A futures curve is in contango when later expiries trade above nearer ones, and in backwardation when they trade below.
Quantitative Finance · المسرد
ما معنى Contango and backwardation؟
يُعرف أيضًا باسم: contango · backwardation
Quantitative Finance · المسرد
يُعرف أيضًا باسم: contango · backwardation
A futures curve is in contango when later expiries trade above nearer ones, and in backwardation when they trade below.