New commodity index launched by JPMorgan and Diapason
By Todd Flagg
26 Apr 2007 at 01:46 PM

JPMorgan and Diapason Commodities Management will be launching a new index that will allow investors to gain from cyclicality and momentum in commodity markets.

The Diapason Commodity Rotator uses a quantitative strategy and is available as either an excess return or a total cash return index. The Rotator is a notional dynamic basket initially selected by a quantitative model from a universe of 25 commodities that represent different sub-asset classes of the global commodity futures markets including energy, industrial and precious metals, agriculture and livestock.

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