06.01.2009 - Beware, commodity index rebalancing ahead
From FT Alphaville: The major commodity indices rebalance their respective asset weightings once a year (or occasionally more) and with that comes a mass dose of buying and selling. The 2009 rebalancing is expected to start sometime this week. Luckily, JP Morgan has produced its best guess of how the 2009 reweightings of the DJ AIGCI and the S&P GSCI indices will impact the market..... Full Article: Source
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