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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 210.17 15.117   9/05/11 16.045 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 15,204  
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 210.17 16.045   25/04/11 15.117 -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  
    Nikkei (TYO) Tokyo Electric Power 749.16 4.131   13/02/12 1.953 3,095        92,995 9,223  
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  89,818 12,874 102,692
  Buy   long Novonesis 122.04 23.673   30/05/11 23.619 2,889        92,707 9,985  
    CAC Mid 60 short Genfit 734.55 3.933   23/01/12 1.723 2,889        95,596 7,096  
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  92,282 10,024 102,306
  Buy   short China Life 1,350.65 2.079   30/05/11 2.028 2,808        95,090 7,216  
    SDAX Heidelberger Druck 968.61 2.899   30/01/12 1.657 2,808        97,898 4,408  
    Indices Athex Large Cap 0.49 5,689.400   16/01/12 2,507.600 2,788        100,686 1,620  
30/05/11 Sell SSE 50 short China Life 1,350.65 2.028 2.131 23/05/11 2.079 -2,808 2,879 71 2,376  97,878 4,498 102,376
    OMXC 20 long Novonesis 122.04 23.619   16/05/11 23.673 -2,889 2,882 -7 2,370  94,989 7,381 102,370
    OMXS 30 Swedbank 107.69 12.341   18/04/11 13.061 -1,407 1,329 -78 2,292  93,582 8,710 102,292
    FT 30 short Lloyds Bank 50.54 59.956 62.554 9/05/11 61.241 -3,095 3,161 66 2,358  90,487 11,871 102,358
  Buy SSE 50 long China Northern Rare 1,182.00 2.415   6/06/11 2.742 2,855        93,342 9,016  
    BEL 20 short Galapagos 298.95 9.550   4/07/11 8.420 2,855        96,197 6,161  
    OMXC 20 Vestas Wind Systems 704.85 4.051   4/07/11 3.486 2,855        99,052 3,306  
    OMXS 30 Nokia 316.39 4.512   4/07/11 4.367 1,428        100,479 1,879  
      Telia Company 269.33 5.300   4/07/11 4.997 1,428        101,907 451  
6/06/11 Sell SSE 50 long China Northern Rare 1,182.00 2.742   30/05/11 2.415 -2,855 3,242 387 2,745  99,052 3,693 102,745
    ÖkoDAX (deprecated) CropEnergies 730.68 4.970   7/02/11 5.900 -4,311 3,631 -680 2,065  94,741 7,324 102,065
  Buy SSE 50 short China Rwy Constr 4,328.00 0.632   23/01/12 0.506 2,734        97,475 4,590  
    FT 30 Lloyds Bank 51.94 52.638   5/12/11 31.447 2,734        100,209 1,856  
27/06/11 Buy France short Carrefour 98.22 26.450   23/01/12 17.050 2,598        102,807 -741  
    MIB UnipolSai 506.43 5.130   5/11/12 0.935 2,598        105,405 -3,339  
    CAC Next 20 long Arkema 39.90 65.105   11/07/11 66.601 2,598        108,003 -5,937  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/07/11 Sell BEL 20 short Galapagos 298.95 8.420 10.832 30/05/11 9.550 -2,855 3,238 383 2,449  105,148 -2,699 102,449
    OMXC 20 Vestas Wind Systems 704.85 3.486 4.707 30/05/11 4.051 -2,855 3,318 463 2,911  102,293 619 102,911
    OMXS 30 Nokia 316.39 4.367 4.661 30/05/11 4.512 -1,428 1,475 47 2,959  100,865 2,094 102,959
      Telia Company 269.33 4.997 5.622 30/05/11 5.300 -1,428 1,514 87 3,045  99,438 3,608 103,045
  Buy BEL 20 long Solvay 24.75 107.700   11/07/11 107.450 2,666        102,103 942  
    OMXC 20 Novonesis 114.69 23.246   11/07/11 23.100 2,666        104,769 -1,724  
11/07/11 Sell BEL 20 long Solvay 24.75 107.450   4/07/11 107.700 -2,666 2,659 -6 3,039  102,104 935 103,039
    OMXC 20 Novonesis 114.69 23.100   4/07/11 23.246 -2,666 2,649 -17 3,022  99,438 3,585 103,022
    Topix (FRA) short Resona 936.21 3.532 4.667 28/02/11 4.060 -3,801 4,369 568 3,590  95,637 7,954 103,590
    CAC Next 20 long Arkema 39.90 66.601   27/06/11 65.105 -2,598 2,657 60 3,650  93,039 10,611 103,650
  Buy BEL 20 short Bekaert 56.62 50.440   12/03/12 24.765 2,856        95,895 7,755  
    OMXC 20 Vestas Wind Systems 832.77 3.430   28/11/11 1.979 2,856        98,751 4,899  
    OMXS 30 Nokia 361.20 3.954   28/11/11 4.082 1,428        100,179 3,471  
      SSAB 151.91 9.401   28/11/11 6.652 1,428        101,607 2,043  
    Topix (FRA) long Daito Trust 44.09 64.780   1/08/11 65.420 2,856        104,463 -813  
18/07/11 Buy ATX short Flughafen Wien 309.64 8.300   26/03/12 7.050 2,570        107,033 -3,383  
25/07/11 Buy ASX 50 short Macquarie Group 120.32 20.828   16/01/12 19.953 2,506        109,539 -5,889  
    DJ Global Titans Bank of America 359.55 6.970   26/12/11 4.202 2,506        112,045 -8,395  
1/08/11 Sell HSI long Galaxy Entertainment 3,068.52 1.948   4/04/11 1.080 -3,314 5,979 2,665 6,315  108,731 -2,416 106,315
    Topix (FRA) Daito Trust 44.09 65.420   11/07/11 64.780 -2,856 2,884 28 6,343  105,875 468 106,343
  Buy S&P 100 short AIG 134.44 19.860   9/01/12 18.875 2,670        108,545 -2,202  
    HSI New World Dev 710.18 3.760   26/12/11 2.465 2,670        111,215 -4,872  
    HDAX Commerzbank 142.01 18.801   23/01/12 14.511 2,670        113,885 -7,542  
    DJTA Delta Air Lines 492.78 5.418   24/10/11 6.408 2,670        116,555 -10,212  
    Topix (FRA) Nintendo 241.41 11.060   23/01/12 10.574 2,670        119,225 -12,882  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Carrefour 132.97 20.080   30/04/12 15.175 2,670        121,895 -15,552  
8/08/11 Buy Nasdaq 100 short Akamai 153.92 14.741   10/10/11 17.540 2,269        124,164 -17,821  
    Kospi 50 LG Display 166.01 13.668   10/10/11 14.049 2,269        126,433 -20,090  
    DAX Commerzbank 147.78 15.354   19/12/11 9.482 2,269        128,702 -22,359  
    MDAX Ceconomy 236.09 9.611   14/05/12 7.298 2,269        130,971 -24,628  
    FTSE Lloyds Bank 60.27 37.648   28/11/11 27.613 2,269        133,240 -26,897  
    Europe 50 Lloyds Bank 60.27 37.648   19/12/11 27.968 2,269        135,509 -29,166  
    BSE Sensex 50 Tata Motors 877.86 2.585   3/10/11 2.302 2,269        137,778 -31,435  
    QIX Pro7-Sat1 162.07 14.000   23/01/12 17.200 2,269        140,047 -33,704  
22/08/11 Buy DJIA short Goldman Sachs 24.53 73.991   19/12/11 67.244 1,815        141,862 -35,519  
29/08/11 Sell Topix (TYO) long Isuzu Motors 632.21 5.756   31/01/11 7.178 -4,538 3,639 -899 5,444  137,324 -31,880 105,444
  Buy   short Nintendo 157.72 11.660   13/02/12 10.500 1,839        139,163 -33,719  
5/09/11 Buy Euro 50 short Societe Generale 44.27 20.250   9/01/12 15.000 896        140,059 -34,615  
      Unicredit 32.65 27.460   9/01/12 11.455 897        140,956 -35,512  
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 7,191  137,779 -30,588 107,191
    BSE Sensex 50 short Tata Motors 877.86 2.302 2.902 8/08/11 2.585 -2,269 2,548 279 7,470  135,510 -28,040 107,470
  Buy NZX 50 Heartland 7,119.80 0.279   17/10/11 0.296 1,985        137,495 -30,025  
    BSE Sensex 50 long Eicher Motors 815.46 2.434   17/10/11 2.393 1,985        139,480 -32,010  
10/10/11 Sell Nasdaq 100 short Akamai 153.92 17.540 11.942 8/08/11 14.741 -2,269 1,838 -431 7,039  137,211 -30,172 107,039
    Kospi 50 LG Display 166.01 14.049 13.287 8/08/11 13.668 -2,269 2,206 -63 6,976  134,942 -27,966 106,976
  Buy Nasdaq 100 long Regeneron 40.02 49.346   24/08/15 434.608 1,975        136,917 -29,941  
    Kospi 50 SK Holdings 20.60 95.875   19/12/11 80.532 1,975        138,892 -31,916  
17/10/11 Sell NZX 50 short Heartland 7,119.80 0.296 0.262 3/10/11 0.279 -1,985 1,864 -121 6,855  136,907 -30,052 106,855
    BSE Sensex 50 long Eicher Motors 815.46 2.393   3/10/11 2.434 -1,985 1,951 -34 6,821  134,922 -28,101 106,821
  Buy NZX 50 a2 Milk 14,130.75 0.139   31/10/11 0.139 1,967        136,889 -30,068  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Aurobindo Pharma 2,141.54 0.919   24/10/11 0.877 1,967        138,856 -32,035  
24/10/11 Sell DJTA short Delta Air Lines 492.78 6.408 4.429 1/08/11 5.418 -2,670 2,182 -488 6,333  136,186 -29,853 106,333
    BSE Sensex 50 Aurobindo Pharma 2,141.54 0.877 0.962 17/10/11 0.919 -1,967 2,060 93 6,425  134,219 -27,793 106,425
  Buy   long Eicher Motors 841.47 2.335   7/12/15 22.421 1,965        136,184 -29,758  
31/10/11 Sell NZX 50 long a2 Milk 14,130.75 0.139   17/10/11 0.139 -1,967 1,968 1 6,427  134,217 -27,790 106,427
  Buy   short Heartland 6,510.93 0.302   5/03/12 0.277 1,965        136,182 -29,755  
21/11/11 Buy USA short Netflix 243.56 7.867   28/11/11 7.544 1,916        138,098 -31,671  
    DJTA JetBlue Airways 721.79 2.655   5/12/11 3.509 1,916        140,014 -33,587  
28/11/11 Sell USA short Netflix 243.56 7.544 8.203 21/11/11 7.867 -1,916 1,998 82 6,509  138,098 -31,589 106,509
    FTSE Lloyds Bank 60.27 27.613 51.330 8/08/11 37.648 -2,269 3,094 825 7,333  135,829 -28,495 107,333
    OMXC 20 Vestas Wind Systems 832.77 1.979 5.942 11/07/11 3.430 -2,856 4,948 2,093 9,426  132,973 -23,547 109,426
    OMXS 30 Nokia 361.20 4.082 3.825 11/07/11 3.954 -1,428 1,382 -46 9,380  131,545 -22,165 109,380
      SSAB 151.91 6.652 13.285 11/07/11 9.401 -1,428 2,018 590 9,970  130,117 -20,147 109,970
    Nordic 30 Nokia 604.26 4.150 8.303 14/03/11 5.870 -3,547 5,017 1,470 11,440  126,570 -15,130 111,440
  Buy FTSE long Next 0.77 3,105.900   4/06/12 3,698.710 2,392        128,961 -17,521  
    OMXC 20 Tryg 279.96 8.598   14/05/12 8.768 2,407        131,368 -19,928  
    OMXS 30 Getinge 64.56 18.641   14/05/12 19.967 1,203        132,572 -21,132  
    Nordic 30 Equinor 131.85 18.255   7/05/12 19.757 2,407        134,979 -23,539  
5/12/11 Sell FT 30 short Lloyds Bank 51.94 31.447 88.109 6/06/11 52.638 -2,734 4,576 1,842 13,282  132,245 -18,962 113,282
    DJTA JetBlue Airways 721.79 3.509 1.800 21/11/11 2.655 -1,916 1,299 -617 12,666  130,329 -17,663 112,666
  Buy FT 30 long BAT 0.70 3,416.030   12/12/11 3,512.060 2,391        132,720 -20,054  
    DJTA Kirby 49.47 48.011   25/06/12 36.163 2,375        135,095 -22,429  
12/12/11 Sell FT 30 long BAT 0.70 3,512.060   5/12/11 3,416.030 -2,391 2,458 67 12,733  132,704 -19,971 112,733
  Buy   short Lloyds Bank 81.10 28.594   19/12/11 27.968 2,319        135,023 -22,290  
19/12/11 Sell DJIA short Goldman Sachs 24.53 67.244 81.415 22/08/11 73.991 -1,815 1,997 182 12,915  133,208 -20,293 112,915
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 long SK Holdings 20.60 80.532   10/10/11 95.875 -1,975 1,659 -316 12,599  131,233 -18,634 112,599
    DAX short Commerzbank 147.78 9.482 24.862 8/08/11 15.354 -2,269 3,674 1,405 14,004  128,964 -14,960 114,004
    Europe 50 Lloyds Bank 60.27 27.968 50.678 8/08/11 37.648 -2,269 3,054 785 14,789  126,695 -11,905 114,789
    FT 30 Lloyds Bank 81.10 27.968 29.234 12/12/11 28.594 -2,319 2,371 52 14,841  124,376 -9,534 114,841
  Buy DJIA long Visa 139.28 18.897   24/08/15 58.880 2,632        127,007 -12,166  
    Kospi 50 short Hyundai Heavy 14.44 182.275   23/01/12 209.385 2,632        129,640 -14,798  
    DAX long Merck (EMD) 71.73 36.695   4/06/12 36.500 2,632        132,272 -17,430  
    Europe 50 Roche 20.29 129.719   20/10/14 222.572 2,632        134,904 -20,062  
    FT 30 Tate & Lyle 3.26 808.105   14/05/12 858.422 2,634        137,538 -22,697  
26/12/11 Sell HSI short New World Dev 710.18 2.465 5.735 1/08/11 3.760 -2,670 4,073 1,403 16,244  134,868 -18,624 116,244
    OMXH 25 Nokia 624.14 3.720 9.970 28/02/11 6.090 -3,801 6,223 2,422 18,666  131,067 -12,402 118,666
    DJ Global Titans Bank of America 359.55 4.202 11.562 25/07/11 6.970 -2,506 4,157 1,651 20,317  128,561 -8,244 120,317
  Buy HSI long Lenovo 5,202.45 0.538   21/05/12 0.656 2,801        131,362 -11,045  
    OMXH 25 Huhtamäki 303.80 9.220   2/01/12 9.150 2,801        134,163 -13,846  
    DJ Global Titans Philip Morris 46.34 60.439   23/01/12 57.914 2,801        136,964 -16,647  
2/01/12 Sell AEX short Philips 154.51 16.490 29.833 28/03/11 22.180 -3,427 4,610 1,183 21,499  133,537 -12,038 121,499
    ISEQ 20 Bank of Ireland 213.51 2.550 21.707 25/04/11 7.440 -1,589 4,635 3,046 24,545  131,948 -7,403 124,545
      Ryanair 471.93 3.780 2.952 25/04/11 3.366 -1,589 1,393 -195 24,350  130,360 -6,010 124,350
    OMXH 25 long Huhtamäki 303.80 9.150   26/12/11 9.220 -2,801 2,780 -21 24,329  127,559 -3,230 124,329
  Buy Germany Encavis 931.96 3.248   14/05/12 2.970 3,027        130,586 -6,257  
    AEX Vopak 73.66 41.095   9/04/12 44.780 3,027        133,613 -9,284  
    ISEQ 20 Flutter 33.56 45.100   21/05/12 50.010 1,514        135,126 -10,798  
      Ryanair 400.40 3.780   21/05/12 4.040 1,514        136,640 -12,311  
    OMXH 25 short Outokumpu 260.50 11.620   9/01/12 12.510 3,027        139,667 -15,338  
9/01/12 Sell S&P 100 short AIG 134.44 18.875 20.895 1/08/11 19.860 -2,670 2,809 139 24,468  136,997 -12,529 124,468
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 Societe Generale 44.27 15.000 27.338 5/09/11 20.250 -896 1,210 314 24,782  136,100 -11,319 124,782
      Unicredit 32.65 11.455 65.827 5/09/11 27.460 -897 2,149 1,253 26,034  135,204 -9,169 126,034
    OMXH 25 Outokumpu 260.50 12.510 10.730 2/01/12 11.620 -3,027 2,795 -232 25,803  132,177 -6,374 125,803
    Nikkei (FRA) Resona 521.62 3.458 3.342 14/03/11 3.400 -1,774 1,743 -30 25,772  130,403 -4,631 125,772
      Tokyo Electric Power 137.48 1.740 95.638 14/03/11 12.900 -1,773 13,148 11,375 37,147  128,630 8,517 137,147
  Buy S&P 100 long Biogen 40.30 90.342   3/09/12 116.954 3,641        132,271 4,877  
    Euro 50 ASML 56.19 32.400   24/08/15 74.790 1,821        134,091 3,056  
      Anheuser-Busch InBev 38.33 47.495   24/08/15 91.280 1,820        135,912 1,235  
    OMXH 25 Wärtsilä 435.35 8.363   30/01/12 8.837 3,641        139,553 -2,405  
    Nikkei (FRA) Aozora Bank 85.19 21.370   14/05/12 18.670 1,821        141,373 -4,226  
      Nitto Boseki 140.31 12.975   14/05/12 12.260 1,821        143,194 -6,047  
16/01/12 Sell ASX 50 short Macquarie Group 120.32 19.953 21.742 25/07/11 20.828 -2,506 2,616 110 37,257  140,688 -3,431 137,257
    HSI-Fin China Life Ins HK 1,574.33 2.249 3.335 7/02/11 2.738 -4,311 5,250 939 38,196  136,377 1,819 138,196
    HSI-Prop China Ov Land & Inv 1,350.31 1.541 1.086 14/03/11 1.313 -1,774 1,466 -307 37,889  134,603 3,285 137,889
      China Res Land 1,478.16 1.413 0.987 14/03/11 1.200 -1,774 1,458 -315 37,573  132,830 4,744 137,573
    OBX 25 Frontline 39.40 17.878 333.728 11/04/11 77.243 -3,043 13,149 10,106 47,679  129,786 17,892 147,679
    Indices Athex Large Cap 0.49 2,507.600 12,908.500 23/05/11 5,689.400 -2,788 6,325 3,537 51,216  126,999 24,218 151,216
  Buy ASX 50 long James Hardie Ind 748.87 5.856   23/01/12 6.001 4,385        131,384 19,833  
    HSI-Fin AIA 1,670.99 2.624   14/05/12 2.577 4,385        135,769 15,448  
    HSI-Prop China Ov Land & Inv 1,422.78 1.541   10/06/13 2.124 2,193        137,961 13,255  
      China Res Land 1,551.55 1.413   10/06/13 2.183 2,193        140,154 11,063  
    HSI-C&I Sands China 1,707.29 2.568   21/05/12 2.614 4,385        144,539 6,678  
    OBX 25 Equinor 227.62 19.264   14/05/12 19.745 4,385        148,923 2,293  
    Indices ISEQ-Overall 1.46 3,005.690   21/05/12 3,087.810 4,388        153,312 -2,096  
23/01/12 Sell France short Carrefour 98.22 17.050 41.032 27/06/11 26.450 -2,598 4,030 1,432 52,648  150,714 1,935 152,648
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 China Rwy Constr 4,328.00 0.506 0.789 6/06/11 0.632 -2,734 3,417 683 53,331  147,980 5,351 153,331
    Kospi 50 Hyundai Heavy 14.44 209.385 155.165 19/12/11 182.275 -2,632 2,241 -391 52,939  145,348 7,592 152,939
    ASX 50 long James Hardie Ind 748.87 6.001   16/01/12 5.856 -4,385 4,494 109 53,049  140,963 12,086 153,049
    HDAX short Commerzbank 142.01 14.511 24.359 1/08/11 18.801 -2,670 3,459 789 53,838  138,293 15,545 153,838
    Topix (FRA) Nintendo 241.41 10.574 11.568 1/08/11 11.060 -2,670 2,793 123 53,960  135,623 18,338 153,960
    CAC Mid 60 Genfit 734.55 1.723 8.978 16/05/11 3.933 -2,889 6,595 3,706 57,666  132,734 24,932 157,666
    QIX Pro7-Sat1 162.07 17.200 10.800 8/08/11 14.000 -2,269 1,750 -519 57,147  130,465 26,682 157,147
    DJ Global Titans long Philip Morris 46.34 57.914   26/12/11 60.439 -2,801 2,684 -117 57,030  127,664 29,366 157,030
  Buy France Hermes International 18.37 253.600   23/04/12 251.250 4,659        132,323 24,708  
    SSE 50 China Minsheng Bk 6,977.68 0.668   19/03/12 0.633 4,659        136,982 20,049  
    Kospi 50 Samsung Electronics 303.60 15.346   21/05/12 16.200 4,659        141,641 15,390  
    ASX 50 short QBE Insurance 486.04 9.586   30/01/12 9.544 4,659        146,300 10,731  
    HDAX long Dürr 510.58 9.125   4/08/14 28.230 4,659        150,959 6,072  
    Topix (FRA) Fast Retailing 95.65 48.710   27/02/12 49.490 4,659        155,618 1,412  
    CAC Mid 60 Innate Pharma 2,724.56 1.710   14/05/12 1.650 4,659        160,277 -3,247  
    QIX Freenet 443.08 10.515   18/01/16 28.325 4,659        164,936 -7,906  
    DJ Global Titans short Bank of America 830.64 5.609   6/02/12 6.060 4,659        169,595 -12,565  
30/01/12 Sell ASX 50 short QBE Insurance 486.04 9.544 9.628 23/01/12 9.586 -4,659 4,679 20 57,051  164,936 -7,885 157,051
    SDAX Heidelberger Druck 968.61 1.657 5.072 23/05/11 2.899 -2,808 4,913 2,105 59,155  162,128 -2,972 159,155
    OMXH 25 long Wärtsilä 435.35 8.837   9/01/12 8.363 -3,641 3,847 206 59,362  158,487 875 159,362
    BSE Sensex 30 short Bharat Heavy 988.85 2.662 7.139 7/02/11 4.360 -4,311 7,059 2,748 62,110  154,176 7,934 162,110
  Buy ASX 50 long James Hardie Ind 737.60 5.763   17/08/15 12.058 4,251        158,427 3,683  
    SDAX Encavis 1,407.15 3.021   21/05/12 2.951 4,251        162,678 -568  
    OMXH 25 short Nokia 1,095.62 3.880   13/02/12 3.800 4,251        166,929 -4,819  
    BSE Sensex 30 long Hindustan Unilever 701.35 6.061   16/11/15 11.144 4,251        171,180 -9,070  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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 64,189  168,085 -3,897 164,189
    TecDAX SMA Solar 48.09 50.420 107.875 14/03/11 73.750 -3,547 5,188 1,641 65,830  164,538 1,291 165,830
    IBEX 35 Banco Sabadell 1,331.46 2.331 2.658 4/04/11 2.489 -3,314 3,539 225 66,054  161,224 4,830 166,054
    PSI 20 Teixeira Duarte 4,988.52 0.190 1.958 11/04/11 0.610 -3,043 9,770 6,727 72,781  158,181 14,599 172,781
    DJ Global Titans Bank of America 830.64 6.060 5.157 23/01/12 5.609 -4,659 4,284 -375 72,406  153,522 18,883 172,406
  Buy CAC 40 long Airbus 175.62 27.230   9/04/12 29.725 4,782        158,305 14,101  
    IBEX 35 Bankinter 1,385.28 3.452   13/02/12 3.297 4,782        163,087 9,319  
    PSI 20 Jerónimo Martins 372.43 12.840   20/02/12 12.970 4,782        167,869 4,537  
    MerVal short Gr Fin Galicia 8,062.72 0.593   27/02/12 0.596 4,782        172,651 -245  
    DJ Global Titans long Apple 379.52 12.600   21/05/12 15.695 4,782        177,432 -5,027  
13/02/12 Sell IBEX 35 long Bankinter 1,385.28 3.297   6/02/12 3.452 -4,782 4,567 -215 72,191  172,650 -460 172,191
    OMXH 25 short Nokia 1,095.62 3.800 3.962 30/01/12 3.880 -4,251 4,341 90 72,280  168,399 3,881 172,280
    Nikkei (TYO) Tokyo Electric Power 749.16 1.953 8.741 9/05/11 4.131 -3,095 6,548 3,453 75,734  165,304 10,429 175,734
    Topix (TYO) Nintendo 157.72 10.500 12.949 29/08/11 11.660 -1,839 2,042 203 75,937  163,465 12,472 175,937
    GEX MeVis Medical 291.15 5.650 26.343 7/03/11 12.200 -3,552 7,670 4,118 80,055  159,913 20,142 180,055
  Buy IBEX 35 Sacyr 1,509.96 3.314   20/08/12 1.284 5,004        164,917 15,138  
    OMXH 25 long Nokian Tyres 148.49 33.700   9/04/12 36.040 5,004        169,922 10,133  
    Topix (TYO) Fast Retailing 96.93 51.626   7/05/12 55.879 5,004        174,926 5,129  
    GEX 4SC 81.24 61.593   7/05/12 48.084 5,004        179,929 126  
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 85,242  176,834 8,408 185,242
    PSI 20 long Jerónimo Martins 372.43 12.970   6/02/12 12.840 -4,782 4,830 48 85,291  172,052 13,238 185,291
  Buy TSX 60 Constellation Soft 70.20 70.699   16/04/12 66.838 4,963        177,015 8,275  
    PSI 20 short Pharol 1,181.67 4.200   27/02/12 3.989 4,963        181,978 3,312  
    SLI long Sonova 58.19 85.291   23/04/12 82.016 4,963        186,942 -1,651  
27/02/12 Sell PSI 20 short Pharol 1,181.67 3.989 4.422 20/02/12 4.200 -4,963 5,226 263 85,553  181,979 3,575 185,553
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Gr Fin Galicia 8,062.72 0.596 0.591 6/02/12 0.593 -4,782 4,762 -20 85,533  177,197 8,337 185,533
    Topix (FRA) long Fast Retailing 95.65 49.490   23/01/12 48.710 -4,659 4,734 75 85,608  172,537 13,070 185,608
