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 worldwide 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 16.00%
Brent ICE EU USD 13.00%
Wheat CBOT USD 4.75%
Corn CBOT USD 4.75%
Cotton ICE US USD 4.20%
Aluminum LME USD 4.00%
Copper LME USD 4.00%
Soybeans CBOT USD 3.50%
RBOB Gasoline NYMEX USD 3.00%
Natural Gas NYMEX USD 5.00%
Gold COMEX USD 5.00%
Soybean Oil CBOT USD 2.00%
Coffee ICE EU USD 2.00%
Silver COMEX USD 4.00%
Zinc LME USD 2.00%
Lead LME USD 2.00%
Live Cattle CME USD 2.00%
Heating Oil NYMEX USD 1.80%
Platinum NYMEX USD 1.80%
Gas Oil ICE EU USD 1.20%
Sugar ICE US USD 1.00%
Wheat CME USD 1.00%
Milling Wheat EURONEXT EUR 1.00%
Cocoa ICE EU GBP 1.00%
Tin LME USD 1.00%
Lean Hogs CME USD 1.00%
Rubber TOCOM JPY 1.00%
Lumber CME USD 1.00%
Rapeseed EURONEXT EUR 1.00%
Nickel LME USD 1.00%
White Sugar ICE EU 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%
Palliadium 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 40.00%
Brent 32.50%
Natural Gas 12.50%
RBOB Gasoline 7.50%
Heating Oil 4.50%
Gas Oil 3.00%
 
  100.00%

 

 

Metals

Rogers International Commodity Index® - Metals
RICI®-MSM  
Commodity Allocation
Copper 15.94%
Aluminum 15.94%
Gold 19.92%
Silver 15.94%
Lead 7.97%
Zinc 7.97%
Platinum 7.17%
Nickel 3.98%
Tin 3.98%
Palladium 1.20%
 
  100.00%

 

 

Agriculture

Rogers International Commodity Index® - Agriculture
RICI®-ASM  
Commodity Allocation
Corn 13.61%
Wheat Soft Red 13.61%
Cotton 12.03%
Soybeans 10.00%
Coffee 5.73%
Live Cattle 5.73%
Soybean Oil 5.73%
Sugar 2.87%
White Sugar 2.87%
Cocoa 2.87%
Lean Hogs 2.87%
Lumber 2.87%
Milling Wheat 2.87%
Rapeseed 2.87%
Rubber 2.87%
Wheat Hard Red 2.87%
Rice 2.15%
Soybean Meal 2.15%
Orange Juice 1.72%
Oats 1.43%
Milk Class III 0.29%
   
  100.00%