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- UID
- 223443
- 帖子
- 283
- 主题
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- 注册时间
- 2011-7-11
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- 2014-8-2
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To add to job71188 effectively roll yield is difference between old futures and new futures price
i.e. futures(old contract) - futures(new contract)= roll yeild and it is +ve for backwardation and negative for contango |
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发表于 2011-7-13 13:47
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