S&P Dow Jones Indices has announced the launch of the S&P GSCI Roll Weight Select, a new gauge aimed at reducing the negative impact of contango by modifying the weights of the commodities according to the relative change in the realised roll yield for each commodity in the index. The index, said S&P Dow Jones Indices, has been designed to maintain maximum liquidity by including only the most liquid front month contracts and only the 14 most liquid commodities representing each sect