Wed, 5th Oct 2022, 13:05UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/01/11 Buy RTX short Mobile TeleSystems 325.73 15.350   10/01/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan 331.13 7.550   21/03/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   21/03/11 3.825 2,500        10,000 90,000  
10/01/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 3/01/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
17/01/11 Buy CAC 40 long Valeo 321.42 15.148   14/03/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   28/03/11 16.715 4,869        14,738 85,155  
24/01/11 Buy IBEX 35 long Sacyr 846.94 5.462   28/02/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   31/01/11 3.670 4,626        23,990 75,903  
31/01/11 Sell   short Resona 1,146.01 3.670 4.440 24/01/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   21/02/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   29/08/11 5.756 4,533        28,430 71,925  
7/02/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   16/01/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   30/01/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   28/03/11 3.080 4,307        49,965 50,390  
14/02/11 Buy OMXH 25 short Nokia 562.39 6.700   21/02/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   21/02/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   7/03/11 22.905 3,768        61,269 39,086  
21/02/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   31/01/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 14/02/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   14/02/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   28/02/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   28/03/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   28/02/11 41.624 3,793        64,372 36,099  
28/02/11 Sell IBEX 35 long Sacyr 846.94 7.082   24/01/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   21/02/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   21/02/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   21/03/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   26/12/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   7/03/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   25/04/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   11/07/11 3.532 3,797        71,145 30,883  
7/03/11 Sell SMI short Roche 34.61 102.126 117.876 28/02/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   14/02/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   14/03/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   13/02/12 5.650 3,548        70,676 32,074  
14/03/11 Sell CAC 40 long Valeo 321.42 13.523   17/01/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   7/03/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   25/04/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   6/02/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   16/01/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   16/01/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   28/11/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   28/03/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   2/05/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   9/01/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   9/01/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   25/04/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
21/03/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 28/02/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan 331.13 6.330   3/01/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   3/01/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   28/03/11 7.590 1,529        86,400 15,694  
      Ryanair 470.47 3.251   28/03/11 3.273 1,530        87,929 14,164  
28/03/11 Sell AEX long Aalberts 323.52 16.715   17/01/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 21/03/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair 470.47 3.273 3.229 21/03/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 21/02/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 14/03/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 7/02/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   2/01/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   25/04/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   25/04/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   11/04/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   2/05/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 21/02/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 7/02/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   21/03/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   23/05/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   1/08/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   6/02/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Financial 0.01 432,300.000   2/04/12 82,830.000 4,323        85,143 16,514  
11/04/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   28/03/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   6/02/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   16/01/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   18/04/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   18/04/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   2/05/11 315.356 3,039        93,878 7,788  
18/04/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 11/04/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 11/04/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Swedbank 107.57 13.061   30/05/11 12.341 1,405        92,243 9,382  
25/04/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 14/03/11 31.360 -3,543 3,573 30 1,655  88,700 12,955 101,655
    ISEQ 20 long Glanbia 393.56 4.541   28/03/11 4.350 -1,712 1,787 75 1,730  86,988 14,742 101,730
      Origin Enterprises 447.58 3.900   28/03/11 3.825 -1,712 1,746 34 1,763  85,276 16,488 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 28/02/11 0.426 -3,797 4,140 343 2,106  81,479 20,628 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 14/03/11 3.399 -3,543 3,881 338 2,444  77,936 24,508 102,444
  Buy ISEQ 20 Bank of Ireland 213.24 7.440   2/01/12 2.550 1,587        79,522 22,922  
      Ryanair 471.33 3.366   2/01/12 3.780 1,587        81,109 21,335  
    OMXC 20 Vestas Wind Systems 659.86 4.809   16/05/11 4.185 3,173        84,282 18,162  
    NZX 50 long a2 Milk 41,154.35 0.077   3/10/11 0.120 3,173        87,455 14,989  
    Nikkei (TYO) Screen 104.95 30.233   9/05/11 32.089 3,173        90,628 11,816  
2/05/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 11/04/11 302.376 -3,039 2,908 -130 2,313  87,589 14,725 102,313
    STI long Genting 2,951.72 1.158   28/03/11 1.160 -3,424 3,419 -5 2,308  84,165 18,144 102,308
    SMI short Roche 35.02 110.747 91.573 14/03/11 101.160 -3,543 3,207 -336 1,973  80,622 21,351 101,973
  Buy STI Wilmar International 1,091.71 2.824   2/07/12 2.197 3,083        83,705 18,268  
    SMI long Richemont 70.48 43.745   9/05/11 42.905 3,083        86,788 15,184  
9/05/11 Sell   long Richemont 70.48 42.905   2/05/11 43.745 -3,083 3,024 -59 1,913  83,705 18,208 101,913
    Nikkei (TYO) Screen 104.95 32.089   25/04/11 30.233 -3,173 3,368 195 2,108  80,532 21,576 102,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 short Carrefour 100.83 30.665   6/02/12 18.345 3,092        83,624 18,484  
    TSX 60 BlackBerry 102.09 30.287   20/02/12 11.318 3,092        86,716 15,392  
    FT 30 Lloyds Bank 50.49 61.241   30/05/11 59.956 3,092        89,808 12,300  
    SMI Credit Suisse 105.21 29.390   21/05/12 15.602 3,092        92,900 9,208  
    Nikkei (TYO) Tokyo Electric Power 748.43 4.131   13/02/12 1.953 3,092        95,992 6,116  
16/05/11 Sell OMXC 20 short Vestas Wind Systems 659.86 4.185 5.526 25/04/11 4.809 -3,173 3,646 473 2,581  92,819 9,762 102,581
  Buy   long Novozymes 118.62 23.673   30/05/11 23.619 2,808        95,627 6,954  
    CAC Mid 60 short Genfit 713.96 3.933   23/01/12 1.723 2,808        98,435 4,146  
23/05/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,196  95,125 7,070 102,196
  Buy   short China Life 1,313.61 2.079   30/05/11 2.028 2,731        97,856 4,339  
    SDAX Heidelberger Druck 942.05 2.899   30/01/12 1.657 2,731        100,587 1,608  
    Indices Athex Large Cap 0.48 5,689.400   16/01/12 2,507.600 2,731        103,318 -1,123  
30/05/11 Sell SSE 50 short China Life 1,313.61 2.028 2.131 23/05/11 2.079 -2,731 2,800 69 2,264  100,587 1,677 102,264
    OMXC 20 long Novozymes 118.62 23.619   16/05/11 23.673 -2,808 2,802 -6 2,258  97,779 4,479 102,258
    OMXS 30 Swedbank 107.57 12.341   18/04/11 13.061 -1,405 1,328 -77 2,180  96,374 5,806 102,180
    FT 30 short Lloyds Bank 50.49 59.956 62.554 9/05/11 61.241 -3,092 3,158 66 2,247  93,282 8,965 102,247
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        96,062 6,185  
    BEL 20 short Galapagos 291.10 9.550   4/07/11 8.420 2,780        98,842 3,405  
    OMXC 20 Vestas Wind Systems 686.34 4.051   4/07/11 3.486 2,780        101,622 625  
    OMXS 30 Nokia 308.07 4.512   4/07/11 4.367 1,390        103,012 -765  
      Telia Company 262.25 5.300   4/07/11 4.997 1,390        104,402 -2,155  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   30/05/11 2.415 -2,780 3,156 376 2,623  101,622 1,001 102,623
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   7/02/11 5.900 -4,307 3,628 -679 1,944  97,315 4,629 101,944
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   23/01/12 0.506 2,664        99,979 1,965  
    FT 30 Lloyds Bank 50.61 52.638   5/12/11 31.447 2,664        102,643 -699  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
20/06/11 Buy CAC Next 20 short EDF 97.48 25.965   27/06/11 25.805 2,531        105,174 -3,230  
27/06/11 Sell   short EDF 97.48 25.805 26.126 20/06/11 25.965 -2,531 2,547 16 1,960  102,643 -683 101,960
  Buy France Carrefour 95.69 26.450   23/01/12 17.050 2,531        105,174 -3,214  
    MIB UnipolSai 493.37 5.130   5/11/12 0.935 2,531        107,705 -5,745  
    CAC Next 20 long Arkema 38.88 65.105   11/07/11 66.601 2,531        110,236 -8,276  
4/07/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 30/05/11 9.550 -2,780 3,153 373 2,333  107,456 -5,123 102,333
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 30/05/11 4.051 -2,780 3,231 451 2,784  104,676 -1,893 102,784
    OMXS 30 Nokia 308.07 4.367 4.661 30/05/11 4.512 -1,390 1,436 46 2,830  103,286 -457 102,830
      Telia Company 262.25 4.997 5.622 30/05/11 5.300 -1,390 1,474 84 2,914  101,896 1,018 102,914
  Buy BEL 20 long Solvay 24.12 107.700   11/07/11 107.450 2,598        104,494 -1,580  
    OMXC 20 Novozymes 111.76 23.246   11/07/11 23.100 2,598        107,092 -4,178  
    OMXS 30 Swedish Match 533.30 2.436   11/07/11 2.441 1,299        108,391 -5,477  
11/07/11 Sell BEL 20 long Solvay 24.12 107.450   4/07/11 107.700 -2,598 2,592 -6 2,908  105,793 -2,885 102,908
    OMXC 20 Novozymes 111.76 23.100   4/07/11 23.246 -2,598 2,582 -16 2,892  103,195 -304 102,892
    OMXS 30 Swedish Match 533.30 2.441   4/07/11 2.436 -1,299 1,302 3 2,895  101,896 998 102,895
    Topix (FRA) short Resona 935.22 3.532 4.667 28/02/11 4.060 -3,797 4,365 568 3,462  98,099 5,363 103,462
    CAC Next 20 long Arkema 38.88 66.601   27/06/11 65.105 -2,531 2,589 58 3,520  95,568 7,952 103,520
  Buy RTX short Mobile TeleSystems 214.80 12.970   18/07/11 12.740 2,786        98,354 5,166  
    BEL 20 Bekaert 55.23 50.440   12/03/12 24.765 2,786        101,140 2,380  
    OMXC 20 Vestas Wind Systems 812.36 3.430   28/11/11 1.979 2,786        103,926 -406  
    OMXS 30 Nokia 352.35 3.954   28/11/11 4.082 1,393        105,319 -1,799  
      SSAB 148.18 9.401   28/11/11 6.652 1,393        106,712 -3,192  
    Topix (FRA) long Daito Trust 43.01 64.780   1/08/11 65.420 2,786        109,498 -5,978  
18/07/11 Sell RTX short Mobile TeleSystems 214.80 12.740 13.204 11/07/11 12.970 -2,786 2,836 50 3,571  106,712 -3,141 103,571
  Buy ATX Flughafen Wien 302.41 8.300   26/03/12 7.050 2,510        109,222 -5,651  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
25/07/11 Buy ASX 50 short Macquarie Group 117.49 20.828   16/01/12 19.953 2,447        111,669 -8,099  
    DJ Global Titans Bank of America 351.09 6.970   26/12/11 4.202 2,447        114,116 -10,546  
1/08/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,232  110,806 -4,574 106,232
    Topix (FRA) Daito Trust 43.01 65.420   11/07/11 64.780 -2,786 2,814 28 6,260  108,020 -1,760 106,260
  Buy S&P 100 short AIG 131.52 19.860   9/01/12 18.875 2,612        110,632 -4,372  
    HSI New World Dev 694.75 3.760   26/12/11 2.465 2,612        113,244 -6,984  
    HDAX Commerzbank 138.93 18.801   23/01/12 14.511 2,612        115,856 -9,596  
    RTX Mobile TeleSystems 212.01 12.320   25/06/12 13.400 2,612        118,468 -12,208  
    DJTA Delta Air Lines 482.08 5.418   24/10/11 6.408 2,612        121,080 -14,820  
    Topix (FRA) Nintendo 236.17 11.060   23/01/12 10.574 2,612        123,692 -17,432  
    SP Global 100 Carrefour 130.08 20.080   30/04/12 15.175 2,612        126,304 -20,044  
8/08/11 Buy Nasdaq 100 short Akamai 146.19 14.741   10/10/11 17.540 2,155        128,459 -22,199  
    Kospi 50 LG Display 157.67 13.668   10/10/11 14.049 2,155        130,614 -24,354  
    DAX Commerzbank 140.35 15.354   19/12/11 9.482 2,155        132,769 -26,509  
    MDAX Ceconomy 224.22 9.611   14/05/12 7.298 2,155        134,924 -28,664  
    FTSE Lloyds Bank 57.24 37.648   28/11/11 27.613 2,155        137,079 -30,819  
    Europe 50 Lloyds Bank 57.24 37.648   19/12/11 27.968 2,155        139,234 -32,974  
    BSE Sensex 50 Tata Motors 833.75 2.585   3/10/11 2.302 2,155        141,389 -35,129  
    QIX Pro7-Sat1 153.93 14.000   23/01/12 17.200 2,155        143,544 -37,284  
22/08/11 Buy DJIA short Goldman Sachs 23.30 73.991   19/12/11 67.244 1,724        145,268 -39,008  
29/08/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   31/01/11 7.178 -4,533 3,635 -898 5,362  140,735 -35,373 105,362
  Buy   short Nintendo 150.00 11.660   13/02/12 10.500 1,749        142,484 -37,122  
5/09/11 Buy Euro 50 short Societe Generale 42.10 20.250   9/01/12 15.000 853        143,336 -37,975  
      Unicredit 31.05 27.460   9/01/12 11.455 853        144,189 -38,827  
3/10/11 Sell NZX 50 long a2 Milk 41,154.35 0.120   25/04/11 0.077 -3,173 4,918 1,745 7,106  141,016 -33,909 107,106
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Tata Motors 833.75 2.302 2.902 8/08/11 2.585 -2,155 2,420 265 7,371  138,861 -31,490 107,371
  Buy NZX 50 Heartland 6,804.16 0.279   17/10/11 0.296 1,897        140,758 -33,387  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   17/10/11 2.393 1,897        142,655 -35,284  
10/10/11 Sell Nasdaq 100 short Akamai 146.19 17.540 11.942 8/08/11 14.741 -2,155 1,746 -409 6,962  140,500 -33,538 106,962
    Kospi 50 LG Display 157.67 14.049 13.287 8/08/11 13.668 -2,155 2,095 -60 6,902  138,345 -31,443 106,902
  Buy Nasdaq 100 long Regeneron 38.22 49.346   24/08/15 434.608 1,886        140,231 -33,329  
    Kospi 50 SK Holdings 19.67 95.875   19/12/11 80.532 1,886        142,117 -35,215  
17/10/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 3/10/11 0.279 -1,897 1,781 -116 6,786  140,220 -33,434 106,786
    BSE Sensex 50 long Eicher Motors 779.31 2.393   3/10/11 2.434 -1,897 1,865 -32 6,754  138,323 -31,569 106,754
  Buy NZX 50 a2 Milk 13,498.56 0.139   31/10/11 0.139 1,879        140,202 -33,448  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   24/10/11 0.877 1,879        142,081 -35,327  
24/10/11 Sell DJTA short Delta Air Lines 482.08 6.408 4.429 1/08/11 5.418 -2,612 2,135 -477 6,277  139,469 -33,192 106,277
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 17/10/11 0.919 -1,879 1,967 88 6,365  137,590 -31,225 106,365
  Buy   long Eicher Motors 804.21 2.335   7/12/15 22.421 1,878        139,468 -33,103  
Portfolio market l/s instrument bought pieces buy price 24/10/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 1/08/11 212.01 12.320 10.510 14.442 2,612 3,062 450 450 2,612 3,062 99
  ISEQ 20 Bank of Ireland 25/04/11 213.24 7.440 3.060 18.089 1,587 3,857 2,271 2,721 4,198 6,919 494
    Ryanair   471.33 3.366 3.275 3.460 1,587 1,631 44 2,765 5,785 8,550 6
  CAC 40 Carrefour 9/05/11 100.83 30.665 18.610 50.529 3,092 5,095 2,003 4,768 8,877 13,645 196
  AEX Philips 28/03/11 154.37 22.180 15.495 31.749 3,424 4,901 1,477 6,245 12,301 18,546 87
  IBEX 35 Banco Sabadell 4/04/11 1329.85 2.489 2.117 2.926 3,310 3,892 582 6,826 15,611 22,437 34
  Topix (TYO) Nintendo 29/08/11 150 11.660 11.217 12.121 1,749 1,818 69 6,896 17,360 24,255 29
  SSE 50 China Rwy Constr 6/06/11 4217.19 0.632 0.535 0.746 2,664 3,147 483 7,379 20,024 27,403 54
  HSI New World Dev 1/08/11 694.75 3.760 3.138 4.505 2,612 3,130 518 7,897 22,636 30,532 119
  HSI-Fin China Life Ins HK 7/02/11 1572.87 2.738 1.870 4.010 4,307 6,307 2,000 9,897 26,943 36,840 71
  BSE Sensex 30 Bharat Heavy   987.93 4.360 3.106 6.118 4,307 6,045 1,738 11,634 31,250 42,884 61
  STI Wilmar International 2/05/11 1091.71 2.824 3.054 2.594 3,083 2,832 -251 11,383 34,333 45,716 -16
  OMXH 25 Nokia 28/02/11 623.48 6.090 5.050 7.344 3,797 4,579 782 12,165 38,130 50,295 33
  PSI 20 Teixeira Duarte 11/04/11 4983.61 0.610 0.210 1.772 3,040 8,830 5,790 17,955 41,170 59,125 628
  GEX MeVis Medical 7/03/11 290.82 12.200 3.450 43.142 3,548 12,547 8,999 26,954 44,718 71,672 636
  SMI Credit Suisse 9/05/11 105.21 29.390 20.098 42.978 3,092 4,522 1,430 28,384 47,810 76,193 128
  NZX 50 long a2 Milk 17/10/11 13498.56 0.139 0.139 1,879 1,872 -7 28,377 49,689 78,066 -17
  Topix (FRA) short Nintendo 1/08/11 236.17 11.060 11.217 10.903 2,612 2,575 -37 28,340 52,301 80,641 -6
  TecDAX SMA Solar 14/03/11 48.04 73.750 40.815 133.261 3,543 6,402 2,859 31,199 55,844 87,043 162
  HSI-Prop China Ov Land & Inv   1348.79 1.313 1.455 1.172 1,772 1,581 -191 31,008 57,615 88,623 -17
    China Res Land   1476.5 1.200 1.137 1.266 1,772 1,870 98 31,106 59,387 90,493 9
  Nordic 30 Nokia   603.58 5.870 5.050 6.823 3,543 4,118 575 31,681 62,930 94,611 28
  FT 30 Lloyds Bank 6/06/11 50.61 52.638 39.734 69.732 2,664 3,529 865 32,547 65,594 98,140 108
  Nikkei (FRA) Resona 14/03/11 521.03 3.400 3.139 3.683 1,772 1,919 147 32,694 67,365 100,059 14
    Tokyo Electric Power   137.33 12.900 2.619 63.540 1,772 8,726 6,954 39,648 69,137 108,785 1,244
Portfolio market l/s instrument bought pieces buy price 24/10/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Nikkei (TYO) Tokyo Electric Power 9/05/11 748.43 4.131 2.616 6.524 3,092 4,883 1,791 41,439 72,229 113,668 170
  Athex LC Piraeus Financial 4/04/11 0.01 432,300.000 78,870.000 2,369,510.460 4,323 23,695 19,372 60,811 76,552 137,363 2,031
  OBX 25 Frontline 11/04/11 39.36 77.243 19.993 298.433 3,040 11,746 8,706 69,517 79,592 149,109 1,139
  OMXS 30 Nokia 11/07/11 352.35 3.954 5.014 2.893 1,393 1,019 -374 69,143 80,985 150,128 -66
    SSAB   148.18 9.401 7.406 11.932 1,393 1,768 375 69,518 82,378 151,897 129
  OMXC 20 Vestas Wind Systems   812.36 3.430 2.606 4.514 2,786 3,667 881 70,399 85,164 155,563 160
  TSX 60 BlackBerry 9/05/11 102.09 30.287 15.134 60.610 3,092 6,188 3,096 73,495 88,256 161,751 351
  CAC Mid 60 Genfit 16/05/11 713.96 3.933 1.872 8.263 2,808 5,900 3,092 76,586 91,064 167,651 438
  SDAX Heidelberger Druck 23/05/11 942.05 2.899 1.587 5.296 2,731 4,989 2,258 78,844 93,795 172,639 317
  Indices Athex Large Cap   0.48 5,689.400 2,906.300 11,137.623 2,731 5,346 2,615 81,459 96,526 177,986 391
  BEL 20 Bekaert 11/07/11 55.23 50.440 34.000 74.829 2,786 4,133 1,347 82,806 99,312 182,118 294
  France Carrefour 27/06/11 95.69 26.450 18.610 37.593 2,531 3,597 1,066 83,873 101,843 185,716 194
  MIB UnipolSai   493.37 5.130 4.123 6.383 2,531 3,149 618 84,491 104,374 188,865 95
  ATX Flughafen Wien 18/07/11 302.41 8.300 8.028 8.582 2,510 2,595 85 84,576 106,884 191,460 13
  ASX 50 Macquarie Group 25/07/11 117.49 20.828 18.777 23.103 2,447 2,714 267 84,843 109,331 194,174 52
  DJ Global Titans Bank of America   351.09 6.970 4.838 10.040 2,447 3,525 1,078 85,921 111,778 197,699 332
  S&P 100 AIG 1/08/11 131.52 19.860 18.101 21.790 2,612 2,866 254 86,175 114,390 200,565 50
  HDAX Commerzbank   138.93 18.801 13.116 26.950 2,612 3,744 1,132 87,307 117,002 204,309 378
  SP Global 100 Carrefour   130.08 20.080 18.610 21.666 2,612 2,818 206 87,514 119,614 207,128 39
  Nasdaq 100 long Regeneron 10/10/11 38.22 49.346 43.725 1,886 1,671 -215 87,299 121,500 208,799 -96
  Kospi 50 SK Holdings   19.67 95.875 102.409 1,886 2,014 129 87,427 123,386 210,813 458
  DAX short Commerzbank 8/08/11 140.35 15.354 13.116 17.974 2,155 2,523 368 87,795 125,541 213,336 111
  MDAX Ceconomy   224.22 9.611 10.762 8.460 2,155 1,897 -258 87,537 127,696 215,233 -45
  FTSE Lloyds Bank   57.24 37.648 39.734 35.562 2,155 2,036 -119 87,418 129,851 217,268 -24
  Europe 50 Lloyds Bank   57.24 37.648 39.734 35.562 2,155 2,036 -119 87,298 132,006 219,304 -24
