WTI crude oil roll yield (M1 vs M2, annualised)
FZCURVE_CL_CARRYenergyFree tier
| Series ID | FZCURVE_CL_CARRY |
|---|---|
| Units | Percent |
| Frequency | Daily |
| Category | energy |
| Latest observation | 2026-10-30 |
| History | Point-in-time: every value as first published plus each revision, so backtests see only what was known on the day |
Latest reading
The latest WTI crude oil roll yield (M1 vs M2, annualised) observation, for 2026-10-30, is 22.424 Percent, up from 22.289 for 2026-10-29. It has not been revised since it was first published. 0.0% of observations in this history were revised after first release.
| Latest observation | 2026-10-30 |
|---|---|
| Latest value | 22.424 Percent |
| Previous | 22.289 (2026-10-29) |
| Change | 0.135 (+0.6%) |
| First published value | 22.424 |
| Last release | 2026-10-31 |
| Vintages stored | 1 |
| Observations | 4,744 |
Get it in Python
import finzdata as yf
df = yf.Client().macro("FZCURVE_CL_CARRY")
df.tail()Or chart it live on FinzData Explore.
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