DBLCI Optimum Yield (OY) Balanced Index

The DBLCI-OY Balanced has the same underlying 14 commodities as the DBLCI-OY Broad, but, the energy sector weight is reduced from 55% of the broad index to 35%. The DBLCI-OY Balanced is designed to be UCITS III compliant, that is the weight of no single commodity or strongly correlated securities exceed 35%. The DBLCI-OY Balanced is listed as an ETF on the Deutsche Börse.

In terms of sector weights, the DBLCI-OY Balanced is broadly similar to the S&P GSCI Light Energy Index and the Dow Jones-AIG commodity index although the DBLCI-OY Broad has no exposure to the livestock sector, but, instead has a higher allocation to precious metals.

Characteristics of the DBLCI-OY Balanced Index

• Consists of 14 commodities drawn from the energy, precious metals, industrial metals and agriculture sectors.
• Index rolling mechanism is based on DB’s Optimum Yield technology.
• UCITS III compliant.
• Maximum sector allocation is limited to 35%.

The DBLCI Family of Commodity Indices

• Deutsche Bank Liquid Commodity Index (DBLCI)
• DBLCI Optimum Yield (OY) Index
• DBLCI Mean Reversion (MR)Index
• DBLCI Optimum Yield (OY) Broad Index

Other indices

• Dow Jones–AIG Commodity Index
• Reuters-CRB Index
• Rogers International Commodity Index
• Standard & Poor's Commodity Index