2010 weights of Dow Jones-UBS Commodity Index revealed
Dow Jones Indexes and UBS Investment Bank have published the new target weightings for the Dow Jones-UBS Commodity Index that will become effective in early January 2010.
The commodities with the highest target weights are crude oil (14.3 per cent), natural gas (11.6 per cent), soybeans (7.9 per cent) and copper (7.6 per cent).
The target weights are determined in accordance with construction rules described in the Dow Jones-UBS Commodity Index Handbook. These rules combine liquidity and production data in a 2:1 ratio, subject to further requirements as to diversification and minimum weightings.
The resulting weights will be used to determine the Dow Jones-UBS Commodity Index Multipliers for 2010 in January 2010.
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