Tue, 26th Oct 2021, 18:57UTC
 
RS Chart
Assessment - Banks in Euro - 25/10/21 - RS = 13
 ⇐ 
  instrument freshest Δday 25/10/21 Δwk 26/07/21  prc diff Δ13   ∅-RS
real-time RS chart chart add note SOM Banks 185.752  16:51 0.17 185.435 0.17 163.830 21.606 13.19   20.44 
real-time RS chart chart L add note BBVA Banco Francés 2.537  16:27 1.42 2.502 1.42 1.654 0.848 51.26   63.06 
real-time RS chart chart L add note Banco Macro 3.148  16:25 -0.45 3.162 -0.45 2.195 0.967 44.06   43.05 
real-time RS chart chart add note State Bank of India 5.884  09:59 1.19 5.815 1.19 4.818 0.996 20.68   48.92 
real-time RS chart chart add note Banco Sabadell 0.667  15:35 -0.74 0.672 -0.74 0.557 0.115 20.60   43.39 
real-time RS chart chart add note ICICI Bank 9.522  09:59 -1.46 9.663 -1.46 7.703 1.959 25.44   43.53 
real-time RS chart chart L add note Raiffeisen Bank Int 25.560  Mon 2.49 25.560 19.210 6.350 33.06   40.23 
real-time RS chart chart L add note Sberbank 18.450  15:34 1.93 18.100 1.93 13.800 4.300 31.16   38.69 
real-time RS chart chart add note Bank of Ireland 5.250  15:33 -1.13 5.310 -1.13 4.380 0.930 21.23   38.23 
real-time RS chart chart L add note VTB Bank 1.350  07:28 4.65 1.290 4.65 1.060 0.230 21.70   37.30 
real-time RS chart chart add note Societe Generale 28.720  15:39 0.03 28.710 0.03 24.905 3.805 15.28   36.79 
real-time RS chart chart add note Banco del Bajio 1.691  16:27 0.41 1.684 0.41 1.469 0.215 14.63   40.62 
real-time RS chart chart add note Wells Fargo 43.724  14:30 0.29 43.599 0.29 38.092 5.507 14.46   39.63 
real-time RS chart chart L add note S.E.B 13.666  15:29 -1.48 13.871 -1.48 11.319 2.551 22.54   36.97 
real-time RS chart chart L add note Nordea Bank 10.726  15:29 -3.80 11.150 -3.80 9.999 1.151 11.51   33.89 
real-time RS chart chart add note Bank of America 41.342  14:27 1.03 40.920 1.03 32.270 8.651 26.81   36.60 
real-time RS chart chart L add note ABN AMRO 12.968  15:37 0.50 12.904 0.50 9.830 3.074 31.27   31.61 
real-time RS chart chart add note Nordea Bank 10.726  15:29 -3.70 11.139 -3.70 9.980 1.159 11.61   33.80 
real-time RS chart chart add note Gentera 0.540  16:28 0.16 0.539 0.16 0.518 0.021 4.05   34.93 
real-time RS chart chart add note Erste Group Bank 37.640  Mon -0.29 37.640 32.250 5.390 16.71   30.80 
real-time RS chart chart add note Banco BPM 2.989  15:36 0.81 2.965 0.81 2.648 0.317 11.97   29.85 
real-time RS chart chart add note Banca Generali 40.920  15:35 1.06 40.490 1.06 35.370 5.120 14.48   29.09 
real-time RS chart chart L add note Aareal Bank 27.220  15:37 0.59 27.060 0.59 20.520 6.540 31.87   28.82 
real-time RS chart chart L add note KBC 80.520  15:35 -0.07 80.580 -0.07 67.640 12.940 19.13   28.42 
real-time RS chart chart add note American Express 153.285  16:51 -2.38 157.023 -2.38 146.080 10.943 7.49   32.23 
  instrument freshest Δday 25/10/21 Δwk 26/07/21  prc diff Δ13   ∅-RS
real-time RS chart chart L add note BNY Mellon 51.118  14:27 -0.08 51.161 -0.08 42.527 8.634 20.30   31.30 
real-time RS chart chart add note Heartland 1.450  03:43 1.450 1.209 0.241 19.90   32.95 
real-time RS chart chart L add note Shinsei Bank 14.508  06:15 0.47 14.440 0.47 11.103 3.336 30.05   23.13 
real-time RS chart chart add note NatWest 277.788  15:35 0.99 275.061 0.99 236.122 38.939 16.49   30.54 
real-time RS chart chart add note Banco Bilbao Viz 5.683  15:35 -0.32 5.701 -0.32 5.480 0.221 4.03   26.08 
real-time RS chart chart L add note Banco Comercial 0.157  15:35 0.71 0.156 0.71 0.128 0.028 21.56   25.47 
real-time RS chart chart add note Unicredit 11.500  15:35 1.46 11.334 1.46 9.818 1.516 15.44   24.78 
