📈 Term Structure VT
🔲 Forward Matrix VT
📊 Carry Analysis
Spot: 22331.95
Showing 8 expiries
(2 excluded)
| Spot → Futures | Forward / Roll | |||||
|---|---|---|---|---|---|---|
| Exp | DTE | Basis | Carry | →Days | Roll | Fwd |
| 10-06 | 5 | 16.5 | 5.4% | 7 | 0.09% | 4.8% |
| 10-13 | 12 | 36.9 | 5.0% | 6 | 0.09% | 5.7% |
| 10-19 | 18 | 57.8 | 5.2% | 8 | 0.10% | 4.4% |
| 10-27 | 26 | 79.2 | 5.0% | 7 | 0.15% | 7.7% |
| 11-03 | 33 | 112.2 | 5.5% | 20 | 0.36% | 6.5% |
| 11-23 | 53 | 192.8 | 5.9% | 36 | 0.68% | 6.8% |
| 12-29 | 89 | 345.2 | 6.3% | 91 | 1.68% | 6.6% |
| 03-30 | 180 | 720.4 | 6.4% | — | — | — |
Carry/Fwd are annualized. Roll is the realized step return to next expiry.