S&P GSCI Agriculture Dynamic Roll Capped Component

Description

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.

News & Announcements

SEE ALL

Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



CONTENT TYPE
DATES
No results match your criteria.
Processing ...