real-time RS chart chart add note Woori Financial 9.817  06:30 2.31 9.596 2.31 8.088 1.508 18.64   23.89 
real-time RS chart chart add note IndusInd Bank 13.258  09:59 -1.94 13.521 -1.94 11.170 2.351 21.04   25.88 
real-time RS chart chart add note Bank Montreal 95.533  16:48 0.14 95.401 0.14 84.612 10.789 12.75   30.16 
real-time RS chart chart L add note Swedbank 19.479  15:29 -0.38 19.553 -0.38 16.286 3.267 20.06   26.11 
real-time RS chart chart add note Umweltbank 20.200  15:36 -0.98 20.400 -0.98 18.150 2.250 12.40   23.41 
real-time RS chart chart add note National Bank CA 72.555  16:50 0.76 72.006 0.76 63.285 8.721 13.78   29.35 
real-time RS chart chart L add note DNB 21.685  14:28 -1.59 22.035 -1.59 16.866 5.169 30.65   29.11 
real-time RS chart chart add note Axis Bank 9.665  09:59 -0.38 9.702 -0.38 8.609 1.093 12.70   22.82 
real-time RS chart chart add note IBK 8.488  06:30 8.488 7.536 0.952 12.63   19.84 
real-time RS chart chart add note Regional 4.978  16:26 -0.03 4.980 -0.03 4.981 -0.001 -0.01   23.84 
real-time RS chart chart add note BNP Paribas 58.180  15:35 -0.05 58.210 -0.05 51.710 6.500 12.57   19.69 
real-time RS chart chart L add note BPER Banca 2.052  15:35 0.24 2.047 0.24 1.639 0.408 24.89   19.69 
real-time RS chart chart add note Cdn Imp Bk Comm 104.826  16:48 0.13 104.694 0.13 97.325 7.369 7.57   25.29 
real-time RS chart chart add note U.S. Bancorp 53.644  14:30 -0.38 53.848 -0.38 47.545 6.303 13.26   22.76 
real-time RS chart chart add note Lloyds Bank 58.095  15:36 0.46 57.828 0.46 54.500 3.328 6.11   23.31 
real-time RS chart chart L add note Kotak Mahindra Bank 25.382  10:00 2.62 24.734 2.62 19.813 4.921 24.84   20.25 
real-time RS chart chart add note JP Morgan Chase 147.153  16:51 -0.05 147.230 -0.05 128.342 18.888 14.72   22.38 
real-time RS chart chart L add note FinecoBank 16.855  15:35 0.42 16.785 0.42 14.615 2.170 14.85   18.67 
  instrument freshest Δday 25/10/21 Δwk 26/07/21  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Commerzbank 6.444  15:35 -0.46 6.474 -0.46 5.525 0.949 17.18   18.61 
real-time RS chart chart add note KB Financial 43.623  06:30 43.623 38.085 5.537 14.54   17.61 
real-time RS chart chart add note Mediobanca 10.430  15:35 0.34 10.395 0.34 10.025 0.370 3.69   17.85 
real-time RS chart chart L add note UBS 15.516  15:31 1.25 15.324 1.25 13.745 1.579 11.48   19.36 
real-time RS chart chart add note Credit Agricole 13.040  15:39 -0.12 13.056 -0.12 11.874 1.182 9.95   17.17 
real-time RS chart chart add note Commonwealth Bank 67.828  05:10 -0.34 68.060 -0.34 61.952 6.108 9.86   19.89 
real-time RS chart chart add note Aozora Bank 20.068  06:15 -0.93 20.258 -0.93 18.907 1.351 7.14   13.78 
real-time RS chart chart add note Banco Santander 3.357  15:35 1.15 3.319 1.15 3.189 0.130 4.06   16.41 
real-time RS chart chart add note Deutsche Bank 11.902  15:44 2.20 11.646 2.20 10.658 0.988 9.27   14.95 
real-time RS chart chart L add note HDFC 33.426  09:59 0.54 33.248 0.54 28.051 5.197 18.53   16.23 
real-time RS chart chart add note Royal Bank CA 92.364  16:50 0.33 92.058 0.33 84.970 7.088 8.34   19.73 
real-time RS chart chart add note Suncorp-Metway 7.802  05:10 -0.90 7.873 -0.90 7.124 0.750 10.52   16.93 
real-time RS chart chart add note Intesa Sanpaolo 2.482  15:37 0.75 2.463 0.75 2.338 0.126 5.37   14.21 
real-time RS chart chart add note National Australia B 18.651  05:10 0.56 18.548 0.56 16.210 2.338 14.42   16.64 
real-time RS chart chart add note Toronto-Dominion 62.672  16:50 0.70 62.234 0.70 55.825 6.408 11.48   19.07 
real-time RS chart chart add note DBS Bank 20.169  09:14 0.16 20.137 0.16 18.703 1.433 7.66   16.26 
