| Reuters-CRB Interest Rates Index of 2 markets (1L) |
|
Index = ( ( 10 ^ ( ( log10([TY]) + log10([US]) ) / 2 ) ) * 100 ) /
( 10 ^ ( ( log10(92.5625) + log10(92.3125) ) / 2 ) )

|
| Components |
Footnotes |
TY = 10-year Treasury Notes (CBT)
US = 30-year Treasury Bonds (CBT) |
May 3, 1982: 3 markets / 12 contract months
July 20, 1987: Reduced to 9 contract months
December 6, 1995: Reduced to 6 contract months
March 18, 2004: 2 Markets / T-Bills (TB) removed |
|
| Reuters-CRB Currencies Index of 5 markets (1K) |
|
Index = .99818 * ( ( 10 ^ ( ( log10([EC]) + log10([CD]) + log10([SF]) + log10([JY]) + log10([BP]) ) / 5 ) ) * 100 ) /
( 10 ^ ( ( log10(.8428) + log10(.9354) + log10(.4240) + log10(.3745) + log10(1.7254) ) / 5 ) )

|
| Components |
Footnotes |
BP = British Pound (CME)
EC = Euro FX (CME)
CD = Canadian Dollar (CME)
SF = Swiss Franc (CME)
JY = Japanese Yen (CME) |
May 16, 1972: 5 markets / 12 contract months
July 20, 1987: Reduced to 9 contract months
December 6, 1995: Reduced to 6 contract months
January 2, 1999: Deutsche Mark (DM) replaced with Euro FX (EC). Adjustment
factor .99818 |
|
| Reuters-CRB Energy Index of 3 markets (1M) |
|
Index = ( ( 10 ^ ( ( log10([HO]) + log10([CL]) + log10([RB]) ) / 3 ) ) * 100) /
( 10 ^ ( ( log10(.3568) + log10(8.5) + log10(.3578) ) / 3 ) )

|
| Components |
Footnotes |
HO = Heating Oil (NYMEX)
CL = Crude Oil (NYMEX)
RB = Gasoline, RBOB (NYMEX) |
September 1, 1983: 3 markets / 12 contract months
July 20, 1987: Reduced to 9 contract months
December 6, 1995: Reduced to 6 contract months
October 2006: Unleaded Gasoline (HU) replaced with Gasoline, RBOB (RB). |