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Bache Commodity Index

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

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