RS Chart
Assessment - Banks in Swiss Franc - 6/27/22 - RS = 13
 ⇐ 
  instrument freshest Δday 6/27/22 Δwk 3/28/22  prc diff Δ13   ∅-RS
real-time RS chart chart add note SOM Banks 178.597  13:20 -0.99 181.528 -1.61 194.004 -12.476 -6.43   -4.46 
real-time RS chart chart L add note Standard Chartered 749.919  Wed 2.96 710.956 5.48 614.382 96.575 15.72   17.78 
real-time RS chart chart L add note HSBC 635.964  08:07 -1.85 632.092 0.61 634.820 -2.729 -0.43   11.73 
real-time RS chart chart add note Banco Sabadell 0.772  10:05 -3.05 0.795 -2.88 0.769 0.025 3.30   13.18 
real-time RS chart chart L add note Bank of China (HK) 3.761  Wed -2.06 3.828 -1.75 3.416 0.411 12.04   20.17 
real-time RS chart chart L add note Bankinter 6.011  10:05 -1.07 5.891 2.03 5.243 0.649 12.37   13.06 
real-time RS chart chart L add note Bank of Ireland 6.203  08:08 -1.35 6.300 -1.54 5.958 0.343 5.75   12.20 
real-time RS chart chart L add note Banco Comercial 0.167  10:12 -3.06 0.173 -3.62 0.168 0.005 2.84   10.45 
real-time RS chart chart add note Commerzbank 6.810  10:25 -3.97 7.357 -7.43 7.456 -0.100 -1.34   7.83 
real-time RS chart chart add note Fukuoka 17.242  06:15 0.08 16.755 2.91 18.815 -2.060 -10.95   -1.80 
real-time RS chart chart add note Jyske Bank 47.628  13:09 -1.93 50.715 -6.09 51.790 -1.075 -2.07   6.74 
real-time RS chart chart add note HSBC 6.317  Wed -0.29 6.304 0.19 6.420 -0.116 -1.81   11.61 
real-time RS chart chart add note Shinsei Bank 14.427  06:15 -1.30 14.434 -0.05 17.883 -3.449 -19.29   -3.75 
real-time RS chart chart add note Aareal Bank 29.001  10:30 0.56 28.961 0.14 29.008 -0.047 -0.16   4.77 
real-time RS chart chart add note Resona 3.584  06:15 -1.72 3.589 -0.12 4.193 -0.604 -14.42   -4.46 
real-time RS chart chart L add note Sumitomo Mitsui Trst 29.489  06:15 -0.69 29.517 -0.10 32.623 -3.106 -9.52   -4.62 
real-time RS chart chart L add note Bank of China 0.381  Wed -0.63 0.379 0.64 0.362 0.017 4.58   10.10 
real-time RS chart chart add note Bank of Communicats 0.657  Wed 1.31 0.641 2.47 0.651 -0.010 -1.47   8.99 
real-time RS chart chart add note Bank of Comm 0.711  07:00 -0.20 0.708 0.40 0.730 -0.022 -2.96   4.21 
real-time RS chart chart L add note Bank of China 0.465  07:00 0.464 0.31 0.465 -0.001 -0.31   3.41 
real-time RS chart chart L add note Aozora Bank 18.603  06:15 -1.35 19.104 -2.62 20.390 -1.286 -6.31   -8.26 
real-time RS chart chart add note Chiba Bank 5.228  06:15 -0.27 5.122 2.07 5.885 -0.764 -12.97   -9.41 
real-time RS chart chart add note ICBC 0.568  Wed 0.65 0.555 2.41 0.560 -0.005 -0.93   3.38 
real-time RS chart chart add note Banco del Bajio 2.006  Tue -0.33 2.013 -0.33 2.555 -0.541 -21.19   6.25 
real-time RS chart chart L add note NatWest 260.301  Wed -0.94 259.831 0.18 269.006 -9.175 -3.41   -4.61 
  instrument freshest Δday 6/27/22 Δwk 3/28/22  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Agricultural Bank 0.431  07:00 0.430 0.33 0.443 -0.014 -3.08   -0.26 
real-time RS chart chart add note Banco BPM 2.733  08:59 -3.60 2.830 -3.43 2.800 0.030 1.08   -3.20 
real-time RS chart chart L add note Ind and Comm Bk 0.681  07:00 0.672 1.27 0.688 -0.016 -2.35   -0.87 
real-time RS chart chart L add note China Constr Bk HK 0.635  Wed -0.84 0.683 -6.95 0.684 -0.002 -0.24   2.09 
real-time RS chart chart S add note UBS 15.265  08:23 -2.58 16.140 -5.42 17.810 -1.670 -9.38   -0.20 
real-time RS chart chart add note Yes Bank 0.155  Wed -1.17 0.156 -1.17 0.154 0.002 1.40   -2.60 
real-time RS chart chart add note ICICI Bank 8.552  Wed -1.06 8.729 -2.04 8.729 0.001 0.01   -2.76 
real-time RS chart chart S add note Postal Savings Bank 0.769  07:00 1.32 0.742 3.65 0.772 -0.030 -3.87   -2.59 
