Which index is more popular on commodities?

General discussions about futures.
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oem7110
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Which index is more popular on commodities?

Post by oem7110 » Mon Jun 30, 2014 12:37 pm

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
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Post by sluggo » Tue Jul 01, 2014 12:10 pm

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
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Post by oem7110 » Tue Jul 01, 2014 12:45 pm

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
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Post by AFJ Garner » Tue Jul 01, 2014 1:17 pm

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.

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