THOMSON REUTERS
CORE COMMODITY CRB INDEX
CRB – the first name in commodities
For more than 50 years, the CRB Index has served as the most recognized
measure of global commodities markets.
The index is comprised of 19 commodities
COMPONENT WEIGHTS
Aluminum, Cocoa, Coffee, Copper, Corn, Cotton,
Crude Oil, Gold, Heating Oil, Lean Hogs, Live
Cattle, Natural Gas, Nickel, Orange Juice, RBOB
Gasoline, Silver, Soybeans, Sugar and Wheat.
The 19 components of the Thomson Reuters/
CoreCommodity CRB Index are weighted as follows:
R
The index trades on the ICE Futures Exchange.
A
S
B
C
HISTORY
Founded in 1957, the CRB Index has a long history
as the most widely followed index of commodities
futures. As markets have evolved, the CRB has
undergone periodic updates – the latest occurring
in 2005. Updates include:
•Component Changes: Over the years,
commodities including eggs, oats, lard, rubber,
potatoes and wool have been dropped and
replaced by more liquid and significant contracts.
• W
eighting: The 10th revision (2005) included
a weighting change from equal weighted components to a 4-tiered grouping system designed
to reflect the significance of each commodity:
– Energy: 39%
– Agriculture: 41%
– Precious Metals: 7%
– Base/Industrial Metals: 13%
• R
ebalance: The 10th revision also instituted
monthly rebalancing and rollover schedules.
D
Q
E
F
P
O
N
G
J
ML
K
I
H
A RBOB Gasoline 5
BCorn
6
CSoybeans
6
DAluminum
6
ECopper
6
F Live Cattle
6
GGold
6
HSugar
5
ICotton
5
JCoffee
5
KWheat
1
LNickel
1
M Orange Juice
1
NSilver
1
O Lean Hogs
1
PCocoa
5
Q Crude Oil
23
R Heating Oil
5
S Natural Gas
6
AVAILABILITY
The Thomson Reuters/CoreCommodity CRB Index
is published in Real-Time and is widely disseminated
to subscribers including traders, analysts, consultants
and numerous media outlets.
RIC CODES:
TR/J CRB EXCESS RETURN
TR/J CRB TOTAL RETURN
3-MO FORWARD TOTAL RETURN 3-MO FORWARD EXCESS RETURN .TRJCRB
.TRJCRBTR
.TRJCTBTR
.TRJCTBER
LICENSING OPPORTUNITIES
The Index is available for license to interested
market participants for the creation of over-thecounter products.
Email
Index_Queries@thomsonreuters.com
For further information
Financial.thomsonreuters.com/indices
© Thomson Reuters 2013. All rights reserved. 1005355 1113
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