Consider it is April 2020 and a company will need to sell 100,000 barrels of oil in June 2021. Each futures contract is based on 1,000 barrels. It decides to hedge with a short position with a hedge ratio of 1.0. The current spot price of oil is $19. The company decided to roll its hedge position forward at 6-month intervals. The following table shows all futures prices as well as the spot price in June 2021.

Date	April 2020	September 2020	February 2021	June 2021
October 2020 Futures price	18.20	18.40
March 2021 Futures price		18.00	17.50
July 2021 Futures price			16.80	15.30
Spot price	19.00			16.00

The profit from only the rolling hedge strategy would be (round the answer two digits after decimal if needed):