Goldman roll

EnglishEdit

NounEdit

Goldman roll (plural Goldman rolls)

  1. (finance, slang) The 5-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.

ReferencesEdit

http://www.traders.com/Documentation/FEEDbk_docs/Archive/082003/Abstracts_new/Barrie/barr.html

Last modified on 20 June 2013, at 16:08