RS chart chart S add note Bankinter 3.732  Wed -0.61 3.759 -0.70 4.264 -0.505 -11.84   -10.30 
real-time RS chart chart add note Raiffeisen Bank Int 21.707  Wed -2.82 21.860 -0.70 17.964 3.896 21.69   29.40 
real-time RS chart chart S add note BPER Banca 1.477  Wed -1.73 1.490 -0.88 1.602 -0.112 -6.98   -4.38 
real-time RS chart chart L add note Commerzbank 5.484  Wed -1.44 5.537 -0.97 4.763 0.774 16.26   13.00 
real-time RS chart chart S add note Hang Seng Bank 13.812  Wed -0.49 13.948 -0.97 13.027 0.921 7.07   1.65 
real-time RS chart chart S add note China Constr Bk HK 0.509  Wed -1.13 0.515 -1.13 0.532 -0.017 -3.14   -6.20 
real-time RS chart chart L add note Swedbank 15.359  Wed -1.45 15.564 -1.32 14.472 1.093 7.55   12.94 
real-time RS chart chart add note Banco Sabadell 0.506  Wed -1.43 0.513 -1.52 0.516 -0.002 -0.42   15.90 
real-time RS chart chart add note Svenska Handelsbank 7.983  Wed -1.63 8.115 -1.63 8.469 -0.353 -4.17   0.73 
real-time RS chart chart add note S.E.B 10.930  Wed -2.48 11.133 -1.82 10.191 0.942 9.24   20.14 
real-time RS chart chart add note Umweltbank 16.757  Wed -2.48 17.097 -1.99 17.759 -0.661 -3.72   12.42 
real-time RS chart chart add note ICBC 0.417  Wed -1.82 0.425 -2.05 0.415 0.011 2.55   -4.07 
  instrument freshest Δday 12/06/21 Δwk 9/06/21  prc diff Δ13   ∅-RS
real-time RS chart chart S add note Banco Santander 2.338  Wed -2.48 2.393 -2.31 2.668 -0.275 -10.30   -8.15 
real-time RS chart chart L add note Bank of Communicats 0.449  Wed -1.27 0.460 -2.31 0.427 0.033 7.80   6.13 
real-time RS chart chart add note BBVA Banco Francés 1.710  Tue -3.43 1.752 -2.40 1.808 -0.055 -3.05   28.06 
real-time RS chart chart add note Banco Comercial 0.123  Wed -2.44 0.126 -2.57 0.114 0.012 10.76   10.27 
real-time RS chart chart S add note Regional 3.438  Wed -0.64 3.539 -2.85 4.343 -0.804 -18.50   -4.86 
real-time RS chart chart add note Sberbank 11.993  Wed -5.05 12.419 -3.42 13.040 -0.621 -4.76   3.76 
real-time RS chart chart add note Banco Santander MX 0.870  Wed -1.53 0.928 -6.20 0.862 0.066 7.65   13.91 
real-time RS chart chart add note VTB Bank 0.936  Wed 1.004 -6.78 1.021 -0.017 -1.68   16.50 
 Banks - 107 out of 107 instruments rated - 12/06/21 / 9/06/21 - 61 did rise, Market-Ratio(13) in GBP = 57.01 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/02/17 scale up chart 12/06/21
 


Transactions Banks in Pound sterling * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc 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  130   38.419  38.334 38.505  0.086 0  10,011 1  
          RT RS QC  Swedbank 50  363   13.771  15.039 12.502  -1.269 -9  9,551 -27  
100 -4 -14 
long 9/04/06   3/05/07 182  RT RS QC  Intesa Sanpaolo 50  1,459   3.272  3.417    0.144 4  9,761 9  
          RT RS QC  Sberbank 50  897   5.322  9.276    3.954 74  13,308 205  
100 39 95 
short 3/05/07   4/20/09 777  RT RS QC  Shinsei Bank 50  24,893   0.267  0.092 0.777  0.509 191  25,986 65  
          RT RS QC  Sumitomo Mitsui Trst 50  12,176   0.546  0.216 1.382  0.836 153  36,164 55  
100 172 60 
long 4/20/09  11/02/09 196  RT RS QC  Banco Popular 50  659   27.418  26.978    -0.440 -2  35,875 -3  
