Assessment - Banks - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
								SOM Banks	274.067	12/08/24	0.22	284.386	-3.63	241.022	43.364	17.99	USD	14.82
								ABN AMRO	15.290	12/08/24	0.92	15.665	-2.39	13.590	2.075	15.27	EUR	8.42
								Agricultural Bank	4.640	12/08/24	0.65	4.440	4.50	3.640	0.800	21.98	CNY	9.57
								American Express	237.050	12/08/24	-0.34	233.810	1.39	187.340	46.470	24.81	USD	24.48
								ANZ Banking AU	28.220	12/08/24	0.93	28.450	-0.81	25.920	2.530	9.76	AUD	10.02
								ANZ Banking NZ	30.050	12/08/24	0.13	30.800	-2.44	27.810	2.990	10.75	NZD	9.73
						L		Aozora Bank	2,365.000	9/08/24	3.28	2,624.000	-9.87	3,063.000	-439.000	-14.33	JPY	-4.74
						L		Axis Bank	1,164.300	12/08/24	1.89	1,261.900	-7.73	1,102.300	159.600	14.48	INR	12.99
								Banca Generali	38.080	12/08/24	0.74	37.800	0.74	33.640	4.160	12.37	EUR	8.56
								Banca Mediolanum	10.230	12/08/24	1.29	10.590	-3.40	8.534	2.056	24.09	EUR	16.83
								Banco Bilbao Viz	8.924	12/08/24	0.27	9.500	-6.06	8.226	1.274	15.49	EUR	9.25
								BBVA Banco Francés	4,025.000	12/08/24	0.75	3,972.600	1.32	1,775.250	2,197.350	123.78	ARS	169.17
								Banco Comercial	0.378	12/08/24	0.16	0.347	9.00	0.274	0.072	26.31	EUR	19.66
								Banco de Valores	341.000	12/08/24	-0.15	350.500	-2.71	225.250	125.250	55.60	ARS	88.21
						S		Banco del Bajio	52.060	12/08/24	0.64	55.850	-6.79	56.800	-0.950	-1.67	MXN	-9.77
								Banco Macro	6,680.000	12/08/24	0.91	7,224.600	-7.54	2,670.000	4,554.600	170.58	ARS	234.40
								Banco BPM	5.782	12/08/24	-0.31	6.216	-6.98	4.781	1.435	30.01	EUR	18.12
								Banco Sabadell	1.788	12/08/24	0.45	1.852	-3.43	1.113	0.739	66.35	EUR	41.15
								Banco Santander	4.089	12/08/24	-0.24	4.448	-8.06	3.780	0.668	17.67	EUR	15.44
						L		Bank of America	38.170	12/08/24	-0.29	40.010	-4.60	33.670	6.340	18.83	USD	24.08
						L		Bank of China (HK)	22.300	12/08/24		24.050	-7.28	21.200	2.850	13.44	HKD	11.95
						L		Bank of China	3.400	12/08/24	1.19	3.850	-11.69	2.980	0.870	29.19	HKD	26.24
								Bank of Ireland	9.412	12/08/24	-0.93	9.816	-4.12	8.218	1.598	19.45	EUR	9.58
						S		Bank Montreal	111.850	12/08/24	-0.10	114.830	-2.60	131.110	-16.280	-12.42	CAD	-4.72
								BNY Mellon	63.270	12/08/24	-0.80	60.110	5.26	52.050	8.060	15.49	USD	17.43
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
								Bank Nova Scotia	61.490	12/08/24	-3.42	62.580	-1.74	64.500	-1.920	-2.98	CAD	0.25
								Bankinter	7.294	12/08/24	0.19	7.694	-5.20	5.796	1.898	32.75	EUR	21.96
								BNP Paribas	59.250	12/08/24		61.670	-3.92	62.590	-0.920	-1.47	EUR	-1.82
								BPER Banca	4.765	12/08/24	-0.27	4.996	-4.62	3.026	1.970	65.10	EUR	31.96
								Cdn Imp Bk Comm	69.690	12/08/24	-0.36	65.050	7.13	63.800	1.250	1.96	CAD	10.31
								Chiba Bank	1,073.000	9/08/24	3.22	1,456.500	-26.33	1,018.500	438.000	43.00	JPY	22.54
						L		China Constr Bk HK	5.550	12/08/24	1.46	5.770	-3.81	4.650	1.120	24.09	HKD	18.55
								China Merchants Bank	32.120	12/08/24	-0.65	34.360	-6.52	27.820	6.540	23.51	CNY	6.17
						L		China Merchants B HK	32.500	12/08/24		35.450	-8.32	26.500	8.950	33.77	HKD	10.17
								Citigroup	57.840	12/08/24		63.430	-8.81	51.440	11.990	23.31	USD	21.33
								Commerzbank	12.420	12/08/24	0.89	14.605	-14.96	10.760	3.845	35.73	EUR	23.82
						L		Commonwealth Bank	130.530	12/08/24	0.76	126.200	3.43	111.800	14.400	12.88	AUD	15.92
								Credit Agricole	13.205	12/08/24	0.57	13.100	0.80	12.852	0.248	1.93	EUR	4.62
								Danske Bank	198.450	12/08/24	0.15	209.100	-5.09	180.400	28.700	15.91	DKK	14.82
								DBS Bank	33.980	12/08/24	1.22	36.120	-5.92	33.410	2.710	8.11	SGD	6.27
								Deutsche Bank	13.308	12/08/24	0.14	15.406	-13.62	12.364	3.042	24.60	EUR	26.34
						S		DNB	214.700	12/08/24	0.14	212.200	1.18	216.000	-3.800	-1.76	NOK	-0.15
								Erste Group Bank	46.100	12/08/24	0.37	45.090	2.24	36.730	8.360	22.76	EUR	17.30
								FinecoBank	14.435	12/08/24	0.94	14.185	1.76	13.585	0.600	4.42	EUR	8.57
								Fukuoka	3,639.000	9/08/24	5.30	4,426.000	-17.78	3,327.000	1,099.000	33.03	JPY	11.64
						L		Hang Seng Bank	91.900	12/08/24	0.38	100.400	-8.47	91.050	9.350	10.27	HKD	12.92
						L		HDFC Bank	1,660.100	12/08/24	0.60	1,705.200	-2.64	1,709.250	-4.050	-0.24	INR	3.28
						S		Heartland	1.060	12/08/24	0.95	0.970	9.28	1.480	-0.510	-34.46	NZD	-31.75
						L		HSBC	643.900	12/08/24	0.22	690.900	-6.80	635.500	55.400	8.72	GBP	9.01
