1. Designação do Pair-Trade Data Preços Última Rácio Rácio Ganho/Perda Ganho
início Entrada Cotação Entrada Actual Agregado (%)
Short DANONE 27-Set-2012 48.26 46.50 F 3.78% 18.60%
Long AKZO NOBEL 4-Out-2012 42.78 42.25
F
Short KONINKLIJKE DSM NV 4-Out-2012 38.41 39.56 1.114 1.080 -4.11% -21.18%
Long ROCHE HOLDING AG-GENUSSCHEIN 9-Out-2012 183.20 183.30
F
Short NOVARTIS AG-REG 9-Out-2012 58.50 58.40 3.132 3.139 0.23% 0.93%
Long SOCIETE GENERALE 10-Out-2012 22.82 26.07
F
Short CREDIT AGRICOLE SA 10-Out-2012 5.77 6.28 3.953 4.151 5.00% 27.15%
Long NATIONAL GRID PLC 10-Out-2012 694 687.50
F
Short SSE PLC 10-Out-2012 1425 1380.00 0.487 0.498 2.37% 11.74%
Long REPSOL SA 10-Out-2012 15.62 15.42
F
Short TOTAL SA 10-Out-2012 39.56 38.00 0.395 0.406 2.82% 13.70%
Long PERNOD-RICARD SA 10-Out-2012 88.83 83.06
F
Short HEINEKEN NV 10-Out-2012 48.75 47.48 1.822 1.749 -3.99% -19.50%
Long ASML HOLDING NV 22-Out-2012 42.22 43.25
F
Short CAP GEMINI 22-Out-2012 31.46 31.84 1.342 1.358 1.21% 12.54%
Long SAP AG 30-Out-2012 56.02 59.17
F
Short DASSAULT SYSTEMES SA 30-Out-2012 81.50 84.15 0.687 0.703 2.30% 15.36%
Long DEUTSCHE TELEKOM AG-REG 8-Nov-2012 8.50 8.26
F
Short BELGACOM SA 8-Nov-2012 22.34 22.43 0.381 0.3681 -3.28% -16.51%
Long CENTRICA PLC 14-Nov-2012 318.00 328.80
F
Short SSE PLC 14-Nov-2012 1398.00 1431.00 0.227 0.2298 1.01% 6.48%
Long HSBC HOLDINGS PLC 14-Nov-2012 604.70 636.40
F
Short BARCLAYS PLC 14-Nov-2012 237.50 243.80 2.546 2.6103 2.52% 15.89%
Long BANCO ESPIRITO SANTO-REG 21-Nov-2012 0.76 0.83
F
Short UNICREDIT SPA 21-Nov-2012 3.47 3.68 0.220 0.2249 2.26% 11.30%
Long TOTAL SA 4-Dez-2012 38.91 38.84
F
Short ENI SPA 4-Dez-2012 18.18 17.75 2.140 2.1882 2.24% 10.90%
Long DANONE 6-Dez-2012 49.30 51.41
F
Short UNILEVER NV-CVA 6-Dez-2012 29.31 29.54 1.682 1.7403 3.45% 17.25%
Long NATIONAL GRID PLC 10-Dez-2012 706.89 701.00
F
Short CENTRICA PLC 10-Dez-2012 333.70 340.20 2.118 2.0606 -2.73% -13.90%
Long INTESA SANPAOLO 13-Dez-2012 1.27 1.30
A
Short CREDIT AGRICOLE SA 13-Dez-2012 5.97 6.11 0.213 0.2124 -0.40% -2.03%
Média 0.86% 5.22%