US futures: prices and the term curve

Prices

WTI Crude Oil104.12 $per barrel+2.08 %

Natural Gas2.898 $per MMBtu−1.83 %

S&P 500 (E-mini)7,614.00 pts−1.81 %

Nasdaq 100 (E-mini)28,534.00 pts−3.48 %

Russell 2000 (E-mini)2,821.30 pts−1.60 %

Dow Jones (E-mini)51,918.00 pts−1.13 %

Gold3,898.90 $per troy ounce−3.29 %

Silver49.28 $per troy ounce−5.59 %

30-Year Treasury Bond107.66 %of face value+0.35 %

10-Year Treasury Note106.64 %of face value+0.43 %

Far contracts priced above near ones is contango, below is backwardation

WTI Crude Oilbackwardation · −30.28 %

Contracts in the curve: 27 of 28 — the rest barely trade

S&P 500 (E-mini)contango · +0.97 %

Source: Yahoo Finance · 31 October

Source: Cboe delayed quotes

Contracts in the curve: 2 of 5 — the rest barely trade

Goldcontango · +3.00 %

Contracts in the curve: 12 of 24 — the rest barely trade

Natural Gasmixed · +53.35 %

Contracts in the curve: 26 of 29 — the rest barely trade

Nasdaq 100 (E-mini)contango · +1.12 %

Contracts in the curve: 2 of 4 — the rest barely trade

Russell 2000 (E-mini)contango · +0.86 %

Contracts in the curve: 2 of 2 — the rest barely trade

Silvercontango · +4.27 %

Contracts in the curve: 7 of 21 — the rest barely trade

Dow Jones (E-mini)contango · +0.89 %

Contracts in the curve: 2 of 3 — the rest barely trade

30-Year Treasury Bondbackwardation · −0.46 %

Contracts in the curve: 2 of 3 — the rest barely trade

10-Year Treasury Notebackwardation · −0.16 %

Contracts in the curve: 2 of 3 — the rest barely trade