Sun, 17th Oct 2021, 16:41UTC
 
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 Group 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 Group 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 Holdings 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 Holdings 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 Bank 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 Lundin 135.74 10.350   30/05/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   30/05/11 12.341 1,405        93,648 7,977  
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  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   28/03/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   28/03/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 28/02/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 14/03/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   2/01/12 2.550 1,569        80,910 21,534  
      Ryanair Holdings 466.13 3.366   2/01/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   16/05/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   3/10/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   9/05/11 32.089 3,138        91,892 10,551  
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  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   28/03/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 14/03/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   2/07/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   9/05/11 42.905 3,051        87,989 13,983  
9/05/11 Sell   long Richemont 69.75 42.905   2/05/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   25/04/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   6/02/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   20/02/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   30/05/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   21/05/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   13/02/12 1.953 3,060        97,100 5,006  
16/05/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 25/04/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   30/05/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   23/01/12 1.723 2,779        99,520 3,054  
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 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   30/05/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   30/01/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   16/01/12 2,507.600 2,731        104,349 -2,160  
30/05/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 23/05/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   16/05/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   18/04/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   18/04/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 9/05/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   4/07/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   4/07/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   4/07/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   4/07/11 4.997 1,390        104,116 -2,006  
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 2,487  101,336 1,150 102,487
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   7/02/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   23/01/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   5/12/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   13/06/11 48.803 2,664        105,021 -3,213  
13/06/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
20/06/11 Buy CAC Next 20 short EDF 97.71 25.965   27/06/11 25.805 2,537        104,894 -2,965  
27/06/11 Sell   short EDF 97.71 25.805 26.126 20/06/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   23/01/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   5/11/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   11/07/11 66.601 2,538        109,971 -8,026  
4/07/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 30/05/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 30/05/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 30/05/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 30/05/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   11/07/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   11/07/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   11/07/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   11/07/11 2.441 1,302        109,443 -6,544  
11/07/11 Sell BEL 20 long Solvay 24.18 107.450   4/07/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   4/07/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   4/07/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   4/07/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 28/02/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   27/06/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   18/07/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   12/03/12 24.765 2,790        100,876 2,576  
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 813.53 3.430   28/11/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   28/11/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   28/11/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   1/08/11 65.420 2,790        109,246 -5,794  
18/07/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 11/07/11 12.970 -2,790 2,840 50 3,502  106,456 -2,953 103,502
  Buy ATX Flughafen Wien 302.77 8.300   26/03/12 7.050 2,513        108,969 -5,466  
25/07/11 Buy ASX 50 short Macquarie Group 117.63 20.828   16/01/12 19.953 2,450        111,419 -7,916  
    DJ Global Titans Bank of America 351.52 6.970   26/12/11 4.202 2,450        113,869 -10,366  
1/08/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  110,559 -4,395 106,164
    Topix (FRA) Daito Trust 43.07 65.420   11/07/11 64.780 -2,790 2,818 28 6,192  107,769 -1,577 106,192
  Buy S&P 100 short AIG 131.67 19.860   9/01/12 18.875 2,615        110,384 -4,192  
    HSI New World Dev 695.55 3.760   26/12/11 2.465 2,615        112,999 -6,807  
    HDAX Commerzbank 139.09 18.801   23/01/12 14.511 2,615        115,614 -9,422  
    RTX Mobile TeleSystems 212.26 12.320   25/06/12 13.400 2,615        118,229 -12,037  
    DJTA Delta Air Lines 482.63 5.418   24/10/11 6.408 2,615        120,844 -14,652  
    Topix (FRA) Nintendo 23.64 110.600   23/01/12 105.744 2,615        123,458 -17,267  
    SP Global 100 Carrefour 130.23 20.080   30/04/12 15.175 2,615        126,073 -19,882  
8/08/11 Buy Nasdaq 100 short Akamai 146.33 14.741   10/10/11 17.540 2,157        128,230 -22,039  
    Kospi 50 LG Display 157.82 13.668   10/10/11 14.049 2,157        130,387 -24,196  
    DAX Commerzbank 140.48 15.354   19/12/11 9.482 2,157        132,544 -26,353  
    MDAX Ceconomy 224.43 9.611   14/05/12 7.298 2,157        134,701 -28,510  
    FTSE Lloyds Bank 57.29 37.648   28/11/11 27.613 2,157        136,858 -30,667  
    Europe 50 Lloyds Bank 57.29 37.648   19/12/11 27.968 2,157        139,015 -32,824  
    BSE Sensex 50 Tata Motors 834.53 2.585   3/10/11 2.302 2,157        141,172 -34,981  
    QIX Pro7-Sat1 154.07 14.000   23/01/12 17.200 2,157        143,329 -37,138  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
22/08/11 Buy DJIA short Goldman Sachs 23.33 73.991   19/12/11 67.244 1,726        145,055 -38,864  
29/08/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   31/01/11 7.178 -4,533 3,635 -898 5,293  140,522 -35,229 105,293
  Buy   short Nintendo 15.02 116.602   13/02/12 104.998 1,751        142,274 -36,980  
5/09/11 Buy Euro 50 short Societe Generale 42.15 20.250   9/01/12 15.000 854        143,127 -37,834  
      Unicredit 31.08 27.460   9/01/12 11.455 853        143,981 -38,687  
3/10/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   25/04/11 0.077 -3,138 4,864 1,726 7,019  140,843 -33,824 107,019
    BSE Sensex 50 short Tata Motors 834.53 2.302 2.902 8/08/11 2.585 -2,157 2,422 265 7,284  138,686 -31,402 107,284
  Buy NZX 50 Heartland 6,804.16 0.279   17/10/11 0.296 1,897        140,583 -33,299  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   17/10/11 2.393 1,897        142,480 -35,196  
10/10/11 Sell Nasdaq 100 short Akamai 146.33 17.540 11.942 8/08/11 14.741 -2,157 1,747 -410 6,874  140,323 -33,448 106,874
    Kospi 50 LG Display 157.82 14.049 13.287 8/08/11 13.668 -2,157 2,097 -60 6,814  138,166 -31,351 106,814
  Buy Nasdaq 100 long Regeneron 38.22 49.346   24/08/15 434.608 1,886        140,052 -33,237  
    Kospi 50 SK Holdings 19.67 95.875   19/12/11 80.532 1,886        141,937 -35,123  
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 6,698  140,040 -33,342 106,698
    BSE Sensex 50 long Eicher Motors 779.31 2.393   3/10/11 2.434 -1,897 1,865 -32 6,666  138,143 -31,477 106,666
  Buy NZX 50 a2 Milk 13,498.56 0.139   31/10/11 0.139 1,879        140,022 -33,356  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   24/10/11 0.877 1,879        141,901 -35,235  
24/10/11 Sell DJTA short Delta Air Lines 482.63 6.408 4.429 1/08/11 5.418 -2,615 2,137 -478 6,188  139,286 -33,098 106,188
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 17/10/11 0.919 -1,879 1,967 88 6,277  137,407 -31,131 106,277
  Buy DJTA long Kansas City Southern 42.43 44.258   21/11/11 48.824 1,878        139,285 -33,008  
    BSE Sensex 50 Eicher Motors 804.21 2.335   7/12/15 22.421 1,878        141,163 -34,886  
31/10/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   17/10/11 0.139 -1,879 1,880 1 6,278  139,284 -33,006 106,278
  Buy   short Heartland 6,066.93 0.302   5/03/12 0.277 1,831        141,115 -34,837  
21/11/11 Sell DJTA long Kansas City Southern 42.43 48.824   24/10/11 44.258 -1,878 2,072 194 6,472  139,237 -32,765 106,472
  Buy USA short Netflix 234.16 7.867   28/11/11 7.544 1,842        141,079 -34,607  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA JetBlue Airways 693.92 2.655   5/12/11 3.509 1,842        142,921 -36,449  
28/11/11 Sell USA short Netflix 234.16 7.544 8.203 21/11/11 7.867 -1,842 1,921 79 6,551  141,079 -34,529 106,551
    FTSE Lloyds Bank 57.29 27.613 51.330 8/08/11 37.648 -2,157 2,941 784 7,335  138,923 -31,588 107,335
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 11/07/11 3.430 -2,790 4,834 2,044 9,379  136,133 -26,754 109,379
    OMXS 30 Nokia 352.85 4.082 3.825 11/07/11 3.954 -1,395 1,350 -45 9,333  134,738 -25,404 109,333
      SSAB 148.39 6.652 13.285 11/07/11 9.401 -1,395 1,971 576 9,910  133,343 -23,433 109,910
    Nordic 30 Nokia 603.58 4.150 8.303 14/03/11 5.870 -3,543 5,011 1,468 11,378  129,800 -18,421 111,378
  Buy FTSE long Next 0.75 3,105.900   4/06/12 3,698.710 2,329        132,129 -20,751  
    OMXC 20 Tryg 270.19 8.598   14/05/12 8.768 2,323        134,452 -23,074  
    OMXS 30 Getinge 62.31 18.641   14/05/12 19.967 1,162        135,614 -24,235  
      Lundin 62.17 18.684   14/05/12 15.471 1,162        136,775 -25,397  
    Nordic 30 Equinor 127.25 18.255   7/05/12 19.757 2,323        139,098 -27,720  
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 13,173  136,434 -23,261 113,173
    DJTA JetBlue Airways 693.92 3.509 1.800 21/11/11 2.655 -1,842 1,249 -593 12,581  134,592 -22,011 112,581
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,847 -24,266  
    DJTA Kirby 47.16 48.011   25/06/12 36.163 2,264        139,111 -26,530  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   5/12/11 3,416.030 -2,255 2,318 63 12,644  136,856 -24,212 112,644
  Buy   short Lloyds Bank 77.29 28.594   19/12/11 27.968 2,210        139,066 -26,422  
19/12/11 Sell DJIA short Goldman Sachs 23.33 67.244 81.415 22/08/11 73.991 -1,726 1,899 173 12,817  137,340 -24,523 112,817
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,515  135,454 -22,939 112,515
    DAX short Commerzbank 140.48 9.482 24.862 8/08/11 15.354 -2,157 3,493 1,336 13,851  133,297 -19,446 113,851
    Europe 50 Lloyds Bank 57.29 27.968 50.678 8/08/11 37.648 -2,157 2,903 747 14,598  131,140 -16,543 114,598
    FT 30 Lloyds Bank 77.29 27.968 29.234 12/12/11 28.594 -2,210 2,260 49 14,647  128,930 -14,283 114,647
  Buy DJIA long Visa 132.78 18.897   24/08/15 58.880 2,509        131,439 -16,792  
    Kospi 50 short Hyundai Heavy 13.76 182.275   23/01/12 209.385 2,508        133,948 -19,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX long Merck (EMD) 68.37 36.695   4/06/12 36.500 2,509        136,456 -21,809  
    Europe 50 Roche 19.34 129.719   20/10/14 222.572 2,509        138,965 -24,318  
    FT 30 Tate & Lyle 3.10 808.105   14/05/12 858.422 2,505        141,470 -26,823  
26/12/11 Sell HSI short New World Dev 695.55 2.465 5.735 1/08/11 3.760 -2,615 3,989 1,374 16,021  138,855 -22,834 116,021
    OMXH 25 Nokia 623.48 3.720 9.970 28/02/11 6.090 -3,797 6,216 2,419 18,440  135,058 -16,618 118,440
    DJ Global Titans Bank of America 351.52 4.202 11.562 25/07/11 6.970 -2,450 4,064 1,614 20,054  132,608 -12,554 120,054
  Buy HSI long Lenovo 4,990.71 0.538   21/05/12 0.656 2,687        135,295 -15,241  
    OMXH 25 Huhtamäki 291.43 9.220   2/01/12 9.150 2,687        137,982 -17,928  
    DJ Global Titans Philip Morris 44.46 60.439   23/01/12 57.914 2,687        140,669 -20,615  
2/01/12 Sell AEX short Philips 154.37 16.490 29.833 28/03/11 22.180 -3,424 4,605 1,181 21,236  137,245 -16,010 121,236
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 25/04/11 7.440 -1,569 4,578 3,009 24,245  135,676 -11,432 124,245
      Ryanair Holdings 466.13 3.780 2.952 25/04/11 3.366 -1,569 1,376 -193 24,052  134,107 -10,056 124,052
    OMXH 25 long Huhtamäki 291.43 9.150   26/12/11 9.220 -2,687 2,667 -20 24,031  131,420 -7,389 124,031
  Buy Germany Encavis 897.78 3.248   14/05/12 2.970 2,916        134,336 -10,305  
    AEX Vopak 70.96 41.095   9/04/12 44.780 2,916        137,253 -13,221  
    ISEQ 20 Flutter 32.33 45.100   21/05/12 50.010 1,458        138,711 -14,679  
      Ryanair Holdings 385.71 3.780   21/05/12 4.040 1,458        140,169 -16,137  
    OMXH 25 short Outokumpu 250.95 11.620   9/01/12 12.510 2,916        143,085 -19,053  
    BAX long Wirecard 228.17 12.780   9/01/12 13.215 2,916        146,001 -21,969  
9/01/12 Sell S&P 100 short AIG 131.67 18.875 20.895 1/08/11 19.860 -2,615 2,751 136 24,168  143,386 -19,218 124,168
    Euro 50 Societe Generale 42.15 15.000 27.338 5/09/11 20.250 -854 1,152 299 24,466  142,532 -18,066 124,466
      Unicredit 31.08 11.455 65.827 5/09/11 27.460 -853 2,046 1,192 25,659  141,679 -16,020 125,659
    OMXH 25 Outokumpu 250.95 12.510 10.730 2/01/12 11.620 -2,916 2,693 -223 25,435  138,763 -13,327 125,435
    Nikkei (FRA) Resona 521.03 3.458 3.342 14/03/11 3.400 -1,772 1,741 -30 25,405  136,991 -11,586 125,405
      Tokyo Electric Power 137.33 1.740 95.638 14/03/11 12.900 -1,772 13,134 11,362 36,768  135,220 1,548 136,768
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX long Wirecard 228.17 13.215   2/01/12 12.780 -2,916 3,015 99 36,867  132,304 4,563 136,867
  Buy S&P 100 Biogen 39.13 90.342   3/09/12 116.954 3,535        135,839 1,028  
    Euro 50 ASML 54.55 32.400   24/08/15 74.790 1,767        137,606 -739  
      AB InBev 37.21 47.495   24/08/15 91.280 1,767        139,373 -2,507  
    OMXH 25 Wärtsilä 422.68 8.363   30/01/12 8.837 3,535        142,908 -6,042  
    Nikkei (FRA) Aozora Bank 82.71 21.370   14/05/12 18.670 1,768        144,676 -7,809  
      Nitto Boseki 136.22 12.975   14/05/12 12.260 1,767        146,443 -9,577  
16/01/12 Sell ASX 50 short Macquarie Group 117.63 19.953 21.742 25/07/11 20.828 -2,450 2,557 107 36,974  143,993 -7,019 136,974
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 7/02/11 2.738 -4,307 5,245 938 37,912  139,686 -1,774 137,912
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 14/03/11 1.313 -1,772 1,465 -307 37,605  137,915 -310 137,605
      China Res Land 1,476.50 1.413 0.987 14/03/11 1.200 -1,772 1,457 -315 37,290  136,143 1,147 137,290
    OBX 25 Frontline 39.36 17.878 333.728 11/04/11 77.243 -3,040 13,136 10,095 47,386  133,103 14,282 147,386
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 23/05/11 5,689.400 -2,731 6,196 3,465 50,851  130,372 20,479 150,851
  Buy ASX 50 long James Hardie Ind 731.45 5.856   23/01/12 6.001 4,283        134,655 16,196  
    HSI-Fin AIA 1,632.12 2.624   14/05/12 2.577 4,283        138,938 11,913  
    HSI-Prop China Ov Land & Inv 1,389.68 1.541   10/06/13 2.124 2,142        141,080 9,771  
      China Res Land 1,515.46 1.413   10/06/13 2.183 2,142        143,221 7,630  
    HSI-C&I Sands China 1,667.58 2.568   21/05/12 2.614 4,283        147,504 3,347  
    OBX 25 Equinor 222.33 19.264   14/05/12 19.745 4,283        151,787 -937  
    BAX Wirecard 325.95 13.140   18/06/12 14.995 4,283        156,070 -5,219  
    Indices ISEQ-Overall 1.42 3,005.690   21/05/12 3,087.810 4,268        160,338 -9,488  
23/01/12 Sell France short Carrefour 95.95 17.050 41.032 27/06/11 26.450 -2,538 3,937 1,399 52,250  157,800 -5,551 152,250
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,915  155,136 -2,221 152,915
    Kospi 50 Hyundai Heavy 13.76 209.385 155.165 19/12/11 182.275 -2,508 2,135 -373 52,542  152,628 -86 152,542
    ASX 50 long James Hardie Ind 731.45 6.001   16/01/12 5.856 -4,283 4,390 106 52,648  148,345 4,303 152,648
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX short Commerzbank 139.09 14.511 24.359 1/08/11 18.801 -2,615 3,388 773 53,422  145,730 7,691 153,422
    Topix (FRA) Nintendo 23.64 105.744 115.679 1/08/11 110.600 -2,615 2,735 120 53,542  143,116 10,426 153,542
    CAC Mid 60 Genfit 706.59 1.723 8.978 16/05/11 3.933 -2,779 6,343 3,564 57,106  140,337 16,769 157,106
    QIX Pro7-Sat1 154.07 17.200 10.800 8/08/11 14.000 -2,157 1,664 -493 56,613  138,180 18,433 156,613
    DJ Global Titans long Philip Morris 44.46 57.914   26/12/11 60.439 -2,687 2,575 -112 56,501  135,493 21,008 156,501
  Buy France Hermes International 17.50 253.600   23/04/12 251.250 4,438        139,931 16,570  
    SSE 50 China Minsheng Bk 6,645.20 0.668   19/03/12 0.633 4,437        144,368 12,133  
    Kospi 50 Samsung Electronics 289.13 15.346   21/05/12 16.200 4,437        148,805 7,696  
    ASX 50 short QBE Insurance 462.88 9.586   30/01/12 9.544 4,437        153,242 3,259  
    HDAX long Dürr 486.25 9.125   4/08/14 28.230 4,437        157,679 -1,178  
    Topix (FRA) Fast Retailing 30.37 146.118   27/02/12 148.473 4,438        162,116 -5,615  
    CAC Mid 60 Innate Pharma 2,594.74 1.710   14/05/12 1.650 4,437        166,553 -10,052  
    QIX Freenet 421.97 10.515   18/01/16 28.325 4,437        170,990 -14,489  
    DJ Global Titans short Bank of America 791.06 5.609   6/02/12 6.060 4,437        175,427 -18,926  
30/01/12 Sell ASX 50 short QBE Insurance 462.88 9.544 9.628 23/01/12 9.586 -4,437 4,456 19 56,520  170,990 -14,470 156,520
    SDAX Heidelberger Druck 932.74 1.657 5.072 23/05/11 2.899 -2,704 4,731 2,027 58,547  168,286 -9,739 158,547
    OMXH 25 long Wärtsilä 422.68 8.837   9/01/12 8.363 -3,535 3,735 200 58,747  164,751 -6,004 158,747
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 7/02/11 4.360 -4,307 7,053 2,746 61,493  160,444 1,049 161,493
  Buy ASX 50 long James Hardie Ind 704.98 5.763   17/08/15 12.058 4,063        164,507 -3,014  
    SDAX Encavis 1,344.92 3.021   21/05/12 2.951 4,063        168,570 -7,077  
    OMXH 25 short Nokia 1,047.16 3.880   13/02/12 3.800 4,063        172,633 -11,140  
    BSE Sensex 30 long Hindustan Unilever 670.33 6.061   16/11/15 11.144 4,063        176,696 -15,203  
6/02/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 9/05/11 30.665 -3,060 5,115 2,055 63,548  173,636 -10,088 163,548
    TecDAX SMA Solar 48.04 50.420 107.875 14/03/11 73.750 -3,543 5,182 1,639 65,187  170,093 -4,906 165,187
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,412  166,783 -1,371 165,412
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 11/04/11 0.610 -3,040 9,760 6,720 72,132  163,743 8,388 172,132
    DJ Global Titans Bank of America 791.06 6.060 5.157 23/01/12 5.609 -4,437 4,080 -357 71,775  159,306 12,468 171,775
  Buy CAC 40 long Airbus 169.15 27.230   9/04/12 29.725 4,606        163,912 7,862  
