Dollar roll


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Dollar roll

Similar to the reverse repurchase agreement-a simultaneous agreement to sell a security held in a portfolio with purchase of a similar security at a future date at an agreed-upon price.
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51 net spread and dollar roll income per common share, excluding estimated "catch-up" premium amortization cost
Under a dollar roll transaction, the Fund sells securities for delivery in the current month, or sells securities it has purchased on a "to-be-announced" basis, and simultaneously contracts to repurchase substantially similar (same type and coupon) securities on a specified future date.
The Company's average cost of funds includes the cost of repurchase agreements, other debt and interest rate swaps (including interest rate swaps used to hedge the Company's dollar roll funded assets) measured against the Company's daily weighted average repo and other debt balance outstanding.
management techniques such as credit default swaps, dollar rolls,
In the tourism world, the visitor's dollar rolls over seven times in a community.
swaps, dollar rolls, negative cash, reverse repurchase agreements and
New Zealand Dollar rolls over to trade back below 0.
Investment Operations may include the use of certain portfolio management techniques such as credit default swaps, dollar rolls, negative cash, reverse repurchase agreements and when-issued securities.
Total Assets as of April 30, 2007 include investments in mortgage dollar rolls which were no longer held by the Fund in subsequent reporting periods.
Franklin Advisers presently believes that mortgage dollar rolls provide an attractive and available source of financing.
When the fund establishes a segregated account in which it maintains cash and/or liquid securities equal in value to its obligation in respect of the mortgage dollar rolls, the mortgage dollar rolls will not be considered a borrowing or a "senior security" for purposes of the asset coverage requirements under the 1940 Act.