Thu, 8th Jun 2023, 15:10UTC
 
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 ISEQ 20 long Kingspan 331.13 7.550   21/03/11 6.330 2,500        2,500 97,500 100,000
      Origin Enterprises 787.40 3.175   21/03/11 3.825 2,500        5,000 95,000  
17/01/11 Buy CAC 40 long Valeo 321.75 15.148   14/03/11 13.523 4,874        9,874 90,126  
    AEX Aalberts 323.85 15.050   28/03/11 16.715 4,874        14,748 85,252  
24/01/11 Buy IBEX 35 long Sacyr 847.86 5.462   28/02/11 7.082 4,631        19,379 80,621  
    Topix (TYO) short Resona 1,147.25 4.037   31/01/11 3.670 4,631        24,010 75,990  
31/01/11 Sell   short Resona 1,147.25 3.670 4.440 24/01/11 4.037 -4,631 5,094 463 463  19,379 81,084 100,463
  Buy SSE 50 long China Shipbuilding 4,614.60 0.983   21/02/11 0.981 4,538        23,917 76,546  
    Topix (TYO) Isuzu Motors 632.21 7.178   29/08/11 5.756 4,538        28,455 72,008  
7/02/11 Buy HSI short China Res Land 3,595.50 1.199   4/04/11 1.417 4,311        32,766 67,697  
    HSI-Fin China Life Ins HK 1,574.33 2.738   16/01/12 2.249 4,311        37,077 63,386  
    ÖkoDAX (deprecated) long CropEnergies 730.68 5.900   6/06/11 4.970 4,311        41,388 59,075  
    BSE Sensex 30 short Bharat Heavy 988.85 4.360   30/01/12 2.662 4,311        45,699 54,764  
    STI Wilmar International 1,421.74 3.032   28/03/11 3.080 4,311        50,010 50,453  
14/02/11 Buy OMXH 25 short Nokia 562.99 6.700   21/02/11 6.240 3,772        53,782 46,681  
    PSI 20 long Jerónimo Martins 314.99 11.975   21/02/11 11.500 3,772        57,554 42,909  
    GEX InVision 183.91 20.510   7/03/11 22.905 3,772        61,326 39,137  
21/02/11 Sell SSE 50 long China Shipbuilding 4,614.60 0.981   31/01/11 0.983 -4,538 4,525 -13 450  56,788 43,662 100,450
    OMXH 25 short Nokia 562.99 6.240 7.194 14/02/11 6.700 -3,772 4,050 278 728  53,016 47,712 100,728
    PSI 20 long Jerónimo Martins 314.99 11.500   14/02/11 11.975 -3,772 3,622 -150 579  49,244 51,335 100,579
  Buy SSE 50 short Shanghai Pudong 3,415.80 1.112   4/04/11 1.203 3,797        53,041 47,538  
    OMXH 25 long Metso 389.84 9.740   28/02/11 10.430 3,797        56,838 43,741  
    PSI 20 short Impresa 3,835.35 0.990   28/03/11 1.010 3,797        60,635 39,944  
    SMI long Richemont 89.22 42.559   28/02/11 41.624 3,797        64,432 36,147  
28/02/11 Sell IBEX 35 long Sacyr 847.86 7.082   24/01/11 5.462 -4,631 6,005 1,374 1,952  59,801 42,151 101,952
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Metso 389.84 10.430   21/02/11 9.740 -3,797 4,066 269 2,221  56,004 46,217 102,221
    SMI Richemont 89.22 41.624   21/02/11 42.559 -3,797 3,714 -83 2,138  52,207 49,931 102,138
  Buy IBEX 35 short Banco Sabadell 1,503.56 2.528   21/03/11 2.535 3,801        56,008 46,130  
    OMXH 25 Nokia 624.14 6.090   26/12/11 3.720 3,801        59,809 42,329  
    SMI Roche 34.64 109.719   7/03/11 102.126 3,801        63,610 38,528  
    NZX 50 Heartland 8,918.35 0.426   25/04/11 0.391 3,801        67,411 34,727  
    Topix (FRA) Resona 936.21 4.060   11/07/11 3.532 3,801        71,212 30,926  
7/03/11 Sell SMI short Roche 34.64 102.126 117.876 28/02/11 109.719 -3,801 4,083 283 2,420  67,411 35,009 102,420
    GEX long InVision 183.91 22.905   14/02/11 20.510 -3,772 4,212 440 2,861  63,639 39,222 102,861
  Buy SMI Richemont 83.99 42.288   14/03/11 39.521 3,552        67,191 35,670  
    GEX short MeVis Medical 291.15 12.200   13/02/12 5.650 3,552        70,743 32,118  
14/03/11 Sell CAC 40 long Valeo 321.75 13.523   17/01/11 15.148 -4,874 4,351 -523 2,338  65,869 36,469 102,338
    SMI Richemont 83.99 39.521   7/03/11 42.288 -3,552 3,319 -232 2,105  62,317 39,788 102,105
  Buy CAC 40 short Carrefour 113.11 31.360   25/04/11 31.100 3,547        65,864 36,241  
    TecDAX SMA Solar 48.09 73.750   6/02/12 50.420 3,547        69,411 32,695  
    HSI-Prop China Ov Land & Inv 1,350.31 1.313   16/01/12 1.541 1,774        71,184 30,921  
      China Res Land 1,478.16 1.200   16/01/12 1.413 1,774        72,958 29,148  
    Nordic 30 Nokia 604.26 5.870   28/11/11 4.150 3,547        76,505 25,601  
    FT 30 Reckitt Benckiser 1.00 3,548.390   28/03/11 3,629.840 3,548        80,053 22,052  
    SMI Roche 35.06 101.160   2/05/11 110.747 3,547        83,600 18,506  
    Nikkei (FRA) Resona 521.62 3.400   9/01/12 3.458 1,774        85,373 16,732  
      Tokyo Electric Power 137.48 12.900   9/01/12 1.740 1,773        87,147 14,959  
    Nikkei (TYO) Resona 1,043.67 3.399   25/04/11 3.103 3,547        90,694 11,412  
21/03/11 Sell IBEX 35 short Banco Sabadell 1,503.56 2.535 2.521 28/02/11 2.528 -3,801 3,790 -11 2,095  86,893 15,202 102,095
    ISEQ 20 long Kingspan 331.13 6.330   3/01/11 7.550 -2,500 2,096 -404 1,691  84,393 17,298 101,691
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Origin Enterprises 787.40 3.825   3/01/11 3.175 -2,500 3,012 512 2,203  81,893 20,310 102,203
  Buy IBEX 35 Sacyr 422.11 7.254   4/04/11 7.471 3,062        84,955 17,248  
    ISEQ 20 short Bank of Ireland 171.83 8.910   28/03/11 7.590 1,531        86,486 15,717  
      Ryanair 470.93 3.251   28/03/11 3.273 1,531        88,017 14,186  
28/03/11 Sell AEX long Aalberts 323.85 16.715   17/01/11 15.050 -4,874 5,413 539 2,742  83,143 19,599 102,742
    ISEQ 20 short Bank of Ireland 171.83 7.590 10.460 21/03/11 8.910 -1,531 1,797 266 3,008  81,612 21,396 103,008
      Ryanair 470.93 3.273 3.229 21/03/11 3.251 -1,531 1,521 -10 2,998  80,081 22,917 102,998
    PSI 20 Impresa 3,835.35 1.010 0.970 21/02/11 0.990 -3,797 3,720 -77 2,921  76,284 26,637 102,921
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 14/03/11 3,548.390 -3,548 3,467 -81 2,840  72,736 30,104 102,840
    STI Wilmar International 1,421.74 3.080 2.984 7/02/11 3.032 -4,311 4,243 -68 2,771  68,425 34,347 102,771
  Buy AEX Philips 154.51 22.180   2/01/12 16.490 3,427        71,852 30,920  
    ISEQ 20 long Glanbia 393.91 4.350   25/04/11 4.541 1,714        73,565 29,206  
      Origin Enterprises 447.97 3.825   25/04/11 3.900 1,713        75,279 27,493  
    PSI 20 Jerónimo Martins 303.54 11.290   11/04/11 11.320 3,427        78,706 24,066  
    STI Genting 2,954.31 1.160   2/05/11 1.158 3,427        82,133 20,639  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,415.80 1.203 1.020 21/02/11 1.112 -3,797 3,484 -313 2,458  78,336 24,123 102,458
    HSI China Res Land 3,595.50 1.417 0.981 7/02/11 1.199 -4,311 3,527 -784 1,674  74,025 27,650 101,674
    IBEX 35 long Sacyr 422.11 7.471   21/03/11 7.254 -3,062 3,154 92 1,766  70,963 30,803 101,766
  Buy SSE 50 IM BaoTou Steel 10,937.29 0.303   23/05/11 0.268 3,314        74,277 27,489  
    HSI Galaxy Entertainment 3,068.52 1.080   1/08/11 1.948 3,314        77,591 24,175  
    IBEX 35 short Banco Sabadell 1,331.46 2.489   6/02/12 2.331 3,314        80,905 20,861  
    Athex LC Piraeus Financial 0.01 432,300.000   2/04/12 82,830.000 4,323        85,228 16,538  
11/04/11 Sell PSI 20 long Jerónimo Martins 303.54 11.320   28/03/11 11.290 -3,427 3,436 9 1,775  81,801 19,974 101,775
  Buy   short Teixeira Duarte 4,988.52 0.610   6/02/12 0.190 3,043        84,844 16,931  
    OBX 25 Frontline 39.40 77.243   16/01/12 17.878 3,043        87,887 13,888  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 AstraZeneca 44.79 33.972   18/04/11 34.188 1,522        89,409 12,366  
      Nokia 255.02 5.966   18/04/11 6.088 1,522        90,930 10,845  
    FT 30 3i Group 10.06 302.376   2/05/11 315.356 3,042        93,972 7,803  
18/04/11 Sell OMXS 30 short AstraZeneca 44.79 34.188 33.756 11/04/11 33.972 -1,522 1,512 -10 1,765  92,450 9,315 101,765
      Nokia 255.02 6.088 5.844 11/04/11 5.966 -1,522 1,490 -31 1,734  90,929 10,805 101,734
  Buy   long Swedbank 107.69 13.061   30/05/11 12.341 1,407        92,335 9,399  
25/04/11 Sell CAC 40 short Carrefour 113.11 31.100 31.622 14/03/11 31.360 -3,547 3,577 30 1,764  88,788 12,976 101,764
    ISEQ 20 long Glanbia 393.91 4.541   28/03/11 4.350 -1,714 1,789 75 1,839  87,075 14,764 101,839
      Origin Enterprises 447.97 3.900   28/03/11 3.825 -1,713 1,747 34 1,873  85,361 16,511 101,873
    NZX 50 short Heartland 8,918.35 0.391 0.465 28/02/11 0.426 -3,801 4,144 343 2,216  81,560 20,656 102,216
    Nikkei (TYO) Resona 1,043.67 3.103 3.722 14/03/11 3.399 -3,547 3,885 338 2,554  78,013 24,541 102,554
  Buy ISEQ 20 Bank of Ireland 213.51 7.440   2/01/12 2.550 1,589        79,602 22,952  
      Ryanair 471.93 3.366   2/01/12 3.780 1,589        81,190 21,364  
    OMXC 20 Vestas Wind Systems 660.69 4.809   16/05/11 4.185 3,177        84,367 18,187  
    NZX 50 long a2 Milk 41,206.23 0.077   3/10/11 0.120 3,177        87,544 15,010  
    Nikkei (TYO) Screen 105.08 30.233   9/05/11 32.089 3,177        90,721 11,833  
2/05/11 Sell FT 30 short 3i Group 10.06 315.356 289.395 11/04/11 302.376 -3,042 2,911 -131 2,423  87,679 14,744 102,423
    STI long Genting 2,954.31 1.158   28/03/11 1.160 -3,427 3,422 -5 2,418  84,252 18,166 102,418
    SMI short Roche 35.06 110.747 91.573 14/03/11 101.160 -3,547 3,211 -336 2,082  80,706 21,377 102,082
  Buy STI Wilmar International 1,092.78 2.824   2/07/12 2.197 3,086        83,792 18,291  
    SMI long Richemont 70.55 43.745   9/05/11 42.905 3,086        86,878 15,205  
9/05/11 Sell   long Richemont 70.55 42.905   2/05/11 43.745 -3,086 3,027 -59 2,023  83,792 18,231 102,023
    Nikkei (TYO) Screen 105.08 32.089   25/04/11 30.233 -3,177 3,372 195 2,218  80,615 21,603 102,218
  Buy CAC 40 short Carrefour 100.93 30.665   6/02/12 18.345 3,095        83,710 18,508  
    TSX 60 BlackBerry 102.19 30.287   20/02/12 11.318 3,095        86,805 15,413  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Lloyds Bank 50.54 61.241   30/05/11 59.956 3,095        89,900 12,318  
    SMI Credit Suisse 105.31 29.390   21/05/12 15.602 3,095        92,995 9,223  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   13/02/12 1.953 3,095        96,090 6,128  
16/05/11 Sell OMXC 20 short Vestas Wind Systems 660.69 4.185 5.526 25/04/11 4.809 -3,177 3,651 474 2,692  92,913 9,779 102,692
  Buy   long Novozymes 118.74 23.673   30/05/11 23.619 2,811        95,724 6,968  
    CAC Mid 60 short Genfit 714.72 3.933   23/01/12 1.723 2,811        98,535 4,157  
23/05/11 Sell SSE 50 long IM BaoTou Steel 10,937.29 0.268   4/04/11 0.303 -3,314 2,928 -386 2,306  95,221 7,085 102,306
  Buy   short China Life 1,315.06 2.079   30/05/11 2.028 2,734        97,955 4,351  
    SDAX Heidelberger Druck 943.08 2.899   30/01/12 1.657 2,734        100,689 1,617  
    Indices Athex Large Cap 0.48 5,689.400   16/01/12 2,507.600 2,731        103,420 -1,114  
30/05/11 Sell SSE 50 short China Life 1,315.06 2.028 2.131 23/05/11 2.079 -2,734 2,803 69 2,374  100,686 1,689 102,374
    OMXC 20 long Novozymes 118.74 23.619   16/05/11 23.673 -2,811 2,805 -6 2,368  97,875 4,493 102,368
    OMXS 30 Swedbank 107.69 12.341   18/04/11 13.061 -1,407 1,329 -78 2,290  96,468 5,822 102,290
    FT 30 short Lloyds Bank 50.54 59.956 62.554 9/05/11 61.241 -3,095 3,161 66 2,357  93,373 8,984 102,357
  Buy SSE 50 long China Northern Rare 1,152.19 2.415   6/06/11 2.742 2,783        96,156 6,201  
    BEL 20 short Galapagos 291.41 9.550   4/07/11 8.420 2,783        98,939 3,418  
    OMXC 20 Vestas Wind Systems 687.08 4.051   4/07/11 3.486 2,783        101,722 635  
    OMXS 30 Nokia 308.41 4.512   4/07/11 4.367 1,392        103,114 -757  
      Telia Company 262.54 5.300   4/07/11 4.997 1,392        104,505 -2,148  
6/06/11 Sell SSE 50 long China Northern Rare 1,152.19 2.742   30/05/11 2.415 -2,783 3,160 377 2,733  101,722 1,011 102,733
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   7/02/11 5.900 -4,311 3,631 -680 2,054  97,411 4,643 102,054
  Buy SSE 50 short China Rwy Constr 4,221.94 0.632   23/01/12 0.506 2,667        100,078 1,976  
    FT 30 Lloyds Bank 50.67 52.638   5/12/11 31.447 2,667        102,745 -691  
20/06/11 Buy CAC Next 20 short EDF 97.59 25.965   27/06/11 25.805 2,534        105,279 -3,225  
27/06/11 Sell   short EDF 97.59 25.805 26.126 20/06/11 25.965 -2,534 2,550 16 2,070  102,745 -676 102,070
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France Carrefour 95.80 26.450   23/01/12 17.050 2,534        105,279 -3,209  
    MIB UnipolSai 493.96 5.130   5/11/12 0.935 2,534        107,813 -5,744  
    CAC Next 20 long Arkema 38.92 65.105   11/07/11 66.601 2,534        110,347 -8,277  
4/07/11 Sell BEL 20 short Galapagos 291.41 8.420 10.832 30/05/11 9.550 -2,783 3,156 374 2,443  107,564 -5,121 102,443
    OMXC 20 Vestas Wind Systems 687.08 3.486 4.707 30/05/11 4.051 -2,783 3,234 451 2,894  104,781 -1,887 102,894
    OMXS 30 Nokia 308.41 4.367 4.661 30/05/11 4.512 -1,392 1,438 46 2,940  103,390 -449 102,940
      Telia Company 262.54 4.997 5.622 30/05/11 5.300 -1,392 1,476 84 3,025  101,998 1,027 103,025
  Buy BEL 20 long Solvay 24.15 107.700   11/07/11 107.450 2,601        104,599 -1,574  
    OMXC 20 Novozymes 111.89 23.246   11/07/11 23.100 2,601        107,200 -4,175  
11/07/11 Sell BEL 20 long Solvay 24.15 107.450   4/07/11 107.700 -2,601 2,595 -6 3,019  104,599 -1,580 103,019
    OMXC 20 Novozymes 111.89 23.100   4/07/11 23.246 -2,601 2,585 -16 3,002  101,998 1,004 103,002
    Topix (FRA) short Resona 936.21 3.532 4.667 28/02/11 4.060 -3,801 4,369 568 3,571  98,197 5,374 103,571
    CAC Next 20 long Arkema 38.92 66.601   27/06/11 65.105 -2,534 2,592 58 3,629  95,663 7,966 103,629
  Buy BEL 20 short Bekaert 55.29 50.440   12/03/12 24.765 2,789        98,452 5,177  
    OMXC 20 Vestas Wind Systems 813.24 3.430   28/11/11 1.979 2,789        101,241 2,388  
    OMXS 30 Nokia 352.73 3.954   28/11/11 4.082 1,395        102,635 993  
      SSAB 148.34 9.401   28/11/11 6.652 1,394        104,030 -401  
    Topix (FRA) long Daito Trust 43.05 64.780   1/08/11 65.420 2,789        106,819 -3,190  
18/07/11 Buy ATX short Flughafen Wien 302.41 8.300   26/03/12 7.050 2,510        109,329 -5,700  
25/07/11 Buy ASX 50 short Macquarie Group 117.53 20.828   16/01/12 19.953 2,448        111,777 -8,148  
    DJ Global Titans Bank of America 351.23 6.970   26/12/11 4.202 2,448        114,225 -10,596  
1/08/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,293  110,911 -4,617 106,293
    Topix (FRA) Daito Trust 43.05 65.420   11/07/11 64.780 -2,789 2,816 28 6,321  108,122 -1,801 106,321
  Buy S&P 100 short AIG 131.57 19.860   9/01/12 18.875 2,613        110,735 -4,414  
    HSI New World Dev 695.02 3.760   26/12/11 2.465 2,613        113,348 -7,027  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX Commerzbank 138.98 18.801   23/01/12 14.511 2,613        115,961 -9,640  
    DJTA Delta Air Lines 482.26 5.418   24/10/11 6.408 2,613        118,574 -12,253  
    Topix (FRA) Nintendo 236.26 11.060   23/01/12 10.574 2,613        121,187 -14,866  
    SP Global 100 Carrefour 130.13 20.080   30/04/12 15.175 2,613        123,800 -17,479  
8/08/11 Buy Nasdaq 100 short Akamai 150.67 14.741   10/10/11 17.540 2,221        126,021 -19,700  
    Kospi 50 LG Display 162.50 13.668   10/10/11 14.049 2,221        128,242 -21,921  
    DAX Commerzbank 144.65 15.354   19/12/11 9.482 2,221        130,463 -24,142  
    MDAX Ceconomy 231.09 9.611   14/05/12 7.298 2,221        132,684 -26,363  
    FTSE Lloyds Bank 58.99 37.648   28/11/11 27.613 2,221        134,905 -28,584  
    Europe 50 Lloyds Bank 58.99 37.648   19/12/11 27.968 2,221        137,125 -30,804  
    BSE Sensex 50 Tata Motors 859.29 2.585   3/10/11 2.302 2,221        139,346 -33,025  
    QIX Pro7-Sat1 158.64 14.000   23/01/12 17.200 2,221        141,567 -35,246  
22/08/11 Buy DJIA short Goldman Sachs 24.00 73.991   19/12/11 67.244 1,776        143,343 -37,022  
29/08/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   31/01/11 7.178 -4,538 3,639 -899 5,422  138,805 -33,383 105,422
  Buy   short Nintendo 154.37 11.660   13/02/12 10.500 1,800        140,605 -35,183  
5/09/11 Buy Euro 50 short Societe Generale 43.33 20.250   9/01/12 15.000 877        141,483 -36,061  
      Unicredit 31.96 27.460   9/01/12 11.455 878        142,360 -36,938  
3/10/11 Sell NZX 50 long a2 Milk 41,206.23 0.120   25/04/11 0.077 -3,177 4,924 1,747 7,169  139,183 -32,014 107,169
    BSE Sensex 50 short Tata Motors 859.29 2.302 2.902 8/08/11 2.585 -2,221 2,494 273 7,442  136,962 -29,520 107,442
  Buy NZX 50 Heartland 6,987.09 0.279   17/10/11 0.296 1,948        138,910 -31,468  
    BSE Sensex 50 long Eicher Motors 800.26 2.434   17/10/11 2.393 1,948        140,858 -33,416  
10/10/11 Sell Nasdaq 100 short Akamai 150.67 17.540 11.942 8/08/11 14.741 -2,221 1,799 -422 7,020  138,637 -31,617 107,020
    Kospi 50 LG Display 162.50 14.049 13.287 8/08/11 13.668 -2,221 2,159 -62 6,958  136,416 -29,458 106,958
  Buy Nasdaq 100 long Regeneron 39.25 49.346   24/08/15 434.608 1,937        138,353 -31,395  
    Kospi 50 SK Holdings 20.20 95.875   19/12/11 80.532 1,937        140,290 -33,332  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
17/10/11 Sell NZX 50 short Heartland 6,987.09 0.296 0.262 3/10/11 0.279 -1,948 1,829 -119 6,839  138,342 -31,502 106,839
    BSE Sensex 50 long Eicher Motors 800.26 2.393   3/10/11 2.434 -1,948 1,915 -33 6,806  136,394 -29,588 106,806
  Buy NZX 50 a2 Milk 13,864.94 0.139   31/10/11 0.139 1,930        138,324 -31,518  
    BSE Sensex 50 short Aurobindo Pharma 2,101.25 0.919   24/10/11 0.877 1,930        140,254 -33,448  
24/10/11 Sell DJTA short Delta Air Lines 482.26 6.408 4.429 1/08/11 5.418 -2,613 2,136 -477 6,329  137,641 -31,312 106,329
    BSE Sensex 50 Aurobindo Pharma 2,101.25 0.877 0.962 17/10/11 0.919 -1,930 2,021 91 6,420  135,711 -29,291 106,420
  Buy   long Eicher Motors 825.63 2.335   7/12/15 22.421 1,928        137,639 -31,219  
31/10/11 Sell NZX 50 long a2 Milk 13,864.94 0.139   17/10/11 0.139 -1,930 1,931 1 6,421  135,709 -29,288 106,421
  Buy   short Heartland 6,388.34 0.302   5/03/12 0.277 1,928        137,637 -31,216  
21/11/11 Buy USA short Netflix 238.99 7.867   28/11/11 7.544 1,880        139,517 -33,096  
    DJTA JetBlue Airways 708.23 2.655   5/12/11 3.509 1,880        141,397 -34,976  
28/11/11 Sell USA short Netflix 238.99 7.544 8.203 21/11/11 7.867 -1,880 1,960 80 6,501  139,517 -33,015 106,501
    FTSE Lloyds Bank 58.99 27.613 51.330 8/08/11 37.648 -2,221 3,028 807 7,308  137,296 -29,987 107,308
    OMXC 20 Vestas Wind Systems 813.24 1.979 5.942 11/07/11 3.430 -2,789 4,832 2,043 9,352  134,507 -25,155 109,352
    OMXS 30 Nokia 352.73 4.082 3.825 11/07/11 3.954 -1,395 1,349 -45 9,307  133,112 -23,806 109,307
      SSAB 148.34 6.652 13.285 11/07/11 9.401 -1,394 1,971 576 9,883  131,718 -21,835 109,883
    Nordic 30 Nokia 604.26 4.150 8.303 14/03/11 5.870 -3,547 5,017 1,470 11,353  128,171 -16,818 111,353
  Buy FTSE long Next 0.76 3,105.900   4/06/12 3,698.710 2,360        130,531 -19,178  
    OMXC 20 Tryg 274.84 8.598   14/05/12 8.768 2,363        132,894 -21,541  
    OMXS 30 Getinge 63.38 18.641   14/05/12 19.967 1,181        134,076 -22,723  
    Nordic 30 Equinor 129.44 18.255   7/05/12 19.757 2,363        136,439 -25,086  
5/12/11 Sell FT 30 short Lloyds Bank 50.67 31.447 88.109 6/06/11 52.638 -2,667 4,464 1,797 13,150  133,772 -20,621 113,150
    DJTA JetBlue Airways 708.23 3.509 1.800 21/11/11 2.655 -1,880 1,275 -605 12,545  131,892 -19,346 112,545
  Buy FT 30 long BAT 0.68 3,416.030   12/12/11 3,512.060 2,323        134,214 -21,669  
    DJTA Kirby 48.51 48.011   25/06/12 36.163 2,329        136,543 -23,998  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/12/11 Sell FT 30 long BAT 0.68 3,512.060   5/12/11 3,416.030 -2,323 2,388 65 12,610  134,221 -21,610 112,610
  Buy   short Lloyds Bank 79.56 28.594   19/12/11 27.968 2,275        136,495 -23,885  
19/12/11 Sell DJIA short Goldman Sachs 24.00 67.244 81.415 22/08/11 73.991 -1,776 1,954 178 12,789  134,720 -21,931 112,789
    Kospi 50 long SK Holdings 20.20 80.532   10/10/11 95.875 -1,937 1,627 -310 12,479  132,783 -20,304 112,479
    DAX short Commerzbank 144.65 9.482 24.862 8/08/11 15.354 -2,221 3,596 1,375 13,854  130,562 -16,708 113,854
    Europe 50 Lloyds Bank 58.99 27.968 50.678 8/08/11 37.648 -2,221 2,989 769 14,623  128,341 -13,718 114,623
    FT 30 Lloyds Bank 79.56 27.968 29.234 12/12/11 28.594 -2,275 2,326 51 14,674  126,066 -11,393 114,674
  Buy DJIA long Visa 136.64 18.897   24/08/15 58.880 2,582        128,648 -13,975  
    Kospi 50 short Hyundai Heavy 14.17 182.275   23/01/12 209.385 2,583        131,231 -16,557  
    DAX long Merck (EMD) 70.36 36.695   4/06/12 36.500 2,582        133,813 -19,139  
    Europe 50 Roche 19.90 129.719   20/10/14 222.572 2,581        136,394 -21,721  
    FT 30 Tate & Lyle 3.20 808.105   14/05/12 858.422 2,586        138,980 -24,307  
26/12/11 Sell HSI short New World Dev 695.02 2.465 5.735 1/08/11 3.760 -2,613 3,986 1,373 16,046  136,367 -20,321 116,046
    OMXH 25 Nokia 624.14 3.720 9.970 28/02/11 6.090 -3,801 6,223 2,422 18,468  132,566 -14,098 118,468
    DJ Global Titans Bank of America 351.23 4.202 11.562 25/07/11 6.970 -2,448 4,061 1,613 20,081  130,118 -10,037 120,081
  Buy HSI long Lenovo 5,109.58 0.538   21/05/12 0.656 2,751        132,869 -12,788  
    OMXH 25 Huhtamäki 298.37 9.220   2/01/12 9.150 2,751        135,620 -15,539  
    DJ Global Titans Philip Morris 45.52 60.439   23/01/12 57.914 2,751        138,371 -18,290  
2/01/12 Sell AEX short Philips 154.51 16.490 29.833 28/03/11 22.180 -3,427 4,610 1,183 21,264  134,944 -13,681 121,264
