국제원자재지수 구성품목리스트및가중치요약 자료요약및정리 : Korea PDS May. 2016 DOW JONES UBS Commodity Index (Bloomberg Commodity Index) -1-
DOW JONES-UBS Commodity Index 아연, 2.53% 니켈, 2.36% 커피, 생돈, 2.06% 원면, 1.49% 2.29% 캔자스소맥, 1.15% 금, 11.38% 대두유, 2.84% 대두박, 2.84% 천연가스, 8.45% 시카고소맥, 3.33% 생우, 3.57% 전기동, 7.63% 원당, 3.63% 휘발유, 3.75% 난방유, 3.83% 은, 4.21% 알루미늄, 4.60% 대두, 5.70% WTI 유, 7.47% 옥수수, 7.36% 브렌트유, 7.53% DOW JONES -UBS Commodity Index (Bloomberg Commodity Index) -2-
( 다음페이지에이어서 ) 분류 지수구성품목 2016 Weights 귀금속 (Precious Metals) 금 (Gold) COMEX 11.38% 15.59% 은 (Silver) COMEX 4.21% WTI(Crude Oil) NYMEX 7.47% 브렌트유 (Brent Crude) ICE 7.53% 에너지 (Energy) 휘발유 (RBOB Gasoline) NYMEX 31.03% 3.75% 난방유 (Heating Oil) NYMEX 3.83% 천연가스 (Natural Gas) NYMEX 8.45% 전기동 (Copper) COMEX 7.63% 산업용금속 (Industrial Metals) 알루미늄 (Aluminum) LME 4.60% 17.11% 니켈 (Nickel) LME 2.36% 아연 (Zinc) LME 2.53% 대두 (Soybeans) CBOT 5.70% 시카고소맥 (Chicago Wheat) CBOT 3.33% 곡물 (Grains) 캔자스소맥 (Kanas Wheat) KCBT 1.15% 23.22% 옥수수 (Corn) CBOT 7.36% 대두박 (Soybean Meal) CBOT 2.84% 대두유 (Soybeans Oil) CBOT 2.84% 분류지수구성품목 2016-3-
Weights 소프트 (Soft) 축산물 (Livestock) 커피 (Coffee) NYBOT 2.29% 원당 (Sugar) NYBOT 7.41% 3.63% 원면 (Cotton) NYBOT 1.49% 생돈 (Lean Hogs) CME 2.06% 5.63% 생우 (Live Cattle) CME 3.57% * Methodology - http://www.bloomberg.com/company/press-releases/2015-target-weights-bloomberg-commodity-index-announced/ -4-
Reuters-CRB Index (CCI) TR Equal Weighted Continuous Commodity Index Reuters-CRB Indexes (CCI) (Equally Weightin : 5.88%) 원유, 5.88% 난방유, 5.88% 옥수수, 5.88% 소맥, 5.88% 천연가스, 5.88% 대두, 5.88% 구리, 5.88% 대두유, 5.88% 은, 5.88% 생우, 5.88% 금, 5.88% 생돈, 5.88% 백금, 5.88% 커피, 5.88% 원면, 5.88% 설탕, 5.88% 코코아, 5.88% -5-
Reuters-CRB Index (CCI) TR Equal Weighted Continuous Commodity Index 지수구성품목 CCI Soft Agriculture Energy Metals 금 (Gold) 은 (Silver) 백금 (Platinum) 구리 (Copper) WTI(Crude Oil) 천연가스 (Natural Gas) 난방유 (Heating Oil) 대두 (Soybeans) 소맥 (Wheat) 옥수수 (Corn) 대두유 (Soy Oil) 코코아 (Cocoa) 커피 (Coffee) 원당 (Sugar #11) 원면 (Cotton) 생우 (Live Cattle) 생돈 (Lean Hogs) * Equally Weighting: 5.88% * Energy 18%, Metals 24%, Soft 29%, Agriculture 29% -6-