  Buy PSI 20 Jerónimo Martins 365.95 13.570   12/03/12 14.360 4,966        177,503 8,104  
    Topix (FRA) short Mazda Motor 777.15 6.390   5/03/12 6.150 4,966        182,469 3,138  
5/03/12 Sell NZX 50 short Heartland 6,510.93 0.277 0.329 31/10/11 0.302 -1,965 2,145 180 85,787  180,504 5,283 185,787
    Topix (FRA) Mazda Motor 777.15 6.150 6.639 27/02/12 6.390 -4,966 5,160 194 85,981  175,538 10,443 185,981
  Buy MerVal Aluar 10,231.30 0.480   12/03/12 0.513 4,910        180,448 5,533  
    NZX 50 long a2 Milk 21,118.28 0.233   21/05/12 0.267 4,910        185,358 623  
    Topix (FRA) Isuzu Motors 584.38 8.402   19/03/12 8.620 4,910        190,268 -4,287  
12/03/12 Sell BEL 20 short Bekaert 56.62 24.765 102.733 11/07/11 50.440 -2,856 5,817 2,961 88,942  187,412 1,530 188,942
    PSI 20 long Jerónimo Martins 365.95 14.360   27/02/12 13.570 -4,966 5,255 289 89,231  182,446 6,785 189,231
    MerVal short Aluar 10,231.30 0.513 0.447 5/03/12 0.480 -4,910 4,573 -337 88,894  177,536 11,358 188,894
  Buy BEL 20 long Galapagos 399.20 12.540   14/05/12 10.990 5,006        182,542 6,352  
    PSI 20 short Pharol 1,270.88 3.939   26/03/12 4.022 5,006        187,548 1,346  
19/03/12 Sell SSE 50 long China Minsheng Bk 6,977.68 0.633   23/01/12 0.668 -4,659 4,418 -241 88,653  182,889 5,764 188,653
    Topix (FRA) Isuzu Motors 584.38 8.620   5/03/12 8.402 -4,910 5,037 127 88,780  177,979 10,801 188,780
  Buy SSE 50 short Anhui Conch Cement 2,551.79 1.955   9/04/12 2.031 4,989        182,968 5,812  
    Topix (FRA) Mazda Motor 772.29 6.460   13/08/12 4.800 4,989        187,957 823  
26/03/12 Sell ATX short Flughafen Wien 309.64 7.050 9.772 18/07/11 8.300 -2,570 3,026 456 89,236  185,387 3,849 189,236
    PSI 20 Pharol 1,270.88 4.022 3.856 12/03/12 3.939 -5,006 4,901 -105 89,131  180,381 8,749 189,131
  Buy ATX long Österreichische Post 196.27 25.200   9/04/12 25.800 4,946        185,327 3,803  
    PSI 20 Jerónimo Martins 331.95 14.900   2/04/12 15.420 4,946        190,273 -1,143  
2/04/12 Sell   long Jerónimo Martins 331.95 15.420   26/03/12 14.900 -4,946 5,119 173 89,303  185,327 3,976 189,303
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 107,543  181,004 26,538 207,543
  Buy PSI 20 Banco Comercial 8,885.51 0.659   20/08/12 0.452 5,852        186,856 20,686  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC long EYDAP 1,470.35 3.980   16/04/12 4.030 5,852        192,708 14,834  
9/04/12 Sell SSE 50 short Anhui Conch Cement 2,551.79 2.031 1.880 19/03/12 1.955 -4,989 4,796 -193 107,350  187,719 19,630 207,350
    ATX long Österreichische Post 196.27 25.800   26/03/12 25.200 -4,946 5,064 118 107,467  182,773 24,694 207,467
    CAC 40 Airbus 175.62 29.725   6/02/12 27.230 -4,782 5,220 438 107,906  177,991 29,914 207,906
    AEX Vopak 73.66 44.780   2/01/12 41.095 -3,027 3,298 271 108,177  174,964 33,213 208,177
    OMXH 25 Nokian Tyres 148.49 36.040   13/02/12 33.700 -5,004 5,352 347 108,524  169,960 38,564 208,524
  Buy SSE 50 China Northern Rare 2,138.92 2.888   4/06/12 3.823 6,177        176,137 32,387  
    ATX short Zumtobel 630.05 9.804   16/04/12 9.950 6,177        182,314 26,210  
    AEX ArcelorMittal 159.49 38.730   3/09/12 35.565 6,177        188,491 20,033  
    OMXH 25 Outokumpu 531.58 11.620   20/08/12 6.980 6,177        194,668 13,856  
16/04/12 Sell ATX short Zumtobel 630.05 9.950 9.658 9/04/12 9.804 -6,177 6,085 -92 108,432  188,491 19,941 208,432
    TSX 60 long Constellation Soft 70.20 66.838   20/02/12 70.699 -4,963 4,692 -271 108,161  183,528 24,633 208,161
    Athex LC EYDAP 1,470.35 4.030   2/04/12 3.980 -5,852 5,926 74 108,235  177,676 30,559 208,235
  Buy ATX Österreichische Post 223.35 26.725   21/05/12 27.000 5,969        183,645 24,590  
    TSX 60 short BlackBerry 590.66 10.106   20/08/12 5.638 5,969        189,614 18,621  
    Athex LC Public Power 3,850.97 1.550   3/09/12 1.330 5,969        195,583 12,652  
23/04/12 Sell France long Hermes International 18.37 251.250   23/01/12 253.600 -4,659 4,615 -43 108,192  190,924 17,267 208,192
    SLI Sonova 58.19 82.016   20/02/12 85.291 -4,963 4,772 -191 108,001  185,961 22,040 208,001
  Buy France short Solocal 3.89 1,476.830   13/08/12 1,038.280 5,745        191,706 16,295  
    MerVal YPF 428.12 13.433   27/08/12 14.446 5,751        197,457 10,544  
    SLI Lonza 166.68 34.504   26/11/12 36.099 5,751        203,208 4,793  
    GCX REC Silicon 1,653.20 3.479   11/02/13 1.027 5,751        208,959 -958  
30/04/12 Sell SP Global 100 short Carrefour 132.97 15.175 26.570 1/08/11 20.080 -2,670 3,533 863 108,864  206,289 2,575 208,864
  Buy   long Apple 335.81 15.738   20/10/14 19.487 5,285        211,574 -2,710  
7/05/12 Sell Nordic 30 long Equinor 131.85 19.757   28/11/11 18.255 -2,407 2,605 198 109,062  209,167 -105 209,062
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Fast Retailing 96.93 55.879   13/02/12 51.626 -5,004 5,416 412 109,475  204,163 5,311 209,475
    GEX 4SC 81.24 48.084   13/02/12 61.593 -5,004 3,906 -1,098 108,377  199,160 9,217 208,377
  Buy Nordic 30 short Nokia 2,266.25 2.400   13/08/12 2.220 5,439        204,599 3,778  
    Topix (TYO) Sony 464.09 11.720   11/06/12 10.270 5,439        210,037 -1,660  
14/05/12 Sell Germany long Encavis 931.96 2.970   2/01/12 3.248 -3,027 2,768 -259 108,118  207,010 1,107 208,118
    MDAX short Ceconomy 236.09 7.298 12.656 8/08/11 9.611 -2,269 2,988 719 108,837  204,741 4,095 208,837
    HSI-Fin long AIA 1,670.99 2.577   16/01/12 2.624 -4,385 4,307 -78 108,759  200,356 8,402 208,759
    BEL 20 Galapagos 399.20 10.990   12/03/12 12.540 -5,006 4,387 -619 108,140  195,350 12,789 208,140
    OMXC 20 Tryg 279.96 8.768   28/11/11 8.598 -2,407 2,455 48 108,188  192,943 15,244 208,188
    OBX 25 Equinor 227.62 19.745   16/01/12 19.264 -4,385 4,494 109 108,297  188,559 19,738 208,297
    OMXS 30 Getinge 64.56 19.967   28/11/11 18.641 -1,203 1,289 86 108,383  187,355 21,028 208,383
    FT 30 Tate & Lyle 3.26 858.422   19/12/11 808.105 -2,634 2,798 164 108,547  184,721 23,826 208,547
    Nikkei (FRA) Aozora Bank 85.19 18.670   9/01/12 21.370 -1,821 1,591 -230 108,317  182,900 25,417 208,317
      Nitto Boseki 140.31 12.260   9/01/12 12.975 -1,821 1,720 -100 108,216  181,080 27,137 208,216
    CAC Mid 60 Innate Pharma 2,724.56 1.650   23/01/12 1.710 -4,659 4,496 -163 108,053  176,421 31,632 208,053
  Buy Germany short SolarWorld 25.33 236.550   10/09/12 182.550 5,992        182,412 25,640  
    MDAX long Dürr 547.41 10.946   21/05/12 10.445 5,992        188,404 19,648  
    HSI-Fin short HK Exchgs & Clrg 527.66 11.356   17/09/12 11.718 5,992        194,396 13,656  
    BEL 20 Bekaert 262.23 22.850   25/06/12 18.225 5,992        200,388 7,664  
    OMXC 20 Vestas Wind Systems 5,287.68 1.133   28/05/12 1.008 5,992        206,380 1,672  
    OBX 25 REC Silicon 1,731.04 3.462   3/09/12 2.359 5,992        212,372 -4,320  
    OMXS 30 ABB 231.06 12.967   23/07/12 14.168 2,996        215,368 -7,316  
      Nokia 1,281.22 2.338   23/07/12 1.752 2,996        218,364 -10,312  
    FT 30 Man Group 58.03 103.259   6/08/12 106.958 5,992        224,357 -16,304  
    Nikkei (FRA) Nippon Sheet Glass 331.42 9.040   7/01/13 9.100 2,996        227,353 -19,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 77.56 38.630   7/01/13 23.550 2,996        230,349 -22,296  
    CAC Mid 60 Vallourec 4.33 1,382.400   10/09/12 1,453.800 5,986        236,335 -28,282  
21/05/12 Sell HSI long Lenovo 5,202.45 0.656   26/12/11 0.538 -2,801 3,412 611 108,664  233,534 -24,870 208,664
    Kospi 50 Samsung Electronics 303.60 16.200   23/01/12 15.346 -4,659 4,918 259 108,923  228,875 -19,952 208,923
    ATX Österreichische Post 223.35 27.000   16/04/12 26.725 -5,969 6,030 61 108,984  222,906 -13,921 208,984
    MDAX Dürr 547.41 10.445   14/05/12 10.946 -5,992 5,718 -274 108,710  216,914 -8,203 208,710
    SDAX Encavis 1,407.15 2.951   30/01/12 3.021 -4,251 4,153 -99 108,612  212,663 -4,051 208,612
    HSI-C&I Sands China 1,707.29 2.614   16/01/12 2.568 -4,385 4,463 78 108,690  208,278 412 208,690
    ISEQ 20 Flutter 33.56 50.010   2/01/12 45.100 -1,514 1,678 165 108,855  206,764 2,091 208,855
      Ryanair 400.40 4.040   2/01/12 3.780 -1,514 1,618 104 108,959  205,251 3,708 208,959
    NZX 50 a2 Milk 21,118.28 0.267   5/03/12 0.233 -4,910 5,630 720 109,679  200,341 9,338 209,679
    Indices ISEQ-Overall 1.46 3,087.810   16/01/12 3,005.690 -4,388 4,508 120 109,799  195,952 13,846 209,799
    DJ Global Titans Apple 379.52 15.695   6/02/12 12.600 -4,782 5,957 1,175 110,973  191,170 19,803 210,973
  Buy HSI short China Unicom 4,853.20 1.189   20/08/12 1.370 5,769        196,939 14,034  
    Kospi 50 SK Holdings 102.51 56.279   23/07/12 68.528 5,769        202,708 8,265  
    ATX Zumtobel 585.21 9.858   25/06/12 8.050 5,769        208,477 2,496  
    MDAX Ströer Media 726.30 7.943   28/05/12 8.000 5,769        214,246 -3,273  
    TecDAX SMA Solar 219.23 26.315   22/12/14 14.800 5,769        220,015 -9,042  
    SDAX Klöckner 736.41 7.834   29/10/12 7.058 5,769        225,784 -14,811  
    HSI-C&I Citic Pacific 4,870.00 1.185   17/09/12 0.959 5,769        231,553 -20,580  
    ISEQ 20 Bank of Ireland 1,105.17 2.610   27/08/12 2.490 2,884        234,438 -23,465  
      Smurfit Kappa 519.73 5.550   27/08/12 6.550 2,885        237,322 -26,349  
    SMI long Richemont 120.09 48.039   28/05/12 48.077 5,769        243,092 -32,118  
    NZX 50 short KMD Brands 6,049.07 0.954   30/07/12 0.992 5,769        248,861 -37,887  
    Indices Athex Large Cap 2.84 2,028.100   10/09/12 2,671.700 5,760        254,620 -43,647  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.519   2/07/12 8.411 5,769        260,389 -49,416  
    DJ Global Titans Telefónica 587.71 9.816   28/05/12 9.440 5,769        266,158 -55,185  
28/05/12 Sell MDAX short Ströer Media 726.30 8.000 7.886 21/05/12 7.943 -5,769 5,728 -41 110,932  260,389 -49,457 210,932
    OMXC 20 Vestas Wind Systems 5,287.68 1.008 1.274 14/05/12 1.133 -5,992 6,737 745 111,676  254,397 -42,721 211,676
    SMI long Richemont 120.09 48.077   21/05/12 48.039 -5,769 5,774 5 111,681  248,628 -36,947 211,681
    DJ Global Titans short Telefónica 587.71 9.440 10.207 21/05/12 9.816 -5,769 5,999 230 111,911  242,859 -30,949 211,911
  Buy MDAX long Rhön-Klinikum 205.68 21.995   4/06/12 22.100 4,524        247,383 -35,472  
    OMXC 20 GN Store Nord 66.38 68.150   4/06/12 67.500 4,524        251,907 -39,996  
    DJ Global Titans Apple 277.42 16.307   22/10/12 17.386 4,524        256,431 -44,520  
4/06/12 Sell SSE 50 long China Northern Rare 2,138.92 3.823   9/04/12 2.888 -6,177 8,178 2,001 113,911  250,254 -36,343 213,911
    DAX Merck (EMD) 71.73 36.500   19/12/11 36.695 -2,632 2,618 -14 113,897  247,622 -33,725 213,897
    MDAX Rhön-Klinikum 205.68 22.100   28/05/12 21.995 -4,524 4,546 22 113,919  243,098 -29,179 213,919
    FTSE Next 0.77 3,698.710   28/11/11 3,105.900 -2,392 2,848 456 114,375  240,706 -26,331 214,375
    OMXC 20 GN Store Nord 66.38 67.500   28/05/12 68.150 -4,524 4,481 -43 114,332  236,183 -21,850 214,332
  Buy SSE 50 short China Unicom 9,509.88 0.506   10/12/12 0.413 4,812        240,995 -26,662  
    DAX thyssenkrupp 379.79 12.670   16/07/12 14.565 4,812        245,806 -31,474  
    MDAX Ströer Media 574.57 8.375   18/06/12 8.546 4,812        250,618 -36,286  
    FTSE Aviva 14.40 334.157   30/07/12 382.206 4,812        255,430 -41,098  
    OMXC 20 Vestas Wind Systems 5,513.29 0.873   18/06/12 0.791 4,812        260,242 -45,910  
    SMI long Swiss Re 110.00 43.744   11/06/12 46.079 4,812        265,054 -50,722  
11/06/12 Sell   long Swiss Re 110.00 46.079   4/06/12 43.744 -4,812 5,069 257 114,589  260,242 -45,653 214,589
    Topix (TYO) short Sony 464.09 10.270 13.374 7/05/12 11.720 -5,439 6,207 768 115,357  254,803 -39,447 215,357
  Buy   long Subaru 727.08 6.048   11/01/16 33.663 4,397        259,200 -43,844  
18/06/12 Sell MDAX short Ströer Media 574.57 8.546 8.204 4/06/12 8.375 -4,812 4,714 -98 115,259  254,388 -39,130 215,259
    OMXC 20 Vestas Wind Systems 5,513.29 0.791 0.963 4/06/12 0.873 -4,812 5,312 500 115,758  249,576 -33,818 215,758
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 401.86 11.318   25/06/12 11.594 4,548        254,124 -38,366  
    OMXC 20 GN Store Nord 62.09 73.250   25/06/12 71.650 4,548        258,673 -42,915  
    SMI Swiss Re 97.55 46.620   19/11/12 54.864 4,548        263,220 -47,462  
25/06/12 Sell ATX short Zumtobel 585.21 8.050 12.072 21/05/12 9.858 -5,769 7,065 1,296 117,054  257,451 -40,398 217,054
    MDAX long Dürr 401.86 11.594   18/06/12 11.318 -4,548 4,659 111 117,165  252,903 -35,739 217,165
    BEL 20 short Bekaert 262.23 18.225 28.649 14/05/12 22.850 -5,992 7,513 1,521 118,685  246,911 -28,226 218,685
    OMXC 20 long GN Store Nord 62.09 71.650   18/06/12 73.250 -4,548 4,449 -99 118,586  242,363 -23,777 218,586
    DJTA Kirby 49.47 36.163   5/12/11 48.011 -2,375 1,789 -586 118,000  239,988 -21,988 218,000
  Buy ATX Österreichische Post 189.26 25.890   29/07/13 31.600 4,900        244,888 -26,888  
    MDAX short Ströer Media 609.38 8.041   2/07/12 8.090 4,900        249,788 -31,788  
    BEL 20 long Galapagos 400.00 12.250   22/10/12 16.900 4,900        254,688 -36,688  
    OMXC 20 short Vestas Wind Systems 6,038.20 0.812   16/07/12 0.678 4,900        259,588 -41,588  
    DJTA Ryder System 179.33 27.323   2/07/12 27.880 4,900        264,488 -46,488  
2/07/12 Sell MDAX short Ströer Media 609.38 8.090 7.992 25/06/12 8.041 -4,900 4,870 -30 117,970  259,588 -41,618 217,970
    DJTA Ryder System 179.33 27.880 26.767 25/06/12 27.323 -4,900 4,800 -100 117,870  254,688 -36,818 217,870
    STI Wilmar International 1,092.78 2.197 3.631 2/05/11 2.824 -3,086 3,967 881 118,752  251,602 -32,850 218,752
    Nikkei (TYO) Nippon Sheet Glass 677.18 8.411 8.629 21/05/12 8.519 -5,769 5,843 74 118,826  245,833 -27,007 218,826
  Buy MDAX long Dürr 384.68 12.465   23/07/12 13.345 4,795        250,628 -31,802  
    DJTA Delta Air Lines 546.12 8.780   17/09/12 7.031 4,795        255,423 -36,597  
    STI ThaiBev 22,596.61 0.212   10/06/13 0.382 4,795        260,218 -41,392  
    Nikkei (TYO) OKI Electric 375.65 12.765   16/07/12 12.784 4,795        265,013 -46,187  
16/07/12 Sell DAX short thyssenkrupp 379.79 14.565 10.775 4/06/12 12.670 -4,812 4,092 -720 118,106  260,201 -42,095 218,106
    OMXC 20 Vestas Wind Systems 6,038.20 0.678 0.971 25/06/12 0.812 -4,900 5,862 962 119,069  255,301 -36,233 219,069
    Nikkei (TYO) long OKI Electric 375.65 12.784   2/07/12 12.765 -4,795 4,802 7 119,076  250,506 -31,430 219,076
  Buy DAX Continental 78.80 59.533   11/08/14 133.083 4,691        255,197 -36,122  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 553.92 8.469   24/06/13 22.604 4,691        259,888 -40,813  
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.629   19/11/12 7.143 4,691        264,579 -45,504  
23/07/12 Sell Kospi 50 short SK Holdings 102.51 68.528 44.029 21/05/12 56.279 -5,769 4,513 -1,256 117,820  258,810 -40,990 217,820
    MDAX long Dürr 384.68 13.345   2/07/12 12.465 -4,795 5,134 339 118,159  254,015 -35,857 218,159
    OMXS 30 short ABB 231.06 14.168 11.765 14/05/12 12.967 -2,996 2,718 -278 117,881  251,019 -33,138 217,881
      Nokia 1,281.22 1.752 3.121 14/05/12 2.338 -2,996 3,999 1,003 118,884  248,023 -29,139 218,884
  Buy Kospi 50 long Amorepacific Group 181.27 26.166   20/10/14 87.497 4,743        252,766 -33,883  
    MDAX short Ströer Media 598.33 7.927   6/08/12 7.080 4,743        257,509 -38,626  
    OMXS 30 long Electrolux 133.82 17.722   24/06/13 19.030 2,371        259,881 -40,997  
      Swedbank 171.99 13.789   24/06/13 16.871 2,372        262,252 -43,369  
30/07/12 Sell FTSE short Aviva 14.40 382.206 286.108 4/06/12 334.157 -4,812 4,120 -692 118,192  257,440 -39,249 218,192
    NZX 50 KMD Brands 6,049.07 0.992 0.916 21/05/12 0.954 -5,769 5,539 -230 117,962  251,671 -33,709 217,962
  Buy FTSE long Ashtead 13.82 333.248   24/08/15 1,199.890 4,605        256,277 -38,315  
6/08/12 Sell MDAX short Ströer Media 598.33 7.080 8.875 23/07/12 7.927 -4,743 5,310 567 118,529  251,534 -33,005 218,529
    FT 30 Man Group 58.03 106.958 99.561 14/05/12 103.259 -5,992 5,778 -215 118,315  245,542 -27,227 218,315
  Buy MDAX long Dürr 345.22 13.838   29/10/12 14.790 4,777        250,319 -32,004  
    FT 30 Ferguson 1.56 3,068.570   24/06/13 3,452.810 4,787        255,106 -36,791  
13/08/12 Sell France short Solocal 3.89 1,038.280 2,100.620 23/04/12 1,476.830 -5,745 8,171 2,427 120,741  249,361 -28,620 220,741
    Nordic 30 Nokia 2,266.25 2.220 2.595 7/05/12 2.400 -5,439 5,880 441 121,182  243,922 -22,740 221,182
    Topix (FRA) Mazda Motor 772.29 4.800 8.694 19/03/12 6.460 -4,989 6,714 1,725 122,908  238,933 -16,025 222,908
  Buy France long Eurofins Scientific 499.47 10.355   22/04/13 15.325 5,172        244,105 -21,197  
    Nordic 30 Pandora 462.11 11.192   3/06/13 26.264 5,172        249,277 -26,369  
    Topix (FRA) Softbank Group 320.47 16.139   3/09/12 15.996 5,172        254,449 -31,541  
20/08/12 Sell HSI short China Unicom 4,853.20 1.370 1.008 21/05/12 1.189 -5,769 4,892 -877 122,030  248,680 -26,650 222,030
    IBEX 35 Sacyr 1,509.96 1.284 8.553 13/02/12 3.314 -5,004 12,915 7,911 129,942  243,676 -13,735 229,942
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 531.58 6.980 19.345 9/04/12 11.620 -6,177 10,283 4,106 134,048  237,499 -3,451 234,048
    TSX 60 BlackBerry 590.66 5.638 18.115 16/04/12 10.106 -5,969 10,700 4,731 138,779  231,530 7,248 238,779
    PSI 20 Banco Comercial 8,885.51 0.452 0.960 2/04/12 0.659 -5,852 8,527 2,675 141,453  225,678 15,775 241,453
  Buy HSI long Galaxy Entertainment 2,733.49 2.352   22/04/13 3.135 6,430        232,108 9,345  
    IBEX 35 Grifols 572.06 11.240   5/11/12 13.025 6,430        238,538 2,915  
    OMXH 25 Huhtamäki 540.79 11.890   22/10/12 12.450 6,430        244,968 -3,515  
    TSX 60 Couche-Tard 961.85 6.685   22/04/13 7.405 6,430        251,398 -9,945  
27/08/12 Sell ISEQ 20 short Bank of Ireland 1,105.17 2.490 2.736 21/05/12 2.610 -2,884 3,024 139 141,592  248,514 -6,921 241,592
      Smurfit Kappa 519.73 6.550 4.550 21/05/12 5.550 -2,885 2,365 -520 141,072  245,629 -4,557 241,072
    MerVal YPF 428.12 14.446 12.421 23/04/12 13.433 -5,751 5,318 -433 140,639  239,878 761 240,639
  Buy ISEQ 20 long Kerry 80.28 37.580   17/06/13 42.250 3,017        242,895 -2,256  
      Smurfit Kappa 460.61 6.550   17/06/13 12.270 3,017        245,912 -5,273  
3/09/12 Sell S&P 100 long Biogen 40.30 116.954   9/01/12 90.342 -3,641 4,713 1,072 141,711  242,271 -560 241,711
    AEX short ArcelorMittal 159.49 35.565 42.177 9/04/12 38.730 -6,177 6,727 550 142,261  236,094 6,167 242,261
    OBX 25 REC Silicon 1,731.04 2.359 5.080 14/05/12 3.462 -5,992 8,793 2,801 145,062  230,102 14,960 245,062
    Athex LC Public Power 3,850.97 1.330 1.806 16/04/12 1.550 -5,969 6,956 987 146,050  224,133 21,917 246,050
    Topix (FRA) long Softbank Group 320.47 15.996   13/08/12 16.139 -5,172 5,126 -46 146,004  218,961 27,043 246,004
  Buy S&P 100 short HP 505.22 13.511   17/09/12 13.872 6,826        225,787 20,217  
    OBX 25 long Grieg Seafood 4,977.40 1.371   7/01/13 1.707 6,826        232,613 13,391  
    Athex LC Alpha Services 101.88 67.000   25/03/13 37.850 6,826        239,439 6,565  
    MerVal short Pampa Energía 40,606.78 0.168   10/09/12 0.164 6,826        246,265 -261  
    Topix (FRA) Kansai Electric Pwr 1,197.12 5.702   11/03/13 6.145 6,826        253,091 -7,087  
10/09/12 Sell Germany short SolarWorld 25.33 182.550 306.524 14/05/12 236.550 -5,992 7,764 1,772 147,776  247,099 677 247,776
    MerVal Pampa Energía 40,606.78 0.164 0.172 3/09/12 0.168 -6,826 6,997 171 147,947  240,273 7,674 247,947
    CAC Mid 60 Vallourec 4.33 1,453.800 1,311.000 14/05/12 1,382.400 -5,986 5,677 -309 147,638  234,287 13,350 247,638
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Athex Large Cap 2.84 2,671.700 1,384.500 21/05/12 2,028.100 -5,760 3,932 -1,828 145,810  228,528 17,282 245,810
  Buy CAC Mid 60 long Eurofins Scientific 597.91 11.000   22/04/13 15.325 6,577        235,105 10,705  
