dollar roll
61drop — The difference between the prices in a dollar roll on the two settlement dates. The drop is expressed in 32nds. The drop is the price that the buyer of the dollar roll pays to the seller for the right to own the mortgage security and receive its… …
62Drop — The difference in price between the front month and back month in a mortgage backed security (MBS) dollar roll trade. A dollar roll is a popular type of trade in the MBS pass through TBA market. According to forward securities pricing theory, the …
63Mortgage-backed security — Securities Securities Bond Stock Investment fund Derivative Structured finance Agency security …
64Space Wars — Infobox VG title = Space Wars developer = Cinematronics publisher = Cinematronics designer = Larry Rosenthal release = 1977 genre = Multi directional shooter modes = 2 players, player vs. player cabinet = Upright arcade system = display =… …
65Investment — or investing [British and American English, respectively.] is a term with several closely related meanings in business management, finance and economics, related to saving or deferring consumption.Investment is the choice by the individual to… …
66Repurchase agreement — Better known as Repurchase agreements (RPs or repos), a Sale and Repurchase Agreement has a borrower (seller/cash receiver) sell securities for cash to a lender (buyer/cash provider) and agree to repurchase those securities at a later date for… …
67Долларовый оборот — соглашение на одновременную продажу ценной бумаги и покупку такой же ценной бумаги на будущую дату по оговоренной цене. По английски: Dollar roll См. также: Сделки репо Финансовый словарь Финам …
68Arbitrage-Free Valuation — 1. The theoretical future price of a security or commodity based on the relationship between spot prices, interest rates, carrying costs, convenience yields, exchange rates, transportation costs, etc. 2. The theoretical spot price of a security… …
69Implied Repo Rate — The rate of return that can be earned by simultaneously selling a bond futures or forward contract and then buying an actual bond of equal amount in the cash market using borrowed money. The bond is held until it is delivered into the futures or… …
70Drop, the — With the dollar roll transaction the difference between the sale price of a mortgage backed pass through, and its re purchase price on a future date at a predetermined price. The New York Times Financial Glossary …
