Wed, Oct 21st, 2020, 2:19UTC
 
RS Chart
Assessment - Banks - 10/19/20 - RS = 13
 ⇐ 
  instrument freshest Δday 10/19/20 Δwk 7/20/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note SOM Banks 140.199  Tue 0.15 140.019 0.13 148.019 -8.000 -5.40  USD -8.64 
real-time RS chart chart add note BBVA Banco Francés 142.150  Tue -0.11 142.300 -0.11 160.100 -17.800 -11.12  ARS 19.76 
real-time RS chart chart L add note Swedbank 147.920  Tue -0.38 148.480 -0.38 149.160 -0.680 -0.46  SEK 13.64 
real-time RS chart chart add note FinecoBank 12.010  Tue -1.44 12.185 -1.44 13.060 -0.875 -6.70  EUR 13.28 
real-time RS chart chart L add note China Merchants Bank 39.970  Tue -0.05 39.990 -0.05 37.270 2.720 7.30  CNY 12.04 
real-time RS chart chart L add note HDFC Bank 1,223.950  Tue 1.69 1,203.550 1.69 1,133.050 70.500 6.22  INR 11.84 
real-time RS chart chart add note Deutsche Bank 8.150  Tue 1.88 8.000 1.88 8.876 -0.876 -9.87  EUR 11.04 
real-time RS chart chart L add note Banco BPM 1.672  Tue 3.08 1.622 3.08 1.475 0.147 9.93  EUR 7.76 
real-time RS chart chart L add note Banca Generali 27.620  Tue 27.620 26.760 0.860 3.21  EUR 6.98 
real-time RS chart chart L add note KB Financial 40,750.000  Tue 0.12 40,700.000 0.12 36,900.000 3,800.000 10.30  KRW 6.82 
real-time RS chart chart add note Banco Macro 225.100  Tue -2.74 231.450 -2.74 248.050 -16.600 -6.69  ARS 6.50 
real-time RS chart chart L add note HDFC 2,015.300  Tue -0.80 2,031.500 -0.80 1,806.050 225.450 12.48  INR 6.23 
real-time RS chart chart add note Nordea Bank 6.714  Tue -0.19 6.727 -0.19 6.790 -0.063 -0.93  EUR 5.76 
real-time RS chart chart add note Umweltbank 12.000  Tue -0.83 12.100 -0.83 11.850 0.250 2.11  EUR 5.48 
real-time RS chart chart L add note Chiba Bank 570.000  Tue -0.70 574.000 -0.70 525.000 49.000 9.33  JPY 5.18 
real-time RS chart chart L add note ICICI Bank 414.600  Tue -0.60 417.100 -0.60 363.000 54.100 14.90  INR 4.93 
real-time RS chart chart add note National Bank CA 66.180  Tue -0.41 66.450 -0.41 63.310 3.140 4.96  CAD 4.66 
real-time RS chart chart L add note Cdn Imp Bk Comm 100.470  Tue 0.34 100.130 0.34 93.290 6.840 7.33  CAD 3.58 
real-time RS chart chart add note Nordea Bank 69.450  Tue -0.37 69.710 -0.37 69.780 -0.070 -0.10  SEK 3.49 
real-time RS chart chart add note China Everbright Bk 4.020  Tue -0.74 4.050 -0.74 4.040 0.010 0.25  CNY 3.28 
real-time RS chart chart add note S.E.B 85.440  Tue 0.38 85.120 0.38 90.260 -5.140 -5.69  SEK 3.14 
real-time RS chart chart L add note Industrial Bank 17.800  Tue 0.74 17.670 0.74 16.480 1.190 7.22  CNY 3.00 
real-time RS chart chart L add note Fukuoka 1,766.000  Tue -1.73 1,797.000 -1.73 1,706.000 91.000 5.33  JPY 1.93 
real-time RS chart chart L add note Triodos Groenfonds 59.980  Mon 0.08 59.980 58.900 1.080 1.83  EUR 1.89 
real-time RS chart chart add note Danske Bank 94.480  Tue 1.68 92.920 1.68 106.000 -13.080 -12.34  DKK 1.56 
  instrument freshest Δday 10/19/20 Δwk 7/20/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note UBS 11.220  Tue 2.65 10.930 2.65 11.265 -0.335 -2.97  CHF 1.23 
real-time RS chart chart L add note Heartland 1.370  Tue 1.370 1.260 0.110 8.73  NZD 0.73 
real-time RS chart chart L add note Royal Bank CA 95.900  Tue -0.26 96.150 -0.26 94.940 1.210 1.27  CAD 0.30 
real-time RS chart chart add note Commerzbank 4.543  Tue 3.16 4.404 3.16 4.631 -0.227 -4.90  EUR 0.16 
real-time RS chart chart add note Shizuoka Bank 718.000  Tue -1.10 726.000 -1.10 711.000 15.000 2.11  JPY 0.14 
real-time RS chart chart L add note ANZ Banking NZ 20.780  Tue -0.81 20.950 -0.81 19.470 1.480 7.60  NZD -0.60 