real-time RS chart chart add note Unipol 5.014  15:35 0.99 4.965 0.99 4.496 0.469 10.43   13.34 
real-time RS chart chart L add note Shizuoka Bank 7.061  06:15 -0.85 7.121 -0.85 6.308 0.814 12.90   10.12 
real-time RS chart chart add note HDFC Bank 18.974  10:00 -0.26 19.022 -0.26 16.329 2.693 16.49   14.12 
real-time RS chart chart add note Banca Mediolanum 8.914  15:35 1.50 8.782 1.50 8.424 0.358 4.25   11.98 
real-time RS chart chart add note Bank Nova Scotia 57.424  16:48 0.32 57.243 0.32 52.639 4.605 8.75   16.90 
real-time RS chart chart L add note Chiba Bank 5.523  06:15 -0.41 5.545 -0.41 4.857 0.688 14.17   8.27 
real-time RS chart chart add note Westpac Banking 16.644  05:10 0.31 16.592 0.31 15.385 1.207 7.85   12.83 
real-time RS chart chart add note China Merchants Bank 7.462  07:00 1.30 7.366 1.30 6.230 1.136 18.23   14.54 
real-time RS chart chart add note HSBC 530.144  15:45 0.93 525.283 0.93 471.658 53.625 11.37   12.73 
  instrument freshest Δday 25/10/21 Δwk 26/07/21  prc diff Δ13   ∅-RS
real-time RS chart chart add note Sumitomo Mitsui Trst 29.106  06:15 -0.16 29.152 -0.16 26.949 2.203 8.17   6.41 
real-time RS chart chart add note United Overseas Bank 17.099  09:11 -0.52 17.189 -0.52 16.141 1.048 6.49   11.74 
real-time RS chart chart add note HSBC 5.264  08:08 1.71 5.176 1.71 4.609 0.566 12.29   11.82 
real-time RS chart chart add note ANZ Banking AU 18.335  05:10 0.32 18.277 0.32 17.291 0.986 5.70   11.42 
real-time RS chart chart add note Svenska Handelsbank 9.996  15:29 0.22 9.974 0.22 9.562 0.412 4.31   10.08 
real-time RS chart chart add note Citigroup 61.544  14:28 0.88 61.006 0.88 57.354 3.652 6.37   11.02 
real-time RS chart chart add note OCBC 7.654  09:11 -0.17 7.667 -0.17 7.475 0.192 2.57   10.19 
real-time RS chart chart add note Banco Santander MX 0.997  15:55 0.43 0.993 0.43 1.006 -0.013 -1.24   10.24 
real-time RS chart chart L add note Fukuoka 15.993  06:15 -0.09 16.008 -0.09 14.165 1.843 13.01   4.38 
real-time RS chart chart add note ANZ Banking NZ 18.382  03:23 1.19 18.166 1.19 17.270 0.896 5.19   10.74 
real-time RS chart chart add note Danske Bank 15.896  14:59 1.63 15.641 1.63 15.127 0.514 3.40   5.85 
real-time RS chart chart L add note Standard Chartered 587.468  15:35 1.31 579.880 1.31 507.481 72.400 14.27   8.48 
real-time RS chart chart add note Resona 3.323  06:15 -0.14 3.327 -0.14 3.156 0.171 5.43   1.98 
real-time RS chart chart add note Indiabulls HF 2.620  10:00 3.49 2.531 3.49 3.246 -0.714 -22.01   4.73 
real-time RS chart chart add note Bank of Communicats 0.519  08:08 -0.64 0.522 -0.64 0.489 0.033 6.82   6.25 
real-time RS chart chart L add note Postal Savings Bank 0.718  07:00 -0.56 0.722 -0.56 0.633 0.088 13.96   7.26 
real-time RS chart chart add note Hang Seng Bank 16.247  08:08 0.48 16.170 0.48 16.445 -0.276 -1.68   3.83 
real-time RS chart chart add note Bankinter 4.705  15:35 -1.05 4.755 -1.05 4.609 0.146 3.17   0.75 
real-time RS chart chart add note Bank of China 0.307  08:08 0.307 0.295 0.012 4.08   2.44 
real-time RS chart chart add note Bank of Comm 0.613  07:00 -0.44 0.615 -0.44 0.568 0.047 8.30   3.18 
real-time RS chart chart add note Bank of China (HK) 2.782  08:08 0.80 2.760 0.80 2.721 0.039 1.42   1.30 
real-time RS chart chart L add note Bank of China 0.413  07:00 -0.33 0.414 -0.33 0.398 0.016 3.99   1.32 
real-time RS chart chart L add note Credit Suisse 9.250  15:31 1.13 9.147 1.13 8.717 0.430 4.94   -3.49 
real-time RS chart chart L add note Yes Bank 0.154  10:00 0.75 0.153 0.75 0.151 0.002 1.23   -4.33 
