Filed Pursuant to Rule 424(b)(3)
Registration No. 333-136804
SUPERFUND GREEN, L.P. – SERIES A AND SERIES B SUPPLEMENT
DATED OCTOBER 18, 2011 TO PROSPECTUS DATED MAY 13, 2011
SEPTEMBER 2011 PERFORMANCE UPDATE
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| September 2011 |
| Year to Date |
| Total NAV |
| NAV per Unit |
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Series A |
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| -2.81 | % |
| -0.82 | % | $ | 38,438,459 |
| $ | 1,538.01 |
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Series B |
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| -4.59 | % |
| 0.47 | % | $ | 46,126,614 |
| $ | 1,781.77 |
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* All performance is reported net of fees and expenses
Fund results for September 2011:
The Fund’s trading strategies posted disappointing results in September as economic uncertainty spiked, precipitating a severe bout of commodity market liquidation and corresponding flight to the U.S. dollar and treasuries. Equities came under pressure early as poor U.S. unemployment data and growing dysfunction in European money markets prompted liquidation. Values remained under duress for the balance of the month as the International Monetary Fund, the U.S. Federal Reserve, and European Central Bank offered bearish assessments of downside risks to global growth. The U.S. dollar gained along with U.S. and European treasuries as investors flocked to safe haven assets while awaiting further clarity from European authorities. Gold and silver reversed August’s gains on a stronger U.S. dollar, increased margin requirements, and collateral damage from commodity and equity market liquidation. Grains and softs were hit particularly hard amid the fundamental reassessment of demand, a stronger U.S. dollar and improved production prospects. The Fund’s short-term strategies further detracted from overall performance as losses in currencies and energies offset gains in bonds, metals, and stocks.
The Fund experienced significant losses in grains and agricultural markets in September. Losses were seen in grain market trades amid global economic concerns, weakening demand, seasonal harvest pressure and a strong U.S. dollar. Positions in agricultural products underperformed as the combination of excellent production and the increasing likelihood of a global recession resulted in heavy liquidation.
Allocations to currencies and money markets also yielded negative returns in September. Losses in currency markets resulted from a massive flight out of risk assets, including commodities, commodity currencies, and emerging market equities propelled the dollar sharply higher against a global basket of currencies. Positions in global money markets lost ground in September as continued instability in financial markets led to choppy action at the top of the recent range. Pressure continued to mount on
European officials as major bank shares fell amid reports of rising dysfunction in the inter-bank lending market. This prompted the major central banks to coordinate funding and stability to the system.
The Fund’s models produced gains in metals and bonds in September. Metals markets saw positive results overall as the seemingly intractable European debt crisis escalated pessimism regarding industrial metal demand. The Fund’s bond portfolio continued to perform well during September as fear and central bank intervention drove major sovereign debt prices higher. As world commodity and equity prices fell, investors poured their cash into the safe haven assets of medium and long-term sovereign debt.
Other markets, relative to those discussed above, did not have a substantial impact on the month’s overall negative performance.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
SUPERFUND GREEN, L.P. – SERIES A
September 2011 ACCOUNT STATEMENT
(Prepared from Books without Audit for the Month ended September 30, 2011)
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STATEMENT OF INCOME |
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| September 2011 |
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Investment income, interest |
| $ | 934 |
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Expenses |
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Management fee |
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| 59,607 |
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Ongoing offering expenses |
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| 32,220 |
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Operating expenses |
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| 4,833 |
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Selling Commissions |
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| 128,668 |
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Other expenses |
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| 1,450 |
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Incentive fee |
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| — |
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Brokerage commissions |
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| 44,822 |
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Total expenses |
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| 271,600 |
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Net investment gain (loss) |
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| (270,666 | ) |
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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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| (1,905,004 | ) |
Net change in unrealized appreciation (depreciation) on futures and forward contracts |
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| 1,062,579 |
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Net gain(loss) on investments |
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| (842,425 | ) |
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Net increase (decrease) in net assets from operations |
| $ | (1,113,091 | ) |
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STATEMENT OF CHANGES IN NET ASSET VALUE |
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| September 2011 |
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Net assets,beginning of period |
| $ | 39,054,377 |
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Net increase (decrease) in net assets from operations |
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| (1,113,091 | ) |
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Capital share transactions |
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Issuance of shares |
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| 817,589 |
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Redemption of shares |
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| (320,416 | ) |
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Net increase(decrease) in net assets from capital share transactions |
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| 497,173 |
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Net increase(decrease) in net assets |
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| (615,918 | ) |
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Net assets, end of period |
| $ | 38,438,459 |
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NAV Per Unit, end of period |
| $ | 1,538.01 |
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SUPERFUND GREEN, L.P. – SERIES B
September 2011 ACCOUNT STATEMENT
(Prepared from Books without Audit for the Month ended September 30, 2011)
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STATEMENT OF INCOME |
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| September 2011 |
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Investment income, interest |
| $ | 483 |
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Expenses |
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Management fee |
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| 71,529 |
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Ongoing offering expenses |
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| 38,664 |
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Operating expenses |
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| 5,800 |
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Selling Commissions |
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| 154,665 |
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Other expenses |
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| 2,057 |
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Incentive fee |
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| — |
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Brokerage commissions |
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| 81,810 |
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Total expenses |
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| 354,525 |
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Net investment gain(loss) |
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| (354,042 | ) |
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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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| (3,597,300 | ) |
Net change in unrealized appreciation (depreciation) on futures and forward contracts |
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| 1,734,119 |
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Net gain(loss) on investments |
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| (1,863,181 | ) |
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Net increase (decrease) in net assets from operations |
| $ | (2,217,223 | ) |
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STATEMENT OF CHANGE IN NET ASSET VALUE |
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| September 2011 |
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Net assets,beginning of period |
| $ | 49,428,187 |
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Net increase (decrease) in net assets from operations |
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| (2,217,223 | ) |
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Capital share transactions |
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Issuance of shares |
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| 113,129 |
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Redemption of shares |
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| (1,197,480 | ) |
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Net increase (decrease) in net assets from capital share transactions |
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| (1,084,351 | ) |
Net increase(decrease) in net assets |
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| (3,301,573 | ) |
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Net assets, end of period |
| $ | 46,126,614 |
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NAV Per Unit, end of period |
| $ | 1,781.77 |
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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. |