    IBEX 35 Bankinter 1,334.30 3.452   13/02/12 3.297 4,606        168,518 3,256  
    PSI 20 Jerónimo Martins 358.72 12.840   20/02/12 12.970 4,606        173,124 -1,350  
    MerVal short Gr Fin Galicia 7,765.98 0.593   27/02/12 0.596 4,606        177,730 -5,956  
    DJ Global Titans long Apple 365.56 12.600   21/05/12 15.695 4,606        182,336 -10,562  
13/02/12 Sell IBEX 35 long Bankinter 1,334.30 3.297   6/02/12 3.452 -4,606 4,399 -207 71,568  177,730 -6,163 171,568
    OMXH 25 short Nokia 1,047.16 3.800 3.962 30/01/12 3.880 -4,063 4,149 86 71,653  173,667 -2,014 171,653
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 9/05/11 4.131 -3,060 6,474 3,414 75,068  170,607 4,460 175,068
    Topix (TYO) Nintendo 15.02 104.998 129.488 29/08/11 116.602 -1,751 1,945 194 75,261  168,856 6,405 175,261
    GEX MeVis Medical 290.82 5.650 26.343 7/03/11 12.200 -3,548 7,661 4,113 79,374  165,308 14,067 179,374
  Buy IBEX 35 Sacyr 1,459.26 3.314   20/08/12 1.284 4,836        170,144 9,231  
    OMXH 25 long Nokian Tyres 143.50 33.700   9/04/12 36.040 4,836        174,980 4,395  
    Topix (TYO) Fast Retailing 31.23 154.867   7/05/12 167.646 4,837        179,816 -442  
    GEX 4SC 78.52 61.593   7/05/12 48.084 4,836        184,653 -5,278  
20/02/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 9/05/11 30.287 -3,060 8,188 5,128 84,503  181,593 2,910 184,503
    PSI 20 long Jerónimo Martins 358.72 12.970   6/02/12 12.840 -4,606 4,653 47 84,549  176,987 7,563 184,549
  Buy TSX 60 Constellation Soft 67.92 70.699   16/04/12 66.838 4,802        181,789 2,761  
    PSI 20 short Pharol 1,143.33 4.200   27/02/12 3.989 4,802        186,591 -2,041  
    SLI long Sonova 56.30 85.291   23/04/12 82.016 4,802        191,392 -6,843  
27/02/12 Sell PSI 20 short Pharol 1,143.33 3.989 4.422 20/02/12 4.200 -4,802 5,056 254 84,803  186,590 -1,787 184,803
    MerVal Gr Fin Galicia 7,765.98 0.596 0.591 6/02/12 0.593 -4,606 4,587 -19 84,784  181,984 2,800 184,784
    Topix (FRA) long Fast Retailing 30.37 148.473   23/01/12 146.118 -4,438 4,509 72 84,856  177,547 7,309 184,856
  Buy PSI 20 Jerónimo Martins 354.02 13.570   12/03/12 14.360 4,804        182,351 2,505  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Mazda Motor 751.80 6.390   5/03/12 6.150 4,804        187,155 -2,299  
5/03/12 Sell NZX 50 short Heartland 6,066.93 0.277 0.329 31/10/11 0.302 -1,831 1,998 167 85,023  185,324 -301 185,023
    Topix (FRA) Mazda Motor 751.80 6.150 6.639 27/02/12 6.390 -4,804 4,992 188 85,210  180,520 4,691 185,210
  Buy MerVal Aluar 9,891.64 0.480   12/03/12 0.513 4,747        185,267 -56  
    NZX 50 long a2 Milk 20,417.20 0.233   21/05/12 0.267 4,747        190,014 -4,803  
    Topix (FRA) Isuzu Motors 564.98 8.402   19/03/12 8.620 4,747        194,761 -9,550  
12/03/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 11/07/11 50.440 -2,790 5,682 2,892 88,103  191,971 -3,868 188,103
    PSI 20 long Jerónimo Martins 354.02 14.360   27/02/12 13.570 -4,804 5,084 280 88,382  187,167 1,215 188,382
    MerVal short Aluar 9,891.64 0.513 0.447 5/03/12 0.480 -4,747 4,422 -325 88,057  182,420 5,637 188,057
  Buy BEL 20 long Galapagos 386.12 12.540   14/05/12 10.990 4,842        187,262 795  
    PSI 20 short Pharol 1,229.25 3.939   26/03/12 4.022 4,842        192,104 -4,047  
Portfolio market l/s instrument bought pieces buy price 12/03/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 1/08/11 212.26 12.320 13.500 11.140 2,615 2,365 -250 -250 2,615 2,365 -15
  ISEQ 20 long Flutter 2/01/12 32.33 45.100 46.400 1,458 1,500 42 -208 4,073 3,865 16
    Ryanair Holdings   385.71 3.780 4.247 1,458 1,638 180 -28 5,531 5,503 84
  CAC 40 Airbus 6/02/12 169.15 27.230 29.700 4,606 5,024 418 390 10,137 10,527 147
  AEX Vopak 2/01/12 70.96 41.095 43.840 2,916 3,111 195 584 13,053 13,637 40
  IBEX 35 short Sacyr 13/02/12 1459.26 3.314 2.323 4.728 4,836 6,899 2,063 2,647 17,889 20,537 10,168
  Topix (TYO) long Fast Retailing   31.23 154.867 161.345 4,837 5,039 202 2,850 22,726 25,575 71
  SSE 50 China Minsheng Bk 23/01/12 6645.2 0.668 0.642 4,437 4,266 -171 2,679 27,163 29,842 -25
  HSI Lenovo 26/12/11 4990.71 0.538 0.655 2,687 3,267 580 3,259 29,850 33,108 153
  HSI-Fin AIA 16/01/12 1632.12 2.624 2.791 4,283 4,556 273 3,532 34,133 37,664 50
  BSE Sensex 30 Hindustan Unilever 30/01/12 670.33 6.061 5.971 4,063 4,002 -61 3,471 38,196 41,667 -12
  STI short Wilmar International 2/05/11 1080.38 2.824 3.001 2.647 3,051 2,860 -191 3,280 41,247 44,527 -7
  OMXH 25 long Nokian Tyres 13/02/12 143.5 33.700 34.880 4,836 5,005 169 3,449 46,083 49,532 57
  PSI 20 short Pharol 12/03/12 1229.25 3.939   4,842 4,842     50,925 54,374  
  GEX long 4SC 13/02/12 78.52 61.593 64.112 4,836 5,034 198 3,647 55,761 59,408 69
  SMI short Credit Suisse 9/05/11 104.12 29.390 19.912 43.379 3,060 4,517 1,457 5,104 58,821 63,925 59
  NZX 50 long a2 Milk 5/03/12 20417.2 0.233 0.244 4,747 4,984 237 5,340 63,568 68,908 1,166
  Topix (FRA) Isuzu Motors   564.98 8.402 8.448 4,747 4,773 26 5,366 68,315 73,681 33
  HSI-Prop China Ov Land & Inv 16/01/12 1389.68 1.541 1.523 2,142 2,117 -24 5,342 70,456 75,798 -7
    China Res Land   1515.46 1.413 1.360 2,142 2,061 -80 5,262 72,598 77,860 -22
  Nordic 30 Equinor 28/11/11 127.25 18.255 21.301 2,323 2,711 388 5,650 74,921 80,570 71
  FT 30 Tate & Lyle 19/12/11 3.1 808.105 849.857 2,505 2,635 129 5,779 77,426 83,205 24
  Nikkei (FRA) Aozora Bank 9/01/12 82.71 21.370 22.290 1,768 1,844 76 5,855 79,194 85,049 28
    Nitto Boseki   136.22 12.975 13.815 1,767 1,882 114 5,970 80,961 86,930 44
  Athex LC short Piraeus Bank 4/04/11 0.01 432,300.000 135,630.000 1,377,890.511 4,323 13,779 9,456 15,425 85,284 100,709 243
Portfolio market l/s instrument bought pieces buy price 12/03/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 long Equinor 16/01/12 222.33 19.264 21.301 4,283 4,736 453 15,878 89,567 105,445 93
  OMXS 30 Getinge 28/11/11 62.31 18.641 20.793 1,162 1,296 134 16,012 90,728 106,741 46
    Lundin   62.17 18.684 16.715 1,162 1,039 -122 15,890 91,890 107,780 -32
  OMXC 20 Tryg   270.19 8.598 8.070 2,323 2,180 -143 15,748 94,213 109,961 -20
  TSX 60 Constellation Soft 20/02/12 67.92 70.699 71.918 4,802 4,885 83 15,830 99,015 114,845 35
  CAC Mid 60 Innate Pharma 23/01/12 2594.74 1.710 1.860 4,437 4,826 389 16,220 103,452 119,671 87
  SDAX Encavis 30/01/12 1344.92 3.021 3.140 4,063 4,223 160 16,380 107,515 123,894 40
  Indices ISEQ-Overall 16/01/12 1.42 3,005.690 3,210.030 4,268 4,558 290 16,670 111,783 128,453 54
  BEL 20 Galapagos 12/03/12 386.12 12.540   4,842 4,842     116,625 133,295  
  BAX Wirecard 16/01/12 325.95 13.140 14.550 4,283 4,743 460 17,129 120,908 138,037 94
  France Hermes International 23/01/12 17.5 253.600 268.800 4,438 4,704 266 17,395 125,346 142,741 54
  MIB short UnipolSai 27/06/11 494.74 5.130 2.930 8.982 2,538 4,444 1,906 19,301 127,884 147,185 120
  ATX Flughafen Wien 18/07/11 302.77 8.300 6.625 10.399 2,513 3,148 635 19,936 130,397 150,333 41
  ASX 50 long James Hardie Ind 30/01/12 704.98 5.763 6.068 4,063 4,278 215 20,151 134,460 154,611 57
  DJ Global Titans Apple 6/02/12 365.56 12.600 15.024 4,606 5,492 886 21,037 139,066 160,103 526
  S&P 100 Biogen 9/01/12 39.13 90.342 91.853 3,535 3,594 59 21,097 142,601 163,698 10
  HDAX Dürr 23/01/12 486.25 9.125 11.635 4,437 5,658 1,220 22,317 147,038 169,355 511
  DJTA Kirby 5/12/11 47.16 48.011 52.492 2,264 2,476 211 22,528 149,302 171,831 39
  SP Global 100 short Carrefour 1/08/11 130.23 20.080 18.590 21.689 2,615 2,825 210 22,738 151,917 174,655 13
  Nasdaq 100 long Regeneron 10/10/11 38.22 49.346 83.943 1,886 3,208 1,322 24,060 153,803 177,864 252
  Kospi 50 Samsung Electronics 23/01/12 289.13 15.346 16.511 4,437 4,774 337 24,397 158,240 182,637 72
  DAX Merck (EMD) 19/12/11 68.37 36.695 39.975 2,509 2,733 224 24,621 160,749 185,370 45
  MDAX short Ceconomy 8/08/11 224.43 9.611 8.935 10.338 2,157 2,320 163 24,784 162,906 187,691 13
  FTSE long Next 28/11/11 0.75 3,105.900 3,293.120 2,329 2,470 140 24,925 165,235 190,160 23
  Europe 50 Roche 19/12/11 19.34 129.719 131.199 2,509 2,537 29 24,954 167,744 192,698 5
Portfolio market l/s instrument bought pieces buy price 12/03/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  BSE Sensex 50 Eicher Motors 24/10/11 804.21 2.335 2.629 1,878 2,114 236 25,190 169,622 194,812 36
  QIX Freenet 23/01/12 421.97 10.515 11.800 4,437 4,979 542 25,732 174,059 199,791 136
  DJIA Visa 19/12/11 132.78 18.897 22.201 2,509 2,948 439 26,171 176,568 202,739 101
  Euro 50 ASML 9/01/12 54.55 32.400 35.460 1,767 1,934 167 26,338 178,336 204,674 69
    AB InBev   37.21 47.495 53.810 1,767 2,002 235 26,573 180,103 206,676 106
  Germany Encavis 2/01/12 897.78 3.248 3.140 2,916 2,819 -97 26,476 183,019 209,495 -16
  HSI-C&I Sands China 16/01/12 1667.58 2.568 3.086 4,283 5,146 863 27,339 187,302 214,641 231
  SLI Sonova 20/02/12 56.3 85.291 84.259 4,802 4,744 -58 27,281 192,104 219,385 -19
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
19/03/12 Sell SSE 50 long China Minsheng Bk 6,645.20 0.633   23/01/12 0.668 -4,437 4,207 -230 87,827  187,667 160 187,827
    Topix (FRA) Isuzu Motors 564.98 8.620   5/03/12 8.402 -4,747 4,870 123 87,950  182,920 5,030 187,950
  Buy SSE 50 short Anhui Conch Cement 2,467.39 1.955   9/04/12 2.031 4,824        187,744 206  
    Topix (FRA) Mazda Motor 746.75 6.460   13/08/12 4.800 4,824        192,568 -4,618  
26/03/12 Sell ATX short Flughafen Wien 302.77 7.050 9.772 18/07/11 8.300 -2,513 2,959 446 88,396  190,055 -1,659 188,396
    PSI 20 Pharol 1,229.25 4.022 3.856 12/03/12 3.939 -4,842 4,740 -102 88,294  185,213 3,081 188,294
  Buy ATX long Österreichische Post 189.84 25.200   9/04/12 25.800 4,784        189,997 -1,703  
    PSI 20 Jerónimo Martins 321.07 14.900   2/04/12 15.420 4,784        194,781 -6,487  
2/04/12 Sell   long Jerónimo Martins 321.07 15.420   26/03/12 14.900 -4,784 4,951 167 88,461  189,997 -1,536 188,461
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,700  185,674 21,026 206,700
  Buy PSI 20 Banco Comercial 8,644.09 0.659   20/08/12 0.452 5,693        191,367 15,333  
    Athex LC long EYDAP 1,430.40 3.980   16/04/12 4.030 5,693        197,060 9,640  
9/04/12 Sell SSE 50 short Anhui Conch Cement 2,467.39 2.031 1.880 19/03/12 1.955 -4,824 4,637 -187 106,514  192,236 14,278 206,514
    ATX long Österreichische Post 189.84 25.800   26/03/12 25.200 -4,784 4,898 114 106,627  187,452 19,175 206,627
    CAC 40 Airbus 169.15 29.725   6/02/12 27.230 -4,606 5,028 422 107,049  182,846 24,203 207,049
    AEX Vopak 70.96 44.780   2/01/12 41.095 -2,916 3,178 261 107,311  179,930 27,381 207,311
    OMXH 25 Nokian Tyres 143.50 36.040   13/02/12 33.700 -4,836 5,172 336 107,647  175,094 32,553 207,647
  Buy SSE 50 China Northern Rare 2,079.02 2.888   4/06/12 3.823 6,004        181,098 26,549  
    ATX short Zumtobel 612.40 9.804   16/04/12 9.950 6,004        187,102 20,545  
    AEX ArcelorMittal 155.02 38.730   3/09/12 35.565 6,004        193,106 14,541  
    OMXH 25 Outokumpu 516.70 11.620   20/08/12 6.980 6,004        199,110 8,537  
16/04/12 Sell ATX short Zumtobel 612.40 9.950 9.658 9/04/12 9.804 -6,004 5,915 -89 107,557  193,106 14,451 207,557
    TSX 60 long Constellation Soft 67.92 66.838   20/02/12 70.699 -4,802 4,540 -262 107,295  188,304 18,991 207,295
    Athex LC EYDAP 1,430.40 4.030   2/04/12 3.980 -5,693 5,765 72 107,367  182,611 24,756 207,367
  Buy ATX Österreichische Post 217.14 26.725   21/05/12 27.000 5,803        188,414 18,952  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 short BlackBerry 574.24 10.106   20/08/12 5.638 5,803        194,217 13,149  
    Athex LC Public Power 3,743.87 1.550   3/09/12 1.330 5,803        200,020 7,346  
23/04/12 Sell France long Hermes International 17.50 251.250   23/01/12 253.600 -4,438 4,397 -41 107,325  195,582 11,743 207,325
    SLI Sonova 56.30 82.016   20/02/12 85.291 -4,802 4,617 -184 107,141  190,780 16,361 207,141
  Buy France short Solocal 3.78 1,476.830   13/08/12 1,038.280 5,582        196,363 10,778  
    MerVal YPF 415.91 13.433   27/08/12 14.446 5,587        201,950 5,191  
    SLI Lonza 161.92 34.504   26/11/12 36.099 5,587        207,537 -396  
    GCX REC Silicon 1,606.06 3.479   11/02/13 1.027 5,587        213,124 -5,983  
30/04/12 Sell SP Global 100 short Carrefour 130.23 15.175 26.570 1/08/11 20.080 -2,615 3,460 845 107,986  210,509 -2,522 207,986
  Buy   long Apple 326.34 15.738   20/10/14 19.487 5,136        215,645 -7,658  
7/05/12 Sell Nordic 30 long Equinor 127.25 19.757   28/11/11 18.255 -2,323 2,514 191 108,177  213,322 -5,144 208,177
    Topix (TYO) Fast Retailing 31.23 167.646   13/02/12 154.867 -4,837 5,236 399 108,576  208,485 91 208,576
    GEX 4SC 78.52 48.084   13/02/12 61.593 -4,836 3,776 -1,061 107,516  203,649 3,867 207,516
  Buy Nordic 30 short Nokia 2,201.67 2.400   13/08/12 2.220 5,284        208,933 -1,417  
    Topix (TYO) Sony 450.87 11.720   11/06/12 10.270 5,284        214,217 -6,701  
14/05/12 Sell Germany long Encavis 897.78 2.970   2/01/12 3.248 -2,916 2,666 -250 107,266  211,301 -4,035 207,266
    MDAX short Ceconomy 224.43 7.298 12.656 8/08/11 9.611 -2,157 2,840 683 107,950  209,144 -1,194 207,950
    HSI-Fin long AIA 1,632.12 2.577   16/01/12 2.624 -4,283 4,206 -77 107,873  204,861 3,012 207,873
    BEL 20 Galapagos 386.12 10.990   12/03/12 12.540 -4,842 4,243 -598 107,275  200,019 7,256 207,275
    OMXC 20 Tryg 270.19 8.768   28/11/11 8.598 -2,323 2,369 46 107,321  197,696 9,625 207,321
    OBX 25 Equinor 222.33 19.745   16/01/12 19.264 -4,283 4,390 107 107,428  193,413 14,015 207,428
    OMXS 30 Getinge 62.31 19.967   28/11/11 18.641 -1,162 1,244 83 107,510  192,251 15,259 207,510
      Lundin 62.17 15.471   28/11/11 18.684 -1,162 962 -200 107,311  191,090 16,221 207,311
    FT 30 Tate & Lyle 3.10 858.422   19/12/11 808.105 -2,505 2,661 156 107,466  188,585 18,882 207,466
    Nikkei (FRA) Aozora Bank 82.71 18.670   9/01/12 21.370 -1,768 1,544 -223 107,243  186,817 20,426 207,243
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nitto Boseki 136.22 12.260   9/01/12 12.975 -1,767 1,670 -97 107,146  185,050 22,096 207,146
    CAC Mid 60 Innate Pharma 2,594.74 1.650   23/01/12 1.710 -4,437 4,281 -156 106,990  180,613 26,377 206,990
  Buy Germany short SolarWorld 24.66 236.550   10/09/12 182.550 5,833        186,446 20,544  
    MDAX long Dürr 532.98 10.946   21/05/12 10.445 5,834        192,280 14,710  
    HSI-Fin short HK Exchgs & Clrg 513.74 11.356   17/09/12 11.718 5,834        198,114 8,876  
    BEL 20 Bekaert 255.32 22.850   25/06/12 18.225 5,834        203,948 3,042  
    OMXC 20 Vestas Wind Systems 5,148.25 1.133   28/05/12 1.008 5,834        209,782 -2,792  
    OBX 25 REC Silicon 1,685.40 3.462   3/09/12 2.359 5,834        215,616 -8,626  
    OMXS 30 ABB 224.96 12.967   23/07/12 14.168 2,917        218,533 -11,543  
      Nokia 1,247.43 2.338   23/07/12 1.752 2,917        221,450 -14,460  
    FT 30 Man Group 56.50 103.259   6/08/12 106.958 5,834        227,284 -20,294  
    Nikkei (FRA) Nippon Sheet Glass 322.68 9.040   7/01/13 9.100 2,917        230,201 -23,211  
      Sharp 75.51 38.630   7/01/13 23.550 2,917        233,118 -26,128  
    CAC Mid 60 Vallourec 4.22 1,382.400   10/09/12 1,453.800 5,834        238,952 -31,962  
21/05/12 Sell HSI long Lenovo 4,990.71 0.656   26/12/11 0.538 -2,687 3,273 586 107,576  236,265 -28,689 207,576
    Kospi 50 Samsung Electronics 289.13 16.200   23/01/12 15.346 -4,437 4,684 247 107,823  231,828 -24,005 207,823
    ATX Österreichische Post 217.14 27.000   16/04/12 26.725 -5,803 5,863 60 107,883  226,025 -18,142 207,883
    MDAX Dürr 532.98 10.445   14/05/12 10.946 -5,834 5,567 -267 107,616  220,191 -12,575 207,616
    SDAX Encavis 1,344.92 2.951   30/01/12 3.021 -4,063 3,969 -94 107,522  216,128 -8,606 207,522
    HSI-C&I Sands China 1,667.58 2.614   16/01/12 2.568 -4,283 4,359 76 107,598  211,845 -4,247 207,598
    ISEQ 20 Flutter 32.33 50.010   2/01/12 45.100 -1,458 1,617 159 107,757  210,387 -2,630 207,757
      Ryanair Holdings 385.71 4.040   2/01/12 3.780 -1,458 1,558 100 107,857  208,929 -1,072 207,857
    SMI short Credit Suisse 104.12 15.602 55.361 9/05/11 29.390 -3,060 5,764 2,704 110,561  205,869 4,692 210,561
    NZX 50 long a2 Milk 20,417.20 0.267   5/03/12 0.233 -4,747 5,443 696 111,257  201,122 10,135 211,257
    Indices ISEQ-Overall 1.42 3,087.810   16/01/12 3,005.690 -4,268 4,385 117 111,374  196,854 14,520 211,374
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 Apple 365.56 15.695   6/02/12 12.600 -4,606 5,737 1,131 112,505  192,248 20,258 212,505
  Buy HSI short China Unicom 4,895.26 1.189   20/08/12 1.370 5,819        198,067 14,439  
    Kospi 50 SK Holdings 103.40 56.279   23/07/12 68.528 5,819        203,886 8,619  
    ATX Zumtobel 590.28 9.858   25/06/12 8.050 5,819        209,705 2,800  
    MDAX Ströer Media 732.59 7.943   28/05/12 8.000 5,819        215,524 -3,019  
    TecDAX SMA Solar 221.13 26.315   22/12/14 14.800 5,819        221,343 -8,838  
    SDAX Klöckner 742.79 7.834   29/10/12 7.058 5,819        227,162 -14,657  
    HSI-C&I Citic Pacific 4,912.21 1.185   17/09/12 0.959 5,819        232,981 -20,476  
    ISEQ 20 Bank of Ireland 1,114.75 2.610   27/08/12 2.490 2,910        235,890 -23,385  
      Smurfit Kappa 524.23 5.550   27/08/12 6.550 2,909        238,800 -26,295  
    SMI long Richemont 121.13 48.039   28/05/12 48.077 5,819        244,619 -32,114  
    NZX 50 short Katmandu 6,101.50 0.954   30/07/12 0.992 5,819        250,438 -37,933  
    Indices Athex Large Cap 2.87 2,028.100   10/09/12 2,671.700 5,821        256,258 -43,753  
    Nikkei (TYO) Nippon Sheet Glass 683.05 8.519   2/07/12 8.411 5,819        262,077 -49,572  
    DJ Global Titans Telefónica 592.81 9.816   28/05/12 9.440 5,819        267,896 -55,391  
28/05/12 Sell MDAX short Ströer Media 732.59 8.000 7.886 21/05/12 7.943 -5,819 5,777 -42 112,463  262,078 -49,614 212,463
    OMXC 20 Vestas Wind Systems 5,148.25 1.008 1.274 14/05/12 1.133 -5,834 6,559 725 113,188  256,244 -43,055 213,188
    SMI long Richemont 121.13 48.077   21/05/12 48.039 -5,819 5,824 5 113,193  250,425 -37,232 213,193
    DJ Global Titans short Telefónica 592.81 9.440 10.207 21/05/12 9.816 -5,819 6,051 232 113,425  244,606 -31,181 213,425
  Buy MDAX long Rhön-Klinikum 207.14 21.995   4/06/12 22.100 4,556        249,162 -35,737  
    OMXC 20 GN Store Nord 66.85 68.150   4/06/12 67.500 4,556        253,717 -40,293  
    SMI short Credit Suisse 289.56 15.734   4/06/12 15.300 4,556        258,273 -44,849  
    DJ Global Titans long Apple 279.38 16.307   22/10/12 17.386 4,556        262,829 -49,405  
4/06/12 Sell SSE 50 long China Northern Rare 2,079.02 3.823   9/04/12 2.888 -6,004 7,949 1,945 115,369  256,825 -41,456 215,369
    DAX Merck (EMD) 68.37 36.500   19/12/11 36.695 -2,509 2,496 -13 115,356  254,316 -38,961 215,356
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Rhön-Klinikum 207.14 22.100   28/05/12 21.995 -4,556 4,578 22 115,378  249,760 -34,383 215,378
    FTSE Next 0.75 3,698.710   28/11/11 3,105.900 -2,329 2,774 445 115,822  247,431 -31,609 215,822
    OMXC 20 GN Store Nord 66.85 67.500   28/05/12 68.150 -4,556 4,512 -43 115,779  242,875 -27,097 215,779
    SMI short Credit Suisse 289.56 15.300 16.181 28/05/12 15.734 -4,556 4,685 129 115,908  238,319 -22,411 215,908
  Buy SSE 50 China Unicom 9,559.29 0.506   10/12/12 0.413 4,837        243,156 -27,248  
    DAX thyssenkrupp 381.77 12.670   16/07/12 14.565 4,837        247,993 -32,085  
    MDAX Ströer Media 577.55 8.375   18/06/12 8.546 4,837        252,830 -36,922  
    FTSE Aviva 14.48 334.157   30/07/12 382.206 4,839        257,669 -41,761  
    OMXC 20 Vestas Wind Systems 5,541.93 0.873   18/06/12 0.791 4,837        262,506 -46,598  
    SMI long Swiss Re 110.57 43.744   11/06/12 46.079 4,837        267,343 -51,435  
11/06/12 Sell   long Swiss Re 110.57 46.079   4/06/12 43.744 -4,837 5,095 258 116,166  262,506 -46,340 216,166
    Topix (TYO) short Sony 450.87 10.270 13.374 7/05/12 11.720 -5,284 6,030 746 116,912  257,222 -40,310 216,912
