| |
| |
Assessment - Oil, Gas, Coal - 3/01/21 - RS = 11
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
12/14/20 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SOM Oil-Gas-Coal |
260.632 |
Fri |
2.20 |
252.835 |
3.08 |
226.237 |
26.598 |
11.76 |
USD |
23.68 |
| |  |
 |
 |
 |
L |
 |
Occidental Pet |
31.230 |
Fri |
4.45 |
28.660 |
8.97 |
19.170 |
9.490 |
49.50 |
USD |
95.39 |
| |  |
 |
 |
 |
L |
 |
Halliburton |
22.280 |
Wed |
|
22.280 |
|
18.960 |
3.320 |
17.51 |
USD |
76.30 |
| |  |
 |
 |
 |
L |
 |
Cenovus Energy |
10.400 |
Fri |
4.42 |
9.490 |
9.59 |
7.700 |
1.790 |
23.25 |
CAD |
71.88 |
| |  |
 |
 |
 |
L |
 |
Cdn Nat Resources |
39.280 |
Fri |
2.40 |
37.650 |
4.33 |
31.270 |
6.380 |
20.40 |
CAD |
55.64 |
| |  |
 |
 |
 |
L |
 |
DNO International |
8.866 |
Fri |
7.73 |
8.166 |
8.57 |
6.820 |
1.346 |
19.74 |
NOK |
55.60 |
| |  |
 |
 |
 |
L |
 |
Schlumberger |
29.070 |
Fri |
1.71 |
28.370 |
2.47 |
22.180 |
6.190 |
27.91 |
USD |
51.77 |
| |  |
 |
 |
 |
L |
 |
GAIL (India) |
147.150 |
Fri |
1.87 |
146.950 |
0.14 |
125.450 |
21.500 |
17.14 |
INR |
50.21 |
| |  |
 |
 |
 |
L |
 |
OMV |
43.000 |
Fri |
0.33 |
41.860 |
2.72 |
32.340 |
9.520 |
29.44 |
EUR |
46.52 |
| |  |
 |
 |
 |
L |
 |
ONGC |
114.950 |
Fri |
2.00 |
114.000 |
0.83 |
101.500 |
12.500 |
12.32 |
INR |
44.68 |
| |  |
 |
 |
 |
L |
 |
Repsol |
10.965 |
Fri |
-0.68 |
10.860 |
0.97 |
8.620 |
2.240 |
25.99 |
EUR |
44.28 |
| |  |
 |
 |
 |
L |
 |
Santos |
7.760 |
Fri |
4.72 |
7.390 |
5.01 |
6.570 |
0.820 |
12.48 |
AUD |
39.29 |
| |  |
 |
 |
 |
L |
 |
Imperial Oil |
30.000 |
Fri |
2.81 |
28.720 |
4.46 |
24.520 |
4.200 |
17.13 |
CAD |
37.67 |
| |  |
 |
 |
 |
L |
 |
Exxon Mobil |
60.930 |
Fri |
3.78 |
56.520 |
7.80 |
42.220 |
14.300 |
33.87 |
USD |
36.30 |
| |  |
 |
 |
 |
L |
 |
Aker BP |
252.700 |
Fri |
8.36 |
232.100 |
8.88 |
219.200 |
12.900 |
5.89 |
NOK |
35.22 |
| |  |
 |
 |
 |
L |
 |
Rosneft |
6.200 |
Fri |
2.31 |
5.980 |
3.68 |
4.950 |
1.030 |
20.81 |
EUR |
35.02 |
| |  |
 |
 |
 |
L |
 |
Oil Search |
4.420 |
Fri |
4.99 |
4.230 |
4.49 |
3.750 |
0.480 |
12.80 |
AUD |
33.82 |
| |  |
 |
 |
 |
L |
 |
S-Oil |
86,800.000 |
Fri |
0.23 |
85,500.000 |
1.52 |
71,500.000 |
14,000.000 |
19.58 |
KRW |
33.65 |
| |  |
 |
 |
 |
L |
 |
Subsea 7 |
93.000 |
Fri |
5.35 |
88.720 |
4.82 |
88.180 |
0.540 |
0.61 |
NOK |
31.81 |
| |  |
 |
 |
 |
|
 |
Reliance Industries |
2,178.700 |
Fri |
0.13 |
2,202.100 |
-1.06 |
1,991.300 |
210.800 |
10.59 |
INR |
29.45 |
| |  |
 |
 |
 |
L |
 |
JXTG Holdings |
491.700 |
Fri |
1.47 |
483.600 |
1.67 |
356.800 |
126.800 |
35.54 |
JPY |
24.88 |
| |  |
 |
 |
 |
L |
 |
Bharat Petroleum |
461.800 |
Fri |
-0.45 |
466.350 |
-0.98 |
405.450 |
60.900 |
15.02 |
INR |
24.66 |
| |  |
 |
 |
 |
L |
 |
Royal Dutch Shell A |
18.132 |
Fri |
1.41 |
17.462 |
3.84 |
15.100 |
2.362 |
15.64 |
EUR |
24.53 |
| |  |
 |
 |
 |
L |
 |
Suncor Energy |
27.820 |
Fri |
3.46 |
26.250 |
5.98 |
23.080 |
3.170 |
13.73 |
CAD |
23.89 |
| |  |
 |
 |
 |
L |
 |
Chevron |
109.000 |
Fri |
4.31 |
103.590 |
5.22 |
89.440 |
14.150 |
15.82 |
USD |
23.11 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
12/14/20 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Inpex |
811.000 |
Fri |
4.24 |
776.000 |
4.51 |
582.000 |
194.000 |
33.33 |
JPY |
23.00 |
| |  |
 |
 |
 |
L |
 |
Sinopec |
4.380 |
Fri |
1.15 |
4.340 |
0.92 |
3.440 |
0.900 |
26.16 |
HKD |
22.99 |
| |  |
 |
 |
 |
L |
 |
CGG |
1.118 |
Fri |
3.86 |
1.022 |
9.34 |
0.824 |
0.198 |
24.03 |
EUR |
21.35 |
| |  |
 |
 |
 |
L |
 |
Indian Oil |
101.450 |
Fri |
|
102.600 |
-1.12 |
96.200 |
6.400 |
6.65 |
INR |
19.53 |
| |  |
 |
 |
 |
L |
 |
Total |
40.975 |
Fri |
1.02 |
39.310 |
4.24 |
36.600 |
2.710 |
7.40 |
EUR |
19.51 |
| |  |
 |
 |
 |
L |
 |
Idemitsu Kōsan |
2,814.000 |
Fri |
-0.07 |
2,803.000 |
0.39 |
2,247.000 |
556.000 |
24.74 |
JPY |
19.19 |
| |  |
 |
 |
 |
L |
 |
Fortum |
20.770 |
Fri |
-0.14 |
20.550 |
1.07 |
18.790 |
1.760 |
9.37 |
EUR |
18.72 |
| |  |
 |
 |
 |
L |
 |
Naturgy |
20.890 |
Fri |
0.43 |
20.720 |
0.82 |
19.410 |
1.310 |
6.75 |
EUR |
18.71 |
| |  |
 |
 |
 |
L |
 |
Equinor |
173.700 |
Fri |
4.32 |
164.700 |
5.46 |
147.250 |
17.450 |
11.85 |
NOK |
18.61 |
| |  |
 |
 |
 |
L |
 |
Woodside Petroleum |
25.460 |
Fri |
3.12 |
24.810 |
2.62 |
23.190 |
1.620 |
6.99 |
AUD |
18.41 |
| |  |
 |
 |
 |
L |
 |
Novatek |
145.000 |
Fri |
-2.68 |
148.000 |
-2.03 |
140.000 |
8.000 |
5.71 |
EUR |
17.63 |
| |  |
 |
 |
 |
L |
 |
Coal India |
151.100 |
Fri |
-0.62 |
154.900 |
-2.45 |
143.350 |
11.550 |
8.06 |
INR |
16.97 |
| |  |
 |
 |
 |
L |
 |
Gazprom |
5.040 |
Fri |
-1.37 |
4.985 |
1.10 |
4.420 |
0.565 |
12.78 |
EUR |
14.65 |
| |  |
 |
 |
 |
L |
 |
Lukoil |
69.600 |
Fri |
3.57 |
64.400 |
8.07 |
59.360 |
5.040 |
8.49 |
EUR |
11.61 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
9.310 |
Fri |
2.42 |
9.160 |
1.64 |
7.190 |
1.970 |
27.40 |
HKD |
11.45 |
| |  |
 |
 |
 |
L |
 |
BP |
318.800 |
Fri |
1.82 |
304.900 |
4.56 |
269.750 |
35.150 |
13.03 |
GBP |
10.48 |
| |  |
 |
 |
 |
L |
 |
PetroChina |
2.930 |
Fri |
3.17 |
2.800 |
4.64 |
2.410 |
0.390 |
16.18 |
HKD |
9.65 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
14.800 |
Fri |
-1.07 |
15.060 |
-1.73 |
14.400 |
0.660 |
4.58 |
HKD |
9.19 |
| |  |
 |
 |
 |
L |
 |
China Petrol&Chem |
4.500 |
Fri |
1.12 |
4.460 |
0.90 |
4.060 |
0.400 |
9.85 |
CNY |
7.32 |
| |  |
 |
 |
 |
L |
 |
Enbridge |
44.830 |
Fri |
0.54 |
44.460 |
0.83 |
42.530 |
1.930 |
4.54 |
CAD |
7.08 |
| |  |
 |
 |
 |
L |
 |
Kinder Morgan |
15.870 |
Fri |
1.15 |
15.170 |
4.61 |
14.310 |
0.860 |
6.01 |
USD |
6.82 |
| |  |
 |
 |
 |
|
 |
YPF |
637.300 |
Fri |
-1.37 |
610.700 |
4.36 |
779.600 |
-168.900 |
-21.66 |
ARS |
5.52 |
| |  |
 |
 |
 |
L |
 |
Galp Energia |
10.455 |
Fri |
4.59 |
9.740 |
7.34 |
8.964 |
0.776 |
8.66 |
EUR |
5.06 |
| |  |
 |
 |
 |
L |
 |
Hellenic Petroleum |
5.720 |
Fri |
2.14 |
5.620 |
1.78 |
5.420 |
0.200 |
3.69 |
EUR |
4.57 |
| |  |
 |
 |
 |
L |
 |
Motor Oil Hellas |
12.200 |
Fri |
4.90 |
11.810 |
3.30 |
11.980 |
-0.170 |
-1.42 |
EUR |
0.88 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
3/01/21 |
⇓ Δwk |
