Options & Derivatives

Contango and Backwardation

Descriptions of whether forward prices sit above or below the current spot price.

Contango: forward above spot. Backwardation: forward below spot.

Neither is a directional signal, which is the point most often misunderstood. Both are usually explained by cost of carry rather than by any expectation about future prices.

Why it matters practically. A fund that rolls futures in contango sells the expiring contract low and buys the next one higher, incurring a persistent roll cost. That mechanism is why some commodity ETFs underperform the spot commodity badly over long periods.

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