国外著名商品指数编制比较及其对我国的启示

商品期货指数,是商品期货的金融化,是期货市场发展到一定阶段的必然产物。为了更好编制和开发我国商品指数及其衍生品,本文对国外著名商品指数的编制方法从编制目的和原则、品种选择、权重设计、合约选择、指数计算等五个方面进行全方位比较研究,进而提出编制我国相关商品指数的总体思路。

The Compiling of Famous Foreign Commodity Indexes and the Implications for China

Commodity futures index is the derivative product of commodity futures.It is the inevitable outcome when futures market develops to a certain stage.In order to better compile and design our country's commodity index and corresponding derivatives,the paper studies on the compiling methods of famous foreign commodity indexes from aim and principle,commodity type,weights design,commodity contract,and computing methods.Then the idea of compiling China's commodity index is put forward.