real-time RS chart chart add note State Bank of India 5.587  Wed -1.11 5.612 -0.46 6.113 -0.501 -8.19   -3.21 
real-time RS chart chart add note Industrial Bank 2.841  07:00 1.22 2.764 2.79 2.940 -0.177 -6.01   -2.90 
real-time RS chart chart S add note Suncorp-Metway 7.270  06:10 -0.90 7.436 -2.23 7.909 -0.473 -5.99   -4.18 
real-time RS chart chart S add note National Australia B 18.135  06:10 -2.42 18.493 -1.93 22.354 -3.861 -17.27   -4.99 
real-time RS chart chart add note Danske Bank 13.668  13:10 -2.09 14.790 -7.59 15.864 -1.074 -6.77   -7.21 
real-time RS chart chart S add note ABN AMRO 10.908  08:55 -2.18 11.409 -4.39 12.106 -0.697 -5.76   -7.69 
real-time RS chart chart L add note China Everbright Bk 0.430  07:00 -0.33 0.458 -6.23 0.476 -0.017 -3.66   -5.26 
real-time RS chart chart S add note OCBC 7.946  Wed 0.52 7.857 1.14 8.527 -0.670 -7.86   -3.59 
real-time RS chart chart S add note Woori Financial 8.998  06:30 0.41 9.296 -3.20 11.645 -2.349 -20.17   -8.53 
real-time RS chart chart S add note United Overseas Bank 18.355  Wed 0.45 18.314 0.23 22.248 -3.934 -17.68   -4.36 
real-time RS chart chart S add note DBS Bank 20.693  Wed -0.50 20.838 -0.70 24.845 -4.007 -16.13   -5.13 
real-time RS chart chart add note Royal Bank CA 93.518  Wed 0.56 92.575 1.02 104.966 -12.391 -11.80   -5.13 
real-time RS chart chart L add note BPER Banca 1.605  08:58 -2.79 1.678 -4.37 1.624 0.054 3.31   -9.37 
real-time RS chart chart L add note China Minsheng Bk 0.531  07:00 0.527 0.81 0.568 -0.041 -7.28   -7.06 
real-time RS chart chart S add note Shizuoka Bank 5.750  06:15 0.12 5.686 1.12 6.953 -1.267 -18.22   -17.02 
real-time RS chart chart S add note Hang Seng Bank 16.808  Wed -0.07 16.625 1.10 18.216 -1.591 -8.73   -4.58 
real-time RS chart chart S add note Banco Macro 2.274  Tue 5.75 2.150 5.75 2.833 -0.683 -24.11   -20.02 
  instrument freshest Δday 6/27/22 Δwk 3/28/22  prc diff Δ13   ∅-RS
real-time RS chart chart S add note Commonwealth Bank 59.842  06:10 -2.82 62.067 -3.58 74.355 -12.288 -16.53   -9.05 
real-time RS chart chart S add note IBK 7.154  06:30 -1.94 7.392 -3.22 8.323 -0.931 -11.19   -11.23 
real-time RS chart chart add note Lloyds Bank 50.441  Wed -1.05 50.828 -0.76 59.700 -8.872 -14.86   -12.33 
real-time RS chart chart L add note Shanghai Pudong 1.143  07:00 -0.50 1.138 0.50 1.154 -0.016 -1.40   -8.45 
real-time RS chart chart add note Svenska Handelsbank 8.277  13:20 -1.07 8.469 -2.26 8.723 -0.254 -2.92   -14.00 
real-time RS chart chart S add note Kotak Mahindra Bank 19.986  Wed -1.58 20.584 -2.90 21.199 -0.615 -2.90   -9.30 
real-time RS chart chart S add note Toronto-Dominion 62.986  Wed 0.14 62.956 0.05 76.008 -13.052 -17.17   -7.12 
real-time RS chart chart add note Bank Montreal 91.922  Wed -0.63 92.479 -0.60 111.347 -18.868 -16.95   -7.30 
real-time RS chart chart add note Bank Nova Scotia 56.709  Wed -0.27 57.050 -0.60 68.569 -11.519 -16.80   -7.57 
real-time RS chart chart S add note HDFC Bank 16.354  Wed -0.14 16.504 -0.91 17.606 -1.102 -6.26   -9.89 
real-time RS chart chart add note Unipol 4.391  09:55 -1.03 4.426 -0.80 5.060 -0.634 -12.53   -12.18 
real-time RS chart chart add note Banco Santander 2.693  10:05 -2.74 2.803 -3.95 3.164 -0.360 -11.39   -12.20 
real-time RS chart chart S add note DNB 17.353  08:57 -0.81 17.368 -0.08 21.924 -4.556 -20.78   -15.00 
real-time RS chart chart add note Nordea Bank 8.552  13:20 -1.78 8.916 -4.08 9.670 -0.754 -7.80   -15.42 
real-time RS chart chart S add note BBVA Banco Francés 1.572  Tue 3.61 1.518 3.61 1.953 -0.435 -22.27   -21.88 
real-time RS chart chart add note Umweltbank 16.949  07:59 2.13 16.949 18.592 -1.642 -8.83   -12.77 
real-time RS chart chart add note Bank of East Asia 1.349  Wed -0.36 1.349 1.424 -0.075 -5.29   -8.41 
