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>What would the CRB be classified as?
An index? It is heavily weighted toward grains but it has a very good
neg.correlation with domestic interest rates. The Goldman Index is more
weighed toward Oil and the JOC toward industrial metals.
I'm not sure that I fully understand
>the CRB, I know its a basket of items. I dont know the exact content but I
>did once. I also wonder if it is weighted? And how would that effect the
>over all performance of it? Maybe we could take the items that are in the
>CRB and use them independently and assign the ranks and weightings
>ourselves?
Stewart Taylor
Taylor Fixed Income Outlook
Voice: 501-219-9774
Fax: 501-228-0963
E-Mail: staylor@xxxxxxx
Web Site: http://www.cei.net/~staylor/
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