Portfolio market l/s instrument bought pieces buy price 24/10/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  BSE Sensex 50 long Eicher Motors 24/10/11 804.21 2.335   1,878 1,878     133,884 221,182  
  QIX short Pro7-Sat1 8/08/11 153.93 14.000 16.030 11.970 2,155 1,843 -312 86,986 136,039 223,024 -52
  DJIA Goldman Sachs 22/08/11 23.3 73.991 74.865 73.117 1,724 1,704 -20 86,965 137,763 224,728 -7
  Euro 50 Societe Generale 5/09/11 42.1 20.250 19.750 20.763 853 874 22 86,987 138,615 225,602 20
    Unicredit   31.05 27.460 29.606 25.314 853 786 -67 86,920 139,468 226,388 -45
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
31/10/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   17/10/11 0.139 -1,879 1,880 1 6,366  137,589 -31,223 106,366
  Buy   short Heartland 6,222.66 0.302   5/03/12 0.277 1,878        139,467 -33,101  
21/11/11 Buy USA short Netflix 232.76 7.867   28/11/11 7.544 1,831        141,298 -34,932  
    DJTA JetBlue Airways 689.77 2.655   5/12/11 3.509 1,831        143,129 -36,763  
28/11/11 Sell USA short Netflix 232.76 7.544 8.203 21/11/11 7.867 -1,831 1,909 78 6,445  141,298 -34,853 106,445
    FTSE Lloyds Bank 57.24 27.613 51.330 8/08/11 37.648 -2,155 2,938 783 7,228  139,143 -31,915 107,228
    OMXC 20 Vestas Wind Systems 812.36 1.979 5.942 11/07/11 3.430 -2,786 4,827 2,041 9,269  136,357 -27,088 109,269
    OMXS 30 Nokia 352.35 4.082 3.825 11/07/11 3.954 -1,393 1,348 -45 9,224  134,964 -25,740 109,224
      SSAB 148.18 6.652 13.285 11/07/11 9.401 -1,393 1,969 576 9,799  133,571 -23,772 109,799
    Nordic 30 Nokia 603.58 4.150 8.303 14/03/11 5.870 -3,543 5,011 1,468 11,268  130,028 -18,760 111,268
  Buy FTSE long Next 0.74 3,105.900   4/06/12 3,698.710 2,298        132,326 -21,058  
    OMXC 20 Tryg 268.91 8.598   14/05/12 8.768 2,312        134,638 -23,370  
    OMXS 30 Getinge 62.01 18.641   14/05/12 19.967 1,156        135,794 -24,526  
    Nordic 30 Equinor 126.65 18.255   7/05/12 19.757 2,312        138,106 -26,838  
5/12/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,063  135,442 -22,379 113,063
    DJTA JetBlue Airways 689.77 3.509 1.800 21/11/11 2.655 -1,831 1,242 -589 12,474  133,611 -21,137 112,474
  Buy FT 30 long BAT 0.67 3,416.030   12/12/11 3,512.060 2,289        135,900 -23,426  
    DJTA Kirby 47.55 48.011   25/06/12 36.163 2,283        138,183 -25,709  
12/12/11 Sell FT 30 long BAT 0.67 3,512.060   5/12/11 3,416.030 -2,289 2,353 64 12,538  135,894 -23,356 112,538
  Buy   short Lloyds Bank 77.95 28.594   19/12/11 27.968 2,229        138,123 -25,585  
19/12/11 Sell DJIA short Goldman Sachs 23.30 67.244 81.415 22/08/11 73.991 -1,724 1,897 173 12,711  136,399 -23,688 112,711
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,409  134,513 -22,104 112,409
    DAX short Commerzbank 140.35 9.482 24.862 8/08/11 15.354 -2,155 3,489 1,335 13,744  132,358 -18,614 113,744
    Europe 50 Lloyds Bank 57.24 27.968 50.678 8/08/11 37.648 -2,155 2,901 746 14,490  130,203 -15,714 114,490
    FT 30 Lloyds Bank 77.95 27.968 29.234 12/12/11 28.594 -2,229 2,279 50 14,539  127,974 -13,435 114,539
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DJIA long Visa 133.73 18.897   24/08/15 58.880 2,527        130,501 -15,962  
    Kospi 50 short Hyundai Heavy 13.86 182.275   23/01/12 209.385 2,526        133,028 -18,488  
    DAX long Merck (EMD) 68.86 36.695   4/06/12 36.500 2,527        135,554 -21,015  
    Europe 50 Roche 19.48 129.719   20/10/14 222.572 2,527        138,081 -23,542  
    FT 30 Tate & Lyle 3.13 808.105   14/05/12 858.422 2,529        140,611 -26,071  
26/12/11 Sell HSI short New World Dev 694.75 2.465 5.735 1/08/11 3.760 -2,612 3,984 1,372 15,912  137,999 -22,087 115,912
    OMXH 25 Nokia 623.48 3.720 9.970 28/02/11 6.090 -3,797 6,216 2,419 18,331  134,202 -15,871 118,331
    DJ Global Titans Bank of America 351.09 4.202 11.562 25/07/11 6.970 -2,447 4,059 1,612 19,943  131,755 -11,812 119,943
  Buy HSI long Lenovo 5,020.43 0.538   21/05/12 0.656 2,703        134,458 -14,515  
    OMXH 25 Huhtamäki 293.17 9.220   2/01/12 9.150 2,703        137,161 -17,218  
    DJ Global Titans Philip Morris 44.72 60.439   23/01/12 57.914 2,703        139,864 -19,921  
2/01/12 Sell AEX short Philips 154.37 16.490 29.833 28/03/11 22.180 -3,424 4,605 1,181 21,125  136,440 -15,315 121,125
    ISEQ 20 Bank of Ireland 213.24 2.550 21.707 25/04/11 7.440 -1,587 4,629 3,042 24,167  134,853 -10,686 124,167
      Ryanair 471.33 3.780 2.952 25/04/11 3.366 -1,587 1,391 -195 23,972  133,267 -9,295 123,972
    OMXH 25 long Huhtamäki 293.17 9.150   26/12/11 9.220 -2,703 2,683 -21 23,951  130,564 -6,612 123,951
  Buy Germany Encavis 903.02 3.248   14/05/12 2.970 2,933        133,497 -9,545  
    AEX Vopak 71.37 41.095   9/04/12 44.780 2,933        136,430 -12,478  
    ISEQ 20 Flutter 32.52 45.100   21/05/12 50.010 1,467        137,896 -13,945  
      Ryanair 387.96 3.780   21/05/12 4.040 1,466        139,363 -15,412  
    OMXH 25 short Outokumpu 252.41 11.620   9/01/12 12.510 2,933        142,296 -18,345  
9/01/12 Sell S&P 100 short AIG 131.52 18.875 20.895 1/08/11 19.860 -2,612 2,748 136 24,087  139,684 -15,596 124,087
    Euro 50 Societe Generale 42.10 15.000 27.338 5/09/11 20.250 -853 1,151 298 24,386  138,831 -14,445 124,386
      Unicredit 31.05 11.455 65.827 5/09/11 27.460 -853 2,044 1,191 25,577  137,979 -12,402 125,577
    OMXH 25 Outokumpu 252.41 12.510 10.730 2/01/12 11.620 -2,933 2,708 -225 25,352  135,046 -9,693 125,352
    Nikkei (FRA) Resona 521.03 3.458 3.342 14/03/11 3.400 -1,772 1,741 -30 25,322  133,274 -7,952 125,322
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Tokyo Electric Power 137.33 1.740 95.638 14/03/11 12.900 -1,772 13,134 11,362 36,685  131,503 5,182 136,685
  Buy S&P 100 long Biogen 39.25 90.342   3/09/12 116.954 3,546        135,049 1,636  
    Euro 50 ASML 54.72 32.400   24/08/15 74.790 1,773        136,821 -137  
      AB InBev 37.33 47.495   24/08/15 91.280 1,773        138,594 -1,910  
    OMXH 25 Wärtsilä 424.00 8.363   30/01/12 8.837 3,546        142,140 -5,456  
    Nikkei (FRA) Aozora Bank 82.97 21.370   14/05/12 18.670 1,773        143,914 -7,229  
      Nitto Boseki 136.65 12.975   14/05/12 12.260 1,773        145,687 -9,002  
16/01/12 Sell ASX 50 short Macquarie Group 117.49 19.953 21.742 25/07/11 20.828 -2,447 2,554 107 36,792  143,239 -6,447 136,792
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 7/02/11 2.738 -4,307 5,245 938 37,730  138,932 -1,203 137,730
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 14/03/11 1.313 -1,772 1,465 -307 37,423  137,161 262 137,423
      China Res Land 1,476.50 1.413 0.987 14/03/11 1.200 -1,772 1,457 -315 37,108  135,389 1,719 137,108
    OBX 25 Frontline 39.36 17.878 333.728 11/04/11 77.243 -3,040 13,136 10,095 47,203  132,349 14,854 147,203
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 23/05/11 5,689.400 -2,731 6,196 3,465 50,668  129,618 21,050 150,668
  Buy ASX 50 long James Hardie Ind 732.99 5.856   23/01/12 6.001 4,292        133,910 16,758  
    HSI-Fin AIA 1,635.55 2.624   14/05/12 2.577 4,292        138,202 12,466  
    HSI-Prop China Ov Land & Inv 1,392.60 1.541   10/06/13 2.124 2,146        140,348 10,320  
      China Res Land 1,518.65 1.413   10/06/13 2.183 2,146        142,494 8,174  
    HSI-C&I Sands China 1,671.08 2.568   21/05/12 2.614 4,292        146,786 3,882  
    OBX 25 Equinor 222.80 19.264   14/05/12 19.745 4,292        151,078 -410  
    Indices ISEQ-Overall 1.43 3,005.690   21/05/12 3,087.810 4,298        155,377 -4,708  
23/01/12 Sell France short Carrefour 95.69 17.050 41.032 27/06/11 26.450 -2,531 3,926 1,395 52,064  152,846 -782 152,064
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,729  150,182 2,547 152,729
    Kospi 50 Hyundai Heavy 13.86 209.385 155.165 19/12/11 182.275 -2,526 2,151 -376 52,353  147,655 4,698 152,353
    ASX 50 long James Hardie Ind 732.99 6.001   16/01/12 5.856 -4,292 4,399 107 52,460  143,363 9,097 152,460
    HDAX short Commerzbank 138.93 14.511 24.359 1/08/11 18.801 -2,612 3,384 772 53,232  140,751 12,481 153,232
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Nintendo 236.17 10.574 11.568 1/08/11 11.060 -2,612 2,732 120 53,352  138,139 15,213 153,352
    CAC Mid 60 Genfit 713.96 1.723 8.978 16/05/11 3.933 -2,808 6,410 3,602 56,954  135,331 21,623 156,954
    QIX Pro7-Sat1 153.93 17.200 10.800 8/08/11 14.000 -2,155 1,662 -493 56,461  133,176 23,285 156,461
    DJ Global Titans long Philip Morris 44.72 57.914   26/12/11 60.439 -2,703 2,590 -113 56,348  130,473 25,875 156,348
  Buy France Hermes International 17.96 253.600   23/04/12 251.250 4,555        135,028 21,320  
    SSE 50 China Minsheng Bk 6,821.93 0.668   19/03/12 0.633 4,555        139,583 16,765  
    Kospi 50 Samsung Electronics 296.82 15.346   21/05/12 16.200 4,555        144,138 12,210  
    ASX 50 short QBE Insurance 475.19 9.586   30/01/12 9.544 4,555        148,693 7,655  
    HDAX long Dürr 499.18 9.125   4/08/14 28.230 4,555        153,248 3,100  
    Topix (FRA) Fast Retailing 31.17 146.118   27/02/12 148.473 4,555        157,802 -1,454  
    CAC Mid 60 Innate Pharma 2,663.74 1.710   14/05/12 1.650 4,555        162,357 -6,009  
    QIX Freenet 433.19 10.515   18/01/16 28.325 4,555        166,912 -10,564  
    DJ Global Titans short Bank of America 812.10 5.609   6/02/12 6.060 4,555        171,467 -15,119  
30/01/12 Sell ASX 50 short QBE Insurance 475.19 9.544 9.628 23/01/12 9.586 -4,555 4,575 20 56,368  166,912 -10,544 156,368
    SDAX Heidelberger Druck 942.05 1.657 5.072 23/05/11 2.899 -2,731 4,778 2,047 58,415  164,181 -5,766 158,415
    OMXH 25 long Wärtsilä 424.00 8.837   9/01/12 8.363 -3,546 3,747 201 58,616  160,635 -2,020 158,616
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 7/02/11 4.360 -4,307 7,053 2,746 61,362  156,328 5,033 161,362
  Buy ASX 50 long James Hardie Ind 721.64 5.763   17/08/15 12.058 4,159        160,487 874  
    SDAX Encavis 1,376.70 3.021   21/05/12 2.951 4,159        164,646 -3,285  
    OMXH 25 short Nokia 1,071.91 3.880   13/02/12 3.800 4,159        168,805 -7,444  
    BSE Sensex 30 long Hindustan Unilever 686.17 6.061   16/11/15 11.144 4,159        172,964 -11,603  
6/02/12 Sell CAC 40 short Carrefour 100.83 18.345 51.259 9/05/11 30.665 -3,092 5,168 2,076 63,438  169,873 -6,434 163,438
    TecDAX SMA Solar 48.04 50.420 107.875 14/03/11 73.750 -3,543 5,182 1,639 65,078  166,330 -1,252 165,078
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,302  163,020 2,282 165,302
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 11/04/11 0.610 -3,040 9,760 6,720 72,022  159,980 12,042 172,022
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Bank of America 812.10 6.060 5.157 23/01/12 5.609 -4,555 4,188 -367 71,655  155,425 16,231 171,655
  Buy CAC 40 long Airbus 172.49 27.230   9/04/12 29.725 4,697        160,121 11,534  
    IBEX 35 Bankinter 1,360.66 3.452   13/02/12 3.297 4,697        164,818 6,837  
    PSI 20 Jerónimo Martins 365.81 12.840   20/02/12 12.970 4,697        169,515 2,140  
    MerVal short Gr Fin Galicia 7,919.41 0.593   27/02/12 0.596 4,697        174,212 -2,557  
    DJ Global Titans long Apple 372.78 12.600   21/05/12 15.695 4,697        178,910 -7,254  
13/02/12 Sell IBEX 35 long Bankinter 1,360.66 3.297   6/02/12 3.452 -4,697 4,486 -211 71,444  174,213 -2,768 171,444
    OMXH 25 short Nokia 1,071.91 3.800 3.962 30/01/12 3.880 -4,159 4,247 88 71,532  170,054 1,478 171,532
    Nikkei (TYO) Tokyo Electric Power 748.43 1.953 8.741 9/05/11 4.131 -3,092 6,542 3,450 74,982  166,962 8,020 174,982
    Topix (TYO) Nintendo 150.00 10.500 12.949 29/08/11 11.660 -1,749 1,942 193 75,175  165,212 9,963 175,175
    GEX MeVis Medical 290.82 5.650 26.343 7/03/11 12.200 -3,548 7,661 4,113 79,288  161,664 17,624 179,288
  Buy IBEX 35 Sacyr 1,485.21 3.314   20/08/12 1.284 4,922        166,586 12,702  
    OMXH 25 long Nokian Tyres 146.05 33.700   9/04/12 36.040 4,922        171,508 7,780  
    Topix (TYO) Fast Retailing 31.78 154.867   7/05/12 167.646 4,922        176,430 2,858  
    GEX 4SC 79.91 61.593   7/05/12 48.084 4,922        181,352 -2,064  
20/02/12 Sell TSX 60 short BlackBerry 102.09 11.318 81.048 9/05/11 30.287 -3,092 8,274 5,182 84,471  178,260 6,211 184,471
    PSI 20 long Jerónimo Martins 365.81 12.970   6/02/12 12.840 -4,697 4,745 48 84,518  173,563 10,955 184,518
  Buy TSX 60 Constellation Soft 69.11 70.699   16/04/12 66.838 4,886        178,449 6,069  
    PSI 20 short Pharol 1,163.33 4.200   27/02/12 3.989 4,886        183,335 1,183  
    SLI long Sonova 57.29 85.291   23/04/12 82.016 4,886        188,221 -3,703  
27/02/12 Sell PSI 20 short Pharol 1,163.33 3.989 4.422 20/02/12 4.200 -4,886 5,144 258 84,777  183,335 1,441 184,777
    MerVal Gr Fin Galicia 7,919.41 0.596 0.591 6/02/12 0.593 -4,697 4,677 -20 84,757  178,638 6,118 184,757
    Topix (FRA) long Fast Retailing 31.17 148.473   23/01/12 146.118 -4,555 4,628 73 84,830  174,084 10,746 184,830
  Buy PSI 20 Jerónimo Martins 360.28 13.570   12/03/12 14.360 4,889        178,973 5,857  
    Topix (FRA) short Mazda Motor 765.10 6.390   5/03/12 6.150 4,889        183,862 968  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/03/12 Sell NZX 50 short Heartland 6,222.66 0.277 0.329 31/10/11 0.302 -1,878 2,050 172 85,002  181,984 3,018 185,002
    Topix (FRA) Mazda Motor 765.10 6.150 6.639 27/02/12 6.390 -4,889 5,080 191 85,193  177,095 8,098 185,193
  Buy MerVal Aluar 10,068.76 0.480   12/03/12 0.513 4,832        181,927 3,266  
    NZX 50 long a2 Milk 20,782.80 0.233   21/05/12 0.267 4,832        186,759 -1,566  
    Topix (FRA) Isuzu Motors 575.10 8.402   19/03/12 8.620 4,832        191,591 -6,398  
12/03/12 Sell BEL 20 short Bekaert 55.23 24.765 102.733 11/07/11 50.440 -2,786 5,674 2,888 88,081  188,805 -724 188,081
    PSI 20 long Jerónimo Martins 360.28 14.360   27/02/12 13.570 -4,889 5,174 285 88,365  183,916 4,450 188,365
    MerVal short Aluar 10,068.76 0.513 0.447 5/03/12 0.480 -4,832 4,501 -331 88,034  179,084 8,950 188,034
  Buy BEL 20 long Galapagos 392.66 12.540   14/05/12 10.990 4,924        184,008 4,026  
    PSI 20 short Pharol 1,250.06 3.939   26/03/12 4.022 4,924        188,932 -898  
19/03/12 Sell SSE 50 long China Minsheng Bk 6,821.93 0.633   23/01/12 0.668 -4,555 4,319 -236 87,798  184,377 3,421 187,798
    Topix (FRA) Isuzu Motors 575.10 8.620   5/03/12 8.402 -4,832 4,957 125 87,924  179,545 8,379 187,924
  Buy SSE 50 short Anhui Conch Cement 2,509.85 1.955   9/04/12 2.031 4,907        184,452 3,472  
    Topix (FRA) Mazda Motor 759.60 6.460   13/08/12 4.800 4,907        189,359 -1,435  
26/03/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 18/07/11 8.300 -2,510 2,955 445 88,369  186,849 1,520 188,369
    PSI 20 Pharol 1,250.06 4.022 3.856 12/03/12 3.939 -4,924 4,820 -104 88,265  181,925 6,340 188,265
  Buy ATX long Österreichische Post 193.06 25.200   9/04/12 25.800 4,865        186,790 1,475  
    PSI 20 Jerónimo Martins 326.51 14.900   2/04/12 15.420 4,865        191,655 -3,390  
2/04/12 Sell   long Jerónimo Martins 326.51 15.420   26/03/12 14.900 -4,865 5,035 170 88,435  186,790 1,645 188,435
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,674  182,467 24,207 206,674
  Buy PSI 20 Banco Comercial 8,764.04 0.659   20/08/12 0.452 5,772        188,239 18,435  
    Athex LC long EYDAP 1,450.25 3.980   16/04/12 4.030 5,772        194,011 12,663  
9/04/12 Sell SSE 50 short Anhui Conch Cement 2,509.85 2.031 1.880 19/03/12 1.955 -4,907 4,717 -190 106,484  189,104 17,380 206,484
    ATX long Österreichische Post 193.06 25.800   26/03/12 25.200 -4,865 4,981 116 106,600  184,239 22,361 206,600
    CAC 40 Airbus 172.49 29.725   6/02/12 27.230 -4,697 5,127 430 107,030  179,542 27,488 207,030
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX Vopak 71.37 44.780   2/01/12 41.095 -2,933 3,196 263 107,293  176,609 30,684 207,293
    OMXH 25 Nokian Tyres 146.05 36.040   13/02/12 33.700 -4,922 5,264 342 107,635  171,687 35,948 207,635
  Buy SSE 50 China Northern Rare 2,108.45 2.888   4/06/12 3.823 6,089        177,776 29,859  
    ATX short Zumtobel 621.07 9.804   16/04/12 9.950 6,089        183,865 23,770  
    AEX ArcelorMittal 157.22 38.730   3/09/12 35.565 6,089        189,954 17,681  
    OMXH 25 Outokumpu 524.01 11.620   20/08/12 6.980 6,089        196,043 11,592  
16/04/12 Sell ATX short Zumtobel 621.07 9.950 9.658 9/04/12 9.804 -6,089 5,998 -91 107,544  189,954 17,590 207,544
    TSX 60 long Constellation Soft 69.11 66.838   20/02/12 70.699 -4,886 4,619 -267 107,278  185,068 22,209 207,278
    Athex LC EYDAP 1,450.25 4.030   2/04/12 3.980 -5,772 5,845 73 107,350  179,296 28,054 207,350
  Buy ATX Österreichische Post 220.21 26.725   21/05/12 27.000 5,885        185,181 22,169  
    TSX 60 short BlackBerry 582.35 10.106   20/08/12 5.638 5,885        191,066 16,284  
    Athex LC Public Power 3,796.77 1.550   3/09/12 1.330 5,885        196,951 10,399  
23/04/12 Sell France long Hermes International 17.96 251.250   23/01/12 253.600 -4,555 4,512 -42 107,308  192,397 14,911 207,308
    SLI Sonova 57.29 82.016   20/02/12 85.291 -4,886 4,699 -188 107,120  187,510 19,610 207,120
  Buy France short Solocal 3.84 1,476.830   13/08/12 1,038.280 5,671        193,181 13,939  
    MerVal YPF 421.94 13.433   27/08/12 14.446 5,668        198,849 8,271  
    SLI Lonza 164.27 34.504   26/11/12 36.099 5,668        204,517 2,603  
    GCX REC Silicon 1,629.34 3.479   11/02/13 1.027 5,668        210,185 -3,065  
30/04/12 Sell SP Global 100 short Carrefour 130.08 15.175 26.570 1/08/11 20.080 -2,612 3,456 844 107,964  207,573 391 207,964
  Buy   long Apple 330.91 15.738   20/10/14 19.487 5,208        212,781 -4,817  
7/05/12 Sell Nordic 30 long Equinor 126.65 19.757   28/11/11 18.255 -2,312 2,502 190 108,155  210,469 -2,315 208,155
    Topix (TYO) Fast Retailing 31.78 167.646   13/02/12 154.867 -4,922 5,328 406 108,561  205,548 3,013 208,561
    GEX 4SC 79.91 48.084   13/02/12 61.593 -4,922 3,842 -1,080 107,481  200,626 6,856 207,481
  Buy Nordic 30 short Nokia 2,232.50 2.400   13/08/12 2.220 5,358        205,984 1,498  
    Topix (TYO) Sony 457.18 11.720   11/06/12 10.270 5,358        211,342 -3,860  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
14/05/12 Sell Germany long Encavis 903.02 2.970   2/01/12 3.248 -2,933 2,682 -251 107,230  208,409 -1,178 207,230
    MDAX short Ceconomy 224.22 7.298 12.656 8/08/11 9.611 -2,155 2,838 683 107,913  206,254 1,659 207,913
    HSI-Fin long AIA 1,635.55 2.577   16/01/12 2.624 -4,292 4,215 -77 107,836  201,962 5,875 207,836
    BEL 20 Galapagos 392.66 10.990   12/03/12 12.540 -4,924 4,315 -609 107,228  197,038 10,190 207,228
    OMXC 20 Tryg 268.91 8.768   28/11/11 8.598 -2,312 2,358 46 107,274  194,726 12,548 207,274
    OBX 25 Equinor 222.80 19.745   16/01/12 19.264 -4,292 4,399 107 107,381  190,434 16,947 207,381
    OMXS 30 Getinge 62.01 19.967   28/11/11 18.641 -1,156 1,238 82 107,463  189,278 18,185 207,463
    FT 30 Tate & Lyle 3.13 858.422   19/12/11 808.105 -2,529 2,687 157 107,620  186,748 20,872 207,620
    Nikkei (FRA) Aozora Bank 82.97 18.670   9/01/12 21.370 -1,773 1,549 -224 107,396  184,975 22,421 207,396
      Nitto Boseki 136.65 12.260   9/01/12 12.975 -1,773 1,675 -98 107,299  183,202 24,096 207,299
    CAC Mid 60 Innate Pharma 2,663.74 1.650   23/01/12 1.710 -4,555 4,395 -160 107,139  178,647 28,492 207,139
  Buy Germany short SolarWorld 24.90 236.550   10/09/12 182.550 5,890        184,537 22,602  
    MDAX long Dürr 538.10 10.946   21/05/12 10.445 5,890        190,427 16,711  
    HSI-Fin short HK Exchgs & Clrg 518.67 11.356   17/09/12 11.718 5,890        196,317 10,822  
    BEL 20 Bekaert 257.77 22.850   25/06/12 18.225 5,890        202,207 4,931  
    OMXC 20 Vestas Wind Systems 5,197.67 1.133   28/05/12 1.008 5,890        208,097 -959  
    OBX 25 REC Silicon 1,701.57 3.462   3/09/12 2.359 5,890        213,987 -6,849  
    OMXS 30 ABB 227.12 12.967   23/07/12 14.168 2,945        216,932 -9,793  
      Nokia 1,259.41 2.338   23/07/12 1.752 2,945        219,877 -12,738  
    FT 30 Man Group 57.04 103.259   6/08/12 106.958 5,890        225,767 -18,628  
    Nikkei (FRA) Nippon Sheet Glass 325.77 9.040   7/01/13 9.100 2,945        228,712 -21,573  
      Sharp 76.24 38.630   7/01/13 23.550 2,945        231,657 -24,518  
    CAC Mid 60 Vallourec 4.26 1,382.400   10/09/12 1,453.800 5,889        237,546 -30,407  
21/05/12 Sell HSI long Lenovo 5,020.43 0.656   26/12/11 0.538 -2,703 3,292 589 107,728  234,843 -27,115 207,728
    Kospi 50 Samsung Electronics 296.82 16.200   23/01/12 15.346 -4,555 4,809 254 107,982  230,288 -22,307 207,982
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Österreichische Post 220.21 27.000   16/04/12 26.725 -5,885 5,946 61 108,043  224,403 -16,361 208,043
    MDAX Dürr 538.10 10.445   14/05/12 10.946 -5,890 5,620 -270 107,773  218,513 -10,740 207,773
    SDAX Encavis 1,376.70 2.951   30/01/12 3.021 -4,159 4,063 -96 107,677  214,354 -6,678 207,677
    HSI-C&I Sands China 1,671.08 2.614   16/01/12 2.568 -4,292 4,368 76 107,753  210,062 -2,309 207,753