Thomson Reuters/Core commodity CRB Indexes (TR/CC Index) TR/CC Index (RJ/CRB Index) 알루미늄 (Aluminum) 6% 니켈 (Nickel) 1% 전기동 (Copper) 6% 은 (Silver) 1% 금 (Gold) 6% WTI(Crude Oil) 23% 커피 (Coffee) 5% 코코아 (Cocoa) 5% 원면 (Cotton) 5% 소맥 (Wheat) 1% 원당 (Sugar #11) 5% 오렌지주스 (Orange Juice) 생돈 (Lean Hogs) 1% 1% 생우 (Live Cattle) 6% 난방유 (Heating Oil) 5% 휘발유 (RBOB Gasoline) 5% 천연가스 (Natural Gas) 6% 옥수수 (Corn) 대두 (Soybeans) 6% 6% -7-
Thomson Reuters/Core commodity CRB Indexes (TR/CC Index) 그룹구성품목 2016 WTI(Crude Oil) CME(NYMEX) 23% Energy 난방유 (Heating Oil) CME(NYMEX) 5% 39% 휘발유 (RBOB Gasoline) CME(NYMEX) 5% 천연가스 (Natural Gas) CME(NYMEX) 6% 옥수수 (Corn) CME(CBOT) 6% 대두 (Soybeans) CME(CBOT) 6% Agriculture 생우 (Live Cattle) CME 6% 41% 생돈 (Lean Hogs) CME 1% 오렌지주스 (Orange Juice) ICE(NYBOT) 1% 원당 (Sugar #11) ICE(NYBOT) 5% 소맥 (Wheat) CME(CBOT) 1% Precious Metals 원면 (Cotton) ICE(NYBOT) 5% 7% 코코아 (Cocoa) ICE(NYBOT) 5% 커피 (Coffee) ICE(NYBOT) 5% 금 (Gold) CME(NYMEX) 6% 은 (Silver) CME(NYMEX) 1% Precious Metals 알루미늄 (Aluminum) LME 13% 6% 니켈 (Nickel) LME 1% 전기동 (Copper) CME(NYMEX) 6% -8-
S&P Goldman Sachs Commodity Index (S&P GSCI ) 니켈 (Nickel), 0.56% 아연 (Zinc), 0.59% 소맥 (Chicago Wheat), 옥수수 (Corn), 2.96% 3.42% 납 (Lead), 0.47% 금 (Gold), 2.42% 은 (Silver), 소맥 (Kansas 원당 (Sugar), 1.42% 전기동 (LME Copper), 0.34% Wheat), 0.76% 커피 (Coffee), 0.68% 3.12% 원면 (Cotton), 알루미늄 (Aluminum), 대두 (Soybeans), 2.73% 1.07% 1.99% 천연가스 (Natural 코코아 (Cocoa), 0.30% Gas), 3.14% 생우 (Live Cattle), 3.11% 휘발유 (RBOB Gasoline), 축산우 (Feeder 5.73% Cattle), 0.73% S&P GSCI 난방유 (Heating Oil), 생돈 (Lean Hogs), 2.12% 5.83% 가스유 (Gas Oil), 7.38% WTI(WTI Crude Oil), 24.47% 브렌트유 (Brent Crude Oil), 24.70% -9-
S&P Goldman Sachs Commodity Index (S&P GSCI ) 분류 지수구성품목 2016 Weight 2015 Weight 2014 Weight 귀금속 (Precious Metals) 금 (Gold) CME(NYMEX) 2.42% 2.80% 3.1% 2.76% 3.24% 3.6% 은 (Silver) CME(NYMEX) 0.34% 0.44% 0.5% WTI(WTI Crude Oil) CME(NYMEX) 24.47% 23.73% 30.00% 브렌트유 (Brent Crude Oil) ICE 24.70% 23.14% 18.40% 에너지 (Energy) 가스유 (Gas Oil) ICE 7.38% 8.31% 8.00% 71.25% 69.76% 69.00% 난방유 (Heating Oil) CME(NYMEX) 5.83% 6.05% 5.20% 휘발유 (RBOB Gasoline) CME(NYMEX) 5.73% 5.94% 4.90% 천연가스 (Natural Gas) CME(NYMEX) 3.14% 2.59% 2.30% 알루미늄 (Aluminum) LME 1.99% 2.01% 2.10% 산업용금속 (Industrial Metals) 전기동 (LME Copper) LME 3.12% 3.22% 3.30% 납 (Lead) LME 6.73% 0.47% 6.74% 0.45% 6.90% 0.40% 니켈 (Nickel) LME 0.56% 0.53% 0.60% 아연 (Zinc) LME 0.59% 0.53% 0.60% ( 다음페이지에이어서 ) -10-