real-time RS chart chart L add note Unicredit 9.143  09:55 -5.57 9.826 -6.95 9.830 -0.004 -0.05   -13.68 
real-time RS chart chart add note S.E.B 9.505  13:20 -2.24 9.799 -3.00 10.262 -0.463 -4.51   -17.68 
real-time RS chart chart S add note BNP Paribas 46.062  08:24 -3.31 48.374 -4.78 52.458 -4.084 -7.78   -15.42 
real-time RS chart chart S add note Heartland 1.145  04:59 -1.04 1.187 -3.55 1.432 -0.245 -17.10   -16.59 
real-time RS chart chart add note Nordea Bank 8.532  13:10 -1.86 8.892 -4.04 9.666 -0.774 -8.01   -15.68 
real-time RS chart chart add note HDFC 26.493  Wed -0.17 26.703 -0.79 27.871 -1.168 -4.19   -14.24 
real-time RS chart chart S add note Axis Bank 7.612  Wed -2.62 7.753 -1.81 9.044 -1.291 -14.28   -14.48 
real-time RS chart chart add note China Merchants Bank 6.024  07:00 2.90 5.888 2.30 6.613 -0.725 -10.96   -14.17 
  instrument freshest Δday 6/27/22 Δwk 3/28/22  prc diff Δ13   ∅-RS
real-time RS chart chart S add note KB Financial 35.808  06:30 0.10 36.365 -1.53 46.732 -10.366 -22.18   -16.88 
real-time RS chart chart add note National Bank CA 62.733  Wed -0.20 62.570 0.26 72.057 -9.487 -13.17   -12.66 
real-time RS chart chart add note Mediobanca 8.385  09:44 -2.38 8.543 -1.85 9.335 -0.792 -8.49   -16.51 
real-time RS chart chart S add note Regional 4.730  Tue -1.62 4.808 -1.62 6.591 -1.783 -27.05   -9.48 
real-time RS chart chart add note Societe Generale 21.518  08:25 -4.60 22.920 -6.11 24.663 -1.743 -7.07   -17.48 
real-time RS chart chart S add note ANZ Banking NZ 14.807  04:59 -1.64 14.909 -0.69 19.313 -4.404 -22.80   -18.85 
real-time RS chart chart S add note Cdn Imp Bk Comm 46.469  Wed -0.45 46.729 -0.56 58.301 -11.572 -19.85   -13.93 
real-time RS chart chart S add note IndusInd Bank 9.842  Wed -0.96 10.021 -1.79 11.491 -1.470 -12.79   -16.19 
real-time RS chart chart S add note Westpac Banking 12.911  06:10 -2.21 13.189 -2.11 16.834 -3.645 -21.65   -16.70 
real-time RS chart chart S add note American Express 132.255  Wed -2.57 137.744 -3.99 177.339 -39.595 -22.33   -13.03 
real-time RS chart chart add note U.S. Bancorp 43.951  Wed -0.84 45.106 -2.56 53.015 -7.908 -14.92   -13.22 
real-time RS chart chart add note Intesa Sanpaolo 1.807  09:45 -4.83 1.916 -5.70 2.100 -0.184 -8.77   -18.55 
real-time RS chart chart S add note Wells Fargo 37.918  Wed -1.14 38.414 -1.29 48.434 -10.019 -20.69   -14.07 
real-time RS chart chart add note Banco Bilbao Viz 4.293  10:04 -1.75 4.467 -3.90 5.295 -0.829 -15.65   -19.49 
real-time RS chart chart S add note ANZ Banking AU 14.586  06:10 -2.65 14.944 -2.39 19.468 -4.524 -23.24   -18.61 
real-time RS chart chart L add note VTB Bank 0.835  2/25 -5.17 0.835 0.847 -0.013 -1.49   -20.00 
real-time RS chart chart S add note BNY Mellon 40.534  Wed -0.93 41.106 -1.39 49.088 -7.982 -16.26   -15.67 
real-time RS chart chart add note Deutsche Bank 8.358  08:20 -3.63 8.996 -7.09 11.979 -2.983 -24.90   -21.21 
real-time RS chart chart S add note KBC 54.603  08:57 -4.33 56.788 -3.85 66.869 -10.081 -15.08   -21.61 
real-time RS chart chart S add note FinecoBank 11.652  09:15 -2.08 11.991 -2.83 14.339 -2.348 -16.38   -21.94 
real-time RS chart chart add note Swedbank 12.278  13:20 -1.89 12.586 -2.45 15.411 -2.824 -18.33   -25.47 
real-time RS chart chart S add note Banca Mediolanum 6.361  08:59 -1.81 6.503 -2.18 7.979 -1.477 -18.51   -23.37 
real-time RS chart chart S add note Banca Generali 27.554  08:58 -1.13 28.222 -2.37 34.390 -6.168 -17.93   -23.63 
real-time RS chart chart add note JP Morgan Chase 109.878  Wed -0.62 111.100 -1.10 131.690 -20.590 -15.64   -18.99 
real-time RS chart chart S add note Credit Agricole 8.781  08:24 -3.57 9.207 -4.63 11.030 -1.822 -16.52   -24.36 
