The Tokyo Commodity Exchange, Inc. (“TOCOM” or the “Exchange”) today announced revised weightings of the Nikkei-TOCOM Commodity Index components, effective June 1, 2016, 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.
<Components and Weight Percentage for 2016 (June 2016– May 2017)>
1. 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 |
27.49% |
0.65% |
9.65% |
0.95% |
17.63% |
5.80% |
30.68% |
2.32% |
1.87% |
0.20% |
2.76% |
100.00% |
|
Current Weightings |
23.99% |
0.40% |
11.43% |
0.70% |
18.82% |
7.56% |
30.93% |
2.37% |
1.12% |
0.20% |
2.48% |
100.00% |
|
Change |
3.50% |
0.25% |
-1.78% |
0.25% |
-1.19% |
-1.76% |
-0.25% |
-0.05% |
0.75% |
0.00% |
0.28% |
- |
2. Nikkei-TOCOM Industrial Commodity Index
|
Gold |
Silver |
Platinum |
Palladium |
Gasoline |
Kerosene |
Crude Oil |
Rubber |
Total |
|
|
New Weightings |
28.81% |
0.69% |
10.12% |
0.99% |
18.55% |
6.10% |
32.30% |
2.44% |
100.00% |
|
Current Weightings |
25.06% |
0.42% |
11.93% |
0.72% |
19.51% |
7.85% |
32.04% |
2.47% |
100.00% |
|
Change |
3.75% |
0.27% |
-1.81% |
0.27% |
-0.96% |
-1.75% |
0.26% |
-0.03% |
- |
3. Nikkei-TOCOM Precious Metals Index
|
Gold |
Silver |
Platinum |
Palladium |
Total |
|
|
New Weightings |
41.27% |
10.95% |
31.72% |
16.06% |
100.00% |
|
Current Weightings |
40.70% |
11.69% |
31.23% |
16.38% |
100.00% |
|
Change |
0.57% |
-0.74% |
0.49% |
-0.32% |
- |
4. Nikkei-TOCOM Oil Index
|
Gasoline |
Kerosene |
Crude Oil |
Total |
|
|
New Weightings |
31.09% |
13.15% |
55.76% |
100.00% |
|
Current Weightings |
36.61% |
19.27% |
44.12% |
100.00% |
|
Change |
-5.52% |
-6.12% |
11.64% |
- |
5. Nikkei-TOCOM Agricultural product & Sugar Index
|
Soybean |
Azuki |
Corn |
Total |
|
|
New Weightings |
38.52% |
4.07% |
57.41% |
100.00% |
|
Current Weightings |
30.58% |
5.29% |
64.13% |
100.00% |
|
Change |
7.94% |
-1.22% |
-6.72% |
- |
6. 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
