Backwardation

IntermediateOptions & Derivatives1 min read

Quick Definition

A market condition where the futures price of a commodity is lower than the current spot price, often signaling tight supply.

What Is Backwardation?

Backwardation occurs when futures contracts trade at progressively lower prices for later delivery dates compared to the current spot price. This creates a downward-sloping futures curve. Backwardation typically signals that current supply is tight relative to demand, making immediate delivery more valuable than future delivery. It is common in commodity markets during supply disruptions, seasonal shortages, or high immediate demand. For investors who roll futures contracts, backwardation generates a positive "roll yield" because they sell expiring contracts at higher prices and buy later-dated contracts at lower prices. This is the opposite of contango, where futures prices exceed spot prices.

Backwardation Example

  • 1During an oil supply disruption, crude oil spot price is $85/barrel while the 6-month futures contract trades at $78 — the market is in backwardation
  • 2A commodity ETF benefits from backwardation because it earns positive roll yield when replacing expiring contracts with cheaper longer-dated ones