Risks of Futures Based Commodity Funds

Future based commodities ETFs, such as thefunds sell oil at say, $75, and buy the next month
United States Oil Fund, L.P. (USO on NYSE) haveat $80, they take a loss of $5 per contract. Or
taken off in popularity around the world. Theseabout 7% of fund value. Now the differences are
can be attractive investments for a variety ofnot usually that great between months, but it
individuals and institutions, however, they are notillustrates the point.
without risk.Additional leverage is also sometimes applied in
Perhaps first it's best to differentiate between afutures based funds. This is where the fund
futures based and an equities based fund. Amanager uses leverage or margin to buy more
futures based fund buys commodities futures, afutures than what they could buy with the cash
type of derivative contract. An equities basedthey have. Often, these funds will buy twice as
fund buys equity securities in companies relatedmany contracts as they could do using only cash.
to the commodity that you attempting to investThis doubles your risk and reward. If the
in. A futures based oil commodity fund maycommodity goes up, you will earn two times the
invest in NYMEX Crude Futures, whereas anincrease. If the commodity goes down, you will
equities fund will invest in oil companies such aslose twice as much as the decline.
Exxon Mobile.The alternative to future based commodity funds
The biggest risk of future based funds is certainlyis equity based commodity funds. These are not
that the underlying commodity will decrease inwithout risk either. While a pool of equities will
value. For an oil commodity fund, if the value of oilgenerally perform in line with the rise or fall in the
goes down, the futures price goes down andunderlying commodity, sometimes temporary
your investment goes down.differences occur. This can be due to bad (or
But there is another risk that is oftengood) news about a firm, currency differences if
misunderstood or not even considered. That riskequities are held cross-border and a number of
is roll-yield risk. Futures contracts have expiryother factors. This means if you are holding a
dates, where the firm holding the contract mustfund during a day trade, you may be left with
take delivery of the underlying commodity (in theperformance that does not correlate well with the
case of a bullish fund). Since your oil fund doesn'tunderlying commodity.
want millions of barrels of oil in their ManhattanEquity based funds can be leveraged as well,
office, they sell their futures shortly before thethough this is more rare.
expiry date. Then they need to purchase theFrom the above information, one can see that
next month's future contract in order to maintainfutures funds can be used to for very short, day
their interest in oil.trading type activities and equity funds can be
The issue here is that the majority ofheld over the long term. Using funds in this way
commodities markets are currently in "Contango."will get you your desired exposure without
This means that the next month's future price isunwanted risks!
higher than the current month's price. As these