S&P GSCI Indices

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 1119 indices and 240 commodities.

Some of the data items available include:

• Index Items: Contract Roll In Normalizing Constant, Contract Roll Out Normalizing Constant, Dollar Weight, Excess Return, Preliminary Contract Roll In Normalizing Constant, Preliminary Contract Roll Out Normalizing Constant, Preliminary Excess Return, Preliminary Spot, Index, Preliminary Total Return, Spot Index, Total Return, etc.
• Commodity Items: Contract Roll In Contract Id, Contract Roll In Contract Production Weight, Contract Roll In Weight, Contract Roll Out Contract Id, Contract Roll Out Contract Production Weight, Contract Roll Out Weight, Investable Weight, Weight for Contract in Specific Index, etc.