Assessment - Banks in Japanese yen - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								SOM Banks	44,282.226	8/12/24	0.22	45,949.513	-3.63	34,095.567	11,853.946	34.77		27.86
						S		Heartland	103.952	8/12/24	0.95	95.126	9.28	132.626	-37.500	-28.28		-24.53
								Banco Comercial	65.476	8/12/24	0.16	60.069	9.00	42.977	17.091	39.77		33.60
								Cdn Imp Bk Comm	8,194.084	8/12/24	-0.36	7,648.517	7.13	6,826.909	821.608	12.03		17.75
						L		NatWest	68,345.208	8/12/24	0.48	64,341.723	6.22	39,530.969	24,810.754	62.76		45.08
								U.S. Bancorp	6,700.493	8/12/24	-1.43	6,340.182	5.68	6,122.496	217.686	3.56		11.16
								National Bank CA	13,453.395	8/12/24	0.39	12,758.503	5.45	10,807.490	1,951.013	18.05		15.40
								BNY Mellon	10,222.816	8/12/24	-0.80	9,712.241	5.26	7,363.122	2,349.119	31.90		31.57
								Agricultural Bank	102.946	8/12/24	0.65	98.508	4.50	72.574	25.934	35.73		25.62
						S		Toronto-Dominion	9,231.131	8/12/24	0.19	8,841.945	4.40	9,161.755	-319.810	-3.49		-0.93
						S		KakaoBank	2,552.943	8/12/24	1.39	2,453.629	4.05	3,057.763	-604.134	-19.76		-13.18
								Westpac Banking	3,032.347	8/12/24	0.61	2,923.819	3.71	2,208.933	714.886	32.36		29.44
								KB Financial	9,639.257	8/12/24	0.73	9,300.422	3.64	5,908.036	3,392.387	57.42		42.58
						L		Commonwealth Bank	14,025.950	8/12/24	0.76	13,560.675	3.43	10,784.223	2,776.452	25.75		28.23
								Ind and Comm Bk	132.897	8/12/24	1.18	129.126	2.92	95.304	33.822	35.49		26.57
								Woori Financial	1,723.382	8/12/24	0.55	1,682.488	2.43	1,419.676	262.813	18.51		15.95
								Erste Group Bank	7,989.499	8/12/24	0.37	7,814.458	2.24	5,752.763	2,061.695	35.84		31.87
						L		Royal Bank CA	17,491.059	8/12/24	-0.72	17,125.389	2.14	14,338.650	2,786.739	19.44		21.29
						L		Lloyds Bank	11,601.936	8/12/24	-0.28	11,360.910	2.12	8,596.274	2,764.636	32.16		32.68
								FinecoBank	2,501.701	8/12/24	0.94	2,458.374	1.76	2,127.723	330.651	15.54		17.53
								Raiffeisen Bank Int	2,878.646	8/12/24	1.59	2,831.853	1.65	2,924.151	-92.299	-3.16		10.90
								American Express	38,301.225	8/12/24	-0.34	37,777.724	1.39	26,501.579	11,276.144	42.55		38.32
								BBVA Banco Francés	712.126	8/12/24	0.75	702.855	1.32	310.771	392.084	126.16		35.77
						S		DNB	3,249.941	8/12/24	0.14	3,212.099	1.18	3,017.407	194.691	6.45		10.23
								Credit Agricole	2,288.532	8/12/24	0.57	2,270.335	0.80	2,012.919	257.416	12.79		13.57
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Banca Generali	6,599.569	8/12/24	0.74	6,551.042	0.74	5,268.798	1,282.245	24.34		19.41
								KBC	11,538.847	8/12/24	-0.21	11,466.057	0.63	9,196.903	2,269.155	24.67		15.50
								JP Morgan Chase	33,315.037	8/12/24	0.19	33,195.472	0.36	24,062.766	9,132.706	37.95		35.41
						S		Svenska Handelsbank	1,552.155	8/12/24	0.29	1,546.837	0.34	1,541.302	5.535	0.36		9.32
								National Australia B	3,867.264	8/12/24	1.01	3,875.860	-0.22	2,961.321	914.539	30.88		30.48
								Mediobanca	2,431.511	8/12/24	0.94	2,441.910	-0.43	1,754.961	686.949	39.14		24.94
								ANZ Banking AU	3,032.347	8/12/24	0.93	3,057.062	-0.81	2,500.242	556.820	22.27		19.55
								Standard Chartered	147,475.313	8/12/24	0.92	149,558.760	-1.39	120,106.399	29,452.361	24.52		17.19
								Suncorp-Metway	1,809.523	8/12/24	1.38	1,840.684	-1.69	1,335.970	504.714	37.78		31.11
								Bank Nova Scotia	7,229.936	8/12/24	-3.42	7,358.097	-1.74	6,901.813	456.284	6.61		5.56
