Key features Proven commodity market benchmark

Proven commodity market benchmark

CSCB is a continuation of the physical commodity futures index first published in 1978 by Robert J. Greer, a well known commodity market expert

  • The Bob Greer Commodity Index (‘BGCI’) was first published in the Journal of Portfolio Management in 1978
  • Mr. Greer is recognised as a leader in the commodity investment field, having published numerous articles and chaired major conferences specifically devoted to commodity investment
  • CSCB is based on the original BGCI, with modifications to adapt it to the current market conditions
  • Bob Greer remains on the CSCB Index Advisory Committee today
  CSCB BGCI
Historical Returns Start Date 1998 1970
First Publication 2009 1978
Futures Universe Global US only
Weighting World production, with  market liquidity inclusion thresholds, and smoothing for low and high weights World production, with smoothing for low and high weights
Contracts Tracked First three months (2-3  front contracts), equally weighted by units 2 front contracts, equally weighted by units
Roll Period 5th business day prior to the last business day of the previous month to 9th business day of the month 15th business day prior to the last business day of the month to 12th business day prior to the last business day of the month
Rebalancing Monthly Daily
Reweighted Annually Annually
Explicit Weighting Constraints None None