The RICI® Handbook

The RICI® Handbook, September 1, 2009

The Guide to the Rogers International Commodity Index®

How it works
Who calculates it
What it tracks and more

Amendments to the previous Handbook include:

The Committee governing the Rogers International Commodity Index® (the “RICI® Committee”) decided to increase the weight of ICE CA Canola from 0.67% to 0.77% and to reduce the weight of ICE CA Barley from 0.10% to 0.00%. These changes were implemented during the August 2009 roll period, which occurred at the end of August 2009.

Definitions and descriptions for the RICI® Industrial Metals sub-index (RICI® - IM℠) and the RICI® Precious Metals sub-index (RICI® - PM℠) have been added.

Contents

I. OVERVIEW
II. RICI® INCLUSION PROCESS
III. RICI® WEIGHTS
IV. RICI® STANDARD CALCULATION
V. RICI® - A℠
VI. RICI® - E℠
VII. RICI® - M℠
VIII. RICI® - IM℠
IX. RICI® - PM℠
APPENDIX A - Rolling rules
APPENDIX B - index compositions