S&P Dow Jones Indices expands GSCI Dynamic Roll series

Index roundup


S&P Dow Jones Indices has expanded its S&P GSCI Dynamic Roll family of indexes by including the S&P GSCI Soybean Meal Dynamic Roll and the S&P GSCI Soybean Oil Dynamic Roll. The indexes are designed to alleviate negative roll yield from contango while minimising turnover. The index provider has also licensed the Dow Jones Industrial Average Hedged JPY Inverse Index and Dow Jones Industrial Average Hedged JPY Leveraged 2X Index to Nomura Securities to serve as the basis for exchange-traded notes

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