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 25/04/11 7.440 -1,589 4,635 3,046 24,310  133,356 -9,046 124,310
      Ryanair 471.93 3.780 2.952 25/04/11 3.366 -1,589 1,393 -195 24,114  131,767 -7,653 124,114
    OMXH 25 long Huhtamäki 298.37 9.150   26/12/11 9.220 -2,751 2,730 -21 24,094  129,016 -4,923 124,094
  Buy Germany Encavis 917.18 3.248   14/05/12 2.970 2,979        131,995 -7,902  
    AEX Vopak 72.49 41.095   9/04/12 44.780 2,979        134,974 -10,881  
    ISEQ 20 Flutter 33.03 45.100   21/05/12 50.010 1,490        136,464 -12,371  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Ryanair 394.05 3.780   21/05/12 4.040 1,490        137,954 -13,860  
    OMXH 25 short Outokumpu 256.37 11.620   9/01/12 12.510 2,979        140,933 -16,839  
9/01/12 Sell S&P 100 short AIG 131.57 18.875 20.895 1/08/11 19.860 -2,613 2,749 136 24,230  138,320 -14,090 124,230
    Euro 50 Societe Generale 43.33 15.000 27.338 5/09/11 20.250 -877 1,185 307 24,537  137,442 -12,905 124,537
      Unicredit 31.96 11.455 65.827 5/09/11 27.460 -878 2,104 1,226 25,763  136,565 -10,802 125,763
    OMXH 25 Outokumpu 256.37 12.510 10.730 2/01/12 11.620 -2,979 2,751 -228 25,535  133,586 -8,051 125,535
    Nikkei (FRA) Resona 521.62 3.458 3.342 14/03/11 3.400 -1,774 1,743 -30 25,505  131,812 -6,307 125,505
      Tokyo Electric Power 137.48 1.740 95.638 14/03/11 12.900 -1,773 13,148 11,375 36,879  130,039 6,841 136,879
  Buy S&P 100 long Biogen 39.77 90.342   3/09/12 116.954 3,593        133,632 3,248  
    Euro 50 ASML 55.45 32.400   24/08/15 74.790 1,797        135,428 1,451  
      Anheuser-Busch InBev 37.83 47.495   24/08/15 91.280 1,797        137,225 -345  
    OMXH 25 Wärtsilä 429.62 8.363   30/01/12 8.837 3,593        140,818 -3,938  
    Nikkei (FRA) Aozora Bank 84.07 21.370   14/05/12 18.670 1,797        142,614 -5,735  
      Nitto Boseki 138.46 12.975   14/05/12 12.260 1,797        144,411 -7,531  
16/01/12 Sell ASX 50 short Macquarie Group 117.53 19.953 21.742 25/07/11 20.828 -2,448 2,555 107 36,987  141,963 -4,976 136,987
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 7/02/11 2.738 -4,311 5,250 939 37,926  137,652 274 137,926
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 14/03/11 1.313 -1,774 1,466 -307 37,618  135,879 1,740 137,618
      China Res Land 1,478.16 1.413 0.987 14/03/11 1.200 -1,774 1,458 -315 37,303  134,105 3,198 137,303
    OBX 25 Frontline 39.40 17.878 333.728 11/04/11 77.243 -3,043 13,149 10,106 47,409  131,062 16,347 147,409
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 23/05/11 5,689.400 -2,731 6,196 3,465 50,874  128,331 22,543 150,874
  Buy ASX 50 long James Hardie Ind 740.33 5.856   23/01/12 6.001 4,335        132,666 18,208  
    HSI-Fin AIA 1,651.93 2.624   14/05/12 2.577 4,335        137,001 13,873  
    HSI-Prop China Ov Land & Inv 1,406.55 1.541   10/06/13 2.124 2,167        139,168 11,705  
      China Res Land 1,533.86 1.413   10/06/13 2.183 2,168        141,336 9,538  
    HSI-C&I Sands China 1,687.82 2.568   21/05/12 2.614 4,335        145,671 5,203  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Equinor 225.03 19.264   14/05/12 19.745 4,335        150,006 868  
    Indices ISEQ-Overall 1.44 3,005.690   21/05/12 3,087.810 4,328        154,334 -3,460  
23/01/12 Sell France short Carrefour 95.80 17.050 41.032 27/06/11 26.450 -2,534 3,931 1,397 52,271  151,800 471 152,271
    SSE 50 China Rwy Constr 4,221.94 0.506 0.789 6/06/11 0.632 -2,667 3,333 666 52,936  149,133 3,803 152,936
    Kospi 50 Hyundai Heavy 14.17 209.385 155.165 19/12/11 182.275 -2,583 2,199 -384 52,552  146,550 6,002 152,552
    ASX 50 long James Hardie Ind 740.33 6.001   16/01/12 5.856 -4,335 4,443 108 52,660  142,215 10,445 152,660
    HDAX short Commerzbank 138.98 14.511 24.359 1/08/11 18.801 -2,613 3,385 773 53,433  139,602 13,830 153,433
    Topix (FRA) Nintendo 236.26 10.574 11.568 1/08/11 11.060 -2,613 2,733 120 53,553  136,989 16,563 153,553
    CAC Mid 60 Genfit 714.72 1.723 8.978 16/05/11 3.933 -2,811 6,416 3,605 57,158  134,178 22,980 157,158
    QIX Pro7-Sat1 158.64 17.200 10.800 8/08/11 14.000 -2,221 1,713 -508 56,650  131,957 24,693 156,650
    DJ Global Titans long Philip Morris 45.52 57.914   26/12/11 60.439 -2,751 2,636 -115 56,536  129,206 27,329 156,536
  Buy France Hermes International 18.12 253.600   23/04/12 251.250 4,595        133,801 22,734  
    SSE 50 China Minsheng Bk 6,883.33 0.668   19/03/12 0.633 4,596        138,397 18,138  
    Kospi 50 Samsung Electronics 299.50 15.346   21/05/12 16.200 4,596        142,993 13,542  
    ASX 50 short QBE Insurance 479.47 9.586   30/01/12 9.544 4,596        147,589 8,946  
    HDAX long Dürr 503.67 9.125   4/08/14 28.230 4,596        152,185 4,350  
    Topix (FRA) Fast Retailing 94.35 48.710   27/02/12 49.490 4,596        156,781 -246  
    CAC Mid 60 Innate Pharma 2,687.72 1.710   14/05/12 1.650 4,596        161,377 -4,842  
    QIX Freenet 437.09 10.515   18/01/16 28.325 4,596        165,973 -9,438  
    DJ Global Titans short Bank of America 819.41 5.609   6/02/12 6.060 4,596        170,569 -14,034  
30/01/12 Sell ASX 50 short QBE Insurance 479.47 9.544 9.628 23/01/12 9.586 -4,596 4,616 20 56,556  165,973 -9,418 156,556
    SDAX Heidelberger Druck 943.08 1.657 5.072 23/05/11 2.899 -2,734 4,783 2,049 58,605  163,239 -4,634 158,605
    OMXH 25 long Wärtsilä 429.62 8.837   9/01/12 8.363 -3,593 3,796 203 58,808  159,646 -838 158,808
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 7/02/11 4.360 -4,311 7,059 2,748 61,557  155,335 6,221 161,557
  Buy ASX 50 long James Hardie Ind 727.71 5.763   17/08/15 12.058 4,194        159,529 2,027  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX Encavis 1,388.28 3.021   21/05/12 2.951 4,194        163,723 -2,167  
    OMXH 25 short Nokia 1,080.93 3.880   13/02/12 3.800 4,194        167,917 -6,361  
    BSE Sensex 30 long Hindustan Unilever 691.94 6.061   16/11/15 11.144 4,194        172,111 -10,555  
6/02/12 Sell CAC 40 short Carrefour 100.93 18.345 51.259 9/05/11 30.665 -3,095 5,174 2,079 63,635  169,016 -5,381 163,635
    TecDAX SMA Solar 48.09 50.420 107.875 14/03/11 73.750 -3,547 5,188 1,641 65,276  165,470 -193 165,276
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 65,501  162,156 3,345 165,501
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 11/04/11 0.610 -3,043 9,770 6,727 72,227  159,113 13,115 172,227
    DJ Global Titans Bank of America 819.41 6.060 5.157 23/01/12 5.609 -4,596 4,226 -370 71,857  154,517 17,341 171,857
  Buy CAC 40 long Airbus 173.67 27.230   9/04/12 29.725 4,729        159,246 12,612  
    IBEX 35 Bankinter 1,369.93 3.452   13/02/12 3.297 4,729        163,975 7,883  
    PSI 20 Jerónimo Martins 368.30 12.840   20/02/12 12.970 4,729        168,704 3,154  
    MerVal short Gr Fin Galicia 7,973.36 0.593   27/02/12 0.596 4,729        173,433 -1,575  
    DJ Global Titans long Apple 375.32 12.600   21/05/12 15.695 4,729        178,162 -6,304  
13/02/12 Sell IBEX 35 long Bankinter 1,369.93 3.297   6/02/12 3.452 -4,729 4,517 -212 71,645  173,433 -1,787 171,645
    OMXH 25 short Nokia 1,080.93 3.800 3.962 30/01/12 3.880 -4,194 4,282 88 71,733  169,239 2,495 171,733
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 9/05/11 4.131 -3,095 6,548 3,453 75,187  166,144 9,043 175,187
    Topix (TYO) Nintendo 154.37 10.500 12.949 29/08/11 11.660 -1,800 1,999 199 75,386  164,344 11,042 175,386
    GEX MeVis Medical 291.15 5.650 26.343 7/03/11 12.200 -3,552 7,670 4,118 79,504  160,792 18,712 179,504
  Buy IBEX 35 Sacyr 1,495.17 3.314   20/08/12 1.284 4,955        165,747 13,757  
    OMXH 25 long Nokian Tyres 147.03 33.700   9/04/12 36.040 4,955        170,701 8,802  
    Topix (TYO) Fast Retailing 95.98 51.626   7/05/12 55.879 4,955        175,656 3,847  
    GEX 4SC 80.45 61.593   7/05/12 48.084 4,955        180,612 -1,108  
20/02/12 Sell TSX 60 short BlackBerry 102.19 11.318 81.048 9/05/11 30.287 -3,095 8,282 5,187 84,691  177,517 7,174 184,691
    PSI 20 long Jerónimo Martins 368.30 12.970   6/02/12 12.840 -4,729 4,777 48 84,739  172,788 11,951 184,739
  Buy TSX 60 Constellation Soft 69.55 70.699   16/04/12 66.838 4,917        177,705 7,034  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 short Pharol 1,170.71 4.200   27/02/12 3.989 4,917        182,622 2,117  
    SLI long Sonova 57.65 85.291   23/04/12 82.016 4,917        187,539 -2,800  
27/02/12 Sell PSI 20 short Pharol 1,170.71 3.989 4.422 20/02/12 4.200 -4,917 5,177 260 84,999  182,622 2,377 184,999
    MerVal Gr Fin Galicia 7,973.36 0.596 0.591 6/02/12 0.593 -4,729 4,709 -20 84,979  177,893 7,086 184,979
    Topix (FRA) long Fast Retailing 94.35 49.490   23/01/12 48.710 -4,596 4,669 74 85,053  173,297 11,756 185,053
  Buy PSI 20 Jerónimo Martins 362.56 13.570   12/03/12 14.360 4,920        178,217 6,836  
    Topix (FRA) short Mazda Motor 769.95 6.390   5/03/12 6.150 4,920        183,137 1,916  
5/03/12 Sell NZX 50 short Heartland 6,388.34 0.277 0.329 31/10/11 0.302 -1,928 2,104 176 85,229  181,209 4,020 185,229
    Topix (FRA) Mazda Motor 769.95 6.150 6.639 27/02/12 6.390 -4,920 5,112 192 85,421  176,289 9,132 185,421
  Buy MerVal Aluar 10,133.36 0.480   12/03/12 0.513 4,863        181,152 4,269  
    NZX 50 long a2 Milk 20,916.13 0.233   21/05/12 0.267 4,863        186,015 -594  
    Topix (FRA) Isuzu Motors 578.79 8.402   19/03/12 8.620 4,863        190,878 -5,457  
12/03/12 Sell BEL 20 short Bekaert 55.29 24.765 102.733 11/07/11 50.440 -2,789 5,680 2,891 88,312  188,089 223 188,312
    PSI 20 long Jerónimo Martins 362.56 14.360   27/02/12 13.570 -4,920 5,206 286 88,599  183,169 5,429 188,599
    MerVal short Aluar 10,133.36 0.513 0.447 5/03/12 0.480 -4,863 4,530 -333 88,265  178,306 9,959 188,265
  Buy BEL 20 long Galapagos 395.14 12.540   14/05/12 10.990 4,955        183,261 5,004  
    PSI 20 short Pharol 1,257.93 3.939   26/03/12 4.022 4,955        188,216 49  
19/03/12 Sell SSE 50 long China Minsheng Bk 6,883.33 0.633   23/01/12 0.668 -4,596 4,358 -238 88,027  183,620 4,407 188,027
    Topix (FRA) Isuzu Motors 578.79 8.620   5/03/12 8.402 -4,863 4,989 126 88,153  178,757 9,396 188,153
  Buy SSE 50 short Anhui Conch Cement 2,525.70 1.955   9/04/12 2.031 4,938        183,695 4,458  
    Topix (FRA) Mazda Motor 764.40 6.460   13/08/12 4.800 4,938        188,633 -480  
26/03/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 18/07/11 8.300 -2,510 2,955 445 88,598  186,123 2,475 188,598
    PSI 20 Pharol 1,257.93 4.022 3.856 12/03/12 3.939 -4,955 4,851 -104 88,494  181,168 7,326 188,494
  Buy ATX long Österreichische Post 194.25 25.200   9/04/12 25.800 4,895        186,063 2,430  
    PSI 20 Jerónimo Martins 328.52 14.900   2/04/12 15.420 4,895        190,958 -2,464  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/04/12 Sell   long Jerónimo Martins 328.52 15.420   26/03/12 14.900 -4,895 5,066 171 88,665  186,063 2,601 188,665
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,904  181,740 25,164 206,904
  Buy PSI 20 Banco Comercial 8,808.08 0.659   20/08/12 0.452 5,801        187,541 19,363  
    Athex LC long EYDAP 1,457.54 3.980   16/04/12 4.030 5,801        193,342 13,562  
9/04/12 Sell SSE 50 short Anhui Conch Cement 2,525.70 2.031 1.880 19/03/12 1.955 -4,938 4,747 -191 106,713  188,404 18,309 206,713
    ATX long Österreichische Post 194.25 25.800   26/03/12 25.200 -4,895 5,012 117 106,830  183,509 23,320 206,830
    CAC 40 Airbus 173.67 29.725   6/02/12 27.230 -4,729 5,162 433 107,263  178,780 28,483 207,263
    AEX Vopak 72.49 44.780   2/01/12 41.095 -2,979 3,246 267 107,530  175,801 31,729 207,530
    OMXH 25 Nokian Tyres 147.03 36.040   13/02/12 33.700 -4,955 5,299 344 107,874  170,846 37,028 207,874
  Buy SSE 50 China Northern Rare 2,119.88 2.888   4/06/12 3.823 6,122        176,968 30,906  
    ATX short Zumtobel 624.44 9.804   16/04/12 9.950 6,122        183,090 24,784  
    AEX ArcelorMittal 158.07 38.730   3/09/12 35.565 6,122        189,212 18,662  
    OMXH 25 Outokumpu 526.85 11.620   20/08/12 6.980 6,122        195,334 12,540  
16/04/12 Sell ATX short Zumtobel 624.44 9.950 9.658 9/04/12 9.804 -6,122 6,031 -91 107,783  189,212 18,570 207,783
    TSX 60 long Constellation Soft 69.55 66.838   20/02/12 70.699 -4,917 4,649 -269 107,514  184,295 23,219 207,514
    Athex LC EYDAP 1,457.54 4.030   2/04/12 3.980 -5,801 5,874 73 107,587  178,494 29,093 207,587
  Buy ATX Österreichische Post 221.40 26.725   21/05/12 27.000 5,917        184,411 23,176  
    TSX 60 short BlackBerry 585.52 10.106   20/08/12 5.638 5,917        190,328 17,259  
    Athex LC Public Power 3,817.42 1.550   3/09/12 1.330 5,917        196,245 11,342  
23/04/12 Sell France long Hermes International 18.12 251.250   23/01/12 253.600 -4,595 4,553 -43 107,545  191,650 15,895 207,545
    SLI Sonova 57.65 82.016   20/02/12 85.291 -4,917 4,728 -189 107,356  186,733 20,623 207,356
  Buy France short Solocal 3.86 1,476.830   13/08/12 1,038.280 5,701        192,434 14,922  
    MerVal YPF 424.25 13.433   27/08/12 14.446 5,699        198,133 9,223  
    SLI Lonza 165.17 34.504   26/11/12 36.099 5,699        203,832 3,524  
    GCX REC Silicon 1,638.26 3.479   11/02/13 1.027 5,699        209,531 -2,175  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
30/04/12 Sell SP Global 100 short Carrefour 130.13 15.175 26.570 1/08/11 20.080 -2,613 3,458 845 108,200  206,918 1,283 208,200
  Buy   long Apple 332.76 15.738   20/10/14 19.487 5,237        212,155 -3,954  
7/05/12 Sell Nordic 30 long Equinor 129.44 19.757   28/11/11 18.255 -2,363 2,557 194 108,395  209,792 -1,397 208,395
    Topix (TYO) Fast Retailing 95.98 55.879   13/02/12 51.626 -4,955 5,363 408 108,803  204,837 3,966 208,803
    GEX 4SC 80.45 48.084   13/02/12 61.593 -4,955 3,868 -1,087 107,716  199,881 7,835 207,716
  Buy Nordic 30 short Nokia 2,245.00 2.400   13/08/12 2.220 5,388        205,269 2,447  
    Topix (TYO) Sony 459.74 11.720   11/06/12 10.270 5,388        210,657 -2,941  
14/05/12 Sell Germany long Encavis 917.18 2.970   2/01/12 3.248 -2,979 2,724 -255 107,461  207,678 -217 207,461
    MDAX short Ceconomy 231.09 7.298 12.656 8/08/11 9.611 -2,221 2,925 704 108,165  205,457 2,707 208,165
    HSI-Fin long AIA 1,651.93 2.577   16/01/12 2.624 -4,335 4,258 -77 108,087  201,122 6,965 208,087
    BEL 20 Galapagos 395.14 10.990   12/03/12 12.540 -4,955 4,343 -612 107,475  196,167 11,308 207,475
    OMXC 20 Tryg 274.84 8.768   28/11/11 8.598 -2,363 2,410 47 107,522  193,804 13,717 207,522
    OBX 25 Equinor 225.03 19.745   16/01/12 19.264 -4,335 4,443 108 107,630  189,469 18,161 207,630
    OMXS 30 Getinge 63.38 19.967   28/11/11 18.641 -1,181 1,266 84 107,714  188,288 19,426 207,714
    FT 30 Tate & Lyle 3.20 858.422   19/12/11 808.105 -2,586 2,747 161 107,875  185,702 22,173 207,875
    Nikkei (FRA) Aozora Bank 84.07 18.670   9/01/12 21.370 -1,797 1,570 -227 107,648  183,905 23,743 207,648
      Nitto Boseki 138.46 12.260   9/01/12 12.975 -1,797 1,698 -99 107,549  182,109 25,440 207,549
    CAC Mid 60 Innate Pharma 2,687.72 1.650   23/01/12 1.710 -4,596 4,435 -161 107,388  177,513 29,875 207,388
  Buy Germany short SolarWorld 25.07 236.550   10/09/12 182.550 5,930        183,443 23,945  
    MDAX long Dürr 541.84 10.946   21/05/12 10.445 5,931        189,374 18,014  
    HSI-Fin short HK Exchgs & Clrg 522.28 11.356   17/09/12 11.718 5,931        195,305 12,083  
    BEL 20 Bekaert 259.56 22.850   25/06/12 18.225 5,931        201,236 6,152  
    OMXC 20 Vestas Wind Systems 5,233.85 1.133   28/05/12 1.008 5,931        207,167 221  
    OBX 25 REC Silicon 1,713.42 3.462   3/09/12 2.359 5,931        213,098 -5,710  
    OMXS 30 ABB 228.70 12.967   23/07/12 14.168 2,965        216,064 -8,676  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nokia 1,268.17 2.338   23/07/12 1.752 2,965        219,029 -11,641  
    FT 30 Man Group 57.44 103.259   6/08/12 106.958 5,931        224,960 -17,572  
    Nikkei (FRA) Nippon Sheet Glass 328.04 9.040   7/01/13 9.100 2,965        227,926 -20,538  
      Sharp 76.77 38.630   7/01/13 23.550 2,966        230,891 -23,503  
    CAC Mid 60 Vallourec 4.29 1,382.400   10/09/12 1,453.800 5,931        236,822 -29,434  
21/05/12 Sell HSI long Lenovo 5,109.58 0.656   26/12/11 0.538 -2,751 3,351 600 107,988  234,071 -26,083 207,988
    Kospi 50 Samsung Electronics 299.50 16.200   23/01/12 15.346 -4,596 4,852 256 108,244  229,475 -21,231 208,244
    ATX Österreichische Post 221.40 27.000   16/04/12 26.725 -5,917 5,978 61 108,305  223,558 -15,253 208,305
    MDAX Dürr 541.84 10.445   14/05/12 10.946 -5,931 5,660 -271 108,033  217,627 -9,594 208,033
    SDAX Encavis 1,388.28 2.951   30/01/12 3.021 -4,194 4,097 -97 107,936  213,433 -5,497 207,936
    HSI-C&I Sands China 1,687.82 2.614   16/01/12 2.568 -4,335 4,412 77 108,013  209,098 -1,085 208,013
    ISEQ 20 Flutter 33.03 50.010   2/01/12 45.100 -1,490 1,652 162 108,175  207,608 567 208,175
      Ryanair 394.05 4.040   2/01/12 3.780 -1,490 1,592 102 108,278  206,119 2,159 208,278
    SMI short Credit Suisse 105.31 15.602 55.361 9/05/11 29.390 -3,095 5,830 2,735 111,013  203,024 7,989 211,013
    NZX 50 long a2 Milk 20,916.13 0.267   5/03/12 0.233 -4,863 5,576 713 111,726  198,161 13,565 211,726
    Indices ISEQ-Overall 1.44 3,087.810   16/01/12 3,005.690 -4,328 4,446 118 111,844  193,833 18,012 211,844
    DJ Global Titans Apple 375.32 15.695   6/02/12 12.600 -4,729 5,891 1,162 113,006  189,103 23,902 213,006
  Buy HSI short China Unicom 4,981.91 1.189   20/08/12 1.370 5,922        195,025 17,980  
    Kospi 50 SK Holdings 105.23 56.279   23/07/12 68.528 5,922        200,948 12,058  
    ATX Zumtobel 600.73 9.858   25/06/12 8.050 5,922        206,870 6,136  
    MDAX Ströer Media 745.56 7.943   28/05/12 8.000 5,922        212,792 214  
    TecDAX SMA Solar 225.04 26.315   22/12/14 14.800 5,922        218,714 -5,708  
    SDAX Klöckner 755.94 7.834   29/10/12 7.058 5,922        224,636 -11,630  
    HSI-C&I Citic Pacific 4,999.16 1.185   17/09/12 0.959 5,922        230,558 -17,552  
    ISEQ 20 Bank of Ireland 1,134.48 2.610   27/08/12 2.490 2,961        233,519 -20,513  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 533.51 5.550   27/08/12 6.550 2,961        236,480 -23,474  
    SMI long Richemont 123.27 48.039   28/05/12 48.077 5,922        242,401 -29,396  
    NZX 50 short KMD Brands 6,209.50 0.954   30/07/12 0.992 5,922        248,323 -35,318  
    Indices Athex Large Cap 2.92 2,028.100   10/09/12 2,671.700 5,922        254,245 -41,240  
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.519   2/07/12 8.411 5,922        260,167 -47,162  
    DJ Global Titans Telefónica 603.30 9.816   28/05/12 9.440 5,922        266,089 -53,084  
28/05/12 Sell MDAX short Ströer Media 745.56 8.000 7.886 21/05/12 7.943 -5,922 5,879 -42 112,963  260,167 -47,204 212,963
    OMXC 20 Vestas Wind Systems 5,233.85 1.008 1.274 14/05/12 1.133 -5,931 6,668 737 113,700  254,236 -40,536 213,700
    SMI long Richemont 123.27 48.077   21/05/12 48.039 -5,922 5,926 5 113,705  248,315 -34,610 213,705
    DJ Global Titans short Telefónica 603.30 9.440 10.207 21/05/12 9.816 -5,922 6,158 236 113,941  242,393 -28,452 213,941
  Buy MDAX long Rhön-Klinikum 210.82 21.995   4/06/12 22.100 4,637        247,030 -33,089  
    OMXC 20 GN Store Nord 68.04 68.150   4/06/12 67.500 4,637        251,667 -37,726  
    SMI short Credit Suisse 294.71 15.734   4/06/12 15.300 4,637        256,304 -42,363  
    DJ Global Titans long Apple 284.35 16.307   22/10/12 17.386 4,637        260,941 -47,000  
4/06/12 Sell SSE 50 long China Northern Rare 2,119.88 3.823   9/04/12 2.888 -6,122 8,105 1,983 115,923  254,819 -38,895 215,923
    DAX Merck (EMD) 70.36 36.500   19/12/11 36.695 -2,582 2,568 -14 115,910  252,237 -36,327 215,910
    MDAX Rhön-Klinikum 210.82 22.100   28/05/12 21.995 -4,637 4,659 22 115,932  247,600 -31,668 215,932
    FTSE Next 0.76 3,698.710   28/11/11 3,105.900 -2,360 2,811 451 116,382  245,239 -28,857 216,382
    OMXC 20 GN Store Nord 68.04 67.500   28/05/12 68.150 -4,637 4,593 -44 116,338  240,602 -24,264 216,338
    SMI short Credit Suisse 294.71 15.300 16.181 28/05/12 15.734 -4,637 4,769 132 116,470  235,965 -19,496 216,470
  Buy SSE 50 China Unicom 9,731.23 0.506   10/12/12 0.413 4,924        240,889 -24,420  
    DAX thyssenkrupp 388.63 12.670   16/07/12 14.565 4,924        245,813 -29,343  
    MDAX Ströer Media 587.94 8.375   18/06/12 8.546 4,924        250,737 -34,267  
    FTSE Aviva 14.74 334.157   30/07/12 382.206 4,925        255,663 -39,193  
    OMXC 20 Vestas Wind Systems 5,641.61 0.873   18/06/12 0.791 4,924        260,587 -44,117  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Swiss Re 112.56 43.744   11/06/12 46.079 4,924        265,511 -49,041  
11/06/12 Sell   long Swiss Re 112.56 46.079   4/06/12 43.744 -4,924 5,187 263 116,733  260,587 -43,854 216,733
    Topix (TYO) short Sony 459.74 10.270 13.374 7/05/12 11.720 -5,388 6,149 761 117,493  255,199 -37,706 217,493
  Buy SMI Credit Suisse 279.55 16.076   18/06/12 14.519 4,494        259,693 -42,199  
    Topix (TYO) long Subaru 743.12 6.048   11/01/16 33.663 4,494        264,187 -46,694  
18/06/12 Sell MDAX short Ströer Media 587.94 8.546 8.204 4/06/12 8.375 -4,924 4,823 -101 117,393  259,263 -41,870 217,393
    OMXC 20 Vestas Wind Systems 5,641.61 0.791 0.963 4/06/12 0.873 -4,924 5,435 511 117,904  254,339 -36,435 217,904
