Rolling of Futures

(redirected from Future Rolling)

Rolling of Futures

As financial futures have short-term maturities, often 3-9 months, before or at maturity, the future must be sold and a new future (for the same asset but with a new maturity) must be repurchased.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

Rolling of Futures

The sale of one futures position before its maturity and the purchase of another with identical terms but a longer maturity. Rolling of futures may occur if one does not wish to accept delivery of the underlying asset and/or if maintaining the futures position remains important to one's investment strategy.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
It is for the Welsh Government to decide on the future rolling stock strategy for Wales."
This would involve a pilot project in the context of a future rolling programme designed to ensure burden-sharing between the Member States faced with this type of emergency humanitarian situation.
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