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.
September 02, 2014
Gasoline sees its backwardation narrow significantly.
August 18, 2014
Front-month WTI contracts hold up better than deferred months.
August 12, 2014
The cost of holding silver futures remains relatively small.
August 05, 2014
Gasoline's backwardation expands notably as front-month contracts decline less than second-month contracts.
July 28, 2014
Copper shifted into mild backwardation.
July 22, 2014
The U.S. oil benchmark continues to offer attractive returns.
July 15, 2014
Brent moved into contango for the first time since last year.
July 08, 2014
June 30, 2014
Natural gas is in mild backwardation at the front end of the forward curve.
June 23, 2014
Cotton's backwardation continues to grow
June 16, 2014
Oil prices hit nine-month highs, but the shape of the futures curve didn't change.
June 09, 2014
With the summer driving season in gear, front-month gasoline is priced higher than subsequent contracts.
June 04, 2014
Investors net more than 72 percent annualized from rolling front month soybeans contracts.
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