          RT RS QC  Shanghai Pudong 50  14,778   1.224  1.573    0.349 28  41,031 60  
100 13 27 
short 11/02/09   9/06/10 308  RT RS QC  Resona 50  295,535   0.069  0.062 0.077  0.008 11  43,301 13  
          RT RS QC  Shinsei Bank 50  257,466   0.080  0.050 0.127  0.048 60  55,536 74  
100 35 43 
long 9/06/10   9/20/10 14  RT RS QC  Banco Macro 50  10,809   2.569  2.989    0.420 16  60,075 5,082  
          RT RS QC  State Bank of India 50  66,973   0.415  0.433    0.018 4  61,308 210  
100 10 1,217 
short 9/20/10   2/06/12 504  RT RS QC  Piraeus Bank 50  0   536,762.219  161,951.460 1,779,012.552  1,242,250.333 231  61,308 0  
          RT RS QC  National Bank Greece 50  5   10,311.098  3,543.468 30,004.152  19,693.053 191  159,773 117  
100 191 117 
long 2/06/12   4/09/12 63  RT RS QC  Bank of Ireland 50  22,078   3.618  2.599    -1.020 -28  137,262 -85  
          RT RS QC  Aozora Bank 50  462,883   0.173  0.165    -0.007 -4  133,822 -23  
100 -16 -64 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/09/12   9/03/12 147  RT RS QC  Banca Pop Mil 50  277,754   0.241  0.296 0.186  -0.055 -23  118,601 -47  
          RT RS QC  Unicredit 50  5,323   12.568  12.713 12.423  -0.145 -1  117,828 -3  
100 -12 -27 
long 9/03/12  11/12/12 70  RT RS QC  Regional 50  26,427   2.229  2.490    0.260 12  124,705 78  
          RT RS QC  Alpha Bank 50  1,109   53.118  62.369    9.251 17  134,964 131  
100 15 103 
short 11/12/12   1/07/13 56  RT RS QC  Banco Popular 50  16,548   4.078  2.846 5.843  1.765 43  164,169 942  
          RT RS QC  Bankia 50  1,691   39.890  20.977 75.856  35.965 90  224,986 6,496  
100 67 2,698 
long 1/07/13   3/18/13 70  RT RS QC  Banco BPI 50  135,488   0.830  0.956    0.126 15  242,011 109  
          RT RS QC  Shinsei Bank 50  885,416   0.127  0.158    0.031 25  269,702 215  
100 20 157 
short 3/18/13   9/23/13 189  RT RS QC  Bankia 50  11,928   11.305  2.728 46.848  35.543 314  693,657 1,457  
          RT RS QC  Eurobank Ergasias 50  577   233.577  51.173 1,066.154  832.577 356  1,174,054 1,777  
100 335 1,613 
long 9/23/13  10/07/13 14  RT RS QC  Banco Macro 50  259,874   2.259  2.330    0.071 3  1,192,411 123  
          RT RS QC  BBVA Banco Francés 50  270,400   2.171  2.196    0.025 1  1,199,173 35  
100 2 74 
short 10/07/13  10/28/13 21  RT RS QC  Banif 50  71,074,713   0.008  0.007 0.010  0.002 23  1,338,763 3,701  
          RT RS QC  Eurobank Ergasias 50  13,668   43.867  58.940 28.795  -15.073 -34  1,132,751 -100  
100 -6 -63 
long 10/28/13  11/04/13 7  RT RS QC  Banco Macro 50  218,003   2.598  2.492    -0.106 -4  1,109,592 -89  
          RT RS QC  BBVA Banco Francés 50  225,772   2.509  2.271    -0.238 -9  1,055,839 -99  
100 -7 -97 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 11/04/13  11/18/13 14  RT RS QC  Banif 50  77,974,655   0.007  0.007 0.007  0.000 0  1,058,147 12  
          RT RS QC  Eurobank Ergasias 50  9,596   55.010  48.633 62.222  7.213 13  1,127,359 2,383  
100 7 452 
long 11/18/13  12/09/13 21  RT RS QC  Banco Macro 50  229,407   2.457  2.318    -0.139 -6  1,095,427 -64  
          RT RS QC  BBVA Banco Francés 50  232,839   2.421  2.123    -0.298 -12  1,026,096 -90  
100 -9 -81 
