The Goldman roll is the monthly sale and purchase of commodities for the Goldman Sachs Commodity Index (S&P-GSCI). While a stock market index is a purely mathematical construct, a commodity index requires entering a long position or ownership of a physical product through a futures exchange.
The Goldman roll is the monthly sale and purchase of commodities for the Goldman Sachs Commodity Index (S&P-GSCI). While a stock market index is a purely mathematical construct, a commodity index requires entering a long position or ownership of a physical product through a futures exchange.
Source: Wikipedia "Goldman roll" · CC BY-SA 4.0
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