Research help on Contango

Discussion in 'Commodity Futures' started by Kirribilli, Nov 30, 2016.

  1. wmwmw

    wmwmw

  2. CyJackX

    CyJackX

    Like Mav said, gotta get market specific. VIX contracts behave very differently than OJ or ES, etc...
     
    #12     Nov 30, 2016
  3. Gambit

    Gambit

    This might be a dumb question but if I'm entering a butterfly position where I'm long the front month, short the body/first back month and long the month further back, and the market is in contango, am I long contango?

    Butterfly ratio is +1:-2:+1 And the market is natural gas which I think is in contango right now.
     
    #13     Nov 30, 2016
  4. Maverick74

    Maverick74

    Depends on the months. FG is flat, GH and HJ are backwardated right now. Natty is highly seasonal so it switches between contango and backwardation.
     
    #14     Nov 30, 2016
    Gambit likes this.
  5. Gambit

    Gambit

    #15     Nov 30, 2016
  6. OP here. Thanks much for the replies.
     
    #16     Nov 30, 2016
  7. bone

    bone

    Generally speaking with respect to physically fungible forward (futures) commodity contracts, the prompt months are driven by spec order flows and to some extent commercial use demand considerations, the rest of the curve is almost exclusively driven by commercial supply considerations.

    Mav is right to say that these commercial demand vs supply expectations are entirely unique to the underlying commodity name and contract delivery specs. Contango and Backwardation are traditional energy market curve descriptions, and I think the point Mav is making is that generalities across different market spaces can be dangerous.

    Fundamentals drive price action, and therein lies the common retail speculator's salvation. Works for me, YMMV.
     
    #17     Dec 1, 2016
    Adam777 and Overnight like this.
  8. Overnight

    Overnight

    I'm pretty sure I like what bone just typed above.
     
    #18     Dec 6, 2016
  9. Mav - when you say, for example, that GH is backwardated right now what do you mean? As GH is a spread it therefore has multiple legs so does saying that GH is backwardated mean that a) both G and H are in backwardation b) one of them is or c) something else? It just, at least to me, doesn't make intuitive sense to refer to a spread as in backwardation or contango. Thanks
     
    #19     Aug 8, 2017
  10. Maverick74

    Maverick74

    Contango and backwardation always refer to the spread between two contracts. If the near month contract is below the far month, it's in contango. If the near month is above the far month, it's backwardated.
     
    #20     Aug 8, 2017