17th Jan 2011 10:21
Rebalancing of Index Securities
The annual rebalancing of the DJ-UBS CISM and DJ-UBS CI-F3SM, and consequently the adjustment to the number of Micro Securities in each of the twenty categories of Index Securities (comprising ten categories of Classic Index Securities and ten categories of Forward Index Securities) issued by ETFS Commodity Securities Limited has been completed.
Table 1 and 2 show the new number of Micro Securities comprised in each Index Security for Classic Index Securities and Forward Index Securities. No further changes will occur until the next rebalancing, scheduled for early January 2012.
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 2011).
For more information, please contact ETF Securities Marketing LLP on +44 207 448 4330.
Table 1 - Number of Micro Securities comprised in each Classic Index Security
(as from 13 Jan 2011)
Classes of Micro | Number of Micro Securities in each Index Security | |||||||||
Securities | ||||||||||
All Commodities | Energy | |||||||||
Natural Gas | 5,846,149 | 12,763,900 | Petroleum | |||||||
Crude Oil | 90,828 | 198,114 | 693,316 | |||||||
Gasoline | 15,683 | 34,150 | 119,550 | |||||||
Heating Oil | 29,100 | 63,441 | 222,089 | |||||||
Ex-Energy | Industrial Metals | |||||||||
Aluminium | 144,880 | 181,827 | 998,520 | |||||||
Copper | 26,243 | 32,879 | 180,756 | |||||||
Zinc | 51,915 | 65,169 | 357,794 | |||||||
Nickel | 13,261 | 16,615 | 91,330 | |||||||
Precious Metals | ||||||||||
Gold | 96,338 | 120,774 | 947,098 | |||||||
Silver | 16,459 | 20,626 | 161,936 | |||||||
Livestock | ||||||||||
Live Cattle | 75,163 | 94,158 | 327,319 | |||||||
Lean Hogs | 304,583 | 381,747 | 1,327,368 | |||||||
Agriculture | Grains | |||||||||
Wheat | 299,815 | 375,947 | 534,396 | 602,512 | ||||||
Corn | 628,784 | 787,571 | 1,117,517 | 1,261,553 | ||||||
Soybeans | 60,213 | 75,440 | 107,125 | 120,907 | ||||||
Softs | ||||||||||
Sugar | 21,626 | 26,995 | 38,314 | 160,086 | ||||||
Cotton | 96,021 | 120,314 | 170,841 | 714,603 | ||||||
Coffee | 92,906 | 116,405 | 165,297 | 691,405 | ||||||
Soybean Oil | 51,867 | 64,985 | 92,276 | |||||||
Table 2 - Number of Micro Securities comprised in each Forward Index Security
(as from 13 Jan 2011)
Classes of Micro | Number of Micro Securities in each Index Security | |||||||||
Securities | ||||||||||
All Commodities | Energy | |||||||||
Natural Gas | 480,740 | 1,902,692 | Petroleum | |||||||
Crude Oil | 64,777 | 255,819 | 647,113 | |||||||
Gasoline | 13,644 | 53,835 | 136,189 | |||||||
Heating Oil | 23,939 | 94,549 | 239,175 | |||||||
Ex-Energy | Industrial Metals | |||||||||
Aluminium | 194,343 | 208,173 | 977,792 | |||||||
Copper | 34,789 | 37,197 | 174,927 | |||||||
Zinc | 72,677 | 77,839 | 365,564 | |||||||
Nickel | 17,585 | 18,796 | 88,412 | |||||||
Precious Metals | ||||||||||
Gold | 193,655 | 207,161 | 965,329 | |||||||
Silver | 30,840 | 32,972 | 153,845 | |||||||
Livestock | ||||||||||
Live Cattle | 81,236 | 86,826 | 791,301 | |||||||
Lean Hogs | 37,491 | 40,081 | 365,238 | |||||||
Agriculture | Grains | |||||||||
Wheat | 155,391 | 166,135 | 235,740 | 266,249 | ||||||
Corn | 544,693 | 582,227 | 824,349 | 932,573 | ||||||
Soybeans | 128,481 | 137,362 | 194,627 | 220,113 | ||||||
Softs | ||||||||||
Sugar | 26,430 | 28,094 | 39,715 | 161,248 | ||||||
Cotton | 95,035 | 101,604 | 143,962 | 586,508 | ||||||
Coffee | 144,282 | 154,253 | 218,558 | 890,433 | ||||||
Soybean Oil | 65,368 | 69,891 | 99,024 | |||||||
Table 3 - Effective Weight of each Commodity in the ETFS All Commodities
DJ-UBSCISM Index Securities and ETFS Forward All Commodities
DJ-UBSCI-F3SM Index Securities (as at the close on 14 Jan )
Commodity | Effective weights based on current commodity prices (Classic Securities) | Effective weights based on current commodity prices (Forward Securities) | |
Natural Gas | 11.24% | 11.25% | |
Crude Oil | 14.88% | 14.82% | |
Unleaded Gas | 3.52% | 3.52% | |
Heating Oil | 3.69% | 3.66% | |
Aluminium | 5.01% | 5.00% | |
Copper | 7.55% | 7.55% | |
Zinc | 2.81% | 2.80% | |
Nickel | 2.33% | 2.32% | |
Gold | 10.18% | 10.16% | |
Silver | 3.14% | 3.14% | |
Live Cattle | 3.38% | 3.41% | |
Lean Hogs | 1.97% | 1.99% | |
Wheat | 4.44% | 4.45% | |
Corn | 7.39% | 7.36% | |
Soybeans | 7.97% | 7.95% | |
Sugar | 3.32% | 3.45% | |
Cotton | 1.97% | 1.95% | |
Coffee | 2.33% | 2.33% | |
Soybean Oil | 2.88% | 2.88% | |
TOTAL | 100.00% | 100.00% |
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