| |
| |
Assessment - Oil, Gas, Coal - 7/01/24 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
SOM Oil-Gas-Coal |
1,097.990 |
8/12/24 |
0.88 |
433.782 |
153.12 |
371.815 |
61.967 |
16.67 |
USD |
11.57 |
| |  |
 |
 |
 |
|
 |
YPF |
27,475.000 |
8/12/24 |
1.85 |
27,390.400 |
0.31 |
16,688.200 |
10,702.200 |
64.13 |
ARS |
100.19 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
19.740 |
8/12/24 |
-0.80 |
22.400 |
-11.88 |
13.000 |
9.400 |
72.31 |
HKD |
47.23 |
| |  |
 |
 |
 |
|
 |
Coal India |
523.950 |
8/12/24 |
-1.10 |
474.800 |
10.35 |
376.000 |
98.800 |
26.28 |
INR |
46.80 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
32.300 |
8/12/24 |
1.57 |
35.950 |
-10.15 |
26.750 |
9.200 |
34.39 |
HKD |
43.33 |
| |  |
 |
 |
 |
|
 |
Bharat Petroleum |
333.400 |
8/12/24 |
|
304.550 |
9.47 |
225.325 |
79.225 |
35.16 |
INR |
40.12 |
| |  |
 |
 |
 |
|
 |
Idemitsu Kōsan |
1,010.000 |
8/09/24 |
3.67 |
1,054.000 |
-4.17 |
767.500 |
286.500 |
37.33 |
JPY |
37.71 |
| |  |
 |
 |
 |
L |
 |
Eneos |
685.900 |
8/09/24 |
1.55 |
842.300 |
-18.57 |
560.400 |
281.900 |
50.30 |
JPY |
34.27 |
| |  |
 |
 |
 |
|
 |
Galp Energia |
19.060 |
8/12/24 |
0.16 |
19.840 |
-3.93 |
13.340 |
6.500 |
48.73 |
EUR |
33.88 |
| |  |
 |
 |
 |
|
 |
Shaanxi Coal |
23.090 |
8/12/24 |
2.12 |
26.870 |
-14.07 |
20.890 |
5.980 |
28.63 |
CNY |
31.67 |
| |  |
 |
 |
 |
|
 |
ONGC |
341.300 |
8/12/24 |
2.63 |
272.950 |
25.04 |
205.050 |
67.900 |
33.11 |
INR |
30.31 |
| |  |
 |
 |
 |
|
 |
PetroChina |
6.670 |
8/12/24 |
|
7.900 |
-15.57 |
5.160 |
2.740 |
53.10 |
HKD |
27.46 |
| |  |
 |
 |
 |
|
 |
Osaka Gas |
3,366.000 |
8/09/24 |
-2.49 |
3,503.000 |
-3.91 |
2,945.000 |
558.000 |
18.95 |
JPY |
26.37 |
| |  |
 |
 |
 |
|
 |
Subsea 7 |
191.900 |
8/12/24 |
0.79 |
201.600 |
-4.81 |
148.200 |
53.400 |
36.03 |
NOK |
25.79 |
| |  |
 |
 |
 |
|
 |
PetroChina |
8.710 |
8/12/24 |
-0.34 |
10.430 |
-16.49 |
7.060 |
3.370 |
47.73 |
CNY |
18.12 |
| |  |
 |
 |
 |
L |
 |
Fortum |
14.235 |
8/12/24 |
1.24 |
14.020 |
1.53 |
13.060 |
0.960 |
7.35 |
EUR |
15.82 |
| |  |
 |
 |
 |
|
 |
Diamondback Energy |
201.290 |
8/12/24 |
0.76 |
203.710 |
-1.19 |
155.080 |
48.630 |
31.36 |
USD |
15.56 |
| |  |
 |
 |
 |
|
 |
Reliance Industries |
2,921.250 |
8/12/24 |
-0.93 |
3,120.300 |
-6.38 |
2,584.950 |
535.350 |
20.71 |
INR |
12.30 |
| |  |
 |
 |
 |
|
 |
Rubis |
27.460 |
8/12/24 |
0.22 |
26.880 |
2.16 |
22.500 |
4.380 |
19.47 |
EUR |
11.62 |
| |  |
 |
 |
 |
|
 |
Imperial Oil |
103.280 |
8/12/24 |
3.95 |
93.280 |
10.72 |
75.480 |
17.800 |
23.58 |
CAD |
10.92 |
| |  |
 |
 |
 |
|
 |
Suncor Energy |
55.720 |
8/12/24 |
2.28 |
52.150 |
6.85 |
42.450 |
9.700 |
22.85 |
CAD |
10.13 |
| |  |
 |
 |
 |
|
 |
Inpex |
2,048.000 |
8/09/24 |
1.39 |
2,408.000 |
-14.95 |
1,904.500 |
503.500 |
26.44 |
JPY |
10.06 |
| |  |
 |
 |
 |
|
 |
Shell |
