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Dollar roll

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Title: Dollar roll  
Author: World Heritage Encyclopedia
Language: English
Subject: Repurchase agreement, Mortgage-backed security
Collection: Derivatives (Finance)
Publisher: World Heritage Encyclopedia

Dollar roll

A dollar roll is similar to a reverse Internal Revenue Code.

Dollar rolls help investors achieve various objectives, such as staying invested in mortgages while earning a trading spread. Likewise, if an investor faces operational or delivery obstacles with respect to a certain mortgage-backed security, a dollar roll may help the investor retain the economic exposure while avoiding the operational difficulties.[3]


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