Case | HBS Case Collection | July 1992 (Revised January 1995)

An Investment Linked to Commodity Futures

by Kenneth A. Froot, Jay O. Light and Nancy Donohue

Abstract

Describes a new investment which is linked to an index of commmodity futures prices. Explores how the index is constructed, how commodity futures (as opposed to other futures and spot prices) behave, and what the portfolio impacts of such an investment might be.

Keywords: commodity market; investment management; portfolio management; Financial Markets; Investment; Investment Portfolio; Futures and Commodity Futures;

Citation:

Froot, Kenneth A., Jay O. Light, and Nancy Donohue. "An Investment Linked to Commodity Futures." Harvard Business School Case 293-017, July 1992. (Revised January 1995.)