33.025 |
8/12/24 |
0.93 |
33.880 |
-2.52 |
29.800 |
4.080 |
13.69 |
EUR |
7.36 |
| |  |
 |
 |
 |
|
 |
Sinopec |
4.960 |
8/12/24 |
0.61 |
5.060 |
-1.98 |
4.090 |
0.970 |
23.72 |
HKD |
7.29 |
| |  |
 |
 |
 |
|
 |
Tokyo Gas |
3,376.000 |
8/09/24 |
-0.03 |
3,475.000 |
-2.85 |
3,238.000 |
237.000 |
7.32 |
JPY |
4.79 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Cdn Nat Resources |
49.100 |
8/12/24 |
2.68 |
48.730 |
0.76 |
43.405 |
5.325 |
12.27 |
CAD |
4.34 |
| |  |
 |
 |
 |
|
 |
Vår Energi |
35.060 |
8/12/24 |
1.89 |
38.130 |
-8.05 |
32.160 |
5.970 |
18.56 |
NOK |
3.99 |
| |  |
 |
 |
 |
|
 |
Hellenic Petroleum |
7.070 |
8/12/24 |
0.14 |
7.820 |
-9.59 |
7.280 |
0.540 |
7.42 |
EUR |
3.14 |
| |  |
 |
 |
 |
|
 |
TotalEnergies |
61.720 |
8/12/24 |
0.60 |
63.610 |
-2.97 |
61.600 |
2.010 |
3.26 |
EUR |
2.12 |
| |  |
 |
 |
 |
|
 |
Channel Infra |
1.520 |
8/12/24 |
0.66 |
1.480 |
2.70 |
1.450 |
0.030 |
2.07 |
NZD |
1.89 |
| |  |
 |
 |
 |
|
 |
Cenovus Energy |
26.110 |
8/12/24 |
3.28 |
26.890 |
-2.90 |
22.080 |
4.810 |
21.78 |
CAD |
0.86 |
| |  |
 |
 |
 |
|
 |
Enbridge |
53.680 |
8/12/24 |
0.60 |
48.670 |
10.29 |
47.700 |
0.970 |
2.03 |
CAD |
0.46 |
| |  |
 |
 |
 |
|
 |
Repsol |
12.765 |
8/12/24 |
0.67 |
14.885 |
-14.24 |
13.450 |
1.435 |
10.67 |
EUR |
0.36 |
| |  |
 |
 |
 |
|
 |
Exxon Mobil |
119.000 |
8/12/24 |
0.13 |
114.960 |
3.51 |
99.980 |
14.980 |
14.98 |
USD |
0.00 |
| |  |
 |
 |
 |
S |
 |
China Petrol&Chem |
6.570 |
8/12/24 |
0.15 |
6.390 |
2.82 |
5.580 |
0.810 |
14.52 |
CNY |
-0.42 |
| |  |
 |
 |
 |
S |
 |
Motor Oil Hellas |
21.820 |
8/12/24 |
1.21 |
23.260 |
-6.19 |
23.760 |
-0.500 |
-2.10 |
EUR |
-0.72 |
| |  |
 |
 |
 |
|
 |
Chevron |
145.020 |
8/12/24 |
0.02 |
156.520 |
-7.35 |
149.160 |
7.360 |
4.93 |
USD |
-1.57 |
| |  |
 |
 |
 |
|
 |
Tourmaline Oil |
60.730 |
8/12/24 |
4.20 |
62.050 |
-2.13 |
59.590 |
2.460 |
4.13 |
CAD |
-2.15 |
| |  |
 |
 |
 |
|
 |
Santos |
7.620 |
8/12/24 |
-0.91 |
7.630 |
-0.13 |
7.600 |
0.030 |
0.39 |
AUD |
-2.92 |
| |  |
 |
 |
 |
|
 |
BP |
439.600 |
8/12/24 |
1.35 |
478.500 |
-8.13 |
466.150 |
12.350 |
2.65 |
GBP |
-5.19 |
| |  |
 |
 |
 |
L |
 |
Borr Drilling |
67.800 |
8/12/24 |
2.88 |
67.850 |
-0.07 |
75.700 |
-7.850 |
-10.37 |
NOK |
-5.82 |
| |  |
 |
 |
 |
S |
 |
S-Oil |
65,300.000 |
8/12/24 |
-0.61 |
68,200.000 |
-4.25 |
69,600.000 |
-1,400.000 |
-2.01 |
KRW |
-7.17 |
| |  |
 |
 |
 |
|
 |
OMV |
38.980 |
8/12/24 |
1.56 |
40.760 |
-4.37 |
39.770 |
0.990 |
2.49 |
EUR |
-7.22 |
| |  |
 |
 |
 |
|
 |
Equinor |
304.000 |
8/12/24 |
3.19 |
305.500 |
-0.49 |
322.150 |
-16.650 |
-5.17 |
NOK |
-8.23 |
| |  |
 |
 |
 |
S |
 |
Aker BP |
259.200 |
8/12/24 |
2.05 |
275.400 |
-5.88 |
295.500 |
-20.100 |
-6.80 |
NOK |
-9.26 |
| |  |
 |
 |
 |
S |
 |
Halliburton |
31.380 |
8/12/24 |
1.23 |
33.430 |
-6.13 |
36.150 |
-2.720 |
