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gateway/knowledge/trading/strategies/commodities/roll-yields.md

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+---
+description: "Commodity futures roll-yield strategy that goes long backwardated and short contangoed futures based on the ratio of front-month to second-month prices."
+tags: [commodities, futures, roll-yield, term-structure, carry]
+---
+
+# Roll Yields
+
+**Section**: 9.1 | **Asset Class**: Commodities | **Type**: Carry / Term Structure
+
+## Overview
+When commodity futures are in backwardation (downward-sloping term structure), long futures positions generate positive roll yield because as contracts approach expiry they roll up toward the higher spot price. In contango (upward-sloping term structure), the roll yield is negative. A zero-cost long-short portfolio can be constructed by going long commodities in backwardation and short those in contango.
+
+## Construction / Mechanics
+Define the backwardation/contango ratio for each commodity:
+
+```
+φ = P₁ / P₂                                                  (454)
+```
+
+where P₁ is the front-month futures price and P₂ is the second-month futures price.
+
+- φ > 1: backwardation (front-month > second-month); long futures position earns positive roll yield
+- φ < 1: contango (front-month < second-month); short futures position earns positive roll yield
+
+**Portfolio construction:**
+- Rank all N commodity futures by φ
+- Buy futures with higher values of φ (stronger backwardation)
+- Sell futures with lower values of φ (deeper contango)
+- Dollar-neutral (zero-cost) implementation
+
+Roll yield is realised when the near-expiry contract is sold (covered) and a longer-dated contract is purchased, or vice versa for short positions.
+
+## Return Profile
+Profits from the periodic rolling of positions: as a backwardated contract approaches expiry, its price converges upward to the spot, generating a positive roll return. In contango the opposite holds and short positions benefit. Roll yield is distinct from spot price returns.
+
+## Key Parameters / Signals
+| Parameter | Description |
+|-----------|-------------|
+| φ = P₁/P₂ | Backwardation ratio; φ > 1 → backwardation, φ < 1 → contango |
+| Ranking quantile | Top/bottom quantile cut-off for long/short selection |
+| Roll frequency | Determined by contract expiry calendar |
+
+## Variations
+- Extend the ratio beyond the first two contracts to capture the broader term structure slope.
+- Combine with hedging pressure (Section 9.2) or momentum signals for a multi-factor commodity strategy.
+
+## Notes
+- Roll yields can be substantial in commodities with high storage costs (energy) or seasonal supply/demand patterns (agricultural).
+- The ratio φ is a snapshot measure; persistent backwardation or contango is more reliable than transient conditions.
+- Transaction costs from rolling (bid-ask spreads on each roll) must be weighed against the expected roll yield.
+- Convenience yield (the benefit of holding physical inventory) is the economic driver of backwardation in many commodity markets.