Assessment - FT 30 Index in Dollar - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								SOM Price Index	341.637	8/12/24	0.67	339.133	0.74	347.634	-8.501	-2.45		0.85
						L		3i Group	3,815.300	8/12/24	0.23	3,774.846	1.07	3,083.574	691.272	22.42		31.18
						L		NatWest	422.995	8/12/24	0.48	398.217	6.22	279.445	118.772	42.50		33.15
						L		Experian	4,454.976	8/12/24	1.18	4,611.734	-3.40	4,078.317	533.418	13.08		19.38
								BAE Systems	1,647.861	8/12/24	2.04	1,608.039	2.48	1,414.419	193.620	13.69		13.47
						L		Lloyds Bank	71.806	8/12/24	-0.28	70.314	2.12	60.767	9.547	15.71		21.83
						L		BT Group	178.882	8/12/24	8.43	178.629	0.14	157.427	21.202	13.47		21.72
								Next	12,062.820	8/12/24	0.23	11,529.335	4.63	10,339.717	1,189.618	11.51		16.16
						L		ITV	99.112	8/12/24	0.45	101.008	-1.88	80.598	20.410	25.32		19.40
								Ass Brit Foods	3,078.282	8/12/24	-0.90	3,155.397	-2.44	3,014.795	140.602	4.66		11.79
						L		Tesco	421.605	8/12/24	0.91	388.483	8.53	370.003	18.480	4.99		10.45
								Man Group	270.535	8/12/24	0.28	308.207	-12.22	296.257	11.950	4.03		5.55
								GSK	1,987.293	8/12/24	0.42	1,929.141	3.01	1,847.088	82.053	4.44		0.79
								Melrose	615.277	8/12/24	0.19	699.851	-12.08	722.685	-22.834	-3.16		0.64
								Int Cons Airlines	210.423	8/12/24	-0.06	207.199	1.56	197.420	9.779	4.95		4.22
								Compass Group	2,975.883	8/12/24	0.90	2,747.066	8.33	2,733.313	13.754	0.50		2.78
						L		Smiths Group	2,203.468	8/12/24	0.52	2,152.901	2.35	2,246.131	-93.230	-4.15		3.67
						L		Tate & Lyle	812.869	8/12/24	0.47	756.613	7.44	839.354	-82.741	-9.86		-8.58
						S		Flutter	18,564.505	8/12/24	-1.28	18,520.259	0.24	17,755.069	765.189	4.31		0.61
								Land Securities	778.104	8/12/24	-0.73	796.434	-2.30	897.688	-101.254	-11.28		0.95
						L		Vodafone	94.106	8/12/24	0.87	88.796	5.98	87.323	1.473	1.69		-1.40
						S		Legal & General	285.199	8/12/24	0.53	289.371	-1.44	319.821	-30.449	-9.52		-2.09
								WPP Group	872.538	8/12/24	1.68	909.199	-4.03	959.079	-49.880	-5.20		-4.96
								BP	555.734	8/12/24	1.35	604.911	-8.13	593.725	11.186	1.88		-1.21
						S		Wise	865.964	8/12/24	-0.07	883.031	-1.93	1,113.194	-230.164	-20.68		-7.76
								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		Abrdn	193.357	8/12/24	2.51	188.742	2.44	227.543	-38.800	-17.05		-9.12
						S		Diageo	3,099.141	8/12/24	1.03	3,135.170	-1.15	3,637.624	-502.454	-13.81		-15.80
						S		National Grid	1,236.875	8/12/24	-0.04	1,119.306	10.50	1,347.551	-228.245	-16.94		-12.05
								Reckitt Benckiser	5,284.279	8/12/24		5,422.074	-2.54	6,903.334	-1,481.260	-21.46		-18.08
								Ocado	476.217	8/12/24	0.72	364.211	30.75	965.957	-601.747	-62.30		-44.47
						S		Burberry Group	848.266	8/12/24	-2.02	1,090.483	-22.21	1,803.528	-713.045	-39.54		-40.94