short 12/09/13   4/13/15 490  RT RS QC  Banif 50  68,163,732   0.008  0.005 0.011  0.003 40  1,228,767 28  
          RT RS QC  Eurobank Ergasias 50  11,154   45.997  7.995 264.614  218.618 475  3,667,229 268  
100 257 158 
long 4/13/15   5/18/15 35  RT RS QC  Industrial Bank 50  808,657   2.267  1.827    -0.440 -19  3,311,385 -89  
          RT RS QC  China Everbright Bk 50  3,075,577   0.596  0.522    -0.074 -12  3,083,152 -75  
100 -16 -84 
short 5/18/15   9/26/16 497  RT RS QC  Alpha Bank 50  140,314   10.987  1.327 90.942  79.955 728  14,301,964 372  
          RT RS QC  Piraeus Bank 50  150   10,232.680  38.647 2,709,327.843  2,699,095.163 26,377  419m 5,917  
100 13,525 3,594 
long 9/26/16  10/17/16 21  RT RS QC  Banco Macro 50  35,705,073   5.870  6.569    0.699 12  444m 607  
          RT RS QC  Sberbank 50  28,250,043   7.419  7.720    0.301 4  453m 100  
100 8 280 
short 10/17/16  10/31/16 14  RT RS QC  Banco Comercial 50  1245,137,751   0.182  0.188 0.176  -0.006 -3  445m -57  
          RT RS QC  Banco Popular 50  241,125,714   0.939  0.897 0.982  0.043 5  456m 222  
100 1 20 
long 10/31/16  11/14/16 14  RT RS QC  Standard Chartered 50  32,016,951   7.119  7.119    0.000 0  456m 0  
          RT RS QC  Sberbank 50  29,391,100   7.755  7.755    0.000 0  456m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 11/14/16  11/28/16 14  RT RS QC  Banco Comercial 50  1215,198,093   0.188  0.182 0.194  0.006 3  463m 131  
          RT RS QC  Banco Popular 50  253,987,349   0.897  0.724 1.112  0.215 24  518m 26,926  
100 14 2,688 
long 11/28/16  12/05/16 7  RT RS QC  Bank of America 50  15,915,150   16.271  17.479    1.207 7  537m 4,077  
          RT RS QC  Sberbank 50  32,973,113   7.854  8.128    0.274 3  546m 497  
100 5 1,494 
short 12/05/16  12/12/16 7  RT RS QC  Banco Popolare 50  161,047,078   1.696  1.874 1.517  -0.179 -11  517m -100  
          RT RS QC  Banco Popular 50  338,993,116   0.806  0.850 0.761  -0.044 -6  502m -95  
100 -8 -99 
long 12/12/16   3/13/17 91  RT RS QC  Bank of America 50  14,081,580   17.837  20.703    2.865 16  543m 82  
          RT RS QC  Sberbank 50  26,741,781   9.393  9.119    -0.274 -3  535m -11  
100 7 29 
short 3/13/17   7/17/17 126  RT RS QC  Gentera 50  236,858,776   1.130  1.221 1.039  -0.091 -8  514m -22  
          RT RS QC  Banco Comercial 50  1919,105,012   0.139  0.214 0.065  -0.075 -54  370m -89  
100 -31 -66 
long 7/17/17   7/24/17 7  RT RS QC  Commerzbank 50  19,073,226   9.702  9.433    -0.269 -3  365m -77  
          RT RS QC  Montepio 50  210,874,664   0.878  0.894    0.016 2  368m 159  
100 0 -22 
short 7/24/17   1/29/18 189  RT RS QC  Gentera 50  153,437,076   1.200  0.634 2.275  1.074 89  533m 244  
          RT RS QC  Bank of Bejing 50  203,140,598   0.907  0.854 0.962  0.056 6  544m 12  
100 48 113 
long 1/29/18   2/05/18 7  RT RS QC  BBVA Banco Francés 50  46,283,424   5.882  5.356    -0.526 -9  520m -99  
          RT RS QC  Banco Comercial 50  939,038,207   0.290  0.265    -0.025 -9  497m -99  
100 -9 -99 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 2/05/18   3/11/19 399  RT RS QC  Gentera 50  398,496,514   0.623  0.622 0.624  0.001 0  497m 0  
          RT RS QC  VTB Bank 50  185,414,668   1.339  0.894 2.007  0.667 50  621m 45  
