CMCI and the Curve

In the article below, we examine the outperformance of CMCI under different curve conditions and understand the impact of roll yield and curve shapes on commodity investments.

Against the backdrop of rising inflation risks and widespread threats to supply, we have seen a growing interest in commodities during 2018.

To better understand the impact for roll yields and curve shapes on commodity investments, we have closely examined UBS Constant Maturity Commodity Index and its consistent performance under different curve conditions.

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