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BAREP ASSET MANAGEMENT
BAREP Commodity Arbitrage

  • CTA Name : Barep Asset Management
  • Program Name : BAREP Commodity Arbitrage
  • Start Date : 2001-11-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 100%
  • Fundamental : Yes
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : -
  • Currencies : -
  • Metals : Yes
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : -

Barep Asset Management

BAREP Commodity Arbitrage


There is no performance data for this program

Program Description: The investment objective of the Trust is to achieve consistently high risk-adjusted rates of return pursuant to a discretionary investment strategies based primarily on fundamental analysis by (i) arbitraging price differentials between the various commodities markets, for example between the prices of commodity futures contracts and the prices of those companies which are involved in the commodity markets (mining companies, for example) by, for example, buying crude-oil futures on one market and selling similar contracts on another or by buying the stock of a company which will benefit from a rising oil prices (for example, a producer or seller) and selling a company which will be penalised (for example, a buyer or user); (ii) investing in commodity-related equity instruments (such as mining stocks) pursuant to merger arbitrage and related equity investment strategies; (iii) investing in a diversified portfolio of future interest contracts, including futures, forward and swap contracts and related options on commodities as well as financial nstruments, currencies and stock and stock and economic indices (provided that delivery is never taken of the underlying commodities); (iv) taking either or both long and short positions on stocks (including common and preferred) and other rights and warrants to purchase equity securities, American Depository Receipts, debt securities convertible into equity; (v) investing in other securities, primarily bonds, notes and bills issued or guaranteed by government and non-government issuers of OECD member states); (vi) investment in open-ended collective investment schemes which invest in the opinion of the Manager, similarly to the Trust provided that it shall not invest more than 40% in a single open-ended collective investment scheme. The Trust may invest up to five hundred percent (500%) of its net assets in any one single category of the instruments listed in (i) to (vi) above, although the Trust may not invest more than 40% of its net assets in any single open-ended collective investment scheme. It is intended that the Trust shall not invest in funds of funds and feeder funds. In managing the Trustís investment portfolio, the Investment Advisor utilises a variety of trading strategies in such instruments.



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