CSCB Index Key features

Key features

• Proven commodity market benchmark

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

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• Broader commodities basket

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

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• Balanced weighting methodology

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

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• Monthly rebalancing

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

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• 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

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• 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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