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- Reuters-CRB® Indexes (1977=100)

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).


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