  instrument freshest Δday 6/27/22 Δwk 3/28/22  prc diff Δ13   ∅-RS
real-time RS chart chart S add note Bank of America 30.333  Wed -1.50 30.882 -1.78 40.712 -9.830 -24.14   -20.07 
real-time RS chart chart add note Citigroup 44.596  Wed -1.05 45.660 -2.33 52.276 -6.616 -12.66   -20.26 
real-time RS chart chart add note Erste Group Bank 24.660  08:23 -3.02 26.310 -6.27 33.825 -7.515 -22.22   -27.00 
real-time RS chart chart S add note Credit Suisse 5.414  08:21 -3.25 5.740 -5.68 7.398 -1.658 -22.41   -30.49 
real-time RS chart chart L add note Raiffeisen Bank Int 10.413  08:22 -3.83 10.919 -4.63 12.881 -1.962 -15.23   -40.93 
real-time RS chart chart S add note Indiabulls HF 1.189  Wed -4.40 1.270 -6.37 1.886 -0.615 -32.62   -45.31 
real-time RS chart chart L add note Sberbank 3.845  2/25 11.76 3.845 3.903 -0.058 -1.49   -50.77 
 Banks - 106 out of 106 instruments rated - 6/27/22 / 3/28/22 - 11 did rise, Market-Ratio(13) in CHF = 10.38 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/01/18 scale up chart 6/27/22
 


Transactions Banks in Swiss Franc * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 5/15/06 133    - cash -
short 5/15/06   9/04/06 112  RT RS QC  Triodos Groenfonds 50  57   87.164  89.856 84.471  -2.693 -3  9,847 -10  
          RT RS QC  Swedbank 50  161   31.242  35.253 27.231  -4.011 -13  9,201 -36  
100 -8 -24 
long 9/04/06   3/05/07 182  RT RS QC  Intesa Sanpaolo 50  599   7.670  8.099    0.429 6  9,457 12  
          RT RS QC  Sberbank 50  369   12.476  21.989    9.513 76  12,968 212  
100 41 99 
short 3/05/07   4/20/09 777  RT RS QC  Shinsei Bank 50  10,232   0.634  0.159 2.530  1.897 299  32,376 92  
          RT RS QC  Sumitomo Mitsui Trst 50  5,005   1.295  0.373 4.504  3.209 248  48,435 80  
100 274 86 
long 4/20/09  11/02/09 196  RT RS QC  Banco Popular 50  512   47.281  45.536    -1.746 -4  47,541 -7  
          RT RS QC  Shanghai Pudong 50  11,473   2.112  2.656    0.544 26  53,784 53  
100 11 22 
short 11/02/09   9/06/10 308  RT RS QC  Resona 50  229,515   0.117  0.098 0.140  0.023 19  58,978 23  
          RT RS QC  Shinsei Bank 50  199,951   0.134  0.078 0.231  0.096 72  78,215 90  
100 45 56 
long 9/06/10   9/20/10 14  RT RS QC  Banco Macro 50  9,692   4.035  4.717    0.683 17  84,831 5,786  
          RT RS QC  State Bank of India 50  60,052   0.651  0.683    0.032 5  86,767 253  
100 11 1,396 
short 9/20/10   2/06/12 504  RT RS QC  Piraeus Financial 50  0   847,221.527  235,178.130 3,052,087.860  2,204,866.333 260  86,767 0  
          RT RS QC  National Bank Greece 50  5   16,274.962  5,145.654 51,475.358  35,200.396 216  262,769 130  
100 216 130 
long 2/06/12   4/09/12 63  RT RS QC  Bank of Ireland 50  25,004   5.254  3.783    -1.472 -28  225,975 -85  
          RT RS QC  Aozora Bank 50  524,253   0.251  0.240    -0.010 -4  220,619 -21  
100 -16 -64 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/09/12   9/03/12 147  RT RS QC  Banca Pop Mil 50  314,574   0.351  0.448 0.253  -0.097 -28  190,023 -55  
          RT RS QC  Unicredit 50  6,029   18.295  19.258 17.331  -0.963 -5  184,216 -13  
100 -17 -36 
long 9/03/12  11/12/12 70  RT RS QC  Regional 50  27,276   3.377  3.755    0.378 11  194,517 74  
          RT RS QC  Alpha Bank 50  1,144   80.460  94.060    13.600 17  210,075 126  
100 14 98 
short 11/12/12   1/07/13 56  RT RS QC  Banco Popular 50  17,079   6.150  4.230 8.942  2.792 45  257,763 1,047  
          RT RS QC  Bankia 50  1,745   60.160  31.174 116.096  55.936 93  355,371 7,159  
100 69 2,979 
long 1/07/13   3/18/13 70  RT RS QC  Banco BPI 50  144,005   1.234  1.356    0.122 10  372,981 64  