    Indices OMXC 20 99.05 66.404   17/06/13 70.001 6,577        241,682 4,128  
17/09/12 Sell S&P 100 short HP 505.22 13.872 13.150 3/09/12 13.511 -6,826 6,643 -183 145,627  234,856 10,771 245,627
    HSI-Fin HK Exchgs & Clrg 527.66 11.718 10.994 14/05/12 11.356 -5,992 5,801 -191 145,436  228,864 16,572 245,436
    HSI-C&I Citic Pacific 4,870.00 0.959 1.464 21/05/12 1.185 -5,769 7,128 1,359 146,796  223,095 23,701 246,796
    DJTA long Delta Air Lines 546.12 7.031   2/07/12 8.780 -4,795 3,840 -955 145,840  218,300 27,541 245,840
  Buy S&P 100 Gilead Sciences 272.68 25.063   13/10/14 79.611 6,834        225,134 20,706  
    CAC 40 Credit Agricole 1,142.05 5.984   24/09/12 5.714 6,834        231,968 13,872  
    HSI-Fin Bank of China (HK) 2,863.25 2.387   13/05/13 2.748 6,834        238,802 7,038  
    HSI-C&I Galaxy Entertainment 2,811.19 2.431   8/04/13 3.018 6,834        245,636 204  
    DJTA short Expeditors Wash 233.13 29.314   24/09/12 28.398 6,834        252,470 -6,630  
24/09/12 Sell CAC 40 long Credit Agricole 1,142.05 5.714   17/09/12 5.984 -6,834 6,526 -308 145,532  245,636 -104 245,532
    DJTA short Expeditors Wash 233.13 28.398 30.259 17/09/12 29.314 -6,834 7,054 220 145,753  238,802 6,950 245,753
  Buy   long Avis Budget 508.65 12.419   20/07/15 38.916 6,317        245,119 634  
1/10/12 Buy CAC Next 20 short Hermes International 29.13 211.450   10/12/12 235.500 6,160        251,279 -5,526  
15/10/12 Buy AEX short KPN 1,656.09 3.626   2/02/15 2.756 6,005        257,284 -11,531  
    MerVal Pampa Energía 39,820.95 0.151   22/10/12 0.141 6,005        263,289 -17,536  
22/10/12 Sell BEL 20 long Galapagos 400.00 16.900   25/06/12 12.250 -4,900 6,760 1,860 147,613  258,389 -10,776 247,613
    OMXH 25 Huhtamäki 540.79 12.450   20/08/12 11.890 -6,430 6,733 303 147,915  251,959 -4,043 247,915
    MerVal short Pampa Energía 39,820.95 0.141 0.161 15/10/12 0.151 -6,005 6,427 422 148,338  245,954 2,384 248,338
    DJ Global Titans long Apple 277.42 17.386   28/05/12 16.307 -4,524 4,823 299 148,637  241,430 7,207 248,637
  Buy BEL 20 short Bekaert 296.39 21.580   12/11/12 21.290 6,396        247,826 811  
    OMXH 25 Outokumpu 988.56 6.470   5/11/12 6.200 6,396        254,222 -5,585  
    DJ Global Titans Telefónica 609.14 10.500   29/10/12 10.070 6,396        260,618 -11,981  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
29/10/12 Sell MDAX long Dürr 345.22 14.790   6/08/12 13.838 -4,777 5,106 329 148,966  255,841 -6,875 248,966
    SDAX short Klöckner 736.41 7.058 8.695 21/05/12 7.834 -5,769 6,403 634 149,600  250,072 -472 249,600
    DJ Global Titans Telefónica 609.14 10.070 10.948 22/10/12 10.500 -6,396 6,669 273 149,873  243,676 6,197 249,873
  Buy MDAX Ströer Media 965.46 6.630   14/01/13 6.901 6,401        250,077 -204  
    MerVal Pampa Energía 44,205.80 0.145   24/12/12 0.147 6,401        256,478 -6,605  
    DJ Global Titans long Bank of America 888.58 7.204   16/12/13 11.075 6,401        262,879 -13,006  
5/11/12 Sell MIB short UnipolSai 506.43 0.935 28.146 27/06/11 5.130 -2,598 14,254 11,656 161,529  260,281 1,249 261,529
    IBEX 35 long Grifols 572.06 13.025   20/08/12 11.240 -6,430 7,451 1,021 162,550  253,851 8,700 262,550
    OMXH 25 short Outokumpu 988.56 6.200 6.752 22/10/12 6.470 -6,396 6,675 279 162,829  247,455 15,374 262,829
  Buy MIB long Azimut 747.53 9.304   4/08/14 18.460 6,955        254,410 8,419  
    OMXH 25 Konecranes 275.45 25.250   12/11/12 24.380 6,955        261,365 1,464  
12/11/12 Sell BEL 20 short Bekaert 296.39 21.290 21.874 22/10/12 21.580 -6,396 6,483 87 162,916  254,969 7,947 262,916
    OMXH 25 long Konecranes 275.45 24.380   5/11/12 25.250 -6,955 6,715 -240 162,676  248,014 14,663 262,676
  Buy BEL 20 Galapagos 409.99 16.910   24/06/13 14.210 6,933        254,947 7,730  
    OMXH 25 short Outokumpu 1,079.91 6.420   31/12/12 7.400 6,933        261,880 797  
19/11/12 Sell SMI long Swiss Re 97.55 54.864   18/06/12 46.620 -4,548 5,352 804 163,481  257,332 6,149 263,481
    Nikkei (TYO) short Nippon Sheet Glass 614.90 7.143 8.148 16/07/12 7.629 -4,691 5,010 319 163,800  252,641 11,159 263,800
  Buy PSI 20 Impresa 23,700.00 0.290   17/12/12 0.300 6,873        259,514 4,286  
    SMI Julius Bär 263.13 26.121   17/12/12 27.324 6,873        266,387 -2,587  
    Nikkei (TYO) long Subaru 840.66 8.176   7/10/13 20.003 6,873        273,260 -9,460  
26/11/12 Sell SLI short Lonza 166.68 36.099 32.909 23/04/12 34.504 -5,751 5,485 -266 163,534  267,509 -3,975 263,534
  Buy SDAX Deutz 1,996.31 3.250   10/12/12 3.138 6,488        273,997 -10,463  
    SLI long Swiss Life 62.25 104.219   24/06/13 120.698 6,488        280,484 -16,950  
10/12/12 Sell SSE 50 short China Unicom 9,509.88 0.413 0.620 4/06/12 0.506 -4,812 5,891 1,079 164,613  275,672 -11,059 264,613
    SDAX Deutz 1,996.31 3.138 3.366 26/11/12 3.250 -6,488 6,720 232 164,845  269,184 -4,339 264,845
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 Hermes International 29.13 235.500 187.400 1/10/12 211.450 -6,160 5,459 -701 164,144  263,025 1,120 264,144
  Buy SSE 50 long China Rwy Constr 9,261.17 0.716   29/04/13 0.634 6,631        269,656 -5,511  
    CAC 40 Societe Generale 230.12 28.815   14/01/13 34.140 6,631        276,287 -12,142  
17/12/12 Sell PSI 20 short Impresa 23,700.00 0.300 0.280 19/11/12 0.290 -6,873 6,636 -237 163,907  269,414 -5,506 263,907
    SMI Julius Bär 263.13 27.324 24.917 19/11/12 26.121 -6,873 6,556 -317 163,591  262,541 1,050 263,591
  Buy   long Richemont 110.40 59.929   14/10/13 74.199 6,616        269,157 -5,566  
24/12/12 Sell MerVal short Pampa Energía 44,205.80 0.147 0.143 29/10/12 0.145 -6,401 6,308 -93 163,498  262,756 742 263,498
  Buy   long Gr Fin Galicia 9,470.89 0.697   27/05/13 0.697 6,605        269,361 -5,863  
31/12/12 Sell OMXH 25 short Outokumpu 1,079.91 7.400 5.440 12/11/12 6.420 -6,933 5,875 -1,058 162,440  262,428 12 262,440
  Buy   long Orion 295.54 22.200   18/03/13 22.000 6,561        268,989 -6,549  
7/01/13 Sell OBX 25 long Grieg Seafood 4,977.40 1.707   3/09/12 1.371 -6,826 8,495 1,669 164,108  262,163 1,946 264,108
    Nikkei (FRA) short Nippon Sheet Glass 331.42 9.100 8.980 14/05/12 9.040 -2,996 2,976 -20 164,089  259,167 4,922 264,089
      Sharp 77.56 23.550 63.366 14/05/12 38.630 -2,996 4,915 1,919 166,007  256,171 9,837 266,007
  Buy OBX 25 REC Silicon 3,826.22 1.802   21/01/13 1.488 6,896        263,067 2,941  
    Nikkei (FRA) long Subaru 348.28 9.900   14/01/13 9.907 3,448        266,515 -507  
14/01/13 Sell CAC 40 long Societe Generale 230.12 34.140   10/12/12 28.815 -6,631 7,856 1,225 167,233  259,884 7,349 267,233
    MDAX short Ströer Media 965.46 6.901 6.359 29/10/12 6.630 -6,401 6,139 -262 166,971  253,483 13,488 266,971
    Nikkei (FRA) long Subaru 348.28 9.907   7/01/13 9.900 -3,448 3,450 2 166,973  250,035 16,939 266,973
  Buy CAC 40 short Engie 459.95 15.430   28/01/13 15.390 7,097        257,132 9,842  
    Nikkei (FRA) Screen 364.23 9.743   11/02/13 8.403 3,549        260,680 6,293  
21/01/13 Sell OBX 25 short REC Silicon 3,826.22 1.488 2.182 7/01/13 1.802 -6,896 8,350 1,454 168,428  253,784 14,643 268,428
  Buy   long Grieg Seafood 4,075.10 1.736   28/01/13 1.688 7,076        260,860 7,567  
28/01/13 Sell CAC 40 short Engie 459.95 15.390 15.470 14/01/13 15.430 -7,097 7,115 18 168,446  253,763 14,683 268,446
    OBX 25 long Grieg Seafood 4,075.10 1.688   21/01/13 1.736 -7,076 6,879 -197 168,249  246,687 21,562 268,249
  Buy CAC 40 Credit Agricole 933.39 7.762   11/02/13 7.414 7,245        253,932 14,317  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short REC Silicon 4,683.86 1.547   25/02/13 1.312 7,245        261,177 7,072  
11/02/13 Sell CAC 40 long Credit Agricole 933.39 7.414   28/01/13 7.762 -7,245 6,920 -325 167,924  253,932 13,992 267,924
    Nikkei (FRA) short Screen 364.23 8.403 11.296 14/01/13 9.743 -3,549 4,114 566 168,490  250,384 18,107 268,490
    GCX REC Silicon 1,653.20 1.027 11.783 23/04/12 3.479 -5,751 19,480 13,729 182,219  244,633 37,587 282,219
  Buy CAC 40 Orange 1,014.21 7.883   25/02/13 7.479 7,995        252,628 29,592  
    ÖkoDAX (deprecated) long PNE Wind 2,865.59 2.790   29/04/13 2.700 7,995        260,623 21,597  
    Nikkei (FRA) Subaru 370.14 10.800   26/08/13 18.441 3,998        264,620 17,599  
      Mazda Motor 321.21 12.445   26/08/13 15.485 3,997        268,618 13,602  
    GCX SunPower 1,132.00 7.063   25/11/13 21.795 7,995        276,613 5,607  
18/02/13 Buy GEX long MBB 388.92 18.500   22/04/13 17.650 7,195        283,808 -1,588  
25/02/13 Sell CAC 40 short Orange 1,014.21 7.479 8.309 11/02/13 7.883 -7,995 8,427 432 182,651  275,813 6,839 282,651
    OBX 25 REC Silicon 4,683.86 1.312 1.824 28/01/13 1.547 -7,245 8,545 1,300 183,951  268,568 15,383 283,951
  Buy CAC 40 long Credit Agricole 1,001.07 7.475   22/04/13 6.300 7,483        276,051 7,900  
    OBX 25 Norwegian 2.56 2,924.050   15/04/13 2,803.560 7,486        283,536 415  
11/03/13 Sell Topix (FRA) short Kansai Electric Pwr 1,197.12 6.145 5.259 3/09/12 5.702 -6,826 6,296 -530 183,421  276,710 6,710 283,421
  Buy   long Mazda Motor 587.05 12.355   1/04/13 11.250 7,253        283,963 -543  
18/03/13 Sell OMXH 25 long Orion 295.54 22.000   31/12/12 22.200 -6,561 6,502 -59 183,362  277,402 5,959 283,362
  Buy   short Outokumpu 1,310.33 5.520   16/09/13 4.600 7,233        284,635 -1,274  
25/03/13 Sell Athex LC long Alpha Services 101.88 37.850   3/09/12 67.000 -6,826 3,856 -2,970 180,392  277,809 2,582 280,392
  Buy   short Eurobank Ergasias 27.21 260.000   30/09/13 50.000 7,075        284,884 -4,492  
1/04/13 Sell Topix (FRA) long Mazda Motor 587.05 11.250   11/03/13 12.355 -7,253 6,604 -649 179,743  277,631 2,112 279,743
  Buy   short Nidec 643.32 10.953   15/04/13 10.948 7,046        284,677 -4,934  
8/04/13 Sell HSI-C&I long Galaxy Entertainment 2,811.19 3.018   17/09/12 2.431 -6,834 8,485 1,651 181,394  277,843 3,552 281,394
15/04/13 Sell OBX 25 long Norwegian 2.56 2,803.560   25/02/13 2,924.050 -7,486 7,177 -308 181,086  270,357 10,729 281,086
    Topix (FRA) short Nidec 643.32 10.948 10.957 1/04/13 10.953 -7,046 7,049 3 181,089  263,311 17,777 281,089
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OBX 25 Frontline 1,007.84 7.413   21/10/13 8.829 7,471        270,782 10,306  
    Topix (FRA) long Mazda Motor 638.27 11.705   3/06/13 14.600 7,471        278,253 2,836  
22/04/13 Sell France long Eurofins Scientific 499.47 15.325   13/08/12 10.355 -5,172 7,654 2,482 183,571  273,081 10,490 283,571
    HSI Galaxy Entertainment 2,733.49 3.135   20/08/12 2.352 -6,430 8,569 2,139 185,710  266,651 19,059 285,710
    CAC 40 Credit Agricole 1,001.07 6.300   25/02/13 7.475 -7,483 6,307 -1,176 184,534  259,168 25,365 284,534
    TSX 60 Couche-Tard 961.85 7.405   20/08/12 6.685 -6,430 7,122 692 185,226  252,738 32,488 285,226
    CAC Mid 60 Eurofins Scientific 597.91 15.325   10/09/12 11.000 -6,577 9,163 2,586 187,812  246,161 41,651 287,812
    GEX MBB 388.92 17.650   18/02/13 18.500 -7,195 6,864 -331 187,481  238,966 48,515 287,481
  Buy France short ArcelorMittal 319.52 26.286   6/05/13 29.061 8,399        247,365 40,116  
    HSI China Shenhua HK 3,301.23 2.544   16/09/13 2.475 8,399        255,764 31,717  
    CAC 40 ArcelorMittal 319.52 26.286   5/08/13 28.620 8,399        264,163 23,318  
    TSX 60 Barrick Gold 580.69 14.464   30/09/13 13.729 8,399        272,562 14,919  
    CAC Mid 60 Viridien 16.87 497.920   29/04/13 532.320 8,400        280,962 6,519  
    GEX YOC 1,663.50 5.049   23/09/13 2.219 8,399        289,361 -1,880  
29/04/13 Sell SSE 50 long China Rwy Constr 9,261.17 0.634   10/12/12 0.716 -6,631 5,874 -757 186,725  282,730 3,995 286,725
    ÖkoDAX (deprecated) PNE Wind 2,865.59 2.700   11/02/13 2.790 -7,995 7,737 -258 186,467  274,735 11,732 286,467
    CAC Mid 60 short Viridien 16.87 532.320 463.520 22/04/13 497.920 -8,400 7,820 -580 185,886  266,335 19,551 285,886
  Buy SSE 50 China Northern Rare 3,363.44 2.270   6/05/13 2.286 7,635        273,970 11,916  
    ÖkoDAX (deprecated) SolarWorld 71.99 106.050   13/04/15 14.550 7,635        281,605 4,282  
6/05/13 Sell France short ArcelorMittal 319.52 29.061 23.511 22/04/13 26.286 -8,399 7,512 -887 185,000  273,206 11,794 285,000
    SSE 50 China Northern Rare 3,363.44 2.286 2.254 29/04/13 2.270 -7,635 7,581 -54 184,946  265,571 19,375 284,946
  Buy   long China Minsheng Bk 7,235.38 1.052   13/05/13 1.064 7,608        273,179 11,767  
13/05/13 Sell   long China Minsheng Bk 7,235.38 1.064   6/05/13 1.052 -7,608 7,700 92 185,038  265,571 19,467 285,038
    HSI-Fin Bank of China (HK) 2,863.25 2.748   17/09/12 2.387 -6,834 7,867 1,033 186,071  258,737 27,334 286,071
  Buy SSE 50 short China Northern Rare 3,308.84 2.368   4/11/13 2.137 7,835        266,572 19,499  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin Ping An 2,615.15 2.996   14/10/13 2.804 7,835        274,407 11,664  
27/05/13 Sell MerVal long Gr Fin Galicia 9,470.89 0.697   24/12/12 0.697 -6,605 6,598 -7 186,064  267,802 18,262 286,064
  Buy   short Pampa Energía 46,732.19 0.163   10/06/13 0.158 7,608        275,410 10,654  
3/06/13 Sell Nordic 30 long Pandora 462.11 26.264   13/08/12 11.192 -5,172 12,137 6,965 193,029  270,238 22,791 293,029
    Topix (FRA) Mazda Motor 638.27 14.600   15/04/13 11.705 -7,471 9,319 1,848 194,877  262,767 32,110 294,877
  Buy Nordic 30 short Equinor 471.38 17.340   29/07/13 16.264 8,174        270,941 23,936  
    Topix (FRA) Inpex 1,027.79 7.953   18/11/13 8.519 8,174        279,115 15,762  
10/06/13 Sell HSI-Prop long China Ov Land & Inv 1,422.78 2.124   16/01/12 1.541 -2,193 3,022 829 195,706  276,922 18,784 295,706
      China Res Land 1,551.55 2.183   16/01/12 1.413 -2,193 3,386 1,194 196,900  274,730 22,170 296,900
    MerVal short Pampa Energía 46,732.19 0.158 0.168 27/05/13 0.163 -7,608 7,832 224 197,124  267,122 30,002 297,124
    STI long ThaiBev 22,596.61 0.382   2/07/12 0.212 -4,795 8,623 3,828 200,952  262,327 38,625 300,952
  Buy France short ArcelorMittal 301.12 28.191   8/07/13 26.415 8,489        270,816 30,136  
    SDAX Hypoport 1,134.89 7.480   30/09/13 8.120 8,489        279,305 21,647  
    HSI-Prop Hang Lung 1,652.71 2.568   18/11/13 2.531 4,244        283,549 17,403  
      Sino Land 3,944.34 1.076   18/11/13 1.043 4,245        287,793 13,158  
    MerVal long Telecom Argentina 2,241.14 3.788   17/06/13 3.268 8,489        296,282 4,669  
    CAC Mid 60 short Viridien 15.13 561.120   5/08/13 575.840 8,490        304,772 -3,820  
17/06/13 Sell ISEQ 20 long Kerry 80.28 42.250   27/08/12 37.580 -3,017 3,392 375 201,327  301,755 -429 301,327
      Smurfit Kappa 460.61 12.270   27/08/12 6.550 -3,017 5,652 2,635 203,961  298,738 5,223 303,961
    MerVal Telecom Argentina 2,241.14 3.268   10/06/13 3.788 -8,489 7,324 -1,165 202,797  290,249 12,547 302,797
    Indices OMXC 20 99.05 70.001   10/09/12 66.404 -6,577 6,934 356 203,153  283,672 19,481 303,153
  Buy ISEQ 20 short C&C Group 952.63 4.233   29/07/13 4.100 4,032        287,704 15,448  
      CRH 257.98 15.631   29/07/13 15.994 4,032        291,737 11,416  
    PSI 20 long Teixeira Duarte 14,935.19 0.540   24/06/13 0.570 8,065        299,802 3,351  
    MerVal short Comercial del Plata 114,722.62 0.070   12/08/13 0.067 8,065        307,867 -4,714  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
24/06/13 Sell BEL 20 long Galapagos 409.99 14.210   12/11/12 16.910 -6,933 5,826 -1,107 202,046  300,934 1,112 302,046
    PSI 20 Teixeira Duarte 14,935.19 0.570   17/06/13 0.540 -8,065 8,513 448 202,494  292,869 9,625 302,494
    OMXC 20 Genmab 553.92 22.604   16/07/12 8.469 -4,691 12,521 7,830 210,324  288,178 22,146 310,324
    OMXS 30 Electrolux 133.82 19.030   23/07/12 17.722 -2,371 2,547 175 210,499  285,807 24,692 310,499
      Swedbank 171.99 16.871   23/07/12 13.789 -2,372 2,902 530 211,029  283,435 27,594 311,029
    FT 30 Ferguson 1.56 3,452.810   6/08/12 3,068.570 -4,787 5,386 599 211,628  278,648 32,980 311,628
    SLI Swiss Life 62.25 120.698   26/11/12 104.219 -6,488 7,513 1,026 212,654  272,160 40,494 312,654
  Buy Germany short SolarWorld 96.01 91.950   29/07/13 77.250 8,828        280,989 31,666  
    MDAX Salzgitter 347.49 25.405   1/07/13 25.340 8,828        289,816 22,838  
    BEL 20 Aperam 1,061.06 8.320   15/07/13 8.461 8,828        298,645 14,010  
    OMXC 20 FLSmidth 252.00 35.032   1/07/13 34.376 8,828        307,473 5,182  
    OMXS 30 Boliden 462.24 9.549   8/07/13 9.256 4,414        311,887 768  
      Tele2 502.84 8.778   8/07/13 9.227 4,414        316,301 -3,646  
    FT 30 Man Group 92.68 95.252   1/07/13 100.211 8,828        325,129 -12,474  
    SLI Kühne & Nagel 108.79 81.145   8/07/13 90.725 8,828        333,956 -21,302  
    BAX SFC Energy 1,858.53 4.750   1/07/13 4.650 8,828        342,784 -30,130  
1/07/13 Sell MDAX short Salzgitter 347.49 25.340 25.470 24/06/13 25.405 -8,828 8,851 23 212,677  333,956 -21,280 312,677
    OMXC 20 FLSmidth 252.00 34.376 35.701 24/06/13 35.032 -8,828 8,997 169 212,845  325,128 -12,283 312,845
    FT 30 Man Group 92.68 100.211 90.294 24/06/13 95.252 -8,828 8,368 -460 212,386  316,300 -3,914 312,386
    BAX SFC Energy 1,858.53 4.650 4.852 24/06/13 4.750 -8,828 9,018 190 212,576  307,472 5,104 312,576
  Buy MDAX long Dürr 330.91 23.998   28/07/14 30.355 7,941        315,413 -2,837  
    OMXC 20 Vestas Wind Systems 3,678.94 2.159   1/09/14 6.373 7,941        323,354 -10,778  
    FT 30 Lloyds Bank 106.06 74.871   9/09/13 90.907 7,941        331,295 -18,719  
    BAX Morphosys 179.88 44.145   14/04/14 58.270 7,941        339,236 -26,660  
8/07/13 Sell France short ArcelorMittal 301.12 26.415 30.086 10/06/13 28.191 -8,489 9,060 571 213,147  330,747 -17,601 313,147
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 462.24 9.256 9.852 24/06/13 9.549 -4,414 4,554 140 213,287  326,333 -13,047 313,287
      Tele2 502.84 9.227 8.329 24/06/13 8.778 -4,414 4,188 -226 213,061  321,919 -8,858 313,061
    SLI Kühne & Nagel 108.79 90.725 71.565 24/06/13 81.145 -8,828 7,786 -1,042 212,019  313,091 -1,073 312,019
  Buy OMXS 30 long Nokia 1,220.02 3.186   13/10/14 6.407 3,887        316,978 -4,959  
      Kinnevik 177.73 21.868   13/10/14 22.475 3,887        320,864 -8,846  
    SLI Lonza 129.12 60.201   12/08/13 56.494 7,773        328,637 -16,619  
15/07/13 Sell BEL 20 short Aperam 1,061.06 8.461 8.179 24/06/13 8.320 -8,828 8,678 -150 211,869  319,809 -7,940 311,869
  Buy   long KBC 242.36 31.350   13/10/14 40.740 7,598        327,407 -15,538  
29/07/13 Sell Germany short SolarWorld 96.01 77.250 109.447 24/06/13 91.950 -8,828 10,508 1,680 213,549  318,579 -5,030 313,549
    ATX long Österreichische Post 189.26 31.600   25/06/12 25.890 -4,900 5,981 1,081 214,630  313,679 950 314,630
    ISEQ 20 short C&C Group 952.63 4.100 4.370 17/06/13 4.233 -4,032 4,163 131 214,760  309,647 5,113 314,760
      CRH 257.98 15.994 15.268 17/06/13 15.631 -4,032 3,939 -94 214,667  305,614 9,052 314,667
    Nordic 30 Equinor 471.38 16.264 18.488 3/06/13 17.340 -8,174 8,715 541 215,208  297,440 17,767 315,208
  Buy ATX Raiffeisen Bank Int 360.58 23.085   21/10/13 25.350 8,324        305,764 9,443  
    ISEQ 20 long FBD 266.79 15.600   5/08/13 16.650 4,162        309,926 5,281  
      Smurfit Kappa 291.05 14.300   5/08/13 15.150 4,162        314,088 1,119  
    Nordic 30 Pandora 289.84 28.719   28/04/14 46.257 8,324        322,412 -7,205  
5/08/13 Sell CAC 40 short ArcelorMittal 319.52 28.620 23.952 22/04/13 26.286 -8,399 7,653 -746 214,462  314,013 449 314,462
    ISEQ 20 long FBD 266.79 16.650   29/07/13 15.600 -4,162 4,442 280 214,742  309,851 4,891 314,742
      Smurfit Kappa 291.05 15.150   29/07/13 14.300 -4,162 4,409 247 214,990  305,689 9,300 314,990
    CAC Mid 60 short Viridien 15.13 575.840 546.400 10/06/13 561.120 -8,490 8,267 -223 214,767  297,200 17,567 314,767
  Buy ISEQ 20 C&C Group 1,003.14 4.141   9/09/13 4.285 4,154        301,354 13,413  
      Flutter 68.10 61.000   9/09/13 61.200 4,154        305,508 9,259  
12/08/13 Sell MerVal short Comercial del Plata 114,722.62 0.067 0.074 17/06/13 0.070 -8,065 8,467 402 215,168  297,443 17,726 315,168
    SLI long Lonza 129.12 56.494   8/07/13 60.201 -7,773 7,295 -479 214,690  289,670 25,020 314,690
