Trading Class

Glossary › contango

Trading glossary · advanced

contango

When a deal to buy something later costs more than a deal for sooner, so waiting costs extra.

The fuller meaning

A futures curve in which later contracts are priced above nearer ones, often reflecting storage and financing costs. A long position that keeps rolling forward tends to lose value, buying a pricier contract each time, and can fall behind the spot price even when spot is flat.

contango.

Related words

at the money · backtest · backwardation · basis · call option · data snooping · delta · edge · entry trigger · exercise