-7.52 |
USD |
-10.63 |
| |  |
 |
 |
 |
L |
 |
Viridien |
37.070 |
8/12/24 |
-0.83 |
0.497 |
7,355.75 |
0.598 |
-0.101 |
-16.86 |
EUR |
-11.49 |
| |  |
 |
 |
 |
S |
 |
Woodside Energy |
25.420 |
8/12/24 |
-0.27 |
28.250 |
-10.02 |
31.060 |
-2.810 |
-9.05 |
AUD |
-16.35 |
| |  |
 |
 |
 |
|
 |
Naturgy |
22.240 |
8/12/24 |
0.36 |
20.680 |
7.54 |
27.000 |
-6.320 |
-23.41 |
EUR |
-18.04 |
Oil, Gas, Coal - 48 out of 48 instruments rated - 7/01/24 / 1/01/24 - 39 did rise, Market-Ratio(26) = 81.25 % |
Technical Chart
Transactions Oil, Gas, Coal * 26 - 60/40 (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 |
9/25/06 |
266 |
|
- cash - |
short |
9/25/06 |
11/27/06 |
63 |
 |
 |
 |
OMV |
50 |
134 |
EUR |
37.250 |
40.300 |
34.200 |
-3.050 |
-8 |
9,591 |
-39 |
|
|
|
|
|
 |
 |
 |
DNO International |
50 |
551 |
NOK |
9.080 |
11.620 |
6.540 |
-2.540 |
-28 |
8,192 |
-85 |
|
100 |
-18 |
-69 | |
long |
11/27/06 |
3/17/08 |
476 |
 |
 |
 |
Novatek |
50 |
87 |
EUR |
46.800 |
49.370 |
|
2.570 |
5 |
8,415 |
4 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
685 |
CNY |
6.014 |
12.672 |
|
6.658 |
111 |
12,976 |
77 |
|
100 |
58 |
42 | |
short |
3/17/08 |
5/19/08 |
63 |
 |
 |
 |
Surgutneftegaz |
50 |
1,124 |
EUR |
5.770 |
7.850 |
3.690 |
-2.080 |
-36 |
10,638 |
-92 |
|
|
|
|
|
 |
 |
 |
Ampol |
50 |
606 |
AUD |
10.700 |
13.660 |
7.740 |
-2.960 |
-28 |
8,845 |
-85 |
|
100 |
-32 |
-89 | |
long |
5/19/08 |
8/18/08 |
91 |
 |
 |
 |
Petrobras |
50 |
37 |
ARS |
118.000 |
81.500 |
|
-36.500 |
-31 |
7,494 |
-77 |
|
|
|
|
|
 |
 |
 |
Veren |
50 |
120 |
CAD |
37.200 |
36.610 |
|
-0.590 |
-2 |
7,423 |
-6 |
|
100 |
-16 |
-51 | |
short |
8/18/08 |
4/27/09 |
252 |
 |
 |
 |
China Petrol&Chem |
50 |
444 |
CNY |
8.350 |
8.060 |
8.650 |
0.300 |
4 |
7,557 |
5 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
2,008 |
CNY |
1.850 |
3.370 |
0.330 |
-1.520 |
-82 |
4,505 |
-92 |
|
100 |
-39 |
-52 | |
long |
4/27/09 |
5/17/10 |
385 |
 |
 |
 |
Tatneft |
50 |
46 |
EUR |
48.000 |
21.120 |
|
-26.880 |
-56 |
3,268 |
-54 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
681 |
CNY |
3.370 |
6.260 |
|
2.890 |
86 |
5,236 |
80 |
|
100 |
16 |
15 | |
short |
5/17/10 |
11/01/10 |
168 |
 |
 |
 |
Lundin |
50 |
74 |
SEK |
35.050 |
70.350 |
0.000 |
-35.050 |
-100 |
2,642 |
-100 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
453 |
CNY |
5.830 |
7.870 |
3.790 |
-2.040 |
-35 |
1,718 |
-61 |
|
100 |
-67 |
-91 | |
long |
11/01/10 |
8/01/11 |
273 |
 |
 |
 |
Lundin |
50 |
12 |
SEK |
70.350 |
75.050 |
|
4.700 |
7 |
1,775 |
9 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
91 |
CNY |
9.530 |
9.640 |
|
0.110 |
1 |
1,785 |
2 |
|
100 |
4 |
5 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/01/11 |
2/06/12 |
189 |
 |
 |
 |
Transocean |
50 |
19 |
CHF |
46.620 |
45.300 |
47.979 |
1.359 |
