THE RICI® WEIGHTING
The RICI® index is based on 38 commodity futures contracts. Individual components qualify for inclusion in the index on the basis of liquidity and weighting in their respective underlying world¬wide consumption. If a commodity contract trades on more than one exchange, then generally the most liquid, in terms of volume and open interest combined, is selected for inclusion in the index.
Please find below the list of the futures contracts composing the Index together with their respective exchanges and currencies:
Total RICI Index
Rogers International Commodity Index®
|
| RICI® |
|
|
|
| Contract |
Exchange |
Currency |
Initial Weight |
| Crude Oil |
NYMEX |
USD |
21.00% |
| Brent |
ICE1EU |
USD |
14.00% |
| Wheat |
CBOT |
USD |
4.75% |
| Corn |
CBOT |
USD |
4.75% |
| Cotton |
ICE US |
USD |
4.20% |
| Aluminum |
LME2 |
USD |
4.00% |
| Copper |
LME |
USD |
4.00% |
| Soybeans |
CBOT |
USD |
3.35% |
| Gold |
COMEX |
USD |
3.00% |
| Natural Gas |
NYMEX |
USD |
3.00% |
| RBOB Gasoline |
NYMEX |
USD |
3.00% |
| Soybean Oil |
CBOT |
USD |
2.00% |
| Coffee |
ICE US |
USD |
2.00% |
| Lead |
LME |
USD |
2.00% |
| Live Cattle |
CME |
USD |
2.00% |
| Silver |
COMEX |
USD |
2.00% |
| Sugar |
ICE US |
USD |
2.00% |
| Zinc |
LME |
USD |
2.00% |
| Heating Oil |
NYMEX |
USD |
1.80% |
| Platinum |
NYMEX |
USD |
1.80% |
| Gas Oil |
ICE EU |
USD |
1.20% |
| Cocoa |
ICE US |
USD |
1.00% |
| Lean Hogs |
CME |
USD |
1.00% |
| Lumber |
CME |
USD |
1.00% |
| Milling Wheat |
NYSE Liffe |
EUR |
1.00% |
| Nickel |
LME |
USD |
1.00% |
| Rubber |
TOCOM |
JPY |
1.00% |
| Tin |
LME |
USD |
1.00% |
| Wheat |
KCBT |
USD |
1.00% |
| Rice |
CBOT |
USD |
0.75% |
| Canola |
ICE CA |
CAD |
0.75% |
| Soybean Meal |
CBOT |
USD |
0.75% |
| Orange Juice |
ICE US |
USD |
0.60% |
| Oats |
CBOT |
USD |
0.50% |
| Palladium |
NYMEX |
USD |
0.30% |
| Rapeseed |
NYSE Liffe |
EUR |
0.25% |
| Azuki Beans |
TGE |
JPY |
0.15% |
| Milk Class III |
CME |
USD |
0.10% |
| |
|
|
|
| |
|
|
100.00% |
|
Energy
Rogers International Commodity Index® - Energy |
| RICI®-ESM |
|
| Commodity |
Allocation |
| Crude Oil |
47.73% |
| Brent Oil |
31.82% |
| Natural Gas |
6.82% |
| RBOB Gasoline |
6.82% |
| Heating Oil |
4.09% |
| Gas Oil |
2.73% |
| |
|
| |
100.00% |
|
Metals
Rogers International Commodity Index® - Metals |
| RICI®-MSM |
|
| Commodity |
Allocation |
| Copper |
18.96% |
| Aluminum |
18.96% |
| Gold |
14.22% |
| Silver |
9.48% |
| Lead |
9.48% |
| Zinc |
9.48% |
| Platinum |
8.53% |
| Nickel |
4.74% |
| Tin |
4.74% |
| Palladium |
1.42% |
| |
|
| |
100.00% |
|
Agriculture
Rogers International Commodity Index® - Agriculture |
| RICI®-ASM |
|
| Commodity |
Allocation |
| Wheat |
13.61% |
| Corn |
13.61% |
| Cotton |
12.03% |
| Soybeans |
9.60% |
| Soybean Oil |
5.73% |
| Live Cattle |
5.73% |
| Sugar |
5.73% |
| Coffee |
5.73% |
| Lumber |
2.87% |
| Lean Hogs |
2.87% |
| Milling Wheat |
2.87% |
| Wheat (KCBT) |
2.87% |
| Cocoa |
2.87% |
| Rubber |
2.87% |
| Canola |
2.15% |
| Rice |
2.15% |
| Soybean Meal |
2.15% |
| Orange Juice |
1.72% |
| Oats |
1.43% |
| Rapeseed |
0.72% |
| Azuki Beans |
0.43% |
| Milk Class III |
0.29% |
| |
|
| |
100.00% |
|