real-time RS chart chart L add note DNB 138.500  Tue 0.14 138.300 0.14 146.450 -8.150 -5.57  NOK -0.80 
real-time RS chart chart add note Commonwealth Bank 69.140  Tue -1.24 70.010 -1.24 71.990 -1.980 -2.75  AUD -1.00 
real-time RS chart chart L add note American Express 103.140  Tue 0.65 102.470 0.65 94.000 8.470 9.01  USD -1.03 
real-time RS chart chart L add note DBS Bank 21.300  Tue -1.25 21.570 -1.25 21.290 0.280 1.32  SGD -1.45 
real-time RS chart chart L add note Axis Bank 493.950  Tue 0.20 492.950 0.20 434.000 58.950 13.58  INR -1.47 
real-time RS chart chart L add note ANZ Banking AU 19.320  Tue -0.97 19.510 -0.97 18.250 1.260 6.90  AUD -1.54 
real-time RS chart chart L add note Bank Montreal 80.860  Tue 1.35 79.780 1.35 74.380 5.400 7.26  CAD -1.69 
real-time RS chart chart L add note IndusInd Bank 625.250  Tue -0.30 627.100 -0.30 528.750 98.350 18.60  INR -1.93 
real-time RS chart chart L add note National Australia B 19.190  Tue -1.08 19.400 -1.08 17.810 1.590 8.93  AUD -2.09 
real-time RS chart chart L add note Kotak Mahindra Bank 1,368.800  Tue -0.57 1,376.700 -0.57 1,319.050 57.650 4.37  INR -2.14 
real-time RS chart chart add note Banca Mediolanum 6.430  Tue -1.00 6.495 -1.00 6.780 -0.285 -4.20  EUR -2.59 
real-time RS chart chart L add note Westpac Banking 18.510  Tue -1.44 18.780 -1.44 17.680 1.100 6.22  AUD -2.82 
real-time RS chart chart L add note Credit Suisse 9.860  Tue 0.45 9.816 0.45 10.050 -0.234 -2.33  CHF -3.31 
real-time RS chart chart L add note Shinsei Bank 1,342.000  Tue -0.96 1,355.000 -0.96 1,298.000 57.000 4.39  JPY -5.28 
real-time RS chart chart add note Ind and Comm Bk 4.980  Tue -0.80 5.020 -0.80 5.130 -0.110 -2.14  CNY -5.74 
real-time RS chart chart add note Agricultural Bank 3.180  Tue -0.93 3.210 -0.93 3.320 -0.110 -3.31  CNY -6.14 
real-time RS chart chart L add note Bankia 1.145  Tue -0.78 1.154 -0.78 1.125 0.029 2.58  EUR -6.14 
real-time RS chart chart add note BNY Mellon 37.100  Tue 0.38 36.960 0.38 35.940 1.020 2.84  USD -6.56 
real-time RS chart chart L add note JP Morgan Chase 100.370  Tue 0.57 99.800 0.57 97.300 2.500 2.57  USD -6.94 
  instrument freshest Δday 10/19/20 Δwk 7/20/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart L add note U.S. Bancorp 39.210  Tue 0.62 38.970 0.62 35.570 3.400 9.56  USD -7.02 
real-time RS chart chart add note China Constr Bk HK 5.600  Tue -1.06 5.660 -1.06 6.090 -0.430 -7.06  HKD -7.05 
real-time RS chart chart S add note China Minsheng Bk 5.350  Tue -0.93 5.400 -0.93 5.700 -0.300 -5.26  CNY -7.24 
real-time RS chart chart L add note Woori Financial 8,570.000  Tue -0.35 8,600.000 -0.35 8,970.000 -370.000 -4.12  KRW -7.32 
real-time RS chart chart S add note Bank of China 3.210  Tue -0.93 3.240 -0.93 3.460 -0.220 -6.36  CNY -7.37 
real-time RS chart chart L add note OCBC 8.710  Tue -0.46 8.750 -0.46 9.180 -0.430 -4.68  SGD -7.83 
real-time RS chart chart L add note State Bank of India 203.050  Tue -0.47 204.000 -0.47 190.750 13.250 6.95  INR -7.99 
real-time RS chart chart add note Mediobanca 6.650  Tue 1.03 6.582 1.03 7.202 -0.620 -8.61  EUR -8.18 
real-time RS chart chart add note Toronto-Dominion 59.240  Tue -0.19 59.350 -0.19 61.720 -2.370 -3.84  CAD -8.25 
real-time RS chart chart L add note IBK 8,210.000  Tue -0.12 8,220.000 -0.12 8,330.000 -110.000 -1.32  KRW -8.59 
real-time RS chart chart L add note Bank Nova Scotia 55.580  Tue -0.32 55.760 -0.32 56.060 -0.300 -0.54  CAD -8.88 
real-time RS chart chart add note Resona 351.500  Tue -1.01 355.100 -1.01 380.100 -25.000 -6.58  JPY -9.43 
