The RICI® Handbook

The RICI® Handbook, September 1, 2009

The Guide to the Rogers International Commodity Index®

  • How it works
  • Who calculates it
  • What it tracks and more

Amendments to the previous Handbook include:

  • The Committee governing the Rogers International Commodity Index® (the “RICI® Committee”) decided to increase the weight of ICE CA Canola from 0.67% to 0.77% and to reduce the weight of ICE CA Barley from 0.10% to 0.00%. These changes were implemented during the August 2009 roll period, which occurred at the end of August 2009.
  • Definitions and descriptions for the RICI® Industrial Metals sub-index (RICI® - IM℠) and the RICI® Precious Metals sub-index (RICI® - PM℠) have been added.

Contents

  • I.   OVERVIEW
  • II.   RICI® INCLUSION PROCESS
  • III.  RICI® WEIGHTS
  • IV.   RICI® STANDARD CALCULATION
  • V.    RICI® - A℠
  • VI.   RICI® - E℠
  • VII.  RICI® - M℠
  • VIII.  RICI® - IM℠
  • IX.    RICI® - PM℠
  • APPENDIX A - Rolling rules
  • APPENDIX B - index compositions