| Reuters Continuous Commodity Index (CCI) of 17 markets (CI) |
|
Index = (.8486) * ( ( 10 ^ ( ( log10 ([CC]) + log10([KC]) + log10([SB]) + log10([CT]) + log10([HG]) + log10([PL]) + log10([SI]) + log10([CL]) + log10([C]) + log10([NG]) + log10([W]) + log10([S]) + log10([LC]) + log10([LH]) + log10([HO]) + log10([GC]) + log10([JO]) ) / 17 ) ) * 100 ) /
( 10 ^ ( ( log10(587.7) + log10(37.25) + log10(2.37) + log10(29.62) + log10(46.93) + log10(172.53) + log10(160.12) + log10(10.62) + log10(130.17) + log10(.16) + log10(163.73) + log10(277.79) + log10(26.71) + log10(21) + log10(.2779) + log10(151.42) + log10(42.15) ) / 17 ) )

|
| Components |
CC = Cocoa (ICE)
KC = Coffee (ICE)
SB = Sugar #11 (ICE)
CT = Cotton (ICE)
HG = Copper (NYMEX)
PL = Platinum (NYMEX) |
SI = Silver (NYMEX)
CL = Crude Oil (NYMEX)
C = Corn (CBOT)
NG = Natural Gas (NYMEX)
W = Wheat (CBOT)
S = Soybeans (CBOT) |
LC = Live Cattle (CME)
LH = Lean Hogs (CME)
HO = Heating Oil (NYMEX)
GC = Gold (NYMEX)
JO = Orange Juice (ICE) |
|
| Reuters CCI Industrials Sub-Index of 2 markets (1J) |
|
Index = (1.07732) * ( ( 10 ^ ( ( log10([CT]) + log10([HG]) ) / 2 ) ) * 100 ) /
( 10 ^ ( ( log10(29.62) + log10(46.93) ) / 2 ) )

|
| Components |
| CT = Cotton (ICE) |
HG = Copper (NYMEX) |
|
|
| Reuters CCI Softs Sub-Index of 4 markets (1H) |
|
Index = (1.23474) * ( ( 10 ^ ( ( log10([CC]) + log10([KC]) + log10([SB]) + log10([JO]) ) / 4 ) ) * 100 ) /
( 10 ^ ( ( log10(587.7) + log10(37.25) + log10(2.37) + log10(42.15) ) / 4 ) )

|
| Components |
CC = Cocoa (ICE)
KC = Coffee (ICE) |
SB = Sugar #11 (ICE) |
JO = Orange Juice (ICE) |
|
| Reuters CCI Grains and Oilseeds Sub-Index of 3 markets (1G) |
|
Index = (.97259) * ( ( 10 ^ ( ( log10([C]) + log10([S]) + log10([W]) ) / 3 ) ) * 100 ) /
( 10 ^ ( ( log10(130.17) + log10(277.79) + log10(163.73) ) / 3 ) )

|
| Components |
| C = Corn (CBOT) |
S = Soybeans (CBOT) |
W = Wheat (CBOT) |
|
| Reuters CCI Livestock Sub-Index of 2 markets (1F) |
|
Index = (.89016) * ( ( 10 ^ ( ( log10([LC]) + log10([LH]) ) / 2 ) ) * 100 ) /
( 10 ^ ( ( log10(26.71) + log10(21) ) / 2 ) )

|
| Components |
| LC = Live Cattle (CME) |
LH = Lean Hogs (CME) |
|
|
| Reuters CCI Energy Sub-Index of 3 markets (1Q) |
|
Index = (.52014) * ( ( 10 ^ ( ( log10([CL]) + log10([HO]) + log10([NG]) ) / 3 ) ) * 100) /
( 10 ^ ( ( log10(10.62) + log10(.2779) + log10(.16) ) / 3 ) )

|
| Components |
| CL = Crude Oil (NYMEX) |
HO = Heating Oil (NYMEX) |
NG = Natural Gas (NYMEX) |
|
| Reuters CCI Precious Metals Sub-Index of 3 markets (1I) |
|
Index = (1.00088) * ( ( 10 ^ ( ( log10([PL]) + log10([SI]) + log10([GC]) ) / 3 ) ) * 100) /
( 10 ^ ( ( log10(172.53) + log10(160.12) + log10(151.42) ) / 3 ) )

|
| Components |
| PL = Platinum (NYMEX) |
SI = Silver (NYMEX) |
GC = Gold (NYMEX) |