EnergySource1 channels accredited-investor capital into contracted, insured fuel programs. Capital is deployed as collateral behind bank credit instruments — never to purchase fuel — while trading margin on matched contracts services the target yield.
Returns are generated from the margin on contracted fuel that is purchased and delivered — not from market timing. Three things anchor every program.
Each program is supported by real fuel volumes — EN590 diesel and Jet A — bought and sold under contract, never a paper position.
Yearly contracts with scheduled monthly lifts create visibility into volume, pricing, and counterparty commitments well ahead of delivery.
Active insurance and contractual protections are structured to mitigate downside on each transaction; optional bond insurance is available.
Every contract is priced as a fixed percentage discount to the Platts index on both the purchase and the resale. Because both legs reference the same index, the spread is preserved at every price level — the margin differential does not compress, and the program carries no open commodity exposure.
| Pricing basis | Fixed percentage discount to Platts on both the buy and sell legs |
| If Platts rises | Both prices rise proportionally — the spread is unchanged |
| If Platts falls | Both prices fall proportionally — the spread is unchanged; the program is not squeezed |
| Net effect | Revenue is insulated from the direction of prices; no speculative position at any point |
Capital preservation is the first objective. Yield is pursued only within a defined risk envelope.
Active policies are maintained to safeguard capital exposure against defined loss events across the program.
Long-term supply agreements and counterparty terms reduce delivery and settlement risk on each transaction.
Monthly statements cover activity, performance, and risk so investors can monitor positioning throughout the term.
A robust framework governs exposure limits, concentration, and execution standards on every shipment.