S&P rolls out contango-free GSCI index

S&P rolls out contango-free GSCI index

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: