The Bache Commodity Green Index (BCGI) provides institutional investors broad-based, long-only exposure to 12 commodities across the biofuel and clean air sectors incorporating carbon credits, metals, and agricultural commodities. This innovative index utilises three separate trading rules, including the BCI methodology, 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 Green Index Allocation
| Commodity Market | Subsector | Max Allocation | Trading Rule | ||
|---|---|---|---|---|---|
| Ethanol Feedstock | 39.00% | ||||
| Corn | Agriculture | 27.00% | BCI | ||
| Sugar | Agriculture | 12.00% | BCI | ||
| Biodiesel Feedstock | 21.00% | ||||
| Soybeans | Agriculture | 12.00% | BCI | ||
| Cotton | Agriculture | 3.00% | Long Only | ||
| Palm Oil | Agriculture | 1.50% | Long Only | ||
| Rapeseed | Agriculture | 1.50% | Long Only | ||
| Canola Oil | Agriculture | 3.00% | Long Only | ||
| Carbon | 28.00% | ||||
| EUA Carbon Credit | Emissions | 14.00% | Spot | ||
| BlueNext Carbon Credit | Emissions | 14.00% | Spot | ||
| Pollution Control | 12.00% | ||||
| Platinum | Metals | 8.00% | Long Only | ||
| Palladium | Metals | 3.00% | Long Only | ||
| Rhodium | Metals | 1.00% | Long Only | ||
| Total Commodity | 100.00% | ||||
Allocations are subject to change.
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Ticker
Bloomberg: BCGX