Mittwoch, 7. April 2010

Crude Oil Forward Curve













Enclosed you will find the current Crude Oil Forward Curve. At the moment the curve implies a roll return of -3.94% for the coming year to end of May. For the next 2 or 3 years the forward curve implies a roll return of -4.78% and -5.26%. At the long end of the curve is a very significant flattening to be seen.