Sentences with phrase «roll yields of»

Does a carry trade derived from roll yields of futures / forward contracts work within asset classes (undiversified) and across asset classes (iversified)?

Not exact matches

Even if we don't see outsized price increases in commodities, from a total return perspective, commodity returns will benefit from a change to positive roll yields based on the reshaping and structuring of the fundamental market in commodities.

But cash isn't such a bad thing in a rising rate environment as the yield pick up rather quickly on money market accounts or you can roll some of that over into higher yielding short - term bonds.

As these have a duration of appropriate 2.5 years, won't they roll over into higher yielding gilts / bonds?

Lobsters yield about 20 percent of their weight: a 1 1/4 - to 1 1/2 - pound hard - shell Atlantic lobster will yield about five ounces of lobster meat (claws, knuckles and tail)... about what goes in a decent - size lobster salad roll served throughout the New England region.

Silky soft as a baby's face, with the sweet fragrance of the Deep South, this flour yields mouth - watering breads and rolls!

You need 2 cinnamon rolls for each bunny so I started with 2 tubes of Pillsbury Flaky Supreme Cinnamon Rolls with Butter Cream Icing -LCB- yields 8 bunnies rolls for each bunny so I started with 2 tubes of Pillsbury Flaky Supreme Cinnamon Rolls with Butter Cream Icing -LCB- yields 8 bunnies Rolls with Butter Cream Icing -LCB- yields 8 bunnies -RCB-

The dough should be able to encase the entire amount of filling when it's rolled to this size, but feel free to adjust the yield of the filling to better meet your preferences.

(If you are looking to make more vols - au - vent than the yield stated above, you can roll and cut the remaining two pieces of dough as well... if not, then leave refrigerated for the time being or prepare it for longer - term freezer storage.

Yield: 32 Servings 3 cups of old - fashioned rolled oats 1/2 cup almond flour 1/4 cup sorghum flour or whole wheat flour 1/2 cup oat bran 1/2 cup ground flaxseed 1/2 cup roasted, chopped almonds 1/2 cup dried blueberries 1/2 cup chopped, dried cranberries 1/2 teaspoon salt 1 cup agave nectar 1/3 cup natural almond butter, stirred well before measuring 1/4 cup Almond Breeze 2 teaspoons pure vanilla extract Directions Preheat the oven to 325 °F.

For regular - sized cookies, roll the dough out thicker (I'd guess about 1/6 ″ or thereabouts), instead, so that each ball yields one 7 ″ x7 ″ square, instead of two smaller ones.

One cup of rolled oats will yield 1 cup of oat flour.

Re: shaping the cookies, the dough is firm enough that it can be easily rolled into balls - which yields 54 one - half ounce balls on three sheet pans in rows of 4 -3-4-3-4 which, evenly spaced on parchment paper, results in a tray of very uniform looking cookies - for the possibly - unhealthily compulsive personality types amongst us, ahem.

It's thanks to a method called lamination, in which dough is wrapped around a thick sheet of cold butter, then rolled and folded again and again, yielding dozens of thin layers separated by — you guessed it — butter.

A quick tip for obtaining maximum juice from citrus fruit (thanks to years working in restaurants) roll the fruit around on your kitchen table or counter and apply moderate to heavy pressure with the palm of your hand on all sides and the ends too.This breaks the «juice sacs» and increases yield.

Seldom in the rough, he was able to reach many of the 440 - yard holes with a drive and an eight - or nine - iron, despite exceptionally soggy fairways that yielded no roll at all.

According to the government, the Planting for Food and Jobs which is being rolled out in all 216 districts across the country, involves the supply of farm resources such as high yielding and improved seedlings to participating farmers.

DeLaune said previous field studies from the Rolling Plains and adjacent High Plains demonstrated mixed results, with some showing a reduction in soil moisture and cash crop yield due to cover crops and others indicating no significant impact of cover crops on subsequent fiber yield.

In 2014 field trials of the new High Oleic Hemp are being rolled out across Europe in order to establish agronomic performance and yield under a range of environmental conditions in advance of launching a commercial crop.

«Techniscope is unique in that it can yield 22 minutes of footage from a single roll of film, as opposed to the standard 11 minutes of most other 35 mm formats.

There, the industry's most celebrated customized vehicles will gather to remain accessible to the public from 4:00 p.m. — 10:00 p.m., yielding consumers a rare chance to view, capture and share images of all the latest «rolling art» from the 2014 SEMA Show.