FT 30 - 30 out of 30 instruments rated - 7/01/24 / 1/01/24 - 17 did rise, Market-Ratio(26) in USD = 56.67 %
Stock Exchange Currency: GBP £ Pound sterling

 

 

Transactions FT 30 Index in Dollar * Mixed Straddles L43 - 23/22 (1) - S17 - 63/63 (1)

																⇐
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	9/18/06	126				Vodafone	100	4,214		2.373	2.187	2.575	0.202	9	10,851	27
9/18/06		6/11/07	266				- cash -
	6/11/07	7/02/07	21				Tate & Lyle	100	949		11.427	11.299	11.555	0.129	1	10,974	22
7/02/07		7/23/07	21				- cash -
	7/23/07	5/19/08	301				Land Securities	100	305		35.940	29.091	44.402	8.462	24	13,554	29
long	2/18/08	2/25/08	7				BG Group	100	596		22.716	23.364		0.649	3	13,941	334
	4/07/08	4/14/08	7				BG Group	100	576		24.179	24.046		-0.133	-1	13,865	-25
	5/12/08	6/30/08	49				BG Group	100	526		26.337	26.077		-0.260	-1	13,728	-7
short	5/26/08	6/22/09	392				NatWest	100	287		47.759	5.931	384.555	336.796	705	110,388	597
long	9/01/08	9/22/08	21				RSA Insurance	100	8,717		12.663	12.619		-0.044	0	110,000	-6
	1/05/09	1/19/09	14				Experian	100	17,457		6.301	6.118		-0.183	-3	106,805	-54
	5/04/09	5/18/09	14				Marks & Spencer	100	20,671		5.167	5.150		-0.017	0	106,460	-8
6/22/09		7/27/09	35				- cash -
	7/27/09	9/12/11	777				Arm Holdings	100	49,016		2.172	9.358		7.186	331	458,705	99
short	1/25/10	3/01/10	35				Lloyds Bank	100	538,081		0.852	0.766	0.949	0.097	11	510,747	207
	5/03/10	9/06/10	126				Man Group	100	141,560		3.608	3.637	3.579	-0.029	-1	506,632	-2
	3/14/11	3/28/11	14				Reckitt Benckiser	100	10,263		49.362	51.112	47.611	-1.750	-4	488,669	-61
	4/11/11	5/02/11	21				3i Group	100	111,670		4.376	4.670	4.082	-0.294	-7	455,863	-70
	5/09/11	5/30/11	21				Lloyds Bank	100	519,812		0.877	0.858	0.896	0.019	2	465,700	45
	6/06/11	12/05/11	182				Lloyds Bank	100	604,572		0.770	0.421	1.409	0.638	83	851,600	236
long	9/19/11	12/21/15	1554				Arm Holdings	100	90,446		9.416	15.241		5.825	62	1,378,457	12
short	12/12/11	12/19/11	7				Lloyds Bank	100	3,601,635		0.383	0.365	0.402	0.019	5	1,446,417	1,130
	5/14/12	8/06/12	84				Man Group	100	1,084,346		1.334	1.325	1.343	0.009	1	1,456,386	3
	6/24/13	7/01/13	7				Man Group	100	1,165,203		1.250	1.304	1.196	-0.054	-4	1,393,701	-90
	9/09/13	10/14/13	35				Man Group	100	997,181		1.398	1.257	1.554	0.156	11	1,549,420	202
	12/02/13	12/23/13	21				RSA Insurance	100	205,117		7.554	6.713	8.501	0.947	13	1,743,601	679
	1/27/14	2/03/14	7				Ladbrokes	100	699,985		2.491	2.448	2.535	0.044	2	1,774,113	147
	2/10/14	6/02/14	112				Ladbrokes	100	717,666		2.472	2.587	2.357	-0.115	-5	1,691,395	-14
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
	6/09/14	11/17/14	161				Tesco	100	270,186		6.260	3.816	10.269	4.009	64	2,774,488	207