real-time RS chart chart add note ICBC 4.540  Tue -0.87 4.580 -0.87 4.870 -0.290 -5.95  HKD -9.84 
real-time RS chart chart L add note United Overseas Bank 19.630  Tue -0.36 19.700 -0.36 20.550 -0.850 -4.14  SGD -9.91 
real-time RS chart chart add note Unipol 3.514  Tue 0.34 3.502 0.34 3.736 -0.234 -6.26  EUR -11.02 
real-time RS chart chart add note Bank of Comm 4.570  Tue -0.65 4.600 -0.65 4.960 -0.360 -7.26  CNY -11.03 
real-time RS chart chart add note Bank of America 24.140  Tue 1.77 23.720 1.77 23.580 0.140 0.59  USD -11.30 
real-time RS chart chart add note Bank of China (HK) 21.300  Tue -0.47 21.400 -0.47 22.450 -1.050 -4.68  HKD -11.47 
real-time RS chart chart add note Bank of China 2.540  Tue -1.55 2.580 -1.55 2.780 -0.200 -7.19  HKD -11.47 
real-time RS chart chart S add note Shanghai Pudong 9.580  Tue -0.73 9.650 -0.73 11.520 -1.870 -16.23  CNY -11.57 
real-time RS chart chart L add note Suncorp-Metway 8.910  Tue -1.00 9.000 -1.00 9.050 -0.050 -0.55  AUD -11.58 
real-time RS chart chart S add note Svenska Handelsbank 79.080  Tue 0.23 78.900 0.23 88.300 -9.400 -10.65  SEK -11.88 
real-time RS chart chart add note Banco Santander MX 16.140  Tue 4.06 15.640 3.20 14.950 0.690 4.62  MXN -12.11 
real-time RS chart chart S add note BNP Paribas 33.115  Tue 1.72 32.765 1.07 38.010 -5.245 -13.80  EUR -12.25 
real-time RS chart chart L add note Sumitomo Mitsui Trst 2,859.500  Tue -0.40 2,871.000 -0.40 2,984.000 -113.000 -3.79  JPY -14.41 
  instrument freshest Δday 10/19/20 Δwk 7/20/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart S add note Intesa Sanpaolo 1.580  Tue 1.30 1.560 1.30 1.854 -0.295 -15.89  EUR -14.78 
real-time RS chart chart L add note Aareal Bank 17.080  Tue 0.83 16.940 0.83 16.600 0.340 2.05  EUR -15.41 
real-time RS chart chart S add note Indiabulls HF 152.500  Tue -0.39 153.100 -0.39 221.850 -68.750 -30.99  INR -15.72 
real-time RS chart chart S add note Bank of East Asia 14.280  Tue 0.14 14.260 0.14 18.000 -3.740 -20.78  HKD -16.19 
real-time RS chart chart L add note Regional 61.390  Tue 3.06 59.590 3.02 59.220 0.370 0.62  MXN -16.36 
real-time RS chart chart S add note KBC 44.580  Tue -0.27 44.410 0.38 53.500 -9.090 -16.99  EUR -16.61 
real-time RS chart chart add note Bank of Communicats 3.880  Tue -1.77 3.950 -1.77 4.510 -0.560 -12.42  HKD -16.67 
real-time RS chart chart add note Hang Seng Bank 114.000  Tue 114.000 128.500 -14.500 -11.28  HKD -17.76 
real-time RS chart chart L add note NatWest 115.450  Tue 0.39 115.000 0.39 119.450 -4.450 -3.73  GBP -18.05 
real-time RS chart chart S add note Credit Agricole 7.436  Tue 0.68 7.388 0.65 9.130 -1.742 -19.08  EUR -18.27 
real-time RS chart chart add note Aozora Bank 1,755.000  Tue 0.06 1,754.000 0.06 1,940.000 -186.000 -9.59  JPY -19.94 
real-time RS chart chart L add note Bank of Ireland 1.837  Tue 0.66 1.825 0.66 1.829 -0.004 -0.22  EUR -20.03 
real-time RS chart chart L add note Ferratum 4.180  Tue -2.34 4.280 -2.34 3.350 0.930 27.76  EUR -20.85 
real-time RS chart chart L add note Banco del Bajio 17.420  Tue 0.11 17.480 -0.34 18.200 -0.720 -3.96  MXN -20.96 
real-time RS chart chart L add note ABN AMRO 7.380  Tue -0.78 7.450 -0.94 8.220 -0.770 -9.37  EUR -21.02 
real-time RS chart chart S add note Sberbank 8.894  Tue 1.83 8.734 1.83 10.360 -1.626 -15.69  EUR -21.33 
real-time RS chart chart add note Standard Chartered 380.600  Tue 0.53 378.600 0.53 442.300 -63.700 -14.40  GBP -21.33 
real-time RS chart chart S add note Citigroup 43.520  Tue 1.45 42.900 1.45 50.140 -7.240 -14.44  USD -22.67 
real-time RS chart chart S add note Raiffeisen Bank Int 13.200  Tue 0.30 13.160 0.30 16.550 -3.390 -20.48  EUR -23.05 
