Share-o-matic - Open Transactions

Wed, Oct 21st, 2020, 2:19UTC

Assessment - Banks - 10/19/20 - RS = 13

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

1/04/16	scale up chart	10/19/20

Transactions Banks * A13 - 79/73 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					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		Intesa Sanpaolo	50	971	EUR	4.857	5.046		0.189	4	9,624	8
					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		Shinsei Bank	50	107	JPY	60.800	13.500	273.825	213.025	350	35,880	103
					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		Banco Popular	50	880	EUR	31.100	30.150		-0.950	-3	53,925	-6
					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		Resona	50	3,191	JPY	10.280	8.140	12.983	2.703	26	74,251	32
					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		Banco Macro	50	3,237	ARS	15.600	18.500		2.900	19	110,395	8,421
					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		Piraeus Bank	50	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					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		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	15
100							-13							-54
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/09/12	9/03/12	147		Banca Pop Mil	50	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					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		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					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		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					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		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					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		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					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		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					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		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					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		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-99
100							-7							-98
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/04/13	11/18/13	14		Banif	50	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					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		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					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		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					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		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					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		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					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		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					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		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					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		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	0
100							0							0
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/14/16	11/28/16	14		Banco Comercial	50	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					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		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					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		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					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		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					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		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					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		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					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		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					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		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-99
100							-10							-99
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/05/18	3/11/19	399		Gentera	50	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					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		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					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		Aozora Bank	50	23,560,904	JPY	27.090	28.340	25.840	-1.250	-5	1,247m	-9
					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		Banca Generali	50	33,372,093	EUR	30.900	30.020		-0.880	-3	2,033m	-31
					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		Indiabulls HF	50	40,445,561	INR	25.895	29.590	22.200	-3.695	-14	1,945m	-98
					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		Banco Macro	50	3,996,254	ARS	260.800	278.150		17.350	7	2,154m	132
					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		Indiabulls HF	50	34,884,111	INR	30.440	24.220	38.257	7.817	26	2,396m	72
					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		BBVA Banco Francés	50	11,131,458	ARS	137.550	182.050		44.500	32	3,558m	1,760
					FinecoBank	50	126,435,348	EUR	12.110	12.785		0.675	6	3,643m	76
100							19							512
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	7/27/20	8/24/20	28		Ferratum	50	636,880,745	EUR	2.860	5.360	0.360	-2.500	-87	2,051m	-100
					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		BBVA Banco Francés	50	5,815,005	ARS	144.500	149.050		4.550	3	1,707m	404
					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		Gentera	50	117,888,878	MXN	7.180	6.180	8.342	1.162	16	1,830m	199
					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	10/20/20	5273	days out of 5406 invested (98%)								19,249,812		1,925m	132

