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Tokyo Commodity Exchange: Revisions To Nikkei-JPX Commodity Index Guidebook And Component Weight Ratio

Date 31/03/2021

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 PDF
Nikkei-JPX Commodity Index Guidebook effective June 1, 2021 PDF
Attachment 1 PDF
Attachment 2 PDF
Attachment 3 PDF
“Nikkei-JPX Leveraged Index”, “Nikkei-JPX Inverse Index” Guidebook effective June 1, 2021 PDF

 

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