    SMI Credit Suisse 279.55 14.519 17.799 11/06/12 16.076 -4,494 4,976 482 118,386  249,845 -31,459 218,386
  Buy MDAX long Dürr 412.90 11.318   25/06/12 11.594 4,673        254,518 -36,132  
    OMXC 20 GN Store Nord 63.80 73.250   25/06/12 71.650 4,673        259,191 -40,805  
    SMI Swiss Re 100.24 46.620   19/11/12 54.864 4,673        263,864 -45,479  
25/06/12 Sell ATX short Zumtobel 600.73 8.050 12.072 21/05/12 9.858 -5,922 7,252 1,330 119,716  257,942 -38,227 219,716
    MDAX long Dürr 412.90 11.594   18/06/12 11.318 -4,673 4,787 114 119,830  253,269 -33,440 219,830
    BEL 20 short Bekaert 259.56 18.225 28.649 14/05/12 22.850 -5,931 7,436 1,505 121,335  247,338 -26,004 221,335
    OMXC 20 long GN Store Nord 63.80 71.650   18/06/12 73.250 -4,673 4,571 -102 121,233  242,665 -21,432 221,233
    DJTA Kirby 48.51 36.163   5/12/11 48.011 -2,329 1,754 -575 120,658  240,336 -19,678 220,658
  Buy ATX Österreichische Post 194.05 25.890   29/07/13 31.600 5,024        245,360 -24,702  
    MDAX short Ströer Media 624.80 8.041   2/07/12 8.090 5,024        250,384 -29,726  
    BEL 20 long Galapagos 410.12 12.250   22/10/12 16.900 5,024        255,408 -34,750  
    OMXC 20 short Vestas Wind Systems 6,191.00 0.812   16/07/12 0.678 5,024        260,432 -39,774  
    DJTA Ryder System 183.87 27.323   2/07/12 27.880 5,024        265,456 -44,798  
2/07/12 Sell MDAX short Ströer Media 624.80 8.090 7.992 25/06/12 8.041 -5,024 4,993 -31 120,627  260,432 -39,805 220,627
    DJTA Ryder System 183.87 27.880 26.767 25/06/12 27.323 -5,024 4,922 -102 120,525  255,408 -34,883 220,525
    STI Wilmar International 1,092.78 2.197 3.631 2/05/11 2.824 -3,086 3,967 881 121,406  252,322 -30,915 221,406
    Nikkei (TYO) Nippon Sheet Glass 695.14 8.411 8.629 21/05/12 8.519 -5,922 5,998 76 121,483  246,400 -24,917 221,483
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 394.22 12.465   23/07/12 13.345 4,914        251,314 -29,831  
    DJTA Delta Air Lines 559.67 8.780   17/09/12 7.031 4,914        256,228 -34,745  
    STI ThaiBev 23,157.40 0.212   10/06/13 0.382 4,914        261,142 -39,659  
    Nikkei (TYO) OKI Electric 384.97 12.765   16/07/12 12.784 4,914        266,056 -44,573  
16/07/12 Sell DAX short thyssenkrupp 388.63 14.565 10.775 4/06/12 12.670 -4,924 4,187 -736 120,746  261,132 -40,386 220,746
    OMXC 20 Vestas Wind Systems 6,191.00 0.678 0.971 25/06/12 0.812 -5,024 6,011 987 121,733  256,108 -34,375 221,733
    Nikkei (TYO) long OKI Electric 384.97 12.784   2/07/12 12.765 -4,914 4,921 7 121,740  251,194 -29,454 221,740
  Buy DAX Continental 80.74 59.533   11/08/14 133.083 4,807        256,001 -34,260  
    OMXC 20 Genmab 567.61 8.469   24/06/13 22.604 4,807        260,808 -39,067  
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.629   19/11/12 7.143 4,807        265,615 -43,874  
23/07/12 Sell Kospi 50 short SK Holdings 105.23 68.528 44.029 21/05/12 56.279 -5,922 4,633 -1,289 120,451  259,692 -39,241 220,451
    MDAX long Dürr 394.22 13.345   2/07/12 12.465 -4,914 5,261 347 120,798  254,778 -33,980 220,798
    OMXS 30 short ABB 228.70 14.168 11.765 14/05/12 12.967 -2,965 2,691 -275 120,524  251,813 -31,289 220,524
      Nokia 1,268.17 1.752 3.121 14/05/12 2.338 -2,965 3,958 993 121,516  248,847 -27,331 221,516
  Buy Kospi 50 long Amorepacific Group 185.51 26.166   20/10/14 87.497 4,854        253,702 -32,185  
    MDAX short Ströer Media 612.34 7.927   6/08/12 7.080 4,854        258,556 -37,039  
    OMXS 30 long Electrolux 136.95 17.722   24/06/13 19.030 2,427        260,983 -39,466  
      Swedbank 176.01 13.789   24/06/13 16.871 2,427        263,409 -41,893  
30/07/12 Sell FTSE short Aviva 14.74 382.206 286.108 4/06/12 334.157 -4,925 4,217 -708 120,808  258,484 -37,676 220,808
    NZX 50 KMD Brands 6,209.50 0.992 0.916 21/05/12 0.954 -5,922 5,686 -236 120,572  252,562 -31,990 220,572
  Buy FTSE long Ashtead 14.15 333.248   24/08/15 1,199.890 4,715        257,277 -36,706  
6/08/12 Sell MDAX short Ströer Media 612.34 7.080 8.875 23/07/12 7.927 -4,854 5,435 581 121,153  252,423 -31,271 221,153
    FT 30 Man Group 57.44 106.958 99.561 14/05/12 103.259 -5,931 5,719 -212 120,940  246,492 -25,552 220,940
  Buy MDAX long Dürr 352.95 13.838   29/10/12 14.790 4,884        251,376 -30,436  
    FT 30 Ferguson 1.59 3,068.570   24/06/13 3,452.810 4,879        256,255 -35,315  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
13/08/12 Sell France short Solocal 3.86 1,038.280 2,100.620 23/04/12 1,476.830 -5,701 8,108 2,408 123,348  250,555 -27,207 223,348
    Nordic 30 Nokia 2,245.00 2.220 2.595 7/05/12 2.400 -5,388 5,825 437 123,785  245,167 -21,382 223,785
    Topix (FRA) Mazda Motor 764.40 4.800 8.694 19/03/12 6.460 -4,938 6,646 1,708 125,493  240,229 -14,736 225,493
  Buy France long Eurofins Scientific 508.74 10.355   22/04/13 15.325 5,268        245,497 -20,004  
    Nordic 30 Pandora 470.68 11.192   3/06/13 26.264 5,268        250,765 -25,272  
    Topix (FRA) Softbank Group 326.41 16.139   3/09/12 15.996 5,268        256,033 -30,540  
20/08/12 Sell HSI short China Unicom 4,981.91 1.370 1.008 21/05/12 1.189 -5,922 5,021 -901 124,592  250,111 -25,519 224,592
    IBEX 35 Sacyr 1,495.17 1.284 8.553 13/02/12 3.314 -4,955 12,789 7,834 132,426  245,156 -12,730 232,426
    OMXH 25 Outokumpu 526.85 6.980 19.345 9/04/12 11.620 -6,122 10,192 4,070 136,495  239,034 -2,538 236,495
    TSX 60 BlackBerry 585.52 5.638 18.115 16/04/12 10.106 -5,917 10,607 4,690 141,185  233,116 8,069 241,185
    PSI 20 Banco Comercial 8,808.08 0.452 0.960 2/04/12 0.659 -5,801 8,452 2,651 143,836  227,315 16,521 243,836
  Buy HSI long Galaxy Entertainment 2,766.65 2.352   22/04/13 3.135 6,508        233,823 10,013  
    IBEX 35 Grifols 579.00 11.240   5/11/12 13.025 6,508        240,331 3,505  
    OMXH 25 Huhtamäki 547.35 11.890   22/10/12 12.450 6,508        246,839 -3,003  
    TSX 60 Couche-Tard 973.52 6.685   22/04/13 7.405 6,508        253,347 -9,511  
27/08/12 Sell ISEQ 20 short Bank of Ireland 1,134.48 2.490 2.736 21/05/12 2.610 -2,961 3,104 143 143,979  250,386 -6,407 243,979
      Smurfit Kappa 533.51 6.550 4.550 21/05/12 5.550 -2,961 2,427 -534 143,445  247,425 -3,980 243,445
    MerVal YPF 424.25 14.446 12.421 23/04/12 13.433 -5,699 5,269 -430 143,016  241,726 1,289 243,016
  Buy ISEQ 20 long Kerry 81.25 37.580   17/06/13 42.250 3,053        244,780 -1,764  
      Smurfit Kappa 466.18 6.550   17/06/13 12.270 3,053        247,833 -4,817  
3/09/12 Sell S&P 100 long Biogen 39.77 116.954   9/01/12 90.342 -3,593 4,651 1,058 144,074  244,240 -166 244,074
    AEX short ArcelorMittal 158.07 35.565 42.177 9/04/12 38.730 -6,122 6,667 545 144,619  238,118 6,501 244,619
    OBX 25 REC Silicon 1,713.42 2.359 5.080 14/05/12 3.462 -5,931 8,704 2,773 147,392  232,187 15,204 247,392
    Athex LC Public Power 3,817.42 1.330 1.806 16/04/12 1.550 -5,917 6,896 979 148,371  226,270 22,100 248,371
    Topix (FRA) long Softbank Group 326.41 15.996   13/08/12 16.139 -5,268 5,221 -47 148,324  221,002 27,321 248,324
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 short HP 510.03 13.511   17/09/12 13.872 6,891        227,893 20,430  
    OBX 25 long Grieg Seafood 5,024.79 1.371   7/01/13 1.707 6,891        234,784 13,539  
    Athex LC Alpha Bank 102.85 67.000   25/03/13 37.850 6,891        241,675 6,649  
    MerVal short Pampa Energía 40,993.46 0.168   10/09/12 0.164 6,891        248,566 -242  
    Topix (FRA) Kansai Electric Pwr 1,208.52 5.702   11/03/13 6.145 6,891        255,457 -7,133  
10/09/12 Sell Germany short SolarWorld 25.07 182.550 306.524 14/05/12 236.550 -5,930 7,685 1,754 150,078  249,527 551 250,078
    MerVal Pampa Energía 40,993.46 0.164 0.172 3/09/12 0.168 -6,891 7,063 172 150,250  242,636 7,614 250,250
    CAC Mid 60 Vallourec 4.29 1,453.800 1,311.000 14/05/12 1,382.400 -5,931 5,624 -306 149,944  236,706 13,238 249,944
    Indices Athex Large Cap 2.92 2,671.700 1,384.500 21/05/12 2,028.100 -5,922 4,043 -1,879 148,065  230,783 17,281 248,065
  Buy Germany long ADLER Real Estate 5,621.19 1.180   24/06/13 2.050 6,633        237,416 10,648  
    CAC Mid 60 Eurofins Scientific 603.00 11.000   22/04/13 15.325 6,633        244,049 4,015  
    Indices OMXC 20 99.89 66.404   17/06/13 70.001 6,633        250,683 -2,618  
17/09/12 Sell S&P 100 short HP 510.03 13.872 13.150 3/09/12 13.511 -6,891 6,707 -184 147,880  243,792 4,089 247,880
    HSI-Fin HK Exchgs & Clrg 522.28 11.718 10.994 14/05/12 11.356 -5,931 5,742 -189 147,691  237,861 9,831 247,691
    HSI-C&I Citic Pacific 4,999.16 0.959 1.464 21/05/12 1.185 -5,922 7,317 1,395 149,087  231,939 17,148 249,087
    DJTA long Delta Air Lines 559.67 7.031   2/07/12 8.780 -4,914 3,935 -979 148,108  227,025 21,083 248,108
  Buy S&P 100 Gilead Sciences 268.49 25.063   13/10/14 79.611 6,729        233,754 14,354  
    CAC 40 Credit Agricole 1,124.50 5.984   24/09/12 5.714 6,729        240,483 7,625  
    HSI-Fin Bank of China (HK) 2,819.26 2.387   13/05/13 2.748 6,729        247,212 896  
    HSI-C&I Galaxy Entertainment 2,768.00 2.431   8/04/13 3.018 6,729        253,941 -5,833  
    DJTA short Expeditors Wash 229.55 29.314   24/09/12 28.398 6,729        260,670 -12,562  
24/09/12 Sell CAC 40 long Credit Agricole 1,124.50 5.714   17/09/12 5.984 -6,729 6,425 -304 147,804  253,941 -6,137 247,804
    DJTA short Expeditors Wash 229.55 28.398 30.259 17/09/12 29.314 -6,729 6,946 217 148,021  247,212 809 248,021
  Buy   long Avis Budget 500.84 12.419   20/07/15 38.916 6,220        253,432 -5,411  
1/10/12 Buy CAC Next 20 short Hermes International 28.68 211.450   10/12/12 235.500 6,064        259,496 -11,475  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
15/10/12 Buy AEX short KPN 1,630.72 3.626   2/02/15 2.756 5,913        265,409 -17,388  
    MerVal Pampa Energía 39,210.88 0.151   22/10/12 0.141 5,913        271,322 -23,301  
22/10/12 Sell BEL 20 long Galapagos 410.12 16.900   25/06/12 12.250 -5,024 6,931 1,907 149,928  266,298 -16,370 249,928
    OMXH 25 Huhtamäki 547.35 12.450   20/08/12 11.890 -6,508 6,815 307 150,235  259,790 -9,555 250,235
    MerVal short Pampa Energía 39,210.88 0.141 0.161 15/10/12 0.151 -5,913 6,329 416 150,650  253,877 -3,227 250,650
    DJ Global Titans long Apple 284.35 17.386   28/05/12 16.307 -4,637 4,944 307 150,957  249,240 1,717 250,957
  Buy BEL 20 short Bekaert 292.68 21.580   12/11/12 21.290 6,316        255,556 -4,599  
    OMXH 25 Outokumpu 976.20 6.470   5/11/12 6.200 6,316        261,872 -10,915  
    DJ Global Titans Telefónica 601.52 10.500   29/10/12 10.070 6,316        268,188 -17,231  
29/10/12 Sell MDAX long Dürr 352.95 14.790   6/08/12 13.838 -4,884 5,220 336 151,293  263,304 -12,011 251,293
    SDAX short Klöckner 755.94 7.058 8.695 21/05/12 7.834 -5,922 6,573 651 151,944  257,382 -5,438 251,944
    DJ Global Titans Telefónica 601.52 10.070 10.948 22/10/12 10.500 -6,316 6,586 270 152,214  251,066 1,148 252,214
  Buy MDAX Ströer Media 955.35 6.630   14/01/13 6.901 6,334        257,400 -5,186  
    SDAX long ADLER Real Estate 4,008.86 1.580   26/11/12 1.285 6,334        263,734 -11,520  
    MerVal short Pampa Energía 43,743.09 0.145   24/12/12 0.147 6,334        270,068 -17,854  
    DJ Global Titans long Bank of America 879.28 7.204   16/12/13 11.075 6,334        276,402 -24,188  
5/11/12 Sell MIB short UnipolSai 493.96 0.935 28.146 27/06/11 5.130 -2,534 13,903 11,369 163,583  273,868 -10,285 263,583
    IBEX 35 long Grifols 579.00 13.025   20/08/12 11.240 -6,508 7,541 1,034 164,617  267,360 -2,743 264,617
    OMXH 25 short Outokumpu 976.20 6.200 6.752 22/10/12 6.470 -6,316 6,591 275 164,892  261,044 3,848 264,892
  Buy MIB long Azimut 722.06 9.304   4/08/14 18.460 6,718        267,762 -2,870  
    OMXH 25 Konecranes 266.06 25.250   12/11/12 24.380 6,718        274,480 -9,588  
12/11/12 Sell BEL 20 short Bekaert 292.68 21.290 21.874 22/10/12 21.580 -6,316 6,402 86 164,978  268,164 -3,186 264,978
    OMXH 25 long Konecranes 266.06 24.380   5/11/12 25.250 -6,718 6,487 -231 164,747  261,446 3,300 264,747
  Buy BEL 20 Galapagos 396.27 16.910   24/06/13 14.210 6,701        268,147 -3,401  
    OMXH 25 short Outokumpu 1,043.77 6.420   31/12/12 7.400 6,701        274,848 -10,102  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
19/11/12 Sell SMI long Swiss Re 100.24 54.864   18/06/12 46.620 -4,673 5,500 826 165,573  270,175 -4,602 265,573
    Nikkei (TYO) short Nippon Sheet Glass 630.10 7.143 8.148 16/07/12 7.629 -4,807 5,134 327 165,900  265,368 532 265,900
  Buy PSI 20 Impresa 22,965.52 0.290   17/12/12 0.300 6,660        272,028 -6,128  
    SMI Julius Bär 254.97 26.121   17/12/12 27.324 6,660        278,688 -12,788  
    Nikkei (TYO) long Subaru 814.61 8.176   7/10/13 20.003 6,660        285,348 -19,448  
26/11/12 Sell SDAX long ADLER Real Estate 4,008.86 1.285   29/10/12 1.580 -6,334 5,151 -1,183 164,717  279,014 -14,297 264,717
    SLI short Lonza 165.17 36.099 32.909 23/04/12 34.504 -5,699 5,436 -263 164,454  273,315 -8,861 264,454
  Buy SDAX Deutz 1,965.85 3.250   10/12/12 3.138 6,389        279,704 -15,250  
    SLI long Swiss Life 61.30 104.219   24/06/13 120.698 6,389        286,093 -21,639  
10/12/12 Sell SSE 50 short China Unicom 9,731.23 0.413 0.620 4/06/12 0.506 -4,924 6,029 1,105 165,559  281,169 -15,610 265,559
    SDAX Deutz 1,965.85 3.138 3.366 26/11/12 3.250 -6,389 6,617 228 165,787  274,780 -8,993 265,787
    CAC Next 20 Hermes International 28.68 235.500 187.400 1/10/12 211.450 -6,064 5,375 -690 165,097  268,715 -3,618 265,097
  Buy SSE 50 long China Rwy Constr 9,128.49 0.716   29/04/13 0.634 6,536        275,251 -10,154  
    CAC 40 Societe Generale 226.83 28.815   14/01/13 34.140 6,536        281,787 -16,691  
    SDAX ADLER Real Estate 4,668.57 1.400   10/06/13 2.099 6,536        288,323 -23,227  
17/12/12 Sell PSI 20 short Impresa 22,965.52 0.300 0.280 19/11/12 0.290 -6,660 6,430 -230 164,867  281,663 -16,796 264,867
    SMI Julius Bär 254.97 27.324 24.917 19/11/12 26.121 -6,660 6,353 -307 164,560  275,003 -10,443 264,560
  Buy   long Richemont 105.99 59.929   14/10/13 74.199 6,352        281,355 -16,795  
24/12/12 Sell MerVal short Pampa Energía 43,743.09 0.147 0.143 29/10/12 0.145 -6,334 6,242 -92 164,468  275,021 -10,553 264,468
  Buy   long Gr Fin Galicia 9,100.95 0.697   27/05/13 0.697 6,347        281,368 -16,900  
31/12/12 Sell OMXH 25 short Outokumpu 1,043.77 7.400 5.440 12/11/12 6.420 -6,701 5,678 -1,023 163,446  274,667 -11,222 263,446
  Buy   long Orion 284.01 22.200   18/03/13 22.000 6,305        280,972 -17,527  
7/01/13 Sell OBX 25 long Grieg Seafood 5,024.79 1.707   3/09/12 1.371 -6,891 8,576 1,685 165,130  274,081 -8,951 265,130
    Nikkei (FRA) short Nippon Sheet Glass 328.04 9.100 8.980 14/05/12 9.040 -2,965 2,946 -20 165,111  271,116 -6,005 265,111
      Sharp 76.77 23.550 63.366 14/05/12 38.630 -2,966 4,865 1,899 167,010  268,150 -1,140 267,010
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 long Mediaset Esp 1,166.78 5.696   4/02/13 5.150 6,646        274,796 -7,786  
    OBX 25 short REC Silicon 3,687.51 1.802   21/01/13 1.488 6,646        281,442 -14,432  
    Nikkei (FRA) long Subaru 335.66 9.900   14/01/13 9.907 3,323        284,765 -17,755  
      Shinsei Bank 213.01 15.600   14/01/13 13.840 3,323        288,088 -21,078  
14/01/13 Sell CAC 40 long Societe Generale 226.83 34.140   10/12/12 28.815 -6,536 7,744 1,208 168,218  281,552 -13,334 268,218
    MDAX short Ströer Media 955.35 6.901 6.359 29/10/12 6.630 -6,334 6,075 -259 167,959  275,218 -7,259 267,959
    Nikkei (FRA) long Subaru 335.66 9.907   7/01/13 9.900 -3,323 3,325 2 167,961  271,895 -3,934 267,961
      Shinsei Bank 213.01 13.840   7/01/13 15.600 -3,323 2,948 -375 167,586  268,572 -986 267,586
  Buy CAC 40 short Engie 431.95 15.430   28/01/13 15.390 6,665        275,237 -7,651  
    Nikkei (FRA) Screen 171.03 19.485   11/02/13 16.805 3,333        278,570 -10,983  
21/01/13 Sell OBX 25 short REC Silicon 3,687.51 1.488 2.182 7/01/13 1.802 -6,646 8,048 1,402 168,988  271,924 -2,936 268,988
  Buy   long Grieg Seafood 3,830.34 1.736   28/01/13 1.688 6,651        278,575 -9,587  
28/01/13 Sell CAC 40 short Engie 431.95 15.390 15.470 14/01/13 15.430 -6,665 6,682 17 169,005  271,910 -2,904 269,005
    OBX 25 long Grieg Seafood 3,830.34 1.688   21/01/13 1.736 -6,651 6,466 -185 168,820  265,259 3,562 268,820
  Buy CAC 40 Credit Agricole 877.22 7.762   11/02/13 7.414 6,809        272,068 -3,247  
    OBX 25 short REC Silicon 4,401.99 1.547   25/02/13 1.312 6,809        278,877 -10,056  
4/02/13 Sell IBEX 35 long Mediaset Esp 1,166.78 5.150   7/01/13 5.696 -6,646 6,009 -637 168,183  272,231 -4,048 268,183
11/02/13 Sell CAC 40 long Credit Agricole 877.22 7.414   28/01/13 7.762 -6,809 6,504 -305 167,878  265,422 2,456 267,878
    Nikkei (FRA) short Screen 171.03 16.805 22.592 14/01/13 19.485 -3,333 3,864 531 168,409  262,089 6,320 268,409
    GCX REC Silicon 1,638.26 1.027 11.783 23/04/12 3.479 -5,699 19,304 13,605 182,014  256,390 25,624 282,014
  Buy CAC 40 Orange 975.52 7.883   25/02/13 7.479 7,690        264,080 17,934  
    ÖkoDAX (deprecated) long PNE Wind 2,756.27 2.790   29/04/13 2.700 7,690        271,770 10,244  
    Nikkei (FRA) Subaru 356.02 10.800   26/08/13 18.441 3,845        275,615 6,399  
      Mazda Motor 308.96 12.445   26/08/13 15.485 3,845        279,460 2,554  
    GCX SunPower 1,088.82 7.063   25/11/13 21.795 7,690        287,150 -5,136  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
18/02/13 Buy GEX long MBB 374.11 18.500   22/04/13 17.650 6,921        294,071 -12,057  
25/02/13 Sell CAC 40 short Orange 975.52 7.479 8.309 11/02/13 7.883 -7,690 8,105 415 182,430  286,381 -3,952 282,430
    OBX 25 REC Silicon 4,401.99 1.312 1.824 28/01/13 1.547 -6,809 8,031 1,222 183,651  279,572 4,079 283,651
  Buy CAC 40 long Credit Agricole 962.27 7.475   22/04/13 6.300 7,193        286,765 -3,114  
    OBX 25 Norwegian 2.46 2,924.050   15/04/13 2,803.560 7,193        293,958 -10,307  
11/03/13 Sell Topix (FRA) short Kansai Electric Pwr 1,208.52 6.145 5.259 3/09/12 5.702 -6,891 6,356 -535 183,116  287,067 -3,952 283,116
  Buy   long Mazda Motor 564.87 12.355   1/04/13 11.250 6,979        294,046 -10,931  
18/03/13 Sell OMXH 25 long Orion 284.01 22.000   31/12/12 22.200 -6,305 6,248 -57 183,059  287,741 -4,682 283,059
  Buy   short Outokumpu 1,260.69 5.520   16/09/13 4.600 6,959        294,700 -11,641  
25/03/13 Sell Athex LC long Alpha Bank 102.85 37.850   3/09/12 67.000 -6,891 3,893 -2,998 180,061  287,809 -7,748 280,061
  Buy   short Eurobank Ergasias 26.18 260.000   30/09/13 50.000 6,807        294,616 -14,555  
1/04/13 Sell Topix (FRA) long Mazda Motor 564.87 11.250   11/03/13 12.355 -6,979 6,355 -624 179,437  287,637 -8,200 279,437
  Buy   short Nidec 619.04 10.953   15/04/13 10.948 6,780        294,417 -14,981  
8/04/13 Sell HSI-C&I long Galaxy Entertainment 2,768.00 3.018   17/09/12 2.431 -6,729 8,355 1,626 181,063  287,688 -6,626 281,063
15/04/13 Sell OBX 25 long Norwegian 2.46 2,803.560   25/02/13 2,924.050 -7,193 6,897 -296 180,766  280,495 271 280,766
    Topix (FRA) short Nidec 619.04 10.948 10.957 1/04/13 10.953 -6,780 6,783 3 180,769  273,715 7,054 280,769
  Buy OBX 25 Frontline 970.61 7.413   21/10/13 8.829 7,195        280,910 -141  
    Topix (FRA) long Mazda Motor 614.69 11.705   3/06/13 14.600 7,195        288,105 -7,336  
22/04/13 Sell France long Eurofins Scientific 508.74 15.325   13/08/12 10.355 -5,268 7,796 2,528 183,297  282,837 460 283,297
    HSI Galaxy Entertainment 2,766.65 3.135   20/08/12 2.352 -6,508 8,673 2,165 185,462  276,329 9,133 285,462
    CAC 40 Credit Agricole 962.27 6.300   25/02/13 7.475 -7,193 6,062 -1,131 184,331  269,136 15,195 284,331
    TSX 60 Couche-Tard 973.52 7.405   20/08/12 6.685 -6,508 7,209 701 185,032  262,628 22,404 285,032
    CAC Mid 60 Eurofins Scientific 603.00 15.325   10/09/12 11.000 -6,633 9,241 2,608 187,640  255,995 31,645 287,640
    GEX MBB 374.11 17.650   18/02/13 18.500 -6,921 6,603 -318 187,322  249,074 38,248 287,322
  Buy France short ArcelorMittal 309.63 26.286   6/05/13 29.061 8,139        257,213 30,109  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI China Shenhua HK 3,199.04 2.544   16/09/13 2.475 8,139        265,352 21,970  
    CAC 40 ArcelorMittal 309.63 26.286   5/08/13 28.620 8,139        273,491 13,831  
    TSX 60 Barrick Gold 562.72 14.464   30/09/13 13.729 8,139        281,630 5,692  
    CAC Mid 60 CGG 16.35 497.920   29/04/13 532.320 8,141        289,771 -2,449  
    GEX YOC 1,612.00 5.049   23/09/13 2.219 8,139        297,910 -10,588  
29/04/13 Sell SSE 50 long China Rwy Constr 9,128.49 0.634   10/12/12 0.716 -6,536 5,790 -746 186,576  291,374 -4,798 286,576
    ÖkoDAX (deprecated) PNE Wind 2,756.27 2.700   11/02/13 2.790 -7,690 7,442 -248 186,328  283,684 2,644 286,328
    CAC Mid 60 short CGG 16.35 532.320 463.520 22/04/13 497.920 -8,141 7,579 -562 185,766  275,543 10,223 285,766
  Buy SSE 50 China Northern Rare 3,259.47 2.270   6/05/13 2.286 7,399        282,942 2,824  
    ÖkoDAX (deprecated) SolarWorld 69.77 106.050   13/04/15 14.550 7,399        290,341 -4,575  
6/05/13 Sell France short ArcelorMittal 309.63 29.061 23.511 22/04/13 26.286 -8,139 7,280 -859 184,907  282,202 2,705 284,907
    SSE 50 China Northern Rare 3,259.47 2.286 2.254 29/04/13 2.270 -7,399 7,347 -52 184,854  274,803 10,051 284,854
  Buy   long China Minsheng Bk 7,010.94 1.052   13/05/13 1.064 7,372        282,175 2,679  