						L		Kotak Mahindra Bank	3,433.490	8/12/24	0.16	3,502.351	-1.97	3,245.791	256.560	7.90		10.20
								ABN AMRO	2,649.879	8/12/24	0.92	2,714.870	-2.39	2,128.507	586.363	27.55		19.46
								ANZ Banking NZ	2,946.931	8/12/24	0.13	3,020.482	-2.44	2,492.110	528.371	21.20		18.37
						S		Bank Montreal	13,151.217	8/12/24	-0.10	13,501.602	-2.60	14,029.406	-527.803	-3.76		1.92
						L		HDFC Bank	3,215.670	8/12/24	0.60	3,303.031	-2.64	2,907.536	395.495	13.60		19.24
								IBK	1,574.996	8/12/24	0.37	1,618.227	-2.67	1,295.181	323.046	24.94		20.45
								Banco de Valores	60.332	8/12/24	-0.15	62.012	-2.71	39.432	22.581	57.27		19.24
								Intesa Sanpaolo	601.465	8/12/24	0.54	620.703	-3.10	414.033	206.670	49.92		39.52
								ICICI Bank	2,271.754	8/12/24	0.10	2,347.395	-3.22	1,695.276	652.119	38.47		29.70
								Banca Mediolanum	1,772.941	8/12/24	1.29	1,835.332	-3.40	1,336.621	498.711	37.31		27.58
								Banco Sabadell	309.875	8/12/24	0.45	320.880	-3.43	174.321	146.558	84.07		59.76
						L		ICBC	92.689	8/12/24	2.05	95.999	-3.45	69.172	26.828	38.78		30.65
						L		State Bank of India	1,574.034	8/12/24	-1.42	1,630.886	-3.49	1,092.165	538.721	49.33		40.13
						L		China Constr Bk HK	114.827	8/12/24	1.46	119.379	-3.81	84.201	35.177	41.78		34.66
								BNP Paribas	10,268.499	8/12/24		10,687.904	-3.92	9,803.034	884.871	9.03		10.35
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Bank of Ireland	1,631.175	8/12/24	-0.93	1,701.191	-4.12	1,287.128	414.064	32.17		17.36
								S.E.B	2,289.865	8/12/24	-0.10	2,397.749	-4.50	1,957.946	439.803	22.46		26.12
								Unicredit	5,991.258	8/12/24	0.38	6,274.616	-4.52	3,847.444	2,427.172	63.09		48.59
						L		Bank of America	6,167.297	8/12/24	-0.29	6,464.594	-4.60	4,763.041	1,701.553	35.72		36.15
								BPER Banca	825.813	8/12/24	-0.27	865.847	-4.62	473.941	391.906	82.69		59.00
								OCBC	1,646.222	8/12/24	0.29	1,725.974	-4.62	1,393.825	332.149	23.83		19.82
						L		Unipol	1,555.439	8/12/24	0.06	1,635.161	-4.88	808.488	826.673	102.25		71.71
								Danske Bank	4,611.913	8/12/24	0.15	4,859.416	-5.09	3,791.673	1,067.742	28.16		25.38
								Bankinter	1,264.109	8/12/24	0.19	1,333.432	-5.20	907.787	425.645	46.89		32.04
						L		HSBC	1,331.370	8/12/24	0.63	1,413.094	-5.78	1,140.788	272.306	23.87		20.23
								DBS Bank	4,044.730	8/12/24	1.22	4,299.460	-5.92	3,582.129	717.331	20.03		16.57
								Jyske Bank	12,061.390	8/12/24	0.48	12,828.299	-5.98	10,172.782	2,655.518	26.10		14.49
								Banco Bilbao Viz	1,546.601	8/12/24	0.27	1,646.426	-6.06	1,288.381	358.045	27.79		22.87
						L		United Overseas Bank	3,486.467	8/12/24	0.58	3,725.722	-6.42	3,050.331	675.391	22.14		18.20
								China Merchants Bank	712.632	8/12/24	-0.65	762.330	-6.52	554.675	207.654	37.44		16.67
						S		Banco del Bajio	457.255	8/12/24	0.64	490.543	-6.79	475.676	14.867	3.13		-1.76
						L		HSBC	131,522.651	8/12/24	0.22	141,122.845	-6.80	114,502.875	26,619.970	23.25		20.19
								Swedbank	3,146.855	8/12/24	-0.86	3,382.376	-6.96	2,863.021	519.355	18.14		19.50
								Banco BPM	1,002.067	8/12/24	-0.31	1,077.283	-6.98	748.815	328.468	43.87		32.66
						L		Bank of China (HK)	461.376	8/12/24		497.583	-7.28	383.884	113.699	29.62		20.93
								IndusInd Bank	2,616.643	8/12/24	0.08	2,822.065	-7.28	2,719.909	102.156	3.76		6.90
								Banco Macro	1,181.864	8/12/24	0.91	1,278.218	-7.54	467.404	810.814	173.47		60.12
