S&P GSCI Dynamic Roll Alpha Light Energy Daily Risk Control 3% Index

The S&P GSCI Dynamic Roll Alpha Light Energy Daily Risk Control 3% Index is designed to impose a volatility limit of 3% on the S&P GSCI Dynamic Roll Alpha Light Energy. The S&P GSCI Dynamic Roll Alpha Light Energy reflects a long position in the S&P GSCI Dynamic Roll Light Energy and a short position in the S&P GSCI Light Energy, which are adjusted to maintain commodity market neutrality.

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