	12/15/14	12/22/14	7				Tesco	100	849,566		3.266	3.573	2.958	-0.308	-9	2,513,187	-99
	1/05/15	1/19/15	14				Tesco	100	716,400		3.508	4.236	2.780	-0.728	-21	1,991,594	-100
	6/08/15	12/28/15	203				Tate & Lyle	100	234,027		8.510	8.852	8.168	-0.342	-4	1,911,493	-7
long	12/28/15	1/18/16	21				ITV	100	467,194		4.091	3.668		-0.423	-10	1,713,755	-85
short	1/11/16	1/25/16	14				Tesco	100	639,618		2.679	2.809	2.549	-0.130	-5	1,630,580	-73
long	1/25/16	2/08/16	14				National Grid	100	120,962		13.480	13.707		0.227	2	1,658,038	55
short	2/01/16	4/18/16	77				NatWest	100	461,264		3.595	3.391	3.810	0.216	6	1,757,555	32
long	2/29/16	10/15/18	959				Ass Brit Foods	100	37,073		47.408	29.842		-17.565	-37	1,106,352	-16
short	4/25/16	5/16/16	21				NatWest	100	307,629		3.596	3.060	4.227	0.631	18	1,300,380	1,559
	5/30/16	6/06/16	7				Marks & Spencer	100	229,794		5.659	5.256	6.093	0.434	8	1,400,091	4,610
	6/27/16	7/25/16	28				ITV	100	683,734		2.048	2.473	1.623	-0.425	-21	1,109,565	-95
	11/21/16	1/09/17	49				ITV	100	536,261		2.069	2.524	1.615	-0.455	-22	865,794	-84
	1/23/17	2/13/17	21				Ass Brit Foods	100	27,373		31.629	31.811	31.448	-0.182	-1	860,825	-10
	7/03/17	1/15/18	196				BT Group	100	227,909		3.777	3.805	3.749	-0.028	-1	854,410	-1
	1/22/18	6/11/18	140				National Grid	100	73,882		11.564	11.140	12.005	0.441	4	886,985	10
	8/20/18	4/01/19	224				Abrdn	100	218,256		4.064	3.531	4.677	0.613	15	1,020,762	26
long	11/05/18	3/09/20	490				BT Group	100	298,266		3.422	1.577		-1.846	-54	470,301	-44
short	6/03/19	7/08/19	35				ITV	100	353,085		1.332	1.410	1.254	-0.078	-6	442,698	-47
	8/05/19	9/30/19	56				Marks & Spencer	100	191,125		2.316	2.268	2.365	0.049	2	452,031	15
	10/07/19	10/21/19	14				Marks & Spencer	100	214,500		2.107	2.576	1.638	-0.469	-22	351,415	-100
	11/11/19	12/02/19	21				Marks & Spencer	100	144,936		2.425	2.489	2.361	-0.064	-3	342,151	-37
	2/24/20	7/13/20	140				BT Group	100	175,056		1.955	1.402	2.724	0.770	39	476,906	138
7/13/20		7/27/20	14				- cash -
	7/27/20	11/16/20	112				Int Cons Airlines	100	198,055		2.408	2.097	2.765	0.357	15	547,684	57
11/16/20		12/28/20	42				- cash -
long	12/28/20	5/24/21	147				RSA Insurance	100	60,068		9.118	9.687		0.570	6	581,906	16
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/24/21		7/19/21	56				- cash -
short	7/19/21	11/15/21	119				Tesco	100	184,061		3.161	3.842	2.481	-0.680	-22	456,711	-52
11/15/21		11/22/21	7				- cash -
	11/22/21	1/03/22	42				Flutter	100	2,996		152.402	158.575	146.229	-6.173	-4	438,217	-30
1/03/22		2/28/22	56				- cash -
	2/28/22	1/09/23	315				Ocado	100	23,826		18.392	9.067	37.309	18.917	103	888,936	127
long	11/07/22	11/14/22	7				Wise	100	113,436		7.836	7.225		-0.612	-8	819,536	-99
	11/21/22	8/12/24	630				Wise	100	116,046		7.062	8.660		1.597	23	1,004,918	13