						L		Axis Bank	2,255.289	8/12/24	1.89	2,444.343	-7.73	1,875.078	569.266	30.36		30.29
								UBS	4,443.336	8/12/24	0.44	4,824.194	-7.89	4,407.682	416.512	9.45		22.48
								Nordea Bank	1,820.344	8/12/24	-0.13	1,977.611	-7.95	1,764.263	213.348	12.09		15.65
								⇓instrument	freshest		⇓ Δday	7/01/24	Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Banco Santander	708.656	8/12/24	-0.24	770.787	-8.06	591.957	178.831	30.21		24.98
						S		Regional	1,115.470	8/12/24	-0.39	1,215.159	-8.20	1,358.943	-143.783	-10.58		-1.26
						L		Industrial Bank	361.197	8/12/24	-0.55	393.811	-8.28	323.195	70.616	21.85		20.16
						L		China Merchants B HK	672.409	8/12/24		733.443	-8.32	479.855	253.588	52.85		24.05
						L		Hang Seng Bank	1,901.366	8/12/24	0.38	2,077.227	-8.47	1,648.711	428.517	25.99		15.02
						L		Nordea Bank	1,805.869	8/12/24	-0.19	1,978.311	-8.72	1,758.250	220.061	12.52		15.63
								Citigroup	9,345.467	8/12/24		10,248.668	-8.81	7,276.829	2,971.838	40.84		39.14
								Societe Generale	3,556.280	8/12/24	0.44	3,916.761	-9.20	3,762.868	153.893	4.09		2.48
						L		Aozora Bank	2,365.000	8/09/24	3.28	2,624.000	-9.87	3,063.000	-439.000	-14.33		-4.74
								Sumitomo Mitsui Trst	3,320.000	8/09/24	2.72	3,721.000	-10.78	2,706.000	1,015.000	37.51		21.05
						L		Umweltbank	977.457	8/12/24	-1.40	1,105.705	-11.60	1,231.057	-125.352	-10.18		-12.39
						L		Bank of China	70.344	8/12/24	1.19	79.655	-11.69	53.961	25.694	47.61		39.84
								Unicaja Banco	199.304	8/12/24	-0.86	226.340	-11.94	139.394	86.946	62.37		37.13
								Deutsche Bank	2,306.383	8/12/24	0.14	2,669.983	-13.62	1,936.487	733.496	37.88		42.47
								Wells Fargo	8,411.566	8/12/24	-1.33	9,789.796	-14.08	6,962.783	2,827.014	40.60		37.77
								Commerzbank	2,152.485	8/12/24	0.89	2,531.163	-14.96	1,685.263	845.900	50.19		39.85
								Resona	903.800	8/09/24	3.93	1,087.000	-16.85	716.500	370.500	51.71		18.52
								Fukuoka	3,639.000	8/09/24	5.30	4,426.000	-17.78	3,327.000	1,099.000	33.03		11.64
								Chiba Bank	1,073.000	8/09/24	3.22	1,456.500	-26.33	1,018.500	438.000	43.00		22.54
Banks - 93 out of 93 instruments rated - 7/01/24 / 1/01/24 - 85 did rise, Market-Ratio(26) in JPY = 91.40 %

 

 

Transactions Banks in Japanese yen * Mixed Cut L17 - 42/41 (3) - S13 - 73/79 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		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	0		8,008.112	8,552.070	7,464.154	-543.958	-7	10,000	0
							Swedbank	50	3		2,870.345	3,355.234	2,385.455	-484.889	-17	8,545	-45
9/04/06		9/11/06	7				- cash -
long	9/11/06	6/18/07	280				Sberbank	33	2		1,194.492	2,260.894		1,066.402	89	10,678	130
							Bank of East Asia	33	6		500.535	659.910		159.374	32	11,634	43
							China Minsheng Bk	33	68		45.903	148.774		102.871	224	18,630	363
6/18/07		6/25/07	7				- cash -
	6/25/07	7/30/07	35				China Merchants Bank	33	19		311.946	354.705		42.759	14	19,442	282
							Hua Xia Bank	33	62		104.703	109.816		5.113	5	19,759	64
							Shanghai Pudong	33	23		260.117	271.872		11.755	5	20,029	59
7/30/07		10/08/07	70				- cash -
	10/08/07	10/15/07	7				China Merchants Bank	33	13		490.465	495.398		4.933	1	20,094	69
							Hua Xia Bank	33	42		164.726	187.947		23.222	14	21,069	96,833
							Shanghai Pudong	33	18		362.978	357.257		-5.722	-2	20,966	-56
10/15/07		10/29/07	14				- cash -
	10/29/07	11/05/07	7				China Merchants Bank	33	13		522.291	498.095		-24.196	-5	20,651	-92