          RT RS QC  Shinsei Bank 50  941,075   0.189  0.225    0.036 19  406,674 147  
100 14 102 
short 3/18/13   9/23/13 189  RT RS QC  Bankia 50  12,678   16.038  4.022 63.949  47.911 299  1,014,086 1,346  
          RT RS QC  Eurobank Ergasias 50  613   331.371  75.451 1,455.340  1,123.969 339  1,703,079 1,642  
100 319 1,490 
long 9/23/13  10/07/13 14  RT RS QC  Banco Macro 50  255,673   3.331  3.386    0.055 2  1,717,262 54  
          RT RS QC  BBVA Banco Francés 50  266,030   3.201  3.192    -0.009 0  1,714,861 -7  
100 1 20 
short 10/07/13  10/28/13 21  RT RS QC  Banif 50  69,925,836   0.012  0.010 0.015  0.003 24  1,920,303 4,082  
          RT RS QC  Eurobank Ergasias 50  13,447   63.762  85.215 42.310  -21.453 -34  1,631,830 -100  
100 -5 -58 
long 10/28/13  11/04/13 7  RT RS QC  Banco Macro 50  217,218   3.756  3.620    -0.136 -4  1,602,319 -85  
          RT RS QC  BBVA Banco Francés 50  224,959   3.627  3.299    -0.328 -9  1,528,517 -99  
100 -6 -97 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 11/04/13  11/18/13 14  RT RS QC  Banif 50  77,693,833   0.010  0.010 0.010  -0.000 0  1,525,658 -9  
          RT RS QC  Eurobank Ergasias 50  9,562   79.924  71.508 89.330  9.406 12  1,615,601 1,719  
100 6 324 
long 11/18/13  12/09/13 21  RT RS QC  Banco Macro 50  223,591   3.613  3.391    -0.222 -6  1,565,958 -67  
          RT RS QC  BBVA Banco Francés 50  226,936   3.560  3.106    -0.454 -13  1,462,990 -91  
100 -9 -82 
short 12/09/13   4/13/15 490  RT RS QC  Banif 50  66,435,517   0.011  0.008 0.016  0.005 42  1,767,889 30  
          RT RS QC  Eurobank Ergasias 50  10,871   67.287  11.475 394.551  327.264 486  5,325,573 273  
100 264 162 
long 4/13/15   5/18/15 35  RT RS QC  Industrial Bank 50  818,219   3.254  2.650    -0.604 -19  4,830,974 -88  
          RT RS QC  China Everbright Bk 50  3,111,944   0.856  0.757    -0.099 -12  4,523,605 -72  
100 -15 -82 
short 5/18/15   9/26/16 497  RT RS QC  Alpha Bank 50  141,973   15.931  1.669 152.074  136.143 855  23,852,275 424  
          RT RS QC  Piraeus Financial 50  152   14,837.952  48.595 4,530,593.196  4,515,755.245 30,434  710m 6,581  
100 15,623 4,003 
long 9/26/16  10/17/16 21  RT RS QC  Banco Macro 50  48,114,660   7.381  7.920    0.539 7  736m 241  
          RT RS QC  Sberbank 50  38,068,576   9.329  9.308    -0.021 0  735m -4  
100 4 83 
short 10/17/16  10/31/16 14  RT RS QC  Banco Comercial 50  1677,895,472   0.219  0.227 0.211  -0.008 -4  722m -61  
          RT RS QC  Banco Popular 50  324,930,911   1.132  1.086 1.180  0.048 4  738m 196  
100 0 10 
long 10/31/16  11/14/16 14  RT RS QC  Standard Chartered 50  42,852,446   8.611  8.611    0.000 0  738m 0  
          RT RS QC  Sberbank 50  39,337,926   9.381  9.381    0.000 0  738m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 11/14/16  11/28/16 14  RT RS QC  Banco Comercial 50  1626,457,451   0.227  0.229 0.225  -0.002 -1  735m -20  
          RT RS QC  Banco Popular 50  339,944,260   1.086  0.912 1.292  0.206 19  805m 9,232  
100 9 861 
long 11/28/16  12/05/16 7  RT RS QC  Bank of America 50  19,630,393   20.502  22.385    1.883 9  842m 9,673  
          RT RS QC  Sberbank 50  40,670,377   9.896  10.409    0.513 5  863m 1,298  
100 7 3,630 
short 12/05/16  12/12/16 7  RT RS QC  Banco Popolare 50  198,642,007   2.172  2.408 1.935  -0.236 -11  816m -100  
          RT RS QC  Banco Popular 50  418,127,878   1.032  1.092 0.972  -0.060 -6  791m -96  
100 -8 -99 
long 12/12/16   3/13/17 91  RT RS QC  Bank of America 50  17,251,222   22.916  25.485    2.569 11  835m 53  
          RT RS QC  Sberbank 50  32,761,127   12.067  11.226    -0.841 -7  807m -25  
100 2 9 
short 3/13/17   7/17/17 126  RT RS QC  Gentera 50  290,173,650   1.391  1.535 1.247  -0.144 -10  766m -27  
