The RICI® Handbook 2006

The RICI® Handbook, May 22, 2006

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 has made 3 changes in the RICI composition since the prior edition:
  • Because of changes in the Gasoline market, the Index will replace
    Unleaded Gasoline with the Reformulated Gasoline Blendstock for
    Oxygen Blending (RBOB). The first rollover (50% of the position) to
    RBOB Gasoline will be executed on the close of June 30, 2006 and the
    second one (last 50%) on the close July 31, 2006.
  • To give balance to the world economy, effective June 30, 2006 Gas oil
    will comprise 1.20% and Heating Oil 1.80%. West Texas Crude will
    comprise 21.00% and Brent Crude will be 14.00%
  • The new weighting for Cotton from the close of June 30, 2006 onwards
    will be 4.05% while Raw Silk will be reduced to zero.
    The changes retain the basic overall weightings of Energy and Fibers so
    consistency is maintained.