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. 2020 Nov 18;38:101853. doi: 10.1016/j.frl.2020.101853

Table 1.A.

Components of the S&P GSCI index.

Sub-index Weights Included Commodities
Energy 61.67% Crude oil and Natural Gas
Non-energy Agriculture 15.89% Wheat, Corn, Soybeans, Coffee, Sugar, Cacao and Cotton
Livestock 7.25% Lean Hogs, Live Cattle and Feeder Cattle
Industrial Metals 10.65% Aluminum, Copper, Lead, Nickel and Zinc
Precious Metals 4.5% Gold and Silver

Notes: Weights as of May 7, 2020.