Posted 9/3/2007 07:48 (#197481 - in reply to #196273) Subject: RE: Calculating the carry from Dec.
CBOT quotes what the carry is for each spread. I am not sure if they do it daily or weekly but you can get it from them. The last time I looked full carry from Dec to Mar was 19 1/4 or about 6 1/2 per month. If the carryout grows we should see more carry, therfore wait to roll. If the carryout is going to shrink then you should roll now because carry will leave the market.
Calculating the carry from Dec.
