RJI

Elements Rogers International Commodity Index-Total Return ETN
LAST TRADECHANGE (%)VOLUME
$4.94+0.01 (0.20%)25.36K
2:04:00 p.m. (ET) 07/20/2017
BID SIZEBID ($)ASK ($)ASK SIZE
104,6004.924.93108,000
D

28
  • Overview
  • Efficiency
  • Tradability
  • Fit

RJI Fund Description

The ELEMENTS Rogers International Commodity Index - Total Return ETN tracks a consumption-based index of commodities chosen by the RICI committee. It gains exposure using front-month futures contracts.

RJI FactSet Analytics Insight

RJI offers exposure to more commodities than any competing ETF. Its underlying index, the RICI, includes an additional dozen or so commodities beyond our benchmark. It even provides a small amount of exposure to commodities like milk, rapeseed and orange juice. Overall, the RICI significantly reduces energy in favor of agriculture exposure relative to our benchmark. Its index strictly uses front-month contracts for exposure, which give you the best reactivity to changes in spot, but are also most affected by the forces of contango/backwardation . RJI charges a reasonable fee, but traders should note persistently wider spreads than its hefty AUM might suggest.

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

RJI Summary Data

10/17/07
Exchange-Traded Note
0.75%
$200.36 M
$1.48 M
0.31%

RJI Portfolio Data

Futures
Front Month
Monthly
34

RJI Index Data

Rogers International Commodity Index - Total Return
Proprietary
Committee
S&P GSCI

Related ETFs to RJI

GSG, GSP, BCM, SBV
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

RJI Portfolio Management

0.75%
0.01%
1.13%
-1.83%

RJI Tax Exposures

20.00% / 39.60%
--
No

RJI Fund Structure

Exchange-Traded Note
No
N/A
Swedish Export Credit Corp - SEK
Low
Low
None
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS50,0004.97
50,0004.96
50,0004.95
104,3004.94
108,0004.93
BIDS104,6004.92
100,0004.91
50,0004.90
50,0004.89
1004.88
LAST 10 TRADES
TIMEPRICESHARES
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Bats BZX Real-time Quote - 14:37:48
Daily Spread
Premium/Discount
Volume

RJI FactSet Analytics Block Liquidity

As of 07/20/17
5
4
3
2
1

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

RJI Tradability

304,175
$1.48 M
82,883
$387.55 K
0.31%
$0.01
-0.02%
2.45% / -2.57%
None
100.00%
500,000
0.17
0%
--
33
$4.93
5

RJI Performance Statistics

0.88
0.70
0.72
0.67
0.00%