DJCBETRACS Bloomberg Commodity Index Total Return ETN Series B
DJCB Fund Description
DJCB tracks a broad index of 23 different 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. 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 commodities significance in the global economy in addition to filtering out unwarranted weightings for some commodities. However, the index does apply a cap of 33% to commodity sectors and 15% to individual commodities. The index is rebalanced annually every January.
DJCB Charts And Performance
DJCB Summary Data
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.