							Hua Xia Bank	33	43		164.672	155.421		-9.251	-6	20,253	-95
							Shanghai Pudong	33	18		374.219	357.255		-16.964	-5	19,948	-91
11/05/07		12/03/07	28				- cash -
	12/03/07	12/17/07	14				China Merchants Bank	33	14		459.529	429.175		-30.354	-7	19,523	-83
							Shanghai Pudong	33	20		341.038	302.098		-38.940	-11	18,744	-96
							State Bank of India	33	97		68.388	65.201		-3.187	-5	18,435	-71
12/17/07		5/19/08	154				- cash -
	5/19/08	5/26/08	7				Hang Seng Bank	33	3		1,930.707	1,933.386		2.679	0	18,443	7
							HDFC	33	49		131.368	125.022		-6.347	-5	18,132	-92
							Axis Bank	33	140		44.066	36.899		-7.166	-16	17,129	-100
5/26/08		3/30/09	308				- cash -
	3/30/09	1/25/10	301				Bank of Bejing	33	69		82.322	105.006		22.684	28	18,694	34
							Industrial Bank	33	47		121.337	168.810		47.473	39	20,925	49
							Shanghai Pudong	33	33		173.196	207.260		34.064	20	22,050	24
1/25/10		3/01/10	35				- cash -
	3/01/10	5/03/10	63				Aareal Bank	33	4		1,701.342	1,847.266		145.925	9	22,633	61
							KBC	33	1		4,075.753	4,391.984		316.231	8	22,950	54
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							VTB Bank	33	26		417.031	454.236		37.204	9	23,917	64
5/03/10		5/31/10	28				- cash -
	5/31/10	6/28/10	28				Banco Macro	33	29		269.483	267.057		-2.425	-1	23,847	-11
							KBC	33	2		3,562.830	3,615.721		52.891	1	23,952	21
							VTB Bank	33	20		436.903	446.999		10.095	2	24,154	35
6/28/10		9/06/10	70				- cash -
	9/06/10	11/29/10	84				Banco Macro	33	24		334.567	437.560		102.993	31	26,626	221
							BBVA Banco Francés	33	33		239.130	331.869		92.740	39	29,686	315
							State Bank of India	33	152		54.002	56.067		2.065	4	30,000	18
11/29/10		12/06/10	7				- cash -
	12/06/10	5/16/11	161				Aareal Bank	33	4		2,182.267	2,651.430		469.163	21	31,877	56
							Banco Macro	33	24		455.876	290.570		-165.306	-36	27,910	-64
							BBVA Banco Francés	33	31		329.938	269.815		-60.122	-18	26,046	-37
5/16/11		12/19/11	217				- cash -
	12/19/11	12/26/11	7				Banco Sabadell	33	33		255.832	253.681		-2.150	-1	25,975	-36
							Aozora Bank	33	435		20.500	20.800		0.300	1	26,105	113
							China Minsheng Bk	33	118		73.566	72.376		-1.190	-2	25,965	-57
12/26/11		1/02/12	7				- cash -
	1/02/12	5/21/12	140				U.S. Bancorp	33	4		2,120.589	2,428.111		307.523	15	27,195	42
							Bankinter	33	28		309.980	195.338		-114.642	-37	23,985	-70
							Aozora Bank	33	403		21.800	17.400		-4.400	-20	22,212	-44
5/21/12		8/13/12	84				- cash -
	8/13/12	6/10/13	301				Regional	33	26		278.124	553.920		275.796	99	29,383	131
							KBC	33	4		1,760.941	3,979.061		2,218.120	126	38,255	169
							Alpha Services	33	1		6,060.600	3,159.520		-2,901.080	-48	35,354	-55
6/10/13		7/15/13	35				- cash -
	7/15/13	9/02/13	49				Lloyds Bank	33	113		104.088	114.635		10.547	10	36,546	105
							Bank of Ireland	33	17		661.266	891.142		229.876	35	40,454	823
							FBD	33	6		1,996.764	1,890.541		-106.223	-5	39,816	-33
9/02/13		9/09/13	7				- cash -
	9/09/13	10/06/14	392				Banco Macro	33	40		324.769	611.586		286.817	88	51,289	80
							BBVA Banco Francés	33	46		291.594	669.526		377.932	130	68,674	117
							Bank of Ireland	33	14		934.864	1,271.701		336.837	36	73,390	33
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/06/14		10/27/14	21				- cash -
	10/27/14	1/05/15	70				Banco Macro	33	40		606.589	676.649		70.060	12	76,192	77
							BBVA Banco Francés	33	38		634.508	726.875		92.367	15	79,702	103
							Axis Bank	33	333		74.974	97.273		22.299	30	87,127	289