						L		HSBC	64.350	12/08/24	0.63	68.300	-5.78	63.000	5.300	8.41	HKD	9.46
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
								IBK	13,480.000	12/08/24	0.37	13,850.000	-2.67	11,860.000	1,990.000	16.78	KRW	9.98
								ICICI Bank	1,172.800	12/08/24	0.10	1,211.850	-3.22	996.600	215.250	21.60	INR	9.59
								IndusInd Bank	1,350.850	12/08/24	0.08	1,456.900	-7.28	1,598.950	-142.050	-8.88	INR	2.15
								Ind and Comm Bk	5.990	12/08/24	1.18	5.820	2.92	4.780	1.040	21.76	CNY	9.61
						L		ICBC	4.480	12/08/24	2.05	4.640	-3.45	3.820	0.820	21.47	HKD	11.92
						L		Industrial Bank	16.280	12/08/24	-0.55	17.750	-8.28	16.210	1.540	9.50	CNY	9.12
								Intesa Sanpaolo	3.471	12/08/24	0.54	3.582	-3.10	2.644	0.938	35.48	EUR	22.08
								JP Morgan Chase	206.190	12/08/24	0.19	205.450	0.36	170.100	35.350	20.78	USD	18.62
								Jyske Bank	519.000	12/08/24	0.48	552.000	-5.98	484.000	68.000	14.05	DKK	7.80
						S		KakaoBank	21,850.000	12/08/24	1.39	21,000.000	4.05	28,000.000	-7,000.000	-25.00	KRW	-16.23
								KB Financial	82,500.000	12/08/24	0.73	79,600.000	3.64	54,100.000	25,500.000	47.13	KRW	35.15
								KBC	66.580	12/08/24	-0.21	66.160	0.63	58.720	7.440	12.67	EUR	6.24
						L		Kotak Mahindra Bank	1,772.550	12/08/24	0.16	1,808.100	-1.97	1,908.100	-100.000	-5.24	INR	-3.32
						L		Lloyds Bank	56.800	12/08/24	-0.28	55.620	2.12	47.710	7.910	16.58	GBP	19.38
								Mediobanca	14.030	12/08/24	0.94	14.090	-0.43	11.205	2.885	25.75	EUR	12.29
								National Australia B	35.990	12/08/24	1.01	36.070	-0.22	30.700	5.370	17.49	AUD	16.12
								National Bank CA	114.420	12/08/24	0.39	108.510	5.45	101.000	7.510	7.44	CAD	5.61
						L		NatWest	334.600	12/08/24	0.48	315.000	6.22	219.400	95.600	43.57	GBP	30.05
						L		Nordea Bank	10.420	12/08/24	-0.19	11.415	-8.72	11.226	0.189	1.68	EUR	6.97
								Nordea Bank	119.800	12/08/24	-0.13	130.150	-7.95	125.340	4.810	3.84	SEK	4.68
								OCBC	13.830	12/08/24	0.29	14.500	-4.62	13.000	1.500	11.54	SGD	8.37
								Raiffeisen Bank Int	16.610	12/08/24	1.59	16.340	1.65	18.670	-2.330	-12.48	EUR	1.72
						S		Regional	127.000	12/08/24	-0.39	138.350	-8.20	162.270	-23.920	-14.74	MXN	-9.82
								Resona	903.800	9/08/24	3.93	1,087.000	-16.85	716.500	370.500	51.71	JPY	18.52
						L		Royal Bank CA	148.760	12/08/24	-0.72	145.650	2.14	134.000	11.650	8.69	CAD	10.91
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	⇓∅-RS
								S.E.B	150.700	12/08/24	-0.10	157.800	-4.50	139.100	18.700	13.44	SEK	11.92
								Societe Generale	20.520	12/08/24	0.44	22.600	-9.20	24.025	-1.425	-5.93	EUR	-5.83
								Standard Chartered	722.000	12/08/24	0.92	732.200	-1.39	666.600	65.600	9.84	GBP	5.64
						L		State Bank of India	812.600	12/08/24	-1.42	841.950	-3.49	642.050	199.900	31.13	INR	29.64
								Sumitomo Mitsui Trst	3,320.000	9/08/24	2.72	3,721.000	-10.78	2,706.000	1,015.000	37.51	JPY	21.05
								Suncorp-Metway	16.840	12/08/24	1.38	17.130	-1.69	13.850	3.280	23.68	AUD	13.90
						S		Svenska Handelsbank	102.150	12/08/24	0.29	101.800	0.34	109.500	-7.700	-7.03	SEK	-1.38
								Swedbank	207.100	12/08/24	-0.86	222.600	-6.96	203.400	19.200	9.44	SEK	4.69
						S		Toronto-Dominion	78.510	12/08/24	0.19	75.200	4.40	85.620	-10.420	-12.17	CAD	-9.14
								U.S. Bancorp	41.470	12/08/24	-1.43	39.240	5.68	43.280	-4.040	-9.33	USD	2.11
								UBS	24.850	12/08/24	0.44	26.980	-7.89	26.100	0.880	3.37	CHF	17.63
						L		Umweltbank	5.640	12/08/24	-1.40	6.380	-11.60	7.860	-1.480	-18.83	EUR	-15.93
								Unicaja Banco	1.150	12/08/24	-0.86	1.306	-11.94	0.890	0.416	46.74	EUR	21.08
								Unicredit	34.570	12/08/24	0.38	36.205	-4.52	24.565	11.640	47.38	EUR	27.09
						L		Unipol	8.975	12/08/24	0.06	9.435	-4.88	5.162	4.273	82.78	EUR	55.74
						L		United Overseas Bank	29.290	12/08/24	0.58	31.300	-6.42	28.450	2.850	10.02	SGD	7.07
								Wells Fargo	52.060	12/08/24	-1.33	60.590	-14.08	49.220	11.370	23.10	USD	22.22
								Westpac Banking	28.220	12/08/24	0.61	27.210	3.71	22.900	4.310	18.82	AUD	16.63
								Woori Financial	14,750.000	12/08/24	0.55	14,400.000	2.43	13,000.000	1,400.000	10.77	KRW	7.69
Banks - 93 out of 93 instruments rated - 1/07/24 / 1/01/24 - 75 did rise, Market-Ratio(26) = 80.65 %

 

 

Transactions Banks * Mixed Straddles L17 - 42/41 (3) - S13 - 73/79 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		15/05/06	133				- cash -