    ISEQ 20 Flutter 32.52 50.010   2/01/12 45.100 -1,467 1,626 160 107,913  208,596 -683 207,913
      Ryanair 387.96 4.040   2/01/12 3.780 -1,466 1,567 101 108,013  207,129 884 208,013
    SMI short Credit Suisse 105.21 15.602 55.361 9/05/11 29.390 -3,092 5,825 2,732 110,746  204,037 6,709 210,746
    NZX 50 long a2 Milk 20,782.80 0.267   5/03/12 0.233 -4,832 5,541 709 111,455  199,205 12,249 211,455
    Indices ISEQ-Overall 1.43 3,087.810   16/01/12 3,005.690 -4,298 4,416 117 111,572  194,907 16,665 211,572
    DJ Global Titans Apple 372.78 15.695   6/02/12 12.600 -4,697 5,851 1,154 112,726  190,210 22,516 212,726
  Buy HSI short China Unicom 4,947.42 1.189   20/08/12 1.370 5,881        196,091 16,635  
    Kospi 50 SK Holdings 104.50 56.279   23/07/12 68.528 5,881        201,972 10,754  
    ATX Zumtobel 596.57 9.858   25/06/12 8.050 5,881        207,853 4,873  
    MDAX Ströer Media 740.40 7.943   28/05/12 8.000 5,881        213,734 -1,008  
    TecDAX SMA Solar 223.48 26.315   22/12/14 14.800 5,881        219,615 -6,889  
    SDAX Klöckner 750.70 7.834   29/10/12 7.058 5,881        225,496 -12,770  
    HSI-C&I Citic Pacific 4,964.54 1.185   17/09/12 0.959 5,881        231,377 -18,651  
    ISEQ 20 Bank of Ireland 1,126.63 2.610   27/08/12 2.490 2,941        234,317 -21,592  
      Smurfit Kappa 529.82 5.550   27/08/12 6.550 2,941        237,258 -24,532  
    SMI long Richemont 122.42 48.039   28/05/12 48.077 5,881        243,139 -30,413  
    NZX 50 short KMD Brands 6,166.51 0.954   30/07/12 0.992 5,881        249,020 -36,294  
    Indices Athex Large Cap 2.90 2,028.100   10/09/12 2,671.700 5,881        254,901 -42,176  
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.519   2/07/12 8.411 5,881        260,782 -48,057  
    DJ Global Titans Telefónica 599.12 9.816   28/05/12 9.440 5,881        266,663 -53,938  
28/05/12 Sell MDAX short Ströer Media 740.40 8.000 7.886 21/05/12 7.943 -5,881 5,839 -42 112,683  260,782 -48,099 212,683
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 5,197.67 1.008 1.274 14/05/12 1.133 -5,890 6,622 732 113,415  254,892 -41,477 213,415
    SMI long Richemont 122.42 48.077   21/05/12 48.039 -5,881 5,886 5 113,420  249,011 -35,591 213,420
    DJ Global Titans short Telefónica 599.12 9.440 10.207 21/05/12 9.816 -5,881 6,115 234 113,654  243,130 -29,476 213,654
  Buy MDAX long Rhön-Klinikum 209.32 21.995   4/06/12 22.100 4,604        247,734 -34,080  
    OMXC 20 GN Store Nord 67.56 68.150   4/06/12 67.500 4,604        252,339 -38,684  
    SMI short Credit Suisse 292.61 15.734   4/06/12 15.300 4,604        256,943 -43,288  
    DJ Global Titans long Apple 282.33 16.307   22/10/12 17.386 4,604        261,547 -47,892  
4/06/12 Sell SSE 50 long China Northern Rare 2,108.45 3.823   9/04/12 2.888 -6,089 8,061 1,972 115,626  255,458 -39,831 215,626
    DAX Merck (EMD) 68.86 36.500   19/12/11 36.695 -2,527 2,513 -13 115,613  252,931 -37,318 215,613
    MDAX Rhön-Klinikum 209.32 22.100   28/05/12 21.995 -4,604 4,626 22 115,635  248,327 -32,692 215,635
    FTSE Next 0.74 3,698.710   28/11/11 3,105.900 -2,298 2,737 439 116,073  246,028 -29,955 216,073
    OMXC 20 GN Store Nord 67.56 67.500   28/05/12 68.150 -4,604 4,560 -44 116,030  241,424 -25,395 216,030
    SMI short Credit Suisse 292.61 15.300 16.181 28/05/12 15.734 -4,604 4,735 131 116,160  236,820 -20,660 216,160
  Buy SSE 50 China Unicom 9,658.10 0.506   10/12/12 0.413 4,887        241,707 -25,547  
    DAX thyssenkrupp 385.71 12.670   16/07/12 14.565 4,887        246,594 -30,434  
    MDAX Ströer Media 583.52 8.375   18/06/12 8.546 4,887        251,481 -35,321  
    FTSE Aviva 14.62 334.157   30/07/12 382.206 4,885        256,367 -40,206  
    OMXC 20 Vestas Wind Systems 5,599.22 0.873   18/06/12 0.791 4,887        261,254 -45,093  
    SMI long Swiss Re 111.72 43.744   11/06/12 46.079 4,887        266,141 -49,980  
11/06/12 Sell   long Swiss Re 111.72 46.079   4/06/12 43.744 -4,887 5,148 261 116,421  261,254 -44,833 216,421
    Topix (TYO) short Sony 457.18 10.270 13.374 7/05/12 11.720 -5,358 6,114 756 117,177  255,896 -38,718 217,177
  Buy SMI Credit Suisse 277.50 16.076   18/06/12 14.519 4,461        260,357 -43,179  
    Topix (TYO) long Subaru 737.66 6.048   11/01/16 33.663 4,461        264,818 -47,640  
18/06/12 Sell MDAX short Ströer Media 583.52 8.546 8.204 4/06/12 8.375 -4,887 4,787 -100 117,078  259,931 -42,853 217,078
    OMXC 20 Vestas Wind Systems 5,599.22 0.791 0.963 4/06/12 0.873 -4,887 5,394 507 117,585  255,044 -37,459 217,585
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Credit Suisse 277.50 14.519 17.799 11/06/12 16.076 -4,461 4,939 478 118,063  250,583 -32,519 218,063
  Buy MDAX long Dürr 409.81 11.318   25/06/12 11.594 4,638        255,221 -37,157  
    OMXC 20 GN Store Nord 63.32 73.250   25/06/12 71.650 4,638        259,859 -41,796  
    SMI Swiss Re 99.49 46.620   19/11/12 54.864 4,638        264,497 -46,434  
25/06/12 Sell ATX short Zumtobel 596.57 8.050 12.072 21/05/12 9.858 -5,881 7,202 1,321 119,384  258,616 -39,232 219,384
    MDAX long Dürr 409.81 11.594   18/06/12 11.318 -4,638 4,751 113 119,497  253,978 -34,481 219,497
    RTX short Mobile TeleSystems 212.01 13.400 11.240 1/08/11 12.320 -2,612 2,383 -229 119,268  251,366 -32,098 219,268
    BEL 20 Bekaert 257.77 18.225 28.649 14/05/12 22.850 -5,890 7,385 1,495 120,763  245,476 -24,713 220,763
    OMXC 20 long GN Store Nord 63.32 71.650   18/06/12 73.250 -4,638 4,537 -101 120,662  240,838 -20,176 220,662
    DJTA Kirby 47.55 36.163   5/12/11 48.011 -2,283 1,720 -563 120,098  238,555 -18,457 220,098
  Buy ATX Österreichische Post 194.71 25.890   29/07/13 31.600 5,041        243,596 -23,498  
    MDAX short Ströer Media 626.91 8.041   2/07/12 8.090 5,041        248,637 -28,539  
    RTX long Magnit 237.22 21.250   2/07/12 22.430 5,041        253,678 -33,580  
    BEL 20 Galapagos 411.51 12.250   22/10/12 16.900 5,041        258,719 -38,621  
    OMXC 20 short Vestas Wind Systems 6,211.95 0.812   16/07/12 0.678 5,041        263,760 -43,662  
    DJTA Ryder System 184.49 27.323   2/07/12 27.880 5,041        268,801 -48,702  
2/07/12 Sell MDAX short Ströer Media 626.91 8.090 7.992 25/06/12 8.041 -5,041 5,010 -31 120,068  263,760 -43,692 220,068
    RTX long Magnit 237.22 22.430   25/06/12 21.250 -5,041 5,321 280 120,348  258,719 -38,371 220,348
    DJTA short Ryder System 184.49 27.880 26.767 25/06/12 27.323 -5,041 4,938 -103 120,245  253,678 -33,433 220,245
    STI Wilmar International 1,091.71 2.197 3.631 2/05/11 2.824 -3,083 3,964 881 121,125  250,595 -29,470 221,125
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.411 8.629 21/05/12 8.519 -5,881 5,957 76 121,201  244,714 -23,513 221,201
  Buy MDAX long Dürr 396.47 12.465   23/07/12 13.345 4,942        249,656 -28,455  
    RTX short RusHydro 2,434.48 2.030   9/07/12 2.080 4,942        254,598 -33,397  
    DJTA long Delta Air Lines 562.86 8.780   17/09/12 7.031 4,942        259,540 -38,339  
    STI ThaiBev 23,289.35 0.212   10/06/13 0.382 4,942        264,482 -43,281  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) OKI Electric 387.16 12.765   16/07/12 12.784 4,942        269,424 -48,223  
9/07/12 Sell RTX short RusHydro 2,434.48 2.080 1.980 2/07/12 2.030 -4,942 4,820 -122 121,079  264,482 -43,403 221,079
  Buy   long Magnit 205.22 21.640   16/07/12 22.510 4,441        268,923 -47,843  
16/07/12 Sell DAX short thyssenkrupp 385.71 14.565 10.775 4/06/12 12.670 -4,887 4,156 -731 120,349  264,036 -43,687 220,349
    RTX long Magnit 205.22 22.510   9/07/12 21.640 -4,441 4,620 179 120,527  259,595 -39,068 220,527
    OMXC 20 short Vestas Wind Systems 6,211.95 0.678 0.971 25/06/12 0.812 -5,041 6,031 990 121,517  254,554 -33,037 221,517
    Nikkei (TYO) long OKI Electric 387.16 12.784   2/07/12 12.765 -4,942 4,949 7 121,525  249,612 -28,087 221,525
  Buy DAX Continental 81.22 59.533   11/08/14 133.083 4,835        254,447 -32,923  
    RTX short RusHydro 2,269.95 2.130   3/09/12 2.010 4,835        259,282 -37,758  
    OMXC 20 long Genmab 570.92 8.469   24/06/13 22.604 4,835        264,117 -42,593  
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.629   19/11/12 7.143 4,835        268,952 -47,428  
23/07/12 Sell Kospi 50 short SK Holdings 104.50 68.528 44.029 21/05/12 56.279 -5,881 4,601 -1,280 120,244  263,071 -42,827 220,244
    MDAX long Dürr 396.47 13.345   2/07/12 12.465 -4,942 5,291 349 120,593  258,129 -37,536 220,593
    OMXS 30 short ABB 227.12 14.168 11.765 14/05/12 12.967 -2,945 2,672 -273 120,320  255,184 -34,864 220,320
      Nokia 1,259.41 1.752 3.121 14/05/12 2.338 -2,945 3,931 986 121,306  252,239 -30,933 221,306
  Buy Kospi 50 long Amorepacific Group 181.88 26.166   20/10/14 87.497 4,759        256,998 -35,692  
    MDAX short Ströer Media 600.35 7.927   6/08/12 7.080 4,759        261,757 -40,451  
    OMXS 30 long Electrolux 134.27 17.722   24/06/13 19.030 2,379        264,137 -42,830  
      Swedbank 172.57 13.789   24/06/13 16.871 2,380        266,516 -45,210  
30/07/12 Sell FTSE short Aviva 14.62 382.206 286.108 4/06/12 334.157 -4,885 4,183 -702 120,604  261,631 -41,027 220,604
    NZX 50 KMD Brands 6,166.51 0.992 0.916 21/05/12 0.954 -5,881 5,647 -234 120,369  255,750 -35,380 220,369
  Buy FTSE long Ashtead 13.88 333.248   24/08/15 1,199.890 4,625        260,375 -40,006  
6/08/12 Sell MDAX short Ströer Media 600.35 7.080 8.875 23/07/12 7.927 -4,759 5,328 569 120,939  255,616 -34,678 220,939
    FT 30 Man Group 57.04 106.958 99.561 14/05/12 103.259 -5,890 5,679 -211 120,728  249,726 -28,999 220,728
  Buy MDAX long Dürr 346.38 13.838   29/10/12 14.790 4,793        254,519 -33,792  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Ferguson 1.56 3,068.570   24/06/13 3,452.810 4,787        259,306 -38,579  
13/08/12 Sell France short Solocal 3.84 1,038.280 2,100.620 23/04/12 1,476.830 -5,671 8,066 2,395 123,123  253,635 -30,512 223,123
    Nordic 30 Nokia 2,232.50 2.220 2.595 7/05/12 2.400 -5,358 5,792 434 123,558  248,277 -24,720 223,558
    Topix (FRA) Mazda Motor 759.60 4.800 8.694 19/03/12 6.460 -4,907 6,604 1,697 125,255  243,370 -18,116 225,255
  Buy France long Eurofins Scientific 500.05 10.355   22/04/13 15.325 5,178        248,548 -23,294  
    Nordic 30 Pandora 462.64 11.192   3/06/13 26.264 5,178        253,726 -28,472  
    Topix (FRA) Softbank 320.84 16.139   3/09/12 15.996 5,178        258,904 -33,650  
20/08/12 Sell HSI short China Unicom 4,947.42 1.370 1.008 21/05/12 1.189 -5,881 4,987 -895 124,360  253,023 -28,663 224,360
    IBEX 35 Sacyr 1,485.21 1.284 8.553 13/02/12 3.314 -4,922 12,704 7,782 132,142  248,101 -15,960 232,142
    OMXH 25 Outokumpu 524.01 6.980 19.345 9/04/12 11.620 -6,089 10,137 4,048 136,189  242,012 -5,823 236,189
    TSX 60 BlackBerry 582.35 5.638 18.115 16/04/12 10.106 -5,885 10,549 4,664 140,854  236,127 4,726 240,854
    PSI 20 Banco Comercial 8,764.04 0.452 0.960 2/04/12 0.659 -5,772 8,410 2,638 143,492  230,355 13,136 243,492
  Buy HSI long Galaxy Entertainment 2,727.12 2.352   22/04/13 3.135 6,415        236,770 6,721  
    IBEX 35 Grifols 570.73 11.240   5/11/12 13.025 6,415        243,185 306  
    OMXH 25 Huhtamäki 539.53 11.890   22/10/12 12.450 6,415        249,600 -6,109  
    TSX 60 Couche-Tard 959.61 6.685   22/04/13 7.405 6,415        256,015 -12,524  
27/08/12 Sell ISEQ 20 short Bank of Ireland 1,126.63 2.490 2.736 21/05/12 2.610 -2,941 3,082 142 143,633  253,075 -9,442 243,633
      Smurfit Kappa 529.82 6.550 4.550 21/05/12 5.550 -2,941 2,411 -530 143,104  250,134 -7,031 243,104
    MerVal YPF 421.94 14.446 12.421 23/04/12 13.433 -5,668 5,241 -427 142,676  244,466 -1,790 242,676
  Buy ISEQ 20 long Kerry 80.12 37.580   17/06/13 42.250 3,011        247,477 -4,801  
      Smurfit Kappa 459.69 6.550   17/06/13 12.270 3,011        250,488 -7,812  
3/09/12 Sell S&P 100 long Biogen 39.25 116.954   9/01/12 90.342 -3,546 4,590 1,045 143,721  246,942 -3,222 243,721
    AEX short ArcelorMittal 157.22 35.565 42.177 9/04/12 38.730 -6,089 6,631 542 144,263  240,853 3,409 244,263
    RTX RusHydro 2,269.95 2.010 2.257 16/07/12 2.130 -4,835 5,124 289 144,552  236,018 8,533 244,552
    OBX 25 REC Silicon 1,701.57 2.359 5.080 14/05/12 3.462 -5,890 8,643 2,753 147,305  230,128 17,177 247,305
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Public Power 3,796.77 1.330 1.806 16/04/12 1.550 -5,885 6,858 974 148,279  224,243 24,035 248,279
    Topix (FRA) long Softbank 320.84 15.996   13/08/12 16.139 -5,178 5,132 -46 148,233  219,065 29,167 248,233
  Buy S&P 100 short HP 513.22 13.511   17/09/12 13.872 6,934        225,999 22,233  
    RTX long Magnit 286.29 24.220   17/09/12 27.650 6,934        232,933 15,299  
    OBX 25 Grieg Seafood 5,056.15 1.371   7/01/13 1.707 6,934        239,867 8,365  
    Athex LC Alpha Bank 103.49 67.000   25/03/13 37.850 6,934        246,801 1,432  
    MerVal short Pampa Energía 41,249.26 0.168   10/09/12 0.164 6,934        253,735 -5,502  
    Topix (FRA) Kansai Electric Pwr 1,216.06 5.702   11/03/13 6.145 6,934        260,669 -12,436  
10/09/12 Sell Germany short SolarWorld 24.90 182.550 306.524 14/05/12 236.550 -5,890 7,632 1,742 149,975  254,779 -4,804 249,975
    MerVal Pampa Energía 41,249.26 0.164 0.172 3/09/12 0.168 -6,934 7,107 173 150,148  247,845 2,303 250,148
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 14/05/12 1,382.400 -5,889 5,585 -304 149,844  241,956 7,888 249,844
    Indices Athex Large Cap 2.90 2,671.700 1,384.500 21/05/12 2,028.100 -5,881 4,015 -1,866 147,978  236,074 11,903 247,978
  Buy Germany long ADLER Real Estate 5,505.93 1.180   24/06/13 2.050 6,497        242,571 5,406  
    CAC Mid 60 Eurofins Scientific 590.64 11.000   22/04/13 15.325 6,497        249,069 -1,091  
    Indices OMXC 20 97.84 66.404   17/06/13 70.001 6,497        255,566 -7,588  
17/09/12 Sell S&P 100 short HP 513.22 13.872 13.150 3/09/12 13.511 -6,934 6,749 -185 147,792  248,631 -839 247,792
    RTX long Magnit 286.29 27.650   3/09/12 24.220 -6,934 7,916 982 148,774  241,698 7,077 248,774
    HSI-Fin short HK Exchgs & Clrg 518.67 11.718 10.994 14/05/12 11.356 -5,890 5,702 -188 148,586  235,808 12,779 248,586
    HSI-C&I Citic Pacific 4,964.54 0.959 1.464 21/05/12 1.185 -5,881 7,267 1,386 149,972  229,927 20,045 249,972
    DJTA long Delta Air Lines 562.86 7.031   2/07/12 8.780 -4,942 3,958 -984 148,988  224,985 24,003 248,988
  Buy S&P 100 Gilead Sciences 272.28 25.063   13/10/14 79.611 6,824        231,809 17,179  
    CAC 40 Credit Agricole 1,140.37 5.984   24/09/12 5.714 6,824        238,633 10,355  
    RTX short RusHydro 3,265.07 2.090   4/02/13 1.770 6,824        245,457 3,531  
    HSI-Fin long Bank of China (HK) 2,859.06 2.387   13/05/13 2.748 6,824        252,281 -3,293  
    HSI-C&I Galaxy Entertainment 2,807.08 2.431   8/04/13 3.018 6,824        259,105 -10,117  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA short Expeditors Wash 232.79 29.314   24/09/12 28.398 6,824        265,929 -16,941  
24/09/12 Sell CAC 40 long Credit Agricole 1,140.37 5.714   17/09/12 5.984 -6,824 6,516 -308 148,680  259,105 -10,425 248,680
    DJTA short Expeditors Wash 232.79 28.398 30.259 17/09/12 29.314 -6,824 7,044 220 148,900  252,281 -3,381 248,900
  Buy   long Avis Budget 494.16 12.419   20/07/15 38.916 6,137        258,418 -9,518  
1/10/12 Buy CAC Next 20 short Hermes International 28.30 211.450   10/12/12 235.500 5,984        264,402 -15,502  
15/10/12 Buy AEX short KPN 1,608.94 3.626   2/02/15 2.756 5,834        270,236 -21,336  
    MerVal Pampa Energía 38,687.00 0.151   22/10/12 0.141 5,834        276,070 -27,170  
22/10/12 Sell BEL 20 long Galapagos 411.51 16.900   25/06/12 12.250 -5,041 6,955 1,914 150,813  271,029 -20,215 250,813
    OMXH 25 Huhtamäki 539.53 12.450   20/08/12 11.890 -6,415 6,717 302 151,116  264,614 -13,498 251,116
    MerVal short Pampa Energía 38,687.00 0.141 0.161 15/10/12 0.151 -5,834 6,244 410 151,526  258,780 -7,254 251,526
    DJ Global Titans long Apple 282.33 17.386   28/05/12 16.307 -4,604 4,909 305 151,830  254,176 -2,345 251,830
  Buy BEL 20 short Bekaert 289.02 21.580   12/11/12 21.290 6,237        260,413 -8,583  
    OMXH 25 Outokumpu 963.99 6.470   5/11/12 6.200 6,237        266,650 -14,820  
    DJ Global Titans Telefónica 594.00 10.500   29/10/12 10.070 6,237        272,887 -21,057  
29/10/12 Sell MDAX long Dürr 346.38 14.790   6/08/12 13.838 -4,793 5,123 330 152,160  268,094 -15,934 252,160
    SDAX short Klöckner 750.70 7.058 8.695 21/05/12 7.834 -5,881 6,528 647 152,807  262,213 -9,406 252,807
    DJ Global Titans Telefónica 594.00 10.070 10.948 22/10/12 10.500 -6,237 6,503 266 153,073  255,976 -2,903 253,073
  Buy MDAX Ströer Media 943.29 6.630   14/01/13 6.901 6,254        262,230 -9,157  
    SDAX long ADLER Real Estate 3,958.23 1.580   26/11/12 1.285 6,254        268,484 -15,411  
    MerVal short Pampa Energía 43,190.61 0.145   24/12/12 0.147 6,254        274,738 -21,665  
    BAX long KUKA 267.55 23.375   24/06/13 31.820 6,254        280,992 -27,919  
    DJ Global Titans Bank of America 868.18 7.204   16/12/13 11.075 6,254        287,246 -34,173  
5/11/12 Sell MIB short UnipolSai 493.37 0.935 28.146 27/06/11 5.130 -2,531 13,887 11,356 164,429  284,715 -20,286 264,429
    IBEX 35 long Grifols 570.73 13.025   20/08/12 11.240 -6,415 7,434 1,019 165,447  278,300 -12,852 265,447
    OMXH 25 short Outokumpu 963.99 6.200 6.752 22/10/12 6.470 -6,237 6,509 272 165,719  272,063 -6,344 265,719
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MIB long Azimut 696.90 9.304   4/08/14 18.460 6,484        278,547 -12,828  
    OMXH 25 Konecranes 256.79 25.250   12/11/12 24.380 6,484        285,031 -19,312  
12/11/12 Sell BEL 20 short Bekaert 289.02 21.290 21.874 22/10/12 21.580 -6,237 6,322 85 165,804  278,794 -12,990 265,804
    OMXH 25 long Konecranes 256.79 24.380   5/11/12 25.250 -6,484 6,261 -223 165,581  272,310 -6,729 265,581
  Buy BEL 20 Galapagos 382.67 16.910   24/06/13 14.210 6,471        278,781 -13,200  
    OMXH 25 short Outokumpu 1,007.94 6.420   31/12/12 7.400 6,471        285,252 -19,671  
19/11/12 Sell SMI long Swiss Re 99.49 54.864   18/06/12 46.620 -4,638 5,458 820 166,401  280,613 -14,213 266,401
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.143 8.148 16/07/12 7.629 -4,835 5,164 329 166,730  275,778 -9,049 266,730
  Buy PSI 20 Impresa 22,213.79 0.290   17/12/12 0.300 6,442        282,220 -15,491  
    SMI Julius Bär 246.63 26.121   17/12/12 27.324 6,442        288,663 -21,933  
    Nikkei (TYO) long Subaru 787.94 8.176   7/10/13 20.003 6,442        295,104 -28,375  
26/11/12 Sell SDAX long ADLER Real Estate 3,958.23 1.285   29/10/12 1.580 -6,254 5,086 -1,168 165,562  288,850 -23,288 265,562
    SLI short Lonza 164.27 36.099 32.909 23/04/12 34.504 -5,668 5,406 -262 165,300  283,183 -17,882 265,300
  Buy SDAX Deutz 1,903.08 3.250   10/12/12 3.138 6,185        289,368 -24,067  
    SLI long Swiss Life 59.35 104.219   24/06/13 120.698 6,185        295,553 -30,253  
10/12/12 Sell SSE 50 short China Unicom 9,658.10 0.413 0.620 4/06/12 0.506 -4,887 5,983 1,096 166,396  290,666 -24,270 266,396
    SDAX Deutz 1,903.08 3.138 3.366 26/11/12 3.250 -6,185 6,406 221 166,617  284,481 -17,864 266,617
    CAC Next 20 Hermes International 28.30 235.500 187.400 1/10/12 211.450 -5,984 5,303 -681 165,937  278,497 -12,560 265,937
  Buy SSE 50 long China Rwy Constr 8,846.37 0.716   29/04/13 0.634 6,334        284,831 -18,894  
    CAC 40 Societe Generale 219.82 28.815   14/01/13 34.140 6,334        291,165 -25,228  
    SDAX ADLER Real Estate 4,524.29 1.400   10/06/13 2.099 6,334        297,499 -31,562  
17/12/12 Sell PSI 20 short Impresa 22,213.79 0.300 0.280 19/11/12 0.290 -6,442 6,220 -222 165,714  291,057 -25,343 265,714
    SMI Julius Bär 246.63 27.324 24.917 19/11/12 26.121 -6,442 6,145 -297 165,418  284,615 -19,197 265,418
  Buy   long Richemont 102.71 59.929   14/10/13 74.199 6,155        290,770 -25,353  
24/12/12 Sell MerVal short Pampa Energía 43,190.61 0.147 0.143 29/10/12 0.145 -6,254 6,163 -91 165,327  284,516 -19,189 265,327
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Gr Fin Galicia 8,822.77 0.697   27/05/13 0.697 6,153        290,669 -25,342  
31/12/12 Sell OMXH 25 short Outokumpu 1,007.94 7.400 5.440 12/11/12 6.420 -6,471 5,483 -988 164,339  284,198 -19,859 264,339
  Buy   long Orion 275.32 22.200   18/03/13 22.000 6,112        290,310 -25,971  
7/01/13 Sell OBX 25 long Grieg Seafood 5,056.15 1.707   3/09/12 1.371 -6,934 8,629 1,695 166,034  283,376 -17,342 266,034
    Nikkei (FRA) short Nippon Sheet Glass 325.77 9.100 8.980 14/05/12 9.040 -2,945 2,925 -20 166,015  280,431 -14,416 266,015
      Sharp 76.24 23.550 63.366 14/05/12 38.630 -2,945 4,831 1,886 167,901  277,486 -9,585 267,901
  Buy IBEX 35 long Mediaset Esp 1,133.60 5.696   4/02/13 5.150 6,457        283,943 -16,042  
    OBX 25 short REC Silicon 3,582.64 1.802   21/01/13 1.488 6,457        290,400 -22,499  
    Nikkei (FRA) long Subaru 326.11 9.900   14/01/13 9.907 3,228        293,629 -25,728  
      Shinsei Bank 206.96 15.600   14/01/13 13.840 3,229        296,857 -28,956  