3 |
1,811 |
6 |
|
|
|
|
|
 |
 |
 |
DNO International |
50 |
194 |
NOK |
4.620 |
9.800 |
0.000 |
-4.620 |
-100 |
914 |
-100 |
|
100 |
-49 |
-73 | |
long |
2/06/12 |
5/14/12 |
98 |
 |
 |
 |
DNO International |
50 |
46 |
NOK |
9.800 |
8.370 |
|
-1.430 |
-15 |
848 |
-44 |
|
|
|
|
|
 |
 |
 |
Lundin |
50 |
2 |
SEK |
158.400 |
139.000 |
|
-19.400 |
-12 |
810 |
-39 |
|
100 |
-14 |
-42 | |
short |
5/14/12 |
10/15/12 |
154 |
 |
 |
 |
YPF |
50 |
4 |
ARS |
82.950 |
77.800 |
88.441 |
5.491 |
7 |
832 |
16 |
|
|
|
|
|
 |
 |
 |
Repsol |
50 |
34 |
EUR |
13.800 |
14.820 |
12.780 |
-1.020 |
-7 |
797 |
-17 |
|
100 |
-2 |
-4 | |
long |
10/15/12 |
4/15/13 |
182 |
 |
 |
 |
Viridien |
50 |
0 |
EUR |
803.360 |
521.280 |
|
-282.080 |
-35 |
797 |
0 |
|
|
|
|
|
 |
 |
 |
Aker Solutions |
50 |
7 |
NOK |
113.400 |
99.550 |
|
-13.850 |
-12 |
700 |
-23 |
|
100 |
-12 |
-23 | |
short |
4/15/13 |
5/06/13 |
21 |
 |
 |
 |
Viridien |
50 |
0 |
EUR |
521.280 |
604.800 |
437.760 |
-83.520 |
-16 |
700 |
0 |
|
|
|
|
|
 |
 |
 |
Gazprom |
50 |
120 |
EUR |
5.800 |
6.330 |
5.270 |
-0.530 |
-9 |
636 |
-81 |
|
100 |
-9 |
-81 | |
long |
5/06/13 |
6/24/13 |
49 |
 |
 |
 |
Petrobras Argentina |
50 |
71 |
ARS |
4.450 |
2.920 |
|
-1.530 |
-34 |
528 |
-96 |
|
|
|
|
|
 |
 |
 |
Hellenic Petroleum |
50 |
36 |
EUR |
8.800 |
5.560 |
|
-3.240 |
-37 |
411 |
-97 |
|
100 |
-36 |
-96 | |
short |
6/24/13 |
10/14/13 |
112 |
 |
 |
 |
Gazprom |
50 |
40 |
EUR |
5.080 |
6.980 |
3.180 |
-1.900 |
-37 |
335 |
-78 |
|
|
|
|
|
 |
 |
 |
Sinopec |
50 |
40 |
HKD |
5.160 |
6.250 |
4.070 |
-1.090 |
-21 |
292 |
-54 |
|
100 |
-29 |
-68 | |
long |
10/14/13 |
10/13/14 |
364 |
 |
 |
 |
YPF |
50 |
0 |
ARS |
201.600 |
417.000 |
|
215.400 |
107 |
292 |
0 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
27 |
JPY |
10.680 |
9.890 |
|
-0.790 |
-7 |
270 |
-7 |
|
100 |
-7 |
-7 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
10/13/14 |
4/20/15 |
189 |
 |
 |
 |
Dolphin Drilling |
50 |
1 |
NOK |
99.650 |
69.100 |
143.707 |
44.057 |
44 |
314 |
103 |
|
|
|
|
|
 |
 |
 |
Aker Solutions |
50 |
3 |
NOK |
52.350 |
48.740 |
56.227 |
3.877 |
7 |
326 |
15 |
|
100 |
22 |
46 | |
long |
4/20/15 |
7/27/15 |
98 |
 |
 |
 |
Offshore Oil |
50 |
10 |
CNY |
15.280 |
12.220 |
|
-3.060 |
-20 |
295 |
-56 |
|
|
|
|
|
 |
 |
 |
S-Oil |
50 |
2 |
KRW |
76.700 |
59.500 |
|
-17.200 |
-22 |
261 |
-61 |
|
100 |
-21 |
-59 | |
short |
7/27/15 |
6/06/16 |
315 |
 |
 |
 |
DNO International |
50 |
16 |
NOK |
7.960 |
9.255 |
6.665 |
-1.295 |
-16 |
240 |
-19 |
|
|
|
|
|
 |
 |
 |
Dolphin Drilling |
50 |
3 |
NOK |
39.220 |
32.000 |
48.069 |
8.849 |
23 |
267 |
27 |
|
100 |
2 |
3 | |
long |
6/06/16 |
6/12/17 |
371 |
 |
 |
 |
Veren |
50 |
5 |
CAD |
22.860 |
11.780 |
|
-11.080 |
-48 |
211 |
-48 |
|
|
|
|
|
 |
 |
 |
Aker BP |
50 |
1 |
NOK |
84.700 |
135.900 |
|
51.200 |
