Indexing to Stay in Front of the Futures Curve

Indexing to Stay in Front of the Futures Curve

October 12, 2021
|
08 mins 46 secs

Description

Learning: Unstructured

How could a dynamic approach to index design help market participants address negative roll yields and volatility concerns? S&P DJI’s Jim Wiederhold and Kelsey Stokes join BlackRock’s Chris Milliken for a closer look at the S&P GSCI Dynamic Roll.

Channel: Commodities