100 25 23 
long 3/11/19   5/06/19 56  RT RS QC  Industrial Bank 50  142,120,436   2.184  2.183    -0.001 0  621m 0  
          RT RS QC  Axis Bank 50  413,261,321   0.751  0.822    0.071 9  650m 80  
100 5 35 
short 5/06/19  11/11/19 189  RT RS QC  Aozora Bank 50  1740,829,895   0.187  0.202 0.171  -0.016 -8  623m -15  
          RT RS QC  Yes Bank 50  1777,625,746   0.183  0.079 0.421  0.239 131  1,047m 402  
100 61 151 
long 11/11/19  12/09/19 28  RT RS QC  Banca Generali 50  19,731,165   26.526  25.242    -1.284 -5  1,021m -48  
          RT RS QC  ICICI Bank 50  970,003,408   0.540  0.564    0.024 4  1,045m 76  
100 0 -3 
short 12/09/19  12/23/19 14  RT RS QC  Indiabulls HF 50  1884,634,349   0.277  0.321 0.234  -0.044 -16  962m -99  
          RT RS QC  Yes Bank 50  8676,018,934   0.060  0.054 0.067  0.007 12  1,024m 1,727  
100 -2 -41 
long 12/23/19   1/20/20 28  RT RS QC  Banco Macro 50  151,462,687   3.380  3.534    0.154 5  1,047m 79  
          RT RS QC  ICICI Bank 50  872,526,162   0.587  0.556    -0.031 -5  1,020m -51  
100 0 -5 
short 1/20/20   6/22/20 154  RT RS QC  Indiabulls HF 50  1585,090,570   0.322  0.256 0.404  0.082 26  1,150m 71  
          RT RS QC  Yes Bank 50  10686,634,993   0.048  0.029 0.078  0.030 62  1,468m 215  
100 44 137 
long 6/22/20   7/27/20 35  RT RS QC  BBVA Banco Francés 50  465,614,830   1.577  1.961    0.385 24  1,647m 873  
          RT RS QC  FinecoBank 50  67,113,411   10.940  11.678    0.738 7  1,697m 98  
100 16 352 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 7/27/20   8/24/20 28  RT RS QC  Multitude 50  324,804,333   2.612  4.840 0.385  -2.228 -85  973m -100  
          RT RS QC  Yes Bank 50  66442,879,859   0.013  0.015 0.010  -0.002 -19  809m -94  
100 -52 -100 
long 8/24/20   8/31/20 7  RT RS QC  BBVA Banco Francés 50  269,790,802   1.500  1.502    0.002 0  810m 9  
          RT RS QC  UBI Banca 50  121,381,356   3.334  3.241    -0.093 -3  799m -77  
100 -1 -50 
short 8/31/20  11/23/20 84  RT RS QC  Gentera 50  1630,758,479   0.245  0.299 0.190  -0.055 -22  710m -67  
          RT RS QC  Yes Bank 50  27260,952,453   0.015  0.015 0.015  -0.000 0  708m -1  
100 -11 -41 
long 11/23/20   6/07/21 196  RT RS QC  IndusInd Bank 50  412,848,223   0.858  0.992    0.134 16  764m 31  
          RT RS QC  Kotak Mahindra Bank 50  184,850,108   1.916  1.756    -0.160 -8  734m -15  
100 4 7 
short 6/07/21  10/11/21 126  RT RS QC  Credit Suisse 50  47,096,641   7.795  7.658 7.934  0.139 2  741m 5  
          RT RS QC  China Minsheng Bk 50  711,803,557   0.516  0.453 0.587  0.071 14  791m 45  
100 8 24 
long 10/11/21  11/22/21 42  RT RS QC  BBVA Banco Francés 50  220,901,334   1.791  1.756    -0.035 -2  784m -16  
          RT RS QC  Banco Sabadell 50  658,853,767   0.600  0.525    -0.075 -13  734m -69  
100 -7 -48 
short 11/22/21  12/08/21 16  RT RS QC  Bank of East Asia 50  317,387,126   1.156  1.108 1.207  0.051 4  750m 166  
          RT RS QC  China Minsheng Bk 50  804,389,893   0.456  0.462 0.450  -0.006 -1  745m -27  
100 2 41 
accum 5/15/06 12/08/215687 days out of 5820 invested (98%) 7,449,882 745m 105  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort  9/20/10  2/06/12504536,762.22161,951.461,779,012.551,242,250.33 231.4350115.72 
