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CSL Rebalancing of Index Securities-Completed

15th Jan 2014 08:12

RNS Number : 6872X
ETFS Commodity Secs Ltd
15 January 2014
 



 

ETFS Commodity Securities Limited

15 January 2014

Rebalancing of Index Securities

 

The annual rebalancing of the DJ-UBSCISM and DJ-UBSCI-F3SM, and consequently the adjustment to the number of Micro Securities in each of the twenty-eight categories of Index Securities (comprising eighteen categories of Classic Index Securities and ten categories of Longer Dated Index Securities) issued by ETFS Commodity Securities Limited has been completed.

 

Tables 1 and 2 show the new number of Micro Securities comprised in each Index Security for Classic Index Securities and Longer Dated Index Securities. No further changes will occur until the next rebalancing, scheduled for early January 2015.

 

Table 3 shows the effective weight of each commodity based on the new number of Micro Securities and current commodity prices (as at close on 14 January 2014).

 

For more information, please contact ETF Securities (UK) Limited on +44 207 448 4330.

 

Table 1 -Number of Micro Classic Securities in each class of Classic Index Security on January 15th 2014

Classes of Micro Securities

Number of Micro Classic Securities in each class of Classic Index SecurityThese are the numbers until the next rebalancing (scheduled for January 2015)

All Commodities

Energy

Ex-Energy

Ex-Agriculture& Livestock

Natural Gas

9,896,403

22,983,298

Petroleum

18,619,930

WTI Crude Oil

46,765

108,604

462,471

87,984

Brent Crude

12,379

28,678

122,363

23,290

Unleaded Gasoline

9,138

21,188

90,369

17,198

Heating Oil

20,985

48,623

207,455

39,484

Industrial Metals

Aluminium

179,814

1,105,616

216,618

338,019

Copper (COMEX)

28,108

172,717

33,855

52,859

Zinc

45,748

281,019

55,087

86,074

Nickel

18,051

111,066

21,795

33,927

Precious Metals

Gold

95,218

856,203

115,102

178,762

Silver

24,579

221,670

29,758

46,110

Livestock

Live Cattle

62,298

329,381

75,018

Lean Hogs

248,401

1,313,344

299,114

Agriculture

Grains

Wheat

326,850

566,532

804,381

393,303

Kansas Wheat

23,371

40,483

57,482

28,121

Corn

578,218

1,004,673

1,428,560

698,490

Soybeans

29,928

51,825

73,632

36,040

Soybean Meal

4,961

8,593

5,974

Softs

Sugar

32,178

55,763

171,360

38,727

Cotton

78,473

135,890

418,308

94,493

Coffee

182,559

317,218

974,010

220,742

Soybean Oil

67,468

117,181

81,471

 

Classes of Micro Securities

Number of Micro Classic Securities in each class of Classic Index SecurityThese are the numbers until the next rebalancing (scheduled for January 2015)

Ex- Agriculture

Ex-Petroleum

Ex-IndustrialMetals

Ex-PreciousMetals

Natural Gas

15,079,467

20,164,268

19,383,870

20,051,798

WTI Crude Oil

71,255

91,594

94,748

Brent Crude

18,864

24,247

25,076

Unleaded Gasoline

13,926

17,901

18,517

Heating Oil

31,977

41,104

42,512

Aluminium

273,768

366,413

364,242

Copper (COMEX)

42,808

57,282

56,932

Zinc

69,707

93,213

92,694

Nickel

27,474

36,810

36,507

Gold

144,796

194,109

186,442

Silver

37,353

50,108

48,124

Live Cattle

94,926

126,939

122,027

126,232

Lean Hogs

378,498

506,127

486,539

503,305

Wheat

665,600

640,190

662,769

Kansas Wheat

47,609

45,775

47,364

Corn

1,178,331

1,132,048

1,170,447

Soybeans

60,978

58,619

60,638

Soybean Meal

10,110

9,719

10,055

Sugar

65,539

63,023

65,227

Cotton

159,893

153,706

159,000

Coffee

372,317

357,479

369,314

Soybean Oil

137,525

132,126

136,606

 

  

