CSCB Index Comparative information

Comparative information

Indices comparison overview

  CSCB BCOM S&P GSCI
Historical Returns Start Date 1998 1991 1970
First Publication 2009 1998 1993
Futures Universe Global US only, with the exception of aluminium, nickel and zinc traded on the LME  OECD, US denominated

 

Weighting

World production, with  market liquidity inclusion thresholds, and smoothing for low and high weights 1/3 World production and 2/3 market liquidity World production, with market liquidity inclusion thresholds 
Contracts Tracked First three months (2-3  front contracts), equally weighted by units  1st or 2nd front contract  1st front contract
Roll Period 5th business day prior to the last business day of the previous month to 9th business day of the month 5th business day of the month to the 9th business day of the month 5th business day of the month to the 9th business day of the month
Rebalancing Monthly Annually None
Reweighted Annually Annually Annually
Explicit Weighting Constraints None No related group of commodities (e.g., energy, precious metals, livestock or grains) may constitute more than 33% of the index. None