12/14/20 |
prc diff |
⇓ Δ11 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
Tatneft |
38.000 |
Fri |
5.56 |
36.200 |
4.97 |
34.780 |
1.420 |
4.08 |
EUR |
0.44 |
| |  |
 |
 |
 |
L |
 |
Rubis |
39.780 |
Fri |
2.42 |
38.080 |
4.46 |
38.300 |
-0.220 |
-0.57 |
EUR |
-0.75 |
| |  |
 |
 |
 |
L |
 |
PetroChina |
4.420 |
Fri |
2.08 |
4.310 |
2.55 |
4.190 |
0.120 |
2.86 |
CNY |
-1.27 |
| |  |
 |
 |
 |
S |
 |
Osaka Gas |
1,955.000 |
Fri |
1.45 |
1,930.000 |
1.30 |
2,079.000 |
-149.000 |
-7.17 |
JPY |
-4.94 |
| |  |
 |
 |
 |
S |
 |
Tokyo Gas |
2,260.500 |
Fri |
1.62 |
2,227.500 |
1.48 |
2,335.000 |
-107.500 |
-4.60 |
JPY |
-7.43 |
| |  |
 |
 |
 |
S |
 |
Ampol |
23.900 |
Fri |
0.08 |
24.100 |
-0.83 |
30.640 |
-6.540 |
-21.34 |
AUD |
-8.46 |
| |  |
 |
 |
 |
L |
 |
Surgutneftegaz |
3.680 |
Fri |
3.37 |
3.660 |
0.55 |
3.786 |
-0.126 |
-3.33 |
EUR |
-10.22 |
| |  |
 |
 |
 |
|
 |
New Zealand Refining |
0.470 |
Fri |
5.62 |
0.460 |
2.17 |
0.590 |
-0.130 |
-22.03 |
NZD |
-29.72 |
Oil, Gas, Coal - 57 out of 57 instruments rated - 3/01/21 / 12/14/20 - 49 did rise, Market-Ratio(11) = 85.96 % |
Technical Chart
Transactions Oil, Gas, Coal * A11 - 65/64 (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 |
8/07/06 |
84 |
 |
 |
 |
YPF |
50 |
35 |
ARS |
140.000 |
134.000 |
146.269 |
6.269 |
4 |
10,219 |
21 |
|
|
|
|
|
 |
 |
 |
Repsol |
50 |
237 |
EUR |
21.480 |
22.010 |
20.950 |
-0.530 |
-2 |
10,094 |
-10 |
|
100 |
1 |
4 | |
long |
8/07/06 |
8/14/06 |
7 |
 |
 |
 |
Novatek |
50 |
127 |
EUR |
39.600 |
38.900 |
|
-0.700 |
-2 |
10,005 |
-61 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
1,118 |
HKD |
4.530 |
4.810 |
|
0.280 |
6 |
10,318 |
2,181 |
|
100 |
2 |
214 | |
short |
8/14/06 |
8/21/06 |
7 |
 |
 |
 |
YPF |
50 |
40 |
ARS |
127.000 |
124.000 |
130.073 |
3.073 |
2 |
10,441 |
248 |
|
|
|
|
|
 |
 |
 |
Technip |
50 |
124 |
EUR |
42.000 |
43.760 |
40.240 |
-1.760 |
-4 |
10,223 |
-89 |
|
100 |
-1 |
-38 | |
long |
8/21/06 |
9/11/06 |
21 |
 |
 |
 |
Novatek |
50 |
137 |
EUR |
37.300 |
37.000 |
|
-0.300 |
-1 |
10,181 |
-13 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
1,154 |
HKD |
4.430 |
4.130 |
|
-0.300 |
-7 |
9,835 |
-70 |
|
100 |
-4 |
-49 | |
short |
9/11/06 |
11/27/06 |
77 |
 |
 |
 |
OMV |
50 |
125 |
EUR |
39.330 |
40.300 |
38.360 |
-0.970 |
-2 |
9,714 |
-11 |
|
|
|
|
|
 |
 |
 |
Oil Search |
50 |
1,713 |
AUD |
2.870 |
3.230 |
2.510 |
-0.360 |
-13 |
9,097 |
-47 |
|
100 |
-8 |
-31 | |
long |
11/27/06 |
1/01/07 |
35 |
 |
 |
 |
Novatek |
50 |
97 |
EUR |
46.800 |
50.000 |
|
3.200 |
7 |
9,408 |
99 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
757 |
CNY |
6.014 |
8.026 |
|
2.012 |
33 |
10,931 |
1,927 |
|
100 |
20 |
579 | |
short |
1/01/07 |
3/26/07 |
84 |
 |
 |
 |
Crescent Point |
50 |
335 |
CAD |
16.300 |
18.480 |
14.120 |
-2.180 |
-13 |
10,200 |
-46 |
|
|
|
|
|
 |
 |
 |
ONGC |
50 |
366 |
INR |
14.920 |
14.680 |
15.164 |
0.244 |
2 |
10,290 |
7 |
|
100 |
-6 |
-23 | |
long |
3/26/07 |
7/30/07 |
126 |
 |
 |
 |
Guanghui Energy |
50 |
2,317 |
CNY |
2.220 |
2.900 |
|
0.680 |
31 |
11,865 |
117 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
635 |
CNY |
8.097 |
11.281 |
|
3.183 |
39 |
13,886 |
161 |
|
100 |
35 |
138 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
7/30/07 |
10/08/07 |
70 |
 |
 |
 |
Maurel et Prom |
50 |
502 |
EUR |
13.820 |
14.950 |
12.690 |
-1.130 |
-8 |
13,319 |
-36 |
|
|
|
|
|
 |
 |
 |
Tokyo Gas |
50 |
271 |
JPY |
25.550 |
25.900 |
25.200 |
-0.350 |
-1 |
13,224 |
-7 |
|
100 |
-5 |
-23 | |
long |
10/08/07 |
12/03/07 |
56 |
 |
 |
 |
China Petrol&Chem |
50 |
412 |
CNY |
16.020 |
17.500 |
|
1.480 |
9 |
13,834 |
78 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
1,558 |
CNY |
4.250 |
3.600 |
|
-0.650 |
-15 |
12,821 |
-66 |
|
100 |
-3 |
-18 | |
short |
12/03/07 |
4/07/08 |
126 |
 |
 |
 |
ARC Resources |
50 |
339 |
CAD |
18.900 |
25.370 |
12.430 |
-6.470 |
-34 |
10,628 |
-70 |
|
|
|
|
|
 |
 |
 |
Motor Oil Hellas |
50 |
411 |
EUR |
15.590 |
14.590 |
16.659 |
1.069 |
7 |
11,067 |
21 |
|
100 |
-14 |
-35 | |
long |
4/07/08 |
7/07/08 |
91 |
 |
 |
 |
Petrobras |
50 |
61 |
ARS |
90.000 |
97.900 |
|
7.900 |
9 |
11,549 |
40 |
|
|
|
|
|
 |
 |
 |
Crescent Point |
50 |
186 |
CAD |
29.840 |
37.300 |
|
7.460 |
25 |
12,937 |
145 |
|
100 |
17 |
87 | |
short |
7/07/08 |
4/06/09 |
273 |
 |
 |
 |
Aker Solutions |
50 |
61 |
NOK |
104.500 |
35.000 |
312.007 |
207.507 |
199 |
25,595 |
332 |
|
|
|
|
|
 |
 |
 |
China Petrol&Chem |
50 |
794 |
CNY |
8.260 |
7.540 |
9.049 |
0.789 |
10 |
26,221 |
13 |
|
100 |
103 |
157 | |
long |
4/06/09 |
8/10/09 |
126 |
 |
 |
 |
Kunlun Energy |
50 |
3,756 |
HKD |
3.490 |
7.460 |
|
3.970 |
114 |
41,132 |
803 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
4,175 |
CNY |
3.140 |
4.530 |
|
1.390 |
44 |
46,936 |
189 |
|
100 |
79 |
440 | |
short |
8/10/09 |
8/31/09 |
21 |
 |
 |
 |
Naturgy |
50 |
1,724 |
EUR |
13.610 |
14.655 |
12.565 |
-1.045 |
-8 |
45,134 |
-75 |
|
|
|
|
|
 |
 |
 |
Tatneft |
50 |
1,484 |
EUR |
15.810 |
15.890 |
15.730 |
-0.080 |
-1 |
45,015 |
-8 |
|
100 |
-4 |
-52 | |
long |
8/31/09 |
11/30/09 |
91 |
 |
 |
 |
Kunlun Energy |
50 |
3,478 |
HKD |
6.470 |
8.710 |
|
2.240 |
35 |
52,806 |
230 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
5,531 |
CNY |
4.070 |
5.760 |
|
1.690 |
42 |
62,153 |
303 |
|
100 |
38 |
265 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
11/30/09 |
12/14/09 |
14 |
 |
 |
 |
DNO International |
50 |
6,215 |
NOK |
5.000 |
5.390 |
4.610 |
-0.390 |
-8 |
59,729 |
-88 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
4,352 |
JPY |
7.140 |
7.150 |
7.130 |
-0.010 |
0 |
59,686 |
-4 |
|
100 |
-4 |
-65 | |
long |
12/14/09 |
12/21/09 |
7 |
 |
 |
 |
Seadrill |
50 |
0 |
NOK |
39,576.400 |
39,496.100 |
|
-80.300 |
0 |
59,686 |
0 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
5,840 |
HKD |
10.220 |
9.700 |
|
-0.520 |
-5 |
56,649 |
-93 |
|
100 |
-5 |
-93 | |
short |
12/21/09 |
1/11/10 |
21 |
 |
 |
 |
Ovintiv |
50 |
821 |
CAD |
34.490 |
36.320 |
32.660 |
-1.830 |
-5 |
55,147 |
-61 |
|
|
|
|
|
 |
 |
 |
Ampol |
50 |
3,506 |
AUD |
8.080 |
9.540 |
6.620 |
-1.460 |
