Description

The S&P GSCI Dynamic Roll Reduced Energy seeks to alleviate the negative impact of rolling into contango and potentially limit volatility exposure to the commodity market by utilizing the S&P GSCI Dynamic Roll methodology. The index contains the same designated contracts as the S&P GSCI, but its Contract Production Weights (CPWs) in the energy sector are divided by two, increasing the relative weights of other commodities.

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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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