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

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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