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MerVal Telecom Argentina 2,014.52 4.215   10/02/14 2.998 8,492        298,162 16,528  
    Indices Merval 16.94 501.316   4/08/14 750.468 8,492        306,654 8,036  
26/08/13 Sell Nikkei (FRA) long Subaru 370.14 18.441   11/02/13 10.800 -3,998 6,826 2,828 217,518  302,657 14,862 317,518
      Mazda Motor 321.21 15.485   11/02/13 12.445 -3,997 4,974 976 218,494  298,659 19,835 318,494
  Buy PSI 20 Teixeira Duarte 12,623.88 0.670   2/09/13 0.650 8,458        307,117 11,377  
    Nikkei (FRA) short Nikon 321.60 13.150   9/09/13 12.596 4,229        311,346 7,148  
2/09/13 Sell PSI 20 long Teixeira Duarte 12,623.88 0.650   26/08/13 0.670 -8,458 8,206 -252 218,242  302,888 15,354 318,242
9/09/13 Sell ISEQ 20 short C&C Group 1,003.14 4.285 3.997 5/08/13 4.141 -4,154 4,010 -144 218,098  298,734 19,363 318,098
      Flutter 68.10 61.200 60.800 5/08/13 61.000 -4,154 4,140 -14 218,084  294,580 23,504 318,084
    FT 30 long Lloyds Bank 106.06 90.907   1/07/13 74.871 -7,941 9,642 1,701 219,785  286,639 33,146 319,785
    Nikkei (FRA) short Nikon 321.60 12.596 13.728 26/08/13 13.150 -4,229 4,415 186 219,971  282,410 37,561 319,971
  Buy ISEQ 20 long Bank of Ireland 631.21 7.080   14/10/13 6.960 4,469        286,879 33,092  
      Smurfit Kappa 280.19 15.950   14/10/13 17.020 4,469        291,348 28,623  
    PSI 20 Impresa 13,144.12 0.680   16/09/13 0.670 8,938        300,286 19,685  
    FT 30 short Man Group 84.77 105.435   14/10/13 92.741 8,938        309,224 10,747  
    Nikkei (FRA) long Furukawa Co 267.12 16.730   30/09/13 17.160 4,469        313,693 6,278  
      Tokyo Electric Power 1,142.97 3.910   30/09/13 4.520 4,469        318,162 1,809  
16/09/13 Sell HSI short China Shenhua HK 3,301.23 2.475 2.615 22/04/13 2.544 -8,399 8,633 234 220,205  309,763 10,442 320,205
    OMXH 25 Outokumpu 1,310.33 4.600 6.624 18/03/13 5.520 -7,233 8,680 1,447 221,651  302,530 19,122 321,651
    PSI 20 long Impresa 13,144.12 0.670   9/09/13 0.680 -8,938 8,807 -131 221,520  293,592 27,928 321,520
  Buy HSI Galaxy Entertainment 1,632.41 5.352   23/12/13 6.370 8,736        302,328 19,192  
    OMXH 25 Nokia 1,850.85 4.720   21/10/13 5.265 8,736        311,064 10,456  
23/09/13 Sell GEX short YOC 1,663.50 2.219 11.488 22/04/13 5.049 -8,399 19,111 10,712 232,232  302,665 29,567 332,232
  Buy PSI 20 long Teixeira Duarte 13,703.03 0.660   9/12/13 0.920 9,044        311,709 20,523  
    GEX Manz 168.83 53.570   14/04/14 65.730 9,044        320,753 11,479  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
30/09/13 Sell SDAX short Hypoport 1,134.89 8.120 6.840 10/06/13 7.480 -8,489 7,763 -726 231,505  312,264 19,241 331,505
    TSX 60 Barrick Gold 580.69 13.729 15.238 22/04/13 14.464 -8,399 8,848 449 231,954  303,865 28,089 331,954
    Athex LC Eurobank Ergasias 27.21 50.000 1,352.000 25/03/13 260.000 -7,075 36,788 29,713 261,668  296,790 64,877 361,668
    Nikkei (FRA) long Furukawa Co 267.12 17.160   9/09/13 16.730 -4,469 4,584 115 261,783  292,321 69,461 361,783
      Tokyo Electric Power 1,142.97 4.520   9/09/13 3.910 -4,469 5,166 697 262,480  287,852 74,627 362,480
  Buy HSI-C&I Galaxy Entertainment 2,111.86 5.174   3/02/14 7.265 10,927        298,779 63,700  
    TSX 60 Bausch Health 142.13 76.879   29/09/14 102.197 10,927        309,706 52,774  
    Athex LC Aegean Airlines 2,601.67 4.200   27/01/14 7.210 10,927        320,633 41,847  
    Nikkei (FRA) short Nikon 417.70 13.080   4/11/13 13.433 5,464        326,097 36,383  
    CAC Next 20 SES 516.64 21.150   7/10/13 21.020 10,927        337,024 25,456  
7/10/13 Sell   short SES 516.64 21.020 21.281 30/09/13 21.150 -10,927 10,995 68 262,547  326,097 36,451 362,547
    Nikkei (TYO) long Subaru 840.66 20.003   19/11/12 8.176 -6,873 16,816 9,943 272,490  319,224 53,267 372,490
  Buy   short Nikon 841.32 12.650   14/10/13 13.191 10,643        329,867 42,624  
14/10/13 Sell HSI-Fin short Ping An 2,615.15 2.804 3.201 13/05/13 2.996 -7,835 8,371 536 273,027  322,032 50,995 373,027
    ISEQ 20 long Bank of Ireland 631.21 6.960   9/09/13 7.080 -4,469 4,393 -76 272,951  317,563 55,388 372,951
      Smurfit Kappa 280.19 17.020   9/09/13 15.950 -4,469 4,769 300 273,251  313,094 60,157 373,251
    FT 30 short Man Group 84.77 92.741 119.865 9/09/13 105.435 -8,938 10,161 1,223 274,474  304,156 70,318 374,474
    SMI long Richemont 110.40 74.199   17/12/12 59.929 -6,616 8,192 1,575 276,049  297,540 78,509 376,049
    Nikkei (TYO) short Nikon 841.32 13.191 12.110 7/10/13 12.650 -10,643 10,188 -455 275,594  286,897 88,698 375,594
  Buy HSI-Fin long AIA 3,165.00 3.667   6/01/14 3.604 11,607        298,504 77,091  
    ISEQ 20 short C&C Group 1,381.79 4.200   28/10/13 4.008 5,804        304,307 71,287  
      Flutter 101.89 56.960   28/10/13 56.500 5,804        310,111 65,483  
    FT 30 long ITV 53.27 217.888   2/12/13 228.772 11,607        321,718 53,876  
    Nikkei (TYO) Tokyo Electric Power 2,973.49 3.904   4/11/13 3.961 11,607        333,325 42,269  
21/10/13 Sell ATX short Raiffeisen Bank Int 360.58 25.350 20.820 29/07/13 23.085 -8,324 7,507 -817 274,778  325,001 49,777 374,778
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 long Nokia 1,850.85 5.265   16/09/13 4.720 -8,736 9,745 1,009 275,786  316,265 59,521 375,786
    OBX 25 short Frontline 1,007.84 8.829 5.997 15/04/13 7.413 -7,471 6,044 -1,427 274,359  308,794 65,565 374,359
  Buy ATX long Wienerberger 841.79 13.065   11/08/14 11.525 10,998        319,792 54,567  
    OMXH 25 short YIT 1,105.33 9.950   28/10/13 10.035 10,998        330,790 43,569  
    OBX 25 long REC Silicon 3,103.36 3.544   16/12/13 2.538 10,998        341,788 32,571  
28/10/13 Sell ISEQ 20 short C&C Group 1,381.79 4.008 4.401 14/10/13 4.200 -5,804 6,082 278 274,637  335,985 38,653 374,637
      Flutter 101.89 56.500 57.424 14/10/13 56.960 -5,804 5,851 47 274,685  330,181 44,504 374,685
    OMXH 25 YIT 1,105.33 10.035 9.865 21/10/13 9.950 -10,998 10,904 -94 274,591  319,183 55,408 374,591
  Buy ISEQ 20 long Bank of Ireland 699.80 7.680   25/11/13 8.040 5,374        324,557 50,034  
      Smurfit Kappa 312.29 17.210   25/11/13 17.550 5,375        329,932 44,659  
    OMXH 25 Nokia 2,167.14 4.960   11/11/13 5.770 10,749        340,681 33,910  
    CAC Next 20 short STMicroelectronics 1,921.87 5.593   11/11/13 5.653 10,749        351,430 23,161  
4/11/13 Sell SSE 50 short China Northern Rare 3,308.84 2.137 2.623 13/05/13 2.368 -7,835 8,680 845 275,436  343,595 31,841 375,436
    Nikkei (FRA) Nikon 417.70 13.433 12.727 30/09/13 13.080 -5,464 5,316 -147 275,289  338,131 37,157 375,289
    Nikkei (TYO) long Tokyo Electric Power 2,973.49 3.961   14/10/13 3.904 -11,607 11,779 172 275,460  326,524 48,936 375,460
  Buy SSE 50 Shanghai Oriental 2,412.51 4.398   23/12/13 4.388 10,609        337,133 38,327  
    Nikkei (FRA) Softbank Group 185.80 28.550   16/12/13 30.884 5,305        342,438 33,022  
      Tokyo Electric Power 1,338.17 3.964   16/12/13 3.730 5,305        347,742 27,718  
    Nikkei (TYO) short Nikon 789.57 13.437   18/11/13 13.220 10,609        358,351 17,109  
11/11/13 Sell OMXH 25 long Nokia 2,167.14 5.770   28/10/13 4.960 -10,749 12,504 1,755 277,216  347,602 29,613 377,216
    CAC Next 20 short STMicroelectronics 1,921.87 5.653 5.533 28/10/13 5.593 -10,749 10,634 -115 277,100  336,853 40,247 377,100
  Buy OMXH 25 Outokumpu 2,980.86 3.500   2/12/13 3.690 10,433        347,286 29,814  
18/11/13 Sell HSI-Prop short Hang Lung 1,652.71 2.531 2.606 10/06/13 2.568 -4,244 4,307 63 277,163  343,042 34,121 377,163
      Sino Land 3,944.34 1.043 1.110 10/06/13 1.076 -4,245 4,380 135 277,299  338,797 38,501 377,299
    Topix (FRA) Inpex 1,027.79 8.519 7.387 3/06/13 7.953 -8,174 7,592 -582 276,717  330,623 46,093 376,717
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Nikon 789.57 13.220 13.657 4/11/13 13.437 -10,609 10,783 174 276,891  320,014 56,876 376,891
  Buy HSI-Prop long CK Hutchison 457.48 11.852   10/02/14 10.645 5,422        325,436 51,454  
      China Ov Land & Inv 2,336.36 2.321   10/02/14 1.876 5,422        330,858 46,032  
    Topix (FRA) Softbank Group 378.58 28.644   25/11/13 31.950 10,844        341,702 35,188  
    Nikkei (TYO) Minebea Mitsumi 2,159.60 5.021   3/03/14 6.187 10,844        352,546 24,344  
25/11/13 Sell ISEQ 20 long Bank of Ireland 699.80 8.040   28/10/13 7.680 -5,374 5,626 252 277,143  347,172 29,971 377,143
      Smurfit Kappa 312.29 17.550   28/10/13 17.210 -5,375 5,481 106 277,249  341,797 35,451 377,249
    Topix (FRA) Softbank Group 378.58 31.950   18/11/13 28.644 -10,844 12,095 1,251 278,500  330,953 47,547 378,500
    GCX SunPower 1,132.00 21.795   11/02/13 7.063 -7,995 24,672 16,677 295,177  322,958 72,218 395,177
  Buy ISEQ 20 short Flutter 104.19 56.070   2/12/13 56.450 5,842        328,800 66,376  
      Ryanair 1,001.71 5.832   2/12/13 6.109 5,842        334,642 60,534  
    Topix (FRA) Komatsu 746.92 15.643   9/06/14 16.815 11,684        346,326 48,850  
    GCX Aurubis 275.73 42.375   6/01/14 43.845 11,684        358,010 37,166  
2/12/13 Sell ISEQ 20 short Flutter 104.19 56.450 55.690 25/11/13 56.070 -5,842 5,802 -40 295,137  352,169 42,969 395,137
      Ryanair 1,001.71 6.109 5.555 25/11/13 5.832 -5,842 5,565 -277 294,860  346,327 48,533 394,860
    OMXH 25 Outokumpu 2,980.86 3.690 3.310 11/11/13 3.500 -10,433 9,867 -566 294,293  335,894 58,400 394,293
    FT 30 long ITV 53.27 228.772   14/10/13 217.888 -11,607 12,187 580 294,873  324,287 70,587 394,873
  Buy ISEQ 20 Bank of Ireland 697.60 8.340   14/04/14 8.250 5,818        330,105 64,769  
      Smurfit Kappa 337.47 17.240   14/04/14 17.010 5,818        335,923 58,951  
    OMXH 25 Nokia 1,969.20 5.909   9/12/13 5.850 11,636        347,559 47,315  
9/12/13 Sell   long Nokia 1,969.20 5.850   2/12/13 5.909 -11,636 11,520 -116 294,757  335,923 58,834 394,757
    PSI 20 Teixeira Duarte 13,703.03 0.920   23/09/13 0.660 -9,044 12,607 3,563 298,320  326,879 71,441 398,320
  Buy OMXH 25 short Metso 1,753.62 6.697   12/05/14 8.620 11,744        338,623 59,697  
    CAC Next 20 STMicroelectronics 2,154.86 5.450   13/01/14 5.763 11,744        350,367 47,953  
16/12/13 Sell OBX 25 long REC Silicon 3,103.36 2.538   21/10/13 3.544 -10,998 7,875 -3,123 295,197  339,369 55,828 395,197
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 185.80 30.884   4/11/13 28.550 -5,305 5,738 434 295,631  334,064 61,567 395,631
      Tokyo Electric Power 1,338.17 3.730   4/11/13 3.964 -5,305 4,991 -313 295,317  328,760 66,558 395,317
    DJ Global Titans Bank of America 888.58 11.075   29/10/12 7.204 -6,401 9,841 3,440 298,757  322,359 76,399 398,757
  Buy IBEX 35 short Acciona 298.74 39.760   20/01/14 48.255 11,878        334,236 64,521  
    OBX 25 TGS-NOPEC 699.85 16.972   23/12/13 17.469 11,878        346,114 52,643  
    Nikkei (FRA) Nitto Denko 204.93 28.981   30/12/13 30.258 5,939        352,054 46,704  
      Pacific Metals 238.90 24.860   30/12/13 26.180 5,939        357,993 40,765  
    CAC Mid 60 Adocia 2,080.21 5.710   23/12/13 5.660 11,878        369,871 28,887  
    DJ Global Titans IBM 91.91 129.242   23/12/13 133.044 11,879        381,749 17,008  
23/12/13 Sell SSE 50 long Shanghai Oriental 2,412.51 4.388   4/11/13 4.398 -10,609 10,586 -23 298,735  371,140 27,594 398,735
    HSI Galaxy Entertainment 1,632.41 6.370   16/09/13 5.352 -8,736 10,399 1,663 300,397  362,404 37,993 400,397
    OBX 25 short TGS-NOPEC 699.85 17.469 16.475 16/12/13 16.972 -11,878 11,530 -348 300,049  350,526 49,523 400,049
    CAC Mid 60 Adocia 2,080.21 5.660 5.760 16/12/13 5.710 -11,878 11,983 105 300,154  338,648 61,506 400,154
    DJ Global Titans IBM 91.91 133.044 125.440 16/12/13 129.242 -11,879 11,529 -349 299,805  326,770 73,035 399,805
  Buy SSE 50 Poly Developments 18,448.57 0.641   2/06/14 0.591 11,820        338,590 61,215  
    PSI 20 long Impresa 10,844.04 1.090   12/05/14 1.759 11,820        350,410 49,395  
    OBX 25 DNO International 4,066.89 2.906   17/02/14 2.830 11,820        362,230 37,575  
    FT 30 Int Cons Airlines 25.07 471.516   27/01/14 485.635 11,821        374,050 25,754  
    DJ Global Titans Alphabet A 578.96 20.416   27/10/14 21.652 11,820        385,871 13,934  
30/12/13 Sell Nikkei (FRA) short Nitto Denko 204.93 30.258 27.704 16/12/13 28.981 -5,939 5,677 -262 299,543  379,931 19,612 399,543
      Pacific Metals 238.90 26.180 23.540 16/12/13 24.860 -5,939 5,624 -315 299,228  373,992 25,235 399,228
  Buy   long Minebea Mitsumi 1,006.16 5.273   10/02/14 6.030 5,305        379,298 19,930  
      Softbank Group 167.76 31.625   10/02/14 27.751 5,305        384,603 14,624  
6/01/14 Sell HSI-Fin long AIA 3,165.00 3.604   14/10/13 3.667 -11,607 11,408 -199 299,029  372,996 26,032 399,029
    GCX short Aurubis 275.73 43.845 40.905 25/11/13 42.375 -11,684 11,279 -405 298,623  361,312 37,311 398,623
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 23,226.77 0.469   2/06/14 0.478 10,898        372,210 26,413  
    GCX long Vestas Wind Systems 2,184.27 4.989   3/02/14 4.789 10,898        383,108 15,515  
13/01/14 Sell CAC Next 20 short STMicroelectronics 2,154.86 5.763 5.137 9/12/13 5.450 -11,744 11,070 -674 297,949  371,364 26,585 397,949
20/01/14 Sell IBEX 35 short Acciona 298.74 48.255 31.265 16/12/13 39.760 -11,878 9,340 -2,538 295,411  359,486 35,925 395,411
  Buy NZX 50 Chorus 11,510.46 0.937   2/06/14 1.063 10,783        370,269 25,142  
27/01/14 Sell Athex LC long Aegean Airlines 2,601.67 7.210   30/09/13 4.200 -10,927 18,758 7,831 303,242  359,342 43,900 403,242
    FT 30 Int Cons Airlines 25.07 485.635   23/12/13 471.516 -11,821 12,175 354 303,596  347,521 56,075 403,596
  Buy IBEX 35 short Repsol 655.69 17.525   17/02/14 17.625 11,491        359,012 44,584  
    Athex LC Eurobank Ergasias 234.51 49.000   9/05/16 0.875 11,491        370,503 33,093  
3/02/14 Sell HSI-C&I long Galaxy Entertainment 2,111.86 7.265   30/09/13 5.174 -10,927 15,342 4,415 308,011  359,576 48,434 408,011
    GCX Vestas Wind Systems 2,184.27 4.789   6/01/14 4.989 -10,898 10,461 -437 307,574  348,678 58,895 407,574
  Buy FT 30 Int Cons Airlines 23.34 499.638   10/02/14 509.014 11,662        360,340 47,234  
    GCX short Aurubis 287.22 40.600   3/03/14 38.880 11,661        372,001 35,573  
10/02/14 Sell HSI-Prop long CK Hutchison 457.48 10.645   18/11/13 11.852 -5,422 4,870 -552 307,022  366,579 40,443 407,022
      China Ov Land & Inv 2,336.36 1.876   18/11/13 2.321 -5,422 4,383 -1,039 305,983  361,157 44,826 405,983
    MerVal Telecom Argentina 2,014.52 2.998   12/08/13 4.215 -8,492 6,040 -2,452 303,531  352,665 50,866 403,531
    FT 30 Int Cons Airlines 23.34 509.014   3/02/14 499.638 -11,662 11,880 219 303,750  341,004 62,746 403,750
    Nikkei (FRA) Minebea Mitsumi 1,006.16 6.030   30/12/13 5.273 -5,305 6,067 762 304,511  335,698 68,813 404,511
      Softbank Group 167.76 27.751   30/12/13 31.625 -5,305 4,655 -650 303,861  330,393 73,469 403,861
  Buy HSI-Prop short New World Dev 1,690.71 3.529   28/07/14 3.549 5,967        336,359 67,502  
      The Wharf 3,224.61 1.850   28/07/14 2.205 5,967        342,326 61,536  
    Nikkei (FRA) Hitachi Zosen 1,399.60 4.263   30/06/14 3.700 5,966        348,292 55,569  
      Nitto Denko 190.64 31.297   30/06/14 33.890 5,966        354,259 49,603  
17/02/14 Sell IBEX 35 short Repsol 655.69 17.625 17.425 27/01/14 17.525 -11,491 11,425 -66 303,796  342,768 61,028 403,796
    OBX 25 long DNO International 4,066.89 2.830   23/12/13 2.906 -11,820 11,510 -310 303,486  330,948 72,538 403,486
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 1,564.76 7.605   2/06/14 7.980 11,900        342,848 60,638  
24/02/14 Buy MerVal long Edenor 36,893.48 0.315   15/12/14 0.569 11,603        354,451 49,035  
3/03/14 Sell Nikkei (TYO) long Minebea Mitsumi 2,159.60 6.187   18/11/13 5.021 -10,844 13,360 2,516 306,002  343,607 62,396 406,002
    GCX short Aurubis 287.22 38.880 42.396 3/02/14 40.600 -11,661 12,177 516 306,518  331,945 74,573 406,518
  Buy Nikkei (TYO) Hitachi Zosen 3,063.58 3.926   31/03/14 3.419 12,027        343,972 62,546  
    GCX long Vestas Wind Systems 2,403.67 5.004   14/04/14 5.847 12,027        355,999 50,519  
10/03/14 Buy IBEX 35 short Inditex 544.83 20.970   9/06/14 21.750 11,425        367,425 39,094  
31/03/14 Sell Nikkei (TYO) short Hitachi Zosen 3,063.58 3.419 4.508 3/03/14 3.926 -12,027 13,812 1,785 308,303  355,398 52,906 408,303
  Buy SDAX Koenig & Bauer 937.40 12.300   5/05/14 11.730 11,530        366,928 41,376  
    Nikkei (TYO) long Minebea Mitsumi 1,789.51 6.443   7/04/14 6.630 11,530        378,458 29,846  
7/04/14 Sell   long Minebea Mitsumi 1,789.51 6.630   31/03/14 6.443 -11,530 11,864 334 308,637  366,928 41,709 408,637
  Buy   short Hitachi Zosen 3,260.83 3.453   28/07/14 3.842 11,258        378,186 30,451  
14/04/14 Sell ISEQ 20 long Bank of Ireland 697.60 8.250   2/12/13 8.340 -5,818 5,755 -63 308,574  372,368 36,206 408,574
      Smurfit Kappa 337.47 17.010   2/12/13 17.240 -5,818 5,740 -78 308,496  366,550 41,947 408,496
    BAX Morphosys 179.88 58.270   1/07/13 44.145 -7,941 10,482 2,541 311,037  358,609 52,428 411,037
    GEX Manz 168.83 65.730   23/09/13 53.570 -9,044 11,097 2,053 313,090  349,565 63,526 413,090
    GCX Vestas Wind Systems 2,403.67 5.847   3/03/14 5.004 -12,027 14,053 2,026 315,117  337,538 77,579 415,117
  Buy ISEQ 20 short C&C Group 1,374.67 4.480   19/01/15 3.322 6,159        343,696 71,420  
      Flutter 114.92 53.590   19/01/15 66.350 6,159        349,855 65,262  
    BAX Adtran Networks 3,845.46 3.203   21/04/14 3.210 12,317        362,172 52,945  
    GEX 4SC 429.74 28.662   26/01/15 18.284 12,317        374,489 40,628  
    GCX EJR 717.68 17.162   28/04/14 17.175 12,317        386,806 28,311  
21/04/14 Sell BAX short Adtran Networks 3,845.46 3.210 3.196 14/04/14 3.203 -12,317 12,290 -27 315,090  374,489 40,601 415,090
  Buy   long Sixt 393.78 28.930   5/05/14 28.890 11,392        385,881 29,209  
28/04/14 Sell Nordic 30 long Pandora 289.84 46.257   29/07/13 28.719 -8,324 13,407 5,083 320,173  377,557 42,616 420,173
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short EJR 717.68 17.175 17.150 14/04/14 17.162 -12,317 12,308 -9 320,164  365,240 54,924 420,164
  Buy Germany SolarWorld 384.74 30.870   9/06/14 16.900 11,877        377,117 43,047  
    Nordic 30 Carlsberg A 160.91 73.812   5/05/14 74.896 11,877        388,994 31,170  
    GCX long Vestas Wind Systems 1,927.40 6.162   19/05/14 7.076 11,877        400,871 19,293  
5/05/14 Sell SDAX short Koenig & Bauer 937.40 11.730 12.898 31/03/14 12.300 -11,530 12,090 560 320,724  389,341 31,383 420,724
    Nordic 30 Carlsberg A 160.91 74.896 72.728 28/04/14 73.812 -11,877 11,703 -174 320,550  377,464 43,086 420,550
    BAX long Sixt 393.78 28.890   21/04/14 28.930 -11,392 11,376 -16 320,534  366,072 54,462 420,534
  Buy Nordic 30 Pandora 243.67 48.729   15/09/14 59.766 11,874        377,946 42,588  
    BAX short Adtran Networks 3,710.63 3.200   9/06/14 3.196 11,874        389,820 30,714  
12/05/14 Sell OMXH 25 short Metso 1,753.62 8.620 4.774 9/12/13 6.697 -11,744 8,372 -3,372 317,162  378,076 39,086 417,162
    PSI 20 long Impresa 10,844.04 1.759   23/12/13 1.090 -11,820 19,075 7,255 324,416  366,256 58,161 424,416
  Buy OMXH 25 Outokumpu 1,805.99 6.680   19/05/14 6.250 12,064        378,320 46,097  
19/05/14 Sell   long Outokumpu 1,805.99 6.250   12/05/14 6.680 -12,064 11,287 -777 323,640  366,256 57,384 423,640
    GCX Vestas Wind Systems 1,927.40 7.076   28/04/14 6.162 -11,877 13,639 1,762 325,402  354,379 71,023 425,402
  Buy HSI Citic Pacific 9,580.05 1.295   10/11/14 1.393 12,410        366,789 58,613  
    SDAX short WCM 7,645.86 1.623   26/05/14 1.623 12,410        379,199 46,203  
    OMXH 25 YIT 1,677.03 7.400   26/01/15 5.508 12,410        391,609 33,793  
    GCX Energy Recovery 3,681.95 3.371   2/03/15 3.076 12,410        404,019 21,383  
26/05/14 Sell SDAX short WCM 7,645.86 1.623 1.623 19/05/14 1.623 -12,410 12,410 0 325,402  391,609 33,793  
  Buy HSI-C&I long Tencent 1,128.75 10.170   6/10/14 12.196 11,479        403,088 22,314  
2/06/14 Sell SSE 50 short Poly Developments 18,448.57 0.591 0.695 23/12/13 0.641 -11,820 12,816 996 326,398  391,268 35,130 426,398
