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Thursday 16 January, 2020

WisdomTree Comm Sec

WT Commodity Secs Ltd - Rebalancing of Index Secs

RNS Number : 0382A
WisdomTree Commodity Secs Ltd
16 January 2020
 

WisdomTree Commodity Securities Limited

LEI: 21380068Q1JSIAN4FO63

16 January 2020

 

Rebalancing of Index Securities

 

The annual rebalancing of the Bloomberg Commodity Index and Bloomberg Commodity Index 3 Month Forward, and consequently the adjustment to the number of Micro Securities in each of the twenty-eight categories of Index Securities (comprising eighteen categories of Classic Index Securities and ten categories of Longer Dated Index Securities) issued by WisdomTree Commodity Securities Limited has been completed.

 

Tables 1 and 2 show the new number of Micro Securities comprised in each Index Security for Classic Index Securities and Longer Dated Index Securities.  No further changes will occur until the next rebalancing, scheduled for early January 2021.

 

Table 3 shows the effective weight of each commodity based on the new number of Micro Securities and current commodity prices (as at close on 14 January 2020).

 

For further information, please contact

  

For further information, please contact

Ciaran Hocking

R&H Fund Services (Jersey) Limited

Tel:       +44 (0) 1534 825200

Fax:      +44 (0) 1534 825335

E-mail address: [email protected]

 

Table 1 -Number of Micro Classic Securities in each class of Classic Index Security on 15 January 2020

 














Classes of Micro Securities


Number of Micro Classic Securities in each class of Classic Index Security. These are the numbers until the next rebalancing (scheduled for January 2021)

















All Commodities

Energy



Ex-Energy


Ex-Agriculture
& Livestock




Natural Gas


31,858,278

47,520,416

Petroleum




59,102,722




WTI Crude Oil


72,548

108,995

538,409




135,049




Brent Crude


18,403

27,646

136,478




34,251




Unleaded Gasoline


6,742

10,127

49,986




12,544




Heating Oil


14,050

21,107

104,236




26,154




Low Sulphur Gas Oil


11,289

16,957

83,709




21,014







Industrial Metals









Aluminium


131,351

1,022,774



184,990


244,080




Copper (COMEX)


22,748

176,309



31,942


42,341




Zinc


38,071

296,608



53,665


70,695




Nickel


17,220

133,478



24,179


32,054







PM









Gold


63,699

835,155



89,448


118,524




Silver


18,266

239,541



25,651


34,004







Livestock









Live Cattle


48,921

279,391



68,754






Lean Hogs


333,017

1,914,555



471,185









Agriculture

Grains








Wheat


393,210

646,874

862,538


552,144






Kansas Wheat


56,103

93,394

124,974


79,562






Corn


658,575

1,088,548

1,452,466


928,614






Soybeans


27,546

45,389

60,523


38,739






Soybean Meal


4,613

7,625



6,504










Softs








Sugar


36,018

59,384

186,826


50,667






Cotton


57,769

95,661

301,726


81,562






Coffee


260,328

428,659

1,347,787


366,446


















Soybean Oil


65,932

108,471



92,582

















 

 

 












Classes of Micro Securities

Number of Micro Classic Securities in each class of Classic Index Security. These are the numbers until the next rebalancing (scheduled for January 2021)














Ex-Petroleum

Ex-Agri

Ex-IM

Ex-PM

Ex-Livestock

Ex-Grains

Ex-Softs



Natural Gas

67,953,324

48,533,465

58,731,246

59,592,209

67,202,812

69,657,775

44,666,033



WTI Crude Oil

-

110,829

134,088

135,757

153,096

158,879

101,757



Brent Crude

-

28,112

34,012

34,434

38,833

40,296

25,810



Unleaded Gasoline

-

10,296

12,458

12,612

14,222

14,762

9,455



Heating Oil

-

21,461

25,967

26,289

29,648

30,766

19,705



Low Sulphur Gas Oil

-

17,245

20,862

21,123

23,819

24,721

15,831













Aluminium

277,373

200,392

-

245,815

277,122

287,397

184,194



Copper (COMEX)

