Description

The index aims to capture the alpha derived from the S&P GSCI Dynamic Roll Light Energy's flexible rolling strategy above the beta provided by the traditional, front-month roll of the S&P GSCI Light Energy. It reflects a long position in the S&P GSCI Dynamic Roll Light Energy and a short position in the S&P GSCI Light Energy, which are adjusted to maintain commodity market neutrality.

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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



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