Yielding exquisite levels of power and torque from the twin - turbocharged 4.4 liter V8, and in conjunction with the electronically - adjustable suspension with Active Roll Stabilization, the new B7 promises to offer a spectrum of driving experiences so broad as to be unheard of in this class of automobiles.

A Societe Generale study examined rolling 10 - year returns from 1970 to present and found that 82.5 % of the US market returns was attributed to dividend yield and dividend growth.

You can't beat getting the convenience of a checking account and the interest income of a high - yield savings account rolled up into one.

(Trends for each lender also exhibit at least a small hump in finance charge yields in late 2009, likely reflecting efforts to roll out price increases ahead of restrictions that went into effect the next year under the CARD Act.)

In fact, about 85 % of all rolling three - year periods (and approximately 91 % of all rolling five - year periods) yielded superior returns for dividend payers.

I wanted that yield to get things rolling for me, but I want to ensure solid growth for when I'm living off of my dividend income.

Along with its attractive distribution yield, MOGL also aims to generate long - term capital growth and outperform the MSCI World Net Total Return Index, in Australian dollars, over a rolling 5 - year period, net of fees.

A better evaluation of the situation measures each year's «total return» - the combination of the coupon's yield, the gain from rolling down the yield curve plus the capital loss.

Many bond investors will already understand the concept of rolling down the yield curve.

Try to figure out whether their holding period will allow for the realization of capital gains from rolling down the yield curve.

Roll yield, a source of profits for trend followers, is the return captured when a futures contract converges to the spot price.

The Optimum Yield ™ version of the index attempts to minimize the negative effects of contango and maximize the positive effects of backwardation by applying flexible roll rules to pick a new futures contract when a contract expires.

In the April 2013 version of his paper entitled «Easy Volatility Investing» (the National Association of Active Investment Managers» 2013 Wagner Award runner - up), Tony Cooper explores the rewards and risks of five volatility trading strategies including simple buy - and - hold, price momentum, futures roll yield capture, volatility risk premium capture and dynamic hedging.

Exhibits 1a and 1b show the monthly roll cost of the S&P 500 VIX Short - Term Futures Index in the months when high - yield and emerging market bonds posted losses between February 2006 and April 2007.

The negative roll yield where futures prices are in contango may be a reason to valid reason to avoid commodities; however, commodities should be viewed in the context of a wider portfolio, and not solely on their own merits.

When high - yield bonds were down, the correlation between their monthly return and the monthly roll cost of VIX futures was 75 %, indicating that the VIX futures curve was more likely to be in backwardation.

This is further illustrated in Exhibits 2a and 2b; in the months that high - yield and emerging market bonds posted a loss of more than 3 %, VIX futures ten ded to rise, sometimes even more than the VIX spot, due to the backwardation in the VIX futures curve (or, in other worlds, the yield from the roll of a long VIX futures position).

The roll yield or roll return, as measured by the excess return of the index minus the spot return, is the difference in the price of the expiring contract and the next eligible contract.

One risk with this type of ETF involves something called roll yield.

Though static allocation of VIX futures can reduce portfolio volatility and offer downside protection compared with the broad - based, unhedged S&P U.S. High Yield Corporate Bond Index, it can drag down portfolio performance significantly, due to the high cost of rolling VIX futures.

An overweight to commodities in backwardation (or in less - extreme contango) in order to capture a relatively high and attractive roll yield, and an overweight to commodities with higher recent performance in order to benefit from short - term persistence in commodity price movements (i.e., positive momentum), can have meaningfully positive impacts on portfolio performance.3, 4 We compare the performance of four portfolios — high versus low roll yield and high versus low momentum — from January 1999 to June 2016.

Sure enough, the list was a dire roll call, including lower snowfall and streamflow, reduced yield of crops, and increased wildfires.

In our 1 percent and 13 percent collar example, each percentage point subtracted from the cap reduces all of the rolling average yields by anywhere from 0.45 percent to 0.60 percent per year.

As shown in the following chart: A review of all 80 rolling 15 - year periods and all 75 rolling 20 - year periods yields similar results, with a gradually narrowing bell curve of data points coalescing around a fairly static average number.

«At this point, Apple is the only company who is able to roll out micro-LED, a technology that is still at an early stage of development, and cover the high costs incurred by the low yield rate,» said a source that spoke to Nikkei.