47,895

34,748

-

42,566

47,997

49,811

31,903



Zinc

80,534

58,053

-

71,261

80,314

83,267

53,381



Nickel

36,258

26,304

-

32,221

36,339

37,709

24,153













Gold

134,134

97,298

117,738

-

134,422

139,500

89,349



Silver

38,466

27,907

33,762

-

38,549

40,003

25,621













Live Cattle

103,104

74,638

90,407

91,571

-

107,032

68,598



Lean Hogs

706,257

507,877

614,486

622,979

-

728,628

466,987













Wheat

827,969

-

726,760

735,800

829,765

-

551,531



Kansas Wheat

119,461

-

103,496

104,983

118,335

-

78,649



Corn

1,393,046

-

1,216,259

1,232,542

1,389,357

-

923,438



Soybeans

58,099

-

50,899

51,559

58,115

-

38,626



Soybean Meal

9,757

-

8,520

8,633

9,732

-

6,468













Sugar

76,006

-

66,561

67,431

75,980

78,763

-



Cotton

122,403

-

106,664

108,116

121,863

126,328

-



Coffee

548,672

-

480,831

487,038

549,341

570,018

-













Soybean Oil

138,835

-

121,866

123,379

139,134

144,393

92,483












 

 

 

 

Table 2- Number of Micro Longer Dated Securities in each class of Longer Dated Index Security on 15 January 2019














Classes of Micro Securities


Number of Micro Classic Securities in each class of Classic Index Security
These are the numbers until the next rebalancing (scheduled for January 2020)

















All Commodities


Energy




Ex-Energy




Natural Gas


1,036,883


3,546,286


Petroleum






WTI Crude Oil


40,924


140,744


410,435






Brent Crude


32,838


112,943


329,351






Unleaded Gasoline


5,858


20,138


58,726






Heating Oil


13,529


46,528


135,714






Low Sulphur Gas Oil


20,365


70,042


204,258










Industrial Metals








Aluminium


192,288


966,489




210,609




Copper (COMEX)


34,334


171,786




37,499




Zinc


62,531


314,596




68,558




Nickel


26,115


130,660




28,522








Precious Metals








Gold


148,349


852,340




162,028




Silver


39,429


226,577




43,063








Livestock








Live Cattle


58,375


685,776




63,807




Lean Hogs


42,981


507,203




47,154








Agriculture


Grains






Wheat


283,623


380,244


488,285


310,310




Kansas Wheat


75,722


102,413


131,947


83,474




Corn


548,970


737,616


947,794


601,852




Soybeans


62,994


84,372


108,341


68,874




Soybean Meal


16,677


22,395




18,274










Softs






Sugar


44,233


59,288


190,355


48,389




Cotton


48,773


65,619


211,114


53,515




Coffee


445,531


596,432


1,914,513


487,676
















Soybean Oil


86,874


116,232




94,885















 

 

 

 

 

 

 

Table 3 -Effective Weight of each Commodity in the WisdomTree Broad Commodities Index Securities and WisdomTree Broad Commodities Longer Dated Index Securities

(as at the close on 14 January 2019)

 

Commodity

Effective weights based on current commodity prices (Classic Securities)

Effective weights based on current commodity prices (Longer Dated Securities

Natural Gas

7.97%

8.04%

WTI Crude Oil

7.57%

7.62%

Brent Crude

6.72%

6.72%

Gasoline

2.20%

2.21%

Heating Oil

2.02%

2.02%

Low Sulphur Gas Oil

2.48%

2.48%

Aluminium

4.36%

4.36%

Copper

7.28%

7.26%

Zinc

3.50%

3.49%

Nickel

2.78%

2.78%

Gold

13.58%

13.56%

Silver

3.70%

3.70%

Live Cattle

4.10%

4.10%

Lean Hogs

1.76%

1.78%

Wheat

3.19%

3.17%

Kansas Wheat

1.55%

1.54%

Corn

5.97%

5.95%

Soybeans

5.71%

5.70%

Soy Meal

3.34%

3.18%

Sugar

3.22%

1.53%

Cotton

1.54%

2.59%

Coffee

2.59%

2.89%

Soybean Oil

2.89%

3.34%




Total

100.00%

100.00%

 


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