front month rollover cost as uso does in a contango market.

DBO might be an option, as it involves wallstreet wisdom to dodge high rollover cost. "Rather than select a new futures contract based on a predetermined schedule (e.g., monthly), it rolls to the futures contract which generates the best possible ‘implied roll yield.’ The futures contract with a delivery month within the next thirteen months which generates the best possible implied roll yield will be included in each Index. As a result, each Index Commodity is able to potentially maximize the roll benefits in backwardated markets and minimize the losses from rolling in contangoed markets."