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The Deutsche Bank Liquid Commodity Index (DBLCI) was launched in February 2003. It tracks the performance of six commodities in the energy, precious metals, industrial metals and grain sectors. The DBLCI has constant weightings for each of the six commodities and the index is rebalanced annually in the first week of November. Consequently the weights fluctuate during the year according to the price movement of the underlying commodity futures. == Rolling Methodology == Energy contracts are rolled monthly, all other commodity futures contracts are rolled annually. This rolling procedure was adopted given the historical tendency for energy curves to be in backwardation and metal and agricultural forward curves to be in contango. Futures contracts rolling takes place between the second and sixth business day of the month. The DBLCI is quoted in both total returns and excess returns terms in US dollars as well as a variety of major currencies. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Deutsche Bank Liquid Commodity Index」の詳細全文を読む スポンサード リンク
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