short	5/15/23	12/25/23	224				Ocado	100	186,002		5.403	9.202	1.603	-3.800	-70	298,182	-86
	1/01/24	1/08/24	7				Burberry Group	100	16,533		18.035	17.756	18.319	0.284	2	302,878	126
	1/15/24	1/29/24	14				Burberry Group	100	19,625		15.433	17.041	13.824	-1.608	-10	271,315	-94
	2/05/24	2/12/24	7				Burberry Group	100	16,766		16.182	16.884	15.480	-0.702	-4	259,545	-90
	3/04/24	3/11/24	7				Burberry Group	100	16,271		15.951	15.982	15.920	-0.031	0	259,041	-10
	3/18/24	3/25/24	7				Burberry Group	100	16,205		15.985	15.165	16.849	0.864	5	273,048	1,458
	4/08/24	4/22/24	14				Ocado	100	57,534		4.746	4.431	5.083	0.337	7	292,459	499
	4/29/24	5/13/24	14				Ocado	100	65,479		4.466	4.297	4.642	0.176	4	303,968	174
	6/17/24	8/12/24	56				Burberry Group	100	24,344		12.486	8.483	18.380	5.893	47	447,434	1,143
accum	5/15/06	8/12/24	6941	days out of 7571 invested (92%)										4,374		447,434	22

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
NatWest	short	5/26/08	6/22/09	392	47.76	5.93	384.56	336.80	705.20
	short	2/01/16	4/18/16	77	3.59	3.39	3.81	0.22	6.00
	short	4/25/16	5/16/16	21	3.60	3.06	4.23	0.63	17.54			903.21
Arm Holdings	long	7/27/09	9/12/11	777	2.17	9.36		7.19	330.88
	long	9/19/11	12/21/15	1554	9.42	15.24		5.83	61.87			597.45
Lloyds Bank	short	1/25/10	3/01/10	35	0.85	0.77	0.95	0.10	11.35
	short	5/09/11	5/30/11	21	0.88	0.86	0.90	0.02	2.16
	short	6/06/11	12/05/11	182	0.77	0.42	1.41	0.64	82.86
	short	12/12/11	12/19/11	7	0.38	0.36	0.40	0.02	4.93			118.26
Burberry Group	short	1/01/24	1/08/24	7	18.04	17.76	18.32	0.28	1.57
	short	1/15/24	1/29/24	14	15.43	17.04	13.82	-1.61	-10.42
	short	2/05/24	2/12/24	7	16.18	16.88	15.48	-0.70	-4.34
	short	3/04/24	3/11/24	7	15.95	15.98	15.92	-0.03	-0.19
	short	3/18/24	3/25/24	7	15.98	15.16	16.85	0.86	5.41
	short	6/17/24	8/12/24	56	12.49	8.48	18.38	5.89	47.20			34.79
Land Securities	short	7/23/07	5/19/08	301	35.94	29.09	44.40	8.46	23.54			23.54
RSA Insurance	long	9/01/08	9/22/08	21	12.66	12.62		-0.04	-0.35
	short	12/02/13	12/23/13	21	7.55	6.71	8.50	0.95	12.53
	long	12/28/20	5/24/21	147	9.12	9.69		0.57	6.25			19.14
Abrdn	short	8/20/18	4/01/19	224	4.06	3.53	4.68	0.61	15.08			15.08
Int Cons Airlines	short	7/27/20	11/16/20	112	2.41	2.10	2.77	0.36	14.84			14.84
Wise	long	11/07/22	11/14/22	7	7.84	7.22		-0.61	-7.81
	long	11/21/22	8/12/24	630	7.06	8.66		1.60	22.62			13.05
Vodafone	short	5/15/06	9/18/06	126	2.37	2.19	2.57	0.20	8.52			8.52
Man Group	short	5/03/10	9/06/10	126	3.61	3.64	3.58	-0.03	-0.81
	short	5/14/12	8/06/12	84	1.33	1.32	1.34	0.01	0.69
	short	6/24/13	7/01/13	7	1.25	1.30	1.20	-0.05	-4.30
	short	9/09/13	10/14/13	35	1.40	1.26	1.55	0.16	11.17			6.26
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
National Grid	long	1/25/16	2/08/16	14	13.48	13.71		0.23	1.68
	short	1/22/18	6/11/18	140	11.56	11.14	12.01	0.44	3.81			5.56