real-time RS chart chart add note Industrial Bank 2.615  07:00 -1.37 2.651 -1.37 2.442 0.209 8.56   -1.07 
  instrument freshest Δday 25/10/21 Δwk 26/07/21  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Agricultural Bank 0.397  07:00 -0.68 0.399 -0.68 0.389 0.010 2.62   -1.72 
real-time RS chart chart add note Ind and Comm Bk 0.634  07:00 -0.42 0.637 -0.42 0.610 0.027 4.42   -1.97 
real-time RS chart chart S add note Shanghai Pudong 1.218  07:00 1.218 1.220 -0.001 -0.12   -4.23 
real-time RS chart chart add note China Everbright Bk 0.467  07:00 -0.57 0.470 -0.57 0.443 0.027 6.05   -4.61 
real-time RS chart chart S add note China Constr Bk HK 0.597  08:08 -0.55 0.601 -0.55 0.591 0.010 1.64   -6.42 
real-time RS chart chart S add note ICBC 0.479  08:08 -0.23 0.480 -0.23 0.479 0.001 0.21   -7.25 
real-time RS chart chart add note Bank of East Asia 1.430  08:08 0.16 1.427 0.16 1.356 0.071 5.26   -12.64 
real-time RS chart chart add note China Minsheng Bk 0.529  07:00 -0.76 0.533 -0.76 0.538 -0.005 -0.95   -11.83 
 Banks - 107 out of 107 instruments rated - 25/10/21 / 26/07/21 - 101 did rise, Market-Ratio(13) in EUR = 94.39 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
2/01/17 scale up chart 25/10/21
 


Transactions Banks in Euro * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 15/05/06 133    - cash -
short 15/05/06   4/09/06 112  RT RS QC  Triodos Groenfonds 50  88   56.300  56.900 55.700  -0.600 -1  9,947 -3  
          RT RS QC  Swedbank 50  250   20.180  22.324 18.036  -2.144 -11  9,411 -31  
100 -6 -18 
long 4/09/06   5/03/07 182  RT RS QC  Intesa Sanpaolo 50  968   4.857  5.046    0.189 4  9,594 8  
          RT RS QC  Sberbank 50  596   7.900  13.700    5.800 73  13,051 202  
100 39 93 
short 5/03/07  20/04/09 777  RT RS QC  Shinsei Bank 50  16,529   0.395  0.104 1.493  1.099 278  31,210 87  
          RT RS QC  Sumitomo Mitsui Trst 50  8,085   0.807  0.245 2.658  1.851 229  46,176 75  
100 254 81 
long 20/04/09   2/11/09 196  RT RS QC  Banco Popular 50  742   31.100  30.150    -0.950 -3  45,471 -6  
          RT RS QC  Shanghai Pudong 50  16,631   1.389  1.758    0.369 27  51,616 55  
100 12 23 
short 2/11/09   6/09/10 308  RT RS QC  Resona 50  332,665   0.078  0.075 0.080  0.003 4  52,554 4  
          RT RS QC  Shinsei Bank 50  289,813   0.089  0.060 0.133  0.044 49  65,176 60  
100 26 32 
long 6/09/10  20/09/10 14  RT RS QC  Banco Macro 50  10,587   3.078  3.580    0.502 16  70,489 5,033  
          RT RS QC  State Bank of India 50  65,599   0.497  0.519    0.022 4  71,924 207  
100 10 1,205 
short 20/09/10   6/02/12 504  RT RS QC  Piraeus Bank 50  0   642,906.000  194,700.000 2,122,897.405  1,479,991.405 230  71,924 0  
          RT RS QC  National Bank Greece 50  5   12,350.100  4,260.000 35,803.984  23,453.884 190  189,193 116  
100 190 116 
long 6/02/12   9/04/12 63  RT RS QC  Bank of Ireland 50  21,746   4.350  3.150    -1.200 -28  163,098 -85  
          RT RS QC  Aozora Bank 50  455,925   0.207  0.200    -0.007 -4  159,770 -19  
100 -16 -62 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 9/04/12   3/09/12 147  RT RS QC  Banca Pop Mil 50  273,579   0.292  0.373 0.211  -0.081 -28  137,610 -55  
          RT RS QC  Unicredit 50  5,243   15.234  16.036 14.432  -0.802 -5  133,406 -13  
100 -17 -36 
long 3/09/12  12/11/12 70  RT RS QC  Regional 50  23,721   2.812  3.113    0.302 11  140,557 70  
          RT RS QC  Alpha Bank 50  995   67.000  78.000    11.000 16  151,502 121  
100 14 94 
short 12/11/12   7/01/13 56  RT RS QC  Banco Popular 50  14,853   5.100  3.500 7.431  2.331 46  186,131 1,063  
          RT RS QC  Bankia 50  1,518   49.888  25.796 96.481  46.593 93  256,858 7,262  