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Bank	short	9/20/10	2/06/12	504	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	5/18/15	9/26/16	497	858.00	2.70	272,653.33	271,795.33	31,677.78		15,838.89	34,184.82
Eurobank Ergasias	short	3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Bank	long	9/03/12	11/12/12	70	67.00	78.00		11.00	16.42		8.21
	short	5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Shinsei Bank	short	3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	1/07/13	3/18/13	70	18.00	22.80		4.80	26.67		13.33	339.03
Bankia	short	11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	124.30	31.70	487.40	363.10	292.11		146.06	146.06
Yes Bank	short	5/06/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74		63.87
	short	12/09/19	12/23/19	14	5.63	4.97	6.37	0.75	13.29		6.65
	short	1/20/20	6/22/20	154	4.52	2.78	7.35	2.83	62.70		31.35
	short	7/27/20	8/24/20	28	1.23	1.48	0.98	-0.25	-20.33		-10.16
	short	8/31/20	10/20/20	50	1.44	1.29	1.60	0.16	11.24		5.62	117.81
National Bank Greece	short	9/20/10	2/06/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Gentera	short	3/13/17	7/17/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
	short	7/24/17	1/29/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	2/05/18	3/11/19	399	16.25	15.85	16.66	0.41	2.52		1.26
	short	8/31/20	10/20/20	50	7.18	6.18	8.34	1.16	16.18		8.09	43.31
Sberbank	long	9/04/06	3/05/07	182	7.90	13.70		5.80	73.42		36.71
	long	9/26/16	10/17/16	21	8.55	8.55		0.00	0.02		0.01
	long	10/31/16	11/14/16	14	8.63	8.63		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	3/13/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popular	long	4/20/09	11/02/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Shanghai Pudong	long	4/20/09	11/02/09	196	12.38	17.67		5.29	42.73		21.37	21.37
Banco Macro	long	9/06/10	9/20/10	14	15.60	18.50		2.90	18.59		9.29
	long	9/23/13	10/07/13	14	20.55	21.80		1.25	6.08		3.04
	long	10/28/13	11/04/13	7	24.70	23.65		-1.05	-4.25		-2.13
	long	11/18/13	12/09/13	21	23.75	23.80		0.05	0.21		0.11
	long	9/26/16	10/17/16	21	115.35	121.30		5.95	5.16		2.58
	long	12/23/19	1/20/20	28	260.80	278.15		17.35	6.65		3.33	16.95
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Bank of America	long	11/28/16	12/05/16	7	20.33	22.16		1.83	9.00		4.50
	long	12/12/16	3/13/17	91	22.61	25.30		2.69	11.90		5.95	10.72
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
BBVA Banco Francés	long	9/23/13	10/07/13	14	19.75	20.55		0.80	4.05		2.03
	long	10/28/13	11/04/13	7	23.85	21.55		-2.30	-9.64		-4.82
	long	11/18/13	12/09/13	21	23.40	21.80		-1.60	-6.84		-3.42
	long	1/29/18	2/05/18	7	162.00	146.25		-15.75	-9.72		-4.86
	long	6/22/20	7/27/20	35	137.55	182.05		44.50	32.35		16.18
	long	8/24/20	8/31/20	7	144.50	149.05		4.55	3.15		1.57	5.29
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Indiabulls HF	short	12/09/19	12/23/19	14	25.90	29.59	22.20	-3.70	-14.27		-7.13
	short	1/20/20	6/22/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Banco BPI	long	1/07/13	3/18/13	70	1.02	1.11		0.08	8.23		4.11	4.11
Axis Bank	long	3/11/19	5/06/19	56	70.24	74.75		4.51	6.41		3.21	3.21
FinecoBank	long	6/22/20	7/27/20	35	12.11	12.79		0.68	5.57		2.79	2.79
State Bank of India	long	9/06/10	9/20/10	14	29.83	31.44		1.62	5.42		2.71	2.71
Bank of Bejing	short	7/24/17	1/29/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Intesa Sanpaolo	long	9/04/06	3/05/07	182	4.86	5.05		0.19	3.89		1.95	1.95
ICICI Bank	long	11/11/19	12/09/19	28	49.68	52.65		2.97	5.98		2.99
	long	12/23/19	1/20/20	28	54.13	52.57		-1.56	-2.88		-1.44	1.51
Montepio	long	7/17/17	7/24/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	10/31/16	11/14/16	14	7.12	7.12		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
UBI Banca	long	8/24/20	8/31/20	7	3.69	3.63		-0.06	-1.68		-0.84	-0.84
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-1.14
Banca Generali	long	11/11/19	12/09/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
Unicredit	short	4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
China Everbright Bk	long	4/13/15	5/18/15	35	5.44	5.07		-0.37	-6.80		-3.40	-3.40
Swedbank	short	5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare	short	12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Industrial Bank	long	4/13/15	5/18/15	35	20.69	17.75		-2.94	-14.21		-7.10
	long	3/11/19	5/06/19	56	19.30	19.34		0.04	0.21		0.10	-7.01
Bank of Ireland	long	2/06/12	4/09/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banca Pop Mil	short	4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
Banco Comercial	short	10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	1/29/18	2/05/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77
Ferratum	short	7/27/20	8/24/20	28	2.86	5.36	0.36	-2.50	-87.41		-43.71	-43.71

Annotations

2/02/18	Banco Santander MX	merger of banco and grupo financiero
9/21/17	Yes Bank	stock split 1:5 (five for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
6/05/17	Bankia	reverse split 4:1 (one for four)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
6/21/15	Ferratum	recording started
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first 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.


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