 short  5/18/15  9/26/1649710,232.6838.652,709,327.842,699,095.16 26,377.2113,188.6028,565.78 
 Eurobank Ergasiasshort  3/18/13  9/23/13189233.5851.171,066.15832.58 356.45178.22 
 short 10/07/13 10/28/132143.8758.9428.79-15.07 -34.36-17.18 
 short 11/04/13 11/18/131455.0148.6362.227.21 13.116.56 
 short 12/09/13  4/13/1549046.008.00264.61218.62 475.29237.65729.03 
 Alpha Banklong  9/03/12 11/12/127053.1262.379.25 17.428.71 
 short  5/18/15  9/26/1649710.991.3390.9479.96 727.75363.88404.27 
 Bankiashort 11/12/12  1/07/135639.8920.9875.8635.97 90.1645.08 
 short  3/18/13  9/23/1318911.312.7346.8535.54 314.40157.20273.14 
 Shinsei Bankshort  3/05/07  4/20/097770.270.090.780.51 190.5395.26 
 short 11/02/09  9/06/103080.080.050.130.05 59.6329.82 
 long  1/07/13  3/18/13700.130.160.03 24.6212.31184.69 
 Yes Bankshort  5/06/19 11/11/191890.180.080.420.24 130.5165.25 
 short 12/09/19 12/23/19140.060.050.070.01 11.795.89 
 short  1/20/20  6/22/201540.050.030.080.03 62.3731.18 
 short  7/27/20  8/24/20280.010.020.01-0.00 -19.34-9.67 
 short  8/31/20 11/23/20840.010.010.01-0.00 -0.34-0.17107.01 
 National Bank Greeceshort  9/20/10  2/06/1250410,311.103,543.4730,004.1519,693.05 190.9995.4995.49 
 Sumitomo Mitsui Trstshort  3/05/07  4/20/097770.550.221.380.84 152.9676.4876.48 
 Sberbanklong  9/04/06  3/05/071825.329.283.95 74.2937.15 
 long  9/26/16 10/17/16217.427.720.30 4.062.03 
 long 10/31/16 11/14/16147.767.760.00 0.000.00 
 long 11/28/16 12/05/1677.858.130.27 3.491.74 
 long 12/12/16  3/13/17919.399.12-0.27 -2.91-1.4640.30 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banco Popularlong  4/20/09 11/02/0919627.4226.98-0.44 -1.60-0.80 
 short 11/12/12  1/07/13564.082.855.841.76 43.2821.64 
 short 10/17/16 10/31/16140.940.900.980.04 4.592.30 
 short 11/14/16 11/28/16140.900.721.110.21 23.9611.98 
 short 12/05/16 12/12/1670.810.850.76-0.04 -5.51-2.7534.41 
 Banifshort 10/07/13 10/28/13210.010.010.010.00 23.2811.64 
 short 11/04/13 11/18/13140.010.010.010.00 0.440.22 
 short 12/09/13  4/13/154900.010.010.010.00 39.5019.7533.98 
 VTB Bankshort  2/05/18  3/11/193991.340.892.010.67 49.8324.9124.91 
 Genterashort  3/13/17  7/17/171261.131.221.04-0.09 -8.06-4.03 
 short  7/24/17  1/29/181891.200.632.271.07 89.4844.74 
 short  2/05/18  3/11/193990.620.620.620.00 0.130.07 
 short  8/31/20 11/23/20840.240.300.19-0.05 -22.29-11.1523.50 
 Shanghai Pudonglong  4/20/09 11/02/091961.221.570.35 28.4914.2514.25 
 Banco Macrolong  9/06/10  9/20/10142.572.990.42 16.358.17 
 long  9/23/13 10/07/13142.262.330.07 3.131.56 
 long 10/28/13 11/04/1372.602.49-0.11 -4.09-2.04 
 long 11/18/13 12/09/13212.462.32-0.14 -5.66-2.83 
 long  9/26/16 10/17/16215.876.570.70 11.915.96 
 long 12/23/19  1/20/20283.383.530.15 4.552.2713.32 
 Bank of Americalong 11/28/16 12/05/16716.2717.481.21 7.423.71 
 long 12/12/16  3/13/179117.8420.702.87 16.068.0312.04 
 IndusInd Banklong 11/23/20  6/07/211960.860.990.13 15.647.827.82 
 Banco BPIlong  1/07/13  3/18/13700.830.960.13 15.137.577.57 
 China Minsheng Bkshort  6/07/21 10/11/211260.520.450.590.07 13.766.88 
