// multi-utility computation suite · offline · instant · precise
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fin.commodity-roll-yield Calculator
Calculates the roll yield from a futures position as it rolls from the near contract to the next contract in contango or backwardation. Roll yield is the hidden return or cost of maintaining a futures position — in heavy contango (oil, natural gas), roll yield is negative and erodes returns.
Inputs
Near Price
Reference formula or conversion factor shown for context.
Far Price
Reference formula or conversion factor shown for context.
Months Between
Reference formula or conversion factor shown for context.
Results
roll yield (monthly)
Sample size or count used in the calculation.
roll yield (annualized)
The result expressed on a per-year basis.
market structure
Reference formula or conversion factor shown for context.