18th Jan 2012 09:34
ETFS Commodity Securities Limited
18 January 2012
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 Forward 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 Forward Index Securities. No further changes will occur until the next rebalancing, scheduled for early January 2013.
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 13 January 2012).
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 17th 2012
Classes of Micro Classic Securities | Number of Micro Classic Securities in each class of Classic Index Security on January 17, 2012. These are the numbers until the next rebalancing (scheduled for January 2013) | ||||||||
All Commodities | Energy | Ex-Energy | |||||||
Natural Gas | 9,555,492 | 20,807,849 | Petroleum | - | |||||
WTI Crude Oil | 53,053 | 115,799 | 478,921 | - | |||||
Brent Crude Oil | 12,252 | 26,588 | 109,886 | - | |||||
Gasoline | 11,613 | 25,345 | 104,820 | - | |||||
Heating Oil | 21,510 | 46,946 | 194,159 | - | |||||
Industrial Metals | |||||||||
Aluminium | 185,929 | 1,055,728 | 233,341 | ||||||
Copper | 28,467 | 160,691 | 35,680 | ||||||
Zinc | 69,683 | 396,499 | 87,477 | ||||||
Nickel | 17,826 | 101,339 | 22,375 | ||||||
Precious Metals | |||||||||
Gold | 69,408 | 932,873 | 86,939 | ||||||
Silver | 12,734 | 170,955 | 15,951 | ||||||
Livestock | |||||||||
Live Cattle | 73,618 | 324,624 | 92,208 | ||||||
Lean Hogs | 305,366 | 1,346,774 | 382,499 | ||||||
Agriculture | Grains | ||||||||
Wheat | 457,028 | 775,482 | 914,978 | 574,141 | |||||
Corn | 515,004 | 876,727 | 1,035,738 | 645,080 | |||||
Soybeans | 57,993 | 98,725 | 116,632 | 72,640 | |||||
Softs | |||||||||
Sugar | 23,666 | 40,280 | 161,162 | 29,663 | |||||
Cotton | 103,167 | 175,632 | 702,208 | 129,298 | |||||
Coffee | 101,751 | 173,391 | 694,064 | 127,553 | |||||
Soybean Oil | 63,661 | 108,297 | 79,873 | ||||||
Classes of Micro Classic Securities | Number of Micro Classic Securities comprised in each Classic Index Security on January 17, 2012 These are the numbers until the next rebalancing (scheduled for January 2013) | |||||||
Ex-Agriculture | Ex-Agriculture and Livestock | Ex-Grains | Ex-Industrial Metals | |||||
Natural Gas | 14,590,761 | 18,307,458 | 12,437,585 | 10,216,364 | ||||
WTI Crude Oil | 81,723 | 102,567 | 69,802 | 57,197 | ||||
Brent | 18,869 | 23,680 | 16,125 | 13,190 | ||||
Gasoline | 17,886 | 22,448 | 15,279 | 12,521 | ||||
Heating Oil | 33,130 | 41,584 | 28,301 | 23,187 | ||||
Aluminium | 286,003 | 358,995 | 244,565 | - | ||||
Copper | 43,766 | 54,937 | 37,424 | - | ||||
Zinc | 107,152 | 134,499 | 91,637 | - | ||||
Nickel | 27,396 | 34,387 | 23,425 | - | ||||
Gold | 106,920 | 134,194 | 91,327 | 74,838 | ||||
Silver | 19,618 | 24,620 | 16,755 | 13,732 | ||||
Live Cattle | 113,401 | - | 96,862 | 79,372 | ||||
Lean Hogs | 470,398 | - | 401,786 | 329,239 | ||||
Wheat | - | - | - | 492,752 | ||||
Corn | - | - | - | 555,270 | ||||
Soybeans | - | - | - | 62,509 | ||||
Sugar | - | - | 31,073 | 25,436 | ||||
Cotton | - | - | 135,538 | 110,979 | ||||
Coffee | - | - | 133,919 | 109,578 | ||||
Soybean Oil | - | - | 83,762 | 68,580 | ||||
Classes of Micro Classic Securities | Number of Micro Classic Securities comprised in each Classic Index Security on January 17, 2012 These are the numbers until the next rebalancing (scheduled for January 2013) | |||||||
Ex-Livestock | Ex-Petroleum | Ex-Precious Metals | Ex-Softs | |||||
Natural Gas | 11,714,313 | 10,442,137 | 9,944,574 | 11,200,594 | ||||
