Deutsche Bank Liquid Commodity Index - Characteristics of The DBLCI

Characteristics of The DBLCI

  • Six commodities: WTI crude oil, heating oil, aluminium, gold, corn and wheat.
  • Constant weighting which reflect world production and inventory, providing a diverse and balanced commodity exposure.
  • A rule-based and transparent calculation methodology. Energy contracts are rolled monthly, metal and grain contracts annually.
  • Total and excess returns data are available from December 1, 1988.

Read more about this topic:  Deutsche Bank Liquid Commodity Index

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