100 70 3,023 
long 7/01/13  18/03/13 70  RT RS QC  Banco BPI 50  125,787   1.021  1.105    0.084 8  267,424 51  
          RT RS QC  Shinsei Bank 50  822,021   0.156  0.183    0.027 17  289,437 128  
100 13 86 
short 18/03/13  23/09/13 189  RT RS QC  Bankia 50  11,074   13.068  3.252 52.513  39.445 302  726,252 1,367  
          RT RS QC  Eurobank Ergasias 50  536   270.000  61.000 1,195.082  925.082 343  1,222,096 1,669  
100 322 1,515 
long 23/09/13   7/10/13 14  RT RS QC  Banco Macro 50  226,929   2.693  2.761    0.069 3  1,237,694 93  
          RT RS QC  BBVA Banco Francés 50  236,121   2.588  2.603    0.015 1  1,241,288 17  
100 2 50 
short 7/10/13  28/10/13 21  RT RS QC  Banif 50  62,064,412   0.010  0.008 0.013  0.003 25  1,396,449 4,735  
          RT RS QC  Eurobank Ergasias 50  11,935   52.000  69.000 35.000  -17.000 -33  1,193,554 -100  
100 -4 -49 
long 28/10/13   4/11/13 7  RT RS QC  Banco Macro 50  196,214   3.041  2.944    -0.097 -3  1,174,495 -82  
          RT RS QC  BBVA Banco Francés 50  203,207   2.937  2.683    -0.254 -9  1,122,899 -99  
100 -6 -96 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/11/13  18/11/13 14  RT RS QC  Banif 50  70,181,182   0.008  0.008 0.008  0.000 0  1,122,899 0  
          RT RS QC  Eurobank Ergasias 50  8,637   65.000  58.000 72.845  7.845 12  1,190,654 1,851  
100 6 361 
long 18/11/13   9/12/13 21  RT RS QC  Banco Macro 50  203,158   2.930  2.772    -0.159 -5  1,158,407 -62  
          RT RS QC  BBVA Banco Francés 50  206,197   2.887  2.539    -0.348 -12  1,086,556 -89  
100 -9 -80 
short 9/12/13  13/04/15 490  RT RS QC  Banif 50  60,364,242   0.009  0.008 0.011  0.002 20  1,195,212 15  
          RT RS QC  Eurobank Ergasias 50  9,877   55.000  11.100 272.523  217.523 395  3,343,682 229  
100 208 131 
long 13/04/15  18/05/15 35  RT RS QC  Industrial Bank 50  531,086   3.148  2.528    -0.620 -20  3,014,573 -90  
          RT RS QC  China Everbright Bk 50  2,019,885   0.828  0.722    -0.106 -13  2,801,413 -76  
100 -16 -84 
short 18/05/15  26/09/16 497  RT RS QC  Alpha Bank 50  92,151   15.200  1.530 151.007  135.807 893  15,316,118 440  
          RT RS QC  Piraeus Bank 50  98   14,157.000  44.550 4,498,780.000  4,484,623.000 31,678  455m 6,780  
100 16,212 4,116 
long 26/09/16  17/10/16 21  RT RS QC  Banco Macro 50  33,607,974   6.766  7.279    0.512 8  472m 256  
          RT RS QC  Sberbank 50  26,590,807   8.552  8.554    0.002 0  472m 0  
100 4 91 
short 17/10/16  31/10/16 14  RT RS QC  Banco Comercial 50  1172,005,937   0.201  0.209 0.194  -0.007 -4  463m -62  
          RT RS QC  Banco Popular 50  226,963,457   1.040  0.999 1.083  0.043 4  473m 185  
100 0 6 
long 31/10/16  14/11/16 14  RT RS QC  Standard Chartered 50  29,848,852   7.925  7.925    0.000 0  473m 0  
          RT RS QC  Sberbank 50  27,400,816   8.633  8.633    0.000 0  473m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 14/11/16  28/11/16 14  RT RS QC  Banco Comercial 50  1132,908,255   0.209  0.214 0.204  -0.005 -2  468m -45  
          RT RS QC  Banco Popular 50  236,788,031   0.999  0.851 1.173  0.174 17  509m 6,433  
100 8 570 
long 28/11/16   5/12/16 7  RT RS QC  Bank of America 50  13,303,447   19.127  20.677    1.551 8  530m 5,723  
          RT RS QC  Sberbank 50  27,562,170   9.232  9.615    0.383 4  540m 733  
100 6 2,122 
short 5/12/16  12/12/16 7  RT RS QC  Banco Popolare 50  134,618,980   2.006  2.234 1.778  -0.228 -11  509m -100  
          RT RS QC  Banco Popular 50  283,363,774   0.953  1.013 0.893  -0.060 -6  492m -97  
100 -9 -99 