60 |
263 |
59 |
|
100 |
-2 |
-2 | |
short |
6/12/17 |
10/30/17 |
140 |
 |
 |
 |
Cenovus Energy |
50 |
11 |
CAD |
11.370 |
12.380 |
10.360 |
-1.010 |
-9 |
251 |
-22 |
|
|
|
|
|
 |
 |
 |
Seadrill |
50 |
0 |
NOK |
1,096.790 |
583.739 |
2,060.764 |
963.974 |
88 |
251 |
0 |
|
100 |
-9 |
-22 | |
long |
10/30/17 |
5/18/18 |
200 |
 |
 |
 |
Petrobras Argentina |
50 |
5 |
ARS |
23.000 |
27.100 |
|
4.100 |
18 |
272 |
35 |
|
|
|
11/12/18 |
378 |
 |
 |
 |
Reliance Industries |
50 |
1 |
INR |
94.250 |
108.000 |
|
13.750 |
15 |
286 |
14 |
|
100 |
16 |
16 | |
short |
11/12/18 |
6/24/19 |
224 |
 |
 |
 |
Veren |
50 |
25 |
CAD |
5.510 |
4.330 |
7.012 |
1.502 |
27 |
323 |
48 |
|
|
|
|
|
 |
 |
 |
Viridien |
50 |
101 |
EUR |
1.451 |
1.645 |
1.258 |
-0.194 |
-13 |
304 |
-21 |
|
100 |
6 |
11 | |
long |
6/24/19 |
7/22/19 |
28 |
 |
 |
 |
Petrobras |
50 |
0 |
ARS |
351.300 |
338.550 |
|
-12.750 |
-4 |
304 |
0 |
|
|
|
|
|
 |
 |
 |
Gazprom |
50 |
47 |
EUR |
6.440 |
6.108 |
|
-0.332 |
-5 |
288 |
-50 |
|
100 |
-5 |
-50 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/22/19 |
1/13/20 |
175 |
 |
 |
 |
Ovintiv |
50 |
23 |
CAD |
6.040 |
6.340 |
5.740 |
-0.300 |
-5 |
281 |
-10 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
12 |
NOK |
11.960 |
18.900 |
5.020 |
-6.940 |
-58 |
198 |
-84 |
|
100 |
-32 |
-55 | |
long |
1/13/20 |
3/02/20 |
49 |
 |
 |
 |
Viridien |
50 |
33 |
EUR |
2.978 |
2.415 |
|
-0.563 |
-19 |
179 |
-79 |
|
|
|
|
|
 |
 |
 |
Surgutneftegaz |
50 |
13 |
EUR |
7.445 |
5.150 |
|
-2.295 |
-31 |
149 |
-94 |
|
100 |
-25 |
-88 | |
short |
3/02/20 |
9/14/20 |
196 |
 |
 |
 |
DNO International |
50 |
11 |
NOK |
6.500 |
4.811 |
8.782 |
2.282 |
35 |
175 |
75 |
|
|
|
|
|
 |
 |
 |
Aker Solutions |
50 |
6 |
NOK |
12.625 |
8.120 |
19.629 |
7.004 |
55 |
217 |
127 |
|
100 |
46 |
101 | |
long |
9/14/20 |
10/05/20 |
21 |
 |
 |
 |
YPF |
50 |
0 |
ARS |
649.400 |
579.000 |
|
-70.400 |
-11 |
217 |
0 |
|
|
|
|
|
 |
 |
 |
Reliance Industries |
50 |
0 |
INR |
230.255 |
221.220 |
|
-9.035 |
-4 |
217 |
0 |
|
100 |
0 |
-100 | |
short |
10/05/20 |
1/11/21 |
98 |
 |
 |
 |
Viridien |
50 |
176 |
EUR |
0.612 |
0.947 |
0.278 |
-0.335 |
-55 |
158 |
-95 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
41 |
NOK |
2.650 |
4.775 |
0.525 |
-2.125 |
-80 |
71 |
-100 |
|
|
credit |
10,071 |
  |
100 |
-67 |
-98 | |
long |
1/11/21 |
9/26/22 |
623 |
 |
 |
 |
Halliburton |
50 |
244 |
USD |
20.570 |
23.310 |
|
2.740 |
13 |
10,739 |
8 |
|
|
|
|
|
 |
 |
 |
Cenovus Energy |
50 |
614 |
CAD |
8.220 |
20.040 |
|
11.820 |
144 |
17,997 |
69 |
|
100 |
79 |
41 | |
short |
9/26/22 |
1/02/23 |
98 |
 |
 |
 |
OMV |
50 |
248 |
EUR |
36.280 |
49.230 |
23.330 |
-12.950 |
-36 |
14,785 |
-81 |
|
|
|
|
|
 |
 |
 |
Indian Oil |
50 |
1,362 |
INR |
6.605 |
7.800 |
5.410 |
-1.195 |
-18 |
13,157 |
-52 |
|
100 |
-27 |
-69 | |
