Goldman roll
English
editPronunciation
editAudio (General Australian): (file)
Noun
editGoldman roll (plural Goldman rolls)
- (finance, slang) 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.