long 12/12/16  13/03/17 91  RT RS QC  Bank of America 50  11,580,353   21.260  23.747    2.487 12  521m 56  
          RT RS QC  Sberbank 50  21,991,800   11.195  10.460    -0.735 -7  505m -24  
100 3 11 
short 13/03/17  17/07/17 126  RT RS QC  Gentera 50  194,786,977   1.296  1.390 1.202  -0.094 -7  487m -20  
          RT RS QC  Banco Comercial 50  1578,225,925   0.160  0.244 0.076  -0.084 -53  354m -88  
100 -30 -64 
long 17/07/17  24/07/17 7  RT RS QC  Commerzbank 50  16,032,459   11.045  10.555    -0.490 -4  346m -91  
          RT RS QC  Montepio 50  177,255,777   0.999  1.000    0.001 0  346m 5  
100 -2 -68 
short 24/07/17  29/01/18 189  RT RS QC  Gentera 50  128,975,229   1.343  0.720 2.506  1.162 87  496m 233  
          RT RS QC  Bank of Bejing 50  170,754,719   1.015  0.971 1.060  0.046 4  504m 9  
100 46 106 
long 29/01/18   5/02/18 7  RT RS QC  BBVA Banco Francés 50  37,708,580   6.685  6.038    -0.647 -10  480m -100  
          RT RS QC  Banco Comercial 50  765,064,373   0.330  0.299    -0.031 -9  456m -99  
100 -10 -99 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 5/02/18  11/03/19 399  RT RS QC  Gentera 50  324,667,809   0.703  0.724 0.681  -0.021 -3  449m -3  
          RT RS QC  VTB Bank 50  151,063,241   1.510  1.040 2.192  0.682 45  552m 41  
100 21 19 
long 11/03/19   6/05/19 56  RT RS QC  Industrial Bank 50  108,700,178   2.541  2.552    0.011 0  554m 3  
          RT RS QC  Axis Bank 50  316,081,068   0.874  0.961    0.087 10  581m 86  
100 5 39 
short 6/05/19  11/11/19 189  RT RS QC  Aozora Bank 50  1331,465,938   0.218  0.235 0.201  -0.017 -8  558m -15  
          RT RS QC  Yes Bank 50  1359,609,079   0.214  0.092 0.494  0.281 131  940m 405  
100 62 153 
long 11/11/19   9/12/19 28  RT RS QC  Banca Generali 50  15,205,214   30.900  30.020    -0.880 -3  926m -31  
          RT RS QC  ICICI Bank 50  747,503,213   0.629  0.670    0.042 7  957m 131  
100 2 28 
short 9/12/19  23/12/19 14  RT RS QC  Indiabulls HF 50  1452,335,373   0.330  0.374 0.285  -0.045 -14  893m -98  
          RT RS QC  Yes Bank 50  6685,906,577   0.072  0.063 0.082  0.010 14  959m 2,922  
100 0 6 
long 23/12/19  20/01/20 28  RT RS QC  Banco Macro 50  121,639,074   3.944  4.155    0.211 5  985m 97  
          RT RS QC  ICICI Bank 50  700,722,254   0.685  0.653    -0.031 -5  963m -46  
100 0 5 
short 20/01/20  22/06/20 154  RT RS QC  Indiabulls HF 50  1272,979,860   0.378  0.284 0.504  0.126 33  1,124m 98  
          RT RS QC  Yes Bank 50  8582,393,569   0.056  0.033 0.097  0.041 72  1,473m 264  
100 53 174 
long 22/06/20  27/07/20 35  RT RS QC  BBVA Banco Francés 50  421,860,882   1.746  2.147    0.402 23  1,642m 768  
          RT RS QC  FinecoBank 50  60,806,748   12.110  12.785    0.675 6  1,683m 76  
100 14 303 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 27/07/20  24/08/20 28  RT RS QC  Multitude 50  294,282,388   2.860  5.360 0.360  -2.500 -87  948m -100  
          RT RS QC  Yes Bank 50  60199,225,510   0.014  0.017 0.011  -0.003 -21  774m -95  
100 -54 -100 
long 24/08/20  31/08/20 7  RT RS QC  BBVA Banco Francés 50  233,029,182   1.661  1.683    0.022 1  779m 96  
          RT RS QC  UBI Banca 50  104,841,964   3.692  3.630    -0.062 -2  773m -59  
100 0 -10 
short 31/08/20  23/11/20 84  RT RS QC  Gentera 50  1408,551,755   0.274  0.337 0.212  -0.063 -23  684m -68  
          RT RS QC  Yes Bank 50  23546,382,197   0.016  0.017 0.016  -0.000 -1  682m -3  
100 -12 -42 
long 23/11/20   7/06/21 196  RT RS QC  IndusInd Bank 50  353,238,089   0.965  1.154    0.189 20  749m 39  
          RT RS QC  Kotak Mahindra Bank 50  158,160,058   2.156  2.043    -0.113 -5  731m -10  
