2015 Target Weights For The Bloomberg Commodity Index Announced

Brent Crude Oil makes the largest gain as trading volumes increase

New York — October 29, 2014 — Bloomberg today announced the composition and new target weights for 2015 for the Bloomberg Commodity Index (BCOM). Launched in 1998, BCOM, formerly the Dow Jones-UBS Commodity Index, is a highly liquid, diversified and transparent benchmark for the global commodities market. There will be no new contracts added or removed as a result of the annual reconstitution.

The target weights will be used to determine the Commodity Index Multipliers for 2015. These multipliers, computed once a year on the fourth business day in January, are factors used to express the percentage weights in U.S. dollar-denominated terms when calculating the index.

On an absolute basis, Brent Crude Oil has the largest weight increase in BCOM growing from 6.51% to 7.16%, while Natural Gas and WTI Crude Oil decreased the most from 9.45% to 8.74% and 8.49% to 7.84% respectively. Gold remains the highest weighted commodity in the index increasing its position from 11.5% to 11.9%.

Target weightings of all BCOM components for 2015, as well as their comparative weights in 2014, are provided in the table below:

The target weights are determined in accordance with the rules described in the Bloomberg Commodity Index Methodology. The index rules generally account for liquidity and production data in a 2:1 ratio and are subject to the following requirements for diversification:

• No single commodity may constitute over 15% of BCOM.
• No single commodity, together with its derivatives (e.g., WTI Crude Oil and Brent Crude Oil, together with ULS diesel and unleaded gas) may constitute more than 25% of BCOM.
• No group (e.g., Energy, Precious Metals) may constitute more than 33% of BCOM.

For a more in-depth breakdown of the annual rebalancing and methodology see this overview.

For additional information, terms and conditions and licensing opportunities, please visit www.bloombergindexes.com or type INDEX <GO> on the Bloomberg Professional service.

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