real-time RS chart chart S add note Erste Group Bank 18.010  Tue 0.84 17.860 0.84 22.040 -4.180 -18.97  EUR -23.41 
real-time RS chart chart S add note Unicredit 7.056  Tue 2.32 6.896 2.32 8.838 -1.942 -21.97  EUR -23.45 
real-time RS chart chart S add note Bankinter 3.450  Tue -1.71 3.510 -1.71 4.325 -0.815 -18.84  EUR -23.81 
real-time RS chart chart L add note Lloyds Bank 27.175  Tue 0.20 27.120 0.20 30.410 -3.290 -10.82  GBP -26.63 
real-time RS chart chart add note HSBC 30.800  Tue -0.32 30.900 -0.32 36.600 -5.700 -15.57  HKD -27.73 
real-time RS chart chart add note HSBC 308.550  Tue -0.23 309.250 -0.23 374.300 -65.050 -17.38  GBP -28.34 
  instrument freshest Δday 10/19/20 Δwk 7/20/20  prc diff Δ13  Curr ∅-RS
real-time RS chart chart add note Banco Bilbao Viz 2.428  Tue 3.06 2.356 3.06 3.194 -0.838 -26.24  EUR -28.79 
real-time RS chart chart add note Societe Generale 12.608  Tue 2.54 12.262 2.82 15.698 -3.436 -21.89  EUR -29.39 
real-time RS chart chart S add note VTB Bank 0.648  Tue -2.41 0.664 -2.41 0.796 -0.133 -16.65  EUR -29.56 
real-time RS chart chart L add note Wells Fargo 22.810  Tue 1.20 22.540 1.20 24.570 -2.030 -8.26  USD -30.09 
real-time RS chart chart add note Banco Santander 1.700  Tue 2.77 1.654 2.77 2.210 -0.556 -25.17  EUR -31.68 
real-time RS chart chart S add note Banco Comercial 0.077  Tue -1.03 0.078 -1.28 0.110 -0.032 -29.03  EUR -36.09 
real-time RS chart chart add note Banco Sabadell 0.281  Tue 0.72 0.279 0.72 0.337 -0.059 -17.36  EUR -39.28 
real-time RS chart chart add note Gentera 6.180  Tue -0.32 6.230 -0.80 8.860 -2.630 -29.68  MXN -43.86 
real-time RS chart chart add note Yes Bank 12.900  Tue 12.900 19.450 -6.550 -33.68  INR -48.97 
real-time RS chart chart S add note BPER Banca 1.300  Tue 9.75 1.185 9.75 2.487 -1.303 -52.37  EUR -55.64 
 Banks - 109 out of 109 instruments rated - 10/19/20 / 7/20/20 - 39 did rise, Market-Ratio(13) = 35.78 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
1/04/16 scale up chart 10/19/20
 


Transactions Banks * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces Currprc 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  88  EUR 56.300  56.900 55.700  -0.600 -1  9,947 -3  
          RT RS QC  Swedbank 50  26  SEK 189.000  208.500 169.500  -19.500 -10  9,440 -30  
100 -6 -17 
long 9/04/06   3/05/07 182  RT RS QC  Intesa Sanpaolo 50  971  EUR 4.857  5.046    0.189 4  9,624 8  
          RT RS QC  Sberbank 50  597  EUR 7.900  13.700    5.800 73  13,086 202  
100 39 93 
short 3/05/07   4/20/09 777  RT RS QC  Shinsei Bank 50  107  JPY 60.800  13.500 273.825  213.025 350  35,880 103  
          RT RS QC  Sumitomo Mitsui Trst 50  52  JPY 124.300  31.700 487.397  363.097 292  54,761 90  
100 321 97 
long 4/20/09  11/02/09 196  RT RS QC  Banco Popular 50  880  EUR 31.100  30.150    -0.950 -3  53,925 -6  
          RT RS QC  Shanghai Pudong 50  2,212  CNY 12.380  17.670    5.290 43  65,627 94  
100 20 40 
short 11/02/09   9/06/10 308  RT RS QC  Resona 50  3,191  JPY 10.280  8.140 12.983  2.703 26  74,251 32  
          RT RS QC  Shinsei Bank 50  2,781  JPY 11.800  6.500 21.422  9.622 82  101,008 103  
100 54 67 
long 9/06/10   9/20/10 14  RT RS QC  Banco Macro 50  3,237  ARS 15.600  18.500    2.900 19  110,395 8,421  
          RT RS QC  State Bank of India 50  1,693  INR 29.825  31.443    1.618 5  113,135 296  
100 12 1,823 
short 9/20/10   2/06/12 504  RT RS QC  Piraeus Bank 50  1  EUR 38,964.000  11,800.000 128,660.449  89,696.449 230  202,831 138  
          RT RS QC  National Bank Greece 50  6  EUR 12,350.100  4,260.000 35,803.984  23,453.884 190  343,554 116  
