Dollar roll

Dollar Roll
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.

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Viewpoints ...

Dollar roll
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.
Dollar safety margin ...

Dollar Roll - A type of repurchase transaction in the mortgage pass-through securities market in which the buy side trade counterparty of a "to be announced" (TBA) trade agrees to a sell off the same TBA trade in the current month and to a buy ...

dollar roll
A short-term funding technique used for mortgage pass-through securities. A seller of a roll agrees to sell a mortgage security at an agreed-upon price on a specified date and to buy back a similar security at a specified future date.

Dollar roll
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.
Dollar shortage ...

In a dollar roll transaction, the difference between the sale price of a mortgage-backed pass-through, and its repurchase price on a future date at a predetermined price.
Drop-dead day ...

DROP - The difference between the prices in a dollar roll on the two settlement dates. The drop is expr...
DROP DEAD AGREEMENT - See forbearance agreement.

See also: Banks, Expense, Purchase Agreement, Values, Funding