FwCurve understanding... Support for analyze module

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clahn09
 
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Joined: Sat Feb 22, 2020 8:12 pm

FwCurve understanding...

by clahn09 » Wed Nov 25, 2020 9:57 pm

I'm having a hard time understanding something...

as of today for Natural Gas...

Year Δ M2-M1 Δ M3-M1 Δ M6-M1 Slope M3 Slope M6 Slope Y1 Slope Y2
2020 4.50 3.68 -3.50 2.92 -1.93 0.04 -0.67

Isn't M2 just the next month futures contract and M1 is the current Month (i.e... Feb-Jan)...I thought the 2020 number under that column would be the calendar spread of Feb-Jan, but it's not making sense...

Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: FwCurve understanding...

by Roman » Mon Nov 30, 2020 8:31 am

It's (M2-M1)/M1 result is in %

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