Dow Jones Indexes launches commodity index with fuller curve exposure
Dow Jones Indexes and UBS Securities have launched an enhanced version of the DJ-UBS Commodity Index to give investors fuller exposure to the forward curve through a single index
The Dow Jones-UBS Commodity Index 2-4-6 Forward Blend aims to track diversified exposure across a range of longer-dated commodity contracts for investors seeking exposure to the full forward curve. The new version is based on an equally weighted basket of the two-, four- and six-month forward versions of the DJ-UBS Commodity Index, with the notional exposure to the three component indexes rebalanced at the end of every month to ensure that each index represents one-third of the basket.
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