short	15/05/06	4/09/06	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
4/09/06		11/09/06	7				- cash -
long	11/09/06	18/06/07	280				Sberbank	33	390	EUR	8.060	13.680		5.620	70	11,632	99
							Bank of East Asia	33	94	HKD	33.290	41.730		8.440	25	12,425	34
							China Minsheng Bk	33	1,015	CNY	3.120	9.190		6.070	195	18,586	309
short	5/03/07	20/04/09	777				Shinsei Bank	50	152	JPY	60.800	13.500	273.825	213.025	350	50,966	103
							Sumitomo Mitsui Trst	50	150	JPY	62.150	15.850	243.699	181.549	292	78,199	90
long	25/06/07	30/07/07	35				China Merchants Bank	33	1,357	CNY	19.200	22.610		3.410	18	82,826	450
							Hua Xia Bank	33	4,046	CNY	6.444	7.000		0.556	9	85,074	137
							Shanghai Pudong	33	1,628	CNY	16.010	17.330		1.320	8	87,223	128
	8/10/07	15/10/07	7				China Merchants Bank	33	923	CNY	31.470	31.630		0.160	1	87,370	30
							Hua Xia Bank	33	2,753	CNY	10.569	12.000		1.431	14	91,309	74,835
							Shanghai Pudong	33	1,248	CNY	23.290	22.810		-0.480	-2	90,710	-66
	29/10/07	5/11/07	7				China Merchants Bank	33	882	CNY	34.250	32.360		-1.890	-6	89,043	-95
							Hua Xia Bank	33	2,802	CNY	10.799	10.097		-0.701	-6	87,078	-97
							Shanghai Pudong	33	1,232	CNY	24.540	23.210		-1.330	-5	85,439	-95
	3/12/07	17/12/07	14				China Merchants Bank	33	931	CNY	30.560	27.930		-2.630	-9	82,991	-90
							Shanghai Pudong	33	1,256	CNY	22.680	19.660		-3.020	-13	79,198	-98
							State Bank of India	33	1,169	INR	24.366	22.652		-1.714	-7	77,194	-85
	19/05/08	26/05/08	7				Hang Seng Bank	33	177	HKD	144.690	146.070		1.380	1	77,438	64
							HDFC	33	480	INR	53.760	51.700		-2.060	-4	76,449	-87
							Axis Bank	33	1,429	INR	18.033	15.259		-2.774	-15	72,485	-100
	30/03/09	25/01/10	301				Bank of Bejing	33	4,204	CNY	5.747	7.975		2.228	39	81,852	49
							Industrial Bank	33	2,853	CNY	8.470	12.820		4.350	51	94,262	65
							Shanghai Pudong	33	1,998	CNY	12.090	15.740		3.650	30	101,555	38
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/11/09	6/09/10	308				Resona	50	4,939	JPY	10.280	8.140	12.983	2.703	26	114,903	32
							Shinsei Bank	50	4,303	JPY	11.800	6.500	21.422	9.622	82	156,305	103
long	1/03/10	3/05/10	63				Aareal Bank	33	3,712	EUR	14.034	14.803		0.769	5	159,159	36
							KBC	33	1,549	EUR	33.620	35.195		1.575	5	161,599	30
							VTB Bank	33	15,154	EUR	3.440	3.640		0.200	6	164,630	39
	31/05/10	28/06/10	28				Banco Macro	33	4,730	ARS	11.600	11.700		0.100	1	165,103	12
							KBC	33	1,721	EUR	31.885	32.760		0.875	3	166,609	42
							VTB Bank	33	14,037	EUR	3.910	4.050		0.140	4	168,574	58
	6/09/10	29/11/10	84				Banco Macro	33	3,601	ARS	15.600	20.700		5.100	33	186,939	242
							BBVA Banco Francés	33	5,040	ARS	11.150	15.700		4.550	41	209,871	342
							State Bank of India	33	1,884	INR	29.825	30.713		0.888	3	211,544	14
short	20/09/10	6/02/12	504				Piraeus Financial	50	0	EUR	642,906.000	194,700.000	2,122,897.405	1,479,991.405	230	211,544	0
							National Bank Greece	50	17	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	610,260	116
long	6/12/10	16/05/11	161				Aareal Bank	33	10,321	EUR	19.708	23.250		3.542	18	646,817	45
							Banco Macro	33	9,289	ARS	21.900	14.700		-7.200	-33	579,936	-59
							BBVA Banco Francés	33	12,834	ARS	15.850	13.650		-2.200	-14	551,701	-29
	19/12/11	26/12/11	7				Banco Sabadell	33	72,918	EUR	2.522	2.490		-0.032	-1	549,368	-49
							Aozora Bank	33	8,970	JPY	20.500	20.800		0.300	1	552,059	113
							China Minsheng Bk	33	30,500	CNY	6.030	5.890		-0.140	-2	547,789	-71
	2/01/12	21/05/12	140				U.S. Bancorp	33	6,620	USD	27.580	30.720		3.140	11	568,576	32
							Bankinter	33	58,698	EUR	3.111	1.935		-1.176	-38	499,547	-71
							Aozora Bank	33	8,376	JPY	21.800	17.400		-4.400	-20	462,692	-44
short	9/04/12	3/09/12	147				Banca Pop Mil	50	792,281	EUR	0.292	0.373	0.211	-0.081	-28	398,518	-55
							Unicredit	50	15,186	EUR	15.234	16.036	14.432	-0.802	-5	386,338	-13
long	13/08/12	10/06/13	301				Regional	33	2,770	MXN	46.490	72.510		26.020	56	458,414	71
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
							KBC	33	7,035	EUR	18.305	30.855		12.550	69	546,703	88
							Alpha Services	33	2,044	EUR	63.000	24.500		-38.500	-61	468,009	-68
short	12/11/12	7/01/13	56				Banco Popular	50	45,883	EUR	5.100	3.500	7.431	2.331	46	574,981	1,063
							Bankia	50	4,690	EUR	49.888	25.796	96.481	46.593	93	793,500	7,262
