HSBC links to S&P CTI

The S&P CTI is an investable long/short strategy provides exposure to commodities. The index is comprised of 16 commodity futures grouped into six sectors – energy, industrial metals, precious metals, livestock, grains and soft commodities (coffee, cocoa, cotton and sugar).

The components of the S&P CTI are chosen based on liquidity and production levels. It positions its components either long or short using a rules-based methodology.

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