Dow Jones AIG Commodity Index - DJ-AIGCI

外汇网2021-06-19 14:27:05 111

A rolling commodities index composed of futures contracts on 19 physical commodities traded on U.S. exchanges. The index serves as a liquid and persified benchmark for the commodities' asset class.

|||The primary goal of the DJ-AIGCI is to provide a persified commodities index with weightings based on the economic significance of inpidual components, while maintaining low volatility and sufficient liquidity.

Employing both liquidity and dollar-adjusted production data to determine its inpidual component weightings, the DJ-AIGCI index differs from other commodities indexes, such as the 高盛 Commodity Index, as it allows for varying component weightings but maintains restrictions such as maximum and minimum component weightings to ensure adequate persification.

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