-18 |
50,028 |
-97 |
|
100 |
-12 |
-88 | |
long |
1/11/10 |
1/25/10 |
14 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
307 |
NOK |
81.350 |
74.800 |
|
-6.550 |
-8 |
48,017 |
-89 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
2,269 |
HKD |
11.040 |
10.900 |
|
-0.140 |
-1 |
47,699 |
-28 |
|
100 |
-5 |
-71 | |
short |
1/25/10 |
4/12/10 |
77 |
 |
 |
 |
Ovintiv |
50 |
713 |
CAD |
33.440 |
32.100 |
34.836 |
1.396 |
4 |
48,695 |
21 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
3,457 |
JPY |
6.900 |
6.430 |
7.404 |
0.504 |
7 |
50,438 |
40 |
|
100 |
6 |
30 | |
long |
4/12/10 |
5/03/10 |
21 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
283 |
NOK |
88.900 |
72.350 |
|
-16.550 |
-19 |
45,755 |
-97 |
|
|
|
|
|
 |
 |
 |
Guanghui Energy |
50 |
3,249 |
CNY |
7.780 |
6.980 |
|
-0.800 |
-10 |
43,156 |
-85 |
|
100 |
-14 |
-93 | |
short |
5/03/10 |
9/13/10 |
133 |
 |
 |
 |
Ovintiv |
50 |
682 |
CAD |
31.600 |
30.050 |
33.230 |
1.630 |
5 |
44,267 |
15 |
|
|
|
|
|
 |
 |
 |
Lundin |
50 |
570 |
SEK |
37.870 |
55.550 |
20.190 |
-17.680 |
-47 |
34,190 |
-82 |
|
100 |
-21 |
-47 | |
long |
9/13/10 |
3/14/11 |
182 |
 |
 |
 |
DNO International |
50 |
2,006 |
NOK |
8.520 |
9.180 |
|
0.660 |
8 |
35,514 |
16 |
|
|
|
|
|
 |
 |
 |
Novatek |
50 |
259 |
EUR |
65.850 |
87.040 |
|
21.190 |
32 |
41,002 |
75 |
|
100 |
20 |
44 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
3/14/11 |
3/21/11 |
7 |
 |
 |
 |
China Petrol&Chem |
50 |
2,875 |
CNY |
7.130 |
7.140 |
7.120 |
-0.010 |
0 |
40,973 |
-7 |
|
|
|
|
|
 |
 |
 |
ONGC |
50 |
1,139 |
INR |
18.000 |
18.287 |
17.713 |
-0.287 |
-2 |
40,647 |
-57 |
|
100 |
-1 |
-36 | |
long |
3/21/11 |
4/18/11 |
28 |
 |
 |
 |
Lundin |
50 |
225 |
SEK |
90.150 |
92.400 |
|
2.250 |
2 |
41,153 |
38 |
|
|
|
|
|
 |
 |
 |
S-Oil |
50 |
144 |
KRW |
140.500 |
148.000 |
|
7.500 |
5 |
42,233 |
97 |
|
100 |
4 |
65 | |
short |
4/18/11 |
10/24/11 |
189 |
 |
 |
 |
DNO International |
50 |
2,656 |
NOK |
7.950 |
6.400 |
9.875 |
1.925 |
24 |
47,347 |
52 |
|
|
|
|
|
 |
 |
 |
Tokyo Gas |
50 |
1,173 |
JPY |
18.000 |
16.950 |
19.115 |
1.115 |
6 |
48,655 |
12 |
|
100 |
15 |
31 | |
long |
10/24/11 |
11/21/11 |
28 |
 |
 |
 |
Enbridge |
50 |
705 |
CAD |
34.470 |
34.870 |
|
0.400 |
1 |
48,937 |
16 |
|
|
|
|
|
 |
 |
 |
Lundin |
50 |
151 |
SEK |
161.100 |
168.400 |
|
7.300 |
5 |
50,039 |
78 |
|
100 |
3 |
44 | |
short |
11/21/11 |
12/05/11 |
14 |
 |
 |
 |
Ovintiv |
50 |
1,325 |
CAD |
18.870 |
19.550 |
18.190 |
-0.680 |
-4 |
49,138 |
-62 |
|
|
|
|
|
 |
 |
 |
Aker Solutions |
50 |
421 |
NOK |
59.450 |
65.700 |
53.200 |
-6.250 |
-11 |
46,507 |
-94 |
|
100 |
-7 |
-85 | |
long |
12/05/11 |
1/02/12 |
28 |
 |
 |
 |
Lundin |
50 |
138 |
SEK |
168.000 |
175.900 |
|
7.900 |
5 |
47,597 |
82 |
|
|
|
|
|
 |
 |
 |
Novatek |
50 |
201 |
EUR |
115.500 |
96.694 |
|
-18.806 |
-16 |
43,817 |
-90 |
|
100 |
-6 |
-54 | |
short |
1/02/12 |
2/06/12 |
35 |
 |
 |
 |
Transocean |
50 |
585 |
CHF |
37.430 |
45.300 |
29.560 |
-7.870 |
-21 |
39,213 |
-91 |
|
|
|
|
|
 |
 |
 |
Ovintiv |
50 |
1,138 |
CAD |
19.260 |
19.020 |
19.503 |
0.243 |
1 |
39,489 |
14 |
|
100 |
-10 |
-66 | |
long |
2/06/12 |
4/02/12 |
56 |
 |
 |
 |
DNO International |
50 |
2,014 |
NOK |
9.800 |
10.000 |
|
0.200 |
2 |
39,892 |
14 |
|
|
|
|
|
 |
 |
 |
Lundin |
50 |
124 |
SEK |
158.400 |
134.100 |
|
-24.300 |
-15 |
36,879 |
-66 |
|
100 |
-7 |
-36 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
4/02/12 |
8/06/12 |
126 |
 |
 |
 |
Ovintiv |
50 |
954 |
CAD |
19.320 |
22.590 |
16.050 |
-3.270 |
-17 |
33,759 |
-42 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
3,561 |
JPY |
5.180 |
3.940 |
6.810 |
1.630 |
31 |
39,565 |
121 |
|
100 |
7 |
23 | |
long |
8/06/12 |
10/22/12 |
77 |
 |
 |
 |
CGG |
50 |
26 |
EUR |
740.544 |
799.040 |
|
58.496 |
8 |
41,086 |
43 |
|
|
|
|
|
 |
 |
 |
Tatneft |
50 |
628 |
EUR |
32.310 |
31.260 |
|
-1.050 |
-3 |
40,426 |
-14 |
|
100 |
2 |
11 | |
short |
10/22/12 |
1/14/13 |
84 |
 |
 |
 |
YPF |
50 |
251 |
ARS |
80.400 |
109.850 |
50.950 |
-29.450 |
-37 |
33,034 |
-86 |
|
|
|
|
|
 |
 |
 |
Fortum |
50 |
1,431 |
EUR |
14.140 |
14.010 |
14.271 |
0.131 |
1 |
33,222 |
4 |
|
100 |
-18 |
-57 | |
long |
1/14/13 |
1/21/13 |
7 |
 |
 |
 |
Hellenic Petroleum |
50 |
2,450 |
EUR |
6.780 |
7.110 |
|
0.330 |
5 |
34,031 |
1,092 |
|
|
|
|
|
 |
 |
 |
Motor Oil Hellas |
50 |
1,887 |
EUR |
8.800 |
8.680 |
|
-0.120 |
-1 |
33,804 |
-51 |
|
100 |
2 |
147 | |
short |
1/21/13 |
1/28/13 |
7 |
 |
 |
 |
Inpex |
50 |
1,423 |
JPY |
11.870 |
12.290 |
11.450 |
-0.420 |
-4 |
33,207 |
-85 |
|
|
|
|
|
 |
 |
 |
Osaka Gas |
50 |
1,021 |
JPY |
16.550 |
16.550 |
16.550 |
0.000 |
0 |
33,207 |
0 |
|
100 |
-2 |
-61 | |
long |
1/28/13 |
3/18/13 |
49 |
 |
 |
 |
Hellenic Petroleum |
50 |
2,290 |
EUR |
7.250 |
8.000 |
|
0.750 |
10 |
34,924 |
108 |
|
|
|
|
|
 |
 |
 |
Motor Oil Hellas |
50 |
1,981 |
EUR |
8.380 |
8.170 |
|
-0.210 |
-3 |
34,508 |
-17 |
|
100 |
4 |
33 | |
short |
3/18/13 |
9/09/13 |
175 |
 |
 |
 |
CGG |
50 |
29 |
EUR |
584.800 |
578.400 |
591.271 |
6.471 |
1 |
34,696 |
2 |
|
|
|
|
|
 |
 |
 |
Coal India |
50 |
579 |
INR |
30.270 |
27.745 |
33.025 |
2.755 |
9 |
36,291 |
20 |
|
100 |
5 |
11 | |
long |
9/09/13 |
9/30/13 |
21 |
 |
 |
 |
YPF |
50 |
110 |
ARS |
163.900 |
180.250 |
|
16.350 |
10 |
38,089 |
422 |
|
|
|
|
|
 |
 |
 |
Showa Shell Sekiyu |
50 |
1,713 |
JPY |
10.660 |
10.860 |
|
0.200 |
2 |
38,432 |
38 |
|
100 |
6 |
171 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
9/30/13 |
10/21/13 |
21 |
 |
 |
 |
Aker Solutions |
50 |
234 |
NOK |
81.800 |
83.350 |
80.250 |
-1.550 |
-2 |
38,069 |
-28 |
|
|
|
|
|
 |
 |
 |
Kunlun Energy |
50 |
1,779 |
HKD |
10.840 |
11.740 |
9.940 |
-0.900 |
-8 |
36,468 |
-78 |
|
100 |
-5 |
-60 | |
long |
10/21/13 |
11/25/13 |
35 |
 |
 |
 |
YPF |
50 |
85 |
ARS |
213.000 |
232.500 |
|
19.500 |
9 |
38,126 |
149 |
|
|
|
|
|
 |
 |
 |
DNO International |
50 |
1,128 |
NOK |
16.270 |
21.110 |
|
4.840 |
30 |
43,585 |
1,412 |
|
100 |
20 |
542 | |
short |
11/25/13 |
4/21/14 |
147 |
 |
 |
 |
CGG |
50 |
45 |
EUR |
479.840 |
377.120 |
610.539 |
130.699 |
27 |
49,467 |
