The CYD Diversified Commodity Index (CYD Diversified) maps the development of a commodity portfolio broadly diversified across commodities and commodity groups. The investment universe includes 29 liquid commodities, from which 9 are selected. Additionally fixed positions are held in gold and silver. In the selection of those eleven commodities, strong emphasis is put on investing in commodities with positive roll yield, i.e. commodities in so-called «backwardation». From an economic point of view, backwardation implies a situation of scarcity. Hence the CYD Diversified maps the risk premium of scarce commodities. This risk premium is the primary investment objective of many investors as it is generally recognised with positive return characteristics, a high degree of portfolio diversification and positive correlation with inflation in the long term.
Key Features and Coverage on RIMES
For this data source, RIMES hosts the Diversified Commodity Total Return Index and Diversified ex-AL Commodity Total Return Index.
Some of the data items available include:
- Database Domain Code
- Database Source
- Database Symbol
- Hedged Total Return in Euros
- Hedged Total Return in Swiss Franc
- Last Price Date
- Total Return
Our Managed Data Services
- Working with 400+ data and 1400 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Looking for specific data?
Get in touch. We can source specific data, just for you.