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Why can crude oil traders take advantage of a Super-Contango while agriculural traders cannot?

Beltramello, Loris ; Piller, Robert (Dir.)

Mémoire de bachelor : Haute école de gestion de Genève, 2018 ; TDIBM 30.

In 2009 and 2015, crude oil traders had the opportunity to take advantage of an arbitrage opportunity between the spot market and the future market, the phenomena is famous in the industry and is well known as Super-Contango. On the other hand, the same arbitrage opportunity was never observed in the grain andwe do not hear about any Super-Carry. This study aims to investigate what are the...