Description

The Bloomberg Commodity Index Total Return 3 Month Forward aims to reflect the performance of the following market: Diversified basket of commodities from 6 broad commodity sectors Covers over 20 different commodity contracts drawn from the Energy, Precious Metals, Industrials Metals, Grains, Softs and Livestock sectors Commodities are weighted according to their liquidity and economic significance, as determined annually by Bloomberg. The Index is a 3 Month Forward version of the Bloomberg Commodities 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. 2021 target weights were: Energy: 30.0%, Grains: 22.7%, Industrial Metals: 15.6%, Precious Metals: 19.0%, Softs: 7.2%, Livestock: 5.6% Additional information on the index, selection and weighting methodology is available at https://www.bloomberg.com