The RICI® Handbook 2013

The RICI® Handbook, January 28, 2013

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:

    After deliberation by the Committee governing the Rogers International Commodity Index®, the Committee Chairman decided to implement the following Index changes:
  • Omit Canola (ICE CA) at 0.75% and increase the initial weight of Rapeseed (NYSE Liffe) from 0.25% to 1.0%
  • Replace ICE Coffee at 2.0% with NYSE Liffe Coffee
  • Replace ICE Cocoa at 1.0% with NYSE Liffe Cocoa
  • Decrease ICE Sugar from 2.0% to 1.0% and add NYSE Liffe White Sugar at 1.0%
    Each of these changes will be implemented in two phases: 50% during the January 2013 roll
    period, which roll period occurs at the end of January 2013, and the remaining 50% during the
    February 2013 roll period, which roll period occurs at the end of February 2013.
    The changes will result in the addition of the pound sterling (with the addition of NYSE Liffe
    Cocoa) and the NYSE Liffe (EU - London market) exchange (with the addition of NYSE Liffe
    Cocoa, NYSE Liffe Coffee and NYSE Liffe White Sugar), and the omission of the Canadian dollar
    and the ICE Futures Canada exchange (with the omission of ICE Canola).

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