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Перевод: contango

[существительное]
надбавка к цене; контанго
[существительное]

Тезаурус:

1. The contango pattern is consistent with the following relationship between speculators and hedgers.
2. It can be seen from this figure that the contango is measured by F t - S t , while the normal backwardation ( E (S T ) - F t ) represents the risk premium, that is, the profit required to compensate traders for assuming the risk of fluctuations in the spot price at delivery.
3. The basis will be positive (contango) if the cost of carry is positive and negative (backwardation) otherwise.
4. Backwardation occurs when S t F t (the basis is negative), while contango occurs when F t S t (the basis is positive).
5. Although the terms backwardation , normal backwardation and contango are particularly relevant to commodity futures, they are also applicable to index futures.
6. Subsequently, other authors have used the terms "backwardation", "contango" and "normal backwardation" in ways other than as defined by Keynes, which has led to some confusion.
7. If the cost-of-carry (or the spread) is positive, then (normal contango), while if the cost-of-carry is negative, then (normal backwardation).
8. If the spot price is not expected to change over time, then in contracts with a positive basis the futures price in the contracts with nearby delivery dates will be lower than the futures price in the contracts with distant delivery dates (a situation known as normal contango).
9. 7.3.2 Backwardation, normal backwardation and contango
10. If the futures price exceeds the spot price, the basis is positive (a situation known as contango).
11. Backwardation or contango can be calculated using current market prices, while normal backwardation requires the use of the expected delivery price, which is not directly observable.
12. There are two other explanations of the relationship between futures prices and expected future spot prices, one consistent with the backwardation relationship and the other consistent with the contango relationship.
13. Bombay: Heavy institutional demand to start the new account took prices broadly higher, but a rise in contango charges prompted private investors to sell.