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FTSE Mondo Visione Exchanges Index:

Nikkei-TOCOM Commodity Index To Include Agricultural Product & Sugar Market Contracts As Components From December 2, 2013

Date 09/08/2013

The Tokyo Commodity Exchange (TOCOM) and Nikkei announced today that Agricultural Product & Sugar Market commodities, including soybeans, azuki, corn and raw sugar, will be added as components of the Nikkei-TOCOM Commodity Index and the Nikkei-TOCOM Nearby Month Commodity Index. The addition is scheduled to begin on December 2, 2013. The two companies, which have jointly published the indexes since April, 2009, will also revise the component weightings of the subject indexes and calculate sub-indexes with the newly added contracts.

The indexes revisions and the new indexes to be published are listed below. They will be published daily on the TOCOM website from December 2, 2013 onwards.

Index Revisions and New Releases

IndexComponentsBase DateNotes
Nikkei-TOCOM Commodity Index Industrial commodities, agricultural products and sugar May 31, 2002 Revision (agricultural products and sugar to be added)
Nikkei-TOCOM Nearby Month Commodity Index Industrial commodities, agricultural products and sugar May 31, 2002 Revision (agricultural products and sugar to be added)
Nikkei-TOCOM Industrial Commodity Index Industrial commodities May 31, 2002 New index
Nikkei-TOCOM Agricultural Product & Sugar Index Agricultural products and sugar November 29, 2013 New index
Nikkei-TOCOM Soybean Index Soybean November 29, 2013 New index

Nikkei-TOCOM Azuki Index

Azuki November 29, 2013 New index

Nikkei-TOCOM Corn Index

Corn November 29, 2013 New index

Nikkei-TOCOM Sugar Index

Sugar November 29, 2013 New index
  • ”Industrial commodities” refers to gold, silver, platinum, palladium, gasoline, kerosene, crude oil and rubber
  • ”Agricultural products and sugar” refers to soybean, azuki, corn and raw sugar
  • An index is calculated based on the settlement price on the base date with an index price of 100.00.
  • Components and index prices of the Nikkei-TOCOM Industrial Commodity Index will remain identical to those of the Nikkei-TOCOM Commodity Index until November 29, 2013. The Industrial Commodity Index will become the index of industrial commodity prices thereafter.  

Revised Component Weight Percentage

Gold Silver Plati-
num
Palla-
dium
Gaso- line Kero-
sene
Crude 
Oil
Rub-
ber
Soy-
bean
Azuki Corn Raw Sugar Total
30.14 0.69 5.72 0.41 17.85 7.81 30.80 2.39 1.06 0.25 2.59 0.29 100.00

For the calculations of the Nikkei-TOCOM Commodity Index, please refer to the “Nikkei-TOCOM Commodity Index Guidebook” posted on the TOCOM website.