	18/03/13	23/09/13	189				Bankia	50	30,360	EUR	13.068	3.252	52.513	39.445	302	1,991,053	1,367
							Eurobank Ergasias	50	1,469	EUR	270.000	61.000	1,195.082	925.082	343	3,349,999	1,669
long	15/07/13	2/09/13	49				Lloyds Bank	33	1,608,100	GBP	0.694	0.733		0.039	6	3,412,393	50
							Bank of Ireland	33	218,954	EUR	5.100	6.750		1.650	32	3,773,667	707
							FBD	33	72,510	EUR	15.400	14.320		-1.080	-7	3,695,356	-42
	9/09/13	6/10/14	392				Banco Macro	33	66,224	ARS	18.600	47.500		28.900	155	5,609,230	139
							BBVA Banco Francés	33	73,760	ARS	16.700	52.000		35.300	211	8,212,958	188
							Bank of Ireland	33	173,982	EUR	7.080	9.240		2.160	31	8,588,759	28
short	7/10/13	28/10/13	21				Banif	50	429,437,949	EUR	0.010	0.008	0.013	0.003	25	9,662,354	4,735
							Eurobank Ergasias	50	82,584	EUR	52.000	69.000	35.000	-17.000	-33	8,258,426	-100
	4/11/13	18/11/13	14				Banif	50	516,151,616	EUR	0.008	0.008	0.008	0.000	0	8,258,426	0
							Eurobank Ergasias	50	63,526	EUR	65.000	58.000	72.845	7.845	12	8,756,775	1,851
	9/12/13	13/04/15	490				Banif	50	486,487,479	EUR	0.009	0.008	0.011	0.002	20	9,632,452	15
							Eurobank Ergasias	50	79,607	EUR	55.000	11.100	272.523	217.523	395	26,948,766	229
long	27/10/14	5/01/15	70				Banco Macro	33	187,927	ARS	47.800	48.500		0.700	1	27,080,315	8
							BBVA Banco Francés	33	179,658	ARS	50.000	52.100		2.100	4	27,457,596	24
							Axis Bank	33	210,817	INR	42.610	51.760		9.150	21	29,386,572	176
	19/01/15	17/08/15	210				BBVA Banco Francés	33	165,464	ARS	59.200	79.300		20.100	34	32,712,398	66
							Bank of Comm	33	1,509,331	CNY	6.490	6.720		0.230	4	33,059,545	6
							China Everbright Bk	33	2,246,677	CNY	4.360	4.470		0.110	3	33,306,679	4
short	18/05/15	26/09/16	497				Alpha Services	50	1,095,614	EUR	15.200	1.530	151.007	135.807	893	182m	440
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Piraeus Financial	50	1,176	EUR	14,157.000	44.550	4,498,780.000	4,484,623.000	31,678	5,456m	6,780
long	21/12/15	11/01/16	21				Umweltbank	33	112,263,567	EUR	16.200	16.540		0.340	2	5,494m	43
							Sberbank	33	339,684,310	EUR	5.354	4.550		-0.804	-15	5,221m	-94
							Shanghai Pudong	33	95,019,320	CNY	19.140	17.050		-2.090	-11	5,022m	-87
	16/05/16	4/07/16	49				Banco Macro	33	19,133,268	ARS	87.500	110.000		22.500	26	5,453m	450
							Regional	33	16,186,415	MXN	103.430	105.070		1.640	2	5,480m	12
							Sberbank	33	242,772,767	EUR	6.896	7.956		1.060	15	5,737m	190
	18/07/16	26/03/18	616				Banco Macro	33	16,002,414	ARS	119.500	219.000		99.500	83	7,329m	43
							Sberbank	33	230,063,588	EUR	8.312	14.970		6.658	80	8,861m	42
							Axis Bank	33	33,551,864	INR	56.995	50.730		-6.265	-11	8,651m	-7
short	17/10/16	31/10/16	14				Banco Comercial	50	21476,346,564	EUR	0.201	0.209	0.194	-0.007	-4	8,492m	-62
							Banco Popular	50	4158,977,113	EUR	1.040	0.999	1.083	0.043	4	8,669m	185
	14/11/16	28/11/16	14				Banco Comercial	50	20759,903,625	EUR	0.209	0.214	0.204	-0.005	-2	8,572m	-45
							Banco Popular	50	4339,006,884	EUR	0.999	0.851	1.173	0.174	17	9,325m	6,433
	5/12/16	12/12/16	7				Banco Popolare	50	2324,389,257	EUR	2.006	2.234	1.778	-0.228	-11	8,795m	-100
							Banco Popular	50	4892,680,853	EUR	0.953	1.013	0.893	-0.060	-6	8,502m	-97
	13/03/17	17/07/17	126				Gentera	50	156,920,046	MXN	27.090	28.070	26.110	-0.980	-4	8,348m	-10
							Banco Comercial	50	26568,525,343	EUR	0.160	0.244	0.076	-0.084	-53	6,116m	-88
	24/07/17	29/01/18	189				Gentera	50	110,523,858	MXN	27.670	16.600	46.122	18.452	67	8,156m	168
							Bank of Bejing	50	383,713,321	CNY	7.970	7.610	8.347	0.377	5	8,300m	9
	5/02/18	11/03/19	399				Gentera	50	255,398,725	MXN	16.250	15.850	16.660	0.410	3	8,405m	2
							VTB Bank	50	2748,496,225	EUR	1.510	1.040	2.192	0.682	45	10,281m	41
long	23/07/18	13/08/18	21				FinecoBank	33	336,632,650	EUR	10.180	10.045		-0.135	-1	10,235m	-21
							Kotak Mahindra Bank	33	25,630,457	INR	133.705	128.715		-4.990	-4	10,107m	-48
							Yes Bank	33	88,642,537	INR	38.660	37.070		-1.590	-4	9,966m	-52
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
	24/09/18	8/10/18	14				American Express	33	30,242,689	USD	109.850	106.990		-2.860	-3	9,880m	-50
							FinecoBank	33	284,431,469	EUR	11.680	10.730		-0.950	-8	9,610m	-89
							Fukuoka	33	101,750,673	JPY	32.650	32.300		-0.350	-1	9,574m	-24
	11/02/19	17/06/19	126				Banco Macro	33	14,466,851	ARS	220.600	288.650		68.050	31	10,559m	118