 short 11/22/21 12/08/21160.460.460.45-0.01 -1.36-0.686.15 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Regionallong  9/03/12 11/12/12702.232.490.26 11.675.845.84 
 Resonashort 11/02/09  9/06/103080.070.060.080.01 11.075.535.53 
 Axis Banklong  3/11/19  5/06/19560.750.820.07 9.414.714.71 
 Indiabulls HFshort 12/09/19 12/23/19140.280.320.23-0.04 -15.75-7.87 
 short  1/20/20  6/22/201540.320.260.400.08 25.5112.763.88 
 FinecoBanklong  6/22/20  7/27/203510.9411.680.74 6.743.373.37 
 Bank of Bejingshort  7/24/17  1/29/181890.910.850.960.06 6.133.073.07 
 State Bank of Indialong  9/06/10  9/20/10140.410.430.02 4.442.222.22 
 Intesa Sanpaololong  9/04/06  3/05/071823.273.420.14 4.422.212.21 
 Bank of East Asiashort 11/22/21 12/08/21161.161.111.210.05 4.382.192.19 
 Montepiolong  7/17/17  7/24/1770.880.890.02 1.840.920.92 
 Credit Suisseshort  6/07/21 10/11/211267.797.667.930.14 1.780.890.89 
 Triodos Groenfondsshort  5/15/06  9/04/0611238.4238.3338.500.09 0.220.110.11 
 Standard Charteredlong 10/31/16 11/14/16147.127.120.00 0.000.000.00 
 ICICI Banklong 11/11/19 12/09/19280.540.560.02 4.442.22 
 long 12/23/19  1/20/20280.590.56-0.03 -5.29-2.64-0.48 
 Unicreditshort  4/09/12  9/03/1214712.5712.7112.42-0.15 -1.16-0.58-0.58 
 Commerzbanklong  7/17/17  7/24/1779.709.43-0.27 -2.77-1.39-1.39 
 UBI Bancalong  8/24/20  8/31/2073.333.24-0.09 -2.78-1.39-1.39 
 Banca Generalilong 11/11/19 12/09/192826.5325.24-1.28 -4.84-2.42-2.42 
 Kotak Mahindra Banklong 11/23/20  6/07/211961.921.76-0.16 -8.34-4.17-4.17 
 BBVA Banco Francéslong  9/23/13 10/07/13142.172.200.03 1.150.58 
 long 10/28/13 11/04/1372.512.27-0.24 -9.49-4.75 
 long 11/18/13 12/09/13212.422.12-0.30 -12.30-6.15 
 long  1/29/18  2/05/1875.885.36-0.53 -8.95-4.47 
 long  6/22/20  7/27/20351.581.960.38 24.3812.19 
 long  8/24/20  8/31/2071.501.500.00 0.160.08 
 long 10/11/21 11/22/21421.791.76-0.04 -1.96-0.98-4.51 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Swedbankshort  5/15/06  9/04/0611213.7715.0412.50-1.27 -9.21-4.61-4.61 
 Banco Popolareshort 12/05/16 12/12/1671.701.871.52-0.18 -10.54-5.27-5.27 
 China Everbright Bklong  4/13/15  5/18/15350.600.52-0.07 -12.45-6.22-6.22 
 Aozora Banklong  2/06/12  4/09/12630.170.17-0.01 -4.31-2.15 
 short  5/06/19 11/11/191890.190.200.17-0.02 -8.32-4.16-6.22 
 Banco Sabadelllong 10/11/21 11/22/21420.600.53-0.08 -12.53-6.27-6.27 
 Industrial Banklong  4/13/15  5/18/15352.271.83-0.44 -19.41-9.70 
 long  3/11/19  5/06/19562.182.18-0.00 -0.05-0.03-9.73 
 Banca Pop Milshort  4/09/12  9/03/121470.240.300.19-0.05 -22.75-11.37-11.37 
 Bank of Irelandlong  2/06/12  4/09/12633.622.60-1.02 -28.18-14.09-14.09 
 Banco Comercialshort 10/17/16 10/31/16140.180.190.18-0.01 -3.17-1.59 
 short 11/14/16 11/28/16140.190.180.190.01 3.271.64 
 short  3/13/17  7/17/171260.140.210.06-0.07 -53.69-26.84 
 long  1/29/18  2/05/1870.290.26-0.02 -8.61-4.31-29.98 
 Multitudeshort  7/27/20  8/24/20282.614.840.38-2.23 -85.27-42.64-42.64 


Annotations
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)
1/23/17Unicreditreverse stock split 10:1 (one for ten)
10/24/16Banco Comercialreverse stock split 75:1 (one for seventyfive)
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
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.