Goldman roll

English

Goldman 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.

https://web.archive.org/web/20061116073100/http://traders.com/Documentation/FEEDbk_docs/Archive/082003/Abstracts_new/Barrie/barr.html

单词	Goldman roll
释义	Goldman roll English Noun Goldman 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. References https://web.archive.org/web/20061116073100/http://traders.com/Documentation/FEEDbk_docs/Archive/082003/Abstracts_new/Barrie/barr.html
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