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Rebalancing of Index Securities

15th Jan 2016 08:40

RNS Number : 0068M
ETFS Commodity Secs Ltd
15 January 2016
 

RNS Number :

ETFS Commodity Securities Limited

15 January 2016

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 2017.

 

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 2016).

 

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 15 January 2016

Classes of Micro Securities

 

Number of Micro Classic Securities in each class of Classic Index Security.

These are the numbers until the next rebalancing (scheduled for January 2017)

All Commodities

Energy

Ex-Energy

Ex-Agriculture& Livestock

Natural Gas

13,227,305

17,999,903

Petroleum

21,680,083

WTI Crude Oil

83,418

112,671

428,199

136,488

Brent Crude

33,783

45,421

172,598

55,216

Unleaded Gasoline

12,642

17,254

65,592

20,756

Heating Oil

39,305

53,102

201,824

64,314

Industrial Metals

Aluminium

146,529

930,656

215,500

240,594

Copper (COMEX)

29,479

187,177

43,389

48,389

Zinc

43,998

279,659

64,692

72,212

Nickel

20,990

133,562

30,859

34,374

PM

Gold

65,153

800,453

95,857

106,977

Silver

22,027

270,913

32,415

36,170

Livestock

Live Cattle

41,630

290,261

61,242

Lean Hogs

239,753

1,671,667

351,748

Agriculture

Grains

Wheat

283,710

605,507

817,726

417,197

Kansas Wheat

21,683

46,207

62,591

31,822

Corn

536,143

1,144,230

1,545,309

788,299

Soybeans

22,673

48,430

65,347

33,360

Soybean Meal

3,506

7,482

5,155

Softs

Sugar

27,907

59,612

198,001

41,063

Cotton

58,177

124,264

412,755

85,594

Coffee

134,979

288,653

958,670

198,608

Soybean Oil

57,453

122,724

84,534

 

 

Classes of Micro Securities

 

Number of Micro Classic Securities in each class of Classic Index Security.These are the numbers until the next rebalancing (scheduled for January 2017)

Ex-Petroleum

Ex-Agriculture& Livestock

Ex-IM

Ex-PM

Ex-Livestock

Ex-Grains

Ex-Softs

Natural Gas

31,323,796

21,680,083

25,701,711

25,094,437

27,642,374

27,182,011

18,165,341

WTI Crude Oil

136,488

162,131

158,186

174,321

171,293

114,537

Brent Crude

55,216

65,662

64,079

70,593

69,331

46,385

Unleaded Gasoline

20,756

24,563

23,982

26,421

26,002

17,365

Heating Oil

64,314

76,392

74,544

82,138

80,711

53,970

Aluminium

346,724

240,594

277,982

306,224

301,414

201,257

Copper (COMEX)

69,781

48,389

55,907

61,607

60,624

40,486

Zinc

104,079

72,212

83,540

91,951

90,464

60,443

Nickel

49,649

34,374

39,912

43,865

43,103

28,838

Gold

154,179

106,977

126,587

136,159

134,015

89,487

Silver

52,133

36,170

42,800

46,036

45,316

30,257

Live Cattle

98,515

80,890

78,979

85,636

57,182

Lean Hogs

566,268

465,554

455,653

493,348

329,478

Wheat

671,401

551,240

538,229

592,913

389,674

Kansas Wheat

51,223

42,105

41,208

45,313

29,796

Corn

1,268,682

1,041,703

1,017,117

1,120,454

736,386

Soybeans

53,653

44,054

43,013

47,384

31,140

Soybean Meal

8,300

6,814

6,655

7,329

4,816

Sugar

66,043

54,223

52,941

58,320

57,406

Cotton

137,671

113,031

110,365

121,578

119,667

Coffee

319,456

262,226

256,302

282,081

277,341

Soybean Oil

135,967

111,631

109,001

120,073

118,188

78,914

 

 

 

 

 

 

 

 

 

Table 2- Number of Micro Longer Dated Securities in each class of Longer Dated Index Security on 15 January 2016

Classes of Micro Securities

 

Number of Micro Longer-Dated Securities in each class of Longer-Dated Index SecurityThese are the numbers until the next rebalancing (scheduled for January 2017)

All Commodities

Energy

Ex-Energy

Natural Gas

704,480

2,041,623

Petroleum

WTI Crude Oil

49,131

141,574

352,845

Brent Crude

52,768

151,578

376,601

Unleaded Gasoline

12,193

35,338

88,139

Heating Oil

33,529

96,588

240,420

Industrial Metals

Aluminium

198,783

873,196

235,150

Copper (COMEX)

42,159

185,140

49,882

Zinc

65,128

286,333

77,007

Nickel

29,967

131,897

35,426

Precious Metals

Gold

144,183

817,939

170,573

Silver

44,950

255,216

53,173

Livestock

Live Cattle

51,201

748,675

60,565

Lean Hogs

27,812

407,295

32,854

Agriculture

Grains

Wheat

181,145

315,271

419,508

213,975

Kansas Wheat

28,113

48,935

65,211

33,199

Corn

435,885

759,151

1,009,185

515,372

Soybeans

53,786

93,712

124,528

63,627

Soybean Meal

13,594

23,663

16,065

Softs

Sugar

36,113

62,921

208,811

42,722

Cotton

49,963

87,050

288,898

59,109

Coffee

220,125

384,121

1,273,800

260,377

Soybean Oil

72,802

126,847

86,128

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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 January 2016 )

 

Commodity

Effective weights based on current commodity prices (Classic Securities)

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

Natural Gas

7.92%

8.17%

WTI Crude Oil

7.22%

7.16%

Brent Crude

7.12%

7.09%

Gasoline

3.59%

3.62%

Heating Oil

3.66%

3.66%

Aluminium

4.75%

4.73%

Copper

7.66%

7.65%

Zinc

2.60%

2.60%

Nickel

2.44%

2.44%

Gold

11.32%

11.31%

Silver

4.15%

4.14%

Live Cattle

3.58%

3.60%

Lean Hogs

2.21%

2.16%

Wheat

3.42%

3.42%

Kansas Wheat

1.20%

1.19%

Corn

7.66%

7.63%

Soybeans

5.98%

5.95%

Soy Meal

2.99%

3.00%

Sugar

3.76%

3.71%

Cotton

1.55%

1.53%

Coffee

2.31%

2.31%

Soybean Oil

2.93%

2.92%

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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