    HSI-Fin ICBC 23,226.77 0.478 0.460 6/01/14 0.469 -10,898 10,694 -204 326,193  380,370 45,824 426,193
    OBX 25 Petroleum Geo-Srvcs 1,564.76 7.980 7.230 17/02/14 7.605 -11,900 11,314 -586 325,607  368,470 57,138 425,607
    NZX 50 Chorus 11,510.46 1.063 0.811 20/01/14 0.937 -10,783 9,330 -1,453 324,155  357,687 66,468 424,155
  Buy SSE 50 long Sinolink Secs 10,665.22 1.150   23/06/14 1.117 12,265        369,952 54,203  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin HK Exchgs & Clrg 896.21 13.685   29/09/14 17.213 12,265        382,217 41,938  
    OBX 25 Grieg Seafood 3,635.80 3.373   30/06/14 3.430 12,265        394,482 29,673  
    FT 30 National Grid 11.12 1,103.450   9/06/14 1,037.210 12,270        406,752 17,403  
    NZX 50 Tourism 17,614.53 0.696   21/07/14 0.758 12,265        419,017 5,138  
9/06/14 Sell Germany short SolarWorld 384.74 16.900 56.388 28/04/14 30.870 -11,877 21,695 9,818 333,972  407,140 26,832 433,972
    IBEX 35 Inditex 544.83 21.750 20.190 10/03/14 20.970 -11,425 11,000 -425 333,548  395,715 37,832 433,548
    FT 30 long National Grid 11.12 1,037.210   2/06/14 1,103.450 -12,270 11,534 -737 332,811  383,445 49,366 432,811
    Topix (FRA) short Komatsu 746.92 16.815 14.471 25/11/13 15.643 -11,684 10,809 -875 331,936  371,761 60,175 431,936
    BAX Adtran Networks 3,710.63 3.196 3.204 5/05/14 3.200 -11,874 11,889 15 331,950  359,887 72,064 431,950
  Buy SDAX WCM 7,878.20 1.599   29/12/14 1.381 12,600        372,487 59,464  
    FT 30 Tesco 27.36 460.539   17/11/14 306.530 12,600        385,087 46,863  
    Topix (FRA) long Fujitsu 2,518.49 5.003   15/09/14 4.810 12,600        397,687 34,263  
    BAX Cancom 638.30 19.740   16/06/14 18.403 12,600        410,287 21,663  
16/06/14 Sell   long Cancom 638.30 18.403   9/06/14 19.740 -12,600 11,746 -854 331,097  397,687 33,410 431,097
  Buy IBEX 35 short ArcelorMittal 354.13 32.790   2/03/15 28.860 11,612        409,299 21,798  
    BAX Adtran Networks 3,702.81 3.136   23/06/14 3.096 11,612        420,911 10,186  
23/06/14 Sell SSE 50 long Sinolink Secs 10,665.22 1.117   2/06/14 1.150 -12,265 11,913 -352 330,745  408,646 22,099 430,745
    BAX short Adtran Networks 3,702.81 3.096 3.177 16/06/14 3.136 -11,612 11,762 150 330,895  397,034 33,861 430,895
  Buy SSE 50 Kangmei Pharma 13,477.96 0.862   7/07/14 0.868 11,618        408,652 22,243  
    CAC Next 20 Arkema 164.43 70.655   26/01/15 62.720 11,618        420,270 10,625  
    CAC Mid 60 Viridien 33.84 343.360   19/01/15 153.600 11,619        431,889 -994  
    BAX long Wacker Neuson 701.15 16.570   14/07/14 17.170 11,618        443,507 -12,612  
30/06/14 Sell OBX 25 long Grieg Seafood 3,635.80 3.430   2/06/14 3.373 -12,265 12,470 205 331,100  431,242 -142 431,100
    Nikkei (FRA) short Hitachi Zosen 1,399.60 3.700 4.912 10/02/14 4.263 -5,966 6,874 908 332,008  425,276 6,732 432,008
      Nitto Denko 190.64 33.890 28.704 10/02/14 31.297 -5,966 5,472 -494 331,514  419,309 12,205 431,514
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OBX 25 Norwegian 4.62 2,398.530   7/07/14 2,546.850 11,081        430,390 1,123  
    Nikkei (FRA) long Fujitsu 1,008.55 5.499   17/08/15 4.455 5,546        435,936 -4,423  
      Minebea Mitsumi 674.37 8.224   17/08/15 12.573 5,546        441,482 -9,969  
7/07/14 Sell SSE 50 short Kangmei Pharma 13,477.96 0.868 0.856 23/06/14 0.862 -11,618 11,532 -86 331,427  429,864 1,563 431,427
    OBX 25 Norwegian 4.62 2,546.850 2,250.210 30/06/14 2,398.530 -11,081 10,396 -685 330,742  418,783 11,959 430,742
  Buy SSE 50 long AECC Aviation Power 3,718.87 2.976   3/08/15 7.097 11,067        429,850 892  
    OBX 25 SalMar 821.01 13.480   28/07/14 14.639 11,067        440,917 -10,175  
14/07/14 Sell BAX long Wacker Neuson 701.15 17.170   23/06/14 16.570 -11,618 12,039 421 331,163  429,299 1,864 431,163
21/07/14 Sell NZX 50 long Tourism 17,614.53 0.758   2/06/14 0.696 -12,265 13,350 1,085 332,248  417,034 15,214 432,248
  Buy France short Viridien 41.85 267.296   29/12/14 160.352 11,186        428,220 4,027  
    NZX 50 a2 Milk 28,550.28 0.392   28/07/14 0.401 11,186        439,406 -7,159  
28/07/14 Sell MDAX long Dürr 330.91 30.355   1/07/13 23.998 -7,941 10,045 2,104 334,352  431,465 2,886 434,352
    HSI-Prop short New World Dev 1,690.71 3.549 3.509 10/02/14 3.529 -5,967 5,933 -33 334,318  425,499 8,819 434,318
      The Wharf 3,224.61 2.205 1.496 10/02/14 1.850 -5,967 4,824 -1,142 333,176  419,532 13,644 433,176
    OBX 25 long SalMar 821.01 14.639   7/07/14 13.480 -11,067 12,019 952 334,128  408,465 25,662 434,128
    NZX 50 short a2 Milk 28,550.28 0.401 0.383 21/07/14 0.392 -11,186 10,932 -254 333,874  397,279 36,594 433,874
    Nikkei (TYO) Hitachi Zosen 3,260.83 3.842 3.063 7/04/14 3.453 -11,258 9,988 -1,270 332,603  386,021 46,582 432,603
  Buy Germany SolarWorld 798.60 15.000   12/01/15 12.350 11,979        398,000 34,603  
    MDAX Südzucker 862.73 13.885   2/02/15 11.245 11,979        409,979 22,624  
    HSI-Prop long CK Hutchison 436.24 13.730   24/08/15 10.950 5,990        415,969 16,634  
      Sino Land 4,783.95 1.252   24/08/15 1.200 5,990        421,958 10,645  
    OBX 25 short Petroleum Geo-Srvcs 1,856.35 6.453   11/08/14 6.127 11,979        433,937 -1,334  
    NZX 50 long Tourism 16,098.64 0.744   22/02/16 1.542 11,979        445,916 -13,313  
    BAX Nemetschek 1,885.21 6.354   4/08/14 6.125 11,979        457,895 -25,292  
    Nikkei (TYO) Minebea Mitsumi 1,310.91 9.138   20/10/14 9.651 11,979        469,874 -37,271  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/08/14 Sell HDAX long Dürr 510.58 28.230   23/01/12 9.125 -4,659 14,414 9,755 342,358  465,215 -22,857 442,358
    MIB Azimut 747.53 18.460   5/11/12 9.304 -6,955 13,799 6,844 349,202  458,260 -9,058 449,202
    BAX Nemetschek 1,885.21 6.125   28/07/14 6.354 -11,979 11,547 -432 348,770  446,281 2,489 448,770
    Indices Merval 16.94 750.468   12/08/13 501.316 -8,492 12,713 4,221 352,991  437,789 15,202 452,991
  Buy HDAX short Südzucker 898.92 13.020   12/01/15 11.160 11,704        449,493 3,498  
    Indices PSI 20 2.00 5,854.360   18/08/14 5,654.350 11,709        461,202 -8,211  
11/08/14 Sell ATX long Wienerberger 841.79 11.525   21/10/13 13.065 -10,998 9,702 -1,296 351,694  450,204 1,491 451,694
    DAX Continental 78.80 133.083   16/07/12 59.533 -4,691 10,487 5,796 357,490  445,513 11,978 457,490
    OBX 25 short Petroleum Geo-Srvcs 1,856.35 6.127 6.796 28/07/14 6.453 -11,979 12,616 637 358,127  433,533 24,594 458,127
  Buy ATX Raiffeisen Bank Int 638.18 18.910   16/02/15 13.795 12,068        445,601 12,526  
    DAX Adidas 210.06 57.450   18/08/14 60.070 12,068        457,669 458  
    OBX 25 long SalMar 916.14 13.173   18/08/14 12.880 12,068        469,737 -11,610  
18/08/14 Sell DAX short Adidas 210.06 60.070 54.830 11/08/14 57.450 -12,068 11,518 -550 357,577  457,669 -93 457,577
    OBX 25 long SalMar 916.14 12.880   11/08/14 13.173 -12,068 11,800 -268 357,309  445,601 11,707 457,309
    Indices short PSI 20 2.00 5,654.350 6,061.440 4/08/14 5,854.360 -11,709 12,123 414 357,723  433,893 23,830 457,723
  Buy DAX long Vonovia 527.29 22.830   6/10/14 22.420 12,038        445,931 11,792  
    OBX 25 short Petroleum Geo-Srvcs 1,973.54 6.100   16/02/15 5.700 12,038        457,969 -246  
    Indices long Merval 15.35 784.124   6/10/14 1,022.100 12,036        470,005 -12,282  
1/09/14 Sell OMXC 20 long Vestas Wind Systems 3,678.94 6.373   1/07/13 2.159 -7,941 23,445 15,504 373,227  462,064 11,163 473,227
  Buy   short Demant 1,029.44 11.763   8/09/14 11.966 12,109        474,173 -946  
8/09/14 Sell   short Demant 1,029.44 11.966 11.559 1/09/14 11.763 -12,109 11,899 -210 373,017  462,064 10,953 473,017
  Buy   long Pandora 210.59 57.454   29/09/14 61.631 12,099        474,163 -1,146  
15/09/14 Sell Nordic 30 long Pandora 243.67 59.766   5/05/14 48.729 -11,874 14,563 2,689 375,707  462,289 13,417 475,707
    Topix (FRA) Fujitsu 2,518.49 4.810   9/06/14 5.003 -12,600 12,114 -486 375,220  449,689 25,531 475,220
  Buy Nordic 30 short Volvo 1,423.92 8.791   10/11/14 9.334 12,518        462,207 13,013  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Aeon 1,594.45 7.851   5/01/15 8.291 12,518        474,725 495  
29/09/14 Sell HSI-Fin long HK Exchgs & Clrg 896.21 17.213   2/06/14 13.685 -12,265 15,426 3,161 378,381  462,460 15,921 478,381
    TSX 60 Bausch Health 142.13 102.197   30/09/13 76.879 -10,927 14,525 3,598 381,980  451,534 30,446 481,980
    OMXC 20 Pandora 210.59 61.631   8/09/14 57.454 -12,099 12,979 880 382,860  439,434 43,425 482,860
  Buy HSI-Fin short ICBC 26,419.68 0.498   3/11/14 0.526 13,157        452,591 30,268  
6/10/14 Sell DAX long Vonovia 527.29 22.420   18/08/14 22.830 -12,038 11,822 -216 382,643  440,553 42,090 482,643
    HSI-C&I Tencent 1,128.75 12.196   26/05/14 10.170 -11,479 13,766 2,287 384,931  429,074 55,856 484,931
    Indices Merval 15.35 1,022.100   18/08/14 784.124 -12,036 15,689 3,653 388,584  417,038 71,546 488,584
  Buy DAX short Deutsche Lufthansa 1,159.19 12.080   17/11/14 13.145 14,003        431,041 57,543  
    HSI-C&I Galaxy Entertainment 2,842.44 4.926   13/04/15 4.822 14,003        445,044 43,540  
    PSI 20 Pharol 8,590.80 1.630   23/02/15 0.697 14,003        459,047 29,537  
    Indices PSI 20 2.53 5,537.710   23/02/15 5,494.440 14,010        473,057 15,526  
13/10/14 Sell S&P 100 long Gilead Sciences 272.68 79.611   17/09/12 25.063 -6,834 21,708 14,874 403,458  466,223 37,234 503,458
    BEL 20 KBC 242.36 40.740   15/07/13 31.350 -7,598 9,874 2,276 405,734  458,625 47,108 505,734
    OMXS 30 Nokia 1,220.02 6.407   8/07/13 3.186 -3,887 7,816 3,930 409,663  454,739 54,924 509,663
      Kinnevik 177.73 22.475   8/07/13 21.868 -3,887 3,995 108 409,771  450,852 58,919 509,771
  Buy S&P 100 short General Motors 608.10 23.379   27/10/14 23.689 14,217        465,069 44,702  
    BEL 20 Galapagos 1,279.08 11.115   17/11/14 12.800 14,217        479,286 30,485  
    OMXS 30 MTG 307.39 23.125   3/11/14 24.302 7,108        486,395 23,376  
20/10/14 Sell Kospi 50 long Amorepacific Group 181.27 87.497   23/07/12 26.166 -4,743 15,861 11,118 420,889  481,652 39,237 520,889
    Europe 50 Roche 20.29 222.572   19/12/11 129.719 -2,632 4,516 1,884 422,773  479,020 43,753 522,773
    Nikkei (TYO) Minebea Mitsumi 1,310.91 9.651   28/07/14 9.138 -11,979 12,651 672 423,445  467,041 56,404 523,445
    SP Global 100 Apple 335.81 19.487   30/04/12 15.738 -5,285 6,544 1,259 424,704  461,756 62,948 524,704
  Buy Kospi 50 short Hyundai Heavy 175.78 83.577   8/12/14 94.176 14,691        476,447 48,257  
    Europe 50 Deutsche Bank 681.87 21.545   10/11/14 21.563 14,691        491,138 33,566  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Toyo Seikan 1,789.08 8.212   27/10/14 8.725 14,691        505,829 18,875  
    SP Global 100 Deutsche Bank 681.87 21.545   3/11/14 22.134 14,691        520,520 4,184  
27/10/14 Sell S&P 100 short General Motors 608.10 23.689 23.070 13/10/14 23.379 -14,217 14,029 -188 424,516  506,303 18,213 524,516
    Nikkei (TYO) Toyo Seikan 1,789.08 8.725 7.698 20/10/14 8.212 -14,691 13,772 -919 423,597  491,612 31,985 523,597
    DJ Global Titans long Alphabet A 578.96 21.652   23/12/13 20.416 -11,820 12,536 716 424,313  479,792 44,521 524,313
  Buy S&P 100 Gilead Sciences 160.37 88.668   8/06/15 100.700 14,220        494,011 30,301  
    Nikkei (TYO) Minebea Mitsumi 1,357.21 10.477   24/08/15 10.589 14,220        508,231 16,081  
    DJ Global Titans short Samsung Electronics 867.78 16.387   10/11/14 18.745 14,220        522,451 1,861  
3/11/14 Sell HSI-Fin short ICBC 26,419.68 0.526 0.470 29/09/14 0.498 -13,157 12,428 -729 423,583  509,294 14,289 523,583
    OMXS 30 MTG 307.39 24.302 21.949 13/10/14 23.125 -7,108 6,747 -362 423,222  502,186 21,036 523,222
    SP Global 100 Deutsche Bank 681.87 22.134 20.956 20/10/14 21.545 -14,691 14,289 -402 422,820  487,495 35,325 522,820
  Buy HSI-Fin long HK Exchgs & Clrg 789.69 17.669   24/11/14 17.528 13,953        501,448 21,372  
    OMXC 20 Pandora 209.26 66.679   17/11/14 66.322 13,953        515,401 7,419  
    OMXS 30 Boliden 531.87 13.117   8/06/15 18.209 6,977        522,378 442  
      Electrolux 310.68 22.455   8/06/15 27.196 6,976        529,354 -6,534  
    SP Global 100 Apple 637.20 21.898   24/08/15 22.212 13,953        543,307 -20,487  
10/11/14 Sell HSI long Citic Pacific 9,580.05 1.393   19/05/14 1.295 -12,410 13,345 935 423,755  530,897 -7,142 523,755
    Europe 50 short Deutsche Bank 681.87 21.563 21.527 20/10/14 21.545 -14,691 14,679 -12 423,743  516,206 7,537 523,743
    Nordic 30 Volvo 1,423.92 9.334 8.249 15/09/14 8.791 -12,518 11,745 -772 422,970  503,688 19,282 522,970
    DJ Global Titans Samsung Electronics 867.78 18.745 14.028 27/10/14 16.387 -14,220 12,174 -2,046 420,924  489,468 31,456 520,924
  Buy HSI Kunlun Energy 13,330.44 1.036   12/01/15 0.825 13,809        503,277 17,647  
    Europe 50 long Novartis 223.03 61.916   24/08/15 69.088 13,809        517,086 3,838  
    Nordic 30 Pandora 202.61 68.154   1/06/15 91.032 13,809        530,895 -9,971  
    DJ Global Titans Apple 630.57 21.899   15/12/14 21.746 13,809        544,704 -23,780  
17/11/14 Sell DAX short Deutsche Lufthansa 1,159.19 13.145 11.015 6/10/14 12.080 -14,003 12,768 -1,235 419,689  530,701 -11,012 519,689
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Galapagos 1,279.08 12.800 9.430 13/10/14 11.115 -14,217 12,062 -2,155 417,534  516,484 1,050 517,534
    OMXC 20 long Pandora 209.26 66.322   3/11/14 66.679 -13,953 13,879 -75 417,459  502,531 14,929 517,459
    FT 30 short Tesco 27.36 306.530 691.926 9/06/14 460.539 -12,600 18,931 6,331 423,790  489,930 33,860 523,790
  Buy DAX long Merck (EMD) 181.83 76.670   6/07/15 90.640 13,941        503,871 19,919  
    BEL 20 Proximus 457.08 30.500   24/11/14 30.740 13,941        517,812 5,978  
    OMXC 20 short FLSmidth 420.15 33.181   24/11/14 35.297 13,941        531,753 -7,963  
    FT 30 long Man Group 82.23 169.534   15/12/14 177.040 13,941        545,694 -21,904  
24/11/14 Sell HSI-Fin long HK Exchgs & Clrg 789.69 17.528   3/11/14 17.669 -13,953 13,842 -111 423,679  531,741 -8,062 523,679
    BEL 20 Proximus 457.08 30.740   17/11/14 30.500 -13,941 14,051 110 423,789  517,800 5,988 523,789
    OMXC 20 short FLSmidth 420.15 35.297 31.065 17/11/14 33.181 -13,941 13,052 -889 422,900  503,859 19,040 522,900
  Buy HSI-Fin HSBC 1,695.26 7.992   26/01/15 8.332 13,548        517,407 5,492  
    BEL 20 Galapagos 1,050.23 12.900   1/12/14 13.020 13,548        530,955 -8,056  
    OMXC 20 long Pandora 201.59 67.207   17/08/15 107.440 13,548        544,503 -21,604  
1/12/14 Sell BEL 20 short Galapagos 1,050.23 13.020 12.780 24/11/14 12.900 -13,548 13,422 -126 422,774  530,955 -8,182 522,774
  Buy   long Proximus 406.96 31.610   15/12/14 29.550 12,864        543,819 -21,046  
8/12/14 Sell Kospi 50 short Hyundai Heavy 175.78 94.176 72.978 20/10/14 83.577 -14,691 12,828 -1,863 420,910  529,128 -8,218 520,910
  Buy   long Amorepacific Group 154.55 82.934   6/07/15 157.893 12,817        541,946 -21,035  
15/12/14 Sell BEL 20 long Proximus 406.96 29.550   1/12/14 31.610 -12,864 12,026 -838 420,072  529,082 -9,010 520,072
    MerVal Edenor 36,893.48 0.569   24/02/14 0.315 -11,603 20,978 9,375 429,447  517,479 11,968 529,447
    FT 30 Man Group 82.23 177.040   17/11/14 169.534 -13,941 14,558 617 430,064  503,538 26,526 530,064
    DJ Global Titans Apple 630.57 21.746   10/11/14 21.899 -13,809 13,712 -97 429,967  489,729 40,238 529,967
  Buy BEL 20 short Umicore 914.66 15.585   19/01/15 16.578 14,255        503,984 25,983  
    FT 30 Tesco 54.31 262.480   22/12/14 292.250 14,255        518,239 11,728  
22/12/14 Sell TecDAX short SMA Solar 219.23 14.800 46.789 21/05/12 26.315 -5,769 10,258 4,489 434,456  512,470 21,986 534,456
    FT 30 Tesco 54.31 292.250 232.709 15/12/14 262.480 -14,255 12,638 -1,617 432,839  498,215 34,624 532,839
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Man Group 70.70 200.637   5/01/15 211.401 14,185        512,400 20,439  
29/12/14 Sell France short Viridien 41.85 160.352 445.565 21/07/14 267.296 -11,186 18,647 7,461 440,300  501,214 39,086 540,300
    SDAX WCM 7,878.20 1.381 1.852 9/06/14 1.599 -12,600 14,587 1,987 442,287  488,614 53,673 542,287
  Buy France long Adocia 312.35 47.700   8/06/15 66.230 14,899        503,513 38,774  
    SDAX Patrizia Immobilien 1,211.30 12.300   19/01/15 14.055 14,899        518,412 23,875  
5/01/15 Sell FT 30 long Man Group 70.70 211.401   22/12/14 200.637 -14,185 14,946 761 443,048  504,227 38,821 543,048
    Topix (FRA) short Aeon 1,594.45 8.291 7.411 15/09/14 7.851 -12,518 11,816 -702 442,346  491,709 50,638 542,346
  Buy FT 30 Tesco 50.42 294.006   19/01/15 365.061 14,824        506,532 35,814  
    Topix (FRA) long Oriental Land 1,546.47 9.586   2/02/15 10.843 14,824        521,356 20,990  
12/01/15 Sell Germany short SolarWorld 798.60 12.350 18.219 28/07/14 15.000 -11,979 14,549 2,570 444,917  509,377 35,539 544,917
    HSI Kunlun Energy 13,330.44 0.825 1.300 10/11/14 1.036 -13,809 17,335 3,526 448,443  495,568 52,874 548,443
    HDAX Südzucker 898.92 11.160 15.190 4/08/14 13.020 -11,704 13,655 1,951 450,393  483,864 66,529 550,393
  Buy Germany long Ströer Media 626.57 24.615   15/06/15 40.315 15,423        499,287 51,106  
    HSI China Life Ins HK 4,653.75 3.314   13/07/15 3.728 15,423        514,710 35,683  
    HDAX Ströer Media 626.57 24.615   24/08/15 47.670 15,423        530,133 20,260  
19/01/15 Sell SDAX long Patrizia Immobilien 1,211.30 14.055   29/12/14 12.300 -14,899 17,025 2,126 452,519  515,234 37,285 552,519
    ISEQ 20 short C&C Group 1,374.67 3.322 6.042 14/04/14 4.480 -6,159 8,305 2,147 454,666  509,076 45,590 554,666
      Flutter 114.92 66.350 40.830 14/04/14 53.590 -6,159 4,692 -1,466 453,199  502,917 50,282 553,199
    BEL 20 Umicore 914.66 16.578 14.593 15/12/14 15.585 -14,255 13,347 -908 452,292  488,662 63,629 552,292
    FT 30 Tesco 50.42 365.061 222.950 5/01/15 294.006 -14,824 11,241 -3,583 448,709  473,839 74,870 548,709
    CAC Mid 60 Viridien 33.84 153.600 767.553 23/06/14 343.360 -11,619 25,974 14,355 463,064  462,219 100,844 563,064
  Buy SDAX SGL Carbon 1,177.93 14.090   26/01/15 15.480 16,597        478,816 84,247  
    ISEQ 20 long Glanbia 599.17 13.850   8/06/15 17.420 8,299        487,115 75,949  
      Ryanair 852.88 9.730   8/06/15 11.660 8,299        495,413 67,650  
    BEL 20 bpost 726.03 22.860   28/09/15 21.000 16,597        512,010 51,053  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 79.09 209.841   8/06/15 231.072 16,596        528,607 34,457  
    CAC Mid 60 Adocia 262.61 63.200   8/06/15 66.230 16,597        545,204 17,860  
26/01/15 Sell SDAX short SGL Carbon 1,177.93 15.480 12.700 19/01/15 14.090 -16,597 14,960 -1,637 461,426  528,607 32,820 561,426
    HSI-Fin HSBC 1,695.26 8.332 7.651 24/11/14 7.992 -13,548 12,971 -577 460,849  515,059 45,790 560,849
    OMXH 25 YIT 1,677.03 5.508 9.942 19/05/14 7.400 -12,410 16,673 4,263 465,112  502,649 62,463 565,112
    CAC Next 20 Arkema 164.43 62.720 79.594 23/06/14 70.655 -11,618 13,088 1,470 466,582  491,031 75,551 566,582
    GEX 4SC 429.74 18.284 44.930 14/04/14 28.662 -12,317 19,308 6,991 473,573  478,714 94,859 573,573
  Buy SDAX long Patrizia Immobilien 1,117.73 14.950   29/06/15 22.015 16,710        495,424 78,149  
    HSI-Fin China Life Ins HK 4,473.06 3.736   3/08/15 3.251 16,710        512,134 61,439  
    OMXH 25 Neste 2,068.07 8.080   11/05/15 7.640 16,710        528,844 44,729  
    GEX Ströer Media 624.67 26.750   1/06/15 38.770 16,710        545,554 28,019  
2/02/15 Sell MDAX short Südzucker 862.73 11.245 17.145 28/07/14 13.885 -11,979 14,791 2,812 476,385  533,575 42,811 576,385
    AEX KPN 1,656.09 2.756 4.771 15/10/12 3.626 -6,005 7,901 1,896 478,281  527,570 50,711 578,281
    Topix (FRA) long Oriental Land 1,546.47 10.843   5/01/15 9.586 -14,824 16,769 1,945 480,225  512,746 67,480 580,225
  Buy MDAX Ströer Media 627.84 25.790   16/11/15 61.450 16,192        528,938 51,288  
    Topix (FRA) short Orix 1,626.03 9.958   9/02/15 10.802 16,192        545,130 35,096  
