Today’s Contango Trade Opportunities

Cash-and-carry style: buy spot and sell dated future. Assumes no leverage and excludes fees, funding, custody, borrow/financing, and execution slippage.

Report Date: 2026-01-15 Method: Annualized = (F/S − 1) × 365 / days Filter: Viable only (F > S)

Crypto (Quarterly Futures)

Coin-margined style carry using dated futures with fixed expiry. Close/roll at expiry via delivery or market unwind, depending on venue rules.

Opportunities: 2 Top Annual Yield: 5.38% Primary Expiry: 2026-06-26

CME Commodities (Spot + Futures)

Classic commodity carry: buy physical/spot exposure and short CME futures. Practical feasibility depends on spot access (physical, EFP, allocated metal, etc.).

Opportunities: 1 Top Annual Yield: 7.22% Primary Expiry: 2026-04-28

Crypto Markets

Carry setup: buy the underlying spot (or venue index proxy), sell the dated quarterly future. All figures below use the venue’s displayed index/spot proxy and listed futures price for the same timestamp window.

Venue Instrument Spot / Index (S) Future (F) Gain (F−S) % Gain Days Annual Yield Expiry Minimum Denomination
BTSE Futures BTC-260626 (BTC quarterly) 96,297.72 98,470.20 2,172.48 2.26% 162 5.38% 2026-06-26 1.0 BTC (recommended sizing)
BTSE Futures ETH-260626 (ETH quarterly) 3,301.84 3,357.33 55.49 1.68% 162 4.47% 2026-06-26 10.0 ETH (recommended sizing)
Crypto Notes: The “minimum denomination” shown is a practical sizing anchor for cash-and-carry; actual exchange minimum order sizes may be smaller. Ensure the short future is fully collateralized (coin/stable as required), avoid leverage, and account for custody + settlement mechanics.

CME Commodity Futures (Spot + Short Future)

Carry setup: buy spot exposure (physical/allocated/EFP/spot market access) and short the corresponding CME/COMEX future. Commodity carry is sensitive to storage, insurance, financing, and delivery/EFP costs.

Exchange Commodity Contract Spot (S) Future (F) Gain (F−S) % Gain Days Annual Yield Expiry Minimum Notional
COMEX (CME) Gold GCJ6 (Apr 2026) 4,584.03 4,677.40 93.37 2.04% 103 7.22% 2026-04-28 100 oz ≈ $458,403
Data Sources (public):
Disclaimer: This report is informational only and not investment advice. Real-world carry returns depend on borrow/financing, fees, funding (if any), margin rules, settlement method, taxes, and operational constraints (custody, delivery, and execution).
Show calculation formula
pct_gain = (F / S) − 1
annual_yield = pct_gain × 365 / days_to_expiry