Roll Period definition

Roll Period means the dates on which for the purposes of calculating the Bloomberg Commodity IndexSM and related indices the futures contracts used are “rolled” from the Lead Future to the Next Future in accordance with the Handbook, normally being in respect of a month each of the sixth to tenth (inclusive) General Trading Days of that month

Roll Period means a roll period as defined in Section 2.2.

Roll Period means the period of five Business Days, beginning with and including the sixth Business Day through and including the tenth Business Day of each month.

Examples of Roll Period in a sentence

• During the Roll Period, the next-to-expire Deferred Month Contract is used as the Pricing Contract.

• Unless during the Roll Period, the Front Month Contract is the Pricing Contract for determining settlement prices.

• During a Roll Period, this is generally achieved by delaying any changes to the composition of each affected Index.

• As a result, the calculation of the Total Dollar Weight of the S&P GSCI during a Roll Period is adjusted to ref lect the fact that different DCRP¶s are used for each Designated Contract (e.g., the respective DCRP of the First Nearby Contract Expiration and the Roll Contract Expiration).

• However, during a Roll Period, as described in Calculation of the S&P GSCI, the S&P GSCI is calculated based on the DCRP of the First Nearby Contract Expiration and the Roll Contract Expiration of each Designated Contract, reflecting the fact that the S&P GSCI is being rolled from one Contract Expiration to the next.

More Definitions of Roll Period

Roll Period means the period from a Roll Date at Valuation Time to the immediately following Roll Date at Valuation Time (§4(a)). Each Roll Period will correspond to the Interest Period that ends immediately after the end of such Roll Period. The initial Roll Period will be the period from [insert date] at Valuation Time to the first Roll Date at Valuation Time.

Roll Period means, subject to the provisions of Condition 7:

Roll Period means in respect of a month each of the sixth to tenth (inclusive)

Roll Period means in respect of a month each of the sixth to tenth (inclusive)General Trading Days of that month

Roll Period means the period between two successive Roll Dates, from, and including, one Roll Date to, but excluding, the immediately following Roll Date. The first Roll Period will be the period from, and including, the Issue Date to, but excluding, the first Roll Date.

Roll Period means, for each Commodity, the period of ten Index Business Days, beginning with the first Index Business Day through and including the tenth Index Business Day of each month, subject to adjustment as described in Section 4.4.

Roll Period means a number of Trading Days as defined in Section 2.2.