  Buy SMI Credit Suisse 274.64 16.076   18/06/12 14.519 4,415        261,637 -44,725  
    Topix (TYO) long Subaru 730.05 6.048   11/01/16 33.663 4,415        266,052 -49,140  
18/06/12 Sell MDAX short Ströer Media 577.55 8.546 8.204 4/06/12 8.375 -4,837 4,738 -99 116,813  261,215 -44,401 216,813
    OMXC 20 Vestas Wind Systems 5,541.93 0.791 0.963 4/06/12 0.873 -4,837 5,339 502 117,315  256,378 -39,062 217,315
    SMI Credit Suisse 274.64 14.519 17.799 11/06/12 16.076 -4,415 4,888 473 117,789  251,963 -34,174 217,789
    BAX long Wirecard 325.95 14.995   16/01/12 13.140 -4,283 4,888 605 118,393  247,680 -29,286 218,393
  Buy MDAX Dürr 417.67 11.318   25/06/12 11.594 4,727        252,407 -34,013  
    OMXC 20 GN Store Nord 64.53 73.250   25/06/12 71.650 4,727        257,134 -38,740  
    SMI Swiss Re 101.39 46.620   19/11/12 54.864 4,727        261,860 -43,467  
25/06/12 Sell ATX short Zumtobel 590.28 8.050 12.072 21/05/12 9.858 -5,819 7,126 1,307 119,700  256,041 -36,341 219,700
    MDAX long Dürr 417.67 11.594   18/06/12 11.318 -4,727 4,842 115 119,816  251,314 -31,499 219,816
    RTX short Mobile TeleSystems 212.26 13.400 11.240 1/08/11 12.320 -2,615 2,386 -229 119,586  248,699 -29,113 219,586
    BEL 20 Bekaert 255.32 18.225 28.649 14/05/12 22.850 -5,834 7,315 1,481 121,067  242,865 -21,798 221,067
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long GN Store Nord 64.53 71.650   18/06/12 73.250 -4,727 4,624 -103 120,964  238,138 -17,175 220,964
    DJTA Kirby 47.16 36.163   5/12/11 48.011 -2,264 1,705 -559 120,405  235,874 -15,469 220,405
  Buy ATX Österreichische Post 197.88 25.890   29/07/13 31.600 5,123        240,997 -20,592  
    MDAX short Ströer Media 637.11 8.041   2/07/12 8.090 5,123        246,120 -25,715  
    RTX long Magnit 241.08 21.250   2/07/12 22.430 5,123        251,243 -30,838  
    BEL 20 Galapagos 418.20 12.250   22/10/12 16.900 5,123        256,366 -35,961  
    OMXC 20 short Vestas Wind Systems 6,313.00 0.812   16/07/12 0.678 5,123        261,489 -41,084  
    DJTA Ryder System 187.49 27.323   2/07/12 27.880 5,123        266,612 -46,207  
2/07/12 Sell MDAX short Ströer Media 637.11 8.090 7.992 25/06/12 8.041 -5,123 5,092 -31 120,374  261,489 -41,115 220,374
    RTX long Magnit 241.08 22.430   25/06/12 21.250 -5,123 5,407 284 120,658  256,366 -35,708 220,658
    DJTA short Ryder System 187.49 27.880 26.767 25/06/12 27.323 -5,123 5,019 -104 120,554  251,243 -30,690 220,554
    STI Wilmar International 1,080.38 2.197 3.631 2/05/11 2.824 -3,051 3,922 871 121,425  248,192 -26,767 221,425
    Nikkei (TYO) Nippon Sheet Glass 683.05 8.411 8.629 21/05/12 8.519 -5,819 5,894 75 121,500  242,373 -20,873 221,500
  Buy MDAX long Dürr 402.33 12.465   23/07/12 13.345 5,015        247,388 -25,888  
    RTX short RusHydro 2,470.44 2.030   9/07/12 2.080 5,015        252,403 -30,903  
    DJTA long Delta Air Lines 571.18 8.780   17/09/12 7.031 5,015        257,418 -35,918  
    STI ThaiBev 23,633.36 0.212   10/06/13 0.382 5,015        262,433 -40,933  
    Nikkei (TYO) OKI Electric 392.88 12.765   16/07/12 12.784 5,015        267,448 -45,948  
9/07/12 Sell RTX short RusHydro 2,470.44 2.080 1.980 2/07/12 2.030 -5,015 4,891 -124 121,377  262,433 -41,057 221,377
  Buy   long Magnit 208.27 21.640   16/07/12 22.510 4,507        266,940 -45,564  
16/07/12 Sell DAX short thyssenkrupp 381.77 14.565 10.775 4/06/12 12.670 -4,837 4,114 -723 120,653  262,103 -41,450 220,653
    RTX long Magnit 208.27 22.510   9/07/12 21.640 -4,507 4,688 181 120,834  257,596 -36,762 220,834
    OMXC 20 short Vestas Wind Systems 6,313.00 0.678 0.971 25/06/12 0.812 -5,123 6,129 1,006 121,841  252,473 -30,633 221,841
    Nikkei (TYO) long OKI Electric 392.88 12.784   2/07/12 12.765 -5,015 5,022 7 121,848  247,458 -25,610 221,848
  Buy DAX Continental 82.39 59.533   11/08/14 133.083 4,905        252,363 -30,515  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 2,302.82 2.130   3/09/12 2.010 4,905        257,268 -35,420  
    OMXC 20 long Genmab 579.18 8.469   24/06/13 22.604 4,905        262,173 -40,325  
    Nikkei (TYO) short Nippon Sheet Glass 642.95 7.629   19/11/12 7.143 4,905        267,078 -45,230  
23/07/12 Sell Kospi 50 short SK Holdings 103.40 68.528 44.029 21/05/12 56.279 -5,819 4,553 -1,267 120,582  261,259 -40,678 220,582
    MDAX long Dürr 402.33 13.345   2/07/12 12.465 -5,015 5,369 354 120,936  256,244 -35,309 220,936
    OMXS 30 short ABB 224.96 14.168 11.765 14/05/12 12.967 -2,917 2,647 -270 120,665  253,327 -32,662 220,665
      Nokia 1,247.43 1.752 3.121 14/05/12 2.338 -2,917 3,893 976 121,642  250,410 -28,768 221,642
  Buy Kospi 50 long Amorepacific Group 184.25 26.166   20/10/14 87.497 4,821        255,231 -33,590  
    MDAX short Ströer Media 608.17 7.927   6/08/12 7.080 4,821        260,052 -38,411  
    OMXS 30 long Electrolux 136.02 17.722   24/06/13 19.030 2,410        262,463 -40,821  
      Swedbank 174.82 13.789   24/06/13 16.871 2,411        264,873 -43,232  
30/07/12 Sell FTSE short Aviva 14.48 382.206 286.108 4/06/12 334.157 -4,839 4,143 -696 120,946  260,035 -39,089 220,946
    NZX 50 Katmandu 6,101.50 0.992 0.916 21/05/12 0.954 -5,819 5,587 -232 120,714  254,216 -33,502 220,714
  Buy FTSE long Ashtead 14.04 333.248   24/08/15 1,199.890 4,679        258,894 -38,180  
6/08/12 Sell MDAX short Ströer Media 608.17 7.080 8.875 23/07/12 7.927 -4,821 5,398 577 121,291  254,073 -32,783 221,291
    FT 30 Man Group 56.50 106.958 99.561 14/05/12 103.259 -5,834 5,625 -209 121,082  248,239 -27,157 221,082
  Buy MDAX long Dürr 350.35 13.838   29/10/12 14.790 4,848        253,087 -32,005  
    FT 30 Ferguson 1.58 3,068.570   24/06/13 3,452.810 4,848        257,936 -36,854  
13/08/12 Sell France short Solocal 3.78 1,038.280 2,100.620 23/04/12 1,476.830 -5,582 7,940 2,358 123,440  252,353 -28,913 223,440
    Nordic 30 Nokia 2,201.67 2.220 2.595 7/05/12 2.400 -5,284 5,712 428 123,868  247,069 -23,201 223,868
    Topix (FRA) Mazda Motor 746.75 4.800 8.694 19/03/12 6.460 -4,824 6,492 1,668 125,537  242,245 -16,709 225,537
  Buy France long Eurofins Scientific 504.10 10.355   22/04/13 15.325 5,220        247,465 -21,929  
    Nordic 30 Pandora 466.40 11.192   3/06/13 26.264 5,220        252,685 -27,149  
    Topix (FRA) Softbank 323.44 16.139   3/09/12 15.996 5,220        257,905 -32,369  
20/08/12 Sell HSI short China Unicom 4,895.26 1.370 1.008 21/05/12 1.189 -5,819 4,934 -885 124,651  252,086 -27,435 224,651
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 Sacyr 1,459.26 1.284 8.553 13/02/12 3.314 -4,836 12,482 7,646 132,297  247,250 -14,953 232,297
    OMXH 25 Outokumpu 516.70 6.980 19.345 9/04/12 11.620 -6,004 9,995 3,991 136,288  241,246 -4,958 236,288
    TSX 60 BlackBerry 574.24 5.638 18.115 16/04/12 10.106 -5,803 10,402 4,599 140,888  235,443 5,445 240,888
    PSI 20 Banco Comercial 8,644.09 0.452 0.960 2/04/12 0.659 -5,693 8,295 2,602 143,490  229,750 13,739 243,490
  Buy HSI long Galaxy Entertainment 2,733.49 2.352   22/04/13 3.135 6,430        236,180 7,309  
    IBEX 35 Grifols 572.06 11.240   5/11/12 13.025 6,430        242,610 880  
    OMXH 25 Huhtamäki 540.79 11.890   22/10/12 12.450 6,430        249,040 -5,550  
    TSX 60 Couche-Tard 961.85 6.685   22/04/13 7.405 6,430        255,470 -11,980  
27/08/12 Sell ISEQ 20 short Bank of Ireland 1,114.75 2.490 2.736 21/05/12 2.610 -2,910 3,050 140 143,630  252,561 -8,931 243,630
      Smurfit Kappa 524.23 6.550 4.550 21/05/12 5.550 -2,909 2,385 -524 143,106  249,651 -6,545 243,106
    MerVal YPF 415.91 14.446 12.421 23/04/12 13.433 -5,587 5,166 -421 142,684  244,064 -1,380 242,684
  Buy ISEQ 20 long Kerry Group 80.26 37.580   17/06/13 42.250 3,016        247,080 -4,396  
      Smurfit Kappa 460.46 6.550   17/06/13 12.270 3,016        250,096 -7,412  
3/09/12 Sell S&P 100 long Biogen 39.13 116.954   9/01/12 90.342 -3,535 4,576 1,041 143,726  246,561 -2,835 243,726
    AEX short ArcelorMittal 155.02 35.565 42.177 9/04/12 38.730 -6,004 6,538 534 144,260  240,557 3,703 244,260
    RTX RusHydro 2,302.82 2.010 2.257 16/07/12 2.130 -4,905 5,198 293 144,553  235,652 8,901 244,553
    OBX 25 REC Silicon 1,685.40 2.359 5.080 14/05/12 3.462 -5,834 8,561 2,727 147,280  229,818 17,462 247,280
    Athex LC Public Power 3,743.87 1.330 1.806 16/04/12 1.550 -5,803 6,763 960 148,240  224,015 24,225 248,240
    Topix (FRA) long Softbank 323.44 15.996   13/08/12 16.139 -5,220 5,174 -46 148,194  218,795 29,399 248,194
  Buy S&P 100 short HP 513.59 13.511   17/09/12 13.872 6,939        225,734 22,460  
    RTX long Magnit 286.50 24.220   17/09/12 27.650 6,939        232,673 15,521  
    OBX 25 Grieg Seafood 5,059.79 1.371   7/01/13 1.707 6,939        239,612 8,582  
    Athex LC Alpha Bank 103.57 67.000   25/03/13 37.850 6,939        246,552 1,642  
    MerVal short Pampa Energía 41,279.00 0.168   10/09/12 0.164 6,939        253,491 -5,297  
    Topix (FRA) Kansai Electric Pwr 1,216.94 5.702   11/03/13 6.145 6,939        260,430 -12,236  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/09/12 Sell Germany short SolarWorld 24.66 182.550 306.524 14/05/12 236.550 -5,833 7,559 1,726 149,920  254,596 -4,677 249,920
    MerVal Pampa Energía 41,279.00 0.164 0.172 3/09/12 0.168 -6,939 7,112 173 150,093  247,657 2,436 250,093
    CAC Mid 60 Vallourec 4.22 1,453.800 1,311.000 14/05/12 1,382.400 -5,834 5,532 -301 149,792  241,823 7,968 249,792
    Indices Athex Large Cap 2.87 2,671.700 1,384.500 21/05/12 2,028.100 -5,821 3,974 -1,847 147,945  236,003 11,942 247,945
  Buy Germany long ADLER Real Estate 5,505.93 1.180   24/06/13 2.050 6,497        242,500 5,445  
    CAC Mid 60 Eurofins Scientific 590.64 11.000   22/04/13 15.325 6,497        248,997 -1,052  
    Indices OMXC 20 97.84 66.404   17/06/13 70.001 6,497        255,494 -7,549  
17/09/12 Sell S&P 100 short HP 513.59 13.872 13.150 3/09/12 13.511 -6,939 6,754 -186 147,759  248,555 -796 247,759
    RTX long Magnit 286.50 27.650   3/09/12 24.220 -6,939 7,922 983 148,742  241,616 7,126 248,742
    HSI-Fin short HK Exchgs & Clrg 513.74 11.718 10.994 14/05/12 11.356 -5,834 5,648 -186 148,556  235,782 12,774 248,556
    HSI-C&I Citic Pacific 4,912.21 0.959 1.464 21/05/12 1.185 -5,819 7,190 1,371 149,927  229,963 19,964 249,927
    DJTA long Delta Air Lines 571.18 7.031   2/07/12 8.780 -5,015 4,016 -999 148,928  224,948 23,980 248,928
  Buy S&P 100 Gilead Sciences 272.20 25.063   13/10/14 79.611 6,822        231,770 17,158  
    CAC 40 Credit Agricole 1,140.04 5.984   24/09/12 5.714 6,822        238,592 10,336  
    RTX short RusHydro 3,264.11 2.090   4/02/13 1.770 6,822        245,414 3,514  
    HSI-Fin long Bank of China (HK) 2,858.22 2.387   13/05/13 2.748 6,822        252,236 -3,308  
    HSI-C&I Galaxy Entertainment 2,806.25 2.431   8/04/13 3.018 6,822        259,058 -10,130  
    DJTA short Expeditors Wash 232.72 29.314   24/09/12 28.398 6,822        265,880 -16,952  
24/09/12 Sell CAC 40 long Credit Agricole 1,140.04 5.714   17/09/12 5.984 -6,822 6,514 -308 148,620  259,058 -10,438 248,620
    DJTA short Expeditors Wash 232.72 28.398 30.259 17/09/12 29.314 -6,822 7,042 220 148,840  252,236 -3,396 248,840
  Buy   long Avis Budget 494.08 12.419   20/07/15 38.916 6,136        258,372 -9,532  
1/10/12 Buy CAC Next 20 short Hermes International 28.29 211.450   10/12/12 235.500 5,982        264,354 -15,514  
15/10/12 Buy AEX short KPN 1,608.66 3.626   2/02/15 2.756 5,833        270,187 -21,347  
    MerVal Pampa Energía 38,680.37 0.151   22/10/12 0.141 5,833        276,020 -27,180  
22/10/12 Sell BEL 20 long Galapagos 418.20 16.900   25/06/12 12.250 -5,123 7,068 1,945 150,785  270,897 -20,112 250,785
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Huhtamäki 540.79 12.450   20/08/12 11.890 -6,430 6,733 303 151,087  264,467 -13,379 251,087
    MerVal short Pampa Energía 38,680.37 0.141 0.161 15/10/12 0.151 -5,833 6,243 410 151,497  258,634 -7,136 251,497
    DJ Global Titans long Apple 279.38 17.386   28/05/12 16.307 -4,556 4,857 301 151,799  254,078 -2,279 251,799
  Buy BEL 20 short Bekaert 289.02 21.580   12/11/12 21.290 6,237        260,315 -8,516  
    OMXH 25 Outokumpu 963.99 6.470   5/11/12 6.200 6,237        266,552 -14,753  
    DJ Global Titans Telefónica 594.00 10.500   29/10/12 10.070 6,237        272,789 -20,990  
29/10/12 Sell MDAX long Dürr 350.35 14.790   6/08/12 13.838 -4,848 5,182 334 152,133  267,941 -15,808 252,133
    SDAX short Klöckner 742.79 7.058 8.695 21/05/12 7.834 -5,819 6,459 640 152,772  262,122 -9,350 252,772
    DJ Global Titans Telefónica 594.00 10.070 10.948 22/10/12 10.500 -6,237 6,503 266 153,039  255,885 -2,846 253,039
  Buy MDAX Ströer Media 943.29 6.630   14/01/13 6.901 6,254        262,139 -9,100  
    SDAX long ADLER Real Estate 3,958.23 1.580   26/11/12 1.285 6,254        268,393 -15,354  
    MerVal short Pampa Energía 43,190.61 0.145   24/12/12 0.147 6,254        274,647 -21,608  
    BAX long KUKA 267.55 23.375   24/06/13 31.820 6,254        280,901 -27,862  
    DJ Global Titans Bank of America 868.18 7.204   16/12/13 11.075 6,254        287,155 -34,116  
5/11/12 Sell MIB short UnipolSai 494.74 0.935 28.146 27/06/11 5.130 -2,538 13,925 11,387 164,426  284,617 -20,191 264,426
    IBEX 35 long Grifols 572.06 13.025   20/08/12 11.240 -6,430 7,451 1,021 165,447  278,187 -12,740 265,447
    OMXH 25 short Outokumpu 963.99 6.200 6.752 22/10/12 6.470 -6,237 6,509 272 165,719  271,950 -6,231 265,719
  Buy MIB long Azimut 697.23 9.304   4/08/14 18.460 6,487        278,437 -12,718  
    OMXH 25 Konecranes 256.91 25.250   12/11/12 24.380 6,487        284,924 -19,205  
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  278,687 -12,883 265,804
    OMXH 25 long Konecranes 256.91 24.380   5/11/12 25.250 -6,487 6,263 -224 165,580  272,200 -6,620 265,580
  Buy BEL 20 Galapagos 382.85 16.910   24/06/13 14.210 6,474        278,674 -13,094  
    OMXH 25 short Outokumpu 1,008.41 6.420   31/12/12 7.400 6,474        285,148 -19,568  
19/11/12 Sell SMI long Swiss Re 101.39 54.864   18/06/12 46.620 -4,727 5,563 836 166,416  280,421 -14,005 266,416
    Nikkei (TYO) short Nippon Sheet Glass 642.95 7.143 8.148 16/07/12 7.629 -4,905 5,239 334 166,750  275,516 -8,766 266,750
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Impresa 22,237.93 0.290   17/12/12 0.300 6,449        281,965 -15,215  
    SMI Julius Bär 246.89 26.121   17/12/12 27.324 6,449        288,414 -21,664  
    Nikkei (TYO) long Subaru 788.80 8.176   7/10/13 20.003 6,449        294,863 -28,113  
26/11/12 Sell SDAX long ADLER Real Estate 3,958.23 1.285   29/10/12 1.580 -6,254 5,086 -1,168 165,582  288,609 -23,027 265,582
    SLI short Lonza 161.92 36.099 32.909 23/04/12 34.504 -5,587 5,329 -258 165,324  283,022 -17,698 265,324
  Buy SDAX Deutz 1,904.62 3.250   10/12/12 3.138 6,190        289,212 -23,888  
    SLI long Swiss Life 59.39 104.219   24/06/13 120.698 6,190        295,402 -30,078  
10/12/12 Sell SSE 50 short China Unicom 9,559.29 0.413 0.620 4/06/12 0.506 -4,837 5,922 1,085 166,409  290,565 -24,156 266,409
    SDAX Deutz 1,904.62 3.138 3.366 26/11/12 3.250 -6,190 6,411 221 166,630  284,375 -17,745 266,630
    CAC Next 20 Hermes International 28.29 235.500 187.400 1/10/12 211.450 -5,982 5,302 -680 165,949  278,393 -12,443 265,949
  Buy SSE 50 long China Rwy Constr 8,850.56 0.716   29/04/13 0.634 6,337        284,730 -18,780  
    CAC 40 Societe Generale 219.92 28.815   14/01/13 34.140 6,337        291,067 -25,117  
    SDAX ADLER Real Estate 4,526.43 1.400   10/06/13 2.099 6,337        297,404 -31,454  
17/12/12 Sell PSI 20 short Impresa 22,237.93 0.300 0.280 19/11/12 0.290 -6,449 6,227 -222 165,727  290,955 -25,228 265,727
    SMI Julius Bär 246.89 27.324 24.917 19/11/12 26.121 -6,449 6,152 -297 165,430  284,506 -19,076 265,430
  Buy   long Richemont 102.76 59.929   14/10/13 74.199 6,158        290,664 -25,234  
24/12/12 Sell MerVal short Pampa Energía 43,190.61 0.147 0.143 29/10/12 0.145 -6,254 6,163 -91 165,339  284,410 -19,071 265,339
  Buy   long Gr Fin Galicia 8,827.07 0.697   27/05/13 0.697 6,156        290,566 -25,227  
31/12/12 Sell OMXH 25 short Outokumpu 1,008.41 7.400 5.440 12/11/12 6.420 -6,474 5,486 -988 164,351  284,092 -19,741 264,351
  Buy   long Orion 275.45 22.200   18/03/13 22.000 6,115        290,207 -25,856  
7/01/13 Sell OBX 25 long Grieg Seafood 5,059.79 1.707   3/09/12 1.371 -6,939 8,636 1,697 166,047  283,268 -17,221 266,047
    Nikkei (FRA) short Nippon Sheet Glass 322.68 9.100 8.980 14/05/12 9.040 -2,917 2,898 -19 166,028  280,351 -14,323 266,028
      Sharp 75.51 23.550 63.366 14/05/12 38.630 -2,917 4,785 1,868 167,896  277,434 -9,538 267,896
  Buy IBEX 35 long Mediaset Esp 1,133.78 5.696   4/02/13 5.150 6,458        283,892 -15,996  
    OBX 25 short REC Silicon 3,583.20 1.802   21/01/13 1.488 6,458        290,350 -22,454  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Subaru 326.16 9.900   14/01/13 9.907 3,229        293,579 -25,683  
      Shinsei Bank 206.99 15.600   14/01/13 13.840 3,229        296,808 -28,912  
14/01/13 Sell CAC 40 long Societe Generale 219.92 34.140   10/12/12 28.815 -6,337 7,508 1,171 169,067  290,471 -21,404 269,067
    MDAX short Ströer Media 943.29 6.901 6.359 29/10/12 6.630 -6,254 5,998 -256 168,811  284,217 -15,406 268,811
    Nikkei (FRA) long Subaru 326.16 9.907   7/01/13 9.900 -3,229 3,231 2 168,814  280,988 -12,175 268,814
      Shinsei Bank 206.99 13.840   7/01/13 15.600 -3,229 2,865 -364 168,449  277,759 -9,310 268,449
  Buy CAC 40 short Engie 419.83 15.430   28/01/13 15.390 6,478        284,237 -15,788  
    MDAX long KUKA 229.84 28.185   24/06/13 31.820 6,478        290,715 -22,266  
    Nikkei (FRA) short Screen 166.23 19.485   11/02/13 16.805 3,239        293,954 -25,505  
21/01/13 Sell OBX 25 short REC Silicon 3,583.20 1.488 2.182 7/01/13 1.802 -6,458 7,820 1,362 169,811  287,496 -17,685 269,811
  Buy   long Grieg Seafood 3,629.92 1.736   28/01/13 1.688 6,303        293,799 -23,988  
28/01/13 Sell CAC 40 short Engie 419.83 15.390 15.470 14/01/13 15.430 -6,478 6,495 17 169,828  287,321 -17,493 269,828
    OBX 25 long Grieg Seafood 3,629.92 1.688   21/01/13 1.736 -6,303 6,128 -175 169,653  281,018 -11,365 269,653
  Buy CAC 40 Credit Agricole 831.87 7.762   11/02/13 7.414 6,457        287,475 -17,822  
    OBX 25 short REC Silicon 4,174.42 1.547   25/02/13 1.312 6,457        293,932 -24,279  
4/02/13 Sell IBEX 35 long Mediaset Esp 1,133.78 5.150   7/01/13 5.696 -6,458 5,839 -619 169,034  287,474 -18,440 269,034
    RTX short RusHydro 3,264.11 1.770 2.468 17/09/12 2.090 -6,822 8,056 1,234 170,267  280,652 -10,385 270,267
  Buy   long Magnit 187.45 34.660   11/03/13 34.010 6,497        287,149 -16,882  
11/02/13 Sell CAC 40 long Credit Agricole 831.87 7.414   28/01/13 7.762 -6,457 6,167 -289 169,978  280,692 -10,714 269,978
    Nikkei (FRA) short Screen 166.23 16.805 22.592 14/01/13 19.485 -3,239 3,756 517 170,494  277,453 -6,959 270,494
    GCX REC Silicon 1,606.06 1.027 11.783 23/04/12 3.479 -5,587 18,925 13,338 183,832  271,866 11,966 283,832
  Buy CAC 40 Orange 937.97 7.883   25/02/13 7.479 7,394        279,260 4,572  
    ÖkoDAX (deprecated) long PNE Wind 2,650.18 2.790   29/04/13 2.700 7,394        286,654 -2,822  
    Nikkei (FRA) Subaru 342.31 10.800   26/08/13 18.441 3,697        290,351 -6,519  
      Mazda Motor 297.07 12.445   26/08/13 15.485 3,697        294,048 -10,216  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX SunPower 1,046.91 7.063   25/11/13 21.795 7,394        301,442 -17,610  
18/02/13 Buy GEX long MBB 359.73 18.500   22/04/13 17.650 6,655        308,097 -24,265  
25/02/13 Sell CAC 40 short Orange 937.97 7.479 8.309 11/02/13 7.883 -7,394 7,793 399 184,231  300,703 -16,472 284,231
    OBX 25 REC Silicon 4,174.42 1.312 1.824 28/01/13 1.547 -6,457 7,615 1,158 185,390  294,246 -8,857 285,390
  Buy CAC 40 long Credit Agricole 924.82 7.475   22/04/13 6.300 6,913        301,159 -15,770  
    OBX 25 Norwegian 2.36 2,924.050   15/04/13 2,803.560 6,901        308,060 -22,670  
11/03/13 Sell RTX long Magnit 187.45 34.010   4/02/13 34.660 -6,497 6,375 -122 185,268  301,563 -16,295 285,268
    Topix (FRA) short Kansai Electric Pwr 1,216.94 6.145 5.259 3/09/12 5.702 -6,939 6,400 -539 184,729  294,624 -9,895 284,729
  Buy RTX RusHydro 4,089.29 1.680   14/09/15 0.774 6,870        301,494 -16,765  
    Topix (FRA) long Mazda Motor 556.05 12.355   1/04/13 11.250 6,870        308,364 -23,635  
18/03/13 Sell OMXH 25 long Orion 275.45 22.000   31/12/12 22.200 -6,115 6,060 -55 184,674  302,249 -17,575 284,674
  Buy   short Outokumpu 1,209.60 5.520   16/09/13 4.600 6,677        308,926 -24,252  
25/03/13 Sell Athex LC long Alpha Bank 103.57 37.850   3/09/12 67.000 -6,939 3,920 -3,019 181,655  301,987 -20,332 281,655
  Buy   short Eurobank Ergasias 25.13 260.000   30/09/13 50.000 6,534        308,521 -26,866  
1/04/13 Sell Topix (FRA) long Mazda Motor 556.05 11.250   11/03/13 12.355 -6,870 6,256 -614 181,040  301,651 -20,611 281,040
  Buy   short Nidec 594.38 10.953   15/04/13 10.948 6,510        308,161 -27,120  
8/04/13 Sell HSI-C&I long Galaxy Entertainment 2,806.25 3.018   17/09/12 2.431 -6,822 8,470 1,648 182,689  301,339 -18,650 282,689
15/04/13 Sell OBX 25 long Norwegian 2.36 2,803.560   25/02/13 2,924.050 -6,901 6,616 -284 182,404  294,438 -12,034 282,404
    Topix (FRA) short Nidec 594.38 10.948 10.957 1/04/13 10.953 -6,510 6,513 3 182,407  287,928 -5,521 282,407
  Buy OBX 25 Frontline 933.78 7.413   21/10/13 8.829 6,922        294,850 -12,443  
    Topix (FRA) long Mazda Motor 591.37 11.705   3/06/13 14.600 6,922        301,772 -19,365  
22/04/13 Sell France long Eurofins Scientific 504.10 15.325   13/08/12 10.355 -5,220 7,725 2,505 184,912  296,552 -11,640 284,912
    HSI Galaxy Entertainment 2,733.49 3.135   20/08/12 2.352 -6,430 8,569 2,139 187,051  290,122 -3,071 287,051
    CAC 40 Credit Agricole 924.82 6.300   25/02/13 7.475 -6,913 5,826 -1,087 185,964  283,209 2,755 285,964
    TSX 60 Couche-Tard 961.85 7.405   20/08/12 6.685 -6,430 7,122 692 186,657  276,779 9,878 286,657
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Eurofins Scientific 590.64 15.325   10/09/12 11.000 -6,497 9,052 2,555 189,211  270,282 18,929 289,211
    GEX MBB 359.73 17.650   18/02/13 18.500 -6,655 6,349 -306 188,905  263,627 25,278 288,905
  Buy France short ArcelorMittal 298.79 26.286   6/05/13 29.061 7,854        271,481 17,424  
    HSI China Shenhua HK 3,087.02 2.544   16/09/13 2.475 7,854        279,335 9,570  
    CAC 40 ArcelorMittal 298.79 26.286   5/08/13 28.620 7,854        287,189 1,716  
    TSX 60 Barrick Gold 543.01 14.464   30/09/13 13.729 7,854        295,043 -6,138  
    CAC Mid 60 CGG 15.77 497.920   29/04/13 532.320 7,852        302,895 -13,990  
    GEX YOC 1,555.56 5.049   23/09/13 2.219 7,854        310,749 -21,844  
29/04/13 Sell SSE 50 long China Rwy Constr 8,850.56 0.634   10/12/12 0.716 -6,337 5,614 -723 188,182  304,412 -16,230 288,182
    ÖkoDAX (deprecated) PNE Wind 2,650.18 2.700   11/02/13 2.790 -7,394 7,155 -239 187,944  297,018 -9,074 287,944
    CAC Mid 60 short CGG 15.77 532.320 463.520 22/04/13 497.920 -7,852 7,310 -542 187,401  289,166 -1,765 287,401
  Buy SSE 50 China Northern Rare 3,145.37 2.270   6/05/13 2.286 7,140        296,306 -8,905  
    ÖkoDAX (deprecated) SolarWorld 67.33 106.050   13/04/15 14.550 7,140        303,446 -16,045  
6/05/13 Sell France short ArcelorMittal 298.79 29.061 23.511 22/04/13 26.286 -7,854 7,025 -829 186,572  295,592 -9,020 286,572
    SSE 50 China Northern Rare 3,145.37 2.286 2.254 29/04/13 2.270 -7,140 7,089 -51 186,521  288,452 -1,931 286,521
  Buy   long China Minsheng Bk 6,765.57 1.052   13/05/13 1.064 7,114        295,566 -9,045  
13/05/13 Sell   long China Minsheng Bk 6,765.57 1.064   6/05/13 1.052 -7,114 7,200 86 186,607  288,452 -1,845 286,607
    HSI-Fin Bank of China (HK) 2,858.22 2.748   17/09/12 2.387 -6,822 7,853 1,031 187,639  281,630 6,008 287,639
  Buy SSE 50 short China Northern Rare 3,100.22 2.368   4/11/13 2.137 7,341        288,971 -1,333  
    HSI-Fin Ping An 2,450.27 2.996   14/10/13 2.804 7,341        296,312 -8,674  
27/05/13 Sell MerVal long Gr Fin Galicia 8,827.07 0.697   24/12/12 0.697 -6,156 6,150 -6 187,632  290,156 -2,524 287,632
  Buy   short Pampa Energía 43,777.64 0.163   10/06/13 0.158 7,127        297,283 -9,651  
3/06/13 Sell Nordic 30 long Pandora 466.40 26.264   13/08/12 11.192 -5,220 12,249 7,029 194,662  292,063 2,599 294,662
    Topix (FRA) Mazda Motor 591.37 14.600   15/04/13 11.705 -6,922 8,634 1,712 196,374  285,141 11,233 296,374
  Buy Nordic 30 short Equinor 443.47 17.340   29/07/13 16.264 7,690        292,831 3,543  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Inpex 966.93 7.953   18/11/13 8.519 7,690        300,521 -4,147  
10/06/13 Sell SDAX long ADLER Real Estate 4,526.43 2.099   10/12/12 1.400 -6,337 9,501 3,164 199,538  294,184 5,354 299,538
    HSI-Prop China Ov Land & Inv 1,389.68 2.124   16/01/12 1.541 -2,142 2,952 810 200,348  292,043 8,305 300,348
      China Res Land 1,515.46 2.183   16/01/12 1.413 -2,142 3,307 1,166 201,514  289,901 11,613 301,514
    MerVal short Pampa Energía 43,777.64 0.158 0.168 27/05/13 0.163 -7,127 7,337 210 201,724  282,774 18,950 301,724
    STI long ThaiBev 23,633.36 0.382   2/07/12 0.212 -5,015 9,018 4,003 205,728  277,759 27,968 305,728
  Buy France short ArcelorMittal 295.91 28.191   8/07/13 26.415 8,342        286,101 19,626  
    SDAX Hypoport 1,115.24 7.480   30/09/13 8.120 8,342        294,443 11,284  
    HSI-Prop Hang Lung 1,624.09 2.568   18/11/13 2.531 4,171        298,614 7,113  
      Sino Land 3,876.03 1.076   18/11/13 1.043 4,171        302,785 2,942  
    MerVal long Telecom Argentina 2,202.33 3.788   17/06/13 3.268 8,342        311,127 -5,400  
    CAC Mid 60 short CGG 14.87 561.120   5/08/13 575.840 8,344        319,471 -13,744  
17/06/13 Sell ISEQ 20 long Kerry Group 80.26 42.250   27/08/12 37.580 -3,016 3,391 375 206,102  316,455 -10,353 306,102
      Smurfit Kappa 460.46 12.270   27/08/12 6.550 -3,016 5,650 2,634 208,736  313,439 -4,703 308,736
    MerVal Telecom Argentina 2,202.33 3.268   10/06/13 3.788 -8,342 7,197 -1,145 207,592  305,097 2,495 307,592
    Indices OMXC 20 97.84 70.001   10/09/12 66.404 -6,497 6,849 352 207,944  298,600 9,344 307,944
  Buy ISEQ 20 short C&C Group 936.92 4.233   29/07/13 4.100 3,966        302,566 5,378  
      CRH 253.73 15.631   29/07/13 15.994 3,966        306,532 1,412  
    PSI 20 long Teixeira Duarte 14,688.89 0.540   24/06/13 0.570 7,932        314,464 -6,520  
    MerVal short Comercial del Plata 112,830.73 0.070   12/08/13 0.067 7,932        322,396 -14,452  
    Indices RTX 5.69 1,393.590   12/08/13 1,391.500 7,930        330,325 -22,382  
24/06/13 Sell Germany long ADLER Real Estate 5,505.93 2.050   10/09/12 1.180 -6,497 11,287 4,790 212,734  323,828 -11,095 312,734
    MDAX KUKA 229.84 31.820   14/01/13 28.185 -6,478 7,314 835 213,569  317,350 -3,781 313,569
    BEL 20 Galapagos 382.85 14.210   12/11/12 16.910 -6,474 5,440 -1,034 212,535  310,876 1,659 312,535
    PSI 20 Teixeira Duarte 14,688.89 0.570   17/06/13 0.540 -7,932 8,373 441 212,976  302,944 10,032 312,976
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 579.18 22.604   16/07/12 8.469 -4,905 13,092 8,187 221,163  298,039 23,123 321,163
    OMXS 30 Electrolux 136.02 19.030   23/07/12 17.722 -2,410 2,588 178 221,341  295,629 25,712 321,341
      Swedbank 174.82 16.871   23/07/12 13.789 -2,411 2,949 539 221,880  293,218 28,661 321,880
    FT 30 Ferguson 1.58 3,452.810   6/08/12 3,068.570 -4,848 5,455 607 222,487  288,370 34,117 322,487
    SLI Swiss Life 59.39 120.698   26/11/12 104.219 -6,190 7,168 979 223,465  282,181 41,285 323,465
    BAX KUKA 267.55 31.820   29/10/12 23.375 -6,254 8,513 2,259 225,725  275,927 49,798 325,725
  Buy Germany short SolarWorld 102.10 91.950   29/07/13 77.250 9,388        285,315 40,410  
    MDAX Salzgitter 369.53 25.405   1/07/13 25.340 9,388        294,703 31,022  
    BEL 20 Aperam 1,128.37 8.320   15/07/13 8.461 9,388        304,091 21,634  
    OMXC 20 FLSmidth 267.98 35.032   1/07/13 34.376 9,388        313,478 12,246  
    OMXS 30 Boliden 491.56 9.549   8/07/13 9.256 4,694        318,172 7,552  
      Tele2 534.74 8.778   8/07/13 9.227 4,694        322,866 2,858  
    FT 30 Man Group 98.56 95.252   1/07/13 100.211 9,388        332,255 -6,530  
    SLI Kühne & Nagel 115.69 81.145   8/07/13 90.725 9,388        341,642 -15,917  
    BAX SFC Energy 1,976.42 4.750   1/07/13 4.650 9,388        351,030 -25,305  
1/07/13 Sell MDAX short Salzgitter 369.53 25.340 25.470 24/06/13 25.405 -9,388 9,412 24 225,749  341,642 -15,893 325,749
    OMXC 20 FLSmidth 267.98 34.376 35.701 24/06/13 35.032 -9,388 9,567 179 225,928  332,254 -6,326 325,928
    FT 30 Man Group 98.56 100.211 90.294 24/06/13 95.252 -9,388 8,899 -489 225,440  322,866 2,573 325,440
    BAX SFC Energy 1,976.42 4.650 4.852 24/06/13 4.750 -9,388 9,590 202 225,642  313,478 12,163 325,642
  Buy MDAX long Dürr 351.91 23.998   28/07/14 30.355 8,445        321,923 3,718  
    OMXC 20 Vestas Wind Systems 3,912.44 2.159   1/09/14 6.373 8,445        330,368 -4,727  
    FT 30 Lloyds Bank 112.79 74.871   9/09/13 90.907 8,445        338,813 -13,171  
    BAX Morphosys 191.30 44.145   14/04/14 58.270 8,445        347,258 -21,616  
8/07/13 Sell France short ArcelorMittal 295.91 26.415 30.086 10/06/13 28.191 -8,342 8,903 561 226,202  338,916 -12,714 326,202
    OMXS 30 Boliden 491.56 9.256 9.852 24/06/13 9.549 -4,694 4,843 149 226,351  334,222 -7,871 326,351
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Tele2 534.74 9.227 8.329 24/06/13 8.778 -4,694 4,454 -240 226,111  329,528 -3,417 326,111
    SLI Kühne & Nagel 115.69 90.725 71.565 24/06/13 81.145 -9,388 8,279 -1,108 225,003  320,140 4,863 325,003
  Buy OMXS 30 long Nokia 1,294.26 3.186   13/10/14 6.407 4,123        324,263 740  
      Kinnevik 188.54 21.868   13/10/14 22.475 4,123        328,386 -3,383  
    SLI Lonza 136.98 60.201   12/08/13 56.494 8,246        336,633 -11,630  
15/07/13 Sell BEL 20 short Aperam 1,128.37 8.461 8.179 24/06/13 8.320 -9,388 9,229 -159 224,844  327,244 -2,401 324,844
  Buy   long KBC 257.13 31.350   13/10/14 40.740 8,061        335,306 -10,462  
29/07/13 Sell Germany short SolarWorld 102.10 77.250 109.447 24/06/13 91.950 -9,388 11,175 1,786 226,630  325,917 713 326,630
    ATX long Österreichische Post 197.88 31.600   25/06/12 25.890 -5,123 6,253 1,130 227,760  320,794 6,966 327,760
    ISEQ 20 short C&C Group 936.92 4.100 4.370 17/06/13 4.233 -3,966 4,095 129 227,889  316,828 11,061 327,889
      CRH 253.73 15.994 15.268 17/06/13 15.631 -3,966 3,874 -92 227,797  312,862 14,934 327,797
    Nordic 30 Equinor 443.47 16.264 18.488 3/06/13 17.340 -7,690 8,199 509 228,306  305,172 23,133 328,306
  Buy ATX Raiffeisen Bank Int 380.55 23.085   21/10/13 25.350 8,785        313,957 14,348  
    ISEQ 20 long FBD Holdings 281.57 15.600   5/08/13 16.650 4,392        318,350 9,956  
      Smurfit Kappa 307.17 14.300   5/08/13 15.150 4,393        322,742 5,563  
    Nordic 30 Pandora 305.90 28.719   28/04/14 46.257 8,785        331,527 -3,222  
5/08/13 Sell CAC 40 short ArcelorMittal 298.79 28.620 23.952 22/04/13 26.286 -7,854 7,157 -697 227,608  323,673 3,935 327,608
    ISEQ 20 long FBD Holdings 281.57 16.650   29/07/13 15.600 -4,392 4,688 296 227,904  319,281 8,623 327,904
      Smurfit Kappa 307.17 15.150   29/07/13 14.300 -4,393 4,654 261 228,165  314,888 13,277 328,165
    CAC Mid 60 short CGG 14.87 575.840 546.400 10/06/13 561.120 -8,344 8,125 -219 227,946  306,545 21,402 327,946
  Buy ISEQ 20 C&C Group 1,054.46 4.141   9/09/13 4.285 4,367        310,911 17,035  
      Flutter 71.58 61.000   9/09/13 61.200 4,366        315,278 12,669  
12/08/13 Sell MerVal short Comercial del Plata 112,830.73 0.067 0.074 17/06/13 0.070 -7,932 8,327 395 228,341  307,346 20,996 328,341
    SLI long Lonza 136.98 56.494   8/07/13 60.201 -8,246 7,739 -508 227,834  299,099 28,734 327,834
    Indices short RTX 5.69 1,391.500 1,395.690 17/06/13 1,393.590 -7,930 7,941 12 227,845  291,170 36,676 327,845
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MerVal long Telecom Argentina 2,161.84 4.215   10/02/14 2.998 9,113        300,283 27,563  
    Indices Merval 18.18 501.316   4/08/14 750.468 9,114        309,397 18,449  
26/08/13 Sell Nikkei (FRA) long Subaru 342.31 18.441   11/02/13 10.800 -3,697 6,313 2,616 230,461  305,700 24,761 330,461
      Mazda Motor 297.07 15.485   11/02/13 12.445 -3,697 4,600 903 231,364  302,003 29,361 331,364
  Buy PSI 20 Teixeira Duarte 13,459.70 0.670   2/09/13 0.650 9,018        311,021 20,343  
    Nikkei (FRA) short Nikon 342.89 13.150   9/09/13 12.596 4,509        315,530 15,834  
2/09/13 Sell PSI 20 long Teixeira Duarte 13,459.70 0.650   26/08/13 0.670 -9,018 8,749 -269 231,095  306,512 24,583 331,095
9/09/13 Sell ISEQ 20 short C&C Group 1,054.46 4.285 3.997 5/08/13 4.141 -4,367 4,215 -152 230,943  302,145 28,798 330,943
      Flutter 71.58 61.200 60.800 5/08/13 61.000 -4,366 4,352 -14 230,929  297,779 33,150 330,929
    FT 30 long Lloyds Bank 112.79 90.907   1/07/13 74.871 -8,445 10,253 1,809 232,737  289,334 43,403 332,737
    Nikkei (FRA) short Nikon 342.89 12.596 13.728 26/08/13 13.150 -4,509 4,707 198 232,936  284,825 48,111 332,936
  Buy IBEX 35 long Siemens Gamesa 1,770.63 5.380   16/12/13 7.030 9,526        294,351 38,585  
    ISEQ 20 Bank of Ireland 672.74 7.080   14/10/13 6.960 4,763        299,114 33,822  
      Smurfit Kappa 298.62 15.950   14/10/13 17.020 4,763        303,877 29,059  
    PSI 20 Impresa 14,008.82 0.680   16/09/13 0.670 9,526        313,403 19,533  
    FT 30 short Man Group 90.35 105.435   14/10/13 92.741 9,526        322,929 10,007  
    Nikkei (FRA) long Furukawa Co 284.70 16.730   30/09/13 17.160 4,763        327,692 5,244  
      Tokyo Electric Power 1,218.16 3.910   30/09/13 4.520 4,763        332,455 481  
16/09/13 Sell HSI short China Shenhua HK 3,087.02 2.475 2.615 22/04/13 2.544 -7,854 8,073 219 233,155  324,601 8,554 333,155
    OMXH 25 Outokumpu 1,209.60 4.600 6.624 18/03/13 5.520 -6,677 8,012 1,335 234,490  317,924 16,566 334,490
    PSI 20 long Impresa 14,008.82 0.670   9/09/13 0.680 -9,526 9,386 -140 234,350  308,398 25,952 334,350
  Buy HSI Galaxy Entertainment 1,683.05 5.352   23/12/13 6.370 9,007        317,405 16,945  
    OMXH 25 Nokia 1,908.26 4.720   21/10/13 5.265 9,007        326,412 7,938  
23/09/13 Sell GEX short YOC 1,555.56 2.219 11.488 22/04/13 5.049 -7,854 17,871 10,017 244,366  318,558 25,808 344,366
  Buy PSI 20 long Teixeira Duarte 14,021.21 0.660   9/12/13 0.920 9,254        327,812 16,554  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 172.75 53.570   14/04/14 65.730 9,254        337,066 7,300  
30/09/13 Sell SDAX short Hypoport 1,115.24 8.120 6.840 10/06/13 7.480 -8,342 7,628 -714 243,653  328,724 14,928 343,653
    TSX 60 Barrick Gold 543.01 13.729 15.238 22/04/13 14.464 -7,854 8,274 420 244,073  320,870 23,203 344,073
    Athex LC Eurobank Ergasias 25.13 50.000 1,352.000 25/03/13 260.000 -6,534 33,976 27,442 271,515  314,337 57,178 371,515
    Nikkei (FRA) long Furukawa Co 284.70 17.160   9/09/13 16.730 -4,763 4,885 122 271,637  309,573 62,064 371,637
      Tokyo Electric Power 1,218.16 4.520   9/09/13 3.910 -4,763 5,506 743 272,380  304,810 67,570 372,380
  Buy SDAX ADLER Real Estate 3,728.14 2.950   14/10/13 3.079 10,998        315,808 56,572  
    HSI-C&I Galaxy Entertainment 2,125.59 5.174   3/02/14 7.265 10,998        326,807 45,574  
    TSX 60 Bausch Health 143.06 76.879   29/09/14 102.197 10,998        337,805 34,575  
    Athex LC Aegean Airlines 2,618.57 4.200   27/01/14 7.210 10,998        348,803 23,578  
    Nikkei (FRA) short Nikon 420.41 13.080   4/11/13 13.433 5,499        354,302 18,079  
    CAC Next 20 SES 520.00 21.150   7/10/13 21.020 10,998        365,300 7,081  
7/10/13 Sell   short SES 520.00 21.020 21.281 30/09/13 21.150 -10,998 11,066 68 272,448  354,302 18,147 372,448
    Nikkei (TYO) long Subaru 788.80 20.003   19/11/12 8.176 -6,449 15,779 9,330 281,778  347,853 33,925 381,778
  Buy CAC Next 20 EDF 437.37 23.760   28/10/13 25.570 10,392        358,245 23,533  
    Nikkei (TYO) short Nikon 821.48 12.650   14/10/13 13.191 10,392        368,637 13,141  
14/10/13 Sell SDAX long ADLER Real Estate 3,728.14 3.079   30/09/13 2.950 -10,998 11,479 481 282,259  357,639 24,620 382,259
    HSI-Fin short Ping An 2,450.27 2.804 3.201 13/05/13 2.996 -7,341 7,844 503 282,761  350,298 32,464 382,761
    ISEQ 20 long Bank of Ireland 672.74 6.960   9/09/13 7.080 -4,763 4,682 -81 282,681  345,535 37,146 382,681
      Smurfit Kappa 298.62 17.020   9/09/13 15.950 -4,763 5,083 320 283,000  340,772 42,228 383,000
    FT 30 short Man Group 90.35 92.741 119.865 9/09/13 105.435 -9,526 10,830 1,304 284,304  331,246 53,058 384,304
    SMI long Richemont 102.76 74.199   17/12/12 59.929 -6,158 7,625 1,466 285,770  325,087 60,683 385,770
    Nikkei (TYO) short Nikon 821.48 13.191 12.110 7/10/13 12.650 -10,392 9,948 -444 285,326  314,695 70,631 385,326
  Buy HSI-Fin long AIA 3,108.01 3.667   6/01/14 3.604 11,398        326,093 59,233  
    ISEQ 20 short C&C Group 1,356.90 4.200   28/10/13 4.008 5,699        331,792 53,534  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Flutter 100.05 56.960   28/10/13 56.500 5,699        337,491 47,835  
    FT 30 long ITV 52.31 217.888   2/12/13 228.772 11,398        348,889 36,437  
    Nikkei (TYO) Tokyo Electric Power 2,919.94 3.904   4/11/13 3.961 11,398        360,287 25,039  
21/10/13 Sell ATX short Raiffeisen Bank Int 380.55 25.350 20.820 29/07/13 23.085 -8,785 7,923 -862 284,464  351,502 32,962 384,464
    OMXH 25 long Nokia 1,908.26 5.265   16/09/13 4.720 -9,007 10,047 1,040 285,504  342,495 43,009 385,504
    OBX 25 short Frontline 933.78 8.829 5.997 15/04/13 7.413 -6,922 5,600 -1,322 284,182  335,573 48,609 384,182
  Buy ATX long Wienerberger 828.09 13.065   11/08/14 11.525 10,819        346,392 37,790  
    SDAX ADLER Real Estate 3,618.39 2.990   31/03/14 5.100 10,819        357,211 26,971  
    OMXH 25 short YIT 1,087.34 9.950   28/10/13 10.035 10,819        368,030 16,152  
    OBX 25 long REC Silicon 3,052.85 3.544   16/12/13 2.538 10,819        378,849 5,333  
28/10/13 Sell ISEQ 20 short C&C Group 1,356.90 4.008 4.401 14/10/13 4.200 -5,699 5,972 273 284,455  373,150 11,305 384,455
      Flutter 100.05 56.500 57.424 14/10/13 56.960 -5,699 5,745 46 284,501  367,451 17,050 384,501
    OMXH 25 YIT 1,087.34 10.035 9.865 21/10/13 9.950 -10,819 10,727 -92 284,409  356,632 27,777 384,409
    CAC Next 20 long EDF 437.37 25.570   7/10/13 23.760 -10,392 11,184 792 285,201  346,240 38,960 385,201
  Buy ISEQ 20 Bank of Ireland 690.36 7.680   25/11/13 8.040 5,302        351,542 33,659  
      Smurfit Kappa 308.08 17.210   25/11/13 17.550 5,302        356,844 28,356  
    OMXH 25 Nokia 2,137.90 4.960   11/11/13 5.770 10,604        367,448 17,752  
    CAC Next 20 short STMicroelectronics 1,895.94 5.593   11/11/13 5.653 10,604        378,052 7,148  
4/11/13 Sell SSE 50 short China Northern Rare 3,100.22 2.137 2.623 13/05/13 2.368 -7,341 8,133 792 285,993  370,711 15,282 385,993
    Nikkei (FRA) Nikon 420.41 13.433 12.727 30/09/13 13.080 -5,499 5,351 -148 285,844  365,212 20,632 385,844
    Nikkei (TYO) long Tokyo Electric Power 2,919.94 3.961   14/10/13 3.904 -11,398 11,566 168 286,013  353,814 32,199 386,013
  Buy SSE 50 Shanghai Oriental 2,377.49 4.398   23/12/13 4.388 10,455        364,269 21,744  
    Nikkei (FRA) Softbank 183.10 28.550   16/12/13 30.884 5,228        369,497 16,516  
      Tokyo Electric Power 1,318.74 3.964   16/12/13 3.730 5,227        374,724 11,289  
    Nikkei (TYO) short Nikon 778.10 13.437   18/11/13 13.220 10,455        385,179 834  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/11/13 Sell OMXH 25 long Nokia 2,137.90 5.770   28/10/13 4.960 -10,604 12,336 1,732 287,744  374,575 13,169 387,744
    CAC Next 20 short STMicroelectronics 1,895.94 5.653 5.533 28/10/13 5.593 -10,604 10,490 -114 287,631  363,971 23,660 387,631
  Buy OMXH 25 Outokumpu 2,937.71 3.500   2/12/13 3.690 10,282        374,253 13,378  
    CAC Next 20 long EDF 397.30 25.880   9/12/13 26.640 10,282        384,535 3,095  