          RT RS QC  Banco Comercial 50  2351,079,013   0.172  0.269 0.074  -0.098 -57  536m -91  
100 -34 -69 
long 7/17/17   7/24/17 7  RT RS QC  Commerzbank 50  21,971,069   12.196  11.629    -0.566 -5  523m -92  
          RT RS QC  Montepio 50  242,913,373   1.103  1.102    -0.001 0  523m -6  
100 -2 -72 
short 7/24/17   1/29/18 189  RT RS QC  Gentera 50  176,749,160   1.480  0.835 2.622  1.142 77  725m 202  
          RT RS QC  Bank of Bejing 50  234,004,262   1.118  1.126 1.109  -0.008 -1  723m -1  
100 38 87 
long 1/29/18   2/05/18 7  RT RS QC  BBVA Banco Francés 50  46,626,285   7.754  7.018    -0.736 -9  689m -99  
          RT RS QC  Banco Comercial 50  945,994,457   0.382  0.347    -0.035 -9  656m -99  
100 -9 -99 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 2/05/18   3/11/19 399  RT RS QC  Gentera 50  401,448,509   0.817  0.820 0.813  -0.004 0  654m 0  
          RT RS QC  VTB Bank 50  186,788,196   1.755  1.178 2.615  0.859 49  815m 44  
100 24 22 
long 3/11/19   5/06/19 56  RT RS QC  Industrial Bank 50  141,534,619   2.878  2.908    0.030 1  819m 7  
          RT RS QC  Axis Bank 50  411,557,866   0.990  1.095    0.105 11  862m 93  
100 6 45 
short 5/06/19  11/11/19 189  RT RS QC  Aozora Bank 50  1733,654,232   0.249  0.258 0.239  -0.009 -4  846m -7  
          RT RS QC  Yes Bank 50  1770,298,412   0.244  0.101 0.586  0.342 140  1,452m 444  
100 68 173 
long 11/11/19  12/09/19 28  RT RS QC  Banca Generali 50  21,423,162   33.878  32.818    -1.060 -3  1,429m -34  
          RT RS QC  ICICI Bank 50  1053,183,642   0.689  0.733    0.044 6  1,475m 122  
100 2 23 
short 12/09/19  12/23/19 14  RT RS QC  Indiabulls HF 50  2046,246,535   0.360  0.407 0.314  -0.047 -13  1,379m -97  
          RT RS QC  Yes Bank 50  9420,009,605   0.078  0.068 0.090  0.011 15  1,487m 3,390  
100 1 24 
long 12/23/19   1/20/20 28  RT RS QC  Banco Macro 50  173,277,583   4.290  4.505    0.215 5  1,524m 89  
          RT RS QC  ICICI Bank 50  998,194,525   0.745  0.708    -0.036 -5  1,488m -48  
100 0 1 
short 1/20/20   6/22/20 154  RT RS QC  Indiabulls HF 50  1813,388,292   0.410  0.303 0.556  0.145 35  1,751m 105  
          RT RS QC  Yes Bank 50  12225,811,652   0.061  0.035 0.107  0.046 75  2,312m 279  
100 55 184 
long 6/22/20   7/27/20 35  RT RS QC  BBVA Banco Francés 50  620,681,941   1.862  2.323    0.460 25  2,598m 900  
          RT RS QC  FinecoBank 50  89,464,686   12.921  13.828    0.907 7  2,679m 103  
100 16 364 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 7/27/20   8/24/20 28  RT RS QC  Multitude 50  432,976,296   3.093  5.760 0.426  -2.667 -86  1,524m -100  
          RT RS QC  Yes Bank 50  88570,841,808   0.015  0.018 0.012  -0.003 -20  1,256m -95  
100 -53 -100 
long 8/24/20   8/31/20 7  RT RS QC  BBVA Banco Francés 50  351,887,151   1.785  1.814    0.029 2  1,267m 133  
          RT RS QC  UBI Banca 50  158,317,250   3.968  3.914    -0.054 -1  1,258m -51  
100 0 8 
short 8/31/20  11/23/20 84  RT RS QC  Gentera 50  2126,992,271   0.296  0.364 0.227  -0.068 -23  1,113m -68  
          RT RS QC  Yes Bank 50  35556,359,755   0.018  0.018 0.018  -0.000 -1  1,106m -5  
100 -12 -43 
long 11/23/20   6/07/21 196  RT RS QC  IndusInd Bank 50  530,009,699   1.043  1.263    0.219 21  1,222m 43  
          RT RS QC  Kotak Mahindra Bank 50  237,308,397   2.330  2.235    -0.095 -4  1,200m -7  
100 8 16 
short 6/07/21  10/11/21 126  RT RS QC  Credit Suisse 50  60,462,115   9.920  9.666 10.181  0.261 3  1,215m 8  
          RT RS QC  China Minsheng Bk 50  913,805,036   0.656  0.572 0.753  0.096 15  1,303m 49  
100 9 27 
long 10/11/21  11/22/21 42  RT RS QC  BBVA Banco Francés 50  288,302,005   2.261  2.192    -0.069 -3  1,284m -23  
