Commodities

Discussion in 'Options' started by Aquarians, Feb 21, 2021.

  1. iprph90

    iprph90

    Description

    DBC tracks an index of 14 commodities. It uses futures contracts to maintain exposure and selects them based on the shape of the futures curve to minimize contango.

    DBC Factset Analytics Insight


    DBC thoughtfully addresses the two thorniest problems in commodities: weighting and roll costs. The most market-like approach, production weighting, allocates heavily to consumables like oil at the expense of storables like gold. DBC threads the needle by capping energy’s economic dominance at 60%, yet allowing for a diversified portfolio. DBC aims to turn short-term contracts into a long-term investment carefully, by picking the cheapest of the tenors available for each of its contracts. This mitigates roll costs, but in cases where DBC selects long-term contracts, it can sacrifice responsiveness to short-term price movements. Expect a K-1 at tax time.
     
    #11     Feb 21, 2021
  2. easymon1

    easymon1

    What does your profit in those quarters look like?
     
    #12     Feb 21, 2021
  3. BKR88

    BKR88

    Started buying all 3 in early Sept.
    CORN 12.68 (16.98 now ... 34% ROI)
    SOYB 15.25 (20.69 now ... 36% ROI)
    DBA 14.69 (17.05 now ... 16% ROI)
    ***Rolled most calls 2x now so not sure where I'm at profit-wise but likely a small loss if I closed all positions now. They're for when the market eventually stalls/falls to provide some downside protection. Enough premium sold to make a profit eventually.
     
    #13     Feb 21, 2021