Roll yield
id:
roll-yield-199-16977427
title:
Roll yield
text:
The roll yield is the difference between the profit or loss of a futures contract and the change in the spot price of the underlying asset of that futures contract. Unlike fixed income or dividend yields, a roll yield does not provide a cash payment, and may not be counted as a profit in certain cases if it accounts for the underlying asset's cost-of-carry. Nonetheless, the roll yield is often characterized as a return that a futures investor capture in addition to the price change of the underl
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Roll_yield
date created:
date modified:
2023-12-02T21:42:20Z
main entity:
{"identifier":"Q7360934","url":"https://www.wikidata.org/entity/Q7360934"}
image:
fields total:
13
integrity:
13