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The index relies on third-party information from the reference exchange and provides no warranty regarding its correctness or the impact of inaccuracies. The strategy is not actively managed and the sponsor makes no discretionary, advisory, or fiduciary commitments. Exposure is synthetic, so investors do not obtain direct rights in underlying futures contracts. The calculation agent must publish index levels even during pricing unavailability or market disruption, using pre-determined valuation rules.",{"@graph":63,"@context":118},[64,80,101],{"@type":65,"itemListElement":66},"BreadcrumbList",[67,71,74,77],{"item":68,"name":69,"@type":70,"position":9},"https://docshare.wps.com","Home","ListItem",{"item":72,"name":10,"@type":70,"position":73},"https://docshare.wps.com/template/",2,{"item":75,"name":51,"@type":70,"position":76},"https://docshare.wps.com/template/general/",3,{"item":78,"name":59,"@type":70,"position":79},"https://docshare.wps.com/template/us-equity-futures-rolling-strategy-index-additional-risk-factors-summary-description/564823/",4,{"url":78,"name":59,"@type":81,"image":82,"author":87,"headline":59,"publisher":90,"fileFormat":93,"inLanguage":57,"description":61,"dateModified":94,"datePublished":95,"encodingFormat":93,"isAccessibleForFree":96,"interactionStatistic":97},"DigitalDocument",{"url":83,"@type":84,"width":85,"height":86},"https://docshare.wps.com/thumbnails/us-equity-futures-rolling-strategy-index-additional-risk-factors-summary-description/564823.png","ImageObject",442,249,{"name":88,"@type":89},"eBook King","Person",{"url":68,"name":91,"@type":92},"DocShare","Organization","application/pdf","2026-10-20","2026-10-12",true,{"@type":98,"interactionType":99,"userInteractionCount":9},"InteractionCounter",{"@type":100},"ViewAction",{"@type":102,"mainEntity":103},"FAQPage",[104,110,114],{"name":105,"@type":106,"acceptedAnswer":107},"What third-party information does the index rely on, and why does it matter?","Question",{"text":108,"@type":109},"The index relies on information published by the reference exchange specified for the underlying assets. The sponsor and index calculation agents disclaim warranties about correctness and responsibility for impacts from inaccuracies.","Answer",{"name":111,"@type":106,"acceptedAnswer":112},"Is the US Equity Futures Rolling Strategy Index actively managed?",{"text":113,"@type":109},"No. The index follows pre-determined rolling methodology and formulae, and the index calculation agent has no discretion. The sponsor is not acting as an investment adviser or performing discretionary management.",{"name":115,"@type":106,"acceptedAnswer":116},"What happens if futures contract prices are unavailable or markets are disrupted?",{"text":117,"@type":109},"The index calculation agent must still calculate and publish a value using pre-determined valuation rules. The strategy calculation agent may delay certain volatility or basket rebalancing and use replacement values that can differ from prior levels.","https://schema.org",{"og:url":78,"og:type":120,"og:title":59,"og:site_name":91,"og:description":61},"article",{"robots":122,"canonical":78},"index,follow",{"doc_id":124,"site_id":56},564823,1792524599,{"code":4,"msg":5,"data":127},{"doc_id":124,"user_id":128,"nickname":88,"user_avatar":129,"doc_module":9,"category_id":50,"category_name":51,"doc_title":59,"doc_description":61,"doc_content":130,"file_id":131,"file_url":132,"file_type":133,"file_size":134,"view_count":9,"is_deleted":4,"is_public":9,"is_downloadable":9,"audit_status":9,"page_count":135,"language":136,"language_code":57,"site_id":56,"html_lang":57,"table_of_contents":137,"faqs":138,"seo_title":139,"seo_description":61,"update_tm":140,"read_time":141},962088006270,"https://ap-avatar.wpscdn.com/davatar_085a072bc5b1113ac321206ff7593b45","The US Equity Futures Rolling Strategy Index  \nA. Additional Risk Factors  \nThe US Equity Futures Rolling Strategy Index Relies on the Use of Third Party Information  \nThe US Equity Futures Rolling Strategy Index relies on information published by the reference exchange specified in the table under “Overview of the Underlying Assets” in the relevant Strategy Supplement. The respective index calculation agents and Goldman Sachs International as the sponsor of the US Equity Futures Rolling Strategy Index make no warranty as to the correctness of that information and take no responsibility for the accuracy of such data or the impact of any inaccuracy of such data on the levels of the US Equity Futures Rolling Strategy Index.  \nThe US Equity Futures Rolling Strategy Index Is Not Actively Managed  \nThe US Equity Futures Rolling Strategy Index operates in accordance with a set of pre-determined rolling methodology and formulae and its index calculation agent does not exercise any discretion with respect to the US Equity Futures Rolling Strategy Index. The US Equity Futures Rolling Strategy Index is, therefore, not managed. Goldman Sachs International as the sponsor of the US Equity Futures Rolling Strategy Index is not acting as an investment adviser or performing a discretionary management role with respect to the US Equity Futures Rolling Strategy Index and, as a result, has no fiduciary duty to any person in respect of the US Equity Futures Rolling Strategy Index.  \nThe US Equity Futures Rolling Strategy Index Procures No Rights with Respect to the Underlying Futures Contracts  \nThe investment exposure provided by the US Equity Futures Rolling Strategy Index is synthetic. An investment linked to the US Equity Futures Rolling Strategy Index will therefore not make an investor a holder of, or give an investor a direct investment position in, any futures contracts underlying the US Equity Futures Rolling Strategy Index.  \nThe Index Calculation Agent Is Contractually Required to Publish a Level for the US Equity Futures Rolling Strategy Index Even if the Price of Underlying Futures Contracts Is Unavailable or Disrupted  \nIf the price of an underlying futures contract is unavailable, or a market disruption event has occurred or is continuing on any given exchange business day, the index calculation agent is nonetheless contractually required to calculate and publish a value based on pre-determined valuation rules. As further described above in the Strategy Description, in those circumstances the Strategy Calculation Agent may, however, delay the volatility or basket rebalancing of the Strategy and use replacement values that may be different from, and higher or lower than, the level of the US Equity Futures Rolling Strategy Index as calculated by the index calculation agent.  \nThe Goldman Sachs Group, Inc. May Create and Publish Indices Similar to the US Equity Futures Rolling Strategy Index  \nThe Goldman Sachs Group, Inc. may in the future create and publish other indices, the concepts of which are similar, or identical, to those of the US Equity Futures Rolling Strategy Index.  \nThe levels being published on the Bloomberg page of the US Equity Futures Rolling Strategy Index (or any successor pages), however , are the only levels that will be used for the calculation of the Strategy, subject to limited exceptions where the level is disrupted. Accordingly, no other published indices (if any) on the futures contracts underlying the US Equity Futures Rolling Strategy Index should be treated as the levels of the US Equity Futures Rolling Strategy Index , even where the concepts of such indices are similar, or identical, to those of the US Equity Futures Rolling Strategy Index.  \nB. Additional Market Disruption Events  \nN/A  \nC. Summary Description  \nThe following overview of the US Equity Futures Rolling Strategy Index is a summary and, as such, is necessarily incomplete. This overview should be read in conjunction with, and is qualified","cbCaihqEf6U1EAN0","https://ap.wps.com/l/cbCaihqEf6U1EAN0","pdf",4543942,189,"English","# A. Additional Risk Factors\n## Reliance on third-party information\n## Not actively managed\n## No rights in underlying futures contracts\n## Contractual publication during unavailable or disrupted pricing\n## Similar indices may be created\n# B. Additional Market Disruption Events\n# C. Summary Description\n## Index purpose and underlying contracts\n## Contract expiration and rolling process","[{\"question\":\"What third-party information does the index rely on, and why does it matter?\",\"answer\":\"The index relies on information published by the reference exchange specified for the underlying assets. The sponsor and index calculation agents disclaim warranties about correctness and responsibility for impacts from inaccuracies.\"},{\"question\":\"Is the US Equity Futures Rolling Strategy Index actively managed?\",\"answer\":\"No. The index follows pre-determined rolling methodology and formulae, and the index calculation agent has no discretion. The sponsor is not acting as an investment adviser or performing discretionary management.\"},{\"question\":\"What happens if futures contract prices are unavailable or markets are disrupted?\",\"answer\":\"The index calculation agent must still calculate and publish a value using pre-determined valuation rules. The strategy calculation agent may delay certain volatility or basket rebalancing and use replacement values that can differ from prior levels.\"}]","US Equity Futures Rolling Strategy Index - Additional Risk Factors - Summary Description | PDF",1791844383,66]