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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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The S&P GSCI Agriculture Dynamic Roll Capped Component Index contains the specific commodity components of the S&P GSCI Agriculture Index and is calculated on a basis similar to it. Then it is modified to apply the S&P GSCI Capped Component 35/20 capping rules. In addition, it uses a flexible monthly futures contract rolling strategy to determine the new futures contract months for the underlying commodity.
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