Purchase of Naftogaz Ukraine Eurobonds

The idea is to purchase the quasi sovereign bonds that have a premium yield

100 000 USD
amount of investment
3 months
period of investment
25% per/year
expected return
25% per/year
realized yield
$25% 97000 96000 95000 94000 93000 92000 91000 02.06.14 09.06.14 16.06.14 23.06.14 30.06.14 07.07.14 14.07.14 21.07.14 28.07.14 04.08.14 11.08.14 18.08.14 25.08.14 01.09.14 08.09.14 15.09.14 22.09.14 29.09.14
arrow
Done 97000 96500 96000 95500 95000 94500 94000 93500 93000 26.06.14 03.07.14 10.07.14 17.07.14 24.07.14 31.07.14 07.08.14 14.08.14 21.08.14 28.08.14 04.09.14 11.09.14 18.09.14

Story of sussecfull:

Arbitrage between FX instruments
Arbitrage between FX instruments

Due to destabilization of the USD/UAH rates an opportunity to make money out of the arbitrage between FX instruments appeared. Purchase of bonds maturing in 1-2 years, selling futures for 3-6 months

Read more
Index arbitrage on the Ukrainian Exchange
Index arbitrage on the Ukrainian Exchange

The idea is the purchase of shares included in the Index and sale of futures on the Index. Anticipated profit is spread between the Index and futures at the moment of creating arbitration portfolio

Read more