Examples of Roll Period in a sentence
During the Roll Period, the next-to-expire Deferred Month Contract is used as the Pricing Contract.
During a Roll Period, this is generally achieved by delaying any changes to the composition of each affected Index.
Unless during the Roll Period, the Front Month Contract is the Pricing Contract for determining settlement prices.
As a result, the calculation of the Total Dollar Weight of the S&P GSCI during a Roll Period is adjusted to ref lect the fact that different DCRP¶s are used for each Designated Contract (e.g., the respective DCRP of the First Nearby Contract Expiration and the Roll Contract Expiration).
Further, because the roll implemented in January (and in any other Roll Period in which a re-weighting is implemented) involves changes not only in the Contract Roll Weights but also the CPWs, a special formula is needed for calculation of the Total Dollar Weight during such Roll Periods.