April 25th, 2014, 12:23 am
I may be out of the office tomorrow, so I am supplying my numbers a day early.I will make any necessary corrections though and I will factor in the cost of borrowing the yen for my carry trade soon.White Pines Trading - Week ending April 26, 2014 Japan: Equities - Industrials, Technology, and Financials Holding Trade Date Cost Basis Ending Price Gain or Loss Quantity P/L P&L in USD Sumitomo Mitsui (TYO:8316) 1-Apr-14 4409 3996 -413 2,000,000 -826,000,000 Canon (TYO:7751) 1-Apr-14 3199 3211 12 2,000,000 24,000,000 Fujitsu (TYO": 6702) 1-Apr-14 623 610 -13 2,000,000 -26,000,000 Panasonic (TYO:6752) 1-Apr-14 1186 1111 -75 2,000,000 -150,000,000 Sony (TYO:6758) 1-Apr-14 1993 1851 -142 2,000,000 -284,000,000 V Technologies (TYO: 7717) 1-Apr-14 3350 3160 -190 2,000,000 -380,000,000 Fuji Heavy Industry (TYO: 7270) 1-Apr-14 2810 2758 -52 2,000,000 -104,000,000 Komatsu (TYO:6301) 1-Apr-14 2149 2126 -23 2,000,000 -46,000,000 Nippon Steel (TYO:5401) 1-Apr-14 284 270 -14 2,000,000 -28,000,000 Toyota (TYO:7203) 1-Apr-14 5839 5431 -408 2,000,000 -816,000,000 Per Basket of Shares in Yen 1-Apr-14 25842 24524 -1318 2,000,000 -2,636,000,000 USD to JPY 103.29 102.34 -0.95 JPY to USD 0.0096 0.0098 0.0002 P&L in USD -25,832,800 Greece: Equities - Industrial, Infrastructure, Real Estate, Telecomms, and Financials Holding Cost basis Ending Price Gain or Loss Position P/L Kleemann Hellas SA (in euros) 1-Apr-14 2.49 2.15 -0.34 4000000 -1,360,000 Attica Bank 1-Apr-14 0.186 0.15 -0.036 4000000 -144,000 Centric Multimedia SA 1-Apr-14 0.334 0.32 -0.014 4000000 -56,000 Trastor Real Estate 1-Apr-14 1.28 1.22 -0.06 4000000 -240,000 European Reliance General Insurance 1-Apr-14 1.59 1.5 -0.09 4000000 -360,000 Piraeus Bank SA 1-Apr-14 1.98 1.72 -0.26 4000000 -1,040,000 Loulis Mills SA 1-Apr-14 2.62 2.62 0 4000000 0 Selected Textile Industries Association 1-Apr-14 0.297 0.29 -0.007 4000000 -28,000 Sarantis SA 1-Apr-14 7.85 8.05 0.2 4000000 800,000 Intracom SA Technical and Steel Constructions 1-Apr-14 0.817 0.8 -0.017 4000000 -68,000 Per basket of shares in Euros 1-Apr-14 19.444 18.82 -0.624 4000000 -2,496,000 USD to Euro 0.725 0.7231 -0.908 Euro to USD 1.3743 1.3829 0.0086 P&L in USD -3,451,718 Commodities: Metals Platinum - buy $141.68 million 1-Apr-14 1416.81 1414 -2.81 100,000 -281,000 -281,000Palladium - buy $76.77 million 1-Apr-14 767.75 801.7 33.95 100,000 3,395,000 3,395,000Gold - buy $32,081,250 million 1-Apr-14 1283.25 1293.04 20.25 25,000 506,250 506,250 Gold spot - $70M Straddle 1-Apr-14 1283.25 1293.04 9.79 25,000 244,750 244,750Copper (COMEX - Contract: May 14) - $65M 1-Apr-14 3.03 3.1145 0.0845 21500000 1,816,750 1,816,750 Currencies Rubles - buy $100 million 1-Apr-14 35.17 35.7356 0.5656 3,000,000 1,696,800 1,696,800 0.028 Euros - buy $100 million 7-Apr-14 1.3743 1.3829 0.0086 100000000 860,000 860,000 0.7231 Commodities: Energy Natural Gas - May 2014 7-Apr-14 4.476 4.704 0.228 10000000 2,280,000 2,280,000Natural Gas - June 2014 7-Apr-14 4.496 4.723 0.227 10000000 2,270,000 2,270,00010 million contracts each - $89.72 million IPOs Nordic American Offshore (NAO) IPO $10 million S-1/A filing on 4/17/14 Arista Networks (ANET) IPO $20 million S-1/A filing on 4/21/14 Zendesk (ZEN) S-1/A filing on 4/23/14 Carry Trade JPY - Sell $60 million Japanese Yen 8-Apr-14 0.0098 0.0098 0 60000000 0 0USD-JPY 8-Apr-14 102.36 102.34 -0.02 0 Brazilian Real (BRL) 8-Apr-14 0.4542 0.4517 -0.0025 20000000 -50,000 -22,584USD-BRL 8-Apr-14 2.2189 2.214 -0.0049 0 Turkish Lira (TRY) 8-Apr-14 0.477 0.4684 -0.0086 20000000 -172,000 -80,532USD-TRY 8-Apr-14 2.0955 2.1358 0.0403 0 South African Rand (ZAR) 8-Apr-14 0.0956 0.0941 -0.0015 100000000 -150,000 -14,119USD-ZAR 8-Apr-14 10.4499 10.624 0.1741 0 New Zealand Dollar (NZD) 8-Apr-14 0.8677 0.856 -0.0117 11500000 -134,550 -115,167USD-NZD 8-Apr-14 1.153 1.1683 0.0153 0 Indonesian Rupiah (IDR) 8-Apr-14 0.08855 0.0862 -0.00235 1.14E+11 -267,900,000 -23,089USD-UDR 8-Apr-14 11289 11603 314 0 Indian Rupee (INR) 8-Apr-14 0.0166 0.0164 -0.0002 600000000 -120,000 -1,964USD-INR 8-Apr-14 60.125 61.085 0.96 0 Total Gain or Loss on Carry Trade in USD -257,455 Total Gain or Loss for week ending April 26, 2014 -$16,753,423Total Capital deployed as of April 26, 2014 $1,331,631,250The IPOs have all put in their S-1/A or F1/A filings this month, so they are on track.
Last edited by
Trickster on April 24th, 2014, 10:00 pm, edited 1 time in total.