normal backwardation 예문

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1. The opposite market condition to normal backwardation is known as contango.
2. It is often called'normal backwardation'as the futures buyer is rewarded for risk he takes off the producer.
3. "' Normal backwardation "', also sometimes called "'backwardation "', is the market condition wherein the price of a forward or futures contract is trading below the expected spot price at contract maturity.
4. Forward / futures prices converge with the spot price at maturity, as can be seen from the previous relationships by letting T go to 0 ( see also basis ); then normal backwardation implies that futures prices for a certain maturity are increasing over time.
5. Bouchoueva applied the changes in investor behaviour to " the classical Keynes-Hicks theory of normal backwardation, and the Kaldor-Working-Brennan theory of storage, and looked at how calendar spread options ( CSOs ) became an increasingly popular risk management tool ."