Roll Yield Calculator

How much is your futures position bleeding — or earning — on each roll?

ETFs and futures positions don't hold one contract forever — they sell the expiring one and buy the next, over and over. If the curve is in contango, that roll quietly costs money every cycle, even when the spot price is flat. This calculator makes that cost (or benefit, in backwardation) concrete.

Enter two prices

Enter a front-month price, a deferred-month price, and the number of months between them.

Where to get the two prices

Use the front-month and any deferred-month settlement from a commodity's page on Commodity Hub, or your broker's futures chain. Six months out (the default above) is a reasonable general-purpose spread to check; for a precise view, compare front-month to whichever contract you'd actually roll into.

For the full method — checking the whole curve, not just one spread — see reading the futures curve step by step and contango vs. backwardation, explained.