January 27, 2015
The cost of rolling front-month crude oil contracts is at steep levels.
January 20, 2015
The cost of rolling front-month lean hogs contracts increases notably.
January 13, 2015
The cost of rolling crude oil futures continues to increase.
January 06, 2015
Front-month gasoline contracts are cheap compared with later months'.
December 30, 2014
It costs more than 21 percent annualized to roll front-month lean hogs contracts.
December 23, 2014
The cost of rolling oil and natural gas futures contracts increased last week.
December 15, 2014
Investors net more than 27 percent annualized from rolling front-month heating oil contracts.
December 08, 2014
The front-month January natural gas contract fell faster than the February contract amid mild December temperatures.
December 02, 2014
Despite big price decline, the cost to roll front-month WTI and Brent contracts is similar to last week's.
November 24, 2014
The cost to roll front-month natural gas futures is at steep levels.
November 18, 2014
Currently, roll costs for all of the metals are 2 percent or less.
November 11, 2014
The yield from rolling aluminum contracts fell week-over-week.
November 04, 2014
Rolling WTI futures contracts still generate roll yields, but barely so.
October 21, 2014
Investors net more than 30 percent annualized from rolling front-month gasoline contracts.
October 13, 2014
Natural gas roll costs increase to more than 30 percent annualized.
October 06, 2014
While still substantial, the yield from rolling RBOB gasoline contracts declines significantly week-over-week.
September 30, 2014
The cost to roll sugar futures contracts falls by half.
September 22, 2014
As is typical, the cost to roll silver futures remains at low levels.
September 16, 2014
The cost to roll sugar futures is at extremely steep levels.
September 08, 2014
The cost to roll wheat futures remains in the double-digit range.