The Bache Commodity Select Index provides institutional investors focused on long-only commodity exposure to 10 commodities across the energy, metals, and agricultural sectors. The Bache Commodity Select Index utilises 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 Select Index Allocation
| Commodity | Subsector | Market | Contracts Traded | Max Allocation | |
|---|---|---|---|---|---|
| Energy | 47.3% | ||||
| Crude Oil WTI | Crude Oil | NYMEX | All Months | 25.0% | |
| Natural Gas | Natural Gas | NYMEX | All Months | 6.6% | |
| Heating Oil | Refined Products | NYMEX | All Months | 15.7% | |
| Metals | 25.7% | ||||
| Copper | Industrial Metal | LME | Mar, May, Jul, Sep, Dec (3rd Weds) | 10.6% | |
| Gold | Precious Metal | COMEX | Feb, Apr, Jun, Aug, Oct, Dec | 15.1% | |
| Agriculture | 27.0% | ||||
| Corn | Grains | CBT | Mar, May, Jul, Sep, Dec | 5.0% | |
| Soybeans | Grains | CBT | Jan, Mar, May, Jul, Sep, Nov | 5.0% | |
| Wheat | Grains | CBT | Mar, May, Jul, Sep, Dec | 3.5% | |
| Live Cattle | Livestock | CME | Feb, Apr, Jun, Aug, Oct, Dec | 5.7% | |
| Sugar | Softs | ICE Futures U.S. | Mar, May, Jul, Oct | 7.8% | |
| Max Allocations | 100.0% | ||||
Allocations are subject to change.
Tickers
Bloomberg: BCSET