cost of carry). Backwardation often signals near-term scarcity or fear — people pay up for the asset now, so the front month trades richer than later ones.

The roll cost

The curve's shape matters most when a position must be "rolled" from an expiring contract to the next. In contango, you sell low (expiring) and buy high (next month) — a persistent roll cost that bleeds a held long position. In backwardation, the roll pays you (why held products decay).

Contango is a slow tax on holding; backwardation is a small subsidy. Ignore the curve's shape and it'll quietly rewrite your returns.

Why it matters for volatility products

VIX futures are usually in contango (the market normally prices future volatility higher than spot), so VIX-based ETPs suffer chronic roll decay — a big reason long-volatility products bleed over time (the VIX, the volatility risk premium). If you touch any futures-based product, the curve is not optional reading.