DJCB is a broad basket commodity ETN that tracks an index with varying contract lengths and roll schedules. There are 24 different commodity contracts eligible for inclusion. Commodity sectors include energy, precious metals, industrial metals, grains, softs and livestock. The index uses both liquidity- and US dollar-weighted production data to determine the relative quantities of included commodities. Additionally, the index attempts to embody four main principles in its construction: economic significance, diversification, continuity, and liquidity. Using these metrics, the index attempts to create a fair representation of each commoditys importance to the world economy and to filter out unwarranted weightings for commodities. In addition to these factors, the index adds a 33% cap to commodity sectors and a 15% cap to individual commodities. The index is rebalanced annually.
公司网站 :
https://etracs.ubs.com/product/detail/index/ussymbol/DJCB
总经理:-
建立时间:2019
公司总部:ETRACS Bloomberg Commodity Index Total Return ETN Series B due October 31, 2039
领域:Miscellaneous
行业:Investment trusts/Mutual funds