rolling of futures

rolling of futures
As financial futures have short-term maturities, often 3-9 months, before or at maturity, the future must be sold and a new future (for the same asset but with a new maturity) must be repurchased. Bloomberg Financial Dictionary

Financial and business terms. 2012.

Игры ⚽ Поможем написать реферат

Look at other dictionaries:

  • Futures — Студийный альбом …   Википедия

  • Futures — Álbum de Jimmy Eat World Publicación 19 de octubre de 2004 Grabación Cello Studios, Los Ángeles, California y Harvey Moltz Studio, Tucsón, Arizona …   Wikipedia Español

  • Futures contract — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • rolling hedge — Changing a futures hedge from one contract month to another. Rolling a short hedge may be advisable when more time is needed to complete the cash transaction to avoid delivery on the futures contract. Hedge rolling may also be considered to keep… …   Financial and business terms

  • Futures (album) — Infobox Album Name = Futures Type = Album Artist = Jimmy Eat World Released = October 19, 2004 Recorded = 2004 Genre = Alternative rock, pop rock Length = 49:33 Label = Interscope Producer = Gil Norton Reviews = *AbsolutePunk.net (94%)… …   Wikipedia

  • Rolling Hedge — A strategy for reducing risk that involves using the high levels of liquidity typically present with exchange traded futures and options in order to achieve a continual risk offsetting position. A rolling hedge is done by closing out existing… …   Investment dictionary

  • Date rolling — In finance, date rolling occurs when a payment day or date used to calculate accrued interest falls on a holiday, according to a given business calendar. In this case the date is moved forward or backward in time such that it falls in a business… …   Wikipedia

  • Dow Jones-AIG Commodity Index — The Dow Jones AIG Commodity Index is designed to be a highly liquid and diversified benchmark for the commodity futures market. The Index is composed of futures contracts on 19 physical commodities. Unlike equities, which entitle the holder to a… …   Wikipedia

  • ГЛОССАРИЙ ТЕРМИНОВ ТОРГОВЛИ ФЬЮЧЕРСАМИ — FUTURES TRADING TERMS: GLOSSARYСловарь Корпорации торговли товарными фьючерсами содержит общепринятые термины, используемые в торговле фьючерсами. Основные термины, данные в указанном глоссарии, приводятся нижеАгрегирование (Aggregation). Принцип …   Энциклопедия банковского дела и финансов

  • фондовые и товарно-сырьевые биржи — Организованные в национальном масштабе биржи, где члены биржи за собственный счет или за счет клиентов совершают операции с ценными бумагами, опционами и фьючерсными контрактами. Фондовые биржи регистрируются и контролируются Комиссией по ценным… …   Финансово-инвестиционный толковый словарь

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”