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The Tokyo Commodity Exchange, Inc. (“TOCOM” or the “Exchange”) today announced revised weightings of the Nikkei-TOCOM Commodity Index components, effective June 1, 2018, as indicated below.
In calculation for the component weight percentage, the end-of-month open interest (in value terms) shall be added to the scale of Platinum standard futures market for Platinum Rolling Spot futures contract started trading on March 21, 2017; the end-of-month open interests (in value terms) shall be added to the scales of physical delivery standard futures markets (gasoline and kerosene) for Cash-settled Oil Products contracts started trading on May 8, 2017. Please note that Gas Oil, Chukyo-Gasoline and Chukyo-Kerosene will remain excluded from the Nikkei-TOCOM Commodity Index, due to the current trading environment, etc.
<Components and Weight Percentage for 2018 (June 2018– May 2019)>
- Nikkei-TOCOM Commodity Index and Nikkei-TOCOM Nearby Month Commodity Index
| Gold | Silver | Platinum | Palladium | Gasoline | Kerosene | Crude Oil | Rubber | Soybean | Azuki | Corn | Total | |
| New Weightings | 24.86% | 0.78% | 6.98% | 1.10% | 16.30% | 5.74% | 38.60% | 2.14% | 1.32% | 0.18% | 2.00% | 100.00% |
| Current Weightings | 27.74% | 0.89% | 6.84% | 0.91% | 16.17% | 5.27% | 35.24% | 2.02% | 2.16% | 0.15% | 2.61% | 100.00% |
| Change | -2.88% | -0.11% | 0.14% | 0.19% | 0.13% | 0.47% | 3.36% | 0.12% | -0.84% | 0.03% | -0.61% | － |
- Nikkei-TOCOM Industrial Commodity Index
| Gold | Silver | Platinum | Palladium | Gasoline | Kerosene | Crude Oil | Rubber | Total | |
| New Weightings | 25.45% | 0.82% | 7.17% | 1.15% | 17.07% | 6.00% | 40.13% | 2.21% | 100.00% |
| Current Weightings | 29.05% | 0.93% | 7.17% | 0.96% | 17.08% | 5.56% | 37.13% | 2.12% | 100.00% |
| Change | -3.60% | -0.11% | 0.00% | 0.19% | -0.01% | 0.44% | 3.01% | 0.09% | － |
- Nikkei-TOCOM Precious Metals Index
| Gold | Silver | Platinum | Palladium | Total | |
| New Weightings | 41.82% | 13.85% | 25.38% | 18.95% | 100.00% |
| Current Weightings | 43.42% | 14.01% | 27.32% | 15.25% | 100.00% |
| Change | -1.60% | -0.16% | -1.94% | 3.70% | － |
- Nikkei-TOCOM Oil Index
| Gasoline | Kerosene | Crude Oil | Total | |
| New Weightings | 21.04% | 8.31% | 70.65% | 100.00% |
| Current Weightings | 21.70% | 8.28% | 70.02% | 100.00% |
| Change | -0.66% | 0.03% | 0.63% | － |
- Nikkei-TOCOM Agricultural product & Sugar Index
| Soybean | Azuki | Corn | Total | |
| New Weightings | 36.16% | 4.66% | 59.18% | 100.00% |
| Current Weightings | 44.10% | 2.96% | 52.94% | 100.00% |
| Change | -7.94% | 1.70% | 6.24% | － |
- Nikkei-TOCOM Gold Index, Nikkei-TOCOM Silver Index, Nikkei-TOCOM Platinum Index, Nikkei-TOCOM Palladium Index, Nikkei-TOCOM Aluminum Index*, Nikkei-TOCOM Gasoline Index, Nikkei-TOCOM Kerosene Index, Nikkei-TOCOM Crude Oil Index, Nikkei-TOCOM Rubber Index, Nikkei-TOCOM Soybean Index, Nikkei-TOCOM Azuki Index, Nikkei-TOCOM Corn Index, and Nikkei-TOCOM Raw Sugar Index* (*Calculation of the Nikkei-TOCOM Aluminum Index and the Nikkei-TOCOM Raw Sugar Index are currently suspended.)
Component of each of the above indexes is 100% of the subject listed commodity.
Reference:
Nikkei-TOCOM Commodity Index
Nikkei-TOCOM Sub-Commodity Index
