Sentences with phrase «rolling position in futures»

It says that it has a rolling position in futures (1 month and 2 month).

Not exact matches

If the futures are in contango, there's a cost to roll the position.

How you position your bond portfolio now will determine future results when the tide of easy monetary policy rolls out and other economic waves start to roll in.

They calculate returns for precious metals based on a continually rolling position in nearest month futures.

The S&P 500 VIX Short Term Futures Inverse Daily Index measures the performance of continuously holding and rolling a short position in near - dated VIX fFutures Inverse Daily Index measures the performance of continuously holding and rolling a short position in near - dated VIX futuresfutures.

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 position still remains, however, that you'll be first on the list for updates to new versions in the future, with the Android 8.1 beta already roll - out.