BG Group	long	2/18/08	2/25/08	7	22.72	23.36		0.65	2.86
	long	4/07/08	4/14/08	7	24.18	24.05		-0.13	-0.55
	long	5/12/08	6/30/08	49	26.34	26.08		-0.26	-0.99			1.28
Experian	long	1/05/09	1/19/09	14	6.30	6.12		-0.18	-2.91			-2.91
Tate & Lyle	short	6/11/07	7/02/07	21	11.43	11.30	11.56	0.13	1.13
	short	6/08/15	12/28/15	203	8.51	8.85	8.17	-0.34	-4.02			-2.94
Ladbrokes	short	1/27/14	2/03/14	7	2.49	2.45	2.53	0.04	1.75
	short	2/10/14	6/02/14	112	2.47	2.59	2.36	-0.12	-4.66			-2.99
Reckitt Benckiser	short	3/14/11	3/28/11	14	49.36	51.11	47.61	-1.75	-3.55			-3.55
Flutter	short	11/22/21	1/03/22	42	152.40	158.58	146.23	-6.17	-4.05			-4.05
3i Group	short	4/11/11	5/02/11	21	4.38	4.67	4.08	-0.29	-6.71			-6.71
Tesco	short	6/09/14	11/17/14	161	6.26	3.82	10.27	4.01	64.04
	short	12/15/14	12/22/14	7	3.27	3.57	2.96	-0.31	-9.42
	short	1/05/15	1/19/15	14	3.51	4.24	2.78	-0.73	-20.75
	short	1/11/16	1/25/16	14	2.68	2.81	2.55	-0.13	-4.85
	short	7/19/21	11/15/21	119	3.16	3.84	2.48	-0.68	-21.51			-12.07
Marks & Spencer	long	5/04/09	5/18/09	14	5.17	5.15		-0.02	-0.32
	short	5/30/16	6/06/16	7	5.66	5.26	6.09	0.43	7.67
	short	8/05/19	9/30/19	56	2.32	2.27	2.37	0.05	2.11
	short	10/07/19	10/21/19	14	2.11	2.58	1.64	-0.47	-22.26
	short	11/11/19	12/02/19	21	2.42	2.49	2.36	-0.06	-2.64			-17.05
Ocado	short	2/28/22	1/09/23	315	18.39	9.07	37.31	18.92	102.85
	short	5/15/23	12/25/23	224	5.40	9.20	1.60	-3.80	-70.33
	short	4/08/24	4/22/24	14	4.75	4.43	5.08	0.34	7.11
	short	4/29/24	5/13/24	14	4.47	4.30	4.64	0.18	3.93			-32.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
BT Group	short	7/03/17	1/15/18	196	3.78	3.81	3.75	-0.03	-0.75
	long	11/05/18	3/09/20	490	3.42	1.58		-1.85	-53.93
	short	2/24/20	7/13/20	140	1.95	1.40	2.72	0.77	39.38			-36.26
Ass Brit Foods	long	2/29/16	10/15/18	959	47.41	29.84		-17.57	-37.05
	short	1/23/17	2/13/17	21	31.63	31.81	31.45	-0.18	-0.57			-37.41
ITV	long	12/28/15	1/18/16	21	4.09	3.67		-0.42	-10.34
	short	6/27/16	7/25/16	28	2.05	2.47	1.62	-0.42	-20.75
	short	11/21/16	1/09/17	49	2.07	2.52	1.61	-0.45	-21.97
	short	6/03/19	7/08/19	35	1.33	1.41	1.25	-0.08	-5.87			-47.81

Annotations

4/20/23	Melrose			reverse split 3:1 (one for three)
7/18/22	GlaxoSmithKline			demergers OTC business -> Haleon
7/21/21	FT 30			Flutter, Ocado and Wise replace BAT, Marks&Spencer and RSA Insurance
2/12/21	Tesco			Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia business
8/14/17	Standard Life			merger with Aberdeen Asset Management completed
11/01/16	Ladbrokes			deletion after merger with Gala Coral
9/19/16	FT 30			Associated British Foods replaces Arm Holdings
9/05/16	Arm Holdings			deletion due to acquisition by Softbank
2/15/16	FT 30			Burberry replaces BG (aquired by Shell)

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