DJCBETRACS Bloomberg Commodity Index Total Return ETN Series B
DJCB Fund Description
DJCB tracks a broad basket of commodity contracts with varying roll schedules. Contract maturity can range from one to five months.
DJCB Factset Analytics Insight
DJCB is a broad basket commodity ETN that tracks an index with varying contract lengths and roll schedules. There are 24 different commodity contracts eligible for inclusion. Commodity sectors include energy, precious metals, industrial metals, grains, softs and livestock. 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. The index is rebalanced annually.
DJCB Portfolio Data
DJCB Index Data
DJCB Fund Structure
DJCB Tax Exposures
DJCB Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of DJCB. DJCB is rated a 5 out of 5.