100 204 124 
long 2/06/12   4/09/12 63  RT RS QC  Bank of Ireland 50  39,488  EUR 4.350  3.150    -1.200 -28  296,169 -85  
          RT RS QC  Aozora Bank 50  8,219  JPY 20.900  21.400    0.500 2  300,278 15  
100 -13 -54 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 4/09/12   9/03/12 147  RT RS QC  Banca Pop Mil 50  514,174  EUR 0.292  0.373 0.211  -0.081 -28  258,630 -55  
          RT RS QC  Unicredit 50  9,855  EUR 15.234  16.036 14.432  -0.802 -5  250,726 -13  
100 -17 -36 
long 9/03/12  11/12/12 70  RT RS QC  Regional 50  2,687  MXN 46.650  52.240    5.590 12  265,747 80  
          RT RS QC  Alpha Bank 50  1,871  EUR 67.000  78.000    11.000 16  286,328 121  
100 14 100 
short 11/12/12   1/07/13 56  RT RS QC  Banco Popular 50  28,071  EUR 5.100  3.500 7.431  2.331 46  351,772 1,063  
          RT RS QC  Bankia 50  2,869  EUR 49.888  25.796 96.481  46.593 93  485,447 7,262  
100 70 3,023 
long 1/07/13   3/18/13 70  RT RS QC  Banco BPI 50  237,730  EUR 1.021  1.105    0.084 8  505,416 51  
          RT RS QC  Shinsei Bank 50  13,484  JPY 18.000  22.800    4.800 27  570,139 243  
100 17 131 
short 3/18/13   9/23/13 189  RT RS QC  Bankia 50  21,814  EUR 13.068  3.252 52.513  39.445 302  1,430,595 1,367  
          RT RS QC  Eurobank Ergasias 50  1,055  EUR 270.000  61.000 1,195.082  925.082 343  2,406,556 1,669  
100 322 1,515 
long 9/23/13  10/07/13 14  RT RS QC  Banco Macro 50  58,553  ARS 20.550  21.800    1.250 6  2,479,747 366  
          RT RS QC  BBVA Banco Francés 50  60,926  ARS 19.750  20.550    0.800 4  2,528,488 182  
100 5 263 
short 10/07/13  10/28/13 21  RT RS QC  Banif 50  126,424,403  EUR 0.010  0.008 0.013  0.003 25  2,844,549 4,735  
          RT RS QC  Eurobank Ergasias 50  24,312  EUR 52.000  69.000 35.000  -17.000 -33  2,431,245 -100  
100 -4 -49 
long 10/28/13  11/04/13 7  RT RS QC  Banco Macro 50  49,215  ARS 24.700  23.650    -1.050 -4  2,379,569 -90  
          RT RS QC  BBVA Banco Francés 50  50,970  ARS 23.850  21.550    -2.300 -10  2,262,338 -99  
100 -7 -98 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 11/04/13  11/18/13 14  RT RS QC  Banif 50  141,396,145  EUR 0.008  0.008 0.008  0.000 0  2,262,338 0  
          RT RS QC  Eurobank Ergasias 50  17,402  EUR 65.000  58.000 72.845  7.845 12  2,398,854 1,851  
100 6 361 
long 11/18/13  12/09/13 21  RT RS QC  Banco Macro 50  50,502  ARS 23.750  23.800    0.050 0  2,401,379 4  
          RT RS QC  BBVA Banco Francés 50  51,257  ARS 23.400  21.800    -1.600 -7  2,319,367 -71  
100 -3 -44 
short 12/09/13   4/13/15 490  RT RS QC  Banif 50  128,853,746  EUR 0.009  0.008 0.011  0.002 20  2,551,304 15  
          RT RS QC  Eurobank Ergasias 50  21,085  EUR 55.000  11.100 272.523  217.523 395  7,137,766 229  
100 208 131 
long 4/13/15   5/18/15 35  RT RS QC  Industrial Bank 50  172,493  CNY 20.690  17.750    -2.940 -14  6,630,637 -80  
          RT RS QC  China Everbright Bk 50  656,045  CNY 5.440  5.070    -0.370 -7  6,387,900 -52  
100 -11 -69 
short 5/18/15   9/26/16 497  RT RS QC  Alpha Bank 50  210,128  EUR 15.200  1.530 151.007  135.807 893  34,924,648 440  
          RT RS QC  Piraeus Bank 50  3,722  EUR 858.000  2.700 272,653.333  271,795.333 31,678  1,047m 6,780  
100 16,284 4,130 
long 9/26/16  10/17/16 21  RT RS QC  Banco Macro 50  4,536,397  ARS 115.350  121.300    5.950 5  1,074m 140  
          RT RS QC  Sberbank 50  61,187,264  EUR 8.552  8.554    0.002 0  1,074m 0  
100 3 56 
short 10/17/16  10/31/16 14  RT RS QC  Banco Comercial 50  2665,493,583  EUR 0.201  0.209 0.194  -0.007 -4  1,054m -62  
