Stress Testing
7 scenarios · Historical & Hypothetical · Full portfolio impact
Portfolio P&L Impact by Scenario
Positive = GAIN (net short position benefits from price drop) · Negative = LOSS
SELECT SCENARIO
COVID-19 Crash
Mar–Apr 2020
+$343,890
WTI crude collapsed to -$37/bbl on Apr 20, 2020. Demand destruction from global lockdowns. Storage capacity exhausted.
Oil Shock
-68%
WTI, BRENT, DUBAI, ESPO, URALS
Gas Shock
-30%
HH, TTF, JKM, NBP
Refined Shock
-47.6%
JET, NAPH, ULSD
Per-Instrument P&L Impact