Cost of carry in oil futures

Discussion in 'Commodity Futures' started by TraDaToR, Mar 30, 2007.

  1. TraDaToR

    TraDaToR

    Hello,

    How do you calculate the cost of carry on oil futures?

    Where can we find the carrying charges? What are the interest rate you use for 1 month? Any other things influencing( shortage, seasonality... )?

    Thanks for your answers.
     

  2. Cost of carry in energies are not so much reliant on time value is with some of the other commodities particularly metals and grains....

    The switches in energies are more volatile than outrights themselves and the yield curves can change drastically. It is all supply and demand, season, pad location, etc....
     
  3. TraDaToR

    TraDaToR

    OK Thanks