The S&P GSCI Dynamic Roll Select uses all the exact rules from the methodology of S&P GSCI Dynamic Roll; however, it seeks to use fewer contract than the 24 currently included in the S&P GSCI Dynamic Roll. To execute this, only the contracts included in S&P GSCI Dynamic Roll Equal Weight Select are used.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors