Backwardation/Carrying Charge Spreads

[wzambon]

I've been charting some carrying charge and backwardation spreads. Such spreads, as kc z3 -kc z4 yield only charts that run to the beginning of the spread year 03 -year 04. Is there a way to chart the spread between one contract month and another on a more historical basis, say with weekly or monthly charts, stripped of specific year identifiers?

Say I wanted to see several years of data on how july oats performed against january oats in the same contract year... or july oats performed against january oats of the next contract year?

Thanks,
Bill Z

[JayF]

Bill,

I am not aware of any method of doing this with eSignal. If anyone has any suggestions of 3rd party software that could do this, please feel free to chime in.