DJP

iPath Bloomberg Commodity Index Total Return ETN
B

31
  • 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 that 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

iPath
06/06/06
Exchange-Traded Note
0.70%
$895.39M
$6.55M
0.06%

DJP Portfolio Data

Futures
Extended Term
Annually
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DJP Index Data

Multi-Factor
Fixed
S&P GSCI

Related ETFs to DJP

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

DJP Portfolio Management

0.70%
-0.62%
2.50%
-2.05%

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
15:25:4023.19100
15:25:4023.19100
14:51:4023.18700
14:01:3323.16611
13:44:0523.15200
13:09:3023.165
13:02:4923.1620
12:34:2523.15100
12:02:5223.16100
11:46:5923.19100
Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

DJP Factset Analytics Block Liquidity

As of 12/15/17
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

276,830
$6.55M
129,765
$3.12M
0.06%
$0.01
0.01%
0.30% / -0.40%
None
100.00%
30,000
4.33
0.00%
--
510
$23.09
5

DJP Sector Breakdown

DJPSegment Benchmark
72.35% 32.80%
0.00% 31.19%
11.42% 15.65%
7.06% 11.42%
2.74% 8.94%
6.43% 0.00%

DJP Top 10 Targeted Commodity Weights

12.58%
10.55%
8.94%
6.73%
6.26%
5.94%
5.51%
3.88%

DJP Tenor Strategy

DJP tracks contracts that vary in maturity, from one to five months, according to a fixed schedule.

DJP Performance Statistics

0.55
0.59
0.54
0.48
0.00%

DJP Rolling Strategy

DJP rolls contracts between the 6th and 10th business day of pre-determined roll months.