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Tag Archives: S&P GSCI Crude Oil Multiple Contract 55/30/15 1M/2M/3M

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…


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