18/11/13 Sell HSI-Prop short Hang Lung 1,624.09 2.531 2.606 10/06/13 2.568 -4,171 4,233 62 287,692  380,364 7,328 387,692
      Sino Land 3,876.03 1.043 1.110 10/06/13 1.076 -4,171 4,304 133 287,825  376,193 11,632 387,825
    Topix (FRA) Inpex 966.93 8.519 7.387 3/06/13 7.953 -7,690 7,143 -547 287,278  368,503 18,775 387,278
    Nikkei (TYO) Nikon 778.10 13.220 13.657 4/11/13 13.437 -10,455 10,626 171 287,450  358,048 29,401 387,450
  Buy HSI-Prop long CK Hutchison 439.63 11.852   10/02/14 10.645 5,210        363,259 24,191  
      China Ov Land & Inv 2,245.23 2.321   10/02/14 1.876 5,211        368,469 18,980  
    Topix (FRA) Softbank 363.81 28.644   25/11/13 31.950 10,421        378,890 8,559  
    Nikkei (TYO) MinebeaMitsumi 2,075.36 5.021   3/03/14 6.187 10,421        389,311 -1,862  
25/11/13 Sell ISEQ 20 long Bank of Ireland 690.36 8.040   28/10/13 7.680 -5,302 5,550 249 287,698  384,009 3,689 387,698
      Smurfit Kappa 308.08 17.550   28/10/13 17.210 -5,302 5,407 105 287,803  378,707 9,096 387,803
    Topix (FRA) Softbank 363.81 31.950   18/11/13 28.644 -10,421 11,624 1,203 289,005  368,286 20,719 389,005
    GCX SunPower 1,046.91 21.795   11/02/13 7.063 -7,394 22,817 15,423 304,428  360,892 43,536 404,428
  Buy ISEQ 20 short Flutter 99.87 56.070   2/12/13 56.450 5,600        366,492 37,936  
      Ryanair Holdings 960.13 5.832   2/12/13 6.109 5,599        372,092 32,337  
    Topix (FRA) Komatsu 715.91 15.643   9/06/14 16.815 11,199        383,290 21,138  
    GCX Aurubis 264.28 42.375   6/01/14 43.845 11,199        394,489 9,939  
2/12/13 Sell ISEQ 20 short Flutter 99.87 56.450 55.690 25/11/13 56.070 -5,600 5,562 -38 304,391  388,890 15,501 404,391
      Ryanair Holdings 960.13 6.109 5.555 25/11/13 5.832 -5,599 5,334 -266 304,125  383,290 20,834 404,125
    OMXH 25 Outokumpu 2,937.71 3.690 3.310 11/11/13 3.500 -10,282 9,724 -558 303,566  373,008 30,558 403,566
    FT 30 long ITV 52.31 228.772   14/10/13 217.888 -11,398 11,967 569 304,136  361,610 42,525 404,136
  Buy ISEQ 20 Bank of Ireland 669.42 8.340   14/04/14 8.250 5,583        367,193 36,942  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 323.84 17.240   14/04/14 17.010 5,583        372,776 31,359  
    OMXH 25 Nokia 1,889.66 5.909   9/12/13 5.850 11,166        383,942 20,193  
9/12/13 Sell   long Nokia 1,889.66 5.850   2/12/13 5.909 -11,166 11,055 -111 304,024  372,776 31,248 404,024
    PSI 20 Teixeira Duarte 14,021.21 0.920   23/09/13 0.660 -9,254 12,900 3,646 307,670  363,522 44,147 407,670
    CAC Next 20 EDF 397.30 26.640   11/11/13 25.880 -10,282 10,584 302 307,972  353,240 54,731 407,972
  Buy OMXH 25 short Metso Outotec 1,727.19 6.697   12/05/14 8.620 11,567        364,807 43,164  
    CAC Next 20 STMicroelectronics 2,122.39 5.450   13/01/14 5.763 11,567        376,374 31,597  
16/12/13 Sell IBEX 35 long Siemens Gamesa 1,770.63 7.030   9/09/13 5.380 -9,526 12,448 2,922 310,893  366,848 44,045 410,893
    OBX 25 REC Silicon 3,052.85 2.538   21/10/13 3.544 -10,819 7,747 -3,072 307,821  356,029 51,792 407,821
    Nikkei (FRA) Softbank 183.10 30.884   4/11/13 28.550 -5,228 5,655 427 308,248  350,802 57,447 408,248
      Tokyo Electric Power 1,318.74 3.730   4/11/13 3.964 -5,227 4,919 -309 307,940  345,574 62,366 407,940
    DJ Global Titans Bank of America 868.18 11.075   29/10/12 7.204 -6,254 9,615 3,361 311,301  339,320 71,980 411,301
  Buy IBEX 35 short Acciona 303.87 39.760   20/01/14 48.255 12,082        351,402 59,899  
    OBX 25 TGS-NOPEC 711.87 16.972   23/12/13 17.469 12,082        363,484 47,817  
    Nikkei (FRA) Nitto Denko 208.45 28.981   30/12/13 30.258 6,041        369,525 41,776  
      Pacific Metals 243.00 24.860   30/12/13 26.180 6,041        375,566 35,735  
    CAC Mid 60 Adocia 2,115.94 5.710   23/12/13 5.660 12,082        387,648 23,653  
    DJ Global Titans IBM 93.48 129.242   23/12/13 133.044 12,082        399,730 11,571  
23/12/13 Sell SSE 50 long Shanghai Oriental 2,377.49 4.388   4/11/13 4.398 -10,455 10,433 -22 311,278  389,275 22,004 411,278
    HSI Galaxy Entertainment 1,683.05 6.370   16/09/13 5.352 -9,007 10,721 1,714 312,993  380,268 32,725 412,993
    OBX 25 short TGS-NOPEC 711.87 17.469 16.475 16/12/13 16.972 -12,082 11,728 -354 312,639  368,186 44,453 412,639
    CAC Mid 60 Adocia 2,115.94 5.660 5.760 16/12/13 5.710 -12,082 12,189 107 312,745  356,104 56,642 412,745
    DJ Global Titans IBM 93.48 133.044 125.440 16/12/13 129.242 -12,082 11,726 -355 312,390  344,022 68,368 412,390
  Buy SSE 50 Poly Developments 18,757.61 0.641   2/06/14 0.591 12,018        356,040 56,350  
    PSI 20 long Impresa 11,025.69 1.090   12/05/14 1.759 12,018        368,058 44,332  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 DNO International 4,135.01 2.906   17/02/14 2.830 12,018        380,076 32,314  
    FT 30 Int Cons Airlines 25.49 471.516   27/01/14 485.635 12,019        392,095 20,295  
    DJ Global Titans Alphabet A 29.43 408.320   27/10/14 433.045 12,017        404,112 8,278  
30/12/13 Sell Nikkei (FRA) short Nitto Denko 208.45 30.258 27.704 16/12/13 28.981 -6,041 5,775 -266 312,124  398,071 14,053 412,124
      Pacific Metals 243.00 26.180 23.540 16/12/13 24.860 -6,041 5,720 -321 311,803  392,030 19,773 411,803
  Buy   long MinebeaMitsumi 1,023.04 5.273   10/02/14 6.030 5,394        397,424 14,379  
      Softbank 170.58 31.625   10/02/14 27.751 5,395        402,819 8,984  
6/01/14 Sell HSI-Fin long AIA 3,108.01 3.604   14/10/13 3.667 -11,398 11,203 -196 311,608  391,421 20,187 411,608
    GCX short Aurubis 264.28 43.845 40.905 25/11/13 42.375 -11,199 10,810 -389 311,219  380,222 30,997 411,219
  Buy HSI-Fin ICBC 23,561.38 0.469   2/06/14 0.478 11,055        391,277 19,942  
    SLI long Vifor Pharma 149.35 74.020   27/01/14 69.103 11,055        402,332 8,887  
    GCX Vestas Wind Systems 2,215.74 4.989   3/02/14 4.789 11,055        413,387 -2,168  
13/01/14 Sell CAC Next 20 short STMicroelectronics 2,122.39 5.763 5.137 9/12/13 5.450 -11,567 10,903 -664 310,555  401,820 8,735 410,555
20/01/14 Sell IBEX 35 short Acciona 303.87 48.255 31.265 16/12/13 39.760 -12,082 9,501 -2,581 307,973  389,738 18,235 407,973
  Buy   long Siemens Gamesa 1,260.35 8.454   27/01/14 7.622 10,655        400,393 7,580  
    NZX 50 short Chorus 11,373.83 0.937   2/06/14 1.063 10,655        411,048 -3,075  
27/01/14 Sell IBEX 35 long Siemens Gamesa 1,260.35 7.622   20/01/14 8.454 -10,655 9,606 -1,049 306,925  400,393 6,532 406,925
    Athex LC Aegean Airlines 2,618.57 7.210   30/09/13 4.200 -10,998 18,880 7,882 314,807  389,395 25,412 414,807
    FT 30 Int Cons Airlines 25.49 485.635   23/12/13 471.516 -12,019 12,379 360 315,167  377,376 37,790 415,167
    SLI Vifor Pharma 149.35 69.103   6/01/14 74.020 -11,055 10,321 -734 314,432  366,321 48,111 414,432
  Buy IBEX 35 short Repsol 659.80 17.525   17/02/14 17.625 11,563        377,884 36,548  
    Athex LC Eurobank Ergasias 235.98 49.000   9/05/16 0.875 11,563        389,447 24,985  
3/02/14 Sell HSI-C&I long Galaxy Entertainment 2,125.59 7.265   30/09/13 5.174 -10,998 15,442 4,444 318,876  378,449 40,426 418,876
    GCX Vestas Wind Systems 2,215.74 4.789   6/01/14 4.989 -11,055 10,612 -443 318,432  367,394 51,038 418,432
  Buy FT 30 Int Cons Airlines 23.49 499.638   10/02/14 509.014 11,737        379,131 39,302  
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 289.06 40.600   3/03/14 38.880 11,736        390,867 27,566  
10/02/14 Sell HSI-Prop long CK Hutchison 439.63 10.645   18/11/13 11.852 -5,210 4,680 -530 317,902  385,656 32,246 417,902
      China Ov Land & Inv 2,245.23 1.876   18/11/13 2.321 -5,211 4,212 -999 316,903  380,446 36,458 416,903
    MerVal Telecom Argentina 2,161.84 2.998   12/08/13 4.215 -9,113 6,482 -2,631 314,272  371,333 42,940 414,272
    FT 30 Int Cons Airlines 23.49 509.014   3/02/14 499.638 -11,737 11,957 220 314,493  359,596 54,896 414,493
    Nikkei (FRA) MinebeaMitsumi 1,023.04 6.030   30/12/13 5.273 -5,394 6,169 774 315,267  354,202 61,065 415,267
      Softbank 170.58 27.751   30/12/13 31.625 -5,395 4,734 -661 314,606  348,807 65,799 414,606
  Buy HSI-Prop short New World Dev 1,701.62 3.529   28/07/14 3.549 6,005        354,812 59,794  
      The Wharf 3,245.42 1.850   28/07/14 2.205 6,005        360,817 53,789  
    Nikkei (FRA) Hitachi Zosen 1,408.63 4.263   30/06/14 3.700 6,005        366,822 47,784  
      Nitto Denko 191.87 31.297   30/06/14 33.890 6,005        372,827 41,779  
17/02/14 Sell IBEX 35 short Repsol 659.80 17.625 17.425 27/01/14 17.525 -11,563 11,497 -66 314,540  361,264 53,276 414,540
    OBX 25 long DNO International 4,135.01 2.830   23/12/13 2.906 -12,018 11,703 -315 314,225  349,246 64,979 414,225
  Buy IBEX 35 Siemens Gamesa 1,434.56 8.351   10/03/14 8.580 11,980        361,226 52,999  
    OBX 25 short Petroleum Geo-Srvcs 1,575.28 7.605   2/06/14 7.980 11,980        373,206 41,019  
24/02/14 Buy MerVal long Edenor 36,187.60 0.315   15/12/14 0.569 11,381        384,587 29,638  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,075.36 6.187   18/11/13 5.021 -10,421 12,839 2,418 316,643  374,166 42,477 416,643
    GCX short Aurubis 289.06 38.880 42.396 3/02/14 40.600 -11,736 12,255 519 317,162  362,430 54,732 417,162
  Buy Nikkei (TYO) Hitachi Zosen 3,004.99 3.926   31/03/14 3.419 11,797        374,227 42,935  
    GCX long Vestas Wind Systems 2,357.70 5.004   14/04/14 5.847 11,797        386,024 31,138  
10/03/14 Sell IBEX 35 long Siemens Gamesa 1,434.56 8.580   17/02/14 8.351 -11,980 12,309 329 317,491  374,044 43,447 417,491
  Buy   short Inditex 549.50 20.970   9/06/14 21.750 11,523        385,567 31,924  
31/03/14 Sell SDAX long ADLER Real Estate 3,618.39 5.100   21/10/13 2.990 -10,819 18,454 7,635 325,126  374,748 50,378 425,126
    Nikkei (TYO) short Hitachi Zosen 3,004.99 3.419 4.508 3/03/14 3.926 -11,797 13,548 1,751 326,876  362,951 63,925 426,876
  Buy SDAX Koenig & Bauer 997.56 12.300   5/05/14 11.730 12,270        375,221 51,655  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) long MinebeaMitsumi 1,904.36 6.443   7/04/14 6.630 12,270        387,491 39,385  
7/04/14 Sell   long MinebeaMitsumi 1,904.36 6.630   31/03/14 6.443 -12,270 12,625 355 327,232  375,221 52,010 427,232
  Buy   short Hitachi Zosen 3,470.24 3.453   28/07/14 3.842 11,981        387,202 40,029  
14/04/14 Sell ISEQ 20 long Bank of Ireland 669.42 8.250   2/12/13 8.340 -5,583 5,523 -60 327,171  381,619 45,552 427,171
      Smurfit Kappa 323.84 17.010   2/12/13 17.240 -5,583 5,509 -74 327,097  376,036 51,061 427,097
    BAX Morphosys 191.30 58.270   1/07/13 44.145 -8,445 11,147 2,702 329,799  367,591 62,208 429,799
    GEX Manz 172.75 65.730   23/09/13 53.570 -9,254 11,355 2,101 331,900  358,337 73,563 431,900
    GCX Vestas Wind Systems 2,357.70 5.847   3/03/14 5.004 -11,797 13,785 1,988 333,887  346,540 87,347 433,887
  Buy ISEQ 20 short C&C Group 1,454.24 4.480   19/01/15 3.322 6,515        353,055 80,832  
      Flutter 121.57 53.590   19/01/15 66.350 6,515        359,570 74,317  
    BAX Adva 4,068.06 3.203   21/04/14 3.210 13,030        372,600 61,287  
    GEX 4SC 454.61 28.662   26/01/15 18.284 13,030        385,630 48,257  
    GCX EJR 253.08 51.487   28/04/14 51.524 13,030        398,660 35,227  
21/04/14 Sell BAX short Adva 4,068.06 3.210 3.196 14/04/14 3.203 -13,030 13,002 -28 333,859  385,630 48,229 433,859
  Buy   long Sixt 416.59 28.930   5/05/14 28.890 12,052        397,682 36,177  
28/04/14 Sell Nordic 30 long Pandora 305.90 46.257   29/07/13 28.719 -8,785 14,150 5,365 339,223  388,897 50,326 439,223
    GCX short EJR 253.08 51.524 51.450 14/04/14 51.487 -13,030 13,021 -9 339,214  375,867 63,347 439,214
  Buy Germany SolarWorld 407.00 30.870   9/06/14 16.900 12,564        388,431 50,783  
    Nordic 30 Carlsberg A 170.22 73.812   5/05/14 74.896 12,564        400,995 38,219  
    GCX long Vestas Wind Systems 2,038.88 6.162   19/05/14 7.076 12,564        413,559 25,655  
5/05/14 Sell SDAX short Koenig & Bauer 997.56 11.730 12.898 31/03/14 12.300 -12,270 12,866 596 339,810  401,289 38,521 439,810
    Nordic 30 Carlsberg A 170.22 74.896 72.728 28/04/14 73.812 -12,564 12,380 -184 339,626  388,725 50,901 439,626
    BAX long Sixt 416.59 28.890   21/04/14 28.930 -12,052 12,035 -17 339,609  376,673 62,936 439,609
  Buy SDAX ADLER Real Estate 2,505.08 5.015   19/05/14 5.000 12,563        389,236 50,373  
    Nordic 30 Pandora 257.81 48.729   15/09/14 59.766 12,563        401,799 37,810  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX short Adva 3,925.94 3.200   9/06/14 3.196 12,563        414,362 25,247  
12/05/14 Sell OMXH 25 short Metso Outotec 1,727.19 8.620 4.774 9/12/13 6.697 -11,567 8,246 -3,321 336,288  402,795 33,493 436,288
    PSI 20 long Impresa 11,025.69 1.759   23/12/13 1.090 -12,018 19,394 7,376 343,664  390,777 52,887 443,664
  Buy OMXH 25 Outokumpu 1,858.23 6.680   19/05/14 6.250 12,413        403,190 40,474  
19/05/14 Sell SDAX long ADLER Real Estate 2,505.08 5.000   5/05/14 5.015 -12,563 12,525 -38 343,626  390,627 53,000 443,626
    OMXH 25 Outokumpu 1,858.23 6.250   12/05/14 6.680 -12,413 11,614 -799 342,827  378,214 64,614 442,827
    GCX Vestas Wind Systems 2,038.88 7.076   28/04/14 6.162 -12,564 14,428 1,864 344,691  365,650 79,041 444,691
  Buy HSI Citic Pacific 10,107.30 1.295   10/11/14 1.393 13,093        378,743 65,948  
    SDAX short WCM 8,066.66 1.623   26/05/14 1.623 13,093        391,836 52,855  
    OMXH 25 YIT 1,769.32 7.400   26/01/15 5.508 13,093        404,929 39,762  
    GCX Energy Recovery 3,884.59 3.371   2/03/15 3.076 13,093        418,022 26,669  
26/05/14 Sell SDAX short WCM 8,066.66 1.623 1.623 19/05/14 1.623 -13,093 13,093 0 344,691  404,929 39,762  
  Buy   long ADLER Real Estate 2,202.00 5.500   9/06/14 6.050 12,111        417,040 27,651  
    HSI-C&I Tencent 1,190.89 10.170   6/10/14 12.196 12,111        429,151 15,540  
2/06/14 Sell SSE 50 short Poly Developments 18,757.61 0.591 0.695 23/12/13 0.641 -12,018 13,031 1,013 345,704  417,133 28,571 445,704
    HSI-Fin ICBC 23,561.38 0.478 0.460 6/01/14 0.469 -11,055 10,848 -207 345,497  406,078 39,419 445,497
    OBX 25 Petroleum Geo-Srvcs 1,575.28 7.980 7.230 17/02/14 7.605 -11,980 11,390 -590 344,907  394,098 50,809 444,907
    NZX 50 Chorus 11,373.83 1.063 0.811 20/01/14 0.937 -10,655 9,220 -1,435 343,471  383,443 60,028 443,471
  Buy SSE 50 long Sinolink Secs 10,945.22 1.150   23/06/14 1.117 12,587        396,030 47,441  
    HSI-Fin HK Exchgs & Clrg 919.74 13.685   29/09/14 17.213 12,587        408,617 34,854  
    OBX 25 Grieg Seafood 3,731.25 3.373   30/06/14 3.430 12,587        421,204 22,267  
    FT 30 National Grid 11.41 1,103.450   9/06/14 1,037.210 12,590        433,794 9,677  
    NZX 50 Tourism 18,076.98 0.696   21/07/14 0.758 12,587        446,381 -2,910  
9/06/14 Sell Germany short SolarWorld 407.00 16.900 56.388 28/04/14 30.870 -12,564 22,950 10,386 353,857  433,817 20,040 453,857
    SDAX long ADLER Real Estate 2,202.00 6.050   26/05/14 5.500 -12,111 13,322 1,211 355,068  421,706 33,362 455,068
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 short Inditex 549.50 21.750 20.190 10/03/14 20.970 -11,523 11,094 -429 354,640  410,183 44,457 454,640
    FT 30 long National Grid 11.41 1,037.210   2/06/14 1,103.450 -12,590 11,835 -756 353,884  397,593 56,291 453,884
    Topix (FRA) short Komatsu 715.91 16.815 14.471 25/11/13 15.643 -11,199 10,360 -839 353,045  386,394 66,651 453,045
    BAX Adva 3,925.94 3.196 3.204 5/05/14 3.200 -12,563 12,579 16 353,060  373,831 79,230 453,060
  Buy Germany long RIB Software 950.50 14.000   28/07/14 10.655 13,307        387,138 65,923  
    SDAX short WCM 8,320.26 1.599   29/12/14 1.381 13,307        400,445 52,616  
    FT 30 Tesco 28.89 460.539   17/11/14 306.530 13,305        413,750 39,311  
    Topix (FRA) long Fujitsu 265.98 50.030   15/09/14 48.100 13,307        427,057 26,004  
    BAX Cancom 674.11 19.740   16/06/14 18.403 13,307        440,364 12,697  
16/06/14 Sell   long Cancom 674.11 18.403   9/06/14 19.740 -13,307 12,405 -902 352,159  427,057 25,102 452,159
  Buy IBEX 35 short ArcelorMittal 363.86 32.790   2/03/15 28.860 11,931        438,988 13,171  
    BAX Adva 3,804.53 3.136   23/06/14 3.096 11,931        450,919 1,240  
23/06/14 Sell SSE 50 long Sinolink Secs 10,945.22 1.117   2/06/14 1.150 -12,587 12,226 -361 351,798  438,332 13,466 451,798
    BAX short Adva 3,804.53 3.096 3.177 16/06/14 3.136 -11,931 12,085 154 351,952  426,401 25,551 451,952
  Buy SSE 50 Kangmei Pharma 13,848.03 0.862   7/07/14 0.868 11,937        438,338 13,614  
    CAC Next 20 Arkema 168.95 70.655   26/01/15 62.720 11,937        450,275 1,677  
    CAC Mid 60 CGG 34.77 343.360   19/01/15 153.600 11,939        462,213 -10,262  
    BAX long Wacker Neuson 720.40 16.570   14/07/14 17.170 11,937        474,150 -22,199  
30/06/14 Sell OBX 25 long Grieg Seafood 3,731.25 3.430   2/06/14 3.373 -12,587 12,798 211 352,162  461,563 -9,401 452,162
    Nikkei (FRA) short Hitachi Zosen 1,408.63 3.700 4.912 10/02/14 4.263 -6,005 6,919 914 353,076  455,558 -2,482 453,076
      Nitto Denko 191.87 33.890 28.704 10/02/14 31.297 -6,005 5,507 -498 352,579  449,553 3,025 452,579
  Buy OBX 25 Norwegian 4.75 2,398.530   7/07/14 2,546.850 11,393        460,946 -8,368  
    Nikkei (FRA) long Fujitsu 103.56 54.990   17/08/15 44.550 5,695        466,641 -14,063  
      MinebeaMitsumi 692.49 8.224   17/08/15 12.573 5,695        472,336 -19,758  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,848.03 0.868 0.856 23/06/14 0.862 -11,937 11,848 -89 352,490  460,399 -7,909 452,490
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Norwegian 4.75 2,546.850 2,250.210 30/06/14 2,398.530 -11,393 10,689 -705 351,786  449,006 2,779 451,786
  Buy SSE 50 long AVIC Aviation Engine 3,818.68 2.976   3/08/15 7.097 11,364        460,370 -8,585  
    OBX 25 SalMar 843.04 13.480   28/07/14 14.639 11,364        471,734 -19,949  
14/07/14 Sell BAX long Wacker Neuson 720.40 17.170   23/06/14 16.570 -11,937 12,369 432 352,218  459,797 -7,579 452,218
21/07/14 Sell NZX 50 long Tourism 18,076.98 0.758   2/06/14 0.696 -12,587 13,701 1,114 353,331  447,210 6,121 453,331
  Buy France short CGG 42.97 267.296   29/12/14 160.352 11,486        458,696 -5,365  
    NZX 50 a2 Milk 29,315.98 0.392   28/07/14 0.401 11,486        470,182 -16,851  
28/07/14 Sell Germany long RIB Software 950.50 10.655   9/06/14 14.000 -13,307 10,128 -3,179 350,152  456,875 -6,723 450,152
    MDAX Dürr 351.91 30.355   1/07/13 23.998 -8,445 10,682 2,237 352,389  448,430 3,959 452,389
    HSI-Prop short New World Dev 1,701.62 3.549 3.509 10/02/14 3.529 -6,005 5,972 -34 352,356  442,425 9,931 452,356
      The Wharf 3,245.42 2.205 1.496 10/02/14 1.850 -6,005 4,855 -1,150 351,206  436,420 14,786 451,206
    OBX 25 long SalMar 843.04 14.639   7/07/14 13.480 -11,364 12,341 977 352,183  425,056 27,127 452,183
    NZX 50 short a2 Milk 29,315.98 0.401 0.383 21/07/14 0.392 -11,486 11,225 -261 351,922  413,570 38,352 451,922
    Nikkei (TYO) Hitachi Zosen 3,470.24 3.842 3.063 7/04/14 3.453 -11,981 10,629 -1,352 350,570  401,589 48,981 450,570
  Buy Germany SolarWorld 832.53 15.000   12/01/15 12.350 12,488        414,077 36,493  
    MDAX Südzucker 899.39 13.885   2/02/15 11.245 12,488        426,565 24,005  
    HSI-Prop long CK Hutchison 454.77 13.730   24/08/15 10.950 6,244        432,809 17,761  
      Sino Land 4,987.22 1.252   24/08/15 1.200 6,244        439,053 11,517  
    OBX 25 short Petroleum Geo-Srvcs 1,935.22 6.453   11/08/14 6.127 12,488        451,541 -971  
    NZX 50 long Tourism 16,782.69 0.744   22/02/16 1.542 12,488        464,029 -13,459  
    BAX Nemetschek 1,965.31 6.354   4/08/14 6.125 12,488        476,517 -25,947  
    Nikkei (TYO) MinebeaMitsumi 1,366.62 9.138   20/10/14 9.651 12,488        489,005 -38,435  
4/08/14 Sell HDAX long Dürr 486.25 28.230   23/01/12 9.125 -4,437 13,727 9,290 359,860  484,568 -24,708 459,860
    MIB Azimut 697.23 18.460   5/11/12 9.304 -6,487 12,871 6,384 366,244  478,081 -11,837 466,244
    BAX Nemetschek 1,965.31 6.125   28/07/14 6.354 -12,488 12,038 -450 365,794  465,593 201 465,794
