📈 Term Structure VT
🔲 Forward Matrix VT
📊 Carry Analysis
Spot: 22555.75
Showing 8 expiries
(2 excluded)
| Spot → Futures | Forward / Roll | |||||
|---|---|---|---|---|---|---|
| Exp | DTE | Basis | Carry | →Days | Roll | Fwd |
| 10-06 | 1 | -2.1 | -3.4% | 7 | 0.10% | 5.0% |
| 10-13 | 8 | 19.3 | 3.9% | 6 | 0.13% | 7.6% |
| 10-19 | 14 | 47.6 | 5.5% | 8 | 0.12% | 5.5% |
| 10-27 | 22 | 74.9 | 5.5% | 7 | 0.11% | 6.0% |
| 11-03 | 29 | 100.8 | 5.6% | 20 | 0.31% | 5.7% |
| 11-23 | 49 | 171.8 | 5.7% | 36 | 0.60% | 6.0% |
| 12-29 | 85 | 306.2 | 5.8% | 91 | 1.56% | 6.1% |
| 03-30 | 176 | 659.0 | 6.0% | — | — | — |
Carry/Fwd are annualized. Roll is the realized step return to next expiry.