JP Morgan and Diapason launch new commodities index
JP Morgan and commodity asset management firm Diapason Commodities Management have launched the Diapason Commodity Rotator. The index is available as either an excess return or a total cash return index, allowing investors to take advantage of cyclicality and momentum in the commodity markets.
Investors may gain exposure to the Diapason Commodity Rotator in a wide range of currencies, maturities, and risk profiles, including principal-protected structured products. The Diapason Commodity Rotator is a notional dynamic basket initially selected by the quantitative model from a universe of 25 commodities that represent different sub-asset classes of the global commodity futures markets
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