CMCI Essence

CMCI Essence Family

The UBS Bloomberg CMCI Essence (CMLS) is a diversified market neutral commodity strategy. It aims to generate alpha from commodity markets by benefiting from the different investment methodologies of the CMCI and the traditional commodity indices. The long leg of the strategy is the UBS Bloomberg SPGSCI Constant Maturity Light Energy Index (CMSPLE) and the short leg of the strategy is the S&P GSCI Light Energy Index (SPGCLE). CMLS rebalances quarterly to have equal exposure to long leg and short leg. The index is available in USD, EUR, CHF, GBP and risk controlled formats.