1/05/15		1/19/15	14				- cash -
	1/19/15	8/17/15	210				BBVA Banco Francés	33	35		809.488	1,067.883		258.395	32	96,171	62
							Bank of Comm	33	242		122.804	130.742		7.938	6	98,092	12
							China Everbright Bk	33	352		82.500	86.966		4.466	5	99,664	10
8/17/15		12/21/15	126				- cash -
	12/21/15	1/11/16	21				Umweltbank	33	15		2,143.017	2,115.234		-27.783	-1	99,248	-20
							Sberbank	33	48		708.254	581.881		-126.373	-18	93,182	-97
							Shanghai Pudong	33	93		357.972	305.746		-52.226	-15	88,325	-94
1/11/16		5/16/16	126				- cash -
	5/16/16	7/04/16	49				Banco Macro	33	43		674.058	750.573		76.515	11	91,615	123
							Regional	33	48		616.025	585.272		-30.753	-5	90,139	-32
							Sberbank	33	34		851.256	909.848		58.592	7	92,131	64
7/04/16		7/18/16	14				- cash -
	7/18/16	3/26/18	616				Banco Macro	33	36		852.477	1,143.266		290.789	34	102,599	19
							Sberbank	33	31		977.524	1,964.438		986.914	101	133,194	51
							Axis Bank	33	345		90.110	82.538		-7.572	-8	130,581	-5
3/26/18		7/23/18	119				- cash -
	7/23/18	8/13/18	21				FinecoBank	33	32		1,326.352	1,268.231		-58.121	-4	128,721	-54
							Kotak Mahindra Bank	33	206		216.343	203.470		-12.874	-6	126,069	-66
							Yes Bank	33	696		62.554	58.599		-3.955	-6	123,317	-68
8/13/18		9/24/18	42				- cash -
	9/24/18	10/08/18	14				American Express	33	3		12,360.899	12,066.432		-294.467	-2	122,433	-47
							FinecoBank	33	29		1,548.056	1,390.801		-157.254	-10	117,873	-94
							Fukuoka	33	1,266		32.650	32.300		-0.350	-1	117,430	-24
10/08/18		2/11/19	126				- cash -
	2/11/19	6/17/19	126				Banco Macro	33	62		630.708	712.407		81.699	13	122,495	42
							BBVA Banco Francés	33	83		469.028	349.971		-119.056	-25	112,614	-57
							Axis Bank	33	370		106.291	120.796		14.505	14	117,980	45
6/17/19		7/08/19	21				- cash -
	7/08/19	7/29/19	21				Banco Macro	33	49		794.905	785.541		-9.365	-1	117,521	-19
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Banca Generali	33	12		3,216.118	3,231.539		15.421	0	117,707	9
							Sberbank	33	23		1,694.619	1,626.072		-68.546	-4	116,130	-51
7/29/19		9/16/19	49				- cash -
	9/16/19	10/07/19	21				Unipol	33	68		568.142	560.409		-7.733	-1	115,604	-21
							Banca Generali	33	11		3,371.522	3,301.085		-70.437	-2	114,829	-31
							Sberbank	33	25		1,606.109	1,504.768		-101.341	-6	112,296	-68
10/07/19		10/14/19	7				- cash -
	10/14/19	3/02/20	140				Mediobanca	33	30		1,207.921	952.128		-255.794	-21	104,622	-46
							Unipol	33	66		584.895	522.333		-62.562	-11	100,493	-26
							Kotak Mahindra Bank	33	155		241.243	237.312		-3.931	-2	99,883	-4
3/02/20		7/06/20	126				- cash -
	7/06/20	9/28/20	84				Deutsche Bank	33	31		1,070.427	894.703		-175.724	-16	94,436	-54
							BBVA Banco Francés	33	140		236.984	172.446		-64.538	-27	85,401	-75
							FinecoBank	33	21		1,571.978	1,440.728		-131.249	-8	82,644	-32
9/28/20		10/12/20	14				- cash -
	10/12/20	10/19/20	7				UBI Banca	33	61		446.809	446.126		-0.682	0	82,603	-8
		11/02/20	21				FinecoBank	33	18		1,531.241	1,465.358		-65.883	-4	81,417	-53
							HDFC Bank	33	159		174.149	171.000		-3.149	-2	80,916	-27
11/02/20		11/09/20	7				- cash -
	11/09/20	3/07/22	483				BBVA Banco Francés	33	132		203.940	210.165		6.225	3	81,738	2
							HDFC Bank	33	141		190.625	198.779		8.154	4	82,888	3
							IndusInd Bank	33	245		110.268	125.197		14.929	14	86,545	10
3/07/22		3/21/22	14				- cash -
