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ETFS Commodity Rebalancing of Index Securities

15th Jan 2013 09:20

RNS Number : 5673V
ETFS Commodity Secs Ltd
15 January 2013
 



ETFS Commodity Securities Limited

15 January 2013

 

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 2014.

 

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 2013).

 

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 14th 2013

Classes of Classic Micro Securities

Number of Micro Classic Securities in each class of Classic Index Security on January 14, 2013.These are the numbers until the next rebalancing (scheduled for January 2014)

All Commodities

Energy

Ex-Energy

Ex-Agriculture& Livestock

Natural Gas

13,293,508

26,475,868

Petroleum

-

24,706,345

WTI Crude Oil

56,305

112,209

510,596

-

104,674

Brent Crude

12,599

25,108

114,272

-

23,425

Unleaded Gasoline

9,438

18,810

85,610

-

17,548

Heating Oil

21,290

42,431

193,109

-

39,579

Industrial Metals

Aluminium

163,459

1,035,723

213,301

303,860

Copper (COMEX)

27,047

171,399

35,295

50,277

Zinc

52,643

333,554

68,692

97,859

Nickel

16,871

106,826

22,015

31,362

Precious Metals

Gold

73,806

884,798

96,275

137,246

Silver

16,739

201,119

21,832

31,130

Livestock

Live Cattle

66,333

326,021

86,563

-

Lean Hogs

271,991

1,336,819

354,924

-

Agriculture

Grains

Wheat

278,148

500,467

732,083

362,956

-

Kansas Wheat

21,568

38,829

56,679

28,141

-

Corn

451,214

811,867

1,183,965

588,795

-

Soybeans

35,498

63,870

93,427

46,320

-

Soybean Meal

6,556

11,803

8,554

-

Softs

Sugar

28,292

50,916

157,837

36,919

-

Cotton

105,283

189,525

587,353

137,428

-

Coffee

150,848

271,498

840,453

196,847

-

Soybean Oil

54,291

97,687

70,843

-

 

 

Classes of Classic Micro Securities

Number of Micro Classic Securities in each class of Classic Index Security on January 14, 2013.These are the numbers until the next rebalancing (scheduled for January 2014)

Ex-Agriculture

Ex-Grains

Ex-Industrial Metals

Ex-Livestock

Natural Gas

19,905,922

28,728,153

25,986,160

28,503,629

WTI Crude Oil

84,385

121,262

109,644

120,294

Brent Crude

18,884

27,147

24,547

26,931

Unleaded Gasoline

14,146

20,355

18,411

20,197

Heating Oil

31,915

45,776

41,379

45,404

Aluminium

244,993

351,749

-

348,919

Copper (COMEX)

40,536

58,394

-

57,944

Zinc

78,897

113,562

-

112,695

Nickel

25,286

36,230

-

35,933

Gold

110,634

158,524

143,279

157,225

Silver

25,080

35,902

32,442

35,602

Live Cattle

99,421

143,618

129,992

-

Lean Hogs

407,658

589,969

534,219

-

Wheat

-

-

542,347

594,998

Kansas Wheat

-

-

41,960

46,028

Corn

-

-

860,504

944,094

Soybeans

-

-

69,254

75,974

Soybean Meal

-

-

12,774

14,014

Sugar

-

60,979

55,158

60,514

Cotton

-

228,012

206,226

226,213

Coffee

-

325,237

294,095

322,628

Soybean Oil

-

117,343

106,166

116,435

 

 

 

 

 

 

 

Classes of Classic Micro Securities

Number of Micro Classic Securities in each class of Classic Index Security on January 14, 2013.These are the numbers until the next rebalancing (scheduled for January 2014)

Ex-Petroleum

Ex-Precious Metals

Ex-Softs

Natural Gas

27,922,698

25,809,388

18,694,948

WTI Crude Oil

-

108,888

79,107

Brent Crude

-

24,377

17,706

Unleaded Gasoline

-

18,284

13,275

Heating Oil

-

41,093

29,900

Aluminium

341,575

315,790

229,760

Copper (COMEX)

56,756

52,462

38,042

Zinc

110,383

102,034

74,020

Nickel

35,168

32,515

23,688

Gold

153,893

-

103,582

Silver

34,843

-

23,470

Live Cattle

139,704

129,112

93,342

Lean Hogs

574,232

530,630

382,811

Wheat

582,653

538,616

391,093

Kansas Wheat

45,078

41,672

30,256

Corn

924,405

854,573

620,384

Soybeans

74,403

68,778

49,895

Soybean Meal

13,725

12,690

9,196

Sugar

59,259

54,780

-

Cotton

221,578

204,815

-

Coffee

315,954

292,069

-

Soybean Oil

114,039

105,412

76,410

 

 

Table 2- Number of Micro Longer Dated Securities in each class of Longer Dated Index Security on January 14th 2013

Classes of Micro Longer Dated Securities

Number of Micro Longer Dated Securities in each class of Longer Dated Index Security on January 14, 2013These are the numbers until the next rebalancing (scheduled for January 2014)

All Commodities

Energy

Ex-Energy

Natural Gas

875,750

3,285,358

Petroleum

-

WTI Crude Oil

38,677

145,099

450,515

-

Brent Crude

21,532

80,781

250,814

-

Unleaded Gasoline

9,749

36,570

113,534

-

Heating Oil

18,029

67,634

209,970

-

Industrial Metals

Aluminium

222,631

1,006,669

243,638

Copper (COMEX)

36,734

166,119

40,197

Zinc

75,882

343,124

83,041

Nickel

22,980

103,845

25,150

Precious Metals

Gold

154,224

902,794

168,722

Silver

32,445

190,357

35,489

Livestock

Live Cattle

76,566

776,867

83,786

Lean Hogs

37,193

377,451

40,708

Agriculture

Grains

Wheat

155,241

240,155

348,550

169,886

Kansas Wheat

25,831

39,946

57,857

28,257

Corn

375,529

580,929

840,693

410,961

Soybeans

76,321

118,067

171,358

83,522

Soybean Meal

23,369

36,138

25,561

Softs

Sugar

35,744

55,291

169,728

39,113

Cotton

87,133

134,822

413,398

95,370

Coffee

236,745

366,212

1,122,751

259,055

Soybean Oil

68,024

105,234

74,445

 

 

 

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 2013 )

 

Effective weights based on current commodity prices (Classic Securities)

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

Commodity

Natural Gas

10.59%

11.08%

WTI Crude Oil

9.18%

9.17%

Brent Crude

5.67%

5.55%

Unleaded Gasoline

3.40%

3.49%

Heating Oil

3.52%

3.46%

Aluminum

4.81%

4.82%

Copper (COMEX)

7.09%

7.06%

Zinc

2.45%

2.46%

Nickel

2.22%

2.20%

Gold

10.84%

10.73%

Silver

3.98%

3.95%

Live Cattle

3.28%

3.12%

Lean Hogs

1.91%

2.08%

Wheat

3.46%

3.46%

Kansas Wheat

1.33%

1.34%

Corn

7.35%

7.17%

Soybeans

5.54%

5.40%

Sugar

3.84%

3.91%

Cotton

1.74%

1.76%

Coffee

2.46%

2.52%

Soybean Oil

2.73%

2.74%

Soybean Meal

2.63%

2.53%

Total

100.00%

100.00%

 

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