14/01/13 Sell CAC 40 long Societe Generale 219.82 34.140   10/12/12 28.815 -6,334 7,505 1,171 169,071  290,523 -21,452 269,071
    MDAX short Ströer Media 943.29 6.901 6.359 29/10/12 6.630 -6,254 5,998 -256 168,816  284,269 -15,453 268,816
    Nikkei (FRA) long Subaru 326.11 9.907   7/01/13 9.900 -3,228 3,231 2 168,818  281,041 -12,223 268,818
      Shinsei Bank 206.96 13.840   7/01/13 15.600 -3,229 2,864 -364 168,454  277,812 -9,358 268,454
  Buy CAC 40 short Engie 419.77 15.430   28/01/13 15.390 6,477        284,289 -15,835  
    MDAX long KUKA 229.80 28.185   24/06/13 31.820 6,477        290,766 -22,312  
    Nikkei (FRA) short Screen 166.20 19.485   11/02/13 16.805 3,238        294,004 -25,551  
21/01/13 Sell OBX 25 short REC Silicon 3,582.64 1.488 2.182 7/01/13 1.802 -6,457 7,819 1,362 169,815  287,547 -17,732 269,815
  Buy   long Grieg Seafood 3,629.35 1.736   28/01/13 1.688 6,302        293,849 -24,034  
28/01/13 Sell CAC 40 short Engie 419.77 15.390 15.470 14/01/13 15.430 -6,477 6,494 17 169,832  287,372 -17,540 269,832
    OBX 25 long Grieg Seafood 3,629.35 1.688   21/01/13 1.736 -6,302 6,127 -175 169,657  281,070 -11,413 269,657
  Buy CAC 40 Credit Agricole 831.74 7.762   11/02/13 7.414 6,456        287,526 -17,869  
    OBX 25 short REC Silicon 4,173.78 1.547   25/02/13 1.312 6,456        293,982 -24,325  
4/02/13 Sell IBEX 35 long Mediaset Esp 1,133.60 5.150   7/01/13 5.696 -6,457 5,838 -619 169,038  287,525 -18,487 269,038
    RTX short RusHydro 3,265.07 1.770 2.468 17/09/12 2.090 -6,824 8,058 1,234 170,272  280,701 -10,429 270,272
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Magnit 187.42 34.660   11/03/13 34.010 6,496        287,197 -16,925  
11/02/13 Sell CAC 40 long Credit Agricole 831.74 7.414   28/01/13 7.762 -6,456 6,167 -289 169,983  280,741 -10,759 269,983
    Nikkei (FRA) short Screen 166.20 16.805 22.592 14/01/13 19.485 -3,238 3,755 516 170,499  277,503 -7,004 270,499
    GCX REC Silicon 1,629.34 1.027 11.783 23/04/12 3.479 -5,668 19,199 13,531 184,030  271,835 12,195 284,030
  Buy CAC 40 Orange 939.36 7.883   25/02/13 7.479 7,405        279,240 4,790  
    ÖkoDAX (deprecated) long PNE Wind 2,654.12 2.790   29/04/13 2.700 7,405        286,645 -2,615  
    Nikkei (FRA) Subaru 342.82 10.800   26/08/13 18.441 3,702        290,347 -6,318  
      Mazda Motor 297.51 12.445   26/08/13 15.485 3,703        294,050 -10,020  
    GCX SunPower 1,048.47 7.063   25/11/13 21.795 7,405        301,455 -17,425  
18/02/13 Buy GEX long MBB 360.27 18.500   22/04/13 17.650 6,665        308,120 -24,090  
25/02/13 Sell CAC 40 short Orange 939.36 7.479 8.309 11/02/13 7.883 -7,405 7,805 400 184,430  300,715 -16,285 284,430
    OBX 25 REC Silicon 4,173.78 1.312 1.824 28/01/13 1.547 -6,456 7,614 1,158 185,588  294,259 -8,671 285,588
  Buy CAC 40 long Credit Agricole 926.02 7.475   22/04/13 6.300 6,922        301,181 -15,593  
    OBX 25 Norwegian 2.37 2,924.050   15/04/13 2,803.560 6,930        308,111 -22,523  
11/03/13 Sell RTX long Magnit 187.42 34.010   4/02/13 34.660 -6,496 6,374 -122 185,466  301,615 -16,149 285,466
    Topix (FRA) short Kansai Electric Pwr 1,216.06 6.145 5.259 3/09/12 5.702 -6,934 6,395 -539 184,927  294,681 -9,754 284,927
  Buy RTX RusHydro 4,094.64 1.680   14/09/15 0.774 6,879        301,560 -16,633  
    Topix (FRA) long Mazda Motor 556.78 12.355   1/04/13 11.250 6,879        308,439 -23,512  
18/03/13 Sell OMXH 25 long Orion 275.32 22.000   31/12/12 22.200 -6,112 6,057 -55 184,872  302,327 -17,455 284,872
  Buy   short Outokumpu 1,211.05 5.520   16/09/13 4.600 6,685        309,012 -24,140  
25/03/13 Sell Athex LC long Alpha Bank 103.49 37.850   3/09/12 67.000 -6,934 3,917 -3,017 181,856  302,078 -20,222 281,856
  Buy   short Eurobank Ergasias 25.15 260.000   30/09/13 50.000 6,539        308,617 -26,761  
1/04/13 Sell Topix (FRA) long Mazda Motor 556.78 11.250   11/03/13 12.355 -6,879 6,264 -615 181,240  301,738 -20,498 281,240
  Buy   short Nidec 595.12 10.953   15/04/13 10.948 6,518        308,256 -27,016  
8/04/13 Sell HSI-C&I long Galaxy Entertainment 2,807.08 3.018   17/09/12 2.431 -6,824 8,473 1,649 182,889  301,432 -18,543 282,889
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
15/04/13 Sell OBX 25 long Norwegian 2.37 2,803.560   25/02/13 2,924.050 -6,930 6,644 -286 182,604  294,502 -11,898 282,604
    Topix (FRA) short Nidec 595.12 10.948 10.957 1/04/13 10.953 -6,518 6,521 3 182,606  287,984 -5,378 282,606
  Buy OBX 25 Frontline 934.86 7.413   21/10/13 8.829 6,930        294,914 -12,308  
    Topix (FRA) long Mazda Motor 592.05 11.705   3/06/13 14.600 6,930        301,844 -19,238  
22/04/13 Sell France long Eurofins Scientific 500.05 15.325   13/08/12 10.355 -5,178 7,663 2,485 185,092  296,666 -11,574 285,092
    HSI Galaxy Entertainment 2,727.12 3.135   20/08/12 2.352 -6,415 8,549 2,134 187,225  290,251 -3,026 287,225
    CAC 40 Credit Agricole 926.02 6.300   25/02/13 7.475 -6,922 5,834 -1,088 186,137  283,329 2,808 286,137
    TSX 60 Couche-Tard 959.61 7.405   20/08/12 6.685 -6,415 7,106 691 186,828  276,914 9,914 286,828
    CAC Mid 60 Eurofins Scientific 590.64 15.325   10/09/12 11.000 -6,497 9,052 2,555 189,383  270,417 18,966 289,383
    GEX MBB 360.27 17.650   18/02/13 18.500 -6,665 6,359 -306 189,076  263,752 25,324 289,076
  Buy France short ArcelorMittal 299.02 26.286   6/05/13 29.061 7,860        271,612 17,464  
    HSI China Shenhua HK 3,089.38 2.544   16/09/13 2.475 7,860        279,472 9,604  
    CAC 40 ArcelorMittal 299.02 26.286   5/08/13 28.620 7,860        287,332 1,744  
    TSX 60 Barrick Gold 543.43 14.464   30/09/13 13.729 7,860        295,192 -6,116  
    CAC Mid 60 CGG 15.79 497.920   29/04/13 532.320 7,862        303,054 -13,978  
    GEX YOC 1,556.74 5.049   23/09/13 2.219 7,860        310,914 -21,838  
29/04/13 Sell SSE 50 long China Rwy Constr 8,846.37 0.634   10/12/12 0.716 -6,334 5,611 -723 188,354  304,580 -16,227 288,354
    ÖkoDAX (deprecated) PNE Wind 2,654.12 2.700   11/02/13 2.790 -7,405 7,166 -239 188,115  297,175 -9,061 288,115
    CAC Mid 60 short CGG 15.79 532.320 463.520 22/04/13 497.920 -7,862 7,319 -543 187,572  289,313 -1,742 287,572
  Buy SSE 50 China Northern Rare 3,147.58 2.270   6/05/13 2.286 7,145        296,458 -8,887  
    ÖkoDAX (deprecated) SolarWorld 67.37 106.050   13/04/15 14.550 7,145        303,603 -16,031  
6/05/13 Sell France short ArcelorMittal 299.02 29.061 23.511 22/04/13 26.286 -7,860 7,030 -830 186,742  295,743 -9,001 286,742
    SSE 50 China Northern Rare 3,147.58 2.286 2.254 29/04/13 2.270 -7,145 7,094 -51 186,691  288,598 -1,907 286,691
  Buy   long China Minsheng Bk 6,770.33 1.052   13/05/13 1.064 7,119        295,717 -9,026  
13/05/13 Sell   long China Minsheng Bk 6,770.33 1.064   6/05/13 1.052 -7,119 7,205 86 186,777  288,598 -1,821 286,777
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin Bank of China (HK) 2,859.06 2.748   17/09/12 2.387 -6,824 7,856 1,032 187,809  281,774 6,035 287,809
  Buy SSE 50 short China Northern Rare 3,102.33 2.368   4/11/13 2.137 7,346        289,120 -1,311  
    HSI-Fin Ping An 2,451.94 2.996   14/10/13 2.804 7,346        296,466 -8,657  
27/05/13 Sell MerVal long Gr Fin Galicia 8,822.77 0.697   24/12/12 0.697 -6,153 6,147 -6 187,802  290,313 -2,510 287,802
  Buy   short Pampa Energía 43,808.35 0.163   10/06/13 0.158 7,132        297,445 -9,642  
3/06/13 Sell Nordic 30 long Pandora 462.64 26.264   13/08/12 11.192 -5,178 12,151 6,973 194,775  292,267 2,508 294,775
    Topix (FRA) Mazda Motor 592.05 14.600   15/04/13 11.705 -6,930 8,644 1,714 196,489  285,337 11,152 296,489
  Buy Nordic 30 short Equinor 443.53 17.340   29/07/13 16.264 7,691        293,028 3,461  
    Topix (FRA) Inpex 967.06 7.953   18/11/13 8.519 7,691        300,719 -4,230  
10/06/13 Sell SDAX long ADLER Real Estate 4,524.29 2.099   10/12/12 1.400 -6,334 9,496 3,162 199,652  294,385 5,267 299,652
    HSI-Prop China Ov Land & Inv 1,392.60 2.124   16/01/12 1.541 -2,146 2,958 812 200,463  292,239 8,225 300,463
      China Res Land 1,518.65 2.183   16/01/12 1.413 -2,146 3,314 1,168 201,632  290,093 11,539 301,632
    MerVal short Pampa Energía 43,808.35 0.158 0.168 27/05/13 0.163 -7,132 7,342 210 201,842  282,961 18,881 301,842
    STI long ThaiBev 23,289.35 0.382   2/07/12 0.212 -4,942 8,887 3,945 205,787  278,019 27,769 305,787
  Buy France short ArcelorMittal 295.77 28.191   8/07/13 26.415 8,338        286,357 19,431  
    SDAX Hypoport 1,114.71 7.480   30/09/13 8.120 8,338        294,695 11,092  
    HSI-Prop Hang Lung 1,623.32 2.568   18/11/13 2.531 4,169        298,864 6,923  
      Sino Land 3,874.18 1.076   18/11/13 1.043 4,169        303,033 2,754  
    MerVal long Telecom Argentina 2,201.28 3.788   17/06/13 3.268 8,338        311,371 -5,584  
    CAC Mid 60 short CGG 14.86 561.120   5/08/13 575.840 8,338        319,709 -13,922  
17/06/13 Sell ISEQ 20 long Kerry 80.12 42.250   27/08/12 37.580 -3,011 3,385 374 206,162  316,698 -10,537 306,162
      Smurfit Kappa 459.69 12.270   27/08/12 6.550 -3,011 5,640 2,629 208,791  313,687 -4,896 308,791
    MerVal Telecom Argentina 2,201.28 3.268   10/06/13 3.788 -8,338 7,194 -1,144 207,647  305,349 2,298 307,647
    Indices OMXC 20 97.84 70.001   10/09/12 66.404 -6,497 6,849 352 207,999  298,852 9,147 307,999
  Buy ISEQ 20 short C&C Group 936.45 4.233   29/07/13 4.100 3,964        302,816 5,183  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      CRH 253.60 15.631   29/07/13 15.994 3,964        306,780 1,219  
    PSI 20 long Teixeira Duarte 14,681.48 0.540   24/06/13 0.570 7,928        314,708 -6,709  
    MerVal short Comercial del Plata 112,773.83 0.070   12/08/13 0.067 7,928        322,636 -14,637  
    Indices RTX 5.69 1,393.590   12/08/13 1,391.500 7,930        330,566 -22,567  
24/06/13 Sell Germany long ADLER Real Estate 5,505.93 2.050   10/09/12 1.180 -6,497 11,287 4,790 212,789  324,069 -11,280 312,789
    MDAX KUKA 229.80 31.820   14/01/13 28.185 -6,477 7,312 835 213,624  317,592 -3,968 313,624
    BEL 20 Galapagos 382.67 14.210   12/11/12 16.910 -6,471 5,438 -1,033 212,591  311,121 1,470 312,591
    PSI 20 Teixeira Duarte 14,681.48 0.570   17/06/13 0.540 -7,928 8,368 440 213,032  303,193 9,839 313,032
    OMXC 20 Genmab 570.92 22.604   16/07/12 8.469 -4,835 12,905 8,070 221,102  298,358 22,744 321,102
    OMXS 30 Electrolux 134.27 19.030   23/07/12 17.722 -2,379 2,555 176 221,277  295,978 25,299 321,277
      Swedbank 172.57 16.871   23/07/12 13.789 -2,380 2,911 532 221,809  293,599 28,210 321,809
    FT 30 Ferguson 1.56 3,452.810   6/08/12 3,068.570 -4,787 5,386 599 222,409  288,812 33,597 322,409
    SLI Swiss Life 59.35 120.698   26/11/12 104.219 -6,185 7,163 978 223,387  282,627 40,760 323,387
    BAX KUKA 267.55 31.820   29/10/12 23.375 -6,254 8,513 2,259 225,646  276,373 49,273 325,646
  Buy Germany short SolarWorld 101.92 91.950   29/07/13 77.250 9,372        285,744 39,902  
    MDAX Salzgitter 368.90 25.405   1/07/13 25.340 9,372        295,116 30,530  
    BEL 20 Aperam 1,126.44 8.320   15/07/13 8.461 9,372        304,488 21,158  
    OMXC 20 FLSmidth 267.53 35.032   1/07/13 34.376 9,372        313,860 11,786  
    OMXS 30 Boliden 490.72 9.549   8/07/13 9.256 4,686        318,546 7,100  
      Tele2 533.83 8.778   8/07/13 9.227 4,686        323,232 2,414  
    FT 30 Man Group 98.39 95.252   1/07/13 100.211 9,372        332,604 -6,958  
    SLI Kühne & Nagel 115.50 81.145   8/07/13 90.725 9,372        341,976 -16,330  
    BAX SFC Energy 1,973.05 4.750   1/07/13 4.650 9,372        351,348 -25,702  
1/07/13 Sell MDAX short Salzgitter 368.90 25.340 25.470 24/06/13 25.405 -9,372 9,396 24 225,670  341,976 -16,306 325,670
    OMXC 20 FLSmidth 267.53 34.376 35.701 24/06/13 35.032 -9,372 9,551 179 225,849  332,604 -6,755 325,849
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 98.39 100.211 90.294 24/06/13 95.252 -9,372 8,884 -488 225,361  323,232 2,129 325,361
    BAX SFC Energy 1,973.05 4.650 4.852 24/06/13 4.750 -9,372 9,574 202 225,563  313,860 11,703 325,563
  Buy MDAX long Dürr 351.33 23.998   28/07/14 30.355 8,431        322,291 3,271  
    OMXC 20 Vestas Wind Systems 3,905.95 2.159   1/09/14 6.373 8,431        330,722 -5,160  
    FT 30 Lloyds Bank 112.61 74.871   9/09/13 90.907 8,431        339,154 -13,591  
    BAX Morphosys 190.98 44.145   14/04/14 58.270 8,431        347,584 -22,022  
8/07/13 Sell France short ArcelorMittal 295.77 26.415 30.086 10/06/13 28.191 -8,338 8,899 561 226,123  339,246 -13,123 326,123
    OMXS 30 Boliden 490.72 9.256 9.852 24/06/13 9.549 -4,686 4,835 149 226,272  334,560 -8,288 326,272
      Tele2 533.83 9.227 8.329 24/06/13 8.778 -4,686 4,446 -240 226,032  329,874 -3,842 326,032
    SLI Kühne & Nagel 115.50 90.725 71.565 24/06/13 81.145 -9,372 8,266 -1,107 224,926  320,502 4,424 324,926
  Buy OMXS 30 long Nokia 1,292.22 3.186   13/10/14 6.407 4,117        324,619 307  
      Kinnevik 188.25 21.868   13/10/14 22.475 4,117        328,735 -3,809  
    SLI Lonza 136.76 60.201   12/08/13 56.494 8,233        336,968 -12,042  
15/07/13 Sell BEL 20 short Aperam 1,126.44 8.461 8.179 24/06/13 8.320 -9,372 9,213 -159 224,767  327,596 -2,829 324,767
  Buy   long KBC 256.71 31.350   13/10/14 40.740 8,048        335,644 -10,877  
29/07/13 Sell Germany short SolarWorld 101.92 77.250 109.447 24/06/13 91.950 -9,372 11,155 1,783 226,550  326,273 278 326,550
    ATX long Österreichische Post 194.71 31.600   25/06/12 25.890 -5,041 6,153 1,112 227,662  321,232 6,431 327,662
    ISEQ 20 short C&C Group 936.45 4.100 4.370 17/06/13 4.233 -3,964 4,093 129 227,791  317,268 10,523 327,791
      CRH 253.60 15.994 15.268 17/06/13 15.631 -3,964 3,872 -92 227,699  313,304 14,395 327,699
    Nordic 30 Equinor 443.53 16.264 18.488 3/06/13 17.340 -7,691 8,200 509 228,208  305,613 22,595 328,208
  Buy ATX Raiffeisen Bank Int 379.90 23.085   21/10/13 25.350 8,770        314,383 13,825  
    ISEQ 20 long FBD 281.09 15.600   5/08/13 16.650 4,385        318,768 9,440  
      Smurfit Kappa 306.64 14.300   5/08/13 15.150 4,385        323,153 5,055  
    Nordic 30 Pandora 305.37 28.719   28/04/14 46.257 8,770        331,922 -3,715  
5/08/13 Sell CAC 40 short ArcelorMittal 299.02 28.620 23.952 22/04/13 26.286 -7,860 7,162 -698 227,510  324,062 3,448 327,510
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 long FBD 281.09 16.650   29/07/13 15.600 -4,385 4,680 295 227,805  319,677 8,128 327,805
      Smurfit Kappa 306.64 15.150   29/07/13 14.300 -4,385 4,646 261 228,066  315,292 12,773 328,066
    CAC Mid 60 short CGG 14.86 575.840 546.400 10/06/13 561.120 -8,338 8,120 -219 227,847  306,954 20,893 327,847
  Buy ISEQ 20 C&C Group 1,052.64 4.141   9/09/13 4.285 4,359        311,313 16,534  
      Flutter 71.46 61.000   9/09/13 61.200 4,359        315,672 12,175  
12/08/13 Sell MerVal short Comercial del Plata 112,773.83 0.067 0.074 17/06/13 0.070 -7,928 8,323 395 228,242  307,744 20,497 328,242
    SLI long Lonza 136.76 56.494   8/07/13 60.201 -8,233 7,726 -507 227,735  299,511 28,224 327,735
    Indices short RTX 5.69 1,391.500 1,395.690 17/06/13 1,393.590 -7,930 7,941 12 227,747  291,582 36,165 327,747
  Buy MerVal long Telecom Argentina 2,158.04 4.215   10/02/14 2.998 9,097        300,679 27,068  
    Indices Merval 18.15 501.316   4/08/14 750.468 9,099        309,778 17,969  
26/08/13 Sell Nikkei (FRA) long Subaru 342.82 18.441   11/02/13 10.800 -3,702 6,322 2,619 230,366  306,075 24,291 330,366
      Mazda Motor 297.51 15.485   11/02/13 12.445 -3,703 4,607 904 231,271  302,373 28,898 331,271
  Buy PSI 20 Teixeira Duarte 13,438.81 0.670   2/09/13 0.650 9,004        311,377 19,894  
    Nikkei (FRA) short Nikon 342.36 13.150   9/09/13 12.596 4,502        315,879 15,392  
2/09/13 Sell PSI 20 long Teixeira Duarte 13,438.81 0.650   26/08/13 0.670 -9,004 8,735 -269 231,002  306,875 24,127 331,002
9/09/13 Sell ISEQ 20 short C&C Group 1,052.64 4.285 3.997 5/08/13 4.141 -4,359 4,207 -152 230,850  302,516 28,335 330,850
      Flutter 71.46 61.200 60.800 5/08/13 61.000 -4,359 4,345 -14 230,836  298,157 32,679 330,836
    FT 30 long Lloyds Bank 112.61 90.907   1/07/13 74.871 -8,431 10,237 1,806 232,642  289,725 42,916 332,642
    Nikkei (FRA) short Nikon 342.36 12.596 13.728 26/08/13 13.150 -4,502 4,700 198 232,840  285,223 47,617 332,840
  Buy IBEX 35 long Siemens Gamesa 1,767.84 5.380   16/12/13 7.030 9,511        294,734 38,106  
    ISEQ 20 Bank of Ireland 671.68 7.080   14/10/13 6.960 4,755        299,490 33,350  
      Smurfit Kappa 298.15 15.950   14/10/13 17.020 4,755        304,245 28,595  
    PSI 20 Impresa 13,986.76 0.680   16/09/13 0.670 9,511        313,756 19,084  
    FT 30 short Man Group 90.21 105.435   14/10/13 92.741 9,511        323,268 9,572  
    Nikkei (FRA) long Furukawa Co 284.25 16.730   30/09/13 17.160 4,756        328,023 4,817  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Tokyo Electric Power 1,216.24 3.910   30/09/13 4.520 4,756        332,779 61  
16/09/13 Sell HSI short China Shenhua HK 3,089.38 2.475 2.615 22/04/13 2.544 -7,860 8,079 219 233,059  324,919 8,140 333,059
    OMXH 25 Outokumpu 1,211.05 4.600 6.624 18/03/13 5.520 -6,685 8,022 1,337 234,396  318,234 16,162 334,396
    PSI 20 long Impresa 13,986.76 0.670   9/09/13 0.680 -9,511 9,371 -140 234,256  308,723 25,533 334,256
  Buy HSI Galaxy Entertainment 1,680.62 5.352   23/12/13 6.370 8,994        317,717 16,539  
    OMXH 25 Nokia 1,905.51 4.720   21/10/13 5.265 8,994        326,711 7,545  
23/09/13 Sell GEX short YOC 1,556.74 2.219 11.488 22/04/13 5.049 -7,860 17,884 10,024 244,280  318,851 25,430 344,280
  Buy PSI 20 long Teixeira Duarte 14,003.03 0.660   9/12/13 0.920 9,242        328,093 16,188  
    GEX Manz 172.52 53.570   14/04/14 65.730 9,242        337,335 6,946  
30/09/13 Sell SDAX short Hypoport 1,114.71 8.120 6.840 10/06/13 7.480 -8,338 7,625 -713 243,567  328,996 14,570 343,567
    TSX 60 Barrick Gold 543.43 13.729 15.238 22/04/13 14.464 -7,860 8,281 420 243,987  321,136 22,851 343,987
    Athex LC Eurobank Ergasias 25.15 50.000 1,352.000 25/03/13 260.000 -6,539 34,003 27,464 271,451  314,597 56,854 371,451
    Nikkei (FRA) long Furukawa Co 284.25 17.160   9/09/13 16.730 -4,756 4,878 122 271,573  309,842 61,731 371,573
      Tokyo Electric Power 1,216.24 4.520   9/09/13 3.910 -4,756 5,497 742 272,315  305,086 67,229 372,315
  Buy SDAX ADLER Real Estate 3,724.75 2.950   14/10/13 3.079 10,988        316,074 56,241  
    HSI-C&I Galaxy Entertainment 2,123.65 5.174   3/02/14 7.265 10,988        327,062 45,253  
    TSX 60 Bausch Health 142.93 76.879   29/09/14 102.197 10,988        338,051 34,264  
    Athex LC Aegean Airlines 2,616.19 4.200   27/01/14 7.210 10,988        349,039 23,276  
    Nikkei (FRA) short Nikon 420.03 13.080   4/11/13 13.433 5,494        354,533 17,782  
    CAC Next 20 SES 519.53 21.150   7/10/13 21.020 10,988        365,521 6,794  
7/10/13 Sell   short SES 519.53 21.020 21.281 30/09/13 21.150 -10,988 11,056 68 272,383  354,533 17,850 372,383
    Nikkei (TYO) long Subaru 787.94 20.003   19/11/12 8.176 -6,442 15,761 9,319 281,702  348,091 33,612 381,702
  Buy CAC Next 20 EDF 436.95 23.760   28/10/13 25.570 10,382        358,473 23,230  
    Nikkei (TYO) short Nikon 820.69 12.650   14/10/13 13.191 10,382        368,855 12,848  
14/10/13 Sell SDAX long ADLER Real Estate 3,724.75 3.079   30/09/13 2.950 -10,988 11,469 481 282,183  357,867 24,316 382,183
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin short Ping An 2,451.94 2.804 3.201 13/05/13 2.996 -7,346 7,849 503 282,686  350,521 32,165 382,686
    ISEQ 20 long Bank of Ireland 671.68 6.960   9/09/13 7.080 -4,755 4,675 -81 282,605  345,765 36,840 382,605
      Smurfit Kappa 298.15 17.020   9/09/13 15.950 -4,755 5,075 319 282,924  341,010 41,915 382,924
    FT 30 short Man Group 90.21 92.741 119.865 9/09/13 105.435 -9,511 10,813 1,302 284,226  331,498 52,728 384,226
    SMI long Richemont 102.71 74.199   17/12/12 59.929 -6,155 7,621 1,466 285,692  325,343 60,348 385,692
    Nikkei (TYO) short Nikon 820.69 13.191 12.110 7/10/13 12.650 -10,382 9,938 -444 285,248  314,961 70,287 385,248
  Buy HSI-Fin long AIA 3,105.28 3.667   6/01/14 3.604 11,388        326,349 58,899  
    ISEQ 20 short C&C Group 1,355.71 4.200   28/10/13 4.008 5,694        332,043 53,205  
      Flutter 99.96 56.960   28/10/13 56.500 5,694        337,737 47,511  
    FT 30 long ITV 52.27 217.888   2/12/13 228.772 11,389        349,126 36,122  
    Nikkei (TYO) Tokyo Electric Power 2,917.38 3.904   4/11/13 3.961 11,388        360,514 24,734  
21/10/13 Sell ATX short Raiffeisen Bank Int 379.90 25.350 20.820 29/07/13 23.085 -8,770 7,910 -860 284,387  351,744 32,644 384,387
    OMXH 25 long Nokia 1,905.51 5.265   16/09/13 4.720 -8,994 10,033 1,039 285,426  342,750 42,676 385,426
    OBX 25 short Frontline 934.86 8.829 5.997 15/04/13 7.413 -6,930 5,606 -1,324 284,102  335,820 48,282 384,102
  Buy ATX long Wienerberger 827.32 13.065   11/08/14 11.525 10,809        346,629 37,474  
    SDAX ADLER Real Estate 3,615.05 2.990   31/03/14 5.100 10,809        357,438 26,665  