          RT RS QC  Banco Sabadell 50  859,881,016   0.758  0.656    -0.102 -13  1,196m -72  
100 -8 -53 
short 11/22/21   6/29/22 219  RT RS QC  Bank of East Asia 50  414,227,232   1.443  1.349 1.545  0.102 7  1,238m 12  
      6/30/22 220  RT RS QC  China Minsheng Bk 50  1049,822,663   0.570  0.531 0.611  0.041 7  1,281m 12  
100 7 12 
accum 5/15/06 6/30/225890 days out of 6023 invested (98%) 12,813,077 1,281m 107  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Financialshort  9/20/10  2/06/12504847,221.53235,178.133,052,087.862,204,866.33 260.2550130.12 
 short  5/18/15  9/26/1649714,837.9548.604,530,593.204,515,755.24 30,433.8215,216.9135,147.79 
 Eurobank Ergasiasshort  3/18/13  9/23/13189331.3775.451,455.341,123.97 339.19169.59 
 short 10/07/13 10/28/132163.7685.2242.31-21.45 -33.64-16.82 
 short 11/04/13 11/18/131479.9271.5189.339.41 11.775.88 
 short 12/09/13  4/13/1549067.2911.48394.55327.26 486.37243.18714.85 
 Alpha Banklong  9/03/12 11/12/127080.4694.0613.60 16.908.45 
 short  5/18/15  9/26/1649715.931.67152.07136.14 854.57427.29471.85 
 Shinsei Bankshort  3/05/07  4/20/097770.630.162.531.90 299.36149.68 
 short 11/02/09  9/06/103080.130.080.230.10 71.5335.77 
 long  1/07/13  3/18/13700.190.220.04 18.969.48271.12 
 Bankiashort 11/12/12  1/07/135660.1631.17116.1055.94 92.9846.49 
 short  3/18/13  9/23/1318916.044.0263.9547.91 298.73149.36265.29 
 Yes Bankshort  5/06/19 11/11/191890.240.100.590.34 140.4970.25 
 short 12/09/19 12/23/19140.080.070.090.01 14.607.30 
 short  1/20/20  6/22/201540.060.030.110.05 75.3737.69 
 short  7/27/20  8/24/20280.020.020.01-0.00 -19.98-9.99 
 short  8/31/20 11/23/20840.020.020.02-0.00 -1.08-0.54125.16 
 Sumitomo Mitsui Trstshort  3/05/07  4/20/097771.300.374.503.21 247.70123.85123.85 
 National Bank Greeceshort  9/20/10  2/06/1250416,274.965,145.6551,475.3635,200.40 216.29108.14108.14 
 Sberbanklong  9/04/06  3/05/0718212.4821.999.51 76.2538.13 
 long  9/26/16 10/17/16219.339.31-0.02 -0.22-0.11 
 long 10/31/16 11/14/16149.389.380.00 0.000.00 
 long 11/28/16 12/05/1679.9010.410.51 5.192.59 
 long 12/12/16  3/13/179112.0711.23-0.84 -6.97-3.4936.61 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banifshort 10/07/13 10/28/13210.010.010.020.00 23.9611.98 
 short 11/04/13 11/18/13140.010.010.01-0.00 -0.37-0.19 
 short 12/09/13  4/13/154900.010.010.020.00 41.6820.8435.06 
 Banco Popularlong  4/20/09 11/02/0919647.2845.54-1.75 -3.69-1.85 
 short 11/12/12  1/07/13566.154.238.942.79 45.4022.70 
 short 10/17/16 10/31/16141.131.091.180.05 4.252.12 
 short 11/14/16 11/28/16141.090.911.290.21 19.009.50 
 short 12/05/16 12/12/1671.031.090.97-0.06 -5.84-2.9230.75 
 VTB Bankshort  2/05/18  3/11/193991.761.182.610.86 48.9624.4824.48 
 Genterashort  3/13/17  7/17/171261.391.541.25-0.14 -10.35-5.17 
 short  7/24/17  1/29/181891.480.842.621.14 77.1938.60 
 short  2/05/18  3/11/193990.820.820.81-0.00 -0.44-0.22 
 short  8/31/20 11/23/20840.300.360.23-0.07 -23.14-11.5715.96 
 Shanghai Pudonglong  4/20/09 11/02/091962.112.660.54 25.7712.8812.88 
 China Minsheng Bkshort  6/07/21 10/11/211260.660.570.750.10 14.697.35 
 short 11/22/21  6/30/222200.570.530.610.04 7.263.6311.25 
 Banco Macrolong  9/06/10  9/20/10144.034.720.68 16.928.46 
 long  9/23/13 10/07/13143.333.390.06 1.670.83 
 long 10/28/13 11/04/1373.763.62-0.14 -3.62-1.81 
 long 11/18/13 12/09/13213.613.39-0.22 -6.15-3.07 
 long  9/26/16 10/17/16217.387.920.54 7.313.65 
 long 12/23/19  1/20/20284.294.500.21 5.012.5010.59 
 IndusInd Banklong 11/23/20  6/07/211961.041.260.22 21.0410.5210.52 
 Bank of Americalong 11/28/16 12/05/16720.5022.391.88 9.194.59 
