Dollar roll

Definition:

Similar to the reverse repurchase agreement-a simultaneous agreement to sell a security held in a portfolio with purchase of a similar security at a future date at an agreed-upon price.

Investing Essentials


Copyright © 2011 Campbell R. Harvey, Professor of Finance, Fuqua School of Business at Duke University

Term of the Day

Central Counterparty Clearing House

An organization in European countries that helps facilitate trading done in European derivatives and equities market.

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