Description

The Bloomberg ex-Agriculture & Livestock 15/30 Capped 3 Month Forward Index aims to reflect the performance of the following market: Diversified basket of commodities from 3 broad commodity sectors Covers over 10 different commodities drawn from the Energy, Precious Metals and Industrial Metals sectors, excluding the Softs, Livestock and Grains sectors Commodities are weighted according to their liquidity and economic significance, as determined annually by Bloomberg. The Index is a 3 Month Forward index, meaning the index includes commodity futures that have expiry dates 3 months further into the future than the commodity futures featured in the Bloomberg Commodity Index. The Index features capping with an aim to ensure UCITS compliance, and excludes futures linked to livestock and agriculture. Additional information on the index, selection and weighting methodology is available at https://www.bloomberg.com