A futures market in which the nearer months are selling at premiums over the more distant months; characteristically, a market in which supplies are currently in shortage.
An abnormal situation in futures or cash where the front month or months are higher than distant months in the same crop year. Typically is caused by a shortage of the physical commodity.
A futures market in which the nearer months are selling at a premium to the more distant months.
a situation in which prices for future deliveries are lower than the spot price. Also known as backwardation.
A futures market in which near-month contracts are selling at prices that are higher than those of more distant months. An invested market is characteristic of a near-term supply shortage.
A futures market in which the relationship between two delivery months of the same commodity is abnormal.
Where near months are trading at premiums to longer dates.
A futures market in which near-month contracts are selling at prices that are higher than those for deferred months. An inverted market is characteristic of a short-term supply shortage. The notable exceptions are interest rate futures, which are inverted when the distant contracts are at a premium to near month contracts.
see Backwardated Limit Order - a Nymex order to buy or sell futures or option with a preset maximum or minimum price
futures market in which the nearer months are selling at price premiums to the more distant months. Related: premium.
A futures market in which the nearer months are selling at prices higher than the more distant months; characteristic of markets in which supplies are currently in shortage or the yield on the underlying asset exceeds the cost of carrying that asset. Also termed backwardation.
Index futures Interest rate futures contract
A futures market in which the nearer months are selling at premiums to the more distant months. Also known as backwardation.
A futures market is said to be inverted when distant contract months are selling at a discount to nearby contract months; also known as backwardation.
In the context of options and futures, this is when the current (or short-term) contract prices are higher than the long-term contracts.
A futures market in which the nearer months are selling at prices higher than the more distant months; hence a market displaying "inverse carrying charges," characteristic of markets in which supplies are currently short.
A futures market whereby prices of nearer futures are above those of distant futures.
