Skip to content

Ubs constant maturity commodity index

HomeRodden21807Ubs constant maturity commodity index
07.12.2020

The ETRACS CMCI Total Return ETN Series B is designed to track the performance of the UBS Bloomberg Constant Maturity Commodity Index Total Return (the "Index"), less investor fees. The Index is the first benchmark commodity index to diversify across both commodities and maturities. UCI tracks an index of 28 commodities. It uses a set of five futures contracts of different maturities to maintain exposure to each commodity. The UBS Bloomberg Constant Maturity Commodity Index (CMCI) is a modern commodity benchmark that seeks to reduce roll losses in contango environments in order to achieve higher risk-adjusted returns. In addition to diversification provided by 29 commodity futures components from the energy, precious metals, industrial metals, agriculture and livestock sectors, the CMCI introduces a freely determinable time element. The UBS Bloomberg S&P CMCI Constant Maturity Composite Total Return Index measures the collateralised. returns from a broadly diversified basket of commodity futures contracts. The composition and weighting of. the single components is based on the S&P GSCI Commodity Index. It is designed to be representative of the. The UBS Bloomberg CMCI (Constant Maturity Commodity Index) covers the energy, precious metals, industrial metals, agriculture and livestock sectors. Although each of these has its own characteristic profile, commodities are generally seen as being a good hedge against inflation – a major reason for investing in this asset class.

Together with Bloomberg, UBS has created a highly innovative concept for commodity investors: the UBS Bloomberg CMCI (Constant Maturity Commodity Index). This global index not only covers a broad range of commodities, but also introduces a time dimension to commodity investment.

UBS Bloomberg Constant Maturity Commodity Index. For detailed information on some of these indices, see Kazemi, Schneeweis and Spurgin (2007). 2. through commodity indexes; b) to use principal component analysis and the recent contango period, the UBS Bloomberg Constant Maturity Commodity. Index   Jun 21, 2017 UBS Asset Management has listed the UBS ETF (IE) Bloomberg use of the UBS Constant Maturity Commodity Index family of indices that  UBS Bloomberg CMCI. Daily rolling at constant maturity. Monthly. Fixed weight, dynamic roll index: DBLCI-Optimum Yield. Dynamic. Yearly. DBLCI-OY Broad. Indices. CMCN. UBS Bloomberg constant maturity commodity index (CMCI) monitor. GCIN. Track global commodity indices. CMSE. Monitor commodity market 

UBS ETC on UBS Bloomberg BCOM Constant Maturity Commodity TR Index (USD) is an exchange-traded commodity domiciled in Swizterland. The product aims to track the performances of the UBS Bloomberg

UBS ETC on UBS Bloomberg SPGSCI Constant Maturity Commodity TR Index USD B is an Exchange Traded Commodity. The ETC is designed to track the UBS Bloomberg SPGSCI Constant Maturity Composite Total The ETRACS CMCI Total Return ETN Series B is designed to track the performance of the UBS Bloomberg Constant Maturity Commodity Index Total Return (the "Index"), less investor fees. The Index is the first benchmark commodity index to diversify across both commodities and maturities. UCI tracks an index of 28 commodities. It uses a set of five futures contracts of different maturities to maintain exposure to each commodity. The UBS Bloomberg Constant Maturity Commodity Index (CMCI) is a modern commodity benchmark that seeks to reduce roll losses in contango environments in order to achieve higher risk-adjusted returns. In addition to diversification provided by 29 commodity futures components from the energy, precious metals, industrial metals, agriculture and livestock sectors, the CMCI introduces a freely determinable time element. The UBS Bloomberg S&P CMCI Constant Maturity Composite Total Return Index measures the collateralised. returns from a broadly diversified basket of commodity futures contracts. The composition and weighting of. the single components is based on the S&P GSCI Commodity Index. It is designed to be representative of the. The UBS Bloomberg CMCI (Constant Maturity Commodity Index) covers the energy, precious metals, industrial metals, agriculture and livestock sectors. Although each of these has its own characteristic profile, commodities are generally seen as being a good hedge against inflation – a major reason for investing in this asset class.

Mar 14, 2011 CM Commodity Index Fund (CMCAX) tracks a benchmark that was designed to minimize contango, the UBS Bloomberg Constant Maturity 

The investment seeks to provide exposure to potential price appreciation in the UBS Bloomberg Constant Maturity Commodity Index Total Return. The ETN Series B is senior unsecured debt securities issued by UBS. The index is designed to be a diversified benchmark for commodities as an asset class. UBS ETC on UBS Bloomberg BCOM Constant Maturity Commodity TR Index (USD) is an exchange-traded commodity domiciled in Swizterland. The product aims to track the performances of the UBS Bloomberg UBS ETC on UBS Bloomberg SPGSCI Constant Maturity Commodity TR Index USD B is an Exchange Traded Commodity. The ETC is designed to track the UBS Bloomberg SPGSCI Constant Maturity Composite Total The ETRACS CMCI Total Return ETN Series B is designed to track the performance of the UBS Bloomberg Constant Maturity Commodity Index Total Return (the "Index"), less investor fees. The Index is the first benchmark commodity index to diversify across both commodities and maturities. UCI tracks an index of 28 commodities. It uses a set of five futures contracts of different maturities to maintain exposure to each commodity. The UBS Bloomberg Constant Maturity Commodity Index (CMCI) is a modern commodity benchmark that seeks to reduce roll losses in contango environments in order to achieve higher risk-adjusted returns. In addition to diversification provided by 29 commodity futures components from the energy, precious metals, industrial metals, agriculture and livestock sectors, the CMCI introduces a freely determinable time element.

Mar 3, 2020 UBS Bloomberg CMCI A new perspective on commodity investments. UBS Bloomberg Constant Maturity Commodity Index A new perspective 

Indices. CMCN. UBS Bloomberg constant maturity commodity index (CMCI) monitor. GCIN. Track global commodity indices. CMSE. Monitor commodity market  Aug 7, 2017 Losses range from less than 1% for the ETRACS UBS Bloomberg Constant Maturity Commodity Index TR ETN (UCI) to 9.5% for the GS  Mar 14, 2011 CM Commodity Index Fund (CMCAX) tracks a benchmark that was designed to minimize contango, the UBS Bloomberg Constant Maturity  Apr 1, 2008 is designed to track the performance of the UBS Bloomberg Constant Maturity Commodity Index Total Return (the Index), less investor fees.