          RT RS QC  Banco Popular 50  516,183,084  EUR 1.040  0.999 1.083  0.043 4  1,076m 185  
100 0 6 
long 10/31/16  11/14/16 14  RT RS QC  Standard Chartered 50  75,570,809  GBP 7.119  7.119    0.000 0  1,076m 0  
          RT RS QC  Sberbank 50  62,317,686  EUR 8.633  8.633    0.000 0  1,076m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 11/14/16  11/28/16 14  RT RS QC  Banco Comercial 50  2576,573,708  EUR 0.209  0.214 0.204  -0.005 -2  1,064m -45  
          RT RS QC  Banco Popular 50  538,527,117  EUR 0.999  0.851 1.173  0.174 17  1,157m 6,433  
100 8 570 
long 11/28/16  12/05/16 7  RT RS QC  Bank of America 50  28,465,554  USD 20.330  22.160    1.830 9  1,210m 8,850  
          RT RS QC  Sberbank 50  62,684,654  EUR 9.232  9.615    0.383 4  1,234m 733  
100 7 2,667 
short 12/05/16  12/12/16 7  RT RS QC  Banco Popolare 50  307,455,042  EUR 2.006  2.234 1.778  -0.228 -11  1,163m -100  
          RT RS QC  Banco Popular 50  647,171,895  EUR 0.953  1.013 0.893  -0.060 -6  1,125m -97  
100 -9 -99 
long 12/12/16   3/13/17 91  RT RS QC  Bank of America 50  24,869,074  USD 22.610  25.300    2.690 12  1,191m 57  
          RT RS QC  Sberbank 50  50,226,869  EUR 11.195  10.460    -0.735 -7  1,155m -24  
100 3 11 
short 3/13/17   7/17/17 126  RT RS QC  Gentera 50  21,309,719  MXN 27.090  28.070 26.110  -0.980 -4  1,134m -10  
          RT RS QC  Banco Comercial 50  3608,002,125  EUR 0.160  0.244 0.076  -0.084 -53  831m -88  
100 -28 -61 
long 7/17/17   7/24/17 7  RT RS QC  Commerzbank 50  37,600,947  EUR 11.045  10.555    -0.490 -4  812m -91  
          RT RS QC  Montepio 50  415,718,183  EUR 0.999  1.000    0.001 0  813m 5  
100 -2 -68 
short 7/24/17   1/29/18 189  RT RS QC  Gentera 50  14,683,703  MXN 27.670  16.600 46.122  18.452 67  1,084m 168  
          RT RS QC  Bank of Bejing 50  50,978,433  CNY 7.970  7.610 8.347  0.377 5  1,103m 9  
100 36 80 
long 1/29/18   2/05/18 7  RT RS QC  BBVA Banco Francés 50  3,403,585  ARS 162.000  146.250    -15.750 -10  1,049m -100  
          RT RS QC  Banco Comercial 50  1673,386,654  EUR 0.330  0.299    -0.031 -9  998m -99  
100 -10 -99 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 2/05/18   3/11/19 399  RT RS QC  Gentera 50  30,695,843  MXN 16.250  15.850 16.660  0.410 3  1,010m 2  
          RT RS QC  VTB Bank 50  330,336,060  EUR 1.510  1.040 2.192  0.682 45  1,236m 41  
100 24 22 
long 3/11/19   5/06/19 56  RT RS QC  Industrial Bank 50  32,010,999  CNY 19.300  19.340    0.040 0  1,237m 1  
          RT RS QC  Axis Bank 50  8,795,733  INR 70.240  74.745    4.505 6  1,277m 50  
100 3 24 
short 5/06/19  11/11/19 189  RT RS QC  Aozora Bank 50  23,560,904  JPY 27.090  28.340 25.840  -1.250 -5  1,247m -9  
          RT RS QC  Yes Bank 50  38,391,874  INR 16.625  7.300 37.862  21.237 128  2,062m 390  
100 62 153 
long 11/11/19  12/09/19 28  RT RS QC  Banca Generali 50  33,372,093  EUR 30.900  30.020    -0.880 -3  2,033m -31  
          RT RS QC  ICICI Bank 50  20,756,797  INR 49.680  52.650    2.970 6  2,095m 113  
100 2 22 
short 12/09/19  12/23/19 14  RT RS QC  Indiabulls HF 50  40,445,561  INR 25.895  29.590 22.200  -3.695 -14  1,945m -98  
          RT RS QC  Yes Bank 50  186,193,392  INR 5.625  4.965 6.373  0.748 13  2,084m 2,489  
100 0 -12 
long 12/23/19   1/20/20 28  RT RS QC  Banco Macro 50  3,996,254  ARS 260.800  278.150    17.350 7  2,154m 132  
          RT RS QC  ICICI Bank 50  19,254,074  INR 54.130  52.570    -1.560 -3  2,124m -32  
100 2 28 
short 1/20/20   6/22/20 154  RT RS QC  Indiabulls HF 50  34,884,111  INR 30.440  24.220 38.257  7.817 26  2,396m 72  