9/02/15 Sell   short Orix 1,626.03 10.802 9.114 2/02/15 9.958 -16,192 14,820 -1,372 478,853  528,938 49,915 578,853
  Buy MerVal long Aluar 16,768.72 0.937   16/02/15 0.944 15,719        544,657 34,196  
    Topix (FRA) Sony 694.70 22.627   18/05/15 28.471 15,719        560,376 18,477  
16/02/15 Sell ATX short Raiffeisen Bank Int 638.18 13.795 25.922 11/08/14 18.910 -12,068 16,543 4,475 483,328  548,308 35,020 583,328
    OBX 25 Petroleum Geo-Srvcs 1,973.54 5.700 6.528 18/08/14 6.100 -12,038 12,883 845 484,173  536,270 47,903 584,173
    MerVal long Aluar 16,768.72 0.944   9/02/15 0.937 -15,719 15,831 112 484,285  520,551 63,735 584,285
  Buy ATX Zumtobel 767.95 21.095   7/09/15 23.775 16,200        536,751 47,535  
    OBX 25 Frontline 1,301.37 12.448   23/02/15 11.234 16,200        552,951 31,335  
23/02/15 Sell PSI 20 short Pharol 8,590.80 0.697 3.812 6/10/14 1.630 -14,003 32,747 18,744 503,030  538,948 64,082 603,030
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 1,301.37 11.234   16/02/15 12.448 -16,200 14,620 -1,580 501,449  522,748 78,702 601,449
    Indices short PSI 20 2.53 5,494.440 5,581.320 6/10/14 5,537.710 -14,010 14,121 110 501,560  508,737 92,822 601,560
  Buy PSI 20 long Altri 5,740.41 3.024   25/05/15 4.081 17,359        526,096 75,463  
    MerVal Comercial del Plata 70,194.10 0.247   2/03/15 0.261 17,359        543,455 58,104  
    Indices SSE 50 ew 51.60 336.435   27/07/15 382.611 17,360        560,815 40,744  
2/03/15 Sell IBEX 35 short ArcelorMittal 354.13 28.860 37.255 16/06/14 32.790 -11,612 13,193 1,581 503,141  549,203 53,937 603,141
    MerVal long Comercial del Plata 70,194.10 0.261   23/02/15 0.247 -17,359 18,328 969 504,109  531,844 72,265 604,109
    GCX short Energy Recovery 3,681.95 3.076 3.693 19/05/14 3.371 -12,410 13,599 1,189 505,298  519,434 85,864 605,298
  Buy IBEX 35 long Intl. Cons. Airlines 2,187.22 7.900   9/03/15 7.660 17,279        536,713 68,585  
    DJ Global Titans Apple 598.80 28.856   30/03/15 29.169 17,279        553,992 51,306  
    GCX Shimano 124.17 139.151   1/06/15 129.753 17,278        571,271 34,028  
9/03/15 Sell IBEX 35 long Intl. Cons. Airlines 2,187.22 7.660   2/03/15 7.900 -17,279 16,754 -525 504,773  553,992 50,782 604,773
  Buy   short Endesa 929.02 17.640   23/03/15 18.130 16,388        570,380 34,394  
    MerVal long Comercial del Plata 59,034.58 0.278   29/06/15 0.285 16,388        586,768 18,006  
23/03/15 Sell IBEX 35 short Endesa 929.02 18.130 17.150 9/03/15 17.640 -16,388 15,933 -455 504,318  570,380 33,938 604,318
  Buy   long Intl. Cons. Airlines 1,969.88 8.100   11/05/15 7.890 15,956        586,336 17,982  
    TSX 60 Bausch Health 85.89 185.781   11/05/15 200.704 15,957        602,292 2,026  
30/03/15 Sell DJ Global Titans long Apple 598.80 29.169   2/03/15 28.856 -17,279 17,466 187 504,505  585,014 19,492 604,505
  Buy   short ConocoPhilips 263.99 59.090   27/04/15 61.591 15,599        600,613 3,893  
13/04/15 Sell HSI-C&I short Galaxy Entertainment 2,842.44 4.822 5.033 6/10/14 4.926 -14,003 14,305 302 504,808  586,610 18,198 604,808
    ÖkoDAX (deprecated) SolarWorld 71.99 14.550 772.962 29/04/13 106.050 -7,635 55,646 48,011 552,819  578,975 73,843 652,819
  Buy HSI-C&I long Tencent 872.72 20.815   6/07/15 17.093 18,166        597,141 55,678  
    OBX 25 Frontline 1,327.41 13.685   18/05/15 12.057 18,166        615,307 37,512  
27/04/15 Sell DJ Global Titans short ConocoPhilips 263.99 61.591 56.589 30/03/15 59.090 -15,599 14,939 -660 552,158  599,708 52,450 652,158
  Buy   long Mitsubishi UFJ 2,714.80 6.489   8/06/15 6.373 17,615        617,323 34,835  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/05/15 Sell IBEX 35 long Intl. Cons. Airlines 1,969.88 7.890   23/03/15 8.100 -15,956 15,542 -414 551,745  601,367 50,378 651,745
    OMXH 25 Neste 2,068.07 7.640   26/01/15 8.080 -16,710 15,800 -910 550,835  584,657 66,178 650,835
    TSX 60 Bausch Health 85.89 200.704   23/03/15 185.781 -15,957 17,238 1,282 552,116  568,700 83,416 652,116
  Buy IBEX 35 short Obrascón Huarte Lain 960.71 19.140   25/04/16 5.840 18,388        587,088 65,028  
    OMXH 25 Outokumpu 3,512.51 5.235   4/01/16 2.584 18,388        605,476 46,640  
    TSX 60 Cenovus Energy 1,185.86 15.506   21/03/16 12.064 18,388        623,864 28,252  
18/05/15 Sell OBX 25 long Frontline 1,327.41 12.057   13/04/15 13.685 -18,166 16,004 -2,162 549,955  605,698 44,257 649,955
    Topix (FRA) Sony 694.70 28.471   9/02/15 22.627 -15,719 19,779 4,060 554,015  589,979 64,035 654,015
  Buy OBX 25 short REC Silicon 8,481.46 2.117   1/06/15 1.852 17,951        607,930 46,084  
25/05/15 Sell PSI 20 long Altri 5,740.41 4.081   23/02/15 3.024 -17,359 23,427 6,068 560,082  590,571 69,511 660,082
  Buy   short Pharol 35,762.75 0.510   23/11/15 0.369 18,239        608,810 51,272  
    Topix (FRA) long Sony 639.96 28.500   1/06/15 28.394 18,239        627,049 33,033  
1/06/15 Sell OBX 25 short REC Silicon 8,481.46 1.852 2.418 18/05/15 2.117 -17,951 20,511 2,560 562,642  609,098 53,544 662,642
    Nordic 30 long Pandora 202.61 91.032   10/11/14 68.154 -13,809 18,444 4,635 567,277  595,289 71,988 667,277
    Topix (FRA) Sony 639.96 28.394   25/05/15 28.500 -18,239 18,171 -68 567,209  577,050 90,159 667,209
    GEX Ströer Media 624.67 38.770   26/01/15 26.750 -16,710 24,218 7,509 574,718  560,340 114,377 674,718
    GCX Shimano 124.17 129.753   2/03/15 139.151 -17,278 16,111 -1,167 573,551  543,062 130,489 673,551
  Buy TecDAX short Aixtron 2,913.04 6.900   25/04/16 4.108 20,100        563,162 110,389  
    OBX 25 long Frontline 1,611.13 12.476   8/06/15 12.298 20,100        583,262 90,289  
    Nordic 30 short Fortum 1,160.51 17.320   30/11/15 13.820 20,100        603,362 70,189  
    GCX REC Silicon 10,850.79 1.852   5/10/20 0.464 20,100        623,462 50,089  
8/06/15 Sell S&P 100 long Gilead Sciences 160.37 100.700   27/10/14 88.668 -14,220 16,149 1,930 575,481  609,242 66,238 675,481
    France Adocia 312.35 66.230   29/12/14 47.700 -14,899 20,687 5,788 581,268  594,343 86,925 681,268
    ISEQ 20 Glanbia 599.17 17.420   19/01/15 13.850 -8,299 10,438 2,139 583,407  586,045 97,363 683,407
      Ryanair 852.88 11.660   19/01/15 9.730 -8,299 9,945 1,646 585,053  577,746 107,307 685,053
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 1,611.13 12.298   1/06/15 12.476 -20,100 19,814 -286 584,767  557,646 127,121 684,767
    OMXS 30 Boliden 531.87 18.209   3/11/14 13.117 -6,977 9,685 2,708 587,475  550,670 136,806 687,475
      Electrolux 310.68 27.196   3/11/14 22.455 -6,976 8,449 1,473 588,948  543,693 145,255 688,948
    FT 30 Man Group 79.09 231.072   19/01/15 209.841 -16,596 18,275 1,679 590,627  527,097 163,530 690,627
    CAC Mid 60 Adocia 262.61 66.230   19/01/15 63.200 -16,597 17,393 796 591,423  510,500 180,923 691,423
    DJ Global Titans Mitsubishi UFJ 2,714.80 6.373   27/04/15 6.489 -17,615 17,301 -314 591,109  492,885 198,224 691,109
  Buy S&P 100 short Norfolk Southern 275.68 80.648   15/06/15 80.979 22,233        515,118 175,991  
    France Solocal 31.74 700.450   23/11/15 390.360 22,232        537,350 153,759  
    ISEQ 20 FBD 1,198.67 9.274   10/08/15 7.120 11,116        548,467 142,642  
    OBX 25 DNO International 17,451.33 1.274   21/12/15 0.607 22,233        570,700 120,409  
    OMXS 30 SSAB 2,171.19 5.120   26/10/15 3.388 11,116        581,816 109,293  
      Telia Company 2,113.93 5.259   26/10/15 4.765 11,117        592,933 98,176  
    FT 30 Tate & Lyle 29.50 753.704   28/12/15 807.108 22,234        615,167 75,942  
    DJ Global Titans BHP 1,168.95 19.020   13/07/15 17.787 22,233        637,400 53,709  
15/06/15 Sell S&P 100 short Norfolk Southern 275.68 80.979 80.318 8/06/15 80.648 -22,233 22,142 -91 591,018  615,167 75,851 691,018
    Germany long Ströer Media 626.57 40.315   12/01/15 24.615 -15,423 25,260 9,837 600,855  599,744 101,111 700,855
  Buy S&P 100 Starbucks 432.74 46.330   6/07/15 49.123 20,049        619,793 81,062  
29/06/15 Sell SDAX long Patrizia Immobilien 1,117.73 22.015   26/01/15 14.950 -16,710 24,607 7,897 608,752  603,083 105,669 708,752
    MerVal Comercial del Plata 59,034.58 0.285   9/03/15 0.278 -16,388 16,819 431 609,183  586,695 122,488 709,183
6/07/15 Sell S&P 100 long Starbucks 432.74 49.123   15/06/15 46.330 -20,049 21,257 1,208 610,391  566,646 143,745 710,391
    Kospi 50 Amorepacific Group 154.55 157.893   8/12/14 82.934 -12,817 24,402 11,585 621,976  553,829 168,148 721,976
    DAX Merck (EMD) 181.83 90.640   17/11/14 76.670 -13,941 16,481 2,540 624,516  539,888 184,629 724,516
    HSI-C&I Tencent 872.72 17.093   13/04/15 20.815 -18,166 14,917 -3,249 621,268  521,722 199,546 721,268
  Buy S&P 100 short Norfolk Southern 292.71 78.643   13/07/15 78.579 23,020        544,741 176,526  
    CAC 40 ArcelorMittal 912.41 25.230   27/03/17 22.800 23,020        567,762 153,506  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX RWE 1,196.47 19.240   13/07/15 20.205 23,020        590,782 130,486  
    HSI-C&I Sands China 6,803.40 3.384   9/05/16 3.084 23,020        613,802 107,466  
13/07/15 Sell S&P 100 short Norfolk Southern 292.71 78.579 78.708 6/07/15 78.643 -23,020 23,039 19 621,287  590,782 130,505 721,287
    HSI long China Life Ins HK 4,653.75 3.728   12/01/15 3.314 -15,423 17,351 1,928 623,215  575,359 147,856 723,215
    DAX short RWE 1,196.47 20.205 18.275 6/07/15 19.240 -23,020 21,865 -1,155 622,060  552,339 169,721 722,060
    DJ Global Titans BHP 1,168.95 17.787 20.338 8/06/15 19.020 -22,233 23,774 1,541 623,601  530,106 193,495 723,601
  Buy S&P 100 long Amazon.com 1,107.47 20.702   27/07/15 23.987 22,927        553,033 170,568  
    HSI short China Shenhua HK 12,344.93 1.857   18/04/16 1.521 22,927        575,960 147,641  
    DAX long Fresenius 374.26 61.260   27/07/15 61.200 22,927        598,887 124,714  
    DJ Global Titans Mitsubishi UFJ 3,649.98 6.281   27/07/15 6.435 22,927        621,814 101,787  
20/07/15 Sell DJTA long Avis Budget 508.65 38.916   24/09/12 12.419 -6,317 19,794 13,477 637,079  615,497 121,582 737,079
  Buy   short Avis Budget 551.60 38.916   3/08/15 39.514 21,466        636,963 100,116  
27/07/15 Sell S&P 100 long Amazon.com 1,107.47 23.987   13/07/15 20.702 -22,927 26,565 3,638 640,717  614,036 126,681 740,717
    DAX Fresenius 374.26 61.200   13/07/15 61.260 -22,927 22,905 -22 640,694  591,109 149,586 740,694
    Indices SSE 50 ew 51.60 382.611   23/02/15 336.435 -17,360 19,743 2,383 643,077  573,749 169,328 743,077
    DJ Global Titans Mitsubishi UFJ 3,649.98 6.435   13/07/15 6.281 -22,927 23,488 561 643,638  550,822 192,816 743,638
  Buy S&P 100 short ConocoPhilips 512.78 45.655   7/03/16 37.595 23,411        574,233 169,405  
    DAX RWE 1,262.05 18.550   19/10/15 12.230 23,411        597,644 145,994  
    BAX Grammer 891.51 26.260   9/11/15 23.675 23,411        621,055 122,583  
    DJ Global Titans ConocoPhilips 512.78 45.655   3/08/15 45.385 23,411        644,466 99,172  
3/08/15 Sell SSE 50 long AECC Aviation Power 3,718.87 7.097   7/07/14 2.976 -11,067 26,392 15,325 658,963  633,399 125,564 758,963
    HSI-Fin China Life Ins HK 4,473.06 3.251   26/01/15 3.736 -16,710 14,540 -2,170 656,793  616,689 140,104 756,793
    DJTA short Avis Budget 551.60 39.514 38.317 20/07/15 38.916 -21,466 21,136 -330 656,463  595,223 161,240 756,463
    DJ Global Titans ConocoPhilips 512.78 45.385 45.927 27/07/15 45.655 -23,411 23,551 140 656,602  571,812 184,790 756,602
  Buy SSE 50 China Northern Rare 11,306.81 2.081   4/01/16 1.789 23,534        595,346 161,256  
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 37,630.32 0.625   4/01/16 0.538 23,534        618,880 137,722  
    DJTA long JetBlue Airways 1,092.70 21.538   24/08/15 18.277 23,534        642,414 114,188  
    SMI UBS 1,115.24 21.102   17/08/15 20.081 23,534        665,948 90,654  
    DJ Global Titans Mitsubishi UFJ 3,628.54 6.486   24/08/15 5.389 23,534        689,482 67,120  
10/08/15 Sell ISEQ 20 short FBD 1,198.67 7.120 12.080 8/06/15 9.274 -11,116 14,479 3,363 659,965  678,366 81,600 759,965
  Buy   long Kingspan 462.90 22.725   17/08/15 22.815 10,519        688,885 71,080  
      Ryanair 823.12 12.780   17/08/15 12.705 10,519        699,404 60,561  
17/08/15 Sell ASX 50 long James Hardie Ind 737.60 12.058   30/01/12 5.763 -4,251 8,894 4,643 664,608  695,153 69,455 764,608
    ISEQ 20 Kingspan 462.90 22.815   10/08/15 22.725 -10,519 10,561 42 664,650  684,634 80,016 764,650
      Ryanair 823.12 12.705   10/08/15 12.780 -10,519 10,458 -62 664,588  674,115 90,474 764,588
    OMXC 20 Pandora 201.59 107.440   24/11/14 67.207 -13,548 21,659 8,111 672,699  660,566 112,133 772,699
    SMI UBS 1,115.24 20.081   3/08/15 21.102 -23,534 22,395 -1,139 671,560  637,032 134,528 771,560
    Nikkei (FRA) Fujitsu 1,008.55 4.455   30/06/14 5.499 -5,546 4,493 -1,053 670,507  631,486 139,021 770,507
      Minebea Mitsumi 674.37 12.573   30/06/14 8.224 -5,546 8,479 2,933 673,440  625,940 147,500 773,440
  Buy ASX 50 short Santos 5,782.35 3.982   23/11/15 2.708 23,023        648,963 124,477  
    ISEQ 20 FBD 1,668.33 6.900   30/11/15 6.852 11,511        660,475 112,965  
    OMXC 20 GN Store Nord 184.92 124.500   5/10/15 126.375 23,023        683,497 89,943  
    Nikkei (FRA) Sharp 897.23 12.830   23/11/15 10.210 11,511        695,009 78,431  
      IHI 381.30 30.190   23/11/15 25.250 11,511        706,520 66,920  
24/08/15 Sell DJIA long Visa 139.28 58.880   19/12/11 18.897 -2,632 8,201 5,569 679,009  703,888 75,121 779,009
    Nasdaq 100 Regeneron 40.02 434.608   10/10/11 49.346 -1,975 17,393 15,418 694,427  701,913 92,514 794,427
    Euro 50 ASML 56.19 74.790   9/01/12 32.400 -1,821 4,202 2,382 696,809  700,093 96,716 796,809
      Anheuser-Busch InBev 38.33 91.280   9/01/12 47.495 -1,820 3,499 1,678 698,487  698,272 100,215 798,487
    HDAX Ströer Media 626.57 47.670   12/01/15 24.615 -15,423 29,869 14,446 712,933  682,849 130,084 812,933
    FTSE Ashtead 13.82 1,199.890   30/07/12 333.248 -4,605 16,582 11,977 724,910  678,244 146,666 824,910
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Prop CK Hutchison 436.24 10.950   28/07/14 13.730 -5,990 4,777 -1,213 723,697  672,254 151,443 823,697
      Sino Land 4,783.95 1.200   28/07/14 1.252 -5,990 5,741 -249 723,449  666,265 157,184 823,449
    Europe 50 Novartis 223.03 69.088   10/11/14 61.916 -13,809 15,409 1,600 725,048  652,456 172,592 825,048
    DJTA JetBlue Airways 1,092.70 18.277   3/08/15 21.538 -23,534 19,972 -3,562 721,486  628,922 192,564 821,486
    Nikkei (TYO) Minebea Mitsumi 1,357.21 10.589   27/10/14 10.477 -14,220 14,372 152 721,638  614,702 206,936 821,638
    DJ Global Titans Mitsubishi UFJ 3,628.54 5.389   3/08/15 6.486 -23,534 19,555 -3,979 717,659  591,168 226,491 817,659
    SP Global 100 Apple 637.20 22.212   3/11/14 21.898 -13,953 14,153 200 717,859  577,215 240,644 817,859
  Buy USA short Keurig Dr Pepper 598.88 44.186   14/09/15 52.434 26,462        603,677 214,182  
    DJIA Chevron 425.99 62.119   30/05/16 91.551 26,462        630,139 187,720  
    Nasdaq 100 Micron Technology 2,127.58 12.438   31/08/15 14.635 26,462        656,601 161,258  
    Euro 50 E.on 1,520.80 8.700   26/10/15 8.993 13,231        669,832 148,027  
      Banco Santander 2,539.54 5.210   26/10/15 5.230 13,231        683,063 134,796  
    HDAX RWE 2,001.66 13.220   23/11/15 10.895 26,462        709,525 108,334  
    FTSE Glencore 141.21 187.390   9/05/16 167.806 26,461        735,986 81,873  
    HSI-Prop Hang Lung 6,883.26 1.922   6/06/16 1.737 13,231        749,217 68,642  
      The Wharf 7,562.30 1.750   6/06/16 1.945 13,231        762,448 55,411  
    DJCA Chevron 425.99 62.119   31/08/15 72.229 26,462        788,910 28,949  
    Europe 50 Rio Tinto 9.04 2,927.710   26/10/15 3,453.900 26,467        815,377 2,482  
    DJTA Norfolk Southern 411.06 64.376   31/08/15 69.482 26,462        841,839 -23,980  
    SLI Aryzta 2,823.31 9.373   9/01/17 8.993 26,462        868,301 -50,442  
    CAC Next 20 Casino Guichard 4.70 5,628.000   30/01/17 4,978.000 26,452        894,752 -76,894  
    Nikkei (TYO) IHI 1,022.03 25.892   8/08/16 25.014 26,462        921,214 -103,356  
    DJ Global Titans ConocoPhilips 715.64 36.977   21/03/16 37.886 26,462        947,676 -129,818  
    SP Global 100 RWE 2,001.66 13.220   12/09/16 14.645 26,462        974,138 -156,280  
31/08/15 Sell Nasdaq 100 short Micron Technology 2,127.58 14.635 10.240 24/08/15 12.438 -26,462 21,787 -4,675 713,184  947,676 -134,492 813,184
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJCA Chevron 425.99 72.229 52.009 24/08/15 62.119 -26,462 22,155 -4,307 708,877  921,214 -112,337 808,877
    DJTA Norfolk Southern 411.06 69.482 59.269 24/08/15 64.376 -26,462 24,363 -2,099 706,778  894,752 -87,974 806,778
  Buy Nasdaq 100 long Netflix 175.19 102.576   7/09/15 88.434 17,970        912,722 -105,944  
    DJCA JetBlue Airways 902.77 19.906   16/03/20 9.506 17,970        930,692 -123,914  
    DJUA short CenterPoint Energy 541.08 16.606   7/12/15 15.137 8,985        939,677 -132,899  
      FirstEnergy 315.23 28.503   7/12/15 29.960 8,985        948,662 -141,884  
    DJTA long JetBlue Airways 902.77 19.906   4/01/16 20.201 17,970        966,632 -159,854  
7/09/15 Sell Nasdaq 100 long Netflix 175.19 88.434   31/08/15 102.576 -17,970 15,493 -2,477 704,301  948,662 -144,361 804,301
    ATX Zumtobel 767.95 23.775   16/02/15 21.095 -16,200 18,258 2,058 706,359  932,462 -126,103 806,359
  Buy Nasdaq 100 short Micron Technology 1,128.78 15.066   19/10/15 16.912 17,006        949,468 -143,109  
    ATX Vienna Insurance 624.30 27.240   28/03/16 18.660 17,006        966,474 -160,115  
14/09/15 Sell USA short Keurig Dr Pepper 598.88 52.434 35.938 24/08/15 44.186 -26,462 21,523 -4,940 701,419  940,012 -138,593 801,419
  Buy   long JetBlue Airways 712.46 23.257   21/09/15 23.986 16,570        956,582 -155,163  
21/09/15 Sell   long JetBlue Airways 712.46 23.986   14/09/15 23.257 -16,570 17,089 519 701,938  940,012 -138,074 801,938
  Buy   short Wynn Resorts 279.01 59.482   5/10/15 57.973 16,596        956,608 -154,670  
    MIB Saipem 34.27 484.286   26/12/16 244.286 16,596        973,204 -171,266  
28/09/15 Sell BEL 20 long bpost 726.03 21.000   19/01/15 22.860 -16,597 15,247 -1,350 700,588  956,607 -156,020 800,588
  Buy   short Solvay 180.02 89.510   28/03/16 85.670 16,114        972,721 -172,133  
5/10/15 Sell USA short Wynn Resorts 279.01 57.973 61.030 21/09/15 59.482 -16,596 17,028 432 701,020  956,125 -155,105 801,020
    OMXC 20 GN Store Nord 184.92 126.375 122.625 17/08/15 124.500 -23,023 22,676 -347 700,673  933,102 -132,429 800,673
  Buy USA long Netflix 168.08 99.392   14/12/15 109.790 16,706        949,808 -149,135  
    OMXC 20 Genmab 196.39 85.064   2/11/15 91.174 16,706        966,514 -165,841  
12/10/15 Buy Kospi 50 long Lotte Chemical 76.12 208.474   2/04/18 330.481 15,869        982,383 -181,710  
    MerVal Pampa Energía 19,243.36 0.825   19/10/15 0.927 15,870        998,253 -197,580  
19/10/15 Sell Nasdaq 100 short Micron Technology 1,128.78 16.912 13.219 7/09/15 15.066 -17,006 14,922 -2,084 698,589  981,247 -182,658 798,589
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX RWE 1,262.05 12.230 28.136 27/07/15 18.550 -23,411 35,509 12,098 710,687  957,836 -147,149 810,687
    MerVal long Pampa Energía 19,243.36 0.927   12/10/15 0.825 -15,870 17,829 1,959 712,646  941,966 -129,320 812,646
  Buy Nasdaq 100 Amazon.com 675.33 25.296   8/02/16 21.802 17,083        959,049 -146,403  
    DAX Fresenius 283.25 60.310   21/12/15 63.430 17,083        976,132 -163,486  
    MerVal short YPF 759.94 22.479   26/10/15 25.738 17,083        993,215 -180,569  
26/10/15 Sell Euro 50 short E.on 1,520.80 8.993 8.407 24/08/15 8.700 -13,231 12,786 -445 712,200  979,984 -167,783 812,200
      Banco Santander 2,539.54 5.230 5.190 24/08/15 5.210 -13,231 13,180 -51 712,150  966,753 -154,603 812,150
    OMXS 30 SSAB 2,171.19 3.388 7.737 8/06/15 5.120 -11,116 16,799 5,683 717,832  955,636 -137,804 817,832
      Telia Company 2,113.93 4.765 5.804 8/06/15 5.259 -11,117 12,268 1,152 718,984  944,520 -125,535 818,984
    Europe 50 Rio Tinto 9.04 3,453.900 2,401.510 24/08/15 2,927.710 -26,467 21,710 -4,757 714,227  918,053 -103,826 814,227