82 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
302 |
NOK |
72.750 |
69.750 |
75.879 |
3.129 |
4 |
50,411 |
11 |
|
100 |
16 |
44 | |
long |
4/21/14 |
7/21/14 |
91 |
 |
 |
 |
YPF |
50 |
87 |
ARS |
286.500 |
365.000 |
|
78.500 |
27 |
57,241 |
164 |
|
|
|
|
|
 |
 |
 |
DNO International |
50 |
1,234 |
NOK |
20.650 |
22.220 |
|
1.570 |
8 |
59,178 |
34 |
|
100 |
17 |
90 | |
short |
7/21/14 |
2/16/15 |
210 |
 |
 |
 |
CGG |
50 |
110 |
EUR |
267.296 |
196.800 |
363.045 |
95.749 |
36 |
69,711 |
70 |
|
|
|
|
|
 |
 |
 |
Dolphin Drilling |
50 |
207 |
NOK |
143.200 |
67.550 |
303.571 |
160.371 |
112 |
102,908 |
269 |
|
100 |
74 |
162 | |
long |
2/16/15 |
3/09/15 |
21 |
 |
 |
 |
Ampol |
50 |
1,433 |
AUD |
35.900 |
38.180 |
|
2.280 |
6 |
106,175 |
192 |
|
|
|
|
|
 |
 |
 |
PetroChina |
50 |
4,648 |
CNY |
11.070 |
10.890 |
|
-0.180 |
-2 |
105,338 |
-25 |
|
100 |
2 |
50 | |
short |
3/09/15 |
3/30/15 |
21 |
 |
 |
 |
Petrobras |
50 |
1,572 |
ARS |
33.500 |
36.100 |
30.900 |
-2.600 |
-8 |
101,251 |
-75 |
|
|
|
|
|
 |
 |
 |
Seadrill |
50 |
2 |
NOK |
21,917.000 |
20,645.100 |
23,267.259 |
1,350.259 |
6 |
103,951 |
183 |
|
100 |
-1 |
-22 | |
long |
3/30/15 |
6/08/15 |
70 |
 |
 |
 |
PetroChina |
50 |
4,371 |
CNY |
11.890 |
13.330 |
|
1.440 |
12 |
110,246 |
82 |
|
|
|
|
|
 |
 |
 |
Offshore Oil |
50 |
3,926 |
CNY |
13.240 |
15.540 |
|
2.300 |
17 |
119,276 |
131 |
|
100 |
15 |
105 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/08/15 |
11/09/15 |
154 |
 |
 |
 |
DNO International |
50 |
5,305 |
NOK |
11.240 |
8.720 |
14.488 |
3.248 |
29 |
136,508 |
83 |
|
|
|
|
|
 |
 |
 |
Dolphin Drilling |
50 |
999 |
NOK |
59.650 |
44.000 |
80.866 |
21.216 |
36 |
157,703 |
106 |
|
100 |
32 |
94 | |
long |
11/09/15 |
11/16/15 |
7 |
 |
 |
 |
Motor Oil Hellas |
50 |
7,355 |
EUR |
10.720 |
10.180 |
|
-0.540 |
-5 |
153,731 |
-93 |
|
|
|
|
|
 |
 |
 |
Aker BP |
50 |
1,303 |
NOK |
60.500 |
57.250 |
|
-3.250 |
-5 |
149,496 |
-94 |
|
100 |
-5 |
-94 | |
short |
11/16/15 |
11/23/15 |
7 |
 |
 |
 |
Maurel et Prom |
50 |
24,907 |
EUR |
3.001 |
3.030 |
2.972 |
-0.029 |
-1 |
148,774 |
-40 |
|
|
|
|
|
 |
 |
 |
Santos |
50 |
18,099 |
AUD |
4.130 |
4.000 |
4.264 |
0.134 |
3 |
151,203 |
430 |
|
100 |
1 |
81 | |
long |
11/23/15 |
12/07/15 |
14 |
 |
 |
 |
Motor Oil Hellas |
50 |
6,860 |
EUR |
11.020 |
10.520 |
|
-0.500 |
-5 |
147,773 |
-70 |
|
|
|
|
|
 |
 |
 |
Aker BP |
50 |
1,286 |
NOK |
58.750 |
56.000 |
|
-2.750 |
-5 |
144,237 |
-71 |
|
100 |
-5 |
-71 | |
short |
12/07/15 |
3/07/16 |
91 |
 |
 |
 |
Kinder Morgan |
50 |
4,392 |
USD |
16.420 |
18.790 |
14.050 |
-2.370 |
-14 |
133,828 |
-46 |
|
|
|
|
|
 |
 |
 |
Maurel et Prom |
50 |
26,553 |
EUR |
2.716 |
3.110 |
2.322 |
-0.394 |
-15 |
123,366 |
-47 |
|
100 |
-14 |
-47 | |
long |
3/07/16 |
3/14/16 |
7 |
 |
 |
 |
Aker BP |
50 |
982 |
NOK |
62.800 |
60.000 |
|
-2.800 |
-4 |
120,616 |
-91 |
|
|
|
|
|
 |
 |
 |
S-Oil |
50 |
721 |
KRW |
85.500 |
84.700 |
|
-0.800 |
-1 |
120,039 |
-39 |
|
100 |
-3 |
-76 | |
short |
3/14/16 |
3/21/16 |
7 |
 |
 |
 |
Devon Energy |
50 |
2,421 |
USD |
24.790 |
28.020 |
21.560 |
-3.230 |
-13 |
112,219 |
-100 |
|
|
|
|
|
 |
 |
 |
CGG |
50 |
2,534 |
EUR |
23.680 |
23.680 |
23.680 |
0.000 |
0 |
112,219 |
0 |
|
100 |
-7 |
-97 | |
long |
3/21/16 |
5/23/16 |
63 |
 |
 |
 |
Aker BP |
50 |
889 |
NOK |
63.100 |
75.150 |
|
12.050 |
19 |
122,932 |
175 |
|
|
|
|
|
 |
 |
 |
S-Oil |
50 |
616 |
KRW |
91.000 |
84.400 |
|
-6.600 |
-7 |
118,866 |
-35 |
|
100 |
6 |
40 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/23/16 |
5/30/16 |
7 |
 |
 |
 |
CGG |
50 |
2,995 |
EUR |
19.840 |
22.720 |
16.960 |
-2.880 |
-15 |
110,241 |
-100 |
|
|
|
|
|
 |
 |
 |
Seadrill |
50 |
8 |
NOK |
6,873.660 |
7,315.480 |
6,431.840 |
-441.820 |
-6 |
106,706 |
-97 |
|
100 |
-11 |
-100 | |
long |
5/30/16 |
6/06/16 |
7 |
 |
 |
 |
Aker BP |
50 |
671 |
NOK |
79.500 |
84.700 |
|
5.200 |
7 |
110,195 |
2,621 |
|
|
|
|
|
 |
 |
 |
Rosneft |
50 |
12,202 |
EUR |
4.373 |
4.390 |
|
0.017 |
0 |
110,403 |
22 |
|
100 |
3 |
491 | |
short |
6/06/16 |
6/20/16 |
14 |
 |
 |
 |
CGG |
50 |
2,536 |
EUR |
21.760 |
21.120 |
22.419 |
0.659 |
3 |
112,075 |
118 |
|
|
|
|
|
 |
 |
 |
Seadrill |
50 |
7 |
NOK |
7,414.550 |
7,741.230 |
7,087.870 |
-326.680 |
-4 |
109,788 |
-69 |
|
100 |
-1 |
-14 | |
long |
6/20/16 |
6/27/16 |
7 |
 |
 |
 |
Aker BP |
50 |
585 |
NOK |
93.750 |
92.150 |
|
-1.600 |
-2 |
108,852 |
-59 |
|
|
|
|
|
 |
 |
 |
Rosneft |
50 |
11,996 |
EUR |
4.580 |
4.540 |
|
-0.040 |
-1 |
108,372 |
-37 |
|
100 |
-1 |
-49 | |
short |
6/27/16 |
7/04/16 |
7 |
 |
 |
 |
CGG |
50 |
2,919 |
EUR |
18.560 |
21.440 |
15.680 |
-2.880 |
-16 |
99,966 |
-100 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
2,830 |
NOK |
19.150 |
19.330 |
18.970 |
-0.180 |
-1 |
99,456 |
-39 |
|
100 |
-8 |
-99 | |
long |
7/04/16 |
7/11/16 |
7 |
 |
 |
 |
Petrobras |
50 |
881 |
ARS |
56.400 |
56.350 |
|
-0.050 |
0 |
99,412 |
-5 |
|
|
|
|
|
 |
 |
 |
Aker BP |
50 |
478 |
NOK |
104.000 |
105.000 |
|
1.000 |
1 |
99,890 |
65 |
|
100 |
0 |
26 | |
short |
7/11/16 |
7/25/16 |
14 |
 |
 |
 |
CGG |
50 |
2,364 |
EUR |
21.120 |
21.200 |
21.040 |
-0.080 |
0 |
99,701 |
-9 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
2,843 |
NOK |
17.570 |
18.940 |
16.200 |
-1.370 |
-8 |
95,806 |
-88 |
|
100 |
-4 |
-66 | |
long |
7/25/16 |
8/22/16 |
28 |
 |
 |
 |
Petrobras |
50 |
772 |
ARS |
62.050 |
66.950 |
|
4.900 |
8 |
99,589 |
169 |
|
|
|
|
|
 |
 |
 |
Aker BP |
50 |
464 |
NOK |
103.200 |
113.200 |
|
10.000 |
10 |
104,229 |
234 |
|
100 |
9 |
200 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
8/22/16 |
8/29/16 |
7 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
2,800 |
NOK |
18.610 |
18.050 |
19.187 |
0.577 |
3 |
105,846 |
392 |
|
|
|
|
|
 |
 |
 |
Seadrill |
50 |
9 |
NOK |
5,757.060 |
5,826.680 |
5,687.440 |
-69.620 |
-1 |
105,219 |
-47 |
|
100 |
1 |
64 | |
long |
8/29/16 |
9/19/16 |
21 |
 |
 |
 |
Petrobras |
50 |
743 |
ARS |
70.800 |
69.450 |
|
-1.350 |
-2 |
104,216 |
-28 |
|
|
|
|
|
 |
 |
 |
Aker BP |
50 |
461 |
NOK |
113.900 |
118.600 |
|
4.700 |
4 |
106,383 |
102 |
|
100 |
1 |
21 | |
short |
9/19/16 |
10/10/16 |
