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Rebalancing of Index Securities

15th Jan 2015 08:07

RNS Number : 2338C
ETFS Commodity Secs Ltd
15 January 2015
 

RNS Number 2338C

ETFS Commodity Securities Limited

15 January 2015

Rebalancing of Index Securities

 

The annual rebalancing of the Bloomberg Commodity Index and Bloomberg Commodity Index 3 Month Forward, 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 2016.

 

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 2015).

 

For further information, please contact

Richard Parker,

R&H Fund Services (Jersey) Limited

Tel: +44 (0) 1534 825200

Fax: +44 (0) 1534 825335

E-mail address: [email protected]

Table 1 -Number of Micro Classic Securities in each class of Classic Index Security on January 15th 2015

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 2016)

All Commodities

Energy

Ex-Energy

Ex-Agriculture& Livestock

Natural Gas

11,184,092

18,589,353

Petroleum

19,282,548

WTI Crude Oil

63,975

105,569

408,646

110,049

Brent Crude

23,518

39,064

149,055

40,521

Unleaded Gasoline

14,487

24,014

92,432

24,956

Heating Oil

30,036

49,569

191,700

51,677

Industrial Metals

Aluminium

153,094

1,046,706

208,728

262,854

Copper (COMEX)

28,348

194,042

38,729

48,664

Zinc

38,603

263,924

52,632

66,279

Nickel

13,636

93,241

18,595

23,417

PM

Gold

83,178

820,118

113,402

142,807

Silver

25,597

252,695

34,805

43,985

Livestock

Live Cattle

42,920

299,081

58,515

Lean Hogs

228,116

1,586,803

311,171

Agriculture

Grains

Wheat

300,075

586,874

816,134

409,598

Kansas Wheat

19,876

38,823

54,052

27,101

Corn

563,383

1,100,787

1,529,717

767,702

Soybeans

25,038

48,905

68,092

34,140

Soybean Meal

3,676

7,183

5,014

Softs

Sugar

37,227

72,712

226,386

50,633

Cotton

78,742

153,824

477,705

107,264

Coffee

106,039

207,108

641,395

144,567

Soybean Oil

65,768

128,424

89,569

 

 

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 2016)

Ex-Petroleum

Ex-Agri

Ex-IM

Ex-PM

Ex-Livestock

Ex-Grains

Ex-Softs

Natural Gas

25,022,076

16,116,280

21,430,223

22,240,706

23,393,603

23,385,690

15,575,859

WTI Crude Oil

-

91,971

122,454

126,999

133,808

133,717

88,973

Brent Crude

-

33,806

45,006

46,624

49,228

49,222

32,666

Unleaded Gasoline

-

20,829

27,728

28,742

30,321

30,302

20,135

Heating Oil

-

43,183

57,491

59,613

62,822

62,794

41,764

Aluminium

343,863

220,073

-

304,392

319,809

319,469

213,247

Copper (COMEX)

63,778

40,743

-

56,352

59,208

59,147

39,478

Zinc

86,703

55,492

-

76,754

80,640

80,552

53,770

Nickel

30,630

19,604

-

27,117

28,489

28,459

18,997

Gold

186,819

119,566

159,242

-

173,749

173,565

115,857

Silver

57,373

36,828

49,030

-

53,496

53,456

35,657

Live Cattle

96,401

61,696

82,170

85,334

-

89,561

59,782

Lean Hogs

512,456

327,913

436,729

453,545

-

476,014

317,741

Wheat

674,251

-

574,490

596,614

626,833

-

417,974

Kansas Wheat

44,644

-

38,055

39,519

41,522

-

27,685

Corn

1,264,986

-

1,078,603

1,120,137

1,176,879

-

784,741

Soybeans

56,243

-

47,939

49,783

52,309

-

34,880

Soybean Meal

8,260

-

7,044

7,315

7,684

-

5,121

Sugar

83,468

-

71,298

73,991

77,835

77,791

-

Cotton

176,756

-

150,756

156,560

164,493

164,317

-2

Coffee

238,167

-

203,009

210,829

221,504

221,268

-

Soybean Oil

147,607

-

125,911

130,761

137,383

137,238

91,609

 

 

 

 

 

 

 

 

 

Table 2- Number of Micro Longer Dated Securities in each class of Longer Dated Index Security on January 15th 2015

Classes of Micro Securities

Number of Micro Classic Securities in each class of Longer-Dated Index SecurityThese are the numbers until the next rebalancing (scheduled for January 2016)

All Commodities

Energy

Ex-Energy

Natural Gas

697,845

2,288,703

Petroleum

WTI Crude Oil

42,206

138,092

362,460

Brent Crude

37,668

124,197

322,264

Unleaded Gasoline

13,173

43,333

113,389

Heating Oil

26,450

86,833

226,893

Industrial Metals

Aluminium

208,033

990,891

233,803

Copper (COMEX)

40,169

191,465

45,217

Zinc

56,527

269,239

63,526

Nickel

19,122

91,085

21,490

Precious Metals

Gold

180,643

837,724

203,023

Silver

51,305

238,320

57,528

Livestock

Live Cattle

53,581

798,050

60,221

Lean Hogs

24,288

361,670

27,293

Agriculture

Grains

Wheat

177,921

295,300

400,984

200,371

Kansas Wheat

25,628

42,407

57,734

28,804

Corn

448,825

743,365

1,010,015

504,264

Soybeans

57,951

95,887

130,538

65,127

Soybean Meal

13,869

22,948

15,586

Softs

Sugar

43,453

71,916

230,521

48,752

Cotton

64,933

107,530

344,783

72,889

Coffee

170,556

282,208

902,165

191,685

Soybean Oil

82,577

136,682

92,728

 

 

 

 

 

 

 

 

 

 

 

 

 

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

(as at the close on 14 Jan 2015 )

 

Effective weights based on current commodity prices (Classic Securities)

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

Commodity

Natural Gas

9.82%

9.63%

WTI Crude Oil

7.85%

8.17%

Brent Crude

7.21%

7.40%

Unleaded Gasoline

3.71%

4.30%

Heating Oil

3.68%

3.68%

Aluminum

4.58%

4.54%

Copper (COMEX)

6.87%

6.73%

Zinc

2.30%

2.28%

Nickel

1.96%

1.93%

Gold

12.19%

11.99%

Silver

4.41%

4.35%

Live Cattle

3.67%

2.92%

Lean Hogs

1.91%

2.13%

Wheat

3.10%

3.09%

Kansas Wheat

1.09%

1.09%

Corn

6.99%

7.13%

Soybeans

5.45%

5.41%

Sugar

4.05%

4.12%

Cotton

1.48%

1.50%

Coffee

2.28%

2.31%

Soybean Oil

2.79%

2.77%

Soybean Meal

2.61%

2.52%

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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