100 7 14 
short 7/06/21  11/10/21 126  RT RS QC  Credit Suisse 50  40,296,474   9.067  9.014 9.120  0.053 1  733m 2  
          RT RS QC  China Minsheng Bk 50  609,027,994   0.600  0.534 0.674  0.074 12  778m 40  
100 7 20 
long 11/10/21  26/10/21 15  RT RS QC  BBVA Banco Francés 50  184,583,142   2.108  2.537    0.429 20  857m 8,990  
          RT RS QC  Banco Sabadell 50  550,532,203   0.707  0.667    -0.040 -6  836m -76  
100 7 464 
accum15/05/06 26/10/215643 days out of 5776 invested (98%) 8,355,422 836m 108  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort 20/09/10  6/02/12504642,906.00194,700.002,122,897.411,479,991.41 230.2050115.10 
 short 18/05/15 26/09/1649714,157.0044.554,498,780.004,484,623.00 31,677.7815,838.8934,184.82 
 Eurobank Ergasiasshort 18/03/13 23/09/13189270.0061.001,195.08925.08 342.62171.31 
 short  7/10/13 28/10/132152.0069.0035.00-17.00 -32.69-16.35 
 short  4/11/13 18/11/131465.0058.0072.847.84 12.076.03 
 short  9/12/13 13/04/1549055.0011.10272.52217.52 395.50197.75616.56 
 Alpha Banklong  3/09/12 12/11/127067.0078.0011.00 16.428.21 
 short 18/05/15 26/09/1649715.201.53151.01135.81 893.46446.73491.61 
 Bankiashort 12/11/12  7/01/135649.8925.8096.4846.59 93.3946.70 
 short 18/03/13 23/09/1318913.073.2552.5139.45 301.84150.92268.10 
 Shinsei Bankshort  5/03/07 20/04/097770.390.101.491.10 278.29139.14 
 short  2/11/09  6/09/103080.090.060.130.04 48.9124.45 
 long  7/01/13 18/03/13700.160.180.03 17.148.57223.13 
 Yes Bankshort  6/05/19 11/11/191890.210.090.490.28 131.3665.68 
 short  9/12/19 23/12/19140.070.060.080.01 13.976.98 
 short 20/01/20 22/06/201540.060.030.100.04 72.4936.25 
 short 27/07/20 24/08/20280.010.020.01-0.00 -20.61-10.30 
 short 31/08/20 23/11/20840.020.020.02-0.00 -0.65-0.33115.91 
 Sumitomo Mitsui Trstshort  5/03/07 20/04/097770.810.252.661.85 229.36114.68114.68 
 National Bank Greeceshort 20/09/10  6/02/1250412,350.104,260.0035,803.9823,453.88 189.9194.9594.95 
 Sberbanklong  4/09/06  5/03/071827.9013.705.80 73.4236.71 
 long 26/09/16 17/10/16218.558.550.00 0.020.01 
 long 31/10/16 14/11/16148.638.630.00 0.000.00 
 long 28/11/16  5/12/1679.239.620.38 4.152.07 
 long 12/12/16 13/03/179111.2010.46-0.73 -6.57-3.2834.98 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banco Popularlong 20/04/09  2/11/0919631.1030.15-0.95 -3.05-1.53 
 short 12/11/12  7/01/13565.103.507.432.33 45.7122.86 
 short 17/10/16 31/10/16141.041.001.080.04 4.112.05 
 short 14/11/16 28/11/16141.000.851.170.17 17.398.69 
 short  5/12/16 12/12/1670.951.010.89-0.06 -6.30-3.1529.97 
 Banifshort  7/10/13 28/10/13210.010.010.010.00 25.0012.50 
 short  4/11/13 18/11/13140.010.010.010.00 0.000.00 
 short  9/12/13 13/04/154900.010.010.010.00 20.0010.0023.75 
 VTB Bankshort  5/02/18 11/03/193991.511.042.190.68 45.1922.6022.60 
 Genterashort 13/03/17 17/07/171261.301.391.20-0.09 -7.25-3.62 
 short 24/07/17 29/01/181891.340.722.511.16 86.5443.27 
 short  5/02/18 11/03/193990.700.720.68-0.02 -3.06-1.53 
 short 31/08/20 23/11/20840.270.340.21-0.06 -22.85-11.4320.43 
 Shanghai Pudonglong 20/04/09  2/11/091961.391.760.37 26.6013.3013.30 
 Banco Macrolong  6/09/10 20/09/10143.083.580.50 16.318.15 
 long 23/09/13  7/10/13142.692.760.07 2.551.28 
 long 28/10/13  4/11/1373.042.94-0.10 -3.19-1.60 
 long 18/11/13  9/12/13212.932.77-0.16 -5.42-2.71 
 long 26/09/16 17/10/16216.777.280.51 7.573.79 
 long 23/12/19 20/01/20283.944.150.21 5.352.6711.75 
 Bank of Americalong 28/11/16  5/12/16719.1320.681.55 8.114.05 
 long 12/12/16 13/03/179121.2623.752.49 11.705.8510.14 
 IndusInd Banklong 23/11/20  7/06/211960.971.150.19 19.569.789.78 