13/05/13 Sell   long China Minsheng Bk 7,010.94 1.064   6/05/13 1.052 -7,372 7,461 89 184,943  274,803 10,140 284,943
    HSI-Fin Bank of China (HK) 2,819.26 2.748   17/09/12 2.387 -6,729 7,746 1,017 185,960  268,074 17,886 285,960
  Buy SSE 50 short China Northern Rare 3,207.91 2.368   4/11/13 2.137 7,596        275,670 10,290  
    HSI-Fin Ping An 2,535.38 2.996   14/10/13 2.804 7,596        283,266 2,694  
27/05/13 Sell MerVal long Gr Fin Galicia 9,100.95 0.697   24/12/12 0.697 -6,347 6,341 -6 185,954  276,919 9,035 285,954
  Buy   short Pampa Energía 45,294.84 0.163   10/06/13 0.158 7,374        284,293 1,661  
3/06/13 Sell Nordic 30 long Pandora 470.68 26.264   13/08/12 11.192 -5,268 12,362 7,094 193,048  279,025 14,023 293,048
    Topix (FRA) Mazda Motor 614.69 14.600   15/04/13 11.705 -7,195 8,974 1,780 194,827  271,830 22,997 294,827
  Buy Nordic 30 short Equinor 458.18 17.340   29/07/13 16.264 7,945        279,775 15,052  
    Topix (FRA) Inpex 998.99 7.953   18/11/13 8.519 7,945        287,720 7,107  
10/06/13 Sell SDAX long ADLER Real Estate 4,668.57 2.099   10/12/12 1.400 -6,536 9,799 3,263 198,091  281,184 16,907 298,091
    HSI-Prop China Ov Land & Inv 1,406.55 2.124   16/01/12 1.541 -2,167 2,987 820 198,911  279,017 19,894 298,911
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      China Res Land 1,533.86 2.183   16/01/12 1.413 -2,168 3,348 1,180 200,091  276,849 23,242 300,091
    MerVal short Pampa Energía 45,294.84 0.158 0.168 27/05/13 0.163 -7,374 7,591 217 200,308  269,475 30,833 300,308
    STI long ThaiBev 23,157.40 0.382   2/07/12 0.212 -4,914 8,837 3,923 204,231  264,561 39,670 304,231
  Buy France short ArcelorMittal 304.96 28.191   8/07/13 26.415 8,597        273,158 31,073  
    SDAX Hypoport 1,149.33 7.480   30/09/13 8.120 8,597        281,755 22,476  
    HSI-Prop Hang Lung 1,673.74 2.568   18/11/13 2.531 4,299        286,054 18,177  
      Sino Land 3,994.52 1.076   18/11/13 1.043 4,299        290,352 13,879  
    MerVal long Telecom Argentina 2,269.66 3.788   17/06/13 3.268 8,597        298,949 5,282  
    CAC Mid 60 short CGG 15.32 561.120   5/08/13 575.840 8,596        307,546 -3,315  
17/06/13 Sell ISEQ 20 long Kerry 81.25 42.250   27/08/12 37.580 -3,053 3,433 379 204,610  304,492 118 304,610
      Smurfit Kappa 466.18 12.270   27/08/12 6.550 -3,053 5,720 2,667 207,277  301,439 5,838 307,277
    MerVal Telecom Argentina 2,269.66 3.268   10/06/13 3.788 -8,597 7,417 -1,180 206,097  292,842 13,256 306,097
    Indices OMXC 20 99.89 70.001   10/09/12 66.404 -6,633 6,992 359 206,457  286,209 20,248 306,457
  Buy ISEQ 20 short C&C Group 964.68 4.233   29/07/13 4.100 4,083        290,292 16,165  
      CRH 261.24 15.631   29/07/13 15.994 4,083        294,376 12,081  
    PSI 20 long Teixeira Duarte 15,124.07 0.540   24/06/13 0.570 8,167        302,543 3,914  
    MerVal short Comercial del Plata 116,173.54 0.070   12/08/13 0.067 8,167        310,710 -4,253  
24/06/13 Sell Germany long ADLER Real Estate 5,621.19 2.050   10/09/12 1.180 -6,633 11,523 4,890 211,347  304,077 7,271 311,347
    BEL 20 Galapagos 396.27 14.210   12/11/12 16.910 -6,701 5,631 -1,070 210,277  297,376 12,902 310,277
    PSI 20 Teixeira Duarte 15,124.07 0.570   17/06/13 0.540 -8,167 8,621 454 210,731  289,209 21,522 310,731
    OMXC 20 Genmab 567.61 22.604   16/07/12 8.469 -4,807 12,830 8,023 218,754  284,402 34,353 318,754
    OMXS 30 Electrolux 136.95 19.030   23/07/12 17.722 -2,427 2,606 179 218,933  281,975 36,959 318,933
      Swedbank 176.01 16.871   23/07/12 13.789 -2,427 2,969 543 219,476  279,548 39,928 319,476
    FT 30 Ferguson 1.59 3,452.810   6/08/12 3,068.570 -4,879 5,490 611 220,087  274,669 45,418 320,087
    SLI Swiss Life 61.30 120.698   26/11/12 104.219 -6,389 7,399 1,010 221,097  268,280 52,817 321,097
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany short SolarWorld 101.65 91.950   29/07/13 77.250 9,347        277,627 43,470  
    MDAX Salzgitter 367.92 25.405   1/07/13 25.340 9,347        286,974 34,123  
    BEL 20 Aperam 1,123.44 8.320   15/07/13 8.461 9,347        296,321 24,776  
    OMXC 20 FLSmidth 266.81 35.032   1/07/13 34.376 9,347        305,668 15,429  
    OMXS 30 Boliden 489.41 9.549   8/07/13 9.256 4,673        310,341 10,756  
      Tele2 532.40 8.778   8/07/13 9.227 4,673        315,015 6,082  
    FT 30 Man Group 98.13 95.252   1/07/13 100.211 9,347        324,362 -3,265  
    SLI Kühne & Nagel 115.19 81.145   8/07/13 90.725 9,347        333,709 -12,612  
    BAX SFC Energy 1,967.79 4.750   1/07/13 4.650 9,347        343,056 -21,959  
1/07/13 Sell MDAX short Salzgitter 367.92 25.340 25.470 24/06/13 25.405 -9,347 9,371 24 221,121  333,709 -12,588 321,121
    OMXC 20 FLSmidth 266.81 34.376 35.701 24/06/13 35.032 -9,347 9,525 178 221,299  324,362 -3,062 321,299
    FT 30 Man Group 98.13 100.211 90.294 24/06/13 95.252 -9,347 8,861 -487 220,813  315,015 5,798 320,813
    BAX SFC Energy 1,967.79 4.650 4.852 24/06/13 4.750 -9,347 9,548 201 221,014  305,668 15,346 321,014
  Buy MDAX long Dürr 350.41 23.998   28/07/14 30.355 8,409        314,077 6,937  
    OMXC 20 Vestas Wind Systems 3,895.76 2.159   1/09/14 6.373 8,409        322,486 -1,472  
    FT 30 Lloyds Bank 112.31 74.871   9/09/13 90.907 8,409        330,895 -9,881  
    BAX Morphosys 190.49 44.145   14/04/14 58.270 8,409        339,304 -18,290  
8/07/13 Sell France short ArcelorMittal 304.96 26.415 30.086 10/06/13 28.191 -8,597 9,175 578 221,592  330,707 -9,115 321,592
    OMXS 30 Boliden 489.41 9.256 9.852 24/06/13 9.549 -4,673 4,822 148 221,740  326,033 -4,293 321,740
      Tele2 532.40 9.227 8.329 24/06/13 8.778 -4,673 4,434 -239 221,501  321,360 141 321,501
    SLI Kühne & Nagel 115.19 90.725 71.565 24/06/13 81.145 -9,347 8,244 -1,104 220,398  312,013 8,385 320,398
  Buy OMXS 30 long Nokia 1,290.02 3.186   13/10/14 6.407 4,109        316,122 4,276  
      Kinnevik 187.93 21.868   13/10/14 22.475 4,110        320,232 166  
    SLI Lonza 136.53 60.201   12/08/13 56.494 8,219        328,451 -8,053  
15/07/13 Sell BEL 20 short Aperam 1,123.44 8.461 8.179 24/06/13 8.320 -9,347 9,189 -158 220,239  319,104 1,135 320,239
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long KBC 256.27 31.350   13/10/14 40.740 8,034        327,138 -6,899  
29/07/13 Sell Germany short SolarWorld 101.65 77.250 109.447 24/06/13 91.950 -9,347 11,125 1,779 222,018  317,791 4,227 322,018
    ATX long Österreichische Post 194.05 31.600   25/06/12 25.890 -5,024 6,132 1,108 223,126  312,767 10,359 323,126
    ISEQ 20 short C&C Group 964.68 4.100 4.370 17/06/13 4.233 -4,083 4,216 132 223,258  308,684 14,575 323,258
      CRH 261.24 15.994 15.268 17/06/13 15.631 -4,083 3,989 -95 223,164  304,600 18,563 323,164
    Nordic 30 Equinor 458.18 16.264 18.488 3/06/13 17.340 -7,945 8,471 526 223,689  296,655 27,034 323,689
  Buy ATX Raiffeisen Bank Int 379.81 23.085   21/10/13 25.350 8,768        305,423 18,266  
    ISEQ 20 long FBD 281.03 15.600   5/08/13 16.650 4,384        309,807 13,882  
      Smurfit Kappa 306.57 14.300   5/08/13 15.150 4,384        314,191 9,498  
    Nordic 30 Pandora 305.30 28.719   28/04/14 46.257 8,768        322,959 730  
5/08/13 Sell CAC 40 short ArcelorMittal 309.63 28.620 23.952 22/04/13 26.286 -8,139 7,416 -723 222,967  314,820 8,147 322,967
    ISEQ 20 long FBD 281.03 16.650   29/07/13 15.600 -4,384 4,679 295 223,262  310,436 12,826 323,262
      Smurfit Kappa 306.57 15.150   29/07/13 14.300 -4,384 4,645 261 223,522  306,052 17,470 323,522
    CAC Mid 60 short CGG 15.32 575.840 546.400 10/06/13 561.120 -8,596 8,371 -226 223,297  297,456 25,841 323,297
  Buy ISEQ 20 C&C Group 1,053.85 4.141   9/09/13 4.285 4,364        301,820 21,477  
      Flutter 71.54 61.000   9/09/13 61.200 4,364        306,184 17,113  
12/08/13 Sell MerVal short Comercial del Plata 116,173.54 0.067 0.074 17/06/13 0.070 -8,167 8,574 407 223,704  298,017 25,687 323,704
    SLI long Lonza 136.53 56.494   8/07/13 60.201 -8,219 7,713 -506 223,198  289,798 33,400 323,198
  Buy MerVal Telecom Argentina 2,114.63 4.215   10/02/14 2.998 8,914        298,712 24,486  
    Indices Merval 17.78 501.316   4/08/14 750.468 8,913        307,625 15,573  
26/08/13 Sell Nikkei (FRA) long Subaru 356.02 18.441   11/02/13 10.800 -3,845 6,565 2,720 225,918  303,780 22,138 325,918
      Mazda Motor 308.96 15.485   11/02/13 12.445 -3,845 4,784 939 226,857  299,935 26,922 326,857
  Buy PSI 20 Teixeira Duarte 13,200.00 0.670   2/09/13 0.650 8,844        308,779 18,078  
    Nikkei (FRA) short Nikon 336.27 13.150   9/09/13 12.596 4,422        313,201 13,656  
2/09/13 Sell PSI 20 long Teixeira Duarte 13,200.00 0.650   26/08/13 0.670 -8,844 8,580 -264 226,593  304,357 22,236 326,593
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/09/13 Sell ISEQ 20 short C&C Group 1,053.85 4.285 3.997 5/08/13 4.141 -4,364 4,212 -152 226,441  299,993 26,448 326,441
      Flutter 71.54 61.200 60.800 5/08/13 61.000 -4,364 4,350 -14 226,427  295,629 30,798 326,427
    FT 30 long Lloyds Bank 112.31 90.907   1/07/13 74.871 -8,409 10,210 1,801 228,228  287,220 41,008 328,228
    Nikkei (FRA) short Nikon 336.27 12.596 13.728 26/08/13 13.150 -4,422 4,616 195 228,423  282,798 45,624 328,423
  Buy ISEQ 20 long Bank of Ireland 660.38 7.080   14/10/13 6.960 4,675        287,474 40,949  
      Smurfit Kappa 293.13 15.950   14/10/13 17.020 4,675        292,149 36,273  
    PSI 20 Impresa 13,751.47 0.680   16/09/13 0.670 9,351        301,500 26,922  
    FT 30 short Man Group 88.69 105.435   14/10/13 92.741 9,351        310,851 17,571  
    Nikkei (FRA) long Furukawa Co 279.47 16.730   30/09/13 17.160 4,676        315,527 12,896  
      Tokyo Electric Power 1,195.78 3.910   30/09/13 4.520 4,676        320,202 8,220  
16/09/13 Sell HSI short China Shenhua HK 3,199.04 2.475 2.615 22/04/13 2.544 -8,139 8,366 227 228,649  312,063 16,586 328,649
    OMXH 25 Outokumpu 1,260.69 4.600 6.624 18/03/13 5.520 -6,959 8,351 1,392 230,041  305,104 24,937 330,041
    PSI 20 long Impresa 13,751.47 0.670   9/09/13 0.680 -9,351 9,213 -138 229,904  295,753 34,150 329,904
  Buy HSI Galaxy Entertainment 1,700.61 5.352   23/12/13 6.370 9,101        304,854 25,049  
    OMXH 25 Nokia 1,928.18 4.720   21/10/13 5.265 9,101        313,955 15,948  
23/09/13 Sell GEX short YOC 1,612.00 2.219 11.488 22/04/13 5.049 -8,139 18,519 10,380 240,284  305,816 34,467 340,284
  Buy PSI 20 long Teixeira Duarte 14,193.94 0.660   9/12/13 0.920 9,368        315,184 25,099  
    GEX Manz 174.87 53.570   14/04/14 65.730 9,368        324,552 15,732  
30/09/13 Sell SDAX short Hypoport 1,149.33 8.120 6.840 10/06/13 7.480 -8,597 7,861 -736 239,548  315,955 23,593 339,548
    TSX 60 Barrick Gold 562.72 13.729 15.238 22/04/13 14.464 -8,139 8,574 435 239,983  307,816 32,167 339,983
    Athex LC Eurobank Ergasias 26.18 50.000 1,352.000 25/03/13 260.000 -6,807 35,395 28,589 268,572  301,009 67,563 368,572
    Nikkei (FRA) long Furukawa Co 279.47 17.160   9/09/13 16.730 -4,676 4,796 120 268,692  296,334 72,359 368,692
      Tokyo Electric Power 1,195.78 4.520   9/09/13 3.910 -4,676 5,405 729 269,422  291,658 77,763 369,422
  Buy SDAX ADLER Real Estate 3,789.49 2.950   14/10/13 3.079 11,179        302,837 66,584  
    HSI-C&I Galaxy Entertainment 2,160.57 5.174   3/02/14 7.265 11,179        314,016 55,405  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Bausch Health 145.41 76.879   29/09/14 102.197 11,179        325,195 44,226  
    Athex LC Aegean Airlines 2,661.67 4.200   27/01/14 7.210 11,179        336,374 33,047  
    Nikkei (FRA) short Nikon 427.33 13.080   4/11/13 13.433 5,589        341,964 27,458  
    CAC Next 20 SES 528.56 21.150   7/10/13 21.020 11,179        353,143 16,279  
7/10/13 Sell   short SES 528.56 21.020 21.281 30/09/13 21.150 -11,179 11,248 69 269,491  341,964 27,527 369,491
    Nikkei (TYO) long Subaru 814.61 20.003   19/11/12 8.176 -6,660 16,295 9,635 279,126  335,304 43,822 379,126
  Buy CAC Next 20 EDF 444.99 23.760   28/10/13 25.570 10,573        345,877 33,249  
    Nikkei (TYO) short Nikon 835.78 12.650   14/10/13 13.191 10,573        356,450 22,676  
14/10/13 Sell SDAX long ADLER Real Estate 3,789.49 3.079   30/09/13 2.950 -11,179 11,668 489 279,614  345,271 34,344 379,614
    HSI-Fin short Ping An 2,535.38 2.804 3.201 13/05/13 2.996 -7,596 8,116 520 280,134  337,675 42,460 380,134
    ISEQ 20 long Bank of Ireland 660.38 6.960   9/09/13 7.080 -4,675 4,596 -79 280,055  332,999 47,056 380,055
      Smurfit Kappa 293.13 17.020   9/09/13 15.950 -4,675 4,989 314 280,369  328,324 52,045 380,369
    FT 30 short Man Group 88.69 92.741 119.865 9/09/13 105.435 -9,351 10,631 1,280 281,649  318,973 62,676 381,649
    SMI long Richemont 105.99 74.199   17/12/12 59.929 -6,352 7,864 1,512 283,161  312,621 70,540 383,161
    Nikkei (TYO) short Nikon 835.78 13.191 12.110 7/10/13 12.650 -10,573 10,121 -452 282,709  302,048 80,661 382,709
  Buy HSI-Fin long AIA 3,158.73 3.667   6/01/14 3.604 11,584        313,632 69,077  
    ISEQ 20 short C&C Group 1,379.05 4.200   28/10/13 4.008 5,792        319,424 63,285  
      Flutter 101.69 56.960   28/10/13 56.500 5,792        325,216 57,493  
    FT 30 long ITV 53.16 217.888   2/12/13 228.772 11,583        336,799 45,910  
    Nikkei (TYO) Tokyo Electric Power 2,967.59 3.904   4/11/13 3.961 11,584        348,383 34,326  
21/10/13 Sell ATX short Raiffeisen Bank Int 379.81 25.350 20.820 29/07/13 23.085 -8,768 7,908 -860 281,849  339,615 42,234 381,849
    OMXH 25 long Nokia 1,928.18 5.265   16/09/13 4.720 -9,101 10,152 1,051 282,900  330,514 52,386 382,900
    OBX 25 short Frontline 970.61 8.829 5.997 15/04/13 7.413 -7,195 5,821 -1,374 281,525  323,319 58,206 381,525
  Buy ATX long Wienerberger 841.41 13.065   11/08/14 11.525 10,993        334,312 47,213  
    SDAX ADLER Real Estate 3,676.59 2.990   31/03/14 5.100 10,993        345,305 36,220  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short YIT 1,104.82 9.950   28/10/13 10.035 10,993        356,298 25,227  
    OBX 25 long REC Silicon 3,101.95 3.544   16/12/13 2.538 10,993        367,291 14,234  
28/10/13 Sell ISEQ 20 short C&C Group 1,379.05 4.008 4.401 14/10/13 4.200 -5,792 6,069 277 281,803  361,499 20,304 381,803
      Flutter 101.69 56.500 57.424 14/10/13 56.960 -5,792 5,839 47 281,850  355,707 26,143 381,850
    OMXH 25 YIT 1,104.82 10.035 9.865 21/10/13 9.950 -10,993 10,899 -94 281,756  344,714 37,042 381,756
    CAC Next 20 long EDF 444.99 25.570   7/10/13 23.760 -10,573 11,378 805 282,562  334,141 48,421 382,562
  Buy ISEQ 20 Bank of Ireland 701.43 7.680   25/11/13 8.040 5,387        339,528 43,034  
      Smurfit Kappa 313.02 17.210   25/11/13 17.550 5,387        344,915 37,647  
    OMXH 25 Nokia 2,172.18 4.960   11/11/13 5.770 10,774        355,689 26,873  
    CAC Next 20 short STMicroelectronics 1,926.34 5.593   11/11/13 5.653 10,774        366,463 16,099  
4/11/13 Sell SSE 50 short China Northern Rare 3,207.91 2.137 2.623 13/05/13 2.368 -7,596 8,416 820 283,381  358,867 24,514 383,381
    Nikkei (FRA) Nikon 427.33 13.433 12.727 30/09/13 13.080 -5,589 5,439 -151 283,230  353,277 29,953 383,230
    Nikkei (TYO) long Tokyo Electric Power 2,967.59 3.961   14/10/13 3.904 -11,584 11,755 171 283,402  341,693 41,708 383,402
  Buy SSE 50 Shanghai Oriental 2,416.60 4.398   23/12/13 4.388 10,627        352,320 31,081  
    Nikkei (FRA) Softbank Group 186.11 28.550   16/12/13 30.884 5,313        357,634 25,768  
      Tokyo Electric Power 1,340.44 3.964   16/12/13 3.730 5,314        362,947 20,454  
    Nikkei (TYO) short Nikon 790.91 13.437   18/11/13 13.220 10,627        373,574 9,827  
11/11/13 Sell OMXH 25 long Nokia 2,172.18 5.770   28/10/13 4.960 -10,774 12,533 1,759 285,161  362,800 22,361 385,161
    CAC Next 20 short STMicroelectronics 1,926.34 5.653 5.533 28/10/13 5.593 -10,774 10,658 -116 285,045  352,026 33,019 385,045
  Buy OMXH 25 Outokumpu 2,986.00 3.500   2/12/13 3.690 10,451        362,477 22,568  
    CAC Next 20 long EDF 403.83 25.880   9/12/13 26.640 10,451        372,928 12,117  
18/11/13 Sell HSI-Prop short Hang Lung 1,673.74 2.531 2.606 10/06/13 2.568 -4,299 4,362 64 285,109  368,630 16,479 385,109
      Sino Land 3,994.52 1.043 1.110 10/06/13 1.076 -4,299 4,436 137 285,246  364,331 20,915 385,246
    Topix (FRA) Inpex 998.99 8.519 7.387 3/06/13 7.953 -7,945 7,380 -565 284,681  356,387 28,294 384,681
    Nikkei (TYO) Nikon 790.91 13.220 13.657 4/11/13 13.437 -10,627 10,801 174 284,855  345,759 39,095 384,855
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Prop long CK Hutchison 447.10 11.852   10/02/14 10.645 5,299        351,058 33,796  
      China Ov Land & Inv 2,283.36 2.321   10/02/14 1.876 5,299        356,357 28,497  
    Topix (FRA) Softbank Group 369.99 28.644   25/11/13 31.950 10,598        366,955 17,899  
    Nikkei (TYO) Minebea Mitsumi 2,110.61 5.021   3/03/14 6.187 10,598        377,553 7,301  
25/11/13 Sell ISEQ 20 long Bank of Ireland 701.43 8.040   28/10/13 7.680 -5,387 5,640 253 285,107  372,167 12,941 385,107
      Smurfit Kappa 313.02 17.550   28/10/13 17.210 -5,387 5,494 106 285,214  366,779 18,434 385,214
    Topix (FRA) Softbank Group 369.99 31.950   18/11/13 28.644 -10,598 11,821 1,223 286,437  356,181 30,255 386,437
    GCX SunPower 1,088.82 21.795   11/02/13 7.063 -7,690 23,731 16,041 302,477  348,491 53,986 402,477
  Buy ISEQ 20 short Flutter 101.76 56.070   2/12/13 56.450 5,706        354,197 48,280  
      Ryanair 978.31 5.832   2/12/13 6.109 5,706        359,903 42,575  
    Topix (FRA) Komatsu 729.46 15.643   9/06/14 16.815 11,411        371,314 31,164  
    GCX Aurubis 269.29 42.375   6/01/14 43.845 11,411        382,725 19,753  
2/12/13 Sell ISEQ 20 short Flutter 101.76 56.450 55.690 25/11/13 56.070 -5,706 5,667 -39 302,439  377,019 25,420 402,439
      Ryanair 978.31 6.109 5.555 25/11/13 5.832 -5,706 5,435 -271 302,168  371,314 30,854 402,168
    OMXH 25 Outokumpu 2,986.00 3.690 3.310 11/11/13 3.500 -10,451 9,884 -567 301,600  360,863 40,738 401,600
    FT 30 long ITV 53.16 228.772   14/10/13 217.888 -11,583 12,162 579 302,179  349,280 52,899 402,179
  Buy ISEQ 20 Bank of Ireland 682.01 8.340   14/04/14 8.250 5,688        354,968 47,211  
      Smurfit Kappa 329.93 17.240   14/04/14 17.010 5,688        360,656 41,523  
    OMXH 25 Nokia 1,925.20 5.909   9/12/13 5.850 11,376        372,032 30,147  
9/12/13 Sell   long Nokia 1,925.20 5.850   2/12/13 5.909 -11,376 11,262 -114 302,065  360,656 41,410 402,065
    PSI 20 Teixeira Duarte 14,193.94 0.920   23/09/13 0.660 -9,368 13,058 3,690 305,756  351,288 54,468 405,756
    CAC Next 20 EDF 403.83 26.640   11/11/13 25.880 -10,451 10,758 307 306,063  340,836 65,226 406,063
  Buy OMXH 25 short Metso 1,759.30 6.697   12/05/14 8.620 11,782        352,618 53,444  
    CAC Next 20 STMicroelectronics 2,161.83 5.450   13/01/14 5.763 11,782        364,400 41,662  
16/12/13 Sell OBX 25 long REC Silicon 3,101.95 2.538   21/10/13 3.544 -10,993 7,872 -3,121 302,941  353,407 49,534 402,941
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Softbank Group 186.11 30.884   4/11/13 28.550 -5,313 5,748 434 303,376  348,094 55,282 403,376
      Tokyo Electric Power 1,340.44 3.730   4/11/13 3.964 -5,314 5,000 -314 303,062  342,780 60,281 403,062
    DJ Global Titans Bank of America 879.28 11.075   29/10/12 7.204 -6,334 9,738 3,404 306,466  336,447 70,019 406,466
  Buy IBEX 35 short Acciona 299.60 39.760   20/01/14 48.255 11,912        348,359 58,107  
    OBX 25 TGS-NOPEC 701.85 16.972   23/12/13 17.469 11,912        360,271 46,195  
    Nikkei (FRA) Nitto Denko 205.51 28.981   30/12/13 30.258 5,956        366,226 40,239  
      Pacific Metals 239.58 24.860   30/12/13 26.180 5,956        372,182 34,283  
    CAC Mid 60 Adocia 2,086.16 5.710   23/12/13 5.660 11,912        384,094 22,371  
    DJ Global Titans IBM 92.17 129.242   23/12/13 133.044 11,912        396,007 10,459  
23/12/13 Sell SSE 50 long Shanghai Oriental 2,416.60 4.388   4/11/13 4.398 -10,627 10,604 -23 306,443  385,380 21,063 406,443
    HSI Galaxy Entertainment 1,700.61 6.370   16/09/13 5.352 -9,101 10,833 1,732 308,175  376,279 31,896 408,175
    OBX 25 short TGS-NOPEC 701.85 17.469 16.475 16/12/13 16.972 -11,912 11,563 -349 307,826  364,367 43,460 407,826
    CAC Mid 60 Adocia 2,086.16 5.660 5.760 16/12/13 5.710 -11,912 12,017 105 307,931  352,455 55,477 407,931
    DJ Global Titans IBM 92.17 133.044 125.440 16/12/13 129.242 -11,912 11,562 -350 307,581  340,542 67,038 407,581
  Buy SSE 50 Poly Developments 18,518.81 0.641   2/06/14 0.591 11,865        352,407 55,173  
    PSI 20 long Impresa 10,885.32 1.090   12/05/14 1.759 11,865        364,272 43,308  
    OBX 25 DNO International 4,082.37 2.906   17/02/14 2.830 11,865        376,137 31,443  
    FT 30 Int Cons Airlines 25.16 471.516   27/01/14 485.635 11,863        388,001 19,580  
    DJ Global Titans Alphabet A 581.16 20.416   27/10/14 21.652 11,865        399,866 7,715  
30/12/13 Sell Nikkei (FRA) short Nitto Denko 205.51 30.258 27.704 16/12/13 28.981 -5,956 5,693 -262 307,318  393,910 13,409 407,318
      Pacific Metals 239.58 26.180 23.540 16/12/13 24.860 -5,956 5,640 -316 307,002  387,954 19,048 407,002
  Buy   long Minebea Mitsumi 1,009.96 5.273   10/02/14 6.030 5,326        393,279 13,723  
      Softbank Group 168.40 31.625   10/02/14 27.751 5,326        398,605 8,397  
6/01/14 Sell HSI-Fin long AIA 3,158.73 3.604   14/10/13 3.667 -11,584 11,385 -199 306,804  387,021 19,782 406,804
