Sentences with phrase «daily rolling contracts»
Coverage includes all majors based on quarterly and daily rolling contracts.
https://www.fxempire.com/ Not exact matches
Using intraday and daily prices of the most active rolling futures contracts for the S&P 500 Index, gold and light crude oil during 1987 through 2012, they find that: Keep Reading
The managers of these securities buy and sell VIX futures daily to maintain a constant maturity of one month (long for VXX and short for XIV), continually rolling partial positions from the nearest term contract to the next nearest.