Filed Pursuant to Rule 424(b)(3)
Registration No. 333-136804
SUPERFUND GREEN, L.P. – SERIES A AND SERIES B SUPPLEMENT
DATED JULY 15, 2011 TO PROSPECTUS DATED MAY 13, 2011
JUNE 2011 PERFORMANCE UPDATE
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| June 2011 |
| Year to Date |
| Total NAV |
| NAV per Unit |
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Series A |
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| -2.01 | % |
| -3.23 | % | $ | 37,016,074 |
| $ | 1,500.62 |
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Series B |
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| -2.79 | % |
| -3.12 | % | $ | 48,987,309 |
| $ | 1,718.58 |
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* All performance is reported net of fees and expenses
Fund results for June 2011:
The Fund’s trading strategies yielded negative results in June as the correction in stocks and commodities that began in May continued, only to reverse late in the month. The Fund’s short-term strategies contributed positively to overall performance as gains in bonds, metals, and stocks offset losses in currencies and energies.
The Fund underperformed in equities futures trading in June as stagnating growth and European sovereign debt worries sent indices sharply lower. European equities plummeted as EU officials, private creditors, and the Greek government struggled to find a workable solution to the crisis. Meanwhile, the Fund’s bond strategies outperformed across the board in June, responding in a classic inverse manner to the factors affecting equities. German bunds moved steadily higher early as uncertainty over the status of Greek debt intensified. Lower than expected German factory orders and industrial production supported values as well. Australian bonds rallied, due in part to the attractive yield differential versus the U.S., Europe, and Japan.
The Fund’s allocation to global energy markets produced losses as the recent correction continued in June, reflecting increasing pessimism for economic prospects. Energy markets and commodity currencies sold off while treasuries gained on safe haven flows as softening manufacturing data prompted the European Central Bank and the U.S. Federal Reserve to lower their longer term inflation estimates. However, with a late month agreement on a new aid package, equities and other risk assets reversed higher, while treasuries gave back earlier gains.
Late month losses in previous metals and choppy action in base metals led to negative performance in that sector. The Fund’s trading models also produced losses in grains in June as improving weather and declining demand prospects associated with macroeconomic concerns led to sharp reversals. Gold and silver finished lower on the
inflation outlook while grains sold off as excellent weather and an uncertain demand outlook led to higher inventory estimates.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
SUPERFUND GREEN, L.P. – SERIES A
June 2011 ACCOUNT STATEMENT
(Prepared from Books without Audit for the Month ended June 30, 2011)
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STATEMENT OF INCOME |
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| June 2011 |
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Investment income, interest |
| $ | 1,377 |
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Expenses |
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Management fee |
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| 57,401 |
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Ongoing offering expenses |
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| 31,028 |
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Operating expenses |
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| 4,654 |
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Selling Commissions |
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| 124,111 |
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Other expenses |
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| 1,918 |
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Incentive fee |
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| — |
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Brokerage commissions |
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| 55,962 |
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Total expenses |
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| 275,075 |
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Net investment gain (loss) |
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| (273,698 | ) |
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Realized and unrealized gain (loss) on investments |
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Net realized gain (loss) on futures and forward contracts |
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| 430,868 |
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Net change in unrealized appreciation (depreciation) on futures and forward contracts |
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| (914,980 | ) |
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Net gain (loss) on investments |
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| (484,112 | ) |
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Net increase (decrease) in net assets from operations |
| $ | (757,810 | ) |
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STATEMENT OF CHANGES IN NET ASSET VALUE |
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| June 2011 |
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Net assets,beginning of period |
| $ | 37,782,637 |
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Net increase (decrease) in net assets from operations |
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| (757,810 | ) |
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Capital share transactions |
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Issuance of shares |
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| 439,846 |
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Redemption of shares |
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| (448,599 | ) |
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Net increase (decrease) in net assets from capital share transactions |
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| (8,753 | ) |
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Net increase (decrease) in net assets |
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| (766,563 | ) |
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Net assets, end of period |
| $ | 37,016,073 |
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NAV Per Unit, end of period |
| $ | 1,500.62 |
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SUPERFUND GREEN, L.P. – SERIES B
June 2011 ACCOUNT STATEMENT
(Prepared from Books without Audit for the Month ended June 30, 2011)
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STATEMENT OF INCOME |
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| June 2011 |
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Investment income, interest |
| $ | 1,805 |
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Expenses |
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Management fee |
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| 75,965 |
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Ongoing offering expenses |
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| 41,062 |
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Operating expenses |
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| 6,159 |
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Selling Commissions |
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| 164,249 |
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Other expenses |
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| 3,037 |
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Incentive fee |
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| — |
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Brokerage commissions |
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| 112,573 |
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Total expenses |
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| 403,045 |
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Net investment gain (loss) |
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| (401,240 | ) |
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Realized and unrealized gain (loss) on investments |
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Net realized gain (loss) on futures and forward contracts |
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| 858,759 |
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Net change in unrealized appreciation (depreciation) on futures and forward contracts |
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| (1,861,311 | ) |
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Net gain (loss) on investments |
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| (1,002,553 | ) |
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Net increase (decrease) in net assets from operations |
| $ | (1,403,793 | ) |
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STATEMENT OF CHANGE IN NET ASSET VALUE |
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| June 2011 |
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Net assets,beginning of period |
| $ | 51,631,970 |
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Net increase (decrease) in net assets from operations |
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| (1,403,793 | ) |
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Capital share transactions |
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Issuance of shares |
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| 124,205 |
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Redemption of shares |
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| (1,365,072 | ) |
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Net increase (decrease) in net assets from capital share transactions |
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| (1,240,867 | ) |
Net increase (decrease) in net assets |
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| (2,644,660 | ) |
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Net assets, end of period |
| $ | 48,987,310 |
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NAV Per Unit, end of period |
| $ | 1,718.58 |
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TO THE BEST OF MY KNOWLEDGE AND BELIEF, THE INFORMATION CONTAINED HEREIN IS ACCURATE AND COMPLETE.
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| /s/ Nigel James |
| Nigel James, President |
| Superfund Capital Management, Inc. |
| General Partner |
| Superfund Green, L.P. |