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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