A trading procedure involving the shift of one month of a straddle into another future month while holding the other contract month. The shift can take place in either the long or short straddle month. The term also applies to lifting a near futures position and re-establishing it in a more deferred delivery month.
The process of reinvesting funds received from a maturing security in a new issue of the same or a similar security.
Copyright © 2022 InvestorDictionary.com All rights reserved.