 Indiabulls HFshort  9/12/19 23/12/19140.330.370.29-0.04 -13.53-6.77 
 short 20/01/20 22/06/201540.380.280.500.13 33.2916.658.75 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 China Minsheng Bkshort  7/06/21 11/10/211260.600.530.670.07 12.426.216.21 
 BBVA Banco Francéslong 23/09/13  7/10/13142.592.600.02 0.590.29 
 long 28/10/13  4/11/1372.942.68-0.25 -8.65-4.32 
 long 18/11/13  9/12/13212.892.54-0.35 -12.07-6.03 
 long 29/01/18  5/02/1876.696.04-0.65 -9.68-4.84 
 long 22/06/20 27/07/20351.752.150.40 23.0211.51 
 long 24/08/20 31/08/2071.661.680.02 1.300.65 
 long 11/10/21 26/10/21152.112.540.43 20.3610.186.10 
 Regionallong  3/09/12 12/11/12702.813.110.30 10.725.365.36 
 Axis Banklong 11/03/19  6/05/19560.870.960.09 9.964.984.98 
 Banco BPIlong  7/01/13 18/03/13701.021.110.08 8.234.114.11 
 FinecoBanklong 22/06/20 27/07/203512.1112.790.68 5.572.792.79 
 Bank of Bejingshort 24/07/17 29/01/181891.010.971.060.05 4.492.242.24 
 State Bank of Indialong  6/09/10 20/09/10140.500.520.02 4.402.202.20 
 Intesa Sanpaololong  4/09/06  5/03/071824.865.050.19 3.891.951.95 
 Resonashort  2/11/09  6/09/103080.080.070.080.00 3.641.821.82 
 ICICI Banklong 11/11/19  9/12/19280.630.670.04 6.623.31 
 long 23/12/19 20/01/20280.680.65-0.03 -4.56-2.280.95 
 Credit Suisseshort  7/06/21 11/10/211269.079.019.120.05 0.590.290.29 
 Montepiolong 17/07/17 24/07/1771.001.000.00 0.100.050.05 
 Standard Charteredlong 31/10/16 14/11/16147.927.920.00 0.000.000.00 
 Triodos Groenfondsshort 15/05/06  4/09/0611256.3056.9055.70-0.60 -1.07-0.53-0.53 
 UBI Bancalong 24/08/20 31/08/2073.693.63-0.06 -1.68-0.84-0.84 
 Banca Generalilong 11/11/19  9/12/192830.9030.02-0.88 -2.85-1.42-1.42 
 Commerzbanklong 17/07/17 24/07/17711.0510.56-0.49 -4.44-2.22-2.22 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Kotak Mahindra Banklong 23/11/20  7/06/211962.162.04-0.11 -5.23-2.62-2.62 
 Unicreditshort  9/04/12  3/09/1214715.2316.0414.43-0.80 -5.26-2.63-2.63 
 Banco Sabadelllong 11/10/21 26/10/21150.710.67-0.04 -5.63-2.82-2.82 
 Swedbankshort 15/05/06  4/09/0611220.1822.3218.04-2.14 -10.62-5.31-5.31 
 Aozora Banklong  6/02/12  9/04/12630.210.20-0.01 -3.52-1.76 
 short  6/05/19 11/11/191890.220.240.20-0.02 -7.93-3.97-5.66 
 Banco Popolareshort  5/12/16 12/12/1672.012.231.78-0.23 -11.37-5.68-5.68 
 China Everbright Bklong 13/04/15 18/05/15350.830.72-0.11 -12.75-6.37-6.37 
 Industrial Banklong 13/04/15 18/05/15353.152.53-0.62 -19.69-9.84 
 long 11/03/19  6/05/19562.542.550.01 0.450.22-9.64 
 Bank of Irelandlong  6/02/12  9/04/12634.353.15-1.20 -27.59-13.79-13.79 
 Banca Pop Milshort  9/04/12  3/09/121470.290.370.21-0.08 -27.74-13.87-13.87 
 Banco Comercialshort 17/10/16 31/10/16140.200.210.19-0.01 -3.67-1.84 
 short 14/11/16 28/11/16140.210.210.20-0.00 -2.25-1.13 
 short 13/03/17 17/07/171260.160.240.08-0.08 -52.50-26.25 
 long 29/01/18  5/02/1870.330.30-0.03 -9.35-4.67-31.77 
 Multitudeshort 27/07/20 24/08/20282.865.360.36-2.50 -87.41-43.71-43.71 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
21/09/17Yes Bankstock split 1:5 (five for one)
18/09/17Umweltbankstock split 1:5 (five for one)
10/07/17Bank of Irelandreverse split 30:1 (one for thirty)
23/01/17Unicreditreverse stock split 10:1 (one for ten)
24/10/16Banco Comercialreverse stock split 75:1 (one for seventyfive)
13/01/16BankenBanca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15Heartlandname change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
21/09/15Unipolre-joins the MIB as replacement for Autogrill
19/05/15Svenska Handelsbankex Split 1:3 (three for one)
11/03/15Banksfirst 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.