S&P launches highly liquid commodity futures price tracking index

By Marisa Wong

Milwaukee, May 17 - Standard & Poor's announced the launch of the S&P Commodity Trading Strategy index on Monday.

The index is designed to quantitatively track the prices of a diversified portfolio of 30 commodity and financial futures contracts. The components are grouped into sectors, with each sector represented on either a long or a short basis, depending on recent leading macroeconomic indicators, market momentum and overall market sentiment.

The S&P CTSI is designed to capture the economic benefit over long time periods derived from both rising and declining trends within a cross-section of the futures markets. It is also designed as a tradable index that is readily accessible to market participants.

The S&P CTSI is part of a family of commodity indexes targeted at index investors seeking lower volatility exposure to commodity and financial futures markets.

The S&P CTSI is calculated and maintained by S&P Indices.

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