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Merval 18.18 750.468   12/08/13 501.316 -9,114 13,644 4,530 370,323  456,479 13,844 470,323
  Buy HDAX short Südzucker 929.65 13.020   12/01/15 11.160 12,104        468,583 1,740  
    Indices PSI 20 2.07 5,854.360   18/08/14 5,654.350 12,119        480,702 -10,378  
11/08/14 Sell ATX long Wienerberger 828.09 11.525   21/10/13 13.065 -10,819 9,544 -1,275 369,048  469,883 -835 469,048
    DAX Continental 82.39 133.083   16/07/12 59.533 -4,905 10,965 6,060 375,108  464,978 10,130 475,108
    OBX 25 short Petroleum Geo-Srvcs 1,935.22 6.127 6.796 28/07/14 6.453 -12,488 13,152 664 375,772  452,490 23,282 475,772
  Buy ATX Raiffeisen Bank Int 659.76 18.910   16/02/15 13.795 12,476        464,966 10,806  
    DAX Adidas 217.16 57.450   18/08/14 60.070 12,476        477,441 -1,670  
    OBX 25 long SalMar 947.11 13.173   18/08/14 12.880 12,476        489,917 -14,146  
18/08/14 Sell DAX short Adidas 217.16 60.070 54.830 11/08/14 57.450 -12,476 11,907 -569 375,203  477,442 -2,239 475,203
    OBX 25 long SalMar 947.11 12.880   11/08/14 13.173 -12,476 12,199 -277 374,925  464,966 9,960 474,925
    Indices short PSI 20 2.07 5,654.350 6,061.440 4/08/14 5,854.360 -12,119 12,547 429 375,354  452,847 22,507 475,354
  Buy DAX long Vonovia 545.16 22.830   6/10/14 22.420 12,446        465,293 10,061  
    OBX 25 short Petroleum Geo-Srvcs 2,040.43 6.100   16/02/15 5.700 12,446        477,739 -2,385  
    Indices long Merval 15.87 784.124   6/10/14 1,022.100 12,444        490,183 -14,829  
1/09/14 Sell OMXC 20 long Vestas Wind Systems 3,912.44 6.373   1/07/13 2.159 -8,445 24,933 16,488 391,842  481,738 10,104 491,842
  Buy   short Demant 1,066.76 11.763   8/09/14 11.966 12,548        494,286 -2,444  
8/09/14 Sell   short Demant 1,066.76 11.966 11.559 1/09/14 11.763 -12,548 12,331 -217 391,625  481,738 9,887 491,625
  Buy   long Pandora 218.21 57.454   29/09/14 61.631 12,537        494,275 -2,650  
15/09/14 Sell Nordic 30 long Pandora 257.81 59.766   5/05/14 48.729 -12,563 15,408 2,845 394,470  481,712 12,758 494,470
    Topix (FRA) Fujitsu 265.98 48.100   9/06/14 50.030 -13,307 12,794 -513 393,957  468,405 25,552 493,957
  Buy Nordic 30 short Volvo 1,477.27 8.791   10/11/14 9.334 12,987        481,392 12,565  
    Topix (FRA) Aeon 1,654.18 7.851   5/01/15 8.291 12,987        494,379 -422  
29/09/14 Sell HSI-Fin long HK Exchgs & Clrg 919.74 17.213   2/06/14 13.685 -12,587 15,831 3,244 397,201  481,792 15,409 497,201
    TSX 60 Bausch Health 143.06 102.197   30/09/13 76.879 -10,998 14,620 3,622 400,823  470,794 30,029 500,823
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Pandora 218.21 61.631   8/09/14 57.454 -12,537 13,448 911 401,734  458,257 43,477 501,734
  Buy HSI-Fin short ICBC 27,369.48 0.498   3/11/14 0.526 13,630        471,887 29,847  
    TSX 60 Yamana Gold 2,841.60 4.797   23/03/15 3.713 13,630        485,517 16,217  
6/10/14 Sell DAX long Vonovia 545.16 22.420   18/08/14 22.830 -12,446 12,222 -224 401,511  473,071 28,440 501,511
    HSI-C&I Tencent 1,190.89 12.196   26/05/14 10.170 -12,111 14,524 2,413 403,924  460,960 42,964 503,924
    Indices Merval 15.87 1,022.100   18/08/14 784.124 -12,444 16,221 3,777 407,701  448,516 59,185 507,701
  Buy DAX short Deutsche Lufthansa 1,173.18 12.080   17/11/14 13.145 14,172        462,688 45,013  
    HSI-C&I Galaxy Entertainment 2,876.75 4.926   13/04/15 4.822 14,172        476,860 30,841  
    PSI 20 Pharol 8,694.48 1.630   23/02/15 0.697 14,172        491,032 16,669  
    Indices PSI 20 2.56 5,537.710   23/02/15 5,494.440 14,177        505,208 2,492  
13/10/14 Sell S&P 100 long Gilead Sciences 272.20 79.611   17/09/12 25.063 -6,822 21,670 14,848 422,549  498,386 24,162 522,549
    BEL 20 KBC 257.13 40.740   15/07/13 31.350 -8,061 10,475 2,414 424,963  490,325 34,638 524,963
    OMXS 30 Nokia 1,294.26 6.407   8/07/13 3.186 -4,123 8,292 4,169 429,132  486,202 42,930 529,132
      Kinnevik 188.54 22.475   8/07/13 21.868 -4,123 4,237 115 429,247  482,079 47,167 529,247
  Buy S&P 100 short General Motors 616.35 23.379   27/10/14 23.689 14,410        496,489 32,757  
    BEL 20 Galapagos 1,296.45 11.115   17/11/14 12.800 14,410        510,899 18,347  
    OMXS 30 Lundin 644.94 11.172   3/11/14 11.400 7,205        518,104 11,142  
      MTG 311.57 23.125   3/11/14 24.302 7,205        525,309 3,937  
20/10/14 Sell Kospi 50 long Amorepacific Group 184.25 87.497   23/07/12 26.166 -4,821 16,121 11,300 440,547  520,488 20,058 540,547
    Europe 50 Roche 19.34 222.572   19/12/11 129.719 -2,509 4,305 1,796 442,343  517,980 24,363 542,343
    Nikkei (TYO) MinebeaMitsumi 1,366.62 9.651   28/07/14 9.138 -12,488 13,189 701 443,043  505,492 37,552 543,043
    SP Global 100 Apple 326.34 19.487   30/04/12 15.738 -5,136 6,360 1,224 444,267  500,356 43,911 544,267
  Buy Kospi 50 short Hyundai Heavy 175.93 83.577   8/12/14 94.176 14,704        515,059 29,208  
    Europe 50 Deutsche Bank 682.48 21.545   10/11/14 21.563 14,704        529,763 14,504  
    Nikkei (TYO) Toyo Seikan 1,790.66 8.212   27/10/14 8.725 14,704        544,467 -200  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Deutsche Bank 682.48 21.545   3/11/14 22.134 14,704        559,172 -14,905  
27/10/14 Sell S&P 100 short General Motors 616.35 23.689 23.070 13/10/14 23.379 -14,410 14,219 -191 444,076  544,762 -685 544,076
    Nikkei (TYO) Toyo Seikan 1,790.66 8.725 7.698 20/10/14 8.212 -14,704 13,784 -920 443,157  530,058 13,099 543,157
    DJ Global Titans long Alphabet A 29.43 433.045   23/12/13 408.320 -12,017 12,745 728 443,884  518,041 25,843 543,884
  Buy S&P 100 Gilead Sciences 160.63 88.668   8/06/15 100.700 14,243        532,283 11,601  
    Nikkei (TYO) MinebeaMitsumi 1,359.40 10.477   24/08/15 10.589 14,243        546,526 -2,642  
    DJ Global Titans short Samsung Electronics 869.19 16.387   10/11/14 18.745 14,243        560,769 -16,885  
3/11/14 Sell HSI-Fin short ICBC 27,369.48 0.526 0.470 29/09/14 0.498 -13,630 12,875 -755 443,129  547,139 -4,011 543,129
    OMXS 30 Lundin 644.94 11.400 10.943 13/10/14 11.172 -7,205 7,057 -148 442,981  539,935 3,047 542,981
      MTG 311.57 24.302 21.949 13/10/14 23.125 -7,205 6,839 -367 442,615  532,729 9,885 542,615
    SP Global 100 Deutsche Bank 682.48 22.134 20.956 20/10/14 21.545 -14,704 14,302 -402 442,213  518,025 24,187 542,213
  Buy HSI-Fin long HK Exchgs & Clrg 801.35 17.669   24/11/14 17.528 14,159        532,184 10,028  
    OMXC 20 Pandora 212.35 66.679   17/11/14 66.322 14,159        546,344 -4,131  
    OMXS 30 Boliden 539.72 13.117   8/06/15 18.209 7,080        553,423 -11,211  
      Electrolux 315.27 22.455   8/06/15 27.196 7,080        560,503 -18,290  
    SP Global 100 Apple 646.60 21.898   24/08/15 22.212 14,159        574,662 -32,449  
10/11/14 Sell HSI long Citic Pacific 10,107.30 1.393   19/05/14 1.295 -13,093 14,079 986 443,199  561,569 -18,370 543,199
    Europe 50 short Deutsche Bank 682.48 21.563 21.527 20/10/14 21.545 -14,704 14,692 -12 443,187  546,864 -3,678 543,187
    Nordic 30 Volvo 1,477.27 9.334 8.249 15/09/14 8.791 -12,987 12,186 -801 442,385  533,877 8,508 542,385
    DJ Global Titans Samsung Electronics 869.19 18.745 14.028 27/10/14 16.387 -14,243 12,193 -2,050 440,336  519,634 20,701 540,336
  Buy HSI Kunlun Energy 13,538.95 1.036   12/01/15 0.825 14,025        533,659 6,676  
    Europe 50 long Novartis 226.52 61.916   24/08/15 69.088 14,025        547,685 -7,349  
    Nordic 30 Pandora 205.78 68.154   1/06/15 91.032 14,025        561,709 -21,374  
    DJ Global Titans Apple 640.44 21.899   15/12/14 21.746 14,025        575,734 -35,399  
17/11/14 Sell DAX short Deutsche Lufthansa 1,173.18 13.145 11.015 6/10/14 12.080 -14,172 12,923 -1,249 439,086  561,562 -22,476 539,086
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Galapagos 1,296.45 12.800 9.430 13/10/14 11.115 -14,410 12,226 -2,185 436,902  547,152 -10,251 536,902
    OMXC 20 long Pandora 212.35 66.322   3/11/14 66.679 -14,159 14,083 -76 436,826  532,993 3,833 536,826
    FT 30 short Tesco 28.89 306.530 691.926 9/06/14 460.539 -13,305 19,990 6,685 443,511  519,688 23,823 543,511
  Buy DAX long Merck (EMD) 184.99 76.670   6/07/15 90.640 14,183        533,871 9,639  
    BEL 20 Proximus 465.02 30.500   24/11/14 30.740 14,183        548,054 -4,544  
    OMXC 20 short FLSmidth 427.44 33.181   24/11/14 35.297 14,183        562,237 -18,727  
    FT 30 long Man Group 83.66 169.534   15/12/14 177.040 14,183        576,421 -32,910  
24/11/14 Sell HSI-Fin long HK Exchgs & Clrg 801.35 17.528   3/11/14 17.669 -14,159 14,046 -113 443,398  562,262 -18,864 543,398
    BEL 20 Proximus 465.02 30.740   17/11/14 30.500 -14,183 14,295 112 443,509  548,078 -4,569 543,509
    OMXC 20 short FLSmidth 427.44 35.297 31.065 17/11/14 33.181 -14,183 13,278 -904 442,605  533,896 8,709 542,605
  Buy HSI-Fin HSBC 1,724.54 7.992   26/01/15 8.332 13,782        547,678 -5,073  
    BEL 20 Galapagos 1,068.37 12.900   1/12/14 13.020 13,782        561,459 -18,855  
    OMXC 20 long Pandora 205.07 67.207   17/08/15 107.440 13,782        575,242 -32,637  
1/12/14 Sell BEL 20 short Galapagos 1,068.37 13.020 12.780 24/11/14 12.900 -13,782 13,654 -128 442,477  561,460 -18,983 542,477
  Buy   long Proximus 414.01 31.610   15/12/14 29.550 13,087        574,547 -32,070  
8/12/14 Sell Kospi 50 short Hyundai Heavy 175.93 94.176 72.978 20/10/14 83.577 -14,704 12,839 -1,865 440,612  559,843 -19,231 540,612
  Buy   long Amorepacific Group 157.16 82.934   6/07/15 157.893 13,034        572,877 -32,265  
15/12/14 Sell BEL 20 long Proximus 414.01 29.550   1/12/14 31.610 -13,087 12,234 -853 439,759  559,790 -20,031 539,759
    MerVal Edenor 36,187.60 0.569   24/02/14 0.315 -11,381 20,576 9,195 448,954  548,409 546 548,954
    FT 30 Man Group 83.66 177.040   17/11/14 169.534 -14,183 14,811 628 449,582  534,226 15,357 549,582
    DJ Global Titans Apple 640.44 21.746   10/11/14 21.899 -14,025 13,927 -98 449,484  520,200 29,284 549,484
  Buy BEL 20 short Umicore 928.39 15.585   19/01/15 16.578 14,469        534,669 14,815  
    FT 30 Tesco 55.12 262.480   22/12/14 292.250 14,468        549,137 347  
    DJ Global Titans Gazprom 4,335.93 3.337   2/03/15 4.494 14,469        563,606 -14,122  
22/12/14 Sell TecDAX short SMA Solar 221.13 14.800 46.789 21/05/12 26.315 -5,819 10,346 4,527 454,012  557,787 -3,776 554,012
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 55.12 292.250 232.709 15/12/14 262.480 -14,468 12,827 -1,641 452,371  543,319 9,051 552,371
  Buy   long Man Group 69.95 200.637   5/01/15 211.401 14,035        557,354 -4,983  
29/12/14 Sell France short CGG 42.97 160.352 445.565 21/07/14 267.296 -11,486 19,146 7,660 460,031  545,868 14,163 560,031
    SDAX WCM 8,320.26 1.381 1.852 9/06/14 1.599 -13,307 15,406 2,099 462,130  532,561 29,568 562,130
  Buy France long Adocia 310.10 47.700   8/06/15 66.230 14,792        547,353 14,777  
    SDAX Patrizia Immobilien 1,202.60 12.300   19/01/15 14.055 14,792        562,145 -15  
    BAX KUKA 249.57 59.270   27/07/15 74.330 14,792        576,937 -14,807  
5/01/15 Sell FT 30 long Man Group 69.95 211.401   22/12/14 200.637 -14,035 14,788 753 462,883  562,902 -20 562,883
    Topix (FRA) short Aeon 1,654.18 8.291 7.411 15/09/14 7.851 -12,987 12,259 -728 462,155  549,915 12,239 562,155
  Buy FT 30 Tesco 48.84 294.006   19/01/15 365.061 14,359        564,275 -2,120  
    Topix (FRA) long Oriental Land 299.59 47.929   2/02/15 54.216 14,359        578,634 -16,479  
12/01/15 Sell Germany short SolarWorld 832.53 12.350 18.219 28/07/14 15.000 -12,488 15,168 2,680 464,834  566,146 -1,311 564,834
    HSI Kunlun Energy 13,538.95 0.825 1.300 10/11/14 1.036 -14,025 17,606 3,581 468,415  552,121 16,295 568,415
    HDAX Südzucker 929.65 11.160 15.190 4/08/14 13.020 -12,104 14,121 2,017 470,433  540,017 30,416 570,433
  Buy Germany long Ströer Media 610.24 24.615   15/06/15 40.315 15,021        555,038 15,395  
    HSI China Life Ins HK 4,532.45 3.314   13/07/15 3.728 15,021        570,059 374  
    HDAX Ströer Media 610.24 24.615   24/08/15 47.670 15,021        585,080 -14,647  
19/01/15 Sell SDAX long Patrizia Immobilien 1,202.60 14.055   29/12/14 12.300 -14,792 16,903 2,111 472,543  570,288 2,255 572,543
    ISEQ 20 short C&C Group 1,454.24 3.322 6.042 14/04/14 4.480 -6,515 8,786 2,271 474,814  563,773 11,042 574,814
      Flutter 121.57 66.350 40.830 14/04/14 53.590 -6,515 4,964 -1,551 473,263  557,258 16,005 573,263
    BEL 20 Umicore 928.39 16.578 14.593 15/12/14 15.585 -14,469 13,548 -921 472,342  542,789 29,553 572,342
    FT 30 Tesco 48.84 365.061 222.950 5/01/15 294.006 -14,359 10,889 -3,470 468,871  528,430 40,442 568,871
    CAC Mid 60 CGG 34.77 153.600 767.553 23/06/14 343.360 -11,939 26,688 14,749 483,620  516,491 67,130 583,620
  Buy SDAX SGL Carbon 1,154.58 14.090   26/01/15 15.480 16,268        532,759 50,861  
    ISEQ 20 long Glanbia 587.29 13.850   8/06/15 17.420 8,134        540,893 42,728  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair Holdings 835.97 9.730   8/06/15 11.660 8,134        549,027 34,594  
    BEL 20 bpost 711.64 22.860   28/09/15 21.000 16,268        565,295 18,325  
    FT 30 Man Group 77.53 209.841   8/06/15 231.072 16,269        581,564 2,056  
    CAC Mid 60 Adocia 257.41 63.200   8/06/15 66.230 16,268        597,832 -14,212  
26/01/15 Sell SDAX short SGL Carbon 1,154.58 15.480 12.700 19/01/15 14.090 -16,268 14,663 -1,605 482,016  581,564 451 582,016
    HSI-Fin HSBC 1,724.54 8.332 7.651 24/11/14 7.992 -13,782 13,195 -587 481,428  567,782 13,646 581,428
    OMXH 25 YIT 1,769.32 5.508 9.942 19/05/14 7.400 -13,093 17,590 4,497 485,926  554,689 31,237 585,926
    CAC Next 20 Arkema 168.95 62.720 79.594 23/06/14 70.655 -11,937 13,447 1,510 487,436  542,752 44,684 587,436
    GEX 4SC 454.61 18.284 44.930 14/04/14 28.662 -13,030 20,426 7,396 494,832  529,722 65,110 594,832
  Buy SDAX long Patrizia Immobilien 1,103.55 14.950   29/06/15 22.015 16,498        546,220 48,612  
    HSI-Fin China Life Ins HK 4,416.31 3.736   3/08/15 3.251 16,498        562,718 32,113  
    OMXH 25 Neste Oil 2,041.83 8.080   11/05/15 7.640 16,498        579,216 15,616  
    GEX Ströer Media 616.75 26.750   1/06/15 38.770 16,498        595,714 -883  
2/02/15 Sell MDAX short Südzucker 899.39 11.245 17.145 28/07/14 13.885 -12,488 15,420 2,932 497,764  583,226 14,537 597,764
    AEX KPN 1,608.66 2.756 4.771 15/10/12 3.626 -5,833 7,674 1,841 499,605  577,393 22,212 599,605
    Topix (FRA) long Oriental Land 299.59 54.216   5/01/15 47.929 -14,359 16,242 1,884 501,488  563,034 38,454 601,488
  Buy MDAX Ströer Media 620.32 25.790   16/11/15 61.450 15,998        579,032 22,456  
    Topix (FRA) short Orix 1,606.55 9.958   9/02/15 10.802 15,998        595,031 6,458  
9/02/15 Sell   short Orix 1,606.55 10.802 9.114 2/02/15 9.958 -15,998 14,642 -1,356 500,133  579,032 21,100 600,133
  Buy MerVal long Aluar 16,567.10 0.937   16/02/15 0.944 15,530        594,562 5,570  
    Topix (FRA) Sony 686.35 22.627   18/05/15 28.471 15,530        610,093 -9,960  
16/02/15 Sell ATX short Raiffeisen Bank Int 659.76 13.795 25.922 11/08/14 18.910 -12,476 17,102 4,626 504,758  597,616 7,142 604,758
    OBX 25 Petroleum Geo-Srvcs 2,040.43 5.700 6.528 18/08/14 6.100 -12,446 13,320 874 505,632  585,170 20,462 605,632
    MerVal long Aluar 16,567.10 0.944   9/02/15 0.937 -15,530 15,641 111 505,743  569,640 36,103 605,743
  Buy ATX Zumtobel 760.65 21.095   7/09/15 23.775 16,046        585,686 20,057  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 1,289.00 12.448   23/02/15 11.234 16,046        601,732 4,011  
23/02/15 Sell PSI 20 short Pharol 8,694.48 0.697 3.812 6/10/14 1.630 -14,172 33,142 18,970 524,714  587,560 37,154 624,714
    OBX 25 long Frontline 1,289.00 11.234   16/02/15 12.448 -16,046 14,481 -1,565 523,149  571,514 51,634 623,149
    Indices short PSI 20 2.56 5,494.440 5,581.320 6/10/14 5,537.710 -14,177 14,288 112 523,260  557,338 65,922 623,260
  Buy PSI 20 long Altri 5,697.42 3.024   25/05/15 4.081 17,229        574,567 48,693  
    OBX 25 short Seadrill 6.12 2,815.850   13/04/15 2,712.370 17,233        591,800 31,460  
    MerVal long Comercial del Plata 69,668.42 0.247   2/03/15 0.261 17,229        609,029 14,231  
    Indices SSE 50 ew 51.21 336.435   27/07/15 382.611 17,229        626,258 -2,997  
2/03/15 Sell IBEX 35 short ArcelorMittal 363.86 28.860 37.255 16/06/14 32.790 -11,931 13,556 1,625 524,885  614,327 10,558 624,885
    MerVal long Comercial del Plata 69,668.42 0.261   23/02/15 0.247 -17,229 18,190 961 525,846  597,098 28,749 625,846
    DJ Global Titans short Gazprom 4,335.93 4.494 2.180 15/12/14 3.337 -14,469 9,452 -5,017 520,830  582,629 38,201 620,830
    GCX Energy Recovery 3,884.59 3.076 3.693 19/05/14 3.371 -13,093 14,347 1,254 522,084  569,536 52,548 622,084
  Buy IBEX 35 long Intl. Cons. Airlines 2,134.81 7.900   9/03/15 7.660 16,865        586,401 35,683  
    DJ Global Titans Apple 584.45 28.856   30/03/15 29.169 16,865        603,266 18,818  
    GCX Shimano 121.20 139.151   1/06/15 129.753 16,865        620,131 1,953  
9/03/15 Sell IBEX 35 long Intl. Cons. Airlines 2,134.81 7.660   2/03/15 7.900 -16,865 16,353 -512 521,572  603,266 18,306 621,572
  Buy   short Endesa 906.80 17.640   23/03/15 18.130 15,996        619,262 2,310  
    MerVal long Comercial del Plata 57,622.48 0.278   29/06/15 0.285 15,996        635,258 -13,686  
23/03/15 Sell IBEX 35 short Endesa 906.80 18.130 17.150 9/03/15 17.640 -15,996 15,552 -444 521,127  619,262 1,866 621,127
    TSX 60 Yamana Gold 2,841.60 3.713 6.196 29/09/14 4.797 -13,630 17,606 3,976 525,103  605,632 19,472 625,103
  Buy IBEX 35 long Intl. Cons. Airlines 1,989.38 8.100   11/05/15 7.890 16,114        621,746 3,358  
    TSX 60 Bausch Health 86.74 185.781   11/05/15 200.704 16,115        637,860 -12,757  
30/03/15 Sell DJ Global Titans long Apple 584.45 29.169   2/03/15 28.856 -16,865 17,048 183 525,286  620,995 4,291 625,286
  Buy   short ConocoPhilips 266.36 59.090   27/04/15 61.591 15,739        636,735 -11,449  
13/04/15 Sell HSI-C&I short Galaxy Entertainment 2,876.75 4.822 5.033 6/10/14 4.926 -14,172 14,478 306 525,592  622,563 3,029 625,592
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Seadrill 6.12 2,712.370 2,923.280 23/02/15 2,815.850 -17,233 17,890 657 526,249  605,330 20,920 626,249
    ÖkoDAX (deprecated) SolarWorld 67.33 14.550 772.962 29/04/13 106.050 -7,140 52,044 44,903 571,152  598,189 72,963 671,152
  Buy HSI-C&I long Tencent 893.67 20.815   6/07/15 17.093 18,602        616,791 54,361  
    OBX 25 Frontline 1,359.27 13.685   18/05/15 12.057 18,602        635,393 35,759  
27/04/15 Sell DJ Global Titans short ConocoPhilips 266.36 61.591 56.589 30/03/15 59.090 -15,739 15,073 -666 570,486  619,654 50,832 670,486
  Buy   long Mitsubishi UFJ 2,779.07 6.489   8/06/15 6.373 18,032        637,686 32,800  
11/05/15 Sell IBEX 35 long Intl. Cons. Airlines 1,989.38 7.890   23/03/15 8.100 -16,114 15,696 -418 570,068  621,572 48,496 670,068
    OMXH 25 Neste Oil 2,041.83 7.640   26/01/15 8.080 -16,498 15,600 -898 569,170  605,074 64,096 669,170
    TSX 60 Bausch Health 86.74 200.704   23/03/15 185.781 -16,115 17,409 1,294 570,464  588,959 81,505 670,464
  Buy IBEX 35 short Obrascón Huarte Lain 982.18 19.140   25/04/16 5.840 18,799        607,758 62,706  
    OMXH 25 Outokumpu 3,591.02 5.235   4/01/16 2.584 18,799        626,557 43,907  
    TSX 60 Cenovus Energy 1,212.37 15.506   21/03/16 12.064 18,799        645,356 25,108  
18/05/15 Sell OBX 25 long Frontline 1,359.27 12.057   13/04/15 13.685 -18,602 16,388 -2,214 568,251  626,754 41,497 668,251
    Topix (FRA) Sony 686.35 28.471   9/02/15 22.627 -15,530 19,541 4,011 572,262  611,224 61,038 672,262
  Buy OBX 25 short REC Silicon 8,661.47 2.117   1/06/15 1.852 18,332        629,556 42,706  
    Topix (FRA) Toshiba 612.50 29.930   25/05/15 30.510 18,332        647,888 24,373  
25/05/15 Sell PSI 20 long Altri 5,697.42 4.081   23/02/15 3.024 -17,229 23,251 6,022 578,284  630,659 47,625 678,284
