Standard & Poor’s (S&P) has launched a new dynamic roll index. The S&P GSCI Dynamic Roll Index, which is an enhanced version of S&P GSCI, has been licensed to BNP Paribus to serve as the basis for BNP ...
LONDON, Feb 8 (Reuters) - Global investment bank UBS has launched a commodity index which will attempt to cut the losses from rolling forward futures contracts and will diversify risk by using ...
The Invesco DB Oil Fund ETF offers exposure to WTI crude oil via a unique roll-yield-optimized futures strategy. DBO's methodology seeks to maximize roll yield by selecting the most favorable contract ...
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