          RT RS QC  Yes Bank 50  235,187,685  INR 4.515  2.775 7.346  2.831 63  3,062m 217  
100 44 138 
long 6/22/20   7/27/20 35  RT RS QC  BBVA Banco Francés 50  11,131,458  ARS 137.550  182.050    44.500 32  3,558m 1,760  
          RT RS QC  FinecoBank 50  126,435,348  EUR 12.110  12.785    0.675 6  3,643m 76  
100 19 512 
L/Sdate buy date selldays instrumentsplpieces Currprc buyprc sellps shortprc diffd %assetyield 
short 7/27/20   8/24/20 28  RT RS QC  Ferratum 50  636,880,745  EUR 2.860  5.360 0.360  -2.500 -87  2,051m -100  
          RT RS QC  Yes Bank 50  1480,877,182  INR 1.230  1.480 0.980  -0.250 -20  1,681m -95  
100 -54 -100 
long 8/24/20   8/31/20 7  RT RS QC  BBVA Banco Francés 50  5,815,005  ARS 144.500  149.050    4.550 3  1,707m 404  
          RT RS QC  UBI Banca 50  227,591,680  EUR 3.692  3.630    -0.062 -2  1,693m -59  
100 1 46 
short 8/31/20  10/20/20 50  RT RS QC  Gentera 50  117,888,878  MXN 7.180  6.180 8.342  1.162 16  1,830m 199  
          RT RS QC  Yes Bank 50  589,855,157  INR 1.435  1.290 1.596  0.161 11  1,925m 118  
100 14 155 
accum 5/15/06 10/20/205273 days out of 5406 invested (98%) 19,249,812 1,925m 132  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort  9/20/10  2/06/1250438,964.0011,800.00128,660.4589,696.45 230.2050115.10 
 short  5/18/15  9/26/16497858.002.70272,653.33271,795.33 31,677.7815,838.8934,184.82 
 Eurobank Ergasiasshort  3/18/13  9/23/13189270.0061.001,195.08925.08 342.62171.31 
 short 10/07/13 10/28/132152.0069.0035.00-17.00 -32.69-16.35 
 short 11/04/13 11/18/131465.0058.0072.847.84 12.076.03 
 short 12/09/13  4/13/1549055.0011.10272.52217.52 395.50197.75616.56 
 Alpha Banklong  9/03/12 11/12/127067.0078.0011.00 16.428.21 
 short  5/18/15  9/26/1649715.201.53151.01135.81 893.46446.73491.61 
 Shinsei Bankshort  3/05/07  4/20/0977760.8013.50273.83213.03 350.37175.19 
 short 11/02/09  9/06/1030811.806.5021.429.62 81.5440.77 
 long  1/07/13  3/18/137018.0022.804.80 26.6713.33339.03 
 Bankiashort 11/12/12  1/07/135649.8925.8096.4846.59 93.3946.70 
 short  3/18/13  9/23/1318913.073.2552.5139.45 301.84150.92268.10 
 Sumitomo Mitsui Trstshort  3/05/07  4/20/09777124.3031.70487.40363.10 292.11146.06146.06 
 Yes Bankshort  5/06/19 11/11/1918916.637.3037.8621.24 127.7463.87 
 short 12/09/19 12/23/19145.634.976.370.75 13.296.65 
 short  1/20/20  6/22/201544.522.787.352.83 62.7031.35 
 short  7/27/20  8/24/20281.231.480.98-0.25 -20.33-10.16 
 short  8/31/20 10/20/20501.441.291.600.16 11.245.62117.81 
 National Bank Greeceshort  9/20/10  2/06/1250412,350.104,260.0035,803.9823,453.88 189.9194.9594.95 
 Genterashort  3/13/17  7/17/1712627.0928.0726.11-0.98 -3.62-1.81 
 short  7/24/17  1/29/1818927.6716.6046.1218.45 66.6933.34 
 short  2/05/18  3/11/1939916.2515.8516.660.41 2.521.26 
 short  8/31/20 10/20/20507.186.188.341.16 16.188.0943.31 
 Sberbanklong  9/04/06  3/05/071827.9013.705.80 73.4236.71 
 long  9/26/16 10/17/16218.558.550.00 0.020.01 
 long 10/31/16 11/14/16148.638.630.00 0.000.00 
 long 11/28/16 12/05/1679.239.620.38 4.152.07 
 long 12/12/16  3/13/179111.2010.46-0.73 -6.57-3.2834.98 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banco Popularlong  4/20/09 11/02/0919631.1030.15-0.95 -3.05-1.53 
 short 11/12/12  1/07/13565.103.507.432.33 45.7122.86 
 short 10/17/16 10/31/16141.041.001.080.04 4.112.05 
 short 11/14/16 11/28/16141.000.851.170.17 17.398.69 
 short 12/05/16 12/12/1670.951.010.89-0.06 -6.30-3.1529.97 
 Banifshort 10/07/13 10/28/13210.010.010.010.00 25.0012.50 
 short 11/04/13 11/18/13140.010.010.010.00 0.000.00 
