DBCMOCLE Deutsche Bank Liquid Commodity Index - Optimum Yield Oil Excess Return Index

The Index is a rules-based index composed of futures contracts on WTI Light Sweet Crude Oil. Rather than select a new futures contract based on a predetermined schedule (e.g. monthly), the Index rolls to the futures contract with a delivery month within the next thirteen months which generates the best possible “implied roll yield”. As a result, the Index is able to potentially maximize the roll benefits in backwardated markets and minimize the losses from rolling in contangoed markets.

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As of 01/17/2022


Index Information
Provider:     dbIQ (Deutsche Bank)
Category1:  Commodities
Category2:  Energy
Category3:  Oil
Country:      USA
Currency:    USD
Inception date:  01/01/1900
Backtesting data exists:   No
Weighting methodology:   Other

As explained in what is an index, there is no universal system of giving an index a symbol. You can search for indexes using our index symbol lookup.

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