The RICI® Handbook 2010

The RICI® Handbook, January 26, 2010

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 implement the following changes, effective during the January 2010 roll period:

    add Rapeseed at the weight of 0.25%
    add Wheat (KCBT) at the weight of 1.00%, and decrease the weight of Wheat (CBOT) to 6.00% from 7.00%
    decrease the weight of Canola to 0.75% from 0.77%
    decrease the weight of Soybean Oil to 2.00% from 2.17%
    decrease the weight of Orange Juice to 0.60% from 0.66%

  • 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