TRCCI Thomson Reuters Equal Weight Continuous Commodity Index

The Index is an equal weighted index of 17 commodities plus theoretical interest earned on the cash required to collateralize the futures trading. The Index automatically includes for each commodity a different set of futures with different maturities or terms, so it does not just hold near front month futures. Because of the equal weighting, the Index offers significant exposure to grains, livestock, and soft commodities and a lower energy weighting than many of its peers. In addition, the Index is rebalanced every day in order to maintain each commodity’s weight as close to 1/17th of the total as possible.

499.51
As of 04/16/2021


Index Information
Provider:     Thomson Reuters
Category1:  Commodities
Category2:  Broad market
Category3:  Varied term futures
Country:      USA
Currency:    USD
Inception date:  08/20/1999
Backtesting data exists:   No
Weighting methodology:   Equal weighted

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