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Portfolio Dashboard

316 Positions Positions 9 Squeeze Risk

EMEA Banks

10-Jan-11

Portfolio Summary
Positions DE Cost Of Borrow Short Flow Days To Cover Utilization
316 3 1.2% 31 7.7% Total number of positions in the portfolio Data Explorers Cost of Borrow (1 = Cheap, 10 = Expensive) Loan quantity / shares in issue Days to cover: loan quantity compared with 21 day average traded volume Loan quantity /lendable quantity (simple averages)

316 Positions 9 Squeeze Risk Positions

Positive Sentiment Counts Negative Sentiment Counts Neutral Sentiment Counts

Stock Summary
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C I J K H eg AK Al ef

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Negative Sentiment (Short)

Long Flow Short Flow Active (Supply (Demand Rate Price % Loan Value SOOL % Days To Inventory Utilization Qty % Qty % (Change) Change (Million$) * Cover Concentration %* Change) Change) -4.2% -1.1% -8.9% -2.2% 0.4% 340.7% 14.5% 126.4% 7(0) 4(0) 4(-1) 2(0) -58.2% -12.5% -1.0% 44.7 128.2 37.5 8.8 3.2 1.6 1.5 1.0 5 7 10 6 100.0 90.9 57.0 49.3 0.38 0.37 0.27 0.17

Positive Sentiment (Long)

Long Flow Short Flow Loan (Supply (Demand Rate Price % Value Qty % Qty % (Change) Change (Million$) Change) Change) -22.2% -51.8% -10.4% -57.9% -1.9% -22.5% -24.6% -1.1% -3.0% -2.2% 1(0) 1(0) 1(0) 1(0) 1(0) 1(0) 1(0) 1(0) 1(0) 1(0) -8.0% -2.9% 0.8% -9.1% 3.7% -1.8% -1.0% -5.9% -3.5% -7.8% 263.4 62.4 2284.9 3.3 1123.4 1132.0 399.9 92.6 537.0 251.3

Active SOOL % Days To Inventory Utilization * Cover Concentration %* 0.6 0.2 1.2 0.1 2.1 1.5 1.3 1.7 3.1 4.1 1 2 15 1 10 7 6 7 20 18 2.0 2.6 3.9 4.1 4.2 4.4 7.8 9.6 20.8 41.5 0.16 0.10 0.11 0.17 0.11 0.09 0.08 0.12 0.10 0.13

Piraeus Bank Sa Bank Leumi Le-Israel Bm Efg Eurobank Ergasias Sa Basler Ktbk P Par

Unicredit Spa 0.2% Royal Bank Of Scotland Group Plc 5.9% Hsbc Holdings Plc 6.8% The Governor & Co Of The Bank Of Ireland 14.5% Barclays Plc 2.1% Bnp Paribas Sa 2.1% Credit Agricole Sa 2.2% Unione Di Banche Italiane Scpa 4.5% Erste Group Bank Ag 2.7% Banca Monte Dei Paschi Di Siena Spa 3.2%

Negative Sentiment: Falling lendable and rising short position (sorted by Active Utilization) SOOL%: Short Flow as % of Shares Outstanding Active Utilization: Demand as a % of the realistically available supply
C I J K H AD AB AM ef

Positive Sentiment: Rising lendable and falling short position (sorted by Active Utilization) SOOL%: Short Flow as % of Shares Outstanding Active Utilization: Demand as a % of the realistically available supply

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ak Active Utilization %*

al 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Negative Positive Neutral

Squeeze Risk

Long Flow Short Flow (Supply (Demand Rate Price % Qty % Qty % (Change) Change Change) Change)

Loan Qty (Million)

Lendabl Volume e Qty Traded SOOL % * (Million (Million) )

Days To Cover

Inventory Concentration

Squeeze Risk: high chance of short covering if lendable drops by 10%, in combination with thin cash volume (sorted by Active Utilization) SOOL%: Short Flow as % of Shares Outstanding Active Utilization: Demand as a % of the realistically available supply

General Settings:
Change Period =14 days Dividend Filter On with 21 days Recall: Lendable % drop for Squeezes = 10%

Disclaimer
Although Data Explorers has made every effort to ensure this information and data are correct, nevertheless no guarantee is given as to their accuracy or completeness. Any opinions or estimates expressed herein are those of Data Explorers on the date of preparation and are subject to change without notice; however no such opinions or estimates constitute legal, investment or other advice. You must therefore seek independent legal, investment or other appropriate advice from a suitably qualified and/or authorised and regulated adviser prior to making any legal, investment or other decision. This is intended for information purposes only and is not intended as an offer or recommendation to buy, sell or otherwise deal in securities. Copyright © Data Explorers. All rights reserved.

Utilization Threshold:
Negative Sentiment >= 20 Positive Sentiment <= 50 Squeeze Risk >= 50

Auto Banks Cap Goods Comm… Cons Durable Cons Service Div Fin Energy Food Retail Food Health Household Insurance Materials Media Pharma Real Estate Retail SemiC Software Tech HW Telecom Transport Utilities Other Cash market data provided by

Allied Irish Banks Plc Banco De Valencia Sa Piraeus Bank Sa Banco De Sabadell Sa Banco Comercial Portugues Sa Banco Popolare Sc Marfin Popular Bank Pcl Commerzbank Ag

-62.2% 2.7% -4.2% 2.8% 2.7% 1.3% 10.2% 0.7%

-48.7% 6.6% 0.4% 11.7% 15.2% 9.4% 35.9% 12.1%

4(1) 5(0) 7(0) 5(1) 4(0) 2(0) 5(0) 2(-1)

-11.0% -8.3% -58.2% -6.1% -12.8% -7.9% -6.4% -2.7%

8.2 22.5 10.9 166.7 378.6 88.7 9.7 137.6

3.2 18.1 9.7 102.7 278.5 71.0 7.4 102.4

3.8 0.4 2.4 4.1 14.3 5.4 1.7 5.0

0.6 4.7 3.2 13.2 8.1 13.9 1.0 11.6

2 51 5 41 27 16 6 28

100.0 100.0 100.0 97.1 95.1 89.9 88.3 87.1

0.61 0.16 0.38 0.17 0.15 0.13 0.50 0.11