Rogers International Commodity Index®

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%