    Topix (FRA) short Toshiba 612.50 30.510 29.350 18/05/15 29.930 -18,332 17,977 -355 577,929  612,327 65,602 677,929
  Buy PSI 20 Pharol 36,447.06 0.510   23/11/15 0.369 18,588        630,915 47,014  
    Topix (FRA) long Sony 652.21 28.500   1/06/15 28.394 18,588        649,503 28,426  
1/06/15 Sell OBX 25 short REC Silicon 8,661.47 1.852 2.418 18/05/15 2.117 -18,332 20,946 2,614 580,543  631,171 49,372 680,543
    Nordic 30 long Pandora 205.78 91.032   10/11/14 68.154 -14,025 18,733 4,708 585,251  617,147 68,104 685,251
    Topix (FRA) Sony 652.21 28.394   25/05/15 28.500 -18,588 18,519 -69 585,182  598,559 86,623 685,182
    GEX Ströer Media 616.75 38.770   26/01/15 26.750 -16,498 23,911 7,413 592,595  582,060 110,534 692,595
    GCX Shimano 121.20 129.753   2/03/15 139.151 -16,865 15,726 -1,139 591,456  565,195 126,261 691,456
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy TecDAX short Aixtron 2,962.61 6.900   25/04/16 4.108 20,442        585,637 105,818  
    OBX 25 long Frontline 1,638.55 12.476   8/06/15 12.298 20,442        606,079 85,376  
    Nordic 30 short Fortum 1,180.25 17.320   30/11/15 13.820 20,442        626,521 64,935  
    Topix (FRA) Toshiba 626.86 32.610   16/11/15 22.410 20,442        646,963 44,493  
    GCX REC Silicon 11,035.41 1.852   5/10/20 0.464 20,442        667,405 24,051  
8/06/15 Sell S&P 100 long Gilead Sciences 160.63 100.700   27/10/14 88.668 -14,243 16,175 1,933 593,389  653,163 40,226 693,389
    France Adocia 310.10 66.230   29/12/14 47.700 -14,792 20,538 5,746 599,135  638,371 60,764 699,135
    ISEQ 20 Glanbia 587.29 17.420   19/01/15 13.850 -8,134 10,231 2,097 601,231  630,237 70,995 701,231
      Ryanair Holdings 835.97 11.660   19/01/15 9.730 -8,134 9,747 1,613 602,845  622,103 80,742 702,845
    OBX 25 Frontline 1,638.55 12.298   1/06/15 12.476 -20,442 20,151 -291 602,554  601,661 100,893 702,554
    OMXS 30 Boliden 539.72 18.209   3/11/14 13.117 -7,080 9,828 2,748 605,302  594,581 110,721 705,302
      Electrolux 315.27 27.196   3/11/14 22.455 -7,080 8,574 1,494 606,796  587,502 119,295 706,796
    FT 30 Man Group 77.53 231.072   19/01/15 209.841 -16,269 17,915 1,646 608,442  571,233 137,210 708,442
    CAC Mid 60 Adocia 257.41 66.230   19/01/15 63.200 -16,268 17,048 780 609,222  554,965 154,258 709,222
    DJ Global Titans Mitsubishi UFJ 2,779.07 6.373   27/04/15 6.489 -18,032 17,711 -321 608,901  536,933 171,969 708,901
  Buy S&P 100 short Norfolk Southern 273.05 80.648   15/06/15 80.979 22,021        558,954 149,947  
    France Solocal 31.44 700.450   23/11/15 390.360 22,022        580,976 127,925  
    ISEQ 20 FBD Holdings 1,187.24 9.274   10/08/15 7.120 11,010        591,986 116,915  
    OBX 25 DNO International 17,284.93 1.274   21/12/15 0.607 22,021        614,007 94,894  
    OMXS 30 SSAB 2,150.49 5.120   26/10/15 3.388 11,011        625,018 83,883  
      Telia Company 2,093.77 5.259   26/10/15 4.765 11,011        636,028 72,873  
    FT 30 Tate & Lyle 29.22 753.704   28/12/15 807.108 22,023        658,051 50,850  
    DJ Global Titans BHP 1,157.80 19.020   13/07/15 17.787 22,021        680,072 28,829  
15/06/15 Sell S&P 100 short Norfolk Southern 273.05 80.979 80.318 8/06/15 80.648 -22,021 21,931 -90 608,811  658,051 50,759 708,811
    Germany long Ströer Media 610.24 40.315   12/01/15 24.615 -15,021 24,602 9,581 618,392  643,030 75,361 718,392
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy S&P 100 Starbucks 428.29 46.330   6/07/15 49.123 19,843        662,873 55,518  
29/06/15 Sell SDAX long Patrizia Immobilien 1,103.55 22.015   26/01/15 14.950 -16,498 24,295 7,797 626,188  646,375 79,813 726,188
    MerVal Comercial del Plata 57,622.48 0.285   9/03/15 0.278 -15,996 16,417 421 626,609  630,379 96,230 726,609
6/07/15 Sell S&P 100 long Starbucks 428.29 49.123   15/06/15 46.330 -19,843 21,039 1,196 627,805  610,536 117,268 727,805
    Kospi 50 Amorepacific Group 157.16 157.893   8/12/14 82.934 -13,034 24,814 11,781 639,585  597,502 142,083 739,585
    DAX Merck (EMD) 184.99 90.640   17/11/14 76.670 -14,183 16,767 2,584 642,170  583,319 158,850 742,170
    HSI-C&I Tencent 893.67 17.093   13/04/15 20.815 -18,602 15,275 -3,327 638,843  564,717 174,126 738,843
  Buy S&P 100 short Norfolk Southern 290.22 78.643   13/07/15 78.579 22,824        587,541 151,302  
    CAC 40 ArcelorMittal 904.64 25.230   27/03/17 22.800 22,824        610,365 128,478  
    DAX RWE 1,186.28 19.240   13/07/15 20.205 22,824        633,189 105,654  
    HSI-C&I Sands China 6,745.48 3.384   9/05/16 3.084 22,824        656,013 82,830  
13/07/15 Sell S&P 100 short Norfolk Southern 290.22 78.579 78.708 6/07/15 78.643 -22,824 22,843 19 638,862  633,189 105,672 738,862
    HSI long China Life Ins HK 4,532.45 3.728   12/01/15 3.314 -15,021 16,899 1,878 640,740  618,168 122,571 740,740
    DAX short RWE 1,186.28 20.205 18.275 6/07/15 19.240 -22,824 21,679 -1,145 639,595  595,344 144,251 739,595
    DJ Global Titans BHP 1,157.80 17.787 20.338 8/06/15 19.020 -22,021 23,547 1,526 641,121  573,323 167,798 741,121
  Buy S&P 100 long Amazon.com 54.88 414.042   27/07/15 479.746 22,723        596,046 145,075  
    HSI short China Shenhua HK 12,234.55 1.857   18/04/16 1.521 22,722        618,768 122,353  
    DAX long Fresenius 370.91 61.260   27/07/15 61.200 22,722        641,490 99,631  
    DJ Global Titans Mitsubishi UFJ 3,617.35 6.281   27/07/15 6.435 22,722        664,212 76,909  
20/07/15 Sell DJTA long Avis Budget 494.08 38.916   24/09/12 12.419 -6,136 19,227 13,091 654,212  658,076 96,137 754,212
  Buy   short Avis Budget 546.26 38.916   3/08/15 39.514 21,258        679,334 74,879  
27/07/15 Sell S&P 100 long Amazon.com 54.88 479.746   13/07/15 414.042 -22,723 26,328 3,606 657,818  656,611 101,207 757,818
    DAX Fresenius 370.91 61.200   13/07/15 61.260 -22,722 22,700 -22 657,796  633,889 123,907 757,796
    BAX KUKA 249.57 74.330   29/12/14 59.270 -14,792 18,551 3,759 661,555  619,097 142,457 761,555
    Indices SSE 50 ew 51.21 382.611   23/02/15 336.435 -17,229 19,594 2,365 663,919  601,868 162,051 763,919
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 Mitsubishi UFJ 3,617.35 6.435   13/07/15 6.281 -22,722 23,278 556 664,475  579,146 185,329 764,475
  Buy S&P 100 short ConocoPhilips 520.09 45.655   7/03/16 37.595 23,745        602,891 161,584  
    DAX RWE 1,280.05 18.550   19/10/15 12.230 23,745        626,636 137,839  
    BAX Grammer 904.23 26.260   9/11/15 23.675 23,745        650,381 114,094  
    Indices RTX 22.54 1,053.370   6/06/16 1,104.740 23,743        674,124 90,351  
    DJ Global Titans ConocoPhilips 520.09 45.655   3/08/15 45.385 23,745        697,869 66,606  
3/08/15 Sell SSE 50 long AVIC Aviation Engine 3,818.68 7.097   7/07/14 2.976 -11,364 27,101 15,737 680,212  686,505 93,707 780,212
    HSI-Fin China Life Ins HK 4,416.31 3.251   26/01/15 3.736 -16,498 14,355 -2,143 678,069  670,007 108,062 778,069
    DJTA short Avis Budget 546.26 39.514 38.317 20/07/15 38.916 -21,258 20,931 -327 677,742  648,749 128,993 777,742
    DJ Global Titans ConocoPhilips 520.09 45.385 45.927 27/07/15 45.655 -23,745 23,886 142 677,884  625,004 152,879 777,884
  Buy SSE 50 China Northern Rare 11,179.49 2.081   4/01/16 1.789 23,269        648,273 129,610  
    HSI-Fin ICBC 37,206.59 0.625   4/01/16 0.538 23,269        671,542 106,341  
    DJTA long JetBlue Airways 1,080.39 21.538   24/08/15 18.277 23,269        694,811 83,073  
    SMI UBS 1,102.68 21.102   17/08/15 20.081 23,269        718,080 59,804  
    SLI Vifor Pharma 219.17 106.171   24/08/15 107.513 23,270        741,350 36,534  
    DJ Global Titans Mitsubishi UFJ 3,587.68 6.486   24/08/15 5.389 23,269        764,619 13,265  
10/08/15 Sell ISEQ 20 short FBD Holdings 1,187.24 7.120 12.080 8/06/15 9.274 -11,010 14,341 3,331 681,215  753,608 27,606 781,215
  Buy   long Kingspan Group 444.88 22.725   17/08/15 22.815 10,110        763,718 17,497  
      Ryanair Holdings 791.08 12.780   17/08/15 12.705 10,110        773,828 7,387  
17/08/15 Sell ASX 50 long James Hardie Ind 704.98 12.058   30/01/12 5.763 -4,063 8,501 4,438 685,652  769,765 15,887 785,652
    ISEQ 20 Kingspan Group 444.88 22.815   10/08/15 22.725 -10,110 10,150 40 685,692  759,655 26,037 785,692
      Ryanair Holdings 791.08 12.705   10/08/15 12.780 -10,110 10,051 -59 685,633  749,545 36,088 785,633
    OMXC 20 Pandora 205.07 107.440   24/11/14 67.207 -13,782 22,033 8,251 693,884  735,763 58,121 793,884
    SMI UBS 1,102.68 20.081   3/08/15 21.102 -23,269 22,143 -1,126 692,758  712,494 80,264 792,758
    Nikkei (FRA) Fujitsu 103.56 44.550   30/06/14 54.990 -5,695 4,614 -1,081 691,677  706,799 84,877 791,677
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      MinebeaMitsumi 692.49 12.573   30/06/14 8.224 -5,695 8,707 3,012 694,688  701,104 93,584 794,688
  Buy ASX 50 short Santos 5,577.15 3.982   23/11/15 2.708 22,206        723,310 71,378  
    ISEQ 20 FBD Holdings 1,609.13 6.900   30/11/15 6.852 11,103        734,413 60,275  
    OMXC 20 GN Store Nord 178.36 124.500   5/10/15 126.375 22,206        756,619 38,069  
    Nikkei (FRA) Sharp 865.39 12.830   23/11/15 10.210 11,103        767,722 26,966  
      IHI 367.77 30.190   23/11/15 25.250 11,103        778,825 15,863  
24/08/15 Sell DJIA long Visa 132.78 58.880   19/12/11 18.897 -2,509 7,818 5,309 699,997  776,316 23,681 799,997
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 714,722  774,430 40,292 814,722
    Euro 50 ASML 54.55 74.790   9/01/12 32.400 -1,767 4,080 2,312 717,034  772,662 44,372 817,034
      AB InBev 37.21 91.280   9/01/12 47.495 -1,767 3,397 1,629 718,664  770,895 47,768 818,664
    HDAX Ströer Media 610.24 47.670   12/01/15 24.615 -15,021 29,090 14,069 732,733  755,874 76,859 832,733
    FTSE Ashtead 14.04 1,199.890   30/07/12 333.248 -4,679 16,846 12,168 744,900  751,195 93,705 844,900
    HSI-Prop CK Hutchison 454.77 10.950   28/07/14 13.730 -6,244 4,980 -1,264 743,636  744,951 98,685 843,636
      Sino Land 4,987.22 1.200   28/07/14 1.252 -6,244 5,985 -259 743,377  738,707 104,670 843,377
    Europe 50 Novartis 226.52 69.088   10/11/14 61.916 -14,025 15,650 1,625 745,001  724,682 120,319 845,001
    DJTA JetBlue Airways 1,080.39 18.277   3/08/15 21.538 -23,269 19,747 -3,522 741,479  701,413 140,066 841,479
    SLI Vifor Pharma 219.17 107.513   3/08/15 106.171 -23,270 23,564 294 741,773  678,144 163,630 841,773
    Nikkei (TYO) MinebeaMitsumi 1,359.40 10.589   27/10/14 10.477 -14,243 14,395 152 741,925  663,901 178,025 841,925
    DJ Global Titans Mitsubishi UFJ 3,587.68 5.389   3/08/15 6.486 -23,269 19,335 -3,934 737,991  640,632 197,359 837,991
    SP Global 100 Apple 646.60 22.212   3/11/14 21.898 -14,159 14,362 203 738,194  626,473 211,721 838,194
  Buy DJIA short Chevron 422.53 62.119   30/05/16 91.551 26,247        652,720 185,474  
    Nasdaq 100 Micron Technology 2,110.29 12.438   31/08/15 14.635 26,247        678,967 159,227  
    Euro 50 E.on 1,508.45 8.700   26/10/15 8.993 13,124        692,090 146,104  
      Banco Santander 2,518.91 5.210   26/10/15 5.230 13,124        705,214 132,980  
    HDAX RWE 1,985.40 13.220   23/11/15 10.895 26,247        731,461 106,733  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Glencore 140.07 187.390   9/05/16 167.806 26,248        757,709 80,486  
    HSI-Prop Hang Lung 6,827.33 1.922   6/06/16 1.737 13,123        770,832 67,362  
      The Wharf 7,500.86 1.750   6/06/16 1.945 13,124        783,956 54,239  
    DJCA Chevron 422.53 62.119   31/08/15 72.229 26,247        810,203 27,991  
    Europe 50 Rio Tinto 8.97 2,927.710   26/10/15 3,453.900 26,262        836,464 1,730  
    DJTA Norfolk Southern 407.72 64.376   31/08/15 69.482 26,247        862,711 -24,517  
    SLI Aryzta 2,800.37 9.373   9/01/17 8.993 26,247        888,959 -50,764  
    CAC Next 20 Casino Guichard 466.36 56.280   30/01/17 49.780 26,247        915,205 -77,011  
    Nikkei (TYO) IHI 1,013.73 25.892   8/08/16 25.014 26,247        941,452 -103,258  
    DJ Global Titans ConocoPhilips 709.83 36.977   21/03/16 37.886 26,247        967,699 -129,505  
    SP Global 100 RWE 1,985.40 13.220   12/09/16 14.645 26,247        993,946 -155,752  
31/08/15 Sell Nasdaq 100 short Micron Technology 2,110.29 14.635 10.240 24/08/15 12.438 -26,247 21,610 -4,637 733,557  967,699 -134,142 833,557
    DJCA Chevron 422.53 72.229 52.009 24/08/15 62.119 -26,247 21,975 -4,272 729,286  941,452 -112,167 829,286
    DJTA Norfolk Southern 407.72 69.482 59.269 24/08/15 64.376 -26,247 24,165 -2,082 727,204  915,205 -88,001 827,204
  Buy Nasdaq 100 long Netflix 180.16 102.576   7/09/15 88.434 18,480        933,685 -106,482  
    DJCA JetBlue Airways 928.39 19.906   16/03/20 9.506 18,480        952,165 -124,962  
    DJUA short CenterPoint Energy 556.44 16.606   7/12/15 15.137 9,240        961,405 -134,202  
      FirstEnergy 324.18 28.503   7/12/15 29.960 9,240        970,645 -143,442  
    DJTA long JetBlue Airways 928.39 19.906   4/01/16 20.201 18,480        989,125 -161,922  
7/09/15 Sell Nasdaq 100 long Netflix 180.16 88.434   31/08/15 102.576 -18,480 15,932 -2,548 724,656  970,645 -145,989 824,656
    ATX Zumtobel 760.65 23.775   16/02/15 21.095 -16,046 18,084 2,039 726,695  954,599 -127,905 826,695
  Buy Nasdaq 100 short Micron Technology 1,159.51 15.066   19/10/15 16.912 17,469        972,068 -145,374  
    ATX Vienna Insurance 641.30 27.240   28/03/16 18.660 17,469        989,537 -162,843  
14/09/15 Sell RTX short RusHydro 4,089.29 0.774 3.647 11/03/13 1.680 -6,870 14,912 8,042 734,736  982,667 -147,931 834,736
  Buy USA long JetBlue Airways 738.26 23.257   21/09/15 23.986 17,170        999,837 -165,101  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
21/09/15 Sell   long JetBlue Airways 738.26 23.986   14/09/15 23.257 -17,170 17,708 538 735,274  982,667 -147,394 835,274
  Buy   short Wynn Resorts 289.11 59.482   5/10/15 57.973 17,197        999,864 -164,590  
    MIB Saipem 1,690.95 10.170   26/12/16 5.130 17,197        1,017,061 -181,787  
    RTX Mobile TeleSystems 2,712.46 6.340   28/09/15 6.096 17,197        1,034,258 -198,984  
28/09/15 Sell   short Mobile TeleSystems 2,712.46 6.096 6.594 21/09/15 6.340 -17,197 17,885 688 735,962  1,017,061 -181,099 835,962
    BEL 20 long bpost 711.64 21.000   19/01/15 22.860 -16,268 14,944 -1,324 734,639  1,000,793 -166,154 834,639
  Buy RTX Severstal 1,782.04 9.378   2/11/15 10.465 16,712        1,017,505 -182,866  
    BEL 20 short Solvay 186.71 89.510   28/03/16 85.670 16,712        1,034,217 -199,579  
5/10/15 Sell USA short Wynn Resorts 289.11 57.973 61.030 21/09/15 59.482 -17,197 17,644 448 735,086  1,017,021 -181,935 835,086
    OMXC 20 GN Store Nord 178.36 126.375 122.625 17/08/15 124.500 -22,206 21,871 -334 734,752  994,815 -160,063 834,752
  Buy USA long Netflix 169.70 99.392   14/12/15 109.790 16,867        1,011,682 -176,930  
    OMXC 20 Genmab 198.29 85.064   2/11/15 91.174 16,867        1,028,549 -193,797  
12/10/15 Buy Kospi 50 long Lotte Chemical 76.86 208.474   2/04/18 330.481 16,023        1,044,572 -209,821  
    MerVal Pampa Energía 19,428.88 0.825   19/10/15 0.927 16,023        1,060,595 -225,844  
19/10/15 Sell Nasdaq 100 short Micron Technology 1,159.51 16.912 13.219 7/09/15 15.066 -17,469 15,328 -2,141 732,611  1,043,126 -210,516 832,611
    DAX RWE 1,280.05 12.230 28.136 27/07/15 18.550 -23,745 36,015 12,270 744,881  1,019,381 -174,500 844,881
    MerVal long Pampa Energía 19,428.88 0.927   12/10/15 0.825 -16,023 18,001 1,978 746,859  1,003,358 -156,499 846,859
  Buy Nasdaq 100 Amazon.com 34.11 505.914   8/02/16 436.037 17,257        1,020,615 -173,756  
    DAX Fresenius 286.15 60.310   21/12/15 63.430 17,258        1,037,873 -191,014  
    MerVal short YPF 767.73 22.479   26/10/15 25.738 17,258        1,055,131 -208,272  
26/10/15 Sell Euro 50 short E.on 1,508.45 8.993 8.407 24/08/15 8.700 -13,124 12,682 -442 746,417  1,042,007 -195,590 846,417
      Banco Santander 2,518.91 5.230 5.190 24/08/15 5.210 -13,124 13,073 -50 746,367  1,028,884 -182,517 846,367
    OMXS 30 SSAB 2,150.49 3.388 7.737 8/06/15 5.120 -11,011 16,639 5,629 751,996  1,017,873 -165,878 851,996
      Telia Company 2,093.77 4.765 5.804 8/06/15 5.259 -11,011 12,151 1,141 753,137  1,006,863 -153,726 853,137
    Europe 50 Rio Tinto 8.97 3,453.900 2,401.510 24/08/15 2,927.710 -26,262 21,542 -4,720 748,417  980,601 -132,185 848,417
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal YPF 767.73 25.738 19.221 19/10/15 22.479 -17,258 14,756 -2,502 745,915  963,343 -117,428 845,915
  Buy Euro 50 long Fresenius 141.95 64.150   11/01/16 59.420 9,106        972,449 -126,534  
      Inditex 270.93 33.610   11/01/16 29.430 9,106        981,555 -135,640  
    OMXS 30 Boliden 521.51 17.461   2/11/15 17.505 9,106        990,661 -144,746  
      Svenska Cellulosa B 1,747.22 5.212   2/11/15 5.468 9,106        999,767 -153,852  
    Europe 50 SAP 259.69 70.130   14/12/15 69.400 18,212        1,017,979 -172,064  
    MerVal Pampa Energía 15,847.55 1.149   7/03/16 0.728 18,212        1,036,191 -190,276  
2/11/15 Sell RTX long Severstal 1,782.04 10.465   28/09/15 9.378 -16,712 18,649 1,937 747,852  1,019,479 -171,627 847,852
    OMXC 20 Genmab 198.29 91.174   5/10/15 85.064 -16,867 18,079 1,212 749,064  1,002,612 -153,549 849,064
    OMXS 30 Boliden 521.51 17.505   26/10/15 17.461 -9,106 9,129 23 749,086  993,506 -144,420 849,086
      Svenska Cellulosa B 1,747.22 5.468   26/10/15 5.212 -9,106 9,553 447 749,533  984,400 -134,867 849,533
  Buy RTX short Mobile TeleSystems 2,871.89 6.221   25/04/16 7.952 17,866        1,002,266 -152,733  
    OMXS 30 SSAB 2,644.86 3.378   14/12/15 2.601 8,933        1,011,199 -161,666  
      SKF A 555.94 16.068   14/12/15 14.663 8,933        1,020,132 -170,599  
9/11/15 Sell BAX short Grammer 904.23 23.675 29.127 27/07/15 26.260 -23,745 26,338 2,593 752,126  996,387 -144,261 852,126
  Buy   long Adva 1,742.59 10.155   16/11/15 10.530 17,696        1,014,083 -161,957  
16/11/15 Sell MDAX long Ströer Media 620.32 61.450   2/02/15 25.790 -15,998 38,119 22,121 774,247  998,085 -123,838 874,247
    BSE Sensex 30 Hindustan Unilever 670.33 11.144   30/01/12 6.061 -4,063 7,470 3,407 777,654  994,022 -116,369 877,654
    Topix (FRA) short Toshiba 626.86 22.410 47.453 1/06/15 32.610 -20,442 29,746 9,304 786,958  973,580 -86,622 886,958
    BAX long Adva 1,742.59 10.530   9/11/15 10.155 -17,696 18,349 653 787,611  955,884 -68,273 887,611
  Buy MDAX short Leoni 589.78 34.730   30/05/16 29.880 20,483        976,367 -88,756  
    BSE Sensex 30 Bharat Heavy 12,124.42 1.689   13/06/16 1.058 20,483        996,850 -109,239  
    SMI Holcim 405.53 50.510   9/01/17 49.995 20,483        1,017,333 -129,722  
    Topix (FRA) long Ono Pharmaceutical 750.24 27.302   14/12/15 30.520 20,483        1,037,816 -150,205  
    BAX short Leoni 589.78 34.730   23/11/15 36.045 20,483        1,058,299 -170,688  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
23/11/15 Sell France short Solocal 31.44 390.360 1,256.870 8/06/15 700.450 -22,022 39,516 17,494 805,105  1,036,277 -131,172 905,105
    ASX 50 Santos 5,577.15 2.708 5.854 17/08/15 3.982 -22,206 32,648 10,442 815,547  1,014,071 -98,525 915,547
    HDAX RWE 1,985.40 10.895 16.041 24/08/15 13.220 -26,247 31,848 5,601 821,148  987,824 -66,677 921,148
    PSI 20 Pharol 36,447.06 0.369 0.705 25/05/15 0.510 -18,588 25,692 7,104 828,251  969,236 -40,985 928,251
    Nikkei (FRA) Sharp 865.39 10.210 16.122 17/08/15 12.830 -11,103 13,952 2,849 831,100  958,133 -27,033 931,100
      IHI 367.77 25.250 36.097 17/08/15 30.190 -11,103 13,275 2,172 833,273  947,030 -13,758 933,273
    BAX Leoni 589.78 36.045 33.415 16/11/15 34.730 -20,483 19,708 -776 832,497  926,547 5,950 932,497
  Buy France long Ubisoft 875.25 26.805   11/01/16 24.260 23,461        950,008 -17,511  
    HDAX SMA Solar 491.07 47.775   18/01/16 41.200 23,461        973,469 -40,972  
    PSI 20 Altri 4,593.89 5.107   7/12/15 5.008 23,461        996,930 -64,433  
    OMXC 20 Genmab 206.89 113.399   8/02/16 88.896 23,461        1,020,391 -87,894  
    Nikkei (FRA) Yamaha 467.91 25.070   7/12/15 22.360 11,731        1,032,122 -99,625  