 long 12/12/16  3/13/179122.9225.492.57 11.215.6110.46 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Indiabulls HFshort 12/09/19 12/23/19140.360.410.31-0.05 -12.97-6.49 
 short  1/20/20  6/22/201540.410.300.560.15 35.4517.7210.09 
 Resonashort 11/02/09  9/06/103080.120.100.140.02 19.329.669.66 
 Regionallong  9/03/12 11/12/12703.383.750.38 11.185.595.59 
 Axis Banklong  3/11/19  5/06/19560.991.090.11 10.625.315.31 
 Banco BPIlong  1/07/13  3/18/13701.231.360.12 9.914.964.96 
 Bank of East Asiashort 11/22/21  6/29/222191.441.351.550.10 7.043.523.52 
 FinecoBanklong  6/22/20  7/27/203512.9213.830.91 7.023.513.51 
 Intesa Sanpaololong  9/04/06  3/05/071827.678.100.43 5.592.792.79 
 State Bank of Indialong  9/06/10  9/20/10140.650.680.03 4.952.482.48 
 Credit Suisseshort  6/07/21 10/11/211269.929.6710.180.26 2.631.311.31 
 ICICI Banklong 11/11/19 12/09/19280.690.730.04 6.313.16 
 long 12/23/19  1/20/20280.740.71-0.04 -4.87-2.440.64 
 Standard Charteredlong 10/31/16 11/14/16148.618.610.00 0.000.000.00 
 Montepiolong  7/17/17  7/24/1771.101.10-0.00 -0.12-0.06-0.06 
 Bank of Bejingshort  7/24/17  1/29/181891.121.131.11-0.01 -0.75-0.38-0.38 
 UBI Bancalong  8/24/20  8/31/2073.973.91-0.05 -1.35-0.68-0.68 
 Triodos Groenfondsshort  5/15/06  9/04/0611287.1689.8684.47-2.69 -3.09-1.54-1.54 
 Banca Generalilong 11/11/19 12/09/192833.8832.82-1.06 -3.13-1.56-1.56 
 Kotak Mahindra Banklong 11/23/20  6/07/211962.332.24-0.09 -4.06-2.03-2.03 
 Commerzbanklong  7/17/17  7/24/17712.2011.63-0.57 -4.64-2.32-2.32 
 Unicreditshort  4/09/12  9/03/1214718.2919.2617.33-0.96 -5.26-2.63-2.63 
 Aozora Banklong  2/06/12  4/09/12630.250.24-0.01 -4.08-2.04 
 short  5/06/19 11/11/191890.250.260.24-0.01 -3.82-1.91-3.91 
 BBVA Banco Francéslong  9/23/13 10/07/13143.203.19-0.01 -0.28-0.14 
 long 10/28/13 11/04/1373.633.30-0.33 -9.05-4.52 
 long 11/18/13 12/09/13213.563.11-0.45 -12.75-6.37 
 long  1/29/18  2/05/1877.757.02-0.74 -9.49-4.75 
 long  6/22/20  7/27/20351.862.320.46 24.7012.35 
 long  8/24/20  8/31/2071.791.810.03 1.630.82 
 long 10/11/21 11/22/21422.262.19-0.07 -3.03-1.52-5.15 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banco Popolareshort 12/05/16 12/12/1672.172.411.94-0.24 -10.88-5.44-5.44 
 China Everbright Bklong  4/13/15  5/18/15350.860.76-0.10 -11.54-5.77-5.77 
 Swedbankshort  5/15/06  9/04/0611231.2435.2527.23-4.01 -12.84-6.42-6.42 
 Banco Sabadelllong 10/11/21 11/22/21420.760.66-0.10 -13.49-6.74-6.74 
 Industrial Banklong  4/13/15  5/18/15353.252.65-0.60 -18.57-9.29 
 long  3/11/19  5/06/19562.882.910.03 1.050.53-8.81 
 Banca Pop Milshort  4/09/12  9/03/121470.350.450.25-0.10 -27.74-13.87-13.87 
 Bank of Irelandlong  2/06/12  4/09/12635.253.78-1.47 -28.01-14.00-14.00 
 Banco Comercialshort 10/17/16 10/31/16140.220.230.21-0.01 -3.53-1.77 
 short 11/14/16 11/28/16140.230.230.22-0.00 -0.87-0.44 
 short  3/13/17  7/17/171260.170.270.07-0.10 -56.90-28.45 
 long  1/29/18  2/05/1870.380.35-0.03 -9.16-4.58-33.23 
 Multitudeshort  7/27/20  8/24/20283.095.760.43-2.67 -86.22-43.11-43.11 


Annotations
5/16/22Cdn Imp Bk Commstock split 1:2 (two for one)
9/21/17Yes Bankstock split 1:5 (five for one)
9/18/17Umweltbankstock split 1:5 (five for one)
7/10/17Bank of Irelandreverse split 30:1 (one for thirty)
1/23/17Unicreditreverse stock split 10:1 (one for ten)
10/24/16Banco Comercialreverse stock split 75:1 (one for seventyfive)
1/13/16BankenBanca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15Heartlandname change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
9/21/15Unipolre-joins the MIB as replacement for Autogrill
5/19/15Svenska Handelsbankex Split 1:3 (three for one)
3/11/15Banksfirst full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing,
but there is a well performing [Alternating] technique.