时至今日,展期收益为- 13.35%,而且未来两个月的收益率以年率计算的话为- 38.4%。
In the year to date the roll yield has been minus 13.35%, and the annualised yield on the next two months 'contracts is minus 38.4%.
很有可能是投资者给自己制造了这些麻烦。他们尽力去从正展期收益中榨取利润,但是收益完全消失了。
Investors may actually have caused their own difficulties. As they have tried to exploit the positive roll yield, the returns have disappeared.
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