Tag: Commodities
Knowledge Wire: Computation of Commodity Indices during Rollover Days
Constituents of commodity indices are futures contracts which expire, leading to these constituent contracts being rolled over from one expiry to another on roll-over...
Knowledge Wire: Computation of Commodity Indices
At the fundamental level, commodity index values are computed in the same manner as any index series. However, there are some variations in the...
Knowledge Wire: Construction of Commodity Indices
Globally, commodity indices are constructed using different methodologies in terms of selection of constituents, assignment of weights, frequency of rebalancing, etc.
For MCX iCOMDEX indices,...
Knowledge Wire: Uniqueness of Commodity Indices
Commodity indices like the MCX iCOMDEX index family are constituted of futures contracts, unlike the equity indices that are based on cash prices. This makes...
Knowledge Wire: Commodity Indices in India
On 20 December 2019, India’s financial market witnessed the launch of India’s first tradable commodity index series with representation from all sectors of the...