    MerVal YPF 759.94 25.738 19.221 19/10/15 22.479 -17,083 14,607 -2,476 711,751  900,970 -89,219 811,751
  Buy Euro 50 long Fresenius 140.79 64.150   11/01/16 59.420 9,032        910,002 -98,251  
      Inditex 268.71 33.610   11/01/16 29.430 9,031        919,033 -107,282  
    OMXS 30 Boliden 517.24 17.461   2/11/15 17.505 9,031        928,065 -116,314  
      Svenska Cellulosa B 1,732.93 5.212   2/11/15 5.468 9,032        937,096 -125,345  
    Europe 50 SAP 257.56 70.130   14/12/15 69.400 18,063        955,159 -143,408  
    MerVal Pampa Energía 15,717.89 1.149   7/03/16 0.728 18,063        973,222 -161,471  
2/11/15 Sell OMXC 20 long Genmab 196.39 91.174   5/10/15 85.064 -16,706 17,906 1,200 712,951  956,516 -143,565 812,951
    OMXS 30 Boliden 517.24 17.505   26/10/15 17.461 -9,031 9,054 23 712,974  947,485 -134,511 812,974
      Svenska Cellulosa B 1,732.93 5.468   26/10/15 5.212 -9,032 9,475 443 713,417  938,453 -125,036 813,417
  Buy   short SSAB 2,547.59 3.378   14/12/15 2.601 8,604        947,058 -133,641  
      SKF A 535.50 16.068   14/12/15 14.663 8,605        955,662 -142,245  
9/11/15 Sell BAX short Grammer 891.51 23.675 29.127 27/07/15 26.260 -23,411 25,967 2,556 715,973  932,251 -116,278 815,973
  Buy   long Adtran Networks 1,722.50 10.155   16/11/15 10.530 17,492        949,743 -133,770  
16/11/15 Sell MDAX long Ströer Media 627.84 61.450   2/02/15 25.790 -16,192 38,581 22,389 738,362  933,551 -95,189 838,362
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 30 Hindustan Unilever 701.35 11.144   30/01/12 6.061 -4,251 7,816 3,565 741,927  929,300 -87,374 841,927
    BAX Adtran Networks 1,722.50 10.530   9/11/15 10.155 -17,492 18,138 646 742,573  911,808 -69,236 842,573
  Buy BSE Sensex 30 short Bharat Heavy 11,443.71 1.689   13/06/16 1.058 19,333        931,141 -88,569  
    SMI Holcim 382.76 50.510   9/01/17 49.995 19,333        950,474 -107,902  
    Topix (FRA) long Ono Pharmaceutical 708.12 27.302   14/12/15 30.520 19,333        969,808 -127,235  
23/11/15 Sell France short Solocal 31.74 390.360 1,256.870 8/06/15 700.450 -22,232 39,893 17,661 760,233  947,575 -87,342 860,233
    ASX 50 Santos 5,782.35 2.708 5.854 17/08/15 3.982 -23,023 33,849 10,826 771,059  924,552 -53,493 871,059
    HDAX RWE 2,001.66 10.895 16.041 24/08/15 13.220 -26,462 32,109 5,647 776,706  898,090 -21,384 876,706
    PSI 20 Pharol 35,762.75 0.369 0.705 25/05/15 0.510 -18,239 25,209 6,970 783,676  879,851 3,825 883,676
    Nikkei (FRA) Sharp 897.23 10.210 16.122 17/08/15 12.830 -11,511 14,465 2,954 786,630  868,340 18,290 886,630
      IHI 381.30 25.250 36.097 17/08/15 30.190 -11,511 13,764 2,252 788,882  856,828 32,054 888,882
  Buy France long Ubisoft 858.91 26.805   11/01/16 24.260 23,023        879,851 9,031  
    HDAX SMA Solar 481.90 47.775   18/01/16 41.200 23,023        902,874 -13,992  
    PSI 20 Altri 4,508.13 5.107   7/12/15 5.008 23,023        925,897 -37,015  
    OMXC 20 Genmab 203.03 113.399   8/02/16 88.896 23,023        948,921 -60,038  
    Nikkei (FRA) Yamaha 459.17 25.070   7/12/15 22.360 11,511        960,432 -71,550  
    BAX Adtran Networks 2,075.08 11.095   14/12/15 9.859 23,023        983,455 -94,573  
    GEX Hypoport 291.43 79.000   14/12/15 70.070 23,023        1,006,478 -117,596  
30/11/15 Sell ISEQ 20 short FBD 1,668.33 6.852 6.948 17/08/15 6.900 -11,511 11,592 81 788,963  994,967 -106,004 888,963
    Nordic 30 Fortum 1,160.51 13.820 21.706 1/06/15 17.320 -20,100 25,190 5,090 794,053  974,867 -80,813 894,053
  Buy Germany long SMA Solar 430.51 47.225   11/01/16 49.315 20,331        995,197 -101,144  
    ASX 50 short Origin Energy 5,307.52 3.831   4/01/16 3.253 20,331        1,015,528 -121,475  
    ISEQ 20 long Flutter 84.68 120.050   7/12/15 122.000 10,166        1,025,694 -131,641  
      Dalata Hotel 1,973.88 5.150   7/12/15 5.130 10,165        1,035,860 -141,806  
    Nordic 30 Pandora 181.20 112.200   14/12/15 108.345 20,331        1,056,190 -162,137  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/12/15 Sell ISEQ 20 long Flutter 84.68 122.000   30/11/15 120.050 -10,166 10,331 165 794,219  1,046,024 -151,806 894,219
      Dalata Hotel 1,973.88 5.130   30/11/15 5.150 -10,165 10,126 -39 794,179  1,035,859 -141,680 894,179
    PSI 20 Altri 4,508.13 5.008   23/11/15 5.107 -23,023 22,577 -446 793,733  1,012,836 -119,103 893,733
    DJUA short CenterPoint Energy 541.08 15.137 18.217 31/08/15 16.606 -8,985 9,857 872 794,605  1,003,851 -109,246 894,605
      FirstEnergy 315.23 29.960 27.045 31/08/15 28.503 -8,985 8,525 -460 794,145  994,866 -100,721 894,145
    Nikkei (FRA) long Yamaha 459.17 22.360   23/11/15 25.070 -11,511 10,267 -1,244 792,901  983,355 -90,454 892,901
    BSE Sensex 50 Eicher Motors 841.47 22.421   24/10/11 2.335 -1,965 18,867 16,902 809,802  981,390 -71,587 909,802
  Buy ISEQ 20 short FBD 1,536.29 6.820   4/01/16 6.603 10,478        991,867 -82,065  
    PSI 20 Pharol 74,308.51 0.282   25/04/16 0.141 20,955        1,012,822 -103,020  
    DJUA long NiSource 593.45 17.655   16/03/20 18.760 10,477        1,023,300 -113,497  
      American Water 194.50 53.870   16/03/20 106.441 10,478        1,033,777 -123,975  
    Nikkei (FRA) short OKI Electric 912.67 11.480   7/03/16 12.000 10,477        1,044,255 -134,453  
      Sharp 1,102.89 9.500   7/03/16 13.180 10,477        1,054,732 -144,930  
    BSE Sensex 50 ONGC 10,162.96 2.062   21/12/15 2.125 20,955        1,075,687 -165,885  
14/12/15 Sell USA long Netflix 168.08 109.790   5/10/15 99.392 -16,706 18,454 1,748 811,550  1,058,981 -147,432 911,550
    OMXS 30 short SSAB 2,547.59 2.601 4.386 2/11/15 3.378 -8,604 11,172 2,568 814,118  1,050,377 -136,259 914,118
      SKF A 535.50 14.663 17.608 2/11/15 16.068 -8,605 9,429 824 814,942  1,041,772 -126,830 914,942
    Europe 50 long SAP 257.56 69.400   26/10/15 70.130 -18,063 17,875 -188 814,754  1,023,710 -108,955 914,754
    Nordic 30 Pandora 181.20 108.345   30/11/15 112.200 -20,331 19,632 -699 814,056  1,003,379 -89,323 914,056
    Topix (FRA) Ono Pharmaceutical 708.12 30.520   16/11/15 27.302 -19,333 21,612 2,279 816,334  984,046 -67,712 916,334
    BAX Adtran Networks 2,075.08 9.859   23/11/15 11.095 -23,023 20,458 -2,565 813,770  961,023 -47,253 913,770
    GEX Hypoport 291.43 70.070   23/11/15 79.000 -23,023 20,421 -2,602 811,167  938,000 -26,833 911,167
  Buy OMXS 30 Securitas 825.07 13.398   21/12/15 13.632 11,054        949,054 -37,887  
    Europe 50 short Rio Tinto 8.69 2,545.100   28/12/15 2,721.790 22,117        971,171 -60,004  
    Nordic 30 Møller-Mærsk B 18.03 1,226.160   25/04/16 1,254.850 22,108        993,279 -82,111  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 543.73 40.660   9/05/16 36.225 22,108        1,015,387 -104,219  
21/12/15 Sell DAX long Fresenius 283.25 63.430   19/10/15 60.310 -17,083 17,967 884 812,051  998,304 -86,253 912,051
    OBX 25 short DNO International 17,451.33 0.607 2.673 8/06/15 1.274 -22,233 46,640 24,407 836,458  976,071 -39,613 936,458
    OMXS 30 long Securitas 825.07 13.632   14/12/15 13.398 -11,054 11,247 193 836,651  965,017 -28,366 936,651
    BSE Sensex 50 short ONGC 10,162.96 2.125 1.999 7/12/15 2.062 -20,955 20,316 -639 836,012  944,062 -8,050 936,012
  Buy DAX RWE 2,035.89 11.395   28/12/15 11.660 23,199        967,261 -31,249  
    OBX 25 long Bakkafrost 882.66 26.283   28/12/15 26.311 23,199        990,460 -54,448  
    OMXS 30 short SSAB 5,344.65 2.170   28/12/15 2.409 11,599        1,002,059 -66,047  
      SKF A 794.42 14.601   28/12/15 15.095 11,600        1,013,659 -77,647  
    Topix (FRA) long Ono Pharmaceutical 725.33 31.984   4/01/16 32.298 23,199        1,036,858 -100,846  
    CAC Mid 60 Sartorius Stedim 402.94 57.575   28/12/15 57.183 23,199        1,060,057 -124,045  
    BSE Sensex 50 Bajaj Finance 2,857.69 8.118   4/01/16 8.393 23,199        1,083,256 -147,244  
28/12/15 Sell DAX short RWE 2,035.89 11.660 11.130 21/12/15 11.395 -23,199 22,659 -540 835,472  1,060,057 -124,585 935,472
    OBX 25 long Bakkafrost 882.66 26.311   21/12/15 26.283 -23,199 23,223 24 835,497  1,036,858 -101,361 935,497
    OMXS 30 short SSAB 5,344.65 2.409 1.932 21/12/15 2.170 -11,599 10,323 -1,276 834,221  1,025,259 -91,038 934,221
      SKF A 794.42 15.095 14.108 21/12/15 14.601 -11,600 11,208 -392 833,829  1,013,659 -79,830 933,829
    Europe 50 Rio Tinto 8.69 2,721.790 2,368.420 14/12/15 2,545.100 -22,117 20,582 -1,535 832,293  991,542 -59,249 932,293
    FT 30 Tate & Lyle 29.50 807.108 700.300 8/06/15 753.704 -22,234 20,659 -1,575 830,718  969,308 -38,590 930,718
    CAC Mid 60 long Sartorius Stedim 402.94 57.183   21/12/15 57.575 -23,199 23,041 -158 830,560  946,109 -15,549 930,560
  Buy USA Energy Recovery 3,533.69 6.473   11/01/16 5.700 22,875        968,984 -38,424  
    DAX Adidas 256.76 89.090   7/03/16 96.970 22,875        991,858 -61,298  
    OMXS 30 Securitas 824.32 13.875   4/01/16 13.705 11,437        1,003,296 -72,736  
    Europe 50 SAP 313.96 72.860   4/01/16 70.580 22,875        1,026,171 -95,611  
    FT 30 ITV 61.32 373.033   11/01/16 356.368 22,874        1,049,045 -118,485  
4/01/16 Sell SSE 50 short China Northern Rare 11,306.81 1.789 2.422 3/08/15 2.081 -23,534 27,386 3,852 834,412  1,025,511 -91,099 934,412
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ASX 50 Origin Energy 5,307.52 3.253 4.511 30/11/15 3.831 -20,331 23,940 3,609 838,021  1,005,180 -67,159 938,021
    HSI-Fin ICBC 37,630.32 0.538 0.727 3/08/15 0.625 -23,534 27,338 3,804 841,825  981,646 -39,821 941,825
    ISEQ 20 FBD 1,536.29 6.603 7.044 7/12/15 6.820 -10,478 10,822 344 842,169  971,169 -28,999 942,169
    OMXH 25 Outokumpu 3,512.51 2.584 10.606 11/05/15 5.235 -18,388 37,253 18,865 861,034  952,781 8,253 961,034
    OMXS 30 long Securitas 824.32 13.705   28/12/15 13.875 -11,437 11,297 -140 860,894  941,343 19,551 960,894
    Europe 50 SAP 313.96 70.580   28/12/15 72.860 -22,875 22,159 -716 860,178  918,468 41,710 960,178
    DJTA JetBlue Airways 902.77 20.201   31/08/15 19.906 -17,970 18,237 267 860,445  900,498 59,947 960,445
    Topix (FRA) Ono Pharmaceutical 725.33 32.298   21/12/15 31.984 -23,199 23,427 228 860,673  877,299 83,374 960,673
    BSE Sensex 50 Bajaj Finance 2,857.69 8.393   21/12/15 8.118 -23,199 23,985 786 861,459  854,100 107,359 961,459
  Buy SSE 50 Shanghai Pudong 10,625.10 2.515   11/01/16 2.391 26,720        880,820 80,639  
    HSI-Fin Hang Seng Bank 1,568.67 17.034   11/01/16 16.023 26,720        907,540 53,919  
    ISEQ 20 Flutter 108.31 123.350   18/01/16 119.900 13,360        920,900 40,559  
      Dalata Hotel 2,483.27 5.380   18/01/16 4.930 13,360        934,260 27,199  
    OMXH 25 Elisa 791.70 33.750   11/01/16 34.422 26,720        960,980 479  
    OMXS 30 short SSAB 5,477.88 2.439   4/04/16 3.262 13,360        974,340 -12,881  
      SKF A 918.71 14.542   4/04/16 15.448 13,360        987,700 -26,241  
    Europe 50 Rio Tinto 10.34 2,585.270   25/01/16 2,112.660 26,732        1,014,432 -52,972  
    DJTA Ryder System 508.62 52.534   22/02/16 53.012 26,720        1,041,152 -79,692  
    BSE Sensex 50 Larsen & Toubro 2,302.32 11.606   7/03/16 10.779 26,720        1,067,872 -106,412  
11/01/16 Sell USA long Energy Recovery 3,533.69 5.700   28/12/15 6.473 -22,875 20,143 -2,732 858,727  1,044,997 -86,269 958,727
    Euro 50 Fresenius 140.79 59.420   26/10/15 64.150 -9,032 8,366 -666 858,061  1,035,965 -77,904 958,061
      Inditex 268.71 29.430   26/10/15 33.610 -9,031 7,908 -1,123 856,938  1,026,934 -69,995 956,938
    France Ubisoft 858.91 24.260   23/11/15 26.805 -23,023 20,837 -2,186 854,752  1,003,911 -49,158 954,752
    Germany SMA Solar 430.51 49.315   30/11/15 47.225 -20,331 21,231 900 855,652  983,580 -27,928 955,652
    SSE 50 Shanghai Pudong 10,625.10 2.391   4/01/16 2.515 -26,720 25,402 -1,318 854,335  956,860 -2,525 954,335
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin Hang Seng Bank 1,568.67 16.023   4/01/16 17.034 -26,720 25,135 -1,585 852,750  930,140 22,610 952,750
    OMXH 25 Elisa 791.70 34.422   4/01/16 33.750 -26,720 27,252 532 853,282  903,420 49,862 953,282
    FT 30 ITV 61.32 356.368   28/12/15 373.033 -22,874 21,852 -1,022 852,260  880,546 71,714 952,260
    Topix (TYO) Subaru 727.08 33.663   11/06/12 6.048 -4,397 24,476 20,079 872,338  876,149 96,190 972,338
  Buy Euro 50 short Volkswagen 114.11 117.050   25/01/16 110.750 13,357        889,505 82,833  
      Banco Santander 3,273.65 4.080   25/01/16 3.860 13,356        902,862 69,477  
    France Vallourec 101.31 263.680   18/04/16 148.800 26,713        929,575 42,763  
    SSE 50 Haitong Secs 15,191.65 1.758   13/06/16 1.997 26,713        956,288 16,050  
    ASX 50 Origin Energy 9,757.46 2.738   29/02/16 2.906 26,713        983,001 -10,663  
    HSI-Fin China Life Ins HK 10,524.80 2.538   6/06/16 1.986 26,713        1,009,714 -37,376  
    OMXH 25 Outokumpu 10,788.77 2.476   25/04/16 3.996 26,713        1,036,427 -64,089  
    FT 30 Tesco 108.26 246.739   25/01/16 258.955 26,712        1,063,139 -90,801  
18/01/16 Sell HDAX long SMA Solar 481.90 41.200   23/11/15 47.775 -23,023 19,854 -3,168 869,170  1,040,116 -70,946 969,170
    ISEQ 20 Flutter 108.31 119.900   4/01/16 123.350 -13,360 12,986 -374 868,796  1,026,756 -57,960 968,796
      Dalata Hotel 2,483.27 4.930   4/01/16 5.380 -13,360 12,243 -1,117 867,679  1,013,396 -45,717 967,679
    QIX Freenet 443.08 28.325   23/01/12 10.515 -4,659 12,550 7,891 875,570  1,008,737 -33,167 975,570
  Buy HDAX short Aixtron 7,139.39 3.300   14/03/16 3.331 23,560        1,032,297 -56,727  
    ISEQ 20 FBD 1,829.19 6.440   30/05/16 6.529 11,780        1,044,077 -68,507  
    QIX BMW 301.66 78.100   8/02/16 69.300 23,560        1,067,637 -92,067  
25/01/16 Sell Euro 50 short Volkswagen 114.11 110.750 123.708 11/01/16 117.050 -13,357 14,116 760 876,330  1,054,280 -77,951 976,330
      Banco Santander 3,273.65 3.860 4.313 11/01/16 4.080 -13,356 14,118 761 877,091  1,040,924 -63,833 977,091
    Europe 50 Rio Tinto 10.34 2,112.660 3,163.610 4/01/16 2,585.270 -26,732 32,712 5,980 883,071  1,014,192 -31,121 983,071
    FT 30 Tesco 108.26 258.955 234.523 11/01/16 246.739 -26,712 25,389 -1,323 881,748  987,480 -5,732 981,748
  Buy Euro 50 long SAP 167.86 72.680   4/04/16 70.040 12,200        999,680 -17,932  
      Vinci 197.96 61.630   4/04/16 65.450 12,200        1,011,880 -30,132  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 SAP 335.72 72.680   28/03/16 70.840 24,400        1,036,281 -54,532  
    FT 30 National Grid 19.64 1,242.520   1/02/16 1,311.560 24,403        1,060,684 -78,935  
1/02/16 Sell   long National Grid 19.64 1,311.560   25/01/16 1,242.520 -24,403 25,759 1,356 883,104  1,036,281 -53,176 983,104
  Buy   short NatWest 70.43 330.109   18/04/16 299.798 23,250        1,059,530 -76,426  
8/02/16 Sell Nasdaq 100 long Amazon.com 675.33 21.802   19/10/15 25.296 -17,083 14,723 -2,359 880,745  1,042,447 -61,702 980,745
    OMXC 20 Genmab 203.03 88.896   23/11/15 113.399 -23,023 18,048 -4,975 875,770  1,019,424 -43,654 975,770
    QIX short BMW 301.66 69.300 88.018 18/01/16 78.100 -23,560 26,551 2,992 878,762  995,864 -17,102 978,762
  Buy Nasdaq 100 Micron Technology 2,646.17 9.085   21/03/16 10.259 24,041        1,019,905 -41,143  
    QIX long Rational 59.34 405.150   11/04/16 463.700 24,042        1,043,947 -65,185  
22/02/16 Sell DJTA short Ryder System 508.62 53.012 52.057 4/01/16 52.534 -26,720 26,477 -243 878,519  1,017,227 -38,708 978,519
    NZX 50 long Tourism 16,098.64 1.542   28/07/14 0.744 -11,979 24,819 12,840 891,359  1,005,248 -13,889 991,359
  Buy OMXC 20 Vestas Wind Systems 2,023.35 12.077   29/02/16 12.460 24,436        1,029,684 -38,325  
    DJTA Delta Air Lines 552.54 44.225   7/03/16 43.943 24,436        1,054,120 -62,761  
    NZX 50 short ANZ Banking NZ 1,597.55 15.296   29/02/16 14.670 24,436        1,078,556 -87,197  
29/02/16 Sell ASX 50 short Origin Energy 9,757.46 2.906 2.569 11/01/16 2.738 -26,713 25,070 -1,643 889,716  1,051,843 -62,127 989,716
    OMXC 20 long Vestas Wind Systems 2,023.35 12.460   22/02/16 12.077 -24,436 25,211 775 890,490  1,027,407 -36,916 990,490
    NZX 50 short ANZ Banking NZ 1,597.55 14.670 15.949 22/02/16 15.296 -24,436 25,479 1,043 891,533  1,002,971 -11,438 991,533
  Buy   long a2 Milk 22,984.99 1.066   22/05/17 2.174 24,502        1,027,473 -35,940  
7/03/16 Sell S&P 100 short ConocoPhilips 512.78 37.595 55.443 27/07/15 45.655 -23,411 28,430 5,019 896,552  1,004,062 -7,510 996,552
    DAX long Adidas 256.76 96.970   28/12/15 89.090 -22,875 24,898 2,023 898,575  981,187 17,388 998,575
    MerVal Pampa Energía 15,717.89 0.728   26/10/15 1.149 -18,063 11,443 -6,620 891,955  963,124 28,831 991,955
    DJTA Delta Air Lines 552.54 43.943   22/02/16 44.225 -24,436 24,280 -156 891,799  938,688 53,111 991,799
    Nikkei (FRA) short OKI Electric 912.67 12.000 10.960 7/12/15 11.480 -10,477 10,003 -475 891,325  928,210 63,114 991,325
      Sharp 1,102.89 13.180 5.820 7/12/15 9.500 -10,477 6,419 -4,059 887,266  917,733 69,533 987,266
    BSE Sensex 50 Larsen & Toubro 2,302.32 10.779 12.496 4/01/16 11.606 -26,720 28,771 2,051 889,317  891,013 98,304 989,317
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 3,493.78 7.782   29/10/18 6.189 27,190        918,203 71,114  
    S&P 100 Meta Platforms 283.19 96.013   28/03/16 101.554 27,190        945,393 43,924  
    DAX short Deutsche Bank 1,717.29 15.833   25/04/16 14.347 27,190        972,583 16,734  
    MerVal YPF 1,644.42 16.535   11/04/16 14.912 27,190        999,773 -10,456  
    DJTA Avis Budget 1,063.65 25.563   14/03/16 24.329 27,190        1,026,963 -37,646  
    Nikkei (FRA) long Nissui 3,205.61 4.241   14/03/16 4.289 13,595        1,040,558 -51,241  
      Yamaha 520.86 26.101   14/03/16 27.038 13,595        1,054,153 -64,836  
    BSE Sensex 50 Bajaj Finance 3,169.26 8.579   10/12/18 29.076 27,190        1,081,343 -92,026  
14/03/16 Sell HDAX short Aixtron 7,139.39 3.331 3.269 18/01/16 3.300 -23,560 23,339 -221 889,095  1,057,783 -68,688 989,095
    DJTA Avis Budget 1,063.65 24.329 26.860 7/03/16 25.563 -27,190 28,569 1,379 890,475  1,030,593 -40,118 990,475
    Nikkei (FRA) long Nissui 3,205.61 4.289   7/03/16 4.241 -13,595 13,749 154 890,628  1,016,998 -26,370 990,628
      Yamaha 520.86 27.038   7/03/16 26.101 -13,595 14,083 488 891,116  1,003,403 -12,287 991,116
  Buy HDAX SMA Solar 562.53 43.500   11/04/16 45.160 24,470        1,027,873 -36,757  
    DJTA Alaska Air Group 340.48 71.870   29/10/18 53.552 24,470        1,052,343 -61,227  
    Nikkei (FRA) short IHI 672.99 18.180   18/07/16 25.860 12,235        1,064,578 -73,462  
21/03/16 Sell Nasdaq 100 short Micron Technology 2,646.17 10.259 7.912 8/02/16 9.085 -24,041 20,935 -3,106 888,011  1,040,537 -52,527 988,011
    TSX 60 Cenovus Energy 1,185.86 12.064 19.931 11/05/15 15.506 -18,388 23,635 5,247 893,258  1,022,149 -28,892 993,258
    DJ Global Titans ConocoPhilips 715.64 37.886 36.068 24/08/15 36.977 -26,462 25,811 -651 892,607  995,687 -3,080 992,607
  Buy Nasdaq 100 long NVidia 32,795.97 0.754   29/10/18 4.074 24,738        1,020,425 -27,818  
    TSX 60 Barrick Gold 1,895.85 13.049   27/06/16 19.168 24,738        1,045,163 -52,556  
    DJ Global Titans McDonald´s 224.56 110.161   28/03/16 110.022 24,738        1,069,901 -77,294  
28/03/16 Sell S&P 100 long Meta Platforms 283.19 101.554   7/03/16 96.013 -27,190 28,759 1,569 894,176  1,042,711 -48,535 994,176
    ATX short Vienna Insurance 624.30 18.660 39.765 7/09/15 27.240 -17,006 24,825 7,819 901,996  1,025,705 -23,710 1,001,996
    BEL 20 Solvay 180.02 85.670 93.522 28/09/15 89.510 -16,114 16,836 722 902,718  1,009,591 -6,874 1,002,718
    Europe 50 long SAP 335.72 70.840   25/01/16 72.680 -24,400 23,782 -618 902,100  985,191 16,909 1,002,100
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 McDonald´s 224.56 110.022   21/03/16 110.161 -24,738 24,707 -31 902,069  960,454 41,615 1,002,069
  Buy S&P 100 short Devon Energy 1,130.42 23.082   25/04/16 30.124 26,092        986,546 15,523  
    ATX long Flughafen Wien 1,071.65 24.348   16/05/16 25.113 26,092        1,012,638 -10,569  
    BEL 20 Bekaert 745.49 35.000   25/04/16 37.780 26,092        1,038,730 -36,661  
