The difference between the spot price of an underlying and the price of a futures contract on it.
Basis converges toward zero as expiry approaches, because at delivery the contract simply is the underlying.
See also contango and backwardationThe Curve
by s7ven
The Contract · Futures
What happens when you plot every delivery month at once, and why the shape has consequences for anyone holding a position past expiry.
The difference between the spot price of an underlying and the price of a futures contract on it.
Basis converges toward zero as expiry approaches, because at delivery the contract simply is the underlying.
See also contango and backwardationClosing an expiring contract and opening the equivalent position in a later delivery month, to maintain exposure past expiry.
Whether the roll costs or earns depends on the shape of the curve. Repeated across many rolls, that difference is what causes futures-based products to drift away from the spot price they appear to track.
See also contango and backwardationDescriptions of forward curve shape: upward sloping and downward sloping respectively.
Both words come from the nineteenth-century London Stock Exchange, where they described settlement deferral fees rather than commodity curves.
Read the full entryThe number of contracts currently outstanding and not yet closed or delivered.
Distinct from volume, which counts activity. Volume can be enormous on a day when open interest does not change at all, if participants are opening and closing rather than accumulating.