RJI

Elements Rogers International Commodity Index-Total Return ETN
D

N/A
  • 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

ELEMENTS
10/17/07
Exchange-Traded Note
0.75%
$232.32M
$1.13M
0.3%

RJI Portfolio Data

Futures
Front Month
Monthly
--

RJI Index Data

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% / 39.6%
--
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
ASKS1,9005.34
1,8005.33
51,8005.32
58,7005.31
2005.30
BIDS62,5005.29
51,8005.28
8,6005.27
1,9005.26
1,8005.25
LAST 10 TRADES
TIMEPRICESHARES
11:58:575.28900
11:58:575.29400
11:58:575.29500
11:31:155.30100
11:31:155.30100
10:20:325.302,400
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Bats BZX Real-time Quote - 13:31:24
Daily Spread
Premium/Discount
Volume

RJI Factset Analytics Block Liquidity

As of 11/22/17
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

220,240
$1.13M
94,113
$493.57K
0.3%
$0.02
0.00%
2.45% / -2.57%
None
100%
500,000
0.19
0.00%
--
33
$5.25
5

RJI Sector Breakdown

RJISegment Benchmark
72.35% 40.00%
11.42% 31.90%
7.06% 14.00%
2.74% 11.10%
6.43% 3.00%

RJI Top 10 Targeted Commodity Weights

16.00%
13.00%
5.00%
5.00%
4.75%
4.75%
4.20%
4.00%
4.00%

RJI Tenor Strategy

RJI invests solely in front-month futures contracts. This means that the fund will be particularly sensitive to changes in spot prices, but may be priced higher or lower than spot, sometimes dramatically.

RJI Performance Statistics

0.88
0.7
0.72
0.67
0%

RJI Rolling Strategy

RJI rolls its underlying contracts over a 15 day period during the month preceeding a given contract's expiration