long |
1/02/23 |
5/08/23 |
126 |
 |
 |
 |
YPF |
50 |
2 |
ARS |
3,284.400 |
5,312.550 |
|
2,028.150 |
62 |
17,214 |
303 |
|
|
|
|
|
 |
 |
 |
Subsea 7 |
50 |
57 |
NOK |
114.700 |
114.450 |
|
-0.250 |
0 |
17,199 |
-1 |
|
100 |
31 |
118 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/08/23 |
8/07/23 |
91 |
 |
 |
 |
Aker BP |
50 |
34 |
NOK |
246.500 |
279.800 |
213.200 |
-33.300 |
-14 |
16,067 |
-44 |
|
|
|
|
|
 |
 |
 |
Vår Energi |
50 |
326 |
NOK |
27.040 |
29.920 |
24.160 |
-2.880 |
-11 |
15,128 |
-36 |
|
100 |
-12 |
-40 | |
long |
8/07/23 |
8/12/24 |
371 |
 |
 |
 |
YPF |
50 |
0 |
ARS |
8,315.400 |
27,475.000 |
|
19,159.600 |
230 |
15,128 |
0 |
|
|
|
|
|
 |
 |
 |
PetroChina |
50 |
2,682 |
HKD |
5.640 |
6.670 |
|
1.030 |
18 |
17,891 |
18 |
|
100 |
18 |
18 | |
|
credit |
7,891 |
  |
accum | 9/25/06 |
8/12/24 | 6863 |
days out of 7129 invested (96%) |
-21 |
7,891 |
-1 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
YPF | short | 5/14/12 | 10/15/12 | 154 | 82.95 | 77.80 | 88.44 | 5.49 | 6.62 | 50 | 3.31 | |
| long | 10/14/13 | 10/13/14 | 364 | 201.60 | 417.00 | | 215.40 | 106.85 | | 53.42 | |
| long | 9/14/20 | 10/05/20 | 21 | 649.40 | 579.00 | | -70.40 | -10.84 | | -5.42 | |
| long | 1/02/23 | 5/08/23 | 126 | 3,284.40 | 5,312.55 | | 2,028.15 | 61.75 | | 30.88 | |
| long | 8/07/23 | 8/12/24 | 371 | 8,315.40 | 27,475.00 | | 19,159.60 | 230.41 | | 115.21 | 322.22 |
Cenovus Energy | short | 6/12/17 | 10/30/17 | 140 | 11.37 | 12.38 | 10.36 | -1.01 | -8.88 | | -4.44 | |
| long | 1/11/21 | 9/26/22 | 623 | 8.22 | 20.04 | | 11.82 | 143.80 | | 71.90 | 64.26 |
Seadrill | short | 6/12/17 | 10/30/17 | 140 | 1,096.79 | 583.74 | 2,060.76 | 963.97 | 87.89 | | 43.95 | 43.95 |
Dolphin Drilling | short | 10/13/14 | 4/20/15 | 189 | 99.65 | 69.10 | 143.71 | 44.06 | 44.21 | | 22.11 | |
| short | 7/27/15 | 6/06/16 | 315 | 39.22 | 32.00 | 48.07 | 8.85 | 22.56 | | 11.28 | 35.88 |
Aker Solutions | long | 10/15/12 | 4/15/13 | 182 | 113.40 | 99.55 | | -13.85 | -12.21 | | -6.11 | |
| short | 10/13/14 | 4/20/15 | 189 | 52.35 | 48.74 | 56.23 | 3.88 | 7.41 | | 3.70 | |
| short | 3/02/20 | 9/14/20 | 196 | 12.63 | 8.12 | 19.63 | 7.00 | 55.48 | | 27.74 | 24.38 |
Aker BP | long | 6/06/16 | 6/12/17 | 371 | 84.70 | 135.90 | | 51.20 | 60.45 | | 30.22 | |
| short | 5/08/23 | 8/07/23 | 91 | 246.50 | 279.80 | 213.20 | -33.30 | -13.51 | | -6.75 | 21.43 |
Offshore Oil | long | 11/27/06 | 3/17/08 | 476 | 6.01 | 12.67 | | 6.66 | 110.71 | | 55.36 | |
| short | 5/17/10 | 11/01/10 | 168 | 5.83 | 7.87 | 3.79 | -2.04 | -34.99 | | -17.50 | |
| long | 4/20/15 | 7/27/15 | 98 | 15.28 | 12.22 | | -3.06 | -20.03 | | -10.01 | 15.34 |
PetroChina | long | 8/07/23 | 8/12/24 | 371 | 5.64 | 6.67 | | 1.03 | 18.26 | | 9.13 | 9.13 |
Halliburton | long | 1/11/21 | 9/26/22 | 623 | 20.57 | 23.31 | | 2.74 | 13.32 | | 6.66 | 6.66 |
