The RICI® Handbook 2012

The RICI® Handbook, January 24, 2012

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® decided to omit Greasy Wool (SFE) at 0.10% and to include Milk Class III (CME) at 0.10%. This change will be implemented during the January 2012 roll period, occurring at the end of January 2012.

The RICI Committee also decided to move the settlement time from 5 p.m. New York time to 4 p.m. New York time and to move the foreign currency exchange (FX) rates fix time from 5 p.m. New York time to 2:30 p.m. New York time. This change will be implemented for the calculation of the index level on the first day of the January 2012 roll period, i.e., January 30, 2012.

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