Please be informed that Nikkei-JPX Commodity Index Guidebook and the component weight ratio, effective June 1, 2021, will be revised as follows.
1. Nikkei-JPX Commodity Index Guidebook etc.
Following the delisting of aluminum and cash-settled oil products, Nikkei-JPX Commodity Index Guidebook etc. effective June 1, 2021 will be revised as follows
Comparison Table of Old and New Provisions of Nikkei-JPX Commodity Index Guidebook | |
Nikkei-JPX Commodity Index Guidebook effective June 1, 2021 | |
Attachment 1 | |
Attachment 2 | |
Attachment 3 | |
“Nikkei-JPX Leveraged Index”, “Nikkei-JPX Inverse Index” Guidebook effective June 1, 2021 |
2. Component weight ratio of Nikkei-JPX Commodity Index
Component weight ratios of Nikkei-JPX Commodity Index effective June 1, 2021 will be revised in accordance with the periodic rebalancing stipulated in Nikkei-JPX Commodity Index Guidebook as follows.
Please note that Gas Oil, Chukyo-Gasoline, Chukyo-Kerosene, TSR20 and Electricity (East Area Baseload, West Area Baseload, East Area Peakload, West Area Peakload) will remain excluded from the Nikkei-JPX Commodity Index, due to the current trading environment, etc.
Components and Weight Percentage for 2021 (June 2021- May 2022) PDF
< Reference >
Nikkei-JPX Commodity Index https://www.jpx.co.jp/english/markets/derivatives/nikkei-jpx-commodity-index/index.html