Futures Market Engine

Term Structure • Roll Yields • Cross-Asset Flows

Futures System Ready

Tracks Contango/Backwardation, Spreads, and Institutional Flows across Energy, Metals, and Livestock.

Calculating Curve Metrics...

Macro Environment Score

M8 Factor Model v1

Risk Appetite
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Regime Score
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Deep Dive: Energy, Metals & Livestock

CL

Crude Oil (WTI)

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Forecast ({{fut.forecastDate}})
Forward Curve (8 Months)
Roll Yield
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Profit/loss from rolling a short-term contract into a longer-term one. Negative = Cost.
Basis
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Difference between the spot price and the futures price.
Conv. Yield
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Benefit of holding the physical asset rather than the future. High = Shortage.
Analysis: Steep contango structure suggests abundant physical supply and storage costs are driving front-month discounts.
GC

Gold (Comex)

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Forecast ({{fut.forecastDate}})
Forward Curve (Backwardation)
Roll Yield
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Positive roll yield indicates backwardation (futures cheaper than spot).
Curve Slope
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Price difference between near and far contracts.
Safety Demand
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M8 calculated score for safe-haven inflows.
Analysis: Tight physical supply creating immediate delivery premiums. Strong backwardation signals bullish stress.
SI

Silver

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Forecast ({{fut.forecastDate}})
Forward Curve (Contango)
Roll Yield
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Cost to roll futures. Negative implies contango.
Slope
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Steepness of the futures curve.
Industrial
Steady
Demand component from industrial manufacturing.
Analysis: Industrial demand providing base support, but contango structure limits long-term holding without yield harvesting.
LE

Live Cattle

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Forecast ({{fut.forecastDate}})
Forward Curve (Seasonal)
Seasonality
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Historical strength for this time of year relative to 5yr average.
Herd Size
Tight
Physical inventory levels. Low/Tight = Bullish.
Input Cost
High
Cost of feed (Corn/Soy). High costs often lead to liquidation then shortages.
Analysis: Seasonal demand spike coinciding with cyclical herd contraction creates potential for backwardation squeeze.

Spread Monitor

Butterfly (1-2-3) {{fut.data.spreads.Butterfly}}
Arbitrage Gap {{fut.data.spreads.Arbitrage_gap}}
Energy Ratio {{fut.data.spreads.Energy_ratio}}
Signal: {{fut.data.spreads.Signal}}

Market Positioning

Speculator Strength {{fut.data.positioning.Spec_strength}}
Hedge Ratio {{fut.data.positioning.Hedge_ratio}}
Price-Pos Corr. {{fut.data.positioning.Spec_price_corr}}

Liquidity Profile

Market Bal
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Phys Demand
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Roll Press.
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Depth
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