Schweser Commodity Futures/Fwds

Is it just me or the material in Schweser on Commodity Fwds and futures is extremely confusing. On Pg 56/57 in book 4. What’s the difference between the notations F0,T and F0,t ? I thought that the relationship between forward price and the spot price is: S0( Current Spot Price ) = F0,T e^(-Rf*T) but Schweser gives F0,T = E( S0,T) e^( -Rf*T ) Is it worth reading this material from Schweser or should I move on to the CFAI texts ?

The equation for futures is: F = Se^(r+storage costs - yield)*T T = time remaining to expirely. Yield being lease or convenience or whatever might apply to the underlying. Not going to tell you if its worth reading Schweser or the CFAI, but schweser’s equation is correct.

move to CFAI notes…