Roll Energy Futures front contracts

Discussion in 'Commodity Futures' started by Engy, Jul 14, 2009.

  1. Engy

    Engy

    Hello:

    In many articles, roll yield is discussed when the futures contracts are rolled over to the next front month contract. Are there trading strategies or risk mgmt for things like ETF Energy Ftrs that we would be interested in how ...

    a) the price of 3-Month (or 2-Month or 1-Month) Futures contract will change from one day to the next?

    b) the price of 3-Month (or 2-Month or 1-Month) Futures contract will change in one month (two months or three months) from today?

    Thank you in advance for your help!!