DJP

iPath Bloomberg Commodity Index Total Return ETN
CLOSING PRICECHANGE (%)VOLUME
$23.07+0.10 (0.44%)171.74K
4:00:00 p.m. (ET) 05/26/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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Overall Rating

C

18
as of 05/26/17

Rating Details

71
99
18
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

DJP Fund Description

The iPath Bloomberg Commodity Index Total Return ETN tracks a broad index of 22 different commodity contracts with varying roll schedules. Contract maturity can range from one to five months.

DJP FactSet Analytics Insight

DJP is a broad basket commodity ETN thatattempts to create a fair representation of commodities in the world economy tracks an index with varying contract lengths and roll schedules. The index uses both liquidity- and US dollar-weighted production data to determine the relative quantities of included commodities. Additionally, the index attempts to embody four main principles in its construction: economic significance, diversification, continuity, and liquidity. Using these metrics, the index attempts to create a fair representation of each commodity’s importance to the world economy and to filter out unwarranted weightings for commodities. In addition to these factors, the index adds a 33% cap to commodity sectors and a 15% cap to individual commodities.
Our segment benchmark also tracks a broad basket of commodity contracts, but the similarities end there. All contracts held in our benchmark, the S&P GSCI, are front-month contracts. Additionally, the benchmark does not have the same filtering methodology or capping requirements as the underlying index, so expect to see wide deviations in Fit.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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DJP Top 10 Contracts

DJP Summary Data

06/06/06
Exchange-Traded Note
0.70%
$824.06 M
$7.84 M
0.05%

DJP Portfolio Data

Futures
Extended Term
Annually
10

DJP Index Data

Bloomberg Commodity Index
Multi-Factor
Fixed
S&P GSCI

Related ETFs to DJP

DJCI, UCI, CMDT, UCIB, GSG
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

DJP Portfolio Management

0.70%
-0.86%
2.50%
-2.29%

DJP Tax Exposures

20.00% / 39.60%
--
No

DJP Fund Structure

Exchange-Traded Note
No
N/A
Barclays Bank PLC
Low
Low
None
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
15:59:5523.06167
15:59:5523.063
15:58:4123.06100
15:57:3423.0647
15:57:2423.06100
15:27:4423.07100
12:48:5923.032
10:47:2623.02200
10:45:5823.02294
09:57:2823.03300
Bats BZX Real-time Quote - 23:59:59
Average Spread
Premium/Discount
Volume

DJP FactSet Analytics Block Liquidity

As of 05/26/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DJP. DJP is rated a 5 out of 5.

DJP Tradability

339,210
$7.84 M
211,613
$4.87 M
0.05%
$0.01
-0.03%
0.48% / -0.57%
None
100.00%
30,000
7.05
0%
--
510
$22.97
5

DJP Performance Statistics

0.55
0.59
0.54
0.48
0.00%