backwardation

Long time I went to visit the forum! I wanted to update one of my old post about contango/backwardation/expected future spot price/roll yield. To be honest, during a lot of time I was very confused by the theory and the possible representations (see graphics below) that a student could find on...

Hi all, I would like to understand the relationship between price return and the term structure of futures conteact. I understand that contango is associated with negative roll return while positive roll return with backwardation. How is the price return related to contango and backwardation ...

I am constantly frustrated if the axis are identical why do the charts say different things? This chart tells me in backwardation futures price increases towards maturity This chart tells me in backwardation futures price decreases towards maturity

Hi, A Futures Contract is said to be Trading Rich when : the Actual Price E(St) > the Model Predicted Price = F0=S0* EXP[ ( Rf + Storage Costs ) - ( Div + Yield ) ] T--> Normal Contango A Short Futures Contract would Deliver as Late as possible when (Div + Yield ) > ( Rf + Storage Costs) and...

Hi, question 27, in 08 practice exam part III 27. Which of the following best describes what we would normally expect to see in a seasonal agricultural market like wheat? Assume “the harvest” is normal and not unusually big or unusually small. Now consider the following statements about...