How to compute Delta of a future contract priced with MTM ?

youn

New Member
Hi community,

Let's assume a commodity future contract priced with MtM. This price moves on a daily basis. ($50, $51, $49, $48...)

I'm trying to compute the delta of this contract at a certain date. I know that the price of such contract is : S*EXP([rate + storage - convenience - yield](T))

- S is known,
- Rate is also known,

But does anyone know how to get Storage, Convenience and Yield in order to compute the delta ?

Thank you in advance.
 
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