							BBVA Banco Francés	33	19,453,748	ARS	164.050	141.800		-22.250	-14	10,126m	-34
							Axis Bank	33	46,481,028	INR	68.660	77.770		9.110	13	10,549m	43
short	6/05/19	11/11/19	189				Aozora Bank	50	194,707,219	JPY	27.090	28.340	25.840	-1.250	-5	10,306m	-9
							Yes Bank	50	317,270,291	INR	16.625	7.300	37.862	21.237	128	17,044m	390
long	8/07/19	29/07/19	21				Banco Macro	33	18,599,454	ARS	305.450	315.550		10.100	3	17,231m	76
							Banca Generali	33	215,360,253	EUR	26.380	26.660		0.280	1	17,292m	20
							Sberbank	33	408,719,667	EUR	13.900	13.415		-0.485	-3	17,094m	-46
	16/09/19	7/10/19	21				Unipol	33	1192,267,304	EUR	4.779	4.767		-0.012	0	17,079m	-4
							Banca Generali	33	200,911,334	EUR	28.360	28.080		-0.280	-1	17,023m	-16
							Sberbank	33	421,750,220	EUR	13.510	12.800		-0.710	-5	16,724m	-61
	14/10/19	2/03/20	140				Mediobanca	33	551,658,640	EUR	10.105	7.902		-2.203	-22	15,508m	-47
							Unipol	33	1139,282,764	EUR	4.893	4.335		-0.558	-11	14,873m	-27
							Kotak Mahindra Bank	33	35,159,322	INR	158.550	159.900		1.350	1	14,920m	2
short	9/12/19	23/12/19	14				Indiabulls HF	50	288,086,304	INR	25.895	29.590	22.200	-3.695	-14	13,856m	-98
							Yes Bank	50	1326,221,312	INR	5.625	4.965	6.373	0.748	13	14,847m	2,489
	20/01/20	22/06/20	154				Indiabulls HF	50	243,875,271	INR	30.440	24.220	38.257	7.817	26	16,754m	72
							Yes Bank	50	1644,200,057	INR	4.515	2.775	7.346	2.831	63	21,408m	217
22/06/20		6/07/20	14				- cash -
long	6/07/20	28/09/20	84				Deutsche Bank	33	810,184,150	EUR	8.808	7.272		-1.536	-17	20,164m	-57
							BBVA Banco Francés	33	45,685,672	ARS	156.200	124.250		-31.950	-20	18,704m	-63
							FinecoBank	33	551,689,373	EUR	12.935	11.710		-1.225	-9	18,028m	-35
short	27/07/20	24/08/20	28				Multitude	50	3151,819,555	EUR	2.860	5.360	0.360	-2.500	-87	10,149m	-100
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
							Yes Bank	50	7328,621,079	INR	1.230	1.480	0.980	-0.250	-20	8,317m	-95
	31/08/20	23/11/20	84				Gentera	50	579,157,639	MXN	7.180	8.020	6.340	-0.840	-12	7,830m	-42
							Yes Bank	50	2897,806,167	INR	1.435	1.455	1.415	-0.020	-1	7,772m	-6
long	12/10/20	19/10/20	7				UBI Banca	33	721,255,325	EUR	3.592	3.592		0.000	0	7,772m	0
		2/11/20	21				FinecoBank	33	210,458,905	EUR	12.310	12.020		-0.290	-2	7,711m	-34
							HDFC Bank	33	21,346,756	INR	121.365	121.525		0.160	0	7,715m	2
	9/11/20	7/03/22	483				BBVA Banco Francés	33	16,763,645	ARS	153.400	197.550		44.150	29	8,455m	21
							HDFC Bank	33	19,182,749	INR	134.055	132.480		-1.575	-1	8,425m	-1
							IndusInd Bank	33	33,161,948	INR	77.545	83.440		5.895	8	8,620m	6
short	7/06/21	11/10/21	126				Credit Suisse	50	434,477,285	CHF	9.920	9.666	10.181	0.261	3	8,733m	8
							China Minsheng Bk	50	920,943,305	CNY	4.680	3.980	5.503	0.823	18	9,491m	60
	22/11/21	5/12/22	378				Bank of East Asia	50	393,504,394	HKD	12.060	9.390	15.489	3.429	28	10,841m	27
							China Minsheng Bk	50	1216,836,668	CNY	3.900	3.550	4.285	0.385	10	11,309m	10
long	21/03/22	9/05/22	49				Banco del Bajio	33	73,351,453	MXN	51.390	49.520		-1.870	-4	11,171m	-24
							Shinsei Bank	33	165,185,419	JPY	22.820	23.010		0.190	1	11,203m	6
							Woori Financial	33	259,074,311	KRW	14.550	15.300		0.750	5	11,397m	45
	12/09/22	19/09/22	7				Banco Macro	33	8,116,737	ARS	468.050	519.100		51.050	11	11,811m	21,994
							BBVA Banco Francés	33	12,024,179	ARS	315.950	339.450		23.500	7	12,094m	4,113
							Yes Bank	33	2164,694,705	INR	1.755	1.635		-0.120	-7	11,834m	-98
	24/10/22	27/03/23	154				Banco Macro	33	8,916,727	ARS	442.400	709.700		267.300	60	14,218m	207
							BBVA Banco Francés	33	12,885,058	ARS	306.150	539.000		232.850	76	17,218m	282
							Bank of Ireland	33	536,702,124	EUR	7.350	9.016		1.666	23	18,112m	62
short	12/12/22	26/12/22	14				Credit Suisse	50	2931,719,909	CHF	3.089	2.846	3.353	0.264	9	18,885m	746
							Cdn Imp Bk Comm	50	157,223,659	CAD	57.600	54.720	60.632	3.032	5	19,362m	281
	13/03/23	12/06/23	91				Credit Suisse	50	4289,299,819	CHF	2.257	0.817	6.235	3.978	176	36,425m	5,790
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
		29/01/24	322				U.S. Bancorp	50	264,941,151	USD	36.540	42.950	30.130	-6.410	-18	34,727m	-20
long	3/04/23	8/05/23	35				Banco Macro	33	15,472,323	ARS	748.150	824.200		76.050	10	35,904m	174
							BBVA Banco Francés	33	20,894,618	ARS	554.000	646.850		92.850	17	37,844m	403