    GCX short Aurubis 269.29 43.845 40.905 25/11/13 42.375 -11,411 11,015 -396 306,408  375,610 30,798 406,408
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Fin ICBC 23,294.97 0.469   2/06/14 0.478 10,930        386,540 19,868  
    GCX long Vestas Wind Systems 2,190.69 4.989   3/02/14 4.789 10,930        397,470 8,938  
13/01/14 Sell CAC Next 20 short STMicroelectronics 2,161.83 5.763 5.137 9/12/13 5.450 -11,782 11,105 -677 305,731  385,688 20,043 405,731
20/01/14 Sell IBEX 35 short Acciona 299.60 48.255 31.265 16/12/13 39.760 -11,912 9,367 -2,545 303,186  373,776 29,410 403,186
  Buy NZX 50 Chorus 11,543.55 0.937   2/06/14 1.063 10,814        384,590 18,596  
27/01/14 Sell Athex LC long Aegean Airlines 2,661.67 7.210   30/09/13 4.200 -11,179 19,191 8,012 311,198  373,411 37,787 411,198
    FT 30 Int Cons Airlines 25.16 485.635   23/12/13 471.516 -11,863 12,219 355 311,553  361,548 50,005 411,553
  Buy IBEX 35 short Repsol 658.37 17.525   17/02/14 17.625 11,538        373,085 38,467  
    Athex LC Eurobank Ergasias 235.47 49.000   9/05/16 0.875 11,538        384,623 26,929  
3/02/14 Sell HSI-C&I long Galaxy Entertainment 2,160.57 7.265   30/09/13 5.174 -11,179 15,696 4,517 316,069  373,444 42,625 416,069
    GCX Vestas Wind Systems 2,190.69 4.789   6/01/14 4.989 -10,930 10,492 -438 315,631  362,514 53,117 415,631
  Buy FT 30 Int Cons Airlines 23.45 499.638   10/02/14 509.014 11,717        374,231 41,400  
    GCX short Aurubis 288.62 40.600   3/03/14 38.880 11,718        385,949 29,682  
10/02/14 Sell HSI-Prop long CK Hutchison 447.10 10.645   18/11/13 11.852 -5,299 4,760 -539 315,092  380,650 34,442 415,092
      China Ov Land & Inv 2,283.36 1.876   18/11/13 2.321 -5,299 4,283 -1,016 314,076  375,351 38,725 414,076
    MerVal Telecom Argentina 2,114.63 2.998   12/08/13 4.215 -8,914 6,341 -2,574 311,503  366,437 45,066 411,503
    FT 30 Int Cons Airlines 23.45 509.014   3/02/14 499.638 -11,717 11,936 220 311,722  354,720 57,002 411,722
    Nikkei (FRA) Minebea Mitsumi 1,009.96 6.030   30/12/13 5.273 -5,326 6,090 765 312,487  349,395 63,092 412,487
      Softbank Group 168.40 27.751   30/12/13 31.625 -5,326 4,673 -652 311,834  344,069 67,765 411,834
  Buy HSI-Prop short New World Dev 1,698.64 3.529   28/07/14 3.549 5,995        350,064 61,771  
      The Wharf 3,239.74 1.850   28/07/14 2.205 5,994        356,058 55,776  
    Nikkei (FRA) Hitachi Zosen 1,406.17 4.263   30/06/14 3.700 5,995        362,053 49,782  
      Nitto Denko 191.54 31.297   30/06/14 33.890 5,995        368,047 43,787  
17/02/14 Sell IBEX 35 short Repsol 658.37 17.625 17.425 27/01/14 17.525 -11,538 11,472 -66 311,769  356,509 55,259 411,769
    OBX 25 long DNO International 4,082.37 2.830   23/12/13 2.906 -11,865 11,554 -311 311,458  344,644 66,813 411,458
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Petroleum Geo-Srvcs 1,572.12 7.605   2/06/14 7.980 11,956        356,600 54,857  
24/02/14 Buy MerVal long Edenor 37,065.18 0.315   15/12/14 0.569 11,657        368,257 43,200  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,110.61 6.187   18/11/13 5.021 -10,598 13,057 2,459 313,917  357,659 56,257 413,917
    GCX short Aurubis 288.62 38.880 42.396 3/02/14 40.600 -11,718 12,236 518 314,435  345,941 68,494 414,435
  Buy Nikkei (TYO) Hitachi Zosen 3,075.30 3.926   31/03/14 3.419 12,073        358,014 56,421  
    GCX long Vestas Wind Systems 2,412.86 5.004   14/04/14 5.847 12,073        370,087 44,348  
10/03/14 Buy IBEX 35 short Inditex 546.92 20.970   9/06/14 21.750 11,469        381,556 32,879  
31/03/14 Sell SDAX long ADLER Real Estate 3,676.59 5.100   21/10/13 2.990 -10,993 18,751 7,758 322,193  370,563 51,630 422,193
    Nikkei (TYO) short Hitachi Zosen 3,075.30 3.419 4.508 3/03/14 3.926 -12,073 13,865 1,792 323,985  358,490 65,494 423,985
  Buy SDAX Koenig & Bauer 994.80 12.300   5/05/14 11.730 12,236        370,726 53,258  
    Nikkei (TYO) long Minebea Mitsumi 1,899.09 6.443   7/04/14 6.630 12,236        382,962 41,022  
7/04/14 Sell   long Minebea Mitsumi 1,899.09 6.630   31/03/14 6.443 -12,236 12,590 354 324,339  370,726 53,612 424,339
  Buy   short Hitachi Zosen 3,460.68 3.453   28/07/14 3.842 11,948        382,674 41,664  
14/04/14 Sell ISEQ 20 long Bank of Ireland 682.01 8.250   2/12/13 8.340 -5,688 5,627 -61 324,277  376,986 47,291 424,277
      Smurfit Kappa 329.93 17.010   2/12/13 17.240 -5,688 5,612 -76 324,201  371,298 52,903 424,201
    BAX Morphosys 190.49 58.270   1/07/13 44.145 -8,409 11,100 2,691 326,892  362,889 64,003 426,892
    GEX Manz 174.87 65.730   23/09/13 53.570 -9,368 11,494 2,126 329,019  353,521 75,497 429,019
    GCX Vestas Wind Systems 2,412.86 5.847   3/03/14 5.004 -12,073 14,107 2,034 331,053  341,448 89,604 431,053
  Buy ISEQ 20 short C&C Group 1,452.68 4.480   19/01/15 3.322 6,508        347,956 83,096  
      Flutter 121.44 53.590   19/01/15 66.350 6,508        354,464 76,588  
    BAX Adva 4,063.69 3.203   21/04/14 3.210 13,016        367,480 63,572  
    GEX 4SC 454.13 28.662   26/01/15 18.284 13,016        380,497 50,556  
    GCX EJR 252.80 51.487   28/04/14 51.524 13,016        393,512 37,540  
21/04/14 Sell BAX short Adva 4,063.69 3.210 3.196 14/04/14 3.203 -13,016 12,988 -28 331,024  380,496 50,528 431,024
  Buy   long Sixt 416.11 28.930   5/05/14 28.890 12,038        392,534 38,490  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
28/04/14 Sell Nordic 30 long Pandora 305.30 46.257   29/07/13 28.719 -8,768 14,122 5,354 336,378  383,767 52,612 436,378
    GCX short EJR 252.80 51.524 51.450 14/04/14 51.487 -13,016 13,006 -9 336,369  370,751 65,618 436,369
  Buy Germany SolarWorld 406.51 30.870   9/06/14 16.900 12,549        383,300 53,069  
    Nordic 30 Carlsberg A 170.01 73.812   5/05/14 74.896 12,549        395,848 40,520  
    GCX long Vestas Wind Systems 2,036.45 6.162   19/05/14 7.076 12,549        408,397 27,971  
5/05/14 Sell SDAX short Koenig & Bauer 994.80 11.730 12.898 31/03/14 12.300 -12,236 12,831 595 336,964  396,161 40,802 436,964
    Nordic 30 Carlsberg A 170.01 74.896 72.728 28/04/14 73.812 -12,549 12,365 -184 336,779  383,613 53,167 436,779
    BAX long Sixt 416.11 28.890   21/04/14 28.930 -12,038 12,021 -17 336,763  371,575 65,188 436,763
  Buy SDAX ADLER Real Estate 2,502.09 5.015   19/05/14 5.000 12,548        384,123 52,640  
    Nordic 30 Pandora 257.50 48.729   15/09/14 59.766 12,548        396,670 40,092  
    BAX short Adva 3,921.25 3.200   9/06/14 3.196 12,548        409,218 27,544  
12/05/14 Sell OMXH 25 short Metso 1,759.30 8.620 4.774 9/12/13 6.697 -11,782 8,399 -3,383 333,380  397,436 35,943 433,380
    PSI 20 long Impresa 10,885.32 1.759   23/12/13 1.090 -11,865 19,147 7,282 340,662  385,571 55,091 440,662
  Buy OMXH 25 Outokumpu 1,855.24 6.680   19/05/14 6.250 12,393        397,964 42,698  
19/05/14 Sell SDAX long ADLER Real Estate 2,502.09 5.000   5/05/14 5.015 -12,548 12,510 -38 340,624  385,416 55,208 440,624
    OMXH 25 Outokumpu 1,855.24 6.250   12/05/14 6.680 -12,393 11,595 -798 339,827  373,023 66,803 439,827
    GCX Vestas Wind Systems 2,036.45 7.076   28/04/14 6.162 -12,549 14,411 1,862 341,688  360,474 81,214 441,688
  Buy HSI Citic Pacific 10,091.09 1.295   10/11/14 1.393 13,072        373,546 68,142  
    SDAX short WCM 8,053.72 1.623   26/05/14 1.623 13,072        386,618 55,070  
    OMXH 25 YIT 1,766.49 7.400   26/01/15 5.508 13,072        399,690 41,998  
    GCX Energy Recovery 3,878.36 3.371   2/03/15 3.076 13,072        412,762 28,926  
26/05/14 Sell SDAX short WCM 8,053.72 1.623 1.623 19/05/14 1.623 -13,072 13,072 0 341,688  399,690 41,998  
  Buy   long ADLER Real Estate 2,198.55 5.500   9/06/14 6.050 12,092        411,782 29,906  
    HSI-C&I Tencent 1,189.02 10.170   6/10/14 12.196 12,092        423,874 17,814  
2/06/14 Sell SSE 50 short Poly Developments 18,518.81 0.591 0.695 23/12/13 0.641 -11,865 12,865 1,000 342,688  412,009 30,679 442,688
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin ICBC 23,294.97 0.478 0.460 6/01/14 0.469 -10,930 10,725 -205 342,483  401,079 41,404 442,483
    OBX 25 Petroleum Geo-Srvcs 1,572.12 7.980 7.230 17/02/14 7.605 -11,956 11,367 -589 341,894  389,123 52,771 441,894
    NZX 50 Chorus 11,543.55 1.063 0.811 20/01/14 0.937 -10,814 9,357 -1,457 340,437  378,309 62,128 440,437
  Buy SSE 50 long Sinolink Secs 10,925.22 1.150   23/06/14 1.117 12,564        390,873 49,564  
    HSI-Fin HK Exchgs & Clrg 918.06 13.685   29/09/14 17.213 12,564        403,437 37,000  
    OBX 25 Grieg Seafood 3,724.43 3.373   30/06/14 3.430 12,564        416,001 24,436  
    FT 30 National Grid 11.39 1,103.450   9/06/14 1,037.210 12,568        428,570 11,868  
    NZX 50 Tourism 18,043.95 0.696   21/07/14 0.758 12,564        441,134 -696  
9/06/14 Sell Germany short SolarWorld 406.51 16.900 56.388 28/04/14 30.870 -12,549 22,922 10,373 350,811  428,585 22,226 450,811
    SDAX long ADLER Real Estate 2,198.55 6.050   26/05/14 5.500 -12,092 13,301 1,209 352,020  416,493 35,527 452,020
    IBEX 35 short Inditex 546.92 21.750 20.190 10/03/14 20.970 -11,469 11,042 -427 351,593  405,024 46,570 451,593
    FT 30 long National Grid 11.39 1,037.210   2/06/14 1,103.450 -12,568 11,814 -754 350,839  392,456 58,383 450,839
    Topix (FRA) short Komatsu 729.46 16.815 14.471 25/11/13 15.643 -11,411 10,556 -855 349,984  381,045 68,939 449,984
    BAX Adva 3,921.25 3.196 3.204 5/05/14 3.200 -12,548 12,564 16 350,000  368,497 81,503 450,000
  Buy SDAX WCM 8,307.75 1.599   29/12/14 1.381 13,287        381,784 68,216  
    FT 30 Tesco 28.85 460.539   17/11/14 306.530 13,287        395,070 54,929  
    Topix (FRA) long Fujitsu 265.58 50.030   15/09/14 48.100 13,287        408,357 41,643  
    BAX Cancom 673.10 19.740   16/06/14 18.403 13,287        421,644 28,356  
16/06/14 Sell   long Cancom 673.10 18.403   9/06/14 19.740 -13,287 12,387 -900 349,099  408,357 40,742 449,099
  Buy IBEX 35 short ArcelorMittal 373.47 32.790   2/03/15 28.860 12,246        420,603 28,496  
    BAX Adva 3,904.97 3.136   23/06/14 3.096 12,246        432,849 16,250  
23/06/14 Sell SSE 50 long Sinolink Secs 10,925.22 1.117   2/06/14 1.150 -12,564 12,203 -361 348,739  420,285 28,454 448,739
    BAX short Adva 3,904.97 3.096 3.177 16/06/14 3.136 -12,246 12,404 158 348,897  408,039 40,858 448,897
  Buy SSE 50 Kangmei Pharma 14,203.02 0.862   7/07/14 0.868 12,243        420,282 28,615  
    CAC Next 20 Arkema 173.28 70.655   26/01/15 62.720 12,243        432,525 16,372  
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 CGG 35.66 343.360   19/01/15 153.600 12,244        444,769 4,127  
    BAX long Wacker Neuson 738.87 16.570   14/07/14 17.170 12,243        457,013 -8,116  
30/06/14 Sell OBX 25 long Grieg Seafood 3,724.43 3.430   2/06/14 3.373 -12,564 12,774 210 349,107  444,449 4,659 449,107
    Nikkei (FRA) short Hitachi Zosen 1,406.17 3.700 4.912 10/02/14 4.263 -5,995 6,907 912 350,020  438,454 11,565 450,020
      Nitto Denko 191.54 33.890 28.704 10/02/14 31.297 -5,995 5,498 -497 349,523  432,459 17,063 449,523
  Buy OBX 25 Norwegian 4.86 2,398.530   7/07/14 2,546.850 11,657        444,116 5,407  
    Nikkei (FRA) long Fujitsu 106.06 54.990   17/08/15 44.550 5,832        449,949 -426  
      Minebea Mitsumi 709.14 8.224   17/08/15 12.573 5,832        455,781 -6,258  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,203.02 0.868 0.856 23/06/14 0.862 -12,243 12,152 -91 349,432  443,538 5,894 449,432
    OBX 25 Norwegian 4.86 2,546.850 2,250.210 30/06/14 2,398.530 -11,657 10,936 -721 348,711  431,881 16,831 448,711
  Buy SSE 50 long AECC Aviation Power 3,910.75 2.976   3/08/15 7.097 11,638        443,519 5,193  
    OBX 25 SalMar 863.37 13.480   28/07/14 14.639 11,638        455,157 -6,446  
14/07/14 Sell BAX long Wacker Neuson 738.87 17.170   23/06/14 16.570 -12,243 12,686 443 349,154  442,914 6,241 449,154
21/07/14 Sell NZX 50 long Tourism 18,043.95 0.758   2/06/14 0.696 -12,564 13,676 1,112 350,266  430,350 19,916 450,266
  Buy France short CGG 43.97 267.296   29/12/14 160.352 11,753        442,103 8,163  
    NZX 50 a2 Milk 30,000.00 0.392   28/07/14 0.401 11,754        453,857 -3,591  
28/07/14 Sell MDAX long Dürr 350.41 30.355   1/07/13 23.998 -8,409 10,637 2,228 352,494  445,448 7,046 452,494
    HSI-Prop short New World Dev 1,698.64 3.549 3.509 10/02/14 3.529 -5,995 5,961 -33 352,460  439,453 13,007 452,460
      The Wharf 3,239.74 2.205 1.496 10/02/14 1.850 -5,994 4,847 -1,148 351,313  433,459 17,854 451,313
    OBX 25 long SalMar 863.37 14.639   7/07/14 13.480 -11,638 12,639 1,001 352,313  421,821 30,493 452,313
    NZX 50 short a2 Milk 30,000.00 0.401 0.383 21/07/14 0.392 -11,754 11,487 -267 352,046  410,067 41,980 452,046
    Nikkei (TYO) Hitachi Zosen 3,460.68 3.842 3.063 7/04/14 3.453 -11,948 10,600 -1,348 350,698  398,119 52,579 450,698
  Buy Germany SolarWorld 838.73 15.000   12/01/15 12.350 12,581        410,700 39,999  
    MDAX Südzucker 906.09 13.885   2/02/15 11.245 12,581        423,281 27,417  
    HSI-Prop long CK Hutchison 458.16 13.730   24/08/15 10.950 6,290        429,571 21,127  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sino Land 5,024.36 1.252   24/08/15 1.200 6,291        435,862 14,836  
    OBX 25 short Petroleum Geo-Srvcs 1,949.64 6.453   11/08/14 6.127 12,581        448,443 2,255  
    NZX 50 long Tourism 16,907.67 0.744   22/02/16 1.542 12,581        461,024 -10,326  
    BAX Nemetschek 1,979.95 6.354   4/08/14 6.125 12,581        473,605 -22,907  
    Nikkei (TYO) Minebea Mitsumi 1,376.79 9.138   20/10/14 9.651 12,581        486,186 -35,488  
4/08/14 Sell HDAX long Dürr 503.67 28.230   23/01/12 9.125 -4,596 14,219 9,623 360,321  481,590 -21,269 460,321
    MIB Azimut 722.06 18.460   5/11/12 9.304 -6,718 13,329 6,611 366,932  474,872 -7,940 466,932
    BAX Nemetschek 1,979.95 6.125   28/07/14 6.354 -12,581 12,127 -454 366,478  462,291 4,188 466,478
    Indices Merval 17.78 750.468   12/08/13 501.316 -8,913 13,343 4,430 370,908  453,377 17,531 470,908
  Buy HDAX short Südzucker 937.79 13.020   12/01/15 11.160 12,210        465,587 5,321  
    Indices PSI 20 2.09 5,854.360   18/08/14 5,654.350 12,236        477,823 -6,915  
11/08/14 Sell ATX long Wienerberger 841.41 11.525   21/10/13 13.065 -10,993 9,697 -1,296 369,612  466,830 2,782 469,612
    DAX Continental 80.74 133.083   16/07/12 59.533 -4,807 10,745 5,938 375,551  462,023 13,528 475,551
    OBX 25 short Petroleum Geo-Srvcs 1,949.64 6.127 6.796 28/07/14 6.453 -12,581 13,250 669 376,220  449,442 26,778 476,220
  Buy ATX Raiffeisen Bank Int 664.94 18.910   16/02/15 13.795 12,574        462,016 14,204  
    DAX Adidas 218.87 57.450   18/08/14 60.070 12,574        474,590 1,630  
    OBX 25 long SalMar 954.55 13.173   18/08/14 12.880 12,574        487,164 -10,944  
18/08/14 Sell DAX short Adidas 218.87 60.070 54.830 11/08/14 57.450 -12,574 12,001 -573 375,646  474,590 1,056 475,646
    OBX 25 long SalMar 954.55 12.880   11/08/14 13.173 -12,574 12,295 -279 375,367  462,016 13,351 475,367
    Indices short PSI 20 2.09 5,654.350 6,061.440 4/08/14 5,854.360 -12,236 12,668 433 375,800  449,780 26,019 475,800
  Buy DAX long Vonovia 549.50 22.830   6/10/14 22.420 12,545        462,326 13,474  
    OBX 25 short Petroleum Geo-Srvcs 2,056.66 6.100   16/02/15 5.700 12,545        474,871 929  
    Indices long Merval 16.00 784.124   6/10/14 1,022.100 12,546        487,417 -11,617  
1/09/14 Sell OMXC 20 long Vestas Wind Systems 3,895.76 6.373   1/07/13 2.159 -8,409 24,827 16,418 392,218  479,008 13,210 492,218
  Buy   short Demant 1,074.16 11.763   8/09/14 11.966 12,635        491,643 575  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/09/14 Sell   short Demant 1,074.16 11.966 11.559 1/09/14 11.763 -12,635 12,416 -219 391,999  479,008 12,991 491,999
  Buy   long Pandora 219.72 57.454   29/09/14 61.631 12,624        491,631 367  
15/09/14 Sell Nordic 30 long Pandora 257.50 59.766   5/05/14 48.729 -12,548 15,390 2,842 394,841  479,084 15,757 494,841
    Topix (FRA) Fujitsu 265.58 48.100   9/06/14 50.030 -13,287 12,774 -513 394,328  465,797 28,531 494,328
  Buy Nordic 30 short Volvo 1,486.83 8.791   10/11/14 9.334 13,071        478,868 15,460  
    Topix (FRA) Aeon 1,664.88 7.851   5/01/15 8.291 13,071        491,939 2,389  
29/09/14 Sell HSI-Fin long HK Exchgs & Clrg 918.06 17.213   2/06/14 13.685 -12,564 15,802 3,238 397,566  479,375 18,192 497,566
    TSX 60 Bausch Health 145.41 102.197   30/09/13 76.879 -11,179 14,860 3,681 401,248  468,196 33,052 501,248
    OMXC 20 Pandora 219.72 61.631   8/09/14 57.454 -12,624 13,542 918 402,165  455,572 46,594 502,165
  Buy HSI-Fin short ICBC 27,546.18 0.498   3/11/14 0.526 13,718        469,290 32,876  
6/10/14 Sell DAX long Vonovia 549.50 22.420   18/08/14 22.830 -12,545 12,320 -225 401,940  456,745 45,195 501,940
    HSI-C&I Tencent 1,189.02 12.196   26/05/14 10.170 -12,092 14,502 2,410 404,350  444,653 59,697 504,350
    Indices Merval 16.00 1,022.100   18/08/14 784.124 -12,546 16,354 3,808 408,157  432,107 76,050 508,157
  Buy DAX short Deutsche Lufthansa 1,209.02 12.080   17/11/14 13.145 14,605        446,712 61,445  
    HSI-C&I Galaxy Entertainment 2,964.64 4.926   13/04/15 4.822 14,605        461,317 46,840  
    PSI 20 Pharol 8,960.12 1.630   23/02/15 0.697 14,605        475,922 32,235  
    Indices PSI 20 2.64 5,537.710   23/02/15 5,494.440 14,620        490,541 17,616  
13/10/14 Sell S&P 100 long Gilead Sciences 268.49 79.611   17/09/12 25.063 -6,729 21,375 14,646 422,803  483,812 38,991 522,803
    BEL 20 KBC 256.27 40.740   15/07/13 31.350 -8,034 10,440 2,406 425,209  475,778 49,431 525,209
    OMXS 30 Nokia 1,290.02 6.407   8/07/13 3.186 -4,109 8,265 4,155 429,364  471,669 57,696 529,364
      Kinnevik 187.93 22.475   8/07/13 21.868 -4,110 4,224 114 429,478  467,559 61,919 529,478
  Buy S&P 100 short General Motors 632.35 23.379   27/10/14 23.689 14,784        482,343 47,135  
    BEL 20 Galapagos 1,330.09 11.115   17/11/14 12.800 14,784        497,127 32,351  
    OMXS 30 MTG 319.65 23.125   3/11/14 24.302 7,392        504,519 24,959  
20/10/14 Sell Kospi 50 long Amorepacific Group 185.51 87.497   23/07/12 26.166 -4,854 16,232 11,378 440,856  499,665 41,191 540,856
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Roche 19.90 222.572   19/12/11 129.719 -2,581 4,429 1,848 442,704  497,083 45,620 542,704
    Nikkei (TYO) Minebea Mitsumi 1,376.79 9.651   28/07/14 9.138 -12,581 13,287 706 443,410  484,502 58,907 543,410
    SP Global 100 Apple 332.76 19.487   30/04/12 15.738 -5,237 6,485 1,248 444,657  479,265 65,392 544,657
  Buy Kospi 50 short Hyundai Heavy 182.48 83.577   8/12/14 94.176 15,251        494,517 50,141  
    Europe 50 Deutsche Bank 707.86 21.545   10/11/14 21.563 15,251        509,768 34,890  
    Nikkei (TYO) Toyo Seikan 1,857.27 8.212   27/10/14 8.725 15,251        525,018 19,639  
    SP Global 100 Deutsche Bank 707.86 21.545   3/11/14 22.134 15,251        540,269 4,388  
27/10/14 Sell S&P 100 short General Motors 632.35 23.689 23.070 13/10/14 23.379 -14,784 14,588 -196 444,462  525,485 18,976 544,462
    Nikkei (TYO) Toyo Seikan 1,857.27 8.725 7.698 20/10/14 8.212 -15,251 14,297 -954 443,508  510,234 33,273 543,508
    DJ Global Titans long Alphabet A 581.16 21.652   23/12/13 20.416 -11,865 12,583 718 444,226  498,370 45,857 544,226
  Buy S&P 100 Gilead Sciences 166.37 88.668   8/06/15 100.700 14,752        513,121 31,105  
    Nikkei (TYO) Minebea Mitsumi 1,407.98 10.477   24/08/15 10.589 14,752        527,873 16,353  
    DJ Global Titans short Samsung Electronics 900.25 16.387   10/11/14 18.745 14,752        542,625 1,601  
3/11/14 Sell HSI-Fin short ICBC 27,546.18 0.526 0.470 29/09/14 0.498 -13,718 12,958 -760 443,466  528,907 14,559 543,466
    OMXS 30 MTG 319.65 24.302 21.949 13/10/14 23.125 -7,392 7,016 -376 443,090  521,515 21,575 543,090
    SP Global 100 Deutsche Bank 707.86 22.134 20.956 20/10/14 21.545 -15,251 14,834 -417 442,673  506,264 36,409 542,673
  Buy HSI-Fin long HK Exchgs & Clrg 819.35 17.669   24/11/14 17.528 14,477        520,741 21,932  
    OMXC 20 Pandora 217.11 66.679   17/11/14 66.322 14,477        535,218 7,455  
    OMXS 30 Boliden 551.84 13.117   8/06/15 18.209 7,238        542,456 216  
      Electrolux 322.35 22.455   8/06/15 27.196 7,239        549,695 -7,022  
    SP Global 100 Apple 661.13 21.898   24/08/15 22.212 14,477        564,172 -21,499  
10/11/14 Sell HSI long Citic Pacific 10,091.09 1.393   19/05/14 1.295 -13,072 14,057 985 443,658  551,100 -7,442 543,658
    Europe 50 short Deutsche Bank 707.86 21.563 21.527 20/10/14 21.545 -15,251 15,238 -13 443,645  535,849 7,796 543,645
    Nordic 30 Volvo 1,486.83 9.334 8.249 15/09/14 8.791 -13,071 12,264 -807 442,838  522,778 20,060 542,838
    DJ Global Titans Samsung Electronics 900.25 18.745 14.028 27/10/14 16.387 -14,752 12,629 -2,123 440,716  508,026 32,689 540,716
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI Kunlun Energy 13,838.21 1.036   12/01/15 0.825 14,335        522,361 18,354  
    Europe 50 long Novartis 231.52 61.916   24/08/15 69.088 14,335        536,696 4,020  
    Nordic 30 Pandora 210.33 68.154   1/06/15 91.032 14,335        551,031 -10,315  
    DJ Global Titans Apple 654.59 21.899   15/12/14 21.746 14,335        565,366 -24,650  
17/11/14 Sell DAX short Deutsche Lufthansa 1,209.02 13.145 11.015 6/10/14 12.080 -14,605 13,317 -1,288 439,428  550,761 -11,333 539,428
