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roll yield

  • 滚动收益:期货合约盈亏与标的资产现货价格变动之间的差异。

网络释义英英释义

  展期收益

...格是低于现货价格的,也就是交割延期升水(backwardation),投资者买入期货然后等待价格升至现货水平可以赚取展期收益(roll yield),这是商品市场收益的重要一部分。

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  收益率

...认为,展期收益率的正负一定程度上反映了库存水平。当库存偏低时,近月合约有上行趋势,更容易导致远月合约出现贴水现象,即表现为正的展期收益率Roll Yield, RY),此后由于库存偏低,商品价格可能继续上涨,应当做多该品种;反之则做空。

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Roll yield

  • abstract: The roll yield is the yield that a futures investor captures when their futures contract converges to the spot price; in a backwardated futures market the price rolls up to the spot price, so the roll yield is positive, whereas when the market is in contango the price rolls down to the spot price, so the roll yield is negative. The spot price can stay constant, but the investor will still earn returns from buying discounted futures contracts, which continuously roll up to the constant spot price.

以上来源于: WordNet

双语例句权威例句

  • In the year to date the roll yield has been minus 13.35%, and the annualised yield on the next two months 'contracts is minus 38.4%.

    时至今日展期收益为- 13.35%,而且未来个月收益率年率计算的话- 38.4%。

    youdao

  • Investors may actually have caused their own difficulties. As they have tried to exploit the positive roll yield, the returns have disappeared.

    可能投资者自己制造了这些麻烦他们尽力展期收益中榨取利润,但是收益完全消失了。

    youdao

  • The heredity of resistance to potato leaf roll and mosaic viruses and its relation to yield characters in potato was studied.

    本文研究马铃薯花叶病毒抗性遗传产量性状关系

    youdao

更多双语例句
  • The PowerShares DB Oil ETF attempts to minimize the negative effects of contango by buying the contract month with the highest effective roll yield when necessary.

    FORBES: Three Ways To Gain Exposure To Oil

  • The other requirement for steady performance is that the credit markets remain open, enabling high-yield companies to roll over maturing debt.

    FORBES: High-Yield For Low Growth

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