Talking Points - Tools for Index Discussions: Commodity Indexes
Wed Oct 12 11:38:00 CDT 2011 CT
Related Keywords: Agriculture, Energy, Tool & Analytics
commodity indexes

A comparison of the futures contract selection within the Forward Month versions of the Dow Jones-UBS Commodity Index and the Dow Jones-UBS Roll Select Commodity Index. Despite similar risk/return characteristics, the Dow Jones-UBS Roll Select Commodity Index does not share very many contract holdings with the DJ-UBSCI Forward Month versions. In fact, the distribution of the contract schedule for Dow Jones-UBS Roll Select Commodity Index is much more diversified compared to the predetermined contract schedules for F1, F2 and F3.

For additional research, please visit the Dow Jones-UBS Commodity Indexes Web page.