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Goldman roll

noun

Definitions

  1. The five-business day period (the 5th through 9th business day of the month proceeding…

    The five-business day period (the 5th through 9th business day of the month proceeding the futures expiration month) when the Goldman Sachs Commodity Index is rolled forward (in 20% increments) into the next futures expiration month.

    • Cattle futures settled lower as funds transferred some of their August long positions into October cattle futures on this day three of the five days of the Goldman Roll.

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sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA