【roll_yield】什么意思_英语roll_yield的翻译_音标_读音_用法_例句_在线翻译

roll yield

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。

基于24个网页-相关网页

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

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%，而且未来两个月的收益率以年率计算的话为- 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.

很有可能是投资者给自己制造了这些麻烦。他们尽力去从正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.

本文研究了马铃薯对卷叶和花叶病毒抗性的遗传及与产量性状的关系。

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

应用推荐

$firstVoiceSent

- 来自原声例句