Tag Archives: commodity indices

Jul 10, 2020

A Cast of Crude Oil Indices

Over the past two decades, innovation in futures-based commodity indexing has allowed for the launch of commodity indices beyond broad market beta indices and into more sophisticated strategies with non-traditional roll mechanisms or contract selection. In that vein, S&P Dow Jones Indices (S&P DJI) offers a wide variety of oil indices that offer exposure at…

READ

Jul 8, 2020

Commodity Indices in Unprecedented Times

This blog reflects on the actions taken by S&P Dow Jones Indices (S&P DJI) to ensure that our commodity indices remain replicable and investable in light of the recent extraordinary market conditions experienced in the oil market. Perhaps no other investable asset has been as severely affected by the COVID-19 pandemic as oil—not equities, not…

READ

Jun 18, 2020

Crude Oil Can Get Carried Away by Contango

The long-term impact of the COVID-19 pandemic on commodities markets is not yet known. There have undoubtedly been short-term impacts on supply and demand, ranging from a collapse in oil demand to supply disruptions at individual mines as a result of COVID-19 infections among mine employees. The longer-term implications of these demand and supply shocks,…

READ

Jun 15, 2020

IRONclad ORE Is Full of Steam

Just like the ironclad battleships of the 19th century, the S&P GSCI Iron Ore has steamed through 2020 in the explosive sea battle atmosphere of this year’s highly volatile markets. It stayed afloat when most commodities sunk to negative YTD returns (see Exhibit 1). The S&P GSCI Iron Ore was up 22.1% YTD as of…

READ


Sign up to receive Indexology® Blog email updates