Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. John Kemp at Thomson Reuters is a big fan of commodity curves — backwardation, contango and all the principles ...
According to a forthcoming paper in the Journal of International Money and Finance, there have been significant changes in the risk premia of oil futures since 2005. Regular readers of AllAboutAlpha ...
The article was published in the August issue of Morningstar ETFInvestor. Download a complimentary copy of ETFInvestor here. The holy grail of portfolio diversification: an asset class that provides ...
Crude oil continues to fall as analysts are now predicting that we could see prices fall below $75.00. An analyst this morning said that WTI crude oil is Crude Oil In Backwardation While Brent Oil In ...
On Monday, December 15, backwardation on gold was still in force at an annualized discount rate that narrowed to 1.55% in the December contract, but widened to 0.36% in the February contract. 12,673 ...
Most commodity ETFs are in a downtrend. The (small) iShares Commodity Curve Carry Strategy ETF is an exception. It’s an optimized commodity ETF that focuses on commodities with the greatest degree of ...
Backwardation indicates the futures curve is falling, with spot markets and short-term futures contracts priced higher than longer-dated contracts. Backwardation of commodities hit the steepest level ...
Investors trade in commodities as a way to diversify their portfolios and take advantage of the price fluctuations of goods. Commodities are broadly categorized as one of four types – metal, energy, ...
Oil prices have continued to rally this year as economies recover from impaired pandemic levels, however, calendar spreads have been unable to realize their bullish intent. In fact, calendar spread ...
Negative real interest rates, coordinated money-printing by Bernanke and his international counterparts, rising emerging markets--little wonder that commodity fund assets have tripled since the ...
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