Convenience yields, backwardation and roll returns

Can someone pls explain why the roll returns increase when convenience yields increase and why does roll return reduce when when interest rates rise.

also, how do interest rates affect backwardation/contangio…

oops! sorry wrong group, intended to post in L3.

Well on the first one I can have a stab:

If convenience yields increase for a non-storable commodity, then it is likely to go more backward (backwardation) so the front will be relatively more expensive than the next expiry. So if you’re rolling a long position then you are selling the front month higher and buying the next month cheaper hence the roll yield increases.

That does make sense! thanks