Reliance Industries | long | 10/30/17 | 11/12/18 | 378 | 94.25 | 108.00 | | 13.75 | 14.59 | | 7.29 | |
| long | 9/14/20 | 10/05/20 | 21 | 230.26 | 221.22 | | -9.04 | -3.92 | | -1.96 | 5.19 |
Novatek | long | 11/27/06 | 3/17/08 | 476 | 46.80 | 49.37 | | 2.57 | 5.49 | | 2.75 | 2.75 |
China Petrol&Chem | short | 8/18/08 | 4/27/09 | 252 | 8.35 | 8.06 | 8.65 | 0.30 | 3.60 | | 1.80 | 1.80 |
Transocean | short | 8/01/11 | 2/06/12 | 189 | 46.62 | 45.30 | 47.98 | 1.36 | 2.91 | | 1.46 | 1.46 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Subsea 7 | long | 1/02/23 | 5/08/23 | 126 | 114.70 | 114.45 | | -0.25 | -0.22 | | -0.11 | -0.11 |
Ovintiv | short | 7/22/19 | 1/13/20 | 175 | 6.04 | 6.34 | 5.74 | -0.30 | -4.97 | | -2.48 | -2.48 |
Repsol | short | 5/14/12 | 10/15/12 | 154 | 13.80 | 14.82 | 12.78 | -1.02 | -7.39 | | -3.70 | -3.70 |
Showa Shell Sekiyu | long | 10/14/13 | 10/13/14 | 364 | 10.68 | 9.89 | | -0.79 | -7.40 | | -3.70 | -3.70 |
Vår Energi | short | 5/08/23 | 8/07/23 | 91 | 27.04 | 29.92 | 24.16 | -2.88 | -10.65 | | -5.33 | -5.33 |
Indian Oil | short | 9/26/22 | 1/02/23 | 98 | 6.61 | 7.80 | 5.41 | -1.20 | -18.09 | | -9.05 | -9.05 |
Petrobras Argentina | long | 5/06/13 | 6/24/13 | 49 | 4.45 | 2.92 | | -1.53 | -34.38 | | -17.19 | |
| long | 10/30/17 | 5/18/18 | 200 | 23.00 | 27.10 | | 4.10 | 17.83 | | 8.91 | -9.81 |
Sinopec | short | 6/24/13 | 10/14/13 | 112 | 5.16 | 6.25 | 4.07 | -1.09 | -21.12 | | -10.56 | -10.56 |
S-Oil | long | 4/20/15 | 7/27/15 | 98 | 76.70 | 59.50 | | -17.20 | -22.43 | | -11.21 | -11.21 |
Ampol | short | 3/17/08 | 5/19/08 | 63 | 10.70 | 13.66 | 7.74 | -2.96 | -27.66 | | -13.83 | -13.83 |
Veren | long | 5/19/08 | 8/18/08 | 91 | 37.20 | 36.61 | | -0.59 | -1.59 | | -0.79 | |
| long | 6/06/16 | 6/12/17 | 371 | 22.86 | 11.78 | | -11.08 | -48.47 | | -24.23 | |
| short | 11/12/18 | 6/24/19 | 224 | 5.51 | 4.33 | 7.01 | 1.50 | 27.25 | | 13.63 | -14.59 |
Guanghui Energy | short | 8/18/08 | 4/27/09 | 252 | 1.85 | 3.37 | 0.33 | -1.52 | -82.16 | | -41.08 | |
| long | 4/27/09 | 5/17/10 | 385 | 3.37 | 6.26 | | 2.89 | 85.76 | | 42.88 | |
| long | 11/01/10 | 8/01/11 | 273 | 9.53 | 9.64 | | 0.11 | 1.15 | | 0.58 | -15.33 |
Petrobras | long | 5/19/08 | 8/18/08 | 91 | 118.00 | 81.50 | | -36.50 | -30.93 | | -15.47 | |
| long | 6/24/19 | 7/22/19 | 28 | 351.30 | 338.55 | | -12.75 | -3.63 | | -1.81 | -17.00 |
Hellenic Petroleum | long | 5/06/13 | 6/24/13 | 49 | 8.80 | 5.56 | | -3.24 | -36.82 | | -18.41 | -18.41 |
OMV | short | 9/25/06 | 11/27/06 | 63 | 37.25 | 40.30 | 34.20 | -3.05 | -8.19 | | -4.09 | |
| short | 9/26/22 | 1/02/23 | 98 | 36.28 | 49.23 | 23.33 | -12.95 | -35.69 | | -17.85 | -21.21 |
Gazprom | short | 4/15/13 | 5/06/13 | 21 | 5.80 | 6.33 | 5.27 | -0.53 | -9.14 | | -4.57 | |
