Arb-Free Pricing

Funding-implied roll discount with full remaining-step continuation

Standalone view of the TradeXYZ commodity roll discount model. Each card anchors on the next scheduled roll step, compares the live premium to the arb-free level implied by all remaining scheduled roll moves, and plots the corresponding annualized funding path into the next step.

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Main roll dashboard Roll schedule source

Standalone App

Arb-free premium or discount through the next roll step

The chart line is the modeled arb-free premium and implied funding APR from now through the next roll step, but the current fair value includes continuation from every later scheduled step through roll completion.