Standard & Poor’s decides 2010 weights for S&P GSCI
Standard & Poor’s has published the composition and weights for the 2010 S&P GSCI.
The S&P GSCI is a world production-weighted commodity index which, in 2010, will be composed of 24 liquid, exchange-traded futures contracts.
The S&P GSCI includes energy, industrial metals, precious metals, agricultural and livestock products.
There will be no substantive modifications or new contracts added to or removed from the S&P GSCI in 2010.
The weights become effective with the January roll period.
Standard & Poor’s also announced that the investment support level, which is the level of investment in the S&P GSCI and other commodity indices estimated to support adequate liquidity based on trading volumes, will be decreased from the current level of USD200bn to USD170bn, effective January 2010. This decrease in the ISL reflects a realistic estimate of general level of investment in the S&P GSCI and other commodity indices.
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