분류 지수구성품목 2016 Weight 2015 Weight 2014 Weight 소맥 (Wheat, Chicago) CME(CBOT) 2.96% 3.45% 3.4% 소맥 (Wheat, Kansas) CME(CBOT) 0.76% 0.79% 1.0% 옥수수 (Corn) CME(CBOT) 3.42% 4.90% 5.0% 농산물 (Agriculture) 대두 (Soybeans) CME(CBOT) 2.73% 2.85% 2.7% 13.34% 15.29% 15.6% 커피 (Coffee) ICE(NYBOT) 0.68% 0.58% 0.6% 원당 (Sugar) ICE(NYBOT) 1.42% 1.47% 1.6% 코코아 (Cocoa) ICE(NYBOT) 0.30% 0.23% 0.2% 원면 (Cotton) ICE(NYBOT) 1.07% 1.02% 1.0% 축산물 (Livestock) 생우 (Live Cattle) CME 3.11% 1.69% 1.5% 생돈 (Lean Hogs) CME 5.96% 2.12% 4.97% 2.76% 5.0% 3.0% 축산우 (Feeder Cattle) CME 0.73% 0.52% 0.5% -11-
LME Metals Index - LMEX LME Metals Index - LMEX 주석, 1.0% 아연, 14.8% 니켈, 2.0% 납, 8.2% 알루미늄, 42.8% 전기동, 31.2% -12-
LME Metals Index - LMEX 지수구성품목 2016 2015 2014 2013 프라이머리알루미늄 (Primary Aluminum) 42.8% 42.8% 41.8% 41.8% 전기동 (Copper) 31.2% 31.2% 33.4% 33.4% 납 (Lead) 8.2% 8.2% 8.4% 8.4% 니켈 (Nickel) 2.0% 2.0% 2.0% 2.0% 주석 (Tin) 1.0% 1.0% 1.0% 1.0% 아연 (Zinc) 14.8% 14.8% 13.4% 13.4% -13-
Nikkei-TOCOM Index Nikkei-TOCOM Index 고무, 2.37% 옥수수, 2.48% 대두, 1.12% 팥, 0.20% 금, 23.99% 원유, 30.93% 은, 0.40% 백금, 11.43% 중유 (kerosene), 7.56% 휘발유, 18.82% 팔라듐, 0.70% -14-
Nikkei-TOCOM Index 지수구성품목지수구성품목 2015.06~2016.05 2014.6~2015.5 2013.12~2014.5 금 23.99% 27.70% 30.14% 귀금속 (Precious metals) 은 0.40% 0.59% 0.69% 백금 11.43% 7.69% 5.72% 팔라듐 0.70% 0.53% 0.41% 휘발유 18.82% 17.95% 17.85% 에너지 (Energy) 중유 (kerosene) 7.56% 8.00% 7.81% 원유 30.93% 31.94% 30.80% 고무 (Rubber) 천연고무 2.37% 2.28% 2.39% 대두 1.12% 1.00% 1.06% 농산물소프트 옥수수 2.48% 2.00% 2.59% 원당 - 0.21% 0.29% 팥 0.20% 0.17% 0.25% -15-
Rogers International Commodities Index Rogers International Commodities Index 금속, 25.10% 농산물, 34.90% 에너지, 40.00% -16-
Rogers International Commodities Index (Agriculture) Rogers International Commodities Index (Agriculture) 우유, 0.10% 목재, 1.00% 양모, 0 원면, 4.20% 소맥 (CBOT), 4.75% 코코아, 1.00% 오렌지주스, 0.60% 소맥 (CME), 1.00% 제분소맥, 1.00% 백설탕, 1.00% 원당, 1.00% 옥수수, 4.75% 커피, 2.00% 천연고무, 1.00% 생돈, 1.00% 대두, 3.50% 생우, 2.00% 캐놀라, 0 대두유, 2.00% 팥, 0 쌀, 0.75% 귀리, 0.50% 대두박, 0.75% 평지씨, 1.00% -17-
Rogers International Commodities Index (Energy) Rogers International Commodities Index (Energy) 휘발유, 3.00% 천연가스, 5.00% 가스오일, 1.20% WTI, 16.00% 난방유, 1.80% 브렌트유, 13.00% -18-
