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ETFS Classic Commodity Securities
* Securities traded in British pence are dominated in USD and converted into British Pence using the public exchange rate. Please note that these are indicative NAVs, unhedged against USD. Therefore, the daily return in GBX is not likely to match the daily return in USD.
(1) NAV for Individual Securities - The NAV (Net Asset value or Price) of each Individual Commodity Security is calculated in the following way: Individual Commodity Index * Multiplier / 10.
Each Individual Commodity Index is available on the following website: www.djindexes.com
The NAV of Individual Securities will be a "true" NAV if the relevant DJ-AIG individual commodity feed was sourced on a Pricing Day. If it is not a Pricing Day (due to Holiday or a Market Disruption Day), then the NAV shown will be an indicative NAV.
(2) NAV for Index Securities - The NAV of Index Commodity Securities is the sum of the component Individual Commodity Securities. The NAV for Index Securities will be a true NAV as long as all of the Index Commodity Securities' components are priced on a Pricing Day. If it is a Pricing Day for all the components, then the NAV shown will be an indicative NAV.
Click here for a detailed breakdown of the number of micro securities in each Index Security.
Definitions
Below is a summary of the key inputs for calculation of ETFS Commodity Securities' Net Asset Value. A full definition and examples of each can be found in the ETFS Commodity Securities Prospectus.
| Capital Adjustment: |
The Capital Adjustment is a daily rate which represents an accumulation of interest on the underlying cash value of the securities. The Capital Adjustment is announced once a week (generally on Wednesday).
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| Collateral Yield: |
The Collateral Yield is the Capital Adjustment before fees, expressed as a percentage rate per annum. |
| Multiplier: |
The Multiplier represents the cumulative effect of the capital adjustment. It changes daily and started at 1.000000 on the date the securities were first listed
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Number of Micro Securities in each Index Securities as at last close
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Classes of Micro Security
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Number of Micro Securities in each Index Security on January 15, 2010
These are the numbers until the next rebalancing (scheduled for January 2011)
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All Commodities
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Energy
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NatGas
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3,117,184 |
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8,801,469 |
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Petroleum
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Crude Oil
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77,235 |
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220,299 |
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665,520 |
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Gasoline
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15,499 |
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44,315 |
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133,770 |
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Heating Oil
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27,015 |
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77,226 |
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233,144 |
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Ex-Energy
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Industrial Metals
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Aluminum
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148,545 |
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166,542 |
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961,953 |
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Copper
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29,288 |
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32,832 |
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189,901 |
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Zinc
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44,018 |
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49,349 |
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285,413 |
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Nickel
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16,426 |
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18,415 |
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106,570 |
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Precious Metals
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Gold
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90,231 |
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101,594 |
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846,555 |
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Silver
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23,114 |
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25,916 |
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216,771 |
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Livestock
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Live Cattle
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80,763 |
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91,140 |
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345,719 |
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Lean Hogs
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280,499 |
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318,228 |
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1,201,145 |
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Agriculture
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Grains
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Wheat
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322,260 |
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367,014 |
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508,501 |
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586,042 |
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Corn
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700,419 |
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769,029 |
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1,008,005 |
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1,199,849 |
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Soybeans
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73,528 |
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83,065 |
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108,890 |
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128,127 |
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Softs
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Sugar
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19,001 |
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21,305 |
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28,192 |
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108,505 |
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Cotton
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172,066 |
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192,914 |
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255,266 |
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980,019 |
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Coffee
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140,161 |
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157,190 |
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207,932 |
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795,325 |
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Soybean Oil
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63,212 |
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71,650 |
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94,911 |
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