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6.l7 Backwardation, Normal Backwardation and Contango Although the terms
backwardation, normal backwardation and contango are particularly relevant to
commodity futures, they are also applicable to index futures. The terms were ...
Charles M. S. Sutcliffe, 2006
2
Commodities For Dummies
Backwardation is the opposite of contango. When a market is experiencing
backwardation, the contracts for future months are decreasing in value relative to
the current and most recent months. This means that the spot price is greater than
the ...
3
The World Tin Market: Political Pricing and Economic Competition
If, however, a backwardation existed, the hedger would have a net loss equal to
the size of the backwardation regardless of the change in the spot price — a loss
that Keynes described as a sort of insurance premium paid by the risk-avoiding ...
William Lee Baldwin, 1983
4
Restructured Electrical Power Systems: Operation: Trading, ...
Forward curves take on three behaviors: Backwardation, Contango, and a
combination of the two. • Backwardation. It is a market situation in which futures
prices are lower in each succeeding delivery month. In other words,
backwardation ...
Mohammad Shahidehpour, M. Alomoush, 2001
5
Futures Markets: Made Easy with 250 Questions and Answers
There is a fundamental difference between the concepts of Backwardation and
Contango on one hand, and Normal Backwardation and Normal Contango on
the other. The terms backwardation and contango are used to describe the ...
6
Microeconomic Risk Management and Macroeconomic Stability
futures market is characterized by backwardation (contango), it is optimal for the
short hedger to underhedge (overhedge), where underhedging (overhedging)
means choosing a futures position smaller (larger) than the initial spot
commitment.
In financial terminology, backwardation means a downward sloping forward
curve (as in an inverted yield curve). A backwardation starts when the difference
between the forward price and thespot price is less than the cost of carry, or when
...
In financial terminology, backwardation means a downward sloping forward
curve (as in an inverted yield curve). A backwardation starts when the difference
between the forward price and thespot price is less than the cost of carry, or when
...
9
Derivatives Handbook: Risk Management and Control
Buying a near-month futures contract when the market is in backwardation
means buying at a price low relative to the prevailing spot. Assuming that the
prevailing spot price remains constant, then as the contract matures and the
futures price ...
Robert J. Schwartz, Clifford W. Smith, 1997
10
FINANCIAL DERIVATIVES: THEORY, CONCEPTS AND PROBLEMS
4.5. Futures. Prices. and. Risk. Aversion. In this section, we will discuss the 'Risk
Aversion' in more detail with its two theories, namely the theory of Normal
Backwardation and Theory of Capital Asset Pricing Model (CAPM).
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Why I'll Be Shopping For A VIX Short This Week
Futures were still in contango at the end of last week, however they have entered backwardation several times now. This metric is my preferred ... «Seeking Alpha, 七月 15»
Animal Protein: Meats - Second Quarter Review And Outlook For Q3
A condition of backwardation in cattle prices indicates a supply shortage ... Cash prices remain strong and the futures curve is in backwardation ... «Seeking Alpha, 七月 15»
Memo To Alcoa: Prepare For Collapse In Aluminum Prices (AA)
This aluminum carry trade will self destruct, of course, if the market were to be thrown into backwardation when spot prices are actually less ... «Seeking Alpha, 七月 15»
'Backwardation' Boosts VIX ETFs -- But for How Long?
Futures in the CBOE Volatility Index (VIX) have moved into “backwardation,” a posture that means the current reading for the market's fear ... «Barron's, 七月 15»
LME MORNING – Base metals mixed, mark time ahead of US jobs …
The cash/July backwardation has eased to $0.80 from $4 on Wednesday. Stocks and cancelled warrants were both 900 tonnes lower at ... «FastMarkets Metal News, 七月 15»
US Gulf Coast gasoline rises ahead of pipeline scheduling deadline
... and George E. Warren's offer was adjusted for the barge assessment to reflect backwardation of about 30 points/d in the pipeline market. «Platts, 七月 15»
METALS MORNING VIEW – Metals on sidelines waiting for fog to …
Spot copper in Changjiang is up 0.1 percent, the backwardation with the futures is at an equivalent of $85 per tonne and the LME/Shanghai ... «FastMarkets Metal News, 七月 15»
Indexology®: Mid-Year Commodity Checkup: Alive Despite The …
Further, only 9 of 24 commodities are positive year-to-date with the overall term structure in contango after two years of structural backwardation ... «ETF Trends, 七月 15»
A Large Cap Investment That Protects Itself
VQTS' curvature calculation is similar, but not identical to the more familiar designations of contango and backwardation for futures' term ... «Investing.com, 七月 15»
Feeling Unfulfilled By The Volatility Tease?
Futures touched backwardation a couple times this week. Investors should realize their risk/reward before jumping head first into the shallow ... «Seeking Alpha, 七月 15»
