The Tokyo Commodity Exchange, Inc. (“TOCOM” or the “Exchange”) announced revised weightings of the Nikkei-TOCOM Commodity Index components, effective June 1, 2020, as indicated below.
Please note that Gas Oil, Chukyo-Gasoline, Chukyo-Kerosene and TSR20 will remain excluded from the Nikkei-TOCOM Commodity Index, due to the current trading environment, etc. and Electricity which started trading on September 17, 2019 will also be excluded from the Nikkei-TOCOM Commodity Index as it has been only a short period of time since its launch.
<Components and Weight Percentage for 2020 (June 2020– May 2021)>
- 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 | 32.73% | 0.57% | 6.36% | 1.71% | 15.44% | 4.99% | 33.69% | 1.73% | 0.90% | 0.21% | 1.67% | 100.00% |
| Current Weightings | 29.10% | 0.65% | 6.27% | 1.20% | 16.39% | 5.47% | 36.22% | 2.06% | 0.89% | 0.17% | 1.58% | 100.00% |
| Change | 3.63% | -0.08% | 0.09% | 0.51% | -0.95% | -0.48% | -2.53% | -0.33% | 0.01% | 0.04% | 0.09% | – |
- Nikkei-TOCOM Industrial Commodity Index
| Gold | Silver | Platinum | Palladium | Gasoline | Kerosene | Crude Oil | Rubber | Total | |
| New Weightings | 32.93% | 0.60% | 6.42% | 1.79% | 16.20% | 5.23% | 35.06% | 1.77% | 100.00% |
| Current Weightings | 29.42% | 0.67% | 6.36% | 1.25% | 17.07% | 5.68% | 37.45% | 2.10% | 100.00% |
| Change | 3.51% | -0.07% | 0.06% | 0.54% | -0.87% | -0.45% | -2.39% | -0.33% | – |
- Nikkei-TOCOM Precious Metals Index
| Gold | Silver | Platinum | Palladium | Total | |
| New Weightings | 43.45% | 10.31% | 17.99% | 28.25% | 100.00% |
| Current Weightings | 44.62% | 12.20% | 21.30% | 21.88% | 100.00% |
| Change | -1.17% | -1.89% | -3.31% | 6.37% | – |
- Nikkei-TOCOM Oil Index
| Gasoline | Kerosene | Crude Oil | Total | |
| New Weightings | 21.18% | 7.30% | 71.52% | 100.00% |
| Current Weightings | 22.01% | 8.42% | 69.57% | 100.00% |
| Change | -0.83% | -1.12% | 1.95% | – |
- Nikkei-TOCOM Agricultural product & Sugar Index
| Soybean | Azuki | Corn | Total | |
| New Weightings | 21.85% | 6.36% | 71.79% | 100.00% |
| Current Weightings | 26.05% | 8.41% | 65.54% | 100.00% |
| Change | -4.20% | -2.05% | 6.25% | – |
- 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