    BEL 20 Galapagos 1,330.09 12.800 9.430 13/10/14 11.115 -14,784 12,543 -2,241 437,187  535,977 1,210 537,187
    OMXC 20 long Pandora 217.11 66.322   3/11/14 66.679 -14,477 14,399 -78 437,109  521,500 15,609 537,109
    FT 30 short Tesco 28.85 306.530 691.926 9/06/14 460.539 -13,287 19,962 6,676 443,785  508,214 35,571 543,785
  Buy DAX long Merck (EMD) 188.90 76.670   6/07/15 90.640 14,483        522,696 21,088  
    BEL 20 Proximus 474.85 30.500   24/11/14 30.740 14,483        537,179 6,605  
    OMXC 20 short FLSmidth 436.48 33.181   24/11/14 35.297 14,483        551,662 -7,878  
    FT 30 long Man Group 85.43 169.534   15/12/14 177.040 14,483        566,146 -22,361  
24/11/14 Sell HSI-Fin long HK Exchgs & Clrg 819.35 17.528   3/11/14 17.669 -14,477 14,361 -116 443,669  551,669 -7,999 543,669
    BEL 20 Proximus 474.85 30.740   17/11/14 30.500 -14,483 14,597 114 443,783  537,186 6,597 543,783
    OMXC 20 short FLSmidth 436.48 35.297 31.065 17/11/14 33.181 -14,483 13,559 -924 442,859  522,703 20,157 542,859
  Buy HSI-Fin HSBC 1,761.20 7.992   26/01/15 8.332 14,075        536,778 6,082  
    BEL 20 Galapagos 1,091.09 12.900   1/12/14 13.020 14,075        550,853 -7,993  
    OMXC 20 long Pandora 209.43 67.207   17/08/15 107.440 14,075        564,928 -22,068  
1/12/14 Sell BEL 20 short Galapagos 1,091.09 13.020 12.780 24/11/14 12.900 -14,075 13,944 -131 442,729  550,853 -8,124 542,729
  Buy   long Proximus 422.81 31.610   15/12/14 29.550 13,365        564,218 -21,489  
8/12/14 Sell Kospi 50 short Hyundai Heavy 182.48 94.176 72.978 20/10/14 83.577 -15,251 13,317 -1,934 440,794  548,967 -8,172 540,794
  Buy   long Amorepacific Group 160.55 82.934   6/07/15 157.893 13,315        562,282 -21,487  
15/12/14 Sell BEL 20 long Proximus 422.81 29.550   1/12/14 31.610 -13,365 12,494 -871 439,923  548,917 -8,993 539,923
    MerVal Edenor 37,065.18 0.569   24/02/14 0.315 -11,657 21,075 9,418 449,342  537,260 12,082 549,342
    FT 30 Man Group 85.43 177.040   17/11/14 169.534 -14,483 15,125 641 449,983  522,776 27,207 549,983
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 654.59 21.746   10/11/14 21.899 -14,335 14,235 -100 449,883  508,441 41,441 549,883
  Buy BEL 20 short Umicore 948.54 15.585   19/01/15 16.578 14,783        523,224 26,658  
    FT 30 Tesco 56.32 262.480   22/12/14 292.250 14,783        538,007 11,875  
22/12/14 Sell TecDAX short SMA Solar 225.04 14.800 46.789 21/05/12 26.315 -5,922 10,529 4,607 454,490  532,085 22,405 554,490
    FT 30 Tesco 56.32 292.250 232.709 15/12/14 262.480 -14,783 13,106 -1,677 452,813  517,303 35,511 552,813
  Buy   long Man Group 73.31 200.637   5/01/15 211.401 14,709        532,011 20,802  
29/12/14 Sell France short CGG 43.97 160.352 445.565 21/07/14 267.296 -11,753 19,591 7,838 460,652  520,258 40,394 560,652
    SDAX WCM 8,307.75 1.381 1.852 9/06/14 1.599 -13,287 15,383 2,096 462,748  506,971 55,776 562,748
  Buy France long Adocia 324.17 47.700   8/06/15 66.230 15,463        522,434 40,313  
    SDAX Patrizia Immobilien 1,257.15 12.300   19/01/15 14.055 15,463        537,897 24,851  
5/01/15 Sell FT 30 long Man Group 73.31 211.401   22/12/14 200.637 -14,709 15,498 789 463,537  523,188 40,348 563,537
    Topix (FRA) short Aeon 1,664.88 8.291 7.411 15/09/14 7.851 -13,071 12,338 -733 462,804  510,117 52,687 562,804
  Buy FT 30 Tesco 52.34 294.006   19/01/15 365.061 15,388        525,506 37,299  
    Topix (FRA) long Oriental Land 1,605.20 9.586   2/02/15 10.843 15,387        540,893 21,912  
12/01/15 Sell Germany short SolarWorld 838.73 12.350 18.219 28/07/14 15.000 -12,581 15,280 2,700 465,504  528,312 37,192 565,504
    HSI Kunlun Energy 13,838.21 0.825 1.300 10/11/14 1.036 -14,335 17,995 3,660 469,164  513,977 55,187 569,164
    HDAX Südzucker 937.79 11.160 15.190 4/08/14 13.020 -12,210 14,245 2,035 471,199  501,767 69,432 571,199
  Buy Germany long Ströer Media 650.62 24.615   15/06/15 40.315 16,015        517,782 53,417  
    HSI China Life Ins HK 4,832.38 3.314   13/07/15 3.728 16,015        533,797 37,402  
    HDAX Ströer Media 650.62 24.615   24/08/15 47.670 16,015        549,812 21,387  
19/01/15 Sell SDAX long Patrizia Immobilien 1,257.15 14.055   29/12/14 12.300 -15,463 17,669 2,206 473,405  534,349 39,056 573,405
    ISEQ 20 short C&C Group 1,452.68 3.322 6.042 14/04/14 4.480 -6,508 8,777 2,269 475,674  527,841 47,833 575,674
      Flutter 121.44 66.350 40.830 14/04/14 53.590 -6,508 4,958 -1,550 474,124  521,333 52,792 574,124
    BEL 20 Umicore 948.54 16.578 14.593 15/12/14 15.585 -14,783 13,842 -941 473,183  506,550 66,633 573,183
    FT 30 Tesco 52.34 365.061 222.950 5/01/15 294.006 -15,388 11,669 -3,719 469,464  491,161 78,302 569,464
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 CGG 35.66 153.600 767.553 23/06/14 343.360 -12,244 27,371 15,127 484,591  478,917 105,673 584,591
  Buy SDAX SGL Carbon 1,224.70 14.090   26/01/15 15.480 17,256        496,173 88,417  
    ISEQ 20 long Glanbia 622.96 13.850   8/06/15 17.420 8,628        504,801 79,789  
      Ryanair 886.74 9.730   8/06/15 11.660 8,628        513,429 71,161  
    BEL 20 bpost 754.86 22.860   28/09/15 21.000 17,256        530,685 53,905  
    FT 30 Man Group 82.23 209.841   8/06/15 231.072 17,255        547,941 36,650  
    CAC Mid 60 Adocia 273.04 63.200   8/06/15 66.230 17,256        565,197 19,394  
26/01/15 Sell SDAX short SGL Carbon 1,224.70 15.480 12.700 19/01/15 14.090 -17,256 15,554 -1,702 482,888  547,941 34,947 582,888
    HSI-Fin HSBC 1,761.20 8.332 7.651 24/11/14 7.992 -14,075 13,475 -600 482,288  533,866 48,423 582,288
    OMXH 25 YIT 1,766.49 5.508 9.942 19/05/14 7.400 -13,072 17,562 4,490 486,779  520,794 65,985 586,779
    CAC Next 20 Arkema 173.28 62.720 79.594 23/06/14 70.655 -12,243 13,792 1,549 488,328  508,551 79,777 588,328
    GEX 4SC 454.13 18.284 44.930 14/04/14 28.662 -13,016 20,404 7,388 495,716  495,534 100,181 595,716
  Buy SDAX long Patrizia Immobilien 1,163.68 14.950   29/06/15 22.015 17,397        512,931 82,784  
    HSI-Fin China Life Ins HK 4,656.96 3.736   3/08/15 3.251 17,397        530,328 65,387  
    OMXH 25 Neste Oil 2,153.09 8.080   11/05/15 7.640 17,397        547,725 47,990  
    GEX Ströer Media 650.36 26.750   1/06/15 38.770 17,397        565,123 30,593  
2/02/15 Sell MDAX short Südzucker 906.09 11.245 17.145 28/07/14 13.885 -12,581 15,535 2,954 498,669  552,542 46,128 598,669
    AEX KPN 1,630.72 2.756 4.771 15/10/12 3.626 -5,913 7,780 1,867 500,536  546,629 53,907 600,536
    Topix (FRA) long Oriental Land 1,605.20 10.843   5/01/15 9.586 -15,387 17,405 2,018 502,554  531,242 71,313 602,554
  Buy MDAX Ströer Media 653.20 25.790   16/11/15 61.450 16,846        548,088 54,467  
    Topix (FRA) short Orix 1,691.71 9.958   9/02/15 10.802 16,846        564,934 37,621  
9/02/15 Sell   short Orix 1,691.71 10.802 9.114 2/02/15 9.958 -16,846 15,418 -1,428 501,126  548,088 53,039 601,126
  Buy MerVal long Aluar 17,446.13 0.937   16/02/15 0.944 16,354        564,442 36,685  
    Topix (FRA) Sony 722.76 22.627   18/05/15 28.471 16,354        580,795 20,331  
16/02/15 Sell ATX short Raiffeisen Bank Int 664.94 13.795 25.922 11/08/14 18.910 -12,574 17,236 4,662 505,789  568,221 37,567 605,789
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Petroleum Geo-Srvcs 2,056.66 5.700 6.528 18/08/14 6.100 -12,545 13,426 881 506,670  555,676 50,993 606,670
    MerVal long Aluar 17,446.13 0.944   9/02/15 0.937 -16,354 16,471 117 506,786  539,322 67,464 606,786
  Buy ATX Zumtobel 799.05 21.095   7/09/15 23.775 16,856        556,178 50,608  
    OBX 25 Frontline 1,354.07 12.448   23/02/15 11.234 16,856        573,034 33,752  
23/02/15 Sell PSI 20 short Pharol 8,960.12 0.697 3.812 6/10/14 1.630 -14,605 34,155 19,550 526,337  558,429 67,907 626,337
    OBX 25 long Frontline 1,354.07 11.234   16/02/15 12.448 -16,856 15,212 -1,644 524,692  541,573 83,119 624,692
    Indices short PSI 20 2.64 5,494.440 5,581.320 6/10/14 5,537.710 -14,620 14,735 115 524,807  526,954 97,853 624,807
  Buy PSI 20 long Altri 5,974.21 3.024   25/05/15 4.081 18,066        545,020 79,787  
    MerVal Comercial del Plata 73,052.97 0.247   2/03/15 0.261 18,066        563,086 61,721  
    Indices SSE 50 ew 53.70 336.435   27/07/15 382.611 18,067        581,152 43,655  
2/03/15 Sell IBEX 35 short ArcelorMittal 373.47 28.860 37.255 16/06/14 32.790 -12,246 13,914 1,668 526,475  568,906 57,569 626,475
    MerVal long Comercial del Plata 73,052.97 0.261   23/02/15 0.247 -18,066 19,074 1,008 527,483  550,840 76,643 627,483
    GCX short Energy Recovery 3,878.36 3.076 3.693 19/05/14 3.371 -13,072 14,324 1,252 528,735  537,768 90,967 628,735
  Buy IBEX 35 long Intl. Cons. Airlines 2,277.47 7.900   9/03/15 7.660 17,992        555,760 72,975  
    DJ Global Titans Apple 623.51 28.856   30/03/15 29.169 17,992        573,752 54,983  
    GCX Shimano 129.30 139.151   1/06/15 129.753 17,992        591,745 36,991  
9/03/15 Sell IBEX 35 long Intl. Cons. Airlines 2,277.47 7.660   2/03/15 7.900 -17,992 17,445 -547 528,189  573,753 54,436 628,189
  Buy   short Endesa 967.40 17.640   23/03/15 18.130 17,065        590,817 37,371  
    MerVal long Comercial del Plata 61,473.34 0.278   29/06/15 0.285 17,065        607,882 20,306  
23/03/15 Sell IBEX 35 short Endesa 967.40 18.130 17.150 9/03/15 17.640 -17,065 16,591 -474 527,715  590,818 36,897 627,715
  Buy   long Intl. Cons. Airlines 2,051.23 8.100   11/05/15 7.890 16,615        607,433 20,282  
    TSX 60 Bausch Health 89.43 185.781   11/05/15 200.704 16,614        624,047 3,668  
30/03/15 Sell DJ Global Titans long Apple 623.51 29.169   2/03/15 28.856 -17,992 18,187 195 527,910  606,055 21,855 627,910
  Buy   short ConocoPhilips 274.90 59.090   27/04/15 61.591 16,244        622,299 5,611  
13/04/15 Sell HSI-C&I short Galaxy Entertainment 2,964.64 4.822 5.033 6/10/14 4.926 -14,605 14,920 315 528,225  607,694 20,531 628,225
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ÖkoDAX (deprecated) SolarWorld 69.77 14.550 772.962 29/04/13 106.050 -7,399 53,930 46,530 574,755  600,295 74,461 674,755
  Buy HSI-C&I long Tencent 899.82 20.815   6/07/15 17.093 18,730        619,025 55,731  
    OBX 25 Frontline 1,368.62 13.685   18/05/15 12.057 18,730        637,755 37,001  
27/04/15 Sell DJ Global Titans short ConocoPhilips 274.90 61.591 56.589 30/03/15 59.090 -16,244 15,556 -688 574,068  621,511 52,557 674,068
  Buy   long Mitsubishi UFJ 2,799.57 6.489   8/06/15 6.373 18,165        639,676 34,392  
11/05/15 Sell IBEX 35 long Intl. Cons. Airlines 2,051.23 7.890   23/03/15 8.100 -16,615 16,184 -431 573,637  623,061 50,576 673,637
    OMXH 25 Neste Oil 2,153.09 7.640   26/01/15 8.080 -17,397 16,450 -947 572,690  605,664 67,026 672,690
    TSX 60 Bausch Health 89.43 200.704   23/03/15 185.781 -16,614 17,949 1,335 574,024  589,049 84,975 674,024
  Buy IBEX 35 short Obrascón Huarte Lain 991.33 19.140   25/04/16 5.840 18,974        608,024 66,001  
    OMXH 25 Outokumpu 3,624.45 5.235   4/01/16 2.584 18,974        626,998 47,027  
    TSX 60 Cenovus Energy 1,223.66 15.506   21/03/16 12.064 18,974        645,972 28,053  
18/05/15 Sell OBX 25 long Frontline 1,368.62 12.057   13/04/15 13.685 -18,730 16,501 -2,229 571,795  627,242 44,554 671,795
    Topix (FRA) Sony 722.76 28.471   9/02/15 22.627 -16,354 20,578 4,224 576,019  610,888 65,131 676,019
  Buy OBX 25 short REC Silicon 8,754.08 2.117   1/06/15 1.852 18,528        629,416 46,603  
    Topix (FRA) Toshiba 619.04 29.930   25/05/15 30.510 18,528        647,944 28,076  
25/05/15 Sell PSI 20 long Altri 5,974.21 4.081   23/02/15 3.024 -18,066 24,381 6,315 582,334  629,878 52,456 682,334
    Topix (FRA) short Toshiba 619.04 30.510 29.350 18/05/15 29.930 -18,528 18,169 -359 581,975  611,350 70,625 681,975
  Buy PSI 20 Pharol 36,890.20 0.510   23/11/15 0.369 18,814        630,164 51,811  
    Topix (FRA) long Sony 660.14 28.500   1/06/15 28.394 18,814        648,978 32,997  
1/06/15 Sell OBX 25 short REC Silicon 8,754.08 1.852 2.418 18/05/15 2.117 -18,528 21,170 2,642 584,617  630,450 54,167 684,617
    Nordic 30 long Pandora 210.33 91.032   10/11/14 68.154 -14,335 19,147 4,812 589,429  616,115 73,314 689,429
    Topix (FRA) Sony 660.14 28.394   25/05/15 28.500 -18,814 18,744 -70 589,359  597,301 92,058 689,359
    GEX Ströer Media 650.36 38.770   26/01/15 26.750 -17,397 25,214 7,817 597,176  579,904 117,272 697,176
    GCX Shimano 129.30 129.753   2/03/15 139.151 -17,992 16,777 -1,215 595,961  561,911 134,049 695,961
  Buy TecDAX short Aixtron 3,007.25 6.900   25/04/16 4.108 20,750        582,662 113,299  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long Frontline 1,663.23 12.476   8/06/15 12.298 20,750        603,411 92,549  
    Nordic 30 short Fortum 1,198.04 17.320   30/11/15 13.820 20,750        624,162 71,799  
    Topix (FRA) Toshiba 636.31 32.610   16/11/15 22.410 20,750        644,912 51,049  
    GCX REC Silicon 11,201.68 1.852   5/10/20 0.464 20,750        665,662 30,299  
8/06/15 Sell S&P 100 long Gilead Sciences 166.37 100.700   27/10/14 88.668 -14,752 16,753 2,002 597,963  650,910 47,053 697,963
    France Adocia 324.17 66.230   29/12/14 47.700 -15,463 21,470 6,007 603,970  635,447 68,523 703,970
    ISEQ 20 Glanbia 622.96 17.420   19/01/15 13.850 -8,628 10,852 2,224 606,194  626,819 79,375 706,194
      Ryanair 886.74 11.660   19/01/15 9.730 -8,628 10,339 1,711 607,905  618,191 89,714 707,905
    OBX 25 Frontline 1,663.23 12.298   1/06/15 12.476 -20,750 20,455 -295 607,610  597,441 110,168 707,610
    OMXS 30 Boliden 551.84 18.209   3/11/14 13.117 -7,238 10,048 2,810 610,419  590,203 120,217 710,419
      Electrolux 322.35 27.196   3/11/14 22.455 -7,239 8,766 1,528 611,947  582,964 128,983 711,947
    FT 30 Man Group 82.23 231.072   19/01/15 209.841 -17,255 19,001 1,746 613,693  565,709 147,984 713,693
    CAC Mid 60 Adocia 273.04 66.230   19/01/15 63.200 -17,256 18,083 827 614,520  548,453 166,068 714,520
    DJ Global Titans Mitsubishi UFJ 2,799.57 6.373   27/04/15 6.489 -18,165 17,841 -324 614,197  530,288 183,909 714,197
  Buy S&P 100 short Norfolk Southern 278.39 80.648   15/06/15 80.979 22,452        552,739 161,457  
    France Solocal 32.05 700.450   23/11/15 390.360 22,449        575,189 139,008  
    ISEQ 20 FBD 1,210.48 9.274   10/08/15 7.120 11,226        586,415 127,782  
    OBX 25 DNO International 17,623.23 1.274   21/12/15 0.607 22,452        608,867 105,330  
    OMXS 30 SSAB 2,192.58 5.120   26/10/15 3.388 11,226        620,093 94,104  
      Telia Company 2,134.75 5.259   26/10/15 4.765 11,226        631,319 82,878  
    FT 30 Tate & Lyle 29.79 753.704   28/12/15 807.108 22,453        653,772 60,425  
    DJ Global Titans BHP 1,180.46 19.020   13/07/15 17.787 22,452        676,224 37,973  
15/06/15 Sell S&P 100 short Norfolk Southern 278.39 80.979 80.318 8/06/15 80.648 -22,452 22,360 -92 614,105  653,772 60,333 714,105
    Germany long Ströer Media 650.62 40.315   12/01/15 24.615 -16,015 26,230 10,215 624,320  637,757 86,563 724,320
  Buy S&P 100 Starbucks 437.55 46.330   6/07/15 49.123 20,272        658,029 66,291  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
29/06/15 Sell SDAX long Patrizia Immobilien 1,163.68 22.015   26/01/15 14.950 -17,397 25,618 8,221 632,541  640,632 91,909 732,541
    MerVal Comercial del Plata 61,473.34 0.285   9/03/15 0.278 -17,065 17,514 449 632,990  623,567 109,423 732,990
6/07/15 Sell S&P 100 long Starbucks 437.55 49.123   15/06/15 46.330 -20,272 21,494 1,222 634,212  603,295 130,917 734,212
    Kospi 50 Amorepacific Group 160.55 157.893   8/12/14 82.934 -13,315 25,350 12,035 646,246  589,980 156,266 746,246
    DAX Merck (EMD) 188.90 90.640   17/11/14 76.670 -14,483 17,122 2,639 648,885  575,497 173,388 748,885
    HSI-C&I Tencent 899.82 17.093   13/04/15 20.815 -18,730 15,381 -3,349 645,536  556,767 188,769 745,536
  Buy S&P 100 short Norfolk Southern 297.00 78.643   13/07/15 78.579 23,357        580,124 165,412  
    CAC 40 ArcelorMittal 925.76 25.230   27/03/17 22.800 23,357        603,481 142,055  
    DAX RWE 1,213.98 19.240   13/07/15 20.205 23,357        626,838 118,698  
    HSI-C&I Sands China 6,903.00 3.384   9/05/16 3.084 23,357        650,195 95,341  
13/07/15 Sell S&P 100 short Norfolk Southern 297.00 78.579 78.708 6/07/15 78.643 -23,357 23,376 19 645,555  626,838 118,717 745,555
    HSI long China Life Ins HK 4,832.38 3.728   12/01/15 3.314 -16,015 18,017 2,002 647,557  610,823 136,734 747,557
    DAX short RWE 1,213.98 20.205 18.275 6/07/15 19.240 -23,357 22,185 -1,172 646,385  587,466 158,919 746,385
    DJ Global Titans BHP 1,180.46 17.787 20.338 8/06/15 19.020 -22,452 24,008 1,556 647,942  565,014 182,928 747,942
  Buy S&P 100 long Amazon.com 1,124.09 20.702   27/07/15 23.987 23,271        588,285 159,657  
    HSI short China Shenhua HK 12,530.15 1.857   18/04/16 1.521 23,271        611,556 136,386  
    DAX long Fresenius 379.87 61.260   27/07/15 61.200 23,271        634,827 113,115  
    DJ Global Titans Mitsubishi UFJ 3,704.75 6.281   27/07/15 6.435 23,271        658,098 89,844  
Portfolio market l/s instrument bought pieces buy price 13/07/15 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 short FBD 8/06/15 1210.48 9.274 9.300 9.248 11,226 11,195 -31 -31 11,226 11,195 -3
  CAC 40 ArcelorMittal 6/07/15 925.76 25.230 25.260 25.200 23,357 23,329 -28 -59 34,583 34,524 -6
  IBEX 35 Obrascón Huarte Lain 11/05/15 991.33 19.140 16.620 22.042 18,974 21,851 2,877 2,818 53,557 56,375 127
  Topix (TYO) long Subaru 11/06/12 743.12 6.048 32.246 4,494 23,963 19,469 22,287 58,051 80,338 72
  SSE 50 AECC Aviation Power 7/07/14 3910.75 2.976 5.524 11,638 21,603 9,965 32,251 69,689 101,940 84
  HSI short China Shenhua HK 13/07/15 12530.15 1.857   23,271 23,271     92,960 125,211  
  HSI-Fin long China Life Ins HK 26/01/15 4656.96 3.736 3.728 17,397 17,363 -34 32,217 110,357 142,574 -0
  BSE Sensex 30 Hindustan Unilever 30/01/12 691.94 6.061 13.039 4,194 9,022 4,828 37,046 114,551 151,597 25
  OMXH 25 short Outokumpu 11/05/15 3624.45 5.235 3.983 6.881 18,974 24,938 5,964 43,010 133,525 176,535 387
  PSI 20 Pharol 25/05/15 36890.2 0.510 0.398 0.654 18,814 24,108 5,294 48,303 152,339 200,642 534
  NZX 50 long Tourism 28/07/14 16907.67 0.744 1.034 12,581 17,489 4,908 53,212 164,920 218,132 41
  Topix (FRA) short Toshiba 1/06/15 636.31 32.610 27.430 38.768 20,750 24,669 3,919 57,130 185,670 242,800 350
  TecDAX Aixtron   3007.25 6.900 5.244 9.079 20,750 27,303 6,552 63,683 206,420 270,103 986
  HSI-Prop long CK Hutchison 28/07/14 458.16 13.730 13.143 6,290 6,022 -269 63,414 212,711 276,125 -4
    Sino Land   5024.36 1.252 1.442 6,291 7,246 955 64,369 219,001 283,370 16
  Nordic 30 short Fortum 1/06/15 1198.04 17.320 16.826 17.829 20,750 21,359 609 64,978 239,751 304,729 29
  FT 30 Tate & Lyle 8/06/15 29.79 753.704 726.249 782.197 22,453 23,302 849 65,827 262,204 328,031 47
  Nikkei (FRA) long Fujitsu 30/06/14 106.06 54.990 50.910 5,832 5,400 -433 65,394 268,036 333,431 -7
    Minebea Mitsumi   709.14 8.224 13.775 5,832 9,768 3,936 69,331 273,868 343,199 65
  Nikkei (TYO) Minebea Mitsumi 27/10/14 1407.98 10.477 13.778 14,752 19,399 4,647 73,978 288,620 362,598 47
  Athex LC short Eurobank Ergasias 27/01/14 235.47 49.000 14.400 166.736 11,538 39,261 27,723 101,701 300,158 401,859 132
  OBX 25 DNO International 8/06/15 17623.23 1.274 1.083 1.499 22,452 26,414 3,962 105,663 322,610 428,273 444
  OMXS 30 SSAB   2192.58 5.120 4.658 5.627 11,226 12,338 1,112 106,775 333,836 440,611 168
    Telia Company   2134.75 5.259 5.396 5.121 11,226 10,933 -293 106,482 345,062 451,544 -24
  OMXC 20 long Pandora 24/11/14 209.43 67.207 102.704 14,075 21,509 7,434 113,916 359,137 473,053 95
Portfolio market l/s instrument bought pieces buy price 13/07/15 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  TSX 60 short Cenovus Energy 11/05/15 1223.66 15.506 13.014 18.476 18,974 22,608 3,634 117,550 378,111 495,661 176
  Indices long SSE 50 ew 23/02/15 53.7 336.435 440.682 18,067 23,665 5,598 123,148 396,178 519,326 102
  BEL 20 bpost 19/01/15 754.86 22.860 25.605 17,256 19,328 2,072 125,220 413,434 538,654 27
  France short Solocal 8/06/15 32.05 700.450 681.850 719.557 22,449 23,062 612 125,832 435,884 561,716 32
  ATX long Zumtobel 16/02/15 799.05 21.095 27.330 16,856 21,838 4,982 130,814 452,739 583,554 90
  ASX 50 James Hardie Ind 30/01/12 727.71 5.763 12.157 4,194 8,846 4,652 135,467 456,933 592,400 24
  DJ Global Titans Mitsubishi UFJ 13/07/15 3704.75 6.281   23,271 23,271     480,204 615,671  
  S&P 100 Amazon.com   1124.09 20.702   23,271 23,271     503,476 638,942  
  HDAX Ströer Media 12/01/15 650.62 24.615 45.850 16,015 29,831 13,816 149,283 519,491 668,773 248
  DJTA Avis Budget 24/09/12 500.84 12.419 38.380 6,220 19,222 13,002 162,285 525,711 687,996 50
  SP Global 100 Apple 3/11/14 661.13 21.898 28.551 14,477 18,876 4,399 166,684 540,188 706,872 47
  Nasdaq 100 Regeneron 10/10/11 39.25 49.346 487.331 1,937 19,128 17,191 183,875 542,124 725,999 84
  DAX Fresenius 13/07/15 379.87 61.260   23,271 23,271     565,395 749,270  
  MDAX Ströer Media 2/02/15 653.2 25.790 45.850 16,846 29,949 13,103 196,978 582,241 779,219 269
  FTSE Ashtead 30/07/12 14.15 333.248 1,483.462 4,715 20,991 16,276 213,254 586,957 800,210 66
  Europe 50 Novartis 10/11/14 231.52 61.916 78.871 14,335 18,260 3,926 217,179 601,291 818,471 43
  BSE Sensex 50 Eicher Motors 24/10/11 825.63 2.335 30.317 1,928 25,031 23,103 240,282 603,220 843,501 99