21 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
3,145 |
NOK |
16.910 |
23.040 |
10.780 |
-6.130 |
-36 |
87,104 |
-100 |
|
|
|
|
|
 |
 |
 |
Seadrill |
50 |
11 |
NOK |
4,736.850 |
5,998.050 |
3,475.650 |
-1,261.200 |
-27 |
73,231 |
-100 |
|
100 |
-31 |
-100 | |
long |
10/10/16 |
11/07/16 |
28 |
 |
 |
 |
Petrobras |
50 |
460 |
ARS |
79.500 |
87.500 |
|
8.000 |
10 |
76,911 |
249 |
|
|
|
|
|
 |
 |
 |
Aker BP |
50 |
274 |
NOK |
133.400 |
132.600 |
|
-0.800 |
-1 |
76,692 |
-8 |
|
100 |
5 |
83 | |
short |
11/07/16 |
11/21/16 |
14 |
 |
 |
 |
Seadrill |
50 |
8 |
NOK |
4,747.560 |
5,323.270 |
4,171.850 |
-575.710 |
-12 |
72,086 |
-97 |
|
|
|
|
|
 |
 |
 |
New Zealand Refining |
50 |
17,281 |
NZD |
2.240 |
2.670 |
1.810 |
-0.430 |
-19 |
64,655 |
-100 |
|
100 |
-16 |
-99 | |
long |
11/21/16 |
2/20/17 |
91 |
 |
 |
 |
Petrobras |
50 |
405 |
ARS |
79.750 |
85.700 |
|
5.950 |
7 |
67,065 |
33 |
|
|
|
|
|
 |
 |
 |
Ovintiv |
50 |
1,976 |
CAD |
16.370 |
16.200 |
|
-0.170 |
-1 |
66,729 |
-4 |
|
100 |
3 |
14 | |
short |
2/20/17 |
9/11/17 |
203 |
 |
 |
 |
CGG |
50 |
3,678 |
EUR |
9.070 |
5.120 |
16.067 |
6.997 |
77 |
92,465 |
180 |
|
|
|
|
|
 |
 |
 |
Seadrill |
50 |
7 |
NOK |
4,375.360 |
401.655 |
47,662.235 |
43,286.875 |
989 |
395,473 |
7,226 |
|
100 |
514 |
2,511 | |
long |
9/11/17 |
12/18/17 |
98 |
 |
 |
 |
Petrobras Argentina |
50 |
9,506 |
ARS |
20.800 |
21.300 |
|
0.500 |
2 |
400,226 |
9 |
|
|
|
|
|
 |
 |
 |
Hellenic Petroleum |
50 |
25,883 |
EUR |
7.640 |
7.600 |
|
-0.040 |
-1 |
399,191 |
-2 |
|
100 |
1 |
4 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
12/18/17 |
12/25/17 |
7 |
 |
 |
 |
Crescent Point |
50 |
23,676 |
CAD |
8.430 |
9.160 |
7.700 |
-0.730 |
-9 |
381,908 |
-99 |
|
|
|
|
|
 |
 |
 |
Centrica |
50 |
144,639 |
GBP |
1.380 |
1.388 |
1.372 |
-0.008 |
-1 |
380,750 |
-26 |
|
100 |
-5 |
-92 | |
long |
12/25/17 |
2/05/18 |
42 |
 |
 |
 |
Santos |
50 |
35,919 |
AUD |
5.300 |
5.180 |
|
-0.120 |
-2 |
376,440 |
-18 |
|
|
|
|
|
 |
 |
 |
JXTG Holdings |
50 |
26,467 |
JPY |
7.193 |
7.102 |
|
-0.091 |
-1 |
374,032 |
-10 |
|
100 |
-2 |
-14 | |
short |
2/05/18 |
4/30/18 |
84 |
 |
 |
 |
ARC Resources |
50 |
14,374 |
CAD |
13.010 |
14.320 |
11.700 |
-1.310 |
-10 |
355,202 |
-37 |
|
|
|
|
|
 |
 |
 |
Centrica |
50 |
146,859 |
GBP |
1.274 |
1.538 |
1.009 |
-0.265 |
-21 |
316,358 |
-64 |
|
100 |
-15 |
-52 | |
long |
4/30/18 |
7/16/18 |
77 |
 |
 |
 |
Petrobras |
50 |
1,090 |
ARS |
145.000 |
144.500 |
|
-0.500 |
0 |
315,813 |
-2 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
4,567 |
NOK |
34.660 |
39.370 |
|
4.710 |
14 |
337,323 |
83 |
|
100 |
7 |
36 | |
short |
7/16/18 |
10/01/18 |
77 |
 |
 |
 |
Bharat Petroleum |
50 |
4,412 |
INR |
38.220 |
36.835 |
39.657 |
1.437 |
4 |
343,664 |
19 |
|
|
|
|
|
 |
 |
 |
Indian Oil |
50 |
10,710 |
INR |
15.750 |
15.395 |
16.113 |
0.363 |
2 |
347,553 |
11 |
|
100 |
3 |
15 | |
long |
10/01/18 |
10/08/18 |
7 |
 |
 |
 |
Petrobras |
50 |
735 |
ARS |
236.300 |
287.000 |
|
50.700 |
21 |
384,818 |
> 999,999 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
4,627 |
NOK |
37.570 |
34.670 |
|
-2.900 |
-8 |
371,400 |
-98 |
|
100 |
7 |
3,083 | |
short |
10/08/18 |
2/11/19 |
126 |
 |
 |
 |
Bharat Petroleum |
50 |
7,010 |
INR |
26.490 |
32.785 |
20.195 |
-6.295 |
-24 |
327,272 |
-54 |
|
|
|
|
|
 |
 |
 |
Indian Oil |
50 |
14,874 |
INR |
12.485 |
12.545 |
12.425 |
-0.060 |
0 |
326,379 |
-1 |
|
100 |
-12 |
-31 | |
long |
2/11/19 |
2/18/19 |
7 |
 |
 |
 |
Petrobras |
50 |
501 |
ARS |
325.600 |
322.150 |
|
-3.450 |
-1 |
324,651 |
-43 |
|
|
|
|
|
 |
 |
 |
DNO International |
50 |
8,930 |
NOK |
18.280 |
18.170 |
|
-0.110 |
-1 |
323,669 |
-27 |
|
100 |
-1 |
-35 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
2/18/19 |
2/25/19 |
7 |
 |
 |
 |
Ovintiv |
50 |
17,706 |
CAD |
9.140 |
9.290 |
8.990 |
-0.150 |
-2 |
321,013 |
-58 |
|
|
|
|
|
 |
 |
 |
Crescent Point |
50 |
42,588 |
CAD |
3.800 |
3.980 |
3.620 |
-0.180 |
-5 |
313,347 |
-92 |
|
100 |
-3 |
-82 | |
long |
2/25/19 |
4/22/19 |
56 |
 |
 |
 |
Petrobras |
50 |
487 |
ARS |
321.450 |
333.250 |
|
11.800 |
4 |
319,093 |
26 |
|
|
|
|
|
 |
 |
 |
Lukoil |
50 |
2,108 |
EUR |
74.360 |
77.740 |
|
3.380 |
5 |
326,218 |
34 |
|
100 |
4 |
30 | |
short |
4/22/19 |
10/21/19 |
182 |
 |
 |
 |
Centrica |
50 |
154,240 |
GBP |
1.058 |
0.722 |
1.549 |
0.491 |
46 |
402,012 |
115 |
|
|
|
|
|
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
8,200 |
NOK |
19.890 |
16.075 |
24.610 |
4.720 |
24 |
440,719 |
53 |
|
100 |
35 |
83 | |
long |
10/21/19 |
12/02/19 |
42 |
 |
 |
 |
Petrobras |
50 |
432 |
ARS |
509.700 |
603.000 |
|
93.300 |
18 |
481,025 |
331 |
|
|
|
|
|
 |
 |
 |
Phoenix Global Res |
50 |
14,136 |
ARS |
15.600 |
16.950 |
|
1.350 |
9 |
500,108 |
106 |
|
100 |
13 |
200 | |
short |
12/02/19 |
12/23/19 |
21 |
 |
 |
 |
DNO International |
50 |
24,171 |
NOK |
10.345 |
11.385 |
9.305 |
-1.040 |
-10 |
474,971 |
-84 |
|
|
|
|
|
 |
 |
 |
Aker Solutions |
50 |
11,418 |
NOK |
21.900 |
24.000 |
19.800 |
-2.100 |
-10 |
450,993 |
-83 |
|
100 |
-10 |
-83 | |
long |
12/23/19 |
1/27/20 |
35 |
 |
 |
 |
Petrobras |
50 |
373 |
ARS |
603.000 |
603.000 |
|
0.000 |
0 |
450,993 |
0 |
|
|
|
|
|
 |
 |
 |
Surgutneftegaz |
50 |
32,067 |
EUR |
7.050 |
6.645 |
|
-0.405 |
-6 |
438,006 |
-46 |
|
100 |
-3 |
-26 | |
short |
1/27/20 |
6/01/20 |
126 |
 |
 |
 |
DNO International |
50 |
22,994 |
NOK |
9.524 |
5.032 |
18.026 |
8.502 |
89 |
633,498 |
535 |
|
|
|
|
|
 |
 |
 |
Aker Solutions |
50 |
10,730 |
NOK |
20.410 |
6.560 |
63.501 |
43.091 |
211 |
1,095,867 |
2,579 |
|
100 |
150 |
1,325 | |
long |
6/01/20 |
6/29/20 |
28 |
 |
 |
 |
Osaka Gas |
50 |
24,974 |
JPY |
21.940 |
21.110 |
|
-0.830 |
-4 |
1,075,139 |
-40 |
|
|
|
|
|
 |
 |
 |
Reliance Industries |
50 |
3,604 |
INR |
152.035 |
172.315 |
|
20.280 |
13 |
1,148,228 |
412 |
|
100 |
5 |
84 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/29/20 |
7/06/20 |
7 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
145,271 |
NOK |
3.952 |
3.650 |
4.279 |
0.327 |
8 |
1,195,731 |
6,213 |
|
|
|
|
|
 |
 |
 |
New Zealand Refining |
50 |
775,833 |
NZD |
0.740 |
0.760 |
0.720 |