    OMXH 25 short YIT 1,086.33 9.950   28/10/13 10.035 10,809        368,247 15,856  
    OBX 25 long REC Silicon 3,050.03 3.544   16/12/13 2.538 10,809        379,056 5,047  
28/10/13 Sell ISEQ 20 short C&C Group 1,355.71 4.008 4.401 14/10/13 4.200 -5,694 5,967 273 284,375  373,362 11,013 384,375
      Flutter 99.96 56.500 57.424 14/10/13 56.960 -5,694 5,740 46 284,421  367,668 16,753 384,421
    OMXH 25 YIT 1,086.33 10.035 9.865 21/10/13 9.950 -10,809 10,717 -92 284,329  356,859 27,470 384,329
    CAC Next 20 long EDF 436.95 25.570   7/10/13 23.760 -10,382 11,173 791 285,120  346,477 38,643 385,120
  Buy ISEQ 20 Bank of Ireland 689.71 7.680   25/11/13 8.040 5,297        351,774 33,346  
      Smurfit Kappa 307.79 17.210   25/11/13 17.550 5,297        357,071 28,049  
    OMXH 25 Nokia 2,135.89 4.960   11/11/13 5.770 10,594        367,665 17,455  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 short STMicroelectronics 1,894.15 5.593   11/11/13 5.653 10,594        378,259 6,861  
4/11/13 Sell SSE 50 short China Northern Rare 3,102.33 2.137 2.623 13/05/13 2.368 -7,346 8,139 793 285,913  370,913 14,999 385,913
    Nikkei (FRA) Nikon 420.03 13.433 12.727 30/09/13 13.080 -5,494 5,346 -148 285,764  365,419 20,345 385,764
    Nikkei (TYO) long Tokyo Electric Power 2,917.38 3.961   14/10/13 3.904 -11,388 11,556 168 285,933  354,031 31,902 385,933
  Buy SSE 50 Shanghai Oriental 2,375.21 4.398   23/12/13 4.388 10,445        364,476 21,457  
    Nikkei (FRA) Softbank 182.92 28.550   16/12/13 30.884 5,222        369,698 16,234  
      Tokyo Electric Power 1,317.48 3.964   16/12/13 3.730 5,222        374,921 11,012  
    Nikkei (TYO) short Nikon 777.36 13.437   18/11/13 13.220 10,445        385,366 567  
11/11/13 Sell OMXH 25 long Nokia 2,135.89 5.770   28/10/13 4.960 -10,594 12,324 1,730 287,663  374,772 12,891 387,663
    CAC Next 20 short STMicroelectronics 1,894.15 5.653 5.533 28/10/13 5.593 -10,594 10,480 -114 287,549  364,178 23,371 387,549
  Buy OMXH 25 Outokumpu 2,935.14 3.500   2/12/13 3.690 10,273        374,451 13,098  
    CAC Next 20 long EDF 396.95 25.880   9/12/13 26.640 10,273        384,724 2,825  
18/11/13 Sell HSI-Prop short Hang Lung 1,623.32 2.531 2.606 10/06/13 2.568 -4,169 4,231 62 287,611  380,555 7,056 387,611
      Sino Land 3,874.18 1.043 1.110 10/06/13 1.076 -4,169 4,302 133 287,744  376,386 11,358 387,744
    Topix (FRA) Inpex 967.06 8.519 7.387 3/06/13 7.953 -7,691 7,144 -547 287,196  368,695 18,501 387,196
    Nikkei (TYO) Nikon 777.36 13.220 13.657 4/11/13 13.437 -10,445 10,616 171 287,368  358,250 29,118 387,368
  Buy HSI-Prop long CK Hutchison 439.25 11.852   10/02/14 10.645 5,206        363,456 23,912  
      China Ov Land & Inv 2,243.29 2.321   10/02/14 1.876 5,206        368,662 18,706  
    Topix (FRA) Softbank 363.50 28.644   25/11/13 31.950 10,412        379,074 8,293  
    Nikkei (TYO) MinebeaMitsumi 2,073.57 5.021   3/03/14 6.187 10,412        389,486 -2,119  
25/11/13 Sell ISEQ 20 long Bank of Ireland 689.71 8.040   28/10/13 7.680 -5,297 5,545 248 287,616  384,189 3,427 387,616
      Smurfit Kappa 307.79 17.550   28/10/13 17.210 -5,297 5,402 105 287,720  378,892 8,828 387,720
    Topix (FRA) Softbank 363.50 31.950   18/11/13 28.644 -10,412 11,614 1,202 288,922  368,480 20,442 388,922
    GCX SunPower 1,048.47 21.795   11/02/13 7.063 -7,405 22,851 15,446 304,368  361,075 43,293 404,368
  Buy ISEQ 20 short Flutter 99.79 56.070   2/12/13 56.450 5,595        366,670 37,698  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 959.45 5.832   2/12/13 6.109 5,596        372,266 32,102  
    Topix (FRA) Komatsu 715.40 15.643   9/06/14 16.815 11,191        383,457 20,911  
    GCX Aurubis 264.09 42.375   6/01/14 43.845 11,191        394,647 9,721  
2/12/13 Sell ISEQ 20 short Flutter 99.79 56.450 55.690 25/11/13 56.070 -5,595 5,557 -38 304,330  389,052 15,278 404,330
      Ryanair 959.45 6.109 5.555 25/11/13 5.832 -5,596 5,330 -266 304,064  383,457 20,608 404,064
    OMXH 25 Outokumpu 2,935.14 3.690 3.310 11/11/13 3.500 -10,273 9,715 -558 303,507  373,184 30,323 403,507
    FT 30 long ITV 52.27 228.772   14/10/13 217.888 -11,389 11,958 569 304,076  361,795 42,281 404,076
  Buy ISEQ 20 Bank of Ireland 668.94 8.340   14/04/14 8.250 5,579        367,374 36,702  
      Smurfit Kappa 323.61 17.240   14/04/14 17.010 5,579        372,953 31,123  
    OMXH 25 Nokia 1,888.31 5.909   9/12/13 5.850 11,158        384,111 19,965  
9/12/13 Sell   long Nokia 1,888.31 5.850   2/12/13 5.909 -11,158 11,047 -111 303,964  372,953 31,011 403,964
    PSI 20 Teixeira Duarte 14,003.03 0.920   23/09/13 0.660 -9,242 12,883 3,641 307,605  363,711 43,894 407,605
    CAC Next 20 EDF 396.95 26.640   11/11/13 25.880 -10,273 10,575 302 307,907  353,438 54,469 407,907
  Buy OMXH 25 short Metso Outotec 1,726.00 6.697   12/05/14 8.620 11,559        364,997 42,910  
    CAC Next 20 STMicroelectronics 2,120.92 5.450   13/01/14 5.763 11,559        376,556 31,351  
16/12/13 Sell IBEX 35 long Siemens Gamesa 1,767.84 7.030   9/09/13 5.380 -9,511 12,428 2,917 310,824  367,045 43,779 410,824
    OBX 25 REC Silicon 3,050.03 2.538   21/10/13 3.544 -10,809 7,740 -3,069 307,754  356,236 51,519 407,754
    Nikkei (FRA) Softbank 182.92 30.884   4/11/13 28.550 -5,222 5,649 427 308,181  351,013 57,168 408,181
      Tokyo Electric Power 1,317.48 3.730   4/11/13 3.964 -5,222 4,914 -308 307,873  345,791 62,082 407,873
    DJ Global Titans Bank of America 868.18 11.075   29/10/12 7.204 -6,254 9,615 3,361 311,234  339,537 71,697 411,234
  Buy IBEX 35 short Acciona 303.65 39.760   20/01/14 48.255 12,073        351,610 59,624  
    OBX 25 TGS-NOPEC 711.34 16.972   23/12/13 17.469 12,073        363,683 47,551  
    Nikkei (FRA) Nitto Denko 208.29 28.981   30/12/13 30.258 6,036        369,719 41,514  
      Pacific Metals 242.82 24.860   30/12/13 26.180 6,037        375,756 35,478  
    CAC Mid 60 Adocia 2,114.36 5.710   23/12/13 5.660 12,073        387,829 23,405  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans IBM 93.41 129.242   23/12/13 133.044 12,073        399,901 11,332  
23/12/13 Sell SSE 50 long Shanghai Oriental 2,375.21 4.388   4/11/13 4.398 -10,445 10,423 -22 311,212  389,456 21,755 411,212
    HSI Galaxy Entertainment 1,680.62 6.370   16/09/13 5.352 -8,994 10,706 1,712 312,923  380,462 32,461 412,923
    OBX 25 short TGS-NOPEC 711.34 17.469 16.475 16/12/13 16.972 -12,073 11,719 -354 312,570  368,389 44,180 412,570
    CAC Mid 60 Adocia 2,114.36 5.660 5.760 16/12/13 5.710 -12,073 12,180 107 312,676  356,316 56,360 412,676
    DJ Global Titans IBM 93.41 133.044 125.440 16/12/13 129.242 -12,073 11,717 -355 312,321  344,244 68,077 412,321
  Buy SSE 50 Poly Developments 18,743.56 0.641   2/06/14 0.591 12,009        356,253 56,068  
    PSI 20 long Impresa 11,017.43 1.090   12/05/14 1.759 12,009        368,262 44,059  
    OBX 25 DNO International 4,131.92 2.906   17/02/14 2.830 12,009        380,271 32,050  
    FT 30 Int Cons Airlines 25.47 471.516   27/01/14 485.635 12,010        392,280 20,041  
    DJ Global Titans Alphabet A 588.22 20.416   27/10/14 21.652 12,009        404,290 8,032  
30/12/13 Sell Nikkei (FRA) short Nitto Denko 208.29 30.258 27.704 16/12/13 28.981 -6,036 5,770 -266 312,055  398,253 13,802 412,055
      Pacific Metals 242.82 26.180 23.540 16/12/13 24.860 -6,037 5,716 -321 311,735  392,217 19,518 411,735
  Buy   long MinebeaMitsumi 1,022.28 5.273   10/02/14 6.030 5,390        397,607 14,128  
      Softbank 170.45 31.625   10/02/14 27.751 5,390        402,998 8,737  
6/01/14 Sell HSI-Fin long AIA 3,105.28 3.604   14/10/13 3.667 -11,388 11,193 -195 311,539  391,610 19,930 411,539
    GCX short Aurubis 264.09 43.845 40.905 25/11/13 42.375 -11,191 10,803 -388 311,151  380,419 30,732 411,151
  Buy HSI-Fin ICBC 23,544.33 0.469   2/06/14 0.478 11,047        391,466 19,685  
    SLI long Vifor Pharma 149.24 74.020   27/01/14 69.103 11,047        402,512 8,639  
    GCX Vestas Wind Systems 2,214.14 4.989   3/02/14 4.789 11,047        413,559 -2,408  
13/01/14 Sell CAC Next 20 short STMicroelectronics 2,120.92 5.763 5.137 9/12/13 5.450 -11,559 10,895 -664 310,487  402,000 8,487 410,487
20/01/14 Sell IBEX 35 short Acciona 303.65 48.255 31.265 16/12/13 39.760 -12,073 9,494 -2,580 307,908  389,927 17,980 407,908
  Buy   long Siemens Gamesa 1,259.40 8.454   27/01/14 7.622 10,647        400,574 7,333  
    NZX 50 short Chorus 11,365.29 0.937   2/06/14 1.063 10,647        411,221 -3,314  
27/01/14 Sell IBEX 35 long Siemens Gamesa 1,259.40 7.622   20/01/14 8.454 -10,647 9,599 -1,048 306,860  400,574 6,286 406,860
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Aegean Airlines 2,616.19 7.210   30/09/13 4.200 -10,988 18,863 7,875 314,735  389,586 25,148 414,735
    FT 30 Int Cons Airlines 25.47 485.635   23/12/13 471.516 -12,010 12,369 360 315,094  377,577 37,517 415,094
    SLI Vifor Pharma 149.24 69.103   6/01/14 74.020 -11,047 10,313 -734 314,360  366,530 47,830 414,360
  Buy IBEX 35 short Repsol 659.29 17.525   17/02/14 17.625 11,554        378,084 36,276  
    Athex LC Eurobank Ergasias 235.80 49.000   9/05/16 0.875 11,554        389,638 24,722  
3/02/14 Sell HSI-C&I long Galaxy Entertainment 2,123.65 7.265   30/09/13 5.174 -10,988 15,427 4,439 318,800  378,650 40,150 418,800
    GCX Vestas Wind Systems 2,214.14 4.789   6/01/14 4.989 -11,047 10,604 -443 318,357  367,603 50,754 418,357
  Buy FT 30 Int Cons Airlines 23.47 499.638   10/02/14 509.014 11,727        379,330 39,027  
    GCX short Aurubis 288.84 40.600   3/03/14 38.880 11,727        391,057 27,300  
10/02/14 Sell HSI-Prop long CK Hutchison 439.25 10.645   18/11/13 11.852 -5,206 4,676 -530 317,827  385,851 31,976 417,827
      China Ov Land & Inv 2,243.29 1.876   18/11/13 2.321 -5,206 4,208 -998 316,829  380,645 36,184 416,829
    MerVal Telecom Argentina 2,158.04 2.998   12/08/13 4.215 -9,097 6,471 -2,626 314,203  371,548 42,655 414,203
    FT 30 Int Cons Airlines 23.47 509.014   3/02/14 499.638 -11,727 11,947 220 314,423  359,821 54,602 414,423
    Nikkei (FRA) MinebeaMitsumi 1,022.28 6.030   30/12/13 5.273 -5,390 6,164 774 315,197  354,431 60,766 415,197
      Softbank 170.45 27.751   30/12/13 31.625 -5,390 4,730 -660 314,536  349,040 65,496 414,536
  Buy HSI-Prop short New World Dev 1,700.20 3.529   28/07/14 3.549 6,000        355,040 59,496  
      The Wharf 3,242.72 1.850   28/07/14 2.205 6,000        361,040 53,496  
    Nikkei (FRA) Hitachi Zosen 1,407.46 4.263   30/06/14 3.700 6,000        367,040 47,496  
      Nitto Denko 191.71 31.297   30/06/14 33.890 6,000        373,040 41,496  
17/02/14 Sell IBEX 35 short Repsol 659.29 17.625 17.425 27/01/14 17.525 -11,554 11,488 -66 314,470  361,486 52,984 414,470
    OBX 25 long DNO International 4,131.92 2.830   23/12/13 2.906 -12,009 11,694 -315 314,156  349,477 64,678 414,156
  Buy IBEX 35 Siemens Gamesa 1,433.36 8.351   10/03/14 8.580 11,970        361,447 52,708  
    OBX 25 short Petroleum Geo-Srvcs 1,573.96 7.605   2/06/14 7.980 11,970        373,417 40,738  
24/02/14 Buy MerVal long Edenor 36,158.98 0.315   15/12/14 0.569 11,372        384,789 29,366  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,073.57 6.187   18/11/13 5.021 -10,412 12,828 2,416 316,572  374,377 42,194 416,572
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short Aurubis 288.84 38.880 42.396 3/02/14 40.600 -11,727 12,246 519 317,090  362,650 54,440 417,090
  Buy Nikkei (TYO) Hitachi Zosen 3,002.70 3.926   31/03/14 3.419 11,788        374,438 42,652  
    GCX long Vestas Wind Systems 2,355.90 5.004   14/04/14 5.847 11,788        386,226 30,864  
10/03/14 Sell IBEX 35 long Siemens Gamesa 1,433.36 8.580   17/02/14 8.351 -11,970 12,298 328 317,419  374,256 43,162 417,419
  Buy   short Inditex 549.07 20.970   9/06/14 21.750 11,514        385,770 31,648  
31/03/14 Sell SDAX long ADLER Real Estate 3,615.05 5.100   21/10/13 2.990 -10,809 18,437 7,628 325,046  374,961 50,085 425,046
    Nikkei (TYO) short Hitachi Zosen 3,002.70 3.419 4.508 3/03/14 3.926 -11,788 13,537 1,749 326,796  363,173 63,623 426,796
  Buy SDAX Koenig & Bauer 996.75 12.300   5/05/14 11.730 12,260        375,433 51,363  
    Nikkei (TYO) long MinebeaMitsumi 1,902.81 6.443   7/04/14 6.630 12,260        387,693 39,103  
7/04/14 Sell   long MinebeaMitsumi 1,902.81 6.630   31/03/14 6.443 -12,260 12,615 355 327,151  375,433 51,717 427,151
  Buy   short Hitachi Zosen 3,467.34 3.453   28/07/14 3.842 11,971        387,404 39,746  
14/04/14 Sell ISEQ 20 long Bank of Ireland 668.94 8.250   2/12/13 8.340 -5,579 5,519 -60 327,090  381,825 45,265 427,090
      Smurfit Kappa 323.61 17.010   2/12/13 17.240 -5,579 5,505 -74 327,016  376,246 50,770 427,016
    BAX Morphosys 190.98 58.270   1/07/13 44.145 -8,431 11,128 2,698 329,714  367,815 61,898 429,714
    GEX Manz 172.52 65.730   23/09/13 53.570 -9,242 11,340 2,098 331,811  358,574 73,238 431,811
    GCX Vestas Wind Systems 2,355.90 5.847   3/03/14 5.004 -11,788 13,774 1,986 333,797  346,786 87,012 433,797
  Buy ISEQ 20 short C&C Group 1,453.13 4.480   19/01/15 3.322 6,510        353,296 80,502  
      Flutter 121.48 53.590   19/01/15 66.350 6,510        359,806 73,992  
    BAX Adva 4,064.94 3.203   21/04/14 3.210 13,020        372,826 60,972  
    GEX 4SC 454.26 28.662   26/01/15 18.284 13,020        385,846 47,952  
    GCX EJR 252.88 51.487   28/04/14 51.524 13,020        398,866 34,932  
21/04/14 Sell BAX short Adva 4,064.94 3.210 3.196 14/04/14 3.203 -13,020 12,992 -28 333,769  385,846 47,924 433,769
  Buy   long Sixt 416.25 28.930   5/05/14 28.890 12,042        397,888 35,881  
28/04/14 Sell Nordic 30 long Pandora 305.37 46.257   29/07/13 28.719 -8,770 14,125 5,355 339,124  389,118 50,007 439,124
    GCX short EJR 252.88 51.524 51.450 14/04/14 51.487 -13,020 13,011 -9 339,115  376,098 63,017 439,115
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany SolarWorld 406.64 30.870   9/06/14 16.900 12,553        388,651 50,464  
    Nordic 30 Carlsberg A 170.07 73.812   5/05/14 74.896 12,553        401,204 37,911  
    GCX long Vestas Wind Systems 2,037.10 6.162   19/05/14 7.076 12,553        413,757 25,358  
5/05/14 Sell SDAX short Koenig & Bauer 996.75 11.730 12.898 31/03/14 12.300 -12,260 12,856 596 339,711  401,497 38,214 439,711
    Nordic 30 Carlsberg A 170.07 74.896 72.728 28/04/14 73.812 -12,553 12,369 -184 339,527  388,944 50,583 439,527
    BAX long Sixt 416.25 28.890   21/04/14 28.930 -12,042 12,025 -17 339,510  376,902 62,608 439,510
  Buy SDAX ADLER Real Estate 2,502.89 5.015   19/05/14 5.000 12,552        389,454 50,056  
    Nordic 30 Pandora 257.59 48.729   15/09/14 59.766 12,552        402,006 37,504  
    BAX short Adva 3,922.50 3.200   9/06/14 3.196 12,552        414,558 24,952  
12/05/14 Sell OMXH 25 short Metso Outotec 1,726.00 8.620 4.774 9/12/13 6.697 -11,559 8,240 -3,319 336,191  402,999 33,192 436,191
    PSI 20 long Impresa 11,017.43 1.759   23/12/13 1.090 -12,009 19,380 7,371 343,561  390,990 52,572 443,561
  Buy OMXH 25 Outokumpu 1,856.74 6.680   19/05/14 6.250 12,403        403,393 40,169  
19/05/14 Sell SDAX long ADLER Real Estate 2,502.89 5.000   5/05/14 5.015 -12,552 12,514 -38 343,524  390,841 52,683 443,524
    OMXH 25 Outokumpu 1,856.74 6.250   12/05/14 6.680 -12,403 11,605 -798 342,726  378,438 64,288 442,726
    GCX Vestas Wind Systems 2,037.10 7.076   28/04/14 6.162 -12,553 14,415 1,862 344,588  365,885 78,703 444,588
  Buy HSI Citic Pacific 10,098.81 1.295   10/11/14 1.393 13,082        378,967 65,621  
    SDAX short WCM 8,059.89 1.623   26/05/14 1.623 13,082        392,049 52,539  
    OMXH 25 YIT 1,767.84 7.400   26/01/15 5.508 13,082        405,131 39,457  
    GCX Energy Recovery 3,881.32 3.371   2/03/15 3.076 13,082        418,213 26,375  
26/05/14 Sell SDAX short WCM 8,059.89 1.623 1.623 19/05/14 1.623 -13,082 13,082 0 344,588  405,131 39,457  
  Buy   long ADLER Real Estate 2,200.18 5.500   9/06/14 6.050 12,101        417,232 27,356  
    HSI-C&I Tencent 1,189.91 10.170   6/10/14 12.196 12,101        429,333 15,255  
2/06/14 Sell SSE 50 short Poly Developments 18,743.56 0.591 0.695 23/12/13 0.641 -12,009 13,021 1,012 345,600  417,324 28,276 445,600
    HSI-Fin ICBC 23,544.33 0.478 0.460 6/01/14 0.469 -11,047 10,840 -207 345,393  406,277 39,116 445,393
    OBX 25 Petroleum Geo-Srvcs 1,573.96 7.980 7.230 17/02/14 7.605 -11,970 11,380 -590 344,803  394,307 50,496 444,803
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 Chorus 11,365.29 1.063 0.811 20/01/14 0.937 -10,647 9,213 -1,434 343,369  383,660 59,709 443,369
  Buy SSE 50 long Sinolink Secs 10,935.65 1.150   23/06/14 1.117 12,576        396,236 47,133  
    HSI-Fin HK Exchgs & Clrg 918.94 13.685   29/09/14 17.213 12,576        408,812 34,557  
    OBX 25 Grieg Seafood 3,727.99 3.373   30/06/14 3.430 12,576        421,388 21,981  
    FT 30 National Grid 11.40 1,103.450   9/06/14 1,037.210 12,579        433,967 9,402  
    NZX 50 Tourism 18,061.18 0.696   21/07/14 0.758 12,576        446,543 -3,174  
9/06/14 Sell Germany short SolarWorld 406.64 16.900 56.388 28/04/14 30.870 -12,553 22,930 10,377 353,745  433,990 19,755 453,745
    SDAX long ADLER Real Estate 2,200.18 6.050   26/05/14 5.500 -12,101 13,311 1,210 354,955  421,889 33,066 454,955
    IBEX 35 short Inditex 549.07 21.750 20.190 10/03/14 20.970 -11,514 11,086 -428 354,527  410,375 44,152 454,527
    FT 30 long National Grid 11.40 1,037.210   2/06/14 1,103.450 -12,579 11,824 -755 353,772  397,796 55,976 453,772
    Topix (FRA) short Komatsu 715.40 16.815 14.471 25/11/13 15.643 -11,191 10,353 -838 352,934  386,605 66,329 452,934
    BAX Adva 3,922.50 3.196 3.204 5/05/14 3.200 -12,552 12,568 16 352,949  374,053 78,896 452,949
  Buy SDAX WCM 8,313.38 1.599   29/12/14 1.381 13,296        387,349 65,600  
    FT 30 Tesco 28.87 460.539   17/11/14 306.530 13,296        400,645 52,305  
    Topix (FRA) long Fujitsu 265.76 50.030   15/09/14 48.100 13,296        413,941 39,009  
    BAX Cancom 673.56 19.740   16/06/14 18.403 13,296        427,237 25,713  
16/06/14 Sell   long Cancom 673.56 18.403   9/06/14 19.740 -13,296 12,395 -901 352,048  413,941 38,108 452,048
  Buy IBEX 35 short ArcelorMittal 373.68 32.790   2/03/15 28.860 12,253        426,194 25,855  
    BAX Adva 3,907.21 3.136   23/06/14 3.096 12,253        438,447 13,602  
23/06/14 Sell SSE 50 long Sinolink Secs 10,935.65 1.117   2/06/14 1.150 -12,576 12,215 -361 351,687  425,871 25,817 451,687
    BAX short Adva 3,907.21 3.096 3.177 16/06/14 3.136 -12,253 12,411 158 351,846  413,618 38,228 451,846
  Buy SSE 50 Kangmei Pharma 14,212.30 0.862   7/07/14 0.868 12,251        425,869 25,977  
    CAC Next 20 Arkema 173.39 70.655   26/01/15 62.720 12,251        438,119 13,726  
    CAC Mid 60 CGG 35.68 343.360   19/01/15 153.600 12,251        450,371 1,475  
    BAX long Wacker Neuson 739.35 16.570   14/07/14 17.170 12,251        462,622 -10,776  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
30/06/14 Sell OBX 25 long Grieg Seafood 3,727.99 3.430   2/06/14 3.373 -12,576 12,787 211 352,056  450,046 2,011 452,056
    Nikkei (FRA) short Hitachi Zosen 1,407.46 3.700 4.912 10/02/14 4.263 -6,000 6,913 913 352,969  444,046 8,924 452,969
      Nitto Denko 191.71 33.890 28.704 10/02/14 31.297 -6,000 5,503 -497 352,472  438,046 14,427 452,472
  Buy OBX 25 Norwegian 4.87 2,398.530   7/07/14 2,546.850 11,681        449,726 2,746  
    Nikkei (FRA) long Fujitsu 106.13 54.990   17/08/15 44.550 5,836        455,563 -3,090  
      MinebeaMitsumi 709.63 8.224   17/08/15 12.573 5,836        461,399 -8,926  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,212.30 0.868 0.856 23/06/14 0.862 -12,251 12,160 -91 352,381  449,148 3,234 452,381
    OBX 25 Norwegian 4.87 2,546.850 2,250.210 30/06/14 2,398.530 -11,681 10,959 -722 351,659  437,467 14,192 451,659
  Buy SSE 50 long AVIC Aviation Engine 3,913.44 2.976   3/08/15 7.097 11,646        449,113 2,546  
    OBX 25 SalMar 863.96 13.480   28/07/14 14.639 11,646        460,759 -9,100  
14/07/14 Sell BAX long Wacker Neuson 739.35 17.170   23/06/14 16.570 -12,251 12,695 444 352,103  448,508 3,595 452,103
21/07/14 Sell NZX 50 long Tourism 18,061.18 0.758   2/06/14 0.696 -12,576 13,689 1,113 353,215  435,932 17,283 453,215
  Buy France short CGG 44.00 267.296   29/12/14 160.352 11,761        447,693 5,522  
    NZX 50 a2 Milk 30,020.42 0.392   28/07/14 0.401 11,762        459,455 -6,240  
28/07/14 Sell MDAX long Dürr 351.33 30.355   1/07/13 23.998 -8,431 10,665 2,234 355,449  451,024 4,425 455,449
    HSI-Prop short New World Dev 1,700.20 3.549 3.509 10/02/14 3.529 -6,000 5,967 -34 355,415  445,024 10,392 455,415
      The Wharf 3,242.72 2.205 1.496 10/02/14 1.850 -6,000 4,851 -1,149 354,267  439,024 15,243 454,267
    OBX 25 long SalMar 863.96 14.639   7/07/14 13.480 -11,646 12,647 1,001 355,268  427,378 27,890 455,268
    NZX 50 short a2 Milk 30,020.42 0.401 0.383 21/07/14 0.392 -11,762 11,495 -267 355,001  415,616 39,385 455,001
    Nikkei (TYO) Hitachi Zosen 3,467.34 3.842 3.063 7/04/14 3.453 -11,971 10,620 -1,351 353,650  403,645 50,005 453,650
  Buy Germany SolarWorld 839.40 15.000   12/01/15 12.350 12,591        416,236 37,414  