	3/21/22	5/09/22	49				Banco del Bajio	33	95		301.518	317.751		16.234	5	88,088	48
							Shinsei Bank	33	1,273		22.820	23.010		0.190	1	88,329	6
							Woori Financial	33	20,220		1.427	1.566		0.139	10	91,139	100
5/09/22		9/12/22	126				- cash -
	9/12/22	9/19/22	7				Banco Macro	33	64		467.891	515.070		47.179	10	94,159	14,879
							BBVA Banco Francés	33	97		315.843	336.815		20.972	7	96,193	2,756
							Yes Bank	33	9,712		3.146	2.937		-0.209	-7	94,159	-97
9/19/22		10/24/22	35				- cash -
	10/24/22	3/27/23	154				Banco Macro	33	73		425.950	450.154		24.204	6	95,926	14
							BBVA Banco Francés	33	107		294.766	341.881		47.115	16	100,967	42
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Bank of Ireland	33	29		1,080.634	1,279.803		199.169	18	106,743	49
3/27/23		4/03/23	7				- cash -
	4/03/23	5/08/23	35				Banco Macro	33	75		471.048	488.481		17.433	4	108,051	46
							BBVA Banco Francés	33	102		348.808	383.370		34.563	10	111,576	168
							Unicredit	33	13		2,585.255	2,820.523		235.268	9	114,635	148
5/08/23		7/10/23	63				- cash -
	7/10/23	10/30/23	112				Banco Macro	33	52		726.486	634.946		-91.540	-13	109,875	-36
							BBVA Banco Francés	33	70		545.296	460.523		-84.773	-16	103,941	-42
							Unicredit	33	11		3,311.032	3,714.873		403.841	12	108,383	46
10/30/23		11/06/23	7				- cash -
	11/06/23	11/27/23	21				Banco Macro	33	47		756.866	1,057.915		301.048	40	122,532	33,608
							BBVA Banco Francés	33	69		524.412	701.666		177.254	34	134,763	15,674
							Banco de Valores	33	661		55.331	71.270		15.940	29	145,299	8,045
11/27/23		12/04/23	7				- cash -
	12/04/23	8/12/24	252				Banco Macro	33	48		1,006.505	1,181.864		175.359	17	153,716	26
							BBVA Banco Francés	33	72		668.796	712.126		43.330	6	156,836	10
							Banco de Valores	33	713		68.452	60.332		-8.120	-12	151,046	-17
accum	5/15/06	8/12/24	5143	days out of 7425 invested (69%)										1,410		151,046	21

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Banco Macro	long	5/31/10	6/28/10	28	269.48	267.06		-2.43	-0.90	33	-0.30
	long	9/06/10	11/29/10	84	334.57	437.56		102.99	30.78		10.26
	long	12/06/10	5/16/11	161	455.88	290.57		-165.31	-36.26		-12.09
	long	9/09/13	10/06/14	392	324.77	611.59		286.82	88.31		29.44
	long	10/27/14	1/05/15	70	606.59	676.65		70.06	11.55		3.85
	long	5/16/16	7/04/16	49	674.06	750.57		76.51	11.35		3.78
	long	7/18/16	3/26/18	616	852.48	1,143.27		290.79	34.11		11.37
	long	2/11/19	6/17/19	126	630.71	712.41		81.70	12.95		4.32
	long	7/08/19	7/29/19	21	794.91	785.54		-9.36	-1.18		-0.39
	long	9/12/22	9/19/22	7	467.89	515.07		47.18	10.08		3.36
	long	10/24/22	3/27/23	154	425.95	450.15		24.20	5.68		1.89
	long	4/03/23	5/08/23	35	471.05	488.48		17.43	3.70		1.23
	long	7/10/23	10/30/23	112	726.49	634.95		-91.54	-12.60		-4.20
	long	11/06/23	11/27/23	21	756.87	1,057.91		301.05	39.78		13.26
	long	12/04/23	8/12/24	252	1,006.51	1,181.86		175.36	17.42		5.81	90.97
BBVA Banco Francés	long	9/06/10	11/29/10	84	239.13	331.87		92.74	38.78		12.93
	long	12/06/10	5/16/11	161	329.94	269.82		-60.12	-18.22		-6.07
	long	9/09/13	10/06/14	392	291.59	669.53		377.93	129.61		43.20
	long	10/27/14	1/05/15	70	634.51	726.87		92.37	14.56		4.85
	long	1/19/15	8/17/15	210	809.49	1,067.88		258.39	31.92		10.64
	long	2/11/19	6/17/19	126	469.03	349.97		-119.06	-25.38		-8.46
	long	7/06/20	9/28/20	84	236.98	172.45		-64.54	-27.23		-9.08
	long	11/09/20	3/07/22	483	203.94	210.17		6.23	3.05		1.02
	long	9/12/22	9/19/22	7	315.84	336.81		20.97	6.64		2.21