-0.020 |
-3 |
1,180,215 |
-76 |
|
100 |
3 |
319 | |
long |
7/06/20 |
7/27/20 |
21 |
 |
 |
 |
YPF |
50 |
878 |
ARS |
671.750 |
772.850 |
|
101.100 |
15 |
1,268,980 |
1,044 |
|
|
|
|
|
 |
 |
 |
Reliance Industries |
50 |
3,188 |
INR |
185.180 |
215.620 |
|
30.440 |
16 |
1,366,023 |
1,309 |
|
100 |
16 |
1,170 | |
short |
7/27/20 |
11/23/20 |
119 |
 |
 |
 |
Petroleum Geo-Srvcs |
50 |
203,277 |
NOK |
3.360 |
3.750 |
2.970 |
-0.390 |
-12 |
1,286,745 |
-32 |
|
|
|
|
|
 |
 |
 |
New Zealand Refining |
50 |
961,989 |
NZD |
0.710 |
0.580 |
0.869 |
0.159 |
22 |
1,439,798 |
86 |
|
100 |
5 |
18 | |
long |
11/23/20 |
3/03/21 |
100 |
 |
 |
 |
Halliburton |
50 |
41,564 |
USD |
17.320 |
22.280 |
|
4.960 |
29 |
1,645,955 |
151 |
|
|
|
3/05/21 |
102 |
 |
 |
 |
Reliance Industries |
50 |
3,690 |
INR |
195.070 |
217.870 |
|
22.800 |
12 |
1,730,087 |
49 |
|
100 |
20 |
93 | |
accum | 5/15/06 |
3/05/21 | 5410 |
days out of 5543 invested (98%) |
17,201 |
1,730,087 |
42 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Seadrill | long | 12/14/09 | 12/21/09 | 7 | 39,576.40 | 39,496.10 | | -80.30 | -0.20 | 50 | -0.10 | |
| short | 3/09/15 | 3/30/15 | 21 | 21,917.00 | 20,645.10 | 23,267.26 | 1,350.26 | 6.16 | | 3.08 | |
| short | 5/23/16 | 5/30/16 | 7 | 6,873.66 | 7,315.48 | 6,431.84 | -441.82 | -6.43 | | -3.21 | |
| short | 6/06/16 | 6/20/16 | 14 | 7,414.55 | 7,741.23 | 7,087.87 | -326.68 | -4.41 | | -2.20 | |
| short | 8/22/16 | 8/29/16 | 7 | 5,757.06 | 5,826.68 | 5,687.44 | -69.62 | -1.21 | | -0.60 | |
| short | 9/19/16 | 10/10/16 | 21 | 4,736.85 | 5,998.05 | 3,475.65 | -1,261.20 | -26.63 | | -13.31 | |
| short | 11/07/16 | 11/21/16 | 14 | 4,747.56 | 5,323.27 | 4,171.85 | -575.71 | -12.13 | | -6.06 | |
| short | 2/20/17 | 9/11/17 | 203 | 4,375.36 | 401.66 | 47,662.24 | 43,286.88 | 989.33 | | 494.67 | 369.14 |
Aker Solutions | short | 7/07/08 | 4/06/09 | 273 | 104.50 | 35.00 | 312.01 | 207.51 | 198.57 | | 99.29 | |
| short | 11/21/11 | 12/05/11 | 14 | 59.45 | 65.70 | 53.20 | -6.25 | -10.51 | | -5.26 | |
| short | 9/30/13 | 10/21/13 | 21 | 81.80 | 83.35 | 80.25 | -1.55 | -1.89 | | -0.95 | |
| short | 12/02/19 | 12/23/19 | 21 | 21.90 | 24.00 | 19.80 | -2.10 | -9.59 | | -4.79 | |
| short | 1/27/20 | 6/01/20 | 126 | 20.41 | 6.56 | 63.50 | 43.09 | 211.13 | | 105.56 | 266.02 |
DNO International | short | 11/30/09 | 12/14/09 | 14 | 5.00 | 5.39 | 4.61 | -0.39 | -7.80 | | -3.90 | |
| long | 9/13/10 | 3/14/11 | 182 | 8.52 | 9.18 | | 0.66 | 7.75 | | 3.87 | |
| short | 4/18/11 | 10/24/11 | 189 | 7.95 | 6.40 | 9.88 | 1.93 | 24.22 | | 12.11 | |
| long | 2/06/12 | 4/02/12 | 56 | 9.80 | 10.00 | | 0.20 | 2.04 | | 1.02 | |
| long | 10/21/13 | 11/25/13 | 35 | 16.27 | 21.11 | | 4.84 | 29.75 | | 14.87 | |
| long | 4/21/14 | 7/21/14 | 91 | 20.65 | 22.22 | | 1.57 | 7.60 | | 3.80 | |
| short | 6/08/15 | 11/09/15 | 154 | 11.24 | 8.72 | 14.49 | 3.25 | 28.90 | | 14.45 | |
| long | 2/11/19 | 2/18/19 | 7 | 18.28 | 18.17 | | -0.11 | -0.60 | | -0.30 | |
| short | 12/02/19 | 12/23/19 | 21 | 10.35 | 11.39 | 9.31 | -1.04 | -10.05 | | -5.03 | |
| short | 1/27/20 | 6/01/20 | 126 | 9.52 | 5.03 | 18.03 | 8.50 | 89.27 | | 44.63 | 111.29 |
Dolphin Drilling | short | 7/21/14 | 2/16/15 | 210 | 143.20 | 67.55 | 303.57 | 160.37 | 111.99 | | 56.00 | |
| short | 6/08/15 | 11/09/15 | 154 | 59.65 | 44.00 | 80.87 | 21.22 | 35.57 | | 17.78 | 83.74 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Kunlun Energy | long | 8/07/06 | 8/14/06 | 7 | 4.53 | 4.81 | | 0.28 | 6.18 | | 3.09 | |
| long | 8/21/06 | 9/11/06 | 21 | 4.43 | 4.13 | | -0.30 | -6.77 | | -3.39 | |
| long | 4/06/09 | 8/10/09 | 126 | 3.49 | 7.46 | | 3.97 | 113.75 | | 56.88 | |
| long | 8/31/09 | 11/30/09 | 91 | 6.47 | 8.71 | | 2.24 | 34.62 | | 17.31 | |
| long | 12/14/09 | 12/21/09 | 7 | 10.22 | 9.70 | | -0.52 | -5.09 | | -2.54 | |
| long | 1/11/10 | 1/25/10 | 14 | 11.04 | 10.90 | | -0.14 | -1.27 | | -0.63 | |
| short | 9/30/13 | 10/21/13 | 21 | 10.84 | 11.74 | 9.94 | -0.90 | -8.30 | | -4.15 | 70.13 |
CGG | long | 8/06/12 | 10/22/12 | 77 | 740.54 | 799.04 | | 58.50 | 7.90 | | 3.95 | |
| short | 3/18/13 | 9/09/13 | 175 | 584.80 | 578.40 | 591.27 | 6.47 | 1.11 | | 0.55 | |
| short | 11/25/13 | 4/21/14 | 147 | 479.84 | 377.12 | 610.54 | 130.70 | 27.24 | | 13.62 | |
| short | 7/21/14 | 2/16/15 | 210 | 267.30 | 196.80 | 363.04 | 95.75 | 35.82 | | 17.91 | |
| short | 3/14/16 | 3/21/16 | 7 | 23.68 | 23.68 | 23.68 | 0.00 | 0.00 | | 0.00 | |
| short | 5/23/16 | 5/30/16 | 7 | 19.84 | 22.72 | 16.96 | -2.88 | -14.52 | | -7.26 | |
| short | 6/06/16 | 6/20/16 | 14 | 21.76 | 21.12 | 22.42 | 0.66 | 3.03 | | 1.52 | |
| short | 6/27/16 | 7/04/16 | 7 | 18.56 | 21.44 | 15.68 | -2.88 | -15.52 | | -7.76 | |
| short | 7/11/16 | 7/25/16 | 14 | 21.12 | 21.20 | 21.04 | -0.08 | -0.38 | | -0.19 | |
| short | 2/20/17 | 9/11/17 | 203 | 9.07 | 5.12 | 16.07 | 7.00 | 77.15 | | 38.57 | 68.20 |
Offshore Oil | long | 11/27/06 | 1/01/07 | 35 | 6.01 | 8.03 | | 2.01 | 33.45 | | 16.72 | |
| long | 3/26/07 | 7/30/07 | 126 | 8.10 | 11.28 | | 3.18 | 39.31 | | 19.66 | |
| long | 3/30/15 | 6/08/15 | 70 | 13.24 | 15.54 | | 2.30 | 17.37 | | 8.69 | 51.80 |
Guanghui Energy | long | 3/26/07 | 7/30/07 | 126 | 2.22 | 2.90 | | 0.68 | 30.63 | | 15.32 | |
| long | 10/08/07 | 12/03/07 | 56 | 4.25 | 3.60 | | -0.65 | -15.29 | | -7.65 | |
| long | 4/06/09 | 8/10/09 | 126 | 3.14 | 4.53 | | 1.39 | 44.27 | | 22.13 | |
| long | 8/31/09 | 11/30/09 | 91 | 4.07 | 5.76 | | 1.69 | 41.52 | | 20.76 | |
| long | 4/12/10 | 5/03/10 | 21 | 7.78 | 6.98 | | -0.80 | -10.28 | | -5.14 | 49.00 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Petrobras | long | 4/07/08 | 7/07/08 | 91 | 90.00 | 97.90 | | 7.90 | 8.78 | | 4.39 | |
| short | 3/09/15 | 3/30/15 | 21 | 33.50 | 36.10 | 30.90 | -2.60 | -7.76 | | -3.88 | |
| long | 7/04/16 | 7/11/16 | 7 | 56.40 | 56.35 | | -0.05 | -0.09 | | -0.04 | |
| long | 7/25/16 | 8/22/16 | 28 | 62.05 | 66.95 | | 4.90 | 7.90 | | 3.95 | |
| long | 8/29/16 | 9/19/16 | 21 | 70.80 | 69.45 | | -1.35 | -1.91 | | -0.95 | |
| long | 10/10/16 | 11/07/16 | 28 | 79.50 | 87.50 | | 8.00 | 10.06 | | 5.03 | |