    MDAX Südzucker 906.81 13.885   2/02/15 11.245 12,591        428,827 24,823  
    HSI-Prop long CK Hutchison 458.52 13.730   24/08/15 10.950 6,295        435,122 18,528  
      Sino Land 5,028.35 1.252   24/08/15 1.200 6,295        441,418 12,232  
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.453   11/08/14 6.127 12,591        454,009 -359  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 long Tourism 16,921.11 0.744   22/02/16 1.542 12,591        466,600 -12,950  
    BAX Nemetschek 1,981.52 6.354   4/08/14 6.125 12,591        479,191 -25,541  
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.138   20/10/14 9.651 12,591        491,782 -38,132  
4/08/14 Sell HDAX long Dürr 499.18 28.230   23/01/12 9.125 -4,555 14,092 9,537 363,187  487,227 -24,040 463,187
    MIB Azimut 696.90 18.460   5/11/12 9.304 -6,484 12,865 6,381 369,568  480,743 -11,175 469,568
    BAX Nemetschek 1,981.52 6.125   28/07/14 6.354 -12,591 12,137 -454 369,113  468,152 962 469,113
    Indices Merval 18.15 750.468   12/08/13 501.316 -9,099 13,621 4,522 373,636  459,053 14,583 473,636
  Buy HDAX short Südzucker 937.40 13.020   12/01/15 11.160 12,205        471,258 2,378  
    Indices PSI 20 2.08 5,854.360   18/08/14 5,654.350 12,177        483,435 -9,799  
11/08/14 Sell ATX long Wienerberger 827.32 11.525   21/10/13 13.065 -10,809 9,535 -1,274 372,361  472,626 -264 472,361
    DAX Continental 81.22 133.083   16/07/12 59.533 -4,835 10,809 5,974 378,335  467,791 10,545 478,335
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.127 6.796 28/07/14 6.453 -12,591 13,261 670 379,005  455,200 23,805 479,005
  Buy ATX Raiffeisen Bank Int 664.73 18.910   16/02/15 13.795 12,570        467,770 11,235  
    DAX Adidas 218.80 57.450   18/08/14 60.070 12,570        480,340 -1,335  
    OBX 25 long SalMar 954.25 13.173   18/08/14 12.880 12,570        492,910 -13,905  
18/08/14 Sell DAX short Adidas 218.80 60.070 54.830 11/08/14 57.450 -12,570 11,997 -573 378,432  480,340 -1,908 478,432
    OBX 25 long SalMar 954.25 12.880   11/08/14 13.173 -12,570 12,291 -279 378,152  467,770 10,383 478,152
    Indices short PSI 20 2.08 5,654.350 6,061.440 4/08/14 5,854.360 -12,177 12,608 431 378,583  455,593 22,990 478,583
  Buy DAX long Vonovia 549.23 22.830   6/10/14 22.420 12,539        468,131 10,451  
    OBX 25 short Petroleum Geo-Srvcs 2,055.67 6.100   16/02/15 5.700 12,539        480,670 -2,088  
    Indices long Merval 15.99 784.124   6/10/14 1,022.100 12,538        493,209 -14,626  
1/09/14 Sell OMXC 20 long Vestas Wind Systems 3,905.95 6.373   1/07/13 2.159 -8,431 24,892 16,461 395,044  484,778 10,266 495,044
  Buy   short Demant 1,073.90 11.763   8/09/14 11.966 12,632        497,410 -2,366  
8/09/14 Sell   short Demant 1,073.90 11.966 11.559 1/09/14 11.763 -12,632 12,413 -219 394,825  484,778 10,047 494,825
  Buy   long Pandora 219.67 57.454   29/09/14 61.631 12,621        497,399 -2,574  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
15/09/14 Sell Nordic 30 long Pandora 257.59 59.766   5/05/14 48.729 -12,552 15,395 2,843 397,668  484,846 12,821 497,668
    Topix (FRA) Fujitsu 265.76 48.100   9/06/14 50.030 -13,296 12,783 -513 397,155  471,550 25,605 497,155
  Buy Nordic 30 short Volvo 1,486.49 8.791   10/11/14 9.334 13,068        484,618 12,536  
    Topix (FRA) Aeon 1,664.50 7.851   5/01/15 8.291 13,068        497,686 -532  
29/09/14 Sell HSI-Fin long HK Exchgs & Clrg 918.94 17.213   2/06/14 13.685 -12,576 15,817 3,241 400,396  485,110 15,286 500,396
    TSX 60 Bausch Health 142.93 102.197   30/09/13 76.879 -10,988 14,607 3,619 404,015  474,122 29,893 504,015
    OMXC 20 Pandora 219.67 61.631   8/09/14 57.454 -12,621 13,538 918 404,932  461,501 43,431 504,932
  Buy HSI-Fin short ICBC 27,528.11 0.498   3/11/14 0.526 13,709        475,210 29,722  
    TSX 60 Yamana Gold 2,858.07 4.797   23/03/15 3.713 13,709        488,919 16,013  
6/10/14 Sell DAX long Vonovia 549.23 22.420   18/08/14 22.830 -12,539 12,314 -225 404,707  476,380 28,327 504,707
    HSI-C&I Tencent 1,189.91 12.196   26/05/14 10.170 -12,101 14,512 2,411 407,119  464,279 42,839 507,119
    Indices Merval 15.99 1,022.100   18/08/14 784.124 -12,538 16,343 3,805 410,924  451,741 59,183 510,924
  Buy DAX short Deutsche Lufthansa 1,179.80 12.080   17/11/14 13.145 14,252        465,993 44,931  
    HSI-C&I Galaxy Entertainment 2,892.98 4.926   13/04/15 4.822 14,252        480,245 30,679  
    PSI 20 Pharol 8,743.56 1.630   23/02/15 0.697 14,252        494,497 16,427  
    Indices PSI 20 2.57 5,537.710   23/02/15 5,494.440 14,232        508,729 2,195  
13/10/14 Sell S&P 100 long Gilead Sciences 272.28 79.611   17/09/12 25.063 -6,824 21,676 14,852 425,776  501,905 23,871 525,776
    BEL 20 KBC 256.71 40.740   15/07/13 31.350 -8,048 10,458 2,411 428,187  493,857 34,330 528,187
    OMXS 30 Nokia 1,292.22 6.407   8/07/13 3.186 -4,117 8,279 4,162 432,349  489,740 42,608 532,349
      Kinnevik 188.25 22.475   8/07/13 21.868 -4,117 4,231 114 432,463  485,624 46,839 532,463
  Buy S&P 100 short General Motors 619.43 23.379   27/10/14 23.689 14,482        500,106 32,357  
    BEL 20 Galapagos 1,302.92 11.115   17/11/14 12.800 14,482        514,588 17,875  
    OMXS 30 MTG 313.12 23.125   3/11/14 24.302 7,241        521,829 10,634  
20/10/14 Sell Kospi 50 long Amorepacific Group 181.88 87.497   23/07/12 26.166 -4,759 15,914 11,155 443,618  517,070 26,548 543,618
    Europe 50 Roche 19.48 222.572   19/12/11 129.719 -2,527 4,336 1,809 445,427  514,543 30,884 545,427
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.651   28/07/14 9.138 -12,591 13,298 707 446,133  501,952 44,182 546,133
    SP Global 100 Apple 330.91 19.487   30/04/12 15.738 -5,208 6,449 1,241 447,374  496,744 50,630 547,374
  Buy Kospi 50 short Hyundai Heavy 178.88 83.577   8/12/14 94.176 14,950        511,694 35,680  
    Europe 50 Deutsche Bank 693.89 21.545   10/11/14 21.563 14,950        526,644 20,730  
    Nikkei (TYO) Toyo Seikan 1,820.62 8.212   27/10/14 8.725 14,950        541,594 5,780  
    SP Global 100 Deutsche Bank 693.89 21.545   3/11/14 22.134 14,950        556,544 -9,170  
27/10/14 Sell S&P 100 short General Motors 619.43 23.689 23.070 13/10/14 23.379 -14,482 14,290 -192 447,182  542,062 5,120 547,182
    Nikkei (TYO) Toyo Seikan 1,820.62 8.725 7.698 20/10/14 8.212 -14,950 14,015 -935 446,247  527,112 19,135 546,247
    DJ Global Titans long Alphabet A 588.22 21.652   23/12/13 20.416 -12,009 12,736 727 446,974  515,103 31,872 546,974
  Buy S&P 100 Gilead Sciences 163.21 88.668   8/06/15 100.700 14,471        529,574 17,400  
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.477   24/08/15 10.589 14,471        544,045 2,929  
    DJ Global Titans short Samsung Electronics 883.10 16.387   10/11/14 18.745 14,471        558,516 -11,542  
3/11/14 Sell HSI-Fin short ICBC 27,528.11 0.526 0.470 29/09/14 0.498 -13,709 12,949 -760 446,215  544,807 1,407 546,215
    OMXS 30 MTG 313.12 24.302 21.949 13/10/14 23.125 -7,241 6,873 -368 445,846  537,566 8,280 545,846
    SP Global 100 Deutsche Bank 693.89 22.134 20.956 20/10/14 21.545 -14,950 14,541 -409 445,438  522,616 22,821 545,438
  Buy HSI-Fin long HK Exchgs & Clrg 804.01 17.669   24/11/14 17.528 14,206        536,822 8,615  
    OMXC 20 Pandora 213.05 66.679   17/11/14 66.322 14,206        551,028 -5,591  
    OMXS 30 Boliden 541.51 13.117   8/06/15 18.209 7,103        558,131 -12,694  
      Electrolux 316.32 22.455   8/06/15 27.196 7,103        565,234 -19,797  
    SP Global 100 Apple 648.75 21.898   24/08/15 22.212 14,206        579,440 -34,003  
10/11/14 Sell HSI long Citic Pacific 10,098.81 1.393   19/05/14 1.295 -13,082 14,068 986 446,423  566,358 -19,935 546,423
    Europe 50 short Deutsche Bank 693.89 21.563 21.527 20/10/14 21.545 -14,950 14,938 -12 446,411  551,409 -4,998 546,411
    Nordic 30 Volvo 1,486.49 9.334 8.249 15/09/14 8.791 -13,068 12,262 -806 445,604  538,341 7,264 545,604
    DJ Global Titans Samsung Electronics 883.10 18.745 14.028 27/10/14 16.387 -14,471 12,388 -2,083 443,522  523,870 19,652 543,522
  Buy HSI Kunlun Energy 13,591.08 1.036   12/01/15 0.825 14,079        537,949 5,573  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 long Novartis 227.39 61.916   24/08/15 69.088 14,079        552,028 -8,506  
    Nordic 30 Pandora 206.58 68.154   1/06/15 91.032 14,079        566,107 -22,585  
    DJ Global Titans Apple 642.90 21.899   15/12/14 21.746 14,079        580,186 -36,664  
17/11/14 Sell DAX short Deutsche Lufthansa 1,179.80 13.145 11.015 6/10/14 12.080 -14,252 12,996 -1,256 442,265  565,934 -23,669 542,265
    BEL 20 Galapagos 1,302.92 12.800 9.430 13/10/14 11.115 -14,482 12,287 -2,195 440,070  551,452 -11,382 540,070
    OMXC 20 long Pandora 213.05 66.322   3/11/14 66.679 -14,206 14,130 -76 439,994  537,246 2,748 539,994
    FT 30 short Tesco 28.87 306.530 691.926 9/06/14 460.539 -13,296 19,976 6,680 446,674  523,950 22,724 546,674
  Buy DAX long Merck (EMD) 185.65 76.670   6/07/15 90.640 14,234        538,184 8,490  
    BEL 20 Proximus 466.69 30.500   24/11/14 30.740 14,234        552,418 -5,744  
    OMXC 20 short FLSmidth 428.98 33.181   24/11/14 35.297 14,234        566,652 -19,978  
    FT 30 long Man Group 83.96 169.534   15/12/14 177.040 14,234        580,886 -34,212  
24/11/14 Sell HSI-Fin long HK Exchgs & Clrg 804.01 17.528   3/11/14 17.669 -14,206 14,093 -113 446,561  566,680 -20,120 546,561
    BEL 20 Proximus 466.69 30.740   17/11/14 30.500 -14,234 14,346 112 446,673  552,446 -5,773 546,673
    OMXC 20 short FLSmidth 428.98 35.297 31.065 17/11/14 33.181 -14,234 13,326 -908 445,765  538,212 7,553 545,765
  Buy HSI-Fin HSBC 1,730.80 7.992   26/01/15 8.332 13,832        552,044 -6,279  
    BEL 20 Galapagos 1,072.25 12.900   1/12/14 13.020 13,832        565,876 -20,111  
    OMXC 20 long Pandora 205.81 67.207   17/08/15 107.440 13,832        579,708 -33,943  
1/12/14 Sell BEL 20 short Galapagos 1,072.25 13.020 12.780 24/11/14 12.900 -13,832 13,703 -129 445,636  565,876 -20,240 545,636
  Buy   long Proximus 415.50 31.610   15/12/14 29.550 13,134        579,010 -33,374  
8/12/14 Sell Kospi 50 short Hyundai Heavy 178.88 94.176 72.978 20/10/14 83.577 -14,950 13,054 -1,896 443,740  564,060 -20,319 543,740
  Buy   long Amorepacific Group 157.78 82.934   6/07/15 157.893 13,085        577,145 -33,405  
15/12/14 Sell BEL 20 long Proximus 415.50 29.550   1/12/14 31.610 -13,134 12,278 -856 442,884  564,011 -21,127 542,884
    MerVal Edenor 36,158.98 0.569   24/02/14 0.315 -11,372 20,560 9,188 452,072  552,639 -567 552,072
    FT 30 Man Group 83.96 177.040   17/11/14 169.534 -14,234 14,864 630 452,702  538,405 14,298 552,702
    DJ Global Titans Apple 642.90 21.746   10/11/14 21.899 -14,079 13,980 -98 452,604  524,326 28,278 552,604
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy BEL 20 short Umicore 931.79 15.585   19/01/15 16.578 14,522        538,848 13,756  
    FT 30 Tesco 55.33 262.480   22/12/14 292.250 14,523        553,371 -767  
    DJ Global Titans Gazprom 4,351.81 3.337   2/03/15 4.494 14,522        567,893 -15,289  
22/12/14 Sell TecDAX short SMA Solar 223.48 14.800 46.789 21/05/12 26.315 -5,881 10,456 4,576 457,180  562,012 -4,832 557,180
    FT 30 Tesco 55.33 292.250 232.709 15/12/14 262.480 -14,523 12,876 -1,647 455,532  547,489 8,043 555,532
  Buy   long Man Group 70.22 200.637   5/01/15 211.401 14,089        561,578 -6,045  
29/12/14 Sell France short CGG 44.00 160.352 445.565 21/07/14 267.296 -11,761 19,605 7,844 463,376  549,817 13,560 563,376
    SDAX WCM 8,313.38 1.381 1.852 9/06/14 1.599 -13,296 15,393 2,097 465,473  536,521 28,953 565,473
  Buy France long Adocia 311.53 47.700   8/06/15 66.230 14,860        551,381 14,093  
    SDAX Patrizia Immobilien 1,208.13 12.300   19/01/15 14.055 14,860        566,241 -767  
    BAX KUKA 250.72 59.270   27/07/15 74.330 14,860        581,101 -15,628  
5/01/15 Sell FT 30 long Man Group 70.22 211.401   22/12/14 200.637 -14,089 14,845 756 466,229  567,012 -783 566,229
    Topix (FRA) short Aeon 1,664.50 8.291 7.411 15/09/14 7.851 -13,068 12,336 -732 465,497  553,944 11,553 565,497
  Buy FT 30 Tesco 49.07 294.006   19/01/15 365.061 14,427        568,371 -2,874  
    Topix (FRA) long Oriental Land 300.99 47.929   2/02/15 54.216 14,426        582,797 -17,300  
12/01/15 Sell Germany short SolarWorld 839.40 12.350 18.219 28/07/14 15.000 -12,591 15,293 2,702 468,198  570,206 -2,008 568,198
    HSI Kunlun Energy 13,591.08 0.825 1.300 10/11/14 1.036 -14,079 17,674 3,595 471,793  556,127 15,666 571,793
    HDAX Südzucker 937.40 11.160 15.190 4/08/14 13.020 -12,205 14,239 2,034 473,827  543,922 29,905 573,827
  Buy Germany long Ströer Media 613.16 24.615   15/06/15 40.315 15,093        559,015 14,813  
    HSI China Life Ins HK 4,554.18 3.314   13/07/15 3.728 15,093        574,108 -281  
    HDAX Ströer Media 613.16 24.615   24/08/15 47.670 15,093        589,201 -15,373  
19/01/15 Sell SDAX long Patrizia Immobilien 1,208.13 14.055   29/12/14 12.300 -14,860 16,980 2,120 475,948  574,341 1,607 575,948
    ISEQ 20 short C&C Group 1,453.13 3.322 6.042 14/04/14 4.480 -6,510 8,779 2,269 478,217  567,831 10,386 578,217
      Flutter 121.48 66.350 40.830 14/04/14 53.590 -6,510 4,960 -1,550 476,667  561,321 15,346 576,667
    BEL 20 Umicore 931.79 16.578 14.593 15/12/14 15.585 -14,522 13,597 -925 475,742  546,799 28,943 575,742
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Tesco 49.07 365.061 222.950 5/01/15 294.006 -14,427 10,940 -3,487 472,255  532,372 39,884 572,255
    CAC Mid 60 CGG 35.68 153.600 767.553 23/06/14 343.360 -12,251 27,386 15,135 487,391  520,121 67,270 587,391
  Buy SDAX SGL Carbon 1,161.53 14.090   26/01/15 15.480 16,366        536,487 50,904  
    ISEQ 20 long Glanbia 590.83 13.850   8/06/15 17.420 8,183        544,670 42,721  
      Ryanair 841.01 9.730   8/06/15 11.660 8,183        552,853 34,538  
    BEL 20 bpost 715.92 22.860   28/09/15 21.000 16,366        569,219 18,172  
    FT 30 Man Group 77.99 209.841   8/06/15 231.072 16,366        585,584 1,806  
    CAC Mid 60 Adocia 258.96 63.200   8/06/15 66.230 16,366        601,950 -14,560  
26/01/15 Sell SDAX short SGL Carbon 1,161.53 15.480 12.700 19/01/15 14.090 -16,366 14,751 -1,615 485,776  585,585 192 585,776
    HSI-Fin HSBC 1,730.80 8.332 7.651 24/11/14 7.992 -13,832 13,243 -589 485,187  571,752 13,434 585,187
    OMXH 25 YIT 1,767.84 5.508 9.942 19/05/14 7.400 -13,082 17,576 4,494 489,680  558,670 31,010 589,680
    CAC Next 20 Arkema 173.39 62.720 79.594 23/06/14 70.655 -12,251 13,801 1,550 491,230  546,420 44,811 591,230
    GEX 4SC 454.26 18.284 44.930 14/04/14 28.662 -13,020 20,410 7,390 498,620  533,400 65,221 598,620
  Buy SDAX long Patrizia Immobilien 1,110.10 14.950   29/06/15 22.015 16,596        549,996 48,625  
    HSI-Fin China Life Ins HK 4,442.54 3.736   3/08/15 3.251 16,596        566,592 32,029  
    OMXH 25 Neste Oil 2,053.96 8.080   11/05/15 7.640 16,596        583,188 15,433  
    GEX Ströer Media 620.41 26.750   1/06/15 38.770 16,596        599,784 -1,163  
2/02/15 Sell MDAX short Südzucker 906.81 11.245 17.145 28/07/14 13.885 -12,591 15,547 2,956 501,576  587,193 14,384 601,576
    AEX KPN 1,608.94 2.756 4.771 15/10/12 3.626 -5,834 7,676 1,842 503,418  581,359 22,059 603,418
    Topix (FRA) long Oriental Land 300.99 54.216   5/01/15 47.929 -14,426 16,318 1,892 505,310  566,933 38,378 605,310
  Buy MDAX Ströer Media 623.96 25.790   16/11/15 61.450 16,092        583,025 22,286  
    Topix (FRA) short Orix 1,615.99 9.958   9/02/15 10.802 16,092        599,117 6,194  
9/02/15 Sell   short Orix 1,615.99 10.802 9.114 2/02/15 9.958 -16,092 14,728 -1,364 503,946  583,025 20,922 603,946
  Buy MerVal long Aluar 16,664.18 0.937   16/02/15 0.944 15,621        598,646 5,301  
    Topix (FRA) Sony 690.37 22.627   18/05/15 28.471 15,621        614,267 -10,320  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
16/02/15 Sell ATX short Raiffeisen Bank Int 664.73 13.795 25.922 11/08/14 18.910 -12,570 17,231 4,661 508,607  601,697 6,911 608,607
    OBX 25 Petroleum Geo-Srvcs 2,055.67 5.700 6.528 18/08/14 6.100 -12,539 13,419 880 509,488  589,158 20,330 609,488
    MerVal long Aluar 16,664.18 0.944   9/02/15 0.937 -15,621 15,733 112 509,599  573,537 36,063 609,599
  Buy ATX Zumtobel 765.16 21.095   7/09/15 23.775 16,141        589,678 19,922  
    OBX 25 Frontline 1,296.63 12.448   23/02/15 11.234 16,141        605,819 3,781  
23/02/15 Sell PSI 20 short Pharol 8,743.56 0.697 3.812 6/10/14 1.630 -14,252 33,330 19,078 528,677  591,567 37,110 628,677
    OBX 25 long Frontline 1,296.63 11.234   16/02/15 12.448 -16,141 14,566 -1,575 527,102  575,426 51,677 627,102
    Indices short PSI 20 2.57 5,494.440 5,581.320 6/10/14 5,537.710 -14,232 14,344 112 527,214  561,194 66,021 627,214
  Buy PSI 20 long Altri 5,730.82 3.024   25/05/15 4.081 17,330        578,524 48,691  
    MerVal Comercial del Plata 70,076.83 0.247   2/03/15 0.261 17,330        595,854 31,361  
    Indices SSE 50 ew 51.51 336.435   27/07/15 382.611 17,330        613,183 14,031  
2/03/15 Sell IBEX 35 short ArcelorMittal 373.68 28.860 37.255 16/06/14 32.790 -12,253 13,922 1,669 528,883  600,930 27,952 628,883
    MerVal long Comercial del Plata 70,076.83 0.261   23/02/15 0.247 -17,330 18,297 967 529,850  583,600 46,250 629,850
    DJ Global Titans short Gazprom 4,351.81 4.494 2.180 15/12/14 3.337 -14,522 9,487 -5,035 524,815  569,078 55,737 624,815
    GCX Energy Recovery 3,881.32 3.076 3.693 19/05/14 3.371 -13,082 14,335 1,253 526,068  555,997 70,072 626,068
  Buy IBEX 35 long Intl. Cons. Airlines 2,202.91 7.900   9/03/15 7.660 17,403        573,399 52,669  
    DJ Global Titans Apple 603.10 28.856   30/03/15 29.169 17,403        590,803 35,266  
    GCX Shimano 125.07 139.151   1/06/15 129.753 17,404        608,206 17,862  
9/03/15 Sell IBEX 35 long Intl. Cons. Airlines 2,202.91 7.660   2/03/15 7.900 -17,403 16,874 -529 525,540  590,803 34,736 625,540
  Buy   short Endesa 935.71 17.640   23/03/15 18.130 16,506        607,309 18,230  
    MerVal long Comercial del Plata 59,459.65 0.278   29/06/15 0.285 16,506        623,815 1,724  
23/03/15 Sell IBEX 35 short Endesa 935.71 18.130 17.150 9/03/15 17.640 -16,506 16,047 -458 525,081  607,309 17,772 625,081
    TSX 60 Yamana Gold 2,858.07 3.713 6.196 29/09/14 4.797 -13,709 17,708 3,999 529,080  593,600 35,480 629,080
  Buy IBEX 35 long Intl. Cons. Airlines 2,051.11 8.100   11/05/15 7.890 16,614        610,214 18,866  
    TSX 60 Bausch Health 89.43 185.781   11/05/15 200.704 16,614        626,829 2,252  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
30/03/15 Sell DJ Global Titans long Apple 603.10 29.169   2/03/15 28.856 -17,403 17,592 189 529,269  609,425 19,843 629,269
  Buy   short ConocoPhilips 274.62 59.090   27/04/15 61.591 16,227        625,653 3,616  
13/04/15 Sell HSI-C&I short Galaxy Entertainment 2,892.98 4.822 5.033 6/10/14 4.926 -14,252 14,560 308 529,576  611,401 18,175 629,576
    ÖkoDAX (deprecated) SolarWorld 67.37 14.550 772.962 29/04/13 106.050 -7,145 52,074 44,930 574,506  604,256 70,250 674,506
  Buy HSI-C&I long Tencent 894.44 20.815   6/07/15 17.093 18,618        622,874 51,632  
    OBX 25 Frontline 1,360.44 13.685   18/05/15 12.057 18,618        641,492 33,014  
27/04/15 Sell DJ Global Titans short ConocoPhilips 274.62 61.591 56.589 30/03/15 59.090 -16,227 15,540 -687 573,819  625,265 48,554 673,819
  Buy   long Mitsubishi UFJ 2,783.23 6.489   8/06/15 6.373 18,059        643,324 30,495  
11/05/15 Sell IBEX 35 long Intl. Cons. Airlines 2,051.11 7.890   23/03/15 8.100 -16,614 16,183 -431 573,388  626,710 46,678 673,388
    OMXH 25 Neste Oil 2,053.96 7.640   26/01/15 8.080 -16,596 15,692 -904 572,485  610,114 62,371 672,485
    TSX 60 Bausch Health 89.43 200.704   23/03/15 185.781 -16,614 17,949 1,335 573,819  593,500 80,320 673,819
  Buy IBEX 35 short Obrascón Huarte Lain 985.01 19.140   25/04/16 5.840 18,853        612,353 61,467  
    OMXH 25 Outokumpu 3,601.34 5.235   4/01/16 2.584 18,853        631,206 42,614  
    TSX 60 Cenovus Energy 1,215.85 15.506   21/03/16 12.064 18,853        650,059 23,761  
18/05/15 Sell OBX 25 long Frontline 1,360.44 12.057   13/04/15 13.685 -18,618 16,403 -2,215 571,604  631,441 40,163 671,604
    Topix (FRA) Sony 690.37 28.471   9/02/15 22.627 -15,621 19,656 4,035 575,638  615,820 59,819 675,638
  Buy OBX 25 short REC Silicon 8,686.98 2.117   1/06/15 1.852 18,386        634,206 41,433  
    Topix (FRA) Toshiba 614.30 29.930   25/05/15 30.510 18,386        652,592 23,047  
25/05/15 Sell PSI 20 long Altri 5,730.82 4.081   23/02/15 3.024 -17,330 23,387 6,057 581,696  635,262 46,434 681,696
    Topix (FRA) short Toshiba 614.30 30.510 29.350 18/05/15 29.930 -18,386 18,030 -356 581,340  616,876 64,464 681,340
  Buy PSI 20 Pharol 36,558.82 0.510   23/11/15 0.369 18,645        635,521 45,819  
    Topix (FRA) long Sony 654.21 28.500   1/06/15 28.394 18,645        654,166 27,174  
1/06/15 Sell OBX 25 short REC Silicon 8,686.98 1.852 2.418 18/05/15 2.117 -18,386 21,008 2,622 583,961  635,780 48,182 683,961
