Rogers International Commodity Index®

THE RICI® WEIGHTING

The RICI® index is based on 37 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%
Corn CBOT USD 4.75%
Wheat CBOT USD 4.75%
Cotton ICE US USD 4.20%
Aluminum LME2 USD 4.00%
Copper LME USD 4.00%
Soybeans CBOT USD 3.50%
Gold COMEX USD 3.00%
Natural Gas NYMEX USD 3.00%
RBOB Gasoline NYMEX USD 3.00%
Coffee NYSE LIFFE USD 2.00%
Lead LME USD 2.00%
Live Cattle CME USD 2.00%
Silver COMEX USD 2.00%
Soybean Oil CBOT 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%
Rapeseed NYSE Liffe EUR 1.00%
Rubber TOCOM JPY 1.00%
Sugar ICE US USD 1.00%
Tin LME USD 1.00%
Wheat KCBT USD 1.00%
White Sugar NYSE Liffe USD 1.00%
Rice CBOT USD 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%
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
Corn 13.61%
Wheat(CBOT) 13.61%
Cotton 12.03%
Soybeans 10.03%
Coffee 5.73%
Live Cattle 5.73%
Soybean Oil 5.73%
Cocoa 2.87%
Lean Hogs 2.87%
Lumber 2.87%
Milling Wheat 2.87%
Rapeseed

2.87%

Rubber 2.87%
Sugar 2.87%
Wheat (KCBT) 2.87%
White Sugar 2.87%
Rice 2.15%
Soybean Meal 2.15%
Orange Juice 1.72%
Oats 1.43%
Milk Class III 0.29%
   
  100.00%