| long | 11/21/16 | 2/20/17 | 91 | 79.75 | 85.70 | | 5.95 | 7.46 | | 3.73 | |
| long | 4/30/18 | 7/16/18 | 77 | 145.00 | 144.50 | | -0.50 | -0.34 | | -0.17 | |
| long | 10/01/18 | 10/08/18 | 7 | 236.30 | 287.00 | | 50.70 | 21.46 | | 10.73 | |
| long | 2/11/19 | 2/18/19 | 7 | 325.60 | 322.15 | | -3.45 | -1.06 | | -0.53 | |
| long | 2/25/19 | 4/22/19 | 56 | 321.45 | 333.25 | | 11.80 | 3.67 | | 1.84 | |
| long | 10/21/19 | 12/02/19 | 42 | 509.70 | 603.00 | | 93.30 | 18.30 | | 9.15 | |
| long | 12/23/19 | 1/27/20 | 35 | 603.00 | 603.00 | | 0.00 | 0.00 | | 0.00 | 37.50 |
Reliance Industries | long | 6/01/20 | 6/29/20 | 28 | 152.04 | 172.32 | | 20.28 | 13.34 | | 6.67 | |
| long | 7/06/20 | 7/27/20 | 21 | 185.18 | 215.62 | | 30.44 | 16.44 | | 8.22 | |
| long | 11/23/20 | 3/05/21 | 102 | 195.07 | 217.87 | | 22.80 | 11.69 | | 5.84 | 22.18 |
Showa Shell Sekiyu | short | 11/30/09 | 12/14/09 | 14 | 7.14 | 7.15 | 7.13 | -0.01 | -0.14 | | -0.07 | |
| short | 1/25/10 | 4/12/10 | 77 | 6.90 | 6.43 | 7.40 | 0.50 | 7.31 | | 3.66 | |
| short | 4/02/12 | 8/06/12 | 126 | 5.18 | 3.94 | 6.81 | 1.63 | 31.47 | | 15.74 | |
| long | 9/09/13 | 9/30/13 | 21 | 10.66 | 10.86 | | 0.20 | 1.88 | | 0.94 | 21.01 |
Halliburton | long | 11/23/20 | 3/03/21 | 100 | 17.32 | 22.28 | | 4.96 | 28.64 | | 14.32 | 14.32 |
YPF | short | 5/15/06 | 8/07/06 | 84 | 140.00 | 134.00 | 146.27 | 6.27 | 4.48 | | 2.24 | |
| short | 8/14/06 | 8/21/06 | 7 | 127.00 | 124.00 | 130.07 | 3.07 | 2.42 | | 1.21 | |
| short | 10/22/12 | 1/14/13 | 84 | 80.40 | 109.85 | 50.95 | -29.45 | -36.63 | | -18.31 | |
| long | 9/09/13 | 9/30/13 | 21 | 163.90 | 180.25 | | 16.35 | 9.98 | | 4.99 | |
| long | 10/21/13 | 11/25/13 | 35 | 213.00 | 232.50 | | 19.50 | 9.15 | | 4.58 | |
| long | 4/21/14 | 7/21/14 | 91 | 286.50 | 365.00 | | 78.50 | 27.40 | | 13.70 | |
| long | 7/06/20 | 7/27/20 | 21 | 671.75 | 772.85 | | 101.10 | 15.05 | | 7.53 | 13.46 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Aker BP | long | 11/09/15 | 11/16/15 | 7 | 60.50 | 57.25 | | -3.25 | -5.37 | | -2.69 | |
| long | 11/23/15 | 12/07/15 | 14 | 58.75 | 56.00 | | -2.75 | -4.68 | | -2.34 | |
| long | 3/07/16 | 3/14/16 | 7 | 62.80 | 60.00 | | -2.80 | -4.46 | | -2.23 | |
| long | 3/21/16 | 5/23/16 | 63 | 63.10 | 75.15 | | 12.05 | 19.10 | | 9.55 | |
| long | 5/30/16 | 6/06/16 | 7 | 79.50 | 84.70 | | 5.20 | 6.54 | | 3.27 | |
| long | 6/20/16 | 6/27/16 | 7 | 93.75 | 92.15 | | -1.60 | -1.71 | | -0.85 | |
| long | 7/04/16 | 7/11/16 | 7 | 104.00 | 105.00 | | 1.00 | 0.96 | | 0.48 | |
| long | 7/25/16 | 8/22/16 | 28 | 103.20 | 113.20 | | 10.00 | 9.69 | | 4.84 | |
| long | 8/29/16 | 9/19/16 | 21 | 113.90 | 118.60 | | 4.70 | 4.13 | | 2.06 | |
| long | 10/10/16 | 11/07/16 | 28 | 133.40 | 132.60 | | -0.80 | -0.60 | | -0.30 | 11.73 |
Centrica | short | 12/18/17 | 12/25/17 | 7 | 1.38 | 1.39 | 1.37 | -0.01 | -0.58 | | -0.29 | |
| short | 2/05/18 | 4/30/18 | 84 | 1.27 | 1.54 | 1.01 | -0.26 | -20.77 | | -10.38 | |
| short | 4/22/19 | 10/21/19 | 182 | 1.06 | 0.72 | 1.55 | 0.49 | 46.47 | | 23.23 | 10.12 |
China Petrol&Chem | long | 10/08/07 | 12/03/07 | 56 | 16.02 | 17.50 | | 1.48 | 9.24 | | 4.62 | |
| short | 7/07/08 | 4/06/09 | 273 | 8.26 | 7.54 | 9.05 | 0.79 | 9.55 | | 4.77 | |
| short | 3/14/11 | 3/21/11 | 7 | 7.13 | 7.14 | 7.12 | -0.01 | -0.14 | | -0.07 | 9.54 |
Novatek | long | 8/07/06 | 8/14/06 | 7 | 39.60 | 38.90 | | -0.70 | -1.77 | | -0.88 | |
| long | 8/21/06 | 9/11/06 | 21 | 37.30 | 37.00 | | -0.30 | -0.80 | | -0.40 | |
| long | 11/27/06 | 1/01/07 | 35 | 46.80 | 50.00 | | 3.20 | 6.84 | | 3.42 | |
| long | 9/13/10 | 3/14/11 | 182 | 65.85 | 87.04 | | 21.19 | 32.18 | | 16.09 | |
| long | 12/05/11 | 1/02/12 | 28 | 115.50 | 96.69 | | -18.81 | -16.28 | | -8.14 | 8.87 |
Hellenic Petroleum | long | 1/14/13 | 1/21/13 | 7 | 6.78 | 7.11 | | 0.33 | 4.87 | | 2.43 | |
| long | 1/28/13 | 3/18/13 | 49 | 7.25 | 8.00 | | 0.75 | 10.34 | | 5.17 | |
| long | 9/11/17 | 12/18/17 | 98 | 7.64 | 7.60 | | -0.04 | -0.52 | | -0.26 | 7.45 |
PetroChina | long | 2/16/15 | 3/09/15 | 21 | 11.07 | 10.89 | | -0.18 | -1.63 | | -0.81 | |
| long | 3/30/15 | 6/08/15 | 70 | 11.89 | 13.33 | | 1.44 | 12.11 | | 6.06 | 5.19 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Coal India | short | 3/18/13 | 9/09/13 | 175 | 30.27 | 27.75 | 33.02 | 2.75 | 9.10 | | 4.55 | 4.55 |
Phoenix Global Res | long | 10/21/19 | 12/02/19 | 42 | 15.60 | 16.95 | | 1.35 | 8.65 | | 4.33 | 4.33 |
Tokyo Gas | short | 7/30/07 | 10/08/07 | 70 | 25.55 | 25.90 | 25.20 | -0.35 | -1.37 | | -0.68 | |
| short | 4/18/11 | 10/24/11 | 189 | 18.00 | 16.95 | 19.12 | 1.12 | 6.19 | | 3.10 | 2.39 |
Lukoil | long | 2/25/19 | 4/22/19 | 56 | 74.36 | 77.74 | | 3.38 | 4.55 | | 2.27 | 2.27 |
Petrobras Argentina | long | 9/11/17 | 12/18/17 | 98 | 20.80 | 21.30 | | 0.50 | 2.40 | | 1.20 | 1.20 |
Indian Oil | short | 7/16/18 | 10/01/18 | 77 | 15.75 | 15.40 | 16.11 | 0.36 | 2.31 | | 1.15 | |
| short | 10/08/18 | 2/11/19 | 126 | 12.49 | 12.55 | 12.43 | -0.06 | -0.48 | | -0.24 | 0.91 |
Enbridge | long | 10/24/11 | 11/21/11 | 28 | 34.47 | 34.87 | | 0.40 | 1.16 | | 0.58 | 0.58 |
Santos | short | 11/16/15 | 11/23/15 | 7 | 4.13 | 4.00 | 4.26 | 0.13 | 3.25 | | 1.62 | |
| long | 12/25/17 | 2/05/18 | 42 | 5.30 | 5.18 | | -0.12 | -2.26 | | -1.13 | 0.47 |
Fortum | short | 10/22/12 | 1/14/13 | 84 | 14.14 | 14.01 | 14.27 | 0.13 | 0.93 | | 0.46 | 0.46 |
ONGC | short | 1/01/07 | 3/26/07 | 84 | 14.92 | 14.68 | 15.16 | 0.24 | 1.63 | | 0.82 | |
| short | 3/14/11 | 3/21/11 | 7 | 18.00 | 18.29 | 17.71 | -0.29 | -1.59 | | -0.80 | 0.01 |
Rosneft | long | 5/30/16 | 6/06/16 | 7 | 4.37 | 4.39 | | 0.02 | 0.39 | | 0.19 | |
| long | 6/20/16 | 6/27/16 | 7 | 4.58 | 4.54 | | -0.04 | -0.87 | | -0.44 | -0.24 |
JXTG Holdings | long | 12/25/17 | 2/05/18 | 42 | 7.19 | 7.10 | | -0.09 | -1.27 | | -0.63 | -0.63 |
New Zealand Refining | short | 11/07/16 | 11/21/16 | 14 | 2.24 | 2.67 | 1.81 | -0.43 | -19.20 | | -9.60 | |
| short | 6/29/20 | 7/06/20 | 7 | 0.74 | 0.76 | 0.72 | -0.02 | -2.70 | | -1.35 | |
| short | 7/27/20 | 11/23/20 | 119 | 0.71 | 0.58 | 0.87 | 0.16 | 22.41 | | 11.20 | -0.83 |