  QIX Freenet 23/01/12 437.09 10.515 31.290 4,596 13,677 9,081 249,363 607,816 857,178 37
  DJIA Visa 19/12/11 136.64 18.897 63.183 2,582 8,633 6,051 255,414 610,398 865,811 40
  Euro 50 ASML 9/01/12 55.45 32.400 93.840 1,797 5,203 3,407 258,821 612,194 871,015 35
    Anheuser-Busch InBev   37.83 47.495 115.050 1,797 4,352 2,556 261,376 613,991 875,367 29
  HSI-C&I short Sands China 6/07/15 6903 3.384 3.629 3.138 23,357 21,664 -1,693 259,684 637,348 897,031 -98
  GCX REC Silicon 1/06/15 11201.68 1.852 1.818 1.887 20,750 21,139 389 260,072 658,098 918,170 18
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
20/07/15 Sell DJTA long Avis Budget 500.84 38.916   24/09/12 12.419 -6,220 19,490 13,271 661,212  651,878 109,334 761,212
  Buy   short Avis Budget 559.24 38.916   3/08/15 39.514 21,763        673,641 87,571  
27/07/15 Sell S&P 100 long Amazon.com 1,124.09 23.987   13/07/15 20.702 -23,271 26,964 3,693 664,905  650,370 114,535 764,905
    DAX Fresenius 379.87 61.200   13/07/15 61.260 -23,271 23,248 -23 664,882  627,099 137,783 764,882
    Indices SSE 50 ew 53.70 382.611   23/02/15 336.435 -18,067 20,546 2,480 667,362  609,033 158,329 767,362
    DJ Global Titans Mitsubishi UFJ 3,704.75 6.435   13/07/15 6.281 -23,271 23,840 569 667,931  585,762 182,170 767,931
  Buy S&P 100 short ConocoPhilips 520.25 45.655   7/03/16 37.595 23,752        609,514 158,417  
    DAX RWE 1,280.43 18.550   19/10/15 12.230 23,752        633,266 134,665  
    BAX Grammer 904.49 26.260   9/11/15 23.675 23,752        657,018 110,914  
    DJ Global Titans ConocoPhilips 520.25 45.655   3/08/15 45.385 23,752        680,770 87,161  
3/08/15 Sell SSE 50 long AECC Aviation Power 3,910.75 7.097   7/07/14 2.976 -11,638 27,754 16,116 684,047  669,132 114,916 784,047
    HSI-Fin China Life Ins HK 4,656.96 3.251   26/01/15 3.736 -17,397 15,137 -2,260 681,788  651,735 130,053 781,788
    DJTA short Avis Budget 559.24 39.514 38.317 20/07/15 38.916 -21,763 21,428 -335 681,453  629,972 151,481 781,453
    DJ Global Titans ConocoPhilips 520.25 45.385 45.927 27/07/15 45.655 -23,752 23,894 142 681,595  606,219 175,375 781,595
  Buy SSE 50 China Northern Rare 11,494.19 2.081   4/01/16 1.789 23,924        630,143 151,451  
    HSI-Fin ICBC 38,253.92 0.625   4/01/16 0.538 23,924        654,067 127,527  
    DJTA long JetBlue Airways 1,110.81 21.538   24/08/15 18.277 23,924        677,992 103,603  
    SMI UBS 1,133.72 21.102   17/08/15 20.081 23,924        701,916 79,679  
    DJ Global Titans Mitsubishi UFJ 3,688.67 6.486   24/08/15 5.389 23,924        725,840 55,755  
10/08/15 Sell ISEQ 20 short FBD 1,210.48 7.120 12.080 8/06/15 9.274 -11,226 14,622 3,396 684,991  714,614 70,377 784,991
  Buy   long Kingspan 470.50 22.725   17/08/15 22.815 10,692        725,306 59,685  
      Ryanair 836.62 12.780   17/08/15 12.705 10,692        735,998 48,993  
17/08/15 Sell ASX 50 long James Hardie Ind 727.71 12.058   30/01/12 5.763 -4,194 8,775 4,581 689,571  731,804 57,768 789,571
    ISEQ 20 Kingspan 470.50 22.815   10/08/15 22.725 -10,692 10,734 42 689,614  721,112 68,502 789,614
      Ryanair 836.62 12.705   10/08/15 12.780 -10,692 10,629 -63 689,551  710,420 79,132 789,551
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 209.43 107.440   24/11/14 67.207 -14,075 22,501 8,426 697,977  696,344 101,633 797,977
    SMI UBS 1,133.72 20.081   3/08/15 21.102 -23,924 22,766 -1,158 696,820  672,420 124,399 796,820
    Nikkei (FRA) Fujitsu 106.06 44.550   30/06/14 54.990 -5,832 4,725 -1,107 695,712  666,588 129,124 795,712
      Minebea Mitsumi 709.14 12.573   30/06/14 8.224 -5,832 8,916 3,084 698,796  660,756 138,040 798,796
  Buy ASX 50 short Santos 5,882.06 3.982   23/11/15 2.708 23,420        684,176 114,620  
    ISEQ 20 FBD 1,697.10 6.900   30/11/15 6.852 11,710        695,886 102,910  
    OMXC 20 GN Store Nord 188.11 124.500   5/10/15 126.375 23,420        719,306 79,490  
    Nikkei (FRA) Sharp 912.70 12.830   23/11/15 10.210 11,710        731,016 67,781  
      IHI 387.88 30.190   23/11/15 25.250 11,710        742,726 56,070  
24/08/15 Sell DJIA long Visa 136.64 58.880   19/12/11 18.897 -2,582 8,045 5,463 704,260  740,144 64,116 804,260
    Nasdaq 100 Regeneron 39.25 434.608   10/10/11 49.346 -1,937 17,058 15,122 719,381  738,207 81,174 819,381
    Euro 50 ASML 55.45 74.790   9/01/12 32.400 -1,797 4,147 2,351 721,732  736,410 85,321 821,732
      Anheuser-Busch InBev 37.83 91.280   9/01/12 47.495 -1,797 3,453 1,656 723,388  734,614 88,774 823,388
    HDAX Ströer Media 650.62 47.670   12/01/15 24.615 -16,015 31,015 15,000 738,388  718,599 119,789 838,388
    FTSE Ashtead 14.15 1,199.890   30/07/12 333.248 -4,715 16,978 12,263 750,651  713,883 136,768 850,651
    HSI-Prop CK Hutchison 458.16 10.950   28/07/14 13.730 -6,290 5,017 -1,274 749,378  707,593 141,785 849,378
      Sino Land 5,024.36 1.200   28/07/14 1.252 -6,291 6,029 -261 749,116  701,302 147,814 849,116
    Europe 50 Novartis 231.52 69.088   10/11/14 61.916 -14,335 15,995 1,660 750,777  686,968 163,809 850,777
    DJTA JetBlue Airways 1,110.81 18.277   3/08/15 21.538 -23,924 20,303 -3,621 747,155  663,043 184,112 847,155
    Nikkei (TYO) Minebea Mitsumi 1,407.98 10.589   27/10/14 10.477 -14,752 14,910 158 747,313  648,291 199,021 847,313
    DJ Global Titans Mitsubishi UFJ 3,688.67 5.389   3/08/15 6.486 -23,924 19,879 -4,045 743,268  624,367 218,900 843,268
    SP Global 100 Apple 661.13 22.212   3/11/14 21.898 -14,477 14,685 208 743,475  609,890 233,585 843,475
  Buy USA short Keurig Dr Pepper 609.38 44.186   14/09/15 52.434 26,926        636,816 206,659  
    DJIA Chevron 433.46 62.119   30/05/16 91.551 26,926        663,743 179,733  
    Nasdaq 100 Micron Technology 2,164.89 12.438   31/08/15 14.635 26,926        690,669 152,807  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 E.on 1,547.47 8.700   26/10/15 8.993 13,463        704,132 139,344  
      Banco Santander 2,584.07 5.210   26/10/15 5.230 13,463        717,595 125,881  
    HDAX RWE 2,036.76 13.220   23/11/15 10.895 26,926        744,521 98,955  
    FTSE Glencore 143.69 187.390   9/05/16 167.806 26,926        771,447 72,029  
    HSI-Prop Hang Lung 7,003.95 1.922   6/06/16 1.737 13,463        784,910 58,566  
      The Wharf 7,694.90 1.750   6/06/16 1.945 13,463        798,373 45,103  
    DJCA Chevron 433.46 62.119   31/08/15 72.229 26,926        825,299 18,177  
    Europe 50 Rio Tinto 9.20 2,927.710   26/10/15 3,453.900 26,935        852,234 -8,758  
    DJTA Norfolk Southern 418.26 64.376   31/08/15 69.482 26,926        879,159 -35,684  
    SLI Aryzta 2,872.81 9.373   9/01/17 8.993 26,926        906,085 -62,610  
    CAC Next 20 Casino Guichard 478.43 56.280   30/01/17 49.780 26,926        933,011 -89,536  
    Nikkei (TYO) IHI 1,039.96 25.892   8/08/16 25.014 26,926        959,937 -116,462  
    DJ Global Titans ConocoPhilips 728.19 36.977   21/03/16 37.886 26,926        986,863 -143,388  
    SP Global 100 RWE 2,036.76 13.220   12/09/16 14.645 26,926        1,013,789 -170,314  
31/08/15 Sell Nasdaq 100 short Micron Technology 2,164.89 14.635 10.240 24/08/15 12.438 -26,926 22,169 -4,757 738,719  986,863 -148,145 838,719
    DJCA Chevron 433.46 72.229 52.009 24/08/15 62.119 -26,926 22,544 -4,382 734,337  959,937 -125,601 834,337
    DJTA Norfolk Southern 418.26 69.482 59.269 24/08/15 64.376 -26,926 24,790 -2,136 732,201  933,012 -100,811 832,201
  Buy Nasdaq 100 long Netflix 178.25 102.576   7/09/15 88.434 18,284        951,296 -119,095  
    DJCA JetBlue Airways 918.54 19.906   16/03/20 9.506 18,284        969,580 -137,379  
    DJUA short CenterPoint Energy 550.53 16.606   7/12/15 15.137 9,142        978,722 -146,521  
      FirstEnergy 320.74 28.503   7/12/15 29.960 9,142        987,864 -155,663  
    DJTA long JetBlue Airways 918.54 19.906   4/01/16 20.201 18,284        1,006,148 -173,947  
7/09/15 Sell Nasdaq 100 long Netflix 178.25 88.434   31/08/15 102.576 -18,284 15,763 -2,521 729,680  987,864 -158,184 829,680
    ATX Zumtobel 799.05 23.775   16/02/15 21.095 -16,856 18,997 2,141 731,821  971,008 -139,186 831,821
  Buy Nasdaq 100 short Micron Technology 1,149.29 15.066   19/10/15 16.912 17,315        988,323 -156,501  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Vienna Insurance 635.65 27.240   28/03/16 18.660 17,315        1,005,638 -173,816  
14/09/15 Sell USA short Keurig Dr Pepper 609.38 52.434 35.938 24/08/15 44.186 -26,926 21,900 -5,026 726,795  978,712 -151,916 826,795
  Buy   long JetBlue Airways 725.40 23.257   21/09/15 23.986 16,871        995,582 -168,787  
21/09/15 Sell   long JetBlue Airways 725.40 23.986   14/09/15 23.257 -16,871 17,399 528 727,324  978,712 -151,388 827,324
  Buy   short Wynn Resorts 284.09 59.482   5/10/15 57.973 16,898        995,610 -168,286  
    MIB Saipem 34.89 484.286   26/12/16 244.286 16,897        1,012,506 -185,183  
28/09/15 Sell BEL 20 long bpost 754.86 21.000   19/01/15 22.860 -17,256 15,852 -1,404 725,920  995,250 -169,331 825,920
  Buy   short Solvay 183.38 89.510   28/03/16 85.670 16,414        1,011,665 -185,745  
5/10/15 Sell USA short Wynn Resorts 284.09 57.973 61.030 21/09/15 59.482 -16,898 17,338 440 726,359  994,767 -168,407 826,359
    OMXC 20 GN Store Nord 188.11 126.375 122.625 17/08/15 124.500 -23,420 23,067 -353 726,007  971,347 -145,340 826,007
  Buy USA long Netflix 171.20 99.392   14/12/15 109.790 17,016        988,363 -162,356  
    OMXC 20 Genmab 200.04 85.064   2/11/15 91.174 17,016        1,005,379 -179,372  
12/10/15 Buy Kospi 50 long Lotte Chemical 77.54 208.474   2/04/18 330.481 16,165        1,021,544 -195,537  
    MerVal Pampa Energía 19,601.07 0.825   19/10/15 0.927 16,165        1,037,709 -211,702  
19/10/15 Sell Nasdaq 100 short Micron Technology 1,149.29 16.912 13.219 7/09/15 15.066 -17,315 15,193 -2,122 723,884  1,020,394 -196,510 823,884
    DAX RWE 1,280.43 12.230 28.136 27/07/15 18.550 -23,752 36,026 12,274 736,159  996,642 -160,483 836,159
    MerVal long Pampa Energía 19,601.07 0.927   12/10/15 0.825 -16,165 18,160 1,995 738,154  980,477 -142,323 838,154
  Buy Nasdaq 100 Amazon.com 687.67 25.296   8/02/16 21.802 17,395        997,872 -159,718  
    DAX Fresenius 288.43 60.310   21/12/15 63.430 17,395        1,015,267 -177,113  
    MerVal short YPF 773.82 22.479   26/10/15 25.738 17,395        1,032,662 -194,508  
26/10/15 Sell Euro 50 short E.on 1,547.47 8.993 8.407 24/08/15 8.700 -13,463 13,010 -453 737,701  1,019,199 -181,498 837,701
      Banco Santander 2,584.07 5.230 5.190 24/08/15 5.210 -13,463 13,411 -52 737,649  1,005,736 -168,087 837,649
    OMXS 30 SSAB 2,192.58 3.388 7.737 8/06/15 5.120 -11,226 16,965 5,739 743,388  994,510 -151,122 843,388
      Telia Company 2,134.75 4.765 5.804 8/06/15 5.259 -11,226 12,389 1,163 744,551  983,284 -138,733 844,551
    Europe 50 Rio Tinto 9.20 3,453.900 2,401.510 24/08/15 2,927.710 -26,935 22,094 -4,841 739,710  956,349 -116,639 839,710
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal YPF 773.82 25.738 19.221 19/10/15 22.479 -17,395 14,873 -2,522 737,189  938,954 -101,766 837,189
  Buy Euro 50 long Fresenius 143.30 64.150   11/01/16 59.420 9,193        948,147 -110,958  
      Inditex 273.50 33.610   11/01/16 29.430 9,192        957,339 -120,151  
    OMXS 30 Boliden 526.46 17.461   2/11/15 17.505 9,192        966,532 -129,343  
      Svenska Cellulosa B 1,763.82 5.212   2/11/15 5.468 9,193        975,724 -138,536  
    Europe 50 SAP 262.16 70.130   14/12/15 69.400 18,385        994,110 -156,921  
    MerVal Pampa Energía 15,998.09 1.149   7/03/16 0.728 18,385        1,012,495 -175,306  
2/11/15 Sell OMXC 20 long Genmab 200.04 91.174   5/10/15 85.064 -17,016 18,238 1,222 738,411  995,479 -157,068 838,411
    OMXS 30 Boliden 526.46 17.505   26/10/15 17.461 -9,192 9,216 23 738,434  986,286 -147,852 838,434
      Svenska Cellulosa B 1,763.82 5.468   26/10/15 5.212 -9,193 9,644 451 738,885  977,094 -138,208 838,885
  Buy   short SSAB 2,593.04 3.378   14/12/15 2.601 8,758        985,852 -146,966  
      SKF A 545.05 16.068   14/12/15 14.663 8,758        994,610 -155,724  
9/11/15 Sell BAX short Grammer 904.49 23.675 29.127 27/07/15 26.260 -23,752 26,345 2,593 741,479  970,858 -129,379 841,479
  Buy   long Adva 1,753.03 10.155   16/11/15 10.530 17,802        988,660 -147,181  
16/11/15 Sell MDAX long Ströer Media 653.20 61.450   2/02/15 25.790 -16,846 40,139 23,293 764,772  971,814 -107,042 864,772
    BSE Sensex 30 Hindustan Unilever 691.94 11.144   30/01/12 6.061 -4,194 7,711 3,517 768,289  967,620 -99,331 868,289
    Topix (FRA) short Toshiba 636.31 22.410 47.453 1/06/15 32.610 -20,750 30,195 9,444 777,733  946,870 -69,137 877,733
    BAX long Adva 1,753.03 10.530   9/11/15 10.155 -17,802 18,459 657 778,390  929,068 -50,677 878,390
  Buy MDAX short Leoni 595.80 34.730   30/05/16 29.880 20,692        949,760 -71,369  
    BSE Sensex 30 Bharat Heavy 12,248.14 1.689   13/06/16 1.058 20,692        970,452 -92,061  
    SMI Holcim 409.66 50.510   9/01/17 49.995 20,692        991,144 -112,753  
    Topix (FRA) long Ono Pharmaceutical 757.89 27.302   14/12/15 30.520 20,692        1,011,835 -133,445  
    BAX short Leoni 595.80 34.730   23/11/15 36.045 20,692        1,032,528 -154,137  
23/11/15 Sell France short Solocal 32.05 390.360 1,256.870 8/06/15 700.450 -22,449 40,283 17,833 796,224  1,010,078 -113,855 896,224
    ASX 50 Santos 5,882.06 2.708 5.854 17/08/15 3.982 -23,420 34,432 11,012 807,236  986,658 -79,422 907,236
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HDAX RWE 2,036.76 10.895 16.041 24/08/15 13.220 -26,926 32,672 5,746 812,982  959,732 -46,750 912,982
    PSI 20 Pharol 36,890.20 0.369 0.705 25/05/15 0.510 -18,814 26,004 7,190 820,172  940,918 -20,746 920,172
    Nikkei (FRA) Sharp 912.70 10.210 16.122 17/08/15 12.830 -11,710 14,715 3,005 823,177  929,208 -6,031 923,177
      IHI 387.88 25.250 36.097 17/08/15 30.190 -11,710 14,001 2,291 825,468  917,498 7,970 925,468
    BAX Leoni 595.80 36.045 33.415 16/11/15 34.730 -20,692 19,909 -783 824,684  896,806 27,878 924,684
  Buy France long Ubisoft 888.42 26.805   11/01/16 24.260 23,814        920,620 4,064  
    HDAX SMA Solar 498.46 47.775   18/01/16 41.200 23,814        944,434 -19,750  
    PSI 20 Altri 4,663.01 5.107   7/12/15 5.008 23,814        968,248 -43,564  
    OMXC 20 Genmab 210.00 113.399   8/02/16 88.896 23,814        992,062 -67,377  
    Nikkei (FRA) Yamaha 474.95 25.070   7/12/15 22.360 11,907        1,003,969 -79,284  
    BAX Adva 2,146.37 11.095   14/12/15 9.859 23,814        1,027,783 -103,098  
    GEX Hypoport 301.44 79.000   14/12/15 70.070 23,814        1,051,597 -126,912  
30/11/15 Sell ISEQ 20 short FBD 1,697.10 6.852 6.948 17/08/15 6.900 -11,710 11,792 82 824,766  1,039,887 -115,120 924,766
    Nordic 30 Fortum 1,198.04 13.820 21.706 1/06/15 17.320 -20,750 26,005 5,255 830,022  1,019,137 -89,115 930,022
  Buy Germany long SMA Solar 445.15 47.225   11/01/16 49.315 21,022        1,040,159 -110,137  
    ASX 50 short Origin Energy 5,487.91 3.831   4/01/16 3.253 21,022        1,061,181 -131,159  
    ISEQ 20 long Flutter 87.56 120.050   7/12/15 122.000 10,512        1,071,692 -141,671  
      Dalata Hotel 2,040.97 5.150   7/12/15 5.130 10,511        1,082,203 -152,182  
    Nordic 30 Pandora 187.36 112.200   14/12/15 108.345 21,022        1,103,225 -173,204  
7/12/15 Sell ISEQ 20 long Flutter 87.56 122.000   30/11/15 120.050 -10,512 10,682 171 830,192  1,092,714 -162,521 930,192
      Dalata Hotel 2,040.97 5.130   30/11/15 5.150 -10,511 10,470 -41 830,151  1,082,203 -152,051 930,151
    PSI 20 Altri 4,663.01 5.008   23/11/15 5.107 -23,814 23,352 -462 829,690  1,058,389 -128,699 929,690
    DJUA short CenterPoint Energy 550.53 15.137 18.217 31/08/15 16.606 -9,142 10,029 887 830,577  1,049,247 -118,670 930,577
      FirstEnergy 320.74 29.960 27.045 31/08/15 28.503 -9,142 8,674 -468 830,109  1,040,105 -109,995 930,109
    Nikkei (FRA) long Yamaha 474.95 22.360   23/11/15 25.070 -11,907 10,620 -1,287 828,822  1,028,198 -99,376 928,822
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Eicher Motors 825.63 22.421   24/10/11 2.335 -1,928 18,511 16,583 845,406  1,026,270 -80,864 945,406
  Buy ISEQ 20 short FBD 1,584.53 6.820   4/01/16 6.603 10,806        1,037,076 -91,671  
    PSI 20 Pharol 76,641.84 0.282   25/04/16 0.141 21,613        1,058,689 -113,284  
    DJUA long NiSource 612.09 17.655   16/03/20 18.760 10,807        1,069,496 -124,090  
      American Water 200.60 53.870   16/03/20 106.441 10,806        1,080,302 -134,896  
    Nikkei (FRA) short OKI Electric 941.33 11.480   7/03/16 12.000 10,806        1,091,108 -145,703  
      Sharp 1,137.53 9.500   7/03/16 13.180 10,807        1,101,915 -156,509  
    BSE Sensex 50 ONGC 10,482.08 2.062   21/12/15 2.125 21,613        1,123,528 -178,122  
14/12/15 Sell USA long Netflix 171.20 109.790   5/10/15 99.392 -17,016 18,796 1,780 847,186  1,106,512 -159,326 947,186
    OMXS 30 short SSAB 2,593.04 2.601 4.386 2/11/15 3.378 -8,758 11,372 2,614 849,799  1,097,754 -147,955 949,799
      SKF A 545.05 14.663 17.608 2/11/15 16.068 -8,758 9,597 839 850,639  1,088,996 -138,358 950,639
    Europe 50 long SAP 262.16 69.400   26/10/15 70.130 -18,385 18,194 -191 850,447  1,070,611 -120,164 950,447
    Nordic 30 Pandora 187.36 108.345   30/11/15 112.200 -21,022 20,300 -722 849,725  1,049,589 -99,864 949,725
    Topix (FRA) Ono Pharmaceutical 757.89 30.520   16/11/15 27.302 -20,692 23,131 2,439 852,164  1,028,897 -76,733 952,164
    BAX Adva 2,146.37 9.859   23/11/15 11.095 -23,814 21,161 -2,653 849,511  1,005,083 -55,572 949,511
    GEX Hypoport 301.44 70.070   23/11/15 79.000 -23,814 21,122 -2,692 846,819  981,269 -34,450 946,819
  Buy OMXS 30 Securitas 851.23 13.398   21/12/15 13.632 11,405        992,674 -45,855  
    Europe 50 short Rio Tinto 8.96 2,545.100   28/12/15 2,721.790 22,804        1,015,478 -68,659  
    Nordic 30 Møller-Mærsk B 18.60 1,226.160   25/04/16 1,254.850 22,807        1,038,285 -91,466  
    Topix (FRA) Toshiba 1,050.14 21.720   21/12/15 19.300 22,809        1,061,094 -114,275  
    BAX Leoni 686.29 33.235   4/07/16 24.990 22,809        1,083,902 -137,083  
    GEX Manz 560.97 40.660   9/05/16 36.225 22,809        1,106,711 -159,892  
21/12/15 Sell DAX long Fresenius 288.43 63.430   19/10/15 60.310 -17,395 18,295 900 847,719  1,089,316 -141,597 947,719
    OBX 25 short DNO International 17,623.23 0.607 2.673 8/06/15 1.274 -22,452 47,100 24,648 872,367  1,066,864 -94,497 972,367
    OMXS 30 long Securitas 851.23 13.632   14/12/15 13.398 -11,405 11,604 199 872,566  1,055,460 -82,894 972,566
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 Toshiba 1,050.14 19.300 24.443 14/12/15 21.720 -22,809 25,669 2,860 875,426  1,032,651 -57,225 975,426
    BSE Sensex 50 ONGC 10,482.08 2.125 1.999 7/12/15 2.062 -21,613 20,954 -659 874,766  1,011,038 -36,271 974,766
  Buy DAX RWE 2,058.97 11.395   28/12/15 11.660 23,462        1,034,500 -59,733  
    OBX 25 long Bakkafrost 892.66 26.283   28/12/15 26.311 23,462        1,057,961 -83,195  
    OMXS 30 short SSAB 5,405.24 2.170   28/12/15 2.409 11,731        1,069,692 -94,926  
      SKF A 803.42 14.601   28/12/15 15.095 11,731        1,081,423 -106,657  
    Topix (FRA) long Ono Pharmaceutical 733.55 31.984   4/01/16 32.298 23,462        1,104,885 -130,119  
    CAC Mid 60 Sartorius Stedim 407.50 57.575   28/12/15 57.183 23,462        1,128,347 -153,581  
    BSE Sensex 50 Bajaj Finance 2,890.09 8.118   4/01/16 8.393 23,462        1,151,809 -177,043  
28/12/15 Sell DAX short RWE 2,058.97 11.660 11.130 21/12/15 11.395 -23,462 22,916 -546 874,221  1,128,347 -154,126 974,221
    OBX 25 long Bakkafrost 892.66 26.311   21/12/15 26.283 -23,462 23,487 25 874,245  1,104,885 -130,640 974,245
    OMXS 30 short SSAB 5,405.24 2.409 1.932 21/12/15 2.170 -11,731 10,440 -1,291 872,955  1,093,154 -120,200 972,955
      SKF A 803.42 15.095 14.108 21/12/15 14.601 -11,731 11,334 -396 872,558  1,081,423 -108,865 972,558
    Europe 50 Rio Tinto 8.96 2,721.790 2,368.420 14/12/15 2,545.100 -22,804 21,221 -1,583 870,975  1,058,619 -87,644 970,975
    FT 30 Tate & Lyle 29.79 807.108 700.300 8/06/15 753.704 -22,453 20,862 -1,591 869,384  1,036,166 -66,782 969,384
    CAC Mid 60 long Sartorius Stedim 407.50 57.183   21/12/15 57.575 -23,462 23,302 -160 869,225  1,012,705 -43,480 969,225
  Buy USA Energy Recovery 3,575.09 6.473   11/01/16 5.700 23,143        1,035,848 -66,623  
    DAX Adidas 259.77 89.090   7/03/16 96.970 23,143        1,058,991 -89,766  
    OMXS 30 Securitas 833.98 13.875   4/01/16 13.705 11,571        1,070,562 -101,337  
    Europe 50 SAP 317.64 72.860   4/01/16 70.580 23,143        1,093,705 -124,481  
    FT 30 ITV 62.04 373.033   11/01/16 356.368 23,143        1,116,848 -147,624  
4/01/16 Sell SSE 50 short China Northern Rare 11,494.19 1.789 2.422 3/08/15 2.081 -23,924 27,840 3,916 873,141  1,092,924 -119,783 973,141
    ASX 50 Origin Energy 5,487.91 3.253 4.511 30/11/15 3.831 -21,022 24,753 3,731 876,872  1,071,902 -95,030 976,872
    HSI-Fin ICBC 38,253.92 0.538 0.727 3/08/15 0.625 -23,924 27,791 3,867 880,739  1,047,978 -67,239 980,739
    ISEQ 20 FBD 1,584.53 6.603 7.044 7/12/15 6.820 -10,806 11,162 355 881,095  1,037,172 -56,077 981,095
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 3,624.45 2.584 10.606 11/05/15 5.235 -18,974 38,440 19,466 900,560  1,018,198 -17,637 1,000,560
