S&P GSCI Dynamic Roll Alpha Light Energy Daily Risk Control 3% Index

Description

The S&P GSCI Dynamic Roll Alpha Light Energy Daily Risk Control 3% Index is designed to impose a volatility limit of 3% on the S&P GSCI Dynamic Roll Alpha Light Energy.The S&P GSCI Dynamic Roll Alpha Light Energy 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.


Characteristics


Constituents

Top 10 Constituents by Index Weight

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Sector Breakdown

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Index Weight


Maturity Breakdown

Maturity Range
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Rating Breakdown

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