The S&P GSCI Roll Weight Select is a strategy that uses the changes in the realized roll yields in each S&P GSCI Commodity included in the S&P GSCI Equal Weight Select as a signal to over or under-weight each of the 14 S&P GSCI Commodities. For the contract eligibility determination, please refer to the S&P GSCI Equal Weight Select methodology.
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