S&P rolls out contango-free GSCI index

S&P rolls out contango-free GSCI index

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S&P index rolls into the optimal area of the futures curve

Targeting investors seeking long exposure to the commodities market, Standard & Poor's (S&P) has launched the S&P GSCI Dynamic Roll index, an enhanced version of the S&P GSCI Commodities Index.

Aimed mainly at institutional investors, the index seeks to roll into the optimal area of the futures curve to provide superior overall returns in periods of contango (a situation in the futures market where prices for future delivery are higher than prices for immediate delivery).

“There is a lot of dema

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