Roll yield

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Roll yield. 1 connected concept: Contango (related to).

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Community · Contango

Summary

The roll yield is the difference between the profit or loss of a futures contract and the change in the spot price of the underlying asset of that futures contract.

30 words

Connections1

Impacts returns for investors in contango markets
Investors holding long futures positions in a contango market often face negative roll yield as they sell expiring contracts at lower prices to buy more expensive future contracts.
SourcesWikipedia Wikidata Wikipedia Wikidata

SourcesWikipedia

Facts