Description

The S&P GSCI Dynamic Roll Breakfast (OJ 5% Capped) is designed to be a reliable and publicly available benchmark for the performance of those commodities typically consumed at breakfast. The index is production-weighted and employs a flexible monthly futures rolling strategy designed to alleviate the negative impact of rolling into contango and potentially limit volatility exposure to the commodity market.

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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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