TC5 (AG/Japan) FFA term structure. Over the past 14 months, TC5 FFAs have been in backwardation 52% of the time, on the basis of the daily M4-M1 spread.
2 years ago
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Posts by Makai Research
TC5 (AG/Japan) FFA term structure. Over the past 14 months, TC5 FFAs have been in backwardation 52% of the time, on the basis of the daily M4-M1 spread.