| short | 6/24/13 | 10/14/13 | 112 | 5.08 | 6.98 | 3.18 | -1.90 | -37.40 | | -18.70 | |
| long | 6/24/19 | 7/22/19 | 28 | 6.44 | 6.11 | | -0.33 | -5.16 | | -2.58 | -24.42 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Tatneft | long | 4/27/09 | 5/17/10 | 385 | 48.00 | 21.12 | | -26.88 | -56.00 | | -28.00 | -28.00 |
Surgutneftegaz | short | 3/17/08 | 5/19/08 | 63 | 5.77 | 7.85 | 3.69 | -2.08 | -36.05 | | -18.02 | |
| long | 1/13/20 | 3/02/20 | 49 | 7.45 | 5.15 | | -2.30 | -30.83 | | -15.41 | -30.66 |
Lundin | short | 5/17/10 | 11/01/10 | 168 | 35.05 | 70.35 | 0.00 | -35.05 | -100.00 | | -50.00 | |
| long | 11/01/10 | 8/01/11 | 273 | 70.35 | 75.05 | | 4.70 | 6.68 | | 3.34 | |
| long | 2/06/12 | 5/14/12 | 98 | 158.40 | 139.00 | | -19.40 | -12.25 | | -6.12 | -51.49 |
Viridien | long | 10/15/12 | 4/15/13 | 182 | 803.36 | 521.28 | | -282.08 | -35.11 | | -17.56 | |
| short | 4/15/13 | 5/06/13 | 21 | 521.28 | 604.80 | 437.76 | -83.52 | -16.02 | | -8.01 | |
| short | 11/12/18 | 6/24/19 | 224 | 1.45 | 1.64 | 1.26 | -0.19 | -13.34 | | -6.67 | |
| long | 1/13/20 | 3/02/20 | 49 | 2.98 | 2.42 | | -0.56 | -18.91 | | -9.45 | |
| short | 10/05/20 | 1/11/21 | 98 | 0.61 | 0.95 | 0.28 | -0.33 | -54.66 | | -27.33 | -53.42 |
DNO International | short | 9/25/06 | 11/27/06 | 63 | 9.08 | 11.62 | 6.54 | -2.54 | -27.97 | | -13.99 | |
| short | 8/01/11 | 2/06/12 | 189 | 4.62 | 9.80 | 0.00 | -4.62 | -100.00 | | -50.00 | |
| long | 2/06/12 | 5/14/12 | 98 | 9.80 | 8.37 | | -1.43 | -14.59 | | -7.30 | |
| short | 7/27/15 | 6/06/16 | 315 | 7.96 | 9.26 | 6.67 | -1.30 | -16.27 | | -8.13 | |
| short | 3/02/20 | 9/14/20 | 196 | 6.50 | 4.81 | 8.78 | 2.28 | 35.11 | | 17.55 | -56.94 |
Petroleum Geo-Srvcs | short | 7/22/19 | 1/13/20 | 175 | 11.96 | 18.90 | 5.02 | -6.94 | -58.03 | | -29.01 | |
| short | 10/05/20 | 1/11/21 | 98 | 2.65 | 4.78 | 0.53 | -2.13 | -80.19 | | -40.09 | -57.47 |
Annotations
7/31/24 | Viridien | | | reverse split 100:1 (one for one hundred) |
6/11/24 | Cdn Nat Resources | | | stock split 1:2 (two for one) |
6/01/22 | Woodside Petroleum | | | mergered with OilGas business of BHP |
4/08/19 | Idemitsu Kōsan | | | replaces Showa Shell after acquisition |
7/03/18 | Gas Natural | | | renames Naturgy Energy |
5/16/18 | Statoil | | | is now called Equinor |
9/07/17 | Reliance Industries | | | stock split 1:2 (two for one) |
7/28/17 | Rubis | | | stock split 1:2 (two for one) |
7/17/17 | Bharat Petroleum | | | stock split 2:3 (three for two) |
12/15/16 | ONGC | | | stock split 2:3 (three for two) |
10/03/16 | Det Norske | | | merger with BP Norge establishing Aker BP |
7/20/16 | CGG | | | reverse stock split 32:1 (one for thirty-two) |
4/05/16 | Oil, Gas, Coal | | | re-analysis of exchanging techniques after component exchanges |
8/17/15 | Öl, Gas, Kohle | | | complete analysis |
|
|