Sukuk and Super contango: Difference between pages
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imported>Doug Williamson (Create the page. Source: ACT Risk Management, 5.1.2 Commodity Price Risk, p4 1 October 2012.) |
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The unusual market condition in which the forward price is substantially in excess of the spot price. | |||
The extent of the difference being greater than that expected under the normal market condition (contango) of a small excess of the forward price over the spot price. | |||
== See also == | == See also == | ||
* [[ | * [[Backwardation]] | ||
* [[ | * [[Contango]] | ||
* [[Spot]] | |||
[[Category:Commodity_Risk]] | |||
Revision as of 11:23, 17 March 2014
The unusual market condition in which the forward price is substantially in excess of the spot price.
The extent of the difference being greater than that expected under the normal market condition (contango) of a small excess of the forward price over the spot price.
