The S&P GSCI Energy & Metals Roll Weight Select Capped Component institutes quarterly weight caps on the S&P GSCI Energy & Metals Roll Weight Select, capping the highest weight component at 32% and the rest at 17%. The roll weight select methodology uses changes in the realized roll yields in each in the S&P GSCI Equal Weight Select as a signal to over- or underweight each of the 13 S&P GSCI energy and metals commodities.