	long	10/24/22	3/27/23	154	294.77	341.88		47.12	15.98		5.33
	long	4/03/23	5/08/23	35	348.81	383.37		34.56	9.91		3.30
	long	7/10/23	10/30/23	112	545.30	460.52		-84.77	-15.55		-5.18
	long	11/06/23	11/27/23	21	524.41	701.67		177.25	33.80		11.27
	long	12/04/23	8/12/24	252	668.80	712.13		43.33	6.48		2.16	77.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
China Minsheng Bk	long	9/11/06	6/18/07	280	45.90	148.77		102.87	224.11		74.70
	long	12/19/11	12/26/11	7	73.57	72.38		-1.19	-1.62		-0.54	73.76
Sberbank	long	9/11/06	6/18/07	280	1,194.49	2,260.89		1,066.40	89.28		29.76
	long	12/21/15	1/11/16	21	708.25	581.88		-126.37	-17.84		-5.95
	long	5/16/16	7/04/16	49	851.26	909.85		58.59	6.88		2.29
	long	7/18/16	3/26/18	616	977.52	1,964.44		986.91	100.96		33.65
	long	7/08/19	7/29/19	21	1,694.62	1,626.07		-68.55	-4.04		-1.35
	long	9/16/19	10/07/19	21	1,606.11	1,504.77		-101.34	-6.31		-2.10	61.14
KBC	long	3/01/10	5/03/10	63	4,075.75	4,391.98		316.23	7.76		2.59
	long	5/31/10	6/28/10	28	3,562.83	3,615.72		52.89	1.48		0.49
	long	8/13/12	6/10/13	301	1,760.94	3,979.06		2,218.12	125.96		41.99	46.38
Bank of Ireland	long	7/15/13	9/02/13	49	661.27	891.14		229.88	34.76		11.59
	long	9/09/13	10/06/14	392	934.86	1,271.70		336.84	36.03		12.01
	long	10/24/22	3/27/23	154	1,080.63	1,279.80		199.17	18.43		6.14	32.67
Regional	long	8/13/12	6/10/13	301	278.12	553.92		275.80	99.16		33.05
	long	5/16/16	7/04/16	49	616.02	585.27		-30.75	-4.99		-1.66	30.84
Industrial Bank	long	3/30/09	1/25/10	301	121.34	168.81		47.47	39.12		13.04	13.04
Bank of East Asia	long	9/11/06	6/18/07	280	500.54	659.91		159.37	31.84		10.61	10.61
Aareal Bank	long	3/01/10	5/03/10	63	1,701.34	1,847.27		145.92	8.58		2.86
	long	12/06/10	5/16/11	161	2,182.27	2,651.43		469.16	21.50		7.17	10.23
Bank of Bejing	long	3/30/09	1/25/10	301	82.32	105.01		22.68	27.56		9.19	9.19
Unicredit	long	4/03/23	5/08/23	35	2,585.25	2,820.52		235.27	9.10		3.03
	long	7/10/23	10/30/23	112	3,311.03	3,714.87		403.84	12.20		4.07	7.22
Axis Bank	long	5/19/08	5/26/08	7	44.07	36.90		-7.17	-16.26		-5.42
	long	10/27/14	1/05/15	70	74.97	97.27		22.30	29.74		9.91
	long	7/18/16	3/26/18	616	90.11	82.54		-7.57	-8.40		-2.80
	long	2/11/19	6/17/19	126	106.29	120.80		14.50	13.65		4.55	5.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Banco de Valores	long	11/06/23	11/27/23	21	55.33	71.27		15.94	28.81		9.60
	long	12/04/23	8/12/24	252	68.45	60.33		-8.12	-11.86		-3.95	5.27
U.S. Bancorp	long	1/02/12	5/21/12	140	2,120.59	2,428.11		307.52	14.50		4.83	4.83
IndusInd Bank	long	11/09/20	3/07/22	483	110.27	125.20		14.93	13.54		4.51	4.51
Hua Xia Bank	long	6/25/07	7/30/07	35	104.70	109.82		5.11	4.88		1.63
	long	10/08/07	10/15/07	7	164.73	187.95		23.22	14.10		4.70
	long	10/29/07	11/05/07	7	164.67	155.42		-9.25	-5.62		-1.87	4.41
VTB Bank	long	3/01/10	5/03/10	63	417.03	454.24		37.20	8.92		2.97
	long	5/31/10	6/28/10	28	436.90	447.00		10.10	2.31		0.77	3.77
Lloyds Bank	long	7/15/13	9/02/13	49	104.09	114.64		10.55	10.13		3.38	3.38
Woori Financial	long	3/21/22	5/09/22	49	1.43	1.57		0.14	9.74		3.25	3.25
Bank of Comm	long	1/19/15	8/17/15	210	122.80	130.74		7.94	6.46		2.15	2.15
China Everbright Bk	long	1/19/15	8/17/15	210	82.50	86.97		4.47	5.41		1.80	1.80
Banco del Bajio	long	3/21/22	5/09/22	49	301.52	317.75		16.23	5.38		1.79	1.79
China Merchants Bank	long	6/25/07	7/30/07	35	311.95	354.70		42.76	13.71		4.57
	long	10/08/07	10/15/07	7	490.46	495.40		4.93	1.01		0.34