							Unicredit	33	645,600,594	EUR	17.930	18.980		1.050	6	38,522m	81
	10/07/23	30/10/23	112				Banco Macro	33	9,521,347	ARS	1,348.600	1,491.050		142.450	11	39,878m	39
							BBVA Banco Francés	33	12,685,097	ARS	1,012.250	1,081.450		69.200	7	40,756m	24
							Unicredit	33	602,981,439	EUR	21.295	23.490		2.195	10	42,079m	38
	6/11/23	27/11/23	21				Banco Macro	33	7,933,471	ARS	1,768.000	2,549.400		781.400	44	48,278m	57,816
							BBVA Banco Francés	33	11,450,105	ARS	1,225.000	1,690.900		465.900	38	53,613m	27,003
							Banco de Valores	33	108,521,297	ARS	129.250	171.750		42.500	33	58,225m	13,895
	4/12/23	12/08/24	252				Banco Macro	33	7,833,533	ARS	2,477.600	6,680.000		4,202.400	170	91,145m	321
							BBVA Banco Francés	33	11,789,081	ARS	1,646.300	4,025.000		2,378.700	144	119,187m	265
							Banco de Valores	33	115,183,173	ARS	168.500	341.000		172.500	102	139,057m	178
short	12/02/24	4/03/24	21				Umweltbank	50	9395,714,311	EUR	7.400	6.020	9.096	1.696	23	154,995m	3,513
							Heartland	50	56990,398,288	NZD	1.220	1.190	1.251	0.031	3	156,750m	54
	17/06/24	12/08/24	56				Heartland	50	81640,534,514	NZD	0.960	1.060	0.860	-0.100	-10	148,586m	-51
							KakaoBank	50	3688,231,206	KRW	21.250	21.850	20.650	-0.600	-3	146,373m	-17
accum	15/05/06	12/08/24	7044	days out of 7198 invested (98%)										1463,728,241		146,373m	135

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Piraeus Financial	short	20/09/10	6/02/12	504	642,906.00	194,700.00	2,122,897.41	1,479,991.41	230.20	50	115.10
	short	18/05/15	26/09/16	497	14,157.00	44.55	4,498,780.00	4,484,623.00	31,677.78		15,838.89	34,184.82
Eurobank Ergasias	short	18/03/13	23/09/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	7/10/13	28/10/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	4/11/13	18/11/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	9/12/13	13/04/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Banco Macro	long	31/05/10	28/06/10	28	11.60	11.70		0.10	0.86	33	0.29
	long	6/09/10	29/11/10	84	15.60	20.70		5.10	32.69		10.90
	long	6/12/10	16/05/11	161	21.90	14.70		-7.20	-32.88		-10.96
	long	9/09/13	6/10/14	392	18.60	47.50		28.90	155.38		51.79
	long	27/10/14	5/01/15	70	47.80	48.50		0.70	1.46		0.49
	long	16/05/16	4/07/16	49	87.50	110.00		22.50	25.71		8.57
	long	18/07/16	26/03/18	616	119.50	219.00		99.50	83.26		27.75
	long	11/02/19	17/06/19	126	220.60	288.65		68.05	30.85		10.28
	long	8/07/19	29/07/19	21	305.45	315.55		10.10	3.31		1.10
	long	12/09/22	19/09/22	7	468.05	519.10		51.05	10.91		3.64
	long	24/10/22	27/03/23	154	442.40	709.70		267.30	60.42		20.14
	long	3/04/23	8/05/23	35	748.15	824.20		76.05	10.17		3.39
	long	10/07/23	30/10/23	112	1,348.60	1,491.05		142.45	10.56		3.52
	long	6/11/23	27/11/23	21	1,768.00	2,549.40		781.40	44.20		14.73
	long	4/12/23	12/08/24	252	2,477.60	6,680.00		4,202.40	169.62		56.54	459.09
BBVA Banco Francés	long	6/09/10	29/11/10	84	11.15	15.70		4.55	40.81		13.60
	long	6/12/10	16/05/11	161	15.85	13.65		-2.20	-13.88		-4.63
	long	9/09/13	6/10/14	392	16.70	52.00		35.30	211.38		70.46
	long	27/10/14	5/01/15	70	50.00	52.10		2.10	4.20		1.40
	long	19/01/15	17/08/15	210	59.20	79.30		20.10	33.95		11.32
	long	11/02/19	17/06/19	126	164.05	141.80		-22.25	-13.56		-4.52
	long	6/07/20	28/09/20	84	156.20	124.25		-31.95	-20.45		-6.82
	long	9/11/20	7/03/22	483	153.40	197.55		44.15	28.78		9.59
	long	12/09/22	19/09/22	7	315.95	339.45		23.50	7.44		2.48
	long	24/10/22	27/03/23	154	306.15	539.00		232.85	76.06		25.35
	long	3/04/23	8/05/23	35	554.00	646.85		92.85	16.76		5.59
	long	10/07/23	30/10/23	112	1,012.25	1,081.45		69.20	6.84		2.28
	long	6/11/23	27/11/23	21	1,225.00	1,690.90		465.90	38.03		12.68
	long	4/12/23	12/08/24	252	1,646.30	4,025.00		2,378.70	144.49		48.16	370.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Alpha Services	long	13/08/12	10/06/13	301	63.00	24.50		-38.50	-61.11		-20.37
	short	18/05/15	26/09/16	497	15.20	1.53	151.01	135.81	893.46	50	446.73	335.36
Shinsei Bank	short	5/03/07	20/04/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	2/11/09	6/09/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	21/03/22	9/05/22	49	22.82	23.01		0.19	0.83	33	0.28	288.45
Bankia	short	12/11/12	7/01/13	56	49.89	25.80	96.48	46.59	93.39	50	46.70
	short	18/03/13	23/09/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	62.15	15.85	243.70	181.55	292.11		146.06	146.06
