convenience yield

convenience yield
The extra advantage that firms derive from holding the commodity rather than a future position. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Convenience Yield — Der Begriff Verfügbarkeitsprämie bzw. Convenience Yield bezeichnet eine Anpassung im Cost of Carry Modell. Sie ist die Variable, die dafür sorgt, dass bei Rohstoffen inverse Terminstrukturen vorzufinden sind. Der Convenience Yield ist eine… …   Deutsch Wikipedia

  • Convenience yield — A convenience yield is an adjustment to the cost of carry in the non arbitrage pricing formula for forward prices in markets with trading constraints. Let Ft,T be the forward price of an asset with initial price St and maturity T. Suppose that r… …   Wikipedia

  • Convenience Yield — The benefit or premium associated with holding an underlying product or physical good, rather than the contract or derivative product. Sometimes, due to irregular market movements such as an inverted market, the holding of an underlying good or… …   Investment dictionary

  • Convenience yield — The extra advantage that firms derive from holding the commodity rather than the future. The New York Times Financial Glossary …   Financial and business terms

  • Convenience — (engl.: Bequemlichkeit, Komfort) bezeichnet: Convenience Food, arbeitserleichternde Essenszutaten oder Fertiggerichte Convenience goods, Verbrauchsgüter, Waren des täglichen Bedarfs; siehe Konsumgut Convenience store, Laden für Waren des… …   Deutsch Wikipedia

  • Convenience store — Party store redirects here. For the Dirtbombs album, see Party Store (album). Corner shop redirects here. For the British band, see Cornershop. A convenience store, corner store, corner shop, commonly called a bodega in Spanish speaking areas of… …   Wikipedia

  • Verfügbarkeitsprämie — Der Begriff Verfügbarkeitsprämie bzw. Convenience Yield ist der Ertrag, der dem Halter eines Gutes allein durch seinen Besitz in Zeiten von drohenden und tatsächlichen Lagerengpässen erwächst. Hierbei beinhaltet laut Nicholas Kaldor der… …   Deutsch Wikipedia

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

  • Spot-future parity — (or spot futures parity) is a parity condition that should theoretically hold, or opportunities for arbitrage exist. Spot future parity is an application of the law of one price. In plain English, if I can purchase a good today for price S and… …   Wikipedia

  • Cost of carry — This article is about the financial term. For the marketing term, see Carrying cost. The cost of carry is the cost of carrying or holding a position. If long, the cost of carry is the cost of interest paid on a margin account. Conversely, if… …   Wikipedia

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