S&P Dow Jones Indices launches GSCI Roll Weight Select index
Index aims to mitigate contango; NYSE Euronext tracks CAC 40; FTSE launches Nareit Preferred Stock Index; Stoxx launches 3D printing index
S&P Dow Jones Indices has launched the S&P GSCI Roll Weight Select, which aims to reduce the negative impact of contango by modifying the weights of constituent commodities according to the relative change in the realised roll yields. The index includes the most liquid front-month contracts and the 14 most liquid commodities in each sector.
NYSE Euronext has launched an index tracking the CAC 40 index with extended calculation and distribution hours. Calculated on the basis of the CAC 40 index
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