WTI Crude Oil | 65,780 | 56,049 | 62,801 | |||||
Brent | 15,174 | - | 12,863 | 14,487 | ||||
Gasoline | 14,396 | - | 12,267 | 13,745 | ||||
Heating Oil | 26,668 | - | 22,722 | 25,460 | ||||
Aluminium | 230,429 | 206,390 | 196,396 | 219,821 | ||||
Copper | 35,268 | 31,552 | 30,082 | 33,643 | ||||
Zinc | 86,335 | 77,363 | 73,575 | 82,355 | ||||
Nickel | 22,069 | 19,774 | 18,802 | 21,054 | ||||
Gold | 86,063 | 76,827 | - | 82,165 | ||||
Silver | 15,791 | 14,097 | - | 15,076 | ||||
Live Cattle | - | 81,481 | 77,778 | 87,143 | ||||
Lean Hogs | - | 337,997 | 322,622 | 361,488 | ||||
Wheat | 566,840 | 506,938 | 482,592 | 541,103 | ||||
Corn | 638,588 | 570,033 | 544,112 | 609,651 | ||||
Soybeans | 71,908 | 64,191 | 61,270 | 68,644 | ||||
Sugar | 29,269 | 26,192 | 24,916 | - | ||||
Cotton | 127,679 | 114,260 | 108,680 | - | ||||
Coffee | 126,209 | 112,869 | 107,650 | - | ||||
Soybean Oil | 78,922 | 70,590 | 67,229 | 75,323 | ||||
Table 2- Number of Micro Forward Securities in each class of Forward Index Security on
January 17th 2012
Classes of Micro Forward Securities | Number of Micro Forward Securities in each class of Forward Index Security on January 17, 2012 These are the numbers until the next rebalancing (scheduled for January 2013)
| ||||||||
All Commodities | Energy | Ex-Energy | |||||||
Natural Gas | 719,998 | 2,886,451 | Petroleum | - | |||||
WTI Crude Oil | 37,147 | 149,099 | 438,043 | - | |||||
Brent Crude Oil | 20,714 | 82,706 | 242,845 | - | |||||
Gasoline | 10,579 | 42,470 | 124,774 | - | |||||
Heating Oil | 18,284 | 73,399 | 215,640 | - | |||||
Industrial Metals | |||||||||
Aluminium | 256,421 | 1,032,434 | 272,573 | ||||||
Copper | 38,799 | 155,267 | 41,197 | ||||||
Zinc | 100,697 | 406,294 | 107,066 | ||||||
Nickel | 24,450 | 98,583 | 25,995 | ||||||
Precious Metals | |||||||||
Gold | 145,575 | 951,199 | 154,426 | ||||||
Silver | 24,850 | 162,181 | 26,362 | ||||||
Livestock | |||||||||
Live Cattle | 82,906 | 792,252 | 87,961 | ||||||
Lean Hogs | 38,143 | 364,483 | 40,469 | ||||||
Agriculture | Grains | ||||||||
Wheat | 245,401 | 364,850 | 425,790 | 261,031 | |||||
Corn | 422,819 | 630,404 | 737,442 | 448,526 | |||||
Soybeans | 124,066 | 184,982 | 216,388 | 131,612 | |||||
Softs | |||||||||
Sugar | 28,538 | 42,523 | 172,568 | 30,288 | |||||
Cotton | 78,705 | 117,347 | 475,623 | 83,489 | |||||
Coffee | 160,527 | 239,364 | 971,238 | 170,459 | |||||
Soybean Oil | 80,944 | 120,574 | 86,000 | ||||||
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 13 Jan 2012 )
Effective weights based on current commodity prices (Classic Securities) | Effective weights based on current commodity prices (Forward Securities) | |||||||
Commodity | ||||||||
Natural Gas | 9.85% | 9.96% | ||||||
WTI Crude Oil | 9.53% | 9.53% | ||||||
Brent Crude Oil | 5.30% | 5.29% | ||||||
Gasoline | 3.42% | 3.40% | ||||||
Heating Oil | 3.46% | 3.46% | ||||||
Aluminium | 6.11% | 6.10% | ||||||
Copper | 7.56% | 7.53% | ||||||
Zinc | 3.30% | 3.29% | ||||||
Nickel | 2.70% | 2.70% | ||||||
Gold | 10.01% | 10.00% | ||||||
Silver | 2.89% | 2.88% | ||||||
Live Cattle | 3.74% | 3.71% | ||||||
Lean Hogs | 2.15% | 2.16% | ||||||
Wheat | 4.84% | 4.88% | ||||||
Corn | 6.30% | 6.29% | ||||||
Soybeans | 6.95% | 6.94% | ||||||
Sugar | 3.89% | 3.87% | ||||||
Cotton | 2.02% | 2.01% | ||||||
Coffee | 2.64% | 2.64% | ||||||
Soybean Oil | 3.35% | 3.35% | ||||||
Total | 100.00% | 100.00% | ||||||
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