    Nordic 30 long Pandora 206.58 91.032   10/11/14 68.154 -14,079 18,805 4,726 588,687  621,700 66,987 688,687
    Topix (FRA) Sony 654.21 28.394   25/05/15 28.500 -18,645 18,576 -69 588,618  603,055 85,563 688,618
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Ströer Media 620.41 38.770   26/01/15 26.750 -16,596 24,053 7,457 596,075  586,459 109,616 696,075
    GCX Shimano 125.07 129.753   2/03/15 139.151 -17,404 16,228 -1,175 594,900  569,056 125,844 694,900
  Buy TecDAX short Aixtron 2,973.62 6.900   25/04/16 4.108 20,518        589,574 105,326  
    OBX 25 long Frontline 1,644.64 12.476   8/06/15 12.298 20,518        610,092 84,808  
    Nordic 30 short Fortum 1,184.64 17.320   30/11/15 13.820 20,518        630,610 64,290  
    Topix (FRA) Toshiba 629.19 32.610   16/11/15 22.410 20,518        651,128 43,772  
    GCX REC Silicon 11,076.44 1.852   5/10/20 0.464 20,518        671,646 23,254  
8/06/15 Sell S&P 100 long Gilead Sciences 163.21 100.700   27/10/14 88.668 -14,471 16,435 1,964 596,864  657,174 39,690 696,864
    France Adocia 311.53 66.230   29/12/14 47.700 -14,860 20,633 5,773 602,636  642,314 60,322 702,636
    ISEQ 20 Glanbia 590.83 17.420   19/01/15 13.850 -8,183 10,292 2,109 604,746  634,131 70,614 704,746
      Ryanair 841.01 11.660   19/01/15 9.730 -8,183 9,806 1,623 606,369  625,948 80,421 706,369
    OBX 25 Frontline 1,644.64 12.298   1/06/15 12.476 -20,518 20,226 -292 606,077  605,430 100,647 706,077
    OMXS 30 Boliden 541.51 18.209   3/11/14 13.117 -7,103 9,860 2,757 608,834  598,327 110,507 708,834
      Electrolux 316.32 27.196   3/11/14 22.455 -7,103 8,602 1,499 610,333  591,224 119,109 710,333
    FT 30 Man Group 77.99 231.072   19/01/15 209.841 -16,366 18,021 1,656 611,989  574,859 137,131 711,989
    CAC Mid 60 Adocia 258.96 66.230   19/01/15 63.200 -16,366 17,151 785 612,774  558,492 154,281 712,774
    DJ Global Titans Mitsubishi UFJ 2,783.23 6.373   27/04/15 6.489 -18,059 17,737 -322 612,452  540,433 172,019 712,452
  Buy S&P 100 short Norfolk Southern 274.17 80.648   15/06/15 80.979 22,111        562,545 149,907  
    France Solocal 31.57 700.450   23/11/15 390.360 22,113        584,658 127,794  
    ISEQ 20 FBD 1,192.10 9.274   10/08/15 7.120 11,056        595,713 116,739  
    OBX 25 DNO International 17,355.57 1.274   21/12/15 0.607 22,111        617,824 94,628  
    OMXS 30 SSAB 2,159.28 5.120   26/10/15 3.388 11,056        628,880 83,572  
      Telia Company 2,102.33 5.259   26/10/15 4.765 11,056        639,935 72,517  
    FT 30 Tate & Lyle 29.34 753.704   28/12/15 807.108 22,114        662,049 50,403  
    DJ Global Titans BHP 1,162.53 19.020   13/07/15 17.787 22,111        684,160 28,292  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
15/06/15 Sell S&P 100 short Norfolk Southern 274.17 80.979 80.318 8/06/15 80.648 -22,111 22,021 -91 612,361  662,049 50,313 712,361
    Germany long Ströer Media 613.16 40.315   12/01/15 24.615 -15,093 24,720 9,627 621,988  646,956 75,032 721,988
  Buy S&P 100 Starbucks 430.06 46.330   6/07/15 49.123 19,925        666,881 55,107  
29/06/15 Sell SDAX long Patrizia Immobilien 1,110.10 22.015   26/01/15 14.950 -16,596 24,439 7,843 629,831  650,285 79,546 729,831
    MerVal Comercial del Plata 59,459.65 0.285   9/03/15 0.278 -16,506 16,940 434 630,265  633,779 96,486 730,265
6/07/15 Sell S&P 100 long Starbucks 430.06 49.123   15/06/15 46.330 -19,925 21,126 1,201 631,466  613,854 117,612 731,466
    Kospi 50 Amorepacific Group 157.78 157.893   8/12/14 82.934 -13,085 24,912 11,827 643,293  600,769 142,524 743,293
    DAX Merck (EMD) 185.65 90.640   17/11/14 76.670 -14,234 16,827 2,594 645,886  586,535 159,352 745,886
    HSI-C&I Tencent 894.44 17.093   13/04/15 20.815 -18,618 15,289 -3,329 642,557  567,917 174,640 742,557
  Buy S&P 100 short Norfolk Southern 291.56 78.643   13/07/15 78.579 22,929        590,846 151,711  
    CAC 40 ArcelorMittal 908.80 25.230   27/03/17 22.800 22,929        613,775 128,782  
    DAX RWE 1,191.74 19.240   13/07/15 20.205 22,929        636,704 105,853  
    HSI-C&I Sands China 6,776.51 3.384   9/05/16 3.084 22,929        659,633 82,924  
13/07/15 Sell S&P 100 short Norfolk Southern 291.56 78.579 78.708 6/07/15 78.643 -22,929 22,948 19 642,576  636,704 105,872 742,576
    HSI long China Life Ins HK 4,554.18 3.728   12/01/15 3.314 -15,093 16,980 1,887 644,463  621,611 122,852 744,463
    DAX short RWE 1,191.74 20.205 18.275 6/07/15 19.240 -22,929 21,779 -1,150 643,313  598,682 144,631 743,313
    DJ Global Titans BHP 1,162.53 17.787 20.338 8/06/15 19.020 -22,111 23,643 1,532 644,845  576,571 168,274 744,845
  Buy S&P 100 long Amazon.com 1,102.64 20.702   27/07/15 23.987 22,827        599,398 145,447  
    HSI short China Shenhua HK 12,291.08 1.857   18/04/16 1.521 22,827        622,225 122,620  
    DAX long Fresenius 372.62 61.260   27/07/15 61.200 22,827        645,051 99,794  
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.281   27/07/15 6.435 22,827        667,878 76,967  
20/07/15 Sell DJTA long Avis Budget 494.16 38.916   24/09/12 12.419 -6,137 19,231 13,094 657,939  661,741 96,197 757,939
  Buy   short Avis Budget 548.70 38.916   3/08/15 39.514 21,353        683,094 74,844  
27/07/15 Sell S&P 100 long Amazon.com 1,102.64 23.987   13/07/15 20.702 -22,827 26,449 3,622 661,561  660,267 101,294 761,561
    DAX Fresenius 372.62 61.200   13/07/15 61.260 -22,827 22,804 -22 661,539  637,441 124,098 761,539
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX KUKA 250.72 74.330   29/12/14 59.270 -14,860 18,636 3,776 665,314  622,581 142,734 765,314
    Indices SSE 50 ew 51.51 382.611   23/02/15 336.435 -17,330 19,708 2,379 667,693  605,251 162,442 767,693
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.435   13/07/15 6.281 -22,827 23,386 559 668,251  582,424 185,828 768,251
  Buy S&P 100 short ConocoPhilips 522.41 45.655   7/03/16 37.595 23,851        606,275 161,977  
    DAX RWE 1,285.77 18.550   19/10/15 12.230 23,851        630,126 138,126  
    BAX Grammer 908.26 26.260   9/11/15 23.675 23,851        653,976 114,275  
    Indices RTX 22.64 1,053.370   6/06/16 1,104.740 23,848        677,825 90,427  
    DJ Global Titans ConocoPhilips 522.41 45.655   3/08/15 45.385 23,851        701,676 66,576  
3/08/15 Sell SSE 50 long AVIC Aviation Engine 3,913.44 7.097   7/07/14 2.976 -11,646 27,773 16,127 684,379  690,030 94,349 784,379
    HSI-Fin China Life Ins HK 4,442.54 3.251   26/01/15 3.736 -16,596 14,440 -2,156 682,223  673,434 108,790 782,223
    DJTA short Avis Budget 548.70 39.514 38.317 20/07/15 38.916 -21,353 21,024 -329 681,895  652,081 129,814 781,895
    DJ Global Titans ConocoPhilips 522.41 45.385 45.927 27/07/15 45.655 -23,851 23,993 142 682,037  628,230 153,807 782,037
  Buy SSE 50 China Northern Rare 11,240.51 2.081   4/01/16 1.789 23,396        651,626 130,411  
    HSI-Fin ICBC 37,409.66 0.625   4/01/16 0.538 23,396        675,022 107,015  
    DJTA long JetBlue Airways 1,086.29 21.538   24/08/15 18.277 23,396        698,418 83,619  
    SMI UBS 1,108.70 21.102   17/08/15 20.081 23,396        721,814 60,223  
    SLI Vifor Pharma 220.36 106.171   24/08/15 107.513 23,396        745,210 36,827  
    DJ Global Titans Mitsubishi UFJ 3,607.27 6.486   24/08/15 5.389 23,396        768,606 13,431  
10/08/15 Sell ISEQ 20 short FBD 1,192.10 7.120 12.080 8/06/15 9.274 -11,056 14,400 3,345 685,381  757,550 27,831 785,381
  Buy   long Kingspan 447.30 22.725   17/08/15 22.815 10,165        767,715 17,666  
      Ryanair 795.38 12.780   17/08/15 12.705 10,165        777,880 7,501  
17/08/15 Sell ASX 50 long James Hardie Ind 721.64 12.058   30/01/12 5.763 -4,159 8,702 4,543 689,924  773,721 16,203 789,924
    ISEQ 20 Kingspan 447.30 22.815   10/08/15 22.725 -10,165 10,205 40 689,964  763,556 26,408 789,964
      Ryanair 795.38 12.705   10/08/15 12.780 -10,165 10,105 -60 689,905  753,391 36,514 789,905
    OMXC 20 Pandora 205.81 107.440   24/11/14 67.207 -13,832 22,112 8,280 698,185  739,559 58,626 798,185
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI UBS 1,108.70 20.081   3/08/15 21.102 -23,396 22,264 -1,132 697,053  716,163 80,890 797,053
    Nikkei (FRA) Fujitsu 106.13 44.550   30/06/14 54.990 -5,836 4,728 -1,108 695,945  710,327 85,618 795,945
      MinebeaMitsumi 709.63 12.573   30/06/14 8.224 -5,836 8,922 3,086 699,031  704,491 94,540 799,031
  Buy ASX 50 short Santos 5,610.56 3.982   23/11/15 2.708 22,339        726,830 72,201  
    ISEQ 20 FBD 1,618.77 6.900   30/11/15 6.852 11,170        738,000 61,032  
    OMXC 20 GN Store Nord 179.43 124.500   5/10/15 126.375 22,339        760,339 38,693  
    Nikkei (FRA) Sharp 870.58 12.830   23/11/15 10.210 11,170        771,508 27,523  
      IHI 369.97 30.190   23/11/15 25.250 11,169        782,678 16,354  
24/08/15 Sell DJIA long Visa 133.73 58.880   19/12/11 18.897 -2,527 7,874 5,347 704,378  780,151 24,228 804,378
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 719,103  778,265 40,838 819,103
    Euro 50 ASML 54.72 74.790   9/01/12 32.400 -1,773 4,093 2,320 721,422  776,492 44,931 821,422
      AB InBev 37.33 91.280   9/01/12 47.495 -1,773 3,407 1,634 723,057  774,719 48,338 823,057
    HDAX Ströer Media 613.16 47.670   12/01/15 24.615 -15,093 29,229 14,136 737,193  759,626 77,568 837,193
    FTSE Ashtead 13.88 1,199.890   30/07/12 333.248 -4,625 16,654 12,029 749,222  755,000 94,222 849,222
    HSI-Prop CK Hutchison 458.52 10.950   28/07/14 13.730 -6,295 5,021 -1,275 747,948  748,705 99,243 847,948
      Sino Land 5,028.35 1.200   28/07/14 1.252 -6,295 6,034 -261 747,686  742,409 105,277 847,686
    Europe 50 Novartis 227.39 69.088   10/11/14 61.916 -14,079 15,710 1,631 749,317  728,330 120,987 849,317
    DJTA JetBlue Airways 1,086.29 18.277   3/08/15 21.538 -23,396 19,854 -3,542 745,776  704,934 140,841 845,776
    SLI Vifor Pharma 220.36 107.513   3/08/15 106.171 -23,396 23,692 296 746,071  681,538 164,533 846,071
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.589   27/10/14 10.477 -14,471 14,626 155 746,226  667,067 179,158 846,226
    DJ Global Titans Mitsubishi UFJ 3,607.27 5.389   3/08/15 6.486 -23,396 19,440 -3,956 742,270  643,671 198,599 842,270
    SP Global 100 Apple 648.75 22.212   3/11/14 21.898 -14,206 14,410 204 742,474  629,465 213,008 842,474
  Buy DJIA short Chevron 424.78 62.119   30/05/16 91.551 26,387        655,852 186,622  
    Nasdaq 100 Micron Technology 2,121.55 12.438   31/08/15 14.635 26,387        682,239 160,235  
    Euro 50 E.on 1,516.49 8.700   26/10/15 8.993 13,193        695,433 147,041  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Banco Santander 2,532.34 5.210   26/10/15 5.230 13,193        708,626 133,848  
    HDAX RWE 1,995.99 13.220   23/11/15 10.895 26,387        735,013 107,461  
    FTSE Glencore 140.81 187.390   9/05/16 167.806 26,386        761,400 81,074  
    HSI-Prop Hang Lung 6,863.75 1.922   6/06/16 1.737 13,194        774,593 67,881  
      The Wharf 7,540.87 1.750   6/06/16 1.945 13,194        787,787 54,687  
    DJCA Chevron 424.78 62.119   31/08/15 72.229 26,387        814,174 28,300  
    Europe 50 Rio Tinto 9.01 2,927.710   26/10/15 3,453.900 26,379        840,552 1,922  
    DJTA Norfolk Southern 409.89 64.376   31/08/15 69.482 26,387        866,939 -24,465  
    SLI Aryzta 2,815.30 9.373   9/01/17 8.993 26,387        893,326 -50,852  
    CAC Next 20 Casino Guichard 468.85 56.280   30/01/17 49.780 26,387        919,713 -77,239  
    Nikkei (TYO) IHI 1,019.14 25.892   8/08/16 25.014 26,387        946,100 -103,626  
    DJ Global Titans ConocoPhilips 713.61 36.977   21/03/16 37.886 26,387        972,487 -130,013  
    SP Global 100 RWE 1,995.99 13.220   12/09/16 14.645 26,387        998,874 -156,400  
31/08/15 Sell Nasdaq 100 short Micron Technology 2,121.55 14.635 10.240 24/08/15 12.438 -26,387 21,726 -4,661 737,812  972,487 -134,675 837,812
    DJCA Chevron 424.78 72.229 52.009 24/08/15 62.119 -26,387 22,092 -4,294 733,518  946,100 -112,582 833,518
    DJTA Norfolk Southern 409.89 69.482 59.269 24/08/15 64.376 -26,387 24,294 -2,093 731,425  919,713 -88,288 831,425
  Buy Nasdaq 100 long Netflix 181.11 102.576   7/09/15 88.434 18,578        938,291 -106,866  
    DJCA JetBlue Airways 933.31 19.906   16/03/20 9.506 18,578        956,869 -125,444  
    DJUA short CenterPoint Energy 559.39 16.606   7/12/15 15.137 9,289        966,158 -134,733  
      FirstEnergy 325.90 28.503   7/12/15 29.960 9,289        975,447 -144,022  
    DJTA long JetBlue Airways 933.31 19.906   4/01/16 20.201 18,578        994,025 -162,600  
7/09/15 Sell Nasdaq 100 long Netflix 181.11 88.434   31/08/15 102.576 -18,578 16,016 -2,561 728,864  975,447 -146,584 828,864
    ATX Zumtobel 765.16 23.775   16/02/15 21.095 -16,141 18,192 2,051 730,914  959,306 -128,392 830,914
  Buy Nasdaq 100 short Micron Technology 1,165.75 15.066   19/10/15 16.912 17,563        976,869 -145,955  
    ATX Vienna Insurance 644.75 27.240   28/03/16 18.660 17,563        994,432 -163,518  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
14/09/15 Sell RTX short RusHydro 4,094.64 0.774 3.647 11/03/13 1.680 -6,879 14,931 8,052 738,966  987,553 -148,587 838,966
  Buy USA long JetBlue Airways 742.09 23.257   21/09/15 23.986 17,259        1,004,812 -165,846  
21/09/15 Sell   long JetBlue Airways 742.09 23.986   14/09/15 23.257 -17,259 17,800 540 739,507  987,553 -148,046 839,507
  Buy   short Wynn Resorts 290.61 59.482   5/10/15 57.973 17,286        1,004,839 -165,332  
    MIB Saipem 35.69 484.286   26/12/16 244.286 17,284        1,022,123 -182,616  
    RTX Mobile TeleSystems 2,726.50 6.340   28/09/15 6.096 17,286        1,039,409 -199,902  
28/09/15 Sell   short Mobile TeleSystems 2,726.50 6.096 6.594 21/09/15 6.340 -17,286 17,978 692 740,199  1,022,123 -181,924 840,199
    BEL 20 long bpost 715.92 21.000   19/01/15 22.860 -16,366 15,034 -1,332 738,867  1,005,757 -166,890 838,867
  Buy RTX Severstal 1,791.32 9.378   2/11/15 10.465 16,799        1,022,556 -183,689  
    BEL 20 short Solvay 187.68 89.510   28/03/16 85.670 16,799        1,039,356 -200,488  
5/10/15 Sell USA short Wynn Resorts 290.61 57.973 61.030 21/09/15 59.482 -17,286 17,736 450 739,317  1,022,070 -182,752 839,317
    OMXC 20 GN Store Nord 179.43 126.375 122.625 17/08/15 124.500 -22,339 22,003 -336 738,981  999,731 -160,750 838,981
  Buy USA long Netflix 170.59 99.392   14/12/15 109.790 16,955        1,016,686 -177,705  
    OMXC 20 Genmab 199.32 85.064   2/11/15 91.174 16,955        1,033,641 -194,660  
12/10/15 Buy Kospi 50 long Lotte Chemical 77.27 208.474   2/04/18 330.481 16,109        1,049,750 -210,769  
    MerVal Pampa Energía 19,531.95 0.825   19/10/15 0.927 16,108        1,065,858 -226,877  
19/10/15 Sell Nasdaq 100 short Micron Technology 1,165.75 16.912 13.219 7/09/15 15.066 -17,563 15,410 -2,153 736,828  1,048,295 -211,466 836,828
    DAX RWE 1,285.77 12.230 28.136 27/07/15 18.550 -23,851 36,176 12,325 749,153  1,024,444 -175,290 849,153
    MerVal long Pampa Energía 19,531.95 0.927   12/10/15 0.825 -16,108 18,096 1,988 751,142  1,008,336 -157,194 851,142
  Buy Nasdaq 100 Amazon.com 685.81 25.296   8/02/16 21.802 17,348        1,025,684 -174,542  
    DAX Fresenius 287.65 60.310   21/12/15 63.430 17,348        1,043,032 -191,890  
    MerVal short YPF 771.73 22.479   26/10/15 25.738 17,348        1,060,380 -209,238  
26/10/15 Sell Euro 50 short E.on 1,516.49 8.993 8.407 24/08/15 8.700 -13,193 12,750 -444 750,698  1,047,186 -196,488 850,698
      Banco Santander 2,532.34 5.230 5.190 24/08/15 5.210 -13,193 13,143 -51 750,647  1,033,993 -183,346 850,647
    OMXS 30 SSAB 2,159.28 3.388 7.737 8/06/15 5.120 -11,056 16,707 5,652 756,299  1,022,937 -166,638 856,299
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Telia Company 2,102.33 4.765 5.804 8/06/15 5.259 -11,056 12,201 1,146 757,444  1,011,882 -154,437 857,444
    Europe 50 Rio Tinto 9.01 3,453.900 2,401.510 24/08/15 2,927.710 -26,379 21,638 -4,741 752,703  985,503 -132,800 852,703
    MerVal YPF 771.73 25.738 19.221 19/10/15 22.479 -17,348 14,833 -2,515 750,189  968,155 -117,966 850,189
  Buy Euro 50 long Fresenius 142.67 64.150   11/01/16 59.420 9,152        977,307 -127,119  
      Inditex 272.31 33.610   11/01/16 29.430 9,152        986,460 -136,271  
    OMXS 30 Boliden 524.17 17.461   2/11/15 17.505 9,152        995,612 -145,424  
      Svenska Cellulosa B 1,756.14 5.212   2/11/15 5.468 9,152        1,004,765 -154,576  
    Europe 50 SAP 261.02 70.130   14/12/15 69.400 18,305        1,023,070 -172,881  
    MerVal Pampa Energía 15,928.47 1.149   7/03/16 0.728 18,305        1,041,375 -191,186  
2/11/15 Sell RTX long Severstal 1,791.32 10.465   28/09/15 9.378 -16,799 18,746 1,947 752,136  1,024,576 -172,440 852,136
    OMXC 20 Genmab 199.32 91.174   5/10/15 85.064 -16,955 18,173 1,218 753,354  1,007,621 -154,267 853,354
    OMXS 30 Boliden 524.17 17.505   26/10/15 17.461 -9,152 9,175 23 753,377  998,469 -145,092 853,377
      Svenska Cellulosa B 1,756.14 5.468   26/10/15 5.212 -9,152 9,602 449 753,826  989,316 -135,490 853,826
  Buy RTX short Mobile TeleSystems 2,886.67 6.221   25/04/16 7.952 17,958        1,007,274 -153,448  
    OMXS 30 SSAB 2,658.48 3.378   14/12/15 2.601 8,979        1,016,253 -162,427  
      SKF A 558.80 16.068   14/12/15 14.663 8,979        1,025,232 -171,406  
9/11/15 Sell BAX short Grammer 908.26 23.675 29.127 27/07/15 26.260 -23,851 26,455 2,604 756,430  1,001,381 -144,951 856,430
  Buy   long Adva 1,751.45 10.155   16/11/15 10.530 17,786        1,019,167 -162,737  
16/11/15 Sell MDAX long Ströer Media 623.96 61.450   2/02/15 25.790 -16,092 38,342 22,250 778,681  1,003,075 -124,395 878,681
    BSE Sensex 30 Hindustan Unilever 686.17 11.144   30/01/12 6.061 -4,159 7,646 3,487 782,168  998,916 -116,748 882,168
    Topix (FRA) short Toshiba 629.19 22.410 47.453 1/06/15 32.610 -20,518 29,857 9,339 791,507  978,398 -86,892 891,507
    BAX long Adva 1,751.45 10.530   9/11/15 10.155 -17,786 18,443 657 792,164  960,612 -68,449 892,164
  Buy MDAX short Leoni 592.92 34.730   30/05/16 29.880 20,592        981,205 -89,041  
    BSE Sensex 30 Bharat Heavy 12,188.94 1.689   13/06/16 1.058 20,592        1,001,797 -109,633  
    SMI Holcim 407.68 50.510   9/01/17 49.995 20,592        1,022,388 -130,225  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Ono Pharmaceutical 754.23 27.302   14/12/15 30.520 20,592        1,042,980 -150,817  
    BAX short Leoni 592.92 34.730   23/11/15 36.045 20,592        1,063,572 -171,409  
23/11/15 Sell France short Solocal 31.57 390.360 1,256.870 8/06/15 700.450 -22,113 39,679 17,566 809,730  1,041,459 -131,729 909,730
    ASX 50 Santos 5,610.56 2.708 5.854 17/08/15 3.982 -22,339 32,843 10,504 820,234  1,019,120 -98,886 920,234
    HDAX RWE 1,995.99 10.895 16.041 24/08/15 13.220 -26,387 32,018 5,631 825,865  992,733 -66,868 925,865
    PSI 20 Pharol 36,558.82 0.369 0.705 25/05/15 0.510 -18,645 25,770 7,125 832,990  974,088 -41,098 932,990
    Nikkei (FRA) Sharp 870.58 10.210 16.122 17/08/15 12.830 -11,170 14,036 2,866 835,856  962,919 -27,062 935,856
      IHI 369.97 25.250 36.097 17/08/15 30.190 -11,169 13,355 2,185 838,042  951,749 -13,708 938,042
    BAX Leoni 592.92 36.045 33.415 16/11/15 34.730 -20,592 19,812 -780 837,262  931,157 6,105 937,262
  Buy France long Ubisoft 879.84 26.805   11/01/16 24.260 23,584        954,741 -17,479  
    HDAX SMA Solar 493.65 47.775   18/01/16 41.200 23,584        978,325 -41,063  
    PSI 20 Altri 4,617.98 5.107   7/12/15 5.008 23,584        1,001,909 -64,647  
    OMXC 20 Genmab 207.97 113.399   8/02/16 88.896 23,584        1,025,493 -88,231  
    Nikkei (FRA) Yamaha 470.36 25.070   7/12/15 22.360 11,792        1,037,285 -100,023  
    BAX Adva 2,125.64 11.095   14/12/15 9.859 23,584        1,060,869 -123,607  
    GEX Hypoport 298.53 79.000   14/12/15 70.070 23,584        1,084,453 -147,191  
30/11/15 Sell ISEQ 20 short FBD 1,618.77 6.852 6.948 17/08/15 6.900 -11,170 11,248 78 837,340  1,073,283 -135,943 937,340
    Nordic 30 Fortum 1,184.64 13.820 21.706 1/06/15 17.320 -20,518 25,714 5,196 842,536  1,052,765 -110,229 942,536
  Buy Germany long SMA Solar 440.59 47.225   11/01/16 49.315 20,807        1,073,572 -131,036  
    ASX 50 short Origin Energy 5,431.79 3.831   4/01/16 3.253 20,807        1,094,379 -151,843  
    ISEQ 20 long Flutter 86.66 120.050   7/12/15 122.000 10,404        1,104,783 -162,246  
      Dalata Hotel 2,020.10 5.150   7/12/15 5.130 10,404        1,115,186 -172,650  
    Nordic 30 Pandora 185.45 112.200   14/12/15 108.345 20,807        1,135,994 -193,457  
7/12/15 Sell ISEQ 20 long Flutter 86.66 122.000   30/11/15 120.050 -10,404 10,573 169 842,705  1,125,590 -182,885 942,705
      Dalata Hotel 2,020.10 5.130   30/11/15 5.150 -10,404 10,363 -40 842,665  1,115,187 -172,522 942,665
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Altri 4,617.98 5.008   23/11/15 5.107 -23,584 23,127 -457 842,208  1,091,603 -149,395 942,208
    DJUA short CenterPoint Energy 559.39 15.137 18.217 31/08/15 16.606 -9,289 10,190 901 843,109  1,082,314 -139,204 943,109
