roll yield
The increase or decrease in price that occurs when a security such as an Exchange Traded Fund is rolled to a new futures contract, instead of trading in the futures contract or just letting it expire. An investor will try to get the highest roll yield possible when switching to a new futures contract.
- Part of Speech: noun
- Industry/Domain: Economy
- Category: International economics
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- Cherryhqh
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(Wuhan, China)