Rolling (Finance)
Maturity (Finance)
978-613-8-89023-2
613889023X
72
2011-12-10
29.00 €
eng
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Rolling a contract is an investment concept meaning trading out of a standard contract and then buying the contract with next longest maturity, so as to maintain a position with constant maturity.One may roll a contract because one has a special preference for a specific maturity—for example, the five-year CDS rate of a given name—or because a given on-the-run security is more liquid than off-the-run securities.While holding US Treasuries, one may wish to hold only the most recently issued security of a given maturity, the so-called on-the-run security. Thus, if one has purchased the on-the-run 30-year treasury and a new 30-year auction occurs, one may sell the old treasury, which is now off-the-run, and purchase the new on-the-run treasury.
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