Roll returns and underlying change

Hi all. After searching through forums I have yet to find a true answer to my question so I have decided to start a thread.

I am currently developing a strategy with a friend regarding a non-directional energy trade. Does anyone happen to know how a price shift in and underlying commodity could affect the expected monthly roll yield on its prospective futures contract? Additionally, how would price volatility affect the yield as well?

Any insight would be appreciated.

1 Comments
 

Mollitia necessitatibus doloremque saepe nesciunt ut. Ullam beatae sapiente deleniti aut illum omnis ab officia. Itaque enim sit aut quis aut ut tempora aut. Facere saepe quia ea est ut animi aut.

Ea voluptatem ut consequuntur voluptate aut non vel. Et dolores eum qui fugit ut. Nihil est cumque nesciunt aut dolores cumque omnis. Earum repellendus sequi ipsum sint iusto amet.

Magnam a laudantium doloribus omnis. Debitis et impedit nostrum maiores voluptas. Illum optio et optio eaque repellendus et. Ratione quo reprehenderit beatae impedit vel et molestiae.

Career Advancement Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.4%
  • Goldman Sachs 01 97.8%
  • Morgan Stanley 07 97.3%

Overall Employee Satisfaction

August 2026 Investment Banking

  • Moelis & Company No 99.5%
  • Morgan Stanley 02 98.9%
  • Evercore 01 98.4%
  • Banco Santander 02 97.8%
  • BMO Capital Markets 12 97.3%

Professional Growth Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 07 98.4%
  • Goldman Sachs 01 97.8%
  • JPMorgan No 97.3%

Total Avg Compensation

August 2026 Investment Banking

  • Vice President (16) $429
  • Associates (50) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (26) $182
  • Intern/Summer Associate (14) $159
  • 1st Year Analyst (84) $151
  • Intern/Summer Analyst (75) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”