The Bache Commodity Index® "BCI®" provides institutional investors long-only, broad-based commodity exposure to 19 commodities across the energy, metals, and agricultural sectors. The Bache Commodity Index utilizes the BCI methodology, which is a proprietary approach developed to combine the benefits of transparency, liquidity, and risk reduction while providing additional sources of return beyond the commodity beta offered by traditional commodity indices.
The Bache Commodity Index Allocation
| Commodity | Subsector | Market | Contracts Traded | Max Allocation | |
|---|---|---|---|---|---|
| Energy | 47.3% | ||||
| Crude Oil WTI | Crude Oil | NYMEX | All Months | 16.4% | |
| Crude Oil Brent | Crude Oil | ICE Futures Europe | All Months | 8.6% | |
| Natural Gas | Natural Gas | NYMEX | All Months | 6.6% | |
| Heating Oil | Refined Products | NYMEX | All Months | 2.5% | |
| Gas Oil | Refined Products | NYMEX | All Months | 10.7% | |
| Gasoline | Refined Products | NYMEX | All Months | 2.5% | |
| Metals | 25.7% | ||||
| Aluminum | Industrial Metal | LME | Mar, May, Jul, Sep, Dec (3rd Weds) | 2.8% | |
| Copper | Industrial Metal | LME | Mar, May, Jul, Sep, Dec (3rd Weds) | 5.3% | |
| Nickel | Industrial Metal | LME | Mar, May, Jul, Sep, Dec (3rd Weds) | 2.5% | |
| Gold | Precious Metal | COMEX | Feb, Apr, Jun, Aug, Oct, Dec | 12.6% | |
| Silver | Precious Metal | COMEX | Mar, May, Jul, Sep, Dec | 2.5% | |
| Agriculture | 27.0% | ||||
| Corn | Grains | CBT | Mar, May, Jul, Sep, Dec | 5.1% | |
| Soybeans | Grains | CBT | Jan, Mar, May, Jul, Sep, Nov | 5.0% | |
| Wheat | Grains | CBT | Mar, May, Jul, Sep, Dec | 3.4% | |
| Live Cattle | Livestock | CME | Feb, Apr, Jun, Aug, Oct, Dec | 3.2% | |
| Lean Hogs | Livestock | CME | Feb, Apr, Jun, Aug, Oct, Dec | 2.5% | |
| Coffee | Softs | ICE Futures U.S. | Mar, May, Jul, Sep, Dec | 2.5% | |
| Cotton | Softs | ICE Futures U.S. | Mar, May, Jul, Oct, Dec | 2.5% | |
| Sugar | Softs | ICE Futures U.S. | Mar, May, Jul, Oct | 2.8% | |
| Max Allocations | 100.0% | ||||
Allocations are subject to change.
Tickers
Bloomberg: BCIPT
Reuters: BCI