Classes of Micro Securities

Number of Micro Classic Securities in each class of Classic Index SecurityThese are the numbers until the next rebalancing (scheduled for January 2015)

Ex-Livestock

Ex-Grains

Ex-Softs

Natural Gas

21,045,964

21,403,863

13,941,873

WTI Crude Oil

99,449

101,137

65,877

Brent Crude

26,326

26,772

17,441

Unleaded Gasoline

19,437

19,765

12,875

Heating Oil

44,629

45,391

29,565

Aluminium

382,379

388,664

253,322

Copper (COMEX)

59,778

60,777

39,598

Zinc

97,290

98,942

64,450

Nickel

38,389

39,014

25,427

Gold

202,469

205,615

134,137

Silver

52,261

53,044

34,626

Live Cattle

134,743

87,767

Lean Hogs

537,239

349,941

Wheat

694,933

460,494

Kansas Wheat

49,697

32,925

Corn

1,229,264

814,416

Soybeans

63,649

42,165

Soybean Meal

10,554

6,991

Sugar

68,417

69,542

Cotton

166,883

169,722

Coffee

388,259

394,363

Soybean Oil

143,473

145,738

95,049

 

 

Table 2- Number of Micro Longer Dated Securities in each class of Longer Dated Index Security on January 15th 2014

Classes of Micro Securities

Number of Micro Classic Securities in each class of Classic Index SecurityThese are the numbers until the next rebalancing (scheduled for January 2015)

All Commodities

Energy

Ex-Energy

Natural Gas

667,745

2,945,033

Petroleum

WTI Crude Oil

30,832

135,979

401,545

Brent Crude

21,402

94,112

278,581

Unleaded Gasoline

8,879

39,109

115,629

Heating Oil

17,624

77,531

229,438

Industrial Metals

Aluminium

238,558

1,044,801

239,758

Copper (COMEX)

38,766

169,769

38,967

Zinc

66,087

289,254

66,401

Nickel

24,857

108,995

25,050

Precious Metals

Gold

201,493

874,029

203,318

Silver

48,146

209,497

48,659

Livestock

Live Cattle

74,001

812,575

74,351

Lean Hogs

31,908

350,431

32,058

Agriculture

Grains

Wheat

185,821

275,255

386,996

186,673

Kansas Wheat

29,183

43,212

60,749

29,314

Corn

459,690

682,060

960,073

463,184

Soybeans

67,351

99,652

140,158

67,667

Soybean Meal

17,224

25,488

17,306

Softs

Sugar

42,510

62,981

189,681

42,721

Cotton

63,218

93,537

282,238

63,515

Coffee

289,976

430,648

1,297,500

292,705

Soybean Oil

85,117

126,330

85,790

 

 

 

Table 3 -Effective Weight of each Commodity in the ETFS All Commodities DJ-UBSCISM Index Securities and ETFS Longer Dated All Commodities Index Securities

(as at the close on 14 Jan 2014 )

 

Effective weights based on current commodity prices (Classic Securities)

Effective weights based on current commodity prices (Longer Dated Securities)

Commodity

Natural Gas

9.53%

9.14%

WTI Crude Oil

8.37%

8.23%

Brent Crude

6.37%

6.34%

Unleaded Gasoline

3.54%

3.71%

Heating Oil

3.67%

3.62%

Aluminum

4.64%

4.78%

Copper (COMEX)

7.44%

7.42%

Zinc

2.33%

2.34%

Nickel

2.17%

2.18%

Gold

11.66%

11.66%

Silver

4.23%

4.25%

Live Cattle

3.29%

3.11%

Lean Hogs

1.98%

2.20%

Wheat

3.20%

3.28%

Kansas Wheat

1.19%

1.18%

Corn

7.27%

7.52%

Soybeans

5.81%

5.65%

Sugar

3.81%

3.90%

Cotton

1.56%

1.56%

Coffee

2.35%

2.44%

Soybean Oil

2.81%

2.86%

Soybean Meal

2.77%

2.62%

Total

100.00%

100.00%

 

This information is provided by RNS
The company news service from the London Stock Exchange
 
END
 
 
MSCSFASAIFLSESF

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