Contango vs Backwardation

Alternative Investments: Hedge Funds, Private Equity & Real Assets · 3:20

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Lyrics

[Verse 1]
In the futures market, prices dance and sway
Two structures guide the trading day
When futures cost more than the spot right now
That's contango, let me show you how
Storage costs and interest rates combine
Push the future price above the line

[Chorus]
Contango climbs up high, futures above the spot
Backwardation dips down low, spot price is what you've got
Remember "C" goes up like climbing to the sky
"B" goes back and down, that's how we classify
Contango up, backwardation down
These market structures wear the trading crown

[Verse 2]
But when convenience yield takes the lead
Or supply is tight for current need
The spot price rises past futures ahead
Backwardation's born, just like we said
Oil in shortage, gold in high demand
Spot exceeds futures across the land

[Chorus]
Contango climbs up high, futures above the spot
Backwardation dips down low, spot price is what you've got
Remember "C" goes up like climbing to the sky
"B" goes back and down, that's how we classify
Contango up, backwardation down
These market structures wear the trading crown

[Bridge]
Storage costs push contango high
Convenience yield makes backwardation fly
Normal markets show contango's face
But shortages put backwardation in its place

[Verse 3]
Chart the curve from month to month ahead
See if prices climb or fall instead
Upward slope means contango's here
Downward slope makes backwardation clear
Understanding curves will guide your way
Through the futures market every day

[Chorus]
Contango climbs up high, futures above the spot
Backwardation dips down low, spot price is what you've got
Remember "C" goes up like climbing to the sky
"B" goes back and down, that's how we classify
Contango up, backwardation down
These market structures wear the trading crown

[Outro]
Two simple words to rule them all
Contango rises, backwardation falls
Master these curves and you will see
Futures market clarity

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