The process of locking in a futures trader’s roll-over costs (i.e., hedging the trader’s roll risk) involving going long (buying)…
The possible danger of loss that long-term hedgers face when reinvesting in more distant futures contracts as they retire near-month...
A swap that mainly hedges roll risk where the roll-lock payer pays the average cost of the roll measured at...
A swap that mainly hedges roll risk where the roll-lock payer pays the average cost of the roll measured at...
