The RICI® Handbook 2012

The RICI® Handbook, January 24, 2012

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® decided to omit Greasy Wool (SFE) at 0.10% and to include Milk Class III (CME) at 0.10%. This change will be implemented during the January 2012 roll period, occurring at the end of January 2012.
  • The RICI Committee also decided to move the settlement time from 5 p.m. New York time to 4 p.m. New York time and to move the foreign currency exchange (FX) rates fix time from 5 p.m. New York time to 2:30 p.m. New York time. This change will be implemented for the calculation of the index level on the first day of the January 2012 roll period, i.e., January 30, 2012.

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