Recognizing the trend towards alternative approaches to asset allocation strategies that further diversity traditional asset classes, S&P Commodity Indices offer investors a series of tools based on the S&P GSCI®, in addition to a growing family of non-S&P GSCI based alternative commodity indices.

The S&P DFI (Dynamic Futures Index) is designed to reflect the price momentum that physical commodities, interest rates, and currencies tend to exhibit over the long term, due to their cyclicality. It offers transparent, rules-based exposure to momentum, both long and short, across a diversified portfolio of 24 highly liquid, global commodity and financial futures contracts, grouped into 14 sectors.

The S&P Systematic Global Macro Index is designed to represent the global macro and managed futures/Commodity Trading Advisor (CTA) universe. The index uses a quantitative methodology to track the prices of a globally diversified portfolio of over 30 commodity, foreign exchange and financial futures contracts.