The UBS Bloomberg CMCI Index family offers commodity exposure that diversifies across the term structure of futures contracts. This has resulted in superior risk and return characteristics. No market timing algorithm, no bias towards the front end of the curve – just simple diversification.
The UBS Bloomberg CMCI Index family was developed to track real performance of commodity prices and is the first to use up to five constant maturities as well as maintaining broad based diversification across 29 commodity futures contracts.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 1050 indices, including CMAGPIU, CMCI Agri, Alum, Brent, Energy, Gold, BBG, etc.
Some of the data items available include:
- Database Domain Code
- Excess Return
- Database Source
- Spot Rate
- Database Symbol
- Total Return