The S&P GSCI 3 Month Curve is designed to measure the performance of a long position in the S&P GSCI 3-Month Forward and a short position in the S&P GSCI to capture the calendar spread.
The S&P GSCI 3 Month Curve is designed to measure the performance of a long position in the S&P GSCI 3-Month Forward and a short position in the S&P GSCI to capture the calendar spread.