 short 12/09/13  4/13/154900.010.010.010.00 20.0010.0023.75 
 VTB Bankshort  2/05/18  3/11/193991.511.042.190.68 45.1922.6022.60 
 Shanghai Pudonglong  4/20/09 11/02/0919612.3817.675.29 42.7321.3721.37 
 Banco Macrolong  9/06/10  9/20/101415.6018.502.90 18.599.29 
 long  9/23/13 10/07/131420.5521.801.25 6.083.04 
 long 10/28/13 11/04/13724.7023.65-1.05 -4.25-2.13 
 long 11/18/13 12/09/132123.7523.800.05 0.210.11 
 long  9/26/16 10/17/1621115.35121.305.95 5.162.58 
 long 12/23/19  1/20/2028260.80278.1517.35 6.653.3316.95 
 Resonashort 11/02/09  9/06/1030810.288.1412.982.70 26.2913.1413.14 
 Bank of Americalong 11/28/16 12/05/16720.3322.161.83 9.004.50 
 long 12/12/16  3/13/179122.6125.302.69 11.905.9510.72 
 Regionallong  9/03/12 11/12/127046.6552.245.59 11.985.995.99 
 BBVA Banco Francéslong  9/23/13 10/07/131419.7520.550.80 4.052.03 
 long 10/28/13 11/04/13723.8521.55-2.30 -9.64-4.82 
 long 11/18/13 12/09/132123.4021.80-1.60 -6.84-3.42 
 long  1/29/18  2/05/187162.00146.25-15.75 -9.72-4.86 
 long  6/22/20  7/27/2035137.55182.0544.50 32.3516.18 
 long  8/24/20  8/31/207144.50149.054.55 3.151.575.29 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Indiabulls HFshort 12/09/19 12/23/191425.9029.5922.20-3.70 -14.27-7.13 
 short  1/20/20  6/22/2015430.4424.2238.267.82 25.6812.844.79 
 Banco BPIlong  1/07/13  3/18/13701.021.110.08 8.234.114.11 
 Axis Banklong  3/11/19  5/06/195670.2474.754.51 6.413.213.21 
 FinecoBanklong  6/22/20  7/27/203512.1112.790.68 5.572.792.79 
 State Bank of Indialong  9/06/10  9/20/101429.8331.441.62 5.422.712.71 
 Bank of Bejingshort  7/24/17  1/29/181897.977.618.350.38 4.732.372.37 
 Intesa Sanpaololong  9/04/06  3/05/071824.865.050.19 3.891.951.95 
 ICICI Banklong 11/11/19 12/09/192849.6852.652.97 5.982.99 
 long 12/23/19  1/20/202854.1352.57-1.56 -2.88-1.441.51 
 Montepiolong  7/17/17  7/24/1771.001.000.00 0.100.050.05 
 Standard Charteredlong 10/31/16 11/14/16147.127.120.00 0.000.000.00 
 Triodos Groenfondsshort  5/15/06  9/04/0611256.3056.9055.70-0.60 -1.07-0.53-0.53 
 UBI Bancalong  8/24/20  8/31/2073.693.63-0.06 -1.68-0.84-0.84 
 Aozora Banklong  2/06/12  4/09/126320.9021.400.50 2.391.20 
 short  5/06/19 11/11/1918927.0928.3425.84-1.25 -4.61-2.31-1.14 
 Banca Generalilong 11/11/19 12/09/192830.9030.02-0.88 -2.85-1.42-1.42 
 Commerzbanklong  7/17/17  7/24/17711.0510.56-0.49 -4.44-2.22-2.22 
 Unicreditshort  4/09/12  9/03/1214715.2316.0414.43-0.80 -5.26-2.63-2.63 
 China Everbright Bklong  4/13/15  5/18/15355.445.07-0.37 -6.80-3.40-3.40 
 Swedbankshort  5/15/06  9/04/06112189.00208.50169.50-19.50 -10.32-5.16-5.16 
 Banco Popolareshort 12/05/16 12/12/1672.012.231.78-0.23 -11.37-5.68-5.68 
 Industrial Banklong  4/13/15  5/18/153520.6917.75-2.94 -14.21-7.10 
 long  3/11/19  5/06/195619.3019.340.04 0.210.10-7.01 
 Bank of Irelandlong  2/06/12  4/09/12634.353.15-1.20 -27.59-13.79-13.79 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banca Pop Milshort  4/09/12  9/03/121470.290.370.21-0.08 -27.74-13.87-13.87 
 Banco Comercialshort 10/17/16 10/31/16140.200.210.19-0.01 -3.67-1.84 
 short 11/14/16 11/28/16140.210.210.20-0.00 -2.25-1.13 
 short  3/13/17  7/17/171260.160.240.08-0.08 -52.50-26.25 
 long  1/29/18  2/05/1870.330.30-0.03 -9.35-4.67-31.77 
 Ferratumshort  7/27/20  8/24/20282.865.360.36-2.50 -87.41-43.71-43.71 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
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)
6/05/17Bankiareverse split 4:1 (one for four)
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
6/21/15Ferratumrecording started
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.