    DJ Global Titans short Mitsubishi UFJ 6,275.43 4.158   11/04/16 3.840 26,092        1,064,822 -62,753  
4/04/16 Sell Euro 50 long SAP 167.86 70.040   25/01/16 72.680 -12,200 11,757 -443 901,626  1,052,622 -50,996 1,001,626
      Vinci 197.96 65.450   25/01/16 61.630 -12,200 12,956 756 902,382  1,040,421 -38,040 1,002,382
    OMXS 30 short SSAB 5,477.88 3.262 1.615 4/01/16 2.439 -13,360 8,849 -4,511 897,871  1,027,061 -29,191 997,871
      SKF A 918.71 15.448 13.637 4/01/16 14.542 -13,360 12,528 -832 897,039  1,013,701 -16,662 997,039
  Buy Euro 50 Deutsche Bank 927.73 13.209   16/05/16 12.861 12,254        1,025,956 -28,917  
      Unicredit 810.86 15.113   16/05/16 14.382 12,255        1,038,210 -41,171  
    OMXC 20 long Genmab 197.15 124.315   11/04/16 126.502 24,509        1,062,719 -65,680  
    OMXS 30 Securitas 845.31 14.497   11/04/16 14.803 12,254        1,074,974 -77,935  
      Fingerprint Cards 1,168.30 10.489   11/04/16 10.913 12,255        1,087,228 -90,189  
11/04/16 Sell HDAX long SMA Solar 562.53 45.160   14/03/16 43.500 -24,470 25,404 934 897,973  1,062,758 -64,785 997,973
    OMXC 20 Genmab 197.15 126.502   4/04/16 124.315 -24,509 24,940 431 898,404  1,038,249 -39,845 998,404
    OMXS 30 Securitas 845.31 14.803   4/04/16 14.497 -12,254 12,513 259 898,663  1,025,995 -27,332 998,663
      Fingerprint Cards 1,168.30 10.913   4/04/16 10.489 -12,255 12,750 495 899,158  1,013,740 -14,583 999,158
    MerVal short YPF 1,644.42 14.912 18.335 7/03/16 16.535 -27,190 30,150 2,960 902,118  986,550 15,567 1,002,118
    QIX long Rational 59.34 463.700   8/02/16 405.150 -24,042 27,516 3,474 905,592  962,509 43,083 1,005,592
    DJ Global Titans short Mitsubishi UFJ 6,275.43 3.840 4.501 28/03/16 4.158 -26,092 28,248 2,156 907,748  936,417 71,331 1,007,748
  Buy HDAX Deutsche Bank 2,158.93 12.495   25/07/16 11.745 26,976        963,393 44,355  
    OMXC 20 Nordea Bank (DK) 3,256.63 8.283   25/04/16 8.632 26,976        990,369 17,379  
    OMXS 30 Nordea Bank 1,622.23 8.315   18/04/16 8.483 13,488        1,003,857 3,891  
      S.E.B 1,592.22 8.471   18/04/16 8.777 13,488        1,017,345 -9,597  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Gr Fin Galicia 11,839.37 2.279   20/06/16 2.681 26,976        1,044,321 -36,573  
    QIX short Mercedes-Benz 445.88 60.500   4/07/16 54.240 26,976        1,071,297 -63,548  
    DJ Global Titans long McDonald´s 241.23 111.826   9/05/16 114.955 26,976        1,098,272 -90,524  
18/04/16 Sell France short Vallourec 101.31 148.800 467.252 11/01/16 263.680 -26,713 47,337 20,624 928,372  1,071,559 -43,187 1,028,372
    HSI China Shenhua HK 12,344.93 1.521 2.268 13/07/15 1.857 -22,927 28,001 5,074 933,446  1,048,632 -15,186 1,033,446
    OMXS 30 Nordea Bank 1,622.23 8.483 8.147 11/04/16 8.315 -13,488 13,216 -273 933,173  1,035,144 -1,971 1,033,173
      S.E.B 1,592.22 8.777 8.166 11/04/16 8.471 -13,488 13,002 -486 932,687  1,021,656 11,031 1,032,687
    FT 30 NatWest 70.43 299.798 363.484 1/02/16 330.109 -23,250 25,600 2,351 935,038  998,406 36,631 1,035,038
  Buy France long Ubisoft 989.33 27.080   13/06/16 32.460 26,791        1,025,197 9,840  
    HSI AAC Technologies 4,062.63 6.595   21/11/16 8.782 26,791        1,051,988 -16,951  
    OMXS 30 Securitas 929.15 14.417   13/06/16 13.140 13,396        1,065,384 -30,346  
      Fingerprint Cards 1,082.91 12.370   13/06/16 9.568 13,395        1,078,780 -43,742  
    Europe 50 BAT 4.96 5,403.310   25/04/16 5,349.570 26,800        1,105,580 -70,542  
    FT 30 BAT 4.96 5,403.310   25/04/16 5,349.570 26,800        1,132,380 -97,343  
25/04/16 Sell S&P 100 short Devon Energy 1,130.42 30.124 16.039 28/03/16 23.082 -26,092 18,131 -7,961 927,077  1,106,288 -79,211 1,027,077
    DAX Deutsche Bank 1,717.29 14.347 17.473 7/03/16 15.833 -27,190 30,006 2,816 929,893  1,079,098 -49,205 1,029,893
    TecDAX Aixtron 2,913.04 4.108 11.590 1/06/15 6.900 -20,100 33,761 13,661 943,554  1,058,998 -15,444 1,043,554
    IBEX 35 Obrascón Huarte Lain 960.71 5.840 62.729 11/05/15 19.140 -18,388 60,265 41,877 985,431  1,040,610 44,820 1,085,431
    BEL 20 long Bekaert 745.49 37.780   28/03/16 35.000 -26,092 28,165 2,072 987,503  1,014,518 72,985 1,087,503
    OMXH 25 short Outokumpu 10,788.77 3.996 0.956 11/01/16 2.476 -26,713 10,314 -16,399 971,104  987,805 83,299 1,071,104
    PSI 20 Pharol 74,308.51 0.141 0.564 7/12/15 0.282 -20,955 41,910 20,955 992,059  966,850 125,209 1,092,059
    OMXC 20 Nordea Bank (DK) 3,256.63 8.632 7.935 11/04/16 8.283 -26,976 25,840 -1,136 990,923  939,874 151,049 1,090,923
    Europe 50 long BAT 4.96 5,349.570   18/04/16 5,403.310 -26,800 26,534 -267 990,657  913,074 177,583 1,090,657
    Nordic 30 short Møller-Mærsk B 18.03 1,254.850 1,197.470 14/12/15 1,226.160 -22,108 21,590 -517 990,140  890,966 199,173 1,090,140
    FT 30 long BAT 4.96 5,349.570   18/04/16 5,403.310 -26,800 26,534 -267 989,873  864,166 225,707 1,089,873
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 McDonald´s 290.71 113.132   9/05/16 114.955 32,889        897,054 192,819  
    Germany Verbio 3,925.64 8.378   27/06/16 5.220 32,889        929,943 159,930  
    DAX Adidas 304.95 107.850   9/05/16 114.300 32,889        962,832 127,041  
    TecDAX SMA Solar 703.28 46.765   9/05/16 46.500 32,889        995,721 94,152  
    IBEX 35 aena 272.49 120.700   9/05/16 123.100 32,890        1,028,611 61,262  
    BEL 20 short Ackermans van Haaren 297.77 110.450   22/08/16 112.650 32,889        1,061,499 28,374  
    OMXH 25 long Outokumpu 8,230.48 3.996   2/05/16 3.550 32,889        1,094,388 -4,515  
    OMXC 20 Genmab 252.37 130.322   13/06/16 152.120 32,889        1,127,278 -37,405  
    Nordic 30 Volvo 3,059.78 10.749   9/05/16 9.844 32,889        1,160,167 -70,294  
    FT 30 short NatWest 103.06 319.111   16/05/16 270.322 32,888        1,193,054 -103,181  
2/05/16 Sell OMXH 25 long Outokumpu 8,230.48 3.550   25/04/16 3.996 -32,889 29,218 -3,671 986,202  1,160,165 -73,963 1,086,202
  Buy   short Konecranes 1,266.14 19.986   23/05/16 22.476 25,305        1,185,470 -99,268  
Portfolio market l/s instrument bought pieces buy price 2/05/16 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  ISEQ 20 short FBD 18/01/16 1829.19 6.440 6.400 6.480 11,780 11,854 74 74 11,780 11,854 2
  CAC 40 ArcelorMittal 6/07/15 912.41 25.230 14.580 43.659 23,020 39,835 16,815 16,889 34,800 51,689 94
  IBEX 35 long aena 25/04/16 272.49 120.700 124.650 32,890 33,966 1,076 17,965 67,690 85,655 436
  SSE 50 short Haitong Secs 11/01/16 15191.65 1.758 2.013 1.504 26,713 22,842 -3,871 14,094 94,403 108,497 -40
  HSI long AAC Technologies 18/04/16 4062.63 6.595 6.031 26,791 24,501 -2,291 11,804 121,194 132,997 -90
  HSI-Fin short China Life Ins HK 11/01/16 10524.8 2.538 2.019 3.191 26,713 33,585 6,872 18,675 147,907 166,582 111
  BSE Sensex 30 Bharat Heavy 16/11/15 11443.71 1.689 1.113 2.564 19,333 29,339 10,006 28,682 167,240 195,921 147
  OMXH 25 Konecranes 2/05/16 1266.14 19.986   25,305 25,305     192,545 221,227  
  GEX Manz 14/12/15 543.73 40.660 36.500 45.294 22,108 24,628 2,520 31,202 214,653 245,854 32
  SMI Holcim 16/11/15 382.76 50.510 43.261 58.973 19,333 22,573 3,240 34,441 233,986 268,427 40
  NZX 50 long a2 Milk 29/02/16 22984.99 1.066 1.066 24,502 24,493 -9 34,432 258,488 292,920 -0
  TecDAX SMA Solar 25/04/16 703.28 46.765 45.530 32,889 32,020 -869 33,563 291,377 324,940 -75
  HSI-Prop short Hang Lung 24/08/15 6883.26 1.922 1.730 2.135 13,231 14,698 1,467 35,030 304,608 339,638 16
    The Wharf   7562.3 1.750 1.771 1.729 13,231 13,071 -160 34,871 317,839 352,709 -2
  Nordic 30 long Volvo 25/04/16 3059.78 10.749 10.203 32,889 31,217 -1,672 33,199 350,728 383,927 -93
  FT 30 short NatWest   103.06 319.111 299.707 339.771 32,888 35,017 2,129 35,328 383,615 418,944 2,534
  Nikkei (FRA) IHI 14/03/16 672.99 18.180 19.200 17.160 12,235 11,549 -686 34,642 395,850 430,492 -35
  Nikkei (TYO) IHI 24/08/15 1022.03 25.892 19.555 34.281 26,462 35,036 8,574 43,216 422,312 465,528 50
  Athex LC Eurobank Ergasias 27/01/14 234.51 49.000 0.740 3,244.595 11,491 760,890 749,399 792,615 433,803 1,226,418 538
  OMXS 30 long Securitas 18/04/16 929.15 14.417 13.781 13,396 12,805 -591 792,024 447,199 1,239,223 -69
    Fingerprint Cards   1082.91 12.370 10.154 13,395 10,995 -2,400 789,624 460,594 1,250,218 -99
  OMXC 20 Genmab 25/04/16 252.37 130.322 129.413 32,889 32,660 -229 789,395 493,484 1,282,878 -31
  TSX 60 Barrick Gold 21/03/16 1895.85 13.049 16.583 24,738 31,438 6,700 796,095 518,222 1,314,316 703
  BEL 20 short Ackermans van Haaren 25/04/16 297.77 110.450 114.650 106.250 32,889 31,638 -1,251 794,844 551,110 1,345,954 -87
  France long Ubisoft 18/04/16 989.33 27.080 26.210 26,791 25,930 -861 793,983 577,901 1,371,885 -57
Portfolio market l/s instrument bought pieces buy price 2/05/16 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  MIB short Saipem 21/09/15 34.27 484.286 188.571 1,243.738 16,596 42,623 26,026 820,010 594,498 1,414,508 365
  CAC Next 20 Casino Guichard 24/08/15 4.7 5,628.000 5,159.000 6,139.636 26,452 28,856 2,405 822,415 620,949 1,443,364 13
  ATX long Flughafen Wien 28/03/16 1071.65 24.348 24.788 26,092 26,564 472 822,886 647,041 1,469,927 21
  DJ Global Titans McDonald´s 11/04/16 241.23 111.826 111.119 26,976 26,805 -171 822,715 674,017 1,496,733 -10
  S&P 100 McDonald´s 25/04/16 290.71 113.132 111.119 32,889 32,303 -585 822,130 706,906 1,529,036 -61
  HDAX short Deutsche Bank 11/04/16 2158.93 12.495 14.307 10.683 26,976 23,065 -3,912 818,219 733,882 1,552,100 -93
  DJTA long Alaska Air Group 14/03/16 340.48 71.870 61.171 24,470 20,827 -3,643 814,576 758,352 1,572,928 -70
  SP Global 100 short RWE 24/08/15 2001.66 13.220 12.800 13.654 26,462 27,330 868 815,444 784,814 1,600,258 5
  Nasdaq 100 long NVidia 21/03/16 32795.97 0.754 0.781 24,738 25,601 863 816,307 809,552 1,625,859 35
  Kospi 50 Lotte Chemical 12/10/15 76.12 208.474 222.719 15,869 16,953 1,084 817,391 825,421 1,642,812 13
  DAX Adidas 25/04/16 304.95 107.850 114.100 32,889 34,795 1,906 819,297 858,310 1,677,607 1,787
  FTSE short Glencore 24/08/15 141.21 187.390 208.246 166.534 26,461 23,516 -2,945 816,352 884,771 1,701,123 -16
  BSE Sensex 50 long Bajaj Finance 7/03/16 3169.26 8.579 9.220 27,190 29,219 2,029 818,381 911,961 1,730,342 60
  QIX short Mercedes-Benz 11/04/16 445.88 60.500 61.090 59.910 26,976 26,713 -263 818,118 938,937 1,757,055 -16
  DJIA Chevron 24/08/15 425.99 62.119 89.610 34.628 26,462 14,751 -11,711 806,407 965,399 1,771,806 -57
  Euro 50 Deutsche Bank 4/04/16 927.73 13.209 14.307 12.111 12,254 11,236 -1,018 805,389 977,654 1,783,042 -68
    Unicredit   810.86 15.113 16.286 13.940 12,255 11,303 -951 804,438 989,908 1,794,346 -65
  USA long Energy Recovery 7/03/16 3493.78 7.782 10.668 27,190 37,271 10,081 814,519 1,017,098 1,831,617 681
  Germany Verbio 25/04/16 3925.64 8.378 8.340 32,889 32,740 -149 814,369 1,049,987 1,864,357 -21
  HSI-C&I short Sands China 6/07/15 6803.4 3.384 3.108 3.684 23,020 25,064 2,044 816,414 1,073,007 1,889,421 11
  MerVal long Gr Fin Galicia 11/04/16 11839.37 2.279 2.520 26,976 29,835 2,859 819,273 1,099,983 1,919,256 476
  SLI short Aryzta 24/08/15 2823.31 9.373 7.318 12.005 26,462 33,892 7,430 826,703 1,126,445 1,953,149 43
  GCX REC Silicon 1/06/15 10850.79 1.852 1.895 1.810 20,100 19,637 -463 826,240 1,146,545 1,972,785 -3
  DJCA long JetBlue Airways 31/08/15 902.77 19.906 17.207 17,970 15,534 -2,436 823,804 1,164,515 1,988,319 -20
  DJUA NiSource 7/12/15 593.45 17.655 19.913 10,477 11,818 1,340 825,144 1,174,993 2,000,137 35
Portfolio market l/s instrument bought pieces buy price 2/05/16 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
    American Water   194.5 53.870 64.337 10,478 12,513 2,036 827,180 1,185,470 2,012,650 55
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/05/16 Sell S&P 100 long McDonald´s 290.71 114.955   25/04/16 113.132 -32,889 33,419 530 986,732  1,152,582 -65,849 1,086,732
    DAX Adidas 304.95 114.300   25/04/16 107.850 -32,889 34,856 1,967 988,699  1,119,693 -30,994 1,088,699
    TecDAX SMA Solar 703.28 46.500   25/04/16 46.765 -32,889 32,703 -186 988,513  1,086,804 1,709 1,088,513
    IBEX 35 aena 272.49 123.100   25/04/16 120.700 -32,890 33,544 654 989,167  1,053,914 35,252 1,089,167
    FTSE short Glencore 141.21 167.806 209.259 24/08/15 187.390 -26,461 29,549 3,088 992,255  1,027,453 64,802 1,092,255
    HSI-C&I Sands China 6,803.40 3.084 3.713 6/07/15 3.384 -23,020 25,258 2,238 994,493  1,004,433 90,059 1,094,493
    Athex LC Eurobank Ergasias 234.51 0.875 2,744.000 27/01/14 49.000 -11,491 643,495 632,004 1,626,497  992,942 733,555 1,726,497
    Nordic 30 long Volvo 3,059.78 9.844   25/04/16 10.749 -32,889 30,121 -2,768 1,623,729  960,053 763,676 1,723,729
    GEX short Manz 543.73 36.225 45.638 14/12/15 40.660 -22,108 24,815 2,707 1,626,436  937,945 788,491 1,726,436
    DJ Global Titans long McDonald´s 241.23 114.955   11/04/16 111.826 -26,976 27,731 755 1,627,191  910,969 816,222 1,727,191
  Buy DAX short Deutsche Bank 4,863.02 13.075   16/05/16 12.861 63,585        974,554 752,637  
    FTSE long Fresnillo 48.34 1,315.360   8/10/18 886.711 63,585        1,038,139 689,052  
    HSI-C&I MTR 14,594.09 4.357   26/12/16 4.598 63,585        1,101,724 625,467  
    OBX 25 SalMar 2,834.14 22.435   27/06/16 25.094 63,585        1,165,309 561,882  
    Athex LC Jumbo 5,657.03 11.240   20/06/16 10.590 63,585        1,228,894 498,297  
    Nordic 30 short Ericsson 9,321.81 6.821   16/05/16 6.762 63,585        1,292,479 434,712  
    GEX long Hypoport 813.32 78.180   23/05/16 84.790 63,585        1,356,064 371,127  
    DJ Global Titans short Mitsubishi UFJ 15,812.05 4.021   4/07/16 3.981 63,585        1,419,649 307,542  
16/05/16 Sell Euro 50 short Deutsche Bank 927.73 12.861 13.567 4/04/16 13.209 -12,254 12,586 332 1,627,523  1,407,395 320,128 1,727,523
      Unicredit 810.86 14.382 15.881 4/04/16 15.113 -12,255 12,877 623 1,628,145  1,395,140 333,005 1,728,145
    ATX long Flughafen Wien 1,071.65 25.113   28/03/16 24.348 -26,092 26,912 820 1,628,965  1,369,048 359,917 1,728,965
    DAX short Deutsche Bank 4,863.02 12.861 13.293 9/05/16 13.075 -63,585 64,644 1,059 1,630,024  1,305,463 424,561 1,730,024
    Nordic 30 Ericsson 9,321.81 6.762 6.881 9/05/16 6.821 -63,585 64,141 556 1,630,580  1,241,878 488,702 1,730,580
    FT 30 NatWest 103.06 270.322 376.705 25/04/16 319.111 -32,888 38,823 5,936 1,636,516  1,208,991 527,525 1,736,516
  Buy Euro 50 long Deutsche Post 1,054.02 26.850   16/03/20 20.560 28,300        1,237,291 499,225  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Vinci 431.94 65.520   16/03/20 59.040 28,301        1,265,592 470,924  
    ATX short Zumtobel 4,837.69 11.700   15/08/16 13.740 56,601        1,322,193 414,323  
    DAX long Adidas 515.02 109.900   5/03/18 174.750 56,601        1,378,793 357,722  
    PSI 20 short Pharol 428,795.45 0.132   15/08/16 0.180 56,601        1,435,394 301,121  
    Europe 50 long BAT 10.57 5,355.180   5/03/18 4,737.420 56,604        1,491,999 244,517  
    Nordic 30 Pandora 433.35 130.613   13/06/16 124.682 56,601        1,548,600 187,916  
    FT 30 Compass Group 34.76 1,628.290   30/05/16 1,692.840 56,599        1,605,199 131,316  
    CAC Mid 60 Ubisoft 1,882.31 30.070   27/06/16 30.880 56,601        1,661,800 74,715  
23/05/16 Sell OMXH 25 short Konecranes 1,266.14 22.476 17.496 2/05/16 19.986 -25,305 22,152 -3,153 1,633,363  1,636,495 96,868 1,733,363
    GEX long Hypoport 813.32 84.790   9/05/16 78.180 -63,585 68,961 5,376 1,638,739  1,572,910 165,829 1,738,739
  Buy S&P 100 Amazon.com 1,533.35 31.052   21/08/17 40.356 47,614        1,620,524 118,215  
    OMXH 25 Huhtamäki 1,314.21 36.230   13/06/16 36.730 47,614        1,668,138 70,601  
30/05/16 Sell DJIA short Chevron 425.99 91.551 32.686 24/08/15 62.119 -26,462 13,924 -12,538 1,626,201  1,641,676 84,526 1,726,201
    ISEQ 20 FBD 1,829.19 6.529 6.351 18/01/16 6.440 -11,780 11,617 -163 1,626,038  1,629,896 96,143 1,726,038
    FT 30 long Compass Group 34.76 1,692.840   16/05/16 1,628.290 -56,599 58,843 2,244 1,628,282  1,573,296 154,986 1,728,282
  Buy DJIA Chevron 514.26 91.551   24/12/18 88.457 47,081        1,620,377 107,905  
    AEX Wolters Kluwer 1,305.45 36.065   13/06/16 33.620 47,081        1,667,458 60,824  
    ISEQ 20 Flutter 199.92 117.750   6/06/16 120.700 23,541        1,690,999 37,283  
    FT 30 short Marks & Spencer 92.67 508.070   6/06/16 462.909 47,083        1,738,082 -9,800  
6/06/16 Sell HSI-Fin short China Life Ins HK 10,524.80 1.986 3.243 11/01/16 2.538 -26,713 34,136 7,423 1,635,705  1,711,369 24,336 1,735,705
    HSI-Prop Hang Lung 6,883.26 1.737 2.127 24/08/15 1.922 -13,231 14,643 1,412 1,637,118  1,698,138 38,980 1,737,118
      The Wharf 7,562.30 1.945 1.554 24/08/15 1.750 -13,231 11,751 -1,480 1,635,638  1,684,907 50,731 1,735,638
    ISEQ 20 long Flutter 199.92 120.700   30/05/16 117.750 -23,541 24,130 590 1,636,227  1,661,366 74,861 1,736,227
    FT 30 short Marks & Spencer 92.67 462.909 557.638 30/05/16 508.070 -47,083 51,676 4,593 1,640,821  1,614,283 126,537 1,740,821
  Buy MDAX Hugo Boss 835.12 55.900   17/10/16 53.240 46,683        1,660,967 79,854  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX long Hypoport 525.59 88.820   27/06/16 81.550 46,683        1,707,650 33,171  
    HSI-Fin Bank of East Asia 14,053.95 3.322   19/12/16 3.743 46,683        1,754,333 -13,512  
    HSI-Prop Sino Land 16,848.20 1.385   19/12/16 1.418 23,342        1,777,674 -36,853  
      Link REIT 4,245.14 5.498   19/12/16 6.206 23,341        1,801,016 -60,195  
    ISEQ 20 short Bank of Ireland 2,992.50 7.800   3/10/16 5.475 23,342        1,824,357 -83,536  
      permanent tsb 11,341.84 2.058   3/10/16 2.166 23,342        1,847,699 -106,878  
    Indices long NZX 50 10.90 4,282.640   27/06/16 4,277.800 46,681        1,894,379 -153,558  
13/06/16 Sell France long Ubisoft 989.33 32.460   18/04/16 27.080 -26,791 32,114 5,323 1,646,143  1,867,588 -121,445 1,746,143
    SSE 50 short Haitong Secs 15,191.65 1.997 1.520 11/01/16 1.758 -26,713 23,096 -3,617 1,642,526  1,840,875 -98,349 1,742,526
    AEX long Wolters Kluwer 1,305.45 33.620   30/05/16 36.065 -47,081 43,889 -3,192 1,639,335  1,793,794 -54,460 1,739,335
    OMXH 25 Huhtamäki 1,314.21 36.730   23/05/16 36.230 -47,614 48,271 657 1,639,992  1,746,180 -6,189 1,739,992
    OMXC 20 Genmab 252.37 152.120   25/04/16 130.322 -32,889 38,391 5,501 1,645,493  1,713,291 32,202 1,745,493
    OMXS 30 Securitas 929.15 13.140   18/04/16 14.417 -13,396 12,209 -1,186 1,644,306  1,699,895 44,411 1,744,306
      Fingerprint Cards 1,082.91 9.568   18/04/16 12.370 -13,395 10,361 -3,034 1,641,272  1,686,500 54,772 1,741,272
    Nordic 30 Pandora 433.35 124.682   16/05/16 130.613 -56,601 54,031 -2,570 1,638,702  1,629,899 108,803 1,738,702
    BSE Sensex 30 short Bharat Heavy 11,443.71 1.058 2.697 16/11/15 1.689 -19,333 30,868 11,535 1,650,237  1,610,566 139,671 1,750,237
  Buy France Vallourec 351.64 134.360   15/08/16 166.280 47,246        1,657,812 92,425  
    SSE 50 long Kweichow Moutai 1,315.21 35.924   1/08/16 41.398 47,247        1,705,059 45,178  
    OMXH 25 short Nordea Bank 5,832.96 8.100   18/07/16 7.790 47,247        1,752,306 -2,069  
    OMXC 20 Jyske Bank 1,404.54 33.639   11/07/16 34.519 47,247        1,799,553 -49,316  
    OMXS 30 Ericsson 3,598.57 6.565   20/06/16 6.978 23,624        1,823,177 -72,940  
      SSAB 10,772.72 2.193   20/06/16 2.173 23,624        1,846,800 -96,563  
    Nordic 30 Ericsson 7,197.13 6.565   15/08/16 6.565 47,247        1,894,047 -143,810  
    BSE Sensex 30 long Tata Steel 111,117.12 0.425   26/12/16 0.536 47,247        1,941,294 -191,057  
20/06/16 Sell Athex LC long Jumbo 5,657.03 10.590   9/05/16 11.240 -63,585 59,908 -3,677 1,646,560  1,877,709 -131,149 1,746,560
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short Ericsson 3,598.57 6.978 6.152 13/06/16 6.565 -23,624 22,137 -1,486 1,645,074  1,854,086 -109,012 1,745,074
      SSAB 10,772.72 2.173 2.213 13/06/16 2.193 -23,624 23,844 221 1,645,295  1,830,462 -85,167 1,745,295
    MerVal long Gr Fin Galicia 11,839.37 2.681   11/04/16 2.279 -26,976 31,744 4,768 1,650,062  1,803,486 -53,424