المال
Rollover
The daily point at which open positions are rolled to the next value date.
Positions held through the broker's rollover time — commonly 5pm New York — are rolled forward, and the interest-rate differential between the two currencies is applied as a swap credit or debit.
Rollover reliably widens spreads for a few minutes as desks change books and liquidity thins. Wednesday rollover typically carries triple swap to account for the weekend value date.
يُدرّس في هذه الدروس
- الجلسات والسيولة — الرسوم البيانية والتنفيذ
مصطلحات ذات صلة
المزيد في المال