The S&P GSCI Crude Oil Multiple Contract 55/30/15 1M/2M/3M is designed to measure a strategy that holds 55% exposure in the one-month forward contract, 30% in the two-month forward contract, and 15% in the three-month forward contract.
The S&P GSCI Crude Oil Multiple Contract 55/30/15 1M/2M/3M is designed to measure a strategy that holds 55% exposure in the one-month forward contract, 30% in the two-month forward contract, and 15% in the three-month forward contract.