References in periodicals archive
?
It's part of an ongoing strategy in the name - of selling weekly upside calls the week before expiration and rolling positions as time passes and or shares tick lower.
Rolling positions requires the calculation of the net change from one day to the next for each dealer's position in each collateral class.
A potential issue, however, is that if dealers change their trading strategies with the consequence that their net positions fluctuate considerably, the benefits gained through rolling positions, in terms of reducing the amount of credit necessary to settle trades, would be somewhat lessened.
With the rolling positions process, the dealer is obligated to deliver only $1 billion in Treasuries to complete the end-of-day settlement process.
The use of rolling positions dramatically reduces the reliance on intraday credit, for most cases.
Historically, dealers have maintained similar net positions from day to day, a pattern that suggests that rolling positions will dramatically reduce the amount of intraday liquidity needed to settle GCF Repo positions.
The spot index level calculation does not incorporate the premium or discount obtained by rolling positions forward as delivery approaches.
In a contangoed oil futures market, investors in 2006 suffered from the effects of rolling positions forward.
Financial browser
?
- ▲
- ROE
- Roede
- Rogue Trader
- Rogue Trading
- ROI
- ROL
- roll
- Roll Back
- Roll down
- Roll forward
- Roll order
- roll over
- Roll up
- Roll, Richard
- rollback
- Roller Stripping
- Rollercoaster Swap
- Rolling a Stop Down
- Rolling a Stop Up
- Rolling Billboard
- rolling down
- Rolling Earnings per Share
- rolling forward
- Rolling of Futures
- Rolling Position
- Rolling Positions
- Rolling Returns
- rolling settlement
- rolling stock
- Rolling the Tortoise
- rolling up
- rollout marketing
- Rollover
- rollover home sale
- Rollover IRA
- rollover loan
- Rollover Mortgage
- rollover risk
- Roll's Critique
- roll-up
- ROM
- Romanian Leu
- Rome Convention
- RON
- Rood
- roof rights; roof rental
- Roosevelt Dime
- root deed
- Ross, Stephen
- Rotating Shift
- Rotation
- ▼
Full browser
?
- ▲
- rolling over
- rolling over and playing dead
- rolling over in grave
- rolling over in grave
- rolling over in grave
- rolling over in grave
- rolling over in grave
- rolling over in her grave
- rolling over in his grave
- rolling over in my grave
- rolling over in one's grave
- rolling over in our grave
- rolling over in our graves
- rolling over in their grave
- rolling over in their graves
- rolling over in your grave
- Rolling Owner Controlled Insurance Program
- rolling paper
- rolling paper
- Rolling Paper Depot
- Rolling papers
- Rolling papers
- rolling pin
- rolling pin
- rolling pins
- rolling pins
- Rolling Plains Art Gallery
- Rolling Plains Cooperative Compress
- Rolling Plan and Forward Budget
- Rolling Position
- Rolling Positions
- Rolling Prairie Baseball Association
- Rolling Prairie Library System
- Rolling press
- rolling prints
- Rolling Production
- Rolling Pullout
- rolling radius
- rolling recoil
- Rolling resistance
- Rolling resistance
- Rolling Return
- Rolling Returns
- Rolling River Festival of the Arts
- Rolling River School Division
- Rolling River Teachers' Association
- Rolling Rock
- Rolling Rowland Ride
- Rolling Settlement
- Rolling Settlements
- rolling shutter door
- rolling shutters
- rolling skin syndrome
- rolling skin syndrome
- rolling skin syndrome
- rolling someone's eyes
- rolling someone's fingerprints
- rolling someone's prints
- rolling something up
- Rolling Steel Wheel Crusaders
- rolling stock
- ▼