Rogers International Commodities Index (Metal) Rogers International Commodities Index (Metal) 아연, 2.00% 주석, 1.00% 니켈, 1.00% 금, 5.00% 납, 2.00% 알루미늄, 4.00% 은, 4.00% 구리, 4.00% 백금, 1.80% 팔라듐, 0.30% -19-
Rogers International Commodities Index 분류 지수구성품목 2016 2015 2014 2012 weight weight weight weight 비고 소맥 (Wheat) CBOT 4.75% 4.75% 4.75% 4.75% 소맥 (Wheat) CME 1.00% 1.00% 1.00% 1.00% 제분소맥 (Milling Wheat) EURONEXT 1.00% 1.00% 1.00% 1.00% 옥수수 (Corn) CBOT 4.75% 4.75% 4.75% 4.75% 대두 (Soybeans) CBOT 3.50% 3.50% 3.50% 3.50% 대두박 (Soybean Meal) CBOT 0.75% 0.75% 0.75% 0.75% 쌀 (Rice) CBOT 0.75% 0.75% 0.75% 0.75% 농산물 (Agriculture) 평지씨 (Rapeseed) EURONEXT 1.00% 1.00% 1.00% 1.00% 귀리 (Oats) CBOT 0.50% 0.50% 0.50% 0.50% 팥 (Azuki Beans) TGE - - - - 대두유 (Soybean Oil) CBOT 2.00% 2.00% 2.00% 2.00% 캐놀라 (Canola) ICE CA - - - - 커피 (Coffee) ICE EU 2.00% 2.00% 2.00% 2.00% 원당 (Sugar) ICE US 1.00% 1.00% 1.00% 1.00% 백설탕 (White Sugar) ICE EU 1.00% 1.00% 1.00% 1.00% 오렌지주스 (FCOJ) ICE US 0.60% 0.60% 0.60% 0.60% ( 다음페이지에이어서 ) -20-
분류 지수구성품목 2016 2015 2014 2012 weight weight weight weight 비고 코코아 (Cocoa) ICE EU 1.00% 1.00% 1.00% 1.00% ICE US->ICE EU 변경 원면 (Cotton) ICE US 4.20% 4.20% 4.20% 4.20% 양모 (Greasy Wool) SFE - - - - 농산물 (Agriculture) 우유 (Milk Class III) CME 0.10% 0.10% 0.10% 0.10% 목재 (Lumber) CME 1.00% 1.00% 1.00% 1.00% 생우 (Live Cattle) CME 2.00% 2.00% 2.00% 2.00% 생돈 (Lean Hogs) CME 1.00% 1.00% 1.00% 1.00% 천연고무 (Rubber) TOCOM 1.00% 1.00% 1.00% 1.00% WTI(Crude Oil) NYMEX 16.00% 16.00% 16.00% 21.00% 브렌트유 (Crude Oil) ICE EU 13.00% 13.00% 13.00% 14.00% 에너지 (Energy) 난방유 (Heating Oil) NYMEX 1.80% 1.80% 1.80% 1.80% 가스오일 (Gas Oil) ICE EU 1.20% 1.20% 1.20% 1.20% 휘발유 (RBOB Gasoline) NYEMX 3.00% 3.00% 3.00% 3.00% 천연가스 (Natural Gas) NYEMX 5.00% 5.00% 5.00% 3.00% ( 다음페이지에이어서 ) -21-
분류 지수구성품목 2016 2015 2014 2012 weight weight weight weight 비고 금 (Gold) COMEX 5.00% 5.00% 5.00% 3.00% 은 (Silver) COMEX 4.00% 4.00% 4.00% 2.00% 백금 (Platinum) NYMEX 1.80% 1.80% 1.80% 1.80% 팔라듐 (Palladium) NYMEX 0.30% 0.30% 0.30% 0.30% 금속 (Metals) 구리 (Copper) LME 4.00% 4.00% 4.00% 4.00% 알루미늄 (Aluminum) LME 4.00% 4.00% 4.00% 4.00% 납 (Lead) LME 2.00% 2.00% 2.00% 2.00% 니켈 (Nickel) LME 1.00% 1.00% 1.00% 1.00% 아연 (Zinc) LME 2.00% 2.00% 2.00% 2.00% 주석 (Tin) LME 1.00% 1.00% 1.00% 1.00% -22-