Demystifying Commodity Futures

The Real Spiel

Concepts such as “contango” and “backwardation” in commodity futures markets are not well understood, and they have a significant impact on realized returns for investors. How can the negative effects of contango (and possible benefits of backwardation) assist investors in a diversified commodity portfolio, and what are they telling the market about supply and demand?
Disclosure:

The commentary provided during this podcast reflects the personal opinions, viewpoints and analyses of the participants providing such comments, and should not be regarded as a description of advisory services provided by USCF Investments or its affiliates or SummerHaven Investment Management or its affiliates or the performance returns of any fund managed by any such entities.

The views reflected in the commentary are subject to change at any time without notice. Nothing said during this podcast constitutes investment advice, performance data or any recommendation that any particular security, portfolio of securities, transaction or investment strategy is suitable for any specific person. Any mention of a particular security and related performance data is not a recommendation to buy or sell that security.

Investments involve the risk of loss. Diversification does not eliminate the risk of experiencing investment loss.

Commodity trading is highly speculative and involves a high degree of risk. Commodities and futures generally are volatile and are not suitable for all investors.
Past performance is no guarantee of future results.
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