NEW YORK, November 10, 2016 - S&P Dow Jones Indices today announced the composition and weights for the 2017 Dow Jones Commodity Index. The Dow Jones Commodity Index is a broad-market commodity index, which, in 2017, will be composed of 24 exchange-traded futures contracts on physical commodities across three major sectors including: energy, agriculture and livestock, and metals.
There will be no new contracts added to or removed from the Dow Jones Commodity Index for 2017. The target weights of the 2016 Dow Jones Commodity Index along with the 2017 target weights are provided in the tables below. The 2017 weights become effective with the January 2017 roll period, beginning on January 9, 2017. Please refer to the tables for the 2017 Total Dollar Value Traded (TDVT) and their respective target weights.
The Total Dollar Value Traded measures liquidity to the extent to which a commodity is the subject of contract trading. The TDVT for the Dow Jones Commodity Index is calculated using a simple average of the Total Dollar Value Traded for the last five years.
For 2017, Soybeans, traded on CME Group, will remain the largest weight within the Dow Jones Commodity Index and will also have the largest percentage weight increase. Corn, traded on CME Group, will have the largest percentage weight decrease.