Credit Suisse	short	7/06/21	11/10/21	126	9.92	9.67	10.18	0.26	2.63		1.31
	short	12/12/22	26/12/22	14	3.09	2.85	3.35	0.26	8.54		4.27
	short	13/03/23	12/06/23	91	2.26	0.82	6.24	3.98	176.26		88.13	98.74
Yes Bank	long	23/07/18	13/08/18	21	38.66	37.07		-1.59	-4.11	33	-1.37
	short	6/05/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74	50	63.87
	short	9/12/19	23/12/19	14	5.63	4.97	6.37	0.75	13.29		6.65
	short	20/01/20	22/06/20	154	4.52	2.78	7.35	2.83	62.70		31.35
	short	27/07/20	24/08/20	28	1.23	1.48	0.98	-0.25	-20.33		-10.16
	short	31/08/20	23/11/20	84	1.44	1.46	1.42	-0.02	-1.39		-0.70
	long	12/09/22	19/09/22	7	1.76	1.64		-0.12	-6.84	33	-2.28	97.37
National Bank Greece	short	20/09/10	6/02/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91	50	94.95	94.95
China Minsheng Bk	long	11/09/06	18/06/07	280	3.12	9.19		6.07	194.55	33	64.85
	long	19/12/11	26/12/11	7	6.03	5.89		-0.14	-2.32		-0.77
	short	7/06/21	11/10/21	126	4.68	3.98	5.50	0.82	17.59	50	8.79
	short	22/11/21	5/12/22	378	3.90	3.55	4.28	0.38	9.86		4.93	86.73
Sberbank	long	11/09/06	18/06/07	280	8.06	13.68		5.62	69.73	33	23.24
	long	21/12/15	11/01/16	21	5.35	4.55		-0.80	-15.02		-5.01
	long	16/05/16	4/07/16	49	6.90	7.96		1.06	15.37		5.12
	long	18/07/16	26/03/18	616	8.31	14.97		6.66	80.10		26.70
	long	8/07/19	29/07/19	21	13.90	13.42		-0.49	-3.49		-1.16
	long	16/09/19	7/10/19	21	13.51	12.80		-0.71	-5.26		-1.75	51.42
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Banco de Valores	long	6/11/23	27/11/23	21	129.25	171.75		42.50	32.88		10.96
	long	4/12/23	12/08/24	252	168.50	341.00		172.50	102.37		34.12	48.83
Banco Popular	short	12/11/12	7/01/13	56	5.10	3.50	7.43	2.33	45.71	50	22.86
	short	17/10/16	31/10/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	14/11/16	28/11/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	5/12/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	31.99
Bank of Ireland	long	15/07/13	2/09/13	49	5.10	6.75		1.65	32.35	33	10.78
	long	9/09/13	6/10/14	392	7.08	9.24		2.16	30.51		10.17
	long	24/10/22	27/03/23	154	7.35	9.02		1.67	22.67		7.56	31.27
VTB Bank	long	1/03/10	3/05/10	63	3.44	3.64		0.20	5.81		1.94
	long	31/05/10	28/06/10	28	3.91	4.05		0.14	3.58		1.19
	short	5/02/18	11/03/19	399	1.51	1.04	2.19	0.68	45.19	50	22.60	26.46
KBC	long	1/03/10	3/05/10	63	33.62	35.20		1.58	4.68	33	1.56
	long	31/05/10	28/06/10	28	31.89	32.76		0.87	2.74		0.91
	long	13/08/12	10/06/13	301	18.31	30.86		12.55	68.56		22.85	25.91
Gentera	short	13/03/17	17/07/17	126	27.09	28.07	26.11	-0.98	-3.62	50	-1.81
	short	24/07/17	29/01/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	5/02/18	11/03/19	399	16.25	15.85	16.66	0.41	2.52		1.26
	short	31/08/20	23/11/20	84	7.18	8.02	6.34	-0.84	-11.70		-5.85	24.83
Bank of East Asia	long	11/09/06	18/06/07	280	33.29	41.73		8.44	25.35	33	8.45
	short	22/11/21	5/12/22	378	12.06	9.39	15.49	3.43	28.43	50	14.22	23.87
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	9/12/13	13/04/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
Regional	long	13/08/12	10/06/13	301	46.49	72.51		26.02	55.97	33	18.66
	long	16/05/16	4/07/16	49	103.43	105.07		1.64	1.59		0.53	19.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Industrial Bank	long	30/03/09	25/01/10	301	8.47	12.82		4.35	51.36		17.12	17.12
Bank of Bejing	long	30/03/09	25/01/10	301	5.75	7.97		2.23	38.77		12.92
	short	24/07/17	29/01/18	189	7.97	7.61	8.35	0.38	4.73	50	2.37	15.59
Resona	short	2/11/09	6/09/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Umweltbank	long	21/12/15	11/01/16	21	16.20	16.54		0.34	2.10	33	0.70
	short	12/02/24	4/03/24	21	7.40	6.02	9.10	1.70	22.92	50	11.46	12.24
Aareal Bank	long	1/03/10	3/05/10	63	14.03	14.80		0.77	5.48	33	1.83
	long	6/12/10	16/05/11	161	19.71	23.25		3.54	17.97		5.99	7.93
Hua Xia Bank	long	25/06/07	30/07/07	35	6.44	7.00		0.56	8.62		2.87
	long	8/10/07	15/10/07	7	10.57	12.00		1.43	13.54		4.51
	long	29/10/07	5/11/07	7	10.80	10.10		-0.70	-6.49		-2.16	5.19
Indiabulls HF	short	9/12/19	23/12/19	14	25.90	29.59	22.20	-3.70	-14.27	50	-7.13
	short	20/01/20	22/06/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Unicredit	short	9/04/12	3/09/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63
	long	3/04/23	8/05/23	35	17.93	18.98		1.05	5.86	33	1.95
	long	10/07/23	30/10/23	112	21.30	23.49		2.20	10.31		3.44	2.68
Cdn Imp Bk Comm	short	12/12/22	26/12/22	14	57.60	54.72	60.63	3.03	5.26	50	2.63	2.63
