A type of return that is derived from joining the value of the bond to the par as it reaches maturity. The size of the roll down return is dependent on the direction of trade of the bond. For example, a short-dated bond that trades towards the par will produce a positive roll down effect resulting in a bigger roll down return than a long-dated bond trading away from the par.
Related information about roll-down return:
- Roll-Down Return Definition | Investopedia
The size of the roll-down return varies greatly between long and short-dated bonds. Roll-down is smaller for long-dated bonds that are trading away from par ...
- What is roll-down return? definition and meaning
Definition of roll-down return: A type of return that is derived from joining the ... The size of the roll down return is dependent on the direction of trade of the bond.
- Rolling Down the Curve - Raymond James
The chart below examines the opportunity in the 5-year to 7-year maturities for this strategy as indicated by a 6-month roll-down return. The bars on the ...
- 3.2 Currency
The roll-down return is the return that is due to the change in the clean price of the bond by ... The roll-down return therefore includes two components: 1) a bond ...
- The Slope of Enhancement: “Rolling Down the Yield Curve ...
Feb 16, 2012 ... $116,348.67. Ending Market Value. $122,887.47. $119,885.67. $116,988.59. Yield Return (%). 4.27%. 4.27%. 4.27%. Roll Down Return (%) ...
- Mitt Romney offers engineering advice for submarines - Pardon The ...
Sep 25, 2012 ... Elect me, Mitt Romney, to be your president, and every submarine in the US Navy will have windows that roll down!” - Return to Previous Page ...
- Fund Insight -TIIOF (Feb 2010) - Franklin Templeton Investments
market rates, credit spreads have an impact on the roll down return. • Carry: The term refers to the yield differential that is available in a product over and above ...
- Indices - Barclays Capital
... and 2) the expected roll down return per unit of risk signal: defined as the ratio of the average difference between the front-red and the immediately preceding ...