S&P Launches Commodity Trading Strategy Index

NEW YORK, May 17 /PRNewswire/ -- Standard & Poor's, the world's leading index provider, announced today the launch of the S&P Commodity Trading Strategy Index ("S&P CTSI").  The Index is designed to quantitatively track the prices of a diversified portfolio of 30 commodity and financial futures contracts.  The contracts (also called components) are grouped into sectors, with each sector represented on either a "long" or "short" basis depending on recent leading macroeconomic indicators, market momentum and overall market sentiment.

With the ability to go long or short sectors, the S&P CTSI is designed to capture the economic benefit over long time periods derived from both rising and declining trends within a cross-section of the futures markets. It is also designed as a "tradable" index that is readily accessible to market participants.

"The S&P CTSI was developed to provide an investable index that tracks a diversified portfolio of commodity and financial futures contracts, and to provide a lower volatility alternative to long-only commodity indices," says Michael McGlone, Senior Director of Commodity Indices for S&P Indices. "The Index is also designed to be tradable and readily accessible to market participants."

The S&P CTSI is part of the next generation of Standard & Poor's family of commodity indices targeted mainly to index investors looking for lower volatility exposure to commodity and financial futures markets. The S&P CTSI is calculated and maintained by S&P Indices.

For more information on the S&P CTSI, including the index methodology, please visit: www.spgsci.standardandpoors.com.

About S&P Indices

S&P Indices, the world's leading index provider, maintains a wide variety of investable and benchmark indices to meet an array of investor needs. Over $1 trillion is directly indexed to Standard & Poor's family of indices, which includes the S&P 500, the world's most followed stock market index, the S&P Global 1200, a composite index comprised of seven regional and country headline indices, the S&P Global BMI, an index with approximately 11,000 constituents, and the S&P GSCI, the industry's most closely watched commodities index.  For more information, please visit www.standardandpoors.com/indices.  

About Standard & Poor's

Standard & Poor's, a subsidiary of The McGraw-Hill Companies (NYSE: MHP), is the world's foremost provider of independent credit ratings, indices, risk evaluation, investment research and data. With offices in 23 countries and markets, Standard & Poor's is an essential part of the world's financial infrastructure and has played a leading role for 150 years in providing investors with the independent benchmarks they need to feel more confident about their investment and financial decisions. For more information, visit http://www.standardandpoors.com.

Standard & Poor's does not sponsor, endorse, sell or promote any S&P index-based investment product.

SOURCE Standard & Poor's

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