IndusInd Bank	long	9/11/20	7/03/22	483	77.55	83.44		5.89	7.60	33	2.53	2.53
Axis Bank	long	19/05/08	26/05/08	7	18.03	15.26		-2.77	-15.38		-5.13
	long	27/10/14	5/01/15	70	42.61	51.76		9.15	21.47		7.16
	long	18/07/16	26/03/18	616	57.00	50.73		-6.27	-10.99		-3.66
	long	11/02/19	17/06/19	126	68.66	77.77		9.11	13.27		4.42	2.27
Lloyds Bank	long	15/07/13	2/09/13	49	0.69	0.73		0.04	5.59		1.86	1.86
Woori Financial	long	21/03/22	9/05/22	49	14.55	15.30		0.75	5.15		1.72	1.72
Shanghai Pudong	long	25/06/07	30/07/07	35	16.01	17.33		1.32	8.24		2.75
	long	8/10/07	15/10/07	7	23.29	22.81		-0.48	-2.06		-0.69
	long	29/10/07	5/11/07	7	24.54	23.21		-1.33	-5.42		-1.81
	long	3/12/07	17/12/07	14	22.68	19.66		-3.02	-13.32		-4.44
	long	30/03/09	25/01/10	301	12.09	15.74		3.65	30.19		10.06
	long	21/12/15	11/01/16	21	19.14	17.05		-2.09	-10.92		-3.64	1.55
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Bank of Comm	long	19/01/15	17/08/15	210	6.49	6.72		0.23	3.54		1.18	1.18
China Merchants Bank	long	25/06/07	30/07/07	35	19.20	22.61		3.41	17.76		5.92
	long	8/10/07	15/10/07	7	31.47	31.63		0.16	0.51		0.17
	long	29/10/07	5/11/07	7	34.25	32.36		-1.89	-5.52		-1.84
	long	3/12/07	17/12/07	14	30.56	27.93		-2.63	-8.61		-2.87	1.16
China Everbright Bk	long	19/01/15	17/08/15	210	4.36	4.47		0.11	2.52		0.84	0.84
Hang Seng Bank	long	19/05/08	26/05/08	7	144.69	146.07		1.38	0.95		0.32	0.32
Banca Generali	long	8/07/19	29/07/19	21	26.38	26.66		0.28	1.06		0.35
	long	16/09/19	7/10/19	21	28.36	28.08		-0.28	-0.99		-0.33	0.02
UBI Banca	long	12/10/20	19/10/20	7	3.59	3.59		0.00	0.00		0.00	0.00
HDFC Bank	long	12/10/20	2/11/20	21	121.37	121.53		0.16	0.13		0.04
	long	9/11/20	7/03/22	483	134.06	132.48		-1.58	-1.17		-0.39	-0.35
Fukuoka	long	24/09/18	8/10/18	14	32.65	32.30		-0.35	-1.07		-0.36	-0.36
Banco Sabadell	long	19/12/11	26/12/11	7	2.52	2.49		-0.03	-1.27		-0.42	-0.42
Triodos Groenfonds	short	15/05/06	4/09/06	112	56.30	56.90	55.70	-0.60	-1.07	50	-0.53	-0.53
American Express	long	24/09/18	8/10/18	14	109.85	106.99		-2.86	-2.60	33	-0.87	-0.87
Kotak Mahindra Bank	long	23/07/18	13/08/18	21	133.71	128.72		-4.99	-3.73		-1.24
	long	14/10/19	2/03/20	140	158.55	159.90		1.35	0.85		0.28	-0.96
Banco del Bajio	long	21/03/22	9/05/22	49	51.39	49.52		-1.87	-3.64		-1.21	-1.21
HDFC	long	19/05/08	26/05/08	7	53.76	51.70		-2.06	-3.83		-1.28	-1.28
State Bank of India	long	3/12/07	17/12/07	14	24.37	22.65		-1.71	-7.03		-2.34
	long	6/09/10	29/11/10	84	29.83	30.71		0.89	2.98		0.99	-1.38
KakaoBank	short	17/06/24	12/08/24	56	21.25	21.85	20.65	-0.60	-2.82	50	-1.41	-1.41
FBD	long	15/07/13	2/09/13	49	15.40	14.32		-1.08	-7.01	33	-2.34	-2.34
Unipol	long	16/09/19	7/10/19	21	4.78	4.77		-0.01	-0.25		-0.08
	long	14/10/19	2/03/20	140	4.89	4.34		-0.56	-11.40		-3.80	-3.88
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Heartland	short	12/02/24	4/03/24	21	1.22	1.19	1.25	0.03	2.52	50	1.26
	short	17/06/24	12/08/24	56	0.96	1.06	0.86	-0.10	-10.42		-5.21	-4.01
Swedbank	short	15/05/06	4/09/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
U.S. Bancorp	long	2/01/12	21/05/12	140	27.58	30.72		3.14	11.39	33	3.80
	short	13/03/23	29/01/24	322	36.54	42.95	30.13	-6.41	-17.54	50	-8.77	-5.31
Banco Popolare	short	5/12/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Deutsche Bank	long	6/07/20	28/09/20	84	8.81	7.27		-1.54	-17.44	33	-5.81	-5.81
FinecoBank	long	23/07/18	13/08/18	21	10.18	10.05		-0.14	-1.33		-0.44
	long	24/09/18	8/10/18	14	11.68	10.73		-0.95	-8.13		-2.71
	long	6/07/20	28/09/20	84	12.94	11.71		-1.23	-9.47		-3.16
	long	12/10/20	2/11/20	21	12.31	12.02		-0.29	-2.36		-0.79	-6.94
Mediobanca	long	14/10/19	2/03/20	140	10.11	7.90		-2.20	-21.80		-7.27	-7.27
Aozora Bank	long	19/12/11	26/12/11	7	20.50	20.80		0.30	1.46		0.49
	long	2/01/12	21/05/12	140	21.80	17.40		-4.40	-20.18		-6.73
	short	6/05/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61	50	-2.31	-8.44
Bankinter	long	2/01/12	21/05/12	140	3.11	1.94		-1.18	-37.80	33	-12.60	-12.60
Banca Pop Mil	short	9/04/12	3/09/12	147	0.29	0.37	0.21	-0.08	-27.74	50	-13.87	-13.87
Banco Comercial	short	17/10/16	31/10/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	14/11/16	28/11/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	13/03/17	17/07/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25	-28.42
Multitude	short	27/07/20	24/08/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71