    OMXS 30 long Securitas 833.98 13.705   28/12/15 13.875 -11,571 11,430 -142 900,419  1,006,626 -6,208 1,000,419
    Europe 50 SAP 317.64 70.580   28/12/15 72.860 -23,143 22,419 -724 899,695  983,483 16,212 999,695
    DJTA JetBlue Airways 918.54 20.201   31/08/15 19.906 -18,284 18,556 272 899,966  965,199 34,767 999,966
    Topix (FRA) Ono Pharmaceutical 733.55 32.298   21/12/15 31.984 -23,462 23,692 230 900,197  941,737 58,459 1,000,197
    BSE Sensex 50 Bajaj Finance 2,890.09 8.393   21/12/15 8.118 -23,462 24,257 795 900,992  918,275 82,717 1,000,992
  Buy SSE 50 Shanghai Pudong 10,773.02 2.515   11/01/16 2.391 27,092        945,367 55,625  
    HSI-Fin Hang Seng Bank 1,590.51 17.034   11/01/16 16.023 27,092        972,459 28,533  
    ISEQ 20 Flutter 109.82 123.350   18/01/16 119.900 13,546        986,005 14,986  
      Dalata Hotel 2,517.84 5.380   18/01/16 4.930 13,546        999,551 1,440  
    OMXH 25 Elisa 802.73 33.750   11/01/16 34.422 27,092        1,026,643 -25,652  
    OMXS 30 short SSAB 5,554.14 2.439   4/04/16 3.262 13,546        1,040,189 -39,198  
      SKF A 931.50 14.542   4/04/16 15.448 13,546        1,053,735 -52,744  
    Europe 50 Rio Tinto 10.48 2,585.270   25/01/16 2,112.660 27,094        1,080,829 -79,837  
    DJTA Ryder System 515.70 52.534   22/02/16 53.012 27,092        1,107,921 -106,929  
    Topix (FRA) Toshiba 1,364.15 19.860   15/08/16 25.260 27,092        1,135,013 -134,021  
    BSE Sensex 50 Larsen & Toubro 2,334.37 11.606   7/03/16 10.779 27,092        1,162,105 -161,113  
11/01/16 Sell USA long Energy Recovery 3,575.09 5.700   28/12/15 6.473 -23,143 20,379 -2,764 898,228  1,138,962 -140,734 998,228
    Euro 50 Fresenius 143.30 59.420   26/10/15 64.150 -9,193 8,515 -678 897,550  1,129,769 -132,219 997,550
      Inditex 273.50 29.430   26/10/15 33.610 -9,192 8,049 -1,143 896,407  1,120,577 -124,170 996,407
    France Ubisoft 888.42 24.260   23/11/15 26.805 -23,814 21,553 -2,261 894,146  1,096,763 -102,617 994,146
    Germany SMA Solar 445.15 49.315   30/11/15 47.225 -21,022 21,953 930 895,076  1,075,741 -80,665 995,076
    SSE 50 Shanghai Pudong 10,773.02 2.391   4/01/16 2.515 -27,092 25,756 -1,336 893,740  1,048,649 -54,909 993,740
    HSI-Fin Hang Seng Bank 1,590.51 16.023   4/01/16 17.034 -27,092 25,485 -1,607 892,133  1,021,557 -29,424 992,133
    OMXH 25 Elisa 802.73 34.422   4/01/16 33.750 -27,092 27,632 539 892,673  994,465 -1,792 992,673
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 ITV 62.04 356.368   28/12/15 373.033 -23,143 22,109 -1,034 891,639  971,322 20,317 991,639
    Topix (TYO) Subaru 743.12 33.663   11/06/12 6.048 -4,494 25,016 20,521 912,160  966,828 45,333 1,012,160
  Buy Euro 50 short Volkswagen 112.93 117.050   25/01/16 110.750 13,218        980,046 32,114  
      Banco Santander 3,239.83 4.080   25/01/16 3.860 13,219        993,265 18,896  
    France Vallourec 100.26 263.680   18/04/16 148.800 26,437        1,019,701 -7,541  
    SSE 50 Haitong Secs 15,034.69 1.758   13/06/16 1.997 26,437        1,046,138 -33,978  
    ASX 50 Origin Energy 9,656.65 2.738   29/02/16 2.906 26,437        1,072,575 -60,415  
    HSI-Fin China Life Ins HK 10,416.06 2.538   6/06/16 1.986 26,437        1,099,012 -86,852  
    OMXH 25 Outokumpu 10,677.30 2.476   25/04/16 3.996 26,437        1,125,449 -113,289  
    FT 30 Tesco 107.15 246.739   25/01/16 258.955 26,438        1,151,887 -139,727  
    Topix (TYO) Toshiba 1,469.96 17.985   31/10/16 33.076 26,437        1,178,324 -166,164  
18/01/16 Sell HDAX long SMA Solar 498.46 41.200   23/11/15 47.775 -23,814 20,537 -3,277 908,883  1,154,510 -145,627 1,008,883
    ISEQ 20 Flutter 109.82 119.900   4/01/16 123.350 -13,546 13,167 -379 908,504  1,140,964 -132,460 1,008,504
      Dalata Hotel 2,517.84 4.930   4/01/16 5.380 -13,546 12,413 -1,133 907,371  1,127,418 -120,047 1,007,371
    QIX Freenet 437.09 28.325   23/01/12 10.515 -4,596 12,381 7,785 915,156  1,122,822 -107,666 1,015,156
  Buy HDAX short Aixtron 6,874.85 3.300   14/03/16 3.331 22,687        1,145,509 -130,353  
    ISEQ 20 FBD 1,761.41 6.440   30/05/16 6.529 11,343        1,156,852 -141,697  
    QIX BMW 290.49 78.100   8/02/16 69.300 22,687        1,179,540 -164,384  
25/01/16 Sell Euro 50 short Volkswagen 112.93 110.750 123.708 11/01/16 117.050 -13,218 13,970 752 915,907  1,166,321 -150,414 1,015,907
      Banco Santander 3,239.83 3.860 4.313 11/01/16 4.080 -13,219 13,972 753 916,661  1,153,103 -136,442 1,016,661
    Europe 50 Rio Tinto 10.48 2,112.660 3,163.610 4/01/16 2,585.270 -27,094 33,155 6,061 922,722  1,126,009 -103,287 1,022,722
    FT 30 Tesco 107.15 258.955 234.523 11/01/16 246.739 -26,438 25,129 -1,309 921,413  1,099,571 -78,158 1,021,413
  Buy Euro 50 long SAP 162.22 72.680   4/04/16 70.040 11,790        1,111,361 -89,948  
      Vinci 191.31 61.630   4/04/16 65.450 11,790        1,123,152 -101,739  
    Europe 50 SAP 324.45 72.680   28/03/16 70.840 23,581        1,146,733 -125,320  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 National Grid 18.98 1,242.520   1/02/16 1,311.560 23,583        1,170,316 -148,903  
1/02/16 Sell   long National Grid 18.98 1,311.560   25/01/16 1,242.520 -23,583 24,893 1,310 922,723  1,146,733 -124,010 1,022,723
  Buy   short NatWest 68.06 330.109   18/04/16 299.798 22,467        1,169,200 -146,477  
8/02/16 Sell Nasdaq 100 long Amazon.com 687.67 21.802   19/10/15 25.296 -17,395 14,993 -2,403 920,321  1,151,805 -131,484 1,020,321
    OMXC 20 Genmab 210.00 88.896   23/11/15 113.399 -23,814 18,668 -5,146 915,175  1,127,991 -112,816 1,015,175
    QIX short BMW 290.49 69.300 88.018 18/01/16 78.100 -22,687 25,568 2,881 918,056  1,105,304 -87,248 1,018,056
  Buy Nasdaq 100 Micron Technology 2,561.31 9.085   21/03/16 10.259 23,270        1,128,574 -110,518  
    QIX long Rational 57.44 405.150   11/04/16 463.700 23,272        1,151,846 -133,790  
22/02/16 Sell DJTA short Ryder System 515.70 53.012 52.057 4/01/16 52.534 -27,092 26,846 -246 917,809  1,124,754 -106,944 1,017,809
    NZX 50 long Tourism 16,907.67 1.542   28/07/14 0.744 -12,581 26,067 13,486 931,295  1,112,173 -80,878 1,031,295
  Buy OMXC 20 Vestas Wind Systems 1,967.38 12.077   29/02/16 12.460 23,760        1,135,933 -104,638  
    DJTA Delta Air Lines 537.25 44.225   7/03/16 43.943 23,760        1,159,693 -128,398  
    NZX 50 short ANZ Banking NZ 1,553.36 15.296   29/02/16 14.670 23,760        1,183,453 -152,158  
29/02/16 Sell ASX 50 short Origin Energy 9,656.65 2.906 2.569 11/01/16 2.738 -26,437 24,811 -1,626 929,669  1,157,016 -127,347 1,029,669
    OMXC 20 long Vestas Wind Systems 1,967.38 12.460   22/02/16 12.077 -23,760 24,513 753 930,422  1,133,256 -102,834 1,030,422
    NZX 50 short ANZ Banking NZ 1,553.36 14.670 15.949 22/02/16 15.296 -23,760 24,774 1,014 931,436  1,109,495 -78,060 1,031,436
  Buy ASX 50 long Newcrest Mining 2,076.15 11.480   5/11/18 13.103 23,834        1,133,329 -101,894  
    NZX 50 a2 Milk 22,358.35 1.066   22/05/17 2.174 23,834        1,157,163 -125,728  
7/03/16 Sell S&P 100 short ConocoPhilips 520.25 37.595 55.443 27/07/15 45.655 -23,752 28,844 5,092 936,528  1,133,411 -96,883 1,036,528
    DAX long Adidas 259.77 96.970   28/12/15 89.090 -23,143 25,190 2,047 938,575  1,110,268 -71,693 1,038,575
    MerVal Pampa Energía 15,998.09 0.728   26/10/15 1.149 -18,385 11,647 -6,738 931,836  1,091,883 -60,047 1,031,836
    DJTA Delta Air Lines 537.25 43.943   22/02/16 44.225 -23,760 23,608 -152 931,685  1,068,123 -36,438 1,031,685
    Nikkei (FRA) short OKI Electric 941.33 12.000 10.960 7/12/15 11.480 -10,806 10,317 -489 931,196  1,057,317 -26,122 1,031,196
      Sharp 1,137.53 13.180 5.820 7/12/15 9.500 -10,807 6,620 -4,186 927,009  1,046,510 -19,501 1,027,009
    BSE Sensex 50 Larsen & Toubro 2,334.37 10.779 12.496 4/01/16 11.606 -27,092 29,171 2,079 929,089  1,019,418 9,670 1,029,089
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA long Energy Recovery 3,336.76 7.782   29/10/18 6.189 25,968        1,045,386 -16,298  
    S&P 100 Meta 270.46 96.013   28/03/16 101.554 25,968        1,071,354 -42,266  
    DAX short Deutsche Bank 1,640.11 15.833   25/04/16 14.347 25,968        1,097,322 -68,234  
    MerVal YPF 1,570.52 16.535   11/04/16 14.912 25,968        1,123,290 -94,202  
    DJTA Avis Budget 1,015.84 25.563   14/03/16 24.329 25,968        1,149,258 -120,170  
    Nikkei (FRA) long Nissui 3,061.54 4.241   14/03/16 4.289 12,984        1,162,242 -133,154  
      Yamaha 497.45 26.101   14/03/16 27.038 12,984        1,175,226 -146,138  
    BSE Sensex 50 Bajaj Finance 3,026.82 8.579   10/12/18 29.076 25,968        1,201,194 -172,106  
14/03/16 Sell HDAX short Aixtron 6,874.85 3.331 3.269 18/01/16 3.300 -22,687 22,474 -213 928,875  1,178,507 -149,632 1,028,875
    DJTA Avis Budget 1,015.84 24.329 26.860 7/03/16 25.563 -25,968 27,285 1,317 930,193  1,152,539 -122,347 1,030,193
    Nikkei (FRA) long Nissui 3,061.54 4.289   7/03/16 4.241 -12,984 13,131 147 930,340  1,139,555 -109,216 1,030,340
      Yamaha 497.45 27.038   7/03/16 26.101 -12,984 13,450 466 930,806  1,126,571 -95,766 1,030,806
  Buy HDAX SMA Solar 537.38 43.500   11/04/16 45.160 23,376        1,149,947 -119,142  
    DJTA Alaska Air Group 325.25 71.870   29/10/18 53.552 23,376        1,173,323 -142,517  
    Nikkei (FRA) short Toshiba 704.52 16.590   18/07/16 25.800 11,688        1,185,011 -154,205  
      IHI 642.90 18.180   18/07/16 25.860 11,688        1,196,699 -165,893  
21/03/16 Sell Nasdaq 100 short Micron Technology 2,561.31 10.259 7.912 8/02/16 9.085 -23,270 20,264 -3,006 927,800  1,173,429 -145,629 1,027,800
    TSX 60 Cenovus Energy 1,223.66 12.064 19.931 11/05/15 15.506 -18,974 24,388 5,414 933,214  1,154,455 -121,241 1,033,214
    DJ Global Titans ConocoPhilips 728.19 37.886 36.068 24/08/15 36.977 -26,926 26,264 -662 932,552  1,127,529 -94,977 1,032,552
  Buy Nasdaq 100 long NVidia 3,107.43 7.543   29/10/18 40.739 23,439        1,150,968 -118,416  
    TSX 60 Barrick Gold 1,796.30 13.049   27/06/16 19.168 23,439        1,174,407 -141,855  
    DJ Global Titans McDonald´s 212.77 110.161   28/03/16 110.022 23,439        1,197,846 -165,294  
28/03/16 Sell S&P 100 long Meta 270.46 101.554   7/03/16 96.013 -25,968 27,466 1,499 934,050  1,171,878 -137,828 1,034,050
    ATX short Vienna Insurance 635.65 18.660 39.765 7/09/15 27.240 -17,315 25,277 7,962 942,012  1,154,563 -112,551 1,042,012
    BEL 20 Solvay 183.38 85.670 93.522 28/09/15 89.510 -16,414 17,150 736 942,748  1,138,149 -95,401 1,042,748
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 long SAP 324.45 70.840   25/01/16 72.680 -23,581 22,984 -597 942,151  1,114,568 -72,417 1,042,151
    DJ Global Titans McDonald´s 212.77 110.022   21/03/16 110.161 -23,439 23,409 -30 942,121  1,091,129 -49,008 1,042,121
  Buy S&P 100 short Devon Energy 1,075.61 23.082   25/04/16 30.124 24,827        1,115,956 -73,834  
    ATX long Flughafen Wien 1,019.69 24.348   16/05/16 25.113 24,827        1,140,782 -98,661  
    BEL 20 Bekaert 709.34 35.000   25/04/16 37.780 24,827        1,165,609 -123,488  
    Europe 50 short Credit Suisse 1,940.06 12.797   18/04/16 13.328 24,827        1,190,436 -148,315  
    DJ Global Titans Mitsubishi UFJ 5,971.19 4.158   11/04/16 3.840 24,827        1,215,263 -173,142  
4/04/16 Sell Euro 50 long SAP 162.22 70.040   25/01/16 72.680 -11,790 11,362 -428 941,693  1,203,473 -161,780 1,041,693
      Vinci 191.31 65.450   25/01/16 61.630 -11,790 12,521 731 942,424  1,191,683 -149,259 1,042,424
    OMXS 30 short SSAB 5,554.14 3.262 1.615 4/01/16 2.439 -13,546 8,972 -4,574 937,850  1,178,137 -140,287 1,037,850
      SKF A 931.50 15.448 13.637 4/01/16 14.542 -13,546 12,702 -843 937,006  1,164,591 -127,584 1,037,006
  Buy Euro 50 Deutsche Bank 860.58 13.209   16/05/16 12.861 11,367        1,175,958 -138,952  
      Unicredit 752.17 15.113   16/05/16 14.382 11,368        1,187,326 -150,319  
    OMXC 20 long Genmab 182.88 124.315   11/04/16 126.502 22,735        1,210,061 -173,054  
    OMXS 30 Securitas 784.13 14.497   11/04/16 14.803 11,368        1,221,428 -184,422  
      Fingerprint Cards 1,083.73 10.489   11/04/16 10.913 11,367        1,232,796 -195,789  
11/04/16 Sell HDAX long SMA Solar 537.38 45.160   14/03/16 43.500 -23,376 24,268 892 937,898  1,209,419 -171,521 1,037,898
    OMXC 20 Genmab 182.88 126.502   4/04/16 124.315 -22,735 23,135 400 938,298  1,186,685 -148,386 1,038,298
    OMXS 30 Securitas 784.13 14.803   4/04/16 14.497 -11,368 11,607 240 938,538  1,175,317 -136,779 1,038,538
      Fingerprint Cards 1,083.73 10.913   4/04/16 10.489 -11,367 11,827 459 938,998  1,163,950 -124,952 1,038,998
    MerVal short YPF 1,570.52 14.912 18.335 7/03/16 16.535 -25,968 28,795 2,827 941,824  1,137,982 -96,157 1,041,824
    QIX long Rational 57.44 463.700   8/02/16 405.150 -23,272 26,635 3,363 945,188  1,114,710 -69,522 1,045,188
    DJ Global Titans short Mitsubishi UFJ 5,971.19 3.840 4.501 28/03/16 4.158 -24,827 26,879 2,052 947,239  1,089,883 -42,644 1,047,239
  Buy HDAX Deutsche Bank 2,009.91 12.495   25/07/16 11.745 25,114        1,114,997 -67,758  
    OMXC 20 Nordea Bank (DK) 3,031.85 8.283   25/04/16 8.632 25,114        1,140,111 -92,872  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Nordea Bank 1,510.25 8.315   18/04/16 8.483 12,557        1,152,668 -105,429  
      S.E.B 1,482.32 8.471   18/04/16 8.777 12,557        1,165,225 -117,986  
    MerVal long Gr Fin Galicia 11,022.16 2.279   20/06/16 2.681 25,114        1,190,339 -143,100  
    QIX short Mercedes-Benz 415.11 60.500   4/07/16 54.240 25,114        1,215,453 -168,214  
    DJ Global Titans long McDonald´s 224.58 111.826   9/05/16 114.955 25,114        1,240,567 -193,328  
18/04/16 Sell France short Vallourec 100.26 148.800 467.252 11/01/16 263.680 -26,437 46,847 20,410 967,649  1,214,130 -146,481 1,067,649
    HSI China Shenhua HK 12,530.15 1.521 2.268 13/07/15 1.857 -23,271 28,421 5,150 972,799  1,190,859 -118,060 1,072,799
    OMXS 30 Nordea Bank 1,510.25 8.483 8.147 11/04/16 8.315 -12,557 12,303 -254 972,546  1,178,302 -105,757 1,072,546
      S.E.B 1,482.32 8.777 8.166 11/04/16 8.471 -12,557 12,104 -453 972,093  1,165,745 -93,652 1,072,093
    Europe 50 Credit Suisse 1,940.06 13.328 12.266 28/03/16 12.797 -24,827 23,796 -1,031 971,062  1,140,918 -69,856 1,071,062
    FT 30 NatWest 68.06 299.798 363.484 1/02/16 330.109 -22,467 24,739 2,272 973,334  1,118,451 -45,118 1,073,334
  Buy France long Ubisoft 949.22 27.080   13/06/16 32.460 25,705        1,144,156 -70,823  
    HSI AAC Technologies 3,897.95 6.595   21/11/16 8.782 25,705        1,169,861 -96,528  
    OMXS 30 Securitas 891.48 14.417   13/06/16 13.140 12,852        1,182,714 -109,380  
      Fingerprint Cards 1,039.01 12.370   13/06/16 9.568 12,852        1,195,566 -122,232  
    Europe 50 BAT 4.76 5,403.310   25/04/16 5,349.570 25,720        1,221,286 -147,952  
    FT 30 BAT 4.76 5,403.310   25/04/16 5,349.570 25,720        1,247,006 -173,672  
25/04/16 Sell S&P 100 short Devon Energy 1,075.61 30.124 16.039 28/03/16 23.082 -24,827 17,252 -7,575 965,759  1,222,179 -156,420 1,065,759
    DAX Deutsche Bank 1,640.11 14.347 17.473 7/03/16 15.833 -25,968 28,658 2,690 968,448  1,196,211 -127,762 1,068,448
    TecDAX Aixtron 3,007.25 4.108 11.590 1/06/15 6.900 -20,750 34,853 14,103 982,551  1,175,461 -92,910 1,082,551
    IBEX 35 Obrascón Huarte Lain 991.33 5.840 62.729 11/05/15 19.140 -18,974 62,186 43,211 1,025,762  1,156,487 -30,724 1,125,762
    BEL 20 long Bekaert 709.34 37.780   28/03/16 35.000 -24,827 26,799 1,972 1,027,734  1,131,660 -3,925 1,127,734
    OMXH 25 short Outokumpu 10,677.30 3.996 0.956 11/01/16 2.476 -26,437 10,208 -16,229 1,011,505  1,105,223 6,282 1,111,505
    PSI 20 Pharol 76,641.84 0.141 0.564 7/12/15 0.282 -21,613 43,226 21,613 1,033,118  1,083,610 49,508 1,133,118
    OMXC 20 Nordea Bank (DK) 3,031.85 8.632 7.935 11/04/16 8.283 -25,114 24,057 -1,058 1,032,060  1,058,496 73,565 1,132,060
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 long BAT 4.76 5,349.570   18/04/16 5,403.310 -25,720 25,464 -256 1,031,805  1,032,776 99,029 1,131,805
    Nordic 30 short Møller-Mærsk B 18.60 1,254.850 1,197.470 14/12/15 1,226.160 -22,807 22,273 -534 1,031,271  1,009,969 121,302 1,131,271
    FT 30 long BAT 4.76 5,349.570   18/04/16 5,403.310 -25,720 25,464 -256 1,031,015  984,250 146,766 1,131,015
  Buy S&P 100 McDonald´s 282.36 113.132   9/05/16 114.955 31,944        1,016,193 114,822  
    Germany Verbio 3,812.84 8.378   27/06/16 5.220 31,944        1,048,137 82,878  
    DAX Adidas 296.19 107.850   9/05/16 114.300 31,944        1,080,082 50,934  
    TecDAX SMA Solar 683.07 46.765   9/05/16 46.500 31,944        1,112,025 18,990  
    IBEX 35 aena 264.66 120.700   9/05/16 123.100 31,944        1,143,970 -12,955  
    BEL 20 short Ackermans van Haaren 289.22 110.450   22/08/16 112.650 31,944        1,175,914 -44,899  
    OMXH 25 long Outokumpu 7,993.99 3.996   2/05/16 3.550 31,944        1,207,858 -76,843  
    OMXC 20 Genmab 245.12 130.322   13/06/16 152.120 31,945        1,239,803 -108,787  
    Europe 50 short Credit Suisse 2,380.84 13.417   16/05/16 12.098 31,944        1,271,747 -140,731  
    Nordic 30 long Volvo 2,971.87 10.749   9/05/16 9.844 31,944        1,303,691 -172,675  
    FT 30 short NatWest 100.10 319.111   16/05/16 270.322 31,943        1,335,634 -204,618  
2/05/16 Sell OMXH 25 long Outokumpu 7,993.99 3.550   25/04/16 3.996 -31,944 28,379 -3,565 1,027,450  1,303,690 -176,240 1,127,450
  Buy   short Konecranes 1,189.83 19.986   23/05/16 22.476 23,780        1,327,470 -200,020  
9/05/16 Sell S&P 100 long McDonald´s 282.36 114.955   25/04/16 113.132 -31,944 32,459 515 1,027,965  1,295,526 -167,561 1,127,965
    DAX Adidas 296.19 114.300   25/04/16 107.850 -31,944 33,855 1,910 1,029,875  1,263,582 -133,707 1,129,875
    TecDAX SMA Solar 683.07 46.500   25/04/16 46.765 -31,944 31,763 -181 1,029,694  1,231,638 -101,944 1,129,694
    IBEX 35 aena 264.66 123.100   25/04/16 120.700 -31,944 32,580 635 1,030,329  1,199,693 -69,364 1,130,329
    FTSE short Glencore 143.69 167.806 209.259 24/08/15 187.390 -26,926 30,068 3,142 1,033,472  1,172,767 -39,296 1,133,472
    HSI-C&I Sands China 6,903.00 3.084 3.713 6/07/15 3.384 -23,357 25,627 2,270 1,035,742  1,149,410 -13,668 1,135,742
    Athex LC Eurobank Ergasias 235.47 0.875 2,744.000 27/01/14 49.000 -11,538 646,130 634,592 1,670,334  1,137,872 632,461 1,770,334
    Nordic 30 long Volvo 2,971.87 9.844   25/04/16 10.749 -31,944 29,256 -2,688 1,667,646  1,105,928 661,717 1,767,646
    GEX short Manz 560.97 36.225 45.638 14/12/15 40.660 -22,809 25,602 2,793 1,670,438  1,083,119 687,319 1,770,438
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 long McDonald´s 224.58 114.955   11/04/16 111.826 -25,114 25,817 703 1,671,141  1,058,005 713,135 1,771,141
  Buy DAX short Deutsche Bank 4,749.91 13.075   16/05/16 12.861 62,106        1,120,111 651,029  
    FTSE long Fresnillo 47.22 1,315.360   8/10/18 886.711 62,111        1,182,223 588,918  
    HSI-C&I MTR 14,254.63 4.357   26/12/16 4.598 62,106        1,244,329 526,812  
    OBX 25 SalMar 2,768.21 22.435   27/06/16 25.094 62,106        1,306,435 464,706  
    Athex LC Jumbo 5,525.44 11.240   20/06/16 10.590 62,106        1,368,540 402,600  
    Nordic 30 short Ericsson 9,104.98 6.821   16/05/16 6.762 62,106        1,430,646 340,494  
    GEX long Hypoport 794.40 78.180   23/05/16 84.790 62,106        1,492,753 278,388  
    DJ Global Titans short Mitsubishi UFJ 15,444.26 4.021   4/07/16 3.981 62,106        1,554,859 216,282  
16/05/16 Sell Euro 50 short Deutsche Bank 860.58 12.861 13.567 4/04/16 13.209 -11,367 11,675 308 1,671,448  1,543,491 227,957 1,771,448
      Unicredit 752.17 14.382 15.881 4/04/16 15.113 -11,368 11,945 578 1,672,026  1,532,124 239,903 1,772,026
    ATX long Flughafen Wien 1,019.69 25.113   28/03/16 24.348 -24,827 25,607 780 1,672,806  1,507,297 265,510 1,772,806
    DAX short Deutsche Bank 4,749.91 12.861 13.293 9/05/16 13.075 -62,106 63,141 1,035 1,673,841  1,445,191 328,650 1,773,841
    Europe 50 Credit Suisse 2,380.84 12.098 14.880 25/04/16 13.417 -31,944 35,427 3,483 1,677,324  1,413,247 364,078 1,777,324
    Nordic 30 Ericsson 9,104.98 6.762 6.881 9/05/16 6.821 -62,106 62,649 543 1,677,867  1,351,141 426,726 1,777,867
    FT 30 NatWest 100.10 270.322 376.705 25/04/16 319.111 -31,943 37,708 5,765 1,683,632  1,319,198 464,434 1,783,632
  Buy Euro 50 long Deutsche Post 1,046.57 26.850   16/03/20 20.560 28,100        1,347,298 436,334  
      Vinci 428.88 65.520   16/03/20 59.040 28,100        1,375,398 408,234  
    ATX short Zumtobel 4,803.50 11.700   15/08/16 13.740 56,201        1,431,599 352,033  
    DAX long Adidas 511.38 109.900   5/03/18 174.750 56,201        1,487,800 295,832  
    PSI 20 short Pharol 425,765.15 0.132   15/08/16 0.180 56,201        1,544,001 239,631  
    Europe 50 long BAT 10.49 5,355.180   5/03/18 4,737.420 56,176        1,600,177 183,455  
    Nordic 30 Pandora 430.29 130.613   13/06/16 124.682 56,201        1,656,378 127,254  
    FT 30 Compass Group 34.52 1,628.290   30/05/16 1,692.840 56,209        1,712,587 71,045  
    CAC Mid 60 Ubisoft 1,869.01 30.070   27/06/16 30.880 56,201        1,768,788 14,844  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
23/05/16 Sell OMXH 25 short Konecranes 1,189.83 22.476 17.496 2/05/16 19.986 -23,780 20,817 -2,963 1,680,669  1,745,008 35,661 1,780,669
    GEX long Hypoport 794.40 84.790   9/05/16