      FirstEnergy 325.90 29.960 27.045 31/08/15 28.503 -9,289 8,814 -475 842,634  1,073,025 -130,391 942,634
    Nikkei (FRA) long Yamaha 470.36 22.360   23/11/15 25.070 -11,792 10,517 -1,275 841,359  1,061,233 -119,873 941,359
    BSE Sensex 50 Eicher Motors 804.21 22.421   24/10/11 2.335 -1,878 18,031 16,153 857,513  1,059,355 -101,842 957,513
  Buy ISEQ 20 short FBD 1,568.26 6.820   4/01/16 6.603 10,696        1,070,050 -112,538  
    PSI 20 Pharol 75,854.61 0.282   25/04/16 0.141 21,391        1,091,441 -133,929  
    DJUA long NiSource 605.80 17.655   16/03/20 18.760 10,696        1,102,137 -144,624  
      American Water 198.54 53.870   16/03/20 106.441 10,695        1,112,832 -155,320  
    Nikkei (FRA) short OKI Electric 931.66 11.480   7/03/16 12.000 10,695        1,123,527 -166,015  
      Sharp 1,125.84 9.500   7/03/16 13.180 10,695        1,134,223 -176,710  
    BSE Sensex 50 ONGC 10,374.41 2.062   21/12/15 2.125 21,391        1,155,614 -198,101  
14/12/15 Sell USA long Netflix 170.59 109.790   5/10/15 99.392 -16,955 18,729 1,774 859,286  1,138,659 -179,372 959,286
    OMXS 30 short SSAB 2,658.48 2.601 4.386 2/11/15 3.378 -8,979 11,659 2,680 861,966  1,129,680 -167,714 961,966
      SKF A 558.80 14.663 17.608 2/11/15 16.068 -8,979 9,839 860 862,826  1,120,701 -157,874 962,826
    Europe 50 long SAP 261.02 69.400   26/10/15 70.130 -18,305 18,115 -191 862,636  1,102,395 -139,760 962,636
    Nordic 30 Pandora 185.45 108.345   30/11/15 112.200 -20,807 20,093 -715 861,921  1,081,588 -119,667 961,921
    Topix (FRA) Ono Pharmaceutical 754.23 30.520   16/11/15 27.302 -20,592 23,019 2,427 864,348  1,060,996 -96,648 964,348
    BAX Adva 2,125.64 9.859   23/11/15 11.095 -23,584 20,957 -2,627 861,721  1,037,412 -75,691 961,721
    GEX Hypoport 298.53 70.070   23/11/15 79.000 -23,584 20,918 -2,666 859,055  1,013,828 -54,773 959,055
  Buy OMXS 30 Securitas 843.69 13.398   21/12/15 13.632 11,304        1,025,131 -66,077  
      Swedish Match 3,646.29 3.100   21/12/15 3.142 11,304        1,036,435 -77,380  
    Europe 50 short Rio Tinto 8.88 2,545.100   28/12/15 2,721.790 22,600        1,059,035 -99,981  
    Nordic 30 Møller-Mærsk B 18.44 1,226.160   25/04/16 1,254.850 22,610        1,081,646 -122,591  
    Topix (FRA) Toshiba 1,040.84 21.720   21/12/15 19.300 22,607        1,104,253 -145,198  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Leoni 680.22 33.235   4/07/16 24.990 22,607        1,126,860 -167,805  
    GEX Manz 556.00 40.660   9/05/16 36.225 22,607        1,149,467 -190,412  
21/12/15 Sell DAX long Fresenius 287.65 63.430   19/10/15 60.310 -17,348 18,246 897 859,952  1,132,119 -172,167 959,952
    OBX 25 short DNO International 17,355.57 0.607 2.673 8/06/15 1.274 -22,111 46,385 24,274 884,226  1,110,008 -125,782 984,226
    OMXS 30 long Securitas 843.69 13.632   14/12/15 13.398 -11,304 11,501 197 884,423  1,098,704 -114,281 984,423
      Swedish Match 3,646.29 3.142   14/12/15 3.100 -11,304 11,457 154 884,577  1,087,401 -102,824 984,577
    Topix (FRA) short Toshiba 1,040.84 19.300 24.443 14/12/15 21.720 -22,607 25,442 2,835 887,411  1,064,794 -77,382 987,411
    BSE Sensex 50 ONGC 10,374.41 2.125 1.999 7/12/15 2.062 -21,391 20,738 -653 886,759  1,043,403 -56,644 986,759
  Buy DAX RWE 2,040.54 11.395   28/12/15 11.660 23,252        1,066,655 -79,896  
    OBX 25 long Bakkafrost 884.67 26.283   28/12/15 26.311 23,252        1,089,907 -103,148  
    OMXS 30 short SSAB 5,356.86 2.170   28/12/15 2.409 11,626        1,101,533 -114,774  
      SKF A 796.23 14.601   28/12/15 15.095 11,626        1,113,159 -126,400  
    Topix (FRA) long Ono Pharmaceutical 726.99 31.984   4/01/16 32.298 23,252        1,136,411 -149,652  
    CAC Mid 60 Sartorius Stedim 403.86 57.575   28/12/15 57.183 23,252        1,159,663 -172,904  
    BSE Sensex 50 Bajaj Finance 2,864.22 8.118   4/01/16 8.393 23,252        1,182,915 -196,156  
28/12/15 Sell DAX short RWE 2,040.54 11.660 11.130 21/12/15 11.395 -23,252 22,711 -541 886,218  1,159,663 -173,445 986,218
    OBX 25 long Bakkafrost 884.67 26.311   21/12/15 26.283 -23,252 23,276 25 886,243  1,136,411 -150,168 986,243
    OMXS 30 short SSAB 5,356.86 2.409 1.932 21/12/15 2.170 -11,626 10,347 -1,279 884,963  1,124,785 -139,822 984,963
      SKF A 796.23 15.095 14.108 21/12/15 14.601 -11,626 11,233 -393 884,571  1,113,159 -128,589 984,571
    Europe 50 Rio Tinto 8.88 2,721.790 2,368.420 14/12/15 2,545.100 -22,600 21,032 -1,569 883,002  1,090,559 -107,557 983,002
    FT 30 Tate & Lyle 29.34 807.108 700.300 8/06/15 753.704 -22,114 20,547 -1,567 881,435  1,068,445 -87,010 981,435
    CAC Mid 60 long Sartorius Stedim 403.86 57.183   21/12/15 57.575 -23,252 23,094 -158 881,277  1,045,193 -63,916 981,277
  Buy USA Energy Recovery 3,542.81 6.473   11/01/16 5.700 22,934        1,068,127 -86,850  
    DAX Adidas 257.43 89.090   7/03/16 96.970 22,934        1,091,061 -109,785  
    OMXS 30 Securitas 826.45 13.875   4/01/16 13.705 11,467        1,102,528 -121,252  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Swedish Match 3,580.08 3.203   4/01/16 3.169 11,467        1,113,995 -132,719  
    Europe 50 SAP 314.77 72.860   4/01/16 70.580 22,934        1,136,929 -155,653  
    FT 30 ITV 61.48 373.033   11/01/16 356.368 22,934        1,159,863 -178,587  
4/01/16 Sell SSE 50 short China Northern Rare 11,240.51 1.789 2.422 3/08/15 2.081 -23,396 27,226 3,830 885,106  1,136,467 -151,361 985,106
    ASX 50 Origin Energy 5,431.79 3.253 4.511 30/11/15 3.831 -20,807 24,500 3,693 888,799  1,115,660 -126,861 988,799
    HSI-Fin ICBC 37,409.66 0.538 0.727 3/08/15 0.625 -23,396 27,178 3,782 892,581  1,092,264 -99,683 992,581
    ISEQ 20 FBD 1,568.26 6.603 7.044 7/12/15 6.820 -10,696 11,047 351 892,933  1,081,569 -88,636 992,933
    OMXH 25 Outokumpu 3,601.34 2.584 10.606 11/05/15 5.235 -18,853 38,195 19,342 912,275  1,062,716 -50,441 1,012,275
    OMXS 30 long Securitas 826.45 13.705   28/12/15 13.875 -11,467 11,327 -140 912,134  1,051,249 -39,115 1,012,134
      Swedish Match 3,580.08 3.169   28/12/15 3.203 -11,467 11,346 -121 912,014  1,039,782 -27,768 1,012,014
    Europe 50 SAP 314.77 70.580   28/12/15 72.860 -22,934 22,216 -718 911,296  1,016,848 -5,552 1,011,296
    DJTA JetBlue Airways 933.31 20.201   31/08/15 19.906 -18,578 18,854 276 911,572  998,270 13,302 1,011,572
    Topix (FRA) Ono Pharmaceutical 726.99 32.298   21/12/15 31.984 -23,252 23,480 228 911,800  975,018 36,783 1,011,800
    BSE Sensex 50 Bajaj Finance 2,864.22 8.393   21/12/15 8.118 -23,252 24,040 788 912,588  951,766 60,823 1,012,588
  Buy SSE 50 Shanghai Pudong 10,670.83 2.515   11/01/16 2.391 26,835        978,601 33,988  
    HSI-Fin Hang Seng Bank 1,575.42 17.034   11/01/16 16.023 26,835        1,005,435 7,153  
    ISEQ 20 Flutter 108.78 123.350   18/01/16 119.900 13,418        1,018,854 -6,265  
      Dalata Hotel 2,493.96 5.380   18/01/16 4.930 13,418        1,032,271 -19,683  
    OMXH 25 Elisa 795.11 33.750   11/01/16 34.422 26,835        1,059,106 -46,518  
    OMXS 30 short SSAB 5,501.46 2.439   4/04/16 3.262 13,418        1,072,523 -59,935  
      SKF A 922.67 14.542   4/04/16 15.448 13,418        1,085,941 -73,353  
    Europe 50 Rio Tinto 10.38 2,585.270   25/01/16 2,112.660 26,835        1,112,776 -100,188  
    DJTA Ryder System 510.81 52.534   22/02/16 53.012 26,835        1,139,611 -127,023  
    Topix (FRA) Toshiba 1,351.21 19.860   15/08/16 25.260 26,835        1,166,446 -153,858  
    BSE Sensex 50 Larsen & Toubro 2,312.23 11.606   7/03/16 10.779 26,835        1,193,281 -180,693  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/01/16 Sell USA long Energy Recovery 3,542.81 5.700   28/12/15 6.473 -22,934 20,195 -2,739 909,849  1,170,347 -160,498 1,009,849
    Euro 50 Fresenius 142.67 59.420   26/10/15 64.150 -9,152 8,477 -675 909,174  1,161,195 -152,021 1,009,174
      Inditex 272.31 29.430   26/10/15 33.610 -9,152 8,014 -1,138 908,036  1,152,043 -144,006 1,008,036
    France Ubisoft 879.84 24.260   23/11/15 26.805 -23,584 21,345 -2,239 905,797  1,128,459 -122,662 1,005,797
    Germany SMA Solar 440.59 49.315   30/11/15 47.225 -20,807 21,728 921 906,718  1,107,652 -100,934 1,006,718
    SSE 50 Shanghai Pudong 10,670.83 2.391   4/01/16 2.515 -26,835 25,512 -1,323 905,395  1,080,817 -75,422 1,005,395
    HSI-Fin Hang Seng Bank 1,575.42 16.023   4/01/16 17.034 -26,835 25,243 -1,592 903,803  1,053,982 -50,179 1,003,803
    OMXH 25 Elisa 795.11 34.422   4/01/16 33.750 -26,835 27,369 534 904,337  1,027,147 -22,809 1,004,337
    FT 30 ITV 61.48 356.368   28/12/15 373.033 -22,934 21,910 -1,025 903,313  1,004,213 -900 1,003,313
    Topix (TYO) Subaru 737.66 33.663   11/06/12 6.048 -4,461 24,832 20,371 923,683  999,752 23,932 1,023,683
  Buy Euro 50 short Volkswagen 111.88 117.050   25/01/16 110.750 13,096        1,012,847 10,836  
      Banco Santander 3,209.56 4.080   25/01/16 3.860 13,095        1,025,942 -2,259  
    France Vallourec 99.32 263.680   18/04/16 148.800 26,189        1,052,131 -28,448  
    SSE 50 Haitong Secs 14,894.22 1.758   13/06/16 1.997 26,190        1,078,321 -54,638  
    ASX 50 Origin Energy 9,566.42 2.738   29/02/16 2.906 26,190        1,104,511 -80,828  
    HSI-Fin China Life Ins HK 10,318.74 2.538   6/06/16 1.986 26,190        1,130,701 -107,018  
    OMXH 25 Outokumpu 10,577.54 2.476   25/04/16 3.996 26,190        1,156,891 -133,208  
    FT 30 Tesco 106.14 246.739   25/01/16 258.955 26,189        1,183,080 -159,396  
    Topix (TYO) Toshiba 1,456.23 17.985   31/10/16 33.076 26,190        1,209,270 -185,586  
18/01/16 Sell HDAX long SMA Solar 493.65 41.200   23/11/15 47.775 -23,584 20,338 -3,246 920,438  1,185,686 -165,248 1,020,438
    ISEQ 20 Flutter 108.78 119.900   4/01/16 123.350 -13,418 13,043 -375 920,062  1,172,268 -152,205 1,020,062
      Dalata Hotel 2,493.96 4.930   4/01/16 5.380 -13,418 12,295 -1,122 918,940  1,158,850 -139,910 1,018,940
    QIX Freenet 433.19 28.325   23/01/12 10.515 -4,555 12,270 7,715 926,655  1,154,295 -127,640 1,026,655
  Buy HDAX short Aixtron 6,810.61 3.300   14/03/16 3.331 22,475        1,176,770 -150,115  
    ISEQ 20 FBD 1,744.95 6.440   30/05/16 6.529 11,237        1,188,008 -161,352  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX BMW 287.77 78.100   8/02/16 69.300 22,475        1,210,483 -183,827  
25/01/16 Sell Euro 50 short Volkswagen 111.88 110.750 123.708 11/01/16 117.050 -13,096 13,840 745 927,400  1,197,387 -169,987 1,027,400
      Banco Santander 3,209.56 3.860 4.313 11/01/16 4.080 -13,095 13,841 746 928,146  1,184,292 -156,146 1,028,146
    Europe 50 Rio Tinto 10.38 2,112.660 3,163.610 4/01/16 2,585.270 -26,835 32,838 6,003 934,150  1,157,457 -123,307 1,034,150
    FT 30 Tesco 106.14 258.955 234.523 11/01/16 246.739 -26,189 24,892 -1,297 932,853  1,131,268 -98,415 1,032,853
  Buy Euro 50 long SAP 160.70 72.680   4/04/16 70.040 11,680        1,142,948 -110,095  
      Vinci 189.52 61.630   4/04/16 65.450 11,680        1,154,628 -121,775  
    Europe 50 SAP 321.41 72.680   28/03/16 70.840 23,360        1,177,988 -145,135  
    FT 30 National Grid 18.80 1,242.520   1/02/16 1,311.560 23,359        1,201,347 -168,494  
1/02/16 Sell   long National Grid 18.80 1,311.560   25/01/16 1,242.520 -23,359 24,657 1,298 934,151  1,177,988 -143,837 1,034,151
  Buy   short NatWest 67.42 330.109   18/04/16 299.798 22,256        1,200,244 -166,093  
8/02/16 Sell Nasdaq 100 long Amazon.com 685.81 21.802   19/10/15 25.296 -17,348 14,952 -2,396 931,755  1,182,896 -151,141 1,031,755
    OMXC 20 Genmab 207.97 88.896   23/11/15 113.399 -23,584 18,488 -5,096 926,659  1,159,312 -132,653 1,026,659
    QIX short BMW 287.77 69.300 88.018 18/01/16 78.100 -22,475 25,329 2,854 929,513  1,136,837 -107,325 1,029,513
  Buy Nasdaq 100 Micron Technology 2,537.53 9.085   21/03/16 10.259 23,054        1,159,891 -130,379  
    QIX long Rational 56.90 405.150   11/04/16 463.700 23,053        1,182,944 -153,432  
22/02/16 Sell DJTA short Ryder System 510.81 53.012 52.057 4/01/16 52.534 -26,835 26,591 -244 929,269  1,156,109 -126,840 1,029,269
    NZX 50 long Tourism 16,921.11 1.542   28/07/14 0.744 -12,591 26,087 13,496 942,765  1,143,518 -100,753 1,042,765
  Buy OMXC 20 Vestas Wind Systems 1,949.99 12.077   29/02/16 12.460 23,550        1,167,068 -124,303  
    DJTA Delta Air Lines 532.50 44.225   7/03/16 43.943 23,550        1,190,618 -147,853  
    NZX 50 short ANZ Banking NZ 1,539.63 15.296   29/02/16 14.670 23,550        1,214,168 -171,403  
29/02/16 Sell ASX 50 short Origin Energy 9,566.42 2.906 2.569 11/01/16 2.738 -26,190 24,579 -1,611 941,154  1,187,978 -146,824 1,041,154
    OMXC 20 long Vestas Wind Systems 1,949.99 12.460   22/02/16 12.077 -23,550 24,296 746 941,901  1,164,428 -122,528 1,041,901
    NZX 50 short ANZ Banking NZ 1,539.63 14.670 15.949 22/02/16 15.296 -23,550 24,555 1,005 942,905  1,140,878 -97,973 1,042,905
  Buy ASX 50 long Newcrest Mining 2,057.77 11.480   5/11/18 13.103 23,623        1,164,501 -121,596  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    NZX 50 a2 Milk 22,160.41 1.066   22/05/17 2.174 23,623        1,188,124 -145,219  
7/03/16 Sell S&P 100 short ConocoPhilips 522.41 37.595 55.443 27/07/15 45.655 -23,851 28,964 5,113 948,019  1,164,273 -116,255 1,048,019
    DAX long Adidas 257.43 96.970   28/12/15 89.090 -22,934 24,963 2,029 950,047  1,141,339 -91,292 1,050,047
    MerVal Pampa Energía 15,928.47 0.728   26/10/15 1.149 -18,305 11,596 -6,709 943,338  1,123,034 -79,696 1,043,338
    DJTA Delta Air Lines 532.50 43.943   22/02/16 44.225 -23,550 23,400 -150 943,188  1,099,484 -56,296 1,043,188
    Nikkei (FRA) short OKI Electric 931.66 12.000 10.960 7/12/15 11.480 -10,695 10,211 -484 942,704  1,088,789 -46,085 1,042,704
      Sharp 1,125.84 13.180 5.820 7/12/15 9.500 -10,695 6,552 -4,143 938,560  1,078,093 -39,533 1,038,560
    BSE Sensex 50 Larsen & Toubro 2,312.23 10.779 12.496 4/01/16 11.606 -26,835 28,895 2,060 940,620  1,051,258 -10,638 1,040,620
  Buy USA long Energy Recovery 3,308.62 7.782   29/10/18 6.189 25,749        1,077,007 -36,387  
    S&P 100 Meta 268.18 96.013   28/03/16 101.554 25,749        1,102,756 -62,136  
    DAX short Deutsche Bank 1,626.28 15.833   25/04/16 14.347 25,749        1,128,505 -87,885  
    MerVal YPF 1,557.27 16.535   11/04/16 14.912 25,749        1,154,254 -113,634  
    DJTA Avis Budget 1,007.28 25.563   14/03/16 24.329 25,749        1,180,003 -139,383  
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.241   14/03/16 4.289 12,874        1,192,878 -152,258  
      Yamaha 493.26 26.101   14/03/16 27.038 12,875        1,205,752 -165,132  
    BSE Sensex 50 Bajaj Finance 3,001.29 8.579   10/12/18 29.076 25,749        1,231,501 -190,881  
14/03/16 Sell HDAX short Aixtron 6,810.61 3.331 3.269 18/01/16 3.300 -22,475 22,264 -211 940,409  1,209,026 -168,617 1,040,409
    DJTA Avis Budget 1,007.28 24.329 26.860 7/03/16 25.563 -25,749 27,055 1,306 941,715  1,183,277 -141,562 1,041,715
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.289   7/03/16 4.241 -12,874 13,020 146 941,861  1,170,403 -128,542 1,041,861
      Yamaha 493.26 27.038   7/03/16 26.101 -12,875 13,337 462 942,323  1,157,528 -115,205 1,042,323
  Buy HDAX SMA Solar 532.80 43.500   11/04/16 45.160 23,177        1,180,705 -138,382  
    DJTA Alaska Air Group 322.49 71.870   29/10/18 53.552 23,177        1,203,882 -161,559  
    Nikkei (FRA) short Toshiba 698.52 16.590   18/07/16 25.800 11,588        1,215,471 -173,148  
      IHI 637.43 18.180   18/07/16 25.860 11,588        1,227,059 -184,736  
21/03/16 Sell Nasdaq 100 short Micron Technology 2,537.53 10.259 7.912 8/02/16 9.085 -23,054 20,076 -2,978 939,345  1,204,005 -164,660 1,039,345
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Cenovus Energy 1,215.85 12.064 19.931 11/05/15 15.506 -18,853 24,233 5,380 944,724  1,185,152 -140,428 1,044,724
    DJ Global Titans ConocoPhilips 713.61 37.886 36.068 24/08/15 36.977 -26,387 25,738 -649 944,076  1,158,765 -114,690 1,044,076
  Buy Nasdaq 100 long NVidia 3,080.25 7.543   29/10/18 40.739 23,234        1,181,999 -137,924  
    TSX 60 Barrick Gold 1,780.59 13.049   27/06/16 19.168 23,234        1,205,233 -161,158  
    DJ Global Titans McDonald´s 210.91 110.161   28/03/16 110.022 23,234        1,228,467 -184,392  
28/03/16 Sell S&P 100 long Meta 268.18 101.554   7/03/16 96.013 -25,749 27,235 1,486 945,561  1,202,718 -157,157 1,045,561
    ATX short Vienna Insurance 644.75 18.660 39.765 7/09/15 27.240 -17,563 25,639 8,076 953,637  1,185,155 -131,518 1,053,637
    BEL 20 Solvay 187.68 85.670 93.522 28/09/15 89.510 -16,799 17,552 753 954,390  1,168,356 -113,966 1,054,390
    Europe 50 long SAP 321.41 70.840   25/01/16 72.680 -23,360 22,769 -591 953,799  1,144,996 -91,197 1,053,799
    DJ Global Titans McDonald´s 210.91 110.022   21/03/16 110.161 -23,234 23,205 -29 953,769  1,121,762 -67,993 1,053,769
  Buy S&P 100 short Devon Energy 1,067.69 23.082   25/04/16 30.124 24,644        1,146,406 -92,637  
    ATX long Flughafen Wien 1,012.18 24.348   16/05/16 25.113 24,644        1,171,050 -117,281  
    BEL 20 Bekaert 704.11 35.000   25/04/16 37.780 24,644        1,195,694 -141,925  
    Europe 50 short Credit Suisse 1,925.76 12.797   18/04/16 13.328 24,644        1,220,338 -166,569  
    DJ Global Titans Mitsubishi UFJ 5,927.17 4.158   11/04/16 3.840 24,644        1,244,982 -191,213  
4/04/16 Sell Euro 50 long SAP 160.70 70.040   25/01/16 72.680 -11,680 11,255 -424 953,345  1,233,302 -179,957 1,053,345
      Vinci 189.52 65.450   25/01/16 61.630 -11,680 12,404 724 954,069  1,221,622 -167,553 1,054,069
    OMXS 30 short SSAB 5,501.46 3.262 1.615 4/01/16 2.439 -13,418 8,887 -4,530 949,538  1,208,205 -158,666 1,049,538
      SKF A 922.67 15.448 13.637 4/01/16 14.542 -13,418 12,582 -835 948,703  1,194,787 -146,084 1,048,703
  Buy Euro 50 Deutsche Bank 854.15 13.209   16/05/16 12.861 11,283        1,206,070 -157,367  
      Unicredit 746.54 15.113   16/05/16 14.382 11,282        1,217,352 -168,649  
    OMXC 20 long Genmab 181.51 124.315   11/04/16 126.502 22,564        1,239,916 -191,213  
    OMXS 30 Securitas 778.26 14.497   11/04/16 14.803 11,282        1,251,199 -202,496  
      Fingerprint Cards 1,075.63 10.489   11/04/16 10.913 11,283        1,262,481 -213,778  
11/04/16 Sell HDAX long SMA Solar 532.80 45.160   14/03/16 43.500 -23,177 24,061 884 949,587  1,239,305 -189,717 1,049,587
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 181.51 126.502   4/04/16 124.315 -22,564 22,961 397 949,984  1,216,740 -166,756 1,049,984
    OMXS 30 Securitas 778.26 14.803   4/04/16 14.497 -11,282 11,521 238 950,223  1,205,458 -155,235 1,050,223
      Fingerprint Cards 1,075.63 10.913   4/04/16 10.489 -11,283 11,738 456 950,679  1,194,175 -143,497 1,050,679
    MerVal short YPF 1,557.27 14.912 18.335 7/03/16 16.535 -25,749 28,552 2,803 953,481  1,168,426 -114,945 1,053,481
    QIX long Rational 56.90 463.700   8/02/16 405.150 -23,053 26,385 3,331 956,813  1,145,373 -88,560 1,056,813
    DJ Global Titans short Mitsubishi UFJ 5,927.17 3.840 4.501 28/03/16 4.158 -24,644 26,681 2,037 958,850  1,120,729 -61,880 1,058,850
  Buy HDAX Deutsche Bank 1,994.70 12.495   25/07/16 11.745 24,924        1,145,653 -86,804  
    OMXC 20 Nordea Bank (DK) 3,008.91 8.283   25/04/16 8.632 24,924        1,170,577 -111,728  
    OMXS 30 Nordea Bank 1,498.83 8.315   18/04/16 8.483 12,462        1,183,039 -124,190  
      S.E.B 1,471.10 8.471   18/04/16 8.777 12,462        1,195,501 -136,652  
    MerVal long Gr Fin Galicia 10,938.78 2.279   20/06/16 2.681 24,924        1,220,425 -161,576  
    QIX short Mercedes-Benz 411.97 60.500   4/07/16 54.240 24,924        1,245,349 -186,500  
    DJ Global Titans long McDonald´s 222.88 111.826   9/05/16 114.955 24,924        1,270,273 -211,424  
18/04/16 Sell France short Vallourec 99.32 148.800 467.252 11/01/16 263.680 -26,189 46,407 20,219 979,068  1,244,085 -165,016 1,079,068
    HSI China Shenhua HK 12,291.08 1.521 2.268 13/07/15 1.857 -22,827 27,879 5,052 984,120  1,221,258 -137,138 1,084,120
    OMXS 30 Nordea Bank 1,498.83 8.483 8.147 11/04/16 8.315 -12,462 12,210 -252 983,868  1,208,796 -124,927 1,083,868
      S.E.B 1,471.10 8.777 8.166 11/04/16 8.471 -12,462 12,013 -449 983,419  1,196,334 -112,915 1,083,419
    Europe 50 Credit Suisse 1,925.76 13.328 12.266 28/03/16 12.797 -24,644 23,621 -1,023 982,396  1,171,690 -89,294 1,082,396
    FT 30 NatWest 67.42 299.798 363.484 1/02/16 330.109 -22,256 24,506 2,250 984,646  1,149,434 -64,788 1,084,646
  Buy France long Ubisoft 941.51 27.080   13/06/16 32.460 25,496        1,174,930 -90,284  
    HSI AAC Technologies 3,866.25 6.595   21/11/16 8.782 25,496        1,200,426 -115,780  
    OMXS 30 Securitas 884.23 14.417   13/06/16 13.140 12,748        1,213,174 -128,528  
      Fingerprint Cards 1,030.57 12.370   13/06/16 9.568 12,748        1,225,922 -141,276  
    Europe 50 BAT 4.72 5,403.310   25/04/16 5,349.570 25,504        1,251,425 -166,780  
    FT 30 BAT 4.72 5,403.310   25/04/16 5,349.570 25,504        1,276,929 -192,283  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l