Which index is more popular on commodities?

General discussions about futures.
Post Reply
oem7110
Roundtable Knight
Roundtable Knight
Posts: 390
Joined: Wed Jul 12, 2006 9:33 pm

Which index is more popular on commodities?

Post by oem7110 »

I would like to know on which following indexs is more popular on commodities?
Does anyone have any suggestions?
Thanks in advance for any suggestions

CRB INDEX vs DJ UBS Comm Index
sluggo
Roundtable Knight
Roundtable Knight
Posts: 2987
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo »

I don't know about other traders, but I personally have traded a whole bunch more GSCI futures contracts, than any other commodity index.

Here is the contract specification
oem7110
Roundtable Knight
Roundtable Knight
Posts: 390
Joined: Wed Jul 12, 2006 9:33 pm

Post by oem7110 »

sluggo wrote:I don't know about other traders, but I personally have traded a whole bunch more GSCI futures contracts, than any other commodity index.

Here is the contract specification
Would it be equal to following index? but The price is different from your suggested one.

Do you have any suggestions?
Thank you very much for any suggestions :>

S&P GSCI Enhanced Commodity Index Total Return
http://www.findata.co.nz/markets/index/secc/history.htm
AFJ Garner
Roundtable Knight
Roundtable Knight
Posts: 2071
Joined: Fri Apr 25, 2003 3:33 pm
Location: London
Contact:

Post by AFJ Garner »

What is the purpose of your enquiry? Sluggo is talking about trading an index derivative. I have a hunch that you are more interested in following an index in the same way that a stock investor might loosely speaking follow the S&P 500 or at least use it as a benchmark.

If so, you want to start looking at index methodology.

One of the simplest out there to understand is Mount Lucas.

See my post here: http://tradersplace.net/blog/3/mount-lucas/

You may have to log in or sign up - I can't recall. If you can't or don't want to I can try to copy and paste it here.
Post Reply