    BAX Adva 2,114.56 11.095   14/12/15 9.859 23,461        1,055,583 -123,086  
    GEX Hypoport 296.97 79.000   14/12/15 70.070 23,461        1,079,044 -146,546  
30/11/15 Sell ISEQ 20 short FBD Holdings 1,609.13 6.852 6.948 17/08/15 6.900 -11,103 11,181 78 832,575  1,067,941 -135,366 932,575
    Nordic 30 Fortum 1,180.25 13.820 21.706 1/06/15 17.320 -20,442 25,619 5,177 837,752  1,047,499 -109,747 937,752
  Buy Germany long SMA Solar 438.33 47.225   11/01/16 49.315 20,700        1,068,199 -130,447  
    ASX 50 short Origin Energy 5,403.85 3.831   4/01/16 3.253 20,700        1,088,899 -151,147  
    ISEQ 20 long Flutter 86.21 120.050   7/12/15 122.000 10,350        1,099,248 -161,496  
      Dalata Hotel 2,009.71 5.150   7/12/15 5.130 10,350        1,109,598 -171,846  
    Nordic 30 Pandora 184.49 112.200   14/12/15 108.345 20,700        1,130,298 -192,546  
7/12/15 Sell ISEQ 20 long Flutter 86.21 122.000   30/11/15 120.050 -10,350 10,518 168 837,920  1,119,949 -182,029 937,920
      Dalata Hotel 2,009.71 5.130   30/11/15 5.150 -10,350 10,310 -40 837,880  1,109,599 -171,719 937,880
    PSI 20 Altri 4,593.89 5.008   23/11/15 5.107 -23,461 23,006 -455 837,425  1,086,138 -148,713 937,425
    DJUA short CenterPoint Energy 556.44 15.137 18.217 31/08/15 16.606 -9,240 10,137 897 838,322  1,076,898 -138,576 938,322
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      FirstEnergy 324.18 29.960 27.045 31/08/15 28.503 -9,240 8,767 -473 837,849  1,067,658 -129,809 937,849
    Nikkei (FRA) long Yamaha 467.91 22.360   23/11/15 25.070 -11,731 10,462 -1,268 836,581  1,055,927 -119,346 936,581
    BSE Sensex 50 Eicher Motors 804.21 22.421   24/10/11 2.335 -1,878 18,031 16,153 852,734  1,054,049 -101,315 952,734
  Buy ISEQ 20 short FBD Holdings 1,560.48 6.820   4/01/16 6.603 10,642        1,064,692 -111,957  
    PSI 20 Pharol 75,478.72 0.282   25/04/16 0.141 21,285        1,085,977 -133,242  
    DJUA long NiSource 602.80 17.655   16/03/20 18.760 10,643        1,096,619 -143,885  
      American Water 197.56 53.870   16/03/20 106.441 10,642        1,107,262 -154,527  
    Nikkei (FRA) short OKI Electric 927.05 11.480   7/03/16 12.000 10,643        1,117,904 -165,170  
      Sharp 1,120.26 9.500   7/03/16 13.180 10,642        1,128,547 -175,812  
    BSE Sensex 50 ONGC 10,323.00 2.062   21/12/15 2.125 21,285        1,149,832 -197,097  
14/12/15 Sell USA long Netflix 169.70 109.790   5/10/15 99.392 -16,867 18,631 1,765 854,499  1,132,965 -178,466 954,499
    OMXS 30 short SSAB 2,644.86 2.601 4.386 2/11/15 3.378 -8,933 11,599 2,666 857,165  1,124,032 -166,867 957,165
      SKF A 555.94 14.663 17.608 2/11/15 16.068 -8,933 9,789 856 858,020  1,115,099 -157,078 958,020
    Europe 50 long SAP 259.69 69.400   26/10/15 70.130 -18,212 18,022 -190 857,831  1,096,887 -139,056 957,831
    Nordic 30 Pandora 184.49 108.345   30/11/15 112.200 -20,700 19,989 -711 857,120  1,076,187 -119,067 957,120
    Topix (FRA) Ono Pharmaceutical 750.24 30.520   16/11/15 27.302 -20,483 22,897 2,414 859,534  1,055,704 -96,170 959,534
    BAX Adva 2,114.56 9.859   23/11/15 11.095 -23,461 20,847 -2,614 856,920  1,032,243 -75,322 956,920
    GEX Hypoport 296.97 70.070   23/11/15 79.000 -23,461 20,809 -2,652 854,268  1,008,782 -54,514 954,268
  Buy OMXS 30 Securitas 839.44 13.398   21/12/15 13.632 11,247        1,020,029 -65,760  
      Swedish Match 3,627.90 3.100   21/12/15 3.142 11,246        1,031,275 -77,007  
    Europe 50 short Rio Tinto 8.84 2,545.100   28/12/15 2,721.790 22,499        1,053,774 -99,505  
    Nordic 30 Møller-Mærsk B 18.34 1,226.160   25/04/16 1,254.850 22,488        1,076,262 -121,993  
    Topix (FRA) Toshiba 1,035.59 21.720   21/12/15 19.300 22,493        1,098,755 -144,486  
    BAX Leoni 676.79 33.235   4/07/16 24.990 22,493        1,121,248 -166,979  
    GEX Manz 553.20 40.660   9/05/16 36.225 22,493        1,143,741 -189,472  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
21/12/15 Sell DAX long Fresenius 286.15 63.430   19/10/15 60.310 -17,258 18,150 893 855,161  1,126,483 -171,322 955,161
    OBX 25 short DNO International 17,284.93 0.607 2.673 8/06/15 1.274 -22,021 46,196 24,175 879,336  1,104,462 -125,126 979,336
    OMXS 30 long Securitas 839.44 13.632   14/12/15 13.398 -11,247 11,443 196 879,532  1,093,216 -113,683 979,532
      Swedish Match 3,627.90 3.142   14/12/15 3.100 -11,246 11,400 153 879,685  1,081,969 -102,284 979,685
    Topix (FRA) short Toshiba 1,035.59 19.300 24.443 14/12/15 21.720 -22,493 25,313 2,820 882,506  1,059,476 -76,970 982,506
    BSE Sensex 50 ONGC 10,323.00 2.125 1.999 7/12/15 2.062 -21,285 20,636 -649 881,856  1,038,191 -56,335 981,856
  Buy DAX RWE 2,030.54 11.395   28/12/15 11.660 23,138        1,061,329 -79,473  
    OBX 25 long Bakkafrost 880.34 26.283   28/12/15 26.311 23,138        1,084,467 -102,611  
    OMXS 30 short SSAB 5,330.60 2.170   28/12/15 2.409 11,569        1,096,036 -114,180  
      SKF A 792.33 14.601   28/12/15 15.095 11,569        1,107,605 -125,749  
    Topix (FRA) long Ono Pharmaceutical 723.42 31.984   4/01/16 32.298 23,138        1,130,743 -148,887  
    CAC Mid 60 Sartorius Stedim 401.88 57.575   28/12/15 57.183 23,138        1,153,881 -172,025  
    BSE Sensex 50 Bajaj Finance 2,850.17 8.118   4/01/16 8.393 23,138        1,177,019 -195,163  
28/12/15 Sell DAX short RWE 2,030.54 11.660 11.130 21/12/15 11.395 -23,138 22,600 -538 881,318  1,153,881 -172,563 981,318
    OBX 25 long Bakkafrost 880.34 26.311   21/12/15 26.283 -23,138 23,162 24 881,343  1,130,743 -149,401 981,343
    OMXS 30 short SSAB 5,330.60 2.409 1.932 21/12/15 2.170 -11,569 10,296 -1,273 880,070  1,119,174 -139,105 980,070
      SKF A 792.33 15.095 14.108 21/12/15 14.601 -11,569 11,178 -391 879,679  1,107,605 -127,927 979,679
    Europe 50 Rio Tinto 8.84 2,721.790 2,368.420 14/12/15 2,545.100 -22,499 20,937 -1,562 878,117  1,085,106 -106,990 978,117
    FT 30 Tate & Lyle 29.22 807.108 700.300 8/06/15 753.704 -22,023 20,463 -1,560 876,556  1,063,083 -86,527 976,556
    CAC Mid 60 long Sartorius Stedim 401.88 57.183   21/12/15 57.575 -23,138 22,981 -157 876,399  1,039,945 -63,546 976,399
  Buy USA Energy Recovery 3,525.35 6.473   11/01/16 5.700 22,821        1,062,766 -86,367  
    DAX Adidas 256.16 89.090   7/03/16 96.970 22,821        1,085,587 -109,188  
    OBX 25 short Seadrill 24.98 913.471   9/05/16 892.833 22,819        1,108,406 -132,007  
    OMXS 30 long Securitas 822.38 13.875   4/01/16 13.705 11,411        1,119,816 -143,417  
      Swedish Match 3,562.44 3.203   4/01/16 3.169 11,411        1,131,227 -154,828  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 SAP 313.22 72.860   4/01/16 70.580 22,821        1,154,048 -177,649  
    FT 30 ITV 61.18 373.033   11/01/16 356.368 22,822        1,176,870 -200,471  
4/01/16 Sell SSE 50 short China Northern Rare 11,179.49 1.789 2.422 3/08/15 2.081 -23,269 27,078 3,809 880,208  1,153,601 -173,393 980,208
    ASX 50 Origin Energy 5,403.85 3.253 4.511 30/11/15 3.831 -20,700 24,374 3,674 883,882  1,132,901 -149,019 983,882
    HSI-Fin ICBC 37,206.59 0.538 0.727 3/08/15 0.625 -23,269 27,031 3,762 887,643  1,109,632 -121,989 987,643
    ISEQ 20 FBD Holdings 1,560.48 6.603 7.044 7/12/15 6.820 -10,642 10,992 350 887,993  1,098,990 -110,997 987,993
    OMXH 25 Outokumpu 3,591.02 2.584 10.606 11/05/15 5.235 -18,799 38,085 19,286 907,279  1,080,191 -72,911 1,007,279
    OMXS 30 long Securitas 822.38 13.705   28/12/15 13.875 -11,411 11,271 -140 907,140  1,068,780 -61,640 1,007,140
      Swedish Match 3,562.44 3.169   28/12/15 3.203 -11,411 11,290 -120 907,020  1,057,370 -50,350 1,007,020
    Europe 50 SAP 313.22 70.580   28/12/15 72.860 -22,821 22,107 -714 906,306  1,034,549 -28,243 1,006,306
    DJTA JetBlue Airways 928.39 20.201   31/08/15 19.906 -18,480 18,755 275 906,580  1,016,068 -9,488 1,006,580
    Topix (FRA) Ono Pharmaceutical 723.42 32.298   21/12/15 31.984 -23,138 23,365 227 906,807  992,931 13,877 1,006,807
    BSE Sensex 50 Bajaj Finance 2,850.17 8.393   21/12/15 8.118 -23,138 23,922 784 907,591  969,793 37,799 1,007,591
  Buy SSE 50 Shanghai Pudong 10,392.08 2.515   11/01/16 2.391 26,134        995,927 11,665  
    HSI-Fin Hang Seng Bank 1,534.27 17.034   11/01/16 16.023 26,134        1,022,061 -14,469  
    ISEQ 20 Flutter 105.93 123.350   18/01/16 119.900 13,066        1,035,127 -27,536  
      Dalata Hotel 2,428.81 5.380   18/01/16 4.930 13,067        1,048,194 -40,603  
    OMXH 25 Elisa 774.34 33.750   11/01/16 34.422 26,134        1,074,328 -66,737  
    OMXS 30 short SSAB 5,357.74 2.439   4/04/16 3.262 13,067        1,087,395 -79,804  
      SKF A 898.56 14.542   4/04/16 15.448 13,067        1,100,462 -92,871  
    Europe 50 Rio Tinto 10.11 2,585.270   25/01/16 2,112.660 26,137        1,126,599 -119,008  
    DJTA Ryder System 497.46 52.534   22/02/16 53.012 26,134        1,152,733 -145,141  
    Topix (FRA) Toshiba 1,315.91 19.860   15/08/16 25.260 26,134        1,178,867 -171,275  
    BSE Sensex 50 Larsen & Toubro 2,251.82 11.606   7/03/16 10.779 26,134        1,205,001 -197,409  
11/01/16 Sell USA long Energy Recovery 3,525.35 5.700   28/12/15 6.473 -22,821 20,096 -2,725 904,866  1,182,180 -177,314 1,004,866
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 Fresenius 141.95 59.420   26/10/15 64.150 -9,106 8,435 -671 904,195  1,173,074 -168,879 1,004,195
      Inditex 270.93 29.430   26/10/15 33.610 -9,106 7,973 -1,132 903,062  1,163,968 -160,906 1,003,062
    France Ubisoft 875.25 24.260   23/11/15 26.805 -23,461 21,234 -2,228 900,835  1,140,507 -139,672 1,000,835
    Germany SMA Solar 438.33 49.315   30/11/15 47.225 -20,700 21,616 916 901,751  1,119,806 -118,056 1,001,751
    SSE 50 Shanghai Pudong 10,392.08 2.391   4/01/16 2.515 -26,134 24,845 -1,289 900,462  1,093,672 -93,210 1,000,462
    HSI-Fin Hang Seng Bank 1,534.27 16.023   4/01/16 17.034 -26,134 24,584 -1,550 898,912  1,067,539 -68,627 998,912
    OMXH 25 Elisa 774.34 34.422   4/01/16 33.750 -26,134 26,654 520 899,432  1,041,405 -41,972 999,432
    FT 30 ITV 61.18 356.368   28/12/15 373.033 -22,822 21,803 -1,020 898,413  1,018,582 -20,170 998,413
    Topix (TYO) Subaru 730.05 33.663   11/06/12 6.048 -4,415 24,576 20,161 918,573  1,014,167 4,406 1,018,573
  Buy Euro 50 short Volkswagen 109.24 117.050   25/01/16 110.750 12,787        1,026,954 -8,381  
      Banco Santander 3,134.07 4.080   25/01/16 3.860 12,787        1,039,741 -21,168  
    France Vallourec 96.99 263.680   18/04/16 148.800 25,574        1,065,315 -46,742  
    SSE 50 Haitong Secs 14,543.90 1.758   13/06/16 1.997 25,574        1,090,889 -72,316  
    ASX 50 Origin Energy 9,341.42 2.738   29/02/16 2.906 25,574        1,116,463 -97,890  
    HSI-Fin China Life Ins HK 10,076.04 2.538   6/06/16 1.986 25,574        1,142,037 -123,464  
    OMXH 25 Outokumpu 10,328.76 2.476   25/04/16 3.996 25,574        1,167,611 -149,038  
    FT 30 Tesco 103.65 246.739   25/01/16 258.955 25,575        1,193,186 -174,612  
    Topix (TYO) Toshiba 1,421.98 17.985   31/10/16 33.076 25,574        1,218,760 -200,187  
18/01/16 Sell HDAX long SMA Solar 491.07 41.200   23/11/15 47.775 -23,461 20,232 -3,229 915,345  1,195,299 -179,954 1,015,345
    ISEQ 20 Flutter 105.93 119.900   4/01/16 123.350 -13,066 12,701 -365 914,979  1,182,232 -167,253 1,014,979
      Dalata Hotel 2,428.81 4.930   4/01/16 5.380 -13,067 11,974 -1,093 913,886  1,169,165 -155,279 1,013,886
    QIX Freenet 421.97 28.325   23/01/12 10.515 -4,437 11,952 7,515 921,401  1,164,728 -143,327 1,021,401
  Buy HDAX short Aixtron 6,651.82 3.300   14/03/16 3.331 21,951        1,186,679 -165,278  
    ISEQ 20 FBD Holdings 1,704.27 6.440   30/05/16 6.529 10,976        1,197,655 -176,254  
    QIX BMW 281.06 78.100   8/02/16 69.300 21,951        1,219,606 -198,204  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
25/01/16 Sell Euro 50 short Volkswagen 109.24 110.750 123.708 11/01/16 117.050 -12,787 13,514 727 922,129  1,206,819 -184,691 1,022,129
      Banco Santander 3,134.07 3.860 4.313 11/01/16 4.080 -12,787 13,516 729 922,857  1,194,032 -171,175 1,022,857
    Europe 50 Rio Tinto 10.11 2,112.660 3,163.610 4/01/16 2,585.270 -26,137 31,984 5,847 928,704  1,167,895 -139,191 1,028,704
    FT 30 Tesco 103.65 258.955 234.523 11/01/16 246.739 -25,575 24,308 -1,266 927,438  1,142,321 -114,882 1,027,438
  Buy Euro 50 long SAP 156.94 72.680   4/04/16 70.040 11,406        1,153,727 -126,289  
      Vinci 185.08 61.630   4/04/16 65.450 11,406        1,165,133 -137,695  
    Europe 50 SAP 313.88 72.680   28/03/16 70.840 22,813        1,187,946 -160,508  
    FT 30 National Grid 18.36 1,242.520   1/02/16 1,311.560 22,813        1,210,759 -183,321  
1/02/16 Sell   long National Grid 18.36 1,311.560   25/01/16 1,242.520 -22,813 24,080 1,268 928,706  1,187,946 -159,241 1,028,706
  Buy   short NatWest 65.84 330.109   18/04/16 299.798 21,734        1,209,681 -180,975  
8/02/16 Sell Nasdaq 100 long Amazon.com 34.11 436.037   19/10/15 505.914 -17,257 14,873 -2,384 926,322  1,192,424 -166,102 1,026,322
    OMXC 20 Genmab 206.89 88.896   23/11/15 113.399 -23,461 18,392 -5,069 921,253  1,168,963 -147,710 1,021,253
    QIX short BMW 281.06 69.300 88.018 18/01/16 78.100 -21,951 24,738 2,787 924,040  1,147,012 -122,972 1,024,040
  Buy Nasdaq 100 Micron Technology 2,479.42 9.085   21/03/16 10.259 22,526        1,169,538 -145,498  
    QIX long Rational 55.60 405.150   11/04/16 463.700 22,526        1,192,064 -168,024  
22/02/16 Sell DJTA short Ryder System 497.46 53.012 52.057 4/01/16 52.534 -26,134 25,896 -238 923,803  1,165,931 -142,128 1,023,803
    NZX 50 long Tourism 16,782.69 1.542   28/07/14 0.744 -12,488 25,874 13,386 937,188  1,153,443 -116,254 1,037,188
  Buy OMXC 20 Vestas Wind Systems 1,906.35 12.077   29/02/16 12.460 23,023        1,176,466 -139,277  
    DJTA Delta Air Lines 520.59 44.225   7/03/16 43.943 23,023        1,199,489 -162,300  
    NZX 50 short ANZ Banking NZ 1,505.17 15.296   29/02/16 14.670 23,023        1,222,512 -185,323  
29/02/16 Sell ASX 50 short Origin Energy 9,341.42 2.906 2.569 11/01/16 2.738 -25,574 24,001 -1,573 935,615  1,196,938 -161,322 1,035,615
    OMXC 20 long Vestas Wind Systems 1,906.35 12.460   22/02/16 12.077 -23,023 23,753 730 936,345  1,173,915 -137,570 1,036,345
    NZX 50 short ANZ Banking NZ 1,505.17 14.670 15.949 22/02/16 15.296 -23,023 24,005 982 937,327  1,150,892 -113,564 1,037,327
  Buy ASX 50 long Newcrest Mining 2,011.69 11.480   5/11/18 13.103 23,094        1,173,986 -136,658  
    NZX 50 a2 Milk 21,664.17 1.066   22/05/17 2.174 23,094        1,197,080 -159,752  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/03/16 Sell S&P 100 short ConocoPhilips 520.09 37.595 55.443 27/07/15 45.655 -23,745 28,835 5,091 942,418  1,173,335 -130,917 1,042,418
    DAX long Adidas 256.16 96.970   28/12/15 89.090 -22,821 24,840 2,019 944,437  1,150,514 -106,077 1,044,437
    MerVal Pampa Energía 15,847.55 0.728   26/10/15 1.149 -18,212 11,537 -6,675 937,762  1,132,302 -94,540 1,037,762
    DJTA Delta Air Lines 520.59 43.943   22/02/16 44.225 -23,023 22,876 -147 937,615  1,109,278 -71,664 1,037,615
    Nikkei (FRA) short OKI Electric 927.05 12.000 10.960 7/12/15 11.480 -10,643 10,160 -482 937,133  1,098,636 -61,503 1,037,133
      Sharp 1,120.26 13.180 5.820 7/12/15 9.500 -10,642 6,520 -4,123 933,010  1,087,993 -54,983 1,033,010
    BSE Sensex 50 Larsen & Toubro 2,251.82 10.779 12.496 4/01/16 11.606 -26,134 28,140 2,006 935,016  1,061,860 -26,844 1,035,016
  Buy USA long Energy Recovery 3,238.59 7.782   29/10/18 6.189 25,204        1,087,064 -52,048  
    S&P 100 Facebook 262.51 96.013   28/03/16 101.554 25,204        1,112,268 -77,252  
    DAX short Deutsche Bank 1,591.86 15.833   25/04/16 14.347 25,204        1,137,472 -102,456  
    MerVal YPF 1,524.31 16.535   11/04/16 14.912 25,204        1,162,676 -127,660  
    DJTA Avis Budget 985.96 25.563   14/03/16 24.329 25,204        1,187,880 -152,864  
    Nikkei (FRA) long Nippon Suisan 2,971.47 4.241   14/03/16 4.289 12,602        1,200,482 -165,466  
      Yamaha 482.82 26.101   14/03/16 27.038 12,602        1,213,084 -178,068  
    BSE Sensex 50 Bajaj Finance 2,937.77 8.579   10/12/18 29.076 25,204        1,238,288 -203,272  
14/03/16 Sell HDAX short Aixtron 6,651.82 3.331 3.269 18/01/16 3.300 -21,951 21,745 -206 934,810  1,216,337 -181,528 1,034,810
    DJTA Avis Budget 985.96 24.329 26.860 7/03/16 25.563 -25,204 26,483 1,278 936,088  1,191,133 -155,045 1,036,088
    Nikkei (FRA) long Nippon Suisan 2,971.47 4.289   7/03/16 4.241 -12,602 12,745 143 936,231  1,178,531 -142,300 1,036,231
      Yamaha 482.82 27.038   7/03/16 26.101 -12,602 13,054 452 936,683  1,165,929 -129,246 1,036,683
  Buy HDAX SMA Solar 521.49 43.500   11/04/16 45.160 22,685        1,188,614 -151,931  
    DJTA Alaska Air Group 315.64 71.870   29/10/18 53.552 22,685        1,211,299 -174,616  
    Nikkei (FRA) short Toshiba 683.69 16.590   18/07/16 25.800 11,342        1,222,641 -185,958  
      IHI 623.90 18.180   18/07/16 25.860 11,343        1,233,984 -197,301  
21/03/16 Sell Nasdaq 100 short Micron Technology 2,479.42 10.259 7.912 8/02/16 9.085 -22,526 19,616 -2,910 933,773  1,211,458 -177,685 1,033,773
    TSX 60 Cenovus Energy 1,212.37 12.064 19.931 11/05/15 15.506 -18,799 24,163 5,364 939,137  1,192,659 -153,521 1,039,137
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 ConocoPhilips 709.83 37.886 36.068 24/08/15 36.977 -26,247 25,602 -645 938,492  1,166,412 -127,920 1,038,492
  Buy Nasdaq 100 long NVidia 3,017.94 7.543   29/10/18 40.739 22,764        1,189,176 -150,684  
    TSX 60 Barrick Gold 1,744.57 13.049   27/06/16 19.168 22,764        1,211,940 -173,448  
    DJ Global Titans McDonald´s 206.64 110.161   28/03/16 110.022 22,764        1,234,703 -196,211  
28/03/16 Sell S&P 100 long Facebook 262.51 101.554   7/03/16 96.013 -25,204 26,659 1,454 939,947  1,209,499 -169,552 1,039,947
    ATX short Vienna Insurance 641.30 18.660 39.765 7/09/15 27.240 -17,469 25,501 8,032 947,979  1,192,030 -144,051 1,047,979
    BEL 20 Solvay 186.71 85.670 93.522 28/09/15 89.510 -16,712 17,462 749 948,728  1,175,317 -126,590 1,048,728
    Europe 50 long SAP 313.88 70.840   25/01/16 72.680 -22,813 22,235 -578 948,150  1,152,505 -104,354 1,048,150
    DJ Global Titans McDonald´s 206.64 110.022   21/03/16 110.161 -22,764 22,735 -29 948,122  1,129,741 -81,619 1,048,122
  Buy S&P 100 short Devon Energy 1,046.80 23.082   25/04/16 30.124 24,162        1,153,903 -105,781  
    ATX long Flughafen Wien 992.38 24.348   16/05/16 25.113 24,162        1,178,065 -129,943  
    BEL 20 Bekaert 690.34 35.000   25/04/16 37.780 24,162        1,202,227 -154,105  
    Europe 50 short Credit Suisse 1,888.10 12.797   18/04/16 13.328 24,162        1,226,389 -178,267  
    DJ Global Titans Mitsubishi UFJ 5,811.25 4.158   11/04/16 3.840 24,162        1,250,551 -202,429  
4/04/16 Sell Euro 50 long SAP 156.94 70.040   25/01/16 72.680 -11,406 10,992 -414 947,707  1,239,144 -191,437 1,047,707
      Vinci 185.08 65.450   25/01/16 61.630 -11,406 12,113 707 948,414  1,227,738 -179,324 1,048,414
    OMXS 30 short SSAB 5,357.74 3.262 1.615 4/01/16 2.439 -13,067 8,655 -4,412 944,002  1,214,671 -170,669 1,044,002
      SKF A 898.56 15.448 13.637 4/01/16 14.542 -13,067 12,253 -814 943,189  1,201,604 -158,415 1,043,189
  Buy Euro 50 Deutsche Bank 837.26 13.209   16/05/16 12.861 11,059        1,212,663 -169,475  
      Unicredit 731.79 15.113   16/05/16 14.382 11,060        1,223,723 -180,534  
    OMXC 20 long Genmab 177.93 124.315   11/04/16 126.502 22,119        1,245,842 -202,654  
    OMXS 30 Securitas 762.88 14.497   11/04/16 14.803 11,059        1,256,902 -213,713  
      Fingerprint Cards 1,054.37 10.489   11/04/16 10.913 11,060        1,267,961 -224,773  
11/04/16 Sell HDAX long SMA Solar 521.49 45.160   14/03/16 43.500 -22,685 23,550 866 944,054  1,245,277 -201,222 1,044,054
    OMXC 20 Genmab 177.93 126.502   4/04/16 124.315 -22,119 22,509 389 944,443  1,223,157 -178,714 1,044,443
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Securitas 762.88 14.803   4/04/16 14.497 -11,059