P pistolpt Aug 31, 2012 #1 Does anyone here have an opinion on which futures markets have the most contango and backwardation from time to time? i.e. have the most significant roll yield? This applies to all futures, not just index. Thanks for any responses.
Does anyone here have an opinion on which futures markets have the most contango and backwardation from time to time? i.e. have the most significant roll yield? This applies to all futures, not just index. Thanks for any responses.
B bigspeculate Aug 31, 2012 #2 Check out this site: http://www.indexuniverse.com/sections/features/13043-contango-report-wti-contango-narrows.html
Check out this site: http://www.indexuniverse.com/sections/features/13043-contango-report-wti-contango-narrows.html
