Commodity Trading (Part 6): Rolling Contracts and Futures C

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The sixth in a multi-part series on commodity trading. This entry covers the movement of futures prices over time. These movements (contango and backwardation) affect the roll yield for index investments. Understanding these movements helps explain the increased interest in commodity markets.

For a better view of the graphs, I recommend watching the video on full screen. Also, be sure to check out my website at http://www.econoutlook.net for all of the graphs and more information!

Duration : 0:9:3


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Posted in: Commodity Trading Comments(2) February 2010


2 Responses to “Commodity Trading (Part 6): Rolling Contracts and Futures C”

  1. vivekv78 Says:
    February 20th, 2010 at 5:55 pm

    Nice one, thanks
    Nice one, thanks

  2. Seaxuan Says:
    February 20th, 2010 at 5:55 pm

    Hello sir, Could …
    Hello sir, Could you help me to understand why in the crude oil future markets, lots of traders often trade Jun/Dec & Dec red Dec future calendar spread, are there any fundamental reasons behind this?

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