CSCB Index CSCB Index

CSCB Index

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Credit Suisse Commodity Benchmark ("CSCB") is a long-only diversified commodity benchmark

Credit Suisse Commodity Benchmark ("CSCB")

  • Includes a wide range of commodities, weighted by world production and liquidity
  • Rebalances monthly to maintain diversity and reduce volatility
  • Invests in futures that fall within first three months, spreading exposure across delivery periods
  • Rolls across 15 business days to diversify exposure to calendar roll spreads

Key features

  • Proven commodity market benchmark

    Continuation of the BGCI index, created by commodity expert Bob Greer in 1978 

  • Broader commodities basket

    Currently made up of 34 commodities, resulting in wider diversification and closer reflection of the overall global commodity complex 

  • Balanced weighting methodology

    Four step weighting method based on production value and liquidity designed to balance risk and reduce correlation between commodity components

  • Monthly rebalancing

    Rebalanced to target investment weights monthly to help maintain diversity and reduce volatility, vs. GSCI and DJ-UBS that only rebalance annually

  • Balanced futures exposure across tenors

    Invests in contracts that fall within first three months (where available), spreading exposure across multiple delivery periods, vs traditional front month contract only investment

  • Longer roll period

    15 day roll period that diversifies exposure to calendar roll spreads across several weeks, vs. traditional indices that roll over five days

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