Last Updated
：2025/11/21
Goldman roll
Noun
slang
Japanese Meaning
（金融業界のスラング）ゴールドマン・サックス・コモディティ・インデックスが、先物期限満了後の翌月に向けて、20%ずつ前倒しにロールオーバーされる初の5営業日（5日目から9日目）の期間を指す。
（ plural ）
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(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.
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Goldman roll
Portfolio managers timed their trades around the Goldman roll to minimize tracking error as the index's futures contracts were shifted forward.
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Portfolio managers timed their trades around the Goldman roll to minimize tracking error as the index's futures contracts were shifted forward.
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