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DBLCI Optimum Yield (OY) Balanced Index

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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.

Contents

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)
  • DBLCI Optimum Yield (OY) Index
  • DBLCI Mean Reversion (MR) Index
  • DBLCI Optimum Yield (OY) Broad Index
  • Other indices

  • Dow Jones–AIG Commodity Index
  • Reuters-CRB Index
  • Rogers International Commodity Index
  • Standard & Poor's Commodity Index
  • References

    DBLCI Optimum Yield (OY) Balanced Index Wikipedia


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