OMV | short | 9/11/06 | 11/27/06 | 77 | 39.33 | 40.30 | 38.36 | -0.97 | -2.47 | | -1.23 | -1.23 |
Repsol | short | 5/15/06 | 8/07/06 | 84 | 21.48 | 22.01 | 20.95 | -0.53 | -2.47 | | -1.23 | -1.23 |
S-Oil | long | 3/21/11 | 4/18/11 | 28 | 140.50 | 148.00 | | 7.50 | 5.34 | | 2.67 | |
| long | 3/07/16 | 3/14/16 | 7 | 85.50 | 84.70 | | -0.80 | -0.94 | | -0.47 | |
| long | 3/21/16 | 5/23/16 | 63 | 91.00 | 84.40 | | -6.60 | -7.25 | | -3.63 | -1.52 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Inpex | short | 1/21/13 | 1/28/13 | 7 | 11.87 | 12.29 | 11.45 | -0.42 | -3.54 | | -1.77 | -1.77 |
Tatneft | short | 8/10/09 | 8/31/09 | 21 | 15.81 | 15.89 | 15.73 | -0.08 | -0.51 | | -0.25 | |
| long | 8/06/12 | 10/22/12 | 77 | 32.31 | 31.26 | | -1.05 | -3.25 | | -1.62 | -1.87 |
Osaka Gas | short | 1/21/13 | 1/28/13 | 7 | 16.55 | 16.55 | 16.55 | 0.00 | 0.00 | | 0.00 | |
| long | 6/01/20 | 6/29/20 | 28 | 21.94 | 21.11 | | -0.83 | -3.78 | | -1.89 | -1.89 |
Crescent Point | short | 1/01/07 | 3/26/07 | 84 | 16.30 | 18.48 | 14.12 | -2.18 | -13.37 | | -6.69 | |
| long | 4/07/08 | 7/07/08 | 91 | 29.84 | 37.30 | | 7.46 | 25.00 | | 12.50 | |
| short | 12/18/17 | 12/25/17 | 7 | 8.43 | 9.16 | 7.70 | -0.73 | -8.66 | | -4.33 | |
| short | 2/18/19 | 2/25/19 | 7 | 3.80 | 3.98 | 3.62 | -0.18 | -4.74 | | -2.37 | -1.95 |
Technip | short | 8/14/06 | 8/21/06 | 7 | 42.00 | 43.76 | 40.24 | -1.76 | -4.19 | | -2.10 | -2.10 |
Surgutneftegaz | long | 12/23/19 | 1/27/20 | 35 | 7.05 | 6.65 | | -0.41 | -5.74 | | -2.87 | -2.87 |
Motor Oil Hellas | short | 12/03/07 | 4/07/08 | 126 | 15.59 | 14.59 | 16.66 | 1.07 | 6.85 | | 3.43 | |
| long | 1/14/13 | 1/21/13 | 7 | 8.80 | 8.68 | | -0.12 | -1.36 | | -0.68 | |
| long | 1/28/13 | 3/18/13 | 49 | 8.38 | 8.17 | | -0.21 | -2.51 | | -1.25 | |
| long | 11/09/15 | 11/16/15 | 7 | 10.72 | 10.18 | | -0.54 | -5.04 | | -2.52 | |
| long | 11/23/15 | 12/07/15 | 14 | 11.02 | 10.52 | | -0.50 | -4.54 | | -2.27 | -3.36 |
Naturgy | short | 8/10/09 | 8/31/09 | 21 | 13.61 | 14.66 | 12.57 | -1.05 | -7.68 | | -3.84 | -3.84 |
Ampol | short | 12/21/09 | 1/11/10 | 21 | 8.08 | 9.54 | 6.62 | -1.46 | -18.07 | | -9.03 | |
| long | 2/16/15 | 3/09/15 | 21 | 35.90 | 38.18 | | 2.28 | 6.35 | | 3.18 | -6.15 |
Oil Search | short | 9/11/06 | 11/27/06 | 77 | 2.87 | 3.23 | 2.51 | -0.36 | -12.54 | | -6.27 | -6.27 |
Devon Energy | short | 3/14/16 | 3/21/16 | 7 | 24.79 | 28.02 | 21.56 | -3.23 | -13.03 | | -6.51 | -6.51 |
Kinder Morgan | short | 12/07/15 | 3/07/16 | 91 | 16.42 | 18.79 | 14.05 | -2.37 | -14.43 | | -7.22 | -7.22 |
Ovintiv | short | 12/21/09 | 1/11/10 | 21 | 34.49 | 36.32 | 32.66 | -1.83 | -5.31 | | -2.65 | |
| short | 1/25/10 | 4/12/10 | 77 | 33.44 | 32.10 | 34.84 | 1.40 | 4.17 | | 2.09 | |
| short | 5/03/10 | 9/13/10 | 133 | 31.60 | 30.05 | 33.23 | 1.63 | 5.16 | | 2.58 | |
| short | 11/21/11 | 12/05/11 | 14 | 18.87 | 19.55 | 18.19 | -0.68 | -3.60 | | -1.80 | |
| short | 1/02/12 | 2/06/12 | 35 | 19.26 | 19.02 | 19.50 | 0.24 | 1.26 | | 0.63 | |
| short | 4/02/12 | 8/06/12 | 126 | 19.32 | 22.59 | 16.05 | -3.27 | -16.93 | | -8.46 | |
| long | 11/21/16 | 2/20/17 | 91 | 16.37 | 16.20 | | -0.17 | -1.04 | | -0.52 | |
| short | 2/18/19 | 2/25/19 | 7 | 9.14 | 9.29 | 8.99 | -0.15 | -1.64 | | -0.82 | -9.02 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Bharat Petroleum | short | 7/16/18 | 10/01/18 | 77 | 38.22 | 36.84 | 39.66 | 1.44 | 3.76 | | 1.88 | |
| short | 10/08/18 | 2/11/19 | 126 | 26.49 | 32.79 | 20.20 | -6.30 | -23.76 | | -11.88 | -10.23 |
Transocean | short | 1/02/12 | 2/06/12 | 35 | 37.43 | 45.30 | 29.56 | -7.87 | -21.03 | | -10.51 | -10.51 |
Maurel et Prom | short | 7/30/07 | 10/08/07 | 70 | 13.82 | 14.95 | 12.69 | -1.13 | -8.18 | | -4.09 | |
| short | 11/16/15 | 11/23/15 | 7 | 3.00 | 3.03 | 2.97 | -0.03 | -0.97 | | -0.48 | |
| short | 12/07/15 | 3/07/16 | 91 | 2.72 | 3.11 | 2.32 | -0.39 | -14.51 | | -7.25 | -11.47 |
Petroleum Geo-Srvcs | long | 1/11/10 | 1/25/10 | 14 | 81.35 | 74.80 | | -6.55 | -8.05 | | -4.03 | |
| long | 4/12/10 | 5/03/10 | 21 | 88.90 | 72.35 | | -16.55 | -18.62 | | -9.31 | |
| short | 11/25/13 | 4/21/14 | 147 | 72.75 | 69.75 | 75.88 | 3.13 | 4.30 | | 2.15 | |
| short | 6/27/16 | 7/04/16 | 7 | 19.15 | 19.33 | 18.97 | -0.18 | -0.94 | | -0.47 | |
| short | 7/11/16 | 7/25/16 | 14 | 17.57 | 18.94 | 16.20 | -1.37 | -7.80 | | -3.90 | |
| short | 8/22/16 | 8/29/16 | 7 | 18.61 | 18.05 | 19.19 | 0.58 | 3.10 | | 1.55 | |
| short | 9/19/16 | 10/10/16 | 21 | 16.91 | 23.04 | 10.78 | -6.13 | -36.25 | | -18.13 | |
| long | 4/30/18 | 7/16/18 | 77 | 34.66 | 39.37 | | 4.71 | 13.59 | | 6.79 | |
| long | 10/01/18 | 10/08/18 | 7 | 37.57 | 34.67 | | -2.90 | -7.72 | | -3.86 | |
| short | 4/22/19 | 10/21/19 | 182 | 19.89 | 16.08 | 24.61 | 4.72 | 23.73 | | 11.87 | |
| short | 6/29/20 | 7/06/20 | 7 | 3.95 | 3.65 | 4.28 | 0.33 | 8.27 | | 4.14 | |
| short | 7/27/20 | 11/23/20 | 119 | 3.36 | 3.75 | 2.97 | -0.39 | -11.61 | | -5.80 | -20.33 |
ARC Resources | short | 12/03/07 | 4/07/08 | 126 | 18.90 | 25.37 | 12.43 | -6.47 | -34.23 | | -17.12 | |
| short | 2/05/18 | 4/30/18 | 84 | 13.01 | 14.32 | 11.70 | -1.31 | -10.07 | | -5.03 | -21.29 |
Lundin | short | 5/03/10 | 9/13/10 | 133 | 37.87 | 55.55 | 20.19 | -17.68 | -46.69 | | -23.34 | |
| long | 3/21/11 | 4/18/11 | 28 | 90.15 | 92.40 | | 2.25 | 2.50 | | 1.25 | |
| long | 10/24/11 | 11/21/11 | 28 | 161.10 | 168.40 | | 7.30 | 4.53 | | 2.27 | |
| long | 12/05/11 | 1/02/12 | 28 | 168.00 | 175.90 | | 7.90 | 4.70 | | 2.35 | |
| long | 2/06/12 | 4/02/12 | 56 | 158.40 | 134.10 | | -24.30 | -15.34 | | -7.67 | -24.99 |
Annotations
7/09/19 | GAIL (India) | | | splits 1:2 (two for one) |
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 |
3/27/18 | GAIL (India) | | | stock split 3:4 (four for three) |
3/15/18 | Indian Oil | | | stock split 1:2 (two for one) |
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) |
3/09/17 | GAIL (India) | | | split 3:4 (four for three) |
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 |
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