	long	10/29/07	11/05/07	7	522.29	498.09		-24.20	-4.63		-1.54
	long	12/03/07	12/17/07	14	459.53	429.18		-30.35	-6.61		-2.20	1.03
HDFC Bank	long	10/12/20	11/02/20	21	174.15	171.00		-3.15	-1.81		-0.60
	long	11/09/20	3/07/22	483	190.62	198.78		8.15	4.28		1.43	0.81
Shinsei Bank	long	3/21/22	5/09/22	49	22.82	23.01		0.19	0.83		0.28	0.28
Hang Seng Bank	long	5/19/08	5/26/08	7	1,930.71	1,933.39		2.68	0.14		0.05	0.05
UBI Banca	long	10/12/20	10/19/20	7	446.81	446.13		-0.68	-0.15		-0.05	-0.05
Banco Sabadell	long	12/19/11	12/26/11	7	255.83	253.68		-2.15	-0.84		-0.28	-0.28
State Bank of India	long	12/03/07	12/17/07	14	68.39	65.20		-3.19	-4.66		-1.55
	long	9/06/10	11/29/10	84	54.00	56.07		2.07	3.82		1.27	-0.30
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Fukuoka	long	9/24/18	10/08/18	14	32.65	32.30		-0.35	-1.07		-0.36	-0.36
Umweltbank	long	12/21/15	1/11/16	21	2,143.02	2,115.23		-27.78	-1.30		-0.43	-0.43
Banca Generali	long	7/08/19	7/29/19	21	3,216.12	3,231.54		15.42	0.48		0.16
	long	9/16/19	10/07/19	21	3,371.52	3,301.08		-70.44	-2.09		-0.70	-0.54
American Express	long	9/24/18	10/08/18	14	12,360.90	12,066.43		-294.47	-2.38		-0.79	-0.79
HDFC	long	5/19/08	5/26/08	7	131.37	125.02		-6.35	-4.83		-1.61	-1.61
FBD	long	7/15/13	9/02/13	49	1,996.76	1,890.54		-106.22	-5.32		-1.77	-1.77
Kotak Mahindra Bank	long	7/23/18	8/13/18	21	216.34	203.47		-12.87	-5.95		-1.98
	long	10/14/19	3/02/20	140	241.24	237.31		-3.93	-1.63		-0.54	-2.52
Shanghai Pudong	long	6/25/07	7/30/07	35	260.12	271.87		11.76	4.52		1.51
	long	10/08/07	10/15/07	7	362.98	357.26		-5.72	-1.58		-0.53
	long	10/29/07	11/05/07	7	374.22	357.26		-16.96	-4.53		-1.51
	long	12/03/07	12/17/07	14	341.04	302.10		-38.94	-11.42		-3.81
	long	3/30/09	1/25/10	301	173.20	207.26		34.06	19.67		6.56
	long	12/21/15	1/11/16	21	357.97	305.75		-52.23	-14.59		-4.86	-3.02
Triodos Groenfonds	short	5/15/06	9/04/06	112	8,008.11	8,552.07	7,464.15	-543.96	-6.79	50	-3.40	-3.40
Unipol	long	9/16/19	10/07/19	21	568.14	560.41		-7.73	-1.36	33	-0.45
	long	10/14/19	3/02/20	140	584.89	522.33		-62.56	-10.70		-3.57	-4.00
Yes Bank	long	7/23/18	8/13/18	21	62.55	58.60		-3.96	-6.32		-2.11
	long	9/12/22	9/19/22	7	3.15	2.94		-0.21	-6.66		-2.22	-4.28
Deutsche Bank	long	7/06/20	9/28/20	84	1,070.43	894.70		-175.72	-16.42		-5.47	-5.47
Aozora Bank	long	12/19/11	12/26/11	7	20.50	20.80		0.30	1.46		0.49
	long	1/02/12	5/21/12	140	21.80	17.40		-4.40	-20.18		-6.73	-6.27
Mediobanca	long	10/14/19	3/02/20	140	1,207.92	952.13		-255.79	-21.18		-7.06	-7.06
Swedbank	short	5/15/06	9/04/06	112	2,870.34	3,355.23	2,385.46	-484.89	-16.89	50	-8.45	-8.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
FinecoBank	long	7/23/18	8/13/18	21	1,326.35	1,268.23		-58.12	-4.38	33	-1.46
	long	9/24/18	10/08/18	14	1,548.06	1,390.80		-157.25	-10.16		-3.39
	long	7/06/20	9/28/20	84	1,571.98	1,440.73		-131.25	-8.35		-2.78
	long	10/12/20	11/02/20	21	1,531.24	1,465.36		-65.88	-4.30		-1.43	-8.77
Bankinter	long	1/02/12	5/21/12	140	309.98	195.34		-114.64	-36.98		-12.33	-12.33
Alpha Services	long	8/13/12	6/10/13	301	6,060.60	3,159.52		-2,901.08	-47.87		-15.96	-15.96

Annotations

5/16/22	Cdn Imp Bk Comm			stock split 1:2 (two 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)
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)
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
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.

write an annotation