The Tokyo Commodity Exchange, Inc. (“TOCOM” or the “Exchange”) today announced revised weightings of the Nikkei-TOCOM Commodity Index components, effective June 3, 2013, as indicated below.
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.
Please note that Corn, Soybean, Azuki (Red Bean) and Raw Sugar will also be excluded from the Nikkei-TOCOM Commodity Index due to the short amount of time since listing. We will study whether to include them into the Nikkei-TOCOM Commodity Index by this autumn, taking the trading environment into consideration.
<Components and Weightings for 2013 (June 2013 – May 2014)>
1. Nikkei-TOCOM Commodity Index and Nikkei-TOCOM Nearby Month Commodity Index
| Gold | Silver | Platinum | Palladium | Gasoline | Kerosene | Crude Oil | Rubber | Total | |
|---|---|---|---|---|---|---|---|---|---|
| New Weightings | 31.62% | 0.72% | 6.00% | 0.42% | 18.58% | 8.14% | 32.02% | 2.50% | 100.00% |
| Current Weightings | 27.79% | 1.08% | 6.96% | 0.63% | 18.94% | 8.34% | 32.35% | 3.91% | 100.00% |
| Change | 3.83% | -0.36% | -0.96% | -0.21% | -0.36% | -0.20% | -0.33% | -1.41% |
2. Nikkei-TOCOM Precious Metals Index
| Gold | Silver | Platinum | Palladium | Total | |
|---|---|---|---|---|---|
| New Weightings | 47.30% | 15.27% | 27.77% | 9.66% | 100.00% |
| Current Weightings | 44.19% | 14.94% | 30.61% | 10.26% | 100.00% |
| Change | 3.11% | 0.33% | -2.84% | -0.60% |
3. Nikkei-TOCOM Oil Index
| Gasoline | Kerosene | Crude Oil | Total | |
|---|---|---|---|---|
| New Weightings | 34.74% | 18.89% | 46.37% | 100.00% |
| Current Weightings | 33.40% | 18.25% | 48.35% | 100.00% |
| Change | 1.34% | 0.64% | -1.98% |
4. 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 and Nikkei-TOCOM Rubber Index (*Calculation of the Nikkei-TOCOM Aluminum Index is 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
