Contango - Revision history

imported>Doug Williamson: Link with Cost of carry page.

2017-08-22T08:09:53Z

Link with Cost of carry page.

← Older revision		Revision as of 08:09, 22 August 2017
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	== See also ==		== See also ==
	* [[Backwardation]]		* [[Backwardation]]
			* [[Cost of carry]]
	* [[Super contango]]		* [[Super contango]]

	[[Category:Manage_risks]]		[[Category:Manage_risks]]

imported>Doug Williamson: Added 1 line space before see also and added category 19/3/14

2014-03-19T16:37:48Z

Added 1 line space before see also and added category 19/3/14

← Older revision		Revision as of 16:37, 19 March 2014
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	If - unusually - the opposite is true, and the price of a longer-term contract is lower than the price of a related one with an earlier maturity date, the pricing relationship is known as backwardation.		If - unusually - the opposite is true, and the price of a longer-term contract is lower than the price of a related one with an earlier maturity date, the pricing relationship is known as backwardation.


	== See also ==		== See also ==
	* [[Backwardation]]		* [[Backwardation]]
	* [[Super contango]]		* [[Super contango]]

			[[Category:Manage_risks]]

imported>Doug Williamson: Add link to Super contango page.

2014-03-17T09:25:21Z

Add link to Super contango page.

← Older revision		Revision as of 09:25, 17 March 2014
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	== See also ==		== See also ==
	* [[Backwardation]]		* [[Backwardation]]
			* [[Super contango]]

imported>Doug Williamson: Spacing

2014-03-17T09:03:31Z

Spacing

← Older revision		Revision as of 09:03, 17 March 2014
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	The further into the future the final maturity date, the higher the price of the contract.		The further into the future the final maturity date, the higher the price of the contract.


	That usual pricing relationship is known as contango.		That usual pricing relationship is known as contango.

imported>Doug Williamson: Spacing

2013-08-03T06:42:01Z

Spacing

← Older revision		Revision as of 06:42, 3 August 2013
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	In futures or options trading, a market in which longer-term contracts have a higher market price than near-term contracts.		In futures or options trading, a market in which longer-term contracts have a higher market price than near-term contracts.

	The premium attached to longer maturities is a normal condition of markets, reflecting the cost of carry of the commodity (for the contracted future delivery). The further into the future the final maturity date, the higher the price of the contract.		The premium attached to longer maturities is a normal condition of markets, reflecting the cost of carry of the commodity (for the contracted future delivery).

			The further into the future the final maturity date, the higher the price of the contract.

	That usual pricing relationship is known as contango.		That usual pricing relationship is known as contango.

imported>Doug Williamson: Spacing

2013-08-03T06:41:44Z

Spacing

← Older revision		Revision as of 06:41, 3 August 2013
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	In futures or options trading, a market in which longer-term contracts have a higher market price than near-term contracts.		In futures or options trading, a market in which longer-term contracts have a higher market price than near-term contracts.

	The premium attached to longer maturities is a normal condition of markets, reflecting the cost of carry of the commodity (for the contracted future delivery). The further into the future the final maturity date, the higher the price of the contract.		The premium attached to longer maturities is a normal condition of markets, reflecting the cost of carry of the commodity (for the contracted future delivery). The further into the future the final maturity date, the higher the price of the contract.

	That usual pricing relationship is known as contango.		That usual pricing relationship is known as contango.

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	== See also ==		== See also ==
	* [[Backwardation]]		* [[Backwardation]]

imported>Administrator: CSV import

2012-10-23T14:19:06Z

CSV import

New page

In futures or options trading, a market in which longer-term contracts have a higher market price than near-term contracts.
The premium attached to longer maturities is a normal condition of markets, reflecting the cost of carry of the commodity (for the contracted future delivery). The further into the future the final maturity date, the higher the price of the contract.
That usual pricing relationship is known as contango.

If - unusually - the opposite is true, and the price of a longer-term contract is lower than the price of a related one with an earlier maturity date, the pricing relationship is known as backwardation.

== See also ==
* [[Backwardation]]