Credit Suisse includes a wide range of commodities, weighted by world production and liquidity, rebalanced monthly to maintain diversity and reduce volatility, investing in futures that fall within the first three months, spreading exposure across delivery periods and rolls across 15 business days to diversify exposure to calendar roll spreads.
Credit Suisse Commodity Benchmark (“CSCB”) is a long-only diversified commodity benchmark
For this data source, RIMES hosts approximately 500 indices, including CSCB Indices (CBOT, CME, Comex, Euronext, ICE, LME, etc.).
Some of the data items available include:
Get in touch. We can source specific data, just for you.