DBLCI Optimum Yield (OY) Balanced Index
Encyclopedia
The DBLCI-OY Balanced has the same underlying 14 commodities as the DBLCI-OY
Broad, but, the energy sector weight is reduced from 55% of the broad index to 35%.
The DBLCI-OY Balanced is designed to be UCITS III compliant, that is the weight of no
single commodity or strongly correlated securities exceed 35%. The DBLCI-OY
Balanced is listed as an ETF on the Deutsche Börse
.
In terms of sector weights, the DBLCI-OY Balanced is broadly similar to the S&P GSCI
Light Energy Index and the Dow Jones-AIG commodity index although the DBLCI-OY
Broad has no exposure to the livestock sector, but, instead has a higher allocation to
precious metals.
Broad, but, the energy sector weight is reduced from 55% of the broad index to 35%.
The DBLCI-OY Balanced is designed to be UCITS III compliant, that is the weight of no
single commodity or strongly correlated securities exceed 35%. The DBLCI-OY
Balanced is listed as an ETF on the Deutsche Börse
Deutsche Börse
Deutsche Börse AG is a marketplace organizer for the trading of shares and other securities. It also is a transaction services provider. It gives companies and investors access to global capital markets. It is a joint stock company and was founded in 1993. The headquarters are in Frankfurt,...
.
In terms of sector weights, the DBLCI-OY Balanced is broadly similar to the S&P GSCI
Light Energy Index and the Dow Jones-AIG commodity index although the DBLCI-OY
Broad has no exposure to the livestock sector, but, instead has a higher allocation to
precious metals.
Characteristics of the DBLCI-OY Balanced Index
- Consists of 14 commodities drawn from the energy, precious metals, industrial metals and agriculture sectors.
- Index rolling mechanism is based on DB’s Optimum Yield technology.
- UCITS III compliant.
- Maximum sector allocation is limited to 35%.
The DBLCI Family of Commodity Indices
- Deutsche Bank Liquid Commodity Index (DBLCI)Deutsche Bank Liquid Commodity IndexThe Deutsche Bank Liquid Commodity Index was launched in February 2003.It tracks the performance of six commodities in the energy, precious metals, industrialmetals and grain sectors. The DBLCI has constant weightings...
- DBLCI Optimum Yield (OY) IndexDBLCI Optimum Yield (OY) IndexIn May 2006, Deutsche Bank launched a new set of commodity index products calledthe Deutsche Bank Liquid Commodities Indices Optimum Yield, or DBLCI-OY. TheDBLCI-OY indices are available for 24 commodities drawn from the energy, precious...
- DBLCI Mean Reversion (MR)Index
- DBLCI Optimum Yield (OY) Broad Index
Other indices
- Dow Jones–AIG Commodity Index
- Reuters-CRB IndexReuters-CRB IndexThe Thomson Reuters/Jefferies CRB Index is a commodity price index. It was first calculated by Commodity Research Bureau, Inc. in 1957 and made its inaugural appearance in the 1958 CRB Commodity Year Book....
- Rogers International Commodity IndexRogers International Commodity IndexThe Rogers International Commodity Index is a composite, USD based, total return index, designed by Jim Rogers in 1996/1997. The first fund began on July 31, 1998....
- Standard & Poor's Commodity IndexStandard & Poor's Commodity IndexThe Standard & Poor's Commodity Index is a commodity price index that measures the price changes in a cross section of agricultural and industrial commodities with actively traded U.S. futures contracts, stretching across five sectors - Energy, Metals, Grains, Livestock, and Fibers & Softs. Only...