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Investments glossary

Roll Yield Defined

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Quotes of the day:

The GOLD in Golden years was identified by the sight impaired. It is actually Rust!!

— Jenny Flowers Strother

Roll yield is the amount of return generated in the futures market after an investor rolls a short-term contract into a longer-term contract and profits from the convergence of the futures price toward a higher spot or cash price. Roll yield is positive when a futures market is in backwardation, which occurs when a futures contract trades at a higher price as it approaches expiration, compared to when the contract is further away from expiration.



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